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
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COMDISCO INC CONT DIST RTS     COM              200334118        0      743 SH       DEFINED 01                743        0        0
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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
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COMPUTER ASSOC                 COM              204912109      238    17400 SH       DEFINED 01 02               0    17400        0
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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
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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
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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
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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
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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
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CONSOLIDTED GRAPHICS           COM              209341106        3      160 SH       DEFINED 01 03               0      160        0
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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
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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
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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
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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
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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
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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