-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, AsQUO8l/fSOF+6KQoZxwJxjM1RScHCzge4ZJh3Mh1iZH2BSPakkjXkMEiRpZBD0I fZrnT2CDq4BQd9o7cS9OIg== 0001127918-01-500029.txt : 20020410 0001127918-01-500029.hdr.sgml : 20020410 ACCESSION NUMBER: 0001127918-01-500029 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20010930 FILED AS OF DATE: 20011108 FILER: COMPANY DATA: COMPANY CONFORMED NAME: UBS AMERICAS INC CENTRAL INDEX KEY: 0001127918 STANDARD INDUSTRIAL CLASSIFICATION: [] IRS NUMBER: 061595848 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-06199 FILM NUMBER: 1777985 BUSINESS ADDRESS: STREET 1: 677 WASHINGTON BLVD CITY: STAMFORD STATE: CT ZIP: 06901 BUSINESS PHONE: 2037193000 MAIL ADDRESS: STREET 1: 677 WASHINGTON BLVD CITY: STAMFORD STATE: CT ZIP: 06901 13F-HR/A 1 f13f0901a.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2001 Check here if Amendment [ X ]; Amendment Number: ____1_____ This Amendment (Check only one.): [X ] is a restatement. [ ] adds new holdings entries Institutional Manager Filing this Report: Name: UBS Americas Inc. 677 Washington Boulevard Stamford, CT 06901 Form 13F File Number: 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: Regina A. Dolan Title: Managing Director Phone: (201) 352-4956 Name: Sarah Starkweather Title: Director and Assistant Secretary Phone: (203) 719-6891 Signature, Place and Date of Signing: Regina A. Dolan____________ New York, NY 11/08/2001__ [Signature] [City, State] [Date] Sarah Starkweather_________ Stamford, CT 11/08/2001__ [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 11 Form 13F Information Table Entry Total: 4,198 Form 13F Information Table Value Total: 17,279,712 (thousands) List of Other Included Managers: No. Form 13F File Number Name 01 28-2356 UBS PaineWebber Inc. 02 28-1533 Brinson Advisors, Inc. 06 PW Trust Company 07 PaineWebber Capital Inc. 09 28-2977 DSI International Management Inc. 10 Bradford Trust Co. 11 PaineWebber International Inc. 12 PW Aspen Management, L.L.C. 13 PW Eucalyptus Management, L.L.C. 14 PW Juniper Management, L.L.C. 15 PW Redwood/Sequoia Management, L.L.C. FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- DAIMLERCHRYSLER AG ORD D1668R123 410 13701 SH DEFINED 01 0 0 13701 ACE LTD ORD G0070K103 811 28123 SH DEFINED 01 0 0 28123 ACE LTD ORD G0070K103 2373 82200 SH DEFINED 06 0 82200 0 AMERICAN SAFETY INS GROUP LTD ORD G02995101 326 36450 SH DEFINED 01 0 0 36450 APW LTD COM G04397108 99 23775 SH DEFINED 01 0 0 23775 APW LTD COM G04397108 1758 265200 SH DEFINED 07 265200 0 0 ASIA GLOBAL CROSSING LTD CL A G05330108 78 30298 SH DEFINED 12 30298 0 0 XCELERA INC COM G31611109 48 46068 SH DEFINED 01 0 0 46068 EVEREST RE GROUP LTD COM G3223R108 65 1020 SH DEFINED 01 0 0 1020 EVEREST RE GROUP LTD COM G3223R108 149 2300 SH DEFINED 06 0 2300 0 FOSTER WHEELER LTD SHS G36535105 98 19700 SH DEFINED 01 0 0 19700 GARMIN LTD ORD G37260109 534 33160 SH DEFINED 01 0 0 33160 GLOBAL CROSSING LTD COM G3921A100 1026 570444 SH DEFINED 01 50 0 570394 GLOBAL CROSSING LTD COM G3921A100 86 47800 SH DEFINED 06 0 47800 0 GLOBAL CROSSING LTD COM G3921A100 1059 588847 SH DEFINED 02 09 487490 0 101357 GLOBAL CROSSING LTD COM G3921A100 311 158359 SH DEFINED 12 158359 0 0 KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 465 26580 SH DEFINED 01 0 0 26580 LORAL SPACE & COMMUNICATIONS COM G56462107 332 255809 SH DEFINED 01 0 0 255809 LORAL SPACE & COMMUNICATIONS PFD CONV C 6% G56462149 100 10885 SH DEFINED 01 0 0 10885 NORDIC AMERICAN TANKER SHIPPNG COM G65773106 412 27500 SH DEFINED 01 0 0 27500 PARTNERRE LTD COM G6852T105 572 12155 SH DEFINED 01 0 0 12155 SANTA FE INTL CORP ORD G7805C108 352 16595 SH DEFINED 01 0 0 16595 SANTA FE INTL CORP ORD G7805C108 509 23950 SH DEFINED 06 0 23950 0 SEVEN SEAS PETROLEUM INC ORD G80550109 81 56120 SH DEFINED 01 0 0 56120 STIRLING COOKE BROWN HLDGS LTD ORD G84951105 17 12000 SH DEFINED 01 0 0 12000 HILFIGER TOMMY CORP ORD G8915Z102 743 83052 SH DEFINED 01 47222 0 35830 HILFIGER TOMMY CORP ORD G8915Z102 501 56000 SH DEFINED 06 0 56000 0 TRANSOCEAN SEDCO FOREX INC ORD G90078109 3058 115852 SH DEFINED 01 1049 0 114803 TRANSOCEAN SEDCO FOREX INC ORD G90078109 1988 75300 SH DEFINED 06 0 75300 0 TRANSOCEAN SEDCO FOREX INC ORD G90078109 4527 171522 SH DEFINED 02 09 147792 0 23730 TRANSOCEAN SEDCO FOREX INC ORD G90078109 659 27500 SH DEFINED 15 27500 0 0 TRENWICK GROUP LTD COM G9032C109 279 34300 SH DEFINED 06 0 34300 0 TYCOM LTD COM G9144B106 119 15180 SH DEFINED 01 0 0 15180 WHITE MTNS INS GROUP LTD COM G9618E107 245 737 SH DEFINED 01 0 0 737 XL CAP LTD CL A G98255105 3020 38228 SH DEFINED 01 0 0 38228 XL CAP LTD CL A G98255105 7 100 SH DEFINED 02 0 0 100 XL CAP LTD CL A G98255105 4037 51100 SH DEFINED 06 0 51100 0 UBS AG NAMEN AKT H8920M855 3600 78011 SH DEFINED 01 2922 0 75089 UBS AG NAMEN AKT H8920M855 323 7000 SH DEFINED 06 0 7000 0 CERAGON NETWORKS LTD ORD M22013102 203 101300 SH DEFINED 15 101300 0 0 CHECK POINT SOFTWARE TECH LTD ORD M22465104 14145 642371 SH DEFINED 01 0 0 642371 CHECK POINT SOFTWARE TECH LTD ORD M22465104 12803 581495 SH DEFINED 02 09 581025 0 470 CHECK POINT SOFTWARE TECH LTD ORD M22465104 1268 61284 SH DEFINED 15 61284 0 0 COMMTOUCH SOFTWARE LTD ORD M25596103 5 25100 SH DEFINED 01 0 0 25100 CRYSTAL SYS SOLUTIONS LTD ORD M26763108 59 19100 SH DEFINED 01 0 0 19100 METALINK LTD ORD M69897102 29 12100 SH DEFINED 01 0 0 12100 TARO PHARMACEUTICAL INDS LTD ORD M8737E108 511 14557 SH DEFINED 01 0 0 14557 ASM INTL N V COM N07045102 80 6993 SH DEFINED 01 0 0 6993 ASM INTL N V COM N07045102 348 31200 SH DEFINED 15 31200 0 0 ASML HLDG NV N Y SHS N07059111 4 400 SH DEFINED 01 0 0 400 ASML HLDG NV N Y SHS N07059111 1 135 SH DEFINED 02 135 0 0 ASML HLDG NV N Y SHS N07059111 209 18600 SH DEFINED 06 0 18600 0 CNH GLOBAL N V ORD N20935107 135 23533 SH DEFINED 01 23533 0 0 MADGE NETWORKS N V ORD SHS N5424G106 3 10041 SH DEFINED 01 0 0 10041 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 992 92505 SH DEFINED 01 0 0 92505 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 40 3800 SH DEFINED 02 3800 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 355 33100 SH DEFINED 06 0 33100 0 FLEXTRONICS INTL LTD ORD Y2573F102 10881 657871 SH DEFINED 01 1400 0 656471 FLEXTRONICS INTL LTD ORD Y2573F102 475 28700 SH DEFINED 06 0 28700 0 FLEXTRONICS INTL LTD ORD Y2573F102 476 28800 SH DEFINED 09 28800 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 0 11745 SH DEFINED 11 0 11745 0 OMI CORP NEW COM Y6476W104 638 151000 SH DEFINED 01 0 0 151000 TEEKAY SHIPPING MARSHALL ISLND COM Y8564W103 21 700 SH DEFINED 01 0 0 700 TEEKAY SHIPPING MARSHALL ISLND COM Y8564W103 281 9000 SH DEFINED 06 0 9000 0 TEEKAY SHIPPING MARSHALL ISLND COM Y8564W103 1052 34500 SH DEFINED 15 34500 0 0 AAR CORP COM 000361105 0 20 SH DEFINED 01 20 0 0 AAR CORP COM 000361105 295 36800 SH DEFINED 06 0 36800 0 A D C TELECOMMUNICATIONS COM 000886101 1815 520095 SH DEFINED 01 0 0 520095 A D C TELECOMMUNICATIONS COM 000886101 139 39900 SH DEFINED 06 0 39900 0 A D C TELECOMMUNICATIONS COM 000886101 1898 544075 SH DEFINED 02 09 473875 0 70200 A D C TELECOMMUNICATIONS CALL 0008869AU 38 11000 SH CALL DEFINED 01 0 0 110 ACM INCOME FUND INC COM 000912105 1237 144026 SH DEFINED 01 0 0 144026 ACM MANAGED DLR INCOME FD COM 000949107 228 30025 SH DEFINED 01 0 0 30025 ABM INDS INC COM 000957100 498 19332 SH DEFINED 01 0 0 19332 AFLAC INC COM 001055102 4319 159976 SH DEFINED 01 0 0 159976 AFLAC INC COM 001055102 675 25000 SH DEFINED 06 0 25000 0 AFLAC INC COM 001055102 9715 359829 SH DEFINED 02 09 326825 0 33004 AES CORP COM 00130H105 8242 642958 SH DEFINED 01 3000 0 639958 AES CORP COM 00130H105 379 29600 SH DEFINED 06 0 29600 0 AES CORP COM 00130H105 5878 458589 SH DEFINED 02 09 357632 0 100957 AMB PROPERTY CORP COM 00163T109 2069 84484 SH DEFINED 01 82649 0 1835 AMB PROPERTY CORP COM 00163T109 44 1800 SH DEFINED 02 1800 0 0 AMC ENTMT INC COM 001669100 1 100 SH DEFINED 01 0 0 100 AMC ENTMT INC COM 001669100 3256 352000 SH DEFINED 15 352000 0 0 AML COMMUNICATIONS INC COM 001733104 104 149037 SH DEFINED 01 0 0 149037 AMR CORP COM 001765106 1919 100290 SH DEFINED 01 25297 0 74993 AMR CORP COM 001765106 157 8200 SH DEFINED 06 0 8200 0 AMR CORP COM 001765106 2085 108950 SH DEFINED 02 09 89650 0 19300 AOL TIME WARNER INC COM 00184A105 202587 6120481 SH DEFINED 01 939939 0 5180542 AOL TIME WARNER INC COM 00184A105 25301 764387 SH DEFINED 06 0 764387 0 AOL TIME WARNER INC COM 00184A105 124946 3774833 SH DEFINED 02 09 3100428 0 674405 AOL TIME WARNER INC COM 00184A105 0 13530 SH DEFINED 11 0 13530 0 AOL TIME WARNER INC COM 00184A105 5852 180921 SH DEFINED 12 180921 0 0 AT&T CORP COM 001957109 22370 1159068 SH DEFINED 01 87531 0 1071537 AT&T CORP COM 001957109 3857 199837 SH DEFINED 06 0 199837 0 AT&T CORP COM 001957109 50762 2630227 SH DEFINED 02 09 2159897 0 470330 ATMI INC COM 00207R101 103 6715 SH DEFINED 01 0 0 6715 ATMI INC COM 00207R101 459 25500 SH DEFINED 15 25500 0 0 AT&T WIRELESS SVCS INC COM 00209A106 9240 618474 SH DEFINED 01 28249 0 590225 AT&T WIRELESS SVCS INC COM 00209A106 2052 137371 SH DEFINED 06 0 137371 0 AT&T WIRELESS SVCS INC COM 00209A106 24205 1620262 SH DEFINED 02 09 1337752 0 282510 ATSI COMMUNICATIONS INC COM 00209G103 3 10650 SH DEFINED 01 0 0 10650 AVX CORP NEW COM 002444107 295 18170 SH DEFINED 01 0 0 18170 AVX CORP NEW COM 002444107 246 15200 SH DEFINED 02 09 14690 0 510 AASTROM BIOSCIENCES INC COM 00253U107 21 20225 SH DEFINED 01 0 0 20225 ABBOTT LABS COM 002824100 30772 593486 SH DEFINED 01 40462 0 553024 ABBOTT LABS COM 002824100 8693 167650 SH DEFINED 06 0 167650 0 ABBOTT LABS COM 002824100 62915 1213423 SH DEFINED 02 09 982575 0 230848 ABBOTT LABS COM 002824100 0 12710 SH DEFINED 11 0 12710 0 ABBOTT LABS COM 002824100 10198 200000 SH DEFINED 14 200000 0 0 ABERCROMBIE & FITCH CO CL A 002896207 827 47060 SH DEFINED 01 44863 0 2197 ABERCROMBIE & FITCH CO CL A 002896207 26 1500 SH DEFINED 02 1220 0 280 ABERDEEN ASIA PACIFIC INCOM FD COM 003009107 1279 322359 SH DEFINED 01 0 0 322359 ABERDEEN COMWLTH INCOME FD INC COM 003013109 721 80613 SH DEFINED 01 0 0 80613 ABGENIX INC COM 00339B107 105 4632 SH DEFINED 01 0 0 4632 ABGENIX INC COM 00339B107 380 16750 SH DEFINED 06 0 16750 0 ABGENIX INC COM 00339B107 102 4500 SH DEFINED 09 4500 0 0 ABGENIX INC COM 00339B107 11110 458000 SH DEFINED 14 458000 0 0 ABIOMED INC COM 003654100 6086 348423 SH DEFINED 01 0 0 348423 ACCLAIM ENTMT INC COM PAR $0.02 004325205 233 87100 SH DEFINED 01 0 0 87100 ACCREDO HEALTH INC COM 00437V104 2179 59000 SH DEFINED 13 59000 0 0 ACTIVISION INC NEW COM NEW 004930202 324 11925 SH DEFINED 01 0 0 11925 ACTIVISION INC NEW COM NEW 004930202 21 890 SH DEFINED 12 890 0 0 ACTIVCARD S A SPONSORED ADR 00505N109 269 40665 SH DEFINED 01 0 0 40665 ACXIOM CORP COM 005125109 28 3000 SH DEFINED 01 0 0 3000 ACXIOM CORP COM 005125109 37 4100 SH DEFINED 02 09 4100 0 0 ACXIOM CORP COM 005125109 432 43100 SH DEFINED 15 43100 0 0 ADAMS EXPRESS CO COM 006212104 434 29163 SH DEFINED 01 0 0 29163 ADAPTEC INC SB NT CV 4.75%04 00651FAC2 13 15000 SH DEFINED 01 0 0 15000 ADAPTEC INC COM 00651F108 301 38411 SH DEFINED 01 0 0 38411 ADAPTEC INC COM 00651F108 58 7500 SH DEFINED 02 7500 0 0 ADELPHIA BUSINESS SOLUTIONS CL A 006847107 33 31900 SH DEFINED 01 0 0 31900 ADELPHIA COMMUNICATIONS CORP CL A 006848105 75 3380 SH DEFINED 01 0 0 3380 ADELPHIA COMMUNICATIONS CORP CL A 006848105 347 15700 SH DEFINED 02 09 15700 0 0 ADELPHIA COMMUNICATIONS CORP CL A 006848105 891 40500 SH DEFINED 15 40500 0 0 ADEPT TECHNOLOGY INC COM 006854103 2 900 SH DEFINED 01 900 0 0 ADEPT TECHNOLOGY INC COM 006854103 234 73300 SH DEFINED 15 73300 0 0 ADMIRALTY BANCORP INC CL B 007231103 259 15042 SH DEFINED 01 0 0 15042 ADOBE SYS INC COM 00724F101 6824 284590 SH DEFINED 01 0 0 284590 ADOBE SYS INC COM 00724F101 629 26213 SH DEFINED 06 0 26213 0 ADOBE SYS INC COM 00724F101 17337 723017 SH DEFINED 02 09 682425 0 40592 ADOLOR CORP COM 00724X102 458 29600 SH DEFINED 13 29600 0 0 ADVANCED DIGITAL INFORMATION COM 007525108 157 15230 SH DEFINED 01 0 0 15230 ADVANCED TISSUE SCIENCES INC COM 00755F103 162 45735 SH DEFINED 01 0 0 45735 ADVANCED NEUROMODULATION SYS COM 00757T101 281 13600 SH DEFINED 01 0 0 13600 ADVO INC COM 007585102 9339 274688 SH DEFINED 01 0 0 274688 ADVANCEPCS COM 00790K109 102 1423 SH DEFINED 01 0 0 1423 ADVANCEPCS COM 00790K109 1213 16900 SH DEFINED 06 0 16900 0 ADVANCEPCS COM 00790K109 1571 21300 SH DEFINED 15 21300 0 0 ADVANCED MICRO DEVICES INC COM 007903107 1303 159929 SH DEFINED 01 0 0 159929 ADVANCED MICRO DEVICES INC COM 007903107 143 17600 SH DEFINED 06 0 17600 0 ADVANCED MICRO DEVICES INC COM 007903107 1782 218825 SH DEFINED 02 09 189925 0 28900 AEGON N V ORD AMER REG 007924103 457 17515 SH DEFINED 01 4 0 17511 ADVENT SOFTWARE INC COM 007974108 85 2265 SH DEFINED 01 0 0 2265 ADVENT SOFTWARE INC COM 007974108 135 3600 SH DEFINED 09 3600 0 0 ADVENT SOFTWARE INC COM 007974108 526 14500 SH DEFINED 15 14500 0 0 AES TR III PFD CV 6.75% 00808N202 368 11175 SH DEFINED 01 0 0 11175 AETHER SYS INC SUB NT CV 6%05 00808VAA3 64 110000 SH DEFINED 01 110000 0 0 AETNA INC NEW COM 00817Y108 1131 39175 SH DEFINED 01 3693 0 35482 AETNA INC NEW COM 00817Y108 185 6400 SH DEFINED 06 0 6400 0 AETNA INC NEW COM 00817Y108 2023 70050 SH DEFINED 02 09 67050 0 3000 AFFILIATED COMPUTER SERVICES CL A 008190100 50 624 SH DEFINED 01 0 0 624 AFFILIATED COMPUTER SERVICES CL A 008190100 56 700 SH DEFINED 02 700 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 1976 24700 SH DEFINED 15 24700 0 0 AFFYMETRIX INC COM 00826T108 1726 107585 SH DEFINED 01 0 0 107585 AFFYMETRIX INC COM 00826T108 323 20100 SH DEFINED 06 0 20100 0 AFFYMETRIX INC COM 00826T108 19 1250 SH DEFINED 02 09 1250 0 0 AFFYMETRIX INC COM 00826T108 3326 208600 SH DEFINED 13 208600 0 0 AGERE SYS INC CL A 00845V100 355 85907 SH DEFINED 01 295 0 85612 AGERE SYS INC CL A 00845V100 12 3100 SH DEFINED 02 3100 0 0 AGERE SYS INC CL A 00845V100 754 182500 SH DEFINED 06 0 182500 0 AGILENT TECHNOLOGIES INC COM 00846U101 6309 322714 SH DEFINED 01 35501 0 287213 AGILENT TECHNOLOGIES INC COM 00846U101 459 23500 SH DEFINED 06 0 23500 0 AGILENT TECHNOLOGIES INC COM 00846U101 6308 322704 SH DEFINED 02 09 263597 0 59107 AGILENT TECHNOLOGIES INC COM 00846U101 0 1 SH DEFINED 11 0 1 0 AGILE SOFTWARE CORP DEL COM 00846X105 541 59530 SH DEFINED 01 0 0 59530 AGILE SOFTWARE CORP DEL COM 00846X105 783 86100 SH DEFINED 06 0 86100 0 AIR PRODS & CHEMS INC COM 009158106 3936 102044 SH DEFINED 01 0 0 102044 AIR PRODS & CHEMS INC COM 009158106 1686 43700 SH DEFINED 06 0 43700 0 AIR PRODS & CHEMS INC COM 009158106 5505 142700 SH DEFINED 02 09 122200 0 20500 AIRBORNE INC COM 009269101 1144 119814 SH DEFINED 01 0 0 119814 AIRBORNE INC COM 009269101 20 2100 SH DEFINED 02 2100 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 33 11594 SH DEFINED 01 0 0 11594 AKAMAI TECHNOLOGIES INC COM 00971T101 4 1700 SH DEFINED 09 0 0 1700 AKZO NOBEL NV SPONSORED ADR 010199305 58 1435 SH DEFINED 01 0 0 1435 AKZO NOBEL NV SPONSORED ADR 010199305 2448 60200 SH DEFINED 06 0 60200 0 ALBANY INTL CORP CL A 012348108 2170 149200 SH DEFINED 15 149200 0 0 ALBEMARLE CORP COM 012653101 41 2175 SH DEFINED 01 0 0 2175 ALBEMARLE CORP COM 012653101 266 14100 SH DEFINED 06 0 14100 0 ALBERTA ENERGY LTD COM 012873105 58 1720 SH DEFINED 01 0 0 1720 ALBERTA ENERGY LTD COM 012873105 194 5700 SH DEFINED 06 0 5700 0 ALBERTO CULVER CO CL B CONV 013068101 31 800 SH DEFINED 01 0 0 800 ALBERTO CULVER CO CL B CONV 013068101 960 24700 SH DEFINED 02 24200 0 500 ALBERTO CULVER CO CL B CONV 013068101 109 2800 SH DEFINED 06 0 2800 0 ALBERTSONS INC COM 013104104 1540 48310 SH DEFINED 01 3618 0 44692 ALBERTSONS INC COM 013104104 692 21700 SH DEFINED 06 0 21700 0 ALBERTSONS INC COM 013104104 10512 329773 SH DEFINED 02 09 266600 0 63173 ALCAN INC COM 013716105 292 9764 SH DEFINED 01 4025 0 5739 ALCAN INC COM 013716105 2874 95800 SH DEFINED 06 0 95800 0 ALCAN INC COM 013716105 5654 188497 SH DEFINED 02 09 161775 0 26722 ALCOA INC COM 013817101 5804 187177 SH DEFINED 01 8445 0 178732 ALCOA INC COM 013817101 5855 188809 SH DEFINED 06 0 188809 0 ALCOA INC COM 013817101 24746 798030 SH DEFINED 02 09 629068 0 168962 ALCATEL SPONSORED ADR 013904305 486 41903 SH DEFINED 01 190 0 41713 ALCATEL SPONSORED ADR 013904305 3978 342890 SH DEFINED 06 0 342890 0 ALEXANDRIA REAL ESTATE EQ INC COM 015271109 800 20292 SH DEFINED 01 0 0 20292 ALFA CORP COM 015385107 357 16200 SH DEFINED 01 0 0 16200 ALKERMES INC COM 01642T108 2846 145387 SH DEFINED 01 56774 0 88613 ALKERMES INC COM 01642T108 1 100 SH DEFINED 02 100 0 0 ALKERMES INC COM 01642T108 1408 71900 SH DEFINED 06 0 71900 0 ALLEGHENY ENERGY INC COM 017361106 313 8539 SH DEFINED 01 0 0 8539 ALLEGHENY ENERGY INC COM 017361106 268 7300 SH DEFINED 06 0 7300 0 ALLEGHENY ENERGY INC COM 017361106 4217 114925 SH DEFINED 02 09 93425 0 21500 ALLEN TELECOM INC COM 018091108 184 21193 SH DEFINED 01 21193 0 0 ALLERGAN INC COM 018490102 1255 18931 SH DEFINED 01 0 0 18931 ALLERGAN INC COM 018490102 2522 38035 SH DEFINED 06 0 38035 0 ALLERGAN INC COM 018490102 4682 70626 SH DEFINED 02 09 63750 0 6876 ALLETE INC COM 018522102 562 21933 SH DEFINED 01 0 0 21933 ALLETE INC COM 018522102 48 1900 SH DEFINED 02 1900 0 0 ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 8434 184556 SH DEFINED 01 0 0 184556 ALLIANCE WORLD DLR GV FD II COM 01879R106 1423 146192 SH DEFINED 01 0 0 146192 ALLIANCE WORLD DLR GV FD INC COM 018796102 377 37005 SH DEFINED 01 0 0 37005 ALLIANT ENERGY CORP COM 018802108 391 12510 SH DEFINED 01 0 0 12510 ALLIANT ENERGY CORP COM 018802108 71 2300 SH DEFINED 02 2000 0 300 ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 018805101 205 8900 SH DEFINED 06 0 8900 0 ALLIED CAP CORP NEW COM 01903Q108 647 28462 SH DEFINED 01 0 0 28462 ALLIED CAP CORP NEW COM 01903Q108 106 4700 SH DEFINED 02 1300 0 3400 ALLIED IRISH BKS P L C SPON ADR ORD 019228402 343 18968 SH DEFINED 01 0 0 18968 ALLIED IRISH BKS P L C SPON ADR ORD 019228402 2365 130660 SH DEFINED 06 0 130660 0 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 160 12622 SH DEFINED 01 0 0 12622 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 115 9000 SH DEFINED 06 0 9000 0 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 1071 84125 SH DEFINED 02 09 82725 0 1400 ALLMERICA FINL CORP COM 019754100 230 5149 SH DEFINED 01 0 0 5149 ALLMERICA FINL CORP COM 019754100 537 12000 SH DEFINED 02 09 12000 0 0 ALLMERICA FINL CORP COM 019754100 1382 32700 SH DEFINED 15 32700 0 0 ALLSTATE CORP COM 020002101 8652 231660 SH DEFINED 01 77361 0 154299 ALLSTATE CORP COM 020002101 2088 55895 SH DEFINED 06 0 55895 0 ALLSTATE CORP COM 020002101 23871 639142 SH DEFINED 02 09 535875 0 103267 ALLTEL CORP COM 020039103 3625 62568 SH DEFINED 01 0 0 62568 ALLTEL CORP COM 020039103 939 16200 SH DEFINED 06 0 16200 0 ALLTEL CORP COM 020039103 12994 224238 SH DEFINED 02 09 193650 0 30588 ALLTEL CORP COM 020039103 0 550 SH DEFINED 11 0 550 0 ALPHA INDS INC COM 020753109 1654 88500 SH DEFINED 15 88500 0 0 ALPHA TECHNOLOGIES GROUP INC COM 020781100 126 31540 SH DEFINED 01 0 0 31540 ALPINE GROUP INC COM 020825105 38 22250 SH DEFINED 01 0 0 22250 ALTERA CORP COM 021441100 750 45797 SH DEFINED 01 0 0 45797 ALTERA CORP COM 021441100 1321 80087 SH DEFINED 06 0 80087 0 ALTERA CORP COM 021441100 4103 250555 SH DEFINED 02 09 223138 0 27417 AMAZON COM INC COM 023135106 579 97020 SH DEFINED 01 29107 0 67913 AMAZON COM INC COM 023135106 13 2250 SH DEFINED 06 0 2250 0 AMAZON COM INC COM 023135106 219 36818 SH DEFINED 02 09 23542 0 13276 AMAZON COM INC COM 023135106 183 29614 SH DEFINED 12 29614 0 0 AMBAC FINL GROUP INC COM 023139108 622 11385 SH DEFINED 01 0 0 11385 AMBAC FINL GROUP INC COM 023139108 3108 56800 SH DEFINED 06 0 56800 0 AMBAC FINL GROUP INC COM 023139108 4707 86050 SH DEFINED 02 09 82100 0 3950 AMERADA HESS CORP COM 023551104 1022 16101 SH DEFINED 01 0 0 16101 AMERADA HESS CORP COM 023551104 381 6000 SH DEFINED 06 0 6000 0 AMERADA HESS CORP COM 023551104 6665 104975 SH DEFINED 02 09 83375 0 21600 AMEREN CORP COM 023608102 244 6360 SH DEFINED 01 0 0 6360 AMEREN CORP COM 023608102 311 8100 SH DEFINED 06 0 8100 0 AMEREN CORP COM 023608102 4765 124125 SH DEFINED 02 09 100325 0 23800 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 3476 234416 SH DEFINED 01 19719 0 214697 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 12237 825200 SH DEFINED 02 825200 0 0 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 1265 85280 SH DEFINED 06 0 85280 0 AMERICA ONLINE LATIN AMERICA I CL A 02365B100 0 150 SH DEFINED 01 0 0 150 AMERICA ONLINE LATIN AMERICA I CL A 02365B100 533 174911 SH DEFINED 12 174911 0 0 AMERICA WEST HLDG CORP CL B 023657208 110 59952 SH DEFINED 01 0 0 59952 AMCORE FINL INC COM 023912108 272 11992 SH DEFINED 01 0 0 11992 AMERICA FIRST APT INV L P BEN UNIT CTF 023929102 188 18000 SH DEFINED 01 0 0 18000 AMERICAN BIOGENETIC SCIENCES I CL A 024611105 6 15700 SH DEFINED 01 0 0 15700 AMERICAN CAPITAL STRATEGIES COM 024937104 216 7912 SH DEFINED 01 0 0 7912 AMERICAN CAPITAL STRATEGIES COM 024937104 52 1900 SH DEFINED 02 0 0 1900 AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 753 37855 SH DEFINED 01 0 0 37855 AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 760 38200 SH DEFINED 06 0 38200 0 AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 137 6900 SH DEFINED 09 6900 0 0 AMERICAN ELEC PWR INC COM 025537101 1928 44599 SH DEFINED 01 0 0 44599 AMERICAN ELEC PWR INC COM 025537101 942 21800 SH DEFINED 06 0 21800 0 AMERICAN ELEC PWR INC COM 025537101 10326 238890 SH DEFINED 02 09 198850 0 40040 AMERICAN EXPRESS CO COM 025816109 40234 1384537 SH DEFINED 01 39735 0 1344802 AMERICAN EXPRESS CO COM 025816109 5367 184700 SH DEFINED 06 0 184700 0 AMERICAN EXPRESS CO COM 025816109 48182 1658046 SH DEFINED 02 09 1468775 0 189271 AMERICAN EXPRESS CO COM 025816109 763 27810 SH DEFINED 12 27810 0 0 AMERICAN GREETINGS CORP CL A 026375105 159 12020 SH DEFINED 01 0 0 12020 AMERICAN HEALTHWAYS INC COM 02649V104 325 9220 SH DEFINED 01 0 0 9220 AMERICAN HOME PRODS CORP COM 026609107 26824 460498 SH DEFINED 01 4135 0 456363 AMERICAN HOME PRODS CORP COM 026609107 9477 162700 SH DEFINED 06 0 162700 0 AMERICAN HOME PRODS CORP COM 026609107 56134 963690 SH DEFINED 02 09 783725 0 179965 AMERICAN HOME PRODS CORP COM 026609107 0 4300 SH DEFINED 11 0 4300 0 AMERICAN HOME PRODS CORP COM 026609107 23651 404300 SH DEFINED 14 404300 0 0 AMERICAN INCOME FD INC COM 02672T109 228 27119 SH DEFINED 01 0 0 27119 AMERICAN INTL GROUP INC COM 026874107 81206 1041111 SH DEFINED 01 29786 0 1011325 AMERICAN INTL GROUP INC COM 026874107 32090 411414 SH DEFINED 06 0 411414 0 AMERICAN INTL GROUP INC COM 026874107 167203 2143644 SH DEFINED 02 09 1782033 0 361611 AMERICAN INTL GROUP INC COM 026874107 0 11687 SH DEFINED 11 0 11687 0 AMERICAN INTL GROUP INC PUT 0268749NN 234 3000 SH PUT DEFINED 01 0 0 30 AMERICAN ITALIAN PASTA CO CL A 027070101 348 8047 SH DEFINED 01 0 0 8047 AMERICAN MGMT SYS INC COM 027352103 5451 453913 SH DEFINED 01 0 0 453913 AMERICAN MGMT SYS INC COM 027352103 2 200 SH DEFINED 02 200 0 0 AMERICAN MUN TERM TR INC II COM 027653104 301 28253 SH DEFINED 01 0 0 28253 AMERICAN MUN TERM TR INC III COM 027654102 587 53550 SH DEFINED 01 0 0 53550 AMERICAN PHYSICIANS CAPITAL COM 028884104 272 13130 SH DEFINED 01 0 0 13130 AMERICAN RETIREMENT CORP COM 028913101 82 23000 SH DEFINED 01 0 0 23000 AMERICAN PWR CONVERSION CORP COM 029066107 6382 546410 SH DEFINED 01 0 0 546410 AMERICAN PWR CONVERSION CORP COM 029066107 153 13100 SH DEFINED 06 0 13100 0 AMERICAN PWR CONVERSION CORP COM 029066107 2827 242111 SH DEFINED 02 09 178975 0 63136 AMERICAN RESIDENTIAL INVS COM 02926T103 26 12300 SH DEFINED 01 0 0 12300 AMERICAN SELECT PORTFOLIO INC COM 029570108 341 26916 SH DEFINED 01 0 0 26916 AMERICAN STD COS INC DEL COM 029712106 2652 48219 SH DEFINED 01 0 0 48219 AMERICAN STD COS INC DEL COM 029712106 962 17500 SH DEFINED 06 0 17500 0 AMERICAN STD COS INC DEL COM 029712106 665 12100 SH DEFINED 09 12100 0 0 AMERICAN STS WTR CO COM 029899101 842 22780 SH DEFINED 01 0 0 22780 AMERICAN TOWER CORP CL A 029912201 966 69588 SH DEFINED 01 0 0 69588 AMERICAN TOWER CORP CL A 029912201 40 2850 SH DEFINED 06 0 2850 0 AMERICAN TOWER CORP CL A 029912201 117 8500 SH DEFINED 02 09 8500 0 0 AMERICAN TOWER CORP CL A 029912201 35 2677 SH DEFINED 12 2677 0 0 AMERICAN STRATEGIC INCOME III COM 03009T101 440 37131 SH DEFINED 01 0 0 37131 AMERICAN STRATEGIC INCM PTFL COM 030098107 154 12550 SH DEFINED 01 0 0 12550 AMERN STRATEGIC INCOME PTFL II COM 030099105 327 26334 SH DEFINED 01 0 0 26334 AMERICAN WTR WKS INC COM 030411102 1546 39152 SH DEFINED 01 0 0 39152 AMERICAN WTR WKS INC COM 030411102 529 13400 SH DEFINED 02 09 13400 0 0 AMERICREDIT CORP COM 03060R101 1301 41150 SH DEFINED 01 0 0 41150 AMERICREDIT CORP COM 03060R101 557 17600 SH DEFINED 06 0 17600 0 AMERICREDIT CORP COM 03060R101 199 6300 SH DEFINED 09 6300 0 0 AMERUS GROUP CO COM 03072M108 141 4024 SH DEFINED 01 0 0 4024 AMERUS GROUP CO COM 03072M108 398 11300 SH DEFINED 06 0 11300 0 AMERISOURCEBERGEN CORP COM 03073E105 1150 16216 SH DEFINED 01 0 0 16216 AMERISOURCEBERGEN CORP COM 03073E105 376 5300 SH DEFINED 06 0 5300 0 AMERISOURCEBERGEN CORP COM 03073E105 4063 57283 SH DEFINED 02 09 49483 0 7800 AMERIGAS PARTNERS L P UNIT L P INT 030975106 828 36086 SH DEFINED 01 0 0 36086 AMGEN INC COM 031162100 162875 2771397 SH DEFINED 01 145 0 2771252 AMGEN INC COM 031162100 15701 267200 SH DEFINED 06 0 267200 0 AMGEN INC COM 031162100 56948 969024 SH DEFINED 02 09 831250 0 137774 AMGEN INC COM 031162100 0 1450 SH DEFINED 11 0 1450 0 AMGEN INC COM 031162100 17596 296000 SH DEFINED 13 296000 0 0 AMGEN INC CALL 0311629KM 323 5500 SH CALL DEFINED 01 55 0 0 AMKOR TECHNOLOGY INC COM 031652100 67 6370 SH DEFINED 01 0 0 6370 AMKOR TECHNOLOGY INC COM 031652100 46 4500 SH DEFINED 02 09 4500 0 0 AMPHENOL CORP NEW CL A 032095101 236 6800 SH DEFINED 02 09 6800 0 0 AMSOUTH BANCORPORATION COM 032165102 4383 242593 SH DEFINED 01 0 0 242593 AMSOUTH BANCORPORATION COM 032165102 367 20300 SH DEFINED 06 0 20300 0 AMSOUTH BANCORPORATION COM 032165102 5876 325200 SH DEFINED 02 09 280500 0 44700 AMYLIN PHARMACEUTICALS INC COM 032346108 282 51000 SH DEFINED 01 0 0 51000 AMYLIN PHARMACEUTICALS INC COM 032346108 1421 288000 SH DEFINED 13 288000 0 0 ANADARKO PETE CORP COM 032511107 5603 116548 SH DEFINED 01 634 0 115914 ANADARKO PETE CORP COM 032511107 5683 118200 SH DEFINED 06 0 118200 0 ANADARKO PETE CORP COM 032511107 10270 213618 SH DEFINED 02 09 178669 0 34949 ANADARKO PETE CORP COM 032511107 1673 36400 SH DEFINED 15 36400 0 0 ANALOG DEVICES INC SB NT CV 4.75%05 032654AD7 113 123000 SH DEFINED 01 83000 0 40000 ANALOG DEVICES INC COM 032654105 1809 55344 SH DEFINED 01 0 0 55344 ANALOG DEVICES INC COM 032654105 1377 42100 SH DEFINED 06 0 42100 0 ANALOG DEVICES INC COM 032654105 7053 215729 SH DEFINED 02 09 188125 0 27604 ANALOG DEVICES INC COM 032654105 4458 139100 SH DEFINED 15 139100 0 0 ANDERSONS INC COM 034164103 651 74442 SH DEFINED 01 0 0 74442 ANDREW CORP COM 034425108 748 41185 SH DEFINED 01 0 0 41185 ANDREW CORP COM 034425108 597 32875 SH DEFINED 02 32275 0 600 ANDREW CORP COM 034425108 69 3800 SH DEFINED 06 0 3800 0 ANDRX GROUP COM 034553107 3650 56224 SH DEFINED 01 0 0 56224 ANDRX GROUP COM 034553107 101 1550 SH DEFINED 06 0 1550 0 ANDRX GROUP COM 034553107 187 2900 SH DEFINED 02 09 2900 0 0 ANDRX GROUP COM 034553107 58 900 SH DEFINED 15 900 0 0 ANGLO AMERN PLC ADR 03485P102 565 47475 SH DEFINED 01 0 0 47475 ANGLOGOLD LTD SPONSORED ADR 035128206 655 41096 SH DEFINED 01 0 0 41096 ANHEUSER BUSCH COS INC COM 035229103 27471 655952 SH DEFINED 01 5908 0 650044 ANHEUSER BUSCH COS INC COM 035229103 6625 158200 SH DEFINED 06 0 158200 0 ANHEUSER BUSCH COS INC COM 035229103 27881 665764 SH DEFINED 02 09 551310 0 114454 ANNALY MTG MGMT INC COM 035710409 1983 137260 SH DEFINED 01 4000 0 133260 ANNTAYLOR STORES CORP COM 036115103 1264 57667 SH DEFINED 01 41322 0 16345 ANTIGENICS INC DEL COM 037032109 3 264 SH DEFINED 01 0 0 264 ANTIGENICS INC DEL COM 037032109 1966 157300 SH DEFINED 13 157300 0 0 AON CORP COM 037389103 1361 32418 SH DEFINED 01 0 0 32418 AON CORP COM 037389103 538 12800 SH DEFINED 06 0 12800 0 AON CORP COM 037389103 7828 186400 SH DEFINED 02 09 166050 0 20350 APACHE CORP COM 037411105 9110 211868 SH DEFINED 01 0 0 211868 APACHE CORP COM 037411105 4149 96500 SH DEFINED 06 0 96500 0 APACHE CORP COM 037411105 4680 108879 SH DEFINED 02 09 90410 0 18469 APACHE CORP PFD C DP 1/50 037411600 272 7325 SH DEFINED 01 0 0 7325 APARTMENT INVT & MGMT CO CL A 03748R101 1597 35301 SH DEFINED 01 0 0 35301 APARTMENT INVT & MGMT CO CL A 03748R101 72 1600 SH DEFINED 02 1600 0 0 APCO ARGENTINA INC CAYMAN IS ORD 037489101 527 23800 SH DEFINED 01 0 0 23800 APHTON CORP COM 03759P101 102 10400 SH DEFINED 01 0 0 10400 APOGENT TECHNOLOGIES INC COM 03760A101 97 4100 SH DEFINED 01 0 0 4100 APOGENT TECHNOLOGIES INC COM 03760A101 2323 97200 SH DEFINED 06 0 97200 0 APOGENT TECHNOLOGIES INC COM 03760A101 130 5500 SH DEFINED 02 09 5500 0 0 APOLLO GROUP INC CL A 037604105 934 22244 SH DEFINED 01 0 0 22244 APOLLO GROUP INC CL A 037604105 229 5450 SH DEFINED 09 5450 0 0 APPLE COMPUTER INC COM 037833100 2313 149168 SH DEFINED 01 0 0 149168 APPLE COMPUTER INC COM 037833100 3891 250900 SH DEFINED 06 0 250900 0 APPLE COMPUTER INC COM 037833100 3963 255585 SH DEFINED 02 09 219225 0 36360 APPLEBEES INTL INC COM 037899101 389 13194 SH DEFINED 01 0 0 13194 APRIA HEALTHCARE GROUP INC COM 037933108 6 250 SH DEFINED 01 0 0 250 APRIA HEALTHCARE GROUP INC COM 037933108 1020 39400 SH DEFINED 06 0 39400 0 APPLERA CORP COM AP BIO GRP 038020103 800 32809 SH DEFINED 01 0 0 32809 APPLERA CORP COM AP BIO GRP 038020103 329 13500 SH DEFINED 06 0 13500 0 APPLERA CORP COM AP BIO GRP 038020103 5564 228086 SH DEFINED 02 09 165900 0 62186 APPLERA CORP COM CE GEN GRP 038020202 1533 63611 SH DEFINED 01 0 0 63611 APPLERA CORP COM CE GEN GRP 038020202 72 3000 SH DEFINED 02 09 1500 0 1500 APPLERA CORP COM CE GEN GRP 038020202 3540 150000 SH DEFINED 14 150000 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 625 89555 SH DEFINED 01 100 0 89455 APPLIED MICRO CIRCUITS CORP COM 03822W109 237 33950 SH DEFINED 06 0 33950 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 1407 201350 SH DEFINED 02 09 171750 0 29600 APPLIED MATLS INC COM 038222105 23163 814459 SH DEFINED 01 169811 0 644648 APPLIED MATLS INC COM 038222105 1780 62600 SH DEFINED 06 0 62600 0 APPLIED MATLS INC COM 038222105 17416 612382 SH DEFINED 02 09 496795 0 115587 APPLIED MATLS INC COM 038222105 0 5805 SH DEFINED 11 0 5805 0 ARADIGM CORP COM 038505103 231 69300 SH DEFINED 01 0 0 69300 ARCH COAL INC COM 039380100 288 18512 SH DEFINED 01 0 0 18512 ARCH COAL INC COM 039380100 7 500 SH DEFINED 02 500 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 2807 223024 SH DEFINED 01 185 0 222839 ARCHER DANIELS MIDLAND CO COM 039483102 441 35050 SH DEFINED 06 0 35050 0 ARCHER DANIELS MIDLAND CO COM 039483102 6418 509800 SH DEFINED 02 09 413810 0 95990 ARENA PHARMACEUTICALS INC COM 040047102 2448 239200 SH DEFINED 15 239200 0 0 ARGONAUT TECHNOLOGIES INC COM 040175101 1155 368200 SH DEFINED 13 368200 0 0 ARIEL CORP COM 04033M104 10 54000 SH DEFINED 01 0 0 54000 ARIBA INC COM 04033V104 96 51879 SH DEFINED 01 0 0 51879 ARIBA INC COM 04033V104 23 12400 SH DEFINED 09 4700 0 7700 ARQULE INC COM 04269E107 140 13405 SH DEFINED 01 0 0 13405 ARQULE INC COM 04269E107 4936 544400 SH DEFINED 13 544400 0 0 ARROW ELECTRS INC COM 042735100 123 5920 SH DEFINED 01 0 0 5920 ARROW ELECTRS INC COM 042735100 114 5500 SH DEFINED 02 09 5500 0 0 ARROW ELECTRS INC COM 042735100 266 13000 SH DEFINED 15 13000 0 0 ARROW INTL INC COM 042764100 295 7900 SH DEFINED 06 0 7900 0 ARVINMERITOR INC COM 043353101 478 33479 SH DEFINED 01 0 0 33479 ARVINMERITOR INC COM 043353101 213 14900 SH DEFINED 06 0 14900 0 ASCENTIAL SOFTWARE CORP COM 04362P108 53 16080 SH DEFINED 01 0 0 16080 ASCENTIAL SOFTWARE CORP COM 04362P108 1 233 SH DEFINED 06 0 233 0 ASCENTIAL SOFTWARE CORP COM 04362P108 281 84800 SH DEFINED 15 84800 0 0 ASHLAND INC COM 044204105 281 7291 SH DEFINED 01 0 0 7291 ASHLAND INC COM 044204105 177 4600 SH DEFINED 06 0 4600 0 ASHLAND INC COM 044204105 2722 70625 SH DEFINED 02 09 60525 0 10100 ASPECT COMMUNICATIONS CORP COM 04523Q102 121 67719 SH DEFINED 01 0 0 67719 ASPEN TECHNOLOGY INC COM 045327103 207 22900 SH DEFINED 15 22900 0 0 ASSISTED LIVING CONCEPTS INC SB DB CV 6%02 04543LAD1 19 100000 SH DEFINED 01 0 0 100000 AT HOME CORP COM SER A 045919107 19 127305 SH DEFINED 01 0 0 127305 ASTEC INDS INC COM 046224101 227 17500 SH DEFINED 01 0 0 17500 ASTORIA FINL CORP COM 046265104 40 680 SH DEFINED 01 0 0 680 ASTORIA FINL CORP COM 046265104 420 7100 SH DEFINED 02 09 7100 0 0 ASTRAZENECA PLC SPONSORED ADR 046353108 963 20640 SH DEFINED 01 13121 0 7519 ASTRAZENECA PLC SPONSORED ADR 046353108 252 5400 SH DEFINED 06 0 5400 0 ASTRAZENECA PLC SPONSORED ADR 046353108 193 4200 SH DEFINED 15 4200 0 0 ASTRO-MED INC NEW COM 04638F108 54 15000 SH DEFINED 01 0 0 15000 AT RD INC COM 04648K105 124 60000 SH DEFINED 01 0 0 60000 ASYST TECHNOLOGY CORP COM 04648X107 132 14652 SH DEFINED 01 0 0 14652 AT & T LATIN AMER CORP COM 04649A106 22 12600 SH DEFINED 01 0 0 12600 ATLANTIC COAST AIRLINES HLDGS COM 048396105 419 31514 SH DEFINED 01 0 0 31514 ATMEL CORP COM 049513104 1358 203369 SH DEFINED 01 0 0 203369 ATMEL CORP COM 049513104 275 41330 SH DEFINED 02 09 41330 0 0 ATMOS ENERGY CORP COM 049560105 393 18220 SH DEFINED 01 0 0 18220 ATMOS ENERGY CORP COM 049560105 300 13900 SH DEFINED 06 0 13900 0 AUTOBYTEL INC COM 05275N106 23 22450 SH DEFINED 01 0 0 22450 AUTODESK INC COM 052769106 16 517 SH DEFINED 01 12 0 505 AUTODESK INC COM 052769106 112 3500 SH DEFINED 06 0 3500 0 AUTODESK INC COM 052769106 1842 57500 SH DEFINED 02 09 46400 0 11100 AUTOMATIC DATA PROCESSING INC COM 053015103 13804 293461 SH DEFINED 01 5033 0 288428 AUTOMATIC DATA PROCESSING INC COM 053015103 3575 76000 SH DEFINED 06 0 76000 0 AUTOMATIC DATA PROCESSING INC COM 053015103 25934 551336 SH DEFINED 02 09 448535 0 102801 AUTOMATIC DATA PROCESSING INC COM 053015103 0 900 SH DEFINED 11 0 900 0 AUTOZONE INC COM 053332102 634 12243 SH DEFINED 01 0 0 12243 AUTOZONE INC COM 053332102 296 5700 SH DEFINED 06 0 5700 0 AUTOZONE INC COM 053332102 4054 78200 SH DEFINED 02 09 69300 0 8900 AVANEX CORP COM 05348W109 194 65817 SH DEFINED 01 0 0 65817 AVALONBAY CMNTYS INC COM 053484101 829 17363 SH DEFINED 01 0 0 17363 AVALONBAY CMNTYS INC COM 053484101 161 3400 SH DEFINED 02 09 3400 0 0 AVANT CORP COM 053487104 231 78100 SH DEFINED 06 0 78100 0 AVANTGO INC COM 05349M100 55 50150 SH DEFINED 01 0 0 50150 AVANT IMMUNOTHERAPEUTICS INC COM 053491106 842 355589 SH DEFINED 01 0 0 355589 AVAYA INC COM 053499109 778 78605 SH DEFINED 01 6041 0 72564 AVAYA INC COM 053499109 168 16925 SH DEFINED 06 0 16925 0 AVAYA INC COM 053499109 2604 263183 SH DEFINED 02 09 204307 0 58876 AVENTIS SPONSORED ADR 053561106 14480 192848 SH DEFINED 01 0 0 192848 AVENTIS SPONSORED ADR 053561106 11841 157700 SH DEFINED 02 157700 0 0 AVERY DENNISON CORP COM 053611109 1713 36223 SH DEFINED 01 0 0 36223 AVERY DENNISON CORP COM 053611109 2214 46800 SH DEFINED 06 0 46800 0 AVERY DENNISON CORP COM 053611109 6887 145599 SH DEFINED 02 09 110815 0 34784 AVIALL INC NEW COM 05366B102 348 56600 SH DEFINED 01 0 0 56600 AVIRON COM 053762100 488 19630 SH DEFINED 01 0 0 19630 AVIRON COM 053762100 2 100 SH DEFINED 02 100 0 0 AVIRON COM 053762100 495 20400 SH DEFINED 15 20400 0 0 AVNET INC COM 053807103 308 16965 SH DEFINED 01 0 0 16965 AVNET INC COM 053807103 188 10400 SH DEFINED 02 09 10400 0 0 AVON PRODS INC COM 054303102 7564 163553 SH DEFINED 01 110 0 163443 AVON PRODS INC COM 054303102 5723 123740 SH DEFINED 06 0 123740 0 AVON PRODS INC COM 054303102 10971 237236 SH DEFINED 02 09 186541 0 50695 AVON PRODS INC COM 054303102 0 675 SH DEFINED 11 0 675 0 AWARE INC MASS COM 05453N100 185 47050 SH DEFINED 01 0 0 47050 AXA SPONSORED ADR 054536107 1890 96460 SH DEFINED 01 0 0 96460 AXA SPONSORED ADR 054536107 87 4484 SH DEFINED 02 3304 0 1180 AXA SPONSORED ADR 054536107 414 21100 SH DEFINED 06 0 21100 0 AXCELIS TECHNOLOGIES INC COM 054540109 1034 109517 SH DEFINED 01 0 0 109517 AXYS PHARMACEUTICALS INC COM 054635107 34 11315 SH DEFINED 01 0 0 11315 AXCAN PHARMA INC COM 054923107 1580 160500 SH DEFINED 13 160500 0 0 BB&T CORP COM 054937107 4103 112572 SH DEFINED 01 0 0 112572 BB&T CORP COM 054937107 1906 52300 SH DEFINED 06 0 52300 0 BB&T CORP COM 054937107 16238 445516 SH DEFINED 02 09 376050 0 69466 B A S F A G SPONSORED ADR 055262505 7 219 SH DEFINED 01 0 0 219 B A S F A G SPONSORED ADR 055262505 3122 88690 SH DEFINED 06 0 88690 0 BISYS GROUP INC COM 055472104 225 4244 SH DEFINED 01 0 0 4244 BISYS GROUP INC COM 055472104 307 5800 SH DEFINED 09 5800 0 0 BJS WHOLESALE CLUB INC COM 05548J106 479 10064 SH DEFINED 01 0 0 10064 BJ SVCS CO COM 055482103 106 6013 SH DEFINED 01 0 0 6013 BJ SVCS CO COM 055482103 112 6300 SH DEFINED 09 6300 0 0 BOC GROUP PLC SPONSORED ADR 055617609 3 120 SH DEFINED 01 0 0 120 BOC GROUP PLC SPONSORED ADR 055617609 1810 65700 SH DEFINED 06 0 65700 0 BP PLC SPONSORED ADR 055622104 15465 314539 SH DEFINED 01 22806 0 291733 BP PLC SPONSORED ADR 055622104 890 18100 SH DEFINED 06 0 18100 0 BP PLC SPONSORED ADR 055622104 2413 49100 SH DEFINED 02 09 49100 0 0 BP PLC SPONSORED ADR 055622104 0 5710 SH DEFINED 11 0 5710 0 BRE PROPERTIES INC CL A 05564E106 253 8463 SH DEFINED 01 0 0 8463 BMC SOFTWARE INC COM 055921100 1503 118353 SH DEFINED 01 0 0 118353 BMC SOFTWARE INC COM 055921100 165 13000 SH DEFINED 06 0 13000 0 BMC SOFTWARE INC COM 055921100 2261 178127 SH DEFINED 02 09 144150 0 33977 BTU INTL INC COM 056032105 73 23500 SH DEFINED 01 0 0 23500 BADGER METER INC COM 056525108 871 34439 SH DEFINED 01 0 0 34439 BAKER HUGHES INC COM 057224107 3256 112479 SH DEFINED 01 0 0 112479 BAKER HUGHES INC COM 057224107 428 14800 SH DEFINED 06 0 14800 0 BAKER HUGHES INC COM 057224107 4265 147354 SH DEFINED 02 09 141375 0 5979 BALDOR ELEC CO COM 057741100 786 39616 SH DEFINED 01 0 0 39616 BALDWIN TECHNOLOGY INC CL A 058264102 19 20000 SH DEFINED 01 0 0 20000 BALL CORP COM 058498106 280 4680 SH DEFINED 01 0 0 4680 BALL CORP COM 058498106 401 6700 SH DEFINED 06 0 6700 0 BALL CORP COM 058498106 17 300 SH DEFINED 09 300 0 0 BALLARD PWR SYS INC COM 05858H104 475 24309 SH DEFINED 01 0 0 24309 BANCO BILBAO VIZCAYA ARGENTARI SPONSORED ADR 05946K101 59 5674 SH DEFINED 01 155 0 5519 BANCO BILBAO VIZCAYA ARGENTARI SPONSORED ADR 05946K101 3716 355633 SH DEFINED 06 0 355633 0 BANCO SANTANDER CENT HISPANO ADR 05964H105 76 10112 SH DEFINED 01 0 0 10112 BANCO SANTANDER CENT HISPANO ADR 05964H105 480 63700 SH DEFINED 06 0 63700 0 BANCORPSOUTH INC COM 059692103 293 19030 SH DEFINED 01 0 0 19030 BANCORPSOUTH INC COM 059692103 296 19200 SH DEFINED 06 0 19200 0 BANCROFT CONV FD INC COM 059695106 704 36111 SH DEFINED 01 0 0 36111 BANK OF AMERICA CORPORATION COM 060505104 24291 415942 SH DEFINED 01 28187 0 387755 BANK OF AMERICA CORPORATION COM 060505104 10836 185550 SH DEFINED 06 0 185550 0 BANK OF AMERICA CORPORATION COM 060505104 90579 1551020 SH DEFINED 02 09 1287397 0 263623 BANK OF AMERICA CORPORATION COM 060505104 0 10155 SH DEFINED 11 0 10155 0 BANK NEW YORK INC COM 064057102 71615 2046154 SH DEFINED 01 59870 0 1986284 BANK NEW YORK INC COM 064057102 5201 148600 SH DEFINED 06 0 148600 0 BANK NEW YORK INC COM 064057102 35810 1023172 SH DEFINED 02 09 921375 0 101797 BANK ONE CORP COM 06423A103 5903 187590 SH DEFINED 01 115 0 187475 BANK ONE CORP COM 06423A103 2190 69600 SH DEFINED 06 0 69600 0 BANK ONE CORP COM 06423A103 31982 1016301 SH DEFINED 02 09 854956 0 161345 BANKATLANTIC BANCORP CL A 065908501 291 28879 SH DEFINED 01 0 0 28879 BANKNORTH GROUP INC NEW COM 06646R107 558 25040 SH DEFINED 01 0 0 25040 BANKNORTH GROUP INC NEW COM 06646R107 254 11400 SH DEFINED 02 09 11400 0 0 BANTA CORP COM 066821109 295 10600 SH DEFINED 06 0 10600 0 BARCLAYS BK PLC AM DEP NT RCPT 06738C836 446 17214 SH DEFINED 01 0 0 17214 BARCLAYS PLC ADR 06738E204 11 100 SH DEFINED 01 0 0 100 BARCLAYS PLC ADR 06738E204 565 5100 SH DEFINED 06 0 5100 0 BARD C R INC COM 067383109 123 2400 SH DEFINED 06 0 2400 0 BARD C R INC COM 067383109 1244 24200 SH DEFINED 02 09 23900 0 300 BARNES & NOBLE INC COM 067774109 85 2380 SH DEFINED 01 0 0 2380 BARNES & NOBLE INC COM 067774109 36 1000 SH DEFINED 02 1000 0 0 BARNES & NOBLE INC COM 067774109 2296 63600 SH DEFINED 06 0 63600 0 BARNES GROUP INC COM 067806109 322 15100 SH DEFINED 06 0 15100 0 BARNESANDNOBLE COM INC CL A 067846105 9 11915 SH DEFINED 01 0 0 11915 BARRICK GOLD CORP COM 067901108 4917 283433 SH DEFINED 01 1 0 283432 BARRICK GOLD CORP COM 067901108 396 22800 SH DEFINED 06 0 22800 0 BARRICK GOLD CORP COM 067901108 4754 274075 SH DEFINED 02 09 228575 0 45500 BARR LABS INC COM 068306109 1031 13045 SH DEFINED 01 0 0 13045 BARR LABS INC COM 068306109 336 4200 SH DEFINED 15 4200 0 0 BAUSCH & LOMB INC COM 071707103 149 5275 SH DEFINED 01 0 0 5275 BAUSCH & LOMB INC COM 071707103 1319 46600 SH DEFINED 06 0 46600 0 BAUSCH & LOMB INC COM 071707103 797 28200 SH DEFINED 02 09 27700 0 500 BAXTER INTL INC COM 071813109 30597 555807 SH DEFINED 01 25 0 555782 BAXTER INTL INC COM 071813109 5606 101840 SH DEFINED 06 0 101840 0 BAXTER INTL INC COM 071813109 35029 636335 SH DEFINED 02 09 557325 0 79010 BAXTER INTL INC COM 071813109 0 4415 SH DEFINED 11 0 4415 0 BAXTER INTL INC COM 071813109 561 10200 SH DEFINED 15 10200 0 0 BE AEROSPACE INC COM 073302101 339 44700 SH DEFINED 01 0 0 44700 BEA SYS INC COM 073325102 5124 534369 SH DEFINED 01 0 0 534369 BEA SYS INC COM 073325102 12900 1345179 SH DEFINED 02 09 1330087 0 15092 BEA SYS INC COM 073325102 572 61716 SH DEFINED 15 61716 0 0 BEAR STEARNS COS INC COM 073902108 1633 32666 SH DEFINED 01 0 0 32666 BEAR STEARNS COS INC COM 073902108 285 5700 SH DEFINED 06 0 5700 0 BEAR STEARNS COS INC COM 073902108 4280 85600 SH DEFINED 02 09 73900 0 11700 BECKMAN COULTER INC COM 075811109 475 10756 SH DEFINED 01 0 0 10756 BECKMAN COULTER INC COM 075811109 39 900 SH DEFINED 02 900 0 0 BECTON DICKINSON & CO COM 075887109 2652 71700 SH DEFINED 01 0 0 71700 BECTON DICKINSON & CO COM 075887109 481 13000 SH DEFINED 06 0 13000 0 BECTON DICKINSON & CO COM 075887109 7334 198243 SH DEFINED 02 09 167650 0 30593 BECTON DICKINSON & CO COM 075887109 1805 48100 SH DEFINED 15 48100 0 0 BED BATH & BEYOND INC COM 075896100 58118 2282750 SH DEFINED 01 0 0 2282750 BED BATH & BEYOND INC COM 075896100 2477 97300 SH DEFINED 06 0 97300 0 BED BATH & BEYOND INC COM 075896100 16565 650675 SH DEFINED 02 09 630705 0 19970 BED BATH & BEYOND INC COM 075896100 0 1025 SH DEFINED 11 0 1025 0 BELLSOUTH CORP COM 079860102 10660 256582 SH DEFINED 01 2822 0 253760 BELLSOUTH CORP COM 079860102 4504 108390 SH DEFINED 06 0 108390 0 BELLSOUTH CORP COM 079860102 61053 1469393 SH DEFINED 02 09 1193600 0 275793 BEMA GOLD CORP COM 08135F107 6 12000 SH DEFINED 01 0 0 12000 BEMIS INC COM 081437105 1126 28259 SH DEFINED 01 13972 0 14287 BEMIS INC COM 081437105 52 1300 SH DEFINED 06 0 1300 0 BEMIS INC COM 081437105 2130 53491 SH DEFINED 02 09 37600 0 15891 BENCHMARK ELECTRS INC COM 08160H101 24 1500 SH DEFINED 02 1500 0 0 BENCHMARK ELECTRS INC COM 08160H101 155 10000 SH DEFINED 15 10000 0 0 BERKLEY W R CORP COM 084423102 507 10571 SH DEFINED 01 0 0 10571 BERKSHIRE HATHAWAY INC DEL CL B 084670207 15042 6456 SH DEFINED 01 829 0 5627 BERKSHIRE HATHAWAY INC DEL CL B 084670207 365 157 SH DEFINED 02 157 0 0 BERRY PETE CO CL A 085789105 391 25300 SH DEFINED 06 0 25300 0 BEST BUY INC COM 086516101 1020 22443 SH DEFINED 01 0 0 22443 BEST BUY INC COM 086516101 491 10800 SH DEFINED 06 0 10800 0 BEST BUY INC COM 086516101 7178 157935 SH DEFINED 02 09 133510 0 24425 BETHLEHEM STL CORP COM 087509105 180 141355 SH DEFINED 01 0 0 141355 BEVERLY ENTERPRISES INC COM NEW 087851309 143 14095 SH DEFINED 01 0 0 14095 BHP BILLITON LTD SPONSORED ADR 088606108 3378 392838 SH DEFINED 01 0 0 392838 BHP BILLITON LTD SPONSORED ADR 088606108 11951 1389673 SH DEFINED 02 1389673 0 0 BINDVIEW DEV CORP COM 090327107 69 77600 SH DEFINED 01 0 0 77600 BIO TECHNOLOGY GEN CORP COM 090578105 32 4300 SH DEFINED 01 0 0 4300 BIO TECHNOLOGY GEN CORP COM 090578105 7416 1115300 SH DEFINED 14 1115300 0 0 BIOGEN INC COM 090597105 6388 114937 SH DEFINED 01 0 0 114937 BIOGEN INC COM 090597105 484 8700 SH DEFINED 06 0 8700 0 BIOGEN INC COM 090597105 8113 145984 SH DEFINED 02 09 120975 0 25009 BIOMET INC COM 090613100 1342 45897 SH DEFINED 01 0 0 45897 BIOMET INC COM 090613100 345 11800 SH DEFINED 06 0 11800 0 BIOMET INC COM 090613100 3749 128200 SH DEFINED 02 09 126350 0 1850 BIOSPHERE MEDICAL INC COM 09066V103 288 35000 SH DEFINED 01 0 0 35000 BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 2027 18276 SH DEFINED 01 100 0 18176 BIOVAIL CORP COM 09067J109 5466 117823 SH DEFINED 01 0 0 117823 BIOVAIL CORP COM 09067J109 66 1435 SH DEFINED 02 1175 0 260 BIOVAIL CORP COM 09067J109 329 7100 SH DEFINED 06 0 7100 0 BIOMIRA INC COM 09161R106 17 3770 SH DEFINED 01 0 0 3770 BIOMIRA INC COM 09161R106 1859 412400 SH DEFINED 13 412400 0 0 BLACK & DECKER CORP COM 091797100 32 1048 SH DEFINED 01 0 0 1048 BLACK & DECKER CORP COM 091797100 502 16100 SH DEFINED 06 0 16100 0 BLACK & DECKER CORP COM 091797100 2946 94448 SH DEFINED 02 09 77775 0 16673 BLACK HILLS CORP COM 092113109 489 16055 SH DEFINED 01 0 0 16055 BLACK HILLS CORP COM 092113109 18 600 SH DEFINED 02 600 0 0 BLACKROCK ADVANTAGE TERM TR COM 09247A101 2020 186741 SH DEFINED 01 0 0 186741 BLACKROCK INVT QUALITY MUN TR COM 09247D105 634 47186 SH DEFINED 01 0 0 47186 BLACKROCK INCOME TR INC COM 09247F100 3483 465754 SH DEFINED 01 0 0 465754 BLACKROCK INVT QUALITY TERM TR COM 09247J102 2598 283730 SH DEFINED 01 0 0 283730 BLACKROCK INSD MUN 2008 TRM TR COM 09247K109 1400 89473 SH DEFINED 01 0 0 89473 BLACKROCK MUN TARGET TERM TR COM 09247M105 808 77319 SH DEFINED 01 0 0 77319 BLACKROCK STRATEGIC TERM TR COM 09247P108 1295 133710 SH DEFINED 01 0 0 133710 BLACKROCK INC CL A 09247X101 11888 268849 SH DEFINED 01 0 0 268849 BLACKROCK NORTH AMERN GV INCM COM 092475102 218 21333 SH DEFINED 01 0 0 21333 BLACKROCK MUN INCOME TR SH BEN INT 09248F109 151 10200 SH DEFINED 01 0 0 10200 BLACKROCK N Y MUN INCOME TR SH BEN INT 09248L106 180 12040 SH DEFINED 01 0 0 12040 BLOCK H & R INC COM 093671105 1115 28924 SH DEFINED 01 0 0 28924 BLOCK H & R INC COM 093671105 3308 85800 SH DEFINED 06 0 85800 0 BLOCK H & R INC COM 093671105 9447 245025 SH DEFINED 02 09 189325 0 55700 BLYTH INC COM 09643P108 472 23745 SH DEFINED 01 0 0 23745 BOB EVANS FARMS INC COM 096761101 23 1299 SH DEFINED 01 0 0 1299 BOB EVANS FARMS INC COM 096761101 861 47600 SH DEFINED 06 0 47600 0 BOEING CO COM 097023105 6657 198724 SH DEFINED 01 5443 0 193281 BOEING CO COM 097023105 1992 59475 SH DEFINED 06 0 59475 0 BOEING CO COM 097023105 26095 778987 SH DEFINED 02 09 615132 0 163855 BOISE CASCADE CORP COM 097383103 582 19755 SH DEFINED 01 0 0 19755 BOISE CASCADE CORP COM 097383103 35 1200 SH DEFINED 02 1200 0 0 BOOTS & COOTS/INTL WELL CTRL COM 099469108 64 121500 SH DEFINED 01 0 0 121500 BORG WARNER INC COM 099724106 912 22655 SH DEFINED 01 0 0 22655 BORG WARNER INC COM 099724106 246 6100 SH DEFINED 06 0 6100 0 BORLAND SOFTWARE CORP COM 099849101 316 39100 SH DEFINED 01 0 0 39100 BOSTON BEER INC CL A 100557107 387 32916 SH DEFINED 01 0 0 32916 BOSTON COMMUNICATIONS GROUP COM 100582105 136 12200 SH DEFINED 01 0 0 12200 BOSTON PROPERTIES INC COM 101121101 1754 46018 SH DEFINED 01 0 0 46018 BOSTON PROPERTIES INC COM 101121101 144 3800 SH DEFINED 02 09 3800 0 0 BOSTON PROPERTIES INC COM 101121101 2625 70594 SH DEFINED 12 70594 0 0 BOSTON SCIENTIFIC CORP COM 101137107 7618 371656 SH DEFINED 01 75 0 371581 BOSTON SCIENTIFIC CORP COM 101137107 361 17600 SH DEFINED 06 0 17600 0 BOSTON SCIENTIFIC CORP COM 101137107 3443 168000 SH DEFINED 02 09 165300 0 2700 BOULDER TOTAL RETURN FD INC COM 101541100 3514 232765 SH DEFINED 01 0 0 232765 BOWATER INC COM 102183100 809 18391 SH DEFINED 01 0 0 18391 BOWATER INC COM 102183100 113 2600 SH DEFINED 02 09 2600 0 0 BRANDPARTNERS GROUP INC COM 10531R107 10 10000 SH DEFINED 01 0 0 10000 BRASCAN CORP CL A LTD VT SH 10549P606 325 19700 SH DEFINED 01 0 0 19700 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 4 170 SH DEFINED 01 70 0 100 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 1041 38265 SH DEFINED 06 0 38265 0 BRAUN CONSULTING INC COM 105651103 12 3529 SH DEFINED 01 0 0 3529 BRAUN CONSULTING INC COM 105651103 1146 318400 SH DEFINED 15 318400 0 0 BRIGHT HORIZON FAMILY SOLUTION COM 109195107 2200 89800 SH DEFINED 15 89800 0 0 BRIGHTPOINT INC COM 109473108 43 14100 SH DEFINED 01 0 0 14100 BRISTOL MYERS SQUIBB CO COM 110122108 44349 798229 SH DEFINED 01 50085 0 748144 BRISTOL MYERS SQUIBB CO COM 110122108 19812 356585 SH DEFINED 06 0 356585 0 BRISTOL MYERS SQUIBB CO COM 110122108 87820 1580653 SH DEFINED 02 09 1269075 0 311578 BRISTOL MYERS SQUIBB CO COM 110122108 0 5200 SH DEFINED 11 0 5200 0 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 24 1404 SH DEFINED 01 0 0 1404 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 8678 489738 SH DEFINED 06 0 489738 0 BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST 111021408 92 1815 SH DEFINED 01 35 0 1780 BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST 111021408 3135 61286 SH DEFINED 06 0 61286 0 BROADCOM CORP CL A 111320107 5437 267845 SH DEFINED 01 461 0 267384 BROADCOM CORP CL A 111320107 1506 74200 SH DEFINED 06 0 74200 0 BROADCOM CORP CL A 111320107 3189 157145 SH DEFINED 02 09 131145 0 26000 BROADCOM CORP CL A 111320107 234 11732 SH DEFINED 12 11732 0 0 BROADVISION INC COM 111412102 75 82435 SH DEFINED 01 0 0 82435 BROADVISION INC COM 111412102 26 29600 SH DEFINED 02 09 23200 0 6400 BROADWING INC COM 111620100 326 20330 SH DEFINED 01 100 0 20230 BROADWING INC COM 111620100 232 14500 SH DEFINED 02 09 14500 0 0 BROCADE COMMUNICATIONS SYS INC COM 111621108 689 49167 SH DEFINED 01 20 0 49147 BROCADE COMMUNICATIONS SYS INC COM 111621108 556 39600 SH DEFINED 06 0 39600 0 BROCADE COMMUNICATIONS SYS INC COM 111621108 377 26900 SH DEFINED 09 26900 0 0 BROCADE COMMUNICATIONS SYS INC COM 111621108 577 40800 SH DEFINED 15 40800 0 0 BROOKS AUTOMATION INC COM 11434A100 417 15700 SH DEFINED 06 0 15700 0 BROOKTROUT INC COM 114580103 1 365 SH DEFINED 01 0 0 365 BROOKTROUT INC COM 114580103 68 19900 SH DEFINED 15 19900 0 0 BROWN & BROWN INC COM 115236101 259 4980 SH DEFINED 01 0 0 4980 BROWN FORMAN CORP CL B 115637209 335 5314 SH DEFINED 01 0 0 5314 BROWN FORMAN CORP CL B 115637209 240 3800 SH DEFINED 06 0 3800 0 BROWN FORMAN CORP CL B 115637209 2976 47125 SH DEFINED 02 09 41325 0 5800 BROWN SHOE INC NEW COM 115736100 283 24900 SH DEFINED 06 0 24900 0 BRUNSWICK CORP COM 117043109 35 2182 SH DEFINED 01 0 0 2182 BRUNSWICK CORP COM 117043109 660 40100 SH DEFINED 02 39400 0 700 BRUNSWICK CORP COM 117043109 79 4800 SH DEFINED 06 0 4800 0 BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 1193 34450 SH DEFINED 01 0 0 34450 BURLINGTON COAT FACTORY COM 121579106 0 1 SH DEFINED 01 1 0 0 BURLINGTON COAT FACTORY COM 121579106 302 21400 SH DEFINED 06 0 21400 0 BURLINGTON NORTHN SANTA FE CP COM 12189T104 3616 135178 SH DEFINED 01 25715 0 109463 BURLINGTON NORTHN SANTA FE CP COM 12189T104 1752 65500 SH DEFINED 06 0 65500 0 BURLINGTON NORTHN SANTA FE CP COM 12189T104 10578 395484 SH DEFINED 02 09 299075 0 96409 BURLINGTON RES INC COM 122014103 2318 67764 SH DEFINED 01 0 0 67764 BURLINGTON RES INC COM 122014103 431 12600 SH DEFINED 06 0 12600 0 BURLINGTON RES INC COM 122014103 6944 203000 SH DEFINED 02 09 165700 0 37300 BUSINESS OBJECTS S A SPONSORED ADR 12328X107 138 7128 SH DEFINED 01 0 0 7128 BUSINESS OBJECTS S A SPONSORED ADR 12328X107 397 20800 SH DEFINED 15 20800 0 0 BUTLER MFG CO DEL COM 123655102 130 6000 SH DEFINED 01 0 0 6000 BUTLER MFG CO DEL COM 123655102 252 11600 SH DEFINED 06 0 11600 0 CBL & ASSOC PPTYS INC COM 124830100 197 7265 SH DEFINED 01 0 0 7265 CBL & ASSOC PPTYS INC COM 124830100 278 10200 SH DEFINED 06 0 10200 0 CEC ENTMT INC COM 125137109 136 4000 SH DEFINED 01 0 0 4000 CEC ENTMT INC COM 125137109 1313 38500 SH DEFINED 06 0 38500 0 CH ENERGY GROUP INC COM 12541M102 31 781 SH DEFINED 01 0 0 781 CH ENERGY GROUP INC COM 12541M102 317 7800 SH DEFINED 06 0 7800 0 C H ROBINSON WORLDWIDE INC COM 12541W100 6 225 SH DEFINED 01 0 0 225 C H ROBINSON WORLDWIDE INC COM 12541W100 246 8500 SH DEFINED 06 0 8500 0 C H ROBINSON WORLDWIDE INC COM 12541W100 72 2500 SH DEFINED 09 2500 0 0 CIGNA CORP COM 125509109 3339 40264 SH DEFINED 01 0 0 40264 CIGNA CORP COM 125509109 1732 20877 SH DEFINED 06 0 20877 0 CIGNA CORP COM 125509109 13655 164637 SH DEFINED 02 09 132541 0 32096 CLECO CORP NEW COM 12561W105 658 31939 SH DEFINED 01 0 0 31939 CMGI INC COM 125750109 42 42102 SH DEFINED 01 0 0 42102 CMGI INC COM 125750109 14 14700 SH DEFINED 09 14700 0 0 CMS ENERGY CORP COM 125896100 807 40391 SH DEFINED 01 0 0 40391 CMS ENERGY CORP COM 125896100 3492 174600 SH DEFINED 06 0 174600 0 CMS ENERGY CORP COM 125896100 2377 118850 SH DEFINED 02 09 101850 0 17000 CMS ENERGY CORP ADJ CV TR8.75% 125896308 653 21426 SH DEFINED 01 0 0 21426 CNF INC COM 12612W104 618 27071 SH DEFINED 01 0 0 27071 CNF INC COM 12612W104 98 4300 SH DEFINED 06 0 4300 0 CNF INC COM 12612W104 72 3200 SH DEFINED 02 09 1300 0 1900 CNET NETWORKS INC COM 12613R104 11 2649 SH DEFINED 01 0 0 2649 CNET NETWORKS INC COM 12613R104 39 9400 SH DEFINED 02 09 9400 0 0 CSX CORP COM 126408103 1014 32213 SH DEFINED 01 0 0 32213 CSX CORP COM 126408103 690 21900 SH DEFINED 06 0 21900 0 CSX CORP COM 126408103 2874 91275 SH DEFINED 02 09 89775 0 1500 CVS CORP COM 126650100 6448 194236 SH DEFINED 01 40 0 194196 CVS CORP COM 126650100 6027 181538 SH DEFINED 06 0 181538 0 CVS CORP COM 126650100 14021 422359 SH DEFINED 02 09 319600 0 102759 CVS CORP COM 126650100 0 6850 SH DEFINED 11 0 6850 0 CABLE & WIRELESS PUB LTD CO SPONSORED ADR 126830207 227 17626 SH DEFINED 01 0 0 17626 CABLE & WIRELESS PUB LTD CO SPONSORED ADR 126830207 225 17400 SH DEFINED 06 0 17400 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 269 6575 SH DEFINED 01 0 0 6575 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 72 1750 SH DEFINED 06 0 1750 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 310 7600 SH DEFINED 02 09 7600 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1130 28007 SH DEFINED 12 28007 0 0 CACHEFLOW INC COM 126946102 9 6300 SH DEFINED 01 0 0 6300 CACHEFLOW INC COM 126946102 36 23700 SH DEFINED 06 0 23700 0 CABOT CORP COM 127055101 229 5745 SH DEFINED 01 0 0 5745 CABOT CORP COM 127055101 63 1600 SH DEFINED 02 1600 0 0 CABOT INDUSTRIAL TRUST COM 127072106 606 29581 SH DEFINED 01 0 0 29581 CABOT INDUSTRIAL TRUST COM 127072106 314 15300 SH DEFINED 06 0 15300 0 CABOT MICROELECTRONICS CORP COM 12709P103 2389 49463 SH DEFINED 01 0 0 49463 CABOT OIL & GAS CORP CL A 127097103 160 8049 SH DEFINED 01 0 0 8049 CABOT OIL & GAS CORP CL A 127097103 351 17600 SH DEFINED 06 0 17600 0 CACI INTL INC CL A 127190304 173 3173 SH DEFINED 01 0 0 3173 CACI INTL INC CL A 127190304 38 700 SH DEFINED 02 700 0 0 CADBURY SCHWEPPES PLC ADR 127209302 218 8608 SH DEFINED 01 0 0 8608 CADENCE DESIGN SYSTEM INC COM 127387108 1510 90723 SH DEFINED 01 0 0 90723 CADENCE DESIGN SYSTEM INC COM 127387108 763 45820 SH DEFINED 06 0 45820 0 CADENCE DESIGN SYSTEM INC COM 127387108 269 16200 SH DEFINED 09 16200 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 142 9200 SH DEFINED 15 9200 0 0 CALGON CARBON CORP COM 129603106 163 21445 SH DEFINED 01 0 0 21445 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 106 6740 SH DEFINED 01 0 0 6740 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 336 22300 SH DEFINED 15 22300 0 0 CALIFORNIA WTR SVC GROUP COM 130788102 201 7472 SH DEFINED 01 0 0 7472 CALIPER TECHNOLOGIES CORP COM 130876105 23 2550 SH DEFINED 01 0 0 2550 CALIPER TECHNOLOGIES CORP COM 130876105 3767 415500 SH DEFINED 13 415500 0 0 CALLAWAY GOLF CO COM 131193104 278 21789 SH DEFINED 01 0 0 21789 CALLAWAY GOLF CO COM 131193104 38 3000 SH DEFINED 02 3000 0 0 CALPINE CORP COM 131347106 16240 711975 SH DEFINED 01 0 0 711975 CALPINE CORP COM 131347106 360 15800 SH DEFINED 06 0 15800 0 CALPINE CORP COM 131347106 5412 237333 SH DEFINED 02 09 200238 0 37095 CAMDEN PPTY TR SH BEN INT 133131102 609 16436 SH DEFINED 01 0 0 16436 CAMPBELL SOUP CO COM 134429109 850 30380 SH DEFINED 01 0 0 30380 CAMPBELL SOUP CO COM 134429109 683 24400 SH DEFINED 06 0 24400 0 CAMPBELL SOUP CO COM 134429109 11672 416892 SH DEFINED 02 09 320700 0 96192 CANADIAN PAC LTD NEW COM 135923100 2619 81631 SH DEFINED 01 0 0 81631 CANADIAN PAC LTD NEW COM 135923100 263 8200 SH DEFINED 06 0 8200 0 CANON INC ADR 138006309 60 2245 SH DEFINED 01 0 0 2245 CANON INC ADR 138006309 363 13400 SH DEFINED 06 0 13400 0 CAPITAL ONE FINL CORP COM 14040H105 1014 22049 SH DEFINED 01 0 0 22049 CAPITAL ONE FINL CORP COM 14040H105 2504 54400 SH DEFINED 06 0 54400 0 CAPITAL ONE FINL CORP COM 14040H105 11335 246266 SH DEFINED 02 09 202435 0 43831 CAPITAL TRUST INC MD COM 14052H100 55 10000 SH DEFINED 01 0 0 10000 CAPSTONE TURBINE CORP COM 14067D102 155 25823 SH DEFINED 01 0 0 25823 CAPSTONE TURBINE CORP COM 14067D102 4 800 SH DEFINED 02 800 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 1528 58174 SH DEFINED 01 0 0 58174 CAPTARIS INC COM 14071N104 29 14000 SH DEFINED 01 0 0 14000 CARAUSTAR INDS INC COM 140909102 96 10490 SH DEFINED 01 0 0 10490 CARDINAL HEALTH INC COM 14149Y108 23722 320788 SH DEFINED 01 5516 0 315272 CARDINAL HEALTH INC COM 14149Y108 14346 194001 SH DEFINED 06 0 194001 0 CARDINAL HEALTH INC COM 14149Y108 38934 526507 SH DEFINED 02 09 455465 0 71042 CARDINAL HEALTH INC COM 14149Y108 0 700 SH DEFINED 11 0 700 0 CARDIOGENESIS CORP COM 14159W109 1324 1577210 SH DEFINED 01 45410 0 1531800 CARDIODYNAMICS INTL CORP COM 141597104 336 70000 SH DEFINED 01 0 0 70000 CAREMARK RX INC COM 141705103 3312 198578 SH DEFINED 01 0 0 198578 CAREMARK RX INC COM 141705103 4217 252821 SH DEFINED 06 0 252821 0 CAREMARK RX INC COM 141705103 2928 177400 SH DEFINED 15 177400 0 0 CARLISLE COS INC COM 142339100 649 23166 SH DEFINED 01 0 0 23166 CARNIVAL CORP COM 143658102 5004 227266 SH DEFINED 01 42506 0 184760 CARNIVAL CORP COM 143658102 2642 120000 SH DEFINED 06 0 120000 0 CARNIVAL CORP COM 143658102 10602 481542 SH DEFINED 02 09 362345 0 119197 CARPENTER TECHNOLOGY CORP COM 144285103 259 11649 SH DEFINED 01 2259 0 9390 CARRAMERICA RLTY CORP COM 144418100 181 6050 SH DEFINED 01 0 0 6050 CARRAMERICA RLTY CORP COM 144418100 44 1500 SH DEFINED 02 1500 0 0 CASCADE CORP COM 147195101 302 32570 SH DEFINED 01 0 0 32570 CASH AMER INTL INC COM 14754D100 405 44600 SH DEFINED 01 0 0 44600 CASTLE CONV FD INC COM 148443104 696 31250 SH DEFINED 01 0 0 31250 CATALINA MARKETING CORP COM 148867104 1193 42630 SH DEFINED 01 40611 0 2019 CATALINA MARKETING CORP COM 148867104 16 600 SH DEFINED 02 600 0 0 CATELLUS DEV CORP COM 149111106 852 48794 SH DEFINED 01 0 0 48794 CATELLUS DEV CORP COM 149111106 290 16700 SH DEFINED 02 09 16700 0 0 CATERPILLAR INC DEL COM 149123101 8721 194667 SH DEFINED 01 0 0 194667 CATERPILLAR INC DEL COM 149123101 9012 201150 SH DEFINED 06 0 201150 0 CATERPILLAR INC DEL COM 149123101 10936 244118 SH DEFINED 02 09 204400 0 39718 CEDAR FAIR L P DEPOSITRY UNIT 150185106 442 22645 SH DEFINED 01 0 0 22645 CEDAR FAIR L P DEPOSITRY UNIT 150185106 56 2900 SH DEFINED 02 900 0 2000 CEL-SCI CORP COM NEW 150837409 14 10620 SH DEFINED 01 0 0 10620 CELL GENESYS INC COM 150921104 6275 392188 SH DEFINED 01 0 0 392188 CELL GENESYS INC COM 150921104 4 300 SH DEFINED 02 300 0 0 CELLSTAR CORP SUB NT CONV 5%02 150925AC9 83 135000 SH DEFINED 01 135000 0 0 CELESTICA INC SUB VTG SHS 15101Q108 10677 391828 SH DEFINED 01 0 0 391828 CELESTICA INC SUB VTG SHS 15101Q108 633 23180 SH DEFINED 06 0 23180 0 CELESTICA INC SUB VTG SHS 15101Q108 107 4200 SH DEFINED 15 4200 0 0 CELGENE CORP COM 151020104 79 3000 SH DEFINED 01 0 0 3000 CELGENE CORP COM 151020104 179 6800 SH DEFINED 09 6800 0 0 CELL PATHWAYS INC NEW COM 15114R101 42 12972 SH DEFINED 01 0 0 12972 CELLEGY PHARMACEUTICALS INC COM 15115L103 152 22000 SH DEFINED 01 0 0 22000 CELSION CORPORATION COM 15117N107 6 12000 SH DEFINED 01 0 0 12000 CENDANT CORP COM 151313103 7286 569227 SH DEFINED 01 181109 0 388118 CENDANT CORP COM 151313103 2986 233300 SH DEFINED 06 0 233300 0 CENDANT CORP COM 151313103 10379 810931 SH DEFINED 02 09 644897 0 166033 CENDANT CORP COM 151313103 1897 165889 SH DEFINED 12 165889 0 0 CENTEX CONSTRUCTION PRODUCTS COM 15231R109 313 10600 SH DEFINED 06 0 10600 0 CENTEX CORP COM 152312104 561 16646 SH DEFINED 01 0 0 16646 CENTEX CORP COM 152312104 182 5400 SH DEFINED 06 0 5400 0 CENTEX CORP COM 152312104 3601 106793 SH DEFINED 02 09 75580 0 31213 CENTRAL PKG CORP COM 154785109 470 33631 SH DEFINED 01 0 0 33631 CENTRAL SECS CORP COM 155123102 1711 74724 SH DEFINED 01 0 0 74724 CENTURY BUSINESS SVCS INC COM 156490104 28 11200 SH DEFINED 01 0 0 11200 CEPHEID COM 15670R107 111 48200 SH DEFINED 01 0 0 48200 CEPHEID COM 15670R107 975 390000 SH DEFINED 13 390000 0 0 CENTURYTEL INC COM 156700106 1415 42253 SH DEFINED 01 26506 0 15747 CENTURYTEL INC COM 156700106 3139 93700 SH DEFINED 06 0 93700 0 CENTURYTEL INC COM 156700106 3880 115872 SH DEFINED 02 09 98672 0 17200 CEPHALON INC COM 156708109 1309 26250 SH DEFINED 01 0 0 26250 CEPHALON INC COM 156708109 1491 29900 SH DEFINED 06 0 29900 0 CEPHALON INC COM 156708109 168 3400 SH DEFINED 02 09 3400 0 0 CERNER CORP COM 156782104 264 5334 SH DEFINED 01 0 0 5334 CERTEGY INC COM 156880106 63 2448 SH DEFINED 01 0 0 2448 CERTEGY INC COM 156880106 975 37550 SH DEFINED 06 0 37550 0 CERTEGY INC COM 156880106 393 15200 SH DEFINED 02 09 12050 0 3150 CERUS CORP COM 157085101 3133 66328 SH DEFINED 01 0 0 66328 CERUS CORP COM 157085101 4 100 SH DEFINED 02 100 0 0 CHARLES & COLVARD LTD COM 159765106 12 12250 SH DEFINED 01 0 0 12250 CHARTER ONE FINL INC COM 160903100 833 29541 SH DEFINED 01 0 0 29541 CHARTER ONE FINL INC COM 160903100 1426 50526 SH DEFINED 06 0 50526 0 CHARTER ONE FINL INC COM 160903100 7964 282235 SH DEFINED 02 09 227366 0 54869 CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 3470 217340 SH DEFINED 01 5 0 217335 CHARTER COMMUNICATIONS INC DEL CL A 16117M107 780 63077 SH DEFINED 01 100 0 62977 CHARTER COMMUNICATIONS INC DEL CL A 16117M107 342 27600 SH DEFINED 06 0 27600 0 CHARTER COMMUNICATIONS INC DEL CL A 16117M107 73 6000 SH DEFINED 02 09 6000 0 0 CHARTER COMMUNICATIONS INC DEL CL A 16117M107 797 66484 SH DEFINED 12 66484 0 0 CHARTERED SEMICONDUCTOR MFG ADR 16133R106 1 110 SH DEFINED 01 0 0 110 CHARTERED SEMICONDUCTOR MFG ADR 16133R106 267 15500 SH DEFINED 06 0 15500 0 CHATEAU CMNTYS INC COM 161726104 250 8498 SH DEFINED 01 0 0 8498 CHECK TECHNOLOGY CORP COM 162780100 59 19000 SH DEFINED 01 0 0 19000 CHECKFREE CORP NEW COM 162813109 519 30588 SH DEFINED 01 0 0 30588 CHECKFREE CORP NEW COM 162813109 36 2150 SH DEFINED 06 0 2150 0 CHECKPOINT SYS INC COM 162825103 635 58170 SH DEFINED 01 0 0 58170 CHEMED CORP COM 163596109 314 10900 SH DEFINED 06 0 10900 0 CHESAPEAKE ENERGY CORP COM 165167107 162 28790 SH DEFINED 01 0 0 28790 CHEVRON CORPORATION COM 166751107 15591 183973 SH DEFINED 01 7582 0 176391 CHEVRON CORPORATION COM 166751107 4210 49680 SH DEFINED 06 0 49680 0 CHEVRON CORPORATION COM 166751107 45409 535811 SH DEFINED 02 09 431790 0 104021 CHICOS FAS INC COM 168615102 719 30548 SH DEFINED 01 0 0 30548 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 21 1500 SH DEFINED 01 0 0 1500 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 2862 204400 SH DEFINED 06 0 204400 0 CHIRON CORP COM 170040109 696 15696 SH DEFINED 01 0 0 15696 CHIRON CORP COM 170040109 409 9200 SH DEFINED 06 0 9200 0 CHIRON CORP COM 170040109 4935 111250 SH DEFINED 02 09 100650 0 10600 CHROMAVISION MED SYS INC COM 17111P104 59 19800 SH DEFINED 01 0 0 19800 CHUBB CORP COM 171232101 1572 22020 SH DEFINED 01 0 0 22020 CHUBB CORP COM 171232101 1214 17000 SH DEFINED 06 0 17000 0 CHUBB CORP COM 171232101 11894 166582 SH DEFINED 02 09 137225 0 29357 CHURCH & DWIGHT INC COM 171340102 1820 70421 SH DEFINED 01 41911 0 28510 CHURCHILL DOWNS INC COM 171484108 497 17928 SH DEFINED 01 0 0 17928 CIENA CORP COM 171779101 774 75271 SH DEFINED 01 70 0 75201 CIENA CORP COM 171779101 159 15500 SH DEFINED 06 0 15500 0 CIENA CORP COM 171779101 1990 193439 SH DEFINED 02 09 177818 0 15621 CINCINNATI FINL CORP COM 172062101 1965 47233 SH DEFINED 01 0 0 47233 CINCINNATI FINL CORP COM 172062101 325 7800 SH DEFINED 06 0 7800 0 CINCINNATI FINL CORP COM 172062101 3166 76100 SH DEFINED 02 09 75000 0 1100 CINERGY CORP COM 172474108 8590 278287 SH DEFINED 01 0 0 278287 CINERGY CORP COM 172474108 438 14200 SH DEFINED 06 0 14200 0 CINERGY CORP COM 172474108 3658 118515 SH DEFINED 02 09 101195 0 17320 CIPHERGEN BIOSYSTEMS INC COM 17252Y104 35 11700 SH DEFINED 01 0 0 11700 CIPHERGEN BIOSYSTEMS INC COM 17252Y104 3165 1055000 SH DEFINED 14 1055000 0 0 CIPRICO INC COM 172529109 76 16987 SH DEFINED 01 0 0 16987 CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 561 46765 SH DEFINED 01 0 0 46765 CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 149 12400 SH DEFINED 06 0 12400 0 CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 2515 209683 SH DEFINED 02 09 170415 0 39268 CISCO SYS INC COM 17275R102 84455 6933982 SH DEFINED 01 444611 0 6489371 CISCO SYS INC COM 17275R102 10171 835095 SH DEFINED 06 0 835095 0 CISCO SYS INC COM 17275R102 83403 6847614 SH DEFINED 02 09 5760453 0 1087161 CISCO SYS INC COM 17275R102 0 34365 SH DEFINED 11 0 34365 0 CISCO SYS INC COM 17275R102 260 23144 SH DEFINED 12 23144 0 0 CINTAS CORP COM 172908105 2094 51967 SH DEFINED 01 0 0 51967 CINTAS CORP COM 172908105 387 9600 SH DEFINED 06 0 9600 0 CINTAS CORP COM 172908105 6169 153100 SH DEFINED 02 09 127900 0 25200 CITIGROUP INC COM 172967101 142128 3509357 SH DEFINED 01 124662 0 3384695 CITIGROUP INC COM 172967101 33785 834201 SH DEFINED 06 0 834201 0 CITIGROUP INC COM 172967101 189780 4685970 SH DEFINED 02 09 3904306 0 781664 CITIGROUP INC COM 172967101 0 20367 SH DEFINED 11 0 20367 0 CITIZENS COMMUNICATIONS CO COM 17453B101 67 7223 SH DEFINED 01 0 0 7223 CITIZENS COMMUNICATIONS CO COM 17453B101 121 12900 SH DEFINED 06 0 12900 0 CITIZENS COMMUNICATIONS CO COM 17453B101 1237 131725 SH DEFINED 02 09 129725 0 2000 CITIZENS COMMUNICATIONS CO COM 17453B101 2454 261700 SH DEFINED 15 261700 0 0 CITRIX SYS INC COM 177376100 2551 128860 SH DEFINED 01 0 0 128860 CITRIX SYS INC COM 177376100 928 46870 SH DEFINED 06 0 46870 0 CITRIX SYS INC COM 177376100 2959 149525 SH DEFINED 02 09 128625 0 20900 CITY NATL CORP COM 178566105 107 2500 SH DEFINED 01 0 0 2500 CITY NATL CORP COM 178566105 194 4500 SH DEFINED 02 09 4500 0 0 CLAIRES STORES INC COM 179584107 583 46110 SH DEFINED 01 0 0 46110 CLAIRES STORES INC COM 179584107 291 23000 SH DEFINED 06 0 23000 0 CLARCOR INC COM 179895107 2 120 SH DEFINED 01 0 0 120 CLARCOR INC COM 179895107 280 11700 SH DEFINED 06 0 11700 0 CLARION TECHNOLOGIES INC COM 180606105 84 134400 SH DEFINED 01 0 0 134400 CLARUS CORP COM 182707109 59 15300 SH DEFINED 01 0 0 15300 CLAYTON HOMES INC COM 184190106 120 9850 SH DEFINED 01 0 0 9850 CLAYTON HOMES INC COM 184190106 30 2500 SH DEFINED 02 2500 0 0 CLAYTON HOMES INC COM 184190106 2907 239300 SH DEFINED 15 239300 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 33370 839514 SH DEFINED 01 25968 0 813546 CLEAR CHANNEL COMMUNICATIONS COM 184502102 8035 202131 SH DEFINED 06 0 202131 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 28485 716630 SH DEFINED 02 09 641125 0 75505 CLEVELAND CLIFFS INC COM 185896107 24 1671 SH DEFINED 01 0 0 1671 CLEVELAND CLIFFS INC COM 185896107 291 20200 SH DEFINED 06 0 20200 0 CLICKACTION INC COM 18681E107 65 153300 SH DEFINED 01 0 0 153300 CLOROX CO DEL COM 189054109 2740 74056 SH DEFINED 01 15812 0 58244 CLOROX CO DEL COM 189054109 2335 63100 SH DEFINED 06 0 63100 0 CLOROX CO DEL COM 189054109 7941 214634 SH DEFINED 02 09 167325 0 47309 COACH INC COM 189754104 5276 199022 SH DEFINED 01 0 0 199022 COACH INC COM 189754104 13130 495300 SH DEFINED 02 495300 0 0 COASTAL CARIB OILS & MINERALS COM 190432203 29 30968 SH DEFINED 01 0 0 30968 COCA COLA CO COM 191216100 38887 830034 SH DEFINED 01 49552 0 780482 COCA COLA CO COM 191216100 17555 374700 SH DEFINED 06 0 374700 0 COCA COLA CO COM 191216100 91019 1942790 SH DEFINED 02 09 1556060 0 386730 COCA COLA CO COM 191216100 0 9380 SH DEFINED 11 0 9380 0 COCA COLA ENTERPRISES INC COM 191219104 48 3130 SH DEFINED 01 0 0 3130 COCA COLA ENTERPRISES INC COM 191219104 351 22900 SH DEFINED 06 0 22900 0 COCA COLA ENTERPRISES INC COM 191219104 4434 289104 SH DEFINED 02 09 248475 0 40629 COEUR D ALENE MINES CORP IDAHO SUB DEB CV 6%02 192108AB4 3 10000 SH DEFINED 01 0 0 10000 COEUR D ALENE MINES CORP IDAHO COM 192108108 73 87388 SH DEFINED 01 1 0 87387 COGNOS INC COM 19244C109 3858 268708 SH DEFINED 01 268708 0 0 COHEN & STEERS TOTAL RETURN FD COM 19247R103 170 13338 SH DEFINED 01 0 0 13338 COHEN & STEERS ADV INC RLTY FD COM 19247W102 370 26255 SH DEFINED 01 0 0 26255 COHESION TECHNOLOGIES INC COM 19248N101 138 40800 SH DEFINED 01 0 0 40800 COLGATE PALMOLIVE CO COM 194162103 14235 244389 SH DEFINED 01 105 0 244284 COLGATE PALMOLIVE CO COM 194162103 11784 202300 SH DEFINED 06 0 202300 0 COLGATE PALMOLIVE CO COM 194162103 25613 439727 SH DEFINED 02 09 365775 0 73952 COLGATE PALMOLIVE CO COM 194162103 0 1100 SH DEFINED 11 0 1100 0 COLLAGENEX PHARMACEUTICALS INC COM 19419B100 80 10100 SH DEFINED 01 0 0 10100 COLONIAL INTER HIGH INCOME FD SH BEN INT 195763107 475 132844 SH DEFINED 01 0 0 132844 COLONIAL MUN INCOME TR SH BEN INT 195799101 63 10919 SH DEFINED 01 0 0 10919 COLONIAL PPTYS TR COM SH BEN INT 195872106 245 8301 SH DEFINED 01 0 0 8301 COLUMBIA SPORTSWEAR CO COM 198516106 404 18212 SH DEFINED 01 0 0 18212 COLUMBUS MCKINNON CORP N Y COM 199333105 170 16400 SH DEFINED 01 0 0 16400 COMCAST CORP CL A 200300101 1338 37645 SH DEFINED 01 0 0 37645 COMCAST CORP CL A 200300101 1806 51528 SH DEFINED 12 51528 0 0 COMCAST CORP CL A SPL 200300200 14382 400961 SH DEFINED 01 0 0 400961 COMCAST CORP CL A SPL 200300200 1754 48900 SH DEFINED 06 0 48900 0 COMCAST CORP CL A SPL 200300200 24378 679672 SH DEFINED 02 09 585855 0 93817 COMCAST CORP CL A SPL 200300200 6230 176513 SH DEFINED 12 176513 0 0 COMDISCO INC COM 200336105 3 6475 SH DEFINED 01 0 0 6475 COMDISCO INC COM 200336105 2 4400 SH DEFINED 02 4400 0 0 COMERICA INC COM 200340107 1297 23414 SH DEFINED 01 0 0 23414 COMERICA INC COM 200340107 1064 19200 SH DEFINED 06 0 19200 0 COMERICA INC COM 200340107 11685 210947 SH DEFINED 02 09 174425 0 36522 COMMERCE BANCSHARES INC COM 200525103 483 12845 SH DEFINED 01 0 0 12845 COMMERCE BANCSHARES INC COM 200525103 281 7500 SH DEFINED 02 09 7500 0 0 COMMERCE ONE INC DEL COM 200693109 92 37686 SH DEFINED 01 0 0 37686 COMMERCIAL FEDERAL CORPORATION COM 201647104 313 12900 SH DEFINED 06 0 12900 0 COMMERCIAL METALS CO COM 201723103 45 1634 SH DEFINED 01 0 0 1634 COMMERCIAL METALS CO COM 201723103 286 10300 SH DEFINED 06 0 10300 0 COMMERCIAL NET LEASE RLTY INC COM 202218103 274 20749 SH DEFINED 01 0 0 20749 COMMONWEALTH BANKSHARES INC COM 202736104 96 14400 SH DEFINED 01 0 0 14400 COMMSCOPE INC COM 203372107 186 10413 SH DEFINED 01 0 0 10413 COMPANHIA DE BEBIDAS DAS AMERS SPON ADR PFD 20441W203 11 695 SH DEFINED 01 0 0 695 COMPANHIA DE BEBIDAS DAS AMERS SPON ADR PFD 20441W203 2919 182300 SH DEFINED 06 0 182300 0 COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 12 535 SH DEFINED 01 0 0 535 COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 2522 109400 SH DEFINED 06 0 109400 0 COMPASS BANCSHARES INC COM 20449H109 86 3310 SH DEFINED 01 0 0 3310 COMPASS BANCSHARES INC COM 20449H109 556 21400 SH DEFINED 02 09 21400 0 0 COMPAQ COMPUTER CORP COM 204493100 6117 736188 SH DEFINED 01 140759 0 595429 COMPAQ COMPUTER CORP COM 204493100 3120 375500 SH DEFINED 06 0 375500 0 COMPAQ COMPUTER CORP COM 204493100 10800 1299768 SH DEFINED 02 09 1092550 0 207218 COMPAQ COMPUTER CORP COM 204493100 0 1655 SH DEFINED 11 0 1655 0 COMPUCOM SYS INC COM 204780100 39 15000 SH DEFINED 01 0 0 15000 COMPUTER ASSOC INTL INC COM 204912109 2678 104045 SH DEFINED 01 5086 0 98959 COMPUTER ASSOC INTL INC COM 204912109 782 30400 SH DEFINED 06 0 30400 0 COMPUTER ASSOC INTL INC COM 204912109 12962 503612 SH DEFINED 02 09 405604 0 98008 COMPUTER ASSOC INTL INC COM 204912109 0 1150 SH DEFINED 11 0 1150 0 COMPUTER SCIENCES CORP COM 205363104 1440 43425 SH DEFINED 01 0 0 43425 COMPUTER SCIENCES CORP COM 205363104 332 10000 SH DEFINED 06 0 10000 0 COMPUTER SCIENCES CORP COM 205363104 5623 169547 SH DEFINED 02 09 130600 0 38947 COMPUWARE CORP COM 205638109 227 27359 SH DEFINED 01 0 0 27359 COMPUWARE CORP COM 205638109 162 19400 SH DEFINED 06 0 19400 0 COMPUWARE CORP COM 205638109 2277 273475 SH DEFINED 02 09 235975 0 37500 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 396 19368 SH DEFINED 01 0 0 19368 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 219 10700 SH DEFINED 06 0 10700 0 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 3600 175786 SH DEFINED 02 09 144800 0 30986 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 1203 59800 SH DEFINED 15 59800 0 0 CONAGRA FOODS INC COM 205887102 2173 96822 SH DEFINED 01 105 0 96717 CONAGRA FOODS INC COM 205887102 705 31400 SH DEFINED 06 0 31400 0 CONAGRA FOODS INC COM 205887102 12599 561262 SH DEFINED 02 09 439425 0 121837 CONCORD CAMERA CORP COM 206156101 356 86600 SH DEFINED 15 86600 0 0 CONCORD EFS INC COM 206197105 7638 156037 SH DEFINED 01 0 0 156037 CONCORD EFS INC COM 206197105 671 13700 SH DEFINED 06 0 13700 0 CONCORD EFS INC COM 206197105 11013 225010 SH DEFINED 02 09 187010 0 38000 CONCURRENT COMPUTER CORP NEW COM 206710204 111 12304 SH DEFINED 01 0 0 12304 CONECTIV INC COM 206829103 16 712 SH DEFINED 01 0 0 712 CONECTIV INC COM 206829103 54 2300 SH DEFINED 02 2300 0 0 CONECTIV INC COM 206829103 301 12800 SH DEFINED 06 0 12800 0 CONEXANT SYSTEMS INC COM 207142100 629 75882 SH DEFINED 01 0 0 75882 CONEXANT SYSTEMS INC COM 207142100 92 11100 SH DEFINED 06 0 11100 0 CONEXANT SYSTEMS INC COM 207142100 891 107475 SH DEFINED 02 09 105775 0 1700 CONNECTICUT BANCSHARES INC COM 207540105 6907 312570 SH DEFINED 01 0 0 312570 CONOCO INC CL A 208251306 793 31208 SH DEFINED 01 0 0 31208 CONOCO INC CL B 208251405 2244 88575 SH DEFINED 01 0 0 88575 CONOCO INC CL B 208251405 4845 191200 SH DEFINED 06 0 191200 0 CONSECO INC COM 208464107 977 134656 SH DEFINED 01 0 0 134656 CONSECO INC COM 208464107 166 22900 SH DEFINED 06 0 22900 0 CONSECO INC COM 208464107 1778 245125 SH DEFINED 02 09 226925 0 18200 CONSOLIDATED EDISON INC COM 209115104 1833 45026 SH DEFINED 01 0 0 45026 CONSOLIDATED EDISON INC COM 209115104 432 10600 SH DEFINED 06 0 10600 0 CONSOLIDATED EDISON INC COM 209115104 6283 154314 SH DEFINED 02 09 128750 0 25564 CONSTELLATION BRANDS INC CL A 21036P108 388 9335 SH DEFINED 01 0 0 9335 CONSTELLATION BRANDS INC CL A 21036P108 33 800 SH DEFINED 02 800 0 0 CONSTELLATION ENERGY GROUP INC COM 210371100 582 24076 SH DEFINED 01 0 0 24076 CONSTELLATION ENERGY GROUP INC COM 210371100 179 7400 SH DEFINED 06 0 7400 0 CONSTELLATION ENERGY GROUP INC COM 210371100 1780 73600 SH DEFINED 02 09 72500 0 1100 CONTINENTAL AIRLS INC CL B 210795308 143 9541 SH DEFINED 01 500 0 9041 CONTINENTAL AIRLS INC CL B 210795308 21 1400 SH DEFINED 02 1400 0 0 CONVERGYS CORP COM 212485106 886 31947 SH DEFINED 01 0 0 31947 CONVERGYS CORP COM 212485106 228 8200 SH DEFINED 06 0 8200 0 CONVERGYS CORP COM 212485106 2842 102445 SH DEFINED 02 09 92815 0 9630 CONVERGYS CORP COM 212485106 145 5400 SH DEFINED 15 5400 0 0 COOPER COS INC COM NEW 216648402 4757 101447 SH DEFINED 01 0 0 101447 COOPER COS INC COM NEW 216648402 361 7700 SH DEFINED 15 7700 0 0 COOPER INDS INC COM 216669101 384 9275 SH DEFINED 01 0 0 9275 COOPER INDS INC COM 216669101 216 5200 SH DEFINED 06 0 5200 0 COOPER INDS INC COM 216669101 3337 80496 SH DEFINED 02 09 63875 0 16621 COOPER TIRE & RUBR CO COM 216831107 127 8984 SH DEFINED 01 0 0 8984 COOPER TIRE & RUBR CO COM 216831107 56 4000 SH DEFINED 02 09 4000 0 0 COORS ADOLPH CO CL B 217016104 48 1085 SH DEFINED 01 0 0 1085 COORS ADOLPH CO CL B 217016104 32 700 SH DEFINED 06 0 700 0 COORS ADOLPH CO CL B 217016104 958 21301 SH DEFINED 02 09 14000 0 7301 COR THERAPEUTICS INC COM 217753102 461 20400 SH DEFINED 01 0 0 20400 COR THERAPEUTICS INC COM 217753102 2 100 SH DEFINED 02 100 0 0 COR THERAPEUTICS INC COM 217753102 9219 403700 SH DEFINED 13 403700 0 0 COREL CORPORATION COM 21868Q109 23 11282 SH DEFINED 01 0 0 11282 CORIXA CORP COM 21887F100 710 67637 SH DEFINED 01 0 0 67637 CORN PRODS INTL INC COM 219023108 415 14471 SH DEFINED 01 0 0 14471 CORN PRODS INTL INC COM 219023108 313 10900 SH DEFINED 06 0 10900 0 CORNERSTONE RLTY INCOME TR INC COM 21922V102 164 15388 SH DEFINED 01 0 0 15388 CORNING INC COM 219350105 8096 917994 SH DEFINED 01 0 0 917994 CORNING INC COM 219350105 428 48500 SH DEFINED 06 0 48500 0 CORNING INC COM 219350105 6419 727860 SH DEFINED 02 09 592012 0 135848 CORNING INC COM 219350105 0 2530 SH DEFINED 11 0 2530 0 CORPORATE HIGH YIELD FD INC COM 219914108 155 18837 SH DEFINED 01 0 0 18837 CORUS GROUP PLC SPONSORED ADR 22087M101 14 2385 SH DEFINED 01 0 0 2385 CORUS GROUP PLC SPONSORED ADR 22087M101 1455 231750 SH DEFINED 06 0 231750 0 CORVAS INTL INC COM 221005101 245 42654 SH DEFINED 01 0 0 42654 CORVIS CORP COM 221009103 87 57515 SH DEFINED 01 0 0 57515 COSTCO WHSL CORP NEW COM 22160K105 13740 386413 SH DEFINED 01 47322 0 339091 COSTCO WHSL CORP NEW COM 22160K105 7965 224000 SH DEFINED 06 0 224000 0 COSTCO WHSL CORP NEW COM 22160K105 11445 321864 SH DEFINED 02 09 273700 0 48164 COSTCO WHSL CORP NEW COM 22160K105 0 4450 SH DEFINED 11 0 4450 0 COTT CORP QUE COM 22163N106 7520 500000 SH DEFINED 01 500000 0 0 COUNTRYWIDE CR INDS INC DEL COM 222372104 112 2567 SH DEFINED 01 0 0 2567 COUNTRYWIDE CR INDS INC DEL COM 222372104 373 8500 SH DEFINED 06 0 8500 0 COUNTRYWIDE CR INDS INC DEL COM 222372104 8171 186025 SH DEFINED 02 09 139625 0 46400 COX COMMUNICATIONS INC NEW CL A 224044107 2355 56410 SH DEFINED 01 0 0 56410 COX COMMUNICATIONS INC NEW CL A 224044107 1095 26233 SH DEFINED 02 09 7600 0 18633 COX COMMUNICATIONS INC NEW CL A 224044107 5193 127679 SH DEFINED 12 127679 0 0 COX RADIO INC CL A 224051102 9 473 SH DEFINED 01 0 0 473 COX RADIO INC CL A 224051102 1383 68550 SH DEFINED 06 0 68550 0 COX RADIO INC CL A 224051102 145 7700 SH DEFINED 15 7700 0 0 CRANE CO COM 224399105 238 10861 SH DEFINED 01 0 0 10861 CRANE CO COM 224399105 150 6900 SH DEFINED 02 09 6900 0 0 CREDIT SUISSE ASSET MGMT INCOM COM 224916106 134 25433 SH DEFINED 01 0 0 25433 CRAY INC COM 225223106 21 10700 SH DEFINED 01 0 0 10700 CREDENCE SYS CORP COM 225302108 648 53810 SH DEFINED 01 45410 0 8400 CREDENCE SYS CORP COM 225302108 145 12600 SH DEFINED 15 12600 0 0 CREDIT SUISSE HIGH YLD BND FD SH BEN INT 22544F103 874 169848 SH DEFINED 01 0 0 169848 CREE INC COM 225447101 498 33732 SH DEFINED 01 0 0 33732 CRESCENT REAL ESTATE EQUITIES COM 225756105 4274 199295 SH DEFINED 01 0 0 199295 CRESCENT REAL ESTATE EQUITIES COM 225756105 644 30000 SH DEFINED 06 0 30000 0 CRESCENT REAL ESTATE EQUITIES COM 225756105 117 5500 SH DEFINED 02 09 5500 0 0 CRIIMI MAE INC COM 226603108 38 98631 SH DEFINED 01 0 0 98631 CRITICAL PATH INC COM 22674V100 141 243420 SH DEFINED 01 0 0 243420 CROMPTON CORP COM 227116100 79 11472 SH DEFINED 01 0 0 11472 CROSSROADS SYS INC COM 22765D100 354 107400 SH DEFINED 01 0 0 107400 CROSSWALK COM INC COM 227685104 36 45500 SH DEFINED 01 0 0 45500 CROWN CASTLE INTL CORP COM 228227104 368 40889 SH DEFINED 01 0 0 40889 CROWN CASTLE INTL CORP COM 228227104 52 5800 SH DEFINED 02 09 5800 0 0 CROWN CORK & SEAL INC COM 228255105 381 166464 SH DEFINED 01 1 0 166463 CROWN CORK & SEAL INC COM 228255105 1 800 SH DEFINED 02 0 0 800 CROWN PAC PARTNERS L P UNIT LTD PARTN 228439105 506 77980 SH DEFINED 01 0 0 77980 CRYOLIFE INC COM 228903100 326 8687 SH DEFINED 01 0 0 8687 CULLEN FROST BANKERS INC COM 229899109 74 2765 SH DEFINED 01 0 0 2765 CULLEN FROST BANKERS INC COM 229899109 179 6700 SH DEFINED 02 09 6700 0 0 CUMMINS INC COM 231021106 1567 47500 SH DEFINED 01 0 0 47500 CUMMINS INC COM 231021106 29 900 SH DEFINED 02 900 0 0 CUMMINS INC COM 231021106 46 1400 SH DEFINED 06 0 1400 0 CURATIVE HEALTH SVCS INC COM 231264102 497 55000 SH DEFINED 01 0 0 55000 CYBEX INTL INC COM 23252E106 25 17500 SH DEFINED 01 0 0 17500 CYGNUS INC COM 232560102 244 43925 SH DEFINED 01 0 0 43925 CYGNUS INC COM 232560102 839 149900 SH DEFINED 13 149900 0 0 CYMER INC COM 232572107 197 11806 SH DEFINED 01 0 0 11806 CYMER INC COM 232572107 921 55000 SH DEFINED 06 0 55000 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 304 20480 SH DEFINED 01 0 0 20480 CYPRESS SEMICONDUCTOR CORP COM 232806109 528 35500 SH DEFINED 06 0 35500 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 73 5000 SH DEFINED 02 09 5000 0 0 CYTOGEN CORP COM 232824102 125 46650 SH DEFINED 01 0 0 46650 CYTYC CORP COM 232946103 414 15461 SH DEFINED 01 0 0 15461 CYTYC CORP COM 232946103 88 3300 SH DEFINED 09 3300 0 0 DMC STRATEX NETWORKS INC COM 23322L106 61 11953 SH DEFINED 01 0 0 11953 DPL INC COM 233293109 423 17408 SH DEFINED 01 0 0 17408 DPL INC COM 233293109 230 9500 SH DEFINED 02 09 9500 0 0 D R HORTON INC COM 23331A109 518 24852 SH DEFINED 01 0 0 24852 D R HORTON INC COM 23331A109 145 7000 SH DEFINED 02 09 7000 0 0 D R HORTON INC COM 23331A109 1513 73500 SH DEFINED 15 73500 0 0 DST SYS INC DEL COM 233326107 234 5416 SH DEFINED 01 0 0 5416 DST SYS INC DEL COM 233326107 142 3300 SH DEFINED 09 3300 0 0 DTE ENERGY CO COM 233331107 1827 42453 SH DEFINED 01 0 0 42453 DTE ENERGY CO COM 233331107 344 8000 SH DEFINED 06 0 8000 0 DTE ENERGY CO COM 233331107 4393 102075 SH DEFINED 02 09 91175 0 10900 DAKTRONICS INC COM 234264109 319 36350 SH DEFINED 01 0 0 36350 DANA CORP COM 235811106 495 31768 SH DEFINED 01 0 0 31768 DANA CORP COM 235811106 139 8900 SH DEFINED 06 0 8900 0 DANA CORP COM 235811106 1833 117600 SH DEFINED 02 09 98500 0 19100 DANAHER CORP DEL COM 235851102 831 17628 SH DEFINED 01 0 0 17628 DANAHER CORP DEL COM 235851102 406 8600 SH DEFINED 06 0 8600 0 DANAHER CORP DEL COM 235851102 6375 135150 SH DEFINED 02 09 109250 0 25900 DANKA BUSINESS SYS PLC SPONSORED ADR 236277109 22 41000 SH DEFINED 01 0 0 41000 DARDEN RESTAURANTS INC COM 237194105 53 2040 SH DEFINED 01 655 0 1385 DARDEN RESTAURANTS INC COM 237194105 144 5500 SH DEFINED 06 0 5500 0 DARDEN RESTAURANTS INC COM 237194105 1459 55625 SH DEFINED 02 09 54825 0 800 DATASCOPE CORP COM 238113104 258 6675 SH DEFINED 01 0 0 6675 DAVITA INC COM 23918K108 65 3200 SH DEFINED 01 0 0 3200 DAVITA INC COM 23918K108 822 40400 SH DEFINED 06 0 40400 0 DAVOX CORP COM 239208101 0 45 SH DEFINED 01 0 0 45 DAVOX CORP COM 239208101 274 34100 SH DEFINED 15 34100 0 0 DEAN FOODS CO COM 242361103 1654 35773 SH DEFINED 01 30600 0 5173 DEAN FOODS CO COM 242361103 361 7800 SH DEFINED 06 0 7800 0 DEERE & CO COM 244199105 3553 94475 SH DEFINED 01 0 0 94475 DEERE & CO COM 244199105 474 12600 SH DEFINED 06 0 12600 0 DEERE & CO COM 244199105 4788 127326 SH DEFINED 02 09 116200 0 11126 DEERE & CO COM 244199105 1888 51800 SH DEFINED 15 51800 0 0 DELAWARE GROUP GLOBAL DIV COM 245916101 169 15520 SH DEFINED 01 0 0 15520 DELL COMPUTER CORP COM 247025109 19436 1048894 SH DEFINED 01 42130 0 1006764 DELL COMPUTER CORP COM 247025109 6452 348200 SH DEFINED 06 0 348200 0 DELL COMPUTER CORP COM 247025109 38879 2098203 SH DEFINED 02 09 1670005 0 428198 DELL COMPUTER CORP COM 247025109 1575 87354 SH DEFINED 12 87354 0 0 DELPHI AUTOMOTIVE SYS CORP COM 247126105 554 47173 SH DEFINED 01 7144 0 40029 DELPHI AUTOMOTIVE SYS CORP COM 247126105 301 25600 SH DEFINED 06 0 25600 0 DELPHI AUTOMOTIVE SYS CORP COM 247126105 2862 243643 SH DEFINED 02 09 239643 0 4000 DELTA AIR LINES INC DEL COM 247361108 15402 584992 SH DEFINED 01 0 0 584992 DELTA AIR LINES INC DEL COM 247361108 179 6800 SH DEFINED 06 0 6800 0 DELTA AIR LINES INC DEL COM 247361108 15365 583602 SH DEFINED 02 09 564500 0 19102 DENBURY RES INC COM NEW 247916208 1240 149691 SH DEFINED 01 0 0 149691 DELUXE CORP COM 248019101 1859 53843 SH DEFINED 01 0 0 53843 DELUXE CORP COM 248019101 41 1200 SH DEFINED 06 0 1200 0 DELUXE CORP COM 248019101 2006 58100 SH DEFINED 02 09 43800 0 14300 DENDREON CORP COM 24823Q107 45 5300 SH DEFINED 01 0 0 5300 DENDREON CORP COM 24823Q107 192 26000 SH DEFINED 13 26000 0 0 DENTSPLY INTL INC NEW COM 249030107 1011 22015 SH DEFINED 01 0 0 22015 DENTSPLY INTL INC NEW COM 249030107 18 400 SH DEFINED 02 400 0 0 DENTSPLY INTL INC NEW COM 249030107 328 7130 SH DEFINED 06 0 7130 0 DEPARTMENT 56 INC COM 249509100 81 12905 SH DEFINED 01 0 0 12905 DESWELL INDS INC COM 250639101 375 25058 SH DEFINED 01 0 0 25058 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 648 41866 SH DEFINED 01 130 0 41736 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 2707 174640 SH DEFINED 06 0 174640 0 DEVON ENERGY CORP NEW COM 25179M103 3748 108975 SH DEFINED 01 50 0 108925 DEVON ENERGY CORP NEW COM 25179M103 4252 123600 SH DEFINED 06 0 123600 0 DEVON ENERGY CORP NEW COM 25179M103 3331 96850 SH DEFINED 02 09 84250 0 12600 DEVON ENERGY CORP NEW COM 25179M103 6 193 SH DEFINED 12 193 0 0 DEVRY INC DEL COM 251893103 4522 125974 SH DEFINED 01 0 0 125974 DIACRIN INC COM 25243N103 65 42946 SH DEFINED 01 0 0 42946 DIAGEO P L C SPON ADR NEW 25243Q205 152 3676 SH DEFINED 01 60 0 3616 DIAGEO P L C SPON ADR NEW 25243Q205 7511 180994 SH DEFINED 06 0 180994 0 DIAL CORP NEW COM 25247D101 297 17958 SH DEFINED 01 0 0 17958 DIAMONDCLUSTER INTL INC CL A 25278P106 54 5500 SH DEFINED 01 0 0 5500 DIAMONDCLUSTER INTL INC CL A 25278P106 800 80900 SH DEFINED 15 80900 0 0 DIAMONDS TR UNIT SER 1 252787106 3265 36957 SH DEFINED 01 0 0 36957 DIANON SYS INC COM 252826102 207 4127 SH DEFINED 01 0 0 4127 DIEBOLD INC COM 253651103 2043 53629 SH DEFINED 01 0 0 53629 DIEBOLD INC COM 253651103 498 13100 SH DEFINED 02 09 13100 0 0 DIGEX INC DEL CL A 253756100 49 14916 SH DEFINED 01 0 0 14916 DIGITAL INSIGHT CORP COM 25385P106 327 28460 SH DEFINED 01 0 0 28460 DIGITAL LIGHTWAVE INC COM 253855100 129 13150 SH DEFINED 01 0 0 13150 DIGITALTHINK INC COM 25388M100 10 1315 SH DEFINED 01 0 0 1315 DIGITALTHINK INC COM 25388M100 472 63800 SH DEFINED 15 63800 0 0 DILLARDS INC CL A 254067101 14 1082 SH DEFINED 01 0 0 1082 DILLARDS INC CL A 254067101 24 1800 SH DEFINED 06 0 1800 0 DILLARDS INC CL A 254067101 763 58000 SH DEFINED 02 09 36600 0 21400 DIME BANCORP INC NEW COM 25429Q102 374 9520 SH DEFINED 01 0 0 9520 DIME BANCORP INC NEW COM 25429Q102 1057 26900 SH DEFINED 02 09 26900 0 0 DIME BANCORP INC NEW WT EXP 000002 25429Q110 2 11540 SH DEFINED 01 0 0 11540 DIMON INC COM 254394109 317 55218 SH DEFINED 01 0 0 55218 DISNEY WALT CO COM DISNEY 254687106 40287 2163678 SH DEFINED 01 323494 0 1840184 DISNEY WALT CO COM DISNEY 254687106 12173 653770 SH DEFINED 06 0 653770 0 DISNEY WALT CO COM DISNEY 254687106 29476 1583070 SH DEFINED 02 09 1301325 0 281745 DISNEY WALT CO COM DISNEY 254687106 0 1000 SH DEFINED 11 0 1000 0 DISNEY WALT CO COM DISNEY 254687106 781 44527 SH DEFINED 12 44527 0 0 DIRECT FOCUS INC COM 254931108 695 34948 SH DEFINED 01 0 0 34948 DOCUCORP INTL INC COM 255911109 79 22963 SH DEFINED 01 0 0 22963 DOCUMENTUM INC COM 256159104 18 2300 SH DEFINED 01 0 0 2300 DOCUMENTUM INC COM 256159104 819 100000 SH DEFINED 06 0 100000 0 DOCUMENTUM INC COM 256159104 593 71900 SH DEFINED 15 71900 0 0 DOLE FOOD INC COM 256605106 225 10550 SH DEFINED 01 0 0 10550 DOLLAR GEN CORP COM 256669102 4563 390006 SH DEFINED 01 0 0 390006 DOLLAR GEN CORP COM 256669102 766 65500 SH DEFINED 06 0 65500 0 DOLLAR GEN CORP COM 256669102 4397 375908 SH DEFINED 02 09 293393 0 82515 DOLLAR TREE STORES INC COM 256747106 1350 71474 SH DEFINED 01 0 0 71474 DOLLAR TREE STORES INC COM 256747106 150 8000 SH DEFINED 02 09 8000 0 0 DOLLAR TREE STORES INC COM 256747106 2884 163400 SH DEFINED 15 163400 0 0 DOMINION RES INC VA NEW COM 25746U109 2115 35648 SH DEFINED 01 0 0 35648 DOMINION RES INC VA NEW COM 25746U109 878 14800 SH DEFINED 06 0 14800 0 DOMINION RES INC VA NEW COM 25746U109 9360 157719 SH DEFINED 02 09 138719 0 19000 DOMINION RES INC VA NEW COM 25746U109 0 3945 SH DEFINED 11 0 3945 0 DONALDSON INC COM 257651109 915 31775 SH DEFINED 01 0 0 31775 DONNELLEY R R & SONS CO COM 257867101 450 16671 SH DEFINED 01 0 0 16671 DONNELLEY R R & SONS CO COM 257867101 195 7200 SH DEFINED 06 0 7200 0 DONNELLEY R R & SONS CO COM 257867101 2437 90150 SH DEFINED 02 09 78150 0 12000 DORAL FINL CORP COM 25811P100 832 21453 SH DEFINED 01 0 0 21453 DORAL FINL CORP COM 25811P100 2242 57800 SH DEFINED 02 0 0 57800 DORAL FINL CORP COM 25811P100 0 57800 SH DEFINED 11 0 57800 0 DOUBLECLICK INC COM 258609304 226 39726 SH DEFINED 01 0 0 39726 DOUBLECLICK INC COM 258609304 1 200 SH DEFINED 02 200 0 0 DOVER CORP COM 260003108 1754 58278 SH DEFINED 01 45 0 58233 DOVER CORP COM 260003108 370 12300 SH DEFINED 06 0 12300 0 DOVER CORP COM 260003108 6654 221032 SH DEFINED 02 09 170750 0 50282 DOVER CORP COM 260003108 0 3700 SH DEFINED 11 0 3700 0 DOW CHEM CO COM 260543103 5805 177208 SH DEFINED 01 18005 0 159203 DOW CHEM CO COM 260543103 1514 46200 SH DEFINED 06 0 46200 0 DOW CHEM CO COM 260543103 20962 639892 SH DEFINED 02 09 532974 0 106918 DOW JONES & CO INC COM 260561105 1393 30669 SH DEFINED 01 0 0 30669 DOW JONES & CO INC COM 260561105 1688 37175 SH DEFINED 02 36475 0 700 DOW JONES & CO INC COM 260561105 200 4400 SH DEFINED 06 0 4400 0 DRESS BARN INC COM 261570105 1636 73400 SH DEFINED 01 0 0 73400 DREYFUS STRATEGIC MUNS INC COM 261932107 178 18451 SH DEFINED 01 1 0 18450 DREYFUS HIGH YIELD STRATEGIES SH BEN INT 26200S101 343 65987 SH DEFINED 01 8 0 65979 DREYFUS STRATEGIC MUN BD FD COM 26202F107 465 51734 SH DEFINED 01 0 0 51734 DSL NET INC COM 262506108 2 14602 SH DEFINED 01 0 0 14602 DU PONT E I DE NEMOURS & CO COM 263534109 12214 325545 SH DEFINED 01 27408 0 298137 DU PONT E I DE NEMOURS & CO COM 263534109 2037 54300 SH DEFINED 06 0 54300 0 DU PONT E I DE NEMOURS & CO COM 263534109 29525 786933 SH DEFINED 02 09 648699 0 138234 DU PONT E I DE NEMOURS & CO COM 263534109 0 5581 SH DEFINED 11 0 5581 0 DUFF & PHELPS UTILS INCOME INC COM 264324104 520 48508 SH DEFINED 01 0 0 48508 DUKE ENERGY CORP COM 264399106 15938 421094 SH DEFINED 01 13101 0 407993 DUKE ENERGY CORP COM 264399106 8630 228000 SH DEFINED 06 0 228000 0 DUKE ENERGY CORP COM 264399106 25806 681812 SH DEFINED 02 09 546983 0 134829 DUKE REALTY CORP COM NEW 264411505 1120 47289 SH DEFINED 01 0 0 47289 DUKE REALTY CORP COM NEW 264411505 239 10100 SH DEFINED 02 09 10100 0 0 DUN & BRADSTREET CORP DEL NEW COM 26483E100 480 17170 SH DEFINED 01 1164 0 16006 DUN & BRADSTREET CORP DEL NEW COM 26483E100 56 2000 SH DEFINED 02 2000 0 0 DUN & BRADSTREET CORP DEL NEW COM 26483E100 1870 66800 SH DEFINED 06 0 66800 0 DUPONT PHOTOMASKS INC COM 26613X101 63 2300 SH DEFINED 01 0 0 2300 DUPONT PHOTOMASKS INC COM 26613X101 296 11400 SH DEFINED 15 11400 0 0 DURAMED PHARMACEUTICALS INC COM 266354109 1338 66145 SH DEFINED 01 0 0 66145 DURBAN ROODEPOORT DEEP LTD SPONSORED ADR 266597301 12 10000 SH DEFINED 01 0 0 10000 DYNACARE INC COM 267920205 263 25100 SH DEFINED 01 0 0 25100 DYNEGY INC NEW CL A 26816Q101 3135 90488 SH DEFINED 01 0 0 90488 DYNEGY INC NEW CL A 26816Q101 655 18900 SH DEFINED 06 0 18900 0 DYNEGY INC NEW CL A 26816Q101 11117 320871 SH DEFINED 02 09 254856 0 66015 E M C CORP MASS COM 268648102 41759 3554019 SH DEFINED 01 565044 0 2988975 E M C CORP MASS COM 268648102 5502 468279 SH DEFINED 06 0 468279 0 E M C CORP MASS COM 268648102 31566 2686579 SH DEFINED 02 09 2349752 0 336827 E M C CORP MASS COM 268648102 0 2500 SH DEFINED 11 0 2500 0 EMS TECHNOLOGIES INC COM 26873N108 776 56050 SH DEFINED 01 0 0 56050 ENSCO INTL INC COM 26874Q100 499 34165 SH DEFINED 01 0 0 34165 ENSCO INTL INC COM 26874Q100 233 15950 SH DEFINED 02 09 15950 0 0 ENI S P A SPONSORED ADR 26874R108 11 195 SH DEFINED 01 30 0 165 ENI S P A SPONSORED ADR 26874R108 6656 108940 SH DEFINED 06 0 108940 0 EOG RES INC COM 26875P101 250 8651 SH DEFINED 01 0 0 8651 EOG RES INC COM 26875P101 318 11000 SH DEFINED 06 0 11000 0 EOG RES INC COM 26875P101 3682 127320 SH DEFINED 02 09 101620 0 25700 E ON AG SPONSORED ADR 268780103 102 2000 SH DEFINED 01 0 0 2000 E ON AG SPONSORED ADR 268780103 3191 62260 SH DEFINED 06 0 62260 0 E PIPHANY INC COM 26881V100 22 5200 SH DEFINED 01 0 0 5200 E PIPHANY INC COM 26881V100 21 5954 SH DEFINED 12 5954 0 0 EPIQ SYS INC COM 26882D109 585 22950 SH DEFINED 01 0 0 22950 ESS TECHNOLOGY INC COM 269151106 369 36155 SH DEFINED 01 0 0 36155 E TRADE GROUP INC COM 269246104 142 23508 SH DEFINED 01 0 0 23508 E TRADE GROUP INC COM 269246104 65 11000 SH DEFINED 02 09 11000 0 0 EARTHSHELL CORP COM 27032B100 32 14800 SH DEFINED 01 0 0 14800 EARTHLINK INC COM 270321102 776 50962 SH DEFINED 01 85 0 50877 EARTHLINK INC COM 270321102 21 1400 SH DEFINED 02 1400 0 0 EASTGROUP PPTY INC COM 277276101 2564 117103 SH DEFINED 01 93270 0 23833 EASTMAN CHEM CO COM 277432100 321 8866 SH DEFINED 01 4398 0 4468 EASTMAN CHEM CO COM 277432100 138 3800 SH DEFINED 06 0 3800 0 EASTMAN CHEM CO COM 277432100 1485 40950 SH DEFINED 02 09 40150 0 800 EASTMAN KODAK CO COM 277461109 4998 153651 SH DEFINED 01 6406 0 147245 EASTMAN KODAK CO COM 277461109 507 15600 SH DEFINED 06 0 15600 0 EASTMAN KODAK CO COM 277461109 7540 231833 SH DEFINED 02 09 191225 0 40608 EASTMAN KODAK CO COM 277461109 436 13600 SH DEFINED 15 13600 0 0 EASYLINK SVCS CORP CL A 27784T101 7 19600 SH DEFINED 01 0 0 19600 EATON CORP COM 278058102 188 3179 SH DEFINED 01 0 0 3179 EATON CORP COM 278058102 195 3300 SH DEFINED 06 0 3300 0 EATON CORP COM 278058102 1949 32925 SH DEFINED 02 09 32425 0 500 EATON VANCE FL MUNI INCOME TR SH BEN INT 27826B100 139 10842 SH DEFINED 01 0 0 10842 EATON VANCE SR INCOME TR SH BEN INT 27826S103 858 102204 SH DEFINED 01 0 0 102204 EATON VANCE NY MUNI INCOME TR SH BEN INT 27826W104 163 12217 SH DEFINED 01 0 0 12217 EATON VANCE CORP COM NON VTG 278265103 1061 33875 SH DEFINED 01 0 0 33875 EBAY INC COM 278642103 1607 35144 SH DEFINED 01 18891 0 16253 EBAY INC COM 278642103 1551 33900 SH DEFINED 06 0 33900 0 EBAY INC COM 278642103 1582 34589 SH DEFINED 02 09 24545 0 10044 EBAY INC COM 278642103 456 10130 SH DEFINED 12 10130 0 0 ECHELON CORP COM 27874N105 737 59100 SH DEFINED 01 0 0 59100 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 1152 49512 SH DEFINED 01 0 0 49512 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 1835 78840 SH DEFINED 06 0 78840 0 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 891 38335 SH DEFINED 02 09 35965 0 2370 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 0 1215 SH DEFINED 11 0 1215 0 ECLIPSYS CORP COM 278856109 486 36900 SH DEFINED 15 36900 0 0 ECOLAB INC COM 278865100 2225 61246 SH DEFINED 01 0 0 61246 ECOLAB INC COM 278865100 236 6500 SH DEFINED 06 0 6500 0 ECOLAB INC COM 278865100 2841 78225 SH DEFINED 02 09 70925 0 7300 EDGE PETE CORP DEL COM 279862106 85 17500 SH DEFINED 01 0 0 17500 EDISON INTL COM 281020107 346 26316 SH DEFINED 01 0 0 26316 EDISON INTL COM 281020107 228 17300 SH DEFINED 06 0 17300 0 EDISON INTL COM 281020107 3378 256749 SH DEFINED 02 09 205875 0 50874 EDUCATION MGMT CORP COM 28139T101 273 8995 SH DEFINED 01 0 0 8995 EDWARDS LIFESCIENCES CORP COM 28176E108 2182 97418 SH DEFINED 01 0 0 97418 EDWARDS AG INC COM 281760108 1296 36925 SH DEFINED 01 0 0 36925 EDWARDS AG INC COM 281760108 112 3200 SH DEFINED 02 3200 0 0 EFUNDS CORP COM 28224R101 902 54202 SH DEFINED 01 0 0 54202 EIDOS PLC SPONSORED ADR 282485101 26 12000 SH DEFINED 01 0 0 12000 1838 BD-DEB TRADING FD COM 282520105 1092 56009 SH DEFINED 01 0 0 56009 EL PASO CORP COM 28336L109 46278 1113810 SH DEFINED 01 863 0 1112947 EL PASO CORP COM 28336L109 1872 45058 SH DEFINED 06 0 45058 0 EL PASO CORP COM 28336L109 31727 763614 SH DEFINED 02 09 668483 0 95131 EL PASO ENERGY PARTNERS L P COM 28368B102 6621 181907 SH DEFINED 01 14 0 181893 ELAN PLC ADR 284131208 19434 401130 SH DEFINED 01 0 0 401130 ELAN PLC ADR 284131208 354 7300 SH DEFINED 06 0 7300 0 ELANTEC SEMICONDUCTOR INC COM 284155108 4 200 SH DEFINED 01 0 0 200 ELANTEC SEMICONDUCTOR INC COM 284155108 747 32550 SH DEFINED 06 0 32550 0 ELECTRONIC ARTS INC COM 285512109 3908 85573 SH DEFINED 01 0 0 85573 ELECTRONIC ARTS INC COM 285512109 3877 84900 SH DEFINED 06 0 84900 0 ELECTRONIC ARTS INC COM 285512109 12681 277694 SH DEFINED 02 09 273000 0 4694 ELECTRONIC DATA SYS NEW COM 285661104 8022 139324 SH DEFINED 01 25 0 139299 ELECTRONIC DATA SYS NEW COM 285661104 12480 216750 SH DEFINED 06 0 216750 0 ELECTRONIC DATA SYS NEW COM 285661104 21837 379264 SH DEFINED 02 09 304628 0 74636 ELECTRONICS FOR IMAGING INC COM 286082102 424 26056 SH DEFINED 01 0 0 26056 ELLSWORTH CONV GROWTH & INCOME COM 289074106 522 62552 SH DEFINED 01 0 0 62552 EMBRATEL PARTICIPACOES S A SPON ADR PFD 29081N100 288 103325 SH DEFINED 01 0 0 103325 EMCOR GROUP INC COM 29084Q100 203 6386 SH DEFINED 01 0 0 6386 EMERGING MKTS TELECOMNC FD NEW COM 290890102 830 131630 SH DEFINED 01 0 0 131630 EMERGING MKTS INCM FD II COM 290920107 1442 124747 SH DEFINED 01 0 0 124747 EMERSON ELEC CO COM 291011104 9563 203219 SH DEFINED 01 13887 0 189332 EMERSON ELEC CO COM 291011104 1376 29240 SH DEFINED 06 0 29240 0 EMERSON ELEC CO COM 291011104 19397 412186 SH DEFINED 02 09 322050 0 90136 EMMIS COMMUNICATIONS CORP CL A 291525103 38 2646 SH DEFINED 01 307 0 2339 EMMIS COMMUNICATIONS CORP CL A 291525103 11 800 SH DEFINED 02 800 0 0 EMMIS COMMUNICATIONS CORP CL A 291525103 760 52700 SH DEFINED 06 0 52700 0 EMONS TRANSN GRP INC COM 291575108 32 19639 SH DEFINED 01 19639 0 0 EMULEX CORP COM NEW 292475209 877 92307 SH DEFINED 01 0 0 92307 EMULEX CORP COM NEW 292475209 487 51200 SH DEFINED 06 0 51200 0 EMULEX CORP COM NEW 292475209 29 3100 SH DEFINED 09 3100 0 0 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 3008 66015 SH DEFINED 01 0 0 66015 ENDESA S A SPONSORED ADR 29258N107 95 6218 SH DEFINED 01 0 0 6218 ENDESA S A SPONSORED ADR 29258N107 133 8700 SH DEFINED 06 0 8700 0 ENERGEN CORP COM 29265N108 219 9740 SH DEFINED 01 0 0 9740 ENERGEN CORP COM 29265N108 304 13500 SH DEFINED 06 0 13500 0 ENERGY EAST CORP COM 29266M109 2560 127340 SH DEFINED 01 35799 0 91541 ENERGY EAST CORP COM 29266M109 124 6200 SH DEFINED 02 09 6200 0 0 ENERGIZER HLDGS INC COM 29266R108 2596 156255 SH DEFINED 01 0 0 156255 ENERGIZER HLDGS INC COM 29266R108 1072 64500 SH DEFINED 06 0 64500 0 ENERGIZER HLDGS INC COM 29266R108 93 5700 SH DEFINED 02 09 5700 0 0 ENERGY PARTNERS LTD COM 29270U105 236 33900 SH DEFINED 01 0 0 33900 ENGELHARD CORP COM 292845104 425 18429 SH DEFINED 01 0 0 18429 ENGELHARD CORP COM 292845104 150 6500 SH DEFINED 06 0 6500 0 ENGELHARD CORP COM 292845104 1541 66750 SH DEFINED 02 09 65750 0 1000 ENGINEERED SUPPORT SYS INC COM 292866100 209 4442 SH DEFINED 01 0 0 4442 ENESCO GROUP INC COM 292973104 75 18100 SH DEFINED 06 0 18100 0 ENNIS BUSINESS FORMS INC COM 293389102 326 38100 SH DEFINED 06 0 38100 0 ENRON CORP COM 293561106 7524 276349 SH DEFINED 01 50 0 276299 ENRON CORP COM 293561106 2347 86205 SH DEFINED 06 0 86205 0 ENRON CORP COM 293561106 16859 619155 SH DEFINED 02 09 499490 0 119665 ENRON CORP COM 293561106 0 500 SH DEFINED 11 0 500 0 ENTEGRIS INC COM 29362U104 330 41800 SH DEFINED 01 0 0 41800 ENTERASYS NETWORKS INC COM 293637104 444 68919 SH DEFINED 01 40169 0 28750 ENTERASYS NETWORKS INC COM 293637104 79 12400 SH DEFINED 02 09 12400 0 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 11 350 SH DEFINED 01 0 0 350 ENTERCOM COMMUNICATIONS CORP CL A 293639100 23 700 SH DEFINED 02 700 0 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 1268 37300 SH DEFINED 06 0 37300 0 ENTERGY CORP NEW COM 29364G103 1213 34119 SH DEFINED 01 0 0 34119 ENTERGY CORP NEW COM 29364G103 567 15950 SH DEFINED 06 0 15950 0 ENTERGY CORP NEW COM 29364G103 3493 98275 SH DEFINED 02 09 93875 0 4400 ENTERPRISE PRODS PARTNERS L P COM 293792107 5501 118815 SH DEFINED 01 0 0 118815 ENTERPRISE PRODS PARTNERS L P COM 293792107 50 1100 SH DEFINED 02 0 0 1100 ENTREMED INC COM 29382F103 15 1821 SH DEFINED 01 0 0 1821 ENTREMED INC COM 29382F103 920 107700 SH DEFINED 13 107700 0 0 ENZON INC COM 293904108 101 1999 SH DEFINED 01 0 0 1999 ENZON INC COM 293904108 5 100 SH DEFINED 02 100 0 0 ENZON INC COM 293904108 1586 30500 SH DEFINED 15 30500 0 0 ENZO BIOCHEM INC COM 294100102 1130 66686 SH DEFINED 01 0 0 66686 ENZO BIOCHEM INC COM 294100102 1793 112000 SH DEFINED 13 112000 0 0 EOTT ENERGY PARTNERS L P UNIT LTD PRTNR 294103106 981 49572 SH DEFINED 01 0 0 49572 EQUIFAX INC COM 294429105 122 5601 SH DEFINED 01 0 0 5601 EQUIFAX INC COM 294429105 1960 89500 SH DEFINED 06 0 89500 0 EQUIFAX INC COM 294429105 1985 90675 SH DEFINED 02 09 82675 0 8000 EQUIFAX INC COM 294429105 228 10500 SH DEFINED 15 10500 0 0 EQUITABLE RES INC COM 294549100 2430 81006 SH DEFINED 01 0 0 81006 EQUITABLE RES INC COM 294549100 108 3600 SH DEFINED 02 09 3600 0 0 EQUITY INCOME FD UT 1 EX SR-ATT 294700703 286 2201 SH DEFINED 01 0 0 2201 EQUITY MARKETING INC COM 294724109 222 17500 SH DEFINED 01 0 0 17500 EQUITY OFFICE PROPERTIES TRUST COM 294741103 3168 99023 SH DEFINED 01 0 0 99023 EQUITY OFFICE PROPERTIES TRUST COM 294741103 2974 92925 SH DEFINED 06 0 92925 0 EQUITY OFFICE PROPERTIES TRUST COM 294741103 1270 39705 SH DEFINED 02 09 28733 0 10972 EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 1101 18862 SH DEFINED 01 0 0 18862 EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 2406 41200 SH DEFINED 06 0 41200 0 EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 2799 47953 SH DEFINED 02 09 43500 0 4453 ERICSSON L M TEL CO ADR CL B SEK10 294821400 3256 932956 SH DEFINED 01 0 0 932956 ERICSSON L M TEL CO ADR CL B SEK10 294821400 399 114300 SH DEFINED 06 0 114300 0 ERICSSON L M TEL CO ADR CL B SEK10 294821400 175 50400 SH DEFINED 09 50400 0 0 ESSEX PPTY TR INC COM 297178105 239 4885 SH DEFINED 01 0 0 4885 ESTERLINE TECHNOLOGIES CORP COM 297425100 3149 198734 SH DEFINED 01 0 0 198734 ETHAN ALLEN INTERIORS INC COM 297602104 977 35545 SH DEFINED 01 0 0 35545 ETHAN ALLEN INTERIORS INC COM 297602104 22 800 SH DEFINED 02 800 0 0 ETHAN ALLEN INTERIORS INC COM 297602104 1196 44900 SH DEFINED 15 44900 0 0 EUROPE FD INC COM 29874M103 643 64007 SH DEFINED 01 0 0 64007 EVANS & SUTHERLAND COMPUTER CP COM 299096107 78 12800 SH DEFINED 01 0 0 12800 EVERGREEN RES INC COM NO PAR 299900308 2211 65126 SH DEFINED 01 0 0 65126 EXAR CORP COM 300645108 48 2800 SH DEFINED 01 0 0 2800 EXAR CORP COM 300645108 922 53300 SH DEFINED 06 0 53300 0 EXAR CORP COM 300645108 392 24600 SH DEFINED 15 24600 0 0 EXELON CORP COM 30161N101 12345 276808 SH DEFINED 01 0 0 276808 EXELON CORP COM 30161N101 4466 100125 SH DEFINED 06 0 100125 0 EXELON CORP COM 30161N101 25320 567728 SH DEFINED 02 09 500113 0 67615 EXELON CORP COM 30161N101 0 7468 SH DEFINED 11 0 7468 0 EXELIXIS INC COM 30161Q104 7939 692843 SH DEFINED 01 683510 0 9333 EXIDE TECHNOLOGIES COM 302051107 155 41342 SH DEFINED 01 0 0 41342 EXODUS COMMUNICATIONS INC COM 302088109 91 536243 SH DEFINED 01 0 0 536243 EXODUS COMMUNICATIONS INC COM 302088109 10 63200 SH DEFINED 09 49000 0 14200 EXODUS COMMUNICATIONS INC COM 302088109 8 47446 SH DEFINED 12 47446 0 0 EXPEDITORS INTL WASH INC COM 302130109 74 1565 SH DEFINED 01 0 0 1565 EXPEDITORS INTL WASH INC COM 302130109 1392 29400 SH DEFINED 06 0 29400 0 EXPEDITORS INTL WASH INC COM 302130109 198 4200 SH DEFINED 09 4200 0 0 EXPONENT INC COM 30214U102 812 74500 SH DEFINED 01 0 0 74500 EXPRESS SCRIPTS INC COM 302182100 4057 73337 SH DEFINED 01 0 0 73337 EXPRESS SCRIPTS INC COM 302182100 11 200 SH DEFINED 02 200 0 0 EXTENDED STAY AMER INC COM 30224P101 23 1600 SH DEFINED 02 1600 0 0 EXTENDED STAY AMER INC COM 30224P101 925 63900 SH DEFINED 06 0 63900 0 EXXON MOBIL CORP COM 30231G102 79687 2022536 SH DEFINED 01 61795 0 1960741 EXXON MOBIL CORP COM 30231G102 24523 622420 SH DEFINED 06 0 622420 0 EXXON MOBIL CORP COM 30231G102 218695 5550670 SH DEFINED 02 09 4515884 0 1034786 EXXON MOBIL CORP COM 30231G102 0 11738 SH DEFINED 11 0 11738 0 FEI CO COM 30241L109 216 9968 SH DEFINED 01 0 0 9968 FEI CO COM 30241L109 4 200 SH DEFINED 15 200 0 0 F M C CORP COM NEW 302491303 72 1475 SH DEFINED 01 0 0 1475 F M C CORP COM NEW 302491303 166 3400 SH DEFINED 02 09 3400 0 0 FNB CORP PA COM 302520101 515 19723 SH DEFINED 01 0 0 19723 FPIC INS GROUP INC COM 302563101 682 57800 SH DEFINED 01 0 0 57800 FPL GROUP INC COM 302571104 818 15290 SH DEFINED 01 0 0 15290 FPL GROUP INC COM 302571104 653 12200 SH DEFINED 06 0 12200 0 FPL GROUP INC COM 302571104 9574 178817 SH DEFINED 02 09 135100 0 43717 FALCONSTOR SOFTWARE INC COM 306137100 664 76600 SH DEFINED 01 0 0 76600 FAMILY DLR STORES INC COM 307000109 1372 49870 SH DEFINED 01 0 0 49870 FAMILY DLR STORES INC COM 307000109 1054 38300 SH DEFINED 06 0 38300 0 FAMILY DLR STORES INC COM 307000109 2038 74100 SH DEFINED 02 09 72900 0 1200 FAMILY DLR STORES INC COM 307000109 0 5400 SH DEFINED 11 0 5400 0 FASTENAL CO COM 311900104 1395 24490 SH DEFINED 01 0 0 24490 FASTENAL CO COM 311900104 233 4100 SH DEFINED 09 4100 0 0 FEDERAL AGRIC MTG CORP CL C 313148306 1459 43734 SH DEFINED 01 0 0 43734 FEDERAL HOME LN MTG CORP COM 313400301 68863 1059440 SH DEFINED 01 125 0 1059315 FEDERAL HOME LN MTG CORP COM 313400301 12032 185100 SH DEFINED 06 0 185100 0 FEDERAL HOME LN MTG CORP COM 313400301 58195 895327 SH DEFINED 02 09 781280 0 114047 FEDERAL MOGUL CORP COM 313549107 11 18200 SH DEFINED 01 0 0 18200 FEDERAL NATL MTG ASSN COM 313586109 49301 615808 SH DEFINED 01 23775 0 592033 FEDERAL NATL MTG ASSN COM 313586109 11216 140095 SH DEFINED 06 0 140095 0 FEDERAL NATL MTG ASSN COM 313586109 80707 1008101 SH DEFINED 02 09 830902 0 177199 FEDERAL NATL MTG ASSN COM 313586109 0 1200 SH DEFINED 11 0 1200 0 FEDERAL SCREW WKS COM 313819104 243 6880 SH DEFINED 01 0 0 6880 FEDERATED DEPT STORES INC DEL COM 31410H101 3299 117009 SH DEFINED 01 0 0 117009 FEDERATED DEPT STORES INC DEL COM 31410H101 321 11400 SH DEFINED 06 0 11400 0 FEDERATED DEPT STORES INC DEL COM 31410H101 5218 185075 SH DEFINED 02 09 151575 0 33500 FEDERATED INVS INC PA CL B 314211103 237 8007 SH DEFINED 01 0 0 8007 FEDEX CORP COM 31428X106 4709 128138 SH DEFINED 01 30696 0 97442 FEDEX CORP COM 31428X106 562 15300 SH DEFINED 06 0 15300 0 FEDEX CORP COM 31428X106 7074 192519 SH DEFINED 02 09 163550 0 28969 FELCOR LODGING TR INC COM 31430F101 171 12756 SH DEFINED 01 0 0 12756 FERRELLGAS PARTNERS L.P. UNIT LTD PART 315293100 1279 66760 SH DEFINED 01 0 0 66760 F5 NETWORKS INC COM 315616102 120 13025 SH DEFINED 01 0 0 13025 FIBERMARK INC COM 315646109 2286 374800 SH DEFINED 01 0 0 374800 FIDELITY NATL FINL INC COM 316326107 2 110 SH DEFINED 01 0 0 110 FIDELITY NATL FINL INC COM 316326107 2029 75460 SH DEFINED 06 0 75460 0 FIDELITY NATL FINL INC COM 316326107 305 11360 SH DEFINED 02 09 11360 0 0 FIELDCREST CANNON INC SUB DEB CV 6%12 316549AB0 62 85000 SH DEFINED 01 75000 0 10000 FIFTH THIRD BANCORP COM 316773100 36381 591754 SH DEFINED 01 243 0 591511 FIFTH THIRD BANCORP COM 316773100 1875 30500 SH DEFINED 06 0 30500 0 FIFTH THIRD BANCORP COM 316773100 41381 673082 SH DEFINED 02 09 606050 0 67032 FIFTH THIRD BANCORP COM 316773100 0 10420 SH DEFINED 11 0 10420 0 FINISAR COM 31787A101 37 9420 SH DEFINED 01 0 0 9420 FINISAR COM 31787A101 2 730 SH DEFINED 02 730 0 0 FINOVA GROUP INC COM 317928109 0 417 SH DEFINED 01 0 0 417 FINOVA GROUP INC COM 317928109 1483 436300 SH DEFINED 07 436300 0 0 FIRST AMERN CORP CALIF COM 318522307 1331 65777 SH DEFINED 01 0 0 65777 FIRST AMERN CORP CALIF COM 318522307 674 33300 SH DEFINED 06 0 33300 0 FIRST BANCORP P R COM 318672102 103 4000 SH DEFINED 01 0 0 4000 FIRST BANCORP P R COM 318672102 1093 42300 SH DEFINED 02 0 0 42300 FIRST BANCORP P R COM 318672102 0 42300 SH DEFINED 11 0 42300 0 FIRST DATA CORP COM 319963104 4091 70224 SH DEFINED 01 15028 0 55196 FIRST DATA CORP COM 319963104 2202 37800 SH DEFINED 06 0 37800 0 FIRST DATA CORP COM 319963104 16696 286598 SH DEFINED 02 09 245175 0 41423 FIRST DATA CORP COM 319963104 420 7900 SH DEFINED 15 7900 0 0 FIRST FINL FD INC COM 320228109 219 18448 SH DEFINED 01 0 0 18448 FIRST FINL HLDGS INC COM 320239106 4913 214077 SH DEFINED 01 0 0 214077 FIRST INDUSTRIAL REALTY TRUST COM 32054K103 441 14708 SH DEFINED 01 0 0 14708 FIRST HEALTH GROUP CORP COM 320960107 940 32002 SH DEFINED 01 0 0 32002 FIRST HEALTH GROUP CORP COM 320960107 1595 54300 SH DEFINED 06 0 54300 0 FIRST HEALTH GROUP CORP COM 320960107 377 13300 SH DEFINED 15 13300 0 0 FIRST TENN NATL CORP COM 337162101 1420 38389 SH DEFINED 01 0 0 38389 FIRST TENN NATL CORP COM 337162101 1361 36800 SH DEFINED 02 09 36800 0 0 FIRST VA BANKS INC COM 337477103 146 3208 SH DEFINED 01 0 0 3208 FIRST VA BANKS INC COM 337477103 255 5600 SH DEFINED 02 09 5600 0 0 FIRST VIRTUAL COMMUNICATIONS COM 337484109 60 80900 SH DEFINED 01 0 0 80900 FISERV INC COM 337738108 835 24443 SH DEFINED 01 0 0 24443 FISERV INC COM 337738108 401 11750 SH DEFINED 06 0 11750 0 FISERV INC COM 337738108 7344 214760 SH DEFINED 02 09 171935 0 42825 FISHER COMMUNICATIONS INC COM 337756209 208 4000 SH DEFINED 01 0 0 4000 FIRSTMERIT CORP COM 337915102 88 3757 SH DEFINED 01 0 0 3757 FIRSTMERIT CORP COM 337915102 276 11800 SH DEFINED 02 09 11800 0 0 FLAGSTAR BANCORP INC COM 337930101 232 10081 SH DEFINED 01 0 0 10081 FIRSTENERGY CORP COM 337932107 519 14443 SH DEFINED 01 0 0 14443 FIRSTENERGY CORP COM 337932107 410 11400 SH DEFINED 06 0 11400 0 FIRSTENERGY CORP COM 337932107 5833 162275 SH DEFINED 02 09 138075 0 24200 FLEETBOSTON FINL CORP COM 339030108 28771 782885 SH DEFINED 01 16855 0 766030 FLEETBOSTON FINL CORP COM 339030108 7249 199980 SH DEFINED 06 0 199980 0 FLEETBOSTON FINL CORP COM 339030108 51666 1405913 SH DEFINED 02 09 1211301 0 194612 FLEETWOOD ENTERPRISES INC COM 339099103 608 54438 SH DEFINED 01 0 0 54438 FLEMING COS INC COM 339130106 1316 44614 SH DEFINED 01 0 0 44614 FLEMING COS INC COM 339130106 805 27300 SH DEFINED 06 0 27300 0 FLORIDA EAST COAST INDS CL A 340632108 264 12000 SH DEFINED 01 0 0 12000 FLUOR CORP NEW COM 343412102 315 8199 SH DEFINED 01 0 0 8199 FLUOR CORP NEW COM 343412102 1414 36750 SH DEFINED 02 34550 0 2200 FLUOR CORP NEW COM 343412102 146 3800 SH DEFINED 06 0 3800 0 FONAR CORP COM 344437108 23 16610 SH DEFINED 01 0 0 16610 FORD MTR CO DEL COM PAR $0.01 345370860 6286 362347 SH DEFINED 01 68574 0 293773 FORD MTR CO DEL COM PAR $0.01 345370860 2141 123392 SH DEFINED 06 0 123392 0 FORD MTR CO DEL COM PAR $0.01 345370860 24014 1384187 SH DEFINED 02 09 1128276 0 255911 FOREST LABS INC COM 345838106 6722 93191 SH DEFINED 01 0 0 93191 FOREST LABS INC COM 345838106 1703 23600 SH DEFINED 06 0 23600 0 FOREST LABS INC COM 345838106 10814 149920 SH DEFINED 02 09 122840 0 27080 FORTUNE BRANDS INC COM 349631101 1699 50743 SH DEFINED 01 0 0 50743 FORTUNE BRANDS INC COM 349631101 1296 38700 SH DEFINED 06 0 38700 0 FORTUNE BRANDS INC COM 349631101 2329 69575 SH DEFINED 02 09 68475 0 1100 FOSTER L B CO COM 350060109 251 62150 SH DEFINED 01 0 0 62150 FOUNDRY NETWORKS INC COM 35063R100 157 26014 SH DEFINED 01 40 0 25974 FOUNDRY NETWORKS INC COM 35063R100 45 7400 SH DEFINED 06 0 7400 0 FOUNDRY NETWORKS INC COM 35063R100 18 3100 SH DEFINED 09 0 0 3100 FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 78 2082 SH DEFINED 01 0 0 2082 FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 241 6600 SH DEFINED 15 6600 0 0 FOX ENTMT GROUP INC CL A 35138T107 198 10381 SH DEFINED 01 0 0 10381 FOX ENTMT GROUP INC CL A 35138T107 49 2600 SH DEFINED 02 2600 0 0 FOX ENTMT GROUP INC CL A 35138T107 3040 168928 SH DEFINED 12 168928 0 0 FRANCE GROWTH FD INC COM 35177K108 203 29483 SH DEFINED 01 0 0 29483 FRANKLIN COVEY CO COM 353469109 55 17700 SH DEFINED 01 0 0 17700 FRANKLIN MULTI-INCOME FD SH BEN INT 354021107 178 22927 SH DEFINED 01 0 0 22927 FRANKLIN RES INC COM 354613101 2540 73282 SH DEFINED 01 0 0 73282 FRANKLIN RES INC COM 354613101 1806 52100 SH DEFINED 06 0 52100 0 FRANKLIN RES INC COM 354613101 7385 213034 SH DEFINED 02 09 185350 0 27684 FRANKLIN RES INC COM 354613101 0 775 SH DEFINED 11 0 775 0 FRANKLIN UNVL TR SH BEN INT 355145103 82 11000 SH DEFINED 01 0 0 11000 FREEMARKETS INC COM 356602102 3 300 SH DEFINED 01 0 0 300 FREEMARKETS INC COM 356602102 1213 119800 SH DEFINED 15 119800 0 0 FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 271 24663 SH DEFINED 01 0 0 24663 FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 720 65525 SH DEFINED 02 64325 0 1200 FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 88 8000 SH DEFINED 06 0 8000 0 FRONTIER OIL CORP COM 35914P105 286 16700 SH DEFINED 01 0 0 16700 FULTON FINL CORP PA COM 360271100 303 13600 SH DEFINED 02 09 13600 0 0 FURNITURE BRANDS INTL INC COM 360921100 1635 83939 SH DEFINED 01 0 0 83939 GPU INC COM 36225X100 167 4139 SH DEFINED 01 300 0 3839 GPU INC COM 36225X100 278 6900 SH DEFINED 06 0 6900 0 GPU INC COM 36225X100 3992 98925 SH DEFINED 02 09 80425 0 18500 GT GROUP TELECOM INC CL B NON VTG 362359408 31 31361 SH DEFINED 12 31361 0 0 GABLES RESIDENTIAL TR SH BEN INT 362418105 998 32561 SH DEFINED 01 0 0 32561 GADZOOKS INC COM 362553109 145 10565 SH DEFINED 01 0 0 10565 GALILEO INTERNATIONAL INC COM 363547100 230 11100 SH DEFINED 02 09 9400 0 1700 GALLAGHER ARTHUR J & CO COM 363576109 897 26525 SH DEFINED 01 0 0 26525 GALLAGHER ARTHUR J & CO COM 363576109 287 8500 SH DEFINED 09 8500 0 0 GALLAGHER ARTHUR J & CO COM 363576109 3117 92500 SH DEFINED 15 92500 0 0 GALLAHER GROUP PLC SPONSORED ADR 363595109 199 7490 SH DEFINED 01 0 0 7490 GALLAHER GROUP PLC SPONSORED ADR 363595109 26 1000 SH DEFINED 02 1000 0 0 GANNETT INC COM 364730101 11935 198564 SH DEFINED 01 99501 0 99063 GANNETT INC COM 364730101 1199 19950 SH DEFINED 06 0 19950 0 GANNETT INC COM 364730101 15965 265610 SH DEFINED 02 09 205835 0 59775 GAP INC DEL COM 364760108 8445 706772 SH DEFINED 01 44271 0 662501 GAP INC DEL COM 364760108 2723 227830 SH DEFINED 06 0 227830 0 GAP INC DEL COM 364760108 8294 694211 SH DEFINED 02 09 549700 0 144511 GAP INC DEL COM 364760108 0 2085 SH DEFINED 11 0 2085 0 GAP INC DEL COM 364760108 231 20200 SH DEFINED 15 20200 0 0 GATEWAY INC COM 367626108 3726 683708 SH DEFINED 01 0 0 683708 GATEWAY INC COM 367626108 87 15900 SH DEFINED 06 0 15900 0 GATEWAY INC COM 367626108 939 172425 SH DEFINED 02 09 153325 0 19100 GEMSTAR-TV GUIDE INTL INC COM 36866W106 1972 100056 SH DEFINED 01 0 0 100056 GEMSTAR-TV GUIDE INTL INC COM 36866W106 25 1250 SH DEFINED 06 0 1250 0 GEMSTAR-TV GUIDE INTL INC COM 36866W106 758 38488 SH DEFINED 02 09 26400 0 12088 GEMSTAR-TV GUIDE INTL INC COM 36866W106 2694 140702 SH DEFINED 12 140702 0 0 GENCORP INC COM 368682100 48 4280 SH DEFINED 01 0 0 4280 GENCORP INC COM 368682100 260 22900 SH DEFINED 06 0 22900 0 GENE LOGIC INC COM 368689105 12 950 SH DEFINED 01 0 0 950 GENE LOGIC INC COM 368689105 1421 113000 SH DEFINED 13 113000 0 0 GENENTECH INC COM NEW 368710406 3282 74597 SH DEFINED 01 0 0 74597 GENENTECH INC COM NEW 368710406 7290 165675 SH DEFINED 06 0 165675 0 GENENTECH INC COM NEW 368710406 356 8100 SH DEFINED 09 8100 0 0 GENENTECH INC COM NEW 368710406 22126 493500 SH DEFINED 13 493500 0 0 GENERAL DYNAMICS CORP COM 369550108 3445 39008 SH DEFINED 01 25 0 38983 GENERAL DYNAMICS CORP COM 369550108 3790 42915 SH DEFINED 06 0 42915 0 GENERAL DYNAMICS CORP COM 369550108 15462 175071 SH DEFINED 02 09 145398 0 29673 GENERAL ELEC CO COM 369604103 162790 4376093 SH DEFINED 01 51781 0 4324312 GENERAL ELEC CO COM 369604103 36715 986951 SH DEFINED 06 0 986951 0 GENERAL ELEC CO COM 369604103 288011 7742273 SH DEFINED 02 09 6238613 0 1503660 GENERAL ELEC CO COM 369604103 0 28995 SH DEFINED 11 0 28995 0 GENERAL GROWTH PPTYS INC COM 370021107 963 27723 SH DEFINED 01 0 0 27723 GENERAL GROWTH PPTYS INC COM 370021107 48 1400 SH DEFINED 02 1400 0 0 GENERAL MAGIC INC COM 370253106 7 26350 SH DEFINED 01 0 0 26350 GENERAL MLS INC COM 370334104 11512 253027 SH DEFINED 01 8122 0 244905 GENERAL MLS INC COM 370334104 2183 47980 SH DEFINED 06 0 47980 0 GENERAL MLS INC COM 370334104 12884 283181 SH DEFINED 02 09 226195 0 56986 GENERAL MTRS CORP COM 370442105 8800 205145 SH DEFINED 01 10297 0 194848 GENERAL MTRS CORP COM 370442105 1283 29900 SH DEFINED 06 0 29900 0 GENERAL MTRS CORP COM 370442105 19364 451408 SH DEFINED 02 09 359950 0 91458 GENERAL MTRS CORP CL H NEW 370442832 25207 1891045 SH DEFINED 01 0 0 1891045 GENERAL MTRS CORP CL H NEW 370442832 648 48600 SH DEFINED 06 0 48600 0 GENERAL MTRS CORP CL H NEW 370442832 786 58997 SH DEFINED 02 09 31700 0 27297 GENTEX CORP COM 371901109 2099 87892 SH DEFINED 01 0 0 87892 GENTEX CORP COM 371901109 40 1700 SH DEFINED 02 1700 0 0 GENESIS ENERGY L P UNIT LTD PARTN 371927104 71 12300 SH DEFINED 01 0 0 12300 GENOME THERAPEUTICS CORP COM 372430108 24 4200 SH DEFINED 01 0 0 4200 GENOME THERAPEUTICS CORP COM 372430108 249 45000 SH DEFINED 13 45000 0 0 GENTA INC COM NEW 37245M207 6 650 SH DEFINED 01 0 0 650 GENTA INC COM NEW 37245M207 3441 351200 SH DEFINED 13 351200 0 0 GENTEK INC COM 37245X104 39 12000 SH DEFINED 01 0 0 12000 GENZYME TRANSGENICS CORP COM 37246E105 625 162365 SH DEFINED 01 57195 0 105170 GENUINE PARTS CO COM 372460105 467 14673 SH DEFINED 01 1640 0 13033 GENUINE PARTS CO COM 372460105 379 11900 SH DEFINED 06 0 11900 0 GENUINE PARTS CO COM 372460105 6996 219633 SH DEFINED 02 09 161300 0 58333 GENUS INC COM 372461103 148 76033 SH DEFINED 01 76033 0 0 GENUITY INC CL A 37248E103 48 30700 SH DEFINED 01 0 0 30700 GENZYME CORP COM GENL DIV 372917104 13912 306300 SH DEFINED 01 44 0 306256 GENZYME CORP COM GENL DIV 372917104 18 400 SH DEFINED 02 300 0 100 GENZYME CORP COM GENL DIV 372917104 950 20920 SH DEFINED 06 0 20920 0 GENZYME CORP COM GENL DIV 372917104 18779 403000 SH DEFINED 13 403000 0 0 GENZYME CORP COM-MOLECULAR 372917500 4452 574551 SH DEFINED 01 461093 0 113458 GENZYME CORP COM BIOSURGERY 372917708 203 52119 SH DEFINED 01 45 0 52074 GEORGIA GULF CORP COM PAR $0.01 373200203 483 30094 SH DEFINED 01 0 0 30094 GEORGIA PAC CORP COM GA PAC GRP 373298108 6257 217339 SH DEFINED 01 0 0 217339 GEORGIA PAC CORP COM GA PAC GRP 373298108 5079 176400 SH DEFINED 06 0 176400 0 GEORGIA PAC CORP COM GA PAC GRP 373298108 2747 95458 SH DEFINED 02 09 93515 0 1943 GEORGIA PAC CORP COM-TIMBER GRP 373298702 332 9193 SH DEFINED 01 0 0 9193 GEORGIA PAC CORP COM-TIMBER GRP 373298702 125 3500 SH DEFINED 02 09 3500 0 0 GERBER SCIENTIFIC INC COM 373730100 880 83834 SH DEFINED 01 0 0 83834 GETTY IMAGES INC COM 374276103 19 1800 SH DEFINED 01 0 0 1800 GETTY IMAGES INC COM 374276103 832 75400 SH DEFINED 06 0 75400 0 GILEAD SCIENCES INC COM 375558103 235 4194 SH DEFINED 01 0 0 4194 GILEAD SCIENCES INC COM 375558103 5 100 SH DEFINED 02 100 0 0 GILEAD SCIENCES INC COM 375558103 79 1400 SH DEFINED 06 0 1400 0 GILEAD SCIENCES INC COM 375558103 20568 362000 SH DEFINED 14 362000 0 0 GILLETTE CO COM 375766102 21510 721829 SH DEFINED 01 4948 0 716881 GILLETTE CO COM 375766102 8413 282300 SH DEFINED 06 0 282300 0 GILLETTE CO COM 375766102 23280 781233 SH DEFINED 02 09 644325 0 136908 GLADSTONE CAPITAL CORP COM 376535100 597 37000 SH DEFINED 01 0 0 37000 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 4908 87457 SH DEFINED 01 0 0 87457 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 314 5600 SH DEFINED 06 0 5600 0 GLIMCHER RLTY TR SH BEN INT 379302102 240 14835 SH DEFINED 01 0 0 14835 GLOBAL HIGH INCOME DLR FD INC COM 37933G108 441 33233 SH DEFINED 01 13 0 33220 GLOBAL INDS LTD COM 379336100 84 15448 SH DEFINED 01 0 0 15448 GLOBAL INDS LTD COM 379336100 10 1900 SH DEFINED 02 1900 0 0 GLOBAL PARTNERS INCOME FD INC COM 37935R102 177 15900 SH DEFINED 01 0 0 15900 GLOBAL MARINE INC COM 379352404 795 56787 SH DEFINED 01 0 0 56787 GLOBAL MARINE INC COM 379352404 318 22800 SH DEFINED 02 09 19300 0 3500 GLOBAL TECHNOVATIONS INC COM 37939M109 30 75000 SH DEFINED 01 0 0 75000 GLOBECOMM SYSTEMS INC COM 37956X103 410 77237 SH DEFINED 01 0 0 77237 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 55 12511 SH DEFINED 01 0 0 12511 GOLDEN ST BANCORP INC COM 381197102 977 32150 SH DEFINED 01 17467 0 14683 GOLDEN ST BANCORP INC COM 381197102 242 8000 SH DEFINED 02 09 8000 0 0 GOLDEN WEST FINL CORP DEL COM 381317106 1304 22452 SH DEFINED 01 45 0 22407 GOLDEN WEST FINL CORP DEL COM 381317106 505 8700 SH DEFINED 06 0 8700 0 GOLDEN WEST FINL CORP DEL COM 381317106 9183 158075 SH DEFINED 02 09 136175 0 21900 GOLDMAN SACHS GROUP INC COM 38141G104 6554 91863 SH DEFINED 01 10 0 91853 GOLDMAN SACHS GROUP INC COM 38141G104 186 2600 SH DEFINED 06 0 2600 0 GOLDMAN SACHS GROUP INC COM 38141G104 3709 52000 SH DEFINED 02 09 52000 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 0 3885 SH DEFINED 11 0 3885 0 GOLDMAN SACHS GROUP INC COM 38141G104 2238 32490 SH DEFINED 12 32490 0 0 GOODRICH CORP COM 382388106 247 12700 SH DEFINED 01 0 0 12700 GOODRICH CORP COM 382388106 117 6000 SH DEFINED 06 0 6000 0 GOODRICH CORP COM 382388106 1775 91131 SH DEFINED 02 09 77600 0 13531 GOODRICH CORP COM 382388106 986 52600 SH DEFINED 15 52600 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 2561 138964 SH DEFINED 01 11216 0 127748 GOODYEAR TIRE & RUBR CO COM 382550101 142 7700 SH DEFINED 06 0 7700 0 GOODYEAR TIRE & RUBR CO COM 382550101 1504 81700 SH DEFINED 02 09 80500 0 1200 GRACE W R & CO DEL NEW COM 38388F108 21 13755 SH DEFINED 01 0 0 13755 GRAHAM CORP COM 384556106 126 15700 SH DEFINED 01 0 0 15700 GRAINGER W W INC COM 384802104 1731 44563 SH DEFINED 01 0 0 44563 GRAINGER W W INC COM 384802104 206 5300 SH DEFINED 06 0 5300 0 GRAINGER W W INC COM 384802104 2908 74875 SH DEFINED 02 09 62075 0 12800 GRANT PRIDECO INC COM 38821G101 235 38702 SH DEFINED 01 2 0 38700 GRANT PRIDECO INC COM 38821G101 34 5700 SH DEFINED 02 09 5700 0 0 GRANT PRIDECO INC COM 38821G101 0 7300 SH DEFINED 11 0 7300 0 GREAT LAKES CHEM CORP COM 390568103 1309 59232 SH DEFINED 01 1219 0 58013 GREAT LAKES CHEM CORP COM 390568103 22 1000 SH DEFINED 02 1000 0 0 GREATER BAY BANCORP COM 391648102 328 14118 SH DEFINED 01 0 0 14118 GREATER CHINA FD INC COM 39167B102 102 13427 SH DEFINED 01 0 0 13427 GREENBRIER COS INC COM 393657101 94 11800 SH DEFINED 01 0 0 11800 GREENPOINT FINL CORP COM 395384100 1265 36055 SH DEFINED 01 0 0 36055 GREENPOINT FINL CORP COM 395384100 599 17100 SH DEFINED 02 09 17100 0 0 GREY WOLF INC COM 397888108 36 20500 SH DEFINED 01 0 0 20500 GRUPO AEROPORTUARIO DEL SUREST SPON ADR SER B 40051E202 93 10521 SH DEFINED 14 10521 0 0 GUCCI GROUP N V COM NY REG 401566104 2044 25003 SH DEFINED 01 24973 0 30 GUIDANT CORP COM 401698105 3767 97851 SH DEFINED 01 1000 0 96851 GUIDANT CORP COM 401698105 693 18000 SH DEFINED 06 0 18000 0 GUIDANT CORP COM 401698105 10346 268737 SH DEFINED 02 09 213950 0 54787 GUILFORD MLS INC COM 401794102 13 16500 SH DEFINED 01 0 0 16500 GUILFORD PHARMACEUTICALS INC COM 401829106 118 13731 SH DEFINED 01 0 0 13731 GYMBOREE CORP COM 403777105 267 41200 SH DEFINED 01 0 0 41200 H & Q HEALTHCARE FD SH BEN INT 404052102 2562 117855 SH DEFINED 01 0 0 117855 H & Q LIFE SCIENCES INVS SH BEN INT 404053100 423 22964 SH DEFINED 01 0 0 22964 HCA INC COM 404119109 20131 454327 SH DEFINED 01 0 0 454327 HCA INC COM 404119109 2183 49260 SH DEFINED 06 0 49260 0 HCA INC COM 404119109 16077 362848 SH DEFINED 02 09 308828 0 54020 HCC INS HLDGS INC NT CONV 2%21 404132AA0 159 150000 SH DEFINED 01 150000 0 0 HCC INS HLDGS INC COM 404132102 34 1300 SH DEFINED 02 1300 0 0 HCC INS HLDGS INC COM 404132102 1315 50000 SH DEFINED 06 0 50000 0 HNC SOFTWARE INC COM 40425P107 654 35000 SH DEFINED 01 0 0 35000 HPL TECHNOLOGIES INC COM 40426C105 265 60150 SH DEFINED 01 0 0 60150 HRPT PPTYS TR COM SH BEN INT 40426W101 309 38045 SH DEFINED 01 0 0 38045 HPSC INC COM 404264103 296 42400 SH DEFINED 01 0 0 42400 HSBC HLDGS PLC SPON ADR NEW 404280406 119 2218 SH DEFINED 01 30 0 2188 HSBC HLDGS PLC SPON ADR NEW 404280406 5351 99650 SH DEFINED 06 0 99650 0 HALLIBURTON CO COM 406216101 3041 134890 SH DEFINED 01 0 0 134890 HALLIBURTON CO COM 406216101 1766 78300 SH DEFINED 06 0 78300 0 HALLIBURTON CO COM 406216101 9931 440410 SH DEFINED 02 09 336050 0 104360 HAMMONS JOHN Q HOTELS INC CL A 408623106 53 12500 SH DEFINED 01 0 0 12500 JOHN HANCOCK BK &THRIFT OPP FD SH BEN INT 409735107 1973 241244 SH DEFINED 01 0 0 241244 HANCOCK JOHN INCOME SECS TR COM 410123103 197 13500 SH DEFINED 01 0 0 13500 HANCOCK JOHN PATRIOT PREM II COM SH BEN INT 41013T105 148 13750 SH DEFINED 01 0 0 13750 HANCOCK JOHN FINL SVCS INC COM 41014S106 942 23602 SH DEFINED 01 0 0 23602 HANCOCK JOHN FINL SVCS INC COM 41014S106 4367 109300 SH DEFINED 06 0 109300 0 HANCOCK JOHN FINL SVCS INC COM 41014S106 9023 225900 SH DEFINED 02 09 197100 0 28800 HANCOCK JOHN FINL TRENDS FD COM 41014X105 382 28100 SH DEFINED 01 0 0 28100 HANOVER COMPRESSOR CO COM 410768105 2517 116329 SH DEFINED 01 0 0 116329 HANOVER COMPRESSOR CO COM 410768105 170 7900 SH DEFINED 09 7900 0 0 HARLEY DAVIDSON INC COM 412822108 9339 230593 SH DEFINED 01 50 0 230543 HARLEY DAVIDSON INC COM 412822108 4674 115400 SH DEFINED 06 0 115400 0 HARLEY DAVIDSON INC COM 412822108 7986 197203 SH DEFINED 02 09 168525 0 28678 HARMAN INTL INDS INC COM 413086109 30 910 SH DEFINED 01 0 0 910 HARMAN INTL INDS INC COM 413086109 335 10000 SH DEFINED 06 0 10000 0 HARMONIC INC COM 413160102 249 30741 SH DEFINED 01 0 0 30741 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 783 147500 SH DEFINED 01 0 0 147500 HARRAHS ENTMT INC COM 413619107 34 1280 SH DEFINED 01 0 0 1280 HARRAHS ENTMT INC COM 413619107 186 6900 SH DEFINED 06 0 6900 0 HARRAHS ENTMT INC COM 413619107 2418 89550 SH DEFINED 02 09 77350 0 12200 HARRIS CORP DEL COM 413875105 828 26023 SH DEFINED 01 0 0 26023 HARRIS CORP DEL COM 413875105 123 3900 SH DEFINED 02 09 3900 0 0 HARRIS CORP DEL COM 413875105 3906 124900 SH DEFINED 15 124900 0 0 HARSCO CORP COM 415864107 41 1500 SH DEFINED 01 0 0 1500 HARSCO CORP COM 415864107 308 11100 SH DEFINED 06 0 11100 0 HARTE-HANKS INC COM 416196103 216 10000 SH DEFINED 01 0 0 10000 HARTE-HANKS INC COM 416196103 1686 77900 SH DEFINED 06 0 77900 0 HARTE-HANKS INC COM 416196103 312 14500 SH DEFINED 02 09 14500 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 27744 472319 SH DEFINED 01 0 0 472319 HARTFORD FINL SVCS GROUP INC COM 416515104 4834 82300 SH DEFINED 06 0 82300 0 HARTFORD FINL SVCS GROUP INC COM 416515104 22849 388992 SH DEFINED 02 09 370008 0 18984 HASBRO INC COM 418056107 254 18145 SH DEFINED 01 0 0 18145 HASBRO INC COM 418056107 1029 73550 SH DEFINED 02 72150 0 1400 HASBRO INC COM 418056107 2757 196900 SH DEFINED 06 0 196900 0 HASBRO INC COM 418056107 3847 291700 SH DEFINED 15 291700 0 0 HAVERTY FURNITURE INC COM 419596101 21 2200 SH DEFINED 01 0 0 2200 HAVERTY FURNITURE INC COM 419596101 229 23200 SH DEFINED 06 0 23200 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 184 4731 SH DEFINED 01 0 0 4731 HAWAIIAN ELEC INDUSTRIES COM 419870100 11 300 SH DEFINED 02 0 0 300 HAWAIIAN ELEC INDUSTRIES COM 419870100 308 7900 SH DEFINED 06 0 7900 0 HEALTH CARE PPTY INVS INC COM 421915109 2057 53515 SH DEFINED 01 2 0 53513 HEALTH CARE PPTY INVS INC COM 421915109 49 1300 SH DEFINED 02 1300 0 0 HEALTH CARE PPTY INVS INC COM 421915109 336 8730 SH DEFINED 06 0 8730 0 HEALTHSOUTH CORP COM 421924101 3612 222151 SH DEFINED 01 0 0 222151 HEALTHSOUTH CORP COM 421924101 2259 138900 SH DEFINED 06 0 138900 0 HEALTHSOUTH CORP COM 421924101 4433 272700 SH DEFINED 02 09 228700 0 44000 HEALTH MGMT ASSOC INC NEW CL A 421933102 1146 55205 SH DEFINED 01 0 0 55205 HEALTH MGMT ASSOC INC NEW CL A 421933102 323 15600 SH DEFINED 02 09 15600 0 0 HEALTHCARE RLTY TR COM 421946104 1606 63017 SH DEFINED 01 0 0 63017 HEALTHCARE RLTY TR COM 421946104 311 12200 SH DEFINED 06 0 12200 0 HEALTH CARE REIT INC COM 42217K106 1440 57154 SH DEFINED 01 0 0 57154 HEALTH NET INC COM 42222G108 55 2882 SH DEFINED 01 0 0 2882 HEALTH NET INC COM 42222G108 46 2400 SH DEFINED 02 2400 0 0 HEALTH NET INC COM 42222G108 2262 117700 SH DEFINED 06 0 117700 0 HECLA MNG CO COM 422704106 16 12806 SH DEFINED 01 0 0 12806 HEICO CORP NEW CL A 422806208 2835 243405 SH DEFINED 01 0 0 243405 HEINZ H J CO COM 423074103 3443 81704 SH DEFINED 01 0 0 81704 HEINZ H J CO COM 423074103 4590 108900 SH DEFINED 06 0 108900 0 HEINZ H J CO COM 423074103 10736 254724 SH DEFINED 02 09 213200 0 41524 HELLENIC TELECOM ORGANIZATN SA SPONSORED ADR 423325307 514 64725 SH DEFINED 01 0 0 64725 HELMERICH & PAYNE INC COM 423452101 858 32895 SH DEFINED 01 0 0 32895 HELMERICH & PAYNE INC COM 423452101 334 12800 SH DEFINED 06 0 12800 0 HELMERICH & PAYNE INC COM 423452101 333 12800 SH DEFINED 02 09 12800 0 0 HENRY JACK & ASSOC INC COM 426281101 3128 137900 SH DEFINED 01 0 0 137900 HENRY JACK & ASSOC INC COM 426281101 18 800 SH DEFINED 02 800 0 0 HERBALIFE INTL INC CL B 426908307 225 23600 SH DEFINED 01 0 0 23600 HERCULES INC COM 427056106 103 12525 SH DEFINED 01 0 0 12525 HERCULES INC COM 427056106 33 4100 SH DEFINED 02 4100 0 0 HERSHEY FOODS CORP COM 427866108 1334 20415 SH DEFINED 01 0 0 20415 HERSHEY FOODS CORP COM 427866108 516 7900 SH DEFINED 06 0 7900 0 HERSHEY FOODS CORP COM 427866108 7537 115300 SH DEFINED 02 09 94525 0 20775 HEWLETT PACKARD CO SB LYON ZERO 17 428236AC7 31 79000 SH DEFINED 01 24000 0 55000 HEWLETT PACKARD CO COM 428236103 21390 1332727 SH DEFINED 01 186316 0 1146411 HEWLETT PACKARD CO COM 428236103 1687 104800 SH DEFINED 06 0 104800 0 HEWLETT PACKARD CO COM 428236103 25636 1597335 SH DEFINED 02 09 1280350 0 316985 HEXCEL CORP SB DEB CV 7%11 428290AA8 9 15000 SH DEFINED 01 0 0 15000 HEXCEL CORP NEW SUB NT CV 7%03 428291AA6 44 54000 SH DEFINED 01 0 0 54000 HIBERNIA CORP CL A 428656102 2448 149751 SH DEFINED 01 0 0 149751 HIBERNIA CORP CL A 428656102 228 14000 SH DEFINED 02 09 14000 0 0 HIGH SPEED ACCESS CORP COM 42979U102 11 71974 SH DEFINED 01 0 0 71974 HIGH YIELD INCOME FD INC COM 429904105 155 30100 SH DEFINED 01 0 0 30100 HIGHWOODS PPTYS INC COM 431284108 397 16050 SH DEFINED 01 0 0 16050 HILLENBRAND INDS INC COM 431573104 456 8463 SH DEFINED 01 0 0 8463 HILLENBRAND INDS INC COM 431573104 134 2500 SH DEFINED 02 09 2500 0 0 HILTON HOTELS CORP SUB NT CONV 5%06 432848AL3 639 780000 SH DEFINED 01 227000 0 553000 HILTON HOTELS CORP COM 432848109 423 53976 SH DEFINED 01 0 0 53976 HILTON HOTELS CORP COM 432848109 162 20700 SH DEFINED 06 0 20700 0 HILTON HOTELS CORP COM 432848109 2339 298100 SH DEFINED 02 09 242000 0 56100 HISPANIC BROADCASTING CORP CL A 43357B104 488 30319 SH DEFINED 01 0 0 30319 HISPANIC BROADCASTING CORP CL A 43357B104 17 1100 SH DEFINED 02 1100 0 0 HISPANIC BROADCASTING CORP CL A 43357B104 33 2050 SH DEFINED 06 0 2050 0 HISPANIC BROADCASTING CORP CL A 43357B104 151 9900 SH DEFINED 15 9900 0 0 HITACHI LIMITED ADR 10 COM 433578507 242 3617 SH DEFINED 01 35 0 3582 HITACHI LIMITED ADR 10 COM 433578507 2742 40920 SH DEFINED 06 0 40920 0 HOLLINGER INTL INC CL A 435569108 10 1000 SH DEFINED 02 1000 0 0 HOLLINGER INTL INC CL A 435569108 297 28300 SH DEFINED 06 0 28300 0 HOME DEPOT INC COM 437076102 113638 2961644 SH DEFINED 01 64799 0 2896845 HOME DEPOT INC COM 437076102 16085 419198 SH DEFINED 06 0 419198 0 HOME DEPOT INC COM 437076102 82085 2139329 SH DEFINED 02 09 1774913 0 364416 HOME DEPOT INC COM 437076102 0 1675 SH DEFINED 11 0 1675 0 HOMESTAKE MNG CO COM 437614100 190 20527 SH DEFINED 01 0 0 20527 HOMESTAKE MNG CO COM 437614100 33 3600 SH DEFINED 02 3600 0 0 HOMESTAKE MNG CO COM 437614100 519 55800 SH DEFINED 06 0 55800 0 HOMESTORE COM INC COM 437852106 609 79709 SH DEFINED 01 0 0 79709 HOMESTORE COM INC COM 437852106 12 1600 SH DEFINED 06 0 1600 0 HOMESTORE COM INC COM 437852106 363 51671 SH DEFINED 12 51671 0 0 HON INDS INC COM 438092108 494 22533 SH DEFINED 01 0 0 22533 HON INDS INC COM 438092108 32 1500 SH DEFINED 02 1500 0 0 HONDA MOTOR LTD AMERN SHS 438128308 73 1140 SH DEFINED 01 0 0 1140 HONDA MOTOR LTD AMERN SHS 438128308 379 5900 SH DEFINED 06 0 5900 0 HONEYWELL INTL INC COM 438516106 13083 495605 SH DEFINED 01 26735 0 468870 HONEYWELL INTL INC COM 438516106 1804 68345 SH DEFINED 06 0 68345 0 HONEYWELL INTL INC COM 438516106 19401 734937 SH DEFINED 02 09 602718 0 132219 HONEYWELL INTL INC COM 438516106 0 1 SH DEFINED 11 0 1 0 HORIZON HEALTH CORP COM 44041Y104 632 47900 SH DEFINED 01 0 0 47900 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 591 24570 SH DEFINED 01 0 0 24570 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 36 1500 SH DEFINED 02 1500 0 0 HOST MARRIOTT CORP NEW COM 44107P104 246 34897 SH DEFINED 01 0 0 34897 HOST MARRIOTT CORP NEW COM 44107P104 320 45500 SH DEFINED 02 09 43600 0 1900 HOTJOBS COM INC COM 441474103 8 1470 SH DEFINED 01 0 0 1470 HOTJOBS COM INC COM 441474103 799 138200 SH DEFINED 15 138200 0 0 HOUSEHOLD INTL INC COM 441815107 7778 137959 SH DEFINED 01 110 0 137849 HOUSEHOLD INTL INC COM 441815107 5243 93000 SH DEFINED 06 0 93000 0 HOUSEHOLD INTL INC COM 441815107 27936 495507 SH DEFINED 02 09 405783 0 89724 HOUSE2HOME INC COM 44183S105 184 141800 SH DEFINED 01 0 0 141800 HOVNANIAN ENTERPRISES INC CL A 442487203 149 13000 SH DEFINED 01 0 0 13000 HUBBELL INC CL B 443510201 439 15084 SH DEFINED 01 0 0 15084 HUBBELL INC CL B 443510201 43 1500 SH DEFINED 02 1200 0 300 HUDSON UNITED BANCORP COM 444165104 100 3606 SH DEFINED 01 0 0 3606 HUDSON UNITED BANCORP COM 444165104 340 12249 SH DEFINED 06 0 12249 0 HUFFY CORP COM 444356109 210 33600 SH DEFINED 01 0 0 33600 HUGHES SUPPLY INC COM 444482103 15 700 SH DEFINED 01 0 0 700 HUGHES SUPPLY INC COM 444482103 294 13200 SH DEFINED 06 0 13200 0 HUGOTON RTY TR TEX UNIT BEN INT 444717102 98 9900 SH DEFINED 01 0 0 9900 HUGOTON RTY TR TEX UNIT BEN INT 444717102 18 1900 SH DEFINED 02 0 0 1900 HUMANA INC COM 444859102 593 49196 SH DEFINED 01 0 0 49196 HUMANA INC COM 444859102 115 9500 SH DEFINED 06 0 9500 0 HUMANA INC COM 444859102 1480 122750 SH DEFINED 02 09 103050 0 19700 HUMAN GENOME SCIENCES INC SUB NT CV 5%07 444903AF5 81 95000 SH DEFINED 01 95000 0 0 HUMAN GENOME SCIENCES INC COM 444903108 2067 66872 SH DEFINED 01 100 0 66772 HUMAN GENOME SCIENCES INC COM 444903108 60 1950 SH DEFINED 06 0 1950 0 HUMAN GENOME SCIENCES INC COM 444903108 225 7300 SH DEFINED 02 09 7300 0 0 HUNTINGTON BANCSHARES INC COM 446150104 307 17769 SH DEFINED 01 0 0 17769 HUNTINGTON BANCSHARES INC COM 446150104 232 13400 SH DEFINED 06 0 13400 0 HUNTINGTON BANCSHARES INC COM 446150104 4033 233037 SH DEFINED 02 09 209158 0 23879 ICN PHARMACEUTICALS INC NEW COM 448924100 489 18566 SH DEFINED 01 0 0 18566 ICN PHARMACEUTICALS INC NEW COM 448924100 1049 39800 SH DEFINED 06 0 39800 0 ICN PHARMACEUTICALS INC NEW COM 448924100 97 3700 SH DEFINED 02 09 3700 0 0 HYPERION TOTAL RETURN & INCOME COM 449145101 247 29447 SH DEFINED 01 5000 0 24447 HYPERION TOTAL RETURN & INCOME RT 449145119 1 21510 SH DEFINED 01 0 0 21510 HYSEQ INC COM 449163302 94 15538 SH DEFINED 01 0 0 15538 ICO HLDGS INC COM 449293109 22 18000 SH DEFINED 01 0 0 18000 ICOS CORP COM 449295104 7118 144646 SH DEFINED 01 200 0 144446 ICOS CORP COM 449295104 4 100 SH DEFINED 02 100 0 0 IDEC PHARMACEUTICALS CORP COM 449370105 3171 63983 SH DEFINED 01 0 0 63983 IDEC PHARMACEUTICALS CORP COM 449370105 1001 20200 SH DEFINED 06 0 20200 0 IDEC PHARMACEUTICALS CORP COM 449370105 826 16700 SH DEFINED 02 09 16700 0 0 IMC GLOBAL INC COM 449669100 117 13066 SH DEFINED 01 0 0 13066 IMC GLOBAL INC COM 449669100 1288 145400 SH DEFINED 15 145400 0 0 IMS HEALTH INC COM 449934108 680 27179 SH DEFINED 01 4494 0 22685 IMS HEALTH INC COM 449934108 326 13000 SH DEFINED 06 0 13000 0 IMS HEALTH INC COM 449934108 3148 125701 SH DEFINED 02 09 120825 0 4876 IRT PPTY CO COM 450058102 241 22375 SH DEFINED 01 0 0 22375 ITC DELTACOM INC COM 45031T104 14 12300 SH DEFINED 01 0 0 12300 ITT EDUCATIONAL SERVICES INC COM 45068B109 15 481 SH DEFINED 01 0 0 481 ITT EDUCATIONAL SERVICES INC COM 45068B109 952 29750 SH DEFINED 06 0 29750 0 ITXC CORP COM 45069F109 337 132370 SH DEFINED 01 0 0 132370 ITT INDS INC IND COM 450911102 5570 124348 SH DEFINED 01 0 0 124348 ITT INDS INC IND COM 450911102 179 4000 SH DEFINED 06 0 4000 0 ITT INDS INC IND COM 450911102 2094 46750 SH DEFINED 02 09 46050 0 700 IDACORP INC COM 451107106 715 20017 SH DEFINED 01 16589 0 3428 IDACORP INC COM 451107106 35 1000 SH DEFINED 02 1000 0 0 IKON OFFICE SOLUTIONS INC COM 451713101 328 42550 SH DEFINED 01 0 0 42550 IDENTIX INC COM 451906101 93 11530 SH DEFINED 01 0 0 11530 ILLINOIS TOOL WKS INC COM 452308109 3778 69836 SH DEFINED 01 0 0 69836 ILLINOIS TOOL WKS INC COM 452308109 925 17100 SH DEFINED 06 0 17100 0 ILLINOIS TOOL WKS INC COM 452308109 14725 272155 SH DEFINED 02 09 213785 0 58370 IMCLONE SYS INC COM 45245W109 9008 159310 SH DEFINED 01 0 0 159310 IMCLONE SYS INC COM 45245W109 5 100 SH DEFINED 02 100 0 0 IMCLONE SYS INC COM 45245W109 429 7400 SH DEFINED 15 7400 0 0 IMMUNEX CORP NEW COM 452528102 10157 543757 SH DEFINED 01 300 0 543457 IMMUNEX CORP NEW COM 452528102 438 23500 SH DEFINED 06 0 23500 0 IMMUNEX CORP NEW COM 452528102 5334 285595 SH DEFINED 02 09 280190 0 5405 IMMUNEX CORP NEW COM 452528102 21213 1158000 SH DEFINED 14 1158000 0 0 IMPAC MTG HLDGS INC COM 45254P102 1731 232743 SH DEFINED 01 0 0 232743 IMPERIAL CHEM INDS PLC ADR NEW 452704505 366 21345 SH DEFINED 01 3276 0 18069 IMPERIAL CHEM INDS PLC ADR NEW 452704505 1495 87200 SH DEFINED 06 0 87200 0 IMATRON INC COM 452906100 63 35700 SH DEFINED 01 0 0 35700 IMMUNOMEDICS INC COM 452907108 57 4800 SH DEFINED 01 0 0 4800 IMMUNOMEDICS INC COM 452907108 2218 208300 SH DEFINED 13 208300 0 0 IMPERIAL OIL LTD COM NEW 453038408 1295 47601 SH DEFINED 01 0 0 47601 INCO LTD DEB CV 7.75%16 453258AH8 9 10000 SH DEFINED 01 0 0 10000 INCO LTD COM 453258402 990 79798 SH DEFINED 01 0 0 79798 INCO LTD COM 453258402 962 77575 SH DEFINED 02 76075 0 1500 INCO LTD COM 453258402 114 9200 SH DEFINED 06 0 9200 0 INCYTE GENOMICS INC COM 45337C102 206 15148 SH DEFINED 01 0 0 15148 INCYTE GENOMICS INC COM 45337C102 1 100 SH DEFINED 02 100 0 0 INCYTE GENOMICS INC COM 45337C102 8067 645000 SH DEFINED 13 645000 0 0 INDONESIA FD INC COM 455778100 29 20334 SH DEFINED 01 0 0 20334 INDYMAC BANCORP INC COM 456607100 103 3825 SH DEFINED 01 0 0 3825 INDYMAC BANCORP INC COM 456607100 2603 96000 SH DEFINED 06 0 96000 0 INET TECHNOLOGIES INC COM 45662V105 850 143900 SH DEFINED 06 0 143900 0 INFINIUM SOFTWARE INC COM 45662Y109 21 29000 SH DEFINED 01 0 0 29000 INFORMATICA CORP COM 45666Q102 28 7300 SH DEFINED 01 0 0 7300 INFORMATICA CORP COM 45666Q102 291 73700 SH DEFINED 06 0 73700 0 INFONET SVCS CORP CL B 45666T106 160 74491 SH DEFINED 01 0 0 74491 INFOSPACE INC COM 45678T102 158 109939 SH DEFINED 01 0 0 109939 INFOSPACE INC COM 45678T102 9 6700 SH DEFINED 09 0 0 6700 ING GROUP N V SPONSORED ADR 456837103 63 2384 SH DEFINED 01 0 0 2384 ING GROUP N V SPONSORED ADR 456837103 551 20700 SH DEFINED 06 0 20700 0 INGERSOLL-RAND CO COM 456866102 3104 91855 SH DEFINED 01 0 0 91855 INGERSOLL-RAND CO COM 456866102 345 10200 SH DEFINED 06 0 10200 0 INGERSOLL-RAND CO COM 456866102 5917 175078 SH DEFINED 02 09 135700 0 39378 INGRAM MICRO INC CL A 457153104 80 6208 SH DEFINED 01 0 0 6208 INGRAM MICRO INC CL A 457153104 85 6600 SH DEFINED 02 6600 0 0 INHALE THERAPEUTIC SYS INC COM 457191104 156 11775 SH DEFINED 01 0 0 11775 INHALE THERAPEUTIC SYS INC COM 457191104 1 100 SH DEFINED 02 100 0 0 INITIO INC COM 457203107 22 24000 SH DEFINED 01 0 0 24000 INKTOMI CORP COM 457277101 36 13338 SH DEFINED 01 771 0 12567 INKTOMI CORP COM 457277101 12 4600 SH DEFINED 09 4600 0 0 INKTOMI CORP COM 457277101 146 56312 SH DEFINED 12 56312 0 0 INSIGNIA SOLUTIONS PLC SPONSORED ADR 45766J107 18 10000 SH DEFINED 01 0 0 10000 INSIGNIA FINL GROUP INC NEW COM 45767A105 105 10000 SH DEFINED 01 0 0 10000 INNOGY HLDGS PLC SPONSORED ADR 45769A103 1 34 SH DEFINED 01 0 0 34 INNOGY HLDGS PLC SPONSORED ADR 45769A103 2051 67236 SH DEFINED 06 0 67236 0 INRANGE TECHNOLOGIES CORP CL B 45769V206 92 15550 SH DEFINED 01 0 0 15550 INSURED MUN INCOME FD COM 45809F104 674 49934 SH DEFINED 01 0 0 49934 INSWEB CORP COM 45809K103 4 10000 SH DEFINED 01 0 0 10000 INTEGRAL SYS INC MD COM 45810H107 1713 95000 SH DEFINED 01 0 0 95000 INTEGRATED DEVICE TECHNOLOGY COM 458118106 936 46523 SH DEFINED 01 0 0 46523 INTEGRATED DEVICE TECHNOLOGY COM 458118106 96 4800 SH DEFINED 09 4800 0 0 INTEGRATED SILICON SOLUTION COM 45812P107 152 17703 SH DEFINED 01 0 0 17703 INTEL CORP COM 458140100 114968 5624669 SH DEFINED 01 293573 0 5331096 INTEL CORP COM 458140100 10867 532964 SH DEFINED 06 0 532964 0 INTEL CORP COM 458140100 108312 5299056 SH DEFINED 02 09 4304574 0 994482 INTEL CORP COM 458140100 0 24345 SH DEFINED 11 0 24345 0 INTERDIGITAL COMMUNICATIONS CP COM 45866A105 434 59343 SH DEFINED 01 18 0 59325 INTERFACE INC CL A 458665106 178 41500 SH DEFINED 01 0 0 41500 INTERLAND INC COM 458727104 39 37963 SH DEFINED 01 0 0 37963 INTERLEUKIN GENETICS INC COM 458738101 31 14300 SH DEFINED 01 0 0 14300 INTERLIANT INC COM 458742103 2 10600 SH DEFINED 01 0 0 10600 INTERNAP NETWORK SVCS CORP COM 45885A102 12 12547 SH DEFINED 01 0 0 12547 INTERNATIONAL BUSINESS MACHS COM 459200101 111704 1217890 SH DEFINED 01 17753 0 1200137 INTERNATIONAL BUSINESS MACHS COM 459200101 18135 196482 SH DEFINED 06 0 196482 0 INTERNATIONAL BUSINESS MACHS COM 459200101 135678 1479272 SH DEFINED 02 09 1220071 0 259201 INTERNATIONAL BUSINESS MACHS COM 459200101 0 4190 SH DEFINED 11 0 4190 0 INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 455 16464 SH DEFINED 01 0 0 16464 INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 127 4600 SH DEFINED 06 0 4600 0 INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 1477 53400 SH DEFINED 02 09 48800 0 4600 INTERNATIONAL GAME TECHNOLOGY COM 459902102 180 4239 SH DEFINED 01 0 0 4239 INTERNATIONAL GAME TECHNOLOGY COM 459902102 1122 26400 SH DEFINED 06 0 26400 0 INTERNATIONAL GAME TECHNOLOGY COM 459902102 884 20800 SH DEFINED 02 09 14700 0 6100 INTL PAPER CO COM 460146103 6849 196590 SH DEFINED 01 0 0 196590 INTL PAPER CO COM 460146103 821 23600 SH DEFINED 06 0 23600 0 INTL PAPER CO COM 460146103 10832 310917 SH DEFINED 02 09 267939 0 42978 INTERNATIONAL RECTIFIER CORP COM 460254105 1837 67473 SH DEFINED 01 0 0 67473 INTERNATIONAL RECTIFIER CORP COM 460254105 51 1900 SH DEFINED 09 1900 0 0 INTERNATIONAL SPEEDWAY CORP CL A 460335201 132 3792 SH DEFINED 01 0 0 3792 INTERNATIONAL SPEEDWAY CORP CL A 460335201 236 6800 SH DEFINED 02 09 6800 0 0 INTERNET CAP GROUP INC SUB NT CV 5.5%04 46059CAA4 5 25000 SH DEFINED 01 0 0 25000 INTERNET CAP GROUP INC COM 46059C106 19 48899 SH DEFINED 01 0 0 48899 INTERSIL CORP CL A 46069S109 687 24600 SH DEFINED 06 0 24600 0 INTERPUBLIC GROUP COS INC COM 460690100 2697 132240 SH DEFINED 01 0 0 132240 INTERPUBLIC GROUP COS INC COM 460690100 1479 72500 SH DEFINED 06 0 72500 0 INTERPUBLIC GROUP COS INC COM 460690100 6467 317052 SH DEFINED 02 09 249836 0 67216 INTERSTATE BAKERIES CORP DEL COM 46072H108 209 8200 SH DEFINED 01 0 0 8200 INTERSTATE NATL DEALER SVCS COM 46102P104 59 12700 SH DEFINED 01 0 0 12700 INTERTAN INC COM 461120107 234 29883 SH DEFINED 01 0 0 29883 INTERWOVEN INC COM 46114T102 102 26552 SH DEFINED 01 0 0 26552 INTERVOICE-BRITE INC COM 461142101 1455 140196 SH DEFINED 01 0 0 140196 INTERVOICE-BRITE INC COM 461142101 453 44000 SH DEFINED 15 44000 0 0 INTIMATE BRANDS INC CL A 461156101 924 102673 SH DEFINED 01 78232 0 24441 INTIMATE BRANDS INC CL A 461156101 3 400 SH DEFINED 02 0 0 400 INTUIT COM 461202103 2059 57521 SH DEFINED 01 0 0 57521 INTUIT COM 461202103 365 10200 SH DEFINED 06 0 10200 0 INTUIT COM 461202103 4617 128975 SH DEFINED 02 09 113375 0 15600 INVACARE CORP COM 461203101 1741 43011 SH DEFINED 01 0 0 43011 INVACARE CORP COM 461203101 344 8500 SH DEFINED 06 0 8500 0 INVESTMENT GRADE MUN INCOME FD COM 461368102 280 18223 SH DEFINED 01 3 0 18220 INVESTMENT TECHNOLOGY GRP NEW COM 46145F105 3 60 SH DEFINED 01 0 0 60 INVESTMENT TECHNOLOGY GRP NEW COM 46145F105 2197 40300 SH DEFINED 15 40300 0 0 INVITROGEN CORP COM 46185R100 245 3728 SH DEFINED 01 0 0 3728 INVITROGEN CORP COM 46185R100 217 3300 SH DEFINED 09 3300 0 0 INVISION TECHNOLOGIES INC COM 461851107 383 38605 SH DEFINED 01 0 0 38605 IOMEGA CORP COM 462030107 82 67556 SH DEFINED 01 56 0 67500 IRELAND BK SPONSORED ADR 46267Q103 6 200 SH DEFINED 01 0 0 200 IRELAND BK SPONSORED ADR 46267Q103 3961 125800 SH DEFINED 06 0 125800 0 ISHARES INC MSCI EMU INDEX 464286608 544 10951 SH DEFINED 01 0 0 10951 ISHARES INC MSCI JAPAN 464286848 353 42097 SH DEFINED 01 0 0 42097 ISHARES TR S&P500/BAR GRW 464287309 1405 26598 SH DEFINED 01 0 0 26598 ISHARES TR S&P500/BAR VAL 464287408 268 5189 SH DEFINED 01 0 0 5189 ISHARES TR S&P MIDCAP 400 464287507 1503 17351 SH DEFINED 01 0 0 17351 ISHARES TR GLDM SACHS TEC 464287549 568 15029 SH DEFINED 01 0 0 15029 ISHARES TR NASDQ BIO INDX 464287556 429 5777 SH DEFINED 01 0 0 5777 ISHARES TR DJ US CON CYCL 464287580 295 6275 SH DEFINED 01 0 0 6275 ISHARES TR RUSSELL1000VAL 464287598 683 13134 SH DEFINED 01 0 0 13134 ISHARES TR S&P MIDCP GROW 464287606 1239 13260 SH DEFINED 01 0 0 13260 ISHARES TR RUSSELL 1000 464287622 354 6450 SH DEFINED 01 0 0 6450 ISHARES TR RUSL 2000 VALU 464287630 619 5539 SH DEFINED 01 0 0 5539 ISHARES TR RUSL 2000 GROW 464287648 276 6075 SH DEFINED 01 0 0 6075 ISHARES TR RUSSELL 2000 464287655 1941 24214 SH DEFINED 01 0 0 24214 ISHARES TR S&P MIDCP VALU 464287705 852 10711 SH DEFINED 01 0 0 10711 ISHARES TR DJ US TELECOMM 464287713 324 9634 SH DEFINED 01 0 0 9634 ISHARES TR DJ US FINL SVC 464287770 486 5810 SH DEFINED 01 0 0 5810 ISHARES TR DJ US FINL SEC 464287788 471 6345 SH DEFINED 01 0 0 6345 ISHARES TR S&P SMLCAP 600 464287804 1881 19704 SH DEFINED 01 0 0 19704 ISHARES TR DJ CON NON CYCL 464287812 377 9000 SH DEFINED 01 0 0 9000 ISHARES TR DJ US BAS MATL 464287838 456 13250 SH DEFINED 01 0 0 13250 ISHARES TR S&P EURO PLUS 464287861 929 17108 SH DEFINED 01 0 0 17108 ISHARES TR S&P SMLCP VALU 464287879 2630 36846 SH DEFINED 01 0 0 36846 ISHARES TR S&P SMLCP GROW 464287887 211 3290 SH DEFINED 01 0 0 3290 ISIS PHARMACEUTICALS INC COM 464330109 192 11290 SH DEFINED 01 0 0 11290 ISIS PHARMACEUTICALS INC COM 464330109 4119 275000 SH DEFINED 13 275000 0 0 ISOLYSER INC COM 464888106 20 13343 SH DEFINED 01 0 0 13343 I2 TECHNOLOGIES INC COM 465754109 328 95626 SH DEFINED 01 0 0 95626 I2 TECHNOLOGIES INC COM 465754109 125 36690 SH DEFINED 02 09 36090 0 600 IVAX CORP COM 465823102 10082 454794 SH DEFINED 01 3000 0 451794 IVAX CORP COM 465823102 1372 61875 SH DEFINED 06 0 61875 0 IVAX CORP COM 465823102 333 15075 SH DEFINED 02 09 15075 0 0 IVAX CORP COM 465823102 1914 89900 SH DEFINED 15 89900 0 0 JDN RLTY CORP COM 465917102 110 10400 SH DEFINED 01 0 0 10400 JDS UNIPHASE CORP COM 46612J101 14696 2325359 SH DEFINED 01 110 0 2325249 JDS UNIPHASE CORP COM 46612J101 911 144200 SH DEFINED 06 0 144200 0 JDS UNIPHASE CORP COM 46612J101 17696 2800055 SH DEFINED 02 09 2689255 0 110800 JDS UNIPHASE CORP COM 46612J101 0 16485 SH DEFINED 11 0 16485 0 JP REALTY INC COM 46624A106 218 9780 SH DEFINED 01 0 0 9780 J P MORGAN CHASE & CO COM 46625H100 59583 1744764 SH DEFINED 01 30516 0 1714248 J P MORGAN CHASE & CO COM 46625H100 11622 340310 SH DEFINED 06 0 340310 0 J P MORGAN CHASE & CO COM 46625H100 80230 2349368 SH DEFINED 02 09 2003768 0 345600 JABIL CIRCUIT INC COM 466313103 699 39075 SH DEFINED 01 0 0 39075 JABIL CIRCUIT INC COM 466313103 188 10500 SH DEFINED 06 0 10500 0 JABIL CIRCUIT INC COM 466313103 2418 135175 SH DEFINED 02 09 111475 0 23700 JABIL CIRCUIT INC COM 466313103 1611 93400 SH DEFINED 15 93400 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 97 1560 SH DEFINED 01 0 0 1560 JACOBS ENGR GROUP INC DEL COM 469814107 211 3400 SH DEFINED 02 09 3400 0 0 JACOBSON STORES INC SB DB CV 6.75%11 469834AC9 7 10000 SH DEFINED 01 0 0 10000 JAPAN EQUITY FD INC COM 471057109 91 18104 SH DEFINED 01 0 0 18104 JEFFERSON PILOT CORP COM 475070108 5791 130195 SH DEFINED 01 0 0 130195 JEFFERSON PILOT CORP COM 475070108 431 9700 SH DEFINED 06 0 9700 0 JEFFERSON PILOT CORP COM 475070108 7342 165075 SH DEFINED 02 09 138300 0 26775 JEFFERSON SMURFIT GROUP PLC SPONSORED ADR 47508W107 278 15566 SH DEFINED 01 0 0 15566 JEFFERSON SMURFIT GROUP PLC SPONSORED ADR 47508W107 233 13000 SH DEFINED 06 0 13000 0 JOHN NUVEEN CO CL A 478035108 776 17556 SH DEFINED 01 0 0 17556 JOHNSON & JOHNSON COM 478160104 122955 2219407 SH DEFINED 01 38273 0 2181134 JOHNSON & JOHNSON COM 478160104 25726 464374 SH DEFINED 06 0 464374 0 JOHNSON & JOHNSON COM 478160104 131391 2371706 SH DEFINED 02 09 1917956 0 453750 JOHNSON & JOHNSON COM 478160104 0 12120 SH DEFINED 11 0 12120 0 JOHNSON CTLS INC COM 478366107 1790 27440 SH DEFINED 01 0 0 27440 JOHNSON CTLS INC COM 478366107 307 4700 SH DEFINED 06 0 4700 0 JOHNSON CTLS INC COM 478366107 4654 71349 SH DEFINED 02 09 60050 0 11299 JONES APPAREL GROUP INC COM 480074103 2204 86479 SH DEFINED 01 0 0 86479 JONES APPAREL GROUP INC COM 480074103 344 13500 SH DEFINED 06 0 13500 0 JONES APPAREL GROUP INC COM 480074103 590 23200 SH DEFINED 02 09 19200 0 4000 JUNIPER NETWORKS INC COM 48203R104 2215 228380 SH DEFINED 01 5 0 228375 JUNIPER NETWORKS INC COM 48203R104 435 44850 SH DEFINED 06 0 44850 0 JUNIPER NETWORKS INC COM 48203R104 282 29200 SH DEFINED 02 09 29200 0 0 JUNIPER NETWORKS INC COM 48203R104 307 31300 SH DEFINED 15 31300 0 0 KCS ENERGY INC COM 482434206 71 20300 SH DEFINED 01 0 0 20300 KFX INC COM 48245L107 56 17500 SH DEFINED 01 0 0 17500 KLA-TENCOR CORP COM 482480100 4971 157428 SH DEFINED 01 123057 0 34371 KLA-TENCOR CORP COM 482480100 584 18500 SH DEFINED 06 0 18500 0 KLA-TENCOR CORP COM 482480100 4489 142179 SH DEFINED 02 09 120745 0 21434 KLM ROYAL DUTCH AIRLS COM NY REG NEW 482516309 102 12564 SH DEFINED 01 0 0 12564 K MART CORP COM 482584109 749 107277 SH DEFINED 01 0 0 107277 K MART CORP COM 482584109 186 26600 SH DEFINED 06 0 26600 0 K MART CORP COM 482584109 2362 338050 SH DEFINED 02 09 286150 0 51900 KAMAN CORP CL A 483548103 15 1200 SH DEFINED 01 0 0 1200 KAMAN CORP CL A 483548103 265 20000 SH DEFINED 06 0 20000 0 KANA SOFTWARE INC COM 483600102 5 14533 SH DEFINED 01 0 0 14533 KANEB PIPE LINE PARTNERS L P SR PREF UNIT 484169107 1303 32979 SH DEFINED 01 0 0 32979 KANEB SERVICES LLC COM 484173109 935 57593 SH DEFINED 01 0 0 57593 KANSAS CITY PWR & LT CO COM 485134100 8155 312599 SH DEFINED 01 0 0 312599 KANSAS CITY PWR & LT CO COM 485134100 236 9100 SH DEFINED 02 09 9100 0 0 KANSAS CITY SOUTHN INDS INC COM NEW 485170302 1200 100001 SH DEFINED 01 0 0 100001 KB HOME COM 48666K109 3922 138059 SH DEFINED 01 0 0 138059 KB HOME COM 48666K109 34 1200 SH DEFINED 06 0 1200 0 KB HOME COM 48666K109 1119 39400 SH DEFINED 02 09 24900 0 14500 KEANE INC COM 486665102 152 11180 SH DEFINED 01 0 0 11180 KELLOGG CO COM 487836108 1151 38387 SH DEFINED 01 0 0 38387 KELLOGG CO COM 487836108 645 21500 SH DEFINED 06 0 21500 0 KELLOGG CO COM 487836108 8669 288997 SH DEFINED 02 09 245100 0 43897 KELLWOOD CO COM 488044108 253 13700 SH DEFINED 06 0 13700 0 KELLY SVCS INC CL A 488152208 357 17705 SH DEFINED 01 0 0 17705 KELLY SVCS INC CL A 488152208 255 12600 SH DEFINED 06 0 12600 0 KEMET CORP COM 488360108 283 17221 SH DEFINED 01 0 0 17221 KEMET CORP COM 488360108 36 2200 SH DEFINED 02 2200 0 0 KEMET CORP COM 488360108 779 47300 SH DEFINED 06 0 47300 0 KERR MCGEE CORP COM 492386107 747 14391 SH DEFINED 01 0 0 14391 KERR MCGEE CORP COM 492386107 465 8950 SH DEFINED 06 0 8950 0 KERR MCGEE CORP COM 492386107 4484 86400 SH DEFINED 02 09 74100 0 12300 KEYCORP NEW COM 493267108 431 17880 SH DEFINED 01 0 0 17880 KEYCORP NEW COM 493267108 5050 209200 SH DEFINED 06 0 209200 0 KEYCORP NEW COM 493267108 10533 436406 SH DEFINED 02 09 363325 0 73081 KEYNOTE SYS INC COM 493308100 958 126140 SH DEFINED 01 0 0 126140 KEYSPAN CORP COM 49337W100 3343 100579 SH DEFINED 01 0 0 100579 KEYSPAN CORP COM 49337W100 243 7300 SH DEFINED 06 0 7300 0 KEYSPAN CORP COM 49337W100 3039 91450 SH DEFINED 02 09 80150 0 11300 KIMBALL INTL INC CL B 494274103 293 22300 SH DEFINED 06 0 22300 0 KIMBERLY CLARK CORP COM 494368103 23747 383020 SH DEFINED 01 1810 0 381210 KIMBERLY CLARK CORP COM 494368103 2788 44960 SH DEFINED 06 0 44960 0 KIMBERLY CLARK CORP COM 494368103 26761 431650 SH DEFINED 02 09 348525 0 83125 KIMCO REALTY CORP COM 49446R109 508 10469 SH DEFINED 01 0 0 10469 KIMCO REALTY CORP COM 49446R109 134 2800 SH DEFINED 02 09 2800 0 0 KINARK CORP COM 494474109 8 10600 SH DEFINED 01 0 0 10600 KINDER MORGAN INC KANS COM 49455P101 1799 36560 SH DEFINED 01 0 0 36560 KINDER MORGAN INC KANS COM 49455P101 1287 26150 SH DEFINED 06 0 26150 0 KINDER MORGAN INC KANS COM 49455P101 2337 47500 SH DEFINED 02 09 46700 0 800 KINDER MORGAN ENERGY PARTNERS UT LTD PARTNER 494550106 7340 212098 SH DEFINED 01 0 0 212098 KING PHARMACEUTICALS INC COM 495582108 2951 70354 SH DEFINED 01 0 0 70354 KING PHARMACEUTICALS INC COM 495582108 1233 29400 SH DEFINED 06 0 29400 0 KING PHARMACEUTICALS INC COM 495582108 6047 144167 SH DEFINED 02 09 124094 0 20073 KING PHARMACEUTICALS INC COM 495582108 199 4766 SH DEFINED 15 4766 0 0 KIRBY CORP COM 497266106 261 11600 SH DEFINED 01 0 0 11600 KMART FING I PFD TRCV 7.75% 498778208 202 5450 SH DEFINED 01 0 0 5450 KNIGHT RIDDER INC COM 499040103 1244 22278 SH DEFINED 01 10916 0 11362 KNIGHT RIDDER INC COM 499040103 2382 42650 SH DEFINED 02 38950 0 3700 KNIGHT RIDDER INC COM 499040103 212 3800 SH DEFINED 06 0 3800 0 KNIGHT TRADING GROUP INC COM 499063105 498 64707 SH DEFINED 01 0 0 64707 KOGER EQUITY INC COM 500228101 217 12566 SH DEFINED 01 0 0 12566 KOHLS CORP COM 500255104 9842 205051 SH DEFINED 01 0 0 205051 KOHLS CORP COM 500255104 1541 32100 SH DEFINED 06 0 32100 0 KOHLS CORP COM 500255104 24798 516636 SH DEFINED 02 09 468621 0 48015 KOMAG INC COM 500453105 0 20134 SH DEFINED 01 0 0 20134 KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 1134 40686 SH DEFINED 01 0 0 40686 KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 206 7400 SH DEFINED 06 0 7400 0 KONINKLIJKE PHILIPS ELECTRS NV SP ADR NEW2000 500472303 1627 84350 SH DEFINED 01 0 0 84350 KONINKLIJKE PHILIPS ELECTRS NV SP ADR NEW2000 500472303 718 37200 SH DEFINED 06 0 37200 0 KOPIN CORP COM 500600101 1604 153844 SH DEFINED 01 0 0 153844 KOPIN CORP COM 500600101 1490 147600 SH DEFINED 15 147600 0 0 KOREA EQUITY FD INC COM 50063B104 27 11578 SH DEFINED 01 0 0 11578 KOREA TELECOM SPONSORED ADR 50063P103 505 27650 SH DEFINED 01 0 0 27650 KOREA ELECTRIC PWR SPONSORED ADR 500631106 42 4820 SH DEFINED 01 0 0 4820 KOREA ELECTRIC PWR SPONSORED ADR 500631106 3357 379377 SH DEFINED 06 0 379377 0 KRAFT FOODS INC CL A 50075N104 6974 202920 SH DEFINED 01 0 0 202920 KRISPY KREME DOUGHNUTS INC COM 501014104 271 9158 SH DEFINED 01 0 0 9158 KROGER CO COM 501044101 1585 64356 SH DEFINED 01 295 0 64061 KROGER CO COM 501044101 5899 239400 SH DEFINED 06 0 239400 0 KROGER CO COM 501044101 18114 735195 SH DEFINED 02 09 571400 0 163795 KULICKE & SOFFA INDS INC SUB NT CV4.75%06 501242AE1 29 40000 SH DEFINED 01 0 0 40000 LCA-VISION INC COM NEW 501803209 110 103965 SH DEFINED 01 0 0 103965 LSI LOGIC CORP SUB NT CV 4%05 502161AE2 72 90000 SH DEFINED 01 90000 0 0 LSI LOGIC CORP COM 502161102 4545 386876 SH DEFINED 01 0 0 386876 LSI LOGIC CORP COM 502161102 213 18100 SH DEFINED 06 0 18100 0 LSI LOGIC CORP COM 502161102 2624 223438 SH DEFINED 02 09 197250 0 26188 LTX CORP COM 502392103 1722 126527 SH DEFINED 01 123127 0 3400 L-3 COMMUNICATIONS HLDGS INC COM 502424104 1042 11926 SH DEFINED 01 0 0 11926 L-3 COMMUNICATIONS HLDGS INC COM 502424104 87 1000 SH DEFINED 09 1000 0 0 LVMH MOET HENNESSY LOU VUITTON SPONSORED ADR 502441207 1175 180975 SH DEFINED 01 174940 0 6035 LA QUINTA PPTYS INC PAIRED CTF 50419Q409 164 37464 SH DEFINED 01 0 0 37464 LABORATORY CORP AMER HLDGS COM NEW 50540R409 5741 71011 SH DEFINED 01 0 0 71011 LABORATORY CORP AMER HLDGS COM NEW 50540R409 8 100 SH DEFINED 02 100 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 5094 63000 SH DEFINED 06 0 63000 0 LAFARGE NORTH AMERICA INC COM 505862102 703 21077 SH DEFINED 01 0 0 21077 LAFARGE NORTH AMERICA INC COM 505862102 162 4900 SH DEFINED 02 09 4900 0 0 LAM RESEARCH CORP COM 512807108 312 18415 SH DEFINED 01 0 0 18415 LAM RESEARCH CORP COM 512807108 157 9300 SH DEFINED 02 09 7800 0 1500 LANCASTER COLONY CORP COM 513847103 283 10100 SH DEFINED 06 0 10100 0 LANCE INC COM 514606102 13893 1047000 SH DEFINED 01 0 0 1047000 LANDAMERICA FINL GROUP INC COM 514936103 209 6300 SH DEFINED 01 0 0 6300 LANDS END INC COM 515086106 1329 46015 SH DEFINED 01 42506 0 3509 LANTE CORP COM 516540101 7 11300 SH DEFINED 01 0 0 11300 LATIN AMER EQUITY FD INC NEW COM 51827Q106 122 12087 SH DEFINED 01 0 0 12087 LATIN AMERN DISCOVERY FD INC COM 51828C106 141 18170 SH DEFINED 01 0 0 18170 LATTICE SEMICONDUCTOR CORP COM 518415104 7526 479387 SH DEFINED 01 0 0 479387 LATTICE SEMICONDUCTOR CORP COM 518415104 592 37700 SH DEFINED 06 0 37700 0 LATTICE SEMICONDUCTOR CORP COM 518415104 51 3300 SH DEFINED 09 3300 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 2392 162300 SH DEFINED 15 162300 0 0 LAUDER ESTEE COS INC CL A 518439104 1593 48079 SH DEFINED 01 40141 0 7938 LAUDER ESTEE COS INC CL A 518439104 17 500 SH DEFINED 06 0 500 0 LAUDER ESTEE COS INC CL A 518439104 540 16300 SH DEFINED 02 09 16300 0 0 LAUDER ESTEE COS INC CL A 518439104 0 7390 SH DEFINED 11 0 7390 0 LEAP WIRELESS INTL INC COM 521863100 735 46818 SH DEFINED 01 0 0 46818 LEAR CORP COM 521865105 1250 46276 SH DEFINED 01 0 0 46276 LEAR CORP COM 521865105 40 1500 SH DEFINED 02 1500 0 0 LEAR CORP COM 521865105 1070 39600 SH DEFINED 06 0 39600 0 LEE ENTERPRISES INC COM 523768109 3 100 SH DEFINED 01 0 0 100 LEE ENTERPRISES INC COM 523768109 2021 63800 SH DEFINED 06 0 63800 0 LEGATO SYS INC COM 524651106 425 77570 SH DEFINED 01 0 0 77570 LEGGETT & PLATT INC COM 524660107 1994 102286 SH DEFINED 01 0 0 102286 LEGGETT & PLATT INC COM 524660107 1893 97100 SH DEFINED 06 0 97100 0 LEGGETT & PLATT INC COM 524660107 2654 136150 SH DEFINED 02 09 119550 0 16600 LEGG MASON INC COM 524901105 22 570 SH DEFINED 01 0 0 570 LEGG MASON INC COM 524901105 795 20000 SH DEFINED 06 0 20000 0 LEGG MASON INC COM 524901105 245 6200 SH DEFINED 02 09 6200 0 0 LEHMAN BROS HLDGS INC COM 524908100 5272 92750 SH DEFINED 01 0 0 92750 LEHMAN BROS HLDGS INC COM 524908100 1595 28050 SH DEFINED 06 0 28050 0 LEHMAN BROS HLDGS INC COM 524908100 14724 259022 SH DEFINED 02 09 224074 0 34948 LENDINGTREE INC COM 52602Q105 381 92350 SH DEFINED 01 0 0 92350 LENNAR CORP SR DB CV ZRO 18 526057AA2 18 32000 SH DEFINED 01 32000 0 0 LENNAR CORP COM 526057104 1683 46714 SH DEFINED 01 0 0 46714 LENNAR CORP COM 526057104 68 1900 SH DEFINED 02 1900 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 497 131717 SH DEFINED 01 21248 0 110469 LEVEL 3 COMMUNICATIONS INC COM 52729N100 92 24600 SH DEFINED 02 09 13000 0 11600 LEXMARK INTL NEW CL A 529771107 6040 135110 SH DEFINED 01 28391 0 106719 LEXMARK INTL NEW CL A 529771107 955 21365 SH DEFINED 06 0 21365 0 LEXMARK INTL NEW CL A 529771107 5906 132113 SH DEFINED 02 09 102725 0 29388 LIBERTY ALL-STAR GROWTH FD INC COM 529900102 200 29281 SH DEFINED 01 0 0 29281 LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 112 10599 SH DEFINED 01 0 0 10599 LIBERTY MEDIA CORP NEW COM SER A 530718105 13148 1035314 SH DEFINED 01 0 0 1035314 LIBERTY MEDIA CORP NEW COM SER A 530718105 1914 150700 SH DEFINED 06 0 150700 0 LIBERTY MEDIA CORP NEW COM SER A 530718105 16460 1296131 SH DEFINED 02 09 1203475 0 92656 LIBERTY MEDIA CORP NEW COM SER A 530718105 7112 605285 SH DEFINED 12 605285 0 0 LIBERTY PPTY TR SH BEN INT 531172104 1908 66525 SH DEFINED 01 0 0 66525 LIBERTY PPTY TR SH BEN INT 531172104 51 1800 SH DEFINED 02 1800 0 0 LIFEPOINT INC COM 53215R100 51 20000 SH DEFINED 01 0 0 20000 LIGHTBRIDGE INC COM 532226107 150 14715 SH DEFINED 01 0 0 14715 LIGHTPATH TECHNOLOGIES INC CL A 532257102 18 10525 SH DEFINED 01 0 0 10525 LIGHTSPAN INC COM 53226T103 74 62500 SH DEFINED 01 0 0 62500 LILLIAN VERNON CORP COM 532430105 556 70471 SH DEFINED 01 68471 0 2000 LILLY ELI & CO COM 532457108 13215 163755 SH DEFINED 01 4161 0 159594 LILLY ELI & CO COM 532457108 6601 81800 SH DEFINED 06 0 81800 0 LILLY ELI & CO COM 532457108 73072 905489 SH DEFINED 02 09 721350 0 184139 LILLY ELI & CO COM 532457108 0 10255 SH DEFINED 11 0 10255 0 LILLY ELI & CO COM 532457108 19464 243000 SH DEFINED 13 243000 0 0 LIMITED INC COM 532716107 96 10123 SH DEFINED 01 0 0 10123 LIMITED INC COM 532716107 348 36600 SH DEFINED 06 0 36600 0 LIMITED INC COM 532716107 2930 308580 SH DEFINED 02 09 258775 0 49805 LINCARE HLDGS INC COM 532791100 959 36113 SH DEFINED 01 0 0 36113 LINCARE HLDGS INC COM 532791100 2247 84600 SH DEFINED 02 63600 0 21000 LINCOLN NATL CORP IND COM 534187109 9460 202885 SH DEFINED 01 0 0 202885 LINCOLN NATL CORP IND COM 534187109 401 8600 SH DEFINED 06 0 8600 0 LINCOLN NATL CORP IND COM 534187109 5680 121840 SH DEFINED 02 09 114225 0 7615 LINCOLN NATL INCOME FD COM 534217104 201 17080 SH DEFINED 01 0 0 17080 LINEAR TECHNOLOGY CORP COM 535678106 1506 45922 SH DEFINED 01 0 0 45922 LINEAR TECHNOLOGY CORP COM 535678106 4102 125090 SH DEFINED 02 121490 0 3600 LINEAR TECHNOLOGY CORP COM 535678106 954 29100 SH DEFINED 06 0 29100 0 LINEAR TECHNOLOGY CORP COM 535678106 307 9800 SH DEFINED 15 9800 0 0 LINENS N THINGS INC COM 535679104 470 25327 SH DEFINED 01 0 0 25327 LINENS N THINGS INC COM 535679104 1169 62900 SH DEFINED 06 0 62900 0 LIZ CLAIBORNE INC COM 539320101 168 4462 SH DEFINED 01 0 0 4462 LIZ CLAIBORNE INC COM 539320101 124 3300 SH DEFINED 06 0 3300 0 LIZ CLAIBORNE INC COM 539320101 1700 45100 SH DEFINED 02 09 38900 0 6200 LOCKHEED MARTIN CORP COM 539830109 3379 77241 SH DEFINED 01 2805 0 74436 LOCKHEED MARTIN CORP COM 539830109 892 20400 SH DEFINED 06 0 20400 0 LOCKHEED MARTIN CORP COM 539830109 9868 225575 SH DEFINED 02 09 204125 0 21450 LOEWS CORP COM 540424108 1211 26174 SH DEFINED 01 75 0 26099 LOEWS CORP COM 540424108 872 18850 SH DEFINED 06 0 18850 0 LOEWS CORP COM 540424108 7016 151615 SH DEFINED 02 09 140530 0 11085 LONGS DRUG STORES CORP COM 543162101 212 7805 SH DEFINED 01 0 0 7805 LOUDCLOUD INC COM 545735102 132 118100 SH DEFINED 01 0 0 118100 LOUDEYE TECHNOLOGIES INC COM 545754103 8 15750 SH DEFINED 01 0 0 15750 LOUISIANA PAC CORP COM 546347105 184 28428 SH DEFINED 01 0 0 28428 LOWES COS INC COM 548661107 26074 823829 SH DEFINED 01 98436 0 725393 LOWES COS INC COM 548661107 6210 196220 SH DEFINED 06 0 196220 0 LOWES COS INC COM 548661107 16501 521401 SH DEFINED 02 09 448484 0 72917 LUBYS INC COM 549282101 19 2675 SH DEFINED 01 0 0 2675 LUBYS INC COM 549282101 236 33000 SH DEFINED 06 0 33000 0 LUCENT TECHNOLOGIES INC COM 549463107 9886 1725372 SH DEFINED 01 73672 0 1651700 LUCENT TECHNOLOGIES INC COM 549463107 1270 221700 SH DEFINED 06 0 221700 0 LUCENT TECHNOLOGIES INC COM 549463107 14058 2453622 SH DEFINED 02 09 2030614 0 423008 LUMINEX CORP DEL COM 55027E102 139 10206 SH DEFINED 01 0 0 10206 LYDALL INC DEL COM 550819106 231 35000 SH DEFINED 01 0 0 35000 LYONDELL CHEMICAL CO COM 552078107 96 8450 SH DEFINED 01 0 0 8450 LYONDELL CHEMICAL CO COM 552078107 40 3500 SH DEFINED 02 2800 0 700 M & F WORLDWIDE CORP COM 552541104 120 25102 SH DEFINED 01 2 0 25100 M & T BK CORP COM 55261F104 316 4276 SH DEFINED 01 0 0 4276 M & T BK CORP COM 55261F104 391 5300 SH DEFINED 02 09 5300 0 0 MBIA INC COM 55262C100 2039 40789 SH DEFINED 01 0 0 40789 MBIA INC COM 55262C100 3550 71000 SH DEFINED 06 0 71000 0 MBIA INC COM 55262C100 4895 97925 SH DEFINED 02 09 89725 0 8200 MBNA CORP COM 55262L100 5790 191163 SH DEFINED 01 135 0 191028 MBNA CORP COM 55262L100 7126 235255 SH DEFINED 06 0 235255 0 MBNA CORP COM 55262L100 28550 942594 SH DEFINED 02 09 757635 0 184959 MBNA CORP COM 55262L100 0 2125 SH DEFINED 11 0 2125 0 MBNA CORP COM 55262L100 704 24266 SH DEFINED 12 24266 0 0 MDU RES GROUP INC COM 552690109 367 15721 SH DEFINED 01 0 0 15721 MDU RES GROUP INC COM 552690109 42 1800 SH DEFINED 02 1800 0 0 MEVC DRAPER FISHER JURVET FD I COM 55271E105 1336 141300 SH DEFINED 01 0 0 141300 MFS CHARTER INCOME TR SH BEN INT 552727109 1369 161533 SH DEFINED 01 0 0 161533 MFS INTER INCOME TR SH BEN INT 55273C107 1495 217435 SH DEFINED 01 0 0 217435 MFS MULTIMARKET INCOME TR SH BEN INT 552737108 705 116802 SH DEFINED 01 0 0 116802 MFS MUN INCOME TR SH BEN INT 552738106 88 11029 SH DEFINED 01 0 0 11029 MGIC INVT CORP WIS COM 552848103 2330 35665 SH DEFINED 01 0 0 35665 MGIC INVT CORP WIS COM 552848103 1764 27000 SH DEFINED 06 0 27000 0 MGIC INVT CORP WIS COM 552848103 8490 129952 SH DEFINED 02 09 105540 0 24412 MFS GOVT MKTS INCOME TR SH BEN INT 552939100 259 39167 SH DEFINED 01 0 0 39167 MIM CORP COM 553044108 159 15170 SH DEFINED 01 0 0 15170 MRV COMMUNICATIONS INC COM 553477100 59 19710 SH DEFINED 01 0 0 19710 MTS SYS CORP COM 553777103 13 1200 SH DEFINED 02 1200 0 0 MTS SYS CORP COM 553777103 336 29200 SH DEFINED 06 0 29200 0 MTI TECHNOLOGY CORP COM 553903105 18 18143 SH DEFINED 01 0 0 18143 MACK CALI RLTY CORP COM 554489104 997 32184 SH DEFINED 01 0 0 32184 MACK CALI RLTY CORP COM 554489104 34 1100 SH DEFINED 02 1100 0 0 MACROCHEM CORP DEL COM 555903103 65 26775 SH DEFINED 01 0 0 26775 MACROVISION CORP COM 555904101 599 21100 SH DEFINED 01 0 0 21100 MAGNA ENTMT CORP CL A 559211107 141 23300 SH DEFINED 01 0 0 23300 MAGNA INTL INC CL A 559222401 3512 66593 SH DEFINED 01 0 0 66593 MAGNETEK INC COM 559424106 431 47000 SH DEFINED 01 0 0 47000 MAGNUM HUNTER RES INC COM PAR $0.002 55972F203 101 10700 SH DEFINED 01 0 0 10700 MAGNUM SPORTS & ENTMT INC COM 55972X105 10 102300 SH DEFINED 01 0 0 102300 MAGNUM SPORTS & ENTMT INC WT EXP 102101 55972X113 0 10000 SH DEFINED 01 0 0 10000 MAIL-WELL INC SUB NT CONV 5%02 560321AD3 39 45000 SH DEFINED 01 0 0 45000 MALAN RLTY INVS INC SB DB CONV9.5%04 561063AA6 71 76000 SH DEFINED 01 0 0 76000 MALAN RLTY INVS INC COM 561063108 128 16300 SH DEFINED 01 0 0 16300 MANAGED HIGH INCOME PORTFOLIO COM 56166C105 108 15639 SH DEFINED 01 0 0 15639 MANAGED MUNS PORTFOLIO INC COM 561662107 146 13866 SH DEFINED 01 0 0 13866 MANAGED HIGH YIELD PLUS FD INC COM 561911108 662 108407 SH DEFINED 01 0 0 108407 MANHATTAN ASSOCS INC COM 562750109 1180 69600 SH DEFINED 06 0 69600 0 MANOR CARE INC NEW COM 564055101 565 20131 SH DEFINED 01 0 0 20131 MANOR CARE INC NEW COM 564055101 157 5600 SH DEFINED 06 0 5600 0 MANOR CARE INC NEW COM 564055101 2016 71800 SH DEFINED 02 09 60100 0 11700 MANUFACTURERS SVCS LTD COM 565005105 73 18200 SH DEFINED 01 0 0 18200 MANUGISTICS GROUP INC COM 565011103 280 48150 SH DEFINED 01 0 0 48150 MANUGISTICS GROUP INC COM 565011103 714 122600 SH DEFINED 06 0 122600 0 MAPINFO CORP COM 565105103 153 21000 SH DEFINED 01 0 0 21000 MARCONI PLC SPONSORED ADR 566306205 17 31003 SH DEFINED 01 0 0 31003 MARCONI PLC SPONSORED ADR 566306205 7 12360 SH DEFINED 02 10095 0 2265 MARCUS CORP COM 566330106 645 53765 SH DEFINED 01 0 0 53765 MARKETING SVCS GROUP INC COM 570907105 6 19650 SH DEFINED 01 0 0 19650 MARSH & MCLENNAN COS INC COM 571748102 6691 69200 SH DEFINED 01 0 0 69200 MARSH & MCLENNAN COS INC COM 571748102 11996 124055 SH DEFINED 06 0 124055 0 MARSH & MCLENNAN COS INC COM 571748102 21264 219912 SH DEFINED 02 09 191125 0 28787 MARSH & MCLENNAN COS INC COM 571748102 0 1650 SH DEFINED 11 0 1650 0 MARSHALL & ILSLEY CORP COM 571834100 80 1414 SH DEFINED 01 0 0 1414 MARSHALL & ILSLEY CORP COM 571834100 934 16500 SH DEFINED 02 09 16500 0 0 MARRIOTT INTL INC NEW CL A 571903202 861 25804 SH DEFINED 01 25 0 25779 MARRIOTT INTL INC NEW CL A 571903202 4055 121400 SH DEFINED 06 0 121400 0 MARRIOTT INTL INC NEW CL A 571903202 4999 149725 SH DEFINED 02 09 125625 0 24100 MASCO CORP COM 574599106 3328 162833 SH DEFINED 01 130 0 162703 MASCO CORP COM 574599106 5525 270292 SH DEFINED 06 0 270292 0 MASCO CORP COM 574599106 8454 413614 SH DEFINED 02 09 332210 0 81404 MASCOTECH INC SBDB CONV 4.5%03 574670AB1 545 643000 SH DEFINED 01 0 0 643000 MASSEY ENERGY CORP COM 576206106 175 12000 SH DEFINED 01 0 0 12000 MASSEY ENERGY CORP COM 576206106 52 3600 SH DEFINED 02 3600 0 0 MATRIX SVC CO COM 576853105 288 50700 SH DEFINED 01 0 0 50700 MATSUSHITA ELEC INDL ADR 576879209 24 1990 SH DEFINED 01 0 0 1990 MATSUSHITA ELEC INDL ADR 576879209 3566 295200 SH DEFINED 06 0 295200 0 MATTEL INC COM 577081102 2669 170445 SH DEFINED 01 70841 0 99604 MATTEL INC COM 577081102 1220 77900 SH DEFINED 06 0 77900 0 MATTEL INC COM 577081102 5485 350328 SH DEFINED 02 09 280175 0 70153 MATTSON TECHNOLOGY INC COM 577223100 242 60504 SH DEFINED 01 0 0 60504 MAXIM INTEGRATED PRODS INC COM 57772K101 2930 83877 SH DEFINED 01 250 0 83627 MAXIM INTEGRATED PRODS INC COM 57772K101 1314 37600 SH DEFINED 06 0 37600 0 MAXIM INTEGRATED PRODS INC COM 57772K101 9407 269269 SH DEFINED 02 09 231869 0 37400 MAXTOR CORP COM NEW 577729205 405 113704 SH DEFINED 01 96344 0 17360 MAXTOR CORP COM NEW 577729205 13 3800 SH DEFINED 02 3800 0 0 MAY DEPT STORES CO COM 577778103 962 33178 SH DEFINED 01 0 0 33178 MAY DEPT STORES CO COM 577778103 580 20000 SH DEFINED 06 0 20000 0 MAY DEPT STORES CO COM 577778103 11492 396021 SH DEFINED 02 09 293150 0 102871 MAVERICK TUBE CORP COM 577914104 503 55600 SH DEFINED 01 0 0 55600 MAXIMUS INC COM 577933104 84 2134 SH DEFINED 01 0 0 2134 MAXIMUS INC COM 577933104 1927 48500 SH DEFINED 06 0 48500 0 MAYTAG CORP COM 578592107 654 26550 SH DEFINED 01 0 0 26550 MAYTAG CORP COM 578592107 131 5300 SH DEFINED 06 0 5300 0 MAYTAG CORP COM 578592107 2254 91518 SH DEFINED 02 09 68750 0 22768 MCCLATCHY CO CL A 579489105 25 600 SH DEFINED 02 600 0 0 MCCLATCHY CO CL A 579489105 1970 46900 SH DEFINED 06 0 46900 0 MCCORMICK & CO INC COM NON VTG 579780206 145 3175 SH DEFINED 01 0 0 3175 MCCORMICK & CO INC COM NON VTG 579780206 3188 69600 SH DEFINED 06 0 69600 0 MCCORMICK & CO INC COM NON VTG 579780206 855 18700 SH DEFINED 02 09 18700 0 0 MCDATA CORP CL A 580031201 417 49776 SH DEFINED 01 20776 0 29000 MCDATA CORP CL A 580031201 772 92024 SH DEFINED 06 0 92024 0 MCDATA CORP CL A 580031201 0 84 SH DEFINED 02 09 33 0 51 MCDATA CORP CL A 580031201 0 1 SH DEFINED 11 0 1 0 MCDONALDS CORP COM 580135101 15736 579809 SH DEFINED 01 25141 0 554668 MCDONALDS CORP COM 580135101 7111 262000 SH DEFINED 06 0 262000 0 MCDONALDS CORP COM 580135101 31020 1143003 SH DEFINED 02 09 903595 0 239408 MCDONALDS CORP COM 580135101 0 1075 SH DEFINED 11 0 1075 0 MCDONALDS CORP COM 580135101 1906 70628 SH DEFINED 12 70628 0 0 MCGRATH RENTCORP COM 580589109 34 1600 SH DEFINED 01 0 0 1600 MCGRATH RENTCORP COM 580589109 265 12300 SH DEFINED 06 0 12300 0 MCGRAW HILL COS INC COM 580645109 4819 82809 SH DEFINED 01 0 0 82809 MCGRAW HILL COS INC COM 580645109 1317 22625 SH DEFINED 06 0 22625 0 MCGRAW HILL COS INC COM 580645109 6781 116522 SH DEFINED 02 09 102650 0 13872 MCGRAW HILL COS INC COM 580645109 0 3905 SH DEFINED 11 0 3905 0 MCKESSON CORP COM 58155Q103 1667 44133 SH DEFINED 01 0 0 44133 MCKESSON CORP COM 58155Q103 476 12600 SH DEFINED 06 0 12600 0 MCKESSON CORP COM 58155Q103 4641 122825 SH DEFINED 02 09 118025 0 4800 MCKESSON CORP COM 58155Q103 0 750 SH DEFINED 11 0 750 0 MCKESSON CORP COM 58155Q103 1468 39300 SH DEFINED 15 39300 0 0 MCLEODUSA INC CL A 582266102 242 315161 SH DEFINED 01 0 0 315161 MCLEODUSA INC CL A 582266102 11 14400 SH DEFINED 02 14400 0 0 MEAD CORP COM 582834107 498 17993 SH DEFINED 01 0 0 17993 MEAD CORP COM 582834107 147 5300 SH DEFINED 06 0 5300 0 MEAD CORP COM 582834107 1406 50825 SH DEFINED 02 09 50025 0 800 MEASUREMENT SPECIALTIES INC COM 583421102 126 12800 SH DEFINED 01 0 0 12800 MEDAREX INC COM 583916101 183 12175 SH DEFINED 01 0 0 12175 MEDAREX INC COM 583916101 64 4300 SH DEFINED 09 4300 0 0 MED-DESIGN CORP COM 583926100 279 19435 SH DEFINED 01 0 0 19435 MEDALLION FINL CORP COM 583928106 707 85725 SH DEFINED 01 0 0 85725 MEDI-HUT CO INC COM 58438C103 408 67000 SH DEFINED 01 0 0 67000 MEDICALOGIC/MEDSCAPE INC COM 584642102 4 12200 SH DEFINED 01 0 0 12200 MEDIMMUNE INC COM 584699102 4168 116988 SH DEFINED 01 0 0 116988 MEDIMMUNE INC COM 584699102 1160 32550 SH DEFINED 06 0 32550 0 MEDIMMUNE INC COM 584699102 8147 228700 SH DEFINED 02 09 183100 0 45600 MEDIX RES INC COM 585011109 5 10000 SH DEFINED 01 0 0 10000 MEDTRONIC INC COM 585055106 112728 2591453 SH DEFINED 01 33263 0 2558190 MEDTRONIC INC COM 585055106 15817 363600 SH DEFINED 06 0 363600 0 MEDTRONIC INC COM 585055106 42764 983107 SH DEFINED 02 09 785515 0 197592 MEDTRONIC INC COM 585055106 0 7900 SH DEFINED 11 0 7900 0 MEDTRONIC INC COM 585055106 153 3600 SH DEFINED 15 3600 0 0 MELLON FINL CORP COM 58551A108 7076 218892 SH DEFINED 01 20082 0 198810 MELLON FINL CORP COM 58551A108 786 24300 SH DEFINED 06 0 24300 0 MELLON FINL CORP COM 58551A108 12034 372261 SH DEFINED 02 09 329925 0 42336 MENS WEARHOUSE INC COM 587118100 1360 75223 SH DEFINED 01 0 0 75223 MENTOR GRAPHICS CORP COM 587200106 24 1800 SH DEFINED 01 0 0 1800 MENTOR GRAPHICS CORP COM 587200106 1207 92100 SH DEFINED 15 92100 0 0 MERCANTILE BANKSHARES CORP COM 587405101 49 1242 SH DEFINED 01 0 0 1242 MERCANTILE BANKSHARES CORP COM 587405101 281 7100 SH DEFINED 02 09 7100 0 0 MERCK & CO INC COM 589331107 91913 1380088 SH DEFINED 01 46790 0 1333298 MERCK & CO INC COM 589331107 11624 174535 SH DEFINED 06 0 174535 0 MERCK & CO INC COM 589331107 126348 1897130 SH DEFINED 02 09 1520005 0 377125 MERCK & CO INC COM 589331107 0 4300 SH DEFINED 11 0 4300 0 MERCURY AIR GROUP INC COM 589354109 928 182000 SH DEFINED 01 0 0 182000 MERCURY COMPUTER SYS COM 589378108 6047 161056 SH DEFINED 01 0 0 161056 MERCURY INTERACTIVE CORP COM 589405109 225 11865 SH DEFINED 01 0 0 11865 MERCURY INTERACTIVE CORP COM 589405109 103 5400 SH DEFINED 06 0 5400 0 MERCURY INTERACTIVE CORP COM 589405109 1890 99350 SH DEFINED 02 09 78250 0 21100 MERIDIAN RESOURCE CORP COM 58977Q109 285 87750 SH DEFINED 01 0 0 87750 MERRILL LYNCH & CO INC COM 590188108 22088 544053 SH DEFINED 01 47221 0 496832 MERRILL LYNCH & CO INC COM 590188108 5955 146665 SH DEFINED 06 0 146665 0 MERRILL LYNCH & CO INC COM 590188108 29182 718810 SH DEFINED 02 09 615010 0 103800 METALS USA INC COM 591324108 31 22000 SH DEFINED 01 0 0 22000 METAWAVE COMMUNICATIONS CP COM 591409107 602 223000 SH DEFINED 15 223000 0 0 METHODE ELECTRS INC CL A 591520200 74 9900 SH DEFINED 01 0 0 9900 METHODE ELECTRS INC CL A 591520200 29 3900 SH DEFINED 02 3900 0 0 METLIFE INC COM 59156R108 868 29249 SH DEFINED 01 0 0 29249 METLIFE INC COM 59156R108 6023 202800 SH DEFINED 06 0 202800 0 METLIFE INC COM 59156R108 22343 752318 SH DEFINED 02 09 629403 0 122915 METRIS COS INC COM 591598107 2 94 SH DEFINED 01 0 0 94 METRIS COS INC COM 591598107 884 35700 SH DEFINED 06 0 35700 0 METROMEDIA FIBER NETWORK INC CL A 591689104 87 257681 SH DEFINED 01 0 0 257681 METROMEDIA FIBER NETWORK INC CL A 591689104 4 13420 SH DEFINED 02 13420 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 414 9844 SH DEFINED 01 0 0 9844 MEXICO FD INC COM 592835102 264 17295 SH DEFINED 01 0 0 17295 MICROS SYS INC COM 594901100 310 17450 SH DEFINED 01 0 0 17450 MICROSOFT CORP COM 594918104 195729 3825083 SH DEFINED 01 264861 0 3560222 MICROSOFT CORP COM 594918104 28836 563533 SH DEFINED 06 0 563533 0 MICROSOFT CORP COM 594918104 227980 4455361 SH DEFINED 02 09 3643215 0 812146 MICROSOFT CORP COM 594918104 0 11560 SH DEFINED 11 0 11560 0 MICROSOFT CORP COM 594918104 518 10385 SH DEFINED 12 10385 0 0 MICROSOFT CORP CALL 5949189JN 363 7100 SH CALL DEFINED 01 71 0 0 MICROVISION INC WASH COM 594960106 1061 82893 SH DEFINED 01 0 0 82893 MICROVISION INC WASH COM 594960106 267 21700 SH DEFINED 15 21700 0 0 MICROSTRATEGY INC CL A 594972101 1 1300 SH DEFINED 01 0 0 1300 MICROSTRATEGY INC CL A 594972101 124 99800 SH DEFINED 15 99800 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 315 11772 SH DEFINED 01 0 0 11772 MICROCHIP TECHNOLOGY INC COM 595017104 239 8950 SH DEFINED 09 8950 0 0 MICRON TECHNOLOGY INC COM 595112103 993 52749 SH DEFINED 01 0 0 52749 MICRON TECHNOLOGY INC COM 595112103 1365 72500 SH DEFINED 06 0 72500 0 MICRON TECHNOLOGY INC COM 595112103 7179 381323 SH DEFINED 02 09 323050 0 58273 MICRON TECHNOLOGY INC COM 595112103 0 10845 SH DEFINED 11 0 10845 0 MICRON TECHNOLOGY INC COM 595112103 659 37100 SH DEFINED 15 37100 0 0 MICROSEMI CORP COM 595137100 7 300 SH DEFINED 01 0 0 300 MICROSEMI CORP COM 595137100 492 18900 SH DEFINED 06 0 18900 0 MICROSEMI CORP COM 595137100 291 11800 SH DEFINED 15 11800 0 0 MICROTUNE INC DEL COM 59514P109 176 15500 SH DEFINED 01 0 0 15500 MIDAS GROUP INC COM 595626102 11 1200 SH DEFINED 01 0 0 1200 MIDAS GROUP INC COM 595626102 280 28300 SH DEFINED 06 0 28300 0 MIDCAP SPDR TR UNIT SER 1 595635103 4216 53270 SH DEFINED 01 0 0 53270 MID AMER BANCORP COM 595915109 421 16787 SH DEFINED 01 0 0 16787 MIDWAY GAMES INC COM 598148104 247 20450 SH DEFINED 01 0 0 20450 MILACRON INC COM 598709103 106 8894 SH DEFINED 01 0 0 8894 MILACRON INC COM 598709103 184 15400 SH DEFINED 06 0 15400 0 MILLENNIUM PHARMACEUTICALS INC COM 599902103 1121 63156 SH DEFINED 01 0 0 63156 MILLENNIUM PHARMACEUTICALS INC COM 599902103 237 13400 SH DEFINED 02 09 13400 0 0 MILLER EXPL CO COM 600533103 9 10200 SH DEFINED 01 0 0 10200 MILLER HERMAN INC COM 600544100 233 11970 SH DEFINED 01 0 0 11970 MILLER HERMAN INC COM 600544100 1840 94500 SH DEFINED 06 0 94500 0 MILLER HERMAN INC COM 600544100 198 10200 SH DEFINED 09 10200 0 0 MILLIPORE CORP COM 601073109 5359 101246 SH DEFINED 01 0 0 101246 MILLIPORE CORP COM 601073109 254 4800 SH DEFINED 06 0 4800 0 MILLIPORE CORP COM 601073109 1036 19600 SH DEFINED 02 09 19300 0 300 MINDARROW SYS INC COM 602551103 16 25000 SH DEFINED 01 0 0 25000 MINNESOTA MNG & MFG CO COM 604059105 26803 272398 SH DEFINED 01 8262 0 264136 MINNESOTA MNG & MFG CO COM 604059105 6737 68463 SH DEFINED 06 0 68463 0 MINNESOTA MNG & MFG CO COM 604059105 28431 288940 SH DEFINED 02 09 239575 0 49365 MIRANT CORP COM 604675108 2368 108131 SH DEFINED 01 0 0 108131 MIRANT CORP COM 604675108 394 18008 SH DEFINED 06 0 18008 0 MIRANT CORP COM 604675108 5620 256655 SH DEFINED 02 09 207259 0 49396 MIRANT CORP COM 604675108 0 3106 SH DEFINED 11 0 3106 0 MIRAVANT MED TECHNOLOGIES COM 604690107 722 104800 SH DEFINED 13 104800 0 0 MITCHELL ENERGY & DEV CORP CL A 606592202 551 11012 SH DEFINED 01 0 0 11012 MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 606816106 62 8085 SH DEFINED 01 285 0 7800 MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 606816106 4013 517820 SH DEFINED 06 0 517820 0 MODEM MEDIA INC CL A 607533106 53 11700 SH DEFINED 01 0 0 11700 MOLECULAR DEVICES CORP COM 60851C107 9 500 SH DEFINED 01 0 0 500 MOLECULAR DEVICES CORP COM 60851C107 935 49000 SH DEFINED 13 49000 0 0 MOLEX INC COM 608554101 2040 72582 SH DEFINED 01 0 0 72582 MOLEX INC COM 608554101 287 10200 SH DEFINED 06 0 10200 0 MOLEX INC COM 608554101 4276 152150 SH DEFINED 02 09 127750 0 24400 MOLEX INC COM 608554101 1337 47700 SH DEFINED 15 47700 0 0 MOLEX INC CL A 608554200 431 17774 SH DEFINED 01 0 0 17774 MONTANA POWER CO COM 612085100 46 8822 SH DEFINED 01 0 0 8822 MONTANA POWER CO COM 612085100 11 2200 SH DEFINED 02 2200 0 0 MONY GROUP INC COM 615337102 570 17228 SH DEFINED 01 0 0 17228 MONY GROUP INC COM 615337102 284 8600 SH DEFINED 02 09 8600 0 0 MOODYS CORP COM 615369105 1284 34729 SH DEFINED 01 2284 0 32445 MOODYS CORP COM 615369105 259 7000 SH DEFINED 06 0 7000 0 MOODYS CORP COM 615369105 2552 68975 SH DEFINED 02 09 67875 0 1100 MOORE LTD COM 615785102 116 15100 SH DEFINED 01 0 0 15100 MORAN ENERGY INC SB DB CV 8.75%08 616457AC1 90 100000 SH DEFINED 01 0 0 100000 MORGAN STANLEY EMER MKTS FD COM 61744G107 122 18049 SH DEFINED 01 0 0 18049 MORGAN STANLEY EMER MKTS DEBT COM 61744H105 1649 238314 SH DEFINED 01 0 0 238314 MORGAN STANLEY HIGH YIELD FD COM 61744M104 144 16824 SH DEFINED 01 0 0 16824 MORGAN STANLEY GBL OPP BOND FD COM 61744R103 101 13800 SH DEFINED 01 0 0 13800 MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 10748 231889 SH DEFINED 01 37816 0 194073 MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 4301 92795 SH DEFINED 06 0 92795 0 MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 47545 1025793 SH DEFINED 02 09 877285 0 148508 MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 0 3700 SH DEFINED 11 0 3700 0 MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 216 4891 SH DEFINED 12 4891 0 0 MORGAN STANLEY DEAN WITTER GOVT INCOME TR 61745P106 314 34550 SH DEFINED 01 0 0 34550 MORGAN STANLEY DEAN WITTER MUN PREM INCOM 61745P429 113 12750 SH DEFINED 01 0 0 12750 MORGAN STANLEY DEAN WITTER MUN INCOME III 61745P437 260 28150 SH DEFINED 01 0 0 28150 MORGAN STANLEY DEAN WITTER QULTY MUN SECS 61745P585 313 23550 SH DEFINED 01 0 0 23550 MORGAN STANLEY DEAN WITTER QUALT MUN INCM 61745P734 300 20900 SH DEFINED 01 0 0 20900 MORGAN STANLEY DEAN WITTER INSD MUN INCM 61745P791 246 17975 SH DEFINED 01 0 0 17975 MOTOROLA INC COM 620076109 40050 2567368 SH DEFINED 01 17589 0 2549779 MOTOROLA INC COM 620076109 2395 153510 SH DEFINED 06 0 153510 0 MOTOROLA INC COM 620076109 24628 1578760 SH DEFINED 02 09 1319992 0 258768 MOTOROLA INC COM 620076109 913 58917 SH DEFINED 12 58917 0 0 MUELLER INDS INC COM 624756102 439 15300 SH DEFINED 01 0 0 15300 MULTI COLOR CORP COM 625383104 1558 97400 SH DEFINED 01 0 0 97400 MUNIHOLDINGS N Y INSD FD INC COM 625931100 165 12047 SH DEFINED 01 0 0 12047 MUNIHOLDINGS FD II INC COM 625935101 289 23642 SH DEFINED 01 0 0 23642 MUNICIPAL ADVANTAGE FD INC COM 626189104 337 26450 SH DEFINED 01 0 0 26450 MUNICIPAL PARTNERS FD INC COM 62622C101 148 11700 SH DEFINED 01 0 0 11700 MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B101 337 14628 SH DEFINED 01 0 0 14628 MUNIINSURED FD INC COM 626245104 130 14639 SH DEFINED 01 0 0 14639 MUNIVEST FD II INC COM 62629P105 313 23450 SH DEFINED 01 0 0 23450 MUNIVEST FD INC COM 626295109 730 81500 SH DEFINED 01 0 0 81500 MUNIYIELD FD INC COM 626299101 268 19479 SH DEFINED 01 0 0 19479 MUNIYIELD INSD FD INC COM 62630E107 311 21428 SH DEFINED 01 0 0 21428 MUNIYIELD N Y INSD FD INC COM 626301105 296 21705 SH DEFINED 01 0 0 21705 MURPHY OIL CORP COM 626717102 191 2650 SH DEFINED 01 0 0 2650 MURPHY OIL CORP COM 626717102 462 6400 SH DEFINED 02 09 6400 0 0 MUTUAL RISK MGMT LTD COM 628351108 2258 297162 SH DEFINED 01 200 0 296962 MUTUAL RISK MGMT LTD COM 628351108 11 1500 SH DEFINED 02 1500 0 0 MYERS INDS INC COM 628464109 567 47851 SH DEFINED 01 0 0 47851 MYLAN LABS INC COM 628530107 710 21767 SH DEFINED 01 0 0 21767 MYLAN LABS INC COM 628530107 538 16500 SH DEFINED 02 09 16500 0 0 MYRIAD GENETICS INC COM 62855J104 221 7225 SH DEFINED 01 0 0 7225 NCI BUILDING SYS INC COM 628852105 401 34886 SH DEFINED 01 0 0 34886 NCO GROUP INC COM 628858102 2 200 SH DEFINED 01 0 0 200 NCO GROUP INC COM 628858102 1336 100300 SH DEFINED 15 100300 0 0 NCR CORP NEW COM 62886E108 335 11316 SH DEFINED 01 1385 0 9931 NCR CORP NEW COM 62886E108 163 5500 SH DEFINED 06 0 5500 0 NCR CORP NEW COM 62886E108 2370 79975 SH DEFINED 02 09 66475 0 13500 NDS GROUP PLC SPONSORED ADR 628891103 7 370 SH DEFINED 01 0 0 370 NDS GROUP PLC SPONSORED ADR 628891103 276 13500 SH DEFINED 06 0 13500 0 NEC CORP ADR 629050204 80 10000 SH DEFINED 01 0 0 10000 NPS PHARMACEUTICALS INC COM 62936P103 538 17268 SH DEFINED 01 0 0 17268 NRG ENERGY INC COM 629377102 2510 154893 SH DEFINED 01 0 0 154893 NRG ENERGY INC COM 629377102 123 7600 SH DEFINED 09 7600 0 0 NTL INC COM 629407107 0 100 SH DEFINED 01 0 0 100 NTL INC COM 629407107 37 12400 SH DEFINED 02 09 12400 0 0 NTL INC COM 629407107 237 71774 SH DEFINED 12 71774 0 0 NUCO2 INC COM 629428103 377 34350 SH DEFINED 01 0 0 34350 NABORS INDS INC COM 629568106 3552 169400 SH DEFINED 01 15 0 169385 NABORS INDS INC COM 629568106 3345 159500 SH DEFINED 06 0 159500 0 NABORS INDS INC COM 629568106 2693 128495 SH DEFINED 02 09 105115 0 23380 NABORS INDS INC COM 629568106 0 1950 SH DEFINED 11 0 1950 0 NAM TAI ELECTRS INC COM PAR $0.02 629865205 213 16458 SH DEFINED 01 0 0 16458 NAMIBIAN MINERALS CORP COM 629913104 31 150000 SH DEFINED 01 0 0 150000 NASDAQ 100 TR UNIT SER 1 631100104 20284 699932 SH DEFINED 01 24530 0 675402 NASDAQ 100 TR UNIT SER 1 631100104 115 4000 SH DEFINED 09 4000 0 0 NASDAQ 100 TR CALL 6311009LG 594 20500 SH CALL DEFINED 01 0 0 205 NASDAQ 100 TR CALL 6311009LI 405 14000 SH CALL DEFINED 01 0 0 140 NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 632525309 504 18720 SH DEFINED 01 0 0 18720 NATIONAL AUSTRALIA BK LTD SPONSORED ADR 632525408 354 5554 SH DEFINED 01 0 0 5554 NATIONAL CITY CORP COM 635405103 1354 45222 SH DEFINED 01 0 0 45222 NATIONAL CITY CORP COM 635405103 1045 34900 SH DEFINED 06 0 34900 0 NATIONAL CITY CORP COM 635405103 20245 676009 SH DEFINED 02 09 539225 0 136784 NATIONAL COMMERCE FINL CORP COM 63545P104 6466 247764 SH DEFINED 01 0 0 247764 NATIONAL COMMERCE FINL CORP COM 63545P104 902 34600 SH DEFINED 02 09 34600 0 0 NATIONAL DATA CORP SUB NT CONV 5%03 635621AA3 23 21000 SH DEFINED 01 21000 0 0 NATIONAL DATA CORP COM 635621105 389 10830 SH DEFINED 01 0 0 10830 NATIONAL FUEL GAS CO N J COM 636180101 224 9732 SH DEFINED 01 0 0 9732 NATIONAL FUEL GAS CO N J COM 636180101 267 11600 SH DEFINED 06 0 11600 0 NATIONAL FUEL GAS CO N J COM 636180101 216 9400 SH DEFINED 02 09 9400 0 0 NATIONAL GOLF PPTYS INC COM 63623G109 6 400 SH DEFINED 01 0 0 400 NATIONAL GOLF PPTYS INC COM 63623G109 255 15900 SH DEFINED 06 0 15900 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 1965 89325 SH DEFINED 01 0 0 89325 NATIONAL SEMICONDUCTOR CORP COM 637640103 170 7700 SH DEFINED 06 0 7700 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 1636 74425 SH DEFINED 02 09 73325 0 1100 NATIONAL SEMICONDUCTOR CORP COM 637640103 2248 109000 SH DEFINED 15 109000 0 0 NATIONAL SVC INDS INC COM 637657107 48 2351 SH DEFINED 01 0 0 2351 NATIONAL SVC INDS INC COM 637657107 25 1200 SH DEFINED 06 0 1200 0 NATIONAL SVC INDS INC COM 637657107 792 38400 SH DEFINED 02 09 23600 0 14800 NATIONAL WESTMINSTER BK PLC SPON ADR C 638539882 280 10880 SH DEFINED 01 0 0 10880 NATIONS GOVT INCOME TERM 2003 COM 638583104 1374 138413 SH DEFINED 01 0 0 138413 NATIONS GOVT INCOME 2004 COM 638584102 560 56093 SH DEFINED 01 0 0 56093 NATIONWIDE FINL SVCS INC CL A 638612101 4334 116591 SH DEFINED 01 40141 0 76450 NATIONWIDE FINL SVCS INC CL A 638612101 256 6900 SH DEFINED 02 09 6900 0 0 NATIONWIDE HEALTH PPTYS INC COM 638620104 1389 70737 SH DEFINED 01 0 0 70737 NEIMAN MARCUS GROUP INC CL A 640204202 117 4800 SH DEFINED 01 0 0 4800 NEIMAN MARCUS GROUP INC CL A 640204202 22 900 SH DEFINED 02 900 0 0 NEIMAN MARCUS GROUP INC CL A 640204202 949 38800 SH DEFINED 06 0 38800 0 NEOTHERAPEUTICS INC COM 640656104 9 3000 SH DEFINED 01 1000 0 2000 NEOTHERAPEUTICS INC COM 640656104 202 67100 SH DEFINED 13 67100 0 0 NEOPHARM INC COM 640919106 14 1000 SH DEFINED 01 0 0 1000 NEOPHARM INC COM 640919106 4924 355900 SH DEFINED 13 355900 0 0 NETWORKS ASSOCS INC COM 640938106 104 8140 SH DEFINED 01 0 0 8140 NETWORKS ASSOCS INC COM 640938106 19 1500 SH DEFINED 02 1500 0 0 NETWORKS ASSOCS INC COM 640938106 1886 146300 SH DEFINED 06 0 146300 0 NETWORKS ASSOCS INC COM 640938106 1647 132300 SH DEFINED 15 132300 0 0 NETIQ CORP COM 64115P102 3 154 SH DEFINED 01 0 0 154 NETIQ CORP COM 64115P102 706 31000 SH DEFINED 06 0 31000 0 NETWORK APPLIANCE INC COM 64120L104 5626 827450 SH DEFINED 01 0 0 827450 NETWORK APPLIANCE INC COM 64120L104 138 20300 SH DEFINED 06 0 20300 0 NETWORK APPLIANCE INC COM 64120L104 1888 277719 SH DEFINED 02 09 231065 0 46654 NETWORK ENGINES INC COM 64121A107 10 17900 SH DEFINED 01 0 0 17900 NEUBERGER BERMAN INC COM 641234109 358 10300 SH DEFINED 02 09 10300 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 1096 34250 SH DEFINED 01 0 0 34250 NEW BRUNSWICK SCIENTIFIC INC COM 642876106 48 11930 SH DEFINED 01 0 0 11930 NEW GERMANY FD INC COM 644465106 400 75192 SH DEFINED 01 0 0 75192 NEW PLAN EXCEL RLTY TR INC COM 648053106 394 23050 SH DEFINED 01 0 0 23050 NEW PLAN EXCEL RLTY TR INC COM 648053106 39 2300 SH DEFINED 02 2300 0 0 NEW PLAN EXCEL RLTY TR INC COM 648053106 275 16100 SH DEFINED 06 0 16100 0 NEW TEL LTD SPONSORED ADR 648867109 12 12500 SH DEFINED 01 0 0 12500 NEW YORK TIMES CO CL A 650111107 9512 243733 SH DEFINED 01 180807 0 62926 NEW YORK TIMES CO CL A 650111107 1745 44720 SH DEFINED 06 0 44720 0 NEW YORK TIMES CO CL A 650111107 3735 95732 SH DEFINED 02 09 88455 0 7277 NEWCOR INC COM 651186108 13 14750 SH DEFINED 01 0 0 14750 NEWELL RUBBERMAID INC COM 651229106 736 32444 SH DEFINED 01 0 0 32444 NEWELL RUBBERMAID INC COM 651229106 425 18700 SH DEFINED 06 0 18700 0 NEWELL RUBBERMAID INC COM 651229106 7785 342855 SH DEFINED 02 09 243900 0 98955 NEWELL RUBBERMAID INC COM 651229106 813 36000 SH DEFINED 15 36000 0 0 NEWFIELD EXPL CO COM 651290108 266 9129 SH DEFINED 01 0 0 9129 NEWFIELD EXPL CO COM 651290108 1472 50400 SH DEFINED 06 0 50400 0 NEWMONT MINING CORP COM 651639106 2545 107854 SH DEFINED 01 3900 0 103954 NEWMONT MINING CORP COM 651639106 1036 43894 SH DEFINED 06 0 43894 0 NEWMONT MINING CORP COM 651639106 2171 92000 SH DEFINED 02 09 90400 0 1600 NEWPARK RES INC COM PAR $.01NEW 651718504 1 236 SH DEFINED 01 0 0 236 NEWPARK RES INC COM PAR $.01NEW 651718504 774 114700 SH DEFINED 06 0 114700 0 NEWPORT NEWS SHIPBUILDING INC COM 652228107 281 4183 SH DEFINED 01 788 0 3395 NEWPORT NEWS SHIPBUILDING INC COM 652228107 47 700 SH DEFINED 02 700 0 0 NEWPOWER HLDGS INC COM 652463100 35 11600 SH DEFINED 01 0 0 11600 NEWS CORP LTD ADR NEW 652487703 389 16158 SH DEFINED 01 0 0 16158 NEWS CORP LTD ADR NEW 652487703 778 33025 SH DEFINED 12 33025 0 0 NEWS CORP LTD SP ADR PFD 652487802 234 10995 SH DEFINED 01 70 0 10925 NEWS CORP LTD SP ADR PFD 652487802 638 29964 SH DEFINED 06 0 29964 0 NEWS CORP LTD SP ADR PFD 652487802 746 36393 SH DEFINED 12 36393 0 0 NEXTEL COMMUNICATIONS INC CL A 65332V103 31696 3668556 SH DEFINED 01 143962 0 3524594 NEXTEL COMMUNICATIONS INC CL A 65332V103 352 40600 SH DEFINED 06 0 40600 0 NEXTEL COMMUNICATIONS INC CL A 65332V103 17844 2065417 SH DEFINED 02 09 1960675 0 104742 NEXTEL COMMUNICATIONS INC CL A 65332V103 0 2225 SH DEFINED 11 0 2225 0 NEXTEL PARTNERS INC CL A 65333F107 6 990 SH DEFINED 01 0 0 990 NEXTEL PARTNERS INC CL A 65333F107 269 40000 SH DEFINED 06 0 40000 0 NIAGARA MOHAWK HLDGS INC COM 653520106 38 2263 SH DEFINED 01 0 0 2263 NIAGARA MOHAWK HLDGS INC COM 653520106 127 7500 SH DEFINED 06 0 7500 0 NIAGARA MOHAWK HLDGS INC COM 653520106 1229 72475 SH DEFINED 02 09 71375 0 1100 NICOR INC COM 654086107 6818 175974 SH DEFINED 01 0 0 175974 NICOR INC COM 654086107 39 1000 SH DEFINED 06 0 1000 0 NICOR INC COM 654086107 1459 37675 SH DEFINED 02 09 25300 0 12375 NIKE INC CL B 654106103 2550 54485 SH DEFINED 01 0 0 54485 NIKE INC CL B 654106103 660 14100 SH DEFINED 06 0 14100 0 NIKE INC CL B 654106103 9429 201450 SH DEFINED 02 09 163094 0 38356 NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 438 18940 SH DEFINED 01 180 0 18760 NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 3975 171700 SH DEFINED 06 0 171700 0 NISOURCE INC COM 65473P105 3945 169248 SH DEFINED 01 24421 0 144827 NISOURCE INC COM 65473P105 1189 51000 SH DEFINED 06 0 51000 0 NISOURCE INC COM 65473P105 4800 205971 SH DEFINED 02 09 160542 0 45429 NISSAN MOTORS SPONSORED ADR 654744408 236 27585 SH DEFINED 01 0 0 27585 NOBEL LEARNING CMNTYS INC COM 654889104 244 29600 SH DEFINED 01 0 0 29600 NOBLE AFFILIATES INC COM 654894104 825 26639 SH DEFINED 01 0 0 26639 NOBLE AFFILIATES INC COM 654894104 210 6800 SH DEFINED 02 09 6800 0 0 NOKIA CORP SPONSORED ADR 654902204 44539 2845972 SH DEFINED 01 545 0 2845427 NOKIA CORP SPONSORED ADR 654902204 11595 740900 SH DEFINED 02 740900 0 0 NOKIA CORP SPONSORED ADR 654902204 10219 653000 SH DEFINED 06 0 653000 0 NOKIA CORP SPONSORED ADR 654902204 0 7050 SH DEFINED 11 0 7050 0 NOKIA CORP SPONSORED ADR 654902204 158 9976 SH DEFINED 12 9976 0 0 NOBLE DRILLING CORP COM 655042109 1071 44631 SH DEFINED 01 0 0 44631 NOBLE DRILLING CORP COM 655042109 146 6100 SH DEFINED 06 0 6100 0 NOBLE DRILLING CORP COM 655042109 1377 57375 SH DEFINED 02 09 56475 0 900 NORAM ENERGY CORP SUB DEB CV 6%12 655419AC3 104 110100 SH DEFINED 01 0 0 110100 NORDSTROM INC COM 655664100 726 50247 SH DEFINED 01 0 0 50247 NORDSTROM INC COM 655664100 113 7800 SH DEFINED 06 0 7800 0 NORDSTROM INC COM 655664100 1536 106375 SH DEFINED 02 09 87875 0 18500 NORDSTROM INC COM 655664100 561 38900 SH DEFINED 15 38900 0 0 NORFOLK SOUTHERN CORP COM 655844108 1284 79712 SH DEFINED 01 0 0 79712 NORFOLK SOUTHERN CORP COM 655844108 303 18800 SH DEFINED 06 0 18800 0 NORFOLK SOUTHERN CORP COM 655844108 4019 249375 SH DEFINED 02 09 215275 0 34100 NORTEK INC COM 656559101 25 1200 SH DEFINED 01 0 0 1200 NORTEK INC COM 656559101 1147 54400 SH DEFINED 15 54400 0 0 NORTEL NETWORKS CORP NEW COM 656568102 6053 1079072 SH DEFINED 01 235553 0 843519 NORTEL NETWORKS CORP NEW COM 656568102 905 161300 SH DEFINED 06 0 161300 0 NORTEL NETWORKS CORP NEW COM 656568102 10545 1879740 SH DEFINED 02 09 1594030 0 285710 NORTH FORK BANCORPORATION NY COM 659424105 1286 43272 SH DEFINED 01 0 0 43272 NORTH FORK BANCORPORATION NY COM 659424105 697 23500 SH DEFINED 02 09 23500 0 0 NORTHEAST UTILS COM 664397106 59 3189 SH DEFINED 01 0 0 3189 NORTHEAST UTILS COM 664397106 145 7800 SH DEFINED 02 09 7800 0 0 NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 5096 131195 SH DEFINED 01 0 0 131195 NORTHERN TR CORP COM 665859104 6546 124747 SH DEFINED 01 0 0 124747 NORTHERN TR CORP COM 665859104 562 10700 SH DEFINED 06 0 10700 0 NORTHERN TR CORP COM 665859104 7894 150450 SH DEFINED 02 09 136575 0 13875 NORTHROP GRUMMAN CORP COM 666807102 1385 13719 SH DEFINED 01 0 0 13719 NORTHROP GRUMMAN CORP COM 666807102 960 9500 SH DEFINED 06 0 9500 0 NORTHROP GRUMMAN CORP COM 666807102 8035 79565 SH DEFINED 02 09 67021 0 12544 NORTHWEST NAT GAS CO COM 667655104 49 2136 SH DEFINED 01 0 0 2136 NORTHWEST NAT GAS CO COM 667655104 299 12800 SH DEFINED 06 0 12800 0 NOVARTIS A G SPONSORED ADR 66987V109 2298 59049 SH DEFINED 01 0 0 59049 NU HORIZONS ELECTRS CORP COM 669908105 128 17000 SH DEFINED 01 0 0 17000 NOVADIGM INC COM 669937104 391 53200 SH DEFINED 01 0 0 53200 NUANCE COMMUNICATIONS INC COM 669967101 81 12550 SH DEFINED 01 0 0 12550 NOVELL INC COM 670006105 154 42150 SH DEFINED 01 0 0 42150 NOVELL INC COM 670006105 59 16200 SH DEFINED 06 0 16200 0 NOVELL INC COM 670006105 570 156000 SH DEFINED 02 09 153500 0 2500 NOVELLUS SYS INC COM 670008101 3643 127564 SH DEFINED 01 0 0 127564 NOVELLUS SYS INC COM 670008101 2113 74000 SH DEFINED 06 0 74000 0 NOVELLUS SYS INC COM 670008101 2757 96550 SH DEFINED 02 09 84050 0 12500 NSTAR COM 67019E107 398 9517 SH DEFINED 01 0 0 9517 NSTAR COM 67019E107 271 6500 SH DEFINED 02 09 6500 0 0 NUCOR CORP COM 670346105 1207 30420 SH DEFINED 01 0 0 30420 NUCOR CORP COM 670346105 155 3900 SH DEFINED 06 0 3900 0 NUCOR CORP COM 670346105 1983 49975 SH DEFINED 02 09 47375 0 2600 NUEVO ENERGY CO COM 670509108 240 17255 SH DEFINED 01 16155 0 1100 NUVEEN INSD PREM INCOME MUN 2 COM 6706D8104 814 59025 SH DEFINED 01 0 0 59025 NUVEEN PREM INCOME MUN FD 4 COM 6706K4105 567 42057 SH DEFINED 01 0 0 42057 NUVEEN INVT QUALITY MUN FD INC COM 67062E103 673 45601 SH DEFINED 01 0 0 45601 NUVEEN NY MUN VALUE FD COM 67062M105 257 27150 SH DEFINED 01 0 0 27150 NUVEEN INSD QUALITY MUN FD INC COM 67062N103 235 15877 SH DEFINED 01 0 0 15877 NUVEEN PREM INCOME MUN FD COM 67062T100 543 38547 SH DEFINED 01 0 0 38547 NUVEEN MUN MKT OPPORTUNITY FD COM 67062W103 183 12700 SH DEFINED 01 0 0 12700 NUVEEN SELECT TAX FREE INCM 3 SH BEN INT 67063X100 206 15216 SH DEFINED 01 0 0 15216 NVIDIA CORP COM 67066G104 1563 56910 SH DEFINED 01 0 0 56910 NVIDIA CORP COM 67066G104 551 20060 SH DEFINED 06 0 20060 0 NVIDIA CORP COM 67066G104 667 24310 SH DEFINED 02 09 23520 0 790 NUVEEN DIVID ADVANTAGE MUN FD COM 67066V101 165 11000 SH DEFINED 01 0 0 11000 NUVEEN NY DIVID ADVNTG MUN FD COM 67066X107 174 12100 SH DEFINED 01 0 0 12100 NUVEEN SR INCOME FD COM 67067Y104 137 15000 SH DEFINED 01 0 0 15000 OGE ENERGY CORP COM 670837103 94 4300 SH DEFINED 01 0 0 4300 OGE ENERGY CORP COM 670837103 43 2000 SH DEFINED 02 2000 0 0 OGE ENERGY CORP COM 670837103 330 15100 SH DEFINED 06 0 15100 0 NUVEEN MUN VALUE FD INC COM 670928100 811 87676 SH DEFINED 01 0 0 87676 NUVEEN SELECT QUALITY MUN FD COM 670973106 187 12995 SH DEFINED 01 0 0 12995 NUVEEN NY SELECT QUALITY MUN COM 670976109 290 20068 SH DEFINED 01 0 0 20068 NUVEEN QUALITY INCOME MUN FD COM 670977107 252 17458 SH DEFINED 01 0 0 17458 NUVEEN TEX QUALITY INCOME MUN COM 670983105 165 11401 SH DEFINED 01 0 0 11401 NUVEEN INSD MUN OPPORTUNITY FD COM 670984103 442 30147 SH DEFINED 01 0 0 30147 OTG SOFTWARE INC COM 671059103 139 29810 SH DEFINED 12 29810 0 0 OAK TECHNOLOGY INC COM 671802106 1568 224000 SH DEFINED 15 224000 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 2032 83508 SH DEFINED 01 8124 0 75384 OCCIDENTAL PETE CORP DEL COM 674599105 494 20300 SH DEFINED 06 0 20300 0 OCCIDENTAL PETE CORP DEL COM 674599105 8517 349955 SH DEFINED 02 09 278435 0 71520 OCEAN ENERGY INC DEL COM 67481E106 1986 121900 SH DEFINED 01 0 0 121900 OCEAN ENERGY INC DEL COM 67481E106 404 24900 SH DEFINED 02 09 24900 0 0 OCEAN ENERGY INC DEL COM 67481E106 4534 286100 SH DEFINED 15 286100 0 0 OCULAR SCIENCES INC COM 675744106 415 20500 SH DEFINED 01 0 0 20500 ODWALLA INC COM 676111107 140 22500 SH DEFINED 01 0 0 22500 OFFICEMAX INC COM 67622M108 56 18667 SH DEFINED 01 0 0 18667 OFFICE DEPOT INC COM 676220106 2157 158646 SH DEFINED 01 88662 0 69984 OFFICE DEPOT INC COM 676220106 1678 123450 SH DEFINED 02 121450 0 2000 OFFICE DEPOT INC COM 676220106 891 65500 SH DEFINED 06 0 65500 0 OHIO CAS CORP COM 677240103 179 13800 SH DEFINED 01 0 0 13800 OLD NATL BANCORP IND COM 680033107 4 162 SH DEFINED 01 0 0 162 OLD NATL BANCORP IND COM 680033107 231 8900 SH DEFINED 02 09 8900 0 0 OLD REP INTL CORP COM 680223104 126 4820 SH DEFINED 01 0 0 4820 OLD REP INTL CORP COM 680223104 463 17700 SH DEFINED 02 09 17700 0 0 OLIN CORP COM PAR $1 680665205 14 999 SH DEFINED 01 0 0 999 OLIN CORP COM PAR $1 680665205 284 19300 SH DEFINED 06 0 19300 0 OMNICARE INC COM 681904108 386 17711 SH DEFINED 01 0 0 17711 OMNICARE INC COM 681904108 52 2400 SH DEFINED 02 2400 0 0 OMNICOM GROUP INC COM 681919106 4440 68428 SH DEFINED 01 0 0 68428 OMNICOM GROUP INC COM 681919106 643 9900 SH DEFINED 06 0 9900 0 OMNICOM GROUP INC COM 681919106 9596 147876 SH DEFINED 02 09 119330 0 28546 ON ASSIGNMENT INC COM 682159108 1235 76800 SH DEFINED 06 0 76800 0 ONE VOICE TECHNOLOGIES INC COM 682421102 8 18000 SH DEFINED 01 0 0 18000 OPEN MKT INC COM 68370M100 172 431489 SH DEFINED 01 344679 0 86810 OPENWAVE SYS INC COM 683718100 1114 87450 SH DEFINED 01 33 0 87417 OPENWAVE SYS INC COM 683718100 19 1500 SH DEFINED 06 0 1500 0 OPENWAVE SYS INC COM 683718100 120 9445 SH DEFINED 02 09 8935 0 510 OPLINK COMMUNICATIONS INC COM 68375Q106 13 20000 SH DEFINED 01 0 0 20000 OPTICAL COMMUNICATION PRODS CL A 68382T101 101 43800 SH DEFINED 01 0 0 43800 ORACLE CORP COM 68389X105 83485 6636361 SH DEFINED 01 624930 0 6011431 ORACLE CORP COM 68389X105 5983 475613 SH DEFINED 06 0 475613 0 ORACLE CORP COM 68389X105 54661 4345175 SH DEFINED 02 09 3525710 0 819465 ORACLE CORP COM 68389X105 0 13760 SH DEFINED 11 0 13760 0 ORACLE CORP COM 68389X105 1481 123014 SH DEFINED 12 123014 0 0 OPTI INC COM 683960108 326 116600 SH DEFINED 01 0 0 116600 OPTIKA INC COM 683973101 8 10000 SH DEFINED 01 0 0 10000 ORAPHARMA INC COM 68554E106 1647 300000 SH DEFINED 14 300000 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 708 69150 SH DEFINED 01 0 0 69150 ORCHID BIOSCIENCES INC COM 68571P100 31 14300 SH DEFINED 01 0 0 14300 ORCHID BIOSCIENCES INC COM 68571P100 600 300000 SH DEFINED 13 300000 0 0 ORIENTAL FINL GROUP INC COM 68618W100 292 14533 SH DEFINED 02 0 0 14533 ORIENTAL FINL GROUP INC COM 68618W100 0 14533 SH DEFINED 11 0 14533 0 ORPHAN MED INC COM 687303107 4863 685000 SH DEFINED 13 685000 0 0 ORTHOLOGIC CORP COM 68750J107 402 115000 SH DEFINED 01 0 0 115000 ORTHODONTIC CTRS AMER INC COM 68750P103 1134 46006 SH DEFINED 01 0 0 46006 ORTHALLIANCE INC CL A 687913103 280 109940 SH DEFINED 01 0 0 109940 OSTEX INTL INC COM 68859Q101 38 15700 SH DEFINED 01 0 0 15700 O2WIRELESS SOLUTIONS INC COM 689803104 26 20725 SH DEFINED 01 0 0 20725 OUTBACK STEAKHOUSE INC COM 689899102 247 9649 SH DEFINED 01 0 0 9649 OUTBACK STEAKHOUSE INC COM 689899102 280 11000 SH DEFINED 02 09 11000 0 0 OWENS CORNING COM 69073F103 19 15021 SH DEFINED 01 12121 0 2900 OWENS & MINOR INC NEW COM 690732102 40 2000 SH DEFINED 01 0 0 2000 OWENS & MINOR INC NEW COM 690732102 365 18000 SH DEFINED 06 0 18000 0 OWENS ILL INC COM NEW 690768403 85 21315 SH DEFINED 01 0 0 21315 OXFORD HEALTH PLANS INC COM 691471106 3220 113413 SH DEFINED 01 0 0 113413 OXFORD HEALTH PLANS INC COM 691471106 3573 125800 SH DEFINED 06 0 125800 0 OXFORD HEALTH PLANS INC COM 691471106 332 11700 SH DEFINED 09 11700 0 0 PC-TEL INC COM 69325Q105 2285 304700 SH DEFINED 01 0 0 304700 P-COM INC COM 693262107 13 49629 SH DEFINED 01 0 0 49629 PG&E CORP COM 69331C108 259 17050 SH DEFINED 01 0 0 17050 PG&E CORP COM 69331C108 309 20300 SH DEFINED 06 0 20300 0 PG&E CORP COM 69331C108 4463 293675 SH DEFINED 02 09 240775 0 52900 PIMCO COML MTG SECS TR INC COM 693388100 536 38292 SH DEFINED 01 0 0 38292 PLX TECHNOLOGY INC COM 693417107 1 250 SH DEFINED 01 0 0 250 PLX TECHNOLOGY INC COM 693417107 2027 397800 SH DEFINED 15 397800 0 0 PMC-SIERRA INC COM 69344F106 568 55366 SH DEFINED 01 726 0 54640 PMC-SIERRA INC COM 69344F106 180 17300 SH DEFINED 06 0 17300 0 PMC-SIERRA INC COM 69344F106 770 75100 SH DEFINED 02 09 74000 0 1100 PMC-SIERRA INC COM 69344F106 274 27300 SH DEFINED 15 27300 0 0 PMI GROUP INC COM 69344M101 5718 91661 SH DEFINED 01 0 0 91661 PMI GROUP INC COM 69344M101 181 2900 SH DEFINED 06 0 2900 0 PMI GROUP INC COM 69344M101 1072 17200 SH DEFINED 02 09 17200 0 0 PNC FINL SVCS GROUP INC COM 693475105 13178 230191 SH DEFINED 01 0 0 230191 PNC FINL SVCS GROUP INC COM 693475105 1082 18900 SH DEFINED 06 0 18900 0 PNC FINL SVCS GROUP INC COM 693475105 24705 431552 SH DEFINED 02 09 400200 0 31352 PNC FINL SVCS GROUP INC COM 693475105 0 4100 SH DEFINED 11 0 4100 0 PPG INDS INC COM 693506107 3197 69892 SH DEFINED 01 2802 0 67090 PPG INDS INC COM 693506107 773 16900 SH DEFINED 06 0 16900 0 PPG INDS INC COM 693506107 8066 176321 SH DEFINED 02 09 136100 0 40221 PPL CORP COM 69351T106 794 24384 SH DEFINED 01 0 0 24384 PPL CORP COM 69351T106 300 9200 SH DEFINED 06 0 9200 0 PPL CORP COM 69351T106 5101 156503 SH DEFINED 02 09 116650 0 39853 PPT VISION INC COM 693519100 17 11500 SH DEFINED 01 0 0 11500 PRI AUTOMATION INC COM 69357H106 0 30 SH DEFINED 01 0 0 30 PRI AUTOMATION INC COM 69357H106 802 80000 SH DEFINED 06 0 80000 0 PSS WORLD MED INC COM 69366A100 242 25420 SH DEFINED 01 0 0 25420 PAC-WEST TELECOM INC COM 69371Y101 12 22020 SH DEFINED 01 0 0 22020 PACCAR INC COM 693718108 724 14760 SH DEFINED 01 0 0 14760 PACCAR INC COM 693718108 182 3700 SH DEFINED 06 0 3700 0 PACCAR INC COM 693718108 1782 36350 SH DEFINED 02 09 35750 0 600 PACIFICARE HEALTH SYS DEL COM 695112102 315 25080 SH DEFINED 01 0 0 25080 PACTIV CORP COM 695257105 1471 101542 SH DEFINED 01 3982 0 97560 PACTIV CORP COM 695257105 1917 132300 SH DEFINED 06 0 132300 0 PACTIV CORP COM 695257105 595 41100 SH DEFINED 09 25700 0 15400 PALL CORP COM 696429307 324 16683 SH DEFINED 01 0 0 16683 PALL CORP COM 696429307 117 6000 SH DEFINED 06 0 6000 0 PALL CORP COM 696429307 1161 59750 SH DEFINED 02 09 58550 0 1200 PALM INC COM 696642107 754 517055 SH DEFINED 01 152576 0 364479 PALM INC COM 696642107 47 32300 SH DEFINED 06 0 32300 0 PALM INC COM 696642107 732 502265 SH DEFINED 02 09 395861 0 106404 PANAMSAT CORP NEW COM 697933109 310 13314 SH DEFINED 01 0 0 13314 PANAMSAT CORP NEW COM 697933109 271 11700 SH DEFINED 02 09 11700 0 0 PAN PACIFIC RETAIL PPTYS INC COM 69806L104 604 22957 SH DEFINED 01 0 0 22957 PANAVISION INC COM NEW 69830E209 183 37800 SH DEFINED 01 0 0 37800 PANERA BREAD CO CL A 69840W108 217 6215 SH DEFINED 01 0 0 6215 PARAMETRIC TECHNOLOGY CORP COM 699173100 103 19893 SH DEFINED 01 0 0 19893 PARAMETRIC TECHNOLOGY CORP COM 699173100 62 12000 SH DEFINED 06 0 12000 0 PARAMETRIC TECHNOLOGY CORP COM 699173100 653 126125 SH DEFINED 02 09 124225 0 1900 PARK PL ENTMT CORP COM 700690100 37 5175 SH DEFINED 01 0 0 5175 PARK PL ENTMT CORP COM 700690100 125 17300 SH DEFINED 02 09 6800 0 10500 PARKER DRILLING CO SUB NT CV 5.5%04 701081AD3 110 125000 SH DEFINED 01 0 0 125000 PARKER DRILLING CO COM 701081101 122 39700 SH DEFINED 01 0 0 39700 PARKER HANNIFIN CORP COM 701094104 150 4395 SH DEFINED 01 0 0 4395 PARKER HANNIFIN CORP COM 701094104 217 6300 SH DEFINED 06 0 6300 0 PARKER HANNIFIN CORP COM 701094104 2568 74917 SH DEFINED 02 09 67900 0 7017 PARLEX CORP COM 701630105 228 25200 SH DEFINED 01 0 0 25200 PARTY CITY CORP COM 702145103 295 46200 SH DEFINED 01 0 0 46200 PATINA OIL & GAS CORP COM 703224105 308 13400 SH DEFINED 06 0 13400 0 PATTERSON UTI ENERGY INC COM 703481101 330 26765 SH DEFINED 01 0 0 26765 PATTERSON UTI ENERGY INC COM 703481101 546 44200 SH DEFINED 06 0 44200 0 PAWNMART INC WT B EX 031704 704157122 0 10000 SH DEFINED 01 10000 0 0 PAYCHEX INC COM 704326107 3880 123136 SH DEFINED 01 0 0 123136 PAYCHEX INC COM 704326107 2737 86850 SH DEFINED 06 0 86850 0 PAYCHEX INC COM 704326107 13053 414273 SH DEFINED 02 09 330697 0 83576 PAYCHEX INC COM 704326107 972 32000 SH DEFINED 15 32000 0 0 PEABODY ENERGY CORP COM 704549104 215 8950 SH DEFINED 01 0 0 8950 PEERLESS MFG CO COM 705514107 235 6100 SH DEFINED 01 0 0 6100 PEGASUS COMMUNICATIONS CORP CL A 705904100 202 28975 SH DEFINED 01 0 0 28975 PENNEY J C INC COM 708160106 504 23039 SH DEFINED 01 0 0 23039 PENNEY J C INC COM 708160106 2305 105275 SH DEFINED 02 103475 0 1800 PENNEY J C INC COM 708160106 256 11700 SH DEFINED 06 0 11700 0 PENNZOIL-QUAKER STATE COMPANY COM 709323109 903 80779 SH DEFINED 01 0 0 80779 PENTAIR INC COM 709631105 2046 66512 SH DEFINED 01 0 0 66512 PENTAIR INC COM 709631105 58 1900 SH DEFINED 02 1900 0 0 PENTON MEDIA INC COM 709668107 0 50 SH DEFINED 01 0 0 50 PENTON MEDIA INC COM 709668107 531 42500 SH DEFINED 07 42500 0 0 PENWEST PHARMACEUTICALS CO COM 709754105 103 6000 SH DEFINED 01 0 0 6000 PENWEST PHARMACEUTICALS CO COM 709754105 264 17000 SH DEFINED 13 17000 0 0 PEOPLES ENERGY CORP COM 711030106 366 9209 SH DEFINED 01 0 0 9209 PEOPLES ENERGY CORP COM 711030106 7 200 SH DEFINED 02 0 0 200 PEOPLES ENERGY CORP COM 711030106 326 8200 SH DEFINED 06 0 8200 0 PEOPLESOFT INC COM 712713106 766 42478 SH DEFINED 01 35118 0 7360 PEOPLESOFT INC COM 712713106 290 16100 SH DEFINED 06 0 16100 0 PEOPLESOFT INC COM 712713106 4517 250425 SH DEFINED 02 09 202425 0 48000 PEPSI BOTTLING GROUP INC COM 713409100 844 18326 SH DEFINED 01 0 0 18326 PEPSI BOTTLING GROUP INC COM 713409100 2207 47900 SH DEFINED 06 0 47900 0 PEPSI BOTTLING GROUP INC COM 713409100 2054 44600 SH DEFINED 09 28600 0 16000 PEPSIAMERICAS INC COM 71343P200 3386 226500 SH DEFINED 01 220000 0 6500 PEPSIAMERICAS INC COM 71343P200 31 2100 SH DEFINED 02 2100 0 0 PEPSIAMERICAS INC COM 71343P200 801 53600 SH DEFINED 06 0 53600 0 PEPSICO INC COM 713448108 78948 1627804 SH DEFINED 01 60112 0 1567692 PEPSICO INC COM 713448108 15906 327955 SH DEFINED 06 0 327955 0 PEPSICO INC COM 713448108 74034 1526507 SH DEFINED 02 09 1330585 0 195922 PEPSICO INC COM 713448108 0 6935 SH DEFINED 11 0 6935 0 PEREGRINE SYSTEMS INC COM 71366Q101 99 7910 SH DEFINED 01 0 0 7910 PEREGRINE SYSTEMS INC COM 71366Q101 941 74500 SH DEFINED 06 0 74500 0 PEREGRINE SYSTEMS INC COM 71366Q101 54 4300 SH DEFINED 09 4300 0 0 PEREGRINE PHARMACEUTICALS INC COM 713661106 68 69575 SH DEFINED 01 0 0 69575 PERKINELMER INC COM 714046109 7793 297017 SH DEFINED 01 0 0 297017 PERKINELMER INC COM 714046109 121 4600 SH DEFINED 06 0 4600 0 PERKINELMER INC COM 714046109 1185 45200 SH DEFINED 02 09 44500 0 700 PERKINELMER INC COM 714046109 3496 135800 SH DEFINED 15 135800 0 0 PERMIAN BASIN RTY TR UNIT BEN INT 714236106 221 39500 SH DEFINED 01 0 0 39500 PEROT SYS CORP CL A 714265105 16 1000 SH DEFINED 01 0 0 1000 PEROT SYS CORP CL A 714265105 3323 221300 SH DEFINED 15 221300 0 0 PERVASIVE SOFTWARE INC COM 715710109 16 10000 SH DEFINED 01 0 0 10000 PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 71654V101 127 6657 SH DEFINED 01 85 0 6572 PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 71654V101 3971 206800 SH DEFINED 06 0 206800 0 PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 71654V408 715 36224 SH DEFINED 01 0 0 36224 PETROLEUM & RES CORP COM 716549100 354 15655 SH DEFINED 01 0 0 15655 PETROLEUM GEO-SVCS A/S SPONSORED ADR 716597109 2164 343524 SH DEFINED 01 0 0 343524 PHARMACYCLICS INC COM 716933106 193 11600 SH DEFINED 15 11600 0 0 PFIZER INC COM 717081103 229099 5713203 SH DEFINED 01 112796 0 5600407 PFIZER INC COM 717081103 40066 999140 SH DEFINED 06 0 999140 0 PFIZER INC COM 717081103 212837 5307681 SH DEFINED 02 09 4320369 0 987312 PFIZER INC COM 717081103 0 11070 SH DEFINED 11 0 11070 0 PFIZER INC COM 717081103 32117 808000 SH DEFINED 13 808000 0 0 PHARMACEUTICAL PROD DEV INC COM 717124101 700 23919 SH DEFINED 01 0 0 23919 PHARMACEUTICAL RES INC COM 717125108 134 3760 SH DEFINED 01 0 0 3760 PHARMACEUTICAL RES INC COM 717125108 421 12600 SH DEFINED 15 12600 0 0 PHARMACOPEIA INC COM 71713B104 174 13450 SH DEFINED 01 0 0 13450 PHARMACOPEIA INC COM 71713B104 7334 619000 SH DEFINED 13 619000 0 0 PHARMACIA CORP COM 71713U102 21061 519266 SH DEFINED 01 3690 0 515576 PHARMACIA CORP COM 71713U102 13054 321845 SH DEFINED 06 0 321845 0 PHARMACIA CORP COM 71713U102 54928 1354267 SH DEFINED 02 09 1129615 0 224652 PHARMACIA CORP COM 71713U102 0 600 SH DEFINED 11 0 600 0 PHARMACIA CORP COM 71713U102 23113 577000 SH DEFINED 14 577000 0 0 PHARMACIA CORP ADJ CONVR RATE 71713U201 549 14411 SH DEFINED 01 0 0 14411 PHARMOS CORP COM NEW 717139208 69 28300 SH DEFINED 01 0 0 28300 PHELPS DODGE CORP COM 717265102 537 19555 SH DEFINED 01 2874 0 16681 PHELPS DODGE CORP COM 717265102 116 4200 SH DEFINED 06 0 4200 0 PHELPS DODGE CORP COM 717265102 1124 40875 SH DEFINED 02 09 40075 0 800 PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 261 9955 SH DEFINED 01 0 0 9955 PHILIP MORRIS COS INC COM 718154107 30766 637122 SH DEFINED 01 30808 0 606314 PHILIP MORRIS COS INC COM 718154107 11599 240200 SH DEFINED 06 0 240200 0 PHILIP MORRIS COS INC COM 718154107 77107 1596763 SH DEFINED 02 09 1452550 0 144213 PHILIP MORRIS COS INC PUT 7181549MH 289 6000 SH PUT DEFINED 01 0 0 60 PHILLIPS PETE CO COM 718507106 1872 34710 SH DEFINED 01 50 0 34660 PHILLIPS PETE CO COM 718507106 1786 33110 SH DEFINED 06 0 33110 0 PHILLIPS PETE CO COM 718507106 19451 360625 SH DEFINED 02 09 286782 0 73843 PHOSPHATE RESOURCE PARTNERS DEPOSITARY UNT 719217101 324 91412 SH DEFINED 01 0 0 91412 PHOTOMEDEX INC COM 719358103 25 25000 SH DEFINED 01 0 0 25000 PILGRIM PRIME RATE TR NEW SH BEN INT 72146W103 258 37326 SH DEFINED 01 0 0 37326 PINNACLE WEST CAP CORP COM 723484101 347 8756 SH DEFINED 01 0 0 8756 PINNACLE WEST CAP CORP COM 723484101 183 4600 SH DEFINED 06 0 4600 0 PINNACLE WEST CAP CORP COM 723484101 2514 63350 SH DEFINED 02 09 55550 0 7800 PIONEER INTREST SHS COM 723703104 469 41535 SH DEFINED 01 0 0 41535 PITNEY BOWES INC COM 724479100 4094 107181 SH DEFINED 01 16223 0 90958 PITNEY BOWES INC COM 724479100 2601 68000 SH DEFINED 06 0 68000 0 PITNEY BOWES INC COM 724479100 8639 226171 SH DEFINED 02 09 185925 0 40246 PIXELWORKS INC COM 72581M107 137 10950 SH DEFINED 01 0 0 10950 PIXAR COM 725811103 1274 31545 SH DEFINED 01 0 0 31545 PIXAR COM 725811103 4 100 SH DEFINED 02 100 0 0 PLACER DOME INC COM 725906101 405 31679 SH DEFINED 01 100 0 31579 PLACER DOME INC COM 725906101 206 16100 SH DEFINED 06 0 16100 0 PLACER DOME INC COM 725906101 1780 139250 SH DEFINED 02 09 136750 0 2500 PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN 726503105 1070 41801 SH DEFINED 01 0 0 41801 PLANTRONICS INC NEW COM 727493108 563 33067 SH DEFINED 01 0 0 33067 PLATO LEARNING INC COM 72764Y100 204 8462 SH DEFINED 01 0 0 8462 PLUM CREEK TIMBER CO INC COM 729251108 1853 69377 SH DEFINED 01 0 0 69377 PLUM CREEK TIMBER CO INC COM 729251108 210 7895 SH DEFINED 02 09 6095 0 1800 POHANG IRON & STL LTD SPONSORED ADR 730450103 2247 143130 SH DEFINED 01 0 0 143130 POHANG IRON & STL LTD SPONSORED ADR 730450103 2695 171680 SH DEFINED 06 0 171680 0 POLARIS INDS INC COM 731068102 249 6491 SH DEFINED 01 0 0 6491 POLAROID CORP COM 731095105 44 85750 SH DEFINED 01 0 0 85750 POLO RALPH LAUREN CORP CL A 731572103 427 22822 SH DEFINED 01 0 0 22822 POLO RALPH LAUREN CORP CL A 731572103 26 1400 SH DEFINED 02 1400 0 0 POLYCOM INC COM 73172K104 172 7073 SH DEFINED 01 0 0 7073 POLYCOM INC COM 73172K104 1891 77600 SH DEFINED 06 0 77600 0 POLYONE CORP COM 73179P106 102 13125 SH DEFINED 01 0 0 13125 POPE & TALBOT INC COM 732827100 20 1600 SH DEFINED 01 0 0 1600 POPE & TALBOT INC COM 732827100 270 21100 SH DEFINED 06 0 21100 0 POPULAR INC COM 733174106 36 1165 SH DEFINED 01 0 0 1165 POPULAR INC COM 733174106 6932 222200 SH DEFINED 02 09 28400 0 193800 POPULAR INC COM 733174106 0 193800 SH DEFINED 11 0 193800 0 PORTAL SOFTWARE INC COM 736126103 24 16559 SH DEFINED 01 0 0 16559 PORTAL SOFTWARE INC COM 736126103 5 3500 SH DEFINED 09 0 0 3500 PORTUGAL TELECOM SGPS S A SPONSORED ADR 737273102 226 31502 SH DEFINED 01 0 0 31502 PORTUGAL TELECOM SGPS S A SPONSORED ADR 737273102 3099 431664 SH DEFINED 06 0 431664 0 POSSIS MEDICAL INC COM 737407106 425 36400 SH DEFINED 01 0 0 36400 POST PPTYS INC COM 737464107 601 16230 SH DEFINED 01 0 0 16230 POTLATCH CORP COM 737628107 271 10076 SH DEFINED 01 2976 0 7100 POTOMAC ELEC PWR CO COM 737679100 257 11733 SH DEFINED 01 0 0 11733 POTOMAC ELEC PWR CO COM 737679100 319 14600 SH DEFINED 02 09 14600 0 0 POWER INTEGRATIONS INC COM 739276103 9 500 SH DEFINED 01 0 0 500 POWER INTEGRATIONS INC COM 739276103 472 25900 SH DEFINED 06 0 25900 0 POWER INTEGRATIONS INC COM 739276103 1714 92200 SH DEFINED 15 92200 0 0 POWER-ONE INC COM 739308104 325 52880 SH DEFINED 01 0 0 52880 POWER-ONE INC COM 739308104 23 3800 SH DEFINED 06 0 3800 0 POWER-ONE INC COM 739308104 199 32400 SH DEFINED 02 09 31800 0 600 POWERWAVE TECHNOLOGIES INC COM 739363109 75 6350 SH DEFINED 01 0 0 6350 POWERWAVE TECHNOLOGIES INC COM 739363109 565 47400 SH DEFINED 06 0 47400 0 POWERWAVE TECHNOLOGIES INC COM 739363109 287 25000 SH DEFINED 15 25000 0 0 PRACTICEWORKS INC COM 739419109 82 13800 SH DEFINED 01 0 0 13800 PRAECIS PHARMACEUTICALS INC COM 739421105 20 5600 SH DEFINED 01 0 0 5600 PRAECIS PHARMACEUTICALS INC COM 739421105 189 50700 SH DEFINED 06 0 50700 0 PRAECIS PHARMACEUTICALS INC COM 739421105 2704 753700 SH DEFINED 14 753700 0 0 PRAXAIR INC COM 74005P104 820 19538 SH DEFINED 01 0 0 19538 PRAXAIR INC COM 74005P104 441 10500 SH DEFINED 06 0 10500 0 PRAXAIR INC COM 74005P104 8604 204881 SH DEFINED 02 09 154150 0 50731 PRE PAID LEGAL SVCS INC COM 740065107 335 19453 SH DEFINED 01 0 0 19453 PRECISION CASTPARTS CORP COM 740189105 1646 74169 SH DEFINED 01 0 0 74169 PRECISION CASTPARTS CORP COM 740189105 351 15800 SH DEFINED 06 0 15800 0 PRECISION CASTPARTS CORP COM 740189105 148 6700 SH DEFINED 02 09 6700 0 0 PRECISION CASTPARTS CORP COM 740189105 932 43700 SH DEFINED 15 43700 0 0 PRECISION DRILLING CORP COM 74022D100 328 15572 SH DEFINED 01 0 0 15572 PRENTISS PPTYS TR SH BEN INT 740706106 64 2343 SH DEFINED 01 0 0 2343 PRENTISS PPTYS TR SH BEN INT 740706106 19 700 SH DEFINED 02 0 0 700 PRENTISS PPTYS TR SH BEN INT 740706106 327 11900 SH DEFINED 06 0 11900 0 PRESIDENTIAL LIFE CORP COM 740884101 296 16300 SH DEFINED 06 0 16300 0 PRICE COMMUNICATIONS CORP COM NEW 741437305 479 28285 SH DEFINED 01 0 0 28285 PRICE T ROWE GROUP INC COM 74144T108 2560 87377 SH DEFINED 01 0 0 87377 PRICE T ROWE GROUP INC COM 74144T108 1323 45150 SH DEFINED 06 0 45150 0 PRICE T ROWE GROUP INC COM 74144T108 2918 99619 SH DEFINED 02 09 85125 0 14494 PRICELINE COM INC COM 741503106 124 32731 SH DEFINED 01 12984 0 19747 PRIORITY HEALTHCARE CORP CL B 74264T102 28 1200 SH DEFINED 01 0 0 1200 PRIORITY HEALTHCARE CORP CL B 74264T102 2 100 SH DEFINED 02 100 0 0 PRIORITY HEALTHCARE CORP CL B 74264T102 946 39400 SH DEFINED 06 0 39400 0 PROCTER & GAMBLE CO COM 742718109 67234 923683 SH DEFINED 01 38914 0 884769 PROCTER & GAMBLE CO COM 742718109 13857 190375 SH DEFINED 06 0 190375 0 PROCTER & GAMBLE CO COM 742718109 77343 1062559 SH DEFINED 02 09 856025 0 206534 PROGRESS ENERGY INC COM 743263105 1828 42541 SH DEFINED 01 0 0 42541 PROGRESS ENERGY INC COM 743263105 5074 118022 SH DEFINED 06 0 118022 0 PROGRESS ENERGY INC COM 743263105 9561 222411 SH DEFINED 02 09 168075 0 54336 PROGRESSIVE CORP OHIO COM 743315103 2572 19214 SH DEFINED 01 12999 0 6215 PROGRESSIVE CORP OHIO COM 743315103 482 3600 SH DEFINED 06 0 3600 0 PROGRESSIVE CORP OHIO COM 743315103 5683 42453 SH DEFINED 02 09 40125 0 2328 PROLOGIS TR SH BEN INT 743410102 174 8267 SH DEFINED 01 0 0 8267 PROLOGIS TR SH BEN INT 743410102 132 6300 SH DEFINED 02 09 6300 0 0 PROSPECT STR HIGH INCOME PTFLO COM NEW 743586406 56 12699 SH DEFINED 01 0 0 12699 PROSPECT STREET INCOME SHS INC COM 743590101 77 11553 SH DEFINED 01 0 0 11553 PROTECTIVE LIFE CORP COM 743674103 318 10980 SH DEFINED 01 0 0 10980 PROTECTIVE LIFE CORP COM 743674103 330 11400 SH DEFINED 02 09 11400 0 0 PROVELL INC CL A 74372Y100 13 10900 SH DEFINED 01 0 0 10900 PROVANT INC COM 743724106 16 43000 SH DEFINED 01 0 0 43000 PROVIDENT FINL GROUP INC COM 743866105 190 7546 SH DEFINED 01 0 0 7546 PROVIDENT FINL GROUP INC COM 743866105 20 800 SH DEFINED 02 800 0 0 PROVINCE HEALTHCARE CO COM 743977100 228 6225 SH DEFINED 01 0 0 6225 PROVINCE HEALTHCARE CO COM 743977100 2322 63200 SH DEFINED 06 0 63200 0 PROVIDIAN FINL CORP COM 74406A102 904 44875 SH DEFINED 01 45 0 44830 PROVIDIAN FINL CORP COM 74406A102 326 16200 SH DEFINED 06 0 16200 0 PROVIDIAN FINL CORP COM 74406A102 6276 311512 SH DEFINED 02 09 258694 0 52818 PROVIDIAN FINL CORP COM 74406A102 0 1205 SH DEFINED 11 0 1205 0 PROXIM INC COM 744284100 650 66708 SH DEFINED 01 0 0 66708 PSYCHEMEDICS CORP COM 744375106 213 54800 SH DEFINED 01 0 0 54800 PUBLIC SVC CO N MEX COM 744499104 5 200 SH DEFINED 01 0 0 200 PUBLIC SVC CO N MEX COM 744499104 290 11500 SH DEFINED 06 0 11500 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 992 23335 SH DEFINED 01 0 0 23335 PUBLIC SVC ENTERPRISE GROUP COM 744573106 447 10500 SH DEFINED 06 0 10500 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 6143 144401 SH DEFINED 02 09 120850 0 23551 PUERTO RICAN CEM INC COM 745075101 186 7700 SH DEFINED 02 0 0 7700 PUERTO RICAN CEM INC COM 745075101 0 7700 SH DEFINED 11 0 7700 0 PUGET ENERGY INC NEW COM 745310102 178 8286 SH DEFINED 01 0 0 8286 PUGET ENERGY INC NEW COM 745310102 100 4700 SH DEFINED 02 09 4700 0 0 PULITZER INC COM 745769109 265 5995 SH DEFINED 01 0 0 5995 PULTE HOMES INC COM 745867101 865 28231 SH DEFINED 01 0 0 28231 PULTE HOMES INC COM 745867101 43 1400 SH DEFINED 06 0 1400 0 PULTE HOMES INC COM 745867101 1556 50810 SH DEFINED 02 09 29100 0 21710 PUMATECH INC COM 745887109 24 18280 SH DEFINED 01 0 0 18280 PUTNAM HIGH INCOME CONV&BD FD SH BEN INT 746779107 208 30431 SH DEFINED 01 0 0 30431 PUTNAM MASTER INCOME TR SH BEN INT 74683K104 501 77103 SH DEFINED 01 0 0 77103 PUTNAM PREMIER INCOME TR SH BEN INT 746853100 1025 170267 SH DEFINED 01 0 0 170267 PUTNAM MASTER INTER INCOME TR SH BEN INT 746909100 1776 293625 SH DEFINED 01 0 0 293625 QLOGIC CORP COM 747277101 372 19585 SH DEFINED 01 0 0 19585 QLOGIC CORP COM 747277101 108 5700 SH DEFINED 06 0 5700 0 QLOGIC CORP COM 747277101 2012 105975 SH DEFINED 02 09 86375 0 19600 QUAKER CHEM CORP COM 747316107 544 30000 SH DEFINED 01 0 0 30000 QUAKER FABRIC CORP NEW COM 747399103 193 26500 SH DEFINED 01 0 0 26500 QUALCOMM INC COM 747525103 28152 592195 SH DEFINED 01 0 0 592195 QUALCOMM INC COM 747525103 8028 168870 SH DEFINED 06 0 168870 0 QUALCOMM INC COM 747525103 27546 579434 SH DEFINED 02 09 482625 0 96809 QUALCOMM INC COM 747525103 6801 143012 SH DEFINED 12 143012 0 0 QUANTUM CORP SUB NT CONV 7%04 747906AC9 30 35000 SH DEFINED 01 0 0 35000 QUANTUM CORP COM DSSG 747906204 1099 134691 SH DEFINED 01 126826 0 7865 QUANTUM CORP COM DSSG 747906204 77 9600 SH DEFINED 02 09 9600 0 0 QUEST DIAGNOSTICS INC COM 74834L100 22795 369450 SH DEFINED 01 0 0 369450 QUEST DIAGNOSTICS INC COM 74834L100 11857 192174 SH DEFINED 02 191604 0 570 QUESTAR CORP COM 748356102 431 21388 SH DEFINED 01 0 0 21388 QUESTAR CORP COM 748356102 88 4400 SH DEFINED 02 09 4400 0 0 QUICKLOGIC CORP COM 74837P108 0 151 SH DEFINED 01 0 0 151 QUICKLOGIC CORP COM 74837P108 670 166300 SH DEFINED 15 166300 0 0 QUINTILES TRANSNATIONAL CORP COM 748767100 133 9150 SH DEFINED 01 0 0 9150 QUINTILES TRANSNATIONAL CORP COM 748767100 79 5400 SH DEFINED 06 0 5400 0 QUINTILES TRANSNATIONAL CORP COM 748767100 733 50250 SH DEFINED 02 09 49450 0 800 QWEST COMMUNICATIONS INTL INC COM 749121109 6409 383811 SH DEFINED 01 44278 0 339533 QWEST COMMUNICATIONS INTL INC COM 749121109 1603 96000 SH DEFINED 06 0 96000 0 QWEST COMMUNICATIONS INTL INC COM 749121109 18655 1117136 SH DEFINED 02 09 917439 0 199697 QWEST COMMUNICATIONS INTL INC COM 749121109 0 8045 SH DEFINED 11 0 8045 0 R & G FINANCIAL CORP CL B 749136107 694 40400 SH DEFINED 02 0 0 40400 R & G FINANCIAL CORP CL B 749136107 0 40400 SH DEFINED 11 0 40400 0 RCM STRATEGIC GLOBAL GOVT FD COM 74936A101 115 10771 SH DEFINED 01 0 0 10771 RCN CORP COM 749361101 75 23696 SH DEFINED 01 146 0 23550 R G S ENERGY GROUP INC COM 74956K104 42 1100 SH DEFINED 01 0 0 1100 R G S ENERGY GROUP INC COM 74956K104 7 200 SH DEFINED 02 0 0 200 R G S ENERGY GROUP INC COM 74956K104 352 9100 SH DEFINED 06 0 9100 0 RPM INC OHIO COM 749685103 815 86264 SH DEFINED 01 0 0 86264 RSA SEC INC COM 749719100 82 6093 SH DEFINED 01 0 0 6093 RSA SEC INC COM 749719100 115 8600 SH DEFINED 02 09 8600 0 0 RTI INTL METALS INC COM 74973W107 468 56050 SH DEFINED 01 0 0 56050 RF MICRODEVICES INC COM 749941100 2472 148924 SH DEFINED 01 0 0 148924 RF MICRODEVICES INC COM 749941100 225 13600 SH DEFINED 09 13600 0 0 RACING CHAMPIONS CORP COM 750069106 182 39500 SH DEFINED 01 0 0 39500 RADIAN GROUP INC COM 750236101 45 1193 SH DEFINED 01 0 0 1193 RADIAN GROUP INC COM 750236101 1721 44704 SH DEFINED 06 0 44704 0 RADIAN GROUP INC COM 750236101 735 19100 SH DEFINED 02 09 19100 0 0 RADIANT SYSTEMS INC COM 75025N102 7 750 SH DEFINED 01 0 0 750 RADIANT SYSTEMS INC COM 75025N102 3284 321950 SH DEFINED 06 0 321950 0 RADIOSHACK CORP COM 750438103 1134 46798 SH DEFINED 01 0 0 46798 RADIOSHACK CORP COM 750438103 269 11100 SH DEFINED 06 0 11100 0 RADIOSHACK CORP COM 750438103 4879 201214 SH DEFINED 02 09 148375 0 52839 RADIOSHACK CORP COM 750438103 0 925 SH DEFINED 11 0 925 0 RAINDANCE COMM COM 75086X106 23 11000 SH DEFINED 01 0 0 11000 RAMBUS INC DEL COM 750917106 105 14368 SH DEFINED 01 0 0 14368 RAMBUS INC DEL COM 750917106 1 215 SH DEFINED 02 215 0 0 RALSTON PURINA CO COM 751277302 464 14168 SH DEFINED 01 0 0 14168 RALSTON PURINA CO COM 751277302 512 15600 SH DEFINED 06 0 15600 0 RALSTON PURINA CO COM 751277302 6783 206820 SH DEFINED 02 09 171950 0 34870 RARE MEDIUM GROUP INC COM 75382N109 5 62755 SH DEFINED 01 0 0 62755 RATIONAL SOFTWARE CORP COM NEW 75409P202 226 26156 SH DEFINED 01 0 0 26156 RATIONAL SOFTWARE CORP COM NEW 75409P202 14 1600 SH DEFINED 06 0 1600 0 RATIONAL SOFTWARE CORP COM NEW 75409P202 260 30100 SH DEFINED 09 22200 0 7900 RAYTEL MED CORP COM NEW 755107208 255 50000 SH DEFINED 01 0 0 50000 RAYTHEON CO COM NEW 755111507 3927 113035 SH DEFINED 01 703 0 112332 RAYTHEON CO COM NEW 755111507 1040 29935 SH DEFINED 06 0 29935 0 RAYTHEON CO COM NEW 755111507 7255 208800 SH DEFINED 02 09 184000 0 24800 RAZORFISH INC CL A 755236106 5 29670 SH DEFINED 01 0 0 29670 READ-RITE CORP COM 755246105 150 51063 SH DEFINED 01 0 0 51063 READ-RITE CORP COM 755246105 663 217600 SH DEFINED 15 217600 0 0 READERS DIGEST ASSN INC CL A NON VTG 755267101 650 35382 SH DEFINED 01 30365 0 5017 READERS DIGEST ASSN INC CL A NON VTG 755267101 132 7200 SH DEFINED 02 09 7200 0 0 REALNETWORKS INC COM 75605L104 202 41733 SH DEFINED 01 0 0 41733 REALNETWORKS INC COM 75605L104 37 7900 SH DEFINED 02 09 7900 0 0 RECOTON CORP COM 756268108 351 28500 SH DEFINED 01 0 0 28500 RED HAT INC COM 756577102 63 18226 SH DEFINED 01 0 0 18226 REDBACK NETWORKS INC COM 757209101 50 34938 SH DEFINED 01 0 0 34938 REDBACK NETWORKS INC COM 757209101 0 165 SH DEFINED 02 165 0 0 REDBACK NETWORKS INC COM 757209101 253 174300 SH DEFINED 06 0 174300 0 REEBOK INTL LTD COM 758110100 1643 79395 SH DEFINED 01 0 0 79395 REEBOK INTL LTD COM 758110100 26 1300 SH DEFINED 02 1300 0 0 REEBOK INTL LTD COM 758110100 857 41400 SH DEFINED 06 0 41400 0 REGAL BELOIT CORP COM 758750103 1 100 SH DEFINED 01 0 0 100 REGAL BELOIT CORP COM 758750103 299 16400 SH DEFINED 06 0 16400 0 REGENERON PHARMACEUTICALS COM 75886F107 153 6900 SH DEFINED 01 0 0 6900 REGENERON PHARMACEUTICALS COM 75886F107 1638 72800 SH DEFINED 13 72800 0 0 REGIONS FINL CORP COM 758940100 144 5005 SH DEFINED 01 0 0 5005 REGIONS FINL CORP COM 758940100 410 14200 SH DEFINED 06 0 14200 0 REGIONS FINL CORP COM 758940100 7849 272000 SH DEFINED 02 09 224100 0 47900 REHABILICARE INC COM 758944102 160 57500 SH DEFINED 01 0 0 57500 REGISTER COM INC COM 75914G101 128 13000 SH DEFINED 01 0 0 13000 RELIANT RES INC COM 75952B105 190 11785 SH DEFINED 01 0 0 11785 RELIANT RES INC COM 75952B105 22 1400 SH DEFINED 02 1400 0 0 RELIANT ENERGY INC COM 75952J108 832 31621 SH DEFINED 01 0 0 31621 RELIANT ENERGY INC COM 75952J108 4488 170500 SH DEFINED 06 0 170500 0 RELIANT ENERGY INC COM 75952J108 6503 247140 SH DEFINED 02 09 196685 0 50455 REMEC INC COM 759543101 81 10307 SH DEFINED 01 0 0 10307 REMINGTON OIL & GAS CORP SB NT CV 8.25%02 759594AA2 11 10000 SH DEFINED 01 0 0 10000 RENAISSANCE LEARNING INC COM 75968L105 219 6655 SH DEFINED 01 0 0 6655 REPLIGEN CORP COM 759916109 20 10450 SH DEFINED 01 0 0 10450 RENAL CARE GROUP INC COM 759930100 49 1600 SH DEFINED 01 0 0 1600 RENAL CARE GROUP INC COM 759930100 1283 41700 SH DEFINED 06 0 41700 0 RENT WAY INC COM 76009U104 269 51300 SH DEFINED 01 0 0 51300 REPSOL YPF S A SPONSORED ADR 76026T205 129 8864 SH DEFINED 01 6310 0 2554 REPSOL YPF S A SPONSORED ADR 76026T205 4907 337000 SH DEFINED 06 0 337000 0 REPTRON ELECTRONICS INC COM 76026W109 26 10000 SH DEFINED 01 0 0 10000 REPUBLIC SVCS INC COM 760759100 1329 82085 SH DEFINED 01 0 0 82085 REPUBLIC SVCS INC COM 760759100 69 4300 SH DEFINED 02 4300 0 0 REPUBLIC SVCS INC COM 760759100 107 6600 SH DEFINED 06 0 6600 0 RETEK INC COM 76128Q109 173 13719 SH DEFINED 01 0 0 13719 RETEK INC COM 76128Q109 1 100 SH DEFINED 02 100 0 0 REUTERS GROUP PLC SPONSORED ADR 76132M102 578 11077 SH DEFINED 01 0 0 11077 REVLON INC CL A 761525500 248 47250 SH DEFINED 01 0 0 47250 REYNOLDS & REYNOLDS CO CL A 761695105 181 7770 SH DEFINED 01 0 0 7770 REYNOLDS & REYNOLDS CO CL A 761695105 72 3100 SH DEFINED 02 3100 0 0 REYNOLDS R J TOB HLDGS INC COM 76182K105 496 8692 SH DEFINED 01 0 0 8692 REYNOLDS R J TOB HLDGS INC COM 76182K105 393 6900 SH DEFINED 02 09 6900 0 0 RICHARDSON ELECTRS LTD SRSBDBCV 8.25%06 763165AC1 15 17000 SH DEFINED 01 0 0 17000 RIGGS NATL CORP WASH DC COM 766570105 497 32099 SH DEFINED 01 0 0 32099 RIO TINTO PLC SPONSORED ADR 767204100 623 9898 SH DEFINED 01 0 0 9898 RITE AID CORP COM 767754104 971 125864 SH DEFINED 01 0 0 125864 RITE AID CORP COM 767754104 73 9500 SH DEFINED 02 9500 0 0 RITE AID CORP COM 767754104 725 93900 SH DEFINED 06 0 93900 0 RITE AID CORP COM 767754104 963 137100 SH DEFINED 15 137100 0 0 RIVERSTONE NETWORKS INC COM 769320102 83 15996 SH DEFINED 01 0 0 15996 RIVERSTONE NETWORKS INC COM 769320102 30 5830 SH DEFINED 02 09 5830 0 0 ROBERT HALF INTL INC COM 770323103 4 200 SH DEFINED 01 0 0 200 ROBERT HALF INTL INC COM 770323103 246 12300 SH DEFINED 06 0 12300 0 ROBERT HALF INTL INC COM 770323103 4685 234168 SH DEFINED 02 09 169925 0 64243 ROBOTIC VISION SYS INC COM 771074101 17 18350 SH DEFINED 01 0 0 18350 ROCKWELL INTL CORP NEW COM 773903109 764 52058 SH DEFINED 01 0 0 52058 ROCKWELL INTL CORP NEW COM 773903109 167 11400 SH DEFINED 06 0 11400 0 ROCKWELL INTL CORP NEW COM 773903109 2453 167141 SH DEFINED 02 09 136950 0 30191 ROCKWELL COLLINS INC COM 774341101 760 53559 SH DEFINED 01 0 0 53559 ROCKWELL COLLINS INC COM 774341101 152 10700 SH DEFINED 06 0 10700 0 ROCKWELL COLLINS INC COM 774341101 2344 165183 SH DEFINED 02 09 128925 0 36258 ROCKWELL MEDICAL TECH COM 774374102 8 12000 SH DEFINED 01 0 0 12000 ROGERS COMMUNICATIONS INC CL B 775109200 132 10350 SH DEFINED 01 0 0 10350 ROHM & HAAS CO COM 775371107 1089 33263 SH DEFINED 01 0 0 33263 ROHM & HAAS CO COM 775371107 511 15600 SH DEFINED 06 0 15600 0 ROHM & HAAS CO COM 775371107 3214 98148 SH DEFINED 02 09 93700 0 4448 ROSS STORES INC COM 778296103 201 6885 SH DEFINED 01 0 0 6885 ROSS STORES INC COM 778296103 242 8300 SH DEFINED 02 09 8300 0 0 ROUSE CO COM 779273101 630 26080 SH DEFINED 01 0 0 26080 ROUSE CO COM 779273101 2446 101200 SH DEFINED 06 0 101200 0 ROUSE CO COM 779273101 98 4100 SH DEFINED 02 09 4100 0 0 ROWAN COS INC COM 779382100 134 10850 SH DEFINED 01 0 0 10850 ROWAN COS INC COM 779382100 59 4800 SH DEFINED 06 0 4800 0 ROWAN COS INC COM 779382100 540 43700 SH DEFINED 02 09 42700 0 1000 ROYAL BK SCOTLAND GROUP PLC SP ADR PREF C 780097408 205 7965 SH DEFINED 01 0 0 7965 ROYAL BK SCOTLAND GROUP PLC SP ADR PREF D 780097606 561 20600 SH DEFINED 01 0 0 20600 ROYAL BK SCOTLAND GROUP PLC SP ADR PREF E 780097705 273 10085 SH DEFINED 01 0 0 10085 ROYAL BK SCOTLAND GROUP PLC SP ADR I PRF I 780097861 508 19820 SH DEFINED 01 0 0 19820 ROYAL BK SCOTLAND GROUP PLC SPON ADR PRF G 780097887 246 9900 SH DEFINED 01 0 0 9900 ROYAL CARIBBEAN CRUISES LTD LYON ZERO 21 780153AK8 1457 4000000 SH DEFINED 07 4000000 0 0 ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 17461 347484 SH DEFINED 01 24421 0 323063 ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 5879 117000 SH DEFINED 06 0 117000 0 ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 71051 1413974 SH DEFINED 02 09 1166075 0 247899 ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 0 1500 SH DEFINED 11 0 1500 0 ROYCE VALUE TR INC COM 780910105 713 54177 SH DEFINED 01 73 0 54104 ROYCE MICRO-CAP TR INC COM 780915104 109 12700 SH DEFINED 01 0 0 12700 RUDDICK CORP COM 781258108 166 10900 SH DEFINED 01 0 0 10900 RUSS BERRIE & CO COM 782233100 199 7500 SH DEFINED 01 0 0 7500 RUSS BERRIE & CO COM 782233100 322 12110 SH DEFINED 06 0 12110 0 RYDER SYS INC COM 783549108 289 14489 SH DEFINED 01 0 0 14489 RYERSON TULL INC NEW COM 78375P107 266 21266 SH DEFINED 01 0 0 21266 RYLAND GROUP INC COM 783764103 231 4856 SH DEFINED 01 0 0 4856 SBC COMMUNICATIONS INC COM 78387G103 28011 594467 SH DEFINED 01 30776 0 563691 SBC COMMUNICATIONS INC COM 78387G103 16457 349266 SH DEFINED 06 0 349266 0 SBC COMMUNICATIONS INC COM 78387G103 129383 2745858 SH DEFINED 02 09 2201282 0 544576 SBC COMMUNICATIONS INC COM 78387G103 0 9019 SH DEFINED 11 0 9019 0 SCI SYS INC COM 783890106 45 2501 SH DEFINED 01 0 0 2501 SCI SYS INC COM 783890106 399 22200 SH DEFINED 02 09 19600 0 2600 SEI INVESTMENTS CO COM 784117103 3071 95992 SH DEFINED 01 0 0 95992 SEI INVESTMENTS CO COM 784117103 25 800 SH DEFINED 02 800 0 0 SEI INVESTMENTS CO COM 784117103 26 800 SH DEFINED 06 0 800 0 SPDR TR UNIT SER 1 78462F103 18318 175399 SH DEFINED 01 0 0 175399 SPDR TR UNIT SER 1 78462F103 2789 26700 SH DEFINED 06 0 26700 0 SPDR TR UNIT SER 1 78462F103 4078 39055 SH DEFINED 02 09 38155 0 900 S1 CORPORATION COM 78463B101 184 21819 SH DEFINED 01 0 0 21819 SPX CORP COM 784635104 824 9946 SH DEFINED 01 0 0 9946 SPX CORP COM 784635104 58 700 SH DEFINED 02 700 0 0 SPX CORP COM 784635104 1053 12700 SH DEFINED 06 0 12700 0 SVI SOLUTIONS INC COM NEW 784872301 7 10000 SH DEFINED 01 0 0 10000 S Y BANCORP INC COM 785060104 763 23849 SH DEFINED 01 0 0 23849 SABRE HLDGS CORP CL A 785905100 1381 51647 SH DEFINED 01 47420 0 4227 SABRE HLDGS CORP CL A 785905100 158 5900 SH DEFINED 06 0 5900 0 SABRE HLDGS CORP CL A 785905100 1447 54169 SH DEFINED 02 09 52625 0 1544 SAFECO CORP COM 786429100 827 27298 SH DEFINED 01 0 0 27298 SAFECO CORP COM 786429100 1358 44780 SH DEFINED 06 0 44780 0 SAFECO CORP COM 786429100 1823 60150 SH DEFINED 02 09 58650 0 1500 SAFEGUARD SCIENTIFICS INC SB NT CV 5%06 786449AE8 67 132000 SH DEFINED 01 132000 0 0 SAFEGUARD SCIENTIFICS INC COM 786449108 339 192033 SH DEFINED 01 0 0 192033 SAFESCIENCE INC COM 786452102 287 230000 SH DEFINED 01 0 0 230000 SAFEWAY INC COM NEW 786514208 5716 143918 SH DEFINED 01 6077 0 137841 SAFEWAY INC COM NEW 786514208 1307 32900 SH DEFINED 06 0 32900 0 SAFEWAY INC COM NEW 786514208 18140 456735 SH DEFINED 02 09 368071 0 88664 SAFEWAY INC COM NEW 786514208 0 7895 SH DEFINED 11 0 7895 0 SAGENT TECHNOLOGY INC COM 786693101 20 16000 SH DEFINED 01 0 0 16000 ST JOE CO COM 790148100 811 31410 SH DEFINED 01 0 0 31410 ST JOE CO COM 790148100 18 700 SH DEFINED 02 700 0 0 ST JUDE MED INC COM 790849103 4658 68064 SH DEFINED 01 19212 0 48852 ST JUDE MED INC COM 790849103 308 4500 SH DEFINED 06 0 4500 0 ST JUDE MED INC COM 790849103 15712 229550 SH DEFINED 02 09 222050 0 7500 ST MARY LD & EXPL CO COM 792228108 441 27700 SH DEFINED 01 0 0 27700 ST MARY LD & EXPL CO COM 792228108 315 19800 SH DEFINED 06 0 19800 0 ST PAUL COS INC COM 792860108 609 14776 SH DEFINED 01 0 0 14776 ST PAUL COS INC COM 792860108 408 9900 SH DEFINED 06 0 9900 0 ST PAUL COS INC COM 792860108 5147 124900 SH DEFINED 02 09 121100 0 3800 SAKS INC COM 79377W108 119 23886 SH DEFINED 01 0 0 23886 SAKS INC COM 79377W108 15 3100 SH DEFINED 02 3100 0 0 SALOMON BROS HIGH INCOME FD II COM 794907105 780 74688 SH DEFINED 01 0 0 74688 SALOMON BROTHERS FD INC COM 795477108 178 15062 SH DEFINED 01 0 0 15062 SALOMON BROS 2008 WORLDWIDE COM 79548R103 631 64400 SH DEFINED 01 0 0 64400 SALTON INC COM 795757103 515 60170 SH DEFINED 01 0 0 60170 SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 300 29112 SH DEFINED 01 0 0 29112 SANCHEZ COMPUTER ASSOCS INC COM 799702105 100 13400 SH DEFINED 01 0 0 13400 SANDISK CORP COM 80004C101 715 72600 SH DEFINED 01 0 0 72600 SANDISK CORP COM 80004C101 7 800 SH DEFINED 02 800 0 0 SANGAMO BIOSCIENCES INC COM 800677106 1198 203600 SH DEFINED 13 203600 0 0 SANMINA CORP COM 800907107 802 59068 SH DEFINED 01 0 0 59068 SANMINA CORP COM 800907107 285 21000 SH DEFINED 06 0 21000 0 SANMINA CORP COM 800907107 5270 388200 SH DEFINED 02 09 288800 0 99400 SANMINA CORP COM 800907107 1367 102100 SH DEFINED 15 102100 0 0 SANGSTAT MED CORP COM 801003104 9 500 SH DEFINED 01 0 0 500 SANGSTAT MED CORP COM 801003104 829 48800 SH DEFINED 13 48800 0 0 SANTANDER BANCORP COM 802809103 1182 60710 SH DEFINED 02 0 0 60710 SANTANDER BANCORP COM 802809103 0 60710 SH DEFINED 11 0 60710 0 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 1258 48549 SH DEFINED 01 0 0 48549 SAPIENT CORP COM 803062108 44 11460 SH DEFINED 01 0 0 11460 SAPIENT CORP COM 803062108 8 1950 SH DEFINED 06 0 1950 0 SAPIENT CORP COM 803062108 50 13000 SH DEFINED 02 09 6100 0 6900 SARA LEE CORP COM 803111103 7572 355527 SH DEFINED 01 34849 0 320678 SARA LEE CORP COM 803111103 920 43200 SH DEFINED 06 0 43200 0 SARA LEE CORP COM 803111103 14489 680253 SH DEFINED 02 09 544175 0 136078 SASOL LTD SPONSORED ADR 803866300 744 91300 SH DEFINED 01 0 0 91300 SCANA CORP NEW COM 80589M102 614 24231 SH DEFINED 01 0 0 24231 SCANA CORP NEW COM 80589M102 136 5400 SH DEFINED 02 09 5400 0 0 SCANSOFT INC COM 80603P107 23 16950 SH DEFINED 01 0 0 16950 SCHEIN HENRY INC COM 806407102 1066 27619 SH DEFINED 01 378 0 27241 SCHEIN HENRY INC COM 806407102 30 800 SH DEFINED 02 800 0 0 SCHERING PLOUGH CORP COM 806605101 60887 1641178 SH DEFINED 01 19417 0 1621761 SCHERING PLOUGH CORP COM 806605101 6656 179414 SH DEFINED 06 0 179414 0 SCHERING PLOUGH CORP COM 806605101 43748 1179216 SH DEFINED 02 09 977155 0 202061 SCHERING PLOUGH CORP COM 806605101 20077 546100 SH DEFINED 13 546100 0 0 SCHLUMBERGER LTD COM 806857108 8481 185601 SH DEFINED 01 5452 0 180149 SCHLUMBERGER LTD COM 806857108 5228 114400 SH DEFINED 06 0 114400 0 SCHLUMBERGER LTD COM 806857108 18847 412423 SH DEFINED 02 09 318875 0 93548 SCHLUMBERGER LTD COM 806857108 0 5275 SH DEFINED 11 0 5275 0 SCHWAB CHARLES CORP NEW COM 808513105 4470 388723 SH DEFINED 01 0 0 388723 SCHWAB CHARLES CORP NEW COM 808513105 2082 181000 SH DEFINED 06 0 181000 0 SCHWAB CHARLES CORP NEW COM 808513105 11533 1002922 SH DEFINED 02 09 859525 0 143397 SCHWAB CHARLES CORP NEW COM 808513105 15 1454 SH DEFINED 12 1454 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 61 18450 SH DEFINED 01 0 0 18450 SCIENT CORP COM 80864H109 29 110392 SH DEFINED 01 0 0 110392 SCIENTIFIC ATLANTA INC COM 808655104 8145 465456 SH DEFINED 01 0 0 465456 SCIENTIFIC ATLANTA INC COM 808655104 163 9300 SH DEFINED 06 0 9300 0 SCIENTIFIC ATLANTA INC COM 808655104 14685 839222 SH DEFINED 02 09 813794 0 25428 SCIENTIFIC LEARNING CORP COM 808760102 33 21650 SH DEFINED 01 0 0 21650 SCIOS INC COM 808905103 113 6800 SH DEFINED 01 0 0 6800 SCIOS INC COM 808905103 523 31600 SH DEFINED 06 0 31600 0 SCIOS INC COM 808905103 518 32000 SH DEFINED 15 32000 0 0 SCIQUEST COM INC COM 80908Q107 1229 1336000 SH DEFINED 01 0 0 1336000 SCOTTISH PWR PLC SPON ADR FINAL 81013T705 286 12093 SH DEFINED 01 0 0 12093 SCRIPPS E W CO OHIO CL A 811054204 797 13089 SH DEFINED 01 0 0 13089 SCRIPPS E W CO OHIO CL A 811054204 60 1000 SH DEFINED 02 1000 0 0 SCUDDER HIGH INCOME TR SH BEN INT 811153105 85 11733 SH DEFINED 01 0 0 11733 SCUDDER MUN INCOME TR COM SH BEN INT 81118R604 585 51200 SH DEFINED 01 0 0 51200 SEA CONTAINERS LTD CL A 811371707 96 10650 SH DEFINED 01 0 0 10650 SEA CONTAINERS LTD CL A 811371707 320 35400 SH DEFINED 06 0 35400 0 SEACOAST BKG CORP FLA CL A 811707108 1128 26738 SH DEFINED 01 0 0 26738 SEALED AIR CORP NEW COM 81211K100 382 10492 SH DEFINED 01 80 0 10412 SEALED AIR CORP NEW COM 81211K100 172 4700 SH DEFINED 06 0 4700 0 SEALED AIR CORP NEW COM 81211K100 2793 76586 SH DEFINED 02 09 62675 0 13911 SEARS ROEBUCK & CO COM 812387108 788 22777 SH DEFINED 01 6867 0 15910 SEARS ROEBUCK & CO COM 812387108 4794 138400 SH DEFINED 06 0 138400 0 SEARS ROEBUCK & CO COM 812387108 10538 304248 SH DEFINED 02 09 245000 0 59248 SECTOR SPDR TR SBI BASIC INDS 81369Y100 691 36040 SH DEFINED 01 0 0 36040 SECTOR SPDR TR SBI CONS SERVS 81369Y209 309 13176 SH DEFINED 01 0 0 13176 SECTOR SPDR TR SBI CONS STPLS 81369Y308 1330 53083 SH DEFINED 01 0 0 53083 SECTOR SPDR TR SBI CYCL TRANS 81369Y407 367 16008 SH DEFINED 01 0 0 16008 SECTOR SPDR TR SBI INT-ENERGY 81369Y506 342 13254 SH DEFINED 01 0 0 13254 SECTOR SPDR TR SBI INT-FINL 81369Y605 1209 49010 SH DEFINED 01 0 0 49010 SECTOR SPDR TR SBI INT-INDS 81369Y704 298 12617 SH DEFINED 01 0 0 12617 SECTOR SPDR TR SBI INT-TECH 81369Y803 2987 155204 SH DEFINED 01 0 0 155204 SECTOR SPDR TR SBI INT-TECH 81369Y803 185 9900 SH DEFINED 15 9900 0 0 SECTOR SPDR TR SBI INT-UTILS 81369Y886 316 10810 SH DEFINED 01 0 0 10810 SEDONA CORP PA COM 815677109 3 10700 SH DEFINED 01 0 0 10700 SELIGMAN QUALITY MUN FD INC COM 816343107 1411 116085 SH DEFINED 01 0 0 116085 SELIGMAN SELECT MUN FD INC COM 816344105 179 17200 SH DEFINED 01 0 0 17200 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 570 19300 SH DEFINED 01 0 0 19300 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 784 27200 SH DEFINED 15 27200 0 0 SEMTECH CORP COM 816850101 42 1512 SH DEFINED 01 0 0 1512 SEMTECH CORP COM 816850101 2435 85800 SH DEFINED 06 0 85800 0 SEMTECH CORP COM 816850101 3072 113100 SH DEFINED 15 113100 0 0 SEMPRA ENERGY COM 816851109 888 35902 SH DEFINED 01 0 0 35902 SEMPRA ENERGY COM 816851109 324 13100 SH DEFINED 06 0 13100 0 SEMPRA ENERGY COM 816851109 5600 226317 SH DEFINED 02 09 171175 0 55142 SENSIENT TECHNOLOGIES CORP COM 81725T100 294 15800 SH DEFINED 06 0 15800 0 SENSORMATIC ELECTRS CORP COM 817265101 617 26175 SH DEFINED 01 0 0 26175 SEPRACOR INC COM 817315104 1179 32864 SH DEFINED 01 0 0 32864 SEPRACOR INC COM 817315104 3 100 SH DEFINED 02 100 0 0 SEPRACOR INC COM 817315104 876 24400 SH DEFINED 06 0 24400 0 SEPRACOR INC COM 817315104 13301 376000 SH DEFINED 13 376000 0 0 SEROLOGICALS CORP COM 817523103 285 15781 SH DEFINED 01 0 0 15781 SERVICE CORP INTL SUB NT CV6.75%08 817565AU8 70 70000 SH DEFINED 01 70000 0 0 SERVICE CORP INTL COM 817565104 973 161780 SH DEFINED 01 0 0 161780 SERVICE CORP INTL COM 817565104 43 7300 SH DEFINED 02 7300 0 0 SERVICEMASTER CO COM 81760N109 225 20320 SH DEFINED 01 0 0 20320 SERVICEMASTER CO COM 81760N109 1479 133400 SH DEFINED 06 0 133400 0 SERVICEMASTER CO COM 81760N109 258 23300 SH DEFINED 02 09 16500 0 6800 SHAMROCK LOGISTICS L P COM UT LTD PRT 819357104 378 11600 SH DEFINED 01 0 0 11600 SHARPER IMAGE CORP COM 820013100 134 14725 SH DEFINED 01 0 0 14725 SHAW GROUP INC COM 820280105 127 4532 SH DEFINED 01 0 0 4532 SHAW GROUP INC COM 820280105 592 21000 SH DEFINED 06 0 21000 0 SHAW GROUP INC COM 820280105 153 5500 SH DEFINED 02 09 5500 0 0 SHEFFIELD PHARMACEUTICALS INC COM NEW 82123D309 10 3100 SH DEFINED 01 0 0 3100 SHEFFIELD PHARMACEUTICALS INC COM NEW 82123D309 36 12600 SH DEFINED 13 12600 0 0 SHELL TRANS & TRADING PLC NEW YRK SH NEW 822703609 2284 51447 SH DEFINED 01 0 0 51447 SHERWIN WILLIAMS CO COM 824348106 3301 148562 SH DEFINED 01 80 0 148482 SHERWIN WILLIAMS CO COM 824348106 236 10600 SH DEFINED 06 0 10600 0 SHERWIN WILLIAMS CO COM 824348106 4243 191000 SH DEFINED 02 09 145200 0 45800 SHOP AT HOME INC COM NEW 825066301 34 17053 SH DEFINED 01 0 0 17053 SHURGARD STORAGE CTRS INC COM 82567D104 299 9925 SH DEFINED 01 0 0 9925 SHURGARD STORAGE CTRS INC COM 82567D104 301 10000 SH DEFINED 06 0 10000 0 SICOR INC COM 825846108 394 20881 SH DEFINED 01 0 0 20881 SICOR INC COM 825846108 154 8200 SH DEFINED 02 09 8200 0 0 SIEBEL SYS INC COM 826170102 2249 172880 SH DEFINED 01 0 0 172880 SIEBEL SYS INC COM 826170102 543 41750 SH DEFINED 06 0 41750 0 SIEBEL SYS INC COM 826170102 5448 418785 SH DEFINED 02 09 328990 0 89795 SIEMENS A G SPONSORED ADR 826197501 549 14309 SH DEFINED 01 0 0 14309 SIERRA HEALTH SVCS INC COM 826322109 728 87783 SH DEFINED 01 0 0 87783 SIGMA ALDRICH CORP COM 826552101 438 9700 SH DEFINED 01 0 0 9700 SIGMA ALDRICH CORP COM 826552101 194 4300 SH DEFINED 06 0 4300 0 SIGMA ALDRICH CORP COM 826552101 2970 65725 SH DEFINED 02 09 56625 0 9100 SIGNAL TECHNOLOGY CORP COM 826675100 1786 294800 SH DEFINED 15 294800 0 0 SILICON GRAPHICS INC COM 827056102 12 28014 SH DEFINED 01 200 0 27814 SILICON STORAGE TECHNOLOGY INC COM 827057100 55 12000 SH DEFINED 01 0 0 12000 SILICON VY BANCSHARES COM 827064106 688 34100 SH DEFINED 01 0 0 34100 SIMON PPTY GROUP INC NEW COM 828806109 509 18952 SH DEFINED 01 0 0 18952 SIMON PPTY GROUP INC NEW COM 828806109 249 9300 SH DEFINED 02 09 6300 0 3000 SIRIUS SATELLITE RADIO INC COM 82966U103 54 15050 SH DEFINED 01 0 0 15050 SIPEX CORP COM 829909100 5 800 SH DEFINED 01 0 0 800 SIPEX CORP COM 829909100 2670 414700 SH DEFINED 15 414700 0 0 SIX FLAGS INC COM 83001P109 1 100 SH DEFINED 01 0 0 100 SIX FLAGS INC COM 83001P109 31 2600 SH DEFINED 02 2600 0 0 SIX FLAGS INC COM 83001P109 1049 85800 SH DEFINED 06 0 85800 0 SIZELER PPTY INVS INC SUB DB CONV 8%03 830137AA3 58 60000 SH DEFINED 01 0 0 60000 SKECHERS U S A INC CL A 830566105 567 48561 SH DEFINED 01 0 0 48561 SKECHERS U S A INC CL A 830566105 688 58900 SH DEFINED 06 0 58900 0 SKY FINL GROUP INC COM 83080P103 323 16250 SH DEFINED 01 0 0 16250 SKY FINL GROUP INC COM 83080P103 41 2100 SH DEFINED 02 2100 0 0 SMALLCAP FD INC COM 831680103 814 84808 SH DEFINED 01 0 0 84808 SMITH INTL INC COM 832110100 7 215 SH DEFINED 01 0 0 215 SMITH INTL INC COM 832110100 203 5600 SH DEFINED 09 5600 0 0 SMURFIT-STONE CONTAINER CORP COM 832727101 6804 514348 SH DEFINED 01 0 0 514348 SMURFIT-STONE CONTAINER CORP COM 832727101 297 22500 SH DEFINED 02 09 22500 0 0 SMURFIT-STONE CONTAINER CORP COM 832727101 1233 96000 SH DEFINED 15 96000 0 0 SMURFIT-STONE CONTAINER CORP PFD CV EX A 7% 832727200 253 14300 SH DEFINED 01 0 0 14300 SNAP ON INC COM 833034101 167 7485 SH DEFINED 01 0 0 7485 SNAP ON INC COM 833034101 40 1800 SH DEFINED 06 0 1800 0 SNAP ON INC COM 833034101 1495 67000 SH DEFINED 02 09 38500 0 28500 SOFTNET SYS INC COM 833964109 53 35700 SH DEFINED 01 0 0 35700 SOLECTRON CORP SR LYON ZERO 20 834182AK3 667 1362000 SH DEFINED 01 0 0 1362000 SOLECTRON CORP COM 834182107 2562 219945 SH DEFINED 01 100 0 219845 SOLECTRON CORP COM 834182107 2902 249100 SH DEFINED 06 0 249100 0 SOLECTRON CORP COM 834182107 6343 544519 SH DEFINED 02 09 432655 0 111864 SOLECTRON CORP COM 834182107 0 2310 SH DEFINED 11 0 2310 0 SOLUTIA INC COM 834376105 1208 97480 SH DEFINED 01 731 0 96749 SOLUTIA INC COM 834376105 197 16000 SH DEFINED 02 09 16000 0 0 SONOCO PRODS CO COM 835495102 512 21815 SH DEFINED 01 0 0 21815 SONOCO PRODS CO COM 835495102 126 5400 SH DEFINED 02 09 5400 0 0 SONY CORP ADR NEW 835699307 2580 77729 SH DEFINED 01 0 0 77729 SONY CORP ADR NEW 835699307 339 10200 SH DEFINED 06 0 10200 0 SOTHEBYS HLDGS INC CL A 835898107 803 67050 SH DEFINED 01 47225 0 19825 SOUNDVIEW TECHNOLOGY GROUP NEW COM 83611Q109 36 18280 SH DEFINED 01 0 0 18280 SOURCE INFORMATION MGMT CO COM NEW 836151209 228 65400 SH DEFINED 01 0 0 65400 SOUTHERN CO COM 842587107 4389 183058 SH DEFINED 01 0 0 183058 SOUTHERN CO COM 842587107 777 32400 SH DEFINED 06 0 32400 0 SOUTHERN CO COM 842587107 10402 433811 SH DEFINED 02 09 386485 0 47326 SOUTHERN PAC PETE NL ADR NEW 843581307 5 10000 SH DEFINED 01 0 0 10000 SOUTHTRUST CORP COM 844730101 2275 89324 SH DEFINED 01 30122 0 59202 SOUTHTRUST CORP COM 844730101 474 18600 SH DEFINED 06 0 18600 0 SOUTHTRUST CORP COM 844730101 7591 298100 SH DEFINED 02 09 255000 0 43100 SOUTHWEST AIRLS CO COM 844741108 9213 620877 SH DEFINED 01 0 0 620877 SOUTHWEST AIRLS CO COM 844741108 1086 73170 SH DEFINED 06 0 73170 0 SOUTHWEST AIRLS CO COM 844741108 7573 510433 SH DEFINED 02 09 436762 0 73671 SOUTHWEST GAS CORP COM 844895102 932 43982 SH DEFINED 01 0 0 43982 SOUTHWEST SECS GROUP INC COM 845224104 7 440 SH DEFINED 02 440 0 0 SOUTHWEST SECS GROUP INC COM 845224104 289 16800 SH DEFINED 06 0 16800 0 SOVEREIGN BANCORP INC COM 845905108 334 35175 SH DEFINED 01 0 0 35175 SOVEREIGN BANCORP INC COM 845905108 140 14900 SH DEFINED 02 09 14900 0 0 SOVRAN SELF STORAGE INC COM 84610H108 338 12259 SH DEFINED 01 0 0 12259 SPARTAN MTRS INC COM 846819100 57 14830 SH DEFINED 01 0 0 14830 SPECIALTY LABORATORIES INC COM 84749R100 417 15165 SH DEFINED 01 0 0 15165 SPECTRALINK CORP COM 847580107 374 26500 SH DEFINED 15 26500 0 0 SPECTRIAN CORP COM 847608106 10 1000 SH DEFINED 01 0 0 1000 SPECTRIAN CORP COM 847608106 298 30800 SH DEFINED 15 30800 0 0 SPECTRUM CTL INC COM 847615101 135 28800 SH DEFINED 01 0 0 28800 SPEEDFAM-IPEC INC COM 847705100 31 28639 SH DEFINED 01 0 0 28639 SPHERIX INC COM 84842R106 91 11500 SH DEFINED 01 0 0 11500 SPHERION CORP COM 848420105 2104 292345 SH DEFINED 01 0 0 292345 SPIEGEL INC CL A 848457107 1564 221954 SH DEFINED 01 221954 0 0 SPORTSLINE COM INC COM 848934105 22 16700 SH DEFINED 01 0 0 16700 SPRINT CORP COM FON GROUP 852061100 4312 179623 SH DEFINED 01 6749 0 172874 SPRINT CORP COM FON GROUP 852061100 6680 278205 SH DEFINED 06 0 278205 0 SPRINT CORP COM FON GROUP 852061100 16924 704897 SH DEFINED 02 09 579800 0 125097 SPRINT CORP PCS COM SER 1 852061506 8131 309306 SH DEFINED 01 3224 0 306082 SPRINT CORP PCS COM SER 1 852061506 6685 254272 SH DEFINED 06 0 254272 0 SPRINT CORP PCS COM SER 1 852061506 17180 653504 SH DEFINED 02 09 544050 0 109454 SPRINT CORP PCS COM SER 1 852061506 1422 54620 SH DEFINED 12 54620 0 0 SPRINT CORP EQUITY UNIT 852061605 750 27606 SH DEFINED 01 0 0 27606 STAFF LEASING INC COM 852381102 25 18300 SH DEFINED 01 0 0 18300 STAMPS COM INC COM 852857101 136 54816 SH DEFINED 01 0 0 54816 STANLEY WKS COM 854616109 790 21615 SH DEFINED 01 0 0 21615 STANLEY WKS COM 854616109 1462 40000 SH DEFINED 06 0 40000 0 STANLEY WKS COM 854616109 1631 44650 SH DEFINED 02 09 43950 0 700 STAPLES INC COM 855030102 15075 1129221 SH DEFINED 01 503255 0 625966 STAPLES INC COM 855030102 364 27300 SH DEFINED 06 0 27300 0 STAPLES INC COM 855030102 20243 1516397 SH DEFINED 02 09 1394865 0 121532 STAPLES INC COM 855030102 1047 90600 SH DEFINED 15 90600 0 0 STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 3333 166659 SH DEFINED 01 0 0 166659 STARBUCKS CORP COM 855244109 6754 452094 SH DEFINED 01 99168 0 352926 STARBUCKS CORP COM 855244109 845 56965 SH DEFINED 06 0 56965 0 STARBUCKS CORP COM 855244109 5774 386500 SH DEFINED 02 09 317900 0 68600 STARMEDIA NETWORK INC COM 855546107 3 20750 SH DEFINED 01 0 0 20750 STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 1105 50230 SH DEFINED 01 0 0 50230 STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 242 11000 SH DEFINED 06 0 11000 0 STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 3186 144875 SH DEFINED 02 09 118675 0 26200 STATE STR CORP COM 857477103 6789 149221 SH DEFINED 01 69139 0 80082 STATE STR CORP COM 857477103 2766 60800 SH DEFINED 06 0 60800 0 STATE STR CORP COM 857477103 12565 276179 SH DEFINED 02 09 236675 0 39504 STATE STR CORP COM 857477103 0 900 SH DEFINED 11 0 900 0 STATOIL ASA SPONSORED ADR 85771P102 884 136950 SH DEFINED 01 0 0 136950 STERICYCLE INC COM 858912108 551 13235 SH DEFINED 01 0 0 13235 STERIS CORP COM 859152100 2512 127798 SH DEFINED 01 0 0 127798 STEWART ENTERPRISES INC CL A 860370105 93 16104 SH DEFINED 01 0 0 16104 STEWART ENTERPRISES INC CL A 860370105 17 3100 SH DEFINED 02 3100 0 0 STILWELL FINL INC COM 860831106 5644 289484 SH DEFINED 01 0 0 289484 STILWELL FINL INC COM 860831106 254 13000 SH DEFINED 06 0 13000 0 STILWELL FINL INC COM 860831106 4733 242782 SH DEFINED 02 09 202700 0 40082 STMICROELECTRONICS N V NY REGISTRY 861012102 1181 54959 SH DEFINED 01 0 0 54959 STONE ENERGY CORP COM 861642106 939 29177 SH DEFINED 01 0 0 29177 STONE ENERGY CORP COM 861642106 1204 37400 SH DEFINED 06 0 37400 0 STORA ENSO CORP SPON ADR REP R 86210M106 484 42188 SH DEFINED 01 0 0 42188 STORAGENETWORKS INC COM 86211E103 37 9356 SH DEFINED 01 0 0 9356 STORAGENETWORKS INC COM 86211E103 10 2400 SH DEFINED 06 0 2400 0 STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 319 25456 SH DEFINED 01 0 0 25456 STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 20 1600 SH DEFINED 02 1600 0 0 STRATEGIC GLOBAL INCOME FD COM 862719101 566 51125 SH DEFINED 01 0 0 51125 STREICHER MOBILE FUELING INC WT EXP 121101 862924115 0 10000 SH DEFINED 01 0 0 10000 STRYKER CORP COM 863667101 1507 28500 SH DEFINED 01 0 0 28500 STRYKER CORP COM 863667101 481 9100 SH DEFINED 06 0 9100 0 STRYKER CORP COM 863667101 5370 101535 SH DEFINED 02 09 93615 0 7920 STURM RUGER & CO INC COM 864159108 46 4500 SH DEFINED 01 0 0 4500 STURM RUGER & CO INC COM 864159108 346 33300 SH DEFINED 06 0 33300 0 STYLECLICK INC CL A 86422L102 115 116425 SH DEFINED 01 0 0 116425 SUBURBAN PROPANE PARTNERS L P UNIT LTD PARTN 864482104 403 16100 SH DEFINED 01 0 0 16100 SUIZA FOODS CORP COM 865077101 1255 19886 SH DEFINED 01 5541 0 14345 SUMMIT PPTYS INC COM 866239106 530 20200 SH DEFINED 01 0 0 20200 SUN COMMUNITIES INC COM 866674104 287 7851 SH DEFINED 01 0 0 7851 SUN LIFE FINL SVCS CDA INC COM 866796105 813 40676 SH DEFINED 01 0 0 40676 SUN MICROSYSTEMS INC COM 866810104 26999 3264811 SH DEFINED 01 705389 0 2559422 SUN MICROSYSTEMS INC COM 866810104 3167 382900 SH DEFINED 06 0 382900 0 SUN MICROSYSTEMS INC COM 866810104 20157 2437423 SH DEFINED 02 09 2065125 0 372298 SUN MICROSYSTEMS INC COM 866810104 0 6600 SH DEFINED 11 0 6600 0 SUN MICROSYSTEMS INC COM 866810104 343 43373 SH DEFINED 12 43373 0 0 SUNCOR ENERGY INC COM 867229106 1465 52575 SH DEFINED 01 0 0 52575 SUNCOR ENERGY INC COM 867229106 59 2100 SH DEFINED 06 0 2100 0 SUNGARD DATA SYS INC COM 867363103 1373 58776 SH DEFINED 01 0 0 58776 SUNGARD DATA SYS INC COM 867363103 2201 94200 SH DEFINED 06 0 94200 0 SUNGARD DATA SYS INC COM 867363103 655 28100 SH DEFINED 02 09 28100 0 0 SUNGARD DATA SYS INC COM 867363103 1233 55900 SH DEFINED 15 55900 0 0 SUNOCO INC COM 86764P109 2208 62049 SH DEFINED 01 0 0 62049 SUNOCO INC COM 86764P109 210 5900 SH DEFINED 06 0 5900 0 SUNOCO INC COM 86764P109 3480 97775 SH DEFINED 02 09 79575 0 18200 SUNRISE ASSISTED LIVING INC COM 86768K106 1030 39907 SH DEFINED 01 0 0 39907 SUNRISE TECHNOLOGIES INTL INC COM 86769L103 6 13500 SH DEFINED 01 0 0 13500 SUNRISE TELECOM INC COM 86769Y105 54 11000 SH DEFINED 01 0 0 11000 SUNTRUST BKS INC COM 867914103 6073 91199 SH DEFINED 01 25 0 91174 SUNTRUST BKS INC COM 867914103 6287 94400 SH DEFINED 06 0 94400 0 SUNTRUST BKS INC COM 867914103 22687 340665 SH DEFINED 02 09 268400 0 72265 SUPERGEN INC COM 868059106 358 50900 SH DEFINED 01 0 0 50900 SUPERIOR INDS INTL INC COM 868168105 279 8405 SH DEFINED 01 0 0 8405 SUPERIOR TELECOM INC COM 868365107 105 74630 SH DEFINED 01 0 0 74630 SUPERVALU INC COM 868536103 1275 63070 SH DEFINED 01 0 0 63070 SUPERVALU INC COM 868536103 42 2100 SH DEFINED 06 0 2100 0 SUPERVALU INC COM 868536103 1882 93100 SH DEFINED 02 09 63300 0 29800 SUSQUEHANNA BANCSHARES INC PA COM 869099101 127 5723 SH DEFINED 01 0 0 5723 SUSQUEHANNA BANCSHARES INC PA COM 869099101 374 16800 SH DEFINED 06 0 16800 0 SWIFT ENERGY CO COM 870738101 1011 49050 SH DEFINED 01 0 0 49050 SWISS HELVETIA FD INC COM 870875101 167 15966 SH DEFINED 01 0 0 15966 SWISSCOM AG SPONSORED ADR 871013108 199 7087 SH DEFINED 01 0 0 7087 SWISSCOM AG SPONSORED ADR 871013108 5400 191630 SH DEFINED 06 0 191630 0 SYBRON DENTAL SPECIALTIES INC COM 871142105 192 10376 SH DEFINED 01 0 0 10376 SYBRON DENTAL SPECIALTIES INC COM 871142105 0 0 SH DEFINED 02 0 0 0 SYBRON DENTAL SPECIALTIES INC COM 871142105 582 31300 SH DEFINED 06 0 31300 0 SYCAMORE NETWORKS INC COM 871206108 81 23403 SH DEFINED 01 0 0 23403 SYCAMORE NETWORKS INC COM 871206108 7 2100 SH DEFINED 02 2100 0 0 SYCAMORE NETWORKS INC COM 871206108 5 1400 SH DEFINED 06 0 1400 0 SYKES ENTERPRISES INC COM 871237103 202 36207 SH DEFINED 01 0 0 36207 SYMANTEC CORP COM 871503108 1182 34099 SH DEFINED 01 0 0 34099 SYMANTEC CORP COM 871503108 76 2200 SH DEFINED 09 2200 0 0 SYMBOL TECHNOLOGIES INC COM 871508107 1763 168148 SH DEFINED 01 0 0 168148 SYMBOL TECHNOLOGIES INC COM 871508107 117 11150 SH DEFINED 06 0 11150 0 SYMBOL TECHNOLOGIES INC COM 871508107 1370 130675 SH DEFINED 02 09 117725 0 12950 SYNAPTIC PHARMACEUTICAL CORP COM 87156R109 632 132400 SH DEFINED 13 132400 0 0 SYNOPSYS INC COM 871607107 282 7054 SH DEFINED 01 0 0 7054 SYNOPSYS INC COM 871607107 713 17800 SH DEFINED 02 09 13700 0 4100 SYNOPSYS INC COM 871607107 131 3300 SH DEFINED 15 3300 0 0 SYNOVUS FINL CORP COM 87161C105 1175 42589 SH DEFINED 01 0 0 42589 SYNOVUS FINL CORP COM 87161C105 2848 103200 SH DEFINED 06 0 103200 0 SYNOVUS FINL CORP COM 87161C105 6847 248118 SH DEFINED 02 09 211825 0 36293 SYNTROLEUM CORP COM 871630109 128 27500 SH DEFINED 01 0 0 27500 SYSCO CORP COM 871829107 4804 188122 SH DEFINED 01 50 0 188072 SYSCO CORP COM 871829107 2415 94560 SH DEFINED 06 0 94560 0 SYSCO CORP COM 871829107 11851 464029 SH DEFINED 02 09 391635 0 72394 SYSCO CORP COM 871829107 0 500 SH DEFINED 11 0 500 0 SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 101 11300 SH DEFINED 01 0 0 11300 SYMPHONIX DEVICES COM 871951109 50 112900 SH DEFINED 01 0 0 112900 TCF FINL CORP COM 872275102 238 5183 SH DEFINED 01 0 0 5183 TCF FINL CORP COM 872275102 851 18500 SH DEFINED 02 09 18500 0 0 TC PIPELINES LP UT COM LTD PRT 87233Q108 1205 45996 SH DEFINED 01 0 0 45996 TCW/DW TERM TR 2003 SH BEN INT 87234U108 1622 153789 SH DEFINED 01 0 0 153789 TCW CONV SECS FD INC COM 872340104 138 18500 SH DEFINED 01 0 0 18500 TECO ENERGY INC COM 872375100 2080 76781 SH DEFINED 01 0 0 76781 TECO ENERGY INC COM 872375100 428 15800 SH DEFINED 02 09 15800 0 0 TEPPCO PARTNERS L P UT LTD PARTNER 872384102 4397 137416 SH DEFINED 01 0 0 137416 TEPPCO PARTNERS L P UT LTD PARTNER 872384102 54 1700 SH DEFINED 02 0 0 1700 THQ INC COM NEW 872443403 441 10243 SH DEFINED 01 0 0 10243 TJX COS INC NEW COM 872540109 1141 34689 SH DEFINED 01 0 0 34689 TJX COS INC NEW COM 872540109 503 15300 SH DEFINED 06 0 15300 0 TJX COS INC NEW COM 872540109 6328 192393 SH DEFINED 02 09 169700 0 22693 TLC LASER EYE CENTERS INC COM 87255E108 2986 1153215 SH DEFINED 01 0 0 1153215 TRW INC COM 872649108 1356 45479 SH DEFINED 01 0 0 45479 TRW INC COM 872649108 295 9900 SH DEFINED 06 0 9900 0 TRW INC COM 872649108 3553 119158 SH DEFINED 02 09 95925 0 23233 TMP WORLDWIDE INC COM 872941109 11190 394165 SH DEFINED 01 0 0 394165 TMP WORLDWIDE INC COM 872941109 148 5200 SH DEFINED 06 0 5200 0 TMP WORLDWIDE INC COM 872941109 13907 489890 SH DEFINED 02 09 483670 0 6220 TMP WORLDWIDE INC COM 872941109 1616 58000 SH DEFINED 15 58000 0 0 TXU CORP COM 873168108 16048 346477 SH DEFINED 01 6904 0 339573 TXU CORP COM 873168108 741 16000 SH DEFINED 06 0 16000 0 TXU CORP COM 873168108 9970 215269 SH DEFINED 02 09 174387 0 40882 TAIWAN FD INC COM 874036106 75 10000 SH DEFINED 01 0 0 10000 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 4994 526300 SH DEFINED 01 0 0 526300 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 12549 1322440 SH DEFINED 02 1322440 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 1113 117300 SH DEFINED 06 0 117300 0 TALBOTS INC COM 874161102 2601 115895 SH DEFINED 01 115695 0 200 TALISMAN ENERGY INC COM 87425E103 12 375 SH DEFINED 01 0 0 375 TALISMAN ENERGY INC COM 87425E103 1566 48300 SH DEFINED 15 48300 0 0 TALX CORP COM 874918105 166 7826 SH DEFINED 01 0 0 7826 TALX CORP COM 874918105 644 30250 SH DEFINED 06 0 30250 0 TARGET CORP COM 87612E106 9126 287464 SH DEFINED 01 0 0 287464 TARGET CORP COM 87612E106 2782 87600 SH DEFINED 06 0 87600 0 TARGET CORP COM 87612E106 20431 643511 SH DEFINED 02 09 532575 0 110936 TARGET CORP COM 87612E106 0 10995 SH DEFINED 11 0 10995 0 TECHNE CORP COM 878377100 512 17400 SH DEFINED 01 0 0 17400 TECHNE CORP COM 878377100 2 100 SH DEFINED 02 100 0 0 TECUMSEH PRODS CO CL A 878895200 278 6100 SH DEFINED 06 0 6100 0 TEKELEC COM 879101103 103 7850 SH DEFINED 01 0 0 7850 TEKELEC COM 879101103 776 58900 SH DEFINED 06 0 58900 0 TEKTRONIX INC COM 879131100 89 5100 SH DEFINED 06 0 5100 0 TEKTRONIX INC COM 879131100 1173 67100 SH DEFINED 02 09 56800 0 10300 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 179 19831 SH DEFINED 01 0 0 19831 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 84 9307 SH DEFINED 06 0 9307 0 TELECOM HLDRS TR DEPOSITRY RCPT 87927P200 240 4800 SH DEFINED 01 0 0 4800 TELECOM ITALIA SPA SPON ADR ORD 87927W106 566 7440 SH DEFINED 01 0 0 7440 TELECOM ITALIA SPA SPON ADR ORD 87927W106 3983 52290 SH DEFINED 06 0 52290 0 TELECOMM ARGENTINA STET-FRANCE SPON ADR REP B 879273209 13 1500 SH DEFINED 01 0 0 1500 TELECOMM ARGENTINA STET-FRANCE SPON ADR REP B 879273209 4 500 SH DEFINED 02 0 0 500 TELECOMM ARGENTINA STET-FRANCE SPON ADR REP B 879273209 1667 191780 SH DEFINED 06 0 191780 0 TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 25 1831 SH DEFINED 01 0 0 1831 TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 2097 150890 SH DEFINED 06 0 150890 0 TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287308 152 6019 SH DEFINED 01 90 0 5929 TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287308 2358 93160 SH DEFINED 06 0 93160 0 TELEFLEX INC COM 879369106 1098 29367 SH DEFINED 01 0 0 29367 TELEFLEX INC COM 879369106 33 900 SH DEFINED 02 900 0 0 TELEFONICA S A SPONSORED ADR 879382208 1728 50911 SH DEFINED 01 80 0 50831 TELEFONICA S A SPONSORED ADR 879382208 1928 56782 SH DEFINED 06 0 56782 0 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 1610 49864 SH DEFINED 01 19664 0 30200 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 2754 85280 SH DEFINED 06 0 85280 0 TELEPHONE & DATA SYS INC COM 879433100 1109 11768 SH DEFINED 01 0 0 11768 TELEPHONE & DATA SYS INC COM 879433100 235 2500 SH DEFINED 02 09 2500 0 0 TELIK INC COM 87959M109 338 48100 SH DEFINED 15 48100 0 0 TELLABS INC COM 879664100 3737 378280 SH DEFINED 01 170 0 378110 TELLABS INC COM 879664100 223 22600 SH DEFINED 06 0 22600 0 TELLABS INC COM 879664100 3436 347893 SH DEFINED 02 09 290375 0 57518 TELLABS INC COM 879664100 0 2250 SH DEFINED 11 0 2250 0 TELXON CORP SUB DB CV 7.5%12 879700AA0 106 120000 SH DEFINED 01 0 0 120000 TEMPLE INLAND INC COM 879868107 47 1002 SH DEFINED 01 0 0 1002 TEMPLE INLAND INC COM 879868107 266 5600 SH DEFINED 06 0 5600 0 TEMPLE INLAND INC COM 879868107 1225 25800 SH DEFINED 02 09 25400 0 400 TEMPLETON GLOBAL GOVT INCOM FD SH BEN INT 879929107 510 85565 SH DEFINED 01 0 0 85565 TEMPLETON DRAGON FD INC COM 88018T101 606 90474 SH DEFINED 01 0 0 90474 TEMPLETON CHINA WORLD FD INC COM 88018X102 352 47550 SH DEFINED 01 0 0 47550 TEMPLETON EMERGING MKTS FD INC COM 880191101 2693 382106 SH DEFINED 01 0 0 382106 TEMPLETON EMERG MKTS INCOME FD COM 880192109 100 10021 SH DEFINED 01 0 0 10021 TEMPLETON GLOBAL INCOME FD INC COM 880198106 1030 154961 SH DEFINED 01 0 0 154961 TENET HEALTHCARE CORP COM 88033G100 8527 142961 SH DEFINED 01 0 0 142961 TENET HEALTHCARE CORP COM 88033G100 2894 48520 SH DEFINED 06 0 48520 0 TENET HEALTHCARE CORP COM 88033G100 16269 272760 SH DEFINED 02 09 218673 0 54087 TENGASCO INC COM NEW 88033R205 729 80150 SH DEFINED 01 0 0 80150 TENNECO AUTOMOTIVE INC COM 880349105 39 18774 SH DEFINED 01 771 0 18003 TERADYNE INC COM 880770102 3590 184143 SH DEFINED 01 155658 0 28485 TERADYNE INC COM 880770102 285 14600 SH DEFINED 06 0 14600 0 TERADYNE INC COM 880770102 2155 110565 SH DEFINED 02 09 95725 0 14840 TERAYON COMMUNICATION SYS COM 880775101 1228 170895 SH DEFINED 01 0 0 170895 TERRA NETWORKS S A SPONSORED ADR 88100W103 71 14032 SH DEFINED 01 0 0 14032 TESORO PETE CORP COM 881609101 167 14050 SH DEFINED 01 0 0 14050 TETRA TECHNOLOGIES INC DEL COM 88162F105 932 53550 SH DEFINED 01 0 0 53550 TETRA TECH INC NEW COM 88162G103 435 19710 SH DEFINED 01 0 0 19710 TETRA TECH INC NEW COM 88162G103 17 800 SH DEFINED 02 800 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1212 20055 SH DEFINED 01 0 0 20055 TEXACO INC COM 881694103 13080 201234 SH DEFINED 01 18856 0 182378 TEXACO INC COM 881694103 5561 85555 SH DEFINED 06 0 85555 0 TEXACO INC COM 881694103 28637 440584 SH DEFINED 02 09 372049 0 68535 TEXAS BIOTECHNOLOGY CORP COM 88221T104 1083 191697 SH DEFINED 01 102169 0 89528 TEXAS INDS INC COM 882491103 231 7483 SH DEFINED 01 0 0 7483 TEXAS INSTRS INC COM 882508104 33420 1337902 SH DEFINED 01 130 0 1337772 TEXAS INSTRS INC COM 882508104 6946 278058 SH DEFINED 06 0 278058 0 TEXAS INSTRS INC COM 882508104 31415 1257644 SH DEFINED 02 09 1031065 0 226579 TEXAS INSTRS INC COM 882508104 0 10855 SH DEFINED 11 0 10855 0 TEXAS PAC LD TR SUB CTF PROP I T 882610108 2783 79300 SH DEFINED 01 0 0 79300 THAI FD INC COM 882904105 385 132989 SH DEFINED 01 0 0 132989 TEXTRON INC COM 883203101 980 29165 SH DEFINED 01 0 0 29165 TEXTRON INC COM 883203101 292 8700 SH DEFINED 06 0 8700 0 TEXTRON INC COM 883203101 5270 156806 SH DEFINED 02 09 117649 0 39157 THERAGENICS CORP COM 883375107 972 105260 SH DEFINED 01 0 0 105260 THERMO ELECTRON CORP COM 883556102 688 38118 SH DEFINED 01 0 0 38118 THERMO ELECTRON CORP COM 883556102 146 8100 SH DEFINED 06 0 8100 0 THERMO ELECTRON CORP COM 883556102 1519 84225 SH DEFINED 02 09 82925 0 1300 THERMO ELECTRON CORP COM 883556102 2805 159400 SH DEFINED 15 159400 0 0 THIRD WAVE TECHNOLOGIES INC COM 88428W108 3 499 SH DEFINED 01 0 0 499 THIRD WAVE TECHNOLOGIES INC COM 88428W108 510 83800 SH DEFINED 13 83800 0 0 THOMAS & BETTS CORP COM 884315102 192 11033 SH DEFINED 01 0 0 11033 THOMAS & BETTS CORP COM 884315102 1685 78600 SH DEFINED 07 78600 0 0 THOMAS GROUP INC COM 884402108 37 11400 SH DEFINED 01 0 0 11400 THORNBURG MTG INC COM 885218107 1154 69704 SH DEFINED 01 0 0 69704 3DO CO COM 88553W105 38 18585 SH DEFINED 01 0 0 18585 3COM CORP COM 885535104 687 183252 SH DEFINED 01 90406 0 92846 3COM CORP COM 885535104 98 26200 SH DEFINED 02 09 26200 0 0 TIBCO SOFTWARE INC COM 88632Q103 838 114268 SH DEFINED 01 0 0 114268 TIBCO SOFTWARE INC COM 88632Q103 45 6220 SH DEFINED 02 09 6220 0 0 TICKETMASTER CL B 88633P203 12 1180 SH DEFINED 01 0 0 1180 TICKETMASTER CL B 88633P203 318 32066 SH DEFINED 12 32066 0 0 TIDEWATER INC COM 886423102 1001 37529 SH DEFINED 01 0 0 37529 TIDEWATER INC COM 886423102 63 2400 SH DEFINED 02 09 2400 0 0 TIFFANY & CO NEW COM 886547108 9945 459366 SH DEFINED 01 89723 0 369643 TIFFANY & CO NEW COM 886547108 1420 65600 SH DEFINED 06 0 65600 0 TIFFANY & CO NEW COM 886547108 1414 65375 SH DEFINED 02 09 64375 0 1000 TIMBERLAND CO CL A 887100105 573 21155 SH DEFINED 01 0 0 21155 TIMBERLAND CO CL A 887100105 140 5200 SH DEFINED 09 5200 0 0 TIME WARNER TELECOM INC CL A 887319101 12 1725 SH DEFINED 01 0 0 1725 TIME WARNER TELECOM INC CL A 887319101 2 335 SH DEFINED 02 335 0 0 TIME WARNER TELECOM INC CL A 887319101 5 750 SH DEFINED 06 0 750 0 TIME WARNER TELECOM INC CL A 887319101 170 21070 SH DEFINED 12 21070 0 0 TITAN PHARMACEUTICALS INC DEL COM 888314101 4 775 SH DEFINED 01 0 0 775 TITAN PHARMACEUTICALS INC DEL COM 888314101 175 28100 SH DEFINED 15 28100 0 0 TIVO INC COM 888706108 48 14550 SH DEFINED 01 11700 0 2850 TOLL BROTHERS INC COM 889478103 372 12540 SH DEFINED 01 0 0 12540 TOMKINS PLC SPONSORED ADR 890030208 0 100 SH DEFINED 01 0 0 100 TOMKINS PLC SPONSORED ADR 890030208 769 89300 SH DEFINED 06 0 89300 0 TOPPS INC COM 890786106 116 12104 SH DEFINED 01 4 0 12100 TOR MINERALS INTL INC COM 890878101 17 15000 SH DEFINED 01 0 0 15000 TORCH OFFSHORE INC COM 891019101 364 61500 SH DEFINED 01 0 0 61500 TORCHMARK CORP COM 891027104 506 12975 SH DEFINED 01 0 0 12975 TORCHMARK CORP COM 891027104 222 5700 SH DEFINED 06 0 5700 0 TORCHMARK CORP COM 891027104 2317 59425 SH DEFINED 02 09 58525 0 900 TOTAL FINA ELF S A SPONSORED ADR 89151E109 332 4917 SH DEFINED 01 0 0 4917 TOTAL FINA ELF S A SPONSORED ADR 89151E109 5326 78841 SH DEFINED 06 0 78841 0 TOTAL RESH CORP COM 891511107 50 21000 SH DEFINED 01 0 0 21000 TOWER AUTOMOTIVE INC SB NT CV 5%04 891707AE1 129 165000 SH DEFINED 01 165000 0 0 TOYS R US INC COM 892335100 89 5218 SH DEFINED 01 80 0 5138 TOYS R US INC COM 892335100 1502 87200 SH DEFINED 06 0 87200 0 TOYS R US INC COM 892335100 1565 90850 SH DEFINED 02 09 89450 0 1400 TOYS R US INC COM 892335100 319 18600 SH DEFINED 15 18600 0 0 TRANSATLANTIC HLDGS INC COM 893521104 361 4276 SH DEFINED 01 30 0 4246 TRANSATLANTIC HLDGS INC COM 893521104 50 600 SH DEFINED 02 600 0 0 TRANSMATION INC COM 893757104 58 53000 SH DEFINED 01 0 0 53000 TRANSMETA CORP DEL COM 89376R109 51 36852 SH DEFINED 01 0 0 36852 TRANSPORTACION MARITIMA MEXICA SPON ADR A 893868307 771 144160 SH DEFINED 01 0 0 144160 TRANSPRO INC COM 893885103 53 17537 SH DEFINED 01 5337 0 12200 TRANSWITCH CORP COM 894065101 165 53923 SH DEFINED 01 0 0 53923 TRI CONTL CORP COM 895436103 2377 129945 SH DEFINED 01 0 0 129945 TRIAD HOSPITALS INC COM 89579K109 58 1651 SH DEFINED 01 0 0 1651 TRIAD HOSPITALS INC COM 89579K109 49 1400 SH DEFINED 02 1400 0 0 TRIAD HOSPITALS INC COM 89579K109 1034 29200 SH DEFINED 06 0 29200 0 TRIAD HOSPITALS INC COM 89579K109 185 5200 SH DEFINED 15 5200 0 0 TRIANGLE PHARMACEUTICALS INC COM 89589H104 287 89950 SH DEFINED 01 0 0 89950 TRIDENT MICROSYSTEMS INC COM 895919108 9 2000 SH DEFINED 01 0 0 2000 TRIDENT MICROSYSTEMS INC COM 895919108 330 78200 SH DEFINED 15 78200 0 0 TRICON GLOBAL RESTAURANTS COM 895953107 1061 27058 SH DEFINED 01 5278 0 21780 TRICON GLOBAL RESTAURANTS COM 895953107 2315 59050 SH DEFINED 02 58050 0 1000 TRICON GLOBAL RESTAURANTS COM 895953107 1176 29990 SH DEFINED 06 0 29990 0 TRIBUNE CO NEW COM 896047107 3744 119240 SH DEFINED 01 0 0 119240 TRIBUNE CO NEW COM 896047107 1758 56000 SH DEFINED 06 0 56000 0 TRIBUNE CO NEW COM 896047107 5651 179970 SH DEFINED 02 09 158350 0 21620 TRICORD SYSTEMS INC COM 896121100 53 98300 SH DEFINED 01 0 0 98300 TRIGON HEALTHCARE INC COM 89618L100 4578 69896 SH DEFINED 01 0 0 69896 TRIGON HEALTHCARE INC COM 89618L100 58 900 SH DEFINED 02 900 0 0 TRIMBLE NAVIGATION LTD COM 896239100 304 19964 SH DEFINED 01 0 0 19964 TRIMBLE NAVIGATION LTD COM 896239100 2040 139800 SH DEFINED 15 139800 0 0 TRINTECH GROUP PLC SPONSORED ADR 896682101 64 43000 SH DEFINED 01 0 0 43000 TRIQUINT SEMICONDUCTOR INC COM 89674K103 502 31452 SH DEFINED 01 0 0 31452 TRIQUINT SEMICONDUCTOR INC COM 89674K103 675 42200 SH DEFINED 06 0 42200 0 TRIUMPH GROUP INC NEW COM 896818101 116 5000 SH DEFINED 01 0 0 5000 TRIUMPH GROUP INC NEW COM 896818101 461 19800 SH DEFINED 06 0 19800 0 TRUSTMARK CORP COM 898402102 319 14285 SH DEFINED 01 0 0 14285 TRUSTMARK CORP COM 898402102 26 1200 SH DEFINED 02 1200 0 0 TULARIK INC COM 899165104 18 1000 SH DEFINED 01 0 0 1000 TULARIK INC COM 899165104 5 300 SH DEFINED 02 300 0 0 TULARIK INC COM 899165104 2301 130000 SH DEFINED 14 130000 0 0 TUPPERWARE CORP COM 899896104 296 14885 SH DEFINED 01 0 0 14885 TUPPERWARE CORP COM 899896104 11 600 SH DEFINED 02 0 0 600 TUPPERWARE CORP COM 899896104 335 16800 SH DEFINED 06 0 16800 0 2002 TARGET TERM TR COM 902106103 252 17536 SH DEFINED 01 0 0 17536 TYCO INTL LTD NEW LYON ZERO 20 902124AC0 321 423000 SH DEFINED 01 0 0 423000 TYCO INTL LTD NEW COM 902124106 49657 1091370 SH DEFINED 01 10415 0 1080955 TYCO INTL LTD NEW COM 902124106 18185 399666 SH DEFINED 06 0 399666 0 TYCO INTL LTD NEW COM 902124106 61404 1349557 SH DEFINED 02 09 1108890 0 240667 TYCO INTL LTD NEW COM 902124106 0 18120 SH DEFINED 11 0 18120 0 TYLER TECHNOLOGIES INC COM 902252105 183 63300 SH DEFINED 01 0 0 63300 UAL CORP COM PAR $0.01 902549500 858 46995 SH DEFINED 01 0 0 46995 UAL CORP COM PAR $0.01 902549500 57 3200 SH DEFINED 02 09 1400 0 1800 UAXS GLOBAL HOLDINGS INC COM 902580109 8 12000 SH DEFINED 01 0 0 12000 UCAR INTL INC COM 90262K109 0 100 SH DEFINED 01 0 0 100 UCAR INTL INC COM 90262K109 714 80200 SH DEFINED 06 0 80200 0 UCAR INTL INC COM 90262K109 2940 334200 SH DEFINED 15 334200 0 0 UGI CORP NEW COM 902681105 240 8879 SH DEFINED 01 0 0 8879 UGI CORP NEW COM 902681105 13 500 SH DEFINED 02 0 0 500 UGI CORP NEW COM 902681105 333 12300 SH DEFINED 06 0 12300 0 UMB FINL CORP COM 902788108 28 690 SH DEFINED 01 0 0 690 UMB FINL CORP COM 902788108 332 8000 SH DEFINED 06 0 8000 0 USX MARATHON GROUP COM NEW 902905827 4014 150074 SH DEFINED 01 0 0 150074 USX MARATHON GROUP COM NEW 902905827 514 19200 SH DEFINED 06 0 19200 0 USX MARATHON GROUP COM NEW 902905827 9553 357151 SH DEFINED 02 09 267595 0 89556 UST INC COM 902911106 239 7224 SH DEFINED 01 95 0 7129 UST INC COM 902911106 305 9200 SH DEFINED 06 0 9200 0 UST INC COM 902911106 3827 115300 SH DEFINED 02 09 109600 0 5700 US BANCORP DEL COM NEW 902973304 34371 1549651 SH DEFINED 01 5 0 1549646 US BANCORP DEL COM NEW 902973304 2491 112297 SH DEFINED 06 0 112297 0 US BANCORP DEL COM NEW 902973304 54793 2470450 SH DEFINED 02 09 2102935 0 367515 USA NETWORKS INC COM 902984103 865 48113 SH DEFINED 01 0 0 48113 USA NETWORKS INC COM 902984103 387 21560 SH DEFINED 02 09 21560 0 0 USA NETWORKS INC COM 902984103 149 8412 SH DEFINED 12 8412 0 0 USX-U S STL COM 90337T101 330 23613 SH DEFINED 01 0 0 23613 USX-U S STL COM 90337T101 81 5800 SH DEFINED 06 0 5800 0 USX-U S STL COM 90337T101 668 47850 SH DEFINED 02 09 47050 0 800 USA ED INC COM 90390U102 2081 25102 SH DEFINED 01 10 0 25092 USA ED INC COM 90390U102 1995 24065 SH DEFINED 06 0 24065 0 USA ED INC COM 90390U102 11299 136290 SH DEFINED 02 09 123835 0 12455 USA ED INC COM 90390U102 0 50 SH DEFINED 11 0 50 0 ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 157 3279 SH DEFINED 01 0 0 3279 ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 321 6700 SH DEFINED 02 09 6700 0 0 ULTRATECH STEPPER INC COM 904034105 0 25 SH DEFINED 01 0 0 25 ULTRATECH STEPPER INC COM 904034105 850 71000 SH DEFINED 06 0 71000 0 UNIFI INC COM 904677101 8 1000 SH DEFINED 01 0 0 1000 UNIFI INC COM 904677101 3737 461400 SH DEFINED 15 461400 0 0 UNILEVER PLC SPON ADR NEW 904767704 625 20855 SH DEFINED 01 75 0 20780 UNILEVER PLC SPON ADR NEW 904767704 5480 182680 SH DEFINED 06 0 182680 0 UNILEVER N V N Y SHS NEW 904784709 2392 44298 SH DEFINED 01 0 0 44298 UNILEVER N V N Y SHS NEW 904784709 2344 43400 SH DEFINED 06 0 43400 0 UNILEVER N V N Y SHS NEW 904784709 20780 384695 SH DEFINED 02 09 315570 0 69125 UNION PAC CORP COM 907818108 4319 92094 SH DEFINED 01 3917 0 88177 UNION PAC CORP COM 907818108 4456 95000 SH DEFINED 06 0 95000 0 UNION PAC CORP COM 907818108 8147 173730 SH DEFINED 02 09 147225 0 26505 UNION PLANTERS CORP COM 908068109 5549 129352 SH DEFINED 01 0 0 129352 UNION PLANTERS CORP COM 908068109 356 8300 SH DEFINED 06 0 8300 0 UNION PLANTERS CORP COM 908068109 6159 143576 SH DEFINED 02 09 119850 0 23726 UNIONBANCAL CORP COM 908906100 23 690 SH DEFINED 01 0 0 690 UNIONBANCAL CORP COM 908906100 243 7200 SH DEFINED 02 09 7200 0 0 UNIROYAL TECHNOLOGY CORP COM 909163107 101 32236 SH DEFINED 01 0 0 32236 UNISOURCE ENERGY CORP COM 909205106 311 22233 SH DEFINED 01 0 0 22233 UNISYS CORP COM 909214108 314 36311 SH DEFINED 01 230 0 36081 UNISYS CORP COM 909214108 147 17000 SH DEFINED 06 0 17000 0 UNISYS CORP COM 909214108 2005 231675 SH DEFINED 02 09 198175 0 33500 UNITED DOMINION REALTY TR INC COM 910197102 860 60240 SH DEFINED 01 0 0 60240 UNITED DOMINION REALTY TR INC COM 910197102 349 24410 SH DEFINED 06 0 24410 0 UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 3914 735769 SH DEFINED 01 0 0 735769 UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 11802 2218520 SH DEFINED 02 2218520 0 0 UNITED PAN-EUROPE COMMUNCTN NV SPON ADR A SHS 911300200 7 25750 SH DEFINED 01 0 0 25750 UNITED PARCEL SERVICE INC CL B 911312106 16950 326092 SH DEFINED 01 80 0 326012 UNITED PARCEL SERVICE INC CL B 911312106 3056 58800 SH DEFINED 06 0 58800 0 UNITED PARCEL SERVICE INC CL B 911312106 420 8093 SH DEFINED 02 09 8093 0 0 UNITED RENTALS INC COM 911363109 65 3800 SH DEFINED 01 0 0 3800 UNITED RENTALS INC COM 911363109 15 900 SH DEFINED 02 900 0 0 UNITED RENTALS INC COM 911363109 900 51900 SH DEFINED 06 0 51900 0 US AIRWAYS GROUP INC COM 911905107 150 32305 SH DEFINED 01 30355 0 1950 US AIRWAYS GROUP INC COM 911905107 17 3600 SH DEFINED 06 0 3600 0 US AIRWAYS GROUP INC COM 911905107 143 30950 SH DEFINED 02 09 30350 0 600 UNITED TECHNOLOGIES CORP COM 913017109 7783 167392 SH DEFINED 01 20548 0 146844 UNITED TECHNOLOGIES CORP COM 913017109 5910 127090 SH DEFINED 06 0 127090 0 UNITED TECHNOLOGIES CORP COM 913017109 20370 438085 SH DEFINED 02 09 344596 0 93489 UNITED TECHNOLOGIES CORP COM 913017109 0 3000 SH DEFINED 11 0 3000 0 UNITEDHEALTH GROUP INC COM 91324P102 5201 78223 SH DEFINED 01 0 0 78223 UNITEDHEALTH GROUP INC COM 91324P102 5115 76919 SH DEFINED 06 0 76919 0 UNITEDHEALTH GROUP INC COM 91324P102 14823 222908 SH DEFINED 02 09 187014 0 35894 UNITEDGLOBALCOM CL A 913247508 418 201516 SH DEFINED 12 201516 0 0 UNITRIN INC COM 913275103 602 15762 SH DEFINED 01 0 0 15762 UNITRIN INC COM 913275103 42 1100 SH DEFINED 02 1100 0 0 UNIVERSAL CORP VA COM 913456109 913 27386 SH DEFINED 01 0 0 27386 UNIVERSAL CORP VA COM 913456109 300 9000 SH DEFINED 06 0 9000 0 UNIVERSAL FST PRODS INC COM 913543104 312 16400 SH DEFINED 06 0 16400 0 UNIVERSAL HEALTH RLTY INCM TR SH BEN INT 91359E105 311 12595 SH DEFINED 01 0 0 12595 UNIVERSAL HLTH SVCS INC CL B 913903100 34 710 SH DEFINED 01 0 0 710 UNIVERSAL HLTH SVCS INC CL B 913903100 24 500 SH DEFINED 02 500 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 1835 37600 SH DEFINED 06 0 37600 0 UNIVISION COMMUNICATIONS INC CL A 914906102 16 726 SH DEFINED 01 0 0 726 UNIVISION COMMUNICATIONS INC CL A 914906102 312 13600 SH DEFINED 06 0 13600 0 UNIVISION COMMUNICATIONS INC CL A 914906102 2471 107700 SH DEFINED 02 09 95800 0 11900 UNOCAL CORP COM 915289102 3892 119772 SH DEFINED 01 29325 0 90447 UNOCAL CORP COM 915289102 481 14800 SH DEFINED 06 0 14800 0 UNOCAL CORP COM 915289102 8589 264308 SH DEFINED 02 09 200725 0 63583 UNOVA INC COM 91529B106 948 213173 SH DEFINED 01 0 0 213173 UNUMPROVIDENT CORP COM 91529Y106 903 35770 SH DEFINED 01 0 0 35770 UNUMPROVIDENT CORP COM 91529Y106 354 14000 SH DEFINED 06 0 14000 0 UNUMPROVIDENT CORP COM 91529Y106 6613 261925 SH DEFINED 02 09 207625 0 54300 USFREIGHTWAYS CORP COM 916906100 290 9300 SH DEFINED 06 0 9300 0 UTILICORP UTD INC COM 918005109 476 17026 SH DEFINED 01 450 0 16576 UTILICORP UTD INC COM 918005109 428 15300 SH DEFINED 02 09 15300 0 0 V F CORP COM 918204108 14 500 SH DEFINED 01 0 0 500 V F CORP COM 918204108 199 6800 SH DEFINED 06 0 6800 0 V F CORP COM 918204108 3423 117000 SH DEFINED 02 09 94300 0 22700 VTEL CORP COM 918333105 26 12817 SH DEFINED 01 0 0 12817 VALASSIS COMMUNICATIONS INC COM 918866104 197 6200 SH DEFINED 01 0 0 6200 VALASSIS COMMUNICATIONS INC COM 918866104 677 21250 SH DEFINED 02 09 18000 0 3250 VALHI INC NEW LYON ZERO CPN 07 918905AC4 27 46000 SH DEFINED 01 0 0 46000 VALERO ENERGY CORP NEW COM 91913Y100 113 3230 SH DEFINED 01 0 0 3230 VALERO ENERGY CORP NEW COM 91913Y100 126 3600 SH DEFINED 02 09 3600 0 0 VALLEY NATL BANCORP COM 919794107 485 16320 SH DEFINED 01 0 0 16320 VALLEY NATL BANCORP COM 919794107 59 2000 SH DEFINED 02 2000 0 0 VALUEVISION INTL INC CL A 92047K107 18 1400 SH DEFINED 01 0 0 1400 VALUEVISION INTL INC CL A 92047K107 1054 81700 SH DEFINED 06 0 81700 0 VAN KAMPEN MUN INCOME TR COM 920909108 434 48875 SH DEFINED 01 0 0 48875 VAN KAMPEN FLA QUALITY MUN TR COM 920921103 204 14000 SH DEFINED 01 0 0 14000 VAN KAMPEN N Y QUALITY MUN TR COM 920922101 163 10920 SH DEFINED 01 0 0 10920 VAN KAMPEN TR INVT GRADE N Y COM 920931102 217 13610 SH DEFINED 01 0 0 13610 VAN KAMPEN MUN OPPORTUNITY TR COM 920935103 460 29063 SH DEFINED 01 0 0 29063 VAN KAMPEN MUN OPPORTUNITY II COM 920944105 429 32820 SH DEFINED 01 0 0 32820 VAN KAMPEN INCOME TR SH BEN INT 920957107 76 11175 SH DEFINED 01 0 0 11175 VAN KAMPEN SENIOR INCOME TR COM 920961109 4748 664085 SH DEFINED 01 0 0 664085 VAN KAMPEN ADVANTAGE MUN II SH BEN INT 92112K107 332 26500 SH DEFINED 01 0 0 26500 VAN KAMPEN SELECT SECTOR MUN COM 92112M103 248 20450 SH DEFINED 01 0 0 20450 VAN KAMPEN N Y VALUE MUN INCOM COM 92112Q104 382 26385 SH DEFINED 01 0 0 26385 VAN KAMPEN ADVANTAGE MUN INCOM SH BEN INT 921124103 257 18110 SH DEFINED 01 0 0 18110 VAN KAMPEN VALUE MUN INCOME TR COM 921132106 969 72150 SH DEFINED 01 0 0 72150 VANTAGEMED CORP COM 92208W106 9 10800 SH DEFINED 01 0 0 10800 VARIAGENICS INC COM 922196100 118 44400 SH DEFINED 13 44400 0 0 VARIAN MED SYS INC COM 92220P105 551 8604 SH DEFINED 01 0 0 8604 VARIAN INC COM 922206107 317 12464 SH DEFINED 01 0 0 12464 VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 303 11744 SH DEFINED 01 0 0 11744 VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 1093 42300 SH DEFINED 06 0 42300 0 VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 637 26000 SH DEFINED 15 26000 0 0 VASOMEDICAL INC COM 922321104 31 10325 SH DEFINED 01 0 0 10325 VECTREN CORP COM 92240G101 46 2079 SH DEFINED 01 0 0 2079 VECTREN CORP COM 92240G101 40 1800 SH DEFINED 02 1800 0 0 VECTREN CORP COM 92240G101 327 14600 SH DEFINED 06 0 14600 0 VECTOR GROUP LTD COM 92240M108 1383 32371 SH DEFINED 01 0 0 32371 VEECO INSTRS INC DEL COM 922417100 0 25 SH DEFINED 01 0 0 25 VEECO INSTRS INC DEL COM 922417100 461 18400 SH DEFINED 15 18400 0 0 VELCRO INDS N V COM 922571104 118 12000 SH DEFINED 01 0 0 12000 VENATOR GROUP INC COM 922944103 5 340 SH DEFINED 01 0 0 340 VENATOR GROUP INC COM 922944103 51 3400 SH DEFINED 02 3400 0 0 VENATOR GROUP INC COM 922944103 1523 99900 SH DEFINED 06 0 99900 0 VERISIGN INC COM 92343E102 1699 40560 SH DEFINED 01 0 0 40560 VERISIGN INC COM 92343E102 153 3650 SH DEFINED 06 0 3650 0 VERISIGN INC COM 92343E102 1135 27113 SH DEFINED 02 09 21023 0 6090 VERISIGN INC COM 92343E102 2323 58808 SH DEFINED 12 58808 0 0 VERITAS DGC INC COM 92343P107 319 28659 SH DEFINED 01 17901 0 10758 VERIZON COMMUNICATIONS COM 92343V104 60310 1114591 SH DEFINED 01 43950 0 1070641 VERIZON COMMUNICATIONS COM 92343V104 16527 305435 SH DEFINED 06 0 305435 0 VERIZON COMMUNICATIONS COM 92343V104 119254 2203929 SH DEFINED 02 09 1774661 0 429268 VERIZON COMMUNICATIONS COM 92343V104 0 8945 SH DEFINED 11 0 8945 0 VERILINK CORP COM 923432108 107 65800 SH DEFINED 01 0 0 65800 VERITAS SOFTWARE CO COM 923436109 5667 307375 SH DEFINED 01 53914 0 253461 VERITAS SOFTWARE CO COM 923436109 1573 85292 SH DEFINED 06 0 85292 0 VERITAS SOFTWARE CO COM 923436109 5590 303229 SH DEFINED 02 09 259042 0 44187 VERSO TECHNOLOGIES INC COM 925317109 8 14513 SH DEFINED 01 6 0 14507 VERTEX PHARMACEUTICALS INC COM 92532F100 813 45095 SH DEFINED 01 0 0 45095 VERTEX PHARMACEUTICALS INC COM 92532F100 1 100 SH DEFINED 02 100 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 14 750 SH DEFINED 06 0 750 0 VESTA INS GROUP INC COM 925391104 210 16040 SH DEFINED 01 0 0 16040 VIAD CORP COM 92552R109 80 4188 SH DEFINED 01 0 0 4188 VIAD CORP COM 92552R109 243 12700 SH DEFINED 02 09 12700 0 0 VIACOM INC CL A 925524100 1918 54886 SH DEFINED 01 0 0 54886 VIACOM INC CL B 925524308 24037 696753 SH DEFINED 01 38450 0 658303 VIACOM INC CL B 925524308 5147 149200 SH DEFINED 06 0 149200 0 VIACOM INC CL B 925524308 55969 1622322 SH DEFINED 02 09 1379418 0 242904 VIACOM INC CL B 925524308 0 10395 SH DEFINED 11 0 10395 0 VIACOM INC CL B 925524308 4113 124650 SH DEFINED 12 124650 0 0 VIASYSTEMS GROUP INC COM 92553H100 91 141224 SH DEFINED 01 0 0 141224 VIASOURCE COMMUNICATIONS INC COM 92553W107 2 26000 SH DEFINED 01 0 0 26000 VICAL INC COM 925602104 205 20120 SH DEFINED 01 0 0 20120 VIGNETTE CORP COM 926734104 265 75091 SH DEFINED 01 0 0 75091 VIGNETTE CORP COM 926734104 56 16200 SH DEFINED 02 09 9600 0 6600 VINTAGE PETE INC COM 927460105 92 5850 SH DEFINED 01 0 0 5850 VINTAGE PETE INC COM 927460105 7 500 SH DEFINED 02 500 0 0 VINTAGE PETE INC COM 927460105 319 20100 SH DEFINED 06 0 20100 0 VION PHARMACEUTICALS INC COM 927624106 209 44740 SH DEFINED 01 0 0 44740 VIRAGE LOGIC CORP COM 92763R104 214 19600 SH DEFINED 01 0 0 19600 VIRGINIA COMMONWEALTH FINL CP COM 92778N106 422 13403 SH DEFINED 01 0 0 13403 VISTA GOLD CORP COM 927926105 1 15000 SH DEFINED 01 0 0 15000 VISIBLE GENETICS INC COM 92829S104 1121 56620 SH DEFINED 01 0 0 56620 VISIBLE GENETICS INC COM 92829S104 2883 154500 SH DEFINED 15 154500 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 1341 72931 SH DEFINED 01 0 0 72931 VISHAY INTERTECHNOLOGY INC COM 928298108 55 3000 SH DEFINED 02 3000 0 0 VISTEON CORP COM 92839U107 464 36438 SH DEFINED 01 5118 0 31320 VISTEON CORP COM 92839U107 781 61275 SH DEFINED 02 60175 0 1100 VISTEON CORP COM 92839U107 88 6900 SH DEFINED 06 0 6900 0 VITALWORKS INC COM 928483106 101 40700 SH DEFINED 01 0 0 40700 VITESSE SEMICONDUCTOR CORP COM 928497106 976 125967 SH DEFINED 01 0 0 125967 VITESSE SEMICONDUCTOR CORP COM 928497106 161 20800 SH DEFINED 06 0 20800 0 VITESSE SEMICONDUCTOR CORP COM 928497106 799 103290 SH DEFINED 02 09 92890 0 10400 VIVENDI UNIVERSAL SPON ADR NEW 92851S204 1262 27242 SH DEFINED 01 0 0 27242 VIVENDI UNIVERSAL SPON ADR NEW 92851S204 4 100 SH DEFINED 02 0 0 100 VIVUS INC COM 928551100 190 62975 SH DEFINED 01 0 0 62975 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 18949 862907 SH DEFINED 01 10327 0 852580 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 12153 553430 SH DEFINED 02 553100 0 330 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 632 28800 SH DEFINED 06 0 28800 0 VODAFONE GROUP PLC NEW CALL 92857W9AF 219 10000 SH CALL DEFINED 01 0 0 100 VYSIS INC COM 928961101 24 1200 SH DEFINED 01 0 0 1200 VYSIS INC COM 928961101 3019 147300 SH DEFINED 14 147300 0 0 VORNADO RLTY TR SH BEN INT 929042109 380 9576 SH DEFINED 01 0 0 9576 VORNADO RLTY TR SH BEN INT 929042109 134 3400 SH DEFINED 02 09 3400 0 0 VORNADO RLTY TR SH BEN INT 929042109 3071 77995 SH DEFINED 12 77995 0 0 VULCAN MATLS CO COM 929160109 1482 34308 SH DEFINED 01 25 0 34283 VULCAN MATLS CO COM 929160109 207 4800 SH DEFINED 06 0 4800 0 VULCAN MATLS CO COM 929160109 2154 49875 SH DEFINED 02 09 48175 0 1700 WGL HLDGS INC COM 92924F106 293 10933 SH DEFINED 01 0 0 10933 WGL HLDGS INC COM 92924F106 309 11500 SH DEFINED 06 0 11500 0 W HLDG CO INC COM 929251106 842 60200 SH DEFINED 02 0 0 60200 W HLDG CO INC COM 929251106 0 60200 SH DEFINED 11 0 60200 0 W P CAREY & CO LLC COM 92930Y107 943 44197 SH DEFINED 01 0 0 44197 WPS RESOURCES CORP COM 92931B106 403 11716 SH DEFINED 01 0 0 11716 WABASH NATL CORP COM 929566107 110 16070 SH DEFINED 01 0 0 16070 WABASH NATL CORP COM 929566107 26 3800 SH DEFINED 02 3800 0 0 WABASH NATL CORP COM 929566107 292 42300 SH DEFINED 06 0 42300 0 WABTEC CORP COM 929740108 0 30 SH DEFINED 01 0 0 30 WABTEC CORP COM 929740108 245 22500 SH DEFINED 06 0 22500 0 WACKENHUT CORRECTIONS CORP COM 929798106 183 13700 SH DEFINED 01 0 0 13700 WACHOVIA CORP 2ND NEW COM 929903102 8909 287399 SH DEFINED 01 8353 0 279046 WACHOVIA CORP 2ND NEW COM 929903102 3140 101300 SH DEFINED 06 0 101300 0 WACHOVIA CORP 2ND NEW COM 929903102 42147 1359594 SH DEFINED 02 09 1120365 0 239229 WAL MART STORES INC COM 931142103 71637 1447230 SH DEFINED 01 133284 0 1313946 WAL MART STORES INC COM 931142103 17286 349206 SH DEFINED 06 0 349206 0 WAL MART STORES INC COM 931142103 175241 3540252 SH DEFINED 02 09 2871390 0 668862 WAL MART STORES INC COM 931142103 0 10160 SH DEFINED 11 0 10160 0 WALGREEN CO COM 931422109 18997 551760 SH DEFINED 01 139 0 551621 WALGREEN CO COM 931422109 4046 117500 SH DEFINED 06 0 117500 0 WALGREEN CO COM 931422109 36556 1061796 SH DEFINED 02 09 929495 0 132301 WALGREEN CO COM 931422109 0 3270 SH DEFINED 11 0 3270 0 WALLACE COMPUTER SERVICES INC COM 932270101 3 200 SH DEFINED 01 0 0 200 WALLACE COMPUTER SERVICES INC COM 932270101 262 16500 SH DEFINED 06 0 16500 0 WALTER INDS INC COM 93317Q105 225 25200 SH DEFINED 01 0 0 25200 WASHINGTON FED INC COM 938824109 399 15951 SH DEFINED 01 0 0 15951 WASHINGTON FED INC COM 938824109 37 1500 SH DEFINED 02 1500 0 0 WASHINGTON FED INC COM 938824109 330 13156 SH DEFINED 06 0 13156 0 WASHINGTON MUT INC COM 939322103 16743 435131 SH DEFINED 01 0 0 435131 WASHINGTON MUT INC COM 939322103 8401 218317 SH DEFINED 06 0 218317 0 WASHINGTON MUT INC COM 939322103 37192 966543 SH DEFINED 02 09 777426 0 189117 WASHINGTON POST CO CL B 939640108 1418 2728 SH DEFINED 01 0 0 2728 WASHINGTON POST CO CL B 939640108 165 320 SH DEFINED 02 09 320 0 0 WASHINGTON REAL ESTATE INVT TR SH BEN INT 939653101 466 19675 SH DEFINED 01 0 0 19675 WASTE CONNECTIONS INC COM 941053100 385 14265 SH DEFINED 01 1695 0 12570 WASTE MGMT INC DEL SUB NT CONV 4%02 94106LAA7 95 95000 SH DEFINED 01 0 0 95000 WASTE MGMT INC DEL COM 94106L109 5729 214272 SH DEFINED 01 3263 0 211009 WASTE MGMT INC DEL COM 94106L109 6254 233900 SH DEFINED 06 0 233900 0 WASTE MGMT INC DEL COM 94106L109 11610 434231 SH DEFINED 02 09 361250 0 72981 WATER PIK TECHNOLOGIES INC COM 94113U100 151 18930 SH DEFINED 01 0 0 18930 WATERS CORP COM 941848103 11481 320982 SH DEFINED 01 0 0 320982 WATERS CORP COM 941848103 594 16600 SH DEFINED 06 0 16600 0 WATERS CORP COM 941848103 12318 344400 SH DEFINED 02 09 344400 0 0 WATSON PHARMACEUTICALS INC COM 942683103 9044 165308 SH DEFINED 01 0 0 165308 WATSON PHARMACEUTICALS INC COM 942683103 295 5400 SH DEFINED 06 0 5400 0 WATSON PHARMACEUTICALS INC COM 942683103 3692 67500 SH DEFINED 02 09 59100 0 8400 WEATHERFORD INTL INC COM 947074100 1408 55199 SH DEFINED 01 0 0 55199 WEATHERFORD INTL INC COM 947074100 20 800 SH DEFINED 02 800 0 0 WEATHERFORD INTL INC COM 947074100 417 16350 SH DEFINED 06 0 16350 0 WEATHERFORD INTL INC COM 947074100 0 4400 SH DEFINED 11 0 4400 0 WEBB INTERACTIVE SVCS INC COM 94748P104 25 50500 SH DEFINED 01 0 0 50500 WEBMD CORP COM 94769M105 1108 260277 SH DEFINED 01 0 0 260277 WEBMD CORP COM 94769M105 16 3900 SH DEFINED 02 3900 0 0 WEBSTER FINL CORP CONN COM 947890109 7344 222838 SH DEFINED 01 0 0 222838 WEBSTER FINL CORP CONN COM 947890109 42 1300 SH DEFINED 02 1300 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 497 10230 SH DEFINED 01 0 0 10230 WEIS MKTS INC COM 948849104 274 9885 SH DEFINED 01 0 0 9885 WELLPOINT HEALTH NETWORK NEW SB DB CV ZRO 19 94973HAA6 169 207000 SH DEFINED 01 207000 0 0 WELLPOINT HEALTH NETWORK NEW COM 94973H108 886 8118 SH DEFINED 01 0 0 8118 WELLPOINT HEALTH NETWORK NEW COM 94973H108 7466 68400 SH DEFINED 06 0 68400 0 WELLPOINT HEALTH NETWORK NEW COM 94973H108 7999 73300 SH DEFINED 02 09 54100 0 19200 WELLS FARGO & CO NEW COM 949746101 31979 719445 SH DEFINED 01 80717 0 638728 WELLS FARGO & CO NEW COM 949746101 13448 302550 SH DEFINED 06 0 302550 0 WELLS FARGO & CO NEW COM 949746101 80537 1811868 SH DEFINED 02 09 1557511 0 254357 WELLS FARGO & CO NEW COM 949746101 0 12095 SH DEFINED 11 0 12095 0 WENDYS INTL INC COM 950590109 200 7510 SH DEFINED 01 0 0 7510 WENDYS INTL INC COM 950590109 141 5300 SH DEFINED 06 0 5300 0 WENDYS INTL INC COM 950590109 1449 54425 SH DEFINED 02 09 53525 0 900 WEST CORP COM 952355105 261 13200 SH DEFINED 09 13200 0 0 WEST MARINE INC COM 954235107 633 80210 SH DEFINED 01 0 0 80210 WESTELL TECHNOLOGIES INC CL A 957541105 23 22495 SH DEFINED 01 0 0 22495 WESTERN DIGITAL CORP COM 958102105 460 212300 SH DEFINED 01 95712 0 116588 WESTERN RES INC COM 959425109 224 13548 SH DEFINED 01 0 0 13548 WESTERN RES INC COM 959425109 31 1900 SH DEFINED 02 1900 0 0 WESTERN WIRELESS CORP CL A 95988E204 284 8417 SH DEFINED 01 0 0 8417 WESTERN WIRELESS CORP CL A 95988E204 158 4700 SH DEFINED 09 4700 0 0 WESTVACO CORP COM 961548104 284 11065 SH DEFINED 01 0 0 11065 WESTVACO CORP COM 961548104 162 6300 SH DEFINED 06 0 6300 0 WESTVACO CORP COM 961548104 2461 95800 SH DEFINED 02 09 82400 0 13400 WEYERHAEUSER CO COM 962166104 8174 167828 SH DEFINED 01 2913 0 164915 WEYERHAEUSER CO COM 962166104 882 18100 SH DEFINED 06 0 18100 0 WEYERHAEUSER CO COM 962166104 10282 211118 SH DEFINED 02 09 164200 0 46918 WHIRLPOOL CORP COM 963320106 478 8653 SH DEFINED 01 0 0 8653 WHIRLPOOL CORP COM 963320106 183 3300 SH DEFINED 06 0 3300 0 WHIRLPOOL CORP COM 963320106 2150 38855 SH DEFINED 02 09 36825 0 2030 WHITE ELECTR DESIGNS CORP COM 963801105 187 57800 SH DEFINED 01 0 0 57800 WHOLE FOODS MKT INC COM 966837106 299 9522 SH DEFINED 01 0 0 9522 WILLAMETTE INDS INC COM 969133107 2064 45899 SH DEFINED 01 0 0 45899 WILLAMETTE INDS INC COM 969133107 1404 31200 SH DEFINED 06 0 31200 0 WILLAMETTE INDS INC COM 969133107 4176 92847 SH DEFINED 02 09 77700 0 15147 WILLAMETTE INDS INC COM 969133107 1198 28100 SH DEFINED 15 28100 0 0 WILLBROS GROUP INC COM 969199108 135 10000 SH DEFINED 01 0 0 10000 WILLIAMS COMMUNICATIONS GROUP CL A 969455104 106 89938 SH DEFINED 01 0 0 89938 WILLIAMS COMMUNICATIONS GROUP CL A 969455104 14 12100 SH DEFINED 02 12100 0 0 WILLIAMS COS INC DEL COM 969457100 4748 173948 SH DEFINED 01 0 0 173948 WILLIAMS COS INC DEL COM 969457100 4880 178755 SH DEFINED 06 0 178755 0 WILLIAMS COS INC DEL COM 969457100 14823 542987 SH DEFINED 02 09 416335 0 126652 WILLIAMS ENERGY PARTNERS L P COM UNIT RP LP 969491109 1068 28875 SH DEFINED 01 0 0 28875 WILLIAMS SONOMA INC COM 969904101 80 3360 SH DEFINED 01 0 0 3360 WILLIAMS SONOMA INC COM 969904101 2739 123700 SH DEFINED 15 123700 0 0 WILMINGTON TRUST CORP COM 971807102 142 2584 SH DEFINED 01 0 0 2584 WILMINGTON TRUST CORP COM 971807102 225 4100 SH DEFINED 02 09 4100 0 0 WIND RIVER SYSTEMS INC COM 973149107 425 40513 SH DEFINED 01 0 0 40513 WIND RIVER SYSTEMS INC COM 973149107 21 2000 SH DEFINED 09 2000 0 0 WINK COMMUNICATIONS COM 974168106 10 10700 SH DEFINED 01 0 0 10700 WINN DIXIE STORES INC COM 974280109 304 26570 SH DEFINED 01 0 0 26570 WINN DIXIE STORES INC COM 974280109 98 8600 SH DEFINED 06 0 8600 0 WINN DIXIE STORES INC COM 974280109 1428 124815 SH DEFINED 02 09 103215 0 21600 WINSTON HOTELS INC COM 97563A102 353 44756 SH DEFINED 01 0 0 44756 WINTRUST FINANCIAL CORP COM 97650W108 4295 138326 SH DEFINED 01 0 0 138326 WIRELESS FACILITIES INC COM 97653A103 132 29670 SH DEFINED 01 0 0 29670 WISCONSIN ENERGY CORP COM 976657106 287 12769 SH DEFINED 01 0 0 12769 WISCONSIN ENERGY CORP COM 976657106 285 12700 SH DEFINED 02 09 12700 0 0 WOLVERINE TUBE INC COM 978093102 201 19960 SH DEFINED 01 0 0 19960 WOODWARD GOVERNOR CO COM 980745103 227 4690 SH DEFINED 01 0 0 4690 WORLD FUEL SVCS CORP COM 981475106 0 30 SH DEFINED 01 0 0 30 WORLD FUEL SVCS CORP COM 981475106 272 29200 SH DEFINED 06 0 29200 0 WORLDCOM INC GA NEW WRLDCOM GP COM 98157D106 77738 5168782 SH DEFINED 01 298973 0 4869809 WORLDCOM INC GA NEW WRLDCOM GP COM 98157D106 11300 751351 SH DEFINED 06 0 751351 0 WORLDCOM INC GA NEW WRLDCOM GP COM 98157D106 37104 2467067 SH DEFINED 02 09 1972074 0 494993 WORLDCOM INC GA NEW WRLDCOM GP COM 98157D106 0 2050 SH DEFINED 11 0 2050 0 WORLDCOM INC GA NEW MCI GROUP COM 98157D304 6786 445602 SH DEFINED 01 12011 0 433591 WORLDCOM INC GA NEW MCI GROUP COM 98157D304 179 11772 SH DEFINED 06 0 11772 0 WORLDCOM INC GA NEW MCI GROUP COM 98157D304 303 19973 SH DEFINED 02 09 15764 0 4209 WORLDCOM INC GA NEW CALL 98157D9AF 152 10000 SH CALL DEFINED 01 0 0 100 WRIGLEY WM JR CO COM 982526105 1638 31947 SH DEFINED 01 0 0 31947 WRIGLEY WM JR CO COM 982526105 590 11500 SH DEFINED 06 0 11500 0 WRIGLEY WM JR CO COM 982526105 7872 153476 SH DEFINED 02 09 133800 0 19676 WYNDHAM INTL INC CL A 983101106 72 111965 SH DEFINED 01 0 0 111965 XM SATELLITE RADIO HLDGS INC CL A 983759101 79 15140 SH DEFINED 01 0 0 15140 XO COMMUNICATIONS INC CL A 983764101 195 477550 SH DEFINED 01 0 0 477550 XTO ENERGY CORP COM 98385X106 21 1525 SH DEFINED 01 0 0 1525 XTO ENERGY CORP COM 98385X106 1491 106875 SH DEFINED 06 0 106875 0 XTO ENERGY CORP COM 98385X106 178 12800 SH DEFINED 09 12800 0 0 XCEL ENERGY INC COM 98389B100 2221 78919 SH DEFINED 01 0 0 78919 XCEL ENERGY INC COM 98389B100 560 19900 SH DEFINED 06 0 19900 0 XCEL ENERGY INC COM 98389B100 9247 328520 SH DEFINED 02 09 270360 0 58160 XANSER CORP COM 98389J103 228 123300 SH DEFINED 01 0 0 123300 XILINX INC COM 983919101 4315 183397 SH DEFINED 01 0 0 183397 XILINX INC COM 983919101 799 33950 SH DEFINED 06 0 33950 0 XILINX INC COM 983919101 4943 210131 SH DEFINED 02 09 187600 0 22531 XEROX CORP COM 984121103 2008 259195 SH DEFINED 01 47857 0 211338 XEROX CORP COM 984121103 293 37800 SH DEFINED 06 0 37800 0 XEROX CORP COM 984121103 4526 584151 SH DEFINED 02 09 463700 0 120451 YAHOO INC COM 984332106 933 106006 SH DEFINED 01 23665 0 82341 YAHOO INC COM 984332106 287 32600 SH DEFINED 06 0 32600 0 YAHOO INC COM 984332106 3387 384579 SH DEFINED 02 09 315100 0 69479 YAHOO INC COM 984332106 401 44045 SH DEFINED 12 44045 0 0 XICOR INC COM 984903104 1697 255400 SH DEFINED 15 255400 0 0 YELLOW CORP COM 985509108 10 500 SH DEFINED 01 0 0 500 YELLOW CORP COM 985509108 2001 110300 SH DEFINED 15 110300 0 0 YORK INTL CORP NEW COM 986670107 7 250 SH DEFINED 01 0 0 250 YORK INTL CORP NEW COM 986670107 272 9500 SH DEFINED 06 0 9500 0 YOUTHSTREAM MEDIA NETWORKS INC COM 987819109 105 81500 SH DEFINED 01 0 0 81500 ZALE CORP NEW COM 988858106 2460 92929 SH DEFINED 01 47225 0 45704 ZI CORP COM 988918108 110 21400 SH DEFINED 01 0 0 21400 ZILA INC COM PAR $0.01 989513205 69 39250 SH DEFINED 01 0 0 39250 ZIMMER HLDGS INC COM 98956P102 2033 73285 SH DEFINED 01 4984 0 68301 ZIMMER HLDGS INC COM 98956P102 297 10710 SH DEFINED 06 0 10710 0 ZIMMER HLDGS INC COM 98956P102 4344 156563 SH DEFINED 02 09 125515 0 31048 ZIMMER HLDGS INC COM 98956P102 0 420 SH DEFINED 11 0 420 0 ZIONS BANCORPORATION COM 989701107 252 4700 SH DEFINED 01 0 0 4700 ZIONS BANCORPORATION COM 989701107 274 5100 SH DEFINED 06 0 5100 0 ZIONS BANCORPORATION COM 989701107 4720 87975 SH DEFINED 02 09 77075 0 10900 ZIXIT CORP COM 98974P100 98 20500 SH DEFINED 01 0 0 20500 ZOLTEK COS INC COM 98975W104 31 11000 SH DEFINED 01 0 0 11000 ZWEIG TOTAL RETURN FD INC COM 989837109 720 104392 SH DEFINED 01 0 0 104392 TOTAL 17279712 621760471
-----END PRIVACY-ENHANCED MESSAGE-----