WELLINGTON MANAGEMENT CO LLP
13F-HR, 2000-11-15
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                            UNITED STATES
                  SECURITIES AND EXCHANGE COMMISSION
                        Washington, D.C.  20549

                              FORM 13F

                        FORM 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: 09/30/2000

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:    Wellington Management Company, LLP
Address: 75 State Street
         Boston, MA 02109

13F File Number:  28-517

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:     Brian P. Hillery*
Title:    Assistant Vice President
Phone:    (617) 790-7747
Signature, Place, and Date of Signing:

    Brian P. Hillery    Boston, Massachusetts    November 15, 2000

* Signed pursuant to a Power of Attorney dated January 15, 1997 and filed
with the SEC on January 24, 1997.

Report Type (Check only one.):

[ X]        13F HOLDINGS REPORT.

[  ]        13F NOTICE.

[  ]        13F COMBINATION REPORT.


List of Other Managers Reporting for this Manager:



I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
<PAGE>
 FORM 13F SPECIAL ELECTRONIC FILING INSTRUCTIONS Continued

                          FORM 13F SUMMARY PAGE


Report Summary:

Number of Other Included Managers:        3

Form 13F Information Table Entry Total:   5191

Form 13F Information Table Value Total:   $147115081000



List of Other Included Managers:

 No.  13F File Number     Name

 01   XX-XXXXX            Wellington Trust Company, NA
 02   XX-XXXXX            Wellington International Management Company Pte Ltd.
 03   XX-XXXXX            Wellington Management International
<PAGE>
<TABLE>                        <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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
ABC Bancorp                    Common           00040010      2091   201000 SH       SOLE                  201000        0        0
ABC Bancorp                    Common           00040010       230    22000 SH       DEFINED        1           0    22000        0
ABC-NACO Inc                   Common           00075210      1925   367300 SH       SOLE                  367300        0        0
ABC-NACO Inc                   Common           00075210       436    83000 SH       SOLE                       0        0    83000
ABC-NACO Inc                   Common           00075210      1103   210000 SH       DEFINED        1           0   210000        0
ABC-NACO Inc                   Common           00075210       544   103600 SH       DEFINED        1           0   103600        0
ABC-NACO Inc                   Common           00075210      2406   458300 SH       DEFINED        2           0        0   458300
ADC Telecommunctns             Common           00088610     82865  3081600 SH       SOLE                 3081600        0        0
ADC Telecommunctns             Common           00088610       930    34600 SH       SOLE                       0        0    34600
ADC Telecommunctns             Common           00088610      6075   225900 SH       DEFINED        1           0   225900        0
ADE Corp                       Common           00089C10      1629    79700 SH       SOLE                   79700        0        0
ADE Corp                       Common           00089C10      1051    51300 SH       SOLE                       0        0    51300
ADE Corp                       Common           00089C10      1561    76200 SH       DEFINED        1           0    76200        0
ADT Oper LYONS P02                              000945AC       152    54000 PRN      SOLE                   54000        0        0
AK Steel Hldg Corp             Common           00154710        47     5000 SH       SOLE                    5000        0        0
AK Steel Hldg Corp             Common           00154710     31112  3318652 SH       SOLE                       0        0  3318652
AK Steel Hldg Corp             Common           00154710        38     4100 SH       DEFINED        1           0     4100        0
AK Steel Hldg Corp             Common           00154710       581    62000 SH       DEFINED        2           0        0    62000
AMB Property REIT              Common           00163T10      2662   108400 SH       SOLE                  108400        0        0
AMB Property REIT              Common           00163T10      3463   141000 SH       DEFINED        1           0   141000        0
AMC Entertainment              Common           00166910       518   296100 SH       SOLE                  296100        0        0
AMC Entertainment              Common           00166910      2625  1500000 SH       SOLE                       0        0  1500000
AMC Entertainment              Common           00166910       222   127100 SH       DEFINED        1           0   127100        0
AMR Corp                       Common           00176510     98064  3000000 SH       SOLE                 3000000        0        0
AMR Corp                       Common           00176510         4      130 SH       SOLE                       0        0      130
APAC Customer Svcs             Common           00185E10      8063  1517600 SH       SOLE                 1517600        0        0
APAC Customer Svcs             Common           00185E10        55    10300 SH       DEFINED        1           0    10300        0
ATI Technologies               Common           00194110        25     3100 SH       SOLE                    3100        0        0
AT&T Corp                      Common           00195710    351119 11966672 SH       SOLE                11966672        0        0
AT&T Corp                      Common           00195710    558027 18998092 SH       SOLE                       0        0 18998092
AT&T Corp                      Common           00195710     71185  2423320 SH       DEFINED        1           0  2423320        0
AT&T Corp                      Common           00195710      2768    94200 SH       DEFINED        1           0    94200        0
AT&T Corp                      Common           00195710     11591   394600 SH       DEFINED        1           0        0   394600
AT&T Corp                      Common           00195710       648    22200 SH       DEFINED        2           0    22200        0
AT&T Corp                      Common           00195710     16004   544980 SH       DEFINED        2           0        0   544980
AT&T Corp                      Common           00195710       912    31600 SH       DEFINED        3           0    31600        0
AT&T Corp                      Common           00195710      1055    35905 SH       DEFINED        3           0        0    35905
AT&T-Liberty Media A           Common           00195720    583120 32442652 SH       SOLE                32442652        0        0
AT&T-Liberty Media A           Common           00195720    233842 13001908 SH       SOLE                       0        0 13001908
AT&T-Liberty Media A           Common           00195720     99335  5518690 SH       DEFINED        1           0  5518690        0
AT&T-Liberty Media A           Common           00195720      3663   208500 SH       DEFINED        1           0   208500        0
AT&T-Liberty Media A           Common           00195720      5522   306784 SH       DEFINED        1           0        0   306784
AT&T-Liberty Media A           Common           00195720      1354    75700 SH       DEFINED        2           0    75700        0
AT&T-Liberty Media A           Common           00195720     21690  1205212 SH       DEFINED        2           0        0  1205212
AT&T-Liberty Media A           Common           00195720      1339    75700 SH       DEFINED        3           0    75700        0
AT&T-Liberty Media A           Common           00195720      1584    88008 SH       DEFINED        3           0        0    88008
AT&T-Liberty Media B           Common           00195730       812    44054 SH       SOLE                   44054        0        0
ATMI Inc                       Common           00207R10      4255   182300 SH       SOLE                  182300        0        0
ATMI Inc                       Common           00207R10      2316    99100 SH       SOLE                       0        0    99100
ATMI Inc                       Common           00207R10      4546   194500 SH       DEFINED        1           0   194500        0
AXT Inc                        Common           00246W10     59732  1429050 SH       SOLE                 1429050        0        0
AXT Inc                        Common           00246W10      1146    27400 SH       SOLE                       0        0    27400
AXT Inc                        Common           00246W10      6890   164780 SH       DEFINED        1           0   164780        0
AXT Inc                        Common           00246W10      1259    30100 SH       DEFINED        1           0    30100        0
AXT Inc                        Common           00246W10      3659    87500 SH       DEFINED        2           0        0    87500
Abbott Laboratories            Common           00282410    519218 10933176 SH       SOLE                10933176        0        0
Abbott Laboratories            Common           00282410    862907 18144081 SH       SOLE                       0        0 18144081
Abbott Laboratories            Common           00282410     83656  1758830 SH       DEFINED        1           0  1758830        0
Abbott Laboratories            Common           00282410     10428   221700 SH       DEFINED        1           0   221700        0
Abbott Laboratories            Common           00282410      5199   109300 SH       DEFINED        1           0        0   109300
Abbott Laboratories            Common           00282410     18949   398520 SH       DEFINED        2           0        0   398520
Abbott Laboratories            Common           00282410      1056    22600 SH       DEFINED        3           0    22600        0
Abbott Laboratories            Common           00282410      1258    26440 SH       DEFINED        3           0        0    26440
Abington Savings Bk            Common           00350P10       130    12800 SH       SOLE                       0        0    12800
Able Telcom Holding            Common           00371230      1513   484000 SH       SOLE                  484000        0        0
Able Telcom Holding            Common           00371230      2053   657000 SH       DEFINED        1           0   657000        0
Able Telcom Holding            Common           00371230       176    56200 SH       DEFINED        1           0    56200        0
Abitibi-Consolidated           Common           00392410     35176  3761489 SH       SOLE                 3761489        0        0
Abitibi-Consolidated           Common           00392410    145629 15536589 SH       SOLE                       0        0 15536589
Abitibi-Consolidated           Common           00392410      6103   651000 SH       DEFINED        1           0   651000        0
Abitibi-Consolidated           Common           00392410       442    47200 SH       DEFINED        1           0    47200        0
Abitibi-Consolidated           Common           00392410       671    72000 SH       DEFINED        2           0    72000        0
Abitibi-Consolidated           Common           00392410      1049   112100 SH       DEFINED        2           0        0   112100
Aclara Biosciences             Common           00461P10      1813    59700 SH       SOLE                   59700        0        0
Aclara Biosciences             Common           00461P10      1813    59700 SH       SOLE                       0        0    59700
Aclara Biosciences             Common           00461P10      1519    50000 SH       DEFINED        1           0    50000        0
Acme United                    Common           00481610       105    30000 SH       SOLE                   30000        0        0
ACNielsen Corp                 Common           00483310      8260   347700 SH       SOLE                  347700        0        0
ACNielsen Corp                 Common           00483310       688    28900 SH       SOLE                       0        0    28900
ACNielsen Corp                 Common           00483310       550    23100 SH       DEFINED        1           0    23100        0
Actel Corp                     Common           00493410      9969   277400 SH       SOLE                  277400        0        0
Actel Corp                     Common           00493410      8036   223600 SH       SOLE                       0        0   223600
Actel Corp                     Common           00493410      1021    28400 SH       DEFINED        1           0    28400        0
Active Power Inc               Common           00504W10      1290    20800 SH       SOLE                   20800        0        0
Active Power Inc               Common           00504W10      1240    20000 SH       DEFINED        1           0    20000        0
ActivCard SA ADR               Common           00505N10        21      900 SH       DEFINED        1           0      900        0
Acxiom Corp                    Common           00512510     27323   863100 SH       SOLE                  863100        0        0
Acxiom Corp                    Common           00512510      4575   144100 SH       SOLE                       0        0   144100
Acxiom Corp                    Common           00512510      4299   135400 SH       DEFINED        1           0   135400        0
ADAC Laboratories              Common           00531320     11247   541700 SH       SOLE                  541700        0        0
ADAC Laboratories              Common           00531320      8548   410700 SH       SOLE                       0        0   410700
ADAC Laboratories              Common           00531320     15071   724100 SH       DEFINED        1           0   724100        0
ADAC Laboratories              Common           00531320       895    43000 SH       DEFINED        1           0    43000        0
ADAC Laboratories              Common           00531320      2602   125000 SH       DEFINED        2           0        0   125000
Adaptec Inc                    Common           00651F10       534    26700 SH       SOLE                   26700        0        0
Adaptec Inc                    Common           00651F10      1414    70700 SH       DEFINED        1           0    70700        0
Adelphia Commnctn A            Common           00684810     17956   651450 SH       SOLE                  651450        0        0
Adelphia Commnctn A            Common           00684810    128642  4667200 SH       SOLE                       0        0  4667200
Adelphia Commnctn A            Common           00684810        63     2300 SH       DEFINED        1           0     2300        0
Adelphia Commnctn A            Common           00684810      1447    52500 SH       DEFINED        2           0        0    52500
Adept Technology Inc           Common           00685410     26513   504400 SH       SOLE                  504400        0        0
Advanced Mktg Svcs             Common           00753T10      2462   140000 SH       SOLE                  140000        0        0
Advanced Mktg Svcs             Common           00753T10      2204   125000 SH       DEFINED        1           0   125000        0
Advanced Mktg Svcs             Common           00753T10       212    12000 SH       DEFINED        1           0    12000        0
Advanced Mktg Svcs             Common           00753T10      2644   150000 SH       DEFINED        2           0        0   150000
Advanced Fibre Commn           Common           00754A10      1345    35500 SH       SOLE                   35500        0        0
Advanced Fibre Commn           Common           00754A10       114     3000 SH       SOLE                       0        0     3000
Advanced Polymer Sys           Common           00754G10      1806   850000 SH       SOLE                  850000        0        0
Advanced Polymer Sys           Common           00754G10      1468   690500 SH       DEFINED        1           0   690500        0
Advanced Polymer Sys           Common           00754G10       170    79800 SH       DEFINED        1           0    79800        0
ADVO Inc                       Common           00758510      1211    36700 SH       SOLE                   36700        0        0
ADVO Inc                       Common           00758510      2439    73900 SH       DEFINED        1           0    73900        0
Aehr Test Systems              Common           00760J10      1978   301300 SH       DEFINED        1           0   301300        0
Aehr Test Systems              Common           00760J10       263    40000 SH       DEFINED        1           0    40000        0
Aehr Test Systems              Common           00760J10      2100   320000 SH       DEFINED        2           0        0   320000
Advanced Micro Dvcs            Common           00790310      5801   245500 SH       SOLE                  245500        0        0
Advanced Micro Dvcs            Common           00790310      2006    84900 SH       SOLE                       0        0    84900
Advanced Micro Dvcs            Common           00790310      7610   322160 SH       DEFINED        1           0   322160        0
Advanced Micro Dvcs            Common           00790310      1753    74200 SH       DEFINED        1           0        0    74200
Aegon NV ADR                   Common           00792410         7      200 SH       DEFINED        1           0      200        0
Advanced Energy Inds           Common           00797310       281     8500 SH       SOLE                    8500        0        0
Aetna Inc                      Common           00811710     14308   247000 SH       SOLE                  247000        0        0
Aetna Inc                      Common           00811710    520244  8960000 SH       SOLE                       0        0  8960000
Aetna Inc                      Common           00811710        99     1700 SH       DEFINED        1           0     1700        0
Aetna Inc                      Common           00811710       852    14800 SH       DEFINED        2           0    14800        0
Aetna Inc                      Common           00811710      2323    40000 SH       DEFINED        2           0        0    40000
Affiliated Computr A           Common           00819010    131518  2638350 SH       SOLE                 2638350        0        0
Affiliated Computr A           Common           00819010     30085   603200 SH       SOLE                       0        0   603200
Affiliated Computr A           Common           00819010     20666   414350 SH       DEFINED        1           0   414350        0
Affiliated Computr A           Common           00819010      3885    77900 SH       DEFINED        1           0        0    77900
AG-Chem Equipment              Common           00836310      2822   318000 SH       SOLE                  318000        0        0
AG-Chem Equipment              Common           00836310       692    78000 SH       SOLE                       0        0    78000
AG-Chem Equipment              Common           00836310      1686   190000 SH       DEFINED        1           0   190000        0
AG-Chem Equipment              Common           00836310       488    55000 SH       DEFINED        1           0    55000        0
Agilent Technologies           Common           00846U10        75     1568 SH       SOLE                    1568        0        0
Agilent Technologies           Common           00846U10       254     5186 SH       SOLE                       0        0     5186
Agilent Technologies           Common           00846U10        56     1144 SH       DEFINED        2           0     1144        0
Agile Software Corp            Common           00846X10     39227   436250 SH       SOLE                  436250        0        0
Agile Software Corp            Common           00846X10      2870    31900 SH       SOLE                       0        0    31900
Agile Software Corp            Common           00846X10      4137    46000 SH       DEFINED        1           0    46000        0
Air Products & Chem            Common           00915810     33110   919800 SH       SOLE                  919800        0        0
Air Products & Chem            Common           00915810    357897  9941600 SH       SOLE                       0        0  9941600
Air Products & Chem            Common           00915810      9332   259250 SH       DEFINED        1           0   259250        0
Air Products & Chem            Common           00915810      3121    86700 SH       DEFINED        1           0    86700        0
Air Products & Chem            Common           00915810      3524    97900 SH       DEFINED        1           0        0    97900
Air Products & Chem            Common           00915810      3164    87900 SH       DEFINED        2           0        0    87900
AirGate PCS Inc                Common           00936710      2083    46500 SH       SOLE                   46500        0        0
AirGate PCS Inc                Common           00936710      1009    22500 SH       SOLE                       0        0    22500
AirGate PCS Inc                Common           00936710      1449    32300 SH       DEFINED        1           0    32300        0
AirTran Holdings Inc           Common           00949P10      2638   594500 SH       SOLE                  594500        0        0
Akamai Technologies            Common           00971T10      1138    21700 SH       SOLE                   21700        0        0
Akamai Technologies            Common           00971T10       289     5500 SH       DEFINED        2           0        0     5500
Akorn Inc                      Common           00972810      6949   631100 SH       SOLE                  631100        0        0
Akorn Inc                      Common           00972810       498    45000 SH       SOLE                       0        0    45000
Akorn Inc                      Common           00972810        77     7000 SH       DEFINED        1           0     7000        0
Akorn Inc                      Common           00972810       174    15900 SH       DEFINED        2           0    15900        0
Akzo Nobel NV ADR              Common           01019930      7944   188600 SH       SOLE                  188600        0        0
Akzo Nobel NV ADR              Common           01019930         3       70 SH       DEFINED        1           0       70        0
Albany Intl Crp Cl A           Common           01234810       773    64572 SH       SOLE                   64572        0        0
Albany Intl Crp Cl A           Common           01234810     13243  1103557 SH       SOLE                       0        0  1103557
Albany Intl Crp Cl A           Common           01234810      1143    95282 SH       DEFINED        1           0    95282        0
Albany Molecular Res           Common           01242310     14885   264900 SH       SOLE                  264900        0        0
Albany Molecular Res           Common           01242310        62     1100 SH       DEFINED        1           0     1100        0
Albemarle Corp                 Common           01265310      1841    91200 SH       DEFINED        1           0    91200        0
Alberta Energy Co              Common           01287310        80     1950 SH       SOLE                    1950        0        0
Albertsons Inc                 Common           01310410        42     1950 SH       SOLE                    1950        0        0
Albertsons Inc                 Common           01310410     27009  1286100 SH       SOLE                       0        0  1286100
Alcan Aluminium Ltd            Common           01371610     75774  2619850 SH       SOLE                 2619850        0        0
Alcan Aluminium Ltd            Common           01371610    147960  5113000 SH       SOLE                       0        0  5113000
Alcoa Inc                      Common           01381710    241154  9530414 SH       SOLE                 9530414        0        0
Alcoa Inc                      Common           01381710   1043415 41220628 SH       SOLE                       0        0 41220628
Alcoa Inc                      Common           01381710     24505   968090 SH       DEFINED        1           0   968090        0
Alcoa Inc                      Common           01381710      7536   297700 SH       DEFINED        1           0   297700        0
Alcoa Inc                      Common           01381710      4941   195200 SH       DEFINED        1           0        0   195200
Alcoa Inc                      Common           01381710      8047   317900 SH       DEFINED        2           0        0   317900
Alcoa Inc                      Common           01381710       111     4400 SH       DEFINED        3           0        0     4400
Alcatel SA ADR                 Common           01390430       133     2153 SH       SOLE                    2153        0        0
Alcatel SA ADR                 Common           01390430    208428  3314951 SH       SOLE                       0        0  3314951
Alcatel SA ADR                 Common           01390430        13      210 SH       DEFINED        1           0      210        0
Alcatel SA ADR                 Common           01390430       961    15282 SH       DEFINED        2           0        0    15282
Allegheny Energy Inc           Common           01736110      5159   135100 SH       DEFINED        1           0   135100        0
Allegiance Telecom             Common           01747T10     43105  1157190 SH       SOLE                 1157190        0        0
Allegiance Telecom             Common           01747T10       950    25500 SH       SOLE                       0        0    25500
Allegiance Telecom             Common           01747T10      6396   171690 SH       DEFINED        1           0   171690        0
Allergan Inc                   Common           01849010    257038  3044100 SH       SOLE                       0        0  3044100
Allergan Spec Thera            Common           01849410      3968   176330 SH       SOLE                  176330        0        0
ALLETE                         Common           01852210      5089   230000 SH       SOLE                       0        0   230000
Alliance Cap Mgmt              Common           01855A10       355     7400 SH       SOLE                       0        0     7400
Alliance Pharm Corp            Common           01877310      3308   217100 SH       SOLE                  217100        0        0
Alliance Pharm Corp            Common           01877310     13769   902788 SH       SOLE                       0        0   902788
Alliance Pharm Corp            Common           01877310     11590   760000 SH       DEFINED        1           0   760000        0
Allied Waste Inds              Common           01958930        36     4000 SH       SOLE                    4000        0        0
Alltel Corp                    Common           02003910     11318   216960 SH       SOLE                  216960        0        0
Alltel Corp                    Common           02003910    155854  2986400 SH       SOLE                       0        0  2986400
Alltel Corp                    Common           02003910      3992    76500 SH       DEFINED        1           0    76500        0
Alltel Corp                    Common           02003910      3100    59400 SH       DEFINED        1           0    59400        0
Alpha Inds                     Common           02075310       341    10000 SH       SOLE                   10000        0        0
Alpha Inds                     Common           02075310      1833    53800 SH       DEFINED        1           0    53800        0
Alpharma Cl A                  Common           02081310      1960    32100 SH       SOLE                   32100        0        0
Alpharma Cl A                  Common           02081310     46523   761113 SH       SOLE                       0        0   761113
Alpharma Cl A                  Common           02081310      1125    18400 SH       DEFINED        1           0    18400        0
Altera Corp                    Common           02144110      1524    32400 SH       SOLE                   32400        0        0
Altera Corp                    Common           02144110      8015   167860 SH       DEFINED        1           0   167860        0
Alza Corp                      Common           02261510     16235   188200 SH       SOLE                  188200        0        0
Alza Corp                      Common           02261510      2700    31200 SH       SOLE                       0        0    31200
Alza Corp                      Common           02261510      3002    34700 SH       DEFINED        1           0    34700        0
Ambac Financial Gp             Common           02313910     50212   686350 SH       SOLE                  686350        0        0
Ambac Financial Gp             Common           02313910      4795    66400 SH       SOLE                       0        0    66400
Ambac Financial Gp             Common           02313910     10314   140800 SH       DEFINED        1           0   140800        0
Ambac Financial Gp             Common           02313910       747    10200 SH       DEFINED        1           0    10200        0
Ambac Financial Gp             Common           02313910      1070    14700 SH       DEFINED        2           0    14700        0
Ambac Financial Gp             Common           02313910       138     1900 SH       DEFINED        2           0        0     1900
Ambassadors Intl Inc           Common           02317810      4244   227400 SH       SOLE                  227400        0        0
Ambassadors Intl Inc           Common           02317810      1346    72000 SH       SOLE                       0        0    72000
Ambassadors Intl Inc           Common           02317810      2804   150000 SH       DEFINED        1           0   150000        0
Ambassadors Intl Inc           Common           02317810      3551   190000 SH       DEFINED        2           0        0   190000
Amerada Hess                   Common           02355110     27484   410600 SH       SOLE                       0        0   410600
America Online Inc             Common           02364J10    582714 10854751 SH       SOLE                10854751        0        0
America Online Inc             Common           02364J10    182689  3401510 SH       SOLE                       0        0  3401510
America Online Inc             Common           02364J10     94917  1765830 SH       DEFINED        1           0  1765830        0
America Online Inc             Common           02364J10      3972    76100 SH       DEFINED        1           0    76100        0
America Online Inc             Common           02364J10       695    13000 SH       DEFINED        2           0    13000        0
America Online Inc             Common           02364J10     19377   360600 SH       DEFINED        2           0        0   360600
America Online Inc             Common           02364J10      1093    20700 SH       DEFINED        3           0    20700        0
America Online Inc             Common           02364J10      1226    22800 SH       DEFINED        3           0        0    22800
America West Hldgs B           Common           02365720     42469  3484500 SH       SOLE                       0        0  3484500
Amcore Financial Inc           Common           02391210       467    23900 SH       SOLE                   23900        0        0
Amcore Financial Inc           Common           02391210       310    15800 SH       SOLE                       0        0    15800
Amcore Financial Inc           Common           02391210       447    22800 SH       DEFINED        1           0    22800        0
American Cap Strat             Common           02493710        99     4200 SH       SOLE                    4200        0        0
American Cap Strat             Common           02493710      8253   348400 SH       SOLE                       0        0   348400
American Cap Strat             Common           02493710        17      700 SH       DEFINED        1           0      700        0
American Elec Power            Common           02553710     17395   444600 SH       SOLE                  444600        0        0
American Elec Power            Common           02553710     42770  1093180 SH       SOLE                       0        0  1093180
American Elec Power            Common           02553710       904    23100 SH       DEFINED        1           0    23100        0
American Eagle Outft           Common           02553E10     45863  1456500 SH       SOLE                 1456500        0        0
American Eagle Outft           Common           02553E10     20622   654700 SH       SOLE                       0        0   654700
American Eagle Outft           Common           02553E10      9835   312200 SH       DEFINED        1           0   312200        0
American Express Co            Common           02581610      8201   135000 SH       SOLE                  135000        0        0
American Express Co            Common           02581610       155     2550 SH       SOLE                       0        0     2550
American Finl Hldgs            Common           02607510     10165   577500 SH       SOLE                  577500        0        0
American Finl Hldgs            Common           02607510     25981  1474700 SH       SOLE                       0        0  1474700
American Finl Hldgs            Common           02607510      2042   115900 SH       DEFINED        1           0   115900        0
American Finl Hldgs            Common           02607510      1234    70000 SH       DEFINED        1           0    70000        0
American Finl Hldgs            Common           02607510      4167   236400 SH       DEFINED        2           0        0   236400
American General Crp           Common           02635110     50706   650087 SH       SOLE                  650087        0        0
American General Crp           Common           02635110     57065   731600 SH       SOLE                       0        0   731600
American General Crp           Common           02635110     21240   272300 SH       DEFINED        1           0   272300        0
American Home Prods            Common           02660910    783995 13872728 SH       SOLE                13872728        0        0
American Home Prods            Common           02660910    923348 16326531 SH       SOLE                       0        0 16326531
American Home Prods            Common           02660910    105726  1869152 SH       DEFINED        1           0  1869152        0
American Home Prods            Common           02660910      8959   160300 SH       DEFINED        1           0   160300        0
American Home Prods            Common           02660910      5249    92800 SH       DEFINED        1           0        0    92800
American Home Prods            Common           02660910       606    10800 SH       DEFINED        2           0    10800        0
American Home Prods            Common           02660910       916    16300 SH       DEFINED        2           0    16300        0
American Home Prods            Common           02660910     23921   422930 SH       DEFINED        2           0        0   422930
American Home Prods            Common           02660910      1145    20600 SH       DEFINED        3           0    20600        0
American Home Prods            Common           02660910      1704    30130 SH       DEFINED        3           0        0    30130
American Homestar              Common           02665110      1125   900000 SH       SOLE                  900000        0        0
American Homestar              Common           02665110       650   520000 SH       SOLE                       0        0   520000
American Homestar              Common           02665110       500   400000 SH       DEFINED        1           0   400000        0
American Intl Group            Common           02687410    756293  7917694 SH       SOLE                 7917694        0        0
American Intl Group            Common           02687410    256476  2682344 SH       SOLE                       0        0  2682344
American Intl Group            Common           02687410    168312  1758958 SH       DEFINED        1           0  1758958        0
American Intl Group            Common           02687410      4764    51171 SH       DEFINED        1           0    51171        0
American Intl Group            Common           02687410     20314   212293 SH       DEFINED        1           0        0   212293
American Intl Group            Common           02687410      1468    15450 SH       DEFINED        2           0    15450        0
American Intl Group            Common           02687410     28221   295018 SH       DEFINED        2           0        0   295018
American Intl Group            Common           02687410      1495    15900 SH       DEFINED        3           0    15900        0
American Intl Group            Common           02687410      1704    17805 SH       DEFINED        3           0        0    17805
American Mgmt System           Common           02735210     16810   980500 SH       SOLE                  980500        0        0
American Mgmt System           Common           02735210      2806   163200 SH       SOLE                       0        0   163200
American Mgmt System           Common           02735210      5350   311300 SH       DEFINED        1           0   311300        0
American Medical Sec           Common           02744P10      2220   346200 SH       SOLE                  346200        0        0
American Medical Sec           Common           02744P10      4503   699500 SH       SOLE                       0        0   699500
American Medical Sec           Common           02744P10        22     3400 SH       DEFINED        1           0     3400        0
Am Retirement Corp             Common           02891310      3191   637000 SH       SOLE                       0        0   637000
American Power Conv            Common           02906610       138     7200 SH       SOLE                    7200        0        0
American Power Conv            Common           02906610       484    25200 SH       SOLE                       0        0    25200
American Power Conv            Common           02906610      1666    86800 SH       DEFINED        1           0    86800        0
American Standard              Common           02971210        62     1400 SH       SOLE                       0        0     1400
American Standard              Common           02971210      2600    58500 SH       DEFINED        1           0    58500        0
American Tower Crp A           Common           02991220    253965  6748725 SH       SOLE                 6748725        0        0
American Tower Crp A           Common           02991220     90127  2393200 SH       SOLE                       0        0  2393200
American Tower Crp A           Common           02991220     26702   708530 SH       DEFINED        1           0   708530        0
American Tower Crp A           Common           02991220      3660    97100 SH       DEFINED        1           0        0    97100
American Tower Crp A           Common           02991220      2242    59600 SH       DEFINED        2           0        0    59600
AmericanTwr P06 144A                            029912AA     17675 10400000 PRN      SOLE                10400000        0        0
American Water Works           Common           03041110      8167   296300 SH       SOLE                       0        0   296300
Amerihost Properties           Common           03070D20       616   165000 SH       SOLE                  165000        0        0
Amerihost Properties           Common           03070D20      1680   450000 SH       DEFINED        1           0   450000        0
Amerisource Hlth A             Common           03071P10     50026  1067240 SH       SOLE                 1067240        0        0
Amerisource Hlth A             Common           03071P10    196751  4186180 SH       SOLE                       0        0  4186180
Amerisource Hlth A             Common           03071P10     23824   506900 SH       DEFINED        1           0   506900        0
Amerisource Hlth A             Common           03071P10       214     4600 SH       DEFINED        2           0     4600        0
Amgen Inc                      Common           03116210      4888    70000 SH       SOLE                   70000        0        0
Amgen Inc                      Common           03116210     19552   280000 SH       SOLE                       0        0   280000
Amgen Inc                      Common           03116210      8666   124100 SH       DEFINED        1           0   124100        0
Amkor Technology Inc           Common           03165210       640    24500 SH       SOLE                   24500        0        0
Amkor Technology Inc           Common           03165210       350    13400 SH       SOLE                       0        0    13400
Amkor Technology Inc           Common           03165210        16      600 SH       DEFINED        1           0      600        0
AMRESCO Cap Tr REIT            Common           03191910      2328   216600 SH       SOLE                  216600        0        0
AMRESCO Cap Tr REIT            Common           03191910       806    75000 SH       SOLE                       0        0    75000
AMRESCO Cap Tr REIT            Common           03191910      1648   153300 SH       DEFINED        1           0   153300        0
AMRESCO Cap Tr REIT            Common           03191910       538    50000 SH       DEFINED        1           0    50000        0
Amplicon Inc                   Common           03210110      1543   106400 SH       SOLE                  106400        0        0
Amplicon Inc                   Common           03210110      3518   242600 SH       DEFINED        2           0        0   242600
Amsurg Corp A                  Common           03232P10      6085   435400 SH       SOLE                  435400        0        0
Amsurg Corp A                  Common           03232P10      3217   229800 SH       DEFINED        1           0   229800        0
Amsurg Corp A                  Common           03232P10      4095   292500 SH       DEFINED        2           0        0   292500
Amsurg Corp B                  Common           03232P20      1372   102600 SH       SOLE                  102600        0        0
Amsurg Corp B                  Common           03232P20      1362   101800 SH       SOLE                       0        0   101800
Amsurg Corp B                  Common           03232P20      1534   114700 SH       DEFINED        1           0   114700        0
Amsurg Corp B                  Common           03232P20       853    63800 SH       DEFINED        2           0        0    63800
AmWest Insurance Grp           Common           03234510      1575   314900 SH       SOLE                  314900        0        0
Anadarko Pete Corp             Common           03251110    156241  2351450 SH       SOLE                 2351450        0        0
Anadarko Pete Corp             Common           03251110    191460  2880832 SH       SOLE                       0        0  2880832
Anadarko Pete Corp             Common           03251110     37754   568068 SH       DEFINED        1           0   568068        0
Anadarko Pete Corp             Common           03251110       864    13000 SH       DEFINED        2           0        0    13000
ANADIGICS Inc                  Common           03251510       642    29000 SH       SOLE                   29000        0        0
ANADIGICS Inc                  Common           03251510      5146   232600 SH       SOLE                       0        0   232600
ANADIGICS Inc                  Common           03251510       660    29800 SH       DEFINED        1           0    29800        0
Analog Devices Inc             Common           03265410    307731  3730510 SH       SOLE                 3730510        0        0
Analog Devices Inc             Common           03265410    139423  1688720 SH       SOLE                       0        0  1688720
Analog Devices Inc             Common           03265410     61284   742252 SH       DEFINED        1           0   742252        0
Analog Devices Inc             Common           03265410     27627   334620 SH       DEFINED        2           0        0   334620
Analog Devices Inc             Common           03265410      2248    27700 SH       DEFINED        3           0    27700        0
Analog Devices Inc             Common           03265410      2611    31620 SH       DEFINED        3           0        0    31620
Anaren Microwave               Common           03274410      3899    28800 SH       SOLE                   28800        0        0
Anaren Microwave               Common           03274410      2380    17550 SH       SOLE                       0        0    17550
Anaren Microwave               Common           03274410      4794    35350 SH       DEFINED        1           0    35350        0
Andover Bancorp                Common           03425810      4966   163000 SH       SOLE                  163000        0        0
Andover Bancorp                Common           03425810       964    31600 SH       SOLE                       0        0    31600
Andover Bancorp                Common           03425810      2898    95000 SH       DEFINED        2           0        0    95000
Andrew Corp                    Common           03442510     29529  1128900 SH       SOLE                 1128900        0        0
Andrew Corp                    Common           03442510      3966   152500 SH       SOLE                       0        0   152500
Andrew Corp                    Common           03442510     13860   529210 SH       DEFINED        1           0   529210        0
Anglogold Ltd ADR              Common           03512820     45129  2456000 SH       SOLE                 2456000        0        0
Anglogold Ltd ADR              Common           03512820      2006   109200 SH       DEFINED        1           0   109200        0
Anheuser-Busch Cos             Common           03522910     27831   660682 SH       SOLE                  660682        0        0
Anheuser-Busch Cos             Common           03522910     32828   777600 SH       SOLE                       0        0   777600
Anheuser-Busch Cos             Common           03522910     54973  1299200 SH       DEFINED        1           0  1299200        0
Anheuser-Busch Cos             Common           03522910       982    23200 SH       DEFINED        1           0    23200        0
Anheuser-Busch Cos             Common           03522910      2119    50400 SH       DEFINED        2           0    50400        0
Anheuser-Busch Cos             Common           03522910       286     6800 SH       DEFINED        2           0        0     6800
Anixter Intl Inc               Common           03529010       413    14200 SH       SOLE                   14200        0        0
Anixter Intl Inc               Common           03529010      2196    75400 SH       DEFINED        1           0    75400        0
AnnTaylor Stores Inc           Common           03611510     27639   719600 SH       SOLE                  719600        0        0
AnnTaylor Stores Inc           Common           03611510     21271   553400 SH       SOLE                       0        0   553400
AnnTaylor Stores Inc           Common           03611510     11954   311000 SH       DEFINED        1           0   311000        0
Ansys Inc                      Common           03662Q10      5584   465800 SH       SOLE                  465800        0        0
Ansys Inc                      Common           03662Q10       900    75000 SH       SOLE                       0        0    75000
Ansys Inc                      Common           03662Q10      2305   192100 SH       DEFINED        1           0   192100        0
Ansys Inc                      Common           03662Q10      1002    83500 SH       DEFINED        1           0    83500        0
Ansys Inc                      Common           03662Q10      3000   250000 SH       DEFINED        2           0        0   250000
Antec Corp                     Common           03664P10       929    32000 SH  CALL SOLE                   32000        0        0
AnswerThink Inc                Common           03691610       344    21100 SH       SOLE                   21100        0        0
AnswerThink Inc                Common           03691610       126     7700 SH       SOLE                       0        0     7700
AnswerThink Inc                Common           03691610       344    21200 SH       DEFINED        1           0    21200        0
Anthracite Mtge REIT           Common           03702310      4211   518400 SH       SOLE                       0        0   518400
Apache Corp                    Cv Pfd           03741160       266     5200 PRN      SOLE                    5200        0        0
Apple Computer                 Common           03783310       300    11650 SH       SOLE                       0        0    11650
Apple Computer                 Common           03783310      3834   148900 SH       DEFINED        1           0   148900        0
Applebees Intl Inc             Common           03789910        87     3800 SH       SOLE                    3800        0        0
Applebees Intl Inc             Common           03789910        12      500 SH       DEFINED        1           0      500        0
Applied Materials              Common           03822210     73540  1241172 SH       SOLE                 1241172        0        0
Applied Materials              Common           03822210     43062   726100 SH       SOLE                       0        0   726100
Applied Materials              Common           03822210     60457  1019310 SH       DEFINED        1           0  1019310        0
Applied Materials              Common           03822210      5030    84800 SH       DEFINED        2           0        0    84800
Applied Materials              Common           03822210       426     7300 SH       DEFINED        3           0     7300        0
Applied Materials              Common           03822210       475     8000 SH       DEFINED        3           0        0     8000
Applied Micro Circts           Common           03822W10    284585  1377080 SH       SOLE                 1377080        0        0
Applied Micro Circts           Common           03822W10     39170   189400 SH       SOLE                       0        0   189400
Applied Micro Circts           Common           03822W10     46953   226760 SH       DEFINED        1           0   226760        0
Applied Micro Circts           Common           03822W10     23746   114700 SH       DEFINED        2           0        0   114700
Applied Micro Circts           Common           03822W10      1750     8600 SH       DEFINED        3           0     8600        0
Applied Micro Circts           Common           03822W10      1946     9400 SH       DEFINED        3           0        0     9400
Aptargroup Inc                 Common           03833610      4270   179100 SH       SOLE                  179100        0        0
Aptargroup Inc                 Common           03833610      1080    45100 SH       SOLE                       0        0    45100
Aptargroup Inc                 Common           03833610      1699    71000 SH       DEFINED        1           0    71000        0
Aradigm Corp                   Common           03850510       338    14700 SH       SOLE                   14700        0        0
Aradigm Corp                   Common           03850510       236    10300 SH       SOLE                       0        0    10300
Aradigm Corp                   Common           03850510      1355    59100 SH       DEFINED        1           0    59100        0
Aradigm Corp                   Common           03850510       112     4900 SH       DEFINED        2           0        0     4900
Arch Coal Inc                  Common           03938010       260    26000 SH       SOLE                   26000        0        0
Archer-Daniels-Mid             Common           03948310     14788  1719400 SH       SOLE                 1719400        0        0
Archer-Daniels-Mid             Common           03948310      3994   466800 SH       SOLE                       0        0   466800
Archer-Daniels-Mid             Common           03948310      2230   258600 SH       DEFINED        1           0   258600        0
Archstone Cmnty REIT           Common           03958110     18459   751500 SH       SOLE                  751500        0        0
Archstone Cmnty REIT           Common           03958110    100512  4092000 SH       SOLE                       0        0  4092000
Archstone Cmnty REIT           Common           03958110      7585   308800 SH       DEFINED        1           0   308800        0
Archstone Cmnty REIT           Cv Pfd           03958120       326     9800 PRN      SOLE                    9800        0        0
AremisSoft Corp                Common           04002610     14104   376100 SH       SOLE                  376100        0        0
Argonaut Tech                  Common           04017510       390    21000 SH       SOLE                   21000        0        0
Argosy Education A             Common           04022210      2483   351700 SH       SOLE                  351700        0        0
Argosy Education A             Common           04022210       895   126700 SH       SOLE                       0        0   126700
Argosy Education A             Common           04022210       224    31700 SH       DEFINED        1           0    31700        0
Arguss Communication           Common           04028210      3843   188000 SH       SOLE                  188000        0        0
Arguss Communication           Common           04028210       899    44000 SH       DEFINED        1           0    44000        0
Ariba Inc                      Common           04033V10     26128   182650 SH       SOLE                  182650        0        0
Ariba Inc                      Common           04033V10      4471    31400 SH       SOLE                       0        0    31400
Ariba Inc                      Common           04033V10      4841    33800 SH       DEFINED        1           0    33800        0
Aris Corp WA                   Common           04040A10      1536   585000 SH       SOLE                  585000        0        0
Aris Corp WA                   Common           04040A10      1575   600000 SH       DEFINED        1           0   600000        0
Aris Corp WA                   Common           04040A10       158    60000 SH       DEFINED        1           0    60000        0
Aronex Pharmaceut              Common           04266620        50    10800 SH       SOLE                   10800        0        0
Aronex Pharmaceut              Common           04266620        43     9100 SH       SOLE                       0        0     9100
Aronex Pharmaceut              Common           04266620        81    17300 SH       DEFINED        1           0    17300        0
Aronex Pharmaceut              Common           04266620        20     4200 SH       DEFINED        2           0        0     4200
Arrow Electronics              Common           04273510       136     4000 SH       SOLE                    4000        0        0
Arrow Electronics              Common           04273510    236033  6929300 SH       SOLE                       0        0  6929300
Arrow Electronics              Common           04273510      3941   115700 SH       DEFINED        1           0   115700        0
Arrow Electronics              Common           04273510      3546   104100 SH       DEFINED        2           0        0   104100
Arrow International            Common           04276410      6282   173000 SH       SOLE                  173000        0        0
Arrow International            Common           04276410      2190    60200 SH       SOLE                       0        0    60200
Arrow International            Common           04276410       146     4000 SH       DEFINED        1           0     4000        0
Arrow International            Common           04276410       906    25100 SH       DEFINED        2           0    25100        0
Artisan Components             Common           04292310     14503  1126800 SH       SOLE                 1126800        0        0
Artesyn Technologies           Common           04312710       615    21100 SH       SOLE                   21100        0        0
Arvinmeritor Inc               Common           04335310       176    12000 SH       SOLE                   12000        0        0
Arvinmeritor Inc               Common           04335310       977    66550 SH       DEFINED        1           0    66550        0
Ashland Inc                    Common           04420410     86640  2582500 SH       SOLE                 2582500        0        0
Ashland Inc                    Common           04420410     73968  2196000 SH       SOLE                       0        0  2196000
Ashland Inc                    Common           04420410     26582   789100 SH       DEFINED        1           0   789100        0
Ashland Inc                    Common           04420410     15632   464100 SH       DEFINED        2           0        0   464100
Ashland Inc                    Common           04420410      1162    35100 SH       DEFINED        3           0    35100        0
Ashland Inc                    Common           04420410      1361    40400 SH       DEFINED        3           0        0    40400
Asia Pulp&Paper ADR            Common           04516V10      2181  1248100 SH       SOLE                 1248100        0        0
Asia Pulp&Paper ADR            Common           04516V10       128    72800 SH       SOLE                       0        0    72800
Asia Pulp&Paper ADR            Common           04516V10       464   265100 SH       DEFINED        1           0   265100        0
Asia Pulp&Paper ADR            Common           04516V10       145    83098 SH       DEFINED        1           0    83098        0
Aspen Technology               Common           04532710       338     7500 SH       SOLE                    7500        0        0
Associated Matls Inc           Common           04570910      2124   151000 SH       SOLE                  151000        0        0
Associated Matls Inc           Common           04570910       703    50000 SH       SOLE                       0        0    50000
Associated Matls Inc           Common           04570910       732    52000 SH       DEFINED        1           0    52000        0
Associated Matls Inc           Common           04570910      2813   200000 SH       DEFINED        2           0        0   200000
Associates First A             Common           04600810    663015 17462000 SH       SOLE                17462000        0        0
Associates First A             Common           04600810   1034691 27229362 SH       SOLE                       0        0 27229362
Associates First A             Common           04600810     63482  1670620 SH       DEFINED        1           0  1670620        0
Associates First A             Common           04600810     12430   327100 SH       DEFINED        1           0        0   327100
Associates First A             Common           04600810     30340   798400 SH       DEFINED        2           0        0   798400
Associates First A             Common           04600810      1621    43400 SH       DEFINED        3           0    43400        0
Associates First A             Common           04600810      1984    52200 SH       DEFINED        3           0        0    52200
Astec Industries Inc           Common           04622410        47     4300 SH       SOLE                    4300        0        0
Astec Industries Inc           Common           04622410         7      600 SH       DEFINED        1           0      600        0
Astoria Financial              Common           04626510       344     8900 SH       SOLE                    8900        0        0
Astoria Financial              Common           04626510      4116   106800 SH       SOLE                       0        0   106800
AstraZeneca PLC ADR            Common           04635310    169557  3234935 SH       SOLE                 3234935        0        0
AstraZeneca PLC ADR            Common           04635310    447868  8520872 SH       SOLE                       0        0  8520872
AstraZeneca PLC ADR            Common           04635310     32925   626390 SH       DEFINED        1           0   626390        0
AstraZeneca PLC ADR            Common           04635310      1747    33300 SH       DEFINED        2           0        0    33300
AstroPower Inc                 Common           04644A10      1720    43500 SH       SOLE                   43500        0        0
AstroPower Inc                 Common           04644A10      1953    49300 SH       DEFINED        1           0    49300        0
AstroPower Inc                 Common           04644A10       864    21800 SH       DEFINED        1           0    21800        0
AstroPower Inc                 Common           04644A10      2572    64900 SH       DEFINED        2           0        0    64900
Asyst Technologies             Common           04648X10       508    25600 SH       SOLE                   25600        0        0
Atchison Casting               Common           04661310       354    90000 SH       SOLE                   90000        0        0
Atchison Casting               Common           04661310      1378   350000 SH       DEFINED        2           0        0   350000
AtheroGenics Inc               Common           04743910      6415   745700 SH       SOLE                  745700        0        0
AtheroGenics Inc               Common           04743910       845    97900 SH       SOLE                       0        0    97900
AtheroGenics Inc               Common           04743910      5702   661100 SH       DEFINED        1           0   661100        0
AtheroGenics Inc               Common           04743910       152    17800 SH       DEFINED        2           0    17800        0
AtheroGenics Inc               Common           04743910       173    20000 SH       DEFINED        2           0        0    20000
Atlantic Coast Airln           Common           04839610      9138   284300 SH       SOLE                  284300        0        0
Atlantic Coast Airln           Common           04839610       492    15300 SH       SOLE                       0        0    15300
Atlantic Coast Airln           Common           04839610     12016   373300 SH       DEFINED        1           0   373300        0
Atlantic Coast Airln           Common           04839610       680    21500 SH       DEFINED        3           0    21500        0
Atlas Air Inc                  Common           04916410     98255  2331733 SH       SOLE                 2331733        0        0
Atlas Air Inc                  Common           04916410     26228   621690 SH       SOLE                       0        0   621690
Atlas Air Inc                  Common           04916410     34096   807044 SH       DEFINED        1           0   807044        0
Atlas Air Inc                  Common           04916410       398     9500 SH       DEFINED        2           0        0     9500
Atlas Air Inc                  Common           04916410       544    13100 SH       DEFINED        3           0    13100        0
Atmel Corp                     Common           04951310      8436   555500 SH       SOLE                  555500        0        0
Atmel Corp                     Common           04951310      2059   135600 SH       SOLE                       0        0   135600
Atmel Corp                     Common           04951310      5562   366200 SH       DEFINED        1           0   366200        0
Atmel Corp                     Common           04951310      2931   193000 SH       DEFINED        1           0        0   193000
Atwood Oceanics                Common           05009510     10385   250000 SH       SOLE                  250000        0        0
Atwood Oceanics                Common           05009510      3295    79000 SH       SOLE                       0        0    79000
Atwood Oceanics                Common           05009510      7151   171550 SH       DEFINED        1           0   171550        0
August Technology Cp           Common           05106U10      2518   190000 SH       SOLE                  190000        0        0
August Technology Cp           Common           05106U10       795    60000 SH       SOLE                       0        0    60000
August Technology Cp           Common           05106U10       861    65000 SH       DEFINED        1           0    65000        0
August Technology Cp           Common           05106U10       928    70000 SH       DEFINED        1           0    70000        0
Ault Inc                       Common           05150310      1191   145000 SH       SOLE                  145000        0        0
Ault Inc                       Common           05150310      2104   255000 SH       DEFINED        1           0   255000        0
Ault Inc                       Common           05150310       206    25000 SH       DEFINED        1           0    25000        0
Aurora Biosciences             Common           05192010     11906   175100 SH       SOLE                  175100        0        0
Aurora Biosciences             Common           05192010        41      600 SH       DEFINED        1           0      600        0
Australia&NZ Bk ADR            Common           05252830         6      180 SH       DEFINED        1           0      180        0
AutoImmune Inc                 Common           05277610       741   300000 SH       DEFINED        1           0   300000        0
Auto Data Processing           Common           05301510    414832  6208364 SH       SOLE                 6208364        0        0
Auto Data Processing           Common           05301510    142433  2131540 SH       SOLE                       0        0  2131540
Auto Data Processing           Common           05301510     16287   243540 SH       DEFINED        1           0   243540        0
Auto Data Processing           Common           05301510      3277    50500 SH       DEFINED        1           0    50500        0
Auto Data Processing           Common           05301510      3163    47300 SH       DEFINED        2           0        0    47300
Avalonbay Cmnty REIT           Common           05348410      7057   148000 SH       SOLE                  148000        0        0
Avalonbay Cmnty REIT           Common           05348410      6271   131500 SH       DEFINED        1           0   131500        0
Avant! Corp                    Common           05348710     57006  3123800 SH       SOLE                 3123800        0        0
Avant! Corp                    Common           05348710     11498   630000 SH       SOLE                       0        0   630000
Avant! Corp                    Common           05348710      1398    76600 SH       DEFINED        1           0    76600        0
Aventis SA ADR                 Common           05356110      6429    85400 SH       SOLE                   85400        0        0
Aventis SA ADR                 Common           05356110    468428  6219747 SH       SOLE                       0        0  6219747
Aventis SA ADR                 Common           05356110         8      110 SH       DEFINED        1           0      110        0
Aventis SA ADR                 Common           05356110      1830    24300 SH       DEFINED        2           0        0    24300
Avery Dennison Corp            Common           05361110      9823   211800 SH       SOLE                  211800        0        0
Avery Dennison Corp            Common           05361110      1210    26100 SH       SOLE                       0        0    26100
Avery Dennison Corp            Common           05361110      6488   139900 SH       DEFINED        1           0   139900        0
Avery Dennison Corp            Common           05361110      1725    37200 SH       DEFINED        1           0        0    37200
Avid Technology                Common           05367P10       431    30800 SH       SOLE                   30800        0        0
Aviron                         Common           05376210       700    12000 SH       SOLE                   12000        0        0
Avista Corp                    Common           05379B10      5469   243600 SH       SOLE                  243600        0        0
Avista Corp                    Common           05379B10      3576   158900 SH       SOLE                       0        0   158900
Avista Corp                    Common           05379B10      5155   229100 SH       DEFINED        1           0   229100        0
Avnet Inc                      Common           05380710     44163  1556400 SH       SOLE                       0        0  1556400
Avon Products                  Common           05430310      1615    39500 SH       SOLE                   39500        0        0
AXA ADR                        Common           05453610       329     5100 SH       SOLE                    5100        0        0
AXA ADR                        Common           05453610        12      190 SH       DEFINED        1           0      190        0
Axcelis Technologies           Common           05454010     25757  2169800 SH       SOLE                 2169800        0        0
Axcelis Technologies           Common           05454010       275    23100 SH       DEFINED        1           0    23100        0
Axys Pharmaceuticals           Common           05463510      2386   350700 SH       SOLE                  350700        0        0
Axys Pharmaceuticals           Common           05463510      1639   240700 SH       SOLE                       0        0   240700
Axys Pharmaceuticals           Common           05463510      6410   941000 SH       DEFINED        1           0   941000        0
Axys Pharmaceuticals           Common           05463510       223    32800 SH       DEFINED        2           0        0    32800
BB&T Corporation               Common           05493710      1723    57200 SH       SOLE                   57200        0        0
BB&T Corporation               Common           05493710      1241    41210 SH       DEFINED        1           0    41210        0
BB&T Corporation               Common           05493710      3407   113100 SH       DEFINED        1           0   113100        0
BASF ADR                       Common           05526250         4      120 SH       DEFINED        1           0      120        0
BCE Inc                        Common           05534B10       361    15650 SH       SOLE                   15650        0        0
BCE Inc                        Common           05534B10      1974    84500 SH       SOLE                       0        0    84500
Bisys Group Inc                Common           05547210     40072   518700 SH       SOLE                  518700        0        0
Bisys Group Inc                Common           05547210     32967   426400 SH       SOLE                       0        0   426400
Bisys Group Inc                Common           05547210     26750   345990 SH       DEFINED        1           0   345990        0
BJ Services                    Common           05548210      1834    30000 SH       SOLE                   30000        0        0
BJ Services                    Common           05548210       520     8500 SH       DEFINED        1           0     8500        0
BP Amoco PLC ADR               Common           05562210     13015   245764 SH       SOLE                  245764        0        0
BP Amoco PLC ADR               Common           05562210     51317   968228 SH       SOLE                       0        0   968228
BP Amoco PLC ADR               Common           05562210        16      310 SH       DEFINED        1           0      310        0
BSB Bancorp Inc                Common           05565210      5625   252100 SH       SOLE                  252100        0        0
BSB Bancorp Inc                Common           05565210       951    42500 SH       SOLE                       0        0    42500
BSB Bancorp Inc                Common           05565210      2484   111000 SH       DEFINED        1           0   111000        0
BSB Bancorp Inc                Common           05565210      1027    45900 SH       DEFINED        1           0    45900        0
BSB Bancorp Inc                Common           05565210      3403   152100 SH       DEFINED        2           0        0   152100
BTG Inc                        Common           05576J10      3989   469900 SH       SOLE                  469900        0        0
BTG Inc                        Common           05576J10       638    75000 SH       SOLE                       0        0    75000
BTG Inc                        Common           05576J10       204    24000 SH       DEFINED        1           0    24000        0
BTG Inc                        Common           05576J10      2380   280000 SH       DEFINED        2           0        0   280000
BMC Software Inc               Common           05592110     22709  1189507 SH       SOLE                 1189507        0        0
BMC Software Inc               Common           05592110     45672  2388262 SH       SOLE                       0        0  2388262
BMC Software Inc               Common           05592110     12471   652129 SH       DEFINED        1           0   652129        0
BMC Software Inc               Common           05592110      2392   125136 SH       DEFINED        2           0        0   125136
BMC Software Inc               Common           05592110       165     8800 SH       DEFINED        3           0     8800        0
BMC Software Inc               Common           05592110       180     9420 SH       DEFINED        3           0        0     9420
BWay Corp                      Common           05603910      2710   549100 SH       SOLE                  549100        0        0
BWay Corp                      Common           05603910        44     8900 SH       SOLE                       0        0     8900
BWay Corp                      Common           05603910      1580   320000 SH       DEFINED        1           0   320000        0
Baker Hughes Inc               Common           05722410     29471   794600 SH       SOLE                  794600        0        0
Baker Hughes Inc               Common           05722410     32644   879300 SH       SOLE                       0        0   879300
Baker Hughes Inc               Common           05722410     17100   460600 SH       DEFINED        1           0   460600        0
Ballard Power Sys              Common           05858H10       161     1500 SH       SOLE                    1500        0        0
Bancfirst Corp                 Common           05945F10      3775   118720 SH       SOLE                  118720        0        0
Bancfirst Corp                 Common           05945F10      2117    66430 SH       SOLE                       0        0    66430
Bancfirst Corp                 Common           05945F10      3683   115550 SH       DEFINED        1           0   115550        0
Banco Santander ADR            Common           05964H10       514    47000 SH       SOLE                   47000        0        0
Bancorpsouth Inc               Common           05969210      1232    85900 SH       SOLE                   85900        0        0
Bancorpsouth Inc               Common           05969210       783    54500 SH       SOLE                       0        0    54500
Bancorpsouth Inc               Common           05969210      1157    80400 SH       DEFINED        1           0    80400        0
Bandag Inc                     Common           05981510       528    14700 SH       SOLE                   14700        0        0
Bandag Inc                     Common           05981510      1535    42700 SH       DEFINED        1           0    42700        0
Bank of America Corp           Common           06050510      9209   175800 SH       SOLE                  175800        0        0
Bank of America Corp           Common           06050510    132011  2520486 SH       SOLE                       0        0  2520486
Bank of America Corp           Common           06050510     25643   489600 SH       DEFINED        1           0   489600        0
Bank of Montreal               Common           06367110       152     3400 SH       SOLE                    3400        0        0
Bank of New York Co            Common           06405710       353     6300 SH       SOLE                    6300        0        0
Bank of New York Co            Common           06405710     21162   377480 SH       DEFINED        1           0   377480        0
Bank One Corp                  Common           06423A10     38232   995200 SH       SOLE                  995200        0        0
Bank One Corp                  Common           06423A10     28165   730700 SH       SOLE                       0        0   730700
Bank One Corp                  Common           06423A10     20815   538930 SH       DEFINED        1           0   538930        0
Bank One Corp                  Common           06423A10      2115    56600 SH       DEFINED        1           0    56600        0
Bank One Corp                  Common           06423A10      2727    70600 SH       DEFINED        2           0        0    70600
Bank Tokyo-Mitsu ADR           Common           06537910         4      330 SH       DEFINED        1           0      330        0
Bard CR Inc                    Common           06738310       215     5100 SH       SOLE                    5100        0        0
Bard CR Inc                    Common           06738310     82425  1950900 SH       SOLE                       0        0  1950900
Barclays PLC ADR               Common           06738E20       310     2800 SH       SOLE                    2800        0        0
Barclays PLC ADR               Common           06738E20         9       85 SH       DEFINED        1           0       85        0
Barrick Gold Corp              Common           06790110      1615   107200 SH       SOLE                  107200        0        0
Barrett Resources              Common           06848020      7184   190000 SH       SOLE                  190000        0        0
Barrett Resources              Common           06848020      8225   217500 SH       SOLE                       0        0   217500
Barrett Resources              Common           06848020      3463    91600 SH       DEFINED        1           0    91600        0
Bausch & Lomb Inc              Common           07170710     94269  2424400 SH       SOLE                 2424400        0        0
Bausch & Lomb Inc              Common           07170710    160813  4130000 SH       SOLE                       0        0  4130000
Bausch & Lomb Inc              Common           07170710      5800   148950 SH       DEFINED        1           0   148950        0
Bausch & Lomb Inc              Common           07170710      1379    35700 SH       DEFINED        2           0    35700        0
Bausch & Lomb Inc              Common           07170710      1526    39200 SH       DEFINED        2           0        0    39200
Bausch & Lomb Inc              Common           07170710       157     4100 SH       DEFINED        3           0     4100        0
Bausch & Lomb Inc              Common           07170710       144     3700 SH       DEFINED        3           0        0     3700
Baxter International           Common           07181310    267151  3350780 SH       SOLE                 3350780        0        0
Baxter International           Common           07181310    534249  6693901 SH       SOLE                       0        0  6693901
Baxter International           Common           07181310     46579   583615 SH       DEFINED        1           0   583615        0
Baxter International           Common           07181310      5731    71800 SH       DEFINED        1           0    71800        0
Baxter International           Common           07181310      6880    86200 SH       DEFINED        1           0        0    86200
Baxter International           Common           07181310     15759   197480 SH       DEFINED        2           0        0   197480
Baxter International           Common           07181310       933    11900 SH       DEFINED        3           0    11900        0
Baxter International           Common           07181310      1259    15780 SH       DEFINED        3           0        0    15780
Bea Systems Inc                Common           07332510      9055   116700 SH       SOLE                  116700        0        0
Bea Systems Inc                Common           07332510      4562    58900 SH       SOLE                       0        0    58900
Bea Systems Inc                Common           07332510      2344    30100 SH       DEFINED        1           0    30100        0
Bear Stearns Cos Inc           Common           07390210     90010  1429652 SH       SOLE                 1429652        0        0
Bear Stearns Cos Inc           Common           07390210    136997  2175200 SH       SOLE                       0        0  2175200
Bear Stearns Cos Inc           Common           07390210     13268   210560 SH       DEFINED        1           0   210560        0
Bear Stearns Cos Inc           Common           07390210      4070    64600 SH       DEFINED        1           0    64600        0
Beasley Broadcast A            Common           07401410      1361   140800 SH       SOLE                  140800        0        0
Beasley Broadcast A            Common           07401410       908    93700 SH       SOLE                       0        0    93700
Beasley Broadcast A            Common           07401410      1247   128700 SH       DEFINED        1           0   128700        0
Beazer Homes USA Inc           Common           07556Q10     23448   860464 SH       SOLE                       0        0   860464
Beazer Homes USA Inc           Common           07556Q10        82     3000 SH       DEFINED        1           0     3000        0
Beckman Coulter Inc            Common           07581110     39203   509500 SH       SOLE                  509500        0        0
Beckman Coulter Inc            Common           07581110    108309  1404700 SH       SOLE                       0        0  1404700
Beckman Coulter Inc            Common           07581110     14322   185700 SH       DEFINED        1           0   185700        0
Beckman Coulter Inc            Common           07581110       421     5500 SH       DEFINED        2           0     5500        0
Becton Dickinson               Common           07588710    244909  9265500 SH       SOLE                 9265500        0        0
Becton Dickinson               Common           07588710    219292  8294600 SH       SOLE                       0        0  8294600
Becton Dickinson               Common           07588710     11686   441960 SH       DEFINED        1           0   441960        0
Becton Dickinson               Common           07588710      2958   111900 SH       DEFINED        1           0   111900        0
Becton Dickinson               Common           07588710       910    34700 SH       DEFINED        2           0    34700        0
Bed Bath & Beyond              Common           07589610     55509  2276900 SH       SOLE                 2276900        0        0
Bed Bath & Beyond              Common           07589610     27935  1145300 SH       SOLE                       0        0  1145300
Bed Bath & Beyond              Common           07589610      8955   367160 SH       DEFINED        1           0   367160        0
Belco Oil & Gas Corp           Common           07741010       539    61600 SH       SOLE                   61600        0        0
Belco Oil & Gas Corp           Common           07741010         3      300 SH       DEFINED        1           0      300        0
Belco Oil & Gas Corp           Common           07741010      2615   294600 SH       DEFINED        2           0        0   294600
Bell Microproducts             Common           07813710     35591  1139000 SH       SOLE                 1139000        0        0
Bell Microproducts             Common           07813710      7813   250000 SH       SOLE                       0        0   250000
Bell Microproducts             Common           07813710       659    21100 SH       DEFINED        1           0    21100        0
BellSouth Corp                 Common           07986010     12414   308726 SH       SOLE                  308726        0        0
BellSouth Corp                 Common           07986010     15579   387052 SH       SOLE                       0        0   387052
BellSouth Corp                 Common           07986010     26018   646410 SH       DEFINED        1           0   646410        0
Bemis Co                       Common           08143710     16609   518200 SH       SOLE                  518200        0        0
Bemis Co                       Common           08143710      2793    87000 SH       SOLE                       0        0    87000
Bemis Co                       Common           08143710      2971    92500 SH       DEFINED        1           0    92500        0
Benchmark Elec Inc             Common           08160H10     11799   226900 SH       SOLE                       0        0   226900
Benchmark Elec Inc             Common           08160H10      1659    31900 SH       DEFINED        1           0    31900        0
Beringer Wine Est B            Common           08410210     39089   705200 SH       SOLE                  705200        0        0
Beringer Wine Est B            Common           08410210     34121   614100 SH       SOLE                       0        0   614100
Beringer Wine Est B            Common           08410210     17641   317500 SH       DEFINED        1           0   317500        0
Berkshire Hills Bcp            Common           08468010       790    55000 SH       SOLE                   55000        0        0
Berkshire Hills Bcp            Common           08468010      3924   273530 SH       SOLE                       0        0   273530
Berkshire Hills Bcp            Common           08468010      2024   140830 SH       DEFINED        1           0   140830        0
Berkshire Hills Bcp            Common           08468010      2698   187700 SH       DEFINED        2           0        0   187700
Best Buy Co Inc                Common           08651610      5387    84700 SH       SOLE                   84700        0        0
Best Buy Co Inc                Common           08651610      2036    32000 SH       SOLE                       0        0    32000
Best Buy Co Inc                Common           08651610     11831   185940 SH       DEFINED        1           0   185940        0
Bethlehem Steel                Common           08750910      3600  1200000 SH       SOLE                       0        0  1200000
Bethlehem Steel                Common           08750910       437   145900 SH       DEFINED        1           0   145900        0
Beverly Enterprises            Common           08785130      7321  1232800 SH       SOLE                 1232800        0        0
Beverly Enterprises            Common           08785130     17992  3030000 SH       SOLE                       0        0  3030000
Biochem Pharma Inc             Common           09058T10     24082  1099800 SH       SOLE                 1099800        0        0
Biochem Pharma Inc             Common           09058T10     25663  1169800 SH       SOLE                       0        0  1169800
Biochem Pharma Inc             Common           09058T10     24507  1117100 SH       DEFINED        1           0  1117100        0
Biochem Pharma Inc             Common           09058T10       648    29800 SH       DEFINED        2           0    29800        0
Biochem Pharma Inc             Common           09058T10       913    41600 SH       DEFINED        2           0        0    41600
Biocryst Pharm Inc             Common           09058V10      3151   151400 SH       SOLE                       0        0   151400
Biocryst Pharm Inc             Common           09058V10      3642   175000 SH       DEFINED        1           0   175000        0
Biomet Inc                     Common           09061310     73684  2106825 SH       SOLE                 2106825        0        0
Biomet Inc                     Common           09061310     86813  2480350 SH       SOLE                       0        0  2480350
Biomet Inc                     Common           09061310     18602   531480 SH       DEFINED        1           0   531480        0
BioMarin Pharm Inc             Common           09061G10        31     1700 SH       SOLE                    1700        0        0
BioMarin Pharm Inc             Common           09061G10        68     3700 SH       SOLE                       0        0     3700
BioMarin Pharm Inc             Common           09061G10        24     1300 SH       DEFINED        2           0        0     1300
Black & Decker Corp            Common           09179710     12556   367320 SH       SOLE                  367320        0        0
Black & Decker Corp            Common           09179710    124560  3643400 SH       SOLE                       0        0  3643400
Black & Decker Corp            Common           09179710     14903   435920 SH       DEFINED        1           0   435920        0
Black & Decker Corp            Common           09179710      3156    92300 SH       DEFINED        1           0    92300        0
Black Box Corp                 Common           09182610      8858   190600 SH       SOLE                  190600        0        0
Black Box Corp                 Common           09182610      1316    28200 SH       SOLE                       0        0    28200
Black Box Corp                 Common           09182610      3054    65500 SH       DEFINED        1           0    65500        0
Boeing Co                      Common           09702310    368968  5858800 SH       SOLE                 5858800        0        0
Boeing Co                      Common           09702310    140087  2224880 SH       SOLE                       0        0  2224880
Boeing Co                      Common           09702310     35663   566070 SH       DEFINED        1           0   566070        0
Boeing Co                      Common           09702310      1002    15900 SH       DEFINED        1           0    15900        0
Boeing Co                      Common           09702310      5053    80200 SH       DEFINED        1           0        0    80200
Boeing Co                      Common           09702310      2110    33700 SH       DEFINED        2           0    33700        0
Boeing Co                      Common           09702310       281     4500 SH       DEFINED        2           0        0     4500
Boise Cascade                  Common           09738310       680    25600 SH       SOLE                   25600        0        0
Boise Cascade                  Common           09738310      6914   260300 SH       DEFINED        1           0   260300        0
Bolder Tech Corp               Common           09751910      2736   640000 SH       SOLE                  640000        0        0
Bolder Tech Corp               Common           09751910       428   100000 SH       SOLE                       0        0   100000
Bolder Tech Corp               Common           09751910      1113   260000 SH       DEFINED        1           0   260000        0
Bolder Tech Corp               Common           09751910       436   102000 SH       DEFINED        1           0   102000        0
Bolder Tech Corp               Common           09751910      1413   330000 SH       DEFINED        2           0        0   330000
Bolt Technology                Common           09769810        88    18000 SH       SOLE                   18000        0        0
Borders Group Inc              Common           09970910     13393   960900 SH       SOLE                       0        0   960900
Borders Group Inc              Common           09970910      1593   114300 SH       DEFINED        1           0   114300        0
Borg WarnerInc                 Common           09972410      3967   120000 SH       SOLE                  120000        0        0
Borg WarnerInc                 Common           09972410      2455    74100 SH       SOLE                       0        0    74100
Borg WarnerInc                 Common           09972410      6172   186300 SH       DEFINED        1           0   186300        0
Boston Acoustics               Common           10053410       805    58000 SH       SOLE                   58000        0        0
Boston Acoustics               Common           10053410       749    54000 SH       SOLE                       0        0    54000
Boston Acoustics               Common           10053410      2220   160000 SH       DEFINED        1           0   160000        0
Boston Acoustics               Common           10053410      3122   225000 SH       DEFINED        2           0        0   225000
Boston Ppyts REIT              Common           10112110     47146  1098000 SH       SOLE                 1098000        0        0
Boston Ppyts REIT              Common           10112110      3091    72000 SH       DEFINED        1           0    72000        0
Boston Scientific              Common           10113710     55421  3371500 SH       SOLE                       0        0  3371500
Boston Scientific              Common           10113710      4902   298200 SH       DEFINED        1           0   298200        0
BostonFed Bcp Inc              Common           10117810      3603   169000 SH       SOLE                       0        0   169000
Bowater Inc                    Common           10218310     45161   973360 SH       SOLE                  973360        0        0
Bowater Inc                    Common           10218310      6642   143000 SH       SOLE                       0        0   143000
Bowater Inc                    Common           10218310     12145   261550 SH       DEFINED        1           0   261550        0
Bowater Inc                    Common           10218310      3794    81700 SH       DEFINED        1           0        0    81700
Bowater Inc                    Common           10218310      4351    93700 SH       DEFINED        2           0        0    93700
Bowater Inc                    Common           10218310       219     4800 SH       DEFINED        3           0     4800        0
Bowater Inc                    Common           10218310       409     8800 SH       DEFINED        3           0        0     8800
Bowlin Outdoor Adv             Common           10259510      1112   168000 SH       SOLE                  168000        0        0
Brady Corporation A            Common           10467410      1029    34000 SH       DEFINED        1           0    34000        0
Brandywine REIT                Common           10536820      9811   484500 SH       SOLE                       0        0   484500
Brasil Tel Pr ADR              Common           10553010       218     3800 SH       SOLE                       0        0     3800
Brasil Tel Pr ADR              Common           10553010      5795    99500 SH       DEFINED        1           0    99500        0
Briggs & Stratton              Common           10904310      4328   114700 SH       SOLE                  114700        0        0
Briggs & Stratton              Common           10904310      2492    65900 SH       SOLE                       0        0    65900
Briggs & Stratton              Common           10904310      5120   135400 SH       DEFINED        1           0   135400        0
Brigham Exploration            Common           10917810        83    25000 SH       SOLE                       0        0    25000
Bright Horizons Fam            Common           10919510     27021  1058900 SH       SOLE                 1058900        0        0
Bright Horizons Fam            Common           10919510      4528   178700 SH       SOLE                       0        0   178700
Bright Horizons Fam            Common           10919510      2306    90200 SH       DEFINED        1           0    90200        0
Brinker Intl Inc               Common           10964110     27486   912700 SH       SOLE                  912700        0        0
Brinker Intl Inc               Common           10964110      2974    98700 SH       SOLE                       0        0    98700
Brinker Intl Inc               Common           10964110      7444   247100 SH       DEFINED        1           0   247100        0
Brio Technology Inc            Common           10970410      9863   934000 SH       SOLE                  934000        0        0
Brio Technology Inc            Common           10970410       468    44300 SH       SOLE                       0        0    44300
Brio Technology Inc            Common           10970410      1198   113400 SH       DEFINED        1           0   113400        0
Brio Technology Inc            Common           10970410       510    48300 SH       DEFINED        1           0    48300        0
Brio Technology Inc            Common           10970410      2113   200000 SH       DEFINED        2           0        0   200000
Bristol Myers Squibb           Common           11012210    327955  5745703 SH       SOLE                 5745703        0        0
Bristol Myers Squibb           Common           11012210    333598  5840800 SH       SOLE                       0        0  5840800
Bristol Myers Squibb           Common           11012210     46567   815168 SH       DEFINED        1           0   815168        0
Bristol Myers Squibb           Common           11012210      2110    38100 SH       DEFINED        1           0    38100        0
Bristol Myers Squibb           Common           11012210      3096    54200 SH       DEFINED        2           0        0    54200
British Awys PLC ADR           Common           11041930      6259   146410 SH       SOLE                  146410        0        0
British Awys PLC ADR           Common           11041930    113698  2659600 SH       SOLE                       0        0  2659600
British Awys PLC ADR           Common           11041930      1040    24330 SH       DEFINED        1           0    24330        0
British Awys PLC ADR           Common           11041930      2073    48500 SH       DEFINED        1           0    48500        0
British Amer Tob ADR           Common           11044810        11      810 SH       DEFINED        1           0      810        0
British Sky ADR                Common           11101310         2       20 SH       DEFINED        1           0       20        0
British Telecom ADR            Common           11102140     11587   108600 SH       SOLE                  108600        0        0
British Telecom ADR            Common           11102140       728     6800 SH       SOLE                       0        0     6800
British Telecom ADR            Common           11102140      5306    49560 SH       DEFINED        1           0    49560        0
Broadbase Software             Common           11130R10      3777   279000 SH       SOLE                  279000        0        0
Broadbase Software             Common           11130R10      1951   143900 SH       SOLE                       0        0   143900
Broadbase Software             Common           11130R10      3758   277000 SH       DEFINED        1           0   277000        0
Broadcom Corp A                Common           11132010      5558    22800 SH       SOLE                   22800        0        0
Broadcom Corp A                Common           11132010      2633    10800 SH       SOLE                       0        0    10800
Broadcom Corp A                Common           11132010     17363    71230 SH       DEFINED        1           0    71230        0
Broadway Financial             Common           11144410       796    89640 SH       SOLE                       0        0    89640
BroadWing Inc                  Common           11162010     90078  3523760 SH       SOLE                 3523760        0        0
BroadWing Inc                  Common           11162010     27960  1093800 SH       SOLE                       0        0  1093800
BroadWing Inc                  Common           11162010      6391   250000 SH       DEFINED        1           0   250000        0
Brooks Automation              Common           11434A10     30935   934100 SH       SOLE                  934100        0        0
Brooks Automation              Common           11434A10      9485   286500 SH       SOLE                       0        0   286500
Brooks Automation              Common           11434A10      1199    36200 SH       DEFINED        1           0    36200        0
Brown Tom Inc                  Common           11566020       835    34100 SH       SOLE                   34100        0        0
Brown Tom Inc                  Common           11566020      1225    50000 SH       SOLE                       0        0    50000
Bruker Daltonics Inc           Common           11679510      9394   211700 SH       SOLE                  211700        0        0
Bruker Daltonics Inc           Common           11679510         4      100 SH       DEFINED        1           0      100        0
Brunswick Corp                 Common           11704310      3140   172100 SH       SOLE                  172100        0        0
Brunswick Corp                 Common           11704310      2110   115600 SH       SOLE                       0        0   115600
Brunswick Corp                 Common           11704310       146     8000 SH       DEFINED        1           0     8000        0
Building Matls Hldg            Common           12011310      4548   513200 SH       SOLE                  513200        0        0
Building Matls Hldg            Common           12011310       483    54400 SH       DEFINED        1           0    54400        0
Building Matls Hldg            Common           12011310      2731   307700 SH       DEFINED        2           0        0   307700
Burlington Inds Inc            Common           12169310      2980  2383700 SH       SOLE                       0        0  2383700
Burlington N Santa F           Common           12189T10       387    17900 SH       SOLE                   17900        0        0
Burlington N Santa F           Common           12189T10      1872    86800 SH       SOLE                       0        0    86800
Burlington N Santa F           Common           12189T10     10474   485750 SH       DEFINED        1           0   485750        0
Burlington Resources           Common           12201410    166559  4524500 SH       SOLE                 4524500        0        0
Burlington Resources           Common           12201410    142029  3858100 SH       SOLE                       0        0  3858100
Burlington Resources           Common           12201410     18193   494210 SH       DEFINED        1           0   494210        0
Business Objects ADR           Common           12328X10      1097     9700 SH       SOLE                    9700        0        0
Business Objects ADR           Common           12328X10        25      220 SH       DEFINED        1           0      220        0
Butler Mfg Co                  Common           12365510       358    15600 SH       SOLE                   15600        0        0
Butler Mfg Co                  Common           12365510      1876    81800 SH       DEFINED        1           0    81800        0
C&D Technology Inc             Common           12466110      2936    51800 SH       SOLE                   51800        0        0
C&D Technology Inc             Common           12466110      2100    37000 SH       SOLE                       0        0    37000
C&D Technology Inc             Common           12466110      4569    80500 SH       DEFINED        1           0    80500        0
CBES Bancorp Inc               Common           12479410       779    86600 SH       SOLE                       0        0    86600
CCF Holding Co                 Common           12487X10      1408   142538 SH       SOLE                       0        0   142538
CFW Communications             Common           12492310      3572   132500 SH       SOLE                  132500        0        0
CFW Communications             Common           12492310       670    24800 SH       SOLE                       0        0    24800
CFW Communications             Common           12492310      1739    64400 SH       DEFINED        1           0    64400        0
CFW Communications             Common           12492310       735    27200 SH       DEFINED        1           0    27200        0
CFW Communications             Common           12492310      2138    79200 SH       DEFINED        2           0        0    79200
CCBT Financial Co              Common           12500Q10       275    15100 SH       SOLE                   15100        0        0
C-Cor.Net Corp                 Common           12501010      2568   167700 SH       SOLE                  167700        0        0
C-Cor.Net Corp                 Common           12501010       916    59800 SH       SOLE                       0        0    59800
C-Cor.Net Corp                 Common           12501010      2067   135000 SH       DEFINED        1           0   135000        0
C-Cor.Net Corp                 Common           12501010       992    64800 SH       DEFINED        1           0    64800        0
C-Cor.Net Corp                 Common           12501010      3063   200000 SH       DEFINED        2           0        0   200000
C-Cube Microsystems            Common           12501N10      1223    59600 SH       SOLE                   59600        0        0
C-Cube Microsystems            Common           12501N10      2638   128700 SH       DEFINED        1           0   128700        0
CFC International              Common           12525210       734   125000 SH       SOLE                  125000        0        0
CFC International              Common           12525210       611   104000 SH       DEFINED        1           0   104000        0
CFM Technologies Inc           Common           12525K10      1682   230000 SH       SOLE                  230000        0        0
CFM Technologies Inc           Common           12525K10      1389   190000 SH       DEFINED        1           0   190000        0
CFM Technologies Inc           Common           12525K10       343    46900 SH       DEFINED        1           0    46900        0
CFM Technologies Inc           Common           12525K10      1285   175700 SH       DEFINED        2           0        0   175700
CH Energy Group Inc            Common           12541M10      8625   216300 SH       SOLE                       0        0   216300
CH Robinson Wldwide            Common           12541W10      8792   156000 SH       SOLE                  156000        0        0
CIGNA Corp                     Common           12550910    128869  1235118 SH       SOLE                 1235118        0        0
CIGNA Corp                     Common           12550910    646737  6195200 SH       SOLE                       0        0  6195200
CIGNA Corp                     Common           12550910     35739   342330 SH       DEFINED        1           0   342330        0
CIGNA Corp                     Common           12550910      3299    31600 SH       DEFINED        1           0    31600        0
CIGNA Corp                     Common           12550910     13196   126400 SH       DEFINED        1           0        0   126400
CIGNA Corp                     Common           12550910      1037    10000 SH       DEFINED        2           0    10000        0
CIGNA Corp                     Common           12550910      5176    49600 SH       DEFINED        2           0        0    49600
CIGNA Corp                     Common           12550910       103     1000 SH       DEFINED        3           0     1000        0
CIGNA Corp                     Common           12550910       240     2300 SH       DEFINED        3           0        0     2300
CMS Energy Corp                Common           12589610    152597  5666900 SH       SOLE                 5666900        0        0
CMS Energy Corp                Common           12589610     23697   881300 SH       SOLE                       0        0   881300
CMS Energy Corp                Common           12589610      2677    99400 SH       DEFINED        1           0    99400        0
CPB Inc                        Common           12590310      3520   130700 SH       SOLE                  130700        0        0
CPB Inc                        Common           12590310      2246    83200 SH       SOLE                       0        0    83200
CPB Inc                        Common           12590310      3304   122389 SH       DEFINED        1           0   122389        0
C P & L Inc                    Common           12614C10     94061  2256300 SH       SOLE                       0        0  2256300
CSG Systems Intl Inc           Common           12634910      3458   119500 SH       SOLE                  119500        0        0
CSG Systems Intl Inc           Common           12634910      2259    77900 SH       SOLE                       0        0    77900
CSG Systems Intl Inc           Common           12634910      3257   112300 SH       DEFINED        1           0   112300        0
CSX Corp                       Common           12640810    122849  5632700 SH       SOLE                 5632700        0        0
CSX Corp                       Common           12640810     90362  4142600 SH       SOLE                       0        0  4142600
CSX Corp                       Common           12640810      2194   100600 SH       DEFINED        2           0        0   100600
CSX Corp                       Common           12640810       207     9500 SH       DEFINED        3           0        0     9500
CVS Corporation                Common           12665010    293223  6335643 SH       SOLE                 6335643        0        0
CVS Corporation                Common           12665010     68900  1489000 SH       SOLE                       0        0  1489000
CVS Corporation                Common           12665010      9132   197200 SH       DEFINED        1           0   197200        0
CVS Corporation                Common           12665010      2198    49000 SH       DEFINED        1           0    49000        0
CVS Corporation                Common           12665010      2723    58800 SH       DEFINED        2           0        0    58800
CV Therapeutics                Common           12666710     15113   194900 SH       SOLE                  194900        0        0
CV Therapeutics                Common           12666710      4309    55400 SH       SOLE                       0        0    55400
CV Therapeutics                Common           12666710     53412   686700 SH       DEFINED        1           0   686700        0
CV Therapeutics                Common           12666710       933    12000 SH       DEFINED        2           0        0    12000
Cable & Wireless ADR           Common           12683020       536    12600 SH       SOLE                   12600        0        0
Cable & Wireless ADR           Common           12683020         3       80 SH       DEFINED        1           0       80        0
Cablevision Sys Corp           Common           12686C10      2566    38700 SH       SOLE                   38700        0        0
Cablevision Sys Corp           Common           12686C10      1340    20207 SH       SOLE                       0        0    20207
Cabletron Systems              Common           12692010     43142  1468650 SH       SOLE                 1468650        0        0
Cabletron Systems              Common           12692010     33899  1154000 SH       SOLE                       0        0  1154000
Cabletron Systems              Common           12692010      9907   337260 SH       DEFINED        1           0   337260        0
Cabletron Systems              Common           12692010      1395    47500 SH       DEFINED        1           0        0    47500
Cable Design Tech              Common           12692410      6665   274650 SH       SOLE                  274650        0        0
Cable Design Tech              Common           12692410       973    40000 SH       SOLE                       0        0    40000
Cable Design Tech              Common           12692410      4603   189300 SH       DEFINED        1           0   189300        0
Cable Design Tech              Common           12692410       471    19350 SH       DEFINED        1           0    19350        0
Cable Design Tech              Common           12692410      3890   160000 SH       DEFINED        2           0        0   160000
Cabot Corp                     Common           12705510       330    10400 SH       SOLE                   10400        0        0
Cabot Corp                     Common           12705510     53743  1696000 SH       SOLE                       0        0  1696000
Cabot Oil & Gas Corp           Common           12709710     49872  2447900 SH       SOLE                 2447900        0        0
Cabot Oil & Gas Corp           Common           12709710     21645  1062300 SH       SOLE                       0        0  1062300
Cabot Oil & Gas Corp           Common           12709710      7584   372200 SH       DEFINED        1           0   372200        0
Cabot Oil & Gas Corp           Common           12709710      3464   170000 SH       DEFINED        2           0        0   170000
Cabot Microelec                Common           12709P10      3532    73600 SH       SOLE                   73600        0        0
Cabot Microelec                Common           12709P10      2488    51820 SH       DEFINED        1           0    51820        0
Cadence Design Sys             Common           12738710     31840  1239500 SH       SOLE                 1239500        0        0
Calico Commerce Inc            Common           12989710      2479   405400 SH       SOLE                  405400        0        0
Calico Commerce Inc            Common           12989710      1626   265500 SH       SOLE                       0        0   265500
Calico Commerce Inc            Common           12989710      2843   464200 SH       DEFINED        1           0   464200        0
Callaway Golf Co               Common           13119310       792    51500 SH       SOLE                   51500        0        0
Callaway Golf Co               Common           13119310     15375  1000000 SH       SOLE                       0        0  1000000
Callaway Golf Co               Common           13119310      1869   121600 SH       DEFINED        1           0   121600        0
Callon Petro Co                Common           13123X10      3473   220000 SH       SOLE                  220000        0        0
Callon Petro Co                Common           13123X10      1866   118000 SH       DEFINED        1           0   118000        0
Callon Petro Co                Common           13123X10       553    35000 SH       DEFINED        1           0    35000        0
Callon Petro Co                Common           13123X10      2949   186500 SH       DEFINED        2           0        0   186500
Calpine Corp                   Common           13134710    737614  7071970 SH       SOLE                 7071970        0        0
Calpine Corp                   Common           13134710     66622   638900 SH       SOLE                       0        0   638900
Calpine Corp                   Common           13134710     61745   591560 SH       DEFINED        1           0   591560        0
Calpine Corp                   Common           13134710       845     8100 SH       DEFINED        1           0     8100        0
Calpine Corp                   Common           13134710      9300    89100 SH       DEFINED        1           0        0    89100
Calpine Corp                   Common           13134710      1214    11700 SH       DEFINED        2           0    11700        0
Calpine Corp                   Common           13134710     15613   149630 SH       DEFINED        2           0        0   149630
Calpine Corp                   Common           13134710      1272    12400 SH       DEFINED        3           0    12400        0
Calpine Corp                   Common           13134710      1315    12600 SH       DEFINED        3           0        0    12600
Cambrex Corp                   Common           13201110      4323   117000 SH       SOLE                  117000        0        0
Cambrex Corp                   Common           13201110     10250   277000 SH       SOLE                       0        0   277000
Cambrex Corp                   Common           13201110      7388   199650 SH       DEFINED        1           0   199650        0
Cambridge Tech Partn           Common           13252410       481   109900 SH       SOLE                  109900        0        0
Cameron Financial              Common           13342510      2636   148500 SH       SOLE                       0        0   148500
Canadian Pacific Ltd           Common           13592310     53970  2075900 SH       SOLE                 2075900        0        0
Canadian Pacific Ltd           Common           13592310    159609  6138800 SH       SOLE                       0        0  6138800
Canadian Pacific Ltd           Common           13592310      1530    58820 SH       DEFINED        1           0    58820        0
Canadian Pacific Ltd           Common           13592310      3193   122800 SH       DEFINED        1           0   122800        0
Canadian Imperial Bk           Common           13606910       212     6600 SH       SOLE                    6600        0        0
Canadian Natl Railwy           Common           13637510     25149   859250 SH       SOLE                  859250        0        0
Canadian Natl Railwy           Common           13637510    290028  9894200 SH       SOLE                       0        0  9894200
Canadian Natl Railwy           Common           13637510      8255   281600 SH       DEFINED        1           0   281600        0
Canadian Natl Railwy           Common           13637510      1744    59500 SH       DEFINED        1           0        0    59500
Canadian Natl Railwy           Common           13637510       821    28000 SH       DEFINED        2           0        0    28000
Canon Inc ADR                  Common           13800630        14      310 SH       DEFINED        1           0      310        0
Capital Crossing Bk            Common           14007110      1987   225500 SH       SOLE                       0        0   225500
Capitol Federal Finl           Common           14057C10       273    18700 SH       SOLE                       0        0    18700
Capstone Turbine               Common           14067D10      1655    23900 SH       SOLE                   23900        0        0
Capstone Turbine               Common           14067D10      1385    20000 SH       DEFINED        1           0    20000        0
Carbo Ceramics Inc             Common           14078110       279    10500 SH       SOLE                   10500        0        0
Carbo Ceramics Inc             Common           14078110       191     7200 SH       DEFINED        1           0     7200        0
Caraustar Industries           Common           14090910      5856   529900 SH       SOLE                  529900        0        0
Caraustar Industries           Common           14090910      1643   148500 SH       SOLE                       0        0   148500
Caraustar Industries           Common           14090910      3302   298500 SH       DEFINED        1           0   298500        0
Caraustar Industries           Common           14090910      2766   250000 SH       DEFINED        2           0        0   250000
Cardinal Health Inc            Common           14149Y10    557193  6323514 SH       SOLE                 6323514        0        0
Cardinal Health Inc            Common           14149Y10    480767  5452702 SH       SOLE                       0        0  5452702
Cardinal Health Inc            Common           14149Y10     45416   515007 SH       DEFINED        1           0   515007        0
Cardinal Health Inc            Common           14149Y10      2060    24100 SH       DEFINED        1           0    24100        0
Cardinal Health Inc            Common           14149Y10      2857    32400 SH       DEFINED        1           0        0    32400
Cardinal Health Inc            Common           14149Y10     14841   168300 SH       DEFINED        2           0        0   168300
Cardinal Health Inc            Common           14149Y10       503     5800 SH       DEFINED        3           0     5800        0
Cardinal Health Inc            Common           14149Y10       979    11100 SH       DEFINED        3           0        0    11100
Caremark Rx Inc                Common           14170510     43193  3839400 SH       SOLE                 3839400        0        0
Caremark Rx Inc                Common           14170510     45000  4000000 SH       SOLE                       0        0  4000000
Caremark Rx Inc                Common           14170510     12265  1090130 SH       DEFINED        1           0  1090130        0
Carlisle                       Common           14233910       116     2800 SH       SOLE                    2800        0        0
Carlisle                       Common           14233910        15      350 SH       DEFINED        1           0      350        0
Carrier Access Corp            Common           14446010       941    47700 SH       SOLE                   47700        0        0
Carrier Access Corp            Common           14446010       559    28200 SH       SOLE                       0        0    28200
Carrier Access Corp            Common           14446010       802    40500 SH       DEFINED        1           0    40500        0
Carter-Wallace Inc             Common           14628510      4260   174300 SH       SOLE                       0        0   174300
Catalina Marketing             Common           14886710     24975   665600 SH       SOLE                  665600        0        0
Catalina Marketing             Common           14886710      3878   103100 SH       SOLE                       0        0   103100
Catalina Marketing             Common           14886710      3717    98800 SH       DEFINED        1           0    98800        0
Catellus Dev Corp              Common           14911110      2258   129000 SH       SOLE                  129000        0        0
Catellus Dev Corp              Common           14911110      2144   122500 SH       DEFINED        1           0   122500        0
Caterpillar Inc                Common           14912310     34477  1025877 SH       SOLE                 1025877        0        0
Caterpillar Inc                Common           14912310    130113  3855360 SH       SOLE                       0        0  3855360
Caterpillar Inc                Common           14912310      4023   119200 SH       DEFINED        1           0   119200        0
Caterpillar Inc                Common           14912310      2268    67200 SH       DEFINED        1           0    67200        0
Caterpillar Inc                Common           14912310      4150   123000 SH       DEFINED        2           0        0   123000
Caterpillar Inc                Common           14912310       317     9400 SH       DEFINED        3           0        0     9400
Catskill Finl Corp             Common           14934810      5125   226500 SH       SOLE                       0        0   226500
Cedar Fair Ltd Ptnsp           Common           15018510        55     3000 SH       SOLE                    3000        0        0
Cedar Fair Ltd Ptnsp           Common           15018510        46     2500 SH       DEFINED        1           0     2500        0
Celeritek Inc                  Common           15092610      3572    95100 SH       SOLE                   95100        0        0
Celeritek Inc                  Common           15092610      1658    44000 SH       SOLE                       0        0    44000
Celeritek Inc                  Common           15092610      2386    63300 SH       DEFINED        1           0    63300        0
Cemex CPO ADR                                   15129087         0       57 PRN      DEFINED        1           0       57        0
Centex Construction            Common           15231R10      1916    77300 SH       SOLE                   77300        0        0
Centex Construction            Common           15231R10      1240    50000 SH       DEFINED        1           0    50000        0
Centex Construction            Common           15231R10      3102   125000 SH       DEFINED        2           0        0   125000
Centura Banks Inc              Common           15640T10      2310    60300 SH       SOLE                       0        0    60300
Century Aluminum Co            Common           15643110     25000  2000000 SH       SOLE                       0        0  2000000
Century Bancorp Inc            Common           15643210       106     7300 SH       SOLE                    7300        0        0
Century Bancorp Inc            Common           15643210       662    47700 SH       SOLE                       0        0    47700
Cephalon Inc                   Common           15670810      9451   195200 SH       SOLE                  195200        0        0
Cephalon Inc                   Common           15670810     20118   414800 SH       SOLE                       0        0   414800
Cephalon Inc                   Common           15670810      9176   189200 SH       DEFINED        1           0   189200        0
Cephalon Inc                   Common           15670810       398     8200 SH       DEFINED        2           0        0     8200
Ceridian Corp                  Common           15677T10     99177  3546494 SH       SOLE                 3546494        0        0
Ceridian Corp                  Common           15677T10    138019  4918780 SH       SOLE                       0        0  4918780
Ceridian Corp                  Common           15677T10     21116   752480 SH       DEFINED        1           0   752480        0
Ceridian Corp                  Common           15677T10     10084   359460 SH       DEFINED        2           0        0   359460
Ceridian Corp                  Common           15677T10       563    20400 SH       DEFINED        3           0    20400        0
Ceridian Corp                  Common           15677T10       771    27460 SH       DEFINED        3           0        0    27460
Cerner Corp                    Common           15678210     93182  2006600 SH       SOLE                       0        0  2006600
Cerprobe Corp                  Common           15678710      4425   300000 SH       SOLE                       0        0   300000
Cerprobe Corp                  Common           15678710       779    52800 SH       DEFINED        1           0    52800        0
Champion Enterprises           Common           15849610      3093   728600 SH       SOLE                  728600        0        0
Champion Enterprises           Common           15849610       618   145500 SH       SOLE                       0        0   145500
Champion Enterprises           Common           15849610      1682   395800 SH       DEFINED        1           0   395800        0
Champion Enterprises           Common           15849610       670   157500 SH       DEFINED        1           0   157500        0
Champion Enterprises           Common           15849610      1992   468800 SH       DEFINED        2           0        0   468800
Channell Commercial            Common           15918610      3096   235000 SH       SOLE                  235000        0        0
Channell Commercial            Common           15918610      2345   177800 SH       DEFINED        1           0   177800        0
Channell Commercial            Common           15918610       264    20000 SH       DEFINED        1           0    20000        0
Channell Commercial            Common           15918610      2769   210000 SH       DEFINED        2           0        0   210000
Charles River Assoc            Common           15985210       297    24500 SH       SOLE                   24500        0        0
Charles River Assoc            Common           15985210       495    40800 SH       DEFINED        2           0        0    40800
Charter One Finl               Common           16090310        73     3000 SH       SOLE                    3000        0        0
Charter One Finl               Common           16090310     55252  2266740 SH       SOLE                       0        0  2266740
Charter One Finl               Common           16090310      3813   156450 SH       DEFINED        1           0   156450        0
Chart Industries Inc           Common           16115Q10      4121   805000 SH       SOLE                  805000        0        0
Chart Industries Inc           Common           16115Q10       256    50000 SH       DEFINED        1           0    50000        0
Chase Manhattan Crp            Common           16161A10     78015  1691150 SH       SOLE                 1691150        0        0
Chase Manhattan Crp            Common           16161A10     97947  2121200 SH       SOLE                       0        0  2121200
Chase Manhattan Crp            Common           16161A10     18733   405600 SH       DEFINED        1           0   405600        0
Chase Manhattan Crp            Common           16161A10      5352   116600 SH       DEFINED        1           0   116600        0
Chase Manhattan Crp            Common           16161A10      1848    40000 SH       DEFINED        2           0        0    40000
CheckFree Corp                 Common           16281310       436    10400 SH       SOLE                   10400        0        0
Cheesecake Factory             Common           16307210    125854  2909900 SH       SOLE                 2909900        0        0
Cheesecake Factory             Common           16307210      5705   131915 SH       DEFINED        1           0   131915        0
Chemed Corp                    Common           16359610       102     3200 SH       SOLE                    3200        0        0
Chemed Corp                    Common           16359610        11      350 SH       DEFINED        1           0      350        0
Chevron Corp                   Common           16675110     35753   420238 SH       SOLE                  420238        0        0
Chevron Corp                   Common           16675110    246184  2887800 SH       SOLE                       0        0  2887800
Chevron Corp                   Common           16675110     34759   407730 SH       DEFINED        1           0   407730        0
Chevron Corp                   Common           16675110      5533    64900 SH       DEFINED        1           0    64900        0
Chico's Fas Inc                Common           16861510       109     3200 SH       SOLE                    3200        0        0
Chico's Fas Inc                Common           16861510        14      400 SH       DEFINED        1           0      400        0
Childrens Comp Svcs            Common           16875K20       833   242400 SH       SOLE                  242400        0        0
Childrens Comp Svcs            Common           16875K20       513   149200 SH       DEFINED        1           0   149200        0
Childtime Learng Ctr           Common           16882010      2484   329100 SH       SOLE                  329100        0        0
Chiles Offshore                Common           16888M10      7785   360000 SH       SOLE                  360000        0        0
China Mobile HK Ltd            Common           16941M10      9784   301600 SH       SOLE                  301600        0        0
China Mobile HK Ltd            Common           16941M10       584    18000 SH       SOLE                       0        0    18000
China Mobile HK Ltd            Common           16941M10      3776   116400 SH       DEFINED        1           0   116400        0
China Unicom Ltd ADR           Common           16945R10    190139  8731400 SH       SOLE                 8731400        0        0
China Unicom Ltd ADR           Common           16945R10     18605   852900 SH       SOLE                       0        0   852900
China Unicom Ltd ADR           Common           16945R10     25669  1176800 SH       DEFINED        1           0  1176800        0
China Unicom Ltd ADR           Common           16945R10      2094    96200 SH       DEFINED        2           0        0    96200
Christopher & Banks            Common           17104610      3168    81500 SH       SOLE                   81500        0        0
Chubb Corp                     Common           17123210     18079   228500 SH       SOLE                  228500        0        0
Chubb Corp                     Common           17123210      4193    53000 SH       SOLE                       0        0    53000
Chubb Corp                     Common           17123210       910    11500 SH       DEFINED        1           0    11500        0
Ciena Corp                     Common           17177910     77975   638330 SH       SOLE                  638330        0        0
Ciena Corp                     Common           17177910     27633   225140 SH       SOLE                       0        0   225140
Ciena Corp                     Common           17177910     20338   165600 SH       DEFINED        1           0   165600        0
Ciena Corp                     Common           17177910     16187   131840 SH       DEFINED        2           0        0   131840
Ciena Corp                     Common           17177910      1159     9600 SH       DEFINED        3           0     9600        0
Ciena Corp                     Common           17177910      1285    10460 SH       DEFINED        3           0        0    10460
Cincinnati Financial           Common           17206210      2453    69100 SH       SOLE                   69100        0        0
CINergy Corp                   Common           17247410    163758  4952900 SH       SOLE                       0        0  4952900
Circle Intl Grp Inc            Common           17257410      5759   190900 SH       SOLE                  190900        0        0
Circle Intl Grp Inc            Common           17257410      3748   123900 SH       SOLE                       0        0   123900
Circle Intl Grp Inc            Common           17257410      5375   177700 SH       DEFINED        1           0   177700        0
Circuit City St/Grp            Common           17273710       313    13600 SH       SOLE                   13600        0        0
Circuit City St/Grp            Common           17273710     58811  2557000 SH       SOLE                       0        0  2557000
Circuit City St/Grp            Common           17273710       617    26820 SH       DEFINED        1           0    26820        0
Circuit City St/Grp            Common           17273710      1281    55700 SH       DEFINED        1           0    55700        0
CIRCOR International           Common           17273K10      4305   417900 SH       SOLE                  417900        0        0
CIRCOR International           Common           17273K10       735    71300 SH       SOLE                       0        0    71300
CIRCOR International           Common           17273K10      1950   189100 SH       DEFINED        1           0   189100        0
CIRCOR International           Common           17273K10       335    32500 SH       DEFINED        1           0    32500        0
CIRCOR International           Common           17273K10      3224   312600 SH       DEFINED        2           0        0   312600
Cirrus Logic Inc               Common           17275510      1366    33900 SH       SOLE                   33900        0        0
Cirrus Logic Inc               Common           17275510     13315   330300 SH       SOLE                       0        0   330300
Cirrus Logic Inc               Common           17275510      1628    40400 SH       DEFINED        1           0    40400        0
Cisco Systems Inc              Common           17275R10   1220725 22140854 SH       SOLE                22140854        0        0
Cisco Systems Inc              Common           17275R10    472447  8559050 SH       SOLE                       0        0  8559050
Cisco Systems Inc              Common           17275R10    309325  5598650 SH       DEFINED        1           0  5598650        0
Cisco Systems Inc              Common           17275R10      9647   179100 SH       DEFINED        1           0   179100        0
Cisco Systems Inc              Common           17275R10      4227    77000 SH       DEFINED        2           0    77000        0
Cisco Systems Inc              Common           17275R10     79274  1435208 SH       DEFINED        2           0        0  1435208
Cisco Systems Inc              Common           17275R10      4936    90900 SH       DEFINED        3           0    90900        0
Cisco Systems Inc              Common           17275R10      5588   101148 SH       DEFINED        3           0        0   101148
Cintas Corp                    Common           17290810     34855   800100 SH       SOLE                  800100        0        0
Citigroup Inc                  Common           17296710   1156052 21418197 SH       SOLE                21418197        0        0
Citigroup Inc                  Common           17296710   1226645 22696002 SH       SOLE                       0        0 22696002
Citigroup Inc                  Common           17296710    221623  4099326 SH       DEFINED        1           0  4099326        0
Citigroup Inc                  Common           17296710     16246   303695 SH       DEFINED        1           0   303695        0
Citigroup Inc                  Common           17296710     32654   604006 SH       DEFINED        1           0        0   604006
Citigroup Inc                  Common           17296710      4271    79499 SH       DEFINED        2           0    79499        0
Citigroup Inc                  Common           17296710     43772   809895 SH       DEFINED        2           0        0   809895
Citigroup Inc                  Common           17296710      2058    38733 SH       DEFINED        3           0    38733        0
Citigroup Inc                  Common           17296710      2375    43933 SH       DEFINED        3           0        0    43933
Citizens Banking Crp           Common           17442010      2261    98500 SH       SOLE                   98500        0        0
Citizens Banking Crp           Common           17442010      1454    63200 SH       SOLE                       0        0    63200
Citizens Banking Crp           Common           17442010      2098    91200 SH       DEFINED        1           0    91200        0
Citizens Utilities             Cv Pfd           17735120       532     9800 PRN      SOLE                    9800        0        0
City National                  Common           17856610       286     7400 SH       SOLE                    7400        0        0
City National                  Common           17856610      8749   226500 SH       DEFINED        1           0   226500        0
Clark/Bardes Hldgs             Common           18066810      3395   335760 SH       SOLE                  335760        0        0
Clark/Bardes Hldgs             Common           18066810      1850   181600 SH       DEFINED        1           0   181600        0
Clear Channel Commun           Common           18450210    139132  2462485 SH       SOLE                 2462485        0        0
Clear Channel Commun           Common           18450210     28559   505454 SH       SOLE                       0        0   505454
Clear Channel Commun           Common           18450210     24086   426300 SH       DEFINED        1           0   426300        0
Clear Channel Commun           Common           18450210      1407    24900 SH       DEFINED        1           0        0    24900
Clearnet Communctns            Common           18490210        22      500 SH       SOLE                     500        0        0
Cleveland-Cliffs Inc           Common           18589610     17752   778800 SH       SOLE                  778800        0        0
Cleveland-Cliffs Inc           Common           18589610      2480   108400 SH       SOLE                       0        0   108400
Cleveland-Cliffs Inc           Common           18589610      3800   166100 SH       DEFINED        1           0   166100        0
click2learn.com Inc            Common           18681S10      1615   110000 SH       DEFINED        1           0   110000        0
click2learn.com Inc            Common           18681S10       773    52600 SH       DEFINED        1           0    52600        0
Clorox Co                      Common           18905410     58777  1495600 SH       SOLE                 1495600        0        0
Clorox Co                      Common           18905410     18381   465200 SH       SOLE                       0        0   465200
Clorox Co                      Common           18905410     26008   657380 SH       DEFINED        1           0   657380        0
Clorox Co                      Common           18905410      3240    81900 SH       DEFINED        1           0    81900        0
Clorox Co                      Common           18905410      3161    79900 SH       DEFINED        1           0        0    79900
Clorox Co                      Common           18905410      2601    65900 SH       DEFINED        2           0        0    65900
Clorox Co                      Common           18905410      1065    27400 SH       DEFINED        3           0    27400        0
Coastal Corp                   Common           19044110      3098    41800 SH       SOLE                   41800        0        0
Coastal Corp                   Common           19044110     13031   175800 SH       SOLE                       0        0   175800
Coastal Corp                   Common           19044110       593     8000 SH       DEFINED        1           0     8000        0
Coca-Cola Company              Common           19121610    371791  6750601 SH       SOLE                 6750601        0        0
Coca-Cola Company              Common           19121610    100591  1826410 SH       SOLE                       0        0  1826410
Coca-Cola Company              Common           19121610     51167   928200 SH       DEFINED        1           0   928200        0
Coca-Cola Company              Common           19121610      3233    60600 SH       DEFINED        1           0    60600        0
Coca-Cola Company              Common           19121610      4035    73200 SH       DEFINED        2           0        0    73200
Coca-Cola Entprs Inc           Common           19121910       822    51600 SH       SOLE                   51600        0        0
Coca-Cola Entprs Inc           Common           19121910      7143   448200 SH       SOLE                       0        0   448200
Coflexip ADR                   Common           19238410     38455   620982 SH       SOLE                  620982        0        0
Coflexip ADR                   Common           19238410     20040   322530 SH       SOLE                       0        0   322530
Coflexip ADR                   Common           19238410     16688   268070 SH       DEFINED        1           0   268070        0
Coflexip ADR                   Common           19238410       498     8000 SH       DEFINED        1           0     8000        0
Coflexip ADR                   Common           19238410       686    11100 SH       DEFINED        2           0    11100        0
Coflexip ADR                   Common           19238410       969    15600 SH       DEFINED        2           0        0    15600
Cognex Corp                    Common           19242210     97996  2484900 SH       SOLE                 2484900        0        0
Cognex Corp                    Common           19242210      2911    73800 SH       DEFINED        1           0    73800        0
Cognos Inc                     Common           19244C10     79426  1960857 SH       SOLE                 1960857        0        0
Cognos Inc                     Common           19244C10     38129   936284 SH       SOLE                       0        0   936284
Cognos Inc                     Common           19244C10     32570   799230 SH       DEFINED        1           0   799230        0
Cognos Inc                     Common           19244C10       343     8400 SH       DEFINED        1           0     8400        0
Cognos Inc                     Common           19244C10      2566    63100 SH       DEFINED        2           0        0    63100
Coherent                       Common           19247910      8003   117700 SH       SOLE                  117700        0        0
Coherent                       Common           19247910      1612    23700 SH       DEFINED        1           0    23700        0
Cohesion Tech Inc              Common           19248N10       109    10400 SH       SOLE                   10400        0        0
Cohesion Tech Inc              Common           19248N10      5731   545800 SH       SOLE                       0        0   545800
Cohesion Tech Inc              Common           19248N10      1053   100300 SH       DEFINED        1           0   100300        0
Cohesion Tech Inc              Common           19248N10        80     7600 SH       DEFINED        2           0        0     7600
Cole National Corp             Common           19329010      3343   515000 SH       SOLE                  515000        0        0
Cole National Corp             Common           19329010       780   120000 SH       SOLE                       0        0   120000
Cole National Corp             Common           19329010      1840   283000 SH       DEFINED        1           0   283000        0
Cole National Corp             Common           19329010       683   105000 SH       DEFINED        1           0   105000        0
Cole National Corp             Common           19329010      2763   425000 SH       DEFINED        2           0        0   425000
Kenneth Cole Prod A            Common           19329410     14509   411000 SH       SOLE                  411000        0        0
Kenneth Cole Prod A            Common           19329410       975    27600 SH       SOLE                       0        0    27600
Kenneth Cole Prod A            Common           19329410      5156   145990 SH       DEFINED        1           0   145990        0
Colgate-Palmolive Co           Common           19416210     10320   219860 SH       SOLE                  219860        0        0
Colgate-Palmolive Co           Common           19416210      7008   148500 SH       SOLE                       0        0   148500
Colgate-Palmolive Co           Common           19416210     15542   329300 SH       DEFINED        1           0   329300        0
Colgate-Palmolive Co           Common           19416210      6852   145180 SH       DEFINED        2           0        0   145180
Colgate-Palmolive Co           Common           19416210       315     6800 SH       DEFINED        3           0     6800        0
Colgate-Palmolive Co           Common           19416210       649    13760 SH       DEFINED        3           0        0    13760
Colt Telecom Gp ADR            Common           19687710         3       30 SH       DEFINED        1           0       30        0
Columbia Banking Sys           Common           19723610      3391   247207 SH       SOLE                  247207        0        0
Columbia Banking Sys           Common           19723610      2156   156814 SH       SOLE                       0        0   156814
Columbia Banking Sys           Common           19723610      3189   231887 SH       DEFINED        1           0   231887        0
Columbia Energy Grp            Common           19764810     16863   237500 SH       SOLE                       0        0   237500
Columbus Energy Corp           Common           19906410       738   100000 SH       SOLE                       0        0   100000
Columbus Energy Corp           Common           19906410      2028   275000 SH       DEFINED        1           0   275000        0
Columbus Energy Corp           Common           19906410       184    24925 SH       DEFINED        1           0    24925        0
Comcast Corp Cl A              Common           20030010       142     3500 SH       SOLE                    3500        0        0
Comcast Corp Cl A              Common           20030010     29083   714800 SH       SOLE                       0        0   714800
Comcast Corp Cl A              Common           20030010        41     1000 SH       DEFINED        2           0        0     1000
Comcast Corp Spl A             Common           20030020     22651   553300 SH       SOLE                  553300        0        0
Comcast Corp Spl A             Common           20030020    106132  2592500 SH       SOLE                       0        0  2592500
Comcast Corp Spl A             Common           20030020       986    24100 SH       DEFINED        1           0    24100        0
Comcast Corp Spl A             Common           20030020      1064    26000 SH       DEFINED        2           0        0    26000
Comdisco Inc                   Common           20033610     23098  1211700 SH       SOLE                 1211700        0        0
Comerica Inc                   Common           20034010        30      510 SH       DEFINED        1           0      510        0
Commerce Bancorp NJ            Common           20051910       375     6450 SH       SOLE                    6450        0        0
Commerce Bancshares            Common           20052510      1069    30100 SH       SOLE                   30100        0        0
Commerce Bancshares            Common           20052510       508    13800 SH       SOLE                       0        0    13800
Commerce Bancshares            Common           20052510        18      500 SH       DEFINED        1           0      500        0
Commercial Bank NY             Common           20146210      1593   118000 SH       SOLE                       0        0   118000
Commercial Bankshs             Common           20160710       154     8966 SH       SOLE                    8966        0        0
Commercial Bankshs             Common           20160710       218    12622 SH       SOLE                       0        0    12622
Commercial Bankshs             Common           20160710       243    14096 SH       DEFINED        1           0    14096        0
Commercial Metals Co           Common           20172310       304    11900 SH       SOLE                   11900        0        0
Commercial Metals Co           Common           20172310      1663    65200 SH       DEFINED        1           0    65200        0
CommScope Inc                  Common           20337210     17905   732700 SH       SOLE                  732700        0        0
CommScope Inc                  Common           20337210      2913   118900 SH       SOLE                       0        0   118900
CommScope Inc                  Common           20337210      4089   166900 SH       DEFINED        1           0   166900        0
Community Bk Sys               Common           20360710      1582    61000 SH       SOLE                   61000        0        0
Community Bk Sys               Common           20360710       621    25000 SH       SOLE                       0        0    25000
Community Finl IL              Common           20364V10      1458   155500 SH       SOLE                       0        0   155500
Cia Bras Distr ADR             Common           20440T20      2963    79700 SH       DEFINED        1           0    79700        0
Comp Vale de Rio ADR           Common           20441210      8591   347500 SH       SOLE                  347500        0        0
Comp Vale de Rio ADR           Common           20441210      2935   117700 SH       SOLE                       0        0   117700
Comp Vale de Rio ADR           Common           20441210     10130   406200 SH       DEFINED        1           0   406200        0
COPEL Pref B ADR               Common           20441B40      1598   180000 SH       SOLE                  180000        0        0
Minas Buenaventura             Common           20444810     18488  1310000 SH       SOLE                 1310000        0        0
Minas Buenaventura             Common           20444810        65     4600 SH       DEFINED        1           0     4600        0
Cia Telec Chile ADR            Common           20444930      1757   101096 SH       SOLE                  101096        0        0
Cia Telec Chile ADR            Common           20444930      4246   244400 SH       DEFINED        1           0   244400        0
Compaq Computer                Common           20449310     56286  2042452 SH       SOLE                 2042452        0        0
Compaq Computer                Common           20449310     10272   373500 SH       SOLE                       0        0   373500
Compaq Computer                Common           20449310     20841   755670 SH       DEFINED        1           0   755670        0
Compaq Computer                Common           20449310      6001   217600 SH       DEFINED        1           0        0   217600
Computer Assoc Intl            Common           20491210      1119    44424 SH       SOLE                   44424        0        0
Computer Assoc Intl            Common           20491210     37782  1500000 SH       SOLE                       0        0  1500000
Computer Assoc Intl            Common           20491210      4254   168881 SH       DEFINED        1           0   168881        0
Computer Assoc Intl            Common           20491210       353    14000 SH       DEFINED        2           0        0    14000
Computer Sciences              Common           20536310    153966  2073700 SH       SOLE                 2073700        0        0
Computer Sciences              Common           20536310     60298   812101 SH       SOLE                       0        0   812101
Computer Sciences              Common           20536310       164     2200 SH       DEFINED        1           0     2200        0
Compx Intl Inc A               Common           20563P10      3660   174500 SH       SOLE                  174500        0        0
Compx Intl Inc A               Common           20563P10       840    40000 SH       SOLE                       0        0    40000
Compx Intl Inc A               Common           20563P10        21     1000 SH       DEFINED        1           0     1000        0
Compx Intl Inc A               Common           20563P10       210    10000 SH       DEFINED        1           0    10000        0
Compx Intl Inc A               Common           20563P10      2625   125000 SH       DEFINED        2           0        0   125000
Comverse Technology            Common           20586240      1368    12700 SH       SOLE                   12700        0        0
Comverse Technology            Common           20586240      3208    29700 SH       SOLE                       0        0    29700
Comverse Technology            Common           20586240     23259   215360 SH       DEFINED        1           0   215360        0
Concord EFS Inc                Common           20619710     49394  1390750 SH       SOLE                 1390750        0        0
Concord EFS Inc                Common           20619710      1833    51600 SH       SOLE                       0        0    51600
Concord EFS Inc                Common           20619710      5533   155800 SH       DEFINED        1           0   155800        0
Concurrent Computer            Common           20671020      2090   110000 SH       SOLE                  110000        0        0
Concurrent Computer            Common           20671020       665    35000 SH       DEFINED        1           0    35000        0
Conductus Inc                  Common           20678410      2533   172100 SH       SOLE                  172100        0        0
Conductus Inc                  Common           20678410       783    53100 SH       SOLE                       0        0    53100
Conductus Inc                  Common           20678410      1984   134500 SH       DEFINED        1           0   134500        0
Conductus Inc                  Common           20678410       848    57500 SH       DEFINED        1           0    57500        0
Conductus Inc                  Common           20678410      2213   150000 SH       DEFINED        2           0        0   150000
Conexant Systems               Common           20714210     56531  1350000 SH       SOLE                 1350000        0        0
Conmed Corp                    Common           20741010     18248  1337150 SH       SOLE                 1337150        0        0
Conmed Corp                    Common           20741010      1633   119300 SH       SOLE                       0        0   119300
Conmed Corp                    Common           20741010       162    11800 SH       DEFINED        1           0    11800        0
Conmed Corp                    Common           20741010       690    50800 SH       DEFINED        2           0    50800        0
Connecticut Bancshs            Common           20754010      5960   314700 SH       SOLE                  314700        0        0
Connecticut Bancshs            Common           20754010     10925   577200 SH       SOLE                       0        0   577200
Connecticut Bancshs            Common           20754010      2651   140000 SH       DEFINED        1           0   140000        0
Connetics Corp                 Common           20819210      8940   371000 SH       SOLE                  371000        0        0
Connetics Corp                 Common           20819210      4275   177200 SH       SOLE                       0        0   177200
Connetics Corp                 Common           20819210     26269  1088900 SH       DEFINED        1           0  1088900        0
Connetics Corp                 Common           20819210       509    21100 SH       DEFINED        2           0        0    21100
Conoco Inc A                   Common           20825130     22835   874120 SH       SOLE                  874120        0        0
Conoco Inc A                   Common           20825130     30339  1161300 SH       SOLE                       0        0  1161300
Conoco Inc A                   Common           20825130      5438   208130 SH       DEFINED        1           0   208130        0
Conoco Inc A                   Common           20825130      9865   377600 SH       DEFINED        1           0   377600        0
Conoco Inc A                   Common           20825130      3211   122900 SH       DEFINED        1           0        0   122900
Conoco Inc Cl B                Common           20825140    162500  6047834 SH       SOLE                 6047834        0        0
Conoco Inc Cl B                Common           20825140    226105  8395982 SH       SOLE                       0        0  8395982
Conoco Inc Cl B                Common           20825140     46275  1717790 SH       DEFINED        1           0  1717790        0
Conoco Inc Cl B                Common           20825140      3148   119700 SH       DEFINED        1           0   119700        0
Conoco Inc Cl B                Common           20825140      5573   206900 SH       DEFINED        1           0        0   206900
Conoco Inc Cl B                Common           20825140     19104   709200 SH       DEFINED        2           0        0   709200
Conoco Inc Cl B                Common           20825140      1297    49000 SH       DEFINED        3           0    49000        0
Conoco Inc Cl B                Common           20825140      1535    57000 SH       DEFINED        3           0        0    57000
CONSOL Energy Inc              Common           20854P10      2092   130200 SH       SOLE                  130200        0        0
Consolidated Edison            Common           20911510     25505   747400 SH       SOLE                       0        0   747400
Constellation Energy           Common           21037110      7834   157900 SH       SOLE                  157900        0        0
Constellation Energy           Common           21037110     80071  1609450 SH       SOLE                       0        0  1609450
Constellation Energy           Common           21037110     20105   404130 SH       DEFINED        1           0   404130        0
Continental Air Cl B           Common           21079530      6100   134500 SH       SOLE                  134500        0        0
Continental Air Cl B           Common           21079530    110469  2431200 SH       SOLE                       0        0  2431200
Continental Air Cl B           Common           21079530      4758   104700 SH       DEFINED        1           0   104700        0
Continental Air Cl B           Common           21079530      1454    32000 SH       DEFINED        1           0        0    32000
Continental Air Cl B           Common           21079530      2431    53500 SH       DEFINED        2           0        0    53500
Continental Air Cl B           Common           21079530       132     2900 SH       DEFINED        3           0        0     2900
Cooker Restaurant              Common           21628420       700   560000 SH       DEFINED        1           0   560000        0
Cooper Cameron                 Common           21664010     14855   201600 SH       SOLE                  201600        0        0
Cooper Cameron                 Common           21664010     18879   256200 SH       SOLE                       0        0   256200
Cooper Cameron                 Common           21664010      3684    50000 SH       DEFINED        1           0    50000        0
Cooper Companies Inc           Common           21664840       676    19100 SH       SOLE                   19100        0        0
Cooper Inds Inc                Common           21666910     21252   602900 SH       SOLE                  602900        0        0
Cooper Inds Inc                Common           21666910    191110  5421600 SH       SOLE                       0        0  5421600
Cooper Inds Inc                Common           21666910       843    23900 SH       DEFINED        1           0    23900        0
Copper Mtn Networks            Common           21751010       249     6600 SH       SOLE                    6600        0        0
Copper Mtn Networks            Common           21751010      3368    89800 SH       DEFINED        1           0    89800        0
COR Therapeutic Inc            Common           21775310      4991    80100 SH       SOLE                   80100        0        0
COR Therapeutic Inc            Common           21775310     67921  1090000 SH       SOLE                       0        0  1090000
COR Therapeutic Inc            Common           21775310     39955   641200 SH       DEFINED        1           0   641200        0
COR Therapeutic Inc            Common           21775310       810    13000 SH       DEFINED        2           0        0    13000
Corn Products Intl             Common           21902310      9056   398100 SH       SOLE                  398100        0        0
Corn Products Intl             Common           21902310       109     4800 SH       SOLE                       0        0     4800
Corn Products Intl             Common           21902310       458    20100 SH       DEFINED        1           0    20100        0
Cornell Companies              Common           21914110      4051   473000 SH       SOLE                  473000        0        0
Cornell Companies              Common           21914110      1070   125000 SH       SOLE                       0        0   125000
Cornell Companies              Common           21914110       899   105000 SH       DEFINED        1           0   105000        0
Corning Inc                    Common           21935010    158360   533246 SH       SOLE                  533246        0        0
Corning Inc                    Common           21935010    109631   369120 SH       SOLE                       0        0   369120
Corning Inc                    Common           21935010     75003   252535 SH       DEFINED        1           0   252535        0
Corning Inc                    Common           21935010       564     1900 SH       DEFINED        1           0     1900        0
Corrpro Companies              Common           22031710      2299   574800 SH       SOLE                  574800        0        0
Corus Group PLC ADR            Common           22087M10      3454   445700 SH       SOLE                  445700        0        0
Corus Group PLC ADR            Common           22087M10     47561  6136900 SH       SOLE                       0        0  6136900
Corvas International           Common           22100510       698    30000 SH       SOLE                   30000        0        0
Corvas International           Common           22100510       744    32000 SH       SOLE                       0        0    32000
Corvas International           Common           22100510      2924   125800 SH       DEFINED        1           0   125800        0
Corvas International           Common           22100510       181     7800 SH       DEFINED        2           0        0     7800
CorVel Corp                    Common           22100610      4477   161200 SH       SOLE                  161200        0        0
CorVel Corp                    Common           22100610       834    30000 SH       SOLE                       0        0    30000
CorVel Corp                    Common           22100610      2086    75000 SH       DEFINED        1           0    75000        0
CorVel Corp                    Common           22100610       891    32000 SH       DEFINED        1           0    32000        0
CorVel Corp                    Common           22100610      2809   101000 SH       DEFINED        2           0        0   101000
Cotelligent Inc                Common           22163010      1302   425000 SH       SOLE                  425000        0        0
Cotelligent Inc                Common           22163010       459   150000 SH       SOLE                       0        0   150000
Cotelligent Inc                Common           22163010       429   140000 SH       DEFINED        1           0   140000        0
Cotelligent Inc                Common           22163010      1991   650000 SH       DEFINED        2           0        0   650000
Covance Inc                    Common           22281610     18214  2229070 SH       SOLE                 2229070        0        0
Covance Inc                    Common           22281610     29168  3562300 SH       SOLE                       0        0  3562300
Covance Inc                    Common           22281610      3339   407810 SH       DEFINED        1           0   407810        0
Covance Inc                    Common           22281610       540    66500 SH       DEFINED        2           0    66500        0
Covance Inc                    Common           22281610       212    26300 SH       DEFINED        3           0    26300        0
Covenant Transport             Common           22284P10      2085   224100 SH       SOLE                  224100        0        0
Covenant Transport             Common           22284P10      1221   131100 SH       SOLE                       0        0   131100
Covenant Transport             Common           22284P10      2836   304500 SH       DEFINED        1           0   304500        0
Coventry Health Care           Common           22286210     18635  1235800 SH       SOLE                 1235800        0        0
Coventry Health Care           Common           22286210     70795  4680700 SH       SOLE                       0        0  4680700
Coventry Health Care           Common           22286210      4003   264700 SH       DEFINED        1           0   264700        0
Coventry Health Care           Common           22286210       291    19400 SH       DEFINED        2           0    19400        0
Cox Communctns Inc A           Common           22404410       111     2900 SH       SOLE                    2900        0        0
Cox Communctns Inc A           Common           22404410    218809  5720500 SH       SOLE                       0        0  5720500
Cox Communctns Inc A           Common           22404410      2027    53000 SH       DEFINED        2           0        0    53000
Cox Radio Inc A                Common           22405110      8203   471900 SH       SOLE                  471900        0        0
Cox Radio Inc A                Common           22405110       623    35700 SH       SOLE                       0        0    35700
Cox Radio Inc A                Common           22405110      1074    61600 SH       DEFINED        1           0    61600        0
Crane Co                       Common           22439910      6713   294100 SH       SOLE                  294100        0        0
Crane Co                       Common           22439910      3946   172500 SH       SOLE                       0        0   172500
Crane Co                       Common           22439910      5597   244700 SH       DEFINED        1           0   244700        0
Credence Systems               Common           22530210     67884  2263300 SH       SOLE                 2263300        0        0
Credence Systems               Common           22530210      3558   118600 SH       SOLE                       0        0   118600
Credence Systems               Common           22530210      6366   212200 SH       DEFINED        1           0   212200        0
Critical Path Inc              Common           22674V10     63685  1048400 SH       SOLE                 1048400        0        0
Critical Path Inc              Common           22674V10      1658    27300 SH       SOLE                       0        0    27300
Critical Path Inc              Common           22674V10      4119    67800 SH       DEFINED        1           0    67800        0
Crompton Corporation           Common           22711610      1890   240200 SH       SOLE                  240200        0        0
Crompton Corporation           Common           22711610     11110  1410763 SH       SOLE                       0        0  1410763
Crompton Corporation           Common           22711610      1652   209800 SH       DEFINED        1           0   209800        0
Cross Timbers Oil Co           Common           22757310     79086  4124550 SH       SOLE                 4124550        0        0
Cross Timbers Oil Co           Common           22757310      5003   260700 SH       SOLE                       0        0   260700
Cross Timbers Oil Co           Common           22757310     27208  1418000 SH       DEFINED        1           0  1418000        0
Crossmann Cmntys Inc           Common           22764E10      5586   283200 SH       SOLE                  283200        0        0
Crossmann Cmntys Inc           Common           22764E10       997    50500 SH       SOLE                       0        0    50500
Crossmann Cmntys Inc           Common           22764E10      2493   126200 SH       DEFINED        1           0   126200        0
Crossmann Cmntys Inc           Common           22764E10      1059    53600 SH       DEFINED        1           0    53600        0
Crossmann Cmntys Inc           Common           22764E10      3038   153800 SH       DEFINED        2           0        0   153800
Crown Castle Intl Cp           Common           22822710     46476  1498000 SH       SOLE                 1498000        0        0
Crown Castle Intl Cp           Common           22822710     19069   615400 SH       SOLE                       0        0   615400
Crown Castle Intl Cp           Common           22822710      8030   258480 SH       DEFINED        1           0   258480        0
Crown Cork & Seal              Common           22825510       214    20000 SH       SOLE                   20000        0        0
Cryolife Inc                   Common           22890310     13083   378400 SH       SOLE                  378400        0        0
Cryolife Inc                   Common           22890310       940    27100 SH       SOLE                       0        0    27100
Cryolife Inc                   Common           22890310       111     3200 SH       DEFINED        1           0     3200        0
Cullen/Frost Bankers           Common           22989910     14273   439500 SH       SOLE                  439500        0        0
Cullen/Frost Bankers           Common           22989910     28090   864300 SH       SOLE                       0        0   864300
Cullen/Frost Bankers           Common           22989910     19537   601100 SH       DEFINED        1           0   601100        0
Cummins Engine                 Common           23102110       333    11100 SH       SOLE                   11100        0        0
Cummins Engine                 Common           23102110      1183    39500 SH       DEFINED        1           0    39500        0
Cumulus Media Inc A            Common           23108210      5727   937800 SH       SOLE                  937800        0        0
Cumulus Media Inc A            Common           23108210       919   150000 SH       SOLE                       0        0   150000
Cumulus Media Inc A            Common           23108210      2162   353000 SH       DEFINED        1           0   353000        0
Cumulus Media Inc A            Common           23108210       945   154200 SH       DEFINED        1           0   154200        0
Cumulus Media Inc A            Common           23108210      2912   475500 SH       DEFINED        2           0        0   475500
Curative Health Serv           Common           23126410       928   170600 SH       SOLE                  170600        0        0
Curative Health Serv           Common           23126410       206    37800 SH       SOLE                       0        0    37800
Curative Health Serv           Common           23126410      1281   235600 SH       DEFINED        1           0   235600        0
Curative Health Serv           Common           23126410        92    17000 SH       DEFINED        2           0        0    17000
CuraGen Corporation            Common           23126R10      2131    40000 SH       DEFINED        1           0    40000        0
Cymer Inc                      Common           23257210      6719   219700 SH       SOLE                  219700        0        0
Cymer Inc                      Common           23257210       884    28800 SH       SOLE                       0        0    28800
Cymer Inc                      Common           23257210      1006    32800 SH       DEFINED        1           0    32800        0
Cypress Semiconductr           Common           23280610     18948   457100 SH       SOLE                  457100        0        0
Cypress Semiconductr           Common           23280610      3208    77200 SH       SOLE                       0        0    77200
Cypress Semiconductr           Common           23280610     21431   515600 SH       DEFINED        1           0   515600        0
Cytec Industries Inc           Common           23282010     43584  1303800 SH       SOLE                 1303800        0        0
Cytec Industries Inc           Common           23282010     16374   489700 SH       SOLE                       0        0   489700
Cytec Industries Inc           Common           23282010     17672   528500 SH       DEFINED        1           0   528500        0
DMC Stratex Networks           Common           23322L10     25357  1580100 SH       SOLE                 1580100        0        0
DMC Stratex Networks           Common           23322L10     17725  1103500 SH       SOLE                       0        0  1103500
DMC Stratex Networks           Common           23322L10      7326   456100 SH       DEFINED        1           0   456100        0
DMC Stratex Networks           Common           23322L10       363    22600 SH       DEFINED        1           0    22600        0
DMC Stratex Networks           Common           23322L10      1068    66500 SH       DEFINED        2           0        0    66500
DPL Inc                        Common           23329310     10472   352459 SH       SOLE                  352459        0        0
DPL Inc                        Common           23329310     26528   891693 SH       SOLE                       0        0   891693
DPL Inc                        Common           23329310       728    24472 SH       DEFINED        1           0    24472        0
DQE Inc                        Common           23329J10     16081   400800 SH       SOLE                  400800        0        0
DQE Inc                        Common           23329J10     25196   627930 SH       SOLE                       0        0   627930
D R Horton Inc                 Common           23331A10      6075   354205 SH       SOLE                  354205        0        0
D R Horton Inc                 Common           23331A10      3370   196091 SH       SOLE                       0        0   196091
D R Horton Inc                 Common           23331A10      4705   273699 SH       DEFINED        1           0   273699        0
DST Systems Inc                Common           23332610     18721   159700 SH       SOLE                  159700        0        0
DST Systems Inc                Common           23332610      2762    23500 SH       SOLE                       0        0    23500
DST Systems Inc                Common           23332610      9824    83600 SH       DEFINED        1           0    83600        0
DTE Energy Company             Common           23333110     58837  1538200 SH       SOLE                       0        0  1538200
Daisytek Intl Corp             Common           23405310      1575   250000 SH       SOLE                  250000        0        0
Daisytek Intl Corp             Common           23405310       405    64200 SH       SOLE                       0        0    64200
Daisytek Intl Corp             Common           23405310       440    69600 SH       DEFINED        1           0    69600        0
Daisytek Intl Corp             Common           23405310      1329   210500 SH       DEFINED        2           0        0   210500
Dal Tile Intl                  Common           23426R10      6432   515000 SH       SOLE                  515000        0        0
Dal Tile Intl                  Common           23426R10      1063    85000 SH       SOLE                       0        0    85000
Dal Tile Intl                  Common           23426R10      2826   226100 SH       DEFINED        1           0   226100        0
Dal Tile Intl                  Common           23426R10      4375   350000 SH       DEFINED        2           0        0   350000
Dallas Semiconductor           Common           23520410     20750   632900 SH       SOLE                  632900        0        0
Dallas Semiconductor           Common           23520410      3211    97700 SH       SOLE                       0        0    97700
Dallas Semiconductor           Common           23520410      5694   173200 SH       DEFINED        1           0   173200        0
Dan River Inc A                Common           23577410      3420   793700 SH       SOLE                  793700        0        0
Dan River Inc A                Common           23577410       559   129500 SH       SOLE                       0        0   129500
Dan River Inc A                Common           23577410      1467   340000 SH       DEFINED        1           0   340000        0
Dan River Inc A                Common           23577410       733   170000 SH       DEFINED        1           0   170000        0
Dan River Inc A                Common           23577410      2372   550000 SH       DEFINED        2           0        0   550000
Danaher Corp                   Common           23585110     37913   762100 SH       SOLE                  762100        0        0
Danaher Corp                   Common           23585110     20164   405300 SH       SOLE                       0        0   405300
Danaher Corp                   Common           23585110      1328    26700 SH       DEFINED        1           0    26700        0
Danaher Corp                   Common           23585110      4900    98500 SH       DEFINED        1           0        0    98500
Danka Bus System ADR           Common           23627710      4044  2643200 SH       SOLE                 2643200        0        0
Danka Bus System ADR           Common           23627710       760   496400 SH       SOLE                       0        0   496400
Danka Bus System ADR           Common           23627710      1233   805000 SH       DEFINED        1           0   805000        0
DAOU Systems Inc               Common           23701510      1002  1003300 SH       SOLE                 1003300        0        0
DAOU Systems Inc               Common           23701510       514   513500 SH       SOLE                       0        0   513500
DAOU Systems Inc               Common           23701510         8     8300 SH       DEFINED        1           0     8300        0
Darden Restaurants             Common           23719410       497    23900 SH       SOLE                   23900        0        0
Darden Restaurants             Common           23719410      1780    85500 SH       DEFINED        1           0    85500        0
Datalink Corp                  Common           23793410       906    73400 SH       SOLE                   73400        0        0
Datalink Corp                  Common           23793410       406    32800 SH       SOLE                       0        0    32800
Datalink Corp                  Common           23793410       105     8500 SH       DEFINED        1           0     8500        0
Datascope                      Common           23811310      4653   139500 SH       SOLE                  139500        0        0
Datascope                      Common           23811310     12180   363600 SH       SOLE                       0        0   363600
Datascope                      Common           23811310      2472    73800 SH       DEFINED        1           0    73800        0
Datascope                      Common           23811310       432    13000 SH       DEFINED        2           0    13000        0
Datatec Systems Inc            Common           23812810      4244   964600 SH       SOLE                  964600        0        0
Datatec Systems Inc            Common           23812810       749   169900 SH       SOLE                       0        0   169900
Datatec Systems Inc            Common           23812810      1900   431300 SH       DEFINED        1           0   431300        0
Datatec Systems Inc            Common           23812810       819   186000 SH       DEFINED        1           0   186000        0
Datatec Systems Inc            Common           23812810      2503   568200 SH       DEFINED        2           0        0   568200
Dawson Geophysical             Common           23935910      2816   265000 SH       DEFINED        1           0   265000        0
Dawson Geophysical             Common           23935910       531    50000 SH       DEFINED        1           0    50000        0
Dawson Geophysical             Common           23935910      2284   215000 SH       DEFINED        2           0        0   215000
De Beers Cns Mns ADR           Common           24025330     21459   782500 SH       SOLE                  782500        0        0
De Beers Cns Mns ADR           Common           24025330      4645   167800 SH       SOLE                       0        0   167800
De Beers Cns Mns ADR           Common           24025330     10267   370800 SH       DEFINED        1           0   370800        0
De Beers Cns Mns ADR           Common           24025330       759    27400 SH       DEFINED        2           0        0    27400
Dean Foods Company             Common           24236110       100     3000 SH       SOLE                    3000        0        0
Dean Foods Company             Common           24236110        70     2100 SH       DEFINED        1           0     2100        0
Deere & Co                     Common           24419910      1194    35900 SH       SOLE                   35900        0        0
Deere & Co                     Common           24419910       602    18100 SH       SOLE                       0        0    18100
Del Global Tech                Common           24507310      4671   473600 SH       SOLE                  473600        0        0
Del Global Tech                Common           24507310       739    74800 SH       SOLE                       0        0    74800
Del Global Tech                Common           24507310       158    16000 SH       DEFINED        1           0    16000        0
Dell Computer Corp             Common           24702510    312881 10178257 SH       SOLE                10178257        0        0
Dell Computer Corp             Common           24702510    108320  3519100 SH       SOLE                       0        0  3519100
Dell Computer Corp             Common           24702510     71271  2313000 SH       DEFINED        1           0  2313000        0
Dell Computer Corp             Common           24702510      2337    77800 SH       DEFINED        1           0    77800        0
Dell Computer Corp             Common           24702510      1085    35400 SH       DEFINED        2           0    35400        0
Dell Computer Corp             Common           24702510     24976   810700 SH       DEFINED        2           0        0   810700
Dell Computer Corp             Common           24702510      1181    39000 SH       DEFINED        3           0    39000        0
Dell Computer Corp             Common           24702510      1941    63000 SH       DEFINED        3           0        0    63000
Delphi Automotive              Common           24712610     79720  5272497 SH       SOLE                 5272497        0        0
Delphi Automotive              Common           24712610    139740  9240148 SH       SOLE                       0        0  9240148
Delphi Automotive              Common           24712610     19173  1267691 SH       DEFINED        1           0  1267691        0
Delta & Pine Land Co           Common           24735710      7894   307300 SH       SOLE                       0        0   307300
Delta Air Lines Inc            Common           24736110      4480   101200 SH       SOLE                  101200        0        0
Delta Air Lines Inc            Common           24736110     69302  1562322 SH       SOLE                       0        0  1562322
Delta Air Lines Inc            Common           24736110     15718   354170 SH       DEFINED        1           0   354170        0
Delta Air Lines Inc            Common           24736110       462    10400 SH       DEFINED        1           0    10400        0
Delta Air Lines Inc            Common           24736110      1012    22800 SH       DEFINED        1           0        0    22800
Delta Air Lines Inc            Common           24736110       661    15000 SH       DEFINED        2           0    15000        0
Delta Air Lines Inc            Common           24736110       878    19800 SH       DEFINED        2           0        0    19800
Dentsply Intl                  Common           24903010       950    27200 SH       SOLE                   27200        0        0
Dentsply Intl                  Common           24903010     33603   961800 SH       SOLE                       0        0   961800
Desert Community Bk            Common           25037Y10       559    23400 SH       SOLE                       0        0    23400
Deutsche Telekom ADR           Common           25156610       370    10800 SH       SOLE                   10800        0        0
Deutsche Telekom ADR           Common           25156610         9      260 SH       DEFINED        1           0      260        0
Devon Energy Corp              Common           25179M10       150     2500 SH       SOLE                    2500        0        0
Devon Energy Corp              Common           25179M10    130304  2166330 SH       SOLE                       0        0  2166330
Devon Energy Corp              Common           25179M10       126     2090 SH       DEFINED        1           0     2090        0
Devon Energy Corp              Common           25179M10      3391    56384 SH       DEFINED        2           0        0    56384
Devon Egy 144A P-05                             25179MAC       110   220000 PRN      SOLE                  220000        0        0
Devry Inc                      Common           25189310     44266  1177400 SH       SOLE                 1177400        0        0
Devry Inc                      Common           25189310      4797   127500 SH       SOLE                       0        0   127500
Devry Inc                      Common           25189310     12439   330600 SH       DEFINED        1           0   330600        0
Diametrics Med Inc             Common           25253210      2208   275400 SH       SOLE                  275400        0        0
Diametrics Med Inc             Common           25253210       341    42400 SH       SOLE                       0        0    42400
Diametrics Med Inc             Common           25253210        15     1900 SH       DEFINED        1           0     1900        0
Diametrics Med Inc             Common           25253210       152    18900 SH       DEFINED        1           0    18900        0
Diametrics Med Inc             Common           25253210        32     4000 SH       DEFINED        2           0     4000        0
Diamond Offshore                                25271CAA       266   238000 PRN      SOLE                  238000        0        0
Dianon System Inc              Common           25282610      3640    91300 SH       SOLE                   91300        0        0
Dianon System Inc              Common           25282610       120     3000 SH       DEFINED        1           0     3000        0
Digital Courier Tech           Common           25383810       102    56100 SH       SOLE                   56100        0        0
Digitas Inc                    Common           25388K10       737    41500 SH       SOLE                   41500        0        0
DigitalThink Inc               Common           25388M10     29698   705000 SH       SOLE                  705000        0        0
DigitalThink Inc               Common           25388M10      5156   122410 SH       DEFINED        1           0   122410        0
Dime Bancorp Inc               Common           25429Q10      1613    74800 SH       SOLE                   74800        0        0
Dime Bancorp Inc               Common           25429Q10    168199  7800800 SH       SOLE                       0        0  7800800
Dime Bancorp Inc               Common           25429Q10        84     3900 SH       DEFINED        1           0     3900        0
Dime Bancorp Inc               Common           25429Q10      1941    90000 SH       DEFINED        2           0        0    90000
Dionex Corp                    Common           25454610       570    20600 SH       SOLE                   20600        0        0
Dionex Corp                    Common           25454610       414    15000 SH       SOLE                       0        0    15000
Dionex Corp                    Common           25454610       276    10000 SH       DEFINED        1           0    10000        0
Disney Walt Co                 Common           25468710     54369  1421700 SH       SOLE                 1421700        0        0
Disney Walt Co                 Common           25468710     67474  1763983 SH       SOLE                       0        0  1763983
Disney Walt Co                 Common           25468710     39299  1027426 SH       DEFINED        1           0  1027426        0
Disney Walt Co                 Common           25468710      5160   134900 SH       DEFINED        1           0        0   134900
Disney Walt Internet           Common           25468720        87     8200 SH       SOLE                    8200        0        0
Documentum Inc                 Common           25615910     11186   138000 SH       SOLE                  138000        0        0
Documentum Inc                 Common           25615910      5278    65000 SH       SOLE                       0        0    65000
Documentum Inc                 Common           25615910      9563   117800 SH       DEFINED        1           0   117800        0
Dollar General                 Common           25666910     78093  4667984 SH       SOLE                 4667984        0        0
Dollar General                 Common           25666910     46853  2798023 SH       SOLE                       0        0  2798023
Dollar General                 Common           25666910     22876  1365809 SH       DEFINED        1           0  1365809        0
Dollar General                 Common           25666910      9437   563400 SH       DEFINED        2           0        0   563400
Dollar General                 Common           25666910       556    33775 SH       DEFINED        3           0    33775        0
Dollar General                 Common           25666910       890    53125 SH       DEFINED        3           0        0    53125
Dollar Tree Stores             Common           25674710     29945   738250 SH       SOLE                  738250        0        0
Dollar Tree Stores             Common           25674710     12226   301400 SH       SOLE                       0        0   301400
Dollar Tree Stores             Common           25674710      7320   180449 SH       DEFINED        1           0   180449        0
Dominion Res Inc               Common           25746U10     33484   576921 SH       SOLE                  576921        0        0
Dominion Res Inc               Common           25746U10     14516   250000 SH       SOLE                       0        0   250000
Dominion Res Inc               Common           25746U10      3722    64110 SH       DEFINED        1           0    64110        0
Dominion Res Inc               Common           25746U10      8106   139600 SH       DEFINED        1           0   139600        0
Donaldson Co Inc               Common           25765110      1100    50200 SH       SOLE                   50200        0        0
Donaldson Co Inc               Common           25765110       135     6100 SH       SOLE                       0        0     6100
Donaldson Co Inc               Common           25765110        88     4000 SH       DEFINED        1           0     4000        0
Doncasters PLC ADR             Common           25769210      9656   476900 SH       SOLE                  476900        0        0
Donegal Group Inc              Common           25770110      1958   270000 SH       SOLE                  270000        0        0
Donegal Group Inc              Common           25770110      1701   234600 SH       DEFINED        1           0   234600        0
Dover Corp                     Common           26000310      1817    39400 SH       SOLE                   39400        0        0
Dover Corp                     Common           26000310      1718    36600 SH       SOLE                       0        0    36600
Dover Corp                     Common           26000310     18798   400500 SH       DEFINED        1           0   400500        0
Dow Chemical Co                Common           26054310    256412 10287705 SH       SOLE                10287705        0        0
Dow Chemical Co                Common           26054310    285038 11431400 SH       SOLE                       0        0 11431400
Dow Chemical Co                Common           26054310     10090   404600 SH       DEFINED        1           0   404600        0
Dow Chemical Co                Common           26054310      1415    58500 SH       DEFINED        1           0    58500        0
Dow Chemical Co                Common           26054310      1698    68100 SH       DEFINED        2           0        0    68100
Downey Finl Corp               Common           26101810       759    19200 SH       SOLE                   19200        0        0
Downey Finl Corp               Common           26101810      6261   158500 SH       SOLE                       0        0   158500
Downey Finl Corp               Common           26101810      5984   151500 SH       DEFINED        1           0   151500        0
Draxis Health Inc              Common           26150J10       900   300000 SH       SOLE                       0        0   300000
Draxis Health Inc              Common           26150J10      1005   335000 SH       DEFINED        1           0   335000        0
DSET Corp                      Common           26250410      6202   301500 SH       SOLE                  301500        0        0
DSET Corp                      Common           26250410       978    47400 SH       SOLE                       0        0    47400
DSET Corp                      Common           26250410      2128   103200 SH       DEFINED        1           0   103200        0
DSET Corp                      Common           26250410      1066    51700 SH       DEFINED        1           0    51700        0
DSET Corp                      Common           26250410      3197   155000 SH       DEFINED        2           0        0   155000
Dupont EI De Nemours           Common           26353410     77221  1868739 SH       SOLE                 1868739        0        0
Dupont EI De Nemours           Common           26353410    351242  8476584 SH       SOLE                       0        0  8476584
Dupont EI De Nemours           Common           26353410     34065   822099 SH       DEFINED        1           0   822099        0
Dupont EI De Nemours           Common           26353410      3684    88900 SH       DEFINED        1           0    88900        0
Dupont EI De Nemours           Common           26353410      6381   154000 SH       DEFINED        1           0        0   154000
Dupont EI De Nemours           Common           26353410      7187   173500 SH       DEFINED        2           0        0   173500
Dupont EI De Nemours           Common           26353410       411    10100 SH       DEFINED        3           0    10100        0
Dupont EI De Nemours           Common           26353410       457    11030 SH       DEFINED        3           0        0    11030
Duckwall-ALCO Stores           Common           26414210      1647   183000 SH       SOLE                  183000        0        0
Duke Energy Corp               Common           26439910     61944   723770 SH       SOLE                  723770        0        0
Duke Energy Corp               Common           26439910    417042  4863820 SH       SOLE                       0        0  4863820
Duke Energy Corp               Common           26439910     17305   201800 SH       DEFINED        1           0   201800        0
Duke Energy Corp               Common           26439910      1179    14200 SH       DEFINED        1           0    14200        0
Duke Energy Corp               Common           26439910      5303    61848 SH       DEFINED        1           0        0    61848
Duke Energy Corp               Common           26439910      1732    20200 SH       DEFINED        2           0        0    20200
Duke-Weeks Realty Cp           Common           26441150      6051   250800 SH       SOLE                  250800        0        0
Duke-Weeks Realty Cp           Common           26441150      5734   237700 SH       DEFINED        1           0   237700        0
Dupont Photomasks              Common           26613X10      4828    83300 SH       SOLE                   83300        0        0
Dupont Photomasks              Common           26613X10      2425    41300 SH       SOLE                       0        0    41300
Dupont Photomasks              Common           26613X10      3390    57700 SH       DEFINED        1           0    57700        0
Dupont Photomasks              Common           26613X10       117     2000 SH       DEFINED        2           0        0     2000
Dupont Photomasks              Common           26613X10        81     1400 SH       DEFINED        3           0     1400        0
Dycom Industries Inc           Common           26747510       399     9600 SH       SOLE                    9600        0        0
Dycom Industries Inc           Common           26747510      7609   182800 SH       DEFINED        1           0   182800        0
Dynegy Inc Cl A                Common           26816Q10      3659    64200 SH       SOLE                   64200        0        0
Dynegy Inc Cl A                Common           26816Q10     14940   262100 SH       SOLE                       0        0   262100
Dynegy Inc Cl A                Common           26816Q10     18474   324100 SH       DEFINED        1           0   324100        0
EEX Corp                       Common           26842V20      8156  1697500 SH       SOLE                 1697500        0        0
EEX Corp                       Common           26842V20      2846   591400 SH       SOLE                       0        0   591400
EEX Corp                       Common           26842V20      5191  1078700 SH       DEFINED        1           0  1078700        0
EEX Corp                       Common           26842V20      1083   225000 SH       DEFINED        1           0   225000        0
EEX Corp                       Common           26842V20      3249   675000 SH       DEFINED        2           0        0   675000
EGL Inc                        Common           26848410     11847   393300 SH       SOLE                  393300        0        0
EGL Inc                        Common           26848410     11958   395300 SH       SOLE                       0        0   395300
EGL Inc                        Common           26848410      2998    99100 SH       DEFINED        1           0    99100        0
EMC Corporation                Common           26864810    563895  5693832 SH       SOLE                 5693832        0        0
EMC Corporation                Common           26864810    143960  1453714 SH       SOLE                       0        0  1453714
EMC Corporation                Common           26864810    102727  1036350 SH       DEFINED        1           0  1036350        0
EMC Corporation                Common           26864810      3896    40500 SH       DEFINED        1           0    40500        0
EMC Corporation                Common           26864810      1231    12500 SH       DEFINED        2           0    12500        0
EMC Corporation                Common           26864810      6006    60600 SH       DEFINED        2           0        0    60600
EMS Technologies Inc           Common           26873N10      2326   155000 SH       SOLE                  155000        0        0
EMS Technologies Inc           Common           26873N10       536    35700 SH       SOLE                       0        0    35700
EMS Technologies Inc           Common           26873N10      1431    95400 SH       DEFINED        1           0    95400        0
EMS Technologies Inc           Common           26873N10       465    31000 SH       DEFINED        1           0    31000        0
EMS Technologies Inc           Common           26873N10      1838   122500 SH       DEFINED        2           0        0   122500
ENSCO International            Common           26874Q10     19061   499100 SH       SOLE                  499100        0        0
ENSCO International            Common           26874Q10     22355   585000 SH       SOLE                       0        0   585000
ENSCO International            Common           26874Q10      2234    58400 SH       DEFINED        1           0    58400        0
ENI SPA ADR                    Common           26874R10      7056   133300 SH       SOLE                  133300        0        0
ENI SPA ADR                    Common           26874R10     21673   409400 SH       SOLE                       0        0   409400
EOG Resources Inc              Common           26875P10     19215   495150 SH       SOLE                  495150        0        0
EOG Resources Inc              Common           26875P10     29145   749700 SH       SOLE                       0        0   749700
EOG Resources Inc              Common           26875P10     10185   262000 SH       DEFINED        1           0   262000        0
EPIX Medical Inc               Common           26881Q10       185    13200 SH       SOLE                   13200        0        0
EPIX Medical Inc               Common           26881Q10       286    20400 SH       SOLE                       0        0    20400
EPIX Medical Inc               Common           26881Q10      1911   136500 SH       DEFINED        1           0   136500        0
EPIX Medical Inc               Common           26881Q10       112     8000 SH       DEFINED        2           0        0     8000
E.piphany Inc                  Common           26881V10      4477    58200 SH       SOLE                   58200        0        0
E.piphany Inc                  Common           26881V10      1719    22300 SH       SOLE                       0        0    22300
E.piphany Inc                  Common           26881V10      2482    32200 SH       DEFINED        1           0    32200        0
E-Z-Em Inc A Vtg               Common           26930520      1590   219258 SH       SOLE                       0        0   219258
E-Z-Em Inc B Non-Vtg           Common           26930530      2283   304344 SH       SOLE                       0        0   304344
Earthgrains Co                 Common           27031910       288    15600 SH       SOLE                   15600        0        0
East West Bancorp              Common           27579R10      8110   414500 SH       SOLE                       0        0   414500
Eastman Chemical Co            Common           27743210      4473   121100 SH       SOLE                  121100        0        0
Eastman Chemical Co            Common           27743210     45356  1227900 SH       SOLE                       0        0  1227900
Eastman Kodak Co               Common           27746110     57019  1396300 SH       SOLE                 1396300        0        0
Eastman Kodak Co               Common           27746110    275886  6749500 SH       SOLE                       0        0  6749500
Eastman Kodak Co               Common           27746110     11535   282170 SH       DEFINED        1           0   282170        0
Eastman Kodak Co               Common           27746110      1819    44500 SH       DEFINED        1           0    44500        0
Eastman Kodak Co               Common           27746110      3953    96700 SH       DEFINED        1           0        0    96700
Eastman Kodak Co               Common           27746110       612    15100 SH       DEFINED        2           0    15100        0
Eastman Kodak Co               Common           27746110      1095    26800 SH       DEFINED        2           0        0    26800
Eastman Kodak Co               Common           27746110       102     2500 SH       DEFINED        3           0        0     2500
Eaton Corp                     Common           27805810     61336   996130 SH       SOLE                  996130        0        0
Eaton Corp                     Common           27805810    353468  5735790 SH       SOLE                       0        0  5735790
Eaton Corp                     Common           27805810     27371   444150 SH       DEFINED        1           0   444150        0
Eaton Corp                     Common           27805810      2699    43800 SH       DEFINED        1           0    43800        0
Eaton Corp                     Common           27805810      5146    83500 SH       DEFINED        1           0        0    83500
Eaton Corp                     Common           27805810      7381   119780 SH       DEFINED        2           0        0   119780
Eaton Corp                     Common           27805810       406     6700 SH       DEFINED        3           0     6700        0
Eaton Corp                     Common           27805810       465     7550 SH       DEFINED        3           0        0     7550
EBAY Inc                       Common           27864210     38835   566800 SH       SOLE                  566800        0        0
EBAY Inc                       Common           27864210     19645   286000 SH       SOLE                       0        0   286000
EBAY Inc                       Common           27864210     13490   196400 SH       DEFINED        1           0   196400        0
EBAY Inc                       Common           27864210     11114   161800 SH       DEFINED        2           0        0   161800
EBAY Inc                       Common           27864210       864    12800 SH       DEFINED        3           0    12800        0
EBAY Inc                       Common           27864210      1037    15100 SH       DEFINED        3           0        0    15100
EchoStar Commun Cl A           Common           27876210    233990  4459706 SH       SOLE                 4459706        0        0
EchoStar Commun Cl A           Common           27876210     84841  1611620 SH       SOLE                       0        0  1611620
EchoStar Commun Cl A           Common           27876210     54316  1029700 SH       DEFINED        1           0  1029700        0
EchoStar Commun Cl A           Common           27876210       733    13900 SH       DEFINED        1           0    13900        0
EchoStar Commun Cl A           Common           27876210      4104    77800 SH       DEFINED        1           0        0    77800
EchoStar Commun Cl A           Common           27876210      1064    20300 SH       DEFINED        2           0    20300        0
EchoStar Commun Cl A           Common           27876210     36099   684600 SH       DEFINED        2           0        0   684600
EchoStar Commun Cl A           Common           27876210      1954    37700 SH       DEFINED        3           0    37700        0
EchoStar Commun Cl A           Common           27876210      2870    54400 SH       DEFINED        3           0        0    54400
ECollege.com                   Common           27887E10      4963   621700 SH       SOLE                  621700        0        0
ECollege.com                   Common           27887E10       800   100000 SH       SOLE                       0        0   100000
ECollege.com                   Common           27887E10      2800   350000 SH       DEFINED        2           0        0   350000
Edgar Online Inc               Common           27976510       238    50000 SH       SOLE                   50000        0        0
Edge Petroleum Corp            Common           27986210      1800   445000 SH       SOLE                  445000        0        0
Edge Petroleum Corp            Common           27986210      1382   340000 SH       DEFINED        1           0   340000        0
Edison Intl                    Common           28102010      1204    62600 SH       SOLE                   62600        0        0
Edison Intl                    Common           28102010     19470  1008100 SH       SOLE                       0        0  1008100
Edison Intl                    Common           28102010        20     1010 SH       DEFINED        1           0     1010        0
Edison Intl                    Common           28102010      2082   107800 SH       DEFINED        1           0   107800        0
Edison Schools Inc             Common           28103310     14603   460000 SH       SOLE                  460000        0        0
Edison Schools Inc             Common           28103310     15875   500000 SH       SOLE                       0        0   500000
Edison Schools Inc             Common           28103310      1931    60800 SH       DEFINED        1           0    60800        0
Edwards A G Inc                Common           28176010      7746   148650 SH       SOLE                  148650        0        0
Edwards A G Inc                Common           28176010       587    11200 SH       SOLE                       0        0    11200
Edwards A G Inc                Common           28176010       821    15700 SH       DEFINED        1           0    15700        0
Edwards Lifesciences           Common           28176E10     13030   599743 SH       SOLE                  599743        0        0
Edwards Lifesciences           Common           28176E10      3528   161764 SH       SOLE                       0        0   161764
Edwards Lifesciences           Common           28176E10      2936   134600 SH       DEFINED        1           0   134600        0
Edwards Lifesciences           Common           28176E10       805    37200 SH       DEFINED        2           0    37200        0
El Paso Energy Corp            Common           28390510    134366  2188686 SH       SOLE                 2188686        0        0
El Paso Energy Corp            Common           28390510     58060   943600 SH       SOLE                       0        0   943600
El Paso Energy Corp            Common           28390510     32517   527680 SH       DEFINED        1           0   527680        0
El Paso Energy Corp            Common           28390510      2140    35300 SH       DEFINED        1           0    35300        0
El Paso Energy Corp            Common           28390510      7506   121800 SH       DEFINED        1           0        0   121800
El Paso Energy Corp            Common           28390510      1010    16500 SH       DEFINED        2           0    16500        0
El Paso Energy Corp            Common           28390510      4405    71600 SH       DEFINED        2           0        0    71600
Elan Corp PLC ADR              Common           28413120         2       30 SH       DEFINED        1           0       30        0
Elantec Semiconductr           Common           28415510     31477   316100 SH       SOLE                  316100        0        0
Elantec Semiconductr           Common           28415510      3786    38000 SH       SOLE                       0        0    38000
Elantec Semiconductr           Common           28415510      5430    54500 SH       DEFINED        1           0    54500        0
Elcor Corp                     Common           28444310      1595   110000 SH       DEFINED        1           0   110000        0
Elcor Corp                     Common           28444310      2175   150000 SH       DEFINED        2           0        0   150000
Eldorado Bancshs Inc           Common           28467W10       184    25000 SH       SOLE                       0        0    25000
Electronic Data Sys            Common           28566110     81127  1955000 SH       SOLE                 1955000        0        0
Electronic Data Sys            Common           28566110     32675   787320 SH       SOLE                       0        0   787320
Electronic Data Sys            Common           28566110      3105    74790 SH       DEFINED        1           0    74790        0
Electronic Data Sys            Common           28566110      3602    86800 SH       DEFINED        1           0    86800        0
Electronics Boutique           Common           28604510      7363   343300 SH       SOLE                  343300        0        0
Electronics Boutique           Common           28604510      1204    56000 SH       SOLE                       0        0    56000
Electronics Boutique           Common           28604510      2705   125800 SH       DEFINED        1           0   125800        0
Electronics Boutique           Common           28604510      1305    60700 SH       DEFINED        1           0    60700        0
Electronics Boutique           Common           28604510      3924   182500 SH       DEFINED        2           0        0   182500
Electronics Imaging            Common           28608210      3604   143000 SH       SOLE                  143000        0        0
Electronics Imaging            Common           28608210     12044   477000 SH       SOLE                       0        0   477000
Electronics Imaging            Common           28608210      3977   157500 SH       DEFINED        1           0   157500        0
Embraer Aircraft ADR           Common           29081M10     35342  1140500 SH       SOLE                 1140500        0        0
Embraer Aircraft ADR           Common           29081M10      4650   150000 SH       SOLE                       0        0   150000
Embratel Part ADR              Common           29081N10      4255   230000 SH       SOLE                  230000        0        0
Embratel Part ADR              Common           29081N10       740    40000 SH       SOLE                       0        0    40000
Embratel Part ADR              Common           29081N10      8869   479400 SH       DEFINED        1           0   479400        0
Emcore Corp                    Common           29084610     45898  1103900 SH       SOLE                 1103900        0        0
Emcore Corp                    Common           29084610      4640   111600 SH       SOLE                       0        0   111600
Emcore Corp                    Common           29084610      3471    83480 SH       DEFINED        1           0    83480        0
Emerson Electric Co            Common           29101110     45488   678920 SH       SOLE                  678920        0        0
Emerson Electric Co            Common           29101110    288837  4311000 SH       SOLE                       0        0  4311000
Emerson Electric Co            Common           29101110     27464   409910 SH       DEFINED        1           0   409910        0
Emerson Electric Co            Common           29101110      5119    76400 SH       DEFINED        1           0    76400        0
Emerson Electric Co            Common           29101110      6352    94800 SH       DEFINED        1           0        0    94800
Emmis Communctns A             Common           29152510       248    10000 SH       SOLE                   10000        0        0
ENDESA-Chile ADR               Common           29244T10      3297   299700 SH       DEFINED        1           0   299700        0
Emulex Corp                    Common           29247520     18375   150000 SH       SOLE                  150000        0        0
Enbridge Inc                   Common           29250N10        48     2300 SH       SOLE                    2300        0        0
Endesa SA ADR                  Common           29258N10     29824  1593173 SH       SOLE                 1593173        0        0
Endesa SA ADR                  Common           29258N10     20076  1070700 SH       SOLE                       0        0  1070700
Endesa SA ADR                  Common           29258N10      9690   516810 SH       DEFINED        1           0   516810        0
Energy East Corp               Common           29266M10       258    11400 SH       SOLE                   11400        0        0
Energy East Corp               Common           29266M10      2263   100000 SH       SOLE                       0        0   100000
Energy East Corp               Common           29266M10      3787   167400 SH       DEFINED        1           0   167400        0
Enersis ADR                    Common           29274F10        27     1500 SH       DEFINED        1           0     1500        0
Engelhard Corp                 Common           29284510     60039  3696765 SH       SOLE                 3696765        0        0
Engelhard Corp                 Common           29284510    194827 11990760 SH       SOLE                       0        0 11990760
Engelhard Corp                 Common           29284510     11864   730060 SH       DEFINED        1           0   730060        0
Engelhard Corp                 Common           29284510      2438   150000 SH       DEFINED        2           0        0   150000
Engle Homes Inc                Common           29289610      2156   139000 SH       SOLE                  139000        0        0
Engle Homes Inc                Common           29289610       934    60000 SH       SOLE                       0        0    60000
Engle Homes Inc                Common           29289610      2412   155000 SH       DEFINED        1           0   155000        0
Engle Homes Inc                Common           29289610      1011    65000 SH       DEFINED        1           0    65000        0
Enron Corp                     Common           29356110    117761  1345352 SH       SOLE                 1345352        0        0
Enron Corp                     Common           29356110     62496   713214 SH       SOLE                       0        0   713214
Enron Corp                     Common           29356110     47546   542610 SH       DEFINED        1           0   542610        0
Enron Corp                     Common           29356110     12013   137100 SH       DEFINED        1           0        0   137100
Enron Corp                     Common           29356110      9258   105660 SH       DEFINED        2           0        0   105660
Enron Corp                     Common           29356110       827     9600 SH       DEFINED        3           0     9600        0
Enron Corp                     Common           29356110       874     9980 SH       DEFINED        3           0        0     9980
Enron Corp Ser 2               Cv Pfd           29356160       264      110 PRN      SOLE                     110        0        0
Entegris Inc                   Common           29362U10         3      300 SH       SOLE                     300        0        0
Entergy Corp                   Common           29364G10      2794    75000 SH       SOLE                   75000        0        0
Entergy Corp                   Common           29364G10     11175   300000 SH       SOLE                       0        0   300000
Entergy Corp                   Common           29364G10      4876   130900 SH       DEFINED        1           0   130900        0
Entravision Comm               Common           29382R10     43386  2497000 SH       SOLE                 2497000        0        0
Equinox Systems Inc            Common           29443610      1312   202300 SH       SOLE                  202300        0        0
Equinox Systems Inc            Common           29443610      1463   225000 SH       DEFINED        1           0   225000        0
Equitable Res Inc              Common           29454910     22837   360500 SH       SOLE                  360500        0        0
Equitable Res Inc              Common           29454910    125788  1984800 SH       SOLE                       0        0  1984800
Equitable Res Inc              Common           29454910      9322   147100 SH       DEFINED        1           0   147100        0
Equity Office REIT             Common           29474110     60756  1955821 SH       SOLE                 1955821        0        0
Equity Office REIT             Common           29474110    146764  4724700 SH       SOLE                       0        0  4724700
Equity Office REIT             Common           29474110     12949   416889 SH       DEFINED        1           0   416889        0
Equity Office REIT             Common           29474110      5250   169000 SH       DEFINED        1           0   169000        0
Equity Office REIT             Common           29474110      3305   106400 SH       DEFINED        1           0        0   106400
Equity Res Ppty REIT           Common           29476L10      3665    76338 SH       SOLE                   76338        0        0
Equity Res Ppty REIT           Common           29476L10      1445    30100 SH       SOLE                       0        0    30100
Equity Res Ppty REIT           Common           29476L10      2861    59600 SH       DEFINED        1           0    59600        0
eRoom System Tech              Common           29601610       878   190800 SH       SOLE                  190800        0        0
eRoom System Tech              Common           29601610       657   142000 SH       DEFINED        1           0   142000        0
Esenjay Exploration            Common           29642610       906   250000 SH       SOLE                       0        0   250000
Esenjay Exploration            Common           29642610      2266   625000 SH       DEFINED        1           0   625000        0
Esenjay Exploration            Common           29642610       943   260000 SH       DEFINED        1           0   260000        0
Evergreen Resources            Common           29990030     23951   690400 SH       SOLE                  690400        0        0
Evergreen Resources            Common           29990030      2797    80500 SH       SOLE                       0        0    80500
Evergreen Resources            Common           29990030      3354    96500 SH       DEFINED        1           0    96500        0
EverTrust Finl Group           Common           30041210      3936   314800 SH       SOLE                  314800        0        0
EverTrust Finl Group           Common           30041210      2310   184800 SH       DEFINED        1           0   184800        0
EverTrust Finl Group           Common           30041210       786    62900 SH       DEFINED        1           0    62900        0
Excel Technology Inc           Common           30067T10      2741    85700 SH       SOLE                   85700        0        0
Excel Technology Inc           Common           30067T10       885    27600 SH       SOLE                       0        0    27600
Excel Technology Inc           Common           30067T10      2196    68500 SH       DEFINED        1           0    68500        0
Excel Technology Inc           Common           30067T10       968    30200 SH       DEFINED        1           0    30200        0
Excel Technology Inc           Common           30067T10      2934    91500 SH       DEFINED        2           0        0    91500
Exelixis Inc                   Common           30161Q10      1569    50000 SH       DEFINED        1           0    50000        0
Exfo Electro-Optical           Common           30204310        38      900 SH       SOLE                     900        0        0
Exide Corp                     Common           30205110      4616   510000 SH       SOLE                  510000        0        0
Exide Corp                     Common           30205110       906   100000 SH       SOLE                       0        0   100000
Exide Corp                     Common           30205110      3263   360000 SH       DEFINED        2           0        0   360000
Exodus Communctns              Common           30208810    228179  4630400 SH       SOLE                 4630400        0        0
Exodus Communctns              Common           30208810     48801   990500 SH       SOLE                       0        0   990500
Exodus Communctns              Common           30208810     36229   733730 SH       DEFINED        1           0   733730        0
Exodus Communctns              Common           30208810       508    10300 SH       DEFINED        1           0    10300        0
Exodus Communctns              Common           30208810       760    15500 SH       DEFINED        2           0    15500        0
Exodus Communctns              Common           30208810      7076   143400 SH       DEFINED        2           0        0   143400
Exodus Communctns              Common           30208810       432     8900 SH       DEFINED        3           0     8900        0
Exodus Communctns              Common           30208810       464     9400 SH       DEFINED        3           0        0     9400
Express Scripts Cl A           Common           30218210     34031   471000 SH       SOLE                  471000        0        0
Express Scripts Cl A           Common           30218210     72250  1000000 SH       SOLE                       0        0  1000000
Express Scripts Cl A           Common           30218210      4863    67310 SH       DEFINED        1           0    67310        0
Extreme Networks               Common           30226D10       687     6000 SH       SOLE                    6000        0        0
Ezenia! Inc                    Common           30231110      1677   690800 SH       SOLE                  690800        0        0
Ezenia! Inc                    Common           30231110      1621   665000 SH       DEFINED        2           0        0   665000
Exxon Mobil Corp               Common           30231G10   1409488 15829024 SH       SOLE                15829024        0        0
Exxon Mobil Corp               Common           30231G10    663634  7449994 SH       SOLE                       0        0  7449994
Exxon Mobil Corp               Common           30231G10    240154  2694577 SH       DEFINED        1           0  2694577        0
Exxon Mobil Corp               Common           30231G10     19436   220500 SH       DEFINED        1           0   220500        0
Exxon Mobil Corp               Common           30231G10     23217   260500 SH       DEFINED        1           0        0   260500
Exxon Mobil Corp               Common           30231G10      3365    38000 SH       DEFINED        2           0    38000        0
Exxon Mobil Corp               Common           30231G10     37286   418400 SH       DEFINED        2           0        0   418400
Exxon Mobil Corp               Common           30231G10      2514    28700 SH       DEFINED        3           0    28700        0
Exxon Mobil Corp               Common           30231G10      2700    30300 SH       DEFINED        3           0        0    30300
FLIR Systems Inc               Common           30244510      1680   280000 SH       SOLE                  280000        0        0
FLIR Systems Inc               Common           30244510       360    60000 SH       DEFINED        1           0    60000        0
FNB Finl Services Co           Common           30252610       314    26300 SH       SOLE                       0        0    26300
FPL Group Inc                  Common           30257110    176773  2695500 SH       SOLE                 2695500        0        0
FPL Group Inc                  Common           30257110    287925  4380300 SH       SOLE                       0        0  4380300
FPL Group Inc                  Common           30257110     13983   212660 SH       DEFINED        1           0   212660        0
FPL Group Inc                  Common           30257110      2467    38800 SH       DEFINED        1           0    38800        0
FPL Group Inc                  Common           30257110      4567    69500 SH       DEFINED        2           0        0    69500
Falcon Products Inc            Common           30607510      1026   110000 SH       SOLE                  110000        0        0
Falcon Products Inc            Common           30607510       703    75000 SH       SOLE                       0        0    75000
Falcon Products Inc            Common           30607510       575    61300 SH       DEFINED        1           0    61300        0
Falcon Products Inc            Common           30607510      2402   256200 SH       DEFINED        2           0        0   256200
Family Dollar Stores           Common           30700010    123144  6400400 SH       SOLE                 6400400        0        0
Family Dollar Stores           Common           30700010     12498   649200 SH       SOLE                       0        0   649200
Family Dollar Stores           Common           30700010     20549  1067400 SH       DEFINED        1           0  1067400        0
Family Dollar Stores           Common           30700010        81     4200 SH       DEFINED        2           0        0     4200
Farm Family Holdings           Common           30790110       913    29000 SH       SOLE                   29000        0        0
Farm Family Holdings           Common           30790110       411    13000 SH       DEFINED        1           0    13000        0
Farm Family Holdings           Common           30790110      1898    60000 SH       DEFINED        2           0        0    60000
Faro Technologies              Common           31164210      2226   470000 SH       SOLE                  470000        0        0
Faro Technologies              Common           31164210      2375   500000 SH       DEFINED        2           0        0   500000
Freddie Mac                    Common           31340030      4838    89500 SH       SOLE                   89500        0        0
Freddie Mac                    Common           31340030      1730    32000 SH       SOLE                       0        0    32000
Freddie Mac                    Common           31340030      5951   110070 SH       DEFINED        1           0   110070        0
Federal-Mogul Corp             Common           31354910        14     2500 SH       SOLE                    2500        0        0
Fannie Mae                     Common           31358610    205373  2876550 SH       SOLE                 2876550        0        0
Fannie Mae                     Common           31358610     23672   331100 SH       SOLE                       0        0   331100
Fannie Mae                     Common           31358610     93452  1307020 SH       DEFINED        1           0  1307020        0
Fannie Mae                     Common           31358610      4998    69900 SH       DEFINED        1           0    69900        0
Fannie Mae                     Common           31358610     22494   314600 SH       DEFINED        1           0        0   314600
Fannie Mae                     Common           31358610     27392   383100 SH       DEFINED        2           0        0   383100
Fannie Mae                     Common           31358610      2375    33800 SH       DEFINED        3           0    33800        0
Fannie Mae                     Common           31358610      2567    35900 SH       DEFINED        3           0        0    35900
Federal Rlty REIT              Common           31374720      2871   150100 SH       SOLE                  150100        0        0
Federal Rlty REIT              Common           31374720      2477   129500 SH       DEFINED        1           0   129500        0
Felcor Lodging REIT            Common           31430F10     14569   630000 SH       SOLE                       0        0   630000
Fidelity Fed Bancorp           Common           31592110       431   202900 SH       SOLE                       0        0   202900
Financial Fed Corp             Common           31749210       194     8000 SH       SOLE                       0        0     8000
Financial Institutns           Common           31758540       814    54800 SH       SOLE                   54800        0        0
Financial Institutns           Common           31758540       327    22000 SH       SOLE                       0        0    22000
Finisar Corp                   Common           31787A10      2869    59300 SH       SOLE                   59300        0        0
First Citizens Cl A            Common           31946M10      4958    69450 SH       SOLE                   69450        0        0
First Citizens Cl A            Common           31946M10      3765    52600 SH       SOLE                       0        0    52600
First Citizens Cl A            Common           31946M10      8495   118700 SH       DEFINED        1           0   118700        0
First Comnty Bancorp           Common           31983B10        99     6400 SH       SOLE                    6400        0        0
First Data Corp                Common           31996310    263157  6748231 SH       SOLE                 6748231        0        0
First Data Corp                Common           31996310    100497  2574386 SH       SOLE                       0        0  2574386
First Data Corp                Common           31996310     66644  1706136 SH       DEFINED        1           0  1706136        0
First Data Corp                Common           31996310      5004   128100 SH       DEFINED        1           0        0   128100
First Data Corp                Common           31996310       528    13600 SH       DEFINED        2           0    13600        0
First Data Corp                Common           31996310     12978   332344 SH       DEFINED        2           0        0   332344
First Data Corp                Common           31996310       772    20100 SH       DEFINED        3           0    20100        0
First Data Corp                Common           31996310      1043    26700 SH       DEFINED        3           0        0    26700
First Essex Bancorp            Common           32010310      2218   105000 SH       SOLE                  105000        0        0
First Essex Bancorp            Common           32010310       930    44000 SH       SOLE                       0        0    44000
First Essex Bancorp            Common           32010310       887    42000 SH       DEFINED        1           0    42000        0
First Fed Bncshs AK            Common           32020F10      1421    75000 SH       SOLE                   75000        0        0
First Fed Bncshs AK            Common           32020F10       741    39000 SH       DEFINED        1           0    39000        0
First Fed Bncshs AK            Common           32020F10      2299   121000 SH       DEFINED        2           0        0   121000
First Finl Corp RI             Common           32022110       516    43500 SH       SOLE                       0        0    43500
First Indiana Corp             Common           32054R10      3058   117600 SH       SOLE                  117600        0        0
First Indiana Corp             Common           32054R10      1095    42000 SH       SOLE                       0        0    42000
First Indiana Corp             Common           32054R10       456    17500 SH       DEFINED        2           0        0    17500
First Oak Brook Bnc            Common           33584720       653    42000 SH       SOLE                   42000        0        0
First Oak Brook Bnc            Common           33584720       224    15000 SH       SOLE                       0        0    15000
First Republic Bank            Common           33615810      5303   176000 SH       SOLE                  176000        0        0
First Republic Bank            Common           33615810      1673    56000 SH       SOLE                       0        0    56000
First Republic Bank            Common           33615810      1145    38017 SH       DEFINED        1           0    38017        0
First Republic Bank            Common           33615810      4519   150000 SH       DEFINED        2           0        0   150000
First Union Corp               Common           33735810     12875   400000 SH       SOLE                       0        0   400000
First WA Bancorp Inc           Common           33748T10      2543   162100 SH       DEFINED        1           0   162100        0
First WA Bancorp Inc           Common           33748T10      3294   210000 SH       DEFINED        2           0        0   210000
FirstFed Bancorp Inc           Common           33761Q10      1575   252000 SH       SOLE                       0        0   252000
Fiserv Inc                     Common           33773810     10504   175900 SH       SOLE                  175900        0        0
Fiserv Inc                     Common           33773810      1605    26800 SH       SOLE                       0        0    26800
Fiserv Inc                     Common           33773810      1689    28200 SH       DEFINED        1           0    28200        0
FirstFed Finl CorpDE           Common           33790710      1805    78500 SH       SOLE                   78500        0        0
FirstFed Finl CorpDE           Common           33790710      9882   431300 SH       SOLE                       0        0   431300
FirstFed Am Bcp Inc            Common           33792910      5421   383800 SH       SOLE                       0        0   383800
FleetBoston Finl Crp           Common           33903010    270488  6940740 SH       SOLE                 6940740        0        0
FleetBoston Finl Crp           Common           33903010     44771  1149400 SH       SOLE                       0        0  1149400
FleetBoston Finl Crp           Common           33903010     33537   859918 SH       DEFINED        1           0   859918        0
FleetBoston Finl Crp           Common           33903010      2004    53100 SH       DEFINED        1           0    53100        0
FleetBoston Finl Crp           Common           33903010      2867    73500 SH       DEFINED        2           0        0    73500
Florida Progress               Common           34110910      1800    34000 SH       SOLE                   34000        0        0
Florida Progress               Common           34110910       582    11000 SH       DEFINED        1           0    11000        0
Flow International             Common           34346810      2654   244000 SH       SOLE                  244000        0        0
Flow International             Common           34346810      1686   155000 SH       DEFINED        1           0   155000        0
Flow International             Common           34346810       544    50000 SH       DEFINED        1           0    50000        0
Flowers Inds                   Common           34349610     19230   986097 SH       SOLE                       0        0   986097
Fluor Corp                     Common           34386110      3421   116500 SH       SOLE                  116500        0        0
Fluor Corp                     Common           34386110      2555    85300 SH       SOLE                       0        0    85300
Fluor Corp                     Common           34386110       104     3480 SH       DEFINED        1           0     3480        0
Fluor Corp                     Common           34386110       524    17500 SH       DEFINED        2           0        0    17500
Flushing Finl Corp             Common           34387310       733    46200 SH       SOLE                   46200        0        0
Flushing Finl Corp             Common           34387310       207    13050 SH       SOLE                       0        0    13050
Flushing Finl Corp             Common           34387310        56     3500 SH       DEFINED        1           0     3500        0
Flushing Finl Corp             Common           34387310      1746   110000 SH       DEFINED        2           0        0   110000
FEMSA SA ADR                   Common           34441910      4995   129700 SH       SOLE                  129700        0        0
FEMSA SA ADR                   Common           34441910      2679    68700 SH       SOLE                       0        0    68700
FEMSA SA ADR                   Common           34441910     12717   326100 SH       DEFINED        1           0   326100        0
Ford Motor Company             Common           34537086     86676  3427925 SH       SOLE                 3427925        0        0
Ford Motor Company             Common           34537086    317736 12553378 SH       SOLE                       0        0 12553378
Ford Motor Company             Common           34537086     45432  1794751 SH       DEFINED        1           0  1794751        0
Ford Motor Company             Common           34537086      3593   141932 SH       DEFINED        1           0   141932        0
Ford Motor Company             Common           34537086      8341   329530 SH       DEFINED        1           0        0   329530
Ford Motor Company             Common           34537086       795    31604 SH       DEFINED        2           0    31604        0
Ford Motor Company             Common           34537086      4026   159082 SH       DEFINED        2           0        0   159082
Ford Motor Company             Common           34537086       583    23428 SH       DEFINED        3           0    23428        0
Ford Motor Company             Common           34537086       367    14509 SH       DEFINED        3           0        0    14509
Forest Labs Inc                Common           34583810     97668   852495 SH       SOLE                  852495        0        0
Forest Labs Inc                Common           34583810    121983  1063800 SH       SOLE                       0        0  1063800
Forest Labs Inc                Common           34583810      2573    22440 SH       DEFINED        1           0    22440        0
Forest Labs Inc                Common           34583810       500     4400 SH       DEFINED        2           0     4400        0
Forest Labs Inc                Common           34583810       592     5200 SH       DEFINED        2           0     5200        0
Forest Labs Inc                Common           34583810        80      700 SH       DEFINED        2           0        0      700
Foster Wheeler                 Common           35024410      4277   590000 SH       SOLE                  590000        0        0
Foundation Hlth A              Common           35040410     49651  2990000 SH       SOLE                 2990000        0        0
Foundation Hlth A              Common           35040410    140220  8434260 SH       SOLE                       0        0  8434260
Foundation Hlth A              Common           35040410     11546   694500 SH       DEFINED        1           0   694500        0
Fox Entmnt Group A             Common           35138T10     10074   381200 SH       SOLE                  381200        0        0
Fox Entmnt Group A             Common           35138T10      2483    94500 SH       SOLE                       0        0    94500
Fox Entmnt Group A             Common           35138T10      1437    54200 SH       DEFINED        1           0    54200        0
Franklin Elec                  Common           35351410      1070    15500 SH       SOLE                   15500        0        0
Franklin Elec                  Common           35351410        21      300 SH       DEFINED        1           0      300        0
Franklin Elec                  Common           35351410      1283    18600 SH       DEFINED        2           0        0    18600
Franklin Resources             Common           35461310    313449  7054900 SH       SOLE                 7054900        0        0
Franklin Resources             Common           35461310       302     6800 SH       SOLE                       0        0     6800
Freeport-McMor Cop A           Common           35671D10     23531  2868060 SH       SOLE                 2868060        0        0
Freeport-McMor Cop A           Common           35671D10      1095   136700 SH       SOLE                       0        0   136700
Freeport-McMor Cop A           Common           35671D10      3234   391970 SH       DEFINED        1           0   391970        0
Freeport-McMor Cop A           Common           35671D10       578    70100 SH       DEFINED        1           0    70100        0
Freeport-McMor Cop A           Common           35671D10       701    85500 SH       DEFINED        2           0    85500        0
Freeport-McMor Cop A           Common           35671D10      1475   178800 SH       DEFINED        2           0        0   178800
Freeport-McMor Cop A           Common           35671D10       128    15500 SH       DEFINED        3           0        0    15500
Freeport-McMoran ClB           Common           35671D85     77328  8787598 SH       SOLE                 8787598        0        0
Freeport-McMoran ClB           Common           35671D85      6830   776400 SH       SOLE                       0        0   776400
Freeport-McMoran ClB           Common           35671D85      5953   675400 SH       DEFINED        1           0   675400        0
Freeport-McMoran ClB           Common           35671D85      2042   231700 SH       DEFINED        2           0        0   231700
Freeport-McMoran ClB           Common           35671D85       301    34800 SH       DEFINED        3           0    34800        0
Freeport-McMoran ClB           Common           35671D85       197    22300 SH       DEFINED        3           0        0    22300
Fresenius MedPfd ADR           Common           35802920      8665   534700 SH       SOLE                  534700        0        0
Fresenius MedPfd ADR           Common           35802920     11234   691300 SH       SOLE                       0        0   691300
Fresenius MedPfd ADR           Common           35802920        75     4600 SH       DEFINED        1           0     4600        0
Fresenius MedPfd ADR           Common           35802920       218    13500 SH       DEFINED        2           0    13500        0
Friede Goldman Hlter           Common           35843010     14223  2015100 SH       SOLE                 2015100        0        0
Friede Goldman Hlter           Common           35843010      2714   384300 SH       DEFINED        1           0   384300        0
FuelCell Energy Inc            Common           35952H10      2823    29400 SH       SOLE                   29400        0        0
FuelCell Energy Inc            Common           35952H10      1857    19300 SH       SOLE                       0        0    19300
FuelCell Energy Inc            Common           35952H10      2684    27900 SH       DEFINED        1           0    27900        0
Furniture Brnds Intl           Common           36092110     11017   662700 SH       SOLE                       0        0   662700
Furniture Brnds Intl           Common           36092110      1372    82500 SH       DEFINED        1           0    82500        0
G & K Services Inc A           Common           36126810     22216   793800 SH       SOLE                  793800        0        0
G & K Services Inc A           Common           36126810      3738   133200 SH       SOLE                       0        0   133200
G & K Services Inc A           Common           36126810      4095   145900 SH       DEFINED        1           0   145900        0
GA Financial Inc               Common           36143710      4312   308000 SH       SOLE                  308000        0        0
GPU Inc                        Common           36225X10     44353  1367300 SH       SOLE                       0        0  1367300
GSI Lumonics Inc               Common           36229U10     25192  1526700 SH       SOLE                 1526700        0        0
GSI Lumonics Inc               Common           36229U10        33     2000 SH       DEFINED        1           0     2000        0
Gainsco Inc                    Common           36312710       870   207700 SH       SOLE                  207700        0        0
Gainsco Inc                    Common           36312710       105    25000 SH       DEFINED        1           0    25000        0
Gainsco Inc                    Common           36312710      1466   350000 SH       DEFINED        2           0        0   350000
Gallagher Arthur J             Common           36357610       781    13200 SH       SOLE                   13200        0        0
Gallagher Arthur J             Common           36357610      2607    44100 SH       DEFINED        1           0    44100        0
Gannett Co                     Common           36473010    508785  9604146 SH       SOLE                 9604146        0        0
Gannett Co                     Common           36473010    222388  4197464 SH       SOLE                       0        0  4197464
Gannett Co                     Common           36473010     40177   758060 SH       DEFINED        1           0   758060        0
Gannett Co                     Common           36473010      5529   106200 SH       DEFINED        1           0   106200        0
Gannett Co                     Common           36473010      2877    54292 SH       DEFINED        1           0        0    54292
Gannett Co                     Common           36473010      4595    86700 SH       DEFINED        2           0        0    86700
Gap Inc                        Common           36476010        10      500 SH       SOLE                       0        0      500
Gardner Denver Inc             Common           36555810      3684   227000 SH       SOLE                  227000        0        0
Gardner Denver Inc             Common           36555810       748    46000 SH       SOLE                       0        0    46000
Gardner Denver Inc             Common           36555810      1869   115000 SH       DEFINED        1           0   115000        0
Gardner Denver Inc             Common           36555810       683    42000 SH       DEFINED        1           0    42000        0
Gardner Denver Inc             Common           36555810      2616   161000 SH       DEFINED        2           0        0   161000
Gartner Group Inc A            Common           36665110     35628  3065600 SH       SOLE                 3065600        0        0
Gartner Group Inc A            Common           36665110     32399  2786900 SH       SOLE                       0        0  2786900
Gartner Group Inc A            Common           36665110      5102   438900 SH       DEFINED        1           0   438900        0
Gartner Group Inc B            Common           36665120       726    66700 SH       SOLE                   66700        0        0
Gartner Group Inc B            Common           36665120      4055   372900 SH       DEFINED        1           0   372900        0
Gaylord Container A            Common           36814510        16    10000 SH       SOLE                   10000        0        0
Geltex Pharm                   Common           36853810     22517   481300 SH       SOLE                  481300        0        0
Geltex Pharm                   Common           36853810     22410   478700 SH       SOLE                       0        0   478700
Geltex Pharm                   Common           36853810     38537   823200 SH       DEFINED        1           0   823200        0
Geltex Pharm                   Common           36853810      1358    29000 SH       DEFINED        2           0        0    29000
Gemstar-TV Guide               Common           36866W10     34872   400498 SH       SOLE                  400498        0        0
Gemstar-TV Guide               Common           36866W10     14110   161824 SH       SOLE                       0        0   161824
Gemstar-TV Guide               Common           36866W10      6392    73305 SH       DEFINED        1           0    73305        0
Gemstar-TV Guide               Common           36866W10      4974    57053 SH       DEFINED        2           0        0    57053
Gemstar-TV Guide               Common           36866W10       406     4740 SH       DEFINED        3           0     4740        0
Gemstar-TV Guide               Common           36866W10       487     5587 SH       DEFINED        3           0        0     5587
Gene Logic Inc                 Common           36868910     12839   558700 SH       SOLE                  558700        0        0
Gene Logic Inc                 Common           36868910     17806   774200 SH       SOLE                       0        0   774200
Gene Logic Inc                 Common           36868910     20550   893500 SH       DEFINED        1           0   893500        0
Gene Logic Inc                 Common           36868910       110     4800 SH       DEFINED        2           0        0     4800
General Cable Corp             Common           36930010     16932  2238800 SH       SOLE                 2238800        0        0
General Cable Corp             Common           36930010        30     4000 SH       DEFINED        1           0     4000        0
General Datacomm               Common           36948710       592   114000 SH       DEFINED        1           0   114000        0
General Datacomm               Common           36948710       689   132900 SH       DEFINED        2           0        0   132900
General Electric Co            Common           36960410   1350636 23443712 SH       SOLE                23443712        0        0
General Electric Co            Common           36960410    405542  7036757 SH       SOLE                       0        0  7036757
General Electric Co            Common           36960410    303505  5261170 SH       DEFINED        1           0  5261170        0
General Electric Co            Common           36960410     10777   192500 SH       DEFINED        1           0   192500        0
General Electric Co            Common           36960410      2722    47500 SH       DEFINED        2           0    47500        0
General Electric Co            Common           36960410     40796   707340 SH       DEFINED        2           0        0   707340
General Electric Co            Common           36960410      1723    30400 SH       DEFINED        3           0    30400        0
General Electric Co            Common           36960410      1895    32850 SH       DEFINED        3           0        0    32850
General Growth REIT            Common           37002110      6898   214300 SH       SOLE                  214300        0        0
General Growth REIT            Common           37002110     27109   842200 SH       SOLE                       0        0   842200
General Growth REIT            Common           37002110      3769   117100 SH       DEFINED        1           0   117100        0
General Mills Inc              Common           37033410      1953    55000 SH       SOLE                   55000        0        0
General Motors Corp            Common           37044210    133269  2050285 SH       SOLE                       0        0  2050285
General Motors H               Common           37044283    288085  7749441 SH       SOLE                 7749441        0        0
General Motors H               Common           37044283    168084  4520945 SH       SOLE                       0        0  4520945
General Motors H               Common           37044283     31971   859877 SH       DEFINED        1           0   859877        0
General Motors H               Common           37044283       327     8800 SH       DEFINED        1           0     8800        0
General Motors H               Common           37044283      6149   165377 SH       DEFINED        1           0        0   165377
General Motors H               Common           37044283      1677    45100 SH       DEFINED        2           0        0    45100
General Semiconduct            Common           37078710       122    10000 SH       SOLE                   10000        0        0
General Semiconduct            Common           37078710     42275  3468600 SH       SOLE                       0        0  3468600
General Semiconduct            Common           37078710        98     8000 SH       DEFINED        1           0     8000        0
Genesco Inc                    Common           37153210      3125   184900 SH       SOLE                  184900        0        0
Genesco Inc                    Common           37153210      2069   122200 SH       SOLE                       0        0   122200
Genesco Inc                    Common           37153210      2936   173300 SH       DEFINED        1           0   173300        0
Gentex Corp                    Common           37190110      4164   166700 SH       SOLE                  166700        0        0
Gentex Corp                    Common           37190110      1998    79900 SH       SOLE                       0        0    79900
Gentex Corp                    Common           37190110      2948   117900 SH       DEFINED        1           0   117900        0
GenRad                         Common           37244710       421    38300 SH       SOLE                   38300        0        0
GenRad                         Common           37244710       740    67300 SH       DEFINED        1           0    67300        0
Genset SP ADR                  Common           37244T10     10192   370600 SH       SOLE                  370600        0        0
Genset SP ADR                  Common           37244T10       424    15400 SH       SOLE                       0        0    15400
Genset SP ADR                  Common           37244T10      3039   110500 SH       DEFINED        1           0   110500        0
Genset SP ADR                  Common           37244T10       127     4600 SH       DEFINED        2           0        0     4600
Genuine Parts                  Common           37246010     13686   717900 SH       SOLE                  717900        0        0
Genuine Parts                  Common           37246010       759    39800 SH       SOLE                       0        0    39800
Genuine Parts                  Common           37246010      8266   433600 SH       DEFINED        1           0   433600        0
Genzyme Corp General           Common           37291710    256094  3761586 SH       SOLE                 3761586        0        0
Genzyme Corp General           Common           37291710    279383  4098620 SH       SOLE                       0        0  4098620
Genzyme Corp General           Common           37291710     81537  1195760 SH       DEFINED        1           0  1195760        0
Genzyme Corp General           Common           37291710      1387    20340 SH       DEFINED        1           0    20340        0
Genzyme Corp General           Common           37291710      1572    23200 SH       DEFINED        2           0    23200        0
Genzyme Corp General           Common           37291710     22859   335270 SH       DEFINED        2           0        0   335270
Genzyme Corp General           Common           37291710      1783    26600 SH       DEFINED        3           0    26600        0
Genzyme Corp General           Common           37291710      2075    30430 SH       DEFINED        3           0        0    30430
Genzyme Tissue Rep             Common           37291740       130    31800 SH       SOLE                   31800        0        0
Genzyme Tissue Rep             Common           37291740       235    57450 SH       SOLE                       0        0    57450
Genzyme Tissue Rep             Common           37291740       918   224285 SH       DEFINED        1           0   224285        0
Genzyme Tissue Rep             Common           37291740        59    14367 SH       DEFINED        2           0        0    14367
Genzyme Molecular              Common           37291750      1450   104435 SH       SOLE                  104435        0        0
Genzyme Molecular              Common           37291750      1025    73865 SH       SOLE                       0        0    73865
Genzyme Molecular              Common           37291750      6125   441414 SH       DEFINED        1           0   441414        0
Genzyme Molecular              Common           37291750       333    23985 SH       DEFINED        2           0        0    23985
Genzyme Surgical Prd           Common           37291760     13897  1856004 SH       SOLE                 1856004        0        0
Genzyme Surgical Prd           Common           37291760      1154   153700 SH       SOLE                       0        0   153700
Genzyme Surgical Prd           Common           37291760       587    78317 SH       DEFINED        1           0    78317        0
Georgia-Pac Timber             Common           37329870      6174   229700 SH       SOLE                  229700        0        0
Georgia-Pac Timber             Common           37329870     28289  1052600 SH       SOLE                       0        0  1052600
Georgia-Pac Timber             Common           37329870       296    11000 SH       DEFINED        1           0    11000        0
Gerber Scientific              Common           37373010      3511   408100 SH       SOLE                  408100        0        0
Gerber Scientific              Common           37373010      2275   263800 SH       SOLE                       0        0   263800
Gerber Scientific              Common           37373010      3465   401800 SH       DEFINED        1           0   401800        0
Gilead Sciences Inc            Common           37555810    229860  2095579 SH       SOLE                 2095579        0        0
Gilead Sciences Inc            Common           37555810    283632  2585821 SH       SOLE                       0        0  2585821
Gilead Sciences Inc            Common           37555810     67257   613168 SH       DEFINED        1           0   613168        0
Gilead Sciences Inc            Common           37555810      5528    50400 SH       DEFINED        1           0        0    50400
Gilead Sciences Inc            Common           37555810       934     8514 SH       DEFINED        2           0        0     8514
Gillette Co                    Common           37576610    152307  4934200 SH       SOLE                 4934200        0        0
Gillette Co                    Common           37576610    186334  6035130 SH       SOLE                       0        0  6035130
Gillette Co                    Common           37576610      4536   146900 SH       DEFINED        1           0   146900        0
Gillette Co                    Common           37576610      3727   120700 SH       DEFINED        2           0        0   120700
Gillette Co                    Common           37576610       288     9500 SH       DEFINED        3           0     9500        0
Gillette Co                    Common           37576610       352    11400 SH       DEFINED        3           0        0    11400
Glaxo Wellcome ADR             Common           37733W10     90657  1500000 SH       SOLE                       0        0  1500000
Glaxo Wellcome ADR             Common           37733W10         7      110 SH       DEFINED        1           0      110        0
Global Imaging Sys             Common           37934A10       633   107800 SH       DEFINED        1           0   107800        0
Golden State Bancorp           Common           38119710        47     2000 SH       SOLE                    2000        0        0
Golden State Bancorp           Common           38119710      3591   152000 SH       SOLE                       0        0   152000
Golden State Bancorp                            38119713         0        1 PRN      SOLE                       0        0        1
Golden West Finl               Common           38131710        48      900 SH       SOLE                     900        0        0
Golden West Finl               Common           38131710    205523  3832600 SH       SOLE                       0        0  3832600
Golden West Finl               Common           38131710        70     1300 SH       DEFINED        1           0     1300        0
Golden West Finl               Common           38131710      1266    23600 SH       DEFINED        2           0        0    23600
Goldman Sachs Group            Common           38141G10    295168  2593545 SH       SOLE                 2593545        0        0
Goldman Sachs Group            Common           38141G10    127535  1120300 SH       SOLE                       0        0  1120300
Goldman Sachs Group            Common           38141G10     33954   298020 SH       DEFINED        1           0   298020        0
Goldman Sachs Group            Common           38141G10      2791    25300 SH       DEFINED        1           0    25300        0
Goldman Sachs Group            Common           38141G10      5856    51400 SH       DEFINED        1           0        0    51400
Goldman Sachs Group            Common           38141G10      1030     9100 SH       DEFINED        2           0     9100        0
Goldman Sachs Group            Common           38141G10     11530   101200 SH       DEFINED        2           0        0   101200
Goldman Sachs Group            Common           38141G10       817     7300 SH       DEFINED        3           0     7300        0
Goldman Sachs Group            Common           38141G10       775     6800 SH       DEFINED        3           0        0     6800
Grace W R & Co                 Common           38388F10       537    78200 SH       SOLE                   78200        0        0
Grace W R & Co                 Common           38388F10      1108   161100 SH       DEFINED        1           0   161100        0
Graco Inc                      Common           38410910       119     3700 SH       SOLE                    3700        0        0
Graco Inc                      Common           38410910        16      500 SH       DEFINED        1           0      500        0
Grainger WW                    Common           38480210     68030  2586560 SH       SOLE                 2586560        0        0
Grainger WW                    Common           38480210      1162    44190 SH       DEFINED        1           0    44190        0
Grainger WW                    Common           38480210      2066    78500 SH       DEFINED        1           0    78500        0
Granite Construction           Common           38732810      4315   178300 SH       SOLE                  178300        0        0
Granite Construction           Common           38732810     10544   434800 SH       SOLE                       0        0   434800
Granite Construction           Common           38732810     10608   437400 SH       DEFINED        1           0   437400        0
Grant Prideco Inc              Common           38821G10     23617  1076550 SH       SOLE                 1076550        0        0
Grant Prideco Inc              Common           38821G10     17063   777799 SH       SOLE                       0        0   777799
Great Lakes Chemical           Common           39056810      2670    91300 SH       SOLE                   91300        0        0
Great Lakes Chemical           Common           39056810      1747    59600 SH       SOLE                       0        0    59600
Great Lakes Chemical           Common           39056810      2477    84500 SH       DEFINED        1           0    84500        0
Great Lakes REIT Inc           Common           39075210      6130   352800 SH       SOLE                  352800        0        0
Great Lakes REIT Inc           Common           39075210      3305   190200 SH       SOLE                       0        0   190200
Great Lakes REIT Inc           Common           39075210      3933   226300 SH       DEFINED        1           0   226300        0
GRIC Communications            Common           39808110       646    90500 SH       SOLE                   90500        0        0
Grove Property REIT            Common           39961310      4081   247300 SH       SOLE                  247300        0        0
Grove Property REIT            Common           39961310      3916   237400 SH       SOLE                       0        0   237400
Grove Property REIT            Common           39961310      2972   180100 SH       DEFINED        1           0   180100        0
Grupo Imsa SA ADR              Common           40048T10      1207   132300 SH       SOLE                  132300        0        0
Grupo Televisa GDS             Common           40049J20      2567    44500 SH       SOLE                   44500        0        0
Grupo Televisa GDS             Common           40049J20        46      800 SH       DEFINED        1           0      800        0
GTECH Holdings Corp            Common           40051810       911    55000 SH       SOLE                   55000        0        0
Gucci Group NV NY              Common           40156610     81047   812400 SH       SOLE                  812400        0        0
Gucci Group NV NY              Common           40156610     15729   156300 SH       SOLE                       0        0   156300
Gucci Group NV NY              Common           40156610     17028   168820 SH       DEFINED        1           0   168820        0
Gucci Group NV NY              Common           40156610       538     5500 SH       DEFINED        2           0     5500        0
Gucci Group NV NY              Common           40156610      4198    41700 SH       DEFINED        2           0        0    41700
Guilford Pharm                 Common           40182910       934    40500 SH       SOLE                   40500        0        0
Guilford Pharm                 Common           40182910       756    32800 SH       SOLE                       0        0    32800
Guilford Pharm                 Common           40182910      4527   196300 SH       DEFINED        1           0   196300        0
Guilford Pharm                 Common           40182910       327    14200 SH       DEFINED        2           0        0    14200
Guitar Center Inc              Common           40204010      6473   527100 SH       SOLE                  527100        0        0
Guitar Center Inc              Common           40204010      1176    95500 SH       SOLE                       0        0    95500
Guitar Center Inc              Common           40204010      2821   229100 SH       DEFINED        1           0   229100        0
Guitar Center Inc              Common           40204010      1109    90000 SH       DEFINED        1           0    90000        0
Guitar Center Inc              Common           40204010      3936   319700 SH       DEFINED        2           0        0   319700
Gulf Canada Res Ltd            Common           40218L30     12392  2305420 SH       SOLE                 2305420        0        0
Gulf Indonesia Res             Common           40228410      6960   640000 SH       SOLE                  640000        0        0
HCA Healthcare Corp            Common           40411910    136164  3675550 SH       SOLE                 3675550        0        0
HCA Healthcare Corp            Common           40411910    435560 11733720 SH       SOLE                       0        0 11733720
HCA Healthcare Corp            Common           40411910     19699   530600 SH       DEFINED        1           0   530600        0
HCA Healthcare Corp            Common           40411910      2044    56900 SH       DEFINED        1           0    56900        0
HCA Healthcare Corp            Common           40411910       346     9400 SH       DEFINED        2           0     9400        0
HCA Healthcare Corp            Common           40411910      1322    35600 SH       DEFINED        2           0        0    35600
HFB Financial Corp             Common           40417C10       240    19999 SH       SOLE                       0        0    19999
HNC Software                   Common           40425P10       409     5000 SH       SOLE                    5000        0        0
HPSC Inc                       Common           40426410       420    60600 SH       SOLE                   60600        0        0
HSBC Holdings ADR              Common           40428040         6       80 SH       DEFINED        1           0       80        0
HS Resources Inc               Common           40429710     13795   410500 SH       SOLE                  410500        0        0
HS Resources Inc               Common           40429710      1950    58000 SH       SOLE                       0        0    58000
HS Resources Inc               Common           40429710     10516   312700 SH       DEFINED        1           0   312700        0
Haemonetics Corp MA            Common           40502410     22551   887300 SH       SOLE                  887300        0        0
Haemonetics Corp MA            Common           40502410     53737  2107300 SH       SOLE                       0        0  2107300
Haemonetics Corp MA            Common           40502410      3178   124550 SH       DEFINED        1           0   124550        0
Haemonetics Corp MA            Common           40502410       430    17000 SH       DEFINED        2           0    17000        0
Halliburton Co                 Common           40621610     28319   580000 SH       SOLE                  580000        0        0
Halliburton Co                 Common           40621610    132339  2704300 SH       SOLE                       0        0  2704300
Halliburton Co                 Common           40621610      5129   104800 SH       DEFINED        1           0   104800        0
Halliburton Co                 Common           40621610       519    10600 SH       DEFINED        1           0    10600        0
Halliburton Co                 Common           40621610      4497    91900 SH       DEFINED        2           0        0    91900
Halliburton Co                 Common           40621610       426     8700 SH       DEFINED        3           0        0     8700
Hallmark Capital Crp           Common           40624110       741    69300 SH       SOLE                       0        0    69300
Hallwood Energy Corp           Common           40636X10      3769   379800 SH       SOLE                  379800        0        0
Hallwood Energy Corp           Common           40636X10      1111   111800 SH       DEFINED        1           0   111800        0
Hallwood Energy Corp           Common           40636X10      3478   350000 SH       DEFINED        2           0        0   350000
John Hancock Opp Fd            Common           40973510      1000   126000 SH       SOLE                  126000        0        0
John Hancock Finl              Common           41014S10      1747    65000 SH       SOLE                   65000        0        0
John Hancock Finl              Common           41014S10       538    20000 SH       DEFINED        1           0    20000        0
Handleman Co                   Common           41025210      5012   405500 SH       SOLE                  405500        0        0
Handleman Co                   Common           41025210      1012    81800 SH       SOLE                       0        0    81800
Handleman Co                   Common           41025210       879    71000 SH       DEFINED        1           0    71000        0
Handleman Co                   Common           41025210      3319   268200 SH       DEFINED        2           0        0   268200
Handspring Inc                 Common           41029310     75787  1098000 SH       SOLE                 1098000        0        0
Handspring Inc                 Common           41029310     20894   303100 SH       SOLE                       0        0   303100
Handspring Inc                 Common           41029310      5815    84200 SH       DEFINED        1           0    84200        0
Hanover Compressor             Common           41076810     38590  1172500 SH       SOLE                 1172500        0        0
Hanover Compressor             Common           41076810      2098    63700 SH       SOLE                       0        0    63700
Hanover Compressor             Common           41076810      6209   188540 SH       DEFINED        1           0   188540        0
Harmony Gld Mng ADR            Common           41321630        13     2500 SH       DEFINED        1           0     2500        0
Harrah's Entmt                 Common           41361910     16280   592000 SH       SOLE                  592000        0        0
Harris Corp                    Common           41387510     16954   596600 SH       SOLE                  596600        0        0
Hartford Finl Svcs             Common           41651510     48793   673000 SH       SOLE                  673000        0        0
Hartford Finl Svcs             Common           41651510     62935   863900 SH       SOLE                       0        0   863900
Hartford Finl Svcs             Common           41651510     33588   460510 SH       DEFINED        1           0   460510        0
Hartford Finl Svcs             Common           41651510      9617   133100 SH       DEFINED        1           0   133100        0
Hartford Finl Svcs             Common           41651510      2407    33000 SH       DEFINED        2           0        0    33000
Hawk Corp A                    Common           42008910       400    58000 SH       SOLE                   58000        0        0
Hawk Corp A                    Common           42008910      2366   338000 SH       DEFINED        1           0   338000        0
Hawk Corp A                    Common           42008910       560    80000 SH       DEFINED        1           0    80000        0
Hawk Corp A                    Common           42008910      2940   420000 SH       DEFINED        2           0        0   420000
Hawthorne Finl Corp            Common           42054210       949    79900 SH       SOLE                   79900        0        0
Hawthorne Finl Corp            Common           42054210      2430   206100 SH       SOLE                       0        0   206100
Healthcare Services            Common           42190610      2715   550000 SH       SOLE                  550000        0        0
Healthcare Services            Common           42190610      1950   395050 SH       DEFINED        1           0   395050        0
Healthcare Services            Common           42190610       716   145000 SH       DEFINED        1           0   145000        0
Healthsouth Corp               Common           42192410      6055   745400 SH       SOLE                  745400        0        0
Healthsouth Corp               Common           42192410     65536  8066000 SH       SOLE                       0        0  8066000
Healthsouth Corp               Common           42192410       466    57800 SH       DEFINED        2           0    57800        0
Health Mgmt Assoc A            Common           42193310     41732  2005100 SH       SOLE                 2005100        0        0
Heartland Express              Common           42234710      5797   334000 SH       SOLE                  334000        0        0
Heartland Express              Common           42234710       869    50000 SH       SOLE                       0        0    50000
Heartland Express              Common           42234710       944    54300 SH       DEFINED        1           0    54300        0
Heartland Express              Common           42234710      2876   165500 SH       DEFINED        2           0        0   165500
Heico Corp A                   Common           42280620       582    46630 SH       SOLE                   46630        0        0
Heinz HJ Co                    Common           42307410     74166  2001100 SH       SOLE                       0        0  2001100
Helix Technology               Common           42331910     29777   997750 SH       SOLE                  997750        0        0
Helix Technology               Common           42331910      4646   155800 SH       SOLE                       0        0   155800
Helix Technology               Common           42331910      8171   273500 SH       DEFINED        1           0   273500        0
Helix Technology               Common           42331910      1022    34200 SH       DEFINED        1           0    34200        0
Helix Technology               Common           42331910      3113   104200 SH       DEFINED        2           0        0   104200
Hellenic Telecom ADR           Common           42332530      5438   587800 SH       DEFINED        1           0   587800        0
Heller Financial A             Common           42332810    129349  4528500 SH       SOLE                 4528500        0        0
Heller Financial A             Common           42332810     17075   597800 SH       SOLE                       0        0   597800
Heller Financial A             Common           42332810      1451    50800 SH       DEFINED        1           0    50800        0
Hello Direct Inc               Common           42340210      1255   123000 SH       SOLE                  123000        0        0
Hello Direct Inc               Common           42340210       871    85000 SH       SOLE                       0        0    85000
Hello Direct Inc               Common           42340210      2153   210000 SH       DEFINED        1           0   210000        0
Hello Direct Inc               Common           42340210       923    90000 SH       DEFINED        1           0    90000        0
Helmerich & Payne              Common           42345210     35988   997500 SH       SOLE                  997500        0        0
Helmerich & Payne              Common           42345210      5425   150200 SH       SOLE                       0        0   150200
Helmerich & Payne              Common           42345210     30127   833980 SH       DEFINED        1           0   833980        0
Henry Jack & Assocts           Common           42628110      1094    25200 SH       SOLE                   25200        0        0
Henry Jack & Assocts           Common           42628110      1909    44000 SH       DEFINED        1           0    44000        0
Herbalife Intl Inc A           Common           42690820       323    34900 SH       SOLE                   34900        0        0
Hewlett-Packard Co             Common           42823610    376322  3888714 SH       SOLE                 3888714        0        0
Hewlett-Packard Co             Common           42823610    409958  4227798 SH       SOLE                       0        0  4227798
Hewlett-Packard Co             Common           42823610     86045   887034 SH       DEFINED        1           0   887034        0
Hewlett-Packard Co             Common           42823610      5337    55800 SH       DEFINED        1           0    55800        0
Hewlett-Packard Co             Common           42823610      1350    14000 SH       DEFINED        2           0    14000        0
Hewlett-Packard Co             Common           42823610     24700   254700 SH       DEFINED        2           0        0   254700
Hewlett-Packard Co             Common           42823610      1173    12300 SH       DEFINED        3           0    12300        0
Hewlett-Packard Co             Common           42823610      1668    17200 SH       DEFINED        3           0        0    17200
HP LYONS P10-00                                 428236AC       467   635000 PRN      SOLE                  635000        0        0
Hexcel Corp                    Common           42829110      8385   627700 SH       SOLE                  627700        0        0
Hexcel Corp                                     428291AA      3121  3121000 PRN      SOLE                 3121000        0        0
Hexcel Corp                                     428291AA       900   900000 PRN      SOLE                       0        0   900000
Hexcel Corp                                     428291AA       750   750000 PRN      DEFINED        1           0   750000        0
Hexcel Corp                                     428291AA      3000  3000000 PRN      DEFINED        2           0        0  3000000
High Country Bancorp           Common           42965Q10       125    11000 SH       SOLE                   11000        0        0
High Country Bancorp           Common           42965Q10       159    14000 SH       SOLE                       0        0    14000
Highland Bancorp Inc           Common           42987910      2822   112000 SH       SOLE                  112000        0        0
Highland Bancorp Inc           Common           42987910      4215   166900 SH       SOLE                       0        0   166900
Highland Bancorp Inc           Common           42987910      2399    95000 SH       DEFINED        1           0    95000        0
Highland Bancorp Inc           Common           42987910      1162    46000 SH       DEFINED        1           0    46000        0
Home Depot Inc                 Common           43707610    457451  8627496 SH       SOLE                 8627496        0        0
Home Depot Inc                 Common           43707610    149179  2813127 SH       SOLE                       0        0  2813127
Home Depot Inc                 Common           43707610     60821  1146190 SH       DEFINED        1           0  1146190        0
Home Depot Inc                 Common           43707610      3634    70650 SH       DEFINED        1           0    70650        0
Home Depot Inc                 Common           43707610      4415    83200 SH       DEFINED        2           0        0    83200
Home Port Bancorp              Common           43730410      4378   122000 SH       SOLE                  122000        0        0
Home Port Bancorp              Common           43730410       971    27000 SH       DEFINED        1           0    27000        0
HomeStore.com Inc              Common           43785210    109238  2337300 SH       SOLE                 2337300        0        0
HomeStore.com Inc              Common           43785210     36274   775900 SH       SOLE                       0        0   775900
HomeStore.com Inc              Common           43785210     37347   798870 SH       DEFINED        1           0   798870        0
Honda Motor Ltd ADR            Common           43812830         1       20 SH       DEFINED        1           0       20        0
Honeywell Intl Inc             Common           43851610    235126  6602945 SH       SOLE                 6602945        0        0
Honeywell Intl Inc             Common           43851610    105924  2974975 SH       SOLE                       0        0  2974975
Honeywell Intl Inc             Common           43851610     30771   863730 SH       DEFINED        1           0   863730        0
Honeywell Intl Inc             Common           43851610      3791   106400 SH       DEFINED        1           0   106400        0
Honeywell Intl Inc             Common           43851610      4165   116900 SH       DEFINED        1           0        0   116900
Honeywell Intl Inc             Common           43851610       569    16100 SH       DEFINED        2           0    16100        0
Honeywell Intl Inc             Common           43851610      5350   150187 SH       DEFINED        2           0        0   150187
Honeywell Intl Inc             Common           43851610       550    15700 SH       DEFINED        3           0    15700        0
Honeywell Intl Inc             Common           43851610       499    14000 SH       DEFINED        3           0        0    14000
Horace Mann Educator           Common           44032710      3351   205500 SH       SOLE                  205500        0        0
Horace Mann Educator           Common           44032710      9977   611000 SH       SOLE                       0        0   611000
Horizon Offshore Inc           Common           44043J10      7061   401100 SH       SOLE                  401100        0        0
Horizon Offshore Inc           Common           44043J10      1237    70200 SH       SOLE                       0        0    70200
Horizon Offshore Inc           Common           44043J10      3160   179300 SH       DEFINED        1           0   179300        0
Horizon Offshore Inc           Common           44043J10      1360    77200 SH       DEFINED        1           0    77200        0
Horizon Offshore Inc           Common           44043J10      4177   237000 SH       DEFINED        2           0        0   237000
Hormel Foods Corp              Common           44045210      7811   468100 SH       SOLE                  468100        0        0
Hot Topic Inc                  Common           44133910       966    32200 SH       SOLE                   32200        0        0
Hot Topic Inc                  Common           44133910      1614    53800 SH       DEFINED        1           0    53800        0
Household Intl                 Common           44181510      4433    78300 SH       SOLE                   78300        0        0
Household Intl                 Common           44181510      2561    45210 SH       DEFINED        1           0    45210        0
Household Intl                 Common           44181510      4156    73400 SH       DEFINED        1           0    73400        0
Huaneng Pwr Intl ADR           Common           44330410        59     3700 SH       SOLE                    3700        0        0
Huaneng Pwr Intl ADR           Common           44330410      4736   296000 SH       DEFINED        1           0   296000        0
Hudson United Bancrp           Common           44416510      4425   160479 SH       SOLE                  160479        0        0
Hudson United Bancrp           Common           44416510      2625    95033 SH       SOLE                       0        0    95033
Hudson United Bancrp           Common           44416510      7794   282122 SH       DEFINED        1           0   282122        0
Hugoton Royalty TrUt           Common           44471710     10119   645000 SH       SOLE                  645000        0        0
Hugoton Royalty TrUt           Common           44471710      1569   100000 SH       SOLE                       0        0   100000
Hugoton Royalty TrUt           Common           44471710      6287   400700 SH       DEFINED        1           0   400700        0
Humana Inc                     Common           44485910     35161  3278000 SH       SOLE                 3278000        0        0
Humana Inc                     Common           44485910    130178 12112600 SH       SOLE                       0        0 12112600
Humana Inc                     Common           44485910      2323   216000 SH       DEFINED        1           0   216000        0
Humana Inc                     Common           44485910       413    38700 SH       DEFINED        2           0    38700        0
Human Genome Science           Common           44490310     49456   285660 SH       SOLE                  285660        0        0
Human Genome Science           Common           44490310     34573   199700 SH       SOLE                       0        0   199700
Human Genome Science           Common           44490310     13106    75700 SH       DEFINED        1           0    75700        0
Humprey Hospity REIT           Common           44546710      5028   633400 SH       SOLE                  633400        0        0
Humprey Hospity REIT           Common           44546710      1024   129000 SH       SOLE                       0        0   129000
Humprey Hospity REIT           Common           44546710      1356   170800 SH       DEFINED        1           0   170800        0
Humprey Hospity REIT           Common           44546710       556    70000 SH       DEFINED        1           0    70000        0
Hurco Co Inc                   Common           44732410       355    90000 SH       SOLE                   90000        0        0
Hurco Co Inc                   Common           44732410      2020   505000 SH       DEFINED        1           0   505000        0
Hurco Co Inc                   Common           44732410       200    50000 SH       DEFINED        1           0    50000        0
Hybrid Networks Inc            Common           44860K10       605    32600 SH       SOLE                   32600        0        0
ICICI Ltd ADR                  Common           44926P20      3551   322800 SH       SOLE                  322800        0        0
ICICI Ltd ADR                  Common           44926P20       358    32500 SH       SOLE                       0        0    32500
ICICI Ltd ADR                  Common           44926P20      4923   447500 SH       DEFINED        1           0   447500        0
IDEC Pharmaceuticals           Common           44937010     37020   211200 SH       SOLE                  211200        0        0
IDEC Pharmaceuticals           Common           44937010    161330   920000 SH       SOLE                       0        0   920000
IDEC Pharmaceuticals           Common           44937010     53484   305000 SH       DEFINED        1           0   305000        0
IDEC Pharmaceuticals           Common           44937010       824     4700 SH       DEFINED        2           0        0     4700
IDX Systems Corp               Common           44949110     32399  2009200 SH       SOLE                       0        0  2009200
IDX Systems Corp               Common           44949110      1743   108100 SH       DEFINED        1           0   108100        0
IHOP Corp                      Common           44962310       120     6300 SH       SOLE                    6300        0        0
IHOP Corp                      Common           44962310        11      600 SH       DEFINED        1           0      600        0
IMS Health Inc                 Common           44993410    102002  4928440 SH       SOLE                 4928440        0        0
IMS Health Inc                 Common           44993410    219616 10585300 SH       SOLE                       0        0 10585300
IMS Health Inc                 Common           44993410     21880  1054400 SH       DEFINED        1           0  1054400        0
IMS Health Inc                 Common           44993410       865    41674 SH       DEFINED        1           0    41674        0
IMS Health Inc                 Common           44993410       724    35200 SH       DEFINED        2           0    35200        0
IMS Health Inc                 Common           44993410      5064   244100 SH       DEFINED        2           0        0   244100
IMS Health Inc                 Common           44993410       383    18800 SH       DEFINED        3           0    18800        0
IMS Health Inc                 Common           44993410       436    21000 SH       DEFINED        3           0        0    21000
I-Stat Corp                    Common           45031210     19270   851700 SH       SOLE                       0        0   851700
I-Stat Corp                    Common           45031210      2111    93300 SH       DEFINED        1           0    93300        0
ITC Deltacom                   Common           45031T10      1493   130100 SH       SOLE                  130100        0        0
ITC Deltacom                   Common           45031T10       977    84900 SH       SOLE                       0        0    84900
ITC Deltacom                   Common           45031T10      1411   122700 SH       DEFINED        1           0   122700        0
ITLA Capital Corp              Common           45056510      3407   230400 SH       SOLE                  230400        0        0
ITLA Capital Corp              Common           45056510      1074    72500 SH       SOLE                       0        0    72500
ITLA Capital Corp              Common           45056510      2328   157200 SH       DEFINED        1           0   157200        0
ITLA Capital Corp              Common           45056510       920    62100 SH       DEFINED        1           0    62100        0
ITT Educational Svcs           Common           45068B10     13844   511600 SH       SOLE                  511600        0        0
ITT Educational Svcs           Common           45068B10      4467   164700 SH       SOLE                       0        0   164700
ITT Educational Svcs           Common           45068B10      7763   286200 SH       DEFINED        1           0   286200        0
ITT Educational Svcs           Common           45068B10      1055    38900 SH       DEFINED        1           0    38900        0
ITT Educational Svcs           Common           45068B10      5081   187300 SH       DEFINED        2           0        0   187300
iBEAM Broadcasting             Common           45073P10      6643   975000 SH       SOLE                  975000        0        0
Ibis Technology Corp           Common           45090910      1453    40000 SH       DEFINED        1           0    40000        0
ITT Industries Inc             Common           45091110       795    24500 SH       SOLE                       0        0    24500
ICICI Bank Ltd ADR             Common           45104G10      1372   186100 SH       DEFINED        1           0   186100        0
Idexx Laboratories             Common           45168D10      4992   187300 SH       SOLE                  187300        0        0
Idexx Laboratories             Common           45168D10     26071   974600 SH       SOLE                       0        0   974600
Idexx Laboratories             Common           45168D10      4849   181300 SH       DEFINED        1           0   181300        0
IKOS Systems Inc               Common           45171620       536    51700 SH       SOLE                   51700        0        0
ILEX Oncology Inc              Common           45192310      5741   190600 SH       SOLE                  190600        0        0
ILEX Oncology Inc              Common           45192310       973    32300 SH       SOLE                       0        0    32300
ILEX Oncology Inc              Common           45192310      5311   176300 SH       DEFINED        1           0   176300        0
ILEX Oncology Inc              Common           45192310       443    14700 SH       DEFINED        2           0        0    14700
Illinois Tool Works            Common           45230810    212676  3807200 SH       SOLE                 3807200        0        0
Illinois Tool Works            Common           45230810     62612  1120535 SH       SOLE                       0        0  1120535
Illinois Tool Works            Common           45230810     36739   657520 SH       DEFINED        1           0   657520        0
Illinois Tool Works            Common           45230810      6482   116000 SH       DEFINED        1           0        0   116000
Illinois Tool Works            Common           45230810      2788    49900 SH       DEFINED        2           0        0    49900
Illinois Tool Works            Common           45230810       329     6000 SH       DEFINED        3           0     6000        0
Illinois Tool Works            Common           45230810       263     4700 SH       DEFINED        3           0        0     4700
Imation Corp                   Common           45245A10       553    29700 SH       SOLE                   29700        0        0
Immunex Corp                   Common           45252810    151165  3475275 SH       SOLE                 3475275        0        0
Immunex Corp                   Common           45252810    454212 10441900 SH       SOLE                       0        0 10441900
Immunex Corp                   Common           45252810     96179  2211020 SH       DEFINED        1           0  2211020        0
Immunex Corp                   Common           45252810       770    17700 SH       DEFINED        2           0        0    17700
ImmunoGen Inc                  Common           45253H10      5480   160300 SH       SOLE                  160300        0        0
ImmunoGen Inc                  Common           45253H10        38     1100 SH       DEFINED        1           0     1100        0
Imperial Chem ADR              Common           45270450     47445  2046100 SH       SOLE                       0        0  2046100
Immunomedics Inc               Common           45290710       832    39800 SH       SOLE                   39800        0        0
Immunomedics Inc               Common           45290710      1047    50000 SH       DEFINED        1           0    50000        0
IMRglobal Corp                 Common           45321W10      5682   489900 SH       SOLE                  489900        0        0
IMRglobal Corp                 Common           45321W10       868    74700 SH       SOLE                       0        0    74700
IMRglobal Corp                 Common           45321W10      2157   185600 SH       DEFINED        1           0   185600        0
IMRglobal Corp                 Common           45321W10       948    81500 SH       DEFINED        1           0    81500        0
IMRglobal Corp                 Common           45321W10      2881   247800 SH       DEFINED        2           0        0   247800
Inco Ltd                       Common           45325840      1957   121400 SH       SOLE                  121400        0        0
Independent Egy ADR            Common           45384X10        34     4500 SH       DEFINED        1           0     4500        0
IndyMac Bancorp Inc            Common           45660710       662    32200 SH       SOLE                   32200        0        0
Infinity Brdcsting A           Common           45662S10     23071   699125 SH       SOLE                  699125        0        0
Infinity Brdcsting A           Common           45662S10     26194   793750 SH       SOLE                       0        0   793750
Infinity Brdcsting A           Common           45662S10      4280   129700 SH       DEFINED        1           0   129700        0
InFocus Corporation            Common           45665B10      1452    27400 SH       SOLE                   27400        0        0
Information Res Engr           Common           45675F30      5687   188000 SH       SOLE                  188000        0        0
Informix Corp                  Common           45677910       604   149100 SH       SOLE                  149100        0        0
Infosys Tech Ltd ADR           Common           45678810      4172    31600 SH       DEFINED        1           0    31600        0
ING Groep NV ADR               Common           45683710       514     7800 SH       SOLE                    7800        0        0
ING Groep NV ADR               Common           45683710        13      200 SH       DEFINED        1           0      200        0
Ingram Micro Inc A             Common           45715310     11048   803500 SH       SOLE                  803500        0        0
Ingram Micro Inc A             Common           45715310      8100   589100 SH       SOLE                       0        0   589100
Ingram Micro Inc A             Common           45715310       992    72200 SH       DEFINED        1           0    72200        0
Insurance Mgmt Soltn           Common           45804510       964   705000 SH       SOLE                  705000        0        0
Insurance Mgmt Soltn           Common           45804510       172   125000 SH       DEFINED        1           0   125000        0
Integrtd Device Tech           Common           45811810     13738   151800 SH       SOLE                  151800        0        0
Integrtd Device Tech           Common           45811810      1276    14100 SH       SOLE                       0        0    14100
Integrtd Device Tech           Common           45811810     17910   197900 SH       DEFINED        1           0   197900        0
Integrated Circuit             Common           45811K20      7547   409600 SH       SOLE                  409600        0        0
Integrated Circuit             Common           45811K20      2946   160500 SH       SOLE                       0        0   160500
Integrated Circuit             Common           45811K20      1636    88400 SH       DEFINED        1           0    88400        0
Integrated Silicon             Common           45812P10       321    22600 SH       SOLE                   22600        0        0
Intel Corp                     Common           45814010    702314 16913476 SH       SOLE                16913476        0        0
Intel Corp                     Common           45814010    209911  5055523 SH       SOLE                       0        0  5055523
Intel Corp                     Common           45814010    136511  3284450 SH       DEFINED        1           0  3284450        0
Intel Corp                     Common           45814010      6600   162600 SH       DEFINED        1           0   162600        0
Intel Corp                     Common           45814010      2138    51800 SH       DEFINED        2           0    51800        0
Intel Corp                     Common           45814010      6161   148300 SH       DEFINED        2           0        0   148300
Integra Bank Corp              Common           45814P10      1382    62300 SH       SOLE                   62300        0        0
Integra Bank Corp              Common           45814P10      1806    81400 SH       DEFINED        2           0        0    81400
Inter-Tel Inc Ser A            Common           45837210      4945   436250 SH       SOLE                  436250        0        0
Inter-Tel Inc Ser A            Common           45837210       735    64600 SH       SOLE                       0        0    64600
Inter-Tel Inc Ser A            Common           45837210      1863   163700 SH       DEFINED        1           0   163700        0
Inter-Tel Inc Ser A            Common           45837210       809    71100 SH       DEFINED        1           0    71100        0
Inter-Tel Inc Ser A            Common           45837210      2434   214000 SH       DEFINED        2           0        0   214000
Intercontl Life Corp           Common           45859310      2033   209000 SH       SOLE                  209000        0        0
Intercontl Life Corp           Common           45859310       156    16000 SH       DEFINED        1           0    16000        0
Intercontl Life Corp           Common           45859310      1771   181600 SH       DEFINED        2           0        0   181600
Interep Natl Radio A           Common           45866V10      1982   635100 SH       SOLE                  635100        0        0
Interep Natl Radio A           Common           45866V10       543   173900 SH       DEFINED        1           0   173900        0
Intermet Corp                  Common           45881K10      2535   351500 SH       SOLE                  351500        0        0
Intermet Corp                  Common           45881K10       580    80000 SH       DEFINED        1           0    80000        0
Intermet Corp                  Common           45881K10      3625   500000 SH       DEFINED        2           0        0   500000
IBM Corp                       Common           45920010    739350  6585890 SH       SOLE                 6585890        0        0
IBM Corp                       Common           45920010    957183  8510352 SH       SOLE                       0        0  8510352
IBM Corp                       Common           45920010    154163  1370310 SH       DEFINED        1           0  1370310        0
IBM Corp                       Common           45920010     13641   122400 SH       DEFINED        1           0   122400        0
IBM Corp                       Common           45920010      5051    44900 SH       DEFINED        1           0        0    44900
IBM Corp                       Common           45920010      2705    24200 SH       DEFINED        2           0    24200        0
IBM Corp                       Common           45920010     47664   423800 SH       DEFINED        2           0        0   423800
IBM Corp                       Common           45920010      2145    19400 SH       DEFINED        3           0    19400        0
IBM Corp                       Common           45920010      3161    28100 SH       DEFINED        3           0        0    28100
International Paper            Common           46014610      6075   211800 SH       SOLE                  211800        0        0
International Paper            Common           46014610     73355  2557000 SH       SOLE                       0        0  2557000
Intl Rectifier Corp            Common           46025410     55797  1105500 SH       SOLE                 1105500        0        0
Intl Rectifier Corp            Common           46025410     15509   307600 SH       SOLE                       0        0   307600
Intl Rectifier Corp            Common           46025410      4210    83370 SH       DEFINED        1           0    83370        0
Interphase Corp                Common           46059310      1460    87900 SH       SOLE                   87900        0        0
Interphase Corp                Common           46059310       294    17700 SH       SOLE                       0        0    17700
Interphase Corp                Common           46059310       794    47800 SH       DEFINED        1           0    47800        0
Interphase Corp                Common           46059310       317    19100 SH       DEFINED        1           0    19100        0
Interphase Corp                Common           46059310       928    55800 SH       DEFINED        2           0        0    55800
Internet Pictures              Common           46059S10     13927  2564473 SH       SOLE                 2564473        0        0
Internet Pictures              Common           46059S10      1143   210093 SH       SOLE                       0        0   210093
Internet Pictures              Common           46059S10       763   140228 SH       DEFINED        1           0   140228        0
Interpublic Group              Common           46069010       471    13800 SH       SOLE                   13800        0        0
Intrawest Corp                 Common           46091520       718    43200 SH       DEFINED        1           0    43200        0
InterVoice-Brite Inc           Common           46114210      8777   838050 SH       SOLE                  838050        0        0
InterVoice-Brite Inc           Common           46114210      1362   129700 SH       SOLE                       0        0   129700
InterVoice-Brite Inc           Common           46114210      3015   287100 SH       DEFINED        1           0   287100        0
InterVoice-Brite Inc           Common           46114210      1488   141700 SH       DEFINED        1           0   141700        0
InterVoice-Brite Inc           Common           46114210      4519   430400 SH       DEFINED        2           0        0   430400
InTEST                         Common           46114710      2450   252600 SH       SOLE                  252600        0        0
InTEST                         Common           46114710      1736   178600 SH       DEFINED        1           0   178600        0
InTEST                         Common           46114710       107    11000 SH       DEFINED        1           0    11000        0
InTEST                         Common           46114710      1979   203600 SH       DEFINED        2           0        0   203600
Interwoven Inc                 Common           46114T10      1345    11900 SH       SOLE                   11900        0        0
Intimate Brands A              Common           46115610    164058  8781970 SH       SOLE                 8781970        0        0
Intimate Brands A              Common           46115610     12600   676670 SH       SOLE                       0        0   676670
Intimate Brands A              Common           46115610     18025   964470 SH       DEFINED        1           0   964470        0
Intimate Brands A              Common           46115610      9677   517840 SH       DEFINED        1           0        0   517840
Intuit Inc                     Common           46120210    286532  5027800 SH       SOLE                 5027800        0        0
Intuit Inc                     Common           46120210     29852   524400 SH       SOLE                       0        0   524400
Intuit Inc                     Common           46120210     29567   518710 SH       DEFINED        1           0   518710        0
Intuit Inc                     Common           46120210     10271   180200 SH       DEFINED        1           0        0   180200
Invacare Corp                  Common           46120310      4431   139300 SH       SOLE                  139300        0        0
Invacare Corp                  Common           46120310       964    30000 SH       SOLE                       0        0    30000
Invacare Corp                  Common           46120310      1651    51400 SH       DEFINED        1           0    51400        0
Invacare Corp                  Common           46120310       350    11000 SH       DEFINED        2           0    11000        0
Investment Tech Grp            Common           46145F10     48633  1220090 SH       SOLE                 1220090        0        0
Investment Tech Grp            Common           46145F10     35654   893100 SH       SOLE                       0        0   893100
Investment Tech Grp            Common           46145F10     25302   633500 SH       DEFINED        1           0   633500        0
Invitrogen Corp                Common           46185R10      2211    31100 SH       SOLE                   31100        0        0
Invitrogen Corp                Common           46185R10       541     7600 SH       SOLE                       0        0     7600
Invitrogen Corp                Common           46185R10      2284    32100 SH       DEFINED        1           0    32100        0
Invitrogen Corp                Common           46185R10       270     3800 SH       DEFINED        2           0        0     3800
Ionics Inc                     Common           46221810     31749  1491200 SH       SOLE                 1491200        0        0
Ionics Inc                     Common           46221810      2103    98700 SH       SOLE                       0        0    98700
Ionics Inc                     Common           46221810      1777    83400 SH       DEFINED        1           0    83400        0
Iridex Corporation             Common           46268410      1720   158000 SH       SOLE                  158000        0        0
Iridex Corporation             Common           46268410      1203   110000 SH       SOLE                       0        0   110000
Iridex Corporation             Common           46268410      2735   250000 SH       DEFINED        1           0   250000        0
Iridex Corporation             Common           46268410      1203   110000 SH       DEFINED        1           0   110000        0
Iron Mountain Inc              Common           46284610    129004  3487850 SH       SOLE                 3487850        0        0
Iron Mountain Inc              Common           46284610     35255   953290 SH       SOLE                       0        0   953290
Iron Mountain Inc              Common           46284610     16472   445170 SH       DEFINED        1           0   445170        0
Iron Mountain Inc              Common           46284610       878    23730 SH       DEFINED        1           0    23730        0
Iron Mountain Inc              Common           46284610      3700   100000 SH       DEFINED        2           0        0   100000
iShares Russell 2000           Common           46428764      3964    49000 SH       SOLE                   49000        0        0
Ispat Intl A ADR               Common           46489910       979   195800 SH       SOLE                  195800        0        0
i2 Technologies Inc            Common           46575410      1029     5500 SH       SOLE                    5500        0        0
J&J Snack Foods Corp           Common           46603210      1061    82000 SH       DEFINED        1           0    82000        0
JDS Uniphase Corp              Common           46612J10    314534  3328788 SH       SOLE                 3328788        0        0
JDS Uniphase Corp              Common           46612J10     91688   969800 SH       SOLE                       0        0   969800
JDS Uniphase Corp              Common           46612J10     94695  1000070 SH       DEFINED        1           0  1000070        0
JDS Uniphase Corp              Common           46612J10      2864    31000 SH       DEFINED        1           0    31000        0
JDS Uniphase Corp              Common           46612J10      1890    20100 SH       DEFINED        2           0    20100        0
JDS Uniphase Corp              Common           46612J10     18952   200200 SH       DEFINED        2           0        0   200200
JDS Uniphase Corp              Common           46612J10      1312    14100 SH       DEFINED        3           0    14100        0
JDS Uniphase Corp              Common           46612J10      1449    15300 SH       DEFINED        3           0        0    15300
Jabil Circuit Inc              Common           46631310     14937   263200 SH       SOLE                  263200        0        0
Jabil Circuit Inc              Common           46631310       840    14800 SH       SOLE                       0        0    14800
Jabil Circuit Inc              Common           46631310      8808   155200 SH       DEFINED        1           0   155200        0
Jacksonville Bcp Inc           Common           46924810       665    46300 SH       SOLE                   46300        0        0
Jacksonville Bcp Inc           Common           46924810       147    10700 SH       SOLE                       0        0    10700
Jacobs Engineering             Common           46981410      8723   216800 SH       SOLE                  216800        0        0
Jacobs Engineering             Common           46981410      6232   154600 SH       SOLE                       0        0   154600
Jacobs Engineering             Common           46981410     17209   426900 SH       DEFINED        1           0   426900        0
Japan OTC Equity Fd            Common           47109110       246    30000 SH       SOLE                   30000        0        0
Jefferies Group Inc            Common           47231910      2367    88300 SH       SOLE                   88300        0        0
Jefferies Group Inc            Common           47231910      3155   117400 SH       DEFINED        1           0   117400        0
Jefferies Group Inc            Common           47231910      2647    98500 SH       DEFINED        2           0        0    98500
Jefferson Pilot                Common           47507010    100676  1483250 SH       SOLE                       0        0  1483250
Jefferson Smurfit Gp           Common           47508W10      8533   475700 SH       SOLE                  475700        0        0
Jefferson Smurfit Gp           Common           47508W10    124107  6918641 SH       SOLE                       0        0  6918641
Jefferson Smurfit Gp           Common           47508W10       592    33000 SH       DEFINED        2           0        0    33000
Johnson & Johnson              Common           47816010    434255  4626204 SH       SOLE                 4626204        0        0
Johnson & Johnson              Common           47816010    681490  7255555 SH       SOLE                       0        0  7255555
Johnson & Johnson              Common           47816010     59507   633470 SH       DEFINED        1           0   633470        0
Johnson & Johnson              Common           47816010      2972    32600 SH       DEFINED        1           0    32600        0
Johnson & Johnson              Common           47816010      3786    40300 SH       DEFINED        2           0        0    40300
Johnson Controls               Common           47836610      3841    72200 SH       SOLE                   72200        0        0
Johnson Controls               Common           47836610        26      480 SH       DEFINED        1           0      480        0
Jones Apparel Group            Common           48007410        80     3000 SH       SOLE                    3000        0        0
Jones Apparel Group            Common           48007410     62047  2341400 SH       SOLE                       0        0  2341400
Jones Apparel Group            Common           48007410        56     2100 SH       DEFINED        1           0     2100        0
Jones Apparel Group            Common           48007410       663    25000 SH       DEFINED        2           0        0    25000
Jore Corporation               Common           48081510       660   120000 SH       SOLE                  120000        0        0
Jore Corporation               Common           48081510       660   120000 SH       SOLE                       0        0   120000
Jore Corporation               Common           48081510      1958   356000 SH       DEFINED        1           0   356000        0
Jore Corporation               Common           48081510       715   130000 SH       DEFINED        1           0   130000        0
Journal Register Co            Common           48113810      1724   103700 SH       SOLE                  103700        0        0
Juniper Networks Inc           Common           48203R10     29728   136160 SH       SOLE                  136160        0        0
Juniper Networks Inc           Common           48203R10     15700    71828 SH       SOLE                       0        0    71828
Juniper Networks Inc           Common           48203R10      1884     8600 SH       DEFINED        1           0     8600        0
Juniper Networks Inc           Common           48203R10       910     4300 SH       DEFINED        1           0     4300        0
KLA-Tencor Corp                Common           48248010      8714   211600 SH       SOLE                  211600        0        0
KLA-Tencor Corp                Common           48248010       696    16900 SH       SOLE                       0        0    16900
KLA-Tencor Corp                Common           48248010       107     2600 SH       DEFINED        1           0     2600        0
KLM Royal Dutch NY             Common           48251630       187    10000 SH       SOLE                   10000        0        0
KLM Royal Dutch NY             Common           48251630     37433  2003067 SH       SOLE                       0        0  2003067
K-V Pharmaceutical B           Common           48274010      3908   113450 SH       SOLE                  113450        0        0
K-V Pharmaceutical B           Common           48274010      1910    55350 SH       SOLE                       0        0    55350
K-V Pharmaceutical A           Common           48274020     11271   321850 SH       SOLE                  321850        0        0
K-V Pharmaceutical A           Common           48274020      1061    30200 SH       SOLE                       0        0    30200
K-V Pharmaceutical A           Common           48274020       109     3100 SH       DEFINED        1           0     3100        0
Kaiser Alum & Chem             Common           48300710        61    10000 SH       SOLE                   10000        0        0
Kaiser Alum & Chem             Common           48300710     36672  6048434 SH       SOLE                       0        0  6048434
Kaiser Alum & Chem             Common           48300710        53     8700 SH       DEFINED        1           0     8700        0
Kansas City Pwr & Lt           Common           48513410       246     9200 SH       SOLE                    9200        0        0
Kansas City Pwr & Lt           Common           48513410      4073   152600 SH       DEFINED        1           0   152600        0
Kaufman & Broad Home           Common           48616810        54     2000 SH       SOLE                    2000        0        0
Kaufman & Broad Home           Common           48616810     56532  2098600 SH       SOLE                       0        0  2098600
Kellwood Co                    Common           48804410        55     3000 SH       DEFINED        1           0     3000        0
Kemet Corp                     Common           48836010       608    22000 SH       SOLE                   22000        0        0
Kemet Corp                     Common           48836010      3821   138300 SH       DEFINED        1           0   138300        0
Kendle International           Common           48880L10      1836   220000 SH       SOLE                       0        0   220000
Kennametal Inc                 Common           48917010      7752   301800 SH       SOLE                  301800        0        0
Kennametal Inc                 Common           48917010      5001   194200 SH       SOLE                       0        0   194200
Kennametal Inc                 Common           48917010     12214   474300 SH       DEFINED        1           0   474300        0
Kerr-McGee Corp                Common           49238610     16571   250498 SH       SOLE                  250498        0        0
Kerr-McGee Corp                Common           49238610     39810   600900 SH       SOLE                       0        0   600900
Kerr-McGee Corp                Common           49238610      1170    17640 SH       DEFINED        1           0    17640        0
Kerr-McGee Corp                Common           49238610      2226    33600 SH       DEFINED        1           0    33600        0
Kerr-McGee Corp                                 492386AP       263   211000 PRN      SOLE                  211000        0        0
Key Production Co              Common           49313810      1853    84000 SH       SOLE                   84000        0        0
Key Production Co              Common           49313810      3309   150000 SH       DEFINED        2           0        0   150000
Key Tronic                     Common           49314410      2110   450000 SH       SOLE                  450000        0        0
Key Tronic                     Common           49314410      2194   468000 SH       DEFINED        1           0   468000        0
Key Tronic                     Common           49314410       164    35000 SH       DEFINED        1           0    35000        0
KeyCorp                        Common           49326710     71170  2816500 SH       SOLE                 2816500        0        0
KeyCorp                        Common           49326710    121457  4799300 SH       SOLE                       0        0  4799300
KeyCorp                        Common           49326710     44915  1774390 SH       DEFINED        1           0  1774390        0
KeyCorp                        Common           49326710     15152   598600 SH       DEFINED        1           0        0   598600
KeyCorp                        Common           49326710     12798   505600 SH       DEFINED        2           0        0   505600
KeyCorp                        Common           49326710      1157    46500 SH       DEFINED        3           0    46500        0
KeyCorp                        Common           49326710      1205    47600 SH       DEFINED        3           0        0    47600
Keynote Systems inc            Common           49330810      4730   177100 SH       SOLE                  177100        0        0
Keynote Systems inc            Common           49330810      2383    89100 SH       SOLE                       0        0    89100
Keynote Systems inc            Common           49330810      3477   130000 SH       DEFINED        1           0   130000        0
KeySpan Corporation            Common           49337W10      3009    75000 SH       SOLE                   75000        0        0
KeySpan Corporation            Common           49337W10     18056   450000 SH       SOLE                       0        0   450000
Kilroy Realty REIT             Common           49427F10      6547   245300 SH       SOLE                  245300        0        0
Kilroy Realty REIT             Common           49427F10      4538   170000 SH       SOLE                       0        0   170000
Kilroy Realty REIT             Common           49427F10      1035    38800 SH       DEFINED        1           0    38800        0
Kimberly-Clark Corp            Common           49436810    567797 10187171 SH       SOLE                10187171        0        0
Kimberly-Clark Corp            Common           49436810    476736  8544372 SH       SOLE                       0        0  8544372
Kimberly-Clark Corp            Common           49436810     81457  1459430 SH       DEFINED        1           0  1459430        0
Kimberly-Clark Corp            Common           49436810      3683    67700 SH       DEFINED        1           0    67700        0
Kimberly-Clark Corp            Common           49436810      3723    66700 SH       DEFINED        1           0        0    66700
Kimberly-Clark Corp            Common           49436810      1636    29500 SH       DEFINED        2           0    29500        0
Kimberly-Clark Corp            Common           49436810     12139   217630 SH       DEFINED        2           0        0   217630
Kimberly-Clark Corp            Common           49436810       389     7100 SH       DEFINED        3           0     7100        0
Kimberly-Clark Corp            Common           49436810       525     9400 SH       DEFINED        3           0        0     9400
Kimco Realty REIT              Common           49446R10     37133   878900 SH       SOLE                  878900        0        0
Kimco Realty REIT              Common           49446R10      6257   148100 SH       SOLE                       0        0   148100
Kimco Realty REIT              Common           49446R10      6494   153700 SH       DEFINED        1           0   153700        0
Kimco Realty REIT              Common           49446R10      4102    97100 SH       DEFINED        1           0        0    97100
Kinder Morgan Inc              Common           49455P10       332     8100 SH       SOLE                    8100        0        0
Kinder Morgan Inc              Common           49455P10     11446   279600 SH       DEFINED        1           0   279600        0
King Pharmaceuticals           Common           49558210      4157   124550 SH       SOLE                  124550        0        0
King Pharmaceuticals           Common           49558210      2025    60550 SH       SOLE                       0        0    60550
Knight Ridder Inc              Common           49904010     17414   342700 SH       SOLE                  342700        0        0
Knight Ridder Inc              Common           49904010      1448    28500 SH       SOLE                       0        0    28500
Knight Ridder Inc              Common           49904010     18664   367320 SH       DEFINED        1           0   367320        0
Knight Trading Group           Common           49906310      2160    60000 SH       SOLE                   60000        0        0
Knight Trading Group           Common           49906310       612    17000 SH       DEFINED        1           0    17000        0
Knight Transn Inc              Common           49906410      4030   259200 SH       SOLE                  259200        0        0
Knight Transn Inc              Common           49906410       778    50000 SH       SOLE                       0        0    50000
Knight Transn Inc              Common           49906410      1901   122200 SH       DEFINED        1           0   122200        0
Knight Transn Inc              Common           49906410       652    41900 SH       DEFINED        1           0    41900        0
Knight Transn Inc              Common           49906410      2675   171900 SH       DEFINED        2           0        0   171900
Kon Philips Electrs            Common           50047230    185720  4372907 SH       SOLE                 4372907        0        0
Kon Philips Electrs            Common           50047230     32633   767840 SH       SOLE                       0        0   767840
Kon Philips Electrs            Common           50047230     16717   393354 SH       DEFINED        1           0   393354        0
Kon Philips Electrs            Common           50047230      1152    27128 SH       DEFINED        1           0    27128        0
Korea Elec Pwr ADR             Common           50063110       218    17000 SH       SOLE                       0        0    17000
Korea Elec Pwr ADR             Common           50063110      3864   295810 SH       DEFINED        1           0   295810        0
Korea Telecom ADR              Common           50063P10     15516   461555 SH       SOLE                  461555        0        0
Korea Telecom ADR              Common           50063P10      2111    62860 SH       SOLE                       0        0    62860
Korea Telecom ADR              Common           50063P10      7731   229900 SH       DEFINED        1           0   229900        0
Kroger Company                 Common           50104410     12986   578600 SH       SOLE                  578600        0        0
Kroger Company                 Common           50104410      6798   301300 SH       SOLE                       0        0   301300
Kroger Company                 Common           50104410     20007   886720 SH       DEFINED        1           0   886720        0
Kroger Company                 Common           50104410      9138   405000 SH       DEFINED        2           0        0   405000
Kroger Company                 Common           50104410       862    38200 SH       DEFINED        3           0        0    38200
Kronos Inc                     Common           50105210      6139   204850 SH       SOLE                  204850        0        0
Kronos Inc                     Common           50105210      1082    36075 SH       SOLE                       0        0    36075
Kronos Inc                     Common           50105210      2745    91500 SH       DEFINED        1           0    91500        0
Kronos Inc                     Common           50105210      1176    39200 SH       DEFINED        1           0    39200        0
Kronos Inc                     Common           50105210      3585   119500 SH       DEFINED        2           0        0   119500
Kubota Ltd ADR                 Common           50117320         1       20 SH       DEFINED        1           0       20        0
Kyocera Corp ADR               Common           50155620       255     1700 SH       SOLE                    1700        0        0
Kyocera Corp ADR               Common           50155620         8       50 SH       DEFINED        1           0       50        0
LCC International A            Common           50181010       345    23800 SH       SOLE                   23800        0        0
LCC International A            Common           50181010       925    63800 SH       DEFINED        1           0    63800        0
LCC International A            Common           50181010       283    19500 SH       DEFINED        1           0    19500        0
LCC International A            Common           50181010       261    18000 SH       DEFINED        2           0        0    18000
LNR Property Corp              Common           50194010     25700  1162200 SH       SOLE                 1162200        0        0
LNR Property Corp              Common           50194010     23149  1048200 SH       SOLE                       0        0  1048200
LNR Property Corp              Common           50194010      8052   364000 SH       DEFINED        1           0   364000        0
LSI Logic                      Common           50216110      2735    93500 SH       DEFINED        1           0    93500        0
LSI Industries Inc             Common           50216C10       313    14100 SH       SOLE                   14100        0        0
LTX Corp                       Common           50239210       504    26600 SH       SOLE                   26600        0        0
La Jolla Pharmaceut            Common           50345910      3725   400000 SH       DEFINED        1           0   400000        0
Laboratory Crp Of Am           Common           50540R40     23575   196870 SH       SOLE                  196870        0        0
Laboratory Crp Of Am           Common           50540R40    120820  1008940 SH       SOLE                       0        0  1008940
Laboratory Crp Of Am           Common           50540R40      6048    50500 SH       DEFINED        1           0    50500        0
Lafarge Corp                   Common           50586210       161     7400 SH       SOLE                    7400        0        0
Lafarge Corp                   Common           50586210     42158  1938300 SH       SOLE                       0        0  1938300
Lafarge Corp                   Common           50586210        46     2100 SH       DEFINED        1           0     2100        0
LAM Research Corp              Common           51280710      9768   466700 SH       SOLE                  466700        0        0
LAM Research Corp              Common           51280710       605    28900 SH       SOLE                       0        0    28900
LAM Research Corp              Common           51280710       634    30300 SH       DEFINED        1           0    30300        0
Lamar Advertising A            Common           51281510     13901   367050 SH       SOLE                  367050        0        0
Lancaster Colony               Common           51384710        12      500 SH       DEFINED        1           0      500        0
Lance Inc                      Common           51460610      2140   220700 SH       SOLE                  220700        0        0
Lance Inc                      Common           51460610       999   102800 SH       SOLE                       0        0   102800
Lance Inc                      Common           51460610      1483   152600 SH       DEFINED        1           0   152600        0
Landair Corp                   Common           51475710      1909   450000 SH       SOLE                  450000        0        0
Landair Corp                   Common           51475710       663   156000 SH       SOLE                       0        0   156000
Landauer Inc                   Common           51476K10       427    23000 SH       SOLE                   23000        0        0
Landauer Inc                   Common           51476K10       943    50000 SH       SOLE                       0        0    50000
Landauer Inc                   Common           51476K10      2375   126000 SH       DEFINED        1           0   126000        0
Landauer Inc                   Common           51476K10       226    12000 SH       DEFINED        1           0    12000        0
Landauer Inc                   Common           51476K10      3150   167100 SH       DEFINED        2           0        0   167100
Landmark Systems               Common           51506S10      1150   280000 SH       SOLE                  280000        0        0
Landmark Systems               Common           51506S10       825   200000 SH       SOLE                       0        0   200000
Landmark Systems               Common           51506S10       918   222400 SH       DEFINED        1           0   222400        0
Landmark Systems               Common           51506S10      2352   570300 SH       DEFINED        2           0        0   570300
Landstar System Inc            Common           51509810       888    19900 SH       SOLE                   19900        0        0
Larscom Inc A                  Common           51729Y10      3818   402000 SH       SOLE                  402000        0        0
Larscom Inc A                  Common           51729Y10      1335   140500 SH       SOLE                       0        0   140500
Larscom Inc A                  Common           51729Y10       329    34600 SH       DEFINED        1           0    34600        0
Laser Mtge Mgmt REIT           Common           51806D10       903   300900 SH       SOLE                       0        0   300900
Lattice Semicondctr            Common           51841510     15477   288600 SH       SOLE                  288600        0        0
Lattice Semicondctr            Common           51841510      6092   113300 SH       SOLE                       0        0   113300
Lattice Semicondctr            Common           51841510     10111   188100 SH       DEFINED        1           0   188100        0
Leap Wireless Intl             Common           52186310       231     3700 SH       SOLE                    3700        0        0
Leggett & Platt Inc            Common           52466010       387    24500 SH       SOLE                       0        0    24500
Leggett & Platt Inc            Common           52466010      4061   256800 SH       DEFINED        1           0   256800        0
Legg Mason Inc                 Common           52490110    113636  1955036 SH       SOLE                 1955036        0        0
Legg Mason Inc                 Common           52490110      9928   170800 SH       DEFINED        1           0   170800        0
Lehman Brothers Hldg           Common           52490810       873     5900 SH       SOLE                    5900        0        0
Lehman Brothers Hldg           Common           52490810     12352    83600 SH       DEFINED        1           0    83600        0
LESCO Inc                      Common           52687210      3846   252500 SH       SOLE                  252500        0        0
LESCO Inc                      Common           52687210       766    50200 SH       SOLE                       0        0    50200
LESCO Inc                      Common           52687210      2063   135300 SH       DEFINED        1           0   135300        0
LESCO Inc                      Common           52687210       768    50300 SH       DEFINED        1           0    50300        0
LESCO Inc                      Common           52687210      2824   185200 SH       DEFINED        2           0        0   185200
Level 3 Communctns             Common           52729N10      8607   111590 SH       SOLE                  111590        0        0
Level 3 Communctns             Common           52729N10      1543    20000 SH       SOLE                       0        0    20000
Lexmark Intl Inc               Common           52977110      2120    56500 SH       SOLE                   56500        0        0
Lexmark Intl Inc               Common           52977110       158     4200 SH       SOLE                       0        0     4200
Lexmark Intl Inc               Common           52977110       188     5000 SH       DEFINED        1           0     5000        0
Libbey Inc                     Common           52989810       544    17500 SH       SOLE                   17500        0        0
Libbey Inc                     Common           52989810      2474    79500 SH       DEFINED        1           0    79500        0
Liberate Tech Inc              Common           53012910      2894   100000 SH       SOLE                       0        0   100000
Liberate Tech Inc              Common           53012910       301    10400 SH       DEFINED        1           0    10400        0
Liberty Ppty Tr REIT           Common           53117210     51553  1874600 SH       SOLE                 1874600        0        0
Liberty Ppty Tr REIT           Common           53117210    107194  3897900 SH       SOLE                       0        0  3897900
Liberty Ppty Tr REIT           Common           53117210      5874   213600 SH       DEFINED        1           0   213600        0
Lifetime Hoan Corp             Common           53192610      2517   388000 SH       SOLE                  388000        0        0
Lifetime Hoan Corp             Common           53192610       780   120000 SH       SOLE                       0        0   120000
Lifetime Hoan Corp             Common           53192610      1626   250000 SH       DEFINED        1           0   250000        0
Lifetime Hoan Corp             Common           53192610       683   105000 SH       DEFINED        1           0   105000        0
Lifecell Corp                  Common           53192710       221    47600 SH       SOLE                   47600        0        0
Lifecell Corp                  Common           53192710       243    52500 SH       SOLE                       0        0    52500
Lifecell Corp                  Common           53192710      1256   271600 SH       DEFINED        1           0   271600        0
Lifecell Corp                  Common           53192710        76    16500 SH       DEFINED        2           0        0    16500
Lifepoint Hospitals            Common           53219L10     36981  1041715 SH       SOLE                       0        0  1041715
Ligand Pharm Cl B              Common           53220K20       549    42800 SH       SOLE                   42800        0        0
Ligand Pharm Cl B              Common           53220K20       351    27401 SH       SOLE                       0        0    27401
Ligand Pharm Cl B              Common           53220K20      5988   467252 SH       DEFINED        1           0   467252        0
Ligand Pharm Cl B              Common           53220K20       185    14474 SH       DEFINED        2           0        0    14474
Lilly Eli                      Common           53245710    162203  2002400 SH       SOLE                 2002400        0        0
Lilly Eli                      Common           53245710    231874  2858580 SH       SOLE                       0        0  2858580
Lilly Eli                      Common           53245710     58458   720590 SH       DEFINED        1           0   720590        0
Lilly Eli                      Common           53245710      1172    14900 SH       DEFINED        1           0    14900        0
Lilly Eli                      Common           53245710       853    10600 SH       DEFINED        2           0    10600        0
Lilly Eli                      Common           53245710     10562   130200 SH       DEFINED        2           0        0   130200
Lilly Eli                      Common           53245710       622     7800 SH       DEFINED        3           0     7800        0
Lilly Eli                      Common           53245710       706     8700 SH       DEFINED        3           0        0     8700
Lincare Holdings Inc           Common           53279110      2335    82400 SH       SOLE                   82400        0        0
Lincare Holdings Inc           Common           53279110       602    21000 SH       SOLE                       0        0    21000
Lincare Holdings Inc           Common           53279110        86     3000 SH       DEFINED        1           0     3000        0
Lincare Holdings Inc           Common           53279110       398    14000 SH       DEFINED        2           0    14000        0
Lincoln Bancorp                Common           53287910       539    45100 SH       SOLE                       0        0    45100
Lincoln National               Common           53418710       871    18100 SH       SOLE                   18100        0        0
Lincoln National               Common           53418710      2657    55200 SH       SOLE                       0        0    55200
Lincoln National               Common           53418710     16403   340850 SH       DEFINED        1           0   340850        0
Linear Tech Corp               Common           53567810      9415   145400 SH       DEFINED        1           0   145400        0
Liqui-Box Corp                 Common           53631410        65     2000 SH       SOLE                    2000        0        0
Liqui-Box Corp                 Common           53631410        11      350 SH       DEFINED        1           0      350        0
Lithia Motors Inc A            Common           53679710      3122   257800 SH       SOLE                  257800        0        0
Lithia Motors Inc A            Common           53679710       532    43900 SH       DEFINED        1           0    43900        0
Lithia Motors Inc A            Common           53679710      2413   199000 SH       DEFINED        2           0        0   199000
Littelfuse Inc                 Common           53700810     23179   782900 SH       SOLE                  782900        0        0
Littelfuse Inc                 Common           53700810      3743   126100 SH       SOLE                       0        0   126100
Littelfuse Inc                 Common           53700810      3717   125200 SH       DEFINED        1           0   125200        0
Litton Industries              Common           53802110       580    13200 SH       SOLE                   13200        0        0
Liz Claiborne Inc              Common           53932010     20839   541400 SH       SOLE                  541400        0        0
Liz Claiborne Inc              Common           53932010     14041   364700 SH       SOLE                       0        0   364700
Liz Claiborne Inc              Common           53932010     16488   428260 SH       DEFINED        1           0   428260        0
LoJack Corporation             Common           53945110      4267   574500 SH       SOLE                  574500        0        0
LoJack Corporation             Common           53945110       744   100000 SH       SOLE                       0        0   100000
LoJack Corporation             Common           53945110      1637   220000 SH       DEFINED        1           0   220000        0
LoJack Corporation             Common           53945110       667    89700 SH       DEFINED        1           0    89700        0
LoJack Corporation             Common           53945110      2709   364200 SH       DEFINED        2           0        0   364200
Local Financial Corp           Common           53955310       950   100000 SH       SOLE                  100000        0        0
Local Financial Corp           Common           53955310       950   100000 SH       SOLE                       0        0   100000
Local Financial Corp           Common           53955310      1121   118000 SH       DEFINED        1           0   118000        0
Local Financial Corp           Common           53955310      3610   380000 SH       DEFINED        2           0        0   380000
Lockheed Martin Corp           Common           53983010    151622  4600200 SH       SOLE                 4600200        0        0
Lockheed Martin Corp           Common           53983010        66     2000 SH       SOLE                       0        0     2000
Lodgenet Entmt Corp            Common           54021110     20934   725000 SH       SOLE                       0        0   725000
Lodgenet Entmt Corp            Common           54021110      2547    88200 SH       DEFINED        1           0    88200        0
Loews Cineplex Ent             Common           54042310       551   314925 SH       SOLE                  314925        0        0
Logansport Finl Corp           Common           54120910       644    57200 SH       SOLE                   57200        0        0
Logansport Finl Corp           Common           54120910        65     6000 SH       SOLE                       0        0     6000
LookSmart Ltd                  Common           54344210      5985   536000 SH       SOLE                  536000        0        0
LookSmart Ltd                  Common           54344210      2789   249300 SH       SOLE                       0        0   249300
LookSmart Ltd                  Common           54344210      5646   504600 SH       DEFINED        1           0   504600        0
Louis Dreyfus Nat              Common           54601110      1414    35700 SH       SOLE                   35700        0        0
Louis Dreyfus Nat              Common           54601110      2972    75000 SH       SOLE                       0        0    75000
Louis Dreyfus Nat              Common           54601110      4232   106800 SH       DEFINED        1           0   106800        0
Lowe's Companies               Common           54866110       714    15900 SH       SOLE                       0        0    15900
Lowe's Companies               Common           54866110      7570   168700 SH       DEFINED        1           0   168700        0
Lucent Tech Inc                Common           54946310    234284  7667206 SH       SOLE                 7667206        0        0
Lucent Tech Inc                Common           54946310     64894  2123329 SH       SOLE                       0        0  2123329
Lucent Tech Inc                Common           54946310     43553  1425029 SH       DEFINED        1           0  1425029        0
Lucent Tech Inc                Common           54946310       177     5800 SH       DEFINED        1           0     5800        0
Lucent Tech Inc                Common           54946310      3428   112160 SH       DEFINED        2           0        0   112160
Lucent Tech Inc                Common           54946310       372    12400 SH       DEFINED        3           0    12400        0
Lucent Tech Inc                Common           54946310       336    11000 SH       DEFINED        3           0        0    11000
Lydall Inc                     Common           55081910      6117   535500 SH       SOLE                  535500        0        0
Lydall Inc                     Common           55081910       972    85000 SH       SOLE                       0        0    85000
Lydall Inc                     Common           55081910      4003   350000 SH       DEFINED        2           0        0   350000
Lyondell Chemical Co           Common           55207810        53     4500 SH       SOLE                    4500        0        0
Lyondell Chemical Co           Common           55207810     54378  4603203 SH       SOLE                       0        0  4603203
Lyondell Chemical Co           Common           55207810        35     3000 SH       DEFINED        1           0     3000        0
M & T Bank Corp                Common           55261F10      1963     3850 SH       SOLE                    3850        0        0
M & T Bank Corp                Common           55261F10       969     1900 SH       SOLE                       0        0     1900
M & T Bank Corp                Common           55261F10      7686    15070 SH       DEFINED        1           0    15070        0
M & T Bank Corp                Common           55261F10      2193     4300 SH       DEFINED        1           0     4300        0
MBIA Inc                       Common           55262C10    351928  4957570 SH       SOLE                 4957570        0        0
MBIA Inc                       Common           55262C10    281245  3955100 SH       SOLE                       0        0  3955100
MBIA Inc                       Common           55262C10     34412   483810 SH       DEFINED        1           0   483810        0
MBIA Inc                       Common           55262C10     11280   158600 SH       DEFINED        1           0        0   158600
MBIA Inc                       Common           55262C10     11772   165600 SH       DEFINED        2           0        0   165600
MBIA Inc                       Common           55262C10       629     9000 SH       DEFINED        3           0     9000        0
MBIA Inc                       Common           55262C10       768    10800 SH       DEFINED        3           0        0    10800
MBNA Corp                      Common           55262L10     16925   439600 SH       SOLE                       0        0   439600
MBNA Corp                      Common           55262L10     16078   417600 SH       DEFINED        1           0   417600        0
MDC Holdings Inc               Common           55267610     30064  1156300 SH       SOLE                       0        0  1156300
MCN Energy Group Inc           Common           55267J10      1281    50000 SH       SOLE                   50000        0        0
MCN Energy Group Inc           Common           55267J10      2686   104800 SH       SOLE                       0        0   104800
MDU Resources                  Common           55269010      8583   289200 SH       SOLE                  289200        0        0
MDU Resources                  Common           55269010     14451   485750 SH       SOLE                       0        0   485750
MDU Resources                  Common           55269010      7972   267950 SH       DEFINED        1           0   267950        0
MEMC Electronic Matl           Common           55271510     11569   899300 SH       SOLE                  899300        0        0
MEMC Electronic Matl           Common           55271510      2185   169700 SH       SOLE                       0        0   169700
MEMC Electronic Matl           Common           55271510      3345   259800 SH       DEFINED        1           0   259800        0
MGI Pharma Inc                 Common           55288010       186     6200 SH       SOLE                    6200        0        0
MGI Pharma Inc                 Common           55288010       183     6100 SH       SOLE                       0        0     6100
MGI Pharma Inc                 Common           55288010       951    31700 SH       DEFINED        1           0    31700        0
MGI Pharma Inc                 Common           55288010        69     2300 SH       DEFINED        2           0        0     2300
MMC Networks Inc               Common           55308N10      2517    19900 SH       SOLE                   19900        0        0
MRV Communications             Common           55347710      2805    62000 SH       SOLE                   62000        0        0
MRV Communications             Common           55347710      1228    27100 SH       SOLE                       0        0    27100
MRV Communications             Common           55347710      1771    39100 SH       DEFINED        1           0    39100        0
MSC.Software Corp              Common           55353110       543    52100 SH       SOLE                   52100        0        0
MS Carriers Inc                Common           55353310      2309   148600 SH       SOLE                  148600        0        0
MS Carriers Inc                Common           55353310      8438   540000 SH       SOLE                       0        0   540000
MS Carriers Inc                Common           55353310      4636   296700 SH       DEFINED        1           0   296700        0
MS Carriers Inc                Common           55353310       766    49000 SH       DEFINED        1           0    49000        0
MS Carriers Inc                Common           55353310      2347   150200 SH       DEFINED        2           0        0   150200
MacDermid Inc                  Common           55427310      6035   288400 SH       SOLE                  288400        0        0
MacDermid Inc                  Common           55427310      1240    59000 SH       SOLE                       0        0    59000
MacDermid Inc                  Common           55427310       903    43000 SH       DEFINED        1           0    43000        0
Macromedia Inc                 Common           55610010     84063  1041040 SH       SOLE                 1041040        0        0
Macromedia Inc                 Common           55610010      9220   114400 SH       SOLE                       0        0   114400
Macromedia Inc                 Common           55610010     19426   240400 SH       DEFINED        1           0   240400        0
Magainin Pharm Inc             Common           55903610       206    66000 SH       SOLE                   66000        0        0
Magainin Pharm Inc             Common           55903610      4381  1401900 SH       SOLE                       0        0  1401900
Magainin Pharm Inc             Common           55903610      4030  1289500 SH       DEFINED        1           0  1289500        0
Magainin Pharm Inc             Common           55903610        88    28200 SH       DEFINED        2           0        0    28200
Magellan Health Svcs           Common           55907910      4398  1135000 SH       SOLE                 1135000        0        0
Magna Intl Inc A               Common           55922240        47     1100 SH       SOLE                    1100        0        0
Matav RT ADR                   Common           55977610      6598   280000 SH       SOLE                  280000        0        0
Matav RT ADR                   Common           55977610      1178    50100 SH       SOLE                       0        0    50100
Matav RT ADR                   Common           55977610      2168    92000 SH       DEFINED        1           0    92000        0
Mallinckrodt Inc               Common           56123210       525    11500 SH       SOLE                   11500        0        0
Mallinckrodt Inc               Common           56123210     15266   334600 SH       DEFINED        1           0   334600        0
Mallon Resources               Common           56124020      3872   620000 SH       SOLE                  620000        0        0
Mallon Resources               Common           56124020       188    30000 SH       DEFINED        1           0    30000        0
Mallon Resources               Common           56124020      2344   375000 SH       DEFINED        2           0        0   375000
Manitowoc                      Common           56357110       358    18600 SH       SOLE                   18600        0        0
Manpower Inc                   Common           56418H10    252572  7911600 SH       SOLE                 7911600        0        0
Manpower Inc                   Common           56418H10     47232  1480900 SH       SOLE                       0        0  1480900
Manpower Inc                   Common           56418H10     37266  1166790 SH       DEFINED        1           0  1166790        0
Manpower Inc                   Common           56418H10      1351    42300 SH       DEFINED        1           0        0    42300
Manugustics Group              Common           56501110     26219   267200 SH       SOLE                  267200        0        0
Manugustics Group              Common           56501110     10647   108500 SH       SOLE                       0        0   108500
Manugustics Group              Common           56501110      1374    14000 SH       DEFINED        1           0    14000        0
Manulife Financial             Common           56501R10      1017    51200 SH       SOLE                   51200        0        0
Manulife Financial             Common           56501R10       515    25000 SH       SOLE                       0        0    25000
MarineMax Inc                  Common           56790810      3502   519300 SH       SOLE                  519300        0        0
MarineMax Inc                  Common           56790810       581    86000 SH       SOLE                       0        0    86000
MarineMax Inc                  Common           56790810      1633   242000 SH       DEFINED        1           0   242000        0
MarineMax Inc                  Common           56790810       635    94000 SH       DEFINED        1           0    94000        0
MarineMax Inc                  Common           56790810      2363   350000 SH       DEFINED        2           0        0   350000
Marine Drilling Co             Common           56824020     16470   576900 SH       SOLE                  576900        0        0
Marine Drilling Co             Common           56824020      1143    40000 SH       SOLE                       0        0    40000
Marine Drilling Co             Common           56824020      7257   254100 SH       DEFINED        1           0   254100        0
Marine Drilling Co             Common           56824020      1143    40000 SH       DEFINED        1           0    40000        0
Marine Drilling Co             Common           56824020      3856   135000 SH       DEFINED        2           0        0   135000
MarkWest Hydrocarbon           Common           57076210      2185   181000 SH       SOLE                  181000        0        0
MarkWest Hydrocarbon           Common           57076210      1516   125000 SH       SOLE                       0        0   125000
MarkWest Hydrocarbon           Common           57076210      3395   280000 SH       DEFINED        1           0   280000        0
MarkWest Hydrocarbon           Common           57076210      1577   130000 SH       DEFINED        1           0   130000        0
Marsh & McLennan               Common           57174810   1121263  8457437 SH       SOLE                 8457437        0        0
Marsh & McLennan               Common           57174810    794677  5988630 SH       SOLE                       0        0  5988630
Marsh & McLennan               Common           57174810     88567   667140 SH       DEFINED        1           0   667140        0
Marsh & McLennan               Common           57174810      6782    52400 SH       DEFINED        1           0    52400        0
Marsh & McLennan               Common           57174810     17477   131650 SH       DEFINED        1           0        0   131650
Marsh & McLennan               Common           57174810      2677    20300 SH       DEFINED        2           0    20300        0
Marsh & McLennan               Common           57174810     28163   212230 SH       DEFINED        2           0        0   212230
Marsh & McLennan               Common           57174810      1357    10400 SH       DEFINED        3           0    10400        0
Marsh & McLennan               Common           57174810      1593    12000 SH       DEFINED        3           0        0    12000
Martin Marietta Mtls           Common           57328410       222     5800 SH       SOLE                    5800        0        0
Martin Marietta Mtls           Common           57328410       364     9500 SH       SOLE                       0        0     9500
Martin Marietta Mtls           Common           57328410      4478   117000 SH       DEFINED        1           0   117000        0
Matria Healthcare              Common           57681710      8679  2479600 SH       SOLE                       0        0  2479600
Matria Healthcare              Common           57681710      1067   304800 SH       DEFINED        1           0   304800        0
Matsushita Elec ADR            Common           57687920       315     1200 SH       SOLE                    1200        0        0
Matsushita Elec ADR            Common           57687920         3       10 SH       DEFINED        1           0       10        0
Mattel Inc                     Common           57708110      6806   608300 SH       SOLE                  608300        0        0
Mattson Technology             Common           57722310      2277   153400 SH       SOLE                  153400        0        0
Mattson Technology             Common           57722310       790    53100 SH       SOLE                       0        0    53100
Mattson Technology             Common           57722310       429    28800 SH       DEFINED        1           0    28800        0
Mattson Technology             Common           57722310       193    13000 SH       DEFINED        1           0    13000        0
Mattson Technology             Common           57722310       680    45700 SH       DEFINED        2           0        0    45700
Maxtor Corp                    Common           57772920     47246  4501748 SH       SOLE                 4501748        0        0
Maxtor Corp                    Common           57772920     32782  3122100 SH       SOLE                       0        0  3122100
Maxtor Corp                    Common           57772920     21013  2001200 SH       DEFINED        1           0  2001200        0
Maxtor Corp                    Common           57772920       999    96800 SH       DEFINED        3           0    96800        0
Maxim Pharmaceutical           Common           57772M10       790    13000 SH       SOLE                   13000        0        0
Maxwell Shoe Co                Common           57776610       224    20000 SH       SOLE                   20000        0        0
May Dept Stores Co             Common           57777810     87007  4244150 SH       SOLE                 4244150        0        0
May Dept Stores Co             Common           57777810    176011  8585850 SH       SOLE                       0        0  8585850
May Dept Stores Co             Common           57777810       590    28800 SH       DEFINED        1           0    28800        0
May Dept Stores Co             Common           57777810      1312    64000 SH       DEFINED        2           0        0    64000
Maverick Tube Corp             Common           57791410      1533    56900 SH       SOLE                   56900        0        0
Maverick Tube Corp             Common           57791410      1067    39600 SH       DEFINED        1           0    39600        0
Maytag Corp                    Common           57859210      2210    71500 SH       SOLE                   71500        0        0
Maytag Corp                    Common           57859210      1110    36000 SH       SOLE                       0        0    36000
Maytag Corp                    Common           57859210       357    11500 SH       DEFINED        1           0    11500        0
McClatchy Company A            Common           57948910      8185   233100 SH       SOLE                  233100        0        0
McClatchy Company A            Common           57948910      4825   137100 SH       SOLE                       0        0   137100
McClatchy Company A            Common           57948910     13924   395700 SH       DEFINED        1           0   395700        0
McCormick & Co NonVt           Common           57978020     57634  1937300 SH       SOLE                 1937300        0        0
McDermott Intl Inc             Common           58003710      9800   892400 SH       SOLE                  892400        0        0
McDermott Intl Inc             Common           58003710     14457  1314300 SH       SOLE                       0        0  1314300
McDermott Intl Inc             Common           58003710      6745   613200 SH       DEFINED        1           0   613200        0
McDonald's Corp                Common           58013510    487981 16174991 SH       SOLE                16174991        0        0
McDonald's Corp                Common           58013510    116311  3855465 SH       SOLE                       0        0  3855465
McDonald's Corp                Common           58013510      5010   165939 SH       DEFINED        1           0   165939        0
McDonald's Corp                Common           58013510      2868    98100 SH       DEFINED        1           0    98100        0
McDonald's Corp                Common           58013510      4356   144300 SH       DEFINED        1           0        0   144300
McDonald's Corp                Common           58013510      8281   274300 SH       DEFINED        2           0        0   274300
McDonald's Corp                Common           58013510       347    11500 SH       DEFINED        3           0        0    11500
McKesson HBOC Inc              Common           58155Q10    285695  9354600 SH       SOLE                 9354600        0        0
McKesson HBOC Inc              Common           58155Q10    455233 14896450 SH       SOLE                       0        0 14896450
McKesson HBOC Inc              Common           58155Q10     17929   586600 SH       DEFINED        1           0   586600        0
McKesson HBOC Inc              Common           58155Q10       290     9500 SH       DEFINED        1           0        0     9500
McKesson HBOC Inc              Common           58155Q10       488    16100 SH       DEFINED        2           0    16100        0
McKesson HBOC Inc              Common           58155Q10       763    25000 SH       DEFINED        2           0        0    25000
McKesson HBOC Inc              Common           58155Q10       955    31800 SH       DEFINED        3           0    31800        0
McLeodUSA Inc A                Common           58226610    101953  7125540 SH       SOLE                 7125540        0        0
McLeodUSA Inc A                Common           58226610     35067  2451800 SH       SOLE                       0        0  2451800
McLeodUSA Inc A                Common           58226610     16832  1175925 SH       DEFINED        1           0  1175925        0
McMoRan Exploration            Common           58241110      3720   320700 SH       SOLE                  320700        0        0
Mead Corp                      Common           58283410       201     8600 SH       SOLE                    8600        0        0
Mechanical Dynamics            Common           58352110      2575   430000 SH       SOLE                  430000        0        0
Mechanical Dynamics            Common           58352110       840   140000 SH       SOLE                       0        0   140000
Mechanical Dynamics            Common           58352110       210    35000 SH       DEFINED        1           0    35000        0
Medicines Co                   Common           58468810      1347    39400 SH       SOLE                   39400        0        0
Medicines Co                   Common           58468810       342    10000 SH       SOLE                       0        0    10000
Medicines Co                   Common           58468810      5070   148300 SH       DEFINED        1           0   148300        0
Medicines Co                   Common           58468810       144     4200 SH       DEFINED        2           0        0     4200
Mentor Graphics                Common           58720010      1334    56600 SH       SOLE                   56600        0        0
Mercantile Bank Corp           Common           58737610       129    10500 SH       SOLE                   10500        0        0
Mercantile Bankshrs            Common           58740510     35992   992400 SH       SOLE                  992400        0        0
Mercantile Bankshrs            Common           58740510      8421   232000 SH       SOLE                       0        0   232000
Mercantile Bankshrs            Common           58740510      4147   114250 SH       DEFINED        1           0   114250        0
Mercantile Bankshrs            Common           58740510     10530   290100 SH       DEFINED        1           0        0   290100
Merchants Bancshares           Common           58844810      2958   136000 SH       SOLE                  136000        0        0
Merchants Bancshares           Common           58844810       635    29200 SH       SOLE                       0        0    29200
Merchants Bancshares           Common           58844810       720    33100 SH       DEFINED        1           0    33100        0
Merck & Co                     Common           58933110    651334  8756759 SH       SOLE                 8756759        0        0
Merck & Co                     Common           58933110    552069  7417653 SH       SOLE                       0        0  7417653
Merck & Co                     Common           58933110    110717  1487380 SH       DEFINED        1           0  1487380        0
Merck & Co                     Common           58933110      4164    57800 SH       DEFINED        1           0    57800        0
Merck & Co                     Common           58933110      5739    77100 SH       DEFINED        1           0        0    77100
Merck & Co                     Common           58933110     22715   305170 SH       DEFINED        2           0        0   305170
Merck & Co                     Common           58933110      1631    22300 SH       DEFINED        3           0    22300        0
Merck & Co                     Common           58933110      1632    21920 SH       DEFINED        3           0        0    21920
Mercury Interactive            Common           58940510      7195    45900 SH       SOLE                   45900        0        0
Meristar Hotels                Common           58998810      3361  1250100 SH       SOLE                 1250100        0        0
Meristar Hotels                Common           58998810      1973   734100 SH       DEFINED        1           0   734100        0
Meristar Hotels                Common           58998810       138    51200 SH       DEFINED        1           0    51200        0
Meristar Hotels                Common           58998810      2890  1075000 SH       DEFINED        2           0        0  1075000
Meritage Corp                  Common           59001A10      3768   206800 SH       SOLE                  206800        0        0
Merrill Lynch & Co             Common           59018810    555537  8430154 SH       SOLE                 8430154        0        0
Merrill Lynch & Co             Common           59018810    187320  2840324 SH       SOLE                       0        0  2840324
Merrill Lynch & Co             Common           59018810     86148  1305280 SH       DEFINED        1           0  1305280        0
Merrill Lynch & Co             Common           59018810      3804    58900 SH       DEFINED        1           0    58900        0
Merrill Lynch & Co             Common           59018810      9676   146600 SH       DEFINED        1           0        0   146600
Merrill Lynch & Co             Common           59018810      1101    16800 SH       DEFINED        2           0    16800        0
Merrill Lynch & Co             Common           59018810     20546   311400 SH       DEFINED        2           0        0   311400
Merrill Lynch & Co             Common           59018810      1375    21200 SH       DEFINED        3           0    21200        0
Merrill Lynch & Co             Common           59018810      1412    21400 SH       DEFINED        3           0        0    21400
Mesa Air Group Inc             Common           59047910      1740   319100 SH       SOLE                  319100        0        0
Mesa Air Group Inc             Common           59047910     10978  2007300 SH       SOLE                       0        0  2007300
Mesa Air Group Inc             Common           59047910      5468   999700 SH       DEFINED        1           0   999700        0
Mesaba Holdings Inc            Common           59066B10      4494   419350 SH       SOLE                  419350        0        0
Mesaba Holdings Inc            Common           59066B10     11601  1079200 SH       SOLE                       0        0  1079200
Mesaba Holdings Inc            Common           59066B10      1680   156300 SH       DEFINED        1           0   156300        0
Met-Pro Corp                   Common           59087630       797    78700 SH       DEFINED        1           0    78700        0
Methode Electrs Cl A           Common           59152020      3224    72900 SH       SOLE                   72900        0        0
Methode Electrs Cl A           Common           59152020      1874    42300 SH       SOLE                       0        0    42300
Methode Electrs Cl A           Common           59152020      2689    60700 SH       DEFINED        1           0    60700        0
Metlife Inc                    Common           59156R10     60232  2300000 SH       SOLE                 2300000        0        0
Metris Companies Inc           Common           59159810     38384   972200 SH       SOLE                  972200        0        0
Metris Companies Inc           Common           59159810     17072   432200 SH       SOLE                       0        0   432200
Metris Companies Inc           Common           59159810     16114   407950 SH       DEFINED        1           0   407950        0
Metrocall Inc                  Common           59164710      2024   677000 SH       SOLE                  677000        0        0
Metrocall Inc                  Common           59164710       345   115000 SH       SOLE                       0        0   115000
Metrocall Inc                  Common           59164710       900   300000 SH       DEFINED        1           0   300000        0
Metrocall Inc                  Common           59164710       393   131000 SH       DEFINED        1           0   131000        0
Metrocall Inc                  Common           59164710      1170   390000 SH       DEFINED        2           0        0   390000
MetroCorp Bancshares           Common           59165010       914    97500 SH       SOLE                       0        0    97500
Metrologic Instrumts           Common           59167610      1554   175000 SH       SOLE                  175000        0        0
Metrologic Instrumts           Common           59167610       666    75000 SH       SOLE                       0        0    75000
Metrologic Instrumts           Common           59167610       932   105000 SH       DEFINED        1           0   105000        0
Metromedia Fiber A             Common           59168910      8319   342200 SH       SOLE                  342200        0        0
Metromedia Fiber A             Common           59168910       608    25000 SH       SOLE                       0        0    25000
Michaels Stores Inc            Common           59408710       688    17200 SH       SOLE                   17200        0        0
Michaels Stores Inc            Common           59408710      1760    44000 SH       DEFINED        1           0    44000        0
Micrel Inc                     Common           59479310       536     8000 SH       SOLE                    8000        0        0
Micrel Inc                     Common           59479310      2948    44000 SH       DEFINED        1           0    44000        0
Micro Component Tech           Common           59479Q10      1680   210000 SH       SOLE                  210000        0        0
Micro Component Tech           Common           59479Q10       960   120000 SH       SOLE                       0        0   120000
Micro Component Tech           Common           59479Q10       800   100000 SH       DEFINED        1           0   100000        0
Micros Systems                 Common           59490110       390    25900 SH       SOLE                   25900        0        0
Micros Systems                 Common           59490110        21     1400 SH       DEFINED        1           0     1400        0
Microsoft Corp                 Common           59491810   1144997 19018956 SH       SOLE                19018956        0        0
Microsoft Corp                 Common           59491810    361686  6003496 SH       SOLE                       0        0  6003496
Microsoft Corp                 Common           59491810    257318  4266438 SH       DEFINED        1           0  4266438        0
Microsoft Corp                 Common           59491810      9075   154120 SH       DEFINED        1           0   154120        0
Microsoft Corp                 Common           59491810      4429    73900 SH       DEFINED        2           0    73900        0
Microsoft Corp                 Common           59491810     56000   928740 SH       DEFINED        2           0        0   928740
Microsoft Corp                 Common           59491810      3503    59100 SH       DEFINED        3           0    59100        0
Microsoft Corp                 Common           59491810      3947    65440 SH       DEFINED        3           0        0    65440
MicroStrategy Inc A            Common           59497210      5875   215100 SH       SOLE                       0        0   215100
MicroStrategy Inc A            Common           59497210       756    27700 SH       DEFINED        1           0    27700        0
Micron Electronics             Common           59510010       409    45400 SH       SOLE                   45400        0        0
Micron Technology              Common           59511210    423744  9237284 SH       SOLE                 9237284        0        0
Micron Technology              Common           59511210    120443  2621040 SH       SOLE                       0        0  2621040
Micron Technology              Common           59511210     51680  1123460 SH       DEFINED        1           0  1123460        0
Micron Technology              Common           59511210      2651    59000 SH       DEFINED        1           0    59000        0
Micron Technology              Common           59511210      1234    27000 SH       DEFINED        2           0    27000        0
Micron Technology              Common           59511210     25413   552712 SH       DEFINED        2           0        0   552712
Micron Technology              Common           59511210      1533    33900 SH       DEFINED        3           0    33900        0
Micron Technology              Common           59511210      1730    37600 SH       DEFINED        3           0        0    37600
Microwave Pwr Device           Common           59517M10      2415   387200 SH       SOLE                  387200        0        0
Microwave Pwr Device           Common           59517M10       868   138800 SH       SOLE                       0        0   138800
Microwave Pwr Device           Common           59517M10       438    70000 SH       DEFINED        1           0    70000        0
Microwave Pwr Device           Common           59517M10      2016   322500 SH       DEFINED        2           0        0   322500
Mid Atlantic Med Svc           Common           59523C10      7563   500000 SH       SOLE                       0        0   500000
Midcoast Energy Res            Common           59563W10      6200   301950 SH       SOLE                  301950        0        0
Midcoast Energy Res            Common           59563W10      1911    92950 SH       SOLE                       0        0    92950
Midcoast Energy Res            Common           59563W10      3768   183250 SH       DEFINED        1           0   183250        0
Midcoast Energy Res            Common           59563W10       720    35000 SH       DEFINED        1           0    35000        0
Midcoast Energy Res            Common           59563W10      2570   125000 SH       DEFINED        2           0        0   125000
Millennium Pharm               Common           59990210     12211    83600 SH       SOLE                   83600        0        0
Millennium Pharm               Common           59990210     12679    86800 SH       SOLE                       0        0    86800
Millennium Pharm               Common           59990210     20858   142800 SH       DEFINED        1           0   142800        0
Herman Miller Inc              Common           60054410     63771  1991300 SH       SOLE                 1991300        0        0
Herman Miller Inc              Common           60054410      5316   165800 SH       SOLE                       0        0   165800
Herman Miller Inc              Common           60054410     14473   451400 SH       DEFINED        1           0   451400        0
Minerals Tech Inc              Common           60315810     21775   474500 SH       SOLE                  474500        0        0
Minerals Tech Inc              Common           60315810      5385   117100 SH       SOLE                       0        0   117100
Minerals Tech Inc              Common           60315810     14398   313000 SH       DEFINED        1           0   313000        0
Minn Mining & Mfg Co           Common           60405910     48155   528900 SH       SOLE                  528900        0        0
Minn Mining & Mfg Co           Common           60405910    280647  3079800 SH       SOLE                       0        0  3079800
Minn Mining & Mfg Co           Common           60405910      5359    58800 SH       DEFINED        1           0    58800        0
Minn Mining & Mfg Co           Common           60405910      3691    40500 SH       DEFINED        1           0    40500        0
Minn Mining & Mfg Co           Common           60405910      4237    46500 SH       DEFINED        2           0        0    46500
Minn Mining & Mfg Co           Common           60405910       170     1900 SH       DEFINED        3           0     1900        0
Minn Mining & Mfg Co           Common           60405910       392     4300 SH       DEFINED        3           0        0     4300
Mission West REIT              Common           60520310       501    36100 SH       DEFINED        1           0    36100        0
Mitcham Inds Inc               Common           60650110      3734   630000 SH       SOLE                  630000        0        0
Mitcham Inds Inc               Common           60650110       891   150000 SH       SOLE                       0        0   150000
Mitcham Inds Inc               Common           60650110       208    35000 SH       DEFINED        1           0    35000        0
Mitel Corp                     Common           60671110        92     4550 SH       SOLE                    4550        0        0
Mobius Mgmt Solution           Common           60692510       584   135300 SH       SOLE                  135300        0        0
Mobius Mgmt Solution           Common           60692510       577   133700 SH       SOLE                       0        0   133700
Mobius Mgmt Solution           Common           60692510       484   112200 SH       DEFINED        1           0   112200        0
Mohawk Industries              Common           60819010      1884    86350 SH       DEFINED        1           0    86350        0
Monaco Coach Corp              Common           60886R10      3325   201900 SH       SOLE                  201900        0        0
Monaco Coach Corp              Common           60886R10       924    56000 SH       SOLE                       0        0    56000
Monaco Coach Corp              Common           60886R10        13      800 SH       DEFINED        1           0      800        0
Monaco Coach Corp              Common           60886R10      1023    62000 SH       DEFINED        1           0    62000        0
Monaco Coach Corp              Common           60886R10      3465   210000 SH       DEFINED        2           0        0   210000
Mondavi Robert Cl A            Common           60920010       691    16900 SH       SOLE                   16900        0        0
Mondavi Robert Cl A            Common           60920010      2358    57700 SH       DEFINED        1           0    57700        0
Monro Muffler Inc              Common           61023610      5541   510000 SH       SOLE                  510000        0        0
Monro Muffler Inc              Common           61023610      1088   100000 SH       SOLE                       0        0   100000
Monro Muffler Inc              Common           61023610       916    84200 SH       DEFINED        1           0    84200        0
Monsanto Co ACES               Cv Pfd           61166230       702    13400 PRN      SOLE                   13400        0        0
Montana Power Co               Common           61208510     72152  2163900 SH       SOLE                 2163900        0        0
Montana Power Co               Common           61208510     39024  1169300 SH       SOLE                       0        0  1169300
Montana Power Co               Common           61208510     10437   312700 SH       DEFINED        1           0   312700        0
Montana Power Co               Common           61208510      6415   192200 SH       DEFINED        1           0        0   192200
Morgan JP & Co                 Common           61688010     11012    67400 SH       SOLE                   67400        0        0
Morgan JP & Co                 Common           61688010     26188   160300 SH       SOLE                       0        0   160300
Morgan JP & Co                 Common           61688010       539     3300 SH       DEFINED        1           0     3300        0
Morgan Stanley DW&Co           Common           61744644    308336  3375586 SH       SOLE                 3375586        0        0
Morgan Stanley DW&Co           Common           61744644     36587   400960 SH       SOLE                       0        0   400960
Morgan Stanley DW&Co           Common           61744644     62812   686950 SH       DEFINED        1           0   686950        0
Morgan Stanley DW&Co           Common           61744644      2688    30400 SH       DEFINED        1           0    30400        0
Morrison Mgmt Spec             Common           61845910       896    30300 SH       SOLE                   30300        0        0
Morrison Mgmt Spec             Common           61845910        18      600 SH       DEFINED        1           0      600        0
Motient Corp                   Common           61990810      7804   554100 SH       SOLE                  554100        0        0
Motient Corp                   Common           61990810      1233    87300 SH       SOLE                       0        0    87300
Motient Corp                   Common           61990810      2902   205400 SH       DEFINED        1           0   205400        0
Motient Corp                   Common           61990810      1347    95300 SH       DEFINED        1           0    95300        0
Motient Corp                   Common           61990810      4106   290700 SH       DEFINED        2           0        0   290700
Motorola Inc                   Common           62007610     20889   739700 SH       SOLE                  739700        0        0
Motorola Inc                   Common           62007610     89809  3179200 SH       SOLE                       0        0  3179200
Motorola Inc                   Common           62007610     13497   477770 SH       DEFINED        1           0   477770        0
Motorola Inc                   Common           62007610       266     9400 SH       DEFINED        1           0     9400        0
Mpower Communctns              Common           62473J10     23029  2641650 SH       SOLE                 2641650        0        0
Mpower Communctns              Common           62473J10      3724   427100 SH       SOLE                       0        0   427100
Mpower Communctns              Common           62473J10      4528   519470 SH       DEFINED        1           0   519470        0
Mueller Industries             Common           62475610       516    23000 SH       SOLE                   23000        0        0
Mueller Industries             Common           62475610      1331    59300 SH       DEFINED        1           0    59300        0
Murphy Oil Corp                Common           62671710     17381   268900 SH       SOLE                  268900        0        0
Murphy Oil Corp                Common           62671710     26496   408800 SH       SOLE                       0        0   408800
Murphy Oil Corp                Common           62671710      2742    42300 SH       DEFINED        1           0    42300        0
MutualFirst Finl               Common           62845B10      1617   122900 SH       SOLE                       0        0   122900
MutualFirst Finl               Common           62845B10      2579   192800 SH       DEFINED        1           0   192800        0
Mylan Laboratories             Common           62853010     40994  1524600 SH       SOLE                 1524600        0        0
Mylan Laboratories             Common           62853010     56825  2109500 SH       SOLE                       0        0  2109500
Mylan Laboratories             Common           62853010     12057   447600 SH       DEFINED        1           0   447600        0
Mylan Laboratories             Common           62853010      3427   127200 SH       DEFINED        1           0        0   127200
Mylan Laboratories             Common           62853010       617    23100 SH       DEFINED        2           0    23100        0
Mylan Laboratories             Common           62853010       704    26600 SH       DEFINED        3           0    26600        0
Myriad Genetics Inc            Common           62855J10      2300    26700 SH       SOLE                   26700        0        0
Myriad Genetics Inc            Common           62855J10      1521    17600 SH       SOLE                       0        0    17600
Myriad Genetics Inc            Common           62855J10      2177    25200 SH       DEFINED        1           0    25200        0
NBTY Inc                       Common           62878210      5752   883700 SH       SOLE                  883700        0        0
NBTY Inc                       Common           62878210       871   133300 SH       SOLE                       0        0   133300
NBTY Inc                       Common           62878210      2130   326100 SH       DEFINED        1           0   326100        0
NBTY Inc                       Common           62878210       951   145500 SH       DEFINED        1           0   145500        0
NBTY Inc                       Common           62878210      2844   435400 SH       DEFINED        2           0        0   435400
NCI Building Systems           Common           62885210      4310   295000 SH       SOLE                  295000        0        0
NCI Building Systems           Common           62885210       838    57300 SH       SOLE                       0        0    57300
NCI Building Systems           Common           62885210      1829   125000 SH       DEFINED        1           0   125000        0
NCI Building Systems           Common           62885210       900    61500 SH       DEFINED        1           0    61500        0
NCI Building Systems           Common           62885210      2717   185800 SH       DEFINED        2           0        0   185800
NCO Group Inc                  Common           62885810        31     2600 SH       SOLE                    2600        0        0
NCO Group Inc                  Common           62885810         5      400 SH       DEFINED        1           0      400        0
NDS Group Plc ADR              Common           62889110        23      300 SH       SOLE                     300        0        0
NDS Group Plc ADR              Common           62889110        39      500 SH       DEFINED        1           0      500        0
NS Group Inc                   Common           62891610      5447   276300 SH       SOLE                  276300        0        0
NS Group Inc                   Common           62891610      2983   151800 SH       SOLE                       0        0   151800
NS Group Inc                   Common           62891610      2115   106500 SH       DEFINED        1           0   106500        0
NEC Corp ADR                   Common           62905020      1946    17717 SH       SOLE                   17717        0        0
NEC Corp ADR                   Common           62905020        11      100 SH       DEFINED        1           0      100        0
Nn Inc                         Common           62933710      4090   455000 SH       SOLE                  455000        0        0
Nn Inc                         Common           62933710       900   100000 SH       SOLE                       0        0   100000
Nn Inc                         Common           62933710      2160   240000 SH       DEFINED        1           0   240000        0
Nn Inc                         Common           62933710       865    96150 SH       DEFINED        1           0    96150        0
Nn Inc                         Common           62933710      2880   320000 SH       DEFINED        2           0        0   320000
NPS Pharmaceuticals            Common           62936P10      5686   100527 SH       SOLE                  100527        0        0
NPS Pharmaceuticals            Common           62936P10      2524    44628 SH       SOLE                       0        0    44628
NPS Pharmaceuticals            Common           62936P10     41377   731524 SH       DEFINED        1           0   731524        0
NPS Pharmaceuticals            Common           62936P10      1046    18500 SH       DEFINED        2           0        0    18500
NTL Incorporated               Common           62940710     77511  1674640 SH       SOLE                 1674640        0        0
NTL Incorporated               Common           62940710     35489   767050 SH       SOLE                       0        0   767050
NTL Incorporated               Common           62940710     30677   662400 SH       DEFINED        1           0   662400        0
Nabisco Group Hldgs            Common           62952P10     28500  1000000 SH       SOLE                 1000000        0        0
Nabors Industries              Common           62956810     57602  1099958 SH       SOLE                 1099958        0        0
Nabors Industries              Common           62956810     26326   502400 SH       SOLE                       0        0   502400
Nabors Industries              Common           62956810      7635   145700 SH       DEFINED        1           0   145700        0
Nabors Industries              Common           62956810      5125    97807 SH       DEFINED        2           0        0    97807
NATCO Group Inc                Common           63227W20      7493   863000 SH       SOLE                  863000        0        0
NATCO Group Inc                Common           63227W20       869   100000 SH       SOLE                       0        0   100000
NATCO Group Inc                Common           63227W20      1149   132200 SH       DEFINED        1           0   132200        0
National City Corp             Common           63540510     23891  1079800 SH       SOLE                 1079800        0        0
National City Corp             Common           63540510     84068  3799700 SH       SOLE                       0        0  3799700
National City Corp             Common           63540510     13431   607080 SH       DEFINED        1           0   607080        0
National Data Corp             Common           63562110       699    21300 SH       SOLE                   21300        0        0
National Data Corp             Common           63562110      5965   181800 SH       SOLE                       0        0   181800
National Fuel Gas Co           Common           63618010     15019   267900 SH       SOLE                  267900        0        0
National Fuel Gas Co           Common           63618010     38386   684700 SH       SOLE                       0        0   684700
National Fuel Gas Co           Common           63618010     11140   198700 SH       DEFINED        1           0   198700        0
National Instruments           Common           63651810      5598   127500 SH       SOLE                  127500        0        0
National Instruments           Common           63651810      1306    29600 SH       SOLE                       0        0    29600
National Instruments           Common           63651810      1457    33000 SH       DEFINED        1           0    33000        0
National Merc Bnc NC           Cv Pfd           63691230       195    15002 PRN      SOLE                   15002        0        0
National Power ADR             Common           63719470      4140    60000 SH       SOLE                       0        0    60000
National RV Holdings           Common           63727710      3245   322500 SH       SOLE                  322500        0        0
National RV Holdings           Common           63727710       906    90000 SH       SOLE                       0        0    90000
National RV Holdings           Common           63727710      2225   221100 SH       DEFINED        1           0   221100        0
National RV Holdings           Common           63727710       221    22000 SH       DEFINED        1           0    22000        0
National RV Holdings           Common           63727710      3019   300000 SH       DEFINED        2           0        0   300000
Natl Semiconductor             Common           63764010    136347  3389100 SH       SOLE                 3389100        0        0
Natl Semiconductor             Common           63764010      6002   150300 SH       SOLE                       0        0   150300
Natl Semiconductor             Common           63764010      3317    82400 SH       DEFINED        1           0    82400        0
Nationwide Hlth REIT           Common           63862010      5923   371600 SH       SOLE                       0        0   371600
Natures Sunshine               Common           63902710      4255   572600 SH       SOLE                  572600        0        0
Natures Sunshine               Common           63902710       814   109400 SH       SOLE                       0        0   109400
Natures Sunshine               Common           63902710      1926   259000 SH       DEFINED        1           0   259000        0
Natures Sunshine               Common           63902710       757   101800 SH       DEFINED        1           0   101800        0
Natures Sunshine               Common           63902710      2678   360000 SH       DEFINED        2           0        0   360000
Navistar Intl Corp             Common           63934E10       222     7400 SH       SOLE                    7400        0        0
Navistar Intl Corp             Common           63934E10      2422    80900 SH       DEFINED        1           0    80900        0
Neopharm Inc                   Common           64091910       790    20000 SH       DEFINED        1           0    20000        0
Networks Assoc Inc             Common           64093810      1299    57400 SH       SOLE                   57400        0        0
Netegrity Inc                  Common           64110P10      1043    14900 SH       SOLE                   14900        0        0
Netro Corp                     Common           64114R10      8854   149700 SH       SOLE                  149700        0        0
Netro Corp                     Common           64114R10      4568    77100 SH       SOLE                       0        0    77100
Netro Corp                     Common           64114R10      6583   111100 SH       DEFINED        1           0   111100        0
NetIQ Corporation              Common           64115P10      3738    56900 SH       SOLE                   56900        0        0
NetIQ Corporation              Common           64115P10       723    11000 SH       DEFINED        1           0    11000        0
Network Equip Tech             Common           64120810      4272   400200 SH       SOLE                  400200        0        0
Network Equip Tech             Common           64120810       843    78900 SH       SOLE                       0        0    78900
Network Equip Tech             Common           64120810      2355   220300 SH       DEFINED        1           0   220300        0
Network Equip Tech             Common           64120810       920    86100 SH       DEFINED        1           0    86100        0
Network Equip Tech             Common           64120810      2709   253500 SH       DEFINED        2           0        0   253500
Network Appliance              Common           64120L10      2624    20600 SH       SOLE                   20600        0        0
Network Appliance              Common           64120L10       904     7100 SH       SOLE                       0        0     7100
Network Appliance              Common           64120L10     10111    79385 SH       DEFINED        1           0    79385        0
Network Plus Corp              Common           64122D50       863   100000 SH       SOLE                  100000        0        0
Neurogen Corp                  Common           64124E10      1059    34000 SH       SOLE                   34000        0        0
Neurogen Corp                  Common           64124E10       815    26200 SH       SOLE                       0        0    26200
Neurogen Corp                  Common           64124E10     13726   441000 SH       DEFINED        1           0   441000        0
Neurogen Corp                  Common           64124E10       308     9900 SH       DEFINED        2           0        0     9900
Neurocrine Bioscnc             Common           64125C10       369     8200 SH       SOLE                    8200        0        0
Neurocrine Bioscnc             Common           64125C10       671    14900 SH       SOLE                       0        0    14900
Neurocrine Bioscnc             Common           64125C10     11489   255300 SH       DEFINED        1           0   255300        0
Neurocrine Bioscnc             Common           64125C10       347     7700 SH       DEFINED        2           0        0     7700
NE Business Service            Common           64387210        60     3300 SH       SOLE                    3300        0        0
NE Business Service            Common           64387210         9      500 SH       DEFINED        1           0      500        0
NY Times Class A               Common           65011110      4340   110400 SH       DEFINED        1           0   110400        0
Newell Rubbermaid              Common           65122910      2462   107900 SH       SOLE                  107900        0        0
Newfield Exploration           Common           65129010      5843   125400 SH       SOLE                  125400        0        0
Newfield Exploration           Common           65129010      3208    68700 SH       SOLE                       0        0    68700
Newfield Exploration           Common           65129010      4626    99100 SH       DEFINED        1           0    99100        0
Newmark Homes Corp             Common           65157810      1445   165000 SH       SOLE                  165000        0        0
Newmark Homes Corp             Common           65157810       788    90000 SH       SOLE                       0        0    90000
Newmark Homes Corp             Common           65157810      2013   230000 SH       DEFINED        1           0   230000        0
Newmark Homes Corp             Common           65157810       263    30000 SH       DEFINED        1           0    30000        0
Newpark Resources              Common           65171850     25211  2725900 SH       SOLE                 2725900        0        0
Newport Corp                   Common           65182410     48576   305000 SH       SOLE                  305000        0        0
Newport Corp                   Common           65182410      3011    18900 SH       DEFINED        1           0    18900        0
News Corp Ltd ADR              Common           65248770     78150  1396200 SH       SOLE                 1396200        0        0
News Corp Ltd ADR              Common           65248770     12608   224900 SH       SOLE                       0        0   224900
News Corp Ltd ADR              Common           65248770       902    16100 SH       DEFINED        1           0    16100        0
News Corp Ltd ADR              Common           65248770      2512    44900 SH       DEFINED        2           0        0    44900
News Corp Pfd ADR              Common           65248780     58891  1259900 SH       SOLE                 1259900        0        0
News Corp Pfd ADR              Common           65248780     35002   746700 SH       SOLE                       0        0   746700
News Corp Pfd ADR              Common           65248780     22463   479200 SH       DEFINED        1           0   479200        0
Nexell Therapeutics            Common           65332H20         1      161 SH       SOLE                       0        0      161
Nexell Therapeutics            Common           65332H20         1       95 SH       DEFINED        2           0        0       95
NextCard Inc                   Common           65332K10       786    86600 SH       SOLE                   86600        0        0
NextCard Inc                   Common           65332K10       519    57100 SH       SOLE                       0        0    57100
NextCard Inc                   Common           65332K10       768    84500 SH       DEFINED        1           0    84500        0
Nextel Communctns A            Common           65332V10      3655    78180 SH       SOLE                   78180        0        0
Nextel Communctns A            Common           65332V10      6274   134200 SH       DEFINED        1           0   134200        0
Nextel Partners Inc            Common           65333F10     70370  2416200 SH       SOLE                 2416200        0        0
Nextel Partners Inc            Common           65333F10      5130   176100 SH       SOLE                       0        0   176100
Nextel Partners Inc            Common           65333F10      1312    45000 SH       DEFINED        1           0    45000        0
Nextel Partners Inc            Common           65333F10      4814   165300 SH       DEFINED        1           0        0   165300
NICOR Inc                      Common           65408610     32389   895000 SH       SOLE                       0        0   895000
Nike Inc Cl B                  Common           65410610     53893  1345200 SH       SOLE                 1345200        0        0
Nike Inc Cl B                  Common           65410610     12592   314300 SH       DEFINED        1           0   314300        0
Niku Corp                      Common           65411310      2892   118900 SH       SOLE                  118900        0        0
Niku Corp                      Common           65411310      1602    65700 SH       SOLE                       0        0    65700
Niku Corp                      Common           65411310      2314    94900 SH       DEFINED        1           0    94900        0
99 Cent Only Stores            Common           65440K10       361     7200 SH       SOLE                    7200        0        0
99 Cent Only Stores            Common           65440K10      1982    39500 SH       DEFINED        1           0    39500        0
Nippon Tel & Tel ADR           Common           65462410     11270   230000 SH       SOLE                  230000        0        0
Nippon Tel & Tel ADR           Common           65462410      1470    30000 SH       SOLE                       0        0    30000
Nippon Tel & Tel ADR           Common           65462410        22      450 SH       DEFINED        1           0      450        0
Noble Affiliates               Common           65489410       658    17700 SH       SOLE                   17700        0        0
Noble Affiliates               Common           65489410      2513    67700 SH       DEFINED        1           0    67700        0
Nokia Corp ADR                 Common           65490220     68238  1730530 SH       SOLE                 1730530        0        0
Nokia Corp ADR                 Common           65490220     24629   619140 SH       SOLE                       0        0   619140
Nokia Corp ADR                 Common           65490220     46826  1176140 SH       DEFINED        1           0  1176140        0
Nokia Corp ADR                 Common           65490220      2408    60600 SH       DEFINED        2           0        0    60600
Noble Drilling Corp            Common           65504210     34115   678900 SH       SOLE                  678900        0        0
Noble Drilling Corp            Common           65504210     46552   926400 SH       SOLE                       0        0   926400
Noble Drilling Corp            Common           65504210     16377   325900 SH       DEFINED        1           0   325900        0
Nordson Corp                   Common           65566310     11748   414400 SH       SOLE                  414400        0        0
Nordson Corp                   Common           65566310      2213    77800 SH       SOLE                       0        0    77800
Nordson Corp                   Common           65566310      1764    62000 SH       DEFINED        1           0    62000        0
Norfolk Southern               Common           65584410     22912  1566690 SH       SOLE                 1566690        0        0
Norfolk Southern               Common           65584410    102896  7035600 SH       SOLE                       0        0  7035600
Norfolk Southern               Common           65584410      2376   162490 SH       DEFINED        1           0   162490        0
Norfolk Southern               Common           65584410      3320   227000 SH       DEFINED        1           0   227000        0
Norsk Hydro AS ADR             Common           65653160      7375   175000 SH       SOLE                  175000        0        0
Norsk Hydro AS ADR             Common           65653160    159351  3766000 SH       SOLE                       0        0  3766000
Norsk Hydro AS ADR             Common           65653160      4481   105890 SH       DEFINED        1           0   105890        0
Nortel Networks Corp           Common           65656810    432216  7263794 SH       SOLE                 7263794        0        0
Nortel Networks Corp           Common           65656810    101341  1703996 SH       SOLE                       0        0  1703996
Nortel Networks Corp           Common           65656810     96384  1618170 SH       DEFINED        1           0  1618170        0
Nortel Networks Corp           Common           65656810       785    13200 SH       DEFINED        1           0    13200        0
Nortel Networks Corp           Common           65656810      1498    25300 SH       DEFINED        2           0    25300        0
Nortel Networks Corp           Common           65656810      2303    38700 SH       DEFINED        2           0        0    38700
North Amer Scientifc           Common           65715D10      4597   144800 SH       SOLE                  144800        0        0
North Amer Scientifc           Common           65715D10        16      500 SH       DEFINED        1           0      500        0
North Central Bancsh           Common           65841810      2812   166000 SH       SOLE                  166000        0        0
North Central Bancsh           Common           65841810       576    34000 SH       DEFINED        1           0    34000        0
North Valley Bancorp           Common           66304M10      1048    80600 SH       SOLE                   80600        0        0
Northeast PA Finl              Common           66390510      4240   376800 SH       SOLE                       0        0   376800
Northeast Utilities            Common           66439710      2169   100000 SH       SOLE                  100000        0        0
Northeast Utilities            Common           66439710     16266   750000 SH       SOLE                       0        0   750000
Northrim Bank Alaska           Common           66676410      1260   155100 SH       SOLE                  155100        0        0
Northrim Bank Alaska           Common           66676410       654    80500 SH       SOLE                       0        0    80500
Northrim Bank Alaska           Common           66676410       734    90400 SH       DEFINED        1           0    90400        0
Northrop Grumman Crp           Common           66680710    193060  2124490 SH       SOLE                 2124490        0        0
Northrop Grumman Crp           Common           66680710    325260  3579200 SH       SOLE                       0        0  3579200
Northrop Grumman Crp           Common           66680710      2127    23410 SH       DEFINED        1           0    23410        0
Northrop Grumman Crp           Common           66680710      4571    50300 SH       DEFINED        1           0    50300        0
Northwest Airl Crp A           Common           66728010     87752  3572600 SH       SOLE                 3572600        0        0
Northwest Airl Crp A           Common           66728010     39301  1600000 SH       SOLE                       0        0  1600000
Northwest Airl Crp A           Common           66728010       467    19000 SH       DEFINED        2           0        0    19000
Northwest Pipe Co              Common           66774610      2552   227200 SH       SOLE                  227200        0        0
Northwest Pipe Co              Common           66774610       576    51200 SH       SOLE                       0        0    51200
Northwest Pipe Co              Common           66774610       536    47600 SH       DEFINED        1           0    47600        0
Northwest Pipe Co              Common           66774610      1496   133000 SH       DEFINED        2           0        0   133000
Northwestern Corp              Common           66807410      8346   429000 SH       SOLE                  429000        0        0
Northwestern Corp              Common           66807410      5381   275900 SH       SOLE                       0        0   275900
Northwestern Corp              Common           66807410      7414   380200 SH       DEFINED        1           0   380200        0
Nova Chemicals Corp            Common           66977W10        42     2200 SH       SOLE                    2200        0        0
Nova Corp                      Common           66978410     15173   889200 SH       SOLE                  889200        0        0
Nova Corp                      Common           66978410      8729   509700 SH       SOLE                       0        0   509700
Nova Corp                      Common           66978410      5093   297400 SH       DEFINED        1           0   297400        0
Novartis AG ADR                Common           66987V10        12      300 SH       DEFINED        1           0      300        0
Novellus Systems Inc           Common           67000810     74135  1593200 SH       SOLE                 1593200        0        0
Novellus Systems Inc           Common           67000810     26168   562500 SH       SOLE                       0        0   562500
Novellus Systems Inc           Common           67000810     18147   389680 SH       DEFINED        1           0   389680        0
Novellus Systems Inc           Common           67000810      2705    58100 SH       DEFINED        1           0        0    58100
Noven Pharmaceutical           Common           67000910       829    19400 SH       SOLE                   19400        0        0
Novo-Nordisk AS ADR            Common           67010020         3       30 SH       DEFINED        1           0       30        0
Nucor Corp                     Common           67034610      8676   289000 SH       SOLE                  289000        0        0
Nuevo Energy Co                Common           67050910      5258   287400 SH       SOLE                  287400        0        0
Nuevo Energy Co                Common           67050910      4866   264800 SH       SOLE                       0        0   264800
Nuevo Energy Co                Common           67050910      6304   343100 SH       DEFINED        1           0   343100        0
Numac Energy Inc               Common           67052A10      1851   470000 SH       SOLE                  470000        0        0
Numac Energy Inc               Common           67052A10       788   200000 SH       SOLE                       0        0   200000
Numac Energy Inc               Common           67052A10      2068   525000 SH       DEFINED        1           0   525000        0
Numac Energy Inc               Common           67052A10       709   180000 SH       DEFINED        1           0   180000        0
Nycomed Amersham ADR           Common           67066H10      3292    67900 SH       SOLE                   67900        0        0
Nycomed Amersham ADR           Common           67066H10      2425    50000 SH       DEFINED        1           0    50000        0
O'Charleys Inc                 Common           67082310      3800   309000 SH       SOLE                  309000        0        0
O'Charleys Inc                 Common           67082310       714    58000 SH       SOLE                       0        0    58000
O'Charleys Inc                 Common           67082310      1496   121500 SH       DEFINED        1           0   121500        0
O'Charleys Inc                 Common           67082310       739    60000 SH       DEFINED        1           0    60000        0
O'Charleys Inc                 Common           67082310      2743   222800 SH       DEFINED        2           0        0   222800
OM Group Inc                   Common           67087210        70     1600 SH       SOLE                    1600        0        0
OM Group Inc                   Common           67087210         9      200 SH       DEFINED        1           0      200        0
OSI Pharmaceuticals            Common           67104010      1400    20000 SH       SOLE                   20000        0        0
OSI Systems Inc                Common           67104410      1274   121800 SH       SOLE                  121800        0        0
OSI Systems Inc                Common           67104410       148    14100 SH       DEFINED        1           0    14100        0
OYO Geospace Corp              Common           67107410      2350    94000 SH       SOLE                   94000        0        0
OYO Geospace Corp              Common           67107410       883    35300 SH       SOLE                       0        0    35300
Obie Media Corp                Common           67439110      2733   359010 SH       SOLE                  359010        0        0
Obie Media Corp                Common           67439110       901   118100 SH       DEFINED        1           0   118100        0
Occidental Petroleum           Common           67459910     22326  1023500 SH       SOLE                       0        0  1023500
Ocean Energy Inc               Common           67481E10      1688   110400 SH       SOLE                  110400        0        0
Ocean Energy Inc               Common           67481E10     17345  1123500 SH       SOLE                       0        0  1123500
Ocean Energy Inc               Common           67481E10      3924   254200 SH       DEFINED        1           0   254200        0
Oceaneering Intl               Common           67523210      2771   166700 SH       SOLE                  166700        0        0
Ocular Sciences Inc            Common           67574410     13630  1138500 SH       SOLE                 1138500        0        0
Ocular Sciences Inc            Common           67574410      2587   215600 SH       SOLE                       0        0   215600
Ocular Sciences Inc            Common           67574410      2242   186800 SH       DEFINED        1           0   186800        0
Ocular Sciences Inc            Common           67574410       907    75600 SH       DEFINED        1           0    75600        0
Ocular Sciences Inc            Common           67574410       506    42500 SH       DEFINED        2           0    42500        0
Ocular Sciences Inc            Common           67574410      2707   225600 SH       DEFINED        2           0        0   225600
Ocwen Financial Corp           Common           67574610      5665   964200 SH       SOLE                       0        0   964200
Old Second Bancorp             Common           68027710        58     2400 SH       SOLE                    2400        0        0
Old Second Bancorp             Common           68027710        62     2600 SH       DEFINED        1           0     2600        0
Omnicare Inc                   Common           68190410     16125  1000000 SH       SOLE                       0        0  1000000
Omnicom Group                  Common           68191910       554     7600 SH       SOLE                       0        0     7600
OMNI Energy Svcs Crp           Common           68210T10       259   300000 SH       SOLE                  300000        0        0
OMNI Energy Svcs Crp           Common           68210T10       569   650000 SH       SOLE                       0        0   650000
OMNI Energy Svcs Crp           Common           68210T10       175   200000 SH       DEFINED        1           0   200000        0
OmniVision Tech Inc            Common           68212810      1346    37200 SH       SOLE                   37200        0        0
OmniVision Tech Inc            Common           68212810        14      400 SH       DEFINED        1           0      400        0
One Price Clothing             Common           68241110       414   265000 SH       SOLE                  265000        0        0
One Price Clothing             Common           68241110       938   600000 SH       DEFINED        1           0   600000        0
One Price Clothing             Common           68241110       117    75000 SH       DEFINED        1           0    75000        0
Oneida Ltd                     Common           68250510      4204   303000 SH       SOLE                  303000        0        0
Oneida Ltd                     Common           68250510      1110    80000 SH       DEFINED        1           0    80000        0
Oneida Ltd                     Common           68250510      2775   200000 SH       DEFINED        2           0        0   200000
ONEOK Inc                      Common           68268010      5780   145400 SH       SOLE                       0        0   145400
Online Res & Comm              Common           68273G10       632   169100 SH       SOLE                  169100        0        0
Online Res & Comm              Common           68273G10       366    98400 SH       SOLE                       0        0    98400
Online Res & Comm              Common           68273G10       976   260000 SH       DEFINED        1           0   260000        0
Online Res & Comm              Common           68273G10       582   155000 SH       DEFINED        1           0   155000        0
Onyx Acceptance Corp           Common           68291410       482   123000 SH       SOLE                  123000        0        0
Onyx Acceptance Corp           Common           68291410      1197   304000 SH       DEFINED        2           0        0   304000
Oracle Corporation             Common           68389X10     66035   840182 SH       SOLE                  840182        0        0
Oracle Corporation             Common           68389X10     45627   579900 SH       SOLE                       0        0   579900
Oracle Corporation             Common           68389X10    102088  1296340 SH       DEFINED        1           0  1296340        0
Oracle Corporation             Common           68389X10       606     7700 SH       DEFINED        1           0     7700        0
Oracle Corporation             Common           68389X10      1025    13100 SH       DEFINED        2           0    13100        0
Oracle Corporation             Common           68389X10      3322    42200 SH       DEFINED        2           0        0    42200
Orbital Sciences               Common           68556410      2728   328100 SH       SOLE                  328100        0        0
Orbital Sciences               Common           68556410       647    77300 SH       SOLE                       0        0    77300
Orbital Sciences               Common           68556410       921   110000 SH       DEFINED        1           0   110000        0
Orbital Sciences               Common           68556410      2764   330000 SH       DEFINED        2           0        0   330000
Orbital Sciences                                685564AC      3179  5400000 PRN      SOLE                 5400000        0        0
Orbital Sciences                                685564AC      1913  3250000 PRN      DEFINED        1           0  3250000        0
Orchid Biosciences             Common           68571P10      3060    90000 SH       DEFINED        1           0    90000        0
ORBIT/FR Inc                   Common           68592910       927   370800 SH       DEFINED        1           0   370800        0
Oregon Trail Finl Cp           Common           68593210       360    30900 SH       SOLE                   30900        0        0
Oregon Trail Finl Cp           Common           68593210       734    63100 SH       SOLE                       0        0    63100
O'Reilly Automotive            Common           68609110       167    11400 SH       SOLE                   11400        0        0
O'Reilly Automotive            Common           68609110        22     1500 SH       DEFINED        1           0     1500        0
Orthodontic Centers            Common           68750P10      2515    75500 SH       SOLE                   75500        0        0
Orthodontic Centers            Common           68750P10        70     2100 SH       DEFINED        1           0     2100        0
Oshkosh B'Gosh Cl A            Common           68822220      5004   329200 SH       SOLE                  329200        0        0
Oshkosh B'Gosh Cl A            Common           68822220       906    59500 SH       SOLE                       0        0    59500
Oshkosh B'Gosh Cl A            Common           68822220      2239   147100 SH       DEFINED        1           0   147100        0
Oshkosh B'Gosh Cl A            Common           68822220       962    63200 SH       DEFINED        1           0    63200        0
Oshkosh B'Gosh Cl A            Common           68822220      2942   193300 SH       DEFINED        2           0        0   193300
Oshkosh Truck Corp B           Common           68823920      2905    75100 SH       SOLE                   75100        0        0
Oshkosh Truck Corp B           Common           68823920      9179   236900 SH       SOLE                       0        0   236900
Oshkosh Truck Corp B           Common           68823920      3530    91100 SH       DEFINED        1           0    91100        0
Outback Steakhouse             Common           68989910       371    13700 SH       SOLE                   13700        0        0
Outback Steakhouse             Common           68989910     13563   500000 SH       SOLE                       0        0   500000
Outback Steakhouse             Common           68989910      3659   134900 SH       DEFINED        1           0   134900        0
Owens & Minor Hldgs            Common           69073210     25307  1609300 SH       SOLE                 1609300        0        0
Owens & Minor Hldgs            Common           69073210     39519  2509100 SH       SOLE                       0        0  2509100
Owens & Minor Hldgs            Common           69073210      6032   383000 SH       DEFINED        1           0   383000        0
Owens & Minor Hldgs            Common           69073210       640    41000 SH       DEFINED        2           0    41000        0
PCD Inc                        Common           69318P10      2613   230500 SH       SOLE                  230500        0        0
PCD Inc                        Common           69318P10      3015   265000 SH       DEFINED        1           0   265000        0
PCD Inc                        Common           69318P10      3981   350000 SH       DEFINED        2           0        0   350000
P-Com Inc                      Common           69326210      2547   384800 SH       SOLE                  384800        0        0
P-Com Inc                      Common           69326210       447    67400 SH       SOLE                       0        0    67400
P-Com Inc                      Common           69326210      1124   169600 SH       DEFINED        1           0   169600        0
P-Com Inc                      Common           69326210       484    73000 SH       DEFINED        1           0    73000        0
P-Com Inc                      Common           69326210      1473   222400 SH       DEFINED        2           0        0   222400
Peco Energy Co                 Common           69330410     56792   937900 SH       SOLE                  937900        0        0
Peco Energy Co                 Common           69330410     86701  1431600 SH       SOLE                       0        0  1431600
Peco Energy Co                 Common           69330410     31210   515330 SH       DEFINED        1           0   515330        0
PG&E Corp                      Common           69331C10      4903   202700 SH       SOLE                       0        0   202700
P.F. Changs China              Common           69333Y10      2197    63700 SH       SOLE                   63700        0        0
P.F. Changs China              Common           69333Y10      1445    41800 SH       SOLE                       0        0    41800
P.F. Changs China              Common           69333Y10      2012    58200 SH       DEFINED        1           0    58200        0
PMC-Sierra Inc                 Common           69344F10     12964    60650 SH       SOLE                   60650        0        0
PMC-Sierra Inc                 Common           69344F10      9487    44200 SH       SOLE                       0        0    44200
PMC-Sierra Inc                 Common           69344F10      1530     7100 SH       DEFINED        1           0     7100        0
PMC-Sierra Inc                 Common           69344F10      1065     5100 SH       DEFINED        1           0     5100        0
PNC Financial Servcs           Common           69347510       235     3600 SH       SOLE                    3600        0        0
PNC Financial Servcs           Common           69347510      1885    29000 SH       SOLE                       0        0    29000
PNC Financial Servcs           Common           69347510     11671   179550 SH       DEFINED        1           0   179550        0
PPG Industries Inc             Common           69350610      1837    46300 SH       SOLE                   46300        0        0
PPG Industries Inc             Common           69350610    109641  2762555 SH       SOLE                       0        0  2762555
PPG Industries Inc             Common           69350610     10965   276300 SH       DEFINED        1           0   276300        0
PPG Industries Inc             Common           69350610      2850    71800 SH       DEFINED        1           0    71800        0
PPL Corporation                Common           69351T10      5921   142200 SH       SOLE                  142200        0        0
PPL Corporation                Common           69351T10      4175   100000 SH       SOLE                       0        0   100000
PPL Corporation                Common           69351T10      6409   153500 SH       DEFINED        1           0   153500        0
PRI Automation Inc             Common           69357H10       459    25600 SH       SOLE                   25600        0        0
PSS World Medical              Common           69366A10      7481  2070800 SH       SOLE                 2070800        0        0
PSS World Medical              Common           69366A10     11736  3237700 SH       SOLE                       0        0  3237700
PSS World Medical              Common           69366A10       299    82500 SH       DEFINED        1           0    82500        0
PSS World Medical              Common           69366A10       274    76100 SH       DEFINED        2           0    76100        0
Pacific Century Finl           Common           69405810     86742  5077985 SH       SOLE                 5077985        0        0
Pacific Century Finl           Common           69405810     25261  1477940 SH       SOLE                       0        0  1477940
Pacific Century Finl           Common           69405810     43814  2558420 SH       DEFINED        1           0  2558420        0
Pacific Century Finl           Common           69405810       284    16700 SH       DEFINED        2           0        0    16700
Pacific Century Finl           Common           69405810      1307    77660 SH       DEFINED        3           0    77660        0
Pacific Crest Cap              Common           69416610      1436   102100 SH       SOLE                  102100        0        0
Pacific Crest Cap              Common           69416610      1660   119200 SH       SOLE                       0        0   119200
Pacific Sunwear CA             Common           69487310     33041  1763330 SH       SOLE                 1763330        0        0
Pacific Sunwear CA             Common           69487310     20581  1097600 SH       SOLE                       0        0  1097600
Pacific Sunwear CA             Common           69487310     11471   611700 SH       DEFINED        1           0   611700        0
Pacific Union Bank             Common           69502510      3779   403100 SH       SOLE                  403100        0        0
Pacific Union Bank             Common           69502510      4152   448300 SH       SOLE                       0        0   448300
Pacificare Hlth Sys            Common           69511210     54524  1566200 SH       SOLE                       0        0  1566200
Packaged Ice Inc               Common           69514810      2834  1032000 SH       SOLE                 1032000        0        0
Packaged Ice Inc               Common           69514810       550   200000 SH       SOLE                       0        0   200000
Packaged Ice Inc               Common           69514810      1032   375000 SH       DEFINED        1           0   375000        0
Packaged Ice Inc               Common           69514810       534   194000 SH       DEFINED        1           0   194000        0
Packaging Corp Amer            Common           69515610      4079   369500 SH       SOLE                  369500        0        0
Packaging Corp Amer            Common           69515610     62432  5643400 SH       SOLE                       0        0  5643400
Packaging Corp Amer            Common           69515610      3841   347200 SH       DEFINED        1           0   347200        0
Packaging Corp Amer            Common           69515610       940    85000 SH       DEFINED        2           0        0    85000
Pactiv Corporation             Common           69525710      2995   268400 SH       SOLE                  268400        0        0
Pactiv Corporation             Common           69525710      1962   175400 SH       SOLE                       0        0   175400
Pactiv Corporation             Common           69525710      2817   251800 SH       DEFINED        1           0   251800        0
Pall Corp                      Common           69642930     17441   876900 SH       SOLE                  876900        0        0
Pall Corp                      Common           69642930    102251  5128500 SH       SOLE                       0        0  5128500
Pall Corp                      Common           69642930     16660   835570 SH       DEFINED        1           0   835570        0
Pall Corp                      Common           69642930       890    45000 SH       DEFINED        2           0    45000        0
Palm Harbor Homes              Common           69663910      2362   172100 SH       SOLE                  172100        0        0
Palm Harbor Homes              Common           69663910       584    42500 SH       SOLE                       0        0    42500
Palm Harbor Homes              Common           69663910       165    12000 SH       DEFINED        1           0    12000        0
Palm Harbor Homes              Common           69663910      2974   216300 SH       DEFINED        2           0        0   216300
Palm Inc                       Common           69664210    412672  7804587 SH       SOLE                 7804587        0        0
Palm Inc                       Common           69664210     89689  1696439 SH       SOLE                       0        0  1696439
Palm Inc                       Common           69664210     89110  1683285 SH       DEFINED        1           0  1683285        0
Palm Inc                       Common           69664210     13488   254796 SH       DEFINED        1           0        0   254796
Palm Inc                       Common           69664210     14045   265400 SH       DEFINED        2           0        0   265400
Palm Inc                       Common           69664210       968    18600 SH       DEFINED        3           0    18600        0
Palm Inc                       Common           69664210      1075    20300 SH       DEFINED        3           0        0    20300
Pan Pacific Ret REIT           Common           69806L10      2980   149000 SH       SOLE                  149000        0        0
Pan Pacific Ret REIT           Common           69806L10      3316   165800 SH       DEFINED        1           0   165800        0
Parametric Tech Corp           Common           69917310     11324  1038900 SH       SOLE                 1038900        0        0
Parametric Tech Corp           Common           69917310      3856   355400 SH       SOLE                       0        0   355400
Parametric Tech Corp           Common           69917310      2182   199500 SH       DEFINED        1           0   199500        0
Parexel Intl Corp              Common           69946210     13572  1600500 SH       SOLE                 1600500        0        0
Parexel Intl Corp              Common           69946210     13935  1639400 SH       SOLE                       0        0  1639400
Parexel Intl Corp              Common           69946210        88    10300 SH       DEFINED        1           0    10300        0
Parexel Intl Corp              Common           69946210       271    32200 SH       DEFINED        2           0    32200        0
Park Place Entmt Crp           Common           70069010       216    14300 SH       SOLE                   14300        0        0
Parker Drilling                Common           70108110     11703  1673700 SH       SOLE                 1673700        0        0
Parker Drilling                Common           70108110       761   108700 SH       SOLE                       0        0   108700
Parker Drilling                Common           70108110      3937   562400 SH       DEFINED        1           0   562400        0
Parker Drilling                Common           70108110       833   119000 SH       DEFINED        1           0   119000        0
Parker Drilling                Common           70108110      1081   154400 SH       DEFINED        2           0        0   154400
Parker Hannifin Corp           Common           70109410        10      300 SH       SOLE                     300        0        0
Parker Hannifin Corp           Common           70109410     59458  1761700 SH       SOLE                       0        0  1761700
Patina Oil & Gas Crp           Common           70322410     13600   680000 SH       SOLE                  680000        0        0
Patina Oil & Gas Crp           Common           70322410      1600    80000 SH       SOLE                       0        0    80000
Patina Oil & Gas Crp           Common           70322410      5798   289900 SH       DEFINED        1           0   289900        0
Patriot Transpn Hldg           Common           70337B10      1803   114000 SH       SOLE                  114000        0        0
Patriot Transpn Hldg           Common           70337B10       794    50000 SH       SOLE                       0        0    50000
Patriot Transpn Hldg           Common           70337B10       747    47000 SH       DEFINED        1           0    47000        0
Patriot Transpn Hldg           Common           70337B10      1895   119400 SH       DEFINED        2           0        0   119400
Patterson Energy Inc           Common           70341410      9645   280600 SH       SOLE                  280600        0        0
Pechiney SA A ADR              Common           70515120      3856   191600 SH       SOLE                  191600        0        0
Pechiney SA A ADR              Common           70515120     57580  2861128 SH       SOLE                       0        0  2861128
Pechiney SA A ADR              Common           70515120       282    14000 SH       DEFINED        2           0        0    14000
Pediatrix Med Group            Common           70532410      3613   280100 SH       SOLE                  280100        0        0
Pediatrix Med Group            Common           70532410      7040   544100 SH       SOLE                       0        0   544100
Pediatrix Med Group            Common           70532410        28     2200 SH       DEFINED        1           0     2200        0
Pegasystems Inc                Common           70557310      9153  1404800 SH       SOLE                 1404800        0        0
Pegasystems Inc                Common           70557310       512    78700 SH       SOLE                       0        0    78700
Pegasystems Inc                Common           70557310       746   114500 SH       DEFINED        1           0   114500        0
Pegasus Communctns A           Common           70590410    166718  3469960 SH       SOLE                 3469960        0        0
Pegasus Communctns A           Common           70590410     47946   994028 SH       SOLE                       0        0   994028
Pegasus Communctns A           Common           70590410     35950   744060 SH       DEFINED        1           0   744060        0
Pegasus Communctns A           Common           70590410      9862   204400 SH       DEFINED        2           0        0   204400
Pegasus Communctns A           Common           70590410      1049    22100 SH       DEFINED        3           0    22100        0
Pegasus Communctns A           Common           70590410       783    16200 SH       DEFINED        3           0        0    16200
Penford Corporation            Common           70705110      3839   248000 SH       SOLE                  248000        0        0
Penford Corporation            Common           70705110       775    50000 SH       SOLE                       0        0    50000
Penford Corporation            Common           70705110      2213   142800 SH       DEFINED        1           0   142800        0
Penford Corporation            Common           70705110       814    52500 SH       DEFINED        1           0    52500        0
Penford Corporation            Common           70705110      2816   181700 SH       DEFINED        2           0        0   181700
Penn Treaty American           Common           70787410       573    32000 SH       SOLE                   32000        0        0
Penn Treaty American                            707874AC      3790  4550000 PRN      SOLE                 4550000        0        0
Penn Treaty American                            707874AC       667   800000 PRN      SOLE                       0        0   800000
Penn Treaty American                            707874AC      1668  2000000 PRN      DEFINED        1           0  2000000        0
Penn Treaty American                            707874AC       792   950000 PRN      DEFINED        1           0   950000        0
Penn Treaty American                            707874AC      2335  2800000 PRN      DEFINED        2           0        0  2800000
Penn Virginia                  Common           70788210       478    18400 SH       SOLE                   18400        0        0
Penn Virginia                  Common           70788210      1367    52600 SH       DEFINED        1           0    52600        0
Penn Virginia                  Common           70788210       174     6700 SH       DEFINED        1           0     6700        0
Penn Virginia                  Common           70788210      2600   100000 SH       DEFINED        2           0        0   100000
Pennaco Energy Inc             Common           70804610     16131   928400 SH       SOLE                  928400        0        0
Pennaco Energy Inc             Common           70804610      2606   150000 SH       SOLE                       0        0   150000
Pennaco Energy Inc             Common           70804610      3766   216700 SH       DEFINED        1           0   216700        0
Peoples Bk Bridge CT           Common           71019810     52684  2502170 SH       SOLE                 2502170        0        0
Peoples Bk Bridge CT           Common           71019810      8547   405790 SH       SOLE                       0        0   405790
Peoples Bk Bridge CT           Common           71019810     21355  1013885 SH       DEFINED        1           0  1013885        0
Peoples Bk Bridge CT           Common           71019810       317    15300 SH       DEFINED        3           0    15300        0
Peoples Energy                 Common           71103010      5662   169967 SH       SOLE                  169967        0        0
Peoples Energy                 Common           71103010      5270   157900 SH       SOLE                       0        0   157900
Peoples Energy                 Common           71103010      7963   238600 SH       DEFINED        1           0   238600        0
Peoples Finl Corp OH           Common           71103A10       186    34600 SH       SOLE                       0        0    34600
PeopleSoft Inc                 Common           71271310      1456    52100 SH       SOLE                   52100        0        0
PeopleSoft Inc                 Common           71271310      9432   337600 SH       DEFINED        1           0   337600        0
Pepsi Bottling Grp             Common           71340910     20256   675600 SH       SOLE                  675600        0        0
Pepsi Bottling Grp             Common           71340910      3592   119500 SH       SOLE                       0        0   119500
Pepsi Bottling Grp             Common           71340910     18755   623840 SH       DEFINED        1           0   623840        0
Pepsico Inc                    Common           71344810    668092 14546441 SH       SOLE                14546441        0        0
Pepsico Inc                    Common           71344810    214370  4664017 SH       SOLE                       0        0  4664017
Pepsico Inc                    Common           71344810    117551  2555450 SH       DEFINED        1           0  2555450        0
Pepsico Inc                    Common           71344810      3386    75200 SH       DEFINED        1           0    75200        0
Pepsico Inc                    Common           71344810      9862   214400 SH       DEFINED        1           0        0   214400
Pepsico Inc                    Common           71344810      1654    36200 SH       DEFINED        2           0    36200        0
Pepsico Inc                    Common           71344810     26876   584400 SH       DEFINED        2           0        0   584400
Pepsico Inc                    Common           71344810      1510    33400 SH       DEFINED        3           0    33400        0
Pepsico Inc                    Common           71344810      1914    41600 SH       DEFINED        3           0        0    41600
Perceptron Inc                 Common           71361F10       569   175000 SH       SOLE                  175000        0        0
Perceptron Inc                 Common           71361F10       600   184700 SH       DEFINED        1           0   184700        0
Perceptron Inc                 Common           71361F10      1300   400000 SH       DEFINED        2           0        0   400000
Pericom Semiconductr           Common           71383110      5076   135300 SH       SOLE                  135300        0        0
Pericom Semiconductr           Common           71383110       894    23800 SH       SOLE                       0        0    23800
Pericom Semiconductr           Common           71383110      2235    59500 SH       DEFINED        1           0    59500        0
Pericom Semiconductr           Common           71383110       976    26000 SH       DEFINED        1           0    26000        0
Pericom Semiconductr           Common           71383110      2945    78400 SH       DEFINED        2           0        0    78400
Perkin Elmer P03                                714046AA       205   300000 PRN      SOLE                  300000        0        0
Perle Systems Ltd              Common           71415210       414   135000 SH       SOLE                  135000        0        0
Perle Systems Ltd              Common           71415210       414   135000 SH       SOLE                       0        0   135000
Perle Systems Ltd              Common           71415210       337   110000 SH       DEFINED        1           0   110000        0
Perrigo Co                     Common           71429010     28768  4212930 SH       SOLE                 4212930        0        0
Perrigo Co                     Common           71429010     40398  5902730 SH       SOLE                       0        0  5902730
Perrigo Co                     Common           71429010       181    26500 SH       DEFINED        1           0    26500        0
Perrigo Co                     Common           71429010       633    93200 SH       DEFINED        2           0    93200        0
Petro-Canada                   Common           71644E10     16365   735850 SH       SOLE                  735850        0        0
Petro-Canada                   Common           71644E10     80318  3599600 SH       SOLE                       0        0  3599600
Petro-Canada                   Common           71644E10      2961   132700 SH       DEFINED        1           0   132700        0
Petro-Canada                   Common           71644E10       982    44000 SH       DEFINED        2           0        0    44000
PetroChina Co H ADS            Common           71646E10      1890    95690 SH       DEFINED        1           0    95690        0
PetroChina Co H ADS            Common           71646E10        93     4700 SH       DEFINED        1           0     4700        0
Petroglyph Energy              Common           71649C10      1025   390000 SH       SOLE                  390000        0        0
Petroglyph Energy              Common           71649C10       394   150000 SH       DEFINED        1           0   150000        0
Petrol Brasil ADR              Common           71654V40    157490  5256700 SH       SOLE                 5256700        0        0
Petrol Brasil ADR              Common           71654V40    132818  4418000 SH       SOLE                       0        0  4418000
Petrol Brasil ADR              Common           71654V40     37218  1238000 SH       DEFINED        1           0  1238000        0
Petrol Brasil ADR              Common           71654V40      4364   145400 SH       DEFINED        2           0        0   145400
PetroQuest Energy              Common           71674810      4970  1420000 SH       SOLE                 1420000        0        0
PetroQuest Energy              Common           71674810       823   235000 SH       SOLE                       0        0   235000
PetroQuest Energy              Common           71674810      1155   330000 SH       DEFINED        1           0   330000        0
Pharmacyclics Inc              Common           71693310      5879   118800 SH       SOLE                  118800        0        0
Pharmacyclics Inc              Common           71693310     39094   787800 SH       SOLE                       0        0   787800
Pharmacyclics Inc              Common           71693310     14887   300000 SH       DEFINED        1           0   300000        0
Pharmacyclics Inc              Common           71693310        39      800 SH       DEFINED        2           0      800        0
Pharmacyclics Inc              Common           71693310       551    11100 SH       DEFINED        2           0        0    11100
Pfizer Inc                     Common           71708110    567404 12637878 SH       SOLE                12637878        0        0
Pfizer Inc                     Common           71708110    756352 16833477 SH       SOLE                       0        0 16833477
Pfizer Inc                     Common           71708110    135092  3006200 SH       DEFINED        1           0  3006200        0
Pfizer Inc                     Common           71708110      4135    94850 SH       DEFINED        1           0    94850        0
Pfizer Inc                     Common           71708110     12222   271980 SH       DEFINED        2           0        0   271980
Pfizer Inc                     Common           71708110       729    16500 SH       DEFINED        3           0    16500        0
Pfizer Inc                     Common           71708110       602    13392 SH       DEFINED        3           0        0    13392
Pfsweb inc                     Common           71709810      1727   840576 SH       SOLE                  840576        0        0
Pfsweb inc                     Common           71709810       505   245000 SH       SOLE                       0        0   245000
Pfsweb inc                     Common           71709810      1268   615000 SH       DEFINED        1           0   615000        0
Pfsweb inc                     Common           71709810       140    68000 SH       DEFINED        1           0    68000        0
Pharmaceutical Prod            Common           71712410      6801   256600 SH       SOLE                  256600        0        0
Pharmaceutical Prod            Common           71712410       478    18000 SH       SOLE                       0        0    18000
Pharmaceutical Prod            Common           71712410        48     1800 SH       DEFINED        1           0     1800        0
Pharmaceutical Prod            Common           71712410       282    10700 SH       DEFINED        2           0    10700        0
Pharmacopeia Inc               Common           71713B10      9333   366800 SH       SOLE                  366800        0        0
Pharmacopeia Inc               Common           71713B10     12263   480900 SH       SOLE                       0        0   480900
Pharmacopeia Inc               Common           71713B10     16836   660200 SH       DEFINED        1           0   660200        0
Pharmacopeia Inc               Common           71713B10       561    22200 SH       DEFINED        2           0    22200        0
Pharmacopeia Inc               Common           71713B10       418    16400 SH       DEFINED        2           0        0    16400
Pharmacia Corp                 Common           71713U10   1268618 21105481 SH       SOLE                21105481        0        0
Pharmacia Corp                 Common           71713U10   2588248 43006512 SH       SOLE                       0        0 43006512
Pharmacia Corp                 Common           71713U10    233420  3878191 SH       DEFINED        1           0  3878191        0
Pharmacia Corp                 Common           71713U10     12924   215916 SH       DEFINED        1           0   215916        0
Pharmacia Corp                 Common           71713U10     13946   231712 SH       DEFINED        1           0        0   231712
Pharmacia Corp                 Common           71713U10      1003    16800 SH       DEFINED        2           0    16800        0
Pharmacia Corp                 Common           71713U10      3379    56500 SH       DEFINED        2           0    56500        0
Pharmacia Corp                 Common           71713U10     69376  1152859 SH       DEFINED        2           0        0  1152859
Pharmacia Corp                 Common           71713U10      4519    76400 SH       DEFINED        3           0    76400        0
Pharmacia Corp                 Common           71713U10      5256    87321 SH       DEFINED        3           0        0    87321
Phelps Dodge                   Common           71726510      8746   209500 SH       SOLE                  209500        0        0
Phelps Dodge                   Common           71726510    153903  3686300 SH       SOLE                       0        0  3686300
Phelps Dodge                   Common           71726510       951    22790 SH       DEFINED        1           0    22790        0
Phelps Dodge                   Common           71726510      1983    47500 SH       DEFINED        1           0    47500        0
Philip Morris Cos              Common           71815410    132394  4499782 SH       SOLE                 4499782        0        0
Philip Morris Cos              Common           71815410    205734  6989550 SH       SOLE                       0        0  6989550
Philip Morris Cos              Common           71815410     33279  1130470 SH       DEFINED        1           0  1130470        0
Philip Morris Cos              Common           71815410      3930   133500 SH       DEFINED        1           0   133500        0
Philip Morris Cos              Common           71815410       693    23700 SH       DEFINED        2           0    23700        0
Philip Morris Cos              Common           71815410       108     3700 SH       DEFINED        2           0        0     3700
Phillips Petroleum             Common           71850710      2101    33900 SH       SOLE                   33900        0        0
Phillips Petroleum             Common           71850710    167060  2662300 SH       SOLE                       0        0  2662300
Phillips Petroleum             Common           71850710      3633    57900 SH       DEFINED        1           0    57900        0
Phone.com Inc                  Common           71920Q10     73190   646621 SH       SOLE                  646621        0        0
Phone.com Inc                  Common           71920Q10     12388   109350 SH       SOLE                       0        0   109350
Phone.com Inc                  Common           71920Q10     15042   132390 SH       DEFINED        1           0   132390        0
Phone.com Inc                  Common           71920Q10       488     4300 SH       DEFINED        1           0     4300        0
Phone.com Inc                  Common           71920Q10       655     5800 SH       DEFINED        2           0     5800        0
Phone.com Inc                  Common           71920Q10      7549    66460 SH       DEFINED        2           0        0    66460
Phone.com Inc                  Common           71920Q10       547     4900 SH       DEFINED        3           0     4900        0
Phone.com Inc                  Common           71920Q10       598     5260 SH       DEFINED        3           0        0     5260
Phosphate Res Ptnrs            Common           71921710     19089  4018800 SH       SOLE                       0        0  4018800
Pier One Imports               Common           72027910     13941  1029000 SH       SOLE                 1029000        0        0
Pier One Imports               Common           72027910      9655   712600 SH       SOLE                       0        0   712600
Pier One Imports               Common           72027910      6048   445900 SH       DEFINED        1           0   445900        0
Pillowtex Corp                 Common           72150110         8     3000 SH       SOLE                    3000        0        0
Pinnacle Hldgs REIT            Common           72346N10      1164    43700 SH       SOLE                   43700        0        0
Pinnacle West Cap              Common           72348410    161020  3173035 SH       SOLE                 3173035        0        0
Pinnacle West Cap              Common           72348410    239883  4715447 SH       SOLE                       0        0  4715447
Pinnacle West Cap              Common           72348410     54209  1065545 SH       DEFINED        1           0  1065545        0
Pinnacle West Cap              Common           72348410      5856   115100 SH       DEFINED        1           0   115100        0
Pinnacle West Cap              Common           72348410      7702   151399 SH       DEFINED        1           0        0   151399
Pinnacle West Cap              Common           72348410     15215   299130 SH       DEFINED        2           0        0   299130
Pinnacle West Cap              Common           72348410      1085    21700 SH       DEFINED        3           0    21700        0
Pinnacle West Cap              Common           72348410      1291    25380 SH       DEFINED        3           0        0    25380
Pioneer Corp ADR               Common           72364610       343     8300 SH       SOLE                    8300        0        0
Pioneer Corp ADR               Common           72364610         5      120 SH       DEFINED        1           0      120        0
Pitney Bowes Inc               Common           72447910     10934   277200 SH       SOLE                  277200        0        0
Pitney Bowes Inc               Common           72447910    131536  3335300 SH       SOLE                       0        0  3335300
Pitney Bowes Inc               Common           72447910      3046    77200 SH       DEFINED        1           0    77200        0
Pitney Bowes Inc               Common           72447910      3506    88900 SH       DEFINED        1           0    88900        0
Pitney Bowes Inc               Common           72447910      1290    32700 SH       DEFINED        1           0        0    32700
Placer Dome Inc                Common           72590610        40     4300 SH       SOLE                    4300        0        0
Planar Systems                 Common           72690010      6984   375000 SH       SOLE                       0        0   375000
Planar Systems                 Common           72690010      1177    63200 SH       DEFINED        1           0    63200        0
Plantronics Inc                Common           72749310      1318    34700 SH       SOLE                   34700        0        0
Plantronics Inc                Common           72749310      2907    76500 SH       DEFINED        1           0    76500        0
Playboy Entprs Cl B            Common           72811730      5228   350000 SH       SOLE                       0        0   350000
Playboy Entprs Cl B            Common           72811730       744    49800 SH       DEFINED        1           0    49800        0
Plexus Corp                    Common           72913210     27691   392800 SH       SOLE                  392800        0        0
Plexus Corp                    Common           72913210       775    11000 SH       DEFINED        1           0    11000        0
Pogo Producing Co              Common           73044810       467    18400 SH       SOLE                   18400        0        0
Pogo Producing Co              Common           73044810      2535    99900 SH       DEFINED        1           0    99900        0
Pohang Iron&Stl ADR            Common           73045010      3793   203700 SH       SOLE                  203700        0        0
Pohang Iron&Stl ADR            Common           73045010       382    20500 SH       DEFINED        1           0    20500        0
Polaris Industries             Common           73106810      2152    61200 SH       SOLE                   61200        0        0
Polaris Industries             Common           73106810      1407    39900 SH       SOLE                       0        0    39900
Polaris Industries             Common           73106810      2045    58000 SH       DEFINED        1           0    58000        0
Pontotoc Production            Common           73276310        95    10000 SH       SOLE                   10000        0        0
Port Financial Corp            Common           73411910      3813   214800 SH       SOLE                  214800        0        0
Port Financial Corp            Common           73411910     14509   819800 SH       SOLE                       0        0   819800
Portugal Telecom ADS           Common           73727310       125    12300 SH       SOLE                   12300        0        0
Portugal Telecom ADS           Common           73727310         4      440 SH       DEFINED        1           0      440        0
Powergen PLC ADR               Common           73890540      8017   254500 SH       SOLE                       0        0   254500
Powell Industries              Common           73912810      4279   361000 SH       SOLE                  361000        0        0
Powell Industries              Common           73912810      1306   110000 SH       SOLE                       0        0   110000
Powell Industries              Common           73912810      3028   255000 SH       DEFINED        1           0   255000        0
Powell Industries              Common           73912810      1366   115000 SH       DEFINED        1           0   115000        0
Power One Inc                  Common           73930810     23335   385600 SH       SOLE                  385600        0        0
Power One Inc                  Common           73930810       381     6300 SH       SOLE                       0        0     6300
Powerwave Technol              Common           73936310       391    10300 SH       SOLE                   10300        0        0
Powerwave Technol              Common           73936310      2198    57900 SH       DEFINED        1           0    57900        0
Praxair Inc                    Common           74005P10      1417    37900 SH       SOLE                   37900        0        0
Praxair Inc                    Common           74005P10     35327   945200 SH       SOLE                       0        0   945200
Praxair Inc                    Common           74005P10      5233   140000 SH       DEFINED        1           0   140000        0
Praxair Inc                    Common           74005P10       336     9000 SH       DEFINED        2           0        0     9000
Prepaid Legal Svcs             Common           74006510      2013    62300 SH       DEFINED        1           0    62300        0
Precision Castparts            Common           74018910    166073  4327900 SH       SOLE                 4327900        0        0
Precision Castparts            Common           74018910      2923    76200 SH       SOLE                       0        0    76200
Precision Castparts            Common           74018910     13520   352300 SH       DEFINED        1           0   352300        0
Precision Drilling             Common           74022D10     13598   381700 SH       SOLE                  381700        0        0
PrimaCom AG ADR                Common           74154N10     11592   828800 SH       SOLE                  828800        0        0
PrimaCom AG ADR                Common           74154N10      5229   373500 SH       SOLE                       0        0   373500
PrimaCom AG ADR                Common           74154N10      4750   339300 SH       DEFINED        1           0   339300        0
Prime Medical Svcs             Common           74156D10      3215   415600 SH       SOLE                  415600        0        0
Prime Medical Svcs             Common           74156D10       397    51200 SH       DEFINED        1           0    51200        0
Prime Medical Svcs             Common           74156D10      2480   320000 SH       DEFINED        2           0        0   320000
Prime Hospitality              Common           74191710      4702   464500 SH       SOLE                  464500        0        0
Primus Telecomm Gp             Common           74192910      1624   172750 SH       SOLE                  172750        0        0
Primus Telecomm Gp             Common           74192910       587    61800 SH       SOLE                       0        0    61800
Primus Telecomm Gp             Common           74192910      1649   173550 SH       DEFINED        2           0        0   173550
Pride International            Common           74193210     23320   880800 SH       SOLE                  880800        0        0
Pride International            Common           74193210      7683   289900 SH       DEFINED        1           0   289900        0
Princeton Natl Bcp             Common           74228210       776    58250 SH       SOLE                   58250        0        0
Princeton Natl Bcp             Common           74228210      1105    82650 SH       SOLE                       0        0    82650
Princeton Natl Bcp             Common           74228210      1214    90750 SH       DEFINED        1           0    90750        0
Printronix                     Common           74257810      2362   248700 SH       SOLE                  248700        0        0
Printronix                     Common           74257810       710    74600 SH       SOLE                       0        0    74600
Printronix                     Common           74257810      1797   188800 SH       DEFINED        1           0   188800        0
Printronix                     Common           74257810       366    38500 SH       DEFINED        1           0    38500        0
Procter & Gamble Co            Common           74271810    565198  8448661 SH       SOLE                 8448661        0        0
Procter & Gamble Co            Common           74271810    295139  4406559 SH       SOLE                       0        0  4406559
Procter & Gamble Co            Common           74271810     74265  1108430 SH       DEFINED        1           0  1108430        0
Procter & Gamble Co            Common           74271810      7171   108100 SH       DEFINED        1           0   108100        0
Procter & Gamble Co            Common           74271810      9862   147200 SH       DEFINED        1           0        0   147200
Procter & Gamble Co            Common           74271810       419     6300 SH       DEFINED        2           0     6300        0
Procter & Gamble Co            Common           74271810     22794   340330 SH       DEFINED        2           0        0   340330
Procter & Gamble Co            Common           74271810       948    14400 SH       DEFINED        3           0    14400        0
Procter & Gamble Co            Common           74271810      1613    24070 SH       DEFINED        3           0        0    24070
Professionals Grp              Common           74295410       469    21000 SH       SOLE                   21000        0        0
PrivateBancorp Inc             Common           74296210        77     5600 SH       SOLE                    5600        0        0
PrivateBancorp Inc             Common           74296210      1311    94900 SH       SOLE                       0        0    94900
Profit Recovery Grp            Common           74316810      3723   377100 SH       SOLE                  377100        0        0
Profit Recovery Grp            Common           74316810      1080   109350 SH       DEFINED        1           0   109350        0
Progress Financial             Common           74326610       889    79000 SH       SOLE                       0        0    79000
Prologis Trust REIT            Common           74341010      5047   212500 SH       SOLE                  212500        0        0
Prologis Trust REIT            Common           74341010      5085   214100 SH       DEFINED        1           0   214100        0
Prologis Trust REIT            Cv Pfd           74341030       163     5300 PRN      SOLE                    5300        0        0
Protective Life Corp           Common           74367410      3627   121400 SH       DEFINED        1           0   121400        0
Provant Inc                    Common           74372410      3352   480000 SH       SOLE                  480000        0        0
Provant Inc                    Common           74372410      1157   165400 SH       DEFINED        1           0   165400        0
Provant Inc                    Common           74372410      1190   170000 SH       DEFINED        1           0   170000        0
Provident Finl Hldgs           Common           74386810       555    29300 SH       SOLE                   29300        0        0
Provident Finl Hldgs           Common           74386810      6563   347300 SH       SOLE                       0        0   347300
Providian Finl Corp            Common           74406A10       736     5800 SH       SOLE                    5800        0        0
Proxim Inc                     Common           74428410      1393    31300 SH       SOLE                   31300        0        0
Prudential Corp ADR            Common           74435K20       358    13250 SH       SOLE                   13250        0        0
Public Service Co NM           Common           74449910      5175   200000 SH       SOLE                       0        0   200000
Public Service Co NM           Common           74449910       396    15300 SH       DEFINED        1           0    15300        0
Public Service Entpr           Common           74457310      1081    24200 SH       SOLE                   24200        0        0
Public Service Entpr           Common           74457310      1104    24700 SH       SOLE                       0        0    24700
Public Service Entpr           Common           74457310         6      130 SH       DEFINED        1           0      130        0
Puget Sound Energy             Common           74533210        63     2500 SH       SOLE                       0        0     2500
Pure Resources Inc             Common           74622E10      6590   311424 SH       SOLE                  311424        0        0
Pure Resources Inc             Common           74622E10      1050    49553 SH       SOLE                       0        0    49553
Pure Resources Inc             Common           74622E10      2785   131456 SH       DEFINED        1           0   131456        0
Pure Resources Inc             Common           74622E10      1171    55299 SH       DEFINED        1           0    55299        0
Pure Resources Inc             Common           74622E10      3815   180048 SH       DEFINED        2           0        0   180048
QRS Corp                       Common           74726X10      3989   265200 SH       SOLE                  265200        0        0
QRS Corp                       Common           74726X10       703    46700 SH       SOLE                       0        0    46700
QRS Corp                       Common           74726X10      1743   115700 SH       DEFINED        1           0   115700        0
QRS Corp                       Common           74726X10       765    50800 SH       DEFINED        1           0    50800        0
QRS Corp                       Common           74726X10      2321   154100 SH       DEFINED        2           0        0   154100
Qlogic Corp                    Common           74727710      2587    29400 SH       DEFINED        1           0    29400        0
Quaker City Bcp Inc            Common           74731K10      2552   133300 SH       SOLE                  133300        0        0
Quaker City Bcp Inc            Common           74731K10       683    35600 SH       DEFINED        1           0    35600        0
Quaker City Bcp Inc            Common           74731K10       443    23100 SH       DEFINED        2           0        0    23100
Quaker Fabric Corp             Common           74739910      3151   600000 SH       SOLE                  600000        0        0
Quaker Fabric Corp             Common           74739910      3229   615000 SH       DEFINED        2           0        0   615000
Qualcomm Inc                   Common           74752510       527     7400 SH       SOLE                       0        0     7400
Qualcomm Inc                   Common           74752510     14721   206600 SH       DEFINED        1           0   206600        0
Qualstar Corp                  Common           74758R10      2690   225300 SH       SOLE                  225300        0        0
Qualstar Corp                  Common           74758R10      1552   130000 SH       DEFINED        1           0   130000        0
Quantum DLT &Storage           Common           74790620       121     8000 SH       SOLE                    8000        0        0
Quantum DLT &Storage           Common           74790620     27144  1802000 SH       SOLE                       0        0  1802000
Quantum DLT &Storage           Common           74790620        92     6100 SH       DEFINED        1           0     6100        0
Quantum Hard Disk Dr           Common           74790630     46469  4682330 SH       SOLE                 4682330        0        0
Quantum Hard Disk Dr           Common           74790630     31212  3140600 SH       SOLE                       0        0  3140600
Quantum Hard Disk Dr           Common           74790630     33525  3373300 SH       DEFINED        1           0  3373300        0
Quantum Hard Disk Dr           Common           74790630      1060   108500 SH       DEFINED        3           0   108500        0
Quest Diagnostics              Common           74834L10     71977   627700 SH       SOLE                  627700        0        0
Quest Diagnostics              Common           74834L10    240387  2095200 SH       SOLE                       0        0  2095200
Quest Diagnostics              Common           74834L10      6588    57420 SH       DEFINED        1           0    57420        0
Quest Software Inc             Common           74834T10      2484    40000 SH       SOLE                   40000        0        0
Quest Software Inc             Common           74834T10       683    11000 SH       DEFINED        1           0    11000        0
Questar Corp                   Common           74835610     11436   411200 SH       SOLE                  411200        0        0
Questar Corp                   Common           74835610     67151  2414400 SH       SOLE                       0        0  2414400
Questar Corp                   Common           74835610      5932   213300 SH       DEFINED        1           0   213300        0
Quicksilver Res Inc            Common           74837R10      3035   311300 SH       SOLE                  311300        0        0
Quicksilver Res Inc            Common           74837R10      2129   218300 SH       DEFINED        1           0   218300        0
Quicksilver Res Inc            Common           74837R10       975   100000 SH       DEFINED        1           0   100000        0
Quicksilver Res Inc            Common           74837R10      3900   400000 SH       DEFINED        2           0        0   400000
Quiksilver Inc                 Common           74838C10       768    39900 SH       SOLE                   39900        0        0
Quidel Corp                    Common           74838J10       147    34000 SH       SOLE                   34000        0        0
Quidel Corp                    Common           74838J10       305    70800 SH       SOLE                       0        0    70800
Quintiles Transnatl            Common           74876710     39767  2499600 SH       SOLE                 2499600        0        0
Quintiles Transnatl            Common           74876710    119028  7468200 SH       SOLE                       0        0  7468200
Quintiles Transnatl            Common           74876710       252    15800 SH       DEFINED        1           0    15800        0
Quintiles Transnatl            Common           74876710       458    29000 SH       DEFINED        2           0    29000        0
Quorum Health Group            Common           74908410      1814   140000 SH       SOLE                  140000        0        0
Quorum Health Group            Common           74908410     40989  3153000 SH       SOLE                       0        0  3153000
Quorum Health Group            Common           74908410      1367   105100 SH       DEFINED        1           0   105100        0
Quorum Health Group            Common           74908410       129    10000 SH       DEFINED        2           0    10000        0
Quotesmith.com Inc             Common           74911710      1810   908300 SH       SOLE                  908300        0        0
Quotesmith.com Inc             Common           74911710       500   250000 SH       SOLE                       0        0   250000
Quotesmith.com Inc             Common           74911710      1280   640000 SH       DEFINED        1           0   640000        0
Quotesmith.com Inc             Common           74911710       130    65000 SH       DEFINED        1           0    65000        0
Qwest Commns Intl              Common           74912110    109030  2270454 SH       SOLE                 2270454        0        0
Qwest Commns Intl              Common           74912110     28681   596716 SH       SOLE                       0        0   596716
Qwest Commns Intl              Common           74912110     50715  1055164 SH       DEFINED        1           0  1055164        0
Qwest Commns Intl              Common           74912110      5137   106881 SH       DEFINED        1           0        0   106881
Qwest Commns Intl              Common           74912110      9243   192300 SH       DEFINED        2           0        0   192300
Qwest Commns Intl              Common           74912110       751    15900 SH       DEFINED        3           0    15900        0
Qwest Commns Intl              Common           74912110       870    18100 SH       DEFINED        3           0        0    18100
R&B Falcon Corp                Common           74912E10    284828 10224600 SH       SOLE                10224600        0        0
R&B Falcon Corp                Common           74912E10     49372  1774600 SH       SOLE                       0        0  1774600
R&B Falcon Corp                Common           74912E10     27981  1003810 SH       DEFINED        1           0  1003810        0
RCM Technologies Inc           Common           74936040      1597   400000 SH       SOLE                  400000        0        0
RCM Technologies Inc           Common           74936040       100    25000 SH       DEFINED        1           0    25000        0
RCM Technologies Inc           Common           74936040      1300   325000 SH       DEFINED        2           0        0   325000
RCN Corporation                Common           74936110     15429   743750 SH       SOLE                  743750        0        0
RCN Corporation                Common           74936110      9985   481200 SH       SOLE                       0        0   481200
RCN Corporation                Common           74936110      7288   351250 SH       DEFINED        1           0   351250        0
RDO Equipment Co A             Common           74941310      1052   358000 SH       SOLE                  358000        0        0
RF Monolithics Inc             Common           74955F10      1292   220000 SH       SOLE                  220000        0        0
RF Monolithics Inc             Common           74955F10       411    70000 SH       SOLE                       0        0    70000
RF Monolithics Inc             Common           74955F10      1062   180800 SH       DEFINED        1           0   180800        0
RF Monolithics Inc             Common           74955F10       382    65000 SH       DEFINED        1           0    65000        0
R.H. Donnelley Corp            Common           74955W30       866    41000 SH       DEFINED        1           0    41000        0
RSA Security Inc               Common           74971910       298     6900 SH       SOLE                    6900        0        0
RSA Security Inc               Common           74971910      1617    37500 SH       DEFINED        1           0    37500        0
RWD Technologies Inc           Common           74975B10       855   100600 SH       SOLE                  100600        0        0
RWD Technologies Inc           Common           74975B10       936   110100 SH       DEFINED        1           0   110100        0
Radian Group Inc               Common           75023610      1047    15500 SH       SOLE                   15500        0        0
Radian Group Inc               Common           75023610      5002    74100 SH       DEFINED        1           0    74100        0
Radiant Systems Inc            Common           75025N10      1996    93600 SH       SOLE                   93600        0        0
Radiant Systems Inc            Common           75025N10      1308    61200 SH       SOLE                       0        0    61200
Radiant Systems Inc            Common           75025N10      1892    88500 SH       DEFINED        1           0    88500        0
Radio One Inc D                Common           75040P40       141    20000 SH       SOLE                   20000        0        0
RadioShack Corp                Common           75043810    176085  2737410 SH       SOLE                 2737410        0        0
RadioShack Corp                Common           75043810     93122  1441740 SH       SOLE                       0        0  1441740
RadioShack Corp                Common           75043810     69441  1074530 SH       DEFINED        1           0  1074530        0
RadioShack Corp                Common           75043810     37462   579800 SH       DEFINED        2           0        0   579800
RadioShack Corp                Common           75043810      3690    58100 SH       DEFINED        3           0    58100        0
RadioShack Corp                Common           75043810      3128    48400 SH       DEFINED        3           0        0    48400
Rainbow Technologies           Common           75086210     21010   594350 SH       SOLE                  594350        0        0
Rainbow Technologies           Common           75086210       665    18800 SH       SOLE                       0        0    18800
Rainbow Technologies           Common           75086210       166     4700 SH       DEFINED        1           0     4700        0
Rainbow Technologies           Common           75086210      2204    62300 SH       DEFINED        2           0        0    62300
Rambus Inc Del                 Common           75091710        16      200 SH       DEFINED        1           0      200        0
Range Resources Corp           Common           75281A10      3327   692900 SH       SOLE                  692900        0        0
Range Resources Corp           Common           75281A10      2181   453200 SH       SOLE                       0        0   453200
Range Resources Corp           Common           75281A10      3183   661500 SH       DEFINED        1           0   661500        0
Rational Software              Common           75409P20    507967  7326800 SH       SOLE                 7326800        0        0
Rational Software              Common           75409P20     81968  1183310 SH       SOLE                       0        0  1183310
Rational Software              Common           75409P20     50361   725920 SH       DEFINED        1           0   725920        0
Rational Software              Common           75409P20       749    10800 SH       DEFINED        1           0    10800        0
Rational Software              Common           75409P20      1076    15600 SH       DEFINED        2           0    15600        0
Rational Software              Common           75409P20      1308    18900 SH       DEFINED        2           0        0    18900
Raymond James Finl             Common           75473010      3232    98300 SH       SOLE                   98300        0        0
Raymond James Finl             Common           75473010      1676    50900 SH       SOLE                       0        0    50900
Raymond James Finl             Common           75473010      4911   149100 SH       DEFINED        1           0   149100        0
Raytheon Co A                  Common           75511130      1454    53100 SH       SOLE                   53100        0        0
Raytheon Co A                  Common           75511130    112005  4091500 SH       SOLE                       0        0  4091500
Read-Rite Corp                 Common           75524610     28914  2570000 SH       SOLE                 2570000        0        0
Reckson Rlty REIT              Common           75621K10     40522  1589100 SH       SOLE                 1589100        0        0
Reckson Rlty REIT              Common           75621K10      3850   151000 SH       DEFINED        1           0   151000        0
Redwood Tr Inc REIT            Common           75807540       693    45400 SH       SOLE                   45400        0        0
Reed Intl PLC ADR              Common           75821287     12535   391465 SH       SOLE                  391465        0        0
Reed Intl PLC ADR              Common           75821287      4293   132641 SH       SOLE                       0        0   132641
Reed Intl PLC ADR              Common           75821287      5571   171750 SH       DEFINED        1           0   171750        0
Reed Intl PLC ADR              Common           75821287       948    29300 SH       DEFINED        2           0        0    29300
Regeneron Pharm Inc            Common           75886F10      9915   303900 SH       SOLE                  303900        0        0
Regeneron Pharm Inc            Common           75886F10       561    17200 SH       SOLE                       0        0    17200
Regeneron Pharm Inc            Common           75886F10     16010   490700 SH       DEFINED        1           0   490700        0
Regeneron Pharm Inc            Common           75886F10       219     6700 SH       DEFINED        2           0        0     6700
Regis Corp                     Common           75893210      4873   325100 SH       SOLE                  325100        0        0
Regis Corp                     Common           75893210       866    57700 SH       SOLE                       0        0    57700
Regis Corp                     Common           75893210      2255   150300 SH       DEFINED        1           0   150300        0
Regis Corp                     Common           75893210       931    62000 SH       DEFINED        1           0    62000        0
Regis Corp                     Common           75893210      2904   193600 SH       DEFINED        2           0        0   193600
Reinsurance Group              Common           75935110     68459  2002437 SH       SOLE                 2002437        0        0
Reinsurance Group              Common           75935110     13120   383062 SH       SOLE                       0        0   383062
Reinsurance Group              Common           75935110     25686   749935 SH       DEFINED        1           0   749935        0
REMEC Inc                      Common           75954310     47528  1615450 SH       SOLE                 1615450        0        0
REMEC Inc                      Common           75954310     30758  1044800 SH       SOLE                       0        0  1044800
REMEC Inc                      Common           75954310     16458   559040 SH       DEFINED        1           0   559040        0
REMEC Inc                      Common           75954310       887    30150 SH       DEFINED        1           0    30150        0
REMEC Inc                      Common           75954310      2646    89900 SH       DEFINED        2           0        0    89900
Remedy Corp                    Common           75954810       989    52400 SH       SOLE                   52400        0        0
Remedy Corp                    Common           75954810      2463   130500 SH       DEFINED        1           0   130500        0
RemedyTemp Inc Cl A            Common           75954910      2802   234900 SH       SOLE                  234900        0        0
RemedyTemp Inc Cl A            Common           75954910       743    62200 SH       SOLE                       0        0    62200
RemedyTemp Inc Cl A            Common           75954910      2003   167600 SH       DEFINED        1           0   167600        0
RemedyTemp Inc Cl A            Common           75954910      2954   247100 SH       DEFINED        2           0        0   247100
Remington Oil & Gas            Common           75959430       209    20000 SH       SOLE                   20000        0        0
Repsol YPF SA ADR              Common           76026T20    110201  6029740 SH       SOLE                 6029740        0        0
Repsol YPF SA ADR              Common           76026T20    205099 11200300 SH       SOLE                       0        0 11200300
Repsol YPF SA ADR              Common           76026T20     19896  1086345 SH       DEFINED        1           0  1086345        0
Repsol YPF SA ADR              Common           76026T20      3955   216000 SH       DEFINED        1           0   216000        0
Repsol YPF SA ADR              Common           76026T20       183    10000 SH       DEFINED        2           0        0    10000
Republic Svcs Inc              Common           76075910       105     8000 SH       SOLE                    8000        0        0
Republic Svcs Inc              Common           76075910    129852  9893500 SH       SOLE                       0        0  9893500
Republic Svcs Inc              Common           76075910        79     6000 SH       DEFINED        1           0     6000        0
Republic Svcs Inc              Common           76075910      2495   190100 SH       DEFINED        2           0        0   190100
Res-Care Inc                                    760943AC      3650  8350000 PRN      SOLE                 8350000        0        0
Res-Care Inc                                    760943AC       547  1250000 PRN      SOLE                       0        0  1250000
Res-Care Inc                                    760943AC      1750  4000000 PRN      DEFINED        1           0  4000000        0
Res-Care Inc                                    760943AC       787  1800000 PRN      DEFINED        1           0  1800000        0
Res-Care Inc                                    760943AC      2188  5000000 PRN      DEFINED        2           0        0  5000000
Research in Motion             Common           76097510     26858   273190 SH       SOLE                  273190        0        0
Research in Motion             Common           76097510      4297    43600 SH       SOLE                       0        0    43600
Research in Motion             Common           76097510     15366   155900 SH       DEFINED        1           0   155900        0
Resource America A             Common           76119520      8092   952000 SH       SOLE                  952000        0        0
Resource America A             Common           76119520     17353  2046200 SH       SOLE                       0        0  2046200
Resource Asset REIT            Common           76119610       617    49000 SH       SOLE                       0        0    49000
Resource Bancshs Mtg           Common           76119710      3432   604300 SH       SOLE                  604300        0        0
Resource Bancshs Mtg           Common           76119710       660   116000 SH       SOLE                       0        0   116000
Resource Bancshs Mtg           Common           76119710      1977   347600 SH       DEFINED        1           0   347600        0
Resource Bancshs Mtg           Common           76119710       740   130000 SH       DEFINED        1           0   130000        0
Resource Bancshs Mtg           Common           76119710      2844   500000 SH       DEFINED        2           0        0   500000
Respironics Inc                Common           76123010     20860  1254600 SH       SOLE                 1254600        0        0
Respironics Inc                Common           76123010      3519   210900 SH       SOLE                       0        0   210900
Respironics Inc                Common           76123010      6816   408400 SH       DEFINED        1           0   408400        0
Respironics Inc                Common           76123010      1081    64800 SH       DEFINED        1           0    64800        0
Respironics Inc                Common           76123010       326    19700 SH       DEFINED        2           0    19700        0
Respironics Inc                Common           76123010      3298   197600 SH       DEFINED        2           0        0   197600
Reynolds & Reyn Cl A           Common           76169510      3407   171400 SH       DEFINED        1           0   171400        0
RJ Reynolds Tobacco            Common           76182K10     64967  2023900 SH       SOLE                 2023900        0        0
RJ Reynolds Tobacco            Common           76182K10      5610   174200 SH       SOLE                       0        0   174200
RJ Reynolds Tobacco            Common           76182K10     20740   643100 SH       DEFINED        1           0   643100        0
RJ Reynolds Tobacco            Common           76182K10      5728   177600 SH       DEFINED        1           0        0   177600
RJ Reynolds Tobacco            Common           76182K10     12103   375400 SH       DEFINED        2           0        0   375400
RJ Reynolds Tobacco            Common           76182K10       913    28800 SH       DEFINED        3           0    28800        0
RJ Reynolds Tobacco            Common           76182K10      1097    34000 SH       DEFINED        3           0        0    34000
Rhythms NetConnectns           Common           76243020      2795   378900 SH       SOLE                  378900        0        0
Rhythms NetConnectns           Common           76243020       516    70000 SH       SOLE                       0        0    70000
Ribozyme Pharm Inc             Common           76256710       145     5000 SH       SOLE                    5000        0        0
Ribozyme Pharm Inc             Common           76256710       284     9800 SH       SOLE                       0        0     9800
Ribozyme Pharm Inc             Common           76256710      2700    93100 SH       DEFINED        1           0    93100        0
Ribozyme Pharm Inc             Common           76256710       168     5800 SH       DEFINED        2           0        0     5800
Richmond Cnty Finl             Common           76455610        46     1900 SH       SOLE                       0        0     1900
Rio Tinto ADR                  Common           76720410      2214    37200 SH       SOLE                   37200        0        0
River Valley Bcp               Common           76847510       636    45000 SH       SOLE                       0        0    45000
Riviana Foods Inc              Common           76953610        62     3700 SH       SOLE                    3700        0        0
Riviana Foods Inc              Common           76953610        13      800 SH       DEFINED        1           0      800        0
Riviera Tool Company           Common           76964810       350   140000 SH       SOLE                  140000        0        0
Riviera Tool Company           Common           76964810       444   177711 SH       DEFINED        1           0   177711        0
Robbins & Myers Inc            Common           77019610      7193   305100 SH       SOLE                  305100        0        0
Robbins & Myers Inc            Common           77019610      4534   191900 SH       SOLE                       0        0   191900
Robbins & Myers Inc            Common           77019610      6741   285300 SH       DEFINED        1           0   285300        0
Robert Half Intl Inc           Common           77032310      1360    39200 SH       SOLE                   39200        0        0
Robert Half Intl Inc           Common           77032310      6924   199600 SH       DEFINED        1           0   199600        0
Rock of Ages Corp A            Common           77263210       820   150000 SH       SOLE                  150000        0        0
Rock of Ages Corp A            Common           77263210       825   150000 SH       SOLE                       0        0   150000
Rock of Ages Corp A            Common           77263210      2035   370000 SH       DEFINED        1           0   370000        0
Rock of Ages Corp A            Common           77263210       759   138000 SH       DEFINED        1           0   138000        0
Rogers Communctns B            Common           77510920     96749  4084300 SH       SOLE                 4084300        0        0
Rogers Corp                    Common           77513310      3485   110650 SH       SOLE                  110650        0        0
Rogers Corp                    Common           77513310       759    24000 SH       SOLE                       0        0    24000
Rogers Corp                    Common           77513310      2236    70700 SH       DEFINED        1           0    70700        0
Rogers Corp                    Common           77513310       633    20000 SH       DEFINED        1           0    20000        0
Rogers Corp                    Common           77513310      2935    92800 SH       DEFINED        2           0        0    92800
Rogers Wireless Comm           Common           77531510        87     2900 SH       SOLE                    2900        0        0
Rohm & Haas Co                 Common           77537110     18316   630200 SH       SOLE                  630200        0        0
Rohm & Haas Co                 Common           77537110    141645  4873700 SH       SOLE                       0        0  4873700
Rohm & Haas Co                 Common           77537110      5365   184600 SH       DEFINED        1           0   184600        0
Rohm & Haas Co                 Common           77537110      2828    97300 SH       DEFINED        1           0        0    97300
Rohm & Haas Co                 Common           77537110      1392    47900 SH       DEFINED        2           0        0    47900
Rollins Truck Leasng           Common           77574110      1866   295650 SH       DEFINED        1           0   295650        0
Roper Inds Inc New             Common           77669610       893    26900 SH       SOLE                   26900        0        0
Ross Stores Inc                Common           77829610    123984  8625000 SH       SOLE                       0        0  8625000
Rowan Companies Inc            Common           77938210     33870  1169000 SH       SOLE                 1169000        0        0
Rowan Companies Inc            Common           77938210     23116   797100 SH       SOLE                       0        0   797100
Rowan Companies Inc            Common           77938210     22235   766700 SH       DEFINED        1           0   766700        0
Royal Bank of Canada           Common           78008710       223     3800 SH       SOLE                    3800        0        0
Royal Dutch Pete NY            Common           78025780     26654   445300 SH       SOLE                  445300        0        0
Royal Dutch Pete NY            Common           78025780    343847  5736690 SH       SOLE                       0        0  5736690
Royal Dutch Pete NY            Common           78025780     48854   815090 SH       DEFINED        1           0   815090        0
KPN NV ADS                     Common           78064120        65     6023 SH       SOLE                    6023        0        0
Rural Cellular Cl A            Common           78190410     22501   330300 SH       SOLE                  330300        0        0
Rural Cellular Cl A            Common           78190410      7153   105000 SH       SOLE                       0        0   105000
Ryanair Holdings ADR           Common           78351310    140271  3652100 SH       SOLE                 3652100        0        0
Ryanair Holdings ADR           Common           78351310     28932   752400 SH       SOLE                       0        0   752400
Ryanair Holdings ADR           Common           78351310     18780   487770 SH       DEFINED        1           0   487770        0
Ryanair Holdings ADR           Common           78351310       696    18200 SH       DEFINED        2           0    18200        0
Ryanair Holdings ADR           Common           78351310      1422    37000 SH       DEFINED        2           0        0    37000
Ryder System Inc               Common           78354910      1253    68000 SH       SOLE                   68000        0        0
Ryerson Tull Inc               Common           78375P10      9150   969446 SH       SOLE                       0        0   969446
Ryerson Tull Inc               Common           78375P10        24     2500 SH       DEFINED        1           0     2500        0
SBC Communications             Common           78387G10    773204 15476096 SH       SOLE                15476096        0        0
SBC Communications             Common           78387G10    387632  7756154 SH       SOLE                       0        0  7756154
SBC Communications             Common           78387G10    115425  2308489 SH       DEFINED        1           0  2308489        0
SBC Communications             Common           78387G10     10738   217100 SH       DEFINED        1           0   217100        0
SBC Communications             Common           78387G10     17092   341843 SH       DEFINED        1           0        0   341843
SBC Communications             Common           78387G10      1897    38200 SH       DEFINED        2           0    38200        0
SBC Communications             Common           78387G10     16023   320500 SH       DEFINED        2           0        0   320500
SBC Communications             Common           78387G10      1037    21100 SH       DEFINED        3           0    21100        0
SBC Communications             Common           78387G10      1195    23900 SH       DEFINED        3           0        0    23900
SBA Communctns Corp            Common           78388J10     26521   632600 SH       SOLE                  632600        0        0
SBA Communctns Corp            Common           78388J10      2513    59900 SH       SOLE                       0        0    59900
SBA Communctns Corp            Common           78388J10      3662    87300 SH       DEFINED        1           0    87300        0
SCI Systems Inc                Common           78389010     72717  1773550 SH       SOLE                 1773550        0        0
SCI Systems Inc                Common           78389010     16609   405100 SH       SOLE                       0        0   405100
SCI Systems Inc                Common           78389010     17803   434200 SH       DEFINED        1           0   434200        0
SCP Pool Corp                  Common           78402810      6181   208900 SH       SOLE                  208900        0        0
SCP Pool Corp                  Common           78402810       893    30150 SH       SOLE                       0        0    30150
SCP Pool Corp                  Common           78402810      2833    95650 SH       DEFINED        1           0    95650        0
SCP Pool Corp                  Common           78402810       845    28500 SH       DEFINED        1           0    28500        0
SCP Pool Corp                  Common           78402810      2945    99400 SH       DEFINED        2           0        0    99400
SDL Inc                        Common           78407610     23235    75640 SH       SOLE                   75640        0        0
SDL Inc                        Common           78407610      8623    27900 SH       SOLE                       0        0    27900
SDL Inc                        Common           78407610      7146    23100 SH       DEFINED        1           0    23100        0
SDL Inc                        Common           78407610      6092    19700 SH       DEFINED        2           0        0    19700
SDL Inc                        Common           78407610       426     1400 SH       DEFINED        3           0     1400        0
SDL Inc                        Common           78407610       464     1500 SH       DEFINED        3           0        0     1500
SEI Investments Co             Common           78411710       305     4300 SH       SOLE                    4300        0        0
SEI Investments Co             Common           78411710      1698    24000 SH       DEFINED        1           0    24000        0
S&P 500 SPDRS                  Common           78462F10       316     2200 SH       SOLE                    2200        0        0
S&P 500 SPDRS                  Common           78462F10      8778    61120 SH       SOLE                       0        0    61120
SPSS Inc                       Common           78462K10      1858    69400 SH       SOLE                   69400        0        0
SPSS Inc                       Common           78462K10       327    12200 SH       SOLE                       0        0    12200
SPSS Inc                       Common           78462K10       818    30500 SH       DEFINED        1           0    30500        0
SPSS Inc                       Common           78462K10       353    13200 SH       DEFINED        1           0    13200        0
SPSS Inc                       Common           78462K10      1831    68300 SH       DEFINED        2           0        0    68300
S3 Incorporated                Common           78484910      1620   157100 SH       SOLE                  157100        0        0
S3 Incorporated                Common           78484910     20144  1953300 SH       SOLE                       0        0  1953300
S3 Incorporated                Common           78484910      2521   244400 SH       DEFINED        1           0   244400        0
Safeway Inc                    Common           78651420    519940 11153374 SH       SOLE                11153374        0        0
Safeway Inc                    Common           78651420     95265  2043860 SH       SOLE                       0        0  2043860
Safeway Inc                    Common           78651420     51606  1105320 SH       DEFINED        1           0  1105320        0
Safeway Inc                    Common           78651420      3392    74400 SH       DEFINED        1           0    74400        0
Safeway Inc                    Common           78651420      8647   185200 SH       DEFINED        1           0        0   185200
Safeway Inc                    Common           78651420      1553    33500 SH       DEFINED        2           0    33500        0
Safeway Inc                    Common           78651420     19700   422100 SH       DEFINED        2           0        0   422100
Safeway Inc                    Common           78651420      1023    22300 SH       DEFINED        3           0    22300        0
Safeway Inc                    Common           78651420      1317    28200 SH       DEFINED        3           0        0    28200
Saga Communctns Cl A           Common           78659810      1436    87000 SH       DEFINED        2           0        0    87000
St Jude Medical Inc            Common           79084910     85432  1675900 SH       SOLE                 1675900        0        0
St Jude Medical Inc            Common           79084910    133610  2619800 SH       SOLE                       0        0  2619800
St Jude Medical Inc            Common           79084910     11524   225970 SH       DEFINED        1           0   225970        0
St Jude Medical Inc            Common           79084910       248     4900 SH       DEFINED        2           0     4900        0
St Mary Land & Expl            Common           79222810       943    40900 SH       SOLE                   40900        0        0
St Mary Land & Expl            Common           79222810      2768   120000 SH       SOLE                       0        0   120000
St Mary Land & Expl            Common           79222810      4507   195400 SH       DEFINED        1           0   195400        0
St Paul Companies              Common           79286010      9764   198000 SH       SOLE                  198000        0        0
St Paul Companies              Common           79286010     19725   400000 SH       SOLE                       0        0   400000
St Paul Companies              Common           79286010      9739   197500 SH       DEFINED        1           0   197500        0
Sanmina Corp                   Common           80090710     18790   200700 SH       SOLE                  200700        0        0
Sanmina Corp                   Common           80090710     33096   353500 SH       SOLE                       0        0   353500
Sanmina Corp                   Common           80090710     31760   339225 SH       DEFINED        1           0   339225        0
Sangstat Med Corp              Common           80100310        64     5000 SH       SOLE                    5000        0        0
Sangstat Med Corp              Common           80100310       144    11200 SH       SOLE                       0        0    11200
Sangstat Med Corp              Common           80100310       797    62200 SH       DEFINED        1           0    62200        0
Sangstat Med Corp              Common           80100310        46     3600 SH       DEFINED        2           0        0     3600
Sanyo Electric ADR             Common           80303830         3       60 SH       DEFINED        1           0       60        0
SAP AG ADR                     Common           80305420       185     3000 SH       SOLE                    3000        0        0
SAP AG ADR                     Common           80305420         5       80 SH       DEFINED        1           0       80        0
Sappi Ltd ADR                  Common           80306920      2149   293800 SH       DEFINED        1           0   293800        0
Sara Lee Corp                  Common           80311110    328657 16189200 SH       SOLE                16189200        0        0
Sara Lee Corp                  Common           80311110     53547  2639300 SH       SOLE                       0        0  2639300
Sara Lee Corp                  Common           80311110     27155  1336710 SH       DEFINED        1           0  1336710        0
Sara Lee Corp                  Common           80311110      3933   193600 SH       DEFINED        1           0   193600        0
Sara Lee Corp                  Common           80311110     12889   634500 SH       DEFINED        1           0        0   634500
Sara Lee Corp                  Common           80311110     11790   580400 SH       DEFINED        2           0        0   580400
Sara Lee Corp                  Common           80311110      1018    51000 SH       DEFINED        3           0    51000        0
Sara Lee Corp                  Common           80311110      1113    54800 SH       DEFINED        3           0        0    54800
Sasol Ltd Spons ADR            Common           80386630      6805   850600 SH       SOLE                  850600        0        0
Sauer Inc                      Common           80413710      6122   557100 SH       SOLE                  557100        0        0
Sauer Inc                      Common           80413710      1131   102800 SH       SOLE                       0        0   102800
Sauer Inc                      Common           80413710      1051    95500 SH       DEFINED        1           0    95500        0
Sauer Inc                      Common           80413710      3677   334300 SH       DEFINED        2           0        0   334300
SCANA Corp                     Common           80589M10     14394   466200 SH       SOLE                  466200        0        0
SCANA Corp                     Common           80589M10     33195  1075153 SH       SOLE                       0        0  1075153
SCANA Corp                     Common           80589M10       846    27400 SH       DEFINED        1           0    27400        0
Scheid Vineyards A             Common           80640310      1503   402000 SH       SOLE                  402000        0        0
Scheid Vineyards A             Common           80640310       676   180000 SH       DEFINED        1           0   180000        0
Henry Schein Inc               Common           80640710     10264   516200 SH       SOLE                  516200        0        0
Henry Schein Inc               Common           80640710     15360   770400 SH       SOLE                       0        0   770400
Henry Schein Inc               Common           80640710        74     3700 SH       DEFINED        1           0     3700        0
Schering-Plough Corp           Common           80660510    181303  3906300 SH       SOLE                 3906300        0        0
Schering-Plough Corp           Common           80660510    290079  6239600 SH       SOLE                       0        0  6239600
Schering-Plough Corp           Common           80660510     33500   720420 SH       DEFINED        1           0   720420        0
Schering-Plough Corp           Common           80660510      2438    54100 SH       DEFINED        1           0    54100        0
Schering-Plough Corp           Common           80660510      5887   126600 SH       DEFINED        1           0        0   126600
Schering-Plough Corp           Common           80660510       641    13900 SH       DEFINED        2           0    13900        0
Schlumberger Ltd               Common           80685710    282997  3440700 SH       SOLE                 3440700        0        0
Schlumberger Ltd               Common           80685710    110094  1338247 SH       SOLE                       0        0  1338247
Schlumberger Ltd               Common           80685710     11674   141820 SH       DEFINED        1           0   141820        0
Schlumberger Ltd               Common           80685710      2014    25400 SH       DEFINED        1           0    25400        0
Schlumberger Ltd               Common           80685710      2305    28000 SH       DEFINED        2           0        0    28000
Schuler Homes Inc              Common           80818810      2490   257000 SH       SOLE                  257000        0        0
Charles Schwab Corp            Common           80851310      1349    38000 SH       SOLE                   38000        0        0
Charles Schwab Corp            Common           80851310       426    12000 SH       DEFINED        1           0    12000        0
Schweitzer-Mauduit             Common           80854110      5643   422600 SH       SOLE                  422600        0        0
Schweitzer-Mauduit             Common           80854110      1374   102700 SH       SOLE                       0        0   102700
Schweitzer-Mauduit             Common           80854110      7077   529100 SH       DEFINED        1           0   529100        0
Schweitzer-Mauduit             Common           80854110       736    55000 SH       DEFINED        1           0    55000        0
Schweitzer-Mauduit             Common           80854110      1939   145000 SH       DEFINED        2           0        0   145000
Scientific-Atlanta             Common           80865510       210     3300 SH       SOLE                    3300        0        0
Scios Inc                      Common           80890510        84     8100 SH       SOLE                    8100        0        0
Scios Inc                      Common           80890510      5287   509550 SH       SOLE                       0        0   509550
Scios Inc                      Common           80890510      7982   769312 SH       DEFINED        1           0   769312        0
Scios Inc                      Common           80890510        73     7000 SH       DEFINED        2           0        0     7000
Scottish Power ADR             Common           81013T70      9590   319000 SH       SOLE                       0        0   319000
Scottish Power ADR             Common           81013T70         4      130 SH       DEFINED        1           0      130        0
Scripps EW Co Cl A             Common           81105420     80482  1492010 SH       SOLE                 1492010        0        0
Scripps EW Co Cl A             Common           81105420     42953   795430 SH       SOLE                       0        0   795430
Scripps EW Co Cl A             Common           81105420     19017   352160 SH       DEFINED        1           0   352160        0
Scripps EW Co Cl A             Common           81105420      3283    60800 SH       DEFINED        1           0    60800        0
Scripps EW Co Cl A             Common           81105420      4007    74200 SH       DEFINED        1           0        0    74200
Scripps EW Co Cl A             Common           81105420      8393   155420 SH       DEFINED        2           0        0   155420
Scripps EW Co Cl A             Common           81105420       913    17200 SH       DEFINED        3           0    17200        0
Scripps EW Co Cl A             Common           81105420       791    14650 SH       DEFINED        3           0        0    14650
Sea Containers Cl A            Common           81137170        93     4000 SH       SOLE                    4000        0        0
Sea Containers Cl A            Common           81137170        86     3700 SH       DEFINED        1           0     3700        0
SeaChange Intl Inc             Common           81169910      3338   100000 SH       SOLE                  100000        0        0
SeaChange Intl Inc             Common           81169910      1001    30000 SH       DEFINED        1           0    30000        0
Seacoast Bkng FL A             Common           81170710      2444    94200 SH       SOLE                   94200        0        0
Seacoast Bkng FL A             Common           81170710      1328    51100 SH       SOLE                       0        0    51100
Seacoast Bkng FL A             Common           81170710      3996   153700 SH       DEFINED        1           0   153700        0
Seacoast Finl Svcs             Common           81170Q10      4687   426700 SH       SOLE                  426700        0        0
Seacoast Finl Svcs             Common           81170Q10       867    78800 SH       SOLE                       0        0    78800
Seacoast Finl Svcs             Common           81170Q10      2173   197500 SH       DEFINED        1           0   197500        0
Seacoast Finl Svcs             Common           81170Q10      1009    91700 SH       DEFINED        1           0    91700        0
Seacoast Finl Svcs             Common           81170Q10      3462   314700 SH       DEFINED        2           0        0   314700
Seagate Technology             Common           81180410      6362    92200 SH       DEFINED        1           0    92200        0
Seagram Co Ltd                 Common           81185010     51909   903800 SH       SOLE                  903800        0        0
Seacor Smit Inc                Common           81190410      6524   139900 SH       SOLE                  139900        0        0
Seacor Smit Inc                Common           81190410      4169    89400 SH       DEFINED        1           0    89400        0
Sealed Air Corp                Common           81211K10     40525   897100 SH       SOLE                  897100        0        0
Sealed Air Corp                Common           81211K10     23711   524000 SH       SOLE                       0        0   524000
Sealed Air Corp                Common           81211K10      5190   114700 SH       DEFINED        1           0   114700        0
Sealed Air Corp                Common           81211K10      3050    67400 SH       DEFINED        2           0        0    67400
Sealed Air Corp                Common           81211K10       165     3700 SH       DEFINED        3           0     3700        0
Sealed Air Corp                Common           81211K10       281     6200 SH       DEFINED        3           0        0     6200
Sears Roebuck & Co             Common           81238710     99499  3069052 SH       SOLE                       0        0  3069052
Security Cap Grp A             Common           81413P10     11686    12300 SH       SOLE                   12300        0        0
Security Cap Grp B             Common           81413P20    107357  5670150 SH       SOLE                 5670150        0        0
Security Cap Grp B             Common           81413P20      4888   258050 SH       SOLE                       0        0   258050
Security Cap Grp B             Common           81413P20      5341   282050 SH       DEFINED        1           0   282050        0
Semtech Corp                   Common           81685010     13524   314200 SH       SOLE                  314200        0        0
Semtech Corp                   Common           81685010      7322   169800 SH       SOLE                       0        0   169800
Semtech Corp                   Common           81685010     18126   420300 SH       DEFINED        1           0   420300        0
Sempra Energy                  Common           81685110      4664   224071 SH       SOLE                       0        0   224071
Sensormatic Electrs            Common           81726510     12471   831400 SH       SOLE                       0        0   831400
Sensormatic Electrs            Common           81726510      1517   101100 SH       DEFINED        1           0   101100        0
Sequenom Inc                   Common           81733710      7165   170200 SH       SOLE                  170200        0        0
Sequenom Inc                   Common           81733710     15554   369200 SH       SOLE                       0        0   369200
Sequenom Inc                   Common           81733710      3879    92100 SH       DEFINED        1           0    92100        0
Service Corp Intl              Common           81756510       183    75000 SH       SOLE                   75000        0        0
Servicemaster Co               Common           81760N10     25264  2558400 SH       SOLE                 2558400        0        0
Servicemaster Co               Common           81760N10       474    50000 SH       DEFINED        1           0    50000        0
Shandong Huaneng ADR           Common           81941910      2113   277300 SH       SOLE                  277300        0        0
Shaw Group Inc                 Common           82028010       769    10900 SH       SOLE                   10900        0        0
Shaw Group Inc                 Common           82028010      4237    60100 SH       DEFINED        1           0    60100        0
Shell Trans&Trdg ADR           Common           82270360     17657   360800 SH       SOLE                  360800        0        0
Shell Trans&Trdg ADR           Common           82270360    171058  3495400 SH       SOLE                       0        0  3495400
Shell Trans&Trdg ADR           Common           82270360       917    18740 SH       DEFINED        1           0    18740        0
Sherwin-Williams               Common           82434810      2638   123400 SH       DEFINED        1           0   123400        0
Shiloh Industries              Common           82454310       270    37200 SH       SOLE                       0        0    37200
Shiloh Industries              Common           82454310      1557   214800 SH       DEFINED        2           0        0   214800
Shoe Pavilion Inc              Common           82489410      1151   400000 SH       SOLE                  400000        0        0
Shopko Stores Inc              Common           82491110       114    11000 SH       SOLE                   11000        0        0
Shopko Stores Inc              Common           82491110        15     1400 SH       DEFINED        1           0     1400        0
Siebel Systems Inc             Common           82617010      5099    45800 SH       SOLE                   45800        0        0
Siebel Systems Inc             Common           82617010      1191    10700 SH       SOLE                       0        0    10700
Siebel Systems Inc             Common           82617010     23220   208600 SH       DEFINED        1           0   208600        0
Sierra Health Svcs             Common           82632210      2980   639000 SH       SOLE                  639000        0        0
Sierra Health Svcs             Common           82632210     10483  2236000 SH       SOLE                       0        0  2236000
Sierra Health Svcs             Common           82632210        37     7800 SH       DEFINED        1           0     7800        0
Sierra Pacific Res             Common           82642810        90     5000 SH       SOLE                    5000        0        0
Sierra Pacific Res             Common           82642810        13      700 SH       DEFINED        1           0      700        0
Sigma-Aldrich Corp             Common           82655210      9591   291100 SH       SOLE                  291100        0        0
Sigma-Aldrich Corp             Common           82655210    158443  4801300 SH       SOLE                       0        0  4801300
Sigma-Aldrich Corp             Common           82655210        50     1500 SH       DEFINED        1           0     1500        0
Sigma-Aldrich Corp             Common           82655210       714    21800 SH       DEFINED        2           0    21800        0
Simpson Mfg Co Inc             Common           82907310       201     4500 SH       SOLE                    4500        0        0
Simpson Mfg Co Inc             Common           82907310        27      600 SH       DEFINED        1           0      600        0
Six Flags Inc                  Common           83001P10     82388  5316600 SH       SOLE                 5316600        0        0
Six Flags Inc                  Common           83001P10     15766  1017100 SH       SOLE                       0        0  1017100
Six Flags Inc                  Common           83001P10      5918   381800 SH       DEFINED        1           0   381800        0
SkyWest Inc                    Common           83087910     46621   910100 SH       SOLE                  910100        0        0
SkyWest Inc                    Common           83087910     21336   416300 SH       SOLE                       0        0   416300
SkyWest Inc                    Common           83087910     17609   343600 SH       DEFINED        1           0   343600        0
Smithkline Beech ADR           Common           83237830     42860   629450 SH       SOLE                  629450        0        0
Smithkline Beech ADR           Common           83237830    302571  4409300 SH       SOLE                       0        0  4409300
Smithkline Beech ADR           Common           83237830      9161   133490 SH       DEFINED        1           0   133490        0
Smithkline Beech ADR           Common           83237830       551     8100 SH       DEFINED        2           0     8100        0
Smithkline Beech ADR           Common           83237830      1760    25700 SH       DEFINED        2           0        0    25700
Smurfit-Stone Contnr           Common           83272710    126759 10570800 SH       SOLE                10570800        0        0
Smurfit-Stone Contnr           Common           83272710     87624  7306770 SH       SOLE                       0        0  7306770
Smurfit-Stone Contnr           Common           83272710      3566   297200 SH       DEFINED        1           0   297200        0
Smurfit-Stone Contnr           Common           83272710      2791   232600 SH       DEFINED        1           0        0   232600
Smurfit-Stone Contnr           Common           83272710       552    46000 SH       DEFINED        2           0        0    46000
Software.com Inc               Common           83402P10      9185    50700 SH       SOLE                   50700        0        0
Software.com Inc               Common           83402P10      3974    21900 SH       SOLE                       0        0    21900
Software.com Inc               Common           83402P10      5715    31500 SH       DEFINED        1           0    31500        0
Sola Intl Inc                  Common           83409210      4139   645600 SH       SOLE                  645600        0        0
Sola Intl Inc                  Common           83409210       242    37600 SH       SOLE                       0        0    37600
Sola Intl Inc                  Common           83409210        53     8200 SH       DEFINED        1           0     8200        0
Sola Intl Inc                  Common           83409210       102    15900 SH       DEFINED        2           0    15900        0
Solectron Corp                 Common           83418210    491087 10656099 SH       SOLE                10656099        0        0
Solectron Corp                 Common           83418210    135757  2945100 SH       SOLE                       0        0  2945100
Solectron Corp                 Common           83418210     62368  1352135 SH       DEFINED        1           0  1352135        0
Solectron Corp                 Common           83418210      3282    73300 SH       DEFINED        1           0    73300        0
Solectron Corp                 Common           83418210      8836   191600 SH       DEFINED        2           0        0   191600
Solectron Corp                 Common           83418210       394     8700 SH       DEFINED        3           0     8700        0
Solectron Corp                 Common           83418210       461    10000 SH       DEFINED        3           0        0    10000
Solectron Corp                                  834182AK       336   500000 PRN      SOLE                  500000        0        0
Sony Corp ADR                  Common           83569930      2078    20580 SH       SOLE                   20580        0        0
Sony Corp ADR                  Common           83569930      2523    25000 SH       SOLE                       0        0    25000
Sony Corp ADR                  Common           83569930         3       30 SH       DEFINED        1           0       30        0
Southdown Inc                  Common           84129710        43      600 SH       DEFINED        1           0      600        0
Southern Co                    Common           84258710      5800   178800 SH       SOLE                  178800        0        0
Southern Co                    Common           84258710     55930  1724200 SH       SOLE                       0        0  1724200
Southern Co                    Common           84258710       500    15400 SH       DEFINED        1           0    15400        0
Southwest Airlines             Common           84474110     53876  2223444 SH       SOLE                 2223444        0        0
Southwest Airlines             Common           84474110     58223  2400950 SH       SOLE                       0        0  2400950
Southwest Airlines             Common           84474110     14441   595520 SH       DEFINED        1           0   595520        0
Southwest Airlines             Common           84474110      2951   121700 SH       DEFINED        1           0        0   121700
Southwest Airlines             Common           84474110      7141   294500 SH       DEFINED        2           0        0   294500
Southwest Airlines             Common           84474110       521    21500 SH       DEFINED        3           0        0    21500
Southwest Bcp Inc OK           Common           84476710      2083   140000 SH       SOLE                       0        0   140000
Southwestern Energy            Common           84546710      4106   470300 SH       SOLE                  470300        0        0
Southwestern Energy            Common           84546710      1107   126500 SH       SOLE                       0        0   126500
Southwestern Energy            Common           84546710      1397   159700 SH       DEFINED        1           0   159700        0
Southwestern Energy            Common           84546710      3719   425000 SH       DEFINED        2           0        0   425000
Spacelabs Medical              Common           84624710      2341   237800 SH       SOLE                  237800        0        0
Spacelabs Medical              Common           84624710      3221   326200 SH       SOLE                       0        0   326200
Spacelabs Medical              Common           84624710        22     2200 SH       DEFINED        1           0     2200        0
Spectra-Physics                Common           84756810      1192    22350 SH       SOLE                   22350        0        0
Spectra-Physics                Common           84756810       364     6800 SH       SOLE                       0        0     6800
Spectra-Physics                Common           84756810       916    17100 SH       DEFINED        1           0    17100        0
Spectra-Physics                Common           84756810      1200    22400 SH       DEFINED        2           0        0    22400
Spectrian Corp                 Common           84760810      4566   294800 SH       SOLE                  294800        0        0
Spectrian Corp                 Common           84760810       801    51700 SH       SOLE                       0        0    51700
Spectrian Corp                 Common           84760810      1998   128900 SH       DEFINED        1           0   128900        0
Spectrian Corp                 Common           84760810       871    56200 SH       DEFINED        1           0    56200        0
Spectrian Corp                 Common           84760810      2655   171300 SH       DEFINED        2           0        0   171300
Spectrasite Holdings           Common           84760T10     14395   775500 SH       SOLE                  775500        0        0
Spectrum Control Inc           Common           84761510      2454   153100 SH       SOLE                  153100        0        0
Spectrum Control Inc           Common           84761510       761    47400 SH       SOLE                       0        0    47400
Spectrum Control Inc           Common           84761510      1902   118400 SH       DEFINED        1           0   118400        0
Spectrum Control Inc           Common           84761510       188    11700 SH       DEFINED        1           0    11700        0
Speechworks Intl Inc           Common           84764M10      3608    58200 SH       SOLE                   58200        0        0
Speechworks Intl Inc           Common           84764M10      2926    47200 SH       DEFINED        1           0    47200        0
SpeedFam-IPEC Inc              Common           84770510      7446   651900 SH       SOLE                  651900        0        0
SpeedFam-IPEC Inc              Common           84770510     10044   878200 SH       SOLE                       0        0   878200
SpeedFam-IPEC Inc              Common           84770510      5230   457200 SH       DEFINED        1           0   457200        0
Speedway Motorsports           Common           84778810     15900   765800 SH       SOLE                  765800        0        0
Speedway Motorsports           Common           84778810      2696   129500 SH       SOLE                       0        0   129500
Speedway Motorsports           Common           84778810      2412   115900 SH       DEFINED        1           0   115900        0
Spherion Corp                  Common           84842010       361    30200 SH       SOLE                   30200        0        0
Spherion Corp                  Common           84842010      3859   323200 SH       DEFINED        1           0   323200        0
Spieker Pptys REIT             Common           84849710      5192    90200 SH       SOLE                   90200        0        0
Spieker Pptys REIT             Common           84849710      5129    89100 SH       DEFINED        1           0    89100        0
Splash Technology              Common           84862310      6156   665600 SH       SOLE                  665600        0        0
Splash Technology              Common           84862310        39     4200 SH       DEFINED        1           0     4200        0
Sport Supply Group             Common           84891510      1419   475000 SH       SOLE                  475000        0        0
Sprint Corp                    Common           85206110     32144  1097638 SH       SOLE                 1097638        0        0
Sprint Corp                    Common           85206110     25856   882100 SH       SOLE                       0        0   882100
Sprint Corp                    Common           85206110     18032   615150 SH       DEFINED        1           0   615150        0
Sprint Corp                    Common           85206110      2626    89600 SH       DEFINED        1           0    89600        0
Sprint Corp                    Common           85206110      2335    79650 SH       DEFINED        1           0        0    79650
Sprint Corp                    Common           85206110      2705    92280 SH       DEFINED        2           0        0    92280
Sprint Corp                    Common           85206110       219     7600 SH       DEFINED        3           0     7600        0
Sprint Corp                    Common           85206110       256     8720 SH       DEFINED        3           0        0     8720
Sprint PCS Group               Common           85206150     83362  2382117 SH       SOLE                 2382117        0        0
Sprint PCS Group               Common           85206150     74978  2138500 SH       SOLE                       0        0  2138500
Sprint PCS Group               Common           85206150     40180  1145880 SH       DEFINED        1           0  1145880        0
Sprint PCS Group               Common           85206150       119     3400 SH       DEFINED        1           0     3400        0
Sprint PCS Group               Common           85206150      6162   175790 SH       DEFINED        2           0        0   175790
Sprint PCS Group               Common           85206150       445    12900 SH       DEFINED        3           0    12900        0
Sprint PCS Group               Common           85206150       518    14760 SH       DEFINED        3           0        0    14760
Staar Surgical Co              Common           85231230      7155   413800 SH       SOLE                  413800        0        0
Staar Surgical Co              Common           85231230      1260    72800 SH       SOLE                       0        0    72800
Staar Surgical Co              Common           85231230      3095   178800 SH       DEFINED        1           0   178800        0
Staar Surgical Co              Common           85231230      1370    79100 SH       DEFINED        1           0    79100        0
Staar Surgical Co              Common           85231230      4136   238900 SH       DEFINED        2           0        0   238900
StanCorp Financial             Common           85289110     17101   400000 SH       SOLE                  400000        0        0
StanCorp Financial             Common           85289110       778    18200 SH       DEFINED        1           0    18200        0
Standard Commercial            Common           85325810      2009   434300 SH       SOLE                  434300        0        0
Standard Commercial            Common           85325810      2702   584200 SH       DEFINED        2           0        0   584200
Standard Commercial                             853258AA      2589  4175000 PRN      DEFINED        1           0  4175000        0
Standard Commercial                             853258AA       310   500000 PRN      DEFINED        1           0   500000        0
Standard Pacific Crp           Common           85375C10      2230   123900 SH       DEFINED        1           0   123900        0
Stanley Furniture              Common           85430520      4063   167500 SH       SOLE                  167500        0        0
Stanley Furniture              Common           85430520      4610   190100 SH       DEFINED        1           0   190100        0
Stanley Furniture              Common           85430520      1019    42000 SH       DEFINED        1           0    42000        0
Stanley Furniture              Common           85430520      2910   120000 SH       DEFINED        2           0        0   120000
Stanley Works                  Common           85461610      7370   319600 SH       SOLE                  319600        0        0
Stanley Works                  Common           85461610     20213   876400 SH       SOLE                       0        0   876400
Stanley Works                  Common           85461610       369    16000 SH       DEFINED        1           0    16000        0
Staples Inc                    Common           85503010     17653  1245500 SH       SOLE                 1245500        0        0
Staples Inc                    Common           85503010    125377  8836800 SH       SOLE                       0        0  8836800
Staples Inc                    Common           85503010     12064   850300 SH       DEFINED        1           0   850300        0
Staples Inc                    Common           85503010      2755   194200 SH       DEFINED        2           0        0   194200
Staples Inc                    Common           85503010       170    12200 SH       DEFINED        3           0    12200        0
Staples Inc                    Common           85503010       152    10700 SH       DEFINED        3           0        0    10700
Starbucks Corp                 Common           85524410     17880   446300 SH       SOLE                  446300        0        0
Startech Energy Inc            Common           85568N10       443    90000 SH       SOLE                       0        0    90000
Starwood Hot &Resort           Common           85590A20     95145  3051600 SH       SOLE                 3051600        0        0
Starwood Hot &Resort           Common           85590A20     19466   623300 SH       SOLE                       0        0   623300
Starwood Hot &Resort           Common           85590A20      5925   189600 SH       DEFINED        1           0   189600        0
Starwood Hot &Resort           Common           85590A20       850    27199 SH       DEFINED        1           0        0    27199
Starwood Hot &Resort           Common           85590A20      1481    47500 SH       DEFINED        2           0        0    47500
State Street Corp              Common           85747710    687924  5294273 SH       SOLE                 5294273        0        0
State Street Corp              Common           85747710     91671   705872 SH       SOLE                       0        0   705872
State Street Corp              Common           85747710     16735   128730 SH       DEFINED        1           0   128730        0
State Street Corp              Common           85747710      3338    26500 SH       DEFINED        1           0    26500        0
State Street Corp              Common           85747710      5057    38900 SH       DEFINED        2           0        0    38900
Steelcase Inc A                Common           85815520       189    11300 SH       SOLE                   11300        0        0
Steelcase Inc A                Common           85815520        42     2500 SH       DEFINED        1           0     2500        0
Steinway Music Instr           Common           85849510      2378   136400 SH       SOLE                  136400        0        0
Steinway Music Instr           Common           85849510       593    34000 SH       SOLE                       0        0    34000
Steinway Music Instr           Common           85849510       661    37900 SH       DEFINED        1           0    37900        0
Steris Corp                    Common           85915210      4933   414300 SH       SOLE                  414300        0        0
Steris Corp                    Common           85915210     15120  1260000 SH       SOLE                       0        0  1260000
Steris Corp                    Common           85915210       120    10000 SH       DEFINED        1           0    10000        0
Steris Corp                    Common           85915210       418    35100 SH       DEFINED        2           0    35100        0
Sterling Bancorp               Common           85915810      1003    51400 SH       SOLE                   51400        0        0
Sterling Bancorp               Common           85915810       349    17900 SH       SOLE                       0        0    17900
Stillwater Mining Co           Common           86074Q10     64668  2392475 SH       SOLE                 2392475        0        0
Stillwater Mining Co           Common           86074Q10      6670   247000 SH       SOLE                       0        0   247000
Stillwater Mining Co           Common           86074Q10     11960   441840 SH       DEFINED        1           0   441840        0
STMicroelectro NYShs           Common           86101210     51792  1099400 SH       SOLE                 1099400        0        0
STMicroelectro NYShs           Common           86101210     13503   284100 SH       SOLE                       0        0   284100
STMicroelectro NYShs           Common           86101210     18522   388930 SH       DEFINED        1           0   388930        0
STMicroelectro NYShs           Common           86101210      3046    64100 SH       DEFINED        2           0        0    64100
Stone Energy Corp              Common           86164210       380     6900 SH       SOLE                    6900        0        0
Stone Energy Corp              Common           86164210      2310    42000 SH       DEFINED        1           0    42000        0
Storage USA REIT               Common           86190710      1751    57400 SH       SOLE                   57400        0        0
Storage USA REIT               Common           86190710      3379   110800 SH       DEFINED        1           0   110800        0
StorageNetworks Inc            Common           86211E10      2309    22600 SH       SOLE                   22600        0        0
StorageNetworks Inc            Common           86211E10       777     7600 SH       SOLE                       0        0     7600
StorageNetworks Inc            Common           86211E10      2054    20100 SH       DEFINED        1           0    20100        0
Strattec Security              Common           86311110      3356   101100 SH       SOLE                  101100        0        0
Strattec Security              Common           86311110      2095    63000 SH       DEFINED        1           0    63000        0
Strattec Security              Common           86311110       200     6000 SH       DEFINED        1           0     6000        0
Strattec Security              Common           86311110      2823    84900 SH       DEFINED        2           0        0    84900
Summit Bancorp                 Common           86600510      1574    45600 SH       SOLE                   45600        0        0
Sun Communities REIT           Common           86667410     12654   400100 SH       SOLE                  400100        0        0
Sun Communities REIT           Common           86667410     30208   955200 SH       SOLE                       0        0   955200
Sun Communities REIT           Common           86667410      5591   176800 SH       DEFINED        1           0   176800        0
Sun Microsystems Inc           Common           86681010    103883   892600 SH       SOLE                  892600        0        0
Sun Microsystems Inc           Common           86681010     35247   301900 SH       SOLE                       0        0   301900
Sun Microsystems Inc           Common           86681010    113401   971310 SH       DEFINED        1           0   971310        0
Sun Microsystems Inc           Common           86681010     20338   174200 SH       DEFINED        2           0        0   174200
Sun Microsystems Inc           Common           86681010      1710    14900 SH       DEFINED        3           0    14900        0
Sun Microsystems Inc           Common           86681010      1903    16300 SH       DEFINED        3           0        0    16300
Suncor Energy Inc              Common           86722910    295170 13365899 SH       SOLE                13365899        0        0
Suncor Energy Inc              Common           86722910     25139  1139500 SH       SOLE                       0        0  1139500
Suncor Energy Inc              Common           86722910     32099  1450800 SH       DEFINED        1           0  1450800        0
Suncor Energy Inc              Common           86722910      8447   381800 SH       DEFINED        1           0        0   381800
Suncor Energy Inc              Common           86722910       623    28300 SH       DEFINED        2           0    28300        0
Suncor Energy Inc              Common           86722910      2501   113300 SH       DEFINED        2           0        0   113300
SunGard Data Systems           Common           86736310     14168   331725 SH       SOLE                  331725        0        0
SunGard Data Systems           Common           86736310      1953    45600 SH       SOLE                       0        0    45600
SunGard Data Systems           Common           86736310      2877    67200 SH       DEFINED        1           0    67200        0
Sunglass Hut Intl              Common           86736F10      4080   625500 SH       SOLE                  625500        0        0
Sunglass Hut Intl              Common           86736F10       781   119600 SH       SOLE                       0        0   119600
Sunglass Hut Intl              Common           86736F10      2035   311600 SH       DEFINED        1           0   311600        0
Sunglass Hut Intl              Common           86736F10       843   129100 SH       DEFINED        1           0   129100        0
Sunglass Hut Intl              Common           86736F10      2541   389000 SH       DEFINED        2           0        0   389000
Sunoco Inc                     Common           86764P10     16841   625200 SH       SOLE                  625200        0        0
Sunoco Inc                     Common           86764P10     28440  1055767 SH       SOLE                       0        0  1055767
Sunoco Inc                     Common           86764P10      3597   133500 SH       DEFINED        1           0   133500        0
Sunrise Medical Inc            Common           86791010      1568   261400 SH       SOLE                  261400        0        0
Supergen Inc                   Common           86805910      1082    56400 SH       SOLE                   56400        0        0
Supergen Inc                   Common           86805910       533    27800 SH       SOLE                       0        0    27800
Supergen Inc                   Common           86805910      2583   134600 SH       DEFINED        1           0   134600        0
Supergen Inc                   Common           86805910       230    12000 SH       DEFINED        2           0        0    12000
Superior Consultant            Common           86814610      1013   524500 SH       SOLE                  524500        0        0
Superior Consultant            Common           86814610        85    44000 SH       SOLE                       0        0    44000
Superior Consultant            Common           86814610         9     4400 SH       DEFINED        1           0     4400        0
Superior Consultant            Common           86814610        78    40700 SH       DEFINED        2           0    40700        0
Superior Finl Corp             Common           86816110        33     3000 SH       SOLE                    3000        0        0
Supertex Inc                   Common           86853210     30245   600400 SH       SOLE                  600400        0        0
Supertex Inc                   Common           86853210        76     1500 SH       DEFINED        1           0     1500        0
Supervalu Inc                  Common           86853610      6255   415300 SH       SOLE                  415300        0        0
Supervalu Inc                  Common           86853610        12      800 SH       DEFINED        1           0      800        0
Suprema Specialties            Common           86859F10      1003   124600 SH       SOLE                  124600        0        0
Suprema Specialties            Common           86859F10      1415   175900 SH       DEFINED        1           0   175900        0
Suprema Specialties            Common           86859F10       133    16500 SH       DEFINED        1           0    16500        0
Supreme Industries A           Common           86860710      1972   450951 SH       SOLE                  450951        0        0
Supreme Industries A           Common           86860710       644   147128 SH       SOLE                       0        0   147128
Supreme Industries A           Common           86860710      1872   427922 SH       DEFINED        1           0   427922        0
Supreme Industries A           Common           86860710       705   161045 SH       DEFINED        1           0   161045        0
Swift Transportation           Common           87075610     38606  2956050 SH       SOLE                 2956050        0        0
Swift Transportation           Common           87075610     12428   951425 SH       SOLE                       0        0   951425
Swift Transportation           Common           87075610      7680   587975 SH       DEFINED        1           0   587975        0
Symantec Corp                  Common           87150310       863    19600 SH       SOLE                   19600        0        0
Symbol Technologies            Common           87150810    117610  3273800 SH       SOLE                 3273800        0        0
Symbol Technologies            Common           87150810      3426    95325 SH       SOLE                       0        0    95325
Symbol Technologies            Common           87150810      5973   166200 SH       DEFINED        1           0   166200        0
Synaptic Pharm Corp            Common           87156R10       358    50700 SH       SOLE                   50700        0        0
Synaptic Pharm Corp            Common           87156R10       325    46000 SH       SOLE                       0        0    46000
Synaptic Pharm Corp            Common           87156R10      6811   964300 SH       DEFINED        1           0   964300        0
Synaptic Pharm Corp            Common           87156R10       125    17700 SH       DEFINED        2           0        0    17700
Synavant Inc                   Common           87157A10      2767   415420 SH       SOLE                  415420        0        0
Synavant Inc                   Common           87157A10      3310   495045 SH       SOLE                       0        0   495045
Synavant Inc                   Common           87157A10       271    40545 SH       DEFINED        1           0    40545        0
Synavant Inc                   Common           87157A10        14     2083 SH       DEFINED        1           0     2083        0
Synavant Inc                   Common           87157A10        66     9910 SH       DEFINED        2           0     9910        0
Synavant Inc                   Common           87157A10         8     1365 SH       DEFINED        2           0     1365        0
Synavant Inc                   Common           87157A10         2      310 SH       DEFINED        2           0        0      310
Syncor Intl Corp DE            Common           87157J10      6560   178400 SH       SOLE                  178400        0        0
Syncor Intl Corp DE            Common           87157J10     65369  1775718 SH       SOLE                       0        0  1775718
Syncor Intl Corp DE            Common           87157J10      5209   141500 SH       DEFINED        1           0   141500        0
Syncor Intl Corp DE            Common           87157J10         7      200 SH       DEFINED        2           0        0      200
Synovus Financial              Common           87161C10      1109    52400 SH       SOLE                   52400        0        0
Synovus Financial              Common           87161C10      1333    62920 SH       DEFINED        1           0    62920        0
Synovus Financial              Common           87161C10      2767   130600 SH       DEFINED        1           0   130600        0
Systems & Comp Tech            Common           87187310     12382   706800 SH       SOLE                  706800        0        0
Systems & Comp Tech            Common           87187310      2018   114900 SH       SOLE                       0        0   114900
Systems & Comp Tech            Common           87187310      1955   111300 SH       DEFINED        1           0   111300        0
TB Wood's Corp                 Common           87222610      2275   200000 SH       SOLE                  200000        0        0
TB Wood's Corp                 Common           87222610       717    63000 SH       SOLE                       0        0    63000
TB Wood's Corp                 Common           87222610      2487   218700 SH       DEFINED        1           0   218700        0
TB Wood's Corp                 Common           87222610       730    64200 SH       DEFINED        1           0    64200        0
TCF Financial Corp             Common           87227510      7436   198000 SH       SOLE                  198000        0        0
TCF Financial Corp             Common           87227510     48445  1287600 SH       SOLE                       0        0  1287600
TCF Financial Corp             Common           87227510     17466   464200 SH       DEFINED        1           0   464200        0
TCF Financial Corp             Common           87227510      1144    30400 SH       DEFINED        2           0        0    30400
TJX Companies Inc              Common           87254010        79     3500 SH       SOLE                    3500        0        0
TJX Companies Inc              Common           87254010    413890 18395100 SH       SOLE                       0        0 18395100
TJX Companies Inc              Common           87254010        83     3700 SH       DEFINED        1           0     3700        0
TJX Companies Inc              Common           87254010      5243   233000 SH       DEFINED        2           0        0   233000
TRW Inc                        Common           87264910     14971   369100 SH       SOLE                  369100        0        0
TRW Inc                        Common           87264910      2689    66200 SH       SOLE                       0        0    66200
TRW Inc                        Common           87264910      7350   180900 SH       DEFINED        1           0   180900        0
TRW Inc                        Common           87264910      2498    61500 SH       DEFINED        1           0    61500        0
TRW Inc                        Common           87264910      2450    60300 SH       DEFINED        2           0        0    60300
TRW Inc                        Common           87264910       232     5700 SH       DEFINED        3           0        0     5700
TMP Worldwide Inc              Common           87294110     26403   328700 SH       SOLE                  328700        0        0
TMP Worldwide Inc              Common           87294110      4340    53900 SH       SOLE                       0        0    53900
TMP Worldwide Inc              Common           87294110      4033    50100 SH       DEFINED        1           0    50100        0
TXU Corp                       Common           87316810    111810  2821700 SH       SOLE                       0        0  2821700
Taiwan Semicondt ADR           Common           87403910     11376   563112 SH       SOLE                  563112        0        0
Taiwan Semicondt ADR           Common           87403910      4170   204825 SH       SOLE                       0        0   204825
Target Corporation             Common           87612E10    243909  9520418 SH       SOLE                 9520418        0        0
Target Corporation             Common           87612E10    224836  8776100 SH       SOLE                       0        0  8776100
Target Corporation             Common           87612E10     55036  2147770 SH       DEFINED        1           0  2147770        0
Target Corporation             Common           87612E10      2717   106000 SH       DEFINED        1           0   106000        0
Target Corporation             Common           87612E10      6148   239916 SH       DEFINED        1           0        0   239916
Target Corporation             Common           87612E10       864    33900 SH       DEFINED        2           0    33900        0
Target Corporation             Common           87612E10       752    29390 SH       DEFINED        2           0        0    29390
Team Financial Inc             Common           87815X10        35     4900 SH       SOLE                    4900        0        0
Team Financial Inc             Common           87815X10       226    31200 SH       SOLE                       0        0    31200
Team Financial Inc             Common           87815X10        52     7200 SH       DEFINED        1           0     7200        0
Tech/Ops Sevcon Inc            Common           87829310      1402   129600 SH       SOLE                  129600        0        0
Tech/Ops Sevcon Inc            Common           87829310       757    70000 SH       SOLE                       0        0    70000
Tech/Ops Sevcon Inc            Common           87829310       790    73000 SH       DEFINED        1           0    73000        0
Technitrol Inc                 Common           87855510      1112    11000 SH       SOLE                   11000        0        0
Tekelec                        Common           87910110     27272   830700 SH       SOLE                  830700        0        0
Tekelec                        Common           87910110      9376   286200 SH       SOLE                       0        0   286200
Tekelec                        Common           87910110      5384   163800 SH       DEFINED        1           0   163800        0
Tekelec                        Common           87910110       954    29200 SH       DEFINED        2           0    29200        0
Tekelec                        Common           87910110       121     3700 SH       DEFINED        2           0        0     3700
Tektronix                      Common           87913110     16223   211200 SH       SOLE                  211200        0        0
Telcom Semiconductor           Common           87921P10     15445  1039600 SH       SOLE                 1039600        0        0
Telcom Semiconductor           Common           87921P10      1763   118500 SH       SOLE                       0        0   118500
Telcom Semiconductor           Common           87921P10      6669   448310 SH       DEFINED        1           0   448310        0
Telcom Semiconductor           Common           87921P10       729    49000 SH       DEFINED        1           0    49000        0
Telcom Semiconductor           Common           87921P10      2231   150000 SH       DEFINED        2           0        0   150000
Tele Danmark B ADR             Common           87924210      1406    50000 SH       SOLE                   50000        0        0
Tele Danmark B ADR             Common           87924210      7734   275000 SH       SOLE                       0        0   275000
Tele Danmark B ADR             Common           87924210         2       70 SH       DEFINED        1           0       70        0
Tele Norte Leste ADR           Common           87924610         5      199 SH       SOLE                       0        0      199
Tele Norte Leste ADR           Common           87924610      5708   249542 SH       DEFINED        1           0   249542        0
Telecom Corp NZ ADR            Common           87927820       800    40000 SH       SOLE                   40000        0        0
Telecom Corp NZ ADR            Common           87927820      5016   250800 SH       SOLE                       0        0   250800
Telecom HOLDRs Trust           Common           87927P20      3431    53000 SH       SOLE                   53000        0        0
Telecom Italia ADR             Common           87927W10       380     3650 SH       SOLE                    3650        0        0
Telecom Italia ADR             Common           87927W10         2       20 SH       DEFINED        1           0       20        0
TeleCorp PCS Inc               Common           87929910     15400   810450 SH       SOLE                  810450        0        0
TeleCorp PCS Inc               Common           87929910      5039   265200 SH       SOLE                       0        0   265200
TeleCorp PCS Inc               Common           87929910      2170   114190 SH       DEFINED        1           0   114190        0
Telecommunication Sy           Common           87929J10      4248   222200 SH       SOLE                  222200        0        0
Telecommunication Sy           Common           87929J10      1152    60200 SH       SOLE                       0        0    60200
Telecommunication Sy           Common           87929J10       893    46700 SH       DEFINED        1           0    46700        0
Teleflex Inc                   Common           87936910       120     3500 SH       SOLE                    3500        0        0
Teleflex Inc                   Common           87936910        17      500 SH       DEFINED        1           0      500        0
Telefonica SA ADR              Common           87938220     74969  1269686 SH       SOLE                 1269686        0        0
Telefonica SA ADR              Common           87938220     19130   322200 SH       SOLE                       0        0   322200
Telefonica SA ADR              Common           87938220     23732   399265 SH       DEFINED        1           0   399265        0
Telefonica SA ADR              Common           87938220      2141    36100 SH       DEFINED        2           0        0    36100
TELMEX L ADR                   Common           87940378      4521    85000 SH       SOLE                   85000        0        0
TELMEX L ADR                   Common           87940378       122     2300 SH       DEFINED        1           0     2300        0
Telephone & Data Sys           Common           87943310        59      530 SH       SOLE                     530        0        0
Telephone & Data Sys           Common           87943310      5756    52000 SH       DEFINED        1           0    52000        0
Telik Inc                      Common           87959M10      7437   817100 SH       SOLE                  817100        0        0
Telik Inc                      Common           87959M10      1286   140900 SH       SOLE                       0        0   140900
Telik Inc                      Common           87959M10      9714  1064500 SH       DEFINED        1           0  1064500        0
Telik Inc                      Common           87959M10        72     8000 SH       DEFINED        2           0     8000        0
Telik Inc                      Common           87959M10       291    31900 SH       DEFINED        2           0        0    31900
Tellabs Inc                    Common           87966410    231665  4855100 SH       SOLE                 4855100        0        0
Tellabs Inc                    Common           87966410     40233   843400 SH       SOLE                       0        0   843400
Tellabs Inc                    Common           87966410     11865   248470 SH       DEFINED        1           0   248470        0
Tellabs Inc                    Common           87966410      1536    33200 SH       DEFINED        1           0    33200        0
Tellabs Inc                    Common           87966410      2497    52300 SH       DEFINED        2           0        0    52300
Temple-Inland Inc              Common           87986810     26371   697292 SH       SOLE                  697292        0        0
Temple-Inland Inc              Common           87986810     96890  2558600 SH       SOLE                       0        0  2558600
Temple-Inland Inc              Common           87986810     15576   411220 SH       DEFINED        1           0   411220        0
Temple-Inland Inc              Common           87986810      2185    57700 SH       DEFINED        1           0    57700        0
Temple-Inland Inc              Common           87986810       492    13100 SH       DEFINED        2           0    13100        0
Temple-Inland Inc              Common           87986810      3418    90250 SH       DEFINED        2           0        0    90250
Temple-Inland Inc              Common           87986810       182     4900 SH       DEFINED        3           0     4900        0
Temple-Inland Inc              Common           87986810       231     6100 SH       DEFINED        3           0        0     6100
Tenet Healthcare               Common           88033G10     69738  1918739 SH       SOLE                 1918739        0        0
Tenet Healthcare               Common           88033G10    289953  7972200 SH       SOLE                       0        0  7972200
Tenet Healthcare               Common           88033G10     24406   670960 SH       DEFINED        1           0   670960        0
Tenet Healthcare               Common           88033G10       975    27000 SH       DEFINED        2           0    27000        0
Tenet Healthcare               Common           88033G10      4728   130000 SH       DEFINED        2           0        0   130000
Tenet Healthcare               Common           88033G10       404    11100 SH       DEFINED        3           0        0    11100
Tennant Co                     Common           88034510      4968   112600 SH       SOLE                  112600        0        0
Tennant Co                     Common           88034510       885    20000 SH       SOLE                       0        0    20000
Tennant Co                     Common           88034510      2036    46000 SH       DEFINED        1           0    46000        0
Tennant Co                     Common           88034510       929    21000 SH       DEFINED        1           0    21000        0
Tennant Co                     Common           88034510      3319    75000 SH       DEFINED        2           0        0    75000
Teradyne                       Common           88077010    278080  7956020 SH       SOLE                 7956020        0        0
Teradyne                       Common           88077010     55097  1576100 SH       SOLE                       0        0  1576100
Teradyne                       Common           88077010     49827  1423560 SH       DEFINED        1           0  1423560        0
Teradyne                       Common           88077010      2224    64800 SH       DEFINED        1           0    64800        0
Teradyne                       Common           88077010       793    22800 SH       DEFINED        2           0    22800        0
Teradyne                       Common           88077010     19529   558000 SH       DEFINED        2           0        0   558000
Teradyne                       Common           88077010      1452    42200 SH       DEFINED        3           0    42200        0
Teradyne                       Common           88077010      1624    46400 SH       DEFINED        3           0        0    46400
Terex Corp                     Common           88077910     26676  2042800 SH       SOLE                 2042800        0        0
Teva Pharm Inds ADR            Common           88162420     40396   552000 SH       SOLE                  552000        0        0
Teva Pharm Inds ADR            Common           88162420      1567    21400 SH       DEFINED        1           0    21400        0
Tetra Technologies             Common           88162F10      3028   200100 SH       SOLE                  200100        0        0
Tetra Technologies             Common           88162F10     18140  1194400 SH       SOLE                       0        0  1194400
Tetra Technologies             Common           88162F10      3641   239700 SH       DEFINED        1           0   239700        0
Tetra Technologies             Common           88162F10       257    16900 SH       DEFINED        1           0    16900        0
Tetra Technologies             Common           88162F10      3818   251400 SH       DEFINED        2           0        0   251400
Tetra Tech Inc                 Common           88162G10     11103   389953 SH       SOLE                  389953        0        0
Tetra Tech Inc                 Common           88162G10      2023    70825 SH       SOLE                       0        0    70825
Tetra Tech Inc                 Common           88162G10      2105    73700 SH       DEFINED        1           0    73700        0
Texaco Inc                     Common           88169410    214517  4086929 SH       SOLE                 4086929        0        0
Texaco Inc                     Common           88169410    240727  4585331 SH       SOLE                       0        0  4585331
Texaco Inc                     Common           88169410     18128   345300 SH       DEFINED        1           0   345300        0
Texas Biotech Corp             Common           88221T10        64     4000 SH       SOLE                    4000        0        0
Texas Biotech Corp             Common           88221T10       102     6400 SH       SOLE                       0        0     6400
Texas Biotech Corp             Common           88221T10       558    34900 SH       DEFINED        1           0    34900        0
Texas Biotech Corp             Common           88221T10        48     3000 SH       DEFINED        2           0        0     3000
Texas Instruments              Common           88250810    277603  5886014 SH       SOLE                 5886014        0        0
Texas Instruments              Common           88250810    104444  2214230 SH       SOLE                       0        0  2214230
Texas Instruments              Common           88250810     50096  1061620 SH       DEFINED        1           0  1061620        0
Texas Instruments              Common           88250810      1561    34100 SH       DEFINED        1           0    34100        0
Texas Instruments              Common           88250810      2114    44800 SH       DEFINED        2           0        0    44800
Texas Regl Bancshs A           Common           88267310      1742    61500 SH       SOLE                   61500        0        0
Texas Regl Bancshs A           Common           88267310       970    34200 SH       SOLE                       0        0    34200
Texas Regl Bancshs A           Common           88267310      1476    52000 SH       DEFINED        1           0    52000        0
Therma Wave Inc                Common           88343A10       932    32400 SH       SOLE                   32400        0        0
Thermo Electron                Common           88355610     30209  1164000 SH       SOLE                 1164000        0        0
Thermo Electron                Common           88355610     94529  3635700 SH       SOLE                       0        0  3635700
Thermo Electron                Common           88355610      9917   381400 SH       DEFINED        1           0   381400        0
Thermo Electron                Common           88355610      3427   131800 SH       DEFINED        1           0        0   131800
Thermo Electron                Common           88355610       413    16000 SH       DEFINED        2           0    16000        0
Thermo Electron                Common           88355610      5723   220100 SH       DEFINED        2           0        0   220100
Thermo Electron                Common           88355610       537    21000 SH       DEFINED        3           0    21000        0
Thermo Electron                Common           88355610       528    20300 SH       DEFINED        3           0        0    20300
Thomas & Betts Corp            Common           88431510     24801  1422200 SH       SOLE                       0        0  1422200
Thistle Grp Hldgs Co           Common           88431E10      2143   276600 SH       SOLE                       0        0   276600
3Com Corp                      Common           88553510     16416   855500 SH       SOLE                  855500        0        0
3Com Corp                      Common           88553510         0        5 SH       SOLE                       0        0        5
3Com Corp                      Common           88553510        12      600 SH       DEFINED        1           0      600        0
3TEC Energy Corp               Common           88575R30      5143   355000 SH       SOLE                  355000        0        0
3TEC Energy Corp               Common           88575R30       870    60000 SH       SOLE                       0        0    60000
3TEC Energy Corp               Common           88575R30      2103   145000 SH       DEFINED        1           0   145000        0
3TEC Energy Corp               Common           88575R30      1131    78000 SH       DEFINED        1           0    78000        0
3TEC Energy Corp               Common           88575R30      2900   200000 SH       DEFINED        2           0        0   200000
Ticketmaster OnlineB           Common           88633P20       777    45900 SH       SOLE                   45900        0        0
Tidewater Inc                  Common           88642310     11848   260400 SH       SOLE                  260400        0        0
Timberland Bancorp             Common           88709810      1841   153500 SH       SOLE                  153500        0        0
Timberland Bancorp             Common           88709810      2616   218000 SH       DEFINED        1           0   218000        0
Timberland Bancorp             Common           88709810       888    74000 SH       DEFINED        1           0    74000        0
Timberland Co Cl A             Common           88710010      2275    55600 SH       SOLE                   55600        0        0
Timberland Co Cl A             Common           88710010      1222    29800 SH       SOLE                       0        0    29800
Timberland Co Cl A             Common           88710010      4329   105600 SH       DEFINED        1           0   105600        0
Time Warner Inc                Common           88731510      5013    64046 SH       SOLE                   64046        0        0
Time Warner Inc                Common           88731510      2950    37700 SH       SOLE                       0        0    37700
Time Warner Inc                Common           88731510     47433   606170 SH       DEFINED        1           0   606170        0
Time Warner TelecomA           Common           88731910       150     3100 SH       SOLE                    3100        0        0
Titan Corp                     Common           88826610      3606   218800 SH       SOLE                  218800        0        0
Titan Corp                     Common           88826610       648    39300 SH       SOLE                       0        0    39300
Titan Corp                     Common           88826610      1424    86300 SH       DEFINED        1           0    86300        0
Titan Corp                     Common           88826610       706    42800 SH       DEFINED        1           0    42800        0
Titan Corp                     Common           88826610      2475   150000 SH       DEFINED        2           0        0   150000
Toll Brothers Inc              Common           88947810      7881   229800 SH       SOLE                  229800        0        0
Toll Brothers Inc              Common           88947810    109264  3178566 SH       SOLE                       0        0  3178566
Toll Brothers Inc              Common           88947810      7265   211350 SH       DEFINED        1           0   211350        0
Tomkins PLC ADR                Common           89003020         3      300 SH       DEFINED        1           0      300        0
Too Inc                        Common           89033310     16373   690600 SH       SOLE                  690600        0        0
Too Inc                        Common           89033310      8862   373100 SH       SOLE                       0        0   373100
Too Inc                        Common           89033310     12385   521500 SH       DEFINED        1           0   521500        0
Topps Co Inc                   Common           89078610       579    63000 SH       SOLE                   63000        0        0
Toro Co                        Common           89109210       297     9400 SH       SOLE                    9400        0        0
Toro Co                        Common           89109210      1588    50400 SH       DEFINED        1           0    50400        0
Tosco Corp                     Common           89149030      6394   205000 SH       SOLE                  205000        0        0
Tosco Corp                     Common           89149030     17060   547000 SH       SOLE                       0        0   547000
Tosco Corp                     Common           89149030      9116   292300 SH       DEFINED        1           0   292300        0
Total Fina Elf ADR             Common           89151E10     32529   447700 SH       SOLE                  447700        0        0
Total Fina Elf ADR             Common           89151E10    183229  2495154 SH       SOLE                       0        0  2495154
Total Fina Elf ADR             Common           89151E10     25250   343819 SH       DEFINED        1           0   343819        0
Total Fina Elf ADR             Common           89151E10      2964    40360 SH       DEFINED        1           0    40360        0
Total Fina Elf ADR             Common           89151E10      1217    16600 SH       DEFINED        2           0        0    16600
Total System Svcs              Common           89190610       486    30200 SH       SOLE                       0        0    30200
Toyota Motor Crp ADR           Common           89233130        14      180 SH       DEFINED        1           0      180        0
Toys R Us Inc                  Common           89233510     45456  2797300 SH       SOLE                 2797300        0        0
Tractor Supply Co              Common           89235610      2865   260800 SH       SOLE                  260800        0        0
Tractor Supply Co              Common           89235610       508    46200 SH       SOLE                       0        0    46200
Tractor Supply Co              Common           89235610      1337   121500 SH       DEFINED        1           0   121500        0
Tractor Supply Co              Common           89235610       594    54000 SH       DEFINED        1           0    54000        0
Tractor Supply Co              Common           89235610      2203   200300 SH       DEFINED        2           0        0   200300
TransCanada Pipeline           Common           89352610       104    11300 SH       SOLE                   11300        0        0
Transkaryotic Therpy           Common           89373510      1171    27200 SH       SOLE                   27200        0        0
Transkaryotic Therpy           Common           89373510       478    11100 SH       SOLE                       0        0    11100
Transkaryotic Therpy           Common           89373510      2373    55100 SH       DEFINED        1           0    55100        0
Transkaryotic Therpy           Common           89373510       202     4700 SH       DEFINED        2           0        0     4700
Transport Corp Amer            Common           89385P10      2638   422000 SH       SOLE                  422000        0        0
Transport Corp Amer            Common           89385P10      2480   396800 SH       DEFINED        2           0        0   396800
Transtechnology Corp           Common           89388910       924   150800 SH       SOLE                  150800        0        0
Transtechnology Corp           Common           89388910      1531   250000 SH       DEFINED        2           0        0   250000
Tri County Bcp Inc             Common           89545210        76     8147 SH       SOLE                       0        0     8147
Triad Hospitals Inc            Common           89579K10     15524   530618 SH       SOLE                  530618        0        0
Triad Hospitals Inc            Common           89579K10     21126   719204 SH       SOLE                       0        0   719204
Triad Hospitals Inc            Common           89579K10       147     5015 SH       DEFINED        1           0     5015        0
Triad Hospitals Inc            Common           89579K10       297    10200 SH       DEFINED        2           0    10200        0
Triangle Pharma                Common           89589H10     16114  1913600 SH       SOLE                 1913600        0        0
Triangle Pharma                Common           89589H10      7043   834600 SH       SOLE                       0        0   834600
Triangle Pharma                Common           89589H10      5434   644100 SH       DEFINED        1           0   644100        0
Triangle Pharma                Common           89589H10       173    20500 SH       DEFINED        2           0        0    20500
Trigon Healthcare              Common           89618L10     24752   471300 SH       SOLE                  471300        0        0
Trigon Healthcare              Common           89618L10     17198   327200 SH       SOLE                       0        0   327200
Trigon Healthcare              Common           89618L10     13883   264120 SH       DEFINED        1           0   264120        0
Trintech Grp PLC ADR           Common           89668210        24     1200 SH       DEFINED        1           0     1200        0
Triquint Semiconduct           Common           89674K10      1195    32800 SH       SOLE                   32800        0        0
Triquint Semiconduct           Common           89674K10       987    27100 SH       DEFINED        1           0    27100        0
Tritel Inc                     Common           89675X10      4249   296900 SH       SOLE                  296900        0        0
Tritel Inc                     Common           89675X10      3578   250000 SH       SOLE                       0        0   250000
Triumph Group Inc              Common           89681810      2019    56700 SH       SOLE                   56700        0        0
Triumph Group Inc              Common           89681810       897    25000 SH       SOLE                       0        0    25000
Triumph Group Inc              Common           89681810      2548    71000 SH       DEFINED        1           0    71000        0
Triumph Group Inc              Common           89681810      1076    30000 SH       DEFINED        1           0    30000        0
Triumph Group Inc              Common           89681810      3229    90000 SH       DEFINED        2           0        0    90000
TriZetto Group Inc             Common           89688210     12190   788300 SH       SOLE                  788300        0        0
TriZetto Group Inc             Common           89688210      1392    89800 SH       SOLE                       0        0    89800
TriZetto Group Inc             Common           89688210        93     6000 SH       DEFINED        1           0     6000        0
TriZetto Group Inc             Common           89688210       709    46100 SH       DEFINED        2           0    46100        0
TriPath Imaging Inc            Common           89694210      4900   700100 SH       SOLE                  700100        0        0
TriPath Imaging Inc            Common           89694210        45     6400 SH       SOLE                       0        0     6400
TriPath Imaging Inc            Common           89694210      1684   240600 SH       DEFINED        1           0   240600        0
TriPath Imaging Inc            Common           89694210       175    25000 SH       DEFINED        1           0    25000        0
TriPath Imaging Inc            Common           89694210      2240   320000 SH       DEFINED        2           0        0   320000
Troy Financial Corp            Common           89732910      7463   635200 SH       SOLE                       0        0   635200
True North Communctn           Common           89784410       115     3200 SH       SOLE                    3200        0        0
Tucker Anthony Sutro           Common           89864710     10440   412100 SH       SOLE                  412100        0        0
Tucker Anthony Sutro           Common           89864710      4482   176600 SH       SOLE                       0        0   176600
Tucker Anthony Sutro           Common           89864710      8932   352000 SH       DEFINED        1           0   352000        0
Tucker Anthony Sutro           Common           89864710       999    39400 SH       DEFINED        1           0    39400        0
Tucker Anthony Sutro           Common           89864710      3190   125700 SH       DEFINED        2           0        0   125700
Tyco Intl Ltd                  Common           90212410    359331  6933343 SH       SOLE                 6933343        0        0
Tyco Intl Ltd                  Common           90212410    141418  2728222 SH       SOLE                       0        0  2728222
Tyco Intl Ltd                  Common           90212410     93378  1800020 SH       DEFINED        1           0  1800020        0
Tyco Intl Ltd                  Common           90212410      2434    48300 SH       DEFINED        1           0    48300        0
Tyco Intl Ltd                  Common           90212410       938    18200 SH       DEFINED        2           0    18200        0
Tyco Intl Ltd                  Common           90212410     11718   225899 SH       DEFINED        2           0        0   225899
Tyco Intl Ltd                  Common           90212410       663    13000 SH       DEFINED        3           0    13000        0
Tyco Intl Ltd                  Common           90212410       809    15600 SH       DEFINED        3           0        0    15600
UCAR Intl Inc                  Common           90262K10     31670  2499000 SH       SOLE                 2499000        0        0
UCAR Intl Inc                  Common           90262K10      3571   283800 SH       SOLE                       0        0   283800
UCAR Intl Inc                  Common           90262K10      2054   161900 SH       DEFINED        1           0   161900        0
UCBH Holdings Inc              Common           90262T30      3188    89000 SH       SOLE                   89000        0        0
UCBH Holdings Inc              Common           90262T30      5691   158900 SH       SOLE                       0        0   158900
UCBH Holdings Inc              Common           90262T30      3438    96000 SH       DEFINED        2           0        0    96000
USX-Marathon Group             Common           90290582     19279   679400 SH       SOLE                  679400        0        0
USX-Marathon Group             Common           90290582    441788 15569600 SH       SOLE                       0        0 15569600
USX-Marathon Group             Common           90290582       891    31400 SH       DEFINED        1           0    31400        0
USX-Marathon Group             Common           90290582      1476    52000 SH       DEFINED        2           0        0    52000
UST Inc                        Common           90291110     69343  3052000 SH       SOLE                 3052000        0        0
UST Inc                        Common           90291110     10352   453900 SH       SOLE                       0        0   453900
UST Inc                        Common           90291110     22590   987540 SH       DEFINED        1           0   987540        0
UST Inc                        Common           90291110      5687   248600 SH       DEFINED        1           0        0   248600
UST Inc                        Common           90291110     14142   618500 SH       DEFINED        2           0        0   618500
UST Inc                        Common           90291110       652    29000 SH       DEFINED        3           0    29000        0
UST Inc                        Common           90291110      1029    45000 SH       DEFINED        3           0        0    45000
USA Truck Inc                  Common           90292510      1915   356200 SH       SOLE                  356200        0        0
USA Truck Inc                  Common           90292510       591   110000 SH       SOLE                       0        0   110000
USA Truck Inc                  Common           90292510      1666   310000 SH       DEFINED        1           0   310000        0
USA Truck Inc                  Common           90292510       538   100000 SH       DEFINED        1           0   100000        0
US Home & Garden Inc           Common           90293910      1172   627400 SH       SOLE                  627400        0        0
US Home & Garden Inc           Common           90293910       537   286300 SH       SOLE                       0        0   286300
US Home & Garden Inc           Common           90293910       130    69500 SH       DEFINED        1           0    69500        0
US Bancorp                     Common           90297310    142135  6252139 SH       SOLE                 6252139        0        0
US Bancorp                     Common           90297310    401108 17631210 SH       SOLE                       0        0 17631210
US Bancorp                     Common           90297310     27216  1196350 SH       DEFINED        1           0  1196350        0
US Bancorp                     Common           90297310      5474   240600 SH       DEFINED        1           0   240600        0
US Bancorp                     Common           90297310     11876   522020 SH       DEFINED        1           0        0   522020
US Bancorp                     Common           90297310     12374   543930 SH       DEFINED        2           0        0   543930
US Bancorp                     Common           90297310       760    34000 SH       DEFINED        3           0    34000        0
US Bancorp                     Common           90297310       958    42120 SH       DEFINED        3           0        0    42120
USA Networks Inc               Common           90298410    156358  7151100 SH       SOLE                 7151100        0        0
USA Networks Inc               Common           90298410     40684  1855700 SH       SOLE                       0        0  1855700
USA Networks Inc               Common           90298410     19579   892500 SH       DEFINED        1           0   892500        0
USA Networks Inc               Common           90298410     16678   760400 SH       DEFINED        2           0        0   760400
USA Networks Inc               Common           90298410      1134    52600 SH       DEFINED        3           0    52600        0
USA Networks Inc               Common           90298410      1365    62200 SH       DEFINED        3           0        0    62200
US Concrete Inc                Common           90333L10      2329   321600 SH       SOLE                  321600        0        0
US Concrete Inc                Common           90333L10       261    36000 SH       DEFINED        1           0    36000        0
US Concrete Inc                Common           90333L10      2175   300000 SH       DEFINED        2           0        0   300000
USX-US Steel Group             Common           90337T10      3673   242900 SH       SOLE                  242900        0        0
US Unwired Inc Cl A            Common           90338R10     15849  1663579 SH       SOLE                 1663579        0        0
US Unwired Inc Cl A            Common           90338R10      4752   498500 SH       SOLE                       0        0   498500
US Unwired Inc Cl A            Common           90338R10      3890   408300 SH       DEFINED        1           0   408300        0
Ugly Duckling Corp             Common           90351210       106    18200 SH       SOLE                   18200        0        0
Ugly Duckling Corp             Common           90351210       466    80200 SH       SOLE                       0        0    80200
Ultimate Electronics           Common           90384910      1069    26000 SH       SOLE                   26000        0        0
Ultramar Diamnd Sham           Common           90400010     33842  1343900 SH       SOLE                 1343900        0        0
Ultramar Diamnd Sham           Common           90400010    145881  5749600 SH       SOLE                       0        0  5749600
Ultramar Diamnd Sham           Common           90400010     16331   643600 SH       DEFINED        1           0   643600        0
Ultramar Diamnd Sham           Common           90400010      7638   301000 SH       DEFINED        1           0        0   301000
Ultramar Diamnd Sham           Common           90400010      1676    66200 SH       DEFINED        2           0        0    66200
Ultramar Diamnd Sham           Common           90400010       105     4200 SH       DEFINED        3           0     4200        0
Ultratech Stepper              Common           90403410       381    23800 SH       SOLE                   23800        0        0
Ultratech Stepper              Common           90403410      5540   344900 SH       SOLE                       0        0   344900
Ultratech Stepper              Common           90403410       805    50100 SH       DEFINED        1           0    50100        0
Ultratech Stepper              Common           90403410         3      200 SH       DEFINED        3           0      200        0
Umpqua Holdings Corp           Common           90421410       140    17900 SH       SOLE                   17900        0        0
Umpqua Holdings Corp           Common           90421410       120    15300 SH       SOLE                       0        0    15300
Umpqua Holdings Corp           Common           90421410       169    21600 SH       DEFINED        1           0    21600        0
Unibanco GDR                   Common           90458E10      5392   163400 SH       DEFINED        1           0   163400        0
Unico American Corp            Common           90460710      2982   450000 SH       SOLE                  450000        0        0
Unidigital Inc                 Common           90466910        54   175000 SH       SOLE                  175000        0        0
Unidigital Inc                 Common           90466910       133   425000 SH       DEFINED        1           0   425000        0
Unifi Inc                      Common           90467710      2392   235300 SH       SOLE                  235300        0        0
Unifi Inc                      Common           90467710      8951   878700 SH       SOLE                       0        0   878700
Unifi Inc                      Common           90467710      3163   310500 SH       DEFINED        1           0   310500        0
UNIFAB International           Common           90467L10        14     1100 SH       SOLE                    1100        0        0
UNIFAB International           Common           90467L10        83     6500 SH       DEFINED        1           0     6500        0
UNIFAB International           Common           90467L10        31     2400 SH       DEFINED        1           0     2400        0
Unilever PLC ADR               Common           90476770       273    10400 SH       SOLE                   10400        0        0
Unicom Corp                    Common           90491110    163129  2908087 SH       SOLE                 2908087        0        0
Unicom Corp                    Common           90491110    271132  4827100 SH       SOLE                       0        0  4827100
Unicom Corp                    Common           90491110     67318  1198090 SH       DEFINED        1           0  1198090        0
Unicom Corp                    Common           90491110      7602   135300 SH       DEFINED        1           0   135300        0
Unicom Corp                    Common           90491110     11193   199200 SH       DEFINED        1           0        0   199200
Unicom Corp                    Common           90491110      2350    42100 SH       DEFINED        2           0    42100        0
Unicom Corp                    Common           90491110     18029   320900 SH       DEFINED        2           0        0   320900
Unicom Corp                    Common           90491110      1585    28700 SH       DEFINED        3           0    28700        0
Unicom Corp                    Common           90491110      1674    29800 SH       DEFINED        3           0        0    29800
Union Bankshares Ltd           Common           90540310       635    55200 SH       SOLE                   55200        0        0
Union Bankshares Ltd           Common           90540310        71     6100 SH       SOLE                       0        0     6100
Union Carbide Corp             Common           90558110        17      450 SH       SOLE                       0        0      450
Union Pacific Corp             Common           90781810      9167   235830 SH       SOLE                  235830        0        0
Union Pacific Corp             Common           90781810    246557  6342300 SH       SOLE                       0        0  6342300
Union Pacific Corp             Common           90781810      2597    66810 SH       DEFINED        1           0    66810        0
Union Pacific Corp             Common           90781810      5594   143900 SH       DEFINED        1           0   143900        0
UnionBanCal Corp               Common           90890610     78257  3359700 SH       SOLE                 3359700        0        0
UnionBanCal Corp               Common           90890610    113196  4857300 SH       SOLE                       0        0  4857300
UnionBanCal Corp               Common           90890610     21287   913190 SH       DEFINED        1           0   913190        0
UnionBanCal Corp               Common           90890610      3805   163200 SH       DEFINED        1           0        0   163200
UnionBanCal Corp               Common           90890610      7061   302900 SH       DEFINED        2           0        0   302900
UnionBanCal Corp               Common           90890610       646    28200 SH       DEFINED        3           0    28200        0
UnionBanCal Corp               Common           90890610       606    26000 SH       DEFINED        3           0        0    26000
Unionbancorp Inc               Common           90890810       164    15400 SH       SOLE                   15400        0        0
Unionbancorp Inc               Common           90890810       204    19000 SH       SOLE                       0        0    19000
Unionbancorp Inc               Common           90890810       222    20600 SH       DEFINED        1           0    20600        0
Unisys Corp                    Common           90921410      6809   605200 SH       SOLE                  605200        0        0
Unisys Corp                    Common           90921410     27772  2468600 SH       SOLE                       0        0  2468600
Unisys Corp                    Common           90921410       389    34500 SH       DEFINED        1           0    34500        0
Unisys Corp                    Common           90921410       276    24500 SH       DEFINED        2           0        0    24500
Unit Corp                      Common           90921810      1182    80100 SH       DEFINED        1           0    80100        0
Unit Corp                      Common           90921810      1547   104900 SH       DEFINED        2           0        0   104900
United Natural Foods           Common           91116310      9993   807800 SH       SOLE                  807800        0        0
United Natural Foods           Common           91116310       894    72200 SH       SOLE                       0        0    72200
United Natural Foods           Common           91116310      4835   390700 SH       DEFINED        1           0   390700        0
United Pan Eur ADR             Common           91130020      3533   183000 SH       SOLE                  183000        0        0
United Pan Eur ADR             Common           91130020       920    47300 SH       SOLE                       0        0    47300
United Pan Eur ADR             Common           91130020      3220   165700 SH       DEFINED        1           0   165700        0
United Rentals Inc             Common           91136310     83428  3462736 SH       SOLE                 3462736        0        0
United Rentals Inc             Common           91136310      7417   308725 SH       SOLE                       0        0   308725
United Rentals Inc             Common           91136310      7134   295700 SH       DEFINED        1           0   295700        0
US Cellular P00                                 911684AA       228   340000 PRN      SOLE                  340000        0        0
US Airways Group Inc           Common           91190510        15      500 SH       DEFINED        1           0      500        0
United Stationers              Common           91300410        73     2700 SH       SOLE                    2700        0        0
United Stationers              Common           91300410        11      400 SH       DEFINED        1           0      400        0
United Technologies            Common           91301710    573840  8294070 SH       SOLE                 8294070        0        0
United Technologies            Common           91301710    270406  3906778 SH       SOLE                       0        0  3906778
United Technologies            Common           91301710    106057  1531490 SH       DEFINED        1           0  1531490        0
United Technologies            Common           91301710      7326   107180 SH       DEFINED        1           0   107180        0
United Technologies            Common           91301710      7806   112720 SH       DEFINED        1           0        0   112720
United Technologies            Common           91301710      1417    20600 SH       DEFINED        2           0    20600        0
United Technologies            Common           91301710     21824   315180 SH       DEFINED        2           0        0   315180
United Technologies            Common           91301710      1810    26600 SH       DEFINED        3           0    26600        0
United Technologies            Common           91301710      1848    26680 SH       DEFINED        3           0        0    26680
United Therapeutics            Common           91307C10       629     7200 SH       SOLE                    7200        0        0
United WI Services             Common           91323810      3390   678000 SH       SOLE                       0        0   678000
UnitedGlobalCom A              Common           91324750     19972   666600 SH       SOLE                  666600        0        0
UnitedGlobalCom A              Common           91324750     12834   428600 SH       SOLE                       0        0   428600
UnitedGlobalCom A              Common           91324750      1323    44100 SH       DEFINED        1           0    44100        0
UnitedHealth Group             Common           91324P10    109445  1108300 SH       SOLE                 1108300        0        0
UnitedHealth Group             Common           91324P10    391050  3960000 SH       SOLE                       0        0  3960000
Universal Corp VA              Common           91345610       931    31700 SH       SOLE                   31700        0        0
Universal Corp VA              Common           91345610     11935   406300 SH       SOLE                       0        0   406300
Universal Corp VA              Common           91345610      2044    69600 SH       DEFINED        1           0    69600        0
Universal Hlth Svc B           Common           91390310      1361    15900 SH       SOLE                   15900        0        0
Universal Hlth Svc B           Common           91390310     17125   200000 SH       SOLE                       0        0   200000
Universal Hlth Svc B           Common           91390310      4264    49800 SH       DEFINED        1           0    49800        0
Univision Comm CL A            Common           91490610     22829   610800 SH       SOLE                  610800        0        0
Univision Comm CL A            Common           91490610      6062   162200 SH       SOLE                       0        0   162200
Univision Comm CL A            Common           91490610      2676    71600 SH       DEFINED        1           0    71600        0
Unocal Corp                    Common           91528910    245399  6933800 SH       SOLE                 6933800        0        0
Unocal Corp                    Common           91528910    208176  5876287 SH       SOLE                       0        0  5876287
Unocal Corp                    Common           91528910     39646  1118680 SH       DEFINED        1           0  1118680        0
Unocal Corp                    Common           91528910      1286    37300 SH       DEFINED        1           0    37300        0
Unocal Corp                    Common           91528910      8392   236800 SH       DEFINED        1           0        0   236800
Unocal Corp                    Common           91528910       757    21500 SH       DEFINED        2           0    21500        0
Unocal Corp                    Common           91528910     12074   340700 SH       DEFINED        2           0        0   340700
Unocal Corp                    Common           91528910      1146    32900 SH       DEFINED        3           0    32900        0
Unocal Corp                    Common           91528910      1021    28800 SH       DEFINED        3           0        0    28800
UPM-Kymmene ADR                Common           91543610         5      190 SH       DEFINED        1           0      190        0
USFreightways Corp             Common           91690610     56249  2480319 SH       SOLE                 2480319        0        0
USFreightways Corp             Common           91690610      2779   122500 SH       SOLE                       0        0   122500
USFreightways Corp             Common           91690610      9418   415150 SH       DEFINED        1           0   415150        0
USFreightways Corp             Common           91690610       274    12300 SH       DEFINED        3           0    12300        0
Urban Outfitters Inc           Common           91704710      4644   447600 SH       SOLE                       0        0   447600
Urban Outfitters Inc           Common           91704710       566    54500 SH       DEFINED        1           0    54500        0
Urban Shop Ctrs REIT           Common           91706010      5068   106700 SH       DEFINED        1           0   106700        0
UroCor Inc                     Common           91727P10       591    75000 SH       SOLE                   75000        0        0
UroCor Inc                     Common           91727P10      3600   450000 SH       DEFINED        1           0   450000        0
UroCor Inc                     Common           91727P10      1200   150000 SH       DEFINED        1           0   150000        0
UroCor Inc                     Common           91727P10      2798   349700 SH       DEFINED        2           0        0   349700
Utilicorp United Inc           Common           91800510      7117   275050 SH       SOLE                  275050        0        0
Utilicorp United Inc           Common           91800510      7394   285750 SH       SOLE                       0        0   285750
Valassis Communctns            Common           91886610      2086    94000 SH       SOLE                   94000        0        0
Valassis Communctns            Common           91886610      1053    47300 SH       SOLE                       0        0    47300
Valassis Communctns            Common           91886610      4573   205500 SH       DEFINED        1           0   205500        0
Valero Energy Corp             Common           91913Y10    102503  2913000 SH       SOLE                       0        0  2913000
Vans Inc                       Common           92193010       798    51900 SH       SOLE                   51900        0        0
Vans Inc                       Common           92193010     10148   660000 SH       SOLE                       0        0   660000
Vans Inc                       Common           92193010      1235    80300 SH       DEFINED        1           0    80300        0
Varco International            Common           92212210     67427  3239639 SH       SOLE                 3239639        0        0
Varco International            Common           92212210      9430   453091 SH       DEFINED        1           0   453091        0
Varian Inc                     Common           92220610      1144    26600 SH       SOLE                   26600        0        0
Varian Inc                     Common           92220610     11459   266100 SH       SOLE                       0        0   266100
Varian Inc                     Common           92220610       814    18900 SH       DEFINED        1           0    18900        0
Varian Semiconductor           Common           92220710      1672    44661 SH       SOLE                   44661        0        0
Varian Semiconductor           Common           92220710      1595    42600 SH       DEFINED        1           0    42600        0
Varian Medical Systm           Common           92220P10     29568   654300 SH       SOLE                  654300        0        0
Varian Medical Systm           Common           92220P10     26503   586500 SH       SOLE                       0        0   586500
Varian Medical Systm           Common           92220P10      2101    46500 SH       DEFINED        1           0    46500        0
Veeco Instruments              Common           92241710    228191  2148123 SH       SOLE                 2148123        0        0
Veeco Instruments              Common           92241710     31116   293143 SH       SOLE                       0        0   293143
Veeco Instruments              Common           92241710     16043   150962 SH       DEFINED        1           0   150962        0
Ventana Medical Sys            Common           92276H10     24666   975200 SH       SOLE                  975200        0        0
Ventana Medical Sys            Common           92276H10     18262   719700 SH       SOLE                       0        0   719700
Ventana Medical Sys            Common           92276H10      2007    79100 SH       DEFINED        1           0    79100        0
Ventana Medical Sys            Common           92276H10      1070    42500 SH       DEFINED        2           0    42500        0
Ventana Medical Sys            Common           92276H10        94     3700 SH       DEFINED        2           0        0     3700
Ventiv Health Inc              Common           92279310      2927   231900 SH       SOLE                  231900        0        0
Ventiv Health Inc              Common           92279310      7655   606300 SH       SOLE                       0        0   606300
Venator Group Inc              Common           92294410     20127  1626400 SH       SOLE                 1626400        0        0
Venator Group Inc              Common           92294410     11940   964900 SH       SOLE                       0        0   964900
Venator Group Inc              Common           92294410      6022   486670 SH       DEFINED        1           0   486670        0
Verilink Corp                  Common           92343210       148    32400 SH       SOLE                   32400        0        0
Verilink Corp                  Common           92343210       338    73000 SH       SOLE                       0        0    73000
Verilink Corp                  Common           92343210       324    70000 SH       DEFINED        1           0    70000        0
Verilink Corp                  Common           92343210      1272   275000 SH       DEFINED        2           0        0   275000
Veritas Software Crp           Common           92343610     21467   152000 SH       SOLE                  152000        0        0
Veritas Software Crp           Common           92343610     20175   142300 SH       SOLE                       0        0   142300
Veritas Software Crp           Common           92343610     22361   157460 SH       DEFINED        1           0   157460        0
Veritas Software Crp           Common           92343610      1197     8700 SH       DEFINED        1           0     8700        0
Verity Inc                     Common           92343C10     94451  2647850 SH       SOLE                 2647850        0        0
Verity Inc                     Common           92343C10     19908   557900 SH       SOLE                       0        0   557900
Verity Inc                     Common           92343C10     12442   348600 SH       DEFINED        1           0   348600        0
VeriSign Inc                   Common           92343E10    714403  3530673 SH       SOLE                 3530673        0        0
VeriSign Inc                   Common           92343E10    174572   862693 SH       SOLE                       0        0   862693
VeriSign Inc                   Common           92343E10     97242   480061 SH       DEFINED        1           0   480061        0
VeriSign Inc                   Common           92343E10      2273    11432 SH       DEFINED        1           0    11432        0
VeriSign Inc                   Common           92343E10      1608     7997 SH       DEFINED        2           0     7997        0
VeriSign Inc                   Common           92343E10     26967   133157 SH       DEFINED        2           0        0   133157
VeriSign Inc                   Common           92343E10      2138    10740 SH       DEFINED        3           0    10740        0
VeriSign Inc                   Common           92343E10      2304    11375 SH       DEFINED        3           0        0    11375
Veritas DGC Inc                Common           92343P10     13167   455300 SH       SOLE                  455300        0        0
Veritas DGC Inc                Common           92343P10      1186    41000 SH       SOLE                       0        0    41000
Veritas DGC Inc                Common           92343P10      7633   263800 SH       DEFINED        1           0   263800        0
Veritas DGC Inc                Common           92343P10      1287    44500 SH       DEFINED        1           0    44500        0
Veritas DGC Inc                Common           92343P10      3924   135600 SH       DEFINED        2           0        0   135600
Verizon Communctns             Common           92343V10    624924 12920089 SH       SOLE                12920089        0        0
Verizon Communctns             Common           92343V10    558221 11526084 SH       SOLE                       0        0 11526084
Verizon Communctns             Common           92343V10    118105  2438291 SH       DEFINED        1           0  2438291        0
Verizon Communctns             Common           92343V10      9280   191600 SH       DEFINED        1           0   191600        0
Verizon Communctns             Common           92343V10     24214   499902 SH       DEFINED        1           0        0   499902
Verizon Communctns             Common           92343V10       958    19900 SH       DEFINED        2           0    19900        0
Verizon Communctns             Common           92343V10     29883   617162 SH       DEFINED        2           0        0   617162
Verizon Communctns             Common           92343V10      2075    43600 SH       DEFINED        3           0    43600        0
Verizon Communctns             Common           92343V10      2410    49760 SH       DEFINED        3           0        0    49760
Versicor Inc                   Common           92531410      1681   112100 SH       SOLE                  112100        0        0
Versicor Inc                   Common           92531410      2163   144200 SH       SOLE                       0        0   144200
Versicor Inc                   Common           92531410      1231    82000 SH       DEFINED        1           0    82000        0
Vertex Pharm                   Common           92532F10     17650   209100 SH       SOLE                  209100        0        0
Vertex Pharm                   Common           92532F10    327758  3878800 SH       SOLE                       0        0  3878800
Vertex Pharm                   Common           92532F10     59100   699400 SH       DEFINED        1           0   699400        0
Vertex Pharm                   Common           92532F10      2214    26200 SH       DEFINED        2           0        0    26200
Veterinary Ctr Amer                             925514AB      1836  1800000 PRN      SOLE                 1800000        0        0
Veterinary Ctr Amer                             925514AB      3060  3000000 PRN      DEFINED        2           0        0  3000000
Viacom Inc Cl B                Common           92552430    336685  5755840 SH       SOLE                 5755840        0        0
Viacom Inc Cl B                Common           92552430     66764  1141284 SH       SOLE                       0        0  1141284
Viacom Inc Cl B                Common           92552430     33262   568578 SH       DEFINED        1           0   568578        0
Viacom Inc Cl B                Common           92552430      5792    99000 SH       DEFINED        1           0        0    99000
Viacom Inc Cl B                Common           92552430      2457    42000 SH       DEFINED        2           0        0    42000
Viatel Inc                     Common           92552920       995    97200 SH       SOLE                   97200        0        0
Viatel Inc                     Common           92552920      7852   766000 SH       SOLE                       0        0   766000
Viatel Inc                     Common           92552920      1835   179000 SH       DEFINED        1           0   179000        0
Viad Corp                      Common           92552R10       656    24700 SH       SOLE                   24700        0        0
Viad Corp                      Common           92552R10     10315   388300 SH       DEFINED        1           0   388300        0
Viasystems Group Inc           Common           92553H10      2625   155200 SH       SOLE                  155200        0        0
Viasystems Group Inc           Common           92553H10      2178   128100 SH       SOLE                       0        0   128100
Viasystems Group Inc           Common           92553H10      1795   105600 SH       DEFINED        1           0   105600        0
Viasystems Group Inc           Common           92553H10      1370    80600 SH       DEFINED        2           0        0    80600
Viasystems Group Inc           Common           92553H10       117     7000 SH       DEFINED        3           0     7000        0
Viasystems Group Inc           Common           92553H10       131     7700 SH       DEFINED        3           0        0     7700
Viador Inc                     Common           92553R10      2370   271000 SH       SOLE                  271000        0        0
Viador Inc                     Common           92553R10       416    47500 SH       SOLE                       0        0    47500
Viador Inc                     Common           92553R10      1035   118300 SH       DEFINED        1           0   118300        0
Viador Inc                     Common           92553R10       455    51900 SH       DEFINED        1           0    51900        0
Viador Inc                     Common           92553R10      1382   157900 SH       DEFINED        2           0        0   157900
Vical Inc                      Common           92560210        52     2000 SH       SOLE                    2000        0        0
Vical Inc                      Common           92560210        80     3100 SH       SOLE                       0        0     3100
Vical Inc                      Common           92560210       111     4300 SH       DEFINED        1           0     4300        0
Vical Inc                      Common           92560210        28     1100 SH       DEFINED        2           0        0     1100
Videsh Sanc ADR RegS           Common           92659G40       400    50000 SH       SOLE                       0        0    50000
Videsh Sanc ADR RegS           Common           92659G40      5221   652500 SH       DEFINED        1           0   652500        0
Vignette Corp                  Common           92673410    109784  3674800 SH       SOLE                 3674800        0        0
Vignette Corp                  Common           92673410       968    32400 SH       SOLE                       0        0    32400
Vignette Corp                  Common           92673410       105     3500 SH       DEFINED        1           0     3500        0
Vintage Petroleum              Common           92746010       432    19000 SH       SOLE                   19000        0        0
Vintage Petroleum              Common           92746010      2607   114600 SH       DEFINED        1           0   114600        0
ViroPharma Inc                 Common           92824110      1930    74600 SH       SOLE                   74600        0        0
ViroPharma Inc                 Common           92824110       983    38000 SH       SOLE                       0        0    38000
ViroPharma Inc                 Common           92824110     13382   517200 SH       DEFINED        1           0   517200        0
ViroPharma Inc                 Common           92824110       437    16900 SH       DEFINED        2           0        0    16900
Vishay Intertech               Common           92829810     35363  1150000 SH       SOLE                 1150000        0        0
Vishay Intertech               Common           92829810      5627   183000 SH       DEFINED        1           0   183000        0
Vista Bancorp Inc              Common           92830R10      1513   100000 SH       SOLE                       0        0   100000
Visteon Corp                   Common           92839U10      1772   117195 SH       SOLE                  117195        0        0
Visteon Corp                   Common           92839U10      3373   223002 SH       SOLE                       0        0   223002
Visteon Corp                   Common           92839U10        34     2290 SH       DEFINED        1           0     2290        0
Visual Networks Inc            Common           92844410      4982   760000 SH       SOLE                  760000        0        0
Visual Networks Inc            Common           92844410       873   133000 SH       SOLE                       0        0   133000
Visual Networks Inc            Common           92844410      2176   331500 SH       DEFINED        1           0   331500        0
Visual Networks Inc            Common           92844410       949   144600 SH       DEFINED        1           0   144600        0
Visual Networks Inc            Common           92844410      2894   441000 SH       DEFINED        2           0        0   441000
Vitesse Semiconduct            Common           92849710    163874  1843900 SH       SOLE                 1843900        0        0
Vitesse Semiconduct            Common           92849710     11819   133200 SH       SOLE                       0        0   133200
Vitesse Semiconduct            Common           92849710      6885    77400 SH       DEFINED        1           0    77400        0
Vitesse Semiconduct            Common           92849710      1121    13000 SH       DEFINED        1           0    13000        0
Vitesse Semiconduct            Common           92849710      1370    15400 SH       DEFINED        2           0        0    15400
Vivendi SA ADR                 Common           92851S10       504    34000 SH       SOLE                   34000        0        0
Vivus Inc                      Common           92855110        45    10500 SH       SOLE                       0        0    10500
Vivus Inc                      Common           92855110       318    74800 SH       DEFINED        1           0    74800        0
Vivus Inc                      Common           92855110        26     6100 SH       DEFINED        2           0        0     6100
Vodafone Group ADR             Common           92857W10     10480   283225 SH       SOLE                  283225        0        0
Vodafone Group ADR             Common           92857W10     19902   537900 SH       SOLE                       0        0   537900
Vodafone Group ADR             Common           92857W10        20      530 SH       DEFINED        1           0      530        0
VoiceStream Wireless           Common           92861510     31104   271198 SH       SOLE                  271198        0        0
VoiceStream Wireless           Common           92861510     10862    94100 SH       SOLE                       0        0    94100
VoiceStream Wireless           Common           92861510     11960   103058 SH       DEFINED        1           0   103058        0
VoiceStream Wireless           Common           92861510       975     8400 SH       DEFINED        1           0     8400        0
VoiceStream Wireless           Common           92861510       922     8000 SH       DEFINED        2           0     8000        0
VoiceStream Wireless           Common           92861510      2003    17300 SH       DEFINED        2           0        0    17300
WMC Limited ADR                Common           92894710         2      130 SH       DEFINED        1           0      130        0
Vornado Realty REIT            Common           92904210       631    17000 SH       DEFINED        1           0    17000        0
Vulcan Materials               Common           92916010     34598   861600 SH       SOLE                  861600        0        0
Vulcan Materials               Common           92916010      4164   103600 SH       SOLE                       0        0   103600
Vulcan Materials               Common           92916010      4691   116700 SH       DEFINED        1           0   116700        0
Vulcan Materials               Common           92916010      3287    81800 SH       DEFINED        1           0        0    81800
Vulcan Materials               Common           92916010      3705    92200 SH       DEFINED        2           0        0    92200
Vulcan Materials               Common           92916010       350     8700 SH       DEFINED        3           0        0     8700
WD-40 Co                       Common           92923610      3975   187000 SH       SOLE                  187000        0        0
WD-40 Co                       Common           92923610      2189   103000 SH       DEFINED        1           0   103000        0
WD-40 Co                       Common           92923610       850    40000 SH       DEFINED        1           0    40000        0
WD-40 Co                       Common           92923610      3188   150000 SH       DEFINED        2           0        0   150000
WFS Financial Inc              Common           92923B10      1592    94000 SH       SOLE                   94000        0        0
WFS Financial Inc              Common           92923B10       708    41800 SH       DEFINED        1           0    41800        0
WSFS Financial Corp            Common           92932810      1315   120200 SH       SOLE                  120200        0        0
WSFS Financial Corp            Common           92932810      2937   268450 SH       SOLE                       0        0   268450
WSFS Financial Corp            Common           92932810      1948   178100 SH       DEFINED        1           0   178100        0
WSFS Financial Corp            Common           92932810      2671   244200 SH       DEFINED        2           0        0   244200
Wachovia Corp                  Common           92977110    175580  3104203 SH       SOLE                 3104203        0        0
Wachovia Corp                  Common           92977110    345616  6097930 SH       SOLE                       0        0  6097930
Wachovia Corp                  Common           92977110     48691   858970 SH       DEFINED        1           0   858970        0
Wachovia Corp                  Common           92977110      5703   100600 SH       DEFINED        1           0   100600        0
Wachovia Corp                  Common           92977110     17650   311350 SH       DEFINED        1           0        0   311350
Wachovia Corp                  Common           92977110      1324    23500 SH       DEFINED        2           0    23500        0
Wachovia Corp                  Common           92977110     15597   275200 SH       DEFINED        2           0        0   275200
Wachovia Corp                  Common           92977110      1086    19500 SH       DEFINED        3           0    19500        0
Wachovia Corp                  Common           92977110      1355    23900 SH       DEFINED        3           0        0    23900
Wackenhut Correction           Common           92979810      1110   142900 SH       SOLE                  142900        0        0
Wackenhut Correction           Common           92979810       781   100000 SH       SOLE                       0        0   100000
Wackenhut Correction           Common           92979810      1989   254700 SH       DEFINED        1           0   254700        0
Wackenhut Correction           Common           92979810       234    30000 SH       DEFINED        1           0    30000        0
Wackenhut Correction           Common           92979810      3125   400000 SH       DEFINED        2           0        0   400000
Wal-Mart Stores                Common           93114210    643030 13385779 SH       SOLE                13385779        0        0
Wal-Mart Stores                Common           93114210    206350  4292498 SH       SOLE                       0        0  4292498
Wal-Mart Stores                Common           93114210    145688  3027280 SH       DEFINED        1           0  3027280        0
Wal-Mart Stores                Common           93114210      5622   119700 SH       DEFINED        1           0   119700        0
Wal-Mart Stores                Common           93114210      2113    44200 SH       DEFINED        2           0    44200        0
Wal-Mart Stores                Common           93114210     32063   666420 SH       DEFINED        2           0        0   666420
Wal-Mart Stores                Common           93114210      1755    37100 SH       DEFINED        3           0    37100        0
Wal-Mart Stores                Common           93114210      2081    43240 SH       DEFINED        3           0        0    43240
Wallace Comp Svc               Common           93227010       168    11000 SH       SOLE                   11000        0        0
Wallace Comp Svc               Common           93227010        24     1600 SH       DEFINED        1           0     1600        0
Washington Fed Inc             Common           93882410       398    17500 SH       SOLE                   17500        0        0
Washington Fed Inc             Common           93882410      1276    56100 SH       DEFINED        1           0    56100        0
Washington Gas Light           Common           93883710      3831   142900 SH       SOLE                  142900        0        0
Washington Gas Light           Common           93883710      2478    92200 SH       SOLE                       0        0    92200
Washington Gas Light           Common           93883710      3671   136600 SH       DEFINED        1           0   136600        0
Washington Mutual              Common           93932210    136724  3438000 SH       SOLE                 3438000        0        0
Washington Mutual              Common           93932210    409659 10289564 SH       SOLE                       0        0 10289564
Washington Mutual              Common           93932210     25610   643270 SH       DEFINED        1           0   643270        0
Washington Mutual              Common           93932210     18939   475700 SH       DEFINED        1           0        0   475700
Washington Mutual              Common           93932210     23434   588600 SH       DEFINED        2           0        0   588600
Washington Mutual              Common           93932210      1931    48500 SH       DEFINED        3           0        0    48500
Waste Connections              Common           94105310      2314    90500 SH       SOLE                   90500        0        0
Waste Connections              Common           94105310       718    28000 SH       SOLE                       0        0    28000
Waste Connections              Common           94105310      1747    68200 SH       DEFINED        1           0    68200        0
Waste Connections              Common           94105310       784    30600 SH       DEFINED        1           0    30600        0
Waste Connections              Common           94105310      2370    92500 SH       DEFINED        2           0        0    92500
Waste Mgmt Inc                 Common           94106L10    208501 11965499 SH       SOLE                11965499        0        0
Waste Mgmt Inc                 Common           94106L10     46849  2691962 SH       SOLE                       0        0  2691962
Waste Mgmt Inc                 Common           94106L10     17449  1000560 SH       DEFINED        1           0  1000560        0
Waste Mgmt Inc                 Common           94106L10      3347   191939 SH       DEFINED        2           0        0   191939
Waste Mgmt Inc                 Common           94106L10       240    14000 SH       DEFINED        3           0    14000        0
Waste Mgmt Inc                 Common           94106L10       307    17577 SH       DEFINED        3           0        0    17577
Watchguard Tech                Common           94110510     13380   223000 SH       SOLE                  223000        0        0
Watchguard Tech                Common           94110510        48      800 SH       DEFINED        1           0      800        0
Waters Corp                    Common           94184810     15822   177940 SH       SOLE                  177940        0        0
Waters Corp                    Common           94184810       811     9100 SH       SOLE                       0        0     9100
Waters Corp                    Common           94184810      8637    97040 SH       DEFINED        1           0    97040        0
Watson Pharm Inc               Common           94268310        84     1300 SH       SOLE                       0        0     1300
Watts Inds Cl A                Common           94274910       641    64100 SH       SOLE                   64100        0        0
Watts Inds Cl A                Common           94274910       172    17200 SH       DEFINED        1           0    17200        0
Weatherford Intl Inc           Common           94707410     41192   958450 SH       SOLE                  958450        0        0
Weatherford Intl Inc           Common           94707410     33445   777799 SH       SOLE                       0        0   777799
Weatherford Intl Inc           Common           94707410     10453   243100 SH       DEFINED        1           0   243100        0
Webco Industries Inc           Common           94762110       827   295300 SH       SOLE                  295300        0        0
Webco Industries Inc           Common           94762110       591   210000 SH       DEFINED        1           0   210000        0
Wellman Inc                    Common           94970210      7663   531600 SH       SOLE                  531600        0        0
Wellman Inc                    Common           94970210     15330  1061800 SH       SOLE                       0        0  1061800
Wellman Inc                    Common           94970210      6492   449700 SH       DEFINED        1           0   449700        0
Wellman Inc                    Common           94970210       939    65000 SH       DEFINED        1           0    65000        0
Wellman Inc                    Common           94970210      2527   175000 SH       DEFINED        2           0        0   175000
Wellpoint Hlth Ntwrk           Common           94973H10     52109   542800 SH       SOLE                  542800        0        0
Wellpoint Hlth Ntwrk           Common           94973H10     31056   323500 SH       SOLE                       0        0   323500
Wellpoint Hlth Ntwrk           Common           94973H10     20199   210400 SH       DEFINED        1           0   210400        0
Wellpoint Hlth Ntwrk                            94973HAA       166   214000 PRN      SOLE                  214000        0        0
Wells Fargo Company            Common           94974610       676    14700 SH       SOLE                   14700        0        0
Wells Fargo Company            Common           94974610      1075    23400 SH       SOLE                       0        0    23400
Wells Fargo Company            Common           94974610     24109   524820 SH       DEFINED        1           0   524820        0
Wellsford Real Pptys           Common           95024020       967    49000 SH       SOLE                   49000        0        0
Wellsford Real Pptys           Common           95024020      1700    86050 SH       DEFINED        1           0    86050        0
Wellsford Real Pptys           Common           95024020      1564    79200 SH       DEFINED        2           0        0    79200
Werner Enterprises             Common           95075510     39590  3370658 SH       SOLE                 3370658        0        0
Werner Enterprises             Common           95075510      7937   675363 SH       SOLE                       0        0   675363
Werner Enterprises             Common           95075510     12776  1087362 SH       DEFINED        1           0  1087362        0
Werner Enterprises             Common           95075510       306    26500 SH       DEFINED        3           0    26500        0
West Essex Bancorp             Common           95269810        79     7000 SH       SOLE                    7000        0        0
West Marine Inc                Common           95423510      4942   599500 SH       SOLE                  599500        0        0
West Marine Inc                Common           95423510      1031   125000 SH       SOLE                       0        0   125000
West Marine Inc                Common           95423510      1640   198800 SH       DEFINED        1           0   198800        0
West Marine Inc                Common           95423510       725    87800 SH       DEFINED        1           0    87800        0
West Marine Inc                Common           95423510      3383   410000 SH       DEFINED        2           0        0   410000
Westamerica Bancorp            Common           95709010      6992   209700 SH       SOLE                  209700        0        0
Westamerica Bancorp            Common           95709010       954    28500 SH       SOLE                       0        0    28500
Westamerica Bancorp            Common           95709010       736    22000 SH       DEFINED        1           0    22000        0
Westcoast Hosp Corp            Common           95750P10      3372   562800 SH       SOLE                  562800        0        0
Westcoast Hosp Corp            Common           95750P10      1560   260000 SH       DEFINED        1           0   260000        0
Westcoast Hosp Corp            Common           95750P10       402    67000 SH       DEFINED        1           0    67000        0
Westcoast Hosp Corp            Common           95750P10      2100   350000 SH       DEFINED        2           0        0   350000
Westcoast Energy Inc           Common           95751D10        93     4900 SH       SOLE                    4900        0        0
Westcoast Energy Inc           Common           95751D10      1919   100000 SH       SOLE                       0        0   100000
Westell Tech Inc A             Common           95754110      1015    78900 SH       SOLE                   78900        0        0
Westerfed Financial            Common           95755010      5704   283800 SH       SOLE                  283800        0        0
Westerfed Financial            Common           95755010       151     7500 SH       SOLE                       0        0     7500
Westerfed Financial            Common           95755010       282    14000 SH       DEFINED        1           0    14000        0
Western Digital Corp           Common           95810210      1901   323600 SH       SOLE                  323600        0        0
Western Digital Corp           Common           95810210        47     8000 SH       DEFINED        1           0     8000        0
Western Gas Resource           Common           95825910      8646   345000 SH       SOLE                  345000        0        0
Western Gas Resource           Common           95825910      3599   143600 SH       DEFINED        1           0   143600        0
Western Wireless A             Common           95988E20     21514   603900 SH       SOLE                  603900        0        0
Westpac Banking ADR            Common           96121430        12      350 SH       DEFINED        1           0      350        0
Westvaco Corp                  Common           96154810      1964    73600 SH       SOLE                   73600        0        0
Westvaco Corp                  Common           96154810     18727   701700 SH       SOLE                       0        0   701700
Westwood One Inc               Common           96181510      3859   180000 SH       SOLE                  180000        0        0
Weyerhaeuser Co                Common           96216610    233057  5773478 SH       SOLE                 5773478        0        0
Weyerhaeuser Co                Common           96216610    183613  4547700 SH       SOLE                       0        0  4547700
Weyerhaeuser Co                Common           96216610     14251   352950 SH       DEFINED        1           0   352950        0
Weyerhaeuser Co                Common           96216610      5592   138500 SH       DEFINED        1           0   138500        0
Weyerhaeuser Co                Common           96216610      2754    68200 SH       DEFINED        1           0        0    68200
Weyerhaeuser Co                Common           96216610      2023    50100 SH       DEFINED        2           0        0    50100
Weyerhaeuser Co                Common           96216610       190     4700 SH       DEFINED        3           0        0     4700
Whirlpool Corp                 Common           96332010      6320   162600 SH       SOLE                  162600        0        0
Whirlpool Corp                 Common           96332010    107354  2761500 SH       SOLE                       0        0  2761500
Whirlpool Corp                 Common           96332010      1305    33560 SH       DEFINED        1           0    33560        0
Whirlpool Corp                 Common           96332010      2737    70400 SH       DEFINED        1           0    70400        0
Whitman Education Gp           Common           96652410       935   440000 SH       SOLE                  440000        0        0
Whitman Education Gp           Common           96652410       850   400000 SH       DEFINED        1           0   400000        0
Whole Foods Market             Common           96683710     71937  1340700 SH       SOLE                 1340700        0        0
Whole Foods Market             Common           96683710      5637   105000 SH       SOLE                       0        0   105000
Whole Foods Market             Common           96683710     10625   197900 SH       DEFINED        1           0   197900        0
Whole Foods Market             Common           96683710       586    11100 SH       DEFINED        3           0    11100        0
Wickes Inc                     Common           96744610       414    70000 SH       SOLE                   70000        0        0
Wickes Inc                     Common           96744610       900   150000 SH       SOLE                       0        0   150000
Wickes Inc                     Common           96744610       840   140000 SH       DEFINED        1           0   140000        0
Wickes Inc                     Common           96744610      1950   325000 SH       DEFINED        2           0        0   325000
Wild Oats Markets              Common           96808B10      5460   465550 SH       SOLE                  465550        0        0
Wild Oats Markets              Common           96808B10      8212   698850 SH       SOLE                       0        0   698850
Wild Oats Markets              Common           96808B10      7139   607550 SH       DEFINED        1           0   607550        0
Willamette Inds                Common           96913310    167409  5978900 SH       SOLE                       0        0  5978900
Willamette Inds                Common           96913310       518    18500 SH       DEFINED        2           0        0    18500
Willbros Group inc             Common           96919910      3844   591300 SH       SOLE                  591300        0        0
Williams Cos Inc               Common           96945710      3303    78200 SH       SOLE                   78200        0        0
Williams Cos Inc               Common           96945710     19013   450000 SH       SOLE                       0        0   450000
Williams Cos Inc               Common           96945710      2966    70200 SH       DEFINED        1           0    70200        0
Clayton Williams               Common           96949010      3118    77000 SH       SOLE                   77000        0        0
Williams-Sonoma Inc            Common           96990410     21122   607800 SH       SOLE                  607800        0        0
Williams-Sonoma Inc            Common           96990410        97     2800 SH       DEFINED        1           0     2800        0
Wilmington Tr Corp             Common           97180710      6990   130700 SH       SOLE                  130700        0        0
Wilmington Tr Corp             Common           97180710       708    13200 SH       SOLE                       0        0    13200
Wilmington Tr Corp             Common           97180710       772    14400 SH       DEFINED        1           0    14400        0
Wilsons Leather                Common           97246310      6560   363650 SH       SOLE                  363650        0        0
Wilsons Leather                Common           97246310      1311    72600 SH       SOLE                       0        0    72600
Wilsons Leather                Common           97246310      3284   181800 SH       DEFINED        1           0   181800        0
Wilsons Leather                Common           97246310      1226    67900 SH       DEFINED        1           0    67900        0
Wilsons Leather                Common           97246310      4236   234500 SH       DEFINED        2           0        0   234500
Wind River Systems             Common           97314910     17099   356700 SH       SOLE                  356700        0        0
Winnebago Inds                 Common           97463710      3382   270900 SH       SOLE                  270900        0        0
Winnebago Inds                 Common           97463710       750    60000 SH       SOLE                       0        0    60000
Winnebago Inds                 Common           97463710      1180    94400 SH       DEFINED        1           0    94400        0
Winnebago Inds                 Common           97463710       699    55900 SH       DEFINED        1           0    55900        0
Winnebago Inds                 Common           97463710      2625   210000 SH       DEFINED        2           0        0   210000
Wireless Facilities            Common           97653A10       825    14300 SH       SOLE                   14300        0        0
Wisconsin Energy               Common           97665710       399    20000 SH       SOLE                   20000        0        0
World Wrestlng Fed A           Common           98156Q10      1327    87400 SH       SOLE                   87400        0        0
Worldcom Inc                   Common           98157D10    664601 21907890 SH       SOLE                21907890        0        0
Worldcom Inc                   Common           98157D10    667031 21965663 SH       SOLE                       0        0 21965663
Worldcom Inc                   Common           98157D10     82603  2719434 SH       DEFINED        1           0  2719434        0
Worldcom Inc                   Common           98157D10      4325   146200 SH       DEFINED        1           0   146200        0
Worldcom Inc                   Common           98157D10      8081   266051 SH       DEFINED        1           0        0   266051
Worldcom Inc                   Common           98157D10      1539    51000 SH       DEFINED        2           0    51000        0
Worldcom Inc                   Common           98157D10     20785   684472 SH       DEFINED        2           0        0   684472
Worldcom Inc                   Common           98157D10       815    27300 SH       DEFINED        3           0    27300        0
Worldcom Inc                   Common           98157D10       936    30800 SH       DEFINED        3           0        0    30800
Woronoco Bancorp Inc           Common           98163010       217    17900 SH       SOLE                       0        0    17900
XCare.net                      Common           98388Y10      1683   375000 SH       SOLE                  375000        0        0
XCare.net                      Common           98388Y10       225    50000 SH       DEFINED        1           0    50000        0
Xilinx Inc                     Common           98391910       197     2300 SH       SOLE                    2300        0        0
Xilinx Inc                     Common           98391910       813     9500 SH       SOLE                       0        0     9500
Xilinx Inc                     Common           98391910     26135   305230 SH       DEFINED        1           0   305230        0
Xerox Corp                     Common           98412110      3331   221100 SH       SOLE                  221100        0        0
Xerox Corp                     Common           98412110     92517  6141950 SH       SOLE                       0        0  6141950
Yahoo! Inc                     Common           98433210       370     4100 SH       SOLE                    4100        0        0
Yahoo! Inc                     Common           98433210       419     4600 SH       SOLE                       0        0     4600
Yahoo! Inc                     Common           98433210     20315   223240 SH       DEFINED        1           0   223240        0
Yardville Natl Bcp             Common           98502110      3117   255000 SH       SOLE                  255000        0        0
Yardville Natl Bcp             Common           98502110       965    78800 SH       SOLE                       0        0    78800
Yardville Natl Bcp             Common           98502110      2561   209000 SH       DEFINED        1           0   209000        0
Yardville Natl Bcp             Common           98502110      1044    85200 SH       DEFINED        1           0    85200        0
York International             Common           98667010      1106    44600 SH       SOLE                   44600        0        0
York International             Common           98667010       724    29100 SH       SOLE                       0        0    29100
York International             Common           98667010      1046    42000 SH       DEFINED        1           0    42000        0
Young Broadcasting A           Common           98743410       314    10000 SH       SOLE                   10000        0        0
Zale Corp                      Common           98885810       253     7800 SH       SOLE                    7800        0        0
Zale Corp                      Common           98885810      1401    43200 SH       DEFINED        1           0    43200        0
Zebra Technologies             Common           98920710      1514    31500 SH       SOLE                   31500        0        0
Zebra Technologies             Common           98920710      2331    48500 SH       DEFINED        1           0    48500        0
Zoll Medical Corp              Common           98992210       639    13100 SH       SOLE                   13100        0        0
Zomax Inc                      Common           98992910       770   109900 SH       DEFINED        1           0   109900        0
Zomax Inc                      Common           98992910      2100   300000 SH       DEFINED        2           0        0   300000
Ace Ltd                        Common           G0070K10    494270 12615149 SH       SOLE                12615149        0        0
Ace Ltd                        Common           G0070K10    263058  6705545 SH       SOLE                       0        0  6705545
Ace Ltd                        Common           G0070K10     28956   737700 SH       DEFINED        1           0   737700        0
Ace Ltd                        Common           G0070K10      4494   114500 SH       DEFINED        1           0   114500        0
Ace Ltd                        Common           G0070K10     17873   455590 SH       DEFINED        2           0        0   455590
Ace Ltd                        Common           G0070K10      1165    30200 SH       DEFINED        3           0    30200        0
Ace Ltd                        Common           G0070K10      1316    33540 SH       DEFINED        3           0        0    33540
Amdocs Ltd                     Common           G0260210      2127    34100 SH       DEFINED        1           0    34100        0
American Safety Ins            Common           G0299510       368    95400 SH       SOLE                   95400        0        0
American Safety Ins            Common           G0299510       388   100000 SH       SOLE                       0        0   100000
Annuity and Life Re            Common           G0391010     26520  1101800 SH       SOLE                 1101800        0        0
Annuity and Life Re            Common           G0391010     11579   481000 SH       SOLE                       0        0   481000
Annuity and Life Re            Common           G0391010      8660   358950 SH       DEFINED        1           0   358950        0
APW Ltd                        Common           G0439710       682    14000 SH       SOLE                   14000        0        0
APW Ltd                        Common           G0439710      3715    76200 SH       DEFINED        1           0    76200        0
Everest RE Group Ltd           Common           G3223R10      7465   150800 SH       DEFINED        1           0   150800        0
FLAG Telecom Hldgs             Common           G3529L10        56     5050 SH       SOLE                    5050        0        0
Global Crossing Ltd            Common           G3921A10    406336 13122625 SH       SOLE                13122625        0        0
Global Crossing Ltd            Common           G3921A10     79597  2570543 SH       SOLE                       0        0  2570543
Global Crossing Ltd            Common           G3921A10     58361  1882557 SH       DEFINED        1           0  1882557        0
Global Crossing Ltd            Common           G3921A10       130     4200 SH       DEFINED        1           0     4200        0
Global Crossing Ltd            Common           G3921A10      7323   236224 SH       DEFINED        2           0        0   236224
Global Crossing Ltd            Common           G3921A10       521    17100 SH       DEFINED        3           0    17100        0
Global Crossing Ltd            Common           G3921A10       603    19449 SH       DEFINED        3           0        0    19449
IPC Holdings Ltd               Common           G4933P10       720    38900 SH       SOLE                   38900        0        0
IPC Holdings Ltd               Common           G4933P10     37341  2019000 SH       SOLE                       0        0  2019000
Knightsbridge Tanker           Common           G5299G10      8422   385000 SH       SOLE                  385000        0        0
MIH Ltd A                      Common           G6116R10       574    19500 SH       SOLE                   19500        0        0
PartnerRe Holdings             Common           G6852T10     88258  1860500 SH       SOLE                       0        0  1860500
Peak Intl Ltd                  Common           G6958610      8786  1098200 SH       SOLE                 1098200        0        0
Peak Intl Ltd                  Common           G6958610        20     2500 SH       DEFINED        1           0     2500        0
Peak Intl Ltd                  Common           G6958610       473    59100 SH       DEFINED        1           0    59100        0
Scottish Annuity               Common           G7885T10      3973   430000 SH       SOLE                  430000        0        0
Scottish Annuity               Common           G7885T10       574    62000 SH       SOLE                       0        0    62000
Scottish Annuity               Common           G7885T10      1666   180000 SH       DEFINED        1           0   180000        0
Scottish Annuity               Common           G7885T10       657    71000 SH       DEFINED        1           0    71000        0
Scottish Annuity               Common           G7885T10      2257   244000 SH       DEFINED        2           0        0   244000
Transocean Sedco Frx           Common           G9007810    191236  3266592 SH       SOLE                 3266592        0        0
Transocean Sedco Frx           Common           G9007810     59202  1010536 SH       SOLE                       0        0  1010536
Transocean Sedco Frx           Common           G9007810     11952   203854 SH       DEFINED        1           0   203854        0
Transocean Sedco Frx           Common           G9007810       903    16000 SH       DEFINED        1           0    16000        0
Transocean Sedco Frx           Common           G9007810      1165    19900 SH       DEFINED        2           0        0    19900
TyCom Ltd                      Common           G9144B10       963    25100 SH       SOLE                   25100        0        0
TyCom Ltd                      Common           G9144B10        58     1500 SH       SOLE                       0        0     1500
TyCom Ltd                      Common           G9144B10        69     1800 SH       DEFINED        1           0     1800        0
White Mountain Ins             Common           G9618E10      3165    11600 SH       SOLE                   11600        0        0
XL Capital Ltd A               Common           G9825510     51663   702937 SH       SOLE                  702937        0        0
XL Capital Ltd A               Common           G9825510      4226    57500 SH       SOLE                       0        0    57500
XL Capital Ltd A               Common           G9825510      2301    31300 SH       DEFINED        1           0    31300        0
XL Capital Ltd A               Common           G9825510      8394   114200 SH       DEFINED        1           0        0   114200
Stolt Comex Seaway             Common           L8873E10     10933   735000 SH       SOLE                  735000        0        0
Stolt Comex Seaway             Common           L8873E10      4409   296400 SH       DEFINED        1           0   296400        0
Checkpoint Software            Common           M2246510      6426    40800 SH       DEFINED        1           0    40800        0
Floware Wireless LTD           Common           M4591910      3070   124300 SH       SOLE                  124300        0        0
Floware Wireless LTD           Common           M4591910      1073    43100 SH       SOLE                       0        0    43100
Floware Wireless LTD           Common           M4591910      3758   150900 SH       DEFINED        1           0   150900        0
Galileo Technology             Common           M4729810     18323   577100 SH       SOLE                  577100        0        0
Galileo Technology             Common           M4729810      5705   179700 SH       SOLE                       0        0   179700
Galileo Technology             Common           M4729810      2429    76500 SH       DEFINED        1           0    76500        0
Gilat Satellite Ntwk           Common           M5147410     49656   650400 SH       SOLE                  650400        0        0
Gilat Satellite Ntwk           Common           M5147410      7317    95320 SH       SOLE                       0        0    95320
Gilat Satellite Ntwk           Common           M5147410     23282   302850 SH       DEFINED        1           0   302850        0
Gilat Satellite Ntwk           Common           M5147410      1315    17100 SH       DEFINED        2           0        0    17100
Internet Gold Ltd              Common           M5659510         9     1700 SH       DEFINED        1           0     1700        0
Optibase Ltd                   Common           M7524R10      2989   171000 SH       SOLE                  171000        0        0
Optibase Ltd                   Common           M7524R10      5708   325000 SH       SOLE                       0        0   325000
Optibase Ltd                   Common           M7524R10       694    39500 SH       DEFINED        1           0    39500        0
Optibase Ltd                   Common           M7524R10      2541   144700 SH       DEFINED        2           0        0   144700
ASM Lithography USD            Common           N0705911         1       40 SH       DEFINED        1           0       40        0
Chicago Bridge&Iron            Common           N1980810     15016  1053700 SH       SOLE                 1053700        0        0
Chicago Bridge&Iron            Common           N1980810      1417    99400 SH       DEFINED        1           0    99400        0
CNH Global NV                  Common           N2093510       524    52700 SH       SOLE                   52700        0        0
CNH Global NV                  Common           N2093510     43742  4374200 SH       SOLE                       0        0  4374200
CNH Global NV                  Common           N2093510       491    49100 SH       DEFINED        1           0    49100        0
Core Labs N.V.                 Common           N2271710     24211   985700 SH       SOLE                  985700        0        0
Core Labs N.V.                 Common           N2271710     16647   677700 SH       SOLE                       0        0   677700
Core Labs N.V.                 Common           N2271710      2861   116500 SH       DEFINED        1           0   116500        0
KPNQwest NV C USD              Common           N5091910     20539   711100 SH       SOLE                  711100        0        0
KPNQwest NV C USD              Common           N5091910      4553   157000 SH       SOLE                       0        0   157000
KPNQwest NV C USD              Common           N5091910     11455   395000 SH       DEFINED        1           0   395000        0
Banco Latinoamern E            Common           P1699413      1338    49700 SH       SOLE                   49700        0        0
Banco Latinoamern E            Common           P1699413      8157   294700 SH       SOLE                       0        0   294700
Banco Latinoamern E            Common           P1699413       928    33400 SH       DEFINED        1           0    33400        0
Panamerican Bev A              Common           P7482310      4825   283800 SH       DEFINED        1           0   283800        0
Flextronics Intl Ltd           Common           Y2573F10     56632   690100 SH       SOLE                  690100        0        0
Flextronics Intl Ltd           Common           Y2573F10     73597   896700 SH       SOLE                       0        0   896700
Flextronics Intl Ltd           Common           Y2573F10     37599   457830 SH       DEFINED        1           0   457830        0
</TABLE>


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