WELLINGTON MANAGEMENT CO LLP
13F-HR, 2000-08-15
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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: 06/30/2000

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    June 30, 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:   5212

Form 13F Information Table Value Total:   $136919547000



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       833    86320 SH       SOLE                   86320        0        0
ABC Bancorp                    Common           00040010       686    71180 SH       SOLE                       0        0    71180
ABC Bancorp                    Common           00040010       966   100400 SH       DEFINED        1           0   100400        0
ABC-NACO Inc                   Common           00075210      1983   247800 SH       SOLE                  247800        0        0
ABC-NACO Inc                   Common           00075210       664    83000 SH       SOLE                       0        0    83000
ABC-NACO Inc                   Common           00075210      1680   210000 SH       DEFINED        1           0   210000        0
ABC-NACO Inc                   Common           00075210       829   103600 SH       DEFINED        1           0   103600        0
ABC-NACO Inc                   Common           00075210      2362   295300 SH       DEFINED        2           0        0   295300
ADE Corp                       Common           00089C10      1454    76000 SH       SOLE                   76000        0        0
ADE Corp                       Common           00089C10       981    51300 SH       SOLE                       0        0    51300
ADE Corp                       Common           00089C10      1458    76200 SH       DEFINED        1           0    76200        0
ADT Oper LYONS P02                              000945AC       254   100000 PRN      SOLE                  100000        0        0
AK Steel Hldg Corp             Common           00154710     26549  3318652 SH       SOLE                       0        0  3318652
AK Steel Hldg Corp             Common           00154710        25     3100 SH       DEFINED        1           0     3100        0
AK Steel Hldg Corp             Common           00154710       496    62000 SH       DEFINED        2           0        0    62000
AMB Property REIT              Common           00163T10      2491   109200 SH       SOLE                  109200        0        0
AMB Property REIT              Common           00163T10      2522   110600 SH       DEFINED        1           0   110600        0
AMC Entertainment              Common           00166910      1184   296100 SH       SOLE                  296100        0        0
AMC Entertainment              Common           00166910      6000  1500000 SH       SOLE                       0        0  1500000
AMC Entertainment              Common           00166910       508   127000 SH       DEFINED        1           0   127000        0
AMFM Inc                       Common           00169310     90430  1310580 SH       SOLE                 1310580        0        0
AMFM Inc                       Common           00169310     22363   324100 SH       SOLE                       0        0   324100
AMR Corp                       Common           00176510     94714  3582475 SH       SOLE                 3582475        0        0
AMR Corp                       Common           00176510     25905   979930 SH       SOLE                       0        0   979930
AMR Corp                       Common           00176510      9744   368560 SH       DEFINED        1           0   368560        0
APAC Teleservices              Common           00185E10      8733   789400 SH       SOLE                  789400        0        0
ATI Technologies               Common           00194110        25     2900 SH       SOLE                    2900        0        0
AT&T Corp                      Common           00195710    476454 15073894 SH       SOLE                15073894        0        0
AT&T Corp                      Common           00195710    495768 15678286 SH       SOLE                       0        0 15678286
AT&T Corp                      Common           00195710     66360  2098440 SH       DEFINED        1           0  2098440        0
AT&T Corp                      Common           00195710      1210    38250 SH       DEFINED        1           0    38250        0
AT&T Corp                      Common           00195710     11160   352900 SH       DEFINED        1           0        0   352900
AT&T Corp                      Common           00195710       149     4700 SH       DEFINED        2           0     4700        0
AT&T Corp                      Common           00195710     16264   514380 SH       DEFINED        2           0        0   514380
AT&T Corp                      Common           00195710       817    26000 SH       DEFINED        3           0    26000        0
AT&T Corp                      Common           00195710      1135    35905 SH       DEFINED        3           0        0    35905
AT&T-Liberty Media A           Common           00195720    597977 24675390 SH       SOLE                24675390        0        0
AT&T-Liberty Media A           Common           00195720    291426 12022308 SH       SOLE                       0        0 12022308
AT&T-Liberty Media A           Common           00195720     93206  3843500 SH       DEFINED        1           0  3843500        0
AT&T-Liberty Media A           Common           00195720      5294   222300 SH       DEFINED        1           0   222300        0
AT&T-Liberty Media A           Common           00195720      7524   310284 SH       DEFINED        1           0        0   310284
AT&T-Liberty Media A           Common           00195720       281    11600 SH       DEFINED        2           0    11600        0
AT&T-Liberty Media A           Common           00195720     15758   650112 SH       DEFINED        2           0        0   650112
AT&T-Liberty Media A           Common           00195720       607    25200 SH       DEFINED        3           0    25200        0
AT&T-Liberty Media A           Common           00195720       922    38008 SH       DEFINED        3           0        0    38008
ATMI Inc                       Common           00207R10      7978   171500 SH       SOLE                  171500        0        0
ATMI Inc                       Common           00207R10      4608    99100 SH       SOLE                       0        0    99100
ATMI Inc                       Common           00207R10      8957   192600 SH       DEFINED        1           0   192600        0
AVT Corporation                Common           00242010       123    16700 SH       SOLE                   16700        0        0
Abbott Laboratories            Common           00282410    472234 10604705 SH       SOLE                10604705        0        0
Abbott Laboratories            Common           00282410    789684 17721831 SH       SOLE                       0        0 17721831
Abbott Laboratories            Common           00282410     74681  1675860 SH       DEFINED        1           0  1675860        0
Abbott Laboratories            Common           00282410      9570   216100 SH       DEFINED        1           0   216100        0
Abbott Laboratories            Common           00282410      4929   110600 SH       DEFINED        1           0        0   110600
Abbott Laboratories            Common           00282410     15418   346120 SH       DEFINED        2           0        0   346120
Abbott Laboratories            Common           00282410       691    15600 SH       DEFINED        3           0    15600        0
Abbott Laboratories            Common           00282410      1027    23040 SH       DEFINED        3           0        0    23040
Abington Savings Bk            Common           00350P10       115    12800 SH       SOLE                       0        0    12800
Able Telcom Holding            Common           00371230       679   329400 SH       SOLE                  329400        0        0
Able Telcom Holding            Common           00371230       248   120000 SH       SOLE                       0        0   120000
Able Telcom Holding            Common           00371230       598   290000 SH       DEFINED        1           0   290000        0
Able Telcom Holding            Common           00371230        43    20800 SH       DEFINED        1           0    20800        0
Able Telcom Holding            Common           00371230       774   375000 SH       DEFINED        2           0        0   375000
Abitibi-Consolidated           Common           00392410     37775  4033689 SH       SOLE                 4033689        0        0
Abitibi-Consolidated           Common           00392410    145561 15528589 SH       SOLE                       0        0 15528589
Abitibi-Consolidated           Common           00392410      6042   644500 SH       DEFINED        1           0   644500        0
Abitibi-Consolidated           Common           00392410       489    52200 SH       DEFINED        1           0    52200        0
Abitibi-Consolidated           Common           00392410       135    14400 SH       DEFINED        2           0    14400        0
Abitibi-Consolidated           Common           00392410       946   101300 SH       DEFINED        2           0        0   101300
Aclara Biosciences             Common           00461P10      7091   139200 SH       SOLE                  139200        0        0
Aclara Biosciences             Common           00461P10      7075   138900 SH       SOLE                       0        0   138900
Aclara Biosciences             Common           00461P10      2547    50000 SH       DEFINED        1           0    50000        0
ACNielsen Corp                 Common           00483310      7623   347200 SH       SOLE                  347200        0        0
ACNielsen Corp                 Common           00483310      1232    56000 SH       SOLE                       0        0    56000
ACNielsen Corp                 Common           00483310       902    41000 SH       DEFINED        1           0    41000        0
ActivCard SA ADR               Common           00505N10        17      900 SH       DEFINED        1           0      900        0
Acxiom Corp                    Common           00512510     15740   578800 SH       SOLE                  578800        0        0
Acxiom Corp                    Common           00512510      3225   118400 SH       SOLE                       0        0   118400
Acxiom Corp                    Common           00512510      2703    99200 SH       DEFINED        1           0    99200        0
ADAC Laboratories              Common           00531320      9583   399100 SH       SOLE                  399100        0        0
ADAC Laboratories              Common           00531320      8036   334800 SH       SOLE                       0        0   334800
ADAC Laboratories              Common           00531320     16733   697200 SH       DEFINED        1           0   697200        0
ADAC Laboratories              Common           00531320       192     8000 SH       DEFINED        1           0     8000        0
ADAC Laboratories              Common           00531320      3000   125000 SH       DEFINED        2           0        0   125000
Adaptive Broadband             Common           00650M10       581    15800 SH       DEFINED        1           0    15800        0
Adaptec Inc                    Common           00651F10      6707   294800 SH       SOLE                  294800        0        0
Adaptec Inc                    Common           00651F10       692    30400 SH       SOLE                       0        0    30400
Adaptec Inc                    Common           00651F10      1870    82210 SH       DEFINED        1           0    82210        0
Adaptec Inc                    Common           00651F10       200     8800 SH       DEFINED        1           0     8800        0
Adaptec Inc                    Common           00651F10      2573   113100 SH       DEFINED        1           0        0   113100
Adelphia Commnctn A            Common           00684810     22722   484750 SH       SOLE                  484750        0        0
Adelphia Commnctn A            Common           00684810    157491  3359800 SH       SOLE                       0        0  3359800
Adelphia Commnctn A            Common           00684810        75     1600 SH       DEFINED        1           0     1600        0
Adelphia Commnctn A            Common           00684810      1172    25000 SH       DEFINED        2           0        0    25000
Adept Technology Inc           Common           00685410     11617   248500 SH       SOLE                  248500        0        0
Advance ParadigM               Common           00749110      2665   130000 SH       SOLE                  130000        0        0
Advance ParadigM               Common           00749110       287    14000 SH       DEFINED        1           0    14000        0
Advance ParadigM               Common           00749110      3690   180000 SH       DEFINED        2           0        0   180000
Advanced Fibre Commn           Common           00754A10      3844    84800 SH       SOLE                   84800        0        0
Advanced Fibre Commn           Common           00754A10      7998   176500 SH       SOLE                       0        0   176500
Advanced Fibre Commn           Common           00754A10      3471    76600 SH       DEFINED        1           0    76600        0
Advanced Polymer Sys           Common           00754G10      3026   800000 SH       SOLE                  800000        0        0
Advanced Polymer Sys           Common           00754G10       567   150000 SH       SOLE                       0        0   150000
Advanced Polymer Sys           Common           00754G10      1798   475500 SH       DEFINED        1           0   475500        0
Advanced Polymer Sys           Common           00754G10       736   194800 SH       DEFINED        1           0   194800        0
ADVO Inc                       Common           00758510       429    10200 SH       SOLE                   10200        0        0
ADVO Inc                       Common           00758510      3104    73900 SH       DEFINED        1           0    73900        0
Aehr Test Systems              Common           00760J10      2090   309500 SH       DEFINED        1           0   309500        0
Aehr Test Systems              Common           00760J10       270    40000 SH       DEFINED        1           0    40000        0
Aehr Test Systems              Common           00760J10      2160   320000 SH       DEFINED        2           0        0   320000
Advanced Micro Dvcs            Common           00790310       533     6900 SH       SOLE                    6900        0        0
Advanced Micro Dvcs            Common           00790310        31      400 SH       DEFINED        1           0      400        0
Advanced Energy Inds           Common           00797310       454     7700 SH       SOLE                    7700        0        0
Aether Systems Inc                              00808VAA        85    80000 PRN      SOLE                   80000        0        0
Aetna Inc                      Common           00811710      1605    25000 SH       SOLE                   25000        0        0
Aetna Inc                      Common           00811710    391111  6093200 SH       SOLE                       0        0  6093200
Aetna Inc                      Common           00811710      2568    40000 SH       DEFINED        2           0        0    40000
Affiliated Computr A           Common           00819010     61446  1859150 SH       SOLE                 1859150        0        0
Affiliated Computr A           Common           00819010     18198   550400 SH       SOLE                       0        0   550400
Affiliated Computr A           Common           00819010     11859   358720 SH       DEFINED        1           0   358720        0
Affiliated Computr A           Common           00819010       126     3800 SH       DEFINED        1           0     3800        0
Affiliated Computr A           Common           00819010      1656    50100 SH       DEFINED        1           0        0    50100
AG-Chem Equipment              Common           00836310      2147   318000 SH       SOLE                  318000        0        0
AG-Chem Equipment              Common           00836310       527    78000 SH       SOLE                       0        0    78000
AG-Chem Equipment              Common           00836310      1283   190000 SH       DEFINED        1           0   190000        0
AG-Chem Equipment              Common           00836310       371    55000 SH       DEFINED        1           0    55000        0
Agilent Technologies           Common           00846U10       181     2480 SH       SOLE                    2480        0        0
Agilent Technologies           Common           00846U10       382     5186 SH       SOLE                       0        0     5186
Agilent Technologies           Common           00846U10        84     1144 SH       DEFINED        2           0     1144        0
Agile Software Corp            Common           00846X10       424     6000 SH       SOLE                    6000        0        0
Agribrands Intl Inc            Common           00849R10       247     5900 SH       SOLE                    5900        0        0
Air Products & Chem            Common           00915810     38488  1249100 SH       SOLE                 1249100        0        0
Air Products & Chem            Common           00915810    265827  8627100 SH       SOLE                       0        0  8627100
Air Products & Chem            Common           00915810      8394   272440 SH       DEFINED        1           0   272440        0
Air Products & Chem            Common           00915810     10374   336700 SH       DEFINED        1           0   336700        0
Air Products & Chem            Common           00915810      2687    87200 SH       DEFINED        1           0        0    87200
Air Products & Chem            Common           00915810      2708    87900 SH       DEFINED        2           0        0    87900
Airgas Inc                     Common           00936310      1523   267800 SH       SOLE                  267800        0        0
Airgas Inc                     Common           00936310      1041   182900 SH       SOLE                       0        0   182900
Airgas Inc                     Common           00936310      1484   260900 SH       DEFINED        1           0   260900        0
AirGate PCS Inc                Common           00936710     23800   452800 SH       SOLE                  452800        0        0
AirGate PCS Inc                Common           00936710     12242   232900 SH       SOLE                       0        0   232900
AirGate PCS Inc                Common           00936710      3737    71100 SH       DEFINED        1           0    71100        0
AirTran Holdings Inc           Common           00949P10        27     6500 SH       SOLE                    6500        0        0
Akamai Technologies            Common           00971T10     16220   136600 SH       SOLE                  136600        0        0
Akamai Technologies            Common           00971T10       154     1300 SH       DEFINED        1           0     1300        0
Akorn Inc                      Common           00972810      4447   559800 SH       SOLE                  559800        0        0
Akorn Inc                      Common           00972810       357    45000 SH       SOLE                       0        0    45000
Akorn Inc                      Common           00972810        56     7000 SH       DEFINED        1           0     7000        0
Akzo Nobel NV ADR              Common           01019930      7933   188600 SH       SOLE                  188600        0        0
Alamosa PCS Holdings           Common           01159310      1868    89500 SH       SOLE                   89500        0        0
Alamosa PCS Holdings           Common           01159310      1870    89600 SH       SOLE                       0        0    89600
Albany Intl Crp Cl A           Common           01234810       990    68272 SH       SOLE                   68272        0        0
Albany Intl Crp Cl A           Common           01234810     16916  1166657 SH       SOLE                       0        0  1166657
Albany Intl Crp Cl A           Common           01234810      1460   100682 SH       DEFINED        1           0   100682        0
Albemarle Corp                 Common           01265310      1801    91200 SH       DEFINED        1           0    91200        0
Alberta Energy Co              Common           01287310        56     1400 SH       SOLE                    1400        0        0
Albertsons Inc                 Common           01310410     16675   501480 SH       SOLE                  501480        0        0
Albertsons Inc                 Common           01310410    119135  3583000 SH       SOLE                       0        0  3583000
Albertsons Inc                 Common           01310410      1499    45100 SH       DEFINED        1           0    45100        0
Albertsons Inc                 Common           01310410     10670   320900 SH       DEFINED        1           0   320900        0
Alcan Aluminium Ltd            Common           01371610    103008  3323100 SH       SOLE                 3323100        0        0
Alcan Aluminium Ltd            Common           01371610    158568  5115100 SH       SOLE                       0        0  5115100
Alcoa Inc                      Common           01381710    385715 13305658 SH       SOLE                13305658        0        0
Alcoa Inc                      Common           01381710   1138958 39276028 SH       SOLE                       0        0 39276028
Alcoa Inc                      Common           01381710     34860  1202120 SH       DEFINED        1           0  1202120        0
Alcoa Inc                      Common           01381710      8820   306300 SH       DEFINED        1           0   306300        0
Alcoa Inc                      Common           01381710      5728   197500 SH       DEFINED        1           0        0   197500
Alcoa Inc                      Common           01381710     10867   374700 SH       DEFINED        2           0        0   374700
Alcoa Inc                      Common           01381710       128     4400 SH       DEFINED        3           0        0     4400
Alcatel SA ADR                 Common           01390430       476     7153 SH       SOLE                    7153        0        0
Alcatel SA ADR                 Common           01390430    563378  8471851 SH       SOLE                       0        0  8471851
Alcatel SA ADR                 Common           01390430        52      780 SH       DEFINED        1           0      780        0
Alcatel SA ADR                 Common           01390430      3151    47382 SH       DEFINED        2           0        0    47382
Allegheny Energy Inc           Common           01736110      3698   135100 SH       DEFINED        1           0   135100        0
Allegiance Telecom             Common           01747T10     49958   780590 SH       SOLE                  780590        0        0
Allegiance Telecom             Common           01747T10      3283    51300 SH       SOLE                       0        0    51300
Allegiance Telecom             Common           01747T10      7865   122890 SH       DEFINED        1           0   122890        0
Allergan Inc                   Common           01849010    241685  3244100 SH       SOLE                       0        0  3244100
Allergan Spec Thera            Common           01849410      3366   186330 SH       SOLE                  186330        0        0
Alliance Cap Mgmt              Common           01855A10       665    14500 SH       SOLE                       0        0    14500
Alliance Pharm Corp            Common           01877310      1418   125900 SH       SOLE                  125900        0        0
Alliance Pharm Corp            Common           01877310     16906  1502788 SH       SOLE                       0        0  1502788
Alliance Pharm Corp            Common           01877310      9000   800000 SH       DEFINED        1           0   800000        0
Alliance Semiconduct           Common           01877H10      4157   169200 SH       SOLE                  169200        0        0
Alliance Semiconduct           Common           01877H10       447    18200 SH       SOLE                       0        0    18200
Alliance Semiconduct           Common           01877H10      2539   103400 SH       DEFINED        1           0   103400        0
Allied Waste Inds              Common           01958930        40     4000 SH       SOLE                    4000        0        0
Allmerica Finl Corp            Common           01975410      3268    62400 SH       DEFINED        1           0    62400        0
Allscripts Inc                 Common           01988610       311    13500 SH       SOLE                   13500        0        0
Allscripts Inc                 Common           01988610       205     8900 SH       SOLE                       0        0     8900
Allscripts Inc                 Common           01988610       444    19300 SH       DEFINED        1           0    19300        0
Alltel Corp                    Common           02003910     21093   340600 SH       SOLE                  340600        0        0
Alltel Corp                    Common           02003910    185689  2998000 SH       SOLE                       0        0  2998000
Alltel Corp                    Common           02003910      1524    24600 SH       DEFINED        1           0    24600        0
Alltel Corp                    Common           02003910      3351    54100 SH       DEFINED        1           0    54100        0
Alpha Inds                     Common           02075310       308     7000 SH       SOLE                    7000        0        0
Alpha Inds                     Common           02075310      2371    53800 SH       DEFINED        1           0    53800        0
Alpharma Cl A                  Common           02081310       560     9000 SH       SOLE                    9000        0        0
Alpharma Cl A                  Common           02081310     46582   748313 SH       SOLE                       0        0   748313
Altera Corp                    Common           02144110        31      300 SH       SOLE                     300        0        0
Altera Corp                    Common           02144110      5903    57900 SH       DEFINED        1           0    57900        0
Alza Corp                      Common           02261510     43997   744970 SH       SOLE                  744970        0        0
Alza Corp                      Common           02261510     17225   291320 SH       SOLE                       0        0   291320
Alza Corp                      Common           02261510     23595   399060 SH       DEFINED        1           0   399060        0
Alza Corp                      Common           02261510      7663   129600 SH       DEFINED        2           0        0   129600
Alza Corp                      Common           02261510      1040    17700 SH       DEFINED        3           0    17700        0
Alza Corp                      Common           02261510       715    12100 SH       DEFINED        3           0        0    12100
Ambassadors Intl Inc           Common           02317810      3582   227400 SH       SOLE                  227400        0        0
Ambassadors Intl Inc           Common           02317810      1134    72000 SH       SOLE                       0        0    72000
Ambassadors Intl Inc           Common           02317810      2756   175000 SH       DEFINED        1           0   175000        0
Ambassadors Intl Inc           Common           02317810      2993   190000 SH       DEFINED        2           0        0   190000
Amerada Hess                   Common           02355110      1050    17000 SH       SOLE                   17000        0        0
Amerada Hess                   Common           02355110     26466   428600 SH       SOLE                       0        0   428600
Amerada Hess                   Common           02355110       237     3840 SH       DEFINED        1           0     3840        0
Ameren Corporation             Common           02360810       142     4200 SH       SOLE                    4200        0        0
Ameren Corporation             Common           02360810      3717   110110 SH       DEFINED        1           0   110110        0
America Online Inc             Common           02364J10    493621  9376451 SH       SOLE                 9376451        0        0
America Online Inc             Common           02364J10    172408  3274310 SH       SOLE                       0        0  3274310
America Online Inc             Common           02364J10     91002  1727170 SH       DEFINED        1           0  1727170        0
America Online Inc             Common           02364J10      4207    81600 SH       DEFINED        1           0    81600        0
America Online Inc             Common           02364J10       274     5200 SH       DEFINED        2           0     5200        0
America Online Inc             Common           02364J10     17576   333700 SH       DEFINED        2           0        0   333700
America Online Inc             Common           02364J10       874    16700 SH       DEFINED        3           0    16700        0
America Online Inc             Common           02364J10      1101    20900 SH       DEFINED        3           0        0    20900
America West Hldgs B           Common           02365720     59672  3484500 SH       SOLE                       0        0  3484500
America West Hldgs B           Common           02365720        29     1700 SH       DEFINED        1           0     1700        0
American Aircarrier            Common           02375810       277    73600 SH       SOLE                   73600        0        0
American Aircarrier            Common           02375810       225    60000 SH       SOLE                       0        0    60000
American Cap Strat             Common           02493710      2344    98200 SH       SOLE                   98200        0        0
American Cap Strat             Common           02493710      8318   348400 SH       SOLE                       0        0   348400
American Cap Strat             Common           02493710        19      800 SH       DEFINED        1           0      800        0
American Elec Power            Common           02553710     23682   799380 SH       SOLE                       0        0   799380
American Eagle Outft           Common           02553E10     18316  1308300 SH       SOLE                 1308300        0        0
American Eagle Outft           Common           02553E10      9924   708900 SH       SOLE                       0        0   708900
American Eagle Outft           Common           02553E10      4865   347500 SH       DEFINED        1           0   347500        0
American Express Co            Common           02581610       990    19000 SH       SOLE                   19000        0        0
American Express Co            Common           02581610       586    11250 SH       SOLE                       0        0    11250
American Express Co            Common           02581610      7825   150110 SH       DEFINED        1           0   150110        0
American Finl Hldgs            Common           02607510     11134   701700 SH       SOLE                  701700        0        0
American Finl Hldgs            Common           02607510     24143  1520800 SH       SOLE                       0        0  1520800
American Finl Hldgs            Common           02607510      3112   196000 SH       DEFINED        1           0   196000        0
American Finl Hldgs            Common           02607510      1208    76100 SH       DEFINED        1           0    76100        0
American Finl Hldgs            Common           02607510      3753   236400 SH       DEFINED        2           0        0   236400
American General Crp           Common           02635110     46805   767298 SH       SOLE                  767298        0        0
American General Crp           Common           02635110     47752   782800 SH       SOLE                       0        0   782800
American General Crp           Common           02635110     11431   187400 SH       DEFINED        1           0   187400        0
American Home Prods            Common           02660910    783582 13341587 SH       SOLE                13341587        0        0
American Home Prods            Common           02660910    940143 16004031 SH       SOLE                       0        0 16004031
American Home Prods            Common           02660910    107944  1837330 SH       DEFINED        1           0  1837330        0
American Home Prods            Common           02660910      9346   160600 SH       DEFINED        1           0   160600        0
American Home Prods            Common           02660910      5517    93900 SH       DEFINED        1           0        0    93900
American Home Prods            Common           02660910       200     3400 SH       DEFINED        2           0     3400        0
American Home Prods            Common           02660910     24840   422930 SH       DEFINED        2           0        0   422930
American Home Prods            Common           02660910       992    17000 SH       DEFINED        3           0    17000        0
American Home Prods            Common           02660910      1770    30130 SH       DEFINED        3           0        0    30130
American Homestar              Common           02665110       957   900000 SH       SOLE                  900000        0        0
American Homestar              Common           02665110       425   400000 SH       SOLE                       0        0   400000
American Homestar              Common           02665110       553   520000 SH       DEFINED        1           0   520000        0
American Intl Group            Common           02687410    573724  4887899 SH       SOLE                 4887899        0        0
American Intl Group            Common           02687410    202578  1725308 SH       SOLE                       0        0  1725308
American Intl Group            Common           02687410    132248  1125495 SH       DEFINED        1           0  1125495        0
American Intl Group            Common           02687410      6288    54248 SH       DEFINED        1           0    54248        0
American Intl Group            Common           02687410     16622   141462 SH       DEFINED        1           0        0   141462
American Intl Group            Common           02687410       505     4300 SH       DEFINED        2           0     4300        0
American Intl Group            Common           02687410     23748   202212 SH       DEFINED        2           0        0   202212
American Intl Group            Common           02687410      1109     9500 SH       DEFINED        3           0     9500        0
American Intl Group            Common           02687410      1520    12937 SH       DEFINED        3           0        0    12937
American Mgmt System           Common           02735210     20535   626500 SH       SOLE                  626500        0        0
American Mgmt System           Common           02735210      3755   114400 SH       SOLE                       0        0   114400
American Mgmt System           Common           02735210      8726   265800 SH       DEFINED        1           0   265800        0
American Medical Sec           Common           02744P10      2226   323600 SH       SOLE                  323600        0        0
American Medical Sec           Common           02744P10      4809   699500 SH       SOLE                       0        0   699500
American Medical Sec           Common           02744P10        23     3400 SH       DEFINED        1           0     3400        0
Am Retirement Corp             Common           02891310        83    14900 SH       SOLE                   14900        0        0
Am Retirement Corp             Common           02891310      3716   668000 SH       SOLE                       0        0   668000
Am Retirement Corp             Common           02891310       400    72000 SH       DEFINED        1           0    72000        0
Am Retirement Corp             Common           02891310       172    31000 SH       DEFINED        1           0    31000        0
American Power Conv            Common           02906610       580    14200 SH       SOLE                   14200        0        0
American Power Conv            Common           02906610       861    21100 SH       SOLE                       0        0    21100
American Power Conv            Common           02906610      3543    86800 SH       DEFINED        1           0    86800        0
American Standard              Common           02971210        57     1400 SH       SOLE                       0        0     1400
American Standard              Common           02971210      2399    58500 SH       DEFINED        1           0    58500        0
American Tower Crp A           Common           02991220    311824  7491899 SH       SOLE                 7491899        0        0
American Tower Crp A           Common           02991220    121612  2918000 SH       SOLE                       0        0  2918000
American Tower Crp A           Common           02991220     49672  1191475 SH       DEFINED        1           0  1191475        0
American Tower Crp A           Common           02991220       317     7600 SH       DEFINED        1           0     7600        0
American Tower Crp A           Common           02991220      4094    98200 SH       DEFINED        1           0        0    98200
American Tower Crp A           Common           02991220     20043   480800 SH       DEFINED        2           0        0   480800
American Tower Crp A           Common           02991220      1205    29100 SH       DEFINED        3           0    29100        0
American Tower Crp A           Common           02991220      1534    36800 SH       DEFINED        3           0        0    36800
AmericanTwr P06 144A                            029912AA     19198 10400000 PRN      SOLE                10400000        0        0
American Water Works           Common           03041110      7408   296300 SH       SOLE                       0        0   296300
American Xtal Tech             Common           03051410     24585   568650 SH       SOLE                  568650        0        0
American Xtal Tech             Common           03051410      1185    27400 SH       SOLE                       0        0    27400
American Xtal Tech             Common           03051410      3966    91700 SH       DEFINED        1           0    91700        0
American Xtal Tech             Common           03051410      1302    30100 SH       DEFINED        1           0    30100        0
American Xtal Tech             Common           03051410      3784    87500 SH       DEFINED        2           0        0    87500
Amerihost Properties           Common           03070D20       635   175000 SH       SOLE                  175000        0        0
Amerihost Properties           Common           03070D20      1450   400000 SH       DEFINED        1           0   400000        0
Amerihost Properties           Common           03070D20       145    40000 SH       DEFINED        1           0    40000        0
Amerisource Hlth A             Common           03071P10     66355  2140140 SH       SOLE                 2140140        0        0
Amerisource Hlth A             Common           03071P10    130512  4210080 SH       SOLE                       0        0  4210080
Amerisource Hlth A             Common           03071P10     18383   593000 SH       DEFINED        1           0   593000        0
Amgen Inc                      Common           03116210      5410    77000 SH       SOLE                   77000        0        0
Amgen Inc                      Common           03116210     20597   293200 SH       SOLE                       0        0   293200
Amgen Inc                      Common           03116210     23181   329990 SH       DEFINED        1           0   329990        0
Amkor Technology Inc           Common           03165210       865    24500 SH       SOLE                   24500        0        0
Amkor Technology Inc           Common           03165210       321     9100 SH       SOLE                       0        0     9100
AMRESCO Cap Tr REIT            Common           03191910      2193   216600 SH       SOLE                  216600        0        0
AMRESCO Cap Tr REIT            Common           03191910       759    75000 SH       SOLE                       0        0    75000
AMRESCO Cap Tr REIT            Common           03191910      1552   153300 SH       DEFINED        1           0   153300        0
AMRESCO Cap Tr REIT            Common           03191910       506    50000 SH       DEFINED        1           0    50000        0
Amplicon Inc                   Common           03210110      1011   106400 SH       SOLE                  106400        0        0
Amplicon Inc                   Common           03210110      2305   242600 SH       DEFINED        2           0        0   242600
Amsurg Corp A                  Common           03232P10      2990   555900 SH       SOLE                  555900        0        0
Amsurg Corp A                  Common           03232P10      1887   351000 SH       DEFINED        1           0   351000        0
Amsurg Corp A                  Common           03232P10      1572   292500 SH       DEFINED        2           0        0   292500
Amsurg Corp B                  Common           03232P20       591   108700 SH       SOLE                  108700        0        0
Amsurg Corp B                  Common           03232P20       582   107000 SH       SOLE                       0        0   107000
Amsurg Corp B                  Common           03232P20       679   125000 SH       DEFINED        1           0   125000        0
Amsurg Corp B                  Common           03232P20       347    63800 SH       DEFINED        2           0        0    63800
AmWest Insurance Grp           Common           03234510       712   150000 SH       SOLE                  150000        0        0
AmWest Insurance Grp           Common           03234510       390    82000 SH       DEFINED        1           0    82000        0
Anadarko Pete Corp             Common           03251110     51871  1052100 SH       SOLE                 1052100        0        0
Anadarko Pete Corp             Common           03251110     22758   461500 SH       SOLE                       0        0   461500
Anadarko Pete Corp             Common           03251110      4705    95400 SH       DEFINED        1           0    95400        0
Anadarko Pete Corp             Common           03251110      1282    26000 SH       DEFINED        2           0        0    26000
ANADIGICS Inc                  Common           03251510       640    18800 SH       SOLE                   18800        0        0
Analog Devices Inc             Common           03265410    312499  4112944 SH       SOLE                 4112944        0        0
Analog Devices Inc             Common           03265410    179136  2357659 SH       SOLE                       0        0  2357659
Analog Devices Inc             Common           03265410     60709   798792 SH       DEFINED        1           0   798792        0
Analog Devices Inc             Common           03265410       258     3400 SH       DEFINED        2           0     3400        0
Analog Devices Inc             Common           03265410     26355   346820 SH       DEFINED        2           0        0   346820
Analog Devices Inc             Common           03265410      1140    15100 SH       DEFINED        3           0    15100        0
Analog Devices Inc             Common           03265410      2479    32620 SH       DEFINED        3           0        0    32620
Anaren Microwave               Common           03274410     26557   202350 SH       SOLE                  202350        0        0
Anaren Microwave               Common           03274410      2303    17550 SH       SOLE                       0        0    17550
Anaren Microwave               Common           03274410      4587    34950 SH       DEFINED        1           0    34950        0
Anchor Gaming                  Common           03303710       168     3500 SH       SOLE                    3500        0        0
Andover Bancorp                Common           03425810      4697   163000 SH       SOLE                  163000        0        0
Andover Bancorp                Common           03425810       910    31600 SH       SOLE                       0        0    31600
Andover Bancorp                Common           03425810      2737    95000 SH       DEFINED        2           0        0    95000
Andrew Corp                    Common           03442510     29036   865100 SH       SOLE                  865100        0        0
Andrew Corp                    Common           03442510       440    13100 SH       SOLE                       0        0    13100
Andrew Corp                    Common           03442510     16317   486170 SH       DEFINED        1           0   486170        0
Anglogold Ltd ADR              Common           03512820     60174  2926300 SH       SOLE                 2926300        0        0
Anglogold Ltd ADR              Common           03512820      2246   109200 SH       DEFINED        1           0   109200        0
Anheuser-Busch Cos             Common           03522910     19278   258284 SH       SOLE                  258284        0        0
Anheuser-Busch Cos             Common           03522910     34814   466800 SH       SOLE                       0        0   466800
Anheuser-Busch Cos             Common           03522910     48490   649230 SH       DEFINED        1           0   649230        0
Anheuser-Busch Cos             Common           03522910       940    12600 SH       DEFINED        1           0    12600        0
Anheuser-Busch Cos             Common           03522910       366     4900 SH       DEFINED        2           0     4900        0
Anheuser-Busch Cos             Common           03522910       245     3400 SH       DEFINED        2           0        0     3400
Anixter Intl Inc               Common           03529010      1998    75400 SH       DEFINED        1           0    75400        0
AnnTaylor Stores Inc           Common           03611510     13250   400000 SH       SOLE                       0        0   400000
AnnTaylor Stores Inc           Common           03611510      1586    47900 SH       DEFINED        1           0    47900        0
Ansys Inc                      Common           03662Q10       127    11200 SH       SOLE                   11200        0        0
Ansys Inc                      Common           03662Q10      1456   128000 SH       DEFINED        1           0   128000        0
Ansys Inc                      Common           03662Q10       210    18500 SH       DEFINED        1           0    18500        0
Ansys Inc                      Common           03662Q10      1887   165900 SH       DEFINED        2           0        0   165900
Antec Corp                     Common           03664P10       376     9300 SH  CALL SOLE                    9300        0        0
AnswerThink Inc                Common           03691610      8499   511200 SH       SOLE                  511200        0        0
AnswerThink Inc                Common           03691610      1350    81200 SH       SOLE                       0        0    81200
AnswerThink Inc                Common           03691610      3033   182400 SH       DEFINED        1           0   182400        0
Anthracite Mtge REIT           Common           03702310      3694   518400 SH       SOLE                       0        0   518400
Apache Corp                    Cv Pfd           03741160       507     9800 PRN      SOLE                    9800        0        0
Apollo Group Inc               Common           03760410       538    19200 SH       SOLE                   19200        0        0
Apple Computer                 Common           03783310       422     8050 SH       SOLE                       0        0     8050
Apple Computer                 Common           03783310      7799   148900 SH       DEFINED        1           0   148900        0
Applebees Intl Inc             Common           03789910     18926   624400 SH       SOLE                  624400        0        0
Applebees Intl Inc             Common           03789910      1137    37500 SH       SOLE                       0        0    37500
Applebees Intl Inc             Common           03789910      3355   110700 SH       DEFINED        1           0   110700        0
Applied Materials              Common           03822210     63409   700100 SH       SOLE                  700100        0        0
Applied Materials              Common           03822210     31418   346900 SH       SOLE                       0        0   346900
Applied Materials              Common           03822210     56264   620831 SH       DEFINED        1           0   620831        0
Applied Materials              Common           03822210     14781   163100 SH       DEFINED        2           0        0   163100
Applied Materials              Common           03822210      1027    11400 SH       DEFINED        3           0    11400        0
Applied Materials              Common           03822210      1396    15400 SH       DEFINED        3           0        0    15400
Applied Micro Circts           Common           03822W10     18605   188400 SH       SOLE                  188400        0        0
Aptargroup Inc                 Common           03833610      4823   179100 SH       SOLE                  179100        0        0
Aptargroup Inc                 Common           03833610      1448    53600 SH       SOLE                       0        0    53600
Aptargroup Inc                 Common           03833610      1998    74000 SH       DEFINED        1           0    74000        0
Aradigm Corp                   Common           03850510       258    14700 SH       SOLE                   14700        0        0
Aradigm Corp                   Common           03850510       180    10300 SH       SOLE                       0        0    10300
Aradigm Corp                   Common           03850510      1034    59100 SH       DEFINED        1           0    59100        0
Aradigm Corp                   Common           03850510        86     4900 SH       DEFINED        2           0        0     4900
Arch Coal Inc                  Common           03938010       124    16141 SH       SOLE                   16141        0        0
Arch Communications            Common           03938150      1734   266700 SH       SOLE                  266700        0        0
Arch Communications            Common           03938150       339    52200 SH       SOLE                       0        0    52200
Arch Communications            Common           03938150       908   139700 SH       DEFINED        1           0   139700        0
Arch Communications            Common           03938150       374    57600 SH       DEFINED        1           0    57600        0
Arch Communications            Common           03938150      1087   167300 SH       DEFINED        2           0        0   167300
Archstone Cmnty REIT           Common           03958110     24557  1165900 SH       SOLE                 1165900        0        0
Archstone Cmnty REIT           Common           03958110     86190  4092000 SH       SOLE                       0        0  4092000
Archstone Cmnty REIT           Common           03958110      7413   351900 SH       DEFINED        1           0   351900        0
Archstone Cmnty REIT           Cv Pfd           03958120       673    21700 PRN      SOLE                   21700        0        0
Argosy Education A             Common           04022210      2507   351700 SH       SOLE                  351700        0        0
Argosy Education A             Common           04022210       903   126700 SH       SOLE                       0        0   126700
Argosy Education A             Common           04022210       226    31700 SH       DEFINED        1           0    31700        0
Arguss Communication           Common           04028210      3548   188000 SH       SOLE                  188000        0        0
Arguss Communication           Common           04028210       831    44000 SH       DEFINED        1           0    44000        0
Ariba Inc                      Common           04033V10       431     4400 SH       SOLE                    4400        0        0
Aris Corp WA                   Common           04040A10      1238   450000 SH       SOLE                  450000        0        0
Aris Corp WA                   Common           04040A10       962   350000 SH       DEFINED        1           0   350000        0
Aronex Pharmaceut              Common           04266620        33    10800 SH       SOLE                   10800        0        0
Aronex Pharmaceut              Common           04266620        28     9100 SH       SOLE                       0        0     9100
Aronex Pharmaceut              Common           04266620        53    17300 SH       DEFINED        1           0    17300        0
Aronex Pharmaceut              Common           04266620        13     4200 SH       DEFINED        2           0        0     4200
Arrow Electronics              Common           04273510    214877  6931540 SH       SOLE                       0        0  6931540
Arrow Electronics              Common           04273510      3577   115400 SH       DEFINED        1           0   115400        0
Arrow Electronics              Common           04273510      3227   104100 SH       DEFINED        2           0        0   104100
Arrow International            Common           04276410      2761    82400 SH       SOLE                   82400        0        0
Arrow International            Common           04276410      2810    83900 SH       SOLE                       0        0    83900
Arrow International            Common           04276410      1585    47300 SH       DEFINED        1           0    47300        0
Artisan Components             Common           04292310     13527  1243900 SH       SOLE                 1243900        0        0
Artisan Components             Common           04292310       417    38300 SH       DEFINED        1           0    38300        0
Artesyn Technologies           Common           04312710       587    21100 SH       SOLE                   21100        0        0
Ashland Inc                    Common           04420410    115326  3294238 SH       SOLE                 3294238        0        0
Ashland Inc                    Common           04420410     78738  2245900 SH       SOLE                       0        0  2245900
Ashland Inc                    Common           04420410     33398   952500 SH       DEFINED        1           0   952500        0
Ashland Inc                    Common           04420410       288     8200 SH       DEFINED        1           0     8200        0
Ashland Inc                    Common           04420410      3713   105900 SH       DEFINED        1           0        0   105900
Ashland Inc                    Common           04420410     19996   570300 SH       DEFINED        2           0        0   570300
Ashland Inc                    Common           04420410      1432    41100 SH       DEFINED        3           0    41100        0
Ashland Inc                    Common           04420410      1781    50800 SH       DEFINED        3           0        0    50800
Asia Pulp&Paper ADR            Common           04516V10      8831  1743800 SH       SOLE                 1743800        0        0
Asia Pulp&Paper ADR            Common           04516V10       460    91100 SH       SOLE                       0        0    91100
Asia Pulp&Paper ADR            Common           04516V10      1331   262900 SH       DEFINED        1           0   262900        0
Asia Pulp&Paper ADR            Common           04516V10       472    93098 SH       DEFINED        1           0    93098        0
Aspect Communication           Common           04523Q10       425    10800 SH       SOLE                   10800        0        0
Aspen Technology               Common           04532710       219     5700 SH       SOLE                    5700        0        0
Associated Matls Inc           Common           04570910      2265   151000 SH       SOLE                  151000        0        0
Associated Matls Inc           Common           04570910       750    50000 SH       SOLE                       0        0    50000
Associated Matls Inc           Common           04570910       780    52000 SH       DEFINED        1           0    52000        0
Associated Matls Inc           Common           04570910      3000   200000 SH       DEFINED        2           0        0   200000
Associates First A             Common           04600810    456860 20487555 SH       SOLE                20487555        0        0
Associates First A             Common           04600810    637410 28568762 SH       SOLE                       0        0 28568762
Associates First A             Common           04600810     56864  2548490 SH       DEFINED        1           0  2548490        0
Associates First A             Common           04600810     10635   479200 SH       DEFINED        1           0   479200        0
Associates First A             Common           04600810      9106   408100 SH       DEFINED        1           0        0   408100
Associates First A             Common           04600810     19691   882500 SH       DEFINED        2           0        0   882500
Associates First A             Common           04600810       924    41700 SH       DEFINED        3           0    41700        0
Associates First A             Common           04600810      1185    53100 SH       DEFINED        3           0        0    53100
Astec Industries Inc           Common           04622410        94     3700 SH       SOLE                    3700        0        0
Astec Industries Inc           Common           04622410        15      600 SH       DEFINED        1           0      600        0
AstraZeneca PLC ADR            Common           04635310    146016  3142335 SH       SOLE                 3142335        0        0
AstraZeneca PLC ADR            Common           04635310    398127  8562072 SH       SOLE                       0        0  8562072
AstraZeneca PLC ADR            Common           04635310     29021   624100 SH       DEFINED        1           0   624100        0
AstraZeneca PLC ADR            Common           04635310      1153    24800 SH       DEFINED        2           0        0    24800
AstroPower Inc                 Common           04644A10      4081   150400 SH       SOLE                  150400        0        0
AstroPower Inc                 Common           04644A10       591    21800 SH       SOLE                       0        0    21800
AstroPower Inc                 Common           04644A10      1524    56200 SH       DEFINED        1           0    56200        0
AstroPower Inc                 Common           04644A10      1034    38100 SH       DEFINED        1           0    38100        0
AstroPower Inc                 Common           04644A10      3092   114000 SH       DEFINED        2           0        0   114000
Atchison Casting               Common           04661310       518    90000 SH       SOLE                   90000        0        0
Atchison Casting               Common           04661310      2013   350000 SH       DEFINED        2           0        0   350000
Atlantic Coast Airln           Common           04839610     10415   327900 SH       SOLE                  327900        0        0
Atlantic Coast Airln           Common           04839610       591    18600 SH       SOLE                       0        0    18600
Atlantic Coast Airln           Common           04839610     15749   496000 SH       DEFINED        1           0   496000        0
Atlantic Coast Airln           Common           04839610       675    21400 SH       DEFINED        3           0    21400        0
Atlas Air Inc                  Common           04916410     87489  2441133 SH       SOLE                 2441133        0        0
Atlas Air Inc                  Common           04916410     21259   592790 SH       SOLE                       0        0   592790
Atlas Air Inc                  Common           04916410     29007   808514 SH       DEFINED        1           0   808514        0
Atlas Air Inc                  Common           04916410       389    10900 SH       DEFINED        3           0    10900        0
Atmel Corp                     Common           04951310     10944   296800 SH       SOLE                  296800        0        0
Atmel Corp                     Common           04951310      1733    47000 SH       SOLE                       0        0    47000
Atmel Corp                     Common           04951310      6276   170200 SH       DEFINED        1           0   170200        0
Atmel Corp                     Common           04951310       402    10900 SH       DEFINED        1           0    10900        0
Atmel Corp                     Common           04951310      4927   133600 SH       DEFINED        1           0        0   133600
Atwood Oceanics                Common           05009510      5443   122600 SH       SOLE                  122600        0        0
Atwood Oceanics                Common           05009510      2658    59900 SH       SOLE                       0        0    59900
Atwood Oceanics                Common           05009510      6787   152950 SH       DEFINED        1           0   152950        0
August Technology Cp           Common           05106U10      1333    81100 SH       SOLE                   81100        0        0
August Technology Cp           Common           05106U10       565    34400 SH       DEFINED        1           0    34400        0
August Technology Cp           Common           05106U10       822    50000 SH       DEFINED        1           0    50000        0
Ault Inc                       Common           05150310       962   145000 SH       SOLE                  145000        0        0
Ault Inc                       Common           05150310      1689   255000 SH       DEFINED        1           0   255000        0
Ault Inc                       Common           05150310       166    25000 SH       DEFINED        1           0    25000        0
Aurora Biosciences             Common           05192010      8777   128700 SH       SOLE                  128700        0        0
Aurora Biosciences             Common           05192010       907    13300 SH       DEFINED        1           0    13300        0
Auspex Systems Inc             Common           05211610      5133  1039400 SH       SOLE                 1039400        0        0
AutoImmune Inc                 Common           05277610       450   300000 SH       DEFINED        1           0   300000        0
Auto Data Processing           Common           05301510    322051  6015464 SH       SOLE                 6015464        0        0
Auto Data Processing           Common           05301510    117090  2186840 SH       SOLE                       0        0  2186840
Auto Data Processing           Common           05301510      2940    54900 SH       DEFINED        1           0    54900        0
Auto Data Processing           Common           05301510      2641    50500 SH       DEFINED        1           0    50500        0
Auto Data Processing           Common           05301510      2534    47300 SH       DEFINED        2           0        0    47300
Avalonbay Cmnty REIT           Common           05348410      7143   171100 SH       SOLE                  171100        0        0
Avalonbay Cmnty REIT           Common           05348410      4638   111100 SH       DEFINED        1           0   111100        0
Avant! Corp                    Common           05348710     60531  3231100 SH       SOLE                 3231100        0        0
Avant! Corp                    Common           05348710     11802   630000 SH       SOLE                       0        0   630000
Avant! Corp                    Common           05348710      1362    72700 SH       DEFINED        1           0    72700        0
Avanex Corp                    Common           05348W10      1337    14000 SH       SOLE                   14000        0        0
Aventis SA ADR                 Common           05356110      2481    34200 SH       SOLE                   34200        0        0
Aventis SA ADR                 Common           05356110    650248  8961147 SH       SOLE                       0        0  8961147
Aventis SA ADR                 Common           05356110      3106    42800 SH       DEFINED        2           0        0    42800
Avid Technology                Common           05367P10       149    12400 SH       SOLE                   12400        0        0
Aviron                         Common           05376210       371    12000 SH       SOLE                   12000        0        0
Avista Corp                    Common           05379B10      1363    78100 SH       SOLE                   78100        0        0
Avista Corp                    Common           05379B10       933    53500 SH       SOLE                       0        0    53500
Avista Corp                    Common           05379B10      1311    75200 SH       DEFINED        1           0    75200        0
Avnet Inc                      Common           05380710     46108   778200 SH       SOLE                       0        0   778200
AXA ADR                        Common           05453610       621     7800 SH       SOLE                    7800        0        0
Axys Pharmaceuticals           Common           05463510      1850   311500 SH       SOLE                  311500        0        0
Axys Pharmaceuticals           Common           05463510      1314   221300 SH       SOLE                       0        0   221300
Axys Pharmaceuticals           Common           05463510      5588   941000 SH       DEFINED        1           0   941000        0
Axys Pharmaceuticals           Common           05463510       195    32800 SH       DEFINED        2           0        0    32800
BB&T Corporation               Common           05493710      1779    74500 SH       SOLE                   74500        0        0
BB&T Corporation               Common           05493710      1268    53100 SH       DEFINED        1           0    53100        0
BCE Inc                        Common           05534B10       789    33400 SH       SOLE                   33400        0        0
BCE Inc                        Common           05534B10      2008    84500 SH       SOLE                       0        0    84500
Bisys Group Inc                Common           05547210     37451   609150 SH       SOLE                  609150        0        0
Bisys Group Inc                Common           05547210     24509   398500 SH       SOLE                       0        0   398500
Bisys Group Inc                Common           05547210     20006   325290 SH       DEFINED        1           0   325290        0
BJ Services                    Common           05548210      1463    23400 SH       SOLE                   23400        0        0
BJ Services                    Common           05548210       463     7400 SH       DEFINED        1           0     7400        0
BMC Industries Inc             Common           05560710        49    12200 SH       SOLE                   12200        0        0
BNC Mortgage Inc               Common           05561Y10      2379   245600 SH       SOLE                       0        0   245600
BP Amoco PLC ADR               Common           05562210      5199    91874 SH       SOLE                   91874        0        0
BP Amoco PLC ADR               Common           05562210    285078  5040004 SH       SOLE                       0        0  5040004
BP Amoco PLC ADR               Common           05562210      4066    71892 SH       DEFINED        1           0    71892        0
BSB Bancorp Inc                Common           05565210      4634   231300 SH       SOLE                  231300        0        0
BSB Bancorp Inc                Common           05565210       853    42500 SH       SOLE                       0        0    42500
BSB Bancorp Inc                Common           05565210      2506   124900 SH       DEFINED        1           0   124900        0
BSB Bancorp Inc                Common           05565210       921    45900 SH       DEFINED        1           0    45900        0
BSB Bancorp Inc                Common           05565210      3052   152100 SH       DEFINED        2           0        0   152100
BTG Inc                        Common           05576J10      3819   469900 SH       SOLE                  469900        0        0
BTG Inc                        Common           05576J10       609    75000 SH       SOLE                       0        0    75000
BTG Inc                        Common           05576J10       195    24000 SH       DEFINED        1           0    24000        0
BTG Inc                        Common           05576J10      2275   280000 SH       DEFINED        2           0        0   280000
BMC Software Inc               Common           05592110    159758  4379907 SH       SOLE                 4379907        0        0
BMC Software Inc               Common           05592110    110007  3015262 SH       SOLE                       0        0  3015262
BMC Software Inc               Common           05592110     49966  1369549 SH       DEFINED        1           0  1369549        0
BMC Software Inc               Common           05592110      4490   123136 SH       DEFINED        2           0        0   123136
BMC Software Inc               Common           05592110       265     7300 SH       DEFINED        3           0     7300        0
BMC Software Inc               Common           05592110       344     9420 SH       DEFINED        3           0        0     9420
BWay Corp                      Common           05603910      3594   542400 SH       SOLE                  542400        0        0
BWay Corp                      Common           05603910       331    50000 SH       SOLE                       0        0    50000
BWay Corp                      Common           05603910      1921   290000 SH       DEFINED        1           0   290000        0
Baker Hughes Inc               Common           05722410     34059  1064900 SH       SOLE                 1064900        0        0
Baker Hughes Inc               Common           05722410     40938  1279300 SH       SOLE                       0        0  1279300
Baker Hughes Inc               Common           05722410      8936   279260 SH       DEFINED        1           0   279260        0
Baker Hughes Inc               Common           05722410      6346   198300 SH       DEFINED        1           0   198300        0
Bancfirst Corp                 Common           05945F10      2925    92820 SH       SOLE                   92820        0        0
Bancfirst Corp                 Common           05945F10      2092    66430 SH       SOLE                       0        0    66430
Bancfirst Corp                 Common           05945F10      3589   113950 SH       DEFINED        1           0   113950        0
Banco Santander ADR            Common           05964H10       488    47000 SH       SOLE                   47000        0        0
Bancorpsouth Inc               Common           05969210      1121    79600 SH       SOLE                   79600        0        0
Bancorpsouth Inc               Common           05969210       767    54500 SH       SOLE                       0        0    54500
Bancorpsouth Inc               Common           05969210      1131    80400 SH       DEFINED        1           0    80400        0
Bandag Inc                     Common           05981510       252    10400 SH       SOLE                   10400        0        0
Bank of America Corp           Common           06050510       314     7300 SH       SOLE                    7300        0        0
Bank of America Corp           Common           06050510     93043  2163786 SH       SOLE                       0        0  2163786
Bank of America Corp           Common           06050510     25950   603490 SH       DEFINED        1           0   603490        0
Bank of Montreal               Common           06367110       142     3300 SH       SOLE                    3300        0        0
Bank of New York Co            Common           06405710       167     3600 SH       SOLE                    3600        0        0
Bank of New York Co            Common           06405710      8913   191690 SH       DEFINED        1           0   191690        0
Bank One Corp                  Common           06423A10     55835  2102900 SH       SOLE                 2102900        0        0
Bank One Corp                  Common           06423A10      6939   261200 SH       SOLE                       0        0   261200
Bank One Corp                  Common           06423A10     17458   657210 SH       DEFINED        1           0   657210        0
Bank One Corp                  Common           06423A10       406    15300 SH       DEFINED        1           0    15300        0
Bank One Corp                  Common           06423A10      5079   191200 SH       DEFINED        1           0        0   191200
Bank One Corp                  Common           06423A10      9451   355800 SH       DEFINED        2           0        0   355800
Bank One Corp                  Common           06423A10       890    33500 SH       DEFINED        3           0        0    33500
Banknorth Group Inc            Common           06646R10       161    10500 SH       SOLE                   10500        0        0
Bard CR Inc                    Common           06738310       245     5100 SH       SOLE                    5100        0        0
Bard CR Inc                    Common           06738310     93261  1937900 SH       SOLE                       0        0  1937900
Barrick Gold Corp              Common           06790110      2051   113600 SH       SOLE                  113600        0        0
Barrett Resources              Common           06848020      9377   308300 SH       SOLE                  308300        0        0
Barrett Resources              Common           06848020      6757   222000 SH       SOLE                       0        0   222000
Barrett Resources              Common           06848020      2941    96600 SH       DEFINED        1           0    96600        0
Bausch & Lomb Inc              Common           07170710    103418  1337000 SH       SOLE                 1337000        0        0
Bausch & Lomb Inc              Common           07170710      4928    63700 SH       SOLE                       0        0    63700
Bausch & Lomb Inc              Common           07170710     10944   141450 SH       DEFINED        1           0   141450        0
Baxter International           Common           07181310    230079  3273780 SH       SOLE                 3273780        0        0
Baxter International           Common           07181310    467557  6650001 SH       SOLE                       0        0  6650001
Baxter International           Common           07181310     22466   319505 SH       DEFINED        1           0   319505        0
Baxter International           Common           07181310     11574   164600 SH       DEFINED        1           0   164600        0
Baxter International           Common           07181310      4732    67300 SH       DEFINED        1           0        0    67300
Baxter International           Common           07181310     10939   155580 SH       DEFINED        2           0        0   155580
Baxter International           Common           07181310       552     7900 SH       DEFINED        3           0     7900        0
Baxter International           Common           07181310       962    13680 SH       DEFINED        3           0        0    13680
Bea Systems Inc                Common           07332510      4455    90000 SH       SOLE                   90000        0        0
Bea Systems Inc                Common           07332510      2798    56600 SH       SOLE                       0        0    56600
Bea Systems Inc                Common           07332510      1498    30300 SH       DEFINED        1           0    30300        0
Bear Stearns Cos Inc           Common           07390210      2078    49900 SH       SOLE                   49900        0        0
Bear Stearns Cos Inc           Common           07390210       982    23600 SH       SOLE                       0        0    23600
Bear Stearns Cos Inc           Common           07390210      4817   115720 SH       DEFINED        1           0   115720        0
Beasley Broadcast A            Common           07401410      1257    92200 SH       SOLE                   92200        0        0
Beasley Broadcast A            Common           07401410       530    38900 SH       SOLE                       0        0    38900
Beasley Broadcast A            Common           07401410       941    69000 SH       DEFINED        1           0    69000        0
Beazer Homes USA Inc           Common           07556Q10     15703   860464 SH       SOLE                       0        0   860464
Beazer Homes USA Inc           Common           07556Q10        46     2500 SH       DEFINED        1           0     2500        0
Beckman Coulter Inc            Common           07581110      8428   144300 SH       SOLE                  144300        0        0
Beckman Coulter Inc            Common           07581110     75065  1285900 SH       SOLE                       0        0  1285900
Beckman Coulter Inc            Common           07581110      5878   100700 SH       DEFINED        1           0   100700        0
Becton Dickinson               Common           07588710    209769  7311900 SH       SOLE                 7311900        0        0
Becton Dickinson               Common           07588710    180078  6277100 SH       SOLE                       0        0  6277100
Becton Dickinson               Common           07588710     11920   415470 SH       DEFINED        1           0   415470        0
Bed Bath & Beyond              Common           07589610     37520  1035400 SH       SOLE                 1035400        0        0
Bed Bath & Beyond              Common           07589610     19938   550000 SH       SOLE                       0        0   550000
Bed Bath & Beyond              Common           07589610      6131   169140 SH       DEFINED        1           0   169140        0
Bell Atlantic Corp             Common           07785310    596775 11754509 SH       SOLE                11754509        0        0
Bell Atlantic Corp             Common           07785310    505894  9957816 SH       SOLE                       0        0  9957816
Bell Atlantic Corp             Common           07785310     88293  1737617 SH       DEFINED        1           0  1737617        0
Bell Atlantic Corp             Common           07785310     12007   237500 SH       DEFINED        1           0   237500        0
Bell Atlantic Corp             Common           07785310     22337   439602 SH       DEFINED        1           0        0   439602
Bell Atlantic Corp             Common           07785310       203     4000 SH       DEFINED        2           0     4000        0
Bell Atlantic Corp             Common           07785310     29210   574962 SH       DEFINED        2           0        0   574962
Bell Atlantic Corp             Common           07785310      1646    32600 SH       DEFINED        3           0    32600        0
Bell Atlantic Corp             Common           07785310      2274    44760 SH       DEFINED        3           0        0    44760
BellSouth Corp                 Common           07986010     15504   364376 SH       SOLE                  364376        0        0
BellSouth Corp                 Common           07986010     19516   457852 SH       SOLE                       0        0   457852
BellSouth Corp                 Common           07986010     27561   646580 SH       DEFINED        1           0   646580        0
Bemis Co                       Common           08143710     17093   509200 SH       SOLE                  509200        0        0
Bemis Co                       Common           08143710      3675   109300 SH       SOLE                       0        0   109300
Bemis Co                       Common           08143710      3144    93500 SH       DEFINED        1           0    93500        0
Benchmark Elec Inc             Common           08160H10       552    15100 SH       SOLE                       0        0    15100
Benchmark Elec Inc             Common           08160H10        62     1700 SH       DEFINED        1           0     1700        0
Beringer Wine Est B            Common           08410210     23325   661300 SH       SOLE                  661300        0        0
Beringer Wine Est B            Common           08410210     20233   572900 SH       SOLE                       0        0   572900
Beringer Wine Est B            Common           08410210      8708   246600 SH       DEFINED        1           0   246600        0
Berkshire Hathaway A           Common           08467010       430        8 SH       DEFINED        1           0        8        0
Best Buy Co Inc                Common           08651610      3870    61200 SH       SOLE                   61200        0        0
Best Buy Co Inc                Common           08651610       689    10900 SH       SOLE                       0        0    10900
Best Buy Co Inc                Common           08651610      9025   142690 SH       DEFINED        1           0   142690        0
Bestfoods                      Common           08658U10      7921   114400 SH       SOLE                  114400        0        0
Bestfoods                      Common           08658U10    106736  1541300 SH       SOLE                       0        0  1541300
Bestfoods                      Common           08658U10      5804    83810 SH       DEFINED        1           0    83810        0
Bestfoods                      Common           08658U10      4183    60400 SH       DEFINED        1           0    60400        0
Bethlehem Steel                Common           08750910      4276  1200000 SH       SOLE                       0        0  1200000
Bethlehem Steel                Common           08750910       493   138500 SH       DEFINED        1           0   138500        0
Beverly Enterprises            Common           08785130      8523  3030000 SH       SOLE                       0        0  3030000
Biochem Pharma Inc             Common           09058T10     14295   580500 SH       SOLE                  580500        0        0
Biochem Pharma Inc             Common           09058T10      2979   121000 SH       SOLE                       0        0   121000
Biochem Pharma Inc             Common           09058T10     26850  1090300 SH       DEFINED        1           0  1090300        0
Biochem Pharma Inc             Common           09058T10      1012    41100 SH       DEFINED        2           0        0    41100
Biocryst Pharm Inc             Common           09058V10      4343   151400 SH       SOLE                       0        0   151400
Biocryst Pharm Inc             Common           09058V10      5020   175000 SH       DEFINED        1           0   175000        0
Biogen Inc                     Common           09059710     10030   155500 SH       SOLE                  155500        0        0
Biogen Inc                     Common           09059710        97     1500 SH       DEFINED        1           0     1500        0
Biomet Inc                     Common           09061310     54868  1428250 SH       SOLE                 1428250        0        0
Biomet Inc                     Common           09061310     63873  1661700 SH       SOLE                       0        0  1661700
Biomet Inc                     Common           09061310     11946   310770 SH       DEFINED        1           0   310770        0
BioMarin Pharm Inc             Common           09061G10        29     1700 SH       SOLE                    1700        0        0
BioMarin Pharm Inc             Common           09061G10        63     3700 SH       SOLE                       0        0     3700
BioMarin Pharm Inc             Common           09061G10        22     1300 SH       DEFINED        2           0        0     1300
Biosite Diagnostics            Common           09094510      4565    94700 SH       SOLE                   94700        0        0
Biosite Diagnostics            Common           09094510       800    16600 SH       SOLE                       0        0    16600
Biosite Diagnostics            Common           09094510      2062    42800 SH       DEFINED        1           0    42800        0
Biosite Diagnostics            Common           09094510       873    18100 SH       DEFINED        1           0    18100        0
Biosite Diagnostics            Common           09094510      2670    55400 SH       DEFINED        2           0        0    55400
Bitwise Designs Inc            Common           09174710       178    31100 SH       SOLE                   31100        0        0
Black & Decker Corp            Common           09179710     20576   523800 SH       SOLE                  523800        0        0
Black & Decker Corp            Common           09179710    145353  3697300 SH       SOLE                       0        0  3697300
Black & Decker Corp            Common           09179710     17189   437210 SH       DEFINED        1           0   437210        0
Black & Decker Corp            Common           09179710      4351   110700 SH       DEFINED        1           0   110700        0
Black & Decker Corp            Common           09179710      4898   124670 SH       DEFINED        2           0        0   124670
Black & Decker Corp            Common           09179710       466    11850 SH       DEFINED        3           0        0    11850
Black Box Corp                 Common           09182610      7446    94200 SH       SOLE                   94200        0        0
Black Box Corp                 Common           09182610      1313    16600 SH       SOLE                       0        0    16600
Black Box Corp                 Common           09182610      3927    49600 SH       DEFINED        1           0    49600        0
Blockbuster Inc Cl A           Common           09367910      2925   302000 SH       SOLE                  302000        0        0
Boeing Co                      Common           09702310        20      480 SH       SOLE                       0        0      480
Boise Cascade                  Common           09738310       558    21600 SH       SOLE                   21600        0        0
Boise Cascade                  Common           09738310      6735   260300 SH       DEFINED        1           0   260300        0
Bolder Tech Corp               Common           09751910      4958   650000 SH       SOLE                  650000        0        0
Bolder Tech Corp               Common           09751910       763   100000 SH       SOLE                       0        0   100000
Bolder Tech Corp               Common           09751910      1983   260000 SH       DEFINED        1           0   260000        0
Bolder Tech Corp               Common           09751910       778   102000 SH       DEFINED        1           0   102000        0
Bolder Tech Corp               Common           09751910      2516   330000 SH       DEFINED        2           0        0   330000
Borders Group Inc              Common           09970910      3070   197300 SH       SOLE                  197300        0        0
Borders Group Inc              Common           09970910     11573   743700 SH       SOLE                       0        0   743700
Borders Group Inc              Common           09970910      4133   265600 SH       DEFINED        1           0   265600        0
Borg WarnerInc                 Common           09972410      3989   113500 SH       SOLE                  113500        0        0
Borg WarnerInc                 Common           09972410      3105    88400 SH       SOLE                       0        0    88400
Borg WarnerInc                 Common           09972410      7943   226100 SH       DEFINED        1           0   226100        0
Boston Acoustics               Common           10053410       870    79000 SH       SOLE                   79000        0        0
Boston Acoustics               Common           10053410       594    54000 SH       SOLE                       0        0    54000
Boston Acoustics               Common           10053410      1540   140000 SH       DEFINED        1           0   140000        0
Boston Acoustics               Common           10053410       594    54000 SH       DEFINED        1           0    54000        0
Boston Acoustics               Common           10053410      1870   170000 SH       DEFINED        2           0        0   170000
Boston Ppyts REIT              Common           10112110     43496  1126100 SH       SOLE                 1126100        0        0
Boston Ppyts REIT              Common           10112110      2337    60500 SH       DEFINED        1           0    60500        0
Boston Scientific              Common           10113710     94133  4291859 SH       SOLE                 4291859        0        0
Boston Scientific              Common           10113710    101447  4624200 SH       SOLE                       0        0  4624200
Boston Scientific              Common           10113710     26407  1203580 SH       DEFINED        1           0  1203580        0
Boston Scientific              Common           10113710       439    20000 SH       DEFINED        1           0    20000        0
Boston Scientific              Common           10113710      5329   243000 SH       DEFINED        2           0        0   243000
Boston Scientific              Common           10113710       460    21100 SH       DEFINED        3           0    21100        0
Boston Scientific              Common           10113710       500    22800 SH       DEFINED        3           0        0    22800
BostonFed Bcp Inc              Common           10117810       368    26100 SH       SOLE                   26100        0        0
BostonFed Bcp Inc              Common           10117810      2236   158300 SH       SOLE                       0        0   158300
Bouygues OffshoreADR           Common           10211210       411    16500 SH       SOLE                   16500        0        0
Bowater Inc                    Common           10218310     39444   894060 SH       SOLE                  894060        0        0
Bowater Inc                    Common           10218310      4461   101100 SH       SOLE                       0        0   101100
Bowater Inc                    Common           10218310     10963   248450 SH       DEFINED        1           0   248450        0
Bowater Inc                    Common           10218310       282     6400 SH       DEFINED        1           0     6400        0
Bowater Inc                    Common           10218310      3645    82600 SH       DEFINED        1           0        0    82600
Bowater Inc                    Common           10218310      4135    93700 SH       DEFINED        2           0        0    93700
Bowater Inc                    Common           10218310       171     3900 SH       DEFINED        3           0     3900        0
Bowater Inc                    Common           10218310       388     8800 SH       DEFINED        3           0        0     8800
Bowlin Outdoor Adv             Common           10259510      1367   214300 SH       SOLE                  214300        0        0
Brady Corporation A            Common           10467410      1105    34000 SH       DEFINED        1           0    34000        0
Brandywine REIT                Common           10536820      9266   484500 SH       SOLE                       0        0   484500
Braun's Fashions               Common           10565810      2099    57200 SH       SOLE                   57200        0        0
Briggs & Stratton              Common           10904310      3668   107000 SH       SOLE                  107000        0        0
Briggs & Stratton              Common           10904310      2257    65900 SH       SOLE                       0        0    65900
Briggs & Stratton              Common           10904310      4590   134000 SH       DEFINED        1           0   134000        0
Bright Horizons Fam            Common           10919510     25583  1196500 SH       SOLE                 1196500        0        0
Bright Horizons Fam            Common           10919510      3102   145100 SH       SOLE                       0        0   145100
Bright Horizons Fam            Common           10919510      1935    90500 SH       DEFINED        1           0    90500        0
Brinker Intl Inc               Common           10964110     23298   796500 SH       SOLE                  796500        0        0
Brinker Intl Inc               Common           10964110       263     9000 SH       SOLE                       0        0     9000
Brinker Intl Inc               Common           10964110      4999   170900 SH       DEFINED        1           0   170900        0
Brio Technology Inc            Common           10970410     29701  1401800 SH       SOLE                 1401800        0        0
Brio Technology Inc            Common           10970410      5636   266000 SH       SOLE                       0        0   266000
Brio Technology Inc            Common           10970410      3804   179500 SH       DEFINED        1           0   179500        0
Bristol Myers Squibb           Common           11012210    243625  4184319 SH       SOLE                 4184319        0        0
Bristol Myers Squibb           Common           11012210    315778  5421700 SH       SOLE                       0        0  5421700
Bristol Myers Squibb           Common           11012210     53073   911150 SH       DEFINED        1           0   911150        0
Bristol Myers Squibb           Common           11012210      2164    38100 SH       DEFINED        1           0    38100        0
Bristol Myers Squibb           Common           11012210      2575    44200 SH       DEFINED        2           0        0    44200
British Awys PLC ADR           Common           11041930     12451   216510 SH       SOLE                  216510        0        0
British Awys PLC ADR           Common           11041930    152927  2659600 SH       SOLE                       0        0  2659600
British Awys PLC ADR           Common           11041930       938    16330 SH       DEFINED        1           0    16330        0
British Awys PLC ADR           Common           11041930      6395   111200 SH       DEFINED        1           0   111200        0
British Telecom ADR            Common           11102140     14372   108600 SH       SOLE                  108600        0        0
British Telecom ADR            Common           11102140       900     6800 SH       SOLE                       0        0     6800
British Telecom ADR            Common           11102140      6480    49000 SH       DEFINED        1           0    49000        0
Broadbase Software             Common           11130R10      3936   128400 SH       SOLE                  128400        0        0
Broadbase Software             Common           11130R10      1963    64100 SH       SOLE                       0        0    64100
Broadbase Software             Common           11130R10      2735    89300 SH       DEFINED        1           0    89300        0
Broadcom Corp A                Common           11132010     16464    75322 SH       SOLE                   75322        0        0
Broadcom Corp A                Common           11132010      2883    13200 SH       SOLE                       0        0    13200
Broadcom Corp A                Common           11132010      4408    20130 SH       DEFINED        1           0    20130        0
BroadVision Inc                Common           11141210      2312    45500 SH       SOLE                   45500        0        0
BroadVision Inc                Common           11141210       595    11700 SH       SOLE                       0        0    11700
Broadway Financial             Common           11144410       627    89640 SH       SOLE                       0        0    89640
BroadWing Inc                  Common           11162010     89674  3457200 SH       SOLE                 3457200        0        0
BroadWing Inc                  Common           11162010     25686   990300 SH       SOLE                       0        0   990300
BroadWing Inc                  Common           11162010     12141   468100 SH       DEFINED        1           0   468100        0
BroadWing Inc                  Cv Pfd           11162040       424     9000 PRN      SOLE                    9000        0        0
Brooks Automation              Common           11434A10     55629   870100 SH       SOLE                  870100        0        0
Brooks Automation              Common           11434A10      7627   119300 SH       SOLE                       0        0   119300
Brooks Automation              Common           11434A10      2417    37800 SH       DEFINED        1           0    37800        0
Brown Tom Inc                  Common           11566020       738    32000 SH       SOLE                   32000        0        0
Brown Tom Inc                  Common           11566020      1153    50000 SH       SOLE                       0        0    50000
Brunswick Corp                 Common           11704310      5328   321700 SH       SOLE                  321700        0        0
Brunswick Corp                 Common           11704310      3589   216700 SH       SOLE                       0        0   216700
Brunswick Corp                 Common           11704310       249    15000 SH       DEFINED        1           0    15000        0
Building Matls Hldg            Common           12011310      4524   513200 SH       SOLE                  513200        0        0
Building Matls Hldg            Common           12011310       479    54400 SH       DEFINED        1           0    54400        0
Building Matls Hldg            Common           12011310      2712   307700 SH       DEFINED        2           0        0   307700
Burlington Inds Inc            Common           12169310      4024  2383700 SH       SOLE                       0        0  2383700
Burlington N Santa F           Common           12189T10       234    10200 SH       SOLE                   10200        0        0
Burlington N Santa F           Common           12189T10      1358    59200 SH       SOLE                       0        0    59200
Burlington N Santa F           Common           12189T10     11142   485770 SH       DEFINED        1           0   485770        0
Burlington Resources           Common           12201410     16669   435900 SH       SOLE                  435900        0        0
Burlington Resources           Common           12201410    132563  3465700 SH       SOLE                       0        0  3465700
Burlington Resources           Common           12201410      4887   127800 SH       DEFINED        1           0   127800        0
Burlington Resources           Common           12201410      1377    36000 SH       DEFINED        2           0        0    36000
Burr-Brown                     Common           12257410     37140   428750 SH       SOLE                  428750        0        0
Burr-Brown                     Common           12257410      3805    43900 SH       SOLE                       0        0    43900
Burr-Brown                     Common           12257410      6549    75550 SH       DEFINED        1           0    75550        0
Butler Mfg Co                  Common           12365510       187    11000 SH       SOLE                   11000        0        0
Butler Mfg Co                  Common           12365510      1391    81800 SH       DEFINED        1           0    81800        0
C&D Technology Inc             Common           12466110      2091    37000 SH       SOLE                   37000        0        0
C&D Technology Inc             Common           12466110      1176    20800 SH       SOLE                       0        0    20800
C&D Technology Inc             Common           12466110      4486    79400 SH       DEFINED        1           0    79400        0
CBES Bancorp Inc               Common           12479410       958    86600 SH       SOLE                       0        0    86600
CBL & Assoc REIT               Common           12483010      6212   249100 SH       SOLE                       0        0   249100
CCF Holding Co                 Common           12487X10      1746   142538 SH       SOLE                       0        0   142538
CFW Communications             Common           12492310      5557   148550 SH       SOLE                  148550        0        0
CFW Communications             Common           12492310       930    24800 SH       SOLE                       0        0    24800
CFW Communications             Common           12492310      2415    64400 SH       DEFINED        1           0    64400        0
CFW Communications             Common           12492310      1020    27200 SH       DEFINED        1           0    27200        0
CFW Communications             Common           12492310      2970    79200 SH       DEFINED        2           0        0    79200
C-Cube Microsystems            Common           12501N10       430    21900 SH       SOLE                   21900        0        0
C-Cube Microsystems            Common           12501N10      1009    51400 SH       DEFINED        1           0    51400        0
CFC International              Common           12525210      1126   145300 SH       SOLE                  145300        0        0
CFC International              Common           12525210       939   121200 SH       DEFINED        1           0   121200        0
CFM Technologies Inc           Common           12525K10      3566   230000 SH       SOLE                  230000        0        0
CFM Technologies Inc           Common           12525K10      2945   190000 SH       DEFINED        1           0   190000        0
CFM Technologies Inc           Common           12525K10       727    46900 SH       DEFINED        1           0    46900        0
CFM Technologies Inc           Common           12525K10      2723   175700 SH       DEFINED        2           0        0   175700
CH Energy Group Inc            Common           12541M10      7341   216300 SH       SOLE                       0        0   216300
CH Robinson Wldwide            Common           12541W10      9750   197150 SH       SOLE                  197150        0        0
CIGNA Corp                     Common           12550910     96622  1033418 SH       SOLE                 1033418        0        0
CIGNA Corp                     Common           12550910    715706  7654600 SH       SOLE                       0        0  7654600
CIGNA Corp                     Common           12550910     21292   227710 SH       DEFINED        1           0   227710        0
CIGNA Corp                     Common           12550910       954    10200 SH       DEFINED        1           0    10200        0
CIGNA Corp                     Common           12550910     11865   126900 SH       DEFINED        1           0        0   126900
CIGNA Corp                     Common           12550910      2506    26800 SH       DEFINED        2           0        0    26800
CMS Energy Corp                Common           12589610     67055  3030800 SH       SOLE                 3030800        0        0
CMS Energy Corp                Common           12589610     11063   500000 SH       SOLE                       0        0   500000
CMS Energy Corp                Common           12589610        29     1300 SH       DEFINED        1           0     1300        0
CMS Energy Corp                Cv Pfd           12589630       420    15000 PRN      SOLE                   15000        0        0
CPB Inc                        Common           12590310      2940   117400 SH       SOLE                  117400        0        0
CPB Inc                        Common           12590310      2080    83200 SH       SOLE                       0        0    83200
CPB Inc                        Common           12590310      2890   115589 SH       DEFINED        1           0   115589        0
CSG Systems Intl Inc           Common           12634910      6520   116200 SH       SOLE                  116200        0        0
CSG Systems Intl Inc           Common           12634910      4458    79500 SH       SOLE                       0        0    79500
CSG Systems Intl Inc           Common           12634910      6284   112100 SH       DEFINED        1           0   112100        0
CSX Corp                       Common           12640810     16733   790000 SH       SOLE                  790000        0        0
CSX Corp                       Common           12640810     87773  4142600 SH       SOLE                       0        0  4142600
CSX Corp                       Common           12640810      3880   183100 SH       DEFINED        1           0   183100        0
CSX Corp                       Common           12640810      2132   100600 SH       DEFINED        2           0        0   100600
CSX Corp                       Common           12640810       201     9500 SH       DEFINED        3           0        0     9500
CVS Corporation                Common           12665010    234306  5860043 SH       SOLE                 5860043        0        0
CVS Corporation                Common           12665010     45186  1130500 SH       SOLE                       0        0  1130500
CVS Corporation                Common           12665010      7100   177500 SH       DEFINED        1           0   177500        0
CVS Corporation                Common           12665010      1911    49000 SH       DEFINED        1           0    49000        0
CVS Corporation                Common           12665010      2352    58800 SH       DEFINED        2           0        0    58800
CV Therapeutics                Common           12666710     12805   184600 SH       SOLE                  184600        0        0
CV Therapeutics                Common           12666710      3056    44100 SH       SOLE                       0        0    44100
CV Therapeutics                Common           12666710     50785   732700 SH       DEFINED        1           0   732700        0
CV Therapeutics                Common           12666710       832    12000 SH       DEFINED        2           0        0    12000
Cable & Wireless ADR           Common           12683020       380     7600 SH       SOLE                    7600        0        0
Cablevision Sys Corp           Common           12686C10      2600    38300 SH       SOLE                   38300        0        0
Cablevision Sys Corp           Common           12686C10      1372    20207 SH       SOLE                       0        0    20207
Cabletron Systems              Common           12692010    126838  5023293 SH       SOLE                 5023293        0        0
Cabletron Systems              Common           12692010     35395  1401800 SH       SOLE                       0        0  1401800
Cabletron Systems              Common           12692010     20983   831010 SH       DEFINED        1           0   831010        0
Cabletron Systems              Common           12692010       187     7400 SH       DEFINED        1           0     7400        0
Cabletron Systems              Common           12692010      2414    95600 SH       DEFINED        1           0        0    95600
Cable Design Tech              Common           12692410      7160   213900 SH       SOLE                  213900        0        0
Cable Design Tech              Common           12692410      1374    41000 SH       SOLE                       0        0    41000
Cable Design Tech              Common           12692410      3003    89650 SH       DEFINED        1           0    89650        0
Cable Design Tech              Common           12692410       432    12900 SH       DEFINED        1           0    12900        0
Cable Design Tech              Common           12692410      4722   140950 SH       DEFINED        2           0        0   140950
Cabot Corp                     Common           12705510      1545    56700 SH       SOLE                   56700        0        0
Cabot Corp                     Common           12705510     62389  2289500 SH       SOLE                       0        0  2289500
Cabot Oil & Gas Corp           Common           12709710     51960  2452300 SH       SOLE                 2452300        0        0
Cabot Oil & Gas Corp           Common           12709710     19279   909900 SH       SOLE                       0        0   909900
Cabot Oil & Gas Corp           Common           12709710      3098   146200 SH       DEFINED        1           0   146200        0
Cabot Oil & Gas Corp           Common           12709710      3602   170000 SH       DEFINED        2           0        0   170000
Cabot Microelec                Common           12709P10      5384   117700 SH       SOLE                  117700        0        0
Cabot Microelec                Common           12709P10       585    12800 SH       DEFINED        1           0    12800        0
Caci Inc Cl A                  Common           12719030       123     6300 SH       SOLE                    6300        0        0
Caci Inc Cl A                  Common           12719030      1970   101000 SH       DEFINED        1           0   101000        0
Cadence Design Sys             Common           12738710     33130  1626000 SH       SOLE                 1626000        0        0
Calico Commerce Inc            Common           12989710      2977   183100 SH       SOLE                  183100        0        0
Calico Commerce Inc            Common           12989710      2029   124900 SH       SOLE                       0        0   124900
Calico Commerce Inc            Common           12989710      4288   263900 SH       DEFINED        1           0   263900        0
Callaway Golf Co               Common           13119310       790    48400 SH       SOLE                   48400        0        0
Callaway Golf Co               Common           13119310     16313  1000000 SH       SOLE                       0        0  1000000
Callaway Golf Co               Common           13119310      1883   115400 SH       DEFINED        1           0   115400        0
Callon Petro Co                Common           13123X10      9074   610000 SH       SOLE                  610000        0        0
Callon Petro Co                Common           13123X10      1401    94200 SH       SOLE                       0        0    94200
Callon Petro Co                Common           13123X10      1361    91500 SH       DEFINED        1           0    91500        0
Callon Petro Co                Common           13123X10       521    35000 SH       DEFINED        1           0    35000        0
Callon Petro Co                Common           13123X10      2774   186500 SH       DEFINED        2           0        0   186500
Calpine Corp                   Common           13134710    485221  7381000 SH       SOLE                 7381000        0        0
Calpine Corp                   Common           13134710     13965   212400 SH       SOLE                       0        0   212400
Calpine Corp                   Common           13134710     31500   479100 SH       DEFINED        1           0   479100        0
Calpine Corp                   Common           13134710       480     7300 SH       DEFINED        1           0     7300        0
Calpine Corp                   Common           13134710      5924    90100 SH       DEFINED        1           0        0    90100
Calpine Corp                   Common           13134710       230     3500 SH       DEFINED        2           0     3500        0
Calpine Corp                   Common           13134710      8884   135200 SH       DEFINED        2           0        0   135200
Calpine Corp                   Common           13134710       673    10300 SH       DEFINED        3           0    10300        0
Calpine Corp                   Common           13134710       828    12600 SH       DEFINED        3           0        0    12600
Cambrex Corp                   Common           13201110      5085   112900 SH       SOLE                  112900        0        0
Cambrex Corp                   Common           13201110     13604   302300 SH       SOLE                       0        0   302300
Cambrex Corp                   Common           13201110      9197   204350 SH       DEFINED        1           0   204350        0
Cambridge Tech Partn           Common           13252410      3264   374200 SH       SOLE                  374200        0        0
Cambridge Tech Partn           Common           13252410      1530   175500 SH       SOLE                       0        0   175500
Cambridge Tech Partn           Common           13252410      2728   312900 SH       DEFINED        1           0   312900        0
Cameron Financial              Common           13342510      2320   148500 SH       SOLE                       0        0   148500
Canadian 88 Energy             Common           13566G50      1506   730000 SH       SOLE                  730000        0        0
Canadian 88 Energy             Common           13566G50       516   250000 SH       SOLE                       0        0   250000
Canadian 88 Energy             Common           13566G50      1650   800000 SH       DEFINED        1           0   800000        0
Canadian 88 Energy             Common           13566G50       309   150000 SH       DEFINED        1           0   150000        0
Canadian Pacific Ltd           Common           13592310     42273  1614200 SH       SOLE                 1614200        0        0
Canadian Pacific Ltd           Common           13592310    160815  6140800 SH       SOLE                       0        0  6140800
Canadian Imperial Bk           Common           13606910       176     6400 SH       SOLE                    6400        0        0
Canadian Natl Railwy           Common           13637510     27760   950950 SH       SOLE                  950950        0        0
Canadian Natl Railwy           Common           13637510    288336  9878700 SH       SOLE                       0        0  9878700
Canadian Natl Railwy           Common           13637510      8082   276900 SH       DEFINED        1           0   276900        0
Canadian Natl Railwy           Common           13637510       137     4700 SH       DEFINED        1           0     4700        0
Canadian Natl Railwy           Common           13637510      1757    60200 SH       DEFINED        1           0        0    60200
Canadian Natl Railwy           Common           13637510       817    28000 SH       DEFINED        2           0        0    28000
Canandaigua Brands A           Common           13721920       282     5600 SH       SOLE                    5600        0        0
Canandaigua Brands A           Common           13721920      2698    53500 SH       DEFINED        1           0    53500        0
Capital Crossing Bk            Common           14007110       309    30100 SH       SOLE                   30100        0        0
Capital Crossing Bk            Common           14007110      2141   208900 SH       SOLE                       0        0   208900
Capitol Federal Finl           Common           14057C10       207    18700 SH       SOLE                       0        0    18700
Caraustar Industries           Common           14090910      7480   494400 SH       SOLE                  494400        0        0
Caraustar Industries           Common           14090910      1893   125200 SH       SOLE                       0        0   125200
Caraustar Industries           Common           14090910      3962   262000 SH       DEFINED        1           0   262000        0
Caraustar Industries           Common           14090910      3176   210000 SH       DEFINED        2           0        0   210000
Cardinal Health Inc            Common           14149Y10    479213  6479022 SH       SOLE                 6479022        0        0
Cardinal Health Inc            Common           14149Y10    445025  6014502 SH       SOLE                       0        0  6014502
Cardinal Health Inc            Common           14149Y10     45142   610017 SH       DEFINED        1           0   610017        0
Cardinal Health Inc            Common           14149Y10      2743    37900 SH       DEFINED        1           0    37900        0
Cardinal Health Inc            Common           14149Y10      2738    37000 SH       DEFINED        1           0        0    37000
Cardinal Health Inc            Common           14149Y10     15001   202700 SH       DEFINED        2           0        0   202700
Cardinal Health Inc            Common           14149Y10       618     8400 SH       DEFINED        3           0     8400        0
Cardinal Health Inc            Common           14149Y10      1073    14500 SH       DEFINED        3           0        0    14500
Caremark Rx Inc                Common           14170510     14853  2180100 SH       SOLE                 2180100        0        0
Caremark Rx Inc                Common           14170510     27252  4000000 SH       SOLE                       0        0  4000000
Caremark Rx Inc                Common           14170510      6658   977200 SH       DEFINED        1           0   977200        0
Carey Intl Inc                 Common           14175010      5664   408000 SH       SOLE                  408000        0        0
Carey Intl Inc                 Common           14175010      1388   100000 SH       SOLE                       0        0   100000
Carey Intl Inc                 Common           14175010       361    26000 SH       DEFINED        1           0    26000        0
Carey Intl Inc                 Common           14175010      4301   310000 SH       DEFINED        2           0        0   310000
Carlisle                       Common           14233910        95     2100 SH       SOLE                    2100        0        0
Carlisle                       Common           14233910        14      300 SH       DEFINED        1           0      300        0
Carmike Cinemas Cl A           Common           14343610        22     5500 SH       SOLE                    5500        0        0
Carrier Access Corp            Common           14446010     17917   338860 SH       SOLE                  338860        0        0
Carrier Access Corp            Common           14446010     10867   205500 SH       SOLE                       0        0   205500
Carrier Access Corp            Common           14446010      3204    60600 SH       DEFINED        1           0    60600        0
Carter-Wallace Inc             Common           14628510      4629   230000 SH       SOLE                       0        0   230000
Catalina Marketing             Common           14886710     20646   202700 SH       SOLE                  202700        0        0
Catalina Marketing             Common           14886710      3917    38400 SH       SOLE                       0        0    38400
Catalina Marketing             Common           14886710      2999    29400 SH       DEFINED        1           0    29400        0
Caterpillar Inc                Common           14912310    193483  5714077 SH       SOLE                 5714077        0        0
Caterpillar Inc                Common           14912310    143666  4241260 SH       SOLE                       0        0  4241260
Caterpillar Inc                Common           14912310      5122   151200 SH       DEFINED        1           0   151200        0
Caterpillar Inc                Common           14912310      2470    72900 SH       DEFINED        1           0    72900        0
Caterpillar Inc                Common           14912310      3171    93600 SH       DEFINED        1           0        0    93600
Caterpillar Inc                Common           14912310      6220   183600 SH       DEFINED        2           0        0   183600
Caterpillar Inc                Common           14912310       532    15700 SH       DEFINED        3           0        0    15700
Catskill Finl Corp             Common           14934810      4955   226500 SH       SOLE                       0        0   226500
Celeritek Inc                  Common           15092610      7700   188600 SH       SOLE                  188600        0        0
Celeritek Inc                  Common           15092610      4816   118000 SH       SOLE                       0        0   118000
Celeritek Inc                  Common           15092610      6738   165100 SH       DEFINED        1           0   165100        0
Cemex CPO ADR                                   15129087         0       57 PRN      DEFINED        1           0       57        0
Centex Construction            Common           15231R10      1755    77300 SH       SOLE                   77300        0        0
Centex Construction            Common           15231R10      1135    50000 SH       DEFINED        1           0    50000        0
Centex Construction            Common           15231R10      2269   100000 SH       DEFINED        2           0        0   100000
Central Newspapers A           Common           15464710        95     1500 SH       SOLE                    1500        0        0
Central Newspapers A           Common           15464710       607     9600 SH       DEFINED        1           0     9600        0
Centura Banks Inc              Common           15640T10      1181    34800 SH       SOLE                   34800        0        0
Centura Banks Inc              Common           15640T10      1405    41400 SH       SOLE                       0        0    41400
Century Aluminum Co            Common           15643110     21750  2000000 SH       SOLE                       0        0  2000000
Century Bancorp Inc            Common           15643210      1027    83900 SH       SOLE                   83900        0        0
Century Bancorp Inc            Common           15643210       860    70200 SH       SOLE                       0        0    70200
Century Bancorp Inc            Common           15643210      1254   102400 SH       DEFINED        1           0   102400        0
Cephalon Inc                   Common           15670810      9394   156800 SH       SOLE                  156800        0        0
Cephalon Inc                   Common           15670810     24351   406700 SH       SOLE                       0        0   406700
Cephalon Inc                   Common           15670810      6957   116200 SH       DEFINED        1           0   116200        0
Cephalon Inc                   Common           15670810       491     8200 SH       DEFINED        2           0        0     8200
Ceridian Corp                  Common           15677T10    137800  5736034 SH       SOLE                 5736034        0        0
Ceridian Corp                  Common           15677T10    130878  5439480 SH       SOLE                       0        0  5439480
Ceridian Corp                  Common           15677T10     15783   655880 SH       DEFINED        1           0   655880        0
Ceridian Corp                  Common           15677T10     11390   473360 SH       DEFINED        2           0        0   473360
Ceridian Corp                  Common           15677T10       557    23300 SH       DEFINED        3           0    23300        0
Ceridian Corp                  Common           15677T10       930    38660 SH       DEFINED        3           0        0    38660
Cerner Corp                    Common           15678210     54680  2006600 SH       SOLE                       0        0  2006600
Cerprobe Corp                  Common           15678710      4200   300000 SH       SOLE                       0        0   300000
Cerprobe Corp                  Common           15678710       484    34600 SH       DEFINED        1           0    34600        0
Champion Enterprises           Common           15849610      3553   728600 SH       SOLE                  728600        0        0
Champion Enterprises           Common           15849610       709   145500 SH       SOLE                       0        0   145500
Champion Enterprises           Common           15849610      1930   395800 SH       DEFINED        1           0   395800        0
Champion Enterprises           Common           15849610       768   157500 SH       DEFINED        1           0   157500        0
Champion Enterprises           Common           15849610      2285   468800 SH       DEFINED        2           0        0   468800
Channell Commercial            Common           15918610      2821   235000 SH       SOLE                  235000        0        0
Channell Commercial            Common           15918610      2134   177800 SH       DEFINED        1           0   177800        0
Channell Commercial            Common           15918610       240    20000 SH       DEFINED        1           0    20000        0
Channell Commercial            Common           15918610      2520   210000 SH       DEFINED        2           0        0   210000
Charter One Finl               Common           16090310       523    22703 SH       SOLE                   22703        0        0
Charter One Finl               Common           16090310     50048  2176027 SH       SOLE                       0        0  2176027
Charter One Finl               Common           16090310      3965   172394 SH       DEFINED        1           0   172394        0
Chart Industries Inc           Common           16115Q10      3974   815000 SH       SOLE                  815000        0        0
Chart Industries Inc           Common           16115Q10       244    50000 SH       DEFINED        1           0    50000        0
Chase Manhattan Crp            Common           16161A10     17809   386600 SH       SOLE                  386600        0        0
Chase Manhattan Crp            Common           16161A10     25470   552950 SH       SOLE                       0        0   552950
Chase Manhattan Crp            Common           16161A10     24966   542000 SH       DEFINED        1           0   542000        0
CheckFree Hldgs Corp           Common           16281610       536    10400 SH       SOLE                   10400        0        0
CheckFree Hldgs Corp           Common           16281610      3233    62700 SH       DEFINED        1           0    62700        0
Cheesecake Factory             Common           16307210     80574  2929950 SH       SOLE                 2929950        0        0
Cheesecake Factory             Common           16307210      4232   153915 SH       DEFINED        1           0   153915        0
Chemed Corp                    Common           16359610        90     3200 SH       SOLE                    3200        0        0
Chemed Corp                    Common           16359610        10      350 SH       DEFINED        1           0      350        0
Chevron Corp                   Common           16675110     38547   454710 SH       SOLE                  454710        0        0
Chevron Corp                   Common           16675110    243786  2874400 SH       SOLE                       0        0  2874400
Chevron Corp                   Common           16675110     34509   406890 SH       DEFINED        1           0   406890        0
Chevron Corp                   Common           16675110      4953    58400 SH       DEFINED        1           0    58400        0
Chico's Fas Inc                Common           16861510        98     4900 SH       SOLE                    4900        0        0
Chico's Fas Inc                Common           16861510        20     1000 SH       DEFINED        1           0     1000        0
Childrens Comp Svcs            Common           16875K20       995   325000 SH       SOLE                  325000        0        0
Childrens Comp Svcs            Common           16875K20       613   200000 SH       DEFINED        1           0   200000        0
Childtime Learng Ctr           Common           16882010       856   129100 SH       SOLE                  129100        0        0
Childtime Learng Ctr           Common           16882010      1325   200000 SH       DEFINED        2           0        0   200000
China Telecom HK ADR           Common           16942810     16927    95200 SH       SOLE                   95200        0        0
China Telecom HK ADR           Common           16942810      1245     7000 SH       SOLE                       0        0     7000
China Telecom HK ADR           Common           16942810      5174    29100 SH       DEFINED        1           0    29100        0
Ciena Corp                     Common           17177910      1700    10200 SH       SOLE                   10200        0        0
Ciena Corp                     Common           17177910       233     1400 SH       SOLE                       0        0     1400
CINergy Corp                   Common           17247410    118360  4652900 SH       SOLE                       0        0  4652900
Circle Intl Grp Inc            Common           17257410      4966   197500 SH       SOLE                  197500        0        0
Circle Intl Grp Inc            Common           17257410      3437   136800 SH       SOLE                       0        0   136800
Circle Intl Grp Inc            Common           17257410      4839   192600 SH       DEFINED        1           0   192600        0
Circuit City St/Grp            Common           17273710      6143   185100 SH       SOLE                       0        0   185100
Circuit City St/Grp            Common           17273710      2380    71700 SH       DEFINED        1           0    71700        0
CIRCOR International           Common           17273K10      2559   312400 SH       SOLE                  312400        0        0
CIRCOR International           Common           17273K10       813    99350 SH       DEFINED        1           0    99350        0
CIRCOR International           Common           17273K10        88    10800 SH       DEFINED        1           0    10800        0
CIRCOR International           Common           17273K10      2047   250000 SH       DEFINED        2           0        0   250000
Cisco Systems Inc              Common           17275R10   1301442 20498114 SH       SOLE                20498114        0        0
Cisco Systems Inc              Common           17275R10    507845  7994640 SH       SOLE                       0        0  7994640
Cisco Systems Inc              Common           17275R10    347220  5462580 SH       DEFINED        1           0  5462580        0
Cisco Systems Inc              Common           17275R10     10411   167400 SH       DEFINED        1           0   167400        0
Cisco Systems Inc              Common           17275R10       801    12600 SH       DEFINED        2           0    12600        0
Cisco Systems Inc              Common           17275R10     85403  1343908 SH       DEFINED        2           0        0  1343908
Cisco Systems Inc              Common           17275R10      4547    72000 SH       DEFINED        3           0    72000        0
Cisco Systems Inc              Common           17275R10      6175    97148 SH       DEFINED        3           0        0    97148
Cintas Corp                    Common           17290810      8721   237700 SH       SOLE                  237700        0        0
Citigroup Inc                  Common           17296710    945990 15714520 SH       SOLE                15714520        0        0
Citigroup Inc                  Common           17296710   1112178 18463162 SH       SOLE                       0        0 18463162
Citigroup Inc                  Common           17296710    192322  3192047 SH       DEFINED        1           0  3192047        0
Citigroup Inc                  Common           17296710     16543   276498 SH       DEFINED        1           0   276498        0
Citigroup Inc                  Common           17296710     27282   452805 SH       DEFINED        1           0        0   452805
Citigroup Inc                  Common           17296710       747    12400 SH       DEFINED        2           0    12400        0
Citigroup Inc                  Common           17296710     36295   602672 SH       DEFINED        2           0        0   602672
Citigroup Inc                  Common           17296710      1437    24000 SH       DEFINED        3           0    24000        0
Citigroup Inc                  Common           17296710      1985    32950 SH       DEFINED        3           0        0    32950
Citizens Banking Crp           Common           17442010       766    47200 SH       SOLE                   47200        0        0
Citizens Banking Crp           Common           17442010       526    32400 SH       SOLE                       0        0    32400
Citizens Banking Crp           Common           17442010       743    45800 SH       DEFINED        1           0    45800        0
Citizens Utilities             Cv Pfd           17735120      1064    15800 PRN      SOLE                   15800        0        0
City National                  Common           17856610       257     7400 SH       SOLE                    7400        0        0
City National                  Common           17856610      7871   226500 SH       DEFINED        1           0   226500        0
Clark/Bardes Hldgs             Common           18066810      2335   141960 SH       SOLE                  141960        0        0
Clark/Bardes Hldgs             Common           18066810      2175   131800 SH       DEFINED        1           0   131800        0
Clear Channel Commun           Common           18450210     36118   481500 SH       SOLE                  481500        0        0
Clear Channel Commun           Common           18450210     13770   183600 SH       SOLE                       0        0   183600
Clear Channel Commun           Common           18450210     37899   505300 SH       DEFINED        1           0   505300        0
Clear Channel Commun           Common           18450210       143     1900 SH       DEFINED        1           0     1900        0
Clear Channel Commun           Common           18450210      1890    25200 SH       DEFINED        1           0        0    25200
Clearnet Communctns            Common           18490210        16      600 SH       SOLE                     600        0        0
Cleveland-Cliffs Inc           Common           18589610     23338   905400 SH       SOLE                  905400        0        0
Cleveland-Cliffs Inc           Common           18589610      2797   108400 SH       SOLE                       0        0   108400
Cleveland-Cliffs Inc           Common           18589610      4225   163650 SH       DEFINED        1           0   163650        0
click2learn.com Inc            Common           18681S10       255    14400 SH       SOLE                   14400        0        0
click2learn.com Inc            Common           18681S10      1762   100000 SH       DEFINED        1           0   100000        0
click2learn.com Inc            Common           18681S10       850    48200 SH       DEFINED        1           0    48200        0
Clorox Co                      Common           18905410     56816  1273800 SH       SOLE                 1273800        0        0
Clorox Co                      Common           18905410     18201   406600 SH       SOLE                       0        0   406600
Clorox Co                      Common           18905410     27632   616600 SH       DEFINED        1           0   616600        0
Clorox Co                      Common           18905410       278     6200 SH       DEFINED        1           0     6200        0
Clorox Co                      Common           18905410      3621    80800 SH       DEFINED        1           0        0    80800
Clorox Co                      Common           18905410      2205    49200 SH       DEFINED        2           0        0    49200
Clorox Co                      Common           18905410      1011    22700 SH       DEFINED        3           0    22700        0
Coastal Corp                   Common           19044110     17454   288400 SH       SOLE                  288400        0        0
Coastal Corp                   Common           19044110     22698   373200 SH       SOLE                       0        0   373200
Coastal Corp                   Common           19044110      2040    33500 SH       DEFINED        1           0    33500        0
Coastal Corp                   Common           19044110      1949    32900 SH       DEFINED        1           0    32900        0
Coca-Cola Company              Common           19121610    147020  2561925 SH       SOLE                 2561925        0        0
Coca-Cola Company              Common           19121610     59797  1041810 SH       SOLE                       0        0  1041810
Coca-Cola Company              Common           19121610     44782   779630 SH       DEFINED        1           0   779630        0
Coca-Cola Company              Common           19121610      2376    42500 SH       DEFINED        1           0    42500        0
Coca-Cola Company              Common           19121610      3056    53200 SH       DEFINED        2           0        0    53200
Coca-Cola Entprs Inc           Common           19121910      2031   124500 SH       SOLE                  124500        0        0
Coca-Cola Entprs Inc           Common           19121910      6852   420000 SH       SOLE                       0        0   420000
Coca-Cola Entprs Inc           Common           19121910     10131   621000 SH       DEFINED        1           0   621000        0
Coca Cola Femsa ADR            Common           19124110      3091   163800 SH       DEFINED        1           0   163800        0
Coflexip ADR                   Common           19238410     41805   692132 SH       SOLE                  692132        0        0
Coflexip ADR                   Common           19238410     14400   238730 SH       SOLE                       0        0   238730
Coflexip ADR                   Common           19238410     15020   248270 SH       DEFINED        1           0   248270        0
Coflexip ADR                   Common           19238410       853    14100 SH       DEFINED        1           0    14100        0
Coflexip ADR                   Common           19238410       242     4000 SH       DEFINED        2           0     4000        0
Coflexip ADR                   Common           19238410       787    13100 SH       DEFINED        2           0        0    13100
Cognex Corp                    Common           19242210     90857  1755700 SH       SOLE                 1755700        0        0
Cognex Corp                    Common           19242210      1672    32300 SH       DEFINED        1           0    32300        0
Cognos Inc                     Common           19244C10    176247  4266140 SH       SOLE                 4266140        0        0
Cognos Inc                     Common           19244C10     41890  1012884 SH       SOLE                       0        0  1012884
Cognos Inc                     Common           19244C10     31613   764020 SH       DEFINED        1           0   764020        0
Cognos Inc                     Common           19244C10       430    10400 SH       DEFINED        1           0    10400        0
Cognos Inc                     Common           19244C10      1945    47000 SH       DEFINED        2           0        0    47000
Cohesion Tech Inc              Common           19248N10       190    16100 SH       SOLE                   16100        0        0
Cohesion Tech Inc              Common           19248N10      6447   545800 SH       SOLE                       0        0   545800
Cohesion Tech Inc              Common           19248N10      1324   112100 SH       DEFINED        1           0   112100        0
Cohesion Tech Inc              Common           19248N10        90     7600 SH       DEFINED        2           0        0     7600
Cohoes Bancorp Inc             Common           19251310      2834   206100 SH       SOLE                  206100        0        0
Cohoes Bancorp Inc             Common           19251310       109     7900 SH       DEFINED        1           0     7900        0
Cole National Corp             Common           19329010      3543   515000 SH       SOLE                  515000        0        0
Cole National Corp             Common           19329010       825   120000 SH       SOLE                       0        0   120000
Cole National Corp             Common           19329010      2024   294400 SH       DEFINED        1           0   294400        0
Cole National Corp             Common           19329010       722   105000 SH       DEFINED        1           0   105000        0
Cole National Corp             Common           19329010      2922   425000 SH       DEFINED        2           0        0   425000
Kenneth Cole Prod A            Common           19329410      1072    26800 SH       SOLE                   26800        0        0
Kenneth Cole Prod A            Common           19329410       304     7600 SH       SOLE                       0        0     7600
Kenneth Cole Prod A            Common           19329410       424    10600 SH       DEFINED        1           0    10600        0
Colgate-Palmolive Co           Common           19416210     13339   223160 SH       SOLE                  223160        0        0
Colgate-Palmolive Co           Common           19416210     10011   167200 SH       SOLE                       0        0   167200
Colgate-Palmolive Co           Common           19416210     19787   330480 SH       DEFINED        1           0   330480        0
Colgate-Palmolive Co           Common           19416210      8693   145180 SH       DEFINED        2           0        0   145180
Colgate-Palmolive Co           Common           19416210       333     5600 SH       DEFINED        3           0     5600        0
Colgate-Palmolive Co           Common           19416210       824    13760 SH       DEFINED        3           0        0    13760
Colonial Pptys REIT            Common           19587210      5609   204900 SH       SOLE                       0        0   204900
Columbia Banking Sys           Common           19723610      2454   200307 SH       SOLE                  200307        0        0
Columbia Banking Sys           Common           19723610      1921   156814 SH       SOLE                       0        0   156814
Columbia Banking Sys           Common           19723610      2796   228187 SH       DEFINED        1           0   228187        0
Columbia Energy Grp            Common           19764810       407     6200 SH       SOLE                    6200        0        0
Columbia Energy Grp            Common           19764810     15914   242500 SH       SOLE                       0        0   242500
Columbus Energy Corp           Common           19906410       675   100000 SH       SOLE                       0        0   100000
Columbus Energy Corp           Common           19906410      1857   275000 SH       DEFINED        1           0   275000        0
Columbus Energy Corp           Common           19906410       168    24925 SH       DEFINED        1           0    24925        0
Comcast Corp Cl A              Common           20030010       271     7000 SH       SOLE                    7000        0        0
Comcast Corp Cl A              Common           20030010     20561   528900 SH       SOLE                       0        0   528900
Comcast Corp Spl A             Common           20030020     22259   549600 SH       SOLE                  549600        0        0
Comcast Corp Spl A             Common           20030020     85075  2100600 SH       SOLE                       0        0  2100600
Comcast Corp Spl A             Common           20030020      1016    25100 SH       DEFINED        1           0    25100        0
Comcast Corp Spl A             Common           20030020       932    23000 SH       DEFINED        2           0        0    23000
Comdisco Inc                   Common           20033610     27152  1216900 SH       SOLE                 1216900        0        0
Comerica Inc                   Common           20034010      2061    45900 SH       SOLE                   45900        0        0
Comerica Inc                   Common           20034010       404     9000 SH       SOLE                       0        0     9000
Comerica Inc                   Common           20034010      4752   105900 SH       DEFINED        1           0   105900        0
Commerce Bancshares            Common           20052510      2724    91560 SH       DEFINED        1           0    91560        0
Commercial Bank NY             Common           20146210      1387   118000 SH       SOLE                       0        0   118000
Commercial Bankshs             Common           20160710       188    10566 SH       SOLE                   10566        0        0
Commercial Bankshs             Common           20160710       265    14922 SH       SOLE                       0        0    14922
Commercial Bankshs             Common           20160710       298    16796 SH       DEFINED        1           0    16796        0
Commercial Metals Co           Common           20172310       232     8400 SH       SOLE                    8400        0        0
CommScope Inc                  Common           20337210     24840   606400 SH       SOLE                  606400        0        0
CommScope Inc                  Common           20337210      7814   190600 SH       SOLE                       0        0   190600
CommScope Inc                  Common           20337210     14514   354000 SH       DEFINED        1           0   354000        0
Community Finl IL              Common           20364V10      1672   155500 SH       SOLE                       0        0   155500
Cia Bras Distr ADR             Common           20440T20      1879    58500 SH       DEFINED        1           0    58500        0
COPEL Pref B ADR               Common           20441B40      1676   180000 SH       SOLE                  180000        0        0
CANTV D ADR                    Common           20442110      4233   155700 SH       DEFINED        1           0   155700        0
Minas Buenaventura             Common           20444810     30961  1789000 SH       SOLE                 1789000        0        0
Minas Buenaventura             Common           20444810       135     7800 SH       DEFINED        1           0     7800        0
Cia Telec Chile ADR            Common           20444930      1832   101096 SH       SOLE                  101096        0        0
Cia Telec Chile ADR            Common           20444930      1987   109600 SH       DEFINED        1           0   109600        0
Compaq Computer                Common           20449310       109     4300 SH       SOLE                    4300        0        0
Compaq Computer                Common           20449310      9676   378510 SH       DEFINED        1           0   378510        0
Computer Assoc Intl            Common           20491210      6607   129125 SH       SOLE                  129125        0        0
Computer Assoc Intl            Common           20491210     78103  1525800 SH       SOLE                       0        0  1525800
Computer Assoc Intl            Common           20491210     15165   296229 SH       DEFINED        1           0   296229        0
Computer Assoc Intl            Common           20491210       717    14000 SH       DEFINED        2           0        0    14000
Computer Sciences              Common           20536310    270870  3628114 SH       SOLE                 3628114        0        0
Computer Sciences              Common           20536310    106712  1429201 SH       SOLE                       0        0  1429201
Computer Sciences              Common           20536310      3279    43900 SH       DEFINED        1           0    43900        0
Computer Sciences              Common           20536310      2389    32800 SH       DEFINED        1           0    32800        0
Computer Sciences              Common           20536310      2203    29500 SH       DEFINED        2           0        0    29500
Compx Intl Inc A               Common           20563P10      3547   174500 SH       SOLE                  174500        0        0
Compx Intl Inc A               Common           20563P10       813    40000 SH       SOLE                       0        0    40000
Compx Intl Inc A               Common           20563P10        24     1200 SH       DEFINED        1           0     1200        0
Compx Intl Inc A               Common           20563P10       203    10000 SH       DEFINED        1           0    10000        0
Compx Intl Inc A               Common           20563P10      2539   125000 SH       DEFINED        2           0        0   125000
Comverse Technology            Common           20586240     78317   844166 SH       SOLE                  844166        0        0
Comverse Technology            Common           20586240     34944   376240 SH       SOLE                       0        0   376240
Comverse Technology            Common           20586240     46556   500580 SH       DEFINED        1           0   500580        0
Comverse Technology            Common           20586240       632     6800 SH       DEFINED        1           0     6800        0
Comverse Technology            Common           20586240       251     2700 SH       DEFINED        2           0     2700        0
Comverse Technology            Common           20586240     17037   183240 SH       DEFINED        2           0        0   183240
Comverse Technology            Common           20586240      1072    11600 SH       DEFINED        3           0    11600        0
Comverse Technology            Common           20586240      1486    15980 SH       DEFINED        3           0        0    15980
Concentrex Inc                 Common           20589S10      1000   250000 SH       SOLE                  250000        0        0
Concentrex Inc                 Common           20589S10       525   131200 SH       SOLE                       0        0   131200
Concentrex Inc                 Common           20589S10       536   134000 SH       DEFINED        1           0   134000        0
Concord EFS Inc                Common           20619710     36160  1390750 SH       SOLE                 1390750        0        0
Concord EFS Inc                Common           20619710       915    35200 SH       SOLE                       0        0    35200
Concord EFS Inc                Common           20619710      4051   155800 SH       DEFINED        1           0   155800        0
Concurrent Computer            Common           20671020      2747   209300 SH       SOLE                  209300        0        0
Concurrent Computer            Common           20671020       869    66200 SH       DEFINED        1           0    66200        0
Conductus Inc                  Common           20678410      3401   172100 SH       SOLE                  172100        0        0
Conductus Inc                  Common           20678410      1049    53100 SH       SOLE                       0        0    53100
Conductus Inc                  Common           20678410      2656   134500 SH       DEFINED        1           0   134500        0
Conductus Inc                  Common           20678410      1136    57500 SH       DEFINED        1           0    57500        0
Conexant Systems               Common           20714210       374     7700 SH       SOLE                    7700        0        0
Conmed Corp                    Common           20741010      2360    91150 SH       SOLE                   91150        0        0
Conmed Corp                    Common           20741010       215     8300 SH       SOLE                       0        0     8300
Conmed Corp                    Common           20741010        18      700 SH       DEFINED        1           0      700        0
Connecticut Bancshs            Common           20754010      4489   306900 SH       SOLE                  306900        0        0
Connecticut Bancshs            Common           20754010      8096   553600 SH       SOLE                       0        0   553600
Connecticut Bancshs            Common           20754010      2048   140000 SH       DEFINED        1           0   140000        0
Connetics Corp                 Common           20819210     10219   695400 SH       SOLE                  695400        0        0
Connetics Corp                 Common           20819210      1840   125300 SH       SOLE                       0        0   125300
Connetics Corp                 Common           20819210     16086  1095200 SH       DEFINED        1           0  1095200        0
Connetics Corp                 Common           20819210       310    21100 SH       DEFINED        2           0        0    21100
Conoco Inc A                   Common           20825130     16662   757320 SH       SOLE                  757320        0        0
Conoco Inc A                   Common           20825130      3897   177120 SH       DEFINED        1           0   177120        0
Conoco Inc A                   Common           20825130      4690   213200 SH       DEFINED        1           0   213200        0
Conoco Inc Cl B                Common           20825140    101264  4129042 SH       SOLE                 4129042        0        0
Conoco Inc Cl B                Common           20825140    192846  7852582 SH       SOLE                       0        0  7852582
Conoco Inc Cl B                Common           20825140     45443  1850076 SH       DEFINED        1           0  1850076        0
Conoco Inc Cl B                Common           20825140      2796   116084 SH       DEFINED        1           0   116084        0
Conoco Inc Cl B                Common           20825140      6745   274600 SH       DEFINED        1           0        0   274600
Conoco Inc Cl B                Common           20825140     17103   696300 SH       DEFINED        2           0        0   696300
Conoco Inc Cl B                Common           20825140       905    37100 SH       DEFINED        3           0    37100        0
Conoco Inc Cl B                Common           20825140      1461    59500 SH       DEFINED        3           0        0    59500
CONSOL Energy Inc              Common           20854P10      2059   136100 SH       SOLE                  136100        0        0
Consolidated Edison            Common           20911510     22142   747400 SH       SOLE                       0        0   747400
Constellation Energy           Common           21037110      2764    85700 SH       SOLE                   85700        0        0
Constellation Energy           Common           21037110     52491  1611950 SH       SOLE                       0        0  1611950
Constellation Energy           Common           21037110     15788   484850 SH       DEFINED        1           0   484850        0
Continental Air Cl B           Common           21079530      4472    95200 SH       SOLE                   95200        0        0
Continental Air Cl B           Common           21079530     55638  1183800 SH       SOLE                       0        0  1183800
Continental Air Cl B           Common           21079530      4648    98900 SH       DEFINED        1           0    98900        0
Continental Air Cl B           Common           21079530       118     2500 SH       DEFINED        1           0     2500        0
Continental Air Cl B           Common           21079530      1523    32400 SH       DEFINED        1           0        0    32400
Continental Air Cl B           Common           21079530      1307    27800 SH       DEFINED        2           0        0    27800
Continental Air Cl B           Common           21079530        80     1700 SH       DEFINED        3           0        0     1700
Convergys Corp                 Common           21248510     39451   760500 SH       SOLE                  760500        0        0
Convergys Corp                 Common           21248510       944    18200 SH       SOLE                       0        0    18200
Convergys Corp                 Common           21248510       482     9300 SH       DEFINED        1           0     9300        0
Convergys Corp                 Common           21248510       379     7300 SH       DEFINED        1           0     7300        0
Convergys Corp                 Common           21248510      4845    93400 SH       DEFINED        1           0        0    93400
Cooker Restaurant              Common           21628420      1610   560000 SH       DEFINED        1           0   560000        0
Cooper Cameron                 Common           21664010     13431   203500 SH       SOLE                  203500        0        0
Cooper Cameron                 Common           21664010     16909   256200 SH       SOLE                       0        0   256200
Cooper Cameron                 Common           21664010      3247    49200 SH       DEFINED        1           0    49200        0
Cooper Companies Inc           Common           21664840       695    19100 SH       SOLE                   19100        0        0
Cooper Inds Inc                Common           21666910     24714   759000 SH       SOLE                  759000        0        0
Cooper Inds Inc                Common           21666910    208468  6402000 SH       SOLE                       0        0  6402000
Cooper Inds Inc                Common           21666910       837    25720 SH       DEFINED        1           0    25720        0
Cooper Inds Inc                Common           21666910      7229   222000 SH       DEFINED        1           0   222000        0
Cooper Tire & Rubber           Common           21683110       100     9000 SH       SOLE                    9000        0        0
Cooper Tire & Rubber           Common           21683110        13     1200 SH       DEFINED        1           0     1200        0
Copper Mtn Networks            Common           21751010      7742    88000 SH       SOLE                   88000        0        0
Copper Mtn Networks            Common           21751010      1225    13900 SH       SOLE                       0        0    13900
Copper Mtn Networks            Common           21751010      9183   104200 SH       DEFINED        1           0   104200        0
COR Therapeutic Inc            Common           21775310      1399    16400 SH       SOLE                   16400        0        0
COR Therapeutic Inc            Common           21775310     46496   545000 SH       SOLE                       0        0   545000
COR Therapeutic Inc            Common           21775310     30585   358500 SH       DEFINED        1           0   358500        0
COR Therapeutic Inc            Common           21775310       555     6500 SH       DEFINED        2           0        0     6500
Corn Products Intl             Common           21902310     10490   395800 SH       SOLE                  395800        0        0
Corn Products Intl             Common           21902310       127     4800 SH       SOLE                       0        0     4800
Corn Products Intl             Common           21902310       520    19600 SH       DEFINED        1           0    19600        0
Cornell Companies              Common           21914110      2528   316000 SH       SOLE                  316000        0        0
Cornell Companies              Common           21914110       800   100000 SH       SOLE                       0        0   100000
Cornell Companies              Common           21914110      1760   220000 SH       DEFINED        1           0   220000        0
Cornell Companies              Common           21914110       520    65000 SH       DEFINED        1           0    65000        0
Corning Inc                    Common           21935010    224714   832676 SH       SOLE                  832676        0        0
Corning Inc                    Common           21935010    133304   494020 SH       SOLE                       0        0   494020
Corning Inc                    Common           21935010     75477   279670 SH       DEFINED        1           0   279670        0
Corning Inc                    Common           21935010       729     2700 SH       DEFINED        1           0     2700        0
Corning Inc                    Common           21935010       135      500 SH       DEFINED        2           0      500        0
Corning Inc                    Common           21935010        78      300 SH       DEFINED        2           0        0      300
Corrpro Companies              Common           22031710      1868   574800 SH       SOLE                  574800        0        0
Corus Group PLC ADR            Common           22087M10      5439   378300 SH       SOLE                  378300        0        0
Corus Group PLC ADR            Common           22087M10     88218  6136900 SH       SOLE                       0        0  6136900
Corus Group PLC ADR            Common           22087M10        20     1365 SH       DEFINED        1           0     1365        0
Corus Group PLC ADR            Common           22087M10      3417   237700 SH       DEFINED        1           0   237700        0
Corvas International           Common           22100510       360    30000 SH       SOLE                   30000        0        0
Corvas International           Common           22100510       384    32000 SH       SOLE                       0        0    32000
Corvas International           Common           22100510      1509   125800 SH       DEFINED        1           0   125800        0
Corvas International           Common           22100510        94     7800 SH       DEFINED        2           0        0     7800
CorVel Corp                    Common           22100610      3981   161200 SH       SOLE                  161200        0        0
CorVel Corp                    Common           22100610       741    30000 SH       SOLE                       0        0    30000
CorVel Corp                    Common           22100610      1852    75000 SH       DEFINED        1           0    75000        0
CorVel Corp                    Common           22100610       791    32000 SH       DEFINED        1           0    32000        0
CorVel Corp                    Common           22100610      2493   101000 SH       DEFINED        2           0        0   101000
Cotelligent Inc                Common           22163010      3612   635000 SH       SOLE                  635000        0        0
Cotelligent Inc                Common           22163010       398    70000 SH       SOLE                       0        0    70000
Cotelligent Inc                Common           22163010      1024   180000 SH       DEFINED        1           0   180000        0
Cotelligent Inc                Common           22163010      2698   474400 SH       DEFINED        2           0        0   474400
Covad Communctns Grp           Common           22281420       324    20100 SH       SOLE                   20100        0        0
Covance Inc                    Common           22281610     20952  2377030 SH       SOLE                 2377030        0        0
Covance Inc                    Common           22281610     31716  3598700 SH       SOLE                       0        0  3598700
Covance Inc                    Common           22281610      3626   411310 SH       DEFINED        1           0   411310        0
Covance Inc                    Common           22281610       189    21600 SH       DEFINED        3           0    21600        0
Covenant Transport             Common           22284P10      1764   220800 SH       SOLE                  220800        0        0
Covenant Transport             Common           22284P10      1049   131100 SH       SOLE                       0        0   131100
Covenant Transport             Common           22284P10      2436   304500 SH       DEFINED        1           0   304500        0
Coventry Health Care           Common           22286210     16872  1265300 SH       SOLE                 1265300        0        0
Coventry Health Care           Common           22286210     64718  4855800 SH       SOLE                       0        0  4855800
Coventry Health Care           Common           22286210      4295   322200 SH       DEFINED        1           0   322200        0
Crane Co                       Common           22439910      5702   234400 SH       SOLE                  234400        0        0
Crane Co                       Common           22439910      3418   140600 SH       SOLE                       0        0   140600
Crane Co                       Common           22439910      4892   201200 SH       DEFINED        1           0   201200        0
Credence Systems               Common           22530210    100129  1814400 SH       SOLE                 1814400        0        0
Credence Systems               Common           22530210      6104   110600 SH       SOLE                       0        0   110600
Credence Systems               Common           22530210     11600   210200 SH       DEFINED        1           0   210200        0
Critical Path Inc              Common           22674V10     70303  1205600 SH       SOLE                 1205600        0        0
Critical Path Inc              Common           22674V10      1592    27300 SH       SOLE                       0        0    27300
Critical Path Inc              Common           22674V10      3884    66600 SH       DEFINED        1           0    66600        0
Crompton Corporation           Common           22711610      2830   230800 SH       SOLE                  230800        0        0
Crompton Corporation           Common           22711610     33251  2714225 SH       SOLE                       0        0  2714225
Crompton Corporation           Common           22711610      2531   206600 SH       DEFINED        1           0   206600        0
Cross Timbers Oil Co           Common           22757310     74550  3371500 SH       SOLE                 3371500        0        0
Cross Timbers Oil Co           Common           22757310      6582   297500 SH       SOLE                       0        0   297500
Cross Timbers Oil Co           Common           22757310     23415  1058300 SH       DEFINED        1           0  1058300        0
Crossmann Cmntys Inc           Common           22764E10      4615   279600 SH       SOLE                  279600        0        0
Crossmann Cmntys Inc           Common           22764E10       825    50000 SH       SOLE                       0        0    50000
Crossmann Cmntys Inc           Common           22764E10      2063   125000 SH       DEFINED        1           0   125000        0
Crossmann Cmntys Inc           Common           22764E10       870    52700 SH       DEFINED        1           0    52700        0
Crossmann Cmntys Inc           Common           22764E10      2475   150000 SH       DEFINED        2           0        0   150000
Crown Castle Intl Cp           Common           22822710     81513  2232900 SH       SOLE                 2232900        0        0
Crown Castle Intl Cp           Common           22822710     17220   471800 SH       SOLE                       0        0   471800
Crown Castle Intl Cp           Common           22822710      9017   247010 SH       DEFINED        1           0   247010        0
Cryolife Inc                   Common           22890310      8084   351300 SH       SOLE                  351300        0        0
Cryolife Inc                   Common           22890310       623    27100 SH       SOLE                       0        0    27100
Cryolife Inc                   Common           22890310        74     3200 SH       DEFINED        1           0     3200        0
Cullen/Frost Bankers           Common           22989910     21503   817088 SH       SOLE                  817088        0        0
Cullen/Frost Bankers           Common           22989910     26797  1018400 SH       SOLE                       0        0  1018400
Cullen/Frost Bankers           Common           22989910     32929  1251350 SH       DEFINED        1           0  1251350        0
Cullen/Frost Bankers           Common           22989910       431    16500 SH       DEFINED        3           0    16500        0
Cummins Engine                 Common           23102110       257     9400 SH       SOLE                    9400        0        0
Cummins Engine                 Common           23102110      1076    39500 SH       DEFINED        1           0    39500        0
Cumulus Media Inc A            Common           23108210     20354  2231800 SH       SOLE                 2231800        0        0
Cumulus Media Inc A            Common           23108210       550    60300 SH       DEFINED        1           0    60300        0
Cumulus Media Inc A            Common           23108210      2312   253400 SH       DEFINED        2           0        0   253400
Curative Health Serv           Common           23126410      1024   169900 SH       SOLE                  169900        0        0
Curative Health Serv           Common           23126410       183    30300 SH       SOLE                       0        0    30300
Curative Health Serv           Common           23126410      1228   203500 SH       DEFINED        1           0   203500        0
Curative Health Serv           Common           23126410        68    11300 SH       DEFINED        2           0        0    11300
CuraGen Corporation            Common           23126R10      1477    38800 SH       SOLE                   38800        0        0
CuraGen Corporation            Common           23126R10       464    12200 SH       DEFINED        1           0    12200        0
Cymer Inc                      Common           23257210       764    16000 SH       SOLE                   16000        0        0
Cypress Semiconductr           Common           23280610     29857   707200 SH       SOLE                  707200        0        0
Cypress Semiconductr           Common           23280610      9147   216500 SH       SOLE                       0        0   216500
Cypress Semiconductr           Common           23280610     25866   612200 SH       DEFINED        1           0   612200        0
Cytec Industries Inc           Common           23282010      2130    86200 SH       SOLE                   86200        0        0
Cytec Industries Inc           Common           23282010     10904   441700 SH       SOLE                       0        0   441700
Cytec Industries Inc           Common           23282010     11666   472500 SH       DEFINED        1           0   472500        0
DPL Inc                        Common           23329310      4447   203259 SH       SOLE                  203259        0        0
DPL Inc                        Common           23329310     19562   891693 SH       SOLE                       0        0   891693
DPL Inc                        Common           23329310       537    24472 SH       DEFINED        1           0    24472        0
DQE Inc                        Common           23329J10     51011  1291380 SH       SOLE                 1291380        0        0
DQE Inc                        Common           23329J10     56936  1441430 SH       SOLE                       0        0  1441430
DQE Inc                        Common           23329J10       672    17000 SH       DEFINED        1           0    17000        0
DQE Inc                        Common           23329J10       486    12300 SH       DEFINED        1           0    12300        0
DQE Inc                        Common           23329J10      6028   152600 SH       DEFINED        1           0        0   152600
D R Horton Inc                 Common           23331A10      3579   263600 SH       SOLE                  263600        0        0
D R Horton Inc                 Common           23331A10      1934   142600 SH       SOLE                       0        0   142600
D R Horton Inc                 Common           23331A10      2869   211600 SH       DEFINED        1           0   211600        0
DST Systems Inc                Common           23332610     18941   249200 SH       SOLE                  249200        0        0
DST Systems Inc                Common           23332610      3692    48500 SH       SOLE                       0        0    48500
DST Systems Inc                Common           23332610      2969    39000 SH       DEFINED        1           0    39000        0
DTE Energy Company             Common           23333110     47012  1538200 SH       SOLE                       0        0  1538200
Daisytek Intl Corp             Common           23405310      3810   404650 SH       SOLE                  404650        0        0
Daisytek Intl Corp             Common           23405310       606    64200 SH       SOLE                       0        0    64200
Daisytek Intl Corp             Common           23405310      1494   158300 SH       DEFINED        1           0   158300        0
Daisytek Intl Corp             Common           23405310       657    69600 SH       DEFINED        1           0    69600        0
Daisytek Intl Corp             Common           23405310      1987   210500 SH       DEFINED        2           0        0   210500
Dal Tile Intl                  Common           23426R10      4208   510000 SH       SOLE                  510000        0        0
Dal Tile Intl                  Common           23426R10       701    85000 SH       SOLE                       0        0    85000
Dal Tile Intl                  Common           23426R10      1857   225100 SH       DEFINED        1           0   225100        0
Dal Tile Intl                  Common           23426R10      2888   350000 SH       DEFINED        2           0        0   350000
Dallas Semiconductor           Common           23520410     25031   615200 SH       SOLE                  615200        0        0
Dallas Semiconductor           Common           23520410      4955   121600 SH       SOLE                       0        0   121600
Dallas Semiconductor           Common           23520410      4650   114100 SH       DEFINED        1           0   114100        0
Dan River Inc A                Common           23577410      3771   793700 SH       SOLE                  793700        0        0
Dan River Inc A                Common           23577410       615   129500 SH       SOLE                       0        0   129500
Dan River Inc A                Common           23577410      1380   290600 SH       DEFINED        1           0   290600        0
Dan River Inc A                Common           23577410       744   156500 SH       DEFINED        1           0   156500        0
Dan River Inc A                Common           23577410      2090   440000 SH       DEFINED        2           0        0   440000
Danaher Corp                   Common           23585110     21247   429800 SH       SOLE                  429800        0        0
Danaher Corp                   Common           23585110     13580   274700 SH       SOLE                       0        0   274700
Danaher Corp                   Common           23585110       153     3100 SH       DEFINED        1           0     3100        0
Danaher Corp                   Common           23585110       114     2300 SH       DEFINED        1           0     2300        0
Danaher Corp                   Common           23585110      1518    30700 SH       DEFINED        1           0        0    30700
Danka Bus System ADR           Common           23627710     12840  3312800 SH       SOLE                 3312800        0        0
Danka Bus System ADR           Common           23627710      1901   490700 SH       SOLE                       0        0   490700
Danka Bus System ADR           Common           23627710      2692   694500 SH       DEFINED        1           0   694500        0
DAOU Systems Inc               Common           23701510      1597   945800 SH       SOLE                  945800        0        0
DAOU Systems Inc               Common           23701510       867   513500 SH       SOLE                       0        0   513500
DAOU Systems Inc               Common           23701510        14     8300 SH       DEFINED        1           0     8300        0
Darden Restaurants             Common           23719410       338    20800 SH       SOLE                   20800        0        0
Darden Restaurants             Common           23719410      1389    85500 SH       DEFINED        1           0    85500        0
Datalink Corp                  Common           23793410      1097    73400 SH       SOLE                   73400        0        0
Datalink Corp                  Common           23793410       490    32800 SH       SOLE                       0        0    32800
Datalink Corp                  Common           23793410       127     8500 SH       DEFINED        1           0     8500        0
Datascope                      Common           23811310      2727    75700 SH       SOLE                   75700        0        0
Datascope                      Common           23811310     12316   342100 SH       SOLE                       0        0   342100
Datascope                      Common           23811310      2621    72800 SH       DEFINED        1           0    72800        0
Datatec Systems Inc            Common           23812810      4699   837200 SH       SOLE                  837200        0        0
Datatec Systems Inc            Common           23812810       748   132900 SH       SOLE                       0        0   132900
Datatec Systems Inc            Common           23812810      1877   333700 SH       DEFINED        1           0   333700        0
Datatec Systems Inc            Common           23812810       809   143800 SH       DEFINED        1           0   143800        0
Datatec Systems Inc            Common           23812810      2466   438400 SH       DEFINED        2           0        0   438400
David's Bridal Inc             Common           23857610      5627   486500 SH       SOLE                  486500        0        0
David's Bridal Inc             Common           23857610      1134    98100 SH       SOLE                       0        0    98100
David's Bridal Inc             Common           23857610      2544   220000 SH       DEFINED        1           0   220000        0
David's Bridal Inc             Common           23857610      1242   107400 SH       DEFINED        1           0   107400        0
David's Bridal Inc             Common           23857610      3619   313000 SH       DEFINED        2           0        0   313000
Dawson Geophysical             Common           23935910      2981   265000 SH       DEFINED        1           0   265000        0
Dawson Geophysical             Common           23935910       563    50000 SH       DEFINED        1           0    50000        0
Dawson Geophysical             Common           23935910      2419   215000 SH       DEFINED        2           0        0   215000
De Beers Cns Mns ADR           Common           24025330     21765   897600 SH       SOLE                  897600        0        0
De Beers Cns Mns ADR           Common           24025330      4088   168100 SH       SOLE                       0        0   168100
De Beers Cns Mns ADR           Common           24025330      9190   378000 SH       DEFINED        1           0   378000        0
De Beers Cns Mns ADR           Common           24025330       666    27400 SH       DEFINED        2           0        0    27400
Dean Foods Company             Common           24236110        57     1800 SH       DEFINED        1           0     1800        0
Deere & Co                     Common           24419910       115     3100 SH       SOLE                    3100        0        0
Deere & Co                     Common           24419910       659    17800 SH       SOLE                       0        0    17800
Del Global Tech                Common           24507310      4129   424800 SH       SOLE                  424800        0        0
Del Global Tech                Common           24507310       727    74800 SH       SOLE                       0        0    74800
Del Global Tech                Common           24507310       136    14000 SH       DEFINED        1           0    14000        0
Dell Computer Corp             Common           24702510    408086  8290422 SH       SOLE                 8290422        0        0
Dell Computer Corp             Common           24702510    142925  2900800 SH       SOLE                       0        0  2900800
Dell Computer Corp             Common           24702510    126162  2558370 SH       DEFINED        1           0  2558370        0
Dell Computer Corp             Common           24702510      3164    65300 SH       DEFINED        1           0    65300        0
Dell Computer Corp             Common           24702510       350     7100 SH       DEFINED        2           0     7100        0
Dell Computer Corp             Common           24702510     42191   855800 SH       DEFINED        2           0        0   855800
Dell Computer Corp             Common           24702510      2273    46400 SH       DEFINED        3           0    46400        0
Dell Computer Corp             Common           24702510      3220    65300 SH       DEFINED        3           0        0    65300
Delphi Automotive              Common           24712610     83051  5702558 SH       SOLE                 5702558        0        0
Delphi Automotive              Common           24712610    134297  9221748 SH       SOLE                       0        0  9221748
Delphi Automotive              Common           24712610     18553  1273946 SH       DEFINED        1           0  1273946        0
Delphi Automotive              Common           24712610      2936   201600 SH       DEFINED        1           0   201600        0
Delphi Automotive              Common           24712610       125     8900 SH       DEFINED        2           0        0     8900
Delta & Pine Land Co           Common           24735710      4349   173500 SH       SOLE                  173500        0        0
Delta & Pine Land Co           Common           24735710      7702   307300 SH       SOLE                       0        0   307300
Delta Air Lines Inc            Common           24736110      4121    81800 SH       SOLE                   81800        0        0
Delta Air Lines Inc            Common           24736110     79585  1574422 SH       SOLE                       0        0  1574422
Delta Air Lines Inc            Common           24736110      9103   180040 SH       DEFINED        1           0   180040        0
Delta Air Lines Inc            Common           24736110       525    10400 SH       DEFINED        1           0    10400        0
Delta Air Lines Inc            Common           24736110       162     3200 SH       DEFINED        2           0     3200        0
Delta Air Lines Inc            Common           24736110      4591    90800 SH       DEFINED        2           0        0    90800
Delta Air Lines Inc            Common           24736110       344     6800 SH       DEFINED        3           0        0     6800
Denbury Resources              Common           24791620      3471   669100 SH       SOLE                  669100        0        0
Denbury Resources              Common           24791620       622   119900 SH       DEFINED        1           0   119900        0
Dense-Pac Microsys             Common           24871930      5606   515400 SH       SOLE                  515400        0        0
Dense-Pac Microsys             Common           24871930       378    34700 SH       DEFINED        1           0    34700        0
Dentsply Intl                  Common           24903010       754    24500 SH       SOLE                   24500        0        0
Dentsply Intl                  Common           24903010     29636   961800 SH       SOLE                       0        0   961800
Desert Community Bk            Common           25037Y10       398    23400 SH       SOLE                       0        0    23400
Deutsche Telekom ADR           Common           25156610     11350   200000 SH       SOLE                       0        0   200000
Devon Energy Corp              Common           25179M10      2001    35575 SH       SOLE                   35575        0        0
Devon Energy Corp              Common           25179M10     15982   284410 SH       SOLE                       0        0   284410
Devon Energy Corp              Common           25179M10     10595   188554 SH       DEFINED        1           0   188554        0
Devon Energy Corp              Common           25179M10      1045    18600 SH       DEFINED        2           0        0    18600
Devry Inc                      Common           25189310     33715  1275800 SH       SOLE                 1275800        0        0
Devry Inc                      Common           25189310      4526   171200 SH       SOLE                       0        0   171200
Devry Inc                      Common           25189310      9847   372500 SH       DEFINED        1           0   372500        0
Diagnostic Products            Common           25245010      1696    53000 SH       SOLE                       0        0    53000
Diamond Offshore                                25271CAA       435   413000 PRN      SOLE                  413000        0        0
Diamond Tech Ptnrs             Common           25276210      2526    28700 SH       SOLE                   28700        0        0
Diamond Tech Ptnrs             Common           25276210      1214    13800 SH       SOLE                       0        0    13800
Diamond Tech Ptnrs             Common           25276210      1813    20600 SH       DEFINED        1           0    20600        0
Dianon System Inc              Common           25282610      2323    92000 SH       SOLE                   92000        0        0
Dianon System Inc              Common           25282610        93     3700 SH       DEFINED        1           0     3700        0
Digital Courier Tech           Common           25383810       171    26800 SH       SOLE                   26800        0        0
Digital Microwave              Common           25385910    103051  2703800 SH       SOLE                 2703800        0        0
Digital Microwave              Common           25385910     32903   863000 SH       SOLE                       0        0   863000
Digital Microwave              Common           25385910     23087   605510 SH       DEFINED        1           0   605510        0
Digital Microwave              Common           25385910       862    22600 SH       DEFINED        1           0    22600        0
Digital Microwave              Common           25385910      2535    66500 SH       DEFINED        2           0        0    66500
Digital Island Inc             Common           25385N10       491    10100 SH       SOLE                   10100        0        0
Digital Island Inc                              25385NAA       107   150000 PRN      SOLE                  150000        0        0
Digital Insight Corp           Common           25385P10      1910    56521 SH       SOLE                   56521        0        0
Digital Insight Corp           Common           25385P10       442    13006 SH       SOLE                       0        0    13006
Digital Insight Corp           Common           25385P10       479    14085 SH       DEFINED        1           0    14085        0
Digitas Inc                    Common           25388K10       287    17600 SH       SOLE                   17600        0        0
Dime Bancorp Inc               Common           25429Q10       980    62200 SH       SOLE                   62200        0        0
Dime Bancorp Inc               Common           25429Q10    122570  7782600 SH       SOLE                       0        0  7782600
Dime Bancorp Inc               Common           25429Q10        52     3300 SH       DEFINED        1           0     3300        0
Dime Bancorp Inc               Common           25429Q10      1418    90000 SH       DEFINED        2           0        0    90000
Dionex Corp                    Common           25454610       552    20600 SH       SOLE                   20600        0        0
Dionex Corp                    Common           25454610       402    15000 SH       SOLE                       0        0    15000
Dionex Corp                    Common           25454610       268    10000 SH       DEFINED        1           0    10000        0
Disney Walt Co                 Common           25468710     52774  1359700 SH       SOLE                 1359700        0        0
Disney Walt Co                 Common           25468710     71498  1842583 SH       SOLE                       0        0  1842583
Disney Walt Co                 Common           25468710     57637  1485016 SH       DEFINED        1           0  1485016        0
Disney Walt Co                 Common           25468710       431    11100 SH       DEFINED        1           0    11100        0
Disney Walt Co                 Common           25468710      5298   136500 SH       DEFINED        1           0        0   136500
Distr y Servicio ADR           Common           25475310         7      400 SH       DEFINED        1           0      400        0
Documentum Inc                 Common           25615910     49104   549300 SH       SOLE                  549300        0        0
Documentum Inc                 Common           25615910     14970   167500 SH       SOLE                       0        0   167500
Documentum Inc                 Common           25615910     11487   128520 SH       DEFINED        1           0   128520        0
Dollar General                 Common           25666910     83499  4283384 SH       SOLE                 4283384        0        0
Dollar General                 Common           25666910     47552  2438523 SH       SOLE                       0        0  2438523
Dollar General                 Common           25666910     28204  1446386 SH       DEFINED        1           0  1446386        0
Dollar General                 Common           25666910     10986   563400 SH       DEFINED        2           0        0   563400
Dollar General                 Common           25666910       540    27875 SH       DEFINED        3           0    27875        0
Dollar General                 Common           25666910      1036    53125 SH       DEFINED        3           0        0    53125
Dollar Tree Stores             Common           25674710      3507    88650 SH       SOLE                   88650        0        0
Dollar Tree Stores             Common           25674710       360     9100 SH       SOLE                       0        0     9100
Dollar Tree Stores             Common           25674710      7139   180450 SH       DEFINED        1           0   180450        0
Dominion Res Inc               Common           25746U10     21445   500321 SH       SOLE                  500321        0        0
Dominion Res Inc               Common           25746U10      4288   100000 SH       SOLE                       0        0   100000
Dominion Res Inc               Common           25746U10      2782    64900 SH       DEFINED        1           0    64900        0
Dominion Res Inc               Common           25746U10       176     4100 SH       DEFINED        2           0     4100        0
Donaldson Co Inc               Common           25765110      3062   155300 SH       SOLE                  155300        0        0
Donaldson Co Inc               Common           25765110       570    28800 SH       SOLE                       0        0    28800
Donaldson Co Inc               Common           25765110       591    29900 SH       DEFINED        1           0    29900        0
Donegal Group Inc              Common           25770110      1839   319666 SH       SOLE                  319666        0        0
Donegal Group Inc              Common           25770110      1006   175000 SH       DEFINED        1           0   175000        0
Doubleclick Inc                Common           25860930       172     4500 SH       SOLE                    4500        0        0
Dover Corp                     Common           26000310       856    21100 SH       SOLE                       0        0    21100
Dover Corp                     Common           26000310      7330   180700 SH       DEFINED        1           0   180700        0
Dow Chemical Co                Common           26054310    302218 10014205 SH       SOLE                10014205        0        0
Dow Chemical Co                Common           26054310    327027 10833700 SH       SOLE                       0        0 10833700
Dow Chemical Co                Common           26054310     11506   381140 SH       DEFINED        1           0   381140        0
Dow Chemical Co                Common           26054310      2112    71400 SH       DEFINED        1           0    71400        0
Dow Chemical Co                Common           26054310      2056    68100 SH       DEFINED        2           0        0    68100
Downey Finl Corp               Common           26101810       418    14400 SH       SOLE                   14400        0        0
Downey Finl Corp               Common           26101810      5815   200500 SH       SOLE                       0        0   200500
Downey Finl Corp               Common           26101810      4394   151500 SH       DEFINED        1           0   151500        0
DSET Corp                      Common           26250410      8412   277400 SH       SOLE                  277400        0        0
DSET Corp                      Common           26250410      1370    45100 SH       SOLE                       0        0    45100
DSET Corp                      Common           26250410      3773   124200 SH       DEFINED        1           0   124200        0
DSET Corp                      Common           26250410      1476    48600 SH       DEFINED        1           0    48600        0
DSET Corp                      Common           26250410      4429   145800 SH       DEFINED        2           0        0   145800
Dupont EI De Nemours           Common           26353410    116694  2669436 SH       SOLE                 2669436        0        0
Dupont EI De Nemours           Common           26353410    176692  4038851 SH       SOLE                       0        0  4038851
Dupont EI De Nemours           Common           26353410     32949   753129 SH       DEFINED        1           0   753129        0
Dupont EI De Nemours           Common           26353410       464    10600 SH       DEFINED        1           0    10600        0
Dupont EI De Nemours           Common           26353410      5727   130900 SH       DEFINED        1           0        0   130900
Dupont EI De Nemours           Common           26353410      5974   136600 SH       DEFINED        2           0        0   136600
Dupont EI De Nemours           Common           26353410       361     8300 SH       DEFINED        3           0     8300        0
Dupont EI De Nemours           Common           26353410       483    11030 SH       DEFINED        3           0        0    11030
Duckwall-ALCO Stores           Common           26414210      1511   183000 SH       SOLE                  183000        0        0
Duke Energy Corp               Common           26439910     38096   676070 SH       SOLE                  676070        0        0
Duke Energy Corp               Common           26439910    297605  5279320 SH       SOLE                       0        0  5279320
Duke Energy Corp               Common           26439910     12284   217900 SH       DEFINED        1           0   217900        0
Duke Energy Corp               Common           26439910       186     3300 SH       DEFINED        1           0     3300        0
Duke Energy Corp               Common           26439910      2427    43048 SH       DEFINED        1           0        0    43048
Duke-Weeks Realty Cp           Common           26441150      5663   253100 SH       SOLE                  253100        0        0
Duke-Weeks Realty Cp           Common           26441150      4101   183300 SH       DEFINED        1           0   183300        0
Dycom Industries Inc           Common           26747510       318     6900 SH       SOLE                    6900        0        0
Dycom Industries Inc           Common           26747510      3878    84300 SH       DEFINED        1           0    84300        0
Dynegy Inc Cl A                Common           26816Q10      2193    32100 SH       SOLE                   32100        0        0
Dynegy Inc Cl A                Common           26816Q10      8512   124600 SH       SOLE                       0        0   124600
Dynegy Inc Cl A                Common           26816Q10      7221   105700 SH       DEFINED        1           0   105700        0
Dynex Capital REIT             Common           26817Q50       639   393175 SH       SOLE                       0        0   393175
ECI Telecom Ltd                Common           26825810       498    14300 SH       SOLE                   14300        0        0
EEX Corp                       Common           26842V20     10713  1842300 SH       SOLE                 1842300        0        0
EEX Corp                       Common           26842V20      4808   827200 SH       SOLE                       0        0   827200
EEX Corp                       Common           26842V20      7077  1217400 SH       DEFINED        1           0  1217400        0
EEX Corp                       Common           26842V20      1407   242200 SH       DEFINED        1           0   242200        0
EEX Corp                       Common           26842V20      4228   727300 SH       DEFINED        2           0        0   727300
EGL Inc                        Common           26848410      5218   170000 SH       SOLE                  170000        0        0
EGL Inc                        Common           26848410      1098    35700 SH       SOLE                       0        0    35700
EGL Inc                        Common           26848410      2054    66800 SH       DEFINED        1           0    66800        0
EMC Corporation                Common           26864810    400472  5207602 SH       SOLE                 5207602        0        0
EMC Corporation                Common           26864810    114498  1489706 SH       SOLE                       0        0  1489706
EMC Corporation                Common           26864810     81117  1054310 SH       DEFINED        1           0  1054310        0
EMC Corporation                Common           26864810      3419    45400 SH       DEFINED        1           0    45400        0
EMC Corporation                Common           26864810       323     4200 SH       DEFINED        2           0     4200        0
EMC Corporation                Common           26864810      3701    48200 SH       DEFINED        2           0        0    48200
EMS Technologies Inc           Common           26873N10      3213   178500 SH       SOLE                  178500        0        0
EMS Technologies Inc           Common           26873N10       693    38500 SH       SOLE                       0        0    38500
EMS Technologies Inc           Common           26873N10      2118   117700 SH       DEFINED        1           0   117700        0
EMS Technologies Inc           Common           26873N10       653    36300 SH       DEFINED        1           0    36300        0
EMS Technologies Inc           Common           26873N10      2547   141500 SH       DEFINED        2           0        0   141500
ENSCO International            Common           26874Q10      4982   139100 SH       SOLE                  139100        0        0
ENSCO International            Common           26874Q10     18326   511700 SH       SOLE                       0        0   511700
ENI SPA ADR                    Common           26874R10      2520    43300 SH       SOLE                   43300        0        0
ENI SPA ADR                    Common           26874R10     23822   409400 SH       SOLE                       0        0   409400
EOG Resources Inc              Common           26875P10     26879   803350 SH       SOLE                  803350        0        0
EOG Resources Inc              Common           26875P10     28461   849600 SH       SOLE                       0        0   849600
EOG Resources Inc              Common           26875P10     21082   629300 SH       DEFINED        1           0   629300        0
EPIX Medical Inc               Common           26881Q10       196    13200 SH       SOLE                   13200        0        0
EPIX Medical Inc               Common           26881Q10       303    20400 SH       SOLE                       0        0    20400
EPIX Medical Inc               Common           26881Q10      2031   136500 SH       DEFINED        1           0   136500        0
EPIX Medical Inc               Common           26881Q10       119     8000 SH       DEFINED        2           0        0     8000
E.piphany Inc                  Common           26881V10      3560    33200 SH       SOLE                   33200        0        0
E.piphany Inc                  Common           26881V10      2390    22300 SH       SOLE                       0        0    22300
E.piphany Inc                  Common           26881V10      3967    37000 SH       DEFINED        1           0    37000        0
E-Tek Dynamics Inc             Common           26924010       185      700 SH       SOLE                     700        0        0
E*TRADE Group Inc              Common           26924610      3638   220500 SH       DEFINED        1           0   220500        0
E-Z-Em Inc A Vtg               Common           26930520      1370   219258 SH       SOLE                       0        0   219258
E-Z-Em Inc B Non-Vtg           Common           26930530      2245   304344 SH       SOLE                       0        0   304344
Earthgrains Co                 Common           27031910       214    11000 SH       SOLE                   11000        0        0
East West Bancorp              Common           27579R10      9984   694500 SH       SOLE                       0        0   694500
Eastman Chemical Co            Common           27743210     22454   470240 SH       SOLE                  470240        0        0
Eastman Chemical Co            Common           27743210     58632  1227900 SH       SOLE                       0        0  1227900
Eastman Kodak Co               Common           27746110     25588   430000 SH       SOLE                  430000        0        0
Eastman Kodak Co               Common           27746110    159287  2677100 SH       SOLE                       0        0  2677100
Eastman Kodak Co               Common           27746110     13404   225280 SH       DEFINED        1           0   225280        0
Eastman Kodak Co               Common           27746110       268     4500 SH       DEFINED        1           0     4500        0
Eastman Kodak Co               Common           27746110      3511    59000 SH       DEFINED        1           0        0    59000
Eaton Corp                     Common           27805810     64949   969580 SH       SOLE                  969580        0        0
Eaton Corp                     Common           27805810    192819  2877890 SH       SOLE                       0        0  2877890
Eaton Corp                     Common           27805810     28687   428170 SH       DEFINED        1           0   428170        0
Eaton Corp                     Common           27805810       375     5600 SH       DEFINED        1           0     5600        0
Eaton Corp                     Common           27805810      4603    68700 SH       DEFINED        1           0        0    68700
Eaton Corp                     Common           27805810      7051   105280 SH       DEFINED        2           0        0   105280
Eaton Corp                     Common           27805810       366     5500 SH       DEFINED        3           0     5500        0
Eaton Corp                     Common           27805810       506     7550 SH       DEFINED        3           0        0     7550
EBAY Inc                       Common           27864210     96457  1776478 SH       SOLE                 1776478        0        0
EBAY Inc                       Common           27864210     26839   494300 SH       SOLE                       0        0   494300
EBAY Inc                       Common           27864210     11188   206000 SH       DEFINED        1           0   206000        0
EBAY Inc                       Common           27864210      8788   161800 SH       DEFINED        2           0        0   161800
EBAY Inc                       Common           27864210       567    10500 SH       DEFINED        3           0    10500        0
EBAY Inc                       Common           27864210       820    15100 SH       DEFINED        3           0        0    15100
EchoStar Commun Cl A           Common           27876210    139352  4220186 SH       SOLE                 4220186        0        0
EchoStar Commun Cl A           Common           27876210     43217  1306420 SH       SOLE                       0        0  1306420
EchoStar Commun Cl A           Common           27876210     29749   898510 SH       DEFINED        1           0   898510        0
EchoStar Commun Cl A           Common           27876210       712    21500 SH       DEFINED        1           0    21500        0
EchoStar Commun Cl A           Common           27876210      2606    78700 SH       DEFINED        1           0        0    78700
EchoStar Commun Cl A           Common           27876210       146     4400 SH       DEFINED        2           0     4400        0
EchoStar Commun Cl A           Common           27876210     18472   558000 SH       DEFINED        2           0        0   558000
EchoStar Commun Cl A           Common           27876210       872    26500 SH       DEFINED        3           0    26500        0
EchoStar Commun Cl A           Common           27876210      1500    45300 SH       DEFINED        3           0        0    45300
EchoStar Communctn C           Cv Pfd           27876230       134      250 PRN      SOLE                     250        0        0
Eclipsys Corp                  Common           27885610      1118   149000 SH       SOLE                  149000        0        0
Eclipsys Corp                  Common           27885610       600    80000 SH       SOLE                       0        0    80000
ECollege.com                   Common           27887E10      2666   610900 SH       SOLE                  610900        0        0
ECollege.com                   Common           27887E10       438   100000 SH       SOLE                       0        0   100000
ECollege.com                   Common           27887E10      1531   350000 SH       DEFINED        2           0        0   350000
Edge Petroleum Corp            Common           27986210      1309   445000 SH       SOLE                  445000        0        0
Edge Petroleum Corp            Common           27986210       881   300000 SH       DEFINED        1           0   300000        0
Edison Intl                    Common           28102010     21795  1064000 SH       SOLE                 1064000        0        0
Edison Intl                    Common           28102010     74989  3658000 SH       SOLE                       0        0  3658000
Edison Intl                    Common           28102010      1647    80300 SH       DEFINED        1           0    80300        0
Edison Schools Inc             Common           28103310      1646    71000 SH       SOLE                   71000        0        0
Edison Schools Inc             Common           28103310     11594   500000 SH       SOLE                       0        0   500000
Edison Schools Inc             Common           28103310      1338    57700 SH       DEFINED        1           0    57700        0
Education Mgmt Corp            Common           28139T10      1293    71600 SH       SOLE                   71600        0        0
Education Mgmt Corp            Common           28139T10       611    33800 SH       SOLE                       0        0    33800
Education Mgmt Corp            Common           28139T10       166     9200 SH       DEFINED        1           0     9200        0
Education Mgmt Corp            Common           28139T10      2229   123400 SH       DEFINED        2           0        0   123400
Edwards A G Inc                Common           28176010      6157   158102 SH       SOLE                  158102        0        0
Edwards A G Inc                Common           28176010       363     9300 SH       SOLE                       0        0     9300
Edwards A G Inc                Common           28176010     17214   441380 SH       DEFINED        1           0   441380        0
Edwards Lifesciences           Common           28176E10     10168   549663 SH       SOLE                  549663        0        0
Edwards Lifesciences           Common           28176E10      2992   161764 SH       SOLE                       0        0   161764
Edwards Lifesciences           Common           28176E10      2450   132400 SH       DEFINED        1           0   132400        0
El Paso Energy Corp            Common           28390510     90770  1786686 SH       SOLE                 1786686        0        0
El Paso Energy Corp            Common           28390510     49082   964300 SH       SOLE                       0        0   964300
El Paso Energy Corp            Common           28390510     24622   483370 SH       DEFINED        1           0   483370        0
El Paso Energy Corp            Common           28390510      1374    27000 SH       DEFINED        1           0    27000        0
El Paso Energy Corp            Common           28390510      6276   123200 SH       DEFINED        1           0        0   123200
El Paso Energy Corp            Common           28390510       183     3600 SH       DEFINED        2           0     3600        0
El Paso Energy Corp            Common           28390510      1774    34900 SH       DEFINED        2           0        0    34900
Eldorado Bancshs Inc           Common           28467W10       181    25000 SH       SOLE                       0        0    25000
Electronic Data Sys            Common           28566110    268560  6512575 SH       SOLE                 6512575        0        0
Electronic Data Sys            Common           28566110     55907  1355820 SH       SOLE                       0        0  1355820
Electronic Data Sys            Common           28566110     17188   416650 SH       DEFINED        1           0   416650        0
Electronic Data Sys            Common           28566110      1517    37700 SH       DEFINED        1           0    37700        0
Electronics Boutique           Common           28604510      5543   339000 SH       SOLE                  339000        0        0
Electronics Boutique           Common           28604510       917    56000 SH       SOLE                       0        0    56000
Electronics Boutique           Common           28604510      2416   147500 SH       DEFINED        1           0   147500        0
Electronics Boutique           Common           28604510       994    60700 SH       DEFINED        1           0    60700        0
Electronics Boutique           Common           28604510      2988   182500 SH       DEFINED        2           0        0   182500
Electronics Imaging            Common           28608210      3160   124800 SH       SOLE                  124800        0        0
Electronics Imaging            Common           28608210      1929    76200 SH       SOLE                       0        0    76200
Electronics Imaging            Common           28608210      2691   106300 SH       DEFINED        1           0   106300        0
Embratel Part ADR              Common           29081N10      5434   230000 SH       SOLE                  230000        0        0
Embratel Part ADR              Common           29081N10       945    40000 SH       SOLE                       0        0    40000
Embratel Part ADR              Common           29081N10      2700   114300 SH       DEFINED        1           0   114300        0
Emcore Corp                    Common           29084610     82417   686800 SH       SOLE                  686800        0        0
Emcore Corp                    Common           29084610      6276    52300 SH       SOLE                       0        0    52300
Emcore Corp                    Common           29084610      9108    75900 SH       DEFINED        1           0    75900        0
Emcore Corp                    Common           29084610      1152     9600 SH       DEFINED        1           0     9600        0
Emcore Corp                    Common           29084610      3468    28900 SH       DEFINED        2           0        0    28900
Emergent Information           Common           29093110       718   337100 SH       SOLE                  337100        0        0
Emerson Electric Co            Common           29101110     50434   835320 SH       SOLE                  835320        0        0
Emerson Electric Co            Common           29101110    283535  4696200 SH       SOLE                       0        0  4696200
Emerson Electric Co            Common           29101110     21296   352720 SH       DEFINED        1           0   352720        0
Emerson Electric Co            Common           29101110      7480   123900 SH       DEFINED        1           0   123900        0
Emerson Electric Co            Common           29101110      4540    75200 SH       DEFINED        1           0        0    75200
ENDESA-Chile ADR               Common           29244T10      2235   202000 SH       DEFINED        1           0   202000        0
Emulex Corp                    Common           29247520     22577   343700 SH       SOLE                  343700        0        0
Enbridge Inc                   Common           29250N10        44     2200 SH       SOLE                    2200        0        0
Endesa SA ADR                  Common           29258N10     35834  1839673 SH       SOLE                 1839673        0        0
Endesa SA ADR                  Common           29258N10     20879  1070700 SH       SOLE                       0        0  1070700
Endesa SA ADR                  Common           29258N10     10341   530300 SH       DEFINED        1           0   530300        0
Endesa SA ADR                  Common           29258N10       209    10700 SH       DEFINED        1           0    10700        0
Endesa SA ADR                  Common           29258N10      2693   138100 SH       DEFINED        1           0        0   138100
Endosonics Corp                Common           29264K10      3611   641900 SH       SOLE                  641900        0        0
Endosonics Corp                Common           29264K10       386    68700 SH       SOLE                       0        0    68700
Endosonics Corp                Common           29264K10        48     8600 SH       DEFINED        1           0     8600        0
Energy East Corp               Common           29266M10       217    11400 SH       SOLE                   11400        0        0
Energy East Corp               Common           29266M10      1906   100000 SH       SOLE                       0        0   100000
Energy East Corp               Common           29266M10      3191   167400 SH       DEFINED        1           0   167400        0
Energizer Holdings             Common           29266R10        60     3300 SH       SOLE                    3300        0        0
Energizer Holdings             Common           29266R10       993    54400 SH       DEFINED        1           0    54400        0
Enersis ADR                    Common           29274F10        30     1500 SH       DEFINED        1           0     1500        0
Engelhard Corp                 Common           29284510     61658  3613265 SH       SOLE                 3613265        0        0
Engelhard Corp                 Common           29284510    203725 11939560 SH       SOLE                       0        0 11939560
Engelhard Corp                 Common           29284510     13557   794510 SH       DEFINED        1           0   794510        0
Engelhard Corp                 Common           29284510      2559   150000 SH       DEFINED        2           0        0   150000
Engle Homes Inc                Common           29289610       384    40000 SH       SOLE                   40000        0        0
Engle Homes Inc                Common           29289610       844    88300 SH       SOLE                       0        0    88300
Engle Homes Inc                Common           29289610      2008   210000 SH       DEFINED        1           0   210000        0
Engle Homes Inc                Common           29289610       717    75000 SH       DEFINED        1           0    75000        0
Enron Corp                     Common           29356110     73625  1143652 SH       SOLE                 1143652        0        0
Enron Corp                     Common           29356110     46332   718414 SH       SOLE                       0        0   718414
Enron Corp                     Common           29356110     33272   515820 SH       DEFINED        1           0   515820        0
Enron Corp                     Common           29356110       722    11200 SH       DEFINED        1           0    11200        0
Enron Corp                     Common           29356110      8946   138700 SH       DEFINED        1           0        0   138700
Enron Corp                     Common           29356110      7505   116360 SH       DEFINED        2           0        0   116360
Enron Corp                     Common           29356110       506     7900 SH       DEFINED        3           0     7900        0
Enron Corp                     Common           29356110       644     9980 SH       DEFINED        3           0        0     9980
Enron Corp Ser 2               Cv Pfd           29356160       194      110 PRN      SOLE                     110        0        0
Entergy Corp                   Common           29364G10      2039    75000 SH       SOLE                   75000        0        0
Entergy Corp                   Common           29364G10      8156   300000 SH       SOLE                       0        0   300000
Entergy Corp                   Common           29364G10     13956   513300 SH       DEFINED        1           0   513300        0
Equinox Systems Inc            Common           29443610      1214   202300 SH       SOLE                  202300        0        0
Equinox Systems Inc            Common           29443610      1350   225000 SH       DEFINED        1           0   225000        0
Equitable Res Inc              Common           29454910     21280   441100 SH       SOLE                  441100        0        0
Equitable Res Inc              Common           29454910    101798  2109800 SH       SOLE                       0        0  2109800
Equitable Res Inc              Common           29454910      7261   150500 SH       DEFINED        1           0   150500        0
Equity Office REIT             Common           29474110     42912  1556821 SH       SOLE                 1556821        0        0
Equity Office REIT             Common           29474110    114775  4164100 SH       SOLE                       0        0  4164100
Equity Office REIT             Common           29474110      7403   268579 SH       DEFINED        1           0   268579        0
Equity Office REIT             Common           29474110      4931   178900 SH       DEFINED        1           0   178900        0
Equity Office REIT             Common           29474110      2966   107600 SH       DEFINED        1           0        0   107600
Equity Res Ppty REIT           Common           29476L10       409     8889 SH       SOLE                    8889        0        0
Equity Res Ppty REIT           Common           29476L10       948    20600 SH       SOLE                       0        0    20600
Esenjay Exploration            Common           29642610       797   250000 SH       SOLE                       0        0   250000
Esenjay Exploration            Common           29642610      1992   625000 SH       DEFINED        1           0   625000        0
Esenjay Exploration            Common           29642610       829   260000 SH       DEFINED        1           0   260000        0
Ethyl Corp                     Common           29765910       250   100000 SH       SOLE                  100000        0        0
Evergreen Resources            Common           29990030      6393   216500 SH       SOLE                  216500        0        0
Evergreen Resources            Common           29990030      2385    80500 SH       SOLE                       0        0    80500
Evergreen Resources            Common           29990030      1659    56000 SH       DEFINED        1           0    56000        0
EverTrust Finl Group           Common           30041210      3916   384500 SH       SOLE                  384500        0        0
EverTrust Finl Group           Common           30041210      2089   205000 SH       DEFINED        1           0   205000        0
EverTrust Finl Group           Common           30041210       830    81500 SH       DEFINED        1           0    81500        0
Excel Technology Inc           Common           30067T10      2950    58600 SH       SOLE                   58600        0        0
Excel Technology Inc           Common           30067T10      1389    27600 SH       SOLE                       0        0    27600
Excel Technology Inc           Common           30067T10      3446    68500 SH       DEFINED        1           0    68500        0
Excel Technology Inc           Common           30067T10      1519    30200 SH       DEFINED        1           0    30200        0
Excel Technology Inc           Common           30067T10      4604    91500 SH       DEFINED        2           0        0    91500
Excelon Corporation            Common           30069110      9526  1200000 SH       SOLE                 1200000        0        0
Exelixis Inc                   Common           30161Q10      2067    61900 SH       SOLE                   61900        0        0
Exelixis Inc                   Common           30161Q10      2076    62200 SH       DEFINED        1           0    62200        0
Exide Corp                     Common           30205110      4081   510000 SH       SOLE                  510000        0        0
Exide Corp                     Common           30205110       800   100000 SH       SOLE                       0        0   100000
Exide Corp                     Common           30205110      2400   300000 SH       DEFINED        2           0        0   300000
Exodus Communctns              Common           30208810     27431   599000 SH       SOLE                  599000        0        0
Exodus Communctns              Common           30208810      6517   142100 SH       SOLE                       0        0   142100
Exodus Communctns              Common           30208810     10770   233800 SH       DEFINED        1           0   233800        0
Exodus Communctns              Common           30208810        92     2000 SH       DEFINED        2           0     2000        0
Exodus Communctns              Common           30208810      1278    27800 SH       DEFINED        2           0        0    27800
Express Scripts Cl A           Common           30218210     20681   332900 SH       SOLE                  332900        0        0
Express Scripts Cl A           Common           30218210     62125  1000000 SH       SOLE                       0        0  1000000
Express Scripts Cl A           Common           30218210      1957    31500 SH       DEFINED        1           0    31500        0
Extreme Networks               Common           30226D10       317     3000 SH       SOLE                    3000        0        0
Ezenia! Inc                    Common           30231110      3060   690700 SH       SOLE                  690700        0        0
Ezenia! Inc                    Common           30231110       555   125000 SH       DEFINED        1           0   125000        0
Ezenia! Inc                    Common           30231110      2397   540000 SH       DEFINED        2           0        0   540000
Exxon Mobil Corp               Common           30231G10   1194701 15224795 SH       SOLE                15224795        0        0
Exxon Mobil Corp               Common           30231G10    493748  6292181 SH       SOLE                       0        0  6292181
Exxon Mobil Corp               Common           30231G10    199019  2535269 SH       DEFINED        1           0  2535269        0
Exxon Mobil Corp               Common           30231G10      9679   125388 SH       DEFINED        1           0   125388        0
Exxon Mobil Corp               Common           30231G10     27130   345600 SH       DEFINED        1           0        0   345600
Exxon Mobil Corp               Common           30231G10       604     7700 SH       DEFINED        2           0     7700        0
Exxon Mobil Corp               Common           30231G10     38261   487600 SH       DEFINED        2           0        0   487600
Exxon Mobil Corp               Common           30231G10      2387    30600 SH       DEFINED        3           0    30600        0
Exxon Mobil Corp               Common           30231G10      2850    36300 SH       DEFINED        3           0        0    36300
FFY Financial Corp             Common           30242U10       226    20500 SH       SOLE                   20500        0        0
FLIR Systems Inc               Common           30244510      1820   280000 SH       SOLE                  280000        0        0
FLIR Systems Inc               Common           30244510       390    60000 SH       DEFINED        1           0    60000        0
FMC Corp                       Common           30249130         8      130 SH       SOLE                       0        0      130
FNB Finl Services Co           Common           30252610       342    26300 SH       SOLE                       0        0    26300
FPL Group Inc                  Common           30257110     17123   346300 SH       SOLE                  346300        0        0
FPL Group Inc                  Common           30257110     96674  1953000 SH       SOLE                       0        0  1953000
FPL Group Inc                  Common           30257110      6785   137060 SH       DEFINED        1           0   137060        0
FVNB Corp                      Common           30267410       826    24400 SH       SOLE                   24400        0        0
FVNB Corp                      Common           30267410       692    20500 SH       SOLE                       0        0    20500
FVNB Corp                      Common           30267410       955    28300 SH       DEFINED        1           0    28300        0
Factset Research Sys           Common           30307510      2319    82200 SH       SOLE                   82200        0        0
Factset Research Sys           Common           30307510       470    16600 SH       SOLE                       0        0    16600
Factset Research Sys           Common           30307510       172     6100 SH       DEFINED        1           0     6100        0
Falcon Products Inc            Common           30607510      1047   110000 SH       SOLE                  110000        0        0
Falcon Products Inc            Common           30607510       713    75000 SH       SOLE                       0        0    75000
Falcon Products Inc            Common           30607510       582    61300 SH       DEFINED        1           0    61300        0
Falcon Products Inc            Common           30607510      2434   256200 SH       DEFINED        2           0        0   256200
Family Dollar Stores           Common           30700010     70828  3622000 SH       SOLE                 3622000        0        0
Family Dollar Stores           Common           30700010      4672   238800 SH       SOLE                       0        0   238800
Family Dollar Stores           Common           30700010     18627   952200 SH       DEFINED        1           0   952200        0
Farm Family Holdings           Common           30790110       898    29000 SH       SOLE                   29000        0        0
Farm Family Holdings           Common           30790110       402    13000 SH       DEFINED        1           0    13000        0
Farm Family Holdings           Common           30790110      1856    60000 SH       DEFINED        2           0        0    60000
Faro Technologies              Common           31164210      1470   470000 SH       SOLE                  470000        0        0
Faro Technologies              Common           31164210      1563   500000 SH       DEFINED        2           0        0   500000
Freddie Mac                    Common           31340030       585    14400 SH       SOLE                   14400        0        0
Freddie Mac                    Common           31340030      4392   108450 SH       DEFINED        1           0   108450        0
Federal-Mogul Corp             Common           31354910        24     2500 SH       SOLE                    2500        0        0
Fannie Mae                     Common           31358610     93793  1799000 SH       SOLE                 1799000        0        0
Fannie Mae                     Common           31358610     22284   427075 SH       SOLE                       0        0   427075
Fannie Mae                     Common           31358610     59656  1143050 SH       DEFINED        1           0  1143050        0
Fannie Mae                     Common           31358610      4989    95600 SH       DEFINED        1           0    95600        0
Fannie Mae                     Common           31358610      7510   143900 SH       DEFINED        1           0        0   143900
Fannie Mae                     Common           31358610      9681   185500 SH       DEFINED        2           0        0   185500
Fannie Mae                     Common           31358610       659    12700 SH       DEFINED        3           0    12700        0
Fannie Mae                     Common           31358610       856    16400 SH       DEFINED        3           0        0    16400
Federal Rlty REIT              Common           31374720      2920   146000 SH       SOLE                  146000        0        0
Federal Rlty REIT              Common           31374720      1984    99200 SH       DEFINED        1           0    99200        0
FedEx Corp                     Common           31428X10     11457   301500 SH       SOLE                  301500        0        0
FedEx Corp                     Common           31428X10       118     3100 SH       DEFINED        1           0     3100        0
Felcor Lodging REIT            Common           31430F10     11655   630000 SH       SOLE                       0        0   630000
Fidelity Fed Bancorp           Common           31592110       507   202900 SH       SOLE                       0        0   202900
Financial Fed Corp             Common           31749210       139     8000 SH       SOLE                       0        0     8000
Financial Institutns           Common           31758540       504    36000 SH       SOLE                   36000        0        0
Financial Institutns           Common           31758540       309    22000 SH       SOLE                       0        0    22000
Finova Fin A TOPrS             Cv Pfd           31808E20       120     5000 PRN      SOLE                    5000        0        0
First Citizens Cl A            Common           31946M10      3902    65550 SH       SOLE                   65550        0        0
First Citizens Cl A            Common           31946M10      3096    52100 SH       SOLE                       0        0    52100
First Citizens Cl A            Common           31946M10      6897   115900 SH       DEFINED        1           0   115900        0
First Comnty Bancorp           Common           31983B10        86     6400 SH       SOLE                    6400        0        0
First Data Corp                Common           31996310    296817  5984119 SH       SOLE                 5984119        0        0
First Data Corp                Common           31996310    107132  2159686 SH       SOLE                       0        0  2159686
First Data Corp                Common           31996310     68910  1388606 SH       DEFINED        1           0  1388606        0
First Data Corp                Common           31996310       481     9700 SH       DEFINED        1           0     9700        0
First Data Corp                Common           31996310      5925   119400 SH       DEFINED        1           0        0   119400
First Data Corp                Common           31996310       139     2800 SH       DEFINED        2           0     2800        0
First Data Corp                Common           31996310     10631   214344 SH       DEFINED        2           0        0   214344
First Data Corp                Common           31996310       562    11400 SH       DEFINED        3           0    11400        0
First Data Corp                Common           31996310       908    18300 SH       DEFINED        3           0        0    18300
First Essex Bancorp            Common           32010310      1992   125000 SH       SOLE                  125000        0        0
First Essex Bancorp            Common           32010310       701    44000 SH       SOLE                       0        0    44000
First Essex Bancorp            Common           32010310       733    46000 SH       DEFINED        1           0    46000        0
First Fed Bncshs AK            Common           32020F10      1107    75000 SH       SOLE                   75000        0        0
First Fed Bncshs AK            Common           32020F10       576    39000 SH       DEFINED        1           0    39000        0
First Fed Bncshs AK            Common           32020F10      1696   115000 SH       DEFINED        2           0        0   115000
First Finl Corp RI             Common           32022110       446    43500 SH       SOLE                       0        0    43500
First Horizon Pharma           Common           32051K10      1179   120800 SH       SOLE                  120800        0        0
First Horizon Pharma           Common           32051K10       104    10700 SH       SOLE                       0        0    10700
First Horizon Pharma           Common           32051K10        10     1000 SH       DEFINED        1           0     1000        0
First Indiana Corp             Common           32054R10      2338   117600 SH       SOLE                  117600        0        0
First Place Finl OH            Common           33610T10      1480   137800 SH       SOLE                  137800        0        0
First Republic Bank            Common           33615810      3848   193000 SH       SOLE                  193000        0        0
First Republic Bank            Common           33615810      1090    55000 SH       SOLE                       0        0    55000
First Republic Bank            Common           33615810       758    38017 SH       DEFINED        1           0    38017        0
First Republic Bank            Common           33615810      2991   150000 SH       DEFINED        2           0        0   150000
First Union Corp               Common           33735810       124     5000 SH       SOLE                    5000        0        0
First Union Corp               Common           33735810     10516   423800 SH       SOLE                       0        0   423800
First Union Corp               Common           33735810     10315   415730 SH       DEFINED        1           0   415730        0
First WA Bancorp Inc           Common           33748T10      2259   162100 SH       DEFINED        1           0   162100        0
First WA Bancorp Inc           Common           33748T10      2927   210000 SH       DEFINED        2           0        0   210000
FirstFed Bancorp Inc           Common           33761Q10      1512   252000 SH       SOLE                       0        0   252000
Fiserv Inc                     Common           33773810     13112   303600 SH       SOLE                  303600        0        0
Fiserv Inc                     Common           33773810      2685    62100 SH       SOLE                       0        0    62100
Fiserv Inc                     Common           33773810      2384    55100 SH       DEFINED        1           0    55100        0
FirstFed Finl CorpDE           Common           33790710      2853   202000 SH       SOLE                  202000        0        0
FirstFed Finl CorpDE           Common           33790710      6471   460300 SH       SOLE                       0        0   460300
FirstFed Am Bcp Inc            Common           33792910      4407   381300 SH       SOLE                       0        0   381300
FleetBoston Finl Crp           Common           33903010    226114  6653240 SH       SOLE                 6653240        0        0
FleetBoston Finl Crp           Common           33903010     32648   960800 SH       SOLE                       0        0   960800
FleetBoston Finl Crp           Common           33903010     19643   577752 SH       DEFINED        1           0   577752        0
FleetBoston Finl Crp           Common           33903010      1758    53100 SH       DEFINED        1           0    53100        0
FleetBoston Finl Crp           Common           33903010      2159    63500 SH       DEFINED        2           0        0    63500
Flow International             Common           34346810      2440   244000 SH       SOLE                  244000        0        0
Flow International             Common           34346810      1550   155000 SH       DEFINED        1           0   155000        0
Flow International             Common           34346810       500    50000 SH       DEFINED        1           0    50000        0
Flowers Inds                   Common           34349610     23893  1198397 SH       SOLE                       0        0  1198397
Flowers Inds                   Common           34349610        50     2500 SH       DEFINED        1           0     2500        0
Fluor Corp                     Common           34386110      5464   174500 SH       SOLE                  174500        0        0
Fluor Corp                     Common           34386110      2922    92500 SH       SOLE                       0        0    92500
Fluor Corp                     Common           34386110       168     5290 SH       DEFINED        1           0     5290        0
Fluor Corp                     Common           34386110        25      800 SH       DEFINED        1           0      800        0
Fluor Corp                     Common           34386110       541    17100 SH       DEFINED        1           0        0    17100
Fluor Corp                     Common           34386110      1423    45000 SH       DEFINED        2           0        0    45000
Fluor Corp                     Common           34386110        98     3100 SH       DEFINED        3           0        0     3100
Flushing Finl Corp             Common           34387310      2117   138750 SH       SOLE                  138750        0        0
Flushing Finl Corp             Common           34387310       515    33750 SH       SOLE                       0        0    33750
Flushing Finl Corp             Common           34387310       595    39000 SH       DEFINED        1           0    39000        0
Flushing Finl Corp             Common           34387310      1678   110000 SH       DEFINED        2           0        0   110000
FEMSA SA ADR                   Common           34441910      8579   199200 SH       SOLE                  199200        0        0
FEMSA SA ADR                   Common           34441910       974    22600 SH       SOLE                       0        0    22600
FEMSA SA ADR                   Common           34441910      4241    98500 SH       DEFINED        1           0    98500        0
Footstar Inc                   Common           34491210       186     5600 SH       SOLE                    5600        0        0
Footstar Inc                   Common           34491210      1470    44200 SH       DEFINED        1           0    44200        0
Ford Motor Company             Common           34537010     78650  1829319 SH       SOLE                 1829319        0        0
Ford Motor Company             Common           34537010    318781  7414031 SH       SOLE                       0        0  7414031
Ford Motor Company             Common           34537010     38304   890810 SH       DEFINED        1           0   890810        0
Ford Motor Company             Common           34537010      3526    82000 SH       DEFINED        1           0    82000        0
Ford Motor Company             Common           34537010      8106   188500 SH       DEFINED        1           0        0   188500
Ford Motor Company             Common           34537010       159     3700 SH       DEFINED        2           0     3700        0
Ford Motor Company             Common           34537010      3908    91000 SH       DEFINED        2           0        0    91000
Ford Motor Company             Common           34537010       487    11400 SH       DEFINED        3           0    11400        0
Ford Motor Company             Common           34537010       357     8300 SH       DEFINED        3           0        0     8300
Forest Labs Inc                Common           34583810     70761   700761 SH       SOLE                  700761        0        0
Forest Labs Inc                Common           34583810     81788   810100 SH       SOLE                       0        0   810100
Forest Labs Inc                Common           34583810      5036    49850 SH       DEFINED        1           0    49850        0
Forest Labs Inc                Common           34583810       232     2300 SH       DEFINED        2           0     2300        0
Forest Labs Inc                Common           34583810       156     1600 SH       DEFINED        2           0        0     1600
Foundation Hlth A              Common           35040410     20668  1589600 SH       SOLE                 1589600        0        0
Foundation Hlth A              Common           35040410    104375  8028860 SH       SOLE                       0        0  8028860
Foundation Hlth A              Common           35040410      1777   136700 SH       DEFINED        1           0   136700        0
Fox Entmnt Group A             Common           35138T10     11900   391500 SH       SOLE                  391500        0        0
Fox Entmnt Group A             Common           35138T10      2287    75300 SH       SOLE                       0        0    75300
Fox Entmnt Group A             Common           35138T10      1647    54200 SH       DEFINED        1           0    54200        0
Franklin Elec                  Common           35351410       996    14700 SH       SOLE                   14700        0        0
Franklin Elec                  Common           35351410         7      100 SH       DEFINED        1           0      100        0
Franklin Resources             Common           35461310    210685  6936100 SH       SOLE                 6936100        0        0
Franklin Resources             Common           35461310       207     6800 SH       SOLE                       0        0     6800
Freeport-McMor Cop A           Common           35671D10     27332  3002960 SH       SOLE                 3002960        0        0
Freeport-McMor Cop A           Common           35671D10      1335   147700 SH       SOLE                       0        0   147700
Freeport-McMor Cop A           Common           35671D10      4009   439160 SH       DEFINED        1           0   439160        0
Freeport-McMor Cop A           Common           35671D10        73     8000 SH       DEFINED        2           0     8000        0
Freeport-McMor Cop A           Common           35671D10      1509   165400 SH       DEFINED        2           0        0   165400
Freeport-McMor Cop A           Common           35671D10       141    15500 SH       DEFINED        3           0        0    15500
Freeport-McMoran ClB           Common           35671D85     75719  8190400 SH       SOLE                 8190400        0        0
Freeport-McMoran ClB           Common           35671D85      6704   724900 SH       SOLE                       0        0   724900
Freeport-McMoran ClB           Common           35671D85      6782   732900 SH       DEFINED        1           0   732900        0
Freeport-McMoran ClB           Common           35671D85      2143   231700 SH       DEFINED        2           0        0   231700
Freeport-McMoran ClB           Common           35671D85       320    34800 SH       DEFINED        3           0    34800        0
Freeport-McMoran ClB           Common           35671D85       206    22300 SH       DEFINED        3           0        0    22300
Friede Goldman Hlter           Common           35843010     30507  3414000 SH       SOLE                 3414000        0        0
Friede Goldman Hlter           Common           35843010      2503   280000 SH       DEFINED        1           0   280000        0
Furniture Brnds Intl           Common           36092110     11219   741800 SH       SOLE                       0        0   741800
Furniture Brnds Intl           Common           36092110      1207    79800 SH       DEFINED        1           0    79800        0
G & K Services Inc A           Common           36126810     19627   784300 SH       SOLE                  784300        0        0
G & K Services Inc A           Common           36126810      3912   156100 SH       SOLE                       0        0   156100
G & K Services Inc A           Common           36126810      3656   145900 SH       DEFINED        1           0   145900        0
GA Financial Inc               Common           36143710      3659   308000 SH       SOLE                  308000        0        0
GST Telecomm Inc               Common           36194210         2     3000 SH       SOLE                    3000        0        0
GPU Inc                        Common           36225X10     37003  1367300 SH       SOLE                       0        0  1367300
GSI Lumonics Inc               Common           36229U10     27462   781800 SH       SOLE                  781800        0        0
GSI Lumonics Inc               Common           36229U10       496    14100 SH       DEFINED        1           0    14100        0
GTE Corp                       Common           36232010      4457    71600 SH       SOLE                   71600        0        0
GTE Corp                       Common           36232010     20953   336600 SH       SOLE                       0        0   336600
GTE Corp                       Common           36232010     30733   493700 SH       DEFINED        1           0   493700        0
Gainsco Inc                    Common           36312710      1039   207700 SH       SOLE                  207700        0        0
Gainsco Inc                    Common           36312710       125    25000 SH       DEFINED        1           0    25000        0
Gainsco Inc                    Common           36312710      1750   350000 SH       DEFINED        2           0        0   350000
Galileo Intl Inc               Common           36354710      6465   309700 SH       DEFINED        1           0   309700        0
Gannett Co                     Common           36473010    516771  8642346 SH       SOLE                 8642346        0        0
Gannett Co                     Common           36473010    114207  1910264 SH       SOLE                       0        0  1910264
Gannett Co                     Common           36473010     42125   704290 SH       DEFINED        1           0   704290        0
Gannett Co                     Common           36473010      3666    62800 SH       DEFINED        1           0    62800        0
Gannett Co                     Common           36473010      3283    54892 SH       DEFINED        1           0        0    54892
Gannett Co                     Common           36473010      3822    63900 SH       DEFINED        2           0        0    63900
Gap Inc                        Common           36476010        16      500 SH       SOLE                       0        0      500
Gap Inc                        Common           36476010      6872   219900 SH       DEFINED        1           0   219900        0
Gardner Denver Inc             Common           36555810      4059   227000 SH       SOLE                  227000        0        0
Gardner Denver Inc             Common           36555810       822    46000 SH       SOLE                       0        0    46000
Gardner Denver Inc             Common           36555810      2056   115000 SH       DEFINED        1           0   115000        0
Gardner Denver Inc             Common           36555810       751    42000 SH       DEFINED        1           0    42000        0
Gardner Denver Inc             Common           36555810      2878   161000 SH       DEFINED        2           0        0   161000
Gartner Group Inc A            Common           36665110     27323  2277000 SH       SOLE                 2277000        0        0
Gartner Group Inc A            Common           36665110     28278  2356500 SH       SOLE                       0        0  2356500
Gartner Group Inc A            Common           36665110      3077   256400 SH       DEFINED        1           0   256400        0
Gartner Group Inc B            Common           36665120       469    47500 SH       SOLE                   47500        0        0
Gartner Group Inc B            Common           36665120      3682   372900 SH       DEFINED        1           0   372900        0
Gaylord Container A            Common           36814510        26    10000 SH       SOLE                   10000        0        0
Geltex Pharm                   Common           36853810      8629   422200 SH       SOLE                  422200        0        0
Geltex Pharm                   Common           36853810      9007   440700 SH       SOLE                       0        0   440700
Geltex Pharm                   Common           36853810     19647   961300 SH       DEFINED        1           0   961300        0
Geltex Pharm                   Common           36853810       593    29000 SH       DEFINED        2           0        0    29000
Gene Logic Inc                 Common           36868910     25954   727200 SH       SOLE                  727200        0        0
Gene Logic Inc                 Common           36868910     14775   414000 SH       SOLE                       0        0   414000
Gene Logic Inc                 Common           36868910     14518   406800 SH       DEFINED        1           0   406800        0
Gene Logic Inc                 Common           36868910       171     4800 SH       DEFINED        2           0        0     4800
General Cable Corp             Common           36930010     17914  2204800 SH       SOLE                 2204800        0        0
General Cable Corp             Common           36930010        33     4000 SH       DEFINED        1           0     4000        0
General Datacomm               Common           36948710      1716   283000 SH       DEFINED        1           0   283000        0
General Datacomm               Common           36948710      2001   330000 SH       DEFINED        2           0        0   330000
General Dynamics               Common           36955010      2283    43700 SH       SOLE                   43700        0        0
General Electric Co            Common           36960410   1135998 21445929 SH       SOLE                21445929        0        0
General Electric Co            Common           36960410    354468  6692595 SH       SOLE                       0        0  6692595
General Electric Co            Common           36960410    288383  5441170 SH       DEFINED        1           0  5441170        0
General Electric Co            Common           36960410      8227   158700 SH       DEFINED        1           0   158700        0
General Electric Co            Common           36960410       604    11400 SH       DEFINED        2           0    11400        0
General Electric Co            Common           36960410     31055   586240 SH       DEFINED        2           0        0   586240
General Electric Co            Common           36960410      1322    25100 SH       DEFINED        3           0    25100        0
General Electric Co            Common           36960410      1741    32850 SH       DEFINED        3           0        0    32850
General Growth REIT            Common           37002110      3856   121400 SH       SOLE                  121400        0        0
General Growth REIT            Common           37002110     28673   903100 SH       SOLE                       0        0   903100
General Growth REIT            Common           37002110      1251    39400 SH       DEFINED        1           0    39400        0
General Mills Inc              Common           37033410      1071    28000 SH       SOLE                   28000        0        0
General Motors Corp            Common           37044210      4029    69388 SH       SOLE                   69388        0        0
General Motors Corp            Common           37044210    119429  2056903 SH       SOLE                       0        0  2056903
General Motors Corp            Common           37044210      6722   115768 SH       DEFINED        1           0   115768        0
General Motors Corp            Common           37044210       154     2652 SH       DEFINED        1           0     2652        0
General Motors Corp            Common           37044210      1978    34070 SH       DEFINED        1           0        0    34070
General Motors Corp            Common           37044210        50      900 SH       DEFINED        2           0        0      900
General Motors H               Common           37044283    184080  2099082 SH       SOLE                 2099082        0        0
General Motors H               Common           37044283    138818  1582365 SH       SOLE                       0        0  1582365
General Motors H               Common           37044283     23028   262425 SH       DEFINED        1           0   262425        0
General Motors H               Common           37044283      2444    28464 SH       DEFINED        1           0    28464        0
General Motors H               Common           37044283      4893    55759 SH       DEFINED        1           0        0    55759
General Motors H               Common           37044283      2518    28700 SH       DEFINED        2           0        0    28700
General Semiconduct            Common           37078710     51162  3468600 SH       SOLE                       0        0  3468600
General Semiconduct            Common           37078710       100     6800 SH       DEFINED        1           0     6800        0
Genesco Inc                    Common           37153210       696    43300 SH       SOLE                   43300        0        0
Genesco Inc                    Common           37153210       483    30100 SH       SOLE                       0        0    30100
Genesco Inc                    Common           37153210       669    41600 SH       DEFINED        1           0    41600        0
Gentex Corp                    Common           37190110      2973   118300 SH       SOLE                  118300        0        0
Gentex Corp                    Common           37190110      2007    79900 SH       SOLE                       0        0    79900
Gentex Corp                    Common           37190110      2926   116450 SH       DEFINED        1           0   116450        0
GenRad                         Common           37244710       332    36900 SH       SOLE                   36900        0        0
GenRad                         Common           37244710       606    67300 SH       DEFINED        1           0    67300        0
Genset SP ADR                  Common           37244T10      8571   370600 SH       SOLE                  370600        0        0
Genset SP ADR                  Common           37244T10       356    15400 SH       SOLE                       0        0    15400
Genset SP ADR                  Common           37244T10      2555   110500 SH       DEFINED        1           0   110500        0
Genset SP ADR                  Common           37244T10       106     4600 SH       DEFINED        2           0        0     4600
Genuine Parts                  Common           37246010     14358   717900 SH       SOLE                  717900        0        0
Genuine Parts                  Common           37246010     21128  1056400 SH       SOLE                       0        0  1056400
Genzyme Corp General           Common           37291710    323204  5439011 SH       SOLE                 5439011        0        0
Genzyme Corp General           Common           37291710    263811  4439220 SH       SOLE                       0        0  4439220
Genzyme Corp General           Common           37291710     75411  1268700 SH       DEFINED        1           0  1268700        0
Genzyme Corp General           Common           37291710      1256    21140 SH       DEFINED        1           0    21140        0
Genzyme Corp General           Common           37291710       273     4600 SH       DEFINED        2           0     4600        0
Genzyme Corp General           Common           37291710     19921   335270 SH       DEFINED        2           0        0   335270
Genzyme Corp General           Common           37291710      1293    21900 SH       DEFINED        3           0    21900        0
Genzyme Corp General           Common           37291710      1809    30430 SH       DEFINED        3           0        0    30430
Genzyme Tissue Rep             Common           37291740       167    31800 SH       SOLE                   31800        0        0
Genzyme Tissue Rep             Common           37291740       302    57450 SH       SOLE                       0        0    57450
Genzyme Tissue Rep             Common           37291740      1178   224285 SH       DEFINED        1           0   224285        0
Genzyme Tissue Rep             Common           37291740        75    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     18274  1839404 SH       SOLE                 1839404        0        0
Genzyme Surgical Prd           Common           37291760      1692   170300 SH       SOLE                       0        0   170300
Genzyme Surgical Prd           Common           37291760       778    78318 SH       DEFINED        1           0    78318        0
Georgia-Pacific Gp             Common           37329810     18542   706400 SH       SOLE                  706400        0        0
Georgia-Pacific Gp             Common           37329810      4644   176900 SH       SOLE                       0        0   176900
Georgia-Pacific Gp             Common           37329810      2630   100200 SH       DEFINED        1           0   100200        0
Georgia-Pac Timber             Common           37329870     12264   567200 SH       SOLE                  567200        0        0
Georgia-Pac Timber             Common           37329870     54780  2533200 SH       SOLE                       0        0  2533200
Georgia-Pac Timber             Common           37329870       597    27600 SH       DEFINED        1           0    27600        0
Gerber Scientific              Common           37373010      4607   400400 SH       SOLE                  400400        0        0
Gerber Scientific              Common           37373010      3034   263800 SH       SOLE                       0        0   263800
Gerber Scientific              Common           37373010      5099   443400 SH       DEFINED        1           0   443400        0
Gilead Sciences Inc            Common           37555810    148212  2083779 SH       SOLE                 2083779        0        0
Gilead Sciences Inc            Common           37555810    201201  2828821 SH       SOLE                       0        0  2828821
Gilead Sciences Inc            Common           37555810     46150   648868 SH       DEFINED        1           0   648868        0
Gilead Sciences Inc            Common           37555810       235     3300 SH       DEFINED        1           0     3300        0
Gilead Sciences Inc            Common           37555810      3151    44300 SH       DEFINED        1           0        0    44300
Gilead Sciences Inc            Common           37555810       606     8514 SH       DEFINED        2           0        0     8514
Gillette Co                    Common           37576610    203743  5834900 SH       SOLE                 5834900        0        0
Gillette Co                    Common           37576610    225320  6450030 SH       SOLE                       0        0  6450030
Gillette Co                    Common           37576610     11767   336800 SH       DEFINED        1           0   336800        0
Gillette Co                    Common           37576610      2057    60400 SH       DEFINED        1           0    60400        0
Gillette Co                    Common           37576610      4217   120700 SH       DEFINED        2           0        0   120700
Gillette Co                    Common           37576610       271     7800 SH       DEFINED        3           0     7800        0
Gillette Co                    Common           37576610       398    11400 SH       DEFINED        3           0        0    11400
Glaxo Wellcome ADR             Common           37733W10     86720  1500000 SH       SOLE                       0        0  1500000
Global Industries              Common           37933610     10004   530000 SH       SOLE                       0        0   530000
Global Industries              Common           37933610      1004    53200 SH       DEFINED        1           0    53200        0
Global Imaging Sys             Common           37934A10      1132   107800 SH       DEFINED        1           0   107800        0
Global Marine Inc              Common           37935240     18122   642900 SH       SOLE                  642900        0        0
Golden State Bancorp                            38119713         0        1 PRN      SOLE                       0        0        1
Golden West Finl               Common           38131710    294682  7220300 SH       SOLE                       0        0  7220300
Golden West Finl               Common           38131710        61     1500 SH       DEFINED        1           0     1500        0
Golden West Finl               Common           38131710      1224    30000 SH       DEFINED        2           0        0    30000
Goldman Sachs Group            Common           38141G10    158418  1671202 SH       SOLE                 1671202        0        0
Goldman Sachs Group            Common           38141G10     80162   845400 SH       SOLE                       0        0   845400
Goldman Sachs Group            Common           38141G10     24185   254910 SH       DEFINED        1           0   254910        0
Goldman Sachs Group            Common           38141G10      2746    29600 SH       DEFINED        1           0    29600        0
Goldman Sachs Group            Common           38141G10      5664    59700 SH       DEFINED        1           0        0    59700
Goldman Sachs Group            Common           38141G10       171     1800 SH       DEFINED        2           0     1800        0
Goldman Sachs Group            Common           38141G10     11476   121000 SH       DEFINED        2           0        0   121000
Goldman Sachs Group            Common           38141G10       528     5600 SH       DEFINED        3           0     5600        0
Goldman Sachs Group            Common           38141G10       664     7000 SH       DEFINED        3           0        0     7000
Grace W R & Co                 Common           38388F10      6439   531071 SH       SOLE                  531071        0        0
Grace W R & Co                 Common           38388F10      2096   172900 SH       SOLE                       0        0   172900
Grace W R & Co                 Common           38388F10      6950   573100 SH       DEFINED        1           0   573100        0
Graco Inc                      Common           38410910        88     2700 SH       SOLE                    2700        0        0
Graco Inc                      Common           38410910        15      450 SH       DEFINED        1           0      450        0
Grainger WW                    Common           38480210     75337  2444760 SH       SOLE                 2444760        0        0
Grainger WW                    Common           38480210      1156    37500 SH       DEFINED        1           0    37500        0
Grainger WW                    Common           38480210      2712    88000 SH       DEFINED        1           0    88000        0
Granite Construction           Common           38732810      4011   163900 SH       SOLE                  163900        0        0
Granite Construction           Common           38732810     10231   417600 SH       SOLE                       0        0   417600
Granite Construction           Common           38732810     10606   432900 SH       DEFINED        1           0   432900        0
Grant Prideco Inc              Common           38821G10     17633   705450 SH       SOLE                  705450        0        0
Grant Prideco Inc              Common           38821G10     19445   777799 SH       SOLE                       0        0   777799
Grant Prideco Inc              Common           38821G10      3261   130400 SH       DEFINED        1           0   130400        0
Great Lakes Chemical           Common           39056810      8234   261350 SH       SOLE                  261350        0        0
Great Lakes Chemical           Common           39056810      2400    76200 SH       SOLE                       0        0    76200
Great Lakes Chemical           Common           39056810      2892    91800 SH       DEFINED        1           0    91800        0
Great Lakes Chemical           Common           39056810       211     6700 SH       DEFINED        1           0     6700        0
Great Lakes Chemical           Common           39056810      2718    86300 SH       DEFINED        1           0        0    86300
Great Lakes REIT Inc           Common           39075210      6515   383200 SH       SOLE                  383200        0        0
Great Lakes REIT Inc           Common           39075210      3659   215200 SH       SOLE                       0        0   215200
Great Lakes REIT Inc           Common           39075210      2994   176100 SH       DEFINED        1           0   176100        0
Grey Wolf Inc                  Common           39788810      3388   677400 SH       SOLE                  677400        0        0
GRIC Communications            Common           39808110       423    24200 SH       SOLE                   24200        0        0
Grove Property REIT            Common           39961310      6641   408600 SH       SOLE                  408600        0        0
Grove Property REIT            Common           39961310      3857   237400 SH       SOLE                       0        0   237400
Grove Property REIT            Common           39961310      2927   180100 SH       DEFINED        1           0   180100        0
Grupo Imsa SA ADR              Common           40048T10      2002   138700 SH       SOLE                  138700        0        0
Grupo Televisa GDS             Common           40049J20      3323    48200 SH       SOLE                   48200        0        0
Grupo Televisa GDS             Common           40049J20        55      800 SH       DEFINED        1           0      800        0
Gucci Group NV NY              Common           40156610     64897   688600 SH       SOLE                  688600        0        0
Gucci Group NV NY              Common           40156610     11675   123500 SH       SOLE                       0        0   123500
Gucci Group NV NY              Common           40156610      7665    80900 SH       DEFINED        1           0    80900        0
Gucci Group NV NY              Common           40156610      2937    31000 SH       DEFINED        2           0        0    31000
Guidant Corp                   Common           40169810    148417  3000268 SH       SOLE                 3000268        0        0
Guidant Corp                   Common           40169810     39981   808220 SH       SOLE                       0        0   808220
Guidant Corp                   Common           40169810      1906    38500 SH       DEFINED        1           0    38500        0
Guidant Corp                   Common           40169810      1951    40400 SH       DEFINED        1           0    40400        0
Guidant Corp                   Common           40169810      2336    47200 SH       DEFINED        2           0        0    47200
Guilford Pharm                 Common           40182910       610    40500 SH       SOLE                   40500        0        0
Guilford Pharm                 Common           40182910       494    32800 SH       SOLE                       0        0    32800
Guilford Pharm                 Common           40182910      2957   196300 SH       DEFINED        1           0   196300        0
Guilford Pharm                 Common           40182910       214    14200 SH       DEFINED        2           0        0    14200
Guitar Center Inc              Common           40204010      5395   514400 SH       SOLE                  514400        0        0
Guitar Center Inc              Common           40204010      1003    95500 SH       SOLE                       0        0    95500
Guitar Center Inc              Common           40204010      2408   229200 SH       DEFINED        1           0   229200        0
Guitar Center Inc              Common           40204010       945    90000 SH       DEFINED        1           0    90000        0
Guitar Center Inc              Common           40204010      3357   319700 SH       DEFINED        2           0        0   319700
Gulf Canada Res Ltd            Common           40218L30     11090  2303920 SH       SOLE                 2303920        0        0
Gulf Indonesia Res             Common           40228410     11467  1433300 SH       SOLE                 1433300        0        0
HCA Healthcare Corp            Common           40411910    121015  3983580 SH       SOLE                 3983580        0        0
HCA Healthcare Corp            Common           40411910    455410 14992920 SH       SOLE                       0        0 14992920
HCA Healthcare Corp            Common           40411910      6933   228230 SH       DEFINED        1           0   228230        0
HCA Healthcare Corp            Common           40411910     10313   339500 SH       DEFINED        1           0   339500        0
HCA Healthcare Corp            Common           40411910      1327    43700 SH       DEFINED        2           0        0    43700
HNC Software                   Common           40425P10       469     7600 SH       SOLE                    7600        0        0
HNC Software                   Common           40425P10      1359    22000 SH       DEFINED        1           0    22000        0
HPSC Inc                       Common           40426410       530    60600 SH       SOLE                   60600        0        0
HSB Group Inc                  Common           40428N10      5936   190700 SH       SOLE                       0        0   190700
HS Resources Inc               Common           40429710      8184   272800 SH       SOLE                  272800        0        0
HS Resources Inc               Common           40429710      4974   165800 SH       DEFINED        1           0   165800        0
Haemonetics Corp MA            Common           40502410     17500   833700 SH       SOLE                  833700        0        0
Haemonetics Corp MA            Common           40502410     44432  2115800 SH       SOLE                       0        0  2115800
Haemonetics Corp MA            Common           40502410      2595   123550 SH       DEFINED        1           0   123550        0
Halliburton Co                 Common           40621610     35026   742800 SH       SOLE                  742800        0        0
Halliburton Co                 Common           40621610    151314  3207000 SH       SOLE                       0        0  3207000
Halliburton Co                 Common           40621610     25061   531100 SH       DEFINED        1           0   531100        0
Halliburton Co                 Common           40621610       566    12000 SH       DEFINED        1           0    12000        0
Halliburton Co                 Common           40621610      4337    91900 SH       DEFINED        2           0        0    91900
Halliburton Co                 Common           40621610       411     8700 SH       DEFINED        3           0        0     8700
Hallmark Capital Crp           Common           40624110       372    40800 SH       SOLE                       0        0    40800
Hallwood Energy Corp           Common           40636X10       471    57600 SH       SOLE                   57600        0        0
Hallwood Energy Corp           Common           40636X10       346    42300 SH       DEFINED        2           0        0    42300
John Hancock Opp Fd            Common           40973510       695   104000 SH       SOLE                  104000        0        0
Handleman Co                   Common           41025210      5071   405500 SH       SOLE                  405500        0        0
Handleman Co                   Common           41025210      1023    81800 SH       SOLE                       0        0    81800
Handleman Co                   Common           41025210       888    71000 SH       DEFINED        1           0    71000        0
Handleman Co                   Common           41025210      3353   268200 SH       DEFINED        2           0        0   268200
Hanover Compressor             Common           41076810     37094   976700 SH       SOLE                  976700        0        0
Hanover Compressor             Common           41076810      2934    77200 SH       SOLE                       0        0    77200
Hanover Compressor             Common           41076810      5977   157300 SH       DEFINED        1           0   157300        0
Harmon Industries              Common           41313610      3809   287400 SH       SOLE                  287400        0        0
Harmon Industries              Common           41313610       730    55100 SH       SOLE                       0        0    55100
Harmon Industries              Common           41313610      1763   133000 SH       DEFINED        1           0   133000        0
Harmon Industries              Common           41313610       694    52400 SH       DEFINED        1           0    52400        0
Harmon Industries              Common           41313610      2659   200700 SH       DEFINED        2           0        0   200700
Harmonic Inc                   Common           41316010       552    22284 SH       SOLE                   22284        0        0
Harmonic Inc                   Common           41316010      1329    53694 SH       DEFINED        1           0    53694        0
Harmony Gld Mng ADR            Common           41321630        14     2500 SH       DEFINED        1           0     2500        0
Harris Corp                    Common           41387510      3285   100700 SH       SOLE                  100700        0        0
Hartford Finl Svcs             Common           41651510     23822   427800 SH       SOLE                  427800        0        0
Hartford Finl Svcs             Common           41651510     47726   853800 SH       SOLE                       0        0   853800
Hartford Finl Svcs             Common           41651510     24898   445100 SH       DEFINED        1           0   445100        0
Hartford Finl Svcs             Common           41651510      2025    37200 SH       DEFINED        1           0    37200        0
Hartford Finl Svcs             Common           41651510      2657    47500 SH       DEFINED        2           0        0    47500
Hawk Corp A                    Common           42008910       440    58000 SH       SOLE                   58000        0        0
Hawk Corp A                    Common           42008910      2557   338000 SH       DEFINED        1           0   338000        0
Hawk Corp A                    Common           42008910       605    80000 SH       DEFINED        1           0    80000        0
Hawk Corp A                    Common           42008910      3176   420000 SH       DEFINED        2           0        0   420000
Hawthorne Finl Corp            Common           42054210       318    41000 SH       SOLE                   41000        0        0
Hawthorne Finl Corp            Common           42054210       135    18000 SH       SOLE                       0        0    18000
Healthcare Services            Common           42190610      2476   550000 SH       SOLE                  550000        0        0
Healthcare Services            Common           42190610      1778   395050 SH       DEFINED        1           0   395050        0
Healthcare Services            Common           42190610       653   145000 SH       DEFINED        1           0   145000        0
Healthsouth Corp               Common           42192410      7074   984000 SH       SOLE                  984000        0        0
Healthsouth Corp               Common           42192410     57978  8066000 SH       SOLE                       0        0  8066000
Healthsouth Corp               Common           42192410       590    82100 SH       DEFINED        1           0    82100        0
Health Mgmt Assoc A            Common           42193310     18832  1441600 SH       SOLE                 1441600        0        0
Healtheon/WebMD Corp           Common           42220910      6221   420000 SH       SOLE                  420000        0        0
Heartland Express              Common           42234710      6453   386600 SH       SOLE                  386600        0        0
Heartland Express              Common           42234710       975    58400 SH       SOLE                       0        0    58400
Heartland Express              Common           42234710      1072    64200 SH       DEFINED        1           0    64200        0
Heartland Express              Common           42234710      3109   186300 SH       DEFINED        2           0        0   186300
Heico Corp A                   Common           42280620       397    33300 SH       SOLE                   33300        0        0
Heinz HJ Co                    Common           42307410    181130  4140100 SH       SOLE                       0        0  4140100
Helix Technology               Common           42331910     29987   768800 SH       SOLE                  768800        0        0
Helix Technology               Common           42331910      3783    97000 SH       SOLE                       0        0    97000
Helix Technology               Common           42331910      8542   219000 SH       DEFINED        1           0   219000        0
Helix Technology               Common           42331910       807    20700 SH       DEFINED        1           0    20700        0
Helix Technology               Common           42331910      2434    62400 SH       DEFINED        2           0        0    62400
Hellenic Telecom ADR           Common           42332530      3111   255300 SH       DEFINED        1           0   255300        0
Heller Financial A             Common           42332810     97508  4756500 SH       SOLE                 4756500        0        0
Heller Financial A             Common           42332810     19767   964200 SH       SOLE                       0        0   964200
Heller Financial A             Common           42332810      1533    74700 SH       DEFINED        1           0    74700        0
Hello Direct Inc               Common           42340210      2475   208400 SH       SOLE                  208400        0        0
Hello Direct Inc               Common           42340210       713    60000 SH       SOLE                       0        0    60000
Hello Direct Inc               Common           42340210      2078   175000 SH       DEFINED        1           0   175000        0
Hello Direct Inc               Common           42340210       712    60000 SH       DEFINED        1           0    60000        0
Helmerich & Payne              Common           42345210     22832   610900 SH       SOLE                  610900        0        0
Helmerich & Payne              Common           42345210      2324    62200 SH       SOLE                       0        0    62200
Helmerich & Payne              Common           42345210     26352   705090 SH       DEFINED        1           0   705090        0
Herbalife Intl Inc A           Common           42690820       305    34900 SH       SOLE                   34900        0        0
Hercules Inc                   Common           42705610     74731  5314000 SH       SOLE                       0        0  5314000
Hewlett-Packard Co             Common           42823610    449957  3607964 SH       SOLE                 3607964        0        0
Hewlett-Packard Co             Common           42823610    349124  2796918 SH       SOLE                       0        0  2796918
Hewlett-Packard Co             Common           42823610    123832   991654 SH       DEFINED        1           0   991654        0
Hewlett-Packard Co             Common           42823610      7300    59100 SH       DEFINED        1           0    59100        0
Hewlett-Packard Co             Common           42823610       375     3000 SH       DEFINED        2           0     3000        0
Hewlett-Packard Co             Common           42823610     37776   302600 SH       DEFINED        2           0        0   302600
Hewlett-Packard Co             Common           42823610      2060    16600 SH       DEFINED        3           0    16600        0
Hewlett-Packard Co             Common           42823610      2910    23300 SH       DEFINED        3           0        0    23300
HP LYONS P10-00                                 428236AC       260   275000 PRN      SOLE                  275000        0        0
Hexcel Corp                    Common           42829110     10607  1117800 SH       SOLE                 1117800        0        0
Hexcel Corp                                     428291AA      4847  5794000 PRN      SOLE                 5794000        0        0
Hexcel Corp                                     428291AA      1045  1250000 PRN      SOLE                       0        0  1250000
Hexcel Corp                                     428291AA      2535  3031000 PRN      DEFINED        1           0  3031000        0
Hexcel Corp                                     428291AA      1087  1300000 PRN      DEFINED        1           0  1300000        0
Hexcel Corp                                     428291AA      2843  3400000 PRN      DEFINED        2           0        0  3400000
Hibernia Cl A                  Common           42865610        80     7400 SH       SOLE                    7400        0        0
High Country Bancorp           Common           42965Q10       121    11000 SH       SOLE                   11000        0        0
High Country Bancorp           Common           42965Q10       155    14000 SH       SOLE                       0        0    14000
Highland Bancorp Inc           Common           42987910      2732   112000 SH       SOLE                  112000        0        0
Highland Bancorp Inc           Common           42987910      4068   166900 SH       SOLE                       0        0   166900
Highland Bancorp Inc           Common           42987910      2316    95000 SH       DEFINED        1           0    95000        0
Highland Bancorp Inc           Common           42987910      1121    46000 SH       DEFINED        1           0    46000        0
Home Depot Inc                 Common           43707610    365433  7320746 SH       SOLE                 7320746        0        0
Home Depot Inc                 Common           43707610    112304  2249727 SH       SOLE                       0        0  2249727
Home Depot Inc                 Common           43707610     55941  1120220 SH       DEFINED        1           0  1120220        0
Home Depot Inc                 Common           43707610      2847    58450 SH       DEFINED        1           0    58450        0
Home Depot Inc                 Common           43707610      3381    67700 SH       DEFINED        2           0        0    67700
Home Port Bancorp              Common           43730410      2807   122000 SH       SOLE                  122000        0        0
Home Port Bancorp              Common           43730410       621    27000 SH       DEFINED        1           0    27000        0
HomeStore.com Inc              Common           43785210     46074  1578300 SH       SOLE                 1578300        0        0
HomeStore.com Inc              Common           43785210     24849   851300 SH       SOLE                       0        0   851300
HomeStore.com Inc              Common           43785210      8767   300350 SH       DEFINED        1           0   300350        0
Honeywell Intl Inc             Common           43851610     70387  2089620 SH       SOLE                 2089620        0        0
Honeywell Intl Inc             Common           43851610     69828  2073475 SH       SOLE                       0        0  2073475
Honeywell Intl Inc             Common           43851610     24914   739540 SH       DEFINED        1           0   739540        0
Honeywell Intl Inc             Common           43851610      4238   125800 SH       DEFINED        1           0   125800        0
Honeywell Intl Inc             Common           43851610      3184    94500 SH       DEFINED        1           0        0    94500
Honeywell Intl Inc             Common           43851610       108     3200 SH       DEFINED        2           0     3200        0
Honeywell Intl Inc             Common           43851610      2066    61387 SH       DEFINED        2           0        0    61387
Honeywell Intl Inc             Common           43851610       365    10900 SH       DEFINED        3           0    10900        0
Honeywell Intl Inc             Common           43851610       189     5600 SH       DEFINED        3           0        0     5600
Horace Mann Educator           Common           44032710      3860   257300 SH       SOLE                       0        0   257300
Horizon Finl Corp WA           Common           44041F10       724    80400 SH       SOLE                   80400        0        0
Horizon Finl Corp WA           Common           44041F10       716    79600 SH       SOLE                       0        0    79600
Horizon Finl Corp WA           Common           44041F10      1557   173000 SH       DEFINED        1           0   173000        0
Horizon Finl Corp WA           Common           44041F10       786    87400 SH       DEFINED        1           0    87400        0
Horizon Offshore Inc           Common           44043J10      7746   499600 SH       SOLE                  499600        0        0
Horizon Offshore Inc           Common           44043J10      1414    91200 SH       SOLE                       0        0    91200
Horizon Offshore Inc           Common           44043J10      3063   197600 SH       DEFINED        1           0   197600        0
Horizon Offshore Inc           Common           44043J10      1471    94900 SH       DEFINED        1           0    94900        0
Horizon Offshore Inc           Common           44043J10      4707   303700 SH       DEFINED        2           0        0   303700
Hormel Foods Corp              Common           44045210     10781   641200 SH       SOLE                  641200        0        0
Hormel Foods Corp              Common           44045210       153     9110 SH       DEFINED        1           0     9110        0
Hormel Foods Corp              Common           44045210      5269   313400 SH       DEFINED        1           0   313400        0
Hot Topic Inc                  Common           44133910       624    19500 SH       SOLE                   19500        0        0
Hot Topic Inc                  Common           44133910      1722    53800 SH       DEFINED        1           0    53800        0
Hotel Reservation              Common           44145110       161     5400 SH       SOLE                    5400        0        0
Household Intl                 Common           44181510      1999    48100 SH       SOLE                   48100        0        0
Household Intl                 Common           44181510      1426    34300 SH       DEFINED        1           0    34300        0
Howmet Intl Inc                Common           44320810      1987    94600 SH       SOLE                   94600        0        0
Howmet Intl Inc                Common           44320810      1271    60500 SH       SOLE                       0        0    60500
Howmet Intl Inc                Common           44320810      1836    87400 SH       DEFINED        1           0    87400        0
Huaneng Pwr Intl ADR           Common           44330410        48     3700 SH       SOLE                    3700        0        0
Huaneng Pwr Intl ADR           Common           44330410      6820   512300 SH       DEFINED        1           0   512300        0
Hudson United Bancrp           Common           44416510      2843   126701 SH       SOLE                  126701        0        0
Hudson United Bancrp           Common           44416510      4917   219124 SH       SOLE                       0        0   219124
Hudson United Bancrp           Common           44416510      4394   195848 SH       DEFINED        1           0   195848        0
Hugoton Royalty TrUt           Common           44471710     12237   983800 SH       SOLE                  983800        0        0
Hugoton Royalty TrUt           Common           44471710      1866   150000 SH       SOLE                       0        0   150000
Hugoton Royalty TrUt           Common           44471710      4900   394000 SH       DEFINED        1           0   394000        0
Humana Inc                     Common           44485910      8473  1737700 SH       SOLE                 1737700        0        0
Humana Inc                     Common           44485910     57008 11694100 SH       SOLE                       0        0 11694100
Humana Inc                     Common           44485910        56    11500 SH       DEFINED        1           0    11500        0
Human Genome Science           Common           44490310     38083   285530 SH       SOLE                  285530        0        0
Human Genome Science           Common           44490310     32504   243700 SH       SOLE                       0        0   243700
Human Genome Science           Common           44490310     18099   135700 SH       DEFINED        1           0   135700        0
Humprey Hospity REIT           Common           44546710      5144   648000 SH       SOLE                  648000        0        0
Humprey Hospity REIT           Common           44546710      1127   142000 SH       SOLE                       0        0   142000
Humprey Hospity REIT           Common           44546710      1588   200000 SH       DEFINED        1           0   200000        0
Humprey Hospity REIT           Common           44546710       556    70000 SH       DEFINED        1           0    70000        0
Hurco Co Inc                   Common           44732410       350    90000 SH       SOLE                   90000        0        0
Hurco Co Inc                   Common           44732410      1957   505000 SH       DEFINED        1           0   505000        0
Hurco Co Inc                   Common           44732410       194    50000 SH       DEFINED        1           0    50000        0
ICICI Ltd ADR                  Common           44926P20      6053   322800 SH       SOLE                  322800        0        0
ICICI Ltd ADR                  Common           44926P20       610    32500 SH       SOLE                       0        0    32500
ICICI Ltd ADR                  Common           44926P20      8380   446900 SH       DEFINED        1           0   446900        0
IDEC Pharmaceuticals           Common           44937010     26913   229500 SH       SOLE                  229500        0        0
IDEC Pharmaceuticals           Common           44937010    108877   928100 SH       SOLE                       0        0   928100
IDEC Pharmaceuticals           Common           44937010     44521   379500 SH       DEFINED        1           0   379500        0
IDEC Pharmaceuticals           Common           44937010       551     4700 SH       DEFINED        2           0        0     4700
IDX Systems Corp               Common           44949110      1441   102100 SH       SOLE                  102100        0        0
IDX Systems Corp               Common           44949110     26614  1884200 SH       SOLE                       0        0  1884200
IDX Systems Corp               Common           44949110       754    53400 SH       DEFINED        1           0    53400        0
IHOP Corp                      Common           44962310       106     6300 SH       SOLE                    6300        0        0
IHOP Corp                      Common           44962310        12      700 SH       DEFINED        1           0      700        0
Imco Recycling Inc             Common           44968110        46     8400 SH       SOLE                    8400        0        0
Imco Recycling Inc             Common           44968110        90    16600 SH       SOLE                       0        0    16600
Imco Recycling Inc             Common           44968110      1033   190000 SH       DEFINED        2           0        0   190000
IMS Health Inc                 Common           44993410     65589  3645740 SH       SOLE                 3645740        0        0
IMS Health Inc                 Common           44993410    187073 10393100 SH       SOLE                       0        0 10393100
IMS Health Inc                 Common           44993410     17429   968300 SH       DEFINED        1           0   968300        0
IMS Health Inc                 Common           44993410      4299   238800 SH       DEFINED        2           0        0   238800
IMS Health Inc                 Common           44993410       277    15500 SH       DEFINED        3           0    15500        0
IMS Health Inc                 Common           44993410       378    21000 SH       DEFINED        3           0        0    21000
I-Stat Corp                    Common           45031210     14852   851700 SH       SOLE                       0        0   851700
I-Stat Corp                    Common           45031210      1278    73300 SH       DEFINED        1           0    73300        0
ITC Deltacom                   Common           45031T10      4704   210700 SH       SOLE                  210700        0        0
ITC Deltacom                   Common           45031T10      3216   144100 SH       SOLE                       0        0   144100
ITC Deltacom                   Common           45031T10      4483   200900 SH       DEFINED        1           0   200900        0
Istar Financial REIT           Common           45031U10      1407    67200 SH       SOLE                   67200        0        0
ITLA Capital Corp              Common           45056510      2574   177400 SH       SOLE                  177400        0        0
ITLA Capital Corp              Common           45056510      2258   155700 SH       SOLE                       0        0   155700
ITLA Capital Corp              Common           45056510      2161   149000 SH       DEFINED        1           0   149000        0
ITLA Capital Corp              Common           45056510       566    39000 SH       DEFINED        1           0    39000        0
ITT Educational Svcs           Common           45068B10      8984   512000 SH       SOLE                  512000        0        0
ITT Educational Svcs           Common           45068B10      2869   163300 SH       SOLE                       0        0   163300
ITT Educational Svcs           Common           45068B10      4868   277200 SH       DEFINED        1           0   277200        0
ITT Educational Svcs           Common           45068B10      1176    67000 SH       DEFINED        1           0    67000        0
ITT Educational Svcs           Common           45068B10      3404   193800 SH       DEFINED        2           0        0   193800
iBEAM Broadcasting             Common           45073P10     15733   873900 SH       SOLE                  873900        0        0
iBEAM Broadcasting             Common           45073P10       990    55000 SH       SOLE                       0        0    55000
iBEAM Broadcasting             Common           45073P10       680    37800 SH       DEFINED        1           0    37800        0
Ibis Technology Corp           Common           45090910      2415    40000 SH       DEFINED        1           0    40000        0
Idexx Laboratories             Common           45168D10      3857   169400 SH       SOLE                  169400        0        0
Idexx Laboratories             Common           45168D10     22294   974600 SH       SOLE                       0        0   974600
Idexx Laboratories             Common           45168D10      2095    91600 SH       DEFINED        1           0    91600        0
ILEX Oncology Inc              Common           45192310      7396   209800 SH       SOLE                  209800        0        0
ILEX Oncology Inc              Common           45192310      1139    32300 SH       SOLE                       0        0    32300
ILEX Oncology Inc              Common           45192310      6215   176300 SH       DEFINED        1           0   176300        0
ILEX Oncology Inc              Common           45192310       518    14700 SH       DEFINED        2           0        0    14700
Illinois Tool Works            Common           45230810    229874  4034638 SH       SOLE                 4034638        0        0
Illinois Tool Works            Common           45230810     83179  1459735 SH       SOLE                       0        0  1459735
Illinois Tool Works            Common           45230810     37183   652330 SH       DEFINED        1           0   652330        0
Illinois Tool Works            Common           45230810      2072    37000 SH       DEFINED        1           0    37000        0
Illinois Tool Works            Common           45230810      6686   117300 SH       DEFINED        1           0        0   117300
Illinois Tool Works            Common           45230810      4651    81600 SH       DEFINED        2           0        0    81600
Illinois Tool Works            Common           45230810       278     4900 SH       DEFINED        3           0     4900        0
Illinois Tool Works            Common           45230810       268     4700 SH       DEFINED        3           0        0     4700
Imation Corp                   Common           45245A10       837    28500 SH       SOLE                   28500        0        0
Immucor Inc                    Common           45252610      2039   362400 SH       SOLE                  362400        0        0
Immucor Inc                    Common           45252610       785   139500 SH       DEFINED        1           0   139500        0
Immunex Corp                   Common           45252810    365205  7388875 SH       SOLE                 7388875        0        0
Immunex Corp                   Common           45252810    578490 11702500 SH       SOLE                       0        0 11702500
Immunex Corp                   Common           45252810    167724  3392650 SH       DEFINED        1           0  3392650        0
Immunex Corp                   Common           45252810      2013    41400 SH       DEFINED        1           0    41400        0
Immunex Corp                   Common           45252810       198     4000 SH       DEFINED        2           0     4000        0
Immunex Corp                   Common           45252810     13779   278800 SH       DEFINED        2           0        0   278800
Immunex Corp                   Common           45252810       771    15700 SH       DEFINED        3           0    15700        0
Immunex Corp                   Common           45252810       929    18800 SH       DEFINED        3           0        0    18800
Imperial Chem ADR              Common           45270450        99     3190 SH       SOLE                    3190        0        0
Imperial Chem ADR              Common           45270450     79282  2573000 SH       SOLE                       0        0  2573000
Imperial Cr Inds Inc           Common           45272910      1678   394630 SH       SOLE                       0        0   394630
IMRglobal Corp                 Common           45321W10      5143   394100 SH       SOLE                  394100        0        0
IMRglobal Corp                 Common           45321W10       941    72000 SH       SOLE                       0        0    72000
IMRglobal Corp                 Common           45321W10      2420   185300 SH       DEFINED        1           0   185300        0
IMRglobal Corp                 Common           45321W10       968    74100 SH       DEFINED        1           0    74100        0
IMRglobal Corp                 Common           45321W10      3135   240000 SH       DEFINED        2           0        0   240000
INCYTE GENOMICS INC            Common           45337C10       222     2700 SH       SOLE                    2700        0        0
Independent Bkshs              Common           45384120       178     9375 SH       SOLE                       0        0     9375
Independent Egy ADR            Common           45384X10       831   100000 SH       SOLE                  100000        0        0
Independent Egy ADR            Common           45384X10        29     3500 SH       DEFINED        1           0     3500        0
Industri-Matematik             Common           45579210      7644  1422200 SH       SOLE                 1422200        0        0
Infineon Tech ADR              Common           45662N10       405     5100 SH       SOLE                    5100        0        0
Infinity Brdcsting A           Common           45662S10     25475   699125 SH       SOLE                  699125        0        0
Infinity Brdcsting A           Common           45662S10     28923   793750 SH       SOLE                       0        0   793750
Infinity Brdcsting A           Common           45662S10      4726   129700 SH       DEFINED        1           0   129700        0
InFocus Corporation            Common           45665B10       869    27000 SH       SOLE                   27000        0        0
Information Res Engr           Common           45675F30      4747   188000 SH       SOLE                  188000        0        0
Informix Corp                  Common           45677910     18884  2542500 SH       SOLE                 2542500        0        0
Informix Corp                  Common           45677910     14943  2009200 SH       SOLE                       0        0  2009200
Informix Corp                  Common           45677910     11305  1519900 SH       DEFINED        1           0  1519900        0
Infosys Tech Ltd ADR           Common           45678810        18      100 SH       DEFINED        1           0      100        0
ING Groep NV ADR               Common           45683710       527     7800 SH       SOLE                    7800        0        0
Ingersoll-Rand Co              Common           45686610      7137   177300 SH       SOLE                  177300        0        0
Ingersoll-Rand Co              Common           45686610       684    17000 SH       SOLE                       0        0    17000
Ingersoll-Rand Co              Common           45686610       363     8990 SH       DEFINED        1           0     8990        0
Ingersoll-Rand Co              Common           45686610       278     6900 SH       DEFINED        1           0     6900        0
Ingersoll-Rand Co              Common           45686610      3610    89700 SH       DEFINED        1           0        0    89700
Ingram Micro Inc A             Common           45715310     14011   803500 SH       SOLE                  803500        0        0
Ingram Micro Inc A             Common           45715310      5231   300000 SH       SOLE                       0        0   300000
Ingram Micro Inc A             Common           45715310       603    34600 SH       DEFINED        1           0    34600        0
Insurance Mgmt Soltn           Common           45804510      1235   705000 SH       SOLE                  705000        0        0
Insurance Mgmt Soltn           Common           45804510       219   125000 SH       DEFINED        1           0   125000        0
Integrtd Device Tech           Common           45811810      4119    68800 SH       SOLE                   68800        0        0
Integrtd Device Tech           Common           45811810       575     9600 SH       SOLE                       0        0     9600
Integrtd Device Tech           Common           45811810     11682   195100 SH       DEFINED        1           0   195100        0
Integrated Circuit             Common           45811K20      9681   565000 SH       SOLE                  565000        0        0
Integrated Circuit             Common           45811K20      2639   154100 SH       SOLE                       0        0   154100
Integrated Circuit             Common           45811K20      1848   107900 SH       DEFINED        1           0   107900        0
Integrated Silicon             Common           45812P10       418    11000 SH       SOLE                   11000        0        0
Integrated Silicon             Common           45812P10     11936   314100 SH       SOLE                       0        0   314100
Integrated Silicon             Common           45812P10      1117    29400 SH       DEFINED        1           0    29400        0
Intel Corp                     Common           45814010    942113  7050488 SH       SOLE                 7050488        0        0
Intel Corp                     Common           45814010    315159  2359254 SH       SOLE                       0        0  2359254
Intel Corp                     Common           45814010    222585  1664970 SH       DEFINED        1           0  1664970        0
Intel Corp                     Common           45814010      9448    72200 SH       DEFINED        1           0    72200        0
Intel Corp                     Common           45814010       775     5800 SH       DEFINED        2           0     5800        0
Intel Corp                     Common           45814010     12805    95900 SH       DEFINED        2           0        0    95900
Inter-Tel Inc Ser A            Common           45837210      5777   360450 SH       SOLE                  360450        0        0
Inter-Tel Inc Ser A            Common           45837210       893    55600 SH       SOLE                       0        0    55600
Inter-Tel Inc Ser A            Common           45837210      2259   140600 SH       DEFINED        1           0   140600        0
Inter-Tel Inc Ser A            Common           45837210       965    60100 SH       DEFINED        1           0    60100        0
Inter-Tel Inc Ser A            Common           45837210      2956   184000 SH       DEFINED        2           0        0   184000
Intercontl Life Corp           Common           45859310      2288   269000 SH       SOLE                  269000        0        0
Intercontl Life Corp           Common           45859310       136    16000 SH       DEFINED        1           0    16000        0
Intercontl Life Corp           Common           45859310       606    71300 SH       DEFINED        2           0        0    71300
Interim Services Inc           Common           45868P10       412    23200 SH       SOLE                   23200        0        0
Interim Services Inc           Common           45868P10      5737   323200 SH       DEFINED        1           0   323200        0
INTERLOGIX INC                 Common           45876310       332    24127 SH       SOLE                   24127        0        0
INTERLOGIX INC                 Common           45876310        90     6535 SH       SOLE                       0        0     6535
INTERLOGIX INC                 Common           45876310       319    23239 SH       DEFINED        1           0    23239        0
INTERLOGIX INC                 Common           45876310        98     7150 SH       DEFINED        1           0     7150        0
Intermedia Communctn           Common           45880110     80484  2705159 SH       SOLE                 2705159        0        0
Intermedia Communctn           Common           45880110     15663   526500 SH       SOLE                       0        0   526500
Intermedia Communctn           Common           45880110      1056    35500 SH       DEFINED        1           0    35500        0
Intermet Corp                  Common           45881K10      2397   350600 SH       SOLE                  350600        0        0
Intermet Corp                  Common           45881K10       550    80000 SH       DEFINED        1           0    80000        0
Intermet Corp                  Common           45881K10      3438   500000 SH       DEFINED        2           0        0   500000
IBM Corp                       Common           45920010    682246  6234081 SH       SOLE                 6234081        0        0
IBM Corp                       Common           45920010    935544  8540152 SH       SOLE                       0        0  8540152
IBM Corp                       Common           45920010    162217  1480590 SH       DEFINED        1           0  1480590        0
IBM Corp                       Common           45920010     14624   134400 SH       DEFINED        1           0   134400        0
IBM Corp                       Common           45920010      7297    66600 SH       DEFINED        1           0        0    66600
IBM Corp                       Common           45920010       340     3100 SH       DEFINED        2           0     3100        0
IBM Corp                       Common           45920010     53150   485200 SH       DEFINED        2           0        0   485200
IBM Corp                       Common           45920010      2504    23000 SH       DEFINED        3           0    23000        0
IBM Corp                       Common           45920010      3747    34200 SH       DEFINED        3           0        0    34200
International Paper            Common           46014610     18752   628966 SH       SOLE                  628966        0        0
International Paper            Common           46014610    100162  3359700 SH       SOLE                       0        0  3359700
International Paper            Common           46014610      7538   252850 SH       DEFINED        1           0   252850        0
International Paper            Common           46014610      5104   171200 SH       DEFINED        1           0   171200        0
Intl Rectifier Corp            Common           46025410     59343  1059600 SH       SOLE                 1059600        0        0
Intl Rectifier Corp            Common           46025410     16492   294500 SH       SOLE                       0        0   294500
Intl Rectifier Corp            Common           46025410      1758    31400 SH       DEFINED        1           0    31400        0
Interphase Corp                Common           46059310      2011    87900 SH       SOLE                   87900        0        0
Interphase Corp                Common           46059310       405    17700 SH       SOLE                       0        0    17700
Interphase Corp                Common           46059310      1093    47800 SH       DEFINED        1           0    47800        0
Interphase Corp                Common           46059310       437    19100 SH       DEFINED        1           0    19100        0
Interphase Corp                Common           46059310      1276    55800 SH       DEFINED        2           0        0    55800
Internet Pictures              Common           46059S10     30711  2029973 SH       SOLE                 2029973        0        0
Internet Pictures              Common           46059S10      9817   648993 SH       SOLE                       0        0   648993
Internet Pictures              Common           46059S10      5847   386486 SH       DEFINED        1           0   386486        0
Interpublic Group              Common           46069010       593    13800 SH       SOLE                   13800        0        0
InterVoice-Brite Inc           Common           46114210      5673   866650 SH       SOLE                  866650        0        0
InterVoice-Brite Inc           Common           46114210       877   133700 SH       SOLE                       0        0   133700
InterVoice-Brite Inc           Common           46114210      2237   340900 SH       DEFINED        1           0   340900        0
InterVoice-Brite Inc           Common           46114210       958   146000 SH       DEFINED        1           0   146000        0
InterVoice-Brite Inc           Common           46114210      2922   445200 SH       DEFINED        2           0        0   445200
InTEST                         Common           46114710      3802   255500 SH       SOLE                  255500        0        0
InTEST                         Common           46114710       738    49600 SH       SOLE                       0        0    49600
InTEST                         Common           46114710      1913   128600 SH       DEFINED        1           0   128600        0
InTEST                         Common           46114710       789    53000 SH       DEFINED        1           0    53000        0
InTEST                         Common           46114710      2367   159100 SH       DEFINED        2           0        0   159100
Interwoven Inc                 Common           46114T10       374     3400 SH       SOLE                    3400        0        0
Intimate Brands A              Common           46115610    141392  7158670 SH       SOLE                 7158670        0        0
Intimate Brands A              Common           46115610      3590   181770 SH       SOLE                       0        0   181770
Intimate Brands A              Common           46115610     16222   821370 SH       DEFINED        1           0   821370        0
Intimate Brands A              Common           46115610       837    42400 SH       DEFINED        1           0    42400        0
Intimate Brands A              Common           46115610     10346   523840 SH       DEFINED        1           0        0   523840
Intuit Inc                     Common           46120210     84888  2051600 SH       SOLE                 2051600        0        0
Intuit Inc                     Common           46120210      5019   121300 SH       SOLE                       0        0   121300
Intuit Inc                     Common           46120210      9050   218700 SH       DEFINED        1           0   218700        0
Invacare Corp                  Common           46120310      2833   107700 SH       SOLE                  107700        0        0
Invacare Corp                  Common           46120310       788    30000 SH       SOLE                       0        0    30000
Invacare Corp                  Common           46120310      1350    51400 SH       DEFINED        1           0    51400        0
Investment Tech Grp            Common           46145F10     74448  1885590 SH       SOLE                 1885590        0        0
Investment Tech Grp            Common           46145F10     36985   936900 SH       SOLE                       0        0   936900
Investment Tech Grp            Common           46145F10     28704   726650 SH       DEFINED        1           0   726650        0
Invitrogen Corp                Common           46185R10       677     9000 SH       SOLE                    9000        0        0
Invitrogen Corp                Common           46185R10       572     7600 SH       SOLE                       0        0     7600
Invitrogen Corp                Common           46185R10      2414    32100 SH       DEFINED        1           0    32100        0
Invitrogen Corp                Common           46185R10       286     3800 SH       DEFINED        2           0        0     3800
Ionics Inc                     Common           46221810     45819  1497200 SH       SOLE                 1497200        0        0
Ionics Inc                     Common           46221810      3792   123800 SH       SOLE                       0        0   123800
Ionics Inc                     Common           46221810      2524    82400 SH       DEFINED        1           0    82400        0
Iridex Corporation             Common           46268410      3150   246900 SH       SOLE                  246900        0        0
Iridex Corporation             Common           46268410       893    70000 SH       SOLE                       0        0    70000
Iridex Corporation             Common           46268410      2486   195000 SH       DEFINED        1           0   195000        0
Iridex Corporation             Common           46268410       976    76600 SH       DEFINED        1           0    76600        0
Iron Mountain Inc              Common           46284610    116317  3421090 SH       SOLE                 3421090        0        0
Iron Mountain Inc              Common           46284610     34981  1028890 SH       SOLE                       0        0  1028890
Iron Mountain Inc              Common           46284610     15363   451850 SH       DEFINED        1           0   451850        0
Iron Mountain Inc              Common           46284610       807    23730 SH       DEFINED        1           0    23730        0
Iron Mountain Inc              Common           46284610      3400   100000 SH       DEFINED        2           0        0   100000
Ispat Intl A ADR               Common           46489910      2156   226900 SH       SOLE                  226900        0        0
i2 Technologies Inc            Common           46575410       490     4700 SH       SOLE                    4700        0        0
Ivax Corp                      Common           46582310       295     7100 SH       SOLE                    7100        0        0
JPM Company                    Common           46593310       877   159600 SH       SOLE                  159600        0        0
JPM Company                    Common           46593310       493    89700 SH       SOLE                       0        0    89700
J&J Snack Foods Corp           Common           46603210      1466    82000 SH       DEFINED        1           0    82000        0
JDS Uniphase Corp              Common           46612J10    229997  1921044 SH       SOLE                 1921044        0        0
JDS Uniphase Corp              Common           46612J10     59762   498900 SH       SOLE                       0        0   498900
JDS Uniphase Corp              Common           46612J10     47657   397550 SH       DEFINED        1           0   397550        0
JDS Uniphase Corp              Common           46612J10      2901    24700 SH       DEFINED        1           0    24700        0
JDS Uniphase Corp              Common           46612J10       120     1000 SH       DEFINED        2           0     1000        0
JDS Uniphase Corp              Common           46612J10     17810   148600 SH       DEFINED        2           0        0   148600
JDS Uniphase Corp              Common           46612J10      1000     8400 SH       DEFINED        3           0     8400        0
JDS Uniphase Corp              Common           46612J10      1331    11100 SH       DEFINED        3           0        0    11100
Jabil Circuit Inc              Common           46631310     29829   601100 SH       SOLE                  601100        0        0
Jabil Circuit Inc              Common           46631310       501    10100 SH       SOLE                       0        0    10100
Jabil Circuit Inc              Common           46631310      7702   155200 SH       DEFINED        1           0   155200        0
Jacobs Engineering             Common           46981410      8143   249000 SH       SOLE                  249000        0        0
Jacobs Engineering             Common           46981410      5093   155800 SH       SOLE                       0        0   155800
Jacobs Engineering             Common           46981410     15278   467400 SH       DEFINED        1           0   467400        0
Japan OTC Equity Fd            Common           47109110       190    20000 SH       SOLE                   20000        0        0
Jefferies Group Inc            Common           47231910      1625    80500 SH       SOLE                   80500        0        0
Jefferies Group Inc            Common           47231910      3098   153400 SH       DEFINED        1           0   153400        0
Jefferies Group Inc            Common           47231910      2019   100000 SH       DEFINED        2           0        0   100000
Jefferson Pilot                Common           47507010     84299  1493650 SH       SOLE                       0        0  1493650
Jefferson Smurfit Gp           Common           47508W10      7592   430700 SH       SOLE                  430700        0        0
Jefferson Smurfit Gp           Common           47508W10    116008  6582041 SH       SOLE                       0        0  6582041
Jefferson Smurfit Gp           Common           47508W10       582    33000 SH       DEFINED        2           0        0    33000
Johnson & Johnson              Common           47816010    456316  4481004 SH       SOLE                 4481004        0        0
Johnson & Johnson              Common           47816010    778012  7637555 SH       SOLE                       0        0  7637555
Johnson & Johnson              Common           47816010     66240   650210 SH       DEFINED        1           0   650210        0
Johnson & Johnson              Common           47816010      3242    32600 SH       DEFINED        1           0    32600        0
Johnson & Johnson              Common           47816010      4106    40300 SH       DEFINED        2           0        0    40300
Johnson Controls               Common           47836610     10709   208710 SH       SOLE                  208710        0        0
Johnson Controls               Common           47836610      1692    32970 SH       DEFINED        1           0    32970        0
Johnson Controls               Common           47836610      4818    93900 SH       DEFINED        1           0    93900        0
Jones Apparel Group            Common           48007410     55023  2341400 SH       SOLE                       0        0  2341400
Jones Apparel Group            Common           48007410        49     2100 SH       DEFINED        1           0     2100        0
Jones Apparel Group            Common           48007410       588    25000 SH       DEFINED        2           0        0    25000
Jore Corporation               Common           48081510       653   120000 SH       SOLE                  120000        0        0
Jore Corporation               Common           48081510       653   120000 SH       SOLE                       0        0   120000
Jore Corporation               Common           48081510      1631   300000 SH       DEFINED        1           0   300000        0
Jore Corporation               Common           48081510       707   130000 SH       DEFINED        1           0   130000        0
Journal Register Co            Common           48113810      2075   113700 SH       SOLE                  113700        0        0
Juniper Networks Inc           Common           48203R10       146     1000 SH       SOLE                    1000        0        0
KCS Energy Inc                 Common           48243420      1041   757000 SH       SOLE                  757000        0        0
KLA-Tencor Corp                Common           48248010       428     7300 SH       SOLE                       0        0     7300
KLM Royal Dutch NY             Common           48251630      1320    49700 SH       SOLE                   49700        0        0
KLM Royal Dutch NY             Common           48251630     81258  3059067 SH       SOLE                       0        0  3059067
K-V Pharmaceutical B           Common           48274010      1963    72100 SH       SOLE                   72100        0        0
K-V Pharmaceutical B           Common           48274010      1004    36900 SH       SOLE                       0        0    36900
K-V Pharmaceutical A           Common           48274020      4926   185900 SH       SOLE                  185900        0        0
K-V Pharmaceutical A           Common           48274020       572    21600 SH       SOLE                       0        0    21600
K-V Pharmaceutical A           Common           48274020        58     2200 SH       DEFINED        1           0     2200        0
Kaiser Alum & Chem             Common           48300710     23157  5789334 SH       SOLE                       0        0  5789334
Kaiser Alum & Chem             Common           48300710        33     8200 SH       DEFINED        1           0     8200        0
KANA Communications            Common           48360010      3577    57800 SH       SOLE                   57800        0        0
KANA Communications            Common           48360010       842    13600 SH       DEFINED        1           0    13600        0
Kansas City Pwr & Lt           Common           48513410     16080   714700 SH       SOLE                  714700        0        0
Kansas City Pwr & Lt           Common           48513410      1874    83300 SH       SOLE                       0        0    83300
Kansas City Pwr & Lt           Common           48513410      4683   208100 SH       DEFINED        1           0   208100        0
Kaufman & Broad Home           Common           48616810     41580  2098600 SH       SOLE                       0        0  2098600
Keane Inc                      Common           48666510     11104   513500 SH       SOLE                  513500        0        0
Keithley Instruments           Common           48758410       566     6500 SH       SOLE                    6500        0        0
Kellwood Co                    Common           48804410        63     3000 SH       DEFINED        1           0     3000        0
Kemet Corp                     Common           48836010       396    15800 SH       SOLE                   15800        0        0
Kendle International           Common           48880L10      1733   220000 SH       SOLE                       0        0   220000
Kennametal Inc                 Common           48917010      4538   211500 SH       SOLE                  211500        0        0
Kennametal Inc                 Common           48917010      3081   143700 SH       SOLE                       0        0   143700
Kennametal Inc                 Common           48917010      4433   206800 SH       DEFINED        1           0   206800        0
Kerr-McGee Corp                Common           49238610      5973   101598 SH       SOLE                  101598        0        0
Kerr-McGee Corp                Common           49238610     28921   490700 SH       SOLE                       0        0   490700
Kerr-McGee Corp                Common           49238610     16267   276010 SH       DEFINED        1           0   276010        0
Kerr-McGee Corp                                 492386AP       317   276000 PRN      SOLE                  276000        0        0
Key Energy Svcs Inc            Common           49291410      9153   950200 SH       SOLE                  950200        0        0
Key Energy Svcs Inc            Common           49291410      1716   178300 SH       SOLE                       0        0   178300
Key Energy Svcs Inc            Common           49291410      3617   375800 SH       DEFINED        1           0   375800        0
Key Production Co              Common           49313810      1050    60000 SH       DEFINED        1           0    60000        0
Key Production Co              Common           49313810      2625   150000 SH       DEFINED        2           0        0   150000
Key Tronic                     Common           49314410      1200   400000 SH       SOLE                  400000        0        0
Key Tronic                     Common           49314410      1554   518000 SH       DEFINED        1           0   518000        0
Key Tronic                     Common           49314410       105    35000 SH       DEFINED        1           0    35000        0
KeyCorp                        Common           49326710     35408  2010300 SH       SOLE                 2010300        0        0
KeyCorp                        Common           49326710     13071   742500 SH       SOLE                       0        0   742500
KeyCorp                        Common           49326710     23891  1355440 SH       DEFINED        1           0  1355440        0
KeyCorp                        Common           49326710       848    48100 SH       DEFINED        1           0    48100        0
KeyCorp                        Common           49326710      8141   461900 SH       DEFINED        1           0        0   461900
KeyCorp                        Common           49326710      8911   505600 SH       DEFINED        2           0        0   505600
KeyCorp                        Common           49326710       671    38300 SH       DEFINED        3           0    38300        0
KeyCorp                        Common           49326710       839    47600 SH       DEFINED        3           0        0    47600
Keynote Systems inc            Common           49330810      6402    90700 SH       SOLE                   90700        0        0
Keynote Systems inc            Common           49330810      3796    53800 SH       SOLE                       0        0    53800
Keynote Systems inc            Common           49330810      5518    78200 SH       DEFINED        1           0    78200        0
KeySpan Corporation            Common           49337W10     13838   450000 SH       SOLE                       0        0   450000
Kilroy Realty REIT             Common           49427F10      6943   267700 SH       SOLE                  267700        0        0
Kilroy Realty REIT             Common           49427F10      4409   170000 SH       SOLE                       0        0   170000
Kilroy Realty REIT             Common           49427F10      1821    70200 SH       DEFINED        1           0    70200        0
Kimberly-Clark Corp            Common           49436810    451794  7881514 SH       SOLE                 7881514        0        0
Kimberly-Clark Corp            Common           49436810    440020  7671122 SH       SOLE                       0        0  7671122
Kimberly-Clark Corp            Common           49436810     70628  1231000 SH       DEFINED        1           0  1231000        0
Kimberly-Clark Corp            Common           49436810      3672    65100 SH       DEFINED        1           0    65100        0
Kimberly-Clark Corp            Common           49436810      3873    67500 SH       DEFINED        1           0        0    67500
Kimberly-Clark Corp            Common           49436810       333     5800 SH       DEFINED        2           0     5800        0
Kimberly-Clark Corp            Common           49436810     10906   190230 SH       DEFINED        2           0        0   190230
Kimberly-Clark Corp            Common           49436810       336     5900 SH       DEFINED        3           0     5900        0
Kimberly-Clark Corp            Common           49436810       539     9400 SH       DEFINED        3           0        0     9400
Kimco Realty REIT              Common           49446R10     35123   856600 SH       SOLE                  856600        0        0
Kimco Realty REIT              Common           49446R10     38537   939900 SH       SOLE                       0        0   939900
Kimco Realty REIT              Common           49446R10      4052    98800 SH       DEFINED        1           0    98800        0
Kimco Realty REIT              Common           49446R10       312     7600 SH       DEFINED        1           0     7600        0
Kimco Realty REIT              Common           49446R10      4026    98200 SH       DEFINED        1           0        0    98200
Kinder Morgan Inc              Common           49455P10       280     8100 SH       SOLE                    8100        0        0
Kinder Morgan Inc              Common           49455P10      9616   278200 SH       DEFINED        1           0   278200        0
King Pharmaceuticals           Common           49558210      2824    64350 SH       SOLE                   64350        0        0
King Pharmaceuticals           Common           49558210      1955    44550 SH       SOLE                       0        0    44550
Klamath First Bcp              Common           49842P10      3420   291500 SH       SOLE                  291500        0        0
Klamath First Bcp              Common           49842P10      1578   134500 SH       DEFINED        1           0   134500        0
Klamath First Bcp              Common           49842P10       834    71000 SH       DEFINED        1           0    71000        0
Klamath First Bcp              Common           49842P10      2218   189000 SH       DEFINED        2           0        0   189000
Knight Ridder Inc              Common           49904010     18057   339500 SH       SOLE                  339500        0        0
Knight Ridder Inc              Common           49904010      1037    19500 SH       SOLE                       0        0    19500
Knight Ridder Inc              Common           49904010     19538   367330 SH       DEFINED        1           0   367330        0
Knight Transn Inc              Common           49906410      3417   234600 SH       SOLE                  234600        0        0
Knight Transn Inc              Common           49906410       728    50000 SH       SOLE                       0        0    50000
Knight Transn Inc              Common           49906410      1667   114500 SH       DEFINED        1           0   114500        0
Knight Transn Inc              Common           49906410       484    33200 SH       DEFINED        1           0    33200        0
Knight Transn Inc              Common           49906410      2467   169400 SH       DEFINED        2           0        0   169400
Kon Philips Elec ADR           Common           50047220    258383  5438996 SH       SOLE                 5438996        0        0
Kon Philips Elec ADR           Common           50047220     39785   837560 SH       SOLE                       0        0   837560
Kon Philips Elec ADR           Common           50047220     19372   407848 SH       DEFINED        1           0   407848        0
Kon Philips Elec ADR           Common           50047220      1328    27968 SH       DEFINED        1           0    27968        0
Korea Elec Pwr ADR             Common           50063110       211    11500 SH       SOLE                       0        0    11500
Korea Elec Pwr ADR             Common           50063110      6610   358510 SH       DEFINED        1           0   358510        0
Korea Telecom ADR              Common           50063P10     22325   461555 SH       SOLE                  461555        0        0
Korea Telecom ADR              Common           50063P10      2895    59860 SH       SOLE                       0        0    59860
Korea Telecom ADR              Common           50063P10     10134   209500 SH       DEFINED        1           0   209500        0
Kroger Company                 Common           50104410      8932   406000 SH       SOLE                  406000        0        0
Kroger Company                 Common           50104410      6008   272300 SH       SOLE                       0        0   272300
Kroger Company                 Common           50104410     14315   648830 SH       DEFINED        1           0   648830        0
Kroger Company                 Common           50104410      8936   405000 SH       DEFINED        2           0        0   405000
Kroger Company                 Common           50104410       843    38200 SH       DEFINED        3           0        0    38200
Kronos Inc                     Common           50105210      5538   212950 SH       SOLE                  212950        0        0
Kronos Inc                     Common           50105210       938    36075 SH       SOLE                       0        0    36075
Kronos Inc                     Common           50105210      2379    91500 SH       DEFINED        1           0    91500        0
Kronos Inc                     Common           50105210      1019    39200 SH       DEFINED        1           0    39200        0
Kronos Inc                     Common           50105210      3107   119500 SH       DEFINED        2           0        0   119500
Kulicke & Soffa Inds           Common           50124210       772    13000 SH       SOLE                   13000        0        0
LCC International A            Common           50181010       716    26200 SH       SOLE                   26200        0        0
LCC International A            Common           50181010       150     5500 SH       SOLE                       0        0     5500
LCC International A            Common           50181010      1742    63800 SH       DEFINED        1           0    63800        0
LCC International A            Common           50181010       569    20800 SH       DEFINED        1           0    20800        0
LCC International A            Common           50181010       492    18000 SH       DEFINED        2           0        0    18000
LNR Property Corp              Common           50194010     22170  1136900 SH       SOLE                 1136900        0        0
LNR Property Corp              Common           50194010     20685  1062000 SH       SOLE                       0        0  1062000
LNR Property Corp              Common           50194010      6521   334400 SH       DEFINED        1           0   334400        0
LSI Logic                      Common           50216110       579    10700 SH       SOLE                       0        0    10700
LSI Logic                      Common           50216110      5061    93500 SH       DEFINED        1           0    93500        0
LSI Industries Inc             Common           50216C10      2099   138200 SH       SOLE                  138200        0        0
LSI Industries Inc             Common           50216C10      2798   184200 SH       DEFINED        2           0        0   184200
LTX Corp                       Common           50239210       489    14000 SH       SOLE                   14000        0        0
La Jolla Pharmaceut            Common           50345910      1650   400000 SH       DEFINED        1           0   400000        0
Lab Corp of Amer A             Cv Pfd           50540R20     10159    72395 PRN      SOLE                   72395        0        0
Lab Corp of Amer A             Cv Pfd           50540R20     50311   358721 PRN      SOLE                       0        0   358721
Lab Corp of Amer A             Cv Pfd           50540R20       107      765 PRN      DEFINED        1           0      765        0
Laboratory Crp Of Am           Common           50540R40     36439   472340 SH       SOLE                  472340        0        0
Laboratory Crp Of Am           Common           50540R40     52217   677032 SH       SOLE                       0        0   677032
Laboratory Crp Of Am           Common           50540R40     13216   171380 SH       DEFINED        1           0   171380        0
Lafarge Corp                   Common           50586210        71     3400 SH       SOLE                    3400        0        0
Lafarge Corp                   Common           50586210     40704  1938300 SH       SOLE                       0        0  1938300
Lafarge Corp                   Common           50586210        34     1600 SH       DEFINED        1           0     1600        0
LAM Research Corp              Common           51280710     18383   490200 SH       SOLE                  490200        0        0
LAM Research Corp              Common           51280710       923    24600 SH       DEFINED        1           0    24600        0
Lamar Advertising A            Common           51281510     12792   295350 SH       SOLE                  295350        0        0
Lancaster Colony               Common           51384710        10      500 SH       DEFINED        1           0      500        0
Lance Inc                      Common           51460610      1928   214000 SH       SOLE                  214000        0        0
Lance Inc                      Common           51460610       925   102800 SH       SOLE                       0        0   102800
Lance Inc                      Common           51460610      1326   147400 SH       DEFINED        1           0   147400        0
Landair Corp                   Common           51475710      2195   450000 SH       SOLE                  450000        0        0
Landair Corp                   Common           51475710       761   156000 SH       SOLE                       0        0   156000
Landauer Inc                   Common           51476K10       623    40000 SH       SOLE                       0        0    40000
Landauer Inc                   Common           51476K10      1291    82900 SH       DEFINED        1           0    82900        0
Landauer Inc                   Common           51476K10       156    10000 SH       DEFINED        1           0    10000        0
Landauer Inc                   Common           51476K10      2601   167100 SH       DEFINED        2           0        0   167100
Landmark Systems               Common           51506S10      3726   621800 SH       SOLE                  621800        0        0
Landmark Systems               Common           51506S10       702   117000 SH       SOLE                       0        0   117000
Landmark Systems               Common           51506S10       750   125000 SH       DEFINED        1           0   125000        0
Landmark Systems               Common           51506S10      2150   358300 SH       DEFINED        2           0        0   358300
Landstar System Inc            Common           51509810      1043    17500 SH       SOLE                   17500        0        0
Larscom Inc A                  Common           51729Y10      2237   402000 SH       SOLE                  402000        0        0
Larscom Inc A                  Common           51729Y10       782   140500 SH       SOLE                       0        0   140500
Larscom Inc A                  Common           51729Y10       192    34600 SH       DEFINED        1           0    34600        0
Laser Mtge Mgmt REIT           Common           51806D10      1148   300900 SH       SOLE                       0        0   300900
Lattice Semicondctr            Common           51841510     35112   508300 SH       SOLE                  508300        0        0
Lattice Semicondctr            Common           51841510     10816   156500 SH       SOLE                       0        0   156500
Lattice Semicondctr            Common           51841510     22334   323100 SH       DEFINED        1           0   323100        0
Legato Systems Inc             Common           52465110     12393   819300 SH       SOLE                  819300        0        0
Legato Systems Inc             Common           52465110       560    37000 SH       SOLE                       0        0    37000
Legato Systems Inc             Common           52465110       410    27100 SH       DEFINED        1           0    27100        0
Leggett & Platt Inc            Common           52466010       276    16700 SH       SOLE                       0        0    16700
Leggett & Platt Inc            Common           52466010      4237   256800 SH       DEFINED        1           0   256800        0
Legg Mason Inc                 Common           52490110     92502  1850036 SH       SOLE                 1850036        0        0
Legg Mason Inc                 Common           52490110      3220    64400 SH       DEFINED        1           0    64400        0
LESCO Inc                      Common           52687210      3836   252500 SH       SOLE                  252500        0        0
LESCO Inc                      Common           52687210       762    50200 SH       SOLE                       0        0    50200
LESCO Inc                      Common           52687210      2055   135300 SH       DEFINED        1           0   135300        0
LESCO Inc                      Common           52687210       764    50300 SH       DEFINED        1           0    50300        0
LESCO Inc                      Common           52687210      2813   185200 SH       DEFINED        2           0        0   185200
Level 3 Communctns             Common           52729N10      8800   100000 SH       SOLE                  100000        0        0
Level 3 Communctns             Common           52729N10      1760    20000 SH       SOLE                       0        0    20000
Libbey Inc                     Common           52989810       405    12600 SH       SOLE                   12600        0        0
Libbey Inc                     Common           52989810      2554    79500 SH       DEFINED        1           0    79500        0
Liberty Ppty Tr REIT           Common           53117210     44022  1697200 SH       SOLE                 1697200        0        0
Liberty Ppty Tr REIT           Common           53117210     69468  2678200 SH       SOLE                       0        0  2678200
Liberty Ppty Tr REIT           Common           53117210      3681   141900 SH       DEFINED        1           0   141900        0
Lifetime Hoan Corp             Common           53192610      3105   388000 SH       SOLE                  388000        0        0
Lifetime Hoan Corp             Common           53192610       960   120000 SH       SOLE                       0        0   120000
Lifetime Hoan Corp             Common           53192610      2000   250000 SH       DEFINED        1           0   250000        0
Lifetime Hoan Corp             Common           53192610       840   105000 SH       DEFINED        1           0   105000        0
Lifecell Corp                  Common           53192710       304    47600 SH       SOLE                   47600        0        0
Lifecell Corp                  Common           53192710       335    52500 SH       SOLE                       0        0    52500
Lifecell Corp                  Common           53192710      1732   271600 SH       DEFINED        1           0   271600        0
Lifecell Corp                  Common           53192710       105    16500 SH       DEFINED        2           0        0    16500
Lifepoint Hospitals            Common           53219L10       163     7344 SH       SOLE                    7344        0        0
Lifepoint Hospitals            Common           53219L10     23191  1042304 SH       SOLE                       0        0  1042304
Lifepoint Hospitals            Common           53219L10         3      115 SH       DEFINED        1           0      115        0
Ligand Pharm Cl B              Common           53220K20       564    42800 SH       SOLE                   42800        0        0
Ligand Pharm Cl B              Common           53220K20       361    27401 SH       SOLE                       0        0    27401
Ligand Pharm Cl B              Common           53220K20      6163   467252 SH       DEFINED        1           0   467252        0
Ligand Pharm Cl B              Common           53220K20       191    14474 SH       DEFINED        2           0        0    14474
Lilly Eli                      Common           53245710     51845   519100 SH       SOLE                  519100        0        0
Lilly Eli                      Common           53245710    194555  1947980 SH       SOLE                       0        0  1947980
Lilly Eli                      Common           53245710     45173   452290 SH       DEFINED        1           0   452290        0
Lincare Holdings Inc           Common           53279110      2055    83300 SH       SOLE                   83300        0        0
Lincare Holdings Inc           Common           53279110      3090   125500 SH       SOLE                       0        0   125500
Lincare Holdings Inc           Common           53279110       365    14800 SH       DEFINED        1           0    14800        0
Lincoln Bancorp                Common           53287910       451    45100 SH       SOLE                       0        0    45100
Lincoln National               Common           53418710       372    10300 SH       SOLE                   10300        0        0
Lincoln National               Common           53418710      1362    37700 SH       SOLE                       0        0    37700
Lincoln National               Common           53418710     12314   340870 SH       DEFINED        1           0   340870        0
Linear Tech Corp               Common           53567810      9296   145400 SH       DEFINED        1           0   145400        0
Liqui-Box Corp                 Common           53631410        99     2000 SH       SOLE                    2000        0        0
Liqui-Box Corp                 Common           53631410        20      400 SH       DEFINED        1           0      400        0
Lithia Motors Inc A            Common           53679710      3448   257800 SH       SOLE                  257800        0        0
Lithia Motors Inc A            Common           53679710       587    43900 SH       DEFINED        1           0    43900        0
Lithia Motors Inc A            Common           53679710      2662   199000 SH       DEFINED        2           0        0   199000
Littelfuse Inc                 Common           53700810     27936   571000 SH       SOLE                  571000        0        0
Littelfuse Inc                 Common           53700810      5699   116300 SH       SOLE                       0        0   116300
Littelfuse Inc                 Common           53700810      3577    73000 SH       DEFINED        1           0    73000        0
Litton Industries              Common           53802110       323     7900 SH       SOLE                    7900        0        0
Liz Claiborne Inc              Common           53932010      9344   265050 SH       SOLE                  265050        0        0
Liz Claiborne Inc              Common           53932010     12594   357300 SH       SOLE                       0        0   357300
Liz Claiborne Inc              Common           53932010     14642   415370 SH       DEFINED        1           0   415370        0
LoJack Corporation             Common           53945110      3987   574500 SH       SOLE                  574500        0        0
LoJack Corporation             Common           53945110       694   100000 SH       SOLE                       0        0   100000
LoJack Corporation             Common           53945110      1527   220000 SH       DEFINED        1           0   220000        0
LoJack Corporation             Common           53945110       622    89700 SH       DEFINED        1           0    89700        0
LoJack Corporation             Common           53945110      2527   364200 SH       DEFINED        2           0        0   364200
Local Financial Corp           Common           53955310       834   100000 SH       SOLE                  100000        0        0
Local Financial Corp           Common           53955310       834   100000 SH       SOLE                       0        0   100000
Local Financial Corp           Common           53955310       985   118000 SH       DEFINED        1           0   118000        0
Local Financial Corp           Common           53955310      3171   380000 SH       DEFINED        2           0        0   380000
Lockheed Martin Corp           Common           53983010       372    15000 SH       SOLE                   15000        0        0
Lockheed Martin Corp           Common           53983010        50     2000 SH       SOLE                       0        0     2000
Lodgenet Entmt Corp            Common           54021110     17581   725000 SH       SOLE                       0        0   725000
Lodgenet Entmt Corp            Common           54021110      2030    83700 SH       DEFINED        1           0    83700        0
Loews Cineplex Ent             Common           54042310      1004   314925 SH       SOLE                  314925        0        0
Logansport Finl Corp           Common           54120910       561    57200 SH       SOLE                   57200        0        0
LookSmart Ltd                  Common           54344210     35611  1924800 SH       SOLE                 1924800        0        0
LookSmart Ltd                  Common           54344210       771    41700 SH       SOLE                       0        0    41700
LookSmart Ltd                  Common           54344210      2301   124400 SH       DEFINED        1           0   124400        0
Louis Dreyfus Nat              Common           54601110     11273   360000 SH       SOLE                  360000        0        0
Louis Dreyfus Nat              Common           54601110      2505    80000 SH       SOLE                       0        0    80000
Louis Dreyfus Nat              Common           54601110      3288   105000 SH       DEFINED        1           0   105000        0
Lowe's Companies               Common           54866110        66     1600 SH       SOLE                    1600        0        0
Lowe's Companies               Common           54866110       443    10800 SH       SOLE                       0        0    10800
Lowe's Companies               Common           54866110      6929   168750 SH       DEFINED        1           0   168750        0
Lubrizol Corp                  Common           54927110     29803  1419200 SH       SOLE                       0        0  1419200
Lubrizol Corp                  Common           54927110      1336    63600 SH       DEFINED        1           0    63600        0
Lucent Tech Inc                Common           54946310    590385  9972561 SH       SOLE                 9972561        0        0
Lucent Tech Inc                Common           54946310    189535  3200329 SH       SOLE                       0        0  3200329
Lucent Tech Inc                Common           54946310    118303  1996679 SH       DEFINED        1           0  1996679        0
Lucent Tech Inc                Common           54946310      3607    62400 SH       DEFINED        1           0    62400        0
Lucent Tech Inc                Common           54946310     29032   490060 SH       DEFINED        2           0        0   490060
Lucent Tech Inc                Common           54946310      1695    28800 SH       DEFINED        3           0    28800        0
Lucent Tech Inc                Common           54946310      2109    35600 SH       DEFINED        3           0        0    35600
Lydall Inc                     Common           55081910      5691   535500 SH       SOLE                  535500        0        0
Lydall Inc                     Common           55081910       903    85000 SH       SOLE                       0        0    85000
Lydall Inc                     Common           55081910      3719   350000 SH       DEFINED        2           0        0   350000
Lynx Therapeutics              Common           55181230      9475   199200 SH       SOLE                  199200        0        0
Lynx Therapeutics              Common           55181230       956    20100 SH       DEFINED        1           0    20100        0
Lyondell Chemical Co           Common           55207810     73464  4385903 SH       SOLE                       0        0  4385903
Lyondell Chemical Co           Common           55207810        34     2000 SH       DEFINED        1           0     2000        0
M & T Bank Corp                Common           55261F10      1418     3150 SH       SOLE                    3150        0        0
M & T Bank Corp                Common           55261F10       405      900 SH       SOLE                       0        0      900
M & T Bank Corp                Common           55261F10      6782    15070 SH       DEFINED        1           0    15070        0
MBIA Inc                       Common           55262C10    204664  4250770 SH       SOLE                 4250770        0        0
MBIA Inc                       Common           55262C10    171559  3560800 SH       SOLE                       0        0  3560800
MBIA Inc                       Common           55262C10     10745   223000 SH       DEFINED        1           0   223000        0
MBIA Inc                       Common           55262C10       626    13000 SH       DEFINED        1           0    13000        0
MBIA Inc                       Common           55262C10      7729   160400 SH       DEFINED        1           0        0   160400
MBIA Inc                       Common           55262C10      4607    95600 SH       DEFINED        2           0        0    95600
MBIA Inc                       Common           55262C10       225     4700 SH       DEFINED        3           0     4700        0
MBIA Inc                       Common           55262C10       308     6400 SH       DEFINED        3           0        0     6400
MBNA Corp                      Common           55262L10     13183   486000 SH       SOLE                       0        0   486000
MBNA Corp                      Common           55262L10     15602   575200 SH       DEFINED        1           0   575200        0
MDC Holdings Inc               Common           55267610     21536  1156300 SH       SOLE                       0        0  1156300
MCN Energy Group Inc           Common           55267J10      1069    50000 SH       SOLE                   50000        0        0
MCN Energy Group Inc           Common           55267J10      9745   455900 SH       SOLE                       0        0   455900
MDU Resources                  Common           55269010      5875   271500 SH       SOLE                  271500        0        0
MDU Resources                  Common           55269010     10505   485750 SH       SOLE                       0        0   485750
MDU Resources                  Common           55269010      5701   263650 SH       DEFINED        1           0   263650        0
MEMC Electronic Matl           Common           55271510     14398   800000 SH       SOLE                  800000        0        0
MEMC Electronic Matl           Common           55271510      3055   169700 SH       SOLE                       0        0   169700
MEMC Electronic Matl           Common           55271510      4643   257900 SH       DEFINED        1           0   257900        0
MGC Communications             Common           55276330     57982   967300 SH       SOLE                  967300        0        0
MGC Communications             Common           55276330     28715   479100 SH       SOLE                       0        0   479100
MGC Communications             Common           55276330     14692   245120 SH       DEFINED        1           0   245120        0
MGC Communications             Cv Pfd           55276350       312     6000 PRN      SOLE                    6000        0        0
MGI Pharma Inc                 Common           55288010       179     6200 SH       SOLE                    6200        0        0
MGI Pharma Inc                 Common           55288010       175     6100 SH       SOLE                       0        0     6100
MGI Pharma Inc                 Common           55288010       911    31700 SH       DEFINED        1           0    31700        0
MGI Pharma Inc                 Common           55288010        66     2300 SH       DEFINED        2           0        0     2300
MMC Networks Inc               Common           55308N10      1047    19600 SH       SOLE                   19600        0        0
MPW Industrial Svcs            Common           55344410       195    25100 SH       SOLE                   25100        0        0
MPW Industrial Svcs            Common           55344410      1251   161400 SH       DEFINED        2           0        0   161400
MRV Communications             Common           55347710       800    11900 SH       SOLE                   11900        0        0
MRV Communications             Common           55347710       545     8100 SH       SOLE                       0        0     8100
MRV Communications             Common           55347710       761    11300 SH       DEFINED        1           0    11300        0
MSC.Software Corp              Common           55353110       322    35500 SH       SOLE                   35500        0        0
MS Carriers Inc                Common           55353310      2419   137800 SH       SOLE                  137800        0        0
MS Carriers Inc                Common           55353310      9518   540000 SH       SOLE                       0        0   540000
MS Carriers Inc                Common           55353310      4977   282400 SH       DEFINED        1           0   282400        0
MS Carriers Inc                Common           55353310       864    49000 SH       DEFINED        1           0    49000        0
MS Carriers Inc                Common           55353310      2647   150200 SH       DEFINED        2           0        0   150200
MacDermid Inc                  Common           55427310      5843   249100 SH       SOLE                  249100        0        0
MacDermid Inc                  Common           55427310      1414    60200 SH       SOLE                       0        0    60200
MacDermid Inc                  Common           55427310       736    31300 SH       DEFINED        1           0    31300        0
Macerich Co REIT               Common           55438210     11453   519100 SH       SOLE                       0        0   519100
Macromedia Inc                 Common           55610010    132064  1366040 SH       SOLE                 1366040        0        0
Macromedia Inc                 Common           55610010     19838   205200 SH       SOLE                       0        0   205200
Macromedia Inc                 Common           55610010     24691   255360 SH       DEFINED        1           0   255360        0
Madden Steven Ltd              Common           55626910      2259   344300 SH       SOLE                  344300        0        0
Madden Steven Ltd              Common           55626910       464    70700 SH       DEFINED        1           0    70700        0
Magainin Pharm Inc             Common           55903610       306    66000 SH       SOLE                   66000        0        0
Magainin Pharm Inc             Common           55903610      6483  1401900 SH       SOLE                       0        0  1401900
Magainin Pharm Inc             Common           55903610      5964  1289500 SH       DEFINED        1           0  1289500        0
Magainin Pharm Inc             Common           55903610       130    28200 SH       DEFINED        2           0        0    28200
Magellan Health Svcs           Common           55907910      1419  1135000 SH       SOLE                 1135000        0        0
Magna Entmt Cl A               Common           55921110         0       20 SH       DEFINED        2           0       20        0
Magna Intl Inc A               Common           55922240       104     2200 SH       SOLE                    2200        0        0
Matav RT ADR                   Common           55977610      8954   260000 SH       SOLE                  260000        0        0
Matav RT ADR                   Common           55977610      1550    45000 SH       SOLE                       0        0    45000
Matav RT ADR                   Common           55977610      3168    92000 SH       DEFINED        1           0    92000        0
Mallinckrodt Inc               Common           56123210      6504   150070 SH       SOLE                  150070        0        0
Mallinckrodt Inc               Common           56123210     66912  1540400 SH       SOLE                       0        0  1540400
Mallinckrodt Inc               Common           56123210     29864   687500 SH       DEFINED        1           0   687500        0
Mallinckrodt Inc               Common           56123210      8907   205040 SH       DEFINED        2           0        0   205040
Mallinckrodt Inc               Common           56123210       777    17890 SH       DEFINED        3           0        0    17890
Mallon Resources               Common           56124020      3552   400000 SH       SOLE                  400000        0        0
Mallon Resources               Common           56124020      3328   375000 SH       DEFINED        2           0        0   375000
Manitowoc                      Common           56357110       498    18600 SH       SOLE                   18600        0        0
Manor Care Inc                 Common           56405510      3042   434300 SH       SOLE                  434300        0        0
Manor Care Inc                 Common           56405510       473    67600 SH       SOLE                       0        0    67600
Manor Care Inc                 Common           56405510        27     3900 SH       DEFINED        1           0     3900        0
Manpower Inc                   Common           56418H10    211996  6624300 SH       SOLE                 6624300        0        0
Manpower Inc                   Common           56418H10     44751  1398500 SH       SOLE                       0        0  1398500
Manpower Inc                   Common           56418H10     40000  1250010 SH       DEFINED        1           0  1250010        0
Manugustics Group              Common           56501110     25609   547800 SH       SOLE                  547800        0        0
Manugustics Group              Common           56501110     19869   425000 SH       SOLE                       0        0   425000
Manugustics Group              Common           56501110      1875    40100 SH       DEFINED        1           0    40100        0
Manulife Financial             Common           56501R10       430    25000 SH       SOLE                       0        0    25000
MarineMax Inc                  Common           56790810      3636   519300 SH       SOLE                  519300        0        0
MarineMax Inc                  Common           56790810       602    86000 SH       SOLE                       0        0    86000
MarineMax Inc                  Common           56790810      1694   242000 SH       DEFINED        1           0   242000        0
MarineMax Inc                  Common           56790810       658    94000 SH       DEFINED        1           0    94000        0
MarineMax Inc                  Common           56790810      1820   260000 SH       DEFINED        2           0        0   260000
Marine Drilling Co             Common           56824020     17991   642500 SH       SOLE                  642500        0        0
Marine Drilling Co             Common           56824020      1120    40000 SH       SOLE                       0        0    40000
Marine Drilling Co             Common           56824020      6818   243500 SH       DEFINED        1           0   243500        0
Marine Drilling Co             Common           56824020      1120    40000 SH       DEFINED        1           0    40000        0
Marine Drilling Co             Common           56824020      3780   135000 SH       DEFINED        2           0        0   135000
MarkWest Hydrocarbon           Common           57076210      1529   181000 SH       SOLE                  181000        0        0
MarkWest Hydrocarbon           Common           57076210      1055   125000 SH       SOLE                       0        0   125000
MarkWest Hydrocarbon           Common           57076210      2363   280000 SH       DEFINED        1           0   280000        0
MarkWest Hydrocarbon           Common           57076210      1097   130000 SH       DEFINED        1           0   130000        0
Marsh & McLennan               Common           57174810    933380  8943628 SH       SOLE                 8943628        0        0
Marsh & McLennan               Common           57174810    671845  6434630 SH       SOLE                       0        0  6434630
Marsh & McLennan               Common           57174810     67676   648010 SH       DEFINED        1           0   648010        0
Marsh & McLennan               Common           57174810      6522    63500 SH       DEFINED        1           0    63500        0
Marsh & McLennan               Common           57174810     13906   133150 SH       DEFINED        1           0        0   133150
Marsh & McLennan               Common           57174810       428     4100 SH       DEFINED        2           0     4100        0
Marsh & McLennan               Common           57174810     24349   233230 SH       DEFINED        2           0        0   233230
Marsh & McLennan               Common           57174810       965     9300 SH       DEFINED        3           0     9300        0
Marsh & McLennan               Common           57174810      1368    13100 SH       DEFINED        3           0        0    13100
Martin Marietta Mtls           Common           57328410       113     2800 SH       SOLE                    2800        0        0
Martin Marietta Mtls           Common           57328410       263     6500 SH       SOLE                       0        0     6500
Martin Marietta Mtls           Common           57328410      4715   116600 SH       DEFINED        1           0   116600        0
Mascotech Inc                  Common           57467010       260    24000 SH       SOLE                   24000        0        0
Mascotech Inc                  Common           57467010      1196   110600 SH       DEFINED        1           0   110600        0
Matria Healthcare              Common           57681710      9647  2100000 SH       SOLE                       0        0  2100000
Matria Healthcare              Common           57681710       575   125100 SH       DEFINED        1           0   125100        0
Matsushita Elec ADR            Common           57687920       309     1200 SH       SOLE                    1200        0        0
Mattel Inc                     Common           57708110     38478  2928400 SH       SOLE                 2928400        0        0
Mattel Inc                     Common           57708110     10769   817200 SH       SOLE                       0        0   817200
Mattel Inc                     Common           57708110     16449  1247200 SH       DEFINED        1           0  1247200        0
Mattel Inc                     Common           57708110     13585  1030100 SH       DEFINED        2           0        0  1030100
Mattel Inc                     Common           57708110       854    65200 SH       DEFINED        3           0    65200        0
Mattel Inc                     Common           57708110      1195    90600 SH       DEFINED        3           0        0    90600
Maxtor Corp                    Common           57772920     55639  5267100 SH       SOLE                 5267100        0        0
Maxtor Corp                    Common           57772920     29669  2808700 SH       SOLE                       0        0  2808700
Maxtor Corp                    Common           57772920     15940  1508900 SH       DEFINED        1           0  1508900        0
Maxtor Corp                    Common           57772920       577    55000 SH       DEFINED        3           0    55000        0
Maxwell Shoe Co                Common           57776610       296    30000 SH       SOLE                   30000        0        0
May Dept Stores Co             Common           57777810     36673  1528100 SH       SOLE                 1528100        0        0
May Dept Stores Co             Common           57777810    215987  8999450 SH       SOLE                       0        0  8999450
May Dept Stores Co             Common           57777810     15219   634160 SH       DEFINED        1           0   634160        0
May Dept Stores Co             Common           57777810      4625   192700 SH       DEFINED        1           0   192700        0
May Dept Stores Co             Common           57777810      1536    64000 SH       DEFINED        2           0        0    64000
Maverick Tube Corp             Common           57791410      1748    60000 SH       SOLE                   60000        0        0
McClatchy Company A            Common           57948910      6896   208400 SH       SOLE                  208400        0        0
McClatchy Company A            Common           57948910      4038   121900 SH       SOLE                       0        0   121900
McClatchy Company A            Common           57948910     12495   377200 SH       DEFINED        1           0   377200        0
McCormick & Co NonVt           Common           57978020     71104  2187800 SH       SOLE                 2187800        0        0
McCormick & Co NonVt           Common           57978020     10147   312200 SH       DEFINED        1           0   312200        0
McDermott Intl Inc             Common           58003710     18092  2053900 SH       SOLE                 2053900        0        0
McDermott Intl Inc             Common           58003710     11583  1314300 SH       SOLE                       0        0  1314300
McDermott Intl Inc             Common           58003710      5312   602700 SH       DEFINED        1           0   602700        0
McDonald's Corp                Common           58013510    466489 14167991 SH       SOLE                14167991        0        0
McDonald's Corp                Common           58013510    112500  3417065 SH       SOLE                       0        0  3417065
McDonald's Corp                Common           58013510     15971   484880 SH       DEFINED        1           0   484880        0
McDonald's Corp                Common           58013510      3522   109400 SH       DEFINED        1           0   109400        0
McDonald's Corp                Common           58013510      4809   146000 SH       DEFINED        1           0        0   146000
McDonald's Corp                Common           58013510      7843   238100 SH       DEFINED        2           0        0   238100
McDonald's Corp                Common           58013510       379    11500 SH       DEFINED        3           0        0    11500
McKesson HBOC Inc              Common           58155Q10    190649  9106500 SH       SOLE                 9106500        0        0
McKesson HBOC Inc              Common           58155Q10    312984 14948250 SH       SOLE                       0        0 14948250
McKesson HBOC Inc              Common           58155Q10     13227   631700 SH       DEFINED        1           0   631700        0
McKesson HBOC Inc              Common           58155Q10       415    19800 SH       DEFINED        2           0        0    19800
McKesson HBOC Inc              Common           58155Q10       545    26200 SH       DEFINED        3           0    26200        0
McLeodUSA Inc A                Common           58226610    108607  5248925 SH       SOLE                 5248925        0        0
McLeodUSA Inc A                Common           58226610     45614  2204800 SH       SOLE                       0        0  2204800
McLeodUSA Inc A                Common           58226610     16461   795675 SH       DEFINED        1           0   795675        0
McLeodUSA Inc                  Cv Pfd           58226620       200      400 PRN      SOLE                     400        0        0
McMoRan Exploration            Common           58241110     14578   883500 SH       SOLE                  883500        0        0
Mead Corp                      Common           58283410       217     8600 SH       SOLE                    8600        0        0
Mechanical Dynamics            Common           58352110      2192   430000 SH       SOLE                  430000        0        0
Mechanical Dynamics            Common           58352110       713   140000 SH       SOLE                       0        0   140000
Mechanical Dynamics            Common           58352110       178    35000 SH       DEFINED        1           0    35000        0
MediaOne Group Inc             Common           58440J10     16531   250000 SH       SOLE                  250000        0        0
Media Metrix Inc               Common           58440X10      1297    51000 SH       SOLE                   51000        0        0
Mercantile Bankshrs            Common           58740510     24268   814600 SH       SOLE                  814600        0        0
Mercantile Bankshrs            Common           58740510      2871    96300 SH       SOLE                       0        0    96300
Mercantile Bankshrs            Common           58740510      2266    76000 SH       DEFINED        1           0    76000        0
Mercantile Bankshrs            Common           58740510       707    23700 SH       DEFINED        1           0    23700        0
Mercantile Bankshrs            Common           58740510      8747   293400 SH       DEFINED        1           0        0   293400
Mercator Software              Common           58758710     36514   531100 SH       SOLE                  531100        0        0
Mercator Software              Common           58758710      4669    67900 SH       DEFINED        1           0    67900        0
Merchants Bancshares           Common           58844810      2575   132000 SH       SOLE                  132000        0        0
Merchants Bancshares           Common           58844810       507    26000 SH       SOLE                       0        0    26000
Merchants Bancshares           Common           58844810       527    27000 SH       DEFINED        1           0    27000        0
Merck & Co                     Common           58933110    585215  7640259 SH       SOLE                 7640259        0        0
Merck & Co                     Common           58933110    457653  5973353 SH       SOLE                       0        0  5973353
Merck & Co                     Common           58933110     99272  1295540 SH       DEFINED        1           0  1295540        0
Merck & Co                     Common           58933110      3774    50300 SH       DEFINED        1           0    50300        0
Merck & Co                     Common           58933110      5977    78000 SH       DEFINED        1           0        0    78000
Merck & Co                     Common           58933110     21560   281370 SH       DEFINED        2           0        0   281370
Merck & Co                     Common           58933110       563     7400 SH       DEFINED        3           0     7400        0
Merck & Co                     Common           58933110      1680    21920 SH       DEFINED        3           0        0    21920
Mercury Computer Sys           Common           58937810       375    11600 SH       SOLE                   11600        0        0
Mercury Interactive            Common           58940510      7324    75700 SH       SOLE                   75700        0        0
Mercury Interactive            Common           58940510      6985    72200 SH       DEFINED        1           0    72200        0
Meristar Hotels                Common           58998810      2945  1024400 SH       SOLE                 1024400        0        0
Meristar Hotels                Common           58998810      3341  1162200 SH       DEFINED        1           0  1162200        0
Meristar Hotels                Common           58998810       147    51200 SH       DEFINED        1           0    51200        0
Meristar Hotels                Common           58998810      2515   874900 SH       DEFINED        2           0        0   874900
Meritor Automotive             Common           59000G10        44     4000 SH       SOLE                    4000        0        0
Meritor Automotive             Common           59000G10       438    39800 SH       DEFINED        1           0    39800        0
Meritage Corp                  Common           59001A10      3289   307600 SH       SOLE                  307600        0        0
Merrill Lynch & Co             Common           59018810    541067  4708527 SH       SOLE                 4708527        0        0
Merrill Lynch & Co             Common           59018810    167229  1455362 SH       SOLE                       0        0  1455362
Merrill Lynch & Co             Common           59018810     88591   770330 SH       DEFINED        1           0   770330        0
Merrill Lynch & Co             Common           59018810      8855    77500 SH       DEFINED        1           0    77500        0
Merrill Lynch & Co             Common           59018810     22000   191300 SH       DEFINED        1           0        0   191300
Merrill Lynch & Co             Common           59018810       368     3200 SH       DEFINED        2           0     3200        0
Merrill Lynch & Co             Common           59018810     32354   281400 SH       DEFINED        2           0        0   281400
Merrill Lynch & Co             Common           59018810      1977    17300 SH       DEFINED        3           0    17300        0
Merrill Lynch & Co             Common           59018810      2496    21700 SH       DEFINED        3           0        0    21700
Mesa Air Group Inc             Common           59047910      1801   325400 SH       SOLE                  325400        0        0
Mesa Air Group Inc             Common           59047910     11469  2073700 SH       SOLE                       0        0  2073700
Mesa Air Group Inc             Common           59047910      5466   988400 SH       DEFINED        1           0   988400        0
Mesaba Holdings Inc            Common           59066B10      4802   502950 SH       SOLE                  502950        0        0
Mesaba Holdings Inc            Common           59066B10     10679  1116600 SH       SOLE                       0        0  1116600
Mesaba Holdings Inc            Common           59066B10      1718   179600 SH       DEFINED        1           0   179600        0
Met-Pro Corp                   Common           59087630       708    78700 SH       DEFINED        1           0    78700        0
Metasolv Software              Common           59139310      3960    90000 SH       SOLE                   90000        0        0
Methode Electrs Cl A           Common           59152020     33588   870000 SH       SOLE                  870000        0        0
Methode Electrs Cl A           Common           59152020      9173   237500 SH       SOLE                       0        0   237500
Methode Electrs Cl A           Common           59152020      5412   140100 SH       DEFINED        1           0   140100        0
Metlife Inc                    Common           59156R10     71229  3381500 SH       SOLE                 3381500        0        0
Metlife Inc                    Common           59156R10      1647    78200 SH       SOLE                       0        0    78200
Metlife Inc                    Common           59156R10      1003    47600 SH       DEFINED        1           0    47600        0
Metris Companies Inc           Common           59159810      3938   156700 SH       SOLE                  156700        0        0
Metris Companies Inc           Common           59159810      1357    54600 SH       SOLE                       0        0    54600
Metris Companies Inc           Common           59159810      1315    52350 SH       DEFINED        1           0    52350        0
Metrocall Inc                  Common           59164710      5958   664100 SH       SOLE                  664100        0        0
Metrocall Inc                  Common           59164710      1035   115000 SH       SOLE                       0        0   115000
Metrocall Inc                  Common           59164710      2700   300000 SH       DEFINED        1           0   300000        0
Metrocall Inc                  Common           59164710      1179   131000 SH       DEFINED        1           0   131000        0
Metrocall Inc                  Common           59164710      3510   390000 SH       DEFINED        2           0        0   390000
MetroCorp Bancshares           Common           59165010       657    95500 SH       SOLE                       0        0    95500
Metrologic Instrumts           Common           59167610      2450   166000 SH       SOLE                  166000        0        0
Metrologic Instrumts           Common           59167610       679    46000 SH       SOLE                       0        0    46000
Metrologic Instrumts           Common           59167610      1549   105000 SH       DEFINED        1           0   105000        0
Metrologic Instrumts           Common           59167610       516    35000 SH       DEFINED        1           0    35000        0
Metromedia Fiber A             Common           59168910     13581   342200 SH       SOLE                  342200        0        0
Michaels Stores Inc            Common           59408710       578    12600 SH       SOLE                   12600        0        0
Michaels Stores Inc            Common           59408710      1997    43600 SH       DEFINED        1           0    43600        0
Micrel Inc                     Common           59479310      1264    29100 SH       SOLE                   29100        0        0
Micrel Inc                     Common           59479310      4509   103800 SH       DEFINED        1           0   103800        0
Micros Systems                 Common           59490110      1924   103700 SH       SOLE                  103700        0        0
Micros Systems                 Common           59490110       845    45500 SH       SOLE                       0        0    45500
Micros Systems                 Common           59490110      2146   115600 SH       DEFINED        1           0   115600        0
Microsoft Corp                 Common           59491810   1325111 16578392 SH       SOLE                16578392        0        0
Microsoft Corp                 Common           59491810    449764  5625996 SH       SOLE                       0        0  5625996
Microsoft Corp                 Common           59491810    340947  4261828 SH       DEFINED        1           0  4261828        0
Microsoft Corp                 Common           59491810     11345   144720 SH       DEFINED        1           0   144720        0
Microsoft Corp                 Common           59491810       944    11800 SH       DEFINED        2           0    11800        0
Microsoft Corp                 Common           59491810     73605   920340 SH       DEFINED        2           0        0   920340
Microsoft Corp                 Common           59491810      3911    49200 SH       DEFINED        3           0    49200        0
Microsoft Corp                 Common           59491810      5323    66540 SH       DEFINED        3           0        0    66540
MicroStrategy Inc A            Common           59497210      4500   150000 SH       SOLE                  150000        0        0
Micron Electronics             Common           59510010       520    41600 SH       SOLE                   41600        0        0
Micron Electronics             Common           59510010       869    69500 SH       DEFINED        1           0    69500        0
Micron Technology              Common           59511210    771364  8773384 SH       SOLE                 8773384        0        0
Micron Technology              Common           59511210    229691  2609940 SH       SOLE                       0        0  2609940
Micron Technology              Common           59511210    105389  1196750 SH       DEFINED        1           0  1196750        0
Micron Technology              Common           59511210      4710    54600 SH       DEFINED        1           0    54600        0
Micron Technology              Common           59511210       476     5400 SH       DEFINED        2           0     5400        0
Micron Technology              Common           59511210     47037   534212 SH       DEFINED        2           0        0   534212
Micron Technology              Common           59511210      2450    28000 SH       DEFINED        3           0    28000        0
Micron Technology              Common           59511210      3311    37600 SH       DEFINED        3           0        0    37600
Microsemi Corp                 Common           59513710      5363   158000 SH       SOLE                  158000        0        0
Microsemi Corp                 Common           59513710       821    24200 SH       SOLE                       0        0    24200
Microsemi Corp                 Common           59513710      2253    66400 SH       DEFINED        1           0    66400        0
Microsemi Corp                 Common           59513710      2644    77900 SH       DEFINED        2           0        0    77900
Microwave Pwr Device           Common           59517M10      1935   368400 SH       SOLE                  368400        0        0
Microwave Pwr Device           Common           59517M10       678   129100 SH       SOLE                       0        0   129100
Microwave Pwr Device           Common           59517M10       368    70000 SH       DEFINED        1           0    70000        0
Microwave Pwr Device           Common           59517M10      1336   254500 SH       DEFINED        2           0        0   254500
Mid Atlantic Med Svc           Common           59523C10      6750   500000 SH       SOLE                       0        0   500000
Midcoast Energy Res            Common           59563W10      4708   298750 SH       SOLE                  298750        0        0
Midcoast Energy Res            Common           59563W10      1463    92950 SH       SOLE                       0        0    92950
Midcoast Energy Res            Common           59563W10      2887   183250 SH       DEFINED        1           0   183250        0
Midcoast Energy Res            Common           59563W10       552    35000 SH       DEFINED        1           0    35000        0
Midcoast Energy Res            Common           59563W10      1969   125000 SH       DEFINED        2           0        0   125000
Millennium Pharm               Common           59990210     12709   113600 SH       SOLE                  113600        0        0
Millennium Pharm               Common           59990210     13213   118100 SH       SOLE                       0        0   118100
Millennium Pharm               Common           59990210     15975   142800 SH       DEFINED        1           0   142800        0
Herman Miller Inc              Common           60054410     42505  1644100 SH       SOLE                 1644100        0        0
Herman Miller Inc              Common           60054410      4474   172900 SH       SOLE                       0        0   172900
Herman Miller Inc              Common           60054410      7918   306000 SH       DEFINED        1           0   306000        0
Minerals Tech Inc              Common           60315810     22791   496000 SH       SOLE                  496000        0        0
Minerals Tech Inc              Common           60315810      6205   134900 SH       SOLE                       0        0   134900
Minerals Tech Inc              Common           60315810     16628   361500 SH       DEFINED        1           0   361500        0
Minn Mining & Mfg Co           Common           60405910     50998   618200 SH       SOLE                  618200        0        0
Minn Mining & Mfg Co           Common           60405910    258294  3130800 SH       SOLE                       0        0  3130800
Minn Mining & Mfg Co           Common           60405910      7651    92730 SH       DEFINED        1           0    92730        0
Minn Mining & Mfg Co           Common           60405910       239     2900 SH       DEFINED        1           0     2900        0
Minn Mining & Mfg Co           Common           60405910      3086    37400 SH       DEFINED        1           0        0    37400
Minn Mining & Mfg Co           Common           60405910      3836    46500 SH       DEFINED        2           0        0    46500
Minn Mining & Mfg Co           Common           60405910       355     4300 SH       DEFINED        3           0        0     4300
Minnesota Power Inc            Common           60411010      3982   230000 SH       SOLE                       0        0   230000
Mitcham Inds Inc               Common           60650110      3348   630000 SH       SOLE                  630000        0        0
Mitcham Inds Inc               Common           60650110      1009   190000 SH       SOLE                       0        0   190000
Mitcham Inds Inc               Common           60650110       186    35000 SH       DEFINED        1           0    35000        0
Mitel Corp                     Common           60671110        58     2750 SH       SOLE                    2750        0        0
Mobius Mgmt Solution           Common           60692510       240    52700 SH       SOLE                   52700        0        0
Mobius Mgmt Solution           Common           60692510       240    52600 SH       SOLE                       0        0    52600
Mobius Mgmt Solution           Common           60692510       196    43000 SH       DEFINED        1           0    43000        0
Mohawk Industries              Common           60819010      1878    86350 SH       DEFINED        1           0    86350        0
Moldflow Corp                  Common           60850710       178    11000 SH       SOLE                   11000        0        0
Moldflow Corp                  Common           60850710       178    11000 SH       SOLE                       0        0    11000
Moldflow Corp                  Common           60850710       494    30500 SH       DEFINED        1           0    30500        0
Moldflow Corp                  Common           60850710       193    11900 SH       DEFINED        1           0    11900        0
Moldflow Corp                  Common           60850710       578    35700 SH       DEFINED        2           0        0    35700
Molex Inc Non Vtg A            Common           60855420      3501   100000 SH       SOLE                  100000        0        0
Monaco Coach Corp              Common           60886R10      2672   196000 SH       SOLE                  196000        0        0
Monaco Coach Corp              Common           60886R10       763    56000 SH       SOLE                       0        0    56000
Monaco Coach Corp              Common           60886R10       818    60000 SH       DEFINED        1           0    60000        0
Monaco Coach Corp              Common           60886R10      2112   155000 SH       DEFINED        2           0        0   155000
Mondavi Robert Cl A            Common           60920010       423    13800 SH       SOLE                   13800        0        0
Mondavi Robert Cl A            Common           60920010      1771    57700 SH       DEFINED        1           0    57700        0
Monro Muffler Inc              Common           61023610      3309   360000 SH       SOLE                  360000        0        0
Monro Muffler Inc              Common           61023610       919   100000 SH       SOLE                       0        0   100000
Monro Muffler Inc              Common           61023610       774    84200 SH       DEFINED        1           0    84200        0
Monsanto Co ACES               Cv Pfd           61166230      5467   120800 PRN      SOLE                  120800        0        0
Monsanto Co ACES               Cv Pfd           61166230     15674   346400 PRN      SOLE                       0        0   346400
Montana Power Co               Common           61208510     53615  1519300 SH       SOLE                 1519300        0        0
Montana Power Co               Common           61208510     36973  1047000 SH       SOLE                       0        0  1047000
Montana Power Co               Common           61208510      8647   244870 SH       DEFINED        1           0   244870        0
Montana Power Co               Common           61208510       162     4600 SH       DEFINED        1           0     4600        0
Montana Power Co               Common           61208510      2098    59400 SH       DEFINED        1           0        0    59400
Morgan JP & Co                 Common           61688010      1167    10600 SH       SOLE                   10600        0        0
Morgan JP & Co                 Common           61688010      7037    63900 SH       SOLE                       0        0    63900
Morgan Stanley DW&Co           Common           61744644    217195  2609136 SH       SOLE                 2609136        0        0
Morgan Stanley DW&Co           Common           61744644      3643    43760 SH       SOLE                       0        0    43760
Morgan Stanley DW&Co           Common           61744644     53543   643150 SH       DEFINED        1           0   643150        0
Motient Corp                   Common           61990810      8664   553400 SH       SOLE                  553400        0        0
Motient Corp                   Common           61990810      1395    88900 SH       SOLE                       0        0    88900
Motient Corp                   Common           61990810      3553   226500 SH       DEFINED        1           0   226500        0
Motient Corp                   Common           61990810      1522    97000 SH       DEFINED        1           0    97000        0
Motient Corp                   Common           61990810      4636   295500 SH       DEFINED        2           0        0   295500
Motorola Inc                   Common           62007610    172341  5929900 SH       SOLE                 5929900        0        0
Motorola Inc                   Common           62007610    126928  4367891 SH       SOLE                       0        0  4367891
Motorola Inc                   Common           62007610     21567   742060 SH       DEFINED        1           0   742060        0
Motorola Inc                   Common           62007610       273     9400 SH       DEFINED        1           0     9400        0
Mueller Industries             Common           62475610       521    18600 SH       SOLE                   18600        0        0
Mueller Industries             Common           62475610      1364    48700 SH       DEFINED        1           0    48700        0
Murphy Oil Corp                Common           62671710     13661   230200 SH       SOLE                  230200        0        0
Murphy Oil Corp                Common           62671710     25957   436700 SH       SOLE                       0        0   436700
Murphy Oil Corp                Common           62671710      2348    39500 SH       DEFINED        1           0    39500        0
MutualFirst Finl               Common           62845B10       554    47800 SH       SOLE                       0        0    47800
MutualFirst Finl               Common           62845B10       849    72200 SH       DEFINED        1           0    72200        0
Mylan Laboratories             Common           62853010     11604   635700 SH       SOLE                  635700        0        0
Mylan Laboratories             Common           62853010     33290  1824100 SH       SOLE                       0        0  1824100
Mylan Laboratories             Common           62853010       159     8700 SH       DEFINED        1           0     8700        0
Mylan Laboratories             Common           62853010        84     4600 SH       DEFINED        1           0     4600        0
Mylan Laboratories             Common           62853010      1073    58800 SH       DEFINED        1           0        0    58800
Myriad Genetics Inc            Common           62855J10      9877    66700 SH       SOLE                   66700        0        0
NBC Internet A                 Common           62873D10       255    20400 SH       SOLE                   20400        0        0
NBTY Inc                       Common           62878210      4790   753000 SH       SOLE                  753000        0        0
NBTY Inc                       Common           62878210       753   118100 SH       SOLE                       0        0   118100
NBTY Inc                       Common           62878210      1931   302800 SH       DEFINED        1           0   302800        0
NBTY Inc                       Common           62878210       822   128900 SH       DEFINED        1           0   128900        0
NBTY Inc                       Common           62878210      2503   392600 SH       DEFINED        2           0        0   392600
NCI Building Systems           Common           62885210      4111   203000 SH       SOLE                  203000        0        0
NCI Building Systems           Common           62885210      1160    57300 SH       SOLE                       0        0    57300
NCI Building Systems           Common           62885210      3309   163400 SH       DEFINED        1           0   163400        0
NCI Building Systems           Common           62885210      1246    61500 SH       DEFINED        1           0    61500        0
NCI Building Systems           Common           62885210      3762   185800 SH       DEFINED        2           0        0   185800
NCO Group Inc                  Common           62885810     43401  1876400 SH       SOLE                 1876400        0        0
NCO Group Inc                  Common           62885810      4060   175600 SH       SOLE                       0        0   175600
NCO Group Inc                  Common           62885810     11372   491720 SH       DEFINED        1           0   491720        0
NDS Group Plc ADR              Common           62889110       523     8800 SH       SOLE                    8800        0        0
NDS Group Plc ADR              Common           62889110        12      200 SH       DEFINED        1           0      200        0
NS Group Inc                   Common           62891610     20840   994800 SH       SOLE                  994800        0        0
NS Group Inc                   Common           62891610      2358   112600 SH       SOLE                       0        0   112600
NS Group Inc                   Common           62891610      2594   123900 SH       DEFINED        1           0   123900        0
NEC Corp ADR                   Common           62905020       523     3300 SH       SOLE                    3300        0        0
Nn Inc                         Common           62933710      4779   455000 SH       SOLE                  455000        0        0
Nn Inc                         Common           62933710      1050   100000 SH       SOLE                       0        0   100000
Nn Inc                         Common           62933710      2520   240000 SH       DEFINED        1           0   240000        0
Nn Inc                         Common           62933710      1010    96150 SH       DEFINED        1           0    96150        0
Nn Inc                         Common           62933710      3360   320000 SH       DEFINED        2           0        0   320000
NPC International              Common           62936030        62     6900 SH       SOLE                    6900        0        0
NPC International              Common           62936030      1591   177400 SH       DEFINED        1           0   177400        0
NPS Pharmaceuticals            Common           62936P10      6502   242727 SH       SOLE                  242727        0        0
NPS Pharmaceuticals            Common           62936P10      1924    71928 SH       SOLE                       0        0    71928
NPS Pharmaceuticals            Common           62936P10     20277   758024 SH       DEFINED        1           0   758024        0
NPS Pharmaceuticals            Common           62936P10       495    18500 SH       DEFINED        2           0        0    18500
NTL Incorporated               Common           62940710     76311  1274377 SH       SOLE                 1274377        0        0
NTL Incorporated               Common           62940710     28940   483349 SH       SOLE                       0        0   483349
NTL Incorporated               Common           62940710     30860   515400 SH       DEFINED        1           0   515400        0
Nabisco Group Hldgs            Common           62952P10     50986  1966900 SH       SOLE                 1966900        0        0
Nabisco Group Hldgs            Common           62952P10      2525    98400 SH       SOLE                       0        0    98400
Nabisco Group Hldgs            Common           62952P10     20636   795630 SH       DEFINED        1           0   795630        0
Nabisco Group Hldgs            Common           62952P10       648    25000 SH       DEFINED        1           0    25000        0
Nabisco Group Hldgs            Common           62952P10       189     7300 SH       DEFINED        2           0     7300        0
Nabisco Group Hldgs            Common           62952P10     10742   414300 SH       DEFINED        2           0        0   414300
Nabisco Group Hldgs            Common           62952P10       768    29800 SH       DEFINED        3           0    29800        0
Nabisco Group Hldgs            Common           62952P10      1001    38600 SH       DEFINED        3           0        0    38600
Nabors Industries              Common           62956810     17824   429158 SH       SOLE                  429158        0        0
Nabors Industries              Common           62956810     18184   437500 SH       SOLE                       0        0   437500
Nabors Industries              Common           62956810      3811    91700 SH       DEFINED        1           0    91700        0
Nabors Industries              Common           62956810      4065    97807 SH       DEFINED        2           0        0    97807
NATCO Group Inc                Common           63227W20      8034   851300 SH       SOLE                  851300        0        0
NATCO Group Inc                Common           63227W20      1227   130000 SH       DEFINED        1           0   130000        0
National City Corp             Common           63540510     10895   638500 SH       SOLE                  638500        0        0
National City Corp             Common           63540510     53743  3149700 SH       SOLE                       0        0  3149700
National City Corp             Common           63540510      5890   345150 SH       DEFINED        1           0   345150        0
National Comm Bancrp           Common           63544910      2740   170600 SH       SOLE                  170600        0        0
Natl Computer Sys              Common           63551910      1143    23200 SH       SOLE                   23200        0        0
National Data Corp             Common           63562110      4181   181800 SH       SOLE                       0        0   181800
National Fuel Gas Co           Common           63618010     12886   264300 SH       SOLE                  264300        0        0
National Fuel Gas Co           Common           63618010     33379   684700 SH       SOLE                       0        0   684700
National Fuel Gas Co           Common           63618010     13154   269800 SH       DEFINED        1           0   269800        0
National Instruments           Common           63651810      4788   110200 SH       SOLE                  110200        0        0
National Instruments           Common           63651810      1414    32400 SH       SOLE                       0        0    32400
National Instruments           Common           63651810       872    20000 SH       DEFINED        1           0    20000        0
National Merc Bnc NC           Cv Pfd           63691230       203    15002 PRN      SOLE                   15002        0        0
National Power ADR             Common           63719440      3825   150000 SH       SOLE                       0        0   150000
National RV Holdings           Common           63727710      4425   421200 SH       SOLE                  421200        0        0
National RV Holdings           Common           63727710       735    70000 SH       SOLE                       0        0    70000
National RV Holdings           Common           63727710      1959   186500 SH       DEFINED        1           0   186500        0
National RV Holdings           Common           63727710       189    18000 SH       DEFINED        1           0    18000        0
National RV Holdings           Common           63727710      2520   240000 SH       DEFINED        2           0        0   240000
Natl Semiconductor             Common           63764010       437     7700 SH       SOLE                    7700        0        0
Natl Semiconductor             Common           63764010        68     1200 SH       SOLE                       0        0     1200
Nationwide Hlth REIT           Common           63862010      5179   371600 SH       SOLE                       0        0   371600
Natures Sunshine               Common           63902710      3654   522000 SH       SOLE                  522000        0        0
Natures Sunshine               Common           63902710       672    96000 SH       SOLE                       0        0    96000
Natures Sunshine               Common           63902710      1813   259000 SH       DEFINED        1           0   259000        0
Natures Sunshine               Common           63902710       712   101800 SH       DEFINED        1           0   101800        0
Natures Sunshine               Common           63902710      2113   301800 SH       DEFINED        2           0        0   301800
Navistar Intl Corp             Common           63934E10       230     7400 SH       SOLE                    7400        0        0
Navistar Intl Corp             Common           63934E10      2513    80900 SH       DEFINED        1           0    80900        0
Navigant Consulting            Common           63935N10        42     9900 SH       SOLE                    9900        0        0
Neiman-Marcus Grp A            Common           64020420       828    28000 SH       SOLE                   28000        0        0
Neiman-Marcus Grp A            Common           64020420      1487    50300 SH       DEFINED        1           0    50300        0
Networks Assoc Inc             Common           64093810       192     9400 SH       SOLE                    9400        0        0
Networks Assoc Inc             Common           64093810      2910   142800 SH       DEFINED        1           0   142800        0
Netro Corp                     Common           64114R10      1109    19300 SH       SOLE                   19300        0        0
Netro Corp                     Common           64114R10       763    13300 SH       SOLE                       0        0    13300
Netro Corp                     Common           64114R10      1061    18500 SH       DEFINED        1           0    18500        0
Network Equip Tech             Common           64120810      4028   400200 SH       SOLE                  400200        0        0
Network Equip Tech             Common           64120810       794    78900 SH       SOLE                       0        0    78900
Network Equip Tech             Common           64120810      2217   220300 SH       DEFINED        1           0   220300        0
Network Equip Tech             Common           64120810       866    86100 SH       DEFINED        1           0    86100        0
Network Equip Tech             Common           64120810      2551   253500 SH       DEFINED        2           0        0   253500
Network Appliance              Common           64120L10      2061    25600 SH       SOLE                   25600        0        0
Network Appliance              Common           64120L10       386     4800 SH       SOLE                       0        0     4800
Network Appliance              Common           64120L10      6340    78760 SH       DEFINED        1           0    78760        0
Neurogen Corp                  Common           64124E10       982    34000 SH       SOLE                   34000        0        0
Neurogen Corp                  Common           64124E10       757    26200 SH       SOLE                       0        0    26200
Neurogen Corp                  Common           64124E10     12734   441000 SH       DEFINED        1           0   441000        0
Neurogen Corp                  Common           64124E10       286     9900 SH       DEFINED        2           0        0     9900
Neurocrine Bioscnc             Common           64125C10       292     8200 SH       SOLE                    8200        0        0
Neurocrine Bioscnc             Common           64125C10       530    14900 SH       SOLE                       0        0    14900
Neurocrine Bioscnc             Common           64125C10      9079   255300 SH       DEFINED        1           0   255300        0
Neurocrine Bioscnc             Common           64125C10       274     7700 SH       DEFINED        2           0        0     7700
NE Business Service            Common           64387210        88     5400 SH       SOLE                    5400        0        0
NE Business Service            Common           64387210        15      900 SH       DEFINED        1           0      900        0
NY Times Class A               Common           65011110       170     4300 SH       SOLE                    4300        0        0
NY Times Class A               Common           65011110       340     8600 SH       SOLE                       0        0     8600
NY Times Class A               Common           65011110      4365   110510 SH       DEFINED        1           0   110510        0
Newell Rubbermaid              Common           65122910      9020   350300 SH       SOLE                  350300        0        0
Newell Rubbermaid              Common           65122910        27     1060 SH       DEFINED        1           0     1060        0
Newell Rubbermaid              Common           65122910      3517   136600 SH       DEFINED        1           0   136600        0
Newfield Exploration           Common           65129010       728    18600 SH       SOLE                   18600        0        0
Newmark Homes Corp             Common           65157810      1061   165000 SH       SOLE                  165000        0        0
Newmark Homes Corp             Common           65157810       579    90000 SH       SOLE                       0        0    90000
Newmark Homes Corp             Common           65157810      1481   230000 SH       DEFINED        1           0   230000        0
Newmark Homes Corp             Common           65157810       193    30000 SH       DEFINED        1           0    30000        0
Newpark Resources              Common           65171850     25728  2725900 SH       SOLE                 2725900        0        0
Newport Corp                   Common           65182410     63576   592100 SH       SOLE                  592100        0        0
Newport Corp                   Common           65182410      2899    27000 SH       SOLE                       0        0    27000
Newport Corp                   Common           65182410        75      700 SH       DEFINED        1           0      700        0
News Corp Ltd ADR              Common           65248770     44331   813400 SH       SOLE                  813400        0        0
News Corp Ltd ADR              Common           65248770      7477   137200 SH       SOLE                       0        0   137200
News Corp Ltd ADR              Common           65248770       229     4200 SH       DEFINED        1           0     4200        0
News Corp Pfd ADR              Common           65248780     49131  1033600 SH       SOLE                 1033600        0        0
News Corp Pfd ADR              Common           65248780     27171   572000 SH       SOLE                       0        0   572000
News Corp Pfd ADR              Common           65248780     22586   475500 SH       DEFINED        1           0   475500        0
NextCard Inc                   Common           65332K10       705    82900 SH       SOLE                   82900        0        0
NextCard Inc                   Common           65332K10       485    57100 SH       SOLE                       0        0    57100
NextCard Inc                   Common           65332K10       718    84500 SH       DEFINED        1           0    84500        0
Nextel Communctns A            Common           65332V10       110     1800 SH       SOLE                    1800        0        0
Nextel Communctns A            Common           65332V10       300     4900 SH       SOLE                       0        0     4900
Nextel Communctns A            Common           65332V10      8213   134240 SH       DEFINED        1           0   134240        0
Nextel Partners Inc            Common           65333F10     41833  1284700 SH       SOLE                 1284700        0        0
Nextel Partners Inc            Common           65333F10      7255   222800 SH       SOLE                       0        0   222800
Nextel Partners Inc            Common           65333F10       286     8800 SH       DEFINED        1           0     8800        0
Nextel Partners Inc            Common           65333F10       221     6800 SH       DEFINED        1           0     6800        0
Nextel Partners Inc            Common           65333F10      2853    87600 SH       DEFINED        1           0        0    87600
NICOR Inc                      Common           65408610     29199   895000 SH       SOLE                       0        0   895000
Nike Inc Cl B                  Common           65410610     28327   711500 SH       SOLE                  711500        0        0
Nike Inc Cl B                  Common           65410610      5526   138800 SH       DEFINED        1           0   138800        0
99 Cent Only Stores            Common           65440K10       366     9200 SH       SOLE                    9200        0        0
99 Cent Only Stores            Common           65440K10      2859    71700 SH       DEFINED        1           0    71700        0
Nippon Tel & Tel ADR           Common           65462410     40341   590000 SH       SOLE                  590000        0        0
Nippon Tel & Tel ADR           Common           65462410      1915    28000 SH       SOLE                       0        0    28000
Noble Affiliates               Common           65489410       529    14200 SH       SOLE                   14200        0        0
Noble Affiliates               Common           65489410      2235    60000 SH       SOLE                       0        0    60000
Noble Affiliates               Common           65489410      2522    67700 SH       DEFINED        1           0    67700        0
Nokia Corp ADR                 Common           65490220    539559 10810230 SH       SOLE                10810230        0        0
Nokia Corp ADR                 Common           65490220     60989  1221740 SH       SOLE                       0        0  1221740
Nokia Corp ADR                 Common           65490220    111899  2240760 SH       DEFINED        1           0  2240760        0
Nokia Corp ADR                 Common           65490220      2512    50300 SH       DEFINED        2           0        0    50300
Noble Drilling Corp            Common           65504210      2394    58100 SH       SOLE                   58100        0        0
Noble Drilling Corp            Common           65504210     29507   716400 SH       SOLE                       0        0   716400
Noble Drilling Corp            Common           65504210     15433   374700 SH       DEFINED        1           0   374700        0
Nordson Corp                   Common           65566310     10772   213200 SH       SOLE                  213200        0        0
Nordson Corp                   Common           65566310      2664    52600 SH       SOLE                       0        0    52600
Nordson Corp                   Common           65566310      1570    31000 SH       DEFINED        1           0    31000        0
Norfolk Southern               Common           65584410     33062  2222390 SH       SOLE                 2222390        0        0
Norfolk Southern               Common           65584410    106388  7152200 SH       SOLE                       0        0  7152200
Norfolk Southern               Common           65584410      4196   282060 SH       DEFINED        1           0   282060        0
Norfolk Southern               Common           65584410      6152   413600 SH       DEFINED        1           0   413600        0
Norsk Hydro AS ADR             Common           65653160     17575   418400 SH       SOLE                  418400        0        0
Norsk Hydro AS ADR             Common           65653160    158409  3766000 SH       SOLE                       0        0  3766000
Norsk Hydro AS ADR             Common           65653160      4417   105000 SH       DEFINED        1           0   105000        0
Nortel Networks Corp           Common           65656810    215540  3161694 SH       SOLE                 3161694        0        0
Nortel Networks Corp           Common           65656810     72686  1066096 SH       SOLE                       0        0  1066096
Nortel Networks Corp           Common           65656810     91083  1334530 SH       DEFINED        1           0  1334530        0
Nortel Networks Corp           Common           65656810       102     1500 SH       DEFINED        1           0     1500        0
Nortel Networks Corp           Common           65656810      4416    64700 SH       DEFINED        2           0        0    64700
North Central Bancsh           Common           65841810      2303   166000 SH       SOLE                  166000        0        0
North Central Bancsh           Common           65841810       472    34000 SH       DEFINED        1           0    34000        0
North Fork Bancorp             Common           65942410       314    20800 SH       SOLE                   20800        0        0
Northeast PA Finl              Common           66390510      3513   342800 SH       SOLE                       0        0   342800
Northeast Utilities            Common           66439710      2175   100000 SH       SOLE                  100000        0        0
Northeast Utilities            Common           66439710     16313   750000 SH       SOLE                       0        0   750000
Northrim Bank Alaska           Common           66676410      1125   155100 SH       SOLE                  155100        0        0
Northrim Bank Alaska           Common           66676410       584    80500 SH       SOLE                       0        0    80500
Northrim Bank Alaska           Common           66676410       655    90400 SH       DEFINED        1           0    90400        0
Northrop Grumman Crp           Common           66680710    132097  1993890 SH       SOLE                 1993890        0        0
Northrop Grumman Crp           Common           66680710    237208  3580500 SH       SOLE                       0        0  3580500
Northrop Grumman Crp           Common           66680710      1638    24720 SH       DEFINED        1           0    24720        0
Northrop Grumman Crp           Common           66680710      5446    82200 SH       DEFINED        1           0    82200        0
Northwest Airl Crp A           Common           66728010     30438  1000000 SH       SOLE                       0        0  1000000
Northwest Airl Crp A           Common           66728010       457    15000 SH       DEFINED        2           0        0    15000
Northwest Pipe Co              Common           66774610      2435   205000 SH       SOLE                  205000        0        0
Northwest Pipe Co              Common           66774610       333    28000 SH       SOLE                       0        0    28000
Northwest Pipe Co              Common           66774610       380    32000 SH       DEFINED        1           0    32000        0
Northwestern Corp              Common           66807410      8193   354100 SH       SOLE                  354100        0        0
Northwestern Corp              Common           66807410      5624   243200 SH       SOLE                       0        0   243200
Northwestern Corp              Common           66807410      8034   347400 SH       DEFINED        1           0   347400        0
Nova Chemicals Corp            Common           66977W10        24     1100 SH       SOLE                    1100        0        0
Nova Corp                      Common           66978410     18298   656300 SH       SOLE                  656300        0        0
Nova Corp                      Common           66978410     14190   507900 SH       SOLE                       0        0   507900
Nova Corp                      Common           66978410      4199   150300 SH       DEFINED        1           0   150300        0
Novadigm Inc                   Common           66993710     14879   753400 SH       SOLE                  753400        0        0
Novadigm Inc                   Common           66993710      4356   220510 SH       DEFINED        1           0   220510        0
Novellus Systems Inc           Common           67000810     47309   836700 SH       SOLE                  836700        0        0
Novellus Systems Inc           Common           67000810      6080   107500 SH       SOLE                       0        0   107500
Novellus Systems Inc           Common           67000810     21868   386600 SH       DEFINED        1           0   386600        0
Novellus Systems Inc           Common           67000810       255     4500 SH       DEFINED        1           0     4500        0
Novellus Systems Inc           Common           67000810      3326    58800 SH       DEFINED        1           0        0    58800
Nucor Corp                     Common           67034610      6239   188000 SH       SOLE                  188000        0        0
Nuevo Energy Co                Common           67050910       206    11200 SH       SOLE                   11200        0        0
Nuevo Energy Co                Common           67050910      1321    70000 SH       SOLE                       0        0    70000
Numac Energy Inc               Common           67052A10      1623   490000 SH       SOLE                  490000        0        0
Numac Energy Inc               Common           67052A10       663   200000 SH       SOLE                       0        0   200000
Numac Energy Inc               Common           67052A10      1739   525000 SH       DEFINED        1           0   525000        0
Numac Energy Inc               Common           67052A10       596   180000 SH       DEFINED        1           0   180000        0
NVIDIA Corp                    Common           67066G10      1352    21262 SH       SOLE                   21262        0        0
NVIDIA Corp                    Common           67066G10      4462    70200 SH       DEFINED        1           0    70200        0
Nycomed Amersham ADR           Common           67066H10       721    14700 SH       SOLE                   14700        0        0
Nycomed Amersham ADR           Common           67066H10      2450    50000 SH       DEFINED        1           0    50000        0
O'Charleys Inc                 Common           67082310      4211   309000 SH       SOLE                  309000        0        0
O'Charleys Inc                 Common           67082310       790    58000 SH       SOLE                       0        0    58000
O'Charleys Inc                 Common           67082310      1655   121500 SH       DEFINED        1           0   121500        0
O'Charleys Inc                 Common           67082310       817    60000 SH       DEFINED        1           0    60000        0
O'Charleys Inc                 Common           67082310      3036   222800 SH       DEFINED        2           0        0   222800
OM Group Inc                   Common           67087210        70     1600 SH       SOLE                    1600        0        0
OM Group Inc                   Common           67087210        13      300 SH       DEFINED        1           0      300        0
OSI Pharmaceuticals            Common           67104010       576    20000 SH       SOLE                   20000        0        0
OSI Systems Inc                Common           67104410       970   121800 SH       SOLE                  121800        0        0
OSI Systems Inc                Common           67104410       112    14100 SH       DEFINED        1           0    14100        0
OYO Geospace Corp              Common           67107410      3012   150600 SH       SOLE                  150600        0        0
OYO Geospace Corp              Common           67107410       706    35300 SH       SOLE                       0        0    35300
Oak Technology Inc             Common           67180210      1904    88300 SH       SOLE                   88300        0        0
Oak Technology Inc             Common           67180210       602    27900 SH       DEFINED        1           0    27900        0
Obie Media Corp                Common           67439110      2863   357710 SH       SOLE                  357710        0        0
Obie Media Corp                Common           67439110       944   118100 SH       DEFINED        1           0   118100        0
Occidental Petroleum           Common           67459910     21558  1023500 SH       SOLE                       0        0  1023500
Ocean Energy Inc               Common           67481E10      4782   337800 SH       SOLE                  337800        0        0
Ocean Energy Inc               Common           67481E10     15940  1123500 SH       SOLE                       0        0  1123500
Ocean Energy Inc               Common           67481E10      3575   252000 SH       DEFINED        1           0   252000        0
Ocular Sciences Inc            Common           67574410      9269   788500 SH       SOLE                  788500        0        0
Ocular Sciences Inc            Common           67574410      1634   139100 SH       SOLE                       0        0   139100
Ocular Sciences Inc            Common           67574410        72     6100 SH       DEFINED        1           0     6100        0
Ocular Sciences Inc            Common           67574410       495    42100 SH       DEFINED        1           0    42100        0
Ocular Sciences Inc            Common           67574410      1929   164200 SH       DEFINED        2           0        0   164200
Ocwen Financial Corp           Common           67574610      5364   964200 SH       SOLE                       0        0   964200
Old Republic Intl              Common           68022310         4      255 SH       SOLE                       0        0      255
Omnicare Inc                   Common           68190410      4937   544800 SH       SOLE                  544800        0        0
Omnicare Inc                   Common           68190410      9063  1000000 SH       SOLE                       0        0  1000000
Omnicare Inc                   Common           68190410       190    21000 SH       DEFINED        1           0    21000        0
Omnicom Group                  Common           68191910       677     7600 SH       SOLE                       0        0     7600
OMNI Energy Svcs Crp           Common           68210T10       226   300000 SH       SOLE                  300000        0        0
OMNI Energy Svcs Crp           Common           68210T10       488   650000 SH       SOLE                       0        0   650000
OMNI Energy Svcs Crp           Common           68210T10       150   200000 SH       DEFINED        1           0   200000        0
One Price Clothing             Common           68241110       663   265000 SH       SOLE                  265000        0        0
One Price Clothing             Common           68241110      1500   600000 SH       DEFINED        1           0   600000        0
One Price Clothing             Common           68241110       188    75000 SH       DEFINED        1           0    75000        0
Oneida Ltd                     Common           68250510       961    54100 SH       SOLE                   54100        0        0
Oneida Ltd                     Common           68250510      1786   100600 SH       DEFINED        2           0        0   100600
ONEOK Inc                      Common           68268010      3771   145400 SH       SOLE                       0        0   145400
Online Res & Comm              Common           68273G10      1580   246000 SH       SOLE                  246000        0        0
Online Res & Comm              Common           68273G10       515    80000 SH       SOLE                       0        0    80000
Online Res & Comm              Common           68273G10      1223   190000 SH       DEFINED        1           0   190000        0
Online Res & Comm              Common           68273G10       438    68000 SH       DEFINED        1           0    68000        0
Onyx Acceptance Corp           Common           68291410       585   123000 SH       SOLE                  123000        0        0
Onyx Acceptance Corp           Common           68291410      1444   304000 SH       DEFINED        2           0        0   304000
Oracle Corporation             Common           68389X10     63593   756779 SH       SOLE                  756779        0        0
Oracle Corporation             Common           68389X10     53214   633406 SH       SOLE                       0        0   633406
Oracle Corporation             Common           68389X10    117882  1402290 SH       DEFINED        1           0  1402290        0
Oracle Corporation             Common           68389X10       740     8800 SH       DEFINED        1           0     8800        0
Oracle Corporation             Common           68389X10       235     2800 SH       DEFINED        2           0     2800        0
Oracle Corporation             Common           68389X10      7071    84200 SH       DEFINED        2           0        0    84200
Oracle Corporation             Common           68389X10       484     5800 SH       DEFINED        3           0     5800        0
Oracle Corporation             Common           68389X10       639     7600 SH       DEFINED        3           0        0     7600
Orapharma Inc                  Common           68554E10       429    42900 SH       SOLE                   42900        0        0
Orbital Sciences               Common           68556410      5194   426900 SH       SOLE                  426900        0        0
Orbital Sciences               Common           68556410       829    68000 SH       SOLE                       0        0    68000
Orbital Sciences               Common           68556410      2072   170000 SH       DEFINED        1           0   170000        0
Orbital Sciences               Common           68556410       890    73000 SH       DEFINED        1           0    73000        0
Orbital Sciences               Common           68556410      2742   225000 SH       DEFINED        2           0        0   225000
Orchid Biosciences             Common           68571P10      3797   100000 SH       DEFINED        1           0   100000        0
ORBIT/FR Inc                   Common           68592910      1217   370800 SH       DEFINED        1           0   370800        0
Oregon Trail Finl Cp           Common           68593210       344    30900 SH       SOLE                   30900        0        0
Oregon Trail Finl Cp           Common           68593210       552    49600 SH       SOLE                       0        0    49600
O'Reilly Automotive            Common           68609110       142    10200 SH       SOLE                   10200        0        0
O'Reilly Automotive            Common           68609110        22     1600 SH       DEFINED        1           0     1600        0
Oshkosh B'Gosh Cl A            Common           68822220      4336   264700 SH       SOLE                  264700        0        0
Oshkosh B'Gosh Cl A            Common           68822220       860    52500 SH       SOLE                       0        0    52500
Oshkosh B'Gosh Cl A            Common           68822220      2211   135000 SH       DEFINED        1           0   135000        0
Oshkosh B'Gosh Cl A            Common           68822220       865    52800 SH       DEFINED        1           0    52800        0
Oshkosh B'Gosh Cl A            Common           68822220      2573   157100 SH       DEFINED        2           0        0   157100
Oshkosh Truck Corp B           Common           68823920      2515    70300 SH       SOLE                   70300        0        0
Oshkosh Truck Corp B           Common           68823920      8595   240400 SH       SOLE                       0        0   240400
Oshkosh Truck Corp B           Common           68823920      3139    87800 SH       DEFINED        1           0    87800        0
Outback Steakhouse             Common           68989910       313    10700 SH       SOLE                   10700        0        0
Outback Steakhouse             Common           68989910     14625   500000 SH       SOLE                       0        0   500000
Outback Steakhouse             Common           68989910      3782   129300 SH       DEFINED        1           0   129300        0
Owens & Minor Hldgs            Common           69073210     29311  1704800 SH       SOLE                 1704800        0        0
Owens & Minor Hldgs            Common           69073210     43126  2509100 SH       SOLE                       0        0  2509100
Owens & Minor Hldgs            Common           69073210      6583   383000 SH       DEFINED        1           0   383000        0
Oxford Health Plans            Common           69147110      2272    95400 SH       SOLE                   95400        0        0
Oxford Health Plans            Common           69147110       719    30200 SH       DEFINED        1           0    30200        0
PCD Inc                        Common           69318P10       584    75000 SH       SOLE                   75000        0        0
PCD Inc                        Common           69318P10      2722   350500 SH       DEFINED        1           0   350500        0
PCD Inc                        Common           69318P10      3262   420000 SH       DEFINED        2           0        0   420000
PC Service Source              Common           69325810       236   315000 SH       SOLE                  315000        0        0
PC Service Source              Common           69325810        30    40000 SH       DEFINED        1           0    40000        0
P-Com Inc                      Common           69326210      2464   433000 SH       SOLE                  433000        0        0
P-Com Inc                      Common           69326210       383    67400 SH       SOLE                       0        0    67400
P-Com Inc                      Common           69326210      1503   264200 SH       DEFINED        1           0   264200        0
P-Com Inc                      Common           69326210       415    73000 SH       DEFINED        1           0    73000        0
P-Com Inc                      Common           69326210      1265   222400 SH       DEFINED        2           0        0   222400
Peco Energy Co                 Common           69330410     39215   972900 SH       SOLE                  972900        0        0
Peco Energy Co                 Common           69330410     57385  1423500 SH       SOLE                       0        0  1423500
Peco Energy Co                 Common           69330410     18990   471040 SH       DEFINED        1           0   471040        0
PG&E Corp                      Common           69331C10      4898   198900 SH       SOLE                  198900        0        0
PG&E Corp                      Common           69331C10      4991   202700 SH       SOLE                       0        0   202700
PE-Celera Genomics             Common           69332S20      2339    25400 SH       SOLE                   25400        0        0
PE-Celera Genomics             Common           69332S20      1178    12800 SH       SOLE                       0        0    12800
PE-Celera Genomics             Common           69332S20      3708    40300 SH       DEFINED        1           0    40300        0
P.F. Changs China              Common           69333Y10       485    15200 SH       SOLE                   15200        0        0
P.F. Changs China              Common           69333Y10       332    10400 SH       SOLE                       0        0    10400
P.F. Changs China              Common           69333Y10       459    14400 SH       DEFINED        1           0    14400        0
PMC-Sierra Inc                 Common           69344F10       977     5500 SH       SOLE                    5500        0        0
PMC-Sierra Inc                 Common           69344F10       586     3300 SH       SOLE                       0        0     3300
PNC Financial Servcs           Common           69347510       928    19800 SH       SOLE                       0        0    19800
PNC Financial Servcs           Common           69347510      8414   179500 SH       DEFINED        1           0   179500        0
PPG Industries Inc             Common           69350610     12855   290100 SH       SOLE                  290100        0        0
PPG Industries Inc             Common           69350610    123951  2797155 SH       SOLE                       0        0  2797155
PPG Industries Inc             Common           69350610      6247   140970 SH       DEFINED        1           0   140970        0
PPG Industries Inc             Common           69350610       168     3800 SH       DEFINED        1           0     3800        0
PPG Industries Inc             Common           69350610      2180    49200 SH       DEFINED        1           0        0    49200
PSS World Medical              Common           69366A10      9037  1344600 SH       SOLE                 1344600        0        0
PSS World Medical              Common           69366A10     14313  2130200 SH       SOLE                       0        0  2130200
PSS World Medical              Common           69366A10       105    15600 SH       DEFINED        1           0    15600        0
Pacific Century Finl           Common           69405810     64916  4442785 SH       SOLE                 4442785        0        0
Pacific Century Finl           Common           69405810     13755   941440 SH       SOLE                       0        0   941440
Pacific Century Finl           Common           69405810     36274  2480240 SH       DEFINED        1           0  2480240        0
Pacific Century Finl           Common           69405810        16     1100 SH       DEFINED        1           0     1100        0
Pacific Century Finl           Common           69405810       851    58200 SH       DEFINED        1           0        0    58200
Pacific Century Finl           Common           69405810        85     6000 SH       DEFINED        2           0        0     6000
Pacific Century Finl           Common           69405810       903    62160 SH       DEFINED        3           0    62160        0
Pacific Crest Cap              Common           69416610      1563   119100 SH       SOLE                  119100        0        0
Pacific Crest Cap              Common           69416610      1152    88200 SH       SOLE                       0        0    88200
Pacific Sunwear CA             Common           69487310     47661  2541450 SH       SOLE                 2541450        0        0
Pacific Sunwear CA             Common           69487310     21305  1136250 SH       SOLE                       0        0  1136250
Pacific Sunwear CA             Common           69487310     14140   754060 SH       DEFINED        1           0   754060        0
Pacificare Hlth Sys            Common           69511210    137253  2280400 SH       SOLE                       0        0  2280400
Packaged Ice Inc               Common           69514810      4323  1032000 SH       SOLE                 1032000        0        0
Packaged Ice Inc               Common           69514810       838   200000 SH       SOLE                       0        0   200000
Packaged Ice Inc               Common           69514810      1570   375000 SH       DEFINED        1           0   375000        0
Packaged Ice Inc               Common           69514810       812   194000 SH       DEFINED        1           0   194000        0
Packaging Corp Amer            Common           69515610      1117   110200 SH       SOLE                  110200        0        0
Packaging Corp Amer            Common           69515610     55501  5481600 SH       SOLE                       0        0  5481600
Packaging Corp Amer            Common           69515610      1112   109800 SH       DEFINED        1           0   109800        0
Packaging Corp Amer            Common           69515610       861    85000 SH       DEFINED        2           0        0    85000
Paging Network Inc             Common           69554210       252   349600 SH       SOLE                  349600        0        0
Paging Network Inc             Common           69554210      1425  1982100 SH       DEFINED        1           0  1982100        0
Paging Network Inc             Common           69554210       139   193400 SH       DEFINED        1           0   193400        0
Paging Network Inc             Common           69554210      1853  2576700 SH       DEFINED        2           0        0  2576700
Pall Corp                      Common           69642930      4736   255900 SH       SOLE                  255900        0        0
Pall Corp                      Common           69642930    108289  5853500 SH       SOLE                       0        0  5853500
Pall Corp                      Common           69642930      9306   502990 SH       DEFINED        1           0   502990        0
Palm Harbor Homes              Common           69663910      2342   161500 SH       SOLE                  161500        0        0
Palm Harbor Homes              Common           69663910       616    42500 SH       SOLE                       0        0    42500
Palm Harbor Homes              Common           69663910       110     7600 SH       DEFINED        1           0     7600        0
Palm Harbor Homes              Common           69663910      2814   194100 SH       DEFINED        2           0        0   194100
Palm Inc                       Common           69664210      2887    86500 SH       SOLE                   86500        0        0
Palm Inc                       Common           69664210       914    27400 SH       DEFINED        1           0    27400        0
Pan Pacific Ret REIT           Common           69806L10      2824   140300 SH       SOLE                  140300        0        0
Pan Pacific Ret REIT           Common           69806L10      2913   144700 SH       DEFINED        1           0   144700        0
Parametric Tech Corp           Common           69917310        26     2400 SH       DEFINED        1           0     2400        0
Parexel Intl Corp              Common           69946210     14478  1513500 SH       SOLE                 1513500        0        0
Parexel Intl Corp              Common           69946210     15678  1639400 SH       SOLE                       0        0  1639400
Parexel Intl Corp              Common           69946210        98    10300 SH       DEFINED        1           0    10300        0
Pk-Ohio Hldgs                  Common           70066610       173    20000 SH       SOLE                   20000        0        0
Park Place Entmt Crp           Common           70069010       174    14300 SH       SOLE                   14300        0        0
Parker Drilling                Common           70108110      5204   841000 SH       SOLE                  841000        0        0
Parker Drilling                Common           70108110      1392   225000 SH       DEFINED        1           0   225000        0
Parker Hannifin Corp           Common           70109410       239     7000 SH       SOLE                    7000        0        0
Parker Hannifin Corp           Common           70109410     60327  1761400 SH       SOLE                       0        0  1761400
Parker Hannifin Corp           Common           70109410      4924   143780 SH       DEFINED        1           0   143780        0
Pathogenesis Corp              Common           70321E10      1787    68700 SH       SOLE                   68700        0        0
Pathogenesis Corp              Common           70321E10      1323    50900 SH       SOLE                       0        0    50900
Pathogenesis Corp              Common           70321E10      1472    56600 SH       DEFINED        1           0    56600        0
Pathogenesis Corp              Common           70321E10        75     2900 SH       DEFINED        2           0        0     2900
Patina Oil & Gas Crp           Common           70322410     15833   763000 SH       SOLE                  763000        0        0
Patina Oil & Gas Crp           Common           70322410      2075   100000 SH       SOLE                       0        0   100000
Patina Oil & Gas Crp           Common           70322410      5914   285000 SH       DEFINED        1           0   285000        0
Patriot Transpn Hldg           Common           70337B10      1308    76000 SH       SOLE                   76000        0        0
Patriot Transpn Hldg           Common           70337B10       688    40000 SH       SOLE                       0        0    40000
Patriot Transpn Hldg           Common           70337B10       945    55000 SH       DEFINED        1           0    55000        0
Patriot Transpn Hldg           Common           70337B10       688    40000 SH       DEFINED        1           0    40000        0
Patriot Transpn Hldg           Common           70337B10      2052   119400 SH       DEFINED        2           0        0   119400
Pechiney SA A ADR              Common           70515120      3329   160400 SH       SOLE                  160400        0        0
Pechiney SA A ADR              Common           70515120     59368  2861128 SH       SOLE                       0        0  2861128
Pechiney SA A ADR              Common           70515120       291    14000 SH       DEFINED        2           0        0    14000
Pediatrix Med Group            Common           70532410      2962   254700 SH       SOLE                  254700        0        0
Pediatrix Med Group            Common           70532410      6616   569100 SH       SOLE                       0        0   569100
Pediatrix Med Group            Common           70532410        59     5000 SH       DEFINED        1           0     5000        0
Pegasystems Inc                Common           70557310      7027  1404800 SH       SOLE                 1404800        0        0
Pegasystems Inc                Common           70557310       395    78700 SH       SOLE                       0        0    78700
Pegasystems Inc                Common           70557310       573   114500 SH       DEFINED        1           0   114500        0
Pegasus Communctns A           Common           70590410    157945  3229804 SH       SOLE                 3229804        0        0
Pegasus Communctns A           Common           70590410     46181   942028 SH       SOLE                       0        0   942028
Pegasus Communctns A           Common           70590410     36045   734660 SH       DEFINED        1           0   734660        0
Pegasus Communctns A           Common           70590410      8380   170800 SH       DEFINED        2           0        0   170800
Pegasus Communctns A           Common           70590410       892    18300 SH       DEFINED        3           0    18300        0
Pegasus Communctns A           Common           70590410       795    16200 SH       DEFINED        3           0        0    16200
Pegasus Systems Inc            Common           70590610      7039   647240 SH       SOLE                  647240        0        0
Pegasus Systems Inc            Common           70590610        30     2760 SH       DEFINED        1           0     2760        0
Penford Corporation            Common           70705110      5334   248000 SH       SOLE                  248000        0        0
Penford Corporation            Common           70705110      1075    50000 SH       SOLE                       0        0    50000
Penford Corporation            Common           70705110      3070   142800 SH       DEFINED        1           0   142800        0
Penford Corporation            Common           70705110      1129    52500 SH       DEFINED        1           0    52500        0
Penford Corporation            Common           70705110      3907   181700 SH       DEFINED        2           0        0   181700
Penn Treaty American           Common           70787410       374    22600 SH       SOLE                   22600        0        0
Penn Treaty American                            707874AC      3522  4550000 PRN      SOLE                 4550000        0        0
Penn Treaty American                            707874AC       619   800000 PRN      SOLE                       0        0   800000
Penn Treaty American                            707874AC      1548  2000000 PRN      DEFINED        1           0  2000000        0
Penn Treaty American                            707874AC       735   950000 PRN      DEFINED        1           0   950000        0
Penn Treaty American                            707874AC      2167  2800000 PRN      DEFINED        2           0        0  2800000
Penn Virginia                  Common           70788210       172     7000 SH       SOLE                    7000        0        0
Penn Virginia                  Common           70788210      1295    52600 SH       DEFINED        1           0    52600        0
Penn Virginia                  Common           70788210       165     6700 SH       DEFINED        1           0     6700        0
Penn Virginia                  Common           70788210      2120    86100 SH       DEFINED        2           0        0    86100
Pennaco Energy Inc             Common           70804610      4443   271300 SH       SOLE                  271300        0        0
Pennaco Energy Inc             Common           70804610      2456   150000 SH       SOLE                       0        0   150000
Pennaco Energy Inc             Common           70804610       113     6900 SH       DEFINED        1           0     6900        0
Pennfed Finl Svcs              Common           70816710      2825   200000 SH       DEFINED        2           0        0   200000
Pennsylvania REIT              Common           70910210       343    20000 SH       SOLE                   20000        0        0
Pennsylvania REIT              Common           70910210       599    35000 SH       DEFINED        1           0    35000        0
Pennsylvania REIT              Common           70910210       428    25000 SH       DEFINED        1           0    25000        0
Pennzoil-Quaker St             Common           70932310      4209   348900 SH       DEFINED        1           0   348900        0
Peoples Bk Bridge CT           Common           71019810     44208  2405570 SH       SOLE                 2405570        0        0
Peoples Bk Bridge CT           Common           71019810      7612   414690 SH       SOLE                       0        0   414690
Peoples Bk Bridge CT           Common           71019810     18461  1004685 SH       DEFINED        1           0  1004685        0
Peoples Bk Bridge CT           Common           71019810       195    10700 SH       DEFINED        3           0    10700        0
Peoples Energy                 Common           71103010      8139   251267 SH       SOLE                  251267        0        0
Peoples Energy                 Common           71103010      7258   224200 SH       SOLE                       0        0   224200
Peoples Energy                 Common           71103010     10662   329300 SH       DEFINED        1           0   329300        0
Peoples Finl Corp OH           Common           71103A10       195    34600 SH       SOLE                       0        0    34600
PeopleSoft Inc                 Common           71271310       576    34400 SH       SOLE                   34400        0        0
PeopleSoft Inc                 Common           71271310      4119   245900 SH       DEFINED        1           0   245900        0
Pepsi Bottling Grp             Common           71340910     13365   458600 SH       SOLE                  458600        0        0
Pepsi Bottling Grp             Common           71340910      2922   100100 SH       SOLE                       0        0   100100
Pepsi Bottling Grp             Common           71340910     17590   602650 SH       DEFINED        1           0   602650        0
Pepsico Inc                    Common           71344810    572973 12906191 SH       SOLE                12906191        0        0
Pepsico Inc                    Common           71344810    199611  4494259 SH       SOLE                       0        0  4494259
Pepsico Inc                    Common           71344810    100305  2257210 SH       DEFINED        1           0  2257210        0
Pepsico Inc                    Common           71344810      3236    74100 SH       DEFINED        1           0    74100        0
Pepsico Inc                    Common           71344810       173     3900 SH       DEFINED        2           0     3900        0
Pepsico Inc                    Common           71344810     19804   445700 SH       DEFINED        2           0        0   445700
Pepsico Inc                    Common           71344810       826    18700 SH       DEFINED        3           0    18700        0
Pepsico Inc                    Common           71344810      1466    33000 SH       DEFINED        3           0        0    33000
Perceptron Inc                 Common           71361F10       876   257000 SH       SOLE                  257000        0        0
Perceptron Inc                 Common           71361F10       350   102700 SH       DEFINED        1           0   102700        0
Perceptron Inc                 Common           71361F10      1362   400000 SH       DEFINED        2           0        0   400000
Peregrine Sys Inc              Common           71366Q10     27248   785500 SH       SOLE                  785500        0        0
Peregrine Sys Inc              Common           71366Q10       833    24000 SH       DEFINED        1           0    24000        0
Pericom Semiconductr           Common           71383110      5204    76500 SH       SOLE                   76500        0        0
Pericom Semiconductr           Common           71383110       911    13400 SH       SOLE                       0        0    13400
Pericom Semiconductr           Common           71383110      2333    34300 SH       DEFINED        1           0    34300        0
Pericom Semiconductr           Common           71383110       993    14600 SH       DEFINED        1           0    14600        0
Pericom Semiconductr           Common           71383110      3026    44500 SH       DEFINED        2           0        0    44500
PerkinElmer Inc                Common           71404610      2219    33500 SH       SOLE                   33500        0        0
PerkinElmer Inc                Common           71404610      1501    22700 SH       SOLE                       0        0    22700
PerkinElmer Inc                Common           71404610      2235    33800 SH       DEFINED        1           0    33800        0
Perle Systems Ltd              Common           71415210       447   135000 SH       SOLE                  135000        0        0
Perle Systems Ltd              Common           71415210       447   135000 SH       SOLE                       0        0   135000
Perle Systems Ltd              Common           71415210       899   271500 SH       DEFINED        1           0   271500        0
Perle Systems Ltd              Common           71415210       450   136000 SH       DEFINED        1           0   136000        0
Perrigo Co                     Common           71429010     22676  3591480 SH       SOLE                 3591480        0        0
Perrigo Co                     Common           71429010     36338  5756110 SH       SOLE                       0        0  5756110
Perrigo Co                     Common           71429010      5569   882170 SH       DEFINED        1           0   882170        0
Perrigo Co                     Common           71429010       289    46000 SH       DEFINED        3           0    46000        0
Petco Animal Supply            Common           71601610      6828   347800 SH       SOLE                  347800        0        0
Petco Animal Supply            Common           71601610      1201    61200 SH       SOLE                       0        0    61200
Petco Animal Supply            Common           71601610      2920   148800 SH       DEFINED        1           0   148800        0
Petco Animal Supply            Common           71601610      1275    65000 SH       DEFINED        1           0    65000        0
Petco Animal Supply            Common           71601610      4775   243300 SH       DEFINED        2           0        0   243300
Petro-Canada                   Common           71644E10     11984   630050 SH       SOLE                  630050        0        0
Petro-Canada                   Common           71644E10     91707  4810700 SH       SOLE                       0        0  4810700
Petro-Canada                   Common           71644E10      2099   110100 SH       DEFINED        1           0   110100        0
Petro-Canada                   Common           71644E10      1277    67000 SH       DEFINED        2           0        0    67000
PetroChina Co H ADS            Common           71646E10     32671  1564100 SH       SOLE                 1564100        0        0
PetroChina Co H ADS            Common           71646E10     10442   498700 SH       SOLE                       0        0   498700
PetroChina Co H ADS            Common           71646E10     26303  1256200 SH       DEFINED        1           0  1256200        0
PetroChina Co H ADS            Common           71646E10        98     4700 SH       DEFINED        1           0     4700        0
PetroChina Co H ADS            Common           71646E10      1790    85500 SH       DEFINED        2           0        0    85500
Petroglyph Energy              Common           71649C10      1048   390000 SH       SOLE                  390000        0        0
Petroglyph Energy              Common           71649C10       403   150000 SH       DEFINED        1           0   150000        0
Petroleum Geo-Sv ADR           Common           71659710      5610   328800 SH       SOLE                  328800        0        0
Petroleum Geo-Sv ADR           Common           71659710      1737   101800 SH       DEFINED        1           0   101800        0
PetroQuest Energy              Common           71674810      4084  1420000 SH       SOLE                 1420000        0        0
PetroQuest Energy              Common           71674810       676   235000 SH       SOLE                       0        0   235000
PetroQuest Energy              Common           71674810       949   330000 SH       DEFINED        1           0   330000        0
Pharmacyclics Inc              Common           71693310      7386   121000 SH       SOLE                  121000        0        0
Pharmacyclics Inc              Common           71693310     46946   769600 SH       SOLE                       0        0   769600
Pharmacyclics Inc              Common           71693310     17982   294800 SH       DEFINED        1           0   294800        0
Pharmacyclics Inc              Common           71693310       677    11100 SH       DEFINED        2           0        0    11100
Pfizer Inc                     Common           71708110    526580 10975214 SH       SOLE                10975214        0        0
Pfizer Inc                     Common           71708110    776974 16188824 SH       SOLE                       0        0 16188824
Pfizer Inc                     Common           71708110    123344  2569660 SH       DEFINED        1           0  2569660        0
Pfizer Inc                     Common           71708110      4549    97050 SH       DEFINED        1           0    97050        0
Pfizer Inc                     Common           71708110     10161   211680 SH       DEFINED        2           0        0   211680
Pfizer Inc                     Common           71708110       643    13392 SH       DEFINED        3           0        0    13392
Pharmaceutical Prod            Common           71712410      5046   240200 SH       SOLE                  240200        0        0
Pharmaceutical Prod            Common           71712410       378    18000 SH       SOLE                       0        0    18000
Pharmaceutical Prod            Common           71712410        38     1800 SH       DEFINED        1           0     1800        0
Pharmacopeia Inc               Common           71713B10     18313   394700 SH       SOLE                  394700        0        0
Pharmacopeia Inc               Common           71713B10     16629   358600 SH       SOLE                       0        0   358600
Pharmacopeia Inc               Common           71713B10     29885   644400 SH       DEFINED        1           0   644400        0
Pharmacopeia Inc               Common           71713B10       761    16400 SH       DEFINED        2           0        0    16400
Pharmacia Corp                 Common           71713U10   1153075 22319778 SH       SOLE                22319778        0        0
Pharmacia Corp                 Common           71713U10   2338341 45242239 SH       SOLE                       0        0 45242239
Pharmacia Corp                 Common           71713U10    212477  4110742 SH       DEFINED        1           0  4110742        0
Pharmacia Corp                 Common           71713U10     15127   294306 SH       DEFINED        1           0   294306        0
Pharmacia Corp                 Common           71713U10     12116   234412 SH       DEFINED        1           0        0   234412
Pharmacia Corp                 Common           71713U10       605    11700 SH       DEFINED        2           0    11700        0
Pharmacia Corp                 Common           71713U10     60356  1167959 SH       DEFINED        2           0        0  1167959
Pharmacia Corp                 Common           71713U10      3235    63000 SH       DEFINED        3           0    63000        0
Pharmacia Corp                 Common           71713U10      4513    87321 SH       DEFINED        3           0        0    87321
Phelps Dodge                   Common           71726510      8052   216500 SH       SOLE                  216500        0        0
Phelps Dodge                   Common           71726510    137153  3688100 SH       SOLE                       0        0  3688100
Phelps Dodge                   Common           71726510       721    19400 SH       DEFINED        1           0    19400        0
Philip Morris Cos              Common           71815410    202955  7650194 SH       SOLE                 7650194        0        0
Philip Morris Cos              Common           71815410    191481  7210613 SH       SOLE                       0        0  7210613
Philip Morris Cos              Common           71815410     73392  2762940 SH       DEFINED        1           0  2762940        0
Philip Morris Cos              Common           71815410      5259   198000 SH       DEFINED        1           0   198000        0
Philip Morris Cos              Common           71815410     11860   446500 SH       DEFINED        1           0        0   446500
Philip Morris Cos              Common           71815410       282    10600 SH       DEFINED        2           0    10600        0
Philip Morris Cos              Common           71815410     15768   593880 SH       DEFINED        2           0        0   593880
Philip Morris Cos              Common           71815410       916    34700 SH       DEFINED        3           0    34700        0
Philip Morris Cos              Common           71815410      1350    50820 SH       DEFINED        3           0        0    50820
Phillips Petroleum             Common           71850710      6336   125000 SH       SOLE                  125000        0        0
Phillips Petroleum             Common           71850710     31234   616200 SH       SOLE                       0        0   616200
Phone.com Inc                  Common           71920Q10    137768  2116498 SH       SOLE                 2116498        0        0
Phone.com Inc                  Common           71920Q10      6614   101850 SH       SOLE                       0        0   101850
Phone.com Inc                  Common           71920Q10      8597   131990 SH       DEFINED        1           0   131990        0
Phone.com Inc                  Common           71920Q10       280     4300 SH       DEFINED        1           0     4300        0
Phone.com Inc                  Common           71920Q10        78     1200 SH       DEFINED        2           0     1200        0
Phone.com Inc                  Common           71920Q10      4194    64460 SH       DEFINED        2           0        0    64460
Phone.com Inc                  Common           71920Q10       259     4000 SH       DEFINED        3           0     4000        0
Phone.com Inc                  Common           71920Q10       343     5260 SH       DEFINED        3           0        0     5260
Phosphate Res Ptnrs            Common           71921710     24113  4018800 SH       SOLE                       0        0  4018800
Photronics Inc                 Common           71940510       937    33000 SH       SOLE                   33000        0        0
Photronics Inc                 Common           71940510       647    22800 SH       SOLE                       0        0    22800
Photronics Inc                 Common           71940510       159     5600 SH       DEFINED        1           0     5600        0
Photronics Inc                 Common           71940510      2086    73500 SH       DEFINED        2           0        0    73500
Piercing Pagoda Inc            Common           72077310      1670   115000 SH       SOLE                  115000        0        0
Piercing Pagoda Inc            Common           72077310       725    50000 SH       SOLE                       0        0    50000
Piercing Pagoda Inc            Common           72077310      1991   137300 SH       DEFINED        1           0   137300        0
Piercing Pagoda Inc            Common           72077310       818    56400 SH       DEFINED        1           0    56400        0
Pillowtex Corp                 Common           72150110        12     3000 SH       SOLE                    3000        0        0
Pinnacle Hldgs Inc             Common           72346N10      3440    63700 SH       SOLE                   63700        0        0
Pinnacle West Cap              Common           72348410    101532  3001535 SH       SOLE                 3001535        0        0
Pinnacle West Cap              Common           72348410    161155  4757557 SH       SOLE                       0        0  4757557
Pinnacle West Cap              Common           72348410     33448   987345 SH       DEFINED        1           0   987345        0
Pinnacle West Cap              Common           72348410       725    21400 SH       DEFINED        1           0    21400        0
Pinnacle West Cap              Common           72348410      5186   153099 SH       DEFINED        1           0        0   153099
Pinnacle West Cap              Common           72348410      9848   290730 SH       DEFINED        2           0        0   290730
Pinnacle West Cap              Common           72348410       602    17900 SH       DEFINED        3           0    17900        0
Pinnacle West Cap              Common           72348410       860    25380 SH       DEFINED        3           0        0    25380
Pitney Bowes Inc               Common           72447910      2832    70800 SH       SOLE                   70800        0        0
Pitney Bowes Inc               Common           72447910     81840  2046000 SH       SOLE                       0        0  2046000
Pitney Bowes Inc               Common           72447910      1508    37700 SH       DEFINED        1           0    37700        0
Placer Dome Inc                Common           72590610        42     4400 SH       SOLE                    4400        0        0
Plains Resources Inc           Common           72654050       853    53300 SH       SOLE                       0        0    53300
Planar Systems                 Common           72690010      4257   329000 SH       SOLE                       0        0   329000
Planar Systems                 Common           72690010       776    60000 SH       DEFINED        1           0    60000        0
Plantronics Inc                Common           72749310      1963    17000 SH       SOLE                   17000        0        0
Plantronics Inc                Common           72749310      2945    25500 SH       DEFINED        1           0    25500        0
Playboy Entprs Cl B            Common           72811730      4506   350000 SH       SOLE                       0        0   350000
Playboy Entprs Cl B            Common           72811730       520    40400 SH       DEFINED        1           0    40400        0
Plexus Corp                    Common           72913210     27990   247700 SH       SOLE                  247700        0        0
Pogo Producing Co              Common           73044810       288    13000 SH       SOLE                   13000        0        0
Pogo Producing Co              Common           73044810      7034   317900 SH       SOLE                       0        0   317900
Pogo Producing Co              Common           73044810      2210    99900 SH       DEFINED        1           0    99900        0
Polaris Industries             Common           73106810      1588    49600 SH       SOLE                   49600        0        0
Polaris Industries             Common           73106810      1085    33900 SH       SOLE                       0        0    33900
Polaris Industries             Common           73106810      1604    50100 SH       DEFINED        1           0    50100        0
Polycom Inc                    Common           73172K10       414     4400 SH       SOLE                    4400        0        0
Port Financial Corp            Common           73411910      2981   214800 SH       SOLE                  214800        0        0
Port Financial Corp            Common           73411910     11436   826300 SH       SOLE                       0        0   826300
Portal Software Inc            Common           73612610       971    15200 SH       SOLE                   15200        0        0
Portal Software Inc            Common           73612610       307     4800 SH       DEFINED        1           0     4800        0
Portugal Telecom ADS           Common           73727310     47357  4209500 SH       SOLE                 4209500        0        0
Powergen PLC ADR               Common           73890540      8908   254500 SH       SOLE                       0        0   254500
Powell Industries              Common           73912810      3521   361000 SH       SOLE                  361000        0        0
Powell Industries              Common           73912810      1073   110000 SH       SOLE                       0        0   110000
Powell Industries              Common           73912810      2487   255000 SH       DEFINED        1           0   255000        0
Powell Industries              Common           73912810      1122   115000 SH       DEFINED        1           0   115000        0
Power One Inc                  Common           73930810      1196    10500 SH       SOLE                       0        0    10500
Powerwave Technol              Common           73936310       928    21100 SH       SOLE                   21100        0        0
Powerwave Technol              Common           73936310      2548    57900 SH       DEFINED        1           0    57900        0
Praxair Inc                    Common           74005P10    137794  3680600 SH       SOLE                 3680600        0        0
Praxair Inc                    Common           74005P10     18749   500810 SH       SOLE                       0        0   500810
Praxair Inc                    Common           74005P10      5241   140000 SH       DEFINED        1           0   140000        0
Prepaid Legal Svcs             Common           74006510       236     7900 SH       SOLE                    7900        0        0
Prepaid Legal Svcs             Common           74006510      1861    62300 SH       DEFINED        1           0    62300        0
Precision Castparts            Common           74018910    108670  2401540 SH       SOLE                 2401540        0        0
Precision Castparts            Common           74018910       502    11100 SH       SOLE                       0        0    11100
Precision Castparts            Common           74018910      6713   148360 SH       DEFINED        1           0   148360        0
Precision Drilling             Common           74022D10     14704   380700 SH       SOLE                  380700        0        0
Premier Parks Inc              Common           74054020     11944   525000 SH       SOLE                       0        0   525000
Premier Parks Inc              Common           74054020      1379    60600 SH       DEFINED        1           0    60600        0
PrimaCom AG ADR                Common           74154N10     18163   764600 SH       SOLE                  764600        0        0
PrimaCom AG ADR                Common           74154N10      8874   373600 SH       SOLE                       0        0   373600
PrimaCom AG ADR                Common           74154N10      6410   269900 SH       DEFINED        1           0   269900        0
Prime Medical Svcs             Common           74156D10      1753   226000 SH       SOLE                  226000        0        0
Prime Medical Svcs             Common           74156D10      2480   320000 SH       DEFINED        2           0        0   320000
Prime Hospitality              Common           74191710      3039   322000 SH       SOLE                  322000        0        0
Primus Telecomm Gp             Common           74192910     25487  1025250 SH       SOLE                 1025250        0        0
Primus Telecomm Gp             Common           74192910       913    36700 SH       SOLE                       0        0    36700
Primus Telecomm Gp             Common           74192910      2361    94900 SH       DEFINED        1           0    94900        0
Primus Telecomm Gp             Common           74192910      1010    40600 SH       DEFINED        1           0    40600        0
Primus Telecomm Gp             Common           74192910      2973   119500 SH       DEFINED        2           0        0   119500
Pride International            Common           74193210     13248   535800 SH       SOLE                  535800        0        0
Pride International            Common           74193210      7054   285000 SH       DEFINED        1           0   285000        0
Princeton Natl Bcp             Common           74228210       853    69550 SH       SOLE                   69550        0        0
Princeton Natl Bcp             Common           74228210      1208    98650 SH       SOLE                       0        0    98650
Princeton Natl Bcp             Common           74228210      1331   108650 SH       DEFINED        1           0   108650        0
Printronix                     Common           74257810      2953   224900 SH       SOLE                  224900        0        0
Printronix                     Common           74257810       600    45700 SH       SOLE                       0        0    45700
Printronix                     Common           74257810      1221    93000 SH       DEFINED        1           0    93000        0
Printronix                     Common           74257810       657    50100 SH       DEFINED        1           0    50100        0
Printronix                     Common           74257810      1987   151400 SH       DEFINED        2           0        0   151400
Procom Technology              Common           74270W10     10803   209000 SH       SOLE                  209000        0        0
Procter & Gamble Co            Common           74271810    481608  8419101 SH       SOLE                 8419101        0        0
Procter & Gamble Co            Common           74271810    124926  2183313 SH       SOLE                       0        0  2183313
Procter & Gamble Co            Common           74271810     59438  1038220 SH       DEFINED        1           0  1038220        0
Procter & Gamble Co            Common           74271810      2545    45300 SH       DEFINED        1           0    45300        0
Procter & Gamble Co            Common           74271810      8525   148900 SH       DEFINED        1           0        0   148900
Procter & Gamble Co            Common           74271810       132     2300 SH       DEFINED        2           0     2300        0
Procter & Gamble Co            Common           74271810     18850   329330 SH       DEFINED        2           0        0   329330
Procter & Gamble Co            Common           74271810       671    11800 SH       DEFINED        3           0    11800        0
Procter & Gamble Co            Common           74271810      1378    24070 SH       DEFINED        3           0        0    24070
Professionals Grp              Common           74295410       513    21000 SH       SOLE                   21000        0        0
PrivateBancorp Inc             Common           74296210        83     5600 SH       SOLE                    5600        0        0
PrivateBancorp Inc             Common           74296210      1400    94900 SH       SOLE                       0        0    94900
Profit Recovery Grp            Common           74316810      9639   579700 SH       SOLE                  579700        0        0
Profit Recovery Grp            Common           74316810      1246    74950 SH       SOLE                       0        0    74950
Profit Recovery Grp            Common           74316810      3553   213700 SH       DEFINED        1           0   213700        0
Progress Financial             Common           74326610      1783   144102 SH       SOLE                       0        0   144102
Progress Software              Common           74331210       122     6800 SH       SOLE                    6800        0        0
Prologis Trust REIT            Common           74341010      6984   327700 SH       SOLE                  327700        0        0
Prologis Trust REIT            Common           74341010      5230   245400 SH       DEFINED        1           0   245400        0
Prologis Trust REIT            Cv Pfd           74341030       144     5300 PRN      SOLE                    5300        0        0
Protective Life Corp           Common           74367410      3232   121400 SH       DEFINED        1           0   121400        0
Protocol Systems Inc           Common           74371R10      1093    68600 SH       SOLE                   68600        0        0
Protocol Systems Inc           Common           74371R10      4351   273000 SH       SOLE                       0        0   273000
Protocol Systems Inc           Common           74371R10      3028   190000 SH       DEFINED        1           0   190000        0
Provant Inc                    Common           74372410      1014   180100 SH       SOLE                  180100        0        0
Provant Inc                    Common           74372410       273    48600 SH       DEFINED        1           0    48600        0
Provident Finl Hldgs           Common           74386810      4577   328300 SH       SOLE                       0        0   328300
PsiNet Inc                     Common           74437C10        83     3300 SH       SOLE                    3300        0        0
PsiNet Inc                     Cv Pfd           74437C30        54     1100 PRN      SOLE                    1100        0        0
Public Service Co NM           Common           74449910      3088   200000 SH       SOLE                       0        0   200000
Public Service Co NM           Common           74449910      2459   159300 SH       DEFINED        1           0   159300        0
Public Service Entpr           Common           74457310       714    20600 SH       SOLE                   20600        0        0
Public Service Entpr           Common           74457310       855    24700 SH       SOLE                       0        0    24700
Public Service Entpr           Common           74457310      9787   282640 SH       DEFINED        1           0   282640        0
Puget Sound Energy             Common           74533210        53     2500 SH       SOLE                       0        0     2500
Pure Resources Inc             Common           74622E10      6612   369824 SH       SOLE                  369824        0        0
Pure Resources Inc             Common           74622E10      2405   134553 SH       SOLE                       0        0   134553
Pure Resources Inc             Common           74622E10      3219   180056 SH       DEFINED        1           0   180056        0
Pure Resources Inc             Common           74622E10      1522    85099 SH       DEFINED        1           0    85099        0
Pure Resources Inc             Common           74622E10      3599   201348 SH       DEFINED        2           0        0   201348
Qlogic Corp                    Common           74727710      1129    17100 SH       SOLE                   17100        0        0
Qlogic Corp                    Common           74727710      1942    29400 SH       DEFINED        1           0    29400        0
Quaker City Bcp Inc            Common           74731K10      2041   132700 SH       SOLE                  132700        0        0
Quaker City Bcp Inc            Common           74731K10       546    35500 SH       DEFINED        1           0    35500        0
Quaker City Bcp Inc            Common           74731K10       327    21300 SH       DEFINED        2           0        0    21300
Quaker Fabric Corp             Common           74739910      3037   600000 SH       SOLE                  600000        0        0
Quaker Fabric Corp             Common           74739910      3114   615000 SH       DEFINED        2           0        0   615000
Qualcomm Inc                   Common           74752510       414     6900 SH       SOLE                    6900        0        0
Qualcomm Inc                   Common           74752510       996    16600 SH       SOLE                       0        0    16600
Qualcomm Inc                   Common           74752510     21041   350680 SH       DEFINED        1           0   350680        0
Quanta Services Inc            Common           74762E10     18376   334100 SH       SOLE                  334100        0        0
Quantum DLT &Storage           Common           74790620     15717  1622300 SH       SOLE                       0        0  1622300
Quantum DLT &Storage           Common           74790620        48     5000 SH       DEFINED        1           0     5000        0
Quantum DLT &Storage           Common           74790620       254    26200 SH       DEFINED        2           0        0    26200
Quantum Hard Disk Dr           Common           74790630     52508  4746089 SH       SOLE                 4746089        0        0
Quantum Hard Disk Dr           Common           74790630     32233  2913700 SH       SOLE                       0        0  2913700
Quantum Hard Disk Dr           Common           74790630     29831  2696500 SH       DEFINED        1           0  2696500        0
Quantum Hard Disk Dr           Common           74790630       430    38900 SH       DEFINED        1           0    38900        0
Quantum Hard Disk Dr           Common           74790630      5293   478400 SH       DEFINED        1           0        0   478400
Quantum Hard Disk Dr           Common           74790630       617    56100 SH       DEFINED        3           0    56100        0
Quest Diagnostics              Common           74834L10    158248  2116500 SH       SOLE                 2116500        0        0
Quest Diagnostics              Common           74834L10    200495  2682200 SH       SOLE                       0        0  2682200
Quest Diagnostics              Common           74834L10      8237   110200 SH       DEFINED        1           0   110200        0
Questar Corp                   Common           74835610     14487   747700 SH       SOLE                  747700        0        0
Questar Corp                   Common           74835610     43400  2240000 SH       SOLE                       0        0  2240000
Questar Corp                   Common           74835610      3191   164700 SH       DEFINED        1           0   164700        0
Quicksilver Res Inc            Common           74837R10      2040   286300 SH       SOLE                  286300        0        0
Quicksilver Res Inc            Common           74837R10      1423   199700 SH       DEFINED        1           0   199700        0
Quicksilver Res Inc            Common           74837R10       713   100000 SH       DEFINED        1           0   100000        0
Quicksilver Res Inc            Common           74837R10      2850   400000 SH       DEFINED        2           0        0   400000
Quiksilver Inc                 Common           74838C10       584    37500 SH       SOLE                   37500        0        0
Quidel Corp                    Common           74838J10       178    34000 SH       SOLE                   34000        0        0
Quidel Corp                    Common           74838J10       372    70800 SH       SOLE                       0        0    70800
Quintiles Transnatl            Common           74876710     48749  3450700 SH       SOLE                 3450700        0        0
Quintiles Transnatl            Common           74876710    105488  7468200 SH       SOLE                       0        0  7468200
Quintiles Transnatl            Common           74876710       223    15800 SH       DEFINED        1           0    15800        0
Quorum Health Group            Common           74908410      5638   546500 SH       SOLE                  546500        0        0
Quorum Health Group            Common           74908410     22430  2175000 SH       SOLE                       0        0  2175000
Quorum Health Group            Common           74908410        60     5800 SH       DEFINED        1           0     5800        0
Quotesmith.com Inc             Common           74911710      1701   791700 SH       SOLE                  791700        0        0
Quotesmith.com Inc             Common           74911710       259   120000 SH       SOLE                       0        0   120000
Quotesmith.com Inc             Common           74911710       685   318000 SH       DEFINED        1           0   318000        0
Quotesmith.com Inc             Common           74911710       281   130000 SH       DEFINED        1           0   130000        0
Quotesmith.com Inc             Common           74911710       819   380000 SH       DEFINED        2           0        0   380000
Qwest Commns Intl              Common           74912110       792    16400 SH       SOLE                   16400        0        0
R&B Falcon Corp                Common           74912E10    177404  7528900 SH       SOLE                 7528900        0        0
R&B Falcon Corp                Common           74912E10     37963  1611100 SH       SOLE                       0        0  1611100
R&B Falcon Corp                Common           74912E10     20820   883610 SH       DEFINED        1           0   883610        0
RCM Technologies Inc           Common           74936040      2184   296000 SH       SOLE                  296000        0        0
RCM Technologies Inc           Common           74936040       398    54000 SH       SOLE                       0        0    54000
RCM Technologies Inc           Common           74936040      1033   140000 SH       DEFINED        1           0   140000        0
RCM Technologies Inc           Common           74936040       398    54000 SH       DEFINED        1           0    54000        0
RCM Technologies Inc           Common           74936040      1416   192000 SH       DEFINED        2           0        0   192000
RCN Corporation                Common           74936110      7696   303250 SH       SOLE                  303250        0        0
RCN Corporation                Common           74936110      7605   299700 SH       SOLE                       0        0   299700
RCN Corporation                Common           74936110      3306   130300 SH       DEFINED        1           0   130300        0
RDO Equipment Co A             Common           74941310      2558   464900 SH       SOLE                  464900        0        0
RF Monolithics Inc             Common           74955F10      3520   220000 SH       SOLE                  220000        0        0
RF Monolithics Inc             Common           74955F10      1120    70000 SH       SOLE                       0        0    70000
RF Monolithics Inc             Common           74955F10      2893   180800 SH       DEFINED        1           0   180800        0
RF Monolithics Inc             Common           74955F10      1040    65000 SH       DEFINED        1           0    65000        0
R.H. Donnelley Corp            Common           74955W30      1564    80700 SH       DEFINED        1           0    80700        0
RSA Security Inc               Common           74971910       346     5000 SH       SOLE                    5000        0        0
RSA Security Inc               Common           74971910      2597    37500 SH       DEFINED        1           0    37500        0
RTI Intl Metals                Common           74973W10      4426   389100 SH       SOLE                  389100        0        0
RWD Technologies Inc           Common           74975B10       465    80000 SH       SOLE                   80000        0        0
RWD Technologies Inc           Common           74975B10       500    86000 SH       DEFINED        1           0    86000        0
RF Micro Devices Inc           Common           74994110      2306    26395 SH       SOLE                   26395        0        0
RF Micro Devices Inc           Common           74994110        79      900 SH       DEFINED        1           0      900        0
RF Micro Devices Inc           Common           74994110       149     1700 SH       DEFINED        2           0     1700        0
Radian Group Inc               Common           75023610       543    10500 SH       SOLE                   10500        0        0
Radian Group Inc               Common           75023610      3247    62750 SH       DEFINED        1           0    62750        0
Radiant Systems Inc            Common           75025N10        92     3800 SH       SOLE                    3800        0        0
Radiant Systems Inc            Common           75025N10        62     2600 SH       SOLE                       0        0     2600
Radiant Systems Inc            Common           75025N10        86     3600 SH       DEFINED        1           0     3600        0
Radioshack Corp.               Common           75043810     94445  1999810 SH       SOLE                 1999810        0        0
Radioshack Corp.               Common           75043810     46181   975140 SH       SOLE                       0        0   975140
Radioshack Corp.               Common           75043810     57459  1212840 SH       DEFINED        1           0  1212840        0
Radioshack Corp.               Common           75043810     26838   566500 SH       DEFINED        2           0        0   566500
Radioshack Corp.               Common           75043810      2255    47900 SH       DEFINED        3           0    47900        0
Radioshack Corp.               Common           75043810      2293    48400 SH       DEFINED        3           0        0    48400
Rainbow Technologies           Common           75086210     26140   537850 SH       SOLE                  537850        0        0
Rainbow Technologies           Common           75086210       914    18800 SH       SOLE                       0        0    18800
Rainbow Technologies           Common           75086210       229     4700 SH       DEFINED        1           0     4700        0
Rainbow Technologies           Common           75086210      3029    62300 SH       DEFINED        2           0        0    62300
Rambus Inc Del                 Common           75091710     12267   119100 SH       SOLE                  119100        0        0
Rambus Inc Del                 Common           75091710        10      100 SH       DEFINED        1           0      100        0
Rational Software              Common           75409P20    399534  4299100 SH       SOLE                 4299100        0        0
Rational Software              Common           75409P20    115296  1240555 SH       SOLE                       0        0  1240555
Rational Software              Common           75409P20     63871   687250 SH       DEFINED        1           0   687250        0
Raymond James Finl             Common           75473010      1681    74600 SH       SOLE                   74600        0        0
Raymond James Finl             Common           75473010      1146    50900 SH       SOLE                       0        0    50900
Raymond James Finl             Common           75473010      1679    74600 SH       DEFINED        1           0    74600        0
Rayovac Corp                   Common           75508110       275    12300 SH       SOLE                       0        0    12300
Raytel Medical Corp            Common           75510710      1039   593400 SH       SOLE                  593400        0        0
Raytel Medical Corp            Common           75510710       385   220000 SH       SOLE                       0        0   220000
Raytel Medical Corp            Common           75510710        96    55000 SH       DEFINED        1           0    55000        0
Raytheon Co A                  Common           75511130      3820   196500 SH       SOLE                  196500        0        0
Raytheon Co A                  Common           75511130     89463  4602500 SH       SOLE                       0        0  4602500
Raytheon Co A                  Common           75511130        47     2440 SH       DEFINED        1           0     2440        0
Raytheon Co A                  Common           75511130      5485   282200 SH       DEFINED        1           0   282200        0
Reckson Rlty REIT              Common           75621K10     34856  1467600 SH       SOLE                 1467600        0        0
Reckson Rlty REIT              Common           75621K10      3159   133000 SH       DEFINED        1           0   133000        0
Reckson Assoc REIT B           Common           75621K30       104     4100 SH       SOLE                    4100        0        0
Reckson Assoc REIT B           Common           75621K30        13      500 SH       DEFINED        1           0      500        0
Red Hat Inc                    Common           75657710      4730   174800 SH       SOLE                  174800        0        0
Red Hat Inc                    Common           75657710       674    24900 SH       DEFINED        1           0    24900        0
Redwood Tr Inc REIT            Common           75807540       636    45400 SH       SOLE                   45400        0        0
Reed Intl PLC ADR              Common           75821287     13575   390365 SH       SOLE                  390365        0        0
Reed Intl PLC ADR              Common           75821287      4110   117641 SH       SOLE                       0        0   117641
Reed Intl PLC ADR              Common           75821287      5752   164310 SH       DEFINED        1           0   164310        0
Reed Intl PLC ADR              Common           75821287       763    21800 SH       DEFINED        2           0        0    21800
Regent Communication           Common           75886510      9655  1123500 SH       SOLE                 1123500        0        0
Regeneron Pharm Inc            Common           75886F10      2987   100200 SH       SOLE                  100200        0        0
Regeneron Pharm Inc            Common           75886F10       513    17200 SH       SOLE                       0        0    17200
Regeneron Pharm Inc            Common           75886F10     13846   464400 SH       DEFINED        1           0   464400        0
Regeneron Pharm Inc            Common           75886F10       200     6700 SH       DEFINED        2           0        0     6700
Regis Corp                     Common           75893210      4065   325100 SH       SOLE                  325100        0        0
Regis Corp                     Common           75893210       721    57700 SH       SOLE                       0        0    57700
Regis Corp                     Common           75893210      1879   150300 SH       DEFINED        1           0   150300        0
Regis Corp                     Common           75893210       775    62000 SH       DEFINED        1           0    62000        0
Regis Corp                     Common           75893210      2420   193600 SH       DEFINED        2           0        0   193600
Reinsurance Group              Common           75935110     60136  1997437 SH       SOLE                 1997437        0        0
Reinsurance Group              Common           75935110     12473   414042 SH       SOLE                       0        0   414042
Reinsurance Group              Common           75935110     20506   680735 SH       DEFINED        1           0   680735        0
REMEC Inc                      Common           75954310     42938  1025300 SH       SOLE                 1025300        0        0
REMEC Inc                      Common           75954310     28157   672400 SH       SOLE                       0        0   672400
REMEC Inc                      Common           75954310     11432   273000 SH       DEFINED        1           0   273000        0
REMEC Inc                      Common           75954310       925    22100 SH       DEFINED        1           0    22100        0
REMEC Inc                      Common           75954310      2797    66800 SH       DEFINED        2           0        0    66800
Remedy Corp                    Common           75954810     31677   568200 SH       SOLE                  568200        0        0
Remedy Corp                    Common           75954810      3952    70900 SH       DEFINED        1           0    70900        0
RemedyTemp Inc Cl A            Common           75954910      2760   225200 SH       SOLE                  225200        0        0
RemedyTemp Inc Cl A            Common           75954910       762    62200 SH       SOLE                       0        0    62200
RemedyTemp Inc Cl A            Common           75954910      1306   106600 SH       DEFINED        1           0   106600        0
RemedyTemp Inc Cl A            Common           75954910      2885   235500 SH       DEFINED        2           0        0   235500
Remington Oil & Gas            Common           75959430       150    20000 SH       SOLE                   20000        0        0
Remington Oil & Gas            Common           75959430      1125   150000 SH       SOLE                       0        0   150000
Repsol SA ADR                  Common           76026T20    159993  8077340 SH       SOLE                 8077340        0        0
Repsol SA ADR                  Common           76026T20    202483 10220200 SH       SOLE                       0        0 10220200
Repsol SA ADR                  Common           76026T20     20125  1015715 SH       DEFINED        1           0  1015715        0
Repsol SA ADR                  Common           76026T20      7402   373600 SH       DEFINED        1           0   373600        0
Republic Svcs Inc              Common           76075910      2527   157800 SH       SOLE                  157800        0        0
Republic Svcs Inc              Common           76075910    158086  9880400 SH       SOLE                       0        0  9880400
Republic Svcs Inc              Common           76075910       224    14000 SH       DEFINED        1           0    14000        0
Republic Svcs Inc              Common           76075910        98     6100 SH       DEFINED        1           0     6100        0
Republic Svcs Inc              Common           76075910      1262    78900 SH       DEFINED        1           0        0    78900
Republic Svcs Inc              Common           76075910      3042   190100 SH       DEFINED        2           0        0   190100
Res-Care Inc                   Common           76094310       160    30600 SH       SOLE                   30600        0        0
Res-Care Inc                                    760943AC      2004  4355000 PRN      SOLE                 4355000        0        0
Res-Care Inc                                    760943AC       377   820000 PRN      SOLE                       0        0   820000
Res-Care Inc                                    760943AC      1058  2300000 PRN      DEFINED        1           0  2300000        0
Res-Care Inc                                    760943AC       455   990000 PRN      DEFINED        1           0   990000        0
Res-Care Inc                                    760943AC      1530  3325000 PRN      DEFINED        2           0        0  3325000
Research in Motion             Common           76097510        32      700 SH       SOLE                     700        0        0
Resource America A             Common           76119520      7242  1109000 SH       SOLE                 1109000        0        0
Resource America A             Common           76119520     13331  2045100 SH       SOLE                       0        0  2045100
Resource Asset REIT            Common           76119610       539    49000 SH       SOLE                       0        0    49000
Resource Bancshs Mtg           Common           76119710      2531   604300 SH       SOLE                  604300        0        0
Resource Bancshs Mtg           Common           76119710       486   116000 SH       SOLE                       0        0   116000
Resource Bancshs Mtg           Common           76119710      1456   347600 SH       DEFINED        1           0   347600        0
Resource Bancshs Mtg           Common           76119710       545   130000 SH       DEFINED        1           0   130000        0
Resource Bancshs Mtg           Common           76119710      1838   438900 SH       DEFINED        2           0        0   438900
Respironics Inc                Common           76123010     21289  1182000 SH       SOLE                 1182000        0        0
Respironics Inc                Common           76123010      4034   224100 SH       SOLE                       0        0   224100
Respironics Inc                Common           76123010      7637   424300 SH       DEFINED        1           0   424300        0
Respironics Inc                Common           76123010      1166    64800 SH       DEFINED        1           0    64800        0
Respironics Inc                Common           76123010      3557   197600 SH       DEFINED        2           0        0   197600
Rex Stores Corp                Common           76162410      1937    83100 SH       DEFINED        1           0    83100        0
Reynolds & Reyn Cl A           Common           76169510      3128   171400 SH       DEFINED        1           0   171400        0
RJ Reynolds Tobacco            Common           76182K10     84479  3028700 SH       SOLE                 3028700        0        0
RJ Reynolds Tobacco            Common           76182K10      2483    89100 SH       SOLE                       0        0    89100
RJ Reynolds Tobacco            Common           76182K10     18472   661200 SH       DEFINED        1           0   661200        0
RJ Reynolds Tobacco            Common           76182K10       436    15600 SH       DEFINED        1           0    15600        0
RJ Reynolds Tobacco            Common           76182K10      5655   202400 SH       DEFINED        1           0        0   202400
RJ Reynolds Tobacco            Common           76182K10     10765   385300 SH       DEFINED        2           0        0   385300
RJ Reynolds Tobacco            Common           76182K10       725    26100 SH       DEFINED        3           0    26100        0
RJ Reynolds Tobacco            Common           76182K10      1017    36400 SH       DEFINED        3           0        0    36400
Rhythms NetConnectns           Common           76243020      3752   298600 SH       SOLE                  298600        0        0
Rhythms NetConnectns           Common           76243020       879    70000 SH       SOLE                       0        0    70000
Ribozyme Pharm Inc             Common           76256710       129     5000 SH       SOLE                    5000        0        0
Ribozyme Pharm Inc             Common           76256710       253     9800 SH       SOLE                       0        0     9800
Ribozyme Pharm Inc             Common           76256710      2404    93100 SH       DEFINED        1           0    93100        0
Ribozyme Pharm Inc             Common           76256710       150     5800 SH       DEFINED        2           0        0     5800
Richmond Cnty Finl             Common           76455610        37     1900 SH       SOLE                       0        0     1900
River Valley Bcp               Common           76847510       579    45000 SH       SOLE                       0        0    45000
Riviana Foods Inc              Common           76953610        65     3700 SH       SOLE                    3700        0        0
Riviana Foods Inc              Common           76953610        17     1000 SH       DEFINED        1           0     1000        0
Riviera Tool Company           Common           76964810       481   140000 SH       SOLE                  140000        0        0
Riviera Tool Company           Common           76964810       610   177711 SH       DEFINED        1           0   177711        0
Robbins & Myers Inc            Common           77019610      5146   225400 SH       SOLE                  225400        0        0
Robbins & Myers Inc            Common           77019610      3519   154300 SH       SOLE                       0        0   154300
Robbins & Myers Inc            Common           77019610      4959   217400 SH       DEFINED        1           0   217400        0
Robert Half Intl Inc           Common           77032310      1160    40700 SH       SOLE                   40700        0        0
Robert Half Intl Inc           Common           77032310      5689   199600 SH       DEFINED        1           0   199600        0
Rock of Ages Corp A            Common           77263210       741   150000 SH       SOLE                  150000        0        0
Rock of Ages Corp A            Common           77263210       741   150000 SH       SOLE                       0        0   150000
Rock of Ages Corp A            Common           77263210      1827   370000 SH       DEFINED        1           0   370000        0
Rock of Ages Corp A            Common           77263210       682   138000 SH       DEFINED        1           0   138000        0
Rogers Cantel Mobile           Common           77510220        67     2000 SH       SOLE                    2000        0        0
Rogers Communctns B            Common           77510920    116403  4084300 SH       SOLE                 4084300        0        0
Rogers Corp                    Common           77513310      3463    99150 SH       SOLE                   99150        0        0
Rogers Corp                    Common           77513310       840    24000 SH       SOLE                       0        0    24000
Rogers Corp                    Common           77513310      2475    70700 SH       DEFINED        1           0    70700        0
Rogers Corp                    Common           77513310       700    20000 SH       DEFINED        1           0    20000        0
Rogers Corp                    Common           77513310      3248    92800 SH       DEFINED        2           0        0    92800
Rohm & Haas Co                 Common           77537110      8846   256400 SH       SOLE                  256400        0        0
Rohm & Haas Co                 Common           77537110     20907   606000 SH       SOLE                       0        0   606000
Rohm & Haas Co                 Common           77537110      5454   158100 SH       DEFINED        1           0   158100        0
Rollins Truck Leasng           Common           77574110      2051   295650 SH       DEFINED        1           0   295650        0
Roper Inds Inc New             Common           77669610       863    33700 SH       SOLE                   33700        0        0
Roper Inds Inc New             Common           77669610      1563    61000 SH       DEFINED        1           0    61000        0
Ross Stores Inc                Common           77829610    147168  8625000 SH       SOLE                       0        0  8625000
Ross Stores Inc                Common           77829610      2150   126000 SH       DEFINED        2           0        0   126000
Rowan Companies Inc            Common           77938210     37047  1220300 SH       SOLE                 1220300        0        0
Rowan Companies Inc            Common           77938210     24212   797100 SH       SOLE                       0        0   797100
Rowan Companies Inc            Common           77938210     10297   339000 SH       DEFINED        1           0   339000        0
Royal Bank of Canada           Common           78008710       181     3500 SH       SOLE                    3500        0        0
Royal Dutch Pete NY            Common           78025780    223646  3633000 SH       SOLE                 3633000        0        0
Royal Dutch Pete NY            Common           78025780    353530  5742590 SH       SOLE                       0        0  5742590
Royal Dutch Pete NY            Common           78025780     50172   814960 SH       DEFINED        1           0   814960        0
KPN NV ADS                     Common           78064120       136     3022 SH       SOLE                    3022        0        0
Rudolph Tech Inc               Common           78127010       791    20400 SH       SOLE                   20400        0        0
Rudolph Tech Inc               Common           78127010       574    14800 SH       SOLE                       0        0    14800
Rudolph Tech Inc               Common           78127010       810    20900 SH       DEFINED        1           0    20900        0
Rural Cellular Cl A            Common           78190410     33672   439800 SH       SOLE                  439800        0        0
Rural Cellular Cl A            Common           78190410      9570   125000 SH       SOLE                       0        0   125000
Ryanair Holdings ADR           Common           78351310    113994  3126100 SH       SOLE                 3126100        0        0
Ryanair Holdings ADR           Common           78351310     26316   721700 SH       SOLE                       0        0   721700
Ryanair Holdings ADR           Common           78351310     16846   461510 SH       DEFINED        1           0   461510        0
Ryanair Holdings ADR           Common           78351310       139     3800 SH       DEFINED        2           0     3800        0
Ryanair Holdings ADR           Common           78351310      1004    27500 SH       DEFINED        2           0        0    27500
Ryder System Inc               Common           78354910      1723    91000 SH       SOLE                   91000        0        0
Ryerson Tull Inc               Common           78375P10     10058   969446 SH       SOLE                       0        0   969446
Ryerson Tull Inc               Common           78375P10        26     2500 SH       DEFINED        1           0     2500        0
SBC Communications             Common           78387G10    621533 14376540 SH       SOLE                14376540        0        0
SBC Communications             Common           78387G10    314595  7275260 SH       SOLE                       0        0  7275260
SBC Communications             Common           78387G10     76253  1763059 SH       DEFINED        1           0  1763059        0
SBC Communications             Common           78387G10     10559   246000 SH       DEFINED        1           0   246000        0
SBC Communications             Common           78387G10     12181   281643 SH       DEFINED        1           0        0   281643
SBC Communications             Common           78387G10      3910    90400 SH       DEFINED        2           0        0    90400
SBA Communctns Corp            Common           78388J10     18548   357100 SH       SOLE                  357100        0        0
SBA Communctns Corp            Common           78388J10      3112    59900 SH       SOLE                       0        0    59900
SBA Communctns Corp            Common           78388J10      4483    86300 SH       DEFINED        1           0    86300        0
SCB Computer Tech              Common           78388N10       776   365000 SH       SOLE                  365000        0        0
SCB Computer Tech              Common           78388N10       425   200000 SH       SOLE                       0        0   200000
SCB Computer Tech              Common           78388N10      1137   535000 SH       DEFINED        1           0   535000        0
SCB Computer Tech              Common           78388N10       361   170000 SH       DEFINED        1           0   170000        0
SCI Systems Inc                Common           78389010     16095   410700 SH       SOLE                  410700        0        0
SCI Systems Inc                Common           78389010       670    17100 SH       SOLE                       0        0    17100
SCI Systems Inc                Common           78389010      7908   201800 SH       DEFINED        1           0   201800        0
SCP Pool Corp                  Common           78402810      5245   223200 SH       SOLE                  223200        0        0
SCP Pool Corp                  Common           78402810       864    36750 SH       SOLE                       0        0    36750
SCP Pool Corp                  Common           78402810      2112    89850 SH       DEFINED        1           0    89850        0
SCP Pool Corp                  Common           78402810       670    28500 SH       DEFINED        1           0    28500        0
SCP Pool Corp                  Common           78402810      2813   119700 SH       DEFINED        2           0        0   119700
SFX Entertainment A            Common           78417810     67875  1497900 SH       SOLE                 1497900        0        0
S&P 500 SPDRS                  Common           78462F10       787     5420 SH       SOLE                       0        0     5420
S1 Corporation                 Common           78463B10       699    30000 SH       SOLE                   30000        0        0
S3 Incorporated                Common           78484910     19470  1320000 SH       SOLE                       0        0  1320000
S3 Incorporated                Common           78484910      2838   192400 SH       DEFINED        1           0   192400        0
Sabre Holdings Corp            Common           78590510     64113  2249590 SH       SOLE                 2249590        0        0
Sabre Holdings Corp            Common           78590510      8411   295116 SH       SOLE                       0        0   295116
Safeway Inc                    Common           78651420    478464 10640814 SH       SOLE                10640814        0        0
Safeway Inc                    Common           78651420     95852  2132060 SH       SOLE                       0        0  2132060
Safeway Inc                    Common           78651420     50416  1120290 SH       DEFINED        1           0  1120290        0
Safeway Inc                    Common           78651420      3956    89300 SH       DEFINED        1           0    89300        0
Safeway Inc                    Common           78651420      8429   187300 SH       DEFINED        1           0        0   187300
Safeway Inc                    Common           78651420       252     5600 SH       DEFINED        2           0     5600        0
Safeway Inc                    Common           78651420     18308   406900 SH       DEFINED        2           0        0   406900
Safeway Inc                    Common           78651420       970    21700 SH       DEFINED        3           0    21700        0
Safeway Inc                    Common           78651420      1269    28200 SH       DEFINED        3           0        0    28200
Saga Communctns Cl A           Common           78659810      1155    52520 SH       DEFINED        1           0    52520        0
Saga Communctns Cl A           Common           78659810      3317   150781 SH       DEFINED        2           0        0   150781
St Jude Medical Inc            Common           79084910     33434   728700 SH       SOLE                  728700        0        0
St Jude Medical Inc            Common           79084910    117436  2559900 SH       SOLE                       0        0  2559900
St Jude Medical Inc            Common           79084910        64     1400 SH       DEFINED        1           0     1400        0
St Mary Land & Expl            Common           79222810      1493    35500 SH       SOLE                   35500        0        0
St Mary Land & Expl            Common           79222810      2524    60000 SH       SOLE                       0        0    60000
St Mary Land & Expl            Common           79222810      4880   116000 SH       DEFINED        1           0   116000        0
St Paul Companies              Common           79286010      6757   198000 SH       SOLE                  198000        0        0
St Paul Companies              Common           79286010     11603   340000 SH       SOLE                       0        0   340000
St Paul Companies              Common           79286010      6740   197500 SH       DEFINED        1           0   197500        0
Sandisk Corp                   Common           80004C10      1059    17300 SH       SOLE                   17300        0        0
Sanmina Corp                   Common           80090710     47377   554100 SH       SOLE                  554100        0        0
Sanmina Corp                   Common           80090710     26676   312000 SH       SOLE                       0        0   312000
Sanmina Corp                   Common           80090710     32957   385460 SH       DEFINED        1           0   385460        0
Sangstat Med Corp              Common           80100310       144     5000 SH       SOLE                    5000        0        0
Sangstat Med Corp              Common           80100310       323    11200 SH       SOLE                       0        0    11200
Sangstat Med Corp              Common           80100310      1796    62200 SH       DEFINED        1           0    62200        0
Sangstat Med Corp              Common           80100310       104     3600 SH       DEFINED        2           0        0     3600
Santa Fe Snyder Corp           Common           80218K10     99776  8771500 SH       SOLE                       0        0  8771500
Santa Fe Snyder Corp           Common           80218K10       108     9500 SH       DEFINED        1           0     9500        0
Santa Fe Snyder Corp           Common           80218K10      2698   237200 SH       DEFINED        2           0        0   237200
SAP AG ADR                     Common           80305420      4661    99300 SH       SOLE                   99300        0        0
SAP AG ADR                     Common           80305420      1183    25200 SH       SOLE                       0        0    25200
Sara Lee Corp                  Common           80311110    278037 14395500 SH       SOLE                14395500        0        0
Sara Lee Corp                  Common           80311110     30038  1555300 SH       SOLE                       0        0  1555300
Sara Lee Corp                  Common           80311110     15801   818100 SH       DEFINED        1           0   818100        0
Sara Lee Corp                  Common           80311110      4861   251700 SH       DEFINED        1           0   251700        0
Sara Lee Corp                  Common           80311110     12395   641800 SH       DEFINED        1           0        0   641800
Sasol Ltd Spons ADR            Common           80386630      8730  1317600 SH       SOLE                 1317600        0        0
Satyam Infoway ADR             Common           80409910        51     2300 SH       SOLE                       0        0     2300
Sauer Inc                      Common           80413710      4463   451800 SH       SOLE                  451800        0        0
Sauer Inc                      Common           80413710       720    72900 SH       SOLE                       0        0    72900
Sauer Inc                      Common           80413710       693    70200 SH       DEFINED        1           0    70200        0
Sauer Inc                      Common           80413710      3301   334300 SH       DEFINED        2           0        0   334300
SCANA Corp                     Common           80589M10     11029   457200 SH       SOLE                  457200        0        0
SCANA Corp                     Common           80589M10     25938  1075153 SH       SOLE                       0        0  1075153
SCANA Corp                     Common           80589M10       661    27400 SH       DEFINED        1           0    27400        0
Scheid Vineyards A             Common           80640310      1346   402000 SH       SOLE                  402000        0        0
Scheid Vineyards A             Common           80640310       602   180000 SH       DEFINED        1           0   180000        0
Henry Schein Inc               Common           80640710      8687   503400 SH       SOLE                  503400        0        0
Henry Schein Inc               Common           80640710     13290   770400 SH       SOLE                       0        0   770400
Henry Schein Inc               Common           80640710        64     3700 SH       DEFINED        1           0     3700        0
Schering-Plough Corp           Common           80660510     14475   286500 SH       SOLE                  286500        0        0
Schering-Plough Corp           Common           80660510    108388  2146300 SH       SOLE                       0        0  2146300
Schering-Plough Corp           Common           80660510      3570    70700 SH       DEFINED        1           0    70700        0
Schlumberger Ltd               Common           80685710    259247  3475592 SH       SOLE                 3475592        0        0
Schlumberger Ltd               Common           80685710    228647  3064247 SH       SOLE                       0        0  3064247
Schlumberger Ltd               Common           80685710     16581   222200 SH       DEFINED        1           0   222200        0
Schlumberger Ltd               Common           80685710      1839    25400 SH       DEFINED        1           0    25400        0
Schlumberger Ltd               Common           80685710      2627    35200 SH       DEFINED        2           0        0    35200
Schuler Homes Inc              Common           80818810      1574   257000 SH       SOLE                  257000        0        0
Charles Schwab Corp            Common           80851310       121     3598 SH       SOLE                    3598        0        0
Schweitzer-Mauduit             Common           80854110      5028   401900 SH       SOLE                  401900        0        0
Schweitzer-Mauduit             Common           80854110      1284   102700 SH       SOLE                       0        0   102700
Schweitzer-Mauduit             Common           80854110      6384   510600 SH       DEFINED        1           0   510600        0
Schweitzer-Mauduit             Common           80854110       525    42000 SH       DEFINED        1           0    42000        0
Schweitzer-Mauduit             Common           80854110      1813   145000 SH       DEFINED        2           0        0   145000
Scientific-Atlanta             Common           80865510       246     3300 SH       SOLE                    3300        0        0
Scios Inc                      Common           80890510        46     8100 SH       SOLE                    8100        0        0
Scios Inc                      Common           80890510      2866   509550 SH       SOLE                       0        0   509550
Scios Inc                      Common           80890510      4215   749312 SH       DEFINED        1           0   749312        0
Scios Inc                      Common           80890510        39     7000 SH       DEFINED        2           0        0     7000
Scottish Power ADR             Common           81013T70      1776    53124 SH       SOLE                   53124        0        0
Scottish Power ADR             Common           81013T70     10667   319000 SH       SOLE                       0        0   319000
Scripps EW Co Cl A             Common           81105420     61963  1258510 SH       SOLE                 1258510        0        0
Scripps EW Co Cl A             Common           81105420     37224   755830 SH       SOLE                       0        0   755830
Scripps EW Co Cl A             Common           81105420     25496   517700 SH       DEFINED        1           0   517700        0
Scripps EW Co Cl A             Common           81105420       291     5900 SH       DEFINED        1           0     5900        0
Scripps EW Co Cl A             Common           81105420      3699    75100 SH       DEFINED        1           0        0    75100
Scripps EW Co Cl A             Common           81105420      7654   155420 SH       DEFINED        2           0        0   155420
Scripps EW Co Cl A             Common           81105420       695    14200 SH       DEFINED        3           0    14200        0
Scripps EW Co Cl A             Common           81105420       722    14650 SH       DEFINED        3           0        0    14650
Sea Containers Cl A            Common           81137170        78     3700 SH       DEFINED        1           0     3700        0
SeaChange Intl Inc             Common           81169910     11764   407250 SH       SOLE                  407250        0        0
SeaChange Intl Inc             Common           81169910       465    16100 SH       SOLE                       0        0    16100
SeaChange Intl Inc             Common           81169910      1764    61100 SH       DEFINED        1           0    61100        0
SeaChange Intl Inc             Common           81169910       326    11300 SH       DEFINED        1           0    11300        0
SeaChange Intl Inc             Common           81169910      1273    44100 SH       DEFINED        2           0        0    44100
Seacoast Bkng FL A             Common           81170710      2026    75000 SH       SOLE                   75000        0        0
Seacoast Bkng FL A             Common           81170710      1380    51100 SH       SOLE                       0        0    51100
Seacoast Bkng FL A             Common           81170710      2001    74100 SH       DEFINED        1           0    74100        0
Seacoast Finl Svcs             Common           81170Q10      4055   426700 SH       SOLE                  426700        0        0
Seacoast Finl Svcs             Common           81170Q10       894    94100 SH       SOLE                       0        0    94100
Seacoast Finl Svcs             Common           81170Q10      2217   233300 SH       DEFINED        1           0   233300        0
Seacoast Finl Svcs             Common           81170Q10       871    91700 SH       DEFINED        1           0    91700        0
Seacoast Finl Svcs             Common           81170Q10      2990   314700 SH       DEFINED        2           0        0   314700
Seagate Technology             Common           81180410       270     4900 SH       SOLE                    4900        0        0
Seagate Technology             Common           81180410     12419   225800 SH       DEFINED        1           0   225800        0
Seagram Co Ltd                 Common           81185010     52357   902700 SH       SOLE                  902700        0        0
Seagram Co ACES                Cv Pfd           81185020       172     3200 PRN      SOLE                    3200        0        0
Seacor Smit Inc                Common           81190410      6937   179300 SH       SOLE                  179300        0        0
Seacor Smit Inc                Common           81190410      3233    83550 SH       DEFINED        1           0    83550        0
Sealed Air Corp                Common           81211K10     42723   816300 SH       SOLE                  816300        0        0
Sealed Air Corp                Common           81211K10     31428   600070 SH       SOLE                       0        0   600070
Sealed Air Corp                Common           81211K10      5316   101500 SH       DEFINED        1           0   101500        0
Sealed Air Corp                Common           81211K10      3263    62300 SH       DEFINED        2           0        0    62300
Sealed Air Corp                Common           81211K10       146     2800 SH       DEFINED        3           0     2800        0
Sealed Air Corp                Common           81211K10       304     5800 SH       DEFINED        3           0        0     5800
Sealed Air Corp                Cv Pfd           81211K20       304     6000 PRN      SOLE                    6000        0        0
Sears Roebuck & Co             Common           81238710    100128  3069052 SH       SOLE                       0        0  3069052
AMEX Cons StapleSPDR           Common           81369Y30       858    34000 SH       SOLE                   34000        0        0
Security Cap Grp A             Common           81413P10     10166    12300 SH       SOLE                   12300        0        0
Security Cap Grp B             Common           81413P20     90753  5338450 SH       SOLE                 5338450        0        0
Security Cap Grp B             Common           81413P20      4386   258050 SH       SOLE                       0        0   258050
Security Cap Grp B             Common           81413P20      3663   215450 SH       DEFINED        1           0   215450        0
Semtech Corp                   Common           81685010     10773   140800 SH       SOLE                  140800        0        0
Semtech Corp                   Common           81685010      6493    84900 SH       SOLE                       0        0    84900
Semtech Corp                   Common           81685010     16987   222100 SH       DEFINED        1           0   222100        0
Sempra Energy                  Common           81685110      3809   224071 SH       SOLE                       0        0   224071
Sensormatic Electrs            Common           81726510      9804   620000 SH       SOLE                       0        0   620000
Sensormatic Electrs            Common           81726510      1132    71600 SH       DEFINED        1           0    71600        0
Sequenom Inc                   Common           81733710     12505   275600 SH       SOLE                  275600        0        0
Sequenom Inc                   Common           81733710      1198    26400 SH       DEFINED        1           0    26400        0
Servicemaster Co               Common           81760N10     32951  2896700 SH       SOLE                 2896700        0        0
Servicemaster Co               Common           81760N10       550    50000 SH       DEFINED        1           0    50000        0
Shandong Huaneng ADR           Common           81941910      1161   277300 SH       SOLE                  277300        0        0
Shared Medical Sys             Common           81948610     16442   225800 SH       SOLE                  225800        0        0
Shared Medical Sys             Common           81948610    142155  1949000 SH       SOLE                       0        0  1949000
Shared Medical Sys             Common           81948610      3070    42100 SH       DEFINED        1           0    42100        0
Shaw Industries                Common           82028610        38     3000 SH       DEFINED        1           0     3000        0
Shell Trans&Trdg ADR           Common           82270360     23257   466100 SH       SOLE                  466100        0        0
Shell Trans&Trdg ADR           Common           82270360    174552  3495400 SH       SOLE                       0        0  3495400
Shell Trans&Trdg ADR           Common           82270360      1004    20100 SH       DEFINED        1           0    20100        0
Sherwin-Williams               Common           82434810      2615   123400 SH       DEFINED        1           0   123400        0
Shiloh Industries              Common           82454310       335    35000 SH       SOLE                       0        0    35000
Shiloh Industries              Common           82454310      2008   210000 SH       DEFINED        2           0        0   210000
Shoe Pavilion Inc              Common           82489410       763   400000 SH       SOLE                  400000        0        0
Shopko Stores Inc              Common           82491110       169    11000 SH       SOLE                   11000        0        0
Shopko Stores Inc              Common           82491110       715    46500 SH       DEFINED        1           0    46500        0
Siebel Systems Inc             Common           82617010      3533    21600 SH       SOLE                   21600        0        0
Siebel Systems Inc             Common           82617010       507     3100 SH       SOLE                       0        0     3100
Siebel Systems Inc             Common           82617010     21149   129300 SH       DEFINED        1           0   129300        0
Sierra Health Svcs             Common           82632210      1382   433200 SH       SOLE                  433200        0        0
Sierra Health Svcs             Common           82632210      7128  2236000 SH       SOLE                       0        0  2236000
Sierra Health Svcs             Common           82632210        25     7800 SH       DEFINED        1           0     7800        0
Sierra Pacific Res             Common           82642810        52     4100 SH       SOLE                    4100        0        0
Sierra Pacific Res             Common           82642810         9      700 SH       DEFINED        1           0      700        0
Sigma-Aldrich Corp             Common           82655210      3877   132500 SH       SOLE                  132500        0        0
Sigma-Aldrich Corp             Common           82655210    137074  4686300 SH       SOLE                       0        0  4686300
Silicon Storage Tech           Common           82705710     10876   123100 SH       SOLE                  123100        0        0
Silicon Storage Tech           Common           82705710      8876   100500 SH       SOLE                       0        0   100500
Silicon Storage Tech           Common           82705710     12664   143400 SH       DEFINED        1           0   143400        0
Simmons First Natl             Common           82873020       414    18500 SH       DEFINED        2           0        0    18500
Simpson Mfg Co Inc             Common           82907310       177     3700 SH       SOLE                    3700        0        0
Simpson Mfg Co Inc             Common           82907310        24      500 SH       DEFINED        1           0      500        0
SkyWest Inc                    Common           83087910     38062  1026900 SH       SOLE                 1026900        0        0
SkyWest Inc                    Common           83087910     21252   573400 SH       SOLE                       0        0   573400
SkyWest Inc                    Common           83087910     13449   362900 SH       DEFINED        1           0   362900        0
SkyWest Inc                    Common           83087910        85     2300 SH       DEFINED        1           0     2300        0
SkyWest Inc                    Common           83087910      1112    30000 SH       DEFINED        1           0        0    30000
Smith International            Common           83211010      8824   121200 SH       SOLE                  121200        0        0
Smithkline Beech ADR           Common           83237830     39942   615050 SH       SOLE                  615050        0        0
Smithkline Beech ADR           Common           83237830    247326  3794200 SH       SOLE                       0        0  3794200
Smithkline Beech ADR           Common           83237830      8571   131500 SH       DEFINED        1           0   131500        0
Smithkline Beech ADR           Common           83237830      1271    19500 SH       DEFINED        2           0        0    19500
Smurfit-Stone Contnr           Common           83272710    130589 10142800 SH       SOLE                10142800        0        0
Smurfit-Stone Contnr           Common           83272710     74170  5760770 SH       SOLE                       0        0  5760770
Smurfit-Stone Contnr           Common           83272710      3190   247800 SH       DEFINED        1           0   247800        0
Smurfit-Stone Contnr           Common           83272710       135    10500 SH       DEFINED        1           0    10500        0
Smurfit-Stone Contnr           Common           83272710      1743   135400 SH       DEFINED        1           0        0   135400
Smurfit-Stone Contnr           Common           83272710       554    43000 SH       DEFINED        2           0        0    43000
Snyder Communctns              Common           83291410       387    16300 SH       SOLE                   16300        0        0
Snyder Communctns              Common           83291410      3584   150900 SH       DEFINED        1           0   150900        0
Software.com Inc               Common           83402P10      9252    71200 SH       SOLE                   71200        0        0
Software.com Inc               Common           83402P10      5156    39700 SH       SOLE                       0        0    39700
Software.com Inc               Common           83402P10      9090    70000 SH       DEFINED        1           0    70000        0
Sola Intl Inc                  Common           83409210      3707   759900 SH       SOLE                  759900        0        0
Sola Intl Inc                  Common           83409210       263    54000 SH       SOLE                       0        0    54000
Sola Intl Inc                  Common           83409210        47     9700 SH       DEFINED        1           0     9700        0
Solectron Corp                 Common           83418210    429947 10272799 SH       SOLE                10272799        0        0
Solectron Corp                 Common           83418210    101697  2430200 SH       SOLE                       0        0  2430200
Solectron Corp                 Common           83418210     56906  1358955 SH       DEFINED        1           0  1358955        0
Solectron Corp                 Common           83418210      2869    70300 SH       DEFINED        1           0    70300        0
Solectron Corp                 Common           83418210      8325   198800 SH       DEFINED        2           0        0   198800
Solectron Corp                 Common           83418210       300     7200 SH       DEFINED        3           0     7200        0
Solectron Corp                 Common           83418210       419    10000 SH       DEFINED        3           0        0    10000
Sonic Corp                     Common           83545110      1454    49500 SH       DEFINED        1           0    49500        0
SonicWALL Inc                  Common           83547010      9617   109200 SH       SOLE                  109200        0        0
SonicWALL Inc                  Common           83547010        35      400 SH       DEFINED        1           0      400        0
Sony Corp ADR                  Common           83569930      1357    14380 SH       SOLE                   14380        0        0
Sony Corp ADR                  Common           83569930      2358    25000 SH       SOLE                       0        0    25000
Southern Co                    Common           84258710        47     2000 SH       SOLE                    2000        0        0
Southern Co                    Common           84258710     34888  1496500 SH       SOLE                       0        0  1496500
Southern Union New             Common           84403010       199    12600 SH       DEFINED        1           0    12600        0
Southwest Airlines             Common           84474110     37570  1983944 SH       SOLE                 1983944        0        0
Southwest Airlines             Common           84474110     41228  2176950 SH       SOLE                       0        0  2176950
Southwest Airlines             Common           84474110      2896   152900 SH       DEFINED        1           0   152900        0
Southwest Airlines             Common           84474110       180     9500 SH       DEFINED        1           0     9500        0
Southwest Airlines             Common           84474110      2331   123100 SH       DEFINED        1           0        0   123100
Southwest Airlines             Common           84474110      2500   132000 SH       DEFINED        2           0        0   132000
Southwest Airlines             Common           84474110       119     6300 SH       DEFINED        3           0        0     6300
Southwest Bcp Inc OK           Common           84476710      2258   140000 SH       SOLE                       0        0   140000
Southwestern Energy            Common           84546710      1396   223200 SH       SOLE                  223200        0        0
Southwestern Energy            Common           84546710       736   117700 SH       SOLE                       0        0   117700
Southwestern Energy            Common           84546710       315    50400 SH       DEFINED        1           0    50400        0
Southwestern Energy            Common           84546710      2289   366200 SH       DEFINED        2           0        0   366200
Spacelabs Medical              Common           84624710      3149   279700 SH       SOLE                  279700        0        0
Spacelabs Medical              Common           84624710      3670   326200 SH       SOLE                       0        0   326200
Spacelabs Medical              Common           84624710        29     2600 SH       DEFINED        1           0     2600        0
Spectra-Physics                Common           84756810      2579    37050 SH       SOLE                   37050        0        0
Spectra-Physics                Common           84756810       720    10300 SH       SOLE                       0        0    10300
Spectra-Physics                Common           84756810      1839    26300 SH       DEFINED        1           0    26300        0
Spectra-Physics                Common           84756810      2385    34100 SH       DEFINED        2           0        0    34100
Spectrian Corp                 Common           84760810      3954   237700 SH       SOLE                  237700        0        0
Spectrian Corp                 Common           84760810       700    42100 SH       SOLE                       0        0    42100
Spectrian Corp                 Common           84760810      1912   115000 SH       DEFINED        1           0   115000        0
Spectrian Corp                 Common           84760810       769    46200 SH       DEFINED        1           0    46200        0
Spectrian Corp                 Common           84760810      2412   145100 SH       DEFINED        2           0        0   145100
Spectrasite Holdings           Common           84760T10     14196   500300 SH       SOLE                  500300        0        0
Spectrum Control Inc           Common           84761510      2477   181800 SH       SOLE                  181800        0        0
Spectrum Control Inc           Common           84761510       619    45400 SH       SOLE                       0        0    45400
Spectrum Control Inc           Common           84761510      1390   102000 SH       DEFINED        1           0   102000        0
Spectrum Control Inc           Common           84761510       158    11600 SH       DEFINED        1           0    11600        0
SpeedFam-IPEC Inc              Common           84770510      1564    86000 SH       SOLE                   86000        0        0
SpeedFam-IPEC Inc              Common           84770510      7759   426600 SH       SOLE                       0        0   426600
SpeedFam-IPEC Inc              Common           84770510      2219   122000 SH       DEFINED        1           0   122000        0
Speedway Motorsports           Common           84778810     16908   736300 SH       SOLE                  736300        0        0
Speedway Motorsports           Common           84778810      3465   150600 SH       SOLE                       0        0   150600
Speedway Motorsports           Common           84778810      2190    95200 SH       DEFINED        1           0    95200        0
Spieker Pptys REIT             Common           84849710     16552   359800 SH       SOLE                  359800        0        0
Spieker Pptys REIT             Common           84849710     94116  2046000 SH       SOLE                       0        0  2046000
Spieker Pptys REIT             Common           84849710      3128    68000 SH       DEFINED        1           0    68000        0
Splash Technology              Common           84862310     10920  1386500 SH       SOLE                 1386500        0        0
Splash Technology              Common           84862310        61     7800 SH       DEFINED        1           0     7800        0
Sport Supply Group             Common           84891510      2823   610000 SH       SOLE                  610000        0        0
Sprint Corp                    Common           85206110     80269  1574958 SH       SOLE                 1574958        0        0
Sprint Corp                    Common           85206110     91972  1804020 SH       SOLE                       0        0  1804020
Sprint Corp                    Common           85206110     33152   649970 SH       DEFINED        1           0   649970        0
Sprint Corp                    Common           85206110      1351    26500 SH       DEFINED        1           0    26500        0
Sprint Corp                    Common           85206110      6939   136050 SH       DEFINED        1           0        0   136050
Sprint Corp                    Common           85206110       209     4100 SH       DEFINED        2           0     4100        0
Sprint Corp                    Common           85206110      7759   152280 SH       DEFINED        2           0        0   152280
Sprint Corp                    Common           85206110       492     9700 SH       DEFINED        3           0     9700        0
Sprint Corp                    Common           85206110       710    13920 SH       DEFINED        3           0        0    13920
Sprint PCS Group               Common           85206150    283803  4781181 SH       SOLE                 4781181        0        0
Sprint PCS Group               Common           85206150    167726  2820310 SH       SOLE                       0        0  2820310
Sprint PCS Group               Common           85206150     80457  1352200 SH       DEFINED        1           0  1352200        0
Sprint PCS Group               Common           85206150      2790    47800 SH       DEFINED        1           0    47800        0
Sprint PCS Group               Common           85206150      3499    58800 SH       DEFINED        1           0        0    58800
Sprint PCS Group               Common           85206150     16029   269390 SH       DEFINED        2           0        0   269390
Sprint PCS Group               Common           85206150       627    10600 SH       DEFINED        3           0    10600        0
Sprint PCS Group               Common           85206150       878    14760 SH       DEFINED        3           0        0    14760
Spyglass Inc                   Common           85219210       241     7700 SH       SOLE                    7700        0        0
Staar Surgical Co              Common           85231230      4964   443600 SH       SOLE                  443600        0        0
Staar Surgical Co              Common           85231230       876    78300 SH       SOLE                       0        0    78300
Staar Surgical Co              Common           85231230      2287   204400 SH       DEFINED        1           0   204400        0
Staar Surgical Co              Common           85231230       947    84600 SH       DEFINED        1           0    84600        0
Staar Surgical Co              Common           85231230      2854   255100 SH       DEFINED        2           0        0   255100
StanCorp Financial             Common           85289110     13351   415600 SH       SOLE                  415600        0        0
StanCorp Financial             Common           85289110       199     6200 SH       SOLE                       0        0     6200
StanCorp Financial             Common           85289110       665    20700 SH       DEFINED        1           0    20700        0
Standard Commercial            Common           85325810      2008   440100 SH       SOLE                  440100        0        0
Standard Commercial            Common           85325810      2666   584200 SH       DEFINED        2           0        0   584200
Standard Commercial                             853258AA      2422  4175000 PRN      DEFINED        1           0  4175000        0
Standard Commercial                             853258AA       290   500000 PRN      DEFINED        1           0   500000        0
Standard Pacific Crp           Common           85375C10      1239   123900 SH       DEFINED        1           0   123900        0
Stanley Furniture              Common           85430520      3300   150000 SH       SOLE                  150000        0        0
Stanley Furniture              Common           85430520       924    42000 SH       DEFINED        1           0    42000        0
Stanley Furniture              Common           85430520      2211   100500 SH       DEFINED        2           0        0   100500
Stanley Works                  Common           85461610      7591   319600 SH       SOLE                  319600        0        0
Stanley Works                  Common           85461610     18630   784400 SH       SOLE                       0        0   784400
Stanley Works                  Common           85461610       380    16000 SH       DEFINED        1           0    16000        0
Staples Inc                    Common           85503010      8538   555600 SH       SOLE                  555600        0        0
Staples Inc                    Common           85503010    125797  8181900 SH       SOLE                       0        0  8181900
Staples Inc                    Common           85503010     10660   693330 SH       DEFINED        1           0   693330        0
Staples Inc                    Common           85503010      2817   183200 SH       DEFINED        2           0        0   183200
Staples Inc                    Common           85503010       154    10100 SH       DEFINED        3           0    10100        0
Staples Inc                    Common           85503010       165    10700 SH       DEFINED        3           0        0    10700
Starbucks Corp                 Common           85524410     15398   403200 SH       SOLE                  403200        0        0
Starbucks Corp                 Common           85524410      6385   167200 SH       DEFINED        1           0   167200        0
Startech Energy Inc            Common           85568N10       560   100000 SH       SOLE                       0        0   100000
Starwood Hot &Resort           Common           85590A20    123025  3784348 SH       SOLE                 3784348        0        0
Starwood Hot &Resort           Common           85590A20     39610  1216800 SH       SOLE                       0        0  1216800
Starwood Hot &Resort           Common           85590A20      5922   181900 SH       DEFINED        1           0   181900        0
Starwood Hot &Resort           Common           85590A20       264     8100 SH       DEFINED        1           0     8100        0
Starwood Hot &Resort           Common           85590A20      3435   105499 SH       DEFINED        1           0        0   105499
Starwood Hot &Resort           Common           85590A20      1589    48800 SH       DEFINED        2           0        0    48800
State Street Corp              Common           85747710    511943  4828223 SH       SOLE                 4828223        0        0
State Street Corp              Common           85747710     75957   716572 SH       SOLE                       0        0   716572
State Street Corp              Common           85747710     20409   192430 SH       DEFINED        1           0   192430        0
State Street Corp              Common           85747710      2740    26500 SH       DEFINED        1           0    26500        0
State Street Corp              Common           85747710      4656    43900 SH       DEFINED        2           0        0    43900
Steelcase Inc A                Common           85815520       162     9500 SH       SOLE                    9500        0        0
Steinway Music Instr           Common           85849510      2250   136400 SH       SOLE                  136400        0        0
Steinway Music Instr           Common           85849510       561    34000 SH       SOLE                       0        0    34000
Steinway Music Instr           Common           85849510       625    37900 SH       DEFINED        1           0    37900        0
Steris Corp                    Common           85915210      3064   344700 SH       SOLE                  344700        0        0
Steris Corp                    Common           85915210     11182  1260000 SH       SOLE                       0        0  1260000
Steris Corp                    Common           85915210        89    10000 SH       DEFINED        1           0    10000        0
Stillwater Mining Co           Common           86074Q10     58043  2083175 SH       SOLE                 2083175        0        0
Stillwater Mining Co           Common           86074Q10      6362   228200 SH       SOLE                       0        0   228200
Stillwater Mining Co           Common           86074Q10     12541   449910 SH       DEFINED        1           0   449910        0
STMicroelectro NYShs           Common           86101210       481     7500 SH       SOLE                    7500        0        0
STMicroelectro NYShs           Common           86101210        19      300 SH       DEFINED        1           0      300        0
Stone Energy Corp              Common           86164210       298     5000 SH       SOLE                    5000        0        0
Stone Energy Corp              Common           86164210      2510    42000 SH       DEFINED        1           0    42000        0
Storage USA REIT               Common           86190710      1325    44900 SH       SOLE                   44900        0        0
Storage USA REIT               Common           86190710      1885    63900 SH       DEFINED        1           0    63900        0
Strattec Security              Common           86311110      3288   101100 SH       SOLE                  101100        0        0
Strattec Security              Common           86311110      1820    56000 SH       DEFINED        1           0    56000        0
Strattec Security              Common           86311110       195     6000 SH       DEFINED        1           0     6000        0
Strattec Security              Common           86311110      2759    84900 SH       DEFINED        2           0        0    84900
Summit Bancorp                 Common           86600510       887    36000 SH       SOLE                       0        0    36000
Sun Communities REIT           Common           86667410     16909   505700 SH       SOLE                  505700        0        0
Sun Communities REIT           Common           86667410     31940   955200 SH       SOLE                       0        0   955200
Sun Communities REIT           Common           86667410      4652   139100 SH       DEFINED        1           0   139100        0
Sun Microsystems Inc           Common           86681010      7501    82500 SH       SOLE                   82500        0        0
Sun Microsystems Inc           Common           86681010      3765    41400 SH       SOLE                       0        0    41400
Sun Microsystems Inc           Common           86681010     67102   737890 SH       DEFINED        1           0   737890        0
Suncor Energy Inc              Common           86722910    319754 13730789 SH       SOLE                13730789        0        0
Suncor Energy Inc              Common           86722910     25311  1088200 SH       SOLE                       0        0  1088200
Suncor Energy Inc              Common           86722910     42982  1843700 SH       DEFINED        1           0  1843700        0
Suncor Energy Inc              Common           86722910       895    38400 SH       DEFINED        1           0    38400        0
Suncor Energy Inc              Common           86722910     11050   474000 SH       DEFINED        1           0        0   474000
Suncor Energy Inc              Common           86722910       242    10400 SH       DEFINED        2           0    10400        0
Suncor Energy Inc              Common           86722910      2881   123600 SH       DEFINED        2           0        0   123600
SunGard Data Systems           Common           86736310     13454   434825 SH       SOLE                  434825        0        0
SunGard Data Systems           Common           86736310      2374    76600 SH       SOLE                       0        0    76600
SunGard Data Systems           Common           86736310      3109   100300 SH       DEFINED        1           0   100300        0
Sunglass Hut Intl              Common           86736F10      5142   625500 SH       SOLE                  625500        0        0
Sunglass Hut Intl              Common           86736F10       983   119600 SH       SOLE                       0        0   119600
Sunglass Hut Intl              Common           86736F10      2562   311600 SH       DEFINED        1           0   311600        0
Sunglass Hut Intl              Common           86736F10      1061   129100 SH       DEFINED        1           0   129100        0
Sunglass Hut Intl              Common           86736F10      3197   389000 SH       DEFINED        2           0        0   389000
Sunoco Inc                     Common           86764P10     18721   636400 SH       SOLE                  636400        0        0
Sunoco Inc                     Common           86764P10    103519  3516512 SH       SOLE                       0        0  3516512
Sunoco Inc                     Common           86764P10       859    29200 SH       DEFINED        1           0    29200        0
Sunrise Medical Inc            Common           86791010      1275   261400 SH       SOLE                  261400        0        0
Superconductor Tech            Common           86793110      2123    54000 SH       SOLE                   54000        0        0
Superconductor Tech            Common           86793110       672    17100 SH       DEFINED        1           0    17100        0
Superior Finl Corp             Common           86816110        31     3000 SH       SOLE                    3000        0        0
Supertex Inc                   Common           86853210     10352   206000 SH       SOLE                  206000        0        0
Supervalu Inc                  Common           86853610      8632   452800 SH       SOLE                  452800        0        0
Supervalu Inc                  Common           86853610      1114    58400 SH       DEFINED        1           0    58400        0
Supervalu Inc                  Common           86853610       477    25000 SH       DEFINED        1           0    25000        0
Supreme Industries A           Common           86860710      3036   674674 SH       SOLE                  674674        0        0
Supreme Industries A           Common           86860710       437    97128 SH       SOLE                       0        0    97128
Supreme Industries A           Common           86860710      1459   324199 SH       DEFINED        1           0   324199        0
Supreme Industries A           Common           86860710       410    91045 SH       DEFINED        1           0    91045        0
Swift Transportation           Common           87075610     40794  2913650 SH       SOLE                 2913650        0        0
Swift Transportation           Common           87075610     13232   945125 SH       SOLE                       0        0   945125
Swift Transportation           Common           87075610      8336   595475 SH       DEFINED        1           0   595475        0
Sybase Inc                     Common           87113010     19550   850000 SH       SOLE                  850000        0        0
Sycamore Networks              Common           87120610      3168    28700 SH       SOLE                   28700        0        0
Sycamore Networks              Common           87120610        33      300 SH       DEFINED        1           0      300        0
Symantec Corp                  Common           87150310      1051    19500 SH       SOLE                   19500        0        0
Symbol Technologies            Common           87150810    161038  2982600 SH       SOLE                 2982600        0        0
Symbol Technologies            Common           87150810      3308    61250 SH       SOLE                       0        0    61250
Symbol Technologies            Common           87150810      6831   126500 SH       DEFINED        1           0   126500        0
Synaptic Pharm Corp            Common           87156R10       260    50700 SH       SOLE                   50700        0        0
Synaptic Pharm Corp            Common           87156R10       236    46000 SH       SOLE                       0        0    46000
Synaptic Pharm Corp            Common           87156R10      4942   964300 SH       DEFINED        1           0   964300        0
Synaptic Pharm Corp            Common           87156R10        91    17700 SH       DEFINED        2           0        0    17700
Syncor Intl Corp DE            Common           87157J10     15412   214000 SH       SOLE                  214000        0        0
Syncor Intl Corp DE            Common           87157J10     68599   952759 SH       SOLE                       0        0   952759
Syncor Intl Corp DE            Common           87157J10     13846   192300 SH       DEFINED        1           0   192300        0
Syncor Intl Corp DE            Common           87157J10       432     6000 SH       DEFINED        2           0        0     6000
Synopsys Inc                   Common           87160710       684    19800 SH       SOLE                   19800        0        0
Synopsys Inc                   Common           87160710      5402   156300 SH       DEFINED        1           0   156300        0
Synovus Financial              Common           87161C10      1186    67300 SH       SOLE                   67300        0        0
Synovus Financial              Common           87161C10       844    47900 SH       DEFINED        1           0    47900        0
Systems & Comp Tech            Common           87187310     13879   695500 SH       SOLE                  695500        0        0
Systems & Comp Tech            Common           87187310      2798   139900 SH       SOLE                       0        0   139900
Systems & Comp Tech            Common           87187310      2134   106700 SH       DEFINED        1           0   106700        0
TB Wood's Corp                 Common           87222610      2075   200000 SH       SOLE                  200000        0        0
TB Wood's Corp                 Common           87222610       654    63000 SH       SOLE                       0        0    63000
TB Wood's Corp                 Common           87222610      2269   218700 SH       DEFINED        1           0   218700        0
TB Wood's Corp                 Common           87222610       666    64200 SH       DEFINED        1           0    64200        0
TCF Financial Corp             Common           87227510      4238   164900 SH       SOLE                  164900        0        0
TCF Financial Corp             Common           87227510     72086  2806200 SH       SOLE                       0        0  2806200
TCF Financial Corp             Common           87227510     12351   480800 SH       DEFINED        1           0   480800        0
TCF Financial Corp             Common           87227510      1901    74000 SH       DEFINED        2           0        0    74000
TJX Companies Inc              Common           87254010      1294    69000 SH       SOLE                   69000        0        0
TJX Companies Inc              Common           87254010    345343 18418300 SH       SOLE                       0        0 18418300
TJX Companies Inc              Common           87254010      1159    61830 SH       DEFINED        1           0    61830        0
TJX Companies Inc              Common           87254010      2288   122000 SH       DEFINED        2           0        0   122000
TRW Inc                        Common           87264910     19648   453200 SH       SOLE                  453200        0        0
TRW Inc                        Common           87264910      3678    84800 SH       SOLE                       0        0    84800
TRW Inc                        Common           87264910     11161   257300 SH       DEFINED        1           0   257300        0
TRW Inc                        Common           87264910       117     2700 SH       DEFINED        1           0     2700        0
TRW Inc                        Common           87264910      2607    60100 SH       DEFINED        1           0        0    60100
TRW Inc                        Common           87264910      2681    61800 SH       DEFINED        2           0        0    61800
TRW Inc                        Common           87264910       252     5800 SH       DEFINED        3           0        0     5800
TMP Worldwide Inc              Common           87294110     19897   270000 SH       SOLE                  270000        0        0
TMP Worldwide Inc              Common           87294110      3979    53900 SH       SOLE                       0        0    53900
TMP Worldwide Inc              Common           87294110      3240    43900 SH       DEFINED        1           0    43900        0
TV Guide Inc                   Common           87307Q10     82016  2394800 SH       SOLE                 2394800        0        0
TV Guide Inc                   Common           87307Q10     12340   360300 SH       SOLE                       0        0   360300
TV Guide Inc                   Common           87307Q10      4425   129200 SH       DEFINED        1           0   129200        0
TV Guide Inc                   Common           87307Q10      2973    86800 SH       DEFINED        2           0        0    86800
TV Guide Inc                   Common           87307Q10       201     5900 SH       DEFINED        3           0     5900        0
TV Guide Inc                   Common           87307Q10       291     8500 SH       DEFINED        3           0        0     8500
TXU Corp                       Common           87316810     83241  2821700 SH       SOLE                       0        0  2821700
Taiwan Semicondt ADR           Common           87403910     13724   353584 SH       SOLE                  353584        0        0
Taiwan Semicondt ADR           Common           87403910      4887   126124 SH       SOLE                       0        0   126124
Target Corporation             Common           87612E10     46861   808059 SH       SOLE                  808059        0        0
Target Corporation             Common           87612E10     61794  1065800 SH       SOLE                       0        0  1065800
Target Corporation             Common           87612E10     31947   550790 SH       DEFINED        1           0   550790        0
Target Corporation             Common           87612E10      1050    18100 SH       DEFINED        1           0    18100        0
Target Corporation             Common           87612E10      7039   121358 SH       DEFINED        1           0        0   121358
Target Corporation             Common           87612E10       151     2600 SH       DEFINED        2           0     2600        0
Target Corporation             Common           87612E10       140     2500 SH       DEFINED        2           0        0     2500
Team Financial Inc             Common           87815X10        48     5900 SH       SOLE                    5900        0        0
Team Financial Inc             Common           87815X10       314    38500 SH       SOLE                       0        0    38500
Team Financial Inc             Common           87815X10        72     8900 SH       DEFINED        1           0     8900        0
Tech Data Corp                 Common           87823710        61     1400 SH       SOLE                       0        0     1400
Tech/Ops Sevcon Inc            Common           87829310       999   114200 SH       SOLE                  114200        0        0
Tech/Ops Sevcon Inc            Common           87829310       613    70000 SH       SOLE                       0        0    70000
Tech/Ops Sevcon Inc            Common           87829310       639    73000 SH       DEFINED        1           0    73000        0
Technitrol Inc                 Common           87855510       688     7100 SH       SOLE                    7100        0        0
Tektronix                      Common           87913110     21875   295600 SH       SOLE                  295600        0        0
Telcom Semiconductor           Common           87921P10     22956   573200 SH       SOLE                  573200        0        0
Telcom Semiconductor           Common           87921P10       601    15000 SH       SOLE                       0        0    15000
Telcom Semiconductor           Common           87921P10      7656   191110 SH       DEFINED        1           0   191110        0
Telcom Semiconductor           Common           87921P10      1355    33800 SH       DEFINED        1           0    33800        0
Telcom Semiconductor           Common           87921P10      4106   102500 SH       DEFINED        2           0        0   102500
Tele Celular Sul ADR           Common           87923810        32      700 SH       DEFINED        1           0      700        0
Tele Centro Sul ADR            Common           87923910       276     3800 SH       SOLE                       0        0     3800
Tele Centro Sul ADR            Common           87923910      5728    78400 SH       DEFINED        1           0    78400        0
Tele Danmark B ADR             Common           87924210      1700    50000 SH       SOLE                   50000        0        0
Tele Danmark B ADR             Common           87924210      9350   275000 SH       SOLE                       0        0   275000
Tele Norte Leste ADR           Common           87924610         3      119 SH       SOLE                     119        0        0
Tele Norte Leste ADR           Common           87924610         5      199 SH       SOLE                       0        0      199
Tele Norte Leste ADR           Common           87924610      1931    81742 SH       DEFINED        1           0    81742        0
Tele Sudeste Cel ADR           Common           87925210       613    20100 SH       DEFINED        1           0    20100        0
Telecom Corp NZ ADR            Common           87927820      1125    40000 SH       SOLE                   40000        0        0
Telecom Corp NZ ADR            Common           87927820      7195   255800 SH       SOLE                       0        0   255800
Telecom Italia ADR             Common           87927W10       503     3650 SH       SOLE                    3650        0        0
TeleCorp PCS Inc               Common           87929910     44694  1108650 SH       SOLE                 1108650        0        0
TeleCorp PCS Inc               Common           87929910     11771   292000 SH       SOLE                       0        0   292000
TeleCorp PCS Inc               Common           87929910      7188   178290 SH       DEFINED        1           0   178290        0
Telecom de SP ADR              Common           87929A10      1906   103041 SH       DEFINED        1           0   103041        0
Teleflex Inc                   Common           87936910        89     2500 SH       SOLE                    2500        0        0
Teleflex Inc                   Common           87936910        16      450 SH       DEFINED        1           0      450        0
Telef de Argen B ADR           Common           87937820      1360    42800 SH       DEFINED        1           0    42800        0
Telefonica SA ADR              Common           87938220     79779  1248040 SH       SOLE                 1248040        0        0
Telefonica SA ADR              Common           87938220     19218   300200 SH       SOLE                       0        0   300200
Telefonica SA ADR              Common           87938220     25366   395965 SH       DEFINED        1           0   395965        0
Telefonica SA ADR              Common           87938220      1717    26800 SH       DEFINED        2           0        0    26800
Telefonica Peru ADR            Common           87938410      1080    95000 SH       DEFINED        1           0    95000        0
TELMEX L ADR                   Common           87940378      8014   140300 SH       SOLE                  140300        0        0
TELMEX L ADR                   Common           87940378       909    15900 SH       SOLE                       0        0    15900
TELMEX L ADR                   Common           87940378       143     2500 SH       DEFINED        1           0     2500        0
Telephone & Data Sys           Common           87943310      5213    52000 SH       DEFINED        1           0    52000        0
Telesp Celular ADR             Common           87952L10      6731   150000 SH       SOLE                  150000        0        0
Telesp Celular ADR             Common           87952L10      1346    30000 SH       SOLE                       0        0    30000
Teligent Inc A                 Common           87959Y10     24211  1024800 SH       SOLE                 1024800        0        0
Teligent Inc A                 Common           87959Y10      1899    80400 SH       DEFINED        1           0    80400        0
Tellabs Inc                    Common           87966410     89228  1305600 SH       SOLE                 1305600        0        0
Tellabs Inc                    Common           87966410     44350   648500 SH       SOLE                       0        0   648500
Tellabs Inc                    Common           87966410      8396   122700 SH       DEFINED        1           0   122700        0
Tellabs Inc                    Common           87966410      2140    32100 SH       DEFINED        1           0    32100        0
Tellabs Inc                    Common           87966410      2669    39000 SH       DEFINED        2           0        0    39000
Temple-Inland Inc              Common           87986810     31681   754792 SH       SOLE                  754792        0        0
Temple-Inland Inc              Common           87986810    100493  2393200 SH       SOLE                       0        0  2393200
Temple-Inland Inc              Common           87986810     14202   338170 SH       DEFINED        1           0   338170        0
Temple-Inland Inc              Common           87986810       118     2800 SH       DEFINED        1           0     2800        0
Temple-Inland Inc              Common           87986810      1546    36800 SH       DEFINED        1           0        0    36800
Temple-Inland Inc              Common           87986810       164     3900 SH       DEFINED        2           0     3900        0
Temple-Inland Inc              Common           87986810      2778    66250 SH       DEFINED        2           0        0    66250
Temple-Inland Inc              Common           87986810       167     4000 SH       DEFINED        3           0     4000        0
Temple-Inland Inc              Common           87986810       256     6100 SH       DEFINED        3           0        0     6100
Tenet Healthcare               Common           88033G10     48507  1797039 SH       SOLE                 1797039        0        0
Tenet Healthcare               Common           88033G10    313641 11616500 SH       SOLE                       0        0 11616500
Tenet Healthcare               Common           88033G10     18139   671790 SH       DEFINED        1           0   671790        0
Tenet Healthcare               Common           88033G10       567    21000 SH       DEFINED        1           0    21000        0
Tenet Healthcare               Common           88033G10       146     5400 SH       DEFINED        2           0     5400        0
Tenet Healthcare               Common           88033G10      4284   158800 SH       DEFINED        2           0        0   158800
Tenet Healthcare               Common           88033G10       300    11100 SH       DEFINED        3           0        0    11100
Tennant Co                     Common           88034510      4160   111100 SH       SOLE                  111100        0        0
Tennant Co                     Common           88034510       750    20000 SH       SOLE                       0        0    20000
Tennant Co                     Common           88034510      1725    46000 SH       DEFINED        1           0    46000        0
Tennant Co                     Common           88034510       788    21000 SH       DEFINED        1           0    21000        0
Tennant Co                     Common           88034510      2813    75000 SH       DEFINED        2           0        0    75000
Teradyne                       Common           88077010    351861  4789270 SH       SOLE                 4789270        0        0
Teradyne                       Common           88077010     52195   710400 SH       SOLE                       0        0   710400
Teradyne                       Common           88077010     52914   719920 SH       DEFINED        1           0   719920        0
Teradyne                       Common           88077010      2266    31600 SH       DEFINED        1           0    31600        0
Teradyne                       Common           88077010     18257   248400 SH       DEFINED        2           0        0   248400
Teradyne                       Common           88077010      1074    14700 SH       DEFINED        3           0    14700        0
Teradyne                       Common           88077010      1441    19600 SH       DEFINED        3           0        0    19600
Terex Corp                     Common           88077910     32152  2277000 SH       SOLE                 2277000        0        0
Teva Pharm Inds ADR            Common           88162420      1907    34400 SH       DEFINED        1           0    34400        0
Tetra Technologies             Common           88162F10      2526   177900 SH       SOLE                  177900        0        0
Tetra Technologies             Common           88162F10     17193  1211700 SH       SOLE                       0        0  1211700
Tetra Technologies             Common           88162F10      3419   241000 SH       DEFINED        1           0   241000        0
Tetra Technologies             Common           88162F10       240    16900 SH       DEFINED        1           0    16900        0
Tetra Technologies             Common           88162F10      3567   251400 SH       DEFINED        2           0        0   251400
Tetra Tech Inc                 Common           88162G10     11062   484553 SH       SOLE                  484553        0        0
Tetra Tech Inc                 Common           88162G10      2483   108615 SH       SOLE                       0        0   108615
Tetra Tech Inc                 Common           88162G10      2048    89500 SH       DEFINED        1           0    89500        0
Texaco Inc                     Common           88169410    230367  4326435 SH       SOLE                 4326435        0        0
Texaco Inc                     Common           88169410    234095  4396461 SH       SOLE                       0        0  4396461
Texaco Inc                     Common           88169410     21170   397550 SH       DEFINED        1           0   397550        0
Texaco Inc                     Common           88169410       501     9400 SH       DEFINED        1           0     9400        0
Texas Biotech Corp             Common           88221T10        76     4000 SH       SOLE                    4000        0        0
Texas Biotech Corp             Common           88221T10       122     6400 SH       SOLE                       0        0     6400
Texas Biotech Corp             Common           88221T10       663    34900 SH       DEFINED        1           0    34900        0
Texas Biotech Corp             Common           88221T10        57     3000 SH       DEFINED        2           0        0     3000
Texas Instruments              Common           88250810    385316  5611314 SH       SOLE                 5611314        0        0
Texas Instruments              Common           88250810    154356  2247730 SH       SOLE                       0        0  2247730
Texas Instruments              Common           88250810     71502  1040950 SH       DEFINED        1           0  1040950        0
Texas Instruments              Common           88250810      2383    35500 SH       DEFINED        1           0    35500        0
Texas Instruments              Common           88250810      2603    37900 SH       DEFINED        2           0        0    37900
Texas Regl Bancshs A           Common           88267310      1435    56500 SH       SOLE                   56500        0        0
Texas Regl Bancshs A           Common           88267310       868    34200 SH       SOLE                       0        0    34200
Texas Regl Bancshs A           Common           88267310      1317    51900 SH       DEFINED        1           0    51900        0
Thermo Electron                Common           88355610     16735   794900 SH       SOLE                  794900        0        0
Thermo Electron                Common           88355610     74424  3533400 SH       SOLE                       0        0  3533400
Thermo Electron                Common           88355610      6104   289800 SH       DEFINED        1           0   289800        0
Thermo Electron                Common           88355610       219    10400 SH       DEFINED        1           0    10400        0
Thermo Electron                Common           88355610      2808   133300 SH       DEFINED        1           0        0   133300
Thermo Electron                Common           88355610      3397   161300 SH       DEFINED        2           0        0   161300
Thermo Electron                Common           88355610       310    14800 SH       DEFINED        3           0    14800        0
Thermo Electron                Common           88355610       316    15000 SH       DEFINED        3           0        0    15000
Thomas & Betts Corp            Common           88431510       161     8400 SH       SOLE                    8400        0        0
Thomas & Betts Corp            Common           88431510     44686  2336500 SH       SOLE                       0        0  2336500
Thistle Grp Hldgs Co           Common           88431E10      1920   276600 SH       SOLE                       0        0   276600
3Com Corp                      Common           88553510    401051  6962256 SH       SOLE                 6962256        0        0
3Com Corp                      Common           88553510     78841  1368640 SH       SOLE                       0        0  1368640
3Com Corp                      Common           88553510     75243  1305740 SH       DEFINED        1           0  1305740        0
3Com Corp                      Common           88553510      1423    24700 SH       DEFINED        1           0    24700        0
3Com Corp                      Common           88553510     11122   193000 SH       DEFINED        1           0        0   193000
3Com Corp                      Common           88553510       121     2100 SH       DEFINED        2           0     2100        0
3Com Corp                      Common           88553510     14420   250290 SH       DEFINED        2           0        0   250290
3Com Corp                      Common           88553510       962    16800 SH       DEFINED        3           0    16800        0
3Com Corp                      Common           88553510      1253    21750 SH       DEFINED        3           0        0    21750
3TEC Energy Corp               Common           88575R30      3801   380000 SH       SOLE                  380000        0        0
3TEC Energy Corp               Common           88575R30       600    60000 SH       SOLE                       0        0    60000
3TEC Energy Corp               Common           88575R30      1450   145000 SH       DEFINED        1           0   145000        0
3TEC Energy Corp               Common           88575R30       800    80000 SH       DEFINED        1           0    80000        0
3TEC Energy Corp               Common           88575R30      2000   200000 SH       DEFINED        2           0        0   200000
Ticketmaster OnlineB           Common           88633P20       724    45400 SH       SOLE                   45400        0        0
Tidewater Inc                  Common           88642310      6966   193500 SH       SOLE                  193500        0        0
Tidewater Inc                  Common           88642310       616    17100 SH       DEFINED        1           0    17100        0
Timberland Bancorp             Common           88709810      1726   159600 SH       SOLE                  159600        0        0
Timberland Bancorp             Common           88709810      2633   243500 SH       DEFINED        1           0   243500        0
Timberland Bancorp             Common           88709810       800    74000 SH       DEFINED        1           0    74000        0
Timberland Co Cl A             Common           88710010     15968   225500 SH       SOLE                  225500        0        0
Timberland Co Cl A             Common           88710010      1055    14900 SH       SOLE                       0        0    14900
Timberland Co Cl A             Common           88710010      3738    52800 SH       DEFINED        1           0    52800        0
Time Warner Inc                Common           88731510      3868    50900 SH       SOLE                   50900        0        0
Time Warner Inc                Common           88731510      2379    31300 SH       SOLE                       0        0    31300
Time Warner Inc                Common           88731510     46070   606190 SH       DEFINED        1           0   606190        0
Time Warner TelecomA           Common           88731910       200     3100 SH       SOLE                    3100        0        0
Titan Corp                     Common           88826610      5476   122300 SH       SOLE                  122300        0        0
Titan Corp                     Common           88826610       734    16400 SH       SOLE                       0        0    16400
Titan Corp                     Common           88826610      1906    42600 SH       DEFINED        1           0    42600        0
Titan Corp                     Common           88826610       805    18000 SH       DEFINED        1           0    18000        0
Titan Corp                     Common           88826610      2345    52400 SH       DEFINED        2           0        0    52400
Toll Brothers Inc              Common           88947810      3442   167900 SH       SOLE                  167900        0        0
Toll Brothers Inc              Common           88947810     75167  3666666 SH       SOLE                       0        0  3666666
Toll Brothers Inc              Common           88947810      3287   160350 SH       DEFINED        1           0   160350        0
Too Inc                        Common           89033310     10513   413200 SH       SOLE                  413200        0        0
Too Inc                        Common           89033310      5706   224300 SH       SOLE                       0        0   224300
Too Inc                        Common           89033310      9351   367600 SH       DEFINED        1           0   367600        0
Topps Co Inc                   Common           89078610       721    62700 SH       SOLE                   62700        0        0
Topps Co Inc                   Common           89078610      3450   300000 SH       SOLE                       0        0   300000
Topps Co Inc                   Common           89078610        17     1500 SH       DEFINED        1           0     1500        0
Toro Co                        Common           89109210       234     7100 SH       SOLE                    7100        0        0
Toro Co                        Common           89109210      1660    50400 SH       DEFINED        1           0    50400        0
Tosco Corp                     Common           89149030     14828   523700 SH       SOLE                       0        0   523700
Tosco Corp                     Common           89149030      2194    77500 SH       DEFINED        1           0    77500        0
Total Fina Elf ADR             Common           89151E10     43066   562374 SH       SOLE                  562374        0        0
Total Fina Elf ADR             Common           89151E10    191405  2491954 SH       SOLE                       0        0  2491954
Total Fina Elf ADR             Common           89151E10     26228   341449 SH       DEFINED        1           0   341449        0
Total Fina Elf ADR             Common           89151E10      4191    54560 SH       DEFINED        1           0    54560        0
Total Fina Elf ADR             Common           89151E10       960    12500 SH       DEFINED        2           0        0    12500
Tower Automotive Inc           Common           89170710        47     3700 SH       SOLE                    3700        0        0
Tower Automotive Inc           Common           89170710      1045    83600 SH       DEFINED        1           0    83600        0
Total System Svcs              Common           89190610       338    22000 SH       SOLE                       0        0    22000
Tractor Supply Co              Common           89235610      4232   255500 SH       SOLE                  255500        0        0
Tractor Supply Co              Common           89235610       764    46100 SH       SOLE                       0        0    46100
Tractor Supply Co              Common           89235610      2012   121500 SH       DEFINED        1           0   121500        0
Tractor Supply Co              Common           89235610       725    43800 SH       DEFINED        1           0    43800        0
Tractor Supply Co              Common           89235610      2801   169100 SH       DEFINED        2           0        0   169100
TransCanada Pipeline           Common           89352610        62     8100 SH       SOLE                    8100        0        0
Transcoastal Marine            Common           89353710        96   509800 SH       DEFINED        1           0   509800        0
Transport Corp Amer            Common           89385P10      2771   426680 SH       SOLE                  426680        0        0
Transport Corp Amer            Common           89385P10      2579   396800 SH       DEFINED        2           0        0   396800
Transtechnology Corp           Common           89388910      1659   150800 SH       SOLE                  150800        0        0
Transtechnology Corp           Common           89388910      2090   190000 SH       DEFINED        2           0        0   190000
Transwitch Corp                Common           89406510      6411    83000 SH       SOLE                   83000        0        0
Transwitch Corp                Common           89406510      3713    48100 SH       SOLE                       0        0    48100
Transwitch Corp                Common           89406510      5419    70200 SH       DEFINED        1           0    70200        0
Tri County Bcp Inc             Common           89545210        93     8147 SH       SOLE                       0        0     8147
Triad Hospitals Inc            Common           89579K10     14019   579218 SH       SOLE                  579218        0        0
Triad Hospitals Inc            Common           89579K10     17599   727604 SH       SOLE                       0        0   727604
Triad Hospitals Inc            Common           89579K10       141     5815 SH       DEFINED        1           0     5815        0
Triangle Pharma                Common           89589H10     15820  1745000 SH       SOLE                 1745000        0        0
Triangle Pharma                Common           89589H10      7187   793000 SH       SOLE                       0        0   793000
Triangle Pharma                Common           89589H10      5838   644100 SH       DEFINED        1           0   644100        0
Triangle Pharma                Common           89589H10       186    20500 SH       DEFINED        2           0        0    20500
Tricord Systems Inc            Common           89612110       977    54100 SH       SOLE                   54100        0        0
Trigon Healthcare              Common           89618L10     27851   540400 SH       SOLE                  540400        0        0
Trigon Healthcare              Common           89618L10     19651   381100 SH       SOLE                       0        0   381100
Trigon Healthcare              Common           89618L10     17519   339770 SH       DEFINED        1           0   339770        0
Trinity Industries             Common           89652210       671    36300 SH       SOLE                   36300        0        0
Trinity Industries             Common           89652210      4656   251700 SH       DEFINED        1           0   251700        0
Tritel Inc                     Common           89675X10      8815   296900 SH       SOLE                  296900        0        0
Tritel Inc                     Common           89675X10      7422   250000 SH       SOLE                       0        0   250000
Triumph Group Inc              Common           89681810      1434    51700 SH       SOLE                   51700        0        0
Triumph Group Inc              Common           89681810       697    25000 SH       SOLE                       0        0    25000
Triumph Group Inc              Common           89681810      1980    71000 SH       DEFINED        1           0    71000        0
Triumph Group Inc              Common           89681810       836    30000 SH       DEFINED        1           0    30000        0
Triumph Group Inc              Common           89681810      2509    90000 SH       DEFINED        2           0        0    90000
TriZetto Group Inc             Common           89688210      1957   120900 SH       SOLE                  120900        0        0
TriZetto Group Inc             Common           89688210      1133    70000 SH       SOLE                       0        0    70000
TriPath Imaging Inc            Common           89694210      1221   198400 SH       SOLE                  198400        0        0
Troy Financial Corp            Common           89732910      6272   635200 SH       SOLE                       0        0   635200
True North Communctn           Common           89784410       237     5400 SH       SOLE                    5400        0        0
Tucker Anthony Sutro           Common           89864710      7462   414900 SH       SOLE                  414900        0        0
Tucker Anthony Sutro           Common           89864710      2832   157300 SH       SOLE                       0        0   157300
Tucker Anthony Sutro           Common           89864710      5592   310700 SH       DEFINED        1           0   310700        0
Tucker Anthony Sutro           Common           89864710       709    39400 SH       DEFINED        1           0    39400        0
Tucker Anthony Sutro           Common           89864710      2263   125700 SH       DEFINED        2           0        0   125700
24/7 Media Inc                 Common           90131410       272    17400 SH       SOLE                   17400        0        0
Tyco Intl Ltd                  Common           90212410    322690  6814543 SH       SOLE                 6814543        0        0
Tyco Intl Ltd                  Common           90212410    148576  3137522 SH       SOLE                       0        0  3137522
Tyco Intl Ltd                  Common           90212410     86939  1835140 SH       DEFINED        1           0  1835140        0
Tyco Intl Ltd                  Common           90212410      2244    48500 SH       DEFINED        1           0    48500        0
Tyco Intl Ltd                  Common           90212410       180     3800 SH       DEFINED        2           0     3800        0
Tyco Intl Ltd                  Common           90212410     10697   225899 SH       DEFINED        2           0        0   225899
Tyco Intl Ltd                  Common           90212410       499    10600 SH       DEFINED        3           0    10600        0
Tyco Intl Ltd                  Common           90212410       739    15600 SH       DEFINED        3           0        0    15600
UCAR Intl Inc                  Common           90262K10     36378  2785100 SH       SOLE                 2785100        0        0
UCAR Intl Inc                  Common           90262K10      2781   212900 SH       SOLE                       0        0   212900
UCAR Intl Inc                  Common           90262K10      1984   151900 SH       DEFINED        1           0   151900        0
UCBH Holdings Inc              Common           90262T30      3224   120900 SH       SOLE                  120900        0        0
UCBH Holdings Inc              Common           90262T30      4880   182900 SH       SOLE                       0        0   182900
UCBH Holdings Inc              Common           90262T30      2562    96000 SH       DEFINED        2           0        0    96000
USX-Marathon Group             Common           90290582     17031   679500 SH       SOLE                  679500        0        0
USX-Marathon Group             Common           90290582    390222 15569600 SH       SOLE                       0        0 15569600
USX-Marathon Group             Common           90290582       787    31400 SH       DEFINED        1           0    31400        0
USX-Marathon Group             Common           90290582      1303    52000 SH       DEFINED        2           0        0    52000
USA Truck Inc                  Common           90292510      2093   356200 SH       SOLE                  356200        0        0
USA Truck Inc                  Common           90292510       646   110000 SH       SOLE                       0        0   110000
USA Truck Inc                  Common           90292510      1821   310000 SH       DEFINED        1           0   310000        0
USA Truck Inc                  Common           90292510       588   100000 SH       DEFINED        1           0   100000        0
US Home & Garden Inc           Common           90293910      1244   382500 SH       SOLE                  382500        0        0
US Home & Garden Inc           Common           90293910       601   185000 SH       SOLE                       0        0   185000
US Home & Garden Inc           Common           90293910       195    60000 SH       DEFINED        1           0    60000        0
US Bancorp                     Common           90297310    117077  6083139 SH       SOLE                 6083139        0        0
US Bancorp                     Common           90297310    319054 16575810 SH       SOLE                       0        0 16575810
US Bancorp                     Common           90297310     14318   743810 SH       DEFINED        1           0   743810        0
US Bancorp                     Common           90297310      9784   508300 SH       DEFINED        1           0   508300        0
US Bancorp                     Common           90297310      9947   516720 SH       DEFINED        1           0        0   516720
US Bancorp                     Common           90297310       119     6177 SH       DEFINED        2           0     6177        0
US Bancorp                     Common           90297310     10469   543830 SH       DEFINED        2           0        0   543830
US Bancorp                     Common           90297310       589    30800 SH       DEFINED        3           0    30800        0
US Bancorp                     Common           90297310       811    42120 SH       DEFINED        3           0        0    42120
USA Networks Inc               Common           90298410     30144  1393900 SH       SOLE                 1393900        0        0
USA Networks Inc               Common           90298410      5406   250000 SH       SOLE                       0        0   250000
US Concrete Inc                Common           90333L10      2349   293600 SH       SOLE                  293600        0        0
US Concrete Inc                Common           90333L10      2106   263300 SH       DEFINED        2           0        0   263300
USX-US Steel Group             Common           90337T10      4015   216700 SH       SOLE                  216700        0        0
US Unwired Inc Cl A            Common           90338R10     20276  1559600 SH       SOLE                 1559600        0        0
US Unwired Inc Cl A            Common           90338R10      6057   465900 SH       SOLE                       0        0   465900
US Unwired Inc Cl A            Common           90338R10      3853   296300 SH       DEFINED        1           0   296300        0
Ugly Duckling Corp             Common           90351210      1321   187000 SH       SOLE                  187000        0        0
Ugly Duckling Corp             Common           90351210      3958   560400 SH       SOLE                       0        0   560400
Ultimate Electronics           Common           90384910       654    24400 SH       SOLE                   24400        0        0
Ultramar Diamnd Sham           Common           90400010     40534  1639600 SH       SOLE                 1639600        0        0
Ultramar Diamnd Sham           Common           90400010    135112  5445600 SH       SOLE                       0        0  5445600
Ultramar Diamnd Sham           Common           90400010      4512   181838 SH       DEFINED        1           0   181838        0
Ultramar Diamnd Sham           Common           90400010       725    29200 SH       DEFINED        1           0    29200        0
Ultramar Diamnd Sham           Common           90400010      8925   359700 SH       DEFINED        1           0        0   359700
Ultramar Diamnd Sham           Common           90400010      1233    49700 SH       DEFINED        2           0        0    49700
Umpqua Holdings Corp           Common           90421410       237    29400 SH       SOLE                   29400        0        0
Umpqua Holdings Corp           Common           90421410       201    25100 SH       SOLE                       0        0    25100
Umpqua Holdings Corp           Common           90421410       282    35300 SH       DEFINED        1           0    35300        0
Unico American Corp            Common           90460710      2700   450000 SH       SOLE                  450000        0        0
Unidigital Inc                 Common           90466910        79    70000 SH       SOLE                   70000        0        0
Unidigital Inc                 Common           90466910       495   440000 SH       DEFINED        1           0   440000        0
Unidigital Inc                 Common           90466910        45    40000 SH       DEFINED        1           0    40000        0
Unifi Inc                      Common           90467710      2558   206700 SH       SOLE                       0        0   206700
Unifi Inc                      Common           90467710       714    57700 SH       DEFINED        1           0    57700        0
Unicom Corp                    Common           90491110    100392  2596987 SH       SOLE                 2596987        0        0
Unicom Corp                    Common           90491110    180360  4663200 SH       SOLE                       0        0  4663200
Unicom Corp                    Common           90491110     44846  1159190 SH       DEFINED        1           0  1159190        0
Unicom Corp                    Common           90491110      6763   174800 SH       DEFINED        1           0   174800        0
Unicom Corp                    Common           90491110      5200   134400 SH       DEFINED        1           0        0   134400
Unicom Corp                    Common           90491110       313     8100 SH       DEFINED        2           0     8100        0
Unicom Corp                    Common           90491110     12356   319500 SH       DEFINED        2           0        0   319500
Unicom Corp                    Common           90491110       911    23700 SH       DEFINED        3           0    23700        0
Unicom Corp                    Common           90491110      1153    29800 SH       DEFINED        3           0        0    29800
Union Carbide Corp             Common           90558110        20      400 SH       SOLE                     400        0        0
Union Carbide Corp             Common           90558110        22      450 SH       SOLE                       0        0      450
Union Pacific Corp             Common           90781810     13699   368430 SH       SOLE                  368430        0        0
Union Pacific Corp             Common           90781810    235858  6342300 SH       SOLE                       0        0  6342300
Union Pacific Corp             Common           90781810      2567    69000 SH       DEFINED        1           0    69000        0
Union Pacific Corp             Common           90781810      5574   149900 SH       DEFINED        1           0   149900        0
Union Pacific Res              Common           90783410    139180  6327079 SH       SOLE                 6327079        0        0
Union Pacific Res              Common           90783410    198289  9013100 SH       SOLE                       0        0  9013100
Union Pacific Res              Common           90783410     31488  1431310 SH       DEFINED        1           0  1431310        0
UnionBanCal Corp               Common           90890610     24073  1296700 SH       SOLE                 1296700        0        0
UnionBanCal Corp               Common           90890610     72533  3908700 SH       SOLE                       0        0  3908700
UnionBanCal Corp               Common           90890610      8244   444100 SH       DEFINED        1           0   444100        0
UnionBanCal Corp               Common           90890610      3080   165900 SH       DEFINED        1           0   165900        0
UnionBanCal Corp               Common           90890610      3065   165100 SH       DEFINED        1           0        0   165100
UnionBanCal Corp               Common           90890610       499    26900 SH       DEFINED        2           0        0    26900
Unionbancorp Inc               Common           90890810       440    39800 SH       SOLE                   39800        0        0
Unionbancorp Inc               Common           90890810       549    49900 SH       SOLE                       0        0    49900
Unionbancorp Inc               Common           90890810       595    54000 SH       DEFINED        1           0    54000        0
Unisys Corp                    Common           90921410      8930   613200 SH       SOLE                  613200        0        0
Unisys Corp                    Common           90921410     35974  2470200 SH       SOLE                       0        0  2470200
Unisys Corp                    Common           90921410      6134   421270 SH       DEFINED        1           0   421270        0
Unisys Corp                    Common           90921410       357    24500 SH       DEFINED        2           0        0    24500
Unit Corp                      Common           90921810      6616   490000 SH       SOLE                  490000        0        0
Unit Corp                      Common           90921810      2700   200000 SH       DEFINED        1           0   200000        0
United Natural Foods           Common           91116310     10955   796600 SH       SOLE                  796600        0        0
United Natural Foods           Common           91116310       992    72200 SH       SOLE                       0        0    72200
United Natural Foods           Common           91116310      5372   390700 SH       DEFINED        1           0   390700        0
United Pan Eur ADR             Common           91130020     12079   447400 SH       SOLE                  447400        0        0
United Pan Eur ADR             Common           91130020      2099    77700 SH       SOLE                       0        0    77700
United Pan Eur ADR             Common           91130020      4407   163200 SH       DEFINED        1           0   163200        0
United Rentals Inc             Common           91136310     59225  3459736 SH       SOLE                 3459736        0        0
United Rentals Inc             Common           91136310      5496   320963 SH       SOLE                       0        0   320963
United Rentals Inc             Common           91136310      5030   293700 SH       DEFINED        1           0   293700        0
US Cellular P00                                 911684AA       203   340000 PRN      SOLE                  340000        0        0
US Airways Group Inc           Common           91190510      3077    78900 SH       SOLE                   78900        0        0
US Airways Group Inc           Common           91190510       605    15500 SH       SOLE                       0        0    15500
US Airways Group Inc           Common           91190510       156     4000 SH       DEFINED        1           0     4000        0
US Airways Group Inc           Common           91190510       101     2600 SH       DEFINED        1           0     2600        0
US Airways Group Inc           Common           91190510      1268    32500 SH       DEFINED        1           0        0    32500
US Airways Group Inc           Common           91190510       690    17700 SH       DEFINED        2           0        0    17700
US Airways Group Inc           Common           91190510        66     1700 SH       DEFINED        3           0        0     1700
US West Inc                    Common           91273H10     66017   769900 SH       SOLE                  769900        0        0
US West Inc                    Common           91273H10      4494    52400 SH       SOLE                       0        0    52400
US West Inc                    Common           91273H10     25383   296010 SH       DEFINED        1           0   296010        0
US West Inc                    Common           91273H10       352     4100 SH       DEFINED        1           0     4100        0
US West Inc                    Common           91273H10      4536    52900 SH       DEFINED        1           0        0    52900
United Technologies            Common           91301710    513523  8725350 SH       SOLE                 8725350        0        0
United Technologies            Common           91301710    222050  3773078 SH       SOLE                       0        0  3773078
United Technologies            Common           91301710    102935  1748330 SH       DEFINED        1           0  1748330        0
United Technologies            Common           91301710      4707    81080 SH       DEFINED        1           0    81080        0
United Technologies            Common           91301710      6713   114020 SH       DEFINED        1           0        0   114020
United Technologies            Common           91301710       424     7200 SH       DEFINED        2           0     7200        0
United Technologies            Common           91301710     18675   317380 SH       DEFINED        2           0        0   317380
United Technologies            Common           91301710      1521    26000 SH       DEFINED        3           0    26000        0
United Technologies            Common           91301710      1571    26680 SH       DEFINED        3           0        0    26680
United Therapeutics            Common           91307C10      2081    19200 SH       SOLE                   19200        0        0
United Therapeutics            Common           91307C10      2308    21300 SH       SOLE                       0        0    21300
United Therapeutics            Common           91307C10     10383    95800 SH       DEFINED        1           0    95800        0
United Therapeutics            Common           91307C10      1073     9900 SH       DEFINED        2           0        0     9900
United WI Services             Common           91323810      3602   678000 SH       SOLE                       0        0   678000
UnitedGlobalCom A              Common           91324750     37847   810800 SH       SOLE                  810800        0        0
UnitedGlobalCom A              Common           91324750     21664   463500 SH       SOLE                       0        0   463500
UnitedGlobalCom A              Common           91324750      2534    54200 SH       DEFINED        1           0    54200        0
UnitedGlobalCom A              Common           91324750       552    11800 SH       DEFINED        2           0        0    11800
UnitedGlobalCom Inc            Cv Pfd           91324780       178     4000 PRN      SOLE                    4000        0        0
UnitedHealth Group             Common           91324P10    133443  1556200 SH       SOLE                 1556200        0        0
UnitedHealth Group             Common           91324P10    386733  4510000 SH       SOLE                       0        0  4510000
UnitedHealth Group             Common           91324P10      1175    13700 SH       DEFINED        1           0    13700        0
Universal Corp VA              Common           91345610       363    17200 SH       SOLE                   17200        0        0
Universal Corp VA              Common           91345610      8583   406300 SH       SOLE                       0        0   406300
Universal Corp VA              Common           91345610        17      800 SH       DEFINED        1           0      800        0
Universal Hlth Svc B           Common           91390310      1264    19300 SH       SOLE                   19300        0        0
Universal Hlth Svc B           Common           91390310     13100   200000 SH       SOLE                       0        0   200000
Universal Hlth Svc B           Common           91390310      4356    66500 SH       DEFINED        1           0    66500        0
Univision Comm CL A            Common           91490610     30607   295720 SH       SOLE                  295720        0        0
Univision Comm CL A            Common           91490610     15380   148600 SH       SOLE                       0        0   148600
Univision Comm CL A            Common           91490610      3777    36500 SH       DEFINED        1           0    36500        0
Unocal Corp                    Common           91528910    136489  4120300 SH       SOLE                 4120300        0        0
Unocal Corp                    Common           91528910    139476  4210607 SH       SOLE                       0        0  4210607
Unocal Corp                    Common           91528910      1331    40200 SH       DEFINED        1           0    40200        0
UPM-Kymmene ADR                Common           91543610       154     6000 SH       SOLE                    6000        0        0
USFreightways Corp             Common           91690610     61284  2495419 SH       SOLE                 2495419        0        0
USFreightways Corp             Common           91690610      2916   118700 SH       SOLE                       0        0   118700
USFreightways Corp             Common           91690610     10541   429160 SH       DEFINED        1           0   429160        0
USFreightways Corp             Common           91690610       259    10600 SH       DEFINED        3           0    10600        0
Urban Outfitters Inc           Common           91704710      7124   808400 SH       SOLE                       0        0   808400
Urban Outfitters Inc           Common           91704710       916   103900 SH       DEFINED        1           0   103900        0
Urban Shop Ctrs REIT           Common           91706010     10655   316300 SH       SOLE                  316300        0        0
Urban Shop Ctrs REIT           Common           91706010     25670   762000 SH       SOLE                       0        0   762000
Urban Shop Ctrs REIT           Common           91706010      6560   194700 SH       DEFINED        1           0   194700        0
UroCor Inc                     Common           91727P10       357    75000 SH       SOLE                   75000        0        0
UroCor Inc                     Common           91727P10      2138   450000 SH       DEFINED        1           0   450000        0
UroCor Inc                     Common           91727P10       713   150000 SH       DEFINED        1           0   150000        0
UroCor Inc                     Common           91727P10      1661   349700 SH       DEFINED        2           0        0   349700
Utilicorp United Inc           Common           91800510      5467   275050 SH       SOLE                  275050        0        0
Utilicorp United Inc           Common           91800510      5679   285750 SH       SOLE                       0        0   285750
Valassis Communctns            Common           91886610      3323    87100 SH       SOLE                   87100        0        0
Valassis Communctns            Common           91886610      1804    47300 SH       SOLE                       0        0    47300
Valassis Communctns            Common           91886610      7217   189300 SH       DEFINED        1           0   189300        0
Valence Technology             Common           91891410      5947   322400 SH       SOLE                  322400        0        0
Valence Technology             Common           91891410      4252   230600 SH       SOLE                       0        0   230600
Valence Technology             Common           91891410      5797   314400 SH       DEFINED        1           0   314400        0
Valero Energy Corp             Common           91913Y10    102012  3213000 SH       SOLE                       0        0  3213000
Vans Inc                       Common           92193010      9653   660000 SH       SOLE                       0        0   660000
Vans Inc                       Common           92193010      1114    76200 SH       DEFINED        1           0    76200        0
Varco International            Common           92212210     41116  1768706 SH       SOLE                 1768706        0        0
Varco International            Common           92212210     10323   443991 SH       DEFINED        1           0   443991        0
Varian Inc                     Common           92220610       673    14600 SH       SOLE                   14600        0        0
Varian Inc                     Common           92220610     11670   253000 SH       SOLE                       0        0   253000
Varian Semiconductor           Common           92220710      2428    38661 SH       SOLE                   38661        0        0
Varian Semiconductor           Common           92220710      2676    42600 SH       DEFINED        1           0    42600        0
Varian Medical Systm           Common           92220P10     12132   310100 SH       SOLE                  310100        0        0
Varian Medical Systm           Common           92220P10     23440   599100 SH       SOLE                       0        0   599100
Varian Medical Systm           Common           92220P10      1718    43900 SH       DEFINED        1           0    43900        0
Vastar Resources Inc           Common           92238010        20      240 SH       SOLE                       0        0      240
Veeco Instruments              Common           92241710     52997   723523 SH       SOLE                  723523        0        0
Veeco Instruments              Common           92241710      5299    72343 SH       SOLE                       0        0    72343
Veeco Instruments              Common           92241710      4961    67722 SH       DEFINED        1           0    67722        0
Ventana Medical Sys            Common           92276H10     11113   472600 SH       SOLE                  472600        0        0
Ventana Medical Sys            Common           92276H10     16476   701100 SH       SOLE                       0        0   701100
Ventana Medical Sys            Common           92276H10      2511   106900 SH       DEFINED        1           0   106900        0
Ventana Medical Sys            Common           92276H10        87     3700 SH       DEFINED        2           0        0     3700
Ventiv Health Inc              Common           92279310      1948   175100 SH       SOLE                  175100        0        0
Ventiv Health Inc              Common           92279310      6745   606300 SH       SOLE                       0        0   606300
Verilink Corp                  Common           92343210       315    32400 SH       SOLE                   32400        0        0
Verilink Corp                  Common           92343210       707    73000 SH       SOLE                       0        0    73000
Verilink Corp                  Common           92343210       678    70000 SH       DEFINED        1           0    70000        0
Verilink Corp                  Common           92343210      2664   275000 SH       DEFINED        2           0        0   275000
Veritas Software Crp           Common           92343610      1272    11250 SH       SOLE                   11250        0        0
Veritas Software Crp           Common           92343610       870     7700 SH       SOLE                       0        0     7700
Veritas Software Crp           Common           92343610     16440   145470 SH       DEFINED        1           0   145470        0
Verity Inc                     Common           92343C10     97257  2560250 SH       SOLE                 2560250        0        0
Verity Inc                     Common           92343C10     15792   415600 SH       SOLE                       0        0   415600
Verity Inc                     Common           92343C10      4549   119700 SH       DEFINED        1           0   119700        0
VeriSign Inc                   Common           92343E10    762186  4319833 SH       SOLE                 4319833        0        0
VeriSign Inc                   Common           92343E10    152471   864202 SH       SOLE                       0        0   864202
VeriSign Inc                   Common           92343E10     67744   383814 SH       DEFINED        1           0   383814        0
VeriSign Inc                   Common           92343E10      2144    12332 SH       DEFINED        1           0    12332        0
VeriSign Inc                   Common           92343E10       247     1397 SH       DEFINED        2           0     1397        0
VeriSign Inc                   Common           92343E10     23867   135257 SH       DEFINED        2           0        0   135257
VeriSign Inc                   Common           92343E10      1568     8940 SH       DEFINED        3           0     8940        0
VeriSign Inc                   Common           92343E10      2008    11375 SH       DEFINED        3           0        0    11375
Veritas DGC Inc                Common           92343P10     14340   551500 SH       SOLE                  551500        0        0
Veritas DGC Inc                Common           92343P10      1066    41000 SH       SOLE                       0        0    41000
Veritas DGC Inc                Common           92343P10      6248   240300 SH       DEFINED        1           0   240300        0
Veritas DGC Inc                Common           92343P10      1157    44500 SH       DEFINED        1           0    44500        0
Veritas DGC Inc                Common           92343P10      3526   135600 SH       DEFINED        2           0        0   135600
Vertex Pharm                   Common           92532F10     34531   327600 SH       SOLE                  327600        0        0
Vertex Pharm                   Common           92532F10    217725  2066200 SH       SOLE                       0        0  2066200
Vertex Pharm                   Common           92532F10     43299   410900 SH       DEFINED        1           0   410900        0
Vertex Pharm                   Common           92532F10      1907    18100 SH       DEFINED        2           0        0    18100
Veterinary Ctr Amer                             925514AB      1634  1800000 PRN      SOLE                 1800000        0        0
Veterinary Ctr Amer                             925514AB       635   700000 PRN      SOLE                       0        0   700000
Veterinary Ctr Amer                             925514AB      2723  3000000 PRN      DEFINED        2           0        0  3000000
Viacom Inc Cl B                Common           92552430    412263  6048273 SH       SOLE                 6048273        0        0
Viacom Inc Cl B                Common           92552430    100517  1474977 SH       SOLE                       0        0  1474977
Viacom Inc Cl B                Common           92552430     52753   773670 SH       DEFINED        1           0   773670        0
Viacom Inc Cl B                Common           92552430      3746    56052 SH       DEFINED        1           0    56052        0
Viacom Inc Cl B                Common           92552430      6826   100100 SH       DEFINED        1           0        0   100100
Viacom Inc Cl B                Common           92552430      4187    61400 SH       DEFINED        2           0        0    61400
Viatel Inc                     Common           92552920      1274    44600 SH       SOLE                   44600        0        0
Viatel Inc                     Common           92552920     11194   391900 SH       SOLE                       0        0   391900
Viatel Inc                     Common           92552920      2442    85500 SH       DEFINED        1           0    85500        0
Viad Corp                      Common           92552R10       275    10100 SH       SOLE                   10100        0        0
Viad Corp                      Common           92552R10      3575   131200 SH       DEFINED        1           0   131200        0
Viasystems Group Inc           Common           92553H10      2501   154650 SH       SOLE                  154650        0        0
Viasystems Group Inc           Common           92553H10      1366    84400 SH       SOLE                       0        0    84400
Viasystems Group Inc           Common           92553H10      1726   106600 SH       DEFINED        1           0   106600        0
Viasystems Group Inc           Common           92553H10      1305    80600 SH       DEFINED        2           0        0    80600
Viasystems Group Inc           Common           92553H10        93     5800 SH       DEFINED        3           0     5800        0
Viasystems Group Inc           Common           92553H10       125     7700 SH       DEFINED        3           0        0     7700
Viant Corp                     Common           92553N10      4161   140400 SH       SOLE                  140400        0        0
Viant Corp                     Common           92553N10      2267    76500 SH       SOLE                       0        0    76500
Viant Corp                     Common           92553N10      3205   108200 SH       DEFINED        1           0   108200        0
Vical Inc                      Common           92560210        39     2000 SH       SOLE                    2000        0        0
Vical Inc                      Common           92560210        60     3100 SH       SOLE                       0        0     3100
Vical Inc                      Common           92560210        83     4300 SH       DEFINED        1           0     4300        0
Vical Inc                      Common           92560210        21     1100 SH       DEFINED        2           0        0     1100
Vignette Corp                  Common           92673410    265881  5111200 SH       SOLE                 5111200        0        0
Vignette Corp                  Common           92673410     28646   550700 SH       SOLE                       0        0   550700
Vignette Corp                  Common           92673410     14990   288160 SH       DEFINED        1           0   288160        0
Vintage Petroleum              Common           92746010       305    13500 SH       SOLE                   13500        0        0
Vintage Petroleum              Common           92746010      2586   114600 SH       DEFINED        1           0   114600        0
Virata Corp                    Common           92764610       882    14800 SH       SOLE                   14800        0        0
ViroPharma Inc                 Common           92824110      1022    65400 SH       SOLE                   65400        0        0
ViroPharma Inc                 Common           92824110       594    38000 SH       SOLE                       0        0    38000
ViroPharma Inc                 Common           92824110      8082   517200 SH       DEFINED        1           0   517200        0
ViroPharma Inc                 Common           92824110       264    16900 SH       DEFINED        2           0        0    16900
Vishay Intertech               Common           92829810     49902  1315350 SH       SOLE                 1315350        0        0
Vishay Intertech               Common           92829810      6943   183000 SH       DEFINED        1           0   183000        0
Visible Genetics Inc           Common           92829S10      3281    72700 SH       SOLE                   72700        0        0
Visible Genetics Inc           Common           92829S10       339     7500 SH       DEFINED        1           0     7500        0
Vista Bancorp Inc              Common           92830R10      1537   109761 SH       SOLE                  109761        0        0
Vista Bancorp Inc              Common           92830R10      1259    89942 SH       SOLE                       0        0    89942
Vista Bancorp Inc              Common           92830R10      1814   129573 SH       DEFINED        1           0   129573        0
Visteon Corp                   Common           92839U10      2900   239180 SH       SOLE                  239180        0        0
Visteon Corp                   Common           92839U10     11752   969387 SH       SOLE                       0        0   969387
Visteon Corp                   Common           92839U10      1417   116624 SH       DEFINED        1           0   116624        0
Visteon Corp                   Common           92839U10       130    10734 SH       DEFINED        1           0    10734        0
Visteon Corp                   Common           92839U10       299    24680 SH       DEFINED        1           0        0    24680
Visteon Corp                   Common           92839U10         6      484 SH       DEFINED        2           0      484        0
Visteon Corp                   Common           92839U10       144    11914 SH       DEFINED        2           0        0    11914
Visteon Corp                   Common           92839U10        18     1492 SH       DEFINED        3           0     1492        0
Visteon Corp                   Common           92839U10        13     1086 SH       DEFINED        3           0        0     1086
Visual Networks Inc            Common           92844410     14028   492200 SH       SOLE                  492200        0        0
Visual Networks Inc            Common           92844410        63     2200 SH       DEFINED        1           0     2200        0
Vitesse Semiconduct            Common           92849710     77683  1056600 SH       SOLE                 1056600        0        0
Vitesse Semiconduct            Common           92849710      9722   132300 SH       SOLE                       0        0   132300
Vitesse Semiconduct            Common           92849710       838    11400 SH       DEFINED        1           0    11400        0
Vitesse Semiconduct            Common           92849710       888    12400 SH       DEFINED        1           0    12400        0
Vitesse Semiconduct            Common           92849710      1133    15400 SH       DEFINED        2           0        0    15400
Vivus Inc                      Common           92855110        73    10500 SH       SOLE                       0        0    10500
Vivus Inc                      Common           92855110       519    74800 SH       DEFINED        1           0    74800        0
Vivus Inc                      Common           92855110        42     6100 SH       DEFINED        2           0        0     6100
Vodafone Airtch ADR            Common           92857T10     11844   285825 SH       SOLE                  285825        0        0
Vodafone Airtch ADR            Common           92857T10     18146   437900 SH       SOLE                       0        0   437900
VoiceStream Wireless           Common           92861510     70572   607160 SH       SOLE                  607160        0        0
VoiceStream Wireless           Common           92861510     28090   241800 SH       SOLE                       0        0   241800
VoiceStream Wireless           Common           92861510     43834   376908 SH       DEFINED        1           0   376908        0
VoiceStream Wireless           Common           92861510       686     5900 SH       DEFINED        1           0     5900        0
VoiceStream Wireless           Common           92861510       209     1800 SH       DEFINED        2           0     1800        0
VoiceStream Wireless           Common           92861510      7054    60700 SH       DEFINED        2           0        0    60700
VoiceStream Wireless           Common           92861510       485     4200 SH       DEFINED        3           0     4200        0
VoiceStream Wireless           Common           92861510       651     5600 SH       DEFINED        3           0        0     5600
Vulcan Materials               Common           92916010     24449   572900 SH       SOLE                  572900        0        0
Vulcan Materials               Common           92916010      1618    37900 SH       SOLE                       0        0    37900
Vulcan Materials               Common           92916010      4256    99700 SH       DEFINED        1           0    99700        0
Vulcan Materials               Common           92916010       243     5700 SH       DEFINED        1           0     5700        0
Vulcan Materials               Common           92916010      2096    49100 SH       DEFINED        1           0        0    49100
Vulcan Materials               Common           92916010      2344    54900 SH       DEFINED        2           0        0    54900
Vulcan Materials               Common           92916010       222     5200 SH       DEFINED        3           0        0     5200
WD-40 Co                       Common           92923610      3881   187000 SH       SOLE                  187000        0        0
WD-40 Co                       Common           92923610      1386    66800 SH       DEFINED        1           0    66800        0
WD-40 Co                       Common           92923610       830    40000 SH       DEFINED        1           0    40000        0
WD-40 Co                       Common           92923610      2594   125000 SH       DEFINED        2           0        0   125000
WSFS Financial Corp            Common           92932810       825    79000 SH       SOLE                   79000        0        0
WSFS Financial Corp            Common           92932810      5629   539250 SH       SOLE                       0        0   539250
WSFS Financial Corp            Common           92932810      1423   136300 SH       DEFINED        1           0   136300        0
WSFS Financial Corp            Common           92932810      1882   180300 SH       DEFINED        2           0        0   180300
Wachovia Corp                  Common           92977110    154787  2856503 SH       SOLE                 2856503        0        0
Wachovia Corp                  Common           92977110    344767  6355530 SH       SOLE                       0        0  6355530
Wachovia Corp                  Common           92977110     43948   810090 SH       DEFINED        1           0   810090        0
Wachovia Corp                  Common           92977110      6965   128400 SH       DEFINED        1           0   128400        0
Wachovia Corp                  Common           92977110     15095   278250 SH       DEFINED        1           0        0   278250
Wachovia Corp                  Common           92977110     14596   269100 SH       DEFINED        2           0        0   269100
Wachovia Corp                  Common           92977110       862    16000 SH       DEFINED        3           0    16000        0
Wachovia Corp                  Common           92977110      1297    23900 SH       DEFINED        3           0        0    23900
Wackenhut Correction           Common           92979810       391    52000 SH       SOLE                   52000        0        0
Wackenhut Correction           Common           92979810       750   100000 SH       SOLE                       0        0   100000
Wackenhut Correction           Common           92979810       225    30000 SH       DEFINED        1           0    30000        0
Wackenhut Correction           Common           92979810      3000   400000 SH       DEFINED        2           0        0   400000
Wal-Mart Stores                Common           93114210    638328 11089379 SH       SOLE                11089379        0        0
Wal-Mart Stores                Common           93114210    233562  4056598 SH       SOLE                       0        0  4056598
Wal-Mart Stores                Common           93114210    171014  2967710 SH       DEFINED        1           0  2967710        0
Wal-Mart Stores                Common           93114210      6167   109000 SH       DEFINED        1           0   109000        0
Wal-Mart Stores                Common           93114210       628    10900 SH       DEFINED        2           0    10900        0
Wal-Mart Stores                Common           93114210     35070   608820 SH       DEFINED        2           0        0   608820
Wal-Mart Stores                Common           93114210      1752    30600 SH       DEFINED        3           0    30600        0
Wal-Mart Stores                Common           93114210      2492    43240 SH       DEFINED        3           0        0    43240
Wallace Comp Svc               Common           93227010       109    11000 SH       SOLE                   11000        0        0
Wallace Comp Svc               Common           93227010        18     1800 SH       DEFINED        1           0     1800        0
Warner Chilcott ADR            Common           93443520     11422   513100 SH       SOLE                  513100        0        0
Warner Chilcott ADR            Common           93443520       587    26400 SH       SOLE                       0        0    26400
Warner Chilcott ADR            Common           93443520        87     3900 SH       DEFINED        1           0     3900        0
Washington Fed Inc             Common           93882410       226    12400 SH       SOLE                   12400        0        0
Washington Fed Inc             Common           93882410      1024    56100 SH       DEFINED        1           0    56100        0
Washington Gas Light           Common           93883710      3290   136600 SH       SOLE                  136600        0        0
Washington Gas Light           Common           93883710      2219    92200 SH       SOLE                       0        0    92200
Washington Gas Light           Common           93883710      3236   134500 SH       DEFINED        1           0   134500        0
Washington Mutual              Common           93932210     76248  2641500 SH       SOLE                 2641500        0        0
Washington Mutual              Common           93932210    370800 12841564 SH       SOLE                       0        0 12841564
Washington Mutual              Common           93932210      2349    81350 SH       DEFINED        1           0    81350        0
Washington Mutual              Common           93932210       924    32000 SH       DEFINED        1           0    32000        0
Washington Mutual              Common           93932210     10975   380100 SH       DEFINED        1           0        0   380100
Washington Mutual              Common           93932210     11868   411000 SH       DEFINED        2           0        0   411000
Washington Mutual              Common           93932210       892    30900 SH       DEFINED        3           0        0    30900
Waste Connections              Common           94105310      8154   412800 SH       SOLE                  412800        0        0
Waste Connections              Common           94105310      1185    60000 SH       SOLE                       0        0    60000
Waste Connections              Common           94105310      2864   145000 SH       DEFINED        1           0   145000        0
Waste Connections              Common           94105310      1422    72000 SH       DEFINED        1           0    72000        0
Waste Connections              Common           94105310      4859   246000 SH       DEFINED        2           0        0   246000
Waste Mgmt Inc                 Common           94106L10    206028 10842599 SH       SOLE                10842599        0        0
Waste Mgmt Inc                 Common           94106L10     46564  2450662 SH       SOLE                       0        0  2450662
Waste Mgmt Inc                 Common           94106L10     20931  1101580 SH       DEFINED        1           0  1101580        0
Waste Mgmt Inc                 Common           94106L10      3647   191939 SH       DEFINED        2           0        0   191939
Waste Mgmt Inc                 Common           94106L10       219    11600 SH       DEFINED        3           0    11600        0
Waste Mgmt Inc                 Common           94106L10       334    17577 SH       DEFINED        3           0        0    17577
Watchguard Tech                Common           94110510      7966   145000 SH       SOLE                  145000        0        0
Watchguard Tech                Common           94110510        27      500 SH       DEFINED        1           0      500        0
Waters Corp                    Common           94184810     45498   364720 SH       SOLE                  364720        0        0
Waters Corp                    Common           94184810      5842    46800 SH       SOLE                       0        0    46800
Waters Corp                    Common           94184810     12832   102805 SH       DEFINED        1           0   102805        0
Watson Pharm Inc               Common           94268310      2398    44600 SH       SOLE                   44600        0        0
Watts Inds Cl A                Common           94274910       809    64100 SH       SOLE                   64100        0        0
Watts Inds Cl A                Common           94274910      1432   113400 SH       DEFINED        1           0   113400        0
Wausau-Mosinee Paper           Common           94331510      1516   176870 SH       SOLE                  176870        0        0
Wausau-Mosinee Paper           Common           94331510       899   104938 SH       SOLE                       0        0   104938
Wausau-Mosinee Paper           Common           94331510      1284   149942 SH       DEFINED        1           0   149942        0
Weatherford Intl Inc           Common           94707410     29096   731150 SH       SOLE                  731150        0        0
Weatherford Intl Inc           Common           94707410     30967   777799 SH       SOLE                       0        0   777799
Weatherford Intl Inc           Common           94707410      9515   239000 SH       DEFINED        1           0   239000        0
Webco Industries Inc           Common           94762110       906   295300 SH       SOLE                  295300        0        0
Webco Industries Inc           Common           94762110       643   210000 SH       DEFINED        1           0   210000        0
Wellman Inc                    Common           94970210      3062   189200 SH       SOLE                  189200        0        0
Wellman Inc                    Common           94970210      6217   384100 SH       SOLE                       0        0   384100
Wellman Inc                    Common           94970210      3112   192200 SH       DEFINED        1           0   192200        0
Wellman Inc                    Common           94970210      2185   135000 SH       DEFINED        2           0        0   135000
Wellpoint Hlth Ntwrk           Common           94973H10     51497   710900 SH       SOLE                  710900        0        0
Wellpoint Hlth Ntwrk           Common           94973H10     23245   320900 SH       SOLE                       0        0   320900
Wellpoint Hlth Ntwrk           Common           94973H10      2977    41100 SH       DEFINED        1           0    41100        0
Wellpoint Hlth Ntwrk                            94973HAA       146   214000 PRN      SOLE                  214000        0        0
Wells Fargo Company            Common           94974610      1517    39151 SH       SOLE                   39151        0        0
Wells Fargo Company            Common           94974610      1581    40810 SH       SOLE                       0        0    40810
Wells Fargo Company            Common           94974610     25823   666420 SH       DEFINED        1           0   666420        0
Wellsford Real Pptys           Common           95024020       741    49000 SH       SOLE                   49000        0        0
Wellsford Real Pptys           Common           95024020       919    60750 SH       DEFINED        1           0    60750        0
Wellsford Real Pptys           Common           95024020      1576   104200 SH       DEFINED        2           0        0   104200
Werner Enterprises             Common           95075510     42510  3677533 SH       SOLE                 3677533        0        0
Werner Enterprises             Common           95075510      9275   802113 SH       SOLE                       0        0   802113
Werner Enterprises             Common           95075510     11686  1010712 SH       DEFINED        1           0  1010712        0
Werner Enterprises             Common           95075510       250    21800 SH       DEFINED        3           0    21800        0
West Marine Inc                Common           95423510      3995   583600 SH       SOLE                  583600        0        0
West Marine Inc                Common           95423510       411    60000 SH       SOLE                       0        0    60000
West Marine Inc                Common           95423510      1232   180000 SH       DEFINED        1           0   180000        0
West Marine Inc                Common           95423510       481    70300 SH       DEFINED        1           0    70300        0
West Marine Inc                Common           95423510      2806   410000 SH       DEFINED        2           0        0   410000
Westamerica Bancorp            Common           95709010      6905   264700 SH       SOLE                  264700        0        0
Westamerica Bancorp            Common           95709010      1160    44400 SH       SOLE                       0        0    44400
Westamerica Bancorp            Common           95709010       823    31500 SH       DEFINED        1           0    31500        0
Westcoast Hosp Corp            Common           95750P10      3871   552800 SH       SOLE                  552800        0        0
Westcoast Hosp Corp            Common           95750P10      1820   260000 SH       DEFINED        1           0   260000        0
Westcoast Hosp Corp            Common           95750P10       469    67000 SH       DEFINED        1           0    67000        0
Westcoast Hosp Corp            Common           95750P10      1855   265000 SH       DEFINED        2           0        0   265000
Westcoast Energy Inc           Common           95751D10        55     3500 SH       SOLE                    3500        0        0
Westcoast Energy Inc           Common           95751D10      1550   100000 SH       SOLE                       0        0   100000
Westell Tech Inc A             Common           95754110      3359   223700 SH       SOLE                  223700        0        0
Westell Tech Inc A             Common           95754110     14316   954300 SH       SOLE                       0        0   954300
Westell Tech Inc A             Common           95754110      3785   252200 SH       DEFINED        1           0   252200        0
Westerfed Financial            Common           95755010      4010   277700 SH       SOLE                  277700        0        0
Westerfed Financial            Common           95755010        16     1100 SH       SOLE                       0        0     1100
Westerfed Financial            Common           95755010       202    14000 SH       DEFINED        1           0    14000        0
Western Gas Resource           Common           95825910      8295   395000 SH       SOLE                  395000        0        0
Western Gas Resource           Common           95825910      3910   186200 SH       DEFINED        1           0   186200        0
Western Wireless A             Common           95988E20     14486   265800 SH       SOLE                  265800        0        0
Western Wireless A             Common           95988E20       545    10000 SH       DEFINED        1           0    10000        0
Westvaco Corp                  Common           96154810      1930    77800 SH       SOLE                   77800        0        0
Westvaco Corp                  Common           96154810     17411   701700 SH       SOLE                       0        0   701700
Westvaco Corp                  Common           96154810       218     8800 SH       DEFINED        1           0     8800        0
Westwood One Inc               Common           96181510      7662   224500 SH       SOLE                  224500        0        0
Weyerhaeuser Co                Common           96216610    269021  6258850 SH       SOLE                 6258850        0        0
Weyerhaeuser Co                Common           96216610    198935  4627100 SH       SOLE                       0        0  4627100
Weyerhaeuser Co                Common           96216610     16083   374050 SH       DEFINED        1           0   374050        0
Weyerhaeuser Co                Common           96216610      2074    49300 SH       DEFINED        1           0    49300        0
Weyerhaeuser Co                Common           96216610      2967    69000 SH       DEFINED        1           0        0    69000
Weyerhaeuser Co                Common           96216610      4373   101700 SH       DEFINED        2           0        0   101700
Weyerhaeuser Co                Common           96216610       202     4700 SH       DEFINED        3           0        0     4700
Whirlpool Corp                 Common           96332010      8803   188800 SH       SOLE                  188800        0        0
Whirlpool Corp                 Common           96332010    128755  2761500 SH       SOLE                       0        0  2761500
Whirlpool Corp                 Common           96332010      1579    33860 SH       DEFINED        1           0    33860        0
Whirlpool Corp                 Common           96332010      5045   108200 SH       DEFINED        1           0   108200        0
Whitman Education Gp           Common           96652410       660   440000 SH       SOLE                  440000        0        0
Whitman Education Gp           Common           96652410       600   400000 SH       DEFINED        1           0   400000        0
Whole Foods Market             Common           96683710     61896  1498600 SH       SOLE                 1498600        0        0
Whole Foods Market             Common           96683710      5557   134500 SH       SOLE                       0        0   134500
Whole Foods Market             Common           96683710     12571   304300 SH       DEFINED        1           0   304300        0
Whole Foods Market             Common           96683710       579    14100 SH       DEFINED        3           0    14100        0
Wickes Inc                     Common           96744610       951   160000 SH       SOLE                  160000        0        0
Wickes Inc                     Common           96744610       594   100000 SH       SOLE                       0        0   100000
Wickes Inc                     Common           96744610       742   125000 SH       DEFINED        1           0   125000        0
Wickes Inc                     Common           96744610      1781   300000 SH       DEFINED        2           0        0   300000
Wild Oats Markets              Common           96808B10      5442   432850 SH       SOLE                  432850        0        0
Wild Oats Markets              Common           96808B10      2960   235550 SH       SOLE                       0        0   235550
Wild Oats Markets              Common           96808B10      5935   472450 SH       DEFINED        1           0   472450        0
Willamette Inds                Common           96913310    162762  5972900 SH       SOLE                       0        0  5972900
Willamette Inds                Common           96913310       501    18400 SH       DEFINED        2           0        0    18400
Willbros Group inc             Common           96919910      4286   623500 SH       SOLE                  623500        0        0
Williams Cos Inc               Common           96945710      4169   100000 SH       SOLE                  100000        0        0
Williams Cos Inc               Common           96945710     18760   450000 SH       SOLE                       0        0   450000
Clayton Williams               Common           96949010      4966   155500 SH       SOLE                  155500        0        0
Williams-Sonoma Inc            Common           96990410     11474   353700 SH       SOLE                  353700        0        0
Williams-Sonoma Inc            Common           96990410        49     1500 SH       DEFINED        1           0     1500        0
Wilmington Tr Corp             Common           97180710      8551   200400 SH       SOLE                  200400        0        0
Wilmington Tr Corp             Common           97180710      1449    33900 SH       SOLE                       0        0    33900
Wilmington Tr Corp             Common           97180710      1133    26500 SH       DEFINED        1           0    26500        0
Wilsons Leather                Common           97246310      5530   376350 SH       SOLE                  376350        0        0
Wilsons Leather                Common           97246310      1066    72600 SH       SOLE                       0        0    72600
Wilsons Leather                Common           97246310      2965   201900 SH       DEFINED        1           0   201900        0
Wilsons Leather                Common           97246310       997    67900 SH       DEFINED        1           0    67900        0
Wilsons Leather                Common           97246310      3444   234500 SH       DEFINED        2           0        0   234500
Winnebago Inds                 Common           97463710      2734   209300 SH       SOLE                  209300        0        0
Winnebago Inds                 Common           97463710       445    34100 SH       SOLE                       0        0    34100
Winnebago Inds                 Common           97463710      1233    94400 SH       DEFINED        1           0    94400        0
Winnebago Inds                 Common           97463710       478    36600 SH       DEFINED        1           0    36600        0
Winnebago Inds                 Common           97463710      2090   160000 SH       DEFINED        2           0        0   160000
Wisconsin Energy               Common           97665710       179     9300 SH       SOLE                    9300        0        0
Wolverine World Wide           Common           97809710        54     5500 SH       SOLE                    5500        0        0
World Wrestlng Fed A           Common           98156Q10      3459   166200 SH       SOLE                  166200        0        0
Worldcom Inc                   Common           98157D10    869606 18969407 SH       SOLE                18969407        0        0
Worldcom Inc                   Common           98157D10    810457 17670213 SH       SOLE                       0        0 17670213
Worldcom Inc                   Common           98157D10    126181  2750544 SH       DEFINED        1           0  2750544        0
Worldcom Inc                   Common           98157D10      7254   161200 SH       DEFINED        1           0   161200        0
Worldcom Inc                   Common           98157D10      8485   184951 SH       DEFINED        1           0        0   184951
Worldcom Inc                   Common           98157D10       367     8000 SH       DEFINED        2           0     8000        0
Worldcom Inc                   Common           98157D10     35004   763172 SH       DEFINED        2           0        0   763172
Worldcom Inc                   Common           98157D10      1354    29700 SH       DEFINED        3           0    29700        0
Worldcom Inc                   Common           98157D10      1927    42000 SH       DEFINED        3           0        0    42000
Woronoco Bancorp Inc           Common           98163010        51     5000 SH       SOLE                       0        0     5000
Worthington Inds Inc           Common           98181110       210    20000 SH       SOLE                   20000        0        0
Wynn's International           Common           98319510       505    22850 SH       SOLE                   22850        0        0
Xilinx Inc                     Common           98391910       107     1300 SH       SOLE                    1300        0        0
Xilinx Inc                     Common           98391910       537     6500 SH       SOLE                       0        0     6500
Xilinx Inc                     Common           98391910     25200   305230 SH       DEFINED        1           0   305230        0
Xircom Inc                     Common           98392210      1734    36500 SH       DEFINED        1           0    36500        0
Xerox Corp                     Common           98412110     10877   524240 SH       SOLE                  524240        0        0
Xerox Corp                     Common           98412110    165625  7981950 SH       SOLE                       0        0  7981950
Xerox Corp                     Common           98412110      1329    64050 SH       DEFINED        1           0    64050        0
Xerox Corp                     Common           98412110      3625   174700 SH       DEFINED        1           0   174700        0
Yahoo! Inc                     Common           98433210       443     3600 SH       SOLE                    3600        0        0
Yahoo! Inc                     Common           98433210       557     4500 SH       SOLE                       0        0     4500
Yahoo! Inc                     Common           98433210     27658   223270 SH       DEFINED        1           0   223270        0
Yardville Natl Bcp             Common           98502110      2711   255000 SH       SOLE                  255000        0        0
Yardville Natl Bcp             Common           98502110       837    78800 SH       SOLE                       0        0    78800
Yardville Natl Bcp             Common           98502110      2220   209000 SH       DEFINED        1           0   209000        0
Yardville Natl Bcp             Common           98502110       905    85200 SH       DEFINED        1           0    85200        0
Young & Rubicam Inc            Common           98742510       395     6900 SH       SOLE                    6900        0        0
Zale Corp                      Common           98885810       215     5900 SH       SOLE                    5900        0        0
Zale Corp                      Common           98885810      1577    43200 SH       DEFINED        1           0    43200        0
Zebra Technologies             Common           98920710      3424    77300 SH       SOLE                   77300        0        0
Zebra Technologies             Common           98920710      2149    48500 SH       DEFINED        1           0    48500        0
Zoll Medical Corp              Common           98992210       642    13100 SH       SOLE                   13100        0        0
Lernout & Hauspie Sp           Common           B5628B10     43072   978100 SH       SOLE                  978100        0        0
Lernout & Hauspie Sp           Common           B5628B10      3111    70600 SH       SOLE                       0        0    70600
Lernout & Hauspie Sp           Common           B5628B10       198     4500 SH       DEFINED        1           0     4500        0
Ace Ltd                        Common           G0070K10    322548 11529849 SH       SOLE                11529849        0        0
Ace Ltd                        Common           G0070K10    184583  6593745 SH       SOLE                       0        0  6593745
Ace Ltd                        Common           G0070K10     20965   748790 SH       DEFINED        1           0   748790        0
Ace Ltd                        Common           G0070K10      8268   295300 SH       DEFINED        1           0   295300        0
Ace Ltd                        Common           G0070K10     11992   428290 SH       DEFINED        2           0        0   428290
Ace Ltd                        Common           G0070K10       693    24900 SH       DEFINED        3           0    24900        0
Ace Ltd                        Common           G0070K10       939    33540 SH       DEFINED        3           0        0    33540
American Safety Ins            Common           G0299510       626   149500 SH       SOLE                  149500        0        0
American Safety Ins            Common           G0299510       419   100000 SH       SOLE                       0        0   100000
Annuity and Life Re            Common           G0391010     37558  1532800 SH       SOLE                 1532800        0        0
Annuity and Life Re            Common           G0391010     15864   647500 SH       SOLE                       0        0   647500
Annuity and Life Re            Common           G0391010      9686   395350 SH       DEFINED        1           0   395350        0
Everest RE Group Ltd           Common           G3223R10      4958   150800 SH       DEFINED        1           0   150800        0
FLAG Telecom Hldgs             Common           G3529L10      4557   306350 SH       SOLE                  306350        0        0
FLAG Telecom Hldgs             Common           G3529L10      4500   302500 SH       SOLE                       0        0   302500
Global Crossing Ltd            Common           G3921A10    341161 12968545 SH       SOLE                12968545        0        0
Global Crossing Ltd            Common           G3921A10     65501  2489943 SH       SOLE                       0        0  2489943
Global Crossing Ltd            Common           G3921A10     48281  1834787 SH       DEFINED        1           0  1834787        0
Global Crossing Ltd            Common           G3921A10       111     4200 SH       DEFINED        1           0     4200        0
Global Crossing Ltd            Common           G3921A10      9395   357024 SH       DEFINED        2           0        0   357024
Global Crossing Ltd            Common           G3921A10       502    19200 SH       DEFINED        3           0    19200        0
Global Crossing Ltd            Common           G3921A10       704    26749 SH       DEFINED        3           0        0    26749
IPC Holdings Ltd               Common           G4933P10     27647  1974800 SH       SOLE                       0        0  1974800
Knightsbridge Tanker           Common           G5299G10     16278   813900 SH       SOLE                  813900        0        0
MIH Ltd A                      Common           G6116R10       380    13000 SH       SOLE                   13000        0        0
PartnerRe Holdings             Common           G6852T10     65932  1860500 SH       SOLE                       0        0  1860500
Peak Intl Ltd                  Common           G6958610      8012  1144500 SH       SOLE                 1144500        0        0
Peak Intl Ltd                  Common           G6958610       413    59100 SH       DEFINED        1           0    59100        0
Santa Fe Intl Corp             Common           G7805C10     10425   298400 SH       SOLE                  298400        0        0
Santa Fe Intl Corp             Common           G7805C10      3197    91500 SH       DEFINED        1           0    91500        0
Scottish Annuity               Common           G7885T10      3603   430000 SH       SOLE                  430000        0        0
Scottish Annuity               Common           G7885T10       519    62000 SH       SOLE                       0        0    62000
Scottish Annuity               Common           G7885T10      1834   219000 SH       DEFINED        1           0   219000        0
Scottish Annuity               Common           G7885T10       595    71000 SH       DEFINED        1           0    71000        0
Scottish Annuity               Common           G7885T10      1717   205000 SH       DEFINED        2           0        0   205000
Transocean Sedco Frx           Common           G9007810    163743  3066192 SH       SOLE                 3066192        0        0
Transocean Sedco Frx           Common           G9007810     45465   850936 SH       SOLE                       0        0   850936
Transocean Sedco Frx           Common           G9007810     25144   470518 SH       DEFINED        1           0   470518        0
Transocean Sedco Frx           Common           G9007810       791    14800 SH       DEFINED        2           0        0    14800
Triton Energy Ltd A            Common           G9075110      3189    81100 SH       SOLE                   81100        0        0
Triton Energy Ltd A            Common           G9075110      2150    54700 SH       SOLE                       0        0    54700
Triton Energy Ltd A            Common           G9075110      3161    80400 SH       DEFINED        1           0    80400        0
White Mountain Ins             Common           G9618E10      1536     9600 SH       SOLE                    9600        0        0
XL Capital Ltd A               Common           G9825510     34739   641837 SH       SOLE                  641837        0        0
XL Capital Ltd A               Common           G9825510       649    12000 SH       DEFINED        1           0    12000        0
XL Capital Ltd A               Common           G9825510       509     9400 SH       DEFINED        1           0     9400        0
XL Capital Ltd A               Common           G9825510      6251   115500 SH       DEFINED        1           0        0   115500
Stolt Comex Seaway             Common           L8873E10     14247  1008700 SH       SOLE                 1008700        0        0
Stolt Comex Seaway             Common           L8873E10      4116   291400 SH       DEFINED        1           0   291400        0
BVR Technologies Ltd           Common           M2051410       351    39300 SH       SOLE                   39300        0        0
Checkpoint Software            Common           M2246510      4319    20400 SH       DEFINED        1           0    20400        0
Gilat Satellite Ntwk           Common           M5147410     27269   393840 SH       SOLE                  393840        0        0
Gilat Satellite Ntwk           Common           M5147410      4762    68720 SH       SOLE                       0        0    68720
Gilat Satellite Ntwk           Common           M5147410     20822   300150 SH       DEFINED        1           0   300150        0
Gilat Satellite Ntwk           Common           M5147410      1186    17100 SH       DEFINED        2           0        0    17100
Internet Gold Ltd              Common           M5659510        14     1700 SH       DEFINED        1           0     1700        0
Optibase Ltd                   Common           M7524R10      2751   157500 SH       SOLE                  157500        0        0
Optibase Ltd                   Common           M7524R10      5708   325000 SH       SOLE                       0        0   325000
Optibase Ltd                   Common           M7524R10       659    37500 SH       DEFINED        1           0    37500        0
Optibase Ltd                   Common           M7524R10      2541   144700 SH       DEFINED        2           0        0   144700
ASM Intl NV USD                Common           N0704510     17734   669200 SH       SOLE                  669200        0        0
ASM Intl NV USD                Common           N0704510      3324   125410 SH       DEFINED        1           0   125410        0
Chicago Bridge&Iron            Common           N1980810     15020  1022700 SH       SOLE                 1022700        0        0
Chicago Bridge&Iron            Common           N1980810       602    41000 SH       SOLE                       0        0    41000
Chicago Bridge&Iron            Common           N1980810      1314    89400 SH       DEFINED        1           0    89400        0
CNH Global NV                  Common           N2093510      1785   192800 SH       SOLE                  192800        0        0
CNH Global NV                  Common           N2093510     37692  4074700 SH       SOLE                       0        0  4074700
CNH Global NV                  Common           N2093510       440    47600 SH       DEFINED        1           0    47600        0
Core Labs N.V.                 Common           N2271710      2089    72000 SH       SOLE                   72000        0        0
Core Labs N.V.                 Common           N2271710     15907   548500 SH       SOLE                       0        0   548500
Core Labs N.V.                 Common           N2271710      2224    76700 SH       DEFINED        1           0    76700        0
KPNQwest NV C USD              Common           N5091910     26185   660400 SH       SOLE                  660400        0        0
KPNQwest NV C USD              Common           N5091910     11456   289100 SH       SOLE                       0        0   289100
KPNQwest NV C USD              Common           N5091910     10655   268900 SH       DEFINED        1           0   268900        0
Banco Latinoamern E            Common           P1699413        72     2600 SH       SOLE                    2600        0        0
Banco Latinoamern E            Common           P1699413      7604   275200 SH       SOLE                       0        0   275200
Banco Latinoamern E            Common           P1699413       606    21900 SH       DEFINED        1           0    21900        0
Panamerican Bev A              Common           P7482310      3308   221500 SH       DEFINED        1           0   221500        0
ASE Test Ltd                   Common           Y0251610      3538   120200 SH       DEFINED        1           0   120200        0
Flextronics Intl Ltd           Common           Y2573F10     86882  1264700 SH       SOLE                 1264700        0        0
Flextronics Intl Ltd           Common           Y2573F10     63496   924400 SH       SOLE                       0        0   924400
Flextronics Intl Ltd           Common           Y2573F10     19862   289160 SH       DEFINED        1           0   289160        0
Gigamedia Ltd                  Common           Y2711Y10        60     5000 SH       DEFINED        1           0     5000        0
</TABLE>


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