|
|
|
|
|
|
|
|
|
|
|
|
|
|
Previous: WELLINGTON MANAGEMENT CO LLP, SC 13G/A, 2000-02-14 |
Next: DEPARTMENT 56 INC, SC 13G/A, 2000-02-14 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 12/31/1999
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 December 31, 1999
* 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: 1
Form 13F Information Table Entry Total: 4409
Form 13F Information Table Value Total: $125292011000
List of Other Included Managers:
No. 13F File Number Name
01 XX-XXXXX Wellington Trust Company, NA
<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 390 36720 SH SOLE 36720 0 0
ABC Bancorp Common 00040010 524 49380 SH SOLE 0 0 49380
ABC Bancorp Common 00040010 577 54300 SH DEFINED 1 0 54300 0
ABC-NACO Inc Common 00075210 2478 300400 SH SOLE 300400 0 0
ABC-NACO Inc Common 00075210 2236 271100 SH SOLE 0 0 271100
ABC-NACO Inc Common 00075210 1167 141500 SH DEFINED 1 0 141500 0
ABC-NACO Inc Common 00075210 492 59600 SH DEFINED 1 0 59600 0
ADC Telecommunctns Common 00088610 3715 51200 SH SOLE 51200 0 0
ADC Telecommunctns Common 00088610 26936 371200 SH SOLE 0 0 371200
ADT Oper LYONS P02 000945AC 1194 566000 PRN SOLE 566000 0 0
AK Steel Hldg Corp Common 00154710 4576 243000 SH SOLE 243000 0 0
AK Steel Hldg Corp Common 00154710 60586 3209852 SH SOLE 0 0 3209852
AK Steel Hldg Corp Common 00154710 72 3800 SH DEFINED 1 0 3800 0
AMC Entertainment Common 00166910 2064 239300 SH SOLE 239300 0 0
AMC Entertainment Common 00166910 6753 783000 SH SOLE 0 0 783000
AMFM Inc Common 00169310 101465 1296680 SH SOLE 1296680 0 0
AMFM Inc Common 00169310 49228 629100 SH SOLE 0 0 629100
AMR Corp Common 00176510 481653 7189279 SH SOLE 7189279 0 0
AMR Corp Common 00176510 91577 1366900 SH SOLE 0 0 1366900
AMR Corp Common 00176510 16093 240200 SH DEFINED 1 0 240200 0
AMR Corp Common 00176510 2565 39100 SH DEFINED 1 0 39100 0
AMR Corp Common 00176510 4429 66100 SH DEFINED 1 0 0 66100
AT&T Corp Common 00195710 691365 13614287 SH SOLE 13614287 0 0
AT&T Corp Common 00195710 930029 18304291 SH SOLE 0 0 18304291
AT&T Corp Common 00195710 112526 2214520 SH DEFINED 1 0 2214520 0
AT&T Corp Common 00195710 3687 74150 SH DEFINED 1 0 74150 0
AT&T Corp Common 00195710 26250 516600 SH DEFINED 1 0 0 516600
AT&T-Liberty Media A Common 00195720 676851 11917702 SH SOLE 11917702 0 0
AT&T-Liberty Media A Common 00195720 346223 6095014 SH SOLE 0 0 6095014
AT&T-Liberty Media A Common 00195720 143946 2533680 SH DEFINED 1 0 2533680 0
AT&T-Liberty Media A Common 00195720 5434 97400 SH DEFINED 1 0 97400 0
AT&T-Liberty Media A Common 00195720 9601 168992 SH DEFINED 1 0 0 168992
AT&T-Liberty Media B Common 00195730 290 4200 SH SOLE 0 0 4200
APT Satellite ADR Common 00203R10 1202 258980 SH SOLE 258980 0 0
APT Satellite ADR Common 00203R10 147 31840 SH SOLE 0 0 31840
APT Satellite ADR Common 00203R10 1032 223100 SH DEFINED 1 0 223100 0
ARV Assisted Living 00204CAA 961 3400000 PRN SOLE 3400000 0 0
ARV Assisted Living 00204CAA 565 2000000 PRN SOLE 0 0 2000000
ARV Assisted Living 00204CAA 1696 6000000 PRN DEFINED 1 0 6000000 0
ARV Assisted Living 00204CAA 480 1700000 PRN DEFINED 1 0 1700000 0
ATMI Inc Common 00207R10 407 12300 SH SOLE 12300 0 0
AVT Corporation Common 00242010 329 7000 SH SOLE 7000 0 0
AXA Financial Inc Common 00245110 24 700 SH SOLE 700 0 0
Abbott Laboratories Common 00282410 345686 9523112 SH SOLE 9523112 0 0
Abbott Laboratories Common 00282410 580511 15986592 SH SOLE 0 0 15986592
Abbott Laboratories Common 00282410 51875 1428500 SH DEFINED 1 0 1428500 0
Abbott Laboratories Common 00282410 7013 194300 SH DEFINED 1 0 194300 0
Abbott Laboratories Common 00282410 4180 115100 SH DEFINED 1 0 0 115100
Abington Savings Bk Common 00350P10 135 12800 SH SOLE 0 0 12800
Able Telcom Holding Common 00371230 1980 247200 SH SOLE 247200 0 0
Able Telcom Holding Common 00371230 2640 330000 SH SOLE 0 0 330000
Able Telcom Holding Common 00371230 1328 166000 SH DEFINED 1 0 166000 0
Able Telcom Holding Common 00371230 166 20800 SH DEFINED 1 0 20800 0
Abitibi-Consolidated Common 00392410 29323 2471289 SH SOLE 2471289 0 0
Abitibi-Consolidated Common 00392410 100565 8471300 SH SOLE 0 0 8471300
Abitibi-Consolidated Common 00392410 7967 670800 SH DEFINED 1 0 670800 0
Abitibi-Consolidated Common 00392410 839 70700 SH DEFINED 1 0 70700 0
Ackerley Group Common 00452710 54 3000 SH SOLE 3000 0 0
ACNielsen Corp Common 00483310 13446 547100 SH SOLE 547100 0 0
ACNielsen Corp Common 00483310 1925 78200 SH SOLE 0 0 78200
ACNielsen Corp Common 00483310 3282 133300 SH DEFINED 1 0 133300 0
Activision Inc Common 00493020 7471 487900 SH SOLE 0 0 487900
Acxiom Corp Common 00512510 29720 1240800 SH SOLE 1240800 0 0
Acxiom Corp Common 00512510 4116 171500 SH SOLE 0 0 171500
Acxiom Corp Common 00512510 5434 226400 SH DEFINED 1 0 226400 0
ADAC Laboratories Common 00531320 605 56300 SH SOLE 56300 0 0
ADAC Laboratories Common 00531320 2830 263300 SH SOLE 0 0 263300
ADAC Laboratories Common 00531320 8610 801000 SH DEFINED 1 0 801000 0
Adaptec Inc Common 00651F10 10452 209500 SH SOLE 209500 0 0
Adaptec Inc Common 00651F10 3927 79500 SH SOLE 0 0 79500
Adaptec Inc Common 00651F10 8459 169600 SH DEFINED 1 0 169600 0
Adaptec Inc Common 00651F10 992 19900 SH DEFINED 1 0 19900 0
Adaptec Inc Common 00651F10 3362 67400 SH DEFINED 1 0 0 67400
Adelphia Commnctn A Common 00684810 73501 1120000 SH SOLE 0 0 1120000
Adelphia Commnctn A Common 00684810 39 600 SH DEFINED 1 0 600 0
AFP Provida ADR Common 00709P10 9 400 SH DEFINED 1 0 400 0
Advanced Machine A Common 00753B10 800 1025000 SH SOLE 1025000 0 0
Advanced Light Tech Common 00753C10 2381 413900 SH SOLE 413900 0 0
Advanced Light Tech Common 00753C10 2682 466400 SH SOLE 0 0 466400
Advanced Light Tech Common 00753C10 1668 290000 SH DEFINED 1 0 290000 0
Advanced Fibre Commn Common 00754A10 30849 690200 SH SOLE 690200 0 0
Advanced Fibre Commn Common 00754A10 33615 752200 SH SOLE 0 0 752200
Advanced Fibre Commn Common 00754A10 5407 121000 SH DEFINED 1 0 121000 0
Advanced Polymer Sys Common 00754G10 937 271900 SH SOLE 271900 0 0
Advanced Polymer Sys Common 00754G10 1620 471400 SH DEFINED 1 0 471400 0
Advanced Polymer Sys Common 00754G10 182 52800 SH DEFINED 1 0 52800 0
ADVO Inc Common 00758510 114 4800 SH SOLE 4800 0 0
ADVO Inc Common 00758510 1755 73900 SH DEFINED 1 0 73900 0
Aehr Test Systems Common 00760J10 1600 320000 SH SOLE 0 0 320000
Aehr Test Systems Common 00760J10 1580 316000 SH DEFINED 1 0 316000 0
Aehr Test Systems Common 00760J10 200 40000 SH DEFINED 1 0 40000 0
Advanced Energy Inds Common 00797310 231 4700 SH SOLE 4700 0 0
Aetna Inc Common 00811710 2289 41000 SH SOLE 41000 0 0
Aetna Inc Common 00811710 245326 4395500 SH SOLE 0 0 4395500
Aetna Inc Common 00811710 5676 101700 SH DEFINED 1 0 101700 0
Affiliated Computr A Common 00819010 27258 593050 SH SOLE 593050 0 0
Affiliated Computr A Common 00819010 18184 395300 SH SOLE 0 0 395300
Affiliated Computr A Common 00819010 13423 291800 SH DEFINED 1 0 291800 0
Affiliated Computr A Common 00819010 1711 37200 SH DEFINED 1 0 0 37200
AG-Chem Equipment Common 00836310 2916 281000 SH SOLE 281000 0 0
AG-Chem Equipment Common 00836310 934 90000 SH SOLE 0 0 90000
AG-Chem Equipment Common 00836310 1556 150000 SH DEFINED 1 0 150000 0
AG-Chem Equipment Common 00836310 706 68000 SH DEFINED 1 0 68000 0
Agile Software Corp Common 00846X10 6409 29500 SH SOLE 29500 0 0
Agribrands Intl Inc Common 00849R10 207 4500 SH SOLE 4500 0 0
Air Express Intl Common 00910410 20643 640150 SH SOLE 640150 0 0
Air Express Intl Common 00910410 15957 493850 SH SOLE 0 0 493850
Air Express Intl Common 00910410 2341 72450 SH DEFINED 1 0 72450 0
Air Products & Chem Common 00915810 69961 2084320 SH SOLE 2084320 0 0
Air Products & Chem Common 00915810 248058 7390880 SH SOLE 0 0 7390880
Air Products & Chem Common 00915810 17680 526770 SH DEFINED 1 0 526770 0
Air Products & Chem Common 00915810 11076 330000 SH DEFINED 1 0 330000 0
Air Products & Chem Common 00915810 2427 72300 SH DEFINED 1 0 0 72300
Airgas Inc Common 00936310 1101 115700 SH SOLE 115700 0 0
Airgas Inc Common 00936310 1478 155500 SH SOLE 0 0 155500
Airgas Inc Common 00936310 1632 171700 SH DEFINED 1 0 171700 0
AirGate PCS Inc Common 00936710 9759 185000 SH SOLE 0 0 185000
AirNet Systems Inc Common 00941710 2373 335600 SH SOLE 335600 0 0
AirNet Systems Inc Common 00941710 1893 268100 SH SOLE 0 0 268100
AirNet Systems Inc Common 00941710 1898 268800 SH DEFINED 1 0 268800 0
AirNet Systems Inc Common 00941710 794 112400 SH DEFINED 1 0 112400 0
AirTran Holdings Inc Common 00949P10 806 177800 SH SOLE 177800 0 0
AirTran Holdings Inc Common 00949P10 1024 225900 SH SOLE 0 0 225900
AirTran Holdings Inc Common 00949P10 1157 255600 SH DEFINED 1 0 255600 0
Akamai Technologies Common 00971T10 983 3000 SH DEFINED 1 0 3000 0
Akorn Inc Common 00972810 3114 638500 SH SOLE 638500 0 0
Akorn Inc Common 00972810 195 40000 SH SOLE 0 0 40000
Akorn Inc Common 00972810 49 10000 SH DEFINED 1 0 10000 0
Akzo Nobel NV ADR Common 01019930 10199 205000 SH SOLE 205000 0 0
Alaska Air Group Inc Common 01165910 260 7400 SH SOLE 7400 0 0
Alaska Air Group Inc Common 01165910 2406 68500 SH DEFINED 1 0 68500 0
Albany Intl Crp Cl A Common 01234810 1084 69872 SH SOLE 69872 0 0
Albany Intl Crp Cl A Common 01234810 28251 1822657 SH SOLE 0 0 1822657
Albany Intl Crp Cl A Common 01234810 4332 279464 SH DEFINED 1 0 279464 0
Albemarle Corp Common 01265310 1750 91200 SH DEFINED 1 0 91200 0
Alberta Energy Co Common 01287310 44186 1411100 SH SOLE 0 0 1411100
Albertsons Inc Common 01310410 24997 775050 SH SOLE 775050 0 0
Albertsons Inc Common 01310410 82831 2568400 SH SOLE 0 0 2568400
Albertsons Inc Common 01310410 5687 176330 SH DEFINED 1 0 176330 0
Albertsons Inc Common 01310410 10349 320900 SH DEFINED 1 0 320900 0
Alcan Aluminium Ltd Common 01371610 235 5700 SH SOLE 5700 0 0
Alcan Aluminium Ltd Common 01371610 169352 4093100 SH SOLE 0 0 4093100
Alcoa Inc Common 01381710 471768 5685226 SH SOLE 5685226 0 0
Alcoa Inc Common 01381710 1612068 19422514 SH SOLE 0 0 19422514
Alcoa Inc Common 01381710 49027 590690 SH DEFINED 1 0 590690 0
Alcoa Inc Common 01381710 11248 136200 SH DEFINED 1 0 136200 0
Alcoa Inc Common 01381710 8931 107600 SH DEFINED 1 0 0 107600
Alcatel SA ADR Common 01390430 1670 37100 SH SOLE 37100 0 0
Alcatel SA ADR Common 01390430 452745 10061000 SH SOLE 0 0 10061000
Alcatel SA ADR Common 01390430 60 1330 SH DEFINED 1 0 1330 0
Allegheny Energy Inc Common 01736110 3238 120200 SH DEFINED 1 0 120200 0
Allegiance Telecom Common 01747T10 23026 249600 SH SOLE 249600 0 0
Allegiance Telecom Common 01747T10 8773 95100 SH SOLE 0 0 95100
Allegiance Telecom Common 01747T10 5305 57500 SH DEFINED 1 0 57500 0
Allergan Inc Common 01849010 60 1200 SH SOLE 1200 0 0
Allergan Inc Common 01849010 189975 3818600 SH SOLE 0 0 3818600
Allergan Spec Thera Common 01849410 2352 186330 SH SOLE 186330 0 0
Alliance Pharm Corp Common 01877310 999 135500 SH SOLE 135500 0 0
Alliance Pharm Corp Common 01877310 15963 2164488 SH SOLE 0 0 2164488
Alliance Pharm Corp Common 01877310 7283 987400 SH DEFINED 1 0 987400 0
Alliance Semiconduct Common 01877H10 9504 569500 SH SOLE 569500 0 0
Alliant Techsystems Common 01880410 93 1500 SH SOLE 1500 0 0
Alliant Techsystems Common 01880410 1907 30600 SH DEFINED 1 0 30600 0
Allied Waste Inds Common 01958930 36 4000 SH SOLE 4000 0 0
Allmerica Finl Corp Common 01975410 3471 62400 SH DEFINED 1 0 62400 0
Alltel Corp Common 02003910 9244 111950 SH SOLE 111950 0 0
Alltel Corp Common 02003910 234619 2837400 SH SOLE 0 0 2837400
Alpharma Cl A Common 02081310 26086 848313 SH SOLE 0 0 848313
Altera Corp Common 02144110 112358 2266700 SH SOLE 2266700 0 0
Altera Corp Common 02144110 20861 420900 SH SOLE 0 0 420900
Altera Corp Common 02144110 28544 575900 SH DEFINED 1 0 575900 0
Alza Corp Common 02261510 23937 691450 SH SOLE 691450 0 0
Alza Corp Common 02261510 6602 190670 SH SOLE 0 0 190670
Alza Corp Common 02261510 16024 462780 SH DEFINED 1 0 462780 0
Amazon.com Inc Common 02313510 13416 176200 SH SOLE 176200 0 0
Amazon.com Inc Common 02313510 6517 85600 SH SOLE 0 0 85600
Amazon.com Inc Common 02313510 3991 52420 SH DEFINED 1 0 52420 0
Ambac Financial Gp Common 02313910 55335 1060300 SH SOLE 1060300 0 0
Ambassadors Intl Inc Common 02317810 2291 209400 SH SOLE 209400 0 0
Ambassadors Intl Inc Common 02317810 3008 275000 SH SOLE 0 0 275000
Ambassadors Intl Inc Common 02317810 1695 155000 SH DEFINED 1 0 155000 0
Amerada Hess Common 02355110 39 700 SH SOLE 700 0 0
Amerada Hess Common 02355110 22700 400000 SH SOLE 0 0 400000
Ameren Corporation Common 02360810 379 11700 SH SOLE 11700 0 0
Ameren Corporation Common 02360810 5122 156400 SH DEFINED 1 0 156400 0
America Online Inc Common 02364J10 502276 6623192 SH SOLE 6623192 0 0
America Online Inc Common 02364J10 197243 2600440 SH SOLE 0 0 2600440
America Online Inc Common 02364J10 151242 1993300 SH DEFINED 1 0 1993300 0
America Online Inc Common 02364J10 4705 63200 SH DEFINED 1 0 63200 0
America West Hldgs B Common 02365720 72303 3484500 SH SOLE 0 0 3484500
America West Hldgs B Common 02365720 35 1700 SH DEFINED 1 0 1700 0
American Aircarrier Common 02375810 571 73600 SH SOLE 73600 0 0
American Aircarrier Common 02375810 364 47000 SH SOLE 0 0 47000
American Aircarrier Common 02375810 101 13000 SH DEFINED 1 0 13000 0
American Cap Strat Common 02493710 4304 189200 SH SOLE 189200 0 0
American Cap Strat Common 02493710 7449 327400 SH SOLE 0 0 327400
American Eagle Outft Common 02553E10 6563 145800 SH SOLE 145800 0 0
American Eagle Outft Common 02553E10 5932 131800 SH SOLE 0 0 131800
American Eagle Outft Common 02553E10 11988 266400 SH DEFINED 1 0 266400 0
American Express Co Common 02581610 16721 100500 SH SOLE 100500 0 0
American Express Co Common 02581610 940 5650 SH SOLE 0 0 5650
American Express Co Common 02581610 10324 62100 SH DEFINED 1 0 62100 0
American Finl Hldgs Common 02607510 6788 540300 SH SOLE 540300 0 0
American Finl Hldgs Common 02607510 16959 1350000 SH SOLE 0 0 1350000
American Finl Hldgs Common 02607510 1659 132000 SH DEFINED 1 0 132000 0
American Finl Hldgs Common 02607510 691 55000 SH DEFINED 1 0 55000 0
American General Crp Common 02635110 326440 4302936 SH SOLE 4302936 0 0
American General Crp Common 02635110 48608 640700 SH SOLE 0 0 640700
American General Crp Common 02635110 18218 240100 SH DEFINED 1 0 240100 0
American General Crp Common 02635110 1917 25800 SH DEFINED 1 0 25800 0
American Gen DE LLC Cv Pfd 02637G20 1048 11150 PRN SOLE 11150 0 0
American Home Prods Common 02660910 514952 13121324 SH SOLE 13121324 0 0
American Home Prods Common 02660910 650723 16578891 SH SOLE 0 0 16578891
American Home Prods Common 02660910 65427 1666850 SH DEFINED 1 0 1666850 0
American Home Prods Common 02660910 7584 194900 SH DEFINED 1 0 194900 0
American Home Prods Common 02660910 4015 102300 SH DEFINED 1 0 0 102300
Amern Home Mtge Hldg Common 02660M10 199 30000 SH SOLE 30000 0 0
American Homestar Common 02665110 2537 644000 SH SOLE 644000 0 0
American Homestar Common 02665110 2137 542800 SH SOLE 0 0 542800
American Homestar Common 02665110 435 110400 SH DEFINED 1 0 110400 0
American Intl Group Common 02687410 498613 4614501 SH SOLE 4614501 0 0
American Intl Group Common 02687410 221397 2047869 SH SOLE 0 0 2047869
American Intl Group Common 02687410 119259 1102982 SH DEFINED 1 0 1102982 0
American Intl Group Common 02687410 4242 40048 SH DEFINED 1 0 40048 0
American Intl Group Common 02687410 14171 131062 SH DEFINED 1 0 0 131062
American Mgmt System Common 02735210 29741 949700 SH SOLE 949700 0 0
American Mgmt System Common 02735210 4797 152900 SH SOLE 0 0 152900
American Mgmt System Common 02735210 13702 436700 SH DEFINED 1 0 436700 0
American Medical Sec Common 02744P10 1726 287800 SH SOLE 287800 0 0
American Medical Sec Common 02744P10 4197 699500 SH SOLE 0 0 699500
American Medical Sec Common 02744P10 20 3400 SH DEFINED 1 0 3400 0
Am Retirement Corp Common 02891310 479 60000 SH SOLE 60000 0 0
Am Retirement Corp Common 02891310 6049 762000 SH SOLE 0 0 762000
Am Retirement Corp Common 02891310 2382 300000 SH DEFINED 1 0 300000 0
Am Retirement Corp Common 02891310 1230 155000 SH DEFINED 1 0 155000 0
Am Retirement Corp 028913AA 529 750000 PRN SOLE 750000 0 0
Am Retirement Corp 028913AA 1765 2500000 PRN SOLE 0 0 2500000
American Power Conv Common 02906610 190 7200 SH SOLE 7200 0 0
American Power Conv Common 02906610 2289 86800 SH DEFINED 1 0 86800 0
American Standard Common 02971210 2684 58500 SH DEFINED 1 0 58500 0
American States Wtr Common 02989910 87 2400 SH SOLE 2400 0 0
American States Wtr Common 02989910 1670 46400 SH DEFINED 1 0 46400 0
American Tower Crp A Common 02991220 271936 8908051 SH SOLE 8908051 0 0
American Tower Crp A Common 02991220 151869 4970060 SH SOLE 0 0 4970060
American Tower Crp A Common 02991220 54647 1788000 SH DEFINED 1 0 1788000 0
American Tower Crp A Common 02991220 544 17800 SH DEFINED 1 0 17800 0
American Tower Crp A Common 02991220 6308 206400 SH DEFINED 1 0 0 206400
AmericanTwr P06 144A 029912AA 14646 10400000 PRN SOLE 10400000 0 0
American Water Works Common 03041110 2503 117800 SH SOLE 117800 0 0
American Water Works Common 03041110 6296 296300 SH SOLE 0 0 296300
American Xtal Tech Common 03051410 970 55600 SH SOLE 55600 0 0
American Xtal Tech Common 03051410 694 39800 SH SOLE 0 0 39800
American Xtal Tech Common 03051410 1046 60000 SH DEFINED 1 0 60000 0
American Xtal Tech Common 03051410 122 7000 SH DEFINED 1 0 7000 0
Amerihost Properties Common 03070D20 592 175000 SH SOLE 175000 0 0
Amerihost Properties Common 03070D20 1350 400000 SH DEFINED 1 0 400000 0
Amerihost Properties Common 03070D20 135 40000 SH DEFINED 1 0 40000 0
Amerisource Hlth A Common 03071P10 31933 2102840 SH SOLE 2102840 0 0
Amerisource Hlth A Common 03071P10 55948 3683700 SH SOLE 0 0 3683700
Amerisource Hlth A Common 03071P10 15190 1000100 SH DEFINED 1 0 1000100 0
Amgen Inc Common 03116210 3592 59800 SH SOLE 59800 0 0
Amgen Inc Common 03116210 29401 489500 SH DEFINED 1 0 489500 0
Amkor Technology Inc Common 03165210 585 20700 SH SOLE 20700 0 0
AMRESCO Cap Tr REIT Common 03191910 1842 216600 SH SOLE 216600 0 0
AMRESCO Cap Tr REIT Common 03191910 638 75000 SH SOLE 0 0 75000
AMRESCO Cap Tr REIT Common 03191910 1303 153300 SH DEFINED 1 0 153300 0
AMRESCO Cap Tr REIT Common 03191910 425 50000 SH DEFINED 1 0 50000 0
Amphenol Corp A Common 03209510 67 1000 SH DEFINED 1 0 1000 0
Amplicon Inc Common 03210110 1533 141000 SH SOLE 141000 0 0
Amplicon Inc Common 03210110 2393 220000 SH SOLE 0 0 220000
AmSouth Bancorp Common 03216510 16 800 SH SOLE 800 0 0
Amsurg Corp A Common 03232P10 2773 426500 SH SOLE 426500 0 0
Amsurg Corp A Common 03232P10 1986 305500 SH SOLE 0 0 305500
Amsurg Corp A Common 03232P10 1463 225000 SH DEFINED 1 0 225000 0
Amsurg Corp B Common 03232P20 660 101500 SH SOLE 101500 0 0
Amsurg Corp B Common 03232P20 1086 167100 SH SOLE 0 0 167100
Amsurg Corp B Common 03232P20 747 114900 SH DEFINED 1 0 114900 0
AmWest Insurance Grp Common 03234510 1088 150000 SH SOLE 150000 0 0
AmWest Insurance Grp Common 03234510 595 82000 SH DEFINED 1 0 82000 0
Anadarko Pete Corp Common 03251110 46794 1371300 SH SOLE 1371300 0 0
Anadarko Pete Corp Common 03251110 107241 3142900 SH SOLE 0 0 3142900
Anadarko Pete Corp Common 03251110 1010 29600 SH DEFINED 1 0 29600 0
ANADIGICS Inc Common 03251510 26477 561000 SH SOLE 561000 0 0
ANADIGICS Inc Common 03251510 9702 205600 SH SOLE 0 0 205600
ANADIGICS Inc Common 03251510 8593 182100 SH DEFINED 1 0 182100 0
Analog Devices Inc Common 03265410 284904 3063143 SH SOLE 3063143 0 0
Analog Devices Inc Common 03265410 184904 1988811 SH SOLE 0 0 1988811
Analog Devices Inc Common 03265410 46710 502266 SH DEFINED 1 0 502266 0
Analog Devices Inc Common 03265410 1691 18200 SH DEFINED 1 0 18200 0
Analog Devices Inc Common 03265410 7868 84600 SH DEFINED 1 0 0 84600
Anchor Gaming Common 03303710 25308 582600 SH SOLE 582600 0 0
Andover Bancorp Common 03425810 2465 88000 SH SOLE 88000 0 0
Andover Bancorp Common 03425810 924 33000 SH SOLE 0 0 33000
Andrew Corp Common 03442510 2206 116500 SH SOLE 116500 0 0
Anglogold Ltd ADR Common 03512820 80044 3116000 SH SOLE 3116000 0 0
Anglogold Ltd ADR Common 03512820 2232 86900 SH DEFINED 1 0 86900 0
Anheuser-Busch Cos Common 03522910 19214 271100 SH SOLE 271100 0 0
Anheuser-Busch Cos Common 03522910 35318 499100 SH SOLE 0 0 499100
Anheuser-Busch Cos Common 03522910 50590 713800 SH DEFINED 1 0 713800 0
Anheuser-Busch Cos Common 03522910 893 12600 SH DEFINED 1 0 12600 0
Anixter Intl Inc Common 03529010 1555 75400 SH DEFINED 1 0 75400 0
AnnTaylor Stores Inc Common 03611510 165 4800 SH SOLE 4800 0 0
AnswerThink Consult Common 03691610 2490 72700 SH SOLE 72700 0 0
AnswerThink Consult Common 03691610 55 1600 SH DEFINED 1 0 1600 0
Anthracite Mtge REIT Common 03702310 3305 518400 SH SOLE 0 0 518400
Apache Corp Common 03741110 5752 155700 SH SOLE 155700 0 0
Apache Corp Common 03741110 6545 177200 SH DEFINED 1 0 177200 0
Apache Corp Cv Pfd 03741160 440 12400 PRN SOLE 12400 0 0
Apple Computer Common 03783310 3177 30900 SH DEFINED 1 0 30900 0
Applebees Intl Inc Common 03789910 640 21700 SH SOLE 21700 0 0
Applebees Intl Inc Common 03789910 1590 53900 SH DEFINED 1 0 53900 0
Applied Materials Common 03822210 9033 71300 SH SOLE 71300 0 0
Applied Materials Common 03822210 3066 24300 SH SOLE 0 0 24300
Applied Materials Common 03822210 6081 48000 SH DEFINED 1 0 48000 0
AppNet Inc Common 03831Q10 144 3300 SH SOLE 0 0 3300
Aptargroup Inc Common 03833610 4969 198200 SH SOLE 198200 0 0
Aptargroup Inc Common 03833610 806 32100 SH SOLE 0 0 32100
Aptargroup Inc Common 03833610 2437 97000 SH DEFINED 1 0 97000 0
Aracruz Celulose ADR Common 03849620 11 400 SH DEFINED 1 0 400 0
Aradigm Corp Common 03850510 271 28500 SH SOLE 28500 0 0
Aradigm Corp Common 03850510 329 34700 SH SOLE 0 0 34700
Aradigm Corp Common 03850510 1079 113500 SH DEFINED 1 0 113500 0
Arch Chemicals Inc Common 03937R10 486 23200 SH SOLE 23200 0 0
Arch Chemicals Inc Common 03937R10 643 30700 SH SOLE 0 0 30700
Arch Chemicals Inc Common 03937R10 723 34500 SH DEFINED 1 0 34500 0
Arch Communications Common 03938150 3095 469100 SH SOLE 469100 0 0
Arch Communications Common 03938150 2706 410400 SH SOLE 0 0 410400
Arch Communications Common 03938150 1420 215300 SH DEFINED 1 0 215300 0
Arch Communications Common 03938150 614 93100 SH DEFINED 1 0 93100 0
Archstone Cmnty REIT Common 03958110 20339 992100 SH SOLE 992100 0 0
Archstone Cmnty REIT Common 03958110 176538 8611600 SH SOLE 0 0 8611600
Archstone Cmnty REIT Common 03958110 4846 236400 SH DEFINED 1 0 236400 0
Archstone Cmnty REIT Cv Pfd 03958120 962 34200 PRN SOLE 34200 0 0
Ardent Software Inc Common 03979410 6630 170000 SH SOLE 0 0 170000
Architel Systems Crp Common 03991710 3406 250000 SH SOLE 0 0 250000
Argosy Education A Common 04022210 1560 351700 SH SOLE 351700 0 0
Argosy Education A Common 04022210 562 126700 SH SOLE 0 0 126700
Argosy Education A Common 04022210 141 31700 SH DEFINED 1 0 31700 0
Ariba Inc Common 04033V10 8798 49600 SH SOLE 49600 0 0
Ariba Inc Common 04033V10 19535 110136 SH SOLE 0 0 110136
Ariba Inc Common 04033V10 12522 70600 SH DEFINED 1 0 70600 0
Aris Corp WA Common 04040A10 3372 286900 SH SOLE 286900 0 0
Aris Corp WA Common 04040A10 3197 272100 SH SOLE 0 0 272100
Aris Corp WA Common 04040A10 2144 182500 SH DEFINED 1 0 182500 0
Arm Holdings ADR Common 04206810 383 2000 SH DEFINED 1 0 2000 0
Aronex Pharmaceut Common 04266620 66 21000 SH SOLE 21000 0 0
Aronex Pharmaceut Common 04266620 82 26100 SH SOLE 0 0 26100
Aronex Pharmaceut Common 04266620 271 86600 SH DEFINED 1 0 86600 0
Arrow Electronics Common 04273510 209729 8265200 SH SOLE 0 0 8265200
Arrow Electronics Common 04273510 76 3000 SH DEFINED 1 0 3000 0
Arrow International Common 04276410 180 6200 SH SOLE 6200 0 0
Arrow International Common 04276410 696 24000 SH SOLE 0 0 24000
Artisan Components Common 04292310 14888 721300 SH SOLE 721300 0 0
Artisan Components Common 04292310 479 23200 SH DEFINED 1 0 23200 0
Artesyn Technologies Common 04312710 317 15100 SH SOLE 15100 0 0
Artisoft Inc Common 04314L10 85 4700 SH SOLE 4700 0 0
Artisoft Inc Common 04314L10 3466 192600 SH DEFINED 1 0 192600 0
Ashland Inc Common 04420410 46360 1406738 SH SOLE 1406738 0 0
Ashland Inc Common 04420410 77526 2353700 SH SOLE 0 0 2353700
Ashland Inc Common 04420410 14076 427300 SH DEFINED 1 0 427300 0
Asia Pulp&Paper ADR Common 04516V10 7376 935800 SH SOLE 935800 0 0
Asia Pulp&Paper ADR Common 04516V10 718 91100 SH SOLE 0 0 91100
Asia Pulp&Paper ADR Common 04516V10 2112 268100 SH DEFINED 1 0 268100 0
Asia Pulp&Paper ADR Common 04516V10 443 56300 SH DEFINED 1 0 56300 0
Aspect Development Common 04523410 7144 104300 SH SOLE 104300 0 0
Aspect Development Common 04523410 4843 70700 SH DEFINED 1 0 70700 0
Aspect Communication Common 04523Q10 422 10800 SH SOLE 10800 0 0
Aspen Technology Common 04532710 966 36500 SH SOLE 36500 0 0
Aspen Technology Common 04532710 15815 598200 SH SOLE 0 0 598200
Aspen Technology Common 04532710 1425 53900 SH DEFINED 1 0 53900 0
Assisted Living Conc Common 04543L10 2891 1360000 SH SOLE 1360000 0 0
Assisted Living Conc Common 04543L10 553 260000 SH SOLE 0 0 260000
Assisted Living Conc Common 04543L10 149 70000 SH DEFINED 1 0 70000 0
Associates First A Common 04600810 480101 17504633 SH SOLE 17504633 0 0
Associates First A Common 04600810 673753 24556462 SH SOLE 0 0 24556462
Associates First A Common 04600810 66625 2428250 SH DEFINED 1 0 2428250 0
Associates First A Common 04600810 6645 244600 SH DEFINED 1 0 244600 0
Associates First A Common 04600810 6261 228200 SH DEFINED 1 0 0 228200
Astec Industries Inc Common 04622410 9 500 SH DEFINED 1 0 500 0
AstraZeneca PLC ADR Common 04635310 94958 2273500 SH SOLE 2273500 0 0
AstraZeneca PLC ADR Common 04635310 412330 9876172 SH SOLE 0 0 9876172
AstraZeneca PLC ADR Common 04635310 17614 421900 SH DEFINED 1 0 421900 0
AstroPower Inc Common 04644A10 3684 263000 SH SOLE 263000 0 0
AstroPower Inc Common 04644A10 3192 228000 SH SOLE 0 0 228000
AstroPower Inc Common 04644A10 1750 125000 SH DEFINED 1 0 125000 0
AstroPower Inc Common 04644A10 757 54100 SH DEFINED 1 0 54100 0
Atchison Casting Common 04661310 456 50000 SH SOLE 50000 0 0
Atchison Casting Common 04661310 1916 210000 SH SOLE 0 0 210000
Atchison Casting Common 04661310 1278 140000 SH DEFINED 1 0 140000 0
Atchison Casting Common 04661310 365 40000 SH DEFINED 1 0 40000 0
Atlantic Coast Airln Common 04839610 3636 152900 SH SOLE 152900 0 0
Atlantic Coast Airln Common 04839610 666 28000 SH SOLE 0 0 28000
Atlantic Coast Airln Common 04839610 5836 245700 SH DEFINED 1 0 245700 0
Atlantic Richfield Common 04882510 22563 260800 SH SOLE 260800 0 0
Atlantic Richfield Common 04882510 89882 1039100 SH SOLE 0 0 1039100
Atlantic Richfield Common 04882510 5537 64000 SH DEFINED 1 0 64000 0
Atlas Air Inc Common 04916410 56513 2061300 SH SOLE 2061300 0 0
Atlas Air Inc Common 04916410 13589 495395 SH SOLE 0 0 495395
Atlas Air Inc Common 04916410 18914 689414 SH DEFINED 1 0 689414 0
Atlas Air Inc Common 04916410 4680 170550 SH DEFINED 1 0 0 170550
Atmel Corp Common 04951310 4618 156200 SH DEFINED 1 0 156200 0
Atwood Oceanics Common 05009510 2779 71900 SH SOLE 71900 0 0
Atwood Oceanics Common 05009510 2858 74000 SH SOLE 0 0 74000
Atwood Oceanics Common 05009510 4927 127550 SH DEFINED 1 0 127550 0
Ault Inc Common 05150310 1307 145000 SH SOLE 145000 0 0
Ault Inc Common 05150310 2295 255000 SH DEFINED 1 0 255000 0
Ault Inc Common 05150310 225 25000 SH DEFINED 1 0 25000 0
Aurora Biosciences Common 05192010 8726 329300 SH SOLE 329300 0 0
AutoImmune Inc Common 05277610 244 300000 SH DEFINED 1 0 300000 0
Auto Data Processing Common 05301510 309034 5737404 SH SOLE 5737404 0 0
Auto Data Processing Common 05301510 109603 2034290 SH SOLE 0 0 2034290
Auto Data Processing Common 05301510 2402 44600 SH DEFINED 1 0 44600 0
Auto Data Processing Common 05301510 2729 51700 SH DEFINED 1 0 51700 0
Avalonbay Cmnty REIT Common 05348410 2926 84500 SH SOLE 84500 0 0
Avalonbay Cmnty REIT Common 05348410 21309 615436 SH SOLE 0 0 615436
Avalonbay Cmnty REIT Common 05348410 5433 156900 SH DEFINED 1 0 156900 0
Avant! Corp Common 05348710 41422 2760800 SH SOLE 2760800 0 0
Avant! Corp Common 05348710 495 33000 SH SOLE 0 0 33000
Avant! Corp Common 05348710 2170 144600 SH DEFINED 1 0 144600 0
Aviron Common 05376210 190 12000 SH SOLE 12000 0 0
Avnet Inc Common 05380710 96407 1593500 SH SOLE 0 0 1593500
Avon Products Common 05430310 26793 815200 SH SOLE 815200 0 0
Avon Products Common 05430310 17708 536900 SH SOLE 0 0 536900
Avon Products Common 05430310 8848 268100 SH DEFINED 1 0 268100 0
AXA ADR Common 05453610 255 3600 SH SOLE 3600 0 0
Axys Pharmaceuticals Common 05463510 1262 310200 SH SOLE 310200 0 0
Axys Pharmaceuticals Common 05463510 1578 388400 SH SOLE 0 0 388400
Axys Pharmaceuticals Common 05463510 5028 1237500 SH DEFINED 1 0 1237500 0
BCE Inc Common 05534B10 11652 129700 SH SOLE 129700 0 0
BCE Inc Common 05534B10 16289 180800 SH SOLE 0 0 180800
B.I. Inc Common 05546720 404 53000 SH SOLE 0 0 53000
Bisys Group Inc Common 05547210 88600 1358700 SH SOLE 1358700 0 0
Bisys Group Inc Common 05547210 41943 643200 SH SOLE 0 0 643200
Bisys Group Inc Common 05547210 32253 494290 SH DEFINED 1 0 494290 0
Bisys Group Inc Common 05547210 880 13500 SH DEFINED 1 0 13500 0
BJ Services Common 05548210 8367 200100 SH SOLE 200100 0 0
BJ's Wholesale Club Common 05548J10 56498 1547900 SH SOLE 0 0 1547900
BMC Industries Inc Common 05560710 34 7000 SH SOLE 7000 0 0
BMC Industries Inc Common 05560710 452 92700 SH DEFINED 1 0 92700 0
BNC Mortgage Inc Common 05561Y10 1596 245600 SH SOLE 0 0 245600
BP Amoco PLC ADR Common 05562210 6216 104748 SH SOLE 104748 0 0
BP Amoco PLC ADR Common 05562210 340849 5746604 SH SOLE 0 0 5746604
BRE Pptys Cl A REIT Common 05564E10 871 38400 SH SOLE 38400 0 0
BSB Bancorp Inc Common 05565210 3712 192800 SH SOLE 192800 0 0
BSB Bancorp Inc Common 05565210 3417 177500 SH SOLE 0 0 177500
BSB Bancorp Inc Common 05565210 2223 115500 SH DEFINED 1 0 115500 0
BSB Bancorp Inc Common 05565210 639 33200 SH DEFINED 1 0 33200 0
BTG Inc Common 05576J10 813 100000 SH SOLE 100000 0 0
BTG Inc Common 05576J10 2884 355000 SH SOLE 0 0 355000
BTG Inc Common 05576J10 768 94600 SH DEFINED 1 0 94600 0
BTG Inc Common 05576J10 195 24000 SH DEFINED 1 0 24000 0
BMC Software Inc Common 05592110 200823 2512585 SH SOLE 2512585 0 0
BMC Software Inc Common 05592110 59209 741246 SH SOLE 0 0 741246
BMC Software Inc Common 05592110 71461 893939 SH DEFINED 1 0 893939 0
BMC Software Inc Common 05592110 1023 12800 SH DEFINED 1 0 12800 0
BWay Corp Common 05603910 1384 226000 SH SOLE 226000 0 0
BWay Corp Common 05603910 398 65000 SH SOLE 0 0 65000
BWay Corp Common 05603910 1562 255000 SH DEFINED 1 0 255000 0
Baker Hughes Inc Common 05722410 38153 1811380 SH SOLE 1811380 0 0
Baker Hughes Inc Common 05722410 43190 2050500 SH SOLE 0 0 2050500
Baker Hughes Inc Common 05722410 9974 473540 SH DEFINED 1 0 473540 0
Baker Hughes Inc Common 05722410 4263 202400 SH DEFINED 1 0 202400 0
Bancfirst Corp Common 05945F10 2158 63520 SH SOLE 63520 0 0
Bancfirst Corp Common 05945F10 2692 79330 SH SOLE 0 0 79330
Bancfirst Corp Common 05945F10 3700 109050 SH DEFINED 1 0 109050 0
Banco Santander ADR Common 05964H10 239 20380 SH SOLE 20380 0 0
Bancorpsouth Inc Common 05969210 835 51100 SH SOLE 51100 0 0
Bancorpsouth Inc Common 05969210 1092 66900 SH SOLE 0 0 66900
Bancorpsouth Inc Common 05969210 1216 74600 SH DEFINED 1 0 74600 0
Bandag Inc Common 05981510 963 38400 SH SOLE 38400 0 0
Bandag Inc Common 05981510 1138 45500 SH SOLE 0 0 45500
Bandag Inc Common 05981510 1278 51100 SH DEFINED 1 0 51100 0
Bank of America Corp Common 06050510 416 8300 SH SOLE 8300 0 0
Bank of America Corp Common 06050510 162495 3237721 SH SOLE 0 0 3237721
Bank of America Corp Common 06050510 31569 629000 SH DEFINED 1 0 629000 0
Bank One Corp Common 06423A10 68188 2130700 SH SOLE 2130700 0 0
Bank One Corp Common 06423A10 113770 3555300 SH SOLE 0 0 3555300
Bank One Corp Common 06423A10 3470 108420 SH DEFINED 1 0 108420 0
Bank One Corp Common 06423A10 12499 390600 SH DEFINED 1 0 0 390600
Bank Tokyo-Mitsu ADR Common 06537910 181 13000 SH SOLE 13000 0 0
Bard CR Inc Common 06738310 118609 2237900 SH SOLE 0 0 2237900
Barclays PLC ADR Common 06738E20 315 2740 SH SOLE 2740 0 0
Barrick Gold Corp Common 06790110 2119 121000 SH SOLE 121000 0 0
Barrett Resources Common 06848020 5793 197300 SH SOLE 197300 0 0
Barrett Resources Common 06848020 6908 234700 SH SOLE 0 0 234700
Barrett Resources Common 06848020 901 30600 SH DEFINED 1 0 30600 0
Baxter International Common 07181310 438234 6977768 SH SOLE 6977768 0 0
Baxter International Common 07181310 456559 7269001 SH SOLE 0 0 7269001
Baxter International Common 07181310 28388 451925 SH DEFINED 1 0 451925 0
Baxter International Common 07181310 12767 203800 SH DEFINED 1 0 203800 0
Baxter International Common 07181310 4397 70000 SH DEFINED 1 0 0 70000
Bay State Bancorp Common 07261110 2333 120400 SH SOLE 0 0 120400
Bea Systems Inc Common 07332510 615 8800 SH SOLE 8800 0 0
Bear Stearns Cos Inc Common 07390210 14618 341955 SH SOLE 341955 0 0
Bear Stearns Cos Inc Common 07390210 3429 80220 SH DEFINED 1 0 80220 0
Beazer Homes USA Inc Common 07556Q10 16564 860464 SH SOLE 0 0 860464
Beazer Homes USA Inc Common 07556Q10 25 1300 SH DEFINED 1 0 1300 0
Beckman Coulter Inc Common 07581110 6118 120200 SH SOLE 120200 0 0
Beckman Coulter Inc Common 07581110 63782 1253700 SH SOLE 0 0 1253700
Beckman Coulter Inc Common 07581110 66 1300 SH DEFINED 1 0 1300 0
Becton Dickinson Common 07588710 24015 891400 SH SOLE 891400 0 0
Becton Dickinson Common 07588710 140298 5208200 SH SOLE 0 0 5208200
Becton Dickinson Common 07588710 143 5300 SH DEFINED 1 0 5300 0
Bed Bath & Beyond Common 07589610 59586 1715700 SH SOLE 1715700 0 0
Bed Bath & Beyond Common 07589610 25380 731100 SH SOLE 0 0 731100
Bed Bath & Beyond Common 07589610 9646 277600 SH DEFINED 1 0 277600 0
Bell Atlantic Corp Common 07785310 591122 9607596 SH SOLE 9607596 0 0
Bell Atlantic Corp Common 07785310 593774 9645912 SH SOLE 0 0 9645912
Bell Atlantic Corp Common 07785310 87722 1424892 SH DEFINED 1 0 1424892 0
Bell Atlantic Corp Common 07785310 11934 194900 SH DEFINED 1 0 194900 0
Bell Atlantic Corp Common 07785310 24890 404302 SH DEFINED 1 0 0 404302
BellSouth Corp Common 07986010 30385 650556 SH SOLE 650556 0 0
BellSouth Corp Common 07986010 30568 652952 SH SOLE 0 0 652952
BellSouth Corp Common 07986010 36331 776100 SH DEFINED 1 0 776100 0
Belo AH Corp Cl A Common 08055510 358 18800 SH SOLE 18800 0 0
Belo AH Corp Cl A Common 08055510 67 3500 SH SOLE 0 0 3500
Belo AH Corp Cl A Common 08055510 1878 98500 SH DEFINED 1 0 0 98500
Bemis Co Common 08143710 21246 610300 SH SOLE 610300 0 0
Bemis Co Common 08143710 3177 91100 SH SOLE 0 0 91100
Bemis Co Common 08143710 3418 98000 SH DEFINED 1 0 98000 0
Benchmark Elec Inc Common 08160H10 10777 469800 SH SOLE 469800 0 0
Benchmark Elec Inc Common 08160H10 4094 178500 SH SOLE 0 0 178500
Benchmark Elec Inc Common 08160H10 1204 52500 SH DEFINED 1 0 52500 0
Benchmark Elec Inc Common 08160H10 610 26600 SH DEFINED 1 0 26600 0
Bergen Brunswig Cl A Common 08373910 1449 174345 SH SOLE 174345 0 0
Bergen Brunswig Cl A Common 08373910 46290 5568412 SH SOLE 0 0 5568412
Bergen Brunswig Cl A Common 08373910 25 3025 SH DEFINED 1 0 3025 0
Beringer Wine Est B Common 08410210 39565 994100 SH SOLE 994100 0 0
Beringer Wine Est B Common 08410210 12748 319700 SH SOLE 0 0 319700
Beringer Wine Est B Common 08410210 7437 186500 SH DEFINED 1 0 186500 0
Best Buy Co Inc Common 08651610 638 12700 SH SOLE 12700 0 0
Best Software Inc Common 08657910 251 8500 SH DEFINED 1 0 8500 0
Bestfoods Common 08658U10 34774 661320 SH SOLE 661320 0 0
Bestfoods Common 08658U10 124904 2376300 SH SOLE 0 0 2376300
Bestfoods Common 08658U10 22399 426120 SH DEFINED 1 0 426120 0
Bestfoods Common 08658U10 7432 141400 SH DEFINED 1 0 141400 0
Beverly Enterprises Common 08785130 13256 3030000 SH SOLE 0 0 3030000
Big Foot Finl Corp Common 08916510 1000 80000 SH SOLE 0 0 80000
Biochem Pharma Inc Common 09058T10 1314 60400 SH SOLE 60400 0 0
Biochem Pharma Inc Common 09058T10 1000 46000 SH SOLE 0 0 46000
Biochem Pharma Inc Common 09058T10 1340 61600 SH DEFINED 1 0 61600 0
Biocryst Pharm Inc Common 09058V10 4466 151400 SH SOLE 0 0 151400
Biocryst Pharm Inc Common 09058V10 5163 175000 SH DEFINED 1 0 175000 0
Biomet Inc Common 09061310 32497 813000 SH SOLE 813000 0 0
Biomet Inc Common 09061310 56096 1402400 SH SOLE 0 0 1402400
Biomet Inc Common 09061310 4336 108400 SH DEFINED 1 0 108400 0
BioMarin Pharm Inc Common 09061G10 56 4800 SH SOLE 4800 0 0
BioMarin Pharm Inc Common 09061G10 116 9800 SH SOLE 0 0 9800
BioMarin Pharm Inc Common 09061G10 249 21200 SH DEFINED 1 0 21200 0
Biosite Diagnostics Common 09094510 6089 380400 SH SOLE 380400 0 0
Biosite Diagnostics Common 09094510 4840 302500 SH SOLE 0 0 302500
Biosite Diagnostics Common 09094510 2706 169100 SH DEFINED 1 0 169100 0
Biosite Diagnostics Common 09094510 1088 68000 SH DEFINED 1 0 68000 0
Black & Decker Corp Common 09179710 16693 319280 SH SOLE 319280 0 0
Black & Decker Corp Common 09179710 177066 3388820 SH SOLE 0 0 3388820
Black & Decker Corp Common 09179710 20721 396590 SH DEFINED 1 0 396590 0
Black & Decker Corp Common 09179710 5439 104100 SH DEFINED 1 0 104100 0
Black Box Corp Common 09182610 17285 258525 SH SOLE 258525 0 0
Black Box Corp Common 09182610 2547 38000 SH SOLE 0 0 38000
Black Box Corp Common 09182610 6037 90100 SH DEFINED 1 0 90100 0
Blockbuster Inc Cl A Common 09367910 8813 658900 SH SOLE 658900 0 0
Blockbuster Inc Cl A Common 09367910 648 48500 SH DEFINED 1 0 48500 0
Blue Wave Systems Common 09608110 324 35000 SH DEFINED 1 0 35000 0
Boeing Co Common 09702310 33 800 SH SOLE 0 0 800
Boise Cascade Common 09738310 620 15300 SH SOLE 15300 0 0
Boise Cascade Common 09738310 6825 168500 SH DEFINED 1 0 168500 0
Bolder Tech Corp Common 09751910 4364 342000 SH SOLE 342000 0 0
Bolder Tech Corp Common 09751910 3698 290000 SH SOLE 0 0 290000
Bolder Tech Corp Common 09751910 1913 150000 SH DEFINED 1 0 150000 0
Bolder Tech Corp Common 09751910 842 66000 SH DEFINED 1 0 66000 0
Borders Group Inc Common 09970910 270 16600 SH SOLE 16600 0 0
Borg-Warner Auto Inc Common 09972410 1784 44000 SH SOLE 44000 0 0
Borg-Warner Auto Inc Common 09972410 1956 48300 SH SOLE 0 0 48300
Borg-Warner Auto Inc Common 09972410 9388 231800 SH DEFINED 1 0 231800 0
Boston Acoustics Common 10053410 1103 79000 SH SOLE 79000 0 0
Boston Acoustics Common 10053410 3122 224000 SH SOLE 0 0 224000
Boston Acoustics Common 10053410 1952 140000 SH DEFINED 1 0 140000 0
Boston Acoustics Common 10053410 753 54000 SH DEFINED 1 0 54000 0
Boston Ppyts REIT Common 10112110 33453 1074800 SH SOLE 1074800 0 0
Boston Ppyts REIT Common 10112110 1644 52800 SH DEFINED 1 0 52800 0
Boston Scientific Common 10113710 76910 3515300 SH SOLE 3515300 0 0
Boston Scientific Common 10113710 106544 4870450 SH SOLE 0 0 4870450
Boston Scientific Common 10113710 32737 1496500 SH DEFINED 1 0 1496500 0
Boston Scientific Common 10113710 437 20000 SH DEFINED 1 0 20000 0
BostonFed Bcp Inc Common 10117810 2903 182800 SH SOLE 0 0 182800
Bowater Inc Common 10218310 25643 472000 SH SOLE 472000 0 0
Bowater Inc Common 10218310 52281 962580 SH SOLE 0 0 962580
Bowater Inc Common 10218310 12434 228950 SH DEFINED 1 0 228950 0
Bowater Inc Common 10218310 5122 94300 SH DEFINED 1 0 0 94300
Bowlin Outdoor Adv Common 10259510 1170 228000 SH SOLE 228000 0 0
Bradley Real EstREIT Common 10458010 3620 207579 SH SOLE 207579 0 0
Bradley Real EstREIT Common 10458010 73 4200 SH DEFINED 1 0 4200 0
Brady Corporation A Common 10467410 1154 34000 SH DEFINED 1 0 34000 0
Brandywine REIT Common 10536820 7934 484500 SH SOLE 0 0 484500
Briggs & Stratton Common 10904310 2400 44700 SH SOLE 44700 0 0
Briggs & Stratton Common 10904310 2241 41800 SH SOLE 0 0 41800
Briggs & Stratton Common 10904310 7594 141600 SH DEFINED 1 0 141600 0
Bright Horizons Fam Common 10919510 18879 1006500 SH SOLE 1006500 0 0
Bright Horizons Fam Common 10919510 369 19700 SH SOLE 0 0 19700
Bright Horizons Fam Common 10919510 876 46700 SH DEFINED 1 0 46700 0
Brightpoint Inc Common 10947310 20469 1559100 SH SOLE 1559100 0 0
Brightpoint Inc Common 10947310 5884 448300 SH SOLE 0 0 448300
Brightpoint Inc Common 10947310 8726 664800 SH DEFINED 1 0 664800 0
Brinker Intl Inc Common 10964110 3288 136300 SH DEFINED 1 0 136300 0
Brio Technology Inc Common 10970410 11084 263900 SH SOLE 263900 0 0
Bristol Hotel&Resort Common 11004110 1574 311000 SH SOLE 311000 0 0
Bristol Hotel&Resort Common 11004110 3357 663000 SH SOLE 0 0 663000
Bristol Myers Squibb Common 11012210 203552 3172330 SH SOLE 3172330 0 0
Bristol Myers Squibb Common 11012210 267516 4167800 SH SOLE 0 0 4167800
Bristol Myers Squibb Common 11012210 73149 1139600 SH DEFINED 1 0 1139600 0
Bristol Myers Squibb Common 11012210 2419 38500 SH DEFINED 1 0 38500 0
British Awys PLC ADR Common 11041930 1667 25900 SH SOLE 25900 0 0
British Awys PLC ADR Common 11041930 171244 2660100 SH SOLE 0 0 2660100
British Telecom ADR Common 11102140 43040 180550 SH SOLE 180550 0 0
British Telecom ADR Common 11102140 31059 130500 SH SOLE 0 0 130500
British Telecom ADR Common 11102140 29012 121900 SH DEFINED 1 0 121900 0
Broadcom Corp A Common 11132010 202738 744750 SH SOLE 744750 0 0
Broadcom Corp A Common 11132010 45559 167255 SH SOLE 0 0 167255
Broadcom Corp A Common 11132010 25208 92550 SH DEFINED 1 0 92550 0
Broadcom Corp A Common 11132010 1920 7200 SH DEFINED 1 0 7200 0
BroadVision Inc Common 11141210 1616 9500 SH SOLE 9500 0 0
Broadway Financial Common 11144410 431 89640 SH SOLE 0 0 89640
BroadWing Inc Common 11162010 52389 1420444 SH SOLE 1420444 0 0
BroadWing Inc Common 11162010 24375 661000 SH SOLE 0 0 661000
BroadWing Inc Common 11162010 19057 516800 SH DEFINED 1 0 516800 0
BroadWing Inc Cv Pfd 11162040 508 8700 PRN SOLE 8700 0 0
Brocade Communctn Sy Common 11162110 2584 14600 SH SOLE 14600 0 0
Brocade Communctn Sy Common 11162110 18 100 SH DEFINED 1 0 100 0
Broken Hill Prop ADR Common 11216960 217 8200 SH SOLE 8200 0 0
Brookline Bancorp Common 11373910 975 100000 SH SOLE 0 0 100000
Brown Tom Inc Common 11566020 273 20400 SH SOLE 20400 0 0
Brunswick Corp Common 11704310 6719 302000 SH SOLE 302000 0 0
Brunswick Corp Common 11704310 147 6600 SH SOLE 0 0 6600
Brunswick Corp Common 11704310 489 22000 SH DEFINED 1 0 22000 0
Brunswick Tech Inc Common 11739410 1638 460000 SH SOLE 460000 0 0
Building Matls Hldg Common 12011310 1169 114000 SH SOLE 114000 0 0
Building Matls Hldg Common 12011310 2087 203600 SH SOLE 0 0 203600
Burlington Inds Inc Common 12169310 9535 2383700 SH SOLE 0 0 2383700
Burlington N Santa F Common 12189T10 1453 59900 SH SOLE 59900 0 0
Burlington N Santa F Common 12189T10 4268 176000 SH SOLE 0 0 176000
Burlington N Santa F Common 12189T10 5539 228400 SH DEFINED 1 0 228400 0
Burlington Resources Common 12201410 76134 2302700 SH SOLE 2302700 0 0
Burlington Resources Common 12201410 271897 8223600 SH SOLE 0 0 8223600
Burlington Resources Common 12201410 1018 30800 SH DEFINED 1 0 30800 0
Burr-Brown Common 12257410 21869 605350 SH SOLE 605350 0 0
Burr-Brown Common 12257410 3419 94650 SH DEFINED 1 0 94650 0
Bush Boake Allen Inc Common 12316210 2625 107100 SH SOLE 107100 0 0
Bush Boake Allen Inc Common 12316210 440 17900 SH SOLE 0 0 17900
Bush Boake Allen Inc Common 12316210 611 24900 SH DEFINED 1 0 24900 0
Business Objects ADR Common 12328X10 2860 21400 SH DEFINED 1 0 21400 0
Butler Mfg Co Common 12365510 60 2700 SH SOLE 2700 0 0
C&D Technology Inc Common 12466110 4805 113000 SH SOLE 113000 0 0
C&D Technology Inc Common 12466110 5950 140000 SH SOLE 0 0 140000
C&D Technology Inc Common 12466110 2355 55400 SH DEFINED 1 0 55400 0
C&D Technology Inc Common 12466110 680 16000 SH DEFINED 1 0 16000 0
CBES Bancorp Inc Common 12479410 1183 91000 SH SOLE 0 0 91000
CBL & Assoc REIT Common 12483010 11449 555100 SH SOLE 0 0 555100
CCF Holding Co Common 12487X10 2067 142538 SH SOLE 0 0 142538
CBS Corp Common 12490K10 327313 5120887 SH SOLE 5120887 0 0
CBS Corp Common 12490K10 44989 703760 SH SOLE 0 0 703760
CBS Corp Common 12490K10 13165 205900 SH DEFINED 1 0 205900 0
CBS Corp Common 12490K10 3861 61800 SH DEFINED 1 0 61800 0
CFW Communications Common 12492310 5438 156400 SH SOLE 156400 0 0
CFW Communications Common 12492310 4628 133200 SH SOLE 0 0 133200
CFW Communications Common 12492310 2495 71800 SH DEFINED 1 0 71800 0
CFW Communications Common 12492310 1025 29500 SH DEFINED 1 0 29500 0
C-Cube Microsystems Common 12501510 42622 685100 SH SOLE 685100 0 0
C-Cube Microsystems Common 12501510 8080 129800 SH SOLE 0 0 129800
C-Cube Microsystems Common 12501510 5677 91200 SH DEFINED 1 0 91200 0
CFC International Common 12525210 827 135000 SH SOLE 135000 0 0
CFC International Common 12525210 308 50300 SH DEFINED 1 0 50300 0
CFM Technologies Inc Common 12525K10 2205 227600 SH SOLE 227600 0 0
CFM Technologies Inc Common 12525K10 2154 222400 SH SOLE 0 0 222400
CFM Technologies Inc Common 12525K10 1841 190000 SH DEFINED 1 0 190000 0
CFM Technologies Inc Common 12525K10 454 46900 SH DEFINED 1 0 46900 0
CFI Proservices Inc Common 12525N10 1718 209800 SH SOLE 209800 0 0
CFI Proservices Inc Common 12525N10 2501 305400 SH SOLE 0 0 305400
CH Energy Group Inc Common 12541M10 7138 216300 SH SOLE 0 0 216300
CH Robinson Wldwide Common 12541W10 38773 976300 SH SOLE 976300 0 0
CH Robinson Wldwide Common 12541W10 2481 62400 SH SOLE 0 0 62400
CH Robinson Wldwide Common 12541W10 3435 86400 SH DEFINED 1 0 86400 0
CIGNA Corp Common 12550910 81856 1016030 SH SOLE 1016030 0 0
CIGNA Corp Common 12550910 662962 8229100 SH SOLE 0 0 8229100
CIGNA Corp Common 12550910 17728 220050 SH DEFINED 1 0 220050 0
CIGNA Corp Common 12550910 11134 138200 SH DEFINED 1 0 0 138200
CK Witco Corporation Common 12562C10 4860 363271 SH SOLE 363271 0 0
CK Witco Corporation Common 12562C10 55015 4113212 SH SOLE 0 0 4113212
CK Witco Corporation Common 12562C10 365 27300 SH DEFINED 1 0 27300 0
CK Witco Corporation Common 12562C10 995 74379 SH DEFINED 1 0 0 74379
CMGI Inc Common 12575010 3405 12300 SH SOLE 12300 0 0
CMGI Inc Common 12575010 55 200 SH DEFINED 1 0 200 0
CMS Energy Corp Common 12589610 5458 175000 SH SOLE 175000 0 0
CMS Energy Corp Common 12589610 15594 500000 SH SOLE 0 0 500000
CPB Inc Common 12590310 2460 86200 SH SOLE 86200 0 0
CPB Inc Common 12590310 3445 120900 SH SOLE 0 0 120900
CPB Inc Common 12590310 3582 125689 SH DEFINED 1 0 125689 0
CSG Systems Intl Inc Common 12634910 2599 65100 SH SOLE 65100 0 0
CSG Systems Intl Inc Common 12634910 3418 85700 SH SOLE 0 0 85700
CSG Systems Intl Inc Common 12634910 3768 94500 SH DEFINED 1 0 94500 0
CSX Corp Common 12640810 164181 5234024 SH SOLE 5234024 0 0
CSX Corp Common 12640810 136331 4345140 SH SOLE 0 0 4345140
CSX Corp Common 12640810 1807 57600 SH DEFINED 1 0 57600 0
CSX Corp Common 12640810 1335 43500 SH DEFINED 1 0 43500 0
CVS Corporation Common 12665010 241995 6070262 SH SOLE 6070262 0 0
CVS Corporation Common 12665010 47636 1194800 SH SOLE 0 0 1194800
CVS Corporation Common 12665010 1483 37200 SH DEFINED 1 0 37200 0
CVS Corporation Common 12665010 1927 49400 SH DEFINED 1 0 49400 0
CV Therapeutics Common 12666710 8277 317500 SH SOLE 317500 0 0
CV Therapeutics Common 12666710 2762 106000 SH SOLE 0 0 106000
CV Therapeutics Common 12666710 22922 879500 SH DEFINED 1 0 879500 0
Cablevision Sys Corp Common 12686C10 2182 28896 SH SOLE 28896 0 0
Cablevision Sys Corp Common 12686C10 1903 25207 SH SOLE 0 0 25207
Cabletron Systems Common 12692010 59020 2270000 SH SOLE 2270000 0 0
Cable Design Tech Common 12692410 4892 212600 SH SOLE 212600 0 0
Cable Design Tech Common 12692410 4765 207150 SH SOLE 0 0 207150
Cable Design Tech Common 12692410 2222 96600 SH DEFINED 1 0 96600 0
Cable Design Tech Common 12692410 352 15300 SH DEFINED 1 0 15300 0
CVC Inc Common 12694510 563 58600 SH SOLE 58600 0 0
CVC Inc Common 12694510 675 70100 SH SOLE 0 0 70100
CVC Inc Common 12694510 1331 138300 SH DEFINED 1 0 138300 0
Cabot Corp Common 12705510 5471 268500 SH SOLE 268500 0 0
Cabot Corp Common 12705510 46773 2295600 SH SOLE 0 0 2295600
Cabot Corp Common 12705510 10 500 SH DEFINED 1 0 500 0
Cabot Corp Common 12705510 1793 88000 SH DEFINED 1 0 0 88000
Cabot Oil & Gas Corp Common 12709710 6884 428600 SH SOLE 428600 0 0
Cabot Oil & Gas Corp Common 12709710 38704 2409500 SH SOLE 0 0 2409500
Cabot Oil & Gas Corp Common 12709710 3030 188600 SH DEFINED 1 0 188600 0
Caci Inc Cl A Common 12719030 236 10400 SH SOLE 10400 0 0
Caci Inc Cl A Common 12719030 2285 101000 SH DEFINED 1 0 101000 0
Calico Commerce Inc Common 12989710 13391 252600 SH SOLE 252600 0 0
Calico Commerce Inc Common 12989710 2036 38400 SH SOLE 0 0 38400
Calico Commerce Inc Common 12989710 2317 43700 SH DEFINED 1 0 43700 0
Callaway Golf Co Common 13119310 1769 100000 SH SOLE 0 0 100000
Callon Petro Co Common 13123X10 2535 171000 SH SOLE 171000 0 0
Callon Petro Co Common 13123X10 3921 264700 SH SOLE 0 0 264700
Callon Petro Co Common 13123X10 518 35000 SH DEFINED 1 0 35000 0
Calpine Corp Common 13134710 247145 3862000 SH SOLE 3862000 0 0
Calpine Corp Common 13134710 3002 46900 SH SOLE 0 0 46900
Calpine Corp Common 13134710 7214 112700 SH DEFINED 1 0 112700 0
Calpine Corp Common 13134710 6182 96600 SH DEFINED 1 0 0 96600
Cambrex Corp Common 13201110 2048 59400 SH SOLE 59400 0 0
Cambrex Corp Common 13201110 13689 397500 SH SOLE 0 0 397500
Cambrex Corp Common 13201110 4113 119400 SH DEFINED 1 0 119400 0
Cambridge Tech Partn Common 13252410 53049 2020000 SH SOLE 2020000 0 0
Cambridge Tech Partn Common 13252410 7180 273500 SH SOLE 0 0 273500
Cambridge Tech Partn Common 13252410 8703 331500 SH DEFINED 1 0 331500 0
Cameron Financial Common 13342510 1875 148500 SH SOLE 0 0 148500
Canadian 88 Energy Common 13566G50 958 730000 SH SOLE 730000 0 0
Canadian 88 Energy Common 13566G50 328 250000 SH SOLE 0 0 250000
Canadian 88 Energy Common 13566G50 788 600000 SH DEFINED 1 0 600000 0
Canadian 88 Energy Common 13566G50 92 70000 SH DEFINED 1 0 70000 0
Canadian Pacific Ltd Common 13592310 21563 1000000 SH SOLE 1000000 0 0
Canadian Pacific Ltd Common 13592310 154473 7163800 SH SOLE 0 0 7163800
Canadian Natl Railwy Common 13637510 24521 926300 SH SOLE 926300 0 0
Canadian Natl Railwy Common 13637510 276207 10424600 SH SOLE 0 0 10424600
Canadian Natl Railwy Common 13637510 26734 1008800 SH DEFINED 1 0 1008800 0
Canadian Natl Railwy Common 13637510 927 35000 SH DEFINED 1 0 35000 0
Canadian Natl Railwy Common 13637510 1659 62600 SH DEFINED 1 0 0 62600
Canandaigua Brands A Common 13721920 189 3700 SH SOLE 3700 0 0
Canandaigua Brands A Common 13721920 6697 131300 SH DEFINED 1 0 131300 0
Capital Crossing Bk Common 14007110 613 49000 SH SOLE 49000 0 0
Capital Crossing Bk Common 14007110 1999 159900 SH SOLE 0 0 159900
Capital One Finl Common 14040H10 602 12500 SH SOLE 12500 0 0
Capitol Federal Finl Common 14057C10 826 84700 SH SOLE 0 0 84700
Caraustar Industries Common 14090910 2787 116000 SH SOLE 116000 0 0
Caraustar Industries Common 14090910 3565 148500 SH SOLE 0 0 148500
Caraustar Industries Common 14090910 5037 209800 SH DEFINED 1 0 209800 0
Cardinal Health Inc Common 14149Y10 273534 5714904 SH SOLE 5714904 0 0
Cardinal Health Inc Common 14149Y10 218277 4559382 SH SOLE 0 0 4559382
Cardinal Health Inc Common 14149Y10 27257 569337 SH DEFINED 1 0 569337 0
Cardinal Health Inc Common 14149Y10 1480 31600 SH DEFINED 1 0 31600 0
Caremark Rx Inc Common 14170510 15189 3000000 SH SOLE 0 0 3000000
Carey Intl Inc Common 14175010 2265 92900 SH SOLE 92900 0 0
Carey Intl Inc Common 14175010 4310 176800 SH SOLE 0 0 176800
Carey Intl Inc Common 14175010 232 9500 SH DEFINED 1 0 9500 0
Carlisle Common 14233910 18 500 SH DEFINED 1 0 500 0
Carolina Pwr & Lt Co Common 14414110 62498 2053300 SH SOLE 0 0 2053300
CarrAmerica REIT Common 14441810 29335 1372400 SH SOLE 0 0 1372400
Carter-Wallace Inc Common 14628510 4126 230000 SH SOLE 0 0 230000
Cascade Corporation Common 14719510 2177 236800 SH SOLE 236800 0 0
Cascade Corporation Common 14719510 2065 224700 SH SOLE 0 0 224700
Cascade Corporation Common 14719510 1991 216700 SH DEFINED 1 0 216700 0
Catalina Marketing Common 14886710 51490 445400 SH SOLE 445400 0 0
Catalina Marketing Common 14886710 6969 60200 SH SOLE 0 0 60200
Catalina Marketing Common 14886710 8218 71000 SH DEFINED 1 0 71000 0
Caterpillar Inc Common 14912310 242401 5152790 SH SOLE 5152790 0 0
Caterpillar Inc Common 14912310 211093 4485515 SH SOLE 0 0 4485515
Caterpillar Inc Common 14912310 3489 74140 SH DEFINED 1 0 74140 0
Caterpillar Inc Common 14912310 4708 100800 SH DEFINED 1 0 100800 0
Caterpillar Inc Common 14912310 1294 27500 SH DEFINED 1 0 0 27500
Catskill Finl Corp Common 14934810 3086 226500 SH SOLE 0 0 226500
Cavanaughs Hosp Corp Common 14956410 2875 348000 SH SOLE 348000 0 0
Cavanaughs Hosp Corp Common 14956410 2368 287000 SH SOLE 0 0 287000
Cavanaughs Hosp Corp Common 14956410 1650 200000 SH DEFINED 1 0 200000 0
Cavanaughs Hosp Corp Common 14956410 553 67000 SH DEFINED 1 0 67000 0
Celeritek Inc Common 15092610 3900 199800 SH SOLE 199800 0 0
Celeritek Inc Common 15092610 975 50000 SH SOLE 0 0 50000
Celeritek Inc Common 15092610 3471 178000 SH DEFINED 1 0 178000 0
Cemex CPO ADR 15129087 0 57 PRN DEFINED 1 0 57 0
Cemex CPO ADR Common 15129088 26 920 SH DEFINED 1 0 920 0
Central & South West Common 15235710 24 1200 SH SOLE 1200 0 0
Central & South West Common 15235710 44718 2235900 SH SOLE 0 0 2235900
Central Newspapers A Common 15464710 7717 196100 SH SOLE 196100 0 0
Central Newspapers A Common 15464710 15719 400200 SH SOLE 0 0 400200
Central Newspapers A Common 15464710 14302 363200 SH DEFINED 1 0 363200 0
Centura Banks Inc Common 15640T10 552 12500 SH SOLE 12500 0 0
Century Aluminum Co Common 15643110 30000 2000000 SH SOLE 0 0 2000000
Century Bancorp Inc Common 15643210 768 47100 SH SOLE 47100 0 0
Century Bancorp Inc Common 15643210 1011 62200 SH SOLE 0 0 62200
Century Bancorp Inc Common 15643210 1147 70600 SH DEFINED 1 0 70600 0
CenturyTel Inc Common 15670010 12081 255000 SH SOLE 255000 0 0
CenturyTel Inc Common 15670010 1777 37500 SH SOLE 0 0 37500
Cephalon Inc Common 15670810 5453 157700 SH SOLE 157700 0 0
Cephalon Inc Common 15670810 18888 546500 SH SOLE 0 0 546500
Cephalon Inc Common 15670810 14607 422600 SH DEFINED 1 0 422600 0
Ceridian Corp Common 15677T10 63729 2956724 SH SOLE 2956724 0 0
Ceridian Corp Common 15677T10 83476 3871440 SH SOLE 0 0 3871440
Ceridian Corp Common 15677T10 9471 439280 SH DEFINED 1 0 439280 0
Cerner Corp Common 15678210 39506 2006600 SH SOLE 0 0 2006600
Champion Enterprises Common 15849610 3158 371400 SH SOLE 371400 0 0
Champion Enterprises Common 15849610 2483 292100 SH SOLE 0 0 292100
Champion Enterprises Common 15849610 1216 143000 SH DEFINED 1 0 143000 0
Champion Enterprises Common 15849610 525 61800 SH DEFINED 1 0 61800 0
Champion Intl Corp Common 15852510 12263 198000 SH SOLE 198000 0 0
Champion Intl Corp Common 15852510 186 3000 SH SOLE 0 0 3000
Champion Intl Corp Common 15852510 823 13300 SH DEFINED 1 0 13300 0
Channell Commercial Common 15918610 2988 261000 SH SOLE 261000 0 0
Channell Commercial Common 15918610 2837 248000 SH SOLE 0 0 248000
Channell Commercial Common 15918610 2033 177800 SH DEFINED 1 0 177800 0
Channell Commercial Common 15918610 229 20000 SH DEFINED 1 0 20000 0
Charter One Finl Common 16090310 1571 82103 SH SOLE 82103 0 0
Charter One Finl Common 16090310 32784 1714189 SH SOLE 0 0 1714189
Charter One Finl Common 16090310 4263 222894 SH DEFINED 1 0 222894 0
Chart Industries Inc Common 16115Q10 2525 631000 SH SOLE 631000 0 0
Chart Industries Inc Common 16115Q10 2315 578800 SH SOLE 0 0 578800
Chartered Semi ADR Common 16133R10 343 4700 SH SOLE 4700 0 0
Chartered Semi ADR Common 16133R10 3581 49050 SH DEFINED 1 0 49050 0
Chase Manhattan Crp Common 16161A10 17799 229100 SH SOLE 229100 0 0
Chase Manhattan Crp Common 16161A10 19849 255500 SH SOLE 0 0 255500
Chase Manhattan Crp Common 16161A10 51305 660400 SH DEFINED 1 0 660400 0
CheckFree Hldgs Corp Common 16281610 21812 208700 SH SOLE 208700 0 0
CheckFree Hldgs Corp Common 16281610 12257 117300 SH SOLE 0 0 117300
CheckFree Hldgs Corp Common 16281610 9991 95600 SH DEFINED 1 0 95600 0
Cheesecake Factory Common 16307210 52598 1502800 SH SOLE 1502800 0 0
Cheesecake Factory Common 16307210 3959 113100 SH DEFINED 1 0 113100 0
Chemed Corp Common 16359610 11 400 SH DEFINED 1 0 400 0
Chevron Corp Common 16675110 140470 1621570 SH SOLE 1621570 0 0
Chevron Corp Common 16675110 303897 3508260 SH SOLE 0 0 3508260
Chevron Corp Common 16675110 54003 623430 SH DEFINED 1 0 623430 0
Chevron Corp Common 16675110 5657 65300 SH DEFINED 1 0 65300 0
Chevron Corp Common 16675110 9381 108300 SH DEFINED 1 0 0 108300
Childrens Comp Svcs Common 16875K20 1209 214800 SH SOLE 214800 0 0
Childrens Comp Svcs Common 16875K20 1997 355000 SH SOLE 0 0 355000
Childrens Comp Svcs Common 16875K20 107 19000 SH DEFINED 1 0 19000 0
Childtime Learng Ctr Common 16882010 939 75800 SH SOLE 75800 0 0
Childtime Learng Ctr Common 16882010 2243 181300 SH SOLE 0 0 181300
Childtime Learng Ctr Common 16882010 472 38100 SH DEFINED 1 0 38100 0
China Telecom HK ADR Common 16942810 16067 124900 SH SOLE 124900 0 0
China Telecom HK ADR Common 16942810 1595 12400 SH SOLE 0 0 12400
Chittenden Corp Common 17022810 1771 59706 SH SOLE 59706 0 0
Chittenden Corp Common 17022810 2334 78796 SH SOLE 0 0 78796
Chittenden Corp Common 17022810 2597 87662 SH DEFINED 1 0 87662 0
Church & Dwight Inc Common 17134010 593 22200 SH SOLE 22200 0 0
Church & Dwight Inc Common 17134010 785 29400 SH SOLE 0 0 29400
Church & Dwight Inc Common 17134010 867 32500 SH DEFINED 1 0 32500 0
Ciena Corp Common 17177910 130514 2269440 SH SOLE 2269440 0 0
Ciena Corp Common 17177910 10113 175880 SH SOLE 0 0 175880
Ciena Corp Common 17177910 13199 229550 SH DEFINED 1 0 229550 0
CINergy Corp Common 17247410 106546 4450900 SH SOLE 0 0 4450900
Circuit City St/Grp Common 17273710 9937 220500 SH SOLE 220500 0 0
Circuit City St/Grp Common 17273710 5786 128400 SH DEFINED 1 0 128400 0
CIRCOR International Common 17273K10 16 1500 SH SOLE 1500 0 0
CIRCOR International Common 17273K10 679 65850 SH DEFINED 1 0 65850 0
Cirrus Logic Inc Common 17275510 6807 511300 SH SOLE 511300 0 0
Cisco Systems Inc Common 17275R10 1107004 10338074 SH SOLE 10338074 0 0
Cisco Systems Inc Common 17275R10 426802 3985805 SH SOLE 0 0 3985805
Cisco Systems Inc Common 17275R10 266588 2488565 SH DEFINED 1 0 2488565 0
Cisco Systems Inc Common 17275R10 8556 81150 SH DEFINED 1 0 81150 0
Citigroup Inc Common 17296710 1030607 18513274 SH SOLE 18513274 0 0
Citigroup Inc Common 17296710 1756259 31539807 SH SOLE 0 0 31539807
Citigroup Inc Common 17296710 203470 3653759 SH DEFINED 1 0 3653759 0
Citigroup Inc Common 17296710 16829 303898 SH DEFINED 1 0 303898 0
Citigroup Inc Common 17296710 36949 663505 SH DEFINED 1 0 0 663505
Citizens Utilities Cv Pfd 17735120 1539 27300 PRN SOLE 27300 0 0
Citrix Systems Inc Common 17737610 7380 60000 SH DEFINED 1 0 60000 0
City National Common 17856610 6471 196490 SH SOLE 196490 0 0
City National Common 17856610 8235 250000 SH SOLE 0 0 250000
City National Common 17856610 20306 616500 SH DEFINED 1 0 616500 0
Clarify Inc Common 18049210 189 1500 SH SOLE 1500 0 0
Clarify Inc Common 18049210 1260 10000 SH DEFINED 1 0 10000 0
Clark/Bardes Hldgs Common 18066810 1544 107650 SH SOLE 107650 0 0
Clark/Bardes Hldgs Common 18066810 377 26200 SH SOLE 0 0 26200
Clark/Bardes Hldgs Common 18066810 249 17300 SH DEFINED 1 0 17300 0
Clarus Corporation Common 18270710 2693 40800 SH SOLE 40800 0 0
Clarus Corporation Common 18270710 3980 60300 SH DEFINED 1 0 60300 0
Clear Channel Commun Common 18450210 30167 338000 SH SOLE 338000 0 0
Clear Channel Commun Common 18450210 15012 168200 SH SOLE 0 0 168200
Clear Channel Commun Common 18450210 26294 294600 SH DEFINED 1 0 294600 0
Clear Channel Commun Common 18450210 2338 26200 SH DEFINED 1 0 0 26200
Cleveland-Cliffs Inc Common 18589610 23870 768200 SH SOLE 768200 0 0
Cleveland-Cliffs Inc Common 18589610 4047 130000 SH SOLE 0 0 130000
Cleveland-Cliffs Inc Common 18589610 4757 152800 SH DEFINED 1 0 152800 0
click2learn.com Inc Common 18681S10 1060 95100 SH SOLE 95100 0 0
click2learn.com Inc Common 18681S10 1824 164000 SH DEFINED 1 0 164000 0
click2learn.com Inc Common 18681S10 782 70300 SH DEFINED 1 0 70300 0
Clorox Co Common 18905410 55023 1095400 SH SOLE 1095400 0 0
Clorox Co Common 18905410 15671 311300 SH SOLE 0 0 311300
Clorox Co Common 18905410 24382 484000 SH DEFINED 1 0 484000 0
Clorox Co Common 18905410 4237 84100 SH DEFINED 1 0 0 84100
Coastal Bancorp Inc Common 19041P10 2048 117000 SH SOLE 117000 0 0
Coastal Bancorp Inc Common 19041P10 1750 100000 SH SOLE 0 0 100000
Coastal Bancorp Inc Common 19041P10 140 8000 SH DEFINED 1 0 8000 0
Coastal Corp Common 19044110 6202 175000 SH SOLE 0 0 175000
Coca-Cola Company Common 19121610 34465 592100 SH SOLE 592100 0 0
Coca-Cola Company Common 19121610 25356 435600 SH SOLE 0 0 435600
Coca-Cola Company Common 19121610 59262 1017400 SH DEFINED 1 0 1017400 0
Coca-Cola Entprs Inc Common 19121910 7835 389300 SH SOLE 0 0 389300
Coflexip ADR Common 19238410 13648 359632 SH SOLE 359632 0 0
Coflexip ADR Common 19238410 3549 93430 SH SOLE 0 0 93430
Coflexip ADR Common 19238410 8218 216270 SH DEFINED 1 0 216270 0
Cognex Corp Common 19242210 39585 1015000 SH SOLE 1015000 0 0
Cognos Inc Common 19244C10 93241 2024170 SH SOLE 2024170 0 0
Cognos Inc Common 19244C10 32140 696992 SH SOLE 0 0 696992
Cognos Inc Common 19244C10 26015 564000 SH DEFINED 1 0 564000 0
Cohesion Tech Inc Common 19248N10 2650 290300 SH SOLE 290300 0 0
Cohesion Tech Inc Common 19248N10 5291 579900 SH SOLE 0 0 579900
Cohesion Tech Inc Common 19248N10 2029 222400 SH DEFINED 1 0 222400 0
Cohoes Bancorp Inc Common 19251310 2880 286000 SH SOLE 286000 0 0
Cohoes Bancorp Inc Common 19251310 322 32000 SH SOLE 0 0 32000
Cohoes Bancorp Inc Common 19251310 131 13000 SH DEFINED 1 0 13000 0
Coldwater Creek Inc Common 19306810 248 12100 SH SOLE 12100 0 0
Cole National Corp Common 19329010 2851 570000 SH SOLE 570000 0 0
Cole National Corp Common 19329010 2750 550000 SH SOLE 0 0 550000
Cole National Corp Common 19329010 1250 250000 SH DEFINED 1 0 250000 0
Cole National Corp Common 19329010 525 105000 SH DEFINED 1 0 105000 0
Kenneth Cole Prod A Common 19329410 6281 137100 SH SOLE 137100 0 0
Kenneth Cole Prod A Common 19329410 540 11800 SH SOLE 0 0 11800
Kenneth Cole Prod A Common 19329410 1349 29500 SH DEFINED 1 0 29500 0
Colgate-Palmolive Co Common 19416210 67986 1046360 SH SOLE 1046360 0 0
Colgate-Palmolive Co Common 19416210 49673 764240 SH SOLE 0 0 764240
Colgate-Palmolive Co Common 19416210 23858 367040 SH DEFINED 1 0 367040 0
Colonial Pptys REIT Common 19587210 4751 204900 SH SOLE 0 0 204900
Colt Telecom Gp ADR Common 19687710 429 2100 SH SOLE 2100 0 0
Columbia Banking Sys Common 19723610 1752 133336 SH SOLE 133336 0 0
Columbia Banking Sys Common 19723610 1871 142495 SH SOLE 0 0 142495
Columbia Banking Sys Common 19723610 2531 192844 SH DEFINED 1 0 192844 0
Columbia Energy Grp Common 19764810 19991 316050 SH SOLE 316050 0 0
Columbia Energy Grp Common 19764810 15484 244800 SH SOLE 0 0 244800
Columbia Energy Grp Common 19764810 1939 30650 SH DEFINED 1 0 0 30650
Columbia HCA Health Common 19767710 133629 4558323 SH SOLE 4558323 0 0
Columbia HCA Health Common 19767710 606295 20683460 SH SOLE 0 0 20683460
Columbia HCA Health Common 19767710 31991 1091330 SH DEFINED 1 0 1091330 0
Columbia HCA Health Common 19767710 8412 287000 SH DEFINED 1 0 287000 0
Columbia HCA Health Common 19767710 2477 84500 SH DEFINED 1 0 0 84500
Columbus Energy Corp Common 19906410 575 100000 SH SOLE 0 0 100000
Columbus Energy Corp Common 19906410 1582 275000 SH DEFINED 1 0 275000 0
Columbus Energy Corp Common 19906410 143 24925 SH DEFINED 1 0 24925 0
Comfort Sys USA Inc Common 19990810 1217 165000 SH SOLE 165000 0 0
Comcast Corp Spl A Common 20030020 1992 39400 SH SOLE 39400 0 0
Comdisco Inc Common 20033610 101499 2724800 SH SOLE 2724800 0 0
Comerica Inc Common 20034010 42 900 SH SOLE 900 0 0
Comerica Inc Common 20034010 3628 77700 SH DEFINED 1 0 77700 0
Commerce Bancshares Common 20052510 8 210 SH SOLE 210 0 0
Commerce Bancshares Common 20052510 3102 91560 SH DEFINED 1 0 91560 0
Commercial Bank NY Common 20146210 1313 118000 SH SOLE 0 0 118000
Commercial Bankshs Common 20160710 223 10566 SH SOLE 10566 0 0
Commercial Bankshs Common 20160710 314 14922 SH SOLE 0 0 14922
Commercial Bankshs Common 20160710 353 16796 SH DEFINED 1 0 16796 0
Commercial Metals Co Common 20172310 51 1500 SH SOLE 1500 0 0
CommScope Inc Common 20337210 3013 74700 SH SOLE 74700 0 0
CommScope Inc Common 20337210 2729 67700 SH SOLE 0 0 67700
CommScope Inc Common 20337210 11652 289000 SH DEFINED 1 0 289000 0
Community Finl IL Common 20364V10 1458 155500 SH SOLE 0 0 155500
Cia Bras Distr ADR Common 20440T20 1875 58000 SH DEFINED 1 0 58000 0
COPEL Pref B ADR Common 20441B40 1676 180000 SH SOLE 180000 0 0
Minas Buenaventura Common 20444810 5556 346800 SH SOLE 346800 0 0
Cia Telec Chile ADR Common 20444930 1845 101096 SH SOLE 101096 0 0
Cia Telec Chile ADR Common 20444930 1044 57200 SH DEFINED 1 0 57200 0
Compaq Computer Common 20449310 533 19700 SH SOLE 19700 0 0
Compaq Computer Common 20449310 2566 94800 SH SOLE 0 0 94800
Compaq Computer Common 20449310 10241 378400 SH DEFINED 1 0 378400 0
Compaq Computer Common 20449310 2804 103600 SH DEFINED 1 0 0 103600
Computer Sciences Common 20536310 296669 3135874 SH SOLE 3135874 0 0
Computer Sciences Common 20536310 133264 1408301 SH SOLE 0 0 1408301
Computer Sciences Common 20536310 3360 35500 SH DEFINED 1 0 35500 0
Computer Sciences Common 20536310 3066 33100 SH DEFINED 1 0 33100 0
Compx Intl Inc A Common 20563P10 1564 85000 SH SOLE 85000 0 0
Compx Intl Inc A Common 20563P10 735 40000 SH SOLE 0 0 40000
Compx Intl Inc A Common 20563P10 9 500 SH DEFINED 1 0 500 0
Compx Intl Inc A Common 20563P10 184 10000 SH DEFINED 1 0 10000 0
Concord EFS Inc Common 20619710 35812 1390750 SH SOLE 1390750 0 0
Concord EFS Inc Common 20619710 4012 155800 SH DEFINED 1 0 155800 0
Concurrent Computer Common 20671020 55548 2971700 SH SOLE 2971700 0 0
Concurrent Computer Common 20671020 5513 295000 SH SOLE 0 0 295000
Concurrent Computer Common 20671020 7272 389200 SH DEFINED 1 0 389200 0
Conexant Systems Common 20714210 299 4500 SH SOLE 4500 0 0
Conmed Corp Common 20741010 44 1700 SH SOLE 1700 0 0
Connetics Corp Common 20819210 6739 641700 SH SOLE 641700 0 0
Connetics Corp Common 20819210 1365 130000 SH SOLE 0 0 130000
Connetics Corp Common 20819210 13011 1239200 SH DEFINED 1 0 1239200 0
Conning Corp Common 20821510 3368 407800 SH SOLE 407800 0 0
Conning Corp Common 20821510 1032 125000 SH SOLE 0 0 125000
Conning Corp Common 20821510 677 82000 SH DEFINED 1 0 82000 0
Conoco Inc Cl B Common 20825140 77713 3128521 SH SOLE 3128521 0 0
Conoco Inc Cl B Common 20825140 208660 8388782 SH SOLE 0 0 8388782
Conoco Inc Cl B Common 20825140 44719 1797739 SH DEFINED 1 0 1797739 0
Conoco Inc Cl B Common 20825140 15930 640400 SH DEFINED 1 0 0 640400
Conseco Inc Common 20846410 17726 999700 SH SOLE 999700 0 0
Conseco Inc Common 20846410 14637 822100 SH SOLE 0 0 822100
Conseco Inc Common 20846410 11157 626300 SH DEFINED 1 0 626300 0
Conseco Inc Common 20846410 356 20000 SH DEFINED 1 0 20000 0
Conseco Inc Common 20846410 5677 318700 SH DEFINED 1 0 0 318700
Consolidated Edison Common 20911510 32685 947400 SH SOLE 0 0 947400
Consolidated Edison Common 20911510 611 17700 SH DEFINED 1 0 17700 0
Consolidated Nat Gas Common 20961510 128 2000 SH SOLE 2000 0 0
Consolidated Nat Gas Common 20961510 13397 206300 SH DEFINED 1 0 206300 0
Consolidated Papers Common 20975910 12827 403200 SH SOLE 0 0 403200
Constellation Energy Common 21037110 23 800 SH SOLE 800 0 0
Constellation Energy Common 21037110 34800 1200000 SH SOLE 0 0 1200000
Continental Air Cl B Common 21079530 9185 206700 SH SOLE 206700 0 0
Continental Air Cl B Common 21079530 7779 175300 SH SOLE 0 0 175300
Continental Air Cl B Common 21079530 5321 119900 SH DEFINED 1 0 119900 0
Convergys Corp Common 21248510 566 18400 SH SOLE 18400 0 0
Convergys Corp Common 21248510 283 9200 SH SOLE 0 0 9200
Convergys Corp Common 21248510 2989 97200 SH DEFINED 1 0 0 97200
Cooker Restaurant Common 21628420 1610 560000 SH DEFINED 1 0 560000 0
Cooker Restaurant Common 21628420 81 28000 SH DEFINED 1 0 28000 0
Cooper Cameron Common 21664010 2447 50000 SH SOLE 50000 0 0
Cooper Cameron Common 21664010 12249 250300 SH SOLE 0 0 250300
Cooper Cameron Common 21664010 1903 38900 SH DEFINED 1 0 38900 0
Cooper Companies Inc Common 21664840 328 10900 SH SOLE 10900 0 0
Cooper Inds Inc Common 21666910 29827 737640 SH SOLE 737640 0 0
Cooper Inds Inc Common 21666910 250817 6202500 SH SOLE 0 0 6202500
Cooper Inds Inc Common 21666910 7895 195260 SH DEFINED 1 0 195260 0
Cooper Inds Inc Common 21666910 7061 174600 SH DEFINED 1 0 174600 0
Coors Adolph Cl B Common 21701610 458 8700 SH SOLE 8700 0 0
Coors Adolph Cl B Common 21701610 630 12000 SH SOLE 0 0 12000
Coors Adolph Cl B Common 21701610 4363 83100 SH DEFINED 1 0 83100 0
Copper Mtn Networks Common 21751010 346 7100 SH SOLE 7100 0 0
Copper Mtn Networks Common 21751010 4378 89800 SH DEFINED 1 0 89800 0
COR Therapeutic Inc Common 21775310 887 33000 SH SOLE 33000 0 0
COR Therapeutic Inc Common 21775310 15483 576100 SH SOLE 0 0 576100
COR Therapeutic Inc Common 21775310 16580 616900 SH DEFINED 1 0 616900 0
Corn Products Intl Common 21902310 12310 375900 SH SOLE 375900 0 0
Corn Products Intl Common 21902310 160 4900 SH SOLE 0 0 4900
Corn Products Intl Common 21902310 685 20900 SH DEFINED 1 0 20900 0
Cornell Corrections Common 21914110 2474 295500 SH SOLE 295500 0 0
Cornell Corrections Common 21914110 898 107300 SH SOLE 0 0 107300
Cornell Corrections Common 21914110 1201 143300 SH DEFINED 1 0 143300 0
Cornell Corrections Common 21914110 402 48000 SH DEFINED 1 0 48000 0
Cornerstone PptyREIT Common 21922H10 739 50500 SH SOLE 50500 0 0
Corning Inc Common 21935010 572460 4441181 SH SOLE 4441181 0 0
Corning Inc Common 21935010 143459 1113000 SH SOLE 0 0 1113000
Corning Inc Common 21935010 93868 728030 SH DEFINED 1 0 728030 0
Corning Inc Common 21935010 4308 33900 SH DEFINED 1 0 33900 0
Corrpro Companies Common 22031710 810 137900 SH SOLE 137900 0 0
Corrpro Companies Common 22031710 1046 178000 SH DEFINED 1 0 178000 0
Corrpro Companies Common 22031710 118 20000 SH DEFINED 1 0 20000 0
Corus Group PLC ADR Common 22087M10 15071 583100 SH SOLE 583100 0 0
Corus Group PLC ADR Common 22087M10 158870 6139900 SH SOLE 0 0 6139900
Corus Group PLC ADR Common 22087M10 3958 152975 SH DEFINED 1 0 152975 0
Corus Group PLC ADR Common 22087M10 6150 237700 SH DEFINED 1 0 237700 0
Corvas International Common 22100510 275 62000 SH SOLE 62000 0 0
Corvas International Common 22100510 171 38400 SH SOLE 0 0 38400
Corvas International Common 22100510 808 181900 SH DEFINED 1 0 181900 0
CorVel Corp Common 22100610 3626 154200 SH SOLE 154200 0 0
CorVel Corp Common 22100610 3008 128000 SH SOLE 0 0 128000
CorVel Corp Common 22100610 1575 67000 SH DEFINED 1 0 67000 0
CorVel Corp Common 22100610 188 8000 SH DEFINED 1 0 8000 0
Cotelligent Inc Common 22163010 3414 635000 SH SOLE 635000 0 0
Cotelligent Inc Common 22163010 2926 544400 SH SOLE 0 0 544400
Cotelligent Inc Common 22163010 968 180000 SH DEFINED 1 0 180000 0
Countrywide Credit Common 22237210 35 1400 SH SOLE 1400 0 0
Covad Communctns Grp Common 22281420 29306 523700 SH SOLE 523700 0 0
Covad Communctns Grp Common 22281420 7949 142100 SH SOLE 0 0 142100
Covad Communctns Grp Common 22281420 11009 196800 SH DEFINED 1 0 196800 0
Covance Inc Common 22281610 40053 3708030 SH SOLE 3708030 0 0
Covance Inc Common 22281610 40002 3699291 SH SOLE 0 0 3699291
Covance Inc Common 22281610 7626 705235 SH DEFINED 1 0 705235 0
Covenant Transport Common 22284P10 2528 146200 SH SOLE 146200 0 0
Covenant Transport Common 22284P10 2795 160900 SH SOLE 0 0 160900
Covenant Transport Common 22284P10 5060 291200 SH DEFINED 1 0 291200 0
Coventry Health Care Common 22286210 7434 1101100 SH SOLE 1101100 0 0
Coventry Health Care Common 22286210 32286 4783000 SH SOLE 0 0 4783000
Coventry Health Care Common 22286210 1390 205800 SH DEFINED 1 0 205800 0
Cox Communctns Inc A Common 22404410 6978 135500 SH SOLE 135500 0 0
Cox Communctns Inc A Common 22404410 2122 41200 SH SOLE 0 0 41200
Coyote Network Sys Common 22406P10 2050 377000 SH SOLE 0 0 377000
Crane Co Common 22439910 1342 67400 SH SOLE 67400 0 0
Crane Co Common 22439910 1760 88500 SH SOLE 0 0 88500
Crane Co Common 22439910 1950 98100 SH DEFINED 1 0 98100 0
Credence Systems Common 22530210 79523 919300 SH SOLE 919300 0 0
Credence Systems Common 22530210 4473 51700 SH SOLE 0 0 51700
Credence Systems Common 22530210 12819 148200 SH DEFINED 1 0 148200 0
Creo Products Inc Common 22560610 4563 118700 SH SOLE 118700 0 0
Creo Products Inc Common 22560610 96 2500 SH SOLE 0 0 2500
Creo Products Inc Common 22560610 4989 129800 SH DEFINED 1 0 129800 0
Crescendo Pharma Common 22563710 937 51500 SH SOLE 0 0 51500
Critical Path Inc Common 22674V10 755 8000 SH DEFINED 1 0 8000 0
Cross Timbers Oil Co Common 22757310 9482 1047900 SH SOLE 1047900 0 0
Cross Timbers Oil Co Common 22757310 3131 345400 SH SOLE 0 0 345400
Cross Timbers Oil Co Common 22757310 4732 522100 SH DEFINED 1 0 522100 0
Crossmann Cmntys Inc Common 22764E10 1982 127800 SH SOLE 127800 0 0
Crossmann Cmntys Inc Common 22764E10 2137 137900 SH SOLE 0 0 137900
Crossmann Cmntys Inc Common 22764E10 144 9300 SH DEFINED 1 0 9300 0
Crown Castle Intl Cp Common 22822710 79814 2483400 SH SOLE 2483400 0 0
Crown Castle Intl Cp Common 22822710 14559 453200 SH SOLE 0 0 453200
Crown Castle Intl Cp Common 22822710 9748 303400 SH DEFINED 1 0 303400 0
Cryolife Inc Common 22890310 4675 397800 SH SOLE 397800 0 0
Cryolife Inc Common 22890310 247 21000 SH SOLE 0 0 21000
Cryolife Inc Common 22890310 38 3200 SH DEFINED 1 0 3200 0
Cullen/Frost Bankers Common 22989910 20463 794200 SH SOLE 794200 0 0
Cullen/Frost Bankers Common 22989910 21375 830100 SH SOLE 0 0 830100
Cullen/Frost Bankers Common 22989910 25622 995000 SH DEFINED 1 0 995000 0
Cullen/Frost Bankers Common 22989910 489 19000 SH DEFINED 1 0 19000 0
Cummins Engine Common 23102110 319 6600 SH SOLE 6600 0 0
Cummins Engine Common 23102110 5406 111900 SH DEFINED 1 0 111900 0
Cumulus Media Inc A Common 23108210 39357 775500 SH SOLE 775500 0 0
Curative Health Serv Common 23126410 2028 261700 SH SOLE 261700 0 0
Curative Health Serv Common 23126410 632 81600 SH SOLE 0 0 81600
Curative Health Serv Common 23126410 2205 284500 SH DEFINED 1 0 284500 0
CuraGen Corporation Common 23126R10 349 5000 SH DEFINED 1 0 5000 0
Cutter & Buck Inc Common 23221710 7179 474000 SH SOLE 474000 0 0
Cutter & Buck Inc Common 23221710 593 39200 SH SOLE 0 0 39200
Cutter & Buck Inc Common 23221710 5266 348150 SH DEFINED 1 0 348150 0
Cypress Semiconductr Common 23280610 8400 259300 SH SOLE 259300 0 0
Cypress Semiconductr Common 23280610 6147 189900 SH SOLE 0 0 189900
Cypress Semiconductr Common 23280610 19794 611400 SH DEFINED 1 0 611400 0
Cytec Industries Inc Common 23282010 1190 51600 SH SOLE 51600 0 0
Cytec Industries Inc Common 23282010 10033 436200 SH SOLE 0 0 436200
Cytec Industries Inc Common 23282010 7520 327000 SH DEFINED 1 0 327000 0
Cytec Industries Inc Common 23282010 1520 66100 SH DEFINED 1 0 0 66100
DII Group Common 23294910 15301 215600 SH SOLE 215600 0 0
DPL Inc Common 23329310 5633 325500 SH SOLE 325500 0 0
DPL Inc Common 23329310 17019 983000 SH SOLE 0 0 983000
DQE Inc Common 23329J10 58036 1676190 SH SOLE 1676190 0 0
DQE Inc Common 23329J10 105649 3051280 SH SOLE 0 0 3051280
DQE Inc Common 23329J10 10358 299170 SH DEFINED 1 0 299170 0
DQE Inc Common 23329J10 4543 131200 SH DEFINED 1 0 131200 0
DQE Inc Common 23329J10 5755 166200 SH DEFINED 1 0 0 166200
D R Horton Inc Common 23331A10 1364 98700 SH SOLE 98700 0 0
D R Horton Inc Common 23331A10 1633 118200 SH SOLE 0 0 118200
D R Horton Inc Common 23331A10 3899 282300 SH DEFINED 1 0 282300 0
DST Systems Inc Common 23332610 46805 614150 SH SOLE 614150 0 0
DST Systems Inc Common 23332610 6388 83700 SH SOLE 0 0 83700
DST Systems Inc Common 23332610 7517 98500 SH DEFINED 1 0 98500 0
DTE Energy Company Common 23333110 39158 1238200 SH SOLE 0 0 1238200
Daisytek Intl Corp Common 23405310 3934 168700 SH SOLE 168700 0 0
Daisytek Intl Corp Common 23405310 3503 150300 SH SOLE 0 0 150300
Daisytek Intl Corp Common 23405310 1866 80000 SH DEFINED 1 0 80000 0
Daisytek Intl Corp Common 23405310 770 33000 SH DEFINED 1 0 33000 0
Dal Tile Intl Common 23426R10 35 3500 SH DEFINED 1 0 3500 0
Dallas Semiconductor Common 23520410 41184 640300 SH SOLE 640300 0 0
Dallas Semiconductor Common 23520410 5471 84900 SH SOLE 0 0 84900
Dallas Semiconductor Common 23520410 9512 147600 SH DEFINED 1 0 147600 0
Dan River Inc A Common 23577410 3144 612800 SH SOLE 612800 0 0
Dan River Inc A Common 23577410 3068 598500 SH SOLE 0 0 598500
Dan River Inc A Common 23577410 1026 200000 SH DEFINED 1 0 200000 0
Dan River Inc A Common 23577410 494 96500 SH DEFINED 1 0 96500 0
Dana Corp Common 23581110 18 600 SH SOLE 600 0 0
Danaher Corp Common 23585110 7821 162100 SH SOLE 162100 0 0
Danka Bus System ADR Common 23627710 58671 4622400 SH SOLE 4622400 0 0
Danka Bus System ADR Common 23627710 2103 165800 SH SOLE 0 0 165800
Danka Bus System ADR Common 23627710 5994 472400 SH DEFINED 1 0 472400 0
Danka Bus System ADR Common 23627710 1435 113100 SH DEFINED 1 0 0 113100
DAOU Systems Inc Common 23701510 2628 857500 SH SOLE 857500 0 0
DAOU Systems Inc Common 23701510 1573 513500 SH SOLE 0 0 513500
DAOU Systems Inc Common 23701510 25 8300 SH DEFINED 1 0 8300 0
Darden Restaurants Common 23719410 1926 106300 SH SOLE 106300 0 0
Darden Restaurants Common 23719410 12175 671700 SH DEFINED 1 0 671700 0
Datalink Corp Common 23793410 1939 100600 SH SOLE 100600 0 0
Datalink Corp Common 23793410 895 46500 SH SOLE 0 0 46500
Datalink Corp Common 23793410 229 11900 SH DEFINED 1 0 11900 0
Data Transmission Common 23801710 1502 87000 SH SOLE 87000 0 0
Data Transmission Common 23801710 2278 132000 SH SOLE 0 0 132000
Data Transmission Common 23801710 1132 65600 SH DEFINED 1 0 65600 0
Data Transmission Common 23801710 121 7000 SH DEFINED 1 0 7000 0
Datascope Common 23811310 2593 64800 SH SOLE 64800 0 0
Datascope Common 23811310 13684 342100 SH SOLE 0 0 342100
Datascope Common 23811310 2912 72800 SH DEFINED 1 0 72800 0
David's Bridal Inc Common 23857610 4835 431900 SH SOLE 431900 0 0
David's Bridal Inc Common 23857610 4215 376700 SH SOLE 0 0 376700
David's Bridal Inc Common 23857610 2208 197300 SH DEFINED 1 0 197300 0
David's Bridal Inc Common 23857610 948 84700 SH DEFINED 1 0 84700 0
Dawson Geophysical Common 23935910 1763 200000 SH SOLE 0 0 200000
Dawson Geophysical Common 23935910 926 105000 SH DEFINED 1 0 105000 0
Dawson Geophysical Common 23935910 441 50000 SH DEFINED 1 0 50000 0
Dayton-Hudson Common 23975310 34519 470025 SH SOLE 470025 0 0
Dayton-Hudson Common 23975310 72255 984200 SH SOLE 0 0 984200
Dayton-Hudson Common 23975310 55880 760900 SH DEFINED 1 0 760900 0
Dayton-Hudson Common 23975310 704 9600 SH DEFINED 1 0 9600 0
Dayton-Hudson Common 23975310 9705 132158 SH DEFINED 1 0 0 132158
Dayton Superior A Common 24002810 2007 123400 SH SOLE 123400 0 0
Dayton Superior A Common 24002810 1879 115600 SH SOLE 0 0 115600
Dayton Superior A Common 24002810 146 9000 SH DEFINED 1 0 9000 0
De Beers Cns Mns ADR Common 24025330 9070 314800 SH SOLE 314800 0 0
Del Global Tech Common 24507310 1473 190000 SH SOLE 190000 0 0
Dell Computer Corp Common 24702510 2454 48100 SH SOLE 48100 0 0
Dell Computer Corp Common 24702510 755 14800 SH SOLE 0 0 14800
Dell Computer Corp Common 24702510 46283 907500 SH DEFINED 1 0 907500 0
Delphi Automotive Common 24712610 63410 4025956 SH SOLE 4025956 0 0
Delphi Automotive Common 24712610 149479 9492918 SH SOLE 0 0 9492918
Delphi Automotive Common 24712610 30819 1956831 SH DEFINED 1 0 1956831 0
Delphi Automotive Common 24712610 6426 408000 SH DEFINED 1 0 408000 0
Delphi Automotive Common 24712610 2251 142889 SH DEFINED 1 0 0 142889
Delta & Pine Land Co Common 24735710 5339 307300 SH SOLE 0 0 307300
Delta Air Lines Inc Common 24736110 130 2600 SH SOLE 2600 0 0
Delta Air Lines Inc Common 24736110 115995 2328622 SH SOLE 0 0 2328622
Delta Air Lines Inc Common 24736110 25 500 SH DEFINED 1 0 500 0
Deltic Timber Corp Common 24785010 12020 549471 SH SOLE 0 0 549471
Denbury Resources Common 24791620 7175 1688200 SH SOLE 1688200 0 0
Denbury Resources Common 24791620 703 165400 SH DEFINED 1 0 165400 0
Delta Financial Corp Common 24791810 2992 724500 SH SOLE 724500 0 0
Delta Financial Corp Common 24791810 793 192000 SH SOLE 0 0 192000
Delta Financial Corp Common 24791810 566 137000 SH DEFINED 1 0 137000 0
Dentsply Intl Common 24903010 11813 500000 SH SOLE 0 0 500000
Desert Community Bk Common 25037Y10 498 23400 SH SOLE 0 0 23400
Deutsche Telekom ADR Common 25156610 533 7500 SH SOLE 7500 0 0
Developers Dive REIT Common 25159110 666 51700 SH SOLE 51700 0 0
Developers Dive REIT Common 25159110 1189 92300 SH DEFINED 1 0 92300 0
Devon Energy Corp Common 25179M10 6758 205575 SH SOLE 205575 0 0
Devon Energy Corp Common 25179M10 61685 1876285 SH SOLE 0 0 1876285
Devon Energy Corp Common 25179M10 7301 222055 SH DEFINED 1 0 222055 0
Devry Inc Common 25189310 25525 1362600 SH SOLE 1362600 0 0
Devry Inc Common 25189310 4199 223900 SH SOLE 0 0 223900
Devry Inc Common 25189310 5363 286000 SH DEFINED 1 0 286000 0
Dial Corporation Common 25247D10 3486 143400 SH DEFINED 1 0 143400 0
Diamond Offshore Common 25271C10 3820 125000 SH SOLE 125000 0 0
Diamond Offshore 25271CAA 913 905000 PRN SOLE 905000 0 0
Digex Inc Common 25375610 21278 309500 SH SOLE 309500 0 0
Digex Inc Common 25375610 4008 58300 SH DEFINED 1 0 58300 0
Digital Lightwave Common 25385510 13062 204100 SH SOLE 204100 0 0
Digital Lightwave Common 25385510 320 5000 SH DEFINED 1 0 5000 0
Digital Microwave Common 25385910 1393 59400 SH SOLE 59400 0 0
Digital Microwave Common 25385910 6797 290000 SH SOLE 0 0 290000
Digital Microwave Common 25385910 5565 237400 SH DEFINED 1 0 237400 0
Digital Microwave Common 25385910 774 33000 SH DEFINED 1 0 33000 0
Digital Insight Corp Common 25385P10 2896 79600 SH SOLE 79600 0 0
Digital River Inc Common 25388B10 6613 198500 SH SOLE 198500 0 0
Dime Bancorp Inc Common 25429Q10 105106 6949200 SH SOLE 0 0 6949200
Dime Bancorp Inc Common 25429Q10 39 2600 SH DEFINED 1 0 2600 0
Dionex Corp Common 25454610 994 24325 SH SOLE 24325 0 0
Dionex Corp Common 25454610 618 15000 SH SOLE 0 0 15000
Dionex Corp Common 25454610 412 10000 SH DEFINED 1 0 10000 0
Disney Walt Co Common 25468710 31881 1089900 SH SOLE 1089900 0 0
Disney Walt Co Common 25468710 56003 1914983 SH SOLE 0 0 1914983
Disney Walt Co Common 25468710 41381 1414736 SH DEFINED 1 0 1414736 0
Distr y Servicio ADR Common 25475310 11 600 SH DEFINED 1 0 600 0
Documentum Inc Common 25615910 13101 218800 SH SOLE 218800 0 0
Documentum Inc Common 25615910 5545 92600 SH DEFINED 1 0 92600 0
Dollar General Common 25666910 43795 1924425 SH SOLE 1924425 0 0
Dollar General Common 25666910 44851 1971470 SH SOLE 0 0 1971470
Dollar General Common 25666910 29356 1290380 SH DEFINED 1 0 1290380 0
Dollar Thrifty Auto Common 25674310 7018 293200 SH SOLE 293200 0 0
Dollar Tree Stores Common 25674710 9602 198200 SH SOLE 198200 0 0
Dollar Tree Stores Common 25674710 5827 120300 SH DEFINED 1 0 120300 0
Dominion Resources Common 25747010 13813 352300 SH SOLE 352300 0 0
Donaldson Co Inc Common 25765110 10913 454400 SH SOLE 454400 0 0
Donaldson Co Inc Common 25765110 1571 65300 SH SOLE 0 0 65300
Donaldson Co Inc Common 25765110 2209 91800 SH DEFINED 1 0 91800 0
Donegal Group Inc Common 25770110 1624 254666 SH SOLE 254666 0 0
Donegal Group Inc Common 25770110 435 68300 SH SOLE 0 0 68300
Donegal Group Inc Common 25770110 1116 175000 SH DEFINED 1 0 175000 0
Doubleclick Inc Common 25860930 354 1400 SH SOLE 1400 0 0
Dover Corp Common 26000310 222 4900 SH SOLE 4900 0 0
Dover Corp Common 26000310 8526 187900 SH DEFINED 1 0 187900 0
Dow Chemical Co Common 26054310 95253 713020 SH SOLE 713020 0 0
Dow Chemical Co Common 26054310 419340 3138200 SH SOLE 0 0 3138200
Dow Chemical Co Common 26054310 22822 170800 SH DEFINED 1 0 170800 0
Dow Chemical Co Common 26054310 1658 12600 SH DEFINED 1 0 12600 0
Downey Finl Corp Common 26101810 119 5900 SH SOLE 5900 0 0
Downey Finl Corp Common 26101810 4048 200500 SH SOLE 0 0 200500
Downey Finl Corp Common 26101810 3058 151500 SH DEFINED 1 0 151500 0
Dril Quip Inc Common 26203710 635 20900 SH SOLE 20900 0 0
Dril Quip Inc Common 26203710 942 31000 SH SOLE 0 0 31000
Dril Quip Inc Common 26203710 990 32600 SH DEFINED 1 0 32600 0
DSET Corp Common 26250410 5311 142100 SH SOLE 142100 0 0
DSET Corp Common 26250410 4795 128300 SH SOLE 0 0 128300
DSET Corp Common 26250410 2747 73500 SH DEFINED 1 0 73500 0
DSET Corp Common 26250410 1274 34100 SH DEFINED 1 0 34100 0
duPont EI de Nemours Common 26353410 306806 4658908 SH SOLE 4658908 0 0
duPont EI de Nemours Common 26353410 297975 4523547 SH SOLE 0 0 4523547
duPont EI de Nemours Common 26353410 25571 388164 SH DEFINED 1 0 388164 0
duPont EI de Nemours Common 26353410 2413 37400 SH DEFINED 1 0 37400 0
duPont EI de Nemours Common 26353410 7022 106600 SH DEFINED 1 0 0 106600
Duckwall-ALCO Stores Common 26414210 1122 147200 SH SOLE 147200 0 0
Duckwall-ALCO Stores Common 26414210 1151 150900 SH DEFINED 1 0 150900 0
Duke Energy Corp Common 26439910 33739 673370 SH SOLE 673370 0 0
Duke Energy Corp Common 26439910 275125 5488920 SH SOLE 0 0 5488920
Duke Energy Corp Common 26439910 2243 44748 SH DEFINED 1 0 0 44748
Duke-Weeks Realty Cp Common 26441150 4957 254200 SH SOLE 254200 0 0
Duke-Weeks Realty Cp Common 26441150 26463 1357100 SH SOLE 0 0 1357100
Duke-Weeks Realty Cp Common 26441150 2313 118600 SH DEFINED 1 0 118600 0
Dycom Industries Inc Common 26747510 1107 25100 SH SOLE 25100 0 0
Dycom Industries Inc Common 26747510 2476 56200 SH DEFINED 1 0 56200 0
Dynegy Inc Common 26816L10 15438 635000 SH SOLE 635000 0 0
Dynegy Inc Common 26816L10 12156 500000 SH SOLE 0 0 500000
Dynex Capital REIT Common 26817Q50 1897 294525 SH SOLE 294525 0 0
Dynex Capital REIT Common 26817Q50 4879 757875 SH SOLE 0 0 757875
EEX Corp Common 26842V20 1242 422400 SH SOLE 422400 0 0
EEX Corp Common 26842V20 14321 4874499 SH SOLE 0 0 4874499
EEX Corp Common 26842V20 1907 649000 SH DEFINED 1 0 649000 0
EMC Corporation Common 26864810 36809 336900 SH SOLE 336900 0 0
EMC Corporation Common 26864810 42075 385300 SH SOLE 0 0 385300
EMC Corporation Common 26864810 55892 511600 SH DEFINED 1 0 511600 0
EMC Corporation Common 26864810 764 7000 SH DEFINED 1 0 7000 0
EMS Technologies Inc Common 26873N10 2534 215800 SH SOLE 215800 0 0
EMS Technologies Inc Common 26873N10 2511 213700 SH SOLE 0 0 213700
EMS Technologies Inc Common 26873N10 1782 151600 SH DEFINED 1 0 151600 0
EMS Technologies Inc Common 26873N10 550 46800 SH DEFINED 1 0 46800 0
ENSCO International Common 26874Q10 267 11700 SH SOLE 11700 0 0
ENSCO International Common 26874Q10 11438 500000 SH SOLE 0 0 500000
ENSCO International Common 26874Q10 8600 375950 SH DEFINED 1 0 375950 0
ENI SPA ADR Common 26874R10 15138 275000 SH SOLE 275000 0 0
ENI SPA ADR Common 26874R10 23731 430500 SH SOLE 0 0 430500
ENI SPA ADR Common 26874R10 2950 53500 SH DEFINED 1 0 53500 0
ENI SPA ADR Common 26874R10 4857 88100 SH DEFINED 1 0 88100 0
EOG Resources Inc Common 26875P10 9479 540550 SH SOLE 540550 0 0
EOG Resources Inc Common 26875P10 13074 744400 SH SOLE 0 0 744400
EOG Resources Inc Common 26875P10 12688 722400 SH DEFINED 1 0 722400 0
EPIX Medical Inc Common 26881Q10 384 38400 SH SOLE 38400 0 0
EPIX Medical Inc Common 26881Q10 558 55800 SH SOLE 0 0 55800
EPIX Medical Inc Common 26881Q10 1893 189300 SH DEFINED 1 0 189300 0
E.piphany Inc Common 26881V10 2793 12500 SH SOLE 12500 0 0
E.piphany Inc Common 26881V10 3660 16400 SH SOLE 0 0 16400
E.piphany Inc Common 26881V10 6649 29800 SH DEFINED 1 0 29800 0
Etec Systems Inc Common 26922C10 112 2500 SH SOLE 2500 0 0
Etec Systems Inc Common 26922C10 2607 58100 SH DEFINED 1 0 58100 0
E-Tek Dynamics Inc Common 26924010 377 2800 SH SOLE 2800 0 0
E*TRADE Group Inc Common 26924610 65 2500 SH SOLE 2500 0 0
E*TRADE Group Inc Common 26924610 5761 220500 SH DEFINED 1 0 220500 0
E-Z-Em Inc A Vtg Common 26930520 1699 219258 SH SOLE 0 0 219258
E-Z-Em Inc B Non-Vtg Common 26930530 2321 304344 SH SOLE 0 0 304344
Earthgrains Co Common 27031910 601 37200 SH SOLE 37200 0 0
Earthgrains Co Common 27031910 694 43000 SH SOLE 0 0 43000
Earthgrains Co Common 27031910 2299 142600 SH DEFINED 1 0 142600 0
EarthWeb Inc Common 27032C10 252 5000 SH DEFINED 1 0 5000 0
East West Bancorp Common 27579R10 2986 261100 SH SOLE 261100 0 0
East West Bancorp Common 27579R10 13699 1197700 SH SOLE 0 0 1197700
Eastman Chemical Co Common 27743210 15236 319500 SH SOLE 319500 0 0
Eastman Chemical Co Common 27743210 65972 1383400 SH SOLE 0 0 1383400
Eastman Kodak Co Common 27746110 23152 349400 SH SOLE 349400 0 0
Eastman Kodak Co Common 27746110 174424 2632800 SH SOLE 0 0 2632800
Eastman Kodak Co Common 27746110 5923 89400 SH DEFINED 1 0 89400 0
Eastman Kodak Co Common 27746110 2219 33500 SH DEFINED 1 0 0 33500
Eaton Corp Common 27805810 53256 733180 SH SOLE 733180 0 0
Eaton Corp Common 27805810 163988 2258010 SH SOLE 0 0 2258010
Eaton Corp Common 27805810 28271 389260 SH DEFINED 1 0 389260 0
Eaton Corp Common 27805810 5440 74900 SH DEFINED 1 0 0 74900
EchoStar Commun Cl A Common 27876210 132195 1359204 SH SOLE 1359204 0 0
EchoStar Commun Cl A Common 27876210 89440 917860 SH SOLE 0 0 917860
EchoStar Commun Cl A Common 27876210 48268 495060 SH DEFINED 1 0 495060 0
EchoStar Commun Cl A Common 27876210 751 7700 SH DEFINED 1 0 7700 0
EchoStar Commun Cl A Common 27876210 12480 128000 SH DEFINED 1 0 0 128000
EchoStar Communctn C Cv Pfd 27876230 192 250 PRN SOLE 250 0 0
eCollege.com Common 27887E10 2013 184000 SH SOLE 184000 0 0
eCollege.com Common 27887E10 1731 158300 SH SOLE 0 0 158300
eCollege.com Common 27887E10 911 83300 SH DEFINED 1 0 83300 0
eCollege.com Common 27887E10 391 35700 SH DEFINED 1 0 35700 0
Edge Petroleum Corp Common 27986210 1715 596000 SH SOLE 596000 0 0
Edge Petroleum Corp Common 27986210 431 150000 SH SOLE 0 0 150000
Edison Intl Common 28102010 13987 535800 SH SOLE 535800 0 0
Edison Intl Common 28102010 22496 859000 SH SOLE 0 0 859000
Edison Intl Common 28102010 10664 407200 SH DEFINED 1 0 407200 0
Edison Intl Common 28102010 987 37700 SH DEFINED 1 0 0 37700
Edison Schools Inc Common 28103310 788 50000 SH SOLE 50000 0 0
Edison Schools Inc Common 28103310 3938 250000 SH SOLE 0 0 250000
Edutrek Intl Inc A Common 28164K10 625 625000 SH SOLE 625000 0 0
Edutrek Intl Inc A Common 28164K10 230 230000 SH SOLE 0 0 230000
Edwards A G Inc Common 28176010 30534 952300 SH SOLE 952300 0 0
Edwards A G Inc Common 28176010 99 3100 SH SOLE 0 0 3100
Edwards A G Inc Common 28176010 18075 563700 SH DEFINED 1 0 563700 0
Edwards A G Inc Common 28176010 375 11700 SH DEFINED 1 0 11700 0
Edwards A G Inc Common 28176010 8138 253800 SH DEFINED 1 0 0 253800
El Paso Energy Corp Common 28390510 58509 1511100 SH SOLE 1511100 0 0
El Paso Energy Corp Common 28390510 38774 999200 SH SOLE 0 0 999200
El Paso Energy Corp Common 28390510 22985 592200 SH DEFINED 1 0 592200 0
El Paso Energy Corp Common 28390510 660 17000 SH DEFINED 1 0 17000 0
El Paso Energy Corp Common 28390510 5209 134200 SH DEFINED 1 0 0 134200
Eldorado Bancshs Inc Common 28467W10 269 25000 SH SOLE 0 0 25000
Electric Lightwave A Common 28489510 206 11000 SH DEFINED 1 0 11000 0
Electro Sci Inds Common 28522910 10190 139600 SH SOLE 139600 0 0
Electronic Data Sys Common 28566110 286078 4274794 SH SOLE 4274794 0 0
Electronic Data Sys Common 28566110 44123 659120 SH SOLE 0 0 659120
Electronic Data Sys Common 28566110 22592 337500 SH DEFINED 1 0 337500 0
Electronic Data Sys Common 28566110 2289 35000 SH DEFINED 1 0 35000 0
Electronics Boutique Common 28604510 3177 176400 SH SOLE 176400 0 0
Electronics Boutique Common 28604510 2664 148000 SH SOLE 0 0 148000
Electronics Boutique Common 28604510 1418 78800 SH DEFINED 1 0 78800 0
Electronics Boutique Common 28604510 594 33000 SH DEFINED 1 0 33000 0
Electronics Imaging Common 28608210 326 5600 SH SOLE 5600 0 0
Electronics Imaging Common 28608210 657 11300 SH SOLE 0 0 11300
Embratel Part ADR Common 29081N10 17096 627400 SH SOLE 627400 0 0
Embratel Part ADR Common 29081N10 2780 102000 SH SOLE 0 0 102000
Embratel Part ADR Common 29081N10 25 900 SH DEFINED 1 0 900 0
Emcore Corp Common 29084610 6667 196000 SH SOLE 196000 0 0
Emcore Corp Common 29084610 6222 183000 SH SOLE 0 0 183000
Emcore Corp Common 29084610 2788 82000 SH DEFINED 1 0 82000 0
Emcore Corp Common 29084610 1360 40000 SH DEFINED 1 0 40000 0
Emerson Electric Co Common 29101110 7035 122600 SH SOLE 122600 0 0
Emerson Electric Co Common 29101110 176278 3072400 SH SOLE 0 0 3072400
Emerson Electric Co Common 29101110 545 9500 SH DEFINED 1 0 9500 0
Endesa SA ADR Common 29258N10 24556 1217500 SH SOLE 1217500 0 0
Endesa SA ADR Common 29258N10 17687 876100 SH SOLE 0 0 876100
Endesa SA ADR Common 29258N10 7556 374300 SH DEFINED 1 0 374300 0
Endesa SA ADR Common 29258N10 2901 143700 SH DEFINED 1 0 0 143700
Energy East Corp Common 29266M10 3484 167400 SH DEFINED 1 0 167400 0
Enersis ADR Common 29274F10 9 400 SH DEFINED 1 0 400 0
Engelhard Corp Common 29284510 73383 3890346 SH SOLE 3890346 0 0
Engelhard Corp Common 29284510 196202 10395065 SH SOLE 0 0 10395065
Engelhard Corp Common 29284510 16809 890487 SH DEFINED 1 0 890487 0
Engle Homes Inc Common 29289610 1539 128200 SH SOLE 128200 0 0
Engle Homes Inc Common 29289610 1086 90500 SH SOLE 0 0 90500
Engle Homes Inc Common 29289610 1753 146100 SH DEFINED 1 0 146100 0
Engle Homes Inc Common 29289610 526 43800 SH DEFINED 1 0 43800 0
Enesco Group Inc Common 29297310 89 8000 SH SOLE 8000 0 0
Enron Corp Common 29356110 34085 769052 SH SOLE 769052 0 0
Enron Corp Common 29356110 33192 747974 SH SOLE 0 0 747974
Enron Corp Common 29356110 18968 427460 SH DEFINED 1 0 427460 0
Enron Corp Common 29356110 6710 151200 SH DEFINED 1 0 0 151200
Entergy Corp Common 29364G10 514 20100 SH SOLE 20100 0 0
Entergy Corp Common 29364G10 13218 513300 SH DEFINED 1 0 513300 0
Epcos AG ADR Common 29410P10 12195 163300 SH SOLE 163300 0 0
Epcos AG ADR Common 29410P10 4776 64100 SH SOLE 0 0 64100
Epcos AG ADR Common 29410P10 12569 168700 SH DEFINED 1 0 168700 0
Equinox Systems Inc Common 29443610 1737 193000 SH SOLE 193000 0 0
Equinox Systems Inc Common 29443610 497 55200 SH SOLE 0 0 55200
Equitable Res Inc Common 29454910 14889 446200 SH SOLE 446200 0 0
Equitable Res Inc Common 29454910 102942 3084400 SH SOLE 0 0 3084400
Equitable Res Inc Common 29454910 5383 161300 SH DEFINED 1 0 161300 0
Equity Office REIT Common 29474110 30079 1221500 SH SOLE 1221500 0 0
Equity Office REIT Common 29474110 100766 4092000 SH SOLE 0 0 4092000
Equity Office REIT Common 29474110 5318 215940 SH DEFINED 1 0 215940 0
Equity Office REIT Common 29474110 4201 170600 SH DEFINED 1 0 170600 0
Equity Res Ppty REIT Common 29476L10 13421 314371 SH SOLE 314371 0 0
Equity Res Ppty REIT Common 29476L10 158026 3701900 SH SOLE 0 0 3701900
Equity Res Ppty REIT Common 29476L10 3336 78130 SH DEFINED 1 0 78130 0
Equity Res Ppty REIT Common 29476L10 5383 126100 SH DEFINED 1 0 126100 0
Equity Res Ppty REIT Cv Pfd 29476L82 628 24100 PRN SOLE 24100 0 0
Ericsson Tel B Free Common 29482140 562 8550 SH SOLE 8550 0 0
Esterline Tech Corp Common 29742510 373 32300 SH SOLE 0 0 32300
Ethan Allen Interior Common 29760210 31776 992300 SH SOLE 992300 0 0
Ethan Allen Interior Common 29760210 5205 162300 SH SOLE 0 0 162300
Ethan Allen Interior Common 29760210 7180 223900 SH DEFINED 1 0 223900 0
Everest Re Holdings Common 29980810 3365 150800 SH DEFINED 1 0 150800 0
Evergreen Resources Common 29990030 3841 195300 SH SOLE 195300 0 0
Evergreen Resources Common 29990030 1590 80500 SH SOLE 0 0 80500
Evergreen Resources Common 29990030 1106 56000 SH DEFINED 1 0 56000 0
EverTrust Finl Group Common 30041210 1055 113000 SH SOLE 113000 0 0
EverTrust Finl Group Common 30041210 1524 163000 SH DEFINED 1 0 163000 0
EverTrust Finl Group Common 30041210 486 52000 SH DEFINED 1 0 52000 0
Excel Technology Inc Common 30067T10 5851 326000 SH SOLE 326000 0 0
Excel Technology Inc Common 30067T10 4484 250000 SH SOLE 0 0 250000
Excel Technology Inc Common 30067T10 1794 100000 SH DEFINED 1 0 100000 0
Excel Technology Inc Common 30067T10 861 48000 SH DEFINED 1 0 48000 0
Exodus Communctns Common 30208810 43354 489100 SH SOLE 489100 0 0
Exodus Communctns Common 30208810 4220 47600 SH SOLE 0 0 47600
Exodus Communctns Common 30208810 15418 173600 SH DEFINED 1 0 173600 0
Extreme Networks Common 30226D10 117 1400 SH SOLE 1400 0 0
Ezenia! Inc Common 30231110 1171 147300 SH SOLE 147300 0 0
Ezenia! Inc Common 30231110 3290 414500 SH SOLE 0 0 414500
Ezenia! Inc Common 30231110 575 72400 SH DEFINED 1 0 72400 0
Ezenia! Inc Common 30231110 894 112600 SH DEFINED 1 0 112600 0
Exxon Mobil Corp Common 30231G10 763532 9479955 SH SOLE 9479955 0 0
Exxon Mobil Corp Common 30231G10 401802 4987495 SH SOLE 0 0 4987495
Exxon Mobil Corp Common 30231G10 123363 1531266 SH DEFINED 1 0 1531266 0
Exxon Mobil Corp Common 30231G10 6263 79400 SH DEFINED 1 0 79400 0
FLIR Systems Inc Common 30244510 2497 153700 SH SOLE 153700 0 0
FLIR Systems Inc Common 30244510 2519 155000 SH SOLE 0 0 155000
FLIR Systems Inc Common 30244510 488 30000 SH DEFINED 1 0 30000 0
FNB Finl Services Co Common 30252610 277 26300 SH SOLE 0 0 26300
FRP Properties Inc Common 30262E10 3421 145500 SH SOLE 145500 0 0
FRP Properties Inc Common 30262E10 3154 134200 SH SOLE 0 0 134200
FRP Properties Inc Common 30262E10 705 30000 SH DEFINED 1 0 30000 0
FVNB Corp Common 30267410 668 19000 SH SOLE 19000 0 0
FVNB Corp Common 30267410 882 25200 SH SOLE 0 0 25200
FVNB Corp Common 30267410 970 27700 SH DEFINED 1 0 27700 0
Falcon Products Inc Common 30607510 749 86700 SH SOLE 86700 0 0
Falcon Products Inc Common 30607510 1533 177700 SH SOLE 0 0 177700
Family Dollar Stores Common 30700010 26284 1613000 SH SOLE 1613000 0 0
Family Dollar Stores Common 30700010 3060 187500 SH SOLE 0 0 187500
Family Dollar Stores Common 30700010 21928 1344200 SH DEFINED 1 0 1344200 0
Farm Family Holdings Common 30790110 1227 29000 SH SOLE 29000 0 0
Farm Family Holdings Common 30790110 3156 74700 SH SOLE 0 0 74700
Farm Family Holdings Common 30790110 549 13000 SH DEFINED 1 0 13000 0
Faro Technologies Common 31164210 1416 482000 SH SOLE 482000 0 0
Faro Technologies Common 31164210 1866 635000 SH SOLE 0 0 635000
Farr Co Common 31164810 3347 343050 SH SOLE 343050 0 0
Farr Co Common 31164810 1139 116750 SH SOLE 0 0 116750
Farr Co Common 31164810 1532 157100 SH DEFINED 1 0 157100 0
Farr Co Common 31164810 743 76250 SH DEFINED 1 0 76250 0
Freddie Mac Common 31340030 578 12300 SH SOLE 12300 0 0
Freddie Mac Common 31340030 20524 436100 SH DEFINED 1 0 436100 0
Federal-Mogul Corp Common 31354910 2345 116500 SH SOLE 116500 0 0
Federal-Mogul Corp Common 31354910 2104 104600 SH SOLE 0 0 104600
Federal-Mogul Corp Common 31354910 1737 86300 SH DEFINED 1 0 86300 0
Federal-Mogul Corp Common 31354910 2880 143100 SH DEFINED 1 0 0 143100
Fannie Mae Common 31358610 387504 6208300 SH SOLE 6208300 0 0
Fannie Mae Common 31358610 205608 3293180 SH SOLE 0 0 3293180
Fannie Mae Common 31358610 78000 1249230 SH DEFINED 1 0 1249230 0
Fannie Mae Common 31358610 9974 160400 SH DEFINED 1 0 160400 0
Fannie Mae Common 31358610 16328 261500 SH DEFINED 1 0 0 261500
Federal Rlty REIT Common 31374720 1515 80500 SH SOLE 80500 0 0
Federal Rlty REIT Common 31374720 1419 75450 SH DEFINED 1 0 75450 0
Federal Signal Common 31385510 33 2100 SH SOLE 2100 0 0
Felcor Lodging REIT Common 31430F10 11025 630000 SH SOLE 0 0 630000
Ferro Corp Common 31540510 216 9800 SH SOLE 9800 0 0
Ferro Corp Common 31540510 3564 162000 SH DEFINED 1 0 162000 0
Fidelity Fed Bancorp Common 31592110 254 202900 SH SOLE 0 0 202900
Financial Fed Corp Common 31749210 182 8000 SH SOLE 0 0 8000
Finova Fin A TOPrS Cv Pfd 31808E20 856 17100 PRN SOLE 17100 0 0
First Bell Bcp Inc Common 31930110 447 29300 SH SOLE 29300 0 0
First Bell Bcp Inc Common 31930110 55 3600 SH DEFINED 1 0 3600 0
First Citizens Cl A Common 31946M10 1589 22750 SH SOLE 22750 0 0
First Citizens Cl A Common 31946M10 2086 29900 SH SOLE 0 0 29900
First Citizens Cl A Common 31946M10 4763 68300 SH DEFINED 1 0 68300 0
First Commerce Cl A Common 31977710 549 25500 SH SOLE 25500 0 0
First Commerce Cl A Common 31977710 1501 69800 SH SOLE 0 0 69800
First Commerce Cl A Common 31977710 771 35800 SH DEFINED 1 0 35800 0
First Commerce CL B Common 31977720 4009 203500 SH SOLE 203500 0 0
First Commerce CL B Common 31977720 5947 302100 SH SOLE 0 0 302100
First Commerce CL B Common 31977720 3046 154700 SH DEFINED 1 0 154700 0
First Data Corp Common 31996310 259213 5257728 SH SOLE 5257728 0 0
First Data Corp Common 31996310 114772 2328270 SH SOLE 0 0 2328270
First Data Corp Common 31996310 56915 1154166 SH DEFINED 1 0 1154166 0
First Data Corp Common 31996310 7930 160800 SH DEFINED 1 0 0 160800
First Essex Bancorp Common 32010310 1344 93500 SH SOLE 93500 0 0
First Essex Bancorp Common 32010310 374 26000 SH SOLE 0 0 26000
First Essex Bancorp Common 32010310 460 32000 SH DEFINED 1 0 32000 0
First Fed Bncshs AK Common 32020F10 1187 75000 SH SOLE 75000 0 0
First Fed Bncshs AK Common 32020F10 1818 115000 SH SOLE 0 0 115000
First Fed Bncshs AK Common 32020F10 616 39000 SH DEFINED 1 0 39000 0
First Finl Corp RI Common 32022110 560 43500 SH SOLE 0 0 43500
First Indiana Corp Common 32054R10 1252 57600 SH SOLE 57600 0 0
First Indiana Corp Common 32054R10 359 16500 SH SOLE 0 0 16500
First Republic Bank Common 33615810 2021 86000 SH SOLE 86000 0 0
First Republic Bank Common 33615810 2962 126000 SH SOLE 0 0 126000
First Republic Bank Common 33615810 565 24017 SH DEFINED 1 0 24017 0
First Union Corp Common 33735810 8438 256100 SH SOLE 256100 0 0
First Union Corp Common 33735810 35461 1076600 SH SOLE 0 0 1076600
FirstFed Bancorp Inc Common 33761Q10 2331 252000 SH SOLE 0 0 252000
Fiserv Inc Common 33773810 22464 587100 SH SOLE 587100 0 0
Fiserv Inc Common 33773810 2924 76300 SH SOLE 0 0 76300
Fiserv Inc Common 33773810 4356 113700 SH DEFINED 1 0 113700 0
FirstFed Finl CorpDE Common 33790710 466 33100 SH SOLE 33100 0 0
FirstFed Finl CorpDE Common 33790710 7390 525500 SH DEFINED 1 0 525500 0
FirstFed Am Bcp Inc Common 33792910 4113 353800 SH SOLE 0 0 353800
FirstEnergy Corp Common 33793210 27 1200 SH DEFINED 1 0 1200 0
FleetBoston Finl Crp Common 33903010 50216 1442440 SH SOLE 1442440 0 0
FleetBoston Finl Crp Common 33903010 34250 983832 SH DEFINED 1 0 983832 0
Flow International Common 34346810 610 53600 SH SOLE 53600 0 0
Flow International Common 34346810 1476 129800 SH DEFINED 1 0 129800 0
Flow International Common 34346810 477 41900 SH DEFINED 1 0 41900 0
Flowers Inds Common 34349610 7582 475675 SH SOLE 475675 0 0
Flowers Inds Common 34349610 52978 3323997 SH SOLE 0 0 3323997
Flowers Inds Common 34349610 746 46800 SH DEFINED 1 0 46800 0
Fluor Corp Common 34386110 216 4700 SH SOLE 4700 0 0
Fluor Corp Common 34386110 9175 200000 SH SOLE 0 0 200000
Flushing Finl Corp Common 34387310 279 18750 SH SOLE 18750 0 0
Flushing Finl Corp Common 34387310 2129 143750 SH SOLE 0 0 143750
Flushing Finl Corp Common 34387310 1260 85000 SH DEFINED 1 0 85000 0
Flushing Finl Corp Common 34387310 577 39000 SH DEFINED 1 0 39000 0
FEMSA SA ADR Common 34441910 5861 131700 SH SOLE 131700 0 0
FEMSA SA ADR Common 34441910 1051 23600 SH SOLE 0 0 23600
FEMSA SA ADR Common 34441910 3093 69500 SH DEFINED 1 0 69500 0
Footstar Inc Common 34491210 1068 35000 SH DEFINED 1 0 35000 0
Ford Motor Company Common 34537010 59124 1108960 SH SOLE 1108960 0 0
Ford Motor Company Common 34537010 516145 9681446 SH SOLE 0 0 9681446
Ford Motor Company Common 34537010 25075 470340 SH DEFINED 1 0 470340 0
Ford Motor Company Common 34537010 5704 107000 SH DEFINED 1 0 107000 0
Ford Motor Company Common 34537010 4409 82700 SH DEFINED 1 0 0 82700
Forest Labs Inc Common 34583810 15501 252300 SH SOLE 252300 0 0
Forest Labs Inc Common 34583810 43682 711000 SH SOLE 0 0 711000
Forest Labs Inc Common 34583810 55 900 SH DEFINED 1 0 900 0
Foundation Hlth A Common 35040410 4325 435000 SH SOLE 435000 0 0
Foundation Hlth A Common 35040410 78272 7876060 SH SOLE 0 0 7876060
Foundation Hlth A Common 35040410 76 7600 SH DEFINED 1 0 7600 0
Foundry Networks Inc Common 35063R10 905 3000 SH DEFINED 1 0 3000 0
France Telecom ADR Common 35177Q10 494 3700 SH SOLE 3700 0 0
Franklin Elec Common 35351410 274 3900 SH SOLE 3900 0 0
Franklin Elec Common 35351410 7 100 SH DEFINED 1 0 100 0
Franklin Resources Common 35461310 292429 9121754 SH SOLE 9121754 0 0
Franklin Resources Common 35461310 72414 2258390 SH SOLE 0 0 2258390
Franklin Resources Common 35461310 20060 625660 SH DEFINED 1 0 625660 0
Franklin Resources Common 35461310 2021 64400 SH DEFINED 1 0 64400 0
Freedom Securities Common 35644K10 3796 337200 SH SOLE 337200 0 0
Freedom Securities Common 35644K10 3536 314200 SH SOLE 0 0 314200
Freedom Securities Common 35644K10 2787 247700 SH DEFINED 1 0 247700 0
Freedom Securities Common 35644K10 444 39400 SH DEFINED 1 0 39400 0
Freeport-McMor Cop A Common 35671D10 40506 2184300 SH SOLE 2184300 0 0
Freeport-McMor Cop A Common 35671D10 5378 290900 SH SOLE 0 0 290900
Freeport-McMor Cop A Common 35671D10 7203 388000 SH DEFINED 1 0 388000 0
Freeport-McMoran ClB Common 35671D85 141205 6687800 SH SOLE 6687800 0 0
Freeport-McMoran ClB Common 35671D85 27934 1322405 SH SOLE 0 0 1322405
Freeport-McMoran ClB Common 35671D85 13912 658600 SH DEFINED 1 0 658600 0
Frontier Ins Grp Inc Common 35908110 1029 298810 SH SOLE 298810 0 0
Frontier Ins Grp Inc Common 35908110 1194 347210 SH SOLE 0 0 347210
Frontier Ins Grp Inc Common 35908110 1404 408308 SH DEFINED 1 0 408308 0
Fuller HB Common 35969410 1449 25900 SH DEFINED 1 0 25900 0
Funco Inc Common 36076210 2272 203000 SH SOLE 203000 0 0
Funco Inc Common 36076210 2127 190000 SH SOLE 0 0 190000
Funco Inc Common 36076210 1230 110000 SH DEFINED 1 0 110000 0
Funco Inc Common 36076210 392 35000 SH DEFINED 1 0 35000 0
Furniture Brnds Intl Common 36092110 9900 450000 SH SOLE 0 0 450000
Furniture Brnds Intl Common 36092110 31 1400 SH DEFINED 1 0 1400 0
G & K Services Inc A Common 36126810 33719 1043500 SH SOLE 1043500 0 0
G & K Services Inc A Common 36126810 4624 142800 SH SOLE 0 0 142800
G & K Services Inc A Common 36126810 6041 186600 SH DEFINED 1 0 186600 0
GA Financial Inc Common 36143710 1974 149000 SH SOLE 149000 0 0
GA Financial Inc Common 36143710 319 24100 SH SOLE 0 0 24100
GST Telecomm Inc Common 36194210 4987 550000 SH SOLE 550000 0 0
GST Telecomm Inc Common 36194210 4328 477500 SH SOLE 0 0 477500
GST Telecomm Inc Common 36194210 2291 252700 SH DEFINED 1 0 252700 0
GST Telecomm Inc Common 36194210 976 107700 SH DEFINED 1 0 107700 0
GPU Inc Common 36225X10 12281 412800 SH SOLE 412800 0 0
GPU Inc Common 36225X10 49602 1667300 SH SOLE 0 0 1667300
GPU Inc Common 36225X10 9594 322500 SH DEFINED 1 0 322500 0
GTE Corp Common 36232010 7620 108000 SH SOLE 108000 0 0
GTE Corp Common 36232010 14141 200400 SH SOLE 0 0 200400
GTE Corp Common 36232010 33927 480800 SH DEFINED 1 0 480800 0
Gainsco Inc Common 36312710 796 148100 SH SOLE 148100 0 0
Gainsco Inc Common 36312710 1881 350000 SH SOLE 0 0 350000
Gainsco Inc Common 36312710 104 19400 SH DEFINED 1 0 19400 0
Galileo Intl Inc Common 36354710 611 20400 SH SOLE 20400 0 0
Galileo Intl Inc Common 36354710 10119 338000 SH DEFINED 1 0 338000 0
Gallagher Arthur J Common 36357610 1716 26500 SH SOLE 26500 0 0
Gannett Co Common 36473010 637333 7815917 SH SOLE 7815917 0 0
Gannett Co Common 36473010 139321 1708164 SH SOLE 0 0 1708164
Gannett Co Common 36473010 49476 606600 SH DEFINED 1 0 606600 0
Gannett Co Common 36473010 4738 59400 SH DEFINED 1 0 59400 0
Gannett Co Common 36473010 5162 63292 SH DEFINED 1 0 0 63292
Gardner Denver Inc Common 36555810 3973 238000 SH SOLE 238000 0 0
Gardner Denver Inc Common 36555810 3521 211000 SH SOLE 0 0 211000
Gardner Denver Inc Common 36555810 1669 100000 SH DEFINED 1 0 100000 0
Gardner Denver Inc Common 36555810 701 42000 SH DEFINED 1 0 42000 0
Gartner Group Inc A Common 36665110 29599 1940100 SH SOLE 1940100 0 0
Gartner Group Inc A Common 36665110 20225 1326300 SH SOLE 0 0 1326300
Gartner Group Inc A Common 36665110 1901 124700 SH DEFINED 1 0 124700 0
Gartner Group Inc B Common 36665120 1 52 SH SOLE 0 0 52
Gasonics Intl Corp Common 36727810 5008 253600 SH SOLE 253600 0 0
Gateway Inc Common 36762610 3690 51200 SH DEFINED 1 0 51200 0
Gaylord Container A Common 36814510 68 10000 SH SOLE 10000 0 0
Geltex Pharm Common 36853810 1727 134600 SH SOLE 134600 0 0
Geltex Pharm Common 36853810 2347 183200 SH SOLE 0 0 183200
Geltex Pharm Common 36853810 12921 1008400 SH DEFINED 1 0 1008400 0
Gene Logic Inc Common 36868910 928 35000 SH SOLE 35000 0 0
Gene Logic Inc Common 36868910 27674 1044300 SH SOLE 0 0 1044300
Gene Logic Inc Common 36868910 16907 638000 SH DEFINED 1 0 638000 0
General Cable Corp Common 36930010 24114 3187350 SH SOLE 3187350 0 0
General Cable Corp Common 36930010 2326 307550 SH SOLE 0 0 307550
General Cable Corp Common 36930010 3036 401450 SH DEFINED 1 0 401450 0
General Cable Corp Common 36930010 2662 352000 SH DEFINED 1 0 0 352000
General Cigar Hldg A Common 36933P10 7064 849700 SH SOLE 849700 0 0
General Communctns A Common 36938510 93 21200 SH SOLE 0 0 21200
General Dynamics Common 36955010 5 100 SH SOLE 100 0 0
General Dynamics Common 36955010 126 2400 SH DEFINED 1 0 2400 0
General Electric Co Common 36960410 1051810 6798062 SH SOLE 6798062 0 0
General Electric Co Common 36960410 355598 2298516 SH SOLE 0 0 2298516
General Electric Co Common 36960410 260418 1682820 SH DEFINED 1 0 1682820 0
General Electric Co Common 36960410 7597 50100 SH DEFINED 1 0 50100 0
General Growth REIT Common 37002110 560 20000 SH SOLE 20000 0 0
General Growth REIT Common 37002110 24704 882300 SH SOLE 0 0 882300
General Growth REIT Common 37002110 1098 39200 SH DEFINED 1 0 39200 0
General Mills Inc Common 37033410 11154 312000 SH DEFINED 1 0 312000 0
General Motors Corp Common 37044210 30892 425000 SH SOLE 425000 0 0
General Motors Corp Common 37044210 319493 4395539 SH SOLE 0 0 4395539
General Motors Corp Common 37044210 11826 162700 SH DEFINED 1 0 162700 0
General Motors Corp Common 37044210 3424 47100 SH DEFINED 1 0 0 47100
General Motors H Common 37044283 17753 184900 SH SOLE 184900 0 0
General Motors H Common 37044283 32644 340040 SH SOLE 0 0 340040
General Motors H Common 37044283 29 300 SH DEFINED 1 0 300 0
General Motors H Common 37044283 5088 53000 SH DEFINED 1 0 0 53000
General Semiconduct Common 37078710 49212 3468600 SH SOLE 0 0 3468600
General Semiconduct Common 37078710 99 7000 SH DEFINED 1 0 7000 0
Gentex Corp Common 37190110 2036 73300 SH SOLE 73300 0 0
Gentex Corp Common 37190110 2692 97000 SH SOLE 0 0 97000
Gentex Corp Common 37190110 3028 109100 SH DEFINED 1 0 109100 0
Genesys Telecomm Lab Common 37193110 13078 242200 SH SOLE 242200 0 0
GenRad Common 37244710 317 19600 SH SOLE 19600 0 0
GenRad Common 37244710 1085 67300 SH DEFINED 1 0 67300 0
Genset SP ADR Common 37244T10 8481 444900 SH SOLE 444900 0 0
Genset SP ADR Common 37244T10 13050 684500 SH SOLE 0 0 684500
Genset SP ADR Common 37244T10 3776 198100 SH DEFINED 1 0 198100 0
Genzyme Corp General Common 37291710 250310 5561959 SH SOLE 5561959 0 0
Genzyme Corp General Common 37291710 211738 4705820 SH SOLE 0 0 4705820
Genzyme Corp General Common 37291710 61857 1374540 SH DEFINED 1 0 1374540 0
Genzyme Corp General Common 37291710 950 21140 SH DEFINED 1 0 21140 0
Genzyme Tissue Rep Common 37291740 209 72800 SH SOLE 72800 0 0
Genzyme Tissue Rep Common 37291740 348 121017 SH SOLE 0 0 121017
Genzyme Tissue Rep Common 37291740 859 298685 SH DEFINED 1 0 298685 0
Genzyme Molecular Common 37291750 1027 146635 SH SOLE 146635 0 0
Genzyme Molecular Common 37291750 1204 171950 SH SOLE 0 0 171950
Genzyme Molecular Common 37291750 4118 588214 SH DEFINED 1 0 588214 0
Genzyme Surgical Prd Common 37291760 10453 1797804 SH SOLE 1797804 0 0
Genzyme Surgical Prd Common 37291760 1167 200700 SH SOLE 0 0 200700
Genzyme Surgical Prd Common 37291760 455 78318 SH DEFINED 1 0 78318 0
Georgia-Pacific Gp Common 37329810 27294 537800 SH SOLE 537800 0 0
Georgia-Pacific Gp Common 37329810 355 7000 SH SOLE 0 0 7000
Georgia-Pacific Gp Common 37329810 12475 245800 SH DEFINED 1 0 245800 0
Georgia-Pac Timber Common 37329870 13295 539900 SH SOLE 539900 0 0
Georgia-Pac Timber Common 37329870 56219 2283000 SH SOLE 0 0 2283000
Georgia-Pac Timber Common 37329870 2333 94700 SH DEFINED 1 0 94700 0
Gerber Scientific Common 37373010 2563 116700 SH SOLE 116700 0 0
Gerber Scientific Common 37373010 2676 122000 SH SOLE 0 0 122000
Gerber Scientific Common 37373010 3677 167600 SH DEFINED 1 0 167600 0
Geron Corp Common 37416310 7259 575000 SH DEFINED 1 0 575000 0
Getty Images Inc Common 37427610 7903 161700 SH SOLE 161700 0 0
Getty Images Inc Common 37427610 49 1000 SH DEFINED 1 0 1000 0
Gilead Sciences Inc Common 37555810 116227 2147249 SH SOLE 2147249 0 0
Gilead Sciences Inc Common 37555810 165044 3049465 SH SOLE 0 0 3049465
Gilead Sciences Inc Common 37555810 48255 891558 SH DEFINED 1 0 891558 0
Gilead Sciences Inc Common 37555810 541 10000 SH DEFINED 1 0 10000 0
Gillette Co Common 37576610 23564 572300 SH SOLE 572300 0 0
Gillette Co Common 37576610 171889 4173200 SH SOLE 0 0 4173200
Gillette Co Common 37576610 6129 148800 SH DEFINED 1 0 148800 0
Gillette Co Common 37576610 793 19800 SH DEFINED 1 0 19800 0
Global Imaging Sys Common 37934A10 155 12700 SH SOLE 12700 0 0
Global Imaging Sys Common 37934A10 1321 107800 SH DEFINED 1 0 107800 0
Globe Business Res Common 37939510 927 72000 SH SOLE 72000 0 0
Globe Business Res Common 37939510 322 25000 SH DEFINED 1 0 25000 0
Globix Corporation Common 37957F10 13884 231400 SH SOLE 231400 0 0
Globix Corporation Common 37957F10 360 6000 SH DEFINED 1 0 6000 0
Globo Cabo Hldg ADR Common 37957X10 2306 128100 SH DEFINED 1 0 128100 0
Golden State Bancorp 38119713 0 1 PRN SOLE 0 0 1
Golden St Vintners B Common 38121K20 497 94700 SH SOLE 94700 0 0
Golden St Vintners B Common 38121K20 711 135300 SH SOLE 0 0 135300
Golden St Vintners B Common 38121K20 706 134500 SH DEFINED 1 0 134500 0
Golden West Finl Common 38131710 255039 7613100 SH SOLE 0 0 7613100
Golden West Finl Common 38131710 40 1200 SH DEFINED 1 0 1200 0
Goldman Sachs Group Common 38141G10 2166 23000 SH SOLE 23000 0 0
Goldman Sachs Group Common 38141G10 47 500 SH DEFINED 1 0 500 0
Grace W R & Co Common 38388F10 3700 261900 SH SOLE 261900 0 0
Grace W R & Co Common 38388F10 1716 121500 SH SOLE 0 0 121500
Grace W R & Co Common 38388F10 4291 303800 SH DEFINED 1 0 303800 0
Grace W R & Co Common 38388F10 1222 86500 SH DEFINED 1 0 0 86500
Graco Inc Common 38410910 11 300 SH DEFINED 1 0 300 0
Grainger WW Common 38480210 13972 292200 SH SOLE 292200 0 0
Grainger WW Common 38480210 2418 50550 SH DEFINED 1 0 50550 0
Grainger WW Common 38480210 5413 113200 SH DEFINED 1 0 113200 0
Granite Construction Common 38732810 1277 69400 SH SOLE 69400 0 0
Granite Construction Common 38732810 837 45400 SH SOLE 0 0 45400
Granite Construction Common 38732810 2491 135200 SH DEFINED 1 0 135200 0
Great Lakes Chemical Common 39056810 3760 98400 SH SOLE 98400 0 0
Great Lakes Chemical Common 39056810 2494 65300 SH SOLE 0 0 65300
Great Lakes Chemical Common 39056810 4036 105700 SH DEFINED 1 0 105700 0
Great Lakes Chemical Common 39056810 2196 57500 SH DEFINED 1 0 0 57500
Great Lakes REIT Inc Common 39075210 4635 322400 SH SOLE 322400 0 0
Great Lakes REIT Inc Common 39075210 3941 274200 SH SOLE 0 0 274200
Great Lakes REIT Inc Common 39075210 2228 155000 SH DEFINED 1 0 155000 0
Greenpoint Finl Corp Common 39538410 14955 628000 SH SOLE 628000 0 0
GRIC Communications Common 39808110 23 900 SH SOLE 900 0 0
Group Maintenance Common 39943E10 879 82200 SH SOLE 82200 0 0
Grove Property REIT Common 39961310 4466 337000 SH SOLE 337000 0 0
Grove Property REIT Common 39961310 3819 288200 SH SOLE 0 0 288200
Grove Property REIT Common 39961310 2335 176200 SH DEFINED 1 0 176200 0
Grupo Imsa SA ADR Common 40048T10 1675 100000 SH SOLE 100000 0 0
Grupo Televisa GDS Common 40049J20 19758 289484 SH SOLE 289484 0 0
Grupo Televisa GDS Common 40049J20 1720 25200 SH SOLE 0 0 25200
Grupo Televisa GDS Common 40049J20 82 1200 SH DEFINED 1 0 1200 0
GTECH Holdings Corp Common 40051810 9 400 SH DEFINED 1 0 400 0
Guidant Corp Common 40169810 30104 641365 SH SOLE 641365 0 0
Guidant Corp Common 40169810 17255 367120 SH SOLE 0 0 367120
Guidant Corp Common 40169810 1076 22900 SH DEFINED 1 0 22900 0
Guidant Corp Common 40169810 1506 32700 SH DEFINED 1 0 32700 0
Guilford Pharm Common 40182910 1369 80500 SH SOLE 80500 0 0
Guilford Pharm Common 40182910 1700 100000 SH SOLE 0 0 100000
Guilford Pharm Common 40182910 4809 282900 SH DEFINED 1 0 282900 0
Guitar Center Inc Common 40204010 5202 516800 SH SOLE 516800 0 0
Guitar Center Inc Common 40204010 4601 457200 SH SOLE 0 0 457200
Guitar Center Inc Common 40204010 2273 225900 SH DEFINED 1 0 225900 0
Guitar Center Inc Common 40204010 1021 101400 SH DEFINED 1 0 101400 0
Gulf Indonesia Res Common 40228410 4306 530000 SH SOLE 530000 0 0
HNC Software Common 40425P10 7730 73100 SH SOLE 73100 0 0
HNC Software Common 40425P10 2644 25000 SH DEFINED 1 0 25000 0
HPSC Inc Common 40426410 917 99100 SH SOLE 99100 0 0
HSB Group Inc Common 40428N10 7889 233300 SH SOLE 0 0 233300
Haemonetics Corp MA Common 40502410 18565 780200 SH SOLE 780200 0 0
Haemonetics Corp MA Common 40502410 50042 2101400 SH SOLE 0 0 2101400
Haemonetics Corp MA Common 40502410 2987 125450 SH DEFINED 1 0 125450 0
Halliburton Co Common 40621610 17919 445100 SH SOLE 445100 0 0
Halliburton Co Common 40621610 170379 4233300 SH SOLE 0 0 4233300
Halliburton Co Common 40621610 4451 110600 SH DEFINED 1 0 110600 0
Halliburton Co Common 40621610 411 10200 SH DEFINED 1 0 10200 0
Hallmark Capital Crp Common 40624110 700 77800 SH SOLE 0 0 77800
Handleman Co Common 41025210 1418 106100 SH SOLE 106100 0 0
Handleman Co Common 41025210 2406 179900 SH SOLE 0 0 179900
Handleman Co Common 41025210 334 25000 SH DEFINED 1 0 25000 0
Hanna Mining Co Common 41052210 660 60200 SH SOLE 60200 0 0
Hanna Mining Co Common 41052210 865 79100 SH SOLE 0 0 79100
Hanna Mining Co Common 41052210 986 90100 SH DEFINED 1 0 90100 0
Hanover Compressor Common 41076810 8182 217400 SH SOLE 217400 0 0
Hanover Compressor Common 41076810 1514 40100 SH SOLE 0 0 40100
Hanover Compressor Common 41076810 2114 56000 SH DEFINED 1 0 56000 0
Harbinger Corp Common 41145C10 70 2200 SH SOLE 2200 0 0
Harbinger Corp Common 41145C10 1018 32000 SH DEFINED 1 0 32000 0
Harmon Industries Common 41313610 3330 274500 SH SOLE 274500 0 0
Harmon Industries Common 41313610 2726 224800 SH SOLE 0 0 224800
Harmon Industries Common 41313610 1156 95300 SH DEFINED 1 0 95300 0
Harmon Industries Common 41313610 501 41300 SH DEFINED 1 0 41300 0
Harmonic Inc Common 41316010 2841 29900 SH SOLE 29900 0 0
Harmonic Inc Common 41316010 3199 33700 SH SOLE 0 0 33700
Harmonic Inc Common 41316010 5961 62800 SH DEFINED 1 0 62800 0
Harrah's Entmt Common 41361910 7931 300000 SH SOLE 300000 0 0
Hartford Finl Svcs Common 41651510 2806 59500 SH SOLE 59500 0 0
Hartford Finl Svcs Common 41651510 17463 369700 SH SOLE 0 0 369700
Hartford Finl Svcs Common 41651510 17131 361600 SH DEFINED 1 0 361600 0
Hartford Life Inc A Common 41659210 616 14000 SH SOLE 14000 0 0
Hartford Life Inc A Common 41659210 16958 385400 SH SOLE 0 0 385400
Hartford Life Inc A Common 41659210 12399 281800 SH DEFINED 1 0 281800 0
Hasbro Inc Common 41805610 41 2200 SH SOLE 2200 0 0
Hawk Corp A Common 42008910 339 58000 SH SOLE 58000 0 0
Hawk Corp A Common 42008910 2441 420000 SH SOLE 0 0 420000
Hawk Corp A Common 42008910 1965 338000 SH DEFINED 1 0 338000 0
Hawk Corp A Common 42008910 465 80000 SH DEFINED 1 0 80000 0
Healthcare Services Common 42190610 3329 475350 SH SOLE 475350 0 0
Healthcare Services Common 42190610 2520 360000 SH SOLE 0 0 360000
Healthcare Services Common 42190610 1236 176550 SH DEFINED 1 0 176550 0
Healthcare Services Common 42190610 560 80000 SH DEFINED 1 0 80000 0
Healthsouth Corp Common 42192410 9382 1745500 SH SOLE 1745500 0 0
Healthsouth Corp Common 42192410 32605 6066000 SH SOLE 0 0 6066000
Heartland Express Common 42234710 219 14000 SH SOLE 14000 0 0
Heinz HJ Co Common 42307410 37683 946500 SH SOLE 946500 0 0
Heinz HJ Co Common 42307410 175818 4416100 SH SOLE 0 0 4416100
Heinz HJ Co Common 42307410 637 16000 SH DEFINED 1 0 16000 0
Helix Technology Common 42331910 35656 795500 SH SOLE 795500 0 0
Helix Technology Common 42331910 11446 255400 SH SOLE 0 0 255400
Helix Technology Common 42331910 13542 302200 SH DEFINED 1 0 302200 0
Helix Technology Common 42331910 785 17500 SH DEFINED 1 0 17500 0
Hellenic Telecom ADR Common 42332530 1647 138000 SH DEFINED 1 0 138000 0
Heller Financial A Common 42332810 71407 3558640 SH SOLE 3558640 0 0
Heller Financial A Common 42332810 31735 1581820 SH SOLE 0 0 1581820
Heller Financial A Common 42332810 15702 782630 SH DEFINED 1 0 782630 0
Hello Direct Inc Common 42340210 3102 208400 SH SOLE 208400 0 0
Hello Direct Inc Common 42340210 893 60000 SH SOLE 0 0 60000
Hello Direct Inc Common 42340210 2603 175000 SH DEFINED 1 0 175000 0
Hello Direct Inc Common 42340210 892 60000 SH DEFINED 1 0 60000 0
Helmerich & Payne Common 42345210 4628 212800 SH SOLE 212800 0 0
Helmerich & Payne Common 42345210 2582 118700 SH DEFINED 1 0 118700 0
Herbalife Intl Inc A Common 42690820 358 24900 SH SOLE 24900 0 0
Hercules Inc Common 42705610 155698 5585600 SH SOLE 0 0 5585600
Herley Industries Common 42739810 79 5200 SH SOLE 5200 0 0
Hershey Foods Corp Common 42786610 29169 614900 SH SOLE 614900 0 0
Hershey Foods Corp Common 42786610 9 200 SH SOLE 0 0 200
Hertz Corp A Common 42804010 12862 256585 SH SOLE 256585 0 0
Hertz Corp A Common 42804010 1439 28700 SH SOLE 0 0 28700
Hertz Corp A Common 42804010 4772 95200 SH DEFINED 1 0 95200 0
Hewlett-Packard Co Common 42823610 173321 1525070 SH SOLE 1525070 0 0
Hewlett-Packard Co Common 42823610 477406 4197800 SH SOLE 0 0 4197800
Hewlett-Packard Co Common 42823610 114607 1007520 SH DEFINED 1 0 1007520 0
Hewlett-Packard Co Common 42823610 6836 60100 SH DEFINED 1 0 60100 0
HP LYONS P10-00 428236AC 397 580000 PRN SOLE 580000 0 0
Hexcel Corp Common 42829110 8846 1590300 SH SOLE 1590300 0 0
Hexcel Corp Common 42829110 2984 536500 SH SOLE 0 0 536500
Hexcel Corp 428291AA 1296 1850000 PRN SOLE 1850000 0 0
Hexcel Corp 428291AA 700 1000000 PRN SOLE 0 0 1000000
Hexcel Corp 428291AA 1646 2350000 PRN DEFINED 1 0 2350000 0
Hexcel Corp 428291AA 735 1050000 PRN DEFINED 1 0 1050000 0
Hibernia Cl A Common 42865610 967 91000 SH SOLE 91000 0 0
High Country Bancorp Common 42965Q10 442 38400 SH SOLE 38400 0 0
High Country Bancorp Common 42965Q10 562 48900 SH SOLE 0 0 48900
Highland Bancorp Inc Common 42987910 2698 141900 SH SOLE 141900 0 0
Highland Bancorp Inc Common 42987910 2240 117900 SH SOLE 0 0 117900
Highland Bancorp Inc Common 42987910 1805 95000 SH DEFINED 1 0 95000 0
Highland Bancorp Inc Common 42987910 448 23600 SH DEFINED 1 0 23600 0
Home Depot Inc Common 43707610 568503 8272043 SH SOLE 8272043 0 0
Home Depot Inc Common 43707610 208007 3026857 SH SOLE 0 0 3026857
Home Depot Inc Common 43707610 134396 1954845 SH DEFINED 1 0 1954845 0
Home Depot Inc Common 43707610 5894 87000 SH DEFINED 1 0 87000 0
Home Port Bancorp Common 43730410 938 36300 SH SOLE 36300 0 0
Home Port Bancorp Common 43730410 157 6100 SH SOLE 0 0 6100
Home Port Bancorp Common 43730410 695 27000 SH DEFINED 1 0 27000 0
Homebase Inc Common 43738E10 7067 2307100 SH SOLE 0 0 2307100
HomeStore.com Inc Common 43785210 4642 62500 SH SOLE 62500 0 0
HomeStore.com Inc Common 43785210 1678 22600 SH SOLE 0 0 22600
HomeStore.com Inc Common 43785210 1701 22900 SH DEFINED 1 0 22900 0
Honeywell Intl Inc Common 43851610 165692 2872225 SH SOLE 2872225 0 0
Honeywell Intl Inc Common 43851610 49179 853075 SH SOLE 0 0 853075
Honeywell Intl Inc Common 43851610 41908 726460 SH DEFINED 1 0 726460 0
Honeywell Intl Inc Common 43851610 6836 118500 SH DEFINED 1 0 118500 0
Honeywell Intl Inc Common 43851610 5671 98300 SH DEFINED 1 0 0 98300
Horace Mann Educator Common 44032710 5050 257300 SH SOLE 0 0 257300
Horace Mann Educator Common 44032710 29 1500 SH DEFINED 1 0 1500 0
Horizon Finl Corp WA Common 44041F10 490 51600 SH SOLE 51600 0 0
Horizon Finl Corp WA Common 44041F10 420 44200 SH SOLE 0 0 44200
Horizon Finl Corp WA Common 44041F10 876 92200 SH DEFINED 1 0 92200 0
Horizon Finl Corp WA Common 44041F10 465 48900 SH DEFINED 1 0 48900 0
Horizon Offshore Inc Common 44043J10 3288 611500 SH SOLE 611500 0 0
Horizon Offshore Inc Common 44043J10 2992 556600 SH SOLE 0 0 556600
Horizon Offshore Inc Common 44043J10 1294 240700 SH DEFINED 1 0 240700 0
Horizon Offshore Inc Common 44043J10 592 110100 SH DEFINED 1 0 110100 0
Hormel Foods Corp Common 44045210 13145 323600 SH SOLE 323600 0 0
Hormel Foods Corp Common 44045210 3054 75180 SH DEFINED 1 0 75180 0
Hormel Foods Corp Common 44045210 4896 120500 SH DEFINED 1 0 120500 0
Hot Topic Inc Common 44133910 93 4000 SH SOLE 4000 0 0
Howmet Intl Inc Common 44320810 14622 809300 SH SOLE 809300 0 0
Howmet Intl Inc Common 44320810 1348 74600 SH SOLE 0 0 74600
Howmet Intl Inc Common 44320810 1481 82000 SH DEFINED 1 0 82000 0
Huaneng Pwr Intl ADR Common 44330410 1626 154200 SH SOLE 154200 0 0
Hubbell Inc Cl B Common 44351020 15110 554534 SH SOLE 554534 0 0
Hubbell Inc Cl B Common 44351020 3264 119810 SH DEFINED 1 0 119810 0
Hubbell Inc Cl B Common 44351020 5711 209600 SH DEFINED 1 0 209600 0
Hudson River Bancorp Common 44412810 1996 197000 SH SOLE 197000 0 0
Hudson River Bancorp Common 44412810 2430 240000 SH SOLE 0 0 240000
Hudson River Bancorp Common 44412810 1671 165000 SH DEFINED 1 0 165000 0
Hudson United Bancrp Common 44416510 3673 143601 SH SOLE 143601 0 0
Hudson United Bancrp Common 44416510 13531 529324 SH SOLE 0 0 529324
Hudson United Bancrp Common 44416510 8572 335348 SH DEFINED 1 0 335348 0
Hughes Supply Inc Common 44448210 994 46100 SH DEFINED 1 0 46100 0
Hugoton Royalty TrUt Common 44471710 10035 1235000 SH SOLE 1235000 0 0
Hugoton Royalty TrUt Common 44471710 1219 150000 SH SOLE 0 0 150000
Humana Inc Common 44485910 9479 1157600 SH SOLE 1157600 0 0
Humana Inc Common 44485910 94480 11538800 SH SOLE 0 0 11538800
Humana Inc Common 44485910 28 3400 SH DEFINED 1 0 3400 0
Human Genome Science Common 44490310 60123 393870 SH SOLE 393870 0 0
Human Genome Science Common 44490310 215507 1412000 SH SOLE 0 0 1412000
Human Genome Science Common 44490310 62699 410800 SH DEFINED 1 0 410800 0
Humprey Hospity REIT Common 44546710 2746 351500 SH SOLE 351500 0 0
Humprey Hospity REIT Common 44546710 453 58000 SH SOLE 0 0 58000
Humprey Hospity REIT Common 44546710 547 70000 SH DEFINED 1 0 70000 0
Hurco Co Inc Common 44732410 317 90000 SH SOLE 90000 0 0
Hurco Co Inc Common 44732410 1768 505000 SH DEFINED 1 0 505000 0
Hurco Co Inc Common 44732410 175 50000 SH DEFINED 1 0 50000 0
Huttig Bldg Products Common 44845110 74 14971 SH SOLE 14971 0 0
Huttig Bldg Products Common 44845110 97 19665 SH SOLE 0 0 19665
Huttig Bldg Products Common 44845110 108 21799 SH DEFINED 1 0 21799 0
ICICI Ltd ADR Common 44926P20 2053 139200 SH DEFINED 1 0 139200 0
IDEC Pharmaceuticals Common 44937010 11208 114000 SH SOLE 114000 0 0
IDEC Pharmaceuticals Common 44937010 188454 1918100 SH SOLE 0 0 1918100
IDEC Pharmaceuticals Common 44937010 59971 610400 SH DEFINED 1 0 610400 0
IDX Systems Corp Common 44949110 7716 246700 SH SOLE 246700 0 0
IDX Systems Corp Common 44949110 62729 2007300 SH SOLE 0 0 2007300
IDX Systems Corp Common 44949110 2622 83900 SH DEFINED 1 0 83900 0
iGO Corporation Common 44959210 349 38500 SH SOLE 38500 0 0
IHOP Corp Common 44962310 10 600 SH DEFINED 1 0 600 0
Imco Recycling Inc Common 44968110 317 25000 SH SOLE 25000 0 0
Imco Recycling Inc Common 44968110 3030 240000 SH SOLE 0 0 240000
IMS Health Inc Common 44993410 4458 163900 SH SOLE 163900 0 0
IMS Health Inc Common 44993410 11 400 SH SOLE 0 0 400
I-Stat Corp Common 45031210 7250 500000 SH SOLE 0 0 500000
ITC Deltacom Common 45031T10 2108 76200 SH SOLE 76200 0 0
ITC Deltacom Common 45031T10 2774 100400 SH SOLE 0 0 100400
ITC Deltacom Common 45031T10 3083 111600 SH DEFINED 1 0 111600 0
ITI Technologies Inc Common 45056410 3780 126000 SH SOLE 126000 0 0
ITI Technologies Inc Common 45056410 1020 34000 SH SOLE 0 0 34000
ITI Technologies Inc Common 45056410 1950 65000 SH DEFINED 1 0 65000 0
ITI Technologies Inc Common 45056410 600 20000 SH DEFINED 1 0 20000 0
ITLA Capital Corp Common 45056510 2194 174400 SH SOLE 174400 0 0
ITLA Capital Corp Common 45056510 4770 379700 SH SOLE 0 0 379700
ITLA Capital Corp Common 45056510 1507 120000 SH DEFINED 1 0 120000 0
ITLA Capital Corp Common 45056510 490 39000 SH DEFINED 1 0 39000 0
ITT Educational Svcs Common 45068B10 4963 321400 SH SOLE 321400 0 0
ITT Educational Svcs Common 45068B10 4938 319800 SH SOLE 0 0 319800
ITT Educational Svcs Common 45068B10 3644 236000 SH DEFINED 1 0 236000 0
ITT Educational Svcs Common 45068B10 709 45900 SH DEFINED 1 0 45900 0
Ibis Technology Corp Common 45090910 14888 300000 SH SOLE 300000 0 0
Ibis Technology Corp Common 45090910 1985 40000 SH DEFINED 1 0 40000 0
Idexx Laboratories Common 45168D10 1861 115200 SH SOLE 115200 0 0
Idexx Laboratories Common 45168D10 19672 1220000 SH SOLE 0 0 1220000
Idexx Laboratories Common 45168D10 2687 166600 SH DEFINED 1 0 166600 0
ILEX Oncology Inc Common 45192310 1698 70400 SH SOLE 70400 0 0
ILEX Oncology Inc Common 45192310 1231 51000 SH SOLE 0 0 51000
ILEX Oncology Inc Common 45192310 5049 209300 SH DEFINED 1 0 209300 0
Illinois Tool Works Common 45230810 231366 3425126 SH SOLE 3425126 0 0
Illinois Tool Works Common 45230810 106597 1577835 SH SOLE 0 0 1577835
Illinois Tool Works Common 45230810 39267 581200 SH DEFINED 1 0 581200 0
Illinois Tool Works Common 45230810 1838 27800 SH DEFINED 1 0 27800 0
Imation Corp Common 45245A10 530 15800 SH SOLE 15800 0 0
Immucor Inc Common 45252610 2714 205800 SH SOLE 205800 0 0
Immucor Inc Common 45252610 396 30000 SH SOLE 0 0 30000
Immucor Inc Common 45252610 1642 124500 SH DEFINED 1 0 124500 0
Immucor Inc Common 45252610 195 14800 SH DEFINED 1 0 14800 0
Immunex Corp Common 45252810 202976 1853575 SH SOLE 1853575 0 0
Immunex Corp Common 45252810 717546 6552900 SH SOLE 0 0 6552900
Immunex Corp Common 45252810 170438 1556500 SH DEFINED 1 0 1556500 0
Imperial Chem ADR Common 45270450 135 3190 SH SOLE 3190 0 0
Imperial Chem ADR Common 45270450 109557 2574000 SH SOLE 0 0 2574000
Imperial Cr Inds Inc Common 45272910 1766 282600 SH SOLE 282600 0 0
Imperial Cr Inds Inc Common 45272910 2467 394630 SH SOLE 0 0 394630
Imperial Cr Inds Inc Common 45272910 1688 270100 SH DEFINED 1 0 270100 0
Infocus Systems Common 45291910 232 10000 SH SOLE 10000 0 0
IMRglobal Corp Common 45321W10 1873 148800 SH SOLE 148800 0 0
IMRglobal Corp Common 45321W10 3267 260000 SH SOLE 0 0 260000
IMRglobal Corp Common 45321W10 1571 125000 SH DEFINED 1 0 125000 0
Incara Pharm Corp Common 45324E10 488 324200 SH SOLE 324200 0 0
Incara Pharm Corp Common 45324E10 20 13400 SH SOLE 0 0 13400
Incara Pharm Corp Common 45324E10 92 61500 SH DEFINED 1 0 61500 0
Independent Bkshs Common 45384120 130 9375 SH SOLE 0 0 9375
Infinity Brdcsting A Common 45662S10 24911 688400 SH SOLE 688400 0 0
Infinity Brdcsting A Common 45662S10 52318 1445719 SH SOLE 0 0 1445719
Infinity Brdcsting A Common 45662S10 7165 198000 SH DEFINED 1 0 198000 0
Informix Corp Common 45677910 6122 534600 SH SOLE 534600 0 0
Informix Corp Common 45677910 7321 640000 SH SOLE 0 0 640000
Informix Corp Common 45677910 1079 94300 SH DEFINED 1 0 94300 0
ING Groep NV ADR Common 45683710 745 12200 SH SOLE 12200 0 0
Ingersoll-Rand Co Common 45686610 6914 125480 SH SOLE 125480 0 0
Ingersoll-Rand Co Common 45686610 9369 170140 SH SOLE 0 0 170140
Ingersoll-Rand Co Common 45686610 16551 300580 SH DEFINED 1 0 300580 0
Ingersoll-Rand Co Common 45686610 4135 75100 SH DEFINED 1 0 0 75100
Input Output Inc Common 45765210 3386 668900 SH SOLE 668900 0 0
Input Output Inc Common 45765210 2542 502100 SH DEFINED 1 0 502100 0
Insight Entprs Inc Common 45765U10 6996 172200 SH SOLE 172200 0 0
Innes Street Fin Crp Common 45768F10 591 45000 SH SOLE 0 0 45000
Insurance Mgmt Soltn Common 45804510 1956 782000 SH SOLE 782000 0 0
Insurance Mgmt Soltn Common 45804510 350 140000 SH SOLE 0 0 140000
Integrtd Device Tech Common 45811810 955 32900 SH SOLE 32900 0 0
Integrtd Device Tech Common 45811810 3135 108100 SH DEFINED 1 0 108100 0
Intel Corp Common 45814010 482317 5862842 SH SOLE 5862842 0 0
Intel Corp Common 45814010 223421 2715222 SH SOLE 0 0 2715222
Intel Corp Common 45814010 167047 2029400 SH DEFINED 1 0 2029400 0
Intel Corp Common 45814010 3987 49300 SH DEFINED 1 0 49300 0
Inter-Tel Inc Ser A Common 45837210 2390 95500 SH SOLE 95500 0 0
Inter-Tel Inc Ser A Common 45837210 1846 73800 SH SOLE 0 0 73800
Inter-Tel Inc Ser A Common 45837210 980 39200 SH DEFINED 1 0 39200 0
Inter-Tel Inc Ser A Common 45837210 428 17100 SH DEFINED 1 0 17100 0
Interactive Pictures Common 45839N10 3301 141500 SH SOLE 141500 0 0
Interactive Pictures Common 45839N10 5710 244900 SH SOLE 0 0 244900
Interactive Pictures Common 45839N10 2273 97500 SH DEFINED 1 0 97500 0
Intercontl Life Corp Common 45859310 2042 220600 SH SOLE 220600 0 0
Intercontl Life Corp Common 45859310 344 37200 SH SOLE 0 0 37200
Intercontl Life Corp Common 45859310 148 16000 SH DEFINED 1 0 16000 0
Interim Services Inc Common 45868P10 296 12000 SH SOLE 12000 0 0
Interim Services Inc Common 45868P10 11264 455100 SH DEFINED 1 0 455100 0
Intermedia Communctn Common 45880110 48019 1236700 SH SOLE 1236700 0 0
Intermedia Communctn Common 45880110 31197 803800 SH SOLE 0 0 803800
Intermedia Communctn Common 45880110 2624 67600 SH DEFINED 1 0 67600 0
Intermet Corp Common 45881K10 3203 275500 SH SOLE 275500 0 0
Intermet Corp Common 45881K10 2623 225600 SH SOLE 0 0 225600
Intermet Corp Common 45881K10 1220 105000 SH DEFINED 1 0 105000 0
Intermet Corp Common 45881K10 494 42500 SH DEFINED 1 0 42500 0
IBM Corp Common 45920010 661916 6138955 SH SOLE 6138955 0 0
IBM Corp Common 45920010 994344 9218683 SH SOLE 0 0 9218683
IBM Corp Common 45920010 175356 1625550 SH DEFINED 1 0 1625550 0
IBM Corp Common 45920010 16373 152600 SH DEFINED 1 0 152600 0
IBM Corp Common 45920010 8242 76400 SH DEFINED 1 0 0 76400
Intl Fibercom Inc Common 45950T10 4186 531100 SH SOLE 531100 0 0
Intl Fibercom Inc Common 45950T10 3600 457200 SH SOLE 0 0 457200
Intl Fibercom Inc Common 45950T10 1890 239900 SH DEFINED 1 0 239900 0
Intl Fibercom Inc Common 45950T10 818 103900 SH DEFINED 1 0 103900 0
Intl Game Technology Common 45990210 32501 1600000 SH SOLE 1600000 0 0
International Paper Common 46014610 41409 733700 SH SOLE 733700 0 0
International Paper Common 46014610 185455 3286000 SH SOLE 0 0 3286000
International Paper Common 46014610 19997 354320 SH DEFINED 1 0 354320 0
International Paper Common 46014610 7940 140700 SH DEFINED 1 0 140700 0
Interphase Corp Common 46059310 2985 141300 SH SOLE 141300 0 0
Interphase Corp Common 46059310 2677 126700 SH SOLE 0 0 126700
Interphase Corp Common 46059310 1365 64600 SH DEFINED 1 0 64600 0
Interphase Corp Common 46059310 590 27900 SH DEFINED 1 0 27900 0
Internet Init ADR Common 46059T10 14924 153600 SH SOLE 153600 0 0
Internet Init ADR Common 46059T10 87 900 SH SOLE 0 0 900
Interpublic Group Common 46069010 363 6300 SH SOLE 6300 0 0
InterVoice-Brite Inc Common 46114210 4436 190700 SH SOLE 190700 0 0
InterVoice-Brite Inc Common 46114210 3894 167500 SH SOLE 0 0 167500
InterVoice-Brite Inc Common 46114210 2060 88600 SH DEFINED 1 0 88600 0
InterVoice-Brite Inc Common 46114210 862 37100 SH DEFINED 1 0 37100 0
InTEST Common 46114710 3081 171000 SH SOLE 171000 0 0
InTEST Common 46114710 5004 278000 SH SOLE 0 0 278000
InTEST Common 46114710 2790 155000 SH DEFINED 1 0 155000 0
Intimate Brands A Common 46115610 112382 2605365 SH SOLE 2605365 0 0
Intimate Brands A Common 46115610 3470 80455 SH SOLE 0 0 80455
Intimate Brands A Common 46115610 15833 367119 SH DEFINED 1 0 367119 0
Intimate Brands A Common 46115610 12304 285320 SH DEFINED 1 0 0 285320
Intuit Inc Common 46120210 11508 192000 SH SOLE 192000 0 0
Intuit Inc Common 46120210 9890 165000 SH DEFINED 1 0 165000 0
Invacare Corp Common 46120310 1487 74000 SH SOLE 74000 0 0
Invacare Corp Common 46120310 502 25000 SH SOLE 0 0 25000
Invacare Corp Common 46120310 1031 51400 SH DEFINED 1 0 51400 0
Investment Tech Grp Common 46145F10 16688 581200 SH SOLE 581200 0 0
Investment Tech Grp Common 46145F10 25281 879300 SH SOLE 0 0 879300
Investment Tech Grp Common 46145F10 10419 362400 SH DEFINED 1 0 362400 0
Invitrogen Corp Common 46185R10 1134 18900 SH SOLE 18900 0 0
Invitrogen Corp Common 46185R10 1632 27200 SH SOLE 0 0 27200
Invitrogen Corp Common 46185R10 4434 73900 SH DEFINED 1 0 73900 0
ION Networks Inc Common 46205P10 110 4900 SH SOLE 4900 0 0
ION Networks Inc Common 46205P10 3243 144900 SH DEFINED 1 0 144900 0
Ionics Inc Common 46221810 47825 1702100 SH SOLE 1702100 0 0
Ionics Inc Common 46221810 4024 143100 SH SOLE 0 0 143100
Ionics Inc Common 46221810 5662 201300 SH DEFINED 1 0 201300 0
Iridex Corporation Common 46268410 2595 305000 SH SOLE 305000 0 0
Iridex Corporation Common 46268410 425 50000 SH SOLE 0 0 50000
Iridex Corporation Common 46268410 2149 252800 SH DEFINED 1 0 252800 0
Iridex Corporation Common 46268410 264 31000 SH DEFINED 1 0 31000 0
Iron Mountain Inc Common 46284P10 83268 2117500 SH SOLE 2117500 0 0
Iron Mountain Inc Common 46284P10 40051 1018800 SH SOLE 0 0 1018800
Iron Mountain Inc Common 46284P10 16319 415100 SH DEFINED 1 0 415100 0
Iron Mountain Inc Common 46284P10 236 6000 SH DEFINED 1 0 6000 0
Ito Yokado Co ADR Common 46571430 471 4500 SH SOLE 4500 0 0
Itron Inc Common 46574110 1864 304000 SH SOLE 304000 0 0
Itron Inc Common 46574110 441 72000 SH SOLE 0 0 72000
Itron Inc Common 46574110 184 30000 SH DEFINED 1 0 30000 0
i2 Technologies Inc Common 46575410 117 600 SH SOLE 600 0 0
Ivex Packaging Corp Common 46585510 15007 1500700 SH SOLE 1500700 0 0
JPM Company Common 46593310 1122 142500 SH SOLE 142500 0 0
JPM Company Common 46593310 599 76000 SH SOLE 0 0 76000
J&J Snack Foods Corp Common 46603210 1681 82000 SH DEFINED 1 0 82000 0
JDS Uniphase Corp Common 46612J10 183770 1139800 SH SOLE 1139800 0 0
JDS Uniphase Corp Common 46612J10 27877 172800 SH SOLE 0 0 172800
JDS Uniphase Corp Common 46612J10 7874 48800 SH DEFINED 1 0 48800 0
JDS Uniphase Corp Common 46612J10 1482 9400 SH DEFINED 1 0 9400 0
Jabil Circuit Inc Common 46631310 36697 502700 SH SOLE 502700 0 0
Jabil Circuit Inc Common 46631310 1825 25000 SH DEFINED 1 0 25000 0
Jacksonville Bcp Inc Common 46924810 187 13700 SH SOLE 0 0 13700
Jacobs Engineering Common 46981410 5805 178500 SH SOLE 178500 0 0
Jacobs Engineering Common 46981410 6488 199600 SH SOLE 0 0 199600
Jacobs Engineering Common 46981410 15509 477200 SH DEFINED 1 0 477200 0
Japan OTC Equity Fd Common 47109110 372 31500 SH SOLE 31500 0 0
Jefferies Group Inc Common 47231910 2976 135200 SH SOLE 135200 0 0
Jefferies Group Inc Common 47231910 9790 445000 SH SOLE 0 0 445000
Jefferies Group Inc Common 47231910 1430 65000 SH DEFINED 1 0 65000 0
Jefferies Group Inc Common 47231910 550 25000 SH DEFINED 1 0 25000 0
Jefferson Pilot Common 47507010 10207 149552 SH SOLE 149552 0 0
Jefferson Pilot Common 47507010 101301 1484250 SH SOLE 0 0 1484250
Jefferson Pilot Common 47507010 2386 34962 SH DEFINED 1 0 34962 0
Jefferson Pilot Common 47507010 3842 56300 SH DEFINED 1 0 56300 0
Jefferson Smurfit Gp Common 47508W10 2581 89000 SH SOLE 89000 0 0
Jefferson Smurfit Gp Common 47508W10 131563 4536641 SH SOLE 0 0 4536641
Johns Manville Corp Common 47812910 45 3200 SH DEFINED 1 0 3200 0
Johnson & Johnson Common 47816010 407359 4369372 SH SOLE 4369372 0 0
Johnson & Johnson Common 47816010 639459 6857638 SH SOLE 0 0 6857638
Johnson & Johnson Common 47816010 81329 872160 SH DEFINED 1 0 872160 0
Johnson & Johnson Common 47816010 3033 33200 SH DEFINED 1 0 33200 0
Johnson Controls Common 47836610 14776 259800 SH SOLE 259800 0 0
Johnson Controls Common 47836610 7703 135440 SH DEFINED 1 0 135440 0
Johnson Controls Common 47836610 5340 93900 SH DEFINED 1 0 93900 0
Jones Apparel Group Common 48007410 45201 1666400 SH SOLE 0 0 1666400
Jones Apparel Group Common 48007410 43 1600 SH DEFINED 1 0 1600 0
Jore Corporation Common 48081510 1672 214000 SH SOLE 214000 0 0
Jore Corporation Common 48081510 1172 150000 SH SOLE 0 0 150000
Jore Corporation Common 48081510 1640 210000 SH DEFINED 1 0 210000 0
Jore Corporation Common 48081510 692 88600 SH DEFINED 1 0 88600 0
Journal Register Co Common 48113810 2607 168900 SH SOLE 168900 0 0
KCS Energy Inc Common 48243420 631 776500 SH SOLE 776500 0 0
KLA-Tencor Corp Common 48248010 22 200 SH SOLE 200 0 0
KLM Royal Dutch NY Common 48251630 101026 4051067 SH SOLE 0 0 4051067
Kaiser Alum & Chem Common 48300710 44508 5789334 SH SOLE 0 0 5789334
Kaiser Alum & Chem Common 48300710 27 3500 SH DEFINED 1 0 3500 0
Kaufman & Broad Home Common 48616810 41086 1698600 SH SOLE 0 0 1698600
Kaydon Corp Common 48658710 1220 45500 SH SOLE 45500 0 0
Kaydon Corp Common 48658710 1617 60300 SH SOLE 0 0 60300
Kaydon Corp Common 48658710 1772 66100 SH DEFINED 1 0 66100 0
Keebler Foods Co Common 48725610 7852 279200 SH SOLE 279200 0 0
Kemet Corp Common 48836010 537 11900 SH SOLE 11900 0 0
Kendle International Common 48880L10 2427 245700 SH SOLE 245700 0 0
Kennametal Inc Common 48917010 2553 75800 SH SOLE 75800 0 0
Kennametal Inc Common 48917010 3305 98300 SH SOLE 0 0 98300
Kennametal Inc Common 48917010 3685 109600 SH DEFINED 1 0 109600 0
Kerr-McGee Corp Common 49238610 1705 27500 SH SOLE 27500 0 0
Kerr-McGee Corp Common 49238610 28241 455500 SH SOLE 0 0 455500
Kerr-McGee Corp Common 49238610 17063 275200 SH DEFINED 1 0 275200 0
Kevco Inc Common 49271610 542 289000 SH SOLE 0 0 289000
Kevco Inc Common 49271610 168 89600 SH DEFINED 1 0 89600 0
Key Production Co Common 49313810 1688 225000 SH SOLE 0 0 225000
Key Production Co Common 49313810 1416 188800 SH DEFINED 1 0 188800 0
Key Tronic Common 49314410 1382 368500 SH SOLE 368500 0 0
Key Tronic Common 49314410 375 100000 SH SOLE 0 0 100000
Key Tronic Common 49314410 1313 350000 SH DEFINED 1 0 350000 0
Key Tronic Common 49314410 506 135000 SH DEFINED 1 0 135000 0
Keynote Systems inc Common 49330810 2518 34100 SH SOLE 34100 0 0
Keynote Systems inc Common 49330810 2987 40500 SH SOLE 0 0 40500
Keynote Systems inc Common 49330810 3525 47800 SH DEFINED 1 0 47800 0
KeySpan Corporation Common 49337W10 10435 450000 SH SOLE 0 0 450000
Keystone Auto Inds Common 49338N10 329 55800 SH SOLE 55800 0 0
Keystone Auto Inds Common 49338N10 1151 195900 SH SOLE 0 0 195900
Keystone Auto Inds Common 49338N10 311 53000 SH DEFINED 1 0 53000 0
Kilroy Realty REIT Common 49427F10 2854 127500 SH SOLE 127500 0 0
Kilroy Realty REIT Common 49427F10 5110 228400 SH SOLE 0 0 228400
Kilroy Realty REIT Common 49427F10 1642 73400 SH DEFINED 1 0 73400 0
Kimberly-Clark Corp Common 49436810 188372 2881487 SH SOLE 2881487 0 0
Kimberly-Clark Corp Common 49436810 491720 7515888 SH SOLE 0 0 7515888
Kimberly-Clark Corp Common 49436810 99071 1513970 SH DEFINED 1 0 1513970 0
Kimberly-Clark Corp Common 49436810 785 12000 SH DEFINED 1 0 12000 0
Kimberly-Clark Corp Common 49436810 5065 77400 SH DEFINED 1 0 0 77400
Kimco Realty REIT Common 49446R10 22608 667400 SH SOLE 667400 0 0
Kimco Realty REIT Common 49446R10 35948 1061200 SH SOLE 0 0 1061200
Kimco Realty REIT Common 49446R10 4695 138600 SH DEFINED 1 0 138600 0
Kimco Realty REIT Common 49446R10 3462 102200 SH DEFINED 1 0 0 102200
Kinder Morgan Inc Common 49455P10 115 5700 SH SOLE 5700 0 0
Kinder Morgan Inc Common 49455P10 2677 132600 SH DEFINED 1 0 132600 0
King Pharmaceuticals Common 49558210 5911 105450 SH SOLE 105450 0 0
Klamath First Bcp Common 49842P10 3104 261200 SH SOLE 261200 0 0
Klamath First Bcp Common 49842P10 2906 244700 SH SOLE 0 0 244700
Klamath First Bcp Common 49842P10 1300 109500 SH DEFINED 1 0 109500 0
Klamath First Bcp Common 49842P10 659 55500 SH DEFINED 1 0 55500 0
Knight Ridder Inc Common 49904010 1400 23500 SH SOLE 23500 0 0
Knight Ridder Inc Common 49904010 21926 368100 SH DEFINED 1 0 368100 0
Kohl's Corp Common 50025510 751 10400 SH SOLE 10400 0 0
Kon Philips Elec ADR Common 50047220 289776 2146207 SH SOLE 2146207 0 0
Kon Philips Elec ADR Common 50047220 38466 284932 SH SOLE 0 0 284932
Kon Philips Elec ADR Common 50047220 14446 107012 SH DEFINED 1 0 107012 0
Kon Philips Elec ADR Common 50047220 943 6992 SH DEFINED 1 0 6992 0
Kopin Corp Common 50060010 9358 222800 SH SOLE 222800 0 0
Kopin Corp Common 50060010 3940 93800 SH DEFINED 1 0 93800 0
Korea Elec Pwr ADR Common 50063110 2345 140000 SH SOLE 140000 0 0
Korea Elec Pwr ADR Common 50063110 126 7500 SH SOLE 0 0 7500
Korea Elec Pwr ADR Common 50063110 5556 331710 SH DEFINED 1 0 331710 0
Korea Telecom ADR Common 50063P10 22635 302955 SH SOLE 302955 0 0
Korea Telecom ADR Common 50063P10 3784 50620 SH SOLE 0 0 50620
Korea Telecom ADR Common 50063P10 1188 15900 SH DEFINED 1 0 15900 0
Korn/Ferry Intl Common 50064320 2183 60000 SH SOLE 60000 0 0
Kronos Inc Common 50105210 1631 27150 SH SOLE 27150 0 0
Kronos Inc Common 50105210 5045 84075 SH SOLE 0 0 84075
Kronos Inc Common 50105210 2250 37500 SH DEFINED 1 0 37500 0
Kronos Inc Common 50105210 900 15000 SH DEFINED 1 0 15000 0
Kulicke & Soffa Inds Common 50124210 11449 269000 SH SOLE 269000 0 0
LCC International A Common 50181010 4331 217200 SH SOLE 217200 0 0
LCC International A Common 50181010 897 45000 SH SOLE 0 0 45000
LCC International A Common 50181010 3395 170300 SH DEFINED 1 0 170300 0
LCC International A Common 50181010 997 50000 SH DEFINED 1 0 50000 0
LNR Property Corp Common 50194010 17889 900000 SH SOLE 900000 0 0
LNR Property Corp Common 50194010 20313 1022000 SH SOLE 0 0 1022000
LNR Property Corp Common 50194010 3971 199700 SH DEFINED 1 0 199700 0
Linc Capital Inc Common 50194210 974 205000 SH SOLE 205000 0 0
Linc Capital Inc Common 50194210 285 60000 SH SOLE 0 0 60000
Linc Capital Inc Common 50194210 1136 239000 SH DEFINED 1 0 239000 0
Linc Capital Inc Common 50194210 76 16100 SH DEFINED 1 0 16100 0
LSI Industries Inc Common 50216C10 1875 86700 SH SOLE 86700 0 0
LSI Industries Inc Common 50216C10 2812 130000 SH SOLE 0 0 130000
LSI Industries Inc Common 50216C10 22 1000 SH DEFINED 1 0 1000 0
LSI Industries Inc Common 50216C10 584 27000 SH DEFINED 1 0 27000 0
La Jolla Pharmaceut Common 50345910 1266 500000 SH DEFINED 1 0 500000 0
La-Z-Boy Inc Common 50533610 1392 82800 SH SOLE 82800 0 0
La-Z-Boy Inc Common 50533610 1407 83700 SH SOLE 0 0 83700
La-Z-Boy Inc Common 50533610 2919 173600 SH DEFINED 1 0 173600 0
Laboratorio Chil ADR Common 50540H10 9 500 SH DEFINED 1 0 500 0
Laboratory Crp of Am Common 50540R10 2909 788400 SH SOLE 788400 0 0
Laboratory Crp of Am Common 50540R10 14000 3796216 SH SOLE 0 0 3796216
Laboratory Crp of Am Common 50540R10 59 16000 SH DEFINED 1 0 16000 0
Lab Corp of Amer A Cv Pfd 50540R20 4472 64795 PRN SOLE 64795 0 0
Lab Corp of Amer A Cv Pfd 50540R20 24752 358721 PRN SOLE 0 0 358721
Lab Corp of Amer A Cv Pfd 50540R20 53 765 PRN DEFINED 1 0 765 0
Lafarge Corp Common 50586210 52993 1918300 SH SOLE 0 0 1918300
Lafarge Corp Common 50586210 33 1200 SH DEFINED 1 0 1200 0
LAM Research Corp Common 51280710 993 8900 SH SOLE 8900 0 0
LAM Research Corp Common 51280710 915 8200 SH DEFINED 1 0 8200 0
Lamar Advertising A Common 51281510 8606 142100 SH SOLE 142100 0 0
Lancaster Colony Common 51384710 20 600 SH DEFINED 1 0 600 0
Lance Inc Common 51460610 785 78400 SH SOLE 78400 0 0
Lance Inc Common 51460610 1036 103600 SH SOLE 0 0 103600
Lance Inc Common 51460610 1163 116300 SH DEFINED 1 0 116300 0
Landair Corp Common 51475710 2582 516000 SH SOLE 516000 0 0
Landair Corp Common 51475710 450 90000 SH SOLE 0 0 90000
Landauer Inc Common 51476K10 490 22400 SH DEFINED 1 0 22400 0
Landmark Systems Common 51506S10 343 32800 SH SOLE 32800 0 0
Landmark Systems Common 51506S10 555 53200 SH SOLE 0 0 53200
Landstar System Inc Common 51509810 128 3000 SH SOLE 3000 0 0
Larscom Inc A Common 51729Y10 1918 293700 SH SOLE 293700 0 0
Laser Mtge Mgmt REIT Common 51806D10 1851 455800 SH SOLE 0 0 455800
Lason Inc Common 51808R10 800 72700 SH SOLE 0 0 72700
Lattice Semicondctr Common 51841510 5927 125600 SH SOLE 125600 0 0
Lattice Semicondctr Common 51841510 7290 154700 SH SOLE 0 0 154700
Lattice Semicondctr Common 51841510 15924 337900 SH DEFINED 1 0 337900 0
Layne Christensen Co Common 52105010 313 42900 SH SOLE 42900 0 0
Layne Christensen Co Common 52105010 1637 225800 SH SOLE 0 0 225800
Learning Tree Intl Common 52201510 2128 76000 SH SOLE 76000 0 0
Learning Tree Intl Common 52201510 3612 129000 SH SOLE 0 0 129000
Learning Tree Intl Common 52201510 700 25000 SH DEFINED 1 0 25000 0
Legato Systems Inc Common 52465110 248 3600 SH SOLE 3600 0 0
Legato Systems Inc Common 52465110 2023 29400 SH DEFINED 1 0 29400 0
Leggett & Platt Common 52466010 1072 50000 SH SOLE 50000 0 0
Leggett & Platt Common 52466010 4093 190900 SH DEFINED 1 0 190900 0
Legg Mason Inc Common 52490110 58241 1606568 SH SOLE 1606568 0 0
Legg Mason Inc Common 52490110 2858 78800 SH SOLE 0 0 78800
Legg Mason Inc Common 52490110 6816 188000 SH DEFINED 1 0 188000 0
Legg Mason Inc Common 52490110 7214 199000 SH DEFINED 1 0 0 199000
LESCO Inc Common 52687210 4354 256000 SH SOLE 256000 0 0
LESCO Inc Common 52687210 3980 234100 SH SOLE 0 0 234100
LESCO Inc Common 52687210 2074 122000 SH DEFINED 1 0 122000 0
LESCO Inc Common 52687210 850 50000 SH DEFINED 1 0 50000 0
Libbey Inc Common 52989810 138 4800 SH SOLE 4800 0 0
Libbey Inc Common 52989810 2286 79500 SH DEFINED 1 0 79500 0
Liberty Ppty Tr REIT Common 53117210 24194 977600 SH SOLE 977600 0 0
Liberty Ppty Tr REIT Common 53117210 115078 4649600 SH SOLE 0 0 4649600
Liberty Ppty Tr REIT Common 53117210 4316 174400 SH DEFINED 1 0 174400 0
Liberty Ppty Tr REIT Common 53117210 2925 118200 SH DEFINED 1 0 0 118200
Lifetime Hoan Corp Common 53192610 926 176000 SH SOLE 176000 0 0
Lifetime Hoan Corp Common 53192610 630 120000 SH SOLE 0 0 120000
Lifetime Hoan Corp Common 53192610 1628 310000 SH DEFINED 1 0 310000 0
Lifetime Hoan Corp Common 53192610 683 130000 SH DEFINED 1 0 130000 0
Lifecell Corp Common 53192710 496 96600 SH SOLE 96600 0 0
Lifecell Corp Common 53192710 693 135300 SH SOLE 0 0 135300
Lifecell Corp Common 53192710 1962 382900 SH DEFINED 1 0 382900 0
Lifepoint Hospitals Common 53219L10 13650 1155118 SH SOLE 1155118 0 0
Lifepoint Hospitals Common 53219L10 33845 2865099 SH SOLE 0 0 2865099
Lifepoint Hospitals Common 53219L10 1407 119130 SH DEFINED 1 0 119130 0
Ligand Pharm Cl B Common 53220K20 1119 86900 SH SOLE 86900 0 0
Ligand Pharm Cl B Common 53220K20 1381 107275 SH SOLE 0 0 107275
Ligand Pharm Cl B Common 53220K20 7811 606652 SH DEFINED 1 0 606652 0
Lilly Eli Common 53245710 5015 75400 SH SOLE 75400 0 0
Lilly Eli Common 53245710 44601 670680 SH SOLE 0 0 670680
Lilly Eli Common 53245710 8625 129700 SH DEFINED 1 0 129700 0
Limited Inc Common 53271610 90957 2100000 SH SOLE 2100000 0 0
Lincare Holdings Inc Common 53279110 347 10000 SH SOLE 10000 0 0
Lincoln Bancorp Common 53287910 207 19700 SH SOLE 19700 0 0
Lincoln Bancorp Common 53287910 474 45100 SH SOLE 0 0 45100
Lincoln National Common 53418710 7040 176000 SH SOLE 176000 0 0
Lincoln National Common 53418710 13736 343400 SH DEFINED 1 0 343400 0
Linear Tech Corp Common 53567810 14635 204500 SH DEFINED 1 0 204500 0
Linens 'N Things Inc Common 53567910 8718 294300 SH SOLE 294300 0 0
Liposome Company Common 53631010 550 45000 SH SOLE 45000 0 0
Liposome Company Common 53631010 867 71000 SH SOLE 0 0 71000
Liposome Company Common 53631010 2404 197000 SH DEFINED 1 0 197000 0
Liqui-Box Corp Common 53631410 10 200 SH DEFINED 1 0 200 0
Lithia Motors Inc A Common 53679710 829 46400 SH SOLE 46400 0 0
Lithia Motors Inc A Common 53679710 1216 68000 SH SOLE 0 0 68000
Lithia Motors Inc A Common 53679710 243 13600 SH DEFINED 1 0 13600 0
Littelfuse Inc Common 53700810 27943 1153800 SH SOLE 1153800 0 0
Littelfuse Inc Common 53700810 3851 158700 SH SOLE 0 0 158700
Littelfuse Inc Common 53700810 5305 218600 SH DEFINED 1 0 218600 0
LoJack Corporation Common 53945110 1136 168000 SH SOLE 168000 0 0
LoJack Corporation Common 53945110 1688 250000 SH SOLE 0 0 250000
LoJack Corporation Common 53945110 405 60000 SH DEFINED 1 0 60000 0
Local Financial Corp Common 53955310 664 64000 SH SOLE 64000 0 0
Local Financial Corp Common 53955310 2729 263000 SH SOLE 0 0 263000
Local Financial Corp Common 53955310 166 16000 SH DEFINED 1 0 16000 0
Lodgenet Entmt Corp Common 54021110 17413 700000 SH SOLE 0 0 700000
Loews Cineplex Ent Common 54042310 1335 227200 SH SOLE 227200 0 0
Logansport Finl Corp Common 54120910 572 57200 SH SOLE 57200 0 0
Lone Star Stkhse Sal Common 54230710 227 25400 SH SOLE 25400 0 0
Louis Dreyfus Nat Common 54601110 1637 90300 SH SOLE 0 0 90300
Louis Dreyfus Nat Common 54601110 67 3700 SH DEFINED 1 0 3700 0
Lowe's Companies Common 54866110 114 1900 SH DEFINED 1 0 1900 0
Lubrizol Corp Common 54927110 260 8400 SH SOLE 8400 0 0
Lubrizol Corp Common 54927110 63201 2047000 SH SOLE 0 0 2047000
Lubrizol Corp Common 54927110 1964 63600 SH DEFINED 1 0 63600 0
Lucent Tech Inc Common 54946310 644021 8590821 SH SOLE 8590821 0 0
Lucent Tech Inc Common 54946310 275140 3668825 SH SOLE 0 0 3668825
Lucent Tech Inc Common 54946310 143497 1913265 SH DEFINED 1 0 1913265 0
Lucent Tech Inc Common 54946310 5070 69100 SH DEFINED 1 0 69100 0
Lunar Corp Common 55036210 1476 207000 SH SOLE 207000 0 0
Lunar Corp Common 55036210 354 49700 SH SOLE 0 0 49700
Lunar Corp Common 55036210 1605 225200 SH DEFINED 1 0 225200 0
Lunar Corp Common 55036210 478 67100 SH DEFINED 1 0 67100 0
Lydall Inc Common 55081910 3485 526000 SH SOLE 526000 0 0
Lydall Inc Common 55081910 2054 309900 SH SOLE 0 0 309900
Lyondell Chemical Co Common 55207810 55920 4385903 SH SOLE 0 0 4385903
Lyondell Chemical Co Common 55207810 22 1700 SH DEFINED 1 0 1700 0
M & T Bank Corp Common 55261F10 413 1000 SH SOLE 1000 0 0
M & T Bank Corp Common 55261F10 5385 13000 SH DEFINED 1 0 13000 0
MBIA Inc Common 55262C10 99734 1888475 SH SOLE 1888475 0 0
MBIA Inc Common 55262C10 145024 2746000 SH SOLE 0 0 2746000
MBIA Inc Common 55262C10 6739 127600 SH DEFINED 1 0 127600 0
MBNA Corp Common 55262L10 447 16425 SH SOLE 16425 0 0
MBNA Corp Common 55262L10 5243 192400 SH SOLE 0 0 192400
MBNA Corp Common 55262L10 15483 568200 SH DEFINED 1 0 568200 0
MDC Holdings Inc Common 55267610 18140 1156300 SH SOLE 0 0 1156300
MCN Energy Group Inc Common 55267J10 1188 50000 SH SOLE 50000 0 0
MCN Energy Group Inc Common 55267J10 14390 605900 SH SOLE 0 0 605900
MCI WorldCom Inc Common 55268B10 900169 16976709 SH SOLE 16976709 0 0
MCI WorldCom Inc Common 55268B10 620590 11697157 SH SOLE 0 0 11697157
MCI WorldCom Inc Common 55268B10 136001 2563039 SH DEFINED 1 0 2563039 0
MCI WorldCom Inc Common 55268B10 7465 143400 SH DEFINED 1 0 143400 0
MCI WorldCom Inc Common 55268B10 11979 225751 SH DEFINED 1 0 0 225751
MDSI Mobile Data Sol Common 55268N10 1280 49700 SH SOLE 0 0 49700
MDSI Mobile Data Sol Common 55268N10 103 4000 SH DEFINED 1 0 4000 0
MDU Resources Common 55269010 4796 239500 SH SOLE 239500 0 0
MDU Resources Common 55269010 11989 599450 SH SOLE 0 0 599450
MDU Resources Common 55269010 6811 340550 SH DEFINED 1 0 340550 0
MGC Communications Common 55276330 644 12671 SH SOLE 12671 0 0
MGC Communications Common 55276330 259 5122 SH SOLE 0 0 5122
MGC Communications Common 55276330 14 269 SH DEFINED 1 0 269 0
MGC Communications Common 55276330 41 808 SH DEFINED 1 0 0 808
MMI Companies Inc Common 55308710 1225 142000 SH SOLE 142000 0 0
MMI Companies Inc Common 55308710 966 112000 SH SOLE 0 0 112000
MMC Networks Inc Common 55308N10 382 11100 SH SOLE 11100 0 0
MPW Industrial Svcs Common 55344410 1017 128000 SH SOLE 128000 0 0
MPW Industrial Svcs Common 55344410 1429 180000 SH SOLE 0 0 180000
MRV Communications Common 55347710 2391 38000 SH SOLE 38000 0 0
MRV Communications Common 55347710 3018 48000 SH SOLE 0 0 48000
MRV Communications Common 55347710 629 10000 SH DEFINED 1 0 10000 0
MSC Indl Direct Cl A Common 55353010 17 1300 SH DEFINED 1 0 1300 0
MS Carriers Inc Common 55353310 1408 59400 SH SOLE 59400 0 0
MS Carriers Inc Common 55353310 9047 379000 SH SOLE 0 0 379000
MS Carriers Inc Common 55353310 3514 147200 SH DEFINED 1 0 147200 0
Mac-Gray Corporation Common 55415310 239 62500 SH SOLE 62500 0 0
Mac-Gray Corporation Common 55415310 757 198500 SH SOLE 0 0 198500
Mac-Gray Corporation Common 55415310 389 102000 SH DEFINED 1 0 102000 0
Mac-Gray Corporation Common 55415310 307 80400 SH DEFINED 1 0 80400 0
MacDermid Inc Common 55427310 15515 378600 SH SOLE 378600 0 0
MacDermid Inc Common 55427310 2637 64200 SH SOLE 0 0 64200
MacDermid Inc Common 55427310 2998 73000 SH DEFINED 1 0 73000 0
Macerich Co REIT Common 55438210 12885 619100 SH SOLE 0 0 619100
Mack-Cali RealtyREIT Common 55448910 521 20000 SH SOLE 20000 0 0
Macromedia Inc Common 55610010 37308 510300 SH SOLE 510300 0 0
Macromedia Inc Common 55610010 2224 30400 SH SOLE 0 0 30400
Macromedia Inc Common 55610010 9265 126700 SH DEFINED 1 0 126700 0
Madden Steven Ltd Common 55626910 3015 158200 SH SOLE 158200 0 0
Madden Steven Ltd Common 55626910 5563 291800 SH DEFINED 1 0 291800 0
Magainin Pharm Inc Common 55903610 1151 635000 SH SOLE 635000 0 0
Magainin Pharm Inc Common 55903610 2837 1564800 SH SOLE 0 0 1564800
Magainin Pharm Inc Common 55903610 2686 1481600 SH DEFINED 1 0 1481600 0
Magellan Health Svcs Common 55907910 7165 1135000 SH SOLE 1135000 0 0
Matav RT ADR Common 55977610 7200 200000 SH SOLE 200000 0 0
Matav RT ADR Common 55977610 1195 33200 SH SOLE 0 0 33200
Matav RT ADR Common 55977610 3747 104100 SH DEFINED 1 0 104100 0
Maker Communications Common 56087510 11123 260200 SH SOLE 260200 0 0
Mallinckrodt Inc Common 56123210 6270 196870 SH SOLE 196870 0 0
Mallinckrodt Inc Common 56123210 59920 1883530 SH SOLE 0 0 1883530
Mallinckrodt Inc Common 56123210 15144 476000 SH DEFINED 1 0 476000 0
Mallon Resources Common 56124020 1764 297100 SH SOLE 297100 0 0
Mallon Resources Common 56124020 2600 437900 SH SOLE 0 0 437900
Manitowoc Common 56357110 326 9600 SH SOLE 9600 0 0
Manor Care Inc Common 56405510 4800 300000 SH SOLE 0 0 300000
Manpower Inc Common 56418H10 171748 4563900 SH SOLE 4563900 0 0
Manpower Inc Common 56418H10 53853 1431300 SH SOLE 0 0 1431300
Manpower Inc Common 56418H10 41625 1106300 SH DEFINED 1 0 1106300 0
Manugustics Group Common 56501110 18095 560000 SH SOLE 560000 0 0
Manugustics Group Common 56501110 4039 125000 SH SOLE 0 0 125000
Manulife Financial Common 56501R10 2497 196800 SH SOLE 196800 0 0
Manulife Financial Common 56501R10 307 25000 SH SOLE 0 0 25000
Manulife Financial Common 56501R10 277 21800 SH DEFINED 1 0 21800 0
Marimba Inc Common 56781Q10 1843 40000 SH SOLE 40000 0 0
Marine Drilling Co Common 56824020 16261 724600 SH SOLE 724600 0 0
Marine Drilling Co Common 56824020 6732 300000 SH SOLE 0 0 300000
Marine Drilling Co Common 56824020 2805 125000 SH DEFINED 1 0 125000 0
Marine Drilling Co Common 56824020 1302 58000 SH DEFINED 1 0 58000 0
MarkWest Hydrocarbon Common 57076210 1795 276000 SH SOLE 276000 0 0
MarkWest Hydrocarbon Common 57076210 585 90000 SH SOLE 0 0 90000
MarkWest Hydrocarbon Common 57076210 1627 250200 SH DEFINED 1 0 250200 0
MarkWest Hydrocarbon Common 57076210 651 100000 SH DEFINED 1 0 100000 0
Marsh & McLennan Common 57174810 902896 9440099 SH SOLE 9440099 0 0
Marsh & McLennan Common 57174810 654415 6839660 SH SOLE 0 0 6839660
Marsh & McLennan Common 57174810 67497 705390 SH DEFINED 1 0 705390 0
Marsh & McLennan Common 57174810 5336 57000 SH DEFINED 1 0 57000 0
Marsh & McLennan Common 57174810 13880 145050 SH DEFINED 1 0 0 145050
Mascotech Inc Common 57467010 43 3400 SH SOLE 3400 0 0
Mascotech Inc Common 57467010 1403 110600 SH DEFINED 1 0 110600 0
Matria Healthcare Common 57681710 8353 2025000 SH SOLE 0 0 2025000
Matsushita Elec ADR Common 57687920 447 1600 SH SOLE 1600 0 0
Mattel Inc Common 57708110 35567 2713600 SH SOLE 2713600 0 0
Mattel Inc Common 57708110 21239 1618600 SH SOLE 0 0 1618600
Mattel Inc Common 57708110 9796 746300 SH DEFINED 1 0 746300 0
Mattel Inc Common 57708110 5316 405000 SH DEFINED 1 0 0 405000
Maxtor Corp Common 57772920 46711 6442300 SH SOLE 6442300 0 0
Maxtor Corp Common 57772920 10678 1472800 SH SOLE 0 0 1472800
Maxtor Corp Common 57772920 8586 1184300 SH DEFINED 1 0 1184300 0
Maxim Group Inc Common 57772J10 3024 562300 SH SOLE 562300 0 0
Maxim Group Inc Common 57772J10 2682 499000 SH SOLE 0 0 499000
Maxim Group Inc Common 57772J10 1452 270000 SH DEFINED 1 0 270000 0
Maxim Group Inc Common 57772J10 581 108000 SH DEFINED 1 0 108000 0
Maxim Integrated Prd Common 57772K10 18092 383400 SH SOLE 0 0 383400
Maxim Integrated Prd Common 57772K10 1557 33000 SH DEFINED 1 0 33000 0
May Dept Stores Co Common 57777810 75828 2351350 SH SOLE 2351350 0 0
May Dept Stores Co Common 57777810 307509 9535900 SH SOLE 0 0 9535900
May Dept Stores Co Common 57777810 26148 810800 SH DEFINED 1 0 810800 0
May Dept Stores Co Common 57777810 4047 125500 SH DEFINED 1 0 125500 0
McClatchy Company A Common 57948910 9101 210400 SH SOLE 210400 0 0
McClatchy Company A Common 57948910 26486 612400 SH SOLE 0 0 612400
McClatchy Company A Common 57948910 15212 351700 SH DEFINED 1 0 351700 0
McCormick & Co NonVt Common 57978020 54296 1825000 SH SOLE 1825000 0 0
McCormick & Co NonVt Common 57978020 161 5400 SH SOLE 0 0 5400
McCormick & Co NonVt Common 57978020 11317 380400 SH DEFINED 1 0 380400 0
McCormick & Co NonVt Common 57978020 8104 272400 SH DEFINED 1 0 0 272400
McDermott Intl Inc Common 58003710 13137 1450600 SH SOLE 1450600 0 0
McDermott Intl Inc Common 58003710 11639 1284200 SH SOLE 0 0 1284200
McDermott Intl Inc Common 58003710 4601 507700 SH DEFINED 1 0 507700 0
McDonald's Corp Common 58013510 427710 10611446 SH SOLE 10611446 0 0
McDonald's Corp Common 58013510 107152 2658065 SH SOLE 0 0 2658065
McDonald's Corp Common 58013510 25980 644450 SH DEFINED 1 0 644450 0
McDonald's Corp Common 58013510 2740 69300 SH DEFINED 1 0 69300 0
McDonald's Corp Common 58013510 6124 151900 SH DEFINED 1 0 0 151900
McGraw-Hill Cos Inc Common 58064510 4733 76800 SH SOLE 76800 0 0
McGraw-Hill Cos Inc Common 58064510 86 1400 SH DEFINED 1 0 1400 0
McKesson HBOC Inc Common 58155Q10 112424 4995900 SH SOLE 4995900 0 0
McKesson HBOC Inc Common 58155Q10 366072 16269850 SH SOLE 0 0 16269850
McKesson HBOC Inc Common 58155Q10 2313 102800 SH DEFINED 1 0 102800 0
McLeodUSA Inc A Common 58226610 88007 1494400 SH SOLE 1494400 0 0
McLeodUSA Inc A Common 58226610 72257 1227300 SH SOLE 0 0 1227300
McLeodUSA Inc A Common 58226610 16513 280480 SH DEFINED 1 0 280480 0
Mead Corp Common 58283410 374 8600 SH SOLE 8600 0 0
Mechanical Dynamics Common 58352110 2206 430000 SH SOLE 430000 0 0
Mechanical Dynamics Common 58352110 718 140000 SH SOLE 0 0 140000
Mechanical Dynamics Common 58352110 179 35000 SH DEFINED 1 0 35000 0
Medarex Inc Common 58391610 451 12100 SH SOLE 12100 0 0
Medarex Inc Common 58391610 823 22100 SH SOLE 0 0 22100
Medarex Inc Common 58391610 2880 77300 SH DEFINED 1 0 77300 0
Medeva PLC ADR Common 58410H20 5421 504200 SH SOLE 504200 0 0
Medeva PLC ADR Common 58410H20 219 20400 SH SOLE 0 0 20400
Medeva PLC ADR Common 58410H20 33 3100 SH DEFINED 1 0 3100 0
Medford Bancorp Inc Common 58413110 474 28500 SH SOLE 28500 0 0
Medford Bancorp Inc Common 58413110 1962 118000 SH SOLE 0 0 118000
MediaOne Group Inc Common 58440J10 66621 867300 SH SOLE 867300 0 0
MediaOne Group Inc Common 58440J10 32952 429000 SH SOLE 0 0 429000
MediaOne Group Inc Common 58440J10 3702 48200 SH DEFINED 1 0 48200 0
Medical Assurance Common 58449U10 1017 48000 SH SOLE 48000 0 0
MedicaLogic Inc Common 58464210 136 6500 SH SOLE 6500 0 0
MedicaLogic Inc Common 58464210 154 7300 SH SOLE 0 0 7300
MedicaLogic Inc Common 58464210 173 8200 SH DEFINED 1 0 8200 0
Medicis Pharm Cl A Common 58469030 4256 100000 SH SOLE 0 0 100000
Medquist Inc Common 58494910 176 6800 SH SOLE 6800 0 0
Medtronic Inc Common 58505510 422 11600 SH SOLE 11600 0 0
Medtronic Inc Common 58505510 15591 427872 SH SOLE 0 0 427872
Mercantile Bankshrs Common 58740510 25590 802300 SH SOLE 802300 0 0
Mercantile Bankshrs Common 58740510 2910 91150 SH SOLE 0 0 91150
Mercantile Bankshrs Common 58740510 2815 88150 SH DEFINED 1 0 88150 0
Mercantile Bankshrs Common 58740510 4484 140400 SH DEFINED 1 0 0 140400
Merchants Bancshares Common 58844810 966 45200 SH SOLE 45200 0 0
Merchants Bancshares Common 58844810 1064 49800 SH SOLE 0 0 49800
Merchants Bancshares Common 58844810 561 26200 SH DEFINED 1 0 26200 0
Merchants Bancshares Common 58844810 578 27000 SH DEFINED 1 0 27000 0
Merck & Co Common 58933110 453770 6754883 SH SOLE 6754883 0 0
Merck & Co Common 58933110 286970 4271286 SH SOLE 0 0 4271286
Merck & Co Common 58933110 61790 919660 SH DEFINED 1 0 919660 0
Merck & Co Common 58933110 2942 44700 SH DEFINED 1 0 44700 0
Mercury Interactive Common 58940510 993 9200 SH SOLE 9200 0 0
Mercury Interactive Common 58940510 8236 76300 SH DEFINED 1 0 76300 0
Meristar Hotels Common 58998810 3055 857400 SH SOLE 857400 0 0
Meristar Hotels Common 58998810 3201 898400 SH SOLE 0 0 898400
Meristar Hotels Common 58998810 1028 288400 SH DEFINED 1 0 288400 0
Meritor Automotive Common 59000G10 1395 71900 SH SOLE 71900 0 0
Meritor Automotive Common 59000G10 1680 86700 SH SOLE 0 0 86700
Meritor Automotive Common 59000G10 2686 138600 SH DEFINED 1 0 138600 0
Meritage Corp Common 59001A10 1392 128000 SH SOLE 128000 0 0
Meritage Corp Common 59001A10 392 36000 SH SOLE 0 0 36000
Meritage Corp Common 59001A10 1522 140000 SH DEFINED 1 0 140000 0
Merrill Lynch & Co Common 59018810 314024 3769894 SH SOLE 3769894 0 0
Merrill Lynch & Co Common 59018810 104111 1250062 SH SOLE 0 0 1250062
Merrill Lynch & Co Common 59018810 19779 237400 SH DEFINED 1 0 237400 0
Merrill Lynch & Co Common 59018810 1880 23000 SH DEFINED 1 0 23000 0
Mesa Air Group Inc Common 59047910 827 173900 SH SOLE 173900 0 0
Mesa Air Group Inc Common 59047910 5850 1231700 SH SOLE 0 0 1231700
Mesa Air Group Inc Common 59047910 3589 755500 SH DEFINED 1 0 755500 0
Mesaba Holdings Inc Common 59066B10 10629 931200 SH SOLE 931200 0 0
Mesaba Holdings Inc Common 59066B10 9421 823800 SH SOLE 0 0 823800
Mesaba Holdings Inc Common 59066B10 4908 429100 SH DEFINED 1 0 429100 0
Mesaba Holdings Inc Common 59066B10 2611 228300 SH DEFINED 1 0 0 228300
Met-Pro Corp Common 59087630 787 78700 SH DEFINED 1 0 78700 0
Metasolv Software Common 59139310 5723 70000 SH SOLE 70000 0 0
Methode Electrs Cl A Common 59152020 77 2400 SH SOLE 2400 0 0
Metrocall Inc Common 59164710 1565 926600 SH SOLE 926600 0 0
Metrocall Inc Common 59164710 1452 860500 SH SOLE 0 0 860500
Metrocall Inc Common 59164710 771 457042 SH DEFINED 1 0 457042 0
Metrocall Inc Common 59164710 296 175400 SH DEFINED 1 0 175400 0
MetroCorp Bancshares Common 59165010 1634 198000 SH SOLE 0 0 198000
Metrologic Instrumts Common 59167610 1136 84000 SH SOLE 84000 0 0
Metrologic Instrumts Common 59167610 743 55000 SH SOLE 0 0 55000
Metrologic Instrumts Common 59167610 1990 147400 SH DEFINED 1 0 147400 0
Metrologic Instrumts Common 59167610 567 42000 SH DEFINED 1 0 42000 0
Metromedia Fiber A Common 59168910 20734 432200 SH SOLE 432200 0 0
Metromedia Fiber A Common 59168910 849 17700 SH SOLE 0 0 17700
Metromedia Fiber A Common 59168910 1994 41600 SH DEFINED 1 0 41600 0
Michaels Stores Inc Common 59408710 43 1500 SH SOLE 1500 0 0
Michaels Stores Inc Common 59408710 1243 43600 SH DEFINED 1 0 43600 0
Micrel Inc Common 59479310 2631 46200 SH SOLE 46200 0 0
Micros Systems Common 59490110 7421 100200 SH SOLE 100200 0 0
Micros Systems Common 59490110 7629 103100 SH SOLE 0 0 103100
Micros Systems Common 59490110 13342 180300 SH DEFINED 1 0 180300 0
Microsoft Corp Common 59491810 1363722 11686534 SH SOLE 11686534 0 0
Microsoft Corp Common 59491810 579157 4963128 SH SOLE 0 0 4963128
Microsoft Corp Common 59491810 419004 3588888 SH DEFINED 1 0 3588888 0
Microsoft Corp Common 59491810 12262 106620 SH DEFINED 1 0 106620 0
MicroStrategy Inc A Common 59497210 1281 6100 SH SOLE 6100 0 0
Micron Electronics Common 59510010 773 69500 SH DEFINED 1 0 69500 0
Micron Technology Common 59511210 161234 2073700 SH SOLE 2073700 0 0
Micron Technology Common 59511210 33930 436470 SH SOLE 0 0 436470
Micron Technology Common 59511210 17121 220200 SH DEFINED 1 0 220200 0
Microsemi Corp Common 59513710 3712 417900 SH SOLE 417900 0 0
Microsemi Corp Common 59513710 3394 382400 SH SOLE 0 0 382400
Microsemi Corp Common 59513710 2041 230000 SH DEFINED 1 0 230000 0
Microwave Pwr Device Common 59517M10 3311 464700 SH SOLE 464700 0 0
Microwave Pwr Device Common 59517M10 937 131600 SH SOLE 0 0 131600
Mid Atlantic Med Svc Common 59523C10 4157 500000 SH SOLE 0 0 500000
MidAmerican Energy Common 59562V10 270 8000 SH SOLE 8000 0 0
MidAmerican Energy Common 59562V10 5347 158700 SH DEFINED 1 0 158700 0
Midcoast Energy Res Common 59563W10 3518 209850 SH SOLE 209850 0 0
Midcoast Energy Res Common 59563W10 3331 198850 SH SOLE 0 0 198850
Midcoast Energy Res Common 59563W10 1993 118950 SH DEFINED 1 0 118950 0
Midcoast Energy Res Common 59563W10 587 35000 SH DEFINED 1 0 35000 0
Midway Games Inc Common 59814810 79 3300 SH SOLE 3300 0 0
Milacron Inc Common 59870910 1508 98100 SH SOLE 98100 0 0
Millennium Pharm Common 59990210 44150 361800 SH SOLE 361800 0 0
Millennium Pharm Common 59990210 21472 176001 SH SOLE 0 0 176001
Millennium Pharm Common 59990210 37014 303401 SH DEFINED 1 0 303401 0
Herman Miller Inc Common 60054410 38279 1666500 SH SOLE 1666500 0 0
Herman Miller Inc Common 60054410 4115 178900 SH SOLE 0 0 178900
Herman Miller Inc Common 60054410 4136 179800 SH DEFINED 1 0 179800 0
Minerals Tech Inc Common 60315810 43816 1095500 SH SOLE 1095500 0 0
Minerals Tech Inc Common 60315810 6389 159500 SH SOLE 0 0 159500
Minerals Tech Inc Common 60315810 14684 366500 SH DEFINED 1 0 366500 0
Minn Mining & Mfg Co Common 60405910 44524 454800 SH SOLE 454800 0 0
Minn Mining & Mfg Co Common 60405910 295220 3016300 SH SOLE 0 0 3016300
Minn Mining & Mfg Co Common 60405910 5599 57200 SH DEFINED 1 0 57200 0
Minn Mining & Mfg Co Common 60405910 5344 54600 SH DEFINED 1 0 0 54600
Minnesota Power Inc Common 60411010 3896 230000 SH SOLE 0 0 230000
Minntech Corp Common 60425810 1505 156200 SH SOLE 156200 0 0
Minntech Corp Common 60425810 674 70000 SH SOLE 0 0 70000
Minntech Corp Common 60425810 1731 179900 SH DEFINED 1 0 179900 0
Minntech Corp Common 60425810 578 60000 SH DEFINED 1 0 60000 0
Mississippi Chemical Common 60528820 10429 1685300 SH SOLE 0 0 1685300
Mitcham Inds Inc Common 60650110 2046 595000 SH SOLE 595000 0 0
Mitcham Inds Inc Common 60650110 1031 300000 SH SOLE 0 0 300000
Mobius Mgmt Solution Common 60692510 1150 144600 SH SOLE 144600 0 0
Mobius Mgmt Solution Common 60692510 1502 189200 SH SOLE 0 0 189200
Mobius Mgmt Solution Common 60692510 1437 180900 SH DEFINED 1 0 180900 0
Mohawk Industries Common 60819010 836 31700 SH SOLE 31700 0 0
Mohawk Industries Common 60819010 1123 42600 SH SOLE 0 0 42600
Mohawk Industries Common 60819010 3606 136700 SH DEFINED 1 0 136700 0
Molex Inc Non Vtg A Common 60855420 8118 179400 SH SOLE 179400 0 0
Mondavi Robert Cl A Common 60920010 642 18400 SH SOLE 18400 0 0
Mondavi Robert Cl A Common 60920010 584 16800 SH SOLE 0 0 16800
Mondavi Robert Cl A Common 60920010 629 18100 SH DEFINED 1 0 18100 0
Monro Muffler Inc Common 61023610 3076 409600 SH SOLE 409600 0 0
Monro Muffler Inc Common 61023610 385 51300 SH SOLE 0 0 51300
Monro Muffler Inc Common 61023610 631 84200 SH DEFINED 1 0 84200 0
Monsanto Co Common 61166210 116794 3295300 SH SOLE 3295300 0 0
Monsanto Co Common 61166210 390105 11009500 SH SOLE 0 0 11009500
Monsanto Co Common 61166210 61917 1747200 SH DEFINED 1 0 1747200 0
Monsanto Co Common 61166210 1006 28400 SH DEFINED 1 0 28400 0
Monsanto Co ACES Cv Pfd 61166230 4472 135000 PRN SOLE 135000 0 0
Monsanto Co ACES Cv Pfd 61166230 11474 346400 PRN SOLE 0 0 346400
Montana Power Co Common 61208510 62370 1730400 SH SOLE 1730400 0 0
Montana Power Co Common 61208510 51095 1416800 SH SOLE 0 0 1416800
Montana Power Co Common 61208510 15572 431800 SH DEFINED 1 0 431800 0
Montana Power Co Common 61208510 2229 61800 SH DEFINED 1 0 0 61800
Morgan JP & Co Common 61688010 190 1500 SH SOLE 0 0 1500
Morgan Stanley DW&Co Common 61744644 203314 1424218 SH SOLE 1424218 0 0
Morgan Stanley DW&Co Common 61744644 14322 100330 SH SOLE 0 0 100330
Morgan Stanley DW&Co Common 61744644 52832 370100 SH DEFINED 1 0 370100 0
Motorola Inc Common 62007610 697090 4735975 SH SOLE 4735975 0 0
Motorola Inc Common 62007610 805409 5470057 SH SOLE 0 0 5470057
Motorola Inc Common 62007610 145900 990825 SH DEFINED 1 0 990825 0
Motorola Inc Common 62007610 6641 45900 SH DEFINED 1 0 45900 0
Motorola Inc Common 62007610 11500 78100 SH DEFINED 1 0 0 78100
Murphy Oil Corp Common 62671710 425 7400 SH SOLE 7400 0 0
Murphy Oil Corp Common 62671710 24390 425100 SH SOLE 0 0 425100
Mylan Laboratories Common 62853010 2519 100000 SH SOLE 100000 0 0
Mylan Laboratories Common 62853010 36397 1445000 SH SOLE 0 0 1445000
Myriad Genetics Inc Common 62855J10 414 9000 SH SOLE 9000 0 0
Myriad Genetics Inc Common 62855J10 1072 23300 SH SOLE 0 0 23300
Myriad Genetics Inc Common 62855J10 3620 78700 SH DEFINED 1 0 78700 0
Mystic Finl Inc Common 62864310 1619 147200 SH SOLE 0 0 147200
NBTY Inc Common 62878210 6952 601000 SH SOLE 601000 0 0
NBTY Inc Common 62878210 6418 555000 SH SOLE 0 0 555000
NBTY Inc Common 62878210 3006 260000 SH DEFINED 1 0 260000 0
NBTY Inc Common 62878210 1272 110000 SH DEFINED 1 0 110000 0
NCO Group Inc Common 62885810 44490 1476900 SH SOLE 1476900 0 0
NCO Group Inc Common 62885810 5916 196400 SH SOLE 0 0 196400
NCO Group Inc Common 62885810 16720 555000 SH DEFINED 1 0 555000 0
NCRIC Group Inc Common 62886610 152 17600 SH SOLE 17600 0 0
NCR Corp Common 62886E10 18301 483200 SH SOLE 483200 0 0
NCR Corp Common 62886E10 0 10 SH SOLE 0 0 10
NDS Group Plc ADR Common 62889110 317 11000 SH SOLE 11000 0 0
NN Ball & Roller Inc Common 62930510 3649 503000 SH SOLE 503000 0 0
NN Ball & Roller Inc Common 62930510 3422 472000 SH SOLE 0 0 472000
NN Ball & Roller Inc Common 62930510 1740 240000 SH DEFINED 1 0 240000 0
NN Ball & Roller Inc Common 62930510 698 96150 SH DEFINED 1 0 96150 0
NPC International Common 62936030 50 6400 SH SOLE 6400 0 0
NPC International Common 62936030 1391 176700 SH DEFINED 1 0 176700 0
NPS Pharmaceuticals Common 62936P10 9037 737527 SH SOLE 737527 0 0
NPS Pharmaceuticals Common 62936P10 1967 160528 SH SOLE 0 0 160528
NPS Pharmaceuticals Common 62936P10 11209 915024 SH DEFINED 1 0 915024 0
NTL Incorporated Common 62940710 34691 278082 SH SOLE 278082 0 0
NTL Incorporated Common 62940710 21642 173480 SH SOLE 0 0 173480
NTL Incorporated Common 62940710 50 400 SH DEFINED 1 0 400 0
Nabors Industries Common 62956810 3411 110558 SH SOLE 110558 0 0
Nabors Industries Common 62956810 16252 525307 SH SOLE 0 0 525307
Nabors Industries Common 62956810 5541 179100 SH DEFINED 1 0 179100 0
National City Corp Common 63540510 16580 699900 SH SOLE 699900 0 0
National City Corp Common 63540510 169030 7135700 SH SOLE 0 0 7135700
National City Corp Common 63540510 16846 711200 SH DEFINED 1 0 711200 0
National Comm Bancrp Common 63544910 47748 2105400 SH SOLE 2105400 0 0
National Comm Bancrp Common 63544910 1788 78800 SH SOLE 0 0 78800
National Comm Bancrp Common 63544910 9123 402100 SH DEFINED 1 0 402100 0
National Fuel Gas Co Common 63618010 12290 264300 SH SOLE 264300 0 0
National Fuel Gas Co Common 63618010 34135 734100 SH SOLE 0 0 734100
National Fuel Gas Co Common 63618010 10853 233400 SH DEFINED 1 0 233400 0
National Instruments Common 63651810 2851 74900 SH SOLE 74900 0 0
National Instruments Common 63651810 536 14000 SH SOLE 0 0 14000
National Instruments Common 63651810 574 15000 SH DEFINED 1 0 15000 0
National Merc Bnc NC Cv Pfd 63691230 120 15002 PRN SOLE 15002 0 0
National Power ADR Common 63719440 3225 150000 SH SOLE 0 0 150000
National RV Holdings Common 63727710 13 700 SH DEFINED 1 0 700 0
Nationwide Hlth REIT Common 63862010 9350 680000 SH SOLE 0 0 680000
Natural Alternatives Common 63884230 1376 423000 SH SOLE 423000 0 0
Natural Alternatives Common 63884230 488 150000 SH DEFINED 1 0 150000 0
Navigators Group Inc Common 63890410 726 74500 SH SOLE 0 0 74500
Natures Sunshine Common 63902710 4073 509000 SH SOLE 509000 0 0
Natures Sunshine Common 63902710 3509 438500 SH SOLE 0 0 438500
Natures Sunshine Common 63902710 1887 235900 SH DEFINED 1 0 235900 0
Natures Sunshine Common 63902710 776 97000 SH DEFINED 1 0 97000 0
Nautica Enterprises Common 63908910 779 68700 SH SOLE 68700 0 0
Nautica Enterprises Common 63908910 735 64900 SH SOLE 0 0 64900
Nautica Enterprises Common 63908910 806 71300 SH DEFINED 1 0 71300 0
Navistar Intl Corp Common 63934E10 1555 33060 SH SOLE 33060 0 0
Navistar Intl Corp Common 63934E10 7924 168600 SH DEFINED 1 0 168600 0
Navigant Consulting Common 63935N10 252 23100 SH SOLE 23100 0 0
Navigant Consulting Common 63935N10 1801 165600 SH DEFINED 1 0 165600 0
Neiman-Marcus Grp A Common 64020420 67 2400 SH SOLE 2400 0 0
Neiman-Marcus Grp A Common 64020420 1405 50300 SH DEFINED 1 0 50300 0
Networks Assoc Inc Common 64093810 3811 142800 SH DEFINED 1 0 142800 0
Netegrity Inc Common 64110P10 6463 113500 SH SOLE 113500 0 0
Netro Corp Common 64114R10 9221 180800 SH SOLE 180800 0 0
Netro Corp Common 64114R10 638 12500 SH DEFINED 1 0 12500 0
Network Equip Tech Common 64120810 1553 131500 SH SOLE 131500 0 0
Network Equip Tech Common 64120810 386 32700 SH SOLE 0 0 32700
Network Equip Tech Common 64120810 90 7600 SH DEFINED 1 0 7600 0
Network Equip Tech Common 64120810 38 3200 SH DEFINED 1 0 3200 0
Network Appliance Common 64120L10 6404 77100 SH SOLE 77100 0 0
Network Appliance Common 64120L10 4701 56600 SH DEFINED 1 0 56600 0
Network Peripherals Common 64121R10 4754 100600 SH SOLE 100600 0 0
Neuberger Berman Inc Common 64123410 7830 314800 SH SOLE 314800 0 0
Neurogen Corp Common 64124E10 974 59000 SH SOLE 59000 0 0
Neurogen Corp Common 64124E10 1172 71000 SH SOLE 0 0 71000
Neurogen Corp Common 64124E10 8589 520500 SH DEFINED 1 0 520500 0
Neurocrine Bioscnc Common 64125C10 562 22700 SH SOLE 22700 0 0
Neurocrine Bioscnc Common 64125C10 1094 44200 SH SOLE 0 0 44200
Neurocrine Bioscnc Common 64125C10 7397 298900 SH DEFINED 1 0 298900 0
New Century Finl Crp Common 64352D10 2225 141300 SH SOLE 141300 0 0
New Century Finl Crp Common 64352D10 899 57100 SH DEFINED 1 0 57100 0
New Century Finl Crp Common 64352D10 821 52100 SH DEFINED 1 0 52100 0
NE Electric System Common 64400110 24172 467100 SH SOLE 0 0 467100
New Era of Networks Common 64431210 14288 300000 SH SOLE 300000 0 0
NY Times Class A Common 65011110 10 200 SH SOLE 200 0 0
NY Times Class A Common 65011110 5423 110400 SH DEFINED 1 0 110400 0
Newell Rubbermaid Common 65122910 20505 707000 SH SOLE 707000 0 0
Newell Rubbermaid Common 65122910 4731 163140 SH DEFINED 1 0 163140 0
Newell Rubbermaid Common 65122910 7430 256200 SH DEFINED 1 0 256200 0
Newfield Exploration Common 65129010 316 11800 SH SOLE 11800 0 0
Newfield Exploration Common 65129010 803 30000 SH SOLE 0 0 30000
Newmark Homes Corp Common 65157810 990 165000 SH SOLE 165000 0 0
Newmark Homes Corp Common 65157810 540 90000 SH SOLE 0 0 90000
Newmark Homes Corp Common 65157810 1380 230000 SH DEFINED 1 0 230000 0
Newmark Homes Corp Common 65157810 180 30000 SH DEFINED 1 0 30000 0
Newpark Resources Common 65171850 18402 3004500 SH SOLE 3004500 0 0
Newpark Resources Common 65171850 492 80300 SH SOLE 0 0 80300
Newpark Resources Common 65171850 535 87400 SH DEFINED 1 0 87400 0
News Corp Ltd ADR Common 65248770 4667 122000 SH SOLE 122000 0 0
News Corp Pfd ADR Common 65248780 30805 920000 SH SOLE 920000 0 0
News Corp Pfd ADR Common 65248780 219891 6576075 SH SOLE 0 0 6576075
News Corp Pfd ADR Common 65248780 16890 505100 SH DEFINED 1 0 505100 0
Niagara Bancorp Inc Common 65291410 4459 435000 SH SOLE 0 0 435000
NextCard Inc Common 65332K10 12194 422300 SH SOLE 422300 0 0
NextCard Inc Common 65332K10 990 34300 SH SOLE 0 0 34300
NextCard Inc Common 65332K10 1150 39800 SH DEFINED 1 0 39800 0
nFront Inc Common 65334N10 2424 121150 SH SOLE 121150 0 0
nFront Inc Common 65334N10 1682 84100 SH SOLE 0 0 84100
nFront Inc Common 65334N10 934 46700 SH DEFINED 1 0 46700 0
nFront Inc Common 65334N10 372 18600 SH DEFINED 1 0 18600 0
NICOR Inc Common 65408610 23475 722300 SH SOLE 0 0 722300
Nippon Tel & Tel ADR Common 65462410 48230 560000 SH SOLE 560000 0 0
Nippon Tel & Tel ADR Common 65462410 2153 25000 SH SOLE 0 0 25000
NiSource Inc Common 65473P10 11279 631000 SH SOLE 0 0 631000
Noble Affiliates Common 65489410 1322 61700 SH SOLE 61700 0 0
Noble Affiliates Common 65489410 3014 140600 SH DEFINED 1 0 140600 0
Nokia Corp ADR Common 65490220 570589 2986728 SH SOLE 2986728 0 0
Nokia Corp ADR Common 65490220 125018 654460 SH SOLE 0 0 654460
Nokia Corp ADR Common 65490220 128813 674190 SH DEFINED 1 0 674190 0
Noble Drilling Corp Common 65504210 23858 728300 SH SOLE 728300 0 0
Noble Drilling Corp Common 65504210 41193 1257800 SH SOLE 0 0 1257800
Noble Drilling Corp Common 65504210 27343 834900 SH DEFINED 1 0 834900 0
Nordson Corp Common 65566310 15885 329800 SH SOLE 329800 0 0
Nordson Corp Common 65566310 3735 77400 SH SOLE 0 0 77400
Nordson Corp Common 65566310 3875 80300 SH DEFINED 1 0 80300 0
Norfolk Southern Common 65584410 20188 984800 SH SOLE 984800 0 0
Norfolk Southern Common 65584410 128927 6289100 SH SOLE 0 0 6289100
Norfolk Southern Common 65584410 2846 138840 SH DEFINED 1 0 138840 0
Norfolk Southern Common 65584410 3270 159500 SH DEFINED 1 0 159500 0
Norsk Hydro AS ADR Common 65653160 15051 352500 SH SOLE 352500 0 0
Norsk Hydro AS ADR Common 65653160 181205 4238700 SH SOLE 0 0 4238700
Norsk Hydro AS ADR Common 65653160 5250 122800 SH DEFINED 1 0 122800 0
Nortel Networks Corp Common 65656910 7402 73300 SH SOLE 73300 0 0
Nortel Networks Corp Common 65656910 3714 36900 SH SOLE 0 0 36900
Nortel Networks Corp Common 65656910 35411 350600 SH DEFINED 1 0 350600 0
North Central Bancsh Common 65841810 1201 80000 SH SOLE 80000 0 0
North Central Bancsh Common 65841810 555 37000 SH SOLE 0 0 37000
North Central Bancsh Common 65841810 1268 84500 SH DEFINED 1 0 84500 0
North Central Bancsh Common 65841810 363 24200 SH DEFINED 1 0 24200 0
Northeast PA Finl Common 66390510 3428 342800 SH SOLE 0 0 342800
Northeast Utilities Common 66439710 4113 200000 SH SOLE 200000 0 0
Northeast Utilities Common 66439710 15422 750000 SH SOLE 0 0 750000
Northrim Bank Alaska Common 66676410 1560 157000 SH SOLE 157000 0 0
Northrim Bank Alaska Common 66676410 1053 106000 SH SOLE 0 0 106000
Northrim Bank Alaska Common 66676410 616 62000 SH DEFINED 1 0 62000 0
Northrop Grumman Crp Common 66680710 54835 1014300 SH SOLE 1014300 0 0
Northrop Grumman Crp Common 66680710 193880 3586160 SH SOLE 0 0 3586160
Northrop Grumman Crp Common 66680710 4736 87600 SH DEFINED 1 0 87600 0
Northrop Grumman Crp Common 66680710 2779 51400 SH DEFINED 1 0 0 51400
Northwest Pipe Co Common 66774610 1870 133500 SH SOLE 133500 0 0
Northwest Pipe Co Common 66774610 784 56000 SH SOLE 0 0 56000
Northwest Pipe Co Common 66774610 448 32000 SH DEFINED 1 0 32000 0
Northwestern Corp Common 66807410 2859 129800 SH SOLE 129800 0 0
Northwestern Corp Common 66807410 3683 167400 SH SOLE 0 0 167400
Northwestern Corp Common 66807410 4072 185100 SH DEFINED 1 0 185100 0
Nova Corp Common 66978410 17934 569400 SH SOLE 569400 0 0
Nova Corp Common 66978410 2664 84400 SH SOLE 0 0 84400
Nova Corp Common 66978410 3150 99800 SH DEFINED 1 0 99800 0
Novadigm Inc Common 66993710 2849 137300 SH SOLE 137300 0 0
Novadigm Inc Common 66993710 4079 196600 SH DEFINED 1 0 196600 0
Novellus Systems Inc Common 67000810 3532 28800 SH SOLE 28800 0 0
Novellus Systems Inc Common 67000810 3346 27300 SH SOLE 0 0 27300
Novellus Systems Inc Common 67000810 13490 110100 SH DEFINED 1 0 110100 0
Nuevo Energy Co Common 67050910 2813 150000 SH SOLE 150000 0 0
Nuevo Energy Co Common 67050910 1313 70000 SH SOLE 0 0 70000
Nuevo Grupo V ADR Common 67051210 2205 147600 SH DEFINED 1 0 147600 0
Numac Energy Inc Common 67052A10 483 137900 SH SOLE 0 0 137900
Numac Energy Inc Common 67052A10 1181 337400 SH DEFINED 1 0 337400 0
Numac Energy Inc Common 67052A10 433 123800 SH DEFINED 1 0 123800 0
Nutraceutical Intl Common 67060Y10 1215 347100 SH SOLE 0 0 347100
Nutraceutical Intl Common 67060Y10 220 62900 SH DEFINED 1 0 62900 0
NVIDIA Corp Common 67066G10 8195 174500 SH SOLE 174500 0 0
NVIDIA Corp Common 67066G10 14696 313100 SH SOLE 0 0 313100
NVIDIA Corp Common 67066G10 8924 190100 SH DEFINED 1 0 190100 0
O'Charleys Inc Common 67082310 3667 279200 SH SOLE 279200 0 0
O'Charleys Inc Common 67082310 3230 246100 SH SOLE 0 0 246100
O'Charleys Inc Common 67082310 1581 120500 SH DEFINED 1 0 120500 0
O'Charleys Inc Common 67082310 534 40700 SH DEFINED 1 0 40700 0
OM Group Inc Common 67087210 10 300 SH DEFINED 1 0 300 0
OSI Pharmaceuticals Common 67104010 159 20000 SH SOLE 20000 0 0
OSI Systems Inc Common 67104410 2867 521000 SH SOLE 521000 0 0
OSI Systems Inc Common 67104410 440 80000 SH SOLE 0 0 80000
OSI Systems Inc Common 67104410 176 32000 SH DEFINED 1 0 32000 0
OYO Geospace Corp Common 67107410 1432 139700 SH SOLE 139700 0 0
OYO Geospace Corp Common 67107410 608 59300 SH SOLE 0 0 59300
Obie Media Corp Common 67439110 2424 208310 SH SOLE 208310 0 0
Obie Media Corp Common 67439110 752 64700 SH DEFINED 1 0 64700 0
Object Design Inc Common 67441610 14667 1011500 SH SOLE 1011500 0 0
Object Design Inc Common 67441610 725 50000 SH DEFINED 1 0 50000 0
Occidental Petroleum Common 67459910 21625 1000000 SH SOLE 0 0 1000000
Ocean Energy Inc Common 67481E10 3651 471900 SH SOLE 471900 0 0
Ocean Energy Inc Common 67481E10 8927 1151900 SH SOLE 0 0 1151900
Ocean Energy Inc Common 67481E10 4556 587800 SH DEFINED 1 0 587800 0
Oceaneering Intl Common 67523210 2539 170000 SH SOLE 170000 0 0
Ocwen Financial Corp Common 67574610 1472 235000 SH SOLE 235000 0 0
Ocwen Financial Corp Common 67574610 12468 1994955 SH SOLE 0 0 1994955
Ocwen Financial Corp Common 67574610 2240 358300 SH DEFINED 1 0 358300 0
Old Kent Financial Common 67983310 4474 126468 SH SOLE 126468 0 0
Omnicare Inc Common 68190410 12000 1000000 SH SOLE 0 0 1000000
Omnicom Group Common 68191910 760 7600 SH SOLE 0 0 7600
OMNI Energy Svcs Crp Common 68210T10 799 710000 SH SOLE 710000 0 0
OMNI Energy Svcs Crp Common 68210T10 541 480000 SH SOLE 0 0 480000
One Price Clothing Common 68241110 449 175000 SH SOLE 175000 0 0
One Price Clothing Common 68241110 1538 600000 SH DEFINED 1 0 600000 0
One Price Clothing Common 68241110 192 75000 SH DEFINED 1 0 75000 0
ONEOK Inc Common 68268010 3653 145400 SH SOLE 0 0 145400
Online Res & Comm Common 68273G10 2958 177900 SH SOLE 177900 0 0
Online Res & Comm Common 68273G10 1051 63200 SH SOLE 0 0 63200
Online Res & Comm Common 68273G10 1619 97400 SH DEFINED 1 0 97400 0
Online Res & Comm Common 68273G10 694 41700 SH DEFINED 1 0 41700 0
Onyx Acceptance Corp Common 68291410 1953 306000 SH SOLE 306000 0 0
Onyx Acceptance Corp Common 68291410 1938 304000 SH SOLE 0 0 304000
Ontro Inc Common 68338010 175 77800 SH SOLE 77800 0 0
Open Market Inc Common 68370M10 8788 194500 SH SOLE 194500 0 0
Open Market Inc Common 68370M10 659 14600 SH SOLE 0 0 14600
Open Market Inc Common 68370M10 1552 34400 SH DEFINED 1 0 34400 0
Optical Coating Labs Common 68382910 414 1400 SH SOLE 1400 0 0
Oracle Corporation Common 68389X10 373524 3334300 SH SOLE 3334300 0 0
Oracle Corporation Common 68389X10 112059 1000175 SH SOLE 0 0 1000175
Oracle Corporation Common 68389X10 92374 824300 SH DEFINED 1 0 824300 0
Oracle Corporation Common 68389X10 4646 42300 SH DEFINED 1 0 42300 0
Orbital Sciences Common 68556410 4262 229500 SH SOLE 229500 0 0
Orbital Sciences Common 68556410 3744 201700 SH SOLE 0 0 201700
Orbital Sciences Common 68556410 1936 104300 SH DEFINED 1 0 104300 0
Orbital Sciences Common 68556410 837 45100 SH DEFINED 1 0 45100 0
ORBIT/FR Inc Common 68592910 1626 591200 SH DEFINED 1 0 591200 0
Oregon Trail Finl Cp Common 68593210 280 27800 SH SOLE 27800 0 0
Oregon Trail Finl Cp Common 68593210 450 44700 SH SOLE 0 0 44700
Oshkosh B'Gosh Cl A Common 68822220 4806 228000 SH SOLE 228000 0 0
Oshkosh B'Gosh Cl A Common 68822220 4235 201000 SH SOLE 0 0 201000
Oshkosh B'Gosh Cl A Common 68822220 2353 111700 SH DEFINED 1 0 111700 0
Oshkosh B'Gosh Cl A Common 68822220 948 45000 SH DEFINED 1 0 45000 0
Oshkosh Truck Corp B Common 68823920 1470 50100 SH SOLE 50100 0 0
Oshkosh Truck Corp B Common 68823920 6624 226000 SH SOLE 0 0 226000
Oshkosh Truck Corp B Common 68823920 2146 73200 SH DEFINED 1 0 73200 0
Outback Steakhouse Common 68989910 105 4000 SH SOLE 4000 0 0
Outback Steakhouse Common 68989910 1297 50000 SH SOLE 0 0 50000
Outback Steakhouse Common 68989910 4200 161900 SH DEFINED 1 0 161900 0
Owens & Minor Hldgs Common 69073210 17884 2000600 SH SOLE 2000600 0 0
Owens & Minor Hldgs Common 69073210 19004 2126100 SH SOLE 0 0 2126100
Owens & Minor Hldgs Common 69073210 3114 348400 SH DEFINED 1 0 348400 0
Oxford Industries Common 69149730 157 7900 SH SOLE 7900 0 0
Oxford Industries Common 69149730 1387 70000 SH DEFINED 1 0 70000 0
PBOC Holdings Inc Common 69316G10 1888 200000 SH SOLE 200000 0 0
PBOC Holdings Inc Common 69316G10 3688 390800 SH SOLE 0 0 390800
PCD Inc Common 69318P10 1656 245000 SH SOLE 245000 0 0
PCD Inc Common 69318P10 2363 350000 SH SOLE 0 0 350000
PCD Inc Common 69318P10 1691 250500 SH DEFINED 1 0 250500 0
PC Service Source Common 69325810 690 315000 SH SOLE 315000 0 0
PC Service Source Common 69325810 120 55000 SH DEFINED 1 0 55000 0
PC-Tel Inc Common 69325Q10 2475 47100 SH SOLE 47100 0 0
PC-Tel Inc Common 69325Q10 2195 41800 SH SOLE 0 0 41800
PC-Tel Inc Common 69325Q10 1198 22800 SH DEFINED 1 0 22800 0
PC-Tel Inc Common 69325Q10 483 9200 SH DEFINED 1 0 9200 0
Peco Energy Co Common 69330410 29205 840400 SH SOLE 840400 0 0
Peco Energy Co Common 69330410 41899 1205700 SH SOLE 0 0 1205700
Peco Energy Co Common 69330410 10064 289600 SH DEFINED 1 0 289600 0
Peco Energy Co Common 69330410 2502 72000 SH DEFINED 1 0 0 72000
PG&E Corp Common 69331C10 84 4099 SH SOLE 4099 0 0
PE-Biosystems Group Common 69332S10 51440 427561 SH SOLE 427561 0 0
PE-Biosystems Group Common 69332S10 69553 578100 SH SOLE 0 0 578100
PE-Biosystems Group Common 69332S10 5847 48600 SH DEFINED 1 0 48600 0
PE-Celera Genomics Common 69332S20 4426 29700 SH SOLE 29700 0 0
PE-Celera Genomics Common 69332S20 11995 80500 SH DEFINED 1 0 80500 0
PMC-Sierra Inc Common 69344F10 164197 1024500 SH SOLE 1024500 0 0
PMC-Sierra Inc Common 69344F10 13434 83800 SH SOLE 0 0 83800
PMC-Sierra Inc Common 69344F10 1218 7600 SH DEFINED 1 0 7600 0
PMC-Sierra Inc Common 69344F10 1601 10200 SH DEFINED 1 0 10200 0
PMR Corp Common 69345110 357 109700 SH SOLE 109700 0 0
PMR Corp Common 69345110 287 88300 SH SOLE 0 0 88300
PNC Bank Corp Common 69347510 58 1300 SH SOLE 1300 0 0
PNC Bank Corp Common 69347510 4980 111900 SH DEFINED 1 0 111900 0
PPG Industries Inc Common 69350610 126 2000 SH SOLE 2000 0 0
PPG Industries Inc Common 69350610 172896 2763555 SH SOLE 0 0 2763555
PSS World Medical Common 69366A10 8528 903500 SH SOLE 903500 0 0
PSS World Medical Common 69366A10 464 49200 SH SOLE 0 0 49200
PSS World Medical Common 69366A10 61 6500 SH DEFINED 1 0 6500 0
PACCAR Inc Common 69371810 208 4700 SH SOLE 4700 0 0
PACCAR Inc Common 69371810 3527 79600 SH DEFINED 1 0 79600 0
Pacific Century Finl Common 69405810 53017 2839260 SH SOLE 2839260 0 0
Pacific Century Finl Common 69405810 21289 1139360 SH SOLE 0 0 1139360
Pacific Century Finl Common 69405810 30112 1611280 SH DEFINED 1 0 1611280 0
Pacific Century Finl Common 69405810 16350 874900 SH DEFINED 1 0 0 874900
Pacific Crest Cap Common 69416610 2181 171000 SH SOLE 171000 0 0
Pacific Crest Cap Common 69416610 336 26300 SH SOLE 0 0 26300
Pacific Gulf REIT Common 69439610 689 34000 SH SOLE 34000 0 0
Pacific Gulf REIT Common 69439610 405 20000 SH SOLE 0 0 20000
Pacific Sunwear CA Common 69487310 28440 891650 SH SOLE 891650 0 0
Pacific Sunwear CA Common 69487310 29808 935150 SH SOLE 0 0 935150
Pacific Sunwear CA Common 69487310 18135 568950 SH DEFINED 1 0 568950 0
Pacificare Hlth Sys Common 69511210 129156 2436900 SH SOLE 0 0 2436900
Pacificare Hlth Sys Common 69511210 42 800 SH DEFINED 1 0 800 0
Packaged Ice Inc Common 69514810 2398 737000 SH SOLE 737000 0 0
Packaged Ice Inc Common 69514810 1984 610000 SH SOLE 0 0 610000
Packaged Ice Inc Common 69514810 1041 320000 SH DEFINED 1 0 320000 0
Packaged Ice Inc Common 69514810 436 134000 SH DEFINED 1 0 134000 0
Paging Network Inc Common 69554210 3215 3967900 SH SOLE 3967900 0 0
Paging Network Inc Common 69554210 2671 3284300 SH SOLE 0 0 3284300
Paging Network Inc Common 69554210 1404 1727600 SH DEFINED 1 0 1727600 0
Paging Network Inc Common 69554210 595 731600 SH DEFINED 1 0 731600 0
Pairgain Tech Inc Common 69593410 24705 1741200 SH SOLE 1741200 0 0
Pairgain Tech Inc Common 69593410 18317 1291000 SH SOLE 0 0 1291000
Pairgain Tech Inc Common 69593410 2981 210200 SH DEFINED 1 0 210200 0
Pall Corp Common 69642930 1730 80200 SH SOLE 80200 0 0
Pall Corp Common 69642930 125414 5816200 SH SOLE 0 0 5816200
Pall Corp Common 69642930 7315 339300 SH DEFINED 1 0 339300 0
Palm Harbor Homes Common 69663910 2568 142600 SH SOLE 142600 0 0
Palm Harbor Homes Common 69663910 3123 173500 SH SOLE 0 0 173500
Palm Harbor Homes Common 69663910 137 7600 SH DEFINED 1 0 7600 0
Pan Pacific Ret REIT Common 69806L10 3203 196300 SH SOLE 196300 0 0
Pan Pacific Ret REIT Common 69806L10 408 25000 SH SOLE 0 0 25000
Pan Pacific Ret REIT Common 69806L10 1473 90300 SH DEFINED 1 0 90300 0
Papa John's Intl Inc Common 69881310 8348 320300 SH SOLE 320300 0 0
Paper Warehouse Inc Common 69894110 316 219900 SH SOLE 219900 0 0
Paper Warehouse Inc Common 69894110 324 225000 SH SOLE 0 0 225000
Parametric Tech Corp Common 69917310 17345 640900 SH SOLE 640900 0 0
Parametric Tech Corp Common 69917310 2344 86600 SH SOLE 0 0 86600
Parametric Tech Corp Common 69917310 6820 252000 SH DEFINED 1 0 252000 0
Parexel Intl Corp Common 69946210 19981 1691200 SH SOLE 1691200 0 0
Parexel Intl Corp Common 69946210 19379 1640500 SH SOLE 0 0 1640500
Parexel Intl Corp Common 69946210 2427 205400 SH DEFINED 1 0 205400 0
Park Electrochemical Common 70041620 80 3000 SH SOLE 3000 0 0
Park Electrochemical Common 70041620 1607 60500 SH DEFINED 1 0 60500 0
Parker Hannifin Corp Common 70109410 1379 26900 SH SOLE 26900 0 0
Parker Hannifin Corp Common 70109410 89536 1744900 SH SOLE 0 0 1744900
Parker Hannifin Corp Common 70109410 4803 93600 SH DEFINED 1 0 93600 0
Partner Comm ADR Common 70211M10 18 700 SH DEFINED 1 0 700 0
Pathogenesis Corp Common 70321E10 1138 53000 SH SOLE 53000 0 0
Pathogenesis Corp Common 70321E10 1623 75700 SH SOLE 0 0 75700
Pathogenesis Corp Common 70321E10 1651 77000 SH DEFINED 1 0 77000 0
Patina Oil & Gas Crp Common 70322410 6462 749200 SH SOLE 749200 0 0
Patina Oil & Gas Crp Common 70322410 863 100000 SH SOLE 0 0 100000
Patina Oil & Gas Crp Common 70322410 2773 321500 SH DEFINED 1 0 321500 0
pcOrder.Com A Common 70453H10 66 1300 SH SOLE 1300 0 0
pcOrder.Com A Common 70453H10 2534 49700 SH DEFINED 1 0 49700 0
Pechiney SA A ADR Common 70515120 98812 2721128 SH SOLE 0 0 2721128
Pediatric Services Common 70532310 343 366200 SH SOLE 366200 0 0
Pediatric Services Common 70532310 57 60600 SH DEFINED 1 0 60600 0
Pediatrix Med Group Common 70532410 1375 196300 SH SOLE 196300 0 0
Pediatrix Med Group Common 70532410 2899 414100 SH SOLE 0 0 414100
Pediatrix Med Group Common 70532410 12 1700 SH DEFINED 1 0 1700 0
Pegasystems Inc Common 70557310 16885 1500800 SH SOLE 1500800 0 0
Pegasystems Inc Common 70557310 1117 99200 SH SOLE 0 0 99200
Pegasystems Inc Common 70557310 1200 106600 SH DEFINED 1 0 106600 0
Pegasus Communctns A Common 70590410 78101 803200 SH SOLE 803200 0 0
Pegasus Communctns A Common 70590410 58580 599600 SH SOLE 0 0 599600
Pegasus Communctns A Common 70590410 18738 191690 SH DEFINED 1 0 191690 0
Pegasus Systems Inc Common 70590610 53630 888900 SH SOLE 888900 0 0
Pegasus Systems Inc Common 70590610 1122 18600 SH SOLE 0 0 18600
Pegasus Systems Inc Common 70590610 7467 123800 SH DEFINED 1 0 123800 0
Penford Corporation Common 70705110 4483 259700 SH SOLE 259700 0 0
Penford Corporation Common 70705110 3820 221400 SH SOLE 0 0 221400
Penford Corporation Common 70705110 2118 122800 SH DEFINED 1 0 122800 0
Penford Corporation Common 70705110 906 52500 SH DEFINED 1 0 52500 0
Penn Treaty American Common 70787410 1633 103700 SH SOLE 103700 0 0
Penn Treaty American Common 70787410 2836 180000 SH SOLE 0 0 180000
Penn Treaty American Common 70787410 189 12000 SH DEFINED 1 0 12000 0
Penn Treaty American 707874AC 1749 2300000 PRN SOLE 2300000 0 0
Penn Treaty American 707874AC 608 800000 PRN SOLE 0 0 800000
Penn Treaty American 707874AC 1520 2000000 PRN DEFINED 1 0 2000000 0
Penn Treaty American 707874AC 570 750000 PRN DEFINED 1 0 750000 0
Pennaco Energy Inc Common 70804610 542 67800 SH SOLE 0 0 67800
Penney JC Inc Common 70816010 47927 2403800 SH SOLE 0 0 2403800
Pennfed Finl Svcs Common 70816710 2118 140000 SH SOLE 0 0 140000
Pennfed Finl Svcs Common 70816710 832 55000 SH DEFINED 1 0 55000 0
Pennsylvania REIT Common 70910210 918 63000 SH SOLE 63000 0 0
Pennsylvania REIT Common 70910210 291 20000 SH SOLE 0 0 20000
Pennsylvania REIT Common 70910210 364 25000 SH DEFINED 1 0 25000 0
Pennzoil-Quaker St Common 70932310 26369 2598500 SH SOLE 2598500 0 0
Pennzoil-Quaker St Common 70932310 19152 1880800 SH SOLE 0 0 1880800
Pennzoil-Quaker St Common 70932310 17796 1746700 SH DEFINED 1 0 1746700 0
Pennzoil-Quaker St Common 70932310 9140 897100 SH DEFINED 1 0 0 897100
Penton Media Inc Common 70966810 2515 104800 SH SOLE 104800 0 0
Peoples Bk Bridge CT Common 71019810 18913 895170 SH SOLE 895170 0 0
Peoples Bk Bridge CT Common 71019810 9694 458925 SH SOLE 0 0 458925
Peoples Bk Bridge CT Common 71019810 7516 355785 SH DEFINED 1 0 355785 0
Peoples Bk Bridge CT Common 71019810 5366 254000 SH DEFINED 1 0 0 254000
Peoples Energy Common 71103010 3279 97767 SH SOLE 97767 0 0
Peoples Energy Common 71103010 5997 179000 SH SOLE 0 0 179000
Peoples Energy Common 71103010 3950 117900 SH DEFINED 1 0 117900 0
Peoples Finl Corp OH Common 71103A10 268 34600 SH SOLE 0 0 34600
Peoples Heritge Finl Common 71114710 4670 310100 SH SOLE 310100 0 0
Peoples Heritge Finl Common 71114710 9 600 SH SOLE 0 0 600
Peoples Heritge Finl Common 71114710 829 55000 SH DEFINED 1 0 55000 0
Pepsico Inc Common 71344810 217432 6175800 SH SOLE 6175800 0 0
Pepsico Inc Common 71344810 115368 3273259 SH SOLE 0 0 3273259
Pepsico Inc Common 71344810 44813 1271300 SH DEFINED 1 0 1271300 0
Pepsico Inc Common 71344810 2938 85200 SH DEFINED 1 0 85200 0
Pepsico Inc Common 71344810 3966 112500 SH DEFINED 1 0 0 112500
Perceptron Inc Common 71361F10 1030 257000 SH SOLE 257000 0 0
Perceptron Inc Common 71361F10 1600 400000 SH SOLE 0 0 400000
Perceptron Inc Common 71361F10 411 102700 SH DEFINED 1 0 102700 0
Peregrine Sys Inc Common 71366Q10 15668 186100 SH SOLE 186100 0 0
Pericom Semiconductr Common 71383110 7019 266600 SH SOLE 266600 0 0
Pericom Semiconductr Common 71383110 6502 247100 SH SOLE 0 0 247100
Pericom Semiconductr Common 71383110 3363 127800 SH DEFINED 1 0 127800 0
Pericom Semiconductr Common 71383110 1274 48400 SH DEFINED 1 0 48400 0
Perrigo Co Common 71429010 28417 3551680 SH SOLE 3551680 0 0
Perrigo Co Common 71429010 46265 5783030 SH SOLE 0 0 5783030
Perrigo Co Common 71429010 7588 948570 SH DEFINED 1 0 948570 0
Indosat ADR Common 71568010 32 1500 SH DEFINED 1 0 1500 0
Petco Animal Supply Common 71601610 4582 307900 SH SOLE 307900 0 0
Petco Animal Supply Common 71601610 3949 265500 SH SOLE 0 0 265500
Petco Animal Supply Common 71601610 2192 147400 SH DEFINED 1 0 147400 0
Petco Animal Supply Common 71601610 840 56500 SH DEFINED 1 0 56500 0
Petro-Canada Common 71644E10 69040 4802800 SH SOLE 0 0 4802800
Petroglyph Energy Common 71649C10 843 540000 SH SOLE 540000 0 0
Pharmacyclics Inc Common 71693310 18457 447300 SH SOLE 447300 0 0
Pharmacyclics Inc Common 71693310 35068 850100 SH SOLE 0 0 850100
Pharmacyclics Inc Common 71693310 12639 306400 SH DEFINED 1 0 306400 0
Pharmacia & Upjohn Common 71694110 494367 10988077 SH SOLE 10988077 0 0
Pharmacia & Upjohn Common 71694110 1220246 27116714 SH SOLE 0 0 27116714
Pharmacia & Upjohn Common 71694110 91945 2043147 SH DEFINED 1 0 2043147 0
Pharmacia & Upjohn Common 71694110 7668 170400 SH DEFINED 1 0 170400 0
Pharmacia & Upjohn Common 71694110 6066 134800 SH DEFINED 1 0 0 134800
Pfizer Inc Common 71708110 188609 5816630 SH SOLE 5816630 0 0
Pfizer Inc Common 71708110 241033 7430610 SH SOLE 0 0 7430610
Pfizer Inc Common 71708110 42920 1323160 SH DEFINED 1 0 1323160 0
Pfizer Inc Common 71708110 2722 85900 SH DEFINED 1 0 85900 0
Pharmacopeia Inc Common 71713B10 31997 1413900 SH SOLE 1413900 0 0
Pharmacopeia Inc Common 71713B10 6123 270600 SH SOLE 0 0 270600
Pharmacopeia Inc Common 71713B10 21564 953100 SH DEFINED 1 0 953100 0
Phelps Dodge Common 71726510 12438 184600 SH SOLE 184600 0 0
Phelps Dodge Common 71726510 248553 3689100 SH SOLE 0 0 3689100
Phelps Dodge Common 71726510 67 1000 SH DEFINED 1 0 1000 0
Philip Morris Cos Common 71815410 267180 11621697 SH SOLE 11621697 0 0
Philip Morris Cos Common 71815410 204578 8896833 SH SOLE 0 0 8896833
Philip Morris Cos Common 71815410 58124 2527080 SH DEFINED 1 0 2527080 0
Philip Morris Cos Common 71815410 1072 46600 SH DEFINED 1 0 46600 0
Philip Morris Cos Common 71815410 3685 160200 SH DEFINED 1 0 0 160200
Philippine Lg Ds ADR Common 71825260 1172 45300 SH DEFINED 1 0 45300 0
Philip Long III GDS Cv Pfd 71825270 2081 43700 PRN SOLE 43700 0 0
Phillips Petroleum Common 71850710 126031 2681500 SH SOLE 0 0 2681500
Phone.com Inc Common 71920Q10 1159 10000 SH DEFINED 1 0 10000 0
Phosphate Res Ptnrs Common 71921710 53534 5386800 SH SOLE 0 0 5386800
Photronics Inc Common 71940510 12054 421000 SH SOLE 421000 0 0
Photronics Inc Common 71940510 3292 115000 SH SOLE 0 0 115000
Photronics Inc Common 71940510 200 7000 SH DEFINED 1 0 7000 0
Pierce Leahy Corp Common 72072210 13988 323400 SH SOLE 323400 0 0
Pierce Leahy Corp Common 72072210 3650 84400 SH SOLE 0 0 84400
Pierce Leahy Corp Common 72072210 1955 45200 SH DEFINED 1 0 45200 0
Pierce Leahy Corp Common 72072210 817 18900 SH DEFINED 1 0 18900 0
Piercing Pagoda Inc Common 72077310 1304 86200 SH SOLE 86200 0 0
Piercing Pagoda Inc Common 72077310 440 29100 SH SOLE 0 0 29100
Piercing Pagoda Inc Common 72077310 2077 137300 SH DEFINED 1 0 137300 0
Piercing Pagoda Inc Common 72077310 853 56400 SH DEFINED 1 0 56400 0
Pillowtex Corp Common 72150110 18 3000 SH SOLE 3000 0 0
Pilot Network Svcs Common 72159610 22601 941700 SH SOLE 941700 0 0
Pilot Network Svcs Common 72159610 720 30000 SH DEFINED 1 0 30000 0
Pinnacle Hldgs Inc Common 72346N10 4973 117400 SH SOLE 117400 0 0
Pinnacle Hldgs Inc Common 72346N10 5086 120000 SH SOLE 0 0 120000
Pinnacle West Cap Common 72348410 77188 2528157 SH SOLE 2528157 0 0
Pinnacle West Cap Common 72348410 143079 4681757 SH SOLE 0 0 4681757
Pinnacle West Cap Common 72348410 18840 616415 SH DEFINED 1 0 616415 0
Pinnacle West Cap Common 72348410 2928 95800 SH DEFINED 1 0 95800 0
Pinnacle West Cap Common 72348410 5098 166799 SH DEFINED 1 0 0 166799
Pitney Bowes Inc Common 72447910 16291 337200 SH SOLE 337200 0 0
Pitney Bowes Inc Common 72447910 23741 491400 SH SOLE 0 0 491400
Plains Resources Inc Common 72654050 875 70000 SH SOLE 0 0 70000
Plantronics Inc Common 72749310 3152 44000 SH SOLE 44000 0 0
Plantronics Inc Common 72749310 4222 59000 SH SOLE 0 0 59000
Plantronics Inc Common 72749310 21 300 SH DEFINED 1 0 300 0
Playboy Entprs Cl B Common 72811730 8023 330000 SH SOLE 0 0 330000
Plexus Corp Common 72913210 7392 168000 SH SOLE 168000 0 0
Pogo Producing Co Common 73044810 3718 182500 SH SOLE 182500 0 0
Pogo Producing Co Common 73044810 13957 685000 SH SOLE 0 0 685000
Pohang Iron&Stl ADR Common 73045010 634 18100 SH SOLE 18100 0 0
Polaris Industries Common 73106810 1443 39700 SH SOLE 39700 0 0
Polaris Industries Common 73106810 1500 41400 SH SOLE 0 0 41400
Polaris Industries Common 73106810 3382 93300 SH DEFINED 1 0 93300 0
Policy Mgmt Systems Common 73110810 13246 519200 SH SOLE 519200 0 0
Policy Mgmt Systems Common 73110810 1695 66300 SH SOLE 0 0 66300
Policy Mgmt Systems Common 73110810 1859 72700 SH DEFINED 1 0 72700 0
Polycom Inc Common 73172K10 261 4100 SH SOLE 4100 0 0
Portal Software Inc Common 73612610 175 1700 SH DEFINED 1 0 1700 0
Portugal Telecom ADS Common 73727310 45751 4207000 SH SOLE 4207000 0 0
Powergen PLC ADR Common 73890540 8049 254500 SH SOLE 0 0 254500
Powell Industries Common 73912810 1726 251000 SH SOLE 251000 0 0
Powell Industries Common 73912810 1237 180000 SH SOLE 0 0 180000
Powell Industries Common 73912810 1718 250000 SH DEFINED 1 0 250000 0
Powell Industries Common 73912810 619 90000 SH DEFINED 1 0 90000 0
Power One Inc Common 73930810 339 7400 SH SOLE 7400 0 0
Power One Inc Common 73930810 147 3200 SH SOLE 0 0 3200
Power One Inc Common 73930810 491 10700 SH DEFINED 1 0 10700 0
Powerwave Technol Common 73936310 1051 18000 SH DEFINED 1 0 18000 0
Praxair Inc Common 74005P10 196077 3898325 SH SOLE 3898325 0 0
Praxair Inc Common 74005P10 38859 772110 SH SOLE 0 0 772110
Praxair Inc Common 74005P10 8639 171700 SH DEFINED 1 0 171700 0
Praxair Inc Common 74005P10 2123 43100 SH DEFINED 1 0 43100 0
Prepaid Legal Svcs Common 74006510 43 1800 SH SOLE 1800 0 0
Prepaid Legal Svcs Common 74006510 1282 53400 SH DEFINED 1 0 53400 0
Precision Castparts Common 74018910 44426 1692440 SH SOLE 1692440 0 0
Precision Castparts Common 74018910 129 4900 SH SOLE 0 0 4900
Precision Castparts Common 74018910 1586 60460 SH DEFINED 1 0 60460 0
Precision Drilling Common 74022D10 9754 379700 SH SOLE 379700 0 0
T Rowe Price Common 74147710 4828 130700 SH DEFINED 1 0 130700 0
PrimaCom AG ADR Common 74154N10 17801 545200 SH SOLE 545200 0 0
PrimaCom AG ADR Common 74154N10 12551 384700 SH SOLE 0 0 384700
PrimaCom AG ADR Common 74154N10 9853 302000 SH DEFINED 1 0 302000 0
Primex Tech Common 74159710 9024 434900 SH SOLE 434900 0 0
Prima Energy Corp Common 74190120 2409 100000 SH SOLE 100000 0 0
Prima Energy Corp Common 74190120 873 36300 SH SOLE 0 0 36300
Prima Energy Corp Common 74190120 233 9700 SH DEFINED 1 0 9700 0
Prime Cap Corp DE Common 74191010 289 330000 SH SOLE 0 0 330000
Primus Telecomm Gp Common 74192910 56373 1473700 SH SOLE 1473700 0 0
Primus Telecomm Gp Common 74192910 11311 295700 SH SOLE 0 0 295700
Primus Telecomm Gp Common 74192910 4208 110000 SH DEFINED 1 0 110000 0
Primus Telecomm Gp Common 74192910 2100 54900 SH DEFINED 1 0 54900 0
Pride International Common 74193210 9020 616700 SH SOLE 616700 0 0
Pride International Common 74193210 4614 315500 SH DEFINED 1 0 315500 0
Pride Intl P4-24-03 741932AB 13743 40150000 PRN SOLE 40150000 0 0
Princeton Natl Bcp Common 74228210 774 69550 SH SOLE 69550 0 0
Princeton Natl Bcp Common 74228210 1097 98650 SH SOLE 0 0 98650
Princeton Natl Bcp Common 74228210 1236 111150 SH DEFINED 1 0 111150 0
Printronix Common 74257810 2789 122500 SH SOLE 122500 0 0
Printronix Common 74257810 2411 106000 SH SOLE 0 0 106000
Printronix Common 74257810 637 28000 SH DEFINED 1 0 28000 0
Procter & Gamble Co Common 74271810 439916 4015708 SH SOLE 4015708 0 0
Procter & Gamble Co Common 74271810 169341 1545990 SH SOLE 0 0 1545990
Procter & Gamble Co Common 74271810 78906 720200 SH DEFINED 1 0 720200 0
Procter & Gamble Co Common 74271810 2942 27400 SH DEFINED 1 0 27400 0
Professionals Grp Common 74295410 316 13500 SH SOLE 13500 0 0
PrivateBancorp Inc Common 74296210 1137 85000 SH SOLE 0 0 85000
Profit Recovery Grp Common 74316810 15591 586900 SH SOLE 586900 0 0
Profit Recovery Grp Common 74316810 1439 54150 SH SOLE 0 0 54150
Profit Recovery Grp Common 74316810 8759 329700 SH DEFINED 1 0 329700 0
Progress Financial Common 74326610 2640 209102 SH SOLE 0 0 209102
Prologis Trust REIT Common 74341010 3705 192500 SH SOLE 192500 0 0
Prologis Trust REIT Common 74341010 1625 84400 SH DEFINED 1 0 84400 0
Prologis Trust REIT Cv Pfd 74341030 397 16000 PRN SOLE 16000 0 0
ProMedCo Management Common 74342L10 2161 735000 SH SOLE 735000 0 0
ProMedCo Management Common 74342L10 2996 1020000 SH SOLE 0 0 1020000
ProMedCo Management Common 74342L10 617 210000 SH DEFINED 1 0 210000 0
Protocol Systems Inc Common 74371R10 1425 158300 SH SOLE 158300 0 0
Protocol Systems Inc Common 74371R10 2457 273000 SH SOLE 0 0 273000
Protocol Systems Inc Common 74371R10 944 104900 SH DEFINED 1 0 104900 0
Provident Finl Hldgs Common 74386810 5206 315500 SH SOLE 0 0 315500
Providian Finl Corp Common 74406A10 109 1200 SH SOLE 1200 0 0
Providian Finl Corp Common 74406A10 291 3200 SH DEFINED 1 0 3200 0
Public Service Co NM Common 74449910 3250 200000 SH SOLE 0 0 200000
Public Service Co NM Common 74449910 2589 159300 SH DEFINED 1 0 159300 0
Public Service Co NC Common 74451610 1270 39300 SH SOLE 0 0 39300
Public Service Entpr Common 74457310 167 4800 SH SOLE 4800 0 0
Public Service Entpr Common 74457310 9835 282500 SH DEFINED 1 0 282500 0
Quaker City Bcp Inc Common 74731K10 2042 125500 SH SOLE 125500 0 0
Quaker City Bcp Inc Common 74731K10 553 34000 SH DEFINED 1 0 34000 0
Quaker Fabric Corp Common 74739910 2084 490000 SH SOLE 490000 0 0
Quaker Fabric Corp Common 74739910 383 90000 SH SOLE 0 0 90000
Quaker Oats Company Common 74740210 85 1300 SH SOLE 1300 0 0
Quaker Oats Company Common 74740210 7022 107000 SH DEFINED 1 0 107000 0
Qualcomm Inc Common 74752510 3944 22400 SH SOLE 22400 0 0
Qualcomm Inc Common 74752510 25221 143200 SH DEFINED 1 0 143200 0
Quanta Services Inc Common 74762E10 19035 673800 SH SOLE 673800 0 0
Quantum DLT &Storage Common 74790620 880 58200 SH SOLE 58200 0 0
Quantum DLT &Storage Common 74790620 108515 7174500 SH SOLE 0 0 7174500
Quantum DLT &Storage Common 74790620 38 2500 SH DEFINED 1 0 2500 0
Quantum DLT &Storage Common 74790620 4317 285400 SH DEFINED 1 0 0 285400
Quantum Hard Disk Dr Common 74790630 4350 626700 SH SOLE 626700 0 0
Quantum Hard Disk Dr Common 74790630 28440 4099100 SH SOLE 0 0 4099100
Quantum Hard Disk Dr Common 74790630 2779 400400 SH DEFINED 1 0 400400 0
Quest Diagnostics Common 74834L10 44444 1454000 SH SOLE 1454000 0 0
Quest Diagnostics Common 74834L10 71579 2342000 SH SOLE 0 0 2342000
Quest Diagnostics Common 74834L10 144 4700 SH DEFINED 1 0 4700 0
Questar Corp Common 74835610 6375 425000 SH SOLE 425000 0 0
Questar Corp Common 74835610 30000 2000000 SH SOLE 0 0 2000000
Questar Corp Common 74835610 2447 163100 SH DEFINED 1 0 163100 0
Quest Education Corp Common 74835F10 2610 298000 SH SOLE 298000 0 0
Quest Education Corp Common 74835F10 2407 275000 SH SOLE 0 0 275000
Quest Education Corp Common 74835F10 1541 176000 SH DEFINED 1 0 176000 0
Quest Education Corp Common 74835F10 543 62000 SH DEFINED 1 0 62000 0
Quicksilver Res Inc Common 74837R10 559 127700 SH SOLE 127700 0 0
Quicksilver Res Inc Common 74837R10 1799 411100 SH SOLE 0 0 411100
Quicksilver Res Inc Common 74837R10 494 113000 SH DEFINED 1 0 113000 0
Quidel Corp Common 74838J10 255 37000 SH SOLE 37000 0 0
Quidel Corp Common 74838J10 825 120000 SH SOLE 0 0 120000
Quintiles Transnatl Common 74876710 41351 2212600 SH SOLE 2212600 0 0
Quintiles Transnatl Common 74876710 38632 2067200 SH SOLE 0 0 2067200
Quintiles Transnatl Common 74876710 106 5700 SH DEFINED 1 0 5700 0
Quorum Health Group Common 74908410 4518 485100 SH SOLE 485100 0 0
Quorum Health Group Common 74908410 20255 2175000 SH SOLE 0 0 2175000
Quorum Health Group Common 74908410 54 5800 SH DEFINED 1 0 5800 0
Quotesmith.com Inc Common 74911710 3855 340000 SH SOLE 340000 0 0
Quotesmith.com Inc Common 74911710 3221 283100 SH SOLE 0 0 283100
Quotesmith.com Inc Common 74911710 1744 153300 SH DEFINED 1 0 153300 0
Quotesmith.com Inc Common 74911710 720 63300 SH DEFINED 1 0 63300 0
Qwest Commns Intl Common 74912110 7310 170000 SH SOLE 170000 0 0
Qwest Commns Intl Common 74912110 1290 30000 SH SOLE 0 0 30000
RCM Technologies Inc Common 74936040 4731 274000 SH SOLE 274000 0 0
RCM Technologies Inc Common 74936040 4279 248000 SH SOLE 0 0 248000
RCM Technologies Inc Common 74936040 2156 125000 SH DEFINED 1 0 125000 0
RCM Technologies Inc Common 74936040 932 54000 SH DEFINED 1 0 54000 0
RCN Corporation Common 74936110 11349 234000 SH SOLE 234000 0 0
RDO Equipment Co A Common 74941310 1480 252000 SH SOLE 252000 0 0
RDO Equipment Co A Common 74941310 277 47100 SH SOLE 0 0 47100
RF Monolithics Inc Common 74955F10 1374 229000 SH SOLE 229000 0 0
RF Monolithics Inc Common 74955F10 722 120400 SH SOLE 0 0 120400
RF Monolithics Inc Common 74955F10 1265 210800 SH DEFINED 1 0 210800 0
RF Monolithics Inc Common 74955F10 120 20000 SH DEFINED 1 0 20000 0
R.H. Donnelley Corp Common 74955W30 64 3400 SH SOLE 3400 0 0
R.H. Donnelley Corp Common 74955W30 1523 80700 SH DEFINED 1 0 80700 0
RSA Security Inc Common 74971910 148 1900 SH SOLE 1900 0 0
RSA Security Inc Common 74971910 1550 20000 SH DEFINED 1 0 20000 0
RWD Technologies Inc Common 74975B10 830 80000 SH SOLE 80000 0 0
RWD Technologies Inc Common 74975B10 892 86000 SH DEFINED 1 0 86000 0
Radian Group Inc Common 75023610 96 2000 SH SOLE 2000 0 0
Radian Group Inc Common 75023610 1056 22100 SH DEFINED 1 0 22100 0
Radio One Inc Common 75040P10 8882 96400 SH SOLE 96400 0 0
Radio One Inc Common 75040P10 837 9100 SH SOLE 0 0 9100
Radio One Inc Common 75040P10 1784 19400 SH DEFINED 1 0 19400 0
Ralston Purina Common 75127730 10468 377900 SH SOLE 377900 0 0
Ralston Purina Common 75127730 4832 173500 SH SOLE 0 0 173500
Ralston Purina Common 75127730 19022 682400 SH DEFINED 1 0 682400 0
Rational Software Common 75409P20 175534 3572800 SH SOLE 3572800 0 0
Rational Software Common 75409P20 62655 1275405 SH SOLE 0 0 1275405
Rational Software Common 75409P20 32084 653100 SH DEFINED 1 0 653100 0
RAVISENT Tech Common 75444010 384 10000 SH DEFINED 1 0 10000 0
Raymond James Finl Common 75473010 16 850 SH SOLE 850 0 0
Raytel Medical Corp Common 75510710 1818 593400 SH SOLE 593400 0 0
Raytel Medical Corp Common 75510710 674 220000 SH SOLE 0 0 220000
Raytel Medical Corp Common 75510710 168 55000 SH DEFINED 1 0 55000 0
Raytheon Co A Common 75511130 76165 3069522 SH SOLE 0 0 3069522
Redback Networks Inc Common 75720910 52071 293980 SH SOLE 293980 0 0
Redback Networks Inc Common 75720910 39623 223290 SH SOLE 0 0 223290
Redback Networks Inc Common 75720910 20240 114030 SH DEFINED 1 0 114030 0
Redback Networks Inc Common 75720910 2982 16800 SH DEFINED 1 0 0 16800
Redwood Tr Inc REIT Common 75807540 568 45400 SH SOLE 45400 0 0
Reed Intl PLC ADR Common 75821287 8948 301165 SH SOLE 301165 0 0
Reed Intl PLC ADR Common 75821287 5239 175541 SH SOLE 0 0 175541
Reed Intl PLC ADR Common 75821287 4835 161810 SH DEFINED 1 0 161810 0
Regeneron Pharm Inc Common 75886F10 220 17300 SH SOLE 17300 0 0
Regeneron Pharm Inc Common 75886F10 323 25300 SH SOLE 0 0 25300
Regeneron Pharm Inc Common 75886F10 5016 393400 SH DEFINED 1 0 393400 0
Reinsurance Group Common 75935110 65720 2369719 SH SOLE 2369719 0 0
Reinsurance Group Common 75935110 16092 579842 SH SOLE 0 0 579842
Reinsurance Group Common 75935110 26531 956040 SH DEFINED 1 0 956040 0
REMEC Inc Common 75954310 4904 192200 SH SOLE 192200 0 0
REMEC Inc Common 75954310 4309 169000 SH SOLE 0 0 169000
REMEC Inc Common 75954310 2252 88300 SH DEFINED 1 0 88300 0
REMEC Inc Common 75954310 977 38300 SH DEFINED 1 0 38300 0
Remedy Corp Common 75954810 90 1900 SH SOLE 1900 0 0
RemedyTemp Inc Cl A Common 75954910 2731 143700 SH SOLE 143700 0 0
RemedyTemp Inc Cl A Common 75954910 3469 182600 SH SOLE 0 0 182600
Repligen Corp Common 75991610 938 300000 SH SOLE 300000 0 0
Repligen Corp Common 75991610 272 87000 SH SOLE 0 0 87000
Repligen Corp Common 75991610 31 10000 SH DEFINED 1 0 10000 0
Repsol SA ADR Common 76026T20 164416 7071900 SH SOLE 7071900 0 0
Repsol SA ADR Common 76026T20 262081 11272500 SH SOLE 0 0 11272500
Repsol SA ADR Common 76026T20 49663 2136055 SH DEFINED 1 0 2136055 0
Repsol SA ADR Common 76026T20 8685 373600 SH DEFINED 1 0 373600 0
Repsol SA ADR Common 76026T20 11155 479800 SH DEFINED 1 0 0 479800
Republic NY Corp Common 76071910 5256 73000 SH DEFINED 1 0 73000 0
Republic Svgs Finl Common 76075810 230 32000 SH SOLE 32000 0 0
Republic Svgs Finl Common 76075810 308 43000 SH SOLE 0 0 43000
Republic Svgs Finl Common 76075810 344 48100 SH DEFINED 1 0 48100 0
Republic Svcs Inc Common 76075910 178 12500 SH SOLE 12500 0 0
Republic Svcs Inc Common 76075910 118213 8295600 SH SOLE 0 0 8295600
Republic Svcs Inc Common 76075910 68 4800 SH DEFINED 1 0 4800 0
Republic Svcs Inc Common 76075910 933 65500 SH DEFINED 1 0 0 65500
Res-Care Inc Common 76094310 1928 151300 SH SOLE 151300 0 0
Res-Care Inc Common 76094310 383 30000 SH SOLE 0 0 30000
Res-Care Inc 760943AC 1225 1500000 PRN SOLE 1500000 0 0
Res-Care Inc 760943AC 2364 2900000 PRN SOLE 0 0 2900000
Res-Care Inc 760943AC 1630 2000000 PRN DEFINED 1 0 2000000 0
Res-Care Inc 760943AC 734 900000 PRN DEFINED 1 0 900000 0
Resource America A Common 76119520 6007 762800 SH SOLE 762800 0 0
Resource America A Common 76119520 9345 1186700 SH SOLE 0 0 1186700
Resource Asset REIT Common 76119610 3103 287000 SH SOLE 287000 0 0
Resource Asset REIT Common 76119610 530 49000 SH SOLE 0 0 49000
Resource Bancshs Mtg Common 76119710 3002 662100 SH SOLE 662100 0 0
Resource Bancshs Mtg Common 76119710 2547 562100 SH SOLE 0 0 562100
Resource Bancshs Mtg Common 76119710 1280 282600 SH DEFINED 1 0 282600 0
Resource Bancshs Mtg Common 76119710 589 130000 SH DEFINED 1 0 130000 0
Respironics Inc Common 76123010 8705 1092000 SH SOLE 1092000 0 0
Respironics Inc Common 76123010 4217 529000 SH SOLE 0 0 529000
Respironics Inc Common 76123010 2636 330800 SH DEFINED 1 0 330800 0
Respironics Inc Common 76123010 629 79000 SH DEFINED 1 0 79000 0
Rex Stores Corp Common 76162410 1755 50000 SH SOLE 50000 0 0
Rex Stores Corp Common 76162410 2112 60300 SH SOLE 0 0 60300
Rex Stores Corp Common 76162410 5272 150600 SH DEFINED 1 0 150600 0
Reynolds & Reyn Cl A Common 76169510 3857 171400 SH DEFINED 1 0 171400 0
Reynolds Metals Co Common 76176310 3831 50000 SH SOLE 50000 0 0
RJ Reynolds Tobacco Common 76182K10 116 6600 SH SOLE 6600 0 0
RJ Reynolds Tobacco Common 76182K10 3623 205533 SH DEFINED 1 0 205533 0
Rhythms NetConnectns Common 76243020 6271 202300 SH SOLE 202300 0 0
Rhythms NetConnectns Common 76243020 4340 140000 SH SOLE 0 0 140000
Rhythms NetConnectns Common 76243020 4914 158500 SH DEFINED 1 0 158500 0
Ribozyme Pharm Inc Common 76256710 147 14000 SH SOLE 14000 0 0
Ribozyme Pharm Inc Common 76256710 320 30400 SH SOLE 0 0 30400
Ribozyme Pharm Inc Common 76256710 1331 126800 SH DEFINED 1 0 126800 0
Richmond Cnty Finl Common 76455610 34 1900 SH SOLE 0 0 1900
Ritchie Bros Auction Common 76774410 12406 448200 SH SOLE 448200 0 0
Ritchie Bros Auction Common 76774410 1965 70800 SH SOLE 0 0 70800
Ritchie Bros Auction Common 76774410 2367 85300 SH DEFINED 1 0 85300 0
Rite Aid Corp Common 76775410 11125 1000000 SH SOLE 0 0 1000000
River Valley Bcp Common 76847510 568 45000 SH SOLE 0 0 45000
Riviana Foods Inc Common 76953610 18 1000 SH DEFINED 1 0 1000 0
Riviera Tool Company Common 76964810 488 126000 SH SOLE 126000 0 0
Riviera Tool Company Common 76964810 607 156711 SH DEFINED 1 0 156711 0
Robbins & Myers Inc Common 77019610 1625 71800 SH SOLE 71800 0 0
Robbins & Myers Inc Common 77019610 1827 80700 SH SOLE 0 0 80700
Robbins & Myers Inc Common 77019610 2364 104500 SH DEFINED 1 0 104500 0
Rock of Ages Corp A Common 77263210 686 150000 SH SOLE 150000 0 0
Rock of Ages Corp A Common 77263210 684 150000 SH SOLE 0 0 150000
Rock of Ages Corp A Common 77263210 1688 370000 SH DEFINED 1 0 370000 0
Rock of Ages Corp A Common 77263210 629 138000 SH DEFINED 1 0 138000 0
Rogers Communctns B Common 77510920 101086 4084300 SH SOLE 4084300 0 0
Rogers Corp Common 77513310 1479 38675 SH SOLE 38675 0 0
Rogers Corp Common 77513310 2487 65000 SH SOLE 0 0 65000
Rogers Corp Common 77513310 1568 41000 SH DEFINED 1 0 41000 0
Rogers Corp Common 77513310 536 14000 SH DEFINED 1 0 14000 0
Rohm & Haas Co Common 77537110 56 1405 SH SOLE 1405 0 0
Rohm & Haas Co Common 77537110 11393 280000 SH DEFINED 1 0 280000 0
Rollins Truck Leasng Common 77574110 3529 295650 SH DEFINED 1 0 295650 0
Roper Inds Inc New Common 77669610 560 14800 SH SOLE 14800 0 0
Roper Inds Inc New Common 77669610 1898 50200 SH DEFINED 1 0 50200 0
Ross Stores Inc Common 77829610 33 1800 SH SOLE 1800 0 0
Ross Stores Inc Common 77829610 137685 7675600 SH SOLE 0 0 7675600
Rowan Companies Inc Common 77938210 13604 628000 SH SOLE 628000 0 0
Rowan Companies Inc Common 77938210 16891 778800 SH SOLE 0 0 778800
Rowan Companies Inc Common 77938210 5324 245500 SH DEFINED 1 0 245500 0
Royal Dutch Pete NY Common 78025780 273477 4515600 SH SOLE 4515600 0 0
Royal Dutch Pete NY Common 78025780 385952 6372740 SH SOLE 0 0 6372740
Royal Dutch Pete NY Common 78025780 68781 1135700 SH DEFINED 1 0 1135700 0
Royal Dutch Pete NY Common 78025780 336 5560 SH DEFINED 1 0 5560 0
Rural Metro Common 78174810 1638 382600 SH SOLE 382600 0 0
Rural Metro Common 78174810 1840 430000 SH SOLE 0 0 430000
Rural Metro Common 78174810 1049 245000 SH DEFINED 1 0 245000 0
Rural Metro Common 78174810 449 105000 SH DEFINED 1 0 105000 0
Ryanair Holdings ADR Common 78351310 54810 995000 SH SOLE 995000 0 0
Ryanair Holdings ADR Common 78351310 20282 368200 SH SOLE 0 0 368200
Ryanair Holdings ADR Common 78351310 14272 258900 SH DEFINED 1 0 258900 0
Ryder System Inc Common 78354910 2405 98400 SH SOLE 98400 0 0
Ryerson Tull Inc Common 78375P10 12165 625846 SH SOLE 0 0 625846
Ryerson Tull Inc Common 78375P10 19 1000 SH DEFINED 1 0 1000 0
SBC Communications Common 78387G10 752604 15441812 SH SOLE 15441812 0 0
SBC Communications Common 78387G10 346068 7099569 SH SOLE 0 0 7099569
SBC Communications Common 78387G10 109235 2240693 SH DEFINED 1 0 2240693 0
SBC Communications Common 78387G10 10777 222700 SH DEFINED 1 0 222700 0
SBC Communications Common 78387G10 16938 347443 SH DEFINED 1 0 0 347443
SBA Communctns Corp Common 78388J10 8957 477600 SH SOLE 477600 0 0
SBA Communctns Corp Common 78388J10 7207 384400 SH SOLE 0 0 384400
SBA Communctns Corp Common 78388J10 4626 246700 SH DEFINED 1 0 246700 0
SBA Communctns Corp Common 78388J10 1183 63100 SH DEFINED 1 0 63100 0
SCB Computer Tech Common 78388N10 1141 365000 SH SOLE 365000 0 0
SCB Computer Tech Common 78388N10 1672 535000 SH DEFINED 1 0 535000 0
SCB Computer Tech Common 78388N10 531 170000 SH DEFINED 1 0 170000 0
SCI Systems Inc Common 78389010 567 6900 SH SOLE 6900 0 0
SCI Systems Inc Common 78389010 8293 100900 SH DEFINED 1 0 100900 0
SCP Pool Corp Common 78402810 5116 197150 SH SOLE 197150 0 0
SCP Pool Corp Common 78402810 4811 185500 SH SOLE 0 0 185500
SCP Pool Corp Common 78402810 2127 82000 SH DEFINED 1 0 82000 0
SCP Pool Corp Common 78402810 1011 39000 SH DEFINED 1 0 39000 0
SDL Inc Common 78407610 4317 19800 SH SOLE 19800 0 0
SFX Entertainment A Common 78417810 134483 3715250 SH SOLE 3715250 0 0
SFX Entertainment A Common 78417810 2530 69900 SH SOLE 0 0 69900
SFX Entertainment A Common 78417810 10234 282800 SH DEFINED 1 0 282800 0
SK Telecom Co ADR Common 78440P10 3609 94054 SH DEFINED 1 0 94054 0
SM&A Corporation Common 78443210 1783 291000 SH SOLE 291000 0 0
S3 Incorporated Common 78484910 2250 194600 SH SOLE 194600 0 0
S3 Incorporated Common 78484910 11563 1000000 SH SOLE 0 0 1000000
S3 Incorporated Common 78484910 51 4400 SH DEFINED 1 0 4400 0
Safeguard Scientific Common 78644910 1223 7500 SH DEFINED 1 0 7500 0
Safeskin Corp Common 78645410 6063 500000 SH SOLE 0 0 500000
Safety-Kleen Corp Common 78648R20 302 26725 SH SOLE 26725 0 0
Safety-Kleen Corp Common 78648R20 6051 534850 SH SOLE 0 0 534850
Safety-Kleen Corp Common 78648R20 327 28950 SH DEFINED 1 0 28950 0
Safeway Inc Common 78651420 362351 10139615 SH SOLE 10139615 0 0
Safeway Inc Common 78651420 90013 2518060 SH SOLE 0 0 2518060
Safeway Inc Common 78651420 38596 1079600 SH DEFINED 1 0 1079600 0
Safeway Inc Common 78651420 2541 72800 SH DEFINED 1 0 72800 0
Saga Communctns Cl A Common 78659810 408 20140 SH SOLE 20140 0 0
Saga Communctns Cl A Common 78659810 3765 185937 SH SOLE 0 0 185937
Saga Communctns Cl A Common 78659810 1100 54320 SH DEFINED 1 0 54320 0
St Jude Medical Inc Common 79084910 8042 262000 SH SOLE 262000 0 0
St Jude Medical Inc Common 79084910 78558 2559900 SH SOLE 0 0 2559900
St Jude Medical Inc Common 79084910 43 1400 SH DEFINED 1 0 1400 0
St Mary Land & Expl Common 79222810 243 9800 SH SOLE 9800 0 0
St Mary Land & Expl Common 79222810 1641 66300 SH SOLE 0 0 66300
St Mary Land & Expl Common 79222810 3060 123600 SH DEFINED 1 0 123600 0
St Paul Companies Common 79286010 6252 185600 SH SOLE 185600 0 0
St Paul Companies Common 79286010 10106 300000 SH SOLE 0 0 300000
St Paul Companies Common 79286010 12256 363800 SH DEFINED 1 0 363800 0
Sandisk Corp Common 80004C10 13475 140000 SH SOLE 140000 0 0
Sanmina Corp Common 80090710 7565 75750 SH SOLE 75750 0 0
Sanmina Corp Common 80090710 3995 40000 SH DEFINED 1 0 40000 0
Sangstat Med Corp Common 80100310 414 13900 SH SOLE 13900 0 0
Sangstat Med Corp Common 80100310 1044 35100 SH SOLE 0 0 35100
Sangstat Med Corp Common 80100310 2609 87700 SH DEFINED 1 0 87700 0
Santa Fe Snyder Corp Common 80218K10 59736 7467000 SH SOLE 0 0 7467000
Santa Fe Snyder Corp Common 80218K10 32 4000 SH DEFINED 1 0 4000 0
Sappi Ltd ADR Common 80306920 902 93700 SH DEFINED 1 0 93700 0
Sara Lee Corp Common 80311110 15587 706500 SH SOLE 706500 0 0
Sara Lee Corp Common 80311110 342 15500 SH SOLE 0 0 15500
Sara Lee Corp Common 80311110 16700 756900 SH DEFINED 1 0 756900 0
Sara Lee Corp Common 80311110 4671 211700 SH DEFINED 1 0 0 211700
Sauer Inc Common 80413710 3068 338400 SH SOLE 338400 0 0
Sauer Inc Common 80413710 2295 253300 SH SOLE 0 0 253300
Sauer Inc Common 80413710 589 65000 SH DEFINED 1 0 65000 0
Sawtek Inc Common 80546810 892 13400 SH SOLE 13400 0 0
Sawtek Inc Common 80546810 9266 139200 SH DEFINED 1 0 139200 0
Scana Corp Common 80589810 10856 403900 SH SOLE 403900 0 0
Scana Corp Common 80589810 27612 1027400 SH SOLE 0 0 1027400
Scana Corp Common 80589810 807 30000 SH DEFINED 1 0 30000 0
Scheid Vineyards A Common 80640310 1459 402000 SH SOLE 402000 0 0
Scheid Vineyards A Common 80640310 653 180000 SH DEFINED 1 0 180000 0
Henry Schein Inc Common 80640710 6982 524300 SH SOLE 524300 0 0
Henry Schein Inc Common 80640710 10256 770400 SH SOLE 0 0 770400
Henry Schein Inc Common 80640710 49 3700 SH DEFINED 1 0 3700 0
Schein Pharma Inc Common 80641610 6474 533900 SH SOLE 533900 0 0
Schein Pharma Inc Common 80641610 283 23300 SH SOLE 0 0 23300
Schein Pharma Inc Common 80641610 44 3600 SH DEFINED 1 0 3600 0
Schering-Plough Corp Common 80660510 1479 34900 SH SOLE 34900 0 0
Schering-Plough Corp Common 80660510 14408 340000 SH SOLE 0 0 340000
Schering-Plough Corp Common 80660510 2882 68000 SH DEFINED 1 0 68000 0
Schlumberger Ltd Common 80685710 297266 5297775 SH SOLE 5297775 0 0
Schlumberger Ltd Common 80685710 294781 5252007 SH SOLE 0 0 5252007
Schlumberger Ltd Common 80685710 20996 374100 SH DEFINED 1 0 374100 0
Schlumberger Ltd Common 80685710 2340 42800 SH DEFINED 1 0 42800 0
Schuler Homes Inc Common 80818810 1672 257000 SH SOLE 257000 0 0
Schulman A Inc Common 80819410 106 6500 SH SOLE 6500 0 0
Schweitzer-Mauduit Common 80854110 2727 202900 SH SOLE 202900 0 0
Schweitzer-Mauduit Common 80854110 2337 173800 SH SOLE 0 0 173800
Schweitzer-Mauduit Common 80854110 4529 337000 SH DEFINED 1 0 337000 0
Schweitzer-Mauduit Common 80854110 564 42000 SH DEFINED 1 0 42000 0
Scios Inc Common 80890510 94 22500 SH SOLE 22500 0 0
Scios Inc Common 80890510 2262 540250 SH SOLE 0 0 540250
Scios Inc Common 80890510 3353 800512 SH DEFINED 1 0 800512 0
Scottish Power ADR Common 81013T70 2963 105834 SH SOLE 105834 0 0
Scottish Power ADR Common 81013T70 53966 1927340 SH SOLE 0 0 1927340
Scripps EW Co Cl A Common 81105420 47805 1066510 SH SOLE 1066510 0 0
Scripps EW Co Cl A Common 81105420 36795 821090 SH SOLE 0 0 821090
Scripps EW Co Cl A Common 81105420 25148 561150 SH DEFINED 1 0 561150 0
Scripps EW Co Cl A Common 81105420 3836 85600 SH DEFINED 1 0 0 85600
Sea Containers Cl A Common 81137170 35 1300 SH DEFINED 1 0 1300 0
SeaChange Intl Inc Common 81169910 44767 1265050 SH SOLE 1265050 0 0
SeaChange Intl Inc Common 81169910 6055 171200 SH SOLE 0 0 171200
SeaChange Intl Inc Common 81169910 3514 99300 SH DEFINED 1 0 99300 0
SeaChange Intl Inc Common 81169910 1116 31550 SH DEFINED 1 0 31550 0
Seacoast Bkng FL A Common 81170710 1349 47100 SH SOLE 47100 0 0
Seacoast Bkng FL A Common 81170710 1700 59400 SH SOLE 0 0 59400
Seacoast Bkng FL A Common 81170710 1978 69100 SH DEFINED 1 0 69100 0
Seacoast Finl Svcs Common 81170Q10 3313 325000 SH SOLE 325000 0 0
Seacoast Finl Svcs Common 81170Q10 3067 301000 SH SOLE 0 0 301000
Seacoast Finl Svcs Common 81170Q10 1508 148000 SH DEFINED 1 0 148000 0
Seacoast Finl Svcs Common 81170Q10 682 67000 SH DEFINED 1 0 67000 0
Seagate Technology Common 81180410 90155 1936200 SH SOLE 1936200 0 0
Seagate Technology Common 81180410 6268 134600 SH DEFINED 1 0 134600 0
Seagram Co Ltd Common 81185010 225 5200 SH SOLE 0 0 5200
Seagram Co ACES Cv Pfd 81185020 288 6400 PRN SOLE 6400 0 0
Sealed Air Corp Common 81211K10 9327 180178 SH SOLE 180178 0 0
Sealed Air Corp Common 81211K10 18366 354470 SH SOLE 0 0 354470
Sealed Air Corp Cv Pfd 81211K20 303 6000 PRN SOLE 6000 0 0
Sears Roebuck & Co Common 81238710 93253 3070052 SH SOLE 0 0 3070052
Secure Computing Crp Common 81370510 2476 197100 SH SOLE 197100 0 0
Secure Computing Crp Common 81370510 396 31500 SH SOLE 0 0 31500
Security Cap Grp A Common 81413P10 7626 12300 SH SOLE 12300 0 0
Security Cap Grp B Common 81413P20 34656 2772150 SH SOLE 2772150 0 0
Security Cap Grp B Common 81413P20 3969 317450 SH SOLE 0 0 317450
Security Cap Grp B Common 81413P20 2719 217450 SH DEFINED 1 0 217450 0
Semtech Corp Common 81685010 5072 97200 SH SOLE 97200 0 0
Semtech Corp Common 81685010 5823 111700 SH SOLE 0 0 111700
Semtech Corp Common 81685010 18572 356300 SH DEFINED 1 0 356300 0
Sempra Energy Common 81685110 3893 224071 SH SOLE 0 0 224071
Sensormatic Electrs Common 81726510 14693 842600 SH SOLE 842600 0 0
Sensormatic Electrs Common 81726510 10179 583700 SH SOLE 0 0 583700
Servicemaster Co Common 81760N10 44148 3586350 SH SOLE 3586350 0 0
Servicemaster Co Common 81760N10 8826 716800 SH SOLE 0 0 716800
Servicemaster Co Common 81760N10 598 50000 SH DEFINED 1 0 50000 0
Shandong Huaneng ADR Common 81941910 1196 277300 SH SOLE 277300 0 0
Shared Medical Sys Common 81948610 50841 999700 SH SOLE 999700 0 0
Shared Medical Sys Common 81948610 62761 1232100 SH SOLE 0 0 1232100
Shared Medical Sys Common 81948610 7972 156500 SH DEFINED 1 0 156500 0
Shaw Industries Common 82028610 25 1600 SH DEFINED 1 0 1600 0
Shell Trans&Trdg ADR Common 82270360 48140 982300 SH SOLE 982300 0 0
Shell Trans&Trdg ADR Common 82270360 178821 3649400 SH SOLE 0 0 3649400
Shell Trans&Trdg ADR Common 82270360 6727 137300 SH DEFINED 1 0 137300 0
Shells Seafood Restr Common 82280910 146 66700 SH SOLE 66700 0 0
Shells Seafood Restr Common 82280910 158 72100 SH SOLE 0 0 72100
Sherwin-Williams Common 82434810 344 16400 SH SOLE 16400 0 0
Sherwin-Williams Common 82434810 2591 123400 SH DEFINED 1 0 123400 0
Shiloh Industries Common 82454310 1624 147600 SH SOLE 0 0 147600
Shoe Pavilion Inc Common 82489410 875 400000 SH SOLE 400000 0 0
Shopko Stores Inc Common 82491110 42 1800 SH SOLE 1800 0 0
Shopko Stores Inc Common 82491110 1047 45500 SH DEFINED 1 0 45500 0
ShowCase Corp Common 82539P10 546 94800 SH SOLE 94800 0 0
ShowCase Corp Common 82539P10 168 29100 SH DEFINED 1 0 29100 0
Siebel Systems Inc Common 82617010 9307 110800 SH SOLE 110800 0 0
Siebel Systems Inc Common 82617010 14490 172500 SH DEFINED 1 0 172500 0
Sierra Health Svcs Common 82632210 1974 295200 SH SOLE 295200 0 0
Sierra Health Svcs Common 82632210 14767 2208000 SH SOLE 0 0 2208000
Sierra Health Svcs Common 82632210 19 2800 SH DEFINED 1 0 2800 0
Sierra Pacific Res Common 82642810 1035 59484 SH SOLE 59484 0 0
Sierra Pacific Res Common 82642810 1354 77956 SH SOLE 0 0 77956
Sierra Pacific Res Common 82642810 1501 86360 SH DEFINED 1 0 86360 0
Sigma-Aldrich Corp Common 82655210 6376 212100 SH SOLE 212100 0 0
Sigma-Aldrich Corp Common 82655210 278389 9260200 SH SOLE 0 0 9260200
Sigma-Aldrich Corp Common 82655210 78 2600 SH DEFINED 1 0 2600 0
Silicon Storage Tech Common 82705710 39857 966100 SH SOLE 966100 0 0
Silicon Storage Tech Common 82705710 6432 155900 SH SOLE 0 0 155900
Silicon Storage Tech Common 82705710 7128 172800 SH DEFINED 1 0 172800 0
Silicon Valley Bcshs Common 82706410 391 7900 SH DEFINED 1 0 7900 0
Simpson Mfg Co Inc Common 82907310 26 600 SH DEFINED 1 0 600 0
SkyWest Inc Common 83087910 9690 345900 SH SOLE 345900 0 0
SkyWest Inc Common 83087910 6120 218600 SH SOLE 0 0 218600
SkyWest Inc Common 83087910 9388 335300 SH DEFINED 1 0 335300 0
SkyWest Inc Common 83087910 3349 119600 SH DEFINED 1 0 0 119600
Smith International Common 83211010 16381 329700 SH SOLE 329700 0 0
Smithkline Beech ADR Common 83237830 32069 502350 SH SOLE 502350 0 0
Smithkline Beech ADR Common 83237830 245040 3821500 SH SOLE 0 0 3821500
Smithkline Beech ADR Common 83237830 15532 242200 SH DEFINED 1 0 242200 0
Smurfit-Stone Contnr Common 83272710 118271 4826100 SH SOLE 4826100 0 0
Smurfit-Stone Contnr Common 83272710 96674 3945850 SH SOLE 0 0 3945850
Smurfit-Stone Contnr Common 83272710 12855 524700 SH DEFINED 1 0 524700 0
Smurfit-Stone Contnr Common 83272710 3778 154200 SH DEFINED 1 0 0 154200
Snyder Communctns Common 83291410 2905 150900 SH DEFINED 1 0 150900 0
Soc Quimca Y Min ADR Common 83363510 2383 75300 SH SOLE 75300 0 0
Soc Quimca Y Min ADR Common 83363510 808 25600 SH SOLE 0 0 25600
Soc Quimca Y Min ADR Common 83363510 4043 128100 SH DEFINED 1 0 128100 0
Sodexho Marriott Svc Common 83379310 237 18100 SH SOLE 18100 0 0
Sodexho Marriott Svc Common 83379310 836 64300 SH SOLE 0 0 64300
Sodexho Marriott Svc Common 83379310 341 26200 SH DEFINED 1 0 26200 0
Software.com Inc Common 83402P10 2008 20900 SH SOLE 20900 0 0
Software.com Inc Common 83402P10 2650 27600 SH SOLE 0 0 27600
Software.com Inc Common 83402P10 4128 43000 SH DEFINED 1 0 43000 0
Sola Intl Inc Common 83409210 7277 524300 SH SOLE 524300 0 0
Sola Intl Inc Common 83409210 500 36000 SH SOLE 0 0 36000
Sola Intl Inc Common 83409210 79 5700 SH DEFINED 1 0 5700 0
Solectron Corp Common 83418210 61831 650000 SH SOLE 650000 0 0
Sonic Corp Common 83545110 787 27600 SH SOLE 27600 0 0
Sonic Corp Common 83545110 647 22700 SH SOLE 0 0 22700
Sonic Corp Common 83545110 1513 53100 SH DEFINED 1 0 53100 0
Sonosite Inc Common 83568G10 6169 195066 SH SOLE 0 0 195066
Sony Corp ADR Common 83569930 311515 1093990 SH SOLE 1093990 0 0
South Jersey Finl Common 83849310 803 51400 SH SOLE 51400 0 0
South Jersey Finl Common 83849310 317 20300 SH SOLE 0 0 20300
Southern Co Common 84258710 47 2000 SH SOLE 2000 0 0
Southern Co Common 84258710 31650 1346800 SH SOLE 0 0 1346800
Southwest Airlines Common 84474110 13417 832044 SH SOLE 832044 0 0
Southwest Airlines Common 84474110 145 8950 SH SOLE 0 0 8950
Southwest Bcp Inc OK Common 84476710 30 1500 SH SOLE 1500 0 0
Southwest Bcp Inc OK Common 84476710 2800 140000 SH SOLE 0 0 140000
Spacelabs Medical Common 84624710 4685 252300 SH SOLE 252300 0 0
Spacelabs Medical Common 84624710 6055 326200 SH SOLE 0 0 326200
Spacelabs Medical Common 84624710 48 2600 SH DEFINED 1 0 2600 0
Spanish Broadcst A Common 84642588 5450 135400 SH SOLE 135400 0 0
Specialty Catalog Common 84748Q10 120 29500 SH SOLE 29500 0 0
Specialty Catalog Common 84748Q10 528 130000 SH SOLE 0 0 130000
Specialty Catalog Common 84748Q10 691 170000 SH DEFINED 1 0 170000 0
Spectra-Physics Common 84756810 3115 111200 SH SOLE 111200 0 0
Spectra-Physics Common 84756810 4368 156000 SH SOLE 0 0 156000
Spectra-Physics Common 84756810 2800 100000 SH DEFINED 1 0 100000 0
Spectrasite Holdings Common 84760T10 510 46900 SH SOLE 46900 0 0
Spectrum Control Inc Common 84761510 3169 298000 SH SOLE 298000 0 0
Spectrum Control Inc Common 84761510 1063 100000 SH SOLE 0 0 100000
Spectrum Control Inc Common 84761510 2088 196500 SH DEFINED 1 0 196500 0
Spectrum Control Inc Common 84761510 276 26000 SH DEFINED 1 0 26000 0
Speedway Motorsports Common 84778810 40810 1469450 SH SOLE 1469450 0 0
Speedway Motorsports Common 84778810 9302 334500 SH SOLE 0 0 334500
Speedway Motorsports Common 84778810 4929 177200 SH DEFINED 1 0 177200 0
Spieker Pptys REIT Common 84849710 11949 327900 SH SOLE 327900 0 0
Spieker Pptys REIT Common 84849710 122013 3348500 SH SOLE 0 0 3348500
Spieker Pptys REIT Common 84849710 2456 67400 SH DEFINED 1 0 67400 0
Spieker Pptys REIT Common 84849710 1567 43000 SH DEFINED 1 0 0 43000
Sport Supply Group Common 84891510 2943 428000 SH SOLE 428000 0 0
Sport Supply Group Common 84891510 454 66000 SH SOLE 0 0 66000
Sport Supply Group Common 84891510 1512 220000 SH DEFINED 1 0 220000 0
Sprint Corp Common 85206110 77206 1147158 SH SOLE 1147158 0 0
Sprint Corp Common 85206110 57386 852520 SH SOLE 0 0 852520
Sprint Corp Common 85206110 26868 399160 SH DEFINED 1 0 399160 0
Sprint Corp Common 85206110 12557 186550 SH DEFINED 1 0 0 186550
Sprint PCS Group Common 85206150 240928 2354530 SH SOLE 2354530 0 0
Sprint PCS Group Common 85206150 150139 1465030 SH SOLE 0 0 1465030
Sprint PCS Group Common 85206150 62540 610140 SH DEFINED 1 0 610140 0
Sprint PCS Group Common 85206150 2638 26300 SH DEFINED 1 0 26300 0
Sprint PCS Group Common 85206150 6171 60200 SH DEFINED 1 0 0 60200
Staar Surgical Co Common 85231230 3340 342300 SH SOLE 342300 0 0
Staar Surgical Co Common 85231230 2974 305000 SH SOLE 0 0 305000
Staar Surgical Co Common 85231230 1488 152600 SH DEFINED 1 0 152600 0
Staar Surgical Co Common 85231230 654 67000 SH DEFINED 1 0 67000 0
Stage Stores Inc Common 85254C10 1681 726300 SH SOLE 726300 0 0
Stage Stores Inc Common 85254C10 1712 740000 SH SOLE 0 0 740000
Stage Stores Inc Common 85254C10 874 377700 SH DEFINED 1 0 377700 0
Stage Stores Inc Common 85254C10 506 218800 SH DEFINED 1 0 218800 0
StanCorp Financial Common 85289110 9917 393700 SH SOLE 393700 0 0
StanCorp Financial Common 85289110 154 6100 SH SOLE 0 0 6100
StanCorp Financial Common 85289110 799 31700 SH DEFINED 1 0 31700 0
Standard Commercial Common 85325810 937 263000 SH SOLE 263000 0 0
Standard Commercial Common 85325810 1647 462200 SH SOLE 0 0 462200
Standard Pacific Crp Common 85375C10 42 3800 SH SOLE 3800 0 0
Standard Pacific Crp Common 85375C10 1363 123900 SH DEFINED 1 0 123900 0
Stanley Works Common 85461610 22432 744600 SH SOLE 744600 0 0
Stanley Works Common 85461610 18075 600000 SH SOLE 0 0 600000
Stanley Works Common 85461610 645 21400 SH DEFINED 1 0 21400 0
Starbucks Corp Common 85524410 5366 221300 SH SOLE 221300 0 0
Starwood Finl REIT Common 85569R10 1878 111284 SH SOLE 111284 0 0
Starwood Hot &Resort Common 85590A20 70207 2991375 SH SOLE 2991375 0 0
Starwood Hot &Resort Common 85590A20 27562 1173100 SH SOLE 0 0 1173100
Starwood Hot &Resort Common 85590A20 4700 200000 SH DEFINED 1 0 200000 0
Starwood Hot &Resort Common 85590A20 797 33899 SH DEFINED 1 0 0 33899
State Street Corp Common 85747710 338588 4635206 SH SOLE 4635206 0 0
State Street Corp Common 85747710 58006 793932 SH SOLE 0 0 793932
State Street Corp Common 85747710 1885 25800 SH DEFINED 1 0 25800 0
State Street Corp Common 85747710 2396 33500 SH DEFINED 1 0 33500 0
Station Casinos Common 85768910 12406 552900 SH SOLE 552900 0 0
Steelcase Inc A Common 85815520 5190 432500 SH SOLE 432500 0 0
Steinway Music Instr Common 85849510 2247 110900 SH SOLE 110900 0 0
Steinway Music Instr Common 85849510 389 19200 SH SOLE 0 0 19200
Steinway Music Instr Common 85849510 443 21900 SH DEFINED 1 0 21900 0
Steris Corp Common 85915210 482 46800 SH SOLE 46800 0 0
Steris Corp Common 85915210 12301 1200100 SH SOLE 0 0 1200100
Steris Corp Common 85915210 577 56300 SH DEFINED 1 0 56300 0
Sterling Commerce Common 85920510 21170 623900 SH SOLE 623900 0 0
Sterling Commerce Common 85920510 3118 91700 SH SOLE 0 0 91700
Sterling Commerce Common 85920510 3230 95000 SH DEFINED 1 0 95000 0
Sterling Finl Crp WA Common 85931910 58 5000 SH SOLE 5000 0 0
Sterling Finl Crp WA Common 85931910 1276 110900 SH SOLE 0 0 110900
Sterling Software Common 85954710 138541 4401804 SH SOLE 4401804 0 0
Sterling Software Common 85954710 71170 2259496 SH SOLE 0 0 2259496
Sterling Software Common 85954710 39182 1243920 SH DEFINED 1 0 1243920 0
Sterling Software Common 85954710 695 22100 SH DEFINED 1 0 22100 0
STET Hellas Tele ADR Common 85982310 18 600 SH DEFINED 1 0 600 0
Stewart Entprs Cl A Common 86037010 2040 428700 SH SOLE 428700 0 0
Stewart Entprs Cl A Common 86037010 295 62000 SH SOLE 0 0 62000
Stewart Entprs Cl A Common 86037010 676 142400 SH DEFINED 1 0 142400 0
Stillwater Mining Co Common 86074Q10 23100 726075 SH SOLE 726075 0 0
Stillwater Mining Co Common 86074Q10 5348 167800 SH SOLE 0 0 167800
Stillwater Mining Co Common 86074Q10 10662 334500 SH DEFINED 1 0 334500 0
Stone Energy Corp Common 86164210 3513 98600 SH SOLE 98600 0 0
Stone Energy Corp Common 86164210 1496 42000 SH DEFINED 1 0 42000 0
Storage USA REIT Common 86190710 8107 268000 SH SOLE 268000 0 0
Storage USA REIT Common 86190710 1510 49900 SH DEFINED 1 0 49900 0
Suiza Foods Corp Common 86507710 44 1100 SH DEFINED 1 0 1100 0
Sun Communities REIT Common 86667410 5688 176700 SH SOLE 176700 0 0
Sun Communities REIT Common 86667410 27073 841100 SH SOLE 0 0 841100
Sun Communities REIT Common 86667410 2234 69400 SH DEFINED 1 0 69400 0
Sun Microsystems Inc Common 86681010 704 9100 SH SOLE 9100 0 0
Sun Microsystems Inc Common 86681010 158 2036 SH SOLE 0 0 2036
Sun Microsystems Inc Common 86681010 40376 521400 SH DEFINED 1 0 521400 0
Suncor Energy Inc Common 86722910 211116 5060900 SH SOLE 5060900 0 0
Suncor Energy Inc Common 86722910 26868 644000 SH SOLE 0 0 644000
Suncor Energy Inc Common 86722910 46238 1107500 SH DEFINED 1 0 1107500 0
Suncor Energy Inc Common 86722910 11531 276200 SH DEFINED 1 0 0 276200
SunGard Data Systems Common 86736310 14630 617075 SH SOLE 617075 0 0
SunGard Data Systems Common 86736310 1808 76100 SH SOLE 0 0 76100
SunGard Data Systems Common 86736310 3270 137700 SH DEFINED 1 0 137700 0
Sunoco Inc Common 86764P10 1045 44900 SH SOLE 44900 0 0
Sunoco Inc Common 86764P10 87173 3709512 SH SOLE 0 0 3709512
Sunoco Inc Common 86764P10 1123 47800 SH DEFINED 1 0 47800 0
Sunrise Assisted Lvg Common 86768K10 3470 252200 SH SOLE 252200 0 0
Sunrise Assisted Lvg Common 86768K10 275 20000 SH SOLE 0 0 20000
Sunrise Assisted Lvg Common 86768K10 37 2700 SH DEFINED 1 0 2700 0
Sunrise Medical Inc Common 86791010 1617 261400 SH SOLE 261400 0 0
Superior Finl Corp Common 86816110 33 3000 SH SOLE 3000 0 0
Supervalu Inc Common 86853610 7612 380600 SH SOLE 380600 0 0
Supervalu Inc Common 86853610 4116 205800 SH DEFINED 1 0 205800 0
Supervalu Inc Common 86853610 500 25000 SH DEFINED 1 0 25000 0
Supreme Industries A Common 86860710 2734 441815 SH SOLE 441815 0 0
Supreme Industries A Common 86860710 889 143669 SH SOLE 0 0 143669
Supreme Industries A Common 86860710 1353 218762 SH DEFINED 1 0 218762 0
Supreme Industries A Common 86860710 537 86710 SH DEFINED 1 0 86710 0
Swift Transportation Common 87075610 14593 828275 SH SOLE 828275 0 0
Swift Transportation Common 87075610 12027 682425 SH SOLE 0 0 682425
Swift Transportation Common 87075610 9930 563425 SH DEFINED 1 0 563425 0
Swisscom AG ADR Common 87101310 5063 125000 SH SOLE 125000 0 0
Swisscom AG ADR Common 87101310 1215 30000 SH SOLE 0 0 30000
Sybase Inc Common 87113010 4130 242900 SH SOLE 242900 0 0
Symantec Corp Common 87150310 475 8100 SH SOLE 8100 0 0
Symbol Technologies Common 87150810 161651 2543700 SH SOLE 2543700 0 0
Symbol Technologies Common 87150810 3299 51900 SH SOLE 0 0 51900
Symbol Technologies Common 87150810 4201 66100 SH DEFINED 1 0 66100 0
Synaptic Pharm Corp Common 87156R10 711 105400 SH SOLE 105400 0 0
Synaptic Pharm Corp Common 87156R10 1067 158000 SH SOLE 0 0 158000
Synaptic Pharm Corp Common 87156R10 8210 1216300 SH DEFINED 1 0 1216300 0
Syncor Intl Corp DE Common 87157J10 4209 144500 SH SOLE 144500 0 0
Syncor Intl Corp DE Common 87157J10 27369 939659 SH SOLE 0 0 939659
Syncor Intl Corp DE Common 87157J10 1564 53700 SH DEFINED 1 0 53700 0
Synopsys Inc Common 87160710 36373 545600 SH SOLE 545600 0 0
Synopsys Inc Common 87160710 5031 75400 SH SOLE 0 0 75400
Synopsys Inc Common 87160710 17034 255200 SH DEFINED 1 0 255200 0
Syntroleum Corp Common 87163010 139 17000 SH SOLE 17000 0 0
Syntroleum Corp Common 87163010 44 5500 SH DEFINED 1 0 5500 0
Systems & Comp Tech Common 87187310 20495 1263600 SH SOLE 1263600 0 0
Systems & Comp Tech Common 87187310 2808 172800 SH SOLE 0 0 172800
Systems & Comp Tech Common 87187310 2923 179900 SH DEFINED 1 0 179900 0
TB Wood's Corp Common 87222610 1851 217600 SH SOLE 217600 0 0
TB Wood's Corp Common 87222610 425 50000 SH SOLE 0 0 50000
TB Wood's Corp Common 87222610 1638 192700 SH DEFINED 1 0 192700 0
TB Wood's Corp Common 87222610 546 64200 SH DEFINED 1 0 64200 0
TCF Financial Corp Common 87227510 398 16000 SH SOLE 16000 0 0
TCF Financial Corp Common 87227510 60399 2428100 SH SOLE 0 0 2428100
TCF Financial Corp Common 87227510 10174 409000 SH DEFINED 1 0 409000 0
TJX Companies Inc Common 87254010 977 47800 SH SOLE 47800 0 0
TJX Companies Inc Common 87254010 282393 13817100 SH SOLE 0 0 13817100
TJX Companies Inc Common 87254010 1737 85000 SH DEFINED 1 0 85000 0
TNP Enterprises Inc Common 87259410 3606 87300 SH SOLE 87300 0 0
TNP Enterprises Inc Common 87259410 4360 105700 SH SOLE 0 0 105700
TNP Enterprises Inc Common 87259410 9721 235650 SH DEFINED 1 0 235650 0
TRW Inc Common 87264910 19182 369200 SH SOLE 369200 0 0
TRW Inc Common 87264910 7801 150200 SH SOLE 0 0 150200
TRW Inc Common 87264910 18760 361200 SH DEFINED 1 0 361200 0
TRW Inc Common 87264910 3246 62500 SH DEFINED 1 0 0 62500
TSI Intl Software Common 87287910 108 1900 SH SOLE 1900 0 0
TSI Intl Software Common 87287910 5113 90300 SH DEFINED 1 0 90300 0
TV Guide Inc Common 87307Q10 129867 3019700 SH SOLE 3019700 0 0
TV Guide Inc Common 87307Q10 25559 594400 SH SOLE 0 0 594400
TV Guide Inc Common 87307Q10 9284 215900 SH DEFINED 1 0 215900 0
Taiwan Semicondt ADR Common 87403910 4353 96700 SH SOLE 96700 0 0
Taiwan Semicondt ADR Common 87403910 662 14700 SH SOLE 0 0 14700
Taiwan Semicondt ADR Common 87403910 90 2000 SH DEFINED 1 0 2000 0
Tandy Corp Common 87538210 97871 1989010 SH SOLE 1989010 0 0
Tandy Corp Common 87538210 32584 662440 SH SOLE 0 0 662440
Tandy Corp Common 87538210 52399 1065230 SH DEFINED 1 0 1065230 0
Team Financial Inc Common 87815X10 223 24700 SH SOLE 24700 0 0
Team Financial Inc Common 87815X10 1241 137800 SH SOLE 0 0 137800
Team Financial Inc Common 87815X10 340 37800 SH DEFINED 1 0 37800 0
TearDrop Golf Co Common 87819010 454 330000 SH SOLE 330000 0 0
TearDrop Golf Co Common 87819010 55 40100 SH SOLE 0 0 40100
Tech/Ops Sevcon Inc Common 87829310 853 83200 SH SOLE 83200 0 0
Tech/Ops Sevcon Inc Common 87829310 461 45000 SH SOLE 0 0 45000
Tech/Ops Sevcon Inc Common 87829310 431 42000 SH DEFINED 1 0 42000 0
Tekelec Common 87910110 2049 91100 SH SOLE 91100 0 0
Tekelec Common 87910110 3938 175000 SH SOLE 0 0 175000
Tektronix Common 87913110 97 2500 SH SOLE 2500 0 0
Telcom Semiconductor Common 87921P10 128 6100 SH SOLE 6100 0 0
Telcom Semiconductor Common 87921P10 5031 239600 SH DEFINED 1 0 239600 0
Tele Celular Sul ADR Common 87923810 1140 35900 SH DEFINED 1 0 35900 0
Tele Centro Sul ADR Common 87923910 346 3800 SH SOLE 0 0 3800
Tele Centro Sul ADR Common 87923910 3484 38400 SH DEFINED 1 0 38400 0
Tele Danmark B ADR Common 87924210 340 9000 SH SOLE 9000 0 0
Tele Norte Leste ADR Common 87924610 893 35200 SH SOLE 35200 0 0
Tele Norte Leste ADR Common 87924610 1054 41300 SH SOLE 0 0 41300
Tele Norte Leste ADR Common 87924610 1783 69900 SH DEFINED 1 0 69900 0
Tele Sudeste Cel ADR Common 87925210 618 15900 SH DEFINED 1 0 15900 0
Telecom de Arg ADR Common 87927320 14 400 SH DEFINED 1 0 400 0
Telecom Corp NZ ADR Common 87927820 1555 40400 SH SOLE 40400 0 0
Telecom Corp NZ ADR Common 87927820 11774 305800 SH SOLE 0 0 305800
Telecom Italia ADR Common 87927W10 658 4700 SH SOLE 4700 0 0
Telebras Pfd Blk ADR Common 87928730 36465 283780 SH SOLE 283780 0 0
Telebras Pfd Blk ADR Common 87928730 4331 33700 SH SOLE 0 0 33700
Telebras Pfd Blk ADR Common 87928730 103 800 SH DEFINED 1 0 800 0
TeleCorp PCS Inc Common 87929910 34252 901300 SH SOLE 901300 0 0
TeleCorp PCS Inc Common 87929910 10928 287600 SH SOLE 0 0 287600
TeleCorp PCS Inc Common 87929910 5715 150400 SH DEFINED 1 0 150400 0
Teleflex Inc Common 87936910 16 500 SH DEFINED 1 0 500 0
Telef de Argen B ADR Common 87937820 1591 51500 SH DEFINED 1 0 51500 0
Telefonica SA ADR Common 87938220 103671 1316744 SH SOLE 1316744 0 0
Telefonica SA ADR Common 87938220 30157 382805 SH SOLE 0 0 382805
Telefonica SA ADR Common 87938220 32760 415665 SH DEFINED 1 0 415665 0
Telefonica Peru ADR Common 87938410 11 800 SH DEFINED 1 0 800 0
TELMEX L ADR Common 87940378 21085 187400 SH SOLE 187400 0 0
TELMEX L ADR Common 87940378 1442 12800 SH SOLE 0 0 12800
TELMEX L ADR Common 87940378 113 1000 SH DEFINED 1 0 1000 0
Telephone & Data Sys Common 87943310 466 3700 SH SOLE 3700 0 0
Telephone & Data Sys Common 87943310 6552 52000 SH DEFINED 1 0 52000 0
Telesp Particip ADR Common 87952K10 1590 65041 SH DEFINED 1 0 65041 0
Telesp Celular ADR Common 87952L10 6356 150000 SH SOLE 150000 0 0
Telesp Celular ADR Common 87952L10 1271 30000 SH SOLE 0 0 30000
Telesp Celular ADR Common 87952L10 1132 26700 SH DEFINED 1 0 26700 0
Teligent Inc A Common 87959Y10 15806 255800 SH SOLE 255800 0 0
Teligent Inc A Common 87959Y10 568 9200 SH SOLE 0 0 9200
Teligent Inc A Common 87959Y10 5570 90200 SH DEFINED 1 0 90200 0
Tellabs Inc Common 87966410 12780 199100 SH SOLE 199100 0 0
Tellabs Inc Common 87966410 1284 20000 SH SOLE 0 0 20000
Tellabs Inc Common 87966410 90 1400 SH DEFINED 1 0 1400 0
Temple-Inland Inc Common 87986810 34797 527660 SH SOLE 527660 0 0
Temple-Inland Inc Common 87986810 147621 2239230 SH SOLE 0 0 2239230
Temple-Inland Inc Common 87986810 16043 243310 SH DEFINED 1 0 243310 0
Temple-Inland Inc Common 87986810 2730 41400 SH DEFINED 1 0 0 41400
Tenet Healthcare Common 88033G10 21568 919000 SH SOLE 919000 0 0
Tenet Healthcare Common 88033G10 352539 15001700 SH SOLE 0 0 15001700
Tenet Healthcare Common 88033G10 13540 576200 SH DEFINED 1 0 576200 0
Tennant Co Common 88034510 3252 99250 SH SOLE 99250 0 0
Tennant Co Common 88034510 1639 50000 SH SOLE 0 0 50000
Tennant Co Common 88034510 852 26000 SH DEFINED 1 0 26000 0
Tennant Co Common 88034510 622 19000 SH DEFINED 1 0 19000 0
Teradyne Common 88077010 14262 216100 SH SOLE 216100 0 0
Teradyne Common 88077010 12 184 SH SOLE 0 0 184
Teradyne Common 88077010 14058 213000 SH DEFINED 1 0 213000 0
Terex Corp Common 88077910 69044 2487700 SH SOLE 2487700 0 0
Terex Corp Common 88077910 4740 170800 SH SOLE 0 0 170800
Terex Corp Common 88077910 1165 42000 SH DEFINED 1 0 42000 0
Tetra Technologies Common 88162F10 1204 165800 SH SOLE 165800 0 0
Tetra Technologies Common 88162F10 9813 1353500 SH SOLE 0 0 1353500
Tetra Technologies Common 88162F10 916 126300 SH DEFINED 1 0 126300 0
Tetra Tech Inc Common 88162G10 12230 797506 SH SOLE 797506 0 0
Tetra Tech Inc Common 88162G10 1982 128915 SH SOLE 0 0 128915
Tetra Tech Inc Common 88162G10 2639 171640 SH DEFINED 1 0 171640 0
Texaco Inc Common 88169410 205393 3782754 SH SOLE 3782754 0 0
Texaco Inc Common 88169410 271646 5001508 SH SOLE 0 0 5001508
Texaco Inc Common 88169410 22018 405400 SH DEFINED 1 0 405400 0
Texaco Inc Common 88169410 1874 35500 SH DEFINED 1 0 35500 0
Texas Biotech Corp Common 88221T10 32 4000 SH SOLE 4000 0 0
Texas Biotech Corp Common 88221T10 75 9400 SH SOLE 0 0 9400
Texas Biotech Corp Common 88221T10 277 34900 SH DEFINED 1 0 34900 0
Texas Instruments Common 88250810 298972 3094700 SH SOLE 3094700 0 0
Texas Instruments Common 88250810 127597 1320564 SH SOLE 0 0 1320564
Texas Instruments Common 88250810 53578 554500 SH DEFINED 1 0 554500 0
Texas Instruments Common 88250810 2156 22800 SH DEFINED 1 0 22800 0
Texas Regl Bancshs A Common 88267310 927 31900 SH SOLE 31900 0 0
Texas Regl Bancshs A Common 88267310 1225 42200 SH SOLE 0 0 42200
Texas Regl Bancshs A Common 88267310 1412 48700 SH DEFINED 1 0 48700 0
Texas Utils Hldg Co Common 88284810 235 6900 SH SOLE 6900 0 0
Texas Utils Hldg Co Common 88284810 100384 2822700 SH SOLE 0 0 2822700
Texas Utils Hldg Co Common 88284810 13962 392600 SH DEFINED 1 0 392600 0
Texoil Inc Common 88290650 208 42167 SH DEFINED 1 0 42167 0
Textron Inc Common 88320310 53 700 SH SOLE 700 0 0
Textron Inc Common 88320310 10437 136100 SH DEFINED 1 0 136100 0
Thermo Electron Common 88355610 6229 414800 SH SOLE 414800 0 0
Thermo Electron Common 88355610 50932 3395400 SH SOLE 0 0 3395400
Thermo Electron Common 88355610 3784 252200 SH DEFINED 1 0 252200 0
Thomas & Betts Corp Common 88431510 16019 502497 SH SOLE 502497 0 0
Thomas & Betts Corp Common 88431510 74507 2337500 SH SOLE 0 0 2337500
Thomas & Betts Corp Common 88431510 8102 254175 SH DEFINED 1 0 254175 0
Thomas & Betts Corp Common 88431510 5859 183800 SH DEFINED 1 0 183800 0
Thistle Grp Hldgs Co Common 88431E10 2182 311600 SH SOLE 0 0 311600
3Com Corp Common 88553510 209196 4450100 SH SOLE 4450100 0 0
3Com Corp Common 88553510 31668 674200 SH SOLE 0 0 674200
3Com Corp Common 88553510 20837 443300 SH DEFINED 1 0 443300 0
3Com Corp Common 88553510 686 14600 SH DEFINED 1 0 14600 0
3Com Corp Common 88553510 2966 63100 SH DEFINED 1 0 0 63100
Ticketmaster OnlineB Common 88633P20 2335 60700 SH SOLE 60700 0 0
Ticketmaster OnlineB Common 88633P20 1203 31300 SH SOLE 0 0 31300
Ticketmaster OnlineB Common 88633P20 1330 34600 SH DEFINED 1 0 34600 0
Timberland Bancorp Common 88709810 1046 93000 SH SOLE 93000 0 0
Timberland Bancorp Common 88709810 788 70000 SH DEFINED 1 0 70000 0
Timberland Co Cl A Common 88710010 14443 273100 SH SOLE 273100 0 0
Timberland Co Cl A Common 88710010 2501 47300 SH SOLE 0 0 47300
Timberland Co Cl A Common 88710010 4981 94200 SH DEFINED 1 0 94200 0
Time Warner Inc Common 88731510 8701 120300 SH SOLE 120300 0 0
Time Warner Inc Common 88731510 17760 245600 SH SOLE 0 0 245600
Time Warner Inc Common 88731510 40871 565200 SH DEFINED 1 0 565200 0
Time Warner TelecomA Common 88731910 3001 60000 SH SOLE 60000 0 0
Time Warner TelecomA Common 88731910 3990 79900 SH SOLE 0 0 79900
Time Warner TelecomA Common 88731910 4400 88100 SH DEFINED 1 0 88100 0
Timken Co Common 88738910 2685 131200 SH SOLE 131200 0 0
Timken Co Common 88738910 3516 172000 SH SOLE 0 0 172000
Timken Co Common 88738910 3907 191200 SH DEFINED 1 0 191200 0
Titan Corp Common 88826610 5989 126550 SH SOLE 126550 0 0
Titan Corp Common 88826610 5314 112300 SH SOLE 0 0 112300
Titan Corp Common 88826610 2508 53000 SH DEFINED 1 0 53000 0
Titan Corp Common 88826610 1159 24500 SH DEFINED 1 0 24500 0
Titan Exploration Common 88828910 10179 1871600 SH SOLE 1871600 0 0
Titan Exploration Common 88828910 3931 722800 SH SOLE 0 0 722800
Titan Exploration Common 88828910 4577 841700 SH DEFINED 1 0 841700 0
Titan Exploration Common 88828910 1076 197800 SH DEFINED 1 0 197800 0
Toll Brothers Inc Common 88947810 1549 83100 SH SOLE 83100 0 0
Toll Brothers Inc Common 88947810 67860 3643466 SH SOLE 0 0 3643466
Toll Brothers Inc Common 88947810 2237 120150 SH DEFINED 1 0 120150 0
Too Inc Common 89033310 2780 161000 SH SOLE 161000 0 0
Too Inc Common 89033310 2585 149800 SH SOLE 0 0 149800
Too Inc Common 89033310 3740 216800 SH DEFINED 1 0 216800 0
Topps Co Inc Common 89078610 5364 517000 SH SOLE 0 0 517000
Toro Co Common 89109210 82 2200 SH SOLE 2200 0 0
Toro Co Common 89109210 1881 50400 SH DEFINED 1 0 50400 0
Tosco Corp Common 89149030 13594 500000 SH SOLE 0 0 500000
Tosco Corp Common 89149030 2107 77500 SH DEFINED 1 0 77500 0
Total Fina SA ADR Common 89151E10 252449 3648433 SH SOLE 3648433 0 0
Total Fina SA ADR Common 89151E10 226229 3267142 SH SOLE 0 0 3267142
Total Fina SA ADR Common 89151E10 77303 1116290 SH DEFINED 1 0 1116290 0
Total Fina SA ADR Common 89151E10 5025 72560 SH DEFINED 1 0 72560 0
Tower Automotive Inc Common 89170710 37 2400 SH SOLE 2400 0 0
Tower Automotive Inc Common 89170710 1291 83600 SH DEFINED 1 0 83600 0
Tractor Supply Co Common 89235610 3892 243100 SH SOLE 243100 0 0
Tractor Supply Co Common 89235610 3141 196300 SH SOLE 0 0 196300
Tractor Supply Co Common 89235610 1454 90900 SH DEFINED 1 0 90900 0
Tractor Supply Co Common 89235610 638 39900 SH DEFINED 1 0 39900 0
Trans World Entmt Common 89336Q10 242 23000 SH SOLE 23000 0 0
Transatlantic Hldgs Common 89352110 5269 67500 SH SOLE 67500 0 0
Transcoastal Marine Common 89353710 529 183900 SH SOLE 183900 0 0
Transcoastal Marine Common 89353710 1415 492000 SH DEFINED 1 0 492000 0
Transport Corp Amer Common 89385P10 2925 235100 SH SOLE 235100 0 0
Transport Corp Amer Common 89385P10 2737 220000 SH SOLE 0 0 220000
Transport Corp Amer Common 89385P10 1616 130000 SH DEFINED 1 0 130000 0
Transport Corp Amer Common 89385P10 647 52000 SH DEFINED 1 0 52000 0
Transtechnology Corp Common 89388910 1020 92300 SH SOLE 92300 0 0
Transtechnology Corp Common 89388910 1794 162200 SH SOLE 0 0 162200
Transwitch Corp Common 89406510 3704 51000 SH SOLE 51000 0 0
Transwitch Corp Common 89406510 4731 65200 SH SOLE 0 0 65200
Transwitch Corp Common 89406510 5384 74200 SH DEFINED 1 0 74200 0
Trega Bioscience Inc Common 89469910 45 19200 SH SOLE 19200 0 0
Trega Bioscience Inc Common 89469910 96 40900 SH SOLE 0 0 40900
Trega Bioscience Inc Common 89469910 397 169400 SH DEFINED 1 0 169400 0
Trend Lines Inc Cl A Common 89485910 163 102300 SH SOLE 0 0 102300
Trend Lines Inc Cl A Common 89485910 39 24500 SH DEFINED 1 0 24500 0
Tri County Bcp Inc Common 89545210 83 8147 SH SOLE 0 0 8147
Triad Hospitals Inc Common 89579K10 14705 971992 SH SOLE 971992 0 0
Triad Hospitals Inc Common 89579K10 45370 2999699 SH SOLE 0 0 2999699
Triad Hospitals Inc Common 89579K10 1697 112230 SH DEFINED 1 0 112230 0
Triangle Bancorp Inc Common 89583510 1783 92000 SH SOLE 0 0 92000
Triangle Pharma Common 89589H10 8605 671600 SH SOLE 671600 0 0
Triangle Pharma Common 89589H10 8453 659700 SH SOLE 0 0 659700
Triangle Pharma Common 89589H10 6694 522500 SH DEFINED 1 0 522500 0
Tribune Co Common 89604710 199 3600 SH SOLE 3600 0 0
Trico Bancshares Common 89609510 168 8700 SH SOLE 8700 0 0
Trico Bancshares Common 89609510 302 15700 SH SOLE 0 0 15700
Trico Bancshares Common 89609510 216 11200 SH DEFINED 1 0 11200 0
Trigon Healthcare Common 89618L10 1846 62500 SH SOLE 62500 0 0
Trigon Healthcare Common 89618L10 10706 362900 SH SOLE 0 0 362900
Trigon Healthcare Common 89618L10 6059 205400 SH DEFINED 1 0 205400 0
Trinity Industries Common 89652210 506 17800 SH SOLE 17800 0 0
Trinity Industries Common 89652210 9142 321500 SH DEFINED 1 0 321500 0
Tritel Inc Common 89675X10 3961 125000 SH SOLE 125000 0 0
Tritel Inc Common 89675X10 3961 125000 SH SOLE 0 0 125000
Triumph Group Inc Common 89681810 967 39950 SH SOLE 39950 0 0
Triumph Group Inc Common 89681810 2605 107700 SH SOLE 0 0 107700
Triumph Group Inc Common 89681810 1711 70700 SH DEFINED 1 0 70700 0
Triumph Group Inc Common 89681810 697 28800 SH DEFINED 1 0 28800 0
Troy Financial Corp Common 89732910 1562 153300 SH SOLE 153300 0 0
Troy Financial Corp Common 89732910 6284 616700 SH SOLE 0 0 616700
True North Communctn Common 89784410 76 1700 SH SOLE 1700 0 0
Tuscarora Inc Common 90090210 255 21000 SH SOLE 0 0 21000
Tuscarora Inc Common 90090210 667 55000 SH DEFINED 1 0 55000 0
Tyco Intl Ltd Common 90212410 268404 6882926 SH SOLE 6882926 0 0
Tyco Intl Ltd Common 90212410 123112 3156827 SH SOLE 0 0 3156827
Tyco Intl Ltd Common 90212410 66755 1711670 SH DEFINED 1 0 1711670 0
Tyco Intl Ltd Common 90212410 1490 39200 SH DEFINED 1 0 39200 0
UCAR Intl Inc Common 90262K10 35559 1995600 SH SOLE 1995600 0 0
UCAR Intl Inc Common 90262K10 786 44100 SH SOLE 0 0 44100
UCAR Intl Inc Common 90262K10 1780 99900 SH DEFINED 1 0 99900 0
UCBH Holdings Inc Common 90262T30 3823 185900 SH SOLE 185900 0 0
UCBH Holdings Inc Common 90262T30 8127 395200 SH SOLE 0 0 395200
USX-Marathon Group Common 90290582 15677 635000 SH SOLE 635000 0 0
USX-Marathon Group Common 90290582 363992 14743700 SH SOLE 0 0 14743700
USX-Marathon Group Common 90290582 1089 44100 SH DEFINED 1 0 44100 0
USA Truck Inc Common 90292510 2411 305800 SH SOLE 305800 0 0
USA Truck Inc Common 90292510 2280 289500 SH SOLE 0 0 289500
USA Truck Inc Common 90292510 1228 156000 SH DEFINED 1 0 156000 0
USA Truck Inc Common 90292510 468 59400 SH DEFINED 1 0 59400 0
US Home & Garden Inc Common 90293910 255 90000 SH SOLE 90000 0 0
US Home & Garden Inc Common 90293910 520 185000 SH SOLE 0 0 185000
US Home & Garden Inc Common 90293910 563 200000 SH DEFINED 1 0 200000 0
US Bancorp Common 90297310 187335 7872692 SH SOLE 7872692 0 0
US Bancorp Common 90297310 430997 18100909 SH SOLE 0 0 18100909
US Bancorp Common 90297310 41352 1736550 SH DEFINED 1 0 1736550 0
US Bancorp Common 90297310 11488 482400 SH DEFINED 1 0 482400 0
US Bancorp Common 90297310 14745 619220 SH DEFINED 1 0 0 619220
US LEC Corp A Common 90331S10 324 10000 SH SOLE 10000 0 0
US LEC Corp A Common 90331S10 2322 72000 SH SOLE 0 0 72000
US LEC Corp A Common 90331S10 581 18000 SH DEFINED 1 0 18000 0
USX-US Steel Group Common 90337T10 644 19500 SH SOLE 19500 0 0
US Xpress Entpr Cl A Common 90338N10 120 16500 SH SOLE 16500 0 0
Ugly Duckling Corp Common 90351210 1819 264600 SH SOLE 264600 0 0
Ugly Duckling Corp Common 90351210 4093 595400 SH SOLE 0 0 595400
Ultimate Electronics Common 90384910 2330 94000 SH SOLE 94000 0 0
Ultimate Electronics Common 90384910 3079 124400 SH SOLE 0 0 124400
Ultimate Electronics Common 90384910 3495 141200 SH DEFINED 1 0 141200 0
Ultramar Diamnd Sham Common 90400010 94232 4153400 SH SOLE 0 0 4153400
Ultramar Diamnd Sham Common 90400010 2739 120738 SH DEFINED 1 0 120738 0
Umpqua Holdings Corp Common 90421410 215 23200 SH SOLE 23200 0 0
Umpqua Holdings Corp Common 90421410 286 30900 SH SOLE 0 0 30900
Umpqua Holdings Corp Common 90421410 304 32900 SH DEFINED 1 0 32900 0
Unibanco GDR Common 90458E10 2377 78900 SH DEFINED 1 0 78900 0
Unico American Corp Common 90460710 1230 175600 SH SOLE 175600 0 0
Unico American Corp Common 90460710 327 46700 SH SOLE 0 0 46700
Unico American Corp Common 90460710 1399 199900 SH DEFINED 1 0 199900 0
Unidigital Inc Common 90466910 1598 393300 SH DEFINED 1 0 393300 0
Unidigital Inc Common 90466910 122 30000 SH DEFINED 1 0 30000 0
Unilever NV NY Shs Common 90478470 448 8239 SH SOLE 8239 0 0
Unilever NV NY Shs Common 90478470 7058 129642 SH SOLE 0 0 129642
Unilever NV NY Shs Common 90478470 5270 96806 SH DEFINED 1 0 96806 0
Unicom Corp Common 90491110 78106 2336150 SH SOLE 2336150 0 0
Unicom Corp Common 90491110 168233 5023100 SH SOLE 0 0 5023100
Unicom Corp Common 90491110 27697 826730 SH DEFINED 1 0 826730 0
Unicom Corp Common 90491110 6726 200800 SH DEFINED 1 0 200800 0
Unicom Corp Common 90491110 4908 146500 SH DEFINED 1 0 0 146500
Unigraphics Solut A Common 90492810 10155 376100 SH SOLE 376100 0 0
Union Pacific Corp Common 90781810 13532 310300 SH SOLE 310300 0 0
Union Pacific Corp Common 90781810 277169 6344300 SH SOLE 0 0 6344300
Union Pacific Corp Common 90781810 3117 71360 SH DEFINED 1 0 71360 0
Union Pacific Corp Common 90781810 4985 114100 SH DEFINED 1 0 114100 0
Union Pacific Res Common 90783410 58650 4599100 SH SOLE 4599100 0 0
Union Pacific Res Common 90783410 125781 9865200 SH SOLE 0 0 9865200
Union Pacific Res Common 90783410 15813 1240200 SH DEFINED 1 0 1240200 0
UnionBanCal Corp Common 90890610 50094 1270100 SH SOLE 1270100 0 0
UnionBanCal Corp Common 90890610 128055 3247900 SH SOLE 0 0 3247900
UnionBanCal Corp Common 90890610 27003 684700 SH DEFINED 1 0 684700 0
UnionBanCal Corp Common 90890610 7070 179300 SH DEFINED 1 0 179300 0
UnionBanCal Corp Common 90890610 6772 171700 SH DEFINED 1 0 0 171700
Unionbancorp Inc Common 90890810 557 39000 SH SOLE 39000 0 0
Unionbancorp Inc Common 90890810 710 49900 SH SOLE 0 0 49900
Unionbancorp Inc Common 90890810 769 54000 SH DEFINED 1 0 54000 0
Unisys Corp Common 90921410 33136 1039100 SH SOLE 1039100 0 0
Unisys Corp Common 90921410 37168 1163900 SH SOLE 0 0 1163900
Unisys Corp Common 90921410 25923 811700 SH DEFINED 1 0 811700 0
Unisys Corp Common 90921410 1923 60200 SH DEFINED 1 0 0 60200
Unit Corp Common 90921810 7105 924200 SH SOLE 924200 0 0
Unit Corp Common 90921810 2575 335000 SH SOLE 0 0 335000
Unit Corp Common 90921810 4995 649700 SH DEFINED 1 0 649700 0
United Healthcare Cp Common 91058110 100710 1895900 SH SOLE 1895900 0 0
United Healthcare Cp Common 91058110 245837 4627500 SH SOLE 0 0 4627500
United Healthcare Cp Common 91058110 21081 396800 SH DEFINED 1 0 396800 0
United Natural Foods Common 91116310 9472 789300 SH SOLE 789300 0 0
United Natural Foods Common 91116310 2789 232500 SH SOLE 0 0 232500
United Natural Foods Common 91116310 7538 628200 SH DEFINED 1 0 628200 0
United Pan Eur ADR Common 91130020 29643 232300 SH SOLE 232300 0 0
United Pan Eur ADR Common 91130020 9578 75100 SH SOLE 0 0 75100
United Pan Eur ADR Common 91130020 7471 58600 SH DEFINED 1 0 58600 0
United Panam Finl Common 91130110 291 149200 SH SOLE 149200 0 0
United Panam Finl Common 91130110 558 288100 SH SOLE 0 0 288100
United Panam Finl Common 91130110 200 103300 SH DEFINED 1 0 103300 0
United Payors & Common 91131910 1259 76000 SH SOLE 76000 0 0
United Payors & Common 91131910 10766 650000 SH SOLE 0 0 650000
United Payors & Common 91131910 795 48000 SH DEFINED 1 0 48000 0
United Rentals Inc Common 91136310 65943 3853321 SH SOLE 3853321 0 0
United Rentals Inc Common 91136310 3481 203263 SH SOLE 0 0 203263
United Rentals Inc Common 91136310 9331 544846 SH DEFINED 1 0 544846 0
US Home Corp Common 91192010 29870 1168495 SH SOLE 0 0 1168495
US West Inc Common 91273H10 5400 75000 SH SOLE 75000 0 0
US West Inc Common 91273H10 7200 100000 SH SOLE 0 0 100000
US West Inc Common 91273H10 7798 108300 SH DEFINED 1 0 108300 0
United Technologies Common 91301710 571884 8798551 SH SOLE 8798551 0 0
United Technologies Common 91301710 274617 4226128 SH SOLE 0 0 4226128
United Technologies Common 91301710 122766 1888660 SH DEFINED 1 0 1888660 0
United Technologies Common 91301710 4823 75180 SH DEFINED 1 0 75180 0
United Technologies Common 91301710 9277 142720 SH DEFINED 1 0 0 142720
United Therapeutics Common 91307C10 1417 30800 SH SOLE 30800 0 0
United Therapeutics Common 91307C10 2682 58300 SH SOLE 0 0 58300
United Therapeutics Common 91307C10 7240 157400 SH DEFINED 1 0 157400 0
United WI Services Common 91323810 2882 678000 SH SOLE 0 0 678000
UnitedGlobalCom A Common 91324750 48445 686100 SH SOLE 686100 0 0
UnitedGlobalCom A Common 91324750 22245 315000 SH SOLE 0 0 315000
UnitedGlobalCom A Common 91324750 3249 46000 SH DEFINED 1 0 46000 0
UnitedGlobalCom Inc Cv Pfd 91324780 490 8000 PRN SOLE 8000 0 0
Universal Corp VA Common 91345610 146 6400 SH SOLE 6400 0 0
Universal Corp VA Common 91345610 9264 406100 SH SOLE 0 0 406100
Universal Corp VA Common 91345610 14 600 SH DEFINED 1 0 600 0
Universal Hlth Svc B Common 91390310 7200 200000 SH SOLE 0 0 200000
Univision Comm CL A Common 91490610 33711 330000 SH SOLE 330000 0 0
Univision Comm CL A Common 91490610 15972 156300 SH SOLE 0 0 156300
Univision Comm CL A Common 91490610 2585 25300 SH DEFINED 1 0 25300 0
Unocal Corp Common 91528910 184094 5486233 SH SOLE 5486233 0 0
Unocal Corp Common 91528910 158151 4712057 SH SOLE 0 0 4712057
Unocal Corp Common 91528910 5921 176400 SH DEFINED 1 0 176400 0
Unocal Corp Common 91528910 1409 42900 SH DEFINED 1 0 42900 0
UNOVA INC Common 91529B10 12770 982300 SH SOLE 982300 0 0
UNOVA INC Common 91529B10 3900 300000 SH SOLE 0 0 300000
UPM-Kymmene ADR Common 91543610 257 6000 SH SOLE 6000 0 0
USFreightways Corp Common 91690610 111903 2338000 SH SOLE 2338000 0 0
USFreightways Corp Common 91690610 1555 32500 SH SOLE 0 0 32500
USFreightways Corp Common 91690610 11979 250200 SH DEFINED 1 0 250200 0
Urban Outfitters Inc Common 91704710 119 4100 SH SOLE 4100 0 0
Urban Outfitters Inc Common 91704710 21116 725000 SH SOLE 0 0 725000
Urban Outfitters Inc Common 91704710 3309 113600 SH DEFINED 1 0 113600 0
Urban Shop Ctrs REIT Common 91706010 8231 303400 SH SOLE 303400 0 0
Urban Shop Ctrs REIT Common 91706010 18499 682000 SH SOLE 0 0 682000
Urban Shop Ctrs REIT Common 91706010 4611 170000 SH DEFINED 1 0 170000 0
UroCor Inc Common 91727P10 316 75000 SH SOLE 75000 0 0
UroCor Inc Common 91727P10 1465 349700 SH SOLE 0 0 349700
UroCor Inc Common 91727P10 1884 450000 SH DEFINED 1 0 450000 0
UroCor Inc Common 91727P10 628 150000 SH DEFINED 1 0 150000 0
USWeb Corporation Common 91732710 262 5900 SH SOLE 5900 0 0
Utilicorp United Inc Common 91800510 8338 428950 SH SOLE 428950 0 0
Utilicorp United Inc Common 91800510 5554 285750 SH SOLE 0 0 285750
Utilicorp United Inc Common 91800510 918 47250 SH DEFINED 1 0 0 47250
Valassis Communctns Common 91886610 423 10000 SH SOLE 10000 0 0
Valassis Communctns Common 91886610 2349 55600 SH DEFINED 1 0 55600 0
Valero Energy Corp Common 91913Y10 9540 480000 SH SOLE 480000 0 0
Valero Energy Corp Common 91913Y10 82190 4135300 SH SOLE 0 0 4135300
Valero Energy Corp Common 91913Y10 2944 148100 SH DEFINED 1 0 148100 0
Valuevision Intl A Common 92047K10 8230 143600 SH SOLE 143600 0 0
Varian Inc Common 92220610 466 20700 SH SOLE 20700 0 0
Varian Inc Common 92220610 6283 279200 SH SOLE 0 0 279200
Varian Semiconductor Common 92220710 11802 347100 SH SOLE 347100 0 0
Varian Medical Systm Common 92220P10 9176 307800 SH SOLE 307800 0 0
Varian Medical Systm Common 92220P10 18872 633000 SH SOLE 0 0 633000
Vastar Resources Inc Common 92238010 1018 17400 SH SOLE 17400 0 0
Vastar Resources Inc Common 92238010 31042 526140 SH SOLE 0 0 526140
Vastar Resources Inc Common 92238010 5487 93000 SH DEFINED 1 0 93000 0
Veba AG ADR Common 92239H10 165 3300 SH SOLE 3300 0 0
Veeco Instruments Common 92241710 11811 252300 SH SOLE 252300 0 0
Ventana Medical Sys Common 92276H10 20693 831600 SH SOLE 831600 0 0
Ventana Medical Sys Common 92276H10 19657 790200 SH SOLE 0 0 790200
Ventana Medical Sys Common 92276H10 6592 265000 SH DEFINED 1 0 265000 0
Ventiv Health Inc Common 92279310 7067 769133 SH SOLE 769133 0 0
Verilink Corp Common 92343210 221 51000 SH SOLE 51000 0 0
Verilink Corp Common 92343210 2156 500000 SH SOLE 0 0 500000
Verilink Corp Common 92343210 2415 560000 SH DEFINED 1 0 560000 0
Verilink Corp Common 92343210 1122 260000 SH DEFINED 1 0 260000 0
Verio Inc Common 92343310 277 6000 SH DEFINED 1 0 6000 0
Veritas Software Crp Common 92343610 94136 658037 SH SOLE 658037 0 0
Veritas Software Crp Common 92343610 13124 91650 SH SOLE 0 0 91650
Veritas Software Crp Common 92343610 32166 224737 SH DEFINED 1 0 224737 0
Veritas Software Crp Common 92343610 1424 10200 SH DEFINED 1 0 10200 0
Verity Inc Common 92343C10 32505 763700 SH SOLE 763700 0 0
Verity Inc Common 92343C10 6384 150000 SH SOLE 0 0 150000
Verity Inc Common 92343C10 136 3200 SH DEFINED 1 0 3200 0
VeriSign Inc Common 92343E10 147633 773200 SH SOLE 773200 0 0
VeriSign Inc Common 92343E10 20202 105800 SH DEFINED 1 0 105800 0
Veritas DGC Inc Common 92343P10 3596 256700 SH SOLE 256700 0 0
Veritas DGC Inc Common 92343P10 2903 207300 SH SOLE 0 0 207300
Veritas DGC Inc Common 92343P10 1537 109800 SH DEFINED 1 0 109800 0
Veritas DGC Inc Common 92343P10 641 45800 SH DEFINED 1 0 45800 0
Vertex Pharm Common 92532F10 17538 500900 SH SOLE 500900 0 0
Vertex Pharm Common 92532F10 75630 2160800 SH SOLE 0 0 2160800
Vertex Pharm Common 92532F10 18305 523000 SH DEFINED 1 0 523000 0
Veterinary Ctr Amer 925514AB 1121 1700000 PRN SOLE 1700000 0 0
Veterinary Ctr Amer 925514AB 2470 3750000 PRN SOLE 0 0 3750000
Veterinary Ctr Amer 925514AB 527 800000 PRN DEFINED 1 0 800000 0
Viacom Inc Cl A Common 92552410 199 3300 SH SOLE 3300 0 0
Viacom Inc Cl B Common 92552430 3373 55800 SH SOLE 55800 0 0
Viacom Inc Cl B Common 92552430 229 3800 SH SOLE 0 0 3800
Viacom Inc Cl B Common 92552430 6588 109000 SH DEFINED 1 0 0 109000
Viatel Inc Common 92552920 34360 640700 SH SOLE 640700 0 0
Viatel Inc Common 92552920 13214 246400 SH SOLE 0 0 246400
Viatel Inc Common 92552920 2628 49000 SH DEFINED 1 0 49000 0
Viad Corp Common 92552R10 18260 655100 SH SOLE 655100 0 0
Viad Corp Common 92552R10 13235 474800 SH SOLE 0 0 474800
Viad Corp Common 92552R10 9829 352600 SH DEFINED 1 0 352600 0
Vical Inc Common 92560210 222 7400 SH SOLE 7400 0 0
Vical Inc Common 92560210 479 16000 SH SOLE 0 0 16000
Vical Inc Common 92560210 1707 57000 SH DEFINED 1 0 57000 0
Vignette Corp Common 92673410 37004 226900 SH SOLE 226900 0 0
Vignette Corp Common 92673410 13371 82030 SH SOLE 0 0 82030
Vignette Corp Common 92673410 11802 72400 SH DEFINED 1 0 72400 0
Vintage Petroleum Common 92746010 1478 122600 SH SOLE 122600 0 0
Vintage Petroleum Common 92746010 1206 100000 SH SOLE 0 0 100000
Vintage Petroleum Common 92746010 1984 164500 SH DEFINED 1 0 164500 0
Virginia Cap Bancshs Common 92775810 521 32300 SH SOLE 32300 0 0
Virginia Cap Bancshs Common 92775810 4541 281600 SH SOLE 0 0 281600
Virginia Cap Bancshs Common 92775810 410 25400 SH DEFINED 1 0 25400 0
ViroPharma Inc Common 92824110 7525 203300 SH SOLE 203300 0 0
ViroPharma Inc Common 92824110 1999 54000 SH SOLE 0 0 54000
ViroPharma Inc Common 92824110 9842 266000 SH DEFINED 1 0 266000 0
Vishay Intertech Common 92829810 54553 1725000 SH SOLE 1725000 0 0
Vishay Intertech Common 92829810 3858 122000 SH DEFINED 1 0 122000 0
Visible Genetics Inc Common 92829S10 345 11500 SH DEFINED 1 0 11500 0
Vista Bancorp Inc Common 92830R10 1351 80051 SH SOLE 80051 0 0
Vista Bancorp Inc Common 92830R10 1788 105946 SH SOLE 0 0 105946
Vista Bancorp Inc Common 92830R10 1976 117104 SH DEFINED 1 0 117104 0
Visual Networks Inc Common 92844410 57747 728500 SH SOLE 728500 0 0
Visual Networks Inc Common 92844410 7727 97500 SH SOLE 0 0 97500
Visual Networks Inc Common 92844410 17609 222200 SH DEFINED 1 0 222200 0
Vitesse Semiconduct Common 92849710 9150 174500 SH SOLE 174500 0 0
Vivus Inc Common 92855110 805 255100 SH SOLE 255100 0 0
Vivus Inc Common 92855110 103 32400 SH SOLE 0 0 32400
Vivus Inc Common 92855110 556 175800 SH DEFINED 1 0 175800 0
Vodafone Airtch ADR Common 92857T10 7788 157350 SH SOLE 157350 0 0
Vodafone Airtch ADR Common 92857T10 11777 237900 SH SOLE 0 0 237900
VoiceStream Wireless Common 92861510 228 1600 SH SOLE 1600 0 0
Vysis Inc Common 92896110 68 18700 SH SOLE 18700 0 0
Vysis Inc Common 92896110 141 39000 SH SOLE 0 0 39000
Vysis Inc Common 92896110 584 161100 SH DEFINED 1 0 161100 0
WSFS Financial Corp Common 92932810 3659 289850 SH SOLE 289850 0 0
WSFS Financial Corp Common 92932810 8758 693700 SH SOLE 0 0 693700
WSFS Financial Corp Common 92932810 1720 136300 SH DEFINED 1 0 136300 0
Wachovia Corp Common 92977110 96389 1418347 SH SOLE 1418347 0 0
Wachovia Corp Common 92977110 420077 6177890 SH SOLE 0 0 6177890
Wachovia Corp Common 92977110 42454 624330 SH DEFINED 1 0 624330 0
Wachovia Corp Common 92977110 6120 90000 SH DEFINED 1 0 90000 0
Wachovia Corp Common 92977110 15303 225050 SH DEFINED 1 0 0 225050
Wackenhut Corp Cl A Common 92979410 12 800 SH SOLE 800 0 0
Wal-Mart Stores Common 93114210 851027 12317226 SH SOLE 12317226 0 0
Wal-Mart Stores Common 93114210 304798 4412056 SH SOLE 0 0 4412056
Wal-Mart Stores Common 93114210 212490 3074000 SH DEFINED 1 0 3074000 0
Wal-Mart Stores Common 93114210 7782 114300 SH DEFINED 1 0 114300 0
Walgreen Co Common 93142210 7882 269100 SH SOLE 269100 0 0
Walgreen Co Common 93142210 21724 742700 SH SOLE 0 0 742700
Wallace Comp Svc Common 93227010 3243 195100 SH SOLE 195100 0 0
Wallace Comp Svc Common 93227010 2258 135800 SH DEFINED 1 0 135800 0
Wallace Comp Svc Common 93227010 342 20600 SH DEFINED 1 0 20600 0
Warnaco Group Cl A Common 93439010 20 1600 SH DEFINED 1 0 1600 0
Warner Chilcott ADR Common 93443520 7901 775400 SH SOLE 775400 0 0
Warner Chilcott ADR Common 93443520 357 35000 SH SOLE 0 0 35000
Warner Chilcott ADR Common 93443520 66 6500 SH DEFINED 1 0 6500 0
Warner-Lambert Co Common 93448810 385530 4705652 SH SOLE 4705652 0 0
Warner-Lambert Co Common 93448810 557603 6805231 SH SOLE 0 0 6805231
Warner-Lambert Co Common 93448810 25673 313319 SH DEFINED 1 0 313319 0
Warner-Lambert Co Common 93448810 2090 26000 SH DEFINED 1 0 26000 0
Washington Fed Inc Common 93882410 103 5200 SH SOLE 5200 0 0
Washington Fed Inc Common 93882410 1108 56100 SH DEFINED 1 0 56100 0
Washington Gas Light Common 93883710 1167 42400 SH SOLE 42400 0 0
Washington Gas Light Common 93883710 1532 55700 SH SOLE 0 0 55700
Washington Gas Light Common 93883710 1733 63000 SH DEFINED 1 0 63000 0
Washington Mutual Common 93932210 207 8000 SH SOLE 8000 0 0
Washington Mutual Common 93932210 247162 9552164 SH SOLE 0 0 9552164
Waste Mgmt Inc Common 94106L10 106221 6179199 SH SOLE 6179199 0 0
Waste Mgmt Inc Common 94106L10 6814 396378 SH SOLE 0 0 396378
Waste Mgmt Inc Common 94106L10 10582 615600 SH DEFINED 1 0 615600 0
Waste Mgmt Inc 94106LAA 908 1042000 PRN SOLE 1042000 0 0
Waters Corp Common 94184810 50460 952600 SH SOLE 952600 0 0
Waters Corp Common 94184810 9365 176700 SH SOLE 0 0 176700
Waters Corp Common 94184810 10097 190500 SH DEFINED 1 0 190500 0
Watts Inds Cl A Common 94274910 469 31800 SH SOLE 31800 0 0
Watts Inds Cl A Common 94274910 771 52300 SH DEFINED 1 0 52300 0
Wausau-Mosinee Paper Common 94331510 1152 98470 SH SOLE 98470 0 0
Wausau-Mosinee Paper Common 94331510 1467 125538 SH SOLE 0 0 125538
Wausau-Mosinee Paper Common 94331510 1637 140042 SH DEFINED 1 0 140042 0
Weatherford Intl Inc Common 94707410 34178 856300 SH SOLE 856300 0 0
Weatherford Intl Inc Common 94707410 30353 759999 SH SOLE 0 0 759999
Weatherford Intl Inc Common 94707410 9781 244900 SH DEFINED 1 0 244900 0
Webco Industries Inc Common 94762110 802 241800 SH SOLE 241800 0 0
Webco Industries Inc Common 94762110 166 50000 SH DEFINED 1 0 50000 0
Webster Financial Common 94789010 329 13992 SH SOLE 0 0 13992
Webvan Group Inc Common 94845V10 6012 364200 SH SOLE 364200 0 0
Webvan Group Inc Common 94845V10 1624 98400 SH SOLE 0 0 98400
Webvan Group Inc Common 94845V10 926 56100 SH DEFINED 1 0 56100 0
Wellman Inc Common 94970210 3500 187800 SH SOLE 187800 0 0
Wellman Inc Common 94970210 12937 694600 SH SOLE 0 0 694600
Wellman Inc Common 94970210 2701 145000 SH DEFINED 1 0 145000 0
Wellpoint Hlth Ntwrk Common 94973H10 51991 788700 SH SOLE 788700 0 0
Wellpoint Hlth Ntwrk Common 94973H10 60839 922700 SH SOLE 0 0 922700
Wellpoint Hlth Ntwrk Common 94973H10 5459 82800 SH DEFINED 1 0 82800 0
Wellpoint Hlth Ntwrk 94973HAA 493 800000 PRN SOLE 800000 0 0
Wells Fargo Company Common 94974610 3842 95000 SH DEFINED 1 0 95000 0
Wellsford Real Pptys Common 95024010 1074 126400 SH SOLE 126400 0 0
Wellsford Real Pptys Common 95024010 1530 180000 SH SOLE 0 0 180000
Wellsford Real Pptys Common 95024010 740 87100 SH DEFINED 1 0 87100 0
Werner Enterprises Common 95075510 51960 3696533 SH SOLE 3696533 0 0
Werner Enterprises Common 95075510 11223 798048 SH SOLE 0 0 798048
Werner Enterprises Common 95075510 13978 994012 SH DEFINED 1 0 994012 0
Werner Enterprises Common 95075510 2605 185250 SH DEFINED 1 0 0 185250
West Marine Inc Common 95423510 3465 419600 SH SOLE 419600 0 0
West Marine Inc Common 95423510 2839 344000 SH SOLE 0 0 344000
West Marine Inc Common 95423510 1155 140000 SH DEFINED 1 0 140000 0
West Marine Inc Common 95423510 580 70300 SH DEFINED 1 0 70300 0
Westamerica Bancorp Common 95709010 16383 587500 SH SOLE 587500 0 0
Westamerica Bancorp Common 95709010 1883 67400 SH SOLE 0 0 67400
Westamerica Bancorp Common 95709010 2375 85000 SH DEFINED 1 0 85000 0
Westcoast Energy Inc Common 95751D10 1606 100000 SH SOLE 0 0 100000
Westerfed Financial Common 95755010 2275 149000 SH SOLE 149000 0 0
Westerfed Financial Common 95755010 336 22000 SH SOLE 0 0 22000
Westerfed Financial Common 95755010 137 9000 SH DEFINED 1 0 9000 0
Western Gas Resource Common 95825910 5275 400000 SH SOLE 400000 0 0
Western Gas Resource Common 95825910 2546 193100 SH DEFINED 1 0 193100 0
Western Wireless A Common 95988E20 14920 223500 SH SOLE 223500 0 0
Western Wireless A Common 95988E20 4826 72300 SH SOLE 0 0 72300
Western Wireless A Common 95988E20 11568 173300 SH DEFINED 1 0 173300 0
Westvaco Corp Common 96154810 3749 114900 SH SOLE 114900 0 0
Westvaco Corp Common 96154810 46145 1414400 SH SOLE 0 0 1414400
Westvaco Corp Common 96154810 3462 106100 SH DEFINED 1 0 106100 0
Westvaco Corp Common 96154810 408 12500 SH DEFINED 1 0 12500 0
Westwood One Inc Common 96181510 7699 101300 SH SOLE 101300 0 0
Weyerhaeuser Co Common 96216610 291803 4064812 SH SOLE 4064812 0 0
Weyerhaeuser Co Common 96216610 192965 2687700 SH SOLE 0 0 2687700
Weyerhaeuser Co Common 96216610 20725 288600 SH DEFINED 1 0 288600 0
Weyerhaeuser Co Common 96216610 2934 41600 SH DEFINED 1 0 41600 0
Weyerhaeuser Co Common 96216610 5601 78000 SH DEFINED 1 0 0 78000
Whirlpool Corp Common 96332010 8198 126000 SH SOLE 126000 0 0
Whirlpool Corp Common 96332010 161128 2476500 SH SOLE 0 0 2476500
Whirlpool Corp Common 96332010 53 820 SH DEFINED 1 0 820 0
Whirlpool Corp Common 96332010 4528 69600 SH DEFINED 1 0 69600 0
White Cap Industries Common 96350510 1179 78600 SH SOLE 78600 0 0
White Cap Industries Common 96350510 1688 112500 SH DEFINED 1 0 112500 0
Whitman Education Gp Common 96652410 1226 445000 SH SOLE 445000 0 0
Whitman Education Gp Common 96652410 454 165000 SH SOLE 0 0 165000
Whitman Education Gp Common 96652410 619 225000 SH DEFINED 1 0 225000 0
Whittman-Hart Inc Common 96683410 113 2100 SH SOLE 2100 0 0
Whittman-Hart Inc Common 96683410 1625 30300 SH DEFINED 1 0 30300 0
Whole Foods Market Common 96683710 60642 1308900 SH SOLE 1308900 0 0
Whole Foods Market Common 96683710 5900 127200 SH SOLE 0 0 127200
Whole Foods Market Common 96683710 9669 208500 SH DEFINED 1 0 208500 0
Wickes Inc Common 96744610 861 160000 SH SOLE 160000 0 0
Wickes Inc Common 96744610 2151 400000 SH SOLE 0 0 400000
Wickes Inc Common 96744610 672 125000 SH DEFINED 1 0 125000 0
Wild Oats Markets Common 96808B10 2245 101050 SH SOLE 101050 0 0
Wild Oats Markets Common 96808B10 2537 114300 SH SOLE 0 0 114300
Wild Oats Markets Common 96808B10 2806 126450 SH DEFINED 1 0 126450 0
Willamette Inds Common 96913310 5255 113800 SH SOLE 113800 0 0
Willamette Inds Common 96913310 151727 3267300 SH SOLE 0 0 3267300
Willamette Inds Common 96913310 7946 171100 SH DEFINED 1 0 171100 0
Willbros Group inc Common 96919910 587 126900 SH SOLE 0 0 126900
Willbros Group inc Common 96919910 926 200000 SH DEFINED 1 0 200000 0
Willbros Group inc Common 96919910 79 17000 SH DEFINED 1 0 17000 0
Williams Cos Inc Common 96945710 2292 75000 SH SOLE 75000 0 0
Williams Cos Inc Common 96945710 12225 400000 SH SOLE 0 0 400000
Clayton Williams Common 96949010 2261 191400 SH SOLE 191400 0 0
Clayton Williams Common 96949010 1041 88100 SH SOLE 0 0 88100
Wilmington Tr Corp Common 97180710 27994 581200 SH SOLE 581200 0 0
Wilmington Tr Corp Common 97180710 3044 63100 SH SOLE 0 0 63100
Wilmington Tr Corp Common 97180710 7600 157500 SH DEFINED 1 0 157500 0
Wilsons Leather Common 97246310 5516 299000 SH SOLE 299000 0 0
Wilsons Leather Common 97246310 4904 266000 SH SOLE 0 0 266000
Wilsons Leather Common 97246310 2489 135000 SH DEFINED 1 0 135000 0
Wilsons Leather Common 97246310 1199 65000 SH DEFINED 1 0 65000 0
Wisconsin Energy Common 97665710 458 24400 SH SOLE 24400 0 0
World Wrestlng Fed A Common 98156Q10 14844 860400 SH SOLE 860400 0 0
World Wrestlng Fed A Common 98156Q10 1535 89000 SH SOLE 0 0 89000
World Wrestlng Fed A Common 98156Q10 4285 248400 SH DEFINED 1 0 248400 0
Woronoco Bancorp Inc Common 98163010 1762 181900 SH SOLE 181900 0 0
Woronoco Bancorp Inc Common 98163010 3846 396950 SH SOLE 0 0 396950
Wynn's International Common 98319510 2858 202350 SH SOLE 202350 0 0
Wynn's International Common 98319510 2782 196950 SH SOLE 0 0 196950
Wynn's International Common 98319510 1442 102125 SH DEFINED 1 0 102125 0
Xilinx Inc Common 98391910 28062 617200 SH SOLE 617200 0 0
Xilinx Inc Common 98391910 20315 446800 SH SOLE 0 0 446800
Xilinx Inc Common 98391910 28303 622480 SH DEFINED 1 0 622480 0
Xerox Corp Common 98412110 214137 9439786 SH SOLE 9439786 0 0
Xerox Corp Common 98412110 230636 10165730 SH SOLE 0 0 10165730
Xerox Corp Common 98412110 4851 213810 SH DEFINED 1 0 213810 0
Xerox Corp Common 98412110 7286 322500 SH DEFINED 1 0 322500 0
Yahoo! Inc Common 98433210 260 600 SH SOLE 600 0 0
Yahoo! Inc Common 98433210 26091 60300 SH DEFINED 1 0 60300 0
Yankee Candle Co Common 98475710 2453 150400 SH DEFINED 1 0 150400 0
Yardville Natl Bcp Common 98502110 2010 172700 SH SOLE 172700 0 0
Yardville Natl Bcp Common 98502110 2618 225200 SH SOLE 0 0 225200
Yardville Natl Bcp Common 98502110 1686 145000 SH DEFINED 1 0 145000 0
Yardville Natl Bcp Common 98502110 699 60200 SH DEFINED 1 0 60200 0
York International Common 98667010 93 3400 SH DEFINED 1 0 3400 0
Young & Rubicam Inc Common 98742510 10874 153700 SH SOLE 153700 0 0
Young & Rubicam Inc Common 98742510 4875 68900 SH DEFINED 1 0 68900 0
Zale Corp Common 98885810 126 2600 SH SOLE 2600 0 0
Zale Corp Common 98885810 2090 43200 SH DEFINED 1 0 43200 0
Zebra Technologies Common 98920710 738 12600 SH SOLE 12600 0 0
Zebra Technologies Common 98920710 2399 41000 SH DEFINED 1 0 41000 0
ZixIt Corporation Common 98974P10 44 1100 SH SOLE 1100 0 0
Zoll Medical Corp Common 98992210 3866 101200 SH SOLE 101200 0 0
Zoll Medical Corp Common 98992210 1104 28900 SH SOLE 0 0 28900
Zoll Medical Corp Common 98992210 1711 44800 SH DEFINED 1 0 44800 0
Zoll Medical Corp Common 98992210 542 14200 SH DEFINED 1 0 14200 0
Celanese AG Common D1497A10 58 3210 SH SOLE 3210 0 0
Celanese AG Common D1497A10 1636 90000 SH SOLE 0 0 90000
Celanese AG Common D1497A10 1 32 SH DEFINED 1 0 32 0
Ace Ltd Common G0070K10 150250 9009024 SH SOLE 9009024 0 0
Ace Ltd Common G0070K10 113508 6802235 SH SOLE 0 0 6802235
Ace Ltd Common G0070K10 17985 1077730 SH DEFINED 1 0 1077730 0
Ace Ltd Common G0070K10 7067 423500 SH DEFINED 1 0 423500 0
American Safety Ins Common G0299510 1114 171000 SH SOLE 171000 0 0
American Safety Ins Common G0299510 423 65000 SH SOLE 0 0 65000
American Safety Ins Common G0299510 943 145000 SH DEFINED 1 0 145000 0
American Safety Ins Common G0299510 410 63000 SH DEFINED 1 0 63000 0
Annuity and Life Re Common G0391010 35226 1348100 SH SOLE 1348100 0 0
Annuity and Life Re Common G0391010 15243 583500 SH SOLE 0 0 583500
Annuity and Life Re Common G0391010 8052 308200 SH DEFINED 1 0 308200 0
Apex Silver Mines Common G0407410 3000 250000 SH SOLE 250000 0 0
China.com Common G2108N10 29177 371200 SH SOLE 371200 0 0
China.com Common G2108N10 2500 31800 SH SOLE 0 0 31800
China.com Common G2108N10 1856 23600 SH DEFINED 1 0 23600 0
Credicorp Ltd Common G2519Y10 1893 157700 SH DEFINED 1 0 157700 0
Fresh Del Monte Prod Common G3673810 27 3000 SH DEFINED 1 0 3000 0
Global Crossing Ltd Common G3921A10 57269 1145324 SH SOLE 1145324 0 0
Global Crossing Ltd Common G3921A10 45993 919733 SH SOLE 0 0 919733
Global Crossing Ltd Common G3921A10 14406 288127 SH DEFINED 1 0 288127 0
IPC Holdings Ltd Common G4933P10 34289 2305100 SH SOLE 0 0 2305100
Knightsbridge Tanker Common G5299G10 4253 315000 SH SOLE 315000 0 0
Loral Space&Communct Common G5646210 1868 76800 SH SOLE 76800 0 0
PartnerRe Holdings Common G6852T10 60351 1860500 SH SOLE 0 0 1860500
Peak Intl Ltd Common G6958610 11577 1129400 SH SOLE 1129400 0 0
Peak Intl Ltd Common G6958610 23 2240 SH DEFINED 1 0 2240 0
Peak Intl Ltd Common G6958610 1049 102400 SH DEFINED 1 0 102400 0
Santa Fe Intl Corp Common G7805C10 31985 1237025 SH SOLE 1237025 0 0
Santa Fe Intl Corp Common G7805C10 3889 150320 SH SOLE 0 0 150320
Santa Fe Intl Corp Common G7805C10 1534 59340 SH DEFINED 1 0 59340 0
Santa Fe Intl Corp Common G7805C10 3845 148600 SH DEFINED 1 0 0 148600
Scottish Annuity Common G7885T10 2851 348000 SH SOLE 348000 0 0
Scottish Annuity Common G7885T10 2523 308000 SH SOLE 0 0 308000
Scottish Annuity Common G7885T10 1228 150000 SH DEFINED 1 0 150000 0
Scottish Annuity Common G7885T10 581 71000 SH DEFINED 1 0 71000 0
Tommy Hilfiger Corp Common G8915Z10 360 15400 SH SOLE 15400 0 0
Tommy Hilfiger Corp Common G8915Z10 4446 190200 SH DEFINED 1 0 190200 0
Triton Energy Ltd A Common G9075110 1844 89300 SH SOLE 89300 0 0
Triton Energy Ltd A Common G9075110 2455 119000 SH SOLE 0 0 119000
Triton Energy Ltd A Common G9075110 2751 133400 SH DEFINED 1 0 133400 0
XL Capital Ltd A Common G9825510 23042 444160 SH SOLE 444160 0 0
XL Capital Ltd A Common G9825510 104 2000 SH SOLE 0 0 2000
XL Capital Ltd A Common G9825510 140 2700 SH DEFINED 1 0 2700 0
XL Capital Ltd A Common G9825510 6531 125900 SH DEFINED 1 0 0 125900
Galileo Technology Common M4729810 4825 200000 SH SOLE 200000 0 0
Gilat Satellite Ntwk Common M5147410 98209 827660 SH SOLE 827660 0 0
Gilat Satellite Ntwk Common M5147410 25203 212320 SH SOLE 0 0 212320
Gilat Satellite Ntwk Common M5147410 40071 337450 SH DEFINED 1 0 337450 0
Optibase Ltd Common M7524R10 1799 51050 SH SOLE 51050 0 0
Optibase Ltd Common M7524R10 7050 200000 SH SOLE 0 0 200000
Optibase Ltd Common M7524R10 635 18000 SH DEFINED 1 0 18000 0
ASM Intl NV USD Common N0704510 3053 132700 SH SOLE 132700 0 0
ASM Intl NV USD Common N0704510 637 27700 SH SOLE 0 0 27700
ASM Intl NV USD Common N0704510 4486 195100 SH DEFINED 1 0 195100 0
ASM Lithography USD Common N0705911 5450 47900 SH SOLE 47900 0 0
Chicago Bridge&Iron Common N1980810 13682 995000 SH SOLE 995000 0 0
Chicago Bridge&Iron Common N1980810 637 46300 SH SOLE 0 0 46300
Chicago Bridge&Iron Common N1980810 1465 106500 SH DEFINED 1 0 106500 0
CNH Global NV Common N2093510 21245 1594800 SH SOLE 1594800 0 0
CNH Global NV Common N2093510 53448 4014700 SH SOLE 0 0 4014700
CNH Global NV Common N2093510 5142 386250 SH DEFINED 1 0 386250 0
KPNQwest NV C USD Common N5091910 48058 753300 SH SOLE 753300 0 0
KPNQwest NV C USD Common N5091910 20714 324900 SH SOLE 0 0 324900
KPNQwest NV C USD Common N5091910 14663 230000 SH DEFINED 1 0 230000 0
ASE Test Ltd Common Y0251610 1138 46700 SH DEFINED 1 0 46700 0
Flextronics Intl Ltd Common Y2573F10 26504 576200 SH SOLE 576200 0 0
Flextronics Intl Ltd Common Y2573F10 33138 720400 SH SOLE 0 0 720400
Flextronics Intl Ltd Common Y2573F10 8657 188200 SH DEFINED 1 0 188200 0
Thrunet Co Ltd Common Y4997510 41 600 SH SOLE 600 0 0
Thrunet Co Ltd Common Y4997510 1493 22000 SH DEFINED 1 0 22000 0
Pacific Internet Ltd Common Y6618310 549 11700 SH DEFINED 1 0 11700 0
</TABLE>
|
|