UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13 (F) COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2003 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: American Express Financial Corporation Address: 430 AXP Financial Center Minneapolis, MN 55474-0000 Form 13F File Number: 28-139 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Jeffrey Fox Title: V.P. Investment Accounting Phone: 612-671-6741 Signature, Place, and Date of Signing: /s/ Jeffrey Fox Minneapolis, MN May 14, 2003 ------------------- ------------------ -------------------- [Signature] [City, State] [Date] Report Type (Check only one.): [ x ] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 12 Form 13F Information Table Entry Total: 4454 Form 13F Information Table Value Total: $47336279 (thousands) List of Other Included Managers: No. 13F File Number Name -------------------- ----------------------------------------- 01 28-698 American Express Company 02 American Express Asset Management Group Inc. 03 American Express Trust Company 04 American Express Certificate Company 05 IDS Life Insurance Company 06 IDS Life Insurance Company of New York 07 American Partners Life 08 American Centurion Life of New York 09 American Enterprise Life 11 28-06558 American Express Asset Management International 12 28-05679 American Express Asset Management International-Japan 13 28-06560 American Express Asset Management International Limited FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- AAR CORP COM 000361105 357 94505 SH DEFINED 01 94505 0 0 ADC TELECOM COM 000886101 92 44819 SH DEFINED 01 44819 0 0 ADC TELECOM COM 000886101 378 183434 SH DEFINED 01 03 0 183434 0 ABM INDUSTRIES INC COM 000957100 1913 145604 SH DEFINED 01 145604 0 0 AFC ENTERPRISES COM 00104Q107 1135 84300 SH DEFINED 01 84300 0 0 AFLAC INC COM 001055102 33937 1058861 SH DEFINED 01 1058861 0 0 AFLAC INC COM 001055102 6268 195590 SH DEFINED 01 02 0 195590 0 AFLAC INC COM 001055102 3649 113865 SH DEFINED 01 03 0 113865 0 AFLAC INC COM 001055102 779 24281 SH DEFINED 01 13 0 24281 0 AGCO CORP COM 001084102 750 46631 SH DEFINED 01 46631 0 0 AGL RESOURCES INC COM 001204106 21324 902399 SH DEFINED 01 902399 0 0 AGL RESOURCES INC COM 001204106 127 5394 SH DEFINED 01 02 0 5394 0 AGL RESOURCES INC COM 001204106 8 354 SH DEFINED 01 03 0 354 0 AES CORP COM 00130H105 486 134037 SH DEFINED 01 134037 0 0 AES CORP COM 00130H105 436 120447 SH DEFINED 01 03 0 120447 0 AK STEEL COM 001547108 129 39502 SH DEFINED 01 39502 0 0 AMB PROPERTY CORP. COM 00163T109 97 3450 SH DEFINED 01 3450 0 0 AMC ENTERTAINMENT IN COM 001669100 880 101500 SH DEFINED 01 101500 0 0 AMN HEALTHCARE SERV. COM 001744101 951 86600 SH DEFINED 01 86600 0 0 AMR CORP DEL COM 001765106 8722 4153522 SH DEFINED 01 4153522 0 0 AMR CORP DEL COM 001765106 534 254400 SH DEFINED 01 02 0 254400 0 AMR CORP DEL COM 001765106 296 140900 SH DEFINED 01 03 0 140900 0 ANC RENTAL CORP COM 001813104 0 91 SH DEFINED 01 91 0 0 AOL TIME WARNER INC COM 00184A105 129608 11934280 SH DEFINED 01 11934280 0 0 AOL TIME WARNER INC COM 00184A105 3201 294685 SH DEFINED 01 02 0 294685 0 AOL TIME WARNER INC COM 00184A105 12027 1107460 SH DEFINED 01 03 0 1107460 0 AOL TIME WARNER INC COM 00184A105 1501 138248 SH DEFINED 01 13 0 138248 0 APAC CUSTOMER SVCS COM 00185E106 495 213400 SH DEFINED 01 213400 0 0 APAC CUSTOMER SVCS COM 00185E106 40 17592 SH DEFINED 01 02 0 17592 0 APAC CUSTOMER SVCS COM 00185E106 3 1096 SH DEFINED 01 03 0 1096 0 ATI TECHNOLOGIES. COM 001941103 514 100000 SH DEFINED 01 100000 0 0 AT&T CORP COM 001957505 15043 928589 SH DEFINED 01 928589 0 0 AT&T CORP COM 001957505 138 8500 SH DEFINED 01 02 0 8500 0 AT&T CORP COM 001957505 3343 206381 SH DEFINED 01 03 0 206381 0 A S A LIMITED COM 002050102 2894 83400 SH DEFINED 01 83400 0 0 ATMI INC COM 00207R101 3059 158847 SH DEFINED 01 158847 0 0 AT&T WIRELESS SVCS COM 00209A106 15620 2366577 SH DEFINED 01 2366577 0 0 AT&T WIRELESS SVCS COM 00209A106 3961 600082 SH DEFINED 01 03 0 600082 0 AT&T WIRELESS SVCS COM 00209A106 184 27900 SH DEFINED 01 13 0 27900 0 AVX COM 002444107 3417 379700 SH DEFINED 01 379700 0 0 AARON RENTS INC COM 002535201 2031 99631 SH DEFINED 01 99631 0 0 AARON RENTS INC-CL A COM 002535300 40 2000 SH DEFINED 01 2000 0 0 ABBOTT LABS COM 002824100 53840 1431523 SH DEFINED 01 1431523 0 0 ABBOTT LABS COM 002824100 10806 287365 SH DEFINED 01 02 0 287365 0 ABBOTT LABS COM 002824100 13009 345869 SH DEFINED 01 03 0 345869 0 ABERCROMBIE & FITCH COM 002896207 122 4056 SH DEFINED 01 4056 0 0 ABERCROMBIE & FITCH COM 002896207 76 2537 SH DEFINED 01 02 0 2537 0 ABGENIX INC COM 00339B107 658 75600 SH DEFINED 01 75600 0 0 ABITIBI-CONSOLIDATED COM 003924107 17356 2497248 SH DEFINED 01 2497248 0 0 ACCREDO HEALTH INC COM 00437V104 4167 171207 SH DEFINED 01 171207 0 0 ACCREDO HEALTH INC COM 00437V104 5 200 SH DEFINED 01 02 0 200 0 ACTIVISION INC COM 004930202 1846 127760 SH DEFINED 01 127760 0 0 ACTION PERFORMANCE COM 004933107 2339 110547 SH DEFINED 01 110547 0 0 ACTION PERFORMANCE COM 004933107 2 80 SH DEFINED 01 02 0 80 0 ACTEL CORP COM 004934105 2930 171817 SH DEFINED 01 171817 0 0 ACTEL CORP COM 004934105 137 7990 SH DEFINED 01 02 0 7990 0 ACTEL CORP COM 004934105 2 121 SH DEFINED 01 03 0 121 0 ACTUATE CORPORATION COM 00508B102 314 226200 SH DEFINED 01 226200 0 0 ACTUATE CORPORATION COM 00508B102 1 360 SH DEFINED 01 02 0 360 0 ACUITY BRANDS INC COM 00508Y102 3716 276293 SH DEFINED 01 276293 0 0 ACUITY BRANDS INC COM 00508Y102 71 5325 SH DEFINED 01 02 0 5325 0 ACUITY BRANDS INC COM 00508Y102 5 369 SH DEFINED 01 03 0 369 0 ACXIOM CORP COM 005125109 28407 1687818 SH DEFINED 01 1687818 0 0 ACXIOM CORP COM 005125109 1434 85159 SH DEFINED 01 02 0 85159 0 ACXIOM CORP COM 005125109 2260 134300 SH DEFINED 01 03 0 134300 0 ADAPTEC INC COM 00651F108 11370 1885362 SH DEFINED 01 1885362 0 0 ADAPTEC INC COM 00651F108 30 4936 SH DEFINED 01 02 0 4936 0 ADAPTEC INC COM 00651F108 2 324 SH DEFINED 01 03 0 324 0 ADELPHI EUROPE PR LP COM 006840995 10044 10000000 SH DEFINED 01 05 0 0 10000000 ADMINISTAFF INC COM 007094105 1126 180240 SH DEFINED 01 180240 0 0 ADOBE SYSTEMS INC COM 00724F101 18573 602407 SH DEFINED 01 602407 0 0 ADOBE SYSTEMS INC COM 00724F101 323 10515 SH DEFINED 01 02 0 10515 0 ADOBE SYSTEMS INC COM 00724F101 1633 52982 SH DEFINED 01 03 0 52982 0 ADTRAN COM 00738A106 1761 49053 SH DEFINED 01 49053 0 0 ADTRAN COM 00738A106 31 854 SH DEFINED 01 02 0 854 0 ADTRAN COM 00738A106 2 52 SH DEFINED 01 03 0 52 0 ADVANCED MKTG SERV COM 00753T105 633 56546 SH DEFINED 01 56546 0 0 ADVANCED FIBRE COMM COM 00754A105 1675 110607 SH DEFINED 01 110607 0 0 ADVANCED FIBRE COMM COM 00754A105 84 5563 SH DEFINED 01 02 0 5563 0 ADVANCED NEUROMODULA. COM 00757T101 369 8600 SH DEFINED 01 8600 0 0 ADVANCED NEUROMODULA. COM 00757T101 253 5900 SH DEFINED 01 02 0 5900 0 ADVO INC COM 007585102 4444 134666 SH DEFINED 01 134666 0 0 ADVO INC COM 007585102 2 50 SH DEFINED 01 02 0 50 0 ADVANCED POWER TECH COM 00761E108 913 298500 SH DEFINED 01 298500 0 0 ADVISORY BOARD CO COM 00762W107 1195 34200 SH DEFINED 01 34200 0 0 ADVANCED MEDICAL OPTICS INC COM 00763M108 1147 85245 SH DEFINED 01 85245 0 0 AEROFLEX INC COM 007768104 2446 432058 SH DEFINED 01 432058 0 0 AEROFLEX INC COM 007768104 31 5364 SH DEFINED 01 02 0 5364 0 AEROFLEX INC COM 007768104 2 330 SH DEFINED 01 03 0 330 0 AEROPOSTALE INC. COM 007865108 100 7500 SH DEFINED 01 02 0 7500 0 ADVANCED MICRO DEV COM 007903107 4210 681146 SH DEFINED 01 681146 0 0 ADVANCED MICRO DEV COM 007903107 468 75765 SH DEFINED 01 03 0 75765 0 ADVANCEPCS COM 00790K109 7773 274259 SH DEFINED 01 274259 0 0 ADVANCEPCS COM 00790K109 9 300 SH DEFINED 01 02 0 300 0 ADVANCED ENERGY IND COM 007973100 818 95238 SH DEFINED 01 95238 0 0 ADVENT SOFTWARE COM 007974108 10873 893478 SH DEFINED 01 893478 0 0 ADVENT SOFTWARE COM 007974108 179 14713 SH DEFINED 01 02 0 14713 0 ADVENT SOFTWARE COM 007974108 280 23000 SH DEFINED 01 03 0 23000 0 AETNA INC NEW COM 00817Y108 8520 172806 SH DEFINED 01 172806 0 0 AETNA INC NEW COM 00817Y108 32 660 SH DEFINED 01 02 0 660 0 AETNA INC NEW COM 00817Y108 1668 33836 SH DEFINED 01 03 0 33836 0 AFFILIATED COMPUTER COM 008190100 21136 477529 SH DEFINED 01 477529 0 0 AFFILIATED MANAGERS COM 008252108 3460 83265 SH DEFINED 01 83265 0 0 AFFILIATED MANAGERS COM 008252108 102 2440 SH DEFINED 01 02 0 2440 0 AFFYMETRIX COM 00826T108 250 9600 SH DEFINED 01 03 0 9600 0 AFFYMETRIX. COM 00826T108 10460 402250 SH DEFINED 01 02 0 402250 0 AFL/CIO UNITS OF COM 008270993 533 461 SH DEFINED 01 02 0 461 0 AGERE SYSTEMS INC-CL A COM 00845V100 2228 1392800 SH DEFINED 01 1392800 0 0 AGERE SYSTEMS INC-CL A COM 00845V100 2444 1527504 SH DEFINED 01 02 0 1527504 0 AGERE SYSTEMS INC-CL B COM 00845V209 0 105 SH DEFINED 01 02 0 420 0 AGILENT TECHNOLOGIES COM 00846U101 4662 354557 SH DEFINED 01 354557 0 0 AGILENT TECHNOLOGIES COM 00846U101 1355 103018 SH DEFINED 01 03 0 103018 0 AGILENT TECH CVT CONV BND 00846UAB7 392 430000 PRN DEFINED 01 0 0 430000 AGILE SOFTWARE CORP. COM 00846X105 326 50800 SH DEFINED 01 50800 0 0 AGRIUM COM 008916108 1861 173100 SH DEFINED 01 173100 0 0 AIR PROD & CHEM COM 009158106 175021 4224502 SH DEFINED 01 4224502 0 0 AIR PROD & CHEM COM 009158106 9959 240405 SH DEFINED 01 02 0 240405 0 AIR PROD & CHEM COM 009158106 4331 104523 SH DEFINED 01 03 0 104523 0 AIRBORNE INC COM 009269101 40 2020 SH DEFINED 01 2020 0 0 AIRGAS INC COM 009363102 2695 145604 SH DEFINED 01 145604 0 0 AIRGAS INC COM 009363102 248 13387 SH DEFINED 01 02 0 13387 0 AIRGAS INC COM 009363102 3 167 SH DEFINED 01 03 0 167 0 ALAMO GROUP INC COM 011311107 3174 272200 SH DEFINED 01 272200 0 0 ALARIS MEDICAL INC COM 011637105 1065 103000 SH DEFINED 01 103000 0 0 ALARIS MEDICAL INC COM 011637105 29 2768 SH DEFINED 01 02 0 2768 0 ALARIS MEDICAL INC COM 011637105 2 162 SH DEFINED 01 03 0 162 0 ALASKA AIRGROUP COM 011659109 17 1107 SH DEFINED 01 1107 0 0 ALBANY INTL CORP NEW COM 012348108 4280 186790 SH DEFINED 01 186790 0 0 ALBANY INTL CORP NEW COM 012348108 59 2593 SH DEFINED 01 02 0 2593 0 ALBANY INTL CORP NEW COM 012348108 3 151 SH DEFINED 01 03 0 151 0 ALBEMARLE CORP COM 012653101 4758 195419 SH DEFINED 01 195419 0 0 ALBERTO CULVER COM 013068101 160 3259 SH DEFINED 01 3259 0 0 ALBERTO CULVER COM 013068101 635 12886 SH DEFINED 01 03 0 12886 0 ALBERTSONS INC COM 013104104 5992 317898 SH DEFINED 01 317898 0 0 ALBERTSONS INC COM 013104104 23 1231 SH DEFINED 01 02 0 1231 0 ALBERTSONS INC COM 013104104 1602 84941 SH DEFINED 01 03 0 84941 0 ALCAN INC COM 013716105 4097 146852 SH DEFINED 01 146852 0 0 ALCOA INC COM 013817101 163552 8439164 SH DEFINED 01 8439164 0 0 ALCOA INC COM 013817101 7227 372670 SH DEFINED 01 02 0 372670 0 ALCOA INC COM 013817101 5495 283532 SH DEFINED 01 03 0 283532 0 ALEXANDER & BALDWIN COM 014482103 7500 301620 SH DEFINED 01 301620 0 0 ALEXANDER & BALDWIN COM 014482103 31 1242 SH DEFINED 01 02 0 1242 0 ALEXANDER & BALDWIN COM 014482103 2 84 SH DEFINED 01 03 0 84 0 ALEX REAL ESTATE EQU. COM 015271109 654 15556 SH DEFINED 01 15556 0 0 ALLEGHANY CORP COM 017175100 1754 10710 SH DEFINED 01 10710 0 0 ALLEGHENY ENERGY COM 017361106 943 152017 SH DEFINED 01 152017 0 0 ALLEGHENY ENERGY COM 017361106 172 27723 SH DEFINED 01 03 0 27723 0 ALLEGHENY TECHNOLOGY COM 01741R102 13 4505 SH DEFINED 01 4505 0 0 ALLEGHENY TECHNOLOGY COM 01741R102 52 17785 SH DEFINED 01 03 0 17785 0 ALLEGIANT BANCORP INC COM 017476102 656 38800 SH DEFINED 01 38800 0 0 ALLEGIANT BANCORP INC COM 017476102 39 2367 SH DEFINED 01 02 0 2367 0 ALLEGIANT BANCORP INC COM 017476102 3 160 SH DEFINED 01 03 0 160 0 ALLEN TELECOM INC COM 018091108 1404 144039 SH DEFINED 01 144039 0 0 ALLEN TELECOM INC COM 018091108 28 2939 SH DEFINED 01 02 0 2939 0 ALLEN TELECOM INC COM 018091108 2 188 SH DEFINED 01 03 0 188 0 ALLERGAN INC COM 018490102 16963 248685 SH DEFINED 01 248685 0 0 ALLERGAN INC COM 018490102 1496 21945 SH DEFINED 01 02 0 21945 0 ALLERGAN INC COM 018490102 1947 28547 SH DEFINED 01 03 0 28547 0 ALLETE COM 018522102 515 24841 SH DEFINED 01 24841 0 0 ALLIANCE DATA SYSTEM COM 018581108 10676 628000 SH DEFINED 01 628000 0 0 ALLIANCE GAMING CORP COM 01859P609 3176 211690 SH DEFINED 01 211690 0 0 ALLIANCE GAMING CORP COM 01859P609 3 170 SH DEFINED 01 02 0 170 0 ALLIANCE SEMI CONDUC COM 01877H100 340 106204 SH DEFINED 01 106204 0 0 ALLIANT ENERGY CORP COM 018802108 61 3827 SH DEFINED 01 3827 0 0 ALLIANT TECHSYSTEMS COM 018804104 6674 123578 SH DEFINED 01 123578 0 0 ALLIED DOMECQ SPS-ADR COM 019121201 1472 75000 SH DEFINED 01 75000 0 0 ALLIED WASTE IND COM 019589308 1686 211017 SH DEFINED 01 211017 0 0 ALLIED WASTE IND COM 019589308 347 43490 SH DEFINED 01 03 0 43490 0 ALLMERICA FINANCIAL COM 019754100 31 2207 SH DEFINED 01 2207 0 0 ALLSCRIPTS HLTHCARE COM 01988P108 632 229800 SH DEFINED 01 229800 0 0 ALLSTATE CORP COM 020002101 32831 989748 SH DEFINED 01 989748 0 0 ALLSTATE CORP COM 020002101 5170 155889 SH DEFINED 01 03 0 155889 0 ALLTEL CORP COM 020039103 10230 228547 SH DEFINED 01 228547 0 0 ALLTEL CORP COM 020039103 3083 68887 SH DEFINED 01 03 0 68887 0 ALLTEL CVT PFD CONV PRF 020039822 8227 175000 SH DEFINED 01 0 0 175000 ALPHARMA INC CL A COM 020813101 3954 220561 SH DEFINED 01 220561 0 0 ALTERA CORP COM 021441100 4319 318891 SH DEFINED 01 318891 0 0 ALTERA CORP COM 021441100 6404 472938 SH DEFINED 01 02 0 472938 0 ALTERA CORP COM 021441100 1207 89091 SH DEFINED 01 03 0 89091 0 ALTRIA GROUP INC COM 02209S103 447992 14953004 SH DEFINED 01 14953004 0 0 ALTRIA GROUP INC COM 02209S103 17210 574443 SH DEFINED 01 02 0 574443 0 ALTRIA GROUP INC COM 02209S103 13770 459613 SH DEFINED 01 03 0 459613 0 ALTRIA GROUP INC COM 02209S103 1609 53724 SH DEFINED 01 13 0 53724 0 ALZA (JNJ) CVT CONV BND 02261WAB5 463 570000 PRN DEFINED 01 0 0 570000 AMAZON COM INC COM 023135106 19372 744200 SH DEFINED 01 744200 0 0 AMAZON COM INC COM 023135106 44 1697 SH DEFINED 01 03 0 1697 0 AMBAC FINANCIAL GRP COM 023139108 298 5913 SH DEFINED 01 5913 0 0 AMBAC FINANCIAL GRP COM 023139108 1181 23380 SH DEFINED 01 03 0 23380 0 AMERADA HESS COM 023551104 4053 91567 SH DEFINED 01 91567 0 0 AMERADA HESS COM 023551104 23 517 SH DEFINED 01 02 0 517 0 AMERADA HESS COM 023551104 871 19675 SH DEFINED 01 03 0 19675 0 AMEREN CORP COM 023608102 2347 60114 SH DEFINED 01 60114 0 0 AMEREN CORP COM 023608102 1378 35275 SH DEFINED 01 03 0 35275 0 AMERICA MOVIL SA CV. COM 02364W105 268 20055 SH DEFINED 01 20055 0 0 AMER AXLE & MFG HDGS COM 024061103 762 36200 SH DEFINED 01 36200 0 0 AMERICAN ELEC PWR COM 025537101 2373 103878 SH DEFINED 01 103878 0 0 AMERICAN ELEC PWR COM 025537101 1969 86166 SH DEFINED 01 03 0 86166 0 AMERICAN EAGLE OUTFI COM 02553E106 7161 493269 SH DEFINED 01 493269 0 0 AMERICAN EAGLE OUTFI COM 02553E106 148 10170 SH DEFINED 01 02 0 10170 0 AEMG-SMALL CAP GWTH COM 025810987 10000 10000000 SH DEFINED 01 05 0 0 10000000 AMERICAN EXPRESS COM 025816109 2442 73491 SH DEFINED 01 73491 0 0 AMERICAN EXPRESS COM 025816109 9634 289922 SH DEFINED 01 03 0 289922 0 AMERICAN FINCIAL GRP COM 025932104 57 2883 SH DEFINED 01 2883 0 0 AMERICAN FINCIAL GRP COM 025932104 80 4048 SH DEFINED 01 02 0 4048 0 AM GREETINGS CL A COM 026375105 147 11142 SH DEFINED 01 11142 0 0 AM GREETINGS CL A COM 026375105 190 14521 SH DEFINED 01 03 0 14521 0 AMERICAN INTL GROUP COM 026874107 294152 5948497 SH DEFINED 01 5948497 0 0 AMERICAN INTL GROUP COM 026874107 5692 115261 SH DEFINED 01 02 0 115261 0 AMERICAN INTL GROUP COM 026874107 28573 577807 SH DEFINED 01 03 0 577807 0 AMERICAN INTL GROUP COM 026874107 25 500 SH DEFINED 01 12 0 500 0 AMERICAN INTL GROUP COM 026874107 1179 23852 SH DEFINED 01 13 0 23852 0 AMERICAN INTL GROUP CONV BND 026874AP2 810 1260000 PRN DEFINED 01 0 0 1260000 AMER ITALIAN PASTA COM 027070101 5064 117086 SH DEFINED 01 117086 0 0 AMER ITALIAN PASTA COM 027070101 11224 259500 SH DEFINED 01 02 0 259500 0 AMER ITALIAN PASTA COM 027070101 268 6200 SH DEFINED 01 03 0 6200 0 AMERICAN MANAGEMENT COM 027352103 3330 275710 SH DEFINED 01 275710 0 0 AMERICAN MANAGEMENT COM 027352103 35 2840 SH DEFINED 01 02 0 2840 0 AMERICAN MANAGEMENT COM 027352103 2 185 SH DEFINED 01 03 0 185 0 AMERICAN MEDICAL SYS.. COM 02744M108 3981 275480 SH DEFINED 01 275480 0 0 AMERICAN MEDICAL SEC COM 02744P101 623 47100 SH DEFINED 01 47100 0 0 AMER PWR CONVERSION COM 029066107 32841 2306254 SH DEFINED 01 2306254 0 0 AMER PWR CONVERSION COM 029066107 1237 86890 SH DEFINED 01 02 0 86890 0 AMER PWR CONVERSION COM 029066107 2521 177063 SH DEFINED 01 03 0 177063 0 AMERICAN STD CO COM 029712106 5013 72896 SH DEFINED 01 72896 0 0 AMERICAN STD CO COM 029712106 41 598 SH DEFINED 01 02 0 598 0 AMERICAN STD CO COM 029712106 1111 16155 SH DEFINED 01 03 0 16155 0 AMERICAN STS WATER COM 029899101 1076 45000 SH DEFINED 01 45000 0 0 AMERICAN TOWER CORP UNIT 0% 8/ PRF 03027RAC7 9026 13675 SH DEFINED 01 0 0 13675 AMERICAN TOWER CORP UNIT 0% 8/ PRF 03027RAC7 3630 5500 SH DEFINED 01 02 0 0 5500 AMERICREDIT CORP COM 03060R101 21 6454 SH DEFINED 01 6454 0 0 AMERSHAM. COM 030719108 2 60 SH DEFINED 01 02 0 60 0 AMERUS GROUP CO COM 03072M108 2622 106827 SH DEFINED 01 106827 0 0 AMERUS GROUP CO COM 03072M108 80 3258 SH DEFINED 01 02 0 3258 0 AMERISOURCEBERGEN COM 03073E105 119192 2270302 SH DEFINED 01 2270302 0 0 AMERISOURCEBERGEN COM 03073E105 7767 147943 SH DEFINED 01 02 0 147943 0 AMERISOURCEBERGEN COM 03073E105 2317 44120 SH DEFINED 01 03 0 44120 0 AMERIGROUP CORP COM 03073T102 7263 248240 SH DEFINED 01 248240 0 0 AMERIGROUP CORP COM 03073T102 2 80 SH DEFINED 01 02 0 80 0 AMERITRADE HLDGS. COM 03074K100 347 70000 SH DEFINED 01 70000 0 0 AMETEK INC (NEW) COM 031100100 705 21378 SH DEFINED 01 21378 0 0 AMETEK INC (NEW) COM 031100100 2 60 SH DEFINED 01 02 0 60 0 AMGEN INC. COM 031162100 722643 12556772 SH DEFINED 01 12556772 0 0 AMGEN INC. COM 031162100 32752 569072 SH DEFINED 01 02 0 569072 0 AMGEN INC. COM 031162100 18722 325322 SH DEFINED 01 03 0 325322 0 AMGEN CVT CONV BND 031162AE0 853 1120000 PRN DEFINED 01 0 0 1120000 AMGEN CVT CONV BND 031162AE0 761 1000000 PRN DEFINED 01 02 0 0 1000000 AMKOR TECH CONV BND 031652AH3 760 1100000 PRN DEFINED 01 0 0 1100000 AMSOUTH BANCORPORATI COM 032165102 3130 157472 SH DEFINED 01 157472 0 0 AMSOUTH BANCORPORATI COM 032165102 1571 79004 SH DEFINED 01 03 0 79004 0 AMSURG CORP. COM 03232P405 1536 60960 SH DEFINED 01 60960 0 0 AMYLIN PHARM. COM 032346108 8230 508000 SH DEFINED 01 508000 0 0 AMYLIN PHARM. COM 032346108 127 7833 SH DEFINED 01 02 0 7833 0 AMYLIN PHARM. COM 032346108 2 115 SH DEFINED 01 03 0 115 0 ANADARKO PETRO CORP COM 032511107 66580 1463322 SH DEFINED 01 1463322 0 0 ANADARKO PETRO CORP COM 032511107 614 13500 SH DEFINED 01 02 0 13500 0 ANADARKO PETRO CORP COM 032511107 4450 97796 SH DEFINED 01 03 0 97796 0 ANALOG DEVICES COM 032654105 9727 353694 SH DEFINED 01 353694 0 0 ANALOG DEVICES COM 032654105 5222 189845 SH DEFINED 01 02 0 189845 0 ANALOG DEVICES COM 032654105 2209 80343 SH DEFINED 01 03 0 80343 0 ANALOG DEVICES COM 032654105 336 12200 SH DEFINED 01 13 0 12200 0 ANALOGIC COM 032657207 2140 46949 SH DEFINED 01 46949 0 0 ANAREN INC COM 032744104 1101 127300 SH DEFINED 01 127300 0 0 ANCHOR BANCORP COM 032839102 3634 165554 SH DEFINED 01 165554 0 0 ANCHOR BANCORP COM 032839102 71 3212 SH DEFINED 01 02 0 3212 0 ANCHOR BANCORP COM 032839102 5 225 SH DEFINED 01 03 0 225 0 ANDREW CORP COM 034425108 30 5483 SH DEFINED 01 5483 0 0 ANDREW CORP COM 034425108 119 21684 SH DEFINED 01 03 0 21684 0 ANDRX CORP-ANDRX GRP COM 034553107 2824 239100 SH DEFINED 01 239100 0 0 ANGELICA CORP COM 034663104 440 25829 SH DEFINED 01 25829 0 0 ANGLOGOLD LTD COM 035128206 3018 100000 SH DEFINED 01 100000 0 0 ANHEUSER BUSCH CO COM 035229103 140054 3004779 SH DEFINED 01 3004779 0 0 ANHEUSER BUSCH CO COM 035229103 3026 64900 SH DEFINED 01 02 0 64900 0 ANHEUSER BUSCH CO COM 035229103 8816 189157 SH DEFINED 01 03 0 189157 0 ANHEUSER BUSCH CO COM 035229103 391 8384 SH DEFINED 01 13 0 8384 0 ANIXTER INTL INC COM 035290105 3518 155176 SH DEFINED 01 155176 0 0 ANIXTER INTL INC COM 035290105 44 1962 SH DEFINED 01 02 0 1962 0 ANIXTER INTL INC COM 035290105 3 120 SH DEFINED 01 03 0 120 0 ANNTAYLOR STORES COR COM 036115103 3684 179451 SH DEFINED 01 179451 0 0 ANNTAYLOR STORES COR COM 036115103 42 2048 SH DEFINED 01 02 0 2048 0 ANNTAYLOR STORES COR COM 036115103 2 106 SH DEFINED 01 03 0 106 0 ANSYS COM 03662Q105 3457 144330 SH DEFINED 01 144330 0 0 ANSYS COM 03662Q105 2 100 SH DEFINED 01 02 0 100 0 ANTHEM INC COM 03674B104 52413 791097 SH DEFINED 01 791097 0 0 ANTHEM INC COM 03674B104 417 6292 SH DEFINED 01 02 0 6292 0 ANTHEM INC COM 03674B104 2128 32125 SH DEFINED 01 03 0 32125 0 ANTIGENICS INC/DEL COM 037032109 2932 353700 SH DEFINED 01 353700 0 0 AON CORP COM 037389103 5496 265819 SH DEFINED 01 265819 0 0 AON CORP COM 037389103 1413 68325 SH DEFINED 01 03 0 68325 0 APACHE CORP COM 037411105 155466 2518062 SH DEFINED 01 2518062 0 0 APACHE CORP COM 037411105 11198 181351 SH DEFINED 01 02 0 181351 0 APACHE CORP COM 037411105 4948 80135 SH DEFINED 01 03 0 80135 0 APARTMENT INVT & MGMT CO COM 03748R101 5720 156798 SH DEFINED 01 156798 0 0 APARTMENT INVT & MGMT CO COM 03748R101 755 20685 SH DEFINED 01 03 0 20685 0 APOGEE ENTERPRISES COM 037598109 1333 162164 SH DEFINED 01 162164 0 0 APOGEE ENTERPRISES COM 037598109 2 210 SH DEFINED 01 02 0 210 0 APOLLO GROUP INC -C COM 037604105 43137 864478 SH DEFINED 01 864478 0 0 APOLLO GROUP INC -C COM 037604105 106740 2139097 SH DEFINED 01 02 0 2139097 0 APOLLO GROUP INC -C COM 037604105 4633 92844 SH DEFINED 01 03 0 92844 0 APOLLO GROUP INC -C COM 037604105 398 7980 SH DEFINED 01 13 0 7980 0 UNIVERSITY OF PHOENIX ONLINE COM 037604204 345 8093 SH DEFINED 01 8093 0 0 APOGENT TECHNOLOGIES COM 03760A101 64 4388 SH DEFINED 01 4388 0 0 APPALACHIAN POWER 5.900 PFD 1 PRF 037735842 905 10000 SH DEFINED 01 10000 0 0 APPALACHIAN POWER 5.920 PFD 1 PRF 037735859 1081 11000 SH DEFINED 01 11000 0 0 APPLE COMPUTER COM 037833100 78239 5533127 SH DEFINED 01 5533127 0 0 APPLE COMPUTER COM 037833100 3278 231850 SH DEFINED 01 02 0 231850 0 APPLE COMPUTER COM 037833100 1171 82822 SH DEFINED 01 03 0 82822 0 APPLEBEES INTL INC COM 037899101 65 2305 SH DEFINED 01 2305 0 0 APRIA HEALTHCARE GRO COM 037933108 8819 377590 SH DEFINED 01 377590 0 0 APRIA HEALTHCARE GRO COM 037933108 4 150 SH DEFINED 01 02 0 150 0 APPLERA - APP BIOSYS COM 038020103 21562 1362091 SH DEFINED 01 1362091 0 0 APPLERA - APP BIOSYS COM 038020103 908 57369 SH DEFINED 01 02 0 57369 0 APPLERA - APP BIOSYS COM 038020103 2163 136619 SH DEFINED 01 03 0 136619 0 APPLERA - CELERA GNM COM 038020202 3706 430000 SH DEFINED 01 498370 0 0 APPLICA INC COM 03815A106 341 69734 SH DEFINED 01 69734 0 0 APPLIED FILMS CORP COM 038197109 727 45000 SH DEFINED 01 45000 0 0 APPLIED IND TECHNOLO COM 03820C105 942 56346 SH DEFINED 01 56346 0 0 APPLIED MATERIALS COM 038222105 115816 9206373 SH DEFINED 01 9206373 0 0 APPLIED MATERIALS COM 038222105 9457 751875 SH DEFINED 01 02 0 751875 0 APPLIED MATERIALS COM 038222105 4662 370569 SH DEFINED 01 03 0 370569 0 APPLIED MATERIALS COM 038222105 87 6900 SH DEFINED 01 13 0 6900 0 APPLIED MICRO CIRCUT COM 03822W109 56 16976 SH DEFINED 01 16976 0 0 APPLIED MICRO CIRCUT COM 03822W109 218 66977 SH DEFINED 01 03 0 66977 0 APPLIED SIGNAL. COM 038237103 514 36500 SH DEFINED 01 36500 0 0 APPLIED SIGNAL. COM 038237103 1 60 SH DEFINED 01 02 0 60 0 APPLIED MOLECULAR EV COM 03823E108 2 650 SH DEFINED 01 02 0 0 650 APTARGROUP INC COM 038336103 4074 125919 SH DEFINED 01 125919 0 0 AQUILA INC COM 03840P102 671 322579 SH DEFINED 01 322579 0 0 ARACRUZ CELLULOSE SA COM 038496204 1783 89126 SH DEFINED 01 89126 0 0 ARACRUZ CELLULOSE SA COM 038496204 238 11881 SH DEFINED 01 11 0 11881 0 ARACRUZ CELLULOSE SA COM 038496204 382 19079 SH DEFINED 01 13 0 19079 0 ARADIGM CORP COM 038505103 120 96300 SH DEFINED 01 96300 0 0 ARAMARK CORP- CL B. COM 038521100 6643 290100 SH DEFINED 01 290100 0 0 ARAMARK CORP- CL B. COM 038521100 490 21390 SH DEFINED 01 02 0 21390 0 ARBITRON INC COM 03875Q108 4283 135111 SH DEFINED 01 135111 0 0 ARBITRON INC COM 03875Q108 75 2370 SH DEFINED 01 02 0 2370 0 ARCH CHEMICALS INC COM 03937R102 1243 66487 SH DEFINED 01 66487 0 0 ARCH COAL COM 039380100 1051 55241 SH DEFINED 01 55241 0 0 ARCH COAL COM 039380100 3362 176900 SH DEFINED 01 02 0 176900 0 ARCH WIRELESS INC COM 039392600 6 2314 SH DEFINED 01 02 0 0 2314 ARCHER DANIELS MDLND COM 039483102 18017 1668328 SH DEFINED 01 1668328 0 0 ARCHER DANIELS MDLND COM 039483102 1538 142415 SH DEFINED 01 03 0 142415 0 ARCTIC CAT INC COM 039670104 4210 269709 SH DEFINED 01 269709 0 0 ARGONAUT GROUP INC COM 040157109 1249 146200 SH DEFINED 01 146200 0 0 ARGOSY GAMING COM 040228108 3471 173684 SH DEFINED 01 173684 0 0 ARGOSY GAMING COM 040228108 2 120 SH DEFINED 01 02 0 120 0 ARIBA COM 04033V104 4300 1524600 SH DEFINED 01 1524600 0 0 ARIBA COM 04033V104 1015 360240 SH DEFINED 01 02 0 360240 0 ARKANSAS BEST CORP COM 040790107 4605 181130 SH DEFINED 01 181130 0 0 ARKANSAS BEST CORP COM 040790107 72 2839 SH DEFINED 01 02 0 2839 0 ARKANSAS BEST CORP COM 040790107 5 189 SH DEFINED 01 03 0 189 0 ARMOR HOLDINGS INC COM 042260109 874 87415 SH DEFINED 01 87415 0 0 ARQULE INC COM 04269E107 153 63414 SH DEFINED 01 63414 0 0 ARRIS GROUP INC COM 04269Q100 1150 310950 SH DEFINED 01 310950 0 0 ARRIS GROUP INC COM 04269Q100 46 12254 SH DEFINED 01 02 0 12254 0 ARRIS GROUP INC COM 04269Q100 2 641 SH DEFINED 01 03 0 641 0 ARRAY BIOPHARMA INC COM 04269X105 815 191000 SH DEFINED 01 191000 0 0 ARRAY BIOPHARMA INC COM 04269X105 1 160 SH DEFINED 01 02 0 160 0 ARROW ELECTRONICS COM 042735100 3334 226819 SH DEFINED 01 226819 0 0 ARROW ELECTRONICS COM 042735100 64 4375 SH DEFINED 01 02 0 4375 0 ARROW ELECTRONICS COM 042735100 16 1075 SH DEFINED 01 03 0 1075 0 ARROW ELECTRONIC CVT CONV BND 042735AY6 758 1630000 PRN DEFINED 01 0 0 1630000 ARTISAN COMPONENTS. COM 042923102 2176 134700 SH DEFINED 01 134700 0 0 ARTISAN COMPONENTS. COM 042923102 1 80 SH DEFINED 01 02 0 80 0 ARTESYN TECHNOLOGIES COM 043127109 353 113904 SH DEFINED 01 113904 0 0 ARTHROCARE CORP COM 043136100 776 62211 SH DEFINED 01 62211 0 0 ARVINMERITOR INC COM 043353101 229 16387 SH DEFINED 01 16387 0 0 ASBURY AUTOMOTIVE GROUP COM 043436104 601 75200 SH DEFINED 01 75200 0 0 ASBURY AUTOMOTIVE GROUP COM 043436104 47 5796 SH DEFINED 01 02 0 5796 0 ASBURY AUTOMOTIVE GROUP COM 043436104 3 377 SH DEFINED 01 03 0 377 0 ASCENTIAL SOFTWARE COM 04362P108 1621 579065 SH DEFINED 01 579065 0 0 ASHANTI GOLDFLDS-GDR. COM 043743202 1420 250000 SH DEFINED 01 250000 0 0 ASHANTI GOLDFLDS-GDR. COM 043743202 245 43100 SH DEFINED 01 02 0 43100 0 ASHLAND INC COM 044204105 703 23696 SH DEFINED 01 23696 0 0 ASHLAND INC COM 044204105 447 15050 SH DEFINED 01 03 0 15050 0 ASHWORTH INC COM 04516H101 244 38430 SH DEFINED 01 38430 0 0 3/15/10 UNIT 14% WT 04516V118 0 6400 SH DEFINED 01 02 0 0 6400 ASK JEEVES INC COM 045174109 177 25000 SH DEFINED 01 25000 0 0 ASPECT COMMUNICATION COM 04523Q102 39 12677 SH DEFINED 01 02 0 12677 0 ASPECT COMMUNICATION COM 04523Q102 3 835 SH DEFINED 01 03 0 835 0 ASSO BANCORP COM 045487105 101 3112 SH DEFINED 01 3112 0 0 ASTEC INDS INC COM 046224101 339 58393 SH DEFINED 01 58393 0 0 ASTORIA FINL CORP. COM 046265104 223 9633 SH DEFINED 01 9633 0 0 ASTORIA FINL CORP. COM 046265104 79 3411 SH DEFINED 01 02 0 3411 0 ASTRAZENECA PLC-ADR COM 046353108 24 700 SH DEFINED 01 02 0 700 0 ASTROPOWER INC COM 04644A101 271 64825 SH DEFINED 01 64825 0 0 ASYST. COM 04648X107 136 25180 SH DEFINED 01 25180 0 0 ATHEROGENICS INC COM 047439104 1127 120500 SH DEFINED 01 120500 0 0 ATHEROGENICS INC COM 047439104 2 210 SH DEFINED 01 02 0 210 0 ATLANTIC COAST AIRLI COM 048396105 1820 293018 SH DEFINED 01 293018 0 0 ATMEL CORP COM 049513104 47 29431 SH DEFINED 01 29431 0 0 ATMOS ENERGY CORP COM 049560105 2862 134630 SH DEFINED 01 134630 0 0 ATMOS ENERGY CORP COM 049560105 105 4931 SH DEFINED 01 02 0 4931 0 ATMOS ENERGY CORP COM 049560105 7 327 SH DEFINED 01 03 0 327 0 ATWOOD OCEANICS COM 050095108 2896 114792 SH DEFINED 01 114792 0 0 ATWOOD OCEANICS COM 050095108 1 50 SH DEFINED 01 02 0 50 0 AUDIOVOX CORP COM 050757103 503 67907 SH DEFINED 01 67907 0 0 AUGUST TECH CORP COM 05106U105 903 230500 SH DEFINED 01 230500 0 0 AUGUST TECH CORP COM 05106U105 1 210 SH DEFINED 01 02 0 210 0 AURIGIN SYSTEMS INC AURIGIN SY PRF 051400XX2 0 6097561 SH DEFINED 01 0 0 6097561 AUTODESK INC COM 052769106 2385 156325 SH DEFINED 01 156325 0 0 AUTODESK INC COM 052769106 382 25012 SH DEFINED 01 03 0 25012 0 AUTOMATIC DATA PROC. COM 053015103 38382 1246588 SH DEFINED 01 1246588 0 0 AUTOMATIC DATA PROC. COM 053015103 4073 132269 SH DEFINED 01 03 0 132269 0 AUTONATION INC COM 05329W102 907 71195 SH DEFINED 01 71195 0 0 AUTONATION INC COM 05329W102 815 63935 SH DEFINED 01 03 0 63935 0 AUTOZONE COM 053332102 21377 311118 SH DEFINED 01 311118 0 0 AUTOZONE COM 053332102 55 800 SH DEFINED 01 02 0 800 0 AUTOZONE COM 053332102 1476 21482 SH DEFINED 01 03 0 21482 0 AVALONBAY COMM COM 053484101 221 6000 SH DEFINED 01 6000 0 0 AVATAR HOLDINGS INC COM 053494100 850 33300 SH DEFINED 01 33300 0 0 AVAYA INC COM 053499109 42 20829 SH DEFINED 01 20829 0 0 AVAYA INC COM 053499109 168 82208 SH DEFINED 01 03 0 82208 0 AVERY DENNISON CORP COM 053611109 3463 59009 SH DEFINED 01 59009 0 0 AVERY DENNISON CORP COM 053611109 1421 24220 SH DEFINED 01 03 0 24220 0 AVID TECH COM 05367P100 2731 123325 SH DEFINED 01 123325 0 0 AVID TECH COM 05367P100 2 90 SH DEFINED 01 02 0 90 0 AVIRON CVT CONV BND 053762AD2 838 810000 PRN DEFINED 01 0 0 810000 AVISTA CORP COM 05379B107 1507 142298 SH DEFINED 01 142298 0 0 AVNET INC COM 053807103 5571 531684 SH DEFINED 01 531684 0 0 AVNET INC COM 053807103 1819 173600 SH DEFINED 01 02 0 173600 0 AVNET INC COM 053807103 25 2375 SH DEFINED 01 03 0 2375 0 AVOCENT CORPORATION COM 053893103 1953 83681 SH DEFINED 01 83681 0 0 AVOCENT CORPORATION COM 053893103 3 135 SH DEFINED 01 02 0 135 0 AVON PRODUCTS COM 054303102 99823 1749747 SH DEFINED 01 1749747 0 0 AVON PRODUCTS COM 054303102 10580 185420 SH DEFINED 01 02 0 185420 0 AVON PRODUCTS COM 054303102 2961 51910 SH DEFINED 01 03 0 51910 0 AXA COM 054536107 0 24 SH DEFINED 01 05 0 24 0 AXCELIS TECH INC COM 054540109 2583 546108 SH DEFINED 01 546108 0 0 AXCELIS TECH INC COM 054540109 2 400 SH DEFINED 01 02 0 400 0 AZTAR CORP COM 054802103 3898 290232 SH DEFINED 01 290232 0 0 AZTAR CORP COM 054802103 93 6906 SH DEFINED 01 02 0 6906 0 AZTAR CORP COM 054802103 5 403 SH DEFINED 01 03 0 403 0 BB&T CORP COM 054937107 827 26322 SH DEFINED 01 26322 0 0 BB&T CORP COM 054937107 3265 103876 SH DEFINED 01 03 0 103876 0 BCE INC COM 05534B109 32976 1800000 SH DEFINED 01 1800000 0 0 BEI TECHNOLOGIES INC COM 05538P104 420 43292 SH DEFINED 01 43292 0 0 BHP OPERATIONS BHP OPERATIONS PRF 055453740 5313 50000 SH DEFINED 01 0 0 50000 BISYS GROUP COM 055472104 16762 1027093 SH DEFINED 01 1027093 0 0 BISYS GROUP COM 055472104 23224 1423050 SH DEFINED 01 02 0 1423050 0 BISYS GROUP COM 055472104 579 35500 SH DEFINED 01 03 0 35500 0 BJ SERVICES CO COM 055482103 19927 579416 SH DEFINED 01 579416 0 0 BJ SERVICES CO COM 055482103 709 20600 SH DEFINED 01 02 0 20600 0 BJ SERVICES CO COM 055482103 1197 34810 SH DEFINED 01 03 0 34810 0 BJ SERVICES CVT CONV BND 055482AF0 558 670000 PRN DEFINED 01 0 0 670000 BKF CAPITAL GROUP. COM 05548G102 1735 106800 SH DEFINED 01 106800 0 0 BJ`S WHOLESALE CLUB COM 05548J106 5058 447580 SH DEFINED 01 447580 0 0 BP PLC ADR COM 055622104 93987 2435539 SH DEFINED 01 2435539 0 0 BP PLC ADR COM 055622104 658 17050 SH DEFINED 01 02 0 17050 0 BP PLC ADR COM 055622104 2524 65400 SH DEFINED 01 03 0 65400 0 BT GROUP PLC SPN ADR COM 05577E101 585 23000 SH DEFINED 01 23000 0 0 BMC SOFTWARE INC COM 055921100 59696 3956001 SH DEFINED 01 3956001 0 0 BMC SOFTWARE INC COM 055921100 2099 139106 SH DEFINED 01 02 0 139106 0 BMC SOFTWARE INC COM 055921100 4154 275253 SH DEFINED 01 03 0 275253 0 BAKER HUGHES COM 057224107 23398 781743 SH DEFINED 01 781743 0 0 BAKER HUGHES COM 057224107 452 15100 SH DEFINED 01 02 0 15100 0 BAKER HUGHES COM 057224107 3628 121215 SH DEFINED 01 03 0 121215 0 BAKER HUGHES COM 057224107 12 400 SH DEFINED 01 12 0 400 0 BAKER HUGHES COM 057224107 481 16100 SH DEFINED 01 13 0 16100 0 BALDOR ELECTRIC COM 057741100 2167 101284 SH DEFINED 01 101284 0 0 BALDOR ELECTRIC COM 057741100 1 30 SH DEFINED 01 02 0 30 0 BALL CORP COM 058498106 5090 91399 SH DEFINED 01 91399 0 0 BALL CORP COM 058498106 711 12759 SH DEFINED 01 03 0 12759 0 BALLY TOTAL FITNESS COM 05873K108 499 98420 SH DEFINED 01 98420 0 0 BANCFIRST CORP. COM 05945F103 851 19300 SH DEFINED 01 19300 0 0 BANCFIRST CORP. COM 05945F103 81 1839 SH DEFINED 01 02 0 1839 0 BANCFIRST CORP. COM 05945F103 5 118 SH DEFINED 01 03 0 118 0 BANCO BRADESCO - ADR COM 059460204 10 609 SH DEFINED 01 0 0 609 BANCO ITAU HLD FIN SA - ADR COM 059602201 19 700 SH DEFINED 01 700 0 0 BANDAG INC. COM 059815100 25 799 SH DEFINED 01 799 0 0 0% CVT PFD SERIES F CONV PRF 0600001A4 738 1413043 SH DEFINED 01 0 0 1413043 BANK OF AMERICA CORP COM 060505104 813889 12176675 SH DEFINED 01 12176675 0 0 BANK OF AMERICA CORP COM 060505104 27932 417947 SH DEFINED 01 02 0 417947 0 BANK OF AMERICA CORP COM 060505104 24322 363880 SH DEFINED 01 03 0 363880 0 BANK OF AMERICA CORP COM 060505104 20 300 SH DEFINED 01 12 0 300 0 BANK OF AMERICA CORP COM 060505104 4390 65673 SH DEFINED 01 13 0 65673 0 NISSWA FUND LP COM 060723996 2300 2300000 SH DEFINED 01 05 0 0 2300000 BANK OF HAWAII COM 062540109 291 9435 SH DEFINED 01 9435 0 0 BANK OF THE OZARKS INC COM 063904106 800 28700 SH DEFINED 01 28700 0 0 BANK OF THE OZARKS INC COM 063904106 2 60 SH DEFINED 01 02 0 60 0 BANK OF NEW YORK COM 064057102 18503 902574 SH DEFINED 01 902574 0 0 BANK OF NEW YORK COM 064057102 240 11700 SH DEFINED 01 02 0 11700 0 BANK OF NEW YORK COM 064057102 3465 169034 SH DEFINED 01 03 0 169034 0 BANK ONE CORP COM 06423A103 31902 921502 SH DEFINED 01 921502 0 0 BANK ONE CORP COM 06423A103 211 6100 SH DEFINED 01 02 0 6100 0 BANK ONE CORP COM 06423A103 8889 256771 SH DEFINED 01 03 0 256771 0 BANK UNITED CORP RTS WT 065416117 0 60 SH DEFINED 01 0 0 60 BANKNORTH GROUP INC COM 06646R107 147 6728 SH DEFINED 01 6728 0 0 BANKUNITED FINANCIAL COM 06652B103 2126 120475 SH DEFINED 01 12048 0 0 BANKUNITED FINANCIAL COM 06652B103 37 2102 SH DEFINED 01 02 0 210 0 BANKUNITED FINANCIAL COM 06652B103 2 137 SH DEFINED 01 03 0 14 0 BANTA CORP COM 066821109 1007 34157 SH DEFINED 01 34157 0 0 BANTA CORP COM 066821109 49 1652 SH DEFINED 01 02 0 1652 0 BANTA CORP COM 066821109 3 102 SH DEFINED 01 03 0 102 0 C R BARD INC COM 067383109 4208 66733 SH DEFINED 01 66733 0 0 C R BARD INC COM 067383109 63 994 SH DEFINED 01 02 0 994 0 C R BARD INC COM 067383109 726 11528 SH DEFINED 01 03 0 11528 0 BARNES & NOBLE COM 067774109 787 41494 SH DEFINED 01 41494 0 0 BARNES & NOBLE COM 067774109 63 3325 SH DEFINED 01 02 0 3325 0 BARNES GROUP COM 067806109 1186 56067 SH DEFINED 01 56067 0 0 BARRICK GOLD INC COM 067901108 32092 2062500 SH DEFINED 01 2062500 0 0 BARR LABORATORIES COM 068306109 157 2752 SH DEFINED 01 2752 0 0 BARR LABORATORIES COM 068306109 9 150 SH DEFINED 01 02 0 150 0 BARRA INC COM 068313105 1710 57598 SH DEFINED 01 57598 0 0 BASSETT FURN IND. COM 070203104 362 34429 SH DEFINED 01 34429 0 0 BAUSCH & LOMB COM 071707103 98 2973 SH DEFINED 01 2973 0 0 BAUSCH & LOMB COM 071707103 387 11764 SH DEFINED 01 03 0 11764 0 BAXTER INTL INC COM 071813109 69280 3716676 SH DEFINED 01 3716676 0 0 BAXTER INTL INC COM 071813109 2411 129300 SH DEFINED 01 02 0 129300 0 BAXTER INTL INC COM 071813109 3425 183774 SH DEFINED 01 03 0 183774 0 BAXTER INTL CVT PFD CONV PRF 071813406 11552 300000 SH DEFINED 01 0 0 300000 BAXTER INTL CVT PFD CONV PRF 071813406 755 19600 SH DEFINED 01 02 0 0 19600 BAYCORP HOLDINGS LTD COM 072728108 0 28 SH DEFINED 01 28 0 0 BE AEROSPACE COM 073302101 198 104159 SH DEFINED 01 104159 0 0 BEA SYSTEMS INC COM 073325102 4242 416300 SH DEFINED 01 416300 0 0 BEA SYSTEMS INC COM 073325102 42 4053 SH DEFINED 01 03 0 4053 0 BEA SYSTEMS CVT CONV BND 073325AD4 833 900000 PRN DEFINED 01 0 0 900000 BEAR STEARNS COM 073902108 6264 95477 SH DEFINED 01 95477 0 0 BEAR STEARNS COM 073902108 1436 21891 SH DEFINED 01 03 0 21891 0 BEARINGPOINT INC COM 074002106 305 48000 SH DEFINED 01 48000 0 0 BEASLEY BRD GRP A. COM 074014101 680 70000 SH DEFINED 01 70000 0 0 BEAZER HOMES USA INC. COM 07556Q105 66 1119 SH DEFINED 01 02 0 1119 0 BEAZER HOMES USA INC. COM 07556Q105 4 76 SH DEFINED 01 03 0 76 0 BEBE STORES INC COM 075571109 467 39600 SH DEFINED 01 39600 0 0 BECKMAN COULTER INC COM 075811109 87 2557 SH DEFINED 01 2557 0 0 BECTON DICKINSON COM 075887109 33195 963840 SH DEFINED 01 963840 0 0 BECTON DICKINSON COM 075887109 5 150 SH DEFINED 01 02 0 150 0 BECTON DICKINSON COM 075887109 1961 56929 SH DEFINED 01 03 0 56929 0 BED BATH & BEYOND IN COM 075896100 93350 2702644 SH DEFINED 01 2702644 0 0 BED BATH & BEYOND IN COM 075896100 1165 33740 SH DEFINED 01 02 0 33740 0 BED BATH & BEYOND IN COM 075896100 2335 67612 SH DEFINED 01 03 0 67612 0 BEL FUSE INC-CL A COM 077347201 231 13000 SH DEFINED 01 13000 0 0 BEL FUSE INC COM 077347300 5669 282040 SH DEFINED 01 282040 0 0 BELDEN INC COM 077459105 796 74038 SH DEFINED 01 74038 0 0 BELL MICRPROD INC COM 078137106 394 77014 SH DEFINED 01 77014 0 0 BELL SOUTH COM 079860102 99345 4584542 SH DEFINED 01 4584542 0 0 BELL SOUTH COM 079860102 279 12850 SH DEFINED 01 02 0 12850 0 BELL SOUTH COM 079860102 9262 427434 SH DEFINED 01 03 0 427434 0 BELO CORP COM 080555105 1114 55010 SH DEFINED 01 55010 0 0 BEMIS CO. COM 081437105 125 2955 SH DEFINED 01 2955 0 0 BEMIS CO. COM 081437105 491 11672 SH DEFINED 01 03 0 11672 0 BENCHMARK ELECTRONIC COM 08160H101 3502 123603 SH DEFINED 01 123603 0 0 BENCHMARK ELECTRONIC COM 08160H101 49 1720 SH DEFINED 01 02 0 1720 0 BENCHMARK ELECTRONIC COM 08160H101 3 106 SH DEFINED 01 03 0 106 0 WR BERKLEY COM 084423102 1185 27655 SH DEFINED 01 27655 0 0 BERKSHIRE HATHAWAY B COM 084670207 11285 5281 SH DEFINED 01 26 0 0 BEST BUY CO COM 086516101 87867 3257882 SH DEFINED 01 3257882 0 0 BEST BUY CO COM 086516101 7407 274543 SH DEFINED 01 02 0 274543 0 BEST BUY CO COM 086516101 1922 71265 SH DEFINED 01 03 0 71265 0 BIG LOTS INC COM 089302103 2835 251946 SH DEFINED 01 251946 0 0 BIG LOTS INC COM 089302103 288 25619 SH DEFINED 01 03 0 25619 0 BIO-RAD LABS CL A. COM 090572207 2209 61800 SH DEFINED 01 6180 0 0 BIO-RAD LABS CL A. COM 090572207 3 80 SH DEFINED 01 02 0 8 0 BIO TECH GENERAL COM 090578105 469 174277 SH DEFINED 01 174277 0 0 BIOGEN INC COM 090597105 21148 705921 SH DEFINED 01 705921 0 0 BIOGEN INC COM 090597105 19169 639905 SH DEFINED 01 02 0 639905 0 BIOGEN INC COM 090597105 3129 104489 SH DEFINED 01 03 0 104489 0 BIOMET COM 090613100 101821 3322012 SH DEFINED 01 3322012 0 0 BIOMET COM 090613100 2618 85384 SH DEFINED 01 02 0 85384 0 BIOMET COM 090613100 5984 195238 SH DEFINED 01 03 0 195238 0 BIOMARIN PHARMACEUTI. COM 09061G101 915 80700 SH DEFINED 01 80700 0 0 BIOMARIN PHARMACEUTI. COM 09061G101 97 8570 SH DEFINED 01 02 0 8570 0 BIOVAIL CORP COM 09067J109 2903 72800 SH DEFINED 01 02 0 72800 0 BIOVAIL CORP COM 09067J109 287 7200 SH DEFINED 01 13 0 7200 0 BIOSITE INC COM 090945106 5142 133885 SH DEFINED 01 133885 0 0 BIOSITE INC COM 090945106 4 100 SH DEFINED 01 02 0 100 0 BLACK & DECKER COM 091797100 13771 395027 SH DEFINED 01 395027 0 0 BLACK & DECKER COM 091797100 81 2319 SH DEFINED 01 02 0 2319 0 BLACK & DECKER COM 091797100 604 17330 SH DEFINED 01 03 0 17330 0 BLACK BOX CORP COM 091826107 3630 122493 SH DEFINED 01 122493 0 0 BLACK DIAMOND ARB LP COM 092010990 8500 8400000 SH DEFINED 01 05 0 0 8400000 BLACK HILLS CORP COM 092113109 7019 255342 SH DEFINED 01 255342 0 0 BLACK HILLS CORP COM 092113109 71 2583 SH DEFINED 01 02 0 2583 0 BLACK HILLS CORP COM 092113109 5 180 SH DEFINED 01 03 0 180 0 BLOCK H&R INC COM 093671105 426 9985 SH DEFINED 01 9985 0 0 BLOCK H&R INC COM 093671105 81 1896 SH DEFINED 01 02 0 1896 0 BLOCK H&R INC COM 093671105 1682 39406 SH DEFINED 01 03 0 39406 0 BLOCKBUSTER INC. COM 093679108 3531 206500 SH DEFINED 01 206500 0 0 BLOCKBUSTER INC. COM 093679108 1932 113000 SH DEFINED 01 02 0 113000 0 BLYTH INC COM 09643P108 3810 149820 SH DEFINED 01 149820 0 0 BLYTH INC COM 09643P108 72 2833 SH DEFINED 01 02 0 2833 0 BLYTH INC COM 09643P108 5 181 SH DEFINED 01 03 0 181 0 BOB EVANS FARMS COM 096761101 1837 76261 SH DEFINED 01 76261 0 0 BOEING COM 097023105 26943 1075164 SH DEFINED 01 1075164 0 0 BOEING COM 097023105 492 19650 SH DEFINED 01 02 0 19650 0 BOEING COM 097023105 6013 239971 SH DEFINED 01 03 0 239971 0 BOEING COM 097023105 641 25591 SH DEFINED 01 13 0 25591 0 BOISE CASCADE COM 097383103 159 7252 SH DEFINED 01 7252 0 0 BOISE CASCADE COM 097383103 281 12858 SH DEFINED 01 03 0 12858 0 BORDERS GROUP INC. COM 099709107 1460 99302 SH DEFINED 01 99302 0 0 BORG WARNER INC COM 099724106 2216 46307 SH DEFINED 01 46307 0 0 BORLAND SOFTWARE COM 099849101 749 81500 SH DEFINED 01 81500 0 0 BORLAND SOFTWARE COM 099849101 2 230 SH DEFINED 01 02 0 230 0 BOSTON COMMUNICATION COM 100582105 2722 173773 SH DEFINED 01 173773 0 0 BOSTON COMMUNICATION COM 100582105 37 2337 SH DEFINED 01 02 0 2337 0 BOSTON COMMUNICATION COM 100582105 2 145 SH DEFINED 01 03 0 145 0 BOSTON PRIVATE FINL COM 101119105 1706 114029 SH DEFINED 01 114029 0 0 BOSTON PROPERTIES IN COM 101121101 675 17800 SH DEFINED 01 17800 0 0 BOSTON SCIENTIFIC COM 101137107 14796 363026 SH DEFINED 01 363026 0 0 BOSTON SCIENTIFIC COM 101137107 1832 44934 SH DEFINED 01 02 0 44934 0 BOSTON SCIENTIFIC COM 101137107 3705 90895 SH DEFINED 01 03 0 90895 0 BOSTON SCIENTIFIC COM 101137107 2266 55608 SH DEFINED 01 13 0 55608 0 BOWATER INC COM 102183100 11098 298750 SH DEFINED 01 298750 0 0 BOWNE & CO COM 103043105 996 99575 SH DEFINED 01 99575 0 0 BOYD GAMING CORP COM 103304101 1035 81200 SH DEFINED 01 81200 0 0 BOYD GAMING CORP COM 103304101 50 3864 SH DEFINED 01 02 0 3864 0 BOYD GAMING CORP COM 103304101 3 248 SH DEFINED 01 03 0 248 0 BRADY CORP COM 104674106 1940 68587 SH DEFINED 01 68587 0 0 BRANDYWINE RLTY TR COM 105368203 891 40500 SH DEFINED 01 40500 0 0 BRASCAN CORP - A COM 10549P606 5554 279100 SH DEFINED 01 279100 0 0 BRENCOURT ARBITRG LP COM 107300998 9974 10000000 SH DEFINED 01 05 0 0 10000000 BRIGGS & STRATTON COM 109043109 4290 110444 SH DEFINED 01 110444 0 0 BRIGGS & STRATTON COM 109043109 94 2399 SH DEFINED 01 02 0 2399 0 BRIGGS & STRATTON COM 109043109 6 149 SH DEFINED 01 03 0 149 0 BRINKER INT`L INC COM 109641100 56153 1841094 SH DEFINED 01 1841094 0 0 BRINKER INT`L INC COM 109641100 1779 58345 SH DEFINED 01 02 0 58345 0 BRINKER INT`L INC COM 109641100 3015 98850 SH DEFINED 01 03 0 98850 0 BRINKER INTL CVT CONV BND 109641AC4 509 750000 PRN DEFINED 01 0 0 750000 BRINKER INTL CVT CONV BND 109641AC4 679 1000000 PRN DEFINED 01 02 0 0 1000000 BRISTOL MYERS SQUIBB COM 110122108 38441 1819299 SH DEFINED 01 1819299 0 0 BRISTOL MYERS SQUIBB COM 110122108 174 8200 SH DEFINED 01 02 0 8200 0 BRISTOL MYERS SQUIBB COM 110122108 9029 427291 SH DEFINED 01 03 0 427291 0 BROADCOM CORP COM 111320107 190 15415 SH DEFINED 01 15415 0 0 BROADCOM CORP COM 111320107 766 62071 SH DEFINED 01 03 0 62071 0 BROADWING INC COM 111620100 1469 367034 SH DEFINED 01 367034 0 0 BROADWING INC COM 111620100 49 11929 SH DEFINED 01 02 0 11929 0 BROADWING INC COM 111620100 3 780 SH DEFINED 01 03 0 780 0 BROCADE COMMUNICATIO COM 111621108 8 1716 SH DEFINED 01 03 0 1716 0 BROOKFIELD PROP CORP COM 112900105 4113 209300 SH DEFINED 01 209300 0 0 BROOKLINE BANCORP INC COM 11373M107 4001 319508 SH DEFINED 01 319508 0 0 BROOKS AUTOMATION INC COM 114340102 2053 212288 SH DEFINED 01 212288 0 0 BROOKTROUT INC COM 114580103 2254 468643 SH DEFINED 01 468643 0 0 BROWN & BROWN INC.. COM 115236101 90 2887 SH DEFINED 01 2887 0 0 BROWN-FORMAN CORP COM 115637100 1658 21500 SH DEFINED 01 21500 0 0 BROWN FORMAN CL B COM 115637209 771 10023 SH DEFINED 01 10023 0 0 BROWN FORMAN CL B COM 115637209 1024 13313 SH DEFINED 01 03 0 13313 0 BROWN (TOM) INC COM 115660201 10339 427242 SH DEFINED 01 427242 0 0 BROWN (TOM) INC COM 115660201 49 1972 SH DEFINED 01 02 0 1972 0 BROWN (TOM) INC COM 115660201 3 128 SH DEFINED 01 03 0 128 0 BROWN SHOE CO INC COM 115736100 1418 52394 SH DEFINED 01 52394 0 0 BRUNSWICK CORP COM 117043109 1409 74200 SH DEFINED 01 74200 0 0 BRUNSWICK CORP COM 117043109 81 4282 SH DEFINED 01 02 0 4282 0 BRUNSWICK CORP COM 117043109 378 19881 SH DEFINED 01 03 0 19881 0 BRUSH ENGINEERED MAT COM 117421107 250 49370 SH DEFINED 01 49370 0 0 BUCKEYE TECHNOLOGIES COM 118255108 521 109724 SH DEFINED 01 109724 0 0 BUCKLE INC COM 118440106 3600 203400 SH DEFINED 01 203400 0 0 BLDG MATERIAL HOLD COM 120113105 1904 143031 SH DEFINED 01 143031 0 0 BLDG MATERIAL HOLD COM 120113105 62 4539 SH DEFINED 01 02 0 4539 0 BLDG MATERIAL HOLD COM 120113105 5 353 SH DEFINED 01 03 0 353 0 BURLINGTON COAT FACT COM 121579106 2152 132020 SH DEFINED 01 132020 0 0 BURLINGTON N SANTA COM 12189T104 73648 2957693 SH DEFINED 01 2957693 0 0 BURLINGTON N SANTA COM 12189T104 3347 134429 SH DEFINED 01 02 0 134429 0 BURLINGTON N SANTA COM 12189T104 4810 193172 SH DEFINED 01 03 0 193172 0 BURLINGTON RESOURCES COM 122014103 65169 1365909 SH DEFINED 01 1365909 0 0 BURLINGTON RESOURCES COM 122014103 211 4400 SH DEFINED 01 02 0 4400 0 BURLINGTON RESOURCES COM 122014103 2493 52262 SH DEFINED 01 03 0 52262 0 BUSINESS OBJECTS SA COM 12328X107 450 27500 SH DEFINED 01 27500 0 0 BUTLER MFG CO DEL COM 123655102 307 18733 SH DEFINED 01 18733 0 0 C&D TECHNOLOGY COM 124661109 3041 253768 SH DEFINED 01 253768 0 0 CBL & ASSOCIATES COM 124830100 1307 32200 SH DEFINED 01 32200 0 0 CBRL GROUP INC COM 12489V106 8874 323277 SH DEFINED 01 323277 0 0 CBRL GROUP INC COM 12489V106 472 17182 SH DEFINED 01 02 0 17182 0 CBRL GROUP INC COM 12489V106 607 22100 SH DEFINED 01 03 0 22100 0 CCBT FINANCIAL COMPANIES INC COM 12500Q102 422 19200 SH DEFINED 01 19200 0 0 CCBT FINANCIAL COMPANIES INC COM 12500Q102 36 1615 SH DEFINED 01 02 0 1615 0 CCBT FINANCIAL COMPANIES INC COM 12500Q102 2 106 SH DEFINED 01 03 0 106 0 C-COR.NET CORP COM 125010108 449 136031 SH DEFINED 01 136031 0 0 CDI CORP COM 125071100 2047 87852 SH DEFINED 01 87852 0 0 CDW COMPUTER CENTERS COM 125129106 8715 213600 SH DEFINED 01 213600 0 0 CDW COMPUTER CENTERS COM 125129106 23 575 SH DEFINED 01 03 0 575 0 CEC ENTERTAINMENT COM 125137109 3916 143886 SH DEFINED 01 143886 0 0 CH ENERGY GROUP COM 12541M102 2688 64460 SH DEFINED 01 64460 0 0 CH ENERGY GROUP COM 12541M102 66 1590 SH DEFINED 01 02 0 1590 0 CH ENERGY GROUP COM 12541M102 4 99 SH DEFINED 01 03 0 99 0 CH ROBINSON WORLDWID COM 12541W100 11234 343526 SH DEFINED 01 343526 0 0 CH ROBINSON WORLDWID COM 12541W100 29 874 SH DEFINED 01 02 0 874 0 CH ROBINSON WORLDWID COM 12541W100 18 550 SH DEFINED 01 03 0 550 0 CIGNA CORP COM 125509109 15141 331167 SH DEFINED 01 331167 0 0 CIGNA CORP COM 125509109 7 150 SH DEFINED 01 02 0 150 0 CIGNA CORP COM 125509109 1408 30789 SH DEFINED 01 03 0 30789 0 CIT GROUP INC COM 125581108 202 12000 SH DEFINED 01 12000 0 0 CLECO CORP COM 12561W105 1751 139560 SH DEFINED 01 139560 0 0 CMS ENERGY CORP COM 125896100 441 100045 SH DEFINED 01 100045 0 0 CMS ENERGY CORP COM 125896100 140 31780 SH DEFINED 01 03 0 31780 0 CPI CORP COM 125902106 313 23872 SH DEFINED 01 23872 0 0 CPB INC -. COM 125903104 2122 83384 SH DEFINED 01 83384 0 0 CPB INC -. COM 125903104 67 2612 SH DEFINED 01 02 0 2612 0 CPB INC -. COM 125903104 4 166 SH DEFINED 01 03 0 166 0 CSK AUTO CORP COM 125965103 389 42744 SH DEFINED 01 42744 0 0 CNA SURETY CORP COM 12612L108 3401 425100 SH DEFINED 01 425100 0 0 CNF TRANS SER A CVT CONV PRF 12612V205 24145 500000 SH DEFINED 01 0 0 500000 CNF INC COM 12612W104 1382 45356 SH DEFINED 01 45356 0 0 CABLEVISION SYSTEMS CORPORATIO PRF 126304401 14198 138858 SH DEFINED 01 0 0 138858 CABLEVISION SYSTEMS CORPORATIO PRF 126304609 10221 99481 SH DEFINED 01 0 0 99481 CSG SYSTEMS COM 126349109 19 2153 SH DEFINED 01 2153 0 0 CSX CORP COM 126408103 3630 127304 SH DEFINED 01 127304 0 0 CSX CORP COM 126408103 1351 47355 SH DEFINED 01 03 0 47355 0 CTS CORP COM 126501105 1185 194226 SH DEFINED 01 194226 0 0 CUNO INC COM 126583103 1659 49321 SH DEFINED 01 49321 0 0 CVB FINL CORP. COM 126600105 2 90 SH DEFINED 01 02 0 90 0 CVS CORP COM 126650100 16034 672253 SH DEFINED 01 672253 0 0 CVS CORP COM 126650100 1117 46850 SH DEFINED 01 02 0 46850 0 CVS CORP COM 126650100 2067 86676 SH DEFINED 01 03 0 86676 0 CV THERAPEUTICS INC COM 126667104 1342 74500 SH DEFINED 01 74500 0 0 CV THERAPEUTICS INC COM 126667104 36 1972 SH DEFINED 01 02 0 1972 0 CV THERAPEUTICS INC COM 126667104 2 127 SH DEFINED 01 03 0 127 0 CABLEVISION NY GROUP COM 12686C109 10729 565000 SH DEFINED 01 565000 0 0 CABLE DESIGN TECH COM 126924109 2939 441895 SH DEFINED 01 441895 0 0 CABOT CORPORATION COM 127055101 61 2571 SH DEFINED 01 2571 0 0 CABOT OIL & GAS CORP COM 127097103 2995 124757 SH DEFINED 01 124757 0 0 CABOT OIL & GAS CORP COM 127097103 2 90 SH DEFINED 01 02 0 90 0 CABOT MICROELECTRONI COM 12709P103 1383 33015 SH DEFINED 01 33015 0 0 CABOT MICROELECTRONI COM 12709P103 2 50 SH DEFINED 01 02 0 50 0 CACI INTERNATIONAL COM 127190304 2841 85166 SH DEFINED 01 85166 0 0 CACI INTERNATIONAL COM 127190304 3 90 SH DEFINED 01 02 0 90 0 CADBURY SCHWEPPE ADR COM 127209302 196 9000 SH DEFINED 01 9000 0 0 CADENCE DESIGN SYS COM 127387108 24255 2425521 SH DEFINED 01 2425521 0 0 CADENCE DESIGN SYS COM 127387108 3466 346550 SH DEFINED 01 02 0 346550 0 CAL DIVE INTL INC COM 127914109 3519 195371 SH DEFINED 01 195371 0 0 CALIENT NETWORKS INC 0% PFD SE PRF 130500XX4 1192 2076124 SH DEFINED 01 0 0 2076124 CALIF PIZZA KITCHEN COM 13054D109 477 20730 SH DEFINED 01 20730 0 0 CALLAWAY GOLF CO COM 131193104 4932 415162 SH DEFINED 01 415162 0 0 CALPINE CORP COM 131347106 306 92826 SH DEFINED 01 92826 0 0 CALPINE CORP COM 131347106 276 83728 SH DEFINED 01 03 0 83728 0 CAMBREX CORP COM 132011107 1855 77235 SH DEFINED 01 77235 0 0 CAMPBELL SOUP COM 134429109 19094 909240 SH DEFINED 01 909240 0 0 CAMPBELL SOUP COM 134429109 80 3818 SH DEFINED 01 02 0 3818 0 CAMPBELL SOUP COM 134429109 1901 90532 SH DEFINED 01 03 0 90532 0 CANADIAN NATL RAILWA COM 136375102 1044 24400 SH DEFINED 01 24400 0 0 CANTEL MEDICAL CORP COM 138098108 670 52450 SH DEFINED 01 52450 0 0 CANTEL MEDICAL CORP COM 138098108 2 175 SH DEFINED 01 02 0 175 0 CANTERBURY PARK HLDG COM 13811E101 45 3000 SH DEFINED 01 3000 0 0 CAPITAL AUTOMOTIVE REIT COM 139733109 2071 83035 SH DEFINED 01 83035 0 0 CAPITAL ONE FINL COR COM 14040H105 19331 644142 SH DEFINED 01 644142 0 0 CAPITAL ONE FINL COR COM 14040H105 3118 103900 SH DEFINED 01 02 0 103900 0 CAPITAL ONE FINL COR COM 14040H105 2979 99237 SH DEFINED 01 03 0 99237 0 CAPTARIS INC COM 14071N104 273 94631 SH DEFINED 01 94631 0 0 CARBO CERAMICS COM 140781105 1500 45652 SH DEFINED 01 45652 0 0 CARAUSTAR COM 140909102 561 82816 SH DEFINED 01 82816 0 0 CARDINAL HEALTH COM 14149Y108 244796 4296919 SH DEFINED 01 4296919 0 0 CARDINAL HEALTH COM 14149Y108 5740 100781 SH DEFINED 01 02 0 100781 0 CARDINAL HEALTH COM 14149Y108 5758 101064 SH DEFINED 01 03 0 101064 0 CAREER EDUCATIONS COM 141665109 1685 34451 SH DEFINED 01 34451 0 0 CAREER EDUCATIONS COM 141665109 179 3652 SH DEFINED 01 02 0 3652 0 CAREMARK RX INC COM 141705103 96874 5337337 SH DEFINED 01 5337337 0 0 CAREMARK RX INC COM 141705103 3796 209150 SH DEFINED 01 02 0 209150 0 CARLISLE COS INC. COM 142339100 1717 42377 SH DEFINED 01 42377 0 0 CARLISLE COS INC. COM 142339100 56 1382 SH DEFINED 01 02 0 1382 0 CARLISLE COS INC. COM 142339100 4 90 SH DEFINED 01 03 0 90 0 CARMAX INC COM 143130102 63 4301 SH DEFINED 01 4301 0 0 CARNIVAL CORP COM 143658102 25037 1038427 SH DEFINED 01 1038427 0 0 CARNIVAL CORP COM 143658102 359 14900 SH DEFINED 01 02 0 14900 0 CARNIVAL CORP COM 143658102 4573 189677 SH DEFINED 01 03 0 189677 0 CARNIVAL CORP COM 143658102 17 700 SH DEFINED 01 12 0 700 0 CARNIVAL CORP COM 143658102 548 22700 SH DEFINED 01 13 0 22700 0 CARNIVAL CORP CVT CONV BND 143658AN2 728 700000 PRN DEFINED 01 0 0 700000 CARPENTER TECHNOLOGY COM 144285103 1058 104232 SH DEFINED 01 104232 0 0 CARPENTER TECHNOLOGY COM 144285103 57 5677 SH DEFINED 01 02 0 5677 0 CARPENTER TECHNOLOGY COM 144285103 4 378 SH DEFINED 01 03 0 378 0 CARREKER CORPORATION COM 144433109 143 69858 SH DEFINED 01 69858 0 0 CASCADE CORP COM 147195101 1192 82750 SH DEFINED 01 82750 0 0 CASCADE CORP COM 147195101 50 3448 SH DEFINED 01 02 0 3448 0 CASCADE CORP COM 147195101 3 229 SH DEFINED 01 03 0 229 0 CASCADE NATURAL GAS COM 147339105 636 32789 SH DEFINED 01 32789 0 0 CASELLA WASTE SYSTEMS INC-A. COM 147448104 604 73175 SH DEFINED 01 73175 0 0 CASEYS GENERAL STOR COM 147528103 1753 147343 SH DEFINED 01 147343 0 0 CASH AMERICA INTL INC COM 14754D100 687 72463 SH DEFINED 01 72463 0 0 CASTLE A M CO PV10 COM 148411101 223 46883 SH DEFINED 01 46883 0 0 CATALINA MKTG COM 148867104 20733 1078208 SH DEFINED 01 1078208 0 0 CATALINA MKTG COM 148867104 16872 877484 SH DEFINED 01 02 0 877484 0 CATALINA MKTG COM 148867104 1651 85850 SH DEFINED 01 03 0 85850 0 CATAPULT COMM. CORP COM 149016107 2862 450095 SH DEFINED 01 450095 0 0 CATAPULT COMM. CORP COM 149016107 0 70 SH DEFINED 01 02 0 70 0 CATELLUS DEVELOPMENT COM 149111106 8375 398800 SH DEFINED 01 398800 0 0 CATERPILLAR INC COM 149123101 303414 6166953 SH DEFINED 01 6166953 0 0 CATERPILLAR INC COM 149123101 6730 136839 SH DEFINED 01 02 0 136839 0 CATERPILLAR INC COM 149123101 8981 182528 SH DEFINED 01 03 0 182528 0 CATHAY BANCORP INC COM 149150104 1581 40500 SH DEFINED 01 40500 0 0 CATHAY BANCORP INC COM 149150104 3 80 SH DEFINED 01 02 0 80 0 CATO CORP -CL A COM 149205106 4867 255661 SH DEFINED 01 255661 0 0 CELL GENESYS INC. COM 150921104 1144 154800 SH DEFINED 01 154800 0 0 CELL GENESYS INC. COM 150921104 53 7241 SH DEFINED 01 02 0 7241 0 CELL GENESYS INC. COM 150921104 4 478 SH DEFINED 01 03 0 478 0 CELESTICA INC. COM 15101Q108 81 7100 SH DEFINED 01 13 0 7100 0 CEMEX COM 151290889 13831 793133 SH DEFINED 01 793133 0 0 CEMEX COM 151290889 1393 79900 SH DEFINED 01 03 0 79900 0 CEMEX COM 151290889 120 6871 SH DEFINED 01 11 0 6871 0 CEMEX COM 151290889 189 10858 SH DEFINED 01 13 0 10858 0 CENDANT CORP COM 151313103 291838 22979370 SH DEFINED 01 22979370 0 0 CENDANT CORP COM 151313103 20083 1581458 SH DEFINED 01 02 0 1581458 0 CENDANT CORP COM 151313103 2900 228329 SH DEFINED 01 03 0 228329 0 CENTENE CORP COM 15135B101 5699 195100 SH DEFINED 01 195100 0 0 CENTER POINT COM 151895109 6780 117300 SH DEFINED 01 117300 0 0 CENTERPOINT ENERGY INC COM 15189T107 2292 325263 SH DEFINED 01 325263 0 0 CENTERPOINT ENERGY INC COM 15189T107 475 67398 SH DEFINED 01 03 0 67398 0 CENTERPULSE LTD-SPONS ADR COM 152005104 241 11300 SH DEFINED 01 02 0 0 11300 CENTEX CORPORATION COM 152312104 8295 152589 SH DEFINED 01 152589 0 0 CENTEX CORPORATION COM 152312104 740 13609 SH DEFINED 01 03 0 13609 0 CENTILLIUM COMM. COM 152319109 648 160000 SH DEFINED 01 160000 0 0 CENTRAL GARDEN & PET COM 153527106 699 32300 SH DEFINED 01 32300 0 0 CENTRAL ILLINOIS LIGHT COMPANY PRF 153645882 3518 35000 SH DEFINED 01 35000 0 0 CENTRAL PARKING COM 154785109 1068 106827 SH DEFINED 01 106827 0 0 CENTRAL VT PUB SRV COM 155771108 598 34787 SH DEFINED 01 34787 0 0 CENTURY ALUMINUM COM 156431108 387 60994 SH DEFINED 01 60994 0 0 CENTURY MAINTENANCE SUPPLY INC PRF 156616401 22616 266078 SH DEFINED 01 0 0 266078 CENTURY MAINTENANCE SUPPLY INC PRF 156616401 641 7547 SH DEFINED 01 02 0 0 7547 CENTURYTEL INC COM 156700106 33191 1202556 SH DEFINED 01 1202556 0 0 CENTURYTEL INC COM 156700106 871 31579 SH DEFINED 01 03 0 31579 0 CEPHALON INC COM 156708109 7850 196546 SH DEFINED 01 196546 0 0 CEPHALON INC COM 156708109 13 333 SH DEFINED 01 03 0 333 0 CEPHEID COM 15670R107 2 500 SH DEFINED 01 02 0 500 0 CERIDIAN CORP - NEW COM 156779100 4910 351194 SH DEFINED 01 351194 0 0 CERIDIAN CORP - NEW COM 156779100 73 5218 SH DEFINED 01 02 0 5218 0 CERNER CORP COM 156782104 3946 121861 SH DEFINED 01 121861 0 0 CERTEGY INC COM 156880106 70 2770 SH DEFINED 01 2770 0 0 CHAMPION ENTERPRISES COM 158496109 278 151189 SH DEFINED 01 151189 0 0 CHARLES RIV LABORATO COM 159864107 18755 734884 SH DEFINED 01 734884 0 0 CHARTER ONE FINL INC COM 160903100 12543 453466 SH DEFINED 01 453466 0 0 CHARTER ONE FINL INC COM 160903100 80 2890 SH DEFINED 01 02 0 2890 0 CHARTER ONE FINL INC COM 160903100 1426 51555 SH DEFINED 01 03 0 51555 0 CHARTER MUNICIPAL MG COM 160908109 1706 97100 SH DEFINED 01 97100 0 0 CHARTER MUNICIPAL MG COM 160908109 72 4067 SH DEFINED 01 02 0 4067 0 CHARTER MUNICIPAL MG COM 160908109 4 256 SH DEFINED 01 03 0 256 0 CHARLOTTE RUSSE HLDS. COM 161048103 840 104000 SH DEFINED 01 104000 0 0 CHATTEM INC COM 162456107 1115 72400 SH DEFINED 01 72400 0 0 CHATTEM INC COM 162456107 30 1954 SH DEFINED 01 02 0 1954 0 CHATTEM INC COM 162456107 2 126 SH DEFINED 01 03 0 126 0 CHECKERS DRIVEN REST. COM 162809305 954 168000 SH DEFINED 01 168000 0 0 CHECKFREE CORP COM 162813109 2280 101391 SH DEFINED 01 101391 0 0 CHECKPOINT SYSTEMS I COM 162825103 949 96485 SH DEFINED 01 96485 0 0 CHECKPOINT SYSTEMS I COM 162825103 73 7404 SH DEFINED 01 02 0 7404 0 CHECKPOINT SYSTEMS I COM 162825103 5 494 SH DEFINED 01 03 0 494 0 CHEESECAKE FACTORY COM 163072101 38066 1179639 SH DEFINED 01 1179639 0 0 CHEESECAKE FACTORY COM 163072101 98213 3043436 SH DEFINED 01 02 0 3043436 0 CHEESECAKE FACTORY COM 163072101 5607 173737 SH DEFINED 01 03 0 173737 0 CHEMED CORP COM 163596109 2283 72075 SH DEFINED 01 72075 0 0 CHEMICAL FINANCIAL C. COM 163731102 544 20500 SH DEFINED 01 20500 0 0 CHEMICAL FINANCIAL C. COM 163731102 91 3444 SH DEFINED 01 02 0 3444 0 CHEMICAL FINANCIAL C. COM 163731102 6 227 SH DEFINED 01 03 0 227 0 CHESAPEAKE CORP COM 165159104 760 44990 SH DEFINED 01 44990 0 0 CHESAPEAKE ENERGY COM 165167107 2302 292880 SH DEFINED 01 292880 0 0 CHESAPEAKE ENERGY COM 165167107 60 7666 SH DEFINED 01 02 0 7666 0 CHESAPEAKE ENERGY COM 165167107 4 542 SH DEFINED 01 03 0 542 0 CHEVRONTEXACO CORP COM 166764100 533760 8256146 SH DEFINED 01 8256146 0 0 CHEVRONTEXACO CORP COM 166764100 18277 282766 SH DEFINED 01 02 0 282766 0 CHEVRONTEXACO CORP COM 166764100 18040 279048 SH DEFINED 01 03 0 279048 0 CHEVRONTEXACO CORP COM 166764100 784 12130 SH DEFINED 01 13 0 12130 0 CHICO'S FAS INC COM 168615102 21011 1050545 SH DEFINED 01 1050545 0 0 CHICO'S FAS INC COM 168615102 27657 1382852 SH DEFINED 01 02 0 1382852 0 CHICO'S FAS INC COM 168615102 642 32100 SH DEFINED 01 03 0 32100 0 CHILDRENS PLACE COM 168905107 727 78930 SH DEFINED 01 78930 0 0 CHIPPAC INC. COM 169657103 350 97349 SH DEFINED 01 97349 0 0 CHIPPAC INC. COM 169657103 1840 511000 SH DEFINED 01 02 0 511000 0 CHOICE HOTELS INTL. COM 169905106 44 1788 SH DEFINED 01 02 0 1788 0 CHOICE HOTELS INTL. COM 169905106 3 110 SH DEFINED 01 03 0 110 0 CHIRON COM 170040109 4536 120911 SH DEFINED 01 120911 0 0 CHIRON COM 170040109 9 250 SH DEFINED 01 02 0 250 0 CHIRON COM 170040109 1619 43136 SH DEFINED 01 03 0 43136 0 CHITTENDEN CORP COM 170228100 2815 107699 SH DEFINED 01 107699 0 0 CHOICEPOINT INC COM 170388102 120 3539 SH DEFINED 01 3539 0 0 CHRISTOPHER & BANKS COM 171046105 1354 76515 SH DEFINED 01 76515 0 0 CHUBB CORP COM 171232101 16312 368065 SH DEFINED 01 368065 0 0 CHUBB CORP COM 171232101 359 8100 SH DEFINED 01 02 0 8100 0 CHUBB CORP COM 171232101 3229 72837 SH DEFINED 01 03 0 72837 0 CHURCH & DWIGHT COM 171340102 15383 506664 SH DEFINED 01 506664 0 0 CHURCHILL DOWNS INC COM 171484108 275 8100 SH DEFINED 01 8100 0 0 CIBER INC COM 17163B102 1824 383364 SH DEFINED 01 383364 0 0 CIENA CORPORATION COM 171779101 3442 787829 SH DEFINED 01 787829 0 0 CIENA CORPORATION COM 171779101 439 100395 SH DEFINED 01 03 0 100395 0 CIENA CORPORATION CVT CONV BND 171779AA9 750 1000000 PRN DEFINED 01 0 0 1000000 CIMA LABS INC COM 171796105 3439 158530 SH DEFINED 01 158530 0 0 CIMA LABS INC COM 171796105 4 200 SH DEFINED 01 02 0 200 0 CIMAREX ENERGY CO COM 171798101 6470 332714 SH DEFINED 01 332714 0 0 CINCINNATI FINANCIAL COM 172062101 316 9023 SH DEFINED 01 9023 0 0 CINCINNATI FINANCIAL COM 172062101 1249 35619 SH DEFINED 01 03 0 35619 0 CINERGY CORP COM 172474108 18281 543268 SH DEFINED 01 543268 0 0 CINERGY CORP COM 172474108 1249 37126 SH DEFINED 01 03 0 37126 0 CIPHERGEN BIOSYSTEMS INC COM 17252Y104 1917 339900 SH DEFINED 01 339900 0 0 CIRCUIT CITY COM 172737108 94820 18234696 SH DEFINED 01 18234696 0 0 CIRCUIT CITY COM 172737108 4267 820638 SH DEFINED 01 02 0 820638 0 CIRCUIT CITY COM 172737108 241 46437 SH DEFINED 01 03 0 46437 0 CIRRUS LOGIC COM 172755100 185 92100 SH DEFINED 01 92100 0 0 CIRRUS LOGIC COM 172755100 1 260 SH DEFINED 01 02 0 260 0 CISCO SYSTEMS COM 17275R102 277731 21529671 SH DEFINED 01 21529671 0 0 CISCO SYSTEMS COM 17275R102 18183 1409328 SH DEFINED 01 02 0 1409328 0 CISCO SYSTEMS COM 17275R102 20582 1595446 SH DEFINED 01 03 0 1595446 0 CISCO SYSTEMS COM 17275R102 17 1320 SH DEFINED 01 12 0 1320 0 CISCO SYSTEMS COM 17275R102 541 41958 SH DEFINED 01 13 0 41958 0 CINTAS CORP COM 172908105 27985 850607 SH DEFINED 01 850607 0 0 CINTAS CORP COM 172908105 1223 37177 SH DEFINED 01 02 0 37177 0 CINTAS CORP COM 172908105 3349 101804 SH DEFINED 01 03 0 101804 0 CITIGROUP INC COM 172967101 940177 27291064 SH DEFINED 01 27291064 0 0 CITIGROUP INC COM 172967101 30956 898673 SH DEFINED 01 02 0 898673 0 CITIGROUP INC COM 172967101 44136 1281161 SH DEFINED 01 03 0 1281161 0 CITIGROUP INC COM 172967101 21 616 SH DEFINED 01 12 0 616 0 CITIGROUP INC COM 172967101 829 24066 SH DEFINED 01 13 0 24066 0 CITIGROUP INC PFD SER 23 $50 P PRF 172967648 7850 149515 SH DEFINED 01 0 0 149515 CITIBANK-NEW YORK, NY 5.84% PF PRF 17305A202 10072 100000 SH DEFINED 01 0 0 100000 CITIZENS COMMUNICATI COM 17453B101 10266 1028718 SH DEFINED 01 1028718 0 0 CITIZENS COMMUNICATI COM 17453B101 163 16350 SH DEFINED 01 02 0 16350 0 CITIZENS COMMUNICATI COM 17453B101 623 62504 SH DEFINED 01 03 0 62504 0 CITRIX COM 177376100 10088 766588 SH DEFINED 01 766588 0 0 CITRIX COM 177376100 79 6040 SH DEFINED 01 02 0 6040 0 CITRIX COM 177376100 555 42155 SH DEFINED 01 03 0 42155 0 CITY NATIONAL CORP COM 178566105 793 18033 SH DEFINED 01 18033 0 0 CLAIRES STORES INC COM 179584107 1052 44536 SH DEFINED 01 44536 0 0 CLAIRES STORES INC COM 179584107 81 3438 SH DEFINED 01 02 0 3438 0 CLAIRES STORES INC COM 179584107 5 218 SH DEFINED 01 03 0 218 0 CLARCOR INC COM 179895107 14655 404824 SH DEFINED 01 404824 0 0 CLARCOR INC COM 179895107 191 5277 SH DEFINED 01 02 0 5277 0 CLARENT CORP COM 180461105 0 194 SH DEFINED 01 194 0 0 CLAYTON HOMES INC COM 184190106 63 5672 SH DEFINED 01 5672 0 0 CLEAR CHANNEL COMMUN COM 184502102 10412 306957 SH DEFINED 01 306957 0 0 CLEAR CHANNEL COMMUN COM 184502102 4585 135165 SH DEFINED 01 03 0 135165 0 CLEAR CHANNEL COMMUN COM 184502102 14 400 SH DEFINED 01 12 0 400 0 CLEAR CHANNEL COMMUN COM 184502102 525 15500 SH DEFINED 01 13 0 15500 0 CLEVELAND-CLIFFS IRN COM 185896107 564 30253 SH DEFINED 01 30253 0 0 CLOROX CO. COM 189054109 31825 689305 SH DEFINED 01 689305 0 0 CLOROX CO. COM 189054109 79 1714 SH DEFINED 01 02 0 1714 0 CLOROX CO. COM 189054109 2298 49757 SH DEFINED 01 03 0 49757 0 CLOSURE MEDICAL CORPORATION COM 189093107 677 52300 SH DEFINED 01 02 0 52300 0 COACH INC COM 189754104 1817 47419 SH DEFINED 01 47419 0 0 COACHMEN INDUSTRIES COM 189873102 517 46981 SH DEFINED 01 46981 0 0 COAST CONV ARBIT LCC COM 190295998 2000 2000000 SH DEFINED 01 05 0 0 2000000 COBALT CORPORATION COM 19074W100 1090 75400 SH DEFINED 01 75400 0 0 COBALT CORPORATION COM 19074W100 31 2107 SH DEFINED 01 02 0 2107 0 COBALT CORPORATION COM 19074W100 2 128 SH DEFINED 01 03 0 128 0 COCA-COLA BOTTLING COM 191098102 1336 26769 SH DEFINED 01 26769 0 0 COCA-COLA COM 191216100 111564 2755999 SH DEFINED 01 2755999 0 0 COCA-COLA COM 191216100 685 16925 SH DEFINED 01 02 0 16925 0 COCA-COLA COM 191216100 22214 548760 SH DEFINED 01 03 0 548760 0 COCA COLA ENTERPRISE COM 191219104 9239 494317 SH DEFINED 01 494317 0 0 COCA COLA ENTERPRISE COM 191219104 1865 99774 SH DEFINED 01 03 0 99774 0 COCA COLA ENTERPRISE COM 191219104 715 38250 SH DEFINED 01 13 0 38250 0 COEURD`ARLENE MINES COM 192108108 353 250000 SH DEFINED 01 250000 0 0 COGNEX CORP COM 192422103 3656 172677 SH DEFINED 01 172677 0 0 COGNIZANT TECH SOLUT COM 192446102 2000 29700 SH DEFINED 01 29700 0 0 COGNIZANT TECH SOLUT COM 192446102 2169 32220 SH DEFINED 01 02 0 32220 0 COGNOS. COM 19244C109 718 31600 SH DEFINED 01 31600 0 0 COHERENT INC COM 192479103 6902 368087 SH DEFINED 01 368087 0 0 COHERENT INC COM 192479103 51 2716 SH DEFINED 01 02 0 2716 0 COHERENT INC COM 192479103 3 181 SH DEFINED 01 03 0 181 0 COHU INC COM 192576106 908 62031 SH DEFINED 01 62031 0 0 COINSTAR INC COM 19259P300 1517 90360 SH DEFINED 01 90360 0 0 COLE KENNETH PRODTN COM 193294105 2034 92900 SH DEFINED 01 92900 0 0 COLE KENNETH PRODTN COM 193294105 2 90 SH DEFINED 01 02 0 90 0 COLGATE-PALMOLIVE COM 194162103 35190 646395 SH DEFINED 01 646395 0 0 COLGATE-PALMOLIVE COM 194162103 432 7927 SH DEFINED 01 02 0 7927 0 COLGATE-PALMOLIVE COM 194162103 6464 118738 SH DEFINED 01 03 0 118738 0 COLONIAL BANCGROUP COM 195493309 58 5162 SH DEFINED 01 5162 0 0 COLONIAL PPTYS TR COM 195872106 3374 102025 SH DEFINED 01 102025 0 0 COMCAST CORPORATION CL A COM 20030N101 99334 3474360 SH DEFINED 01 3474360 0 0 COMCAST CORPORATION CL A COM 20030N101 2146 75042 SH DEFINED 01 02 0 75042 0 COMCAST CORPORATION CL A COM 20030N101 17008 594893 SH DEFINED 01 03 0 594893 0 COMCAST CORP SPECIAL CLA SPL COM 20030N200 35239 1281866 SH DEFINED 01 1281866 0 0 COMCAST CORP SPECIAL CLA SPL COM 20030N200 1361 49500 SH DEFINED 01 02 0 49500 0 COMDISCO INC CONT DIST RTS COM 200334118 0 743 SH DEFINED 01 743 0 0 COMERICA INC COM 200340107 3467 91522 SH DEFINED 01 91522 0 0 COMERICA INC COM 200340107 1475 38943 SH DEFINED 01 03 0 38943 0 COMMERCE BANCORP COM 200519106 449 11287 SH DEFINED 01 11287 0 0 COMMERCIAL FED CORP COM 201647104 4680 215483 SH DEFINED 01 215483 0 0 COMMERCIAL FED CORP COM 201647104 89 4063 SH DEFINED 01 02 0 4063 0 COMMERCIAL FED CORP COM 201647104 6 276 SH DEFINED 01 03 0 276 0 COMMERCIAL METALS COM 201723103 1173 84054 SH DEFINED 01 84054 0 0 COMMONWEALTH IND COM 203004106 235 47482 SH DEFINED 01 47482 0 0 COMMONWEALTH TEL ENT COM 203349105 6976 179700 SH DEFINED 01 179700 0 0 COMMONWEALTH TEL ENT COM 203349105 63 1651 SH DEFINED 01 02 0 1651 0 COMMONWEALTH TEL ENT COM 203349105 4 97 SH DEFINED 01 03 0 97 0 COMMONWEALTH TELE-B COM 203349204 313 8000 SH DEFINED 01 120000 0 0 COMMSCOPE COM 203372107 4397 586071 SH DEFINED 01 586071 0 0 COMMSCOPE COM 203372107 42 5654 SH DEFINED 01 02 0 5654 0 COMMSCOPE COM 203372107 3 360 SH DEFINED 01 03 0 360 0 COMMUNITY HEALTH SYS COM 203668108 20717 1011120 SH DEFINED 01 1011120 0 0 COMMUNITY HEALTH SYS COM 203668108 33846 1651850 SH DEFINED 01 02 0 1651850 0 COMMUNITY HEALTH SYS COM 203668108 854 41700 SH DEFINED 01 03 0 41700 0 COMMUNITY FIRST BANK COM 203902101 2969 116193 SH DEFINED 01 116193 0 0 COMMUNITY TRUST BANCORP INC COM 204149108 72 2834 SH DEFINED 01 02 0 2834 0 COMMUNITY TRUST BANCORP INC COM 204149108 5 186 SH DEFINED 01 03 0 186 0 CLA VALE DO RIO DOCE COM 204412100 42 1600 SH DEFINED 01 0 0 1600 CVRD COM 204412209 5778 214438 SH DEFINED 01 214438 0 0 CVRD COM 204412209 2987 110800 SH DEFINED 01 11 0 110800 0 CVRD COM 204412209 1310 48600 SH DEFINED 01 13 0 48600 0 COMPANHIA DE BEBIDAS COM 20441W203 2301 138650 SH DEFINED 01 138650 0 0 COMPANHIA DE BEBIDAS COM 20441W203 319 19243 SH DEFINED 01 11 0 19243 0 COMPANHIA DE BEBIDAS COM 20441W203 505 30437 SH DEFINED 01 13 0 30437 0 BUENAVENTURA ADR COM 204448104 5705 228169 SH DEFINED 01 228169 0 0 BUENAVENTURA ADR COM 204448104 451 18053 SH DEFINED 01 11 0 18053 0 BUENAVENTURA ADR COM 204448104 707 28281 SH DEFINED 01 13 0 28281 0 COMPASS BANCSHARES COM 20449H109 605 19350 SH DEFINED 01 19350 0 0 COMPUCOM SYSTEMS INC COM 204780100 652 186300 SH DEFINED 01 186300 0 0 COMPUCOM SYSTEMS INC COM 204780100 36 10309 SH DEFINED 01 02 0 10309 0 COMPUCOM SYSTEMS INC COM 204780100 3 762 SH DEFINED 01 03 0 762 0 COMPUTER ASSOC COM 204912109 10157 743535 SH DEFINED 01 743535 0 0 COMPUTER ASSOC COM 204912109 238 17400 SH DEFINED 01 02 0 17400 0 COMPUTER ASSOC COM 204912109 2818 206277 SH DEFINED 01 03 0 206277 0 COMPUTER NETWORK TEC. COM 204925101 241 35000 SH DEFINED 01 35000 0 0 COMPUTER SCIENCES COM 205363104 10788 331409 SH DEFINED 01 331409 0 0 COMPUTER SCIENCES COM 205363104 7 230 SH DEFINED 01 02 0 230 0 COMPUTER SCIENCES COM 205363104 1387 42620 SH DEFINED 01 03 0 42620 0 COMPUTER TASK GROUP COM 205477102 120 61931 SH DEFINED 01 61931 0 0 COMPUWARE COM 205638109 5270 1554116 SH DEFINED 01 1554116 0 0 COMPUWARE COM 205638109 306 90350 SH DEFINED 01 02 0 90350 0 COMPUWARE COM 205638109 288 84928 SH DEFINED 01 03 0 84928 0 COMVERSE TECH INC COM 205862402 12162 1075336 SH DEFINED 01 1075336 0 0 COMVERSE TECH INC COM 205862402 492 43460 SH DEFINED 01 03 0 43460 0 CONAGRA FOODS INC COM 205887102 11243 559943 SH DEFINED 01 559943 0 0 CONAGRA FOODS INC COM 205887102 81 4028 SH DEFINED 01 02 0 4028 0 CONAGRA FOODS INC COM 205887102 2425 120752 SH DEFINED 01 03 0 120752 0 CONCERTO SOFTWARE COM 20602T106 191 34786 SH DEFINED 01 34786 0 0 CONCORD CAMERA CORP COM 206156101 415 82840 SH DEFINED 01 82840 0 0 CONCORD COMMUNICATIO COM 206186108 435 50790 SH DEFINED 01 50790 0 0 CONCORD EFS INC. COM 206197105 267 28438 SH DEFINED 01 28438 0 0 CONCORD EFS INC. COM 206197105 1055 112221 SH DEFINED 01 03 0 112221 0 CONCURRENT COMPT NEW COM 206710204 205 93000 SH DEFINED 01 93000 0 0 CONMED CORP COM 207410101 3024 184256 SH DEFINED 01 184256 0 0 CONMED CORP COM 207410101 59 3592 SH DEFINED 01 02 0 3592 0 CONMED CORP COM 207410101 4 219 SH DEFINED 01 03 0 219 0 CONNETICS CORP. COM 208192104 2278 136000 SH DEFINED 01 136000 0 0 CONNETICS CORP. COM 208192104 106 6340 SH DEFINED 01 02 0 6340 0 CONOCO PHILLIPS COM 20825C104 503056 9385345 SH DEFINED 01 9385345 0 0 CONOCO PHILLIPS COM 20825C104 18684 348513 SH DEFINED 01 02 0 348513 0 CONOCO PHILLIPS COM 20825C104 10066 187787 SH DEFINED 01 03 0 187787 0 CONOCO PHILLIPS COM 20825C104 17 322 SH DEFINED 01 12 0 322 0 CONOCO PHILLIPS COM 20825C104 965 18005 SH DEFINED 01 13 0 18005 0 CONSOLIDATED EDISON COM 209115104 2387 62044 SH DEFINED 01 62044 0 0 CONSOLIDATED EDISON COM 209115104 1823 47369 SH DEFINED 01 03 0 47369 0 CONSOLIDTED GRAPHICS COM 209341106 1898 112862 SH DEFINED 01 112862 0 0 CONSOLIDTED GRAPHICS COM 209341106 37 2223 SH DEFINED 01 02 0 2223 0 CONSOLIDTED GRAPHICS COM 209341106 3 160 SH DEFINED 01 03 0 160 0 CONSTELLATION BRANDS COM 21036P108 4859 214025 SH DEFINED 01 214025 0 0 CONSTELLATION BRANDS COM 21036P108 81 3547 SH DEFINED 01 02 0 3547 0 CONSTELLATION BRANDS COM 21036P108 11 475 SH DEFINED 01 03 0 475 0 CONSTELLATION ENERGY COM 210371100 41353 1491297 SH DEFINED 01 1491297 0 0 CONSTELLATION ENERGY COM 210371100 1008 36333 SH DEFINED 01 03 0 36333 0 CONTIFINANCIAL COM 21075M107 234 7809971 SH DEFINED 01 02 0 7809971 0 CONTL AIRLINES CL B COM 210795308 9699 1894466 SH DEFINED 01 1894466 0 0 CONTL AIRLINES CL B COM 210795308 1112 217100 SH DEFINED 01 02 0 217100 0 CONTL AIRLINES CL B COM 210795308 379 74100 SH DEFINED 01 03 0 74100 0 CONVERGYS CORP COM 212485106 128 9694 SH DEFINED 01 9694 0 0 CONVERGYS CORP COM 212485106 74 5612 SH DEFINED 01 02 0 5612 0 CONVERGYS CORP COM 212485106 505 38278 SH DEFINED 01 03 0 38278 0 COOPER CAMERON COM 216640102 162 3267 SH DEFINED 01 3267 0 0 COOPER COS INC COM 216648402 6414 214485 SH DEFINED 01 214485 0 0 COOPER COS INC COM 216648402 4 150 SH DEFINED 01 02 0 150 0 COOPER TIRE & RUBBER COM 216831107 50 4101 SH DEFINED 01 4101 0 0 COOPER TIRE & RUBBER COM 216831107 51 4158 SH DEFINED 01 02 0 4158 0 COOPER TIRE & RUBBER COM 216831107 198 16218 SH DEFINED 01 03 0 16218 0 COORS ADOLPH COM 217016104 801 16522 SH DEFINED 01 16522 0 0 COORS ADOLPH COM 217016104 388 7997 SH DEFINED 01 03 0 7997 0 COPART COM 217204106 30 3850 SH DEFINED 01 3850 0 0 CORINTHIAN COLLEGES COM 218868107 2969 75140 SH DEFINED 01 75140 0 0 CORINTHIAN COLLEGES COM 218868107 4 110 SH DEFINED 01 02 0 110 0 CORN PRODUCTS INTL COM 219023108 7169 245818 SH DEFINED 01 245818 0 0 CORN PRODUCTS INTL COM 219023108 76 2595 SH DEFINED 01 02 0 2595 0 CORN PRODUCTS INTL COM 219023108 5 175 SH DEFINED 01 03 0 175 0 CORNELL COMPANIES COM 219141108 1943 231400 SH DEFINED 01 231400 0 0 CORNING INC COM 219350105 20751 3553074 SH DEFINED 01 3553074 0 0 CORNING INC COM 219350105 5886 1007600 SH DEFINED 01 02 0 1007600 0 CORNING INC COM 219350105 1552 265745 SH DEFINED 01 03 0 265745 0 CORP EXECUTIVE BOARD COM 21988R102 14508 407290 SH DEFINED 01 407290 0 0 CORP EXECUTIVE BOARD COM 21988R102 199 5600 SH DEFINED 01 02 0 5600 0 CORPORATE OFFICE PROPERTIES COM 22002T108 648 43480 SH DEFINED 01 43480 0 0 CORRECTIONS CORP CONV PRF 22025Y308 0 6 SH DEFINED 01 0 0 6 COST PLUS COM 221485105 2004 76111 SH DEFINED 01 76111 0 0 COSTCO WHOLESALE COR COM 22160K105 119981 3995393 SH DEFINED 01 3995393 0 0 COSTCO WHOLESALE COR COM 22160K105 2920 97020 SH DEFINED 01 02 0 97020 0 COSTCO WHOLESALE COR COM 22160K105 3081 102580 SH DEFINED 01 03 0 102580 0 COSTAR GROUP INC COM 22160N109 1270 56900 SH DEFINED 01 56900 0 0 COSTCO COMPANIES INC 144A LIQU CONV BND 22160QAA0 15068 21000000 PRN DEFINED 01 0 0 21000000 COSTCO COMPANIES CVT. CONV BND 22160QAC6 538 750000 PRN DEFINED 01 0 0 750000 COSTCO COMPANIES CVT. CONV BND 22160QAC6 718 1000000 PRN DEFINED 01 02 0 0 1000000 COUNTRYWIDE FINANCIAL CORP COM 222372104 16492 286803 SH DEFINED 01 286803 0 0 COUNTRYWIDE FINANCIAL CORP COM 222372104 80 1393 SH DEFINED 01 02 0 1393 0 COUNTRYWIDE FINANCIAL CORP COM 222372104 1633 28405 SH DEFINED 01 03 0 28405 0 COUNTRYWIDE FINANCIAL CORP COM 222372104 646 11232 SH DEFINED 01 13 0 11232 0 COURIER CORP COM 222660102 1783 36200 SH DEFINED 01 36200 0 0 COURIER CORP COM 222660102 3 70 SH DEFINED 01 02 0 70 0 COVANCE INC COM 222816100 6994 302497 SH DEFINED 01 302497 0 0 COVANCE INC COM 222816100 3 120 SH DEFINED 01 02 0 120 0 COVENANT TRANSPORT COM 22284P105 1031 60684 SH DEFINED 01 60684 0 0 COVENANT TRANSPORT COM 22284P105 63 3676 SH DEFINED 01 02 0 3676 0 COVENANT TRANSPORT COM 22284P105 4 216 SH DEFINED 01 03 0 216 0 COVENTRY HEALTH CARE COM 222862104 13300 404280 SH DEFINED 01 404280 0 0 COVENTRY HEALTH CARE COM 222862104 81 2448 SH DEFINED 01 02 0 2448 0 COVENTRY HEALTH CARE COM 222862104 54 1650 SH DEFINED 01 03 0 1650 0 COX COMMUNICATIONS COM 224044107 3360 108000 SH DEFINED 01 108000 0 0 COX RADIO INC COM 224051102 15619 756000 SH DEFINED 01 756000 0 0 COX RADIO INC COM 224051102 48 2300 SH DEFINED 01 02 0 2300 0 CRANE CO. COM 224399105 18907 1085336 SH DEFINED 01 1085336 0 0 CRANE CO. COM 224399105 84 4845 SH DEFINED 01 02 0 4845 0 CRANE CO. COM 224399105 229 13129 SH DEFINED 01 03 0 13129 0 CREDENCE SYSTEMS COR COM 225302108 3256 478840 SH DEFINED 01 478840 0 0 CREDIT ACCEPTANCE. COM 225310101 437 89000 SH DEFINED 01 89000 0 0 CREDIT ACCEPTANCE. COM 225310101 1 190 SH DEFINED 01 02 0 190 0 CREE INC COM 225447101 3963 213956 SH DEFINED 01 213956 0 0 CREE INC COM 225447101 67 3586 SH DEFINED 01 02 0 3586 0 CREE INC COM 225447101 5 250 SH DEFINED 01 03 0 250 0 CRESCENT COM 225756105 60576 4212558 SH DEFINED 01 4212558 0 0 CRESCENT COM 225756105 375 26100 SH DEFINED 01 02 0 26100 0 CRESCENT COM 225756105 1549 107700 SH DEFINED 01 03 0 107700 0 CROMPTON CORP COM 227116100 19 4748 SH DEFINED 01 4748 0 0 CROSS A T CO CL A COM 227478104 215 45260 SH DEFINED 01 45260 0 0 CROSS COUNTRY INC.. COM 22748P105 1686 146600 SH DEFINED 01 146600 0 0 CROWN AMERICA. COM 228186102 394 40141 SH DEFINED 01 40141 0 0 CROWN CASTLE INTL COM 228227104 1038 188800 SH DEFINED 01 188800 0 0 CROWN CASTLE INTL COM 228227104 55 10093 SH DEFINED 01 02 0 10093 0 CROWN CASTLE INTL COM 228227104 4 664 SH DEFINED 01 03 0 664 0 CROWN HOLDINGS INC COM 228368106 2123 377834 SH DEFINED 01 377834 0 0 CROWN HOLDINGS INC COM 228368106 91 16225 SH DEFINED 01 02 0 16225 0 CROWN HOLDINGS INC COM 228368106 6 1042 SH DEFINED 01 03 0 1042 0 CRYOLIFE COM 228903100 398 58086 SH DEFINED 01 58086 0 0 CTI MOLECULAR IMAGING INC. COM 22943D105 376 19200 SH DEFINED 01 19200 0 0 CTI MOLECULAR IMAGING INC. COM 22943D105 102 5200 SH DEFINED 01 13 0 5200 0 CUBIC CORP COM 229669106 1294 79280 SH DEFINED 01 79280 0 0 CULLEN FROST BANKERS COM 229899109 6020 198148 SH DEFINED 01 198148 0 0 CUMMINS INC COM 231021106 534 21683 SH DEFINED 01 21683 0 0 CUMMINS INC COM 231021106 225 9150 SH DEFINED 01 03 0 9150 0 CUMULUS MEDIA COM 231082108 944 64800 SH DEFINED 01 64800 0 0 CURATIVE HEALTH SERV COM 231264102 1355 79281 SH DEFINED 01 79281 0 0 CURTISS-WRIGHT CORP COM 231561101 5810 96005 SH DEFINED 01 96005 0 0 CURTISS-WRIGHT CL B COM 231561408 1350 23000 SH DEFINED 01 23000 0 0 CUTTER & BUCK INC COM 232217109 1172 355200 SH DEFINED 01 355200 0 0 CYBEROPTICS CORP COM 232517102 1374 353300 SH DEFINED 01 353300 0 0 CYBERONICS COM 23251P102 963 45000 SH DEFINED 01 45000 0 0 CYMER INC COM 232572107 3074 129998 SH DEFINED 01 129998 0 0 CYPRESS SEMICONDCTR COM 232806109 1365 197666 SH DEFINED 01 197666 0 0 CYTEC INDUSTRIES COM 232820100 2337 83920 SH DEFINED 01 83920 0 0 CYTEC INDUSTRIES COM 232820100 47 1695 SH DEFINED 01 02 0 1695 0 CYTEC INDUSTRIES COM 232820100 3 107 SH DEFINED 01 03 0 107 0 CYTYC CORP COM 232946103 585 44835 SH DEFINED 01 44835 0 0 CYTYC CORP COM 232946103 24 1811 SH DEFINED 01 02 0 1811 0 DMI FURNITURES INC COM 233230101 3 1758 SH DEFINED 01 1758 0 0 DPL INC COM 233293109 340 27279 SH DEFINED 01 27279 0 0 DQE COM 23329J104 1989 163101 SH DEFINED 01 163101 0 0 DRS TECHNOLOGIES INC COM 23330X100 9658 386140 SH DEFINED 01 386140 0 0 DRS TECHNOLOGIES INC COM 23330X100 144 5762 SH DEFINED 01 02 0 5762 0 D R HORTON INC COM 23331A109 532 27714 SH DEFINED 01 27714 0 0 DST SYSTEMS COM 233326107 18812 691652 SH DEFINED 01 691652 0 0 DST SYSTEMS COM 233326107 36282 1333864 SH DEFINED 01 02 0 1333864 0 DST SYSTEMS COM 233326107 1498 55070 SH DEFINED 01 03 0 55070 0 DSP GROUP COM 23332B106 4489 247585 SH DEFINED 01 247585 0 0 DSP GROUP COM 23332B106 2 110 SH DEFINED 01 02 0 110 0 DTE ENERGY COMPANY COM 233331107 19243 497882 SH DEFINED 01 497882 0 0 DTE ENERGY COMPANY COM 233331107 149 3850 SH DEFINED 01 02 0 3850 0 DTE ENERGY COMPANY COM 233331107 1436 37135 SH DEFINED 01 03 0 37135 0 DTE ENERGY CVT PFD CONV PRF 233331206 10503 440000 SH DEFINED 01 0 0 440000 DAISYTEK INTRNATIONA. COM 234053106 34 17607 SH DEFINED 01 02 0 17607 0 DAISYTEK INTRNATIONA. COM 234053106 2 1161 SH DEFINED 01 03 0 1161 0 DANA CORP COM 235811106 1525 215949 SH DEFINED 01 215949 0 0 DANA CORP COM 235811106 231 32777 SH DEFINED 01 03 0 32777 0 DANAHER CORP COM 235851102 60778 924239 SH DEFINED 01 924239 0 0 DANAHER CORP COM 235851102 7165 108964 SH DEFINED 01 02 0 108964 0 DANAHER CORP COM 235851102 4506 68521 SH DEFINED 01 03 0 68521 0 DANAHER CVT CONV BND 235851AF9 967 1440000 PRN DEFINED 01 0 0 1440000 DANAHER CVT CONV BND 235851AF9 1007 1500000 PRN DEFINED 01 02 0 0 1500000 DARDEN RESTAURANT COM 237194105 764 42747 SH DEFINED 01 42747 0 0 DARDEN RESTAURANT COM 237194105 3281 183800 SH DEFINED 01 02 0 183800 0 DARDEN RESTAURANT COM 237194105 673 37697 SH DEFINED 01 03 0 37697 0 DATASCOPE COM 238113104 4815 177831 SH DEFINED 01 177831 0 0 DAVEL COMMUNICATIONS. COM 238341101 56 5603423 SH DEFINED 01 5603423 0 0 DAVITA INC COM 23918K108 323 15560 SH DEFINED 01 15560 0 0 DAVITA INC COM 23918K108 81 3884 SH DEFINED 01 02 0 3884 0 DEAN FOODS COMPANY COM 242370104 8559 199459 SH DEFINED 01 199459 0 0 DEAN FOODS COMPANY COM 242370104 81 1888 SH DEFINED 01 02 0 1888 0 DEAN FOODS COMPANY COM 242370104 41 950 SH DEFINED 01 03 0 950 0 DEERE & COMPANY COM 244199105 75769 1929896 SH DEFINED 01 1929896 0 0 DEERE & COMPANY COM 244199105 1482 37696 SH DEFINED 01 02 0 37696 0 DEERE & COMPANY COM 244199105 2102 53540 SH DEFINED 01 03 0 53540 0 DEL MONTE FOODS CO COM 24522P103 2361 316554 SH DEFINED 01 316554 0 0 DEL MONTE FOODS CO COM 24522P103 55 7287 SH DEFINED 01 02 0 7287 0 DEL MONTE FOODS CO COM 24522P103 3 450 SH DEFINED 01 03 0 450 0 DELL COMPUTER CORP COM 247025109 340568 12470404 SH DEFINED 01 12470404 0 0 DELL COMPUTER CORP COM 247025109 14604 534888 SH DEFINED 01 02 0 534888 0 DELL COMPUTER CORP COM 247025109 15821 579312 SH DEFINED 01 03 0 579312 0 DELL COMPUTER CORP COM 247025109 16 584 SH DEFINED 01 12 0 584 0 DELL COMPUTER CORP COM 247025109 3435 125774 SH DEFINED 01 13 0 125774 0 DELPHI CORPORATION COM 247126105 1017 148779 SH DEFINED 01 148779 0 0 DELPHI CORPORATION COM 247126105 843 123410 SH DEFINED 01 03 0 123410 0 DELPHI FINANCIAL GRP COM 247131105 3027 77251 SH DEFINED 01 77251 0 0 DELTA & PINE LAND CO COM 247357106 2562 113293 SH DEFINED 01 113293 0 0 DELTA AIR LINES COM 247361108 17991 2021383 SH DEFINED 01 2021383 0 0 DELTA AIR LINES COM 247361108 1342 150700 SH DEFINED 01 02 0 150700 0 DELTA AIR LINES COM 247361108 592 66509 SH DEFINED 01 03 0 66509 0 DELTIC TIMBER CORP COM 247850100 845 35351 SH DEFINED 01 35351 0 0 DENBURY RESOURCES INC COM 247916208 76 7000 SH DEFINED 01 02 0 7000 0 DELUXE CORPORATION COM 248019101 138 3441 SH DEFINED 01 3441 0 0 DELUXE CORPORATION COM 248019101 546 13611 SH DEFINED 01 03 0 13611 0 DENDRITE COM 248239105 25463 2995580 SH DEFINED 01 2995580 0 0 DENDRITE COM 248239105 1125 132155 SH DEFINED 01 02 0 132155 0 DENDRITE COM 248239105 1663 195650 SH DEFINED 01 03 0 195650 0 DENISON INTL PLC-ADR COM 248335101 3753 224700 SH DEFINED 01 224700 0 0 DENTSPLY INTERNATL I COM 249030107 114 3270 SH DEFINED 01 3270 0 0 DENTSPLY INTERNATL I COM 249030107 17 494 SH DEFINED 01 03 0 494 0 DEPARTMENT 56 COM 249509100 1055 107500 SH DEFINED 01 107500 0 0 DEPARTMENT 56 COM 249509100 35 3587 SH DEFINED 01 02 0 3587 0 DEPARTMENT 56 COM 249509100 2 233 SH DEFINED 01 03 0 233 0 DEUTSCHE TELE ADR COM 251566105 11 1000 SH DEFINED 01 1000 0 0 DEVELOPERS DIV COM 251591103 610 25281 SH DEFINED 01 25281 0 0 DEVON ENERGY COM 25179M103 14879 308572 SH DEFINED 01 308572 0 0 DEVON ENERGY COM 25179M103 44974 932650 SH DEFINED 01 02 0 932650 0 DEVON ENERGY COM 25179M103 2653 55014 SH DEFINED 01 03 0 55014 0 DEVON ENERGY COM 25179M103 437 9062 SH DEFINED 01 13 0 9062 0 DEVON ENERGY CVT CONV BND 25179MAA1 16075 15760000 PRN DEFINED 01 0 0 15760000 DEVRY INC. COM 251893103 16039 859093 SH DEFINED 01 859093 0 0 DEVRY INC. COM 251893103 12791 685108 SH DEFINED 01 02 0 685108 0 DEVRY INC. COM 251893103 1309 70100 SH DEFINED 01 03 0 70100 0 DIAGEO PLC-SPON ADR COM 25243Q205 8019 195000 SH DEFINED 01 195000 0 0 DIAGNOSTIC PRODUCTS COM 252450101 37767 1011134 SH DEFINED 01 1011134 0 0 DIAGNOSTIC PRODUCTS COM 252450101 32053 858154 SH DEFINED 01 02 0 858154 0 DIAGNOSTIC PRODUCTS COM 252450101 3519 94200 SH DEFINED 01 03 0 94200 0 DIAL CORP COM 25247D101 1293 66618 SH DEFINED 01 66618 0 0 DIAL CORP COM 25247D101 6 300 SH DEFINED 01 03 0 300 0 DIEBOLD INC. COM 253651103 26443 779100 SH DEFINED 01 779100 0 0 DIGI INTL INC COM COM 253798102 205 63020 SH DEFINED 01 63020 0 0 DIGITAL RIVER COM 25388B104 1027 75000 SH DEFINED 01 75000 0 0 DIME COMMUNITY COM 253922108 3791 166079 SH DEFINED 01 166079 0 0 DIME COMMUNITY COM 253922108 30 1333 SH DEFINED 01 02 0 1333 0 DIME COMMUNITY COM 253922108 2 81 SH DEFINED 01 03 0 81 0 DILLARDS INC-CL A COM 254067101 744 57573 SH DEFINED 01 57573 0 0 DILLARDS INC-CL A COM 254067101 241 18672 SH DEFINED 01 03 0 18672 0 DIMON INC COM 254394109 761 132745 SH DEFINED 01 132745 0 0 DIONEX COM 254546104 2062 62430 SH DEFINED 01 62430 0 0 DISNEY WALT CO COM 254687106 38763 2277534 SH DEFINED 01 2277534 0 0 DISNEY WALT CO COM 254687106 7668 450525 SH DEFINED 01 03 0 450525 0 THEROX INC CONV PRF 256000XY1 8696 2173913 SH DEFINED 01 0 0 2173913 DOBSON COMMUNICATIONS CP 13% 0 PRF 256072505 5707 7225 SH DEFINED 01 0 0 7225 DOCUMENTUM INC COM 256159104 758 57800 SH DEFINED 01 57800 0 0 DOCUMENTUM INC COM 256159104 2 150 SH DEFINED 01 02 0 150 0 DOLE FOOD CO INC COM 256605106 3183 95000 SH DEFINED 01 95000 0 0 DOLLAR GENERAL COM 256669102 44335 3630905 SH DEFINED 01 3630905 0 0 DOLLAR GENERAL COM 256669102 3401 278552 SH DEFINED 01 02 0 278552 0 DOLLAR GENERAL COM 256669102 898 73522 SH DEFINED 01 03 0 73522 0 DOLLAR TREE STORES COM 256747106 10523 528765 SH DEFINED 01 528765 0 0 DOLLAR TREE STORES COM 256747106 14 723 SH DEFINED 01 03 0 723 0 DOMINION RES INC VA COM 25746U109 564966 10203460 SH DEFINED 01 10203460 0 0 DOMINION RES INC VA COM 25746U109 21519 388605 SH DEFINED 01 02 0 388605 0 DOMINION RES INC VA COM 25746U109 3826 69100 SH DEFINED 01 03 0 69100 0 DOMINION RES CVT PFD CONV PRF 25746U208 29143 542000 SH DEFINED 01 0 0 542000 DONALDSON CO COM 257651109 6113 167115 SH DEFINED 01 167115 0 0 DONNELLEY (RR)&SONS COM 257867101 21381 1167131 SH DEFINED 01 1167131 0 0 DONNELLEY (RR)&SONS COM 257867101 458 24993 SH DEFINED 01 03 0 24993 0 DORAL FINANCIAL COM 25811P100 601 17000 SH DEFINED 01 17000 0 0 DOUBLECLICK INC COM 258609304 1095 140900 SH DEFINED 01 140900 0 0 DOUBLECLICK INC COM 258609304 99 12750 SH DEFINED 01 02 0 12750 0 DOVER CORP COM 260003108 29174 1204546 SH DEFINED 01 1204546 0 0 DOVER CORP COM 260003108 678 28000 SH DEFINED 01 02 0 28000 0 DOVER CORP COM 260003108 1081 44628 SH DEFINED 01 03 0 44628 0 DOVER DOWNS GAMING & ENTERTAIN COM 260095104 4458 450800 SH DEFINED 01 450800 0 0 DOVER MOTORSPORTS COM 260174107 143 45000 SH DEFINED 01 45000 0 0 DOW CHEMICAL COM 260543103 140494 5088485 SH DEFINED 01 5088485 0 0 DOW CHEMICAL COM 260543103 2238 81050 SH DEFINED 01 02 0 81050 0 DOW CHEMICAL COM 260543103 7678 278084 SH DEFINED 01 03 0 278084 0 DOW JONES & CO COM 260561105 161 4570 SH DEFINED 01 4570 0 0 DOW JONES & CO COM 260561105 640 18060 SH DEFINED 01 03 0 18060 0 DOWNEY FINL CORP COM 261018105 3266 82870 SH DEFINED 01 82870 0 0 THE DRESS BARN COM 261570105 2337 173748 SH DEFINED 01 173748 0 0 DREYERS GRAND ICE COM 261878102 101 1457 SH DEFINED 01 1457 0 0 DRIL QUIP INC COM 262037104 702 51317 SH DEFINED 01 51317 0 0 DRKOOP.COM INC COM 262098106 0 140 SH DEFINED 01 140 0 0 E I DUPONT COM 263534109 42029 1081519 SH DEFINED 01 1081519 0 0 E I DUPONT COM 263534109 218 5600 SH DEFINED 01 02 0 5600 0 E I DUPONT COM 263534109 9440 242920 SH DEFINED 01 03 0 242920 0 DUANE READE COM 263578106 901 71070 SH DEFINED 01 71070 0 0 DUKE ENERGY CORP COM 264399106 15267 1050008 SH DEFINED 01 1050008 0 0 DUKE ENERGY CORP COM 264399106 2874 197621 SH DEFINED 01 03 0 197621 0 DUN & BRADSTREET COM 26483E100 3905 102102 SH DEFINED 01 102102 0 0 DUPONT PHOTO COM 26613X101 1075 53598 SH DEFINED 01 53598 0 0 DYCOM INDUSTRIES COM 267475101 566 54697 SH DEFINED 01 54697 0 0 DYCOM INDUSTRIES COM 267475101 27 2568 SH DEFINED 01 02 0 2568 0 DYCOM INDUSTRIES COM 267475101 2 164 SH DEFINED 01 03 0 164 0 DYNEGY INC COM 26816Q101 239 91403 SH DEFINED 01 91403 0 0 DYNEGY INC COM 26816Q101 215 82262 SH DEFINED 01 03 0 82262 0 CBEYOND COMMUNICATIONS CBEYOND PRF 268470986 472 136251 SH DEFINED 01 0 0 136251 CBEYOND COMMUNICATIONS CBEYOND PRF 268470994 0 8990 SH DEFINED 01 0 0 8990 EGL INC COM 268484102 2578 173462 SH DEFINED 01 173462 0 0 EGL INC COM 268484102 65 4419 SH DEFINED 01 02 0 4419 0 EGL INC COM 268484102 5 329 SH DEFINED 01 03 0 329 0 E-L FINANCIAL CORP LTD COM 268575107 3725 24900 SH DEFINED 01 24900 0 0 EMC CORPORATION COM 268648102 41300 5712046 SH DEFINED 01 5712046 0 0 EMC CORPORATION COM 268648102 4480 619551 SH DEFINED 01 02 0 619551 0 EMC CORPORATION COM 268648102 4196 580442 SH DEFINED 01 03 0 580442 0 ENSCO INTL INC COM 26874Q100 33123 1298383 SH DEFINED 01 1298383 0 0 ENSCO INTL INC COM 26874Q100 41250 1617028 SH DEFINED 01 02 0 1617028 0 ENSCO INTL INC COM 26874Q100 2775 108800 SH DEFINED 01 03 0 108800 0 EOG RESOURCES INC COM 26875P101 12818 324027 SH DEFINED 01 324027 0 0 EOG RESOURCES INC COM 26875P101 1008 25484 SH DEFINED 01 03 0 25484 0 E.PIPHANY INC COM 26881V100 796 200000 SH DEFINED 01 200000 0 0 ESS TECHNOLOGY COM 269151106 2487 417236 SH DEFINED 01 417236 0 0 E TRADE COM 269246104 3920 930984 SH DEFINED 01 930984 0 0 E TRADE COM 269246104 3777 897200 SH DEFINED 01 02 0 897200 0 EAST WEST BANCORP COM 27579R104 2709 87838 SH DEFINED 01 87838 0 0 EASTMAN CHEMICAL CO COM 277432100 4290 147986 SH DEFINED 01 147986 0 0 EASTMAN CHEMICAL CO COM 277432100 138 4750 SH DEFINED 01 02 0 4750 0 EASTMAN CHEMICAL CO COM 277432100 501 17301 SH DEFINED 01 03 0 17301 0 EASTMAN KODAK COM 277461109 70886 2394793 SH DEFINED 01 2394793 0 0 EASTMAN KODAK COM 277461109 725 24512 SH DEFINED 01 02 0 24512 0 EASTMAN KODAK COM 277461109 4545 153560 SH DEFINED 01 03 0 153560 0 EATON CORP COM 278058102 22309 318929 SH DEFINED 01 318929 0 0 EATON CORP COM 278058102 80 1148 SH DEFINED 01 02 0 1148 0 EATON CORP COM 278058102 1087 15546 SH DEFINED 01 03 0 15546 0 EATON VANCE COM 278265103 748 27986 SH DEFINED 01 27986 0 0 EATON VANCE COM 278265103 20380 762400 SH DEFINED 01 02 0 762400 0 EATON VANCE COM 278265103 505 18900 SH DEFINED 01 03 0 18900 0 EBAY INC COM 278642103 211438 2479037 SH DEFINED 01 2479037 0 0 EBAY INC COM 278642103 88364 1035985 SH DEFINED 01 02 0 1035985 0 EBAY INC COM 278642103 8037 94224 SH DEFINED 01 03 0 94224 0 EBAY INC COM 278642103 1835 21511 SH DEFINED 01 13 0 21511 0 ECHO BAY MINES WTS WT 278751169 217 700000 SH DEFINED 01 0 0 700000 ECHOSTAR COMMUN CORP COM 278762109 53161 1840775 SH DEFINED 01 1840775 0 0 ECHOSTAR COMMUN CORP COM 278762109 1084 37550 SH DEFINED 01 02 0 37550 0 ECHOSTAR COMMUN CORP COM 278762109 48 1647 SH DEFINED 01 03 0 1647 0 ECOLAB INC. COM 278865100 41099 833152 SH DEFINED 01 833152 0 0 ECOLAB INC. COM 278865100 6890 139680 SH DEFINED 01 02 0 139680 0 ECOLAB INC. COM 278865100 1416 28709 SH DEFINED 01 03 0 28709 0 EDISON INTL COM 281020107 8376 611843 SH DEFINED 01 611843 0 0 EDISON INTL COM 281020107 984 71863 SH DEFINED 01 03 0 71863 0 EDO CORP COM 281347104 1057 58415 SH DEFINED 01 58415 0 0 EDUCATION MGMT CORP COM 28139T101 59 1477 SH DEFINED 01 1477 0 0 J D EDWARDS & CO COM 281667105 798 72400 SH DEFINED 01 72400 0 0 A.G. EDWARDS INC. COM 281760108 2676 103332 SH DEFINED 01 103332 0 0 EDWARDS LIFESCIENCES COM 28176E108 69 2506 SH DEFINED 01 2506 0 0 EFUNDS CORP COM 28224R101 4608 670870 SH DEFINED 01 670870 0 0 EL PASO CORPORATION COM 28336L109 16623 2747578 SH DEFINED 01 2747578 0 0 EL PASO CORPORATION COM 28336L109 802 132674 SH DEFINED 01 03 0 132674 0 EL PASO ELECTRIC COM 283677854 4100 379593 SH DEFINED 01 379593 0 0 EL PASO ELECTRIC COM 283677854 49 4456 SH DEFINED 01 02 0 4456 0 EL PASO ELECTRIC COM 283677854 3 286 SH DEFINED 01 03 0 286 0 ELECTRO SCIENTIFIC COM 285229100 5779 460149 SH DEFINED 01 460149 0 0 ELECTRO SCIENTIFIC COM 285229100 1 95 SH DEFINED 01 02 0 95 0 ELECTRONIC ARTS INC COM 285512109 30458 519400 SH DEFINED 01 519400 0 0 ELECTRONIC ARTS INC COM 285512109 81 1382 SH DEFINED 01 02 0 1382 0 ELECTRONIC ARTS INC COM 285512109 1907 32519 SH DEFINED 01 03 0 32519 0 ELECTRONIC ARTS INC COM 285512109 600 10233 SH DEFINED 01 13 0 10233 0 ELECTRONIC DATA SYST COM 285661104 32127 1825365 SH DEFINED 01 1825365 0 0 ELECTRONIC DATA SYST COM 285661104 364 20750 SH DEFINED 01 02 0 20750 0 ELECTRONIC DATA SYST COM 285661104 3030 172182 SH DEFINED 01 03 0 172182 0 ELECTRONIC DATA SYST COM 285661104 453 25789 SH DEFINED 01 13 0 25789 0 ELECTRONICS FOR IMAGING INC COM 286082102 1278 72300 SH DEFINED 01 72300 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 54 3084 SH DEFINED 01 02 0 3084 0 ELECTRONICS FOR IMAGING INC COM 286082102 3 197 SH DEFINED 01 03 0 197 0 ELKCORP COM 287456107 1099 57858 SH DEFINED 01 57858 0 0 EMBARCADERO TECH COM 290787100 2086 330000 SH DEFINED 01 330000 0 0 EMCOR GROUP INC COM 29084Q100 3999 82864 SH DEFINED 01 82864 0 0 EMCOR GROUP INC COM 29084Q100 89 1839 SH DEFINED 01 02 0 1839 0 EMCOR GROUP INC COM 29084Q100 6 128 SH DEFINED 01 03 0 128 0 EMERSON ELECTRIC COM 291011104 2681 59135 SH DEFINED 01 59135 0 0 EMERSON ELECTRIC COM 291011104 19 410 SH DEFINED 01 02 0 410 0 EMERSON ELECTRIC COM 291011104 4211 92852 SH DEFINED 01 03 0 92852 0 EMMIS COMMUNICATIONS COM 291525103 1135 67224 SH DEFINED 01 67224 0 0 ENCANA CORP. COM 292505104 11326 350000 SH DEFINED 01 350000 0 0 ENBRIDGE ENERGY MGMT L COM 29250X103 0 1 SH DEFINED 01 1 0 0 ENDO PHARMACEUTICAL COM 29264F205 1425 105600 SH DEFINED 01 105600 0 0 ENDO PHARMACEUTICAL COM 29264F205 45 3354 SH DEFINED 01 02 0 3354 0 ENDO PHARMACEUTICAL COM 29264F205 3 210 SH DEFINED 01 03 0 210 0 ENERGEN COM 29265N108 6815 212572 SH DEFINED 01 212572 0 0 ENERGEN COM 29265N108 146 4536 SH DEFINED 01 02 0 4536 0 ENERGEN COM 29265N108 10 301 SH DEFINED 01 03 0 301 0 ENERGY EAST CORP COM 29266M109 1229 69049 SH DEFINED 01 69049 0 0 ENERGIZER HLDGS INC COM 29266R108 12599 494249 SH DEFINED 01 494249 0 0 ENERGIZER HLDGS INC COM 29266R108 81 3160 SH DEFINED 01 02 0 3160 0 ENERGIZER HLDGS INC COM 29266R108 40 1575 SH DEFINED 01 03 0 1575 0 ENGELHARD CORP COM 292845104 153 7127 SH DEFINED 01 7127 0 0 ENGELHARD CORP COM 292845104 604 28187 SH DEFINED 01 03 0 28187 0 ENGINEERED SUPPORT COM 292866100 2354 60105 SH DEFINED 01 60105 0 0 ENGINEERED SUPPORT COM 292866100 2 50 SH DEFINED 01 02 0 50 0 ENESCO GROUP INC COM 292973104 296 41222 SH DEFINED 01 41222 0 0 ENTEGRIS INC COM 29362U104 6233 625850 SH DEFINED 01 625850 0 0 ENTEGRIS INC COM 29362U104 36 3507 SH DEFINED 01 02 0 3507 0 ENTEGRIS INC COM 29362U104 2 216 SH DEFINED 01 03 0 216 0 ENTERCOM COMMUNICATI COM 293639100 91 2079 SH DEFINED 01 2079 0 0 ENTERCOM COMMUNICATI COM 293639100 35083 798965 SH DEFINED 01 02 0 798965 0 ENTERCOM COMMUNICATI COM 293639100 808 18400 SH DEFINED 01 03 0 18400 0 ENTERGY CORP COM 29364G103 41689 865816 SH DEFINED 01 865816 0 0 ENTERGY CORP COM 29364G103 2370 49221 SH DEFINED 01 03 0 49221 0 ENZON PHARMACEUTICALS INC COM 293904108 1392 122700 SH DEFINED 01 122700 0 0 ENZON PHARMACEUTICALS INC COM 293904108 2 140 SH DEFINED 01 02 0 140 0 ENZON INC CVT CONV BND 293904AB4 492 630000 PRN DEFINED 01 0 0 630000 ENZO BIOCHEM COM 294100102 1104 84462 SH DEFINED 01 84462 0 0 EON LABS. COM 29412E100 617 23100 SH DEFINED 01 0 0 23100 EON LABS. COM 29412E100 147 5500 SH DEFINED 01 02 0 0 5500 EPIMMUNE INC COM 294257101 16 20310 SH DEFINED 01 20310 0 0 EQUIFAX INC COM 294429105 159 7937 SH DEFINED 01 7937 0 0 EQUIFAX INC COM 294429105 627 31381 SH DEFINED 01 03 0 31381 0 EQUITABLE RESOURCES COM 294549100 48051 1281024 SH DEFINED 01 1281024 0 0 EQUITABLE RESOURCES COM 294549100 163 4310 SH DEFINED 01 02 0 4310 0 EQUITY OFFICE COM 294741103 29158 1145717 SH DEFINED 01 1145717 0 0 EQUITY OFFICE COM 294741103 2321 91183 SH DEFINED 01 03 0 91183 0 EQUITY RESIDENTIAL COM 29476L107 1606 66699 SH DEFINED 01 66699 0 0 EQUITY RESIDENTIAL COM 29476L107 1444 59998 SH DEFINED 01 03 0 59998 0 ERICSSON LM B ADR COM 294821608 5 854 SH DEFINED 01 03 0 854 0 ERIE INDTY CO. COM 29530P102 2606 71800 SH DEFINED 01 71800 0 0 ESPEED INC. COM 296643109 1204 103500 SH DEFINED 01 0 0 103500 ESPEED INC. COM 296643109 2 180 SH DEFINED 01 02 0 0 180 ESPERION THERAPEUTIC COM 29664R106 879 88400 SH DEFINED 01 88400 0 0 ESPERION THERAPEUTIC COM 29664R106 835 83795 SH DEFINED 01 02 0 83795 0 ESPERION THERAPEUTIC COM 29664R106 2 248 SH DEFINED 01 03 0 248 0 ESSEX PROP TRUST COM 297178105 5491 105085 SH DEFINED 01 105085 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 1044 61735 SH DEFINED 01 61735 0 0 ETHAN ALLEN COM 297602104 4508 153187 SH DEFINED 01 153187 0 0 ETHYL CORP COM 297659609 262 26600 SH DEFINED 01 26600 0 0 ETHYL CORP COM 297659609 484 49110 SH DEFINED 01 02 0 49110 0 ETHYL CORP COM 297659609 2 158 SH DEFINED 01 03 0 158 0 EVERGREEN RESOURCE COM 299900308 5821 128472 SH DEFINED 01 128472 0 0 EVERGREEN RESOURCE COM 299900308 104 2280 SH DEFINED 01 02 0 2280 0 EXACT SCIENCES CORP.. COM 30063P105 723 70100 SH DEFINED 01 70100 0 0 EXACT SCIENCES CORP.. COM 30063P105 5 410 SH DEFINED 01 02 0 410 0 EXAR CORP COM 300645108 3142 247167 SH DEFINED 01 247167 0 0 EXAR CORP COM 300645108 2 120 SH DEFINED 01 02 0 120 0 EXELON CORP COM 30161N101 68946 1367708 SH DEFINED 01 1367708 0 0 EXELON CORP COM 30161N101 726 14400 SH DEFINED 01 02 0 14400 0 EXELON CORP COM 30161N101 3607 71570 SH DEFINED 01 03 0 71570 0 EXELON CORP COM 30161N101 508 10073 SH DEFINED 01 13 0 10073 0 EXIDE CORP 144A CONV BND 302051AF4 22 16500000 PRN DEFINED 01 02 0 0 16500000 EXPEDIA INC CL A COM 302125109 18174 351800 SH DEFINED 01 351800 0 0 EXPEDIA INC WTS WT 302125125 2 50 SH DEFINED 01 0 0 50 EXPEDITORS INTL WASH COM 302130109 156 4341 SH DEFINED 01 4341 0 0 EXPEDITORS INTL WASH COM 302130109 24 674 SH DEFINED 01 03 0 674 0 EXPRESS SCRIPTS INC COM 302182100 53913 968258 SH DEFINED 01 968258 0 0 EXPRESS SCRIPTS INC COM 302182100 1763 31667 SH DEFINED 01 02 0 31667 0 EXPRESS SCRIPTS INC COM 302182100 2693 48358 SH DEFINED 01 03 0 48358 0 EXPRESSJET HOLDINGS INC COM 30218U108 667 81427 SH DEFINED 01 81427 0 0 EXPRESSJET HOLDINGS INC COM 30218U108 41 5144 SH DEFINED 01 02 0 5144 0 EXPRESSJET HOLDINGS INC COM 30218U108 3 314 SH DEFINED 01 03 0 314 0 EXTENDED STAY AMERIC COM 30224P101 40 3915 SH DEFINED 01 3915 0 0 EXTREME NETWORKS INC COM 30226D106 1401 323700 SH DEFINED 01 323700 0 0 EXTREME NETWORKS INC COM 30226D106 1 160 SH DEFINED 01 02 0 160 0 EXULT INC DEL. COM 302284104 50 6800 SH DEFINED 01 02 0 6800 0 EXXON MOBIL CORP COM 30231G102 628875 17993560 SH DEFINED 01 17993560 0 0 EXXON MOBIL CORP COM 30231G102 15660 448118 SH DEFINED 01 02 0 448118 0 EXXON MOBIL CORP COM 30231G102 52143 1491931 SH DEFINED 01 03 0 1491931 0 EXXON MOBIL CORP COM 30231G102 21 600 SH DEFINED 01 12 0 600 0 EXXON MOBIL CORP COM 30231G102 919 26300 SH DEFINED 01 13 0 26300 0 FBL FINL GROUP INC COM 30239F106 1469 74400 SH DEFINED 01 74400 0 0 FBR ASSET INVESTMENT. COM 30241E303 1334 40400 SH DEFINED 01 40400 0 0 FEI COMPANY COM 30241L109 1544 96730 SH DEFINED 01 96730 0 0 FLIR SYSTEMS INC COM 302445101 4282 90330 SH DEFINED 01 90330 0 0 FLIR SYSTEMS INC COM 302445101 4 80 SH DEFINED 01 02 0 80 0 FMC CORP COM 302491303 23 1464 SH DEFINED 01 1464 0 0 FMC TECHNOLOGIES INC COM 30249U101 416 21668 SH DEFINED 01 21668 0 0 FPL GROUP INC. COM 302571104 76680 1301183 SH DEFINED 01 1301183 0 0 FPL GROUP INC. COM 302571104 8010 135910 SH DEFINED 01 02 0 135910 0 FPL GROUP INC. COM 302571104 2385 40460 SH DEFINED 01 03 0 40460 0 FPL GROUP PFD CVT CONV PRF 302571203 24728 450000 SH DEFINED 01 0 0 450000 FTI CONSULTING INC COM 302941109 4192 90690 SH DEFINED 01 90690 0 0 FTI CONSULTING INC COM 302941109 4 90 SH DEFINED 01 02 0 90 0 FACTSET RESEARCH COM 303075105 3966 122202 SH DEFINED 01 122202 0 0 FACTSET RESEARCH COM 303075105 3 95 SH DEFINED 01 02 0 95 0 FAIR ISAAC INC COM 303250104 51255 1008575 SH DEFINED 01 1008575 0 0 FAIR ISAAC INC COM 303250104 2367 46559 SH DEFINED 01 02 0 46559 0 FAIR ISAAC INC COM 303250104 4208 82800 SH DEFINED 01 03 0 82800 0 FAIRCHILD SEMICONDUC COM 303726103 8741 835664 SH DEFINED 01 835664 0 0 FAIRMONT HOTELS & RESORTS COM 305204109 1875 83300 SH DEFINED 01 02 0 83300 0 FAMILY DLR STORES COM 307000109 31075 1006308 SH DEFINED 01 1006308 0 0 FAMILY DLR STORES COM 307000109 1171 37936 SH DEFINED 01 03 0 37936 0 FASTENAL CO COM 311900104 38859 1378479 SH DEFINED 01 1378479 0 0 FASTENAL CO COM 311900104 45346 1608572 SH DEFINED 01 02 0 1608572 0 FASTENAL CO COM 311900104 3867 137178 SH DEFINED 01 03 0 137178 0 FEDDERS CORPORATION COM 313135501 289 87955 SH DEFINED 01 87955 0 0 FREDDIE MAC COM 313400301 119612 2252549 SH DEFINED 01 2252549 0 0 FREDDIE MAC COM 313400301 8730 164402 SH DEFINED 01 02 0 164402 0 FREDDIE MAC COM 313400301 8222 154838 SH DEFINED 01 03 0 154838 0 FANNIE MAE COM 313586109 282264 4319268 SH DEFINED 01 4319268 0 0 FANNIE MAE COM 313586109 12520 191612 SH DEFINED 01 02 0 191612 0 FANNIE MAE COM 313586109 16761 256486 SH DEFINED 01 03 0 256486 0 FEDERAL SIGNAL CORP COM 313855108 28 1990 SH DEFINED 01 1990 0 0 FEDERATED DPT STORES COM 31410H101 3363 120007 SH DEFINED 01 120007 0 0 FEDERATED DPT STORES COM 31410H101 1176 41956 SH DEFINED 01 03 0 41956 0 FEDEX CORPORATION COM 31428X106 2718 49361 SH DEFINED 01 49361 0 0 FEDEX CORPORATION COM 31428X106 3626 65835 SH DEFINED 01 03 0 65835 0 FEDEX CORPORATION COM 31428X106 459 8336 SH DEFINED 01 13 0 8336 0 FERRO CORP COM 315405100 2042 95591 SH DEFINED 01 95591 0 0 FERRO CORP COM 315405100 3 130 SH DEFINED 01 02 0 130 0 F5 NETWORKS INC COM 315616102 1433 113400 SH DEFINED 01 113400 0 0 F5 NETWORKS INC COM 315616102 2 150 SH DEFINED 01 02 0 150 0 FIBROGEN INC CVT PFD CONV PRF 316000XX1 9000 3340757 SH DEFINED 01 0 0 3340757 FIDELITY NAT FINL COM 316326107 7342 215012 SH DEFINED 01 215012 0 0 FIDELITY NAT FINL COM 316326107 81 2361 SH DEFINED 01 02 0 2361 0 FIDELITY NAT FINL COM 316326107 29 850 SH DEFINED 01 03 0 850 0 FIFTH THIRD BANCORP COM 316773100 1620 32311 SH DEFINED 01 32311 0 0 FIFTH THIRD BANCORP COM 316773100 6391 127456 SH DEFINED 01 03 0 127456 0 FILENET CORP COM 316869106 1636 155939 SH DEFINED 01 155939 0 0 FILENET CORP COM 316869106 1 90 SH DEFINED 01 02 0 90 0 FINANCIAL FEDERAL COM 317492106 2168 113514 SH DEFINED 01 113514 0 0 FINANCIAL FEDERAL COM 317492106 27 1453 SH DEFINED 01 02 0 1453 0 FINANCIAL FEDERAL COM 317492106 2 85 SH DEFINED 01 03 0 85 0 FINANCIAL INSTITUTIONS INC COM 317585404 519 26200 SH DEFINED 01 26200 0 0 FINANCIAL INSTITUTIONS INC COM 317585404 2 90 SH DEFINED 01 02 0 90 0 FIRST AMERICAN CORP COM 318522307 2465 101015 SH DEFINED 01 101015 0 0 FIRST AMERICAN CORP COM 318522307 81 3309 SH DEFINED 01 02 0 3309 0 FIRST BANCORP/PR COM 318672102 4942 183158 SH DEFINED 01 183158 0 0 FIRST BANCORP/PR COM 318672102 4 155 SH DEFINED 01 02 0 155 0 FIRST CITIZENS BANK COM 31946M103 70 748 SH DEFINED 01 02 0 748 0 FIRST CITIZENS BANK COM 31946M103 5 52 SH DEFINED 01 03 0 52 0 FIRST COMMUNITY BANCORP. COM 31983B101 98 3400 SH DEFINED 01 02 0 3400 0 FIRST CONSULTING GP COM 31986R103 273 42000 SH DEFINED 01 0 0 42000 FIRST FEDERAL CAPITAL CORP. COM 319960100 2258 111190 SH DEFINED 01 111190 0 0 FIRST FEDERAL CAPITAL CORP. COM 319960100 72 3565 SH DEFINED 01 02 0 3565 0 FIRST FEDERAL CAPITAL CORP. COM 319960100 5 233 SH DEFINED 01 03 0 233 0 FIRST DATA CORP COM 319963104 73140 1976200 SH DEFINED 01 1976200 0 0 FIRST DATA CORP COM 319963104 1458 39400 SH DEFINED 01 02 0 39400 0 FIRST DATA CORP COM 319963104 6157 166364 SH DEFINED 01 03 0 166364 0 FIRST DATA CORP COM 319963104 629 17010 SH DEFINED 01 13 0 17010 0 FIRST ESSEX BANCORP. COM 320103104 1402 45200 SH DEFINED 01 45200 0 0 FIRST ESSEX BANCORP. COM 320103104 49 1582 SH DEFINED 01 02 0 1582 0 FIRST ESSEX BANCORP. COM 320103104 3 102 SH DEFINED 01 03 0 102 0 FIRST FINL BANKSHARES INC COM 32020R109 1335 37600 SH DEFINED 01 37600 0 0 FIRST FINL BANKSHARES INC COM 32020R109 50 1398 SH DEFINED 01 02 0 1398 0 FIRST FINL BANKSHARES INC COM 32020R109 3 98 SH DEFINED 01 03 0 98 0 FIRST MIDWEST BANC COM 320867104 3591 139132 SH DEFINED 01 139132 0 0 FIRST NATIONAL CORP COM 320942105 514 20270 SH DEFINED 01 20270 0 0 FIRST NATIONAL CORP COM 320942105 2 85 SH DEFINED 01 02 0 85 0 FIRST HEALTH GROUP COM 320960107 34346 1350059 SH DEFINED 01 1350059 0 0 FIRST HEALTH GROUP COM 320960107 60012 2359019 SH DEFINED 01 02 0 2359019 0 FIRST HEALTH GROUP COM 320960107 2689 105694 SH DEFINED 01 03 0 105694 0 FIRST NIAGARA FINANCIAL.. COM 33582V108 294 25000 SH DEFINED 01 25000 0 0 FIRST REPUBLIC BANK COM 336158100 2560 118517 SH DEFINED 01 118517 0 0 FIRST REPUBLIC BANK COM 336158100 53 2476 SH DEFINED 01 02 0 2476 0 FIRST REPUBLIC BANK COM 336158100 3 158 SH DEFINED 01 03 0 158 0 FIRST TN NAT`L CORP COM 337162101 1482 37331 SH DEFINED 01 37331 0 0 FIRST TN NAT`L CORP COM 337162101 1100 27695 SH DEFINED 01 03 0 27695 0 FIRST VIRGINIA BANK COM 337477103 902 22992 SH DEFINED 01 22992 0 0 FIRSTBANK CORP COM 33761G104 581 20400 SH DEFINED 01 02 0 20400 0 FISERV INC COM 337738108 148947 4731511 SH DEFINED 01 4731511 0 0 FISERV INC COM 337738108 12066 383181 SH DEFINED 01 02 0 383181 0 FISERV INC COM 337738108 5351 169947 SH DEFINED 01 03 0 169947 0 FISHER COMMUNICATIONS COM 337756209 558 12500 SH DEFINED 01 12500 0 0 FIRSTFED FINL CORP COM 337907109 3715 123044 SH DEFINED 01 123044 0 0 FIRSTFED FINL CORP COM 337907109 78 2579 SH DEFINED 01 02 0 2579 0 FIRSTFED FINL CORP COM 337907109 5 165 SH DEFINED 01 03 0 165 0 FIRSTMERIT CORP COM 337915102 65 3526 SH DEFINED 01 3526 0 0 FLAGSTAR BANCORP INC COM 337930101 3376 128025 SH DEFINED 01 128025 0 0 FLAGSTAR BANCORP INC COM 337930101 42 1594 SH DEFINED 01 02 0 1594 0 FLAGSTAR BANCORP INC COM 337930101 3 100 SH DEFINED 01 03 0 100 0 FIRSTENERGY CORP COM 337932107 59840 1899612 SH DEFINED 01 1899612 0 0 FIRSTENERGY CORP COM 337932107 5942 188600 SH DEFINED 01 02 0 188600 0 FIRSTENERGY CORP COM 337932107 2078 65985 SH DEFINED 01 03 0 65985 0 FISHER SCIENTIFIC IN COM 338032204 5479 195933 SH DEFINED 01 195933 0 0 FISHER SCIENTIFIC IN COM 338032204 20 700 SH DEFINED 01 03 0 700 0 FIVE STAR QUALITY CR COM 33832D106 0 0 SH DEFINED 01 0 0 0 FLEETBOSTON FINL CO COM 339030108 77257 3235304 SH DEFINED 01 3235304 0 0 FLEETBOSTON FINL CO COM 339030108 400 16720 SH DEFINED 01 02 0 16720 0 FLEETBOSTON FINL CO COM 339030108 7002 293226 SH DEFINED 01 03 0 293226 0 FLEETWOOD ENTERPRISE COM 339099103 433 106635 SH DEFINED 01 106635 0 0 FL EAST COAST RY CO.. COM 340632108 981 40100 SH DEFINED 01 40100 0 0 FL EAST COAST RY CO.. COM 340632108 66 2679 SH DEFINED 01 02 0 2679 0 FL EAST COAST RY CO.. COM 340632108 4 172 SH DEFINED 01 03 0 172 0 FLORIDA ROCK COM 341140101 7793 230200 SH DEFINED 01 230200 0 0 FLUOR CORP (NEW) COM 343412102 31904 947195 SH DEFINED 01 947195 0 0 FLUOR CORP (NEW) COM 343412102 154 4568 SH DEFINED 01 02 0 4568 0 FLUOR CORP (NEW) COM 343412102 644 19119 SH DEFINED 01 03 0 19119 0 FLOW INTL CORP COM 343468104 91 45586 SH DEFINED 01 45586 0 0 FLOWERS FOODS INC COM 343498101 3943 143955 SH DEFINED 01 143955 0 0 FLOWSERVE CORP COM 34354P105 843 72303 SH DEFINED 01 72303 0 0 FLOWSERVE CORP COM 34354P105 82 7019 SH DEFINED 01 02 0 7019 0 FOCAL COMM WTS07 WT 344155114 0 19 SH DEFINED 01 0 0 19 FOMENTO ECONOMICO MX COM 344419106 188 5655 SH DEFINED 01 5655 0 0 FOOT LOCKER INC COM 344849104 1324 123700 SH DEFINED 01 123700 0 0 FOOTSTAR INC COM 344912100 503 59832 SH DEFINED 01 59832 0 0 FOOTSTAR INC COM 344912100 38 4573 SH DEFINED 01 02 0 4573 0 FOOTSTAR INC COM 344912100 3 304 SH DEFINED 01 03 0 304 0 FORD MOTOR CO COM 345370860 798 106104 SH DEFINED 01 106104 0 0 FORD MOTOR CO COM 345370860 13 1711 SH DEFINED 01 02 0 1711 0 FORD MOTOR CO COM 345370860 3044 404801 SH DEFINED 01 03 0 404801 0 FOREST CITY ENTERPRI COM 345550107 9678 278273 SH DEFINED 01 278273 0 0 FOREST LABS COM 345838106 221840 4110419 SH DEFINED 01 4110419 0 0 FOREST LABS COM 345838106 12922 239383 SH DEFINED 01 02 0 239383 0 FOREST LABS COM 345838106 4341 80428 SH DEFINED 01 03 0 80428 0 FOREST OIL CORP COM 346091705 3719 166761 SH DEFINED 01 166761 0 0 FOREST OIL CORP COM 346091705 106 4753 SH DEFINED 01 02 0 4753 0 FORTIS GLOBAL CUSTODY MGT&TR S COM 349558999 1600 1600000 SH DEFINED 01 05 0 0 1600000 FORTUNE BRANDS COM 349631101 6521 152106 SH DEFINED 01 152106 0 0 FORTUNE BRANDS COM 349631101 1417 33071 SH DEFINED 01 03 0 33071 0 FORTUNE BRANDS COM 349631101 373 8715 SH DEFINED 01 13 0 8715 0 FORWARD AIR CORP COM 349853101 1384 63619 SH DEFINED 01 63619 0 0 FOSSIL INC COM 349882100 2815 163430 SH DEFINED 01 163430 0 0 FOSSIL INC COM 349882100 1 80 SH DEFINED 01 02 0 80 0 FOUNDRY NETWORKS INC COM 35063R100 1423 176900 SH DEFINED 01 176900 0 0 FOUNDRY NETWORKS INC COM 35063R100 28 3479 SH DEFINED 01 02 0 3479 0 FOUNDRY NETWORKS INC COM 35063R100 2 250 SH DEFINED 01 03 0 250 0 4KIDS ENTERTAINMENT COM 350865101 442 37437 SH DEFINED 01 37437 0 0 FOX ENTERTAINMENT GR COM 35138T107 10820 405700 SH DEFINED 01 405700 0 0 FRANKLIN ELECTRIC. COM 353514102 2 50 SH DEFINED 01 02 0 50 0 FRANKLIN RESOURCES COM 354613101 473 14380 SH DEFINED 01 14380 0 0 FRANKLIN RESOURCES COM 354613101 1869 56781 SH DEFINED 01 03 0 56781 0 FREDS INC COM 356108100 3789 136060 SH DEFINED 01 136060 0 0 FREDS INC COM 356108100 52 1880 SH DEFINED 01 02 0 1880 0 FREEPORT MCMORAN COP. COM 35671D857 50765 2977349 SH DEFINED 01 2977349 0 0 FREEPORT MCMORAN COP. COM 35671D857 2349 137769 SH DEFINED 01 02 0 137769 0 FREEPORT MCMORAN COP. COM 35671D857 545 31959 SH DEFINED 01 03 0 31959 0 FREEPORT MCMORAN CVT CONV BND 35671DAF2 589 420000 PRN DEFINED 01 0 0 420000 FREEPORT MCMORAN CVT CONV BND 35671DAF2 1052 750000 PRN DEFINED 01 02 0 0 750000 FREMONT GENERAL CORP COM 357288109 1552 223280 SH DEFINED 01 223280 0 0 FRIEDMAN BILLINGS. COM 358434108 1143 126300 SH DEFINED 01 126300 0 0 FRIEDMAN BILLINGS. COM 358434108 41 4540 SH DEFINED 01 02 0 4540 0 FRIEDMAN BILLINGS. COM 358434108 3 281 SH DEFINED 01 03 0 281 0 FRONTIER AIRLINES COM 359065109 437 88013 SH DEFINED 01 88013 0 0 FRONTIER AIRLINES COM 359065109 834 167750 SH DEFINED 01 02 0 167750 0 FRONTIER OIL CORP COM 35914P105 2328 136100 SH DEFINED 01 136100 0 0 FULLER H B COMPANY COM 359694106 2248 97220 SH DEFINED 01 97220 0 0 FULTON FINL CORP COM 360271100 601 31961 SH DEFINED 01 31961 0 0 FURNITURE BRAND INTL COM 360921100 510 26049 SH DEFINED 01 26049 0 0 G&K SERVICES CL A COM 361268105 1477 61531 SH DEFINED 01 61531 0 0 GATX CORP COM 361448103 812 56044 SH DEFINED 01 56044 0 0 GBC BANCORP/CALIFORN COM 361475106 827 34248 SH DEFINED 01 34248 0 0 GABLE RESIDENTIAL COM 362418105 3679 137510 SH DEFINED 01 137510 0 0 GADZOOX NETWORK COM 362555104 0 138 SH DEFINED 01 138 0 0 GALLAGHER ARTHUR J COM 363576109 90 3671 SH DEFINED 01 3671 0 0 GALLAHER GROUP ADR COM 363595109 230 6000 SH DEFINED 01 6000 0 0 GALYANS TRADING CO. COM 36458R101 2939 235300 SH DEFINED 01 235300 0 0 GAMESTOP CORP COM 36466R101 1080 90000 SH DEFINED 01 90000 0 0 GANNETT CO INC COM 364730101 179218 2544612 SH DEFINED 01 2544612 0 0 GANNETT CO INC COM 364730101 10912 154875 SH DEFINED 01 02 0 154875 0 GANNETT CO INC COM 364730101 4173 59258 SH DEFINED 01 03 0 59258 0 GANNETT CO INC COM 364730101 701 9955 SH DEFINED 01 13 0 9955 0 GAP INC. THE COM 364760108 25872 1785521 SH DEFINED 01 1785521 0 0 GAP INC. THE COM 364760108 630 43532 SH DEFINED 01 02 0 43532 0 GAP INC. THE COM 364760108 4739 327078 SH DEFINED 01 03 0 327078 0 GAP STORES CVT CONV BND 364760AJ7 575 470000 PRN DEFINED 01 0 0 470000 GARDNER DENVER INC COM 365558105 869 47210 SH DEFINED 01 47210 0 0 GARDNER DENVER INC COM 365558105 61 3323 SH DEFINED 01 02 0 3323 0 GARDNER DENVER INC COM 365558105 4 229 SH DEFINED 01 03 0 229 0 GARTNER GRP INC CL B COM 366651206 26 3417 SH DEFINED 01 3417 0 0 GATEWAY INC COM 367626108 43 18111 SH DEFINED 01 18111 0 0 GATEWAY INC COM 367626108 169 71480 SH DEFINED 01 03 0 71480 0 GAYLORD ENTERTAINMEN COM 367905106 1561 87000 SH DEFINED 01 87000 0 0 GEN-PROBE INC. COM 36866T103 358 15800 SH DEFINED 01 15800 0 0 GEN-PROBE INC. COM 36866T103 102 4500 SH DEFINED 01 02 0 4500 0 GEMSTAR-TV GUIDE COM 36866W106 1394 380000 SH DEFINED 01 380000 0 0 GENCORP INC COM 368682100 2054 328468 SH DEFINED 01 328468 0 0 GENENCOR INTL INC COM 368709101 2 190 SH DEFINED 01 02 0 190 0 GENRL COMMUNICATION COM 369385109 1972 331422 SH DEFINED 01 331422 0 0 GENRL COMMUNICATION COM 369385109 2 260 SH DEFINED 01 02 0 260 0 GENERAL DYNAMICS COM 369550108 619 11241 SH DEFINED 01 11241 0 0 GENERAL DYNAMICS COM 369550108 2441 44323 SH DEFINED 01 03 0 44323 0 GENERAL ELECTRIC COM 369604103 730434 28644404 SH DEFINED 01 28644404 0 0 GENERAL ELECTRIC COM 369604103 28174 1104658 SH DEFINED 01 02 0 1104658 0 GENERAL ELECTRIC COM 369604103 56241 2205553 SH DEFINED 01 03 0 2205553 0 GENERAL ELECTRIC COM 369604103 28 1100 SH DEFINED 01 12 0 1100 0 GENERAL ELECTRIC COM 369604103 1469 57593 SH DEFINED 01 13 0 57593 0 GENERAL MILLS COM 370334104 39278 862229 SH DEFINED 01 862229 0 0 GENERAL MILLS COM 370334104 116 2540 SH DEFINED 01 02 0 2540 0 GENERAL MILLS COM 370334104 3745 82203 SH DEFINED 01 03 0 82203 0 GENERAL MOTORS. COM 370442105 43625 1297579 SH DEFINED 01 1297579 0 0 GENERAL MOTORS. COM 370442105 3 100 SH DEFINED 01 02 0 100 0 GENERAL MOTORS. COM 370442105 4156 123630 SH DEFINED 01 03 0 123630 0 GENERAL MOTORS. COM 370442105 886 26335 SH DEFINED 01 13 0 26335 0 GENERAL MOTORS CL H COM 370442832 560 50000 SH DEFINED 01 50000 0 0 GENESCO INC. COM 371532102 915 64373 SH DEFINED 01 64373 0 0 GENESEE & WYOMING COM 371559105 495 31950 SH DEFINED 01 31950 0 0 GENESEE & WYOMING COM 371559105 37 2395 SH DEFINED 01 02 0 2395 0 GENESEE & WYOMING COM 371559105 3 163 SH DEFINED 01 03 0 163 0 GENTEX CORP COM 371901109 19110 751180 SH DEFINED 01 751180 0 0 GENTEX CORP COM 371901109 44722 1757950 SH DEFINED 01 02 0 1757950 0 GENTEX CORP COM 371901109 1104 43423 SH DEFINED 01 03 0 43423 0 GENTA INC COM 37245M207 2 290 SH DEFINED 01 02 0 290 0 GENUINE PARTS COM 372460105 4568 149760 SH DEFINED 01 149760 0 0 GENUINE PARTS COM 372460105 1175 38528 SH DEFINED 01 03 0 38528 0 GENTIVA HEALTH SVCS COM 37247A102 651 77600 SH DEFINED 01 77600 0 0 GENZYME CORP COM 372917104 11041 302889 SH DEFINED 01 302889 0 0 GENZYME CORP COM 372917104 1796 49297 SH DEFINED 01 03 0 49297 0 GEORGIA GULF CORP COM 373200203 3706 184080 SH DEFINED 01 184080 0 0 GEORGIA GULF CORP COM 373200203 45 2223 SH DEFINED 01 02 0 2223 0 GEORGIA GULF CORP COM 373200203 2 122 SH DEFINED 01 03 0 122 0 GEORGIA-PACIFIC GP COM 373298108 574 41301 SH DEFINED 01 41301 0 0 GEORGIA-PACIFIC GP COM 373298108 767 55154 SH DEFINED 01 03 0 55154 0 GERBER SCIENTIFIC COM 373730100 433 65740 SH DEFINED 01 65740 0 0 GETTY IMAGES INC COM 374276103 447 16280 SH DEFINED 01 16280 0 0 GIBRALTAR STEEL. COM 37476F103 237 12694 SH DEFINED 01 12694 0 0 GILEAD SCIENCES COM 375558103 63347 1508604 SH DEFINED 01 1508604 0 0 GILEAD SCIENCES COM 375558103 47707 1136110 SH DEFINED 01 02 0 1136110 0 GILEAD SCIENCES COM 375558103 1082 25774 SH DEFINED 01 03 0 25774 0 GILLETTE CO COM 375766102 75564 2442268 SH DEFINED 01 2442268 0 0 GILLETTE CO COM 375766102 74 2365 SH DEFINED 01 02 0 2365 0 GILLETTE CO COM 375766102 7197 232588 SH DEFINED 01 03 0 232588 0 GLAMIS GOLD LTD.. COM 376775102 3702 358000 SH DEFINED 01 358000 0 0 GLATFELTER COM 377316104 878 82420 SH DEFINED 01 82420 0 0 GLAXOSMITHKLINE PLC COM 37733W105 19995 568182 SH DEFINED 01 568182 0 0 GLAXOSMITHKLINE PLC COM 37733W105 953 27085 SH DEFINED 01 02 0 27085 0 GLENBOROUGH REALTY T COM 37803P105 1271 82240 SH DEFINED 01 82240 0 0 GLOBAL INDUSTRIES. COM 379336100 1522 326500 SH DEFINED 01 326500 0 0 GLOBAL IMAGING SYS. COM 37934A100 1880 101650 SH DEFINED 01 101650 0 0 GLOBAL IMAGING SYS. COM 37934A100 2 130 SH DEFINED 01 02 0 130 0 GLOBAL PAYMENTS INC COM 37940X102 3350 109762 SH DEFINED 01 109762 0 0 GLOBAL POWER EQUIP COM 37941P108 649 127300 SH DEFINED 01 127300 0 0 GLOBAL POWER EQUIP COM 37941P108 1 240 SH DEFINED 01 02 0 240 0 GLOBIX CORP COM 37957F101 0 104 SH DEFINED 01 104 0 0 GLOBESPANVIRATA INC COM 37957V106 807 179300 SH DEFINED 01 179300 0 0 GOLD BANC CORP COM 379907108 1028 128400 SH DEFINED 01 128400 0 0 GOLD BANC CORP COM 379907108 40 5096 SH DEFINED 01 02 0 5096 0 GOLD BANC CORP COM 379907108 3 335 SH DEFINED 01 03 0 335 0 GOLDFIELDS LTD ADR.. COM 38059T106 4734 450900 SH DEFINED 01 450900 0 0 GOLDCORP INC COM 380956409 3339 314700 SH DEFINED 01 0 0 314700 GOLDEN STAR RESOURCE COM 38119T104 990 550000 SH DEFINED 01 550000 0 0 GOLDENSTAR WARRANTS COM 38119T971 22 62500 SH DEFINED 01 0 0 62500 GOLDEN STAR RES LTD COM 38119T997 225 125000 SH DEFINED 01 125000 0 0 GOLDEN WEST FIN COM 381317106 23658 328918 SH DEFINED 01 328918 0 0 GOLDEN WEST FIN COM 381317106 20 280 SH DEFINED 01 02 0 280 0 GOLDEN WEST FIN COM 381317106 2467 34299 SH DEFINED 01 03 0 34299 0 GOLDEN WEST FIN COM 381317106 550 7651 SH DEFINED 01 13 0 7651 0 GOLDMAN SACHS GP INC COM 38141G104 11900 174796 SH DEFINED 01 174796 0 0 GOLDMAN SACHS GP INC COM 38141G104 7087 104100 SH DEFINED 01 03 0 104100 0 GOLDMAN SACHS GP INC COM 38141G104 20 300 SH DEFINED 01 12 0 300 0 GOLDMAN SACHS GP INC COM 38141G104 694 10200 SH DEFINED 01 13 0 10200 0 GOODRICH CORPORATION COM 382388106 32617 2319787 SH DEFINED 01 2319787 0 0 GOODRICH CORPORATION COM 382388106 402 28643 SH DEFINED 01 03 0 28643 0 GOODYEAR TIRE & RUBBER CO COM 382550101 50 9787 SH DEFINED 01 9787 0 0 GOODYEAR TIRE & RUBBER CO COM 382550101 200 38670 SH DEFINED 01 03 0 38670 0 GOODYS FAMILY CLTHNG COM 382588101 389 96616 SH DEFINED 01 96616 0 0 GRACO INC. COM 384109104 3786 134746 SH DEFINED 01 134746 0 0 GRAFTECH INTL LTD COM 384313102 487 170725 SH DEFINED 01 170725 0 0 GRAINGER (W.W.) COM 384802104 7728 180118 SH DEFINED 01 180118 0 0 GRAINGER (W.W.) COM 384802104 644 15000 SH DEFINED 01 02 0 15000 0 GRAINGER (W.W.) COM 384802104 865 20167 SH DEFINED 01 03 0 20167 0 GRANITE BROADCASTING CORP COM 387241102 124 78166 SH DEFINED 01 78166 0 0 GRANITE CONSTRUCTION COM 387328107 27 1722 SH DEFINED 01 1722 0 0 GRANT PRIDECO INC COM 38821G101 29395 2437511 SH DEFINED 01 2437511 0 0 GRANT PRIDECO INC COM 38821G101 1533 127100 SH DEFINED 01 02 0 127100 0 GRAY TELEVISION CL B COM 389375106 900 100000 SH DEFINED 01 100000 0 0 GREAT A. & P. TEA COM 390064103 493 114303 SH DEFINED 01 114303 0 0 GREAT LAKES CHEM CO COM 390568103 2993 134796 SH DEFINED 01 134796 0 0 GREAT LAKES CHEM CO COM 390568103 92 4149 SH DEFINED 01 02 0 4149 0 GREAT LAKES CHEM CO COM 390568103 252 11339 SH DEFINED 01 03 0 11339 0 GREAT LAKES REIT INC COM 390752103 329 23225 SH DEFINED 01 23225 0 0 GREAT PLAINS ENERGY COM 391164100 666 27887 SH DEFINED 01 27887 0 0 GREATER BAY BANCORP COM 391648102 362 25289 SH DEFINED 01 25289 0 0 GREEN MOUNTAIN POWER COM 393154109 295 14609 SH DEFINED 01 14609 0 0 GREENPOINT FINL CORP COM 395384100 9295 207423 SH DEFINED 01 207423 0 0 GREENPOINT FINL CORP COM 395384100 80 1791 SH DEFINED 01 02 0 1791 0 GREENPOINT FINL CORP COM 395384100 44 975 SH DEFINED 01 03 0 975 0 GREIF INC COM 397624107 621 34500 SH DEFINED 01 34500 0 0 GREY WOLF INC COM 397888108 3673 932200 SH DEFINED 01 932200 0 0 GREY WOLF INC COM 397888108 56 14083 SH DEFINED 01 02 0 14083 0 GREY WOLF INC COM 397888108 4 919 SH DEFINED 01 03 0 919 0 GRIFFON CORP COM 398433102 3078 238653 SH DEFINED 01 238653 0 0 GRIFFON CORP COM 398433102 75 5802 SH DEFINED 01 02 0 5802 0 GRIFFON CORP COM 398433102 5 363 SH DEFINED 01 03 0 363 0 GROUP ONE AUTOMOTIVE COM 398905109 1428 66744 SH DEFINED 01 66744 0 0 GRT TOPAZ PARTNERS LP SUBSCRIP COM 400492971 5000 5000000 SH DEFINED 01 05 0 0 5000000 G-TELEVISA COM 40049J206 1534 61000 SH DEFINED 01 61000 0 0 G-TECH HOLDINGS CORP COM 400518106 2124 65057 SH DEFINED 01 65057 0 0 G-TECH HOLDINGS CORP COM 400518106 81 2481 SH DEFINED 01 02 0 2481 0 GRUPO AEROPORTUARIO COM 40051E202 344 30860 SH DEFINED 01 0 0 30860 GUCCI COM 401566104 2929 30731 SH DEFINED 01 30731 0 0 GUIDANT CORP COM 401698105 32941 909989 SH DEFINED 01 909989 0 0 GUIDANT CORP COM 401698105 276 7609 SH DEFINED 01 02 0 7609 0 GUIDANT CORP COM 401698105 2503 69162 SH DEFINED 01 03 0 69162 0 GUJARAT AMBUJA GDR COM 401841994 71 21060 SH DEFINED 01 21060 0 0 GUITAR CENTER INC COM 402040109 835 41000 SH DEFINED 01 41000 0 0 GUITAR CENTER INC COM 402040109 1 60 SH DEFINED 01 02 0 60 0 GYMBOREE COM 403777105 2804 186453 SH DEFINED 01 186453 0 0 GYMBOREE COM 403777105 2 100 SH DEFINED 01 02 0 100 0 HCA INC COM 404119109 541185 13084777 SH DEFINED 01 13084777 0 0 HCA INC COM 404119109 11601 280500 SH DEFINED 01 02 0 280500 0 HCA INC COM 404119109 5630 136110 SH DEFINED 01 03 0 136110 0 HCA INC COM 404119109 682 16502 SH DEFINED 01 13 0 16502 0 HCC INSURANCE COM 404132102 1592 62300 SH DEFINED 01 62300 0 0 HCC INSURANCE COM 404132102 34247 1339800 SH DEFINED 01 02 0 1339800 0 HCC INSURANCE COM 404132102 861 33700 SH DEFINED 01 03 0 33700 0 HDFC BANK ADR COM 40415F101 619 40000 SH DEFINED 01 40000 0 0 HEI INC COM 404160103 416 207800 SH DEFINED 01 207800 0 0 HAEMONETICS CORP COM 405024100 2473 113222 SH DEFINED 01 113222 0 0 HAGGAR COM 405173105 202 19046 SH DEFINED 01 19046 0 0 HAIN CELESTIAL GRP COM 405217100 1527 101072 SH DEFINED 01 101072 0 0 HALLIBURTON COM 406216101 14087 679548 SH DEFINED 01 679548 0 0 HALLIBURTON COM 406216101 84 4050 SH DEFINED 01 02 0 4050 0 HALLIBURTON COM 406216101 2352 113419 SH DEFINED 01 03 0 113419 0 HANCOCK FABRICS COM 409900107 1496 107598 SH DEFINED 01 107598 0 0 HANCOCK HLDG CO COM 410120109 74 1730 SH DEFINED 01 02 0 1730 0 HANCOCK HLDG CO COM 410120109 5 110 SH DEFINED 01 03 0 110 0 HANCOCK JOHN FINL SV COM 41014S106 5218 187807 SH DEFINED 01 187807 0 0 HANCOCK JOHN FINL SV COM 41014S106 81 2898 SH DEFINED 01 02 0 2898 0 HANCOCK JOHN FINL SV COM 41014S106 1782 64150 SH DEFINED 01 03 0 64150 0 HANGER ORTHOPEDIC COM 41043F208 747 65375 SH DEFINED 01 65375 0 0 HANGER ORTHOPEDIC COM 41043F208 41 3599 SH DEFINED 01 02 0 3599 0 HANGER ORTHOPEDIC COM 41043F208 3 230 SH DEFINED 01 03 0 230 0 HANMI FINANCIAL CORP COM 410495105 922 54200 SH DEFINED 01 54200 0 0 HANMI FINANCIAL CORP COM 410495105 40 2281 SH DEFINED 01 02 0 2281 0 HANMI FINANCIAL CORP COM 410495105 2 127 SH DEFINED 01 03 0 127 0 HANOVER COMPRESSOR COM 410768105 18 2776 SH DEFINED 01 2776 0 0 HANOVER COMPRESSOR COM 410768105 12 1800 SH DEFINED 01 02 0 1800 0 HANOVER COMPRESS CVT CONV BND 410768AC9 2396 3000000 PRN DEFINED 01 02 0 0 3000000 HANSON PLC ADR COM 411352404 39920 1626060 SH DEFINED 01 1626060 0 0 HANSON PLC ADR COM 411352404 511 20800 SH DEFINED 01 02 0 20800 0 HANSON PLC ADR COM 411352404 1282 52200 SH DEFINED 01 03 0 52200 0 HARBOR FLORIDA BANCSHARES COM 411901101 537 23000 SH DEFINED 01 23000 0 0 HARLAND JOHN H COM 412693103 2122 87275 SH DEFINED 01 87275 0 0 HARLEY DAVIDSON COM 412822108 3851 96929 SH DEFINED 01 96929 0 0 HARLEY DAVIDSON COM 412822108 340 8577 SH DEFINED 01 02 0 8577 0 HARLEY DAVIDSON COM 412822108 2651 66758 SH DEFINED 01 03 0 66758 0 HARLEYSVILLE GROUP. COM 412824104 2670 107022 SH DEFINED 01 107022 0 0 HARLEYSVILLE GROUP. COM 412824104 76 3082 SH DEFINED 01 02 0 3082 0 HARLEYSVILLE GROUP. COM 412824104 5 203 SH DEFINED 01 03 0 203 0 HARMAN INTERNATIONAL COM 413086109 11287 192694 SH DEFINED 01 192694 0 0 HARMAN INTERNATIONAL COM 413086109 100 1700 SH DEFINED 01 02 0 1700 0 HARMONIC INC COM 413160102 594 178246 SH DEFINED 01 178246 0 0 EXP 06/29/03 WT 413216110 231 33000 SH DEFINED 01 0 0 33000 HARMONY GOLD MNG-ADR.. COM 413216300 2446 200000 SH DEFINED 01 200000 0 0 HARMONY GOLD MNG-ADR.. COM 413216300 68 5550 SH DEFINED 01 02 0 5550 0 HARRAH`S ENT COM 413619107 2727 76379 SH DEFINED 01 76379 0 0 HARRAH`S ENT COM 413619107 77 2150 SH DEFINED 01 02 0 2150 0 HARRAH`S ENT COM 413619107 880 24661 SH DEFINED 01 03 0 24661 0 HARRIS CORP COM 413875105 361 12994 SH DEFINED 01 12994 0 0 HARRIS CORP COM 413875105 84 3016 SH DEFINED 01 02 0 3016 0 HARSCO CORP COM 415864107 52 1691 SH DEFINED 01 1691 0 0 HARTE-HANKS INC COM 416196103 73 3799 SH DEFINED 01 3799 0 0 HARTFORD FINL SVCS COM 416515104 26310 745530 SH DEFINED 01 745530 0 0 HARTFORD FINL SVCS COM 416515104 233 6588 SH DEFINED 01 02 0 6588 0 HARTFORD FINL SVCS COM 416515104 2631 74536 SH DEFINED 01 03 0 74536 0 HASBRO INC COM 418056107 1608 115768 SH DEFINED 01 115768 0 0 HASBRO INC COM 418056107 531 38195 SH DEFINED 01 03 0 38195 0 HAVERTY FURNITURE COM 419596101 966 89926 SH DEFINED 01 89926 0 0 HAWAIIAN ELEC IND COM 419870100 1322 32438 SH DEFINED 01 32438 0 0 HAWTHORNE FINANCIAL. COM 420542102 73 2471 SH DEFINED 01 02 0 2471 0 HAWTHORNE FINANCIAL. COM 420542102 5 167 SH DEFINED 01 03 0 167 0 HAYES LEMMERZ INTL COM 420781106 0 86 SH DEFINED 01 86 0 0 HEALTHCARE SVC GROUP COM 421906108 1022 86200 SH DEFINED 01 86200 0 0 HEALTH MGMT ASSOC COM 421933102 41544 2186489 SH DEFINED 01 2186489 0 0 HEALTH MGMT ASSOC COM 421933102 2097 110340 SH DEFINED 01 02 0 110340 0 HEALTH MGMT ASSOC COM 421933102 4357 229347 SH DEFINED 01 03 0 229347 0 HEALTHCARE RLTY TR COM 421946104 933 38200 SH DEFINED 01 38200 0 0 HEADWATERS INC COM 42210P102 1633 116200 SH DEFINED 01 116200 0 0 HEADWATERS INC COM 42210P102 3 200 SH DEFINED 01 02 0 200 0 HEALTH NET INC COM 42222G108 738 27553 SH DEFINED 01 27553 0 0 HEALTH NET INC COM 42222G108 80 2997 SH DEFINED 01 02 0 2997 0 HEARTLAND EXPRESS IN COM 422347104 4155 216622 SH DEFINED 01 216622 0 0 HEARTLAND EXPRESS IN COM 422347104 39 1993 SH DEFINED 01 02 0 1993 0 HEARTLAND EXPRESS IN COM 422347104 2 125 SH DEFINED 01 03 0 125 0 HECLA MINING CO COM 422704106 3112 945800 SH DEFINED 01 945800 0 0 HECLA MINING CO COM 422704106 27 8240 SH DEFINED 01 02 0 8240 0 HECLA MINING CO COM 422704106 2 490 SH DEFINED 01 03 0 490 0 HEIDRICK & STRUGGLES COM 422819102 1217 104891 SH DEFINED 01 104891 0 0 HEINZ H.J. COM 423074103 5585 191249 SH DEFINED 01 191249 0 0 HEINZ H.J. COM 423074103 80 2735 SH DEFINED 01 02 0 2735 0 HEINZ H.J. COM 423074103 2276 77958 SH DEFINED 01 03 0 77958 0 HELIX CONV OPP FD LP COM 423315993 2300 2300000 SH DEFINED 01 05 0 0 2300000 HELIX TECHNOLOGY COM 423319102 2003 232568 SH DEFINED 01 232568 0 0 HELIX TECHNOLOGY COM 423319102 1 120 SH DEFINED 01 02 0 120 0 HELMERICH & PAYNE COM 423452101 1083 42316 SH DEFINED 01 42316 0 0 HENRY (JACK) & ASSOC COM 426281101 535 50458 SH DEFINED 01 50458 0 0 HERCULES INC COM 427056106 1970 226499 SH DEFINED 01 226499 0 0 HERCULES INC COM 427056106 209 24079 SH DEFINED 01 03 0 24079 0 HERITAGE PROPERTY INVESTMENT COM 42725M107 658 26277 SH DEFINED 01 26277 0 0 HERLEY INDUST INC COM 427398102 516 30000 SH DEFINED 01 30000 0 0 HERSHEY FOODS COM 427866108 9193 146711 SH DEFINED 01 146711 0 0 HERSHEY FOODS COM 427866108 1882 30036 SH DEFINED 01 03 0 30036 0 HEWITT ASSOCIATES INC COM 42822Q100 9202 313000 SH DEFINED 01 313000 0 0 HEWLETT PACKARD COM 428236103 113702 7312007 SH DEFINED 01 7312007 0 0 HEWLETT PACKARD COM 428236103 5964 383600 SH DEFINED 01 02 0 383600 0 HEWLETT PACKARD COM 428236103 12528 805671 SH DEFINED 01 03 0 805671 0 HIBERNIA CORP COM 428656102 883 52074 SH DEFINED 01 52074 0 0 HIBERNIA CORP COM 428656102 81 4750 SH DEFINED 01 02 0 4750 0 HIGH ROCK COM 430250993 4664 4600000 SH DEFINED 01 05 0 0 4600000 HIGHWOOD PROPERTY COM 431284108 604 29585 SH DEFINED 01 29585 0 0 HILB ROGAL & HAMILTO COM 431294107 5236 167610 SH DEFINED 01 167610 0 0 HILB ROGAL & HAMILTO COM 431294107 4 130 SH DEFINED 01 02 0 130 0 HILLENBRAND IND COM 431573104 131 2575 SH DEFINED 01 2575 0 0 HILTON HOTELS COM 432848109 11449 986213 SH DEFINED 01 986213 0 0 HILTON HOTELS COM 432848109 964 83001 SH DEFINED 01 03 0 83001 0 HISPANIC BROADCAST COM 43357B104 94 4541 SH DEFINED 01 4541 0 0 HOLLY CORP COM 435758305 1398 48800 SH DEFINED 01 48800 0 0 HOLLY CORP COM 435758305 2 60 SH DEFINED 01 02 0 60 0 HOLLYWOOD ENTERTAINM COM 436141105 3304 206000 SH DEFINED 01 206000 0 0 HOLLYWOOD ENTERTAINM COM 436141105 63 3955 SH DEFINED 01 02 0 3955 0 HOLLYWOOD ENTERTAINM COM 436141105 4 250 SH DEFINED 01 03 0 250 0 HOLOGIC COM 436440101 502 58241 SH DEFINED 01 58241 0 0 HOME DEPOT INC COM 437076102 273330 11220495 SH DEFINED 01 11220495 0 0 HOME DEPOT INC COM 437076102 10662 437803 SH DEFINED 01 02 0 437803 0 HOME DEPOT INC COM 437076102 12609 517633 SH DEFINED 01 03 0 517633 0 HON INDUSTRIES COM 438092108 70 2459 SH DEFINED 01 2459 0 0 HONEYWELL INTL INC COM 438516106 48697 2279877 SH DEFINED 01 2279877 0 0 HONEYWELL INTL INC COM 438516106 483 22600 SH DEFINED 01 02 0 22600 0 HONEYWELL INTL INC COM 438516106 5977 279837 SH DEFINED 01 03 0 279837 0 HOOPER HOLMES COM 439104100 2956 590806 SH DEFINED 01 590806 0 0 HORACE MANN EDUCATOR COM 440327104 22 1704 SH DEFINED 01 1704 0 0 HORIZON FINANCIAL CORP COM 44041F105 562 37600 SH DEFINED 01 02 0 37600 0 HORIZON HEALTH CORP COM 44041Y104 4108 241500 SH DEFINED 01 241500 0 0 HORMEL FOODS CORP COM 440452100 122 5775 SH DEFINED 01 5775 0 0 HOSPITALITY PROP COM 44106M102 80 2610 SH DEFINED 01 2610 0 0 HOST MARRIOTT COM 44107P104 784 113300 SH DEFINED 01 113300 0 0 HOT TOPIC COM 441339108 3457 148294 SH DEFINED 01 148294 0 0 HOT TOPIC COM 441339108 100 4270 SH DEFINED 01 02 0 4270 0 HOTELS.COM. COM 44147T108 433 7500 SH DEFINED 01 7500 0 0 HOUSEHOLD INTL COM 441815107 17167 627677 SH DEFINED 01 627677 0 0 HOUSTON EXPLOR COM 442120101 3870 143300 SH DEFINED 01 143300 0 0 HUBBELL INC C/B COM 443510201 77 2468 SH DEFINED 01 2468 0 0 HUDSON UNITED BANC COM 444165104 4115 133603 SH DEFINED 01 133603 0 0 HUFFY CORP COM 444356109 214 43544 SH DEFINED 01 43544 0 0 HUGHES SUPPLY COM 444482103 2489 106881 SH DEFINED 01 106881 0 0 HUGHES SUPPLY COM 444482103 72 3085 SH DEFINED 01 02 0 3085 0 HUGHES SUPPLY COM 444482103 5 220 SH DEFINED 01 03 0 220 0 HUMANA COM 444859102 5865 610966 SH DEFINED 01 610966 0 0 HUMANA COM 444859102 354 36789 SH DEFINED 01 03 0 36789 0 HUMAN GENOME SCIENCE COM 444903108 1041 121700 SH DEFINED 01 121700 0 0 HUMAN GENOME SCIENCE COM 444903108 7 844 SH DEFINED 01 03 0 844 0 J.B. HUNT TRANSPORT COM 445658107 19836 736838 SH DEFINED 01 736838 0 0 J.B. HUNT TRANSPORT COM 445658107 3729 138500 SH DEFINED 01 02 0 138500 0 HUNTINGTON BANCSHARE COM 446150104 244 13159 SH DEFINED 01 13159 0 0 HUNTINGTON BANCSHARE COM 446150104 966 51954 SH DEFINED 01 03 0 51954 0 HUTCHINSON TECH COM 448407106 2376 96117 SH DEFINED 01 96117 0 0 HUTCHINSON TECH COM 448407106 135 5475 SH DEFINED 01 02 0 5475 0 HUTCHINSON TECH COM 448407106 2 93 SH DEFINED 01 03 0 93 0 HYDRIL COMPANY COM 448774109 3258 130395 SH DEFINED 01 130395 0 0 HYDRIL COMPANY COM 448774109 3 130 SH DEFINED 01 02 0 130 0 ICN PHARMACEUT NEW COM 448924100 31 3495 SH DEFINED 01 3495 0 0 HYPERCOM CORP COM 44913M105 571 152200 SH DEFINED 01 152200 0 0 HYPERION SOLUTIONS COM 44914M104 4427 182533 SH DEFINED 01 182533 0 0 HYPERION SOLUTIONS COM 44914M104 3 120 SH DEFINED 01 02 0 120 0 ICOS CORP COM 449295104 7 397 SH DEFINED 01 03 0 397 0 ICU MEDICAL INC COM 44930G107 2485 90365 SH DEFINED 01 90365 0 0 IDEC PHARM COM 449370105 39654 1152128 SH DEFINED 01 1152128 0 0 IDEC PHARM COM 449370105 36069 1048172 SH DEFINED 01 02 0 1048172 0 IDEC PHARM COM 449370105 2200 63905 SH DEFINED 01 03 0 63905 0 IDX SYSTEMS COM 449491109 1004 64000 SH DEFINED 01 64000 0 0 IHOP CORP NEW COM 449623107 1405 62325 SH DEFINED 01 62325 0 0 IMC GLOBAL INC COM 449669100 1402 145798 SH DEFINED 01 145798 0 0 IMCO RECYCLING INC COM 449681105 738 116302 SH DEFINED 01 116302 0 0 IMCO RECYCLING INC COM 449681105 22 3408 SH DEFINED 01 02 0 3408 0 IMCO RECYCLING INC COM 449681105 2 265 SH DEFINED 01 03 0 265 0 IMS HEALTH INC COM 449934108 213 13656 SH DEFINED 01 13656 0 0 IMS HEALTH INC COM 449934108 841 53901 SH DEFINED 01 03 0 53901 0 ITC LIMITED GDR COM 450310990 54 4013 SH DEFINED 01 13 0 0 4013 ITLA CAPITAL CORP COM 450565106 1299 39300 SH DEFINED 01 39300 0 0 ITLA CAPITAL CORP COM 450565106 92 2748 SH DEFINED 01 02 0 2748 0 ITLA CAPITAL CORP COM 450565106 6 181 SH DEFINED 01 03 0 181 0 ITT EDUCATIONAL SVCS COM 45068B109 4353 155462 SH DEFINED 01 155462 0 0 ITT EDUCATIONAL SVCS COM 45068B109 4 140 SH DEFINED 01 02 0 140 0 IBEAM BROADCASTING COM 45073P408 0 31 SH DEFINED 01 31 0 0 IBERIABANK CORP COM 450828108 1978 48600 SH DEFINED 01 48600 0 0 IBERIABANK CORP COM 450828108 80 1966 SH DEFINED 01 02 0 1966 0 IBERIABANK CORP COM 450828108 5 124 SH DEFINED 01 03 0 124 0 ITT INDUSTRIES COM 450911102 11545 216154 SH DEFINED 01 216154 0 0 ITT INDUSTRIES COM 450911102 64 1200 SH DEFINED 01 02 0 1200 0 ITT INDUSTRIES COM 450911102 1082 20254 SH DEFINED 01 03 0 20254 0 ITT INDUSTRIES COM 450911102 30 567 SH DEFINED 01 13 0 567 0 ICON. COM 45103T107 90 3800 SH DEFINED 01 02 0 3800 0 IDACORP INC COM 451107106 36 1580 SH DEFINED 01 1580 0 0 IDEX CORP COM 45167R104 2797 96464 SH DEFINED 01 96464 0 0 IDINE REWARDS NETWORKS INC COM 45168A100 294 39400 SH DEFINED 01 39400 0 0 IDEXX LABS INC COM 45168D104 4548 130048 SH DEFINED 01 130048 0 0 IKON OFFICE SOLUTION COM 451713101 1549 218100 SH DEFINED 01 218100 0 0 IKON OFFICE SOLUTION COM 451713101 70 9908 SH DEFINED 01 02 0 9908 0 IKON OFFICE SOLUTION COM 451713101 5 665 SH DEFINED 01 03 0 665 0 IDENTIX INC COM 451906101 311 69000 SH DEFINED 01 69000 0 0 IDENTIX INC COM 451906101 1 160 SH DEFINED 01 02 0 160 0 ILLINOIS TOOL WORKS COM 452308109 245938 4229393 SH DEFINED 01 4229393 0 0 ILLINOIS TOOL WORKS COM 452308109 10705 184096 SH DEFINED 01 02 0 184096 0 ILLINOIS TOOL WORKS COM 452308109 6627 113966 SH DEFINED 01 03 0 113966 0 ILLINOIS TOOL WORKS COM 452308109 23 400 SH DEFINED 01 12 0 400 0 ILLINOIS TOOL WORKS COM 452308109 721 12400 SH DEFINED 01 13 0 12400 0 IMATION CORP COM 45245A107 2346 63042 SH DEFINED 01 63042 0 0 IMATION CORP COM 45245A107 58 1599 SH DEFINED 01 02 0 1599 0 IMATION CORP COM 45245A107 4 110 SH DEFINED 01 03 0 110 0 IMANAGE INC COM 45245Y105 1241 438400 SH DEFINED 01 438400 0 0 IMAGISTICS INTL INC COM 45247T104 1080 58034 SH DEFINED 01 58034 0 0 IMMUCOR INC. COM 452526106 1403 64100 SH DEFINED 01 64100 0 0 IMMUCOR INC. COM 452526106 3 150 SH DEFINED 01 02 0 150 0 IMPAC MORTGAGE HOLDINGS INC COM 45254P102 1229 94600 SH DEFINED 01 94600 0 0 IMPAC MORTGAGE HOLDINGS INC COM 45254P102 71 5533 SH DEFINED 01 02 0 5533 0 IMPAC MORTGAGE HOLDINGS INC COM 45254P102 5 362 SH DEFINED 01 03 0 362 0 IMPATH COM 45255G101 654 48463 SH DEFINED 01 48463 0 0 IMPERIAL CHEM IN ADR. COM 452704505 2838 472826 SH DEFINED 01 472826 0 0 INAMED CORP COM 453235103 2322 64907 SH DEFINED 01 64907 0 0 INCO LIMITED. COM 453258402 7779 417755 SH DEFINED 01 417755 0 0 INCO LIMITED. COM 453258402 458 24600 SH DEFINED 01 02 0 24600 0 INCYTE CORP COM 45337C102 438 146501 SH DEFINED 01 146501 0 0 INCYTE CORP COM 45337C102 0 150 SH DEFINED 01 02 0 150 0 INDEPENDENCE COMM BK COM 453414104 63 2386 SH DEFINED 01 2386 0 0 INDEPENDENT BK CO MI COM 453838104 1407 69994 SH DEFINED 01 69994 0 0 INDEPENDENT BK CO MI COM 453838104 70 3453 SH DEFINED 01 02 0 3453 0 INDEPENDENT BK CO MI COM 453838104 5 225 SH DEFINED 01 03 0 225 0 INDIANA MICHIGAN PWR CO 6.300 PRF 454889833 5282 52250 SH DEFINED 01 0 0 52250 INDIANA MICHIGAN PWR CO 6.250 PRF 454889841 2016 20000 SH DEFINED 01 0 0 20000 INDIANA MICHIGAN PWR CO 5.900 PRF 454889858 3208 32500 SH DEFINED 01 0 0 32500 INDYMAC BANCORP INC COM 456607100 45 2304 SH DEFINED 01 2304 0 0 INFOCUS CORPORATION COM 45665B106 589 119141 SH DEFINED 01 119141 0 0 INFOCUS CORPORATION COM 45665B106 34 6773 SH DEFINED 01 02 0 6773 0 INFOCUS CORPORATION COM 45665B106 2 434 SH DEFINED 01 03 0 434 0 INFORMATION HLDS INC COM 456727106 1042 64745 SH DEFINED 01 64745 0 0 INGRAM MICRO COM 457153104 1621 146900 SH DEFINED 01 146900 0 0 INPUT/OUTPUT INC COM 457652105 546 151701 SH DEFINED 01 151701 0 0 INSIGHT ENTERPRISES COM 45765U103 964 136708 SH DEFINED 01 136708 0 0 INSITUFORM TECH INC COM 457667103 1058 78685 SH DEFINED 01 78685 0 0 INSPIRE PHARMACEUTIC COM 457733103 204 13000 SH DEFINED 01 13000 0 0 INSTINET GRP INC COM 457750107 6793 1935100 SH DEFINED 01 1935100 0 0 INSURANCE AUTO AUCTS COM 457875102 400 36342 SH DEFINED 01 36342 0 0 INTEGRA LIFESCIENCES COM 457985208 2369 103010 SH DEFINED 01 103010 0 0 INTEGRA LIFESCIENCES COM 457985208 106 4600 SH DEFINED 01 02 0 4600 0 INTEGRATED DEV TECH COM 458118106 1307 164721 SH DEFINED 01 164721 0 0 INTEGRATED DEV TECH COM 458118106 660 83150 SH DEFINED 01 02 0 83150 0 INTEGRATED ELECTRICA COM 45811E103 1000 234200 SH DEFINED 01 234200 0 0 INTEGRATED ELECTRICA COM 45811E103 36 8568 SH DEFINED 01 02 0 8568 0 INTEGRATED ELECTRICA COM 45811E103 3 624 SH DEFINED 01 03 0 624 0 INTEGRATED CIRCUIT COM 45811K208 15598 718800 SH DEFINED 01 718800 0 0 INTEGRATED CIRCUIT COM 45811K208 265 12172 SH DEFINED 01 02 0 12172 0 INTEL COM 458140100 298664 18345398 SH DEFINED 01 18345398 0 0 INTEL COM 458140100 7589 466196 SH DEFINED 01 02 0 466196 0 INTEL COM 458140100 24167 1484517 SH DEFINED 01 03 0 1484517 0 INTEL COM 458140100 15 900 SH DEFINED 01 12 0 900 0 INTEL COM 458140100 573 35200 SH DEFINED 01 13 0 35200 0 INTER-TEL COM 458372109 1934 128832 SH DEFINED 01 128832 0 0 INTER-TEL COM 458372109 1 80 SH DEFINED 01 02 0 80 0 INTERFACE FLRNG SYS COM 458665106 501 151930 SH DEFINED 01 151930 0 0 INTERDIGITAL COMM CO COM 45866A105 1073 47400 SH DEFINED 01 47400 0 0 INTERDIGITAL COMM CO COM 45866A105 3 140 SH DEFINED 01 02 0 140 0 INTERGRAPH CORP. COM 458683109 943 54400 SH DEFINED 01 54400 0 0 INTERGRAPH CORP. COM 458683109 2 140 SH DEFINED 01 02 0 140 0 INTERMAGNETICS GENER COM 458771102 873 48940 SH DEFINED 01 48940 0 0 WORLDCOM INC 13.5% 3/09 1000 PRF 458801404 0 3 SH DEFINED 01 0 0 3 INTERMET CORP COM 45881K104 277 75973 SH DEFINED 01 75973 0 0 INTERNATIONAL ALUMINUM CORP COM 458884103 0 1 SH DEFINED 01 1 0 0 INTL BUSINESS MACH COM 459200101 317268 4045244 SH DEFINED 01 4045244 0 0 INTL BUSINESS MACH COM 459200101 6211 79188 SH DEFINED 01 02 0 79188 0 INTL BUSINESS MACH COM 459200101 29408 374968 SH DEFINED 01 03 0 374968 0 INTL BUSINESS MACH COM 459200101 86 1100 SH DEFINED 01 13 0 1100 0 INTL FLAVORS & FRAG COM 459506101 8236 264864 SH DEFINED 01 264864 0 0 INTL FLAVORS & FRAG COM 459506101 647 20801 SH DEFINED 01 03 0 20801 0 INTL GAME TECHNOLOGY COM 459902102 166893 2037771 SH DEFINED 01 2037771 0 0 INTL GAME TECHNOLOGY COM 459902102 3626 44262 SH DEFINED 01 02 0 44262 0 INTL GAME TECHNOLOGY COM 459902102 1554 18983 SH DEFINED 01 03 0 18983 0 INTL MULTIFOODS COM 460043102 1099 56883 SH DEFINED 01 56883 0 0 INTERNATIONAL PAPER COM 460146103 213676 6321759 SH DEFINED 01 6321759 0 0 INTERNATIONAL PAPER COM 460146103 12009 355321 SH DEFINED 01 02 0 355321 0 INTERNATIONAL PAPER COM 460146103 7308 216222 SH DEFINED 01 03 0 216222 0 INTERNATIONAL PAPER CVT CONV BND 460146BM4 761 1460000 PRN DEFINED 01 0 0 1460000 INTL RECTIFIER CORP COM 460254105 53 2674 SH DEFINED 01 2674 0 0 INTL RECTIFIER CVT CONV BND 460254AE5 688 780000 PRN DEFINED 01 0 0 780000 INTL SPEEDWAY COM 460335201 89 2220 SH DEFINED 01 2220 0 0 INTERNET SECURITY SYS COM 46060X107 302 30366 SH DEFINED 01 30366 0 0 INTERNET SECURITY SYS COM 46060X107 1 70 SH DEFINED 01 02 0 70 0 INTERPORE INTER COM 46062W107 120 15000 SH DEFINED 01 15000 0 0 INTERPUBLIC GROUP COM 460690100 2422 260446 SH DEFINED 01 260446 0 0 INTERPUBLIC GROUP COM 460690100 801 86134 SH DEFINED 01 03 0 86134 0 INTERSIL CORPORATION COM 46069S109 3636 233710 SH DEFINED 01 233710 0 0 INTERSIL CORPORATION COM 46069S109 3643 234100 SH DEFINED 01 02 0 234100 0 INTERSTATE BAKERIES COM 46072H108 230 21867 SH DEFINED 01 21867 0 0 INTRAWEST CORP COM 460915200 404 38730 SH DEFINED 01 38730 0 0 INTERTAN INC COM 461120107 1748 372000 SH DEFINED 01 372000 0 0 INTUIT COM 461202103 100257 2695071 SH DEFINED 01 2695071 0 0 INTUIT COM 461202103 43692 1174559 SH DEFINED 01 02 0 1174559 0 INTUIT COM 461202103 4635 124613 SH DEFINED 01 03 0 124613 0 INTUIT COM 461202103 584 15698 SH DEFINED 01 13 0 15698 0 INVACARE CORP COM 461203101 2792 88650 SH DEFINED 01 88650 0 0 INVERESK RESEARCH GROUP COM 461238107 1503 103300 SH DEFINED 01 103300 0 0 INVESTMENT TECH GRP COM 46145F105 1380 98800 SH DEFINED 01 98800 0 0 STK-FD AXP PRE 1979 COM 461795130 22760 1538889 SH DEFINED 01 05 0 0 1538889 STK-FD AXP CURRENT COM 461795148 1954 132084 SH DEFINED 01 05 0 0 132084 INVISION TECH INC.. COM 461851107 1129 50240 SH DEFINED 01 50240 0 0 INVITROGEN CORP COM 46185R100 16832 549507 SH DEFINED 01 549507 0 0 INVITROGEN CORP COM 46185R100 802 26221 SH DEFINED 01 02 0 26221 0 INVITROGEN CORP COM 46185R100 1366 44609 SH DEFINED 01 03 0 44609 0 INVESTORS FINL SERV COM 461915100 24296 997771 SH DEFINED 01 997771 0 0 INVESTORS FINL SERV COM 461915100 27880 1144957 SH DEFINED 01 02 0 1144957 0 INVESTORS FINL SERV COM 461915100 2228 91500 SH DEFINED 01 03 0 91500 0 INVESTORS ECON SYSTS COM 461990103 0 2305 SH DEFINED 01 05 0 2305 0 IOMEGA CORPORATION COM 462030305 920 82900 SH DEFINED 01 82900 0 0 IOMEGA CORPORATION COM 462030305 57 5170 SH DEFINED 01 02 0 5170 0 IOMEGA CORPORATION COM 462030305 4 337 SH DEFINED 01 03 0 337 0 IONICS COM 462218108 862 52091 SH DEFINED 01 52091 0 0 IRWIN FINANCIAL CORP COM 464119106 3298 169185 SH DEFINED 01 169185 0 0 IRWIN FINANCIAL CORP COM 464119106 58 2970 SH DEFINED 01 02 0 2970 0 IRWIN FINANCIAL CORP COM 464119106 4 197 SH DEFINED 01 03 0 197 0 MSCI EAFE I-SHARES COM 464287465 181 2000 SH DEFINED 01 0 0 2000 ITRON INC COM 465741106 1000 59855 SH DEFINED 01 59855 0 0 IVAX COM 465823102 650 53122 SH DEFINED 01 53122 0 0 IVAX COM 465823102 18 1500 SH DEFINED 01 02 0 1500 0 J & J SNACK FOODS CO COM 466032109 1720 56741 SH DEFINED 01 56741 0 0 J & J SNACK FOODS CO COM 466032109 50 1669 SH DEFINED 01 02 0 1669 0 J & J SNACK FOODS CO COM 466032109 3 100 SH DEFINED 01 03 0 100 0 JDS UNIPHASE CORP COM 46612J101 1000 351185 SH DEFINED 01 351185 0 0 JDS UNIPHASE CORP COM 46612J101 4 1310 SH DEFINED 01 02 0 1310 0 JDS UNIPHASE CORP COM 46612J101 922 323378 SH DEFINED 01 03 0 323378 0 JDA SOFTWARE GROUP I COM 46612K108 2930 289910 SH DEFINED 01 289910 0 0 J. JILL GROUP INC COM 466189107 1278 110155 SH DEFINED 01 110155 0 0 J. JILL GROUP INC COM 466189107 1 110 SH DEFINED 01 02 0 110 0 JLG INDUSTRIES COM 466210101 602 127580 SH DEFINED 01 127580 0 0 J P MORGAN CHASE COM 46625H100 58656 2473839 SH DEFINED 01 2473839 0 0 J P MORGAN CHASE COM 46625H100 235 9900 SH DEFINED 01 02 0 9900 0 J P MORGAN CHASE COM 46625H100 11385 480155 SH DEFINED 01 03 0 480155 0 J2 GLOBAL COMM INC. COM 46626E205 749 26300 SH DEFINED 01 26300 0 0 J2 GLOBAL COMM INC. COM 46626E205 96 3370 SH DEFINED 01 02 0 3370 0 JABIL CIRCUT COM 466313103 3539 202175 SH DEFINED 01 202175 0 0 JABIL CIRCUT COM 466313103 6891 393700 SH DEFINED 01 02 0 393700 0 JABIL CIRCUT COM 466313103 777 44414 SH DEFINED 01 03 0 44414 0 JACK IN THE BOX INC COM 466367109 2586 142786 SH DEFINED 01 142786 0 0 JACOBS ENGR GROUP COM 469814107 739 17588 SH DEFINED 01 17588 0 0 JAKKS PACIFIC INC COM 47012E106 4395 424236 SH DEFINED 01 424236 0 0 JANA PARTNERS LP COM 470765991 6246 6000000 SH DEFINED 01 05 0 0 6000000 JANUS CAPITAL GROUP COM 47102X105 3208 281722 SH DEFINED 01 281722 0 0 JANUS CAPITAL GROUP COM 47102X105 559 49073 SH DEFINED 01 03 0 49073 0 JEFFERIES GROUP -NEW COM 472319102 5044 140318 SH DEFINED 01 140318 0 0 JEFFERIES GROUP -NEW COM 472319102 188 5213 SH DEFINED 01 02 0 5213 0 JEFFERIES GROUP -NEW COM 472319102 3 77 SH DEFINED 01 03 0 77 0 JEFFERSON PILOT COM 475070108 44533 1157346 SH DEFINED 01 1157346 0 0 JEFFERSON PILOT COM 475070108 1218 31649 SH DEFINED 01 03 0 31649 0 JETBLUE AIRWAYS CORP COM 477143101 1340 48350 SH DEFINED 01 48350 0 0 JETBLUE AIRWAYS CORP COM 477143101 12044 434670 SH DEFINED 01 02 0 434670 0 JETBLUE AIRWAYS CORP COM 477143101 309 11150 SH DEFINED 01 03 0 11150 0 JO-ANN STORES CL A COM 47758P109 2268 113401 SH DEFINED 01 113401 0 0 JO-ANN STORES CL A COM 47758P109 39 1985 SH DEFINED 01 02 0 1985 0 JO-ANN STORES CL A COM 47758P109 3 129 SH DEFINED 01 03 0 129 0 JOHNSON & JOHNSON COM 478160104 699542 12088144 SH DEFINED 01 12088144 0 0 JOHNSON & JOHNSON COM 478160104 37624 650140 SH DEFINED 01 02 0 650140 0 JOHNSON & JOHNSON COM 478160104 38165 659477 SH DEFINED 01 03 0 659477 0 JOHNSON & JOHNSON COM 478160104 17 300 SH DEFINED 01 12 0 300 0 JOHNSON & JOHNSON COM 478160104 880 15200 SH DEFINED 01 13 0 15200 0 JOHNSON CONTROLS COM 478366107 2766 38174 SH DEFINED 01 38174 0 0 JOHNSON CONTROLS COM 478366107 418 5775 SH DEFINED 01 02 0 5775 0 JOHNSON CONTROLS COM 478366107 1422 19630 SH DEFINED 01 03 0 19630 0 JOHNSON OUTDOORS INC. COM 479167108 585 65800 SH DEFINED 01 65800 0 0 JOHNSON OUTDOORS INC. COM 479167108 53 5901 SH DEFINED 01 02 0 5901 0 JOHNSON OUTDOORS INC. COM 479167108 3 371 SH DEFINED 01 03 0 371 0 JONES APPAREL GROUP COM 480074103 10176 370959 SH DEFINED 01 370959 0 0 JONES APPAREL GROUP COM 480074103 825 30074 SH DEFINED 01 03 0 30074 0 JONES APPAREL CVT. CONV BND 480081AD0 552 1010000 PRN DEFINED 01 0 0 1010000 JONES LANG LASALLE INC COM 48020Q107 1645 120400 SH DEFINED 01 120400 0 0 JOURNAL REGISTER CO COM 481138105 3375 221200 SH DEFINED 01 221200 0 0 JOURNAL REGISTER CO COM 481138105 74 4826 SH DEFINED 01 02 0 4826 0 JOURNAL REGISTER CO COM 481138105 5 313 SH DEFINED 01 03 0 313 0 JOY GLOBAL INC COM 481165108 1208 111602 SH DEFINED 01 111602 0 0 JOY GLOBAL INC COM 481165108 45 4185 SH DEFINED 01 02 0 4185 0 JOY GLOBAL INC COM 481165108 3 276 SH DEFINED 01 03 0 276 0 JUNIPER COM 48203R104 1072 131200 SH DEFINED 01 02 0 131200 0 JUNIPER COM 48203R104 13 1628 SH DEFINED 01 03 0 1628 0 JUNIPER NETWORKS INC CONV BND 48203RAA2 850 1000000 PRN DEFINED 01 02 0 0 1000000 K CAPITAL II LP COM 482233996 5013 5000000 SH DEFINED 01 05 0 0 5000000 KLA-TENCOR CORP COM 482480100 45169 1256765 SH DEFINED 01 1256765 0 0 KLA-TENCOR CORP COM 482480100 325 9030 SH DEFINED 01 02 0 9030 0 KLA-TENCOR CORP COM 482480100 1562 43475 SH DEFINED 01 03 0 43475 0 K-SWISS COM 482686102 1351 52872 SH DEFINED 01 52872 0 0 K-SWISS COM 482686102 3 100 SH DEFINED 01 02 0 100 0 KT&G CORP - 144A GDR COM 48268G100 29 4092 SH DEFINED 01 0 0 4092 KT CORP - SPON ADR COM 48268K101 13257 772179 SH DEFINED 01 772179 0 0 KT CORP - SPON ADR COM 48268K101 251 14608 SH DEFINED 01 11 0 14608 0 KT CORP - SPON ADR COM 48268K101 402 23401 SH DEFINED 01 13 0 23401 0 K2 INC COM 482732104 611 79109 SH DEFINED 01 79109 0 0 KADANT INC COM 48282T104 579 35320 SH DEFINED 01 35320 0 0 KAMAN CORP COM 483548103 632 64594 SH DEFINED 01 64594 0 0 KANSAS CITY SO COM 485170302 8455 752876 SH DEFINED 01 752876 0 0 KANSAS CITY SO COM 485170302 16178 1440500 SH DEFINED 01 02 0 1440500 0 KANSAS CITY SO COM 485170302 418 37200 SH DEFINED 01 03 0 37200 0 KAYDON CORP COM 486587108 1807 96025 SH DEFINED 01 96025 0 0 KEANE INC COM 486665102 519 63443 SH DEFINED 01 63443 0 0 KB HOME COM 48666K109 11500 253002 SH DEFINED 01 253002 0 0 KB HOME COM 48666K109 80 1758 SH DEFINED 01 02 0 1758 0 KB HOME COM 48666K109 523 11505 SH DEFINED 01 03 0 11505 0 KEITH COMPANIES INC COM 487539108 2617 278700 SH DEFINED 01 278700 0 0 KEITHLEY INSTRUMENTS COM 487584104 496 45905 SH DEFINED 01 45905 0 0 KELLOGG CO. COM 487836108 32945 1074882 SH DEFINED 01 1074882 0 0 KELLOGG CO. COM 487836108 1125 36700 SH DEFINED 01 02 0 36700 0 KELLOGG CO. COM 487836108 2794 91159 SH DEFINED 01 03 0 91159 0 KELLWOOD COM 488044108 15233 526354 SH DEFINED 01 526354 0 0 KELLWOOD COM 488044108 132 4546 SH DEFINED 01 02 0 4546 0 KELLWOOD COM 488044108 9 301 SH DEFINED 01 03 0 301 0 KELLY SERVICES COM 488152208 32 1482 SH DEFINED 01 1482 0 0 KEMET CORP COM 488360108 8774 1124896 SH DEFINED 01 1124896 0 0 KENNAMETAL INC COM 489170100 1944 69089 SH DEFINED 01 69089 0 0 KENNAMETAL INC COM 489170100 41 1482 SH DEFINED 01 02 0 1482 0 KENNAMETAL INC COM 489170100 3 98 SH DEFINED 01 03 0 98 0 KENSEY NASH CORP COM 490057106 1481 72300 SH DEFINED 01 72300 0 0 KERR MCGEE COM 492386107 36947 909787 SH DEFINED 01 909787 0 0 KERR MCGEE COM 492386107 32 800 SH DEFINED 01 02 0 800 0 KERR MCGEE COM 492386107 899 22138 SH DEFINED 01 03 0 22138 0 KERR MCGEE CORP CVT CONV BND 492386AP2 456 430000 PRN DEFINED 01 0 0 430000 KEY ENERGY SERVICES COM 492914106 3008 298500 SH DEFINED 01 298500 0 0 KEY ENERGY SERVICES COM 492914106 4 440 SH DEFINED 01 02 0 440 0 KEYCORP NEW COM 493267108 7435 329567 SH DEFINED 01 329567 0 0 KEYCORP NEW COM 493267108 2136 94656 SH DEFINED 01 03 0 94656 0 KEYSPAN CORP COM 49337W100 28004 868350 SH DEFINED 01 868350 0 0 KEYSPAN CORP COM 49337W100 1118 34654 SH DEFINED 01 03 0 34654 0 KEYSTONE AUTO IND COM 49338N109 899 50700 SH DEFINED 01 50700 0 0 KEYSTONE AUTO IND COM 49338N109 51 2845 SH DEFINED 01 02 0 2845 0 KEYSTONE AUTO IND COM 49338N109 3 194 SH DEFINED 01 03 0 194 0 KILROY REALTY COM 49427F108 1801 81497 SH DEFINED 01 81497 0 0 KIMBERLY CLARK COM 494368103 91892 2021420 SH DEFINED 01 2021420 0 0 KIMBERLY CLARK COM 494368103 1432 31500 SH DEFINED 01 02 0 31500 0 KIMBERLY CLARK COM 494368103 5198 114341 SH DEFINED 01 03 0 114341 0 KIMBERLY CLARK COM 494368103 27 600 SH DEFINED 01 12 0 600 0 KIMBERLY CLARK COM 494368103 381 8400 SH DEFINED 01 13 0 8400 0 KINDER MORGAN INC COM 49455P101 65342 1452036 SH DEFINED 01 1452036 0 0 KINDER MORGAN INC COM 49455P101 362 8046 SH DEFINED 01 02 0 8046 0 KINDER MORGAN INC COM 49455P101 1215 26997 SH DEFINED 01 03 0 26997 0 KINDER MORGAN MGMT. COM 49455U100 0 2 SH DEFINED 01 2 0 0 KINDER MORGAN MGMT. COM 49455U100 2850 88100 SH DEFINED 01 02 0 88100 0 KING PHARMACEUTICAL COM 495582108 160 13454 SH DEFINED 01 13454 0 0 KING PHARMACEUTICAL COM 495582108 633 53099 SH DEFINED 01 03 0 53099 0 KINROSS GOLD CORP COM 496902206 3702 601068 SH DEFINED 01 601068 0 0 KIRBY CORP COM 497266106 2739 111321 SH DEFINED 01 111321 0 0 KIRBY CORP COM 497266106 2 90 SH DEFINED 01 02 0 90 0 KIRKLAND'S INC COM 497498105 584 46700 SH DEFINED 01 02 0 46700 0 KNIGHT RIDDER COM 499040103 3310 56560 SH DEFINED 01 56560 0 0 KNIGHT RIDDER COM 499040103 1053 17997 SH DEFINED 01 03 0 17997 0 KNIGHT TRADING GRP. COM 499063105 154 39500 SH DEFINED 01 39500 0 0 KNIGHT TRANSPORTATIO.. COM 499064103 2168 110090 SH DEFINED 01 110090 0 0 KNOWLEDGE MECHANICS COM 49925M993 0 2611470 SH DEFINED 01 2611470 0 0 KOHLS CORP COM 500255104 42541 751886 SH DEFINED 01 751886 0 0 KOHLS CORP COM 500255104 1940 34302 SH DEFINED 01 02 0 34302 0 KOHLS CORP COM 500255104 4212 74450 SH DEFINED 01 03 0 74450 0 PHILIPS ELECTRON NYS. COM 500472303 117 7500 SH DEFINED 01 7500 0 0 KOOKMIN BANK ADR COM 50049M109 23 1001 SH DEFINED 01 1001 0 0 KOPIN COM 500600101 2215 439530 SH DEFINED 01 439530 0 0 KOPIN COM 500600101 1871 371330 SH DEFINED 01 02 0 371330 0 KEPCO ADR (KEP US$) COM 500631106 241 30219 SH DEFINED 01 30219 0 0 KORN FERRY INTL COM 500643200 10 1579 SH DEFINED 01 1579 0 0 KRAFT FOODS INC - A COM 50075N104 16834 596964 SH DEFINED 01 596964 0 0 KRAFT FOODS INC - A COM 50075N104 76 2650 SH DEFINED 01 02 0 2650 0 KRISPY KREME DONUTS COM 501014104 30214 892345 SH DEFINED 01 892345 0 0 KROGER CO. COM 501044101 9435 717508 SH DEFINED 01 717508 0 0 KROGER CO. COM 501044101 56 4290 SH DEFINED 01 02 0 4290 0 KROGER CO. COM 501044101 2245 170687 SH DEFINED 01 03 0 170687 0 KROLL INC COM 501049100 2477 115711 SH DEFINED 01 115711 0 0 KROLL INC COM 501049100 2 100 SH DEFINED 01 02 0 100 0 KRONOS INC COM 501052104 2707 77244 SH DEFINED 01 77244 0 0 KRONOS INC COM 501052104 1 35 SH DEFINED 01 02 0 35 0 KULICKE & SOFFA IND COM 501242101 699 147169 SH DEFINED 01 147169 0 0 KULICKE & SOFFA CVT. CONV BND 501242AE1 659 1000000 PRN DEFINED 01 0 0 1000000 LNR PPTY CORP COM 501940100 7505 222700 SH DEFINED 01 222700 0 0 LSI LOGIC COM 502161102 94 20787 SH DEFINED 01 20787 0 0 LSI LOGIC COM 502161102 371 82022 SH DEFINED 01 03 0 82022 0 LTX CORP COM 502392103 1510 302057 SH DEFINED 01 302057 0 0 L-3 COMMUNICATIONS COM 502424104 158 3940 SH DEFINED 01 3940 0 0 L-3 COMMUNICATIONS COM 502424104 56 1400 SH DEFINED 01 02 0 1400 0 LA-Z-BOY INC COM 505336107 2908 168295 SH DEFINED 01 168295 0 0 LABOR READY INC COM 505401208 2338 410070 SH DEFINED 01 410070 0 0 LABOR READY INC COM 505401208 58 10207 SH DEFINED 01 02 0 10207 0 LABOR READY INC COM 505401208 4 618 SH DEFINED 01 03 0 618 0 LAB CORP OF AMERICA COM 50540R409 29773 1004154 SH DEFINED 01 1004154 0 0 LAB CORP OF AMERICA COM 50540R409 1423 48000 SH DEFINED 01 02 0 48000 0 LABRANCHE & CO COM 505447102 199 10838 SH DEFINED 01 10838 0 0 LACLEDE GROUP INC COM 505597104 1308 56385 SH DEFINED 01 56385 0 0 LAFARGE NORTH AMER COM 505862102 309 10650 SH DEFINED 01 10650 0 0 LAKELAND FINANCIAL CORP COM 511656100 40 1595 SH DEFINED 01 02 0 1595 0 LAKELAND FINANCIAL CORP COM 511656100 3 100 SH DEFINED 01 03 0 100 0 LAKESIDE BULL & BEAR LP COM 512090994 2500 2500000 SH DEFINED 01 05 0 0 2500000 LAM RESEARCH CORP COM 512807108 6264 549955 SH DEFINED 01 549955 0 0 LAM RESEARCH CVT CONV BND 512807AE8 578 640000 PRN DEFINED 01 0 0 640000 LAMAR ADVERTISING. COM 512815101 16 537 SH DEFINED 01 03 0 537 0 LANCASTER COLONY COR COM 513847103 1649 43008 SH DEFINED 01 43008 0 0 LANCASTER COLONY COR COM 513847103 81 2111 SH DEFINED 01 02 0 2111 0 LANCE INC COM 514606102 694 86353 SH DEFINED 01 86353 0 0 LANDAMERICA FINL COM 514936103 2633 66250 SH DEFINED 01 66250 0 0 LANDRY`S RESTAURANTS COM 51508L103 3138 186759 SH DEFINED 01 186759 0 0 LANDRY`S RESTAURANTS COM 51508L103 74 4434 SH DEFINED 01 02 0 4434 0 LANDRY`S RESTAURANTS COM 51508L103 5 310 SH DEFINED 01 03 0 310 0 LANDSTAR SYSTEM INC COM 515098101 3562 61934 SH DEFINED 01 61934 0 0 LANDSTAR SYSTEM INC COM 515098101 98 1700 SH DEFINED 01 02 0 1700 0 LATTICE SEMICONDUCTR COM 518415104 562 74687 SH DEFINED 01 74687 0 0 LATTICE SEMICONDUCTR COM 518415104 2 220 SH DEFINED 01 02 0 220 0 ESTEE LAUDER COM 518439104 8315 273900 SH DEFINED 01 273900 0 0 ESTEE LAUDER COM 518439104 82 2705 SH DEFINED 01 02 0 2705 0 ESTEE LAUDER COM 518439104 24 800 SH DEFINED 01 12 0 800 0 ESTEE LAUDER COM 518439104 573 18900 SH DEFINED 01 13 0 18900 0 LAWSON PRODUCTS COM 520776105 735 28211 SH DEFINED 01 28211 0 0 LAWSON SOFTWARE COM 520780107 436 94008 SH DEFINED 01 94008 0 0 LAWSON SOFTWARE COM 520780107 36 7728 SH DEFINED 01 02 0 7728 0 LAWSON SOFTWARE COM 520780107 2 494 SH DEFINED 01 03 0 494 0 LEAR CORP COM 521865105 1091 30879 SH DEFINED 01 30879 0 0 LEAR CORP COM 521865105 2220 62800 SH DEFINED 01 02 0 62800 0 LEAPFROG ENTERPRISES. COM 52186N106 596 25000 SH DEFINED 01 25000 0 0 LEE ENTERPRISES INC COM 523768109 1067 33853 SH DEFINED 01 33853 0 0 LEGATO COM 524651106 2603 507442 SH DEFINED 01 507442 0 0 LEGATO COM 524651106 3 520 SH DEFINED 01 02 0 520 0 LEGGETT & PLATT COM 524660107 4450 243414 SH DEFINED 01 243414 0 0 LEGGETT & PLATT COM 524660107 785 42931 SH DEFINED 01 03 0 42931 0 LEGG MASON INC COM 524901105 36638 751687 SH DEFINED 01 751687 0 0 LEGG MASON INC COM 524901105 107289 2201236 SH DEFINED 01 02 0 2201236 0 LEGG MASON INC COM 524901105 5090 104432 SH DEFINED 01 03 0 104432 0 LEHMAN BROS HOLDINGS COM 524908100 130502 2259770 SH DEFINED 01 2259770 0 0 LEHMAN BROS HOLDINGS COM 524908100 7572 131103 SH DEFINED 01 02 0 131103 0 LEHMAN BROS HOLDINGS COM 524908100 7638 132249 SH DEFINED 01 03 0 132249 0 LEHMAN BROS CVT CONV BND 524908EC0 771 760000 PRN DEFINED 01 0 0 760000 LENNAR CORP COM 526057104 557 10409 SH DEFINED 01 10409 0 0 LENNAR CORP CVT CONV BND 526057AF1 524 1130000 PRN DEFINED 01 0 0 1130000 LENNOX INTL COM 526107107 2469 171442 SH DEFINED 01 171442 0 0 LUCADIA NATL CORP COM 527288104 4451 124531 SH DEFINED 01 124531 0 0 LEXAR MEDIA INC. COM 52886P104 818 249500 SH DEFINED 01 249500 0 0 LEXAR MEDIA INC. COM 52886P104 1375 419625 SH DEFINED 01 02 0 419625 0 LEXAR MEDIA INC. COM 52886P104 2 553 SH DEFINED 01 03 0 553 0 LEXICON GENETICS INC COM 528872104 823 206200 SH DEFINED 01 206200 0 0 LEXMARK INTL INC COM 529771107 19794 295648 SH DEFINED 01 295648 0 0 LEXMARK INTL INC COM 529771107 268 3997 SH DEFINED 01 02 0 3997 0 LEXMARK INTL INC COM 529771107 1860 27776 SH DEFINED 01 03 0 27776 0 LIBBEY COM 529898108 973 39533 SH DEFINED 01 39533 0 0 LIBERTY CORP S C COM 530370105 393 9000 SH DEFINED 01 9000 0 0 LIBERTY TX EXMPT INS COM 530544402 32 3635 SH DEFINED 01 02 0 0 3635 LIBERTY MEDIA (VIA.B CVT CONV BND 530715AR2 438 470000 PRN DEFINED 01 0 0 470000 LIBERTY MEDIA COM 530718105 22896 2353048 SH DEFINED 01 2353048 0 0 LIBERTY PROPERTY TRU. COM 531172104 100 3186 SH DEFINED 01 3186 0 0 LIFEPOINT HOSP INC COM 53219L109 23819 948608 SH DEFINED 01 948608 0 0 LIFEPOINT HOSP INC COM 53219L109 28401 1131077 SH DEFINED 01 02 0 1131077 0 LIFEPOINT HOSP INC COM 53219L109 736 29300 SH DEFINED 01 03 0 29300 0 LIGHTBRIDGE INC COM 532226107 3912 613200 SH DEFINED 01 613200 0 0 ELI LILLY COM 532457108 35593 622770 SH DEFINED 01 622770 0 0 ELI LILLY COM 532457108 1760 30800 SH DEFINED 01 02 0 30800 0 ELI LILLY COM 532457108 14186 248234 SH DEFINED 01 03 0 248234 0 LIMITED BRANDS INC COM 532716107 29416 2285644 SH DEFINED 01 2285644 0 0 LIMITED BRANDS INC COM 532716107 1499 116492 SH DEFINED 01 03 0 116492 0 LIN TV CORP COM 532774106 16779 818050 SH DEFINED 01 818050 0 0 LIN TV CORP COM 532774106 76 3680 SH DEFINED 01 02 0 3680 0 LINCARE HOLDINGS INC COM 532791100 57078 1859808 SH DEFINED 01 1859808 0 0 LINCARE HOLDINGS INC COM 532791100 60757 1979710 SH DEFINED 01 02 0 1979710 0 LINCARE HOLDINGS INC COM 532791100 3830 124770 SH DEFINED 01 03 0 124770 0 LINCOLN ELECTRIC HLD COM 533900106 4221 233700 SH DEFINED 01 233700 0 0 LINCOLN NAT COM 534187109 31444 1122996 SH DEFINED 01 1122996 0 0 LINCOLN NAT COM 534187109 420 14989 SH DEFINED 01 02 0 14989 0 LINCOLN NAT COM 534187109 2525 90155 SH DEFINED 01 03 0 90155 0 LINDSAY MANUFACTURIN COM 535555106 1695 78821 SH DEFINED 01 78821 0 0 LINEAR TECHNOLOGY COM 535678106 9847 318995 SH DEFINED 01 318995 0 0 LINEAR TECHNOLOGY COM 535678106 281 9100 SH DEFINED 01 02 0 9100 0 LINEAR TECHNOLOGY COM 535678106 2216 71767 SH DEFINED 01 03 0 71767 0 LINEN & THINGS COM 535679104 3627 178448 SH DEFINED 01 178448 0 0 LIZ CLAIBORNE COM 539320101 25541 826064 SH DEFINED 01 826064 0 0 LIZ CLAIBORNE COM 539320101 772 24939 SH DEFINED 01 03 0 24939 0 LLOYDS TSB GROUP ADR COM 539439109 2432 116900 SH DEFINED 01 116900 0 0 LOCAL FINANCIAL CORP COM 539553107 2393 166000 SH DEFINED 01 166000 0 0 LOCAL FINANCIAL CORP COM 539553107 85 5947 SH DEFINED 01 02 0 5947 0 LOCAL FINANCIAL CORP COM 539553107 5 381 SH DEFINED 01 03 0 381 0 LOCKHEED MARTIN CORP COM 539830109 162260 3412436 SH DEFINED 01 3412436 0 0 LOCKHEED MARTIN CORP COM 539830109 2739 57520 SH DEFINED 01 02 0 57520 0 LOCKHEED MARTIN CORP COM 539830109 4784 100616 SH DEFINED 01 03 0 100616 0 LOCKHEED MARTIN CORP COM 539830109 24 500 SH DEFINED 01 12 0 500 0 LOCKHEED MARTIN CORP COM 539830109 375 7900 SH DEFINED 01 13 0 7900 0 LOEWS CORP COM 540424108 74334 1865803 SH DEFINED 01 1865803 0 0 LOEWS CORP COM 540424108 861 21600 SH DEFINED 01 02 0 21600 0 LOEWS CORP COM 540424108 5160 129505 SH DEFINED 01 03 0 129505 0 LONE STAR STEAK HS COM 542307103 1318 62195 SH DEFINED 01 62195 0 0 LONE STAR STEAK HS COM 542307103 78 3686 SH DEFINED 01 02 0 3686 0 LONE STAR STEAK HS COM 542307103 5 243 SH DEFINED 01 03 0 243 0 LONE STAR TECHNOLOG COM 542312103 2994 141759 SH DEFINED 01 141759 0 0 LONGS DRUG STORES COM 543162101 24 1600 SH DEFINED 01 1600 0 0 LONGVIEW FIBRE WASH COM 543213102 14 2131 SH DEFINED 01 2131 0 0 LOUISIANA PAC. COM 546347105 1544 194683 SH DEFINED 01 194683 0 0 LOUISIANA PAC. COM 546347105 92 11558 SH DEFINED 01 02 0 11558 0 LOUISIANA PAC. COM 546347105 190 23899 SH DEFINED 01 03 0 23899 0 LOUISVILLE GAS & ELECTRIC CO $ PRF 546676800 1233 12000 SH DEFINED 01 12000 0 0 LOWES COMPANIES COM 548661107 10768 263825 SH DEFINED 01 263825 0 0 LOWES COMPANIES COM 548661107 148 3620 SH DEFINED 01 02 0 3620 0 LOWES COMPANIES COM 548661107 7075 173323 SH DEFINED 01 03 0 173323 0 LOWES CORP CVT CONV BND 548661CF2 485 640000 PRN DEFINED 01 0 0 640000 LOWES CORP CVT CONV BND 548661CF2 758 1000000 PRN DEFINED 01 02 0 0 1000000 LUBRIZOL CORP COM 549271104 64 2147 SH DEFINED 01 2147 0 0 LUCENT TECHNOLOGIES COM 549463107 1367 929786 SH DEFINED 01 929786 0 0 LUCENT TECHNOLOGIES COM 549463107 1 400 SH DEFINED 01 02 0 400 0 LUCENT TECHNOLOGIES COM 549463107 1273 866201 SH DEFINED 01 03 0 866201 0 LYDALL INC COM 550819106 418 47531 SH DEFINED 01 47531 0 0 LYONDELL CHEMICAL CO COM 552078107 23444 1680465 SH DEFINED 01 1680465 0 0 LYONDELL CHEMICAL CO COM 552078107 985 70600 SH DEFINED 01 02 0 70600 0 M&T BK CORP COM 55261F104 1401 17833 SH DEFINED 01 17833 0 0 MAF BANCORP COM 55261R108 4881 145070 SH DEFINED 01 145070 0 0 MAF BANCORP COM 55261R108 90 2656 SH DEFINED 01 02 0 2656 0 MAF BANCORP COM 55261R108 6 170 SH DEFINED 01 03 0 170 0 MBIA INC COM 55262C100 313 8114 SH DEFINED 01 8114 0 0 MBIA INC COM 55262C100 1237 32009 SH DEFINED 01 03 0 32009 0 MBNA COM 55262L100 166157 11040417 SH DEFINED 01 11040417 0 0 MBNA COM 55262L100 4047 268926 SH DEFINED 01 02 0 268926 0 MBNA COM 55262L100 4252 282488 SH DEFINED 01 03 0 282488 0 MDC HOLDINGS INC COM 552676108 3019 78662 SH DEFINED 01 78662 0 0 MDU RESOURCES GROUP COM 552690109 14728 527491 SH DEFINED 01 527491 0 0 MFA MORTGAGE INVESTMENTS INC COM 55272X102 892 103100 SH DEFINED 01 103100 0 0 MGE ENERGY INC COM 55277P104 585 22100 SH DEFINED 01 22100 0 0 MGIC INVESTMENT CORP COM 552848103 2679 68217 SH DEFINED 01 68217 0 0 MGIC INVESTMENT CORP COM 552848103 870 22157 SH DEFINED 01 03 0 22157 0 MGI PHARM COM 552880106 942 74716 SH DEFINED 01 74716 0 0 MGM MIRAGE COM 552953101 20009 684060 SH DEFINED 01 684060 0 0 MIM CORP COM 553044108 638 85900 SH DEFINED 01 85900 0 0 MIM CORP COM 553044108 2 210 SH DEFINED 01 02 0 210 0 M/I SCHOTTENSTEIN HM COM 55305B101 1697 59200 SH DEFINED 01 59200 0 0 M/I SCHOTTENSTEIN HM COM 55305B101 64 2207 SH DEFINED 01 02 0 2207 0 M/I SCHOTTENSTEIN HM COM 55305B101 5 158 SH DEFINED 01 03 0 158 0 MKS INSTRUMENT INC COM 55306N104 513 41000 SH DEFINED 01 41000 0 0 MMO2 PLC ADR COM 55309W101 524 74500 SH DEFINED 01 74500 0 0 MPS GROUP INC COM 553409103 2193 420125 SH DEFINED 01 420125 0 0 MPS GROUP INC COM 553409103 68 12908 SH DEFINED 01 02 0 12908 0 MPS GROUP INC COM 553409103 4 818 SH DEFINED 01 03 0 818 0 MRO SOFTWARE INC COM 55347W105 828 120716 SH DEFINED 01 120716 0 0 MSC INDUSTRIAL DIRECT CO-A COM 553530106 863 54000 SH DEFINED 01 54000 0 0 MSC INDUSTRIAL DIRECT CO-A COM 553530106 81 5045 SH DEFINED 01 02 0 5045 0 MTR GAMING GROUP INC COM 553769100 238 35818 SH DEFINED 01 35818 0 0 MTS SYSTEMS CORP. COM 553777103 878 81300 SH DEFINED 01 81300 0 0 MTS SYSTEMS CORP. COM 553777103 44 4101 SH DEFINED 01 02 0 4101 0 MTS SYSTEMS CORP. COM 553777103 3 262 SH DEFINED 01 03 0 262 0 MTC TECHNOLOGIES INC COM 55377A106 987 51100 SH DEFINED 01 51100 0 0 MTC TECHNOLOGIES INC COM 55377A106 1 70 SH DEFINED 01 02 0 70 0 MACDERMID INC COM 554273102 2974 145412 SH DEFINED 01 145412 0 0 MACDERMID INC COM 554273102 55 2679 SH DEFINED 01 02 0 2679 0 MACDERMID INC COM 554273102 4 187 SH DEFINED 01 03 0 187 0 MACK-CALI REALTY. COM 554489104 529 17096 SH DEFINED 01 17096 0 0 MACROVISION CORP COM 555904101 2267 189118 SH DEFINED 01 189118 0 0 MACROVISION CORP COM 555904101 1 70 SH DEFINED 01 02 0 70 0 MACRO MEDIA COM 556100105 31 2595 SH DEFINED 01 2595 0 0 MACRO MEDIA COM 556100105 58 4760 SH DEFINED 01 02 0 4760 0 STEVEN MADDEN LTD COM 556269108 2652 169200 SH DEFINED 01 169200 0 0 MAGNA ENTERTAINMENT. COM 559211107 172 40000 SH DEFINED 01 40000 0 0 MAGNETEK INC COM 559424106 178 73821 SH DEFINED 01 73821 0 0 MAKITA CORP-SPONS ADR COM 560877300 3534 512200 SH DEFINED 01 512200 0 0 MANDALAY RESORT GRP COM 562567107 352 12751 SH DEFINED 01 12751 0 0 MANDALAY RESORT GRP COM 562567107 2679 97200 SH DEFINED 01 02 0 97200 0 MANHATTAN ASS COM 562750109 2344 133642 SH DEFINED 01 133642 0 0 MANHATTAN ASS COM 562750109 2 95 SH DEFINED 01 02 0 95 0 MANITOWOC CO. COM 563571108 1317 78319 SH DEFINED 01 78319 0 0 MANOR CARE INC COM 564055101 1630 84785 SH DEFINED 01 84785 0 0 MANOR CARE INC COM 564055101 80 4163 SH DEFINED 01 02 0 4163 0 MANOR CARE INC COM 564055101 409 21244 SH DEFINED 01 03 0 21244 0 MANPOWER INC-WIS COM 56418H100 23881 799223 SH DEFINED 01 799223 0 0 MANTECH INTL CORP-A. COM 564563104 1394 94100 SH DEFINED 01 94100 0 0 MANTECH INTL CORP-A. COM 564563104 53 3582 SH DEFINED 01 02 0 3582 0 MANTECH INTL CORP-A. COM 564563104 3 235 SH DEFINED 01 03 0 235 0 MANUGISTICS GROUP IN COM 565011103 2448 1073465 SH DEFINED 01 1073465 0 0 MANUGISTICS GROUP IN COM 565011103 139 60770 SH DEFINED 01 02 0 60770 0 MANUGISTICS GROUP IN COM 565011103 208 91300 SH DEFINED 01 03 0 91300 0 MANUGISTICS GP CVT CONV BND 565011AB9 666 1300000 PRN DEFINED 01 0 0 1300000 MAP INFO COM 565105103 174 44976 SH DEFINED 01 44976 0 0 MARATHON OIL CORP COM 565849106 33165 1383599 SH DEFINED 01 1383599 0 0 MARATHON OIL CORP COM 565849106 14 600 SH DEFINED 01 02 0 600 0 MARATHON OIL CORP COM 565849106 1651 68863 SH DEFINED 01 03 0 68863 0 MARCUS CORP COM 566330106 1186 87207 SH DEFINED 01 87207 0 0 MARKEL CORP COM 570535104 336 1500 SH DEFINED 01 1500 0 0 MARKETSOFT CVT PFD CONV PRF 570620XX7 1024 2049180 SH DEFINED 01 0 0 2049180 MARS INC MARS INC PFD SER G. PRF 571650993 0 7140000 SH DEFINED 01 0 0 7140000 MARS INC. C CVT PFD CONV PRF 571650XX3 0 2702703 SH DEFINED 01 0 0 2702703 MARS INC D CVT PFD CONV PRF 571650XY1 0 4761905 SH DEFINED 01 0 0 4761905 MARS INC, FLORIDA CONV BND 571650XZ8 0 2000000 PRN DEFINED 01 0 0 2000000 MARSH MCLENNAN CO COM 571748102 258765 6070039 SH DEFINED 01 6070039 0 0 MARSH MCLENNAN CO COM 571748102 16496 386925 SH DEFINED 01 02 0 386925 0 MARSH MCLENNAN CO COM 571748102 5101 119672 SH DEFINED 01 03 0 119672 0 MARSHALL & ILSLEY COM 571834100 312 12201 SH DEFINED 01 12201 0 0 MARSHALL & ILSLEY COM 571834100 1231 48160 SH DEFINED 01 03 0 48160 0 MARRIOTT INTL CL A COM 571903202 192528 6052468 SH DEFINED 01 6052468 0 0 MARRIOTT INTL CL A COM 571903202 4146 130295 SH DEFINED 01 02 0 130295 0 MARRIOTT INTL CL A COM 571903202 1664 52316 SH DEFINED 01 03 0 52316 0 MARTEK BIOSCIENCES. COM 572901106 2410 84500 SH DEFINED 01 84500 0 0 MARTEK BIOSCIENCES. COM 572901106 2 80 SH DEFINED 01 02 0 80 0 MARTIN MARIETTA MATE COM 573284106 26812 971045 SH DEFINED 01 971045 0 0 MARTIN MARIETTA MATE COM 573284106 785 28429 SH DEFINED 01 02 0 28429 0 MARTIN MARIETTA MATE COM 573284106 1140 41300 SH DEFINED 01 03 0 41300 0 MASCO CORP COM 574599106 13988 751128 SH DEFINED 01 751128 0 0 MASCO CORP COM 574599106 2021 108525 SH DEFINED 01 03 0 108525 0 MASCO CVT CONV BND 574599AW6 743 1770000 PRN DEFINED 01 0 0 1770000 MASCO CVT CONV BND 574599AW6 630 1500000 PRN DEFINED 01 02 0 0 1500000 MASSEY ENERGY CO COM 576206106 2101 223510 SH DEFINED 01 223510 0 0 MATERIAL SCIENCES COM 576674105 890 88447 SH DEFINED 01 88447 0 0 MATERIAL SCIENCES COM 576674105 29 2851 SH DEFINED 01 02 0 2851 0 MATERIAL SCIENCES COM 576674105 2 190 SH DEFINED 01 03 0 190 0 MATRIXONE INC COM 57685P304 541 160000 SH DEFINED 01 160000 0 0 MATTEL INC. COM 577081102 146615 6516108 SH DEFINED 01 6516108 0 0 MATTEL INC. COM 577081102 2109 93745 SH DEFINED 01 02 0 93745 0 MATTEL INC. COM 577081102 2197 97656 SH DEFINED 01 03 0 97656 0 MATTEL INC. COM 577081102 18 800 SH DEFINED 01 12 0 800 0 MATTEL INC. COM 577081102 644 28600 SH DEFINED 01 13 0 28600 0 MAXTOR CORP COM 577729205 2945 523100 SH DEFINED 01 523100 0 0 MAXTOR CORP COM 577729205 86 15138 SH DEFINED 01 02 0 15138 0 MAXTOR CORP COM 577729205 5 963 SH DEFINED 01 03 0 963 0 MAXIM INTEGRATED COM 57772K101 225102 6232096 SH DEFINED 01 6232096 0 0 MAXIM INTEGRATED COM 57772K101 94050 2603731 SH DEFINED 01 02 0 2603731 0 MAXIM INTEGRATED COM 57772K101 7600 210392 SH DEFINED 01 03 0 210392 0 MAXWELL SHOE INC - A COM 577766108 10482 940125 SH DEFINED 01 940125 0 0 MAXWELL SHOE INC - A COM 577766108 70 6307 SH DEFINED 01 02 0 6307 0 MAXWELL SHOE INC - A COM 577766108 4 391 SH DEFINED 01 03 0 391 0 MAY DEPT STORES COM 577778103 9076 456317 SH DEFINED 01 456317 0 0 MAY DEPT STORES COM 577778103 217 10900 SH DEFINED 01 02 0 10900 0 MAY DEPT STORES COM 577778103 2198 110482 SH DEFINED 01 03 0 110482 0 MAVERICK TUBE CORP COM 577914104 3016 162150 SH DEFINED 01 162150 0 0 MAXIMUS INC COM 577933104 4743 223522 SH DEFINED 01 223522 0 0 MAYTAG CO COM 578592107 5933 311787 SH DEFINED 01 311787 0 0 MAYTAG CO COM 578592107 392 20624 SH DEFINED 01 02 0 20624 0 MAYTAG CO COM 578592107 327 17207 SH DEFINED 01 03 0 17207 0 MCCLATCHY CO HOLDING COM 579489105 1806 33700 SH DEFINED 01 33700 0 0 MCCORMICK & CO COM 579780206 188 7820 SH DEFINED 01 7820 0 0 MCCORMICK & CO COM 579780206 746 30900 SH DEFINED 01 03 0 30900 0 MCDATA CORP - CL B COM 580031102 15841 1818734 SH DEFINED 01 181873 0 0 MCDATA CORP - CL B COM 580031102 816 93599 SH DEFINED 01 02 0 9360 0 MCDATA CORP - CL B COM 580031102 1291 148200 SH DEFINED 01 03 0 14820 0 MCDATA CORPORATION-A COM 580031201 938 109245 SH DEFINED 01 109245 0 0 MCDATA CORPORATION-A COM 580031201 2 190 SH DEFINED 01 02 0 190 0 MCDERMOTT INTL COM 580037109 8610 2968663 SH DEFINED 01 2968663 0 0 MCDERMOTT INTL COM 580037109 41 14065 SH DEFINED 01 03 0 14065 0 MCDONALDS COM 580135101 205332 14199989 SH DEFINED 01 14199989 0 0 MCDONALDS COM 580135101 5624 388900 SH DEFINED 01 02 0 388900 0 MCDONALDS COM 580135101 4049 279995 SH DEFINED 01 03 0 279995 0 MCGRAW-HILL COS INC COM 580645109 16868 303425 SH DEFINED 01 303425 0 0 MCGRAW-HILL COS INC COM 580645109 174 3145 SH DEFINED 01 02 0 3145 0 MCGRAW-HILL COS INC COM 580645109 2429 43699 SH DEFINED 01 03 0 43699 0 MCKESSON CORP COM 58155Q103 137987 5535005 SH DEFINED 01 5535005 0 0 MCKESSON CORP COM 58155Q103 5002 200750 SH DEFINED 01 02 0 200750 0 MCKESSON CORP COM 58155Q103 1600 64185 SH DEFINED 01 03 0 64185 0 MCKESSON CORP COM 58155Q103 20 800 SH DEFINED 01 12 0 800 0 MCKESSON CORP COM 58155Q103 668 26800 SH DEFINED 01 13 0 26800 0 MCLEODUSA INC ESCROW COM 582266995 0 2746 SH DEFINED 01 2746 0 0 MEADE INSTRUMENTS COM 583062104 157 58711 SH DEFINED 01 58711 0 0 MEADWESTVACO CORP COM 583334107 255 11186 SH DEFINED 01 11186 0 0 MEADWESTVACO CORP COM 583334107 1006 44148 SH DEFINED 01 03 0 44148 0 MEDIA GENERAL COM 584404107 3148 63944 SH DEFINED 01 63944 0 0 MEDIACOM COMM CORP COM 58446K105 1336 151900 SH DEFINED 01 151900 0 0 MEDICINES COMPANY COM 584688105 1024 54900 SH DEFINED 01 54900 0 0 MEDICINES COMPANY COM 584688105 121 6500 SH DEFINED 01 02 0 6500 0 MEDICIS PHARMACEUTIC COM 584690309 5239 94237 SH DEFINED 01 94237 0 0 MEDICIS PHARMACEUTIC COM 584690309 206 3700 SH DEFINED 01 02 0 3700 0 MEDIMMUNE INC \ COM 584699102 127269 3876665 SH DEFINED 01 3876665 0 0 MEDIMMUNE INC \ COM 584699102 39947 1216812 SH DEFINED 01 02 0 1216812 0 MEDIMMUNE INC \ COM 584699102 5711 173978 SH DEFINED 01 03 0 173978 0 MEDTRONIC COM 585055106 447798 9924587 SH DEFINED 01 9924587 0 0 MEDTRONIC COM 585055106 24365 539945 SH DEFINED 01 02 0 539945 0 MEDTRONIC COM 585055106 12185 270067 SH DEFINED 01 03 0 270067 0 MEDTRONIC CVT CONV BND 585055AB2 792 760000 PRN DEFINED 01 0 0 760000 MEDTRONIC CVT CONV BND 585055AB2 1043 1000000 PRN DEFINED 01 02 0 0 1000000 MELLON FINANCIAL COR COM 58551A108 21083 991645 SH DEFINED 01 991645 0 0 MELLON FINANCIAL COR COM 58551A108 2021 95059 SH DEFINED 01 03 0 95059 0 MEMBER WORKS COM 586002107 788 37708 SH DEFINED 01 37708 0 0 MENS WEARHOUSE INC COM 587118100 1763 117839 SH DEFINED 01 117839 0 0 MENTOR CORP MN COM 587188103 2874 167970 SH DEFINED 01 167970 0 0 MENTOR CORP MN COM 587188103 3 150 SH DEFINED 01 02 0 150 0 MENTOR GRAPHIC COM 587200106 5945 665078 SH DEFINED 01 665078 0 0 MENTOR GRAPHIC COM 587200106 125 13850 SH DEFINED 01 02 0 13850 0 MERCANTILE BANKSHARE COM 587405101 98 2873 SH DEFINED 01 2873 0 0 MERCK & CO. INC. COM 589331107 200369 3657677 SH DEFINED 01 3657677 0 0 MERCK & CO. INC. COM 589331107 12202 222714 SH DEFINED 01 02 0 222714 0 MERCK & CO. INC. COM 589331107 27272 497843 SH DEFINED 01 03 0 497843 0 MERCK & CO. INC. COM 589331107 4064 74194 SH DEFINED 01 13 0 74194 0 MERCURY COMP SYS INC COM 589378108 2122 78059 SH DEFINED 01 78059 0 0 MERCURY COMP SYS INC COM 589378108 2 65 SH DEFINED 01 02 0 65 0 MERCURY INTERACTIVE COM 589405109 17921 603777 SH DEFINED 01 603777 0 0 MERCURY INTERACTIVE COM 589405109 580 19512 SH DEFINED 01 03 0 19512 0 MEREDITH CORP COM 589433101 106 2776 SH DEFINED 01 2776 0 0 MEREDITH CORP COM 589433101 25 655 SH DEFINED 01 02 0 655 0 MEREDITH CORP COM 589433101 419 10978 SH DEFINED 01 03 0 10978 0 MERIDIAN GOLD. COM 589975101 2272 240400 SH DEFINED 01 240400 0 0 MERIX CORP COM 590049102 119 29700 SH DEFINED 01 29700 0 0 MERRILL LYNCH & CO COM 590188108 77136 2178990 SH DEFINED 01 2178990 0 0 MERRILL LYNCH & CO COM 590188108 1296 36600 SH DEFINED 01 02 0 36600 0 MERRILL LYNCH & CO COM 590188108 8116 229292 SH DEFINED 01 03 0 229292 0 MERRILL LYNCH CVT CONV BND 590188A73 818 840000 PRN DEFINED 01 0 0 840000 MESA AIR COM 590479101 466 93738 SH DEFINED 01 93738 0 0 METHODE ELEC COM 591520200 843 104121 SH DEFINED 01 104121 0 0 METLIFE INC COM 59156R108 12185 461908 SH DEFINED 01 461908 0 0 METLIFE INC COM 59156R108 43 1635 SH DEFINED 01 02 0 1635 0 METLIFE INC COM 59156R108 4129 156528 SH DEFINED 01 03 0 156528 0 MET LIFE CONV PRF 59156R207 24096 300000 SH DEFINED 01 0 0 300000 METRIS COMPANIES COM 591598107 1215 517000 SH DEFINED 01 02 0 517000 0 METRO GOLDWYN MAYER COM 591610100 2678 255000 SH DEFINED 01 255000 0 0 METRO ONE TELECO INC COM 59163F105 365 73226 SH DEFINED 01 73226 0 0 METROCALL HOLDINGS INC COM 59164X105 5 4251 SH DEFINED 01 02 0 0 4251 METROCALL INC METROCALL HOLDIN PRF 59164X204 11 3665 SH DEFINED 01 02 0 0 3665 METROMEDIA FIBER NET COM 591689104 0 1037 SH DEFINED 01 1037 0 0 METTLER TOLEDO COM 592688105 1567 52600 SH DEFINED 01 52600 0 0 MICHAELS STORES INC COM 594087108 1606 64214 SH DEFINED 01 64214 0 0 MICHAELS STORES INC COM 594087108 2771 110800 SH DEFINED 01 02 0 110800 0 MICREL COM 594793101 35 3825 SH DEFINED 01 3825 0 0 MICROS SYSTEMS COM 594901100 1211 51511 SH DEFINED 01 51511 0 0 MICROSOFT COM 594918104 960685 39681384 SH DEFINED 01 39681384 0 0 MICROSOFT COM 594918104 48246 1992757 SH DEFINED 01 02 0 1992757 0 MICROSOFT COM 594918104 58068 2398489 SH DEFINED 01 03 0 2398489 0 MICROSOFT COM 594918104 29 1212 SH DEFINED 01 12 0 1212 0 MICROSOFT COM 594918104 1419 58595 SH DEFINED 01 13 0 58595 0 MICRO STRATEGY COM 594972408 2442 101300 SH DEFINED 01 101300 0 0 MICRO STRATEGY COM 594972408 1582 65600 SH DEFINED 01 02 0 65600 0 MICRO-CHIP COM 595017104 64301 3231224 SH DEFINED 01 3231224 0 0 MICRO-CHIP COM 595017104 48057 2414978 SH DEFINED 01 02 0 2414978 0 MICRO-CHIP COM 595017104 3754 188624 SH DEFINED 01 03 0 188624 0 MICRO MUSE COM 595094103 1117 214900 SH DEFINED 01 214900 0 0 MICRO MUSE COM 595094103 50 9600 SH DEFINED 01 02 0 9600 0 MICRON TECHNOLOGY COM 595112103 22687 2786948 SH DEFINED 01 2786948 0 0 MICRON TECHNOLOGY COM 595112103 415 50960 SH DEFINED 01 02 0 50960 0 MICRON TECHNOLOGY COM 595112103 1091 134027 SH DEFINED 01 03 0 134027 0 MICRON TECHNOLOGY COM 595112103 60 7400 SH DEFINED 01 13 0 7400 0 MICROSEMI CORP COM 595137100 3859 352459 SH DEFINED 01 352459 0 0 MID ATLANTIC MEDICAL COM 59523C107 26707 658626 SH DEFINED 01 658626 0 0 MID ATLANTIC MEDICAL COM 59523C107 90 2213 SH DEFINED 01 02 0 2213 0 MIDAS INC COM 595626102 324 44441 SH DEFINED 01 44441 0 0 S&P 400 MID CAP DEP COM 595635103 596 7971 SH DEFINED 01 0 0 7971 MIDDLESEX WATER CO. COM 596680108 343 15500 SH DEFINED 01 15500 0 0 MIDWAY GAMES INC COM 598148104 456 137900 SH DEFINED 01 137900 0 0 MIDWEST BANC HOLDINGS INC COM 598251106 1 80 SH DEFINED 01 02 0 80 0 MILACRON INC COM 598709103 416 100147 SH DEFINED 01 100147 0 0 MILLENIUM PHARM COM 599902103 12052 1533470 SH DEFINED 01 1533470 0 0 MILLENIUM PHARM COM 599902103 747 95032 SH DEFINED 01 02 0 95032 0 MILLENIUM PHARM COM 599902103 17 2110 SH DEFINED 01 03 0 2110 0 MILLENIUM CHEM INC. COM 599903101 278 23800 SH DEFINED 01 23800 0 0 HERMAN MILLER COM 600544100 49 3064 SH DEFINED 01 3064 0 0 MILLGATE PARTN II LP COM 600699995 10000 10000000 SH DEFINED 01 05 0 0 10000000 MILLIPORE CORP COM 601073109 88 2696 SH DEFINED 01 2696 0 0 MILLIPORE CORP COM 601073109 349 10673 SH DEFINED 01 03 0 10673 0 MINERALS TECHNOLOGIE COM 603158106 1038 27240 SH DEFINED 01 27240 0 0 MIRANT CORPORATION COM 604675108 294 184024 SH DEFINED 01 184024 0 0 MIRANT CORPORATION COM 604675108 144 89466 SH DEFINED 01 03 0 89466 0 MOBILE TELESYSTM ADR COM 607409109 1890 45927 SH DEFINED 01 45927 0 0 MOBILE TELESYSTM ADR COM 607409109 247 6000 SH DEFINED 01 11 0 6000 0 MOBILE TELESYSTM ADR COM 607409109 395 9600 SH DEFINED 01 13 0 9600 0 MOBILE MINI INC. COM 60740F105 677 42382 SH DEFINED 01 42382 0 0 MODINE MFG CO COM 607828100 1933 128903 SH DEFINED 01 128903 0 0 MODTECH HOLDINGS INC . COM 60783C100 1349 193800 SH DEFINED 01 193800 0 0 MOHAWK INDUSTRIES COM 608190104 133 2769 SH DEFINED 01 2769 0 0 MOLECULAR DEVICES COM 60851C107 1 100 SH DEFINED 01 02 0 100 0 MOLEX INC COM 608554101 230 10713 SH DEFINED 01 10713 0 0 MOLEX INC COM 608554101 923 42945 SH DEFINED 01 03 0 42945 0 MONACO COACH CORP COM 60886R103 888 85674 SH DEFINED 01 85674 0 0 MONDAVI ROBERT CORP COM 609200100 40 2000 SH DEFINED 01 2000 0 0 MONOLITHIC SYS TECH COM 609842109 474 67300 SH DEFINED 01 67300 0 0 MONSANTO CO NEW COM 61166W101 24377 1486345 SH DEFINED 01 1486345 0 0 MONSANTO CO NEW COM 61166W101 946 57659 SH DEFINED 01 03 0 57659 0 MONTPELIER RE HLDGS COM 614500981 16089 633930 SH DEFINED 01 633930 0 0 MONTPELIER RE HLDS COM 614500999 6003 266070 SH DEFINED 01 0 0 266070 MONY GROUP INC COM 615337102 3506 167757 SH DEFINED 01 167757 0 0 MOODY`S CORPORATION COM 615369105 9087 196582 SH DEFINED 01 196582 0 0 MOODY`S CORPORATION COM 615369105 1541 33331 SH DEFINED 01 03 0 33331 0 MOOG INC CL A COM 615394202 2290 74800 SH DEFINED 01 74800 0 0 MOOG INC CL A COM 615394202 66 2140 SH DEFINED 01 02 0 2140 0 MOOG INC CL A COM 615394202 5 165 SH DEFINED 01 03 0 165 0 MOORE CORP. COM 615785102 388 37070 SH DEFINED 01 37070 0 0 MORGAN STANLEY COM 617446448 261002 6805857 SH DEFINED 01 6805857 0 0 MORGAN STANLEY COM 617446448 4478 116840 SH DEFINED 01 02 0 116840 0 MORGAN STANLEY COM 617446448 10313 268934 SH DEFINED 01 03 0 268934 0 PYRAMID RUSSELL 2000 COM 619464XX3 57147 139655 SH DEFINED 01 03 0 139655 0 MOSSIMO COM 619696107 422 87500 SH DEFINED 01 87500 0 0 MOSSIMO COM 619696107 44 9068 SH DEFINED 01 02 0 9068 0 MOSSIMO COM 619696107 2 347 SH DEFINED 01 03 0 347 0 MOTHERS WORK INC COM 619903107 350 15800 SH DEFINED 01 15800 0 0 MOTHERS WORK INC COM 619903107 0 20 SH DEFINED 01 02 0 20 0 MOTIENT CORP-WT04 WT 619908148 0 4 SH DEFINED 01 0 0 4 MOTOROLA COM 620076109 52769 6388291 SH DEFINED 01 6388291 0 0 MOTOROLA COM 620076109 473 57289 SH DEFINED 01 02 0 57289 0 MOTOROLA COM 620076109 4193 507570 SH DEFINED 01 03 0 507570 0 MUELLER INDS COM 624756102 2538 101642 SH DEFINED 01 101642 0 0 MULTIMEDIA GAMES INC. COM 625453105 2490 129500 SH DEFINED 01 129500 0 0 MURPHY OIL COM 626717102 47452 1074310 SH DEFINED 01 1074310 0 0 MURPHY OIL COM 626717102 2342 53024 SH DEFINED 01 02 0 53024 0 MURPHY OIL COM 626717102 3767 85290 SH DEFINED 01 03 0 85290 0 MYERS IND INC COM 628464109 852 89205 SH DEFINED 01 89205 0 0 MYKROLIS CORP. COM 62852P103 1229 147210 SH DEFINED 01 147210 0 0 MYLAN LABS COM 628530107 220 7668 SH DEFINED 01 7668 0 0 MYLAN LABS COM 628530107 6 200 SH DEFINED 01 02 0 200 0 MYRIAD GENETICS COM 62855J104 553 54800 SH DEFINED 01 54800 0 0 MYRIAD GENETICS COM 62855J104 1 60 SH DEFINED 01 02 0 60 0 NBTY INC COM 628782104 6765 356787 SH DEFINED 01 356787 0 0 NBTY INC COM 628782104 67 3551 SH DEFINED 01 02 0 3551 0 NBTY INC COM 628782104 4 198 SH DEFINED 01 03 0 198 0 NCI BUILDING SYSTEMS COM 628852105 1524 98300 SH DEFINED 01 98300 0 0 NCI BUILDING SYSTEMS COM 628852105 52 3333 SH DEFINED 01 02 0 3333 0 NCI BUILDING SYSTEMS COM 628852105 3 214 SH DEFINED 01 03 0 214 0 NCO GROUP COM 628858102 1115 76890 SH DEFINED 01 76890 0 0 NCR CORPORATION COM 62886E108 2117 115451 SH DEFINED 01 115451 0 0 NCR CORPORATION COM 62886E108 395 21511 SH DEFINED 01 03 0 21511 0 NDS GROUP PLC-SPONS COM 628891103 62 7600 SH DEFINED 01 7600 0 0 NTL INC COM 62940M104 599 67339 SH DEFINED 01 02 0 0 67339 NTL INC SERIES A WTS WT 62940M138 0 1 SH DEFINED 01 0 0 1 NTL EUROPE INC COM 62940R103 0 1 SH DEFINED 01 0 0 1 NTL INC (FORMERLY INTL CABLETA PRF 62940R202 0 114 SH DEFINED 01 02 0 0 114 NUI CORP COM 629431107 988 67691 SH DEFINED 01 67691 0 0 NVR INC COM 62944T105 6965 21169 SH DEFINED 01 21169 0 0 NABI BIOPHARMACEUTICALS COM 629519109 634 105700 SH DEFINED 01 105700 0 0 NABI BIOPHARMACEUTICALS COM 629519109 47 7761 SH DEFINED 01 02 0 7761 0 NABI BIOPHARMACEUTICALS COM 629519109 3 499 SH DEFINED 01 03 0 499 0 NABORS INDUSTRIES INC. CVT CONV BND 629568AD8 739 1120000 PRN DEFINED 01 0 0 1120000 NASDAQ-100 SHARES COM 631100104 241018 9526400 SH DEFINED 01 0 0 9526400 NASDAQ-100 SHARES COM 631100104 4634 183240 SH DEFINED 01 02 0 0 183240 NASDAQ-100 SHARES COM 631100104 28 1100 SH DEFINED 01 03 0 0 1100 NASDAQ STOCK MARKET COM 631103108 4 600 SH DEFINED 01 05 0 600 0 NASH FINCH CO COM 631158102 298 35390 SH DEFINED 01 35390 0 0 NATIONAL CITY CORP COM 635405103 9548 342885 SH DEFINED 01 342885 0 0 NATIONAL CITY CORP COM 635405103 3787 135963 SH DEFINED 01 03 0 135963 0 NATL COMMERCE FINL COM 63545P104 203 8561 SH DEFINED 01 8561 0 0 NATIONAL FUEL GAS CO COM 636180101 74 3362 SH DEFINED 01 3362 0 0 NATIONAL INSTRUMENT COM 636518102 851 24132 SH DEFINED 01 24132 0 0 NATIONAL INSTRUMENT COM 636518102 99 2800 SH DEFINED 01 02 0 2800 0 NATIONAL OILWELL INC COM 637071101 733 32714 SH DEFINED 01 32714 0 0 NATIONAL OILWELL INC COM 637071101 1107 49400 SH DEFINED 01 02 0 49400 0 NATL PRESTO IND COM 637215104 531 20289 SH DEFINED 01 20289 0 0 NATIONAL PROCESSING COM 637229105 3104 223000 SH DEFINED 01 223000 0 0 NATL SEMICONDUCTOR COM 637640103 17032 999531 SH DEFINED 01 999531 0 0 NATL SEMICONDUCTOR COM 637640103 683 40071 SH DEFINED 01 03 0 40071 0 NATIONAL VISION INC COM 63845P101 111 292419 SH DEFINED 01 02 0 292419 0 NAVIGATORS GROUP INC COM 638904102 646 25100 SH DEFINED 01 25100 0 0 NAVIGATORS GROUP INC COM 638904102 35 1357 SH DEFINED 01 02 0 1357 0 NAVIGATORS GROUP INC COM 638904102 2 82 SH DEFINED 01 03 0 82 0 NATURES SUNSHINE PRO COM 639027101 396 45111 SH DEFINED 01 45111 0 0 NATUZZI SPA-SP ADR COM 63905A101 3562 441400 SH DEFINED 01 441400 0 0 NAUTICA ENTERPRISES COM 639089101 4310 444426 SH DEFINED 01 444426 0 0 NAUTILUS GROUP INC COM 63910B102 2405 168695 SH DEFINED 01 168695 0 0 NAUTILUS GROUP INC COM 63910B102 2 137 SH DEFINED 01 02 0 137 0 NAVISTAR INTL CORP COM 63934E108 31187 1267232 SH DEFINED 01 1267232 0 0 NAVISTAR INTL CORP COM 63934E108 1538 62477 SH DEFINED 01 02 0 62477 0 NAVISTAR INTL CORP COM 63934E108 370 15051 SH DEFINED 01 03 0 15051 0 NDCHEALTH CORP COM 639480102 2758 164463 SH DEFINED 01 164463 0 0 NDCHEALTH CORP COM 639480102 2 130 SH DEFINED 01 02 0 130 0 NEIMAN-MARCUS GROUP COM 640204202 841 29002 SH DEFINED 01 29002 0 0 NELSON (THOMAS) INC COM 640376109 551 64742 SH DEFINED 01 64742 0 0 NEON COMMUNICATIONS COM 640506101 0 61 SH DEFINED 01 61 0 0 NET.B@NK INC. COM 640933107 465 50000 SH DEFINED 01 50000 0 0 NETWORK ASSOCIATES COM 640938106 5138 372029 SH DEFINED 01 372029 0 0 NETCENTIVES INC COM 64108P101 0 83 SH DEFINED 01 83 0 0 NETFLIX.COM INC COM 64110L106 712 35000 SH DEFINED 01 35000 0 0 NETEGRITY INC COM 64110P107 378 101816 SH DEFINED 01 101816 0 0 NET IQ COM 64115P102 1 110 SH DEFINED 01 02 0 110 0 NETSCOUT SYS INC COM 64115T104 320 114800 SH DEFINED 01 114800 0 0 NETSCREEN TECH INC COM 64117V107 11085 660600 SH DEFINED 01 660600 0 0 NETSCREEN TECH INC COM 64117V107 432 25750 SH DEFINED 01 02 0 25750 0 NETSCREEN TECH INC COM 64117V107 564 33600 SH DEFINED 01 03 0 33600 0 NETWORK EQUIP TECH COM 641208103 405 67167 SH DEFINED 01 67167 0 0 NETWORK APPLIANCE COM 64120L104 25918 2316170 SH DEFINED 01 2316170 0 0 NETWORK APPLIANCE COM 64120L104 194 17350 SH DEFINED 01 02 0 17350 0 NETWORK APPLIANCE COM 64120L104 1187 106085 SH DEFINED 01 03 0 106085 0 NETWORK PLUS COM 64122D506 0 167 SH DEFINED 01 167 0 0 NEUBERGER BERMAN COM 641234109 82 2912 SH DEFINED 01 2912 0 0 NEURO CRINE COM 64125C109 2226 53270 SH DEFINED 01 53270 0 0 NEURO CRINE COM 64125C109 103 2470 SH DEFINED 01 02 0 2470 0 NEW CENTURY FINL. COM 64352D101 2306 73970 SH DEFINED 01 73970 0 0 NEW ENGLAND BUS SERV COM 643872104 986 38512 SH DEFINED 01 38512 0 0 NEW JERSEY RESOURCES COM 646025106 23657 724571 SH DEFINED 01 724571 0 0 NEW JERSEY RESOURCES COM 646025106 120 3703 SH DEFINED 01 02 0 3703 0 NEW JERSEY RESOURCES COM 646025106 8 252 SH DEFINED 01 03 0 252 0 NEW PLAN EXCEL REALT COM 648053106 79 4044 SH DEFINED 01 4044 0 0 NEW YORK COM BANCORP COM 649445103 17769 596273 SH DEFINED 01 596273 0 0 NEW YORK TIMES CLA COM 650111107 7662 177549 SH DEFINED 01 177549 0 0 NEW YORK TIMES CLA COM 650111107 1440 33380 SH DEFINED 01 03 0 33380 0 NEWELL RUBBERMAID COM 651229106 30611 1079778 SH DEFINED 01 1079778 0 0 NEWELL RUBBERMAID COM 651229106 1701 59999 SH DEFINED 01 03 0 59999 0 NEWELL RUBBERMAID COM 651229106 328 11568 SH DEFINED 01 13 0 11568 0 NEWFIELD EXPLORATION COM 651290108 30192 890870 SH DEFINED 01 890870 0 0 NEWFIELD EXPLORATION COM 651290108 60586 1787686 SH DEFINED 01 02 0 1787686 0 NEWFIELD EXPLORATION COM 651290108 2888 85200 SH DEFINED 01 03 0 85200 0 NEWMONT MINING COM 651639106 80543 3080060 SH DEFINED 01 3080060 0 0 NEWMONT MINING COM 651639106 955 36525 SH DEFINED 01 02 0 36525 0 NEWMONT MINING COM 651639106 2331 89136 SH DEFINED 01 03 0 89136 0 NEWPARK RESOURCES COM 651718504 585 129200 SH DEFINED 01 129200 0 0 NEWPARK RESOURCES COM 651718504 1 170 SH DEFINED 01 02 0 170 0 NEWPORT CORP COM 651824104 671 56805 SH DEFINED 01 56805 0 0 NEWPORT CORP COM 651824104 2 150 SH DEFINED 01 02 0 150 0 NEWPOWER HOLDINGS COM 652463100 0 667 SH DEFINED 01 667 0 0 NEWS CORP LTD ADR JH COM 652487703 269 10369 SH DEFINED 01 10369 0 0 NEWS CORP ADR PFD COM 652487802 1027 48000 SH DEFINED 01 48000 0 0 NEWTEK CAPITAL -RESTRICTED COM 652526997 19 5000 SH DEFINED 01 05 0 5000 0 NEXTEL COMMUNICATION COM 65332V103 5628 420334 SH DEFINED 01 420334 0 0 NEXTEL COMMUNICATION COM 65332V103 2962 221211 SH DEFINED 01 03 0 221211 0 NEXTEL COMMUNICATIONS INC 11.1 PRF 65332V400 19986 18766 SH DEFINED 01 0 0 18766 NEXTEL COMMUNICATIONS INC 11.1 PRF 65332V707 4200 4000 SH DEFINED 01 4000 0 0 NEXTEL COMMUNICATION CONVERTIB CONV BND 65332VAY9 16801 19565000 PRN DEFINED 01 02 0 0 19565000 NEXTEL PARTNERS INC COM 65333F107 3178 630529 SH DEFINED 01 630529 0 0 NEXTEL PARTNERS INC COM 65333F107 3168 628626 SH DEFINED 01 02 0 628626 0 NEXTEL PARTNERS INC COM 65333F107 3 575 SH DEFINED 01 03 0 575 0 NICOR COM 654086107 463 16969 SH DEFINED 01 16969 0 0 NICOR COM 654086107 266 9754 SH DEFINED 01 03 0 9754 0 NIKE INC CL B COM 654106103 5769 112185 SH DEFINED 01 112185 0 0 NIKE INC CL B COM 654106103 2999 58333 SH DEFINED 01 03 0 58333 0 99 CENTS ONLY STORE COM 65440K106 32493 1274245 SH DEFINED 01 1274245 0 0 99 CENTS ONLY STORE COM 65440K106 39062 1531984 SH DEFINED 01 02 0 1531984 0 99 CENTS ONLY STORE COM 65440K106 3037 119099 SH DEFINED 01 03 0 119099 0 NISOURCE INC COM 65473P105 26034 1430414 SH DEFINED 01 1430414 0 0 NISOURCE INC COM 65473P105 2831 155550 SH DEFINED 01 02 0 155550 0 NISOURCE INC COM 65473P105 1003 55123 SH DEFINED 01 03 0 55123 0 NISOURCE INC SAILS COM 65473P600 0 128 SH DEFINED 01 128 0 0 NOKIA ADR A COM 654902204 120378 8592209 SH DEFINED 01 8592209 0 0 NOKIA ADR A COM 654902204 1904 135755 SH DEFINED 01 02 0 135755 0 NOKIA ADR A COM 654902204 1300 92750 SH DEFINED 01 03 0 92750 0 NOBLE ENERGY INC COM 655044105 425 12391 SH DEFINED 01 12391 0 0 NORDSON CORP COM 655663102 976 40500 SH DEFINED 01 40500 0 0 NORDSON CORP COM 655663102 60 2477 SH DEFINED 01 02 0 2477 0 NORDSON CORP COM 655663102 4 162 SH DEFINED 01 03 0 162 0 NORDSTROM INC COM 655664100 495 30566 SH DEFINED 01 30566 0 0 NORDSTROM INC COM 655664100 484 29871 SH DEFINED 01 03 0 29871 0 NORFOLK SOUTHERN CO COM 655844108 3262 175754 SH DEFINED 01 175754 0 0 NORFOLK SOUTHERN CO COM 655844108 1593 85826 SH DEFINED 01 03 0 85826 0 NORTH FOLK BANCORP COM 659424105 2832 96163 SH DEFINED 01 96163 0 0 NORTH FOLK BANCORP COM 659424105 1049 35625 SH DEFINED 01 03 0 35625 0 NORTHEAST UTILITIES COM 664397106 2139 153665 SH DEFINED 01 153665 0 0 NORTHERN TRUST CORP COM 665859104 711 23357 SH DEFINED 01 23357 0 0 NORTHERN TRUST CORP COM 665859104 1484 48733 SH DEFINED 01 03 0 48733 0 NORTHROP GRUMMAN COR. COM 666807102 60587 706155 SH DEFINED 01 706155 0 0 NORTHROP GRUMMAN COR. COM 666807102 5253 61230 SH DEFINED 01 02 0 61230 0 NORTHROP GRUMMAN COR. COM 666807102 3455 40263 SH DEFINED 01 03 0 40263 0 NORTHROP GRUMMAN CVT CONV PRF 666807409 754 7600 SH DEFINED 01 02 0 0 7600 NWA COM 667280101 9920 1437743 SH DEFINED 01 1437743 0 0 NWA COM 667280101 1056 153100 SH DEFINED 01 02 0 153100 0 NWA COM 667280101 353 51100 SH DEFINED 01 03 0 51100 0 NW NATURAL GAS CO COM 667655104 1902 75784 SH DEFINED 01 75784 0 0 NORTHWESTERN CORP COM 668074107 233 110979 SH DEFINED 01 110979 0 0 NOVARTIS AG-ADR COM 66987V109 28 750 SH DEFINED 01 02 0 750 0 NU HORIZONS ELEC COR COM 669908105 3539 720800 SH DEFINED 01 720800 0 0 NOVAVAX INC.. COM 670002104 838 206800 SH DEFINED 01 206800 0 0 NOVELL INC COM 670006105 731 339576 SH DEFINED 01 339576 0 0 NOVELL INC COM 670006105 51 23594 SH DEFINED 01 02 0 23594 0 NOVELL INC COM 670006105 178 82740 SH DEFINED 01 03 0 82740 0 NOVELLUS SYSTEMS INC COM 670008101 51470 1887381 SH DEFINED 01 1887381 0 0 NOVELLUS SYSTEMS INC COM 670008101 45786 1678916 SH DEFINED 01 02 0 1678916 0 NOVELLUS SYSTEMS INC COM 670008101 3858 141451 SH DEFINED 01 03 0 141451 0 NOVEN PHARMACEUTICAL COM 670009109 945 66936 SH DEFINED 01 66936 0 0 NOVOZYMES COM 670110998 140 6050 SH DEFINED 01 6050 0 0 NU SKIN ENTERPRISES. COM 67018T105 4306 427600 SH DEFINED 01 427600 0 0 NU SKIN ENTERPRISES. COM 67018T105 39 3955 SH DEFINED 01 02 0 3955 0 NU SKIN ENTERPRISES. COM 67018T105 3 252 SH DEFINED 01 03 0 252 0 NSTAR COM 67019E107 89 2213 SH DEFINED 01 2213 0 0 NUCOR CORP COM 670346105 104941 2749315 SH DEFINED 01 2749315 0 0 NUCOR CORP COM 670346105 6930 181477 SH DEFINED 01 02 0 181477 0 NUCOR CORP COM 670346105 2055 53838 SH DEFINED 01 03 0 53838 0 NUEVO ENERGY CO COM 670509108 771 56918 SH DEFINED 01 56918 0 0 NVIDIA CORP COM 67066G104 397 30921 SH DEFINED 01 30921 0 0 NVIDIA CORP COM 67066G104 461 35898 SH DEFINED 01 03 0 35898 0 NYFIX INC COM 670712108 342 92264 SH DEFINED 01 92264 0 0 O`CHARLEY`S COM 670823103 1123 58565 SH DEFINED 01 58565 0 0 OGE ENERGY CORP COM 670837103 59 3274 SH DEFINED 01 3274 0 0 OM GROUP INC COM 670872100 1483 169540 SH DEFINED 01 169540 0 0 OM GROUP INC COM 670872100 43 4978 SH DEFINED 01 02 0 4978 0 OM GROUP INC COM 670872100 3 325 SH DEFINED 01 03 0 325 0 OSI SYSTEMS INC.. COM 671044105 633 40040 SH DEFINED 01 40040 0 0 OAK HILL FINANCIAL INC COM 671337103 497 20600 SH DEFINED 01 20600 0 0 OAK HILL FINANCIAL INC COM 671337103 30 1242 SH DEFINED 01 02 0 1242 0 OAK HILL FINANCIAL INC COM 671337103 2 85 SH DEFINED 01 03 0 85 0 OAK HILL CONTING LTD COM 671390995 5000 5000000 SH DEFINED 01 05 0 0 5000000 OAK TECHNOLOGY COM 671802106 357 101100 SH DEFINED 01 101100 0 0 OAK TECHNOLOGY COM 671802106 2 520 SH DEFINED 01 02 0 520 0 OAKLEY INC COM 673662102 2275 275700 SH DEFINED 01 275700 0 0 OCCIDENTAL PETROLEUM COM 674599105 10116 337640 SH DEFINED 01 337640 0 0 OCCIDENTAL PETROLEUM COM 674599105 2510 83765 SH DEFINED 01 03 0 83765 0 OCCIDENTAL PETROLEUM COM 674599105 548 18284 SH DEFINED 01 13 0 18284 0 OCEAN ENERGY INC TEX COM 67481E106 41616 2080819 SH DEFINED 01 2080819 0 0 OCEANEERING INT`L COM 675232102 1605 73464 SH DEFINED 01 73464 0 0 OCEANEERING INT`L COM 675232102 70 3203 SH DEFINED 01 02 0 3203 0 OCEANEERING INT`L COM 675232102 4 203 SH DEFINED 01 03 0 203 0 OCULAR SCIENCES COM 675744106 2235 160800 SH DEFINED 01 160800 0 0 ODYSSEY HEALTHCARE COM 67611V101 1335 56150 SH DEFINED 01 56150 0 0 ODYSSEY HEALTHCARE COM 67611V101 107 4500 SH DEFINED 01 02 0 4500 0 ODYSSEY RE HOLDING COM 67612W108 2078 115060 SH DEFINED 01 115060 0 0 OFFICE DEPOT INC COM 676220106 6199 524017 SH DEFINED 01 524017 0 0 OFFICE DEPOT INC COM 676220106 805 68060 SH DEFINED 01 03 0 68060 0 OFFICE DEPOT INC COM 676220106 14 1200 SH DEFINED 01 12 0 1200 0 OFFICE DEPOT INC COM 676220106 366 30900 SH DEFINED 01 13 0 30900 0 OFFICE MAX COM 67622M108 1361 264300 SH DEFINED 01 264300 0 0 OFFICE MAX COM 67622M108 69 13300 SH DEFINED 01 02 0 13300 0 OFFICE MAX COM 67622M108 4 845 SH DEFINED 01 03 0 845 0 OFFSHORE LOGISTICS COM 676255102 1846 102279 SH DEFINED 01 102279 0 0 OFFSHORE LOGISTICS COM 676255102 64 3565 SH DEFINED 01 02 0 3565 0 OFFSHORE LOGISTICS COM 676255102 4 233 SH DEFINED 01 03 0 233 0 OHIO CASUALTY CORP COM 677240103 2878 222733 SH DEFINED 01 222733 0 0 OHIO POWER CO 5.900 PFD 01012 PRF 677415796 3799 36000 SH DEFINED 01 36000 0 0 OHIO POWER CO 6.020 PFD 12012 PRF 677415812 1061 10000 SH DEFINED 01 10000 0 0 OHIO POWER CO 6.350 PFD 06012 PRF 677415820 537 5000 SH DEFINED 01 5000 0 0 LUKOIL ADR COM 677862104 6453 117545 SH DEFINED 01 117545 0 0 LUKOIL ADR COM 677862104 825 15034 SH DEFINED 01 11 0 15034 0 LUKOIL ADR COM 677862104 1332 24268 SH DEFINED 01 13 0 24268 0 OIL SERVICE HOLDRS TRUST COM 678002106 1361 24725 SH DEFINED 01 02 0 0 24725 OIL STATES INTL INC COM 678026105 3329 277400 SH DEFINED 01 277400 0 0 OIL STATES INTL INC COM 678026105 74 6150 SH DEFINED 01 02 0 6150 0 OIL STATES INTL INC COM 678026105 5 402 SH DEFINED 01 03 0 402 0 OLD DOMINION FREIGHT LINE COM 679580100 1364 43300 SH DEFINED 01 43300 0 0 OLD DOMINION FREIGHT LINE COM 679580100 23 747 SH DEFINED 01 02 0 747 0 OLD DOMINION FREIGHT LINE COM 679580100 2 52 SH DEFINED 01 03 0 52 0 OLD REPUBLIC INTER COM 680223104 135 5031 SH DEFINED 01 5031 0 0 OLIN COM 680665205 1920 105661 SH DEFINED 01 105661 0 0 ARCADIA FINANCIAL COM 681593125 0 2500 SH DEFINED 01 02 0 2500 0 OMNICARE INC. COM 681904108 107 3934 SH DEFINED 01 3934 0 0 OMNICOM GROUP COM 681919106 28975 534900 SH DEFINED 01 534900 0 0 OMNICOM GROUP COM 681919106 823 15200 SH DEFINED 01 02 0 15200 0 OMNICOM GROUP COM 681919106 2248 41491 SH DEFINED 01 03 0 41491 0 OMNICOM GROUP COM 681919106 228 4200 SH DEFINED 01 13 0 4200 0 OMNIVISION TECHNOLOG. COM 682128103 2118 102200 SH DEFINED 01 102200 0 0 OMNIVISION TECHNOLOG. COM 682128103 1284 61950 SH DEFINED 01 02 0 61950 0 OMNOVA SOLUTIONS INC COM 682129101 1059 359034 SH DEFINED 01 359034 0 0 OMNOVA SOLUTIONS INC COM 682129101 23 7888 SH DEFINED 01 02 0 7888 0 OMNOVA SOLUTIONS INC COM 682129101 1 456 SH DEFINED 01 03 0 456 0 ON ASSIGNMENT INC COM 682159108 1997 472166 SH DEFINED 01 472166 0 0 ONEOK INC COM 682680103 4048 220777 SH DEFINED 01 220777 0 0 ONEOK INC COM 682680103 117 6414 SH DEFINED 01 02 0 6414 0 ONEOK INC COM 682680103 8 430 SH DEFINED 01 03 0 430 0 OPNET TECHNOLOGIES COM 683757108 547 100000 SH DEFINED 01 100000 0 0 ORACLE CORP COM COM 68389X105 60174 5546461 SH DEFINED 01 5546461 0 0 ORACLE CORP COM COM 68389X105 2995 276068 SH DEFINED 01 02 0 276068 0 ORACLE CORP COM COM 68389X105 12841 1183592 SH DEFINED 01 03 0 1183592 0 OPTION CARE INC COM 683948103 2305 271800 SH DEFINED 01 271800 0 0 OPTION CARE INC COM 683948103 2 202 SH DEFINED 01 02 0 202 0 ORBITAL SCIENCES COR COM 685564106 1043 201700 SH DEFINED 01 201700 0 0 ORBITAL SCIENCES COR COM 685564106 36 6895 SH DEFINED 01 02 0 6895 0 ORBITAL SCIENCES COR COM 685564106 2 339 SH DEFINED 01 03 0 339 0 EXP 08/31/04 WT 685564130 9 5220 SH DEFINED 01 0 0 5220 OREGON STEEL MLS INC. COM 686079104 364 155000 SH DEFINED 01 155000 0 0 O REILLY AUTOMOTIVE COM 686091109 4286 158143 SH DEFINED 01 158143 0 0 ORIENTAL FINANCIAL GROUP INC COM 68618W100 37 1688 SH DEFINED 01 02 0 1688 0 ORIENTAL FINANCIAL GROUP INC COM 68618W100 2 111 SH DEFINED 01 03 0 111 0 ORTHODONTIC CENTER COM 68750P103 2215 425128 SH DEFINED 01 425128 0 0 OSHKOSH B-GOSH CLA COM 688222207 945 36346 SH DEFINED 01 36346 0 0 OSHKOSH TRUCK CORP COM 688239201 7897 126780 SH DEFINED 01 126780 0 0 OSHKOSH TRUCK CORP COM 688239201 270 4350 SH DEFINED 01 02 0 4350 0 OSHKOSH TRUCK CORP COM 688239201 5 77 SH DEFINED 01 03 0 77 0 OSTEOTECH INC COM 688582105 314 50420 SH DEFINED 01 50420 0 0 OUTBACK STEAKHOUSE COM 689899102 112 3163 SH DEFINED 01 3163 0 0 OVERSEAS SHIPHOLD GR COM 690368105 24 1436 SH DEFINED 01 1436 0 0 OVERTURE SVCS INC COM 69039R100 892 58773 SH DEFINED 01 58773 0 0 OVERTURE SVCS INC COM 69039R100 2 150 SH DEFINED 01 02 0 150 0 OWENOK ASSOC TECHNOLOGY FUND L COM 690693999 2500 2500000 SH DEFINED 01 05 0 0 2500000 OWENS & MINOR INC COM 690732102 2684 152948 SH DEFINED 01 152948 0 0 OWENS & MINOR INC COM 690732102 2 130 SH DEFINED 01 02 0 130 0 OXFORD HEALTH COM 691471106 8681 285948 SH DEFINED 01 285948 0 0 OXFORD HEALTH COM 691471106 81 2656 SH DEFINED 01 02 0 2656 0 OXFORD HEALTH COM 691471106 41 1350 SH DEFINED 01 03 0 1350 0 OXFORD INDUSTRIES COM 691497309 550 22314 SH DEFINED 01 22314 0 0 PC-TEL INC COM 69325Q105 3808 422685 SH DEFINED 01 422685 0 0 PDI INC COM 69329V100 649 87700 SH DEFINED 01 87700 0 0 P G & E CORP COM 69331C108 5919 440156 SH DEFINED 01 440156 0 0 P G & E CORP COM 69331C108 1216 90436 SH DEFINED 01 03 0 90436 0 PFB TELECOM BV B SHS COM 69331U9Z3 0 1164433 SH DEFINED 01 0 0 1164433 PFB TELECOM BV B SHS COM 69331U9Z3 0 14903 SH DEFINED 01 02 0 0 14903 P.F. CHANGS CHINA B COM 69333Y108 3223 87100 SH DEFINED 01 87100 0 0 P.F. CHANGS CHINA B COM 69333Y108 47442 1282240 SH DEFINED 01 02 0 1282240 0 P.F. CHANGS CHINA B COM 69333Y108 1180 31900 SH DEFINED 01 03 0 31900 0 PMA CAPITAL CORP A COM 693419202 1321 195200 SH DEFINED 01 195200 0 0 PMC-SIERRA INC COM 69344F106 56 9357 SH DEFINED 01 9357 0 0 PMC-SIERRA INC COM 69344F106 6 1040 SH DEFINED 01 02 0 1040 0 PMC-SIERRA INC COM 69344F106 220 36931 SH DEFINED 01 03 0 36931 0 PMI GROUP INC. COM 69344M101 96 3768 SH DEFINED 01 3768 0 0 PMI GROUP INC. COM 69344M101 81 3175 SH DEFINED 01 02 0 3175 0 PMI GROUP CVT CONV BND 69344MAE1 521 510000 PRN DEFINED 01 0 0 510000 PMI GROUP CVT CONV BND 69344MAE1 1021 1000000 PRN DEFINED 01 02 0 0 1000000 PNC FINCL SERV GROUP COM 693475105 20454 482627 SH DEFINED 01 482627 0 0 PNC FINCL SERV GROUP COM 693475105 2655 62644 SH DEFINED 01 03 0 62644 0 POSCO. COM 693483109 104 5285 SH DEFINED 01 5285 0 0 PNM RESOURCES INC COM 69349H107 9669 429932 SH DEFINED 01 429932 0 0 PNM RESOURCES INC COM 69349H107 94 4188 SH DEFINED 01 02 0 4188 0 PNM RESOURCES INC COM 69349H107 6 285 SH DEFINED 01 03 0 285 0 PPG INDUSTRIES INC COM 693506107 4998 110882 SH DEFINED 01 110882 0 0 PPG INDUSTRIES INC COM 693506107 46 1015 SH DEFINED 01 02 0 1015 0 PPG INDUSTRIES INC COM 693506107 1701 37739 SH DEFINED 01 03 0 37739 0 PPL CORPORATION COM 69351T106 45781 1285595 SH DEFINED 01 1285595 0 0 PPL CORPORATION COM 69351T106 85 2400 SH DEFINED 01 02 0 2400 0 PPL CORPORATION COM 69351T106 1299 36472 SH DEFINED 01 03 0 36472 0 PRG-SCHULTZ INTL INC COM 69357C107 3139 435451 SH DEFINED 01 435451 0 0 PSS WORLD MEDICAL COM 69366A100 1427 218900 SH DEFINED 01 218900 0 0 PSS WORLD MEDICAL COM 69366A100 74 11339 SH DEFINED 01 02 0 11339 0 PSS WORLD MEDICAL COM 69366A100 5 777 SH DEFINED 01 03 0 777 0 PTEK HOLDINGS INC. COM 69366M104 442 118500 SH DEFINED 01 118500 0 0 PACCAR INC COM 693718108 3854 76676 SH DEFINED 01 76676 0 0 PACCAR INC COM 693718108 1343 26715 SH DEFINED 01 03 0 26715 0 PACER INTERNATIONAL INC. COM 69373H106 170 13600 SH DEFINED 01 13600 0 0 PACER INTERNATIONAL INC. COM 69373H106 516 41200 SH DEFINED 01 02 0 41200 0 PACIFIC CAP BANCORP COM 69404P101 1340 45200 SH DEFINED 01 45200 0 0 PACIFIC CAP BANCORP COM 69404P101 3 100 SH DEFINED 01 02 0 100 0 PACIFIC NORTHWEST BANCORP COM 69466M103 986 35500 SH DEFINED 01 35500 0 0 PACIFIC SUNWEAR COM 694873100 4762 234051 SH DEFINED 01 234051 0 0 PACIFIC SUNWEAR COM 694873100 106 5190 SH DEFINED 01 02 0 5190 0 PACIFICARE HLTH SYS COM 695112102 49559 2053004 SH DEFINED 01 2053004 0 0 PACIFICARE HLTH SYS COM 695112102 49 1985 SH DEFINED 01 02 0 1985 0 PACIFICARE HLTH SYS COM 695112102 3 129 SH DEFINED 01 03 0 129 0 PACKAGING CP OF AMER COM 695156109 896 49693 SH DEFINED 01 49693 0 0 PACTIV CORPORATION COM 695257105 1673 82465 SH DEFINED 01 82465 0 0 PACTIV CORPORATION COM 695257105 710 34953 SH DEFINED 01 03 0 34953 0 PALL CORP COM 696429307 137 6858 SH DEFINED 01 6858 0 0 PALL CORP COM 696429307 542 27119 SH DEFINED 01 03 0 27119 0 PALM INC COM 696642206 381 38190 SH DEFINED 01 38190 0 0 PANAMSAT CORP COM 697933109 42 3000 SH DEFINED 01 3000 0 0 PANAMSAT CORP COM 697933109 19 1331 SH DEFINED 01 03 0 1331 0 PAN PACIFIC RETAIL COM 69806L104 1931 51000 SH DEFINED 01 51000 0 0 PANERA BREAD CO COM 69840W108 5506 180588 SH DEFINED 01 180588 0 0 PANERA BREAD CO COM 69840W108 21673 710840 SH DEFINED 01 02 0 710840 0 PANERA BREAD CO COM 69840W108 518 17000 SH DEFINED 01 03 0 17000 0 PAPA JOHN COM 698813102 1388 55435 SH DEFINED 01 55435 0 0 PAPA JOHN COM 698813102 2 80 SH DEFINED 01 02 0 80 0 PARAMETRIC TECH CORP COM 699173100 334 154569 SH DEFINED 01 154569 0 0 PARAMETRIC TECH CORP COM 699173100 126 57920 SH DEFINED 01 03 0 57920 0 PAREXEL COM 699462107 2914 212392 SH DEFINED 01 212392 0 0 PARK ELECTROCHEMICAL COM 700416209 6483 428120 SH DEFINED 01 428120 0 0 PARK-OHIO HOLDINGS CORP. COM 700666100 35 10000 SH DEFINED 01 10000 0 0 PARK PLACE ENT COR COM 700690100 89 12543 SH DEFINED 01 12543 0 0 PARKER DRILLING. COM 701081101 513 216500 SH DEFINED 01 216500 0 0 PARKER DRILLING. COM 701081101 29 12098 SH DEFINED 01 02 0 12098 0 PARKER DRILLING. COM 701081101 2 863 SH DEFINED 01 03 0 863 0 PARKER-HANNIFIN COM 701094104 38283 988174 SH DEFINED 01 988174 0 0 PARKER-HANNIFIN COM 701094104 271 7000 SH DEFINED 01 02 0 7000 0 PARKER-HANNIFIN COM 701094104 1985 51254 SH DEFINED 01 03 0 51254 0 PARTHUSCEVA INC COM 70212E106 570 181900 SH DEFINED 01 181900 0 0 PATINA OIL AND GAS COM 703224105 5065 153961 SH DEFINED 01 153961 0 0 PATINA OIL AND GAS COM 703224105 4 112 SH DEFINED 01 02 0 112 0 PATTERSON DENTAL COM 703412106 245 5336 SH DEFINED 01 5336 0 0 PATTERSON DENTAL COM 703412106 20 430 SH DEFINED 01 03 0 430 0 PATTERSON-UTI ENERGY COM 703481101 4603 142241 SH DEFINED 01 142241 0 0 PATTERSON-UTI ENERGY COM 703481101 18 543 SH DEFINED 01 03 0 543 0 PAXONET COMMUNICATIONS INC 0% PRF 704200XX7 0 1889432 SH DEFINED 01 0 0 1889432 PAXAR CORPORATION COM 704227107 1335 116577 SH DEFINED 01 116577 0 0 PAXSON COMMUNICATION COM 704231109 175 80000 SH DEFINED 01 80000 0 0 PAXSON COMM CORP PFD 13.25 11/ PRF 704231505 1 0 SH DEFINED 01 0 0 0 PAYCHEX INC COM 704326107 124632 4537001 SH DEFINED 01 4537001 0 0 PAYCHEX INC COM 704326107 57654 2098924 SH DEFINED 01 02 0 2098924 0 PAYCHEX INC COM 704326107 7012 255294 SH DEFINED 01 03 0 255294 0 PAYLESS SHOESOURCE COM 704379106 1100 70335 SH DEFINED 01 70335 0 0 PAYLESS SHOESOURCE COM 704379106 40 2592 SH DEFINED 01 02 0 2592 0 PAYLESS SHOESOURCE COM 704379106 3 162 SH DEFINED 01 03 0 162 0 PEABODY ENERGY CORP COM 704549104 362 12968 SH DEFINED 01 12968 0 0 PEDIATRIX MEDICAL GROUP INC COM 705324101 3030 120501 SH DEFINED 01 120501 0 0 PEDIATRIX MEDICAL GROUP INC COM 705324101 32 1225 SH DEFINED 01 02 0 1225 0 PEDIATRIX MEDICAL GROUP INC COM 705324101 2 79 SH DEFINED 01 03 0 79 0 12.75% STRIP 1/1/07 PRF 70558A502 0 3 SH DEFINED 01 0 0 3 PEGASUS SOLUTIONS COM 705906105 818 72992 SH DEFINED 01 72992 0 0 PEMSTAR INC. COM 706552106 548 250000 SH DEFINED 01 250000 0 0 PENFORD CORP COM 707051108 277 23148 SH DEFINED 01 23148 0 0 PENNEY J C COM 708160106 3318 168945 SH DEFINED 01 168945 0 0 PENNEY J C COM 708160106 58 2974 SH DEFINED 01 02 0 2974 0 PENNEY J C COM 708160106 1177 59932 SH DEFINED 01 03 0 59932 0 JC PENNEY CVT CONV BND 708160BV7 495 490000 PRN DEFINED 01 0 0 490000 PENTAIR INC COM 709631105 4451 125904 SH DEFINED 01 125904 0 0 PENTAIR INC COM 709631105 41 1170 SH DEFINED 01 02 0 1170 0 PENTAIR INC COM 709631105 19 550 SH DEFINED 01 03 0 550 0 PEOPLES ENERGY CORP COM 711030106 361 10086 SH DEFINED 01 10086 0 0 PEOPLES ENERGY CORP COM 711030106 283 7896 SH DEFINED 01 03 0 7896 0 PEOPLE SOFT COM 712713106 18454 1206092 SH DEFINED 01 1206092 0 0 PEOPLE SOFT COM 712713106 1101 71953 SH DEFINED 01 03 0 71953 0 PEP BOYS-MANNY MOE & JACK COM 713278109 1163 152998 SH DEFINED 01 152998 0 0 PEP BOYS-MANNY MOE & JACK COM 713278109 44 5788 SH DEFINED 01 02 0 5788 0 PEP BOYS-MANNY MOE & JACK COM 713278109 3 372 SH DEFINED 01 03 0 372 0 PEPCO HOLDINGS INC COM 713291102 119 6829 SH DEFINED 01 6829 0 0 PEPSI BOTTLING GROUP INC COM 713409100 9613 536128 SH DEFINED 01 536128 0 0 PEPSI BOTTLING GROUP INC COM 713409100 2080 116000 SH DEFINED 01 02 0 116000 0 PEPSI BOTTLING GROUP INC COM 713409100 1109 61859 SH DEFINED 01 03 0 61859 0 PEPSIAMERICAS INC COM 71343P200 2073 176272 SH DEFINED 01 176272 0 0 PEPSICO COM 713448108 337398 8434928 SH DEFINED 01 8434928 0 0 PEPSICO COM 713448108 8894 222363 SH DEFINED 01 02 0 222363 0 PEPSICO COM 713448108 15325 383115 SH DEFINED 01 03 0 383115 0 PEPSICO COM 713448108 12 300 SH DEFINED 01 12 0 300 0 PEPSICO COM 713448108 464 11600 SH DEFINED 01 13 0 11600 0 PERENNIAL IVESTR LP COM 713663995 4000 4000000 SH DEFINED 01 05 0 0 4000000 PEREGRINE SYSTEMS COM 71366Q101 0 1314 SH DEFINED 01 1314 0 0 PERFORMANCE FOOD COM 713755106 11659 380252 SH DEFINED 01 380252 0 0 PERFORMANCE FOOD COM 713755106 320 10446 SH DEFINED 01 02 0 10446 0 PERFORMANCE FOOD COM 713755106 549 17900 SH DEFINED 01 03 0 17900 0 PERICOM SEMICOND COM 713831105 594 76389 SH DEFINED 01 76389 0 0 PERKINELMER INC COM 714046109 114 12926 SH DEFINED 01 12926 0 0 PERKINELMER INC COM 714046109 248 27866 SH DEFINED 01 03 0 27866 0 PEROT SYSTEMS CP CLA COM 714265105 4670 455200 SH DEFINED 01 455200 0 0 PERRIGO COMPANY COM 714290103 5651 475694 SH DEFINED 01 475694 0 0 PERRIGO COMPANY COM 714290103 54 4514 SH DEFINED 01 02 0 4514 0 PERRIGO COMPANY COM 714290103 3 261 SH DEFINED 01 03 0 261 0 PERVASIVE SOFTWARE COM 715710109 1919 431300 SH DEFINED 01 431300 0 0 PETCO ANIMAL SUP INC. COM 716016209 262 13900 SH DEFINED 01 13900 0 0 PETROLEO BRASILEIRO COM 71654V408 29647 1956866 SH DEFINED 01 1956866 0 0 PETROLEO BRASILEIRO COM 71654V408 33 2200 SH DEFINED 01 02 0 2200 0 PETROLEO BRASILEIRO COM 71654V408 1338 88300 SH DEFINED 01 03 0 88300 0 PETROS FUND LP COM 716755996 4000 4000000 SH DEFINED 01 05 0 0 4000000 PETSMART COM 716768106 73 5806 SH DEFINED 01 5806 0 0 PETSMART COM 716768106 11 908 SH DEFINED 01 03 0 908 0 PFIZER COM 717081103 853238 27382471 SH DEFINED 01 27382471 0 0 PFIZER COM 717081103 38479 1234895 SH DEFINED 01 02 0 1234895 0 PFIZER COM 717081103 42578 1366393 SH DEFINED 01 03 0 1366393 0 PFIZER COM 717081103 19 600 SH DEFINED 01 12 0 600 0 PFIZER COM 717081103 764 24530 SH DEFINED 01 13 0 24530 0 PHARMACEUTICAL PROD COM 717124101 13553 504731 SH DEFINED 01 504731 0 0 PHARMACEUTICAL PROD COM 717124101 947 35300 SH DEFINED 01 02 0 35300 0 PHARMACEUTICAL RES. COM 717125108 4595 108166 SH DEFINED 01 108166 0 0 PHARMACEUTICAL RES. COM 717125108 4 100 SH DEFINED 01 02 0 100 0 PHARMACOPEIA. COM 71713B104 673 76700 SH DEFINED 01 76700 0 0 PHARMACOPEIA. COM 71713B104 44 5112 SH DEFINED 01 02 0 5112 0 PHARMACOPEIA. COM 71713B104 3 321 SH DEFINED 01 03 0 321 0 PHARMACIA CORP COM 71713U102 93009 2148006 SH DEFINED 01 2148006 0 0 PHARMACIA CORP COM 71713U102 238 5475 SH DEFINED 01 02 0 5475 0 PHARMACIA CORP COM 71713U102 12401 286400 SH DEFINED 01 03 0 286400 0 PHARMACIA CORP COM 71713U102 26 600 SH DEFINED 01 12 0 600 0 PHARMACIA CORP COM 71713U102 1477 34100 SH DEFINED 01 13 0 34100 0 PHELPS DODGE COM 717265102 8728 268696 SH DEFINED 01 268696 0 0 PHELPS DODGE COM 717265102 443 13630 SH DEFINED 01 02 0 13630 0 PHELPS DODGE COM 717265102 637 19607 SH DEFINED 01 03 0 19607 0 PHILADELPHIA CONS HD COM 717528103 2303 63968 SH DEFINED 01 63968 0 0 PHILADELPHIA SUBN COM 718009608 7088 322930 SH DEFINED 01 322930 0 0 PHILLIPS-VAN HEUSEN COM 718592108 2439 197447 SH DEFINED 01 197447 0 0 PHILLIPS-VAN HEUSEN COM 718592108 59 4806 SH DEFINED 01 02 0 4806 0 PHILLIPS-VAN HEUSEN COM 718592108 4 310 SH DEFINED 01 03 0 310 0 PHOENIX COMPANIES COM 71902E109 4070 562094 SH DEFINED 01 562094 0 0 PHOENIX TECHNOLOGY COM 719153108 310 73005 SH DEFINED 01 73005 0 0 PHOTON DYNAMICS COM 719364101 1034 63229 SH DEFINED 01 63229 0 0 PHOTON DYNAMICS COM 719364101 1 90 SH DEFINED 01 02 0 90 0 PHOTRONICS CORP COM 719405102 1601 134744 SH DEFINED 01 134744 0 0 PIEDMONT NATURAL GAS COM 720186105 3510 98459 SH DEFINED 01 98459 0 0 PIER ONE IMPORTS INC COM 720279108 3152 198753 SH DEFINED 01 198753 0 0 PINNACLE ENTERTAIN COM 723456109 376 76958 SH DEFINED 01 76958 0 0 PINNACLE SYSTEMS INC COM 723481107 3127 300380 SH DEFINED 01 300380 0 0 PINNACLE SYSTEMS INC COM 723481107 2 210 SH DEFINED 01 02 0 210 0 PINNACLE WEST CAPITA COM 723484101 1399 42073 SH DEFINED 01 42073 0 0 PINNACLE WEST CAPITA COM 723484101 663 19941 SH DEFINED 01 03 0 19941 0 PIONEER NATURAL RES COM 723787107 812 32323 SH DEFINED 01 32323 0 0 PIONEER STANDARD ELE COM 723877106 1850 219243 SH DEFINED 01 219243 0 0 PIONEER STANDARD ELE COM 723877106 33 3812 SH DEFINED 01 02 0 3812 0 PIONEER STANDARD ELE COM 723877106 2 242 SH DEFINED 01 03 0 242 0 PITNEY BOWES COM 724479100 20039 627747 SH DEFINED 01 627747 0 0 PITNEY BOWES COM 724479100 6795 212850 SH DEFINED 01 02 0 212850 0 PITNEY BOWES COM 724479100 1684 52730 SH DEFINED 01 03 0 52730 0 PITTSTON BRINKS GRP COM 725701106 31 2264 SH DEFINED 01 2264 0 0 PIXAR COM 725811103 297 5500 SH DEFINED 01 5500 0 0 PIXAR COM 725811103 18 341 SH DEFINED 01 03 0 341 0 PIXELWORKS INC COM 72581M107 2 340 SH DEFINED 01 02 0 340 0 PLACER DOME INC COM 725906101 2989 305000 SH DEFINED 01 305000 0 0 PLAINS RESOURCES INC COM 726540503 760 71210 SH DEFINED 01 71210 0 0 PLANAR SYSTEMS INC COM 726900103 987 83895 SH DEFINED 01 83895 0 0 PLANAR SYSTEMS INC COM 726900103 1 80 SH DEFINED 01 02 0 80 0 PLANTRONICS COM 727493108 579 39652 SH DEFINED 01 39652 0 0 PLANTRONICS COM 727493108 2 150 SH DEFINED 01 02 0 150 0 PLATO LEARNING INC COM 72764Y100 448 100000 SH DEFINED 01 100000 0 0 PLEXUS CORP COM 729132100 760 83104 SH DEFINED 01 83104 0 0 PLEXUS CORP COM 729132100 1 150 SH DEFINED 01 02 0 150 0 PLUM CREEK TIMBER CO COM 729251108 222 10325 SH DEFINED 01 10325 0 0 PLUM CREEK TIMBER CO COM 729251108 880 40770 SH DEFINED 01 03 0 40770 0 POGO PRODUCING CO COM 730448107 37998 955396 SH DEFINED 01 955396 0 0 POGO PRODUCING CO COM 730448107 63912 1606985 SH DEFINED 01 02 0 1606985 0 POGO PRODUCING CO COM 730448107 4217 106050 SH DEFINED 01 03 0 106050 0 POLAR BEAR FUND COM 731060992 3828 3750000 SH DEFINED 01 05 0 0 3750000 POLARIS INDS INC COM 731068102 3351 67398 SH DEFINED 01 67398 0 0 POLARIS INDS INC COM 731068102 81 1630 SH DEFINED 01 02 0 1630 0 POLO RALPH LAUREN COM 731572103 3756 164000 SH DEFINED 01 164000 0 0 POLY COM COM 73172K104 34 4152 SH DEFINED 01 4152 0 0 POLYMEDICA CORP COM 731738100 1118 36716 SH DEFINED 01 36716 0 0 POLYONE CORP COM 73179P106 1061 271932 SH DEFINED 01 271932 0 0 POMEROY COMPUTER RES COM 731822102 212 30429 SH DEFINED 01 30429 0 0 POPE & TALBOT COM 732827100 1641 130813 SH DEFINED 01 130813 0 0 POPE & TALBOT COM 732827100 43 3460 SH DEFINED 01 02 0 3460 0 POPE & TALBOT COM 732827100 3 233 SH DEFINED 01 03 0 233 0 PORTERA SER G PFD CONV PRF 736400XX5 0 4253735 SH DEFINED 01 0 0 4253735 POSSIS MEDICAL INC. COM 737407106 829 51295 SH DEFINED 01 51295 0 0 POTASH CORP SASK INC.. COM 73755L107 3059 49500 SH DEFINED 01 49500 0 0 POTLATCH CORP COM 737628107 23 1189 SH DEFINED 01 1189 0 0 POTOMAC ELECTRIC 6.800 PFD 09 PRF 737679811 7870 154308 SH DEFINED 01 0 0 154308 POWER INTEGRATIONS COM 739276103 2901 139943 SH DEFINED 01 139943 0 0 POWER INTEGRATIONS COM 739276103 98 4730 SH DEFINED 01 02 0 4730 0 POWER-ONE INC COM 739308104 19 4458 SH DEFINED 01 4458 0 0 POWER-ONE INC COM 739308104 78 17619 SH DEFINED 01 03 0 17619 0 POWERWAVE COM 739363109 9 2742 SH DEFINED 01 2742 0 0 PRAXAIR COM 74005P104 30429 539972 SH DEFINED 01 539972 0 0 PRAXAIR COM 74005P104 447 7928 SH DEFINED 01 02 0 7928 0 PRAXAIR COM 74005P104 2010 35672 SH DEFINED 01 03 0 35672 0 PRE PAID LEGAL SVCS COM 740065107 975 56400 SH DEFINED 01 56400 0 0 PRECISION CASTPARTS COM 740189105 647 27201 SH DEFINED 01 27201 0 0 PRECISION DRILLING COM 74022D100 6655 199440 SH DEFINED 01 199440 0 0 PRESIDENTIAL LIFE CO COM 740884101 548 87057 SH DEFINED 01 87057 0 0 PRICE COMMUNICATIONS COM 741437305 27 2276 SH DEFINED 01 2276 0 0 T ROWE PRICE GROUP COM 74144T108 1298 47828 SH DEFINED 01 47828 0 0 T ROWE PRICE GROUP COM 74144T108 731 26972 SH DEFINED 01 03 0 26972 0 PRICESMART INC COM 741511109 182 12200 SH DEFINED 01 12200 0 0 PRIDE INTERNATIONAL COM 74153Q102 890 65911 SH DEFINED 01 65911 0 0 PRIMEDIA INC COM 74157K101 365 149000 SH DEFINED 01 149000 0 0 PRIMA ENERGY COM 741901201 710 37872 SH DEFINED 01 37872 0 0 PRIME HOSPITALITY CO COM 741917108 697 133822 SH DEFINED 01 133822 0 0 PRINCIPAL FINANCIAL COM 74251V102 4430 163193 SH DEFINED 01 163193 0 0 PRINCIPAL FINANCIAL COM 74251V102 1926 70965 SH DEFINED 01 03 0 70965 0 PRIORITY HEALTHCARE COM 74264T102 3713 139331 SH DEFINED 01 139331 0 0 PRIORITY HEALTHCARE COM 74264T102 168 6300 SH DEFINED 01 02 0 6300 0 PROASSURANCE CORP. COM 74267C106 5960 253400 SH DEFINED 01 253400 0 0 PROASSURANCE CORP. COM 74267C106 153 6500 SH DEFINED 01 02 0 6500 0 PROCTER & GAMBLE COM 742718109 593140 6660733 SH DEFINED 01 6660733 0 0 PROCTER & GAMBLE COM 742718109 26909 302175 SH DEFINED 01 02 0 302175 0 PROCTER & GAMBLE COM 742718109 25570 287131 SH DEFINED 01 03 0 287131 0 PROCTER & GAMBLE COM 742718109 2733 30693 SH DEFINED 01 13 0 30693 0 PRIVATEBANCORP, INC. COM 742962103 1154 50900 SH DEFINED 01 50900 0 0 PRIVATEBANCORP, INC. COM 742962103 2 105 SH DEFINED 01 02 0 105 0 PROGRESS ENERGY INC COM 743263105 38758 990015 SH DEFINED 01 990015 0 0 PROGRESS ENERGY INC COM 743263105 77 1950 SH DEFINED 01 02 0 1950 0 PROGRESS ENERGY INC COM 743263105 2060 52600 SH DEFINED 01 03 0 52600 0 PROGRESS ENERGY-CVO COM 743263AA3 0 153 SH DEFINED 01 153 0 0 PROGRESS SOFTWARE CO COM 743312100 3601 200670 SH DEFINED 01 200670 0 0 PROGRESSIVE CORP OH COM 743315103 14779 249178 SH DEFINED 01 249178 0 0 PROGRESSIVE CORP OH COM 743315103 2849 48034 SH DEFINED 01 03 0 48034 0 PROSPERITY BANCSHARE. COM 743606105 1306 78800 SH DEFINED 01 78800 0 0 PROSPERITY BANCSHARE. COM 743606105 52 3169 SH DEFINED 01 02 0 3169 0 PROSPERITY BANCSHARE. COM 743606105 3 185 SH DEFINED 01 03 0 185 0 PROTECTIVE LIFE CORP COM 743674103 2326 81466 SH DEFINED 01 81466 0 0 PROTEIN DELIVERY INC PREV PROT PRF 743690XX2 4200 6000000 SH DEFINED 01 0 0 6000000 PROTEIN DESIGN COM 74369L103 1194 161416 SH DEFINED 01 161416 0 0 PROTEIN DESIGN COM 74369L103 81 10980 SH DEFINED 01 02 0 10980 0 PROTEIN DESIGN COM 74369L103 6 781 SH DEFINED 01 03 0 781 0 PROVIDENT BANK COM 743859100 1679 72732 SH DEFINED 01 72732 0 0 PROVIDENT FINL COM 743866105 325 15300 SH DEFINED 01 15300 0 0 PROVIDENT FINANCIAL SVCS COM 74386T105 2029 128400 SH DEFINED 01 128400 0 0 PROVINCE HEALTHCARE COM 743977100 1276 144166 SH DEFINED 01 144166 0 0 PROVIDIAN FIN COM 74406A102 3331 507760 SH DEFINED 01 507760 0 0 PROVIDIAN FIN COM 74406A102 418 63751 SH DEFINED 01 03 0 63751 0 PRUDENTIAL FINANCIAL COM 744320102 33048 1129844 SH DEFINED 01 1129844 0 0 PRUDENTIAL FINANCIAL COM 744320102 784 26800 SH DEFINED 01 02 0 26800 0 PRUDENTIAL FINANCIAL COM 744320102 3668 125410 SH DEFINED 01 03 0 125410 0 PSI TECHNOLOGIES HLDGS COM 74438Q109 343 327000 SH DEFINED 01 02 0 327000 0 PUB SERV ENTERPRISE COM 744573106 78864 2149473 SH DEFINED 01 2149473 0 0 PUB SERV ENTERPRISE COM 744573106 4604 125450 SH DEFINED 01 02 0 125450 0 PUB SERV ENTERPRISE COM 744573106 1809 49318 SH DEFINED 01 03 0 49318 0 10.25 11-16-05 CVT PFD CONV PRF 744573304 31075 565000 SH DEFINED 01 0 0 565000 PUGET ENERGY INC COM 745310102 5031 236078 SH DEFINED 01 236078 0 0 PUGET ENERGY INC 7.750 PFD 02 PRF 745332817 2595 25069 SH DEFINED 01 0 0 25069 PULITZER INC COM 745769109 2265 52000 SH DEFINED 01 52000 0 0 PULTE HOMES INC COM 745867101 3644 72658 SH DEFINED 01 72658 0 0 PULTE HOMES INC COM 745867101 677 13497 SH DEFINED 01 03 0 13497 0 QRS CORP COM 74726X105 230 46895 SH DEFINED 01 46895 0 0 QLOGIC CORP COM 747277101 10444 281237 SH DEFINED 01 281237 0 0 QLOGIC CORP COM 747277101 381 10215 SH DEFINED 01 02 0 10215 0 QLOGIC CORP COM 747277101 792 21329 SH DEFINED 01 03 0 21329 0 QUAKER CHEMICAL CORP COM 747316107 565 27673 SH DEFINED 01 27673 0 0 QUAKER CITY BANCORP COM 74731K106 1967 57975 SH DEFINED 01 57975 0 0 QUAKER CITY BANCORP COM 74731K106 78 2295 SH DEFINED 01 02 0 2295 0 QUAKER CITY BANCORP COM 74731K106 6 164 SH DEFINED 01 03 0 164 0 QUALCOMM COM 747525103 26303 729415 SH DEFINED 01 729415 0 0 QUALCOMM COM 747525103 391 10850 SH DEFINED 01 02 0 10850 0 QUALCOMM COM 747525103 6501 180282 SH DEFINED 01 03 0 180282 0 QUALCOMM COM 747525103 2582 71583 SH DEFINED 01 13 0 71583 0 QUALSTAR CORP COM 74758R109 378 94500 SH DEFINED 01 94500 0 0 QUANEX CORP COM 747620102 3111 98144 SH DEFINED 01 98144 0 0 QUANEX CORP COM 747620102 58 1848 SH DEFINED 01 02 0 1848 0 QUANEX CORP COM 747620102 4 119 SH DEFINED 01 03 0 119 0 QUANTA SERVICES INC COM 74762E102 335 104657 SH DEFINED 01 104657 0 0 QUANTUM CORP COM 747906204 1675 464004 SH DEFINED 01 464004 0 0 QUANTUM CORP COM 747906204 63 17354 SH DEFINED 01 02 0 17354 0 QUANTUM CORP COM 747906204 4 1139 SH DEFINED 01 03 0 1139 0 QUEST DIAGNOSTICS COM 74834L100 10151 170070 SH DEFINED 01 170070 0 0 QUEST DIAGNOSTICS COM 74834L100 201 3385 SH DEFINED 01 02 0 3385 0 QUEST DIAGNOSTICS COM 74834L100 1385 23200 SH DEFINED 01 03 0 23200 0 QUEST SOFTWARE INC COM 74834T103 889 98700 SH DEFINED 01 98700 0 0 QUEST SOFTWARE INC COM 74834T103 50 5550 SH DEFINED 01 02 0 5550 0 QUESTAR COM 748356102 27057 915019 SH DEFINED 01 915019 0 0 QUIKSILVER INC COM 74838C106 4575 149402 SH DEFINED 01 149402 0 0 QUIKSILVER INC COM 74838C106 3 100 SH DEFINED 01 02 0 100 0 QUINTILES TRANSNATIO COM 748767100 80 6589 SH DEFINED 01 6589 0 0 QUINTILES TRANSNATIO COM 748767100 4827 396900 SH DEFINED 01 02 0 396900 0 QUINTILES TRANSNATIO COM 748767100 316 26027 SH DEFINED 01 03 0 26027 0 QUIXOTE CORP. COM 749056107 1 70 SH DEFINED 01 02 0 70 0 QWEST COMM INTL INC COM 749121109 4445 1273437 SH DEFINED 01 1273437 0 0 QWEST COMM INTL INC COM 749121109 1310 375548 SH DEFINED 01 03 0 375548 0 R & G FINANCIAL CORP COM 749136107 1734 78850 SH DEFINED 01 78850 0 0 R & G FINANCIAL CORP COM 749136107 37 1701 SH DEFINED 01 02 0 1701 0 R & G FINANCIAL CORP COM 749136107 2 108 SH DEFINED 01 03 0 108 0 RAM CAPITAL LLC COM 749200994 12550 12500000 SH DEFINED 01 05 0 0 12500000 RFS HOTEL. COM 74955J108 970 100000 SH DEFINED 01 100000 0 0 RH DONNELLEY CORP COM 74955W307 2965 99900 SH DEFINED 01 99900 0 0 RH DONNELLEY CORP COM 74955W307 4 150 SH DEFINED 01 02 0 150 0 RLI CORP COM 749607107 4541 169037 SH DEFINED 01 169037 0 0 RLI CORP COM 749607107 85 3175 SH DEFINED 01 02 0 3175 0 RLI CORP COM 749607107 6 207 SH DEFINED 01 03 0 207 0 RPC INC COM 749660106 723 79000 SH DEFINED 01 79000 0 0 RPM INC OHIO COM 749685103 11860 1129422 SH DEFINED 01 1129422 0 0 RPM INC OHIO COM 749685103 1190 113350 SH DEFINED 01 02 0 113350 0 RSA SECURITY INC COM 749719100 500 70373 SH DEFINED 01 70373 0 0 RTI INTL METALS COM 74973W107 2557 260953 SH DEFINED 01 260953 0 0 RMH TELESERVICES COM 749938106 1251 192400 SH DEFINED 01 192400 0 0 RF MICRO DEVICES INC COM 749941100 46 7615 SH DEFINED 01 7615 0 0 RF MICRO DEVICES INC COM 749941100 8 1371 SH DEFINED 01 03 0 1371 0 RACING CHAMPION. COM 750069106 3874 252400 SH DEFINED 01 252400 0 0 RADIAN GROUP INC COM 750236101 4559 136601 SH DEFINED 01 136601 0 0 RADIAN GROUP INC COM 750236101 81 2413 SH DEFINED 01 02 0 2413 0 RADIAN GROUP INC COM 750236101 22 650 SH DEFINED 01 03 0 650 0 RADIANT SYSTEMS COM 75025N102 614 82985 SH DEFINED 01 82985 0 0 RADIO ONE INC -CL D COM 75040P405 1516 114490 SH DEFINED 01 114490 0 0 RADIO ONE INC -CL D COM 75040P405 2811 212300 SH DEFINED 01 02 0 212300 0 RADIOSHACK CORP COM 750438103 4862 218143 SH DEFINED 01 218143 0 0 RADIOSHACK CORP COM 750438103 74 3339 SH DEFINED 01 02 0 3339 0 RADIOSHACK CORP COM 750438103 828 37147 SH DEFINED 01 03 0 37147 0 RADISYS COM 750459109 840 126691 SH DEFINED 01 126691 0 0 RADISYS COM 750459109 2 230 SH DEFINED 01 02 0 230 0 RAINBOW TECHNOLOGIES COM 750862104 1642 174002 SH DEFINED 01 174002 0 0 RAINBOW TECHNOLOGIES COM 750862104 54 5781 SH DEFINED 01 02 0 5781 0 RAINBOW TECHNOLOGIES COM 750862104 3 364 SH DEFINED 01 03 0 364 0 RAINDANCE COMMUN INC COM 75086X106 672 400000 SH DEFINED 01 400000 0 0 RAMBUS INC COM 750917106 918 69500 SH DEFINED 01 69500 0 0 RAMBUS INC COM 750917106 2 140 SH DEFINED 01 02 0 140 0 RALCORP HOLDINGS INC COM 751028101 4568 175406 SH DEFINED 01 175406 0 0 RALCORP HOLDINGS INC COM 751028101 80 3079 SH DEFINED 01 02 0 3079 0 RALCORP HOLDINGS INC COM 751028101 6 220 SH DEFINED 01 03 0 220 0 RAMCO-GERSHENSON PROPERTIES COM 751452202 428 19475 SH DEFINED 01 19475 0 0 RANGE RESOURCES COM 75281A109 1006 176200 SH DEFINED 01 176200 0 0 RANGE RESOURCES COM 75281A109 51 8746 SH DEFINED 01 02 0 8746 0 RANGE RESOURCES COM 75281A109 3 546 SH DEFINED 01 03 0 546 0 RANDGOLD & EXPLORATION-ADR COM 753009307 2768 250000 SH DEFINED 01 250000 0 0 RARE HOSPITALITY INT COM 753820109 5361 192550 SH DEFINED 01 192550 0 0 RARE HOSPITALITY INT COM 753820109 4 135 SH DEFINED 01 02 0 135 0 RAVEN INDUSTRIES INC COM 754212108 554 33100 SH DEFINED 01 02 0 33100 0 RAYMOND JAMES FIN COM 754730109 4575 176870 SH DEFINED 01 176870 0 0 RAYONIER COM 754907103 875 19844 SH DEFINED 01 19844 0 0 RAYOVAC CORP COM 755081106 33 3000 SH DEFINED 01 3000 0 0 RAYTECH CORP-DEL. COM 755103108 18 3100 SH DEFINED 01 3100 0 0 RAYTHEON CO. COM 755111507 26744 942674 SH DEFINED 01 942674 0 0 RAYTHEON CO. COM 755111507 2554 90031 SH DEFINED 01 03 0 90031 0 READERS DIGEST ASSN COM 755267101 324 31700 SH DEFINED 01 31700 0 0 REALITY INCOME CORP COM 756109104 1287 36000 SH DEFINED 01 36000 0 0 RED HAT COM 756577102 1205 221900 SH DEFINED 01 221900 0 0 RED HAT COM 756577102 1 250 SH DEFINED 01 02 0 250 0 REDWOOD TRUST INC. COM 758075402 60 1844 SH DEFINED 01 02 0 1844 0 REDWOOD TRUST INC. COM 758075402 4 117 SH DEFINED 01 03 0 117 0 REEBOK INTERNATIONAL COM 758110100 6812 207357 SH DEFINED 01 207357 0 0 REEBOK INTERNATIONAL COM 758110100 458 13947 SH DEFINED 01 03 0 13947 0 REGAL BELOIT COM 758750103 2463 160836 SH DEFINED 01 160836 0 0 REGAL BELOIT COM 758750103 58 3836 SH DEFINED 01 02 0 3836 0 REGAL BELOIT COM 758750103 4 258 SH DEFINED 01 03 0 258 0 REGAL ENTERTAINMENT. COM 758766109 416 23200 SH DEFINED 01 23200 0 0 REGENT COMMUNICATION. COM 758865109 894 188150 SH DEFINED 01 188150 0 0 REGENT COMMUNICATION. COM 758865109 1 150 SH DEFINED 01 02 0 150 0 REGENERON PHARMACEUT COM 75886F107 1395 185584 SH DEFINED 01 185584 0 0 REGENERON PHARMACEUT COM 75886F107 1 100 SH DEFINED 01 02 0 100 0 REGENERATION TECH COM 75886N100 1911 212300 SH DEFINED 01 212300 0 0 REGIS CORP MINN COM 758932107 4084 163948 SH DEFINED 01 163948 0 0 REGIS CORP MINN COM 758932107 24 989 SH DEFINED 01 02 0 989 0 REGIS CORP MINN COM 758932107 2 67 SH DEFINED 01 03 0 67 0 REGIONS FINL CORP COM 758940100 6463 199450 SH DEFINED 01 199450 0 0 REGIONS FINL CORP COM 758940100 1596 49278 SH DEFINED 01 03 0 49278 0 REHABCARE GROUP INC COM 759148109 3761 210701 SH DEFINED 01 210701 0 0 REINSURANCE GP OF AM COM 759351109 3682 140100 SH DEFINED 01 140100 0 0 RELIANCE STEEL & ALU COM 759509102 1423 94231 SH DEFINED 01 94231 0 0 REMEC INC COM 759543101 2095 436450 SH DEFINED 01 436450 0 0 REMEC INC COM 759543101 1 200 SH DEFINED 01 02 0 200 0 REMINGTON OIL & GAS COM 759594302 2741 160938 SH DEFINED 01 160938 0 0 RENAL CARE GROUP. COM 759930100 4856 155750 SH DEFINED 01 155750 0 0 RENAL CARE GROUP. COM 759930100 81 2606 SH DEFINED 01 02 0 2606 0 REPSOL YPF SA COM 76026T205 125 8700 SH DEFINED 01 8700 0 0 REPUBLIC SRVS CL-A COM 760759100 1128 56838 SH DEFINED 01 56838 0 0 REPUBLIC SRVS CL-A COM 760759100 80 4038 SH DEFINED 01 02 0 4038 0 RANBAXX LABS COM 760990986 79 5558 SH DEFINED 01 13 0 0 5558 RESMED INC COM 761152107 3137 98097 SH DEFINED 01 98097 0 0 RESOURCES CONNECTION. COM 76122Q105 102 4800 SH DEFINED 01 02 0 4800 0 RESPIRONICS INC COM 761230101 5286 153816 SH DEFINED 01 153816 0 0 RESPIRONICS INC COM 761230101 2 70 SH DEFINED 01 02 0 70 0 RETAILEXCHANGE.COM INC 0% PFD PRF 761270XX0 0 1571429 SH DEFINED 01 0 0 1571429 WRTS - BUY CVT PFD WT 761270XY8 0 139736 SH DEFINED 01 0 0 139736 RETEK INC COM 76128Q109 1257 217963 SH DEFINED 01 217963 0 0 RETEK INC COM 76128Q109 2 260 SH DEFINED 01 02 0 260 0 REYNOLDS & REYNOLDS COM 761695105 71 2813 SH DEFINED 01 2813 0 0 RJ REYNOLDS TOBACCO COM 76182K105 1803 55883 SH DEFINED 01 55883 0 0 RJ REYNOLDS TOBACCO COM 76182K105 604 18710 SH DEFINED 01 03 0 18710 0 RIGGS NATL CORP WASH COM 766570105 1214 84580 SH DEFINED 01 84580 0 0 RIGHT MANAGEMENT CON. COM 766573109 883 67950 SH DEFINED 01 67950 0 0 RIGHT MANAGEMENT CON. COM 766573109 1 65 SH DEFINED 01 02 0 65 0 ROADWAY CORP COM 769742107 1925 57439 SH DEFINED 01 57439 0 0 ROBBINS & MYERS INC COM 770196103 1119 83134 SH DEFINED 01 83134 0 0 ROBBINS & MYERS INC COM 770196103 39 2949 SH DEFINED 01 02 0 2949 0 ROBBINS & MYERS INC COM 770196103 3 188 SH DEFINED 01 03 0 188 0 ROBERT HALF INTL INC COM 770323103 14377 1080156 SH DEFINED 01 1080156 0 0 ROBERT HALF INTL INC COM 770323103 730 54820 SH DEFINED 01 02 0 54820 0 ROBERT HALF INTL INC COM 770323103 1607 120720 SH DEFINED 01 03 0 120720 0 ROCHE HOLDINGS ADR COM 771195104 28 460 SH DEFINED 01 02 0 460 0 RGS ENERGY GROUP INC 6.60 PFD PRF 771367828 10403 100000 SH DEFINED 01 0 0 100000 ROCK TENN CO COM 772739207 1308 102160 SH DEFINED 01 102160 0 0 ROCKWELL AUTOMATION INC COM 773903109 45924 2218611 SH DEFINED 01 2218611 0 0 ROCKWELL AUTOMATION INC COM 773903109 2686 129772 SH DEFINED 01 02 0 129772 0 ROCKWELL AUTOMATION INC COM 773903109 848 40946 SH DEFINED 01 03 0 40946 0 ROCKWELL COLLINS COM 774341101 184 10023 SH DEFINED 01 10023 0 0 ROCKWELL COLLINS COM 774341101 727 39587 SH DEFINED 01 03 0 39587 0 ROGERS COMM INC CLB COM 775109200 320 30000 SH DEFINED 01 30000 0 0 ROGERS CORP COM 775133101 1396 46972 SH DEFINED 01 46972 0 0 ROHM & HAAS CO COM 775371107 21979 738017 SH DEFINED 01 738017 0 0 ROHM & HAAS CO COM 775371107 109 3650 SH DEFINED 01 02 0 3650 0 ROHM & HAAS CO COM 775371107 1468 49295 SH DEFINED 01 03 0 49295 0 ROLLINS COM 775711104 965 41917 SH DEFINED 01 41917 0 0 ROPER INC NEW COM 776696106 2685 93069 SH DEFINED 01 93069 0 0 ROSLYN BANCORP INC COM 778162107 62 3462 SH DEFINED 01 3462 0 0 ROSLYN BANCORP INC COM 778162107 34 1897 SH DEFINED 01 02 0 1897 0 ROSS STORES COM 778296103 479 13234 SH DEFINED 01 13234 0 0 ROSS STORES COM 778296103 18 503 SH DEFINED 01 03 0 503 0 ROWAN COMPANIES INC. COM 779382100 5901 300159 SH DEFINED 01 300159 0 0 ROWAN COMPANIES INC. COM 779382100 1253 63750 SH DEFINED 01 02 0 63750 0 ROWAN COMPANIES INC. COM 779382100 406 20634 SH DEFINED 01 03 0 20634 0 ROXIO INC COM 780008108 1265 204043 SH DEFINED 01 204043 0 0 ROYAL APPLIANCE COM 780076105 279 38034 SH DEFINED 01 38034 0 0 ROYAL CARIBBEAN CVT CONV BND 780153AK8 520 1330000 PRN DEFINED 01 0 0 1330000 ROYAL DUTCH PETRO COM 780257804 2649 65000 SH DEFINED 01 65000 0 0 ROYAL DUTCH PETRO COM 780257804 33 800 SH DEFINED 01 02 0 800 0 RUBY TUESDAY INC COM COM 781182100 780 38210 SH DEFINED 01 38210 0 0 RUDDICK CORP COM 781258108 24 1942 SH DEFINED 01 1942 0 0 RUDOLPH TECHNOLOGIES COM 781270103 1392 96368 SH DEFINED 01 96368 0 0 RUDOLPH TECHNOLOGIES COM 781270103 1 80 SH DEFINED 01 02 0 80 0 RUSS BERRIE & CO COM 782233100 1944 60746 SH DEFINED 01 60746 0 0 RUSSELL CORP COM 782352108 1672 95529 SH DEFINED 01 95529 0 0 RYANAIR HOLDINGS ADR. COM 783513104 17 399 SH DEFINED 01 03 0 399 0 RYANS FAMILY STEAK COM 783519101 6462 615342 SH DEFINED 01 615342 0 0 RYANS FAMILY STEAK COM 783519101 2 180 SH DEFINED 01 02 0 180 0 RYDER SYSTEM COM 783549108 996 48530 SH DEFINED 01 48530 0 0 RYDER SYSTEM COM 783549108 81 3939 SH DEFINED 01 02 0 3939 0 RYDER SYSTEM COM 783549108 283 13785 SH DEFINED 01 03 0 13785 0 RYERSON TULL INC COM 78375P107 460 73643 SH DEFINED 01 73643 0 0 RYLAND GROUP INC COM 783764103 3603 83430 SH DEFINED 01 83430 0 0 SBC COMMUNICATIONS COM 78387G103 46483 2317184 SH DEFINED 01 2317184 0 0 SBC COMMUNICATIONS COM 78387G103 117 5850 SH DEFINED 01 02 0 5850 0 SBC COMMUNICATIONS COM 78387G103 14754 735474 SH DEFINED 01 03 0 735474 0 SBC COMMUNICATIONS COM 78387G103 2091 104256 SH DEFINED 01 13 0 104256 0 SBS TECH INC COM 78387P103 315 43333 SH DEFINED 01 43333 0 0 SCM MICROSYSTEMS INC COM 784018103 116 46575 SH DEFINED 01 46575 0 0 SCP POOL CORP COM 784028102 3691 124219 SH DEFINED 01 124219 0 0 SCP POOL CORP COM 784028102 3 90 SH DEFINED 01 02 0 90 0 SCPIE HOLDINGS INC COM 78402P104 182 29160 SH DEFINED 01 29160 0 0 SEI INVESTMENTS CO COM 784117103 116 4426 SH DEFINED 01 4426 0 0 EXP 2/1/07 WT 78422P118 0 3000 SH DEFINED 01 0 0 3000 SEGA GAMEWORKS (SGW)HOLDINGS 1 PRF 78422P209 0 228143 SH DEFINED 01 0 0 228143 SAGA GAME WORKS INC CONV PRF 78422P993 0 96768 SH DEFINED 01 0 0 96768 SJW CORP. COM 784305104 459 6000 SH DEFINED 01 6000 0 0 SK TELECOM LTD -ADR COM 78440P108 106 7771 SH DEFINED 01 7771 0 0 SK TELECOM LTD -ADR COM 78440P108 720 52895 SH DEFINED 01 11 0 52895 0 SL GREEN REALTY COM 78440X101 1766 57800 SH DEFINED 01 57800 0 0 SL INDS INC. COM 784413106 42 7200 SH DEFINED 01 7200 0 0 SLM CORP COM 78442P106 412019 3714555 SH DEFINED 01 3714555 0 0 SLM CORP COM 78442P106 8625 77780 SH DEFINED 01 02 0 77780 0 SLM CORP COM 78442P106 3807 34320 SH DEFINED 01 03 0 34320 0 SLM CORP COM 78442P106 56 503 SH DEFINED 01 13 0 503 0 SPS TECHNOLOGIES COM 784626103 2510 102868 SH DEFINED 01 102868 0 0 S&P 500 DEP RECPT COM 78462F103 883 10400 SH DEFINED 01 0 0 10400 S&P 500 DEP RECPT COM 78462F103 1711 20155 SH DEFINED 01 02 0 0 20155 S&P 500 DEP RECPT COM 78462F103 760 8950 SH DEFINED 01 13 0 0 8950 SPSS INC COM 78462K102 1516 133838 SH DEFINED 01 133838 0 0 SPX CORP COM 784635104 115 3361 SH DEFINED 01 3361 0 0 S1 CORPORATION COM 78463B101 1602 312800 SH DEFINED 01 312800 0 0 S1 CORPORATION COM 78463B101 1 280 SH DEFINED 01 02 0 280 0 SRA INTERNATIONAL INC.. COM 78464R105 444 18720 SH DEFINED 01 18720 0 0 SRA INTERNATIONAL INC.. COM 78464R105 31 1274 SH DEFINED 01 02 0 1274 0 SRA INTERNATIONAL INC.. COM 78464R105 2 79 SH DEFINED 01 03 0 79 0 SWS GROUP INC COM 78503N107 6278 445896 SH DEFINED 01 445896 0 0 SABRE FUND INVEST LP COM 785900994 4119 4100000 SH DEFINED 01 05 0 0 4100000 SABRE HOLDINGS CORP COM 785905100 126 7959 SH DEFINED 01 7959 0 0 SABRE HOLDINGS CORP COM 785905100 501 31463 SH DEFINED 01 03 0 31463 0 SAFECO CORP COM 786429100 61086 1746802 SH DEFINED 01 1746802 0 0 SAFECO CORP COM 786429100 1066 30490 SH DEFINED 01 03 0 30490 0 SAFENET INC COM 78645R107 1338 65400 SH DEFINED 01 65400 0 0 SAFENET INC COM 78645R107 68 3340 SH DEFINED 01 02 0 3340 0 SAFENET INC COM 78645R107 4 207 SH DEFINED 01 03 0 207 0 SAFEWAY INC. COM 786514208 26151 1381435 SH DEFINED 01 1381435 0 0 SAFEWAY INC. COM 786514208 409 21610 SH DEFINED 01 02 0 21610 0 SAFEWAY INC. COM 786514208 2963 156503 SH DEFINED 01 03 0 156503 0 SAGE CAPITAL COM 786630996 7589 7500000 SH DEFINED 01 05 0 0 7500000 ST JOE PAPER CORP COM 790148100 3365 123700 SH DEFINED 01 123700 0 0 ST JUDE MEDICAL COM 790849103 79223 1625047 SH DEFINED 01 1625047 0 0 ST JUDE MEDICAL COM 790849103 1115 22870 SH DEFINED 01 02 0 22870 0 ST JUDE MEDICAL COM 790849103 3326 68243 SH DEFINED 01 03 0 68243 0 ST MARY LD & EXPL COM 792228108 7242 289095 SH DEFINED 01 289095 0 0 ST MARY LD & EXPL COM 792228108 220 8782 SH DEFINED 01 02 0 8782 0 ST MARY LD & EXPL COM 792228108 8 316 SH DEFINED 01 03 0 316 0 ST PAUL COMPANIES COM 792860108 37954 1193492 SH DEFINED 01 1193492 0 0 ST PAUL COMPANIES COM 792860108 942 29600 SH DEFINED 01 02 0 29600 0 ST PAUL COMPANIES COM 792860108 1589 49958 SH DEFINED 01 03 0 49958 0 ST PAUL COMPANIES PFD CVT CONV PRF 792860306 30774 491200 SH DEFINED 01 0 0 491200 SAKS INC COM 79377W108 46 5942 SH DEFINED 01 5942 0 0 SALEM COMM.. COM 794093104 212 13000 SH DEFINED 01 13000 0 0 SALTON INC COM 795757103 348 33182 SH DEFINED 01 33182 0 0 SALTON INC COM 795757103 49 4573 SH DEFINED 01 02 0 4573 0 SALTON INC COM 795757103 3 303 SH DEFINED 01 03 0 303 0 SAMSUNG ELECTR GDR COM 796050888 421 3722 SH DEFINED 01 3722 0 0 SAMSUNG ELECTR GDR COM 796050888 1017 9000 SH DEFINED 01 11 0 9000 0 SAN DIEGO GAS & ELEC COMPANY 1 PRF 797440831 1434 56525 SH DEFINED 01 0 0 56525 SANCHEZ COMP ASS INC COM 799702105 666 162000 SH DEFINED 01 162000 0 0 SANDERSON FARMS INC COM 800013104 54 2820 SH DEFINED 01 02 0 2820 0 SANDERSON FARMS INC COM 800013104 3 173 SH DEFINED 01 03 0 173 0 SAN-DISK COM 80004C101 1049 62377 SH DEFINED 01 62377 0 0 SAN-DISK COM 80004C101 123 7323 SH DEFINED 01 02 0 7323 0 SAN-DISK COM 80004C101 2 96 SH DEFINED 01 03 0 96 0 SANDY SPRINGS & SVNG COM 800363103 1098 33650 SH DEFINED 01 33650 0 0 SANDY SPRINGS & SVNG COM 800363103 16 494 SH DEFINED 01 02 0 494 0 SANDY SPRINGS & SVNG COM 800363103 2 63 SH DEFINED 01 03 0 63 0 SANMINA-SCI CORP. COM 800907107 943 233476 SH DEFINED 01 233476 0 0 SANMINA-SCI CORP. COM 800907107 5315 1315300 SH DEFINED 01 02 0 1315300 0 SANMINA-SCI CORP. COM 800907107 468 115932 SH DEFINED 01 03 0 115932 0 SANGSTAT MEDICAL CP COM 801003104 859 87600 SH DEFINED 01 87600 0 0 SANGSTAT MEDICAL CP COM 801003104 2 170 SH DEFINED 01 02 0 170 0 SARA LEE CORP COM 803111103 33941 1815039 SH DEFINED 01 1815039 0 0 SARA LEE CORP COM 803111103 399 21338 SH DEFINED 01 02 0 21338 0 SARA LEE CORP COM 803111103 4653 248803 SH DEFINED 01 03 0 248803 0 SATYAM COMPUTER SVCS ADR COM 804098101 77 9280 SH DEFINED 01 9280 0 0 SAUCONY INC - CL B COM 804120202 463 48100 SH DEFINED 01 02 0 0 48100 SAUER-DANFOSS INC. COM 804137107 52 6510 SH DEFINED 01 02 0 6510 0 SAUER-DANFOSS INC. COM 804137107 3 426 SH DEFINED 01 03 0 426 0 SCANA CORP COM 80589M102 33050 1104622 SH DEFINED 01 1104622 0 0 SCANSOURCE INC COM 806037107 379 20200 SH DEFINED 01 20200 0 0 SCANSOURCE INC COM 806037107 1 60 SH DEFINED 01 02 0 60 0 SCANSOFT INC. COM 80603P107 1384 307400 SH DEFINED 01 307400 0 0 HENRY SCHEIN INC COM 806407102 1382 30636 SH DEFINED 01 30636 0 0 HENRY SCHEIN INC COM 806407102 12 270 SH DEFINED 01 03 0 270 0 SCHERING PLOUGH COM 806605101 112667 6318979 SH DEFINED 01 6318979 0 0 SCHERING PLOUGH COM 806605101 1864 104500 SH DEFINED 01 02 0 104500 0 SCHERING PLOUGH COM 806605101 6503 364727 SH DEFINED 01 03 0 364727 0 SCHLUMBERGER LTD COM 806857108 343228 9029908 SH DEFINED 01 9029908 0 0 SCHLUMBERGER LTD COM 806857108 15122 397833 SH DEFINED 01 02 0 397833 0 SCHLUMBERGER LTD COM 806857108 5340 140493 SH DEFINED 01 03 0 140493 0 SCHOLASTIC CORP COM 807066105 1977 73492 SH DEFINED 01 73492 0 0 SCHOOL SPECIALTY INC COM 807863105 972 54684 SH DEFINED 01 54684 0 0 SCHULMAN (A.) INC COM 808194104 1271 87445 SH DEFINED 01 87445 0 0 SCHWAB CHARLES CORP COM 808513105 629 87128 SH DEFINED 01 87128 0 0 SCHWAB CHARLES CORP COM 808513105 209 28840 SH DEFINED 01 02 0 28840 0 SCHWAB CHARLES CORP COM 808513105 2140 296395 SH DEFINED 01 03 0 296395 0 SCHWEITZER MAUDUIT COM 808541106 996 44286 SH DEFINED 01 44286 0 0 SCIENTIFIC ATLANTA COM 808655104 5430 395233 SH DEFINED 01 395233 0 0 SCIENTIFIC ATLANTA COM 808655104 463 33718 SH DEFINED 01 03 0 33718 0 SCIENTIFIC GAMES.. COM 80874P109 810 150000 SH DEFINED 01 150000 0 0 SCIOS INC COM 808905103 4969 112800 SH DEFINED 01 112800 0 0 SCIOS INC COM 808905103 6 140 SH DEFINED 01 02 0 140 0 SCOTTS CO CLA COM 810186106 5512 106408 SH DEFINED 01 106408 0 0 SCRIPPS CO (E.W) CLA COM 811054204 3030 40000 SH DEFINED 01 40000 0 0 SCS TRANSPORTATION. COM 81111T102 797 75400 SH DEFINED 01 75400 0 0 SCS TRANSPORTATION. COM 81111T102 38 3566 SH DEFINED 01 02 0 3566 0 SCS TRANSPORTATION. COM 81111T102 2 234 SH DEFINED 01 03 0 234 0 SEACOAST BANK COR FL COM 811707306 1856 95700 SH DEFINED 01 95700 0 0 SEACOAST BANK COR FL COM 811707306 58 3070 SH DEFINED 01 02 0 3070 0 SEACOAST BANK COR FL COM 811707306 4 189 SH DEFINED 01 03 0 189 0 SEACOAST FINL SERV COM 81170Q106 3110 170442 SH DEFINED 01 170442 0 0 SEACOAST FINL SERV COM 81170Q106 103 5651 SH DEFINED 01 02 0 5651 0 SEACOAST FINL SERV COM 81170Q106 7 388 SH DEFINED 01 03 0 388 0 SEACOR SMIT INC COM 811904101 2071 59163 SH DEFINED 01 59163 0 0 SEALED AIR CORP COM 81211K100 17780 443081 SH DEFINED 01 443081 0 0 SEALED AIR CORP COM 81211K100 764 19031 SH DEFINED 01 03 0 19031 0 SEARS ROEBUCK & CO COM 812387108 11808 488930 SH DEFINED 01 488930 0 0 SEARS ROEBUCK & CO COM 812387108 1685 69774 SH DEFINED 01 03 0 69774 0 SEARS ROEBUCK & CO COM 812387108 540 22374 SH DEFINED 01 13 0 22374 0 SECURE COMPUTING CORP COM 813705100 883 240000 SH DEFINED 01 240000 0 0 SELECT MEDICAL CORP COM 816196109 1371 96200 SH DEFINED 01 96200 0 0 SELECT MEDICAL CORP COM 816196109 685 48060 SH DEFINED 01 02 0 48060 0 SELECTIVE INS GROUP. COM 816300107 1924 78417 SH DEFINED 01 78417 0 0 SEMTECH CORP COM 816850101 466 30748 SH DEFINED 01 30748 0 0 SEMTECH CORP COM 816850101 120 7900 SH DEFINED 01 02 0 7900 0 SEMPRA ENERGY COM 816851109 32198 1290031 SH DEFINED 01 1290031 0 0 SEMPRA ENERGY COM 816851109 1139 45652 SH DEFINED 01 03 0 45652 0 SEMPRA ENERGY CVT PFD CONV PRF 816851208 13679 550000 SH DEFINED 01 0 0 550000 SEMI TOOL COM 816909105 2706 661800 SH DEFINED 01 661800 0 0 SENSIENT TECH COM 81725T100 7252 362178 SH DEFINED 01 362178 0 0 SENSIENT TECH COM 81725T100 83 4175 SH DEFINED 01 02 0 4175 0 SENSIENT TECH COM 81725T100 6 277 SH DEFINED 01 03 0 277 0 SEPRACOR INC COM 817315104 48 3512 SH DEFINED 01 3512 0 0 SEQUA CORP -CL A COM 817320104 15 435 SH DEFINED 01 435 0 0 SEQUA CORP -CL B COM 817320203 646 16000 SH DEFINED 01 16000 0 0 SERENA SOFTWARE INC COM 817492101 1925 120590 SH DEFINED 01 120590 0 0 SERENA SOFTWARE INC COM 817492101 49 3100 SH DEFINED 01 02 0 3100 0 SEROLOGICALS CORP COM 817523103 2573 302700 SH DEFINED 01 302700 0 0 SEROLOGICALS CORP COM 817523103 2 180 SH DEFINED 01 02 0 180 0 SERONO SA ADR. COM 81752M101 4 350 SH DEFINED 01 02 0 350 0 SERVICE CORP INTL COM 817565104 488 175500 SH DEFINED 01 175500 0 0 SERVICE CORP INTL COM 817565104 44 15761 SH DEFINED 01 02 0 15761 0 SERVICE CORP INTL COM 817565104 3 1033 SH DEFINED 01 03 0 1033 0 7-ELEVEN INC COM 817826209 1128 162100 SH DEFINED 01 162100 0 0 7-ELEVEN INC COM 817826209 43 6351 SH DEFINED 01 02 0 6351 0 7-ELEVEN INC COM 817826209 3 402 SH DEFINED 01 03 0 402 0 SHARPER IMAGE,THE COM 820013100 1171 65000 SH DEFINED 01 65000 0 0 SHARPER IMAGE,THE COM 820013100 2 130 SH DEFINED 01 02 0 130 0 SHAW GROUP INC COM 820280105 1125 111963 SH DEFINED 01 111963 0 0 SHERWIN WILLIAMS COM 824348106 221 8372 SH DEFINED 01 8372 0 0 SHERWIN WILLIAMS COM 824348106 80 3040 SH DEFINED 01 02 0 3040 0 SHERWIN WILLIAMS COM 824348106 874 33059 SH DEFINED 01 03 0 33059 0 SHOPKO STORES COM 824911101 1000 85845 SH DEFINED 01 85845 0 0 SHOPKO STORES COM 824911101 79 6755 SH DEFINED 01 02 0 6755 0 SHOPKO STORES COM 824911101 5 431 SH DEFINED 01 03 0 431 0 SHUFFLE MASTER INC COM 825549108 1008 50025 SH DEFINED 01 50025 0 0 SHURGARD STORAGE CTR COM 82567D104 3291 105992 SH DEFINED 01 105992 0 0 SIBNEFT SPON - ADR COM 825731102 2035 98200 SH DEFINED 01 98200 0 0 SIBNEFT SPON - ADR COM 825731102 278 13400 SH DEFINED 01 11 0 13400 0 SIBNEFT SPON - ADR COM 825731102 448 21600 SH DEFINED 01 13 0 21600 0 SICOR INC COM 825846108 2021 120986 SH DEFINED 01 120986 0 0 SIEBEL SYSTEMS COM 826170102 7243 904340 SH DEFINED 01 904340 0 0 SIEBEL SYSTEMS COM 826170102 1581 197274 SH DEFINED 01 02 0 197274 0 SIEBEL SYSTEMS COM 826170102 913 114054 SH DEFINED 01 03 0 114054 0 SIEBEL SYSTEMS CVT CONV BND 826170AC6 487 490000 PRN DEFINED 01 0 0 490000 SIERRA HEALTH SERVIC COM 826322109 2655 205785 SH DEFINED 01 205785 0 0 SIERRA HEALTH SERVIC COM 826322109 103 7980 SH DEFINED 01 02 0 7980 0 SIERRA PACIFIC RES COM 826428104 14 4262 SH DEFINED 01 4262 0 0 SIGMA-ALDRICH COM 826552101 59224 1331163 SH DEFINED 01 1331163 0 0 SIGMA-ALDRICH COM 826552101 1813 40750 SH DEFINED 01 02 0 40750 0 SIGMA-ALDRICH COM 826552101 3793 85262 SH DEFINED 01 03 0 85262 0 SIGNAL TECHNOLOGY CORP COM 826675100 548 49900 SH DEFINED 01 49900 0 0 SIGNAL TECHNOLOGY CORP COM 826675100 39 3453 SH DEFINED 01 02 0 3453 0 SIGNAL TECHNOLOGY CORP COM 826675100 2 181 SH DEFINED 01 03 0 181 0 SILICON LABORATORIES COM 826919102 1250 47800 SH DEFINED 01 47800 0 0 SILICON LABORATORIES COM 826919102 99 3780 SH DEFINED 01 02 0 3780 0 SILGAN HOLDINGS.. COM 827048109 911 41100 SH DEFINED 01 41100 0 0 SILGAN HOLDINGS.. COM 827048109 50 2258 SH DEFINED 01 02 0 2258 0 SILGAN HOLDINGS.. COM 827048109 4 160 SH DEFINED 01 03 0 160 0 SILICON STORAGE TECH COM 827057100 527 229100 SH DEFINED 01 229100 0 0 SILICON STORAGE TECH COM 827057100 1 360 SH DEFINED 01 02 0 360 0 SILICON IMAGE COM 82705T102 604 151900 SH DEFINED 01 151900 0 0 SILICON IMAGE COM 82705T102 28 7168 SH DEFINED 01 02 0 7168 0 SILICON IMAGE COM 82705T102 2 455 SH DEFINED 01 03 0 455 0 SILICON VALLEY BKSHR COM 827064106 748 41073 SH DEFINED 01 41073 0 0 SIMON PROPERTY GROUP COM 828806109 3568 99548 SH DEFINED 01 99548 0 0 SIMON PROPERTY GROUP COM 828806109 1464 40855 SH DEFINED 01 03 0 40855 0 SIMPSON MANUFAC COM 829073105 8616 254878 SH DEFINED 01 254878 0 0 SINCLAIR BROADCASTIN COM 829226109 255 32500 SH DEFINED 01 32500 0 0 SINCLAIR BROADCASTIN COM 829226109 54 6914 SH DEFINED 01 02 0 6914 0 SINCLAIR BROADCASTIN COM 829226109 4 458 SH DEFINED 01 03 0 458 0 SIX FLAGS INC COM 83001P109 722 128865 SH DEFINED 01 128865 0 0 SKY FINL GROUP INC COM 83080P103 597 30353 SH DEFINED 01 30353 0 0 SKYLINE COM 830830105 650 24908 SH DEFINED 01 24908 0 0 SKYWEST INC COM 830879102 3332 323068 SH DEFINED 01 323068 0 0 SKYWORKS SOLUTIONS COM 83088M102 6943 1114183 SH DEFINED 01 1114183 0 0 SKYWORKS SOLUTIONS COM 83088M102 172 27550 SH DEFINED 01 02 0 27550 0 SKYWORKS SOLUTIONS COM 83088M102 2 311 SH DEFINED 01 03 0 311 0 SMITH (A O) CORP COM 831865209 2312 86279 SH DEFINED 01 86279 0 0 SMITH (A O) CORP COM 831865209 30 1117 SH DEFINED 01 02 0 1117 0 SMITH (A O) CORP COM 831865209 2 76 SH DEFINED 01 03 0 76 0 SMITH INTL COM 832110100 660 18737 SH DEFINED 01 18737 0 0 SMITHFIELD FOODS INC COM 832248108 996 56201 SH DEFINED 01 56201 0 0 JM SMUCKER CO WI COM 832696405 73 2075 SH DEFINED 01 2075 0 0 JM SMUCKER CO WI COM 832696405 1896 54241 SH DEFINED 01 02 0 54241 0 JM SMUCKER CO WI COM 832696405 4 112 SH DEFINED 01 03 0 112 0 SMURFIT STONE CONTAINER COM 832727101 11128 833000 SH DEFINED 01 833000 0 0 SMURFIT STONE CONTAINER COM 832727101 221 16530 SH DEFINED 01 02 0 16530 0 SMURFIT STONE CONTAINER COM 832727101 21 1577 SH DEFINED 01 03 0 1577 0 SNAP ON INC COM 833034101 80 3242 SH DEFINED 01 3242 0 0 SNAP ON INC COM 833034101 80 3236 SH DEFINED 01 02 0 3236 0 SNAP ON INC COM 833034101 317 12816 SH DEFINED 01 03 0 12816 0 SOLA INTL COM 834092108 951 76987 SH DEFINED 01 76987 0 0 SOLECTRON CORP COM 834182107 1805 597678 SH DEFINED 01 597678 0 0 SOLECTRON CORP COM 834182107 21 7475 SH DEFINED 01 02 0 7475 0 SOLECTRON CORP COM 834182107 550 182248 SH DEFINED 01 03 0 182248 0 SOLUTIA INC COM 834376105 1966 1267652 SH DEFINED 01 1267652 0 0 SOMERA COMMUNICATION COM 834458101 1010 1085900 SH DEFINED 01 1085900 0 0 SONIC CORP COM 835451105 2936 115308 SH DEFINED 01 115308 0 0 SONIC CORP COM 835451105 26938 1058100 SH DEFINED 01 02 0 1058100 0 SONIC CORP COM 835451105 670 26300 SH DEFINED 01 03 0 26300 0 SONIC AUTOMOTIVE INC COM 83545G102 4978 338618 SH DEFINED 01 338618 0 0 SONIC AUTOMOTIVE INC COM 83545G102 2568 174700 SH DEFINED 01 02 0 174700 0 SONOCO PRODUCTS COM 835495102 84 4032 SH DEFINED 01 4032 0 0 SONOSITE INC COM 83568G104 3 200 SH DEFINED 01 02 0 200 0 SONY CORP ADRS COM 835699307 3690 105000 SH DEFINED 01 105000 0 0 SOTHEBYS HLD CL-A COM 835898107 24 2565 SH DEFINED 01 2565 0 0 SOURCECORP COM 836167106 727 51920 SH DEFINED 01 51920 0 0 SOUTH FINANCIAL GRP COM 837841105 4848 223914 SH DEFINED 01 223914 0 0 SOUTH FINANCIAL GRP COM 837841105 83 3869 SH DEFINED 01 02 0 3869 0 SOUTH FINANCIAL GRP COM 837841105 5 239 SH DEFINED 01 03 0 239 0 SOUTH JERSEY IND INC COM 838518108 93 2956 SH DEFINED 01 02 0 2956 0 SOUTH JERSEY IND INC COM 838518108 6 196 SH DEFINED 01 03 0 196 0 SOUTHERN CO. COM 842587107 40502 1424101 SH DEFINED 01 1424101 0 0 SOUTHERN CO. COM 842587107 84 2939 SH DEFINED 01 02 0 2939 0 SOUTHERN CO. COM 842587107 4497 158116 SH DEFINED 01 03 0 158116 0 SOUTHERN CO. COM 842587107 838 29483 SH DEFINED 01 13 0 29483 0 SOUTHERN UNION CO COM 844030106 2004 164923 SH DEFINED 01 164923 0 0 SOUTHTRUST CORP COM 844730101 2038 79839 SH DEFINED 01 79839 0 0 SOUTHTRUST CORP COM 844730101 1946 76207 SH DEFINED 01 03 0 76207 0 SOUTHWEST AIRLINES COM 844741108 264825 18441902 SH DEFINED 01 18441902 0 0 SOUTHWEST AIRLINES COM 844741108 5220 363385 SH DEFINED 01 02 0 363385 0 SOUTHWEST AIRLINES COM 844741108 2494 173705 SH DEFINED 01 03 0 173705 0 SW BANCORP OF TX COM 84476R109 3016 100440 SH DEFINED 01 100440 0 0 SOUTHWEST GAS CORP COM 844895102 2962 145538 SH DEFINED 01 145538 0 0 SOUTHWESTERN ENERGY COM 845467109 1312 100131 SH DEFINED 01 100131 0 0 SOVEREIGN BANCORP IN COM 845905108 151 10901 SH DEFINED 01 10901 0 0 SPANISH BRDCAST CL A COM 846425882 1566 255100 SH DEFINED 01 255100 0 0 SPANISH BRDCAST CL A COM 846425882 2 370 SH DEFINED 01 02 0 370 0 SPARTAN MOTORS INC. COM 846819100 981 112000 SH DEFINED 01 112000 0 0 SPARTAN MOTORS INC. COM 846819100 41 4776 SH DEFINED 01 02 0 4776 0 SPARTAN MOTORS INC. COM 846819100 3 306 SH DEFINED 01 03 0 306 0 SPARTECH CORP. COM 847220209 1550 80080 SH DEFINED 01 80080 0 0 SPARTECH CORP. COM 847220209 2 100 SH DEFINED 01 02 0 100 0 SPECTRASITE WTS 2-10 WT 84761M112 0 5 SH DEFINED 01 0 0 5 SPHERION CORPORATION COM 848420105 856 215615 SH DEFINED 01 215615 0 0 SPINNAKER EXPLORAT COM 84855W109 2477 127555 SH DEFINED 01 127555 0 0 SPORTS AUTHORITY. COM 849176102 1472 211000 SH DEFINED 01 211000 0 0 SPORTS AUTHORITY. COM 849176102 61 8780 SH DEFINED 01 02 0 8780 0 SPORTS AUTHORITY. COM 849176102 4 543 SH DEFINED 01 03 0 543 0 SPRINT CORP FON GRP COM 852061100 49560 4217878 SH DEFINED 01 4217878 0 0 SPRINT CORP FON GRP COM 852061100 317 26970 SH DEFINED 01 02 0 26970 0 SPRINT CORP FON GRP COM 852061100 3535 300799 SH DEFINED 01 03 0 300799 0 SPRINT CORP PCS GRP COM 852061506 1326 304009 SH DEFINED 01 304009 0 0 SPRINT CORP PCS GRP COM 852061506 965 221306 SH DEFINED 01 03 0 221306 0 STANCORP FINL GROUP COM 852891100 2862 55526 SH DEFINED 01 55526 0 0 STANCORP FINL GROUP COM 852891100 30 564 SH DEFINED 01 02 0 564 0 STANCORP FINL GROUP COM 852891100 3 60 SH DEFINED 01 03 0 60 0 STANDARD COMMERCIAL COM 853258101 2466 157150 SH DEFINED 01 157150 0 0 STANDARD COMMERCIAL COM 853258101 70 4436 SH DEFINED 01 02 0 4436 0 STANDARD COMMERCIAL COM 853258101 4 274 SH DEFINED 01 03 0 274 0 STANDARD MICROSYSTEM COM 853626109 1397 91930 SH DEFINED 01 91930 0 0 STANDARD MOTOR PRO COM 853666105 414 37265 SH DEFINED 01 37265 0 0 STANDARD PAC CORP COM 85375C101 2475 97027 SH DEFINED 01 97027 0 0 STANDARD PAC CORP COM 85375C101 84 3317 SH DEFINED 01 02 0 3317 0 STANDARD PAC CORP COM 85375C101 6 223 SH DEFINED 01 03 0 223 0 STANDARD REGISTER COM 853887107 1244 83509 SH DEFINED 01 83509 0 0 STANDEX INTERNATIONA COM 854231107 678 35615 SH DEFINED 01 35615 0 0 STANLEY WORKS THE COM 854616109 118 4924 SH DEFINED 01 4924 0 0 STANLEY WORKS THE COM 854616109 80 3341 SH DEFINED 01 02 0 3341 0 STANLEY WORKS THE COM 854616109 467 19466 SH DEFINED 01 03 0 19466 0 STAR CRUISES LTD COM 854922994 164 800000 SH DEFINED 01 800000 0 0 STAPLES INC COM 855030102 32573 1776959 SH DEFINED 01 1776959 0 0 STAPLES INC COM 855030102 583 31849 SH DEFINED 01 02 0 31849 0 STAPLES INC COM 855030102 1986 108383 SH DEFINED 01 03 0 108383 0 STARBUCKS COM 855244109 75495 2930672 SH DEFINED 01 2930672 0 0 STARBUCKS COM 855244109 1642 63741 SH DEFINED 01 02 0 63741 0 STARBUCKS COM 855244109 4287 166398 SH DEFINED 01 03 0 166398 0 STARK INVESTMENTS LP COM 855350997 10000 10000000 SH DEFINED 01 05 0 0 10000000 STARMEDIA NETWORK IN COM 855546107 0 150 SH DEFINED 01 150 0 0 STARTEK INC COM 85569C107 962 42098 SH DEFINED 01 42098 0 0 STARWOOD HOTELS & RE COM 85590A203 37156 1561778 SH DEFINED 01 1561778 0 0 STARWOOD HOTELS & RE COM 85590A203 5552 233400 SH DEFINED 01 02 0 233400 0 STARWOOD HOTELS & RE COM 85590A203 1048 44061 SH DEFINED 01 03 0 44061 0 STATE BANK OF INDIA. COM 856552104 2045 142251 SH DEFINED 01 142251 0 0 STATE BANK OF INDIA. COM 856552104 363 25249 SH DEFINED 01 11 0 25249 0 STATE STREET CORP COM 857477103 191885 6066575 SH DEFINED 01 6066575 0 0 STATE STREET CORP COM 857477103 11337 358330 SH DEFINED 01 02 0 358330 0 STATE STREET CORP COM 857477103 2342 74020 SH DEFINED 01 03 0 74020 0 STATEN ISLAND BANCORP INC COM 857550107 2666 178717 SH DEFINED 01 178717 0 0 STATEN ISLAND BANCORP INC COM 857550107 1 90 SH DEFINED 01 02 0 90 0 STATION CASINO COM 857689103 1024 48500 SH DEFINED 01 48500 0 0 THE STEAK N SHAKE CO COM 857873103 776 84898 SH DEFINED 01 84898 0 0 STEEL DYNAMICS COM 858119100 1644 141118 SH DEFINED 01 141118 0 0 STEEL TECHNOLOGIES COM 858147101 260 28963 SH DEFINED 01 28963 0 0 STEIN MART INC COM 858375108 1796 352390 SH DEFINED 01 352390 0 0 STEINWAY MUSICAL INSTRUMENTS I COM 858495104 50 3336 SH DEFINED 01 02 0 3336 0 STEINWAY MUSICAL INSTRUMENTS I COM 858495104 3 228 SH DEFINED 01 03 0 228 0 STELLEX AEROSTRUCTURE COM 85856V206 0 4383 SH DEFINED 01 0 0 4383 STELLEX AEROSTRUCTURE COM 85856V206 0 107 SH DEFINED 01 02 0 0 107 STERLING BANCSHARES COM 858907108 2444 205555 SH DEFINED 01 205555 0 0 STERLING BANCSHARES COM 858907108 46 3834 SH DEFINED 01 02 0 3834 0 STERLING BANCSHARES COM 858907108 3 231 SH DEFINED 01 03 0 231 0 STERICYCLE INC COM 858912108 2834 75400 SH DEFINED 01 75400 0 0 STERICYCLE INC COM 858912108 102 2700 SH DEFINED 01 02 0 2700 0 STERIS CORP COM 859152100 5661 216401 SH DEFINED 01 216401 0 0 STERIS CORP COM 859152100 240 9179 SH DEFINED 01 02 0 9179 0 STERLING FINL CORP COM 859319105 2968 139880 SH DEFINED 01 139880 0 0 STERLING FINL CORP COM 859319105 87 4076 SH DEFINED 01 02 0 4076 0 STERLING FINL CORP COM 859319105 6 282 SH DEFINED 01 03 0 282 0 STEWART & STEVENSON COM 860342104 922 84550 SH DEFINED 01 84550 0 0 STEWART ENTERPRISES COM 860370105 273 101100 SH DEFINED 01 101100 0 0 STEWART ENTERPRISES COM 860370105 49 17698 SH DEFINED 01 02 0 17698 0 STEWART ENTERPRISES COM 860370105 3 1167 SH DEFINED 01 03 0 1167 0 STEWART INFO SVCS COM 860372101 2588 111512 SH DEFINED 01 111512 0 0 STILLWATER MINING CO COM 86074Q102 323 129108 SH DEFINED 01 129108 0 0 STONE ENERGY CORP COM 861642106 3296 98148 SH DEFINED 01 98148 0 0 STONERIDGE. COM 86183P102 343 35600 SH DEFINED 01 35600 0 0 STONERIDGE. COM 86183P102 35 3547 SH DEFINED 01 02 0 3547 0 STONERIDGE. COM 86183P102 2 211 SH DEFINED 01 03 0 211 0 STORAGE TECHNOLOGY COM 862111200 7585 375089 SH DEFINED 01 375089 0 0 STORAGE TECHNOLOGY COM 862111200 63 3094 SH DEFINED 01 02 0 3094 0 STORAGE TECHNOLOGY COM 862111200 36 1800 SH DEFINED 01 03 0 1800 0 STORAGE NETWORKS COM 86211E103 1704 1893100 SH DEFINED 01 02 0 1893100 0 STRATTEC SECURITY COM 863111100 2961 67300 SH DEFINED 01 67300 0 0 STRAYER EDUCATION COM 863236105 384 7000 SH DEFINED 01 7000 0 0 STRAYER EDUCATION COM 863236105 3 50 SH DEFINED 01 02 0 50 0 STRIDE RITE CORP COM 863314100 995 117035 SH DEFINED 01 117035 0 0 STRYKER CORP COM 863667101 59008 859551 SH DEFINED 01 859551 0 0 STRYKER CORP COM 863667101 1257 18329 SH DEFINED 01 02 0 18329 0 STRYKER CORP COM 863667101 3004 43761 SH DEFINED 01 03 0 43761 0 STURM RUGER & CO INC COM 864159108 700 79864 SH DEFINED 01 79864 0 0 SUMMIT PROPERTIES COM 866239106 249 13487 SH DEFINED 01 13487 0 0 SUN LIFE FINL SVCS. COM 866796105 586 31200 SH DEFINED 01 31200 0 0 SUN MICROSYSTEMS INC. COM 866810104 61345 18817678 SH DEFINED 01 18817678 0 0 SUN MICROSYSTEMS INC. COM 866810104 2581 791794 SH DEFINED 01 02 0 791794 0 SUN MICROSYSTEMS INC. COM 866810104 3053 936151 SH DEFINED 01 03 0 936151 0 EXP 8/24/03 STRK=7.0 WT 867071128 0 83 SH DEFINED 01 0 0 83 SUNGARD DATA COM 867363103 60314 2831628 SH DEFINED 01 2831628 0 0 SUNGARD DATA COM 867363103 7821 367175 SH DEFINED 01 02 0 367175 0 SUNGARD DATA COM 867363103 4327 203160 SH DEFINED 01 03 0 203160 0 SUNOCO INC COM 86764P109 3153 86226 SH DEFINED 01 86226 0 0 SUNOCO INC COM 86764P109 615 16827 SH DEFINED 01 03 0 16827 0 SUNRISE ASSISTED. COM 86768K106 1585 66033 SH DEFINED 01 66033 0 0 SUNTRUST BANKS INC COM 867914103 936 17789 SH DEFINED 01 17789 0 0 SUNTRUST BANKS INC COM 867914103 3280 62290 SH DEFINED 01 03 0 62290 0 SUPERIOR IND INTL COM 868168105 42 1155 SH DEFINED 01 1155 0 0 SUPERIOR IND INTL COM 868168105 22789 625550 SH DEFINED 01 02 0 625550 0 SUPERIOR IND INTL COM 868168105 557 15300 SH DEFINED 01 03 0 15300 0 SUPERTEX INC COM 868532102 517 37565 SH DEFINED 01 37565 0 0 SUPERVALU INC COM 868536103 24223 1562855 SH DEFINED 01 1562855 0 0 SUPERVALU INC COM 868536103 457 29489 SH DEFINED 01 03 0 29489 0 SUPPORTSOFT INC COM 868587106 1614 698500 SH DEFINED 01 698500 0 0 SURGUTNEFTEGAZ ADR COM 868861204 132 9083 SH DEFINED 01 9083 0 0 SURMODICS INC COM 868873100 2330 75381 SH DEFINED 01 75381 0 0 SURMODICS INC COM 868873100 2 50 SH DEFINED 01 02 0 50 0 SUSQUEHANNA BANC COM 869099101 2436 117555 SH DEFINED 01 117555 0 0 SWIFT ENERGY CO COM 870738101 687 80695 SH DEFINED 01 80695 0 0 SWIFT TRANSPORTATION COM 870756103 2565 160290 SH DEFINED 01 160290 0 0 SWIFT TRANSPORTATION COM 870756103 11735 733429 SH DEFINED 01 02 0 733429 0 SWIFT TRANSPORTATION COM 870756103 261 16300 SH DEFINED 01 03 0 16300 0 SYBASE INC COM 871130100 2271 175348 SH DEFINED 01 175348 0 0 SYBRON DENTAL SPEC COM 871142105 3058 175225 SH DEFINED 01 175225 0 0 SYCAMORE NETWORKS. COM 871206108 1244 407800 SH DEFINED 01 407800 0 0 SYCAMORE NETWORKS. COM 871206108 51 16639 SH DEFINED 01 02 0 16639 0 SYCAMORE NETWORKS. COM 871206108 3 1099 SH DEFINED 01 03 0 1099 0 SYLVAN LEARNING SYS COM 871399101 27 1683 SH DEFINED 01 1683 0 0 SYMANTEC CORP COM 871503108 7750 197810 SH DEFINED 01 197810 0 0 SYMANTEC CORP COM 871503108 145 3714 SH DEFINED 01 02 0 3714 0 SYMANTEC CORP COM 871503108 1348 34402 SH DEFINED 01 03 0 34402 0 SYMBOL TECHNOLOGIES COM 871508107 780 90586 SH DEFINED 01 90586 0 0 SYMBOL TECHNOLOGIES COM 871508107 65 7526 SH DEFINED 01 02 0 7526 0 SYMBOL TECHNOLOGIES COM 871508107 438 50854 SH DEFINED 01 03 0 50854 0 SYMMETRICOM INC COM 871543104 473 124824 SH DEFINED 01 124824 0 0 SYMYX TECHNOLOGIES.. COM 87155S108 569 37900 SH DEFINED 01 37900 0 0 SYMYX TECHNOLOGIES.. COM 87155S108 152 10110 SH DEFINED 01 02 0 10110 0 SYNAPTICS INC COM 87157D109 1697 226300 SH DEFINED 01 226300 0 0 SYNOPSYS INC COM 871607107 132 3094 SH DEFINED 01 3094 0 0 SYNOPSYS INC COM 871607107 19 452 SH DEFINED 01 03 0 452 0 SYNOVUS COM 87161C105 305 17041 SH DEFINED 01 17041 0 0 SYNOVUS COM 87161C105 1202 67190 SH DEFINED 01 03 0 67190 0 SYNTEL INC COM 87162H103 598 31200 SH DEFINED 01 31200 0 0 SYSCO CORPORATION COM 871829107 6707 263631 SH DEFINED 01 263631 0 0 SYSCO CORPORATION COM 871829107 3668 144196 SH DEFINED 01 03 0 144196 0 SYSCO CORPORATION COM 871829107 8 300 SH DEFINED 01 12 0 300 0 SYSCO CORPORATION COM 871829107 326 12800 SH DEFINED 01 13 0 12800 0 SYSTEMS &COMP TECH COM 871873105 1240 162063 SH DEFINED 01 162063 0 0 SYSTEMS &COMP TECH COM 871873105 1 150 SH DEFINED 01 02 0 150 0 TBC CORP COM 872180104 1847 131973 SH DEFINED 01 131973 0 0 TBC CORP COM 872180104 58 4144 SH DEFINED 01 02 0 4144 0 TBC CORP COM 872180104 4 260 SH DEFINED 01 03 0 260 0 TCF FINL CORP MPLS COM 872275102 16988 424268 SH DEFINED 01 424268 0 0 TECO ENERGY COM 872375100 1232 115997 SH DEFINED 01 115997 0 0 TECO ENERGY COM 872375100 412 38738 SH DEFINED 01 03 0 38738 0 THQ INC COM 872443403 1541 117789 SH DEFINED 01 117789 0 0 TJX COS COM 872540109 19229 1092578 SH DEFINED 01 1092578 0 0 TJX COS COM 872540109 3840 218151 SH DEFINED 01 02 0 218151 0 TJX COS COM 872540109 2072 117711 SH DEFINED 01 03 0 117711 0 TJX COS INC CVT CONV BND 872540AL3 522 670000 PRN DEFINED 01 0 0 670000 TJX COS INC CVT CONV BND 872540AL3 1012 1300000 PRN DEFINED 01 02 0 0 1300000 TRC COMPANIES INC COM 872625108 525 40000 SH DEFINED 01 40000 0 0 TMP WORLDWIDE INC COM 872941109 66 6203 SH DEFINED 01 6203 0 0 TMP WORLDWIDE INC COM 872941109 271 25299 SH DEFINED 01 03 0 25299 0 TTM TECHNOLOGIES COM 87305R109 2987 868400 SH DEFINED 01 868400 0 0 TXU CORPORATION COM 873168108 1116 62530 SH DEFINED 01 62530 0 0 TXU CORPORATION COM 873168108 1268 71059 SH DEFINED 01 03 0 71059 0 TEXAS UTILITIES CONV PRF 873168504 9741 350000 SH DEFINED 01 0 0 350000 TEXAS UTILITIES ELECTRIC COMPA PRF 87317Q776 5304 54000 SH DEFINED 01 54000 0 0 TAIWAN SEMI ADR COM 874039100 32272 4718100 SH DEFINED 01 4718100 0 0 TAIWAN SEMI ADR COM 874039100 942 137700 SH DEFINED 01 02 0 137700 0 TAIWAN SEMI ADR COM 874039100 651 95200 SH DEFINED 01 03 0 95200 0 TAKE-TWO INTERACTIVE COM 874054109 7307 326879 SH DEFINED 01 326879 0 0 TAKE-TWO INTERACTIVE COM 874054109 3 150 SH DEFINED 01 02 0 150 0 TALBOTS COM 874161102 13987 543400 SH DEFINED 01 543400 0 0 TALISMAN ENERGY INC COM 87425E103 22 550 SH DEFINED 01 02 0 550 0 TALX CORP. COM 874918105 527 40640 SH DEFINED 01 40640 0 0 TANGER FACTORY. COM 875465106 1448 46900 SH DEFINED 01 46900 0 0 TANOX INC COM 87588Q109 54 4185 SH DEFINED 01 02 0 4185 0 TANOX INC COM 87588Q109 3 268 SH DEFINED 01 03 0 268 0 TARGET CORPORATION COM 87612E106 411269 14055682 SH DEFINED 01 14055682 0 0 TARGET CORPORATION COM 87612E106 21599 737505 SH DEFINED 01 02 0 737505 0 TARGET CORPORATION COM 87612E106 5910 201966 SH DEFINED 01 03 0 201966 0 TARGET CORPORATION COM 87612E106 766 26167 SH DEFINED 01 13 0 26167 0 TECH DATA CORP COM 878237106 56 2356 SH DEFINED 01 2356 0 0 TECHNE CORP COM 878377100 18937 916194 SH DEFINED 01 916194 0 0 TECHNE CORP COM 878377100 817 39492 SH DEFINED 01 02 0 39492 0 TECHNE CORP COM 878377100 1329 64300 SH DEFINED 01 03 0 64300 0 TECHNITROL INC COM 878555101 1743 119076 SH DEFINED 01 119076 0 0 TECUMSEH PRODUCT CLA COM 878895200 373 9082 SH DEFINED 01 9082 0 0 TEKELEC COM 879101103 1690 194630 SH DEFINED 01 194630 0 0 TEKELEC COM 879101103 2 240 SH DEFINED 01 02 0 240 0 TEKTRONIX COM 879131100 6438 375351 SH DEFINED 01 375351 0 0 TEKTRONIX COM 879131100 329 19168 SH DEFINED 01 03 0 19168 0 TELEBRAS NEW COM 879287308 109 5400 SH DEFINED 01 0 0 5400 TELEDYNE TECH COM 879360105 1209 95484 SH DEFINED 01 95484 0 0 TELEFLEX INC COM 879369106 59 1643 SH DEFINED 01 1643 0 0 TELEFONOS DE MEXICO COM 879403780 6149 206894 SH DEFINED 01 206894 0 0 TELEFONOS DE MEXICO COM 879403780 843 28357 SH DEFINED 01 11 0 28357 0 TELEFONOS DE MEXICO COM 879403780 1358 45685 SH DEFINED 01 13 0 45685 0 TELEPHONE & DATA COM 879433100 2064 50449 SH DEFINED 01 50449 0 0 TELEMIG CELULAR PART COM 87944E105 55 3170 SH DEFINED 01 3170 0 0 TELIK INC COM 87959M109 1991 148100 SH DEFINED 01 148100 0 0 TELIK INC COM 87959M109 2 170 SH DEFINED 01 02 0 170 0 TELLABS COM 879664100 8728 1507476 SH DEFINED 01 1507476 0 0 TELLABS COM 879664100 109 18800 SH DEFINED 01 02 0 18800 0 TELLABS COM 879664100 1075 185627 SH DEFINED 01 03 0 185627 0 TEMPLE INLAND COM 879868107 7624 203841 SH DEFINED 01 203841 0 0 TEMPLE INLAND COM 879868107 443 11841 SH DEFINED 01 03 0 11841 0 TELETECH HLDGS INC COM 879939106 790 145400 SH DEFINED 01 145400 0 0 TENARIS SA ADR COM 88031M109 332 15061 SH DEFINED 01 0 0 15061 TENET HEALTHCARE COR COM 88033G100 9635 576970 SH DEFINED 01 576970 0 0 TENET HEALTHCARE COR COM 88033G100 81 4830 SH DEFINED 01 02 0 4830 0 TENET HEALTHCARE COR COM 88033G100 1790 107169 SH DEFINED 01 03 0 107169 0 TERADYNE INC COM 880770102 11363 976251 SH DEFINED 01 976251 0 0 TERADYNE INC COM 880770102 470 40382 SH DEFINED 01 03 0 40382 0 TEREX CORP NEW. COM 880779103 218 17600 SH DEFINED 01 17600 0 0 TEVA PHARM INDS AD COM 881624209 12850 308532 SH DEFINED 01 308532 0 0 TEVA PHARM INDS AD COM 881624209 2007 48200 SH DEFINED 01 02 0 48200 0 TEVA PHARM INDS AD COM 881624209 52 1257 SH DEFINED 01 03 0 1257 0 TEVA PHARM INDS AD COM 881624209 338 8124 SH DEFINED 01 11 0 8124 0 TEVA PHARM INDS AD COM 881624209 545 13084 SH DEFINED 01 13 0 13084 0 TETRA TECHNOLOGIES COM 88162F105 5882 255755 SH DEFINED 01 255755 0 0 TETRA TECH INC COM 88162G103 4052 286533 SH DEFINED 01 286533 0 0 TETRA TECH INC COM 88162G103 93 6564 SH DEFINED 01 02 0 6564 0 TETRA TECH INC COM 88162G103 6 422 SH DEFINED 01 03 0 422 0 TEXAS INDUSTRIES COM 882491103 1201 62477 SH DEFINED 01 62477 0 0 TEXAS INSTRUMENTS COM 882508104 235563 14389990 SH DEFINED 01 14389990 0 0 TEXAS INSTRUMENTS COM 882508104 4459 272206 SH DEFINED 01 02 0 272206 0 TEXAS INSTRUMENTS COM 882508104 6274 383244 SH DEFINED 01 03 0 383244 0 TEXAS INSTRUMENTS COM 882508104 13 800 SH DEFINED 01 12 0 800 0 TEXAS INSTRUMENTS COM 882508104 350 21400 SH DEFINED 01 13 0 21400 0 TEXAS REGIONAL BANCSHARES INC COM 882673106 565 18700 SH DEFINED 01 18700 0 0 TEXTRON INC COM 883203101 39603 1442204 SH DEFINED 01 1442204 0 0 TEXTRON INC COM 883203101 10 362 SH DEFINED 01 02 0 362 0 TEXTRON INC COM 883203101 824 29991 SH DEFINED 01 03 0 29991 0 THERAGENICS CORP COM 883375107 3927 1134912 SH DEFINED 01 1134912 0 0 THERMO-ELECTRON COM 883556102 980 54137 SH DEFINED 01 54137 0 0 THERMO-ELECTRON COM 883556102 653 36061 SH DEFINED 01 03 0 36061 0 3 NOTCH CAPITAL PARTNERS LP COM 884105990 800 800000 SH DEFINED 01 05 0 0 800000 THOMAS & BETTS COM 884315102 1010 71245 SH DEFINED 01 71245 0 0 THOMAS & BETTS COM 884315102 182 12856 SH DEFINED 01 03 0 12856 0 THOMAS INDS INC COM 884425109 6034 243340 SH DEFINED 01 243340 0 0 THOMAS INDS INC COM 884425109 60 2428 SH DEFINED 01 02 0 2428 0 THOMAS INDS INC COM 884425109 4 145 SH DEFINED 01 03 0 145 0 THOR INDS INC COM 885160101 3360 134214 SH DEFINED 01 134214 0 0 THORATEC CORPORATION COM 885175307 189 14900 SH DEFINED 01 14900 0 0 THORATEC CORPORATION COM 885175307 42 3333 SH DEFINED 01 02 0 3333 0 THORATEC CORPORATION COM 885175307 3 211 SH DEFINED 01 03 0 211 0 THORNBURG MORTGAGE COM 885218107 2750 133300 SH DEFINED 01 133300 0 0 THORNBURG MORTGAGE COM 885218107 84 4060 SH DEFINED 01 02 0 4060 0 THORNBURG MORTGAGE COM 885218107 6 268 SH DEFINED 01 03 0 268 0 3 COM CORP COM 885535104 4200 851967 SH DEFINED 01 851967 0 0 3 COM CORP COM 885535104 4705 956100 SH DEFINED 01 02 0 956100 0 THREE-FIVE SYS IN COM 88554L108 324 63591 SH DEFINED 01 63591 0 0 3M COMPANY COM 88579Y101 710877 5467020 SH DEFINED 01 5467020 0 0 3M COMPANY COM 88579Y101 28571 219710 SH DEFINED 01 02 0 219710 0 3M COMPANY COM 88579Y101 11278 86733 SH DEFINED 01 03 0 86733 0 TIDEWATER INC COM 886423102 44497 1549318 SH DEFINED 01 1549318 0 0 TIDEWATER INC COM 886423102 19631 683493 SH DEFINED 01 02 0 683493 0 TIDEWATER INC COM 886423102 1149 40000 SH DEFINED 01 03 0 40000 0 TIER TECHNOLOGIES COM 88650Q100 710 70140 SH DEFINED 01 70140 0 0 TIERONE CORP COM 88650R108 875 53200 SH DEFINED 01 53200 0 0 TIFFANY & CO-NEW COM 886547108 5220 208775 SH DEFINED 01 208775 0 0 TIFFANY & CO-NEW COM 886547108 800 32014 SH DEFINED 01 03 0 32014 0 TIMBERLAND CO -CL A COM 887100105 2913 69687 SH DEFINED 01 69687 0 0 TIMBERLAND CO -CL A COM 887100105 86 2063 SH DEFINED 01 02 0 2063 0 TIMBERLAND CO -CL A COM 887100105 14 325 SH DEFINED 01 03 0 325 0 TIMBERWEST FOREST COM 887147205 4441 521300 SH DEFINED 01 0 0 521300 TIMCO AVIATION SVCS COM 887151108 20 67507 SH DEFINED 01 67507 0 0 TIMCO AVIATION WTS WT 887151116 0 225851 SH DEFINED 01 0 0 225851 TIMCO AVIATION SVCS IN JR SB P CONV BND 887151AB4 0 217757 PRN DEFINED 01 0 0 217757 TIMKEN CO. COM 887389104 4160 266301 SH DEFINED 01 266301 0 0 TITAN CORPORATION COM 888266103 24 3256 SH DEFINED 01 3256 0 0 TIVO INC COM 888706108 672 131200 SH DEFINED 01 131200 0 0 TIVO INC COM 888706108 1 170 SH DEFINED 01 02 0 170 0 TOLL BROTHERS COM 889478103 57 2941 SH DEFINED 01 2941 0 0 TOLLGRADE COMMUNICAT COM 889542106 577 40218 SH DEFINED 01 40218 0 0 TOMKINS PLC ADR COM 890030208 18387 1596112 SH DEFINED 01 1596112 0 0 TOO INC COM 890333107 3882 233669 SH DEFINED 01 233669 0 0 TOO INC COM 890333107 2 130 SH DEFINED 01 02 0 130 0 TOOTSIE ROLL INDS COM 890516107 434 15218 SH DEFINED 01 15218 0 0 TOPPS INC COM 890786106 2241 264200 SH DEFINED 01 264200 0 0 TORCHMARK CORP COM 891027104 20220 564796 SH DEFINED 01 564796 0 0 TORCHMARK CORP COM 891027104 81 2259 SH DEFINED 01 02 0 2259 0 TORCHMARK CORP COM 891027104 935 26118 SH DEFINED 01 03 0 26118 0 TORO CO COM 891092108 5483 78277 SH DEFINED 01 78277 0 0 TORO CO COM 891092108 104 1479 SH DEFINED 01 02 0 1479 0 TORO CO COM 891092108 7 94 SH DEFINED 01 03 0 94 0 TOTAL ENTERTNT REST. COM 89150E100 569 70000 SH DEFINED 01 70000 0 0 TOTAL FINA ELF COM 89151E109 32 500 SH DEFINED 01 02 0 500 0 TOWER AUTO COM 891707101 400 168593 SH DEFINED 01 168593 0 0 TOWER AUTOMOTIVE CVT CONV BND 891707AE1 870 1000000 PRN DEFINED 01 02 0 0 1000000 TOWN & COUNTRY. COM 892081100 1334 66000 SH DEFINED 01 66000 0 0 TOYS R US COM 892335100 833 99622 SH DEFINED 01 99622 0 0 TOYS R US COM 892335100 392 46853 SH DEFINED 01 03 0 46853 0 TRACTOR SUPPLY COMPANY. COM 892356106 2915 88305 SH DEFINED 01 88305 0 0 TRACTOR SUPPLY COMPANY. COM 892356106 50 1496 SH DEFINED 01 02 0 1496 0 TRACTOR SUPPLY COMPANY. COM 892356106 4 110 SH DEFINED 01 03 0 110 0 TRAMMELL CROW CO COM 89288R106 5768 724600 SH DEFINED 01 724600 0 0 TRANSACTION SYSTEM COM 893416107 9 1477 SH DEFINED 01 1477 0 0 TRANSATLANTIC HLDS COM 893521104 5893 89900 SH DEFINED 01 89900 0 0 TRANSCANADA PIPELINES COM 893526103 4422 300000 SH DEFINED 01 300000 0 0 TRAVELERS PROPERTY CASUALT-A COM 89420G109 107126 7603124 SH DEFINED 01 7603124 0 0 TRAVELERS PROPERTY CASUALT-A COM 89420G109 1805 128106 SH DEFINED 01 02 0 128106 0 TRAVELERS PROPERTY CASUALT-A COM 89420G109 3431 243526 SH DEFINED 01 03 0 243526 0 TRAVELERS PROPERTY CASUALT-A COM 89420G109 22 1567 SH DEFINED 01 12 0 1567 0 TRAVELERS PROPERTY CASUALT-A COM 89420G109 777 55158 SH DEFINED 01 13 0 55158 0 TRAVELERS PROP CASUALT -B COM 89420G406 22583 1600676 SH DEFINED 01 11204732 0 0 TRAVELERS PROP CASUALT -B COM 89420G406 153 10804 SH DEFINED 01 02 0 75628 0 TRAVELERS PROP CASUALT -B COM 89420G406 3306 234282 SH DEFINED 01 03 0 1639974 0 TREDEGAR COM 894650100 1359 113744 SH DEFINED 01 113744 0 0 TREX COMPANY INC. COM 89531P105 1308 40500 SH DEFINED 01 40500 0 0 TREX COMPANY INC. COM 89531P105 2 70 SH DEFINED 01 02 0 70 0 TRIAD HOSPITAL INC COM 89579K109 1429 53118 SH DEFINED 01 53118 0 0 TRIAD HOSPITAL INC COM 89579K109 1883 70000 SH DEFINED 01 02 0 70000 0 TRIAD GUARANTY INC COM 895925105 2187 63673 SH DEFINED 01 63673 0 0 TRIAD GUARANTY INC COM 895925105 73 2174 SH DEFINED 01 02 0 2174 0 TRIAD GUARANTY INC COM 895925105 5 143 SH DEFINED 01 03 0 143 0 TRIARC COS INC CL A COM 895927101 1681 60375 SH DEFINED 01 60375 0 0 TRIBUNE CO COM 896047107 27077 601586 SH DEFINED 01 601586 0 0 TRIBUNE CO COM 896047107 3026 67239 SH DEFINED 01 03 0 67239 0 TRIMBLE NAVIGATION L COM 896239100 2052 108372 SH DEFINED 01 108372 0 0 TRIMBLE NAVIGATION L COM 896239100 1 60 SH DEFINED 01 02 0 60 0 TRIMERIS INC COM 896263100 1310 31800 SH DEFINED 01 31800 0 0 TRIMERIS INC COM 896263100 136 3295 SH DEFINED 01 02 0 3295 0 TRIMERIS INC COM 896263100 2 50 SH DEFINED 01 03 0 50 0 TRINITY INDUSTRIES COM 896522109 3751 217815 SH DEFINED 01 217815 0 0 TRI QUINT COM 89674K103 3517 1246729 SH DEFINED 01 1246729 0 0 TRI QUINT COM 89674K103 1 320 SH DEFINED 01 02 0 320 0 TRIUMPH GROUP INC COM 896818101 1694 75451 SH DEFINED 01 75451 0 0 TRUSTCO BANK CORP COM 898349105 2121 220232 SH DEFINED 01 220232 0 0 TRUSTMARK CORP COM 898402102 506 21306 SH DEFINED 01 21306 0 0 TUESDAY MORNING CORP COM 899035505 978 49720 SH DEFINED 01 49720 0 0 TUESDAY MORNING CORP COM 899035505 2 90 SH DEFINED 01 02 0 90 0 TUPPERWARE CORP COM 899896104 45 3245 SH DEFINED 01 3245 0 0 TUPPERWARE CORP COM 899896104 178 12860 SH DEFINED 01 03 0 12860 0 II VI INC COM 902104108 585 35200 SH DEFINED 01 35200 0 0 II VI INC COM 902104108 1 80 SH DEFINED 01 02 0 80 0 TYCO INTERNATIONAL COM 902124106 177108 13771967 SH DEFINED 01 13771967 0 0 TYCO INTERNATIONAL COM 902124106 3260 253470 SH DEFINED 01 02 0 253470 0 TYCO INTERNATIONAL COM 902124106 7440 578564 SH DEFINED 01 03 0 578564 0 TYCO INTERNATIONAL COM 902124106 0 30 SH DEFINED 01 05 0 30 0 TYCO INTERNATIONAL COM 902124106 25 1923 SH DEFINED 01 12 0 1923 0 TYCO INTERNATIONAL COM 902124106 1553 120666 SH DEFINED 01 13 0 120666 0 TYLER TECHNOLOGIES. COM 902252105 590 167100 SH DEFINED 01 167100 0 0 TYLER TECHNOLOGIES. COM 902252105 40 11383 SH DEFINED 01 02 0 11383 0 TYLER TECHNOLOGIES. COM 902252105 2 695 SH DEFINED 01 03 0 695 0 TYSON FOODS INC -CL COM 902494103 1218 157168 SH DEFINED 01 157168 0 0 UCBH HOLDINGS INC COM 90262T308 3051 69377 SH DEFINED 01 69377 0 0 UCBH HOLDINGS INC COM 90262T308 2 50 SH DEFINED 01 02 0 50 0 UGI CORP COM 902681105 9388 205424 SH DEFINED 01 205424 0 0 UGI CORP COM 902681105 122 2664 SH DEFINED 01 02 0 2664 0 UGI CORP COM 902681105 8 182 SH DEFINED 01 03 0 182 0 UICI COM 902737105 1919 199675 SH DEFINED 01 199675 0 0 UIL HOLDINGS CORP COM 902748102 1489 42919 SH DEFINED 01 42919 0 0 UST INC COM 902911106 1863 67485 SH DEFINED 01 67485 0 0 UST INC COM 902911106 7225 261750 SH DEFINED 01 02 0 261750 0 UST INC COM 902911106 1021 37004 SH DEFINED 01 03 0 37004 0 US BANCORP COM 902973304 82053 4323110 SH DEFINED 01 4323110 0 0 US BANCORP COM 902973304 377 19877 SH DEFINED 01 02 0 19877 0 US BANCORP COM 902973304 8089 426173 SH DEFINED 01 03 0 426173 0 USA INTERACTIVE COM 902984103 352001 13139236 SH DEFINED 01 13139236 0 0 USA INTERACTIVE COM 902984103 5380 200808 SH DEFINED 01 02 0 200808 0 USA INTERACTIVE COM 902984103 108 4037 SH DEFINED 01 03 0 4037 0 USA NETWORKS COM 902984996 68850 2570000 SH DEFINED 01 2570000 0 0 URS CORP COM 903236107 1103 95653 SH DEFINED 01 95653 0 0 UT/S&P STARS FD IILP COM 903389997 2500 2500000 SH DEFINED 01 05 0 0 2500000 US ONCOLOGY INC COM 90338W103 2524 355548 SH DEFINED 01 355548 0 0 US ONCOLOGY INC COM 90338W103 30 4147 SH DEFINED 01 02 0 4147 0 US ONCOLOGY INC COM 90338W103 2 247 SH DEFINED 01 03 0 247 0 ULTICOM INC COM 903844108 3382 526700 SH DEFINED 01 526700 0 0 ULTIMATE ELECTRONICS COM 903849107 344 43273 SH DEFINED 01 43273 0 0 ULTRA PETROLEUM CORP COM 903914109 2478 280600 SH DEFINED 01 280600 0 0 ULTRA PETROLEUM CORP COM 903914109 49 5395 SH DEFINED 01 02 0 5395 0 ULTRA PETROLEUM CORP COM 903914109 4 406 SH DEFINED 01 03 0 406 0 ULTRATECH STEPPER COM 904034105 1957 163368 SH DEFINED 01 163368 0 0 UNIBANCO ADR COM 90458E107 6 400 SH DEFINED 01 400 0 0 UNIFI INC. COM 904677101 11 2247 SH DEFINED 01 2247 0 0 UNILEVER NV NEW COM 904784709 16537 278200 SH DEFINED 01 278200 0 0 UNION PACIFIC CORP COM 907818108 205306 3732827 SH DEFINED 01 3732827 0 0 UNION PACIFIC CORP COM 907818108 10177 184890 SH DEFINED 01 02 0 184890 0 UNION PACIFIC CORP COM 907818108 4210 76550 SH DEFINED 01 03 0 76550 0 UNION PACIFIC CORP CONV PRF 907824205 27591 541000 SH DEFINED 01 0 0 541000 UNION PAC CAP TR PFD CONV PRF 907824403 13796 270500 SH DEFINED 01 0 0 270500 UNION PLANTERS CORP COM 908068109 291 11069 SH DEFINED 01 11069 0 0 UNION PLANTERS CORP COM 908068109 78 2976 SH DEFINED 01 02 0 2976 0 UNION PLANTERS CORP COM 908068109 1149 43698 SH DEFINED 01 03 0 43698 0 UNISOURCE ENERGY CRP COM 909205106 3733 215725 SH DEFINED 01 215725 0 0 UNISOURCE ENERGY CRP COM 909205106 77 4456 SH DEFINED 01 02 0 4456 0 UNISOURCE ENERGY CRP COM 909205106 6 327 SH DEFINED 01 03 0 327 0 UNISYS CORP COM 909214108 798 86172 SH DEFINED 01 86172 0 0 UNISYS CORP COM 909214108 666 71958 SH DEFINED 01 03 0 71958 0 UNIT CORP COM 909218109 7844 386596 SH DEFINED 01 386596 0 0 UNIT CORP COM 909218109 4 180 SH DEFINED 01 02 0 180 0 UNITED BANCSHARES COM 909907107 3467 125157 SH DEFINED 01 125157 0 0 UNITED DEFENSE INDS COM 91018B104 2070 95621 SH DEFINED 01 95621 0 0 UNITED DEFENSE INDS COM 91018B104 51 2373 SH DEFINED 01 02 0 2373 0 UNITED DEFENSE INDS COM 91018B104 4 172 SH DEFINED 01 03 0 172 0 UNITED DOMINION REAL. COM 910197102 71 4470 SH DEFINED 01 4470 0 0 UNITED FIRE & CASUALTY COM 910331107 712 23900 SH DEFINED 01 23900 0 0 UNITED FIRE & CASUALTY COM 910331107 61 2062 SH DEFINED 01 02 0 2062 0 UNITED FIRE & CASUALTY COM 910331107 4 131 SH DEFINED 01 03 0 131 0 UNITED FIRE AND CA CVT PFD CONV PRF 910331305 1471 55000 SH DEFINED 01 0 0 55000 UNITED MICROELECTRON COM 910873207 25922 8611550 SH DEFINED 01 8611550 0 0 UNITED MICROELECTRON COM 910873207 1218 404700 SH DEFINED 01 02 0 404700 0 UNITED NATURAL FOOD COM 911163103 2300 90216 SH DEFINED 01 90216 0 0 UNITED NATURAL FOOD COM 911163103 204 8000 SH DEFINED 01 02 0 8000 0 UNITED ONLINE INC COM 911268100 3137 182000 SH DEFINED 01 182000 0 0 UNITED ONLINE INC COM 911268100 52 2982 SH DEFINED 01 02 0 2982 0 UNITED ONLINE INC COM 911268100 3 186 SH DEFINED 01 03 0 186 0 UNITED PARCEL SERVIC COM 911312106 60956 1069395 SH DEFINED 01 1069395 0 0 UNITED PARCEL SERVIC COM 911312106 1107 19432 SH DEFINED 01 02 0 19432 0 UNITED PARCEL SERVIC COM 911312106 14156 248348 SH DEFINED 01 03 0 248348 0 UNITED RENTALS INC COM 911363109 31 3195 SH DEFINED 01 3195 0 0 US CELLULAR CORP COM 911684108 472 20000 SH DEFINED 01 20000 0 0 US INDUSTRIES INC COM 912080108 1096 276900 SH DEFINED 01 276900 0 0 US INDUSTRIES INC COM 912080108 70 17585 SH DEFINED 01 02 0 17585 0 US INDUSTRIES INC COM 912080108 4 1130 SH DEFINED 01 03 0 1130 0 UNITED STATES STEEL COM 912909108 56 5714 SH DEFINED 01 5714 0 0 UNITED STATES STEEL COM 912909108 222 22555 SH DEFINED 01 03 0 22555 0 UNITED STATIONERS COM 913004107 2057 96366 SH DEFINED 01 96366 0 0 UNITED SURGICAL PAR COM 913016309 555 30000 SH DEFINED 01 30000 0 0 UNITED TECHNOLOGIES COM 913017109 146219 2530628 SH DEFINED 01 2530628 0 0 UNITED TECHNOLOGIES COM 913017109 5012 86716 SH DEFINED 01 02 0 86716 0 UNITED TECHNOLOGIES COM 913017109 7627 131988 SH DEFINED 01 03 0 131988 0 UNITED TECHNOLOGIES COM 913017109 711 12293 SH DEFINED 01 13 0 12293 0 UNITED THERAPEUTICS COM 91307C102 1117 64800 SH DEFINED 01 64800 0 0 UNITED THERAPEUTICS COM 91307C102 48 2790 SH DEFINED 01 02 0 2790 0 UNITED THERAPEUTICS COM 91307C102 3 178 SH DEFINED 01 03 0 178 0 UNITEDHEALTH GROUP COM 91324P102 557537 6081985 SH DEFINED 01 6081985 0 0 UNITEDHEALTH GROUP COM 91324P102 19890 216953 SH DEFINED 01 02 0 216953 0 UNITEDHEALTH GROUP COM 91324P102 6216 67809 SH DEFINED 01 03 0 67809 0 UNITEDHEALTH GROUP COM 91324P102 1384 15093 SH DEFINED 01 13 0 15093 0 UNITRIN INC COM 913275103 783 33824 SH DEFINED 01 33824 0 0 UNIVERSAL AMER FINANCIAL CRP. COM 913377107 3694 647000 SH DEFINED 01 647000 0 0 UNIVERSAL AMER FINANCIAL CRP. COM 913377107 55 9733 SH DEFINED 01 02 0 9733 0 UNIVERSAL AMER FINANCIAL CRP. COM 913377107 4 642 SH DEFINED 01 03 0 642 0 UNIVERSAL COMPRESION COM 913431102 391 22400 SH DEFINED 01 22400 0 0 UNIVERSAL CORP COM 913456109 40 1051 SH DEFINED 01 1051 0 0 UNIVERSAL ELECTRONICS INC COM 913483103 1283 133000 SH DEFINED 01 133000 0 0 UNIVERSAL FST PRO COM 913543104 816 52624 SH DEFINED 01 52624 0 0 UNIVERSAL HEALTH REALTY INCOME COM 91359E105 1077 41600 SH DEFINED 01 41600 0 0 UNIVERSAL HLTH CR-B. COM 913903100 5817 142677 SH DEFINED 01 142677 0 0 UNIVERSAL HLTH CR-B. COM 913903100 8 200 SH DEFINED 01 02 0 200 0 UNIVERSAL HLTH CR-B. COM 913903100 28 675 SH DEFINED 01 03 0 675 0 UNIVISION COM 914906102 58012 2366874 SH DEFINED 01 2366874 0 0 UNIVISION COM 914906102 38700 1578920 SH DEFINED 01 02 0 1578920 0 UNIVISION COM 914906102 3993 162892 SH DEFINED 01 03 0 162892 0 UNOCAL CORP COM 915289102 21350 811438 SH DEFINED 01 811438 0 0 UNOCAL CORP COM 915289102 24 900 SH DEFINED 01 02 0 900 0 UNOCAL CORP COM 915289102 1497 56891 SH DEFINED 01 03 0 56891 0 UNOVA INC COM 91529B106 1048 195000 SH DEFINED 01 195000 0 0 UNOVA INC COM 91529B106 52 9686 SH DEFINED 01 02 0 9686 0 UNOVA INC COM 91529B106 3 610 SH DEFINED 01 03 0 610 0 UNUMPROVIDENT CORP COM 91529Y106 4780 487730 SH DEFINED 01 487730 0 0 UNUMPROVIDENT CORP COM 91529Y106 41 4229 SH DEFINED 01 02 0 4229 0 UNUMPROVIDENT CORP COM 91529Y106 536 54670 SH DEFINED 01 03 0 54670 0 USFREIGHTWAYS COM 916906100 2024 79956 SH DEFINED 01 79956 0 0 URBAN OUTFITTERS COM 917047102 2416 107400 SH DEFINED 01 107400 0 0 URBAN OUTFITTERS COM 917047102 52 2290 SH DEFINED 01 02 0 2290 0 UTSTARCOM INC. COM 918076100 11341 567300 SH DEFINED 01 567300 0 0 UTSTARCOM INC. COM 918076100 523 26139 SH DEFINED 01 02 0 26139 0 VCA ANTECH INC COM 918194101 9565 618300 SH DEFINED 01 618300 0 0 VCA ANTECH INC COM 918194101 171 10995 SH DEFINED 01 02 0 10995 0 VCA ANTECH INC COM 918194101 4 272 SH DEFINED 01 03 0 272 0 V. F. CORP COM 918204108 1522 40460 SH DEFINED 01 40460 0 0 V. F. CORP COM 918204108 902 23965 SH DEFINED 01 03 0 23965 0 VALASSIS COMMUNICATI COM 918866104 1280 48494 SH DEFINED 01 48494 0 0 VALASSIS COMMUNICATI COM 918866104 81 3075 SH DEFINED 01 02 0 3075 0 VALERO ENERGY CORP COM 91913Y100 1184 28609 SH DEFINED 01 28609 0 0 VALERO ENERGY CORP COM 91913Y100 207 5010 SH DEFINED 01 02 0 5010 0 VALMONT INDUSTRIES COM 920253101 3761 174141 SH DEFINED 01 174141 0 0 VALSPAR CORP COM 920355104 86 2102 SH DEFINED 01 2102 0 0 VALUECLICK INC. COM 92046N102 447 147500 SH DEFINED 01 147500 0 0 VALUECLICK INC. COM 92046N102 44 14788 SH DEFINED 01 02 0 14788 0 VALUECLICK INC. COM 92046N102 3 976 SH DEFINED 01 03 0 976 0 VAN DER MOOLEN HOLDING-ADR COM 921020103 6 600 SH DEFINED 01 600 0 0 VAN ELK HARD ASSETS LP COM 921050993 1700 1700000 SH DEFINED 01 05 0 0 1700000 VCOMMERCE CORP PFD CONV PRF 922100XX5 43 2145923 SH DEFINED 01 0 0 2145923 VARCO INTL INC COM 922122106 17745 969143 SH DEFINED 01 969143 0 0 VARDE INV PARTNER LP COM 922155999 3700 3700000 SH DEFINED 01 05 0 0 3700000 VARIAN INC COM 922206107 1034 36110 SH DEFINED 01 36110 0 0 VARIAN INC COM 922206107 2 80 SH DEFINED 01 02 0 80 0 VARIAN SEMICONDUCTOR COM 922207105 3236 159122 SH DEFINED 01 159122 0 0 VARIAN SEMICONDUCTOR COM 922207105 2 100 SH DEFINED 01 02 0 100 0 VARIAN MEDICAL SYST. COM 92220P105 1636 30343 SH DEFINED 01 30343 0 0 VECTREN CORPORATION COM 92240G101 552 25634 SH DEFINED 01 25634 0 0 VEECO COM 922417100 2414 156366 SH DEFINED 01 156366 0 0 VENINFOTEL CVT PIK PVT SR, SEC CONV BND 922700ZZ5 306 30594716 PRN DEFINED 01 0 0 30594716 VENTAS INC COM 92276F100 1010 87100 SH DEFINED 01 87100 0 0 VERITAS SOFTWARE COM 923436109 404 23019 SH DEFINED 01 23019 0 0 VERITAS SOFTWARE COM 923436109 1645 93563 SH DEFINED 01 03 0 93563 0 VERITAS SOFTWARE COM 923436109 130 7400 SH DEFINED 01 13 0 7400 0 VERITY SOFTWARE COM 92343C106 2723 196591 SH DEFINED 01 196591 0 0 VERITY SOFTWARE COM 92343C106 1 60 SH DEFINED 01 02 0 60 0 VERISIGN INC COM 92343E102 699 80000 SH DEFINED 01 80000 0 0 VERISIGN INC COM 92343E102 13 1474 SH DEFINED 01 03 0 1474 0 VERITAS DGC COM 92343P107 658 98988 SH DEFINED 01 98988 0 0 VERIZON COMM COM 92343V104 354031 10014996 SH DEFINED 01 10014996 0 0 VERIZON COMM COM 92343V104 7441 210588 SH DEFINED 01 02 0 210588 0 VERIZON COMM COM 92343V104 24271 686606 SH DEFINED 01 03 0 686606 0 VERIZON COMM COM 92343V104 14 400 SH DEFINED 01 12 0 400 0 VERIZON COMM COM 92343V104 573 16200 SH DEFINED 01 13 0 16200 0 VERIZON CVT CONV BND 92344GAN6 539 920000 PRN DEFINED 01 0 0 920000 VERTEX PHARM COM 92532F100 35 3187 SH DEFINED 01 3187 0 0 VIACOM INC. COM 925524100 1095 30000 SH DEFINED 01 30000 0 0 VIACOM INC. COM 925524100 280 7650 SH DEFINED 01 02 0 7650 0 VIACOM INC CL B COM 925524308 651334 17834926 SH DEFINED 01 17834926 0 0 VIACOM INC CL B COM 925524308 24547 672098 SH DEFINED 01 02 0 672098 0 VIACOM INC CL B COM 925524308 15281 418425 SH DEFINED 01 03 0 418425 0 VIAD CORP COM 92552R109 79 3676 SH DEFINED 01 3676 0 0 VIAD CORP COM 92552R109 82 3820 SH DEFINED 01 02 0 3820 0 VIASAT INC COM 92552V100 881 77522 SH DEFINED 01 77522 0 0 VIASYS HEALTHCARE COM 92553Q209 1089 77788 SH DEFINED 01 77788 0 0 VICOR CORP COM 925815102 716 125588 SH DEFINED 01 125588 0 0 VIEWPOINT CORP COM 92672P108 207 450000 SH DEFINED 01 450000 0 0 VINTAGE PETE INC COM 927460105 2390 251491 SH DEFINED 01 251491 0 0 VIRAGE LOGIC CORP COM 92763R104 469 75000 SH DEFINED 01 75000 0 0 VISHAY INTRTECHNOLOG COM 928298108 68 6666 SH DEFINED 01 6666 0 0 VISHAY INTRTECHNOLOG COM 928298108 81 7941 SH DEFINED 01 02 0 7941 0 VISTEON CORP COM 92839U107 43 7200 SH DEFINED 01 7200 0 0 VISTEON CORP COM 92839U107 1 128 SH DEFINED 01 02 0 128 0 VISTEON CORP COM 92839U107 169 28458 SH DEFINED 01 03 0 28458 0 VISTACARE INC-CL A. COM 92839Y109 235 13200 SH DEFINED 01 13200 0 0 VISTACARE INC-CL A. COM 92839Y109 5 300 SH DEFINED 01 02 0 300 0 VISX INC COM 92844S105 9636 908952 SH DEFINED 01 908952 0 0 VITAL SIGNS INC COM 928469105 1980 74567 SH DEFINED 01 74567 0 0 VITALWORKS INC COM 928483106 800 208100 SH DEFINED 01 208100 0 0 VITALWORKS INC COM 928483106 2 430 SH DEFINED 01 02 0 430 0 VITESSE SEMICONDUCTOR CVT CONV BND 928497AB2 874 1000000 PRN DEFINED 01 02 0 0 1000000 VIVENDI UNIVERSAL COM 92851S204 3752 280000 SH DEFINED 01 280000 0 0 VODAFONE GROUP PLC. COM 92857W100 46561 2555477 SH DEFINED 01 2555477 0 0 VODAFONE GROUP PLC. COM 92857W100 120 6580 SH DEFINED 01 02 0 6580 0 VOLT INFO SCIENCES COM 928703107 463 45164 SH DEFINED 01 45164 0 0 VULCAN MATERIALS COM 929160109 2354 77865 SH DEFINED 01 77865 0 0 VULCAN MATERIALS COM 929160109 677 22391 SH DEFINED 01 03 0 22391 0 WD-40 CO COM 929236107 1219 49143 SH DEFINED 01 49143 0 0 WFS FINANCIAL INC COM 92923B106 1009 52200 SH DEFINED 01 52200 0 0 WFS FINANCIAL INC COM 92923B106 1 70 SH DEFINED 01 02 0 70 0 WGL HOLDINGS INC COM 92924F106 54 2027 SH DEFINED 01 2027 0 0 W HOLDING CO INC COM 929251106 983 53500 SH DEFINED 01 53500 0 0 W HOLDING CO INC COM 929251106 54 2965 SH DEFINED 01 02 0 2965 0 W HOLDING CO INC COM 929251106 4 198 SH DEFINED 01 03 0 198 0 W-H ENERGY SERVICES INC COM 92925E108 1372 80160 SH DEFINED 01 80160 0 0 WMS INDUSTRIES INC COM 929297109 1167 91510 SH DEFINED 01 91510 0 0 WPP GROUP PLC -ADR COM 929309300 936 34000 SH DEFINED 01 34000 0 0 WRC MEDIA INC 144A COM 92931A108 0 10282 SH DEFINED 01 02 0 10282 0 WPS RESOURES CORP COM 92931B106 53 1331 SH DEFINED 01 1331 0 0 WPS RESOURES CORP COM 92931B106 108 2720 SH DEFINED 01 02 0 2720 0 WPS RESOURES CORP COM 92931B106 7 185 SH DEFINED 01 03 0 185 0 WSFS FINANCIAL CORP COM 929328102 1141 36100 SH DEFINED 01 36100 0 0 WSFS FINANCIAL CORP COM 929328102 21 668 SH DEFINED 01 02 0 668 0 WSFS FINANCIAL CORP COM 929328102 1 45 SH DEFINED 01 03 0 45 0 WABASH NATL COM 929566107 479 76103 SH DEFINED 01 76103 0 0 WABTEC. COM 929740108 1723 148407 SH DEFINED 01 148407 0 0 WABTEC. COM 929740108 53 4546 SH DEFINED 01 02 0 4546 0 WABTEC. COM 929740108 3 299 SH DEFINED 01 03 0 299 0 WACHOVIA CORPORATION COM 929903102 69639 2043995 SH DEFINED 01 2043995 0 0 WACHOVIA CORPORATION COM 929903102 466 13660 SH DEFINED 01 02 0 13660 0 WACHOVIA CORPORATION COM 929903102 12038 353366 SH DEFINED 01 03 0 353366 0 WACHOVIA CORPORATION COM 929903102 1627 47758 SH DEFINED 01 13 0 47758 0 WADDELL & REED FIN COM 930059100 59 3351 SH DEFINED 01 3351 0 0 WAL MART STORES COM 931142103 936454 17998331 SH DEFINED 01 17998331 0 0 WAL MART STORES COM 931142103 35468 681659 SH DEFINED 01 02 0 681659 0 WAL MART STORES COM 931142103 50979 979791 SH DEFINED 01 03 0 979791 0 WAL MART STORES COM 931142103 21 400 SH DEFINED 01 12 0 400 0 WAL MART STORES COM 931142103 832 16000 SH DEFINED 01 13 0 16000 0 WALGREEN CO. COM 931422109 1690 57316 SH DEFINED 01 57316 0 0 WALGREEN CO. COM 931422109 315 10650 SH DEFINED 01 02 0 10650 0 WALGREEN CO. COM 931422109 6665 226083 SH DEFINED 01 03 0 226083 0 WALLACE COMPUTER SVC COM 932270101 44 1763 SH DEFINED 01 1763 0 0 WANT-WANT HOLDINGS. COM 933697997 64 102030 SH DEFINED 01 102030 0 0 WASHINGTON FED INC COM 938824109 4344 206269 SH DEFINED 01 206269 0 0 WASHINGTON MUT INC COM 939322103 114850 3256350 SH DEFINED 01 3256350 0 0 WASHINGTON MUT INC COM 939322103 1237 35050 SH DEFINED 01 02 0 35050 0 WASHINGTON MUT INC COM 939322103 11017 312381 SH DEFINED 01 03 0 312381 0 WASHINGTON MUT INC COM 939322103 1153 32680 SH DEFINED 01 13 0 32680 0 WASHINGTON POST CI B COM 939640108 270 396 SH DEFINED 01 396 0 0 WASTE CONNECTION COM 941053100 6198 179618 SH DEFINED 01 179618 0 0 WASTE CONNECTION COM 941053100 2966 85990 SH DEFINED 01 02 0 85990 0 WASTE MANAGEMENT INC COM 94106L109 24085 1137152 SH DEFINED 01 1137152 0 0 WASTE MANAGEMENT INC COM 94106L109 563 26600 SH DEFINED 01 02 0 26600 0 WASTE MANAGEMENT INC COM 94106L109 4942 233340 SH DEFINED 01 03 0 233340 0 WATERS CORPORATION COM 941848103 153 7220 SH DEFINED 01 7220 0 0 WATERS CORPORATION COM 941848103 603 28485 SH DEFINED 01 03 0 28485 0 WATSCO COM 942622200 1040 76054 SH DEFINED 01 76054 0 0 WATSON PHARMACEUTICA COM 942683103 4365 151724 SH DEFINED 01 151724 0 0 WATSON PHARMACEUTICA COM 942683103 691 24030 SH DEFINED 01 03 0 24030 0 WATSON WYATT &CO. COM 942712100 1966 97800 SH DEFINED 01 97800 0 0 WATTS INDUSTRIES INC COM 942749102 2373 152273 SH DEFINED 01 152273 0 0 WAUSAU MOSINEE PAPER COM 943315101 1028 100750 SH DEFINED 01 100750 0 0 WAUSAU MOSINEE PAPER COM 943315101 67 6547 SH DEFINED 01 02 0 6547 0 WAUSAU MOSINEE PAPER COM 943315101 4 436 SH DEFINED 01 03 0 436 0 WAYPOINT FINANCIAL CORP COM 946756103 1829 105965 SH DEFINED 01 105965 0 0 WEATHERFORD INTL CVT CONV BND 947074AB6 507 800000 PRN DEFINED 01 0 0 800000 WEATHERFORD INTL CVT CONV BND 947074AB6 634 1000000 PRN DEFINED 01 02 0 0 1000000 WEBSENSE INC COM 947684106 1951 132960 SH DEFINED 01 132960 0 0 WEBSENSE INC COM 947684106 1 100 SH DEFINED 01 02 0 100 0 WEBMETHODS INC.. COM 94768C108 1155 126500 SH DEFINED 01 126500 0 0 WEBMETHODS INC.. COM 94768C108 1 130 SH DEFINED 01 02 0 130 0 WEBMD CORPORATION. COM 94769M105 15369 1703800 SH DEFINED 01 1703800 0 0 WEBMD CORPORATION. COM 94769M105 1135 125800 SH DEFINED 01 02 0 125800 0 WEBSTER FINANCIAL COM 947890109 102 2918 SH DEFINED 01 2918 0 0 WEBVAN GROUP INC COM 94845V103 0 312 SH DEFINED 01 312 0 0 WEIDER NUTRITION INT. COM 948603105 76 51800 SH DEFINED 01 51800 0 0 WELLCHOICE INC COM 949475107 6 300 SH DEFINED 01 02 0 300 0 WELLMAN INC COM 949702104 2261 242353 SH DEFINED 01 242353 0 0 WELLPOINT COM 94973H108 37707 491292 SH DEFINED 01 491292 0 0 WELLPOINT COM 94973H108 27 350 SH DEFINED 01 02 0 350 0 WELLPOINT COM 94973H108 2554 33289 SH DEFINED 01 03 0 33289 0 WELLS FARGO CO (NEW) COM 949746101 425656 9461132 SH DEFINED 01 9461132 0 0 WELLS FARGO CO (NEW) COM 949746101 20185 448737 SH DEFINED 01 02 0 448737 0 WELLS FARGO CO (NEW) COM 949746101 16907 375812 SH DEFINED 01 03 0 375812 0 WELLS FARGO CO (NEW) COM 949746101 2128 47311 SH DEFINED 01 13 0 47311 0 WELLSFORD REAL PROP COM 950240200 3453 237800 SH DEFINED 01 237800 0 0 WENDYS INTL INC COM 950590109 18827 684350 SH DEFINED 01 684350 0 0 WENDYS INTL INC COM 950590109 72 2600 SH DEFINED 01 02 0 2600 0 WENDYS INTL INC COM 950590109 700 25454 SH DEFINED 01 03 0 25454 0 WERNER ENTERPRISES COM 950755108 1076 55860 SH DEFINED 01 55860 0 0 WESCAST INDUSTRIES COM 950813105 3587 158700 SH DEFINED 01 158700 0 0 WESCO FINANCIAL CORP COM 950817106 849 2850 SH DEFINED 01 2850 0 0 WEST CORP COM 952355105 2502 141400 SH DEFINED 01 141400 0 0 WEST CORP COM 952355105 41 2337 SH DEFINED 01 02 0 2337 0 WEST AMERICA BANCORP COM 957090103 55 1399 SH DEFINED 01 1399 0 0 WESTAR ENERGY INC. COM 95709T100 1248 102983 SH DEFINED 01 102983 0 0 WESTCORP COM 957907108 908 48900 SH DEFINED 01 48900 0 0 WESTERN DIGITAL COM 958102105 16807 1855000 SH DEFINED 01 1855000 0 0 WESTERN DIGITAL COM 958102105 481 53060 SH DEFINED 01 02 0 53060 0 WESTERN GAS RESOURCE COM 958259103 2082 63978 SH DEFINED 01 63978 0 0 WESTERN GAS RESOURCE COM 958259103 74 2261 SH DEFINED 01 02 0 2261 0 WESTERN GAS RESOURCE COM 958259103 5 145 SH DEFINED 01 03 0 145 0 WESTERN WIRELESS COM 95988E204 1019 181200 SH DEFINED 01 181200 0 0 WESTERN WIRELESS COM 95988E204 2 280 SH DEFINED 01 02 0 280 0 WESTWOOD HLDGS GROUP COM 961765104 3952 292500 SH DEFINED 01 292500 0 0 WESTWOOD ONE CORP COM 961815107 65491 2096405 SH DEFINED 01 2096405 0 0 WESTWOOD ONE CORP COM 961815107 84297 2698339 SH DEFINED 01 02 0 2698339 0 WESTWOOD ONE CORP COM 961815107 4692 150200 SH DEFINED 01 03 0 150200 0 WET SEAL INC COM 961840105 640 87640 SH DEFINED 01 87640 0 0 WEYERHAUESER COM 962166104 45487 951032 SH DEFINED 01 951032 0 0 WEYERHAUESER COM 962166104 2310 48306 SH DEFINED 01 03 0 48306 0 WEYERHAUESER COM 962166104 14 300 SH DEFINED 01 12 0 300 0 WEYERHAUESER COM 962166104 325 6800 SH DEFINED 01 13 0 6800 0 WHIRLPOOL CORP COM 963320106 52613 1073106 SH DEFINED 01 1073106 0 0 WHIRLPOOL CORP COM 963320106 485 9900 SH DEFINED 01 02 0 9900 0 WHIRLPOOL CORP COM 963320106 2791 56941 SH DEFINED 01 03 0 56941 0 WHIRLPOOL CORP 6.550 PFD 0910 PRF 963328208 18163 180000 SH DEFINED 01 0 0 180000 WHITNEY HOLDING CORP COM 966612103 4684 137245 SH DEFINED 01 137245 0 0 WHOLE FOODS MARKET COM 966837106 82508 1482881 SH DEFINED 01 1482881 0 0 WHOLE FOODS MARKET COM 966837106 116590 2095420 SH DEFINED 01 02 0 2095420 0 WHOLE FOODS MARKET COM 966837106 9678 173926 SH DEFINED 01 03 0 173926 0 WILD OATS MARKETS COM 96808B107 2185 235900 SH DEFINED 01 235900 0 0 WILD OATS MARKETS COM 96808B107 2 220 SH DEFINED 01 02 0 220 0 WILLIAM COMPANIES COM 969457100 884 192934 SH DEFINED 01 192934 0 0 WILLIAM COMPANIES COM 969457100 524 114439 SH DEFINED 01 03 0 114439 0 WILLIAMS SONOMA COM 969904101 79848 3662776 SH DEFINED 01 3662776 0 0 WILLIAMS SONOMA COM 969904101 75214 3450287 SH DEFINED 01 02 0 3450287 0 WILLIAMS SONOMA COM 969904101 6334 290550 SH DEFINED 01 03 0 290550 0 WILLOW GROVE BANCORP INC COM 97111W101 796 53800 SH DEFINED 01 53800 0 0 WILMINGTON TRUST COR COM 971807102 76 2736 SH DEFINED 01 2736 0 0 WILLIAMSON MCAREE QP INVESTMEN COM 971840996 2500 2500000 SH DEFINED 01 05 0 0 2500000 WARRANTS WT 97187@117 49 12 SH DEFINED 01 05 0 0 12 WARRANTS WT 97188#AA4 47 12 SH DEFINED 01 05 0 0 12 WILSHIRE NY ADVIS WT WT 971880117 44 6 SH DEFINED 01 0 0 6 WILSHIRE NY ADVIS WT WT 971880117 104 14 SH DEFINED 01 05 0 0 14 WARRANTS WT 97189#113 4 4 SH DEFINED 01 0 0 4 WARRANTS WT 97189#113 4 4 SH DEFINED 01 05 0 0 4 WILSHIRE NY ADVISOR WT 971993118 34 30 SH DEFINED 01 0 0 30 WILSHIRE NY ADVISOR WT 971993118 34 30 SH DEFINED 01 05 0 0 30 WILSON GREATBATCH COM 972232102 2387 85300 SH DEFINED 01 85300 0 0 WILSON GREATBATCH COM 972232102 3 90 SH DEFINED 01 02 0 90 0 WIND RIVER COM 973149107 10 3302 SH DEFINED 01 3302 0 0 WINN-DIXIE COM 974280109 2142 162064 SH DEFINED 01 162064 0 0 WINN-DIXIE COM 974280109 64 4852 SH DEFINED 01 02 0 4852 0 WINN-DIXIE COM 974280109 420 31760 SH DEFINED 01 03 0 31760 0 WINNEBAGO IND INC COM 974637100 4114 151238 SH DEFINED 01 151238 0 0 WINNEBAGO IND INC COM 974637100 1 40 SH DEFINED 01 02 0 40 0 WINTRUST FINANCIAL COM 97650W108 1458 50985 SH DEFINED 01 50985 0 0 WIRELESS FACILITIES COM 97653A103 808 140000 SH DEFINED 01 140000 0 0 WIRELESS FACILITIES COM 97653A103 41 7259 SH DEFINED 01 02 0 7259 0 WIRELESS FACILITIES COM 97653A103 3 457 SH DEFINED 01 03 0 457 0 WISCONSIN ENERGY COM 976657106 10283 404845 SH DEFINED 01 404845 0 0 WOLVERINE TUBE INC COM 978093102 163 36381 SH DEFINED 01 36381 0 0 WOLVERINE WORLD WIDE COM 978097103 3365 200937 SH DEFINED 01 200937 0 0 WOLVERINE WORLD WIDE COM 978097103 73 4314 SH DEFINED 01 02 0 4314 0 WOLVERINE WORLD WIDE COM 978097103 5 286 SH DEFINED 01 03 0 286 0 WOODWARD GOVERNOR CO COM 980745103 5335 152481 SH DEFINED 01 152481 0 0 WORLD FUEL SERVICES COM 981475106 483 23700 SH DEFINED 01 23700 0 0 WORLD FUEL SERVICES COM 981475106 59 2937 SH DEFINED 01 02 0 2937 0 WORLD FUEL SERVICES COM 981475106 4 184 SH DEFINED 01 03 0 184 0 WORTHINGTON IND COM 981811102 3476 291328 SH DEFINED 01 291328 0 0 WORTHINGTON IND COM 981811102 51 4184 SH DEFINED 01 02 0 4184 0 WORTHINGTON IND COM 981811102 241 20193 SH DEFINED 01 03 0 20193 0 WRIGHT MEDICAL GROUP COM 98235T107 1428 81500 SH DEFINED 01 81500 0 0 WRIGLEY WM JR CO COM 982526105 25066 443623 SH DEFINED 01 443623 0 0 WRIGLEY WM JR CO COM 982526105 183 3232 SH DEFINED 01 02 0 3232 0 WRIGLEY WM JR CO COM 982526105 2807 49675 SH DEFINED 01 03 0 49675 0 WYETH COM 983024100 242762 6418891 SH DEFINED 01 6418891 0 0 WYETH COM 983024100 13174 348360 SH DEFINED 01 02 0 348360 0 WYETH COM 983024100 11059 292423 SH DEFINED 01 03 0 292423 0 WYETH COM 983024100 23 600 SH DEFINED 01 12 0 600 0 WYETH COM 983024100 840 22200 SH DEFINED 01 13 0 22200 0 WYNN RESORTS LTD COM 983134107 489 31700 SH DEFINED 01 31700 0 0 XL CAPITAL CVT CONV BND 98372PAB4 743 1180000 PRN DEFINED 01 0 0 1180000 XO COMMUNICATIONS 13.5% PIK PF PRF 983764705 0 1 SH DEFINED 01 0 0 1 X-RITE INC COM 983857103 505 60017 SH DEFINED 01 60017 0 0 XTO ENERGY INC COM 98385X106 7050 371012 SH DEFINED 01 371012 0 0 XCEL ENERGY INC COM 98389B100 12284 958900 SH DEFINED 01 958900 0 0 XCEL ENERGY INC COM 98389B100 1127 87951 SH DEFINED 01 03 0 87951 0 XILINX COM 983919101 22585 964768 SH DEFINED 01 964768 0 0 XILINX COM 983919101 45152 1928661 SH DEFINED 01 02 0 1928661 0 XILINX COM 983919101 2783 118878 SH DEFINED 01 03 0 118878 0 XEROX CVT PFD 144A CONV PRF 98411F202 15312 250000 SH DEFINED 01 0 0 250000 XEROX COM 984121103 10964 1260167 SH DEFINED 01 1260167 0 0 XEROX COM 984121103 71 8106 SH DEFINED 01 02 0 8106 0 XEROX COM 984121103 1433 164744 SH DEFINED 01 03 0 164744 0 YAHOO INC COM 984332106 793 33042 SH DEFINED 01 33042 0 0 YAHOO INC COM 984332106 3176 132212 SH DEFINED 01 03 0 132212 0 YANKEE CANDLE COM 984757104 712 41800 SH DEFINED 01 41800 0 0 YANKEE CANDLE COM 984757104 1 60 SH DEFINED 01 02 0 60 0 YARDVILLE NATIONAL BANCORP COM 985021104 65 3816 SH DEFINED 01 02 0 3816 0 YARDVILLE NATIONAL BANCORP COM 985021104 4 241 SH DEFINED 01 03 0 241 0 YELLOW CORPORATION COM 985509108 4638 192217 SH DEFINED 01 192217 0 0 YORK INTL CORP NEW COM 986670107 28046 1335557 SH DEFINED 01 1335557 0 0 YOUNG BROADCASTING COM 987434107 489 40000 SH DEFINED 01 40000 0 0 YUKOS-$US COM 988489993 547 55618 SH DEFINED 01 55618 0 0 YUM BRANDS INC COM 988498101 1260 51822 SH DEFINED 01 51822 0 0 YUM BRANDS INC COM 988498101 142 5850 SH DEFINED 01 02 0 5850 0 YUM BRANDS INC COM 988498101 1586 65190 SH DEFINED 01 03 0 65190 0 YUK0S ADR COM 98849W108 7526 51550 SH DEFINED 01 51550 0 0 YUK0S ADR COM 98849W108 29 200 SH DEFINED 01 03 0 200 0 YUK0S ADR COM 98849W108 4365 29900 SH DEFINED 01 11 0 29900 0 YUK0S ADR COM 98849W108 1927 13200 SH DEFINED 01 13 0 13200 0 ZALE CORP COM 988858106 3117 95209 SH DEFINED 01 95209 0 0 ZEBEDEE EURO LIMITED COM 989200993 7500 7500000 SH DEFINED 01 05 0 0 7500000 ZEBRA TECH COM 989207105 8029 124682 SH DEFINED 01 124682 0 0 ZENITH NATIONAL COM 989390109 1194 55677 SH DEFINED 01 55677 0 0 ZIMMER HOLDINGS INC COM 98956P102 24531 504430 SH DEFINED 01 504430 0 0 ZIMMER HOLDINGS INC COM 98956P102 1954 40175 SH DEFINED 01 02 0 40175 0 ZIMMER HOLDINGS INC COM 98956P102 2092 43025 SH DEFINED 01 03 0 43025 0 ZIONS BANCORPORATION COM 989701107 217 5068 SH DEFINED 01 5068 0 0 ZIONS BANCORPORATION COM 989701107 858 20055 SH DEFINED 01 03 0 20055 0 ZIX CORP COM 98974P100 237 55182 SH DEFINED 01 55182 0 0 ZORAN CORP COM 98975F101 482 37400 SH DEFINED 01 37400 0 0 ZORAN CORP COM 98975F101 1 60 SH DEFINED 01 02 0 60 0 ZOLL MEDICAL. COM 989922109 298 7300 SH DEFINED 01 7300 0 0 BG GROUP PLC JUN 03 260C OPT BG260F.L 45 300 SH CALL DEFINED 01 02 0 0 300 BED BATH & BEYOND APR 03 35P OPT BHQ/PG 209 1325 SH PUT DEFINED 01 02 0 0 1325 CAP GEMINI SA MAY 03 26P OPT CAP26Q3 71 2000 SH PUT DEFINED 01 02 0 0 2000 CADBURY SCHWEPPES PLC APR 03 4 OPT CBRY420D3 2 200 SH CALL DEFINED 01 02 0 0 200 CREDIT SUISSE GROUP 09/21/03 OPT CSGZN26I3 40 250 SH CALL DEFINED 01 02 0 0 250 DAIMLERCHRYSLER AG COM D1668R123 176 6000 SH DEFINED 01 6000 0 0 DEUTSCHE BANK AG COM D18190898 1684 40000 SH DEFINED 01 40000 0 0 DEAN FOODS CO JUN03 OPT DFRHCO03 18 175 SH PUT DEFINED 01 0 0 175 ST MICROELECTRONIC CVT CONV BND EC3074613 775 1010000 PRN DEFINED 01 0 0 1010000 SWISS RE REGS CVT CONV BND EC4791215 427 490000 PRN DEFINED 01 0 0 490000 MEXICO VRR SERIES B RIGHTS WT EC5952972 0 2000000 SH DEFINED 01 0 0 2000000 MEXICO VRR SERIES C RIGHTS. WT EC5953053 0 2000000 SH DEFINED 01 0 0 2000000 MEXICO VRR SERIES D WT EC5953210 0 2000000 SH DEFINED 01 0 0 2000000 MEXICO VRR SERIES E WT EC6127640 0 2000000 SH DEFINED 01 0 0 2000000 FIAT SPA JUN 03 9C OPT FIMSPA9F3 0 200 SH CALL DEFINED 01 02 0 0 200 FRONTIER AIRLINES INC MAY 03 5 OPT FUO/EA 45 825 SH CALL DEFINED 01 02 0 0 825 ACE LIMITED COM G0070K103 64723 2235669 SH DEFINED 01 2235669 0 0 ACE LIMITED COM G0070K103 3026 104502 SH DEFINED 01 02 0 104502 0 ACE LIMITED COM G0070K103 2991 103340 SH DEFINED 01 03 0 103340 0 ARCH CAPITAL GROUP COM G0450A105 870 25600 SH DEFINED 01 25600 0 0 ACCENTURE LTD-CL A COM G1150G111 2609 168300 SH DEFINED 01 168300 0 0 ACCENTURE LTD-CL A COM G1150G111 11 700 SH DEFINED 01 12 0 700 0 ACCENTURE LTD-CL A COM G1150G111 319 20600 SH DEFINED 01 13 0 20600 0 COOPER INDUSTRIES COM G24182100 4896 137113 SH DEFINED 01 137113 0 0 COOPER INDUSTRIES COM G24182100 84 2346 SH DEFINED 01 02 0 2346 0 COOPER INDUSTRIES COM G24182100 744 20843 SH DEFINED 01 03 0 20843 0 ENDURANCE SPECIALTY HOLDINGS COM G30397106 314 13000 SH DEFINED 01 13000 0 0 ENDURANCE SPECIALTY HOLDINGS COM G30397106 827 34200 SH DEFINED 01 02 0 34200 0 EVEREST RE GROUP LTD COM G3223R108 2531 44258 SH DEFINED 01 44258 0 0 FLAG TELECOM GROUP LTD COM G3529X106 119 4381 SH DEFINED 01 02 0 0 4381 GLOBALSANTAFE CORP COM G3930E101 24462 1184630 SH DEFINED 01 1184630 0 0 GLOBALSANTAFE CORP COM G3930E101 3948 191200 SH DEFINED 01 02 0 191200 0 INGERSOLL-RAND CO COM G4776G101 46911 1215620 SH DEFINED 01 1215620 0 0 INGERSOLL-RAND CO COM G4776G101 20 525 SH DEFINED 01 02 0 525 0 INGERSOLL-RAND CO COM G4776G101 1441 37345 SH DEFINED 01 03 0 37345 0 IPC HOLDINGS LTD COM G4933P101 1848 61400 SH DEFINED 01 61400 0 0 IPC HOLDINGS LTD COM G4933P101 81 2698 SH DEFINED 01 02 0 2698 0 IPC HOLDINGS LTD COM G4933P101 5 169 SH DEFINED 01 03 0 169 0 MARVELL TECH GP LTD COM G5876H105 530 25000 SH DEFINED 01 25000 0 0 MONTPELIER RE HLDS LTD COM G62185106 4022 142628 SH DEFINED 01 142628 0 0 NABORS INDUSTRIES IN COM G6359F103 42561 1067454 SH DEFINED 01 1067454 0 0 NABORS INDUSTRIES IN COM G6359F103 973 24400 SH DEFINED 01 02 0 24400 0 NABORS INDUSTRIES IN COM G6359F103 1273 31927 SH DEFINED 01 03 0 31927 0 NOBLE CORP COM G65422100 11686 371929 SH DEFINED 01 371929 0 0 NOBLE CORP COM G65422100 928 29520 SH DEFINED 01 03 0 29520 0 02MICRO INTERNATIONA. COM G6797E106 151 14000 SH DEFINED 01 02 0 14000 0 PLATINUM UNDERWRITERS HLDGS COM G7127P100 1659 65445 SH DEFINED 01 65445 0 0 PLATINUM UNDERWRITERS HLDGS COM G7127P100 887 35000 SH DEFINED 01 02 0 35000 0 RENAISSANCE RE HLDGS COM G7496G103 998 24927 SH DEFINED 01 24927 0 0 SCOTTISH ANN & LIFE COM G7885T104 6776 389000 SH DEFINED 01 389000 0 0 SCOTTISH ANN & LIFE COM G7885T104 33 1875 SH DEFINED 01 02 0 1875 0 SCOTTISH ANN & LIFE COM G7885T104 2 116 SH DEFINED 01 03 0 116 0 SEAGATE TECHNOLOGY HLDS. COM G7945J104 20247 1961900 SH DEFINED 01 1961900 0 0 SEAGATE TECHNOLOGY HLDS. COM G7945J104 369 35800 SH DEFINED 01 02 0 35800 0 UTI WORLDWIDE INC COM G87210103 1344 48000 SH DEFINED 01 48000 0 0 TOMMY HILFIGER STK COM G8915Z102 1099 151950 SH DEFINED 01 02 0 0 151950 TRANSOCEAN INC COM G90078109 216208 10572451 SH DEFINED 01 10572451 0 0 TRANSOCEAN INC COM G90078109 18301 895041 SH DEFINED 01 02 0 895041 0 TRANSOCEAN INC COM G90078109 3713 181592 SH DEFINED 01 03 0 181592 0 TSAKOS ENERGY NAVIGATION LTD COM G9108L108 8 595 SH DEFINED 01 595 0 0 WEATHERFORD INTL COM G95089101 66620 1763828 SH DEFINED 01 1763828 0 0 WEATHERFORD INTL COM G95089101 1040 27535 SH DEFINED 01 02 0 27535 0 WEATHERFORD INTL COM G95089101 5 132 SH DEFINED 01 03 0 132 0 WILLIS GRP HLDS LTD COM G96655108 11182 403700 SH DEFINED 01 403700 0 0 XL CAPITAL LTD CL A COM G98255105 82963 1172106 SH DEFINED 01 1172106 0 0 XL CAPITAL LTD CL A COM G98255105 1157 16350 SH DEFINED 01 02 0 16350 0 XL CAPITAL LTD CL A COM G98255105 6071 85762 SH DEFINED 01 03 0 85762 0 ALCON COM H01301102 15055 367000 SH DEFINED 01 367000 0 0 ING GROEP N.V. OCT 03 12C OPT ING12J3 39 300 SH CALL DEFINED 01 02 0 0 300 CHECKPOINT SOFTWARE COM M22465104 1839 127068 SH DEFINED 01 127068 0 0 CHECKPOINT SOFTWARE COM M22465104 23 1579 SH DEFINED 01 03 0 1579 0 CHECKPOINT SOFTWARE COM M22465104 246 16995 SH DEFINED 01 11 0 16995 0 CHECKPOINT SOFTWARE COM M22465104 524 36220 SH DEFINED 01 13 0 36220 0 ECTEL LTD COM M29925100 3808 447000 SH DEFINED 01 447000 0 0 M SYSTEMS FLSH DISK COM M7061C100 246 40000 SH DEFINED 01 40000 0 0 ORBOTECH LTD COM M75253100 59 5270 SH DEFINED 01 5270 0 0 TARO PHARMACEUTICAL COM M8737E108 1072 28000 SH DEFINED 01 0 0 28000 VERISITY LTD. COM M97385112 826 89400 SH DEFINED 01 89400 0 0 ASML HLDG NV-NY REG. COM N07059111 657 100000 SH DEFINED 01 100000 0 0 CNH GLOBAL N.V. COM N20935206 302 193598 SH DEFINED 01 193598 0 0 ORTHOFIX INTL COM N6748L102 517 19000 SH DEFINED 01 19000 0 0 PANAMERICAN BEV COM P74823108 1409 65000 SH DEFINED 01 65000 0 0 NASDAQ 100 QQQ APR03 OPT QAVPYCO03 12353 170387 SH PUT DEFINED 01 0 0 170387 QUINTILES TRANSNATIONAL CORP A OPT QRT/PV 121 1860 SH PUT DEFINED 01 02 0 0 1860 ADVANCE PCS APR03 OPT QVDPECO03 15 1000 SH PUT DEFINED 01 0 0 1000 SEMI CONDUCTOR HLD TRUST APR 0 OPT SMH/PX 277 3575 SH PUT DEFINED 01 02 0 0 3575 STANDARD CHARTERED STK APR 03 OPT STAN750D3 9 200 SH CALL DEFINED 01 02 0 0 200 ROYAL CARIBBEAN COM V7780T103 28026 1864672 SH DEFINED 01 1864672 0 0 ASE TEST LTD COM Y02516105 263 83500 SH DEFINED 01 83500 0 0 CREATIVE TECHNOLOGY COM Y1775U107 62 10200 SH DEFINED 01 10200 0 0 FLEXTRONICS INTL LTD COM Y2573F102 11171 1281073 SH DEFINED 01 1281073 0 0 FLEXTRONICS INTL LTD COM Y2573F102 249 28600 SH DEFINED 01 02 0 28600 0 FLEXTRONICS INTL LTD COM Y2573F102 32 3704 SH DEFINED 01 03 0 3704 0