-----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, SWcfgQ11/kOngGMs9GOhE/QOdO9a8RWg6tBGOXKcZCb/4s8K8+ADus3Wr4eaDLIH RaqNmzp2HOteSA30Kd0ejQ== 0001127918-02-000004.txt : 20020414 0001127918-02-000004.hdr.sgml : 20020414 ACCESSION NUMBER: 0001127918-02-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20011231 FILED AS OF DATE: 20020211 FILER: COMPANY DATA: COMPANY CONFORMED NAME: UBS AMERICAS INC CENTRAL INDEX KEY: 0001127918 IRS NUMBER: 061595848 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06199 FILM NUMBER: 02532730 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 1 f13f1201.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: December 31, 2001 Check here if Amendment [ ]; Amendment Number: __________ This Amendment (Check only one.): [ ] 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 02/11/2002__ [Signature] [City, State] [Date] Sarah Starkweather_________ Stamford, CT 02/11/2002__ [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: 4,241 Form 13F Information Table Value Total: 19,588,512 (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 477 11469 SH DEFINED 01 0 0 11469 ACE LTD ORD G0070K103 1522 37912 SH DEFINED 01 0 0 37912 ACE LTD ORD G0070K103 2009 50900 SH DEFINED 06 0 50900 0 AMDOCS LTD ORD G02602103 1728 50887 SH DEFINED 01 0 0 50887 AMDOCS LTD ORD G02602103 48 1422 SH DEFINED 02 842 0 580 APW LTD COM G04397108 25 14990 SH DEFINED 01 0 0 14990 APW LTD COM G04397108 429 265200 SH DEFINED 07 265200 0 0 ASIA GLOBAL CROSSING LTD CL A G05330108 2 2500 SH DEFINED 01 0 0 2500 ASIA GLOBAL CROSSING LTD CL A G05330108 59 55079 SH DEFINED 12 55079 0 0 ACCENTURE LTD BERMUDA CL A G1150G111 1432 53203 SH DEFINED 01 0 0 53203 ACCENTURE LTD BERMUDA CL A G1150G111 105 4000 SH DEFINED 06 0 4000 0 XCELERA INC COM G31611109 95 46400 SH DEFINED 01 0 0 46400 EVEREST RE GROUP LTD COM G3223R108 470 6653 SH DEFINED 01 0 0 6653 EVEREST RE GROUP LTD COM G3223R108 1439 20375 SH DEFINED 06 0 20375 0 FOSTER WHEELER LTD SHS G36535105 70 13825 SH DEFINED 01 0 0 13825 GARMIN LTD ORD G37260109 535 25130 SH DEFINED 01 0 0 25130 GLOBAL CROSSING LTD COM G3921A100 472 562960 SH DEFINED 01 0 0 562960 GLOBAL CROSSING LTD COM G3921A100 0 420 SH DEFINED 02 0 0 420 GLOBAL CROSSING LTD COM G3921A100 55 91452 SH DEFINED 12 91452 0 0 GLOBALSANTAFE CORP SHS G3930E101 1450 50855 SH DEFINED 01 0 0 50855 GLOBALSANTAFE CORP SHS G3930E101 1439 53962 SH DEFINED 06 0 53962 0 GLOBALSANTAFE CORP SHS G3930E101 546 19162 SH DEFINED 02 09 12635 0 6527 KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 400 24880 SH DEFINED 01 0 0 24880 LORAL SPACE & COMMUNICATIONS COM G56462107 421 141059 SH DEFINED 01 0 0 141059 LORAL SPACE & COMMUNICATIONS PFD CONV C 6% G56462149 161 11458 SH DEFINED 01 0 0 11458 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 248 6944 SH DEFINED 01 0 0 6944 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1593 43400 SH DEFINED 06 0 43400 0 NORDIC AMERICAN TANKER SHIPPNG COM G65773106 380 27500 SH DEFINED 01 0 0 27500 PARTNERRE LTD COM G6852T105 778 14415 SH DEFINED 01 0 0 14415 RENAISSANCE RE HLDGS LTD COM G7496G103 50 533 SH DEFINED 01 0 0 533 RENAISSANCE RE HLDGS LTD COM G7496G103 1900 20000 SH DEFINED 06 0 20000 0 SEVEN SEAS PETROLEUM INC ORD G80550109 160 76120 SH DEFINED 01 0 0 76120 HILFIGER TOMMY CORP ORD G8915Z102 1207 87787 SH DEFINED 01 44523 0 43264 HILFIGER TOMMY CORP ORD G8915Z102 1208 88800 SH DEFINED 06 0 88800 0 TRANSOCEAN SEDCO FOREX INC ORD G90078109 4547 134450 SH DEFINED 01 979 0 133471 TRANSOCEAN SEDCO FOREX INC ORD G90078109 5992 184435 SH DEFINED 06 0 184435 0 TRANSOCEAN SEDCO FOREX INC ORD G90078109 7835 231688 SH DEFINED 02 09 183498 0 48190 TRANSOCEAN SEDCO FOREX INC ORD G90078109 326 9642 SH DEFINED 11 0 9642 0 TRENWICK GROUP LTD COM G9032C109 398 38300 SH DEFINED 06 0 38300 0 WHITE MTNS INS GROUP LTD COM G9618E107 262 755 SH DEFINED 01 0 0 755 WILLIS GROUP HOLDINGS LTD SHS G96655108 906 38475 SH DEFINED 01 0 0 38475 WILLIS GROUP HOLDINGS LTD SHS G96655108 1881 80400 SH DEFINED 15 80400 0 0 XL CAP LTD CL A G98255105 4829 52863 SH DEFINED 01 0 0 52863 XL CAP LTD CL A G98255105 4421 48400 SH DEFINED 02 48200 0 200 XL CAP LTD CL A G98255105 3734 41300 SH DEFINED 06 0 41300 0 UBS AG NAMEN AKT H8920M855 4286 85730 SH DEFINED 01 2913 0 82817 UBS AG NAMEN AKT H8920M855 399 8000 SH DEFINED 06 0 8000 0 CHECK POINT SOFTWARE TECH LTD ORD M22465104 27084 678979 SH DEFINED 01 0 0 678979 CHECK POINT SOFTWARE TECH LTD ORD M22465104 942 23200 SH DEFINED 06 0 23200 0 CHECK POINT SOFTWARE TECH LTD ORD M22465104 14646 367200 SH DEFINED 02 09 367050 0 150 CHECK POINT SOFTWARE TECH LTD ORD M22465104 1574 38365 SH DEFINED 12 38365 0 0 COMMTOUCH SOFTWARE LTD ORD M25596103 6 25100 SH DEFINED 01 0 0 25100 CRYSTAL SYS SOLUTIONS LTD ORD M26763108 87 23100 SH DEFINED 01 0 0 23100 ECTEL LTD ORD M29925100 242 14000 SH DEFINED 01 0 0 14000 METALINK LTD ORD M69897102 57 10400 SH DEFINED 01 0 0 10400 TARO PHARMACEUTICAL INDS LTD ORD M8737E108 558 13981 SH DEFINED 01 0 0 13981 ASM INTL N V COM N07045102 353 18095 SH DEFINED 01 0 0 18095 ASM INTL N V COM N07045102 2592 135400 SH DEFINED 15 135400 0 0 ASML HLDG NV N Y SHS N07059111 2 150 SH DEFINED 01 0 0 150 ASML HLDG NV N Y SHS N07059111 0 45 SH DEFINED 02 45 0 0 ASML HLDG NV N Y SHS N07059111 391 22000 SH DEFINED 06 0 22000 0 CNH GLOBAL N V ORD N20935107 137 22569 SH DEFINED 01 22569 0 0 SUN INTL HOTELS LTD ORD P8797T133 2564 103600 SH DEFINED 07 103600 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1563 96487 SH DEFINED 01 0 0 96487 FLEXTRONICS INTL LTD ORD Y2573F102 14931 622424 SH DEFINED 01 0 0 622424 FLEXTRONICS INTL LTD ORD Y2573F102 2330 93250 SH DEFINED 06 0 93250 0 FLEXTRONICS INTL LTD ORD Y2573F102 657 27400 SH DEFINED 09 27400 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 281 11745 SH DEFINED 11 0 11745 0 FLEXTRONICS INTL LTD ORD Y2573F102 278 11172 SH DEFINED 12 11172 0 0 OMI CORP NEW COM Y6476W104 602 151500 SH DEFINED 01 0 0 151500 TEEKAY SHIPPING MARSHALL ISLND COM Y8564W103 66 1900 SH DEFINED 01 0 0 1900 TEEKAY SHIPPING MARSHALL ISLND COM Y8564W103 415 12200 SH DEFINED 06 0 12200 0 AAR CORP COM 000361105 449 48800 SH DEFINED 06 0 48800 0 A D C TELECOMMUNICATIONS COM 000886101 2547 553865 SH DEFINED 01 0 0 553865 A D C TELECOMMUNICATIONS COM 000886101 170 36400 SH DEFINED 06 0 36400 0 A D C TELECOMMUNICATIONS COM 000886101 1681 365473 SH DEFINED 02 09 350600 0 14873 A D C TELECOMMUNICATIONS CALL 0008869AU 50 11000 SH CALL DEFINED 01 0 0 110 ACM INCOME FUND INC COM 000912105 1396 191360 SH DEFINED 01 0 0 191360 ACM MANAGED DLR INCOME FD COM 000949107 176 23615 SH DEFINED 01 0 0 23615 ABM INDS INC COM 000957100 873 27872 SH DEFINED 01 0 0 27872 AFLAC INC COM 001055102 4058 165247 SH DEFINED 01 0 0 165247 AFLAC INC COM 001055102 1608 67600 SH DEFINED 06 0 67600 0 AFLAC INC COM 001055102 12887 524750 SH DEFINED 02 09 429000 0 95750 AES CORP COM 00130H105 8282 506552 SH DEFINED 01 400 0 506152 AES CORP COM 00130H105 467 27800 SH DEFINED 06 0 27800 0 AES CORP COM 00130H105 7725 472522 SH DEFINED 02 09 370587 0 101935 AMB PROPERTY CORP COM 00163T109 2079 79974 SH DEFINED 01 77921 0 2053 AMB PROPERTY CORP COM 00163T109 41 1600 SH DEFINED 02 1600 0 0 AMC ENTMT INC COM 001669100 256 21341 SH DEFINED 01 0 0 21341 AMC ENTMT INC COM 001669100 3454 287600 SH DEFINED 15 287600 0 0 AML COMMUNICATIONS INC COM 001733104 104 149037 SH DEFINED 01 0 0 149037 AMR CORP COM 001765106 9365 419990 SH DEFINED 01 23374 0 396616 AMR CORP COM 001765106 173 7900 SH DEFINED 06 0 7900 0 AMR CORP COM 001765106 1100 50000 SH DEFINED 07 50000 0 0 AMR CORP COM 001765106 16626 745600 SH DEFINED 02 09 728500 0 17100 AOL TIME WARNER INC COM 00184A105 182406 5682448 SH DEFINED 01 801986 0 4880462 AOL TIME WARNER INC COM 00184A105 22028 697092 SH DEFINED 06 0 697092 0 AOL TIME WARNER INC COM 00184A105 123249 3839554 SH DEFINED 02 09 3159315 0 680239 AOL TIME WARNER INC COM 00184A105 439 13680 SH DEFINED 11 0 13680 0 AOL TIME WARNER INC COM 00184A105 5988 180921 SH DEFINED 12 180921 0 0 AOL TIME WARNER INC CALL 00184A9AO 1800 56100 SH CALL DEFINED 01 561 0 0 ATI TECHNOLOGIES INC COM 001941103 41 3265 SH DEFINED 01 0 0 3265 ATI TECHNOLOGIES INC COM 001941103 1227 93100 SH DEFINED 06 0 93100 0 AT&T CORP COM 001957109 18584 1024496 SH DEFINED 01 83333 0 941163 AT&T CORP COM 001957109 3235 173000 SH DEFINED 06 0 173000 0 AT&T CORP COM 001957109 47993 2645758 SH DEFINED 02 09 2184504 0 461254 ASA LTD COM 002050102 220 11000 SH DEFINED 01 0 0 11000 ATMI INC COM 00207R101 145 6085 SH DEFINED 01 0 0 6085 ATMI INC COM 00207R101 1541 63200 SH DEFINED 15 63200 0 0 AT&T WIRELESS SVCS INC COM 00209A106 6759 470398 SH DEFINED 01 26879 0 443519 AT&T WIRELESS SVCS INC COM 00209A106 1986 137510 SH DEFINED 06 0 137510 0 AT&T WIRELESS SVCS INC COM 00209A106 25916 1803537 SH DEFINED 02 09 1469027 0 334510 ATSI COMMUNICATIONS INC COM 00209G103 2 10650 SH DEFINED 01 0 0 10650 AVX CORP NEW COM 002444107 348 14770 SH DEFINED 01 0 0 14770 AVX CORP NEW COM 002444107 355 15100 SH DEFINED 02 09 14590 0 510 AASTROM BIOSCIENCES INC COM 00253U107 19 20225 SH DEFINED 01 0 0 20225 ABBOTT LABS COM 002824100 32062 575118 SH DEFINED 01 38392 0 536726 ABBOTT LABS COM 002824100 7647 136950 SH DEFINED 06 0 136950 0 ABBOTT LABS COM 002824100 66785 1197964 SH DEFINED 02 09 976800 0 221164 ABBOTT LABS COM 002824100 708 12710 SH DEFINED 11 0 12710 0 ABBOTT LABS COM 002824100 7907 140000 SH DEFINED 14 140000 0 0 ABERCROMBIE & FITCH CO CL A 002896207 1442 54357 SH DEFINED 01 42296 0 12061 ABERCROMBIE & FITCH CO CL A 002896207 2614 96600 SH DEFINED 15 96600 0 0 ABBEY NATL PLC SPON ADR A PRF 002920205 207 8071 SH DEFINED 01 0 0 8071 ABERDEEN ASIA PACIFIC INCOM FD COM 003009107 1177 306756 SH DEFINED 01 0 0 306756 ABERDEEN COMWLTH INCOME FD INC COM 003013109 718 83221 SH DEFINED 01 0 0 83221 ABGENIX INC COM 00339B107 144 4299 SH DEFINED 01 0 0 4299 ABGENIX INC COM 00339B107 758 23100 SH DEFINED 06 0 23100 0 ABGENIX INC COM 00339B107 157 4700 SH DEFINED 02 09 4700 0 0 ABGENIX INC COM 00339B107 17618 503000 SH DEFINED 14 503000 0 0 ABIOMED INC COM 003654100 5759 364038 SH DEFINED 01 0 0 364038 ABIOMED INC COM 003654100 589 34900 SH DEFINED 13 34900 0 0 ACACIA RESH CORP COM 003881109 128 11600 SH DEFINED 01 0 0 11600 ACCLAIM ENTMT INC COM PAR $0.02 004325205 375 70850 SH DEFINED 01 0 0 70850 ACCREDO HEALTH INC COM 00437V104 2419 59000 SH DEFINED 13 59000 0 0 ACTIVISION INC NEW COM NEW 004930202 462 17782 SH DEFINED 01 0 0 17782 ACTION PERFORMANCE COS INC COM 004933107 473 15458 SH DEFINED 01 0 0 15458 ACTIVCARD S A SPONSORED ADR 00505N109 282 30115 SH DEFINED 01 0 0 30115 ACTRADE FINL TECHNOLOGIES LTD COM 00507P102 214 7271 SH DEFINED 01 0 0 7271 ACUITY BRANDS INC COM 00508Y102 8 690 SH DEFINED 01 0 0 690 ACUITY BRANDS INC COM 00508Y102 6 500 SH DEFINED 02 0 0 500 ACUITY BRANDS INC COM 00508Y102 469 33500 SH DEFINED 06 0 33500 0 ADAMS EXPRESS CO COM 006212104 469 32998 SH DEFINED 01 1352 0 31646 ADAPTEC INC SB NT CV 4.75%04 00651FAC2 55 60000 SH DEFINED 01 45000 0 15000 ADAPTEC INC COM 00651F108 447 30841 SH DEFINED 01 0 0 30841 ADAPTEC INC COM 00651F108 909 60600 SH DEFINED 06 0 60600 0 ADELPHIA COMMUNICATIONS CORP CL A 006848105 74 2380 SH DEFINED 01 0 0 2380 ADELPHIA COMMUNICATIONS CORP CL A 006848105 320 10300 SH DEFINED 02 09 10300 0 0 ADMIRALTY BANCORP INC CL B 007231103 382 16846 SH DEFINED 01 0 0 16846 ADOBE SYS INC COM 00724F101 12480 401940 SH DEFINED 01 0 0 401940 ADOBE SYS INC COM 00724F101 2253 70758 SH DEFINED 06 0 70758 0 ADOBE SYS INC COM 00724F101 19161 617151 SH DEFINED 02 09 581500 0 35651 ADOLOR CORP COM 00724X102 1 100 SH DEFINED 02 100 0 0 ADOLOR CORP COM 00724X102 499 29600 SH DEFINED 13 29600 0 0 ADVANCED DIGITAL INFORMATION COM 007525108 178 11130 SH DEFINED 01 0 0 11130 ADVANCED TISSUE SCIENCES INC COM 00755F103 199 45685 SH DEFINED 01 0 0 45685 ADVANCED NEUROMODULATION SYS COM 00757T101 479 13600 SH DEFINED 01 0 0 13600 ADVO INC COM 007585102 8792 204486 SH DEFINED 01 0 0 204486 AEROGEN INC COM 007779101 38 11000 SH DEFINED 01 0 0 11000 ADVANCEPCS COM 00790K109 54 1866 SH DEFINED 01 0 0 1866 ADVANCEPCS COM 00790K109 1069 33800 SH DEFINED 06 0 33800 0 ADVANCEPCS COM 00790K109 340 11600 SH DEFINED 09 11600 0 0 ADVANCED MICRO DEVICES INC COM 007903107 2216 139764 SH DEFINED 01 0 0 139764 ADVANCED MICRO DEVICES INC COM 007903107 1465 89400 SH DEFINED 06 0 89400 0 ADVANCED MICRO DEVICES INC COM 007903107 3543 223469 SH DEFINED 02 09 189900 0 33569 AEGON N V ORD AMER REG 007924103 490 18333 SH DEFINED 01 4 0 18329 ADVENT SOFTWARE INC COM 007974108 107 2150 SH DEFINED 01 0 0 2150 ADVENT SOFTWARE INC COM 007974108 179 3600 SH DEFINED 09 3600 0 0 AES TR III PFD CV 6.75% 00808N202 593 17150 SH DEFINED 01 0 0 17150 AETNA INC NEW COM 00817Y108 1514 45900 SH DEFINED 01 3469 0 42431 AETNA INC NEW COM 00817Y108 1962 59500 SH DEFINED 02 57300 0 2200 AETNA INC NEW COM 00817Y108 208 6600 SH DEFINED 06 0 6600 0 AFFILIATED COMPUTER SERVICES CL A 008190100 315 2974 SH DEFINED 01 0 0 2974 AFFILIATED COMPUTER SERVICES CL A 008190100 53 500 SH DEFINED 02 500 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 2625 24700 SH DEFINED 15 24700 0 0 AFFYMETRIX INC COM 00826T108 3792 100471 SH DEFINED 01 0 0 100471 AFFYMETRIX INC COM 00826T108 2189 58400 SH DEFINED 06 0 58400 0 AFFYMETRIX INC COM 00826T108 46 1250 SH DEFINED 02 09 1250 0 0 AFFYMETRIX INC COM 00826T108 6830 171000 SH DEFINED 13 171000 0 0 AGERE SYS INC CL A 00845V100 662 116378 SH DEFINED 01 0 0 116378 AGERE SYS INC CL A 00845V100 15 2800 SH DEFINED 02 2800 0 0 AGERE SYS INC CL A 00845V100 985 174600 SH DEFINED 06 0 174600 0 AGILENT TECHNOLOGIES INC COM 00846U101 7982 279977 SH DEFINED 01 30580 0 249397 AGILENT TECHNOLOGIES INC COM 00846U101 658 22500 SH DEFINED 06 0 22500 0 AGILENT TECHNOLOGIES INC COM 00846U101 9110 319584 SH DEFINED 02 09 263194 0 56390 AGILENT TECHNOLOGIES INC COM 00846U101 0 1 SH DEFINED 11 0 1 0 AGILE SOFTWARE CORP DEL COM 00846X105 935 54335 SH DEFINED 01 0 0 54335 AGILE SOFTWARE CORP DEL COM 00846X105 1407 87400 SH DEFINED 06 0 87400 0 AGNICO EAGLE MINES LTD COM 008474108 139 14100 SH DEFINED 01 0 0 14100 AIR PRODS & CHEMS INC COM 009158106 4466 95219 SH DEFINED 01 0 0 95219 AIR PRODS & CHEMS INC COM 009158106 686 14600 SH DEFINED 06 0 14600 0 AIR PRODS & CHEMS INC COM 009158106 8552 182346 SH DEFINED 02 09 148800 0 33546 AIRBORNE INC COM 009269101 1379 93030 SH DEFINED 01 0 0 93030 AIRBORNE INC COM 009269101 22 1500 SH DEFINED 02 1500 0 0 AIRGAS INC COM 009363102 154 10210 SH DEFINED 01 0 0 10210 AIRTRAN HLDGS INC COM 00949P108 98 14926 SH DEFINED 01 0 0 14926 AKZO NOBEL NV SPONSORED ADR 010199305 52 1175 SH DEFINED 01 0 0 1175 AKZO NOBEL NV SPONSORED ADR 010199305 2718 60200 SH DEFINED 06 0 60200 0 ALBANY INTL CORP CL A 012348108 3060 141700 SH DEFINED 15 141700 0 0 ALBANY MOLECULAR RESH INC COM 012423109 375 14172 SH DEFINED 01 0 0 14172 ALBANY MOLECULAR RESH INC COM 012423109 2 100 SH DEFINED 02 100 0 0 ALBEMARLE CORP COM 012653101 52 2175 SH DEFINED 01 0 0 2175 ALBEMARLE CORP COM 012653101 423 17700 SH DEFINED 06 0 17700 0 ALBERTA ENERGY LTD COM 012873105 97 2565 SH DEFINED 01 0 0 2565 ALBERTA ENERGY LTD COM 012873105 294 7900 SH DEFINED 06 0 7900 0 ALBERTO CULVER CO CL B CONV 013068101 35 800 SH DEFINED 01 0 0 800 ALBERTO CULVER CO CL B CONV 013068101 123 2800 SH DEFINED 06 0 2800 0 ALBERTO CULVER CO CL B CONV 013068101 1256 28100 SH DEFINED 02 09 28000 0 100 ALBERTSONS INC COM 013104104 2106 66896 SH DEFINED 01 3488 0 63408 ALBERTSONS INC COM 013104104 622 19700 SH DEFINED 06 0 19700 0 ALBERTSONS INC COM 013104104 8864 281522 SH DEFINED 02 09 240700 0 40822 ALCAN INC COM 013716105 352 9801 SH DEFINED 01 3892 0 5909 ALCAN INC COM 013716105 3434 95500 SH DEFINED 06 0 95500 0 ALCAN INC COM 013716105 6830 190122 SH DEFINED 02 09 164900 0 25222 ALCOA INC COM 013817101 13755 386937 SH DEFINED 01 8023 0 378914 ALCOA INC COM 013817101 6775 189884 SH DEFINED 06 0 189884 0 ALCOA INC COM 013817101 40186 1130435 SH DEFINED 02 09 964663 0 165772 ALCATEL SPONSORED ADR 013904305 1361 82254 SH DEFINED 01 0 0 82254 ALCATEL SPONSORED ADR 013904305 5889 338640 SH DEFINED 06 0 338640 0 ALEXANDRIA REAL ESTATE EQ INC COM 015271109 1043 25393 SH DEFINED 01 0 0 25393 ALFA CORP COM 015385107 314 14000 SH DEFINED 01 0 0 14000 ALKERMES INC COM 01642T108 3817 144806 SH DEFINED 01 54449 0 90357 ALKERMES INC COM 01642T108 2 100 SH DEFINED 02 100 0 0 ALKERMES INC COM 01642T108 1851 71900 SH DEFINED 06 0 71900 0 ALLEGHENY ENERGY INC COM 017361106 840 23199 SH DEFINED 01 0 0 23199 ALLEGHENY ENERGY INC COM 017361106 271 7500 SH DEFINED 06 0 7500 0 ALLEGHENY ENERGY INC COM 017361106 5381 148589 SH DEFINED 02 09 116400 0 32189 ALLEGIANCE TELECOM INC COM 01747T102 433 52346 SH DEFINED 01 0 0 52346 ALLEN TELECOM INC COM 018091108 173 20392 SH DEFINED 01 20392 0 0 ALLERGAN INC COM 018490102 1819 24246 SH DEFINED 01 0 0 24246 ALLERGAN INC COM 018490102 3814 52075 SH DEFINED 06 0 52075 0 ALLERGAN INC COM 018490102 5228 69676 SH DEFINED 02 09 63500 0 6176 ALLETE INC COM 018522102 1774 70433 SH DEFINED 01 0 0 70433 ALLETE INC COM 018522102 50 2000 SH DEFINED 02 2000 0 0 ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 8644 178911 SH DEFINED 01 0 0 178911 ALLIANCE GAMING CORP COM NEW 01859P609 537 18291 SH DEFINED 01 0 0 18291 ALLIANCE WORLD DLR GV FD II COM 01879R106 1462 151231 SH DEFINED 01 0 0 151231 ALLIANCE WORLD DLR GV FD INC COM 018796102 357 34205 SH DEFINED 01 0 0 34205 ALLIANT ENERGY CORP COM 018802108 376 12414 SH DEFINED 01 0 0 12414 ALLIANT ENERGY CORP COM 018802108 63 2100 SH DEFINED 02 1800 0 300 ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 018805101 447 18945 SH DEFINED 01 0 0 18945 ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 018805101 491 20300 SH DEFINED 06 0 20300 0 ALLIED CAP CORP NEW COM 01903Q108 799 30732 SH DEFINED 01 0 0 30732 ALLIED CAP CORP NEW COM 01903Q108 119 4600 SH DEFINED 02 1200 0 3400 ALLIED IRISH BKS P L C SPON ADR ORD 019228402 555 24059 SH DEFINED 01 0 0 24059 ALLIED IRISH BKS P L C SPON ADR ORD 019228402 3748 157690 SH DEFINED 06 0 157690 0 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 671 47742 SH DEFINED 01 0 0 47742 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 128 9100 SH DEFINED 06 0 9100 0 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 1155 82200 SH DEFINED 02 09 81900 0 300 ALLMERICA FINL CORP COM 019754100 198 4466 SH DEFINED 01 0 0 4466 ALLMERICA FINL CORP COM 019754100 426 9600 SH DEFINED 02 09 9600 0 0 ALLSTATE CORP COM 020002101 7332 217572 SH DEFINED 01 73663 0 143909 ALLSTATE CORP COM 020002101 1478 44545 SH DEFINED 06 0 44545 0 ALLSTATE CORP COM 020002101 20912 620582 SH DEFINED 02 09 515800 0 104782 ALLTEL CORP COM 020039103 3842 62246 SH DEFINED 01 0 0 62246 ALLTEL CORP COM 020039103 2213 35400 SH DEFINED 06 0 35400 0 ALLTEL CORP COM 020039103 14270 231188 SH DEFINED 02 09 198000 0 33188 ALLTEL CORP COM 020039103 33 550 SH DEFINED 11 0 550 0 ALPHA TECHNOLOGIES GROUP INC COM 020781100 142 35500 SH DEFINED 01 0 0 35500 ALPINE GROUP INC COM 020825105 39 23250 SH DEFINED 01 0 0 23250 ALTERA CORP COM 021441100 900 42458 SH DEFINED 01 0 0 42458 ALTERA CORP COM 021441100 2523 112687 SH DEFINED 06 0 112687 0 ALTERA CORP COM 021441100 4647 219055 SH DEFINED 02 09 206238 0 12817 ALZA CORP DEL SUB LYON ZERO 14 022615AC2 13 10000 SH DEFINED 01 10000 0 0 AMAZON COM INC COM 023135106 1426 131796 SH DEFINED 01 26697 0 105099 AMAZON COM INC COM 023135106 343 31771 SH DEFINED 02 09 19570 0 12201 AMAZON COM INC COM 023135106 171 15772 SH DEFINED 12 15772 0 0 AMBAC FINL GROUP INC COM 023139108 676 11700 SH DEFINED 01 0 0 11700 AMBAC FINL GROUP INC COM 023139108 3312 56800 SH DEFINED 06 0 56800 0 AMBAC FINL GROUP INC COM 023139108 5707 98650 SH DEFINED 02 09 84300 0 14350 AMERADA HESS CORP COM 023551104 1170 18727 SH DEFINED 01 0 0 18727 AMERADA HESS CORP COM 023551104 317 5100 SH DEFINED 06 0 5100 0 AMERADA HESS CORP COM 023551104 5950 95200 SH DEFINED 02 09 76500 0 18700 AMEREN CORP COM 023608102 245 5796 SH DEFINED 01 0 0 5796 AMEREN CORP COM 023608102 329 7700 SH DEFINED 06 0 7700 0 AMEREN CORP COM 023608102 5495 129925 SH DEFINED 02 09 104100 0 25825 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 4960 254650 SH DEFINED 01 18892 0 235758 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 15282 784500 SH DEFINED 02 784500 0 0 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 1657 85280 SH DEFINED 06 0 85280 0 AMERICA ONLINE LATIN AMERICA I CL A 02365B100 0 100 SH DEFINED 01 0 0 100 AMERICA ONLINE LATIN AMERICA I CL A 02365B100 712 174945 SH DEFINED 12 174945 0 0 AMERICA WEST HLDG CORP CL B 023657208 219 62846 SH DEFINED 01 0 0 62846 AMCORE FINL INC COM 023912108 268 11992 SH DEFINED 01 0 0 11992 AMERICA FIRST APT INV L P BEN UNIT CTF 023929102 216 18000 SH DEFINED 01 0 0 18000 AMERICAN BIOGENETIC SCIENCES I CL A 024611105 11 15700 SH DEFINED 01 0 0 15700 AMERICAN CAPITAL STRATEGIES COM 024937104 177 6277 SH DEFINED 01 0 0 6277 AMERICAN CAPITAL STRATEGIES COM 024937104 53 1900 SH DEFINED 02 0 0 1900 AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 1219 46594 SH DEFINED 01 0 0 46594 AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 1396 53600 SH DEFINED 06 0 53600 0 AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 180 6900 SH DEFINED 09 6900 0 0 AMERICAN ELEC PWR INC COM 025537101 3364 77300 SH DEFINED 01 0 0 77300 AMERICAN ELEC PWR INC COM 025537101 980 22300 SH DEFINED 06 0 22300 0 AMERICAN ELEC PWR INC COM 025537101 13489 309908 SH DEFINED 02 09 243900 0 66008 AMERICAN EXPRESS CO COM 025816109 38812 1087491 SH DEFINED 01 0 0 1087491 AMERICAN EXPRESS CO COM 025816109 7520 209600 SH DEFINED 06 0 209600 0 AMERICAN EXPRESS CO COM 025816109 44736 1253483 SH DEFINED 02 09 1044800 0 208683 AMERICAN EXPRESS CO COM 025816109 934 25932 SH DEFINED 12 25932 0 0 AMERICAN GREETINGS CORP CL A 026375105 171 12450 SH DEFINED 01 0 0 12450 AMERICAN HEALTHWAYS INC COM 02649V104 511 16019 SH DEFINED 01 0 0 16019 AMERICAN HOME PRODS CORP COM 026609107 29212 476076 SH DEFINED 01 3962 0 472114 AMERICAN HOME PRODS CORP COM 026609107 7459 121100 SH DEFINED 06 0 121100 0 AMERICAN HOME PRODS CORP COM 026609107 59092 963055 SH DEFINED 02 09 786550 0 176505 AMERICAN HOME PRODS CORP COM 026609107 251 4100 SH DEFINED 11 0 4100 0 AMERICAN HOME PRODS CORP COM 026609107 25173 408300 SH DEFINED 13 408300 0 0 AMERICAN INCOME FD INC COM 02672T109 764 89818 SH DEFINED 01 0 0 89818 AMERICAN INTL GROUP INC COM 026874107 79264 998289 SH DEFINED 01 28358 0 969931 AMERICAN INTL GROUP INC COM 026874107 32811 416651 SH DEFINED 06 0 416651 0 AMERICAN INTL GROUP INC COM 026874107 172234 2169204 SH DEFINED 02 09 1806589 0 362615 AMERICAN INTL GROUP INC COM 026874107 976 12302 SH DEFINED 11 0 12302 0 AMERICAN INTL GROUP INC PUT 0268749NN 238 3000 SH PUT DEFINED 01 0 0 30 AMERICAN MGMT SYS INC COM 027352103 8169 451830 SH DEFINED 01 0 0 451830 AMERICAN MGMT SYS INC COM 027352103 16 900 SH DEFINED 02 900 0 0 AMERICAN MUN TERM TR INC II COM 027653104 300 28253 SH DEFINED 01 0 0 28253 AMERICAN MUN TERM TR INC III COM 027654102 611 55550 SH DEFINED 01 0 0 55550 AMERICAN PHYSICIANS CAPITAL COM 028884104 242 11130 SH DEFINED 01 0 0 11130 AMERICAN RETIREMENT CORP COM 028913101 54 23000 SH DEFINED 01 0 0 23000 AMERICAN PWR CONVERSION CORP COM 029066107 7681 531200 SH DEFINED 01 0 0 531200 AMERICAN PWR CONVERSION CORP COM 029066107 154 10500 SH DEFINED 06 0 10500 0 AMERICAN PWR CONVERSION CORP COM 029066107 2377 164433 SH DEFINED 02 09 132000 0 32433 AMERICAN RESIDENTIAL INVS COM 02926T103 21 10000 SH DEFINED 01 0 0 10000 AMERICAN SELECT PORTFOLIO INC COM 029570108 386 29223 SH DEFINED 01 0 0 29223 AMERICAN STD COS INC DEL COM 029712106 3406 49927 SH DEFINED 01 0 0 49927 AMERICAN STD COS INC DEL COM 029712106 1173 17500 SH DEFINED 06 0 17500 0 AMERICAN STD COS INC DEL COM 029712106 402 5900 SH DEFINED 09 5900 0 0 AMERICAN STS WTR CO COM 029899101 389 11150 SH DEFINED 01 0 0 11150 AMERICAN TOWER CORP CL A 029912201 935 98751 SH DEFINED 01 0 0 98751 AMERICAN TOWER CORP CL A 029912201 841 90000 SH DEFINED 07 90000 0 0 AMERICAN TOWER CORP CL A 029912201 76 8200 SH DEFINED 02 09 8200 0 0 AMERICAN STRATEGIC INCOME III COM 03009T101 518 42351 SH DEFINED 01 0 0 42351 AMERICAN STRATEGIC INCM PTFL COM 030098107 197 15445 SH DEFINED 01 0 0 15445 AMERN STRATEGIC INCOME PTFL II COM 030099105 360 27934 SH DEFINED 01 0 0 27934 AMERICAN TECHNICNAL CERAMICS COM 030137103 155 15100 SH DEFINED 01 0 0 15100 AMERICAN WTR WKS INC COM 030411102 586 14051 SH DEFINED 01 0 0 14051 AMERICAN WTR WKS INC COM 030411102 312 7500 SH DEFINED 02 09 7500 0 0 AMERICAN WOODMARK CORP COM 030506109 201 3754 SH DEFINED 01 0 0 3754 AMERICREDIT CORP COM 03060R101 2177 69021 SH DEFINED 01 0 0 69021 AMERICREDIT CORP COM 03060R101 1234 41100 SH DEFINED 06 0 41100 0 AMERICREDIT CORP COM 03060R101 1126 35200 SH DEFINED 07 35200 0 0 AMERICREDIT CORP COM 03060R101 391 12400 SH DEFINED 09 12400 0 0 AMERIPATH INC COM 03071D109 540 16767 SH DEFINED 01 0 0 16767 AMERUS GROUP CO COM 03072M108 148 4143 SH DEFINED 01 0 0 4143 AMERUS GROUP CO COM 03072M108 407 11300 SH DEFINED 06 0 11300 0 AMERISOURCEBERGEN CORP COM 03073E105 1638 25775 SH DEFINED 01 0 0 25775 AMERISOURCEBERGEN CORP COM 03073E105 2024 32200 SH DEFINED 06 0 32200 0 AMERISOURCEBERGEN CORP COM 03073E105 8208 129173 SH DEFINED 02 09 99173 0 30000 AMERIGAS PARTNERS L P UNIT L P INT 030975106 950 42485 SH DEFINED 01 0 0 42485 AMGEN INC COM 031162100 138654 2456665 SH DEFINED 01 0 0 2456665 AMGEN INC COM 031162100 12233 216900 SH DEFINED 06 0 216900 0 AMGEN INC COM 031162100 45435 805019 SH DEFINED 02 09 658890 0 146129 AMGEN INC COM 031162100 47 850 SH DEFINED 11 0 850 0 AMGEN INC COM 031162100 24213 410000 SH DEFINED 13 410000 0 0 AMKOR TECHNOLOGY INC COM 031652100 127 7970 SH DEFINED 01 0 0 7970 AMKOR TECHNOLOGY INC COM 031652100 145 9100 SH DEFINED 02 09 9100 0 0 AMSOUTH BANCORPORATION COM 032165102 4384 232006 SH DEFINED 01 0 0 232006 AMSOUTH BANCORPORATION COM 032165102 349 18500 SH DEFINED 06 0 18500 0 AMSOUTH BANCORPORATION COM 032165102 5701 301700 SH DEFINED 02 09 270700 0 31000 AMYLIN PHARMACEUTICALS INC COM 032346108 398 43600 SH DEFINED 01 0 0 43600 AMVESCAP PLC SPONSORED ADR 03235E100 214 7384 SH DEFINED 01 0 0 7384 ANADARKO PETE CORP COM 032511107 7784 136932 SH DEFINED 01 606 0 136326 ANADARKO PETE CORP COM 032511107 8174 148480 SH DEFINED 06 0 148480 0 ANADARKO PETE CORP COM 032511107 9729 171158 SH DEFINED 02 09 150989 0 20169 ANALOG DEVICES INC SB NT CV 4.75%05 032654AD7 47 50000 SH DEFINED 01 0 0 50000 ANALOG DEVICES INC COM 032654105 2587 58293 SH DEFINED 01 0 0 58293 ANALOG DEVICES INC COM 032654105 807 17800 SH DEFINED 06 0 17800 0 ANALOG DEVICES INC COM 032654105 11263 253748 SH DEFINED 02 09 209500 0 44248 ANALOG DEVICES INC COM 032654105 415 9200 SH DEFINED 15 9200 0 0 ANDERSONS INC COM 034164103 714 71442 SH DEFINED 01 0 0 71442 ANDREW CORP COM 034425108 1114 50931 SH DEFINED 01 0 0 50931 ANDREW CORP COM 034425108 704 32200 SH DEFINED 02 32100 0 100 ANDREW CORP COM 034425108 92 4000 SH DEFINED 06 0 4000 0 ANDRX GROUP COM 034553107 4071 57825 SH DEFINED 01 0 0 57825 ANDRX GROUP COM 034553107 128 1800 SH DEFINED 06 0 1800 0 ANDRX GROUP COM 034553107 464 6600 SH DEFINED 02 09 6600 0 0 ANGLO AMERN PLC ADR 03485P102 740 48975 SH DEFINED 01 0 0 48975 ANGLOGOLD LTD SPONSORED ADR 035128206 235 13036 SH DEFINED 01 0 0 13036 ANHEUSER BUSCH COS INC COM 035229103 24756 547599 SH DEFINED 01 5544 0 542055 ANHEUSER BUSCH COS INC COM 035229103 3361 73700 SH DEFINED 06 0 73700 0 ANHEUSER BUSCH COS INC COM 035229103 30170 667366 SH DEFINED 02 09 551405 0 115961 ANNALY MTG MGMT INC COM 035710409 962 60160 SH DEFINED 01 0 0 60160 ANNTAYLOR STORES CORP COM 036115103 1981 56618 SH DEFINED 01 38958 0 17660 ANTHEM INC COM 03674B104 143 2900 SH DEFINED 01 0 0 2900 ANTHEM INC COM 03674B104 1581 32400 SH DEFINED 06 0 32400 0 ANTHRACITE CAP INC COM 037023108 698 63600 SH DEFINED 01 0 0 63600 ANTIGENICS INC DEL COM 037032109 3 205 SH DEFINED 01 0 0 205 ANTIGENICS INC DEL COM 037032109 2658 157300 SH DEFINED 13 157300 0 0 AON CORP COM 037389103 3605 101496 SH DEFINED 01 0 0 101496 AON CORP COM 037389103 444 12500 SH DEFINED 06 0 12500 0 AON CORP COM 037389103 5778 162685 SH DEFINED 02 09 151000 0 11685 APACHE CORP COM 037411105 12393 248471 SH DEFINED 01 0 0 248471 APACHE CORP COM 037411105 5105 103240 SH DEFINED 06 0 103240 0 APACHE CORP COM 037411105 4970 99653 SH DEFINED 02 09 83006 0 16647 APACHE CORP PFD C DP 1/50 037411600 353 7700 SH DEFINED 01 0 0 7700 APARTMENT INVT & MGMT CO CL A 03748R101 1099 24037 SH DEFINED 01 0 0 24037 APARTMENT INVT & MGMT CO CL A 03748R101 68 1500 SH DEFINED 02 1500 0 0 APCO ARGENTINA INC CAYMAN IS ORD 037489101 436 20300 SH DEFINED 01 0 0 20300 APHTON CORP COM 03759P101 224 15400 SH DEFINED 01 0 0 15400 APOGENT TECHNOLOGIES INC COM 03760A101 156 6060 SH DEFINED 01 0 0 6060 APOGENT TECHNOLOGIES INC COM 03760A101 2747 105100 SH DEFINED 06 0 105100 0 APOGENT TECHNOLOGIES INC COM 03760A101 123 4800 SH DEFINED 02 09 4800 0 0 APOLLO GROUP INC CL A 037604105 1303 28970 SH DEFINED 01 0 0 28970 APOLLO GROUP INC CL A 037604105 461 10250 SH DEFINED 09 10250 0 0 APPLE COMPUTER INC COM 037833100 3266 149168 SH DEFINED 01 0 0 149168 APPLE COMPUTER INC COM 037833100 6184 265400 SH DEFINED 06 0 265400 0 APPLE COMPUTER INC COM 037833100 5962 272262 SH DEFINED 02 09 230200 0 42062 APPLEBEES INTL INC COM 037899101 440 12877 SH DEFINED 01 0 0 12877 APRIA HEALTHCARE GROUP INC COM 037933108 6 250 SH DEFINED 01 0 0 250 APRIA HEALTHCARE GROUP INC COM 037933108 946 39400 SH DEFINED 06 0 39400 0 APPLERA CORP COM AP BIO GRP 038020103 2779 70791 SH DEFINED 01 0 0 70791 APPLERA CORP COM AP BIO GRP 038020103 426 11200 SH DEFINED 06 0 11200 0 APPLERA CORP COM AP BIO GRP 038020103 7586 193205 SH DEFINED 02 09 146400 0 46805 APPLERA CORP COM CE GEN GRP 038020202 1703 63838 SH DEFINED 01 0 0 63838 APPLERA CORP COM CE GEN GRP 038020202 42 1600 SH DEFINED 02 1600 0 0 APPLERA CORP COM CE GEN GRP 038020202 4110 150000 SH DEFINED 14 150000 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 688 60778 SH DEFINED 01 0 0 60778 APPLIED MICRO CIRCUITS CORP COM 03822W109 213 17950 SH DEFINED 06 0 17950 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 1518 134131 SH DEFINED 02 09 127900 0 6231 APPLIED MICRO CIRCUITS CORP COM 03822W109 943 83800 SH DEFINED 15 83800 0 0 APPLIED MATLS INC COM 038222105 31300 780568 SH DEFINED 01 141432 0 639136 APPLIED MATLS INC COM 038222105 2042 49000 SH DEFINED 06 0 49000 0 APPLIED MATLS INC COM 038222105 25699 640912 SH DEFINED 02 09 519570 0 121342 APPLIED MATLS INC COM 038222105 232 5805 SH DEFINED 11 0 5805 0 ARADIGM CORP COM 038505103 468 66050 SH DEFINED 01 0 0 66050 ARCH COAL INC COM 039380100 404 17837 SH DEFINED 01 0 0 17837 ARCH COAL INC COM 039380100 11 500 SH DEFINED 02 500 0 0 ARCH COAL INC COM 039380100 1636 72600 SH DEFINED 15 72600 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 3343 233003 SH DEFINED 01 1145 0 231858 ARCHER DANIELS MIDLAND CO COM 039483102 477 33650 SH DEFINED 06 0 33650 0 ARCHER DANIELS MIDLAND CO COM 039483102 7707 537124 SH DEFINED 02 09 437400 0 99724 ARCHSTONE SMITH TR COM 039583109 246 9370 SH DEFINED 01 0 0 9370 ARCHSTONE SMITH TR COM 039583109 73 2800 SH DEFINED 02 2800 0 0 ARENA PHARMACEUTICALS INC COM 040047102 140 11690 SH DEFINED 01 0 0 11690 ARENA PHARMACEUTICALS INC COM 040047102 1605 127000 SH DEFINED 15 127000 0 0 ARGONAUT TECHNOLOGIES INC COM 040175101 2997 712200 SH DEFINED 13 712200 0 0 ARIBA INC COM 04033V104 369 59947 SH DEFINED 01 0 0 59947 ARIBA INC COM 04033V104 16 2700 SH DEFINED 02 2700 0 0 ARQULE INC COM 04269E107 549 32330 SH DEFINED 01 0 0 32330 ARQULE INC COM 04269E107 10827 609000 SH DEFINED 13 609000 0 0 ARRIS GROUP INC COM 04269Q100 209 21428 SH DEFINED 01 0 0 21428 ARROW ELECTRS INC COM 042735100 278 9317 SH DEFINED 01 0 0 9317 ARROW ELECTRS INC COM 042735100 160 5400 SH DEFINED 02 09 5400 0 0 ARROW INTL INC COM 042764100 452 11300 SH DEFINED 06 0 11300 0 ARTESYN TECHNOLOGIES INC COM 043127109 2 300 SH DEFINED 01 0 0 300 ARTESYN TECHNOLOGIES INC COM 043127109 3667 395700 SH DEFINED 15 395700 0 0 ARVINMERITOR INC COM 043353101 517 26355 SH DEFINED 01 0 0 26355 ARVINMERITOR INC COM 043353101 437 21900 SH DEFINED 06 0 21900 0 ASCENTIAL SOFTWARE CORP COM 04362P108 58 14542 SH DEFINED 01 0 0 14542 ASCENTIAL SOFTWARE CORP COM 04362P108 348 84800 SH DEFINED 15 84800 0 0 ASHLAND INC COM 044204105 141 3066 SH DEFINED 01 0 0 3066 ASHLAND INC COM 044204105 191 4200 SH DEFINED 06 0 4200 0 ASHLAND INC COM 044204105 3160 68600 SH DEFINED 02 09 59100 0 9500 ASSISTED LIVING CONCEPTS INC SB DB CV 6%02 04543LAD1 19 100000 SH DEFINED 01 0 0 100000 ASSOCIATED BANC CORP COM 045487105 77 2200 SH DEFINED 01 0 0 2200 ASSOCIATED BANC CORP COM 045487105 136 3900 SH DEFINED 02 09 3900 0 0 ASTEC INDS INC COM 046224101 257 17800 SH DEFINED 01 0 0 17800 ASTORIA FINL CORP COM 046265104 156 5900 SH DEFINED 01 0 0 5900 ASTORIA FINL CORP COM 046265104 467 17700 SH DEFINED 02 09 17700 0 0 ASTRAZENECA PLC SPONSORED ADR 046353108 959 20591 SH DEFINED 01 12672 0 7919 ASTRAZENECA PLC SPONSORED ADR 046353108 339 7400 SH DEFINED 06 0 7400 0 AT RD INC COM 04648K105 352 60000 SH DEFINED 01 0 0 60000 ATCHISON CASTING CORP COM 046613105 61 36400 SH DEFINED 01 0 0 36400 ATLANTIC COAST AIRLINES HLDGS COM 048396105 742 31869 SH DEFINED 01 0 0 31869 ATMEL CORP COM 049513104 1452 197105 SH DEFINED 01 0 0 197105 ATMEL CORP COM 049513104 1474 185840 SH DEFINED 06 0 185840 0 ATMEL CORP COM 049513104 348 47450 SH DEFINED 02 09 39830 0 7620 ATMEL CORP COM 049513104 323 41300 SH DEFINED 15 41300 0 0 ATMOS ENERGY CORP COM 049560105 161 7620 SH DEFINED 01 0 0 7620 ATMOS ENERGY CORP COM 049560105 431 20100 SH DEFINED 06 0 20100 0 AUTOBYTEL INC COM 05275N106 35 20550 SH DEFINED 01 0 0 20550 AUTODESK INC COM 052769106 201 5398 SH DEFINED 01 0 0 5398 AUTODESK INC COM 052769106 115 3100 SH DEFINED 06 0 3100 0 AUTODESK INC COM 052769106 2135 57300 SH DEFINED 02 09 46300 0 11000 AUTOLIV INC COM 052800109 28 1420 SH DEFINED 01 0 0 1420 AUTOLIV INC COM 052800109 253 12500 SH DEFINED 02 09 12500 0 0 AUTOMATIC DATA PROCESSING INC COM 053015103 26165 444229 SH DEFINED 01 4812 0 439417 AUTOMATIC DATA PROCESSING INC COM 053015103 4444 75800 SH DEFINED 06 0 75800 0 AUTOMATIC DATA PROCESSING INC COM 053015103 46094 782611 SH DEFINED 02 09 685215 0 97396 AUTOMATIC DATA PROCESSING INC COM 053015103 23 400 SH DEFINED 11 0 400 0 AUTOZONE INC COM 053332102 145 2021 SH DEFINED 01 0 0 2021 AUTOZONE INC COM 053332102 364 5200 SH DEFINED 06 0 5200 0 AUTOZONE INC COM 053332102 4788 66700 SH DEFINED 02 09 58500 0 8200 AVANEX CORP COM 05348W109 131 22287 SH DEFINED 01 0 0 22287 AVALONBAY CMNTYS INC COM 053484101 670 14170 SH DEFINED 01 0 0 14170 AVALONBAY CMNTYS INC COM 053484101 214 4554 SH DEFINED 02 09 3400 0 1154 AVANTGO INC COM 05349M100 65 37200 SH DEFINED 01 0 0 37200 AVANT IMMUNOTHERAPEUTICS INC COM 053491106 1355 338045 SH DEFINED 01 0 0 338045 AVAYA INC COM 053499109 796 65596 SH DEFINED 01 5718 0 59878 AVAYA INC COM 053499109 191 15425 SH DEFINED 06 0 15425 0 AVAYA INC COM 053499109 3258 268187 SH DEFINED 02 09 208572 0 59615 AVENTIS SPONSORED ADR 053561106 7777 109545 SH DEFINED 01 0 0 109545 AVERY DENNISON CORP COM 053611109 3531 62467 SH DEFINED 01 0 0 62467 AVERY DENNISON CORP COM 053611109 2745 48300 SH DEFINED 06 0 48300 0 AVERY DENNISON CORP COM 053611109 6282 111135 SH DEFINED 02 09 86280 0 24855 AVIALL INC NEW COM 05366B102 449 59600 SH DEFINED 01 0 0 59600 AVICI SYS INC COM 05367L109 24 8345 SH DEFINED 01 0 0 8345 AVICI SYS INC COM 05367L109 844 308100 SH DEFINED 15 308100 0 0 AVNET INC COM 053807103 44 1740 SH DEFINED 01 0 0 1740 AVNET INC COM 053807103 241 9500 SH DEFINED 02 09 9500 0 0 AVON PRODS INC COM 054303102 7814 168058 SH DEFINED 01 0 0 168058 AVON PRODS INC COM 054303102 835 18340 SH DEFINED 06 0 18340 0 AVON PRODS INC COM 054303102 10697 230064 SH DEFINED 02 09 180526 0 49538 AVON PRODS INC COM 054303102 31 675 SH DEFINED 11 0 675 0 AWARE INC MASS COM 05453N100 374 45150 SH DEFINED 01 0 0 45150 AXA SPONSORED ADR 054536107 1720 81848 SH DEFINED 01 25 0 81823 AXA SPONSORED ADR 054536107 94 4484 SH DEFINED 02 3304 0 1180 AXA SPONSORED ADR 054536107 489 22800 SH DEFINED 06 0 22800 0 AXCAN PHARMA INC COM 054923107 2302 160500 SH DEFINED 13 160500 0 0 BB&T CORP COM 054937107 3429 94972 SH DEFINED 01 0 0 94972 BB&T CORP COM 054937107 3152 88000 SH DEFINED 06 0 88000 0 BB&T CORP COM 054937107 16269 450566 SH DEFINED 02 09 382600 0 67966 B A S F A G SPONSORED ADR 055262505 3 104 SH DEFINED 01 10 0 94 B A S F A G SPONSORED ADR 055262505 3379 88690 SH DEFINED 06 0 88690 0 BISYS GROUP INC COM 055472104 5 90 SH DEFINED 01 0 0 90 BISYS GROUP INC COM 055472104 198 3100 SH DEFINED 09 3100 0 0 BJS WHOLESALE CLUB INC COM 05548J106 513 11635 SH DEFINED 01 0 0 11635 BJ SVCS CO COM 055482103 1002 30906 SH DEFINED 01 0 0 30906 BJ SVCS CO COM 055482103 287 8860 SH DEFINED 09 6300 0 2560 BOC GROUP PLC SPONSORED ADR 055617609 3 120 SH DEFINED 01 0 0 120 BOC GROUP PLC SPONSORED ADR 055617609 2033 65700 SH DEFINED 06 0 65700 0 BP PLC SPONSORED ADR 055622104 14631 314585 SH DEFINED 01 21864 0 292721 BP PLC SPONSORED ADR 055622104 567 12310 SH DEFINED 06 0 12310 0 BP PLC SPONSORED ADR 055622104 2264 48700 SH DEFINED 02 09 48700 0 0 BT GROUP PLC ADR 05577E101 357 9725 SH DEFINED 01 30 0 9695 BT GROUP PLC ADR 05577E101 2167 59286 SH DEFINED 06 0 59286 0 BMC SOFTWARE INC COM 055921100 2088 127561 SH DEFINED 01 0 0 127561 BMC SOFTWARE INC COM 055921100 207 12400 SH DEFINED 06 0 12400 0 BMC SOFTWARE INC COM 055921100 2889 176588 SH DEFINED 02 09 142400 0 34188 BTU INTL INC COM 056032105 132 30500 SH DEFINED 01 0 0 30500 BAKER HUGHES INC COM 057224107 4284 117485 SH DEFINED 01 0 0 117485 BAKER HUGHES INC COM 057224107 569 16000 SH DEFINED 06 0 16000 0 BAKER HUGHES INC COM 057224107 6370 174679 SH DEFINED 02 09 158900 0 15779 BALDOR ELEC CO COM 057741100 337 16135 SH DEFINED 01 0 0 16135 BALDWIN TECHNOLOGY INC CL A 058264102 25 20000 SH DEFINED 01 0 0 20000 BALL CORP COM 058498106 99 1410 SH DEFINED 01 0 0 1410 BALL CORP COM 058498106 99 1400 SH DEFINED 06 0 1400 0 BALL CORP COM 058498106 862 12200 SH DEFINED 02 09 12200 0 0 BALLARD PWR SYS INC COM 05858H104 2491 84263 SH DEFINED 01 0 0 84263 BANCO BILBAO VIZCAYA ARGENTARI SPONSORED ADR 05946K101 66 5366 SH DEFINED 01 0 0 5366 BANCO BILBAO VIZCAYA ARGENTARI SPONSORED ADR 05946K101 4520 355633 SH DEFINED 06 0 355633 0 BANCO BRADESCO S A SP ADR PFD NEW 059460204 2801 103332 SH DEFINED 06 0 103332 0 BANCO SANTANDER CENT HISPANO ADR 05964H105 143 17252 SH DEFINED 01 0 0 17252 BANCO SANTANDER CENT HISPANO ADR 05964H105 704 81700 SH DEFINED 06 0 81700 0 BANCORPSOUTH INC COM 059692103 308 18595 SH DEFINED 01 0 0 18595 BANCORPSOUTH INC COM 059692103 370 22700 SH DEFINED 06 0 22700 0 BANCROFT CONV FD INC COM 059695106 733 36328 SH DEFINED 01 0 0 36328 BANK OF AMERICA CORPORATION COM 060505104 23022 365726 SH DEFINED 01 27234 0 338492 BANK OF AMERICA CORPORATION COM 060505104 9970 158350 SH DEFINED 06 0 158350 0 BANK OF AMERICA CORPORATION COM 060505104 93690 1488344 SH DEFINED 02 09 1233729 0 254615 BANK OF AMERICA CORPORATION COM 060505104 632 10055 SH DEFINED 11 0 10055 0 BANK NEW YORK INC COM 064057102 80906 1983007 SH DEFINED 01 56576 0 1926431 BANK NEW YORK INC COM 064057102 7932 193500 SH DEFINED 06 0 193500 0 BANK NEW YORK INC COM 064057102 42229 1035052 SH DEFINED 02 09 914800 0 120252 BANK ONE CORP COM 06423A103 7433 190365 SH DEFINED 01 470 0 189895 BANK ONE CORP COM 06423A103 2485 64300 SH DEFINED 06 0 64300 0 BANK ONE CORP COM 06423A103 37390 957520 SH DEFINED 02 09 816120 0 141400 BANKATLANTIC BANCORP CL A 065908501 272 29649 SH DEFINED 01 70 0 29579 BANKNORTH GROUP INC NEW COM 06646R107 539 23940 SH DEFINED 01 0 0 23940 BANKNORTH GROUP INC NEW COM 06646R107 81 3600 SH DEFINED 02 3600 0 0 BANTA CORP COM 066821109 14 481 SH DEFINED 01 0 0 481 BANTA CORP COM 066821109 435 14600 SH DEFINED 06 0 14600 0 BARCLAYS BK PLC AM DEP NT RCPT 06738C836 486 18544 SH DEFINED 01 0 0 18544 BARCLAYS PLC ADR 06738E204 275 2050 SH DEFINED 01 0 0 2050 BARCLAYS PLC ADR 06738E204 748 5600 SH DEFINED 06 0 5600 0 BARD C R INC COM 067383109 150 2400 SH DEFINED 06 0 2400 0 BARD C R INC COM 067383109 1476 22900 SH DEFINED 02 09 22800 0 100 BARNES & NOBLE INC COM 067774109 73 2490 SH DEFINED 01 0 0 2490 BARNES & NOBLE INC COM 067774109 29 1000 SH DEFINED 02 1000 0 0 BARNES & NOBLE INC COM 067774109 1854 63600 SH DEFINED 06 0 63600 0 BARNES GROUP INC COM 067806109 429 18100 SH DEFINED 06 0 18100 0 BARNESANDNOBLE COM INC CL A 067846105 17 11615 SH DEFINED 01 0 0 11615 BARRICK GOLD CORP COM 067901108 4367 273803 SH DEFINED 01 0 0 273803 BARRICK GOLD CORP COM 067901108 454 28000 SH DEFINED 06 0 28000 0 BARRICK GOLD CORP COM 067901108 6491 407031 SH DEFINED 02 09 330331 0 76700 BARR LABS INC COM 068306109 1612 20319 SH DEFINED 01 0 0 20319 BARR LABS INC COM 068306109 206 2600 SH DEFINED 09 2600 0 0 BARR LABS INC COM 068306109 338 4200 SH DEFINED 15 4200 0 0 BAUSCH & LOMB INC COM 071707103 1214 32247 SH DEFINED 01 0 0 32247 BAUSCH & LOMB INC COM 071707103 1989 52700 SH DEFINED 06 0 52700 0 BAUSCH & LOMB INC COM 071707103 1649 43800 SH DEFINED 02 09 37200 0 6600 BAXTER INTL INC COM 071813109 15336 285973 SH DEFINED 01 0 0 285973 BAXTER INTL INC COM 071813109 3151 59340 SH DEFINED 06 0 59340 0 BAXTER INTL INC COM 071813109 23518 438543 SH DEFINED 02 09 354300 0 84243 BAXTER INTL INC COM 071813109 242 4515 SH DEFINED 11 0 4515 0 BAXTER INTL INC COM 071813109 1281 23900 SH DEFINED 15 23900 0 0 BE AEROSPACE INC COM 073302101 148 16200 SH DEFINED 01 0 0 16200 BEA SYS INC COM 073325102 13107 851157 SH DEFINED 01 100 0 851057 BEA SYS INC COM 073325102 13564 880822 SH DEFINED 02 09 867907 0 12915 BEA SYS INC COM 073325102 905 56445 SH DEFINED 12 56445 0 0 BEAR STEARNS COS INC COM 073902108 1811 30891 SH DEFINED 01 0 0 30891 BEAR STEARNS COS INC COM 073902108 268 4600 SH DEFINED 06 0 4600 0 BEAR STEARNS COS INC COM 073902108 4115 70200 SH DEFINED 02 09 62900 0 7300 BECKMAN COULTER INC COM 075811109 515 11644 SH DEFINED 01 0 0 11644 BECKMAN COULTER INC COM 075811109 22 500 SH DEFINED 02 500 0 0 BECTON DICKINSON & CO COM 075887109 2405 72550 SH DEFINED 01 0 0 72550 BECTON DICKINSON & CO COM 075887109 459 13800 SH DEFINED 06 0 13800 0 BECTON DICKINSON & CO COM 075887109 9088 274181 SH DEFINED 02 09 211500 0 62681 BECTON DICKINSON & CO COM 075887109 312 9300 SH DEFINED 15 9300 0 0 BED BATH & BEYOND INC COM 075896100 68812 2029859 SH DEFINED 01 0 0 2029859 BED BATH & BEYOND INC COM 075896100 3099 92800 SH DEFINED 06 0 92800 0 BED BATH & BEYOND INC COM 075896100 21956 647704 SH DEFINED 02 09 615590 0 32114 BED BATH & BEYOND INC CALL 0758969EU 671 19800 SH CALL DEFINED 01 198 0 0 BELLSOUTH CORP COM 079860102 10072 264012 SH DEFINED 01 2670 0 261342 BELLSOUTH CORP COM 079860102 4055 103190 SH DEFINED 06 0 103190 0 BELLSOUTH CORP COM 079860102 55425 1452842 SH DEFINED 02 09 1189120 0 263722 BEMA GOLD CORP COM 08135F107 3 12000 SH DEFINED 01 0 0 12000 BEMIS INC COM 081437105 1348 27421 SH DEFINED 01 13399 0 14022 BEMIS INC COM 081437105 15 300 SH DEFINED 06 0 300 0 BEMIS INC COM 081437105 1283 26091 SH DEFINED 02 09 19000 0 7091 BERKLEY W R CORP COM 084423102 382 7121 SH DEFINED 01 0 0 7121 BERKLEY W R CORP COM 084423102 1457 27100 SH DEFINED 15 27100 0 0 BERKSHIRE HATHAWAY INC DEL CL B 084670207 17147 6791 SH DEFINED 01 779 0 6012 BERKSHIRE HATHAWAY INC DEL CL B 084670207 396 157 SH DEFINED 02 157 0 0 BERRY PETE CO CL A 085789105 442 28800 SH DEFINED 06 0 28800 0 BEST BUY INC COM 086516101 2380 31960 SH DEFINED 01 0 0 31960 BEST BUY INC COM 086516101 886 12300 SH DEFINED 06 0 12300 0 BEST BUY INC COM 086516101 13734 184411 SH DEFINED 02 09 149900 0 34511 BETHLEHEM STL CORP COM 087509105 29 64930 SH DEFINED 01 0 0 64930 BEVERLY ENTERPRISES INC COM NEW 087851309 119 13935 SH DEFINED 01 1840 0 12095 BHP BILLITON LTD SPONSORED ADR 088606108 1212 113182 SH DEFINED 01 0 0 113182 BINDVIEW DEV CORP COM 090327107 150 75000 SH DEFINED 01 0 0 75000 BIO TECHNOLOGY GEN CORP COM 090578105 35 4300 SH DEFINED 01 0 0 4300 BIO TECHNOLOGY GEN CORP COM 090578105 9422 1115300 SH DEFINED 13 1115300 0 0 BIOGEN INC COM 090597105 5988 104413 SH DEFINED 01 0 0 104413 BIOGEN INC COM 090597105 445 7900 SH DEFINED 06 0 7900 0 BIOGEN INC COM 090597105 8431 147018 SH DEFINED 02 09 117700 0 29318 BIOMARIN PHARMACEUTICAL INC COM 09061G101 212 15782 SH DEFINED 01 0 0 15782 BIOMARIN PHARMACEUTICAL INC COM 09061G101 4 300 SH DEFINED 02 300 0 0 BIOMET INC COM 090613100 1299 42057 SH DEFINED 01 0 0 42057 BIOMET INC COM 090613100 3144 102000 SH DEFINED 06 0 102000 0 BIOMET INC COM 090613100 5050 163475 SH DEFINED 02 09 149175 0 14300 BIOSPHERE MEDICAL INC COM 09066V103 415 36900 SH DEFINED 01 0 0 36900 BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 1440 10915 SH DEFINED 01 0 0 10915 BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 2980 21800 SH DEFINED 13 21800 0 0 BIOVAIL CORP COM 09067J109 13676 243140 SH DEFINED 01 0 0 243140 BIOVAIL CORP COM 09067J109 21 375 SH DEFINED 02 240 0 135 BIOVAIL CORP COM 09067J109 1917 34700 SH DEFINED 06 0 34700 0 BIOMIRA INC COM 09161R106 18 4470 SH DEFINED 01 0 0 4470 BIOMIRA INC COM 09161R106 1760 412400 SH DEFINED 13 412400 0 0 BLACK & DECKER CORP COM 091797100 191 5088 SH DEFINED 01 0 0 5088 BLACK & DECKER CORP COM 091797100 2028 53710 SH DEFINED 06 0 53710 0 BLACK & DECKER CORP COM 091797100 4151 110037 SH DEFINED 02 09 83300 0 26737 BLACK HILLS CORP COM 092113109 800 23655 SH DEFINED 01 0 0 23655 BLACK HILLS CORP COM 092113109 20 600 SH DEFINED 02 600 0 0 BLACKROCK ADVANTAGE TERM TR COM 09247A101 1945 174444 SH DEFINED 01 0 0 174444 BLACKROCK INVT QUALITY MUN TR COM 09247D105 632 47186 SH DEFINED 01 0 0 47186 BLACKROCK INCOME TR INC COM 09247F100 3434 466024 SH DEFINED 01 0 0 466024 BLACKROCK INVT QUALITY TERM TR COM 09247J102 2118 228759 SH DEFINED 01 0 0 228759 BLACKROCK INSD MUN 2008 TRM TR COM 09247K109 1271 80964 SH DEFINED 01 0 0 80964 BLACKROCK MUN TARGET TERM TR COM 09247M105 567 54583 SH DEFINED 01 0 0 54583 BLACKROCK STRATEGIC TERM TR COM 09247P108 1085 111469 SH DEFINED 01 0 0 111469 BLACKROCK BROAD INVT GRD 2009 COM 09247Q106 902 63193 SH DEFINED 01 0 0 63193 BLACKROCK INC CL A 09247X101 11211 268849 SH DEFINED 01 0 0 268849 BLACKROCK NORTH AMERN GV INCM COM 092475102 202 20433 SH DEFINED 01 0 0 20433 BLACKROCK N Y MUN INCOME TR SH BEN INT 09248L106 163 12040 SH DEFINED 01 0 0 12040 BLOCK H & R INC COM 093671105 2616 58536 SH DEFINED 01 0 0 58536 BLOCK H & R INC COM 093671105 2285 52300 SH DEFINED 06 0 52300 0 BLOCK H & R INC COM 093671105 10435 233464 SH DEFINED 02 09 173500 0 59964 BLOCKBUSTER INC CL A 093679108 243 9660 SH DEFINED 01 0 0 9660 BLOCKBUSTER INC CL A 093679108 15 600 SH DEFINED 02 600 0 0 BLYTH INC COM 09643P108 646 27820 SH DEFINED 01 0 0 27820 BOB EVANS FARMS INC COM 096761101 32 1314 SH DEFINED 01 0 0 1314 BOB EVANS FARMS INC COM 096761101 452 18200 SH DEFINED 06 0 18200 0 BOEING CO COM 097023105 8126 209552 SH DEFINED 01 5820 0 203732 BOEING CO COM 097023105 1874 49175 SH DEFINED 06 0 49175 0 BOEING CO COM 097023105 31071 801217 SH DEFINED 02 09 623002 0 178215 BOISE CASCADE CORP COM 097383103 295 8693 SH DEFINED 01 0 0 8693 BOISE CASCADE CORP COM 097383103 37 1100 SH DEFINED 02 1100 0 0 BOOTS & COOTS/INTL WELL CTRL COM 099469108 62 125000 SH DEFINED 01 0 0 125000 BORG WARNER INC COM 099724106 1792 34309 SH DEFINED 01 0 0 34309 BORLAND SOFTWARE CORP COM 099849101 665 42470 SH DEFINED 01 0 0 42470 BOSTON BEER INC CL A 100557107 300 17536 SH DEFINED 01 0 0 17536 BOSTON COMMUNICATIONS GROUP COM 100582105 149 13200 SH DEFINED 01 0 0 13200 BOSTON PROPERTIES INC COM 101121101 1341 35295 SH DEFINED 01 0 0 35295 BOSTON PROPERTIES INC COM 101121101 261 6900 SH DEFINED 02 09 6900 0 0 BOSTON PROPERTIES INC COM 101121101 2687 70363 SH DEFINED 12 70363 0 0 BOSTON SCIENTIFIC CORP COM 101137107 9334 387007 SH DEFINED 01 0 0 387007 BOSTON SCIENTIFIC CORP COM 101137107 423 18600 SH DEFINED 06 0 18600 0 BOSTON SCIENTIFIC CORP COM 101137107 4840 200700 SH DEFINED 02 09 187500 0 13200 BOULDER TOTAL RETURN FD INC COM 101541100 3775 232510 SH DEFINED 01 0 0 232510 BOWATER INC COM 102183100 874 18332 SH DEFINED 01 0 0 18332 BOWATER INC COM 102183100 118 2500 SH DEFINED 02 09 2500 0 0 BRADLEY PHARMACEUTICALS INC COM 104576103 325 15700 SH DEFINED 01 0 0 15700 BRANDPARTNERS GROUP INC COM 10531R107 10 10000 SH DEFINED 01 0 0 10000 BRASCAN CORP CL A LTD VT SH 10549P606 369 20450 SH DEFINED 01 0 0 20450 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 24 595 SH DEFINED 01 495 0 100 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 1630 38265 SH DEFINED 06 0 38265 0 BRIGHT HORIZON FAMILY SOLUTION COM 109195107 2108 77500 SH DEFINED 15 77500 0 0 BRIGHTPOINT INC COM 109473108 177 56450 SH DEFINED 01 0 0 56450 BRISTOL MYERS SQUIBB CO COM 110122108 40629 796662 SH DEFINED 01 47732 0 748930 BRISTOL MYERS SQUIBB CO COM 110122108 17580 345730 SH DEFINED 06 0 345730 0 BRISTOL MYERS SQUIBB CO COM 110122108 80322 1574971 SH DEFINED 02 09 1264315 0 310656 BRISTOL MYERS SQUIBB CO COM 110122108 237 4650 SH DEFINED 11 0 4650 0 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 18 1104 SH DEFINED 01 0 0 1104 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 3827 225108 SH DEFINED 06 0 225108 0 BRITISH ENERGY PLC SPONSORED ADR 110793304 2358 177180 SH DEFINED 06 0 177180 0 BROADCOM CORP CL A 111320107 7808 191052 SH DEFINED 01 0 0 191052 BROADCOM CORP CL A 111320107 1569 35300 SH DEFINED 06 0 35300 0 BROADCOM CORP CL A 111320107 6209 151955 SH DEFINED 02 09 132955 0 19000 BROADCOM CORP CL A 111320107 1206 28073 SH DEFINED 12 28073 0 0 BROADVISION INC COM 111412102 235 86085 SH DEFINED 01 0 0 86085 BROADWING INC COM 111620100 262 27677 SH DEFINED 01 0 0 27677 BROADWING INC COM 111620100 132 14000 SH DEFINED 02 09 14000 0 0 BROCADE COMMUNICATIONS SYS INC COM 111621108 1182 35717 SH DEFINED 01 30 0 35687 BROCADE COMMUNICATIONS SYS INC COM 111621108 2979 84000 SH DEFINED 06 0 84000 0 BROCADE COMMUNICATIONS SYS INC COM 111621108 998 30155 SH DEFINED 09 26500 0 3655 BROOKS AUTOMATION INC COM 11434A100 472 11627 SH DEFINED 01 0 0 11627 BROOKS AUTOMATION INC COM 11434A100 1453 34600 SH DEFINED 06 0 34600 0 BROOKS AUTOMATION INC COM 11434A100 3867 94300 SH DEFINED 15 94300 0 0 BROWN & BROWN INC COM 115236101 669 24540 SH DEFINED 01 0 0 24540 BROWN FORMAN CORP CL B 115637209 47 754 SH DEFINED 01 0 0 754 BROWN FORMAN CORP CL B 115637209 232 3700 SH DEFINED 06 0 3700 0 BROWN FORMAN CORP CL B 115637209 3073 49100 SH DEFINED 02 09 43600 0 5500 BROWN SHOE INC NEW COM 115736100 400 25000 SH DEFINED 06 0 25000 0 BRUKER AXS INC COM 11679P101 1163 177900 SH DEFINED 01 0 0 177900 BRUKER DALTONICS INC COM 116795105 216 13232 SH DEFINED 01 0 0 13232 BRUNSWICK CORP COM 117043109 52 2430 SH DEFINED 01 0 0 2430 BRUNSWICK CORP COM 117043109 17 800 SH DEFINED 06 0 800 0 BRUNSWICK CORP COM 117043109 1354 62300 SH DEFINED 02 09 43400 0 18900 BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 1789 47750 SH DEFINED 01 0 0 47750 BURLINGTON COAT FACTORY COM 121579106 0 1 SH DEFINED 01 1 0 0 BURLINGTON COAT FACTORY COM 121579106 389 22900 SH DEFINED 06 0 22900 0 BURLINGTON NORTHN SANTA FE CP COM 12189T104 3788 132788 SH DEFINED 01 24803 0 107985 BURLINGTON NORTHN SANTA FE CP COM 12189T104 1797 62400 SH DEFINED 06 0 62400 0 BURLINGTON NORTHN SANTA FE CP COM 12189T104 10862 380746 SH DEFINED 02 09 291300 0 89446 BURLINGTON RES INC COM 122014103 2214 59003 SH DEFINED 01 0 0 59003 BURLINGTON RES INC COM 122014103 365 9900 SH DEFINED 06 0 9900 0 BURLINGTON RES INC COM 122014103 5271 140449 SH DEFINED 02 09 120000 0 20449 BUSINESS OBJECTS S A SPONSORED ADR 12328X107 499 14700 SH DEFINED 15 14700 0 0 BUTLER MFG CO DEL COM 123655102 138 5000 SH DEFINED 01 0 0 5000 BUTLER MFG CO DEL COM 123655102 409 15300 SH DEFINED 06 0 15300 0 CBL & ASSOC PPTYS INC COM 124830100 228 7265 SH DEFINED 01 0 0 7265 CBL & ASSOC PPTYS INC COM 124830100 380 12000 SH DEFINED 06 0 12000 0 C COR NET CORP COM 125010108 279 19204 SH DEFINED 01 0 0 19204 CDW COMPUTER CTRS INC COM 125129106 21 400 SH DEFINED 01 0 0 400 CDW COMPUTER CTRS INC COM 125129106 204 3800 SH DEFINED 09 3800 0 0 CEC ENTMT INC COM 125137109 199 4592 SH DEFINED 01 0 0 4592 CEC ENTMT INC COM 125137109 1690 38500 SH DEFINED 06 0 38500 0 CH ENERGY GROUP INC COM 12541M102 33 781 SH DEFINED 01 0 0 781 CH ENERGY GROUP INC COM 12541M102 345 7800 SH DEFINED 06 0 7800 0 CIGNA CORP COM 125509109 3311 35747 SH DEFINED 01 0 0 35747 CIGNA CORP COM 125509109 1794 19477 SH DEFINED 06 0 19477 0 CIGNA CORP COM 125509109 15326 165423 SH DEFINED 02 09 133591 0 31832 CMGI INC COM 125750109 42 26203 SH DEFINED 01 0 0 26203 CMGI INC COM 125750109 9 6000 SH DEFINED 02 6000 0 0 CMS ENERGY CORP COM 125896100 2622 109151 SH DEFINED 01 0 0 109151 CMS ENERGY CORP COM 125896100 182 7500 SH DEFINED 06 0 7500 0 CMS ENERGY CORP COM 125896100 2671 111200 SH DEFINED 02 09 94700 0 16500 CMS ENERGY CORP ADJ CV TR8.75% 125896308 694 23042 SH DEFINED 01 0 0 23042 CNA FINL CORP COM 126117100 229 7858 SH DEFINED 01 0 0 7858 CNA FINL CORP COM 126117100 20 700 SH DEFINED 02 700 0 0 CNF INC COM 12612W104 890 26550 SH DEFINED 01 0 0 26550 CNF INC COM 12612W104 36 1100 SH DEFINED 02 1100 0 0 CNF INC COM 12612W104 98 3000 SH DEFINED 06 0 3000 0 CNS INC COM 126136100 55 10100 SH DEFINED 01 0 0 10100 CP HOLDRS DEP RCPTS CP 12616K106 314 8022 SH DEFINED 01 0 0 8022 CRH PLC ADR 12626K203 0 50 SH DEFINED 01 0 0 50 CRH PLC ADR 12626K203 309 17600 SH DEFINED 06 0 17600 0 CSG SYS INTL INC COM 126349109 114 2840 SH DEFINED 01 0 0 2840 CSG SYS INTL INC COM 126349109 392 9700 SH DEFINED 09 9700 0 0 CSX CORP COM 126408103 1041 29713 SH DEFINED 01 0 0 29713 CSX CORP COM 126408103 348 9800 SH DEFINED 06 0 9800 0 CSX CORP COM 126408103 3150 89900 SH DEFINED 02 09 89600 0 300 CVS CORP COM 126650100 5565 188009 SH DEFINED 01 0 0 188009 CVS CORP COM 126650100 4606 155600 SH DEFINED 06 0 155600 0 CVS CORP COM 126650100 11902 402126 SH DEFINED 02 09 310100 0 92026 CVS CORP COM 126650100 398 13465 SH DEFINED 11 0 13465 0 CABLE & WIRELESS PUB LTD CO SPONSORED ADR 126830207 1318 88997 SH DEFINED 01 0 0 88997 CABLE & WIRELESS PUB LTD CO SPONSORED ADR 126830207 154 10405 SH DEFINED 06 0 10405 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1459 30760 SH DEFINED 01 75 0 30685 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 79 1650 SH DEFINED 06 0 1650 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 350 7400 SH DEFINED 02 09 7400 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1269 26577 SH DEFINED 12 26577 0 0 CACHEFLOW INC COM 126946102 26 9900 SH DEFINED 01 0 0 9900 CACHEFLOW INC COM 126946102 62 23700 SH DEFINED 06 0 23700 0 CABOT CORP COM 127055101 154 4327 SH DEFINED 01 0 0 4327 CABOT CORP COM 127055101 53 1500 SH DEFINED 02 1500 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 3360 42409 SH DEFINED 01 0 0 42409 CABOT OIL & GAS CORP CL A 127097103 150 6244 SH DEFINED 01 0 0 6244 CABOT OIL & GAS CORP CL A 127097103 417 17600 SH DEFINED 06 0 17600 0 CACI INTL INC CL A 127190304 298 7562 SH DEFINED 01 0 0 7562 CACI INTL INC CL A 127190304 15 400 SH DEFINED 02 400 0 0 CADBURY SCHWEPPES PLC ADR 127209302 202 7878 SH DEFINED 01 5 0 7873 CADENCE DESIGN SYSTEM INC COM 127387108 1890 86258 SH DEFINED 01 0 0 86258 CADENCE DESIGN SYSTEM INC COM 127387108 1175 54900 SH DEFINED 06 0 54900 0 CADENCE DESIGN SYSTEM INC COM 127387108 473 21600 SH DEFINED 02 09 16770 0 4830 CAL DIVE INTL INC COM 127914109 330 13386 SH DEFINED 01 0 0 13386 CALGON CARBON CORP COM 129603106 192 23004 SH DEFINED 01 0 0 23004 CALIPER TECHNOLOGIES CORP COM 130876105 412 26450 SH DEFINED 01 0 0 26450 CALIPER TECHNOLOGIES CORP COM 130876105 6639 415500 SH DEFINED 13 415500 0 0 CALLAWAY GOLF CO COM 131193104 415 21674 SH DEFINED 01 0 0 21674 CALLAWAY GOLF CO COM 131193104 49 2600 SH DEFINED 02 2600 0 0 CALPINE CORP COM 131347106 13582 808963 SH DEFINED 01 0 0 808963 CALPINE CORP COM 131347106 259 15400 SH DEFINED 06 0 15400 0 CALPINE CORP COM 131347106 4150 247211 SH DEFINED 02 09 204958 0 42253 CAMDEN PPTY TR SH BEN INT 133131102 559 15238 SH DEFINED 01 0 0 15238 CAMPBELL SOUP CO COM 134429109 617 20669 SH DEFINED 01 0 0 20669 CAMPBELL SOUP CO COM 134429109 633 21200 SH DEFINED 06 0 21200 0 CAMPBELL SOUP CO COM 134429109 10620 355592 SH DEFINED 02 09 282400 0 73192 CANADIAN NATL RY CO COM 136375102 225 4664 SH DEFINED 01 0 0 4664 CANADIAN PAC RY LTD COM 13645T100 231 11850 SH DEFINED 01 0 0 11850 CANADIAN PAC RY LTD COM 13645T100 108 5400 SH DEFINED 06 0 5400 0 CANON INC ADR 138006309 312 8920 SH DEFINED 01 10 0 8910 CANON INC ADR 138006309 560 15900 SH DEFINED 06 0 15900 0 CAPITAL ONE FINL CORP COM 14040H105 1353 25093 SH DEFINED 01 0 0 25093 CAPITAL ONE FINL CORP COM 14040H105 611 11500 SH DEFINED 06 0 11500 0 CAPITAL ONE FINL CORP COM 14040H105 13384 248101 SH DEFINED 02 09 207965 0 40136 CAPITAL TRUST INC MD COM 14052H100 57 10000 SH DEFINED 01 0 0 10000 CAPSTONE TURBINE CORP COM 14067D102 134 24947 SH DEFINED 01 7 0 24940 CAPSTONE TURBINE CORP COM 14067D102 3 700 SH DEFINED 02 700 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 1217 51812 SH DEFINED 01 0 0 51812 CAPTARIS INC COM 14071N104 51 14000 SH DEFINED 01 0 0 14000 CARDIAC SCIENCE INC COM NEW 141410209 191 43108 SH DEFINED 01 108 0 43000 CARDINAL HEALTH INC COM 14149Y108 14861 229840 SH DEFINED 01 5198 0 224642 CARDINAL HEALTH INC COM 14149Y108 6637 103611 SH DEFINED 06 0 103611 0 CARDINAL HEALTH INC COM 14149Y108 25867 400068 SH DEFINED 02 09 314320 0 85748 CARDINAL HEALTH INC COM 14149Y108 19 300 SH DEFINED 11 0 300 0 CARDIOGENESIS CORP COM 14159W109 1688 1443310 SH DEFINED 01 43550 0 1399760 CAREER EDUCATION CORP COM 141665109 51 1500 SH DEFINED 01 0 0 1500 CAREER EDUCATION CORP COM 141665109 151 4328 SH DEFINED 12 4328 0 0 CAREMARK RX INC COM 141705103 2638 161797 SH DEFINED 01 0 0 161797 CAREMARK RX INC COM 141705103 3969 251171 SH DEFINED 06 0 251171 0 CAREMARK RX INC COM 141705103 2505 158400 SH DEFINED 15 158400 0 0 CARLISLE COS INC COM 142339100 789 21349 SH DEFINED 01 0 0 21349 CARNIVAL CORP COM 143658102 6012 214110 SH DEFINED 01 40073 0 174037 CARNIVAL CORP COM 143658102 3210 116100 SH DEFINED 06 0 116100 0 CARNIVAL CORP COM 143658102 13081 465887 SH DEFINED 02 09 360390 0 105497 CARNIVAL CORP COM 143658102 28 1025 SH DEFINED 11 0 1025 0 CARPENTER TECHNOLOGY CORP COM 144285103 313 11777 SH DEFINED 01 2187 0 9590 CARRAMERICA RLTY CORP COM 144418100 166 5515 SH DEFINED 01 0 0 5515 CARRAMERICA RLTY CORP COM 144418100 42 1400 SH DEFINED 02 1400 0 0 CASCADE CORP COM 147195101 404 33670 SH DEFINED 01 0 0 33670 CASH AMER INTL INC COM 14754D100 372 43800 SH DEFINED 01 0 0 43800 CASTLE CONV FD INC COM 148443104 802 33150 SH DEFINED 01 0 0 33150 CATALINA MARKETING CORP COM 148867104 1421 40968 SH DEFINED 01 39168 0 1800 CATALINA MARKETING CORP COM 148867104 20 600 SH DEFINED 02 600 0 0 CATELLUS DEV CORP COM 149111106 758 41197 SH DEFINED 01 0 0 41197 CATELLUS DEV CORP COM 149111106 177 9700 SH DEFINED 02 09 9700 0 0 CATERPILLAR INC DEL COM 149123101 9329 178561 SH DEFINED 01 0 0 178561 CATERPILLAR INC DEL COM 149123101 10149 196500 SH DEFINED 06 0 196500 0 CATERPILLAR INC DEL COM 149123101 13067 250091 SH DEFINED 02 09 208100 0 41991 CEDAR FAIR L P DEPOSITRY UNIT 150185106 501 20245 SH DEFINED 01 0 0 20245 CEDAR FAIR L P DEPOSITRY UNIT 150185106 76 3100 SH DEFINED 02 1100 0 2000 CELL GENESYS INC COM 150921104 9120 392453 SH DEFINED 01 0 0 392453 CELL GENESYS INC COM 150921104 2 100 SH DEFINED 02 100 0 0 CELLSTAR CORP SUB NT CONV 5%02 150925AC9 5 10000 SH DEFINED 01 10000 0 0 CELL THERAPEUTICS INC COM 150934107 74 3075 SH DEFINED 01 0 0 3075 CELL THERAPEUTICS INC COM 150934107 2 100 SH DEFINED 02 100 0 0 CELL THERAPEUTICS INC COM 150934107 1396 56000 SH DEFINED 13 56000 0 0 CELESTICA INC SUB VTG SHS 15101Q108 13255 328196 SH DEFINED 01 0 0 328196 CELESTICA INC SUB VTG SHS 15101Q108 1423 34415 SH DEFINED 06 0 34415 0 CELGENE CORP COM 151020104 140 4400 SH DEFINED 01 0 0 4400 CELGENE CORP COM 151020104 1256 40000 SH DEFINED 06 0 40000 0 CELGENE CORP COM 151020104 220 6900 SH DEFINED 02 09 6900 0 0 CELGENE CORP COM 151020104 3787 115000 SH DEFINED 13 115000 0 0 CELL PATHWAYS INC NEW COM 15114R101 114 16472 SH DEFINED 01 0 0 16472 CELLEGY PHARMACEUTICALS INC COM 15115L103 154 18000 SH DEFINED 01 0 0 18000 CELSION CORPORATION COM 15117N107 7 12000 SH DEFINED 01 0 0 12000 CENDANT CORP COM 151313103 11398 581273 SH DEFINED 01 151019 0 430254 CENDANT CORP COM 151313103 6892 357100 SH DEFINED 06 0 357100 0 CENDANT CORP COM 151313103 18703 953788 SH DEFINED 02 09 743972 0 209816 CENDANT CORP COM 151313103 3230 163061 SH DEFINED 12 163061 0 0 CENTEX CORP COM 152312104 2758 48311 SH DEFINED 01 0 0 48311 CENTEX CORP COM 152312104 213 3800 SH DEFINED 06 0 3800 0 CENTEX CORP COM 152312104 5262 92187 SH DEFINED 02 09 65655 0 26532 CENTRAL PKG CORP COM 154785109 625 31831 SH DEFINED 01 0 0 31831 CENTRAL SECS CORP COM 155123102 2152 85030 SH DEFINED 01 0 0 85030 CEPHEID COM 15670R107 152 36395 SH DEFINED 01 0 0 36395 CENTURYTEL INC COM 156700106 1622 49467 SH DEFINED 01 25420 0 24047 CENTURYTEL INC COM 156700106 3370 102500 SH DEFINED 06 0 102500 0 CENTURYTEL INC COM 156700106 3747 114272 SH DEFINED 02 09 97572 0 16700 CEPHALON INC COM 156708109 1980 26203 SH DEFINED 01 0 0 26203 CEPHALON INC COM 156708109 415 5500 SH DEFINED 02 09 5500 0 0 CERNER CORP COM 156782104 261 5234 SH DEFINED 01 0 0 5234 CERTEGY INC COM 156880106 81 2381 SH DEFINED 01 0 0 2381 CERTEGY INC COM 156880106 1491 42350 SH DEFINED 06 0 42350 0 CERTEGY INC COM 156880106 411 12025 SH DEFINED 09 8300 0 3725 CHARTER ONE FINL INC COM 160903100 838 30873 SH DEFINED 01 0 0 30873 CHARTER ONE FINL INC COM 160903100 1822 67356 SH DEFINED 06 0 67356 0 CHARTER ONE FINL INC COM 160903100 7153 263501 SH DEFINED 02 09 217107 0 46394 CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 3606 221955 SH DEFINED 01 5 0 221950 CHARTER COMMUNICATIONS INC DEL CL A 16117M107 1389 84579 SH DEFINED 01 0 0 84579 CHARTER COMMUNICATIONS INC DEL CL A 16117M107 311 19000 SH DEFINED 02 09 19000 0 0 CHARTER COMMUNICATIONS INC DEL CL A 16117M107 671 39478 SH DEFINED 12 39478 0 0 CHARTERED SEMICONDUCTOR MFG ADR 16133R106 2 110 SH DEFINED 01 0 0 110 CHARTERED SEMICONDUCTOR MFG ADR 16133R106 232 8530 SH DEFINED 06 0 8530 0 CHARTERED SEMICONDUCTOR MFG ADR 16133R106 301 11300 SH DEFINED 15 11300 0 0 CHATEAU CMNTYS INC COM 161726104 240 8039 SH DEFINED 01 0 0 8039 CHECK TECHNOLOGY CORP COM 162780100 126 21000 SH DEFINED 01 0 0 21000 CHECKFREE CORP NEW COM 162813109 210 11678 SH DEFINED 01 0 0 11678 CHECKFREE CORP NEW COM 162813109 48 2650 SH DEFINED 06 0 2650 0 CHECKPOINT SYS INC COM 162825103 749 55950 SH DEFINED 01 0 0 55950 CHELSEA PPTY GROUP INC COM 163421100 211 4306 SH DEFINED 01 0 0 4306 CHEMED CORP COM 163596109 475 14000 SH DEFINED 06 0 14000 0 CHESAPEAKE CORP COM 165159104 221 7975 SH DEFINED 01 0 0 7975 CHESAPEAKE ENERGY CORP COM 165167107 153 23190 SH DEFINED 01 0 0 23190 CHEVRONTEXACO CORP COM 166764100 29412 328233 SH DEFINED 01 21154 0 307079 CHEVRONTEXACO CORP COM 166764100 13313 148783 SH DEFINED 06 0 148783 0 CHEVRONTEXACO CORP COM 166764100 82218 917514 SH DEFINED 02 09 744056 0 173458 CHICOS FAS INC COM 168615102 1549 39022 SH DEFINED 01 0 0 39022 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 2839 204400 SH DEFINED 06 0 204400 0 CHIRON CORP COM 170040109 431 9832 SH DEFINED 01 0 0 9832 CHIRON CORP COM 170040109 404 9300 SH DEFINED 06 0 9300 0 CHIRON CORP COM 170040109 5786 131999 SH DEFINED 02 09 112400 0 19599 CHORDIANT SOFTWARE INC COM 170404107 15 2000 SH DEFINED 01 0 0 2000 CHORDIANT SOFTWARE INC COM 170404107 684 90900 SH DEFINED 15 90900 0 0 CHRISTOPHER & BANKS CORP COM 171046105 634 18531 SH DEFINED 01 0 0 18531 CHROMAVISION MED SYS INC COM 17111P104 86 19300 SH DEFINED 01 0 0 19300 CHRONIMED INC COM 171164106 256 40000 SH DEFINED 01 0 0 40000 CHUBB CORP COM 171232101 1610 23340 SH DEFINED 01 0 0 23340 CHUBB CORP COM 171232101 541 7900 SH DEFINED 06 0 7900 0 CHUBB CORP COM 171232101 7282 105557 SH DEFINED 02 09 96700 0 8857 CHURCH & DWIGHT INC COM 171340102 1560 58604 SH DEFINED 01 40194 0 18410 CHURCHILL DOWNS INC COM 171484108 703 19018 SH DEFINED 01 0 0 19018 CIBER INC COM 17163B102 49 5260 SH DEFINED 01 0 0 5260 CIBER INC COM 17163B102 49 5200 SH DEFINED 02 5200 0 0 CIENA CORP COM 171779101 675 47184 SH DEFINED 01 480 0 46704 CIENA CORP COM 171779101 254 16300 SH DEFINED 06 0 16300 0 CIENA CORP COM 171779101 3644 254718 SH DEFINED 02 09 216390 0 38328 CIMA LABS INC COM 171796105 319 8832 SH DEFINED 01 0 0 8832 CINCINNATI FINL CORP COM 172062101 1510 39594 SH DEFINED 01 0 0 39594 CINCINNATI FINL CORP COM 172062101 293 7750 SH DEFINED 06 0 7750 0 CINCINNATI FINL CORP COM 172062101 2746 72016 SH DEFINED 02 09 69600 0 2416 CINERGY CORP COM 172474108 10218 305683 SH DEFINED 01 0 0 305683 CINERGY CORP COM 172474108 424 12600 SH DEFINED 06 0 12600 0 CINERGY CORP COM 172474108 5411 161909 SH DEFINED 02 09 132320 0 29589 CIPHERGEN BIOSYSTEMS INC COM 17252Y104 124 15500 SH DEFINED 01 0 0 15500 CIPHERGEN BIOSYSTEMS INC COM 17252Y104 9631 1260800 SH DEFINED 14 1260800 0 0 CIPRICO INC COM 172529109 84 16987 SH DEFINED 01 0 0 16987 CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 1033 39836 SH DEFINED 01 0 0 39836 CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 1504 59300 SH DEFINED 06 0 59300 0 CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 5338 205752 SH DEFINED 02 09 165500 0 40252 CISCO SYS INC COM 17275R102 119715 6610466 SH DEFINED 01 388191 0 6222275 CISCO SYS INC COM 17275R102 15420 801895 SH DEFINED 06 0 801895 0 CISCO SYS INC COM 17275R102 118388 6537226 SH DEFINED 02 09 5430023 0 1107203 CISCO SYS INC COM 17275R102 624 34465 SH DEFINED 11 0 34465 0 CISCO SYS INC COM 17275R102 927 50002 SH DEFINED 12 50002 0 0 CINTAS CORP COM 172908105 3198 66632 SH DEFINED 01 0 0 66632 CINTAS CORP COM 172908105 437 9000 SH DEFINED 06 0 9000 0 CINTAS CORP COM 172908105 7708 160609 SH DEFINED 02 09 133800 0 26809 CITIGROUP INC COM 172967101 170359 3374800 SH DEFINED 01 118391 0 3256409 CITIGROUP INC COM 172967101 42077 824870 SH DEFINED 06 0 824870 0 CITIGROUP INC COM 172967101 240336 4761036 SH DEFINED 02 09 3967714 0 793322 CITIGROUP INC COM 172967101 1038 20567 SH DEFINED 11 0 20567 0 CITIZENS COMMUNICATIONS CO COM 17453B101 330 30980 SH DEFINED 01 0 0 30980 CITIZENS COMMUNICATIONS CO COM 17453B101 147 13500 SH DEFINED 06 0 13500 0 CITIZENS COMMUNICATIONS CO COM 17453B101 1408 132200 SH DEFINED 02 09 131800 0 400 CITRIX SYS INC COM 177376100 2557 112853 SH DEFINED 01 0 0 112853 CITRIX SYS INC COM 177376100 226 10000 SH DEFINED 06 0 10000 0 CITRIX SYS INC COM 177376100 4608 203408 SH DEFINED 02 09 159990 0 43418 CITY HLDG CO COM 177835105 120 10004 SH DEFINED 01 4 0 10000 CITY NATL CORP COM 178566105 117 2500 SH DEFINED 01 0 0 2500 CITY NATL CORP COM 178566105 350 7500 SH DEFINED 02 09 7500 0 0 CLAIRES STORES INC COM 179584107 689 45660 SH DEFINED 01 0 0 45660 CLAIRES STORES INC COM 179584107 446 29000 SH DEFINED 06 0 29000 0 CLARCOR INC COM 179895107 445 16400 SH DEFINED 06 0 16400 0 CLARION TECHNOLOGIES INC COM 180606105 68 208000 SH DEFINED 01 0 0 208000 CLARUS CORP COM 182707109 101 16300 SH DEFINED 01 0 0 16300 CLAYTON HOMES INC COM 184190106 144 8472 SH DEFINED 01 0 0 8472 CLAYTON HOMES INC COM 184190106 49 2900 SH DEFINED 02 2900 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 37198 730679 SH DEFINED 01 24483 0 706196 CLEAR CHANNEL COMMUNICATIONS COM 184502102 8689 172201 SH DEFINED 06 0 172201 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 35988 706920 SH DEFINED 02 09 631500 0 75420 CLEVELAND CLIFFS INC COM 185896107 27 1500 SH DEFINED 01 0 0 1500 CLEVELAND CLIFFS INC COM 185896107 410 22200 SH DEFINED 06 0 22200 0 CLICK COMMERCE INC COM 18681D109 3 1050 SH DEFINED 01 0 0 1050 CLICK COMMERCE INC COM 18681D109 1137 362300 SH DEFINED 15 362300 0 0 CLICKACTION INC COM 18681E107 105 136800 SH DEFINED 01 0 0 136800 CLOROX CO DEL COM 189054109 4889 123617 SH DEFINED 01 15073 0 108544 CLOROX CO DEL COM 189054109 4001 101300 SH DEFINED 06 0 101300 0 CLOROX CO DEL COM 189054109 8352 211193 SH DEFINED 02 09 167700 0 43493 COACH INC COM 189754104 9478 243164 SH DEFINED 01 0 0 243164 COACH INC COM 189754104 16079 412500 SH DEFINED 02 412500 0 0 COACH INC COM 189754104 1089 28700 SH DEFINED 06 0 28700 0 COCA COLA CO COM 191216100 52741 1118586 SH DEFINED 01 47499 0 1071087 COCA COLA CO COM 191216100 17548 369655 SH DEFINED 06 0 369655 0 COCA COLA CO COM 191216100 106773 2264545 SH DEFINED 02 09 1874985 0 389560 COCA COLA CO COM 191216100 465 9880 SH DEFINED 11 0 9880 0 COCA COLA ENTERPRISES INC COM 191219104 312 16475 SH DEFINED 01 0 0 16475 COCA COLA ENTERPRISES INC COM 191219104 424 21900 SH DEFINED 06 0 21900 0 COCA COLA ENTERPRISES INC COM 191219104 5505 290729 SH DEFINED 02 09 252100 0 38629 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 70 87888 SH DEFINED 01 1 0 87887 COGNEX CORP COM 192422103 193 7550 SH DEFINED 01 0 0 7550 COGNEX CORP COM 192422103 35 1400 SH DEFINED 02 1400 0 0 COGNOS INC COM 19244C109 5575 223020 SH DEFINED 01 223020 0 0 COHEN & STEERS TOTAL RETURN FD COM 19247R103 174 12797 SH DEFINED 01 0 0 12797 COHEN & STEERS ADV INC RLTY FD COM 19247W102 411 27968 SH DEFINED 01 0 0 27968 COHERENT INC COM 192479103 200 6500 SH DEFINED 01 0 0 6500 COHESION TECHNOLOGIES INC COM 19248N101 128 25800 SH DEFINED 01 0 0 25800 COLGATE PALMOLIVE CO COM 194162103 13506 233871 SH DEFINED 01 0 0 233871 COLGATE PALMOLIVE CO COM 194162103 12504 217000 SH DEFINED 06 0 217000 0 COLGATE PALMOLIVE CO COM 194162103 24026 416052 SH DEFINED 02 09 352400 0 63652 COLGATE PALMOLIVE CO COM 194162103 25 450 SH DEFINED 11 0 450 0 COLLAGENEX PHARMACEUTICALS INC COM 19419B100 81 10100 SH DEFINED 01 0 0 10100 COLONIAL INTER HIGH INCOME FD SH BEN INT 195763107 417 112729 SH DEFINED 01 0 0 112729 COLONIAL MUN INCOME TR SH BEN INT 195799101 60 10919 SH DEFINED 01 0 0 10919 COLUMBIA SPORTSWEAR CO COM 198516106 209 6299 SH DEFINED 01 0 0 6299 COLUMBUS MCKINNON CORP N Y COM 199333105 157 15400 SH DEFINED 01 0 0 15400 COMCAST CORP CL A 200300101 1383 38435 SH DEFINED 01 0 0 38435 COMCAST CORP CL A 200300101 1861 51266 SH DEFINED 12 51266 0 0 COMCAST CORP CL A SPL 200300200 14756 409893 SH DEFINED 01 0 0 409893 COMCAST CORP CL A SPL 200300200 1661 46100 SH DEFINED 06 0 46100 0 COMCAST CORP CL A SPL 200300200 23975 665987 SH DEFINED 02 09 571025 0 94962 COMCAST CORP CL A SPL 200300200 6389 175493 SH DEFINED 12 175493 0 0 COMERICA INC COM 200340107 1625 28367 SH DEFINED 01 0 0 28367 COMERICA INC COM 200340107 558 9800 SH DEFINED 06 0 9800 0 COMERICA INC COM 200340107 12343 215442 SH DEFINED 02 09 176400 0 39042 COMMERCE BANCORP INC NJ COM 200519106 199 5074 SH DEFINED 01 0 0 5074 COMMERCE BANCORP INC NJ COM 200519106 157 4000 SH DEFINED 02 09 4000 0 0 COMMERCE BANCSHARES INC COM 200525103 525 13484 SH DEFINED 01 0 0 13484 COMMERCE BANCSHARES INC COM 200525103 448 11535 SH DEFINED 02 09 11535 0 0 COMMERCE ONE INC DEL COM 200693109 99 27845 SH DEFINED 01 0 0 27845 COMMERCIAL FEDERAL CORPORATION COM 201647104 374 15900 SH DEFINED 06 0 15900 0 COMMERCIAL METALS CO COM 201723103 15 450 SH DEFINED 01 0 0 450 COMMERCIAL METALS CO COM 201723103 478 13800 SH DEFINED 06 0 13800 0 COMMERCIAL NET LEASE RLTY INC COM 202218103 226 17424 SH DEFINED 01 0 0 17424 COMMONWEALTH BANKSHARES INC COM 202736104 100 14400 SH DEFINED 01 0 0 14400 COMMSCOPE INC COM 203372107 227 10713 SH DEFINED 01 0 0 10713 COMPANHIA DE BEBIDAS DAS AMERS SPON ADR PFD 20441W203 10 495 SH DEFINED 01 0 0 495 COMPANHIA DE BEBIDAS DAS AMERS SPON ADR PFD 20441W203 3828 182300 SH DEFINED 06 0 182300 0 COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 6 438 SH DEFINED 01 0 0 438 COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 1240 85904 SH DEFINED 06 0 85904 0 COMPASS BANCSHARES INC COM 20449H109 43 1549 SH DEFINED 01 0 0 1549 COMPASS BANCSHARES INC COM 20449H109 1029 36400 SH DEFINED 02 09 36400 0 0 COMPAQ COMPUTER CORP COM 204493100 5935 608095 SH DEFINED 01 118132 0 489963 COMPAQ COMPUTER CORP COM 204493100 4634 442200 SH DEFINED 06 0 442200 0 COMPAQ COMPUTER CORP COM 204493100 12742 1305618 SH DEFINED 02 09 1105000 0 200618 COMPUCOM SYS INC COM 204780100 33 15000 SH DEFINED 01 0 0 15000 COMPUTER ASSOC INTL INC COM 204912109 3234 93790 SH DEFINED 01 4871 0 88919 COMPUTER ASSOC INTL INC COM 204912109 988 29400 SH DEFINED 06 0 29400 0 COMPUTER ASSOC INTL INC COM 204912109 19416 562982 SH DEFINED 02 09 443364 0 119618 COMPUTER ASSOC INTL INC COM 204912109 39 1150 SH DEFINED 11 0 1150 0 COMPUTER SCIENCES CORP COM 205363104 1246 25455 SH DEFINED 01 0 0 25455 COMPUTER SCIENCES CORP COM 205363104 438 8900 SH DEFINED 06 0 8900 0 COMPUTER SCIENCES CORP COM 205363104 7921 161739 SH DEFINED 02 09 125700 0 36039 COMPUWARE CORP COM 205638109 310 26319 SH DEFINED 01 0 0 26319 COMPUWARE CORP COM 205638109 225 19400 SH DEFINED 06 0 19400 0 COMPUWARE CORP COM 205638109 3979 337640 SH DEFINED 02 09 274200 0 63440 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 124 5552 SH DEFINED 01 0 0 5552 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 2878 124300 SH DEFINED 06 0 124300 0 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 4080 182423 SH DEFINED 02 09 149880 0 32543 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 330 14200 SH DEFINED 15 14200 0 0 CONAGRA FOODS INC COM 205887102 1766 74336 SH DEFINED 01 0 0 74336 CONAGRA FOODS INC COM 205887102 5421 227300 SH DEFINED 06 0 227300 0 CONAGRA FOODS INC COM 205887102 13904 584953 SH DEFINED 02 09 452885 0 132068 CONCORD CAMERA CORP COM 206156101 3 500 SH DEFINED 01 0 0 500 CONCORD CAMERA CORP COM 206156101 666 86600 SH DEFINED 15 86600 0 0 CONCORD EFS INC COM 206197105 9959 303816 SH DEFINED 01 0 0 303816 CONCORD EFS INC COM 206197105 2302 70800 SH DEFINED 06 0 70800 0 CONCORD EFS INC COM 206197105 15270 465879 SH DEFINED 02 09 382955 0 82924 CONCORD EFS INC COM 206197105 30 925 SH DEFINED 11 0 925 0 CONECTIV INC COM 206829103 17 712 SH DEFINED 01 0 0 712 CONECTIV INC COM 206829103 51 2100 SH DEFINED 02 2100 0 0 CONECTIV INC COM 206829103 377 15400 SH DEFINED 06 0 15400 0 CONEXANT SYSTEMS INC COM 207142100 1603 111643 SH DEFINED 01 0 0 111643 CONEXANT SYSTEMS INC COM 207142100 176 11600 SH DEFINED 06 0 11600 0 CONEXANT SYSTEMS INC COM 207142100 1821 126900 SH DEFINED 02 09 126600 0 300 CONNECTICUT BANCSHARES INC COM 207540105 7486 289619 SH DEFINED 01 0 0 289619 CONOCO INC COM 208251504 2993 105794 SH DEFINED 01 0 0 105794 CONOCO INC COM 208251504 5809 201000 SH DEFINED 06 0 201000 0 CONOCO INC COM 208251504 16183 571861 SH DEFINED 02 09 473291 0 98570 CONSECO INC COM 208464107 302 67738 SH DEFINED 01 0 0 67738 CONSECO INC COM 208464107 76 17900 SH DEFINED 06 0 17900 0 CONSECO INC COM 208464107 949 213000 SH DEFINED 02 09 197800 0 15200 CONSOLIDATED EDISON INC COM 209115104 1969 48810 SH DEFINED 01 0 0 48810 CONSOLIDATED EDISON INC COM 209115104 424 10400 SH DEFINED 06 0 10400 0 CONSOLIDATED EDISON INC COM 209115104 5869 145445 SH DEFINED 02 09 124800 0 20645 CONSTELLATION BRANDS INC CL A 21036P108 735 17161 SH DEFINED 01 0 0 17161 CONSTELLATION BRANDS INC CL A 21036P108 248 5800 SH DEFINED 02 09 5800 0 0 CONSTELLATION ENERGY GROUP INC COM 210371100 467 17606 SH DEFINED 01 0 0 17606 CONSTELLATION ENERGY GROUP INC COM 210371100 212 7800 SH DEFINED 06 0 7800 0 CONSTELLATION ENERGY GROUP INC COM 210371100 2008 75700 SH DEFINED 02 09 75500 0 200 CONTINENTAL AIRLS INC CL B 210795308 703 26847 SH DEFINED 01 0 0 26847 CONTINENTAL AIRLS INC CL B 210795308 34 1300 SH DEFINED 02 1300 0 0 CONTINENTAL AIRLS INC CL B 210795308 784 30000 SH DEFINED 07 30000 0 0 CONVERIUM HLDG AG SPONSORED ADR 21248N107 1538 63070 SH DEFINED 01 0 0 63070 CONVERGYS CORP COM 212485106 1256 33525 SH DEFINED 01 0 0 33525 CONVERGYS CORP COM 212485106 304 8200 SH DEFINED 06 0 8200 0 CONVERGYS CORP COM 212485106 3567 95189 SH DEFINED 02 09 84060 0 11129 COOPER COS INC COM NEW 216648402 4430 88648 SH DEFINED 01 0 0 88648 COOPER INDS INC COM 216669101 293 8410 SH DEFINED 01 0 0 8410 COOPER INDS INC COM 216669101 174 4900 SH DEFINED 06 0 4900 0 COOPER INDS INC COM 216669101 2900 83073 SH DEFINED 02 09 67100 0 15973 COOPER TIRE & RUBR CO COM 216831107 131 8224 SH DEFINED 01 0 0 8224 COOPER TIRE & RUBR CO COM 216831107 33 2100 SH DEFINED 02 2100 0 0 COORS ADOLPH CO CL B 217016104 24 460 SH DEFINED 01 0 0 460 COORS ADOLPH CO CL B 217016104 21 400 SH DEFINED 06 0 400 0 COORS ADOLPH CO CL B 217016104 1142 21401 SH DEFINED 02 09 14200 0 7201 COR THERAPEUTICS INC COM 217753102 2 100 SH DEFINED 02 100 0 0 COR THERAPEUTICS INC COM 217753102 3956 160000 SH DEFINED 13 160000 0 0 CORN PRODS INTL INC COM 219023108 466 13247 SH DEFINED 01 0 0 13247 CORN PRODS INTL INC COM 219023108 394 12300 SH DEFINED 06 0 12300 0 CORNING INC COM 219350105 6288 705030 SH DEFINED 01 10000 0 695030 CORNING INC COM 219350105 434 47300 SH DEFINED 06 0 47300 0 CORNING INC COM 219350105 6615 741769 SH DEFINED 02 09 606762 0 135007 CORNING INC COM 219350105 22 2530 SH DEFINED 11 0 2530 0 CORNING INC CALL 2193509AP 1338 150000 SH CALL DEFINED 01 1500 0 0 CORPORATE HIGH YIELD FD INC COM 219914108 216 25949 SH DEFINED 01 0 0 25949 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 148 12503 SH DEFINED 01 3 0 12500 CORUS GROUP PLC SPONSORED ADR 22087M101 7 685 SH DEFINED 01 0 0 685 CORUS GROUP PLC SPONSORED ADR 22087M101 2591 231750 SH DEFINED 06 0 231750 0 CORVAS INTL INC COM 221005101 296 45254 SH DEFINED 01 0 0 45254 CORVIS CORP COM 221009103 298 92345 SH DEFINED 01 0 0 92345 COSTCO WHSL CORP NEW COM 22160K105 16462 370944 SH DEFINED 01 44513 0 326431 COSTCO WHSL CORP NEW COM 22160K105 9881 222300 SH DEFINED 06 0 222300 0 COSTCO WHSL CORP NEW COM 22160K105 14198 319956 SH DEFINED 02 09 274430 0 45526 COSTCO WHSL CORP NEW COM 22160K105 197 4450 SH DEFINED 11 0 4450 0 COTT CORP QUE COM 22163N106 7962 500800 SH DEFINED 01 500000 0 800 COUNTRYWIDE CR INDS INC DEL COM 222372104 233 5702 SH DEFINED 01 0 0 5702 COUNTRYWIDE CR INDS INC DEL COM 222372104 253 6200 SH DEFINED 06 0 6200 0 COUNTRYWIDE CR INDS INC DEL COM 222372104 5647 137870 SH DEFINED 02 09 110400 0 27470 COVANCE INC COM 222816100 316 13938 SH DEFINED 01 0 0 13938 COX COMMUNICATIONS INC NEW CL A 224044107 2257 53875 SH DEFINED 01 0 0 53875 COX COMMUNICATIONS INC NEW CL A 224044107 1082 25833 SH DEFINED 02 09 7200 0 18633 COX COMMUNICATIONS INC NEW CL A 224044107 5357 128172 SH DEFINED 12 128172 0 0 COX RADIO INC CL A 224051102 11 463 SH DEFINED 01 0 0 463 COX RADIO INC CL A 224051102 1692 69000 SH DEFINED 06 0 69000 0 CRANE CO COM 224399105 278 10861 SH DEFINED 01 0 0 10861 CRANE CO COM 224399105 15 600 SH DEFINED 06 0 600 0 CRANE CO COM 224399105 1145 44700 SH DEFINED 02 09 30600 0 14100 CREDIT SUISSE ASSET MGMT INCOM COM 224916106 81 16283 SH DEFINED 01 0 0 16283 CREDENCE SYS CORP COM 225302108 964 51950 SH DEFINED 01 43550 0 8400 CREDIT SUISSE GROUP SPONSORED ADR 225401108 291 6846 SH DEFINED 01 0 0 6846 CREDIT SUISSE HIGH YLD BND FD SH BEN INT 22544F103 655 124925 SH DEFINED 01 0 0 124925 CREE INC COM 225447101 1001 33984 SH DEFINED 01 0 0 33984 CREE INC COM 225447101 226 7700 SH DEFINED 09 7700 0 0 CREE INC COM 225447101 996 32300 SH DEFINED 15 32300 0 0 CRESCENT REAL ESTATE EQUITIES COM 225756105 4534 250400 SH DEFINED 01 0 0 250400 CRESCENT REAL ESTATE EQUITIES COM 225756105 864 47000 SH DEFINED 06 0 47000 0 CRESCENT REAL ESTATE EQUITIES COM 225756105 95 5300 SH DEFINED 02 09 5300 0 0 CRITICAL PATH INC COM 22674V100 829 302855 SH DEFINED 01 0 0 302855 CROMPTON CORP COM 227116100 103 11472 SH DEFINED 01 0 0 11472 CROMPTON CORP COM 227116100 11 1300 SH DEFINED 02 1300 0 0 CROSSROADS SYS INC COM 22765D100 388 86560 SH DEFINED 01 0 0 86560 CROSSWALK COM INC COM 227685104 24 37500 SH DEFINED 01 0 0 37500 CROWN CASTLE INTL CORP COM 228227104 72 6755 SH DEFINED 01 0 0 6755 CROWN CASTLE INTL CORP COM 228227104 55 5200 SH DEFINED 02 09 5200 0 0 CROWN CORK & SEAL INC COM 228255105 435 171369 SH DEFINED 01 1 0 171368 CROWN CORK & SEAL INC COM 228255105 2 800 SH DEFINED 02 0 0 800 CROWN PAC PARTNERS L P UNIT LTD PARTN 228439105 478 80523 SH DEFINED 01 0 0 80523 CULLEN FROST BANKERS INC COM 229899109 15 500 SH DEFINED 01 0 0 500 CULLEN FROST BANKERS INC COM 229899109 472 15300 SH DEFINED 02 09 15300 0 0 CUMMINS INC COM 231021106 612 15905 SH DEFINED 01 0 0 15905 CUMMINS INC COM 231021106 30 800 SH DEFINED 02 800 0 0 CUMMINS INC COM 231021106 86 2200 SH DEFINED 06 0 2200 0 CYGNUS INC COM 232560102 176 33570 SH DEFINED 01 0 0 33570 CYMER INC COM 232572107 314 11781 SH DEFINED 01 0 0 11781 CYMER INC COM 232572107 1550 55000 SH DEFINED 06 0 55000 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 931 46740 SH DEFINED 01 0 0 46740 CYPRESS SEMICONDUCTOR CORP COM 232806109 722 35500 SH DEFINED 06 0 35500 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 96 4900 SH DEFINED 02 09 4900 0 0 CYTOGEN CORP COM 232824102 119 39800 SH DEFINED 01 0 0 39800 CYTYC CORP COM 232946103 2577 98744 SH DEFINED 01 0 0 98744 CYTYC CORP COM 232946103 334 12800 SH DEFINED 09 12800 0 0 CYTYC CORP COM 232946103 451 16900 SH DEFINED 15 16900 0 0 DPL INC COM 233293109 444 18450 SH DEFINED 01 0 0 18450 DPL INC COM 233293109 218 9100 SH DEFINED 02 09 9100 0 0 D R HORTON INC COM 23331A109 808 24904 SH DEFINED 01 0 0 24904 D R HORTON INC COM 23331A109 204 6300 SH DEFINED 02 09 6300 0 0 D R HORTON INC COM 23331A109 3030 91700 SH DEFINED 15 91700 0 0 DST SYS INC DEL COM 233326107 250 5016 SH DEFINED 01 0 0 5016 DST SYS INC DEL COM 233326107 463 9301 SH DEFINED 09 7900 0 1401 DTE ENERGY CO COM 233331107 630 15027 SH DEFINED 01 0 0 15027 DTE ENERGY CO COM 233331107 335 7900 SH DEFINED 06 0 7900 0 DTE ENERGY CO COM 233331107 4034 96200 SH DEFINED 02 09 88100 0 8100 DAKTRONICS INC COM 234264109 297 35250 SH DEFINED 01 0 0 35250 DANA CORP COM 235811106 374 26958 SH DEFINED 01 0 0 26958 DANA CORP COM 235811106 117 8300 SH DEFINED 06 0 8300 0 DANA CORP COM 235811106 1660 119700 SH DEFINED 02 09 101300 0 18400 DANAHER CORP DEL COM 235851102 959 15905 SH DEFINED 01 0 0 15905 DANAHER CORP DEL COM 235851102 1640 27200 SH DEFINED 06 0 27200 0 DANAHER CORP DEL COM 235851102 6405 106221 SH DEFINED 02 09 87700 0 18521 DANAHER CORP DEL COM 235851102 2610 43400 SH DEFINED 15 43400 0 0 DANKA BUSINESS SYS PLC SPONSORED ADR 236277109 71 71000 SH DEFINED 01 0 0 71000 DARDEN RESTAURANTS INC COM 237194105 70 1980 SH DEFINED 01 620 0 1360 DARDEN RESTAURANTS INC COM 237194105 1639 46300 SH DEFINED 02 46100 0 200 DARDEN RESTAURANTS INC COM 237194105 185 5300 SH DEFINED 06 0 5300 0 DATA TRANSLATION INC NEW COM 238016109 22 30700 SH DEFINED 01 0 0 30700 DATASCOPE CORP COM 238113104 226 6675 SH DEFINED 01 0 0 6675 DAVITA INC COM 23918K108 29 1200 SH DEFINED 01 0 0 1200 DAVITA INC COM 23918K108 12 500 SH DEFINED 02 500 0 0 DAVITA INC COM 23918K108 960 40400 SH DEFINED 06 0 40400 0 DAVOX CORP COM 239208101 0 45 SH DEFINED 01 0 0 45 DAVOX CORP COM 239208101 308 34100 SH DEFINED 15 34100 0 0 DEBT STRATEGIES FD INC NEW COM 24276Q109 113 17549 SH DEFINED 01 0 0 17549 DEERE & CO COM 244199105 3995 91523 SH DEFINED 01 0 0 91523 DEERE & CO COM 244199105 482 11100 SH DEFINED 06 0 11100 0 DEERE & CO COM 244199105 5456 125000 SH DEFINED 02 09 116600 0 8400 DELAWARE INV GLBL DIV & INC FD COM 245916101 180 15220 SH DEFINED 01 0 0 15220 DELL COMPUTER CORP COM 247025109 26294 967435 SH DEFINED 01 39151 0 928284 DELL COMPUTER CORP COM 247025109 8109 294860 SH DEFINED 06 0 294860 0 DELL COMPUTER CORP COM 247025109 57181 2103850 SH DEFINED 02 09 1686415 0 417435 DELL COMPUTER CORP COM 247025109 2448 88283 SH DEFINED 12 88283 0 0 DELPHI AUTOMOTIVE SYS CORP COM 247126105 560 41025 SH DEFINED 01 6753 0 34272 DELPHI AUTOMOTIVE SYS CORP COM 247126105 361 26200 SH DEFINED 06 0 26200 0 DELPHI AUTOMOTIVE SYS CORP COM 247126105 3418 250318 SH DEFINED 02 09 239718 0 10600 DELTA AIR LINES INC DEL COM 247361108 11601 396509 SH DEFINED 01 0 0 396509 DELTA AIR LINES INC DEL COM 247361108 190 6500 SH DEFINED 06 0 6500 0 DELTA AIR LINES INC DEL COM 247361108 2943 100604 SH DEFINED 02 09 84600 0 16004 DENBURY RES INC COM NEW 247916208 933 127736 SH DEFINED 01 0 0 127736 DELUXE CORP COM 248019101 247 5946 SH DEFINED 01 0 0 5946 DELUXE CORP COM 248019101 16 400 SH DEFINED 06 0 400 0 DELUXE CORP COM 248019101 1558 37500 SH DEFINED 02 09 29300 0 8200 DENDREON CORP COM 24823Q107 68 6800 SH DEFINED 01 0 0 6800 DENDREON CORP COM 24823Q107 2652 237900 SH DEFINED 13 237900 0 0 DENTSPLY INTL INC NEW COM 249030107 1668 33242 SH DEFINED 01 0 0 33242 DENTSPLY INTL INC NEW COM 249030107 25 500 SH DEFINED 02 500 0 0 DENTSPLY INTL INC NEW COM 249030107 1911 38230 SH DEFINED 06 0 38230 0 DEPARTMENT 56 INC COM 249509100 319 37105 SH DEFINED 01 0 0 37105 DESWELL INDS INC COM 250639101 477 25108 SH DEFINED 01 0 0 25108 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 419 24815 SH DEFINED 01 0 0 24815 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 3054 174640 SH DEFINED 06 0 174640 0 DEVON ENERGY CORP NEW COM 25179M103 5696 147390 SH DEFINED 01 0 0 147390 DEVON ENERGY CORP NEW COM 25179M103 260 6800 SH DEFINED 06 0 6800 0 DEVON ENERGY CORP NEW COM 25179M103 4668 120791 SH DEFINED 02 09 97600 0 23191 DEVRY INC DEL COM 251893103 3547 124703 SH DEFINED 01 0 0 124703 DIACRIN INC COM 25243N103 64 34880 SH DEFINED 01 0 0 34880 DIAGEO P L C SPON ADR NEW 25243Q205 254 5502 SH DEFINED 01 0 0 5502 DIAGEO P L C SPON ADR NEW 25243Q205 4935 107274 SH DEFINED 06 0 107274 0 DIAL CORP NEW COM 25247D101 220 12858 SH DEFINED 01 0 0 12858 DIAMONDCLUSTER INTL INC CL A 25278P106 72 5500 SH DEFINED 01 0 0 5500 DIAMONDCLUSTER INTL INC CL A 25278P106 842 62900 SH DEFINED 15 62900 0 0 DIAMONDS TR UNIT SER 1 252787106 3603 36104 SH DEFINED 01 0 0 36104 DIANON SYS INC COM 252826102 223 3683 SH DEFINED 01 0 0 3683 DIEBOLD INC COM 253651103 1885 46631 SH DEFINED 01 0 0 46631 DIEBOLD INC COM 253651103 286 7100 SH DEFINED 02 09 7100 0 0 DIGEX INC DEL CL A 253756100 33 11205 SH DEFINED 01 0 0 11205 DILLARDS INC CL A 254067101 17 1102 SH DEFINED 01 0 0 1102 DILLARDS INC CL A 254067101 14 900 SH DEFINED 06 0 900 0 DILLARDS INC CL A 254067101 928 58000 SH DEFINED 09 36300 0 21700 DIME BANCORP INC NEW COM 25429Q102 411 11401 SH DEFINED 01 0 0 11401 DIME BANCORP INC NEW COM 25429Q102 1081 30000 SH DEFINED 02 09 30000 0 0 DIME BANCORP INC NEW WT EXP 000002 25429Q110 1 10500 SH DEFINED 01 0 0 10500 DIMON INC COM 254394109 400 55630 SH DEFINED 01 412 0 55218 DISNEY WALT CO COM DISNEY 254687106 42228 2038043 SH DEFINED 01 288423 0 1749620 DISNEY WALT CO COM DISNEY 254687106 12954 603900 SH DEFINED 06 0 603900 0 DISNEY WALT CO COM DISNEY 254687106 34893 1684071 SH DEFINED 02 09 1366400 0 317671 DISNEY WALT CO COM DISNEY 254687106 924 44130 SH DEFINED 12 44130 0 0 DIRECT FOCUS INC COM 254931108 1278 40971 SH DEFINED 01 0 0 40971 DIVINE INC CL A 255402109 222 301036 SH DEFINED 01 238184 0 62852 DOCUCORP INTL INC COM 255911109 81 13160 SH DEFINED 01 0 0 13160 DOCUMENTUM INC COM 256159104 21 1000 SH DEFINED 01 0 0 1000 DOCUMENTUM INC COM 256159104 2180 100000 SH DEFINED 06 0 100000 0 DOLE FOOD INC COM 256605106 280 10450 SH DEFINED 01 0 0 10450 DOLLAR GEN CORP COM 256669102 6666 447395 SH DEFINED 01 0 0 447395 DOLLAR GEN CORP COM 256669102 1306 83700 SH DEFINED 06 0 83700 0 DOLLAR GEN CORP COM 256669102 4799 322165 SH DEFINED 02 09 265250 0 56915 DOLLAR TREE STORES INC COM 256747106 2006 64910 SH DEFINED 01 0 0 64910 DOLLAR TREE STORES INC COM 256747106 255 8300 SH DEFINED 02 09 8300 0 0 DOLLAR TREE STORES INC COM 256747106 3587 113600 SH DEFINED 15 113600 0 0 DOMINION RES INC VA NEW COM 25746U109 5420 90190 SH DEFINED 01 0 0 90190 DOMINION RES INC VA NEW COM 25746U109 5765 94900 SH DEFINED 06 0 94900 0 DOMINION RES INC VA NEW COM 25746U109 9771 162610 SH DEFINED 02 09 144422 0 18188 DOMINION RES INC VA NEW COM 25746U109 237 3945 SH DEFINED 11 0 3945 0 DONALDSON INC COM 257651109 1227 31610 SH DEFINED 01 0 0 31610 DONNELLEY R R & SONS CO COM 257867101 612 20626 SH DEFINED 01 0 0 20626 DONNELLEY R R & SONS CO COM 257867101 203 6800 SH DEFINED 06 0 6800 0 DONNELLEY R R & SONS CO COM 257867101 2490 83900 SH DEFINED 02 09 72600 0 11300 DORAL FINL CORP COM 25811P100 536 17183 SH DEFINED 01 0 0 17183 DORAL FINL CORP COM 25811P100 1803 57800 SH DEFINED 02 0 0 57800 DORAL FINL CORP COM 25811P100 1803 57800 SH DEFINED 11 0 57800 0 DOUBLECLICK INC COM 258609304 456 40256 SH DEFINED 01 0 0 40256 DOVER CORP COM 260003108 1996 53862 SH DEFINED 01 0 0 53862 DOVER CORP COM 260003108 363 9800 SH DEFINED 06 0 9800 0 DOVER CORP COM 260003108 4691 126576 SH DEFINED 02 09 108700 0 17876 DOVER CORP COM 260003108 137 3700 SH DEFINED 11 0 3700 0 DOW CHEM CO COM 260543103 19633 581231 SH DEFINED 01 17294 0 563937 DOW CHEM CO COM 260543103 1515 44300 SH DEFINED 06 0 44300 0 DOW CHEM CO COM 260543103 34069 1008605 SH DEFINED 02 09 902049 0 106556 DOW JONES & CO INC COM 260561105 1676 30629 SH DEFINED 01 0 0 30629 DOW JONES & CO INC COM 260561105 247 4500 SH DEFINED 06 0 4500 0 DOW JONES & CO INC COM 260561105 2133 39000 SH DEFINED 02 09 38900 0 100 DRESS BARN INC COM 261570105 1830 73200 SH DEFINED 01 0 0 73200 DREYFUS STRATEGIC MUNS INC COM 261932107 192 19147 SH DEFINED 01 1 0 19146 DREYFUS HIGH YIELD STRATEGIES SH BEN INT 26200S101 291 54609 SH DEFINED 01 13 0 54596 DREYFUS STRATEGIC MUN BD FD COM 26202F107 469 55869 SH DEFINED 01 0 0 55869 DSL NET INC COM 262506108 16 13102 SH DEFINED 01 0 0 13102 DU PONT E I DE NEMOURS & CO COM 263534109 13025 306410 SH DEFINED 01 26483 0 279927 DU PONT E I DE NEMOURS & CO COM 263534109 2176 50700 SH DEFINED 06 0 50700 0 DU PONT E I DE NEMOURS & CO COM 263534109 33647 791548 SH DEFINED 02 09 651829 0 139719 DUFF & PHELPS UTILS INCOME INC COM 264324104 516 46693 SH DEFINED 01 0 0 46693 DUKE ENERGY CORP COM 264399106 19515 497082 SH DEFINED 01 12405 0 484677 DUKE ENERGY CORP COM 264399106 7124 179000 SH DEFINED 06 0 179000 0 DUKE ENERGY CORP COM 264399106 26171 666636 SH DEFINED 02 09 536208 0 130428 DUKE REALTY CORP COM NEW 264411505 1092 44915 SH DEFINED 01 0 0 44915 DUKE REALTY CORP COM NEW 264411505 529 21800 SH DEFINED 02 09 21800 0 0 DUN & BRADSTREET CORP DEL NEW COM 26483E100 1012 28682 SH DEFINED 01 1083 0 27599 DUN & BRADSTREET CORP DEL NEW COM 26483E100 63 1800 SH DEFINED 02 1800 0 0 DUN & BRADSTREET CORP DEL NEW COM 26483E100 2658 76000 SH DEFINED 06 0 76000 0 DUPONT PHOTOMASKS INC COM 26613X101 162 3736 SH DEFINED 01 0 0 3736 DUPONT PHOTOMASKS INC COM 26613X101 851 19400 SH DEFINED 15 19400 0 0 DURBAN ROODEPOORT DEEP LTD SPONSORED ADR 266597301 13 10000 SH DEFINED 01 0 0 10000 DYNACARE INC COM 267920205 423 25100 SH DEFINED 01 0 0 25100 DYNEGY INC NEW CL A 26816Q101 4951 194188 SH DEFINED 01 0 0 194188 DYNEGY INC NEW CL A 26816Q101 486 18600 SH DEFINED 06 0 18600 0 DYNEGY INC NEW CL A 26816Q101 8935 350445 SH DEFINED 02 09 275061 0 75384 E M C CORP MASS COM 268648102 45211 3363934 SH DEFINED 01 470637 0 2893297 E M C CORP MASS COM 268648102 9087 613972 SH DEFINED 06 0 613972 0 E M C CORP MASS COM 268648102 23249 1729873 SH DEFINED 02 09 1385862 0 344011 E M C CORP MASS COM 268648102 26 1950 SH DEFINED 11 0 1950 0 EMS TECHNOLOGIES INC COM 26873N108 901 56050 SH DEFINED 01 0 0 56050 ENSCO INTL INC COM 26874Q100 728 29325 SH DEFINED 01 0 0 29325 ENSCO INTL INC COM 26874Q100 611 24650 SH DEFINED 02 09 24650 0 0 ENSCO INTL INC COM 26874Q100 4451 177000 SH DEFINED 15 177000 0 0 ENI S P A SPONSORED ADR 26874R108 124 2012 SH DEFINED 01 0 0 2012 ENI S P A SPONSORED ADR 26874R108 5401 87120 SH DEFINED 06 0 87120 0 EOG RES INC COM 26875P101 579 14818 SH DEFINED 01 0 0 14818 EOG RES INC COM 26875P101 1150 30200 SH DEFINED 06 0 30200 0 EOG RES INC COM 26875P101 3519 90000 SH DEFINED 02 09 76500 0 13500 E ON AG SPONSORED ADR 268780103 178 3465 SH DEFINED 01 0 0 3465 E ON AG SPONSORED ADR 268780103 3383 65940 SH DEFINED 06 0 65940 0 E PIPHANY INC COM 26881V100 51 5950 SH DEFINED 01 0 0 5950 E PIPHANY INC COM 26881V100 2466 296439 SH DEFINED 15 296439 0 0 EPIQ SYS INC COM 26882D109 669 34575 SH DEFINED 01 0 0 34575 ESS TECHNOLOGY INC COM 269151106 472 22230 SH DEFINED 01 0 0 22230 E TRADE GROUP INC COM 269246104 366 35723 SH DEFINED 01 0 0 35723 E TRADE GROUP INC COM 269246104 109 10800 SH DEFINED 02 09 10800 0 0 EARTHSHELL CORP COM 27032B100 29 14800 SH DEFINED 01 0 0 14800 EARTHLINK INC COM 270321102 728 59878 SH DEFINED 01 0 0 59878 EARTHLINK INC COM 270321102 12 1000 SH DEFINED 02 1000 0 0 EASTGROUP PPTY INC COM 277276101 2567 111283 SH DEFINED 01 87936 0 23347 EASTMAN CHEM CO COM 277432100 924 23682 SH DEFINED 01 4231 0 19451 EASTMAN CHEM CO COM 277432100 179 4600 SH DEFINED 06 0 4600 0 EASTMAN CHEM CO COM 277432100 2843 72900 SH DEFINED 02 09 60400 0 12500 EASTMAN KODAK CO COM 277461109 5918 201101 SH DEFINED 01 6719 0 194382 EASTMAN KODAK CO COM 277461109 466 15900 SH DEFINED 06 0 15900 0 EASTMAN KODAK CO COM 277461109 8952 304226 SH DEFINED 02 09 237000 0 67226 EASYLINK SVCS CORP CL A 27784T101 8 17900 SH DEFINED 01 0 0 17900 EATON CORP COM 278058102 283 3809 SH DEFINED 01 0 0 3809 EATON CORP COM 278058102 268 3600 SH DEFINED 06 0 3600 0 EATON CORP COM 278058102 4076 54794 SH DEFINED 02 09 44800 0 9994 EATON VANCE FL MUNI INCOME TR SH BEN INT 27826B100 143 10854 SH DEFINED 01 0 0 10854 EATON VANCE SR INCOME TR SH BEN INT 27826S103 799 101697 SH DEFINED 01 7 0 101690 EATON VANCE NY MUNI INCOME TR SH BEN INT 27826W104 183 12980 SH DEFINED 01 0 0 12980 EATON VANCE CORP COM NON VTG 278265103 1721 48415 SH DEFINED 01 0 0 48415 EATON VANCE CORP COM NON VTG 278265103 266 7500 SH DEFINED 09 7500 0 0 EBAY INC COM 278642103 2165 32363 SH DEFINED 01 17810 0 14553 EBAY INC COM 278642103 228 3450 SH DEFINED 06 0 3450 0 EBAY INC COM 278642103 2473 36984 SH DEFINED 02 09 24885 0 12099 EBAY INC COM 278642103 692 10190 SH DEFINED 12 10190 0 0 ECHELON CORP COM 27874N105 838 59215 SH DEFINED 01 0 0 59215 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 1366 49760 SH DEFINED 01 0 0 49760 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 3041 105790 SH DEFINED 06 0 105790 0 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 954 34800 SH DEFINED 02 09 32840 0 1960 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 33 1215 SH DEFINED 11 0 1215 0 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 394 14438 SH DEFINED 12 14438 0 0 ECLIPSYS CORP COM 278856109 18 1100 SH DEFINED 01 0 0 1100 ECLIPSYS CORP COM 278856109 414 24900 SH DEFINED 15 24900 0 0 ECOLAB INC COM 278865100 2808 69782 SH DEFINED 01 0 0 69782 ECOLAB INC COM 278865100 273 6800 SH DEFINED 06 0 6800 0 ECOLAB INC COM 278865100 4124 102500 SH DEFINED 02 09 86900 0 15600 EDGE PETE CORP DEL COM 279862106 76 14500 SH DEFINED 01 0 0 14500 EDISON INTL COM 281020107 369 24466 SH DEFINED 01 0 0 24466 EDISON INTL COM 281020107 256 16600 SH DEFINED 06 0 16600 0 EDISON INTL COM 281020107 3894 257901 SH DEFINED 02 09 211400 0 46501 EDUCATION MGMT CORP COM 28139T101 246 6795 SH DEFINED 01 0 0 6795 EDWARDS LIFESCIENCES CORP COM 28176E108 2701 97758 SH DEFINED 01 0 0 97758 EDWARDS AG INC COM 281760108 1482 33570 SH DEFINED 01 0 0 33570 EDWARDS AG INC COM 281760108 145 3300 SH DEFINED 02 3300 0 0 EFUNDS CORP COM 28224R101 692 50377 SH DEFINED 01 0 0 50377 EIDOS PLC SPONSORED ADR 282485101 28 10000 SH DEFINED 01 0 0 10000 1838 BD-DEB TRADING FD COM 282520105 1150 60309 SH DEFINED 01 0 0 60309 EL PASO CORP COM 28336L109 47760 1070627 SH DEFINED 01 1036 0 1069591 EL PASO CORP COM 28336L109 5517 120695 SH DEFINED 06 0 120695 0 EL PASO CORP COM 28336L109 33327 747098 SH DEFINED 02 09 659287 0 87811 EL PASO ENERGY PARTNERS L P COM 28368B102 7078 190283 SH DEFINED 01 0 0 190283 ELAN PLC ADR 284131208 20877 463332 SH DEFINED 01 585 0 462747 ELAN PLC ADR 284131208 452 10200 SH DEFINED 06 0 10200 0 ELANTEC SEMICONDUCTOR INC COM 284155108 8 218 SH DEFINED 01 0 0 218 ELANTEC SEMICONDUCTOR INC COM 284155108 1259 32750 SH DEFINED 06 0 32750 0 ELECTRO SCIENTIFIC INDS COM 285229100 421 14055 SH DEFINED 01 0 0 14055 ELECTRONIC ARTS INC COM 285512109 6596 110030 SH DEFINED 01 0 0 110030 ELECTRONIC ARTS INC COM 285512109 5321 88500 SH DEFINED 06 0 88500 0 ELECTRONIC ARTS INC COM 285512109 14326 238978 SH DEFINED 02 09 233500 0 5478 ELECTRONIC DATA SYS NEW COM 285661104 9690 141365 SH DEFINED 01 100 0 141265 ELECTRONIC DATA SYS NEW COM 285661104 16987 252600 SH DEFINED 06 0 252600 0 ELECTRONIC DATA SYS NEW COM 285661104 25244 368274 SH DEFINED 02 09 299468 0 68806 ELECTRONIC DATA SYS NEW COM 285661104 10 150 SH DEFINED 11 0 150 0 ELECTRONICS FOR IMAGING INC COM 286082102 849 38091 SH DEFINED 01 0 0 38091 ELLSWORTH CONV GROWTH & INCOME COM 289074106 544 62994 SH DEFINED 01 0 0 62994 EMBRATEL PARTICIPACOES S A SPON ADR PFD 29081N100 747 179780 SH DEFINED 01 0 0 179780 EMERGING MKTS TELECOMNC FD NEW COM 290890102 665 94341 SH DEFINED 01 0 0 94341 EMERGING MKTS INCM FD II COM 290920107 1490 129120 SH DEFINED 01 0 0 129120 EMERSON ELEC CO COM 291011104 14144 247721 SH DEFINED 01 13232 0 234489 EMERSON ELEC CO COM 291011104 2448 43000 SH DEFINED 06 0 43000 0 EMERSON ELEC CO COM 291011104 22208 388947 SH DEFINED 02 09 307790 0 81157 EMMIS COMMUNICATIONS CORP CL A 291525103 123 5210 SH DEFINED 01 0 0 5210 EMMIS COMMUNICATIONS CORP CL A 291525103 16 700 SH DEFINED 02 700 0 0 EMMIS COMMUNICATIONS CORP CL A 291525103 1780 77400 SH DEFINED 06 0 77400 0 EMONS TRANSN GRP INC COM 291575108 47 19639 SH DEFINED 01 19639 0 0 EMULEX CORP COM NEW 292475209 3996 101163 SH DEFINED 01 0 0 101163 EMULEX CORP COM NEW 292475209 122 3100 SH DEFINED 09 3100 0 0 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 2977 70790 SH DEFINED 01 0 0 70790 ENDESA S A SPONSORED ADR 29258N107 363 23193 SH DEFINED 01 20 0 23173 ENDESA S A SPONSORED ADR 29258N107 193 12200 SH DEFINED 06 0 12200 0 ENDOCARE INC COM 29264P104 991 55271 SH DEFINED 01 0 0 55271 ENERGEN CORP COM 29265N108 15 630 SH DEFINED 01 0 0 630 ENERGEN CORP COM 29265N108 392 16100 SH DEFINED 06 0 16100 0 ENERGY EAST CORP COM 29266M109 2201 115942 SH DEFINED 01 34332 0 81610 ENERGY EAST CORP COM 29266M109 339 17900 SH DEFINED 02 09 17900 0 0 ENERGIZER HLDGS INC COM 29266R108 3255 170881 SH DEFINED 01 0 0 170881 ENERGIZER HLDGS INC COM 29266R108 1373 71900 SH DEFINED 06 0 71900 0 ENERGIZER HLDGS INC COM 29266R108 102 5400 SH DEFINED 02 09 5400 0 0 ENERGY PARTNERS LTD COM 29270U105 268 35600 SH DEFINED 01 0 0 35600 ENGELHARD CORP COM 292845104 502 18145 SH DEFINED 01 0 0 18145 ENGELHARD CORP COM 292845104 1586 57300 SH DEFINED 02 57100 0 200 ENGELHARD CORP COM 292845104 873 31500 SH DEFINED 06 0 31500 0 ENGINEERED SUPPORT SYS INC COM 292866100 931 27237 SH DEFINED 01 0 0 27237 ENESCO GROUP INC COM 292973104 112 18100 SH DEFINED 06 0 18100 0 ENNIS BUSINESS FORMS INC COM 293389102 461 48100 SH DEFINED 06 0 48100 0 ENRON CORP COM 293561106 133 222465 SH DEFINED 01 3100 0 219365 ENRON CORP COM 293561106 38 64228 SH DEFINED 02 09 44545 0 19683 ENRON CORP CALL 2935619AU 6 10000 SH CALL DEFINED 01 30 0 70 ENRON CORP CALL 2935619DC 6 10000 SH CALL DEFINED 01 100 0 0 ENRON CORP CALL 2935619DE 24 40000 SH CALL DEFINED 01 400 0 0 ENTEGRIS INC COM 29362U104 413 37700 SH DEFINED 01 0 0 37700 ENTERASYS NETWORKS INC COM 293637104 561 63424 SH DEFINED 01 38524 0 24900 ENTERASYS NETWORKS INC COM 293637104 168 19100 SH DEFINED 02 09 19100 0 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 17 350 SH DEFINED 01 0 0 350 ENTERCOM COMMUNICATIONS CORP CL A 293639100 30 600 SH DEFINED 02 600 0 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 1828 37300 SH DEFINED 06 0 37300 0 ENTERGY CORP NEW COM 29364G103 1333 34089 SH DEFINED 01 0 0 34089 ENTERGY CORP NEW COM 29364G103 631 15850 SH DEFINED 06 0 15850 0 ENTERGY CORP NEW COM 29364G103 4935 126202 SH DEFINED 02 09 111800 0 14402 ENTERPRISE PRODS PARTNERS L P COM 293792107 5138 109220 SH DEFINED 01 0 0 109220 ENTERPRISE PRODS PARTNERS L P COM 293792107 51 1100 SH DEFINED 02 0 0 1100 ENTREMED INC COM 29382F103 16 1921 SH DEFINED 01 0 0 1921 ENTREMED INC COM 29382F103 1263 142700 SH DEFINED 13 142700 0 0 ENZON INC COM 293904108 283 5039 SH DEFINED 01 0 0 5039 ENZON INC COM 293904108 5 100 SH DEFINED 02 100 0 0 ENZON INC COM 293904108 6572 115100 SH DEFINED 14 115100 0 0 ENZO BIOCHEM INC COM 294100102 1393 59309 SH DEFINED 01 0 0 59309 ENZO BIOCHEM INC COM 294100102 2693 112000 SH DEFINED 13 112000 0 0 EOTT ENERGY PARTNERS L P UNIT LTD PRTNR 294103106 812 53961 SH DEFINED 01 0 0 53961 EQUIFAX INC COM 294429105 134 5556 SH DEFINED 01 0 0 5556 EQUIFAX INC COM 294429105 2339 96200 SH DEFINED 06 0 96200 0 EQUIFAX INC COM 294429105 2105 87172 SH DEFINED 02 09 82900 0 4272 EQUITABLE RES INC COM 294549100 2161 63440 SH DEFINED 01 0 0 63440 EQUITABLE RES INC COM 294549100 51 1500 SH DEFINED 02 1500 0 0 EQUITY INCOME FD UT 1 EX SR-ATT 294700703 240 2051 SH DEFINED 01 0 0 2051 EQUITY MARKETING INC COM 294724109 201 15500 SH DEFINED 01 0 0 15500 EQUITY OFFICE PROPERTIES TRUST COM 294741103 3824 127130 SH DEFINED 01 0 0 127130 EQUITY OFFICE PROPERTIES TRUST COM 294741103 3074 101825 SH DEFINED 06 0 101825 0 EQUITY OFFICE PROPERTIES TRUST COM 294741103 10521 349800 SH DEFINED 02 09 287233 0 62567 EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 968 33733 SH DEFINED 01 0 0 33733 EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 2809 97700 SH DEFINED 06 0 97700 0 EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 5059 176242 SH DEFINED 02 09 162000 0 14242 ERICSSON L M TEL CO ADR CL B SEK10 294821400 4336 830673 SH DEFINED 01 0 0 830673 ERICSSON L M TEL CO ADR CL B SEK10 294821400 501 91020 SH DEFINED 06 0 91020 0 ERICSSON L M TEL CO ADR CL B SEK10 294821400 267 51300 SH DEFINED 09 51300 0 0 ERICSSON L M TEL CO ADR CL B SEK10 294821400 305 57536 SH DEFINED 14 57536 0 0 ESSEX PPTY TR INC COM 297178105 232 4705 SH DEFINED 01 0 0 4705 ESTERLINE TECHNOLOGIES CORP COM 297425100 2697 168483 SH DEFINED 01 0 0 168483 ETHAN ALLEN INTERIORS INC COM 297602104 1446 34780 SH DEFINED 01 0 0 34780 ETHAN ALLEN INTERIORS INC COM 297602104 29 700 SH DEFINED 02 700 0 0 EUROPE FD INC COM 29874M103 794 76391 SH DEFINED 01 0 0 76391 EVERGREEN RES INC COM NO PAR 299900308 2918 75587 SH DEFINED 01 0 0 75587 EXACT SCIENCES CORP COM 30063P105 10 1000 SH DEFINED 01 0 0 1000 EXACT SCIENCES CORP COM 30063P105 688 67600 SH DEFINED 13 67600 0 0 EXAR CORP COM 300645108 58 2800 SH DEFINED 01 0 0 2800 EXAR CORP COM 300645108 1140 53300 SH DEFINED 06 0 53300 0 EXELON CORP COM 30161N101 6081 127010 SH DEFINED 01 520 0 126490 EXELON CORP COM 30161N101 5790 119425 SH DEFINED 06 0 119425 0 EXELON CORP COM 30161N101 16619 347129 SH DEFINED 02 09 263590 0 83539 EXELIXIS INC COM 30161Q104 11515 692843 SH DEFINED 01 683510 0 9333 EXELIXIS INC COM 30161Q104 4 300 SH DEFINED 02 300 0 0 EXIDE TECHNOLOGIES COM 302051107 26 21724 SH DEFINED 01 0 0 21724 EXPEDITORS INTL WASH INC COM 302130109 89 1578 SH DEFINED 01 0 0 1578 EXPEDITORS INTL WASH INC COM 302130109 1913 33585 SH DEFINED 06 0 33585 0 EXPEDITORS INTL WASH INC COM 302130109 239 4200 SH DEFINED 09 4200 0 0 EXPONENT INC COM 30214U102 917 74500 SH DEFINED 01 0 0 74500 EXPRESS SCRIPTS INC COM 302182100 3606 77133 SH DEFINED 01 0 0 77133 EXPRESS SCRIPTS INC COM 302182100 168 3600 SH DEFINED 02 09 3600 0 0 EXTENDED STAY AMER INC COM 30224P101 22 1400 SH DEFINED 02 1400 0 0 EXTENDED STAY AMER INC COM 30224P101 1040 63900 SH DEFINED 06 0 63900 0 EXTREME NETWORKS INC COM 30226D106 156 12100 SH DEFINED 01 0 0 12100 EXTREME NETWORKS INC COM 30226D106 20 1600 SH DEFINED 09 1600 0 0 EXXON MOBIL CORP COM 30231G102 79047 2011380 SH DEFINED 01 58892 0 1952488 EXXON MOBIL CORP COM 30231G102 21194 535210 SH DEFINED 06 0 535210 0 EXXON MOBIL CORP COM 30231G102 219852 5594219 SH DEFINED 02 09 4533531 0 1060688 EXXON MOBIL CORP COM 30231G102 675 17188 SH DEFINED 11 0 17188 0 FEI CO COM 30241L109 339 10761 SH DEFINED 01 0 0 10761 FEI CO COM 30241L109 6 200 SH DEFINED 15 200 0 0 FLIR SYS INC COM 302445101 372 9820 SH DEFINED 01 0 0 9820 FMC TECHNOLOGIES INC COM 30249U101 49 3000 SH DEFINED 01 0 0 3000 FMC TECHNOLOGIES INC COM 30249U101 9 516 SH DEFINED 06 0 516 0 FMC TECHNOLOGIES INC COM 30249U101 579 35253 SH DEFINED 02 09 24075 0 11178 F M C CORP COM NEW 302491303 87 1475 SH DEFINED 01 0 0 1475 F M C CORP COM NEW 302491303 10 300 SH DEFINED 06 0 300 0 F M C CORP COM NEW 302491303 1219 20500 SH DEFINED 02 09 14000 0 6500 FPIC INS GROUP INC COM 302563101 856 57500 SH DEFINED 01 0 0 57500 FPL GROUP INC COM 302571104 941 16688 SH DEFINED 01 0 0 16688 FPL GROUP INC COM 302571104 552 9700 SH DEFINED 06 0 9700 0 FPL GROUP INC COM 302571104 10481 185857 SH DEFINED 02 09 141000 0 44857 FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 377 13400 SH DEFINED 01 0 0 13400 FALCONSTOR SOFTWARE INC COM 306137100 448 49500 SH DEFINED 01 0 0 49500 FAMILY DLR STORES INC COM 307000109 1512 50454 SH DEFINED 01 0 0 50454 FAMILY DLR STORES INC COM 307000109 1160 39165 SH DEFINED 06 0 39165 0 FAMILY DLR STORES INC COM 307000109 4307 143700 SH DEFINED 02 09 117000 0 26700 FAMILY DLR STORES INC COM 307000109 161 5400 SH DEFINED 11 0 5400 0 FASTENAL CO COM 311900104 2037 30665 SH DEFINED 01 0 0 30665 FASTENAL CO COM 311900104 272 4100 SH DEFINED 09 4100 0 0 FEDERAL AGRIC MTG CORP CL C 313148306 1822 44994 SH DEFINED 01 0 0 44994 FEDERAL HOME LN MTG CORP COM 313400301 68087 1041100 SH DEFINED 01 0 0 1041100 FEDERAL HOME LN MTG CORP COM 313400301 10439 159300 SH DEFINED 06 0 159300 0 FEDERAL HOME LN MTG CORP COM 313400301 59118 903960 SH DEFINED 02 09 785840 0 118120 FEDERAL MOGUL CORP COM 313549107 10 13814 SH DEFINED 01 0 0 13814 FEDERAL NATL MTG ASSN COM 313586109 48430 609193 SH DEFINED 01 22762 0 586431 FEDERAL NATL MTG ASSN COM 313586109 12738 159990 SH DEFINED 06 0 159990 0 FEDERAL NATL MTG ASSN COM 313586109 78121 982670 SH DEFINED 02 09 814472 0 168198 FEDERAL NATL MTG ASSN COM 313586109 55 700 SH DEFINED 11 0 700 0 FEDERATED DEPT STORES INC DEL COM 31410H101 3988 97524 SH DEFINED 01 0 0 97524 FEDERATED DEPT STORES INC DEL COM 31410H101 425 10500 SH DEFINED 06 0 10500 0 FEDERATED DEPT STORES INC DEL COM 31410H101 8161 199547 SH DEFINED 02 09 157800 0 41747 FEDERATED INVS INC PA CL B 314211103 329 10337 SH DEFINED 01 0 0 10337 FEDEX CORP COM 31428X106 5721 110280 SH DEFINED 01 28940 0 81340 FEDEX CORP COM 31428X106 738 14500 SH DEFINED 06 0 14500 0 FEDEX CORP COM 31428X106 9989 192551 SH DEFINED 02 09 163900 0 28651 FERRELLGAS PARTNERS L.P. UNIT LTD PART 315293100 556 29275 SH DEFINED 01 0 0 29275 F5 NETWORKS INC COM 315616102 250 11625 SH DEFINED 01 0 0 11625 FIBERMARK INC COM 315646109 1869 326850 SH DEFINED 01 0 0 326850 FIDELITY NATL FINL INC COM 316326107 2 110 SH DEFINED 01 0 0 110 FIDELITY NATL FINL INC COM 316326107 1946 79760 SH DEFINED 06 0 79760 0 FIDELITY NATL FINL INC COM 316326107 279 11260 SH DEFINED 02 09 11260 0 0 FIFTH THIRD BANCORP COM 316773100 33896 552687 SH DEFINED 01 243 0 552444 FIFTH THIRD BANCORP COM 316773100 1741 28400 SH DEFINED 06 0 28400 0 FIFTH THIRD BANCORP COM 316773100 43257 705335 SH DEFINED 02 09 634350 0 70985 FIFTH THIRD BANCORP COM 316773100 639 10420 SH DEFINED 11 0 10420 0 FILENET CORP COM 316869106 264 13051 SH DEFINED 01 0 0 13051 FINISAR COM 31787A101 136 13395 SH DEFINED 01 0 0 13395 FINISAR COM 31787A101 5 550 SH DEFINED 02 550 0 0 FINISAR COM 31787A101 736 68300 SH DEFINED 15 68300 0 0 FINOVA GROUP INC COM 317928109 0 354 SH DEFINED 01 0 0 354 FINOVA GROUP INC COM 317928109 270 436300 SH DEFINED 07 436300 0 0 FIRST AMERN CORP CALIF COM 318522307 1425 76047 SH DEFINED 01 0 0 76047 FIRST BANCORP P R COM 318672102 114 4000 SH DEFINED 01 0 0 4000 FIRST BANCORP P R COM 318672102 1205 42300 SH DEFINED 02 0 0 42300 FIRST BANCORP P R COM 318672102 1205 42300 SH DEFINED 11 0 42300 0 FIRST DATA CORP COM 319963104 4930 62844 SH DEFINED 01 14230 0 48614 FIRST DATA CORP COM 319963104 5084 65300 SH DEFINED 06 0 65300 0 FIRST DATA CORP COM 319963104 22223 283288 SH DEFINED 02 09 242000 0 41288 FIRST FINL FD INC COM 320228109 199 15927 SH DEFINED 01 0 0 15927 FIRST FINL HLDGS INC COM 320239106 5077 210077 SH DEFINED 01 0 0 210077 FIRST INDUSTRIAL REALTY TRUST COM 32054K103 372 11980 SH DEFINED 01 0 0 11980 FIRST INDUSTRIAL REALTY TRUST COM 32054K103 390 12500 SH DEFINED 06 0 12500 0 FIRST HEALTH GROUP CORP COM 320960107 747 30214 SH DEFINED 01 0 0 30214 FIRST HEALTH GROUP CORP COM 320960107 1314 54300 SH DEFINED 06 0 54300 0 FIRST HEALTH GROUP CORP COM 320960107 145 5900 SH DEFINED 02 09 5900 0 0 FIRST TENN NATL CORP COM 337162101 1197 33014 SH DEFINED 01 0 0 33014 FIRST TENN NATL CORP COM 337162101 1080 29800 SH DEFINED 02 09 29800 0 0 FIRST VA BANKS INC COM 337477103 153 3033 SH DEFINED 01 0 0 3033 FIRST VA BANKS INC COM 337477103 278 5500 SH DEFINED 02 09 5500 0 0 FIRST VIRTUAL COMMUNICATIONS COM 337484109 73 68400 SH DEFINED 01 0 0 68400 FISERV INC COM 337738108 1551 36656 SH DEFINED 01 0 0 36656 FISERV INC COM 337738108 440 10250 SH DEFINED 06 0 10250 0 FISERV INC COM 337738108 9035 213510 SH DEFINED 02 09 171285 0 42225 FIRSTMERIT CORP COM 337915102 100 3717 SH DEFINED 01 0 0 3717 FIRSTMERIT CORP COM 337915102 180 6700 SH DEFINED 02 09 6700 0 0 FIRSTENERGY CORP COM 337932107 456 13052 SH DEFINED 01 0 0 13052 FIRSTENERGY CORP COM 337932107 5331 151797 SH DEFINED 06 0 151797 0 FIRSTENERGY CORP COM 337932107 6867 196359 SH DEFINED 02 09 170680 0 25679 FISHER SCIENTIFIC INTL INC COM NEW 338032204 713 24600 SH DEFINED 15 24600 0 0 FLEETBOSTON FINL CORP COM 339030108 30425 833584 SH DEFINED 01 15912 0 817672 FLEETBOSTON FINL CORP COM 339030108 6872 191430 SH DEFINED 06 0 191430 0 FLEETBOSTON FINL CORP COM 339030108 50970 1396462 SH DEFINED 02 09 1211320 0 185142 FLEETWOOD ENTERPRISES INC COM 339099103 612 54088 SH DEFINED 01 0 0 54088 FLEMING COS INC COM 339130106 857 46347 SH DEFINED 01 0 0 46347 FLEMING COS INC COM 339130106 917 54600 SH DEFINED 06 0 54600 0 FLUOR CORP NEW COM 343412102 140 3760 SH DEFINED 01 0 0 3760 FLUOR CORP NEW COM 343412102 1323 35400 SH DEFINED 02 33700 0 1700 FLUOR CORP NEW COM 343412102 140 3800 SH DEFINED 06 0 3800 0 FLUOR CORP NEW COM 343412102 3012 81100 SH DEFINED 15 81100 0 0 FONAR CORP COM 344437108 15 12610 SH DEFINED 01 0 0 12610 FORD MTR CO DEL COM PAR $0.01 345370860 6334 402968 SH DEFINED 01 65943 0 337025 FORD MTR CO DEL COM PAR $0.01 345370860 1465 90300 SH DEFINED 06 0 90300 0 FORD MTR CO DEL COM PAR $0.01 345370860 21860 1390695 SH DEFINED 02 09 1139678 0 251017 FOREST LABS INC COM 345838106 7175 87559 SH DEFINED 01 0 0 87559 FOREST LABS INC COM 345838106 1870 23400 SH DEFINED 06 0 23400 0 FOREST LABS INC COM 345838106 14487 176780 SH DEFINED 02 09 141115 0 35665 FORTUNE BRANDS INC COM 349631101 1975 49902 SH DEFINED 01 0 0 49902 FORTUNE BRANDS INC COM 349631101 2422 61200 SH DEFINED 02 61000 0 200 FORTUNE BRANDS INC COM 349631101 1530 38600 SH DEFINED 06 0 38600 0 FOSTER L B CO COM 350060109 279 62150 SH DEFINED 01 0 0 62150 FOUNDRY NETWORKS INC COM 35063R100 166 20430 SH DEFINED 01 680 0 19750 FOUNDRY NETWORKS INC COM 35063R100 65 7400 SH DEFINED 06 0 7400 0 FOUNDRY NETWORKS INC COM 35063R100 464 56000 SH DEFINED 15 56000 0 0 FOX ENTMT GROUP INC CL A 35138T107 613 23142 SH DEFINED 01 0 0 23142 FOX ENTMT GROUP INC CL A 35138T107 76 2900 SH DEFINED 02 2900 0 0 FOX ENTMT GROUP INC CL A 35138T107 4446 167716 SH DEFINED 12 167716 0 0 FRANCE GROWTH FD INC COM 35177K108 205 27968 SH DEFINED 01 0 0 27968 FRANKLIN COVEY CO COM 353469109 65 10800 SH DEFINED 01 0 0 10800 FRANKLIN MULTI-INCOME FD SH BEN INT 354021107 181 22586 SH DEFINED 01 0 0 22586 FRANKLIN RES INC COM 354613101 2796 79287 SH DEFINED 01 0 0 79287 FRANKLIN RES INC COM 354613101 2879 81800 SH DEFINED 06 0 81800 0 FRANKLIN RES INC COM 354613101 7962 225784 SH DEFINED 02 09 193200 0 32584 FRANKLIN RES INC COM 354613101 27 775 SH DEFINED 11 0 775 0 FREEMARKETS INC COM 356602102 80 3375 SH DEFINED 01 0 0 3375 FREEMARKETS INC COM 356602102 176 7164 SH DEFINED 12 7164 0 0 FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 1055 78857 SH DEFINED 01 0 0 78857 FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 760 56800 SH DEFINED 02 56600 0 200 FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 92 6900 SH DEFINED 06 0 6900 0 FREMONT GEN CORP COM 357288109 79 10150 SH DEFINED 01 0 0 10150 FREMONT GEN CORP COM 357288109 4 600 SH DEFINED 02 600 0 0 FURNITURE BRANDS INTL INC COM 360921100 972 30364 SH DEFINED 01 0 0 30364 GATX CORP COM 361448103 661 20355 SH DEFINED 01 0 0 20355 GATX CORP COM 361448103 35 1100 SH DEFINED 02 1100 0 0 GT GROUP TELECOM INC CL B NON VTG 362359408 36 34567 SH DEFINED 12 34567 0 0 GABLES RESIDENTIAL TR SH BEN INT 362418105 496 16760 SH DEFINED 01 0 0 16760 GALLAGHER ARTHUR J & CO COM 363576109 823 23881 SH DEFINED 01 0 0 23881 GALLAGHER ARTHUR J & CO COM 363576109 223 6500 SH DEFINED 02 09 6500 0 0 GALLAGHER ARTHUR J & CO COM 363576109 1421 40800 SH DEFINED 15 40800 0 0 GALLAHER GROUP PLC SPONSORED ADR 363595109 201 7490 SH DEFINED 01 0 0 7490 GALLAHER GROUP PLC SPONSORED ADR 363595109 18 700 SH DEFINED 02 700 0 0 GANNETT INC COM 364730101 12325 183336 SH DEFINED 01 84129 0 99207 GANNETT INC COM 364730101 1148 16650 SH DEFINED 06 0 16650 0 GANNETT INC COM 364730101 14964 222592 SH DEFINED 02 09 178160 0 44432 GAP INC DEL COM 364760108 8615 618048 SH DEFINED 01 41739 0 576309 GAP INC DEL COM 364760108 2891 205000 SH DEFINED 06 0 205000 0 GAP INC DEL COM 364760108 10591 759864 SH DEFINED 02 09 590225 0 169639 GATEWAY INC COM 367626108 3517 437538 SH DEFINED 01 0 0 437538 GATEWAY INC COM 367626108 144 17100 SH DEFINED 06 0 17100 0 GATEWAY INC COM 367626108 2098 261000 SH DEFINED 02 09 218600 0 42400 GEMSTAR-TV GUIDE INTL INC COM 36866W106 2474 89339 SH DEFINED 01 0 0 89339 GEMSTAR-TV GUIDE INTL INC COM 36866W106 1415 50450 SH DEFINED 06 0 50450 0 GEMSTAR-TV GUIDE INTL INC COM 36866W106 1021 36888 SH DEFINED 02 09 24800 0 12088 GEMSTAR-TV GUIDE INTL INC COM 36866W106 4095 140702 SH DEFINED 12 140702 0 0 GENCORP INC COM 368682100 84 5980 SH DEFINED 01 0 0 5980 GENCORP INC COM 368682100 381 27200 SH DEFINED 06 0 27200 0 GENE LOGIC INC COM 368689105 9 500 SH DEFINED 01 0 0 500 GENE LOGIC INC COM 368689105 2262 113000 SH DEFINED 13 113000 0 0 GENENTECH INC COM NEW 368710406 4744 87453 SH DEFINED 01 0 0 87453 GENENTECH INC COM NEW 368710406 6492 119230 SH DEFINED 06 0 119230 0 GENENTECH INC COM NEW 368710406 738 13619 SH DEFINED 09 10000 0 3619 GENENTECH INC COM NEW 368710406 27592 497000 SH DEFINED 13 497000 0 0 GENERAL DYNAMICS CORP COM 369550108 3288 41288 SH DEFINED 01 0 0 41288 GENERAL DYNAMICS CORP COM 369550108 3458 43215 SH DEFINED 06 0 43215 0 GENERAL DYNAMICS CORP COM 369550108 14352 180213 SH DEFINED 02 09 147173 0 33040 GENERAL ELEC CO COM 369604103 179185 4470707 SH DEFINED 01 48967 0 4421740 GENERAL ELEC CO COM 369604103 36837 899551 SH DEFINED 06 0 899551 0 GENERAL ELEC CO COM 369604103 311343 7768058 SH DEFINED 02 09 6247103 0 1520955 GENERAL ELEC CO COM 369604103 1138 28395 SH DEFINED 11 0 28395 0 GENERAL ELEC CO PUT 3696049NS 1342 33500 SH PUT DEFINED 01 0 0 335 GENERAL GROWTH PPTYS INC COM 370021107 1055 27204 SH DEFINED 01 0 0 27204 GENERAL GROWTH PPTYS INC COM 370021107 50 1300 SH DEFINED 02 1300 0 0 GENERAL MAGIC INC COM 370253106 10 26450 SH DEFINED 01 0 0 26450 GENERAL MLS INC COM 370334104 14247 273940 SH DEFINED 01 7495 0 266445 GENERAL MLS INC COM 370334104 2042 40080 SH DEFINED 06 0 40080 0 GENERAL MLS INC COM 370334104 16249 312435 SH DEFINED 02 09 257395 0 55040 GENERAL MTRS CORP COM 370442105 10409 214187 SH DEFINED 01 9994 0 204193 GENERAL MTRS CORP COM 370442105 6197 127400 SH DEFINED 06 0 127400 0 GENERAL MTRS CORP COM 370442105 22639 465841 SH DEFINED 02 09 372000 0 93841 GENERAL MTRS CORP CL H NEW 370442832 17776 1150551 SH DEFINED 01 0 0 1150551 GENERAL MTRS CORP CL H NEW 370442832 1550 95400 SH DEFINED 06 0 95400 0 GENERAL MTRS CORP CL H NEW 370442832 973 63015 SH DEFINED 02 09 30900 0 32115 GENTEX CORP COM 371901109 2139 80057 SH DEFINED 01 0 0 80057 GENTEX CORP COM 371901109 37 1400 SH DEFINED 02 1400 0 0 GENESIS MICROCHIP INC COM 371933102 0 15 SH DEFINED 01 0 0 15 GENESIS MICROCHIP INC COM 371933102 650 9700 SH DEFINED 15 9700 0 0 GENOME THERAPEUTICS CORP COM 372430108 144 21200 SH DEFINED 01 0 0 21200 GENTA INC COM NEW 37245M207 81 5712 SH DEFINED 01 0 0 5712 GENTA INC COM NEW 37245M207 3527 228900 SH DEFINED 13 228900 0 0 GENZYME TRANSGENICS CORP COM 37246E105 919 157922 SH DEFINED 01 54852 0 103070 GENUINE PARTS CO COM 372460105 604 16478 SH DEFINED 01 1552 0 14926 GENUINE PARTS CO COM 372460105 325 9000 SH DEFINED 06 0 9000 0 GENUINE PARTS CO COM 372460105 5343 145607 SH DEFINED 02 09 118600 0 27007 GENUS INC COM 372461103 177 72919 SH DEFINED 01 72919 0 0 GENUITY INC CL A 37248E103 41 26500 SH DEFINED 01 0 0 26500 GENZYME CORP COM GENL DIV 372917104 21577 360461 SH DEFINED 01 44 0 360417 GENZYME CORP COM GENL DIV 372917104 4704 78600 SH DEFINED 02 78200 0 400 GENZYME CORP COM GENL DIV 372917104 2311 40920 SH DEFINED 06 0 40920 0 GENZYME CORP COM GENL DIV 372917104 24717 406000 SH DEFINED 14 406000 0 0 GENZYME CORP COM-MOLECULAR 372917500 4565 570656 SH DEFINED 01 461093 0 109563 GENZYME CORP COM BIOSURGERY 372917708 251 47274 SH DEFINED 01 45 0 47229 GEORGIA GULF CORP COM PAR $0.01 373200203 580 31379 SH DEFINED 01 0 0 31379 GEORGIA PAC CORP COM GA PAC GRP 373298108 2477 89729 SH DEFINED 01 0 0 89729 GEORGIA PAC CORP COM GA PAC GRP 373298108 4818 174700 SH DEFINED 06 0 174700 0 GEORGIA PAC CORP COM GA PAC GRP 373298108 4443 160945 SH DEFINED 02 09 136090 0 24855 GERBER SCIENTIFIC INC COM 373730100 776 83540 SH DEFINED 01 0 0 83540 GERON CORP COM 374163103 100 11600 SH DEFINED 01 0 0 11600 GETTY IMAGES INC COM 374276103 25 1100 SH DEFINED 01 0 0 1100 GETTY IMAGES INC COM 374276103 1724 75400 SH DEFINED 06 0 75400 0 GILEAD SCIENCES INC COM 375558103 677 10316 SH DEFINED 01 0 0 10316 GILEAD SCIENCES INC COM 375558103 104 1700 SH DEFINED 06 0 1700 0 GILEAD SCIENCES INC COM 375558103 308 4700 SH DEFINED 02 09 4700 0 0 GILEAD SCIENCES INC COM 375558103 24162 362000 SH DEFINED 13 362000 0 0 GILLETTE CO COM 375766102 21582 646191 SH DEFINED 01 4539 0 641652 GILLETTE CO COM 375766102 10016 298995 SH DEFINED 06 0 298995 0 GILLETTE CO COM 375766102 25537 764610 SH DEFINED 02 09 639900 0 124710 GLADSTONE CAPITAL CORP COM 376535100 701 37900 SH DEFINED 01 0 0 37900 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 4367 87665 SH DEFINED 01 0 0 87665 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 729 14620 SH DEFINED 06 0 14620 0 GLOBAL HIGH INCOME DLR FD INC COM 37933G108 458 33093 SH DEFINED 01 13 0 33080 GLOBAL IMAGING SYSTEMS COM 37934A100 179 12000 SH DEFINED 01 0 0 12000 GLOBAL PARTNERS INCOME FD INC COM 37935R102 188 16300 SH DEFINED 01 0 0 16300 GLOBAL TECHNOVATIONS INC COM 37939M109 10 75000 SH DEFINED 01 0 0 75000 GLOBECOMM SYSTEMS INC COM 37956X103 447 74037 SH DEFINED 01 0 0 74037 GLOBIX CORP COM 37957F101 2 16510 SH DEFINED 01 12000 0 4510 GLYCOGENESYS INC COM 37989P101 439 223300 SH DEFINED 01 0 0 223300 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 50 10375 SH DEFINED 01 0 0 10375 GOLDCORP INC NEW COM 380956409 424 35000 SH DEFINED 06 0 35000 0 GOLDEN ST BANCORP INC COM 381197102 2102 80398 SH DEFINED 01 16753 0 63645 GOLDEN ST BANCORP INC COM 381197102 326 12500 SH DEFINED 02 09 12500 0 0 GOLDEN WEST FINL CORP DEL COM 381317106 1783 30309 SH DEFINED 01 0 0 30309 GOLDEN WEST FINL CORP DEL COM 381317106 469 8000 SH DEFINED 06 0 8000 0 GOLDEN WEST FINL CORP DEL COM 381317106 9590 162979 SH DEFINED 02 09 135900 0 27079 GOLDMAN SACHS GROUP INC COM 38141G104 6538 70498 SH DEFINED 01 0 0 70498 GOLDMAN SACHS GROUP INC COM 38141G104 3155 34035 SH DEFINED 02 09 31100 0 2935 GOLDMAN SACHS GROUP INC COM 38141G104 360 3885 SH DEFINED 11 0 3885 0 GOLDMAN SACHS GROUP INC COM 38141G104 3070 32920 SH DEFINED 12 32920 0 0 GOODRICH CORP COM 382388106 2201 82707 SH DEFINED 01 0 0 82707 GOODRICH CORP COM 382388106 142 5500 SH DEFINED 06 0 5500 0 GOODRICH CORP COM 382388106 2419 90931 SH DEFINED 02 09 77900 0 13031 GOODYEAR TIRE & RUBR CO COM 382550101 4347 182575 SH DEFINED 01 11512 0 171063 GOODYEAR TIRE & RUBR CO COM 382550101 196 8200 SH DEFINED 06 0 8200 0 GOODYEAR TIRE & RUBR CO COM 382550101 2001 84100 SH DEFINED 02 09 83800 0 300 GRACE W R & CO DEL NEW COM 38388F108 27 18055 SH DEFINED 01 0 0 18055 GRAHAM CORP COM 384556106 197 16200 SH DEFINED 01 0 0 16200 GRAINGER W W INC COM 384802104 2811 58566 SH DEFINED 01 0 0 58566 GRAINGER W W INC COM 384802104 220 4600 SH DEFINED 06 0 4600 0 GRAINGER W W INC COM 384802104 2438 50800 SH DEFINED 02 09 48900 0 1900 GRANITE CONSTR INC COM 387328107 478 19877 SH DEFINED 01 0 0 19877 GRANT PRIDECO INC COM 38821G101 274 23902 SH DEFINED 01 2 0 23900 GRANT PRIDECO INC COM 38821G101 61 5400 SH DEFINED 02 09 5400 0 0 GRANT PRIDECO INC COM 38821G101 83 7300 SH DEFINED 11 0 7300 0 GREAT LAKES CHEM CORP COM 390568103 1242 51179 SH DEFINED 01 1092 0 50087 GREAT LAKES CHEM CORP COM 390568103 24 1000 SH DEFINED 02 1000 0 0 GREAT PLAINS ENERGY INC COM 391164100 5091 202031 SH DEFINED 01 0 0 202031 GREAT PLAINS ENERGY INC COM 391164100 37 1500 SH DEFINED 02 1500 0 0 GREATER BAY BANCORP COM 391648102 416 14584 SH DEFINED 01 0 0 14584 GREATER CHINA FD INC COM 39167B102 126 14427 SH DEFINED 01 0 0 14427 GREENBRIER COS INC COM 393657101 74 10300 SH DEFINED 01 0 0 10300 GREENPOINT FINL CORP COM 395384100 1813 50728 SH DEFINED 01 0 0 50728 GREENPOINT FINL CORP COM 395384100 918 25700 SH DEFINED 02 09 25700 0 0 GREY WOLF INC COM 397888108 74 25000 SH DEFINED 01 0 0 25000 GROUP 1 AUTOMOTIVE INC COM 398905109 364 12787 SH DEFINED 01 0 0 12787 GUCCI GROUP N V COM NY REG 401566104 2001 23575 SH DEFINED 01 23545 0 30 GUIDANT CORP COM 401698105 4302 86396 SH DEFINED 01 0 0 86396 GUIDANT CORP COM 401698105 762 15600 SH DEFINED 06 0 15600 0 GUIDANT CORP COM 401698105 12246 245916 SH DEFINED 02 09 199060 0 46856 GUIDANT CORP COM 401698105 201 4040 SH DEFINED 11 0 4040 0 GUILFORD MLS INC COM 401794102 7 12500 SH DEFINED 01 0 0 12500 GYMBOREE CORP COM 403777105 372 31200 SH DEFINED 01 0 0 31200 H & Q HEALTHCARE FD SH BEN INT 404052102 3188 124570 SH DEFINED 01 0 0 124570 H & Q LIFE SCIENCES INVS SH BEN INT 404053100 429 19981 SH DEFINED 01 0 0 19981 HCA INC COM 404119109 15442 400680 SH DEFINED 01 0 0 400680 HCA INC COM 404119109 1688 44160 SH DEFINED 06 0 44160 0 HCA INC COM 404119109 16739 434365 SH DEFINED 02 09 352503 0 81862 HCC INS HLDGS INC NT CONV 2%21 404132AA0 161 150000 SH DEFINED 01 150000 0 0 HCC INS HLDGS INC COM 404132102 38 1382 SH DEFINED 01 0 0 1382 HCC INS HLDGS INC COM 404132102 33 1200 SH DEFINED 02 1200 0 0 HCC INS HLDGS INC COM 404132102 1386 50000 SH DEFINED 06 0 50000 0 HNC SOFTWARE INC COM 40425P107 721 35000 SH DEFINED 01 0 0 35000 HPL TECHNOLOGIES INC COM 40426C105 507 28459 SH DEFINED 01 0 0 28459 HRPT PPTYS TR COM SH BEN INT 40426W101 400 46295 SH DEFINED 01 0 0 46295 HPSC INC COM 404264103 262 40300 SH DEFINED 01 0 0 40300 HSBC HLDGS PLC SPON ADR NEW 404280406 1470 24630 SH DEFINED 01 0 0 24630 HSBC HLDGS PLC SPON ADR NEW 404280406 6075 101550 SH DEFINED 06 0 101550 0 HALLIBURTON CO COM 406216101 2274 173614 SH DEFINED 01 0 0 173614 HALLIBURTON CO COM 406216101 942 76800 SH DEFINED 06 0 76800 0 HALLIBURTON CO COM 406216101 5927 452530 SH DEFINED 02 09 342600 0 109930 HAMMONS JOHN Q HOTELS INC CL A 408623106 66 11500 SH DEFINED 01 0 0 11500 JOHN HANCOCK BK &THRIFT OPP FD SH BEN INT 409735107 2250 272429 SH DEFINED 01 0 0 272429 HANCOCK JOHN INCOME SECS TR COM 410123103 219 15000 SH DEFINED 01 0 0 15000 HANCOCK JOHN PATRIOT PREM II COM SH BEN INT 41013T105 151 13750 SH DEFINED 01 0 0 13750 HANCOCK JOHN FINL SVCS INC COM 41014S106 903 21885 SH DEFINED 01 0 0 21885 HANCOCK JOHN FINL SVCS INC COM 41014S106 4262 103700 SH DEFINED 06 0 103700 0 HANCOCK JOHN FINL SVCS INC COM 41014S106 10169 246244 SH DEFINED 02 09 208650 0 37594 HANCOCK JOHN FINL TRENDS FD COM 41014X105 393 29850 SH DEFINED 01 0 0 29850 HANDSPRING INC COM 410293104 187 27813 SH DEFINED 01 0 0 27813 HANOVER COMPRESSOR CO COM 410768105 2843 112589 SH DEFINED 01 0 0 112589 HANOVER COMPRESSOR CO COM 410768105 199 7900 SH DEFINED 09 7900 0 0 HARLEY DAVIDSON INC COM 412822108 11158 205460 SH DEFINED 01 0 0 205460 HARLEY DAVIDSON INC COM 412822108 6468 119300 SH DEFINED 06 0 119300 0 HARLEY DAVIDSON INC COM 412822108 12728 234375 SH DEFINED 02 09 190700 0 43675 HARLEYSVILLE GROUP INC COM 412824104 200 8400 SH DEFINED 01 0 0 8400 HARMAN INTL INDS INC COM 413086109 30 670 SH DEFINED 01 0 0 670 HARMAN INTL INDS INC COM 413086109 417 9200 SH DEFINED 06 0 9200 0 HARMONIC INC COM 413160102 290 24201 SH DEFINED 01 0 0 24201 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 828 127300 SH DEFINED 01 0 0 127300 HARRAHS ENTMT INC COM 413619107 31 860 SH DEFINED 01 0 0 860 HARRAHS ENTMT INC COM 413619107 190 5200 SH DEFINED 06 0 5200 0 HARRAHS ENTMT INC COM 413619107 1802 48700 SH DEFINED 02 09 48500 0 200 HARRIS CORP DEL COM 413875105 637 20906 SH DEFINED 01 0 0 20906 HARRIS CORP DEL COM 413875105 115 3800 SH DEFINED 02 09 3800 0 0 HARRIS INTERACTIVE INC COM 414549105 74 25662 SH DEFINED 01 0 0 25662 HARSCO CORP COM 415864107 51 1500 SH DEFINED 01 0 0 1500 HARSCO CORP COM 415864107 374 11100 SH DEFINED 06 0 11100 0 HARTE-HANKS INC COM 416196103 271 9626 SH DEFINED 01 0 0 9626 HARTE-HANKS INC COM 416196103 2383 85800 SH DEFINED 06 0 85800 0 HARTE-HANKS INC COM 416196103 191 6800 SH DEFINED 02 09 6800 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 28500 453606 SH DEFINED 01 0 0 453606 HARTFORD FINL SVCS GROUP INC COM 416515104 4669 74700 SH DEFINED 06 0 74700 0 HARTFORD FINL SVCS GROUP INC COM 416515104 26849 427336 SH DEFINED 02 09 403183 0 24153 HASBRO INC COM 418056107 261 16141 SH DEFINED 01 0 0 16141 HASBRO INC COM 418056107 1178 72600 SH DEFINED 02 72300 0 300 HASBRO INC COM 418056107 2769 170900 SH DEFINED 06 0 170900 0 HASBRO INC COM 418056107 4783 289900 SH DEFINED 15 289900 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 273 6781 SH DEFINED 01 0 0 6781 HAWAIIAN ELEC INDUSTRIES COM 419870100 12 300 SH DEFINED 02 0 0 300 HAWAIIAN ELEC INDUSTRIES COM 419870100 376 9300 SH DEFINED 06 0 9300 0 HEALTH CARE PPTY INVS INC COM 421915109 2659 73450 SH DEFINED 01 2 0 73448 HEALTH CARE PPTY INVS INC COM 421915109 47 1300 SH DEFINED 02 1300 0 0 HEALTH CARE PPTY INVS INC COM 421915109 403 11030 SH DEFINED 06 0 11030 0 HEALTHSOUTH CORP COM 421924101 3882 261984 SH DEFINED 01 0 0 261984 HEALTHSOUTH CORP COM 421924101 1877 126000 SH DEFINED 06 0 126000 0 HEALTHSOUTH CORP COM 421924101 5716 385738 SH DEFINED 02 09 299700 0 86038 HEALTH MGMT ASSOC INC NEW CL A 421933102 961 52243 SH DEFINED 01 0 0 52243 HEALTH MGMT ASSOC INC NEW CL A 421933102 214 11800 SH DEFINED 06 0 11800 0 HEALTH MGMT ASSOC INC NEW CL A 421933102 3272 177875 SH DEFINED 02 09 156400 0 21475 HEALTHCARE RLTY TR COM 421946104 1628 58167 SH DEFINED 01 0 0 58167 HEALTHCARE RLTY TR COM 421946104 398 14200 SH DEFINED 06 0 14200 0 HEALTH CARE REIT INC COM 42217K106 1292 53070 SH DEFINED 01 0 0 53070 HEALTH NET INC COM 42222G108 135 6199 SH DEFINED 01 0 0 6199 HEALTH NET INC COM 42222G108 45 2100 SH DEFINED 02 2100 0 0 HEALTH NET INC COM 42222G108 1995 91700 SH DEFINED 06 0 91700 0 HEICO CORP NEW CL A 422806208 3220 238721 SH DEFINED 01 0 0 238721 HEINZ H J CO COM 423074103 4290 104339 SH DEFINED 01 0 0 104339 HEINZ H J CO COM 423074103 5485 134100 SH DEFINED 06 0 134100 0 HEINZ H J CO COM 423074103 11530 280409 SH DEFINED 02 09 229000 0 51409 HELIX TECHNOLOGY CORP COM 423319102 37 1650 SH DEFINED 01 0 0 1650 HELIX TECHNOLOGY CORP COM 423319102 22 1000 SH DEFINED 02 1000 0 0 HELIX TECHNOLOGY CORP COM 423319102 574 25000 SH DEFINED 15 25000 0 0 HELMERICH & PAYNE INC COM 423452101 1149 34424 SH DEFINED 01 0 0 34424 HELMERICH & PAYNE INC COM 423452101 464 14400 SH DEFINED 06 0 14400 0 HELMERICH & PAYNE INC COM 423452101 483 14500 SH DEFINED 02 09 14500 0 0 HENRY JACK & ASSOC INC COM 426281101 3002 137490 SH DEFINED 01 0 0 137490 HENRY JACK & ASSOC INC COM 426281101 213 9800 SH DEFINED 02 09 9800 0 0 HERBALIFE INTL INC CL B 426908307 298 22600 SH DEFINED 01 0 0 22600 HERCULES INC COM 427056106 107 10725 SH DEFINED 01 0 0 10725 HERCULES INC COM 427056106 56 5600 SH DEFINED 02 5600 0 0 HERSHEY FOODS CORP COM 427866108 19418 286825 SH DEFINED 01 0 0 286825 HERSHEY FOODS CORP COM 427866108 453 6700 SH DEFINED 06 0 6700 0 HERSHEY FOODS CORP COM 427866108 20957 309575 SH DEFINED 02 09 293800 0 15775 HEWLETT PACKARD CO SB LYON ZERO 17 428236AC7 25 55000 SH DEFINED 01 0 0 55000 HEWLETT PACKARD CO COM 428236103 21372 1040551 SH DEFINED 01 160981 0 879570 HEWLETT PACKARD CO COM 428236103 4278 197600 SH DEFINED 06 0 197600 0 HEWLETT PACKARD CO COM 428236103 33359 1624172 SH DEFINED 02 09 1298200 0 325972 HEXCEL CORP NEW SUB NT CV 7%03 428291AA6 32 54000 SH DEFINED 01 0 0 54000 HIBERNIA CORP CL A 428656102 2801 157501 SH DEFINED 01 0 0 157501 HIBERNIA CORP CL A 428656102 632 35600 SH DEFINED 02 09 35600 0 0 HIGH SPEED ACCESS CORP COM 42979U102 40 71974 SH DEFINED 01 0 0 71974 HIGH YIELD INCOME FD INC COM 429904105 119 20478 SH DEFINED 01 0 0 20478 HIGHWOODS PPTYS INC COM 431284108 210 8115 SH DEFINED 01 0 0 8115 HILLENBRAND INDS INC COM 431573104 154 2800 SH DEFINED 01 0 0 2800 HILLENBRAND INDS INC COM 431573104 131 2400 SH DEFINED 02 09 2400 0 0 HILTON HOTELS CORP SUB NT CONV 5%06 432848AL3 678 758000 SH DEFINED 01 0 0 758000 HILTON HOTELS CORP COM 432848109 484 44356 SH DEFINED 01 0 0 44356 HILTON HOTELS CORP COM 432848109 216 19700 SH DEFINED 06 0 19700 0 HILTON HOTELS CORP COM 432848109 3461 316982 SH DEFINED 02 09 261500 0 55482 HISPANIC BROADCASTING CORP CL A 43357B104 1441 56520 SH DEFINED 01 0 0 56520 HISPANIC BROADCASTING CORP CL A 43357B104 28 1100 SH DEFINED 02 1100 0 0 HISPANIC BROADCASTING CORP CL A 43357B104 63 2500 SH DEFINED 06 0 2500 0 HISPANIC BROADCASTING CORP CL A 43357B104 1824 70500 SH DEFINED 15 70500 0 0 HITACHI LIMITED ADR 10 COM 433578507 873 11937 SH DEFINED 01 5 0 11932 HITACHI LIMITED ADR 10 COM 433578507 5891 80475 SH DEFINED 06 0 80475 0 HOLLINGER INTL INC CL A 435569108 10 900 SH DEFINED 02 900 0 0 HOLLINGER INTL INC CL A 435569108 463 39400 SH DEFINED 06 0 39400 0 HOLLIS-EDEN PHARMACEUTICALS COM 435902101 6 600 SH DEFINED 01 0 0 600 HOLLIS-EDEN PHARMACEUTICALS COM 435902101 2219 214700 SH DEFINED 13 214700 0 0 HOME DEPOT INC COM 437076102 140257 2749615 SH DEFINED 01 61734 0 2687881 HOME DEPOT INC COM 437076102 21277 422238 SH DEFINED 06 0 422238 0 HOME DEPOT INC COM 437076102 110685 2169894 SH DEFINED 02 09 1790061 0 379833 HOME DEPOT INC COM 437076102 65 1275 SH DEFINED 11 0 1275 0 HOMESTORE COM INC COM 437852106 318 88526 SH DEFINED 01 0 0 88526 HOMESTORE COM INC COM 437852106 196 54594 SH DEFINED 12 54594 0 0 HONDA MOTOR LTD AMERN SHS 438128308 93 1145 SH DEFINED 01 5 0 1140 HONDA MOTOR LTD AMERN SHS 438128308 605 7400 SH DEFINED 06 0 7400 0 HONEYWELL INTL INC COM 438516106 18374 543307 SH DEFINED 01 25732 0 517575 HONEYWELL INTL INC COM 438516106 1856 55575 SH DEFINED 06 0 55575 0 HONEYWELL INTL INC COM 438516106 24060 711445 SH DEFINED 02 09 588731 0 122714 HONEYWELL INTL INC COM 438516106 0 1 SH DEFINED 11 0 1 0 HORIZON HEALTH CORP COM 44041Y104 894 59400 SH DEFINED 01 0 0 59400 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 235 7970 SH DEFINED 01 0 0 7970 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 44 1500 SH DEFINED 02 1500 0 0 HOST MARRIOTT CORP NEW COM 44107P104 186 20757 SH DEFINED 01 0 0 20757 HOST MARRIOTT CORP NEW COM 44107P104 538 59900 SH DEFINED 02 09 58000 0 1900 HOUSEHOLD INTL INC COM 441815107 8246 142325 SH DEFINED 01 0 0 142325 HOUSEHOLD INTL INC COM 441815107 4607 80700 SH DEFINED 06 0 80700 0 HOUSEHOLD INTL INC COM 441815107 28442 490908 SH DEFINED 02 09 399608 0 91300 HOVNANIAN ENTERPRISES INC CL A 442487203 563 26494 SH DEFINED 01 0 0 26494 HUBBELL INC CL B 443510201 435 14829 SH DEFINED 01 0 0 14829 HUBBELL INC CL B 443510201 58 2000 SH DEFINED 02 1700 0 300 HUDSON UNITED BANCORP COM 444165104 103 3606 SH DEFINED 01 0 0 3606 HUDSON UNITED BANCORP COM 444165104 395 13749 SH DEFINED 06 0 13749 0 HUFFY CORP COM 444356109 143 22400 SH DEFINED 01 0 0 22400 HUGHES SUPPLY INC COM 444482103 432 14200 SH DEFINED 06 0 14200 0 HUMANA INC COM 444859102 721 61191 SH DEFINED 01 0 0 61191 HUMANA INC COM 444859102 105 9100 SH DEFINED 06 0 9100 0 HUMANA INC COM 444859102 1604 136100 SH DEFINED 02 09 117500 0 18600 HUMAN GENOME SCIENCES INC COM 444903108 2434 72209 SH DEFINED 01 0 0 72209 HUMAN GENOME SCIENCES INC COM 444903108 80 2450 SH DEFINED 06 0 2450 0 HUMAN GENOME SCIENCES INC COM 444903108 296 8810 SH DEFINED 02 09 6800 0 2010 HUNTINGTON BANCSHARES INC COM 446150104 429 24979 SH DEFINED 01 0 0 24979 HUNTINGTON BANCSHARES INC COM 446150104 221 12800 SH DEFINED 06 0 12800 0 HUNTINGTON BANCSHARES INC COM 446150104 3264 189939 SH DEFINED 02 09 174967 0 14972 ICN PHARMACEUTICALS INC NEW COM 448924100 461 13766 SH DEFINED 01 0 0 13766 ICN PHARMACEUTICALS INC NEW COM 448924100 1306 39800 SH DEFINED 06 0 39800 0 ICN PHARMACEUTICALS INC NEW COM 448924100 123 3700 SH DEFINED 02 09 3700 0 0 HYPERION TOTAL RETURN & INCOME COM 449145101 276 32118 SH DEFINED 01 0 0 32118 HYSEQ INC COM 449163302 127 16480 SH DEFINED 01 0 0 16480 ICO HLDGS INC COM 449293109 15 13000 SH DEFINED 01 0 0 13000 ICOS CORP COM 449295104 8439 146927 SH DEFINED 01 0 0 146927 ICOS CORP COM 449295104 137 2400 SH DEFINED 02 09 2400 0 0 IDEC PHARMACEUTICALS CORP COM 449370105 4510 65431 SH DEFINED 01 0 0 65431 IDEC PHARMACEUTICALS CORP COM 449370105 449 6590 SH DEFINED 06 0 6590 0 IDEC PHARMACEUTICALS CORP COM 449370105 1291 18748 SH DEFINED 02 09 16000 0 2748 I D SYSTEMS INC COM 449489103 529 50000 SH DEFINED 01 0 0 50000 IGEN INC COM 449536101 248 6200 SH DEFINED 01 0 0 6200 IMC GLOBAL INC COM 449669100 303 23316 SH DEFINED 01 0 0 23316 IMC GLOBAL INC COM 449669100 1962 145400 SH DEFINED 15 145400 0 0 IMCO RECYCLING INC COM 449681105 104 14570 SH DEFINED 01 0 0 14570 IMCO RECYCLING INC COM 449681105 6 900 SH DEFINED 02 900 0 0 IMS HEALTH INC COM 449934108 457 23458 SH DEFINED 01 4333 0 19125 IMS HEALTH INC COM 449934108 293 15200 SH DEFINED 06 0 15200 0 IMS HEALTH INC COM 449934108 5020 257367 SH DEFINED 02 09 202400 0 54967 IRT PPTY CO COM 450058102 194 18349 SH DEFINED 01 0 0 18349 ITC DELTACOM INC COM 45031T104 19 22500 SH DEFINED 01 0 0 22500 ISTAR FINL INC COM 45031U101 1812 72626 SH DEFINED 01 0 0 72626 ISTAR FINL INC COM 45031U101 194 7800 SH DEFINED 02 09 7800 0 0 I-STAT CORP COM 450312103 136 17300 SH DEFINED 01 0 0 17300 ITT EDUCATIONAL SERVICES INC COM 45068B109 17 481 SH DEFINED 01 0 0 481 ITT EDUCATIONAL SERVICES INC COM 45068B109 1270 34950 SH DEFINED 06 0 34950 0 ITXC CORP COM 45069F109 1100 153105 SH DEFINED 01 0 0 153105 ITXC CORP COM 45069F109 310 44000 SH DEFINED 15 44000 0 0 ITT INDS INC IND COM 450911102 9950 197047 SH DEFINED 01 0 0 197047 ITT INDS INC IND COM 450911102 208 4100 SH DEFINED 06 0 4100 0 ITT INDS INC IND COM 450911102 2079 41200 SH DEFINED 02 09 41100 0 100 IDACORP INC COM 451107106 730 17988 SH DEFINED 01 15910 0 2078 IDACORP INC COM 451107106 165 4100 SH DEFINED 02 09 4100 0 0 IKON OFFICE SOLUTIONS INC COM 451713101 916 78420 SH DEFINED 01 0 0 78420 IDENTIX INC COM 451906101 182 12530 SH DEFINED 01 0 0 12530 ILLINOIS TOOL WKS INC COM 452308109 4249 62749 SH DEFINED 01 0 0 62749 ILLINOIS TOOL WKS INC COM 452308109 1070 15800 SH DEFINED 06 0 15800 0 ILLINOIS TOOL WKS INC COM 452308109 18831 278080 SH DEFINED 02 09 217535 0 60545 IMCLONE SYS INC COM 45245W109 7213 155272 SH DEFINED 01 0 0 155272 IMCLONE SYS INC COM 45245W109 70 1621 SH DEFINED 06 0 1621 0 IMCLONE SYS INC COM 45245W109 152 3300 SH DEFINED 02 09 3300 0 0 IMCLONE SYS INC COM 45245W109 348 6300 SH DEFINED 15 6300 0 0 IMMUNEX CORP NEW COM 452528102 10424 376206 SH DEFINED 01 0 0 376206 IMMUNEX CORP NEW COM 452528102 3001 107800 SH DEFINED 06 0 107800 0 IMMUNEX CORP NEW COM 452528102 10703 386275 SH DEFINED 02 09 338215 0 48060 IMMUNEX CORP NEW COM 452528102 33575 1163000 SH DEFINED 13 1163000 0 0 IMPAC MTG HLDGS INC COM 45254P102 2830 332978 SH DEFINED 01 0 0 332978 IMPATH INC COM 45255G101 196 4425 SH DEFINED 01 0 0 4425 IMPATH INC COM 45255G101 198 4200 SH DEFINED 15 4200 0 0 IMPERIAL CHEM INDS PLC ADR NEW 452704505 452 20716 SH DEFINED 01 3164 0 17552 IMPERIAL CHEM INDS PLC ADR NEW 452704505 3831 170564 SH DEFINED 06 0 170564 0 IMMUNOMEDICS INC COM 452907108 105 5200 SH DEFINED 01 0 0 5200 IMMUNOMEDICS INC COM 452907108 4604 209300 SH DEFINED 13 209300 0 0 IMPERIAL OIL LTD COM NEW 453038408 1333 47826 SH DEFINED 01 0 0 47826 INCO LTD DEB CV 7.75%16 453258AH8 10 10000 SH DEFINED 01 0 0 10000 INCO LTD COM 453258402 1292 76280 SH DEFINED 01 0 0 76280 INCO LTD COM 453258402 1341 79200 SH DEFINED 02 78900 0 300 INCO LTD COM 453258402 163 9700 SH DEFINED 06 0 9700 0 INCYTE GENOMICS INC COM 45337C102 221 11384 SH DEFINED 01 0 0 11384 INCYTE GENOMICS INC COM 45337C102 1 100 SH DEFINED 02 100 0 0 INCYTE GENOMICS INC COM 45337C102 24064 1189000 SH DEFINED 13 1189000 0 0 INDYMAC BANCORP INC COM 456607100 106 4575 SH DEFINED 01 0 0 4575 INDYMAC BANCORP INC COM 456607100 2186 96000 SH DEFINED 06 0 96000 0 INET TECHNOLOGIES INC COM 45662V105 1525 143900 SH DEFINED 06 0 143900 0 INFINIUM SOFTWARE INC COM 45662Y109 58 29000 SH DEFINED 01 0 0 29000 INFORMATICA CORP COM 45666Q102 8 600 SH DEFINED 01 0 0 600 INFORMATICA CORP COM 45666Q102 1575 121000 SH DEFINED 06 0 121000 0 INFORMATICA CORP COM 45666Q102 1035 69000 SH DEFINED 15 69000 0 0 INFONET SVCS CORP CL B 45666T106 175 71783 SH DEFINED 01 0 0 71783 INFOSPACE INC COM 45678T102 189 92677 SH DEFINED 01 0 0 92677 ING GROUP N V SPONSORED ADR 456837103 483 19003 SH DEFINED 01 30 0 18973 ING GROUP N V SPONSORED ADR 456837103 622 24500 SH DEFINED 06 0 24500 0 INGERSOLL-RAND CO COM 456866102 4308 103057 SH DEFINED 01 0 0 103057 INGRAM MICRO INC CL A 457153104 544 31409 SH DEFINED 01 0 0 31409 INGRAM MICRO INC CL A 457153104 79 4600 SH DEFINED 02 4600 0 0 INITIO INC COM 457203107 21 24000 SH DEFINED 01 0 0 24000 INKTOMI CORP COM 457277101 52 7799 SH DEFINED 01 0 0 7799 INKTOMI CORP COM 457277101 384 58755 SH DEFINED 12 58755 0 0 INSIGNIA FINL GROUP INC NEW COM 45767A105 108 10000 SH DEFINED 01 0 0 10000 INSIGHT COMMUNICATIONS INC CL A 45768V108 12 500 SH DEFINED 01 0 0 500 INSIGHT COMMUNICATIONS INC CL A 45768V108 21 900 SH DEFINED 02 900 0 0 INSIGHT COMMUNICATIONS INC CL A 45768V108 982 41100 SH DEFINED 06 0 41100 0 INNOGY HLDGS PLC SPONSORED ADR 45769A103 1893 67236 SH DEFINED 06 0 67236 0 INRANGE TECHNOLOGIES CORP CL B 45769V206 161 13100 SH DEFINED 01 0 0 13100 INRANGE TECHNOLOGIES CORP CL B 45769V206 606 50600 SH DEFINED 15 50600 0 0 INSURED MUN INCOME FD COM 45809F104 645 47985 SH DEFINED 01 0 0 47985 INTEGRAL SYS INC MD COM 45810H107 1693 87950 SH DEFINED 01 0 0 87950 INTEGRATED DEVICE TECHNOLOGY COM 458118106 1158 43573 SH DEFINED 01 0 0 43573 INTEGRATED DEVICE TECHNOLOGY COM 458118106 241 9100 SH DEFINED 09 9100 0 0 INTEGRATED SILICON SOLUTION COM 45812P107 213 17421 SH DEFINED 01 0 0 17421 INTEL CORP COM 458140100 179723 5714583 SH DEFINED 01 255758 0 5458825 INTEL CORP COM 458140100 19005 575899 SH DEFINED 06 0 575899 0 INTEL CORP COM 458140100 182013 5787416 SH DEFINED 02 09 4773854 0 1013562 INTEL CORP COM 458140100 765 24345 SH DEFINED 11 0 24345 0 INTEL CORP CALL 4581409AG 613 19500 SH CALL DEFINED 01 0 0 195 INTEL CORP CALL 4581409AO 3066 97500 SH CALL DEFINED 01 975 0 0 INTEL CORP CALL 4581409AP 9435 300000 SH CALL DEFINED 01 3000 0 0 INTEL CORP CALL 4581409AR 251 8000 SH CALL DEFINED 01 80 0 0 INTERDIGITAL COMMUNICATIONS CP COM 45866A105 222 22948 SH DEFINED 01 23 0 22925 INTERFACE INC CL A 458665106 260 46500 SH DEFINED 01 0 0 46500 INTERLAND INC COM 458727104 77 36885 SH DEFINED 01 0 0 36885 INTERNAP NETWORK SVCS CORP COM 45885A102 37 32547 SH DEFINED 01 0 0 32547 INTERNATIONAL BUSINESS MACHS COM 459200101 148998 1231797 SH DEFINED 01 16926 0 1214871 INTERNATIONAL BUSINESS MACHS COM 459200101 21412 176232 SH DEFINED 06 0 176232 0 INTERNATIONAL BUSINESS MACHS COM 459200101 178206 1473273 SH DEFINED 02 09 1211791 0 261482 INTERNATIONAL BUSINESS MACHS COM 459200101 384 3175 SH DEFINED 11 0 3175 0 INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 322 10869 SH DEFINED 01 0 0 10869 INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 151 5100 SH DEFINED 06 0 5100 0 INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 2400 80800 SH DEFINED 02 09 65600 0 15200 INTERNATIONAL GAME TECHNOLOGY COM 459902102 659 9649 SH DEFINED 01 0 0 9649 INTERNATIONAL GAME TECHNOLOGY COM 459902102 2149 31300 SH DEFINED 06 0 31300 0 INTERNATIONAL GAME TECHNOLOGY COM 459902102 3698 54158 SH DEFINED 02 09 46700 0 7458 INTL PAPER CO COM 460146103 7586 188022 SH DEFINED 01 0 0 188022 INTL PAPER CO COM 460146103 931 23200 SH DEFINED 06 0 23200 0 INTL PAPER CO COM 460146103 12122 300435 SH DEFINED 02 09 261689 0 38746 INTERNATIONAL RECTIFIER CORP SUB NT CV4.25%07 460254AE5 8 10000 SH DEFINED 01 0 0 10000 INTERNATIONAL RECTIFIER CORP COM 460254105 3811 109280 SH DEFINED 01 0 0 109280 INTERNATIONAL RECTIFIER CORP COM 460254105 66 1900 SH DEFINED 09 1900 0 0 INTERNATIONAL SPEEDWAY CORP CL A 460335201 136 3484 SH DEFINED 01 0 0 3484 INTERNATIONAL SPEEDWAY CORP CL A 460335201 265 6800 SH DEFINED 02 09 6800 0 0 INTERNET CAP GROUP INC COM 46059C106 58 48574 SH DEFINED 01 0 0 48574 INTERSIL CORP CL A 46069S109 609 18100 SH DEFINED 15 18100 0 0 INTERPUBLIC GROUP COS INC COM 460690100 3339 113042 SH DEFINED 01 0 0 113042 INTERPUBLIC GROUP COS INC COM 460690100 4421 149100 SH DEFINED 06 0 149100 0 INTERPUBLIC GROUP COS INC COM 460690100 9747 330006 SH DEFINED 02 09 256986 0 73020 INTERSTATE NATL DEALER SVCS COM 46102P104 62 12700 SH DEFINED 01 0 0 12700 INTERWOVEN INC COM 46114T102 257 26477 SH DEFINED 01 0 0 26477 INTERVOICE-BRITE INC COM 461142101 408 31950 SH DEFINED 01 0 0 31950 INTERVOICE-BRITE INC COM 461142101 308 24600 SH DEFINED 15 24600 0 0 INTIMATE BRANDS INC CL A 461156101 1370 92203 SH DEFINED 01 73757 0 18446 INTIMATE BRANDS INC CL A 461156101 26 1800 SH DEFINED 02 1400 0 400 INTIMATE BRANDS INC CL A 461156101 1299 83800 SH DEFINED 06 0 83800 0 INTROGEN THERAPEUTICS INC COM 46119F107 210 40500 SH DEFINED 13 40500 0 0 INTUITIVE SURGICAL INC COM 46120E107 132 13227 SH DEFINED 01 0 0 13227 INTUIT COM 461202103 4432 103613 SH DEFINED 01 0 0 103613 INTUIT COM 461202103 424 10200 SH DEFINED 06 0 10200 0 INTUIT COM 461202103 6172 144300 SH DEFINED 02 09 123000 0 21300 INVACARE CORP COM 461203101 1520 45093 SH DEFINED 01 0 0 45093 INVACARE CORP COM 461203101 463 14000 SH DEFINED 06 0 14000 0 INVESTMENT GRADE MUN INCOME FD COM 461368102 272 17806 SH DEFINED 01 0 0 17806 INVESTMENT TECHNOLOGY GRP NEW COM 46145F105 166 4270 SH DEFINED 01 0 0 4270 INVESTMENT TECHNOLOGY GRP NEW COM 46145F105 1945 49800 SH DEFINED 15 49800 0 0 INVITROGEN CORP COM 46185R100 173 2794 SH DEFINED 01 0 0 2794 INVITROGEN CORP COM 46185R100 451 7300 SH DEFINED 02 09 7300 0 0 INVESTORS FINL SERVICES CORP COM 461915100 151 2292 SH DEFINED 01 0 0 2292 INVESTORS FINL SERVICES CORP COM 461915100 165 2500 SH DEFINED 09 2500 0 0 IOMEGA CORP COM NEW 462030305 182 21868 SH DEFINED 01 8 0 21860 IONICS INC COM 462218108 201 6700 SH DEFINED 01 0 0 6700 IRELAND BK SPONSORED ADR 46267Q103 7 200 SH DEFINED 01 0 0 200 IRELAND BK SPONSORED ADR 46267Q103 4763 125800 SH DEFINED 06 0 125800 0 ISHARES INC MSCI EMU INDEX 464286608 607 10853 SH DEFINED 01 0 0 10853 ISHARES INC MSCI FRANCE 464286707 279 14927 SH DEFINED 01 0 0 14927 ISHARES INC MSCI JAPAN 464286848 129 16811 SH DEFINED 01 0 0 16811 ISHARES TR S&P 500 INDEX 464287200 960 8405 SH DEFINED 01 0 0 8405 ISHARES TR S&P500/BAR GRW 464287309 1675 28244 SH DEFINED 01 0 0 28244 ISHARES TR S&P500/BAR VAL 464287408 383 6930 SH DEFINED 01 0 0 6930 ISHARES TR MSCI EAFE IDX 464287465 403 3383 SH DEFINED 01 0 0 3383 ISHARES TR S&P MIDCAP 400 464287507 713 7055 SH DEFINED 01 0 0 7055 ISHARES TR GLDM SCHS SEMI 464287523 1740 26180 SH DEFINED 01 0 0 26180 ISHARES TR GLDM SACHS TEC 464287549 3060 60374 SH DEFINED 01 0 0 60374 ISHARES TR NASDQ BIO INDX 464287556 2357 25896 SH DEFINED 01 0 0 25896 ISHARES TR DJ US CON CYCL 464287580 225 4055 SH DEFINED 01 0 0 4055 ISHARES TR RUSSELL1000VAL 464287598 786 14201 SH DEFINED 01 0 0 14201 ISHARES TR S&P MIDCP GROW 464287606 1598 14030 SH DEFINED 01 0 0 14030 ISHARES TR RUSSELL 1000 464287622 609 9995 SH DEFINED 01 0 0 9995 ISHARES TR RUSL 2000 VALU 464287630 900 7037 SH DEFINED 01 0 0 7037 ISHARES TR RUSL 2000 GROW 464287648 693 12090 SH DEFINED 01 0 0 12090 ISHARES TR RUSSELL 2000 464287655 3574 37104 SH DEFINED 01 0 0 37104 ISHARES TR RUSSELL 2000 464287655 5174 52800 SH DEFINED 15 52800 0 0 ISHARES TR S&P MIDCP VALU 464287705 1059 11713 SH DEFINED 01 0 0 11713 ISHARES TR DJ US TELECOMM 464287713 495 15714 SH DEFINED 01 0 0 15714 ISHARES TR DJ US TECH SEC 464287721 1622 30494 SH DEFINED 01 20 0 30474 ISHARES TR DJ US HEALTHCR 464287762 1070 17244 SH DEFINED 01 0 0 17244 ISHARES TR DJ US FINL SVC 464287770 373 4075 SH DEFINED 01 0 0 4075 ISHARES TR DJ US FINL SEC 464287788 581 7226 SH DEFINED 01 0 0 7226 ISHARES TR S&P SMLCAP 600 464287804 988 8638 SH DEFINED 01 0 0 8638 ISHARES TR DJ CON NON CYCL 464287812 1181 27096 SH DEFINED 01 0 0 27096 ISHARES TR DJ US BAS MATL 464287838 494 12850 SH DEFINED 01 0 0 12850 ISHARES TR S&P EURO PLUS 464287861 2214 37470 SH DEFINED 01 0 0 37470 ISHARES TR S&P SMLCP VALU 464287879 2586 30304 SH DEFINED 01 0 0 30304 ISHARES TR S&P SMLCP GROW 464287887 288 3745 SH DEFINED 01 0 0 3745 ISIS PHARMACEUTICALS INC COM 464330109 356 16050 SH DEFINED 01 0 0 16050 ISIS PHARMACEUTICALS INC COM 464330109 2303 99800 SH DEFINED 13 99800 0 0 ISOLYSER INC COM 464888106 48 19143 SH DEFINED 01 0 0 19143 I2 TECHNOLOGIES INC COM 465754109 932 118065 SH DEFINED 01 0 0 118065 I2 TECHNOLOGIES INC COM 465754109 263 33300 SH DEFINED 09 33300 0 0 IVAX CORP SR SUB NT CV 07 465823AD4 40 40000 SH DEFINED 01 0 0 40000 IVAX CORP SR SUB NT CV 08 465823AG7 75 90000 SH DEFINED 01 90000 0 0 IVAX CORP COM 465823102 8135 403960 SH DEFINED 01 0 0 403960 IVAX CORP COM 465823102 1344 67075 SH DEFINED 06 0 67075 0 IVAX CORP COM 465823102 303 15075 SH DEFINED 02 09 15075 0 0 IVAX CORP COM 465823102 139 6800 SH DEFINED 15 6800 0 0 JDN RLTY CORP COM 465917102 227 18450 SH DEFINED 01 0 0 18450 JDS UNIPHASE CORP COM 46612J101 20215 2328958 SH DEFINED 01 536 0 2328422 JDS UNIPHASE CORP COM 46612J101 724 79300 SH DEFINED 06 0 79300 0 JDS UNIPHASE CORP COM 46612J101 20888 2406549 SH DEFINED 02 09 2227870 0 178679 JDS UNIPHASE CORP COM 46612J101 146 16885 SH DEFINED 11 0 16885 0 JNI CORP COM 46622G105 377 45400 SH DEFINED 01 0 0 45400 JP REALTY INC COM 46624A106 238 10020 SH DEFINED 01 0 0 10020 J P MORGAN CHASE & CO COM 46625H100 67435 1855184 SH DEFINED 01 28799 0 1826385 J P MORGAN CHASE & CO COM 46625H100 8070 222010 SH DEFINED 06 0 222010 0 J P MORGAN CHASE & CO COM 46625H100 81498 2242060 SH DEFINED 02 09 1905473 0 336587 JABIL CIRCUIT INC COM 466313103 717 31567 SH DEFINED 01 0 0 31567 JABIL CIRCUIT INC COM 466313103 1614 68580 SH DEFINED 06 0 68580 0 JABIL CIRCUIT INC COM 466313103 3457 152186 SH DEFINED 02 09 126400 0 25786 JACOBS ENGR GROUP INC DEL COM 469814107 26 400 SH DEFINED 01 0 0 400 JACOBS ENGR GROUP INC DEL COM 469814107 224 3400 SH DEFINED 02 09 3400 0 0 JACOBSON STORES INC SB DB CV 6.75%11 469834AC9 1 10000 SH DEFINED 01 0 0 10000 JAPAN EQUITY FD INC COM 471057109 67 14568 SH DEFINED 01 0 0 14568 JEFFERSON PILOT CORP COM 475070108 5695 123093 SH DEFINED 01 0 0 123093 JEFFERSON PILOT CORP COM 475070108 367 8000 SH DEFINED 06 0 8000 0 JEFFERSON PILOT CORP COM 475070108 7399 159925 SH DEFINED 02 09 133750 0 26175 JEFFERSON SMURFIT GROUP PLC SPONSORED ADR 47508W107 299 13310 SH DEFINED 01 0 0 13310 JEFFERSON SMURFIT GROUP PLC SPONSORED ADR 47508W107 297 13000 SH DEFINED 06 0 13000 0 JOHN NUVEEN CO CL A 478035108 914 17096 SH DEFINED 01 0 0 17096 JOHN NUVEEN CO CL A 478035108 283 5300 SH DEFINED 09 5300 0 0 JOHNSON & JOHNSON COM 478160104 112677 1906557 SH DEFINED 01 36409 0 1870148 JOHNSON & JOHNSON COM 478160104 27199 463348 SH DEFINED 06 0 463348 0 JOHNSON & JOHNSON COM 478160104 140638 2379676 SH DEFINED 02 09 1931421 0 448255 JOHNSON & JOHNSON COM 478160104 686 11620 SH DEFINED 11 0 11620 0 JOHNSON CTLS INC COM 478366107 2049 25380 SH DEFINED 01 0 0 25380 JOHNSON CTLS INC COM 478366107 347 4300 SH DEFINED 06 0 4300 0 JOHNSON CTLS INC COM 478366107 5424 67177 SH DEFINED 02 09 57200 0 9977 JONES APPAREL GROUP INC COM 480074103 4271 128772 SH DEFINED 01 0 0 128772 JONES APPAREL GROUP INC COM 480074103 1675 50600 SH DEFINED 06 0 50600 0 JONES APPAREL GROUP INC COM 480074103 2391 72100 SH DEFINED 02 09 67900 0 4200 JUNIPER NETWORKS INC COM 48203R104 4133 218103 SH DEFINED 01 420 0 217683 JUNIPER NETWORKS INC COM 48203R104 3222 155000 SH DEFINED 06 0 155000 0 JUNIPER NETWORKS INC COM 48203R104 840 44360 SH DEFINED 09 40700 0 3660 JUNIPER NETWORKS INC COM 48203R104 920 47500 SH DEFINED 15 47500 0 0 KCS ENERGY INC COM 482434206 32 10300 SH DEFINED 01 0 0 10300 KFX INC COM 48245L107 52 17500 SH DEFINED 01 0 0 17500 KLA-TENCOR CORP COM 482480100 6723 135668 SH DEFINED 01 102135 0 33533 KLA-TENCOR CORP COM 482480100 492 9400 SH DEFINED 06 0 9400 0 KLA-TENCOR CORP COM 482480100 7766 156724 SH DEFINED 02 09 129320 0 27404 KLM ROYAL DUTCH AIRLS COM NY REG NEW 482516309 226 20436 SH DEFINED 01 0 0 20436 K MART CORP COM 482584109 606 110998 SH DEFINED 01 0 0 110998 K MART CORP COM 482584109 127 26800 SH DEFINED 06 0 26800 0 K MART CORP COM 482584109 1925 352700 SH DEFINED 02 09 302900 0 49800 KPMG CONSULTING INC COM 48265R109 94 5690 SH DEFINED 01 0 0 5690 KPMG CONSULTING INC COM 48265R109 16 1000 SH DEFINED 02 1000 0 0 KPMG CONSULTING INC COM 48265R109 2157 131100 SH DEFINED 15 131100 0 0 KAMAN CORP CL A 483548103 15 1000 SH DEFINED 01 0 0 1000 KAMAN CORP CL A 483548103 437 27900 SH DEFINED 06 0 27900 0 KANEB PIPE LINE PARTNERS L P SR PREF UNIT 484169107 1378 33632 SH DEFINED 01 0 0 33632 KANEB SERVICES LLC COM 484173109 1381 70668 SH DEFINED 01 0 0 70668 KANSAS CITY SOUTHN INDS INC COM NEW 485170302 1351 95656 SH DEFINED 01 0 0 95656 KB HOME COM 48666K109 4967 123886 SH DEFINED 01 0 0 123886 KB HOME COM 48666K109 24 600 SH DEFINED 06 0 600 0 KB HOME COM 48666K109 1571 39200 SH DEFINED 02 09 24600 0 14600 KEANE INC COM 486665102 196 10904 SH DEFINED 01 0 0 10904 KELLOGG CO COM 487836108 2092 69514 SH DEFINED 01 0 0 69514 KELLOGG CO COM 487836108 632 21100 SH DEFINED 06 0 21100 0 KELLOGG CO COM 487836108 10739 356797 SH DEFINED 02 09 292500 0 64297 KELLWOOD CO COM 488044108 409 17100 SH DEFINED 06 0 17100 0 KELLY SVCS INC CL A 488152208 376 17179 SH DEFINED 01 0 0 17179 KELLY SVCS INC CL A 488152208 392 17700 SH DEFINED 06 0 17700 0 KEMET CORP COM 488360108 279 15750 SH DEFINED 01 0 0 15750 KEMET CORP COM 488360108 35 2000 SH DEFINED 02 2000 0 0 KERR MCGEE CORP COM 492386107 841 15361 SH DEFINED 01 0 0 15361 KERR MCGEE CORP COM 492386107 446 8250 SH DEFINED 06 0 8250 0 KERR MCGEE CORP COM 492386107 4475 81688 SH DEFINED 02 09 68200 0 13488 KEYCORP NEW COM 493267108 358 14735 SH DEFINED 01 0 0 14735 KEYCORP NEW COM 493267108 5321 217200 SH DEFINED 06 0 217200 0 KEYCORP NEW COM 493267108 10668 438343 SH DEFINED 02 09 356900 0 81443 KEYNOTE SYS INC COM 493308100 711 76140 SH DEFINED 01 0 0 76140 KEYSPAN CORP COM 49337W100 3660 105640 SH DEFINED 01 0 0 105640 KEYSPAN CORP COM 49337W100 235 6700 SH DEFINED 06 0 6700 0 KEYSPAN CORP COM 49337W100 2261 65297 SH DEFINED 02 09 62700 0 2597 KIMBALL INTL INC CL B 494274103 431 28300 SH DEFINED 06 0 28300 0 KIMBERLY CLARK CORP COM 494368103 22724 380006 SH DEFINED 01 1339 0 378667 KIMBERLY CLARK CORP COM 494368103 3976 66985 SH DEFINED 06 0 66985 0 KIMBERLY CLARK CORP COM 494368103 27910 466748 SH DEFINED 02 09 370800 0 95948 KIMCO REALTY CORP COM 49446R109 739 22612 SH DEFINED 01 0 0 22612 KIMCO REALTY CORP COM 49446R109 450 13800 SH DEFINED 02 09 13800 0 0 KINDER MORGAN INC KANS COM 49455P101 1092 19612 SH DEFINED 01 0 0 19612 KINDER MORGAN INC KANS COM 49455P101 2394 43000 SH DEFINED 02 42800 0 200 KINDER MORGAN INC KANS COM 49455P101 285 5100 SH DEFINED 06 0 5100 0 KINDER MORGAN ENERGY PARTNERS UT LTD PARTNER 494550106 7958 210437 SH DEFINED 01 0 0 210437 KING PHARMACEUTICALS INC COM 495582108 5908 140239 SH DEFINED 01 0 0 140239 KING PHARMACEUTICALS INC COM 495582108 490 11700 SH DEFINED 06 0 11700 0 KING PHARMACEUTICALS INC COM 495582108 6520 154785 SH DEFINED 02 09 136167 0 18618 KING PHARMACEUTICALS INC COM 495582108 199 4766 SH DEFINED 15 4766 0 0 KIRBY CORP COM 497266106 388 14100 SH DEFINED 01 0 0 14100 KMART FING I PFD TRCV 7.75% 498778208 411 14200 SH DEFINED 01 0 0 14200 KNIGHT RIDDER INC COM 499040103 1374 21168 SH DEFINED 01 10468 0 10700 KNIGHT RIDDER INC COM 499040103 2908 44800 SH DEFINED 02 41600 0 3200 KNIGHT RIDDER INC COM 499040103 280 4300 SH DEFINED 06 0 4300 0 KNIGHT TRADING GROUP INC COM 499063105 471 42798 SH DEFINED 01 0 0 42798 KNIGHT TRADING GROUP INC COM 499063105 8 800 SH DEFINED 02 800 0 0 KOHLS CORP COM 500255104 11901 168960 SH DEFINED 01 0 0 168960 KOHLS CORP COM 500255104 2774 39500 SH DEFINED 06 0 39500 0 KOHLS CORP COM 500255104 31741 450634 SH DEFINED 02 09 408986 0 41648 KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 1173 39921 SH DEFINED 01 0 0 39921 KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 294 10000 SH DEFINED 06 0 10000 0 KONINKLIJKE PHILIPS ELECTRS NV NY REG SH NEW 500472303 2764 94973 SH DEFINED 01 0 0 94973 KONINKLIJKE PHILIPS ELECTRS NV NY REG SH NEW 500472303 889 29600 SH DEFINED 06 0 29600 0 KOPIN CORP COM 500600101 2228 159194 SH DEFINED 01 0 0 159194 KOREA EQUITY FD INC COM 50063B104 38 11578 SH DEFINED 01 0 0 11578 KOREA TELECOM SPONSORED ADR 50063P103 779 38345 SH DEFINED 01 10 0 38335 KOREA TELECOM SPONSORED ADR 50063P103 2552 121888 SH DEFINED 06 0 121888 0 KOREA ELECTRIC PWR SPONSORED ADR 500631106 42 4640 SH DEFINED 01 10 0 4630 KOREA ELECTRIC PWR SPONSORED ADR 500631106 3604 379377 SH DEFINED 06 0 379377 0 KOS PHARMACEUTICALS INC COM 500648100 309 8932 SH DEFINED 01 0 0 8932 KRAFT FOODS INC CL A 50075N104 8590 252443 SH DEFINED 01 0 0 252443 KRISPY KREME DOUGHNUTS INC COM 501014104 1079 24432 SH DEFINED 01 0 0 24432 KROGER CO COM 501044101 1163 55731 SH DEFINED 01 0 0 55731 KROGER CO COM 501044101 3860 188100 SH DEFINED 06 0 188100 0 KROGER CO COM 501044101 15594 747267 SH DEFINED 02 09 580300 0 166967 LCA-VISION INC COM NEW 501803209 86 97785 SH DEFINED 01 0 0 97785 LSI LOGIC CORP SUB NT CV 4%05 502161AE2 288 343000 SH DEFINED 01 343000 0 0 LSI LOGIC CORP COM 502161102 4301 272562 SH DEFINED 01 0 0 272562 LSI LOGIC CORP COM 502161102 1743 109000 SH DEFINED 06 0 109000 0 LSI LOGIC CORP COM 502161102 2551 161700 SH DEFINED 02 09 161200 0 500 LTX CORP COM 502392103 2476 118264 SH DEFINED 01 118084 0 180 L-3 COMMUNICATIONS HLDGS INC COM 502424104 336 3738 SH DEFINED 01 0 0 3738 L-3 COMMUNICATIONS HLDGS INC COM 502424104 90 1000 SH DEFINED 09 1000 0 0 LVMH MOET HENNESSY LOU VUITTON SPONSORED ADR 502441207 1412 171397 SH DEFINED 01 164932 0 6465 LA QUINTA PPTYS INC PAIRED CTF 50419Q409 157 27484 SH DEFINED 01 0 0 27484 LABORATORY CORP AMER HLDGS COM NEW 50540R409 8782 108626 SH DEFINED 01 0 0 108626 LABORATORY CORP AMER HLDGS COM NEW 50540R409 3713 47100 SH DEFINED 06 0 47100 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 420 5200 SH DEFINED 02 09 5200 0 0 LADENBURG THALMAN FIN SVCS INC COM 50575Q102 9 10861 SH DEFINED 01 0 0 10861 LAFARGE COPPEE S A SPON ADR NEW 505861401 3742 163791 SH DEFINED 01 0 0 163791 LAFARGE COPPEE S A SPON ADR NEW 505861401 13179 576800 SH DEFINED 02 576800 0 0 LAFARGE NORTH AMERICA INC COM 505862102 1234 32869 SH DEFINED 01 0 0 32869 LAFARGE NORTH AMERICA INC COM 505862102 180 4800 SH DEFINED 02 09 4800 0 0 LAM RESEARCH CORP COM 512807108 1463 63037 SH DEFINED 01 0 0 63037 LAM RESEARCH CORP COM 512807108 197 8500 SH DEFINED 02 09 7000 0 1500 LANCASTER COLONY CORP COM 513847103 484 13500 SH DEFINED 06 0 13500 0 LANCE INC COM 514606102 10288 720000 SH DEFINED 01 0 0 720000 LANDS END INC COM 515086106 2583 51512 SH DEFINED 01 40073 0 11439 LANTE CORP COM 516540101 19 16300 SH DEFINED 01 0 0 16300 LATTICE SEMICONDUCTOR CORP COM 518415104 10301 500819 SH DEFINED 01 0 0 500819 LATTICE SEMICONDUCTOR CORP COM 518415104 949 45000 SH DEFINED 06 0 45000 0 LATTICE SEMICONDUCTOR CORP COM 518415104 67 3300 SH DEFINED 09 3300 0 0 LAUDER ESTEE COS INC CL A 518439104 1514 47225 SH DEFINED 01 37846 0 9379 LAUDER ESTEE COS INC CL A 518439104 122 3800 SH DEFINED 06 0 3800 0 LAUDER ESTEE COS INC CL A 518439104 521 16300 SH DEFINED 02 09 16300 0 0 LAUDER ESTEE COS INC CL A 518439104 243 7590 SH DEFINED 11 0 7590 0 LEAP WIRELESS INTL INC COM 521863100 334 15966 SH DEFINED 01 0 0 15966 LEAR CORP COM 521865105 367 9639 SH DEFINED 01 0 0 9639 LEAR CORP COM 521865105 53 1400 SH DEFINED 02 1400 0 0 LEAR CORP COM 521865105 1489 39600 SH DEFINED 06 0 39600 0 LEARNING TREE INTL INC COM 522015106 634 22748 SH DEFINED 01 0 0 22748 LEE ENTERPRISES INC COM 523768109 5 141 SH DEFINED 01 0 0 141 LEE ENTERPRISES INC COM 523768109 2560 70900 SH DEFINED 06 0 70900 0 LEGATO SYS INC COM 524651106 1748 134827 SH DEFINED 01 0 0 134827 LEGATO SYS INC COM 524651106 989 72400 SH DEFINED 15 72400 0 0 LEGGETT & PLATT INC COM 524660107 501 21819 SH DEFINED 01 0 0 21819 LEGGETT & PLATT INC COM 524660107 2276 101920 SH DEFINED 06 0 101920 0 LEGGETT & PLATT INC COM 524660107 3118 135600 SH DEFINED 02 09 120000 0 15600 LEGG MASON INC COM 524901105 7 160 SH DEFINED 01 0 0 160 LEGG MASON INC COM 524901105 993 20000 SH DEFINED 06 0 20000 0 LEGG MASON INC COM 524901105 203 4100 SH DEFINED 02 09 4100 0 0 LEHMAN BROS HLDGS INC COM 524908100 4683 70112 SH DEFINED 01 0 0 70112 LEHMAN BROS HLDGS INC COM 524908100 1721 26480 SH DEFINED 06 0 26480 0 LEHMAN BROS HLDGS INC COM 524908100 16523 247367 SH DEFINED 02 09 210044 0 37323 LENDINGTREE INC COM 52602Q105 654 111002 SH DEFINED 01 127 0 110875 LENNAR CORP COM 526057104 1673 35743 SH DEFINED 01 0 0 35743 LENNAR CORP COM 526057104 79 1700 SH DEFINED 02 1700 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 556 111302 SH DEFINED 01 20033 0 91269 LEVEL 3 COMMUNICATIONS INC COM 52729N100 19 3900 SH DEFINED 02 3900 0 0 LEXMARK INTL NEW CL A 529771107 9820 166441 SH DEFINED 01 26716 0 139725 LEXMARK INTL NEW CL A 529771107 1223 20465 SH DEFINED 06 0 20465 0 LEXMARK INTL NEW CL A 529771107 8836 149788 SH DEFINED 02 09 115700 0 34088 LIBERTY ALL-STAR GROWTH FD INC COM 529900102 206 24773 SH DEFINED 01 0 0 24773 LIBERATE TECHNOLOGIES COM 530129105 59 5174 SH DEFINED 01 0 0 5174 LIBERATE TECHNOLOGIES COM 530129105 56 4900 SH DEFINED 06 0 4900 0 LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 120 10903 SH DEFINED 01 0 0 10903 LIBERTY MEDIA CORP NEW COM SER A 530718105 19640 1402863 SH DEFINED 01 0 0 1402863 LIBERTY MEDIA CORP NEW COM SER A 530718105 271 19200 SH DEFINED 06 0 19200 0 LIBERTY MEDIA CORP NEW COM SER A 530718105 18055 1289735 SH DEFINED 02 09 1205850 0 83885 LIBERTY MEDIA CORP NEW COM SER A 530718105 8463 605377 SH DEFINED 12 605377 0 0 LIBERTY PPTY TR SH BEN INT 531172104 1843 61762 SH DEFINED 01 0 0 61762 LIBERTY PPTY TR SH BEN INT 531172104 154 5200 SH DEFINED 02 09 5200 0 0 LIFEPOINT INC COM 53215R100 62 20000 SH DEFINED 01 0 0 20000 LIGHTBRIDGE INC COM 532226107 183 15115 SH DEFINED 01 0 0 15115 LIGHTSPAN INC COM 53226T103 48 35000 SH DEFINED 01 0 0 35000 LILLIAN VERNON CORP COM 532430105 442 66555 SH DEFINED 01 64555 0 2000 LILLY ELI & CO COM 532457108 14131 179932 SH DEFINED 01 3777 0 176155 LILLY ELI & CO COM 532457108 6625 84400 SH DEFINED 06 0 84400 0 LILLY ELI & CO COM 532457108 68309 869749 SH DEFINED 02 09 704600 0 165149 LILLY ELI & CO COM 532457108 793 10105 SH DEFINED 11 0 10105 0 LILLY ELI & CO COM 532457108 23945 299946 SH DEFINED 12 299946 0 0 LIMITED INC COM 532716107 123 8370 SH DEFINED 01 0 0 8370 LIMITED INC COM 532716107 368 23700 SH DEFINED 06 0 23700 0 LIMITED INC COM 532716107 6729 457212 SH DEFINED 02 09 354400 0 102812 LINCARE HLDGS INC COM 532791100 1565 54655 SH DEFINED 01 0 0 54655 LINCARE HLDGS INC COM 532791100 2254 78700 SH DEFINED 02 09 57700 0 21000 LINCOLN ELEC HLDGS INC COM 533900106 242 9905 SH DEFINED 01 2400 0 7505 LINCOLN NATL CORP IND COM 534187109 11114 228832 SH DEFINED 01 0 0 228832 LINCOLN NATL CORP IND COM 534187109 430 8900 SH DEFINED 06 0 8900 0 LINCOLN NATL CORP IND COM 534187109 6860 141263 SH DEFINED 02 09 125400 0 15863 LINEAR TECHNOLOGY CORP COM 535678106 1504 38545 SH DEFINED 01 0 0 38545 LINEAR TECHNOLOGY CORP COM 535678106 4834 123840 SH DEFINED 02 122040 0 1800 LINEAR TECHNOLOGY CORP COM 535678106 1624 39900 SH DEFINED 06 0 39900 0 LINENS N THINGS INC COM 535679104 733 28751 SH DEFINED 01 0 0 28751 LINENS N THINGS INC COM 535679104 1575 62900 SH DEFINED 06 0 62900 0 LIZ CLAIBORNE INC COM 539320101 283 5700 SH DEFINED 01 0 0 5700 LIZ CLAIBORNE INC COM 539320101 150 3000 SH DEFINED 06 0 3000 0 LIZ CLAIBORNE INC COM 539320101 1228 24700 SH DEFINED 02 09 24100 0 600 LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 433 9900 SH DEFINED 06 0 9900 0 LOCKHEED MARTIN CORP COM 539830109 5116 109634 SH DEFINED 01 2705 0 106929 LOCKHEED MARTIN CORP COM 539830109 962 20800 SH DEFINED 06 0 20800 0 LOCKHEED MARTIN CORP COM 539830109 11750 251789 SH DEFINED 02 09 218300 0 33489 LOEWS CORP COM 540424108 1640 29629 SH DEFINED 01 300 0 29329 LOEWS CORP COM 540424108 801 14500 SH DEFINED 06 0 14500 0 LOEWS CORP COM 540424108 7599 137230 SH DEFINED 02 09 132700 0 4530 LOGICVISION INC COM 54140W107 168 13188 SH DEFINED 01 0 0 13188 LOUDCLOUD INC COM 545735102 363 85700 SH DEFINED 01 0 0 85700 LOUDEYE TECHNOLOGIES INC COM 545754103 11 15750 SH DEFINED 01 0 0 15750 LOUISIANA PAC CORP COM 546347105 215 25562 SH DEFINED 01 0 0 25562 LOWES COS INC COM 548661107 36423 784822 SH DEFINED 01 93098 0 691724 LOWES COS INC COM 548661107 7315 161220 SH DEFINED 06 0 161220 0 LOWES COS INC COM 548661107 26692 575144 SH DEFINED 02 09 479319 0 95825 LUBRIZOL CORP COM 549271104 194 5550 SH DEFINED 01 0 0 5550 LUBRIZOL CORP COM 549271104 42 1200 SH DEFINED 02 1200 0 0 LUBYS INC COM 549282101 127 22300 SH DEFINED 01 0 0 22300 LUBYS INC COM 549282101 187 33000 SH DEFINED 06 0 33000 0 LUCENT TECHNOLOGIES INC COM 549463107 9628 1528334 SH DEFINED 01 68566 0 1459768 LUCENT TECHNOLOGIES INC COM 549463107 1114 169300 SH DEFINED 06 0 169300 0 LUCENT TECHNOLOGIES INC COM 549463107 16512 2621038 SH DEFINED 02 09 2133524 0 487514 LUCENT TECHNOLOGIES INC COM 549463107 664 107500 SH DEFINED 15 107500 0 0 LUMINEX CORP DEL COM 55027E102 238 14055 SH DEFINED 01 0 0 14055 LYDALL INC DEL COM 550819106 350 35000 SH DEFINED 01 0 0 35000 LYONDELL CHEMICAL CO COM 552078107 121 8450 SH DEFINED 01 0 0 8450 LYONDELL CHEMICAL CO COM 552078107 47 3300 SH DEFINED 02 2600 0 700 M & F WORLDWIDE CORP COM 552541104 79 18602 SH DEFINED 01 2 0 18600 M & T BK CORP COM 55261F104 297 4090 SH DEFINED 01 0 0 4090 M & T BK CORP COM 55261F104 881 12100 SH DEFINED 02 09 12100 0 0 MBIA INC COM 55262C100 3468 64683 SH DEFINED 01 0 0 64683 MBIA INC COM 55262C100 4030 74900 SH DEFINED 06 0 74900 0 MBIA INC COM 55262C100 5375 100250 SH DEFINED 02 09 92950 0 7300 MBNA CORP COM 55262L100 5124 145594 SH DEFINED 01 20 0 145574 MBNA CORP COM 55262L100 7935 224155 SH DEFINED 06 0 224155 0 MBNA CORP COM 55262L100 29264 831386 SH DEFINED 02 09 687245 0 144141 MBNA CORP COM 55262L100 51 1475 SH DEFINED 11 0 1475 0 MBNA CORP COM 55262L100 684 19261 SH DEFINED 12 19261 0 0 MBL INTL FIN BERMUDA TR GTD NT EXCH 3%02 55262XAA2 20 20000 SH DEFINED 01 0 0 20000 M D C HLDGS INC COM 552676108 264 7003 SH DEFINED 01 0 0 7003 MDU RES GROUP INC COM 552690109 309 11011 SH DEFINED 01 0 0 11011 MDU RES GROUP INC COM 552690109 45 1600 SH DEFINED 02 1600 0 0 MEVC DRAPER FISHER JURVET FD I COM 55271E105 1232 123460 SH DEFINED 01 0 0 123460 MFS CHARTER INCOME TR SH BEN INT 552727109 1294 155998 SH DEFINED 01 0 0 155998 MFS INTER INCOME TR SH BEN INT 55273C107 1388 206860 SH DEFINED 01 0 0 206860 MFS MULTIMARKET INCOME TR SH BEN INT 552737108 700 118513 SH DEFINED 01 0 0 118513 MFS MUN INCOME TR SH BEN INT 552738106 84 11014 SH DEFINED 01 0 0 11014 MGIC INVT CORP WIS COM 552848103 2987 48410 SH DEFINED 01 0 0 48410 MGIC INVT CORP WIS COM 552848103 346 5600 SH DEFINED 06 0 5600 0 MGIC INVT CORP WIS COM 552848103 8232 133394 SH DEFINED 02 09 107380 0 26014 MFS GOVT MKTS INCOME TR SH BEN INT 552939100 213 32881 SH DEFINED 01 0 0 32881 MGM MIRAGE COM 552953101 28 1000 SH DEFINED 01 0 0 1000 MGM MIRAGE COM 552953101 2864 99000 SH DEFINED 07 99000 0 0 MGM MIRAGE COM 552953101 175 6100 SH DEFINED 02 09 6100 0 0 MKS INSTRUMENT INC COM 55306N104 224 8320 SH DEFINED 01 0 0 8320 MMO2 PLC ADR 55309W101 113 9020 SH DEFINED 01 0 0 9020 MMO2 PLC ADR 55309W101 756 59286 SH DEFINED 06 0 59286 0 MRV COMMUNICATIONS INC COM 553477100 87 20700 SH DEFINED 01 0 0 20700 MTR GAMING GROUP INC COM 553769100 432 27000 SH DEFINED 01 0 0 27000 MTS SYS CORP COM 553777103 2 200 SH DEFINED 02 200 0 0 MTS SYS CORP COM 553777103 208 20700 SH DEFINED 06 0 20700 0 MTI TECHNOLOGY CORP COM 553903105 66 36695 SH DEFINED 01 0 0 36695 MACK CALI RLTY CORP COM 554489104 1399 45124 SH DEFINED 01 0 0 45124 MACK CALI RLTY CORP COM 554489104 31 1000 SH DEFINED 02 1000 0 0 MACROCHEM CORP DEL COM 555903103 81 26775 SH DEFINED 01 0 0 26775 MACROVISION CORP COM 555904101 770 21875 SH DEFINED 01 0 0 21875 MAGNA ENTMT CORP CL A 559211107 163 23300 SH DEFINED 01 0 0 23300 MAGNA INTL INC CL A 559222401 4490 70743 SH DEFINED 01 0 0 70743 MAGNETEK INC COM 559424106 378 42000 SH DEFINED 01 0 0 42000 MAIL-WELL INC SUB NT CONV 5%02 560321AD3 40 45000 SH DEFINED 01 0 0 45000 MAIL-WELL INC COM 560321200 4 1100 SH DEFINED 01 0 0 1100 MAIL-WELL INC COM 560321200 1229 270900 SH DEFINED 15 270900 0 0 MALAN RLTY INVS INC SB DB CONV9.5%04 561063AA6 68 76000 SH DEFINED 01 0 0 76000 MALAN RLTY INVS INC COM 561063108 85 12800 SH DEFINED 01 0 0 12800 MANAGED HIGH INCOME PORTFOLIO COM 56166C105 111 15642 SH DEFINED 01 0 0 15642 MANAGED MUNS PORTFOLIO INC COM 561662107 131 12643 SH DEFINED 01 0 0 12643 MANAGED HIGH YIELD PLUS FD INC COM 561911108 674 115072 SH DEFINED 01 1 0 115071 MANDALAY RESORT GROUP COM 562567107 27 1300 SH DEFINED 02 1300 0 0 MANDALAY RESORT GROUP COM 562567107 2693 125000 SH DEFINED 07 125000 0 0 MANHATTAN ASSOCS INC COM 562750109 389 13400 SH DEFINED 06 0 13400 0 MANOR CARE INC NEW COM 564055101 597 25191 SH DEFINED 01 0 0 25191 MANOR CARE INC NEW COM 564055101 1806 78200 SH DEFINED 06 0 78200 0 MANOR CARE INC NEW COM 564055101 2498 105400 SH DEFINED 02 09 84300 0 21100 MANUFACTURERS SVCS LTD COM 565005105 148 23700 SH DEFINED 01 0 0 23700 MANUGISTICS GROUP INC COM 565011103 1293 61353 SH DEFINED 01 0 0 61353 MANUGISTICS GROUP INC COM 565011103 2470 122700 SH DEFINED 06 0 122700 0 MANUGISTICS GROUP INC COM 565011103 2572 120100 SH DEFINED 15 120100 0 0 MARCONI PLC SPONSORED ADR 566306205 105 89800 SH DEFINED 01 0 0 89800 MARCUS CORP COM 566330106 760 53765 SH DEFINED 01 0 0 53765 MARCUS CORP COM 566330106 21 1500 SH DEFINED 02 1500 0 0 MARSH & MCLENNAN COS INC COM 571748102 13067 121615 SH DEFINED 01 0 0 121615 MARSH & MCLENNAN COS INC COM 571748102 12784 119805 SH DEFINED 06 0 119805 0 MARSH & MCLENNAN COS INC COM 571748102 22407 208543 SH DEFINED 02 09 182800 0 25743 MARSH & MCLENNAN COS INC COM 571748102 177 1650 SH DEFINED 11 0 1650 0 MARSHALL & ILSLEY CORP COM 571834100 111 1760 SH DEFINED 01 0 0 1760 MARSHALL & ILSLEY CORP COM 571834100 1106 17500 SH DEFINED 02 09 17500 0 0 MARRIOTT INTL INC NEW CL A 571903202 1063 26154 SH DEFINED 01 0 0 26154 MARRIOTT INTL INC NEW CL A 571903202 4780 119500 SH DEFINED 06 0 119500 0 MARRIOTT INTL INC NEW CL A 571903202 8889 218695 SH DEFINED 02 09 171800 0 46895 MARTIN MARIETTA MATLS INC COM 573284106 57 1230 SH DEFINED 01 0 0 1230 MARTIN MARIETTA MATLS INC COM 573284106 256 5500 SH DEFINED 02 09 5500 0 0 MASCO CORP COM 574599106 4108 167691 SH DEFINED 01 0 0 167691 MASCO CORP COM 574599106 7229 295062 SH DEFINED 06 0 295062 0 MASCO CORP COM 574599106 10149 414292 SH DEFINED 02 09 330910 0 83382 MASCOTECH INC SBDB CONV 4.5%03 574670AB1 517 620000 SH DEFINED 01 15000 0 605000 MASSEY ENERGY CORP COM 576206106 269 13000 SH DEFINED 01 0 0 13000 MASSEY ENERGY CORP COM 576206106 35 1700 SH DEFINED 02 1700 0 0 MATRITECH INC COM 576818108 277 97600 SH DEFINED 13 97600 0 0 MATRIXONE INC COM 57685P304 7 588 SH DEFINED 01 0 0 588 MATRIXONE INC COM 57685P304 1474 113400 SH DEFINED 15 113400 0 0 MATRIX SVC CO COM 576853105 339 50700 SH DEFINED 01 0 0 50700 MATSUSHITA ELEC INDL ADR 576879209 112 8944 SH DEFINED 01 0 0 8944 MATSUSHITA ELEC INDL ADR 576879209 3932 309600 SH DEFINED 06 0 309600 0 MATTEL INC COM 577081102 2765 160796 SH DEFINED 01 66790 0 94006 MATTEL INC COM 577081102 991 59000 SH DEFINED 06 0 59000 0 MATTEL INC COM 577081102 4507 262053 SH DEFINED 02 09 231100 0 30953 MATTSON TECHNOLOGY INC COM 577223100 161 18347 SH DEFINED 01 0 0 18347 MAXIM INTEGRATED PRODS INC COM 57772K101 2297 43745 SH DEFINED 01 0 0 43745 MAXIM INTEGRATED PRODS INC COM 57772K101 1893 34450 SH DEFINED 06 0 34450 0 MAXIM INTEGRATED PRODS INC COM 57772K101 13927 265236 SH DEFINED 02 09 224694 0 40542 MAXTOR CORP COM NEW 577729205 699 110336 SH DEFINED 01 79964 0 30372 MAXTOR CORP COM NEW 577729205 21 3400 SH DEFINED 02 3400 0 0 MAXTOR CORP COM NEW 577729205 70 10770 SH DEFINED 12 10770 0 0 MAY DEPT STORES CO COM 577778103 1240 33544 SH DEFINED 01 0 0 33544 MAY DEPT STORES CO COM 577778103 584 16000 SH DEFINED 06 0 16000 0 MAY DEPT STORES CO COM 577778103 11256 304416 SH DEFINED 02 09 234850 0 69566 MAVERICK TUBE CORP COM 577914104 990 76475 SH DEFINED 01 0 0 76475 MAXIMUS INC COM 577933104 392 9322 SH DEFINED 01 0 0 9322 MAXIMUS INC COM 577933104 1394 34100 SH DEFINED 06 0 34100 0 MAYTAG CORP COM 578592107 734 23660 SH DEFINED 01 0 0 23660 MAYTAG CORP COM 578592107 138 4500 SH DEFINED 06 0 4500 0 MAYTAG CORP COM 578592107 2747 88565 SH DEFINED 02 09 68300 0 20265 MCAFEE COM CORP CL A 579062100 280 8258 SH DEFINED 01 0 0 8258 MCCLATCHY CO CL A 579489105 1 32 SH DEFINED 01 0 0 32 MCCLATCHY CO CL A 579489105 23 500 SH DEFINED 02 500 0 0 MCCLATCHY CO CL A 579489105 2312 50000 SH DEFINED 06 0 50000 0 MCCORMICK & CO INC COM NON VTG 579780206 126 3010 SH DEFINED 01 0 0 3010 MCCORMICK & CO INC COM NON VTG 579780206 2934 69600 SH DEFINED 06 0 69600 0 MCCORMICK & CO INC COM NON VTG 579780206 352 8400 SH DEFINED 02 09 8400 0 0 MCDATA CORP CL A 580031201 904 36929 SH DEFINED 01 17243 0 19686 MCDATA CORP CL A 580031201 1 51 SH DEFINED 02 0 0 51 MCDATA CORP CL A 580031201 2419 90000 SH DEFINED 06 0 90000 0 MCDATA CORP CL A 580031201 0 1 SH DEFINED 11 0 1 0 MCDATA CORP CL A 580031201 384 15300 SH DEFINED 15 15300 0 0 MCDONALDS CORP COM 580135101 14706 555578 SH DEFINED 01 24248 0 531330 MCDONALDS CORP COM 580135101 6742 254500 SH DEFINED 06 0 254500 0 MCDONALDS CORP COM 580135101 30550 1154172 SH DEFINED 02 09 911825 0 242347 MCDONALDS CORP COM 580135101 28 1075 SH DEFINED 11 0 1075 0 MCDONALDS CORP COM 580135101 836 31434 SH DEFINED 12 31434 0 0 MCGRATH RENTCORP COM 580589109 48 1300 SH DEFINED 01 0 0 1300 MCGRATH RENTCORP COM 580589109 559 14900 SH DEFINED 06 0 14900 0 MCGRAW HILL COS INC COM 580645109 4471 73334 SH DEFINED 01 0 0 73334 MCGRAW HILL COS INC COM 580645109 1361 22880 SH DEFINED 06 0 22880 0 MCGRAW HILL COS INC COM 580645109 10655 174749 SH DEFINED 02 09 138300 0 36449 MCKESSON CORP COM 58155Q103 1187 31752 SH DEFINED 01 0 0 31752 MCKESSON CORP COM 58155Q103 532 14200 SH DEFINED 06 0 14200 0 MCKESSON CORP COM 58155Q103 7638 204248 SH DEFINED 02 09 167100 0 37148 MCKESSON CORP COM 58155Q103 28 750 SH DEFINED 11 0 750 0 MCLEODUSA INC CL A 582266102 103 279789 SH DEFINED 01 0 0 279789 MCLEODUSA INC CL A 582266102 4 13400 SH DEFINED 02 13400 0 0 MEAD CORP COM 582834107 845 27361 SH DEFINED 01 0 0 27361 MEAD CORP COM 582834107 161 5200 SH DEFINED 06 0 5200 0 MEAD CORP COM 582834107 1472 47700 SH DEFINED 02 09 47500 0 200 MEASUREMENT SPECIALTIES INC COM 583421102 103 11000 SH DEFINED 01 9000 0 2000 MEDAREX INC COM 583916101 260 14525 SH DEFINED 01 0 0 14525 MEDAREX INC COM 583916101 78 4400 SH DEFINED 02 09 4400 0 0 MED-DESIGN CORP COM 583926100 353 17935 SH DEFINED 01 0 0 17935 MEDALLION FINL CORP COM 583928106 644 81525 SH DEFINED 01 0 0 81525 MEDI-HUT CO INC COM 58438C103 420 33100 SH DEFINED 01 0 0 33100 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 338 5239 SH DEFINED 01 0 0 5239 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 19 300 SH DEFINED 02 300 0 0 MEDIMMUNE INC COM 584699102 5736 123769 SH DEFINED 01 0 0 123769 MEDIMMUNE INC COM 584699102 1291 27985 SH DEFINED 06 0 27985 0 MEDIMMUNE INC COM 584699102 7044 152007 SH DEFINED 02 09 134707 0 17300 MEDIX RES INC COM 585011109 7 10000 SH DEFINED 01 0 0 10000 MEDTRONIC INC COM 585055106 139094 2716155 SH DEFINED 01 31658 0 2684497 MEDTRONIC INC COM 585055106 20585 411700 SH DEFINED 06 0 411700 0 MEDTRONIC INC COM 585055106 49607 968713 SH DEFINED 02 09 780360 0 188353 MEDTRONIC INC COM 585055106 371 7250 SH DEFINED 11 0 7250 0 MELLON FINL CORP COM 58551A108 6416 170550 SH DEFINED 01 19260 0 151290 MELLON FINL CORP COM 58551A108 2181 57800 SH DEFINED 06 0 57800 0 MELLON FINL CORP COM 58551A108 14007 372354 SH DEFINED 02 09 324400 0 47954 MENS WEARHOUSE INC COM 587118100 1428 69186 SH DEFINED 01 0 0 69186 MERCANTILE BANKSHARES CORP COM 587405101 40 942 SH DEFINED 01 0 0 942 MERCANTILE BANKSHARES CORP COM 587405101 296 6900 SH DEFINED 02 09 6900 0 0 MERCK & CO INC COM 589331107 77817 1323424 SH DEFINED 01 44964 0 1278460 MERCK & CO INC COM 589331107 10633 177935 SH DEFINED 06 0 177935 0 MERCK & CO INC COM 589331107 111187 1890946 SH DEFINED 02 09 1516415 0 374531 MERCK & CO INC COM 589331107 220 3750 SH DEFINED 11 0 3750 0 MERCK & CO INC COM 589331107 12736 214000 SH DEFINED 13 214000 0 0 MERCURY AIR GROUP INC COM 589354109 860 172000 SH DEFINED 01 0 0 172000 MERCURY COMPUTER SYS COM 589378108 6977 178418 SH DEFINED 01 0 0 178418 MERCURY GENL CORP NEW COM 589400100 183 4200 SH DEFINED 01 0 0 4200 MERCURY GENL CORP NEW COM 589400100 26 600 SH DEFINED 02 600 0 0 MERCURY INTERACTIVE CORP COM 589405109 513 15114 SH DEFINED 01 0 0 15114 MERCURY INTERACTIVE CORP COM 589405109 151 4400 SH DEFINED 06 0 4400 0 MERCURY INTERACTIVE CORP COM 589405109 2898 85312 SH DEFINED 02 09 70000 0 15312 MERIDIAN RESOURCE CORP COM 58977Q109 424 106350 SH DEFINED 01 0 0 106350 MERISTAR HOSPITALITY CORP COM 58984Y103 368 25920 SH DEFINED 01 0 0 25920 MERISTAR HOSPITALITY CORP COM 58984Y103 25 1800 SH DEFINED 02 0 0 1800 MERITAGE CORP COM 59001A102 272 5313 SH DEFINED 01 0 0 5313 MERIX CORP COM 590049102 1824 108200 SH DEFINED 15 108200 0 0 MERRILL LYNCH & CO INC COM 590188108 27087 519710 SH DEFINED 01 44520 0 475190 MERRILL LYNCH & CO INC COM 590188108 7981 153475 SH DEFINED 06 0 153475 0 MERRILL LYNCH & CO INC COM 590188108 39027 748819 SH DEFINED 02 09 627560 0 121259 MERRILL LYNCH & CO INC COM 590188108 403 7651 SH DEFINED 12 7651 0 0 MESA AIR GROUP INC COM 590479101 1383 183999 SH DEFINED 01 0 0 183999 METHODE ELECTRS INC CL A 591520200 113 14200 SH DEFINED 01 0 0 14200 METHODE ELECTRS INC CL A 591520200 16 2100 SH DEFINED 02 2100 0 0 METLIFE INC COM 59156R108 484 15292 SH DEFINED 01 0 0 15292 METLIFE INC COM 59156R108 6462 208250 SH DEFINED 06 0 208250 0 METLIFE INC COM 59156R108 22336 705085 SH DEFINED 02 09 584958 0 120127 METLIFE INC COM 59156R108 428 13658 SH DEFINED 12 13658 0 0 METRIS COS INC COM 591598107 2 94 SH DEFINED 01 0 0 94 METRIS COS INC COM 591598107 1406 56000 SH DEFINED 06 0 56000 0 METRIS COS INC COM 591598107 1265 47500 SH DEFINED 07 47500 0 0 METRIS COS INC COM 591598107 120 4700 SH DEFINED 09 4700 0 0 METRO GOLDWYN MAYER INC COM 591610100 295 13500 SH DEFINED 01 0 0 13500 METRO GOLDWYN MAYER INC COM 591610100 13 600 SH DEFINED 02 600 0 0 METRO ONE TELECOMMUNICATIONS COM 59163F105 278 9215 SH DEFINED 01 0 0 9215 METROMEDIA FIBER NETWORK INC CL A 591689104 183 417537 SH DEFINED 01 0 0 417537 METROMEDIA FIBER NETWORK INC CL A 591689104 5 12735 SH DEFINED 02 12735 0 0 MEXICO FD INC COM 592835102 260 15852 SH DEFINED 01 0 0 15852 MICHAELS STORES INC COM 594087108 201 6112 SH DEFINED 01 0 0 6112 MICREL INC COM 594793101 0 16 SH DEFINED 01 0 0 16 MICREL INC COM 594793101 76 2900 SH DEFINED 02 2900 0 0 MICREL INC COM 594793101 401 14700 SH DEFINED 15 14700 0 0 MICROS SYS INC COM 594901100 432 17250 SH DEFINED 01 0 0 17250 MICROSOFT CORP COM 594918104 248819 3755769 SH DEFINED 01 237436 0 3518333 MICROSOFT CORP COM 594918104 37884 565093 SH DEFINED 06 0 565093 0 MICROSOFT CORP COM 594918104 295411 4459041 SH DEFINED 02 09 3652652 0 806389 MICROSOFT CORP COM 594918104 835 12610 SH DEFINED 11 0 12610 0 MICROSOFT CORP COM 594918104 1124 16566 SH DEFINED 12 16566 0 0 MICROVISION INC WASH COM 594960106 1014 71245 SH DEFINED 01 0 0 71245 MICROVISION INC WASH COM 594960106 302 21700 SH DEFINED 15 21700 0 0 MICROSTRATEGY INC CL A 594972101 5 1300 SH DEFINED 01 0 0 1300 MICROSTRATEGY INC CL A 594972101 405 99800 SH DEFINED 15 99800 0 0 MICRO THERAPEUTICS INC COM 59500W100 66 10600 SH DEFINED 01 0 0 10600 MICROCHIP TECHNOLOGY INC COM 595017104 454 11737 SH DEFINED 01 0 0 11737 MICROCHIP TECHNOLOGY INC COM 595017104 108 2700 SH DEFINED 06 0 2700 0 MICROCHIP TECHNOLOGY INC COM 595017104 335 8650 SH DEFINED 09 8650 0 0 MICROMUSE INC COM 595094103 11 750 SH DEFINED 01 0 0 750 MICROMUSE INC COM 595094103 144 9600 SH DEFINED 09 9600 0 0 MICRON TECHNOLOGY INC COM 595112103 1561 50382 SH DEFINED 01 0 0 50382 MICRON TECHNOLOGY INC COM 595112103 954 28700 SH DEFINED 06 0 28700 0 MICRON TECHNOLOGY INC COM 595112103 11852 382347 SH DEFINED 02 09 323600 0 58747 MICRON TECHNOLOGY INC COM 595112103 336 10845 SH DEFINED 11 0 10845 0 MICRON TECHNOLOGY INC COM 595112103 914 28900 SH DEFINED 15 28900 0 0 MICROSEMI CORP COM 595137100 447 15060 SH DEFINED 01 0 0 15060 MICROSEMI CORP COM 595137100 955 32600 SH DEFINED 06 0 32600 0 MIDCAP SPDR TR UNIT SER 1 595635103 5393 58117 SH DEFINED 01 0 0 58117 MIDWAY GAMES INC COM 598148104 733 48875 SH DEFINED 01 0 0 48875 MILACRON INC COM 598709103 117 7414 SH DEFINED 01 0 0 7414 MILACRON INC COM 598709103 454 28900 SH DEFINED 06 0 28900 0 MILLENNIUM PHARMACEUTICALS INC COM 599902103 1738 70934 SH DEFINED 01 0 0 70934 MILLENNIUM PHARMACEUTICALS INC COM 599902103 391 16004 SH DEFINED 02 09 12700 0 3304 MILLENNIUM PHARMACEUTICALS INC COM 599902103 6791 266968 SH DEFINED 13 266968 0 0 MILLER EXPL CO COM 600533103 13 16800 SH DEFINED 01 0 0 16800 MILLER HERMAN INC COM 600544100 195 8284 SH DEFINED 01 0 0 8284 MILLER HERMAN INC COM 600544100 2501 106500 SH DEFINED 06 0 106500 0 MILLER HERMAN INC COM 600544100 111 4700 SH DEFINED 09 4700 0 0 MILLIPORE CORP COM 601073109 6015 99106 SH DEFINED 01 0 0 99106 MILLIPORE CORP COM 601073109 279 4700 SH DEFINED 06 0 4700 0 MILLIPORE CORP COM 601073109 1200 19800 SH DEFINED 02 09 19700 0 100 MINDARROW SYS INC COM 602551103 20 25000 SH DEFINED 01 0 0 25000 MINNESOTA MNG & MFG CO COM 604059105 36369 307667 SH DEFINED 01 7809 0 299858 MINNESOTA MNG & MFG CO COM 604059105 7763 66273 SH DEFINED 06 0 66273 0 MINNESOTA MNG & MFG CO COM 604059105 34349 290587 SH DEFINED 02 09 241300 0 49287 MIRANT CORP COM 604675108 470 29355 SH DEFINED 01 79 0 29276 MIRANT CORP COM 604675108 328 20008 SH DEFINED 06 0 20008 0 MIRANT CORP COM 604675108 4740 295934 SH DEFINED 02 09 238010 0 57924 MIRANT CORP COM 604675108 145 9081 SH DEFINED 11 0 9081 0 MIRAVANT MED TECHNOLOGIES COM 604690107 1720 171000 SH DEFINED 13 171000 0 0 MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 606816106 50 7800 SH DEFINED 01 0 0 7800 MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 606816106 3603 553520 SH DEFINED 06 0 553520 0 MODEM MEDIA INC CL A 607533106 38 11400 SH DEFINED 01 0 0 11400 MOHAWK INDS INC COM 608190104 170 3111 SH DEFINED 01 0 0 3111 MOHAWK INDS INC COM 608190104 54 1000 SH DEFINED 02 1000 0 0 MOLEX INC COM 608554101 947 30621 SH DEFINED 01 0 0 30621 MOLEX INC COM 608554101 316 10100 SH DEFINED 06 0 10100 0 MOLEX INC COM 608554101 4840 156400 SH DEFINED 02 09 131700 0 24700 MOLEX INC CL A 608554200 464 17156 SH DEFINED 01 0 0 17156 MONY GROUP INC COM 615337102 663 19180 SH DEFINED 01 0 0 19180 MONY GROUP INC COM 615337102 117 3400 SH DEFINED 02 09 3400 0 0 MOODYS CORP COM 615369105 1242 31179 SH DEFINED 01 2168 0 29011 MOODYS CORP COM 615369105 324 8100 SH DEFINED 06 0 8100 0 MOODYS CORP COM 615369105 5312 133288 SH DEFINED 02 09 104900 0 28388 MOORE LTD COM 615785102 180 19000 SH DEFINED 01 0 0 19000 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 159 18482 SH DEFINED 01 0 0 18482 MORGAN STANLEY EMER MKTS DEBT COM 61744H105 1909 258082 SH DEFINED 01 0 0 258082 MORGAN STANLEY HIGH YIELD FD COM 61744M104 115 14333 SH DEFINED 01 0 0 14333 MORGAN STANLEY GBL OPP BOND FD COM 61744R103 90 12800 SH DEFINED 01 0 0 12800 MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 14289 255450 SH DEFINED 01 35615 0 219835 MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 4875 88285 SH DEFINED 06 0 88285 0 MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 56376 1007810 SH DEFINED 02 09 846960 0 160850 MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 561 10045 SH DEFINED 11 0 10045 0 MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 370 6512 SH DEFINED 12 6512 0 0 MORGAN STANLEY DEAN WITTER GOVT INCOME TR 61745P106 296 33950 SH DEFINED 01 0 0 33950 MORGAN STANLEY DEAN WITTER MUN INCOME III 61745P437 255 28150 SH DEFINED 01 0 0 28150 MORGAN STANLEY DEAN WITTER QULTY MUN SECS 61745P585 316 23550 SH DEFINED 01 0 0 23550 MORGAN STANLEY DEAN WITTER QUALT MUN INCM 61745P734 298 20900 SH DEFINED 01 0 0 20900 MORGAN STANLEY DEAN WITTER INSD MUN INCM 61745P791 248 17975 SH DEFINED 01 0 0 17975 MOTOROLA INC LYON SUB ZERO 09 620076AE9 18 23000 SH DEFINED 01 23000 0 0 MOTOROLA INC COM 620076109 34126 2272058 SH DEFINED 01 23768 0 2248290 MOTOROLA INC COM 620076109 3005 193345 SH DEFINED 06 0 193345 0 MOTOROLA INC COM 620076109 24513 1632112 SH DEFINED 02 09 1356782 0 275330 MUELLER INDS INC COM 624756102 302 9100 SH DEFINED 01 0 0 9100 MULTI COLOR CORP COM 625383104 2610 144215 SH DEFINED 01 0 0 144215 MULTILINK TECHNOLOGY CORP CL A 62544T109 422 65600 SH DEFINED 15 65600 0 0 MULTIMEDIA GAMES INC COM 625453105 341 8981 SH DEFINED 01 0 0 8981 MUNIHOLDINGS N Y INSD FD INC COM 625931100 243 17622 SH DEFINED 01 0 0 17622 MUNIHOLDINGS FD II INC COM 625935101 293 23642 SH DEFINED 01 0 0 23642 MUNICIPAL ADVANTAGE FD INC COM 626189104 340 26150 SH DEFINED 01 0 0 26150 MUNICIPAL PARTNERS FD INC COM 62622C101 147 11700 SH DEFINED 01 0 0 11700 MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B101 341 13628 SH DEFINED 01 0 0 13628 MUNIINSURED FD INC COM 626245104 129 14821 SH DEFINED 01 0 0 14821 MUNIVEST FD II INC COM 62629P105 455 34450 SH DEFINED 01 0 0 34450 MUNIVEST FD INC COM 626295109 834 94000 SH DEFINED 01 0 0 94000 MUNIYIELD FD INC COM 626299101 613 47569 SH DEFINED 01 0 0 47569 MUNIYIELD INSD FD INC COM 62630E107 305 21075 SH DEFINED 01 0 0 21075 MUNIYIELD N Y INSD FD INC COM 626301105 294 21705 SH DEFINED 01 0 0 21705 MUTUAL RISK MGMT LTD COM 628351108 2578 353266 SH DEFINED 01 0 0 353266 MYERS INDS INC COM 628464109 703 51575 SH DEFINED 01 0 0 51575 MYLAN LABS INC COM 628530107 1454 38774 SH DEFINED 01 0 0 38774 MYLAN LABS INC COM 628530107 352 9400 SH DEFINED 02 09 9245 0 155 MYRIAD GENETICS INC COM 62855J104 813 15451 SH DEFINED 01 0 0 15451 NCI BUILDING SYS INC COM 628852105 414 23436 SH DEFINED 01 0 0 23436 NCR CORP NEW COM 62886E108 649 17617 SH DEFINED 01 1336 0 16281 NCR CORP NEW COM 62886E108 199 5200 SH DEFINED 06 0 5200 0 NCR CORP NEW COM 62886E108 2944 79900 SH DEFINED 02 09 66900 0 13000 NEC CORP ADR 629050204 103 10000 SH DEFINED 01 0 0 10000 NPS PHARMACEUTICALS INC COM 62936P103 1021 26679 SH DEFINED 01 0 0 26679 NPS PHARMACEUTICALS INC COM 62936P103 3 100 SH DEFINED 02 100 0 0 NRG ENERGY INC COM 629377102 2520 162635 SH DEFINED 01 0 0 162635 NRG ENERGY INC COM 629377102 117 7600 SH DEFINED 09 7600 0 0 NTL INC COM 629407107 9 10130 SH DEFINED 01 0 0 10130 NTL INC COM 629407107 3 3900 SH DEFINED 02 3900 0 0 NTL INC COM 629407107 69 67332 SH DEFINED 12 67332 0 0 NUCO2 INC COM 629428103 554 46150 SH DEFINED 01 0 0 46150 NVR INC COM 62944T105 556 2728 SH DEFINED 01 0 0 2728 NABORS INDS INC COM 629568106 5159 150287 SH DEFINED 01 0 0 150287 NABORS INDS INC COM 629568106 4195 127000 SH DEFINED 06 0 127000 0 NABORS INDS INC COM 629568106 4445 129510 SH DEFINED 02 09 104515 0 24995 NAM TAI ELECTRS INC COM PAR $0.02 629865205 271 16392 SH DEFINED 01 0 0 16392 NAMIBIAN MINERALS CORP COM 629913104 5 26500 SH DEFINED 01 0 0 26500 NASDAQ 100 TR UNIT SER 1 631100104 18942 486838 SH DEFINED 01 266 0 486572 NASDAQ 100 TR UNIT SER 1 631100104 50 1300 SH DEFINED 09 1300 0 0 NASDAQ 100 TR UNIT SER 1 631100104 1278 31700 SH DEFINED 15 31700 0 0 NASDAQ 100 TR CALL 6311009AF 431 11100 SH CALL DEFINED 01 0 0 111 NASDAQ 100 TR CALL 6311009CI 1451 37300 SH CALL DEFINED 01 0 0 373 NASTECH PHARMACEUTICAL INC COM PAR $0.006 631728409 19 1250 SH DEFINED 01 0 0 1250 NASTECH PHARMACEUTICAL INC COM PAR $0.006 631728409 1139 71500 SH DEFINED 13 71500 0 0 NATIONAL AUSTRALIA BK LTD SPONSORED ADR 632525408 442 5429 SH DEFINED 01 0 0 5429 NATIONAL CITY CORP COM 635405103 1283 43907 SH DEFINED 01 0 0 43907 NATIONAL CITY CORP COM 635405103 920 31600 SH DEFINED 06 0 31600 0 NATIONAL CITY CORP COM 635405103 18886 645926 SH DEFINED 02 09 517500 0 128426 NATIONAL COMMERCE FINL CORP COM 63545P104 4913 194198 SH DEFINED 01 0 0 194198 NATIONAL COMMERCE FINL CORP COM 63545P104 944 37376 SH DEFINED 02 09 34100 0 3276 NATIONAL FUEL GAS CO N J COM 636180101 237 9626 SH DEFINED 01 0 0 9626 NATIONAL FUEL GAS CO N J COM 636180101 44 1800 SH DEFINED 02 1800 0 0 NATIONAL FUEL GAS CO N J COM 636180101 440 17800 SH DEFINED 06 0 17800 0 NATIONAL GOLF PPTYS INC COM 63623G109 234 26200 SH DEFINED 06 0 26200 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 2327 75585 SH DEFINED 01 0 0 75585 NATIONAL SEMICONDUCTOR CORP COM 637640103 255 8000 SH DEFINED 06 0 8000 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 2302 74800 SH DEFINED 02 09 74600 0 200 NATIONAL WESTMINSTER BK PLC SPON ADR C 638539882 222 8700 SH DEFINED 01 0 0 8700 NATIONS GOVT INCOME TERM 2003 COM 638583104 1356 134342 SH DEFINED 01 0 0 134342 NATIONS GOVT INCOME 2004 COM 638584102 649 63873 SH DEFINED 01 0 0 63873 NATIONWIDE FINL SVCS INC CL A 638612101 5519 133117 SH DEFINED 01 37846 0 95271 NATIONWIDE FINL SVCS INC CL A 638612101 529 12800 SH DEFINED 02 09 12800 0 0 NAVISTAR INTL CORP NEW COM 63934E108 56 1425 SH DEFINED 01 0 0 1425 NAVISTAR INTL CORP NEW COM 63934E108 995 25200 SH DEFINED 02 25100 0 100 NAVISTAR INTL CORP NEW COM 63934E108 113 2900 SH DEFINED 06 0 2900 0 NDCHEALTH CORP COM 639480102 244 7085 SH DEFINED 01 0 0 7085 NEIMAN MARCUS GROUP INC CL A 640204202 156 5052 SH DEFINED 01 0 0 5052 NEIMAN MARCUS GROUP INC CL A 640204202 24 800 SH DEFINED 02 800 0 0 NEIMAN MARCUS GROUP INC CL A 640204202 1317 42200 SH DEFINED 06 0 42200 0 NEOSE TECHNOLOGIES INC COM 640522108 10 300 SH DEFINED 01 0 0 300 NEOSE TECHNOLOGIES INC COM 640522108 564 15100 SH DEFINED 13 15100 0 0 NEOTHERAPEUTICS INC COM 640656104 7 2000 SH DEFINED 01 0 0 2000 NEOTHERAPEUTICS INC COM 640656104 240 67100 SH DEFINED 13 67100 0 0 NEOPHARM INC COM 640919106 27 1100 SH DEFINED 01 0 0 1100 NEOPHARM INC COM 640919106 687 26400 SH DEFINED 13 26400 0 0 NETWORKS ASSOCS INC COM 640938106 158 6135 SH DEFINED 01 0 0 6135 NETWORKS ASSOCS INC COM 640938106 33 1300 SH DEFINED 02 1300 0 0 NETWORKS ASSOCS INC COM 640938106 2058 82400 SH DEFINED 06 0 82400 0 NETWORKS ASSOCS INC COM 640938106 1043 41000 SH DEFINED 15 41000 0 0 NETRO CORP COM 64114R109 50 13625 SH DEFINED 01 0 0 13625 NETIQ CORP COM 64115P102 3 100 SH DEFINED 01 0 0 100 NETIQ CORP COM 64115P102 1329 40100 SH DEFINED 06 0 40100 0 NETWORK APPLIANCE INC COM 64120L104 21827 998054 SH DEFINED 01 0 0 998054 NETWORK APPLIANCE INC COM 64120L104 480 20200 SH DEFINED 06 0 20200 0 NETWORK APPLIANCE INC COM 64120L104 6297 287976 SH DEFINED 02 09 236600 0 51376 NETWORK APPLIANCE INC COM 64120L104 1177 51300 SH DEFINED 15 51300 0 0 NETWORK ENGINES INC COM 64121A107 18 17900 SH DEFINED 01 0 0 17900 NEUBERGER BERMAN INC COM 641234109 300 6850 SH DEFINED 02 09 6850 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 1646 32088 SH DEFINED 01 0 0 32088 NEUROCRINE BIOSCIENCES INC COM 64125C109 5 100 SH DEFINED 02 100 0 0 NEW BRUNSWICK SCIENTIFIC INC COM 642876106 65 11930 SH DEFINED 01 0 0 11930 NEW GERMANY FD INC COM 644465106 406 69297 SH DEFINED 01 0 0 69297 NEW PLAN EXCEL RLTY TR INC COM 648053106 418 21950 SH DEFINED 01 0 0 21950 NEW PLAN EXCEL RLTY TR INC COM 648053106 38 2000 SH DEFINED 02 2000 0 0 NEW PLAN EXCEL RLTY TR INC COM 648053106 365 19100 SH DEFINED 06 0 19100 0 NEW TEL LTD SPONSORED ADR 648867109 15 12500 SH DEFINED 01 0 0 12500 NEW YORK CMNTY BANCORP INC COM 649445103 1267 55431 SH DEFINED 01 0 0 55431 NEW YORK TIMES CO CL A 650111107 9370 216668 SH DEFINED 01 150069 0 66599 NEW YORK TIMES CO CL A 650111107 2115 48885 SH DEFINED 06 0 48885 0 NEW YORK TIMES CO CL A 650111107 3969 91807 SH DEFINED 02 09 82905 0 8902 NEWCOR INC COM 651186108 5 14750 SH DEFINED 01 0 0 14750 NEWELL RUBBERMAID INC COM 651229106 4873 176772 SH DEFINED 01 0 0 176772 NEWELL RUBBERMAID INC COM 651229106 371 13600 SH DEFINED 06 0 13600 0 NEWELL RUBBERMAID INC COM 651229106 5475 198635 SH DEFINED 02 09 157800 0 40835 NEWFIELD EXPL CO COM 651290108 520 14661 SH DEFINED 01 0 0 14661 NEWFIELD EXPL CO COM 651290108 1714 50400 SH DEFINED 06 0 50400 0 NEWMONT MINING CORP COM 651639106 3262 170748 SH DEFINED 01 3775 0 166973 NEWMONT MINING CORP COM 651639106 172 9000 SH DEFINED 06 0 9000 0 NEWMONT MINING CORP COM 651639106 1537 80500 SH DEFINED 02 09 80200 0 300 NEWPARK RES INC COM PAR $.01NEW 651718504 260 33018 SH DEFINED 01 0 0 33018 NEWS CORP LTD ADR NEW 652487703 331 10408 SH DEFINED 01 0 0 10408 NEWS CORP LTD ADR NEW 652487703 2513 78566 SH DEFINED 12 78566 0 0 NEWS CORP LTD SP ADR PFD 652487802 186 7056 SH DEFINED 01 0 0 7056 NEWS CORP LTD SP ADR PFD 652487802 890 33664 SH DEFINED 06 0 33664 0 NEWS CORP LTD SP ADR PFD 652487802 969 36111 SH DEFINED 12 36111 0 0 NEXTEL COMMUNICATIONS INC CL A 65332V103 41970 3829415 SH DEFINED 01 140193 0 3689222 NEXTEL COMMUNICATIONS INC CL A 65332V103 443 39000 SH DEFINED 06 0 39000 0 NEXTEL COMMUNICATIONS INC CL A 65332V103 19874 1813342 SH DEFINED 02 09 1731500 0 81842 NEXTEL COMMUNICATIONS INC CL A 65332V103 24 2225 SH DEFINED 11 0 2225 0 NIAGARA MOHAWK HLDGS INC COM 653520106 41 2363 SH DEFINED 01 0 0 2363 NIAGARA MOHAWK HLDGS INC COM 653520106 1216 68600 SH DEFINED 02 68400 0 200 NIAGARA MOHAWK HLDGS INC COM 653520106 143 8000 SH DEFINED 06 0 8000 0 NICOR INC COM 654086107 6054 145412 SH DEFINED 01 0 0 145412 NICOR INC COM 654086107 182 4400 SH DEFINED 02 09 4400 0 0 NIKE INC CL B 654106103 2551 45372 SH DEFINED 01 0 0 45372 NIKE INC CL B 654106103 740 13000 SH DEFINED 06 0 13000 0 NIKE INC CL B 654106103 9871 175530 SH DEFINED 02 09 149044 0 26486 NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 260 16073 SH DEFINED 01 65 0 16008 NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 2502 151100 SH DEFINED 06 0 151100 0 NISOURCE INC COM 65473P105 2417 104826 SH DEFINED 01 23420 0 81406 NISOURCE INC COM 65473P105 1396 59400 SH DEFINED 06 0 59400 0 NISOURCE INC COM 65473P105 4894 212257 SH DEFINED 02 09 161207 0 51050 NISSAN MOTORS SPONSORED ADR 654744408 3928 361742 SH DEFINED 01 0 0 361742 NISSAN MOTORS SPONSORED ADR 654744408 14782 1361200 SH DEFINED 02 1361200 0 0 NOBEL LEARNING CMNTYS INC COM 654889104 124 20100 SH DEFINED 01 0 0 20100 NOBLE AFFILIATES INC COM 654894104 676 19166 SH DEFINED 01 0 0 19166 NOBLE AFFILIATES INC COM 654894104 45 1300 SH DEFINED 02 1300 0 0 NOKIA CORP SPONSORED ADR 654902204 70447 2871908 SH DEFINED 01 45 0 2871863 NOKIA CORP SPONSORED ADR 654902204 14511 591600 SH DEFINED 02 591600 0 0 NOKIA CORP SPONSORED ADR 654902204 14289 558800 SH DEFINED 06 0 558800 0 NOKIA CORP SPONSORED ADR 654902204 158 6450 SH DEFINED 11 0 6450 0 NOKIA CORP SPONSORED ADR 654902204 2354 93257 SH DEFINED 12 93257 0 0 NOBLE DRILLING CORP COM 655042109 1580 46423 SH DEFINED 01 0 0 46423 NOBLE DRILLING CORP COM 655042109 231 7100 SH DEFINED 06 0 7100 0 NOBLE DRILLING CORP COM 655042109 3462 101739 SH DEFINED 02 09 85500 0 16239 NOBLE DRILLING CORP COM 655042109 3828 111000 SH DEFINED 15 111000 0 0 NORAM ENERGY CORP SUB DEB CV 6%12 655419AC3 102 110100 SH DEFINED 01 0 0 110100 NORDSTROM INC COM 655664100 958 47356 SH DEFINED 01 0 0 47356 NORDSTROM INC COM 655664100 141 7100 SH DEFINED 06 0 7100 0 NORDSTROM INC COM 655664100 2143 106000 SH DEFINED 02 09 88000 0 18000 NORFOLK SOUTHERN CORP COM 655844108 1468 80103 SH DEFINED 01 0 0 80103 NORFOLK SOUTHERN CORP COM 655844108 364 19600 SH DEFINED 06 0 19600 0 NORFOLK SOUTHERN CORP COM 655844108 5610 306078 SH DEFINED 02 09 253400 0 52678 NORTEK INC COM 656559101 64 2315 SH DEFINED 01 0 0 2315 NORTEK INC COM 656559101 2903 108000 SH DEFINED 15 108000 0 0 NORTEL NETWORKS CORP NEW COM 656568102 6386 856104 SH DEFINED 01 195503 0 660601 NORTEL NETWORKS CORP NEW COM 656568102 1217 157000 SH DEFINED 06 0 157000 0 NORTEL NETWORKS CORP NEW COM 656568102 14748 1977010 SH DEFINED 02 09 1674900 0 302110 NORTH AMERN SCIENTIFIC INC COM 65715D100 270 20177 SH DEFINED 01 0 0 20177 NORTH FORK BANCORPORATION NY COM 659424105 1388 43402 SH DEFINED 01 0 0 43402 NORTH FORK BANCORPORATION NY COM 659424105 832 26027 SH DEFINED 02 09 23200 0 2827 NORTHEAST UTILS COM 664397106 57 3244 SH DEFINED 01 0 0 3244 NORTHEAST UTILS COM 664397106 130 7400 SH DEFINED 02 09 7400 0 0 NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 4031 103341 SH DEFINED 01 0 0 103341 NORTHERN TR CORP COM 665859104 7114 118149 SH DEFINED 01 0 0 118149 NORTHERN TR CORP COM 665859104 667 11200 SH DEFINED 06 0 11200 0 NORTHERN TR CORP COM 665859104 11595 192562 SH DEFINED 02 09 164300 0 28262 NORTHROP GRUMMAN CORP COM 666807102 1351 13404 SH DEFINED 01 190 0 13214 NORTHROP GRUMMAN CORP COM 666807102 729 7400 SH DEFINED 06 0 7400 0 NORTHROP GRUMMAN CORP COM 666807102 6664 66115 SH DEFINED 02 09 60671 0 5444 NORTHWEST AIRLS CORP CL A 667280101 371 23650 SH DEFINED 01 0 0 23650 NORTHWEST AIRLS CORP CL A 667280101 10 700 SH DEFINED 02 700 0 0 NORTHWEST AIRLS CORP CL A 667280101 741 47500 SH DEFINED 07 47500 0 0 NORTHWEST NAT GAS CO COM 667655104 16 636 SH DEFINED 01 0 0 636 NORTHWEST NAT GAS CO COM 667655104 383 14600 SH DEFINED 06 0 14600 0 NOVARTIS A G SPONSORED ADR 66987V109 2157 59106 SH DEFINED 01 15 0 59091 NU HORIZONS ELECTRS CORP COM 669908105 174 17000 SH DEFINED 01 0 0 17000 NOVADIGM INC COM 669937104 489 51600 SH DEFINED 01 0 0 51600 NUANCE COMMUNICATIONS INC COM 669967101 139 15350 SH DEFINED 01 0 0 15350 NOVELL INC COM 670006105 151 32934 SH DEFINED 01 0 0 32934 NOVELL INC COM 670006105 660 143800 SH DEFINED 02 143300 0 500 NOVELL INC COM 670006105 83 17600 SH DEFINED 06 0 17600 0 NOVELLUS SYS INC COM 670008101 10791 273540 SH DEFINED 01 0 0 273540 NOVELLUS SYS INC COM 670008101 3846 92450 SH DEFINED 06 0 92450 0 NOVELLUS SYS INC COM 670008101 17170 435262 SH DEFINED 02 09 418400 0 16862 NOVO NETWORKS INC COM 670099100 0 88300 SH DEFINED 01 88300 0 0 NSTAR COM 67019E107 668 14908 SH DEFINED 01 3 0 14905 NSTAR COM 67019E107 161 3600 SH DEFINED 02 09 3600 0 0 NUCOR CORP COM 670346105 507 9592 SH DEFINED 01 0 0 9592 NUCOR CORP COM 670346105 227 4400 SH DEFINED 06 0 4400 0 NUCOR CORP COM 670346105 3340 63071 SH DEFINED 02 09 52900 0 10171 NUEVO ENERGY CO COM 670509108 248 16593 SH DEFINED 01 15493 0 1100 NUVEEN INSD PREM INCOME MUN 2 COM 6706D8104 764 57353 SH DEFINED 01 0 0 57353 NUVEEN PREM INCOME MUN FD 4 COM 6706K4105 564 42607 SH DEFINED 01 0 0 42607 NUVEEN INVT QUALITY MUN FD INC COM 67062E103 643 45307 SH DEFINED 01 0 0 45307 NUVEEN NY MUN VALUE FD COM 67062M105 251 27150 SH DEFINED 01 0 0 27150 NUVEEN INSD QUALITY MUN FD INC COM 67062N103 541 37377 SH DEFINED 01 0 0 37377 NUVEEN PREM INCOME MUN FD COM 67062T100 471 34400 SH DEFINED 01 0 0 34400 NUVEEN MUN MKT OPPORTUNITY FD COM 67062W103 178 12700 SH DEFINED 01 0 0 12700 NUVEEN SELECT TAX FREE INCM 3 SH BEN INT 67063X100 186 14016 SH DEFINED 01 0 0 14016 NVIDIA CORP COM 67066G104 3755 56137 SH DEFINED 01 0 0 56137 NVIDIA CORP COM 67066G104 437 6500 SH DEFINED 06 0 6500 0 NVIDIA CORP COM 67066G104 4765 71245 SH DEFINED 02 09 69875 0 1370 NUVEEN DIVID ADVANTAGE MUN FD COM 67066V101 159 11000 SH DEFINED 01 0 0 11000 NUVEEN NY DIVID ADVNTG MUN FD COM 67066X107 172 12100 SH DEFINED 01 0 0 12100 NUVEEN SR INCOME FD COM 67067Y104 392 51265 SH DEFINED 01 0 0 51265 NUVEEN CA DIV ADV MUNI FD 3 COM SH BEN INT 67070Y109 132 10000 SH DEFINED 01 0 0 10000 NUVEEN REAL ESTATE INCOME FD COM 67071B108 209 13934 SH DEFINED 01 0 0 13934 OGE ENERGY CORP COM 670837103 103 4500 SH DEFINED 01 0 0 4500 OGE ENERGY CORP COM 670837103 41 1800 SH DEFINED 02 1800 0 0 OGE ENERGY CORP COM 670837103 403 17300 SH DEFINED 06 0 17300 0 OHM CORP SUB DEB CV 8%06 670839AA7 0 10000 SH DEFINED 01 10000 0 0 NUVEEN MUN VALUE FD INC COM 670928100 762 82776 SH DEFINED 01 0 0 82776 NUVEEN SELECT QUALITY MUN FD COM 670973106 239 16961 SH DEFINED 01 0 0 16961 NUVEEN NY SELECT QUALITY MUN COM 670976109 285 20068 SH DEFINED 01 0 0 20068 NUVEEN QUALITY INCOME MUN FD COM 670977107 226 16353 SH DEFINED 01 0 0 16353 NUVEEN TEX QUALITY INCOME MUN COM 670983105 165 11401 SH DEFINED 01 0 0 11401 NUVEEN INSD MUN OPPORTUNITY FD COM 670984103 442 30440 SH DEFINED 01 0 0 30440 OTG SOFTWARE INC COM 671059103 303 30309 SH DEFINED 12 30309 0 0 OAK TECHNOLOGY INC COM 671802106 150 10938 SH DEFINED 01 0 0 10938 OAK TECHNOLOGY INC COM 671802106 3378 251200 SH DEFINED 15 251200 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 3354 126430 SH DEFINED 01 7839 0 118591 OCCIDENTAL PETE CORP DEL COM 674599105 546 20600 SH DEFINED 06 0 20600 0 OCCIDENTAL PETE CORP DEL COM 674599105 10520 396575 SH DEFINED 02 09 303170 0 93405 OCEAN ENERGY INC DEL COM 67481E106 2464 128379 SH DEFINED 01 0 0 128379 OCEAN ENERGY INC DEL COM 67481E106 168 8800 SH DEFINED 02 09 8800 0 0 OCEAN ENERGY INC DEL COM 67481E106 4284 222100 SH DEFINED 15 222100 0 0 OCULAR SCIENCES INC COM 675744106 431 18500 SH DEFINED 01 0 0 18500 OFFICEMAX INC COM 67622M108 520 115717 SH DEFINED 01 0 0 115717 OFFICE DEPOT INC COM 676220106 3490 188293 SH DEFINED 01 83590 0 104703 OFFICE DEPOT INC COM 676220106 2297 123900 SH DEFINED 02 123500 0 400 OFFICE DEPOT INC COM 676220106 1953 109700 SH DEFINED 06 0 109700 0 OHIO CAS CORP COM 677240103 226 14100 SH DEFINED 01 0 0 14100 OLD NATL BANCORP IND COM 680033107 4 162 SH DEFINED 01 0 0 162 OLD NATL BANCORP IND COM 680033107 355 14100 SH DEFINED 02 09 14100 0 0 OLD REP INTL CORP COM 680223104 133 4755 SH DEFINED 01 0 0 4755 OLD REP INTL CORP COM 680223104 635 22700 SH DEFINED 02 09 22700 0 0 OLIN CORP COM PAR $1 680665205 19 1199 SH DEFINED 01 0 0 1199 OLIN CORP COM PAR $1 680665205 421 26800 SH DEFINED 06 0 26800 0 OMNICARE INC COM 681904108 401 16130 SH DEFINED 01 0 0 16130 OMNICARE INC COM 681904108 52 2100 SH DEFINED 02 2100 0 0 OMNICOM GROUP INC COM 681919106 5636 63085 SH DEFINED 01 0 0 63085 OMNICOM GROUP INC COM 681919106 2118 23500 SH DEFINED 06 0 23500 0 OMNICOM GROUP INC COM 681919106 14167 158574 SH DEFINED 02 09 125605 0 32969 OMEGA HEALTHCARE INVS INC COM 681936100 415 69060 SH DEFINED 01 0 0 69060 ON ASSIGNMENT INC COM 682159108 1689 72300 SH DEFINED 06 0 72300 0 ONE VOICE TECHNOLOGIES INC COM 682421102 15 28000 SH DEFINED 01 0 0 28000 ONI SYSTEMS CORP COM 68273F103 72 11625 SH DEFINED 01 0 0 11625 ONI SYSTEMS CORP COM 68273F103 5 900 SH DEFINED 02 900 0 0 ONI SYSTEMS CORP COM 68273F103 10 1550 SH DEFINED 06 0 1550 0 OPEN JT STK CO-VIMPEL COMMUNIC SPONSORED ADR 68370R109 122 4700 SH DEFINED 01 0 0 4700 OPEN JT STK CO-VIMPEL COMMUNIC SPONSORED ADR 68370R109 312 11954 SH DEFINED 14 11954 0 0 OPENWAVE SYS INC COM 683718100 1142 116673 SH DEFINED 01 0 0 116673 OPENWAVE SYS INC COM 683718100 1785 178900 SH DEFINED 06 0 178900 0 OPENWAVE SYS INC COM 683718100 64 6600 SH DEFINED 02 09 6600 0 0 OPLINK COMMUNICATIONS INC COM 68375Q106 37 20000 SH DEFINED 01 0 0 20000 OPTICAL COMMUNICATION PRODS CL A 68382T101 166 42300 SH DEFINED 01 0 0 42300 ORACLE CORP COM 68389X105 87890 6364259 SH DEFINED 01 522966 0 5841293 ORACLE CORP COM 68389X105 7281 520833 SH DEFINED 06 0 520833 0 ORACLE CORP COM 68389X105 61328 4440881 SH DEFINED 02 09 3592795 0 848086 ORACLE CORP COM 68389X105 202 14660 SH DEFINED 11 0 14660 0 ORACLE CORP COM 68389X105 1554 110596 SH DEFINED 12 110596 0 0 OPTIKA INC COM 683973101 12 12000 SH DEFINED 01 0 0 12000 ORAPHARMA INC COM 68554E106 1216 300000 SH DEFINED 14 300000 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 840 69150 SH DEFINED 01 0 0 69150 ORCHID BIOSCIENCES INC COM 68571P100 128 23305 SH DEFINED 01 0 0 23305 ORCHID BIOSCIENCES INC COM 68571P100 1649 300000 SH DEFINED 13 300000 0 0 O REILLY AUTOMOTIVE INC COM 686091109 462 12676 SH DEFINED 01 0 0 12676 ORIENTAL FINL GROUP INC COM 68618W100 270 14533 SH DEFINED 02 0 0 14533 ORIENTAL FINL GROUP INC COM 68618W100 270 14533 SH DEFINED 11 0 14533 0 ORPHAN MED INC COM 687303107 9069 685000 SH DEFINED 13 685000 0 0 ORTHOLOGIC CORP COM 68750J107 613 125500 SH DEFINED 01 0 0 125500 ORTHODONTIC CTRS AMER INC COM 68750P103 1678 55025 SH DEFINED 01 0 0 55025 OSTEX INTL INC COM 68859Q101 39 15700 SH DEFINED 01 0 0 15700 O2WIRELESS SOLUTIONS INC COM 689803104 34 20000 SH DEFINED 01 0 0 20000 OUTBACK STEAKHOUSE INC COM 689899102 339 9914 SH DEFINED 01 0 0 9914 OUTBACK STEAKHOUSE INC COM 689899102 163 4800 SH DEFINED 02 09 4800 0 0 OVERTURE SVCS INC COM 69039R100 1101 31079 SH DEFINED 01 0 0 31079 OVERTURE SVCS INC COM 69039R100 126 3550 SH DEFINED 06 0 3550 0 OWENS CORNING COM 69073F103 27 14588 SH DEFINED 01 11688 0 2900 OWENS & MINOR INC NEW COM 690732102 27 1500 SH DEFINED 01 0 0 1500 OWENS & MINOR INC NEW COM 690732102 419 23100 SH DEFINED 06 0 23100 0 OWENS ILL INC COM NEW 690768403 193 19400 SH DEFINED 01 0 0 19400 OXFORD HEALTH PLANS INC COM 691471106 3628 120381 SH DEFINED 01 0 0 120381 OXFORD HEALTH PLANS INC COM 691471106 1335 45200 SH DEFINED 06 0 45200 0 OXFORD HEALTH PLANS INC COM 691471106 352 11700 SH DEFINED 09 11700 0 0 PC-TEL INC COM 69325Q105 2756 283900 SH DEFINED 01 0 0 283900 P-COM INC COM 693262107 10 32554 SH DEFINED 01 0 0 32554 PG&E CORP COM 69331C108 234 12193 SH DEFINED 01 965 0 11228 PG&E CORP COM 69331C108 379 19500 SH DEFINED 06 0 19500 0 PG&E CORP COM 69331C108 5729 297778 SH DEFINED 02 09 244800 0 52978 PIMCO COML MTG SECS TR INC COM 693388100 463 32778 SH DEFINED 01 0 0 32778 PLX TECHNOLOGY INC COM 693417107 3 250 SH DEFINED 01 0 0 250 PLX TECHNOLOGY INC COM 693417107 4531 347500 SH DEFINED 15 347500 0 0 PMC-SIERRA INC COM 69344F106 617 29031 SH DEFINED 01 916 0 28115 PMC-SIERRA INC COM 69344F106 418 18300 SH DEFINED 06 0 18300 0 PMC-SIERRA INC COM 69344F106 2717 127849 SH DEFINED 02 09 109200 0 18649 PMI GROUP INC COM 69344M101 5890 87900 SH DEFINED 01 0 0 87900 PMI GROUP INC COM 69344M101 184 2700 SH DEFINED 06 0 2700 0 PMI GROUP INC COM 69344M101 1145 17100 SH DEFINED 02 09 17100 0 0 PNC FINL SVCS GROUP INC COM 693475105 13897 247295 SH DEFINED 01 0 0 247295 PNC FINL SVCS GROUP INC COM 693475105 832 14900 SH DEFINED 06 0 14900 0 PNC FINL SVCS GROUP INC COM 693475105 30574 544040 SH DEFINED 02 09 483000 0 61040 PNC FINL SVCS GROUP INC COM 693475105 224 4000 SH DEFINED 11 0 4000 0 PPG INDS INC COM 693506107 2692 52057 SH DEFINED 01 2678 0 49379 PPG INDS INC COM 693506107 580 11300 SH DEFINED 06 0 11300 0 PPG INDS INC COM 693506107 6716 129878 SH DEFINED 02 09 106600 0 23278 PPL CORP COM 69351T106 918 26350 SH DEFINED 01 0 0 26350 PPL CORP COM 69351T106 272 7800 SH DEFINED 06 0 7800 0 PPL CORP COM 69351T106 4672 134076 SH DEFINED 02 09 102600 0 31476 PPT VISION INC COM 693519100 15 11500 SH DEFINED 01 0 0 11500 PRI AUTOMATION INC COM 69357H106 1711 80000 SH DEFINED 06 0 80000 0 PSS WORLD MED INC COM 69366A100 225 27670 SH DEFINED 01 0 0 27670 PAC-WEST TELECOM INC COM 69371Y101 10 18510 SH DEFINED 01 0 0 18510 PACCAR INC COM 693718108 938 14295 SH DEFINED 01 0 0 14295 PACCAR INC COM 693718108 235 3600 SH DEFINED 06 0 3600 0 PACCAR INC COM 693718108 2269 34600 SH DEFINED 02 09 34500 0 100 PACIFIC CENTY CYBERWORKS LTD SPONSORED ADR 694059106 246 91267 SH DEFINED 01 507 0 90760 PACIFICARE HEALTH SYS DEL COM 695112102 997 62345 SH DEFINED 01 0 0 62345 PACTIV CORP COM 695257105 1601 90251 SH DEFINED 01 3843 0 86408 PACTIV CORP COM 695257105 2335 131600 SH DEFINED 06 0 131600 0 PACTIV CORP COM 695257105 734 41400 SH DEFINED 09 25800 0 15600 PALL CORP COM 696429307 443 18421 SH DEFINED 01 0 0 18421 PALL CORP COM 696429307 157 6500 SH DEFINED 06 0 6500 0 PALL CORP COM 696429307 1472 61200 SH DEFINED 02 09 60700 0 500 PALM INC COM 696642107 2480 639301 SH DEFINED 01 111291 0 528010 PALM INC COM 696642107 112 26900 SH DEFINED 06 0 26900 0 PALM INC COM 696642107 1007 260000 SH DEFINED 02 09 258800 0 1200 PANAMSAT CORP NEW COM 697933109 91 4201 SH DEFINED 01 0 0 4201 PANAMSAT CORP NEW COM 697933109 298 13700 SH DEFINED 02 09 13700 0 0 PAN PACIFIC RETAIL PPTYS INC COM 69806L104 584 20340 SH DEFINED 01 0 0 20340 PANAVISION INC COM NEW 69830E209 173 37800 SH DEFINED 01 0 0 37800 PANCANADIAN ENERGY CORP COM 69831A107 345 13293 SH DEFINED 01 0 0 13293 PANCANADIAN ENERGY CORP COM 69831A107 154 6108 SH DEFINED 06 0 6108 0 PANERA BREAD CO CL A 69840W108 287 5523 SH DEFINED 01 0 0 5523 PARAMETRIC TECHNOLOGY CORP COM 699173100 99 12740 SH DEFINED 01 0 0 12740 PARAMETRIC TECHNOLOGY CORP COM 699173100 112 14400 SH DEFINED 06 0 14400 0 PARAMETRIC TECHNOLOGY CORP COM 699173100 1916 245500 SH DEFINED 02 09 192500 0 53000 PARK PL ENTMT CORP COM 700690100 46 5125 SH DEFINED 01 25 0 5100 PARK PL ENTMT CORP COM 700690100 163 17963 SH DEFINED 02 09 6200 0 11763 PARKER DRILLING CO SUB NT CV 5.5%04 701081AD3 67 75000 SH DEFINED 01 0 0 75000 PARKER DRILLING CO COM 701081101 83 22700 SH DEFINED 01 0 0 22700 PARKER HANNIFIN CORP COM 701094104 203 4440 SH DEFINED 01 0 0 4440 PARKER HANNIFIN CORP COM 701094104 296 6400 SH DEFINED 06 0 6400 0 PARKER HANNIFIN CORP COM 701094104 5838 127184 SH DEFINED 02 09 98900 0 28284 PARKWAY PPTYS INC COM 70159Q104 208 6281 SH DEFINED 01 0 0 6281 PARLEX CORP COM 701630105 381 24200 SH DEFINED 01 0 0 24200 PARTY CITY CORP COM 702145103 309 41200 SH DEFINED 01 0 0 41200 PATINA OIL & GAS CORP COM 703224105 144 5250 SH DEFINED 01 0 0 5250 PATINA OIL & GAS CORP COM 703224105 390 14400 SH DEFINED 06 0 14400 0 PATTERSON UTI ENERGY INC COM 703481101 262 11250 SH DEFINED 01 0 0 11250 PAWNMART INC WT B EX 031704 704157122 0 10000 SH DEFINED 01 10000 0 0 PAXSON COMMUNICATIONS CORP COM 704231109 122 11700 SH DEFINED 01 0 0 11700 PAYCHEX INC COM 704326107 4590 131718 SH DEFINED 01 0 0 131718 PAYCHEX INC COM 704326107 2924 84500 SH DEFINED 06 0 84500 0 PAYCHEX INC COM 704326107 15175 435463 SH DEFINED 02 09 343917 0 91546 PEABODY ENERGY CORP COM 704549104 639 22685 SH DEFINED 01 0 0 22685 PEC SOLUTIONS INC COM 705107100 446 11859 SH DEFINED 01 0 0 11859 PEDIATRIX MED GROUP COM 705324101 281 8309 SH DEFINED 01 0 0 8309 PEERLESS MFG CO COM 705514107 241 13400 SH DEFINED 01 0 0 13400 PEGASUS COMMUNICATIONS CORP CL A 705904100 246 23720 SH DEFINED 01 0 0 23720 PENN VA RESOURCES PARTNERS LP COM 707884102 1471 57020 SH DEFINED 01 0 0 57020 PENNEY J C INC COM 708160106 560 20849 SH DEFINED 01 0 0 20849 PENNEY J C INC COM 708160106 2840 105600 SH DEFINED 02 105200 0 400 PENNEY J C INC COM 708160106 317 12100 SH DEFINED 06 0 12100 0 PENNZOIL-QUAKER STATE COMPANY COM 709323109 1018 70515 SH DEFINED 01 0 0 70515 PENTAIR INC COM 709631105 254 6974 SH DEFINED 01 0 0 6974 PENTAIR INC COM 709631105 189 5200 SH DEFINED 02 09 5200 0 0 PENTON MEDIA INC COM 709668107 6 1050 SH DEFINED 01 0 0 1050 PENTON MEDIA INC COM 709668107 826 120900 SH DEFINED 07 120900 0 0 PENWEST PHARMACEUTICALS CO COM 709754105 120 6000 SH DEFINED 01 0 0 6000 PENWEST PHARMACEUTICALS CO COM 709754105 1541 76400 SH DEFINED 13 76400 0 0 PEOPLES ENERGY CORP COM 711030106 291 7674 SH DEFINED 01 0 0 7674 PEOPLES ENERGY CORP COM 711030106 7 200 SH DEFINED 02 0 0 200 PEOPLES ENERGY CORP COM 711030106 385 10100 SH DEFINED 06 0 10100 0 PEOPLESOFT INC COM 712713106 2645 65815 SH DEFINED 01 33679 0 32136 PEOPLESOFT INC COM 712713106 585 15000 SH DEFINED 06 0 15000 0 PEOPLESOFT INC COM 712713106 10046 249930 SH DEFINED 02 09 202465 0 47465 PEP BOYS MANNY MOE & JACK COM 713278109 223 13014 SH DEFINED 01 0 0 13014 PEP BOYS MANNY MOE & JACK COM 713278109 3 200 SH DEFINED 02 200 0 0 PEPSI BOTTLING GROUP INC COM 713409100 1735 73862 SH DEFINED 01 0 0 73862 PEPSI BOTTLING GROUP INC COM 713409100 2129 88700 SH DEFINED 06 0 88700 0 PEPSI BOTTLING GROUP INC COM 713409100 1278 54400 SH DEFINED 09 34400 0 20000 PEPSIAMERICAS INC COM 71343P200 89 6500 SH DEFINED 01 0 0 6500 PEPSIAMERICAS INC COM 71343P200 231 16800 SH DEFINED 02 09 16800 0 0 PEPSICO INC COM 713448108 86466 1775863 SH DEFINED 01 57500 0 1718363 PEPSICO INC COM 713448108 16220 330010 SH DEFINED 06 0 330010 0 PEPSICO INC COM 713448108 77961 1601192 SH DEFINED 02 09 1384070 0 217122 PEPSICO INC COM 713448108 335 6885 SH DEFINED 11 0 6885 0 PEREGRINE SYSTEMS INC COM 71366Q101 103 6960 SH DEFINED 01 0 0 6960 PEREGRINE SYSTEMS INC COM 71366Q101 112 7594 SH DEFINED 09 4300 0 3294 PEREGRINE PHARMACEUTICALS INC COM 713661106 249 72615 SH DEFINED 01 0 0 72615 PERKINELMER INC COM 714046109 8402 239947 SH DEFINED 01 0 0 239947 PERKINELMER INC COM 714046109 1162 33200 SH DEFINED 06 0 33200 0 PERKINELMER INC COM 714046109 3161 90300 SH DEFINED 02 09 78100 0 12200 PERKINELMER INC COM 714046109 5550 155300 SH DEFINED 15 155300 0 0 PERMIAN BASIN RTY TR UNIT BEN INT 714236106 210 39500 SH DEFINED 01 0 0 39500 PEROT SYS CORP CL A 714265105 67 3300 SH DEFINED 01 0 0 3300 PEROT SYS CORP CL A 714265105 456 22600 SH DEFINED 15 22600 0 0 PERVASIVE SOFTWARE INC COM 715710109 29 10000 SH DEFINED 01 0 0 10000 PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 71654V101 178 8047 SH DEFINED 01 0 0 8047 PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 71654V101 4620 206800 SH DEFINED 06 0 206800 0 PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 71654V408 868 37294 SH DEFINED 01 10 0 37284 PETROLEUM & RES CORP COM 716549100 338 14418 SH DEFINED 01 0 0 14418 PETROLEUM GEO-SVCS A/S SPONSORED ADR 716597109 2425 304762 SH DEFINED 01 0 0 304762 PHARMACYCLICS INC COM 716933106 19 2000 SH DEFINED 01 0 0 2000 PHARMACYCLICS INC COM 716933106 112 11600 SH DEFINED 15 11600 0 0 PFIZER INC COM 717081103 216667 5437067 SH DEFINED 01 108182 0 5328885 PFIZER INC COM 717081103 38055 953760 SH DEFINED 06 0 953760 0 PFIZER INC COM 717081103 199338 5002222 SH DEFINED 02 09 4023343 0 978879 PFIZER INC COM 717081103 407 10220 SH DEFINED 11 0 10220 0 PFIZER INC COM 717081103 33249 823000 SH DEFINED 14 823000 0 0 PHARMACEUTICAL PROD DEV INC COM 717124101 1496 46325 SH DEFINED 01 0 0 46325 PHARMACEUTICAL RES INC COM 717125108 281 8330 SH DEFINED 01 0 0 8330 PHARMACEUTICAL RES INC COM 717125108 3 100 SH DEFINED 02 100 0 0 PHARMACEUTICAL RES INC COM 717125108 160 4800 SH DEFINED 15 4800 0 0 PHARMACOPEIA INC COM 71713B104 179 12950 SH DEFINED 01 0 0 12950 PHARMACOPEIA INC COM 71713B104 8634 619000 SH DEFINED 13 619000 0 0 PHARMACIA CORP COM 71713U102 19898 466546 SH DEFINED 01 3532 0 463014 PHARMACIA CORP COM 71713U102 7975 189645 SH DEFINED 06 0 189645 0 PHARMACIA CORP COM 71713U102 46060 1079993 SH DEFINED 02 09 850005 0 229988 PHARMACIA CORP COM 71713U102 25 600 SH DEFINED 11 0 600 0 PHARMACIA CORP COM 71713U102 28086 652300 SH DEFINED 14 652300 0 0 PHARMOS CORP COM NEW 717139208 73 31300 SH DEFINED 01 0 0 31300 PHELPS DODGE CORP COM 717265102 790 24389 SH DEFINED 01 2637 0 21752 PHELPS DODGE CORP COM 717265102 132 4100 SH DEFINED 06 0 4100 0 PHELPS DODGE CORP COM 717265102 1146 35400 SH DEFINED 02 09 35200 0 200 PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 327 14525 SH DEFINED 01 0 0 14525 PHILIP MORRIS COS INC COM 718154107 31518 687426 SH DEFINED 01 29456 0 657970 PHILIP MORRIS COS INC COM 718154107 11921 255600 SH DEFINED 06 0 255600 0 PHILIP MORRIS COS INC COM 718154107 73270 1598067 SH DEFINED 02 09 1452235 0 145832 PHILLIPS PETE CO COM 718507106 2201 36527 SH DEFINED 01 0 0 36527 PHILLIPS PETE CO COM 718507106 3426 56990 SH DEFINED 06 0 56990 0 PHILLIPS PETE CO COM 718507106 19511 323795 SH DEFINED 02 09 273367 0 50428 PHOSPHATE RESOURCE PARTNERS DEPOSITARY UNT 719217101 376 94012 SH DEFINED 01 0 0 94012 PHOTOMEDEX INC COM 719358103 46 25000 SH DEFINED 01 0 0 25000 PIER 1 IMPORTS INC COM 720279108 802 46272 SH DEFINED 01 0 0 46272 PILGRIM PRIME RATE TR NEW SH BEN INT 72146W103 305 45949 SH DEFINED 01 0 0 45949 PINNACLE WEST CAP CORP COM 723484101 1159 27705 SH DEFINED 01 0 0 27705 PINNACLE WEST CAP CORP COM 723484101 21 500 SH DEFINED 06 0 500 0 PINNACLE WEST CAP CORP COM 723484101 1869 44700 SH DEFINED 02 09 31900 0 12800 PIONEER INTREST SHS COM 723703104 498 43696 SH DEFINED 01 0 0 43696 PITNEY BOWES INC COM 724479100 3865 102790 SH DEFINED 01 15616 0 87174 PITNEY BOWES INC COM 724479100 2734 71400 SH DEFINED 06 0 71400 0 PITNEY BOWES INC COM 724479100 9677 257346 SH DEFINED 02 09 203500 0 53846 PIXELWORKS INC COM 72581M107 300 18700 SH DEFINED 01 0 0 18700 PIXAR COM 725811103 243 6765 SH DEFINED 01 0 0 6765 PIXAR COM 725811103 3 100 SH DEFINED 02 100 0 0 PLACER DOME INC COM 725906101 1458 133730 SH DEFINED 01 0 0 133730 PLACER DOME INC COM 725906101 1364 125100 SH DEFINED 02 124600 0 500 PLACER DOME INC COM 725906101 170 15300 SH DEFINED 06 0 15300 0 PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN 726503105 1697 65305 SH DEFINED 01 0 0 65305 PLANTRONICS INC NEW COM 727493108 725 28287 SH DEFINED 01 0 0 28287 PLUM CREEK TIMBER CO INC COM 729251108 3136 110632 SH DEFINED 01 10020 0 100612 PLUM CREEK TIMBER CO INC COM 729251108 220 7795 SH DEFINED 02 09 5995 0 1800 POGO PRODUCING CO COM 730448107 70 2700 SH DEFINED 01 0 0 2700 POGO PRODUCING CO COM 730448107 21 800 SH DEFINED 02 800 0 0 POGO PRODUCING CO COM 730448107 1321 52300 SH DEFINED 06 0 52300 0 POHANG IRON & STL LTD SPONSORED ADR 730450103 3405 148085 SH DEFINED 01 0 0 148085 POHANG IRON & STL LTD SPONSORED ADR 730450103 3983 171680 SH DEFINED 06 0 171680 0 POLARIS INDS INC COM 731068102 419 7261 SH DEFINED 01 0 0 7261 POLO RALPH LAUREN CORP CL A 731572103 598 22382 SH DEFINED 01 0 0 22382 POLO RALPH LAUREN CORP CL A 731572103 175 6600 SH DEFINED 02 09 6600 0 0 POLYCOM INC COM 73172K104 291 8554 SH DEFINED 01 0 0 8554 POLYCOM INC COM 73172K104 2807 77600 SH DEFINED 06 0 77600 0 POLYCOM INC COM 73172K104 166 4900 SH DEFINED 02 09 4900 0 0 POLYONE CORP COM 73179P106 128 13125 SH DEFINED 01 0 0 13125 POPE & TALBOT INC COM 732827100 22 1600 SH DEFINED 01 0 0 1600 POPE & TALBOT INC COM 732827100 383 27100 SH DEFINED 06 0 27100 0 POPULAR INC COM 733174106 415 14285 SH DEFINED 01 0 0 14285 POPULAR INC COM 733174106 6739 231800 SH DEFINED 02 09 38000 0 193800 POPULAR INC COM 733174106 5635 193800 SH DEFINED 11 0 193800 0 PORTAL SOFTWARE INC COM 736126103 53 25800 SH DEFINED 01 0 0 25800 PORTUGAL TELECOM SGPS S A SPONSORED ADR 737273102 186 24461 SH DEFINED 01 0 0 24461 PORTUGAL TELECOM SGPS S A SPONSORED ADR 737273102 3436 431664 SH DEFINED 06 0 431664 0 POSSIS MEDICAL INC COM 737407106 663 38100 SH DEFINED 01 0 0 38100 POST PPTYS INC COM 737464107 593 16700 SH DEFINED 01 0 0 16700 POTLATCH CORP COM 737628107 292 9970 SH DEFINED 01 2870 0 7100 POTOMAC ELEC PWR CO COM 737679100 275 12199 SH DEFINED 01 0 0 12199 POTOMAC ELEC PWR CO COM 737679100 205 9100 SH DEFINED 02 09 9100 0 0 POWER INTEGRATIONS INC COM 739276103 11 500 SH DEFINED 01 0 0 500 POWER INTEGRATIONS INC COM 739276103 684 29100 SH DEFINED 06 0 29100 0 POWER INTEGRATIONS INC COM 739276103 2405 106000 SH DEFINED 15 106000 0 0 POWER-ONE INC COM 739308104 273 26255 SH DEFINED 01 0 0 26255 POWERWAVE TECHNOLOGIES INC COM 739363109 204 11850 SH DEFINED 01 0 0 11850 POWERWAVE TECHNOLOGIES INC COM 739363109 1585 91400 SH DEFINED 06 0 91400 0 PRACTICEWORKS INC COM 739419109 154 15500 SH DEFINED 01 0 0 15500 PRAXAIR INC COM 74005P104 1696 30699 SH DEFINED 01 0 0 30699 PRAXAIR INC COM 74005P104 1624 29600 SH DEFINED 06 0 29600 0 PRAXAIR INC COM 74005P104 9152 165668 SH DEFINED 02 09 127975 0 37693 PRE PAID LEGAL SVCS INC COM 740065107 370 16938 SH DEFINED 01 0 0 16938 PRECISION CASTPARTS CORP COM 740189105 2210 78235 SH DEFINED 01 0 0 78235 PRECISION CASTPARTS CORP COM 740189105 443 16000 SH DEFINED 06 0 16000 0 PRECISION CASTPARTS CORP COM 740189105 185 6600 SH DEFINED 02 09 6600 0 0 PRECISION DRILLING CORP COM 74022D100 240 9326 SH DEFINED 01 0 0 9326 PRENTISS PPTYS TR SH BEN INT 740706106 46 1693 SH DEFINED 01 0 0 1693 PRENTISS PPTYS TR SH BEN INT 740706106 19 700 SH DEFINED 02 0 0 700 PRENTISS PPTYS TR SH BEN INT 740706106 387 14300 SH DEFINED 06 0 14300 0 PRESIDENTIAL LIFE CORP COM 740884101 400 19300 SH DEFINED 06 0 19300 0 PRICE COMMUNICATIONS CORP COM NEW 741437305 301 15785 SH DEFINED 01 0 0 15785 PRICE T ROWE GROUP INC COM 74144T108 2862 82414 SH DEFINED 01 0 0 82414 PRICE T ROWE GROUP INC COM 74144T108 1559 45150 SH DEFINED 06 0 45150 0 PRICE T ROWE GROUP INC COM 74144T108 3594 103494 SH DEFINED 02 09 89500 0 13994 PRICELINE COM INC COM 741503106 182 31346 SH DEFINED 01 12239 0 19107 PRINCIPAL FINANCIAL GROUP INC COM 74251V102 84 3530 SH DEFINED 01 0 0 3530 PRINCIPAL FINANCIAL GROUP INC COM 74251V102 1406 59000 SH DEFINED 06 0 59000 0 PRINCIPAL FINANCIAL GROUP INC COM 74251V102 1146 48732 SH DEFINED 12 48732 0 0 PROCTER & GAMBLE CO COM 742718109 74860 946043 SH DEFINED 01 37281 0 908762 PROCTER & GAMBLE CO COM 742718109 14312 178900 SH DEFINED 06 0 178900 0 PROCTER & GAMBLE CO COM 742718109 82156 1038260 SH DEFINED 02 09 843600 0 194660 PROGRESS ENERGY INC COM 743263105 1971 43778 SH DEFINED 01 0 0 43778 PROGRESS ENERGY INC COM 743263105 5416 119522 SH DEFINED 06 0 119522 0 PROGRESS ENERGY INC COM 743263105 9251 205475 SH DEFINED 02 09 161900 0 43575 PROGRESSIVE CORP OHIO COM 743315103 2353 15761 SH DEFINED 01 12239 0 3522 PROGRESSIVE CORP OHIO COM 743315103 503 3400 SH DEFINED 06 0 3400 0 PROGRESSIVE CORP OHIO COM 743315103 5732 38400 SH DEFINED 02 09 36900 0 1500 PROLOGIS TR SH BEN INT 743410102 171 7954 SH DEFINED 01 0 0 7954 PROLOGIS TR SH BEN INT 743410102 130 6100 SH DEFINED 02 09 6100 0 0 PROSPECT STR HIGH INCOME PTFLO COM NEW 743586406 58 12367 SH DEFINED 01 0 0 12367 PROSPECT STREET INCOME SHS INC COM 743590101 73 11439 SH DEFINED 01 0 0 11439 PROTECTIVE LIFE CORP COM 743674103 264 9145 SH DEFINED 01 0 0 9145 PROTECTIVE LIFE CORP COM 743674103 326 11300 SH DEFINED 02 09 11300 0 0 PROTEIN DESIGN LABS INC COM 74369L103 798 24351 SH DEFINED 01 0 0 24351 PROTEIN DESIGN LABS INC COM 74369L103 121 3700 SH DEFINED 02 09 3700 0 0 PROVELL INC CL A 74372Y100 17 10700 SH DEFINED 01 0 0 10700 PROVINCE HEALTHCARE CO COM 743977100 369 11975 SH DEFINED 01 0 0 11975 PROVINCE HEALTHCARE CO COM 743977100 1931 63200 SH DEFINED 06 0 63200 0 PROVIDIAN FINL CORP COM 74406A102 163 46150 SH DEFINED 01 0 0 46150 PROVIDIAN FINL CORP COM 74406A102 104 29384 SH DEFINED 02 21069 0 8315 PROXIM INC COM 744284100 491 49560 SH DEFINED 01 0 0 49560 PRUDENTIAL FINL INC COM 744320102 311 9400 SH DEFINED 01 0 0 9400 PRUDENTIAL FINL INC COM 744320102 4554 145500 SH DEFINED 06 0 145500 0 PSYCHEMEDICS CORP COM 744375106 224 54800 SH DEFINED 01 0 0 54800 PUBLIC SVC CO N MEX COM 744499104 425 15237 SH DEFINED 01 0 0 15237 PUBLIC SVC ENTERPRISE GROUP COM 744573106 904 21449 SH DEFINED 01 0 0 21449 PUBLIC SVC ENTERPRISE GROUP COM 744573106 474 11000 SH DEFINED 06 0 11000 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 8503 201570 SH DEFINED 02 09 156800 0 44770 PUBLIC STORAGE INC COM 74460D109 105 3163 SH DEFINED 01 0 0 3163 PUBLIC STORAGE INC COM 74460D109 213 6400 SH DEFINED 02 09 6400 0 0 PUERTO RICAN CEM INC COM 745075101 145 7700 SH DEFINED 02 0 0 7700 PUERTO RICAN CEM INC COM 745075101 145 7700 SH DEFINED 11 0 7700 0 PUGET ENERGY INC NEW COM 745310102 410 18756 SH DEFINED 01 0 0 18756 PUGET ENERGY INC NEW COM 745310102 99 4600 SH DEFINED 02 09 4600 0 0 PULITZER INC COM 745769109 299 5870 SH DEFINED 01 0 0 5870 PULTE HOMES INC COM 745867101 1123 25158 SH DEFINED 01 0 0 25158 PULTE HOMES INC COM 745867101 164 3700 SH DEFINED 06 0 3700 0 PULTE HOMES INC COM 745867101 3167 70910 SH DEFINED 02 09 54000 0 16910 PUTNAM HIGH INCOME CONV&BD FD SH BEN INT 746779107 202 28931 SH DEFINED 01 0 0 28931 PUTNAM MASTER INCOME TR SH BEN INT 74683K104 531 83389 SH DEFINED 01 0 0 83389 PUTNAM PREMIER INCOME TR SH BEN INT 746853100 1037 172646 SH DEFINED 01 1050 0 171596 PUTNAM MASTER INTER INCOME TR SH BEN INT 746909100 1606 267738 SH DEFINED 01 0 0 267738 QLOGIC CORP COM 747277101 744 16723 SH DEFINED 01 50 0 16673 QLOGIC CORP COM 747277101 230 4800 SH DEFINED 06 0 4800 0 QLOGIC CORP COM 747277101 4234 95134 SH DEFINED 02 09 78800 0 16334 QUAKER CHEM CORP COM 747316107 624 30300 SH DEFINED 01 0 0 30300 QUAKER FABRIC CORP NEW COM 747399103 220 26500 SH DEFINED 01 0 0 26500 QUALCOMM INC COM 747525103 27652 547576 SH DEFINED 01 10 0 547566 QUALCOMM INC COM 747525103 9815 188600 SH DEFINED 06 0 188600 0 QUALCOMM INC COM 747525103 31536 624508 SH DEFINED 02 09 512430 0 112078 QUALCOMM INC COM 747525103 7135 137751 SH DEFINED 12 137751 0 0 QUANEX CORP SB DB CV 6.88%07 747620AC6 14 14500 SH DEFINED 01 14500 0 0 QUANEX CORP COM 747620102 833 29453 SH DEFINED 01 0 0 29453 QUANTUM CORP SUB NT CONV 7%04 747906AC9 211 240000 SH DEFINED 01 205000 0 35000 QUANTUM CORP COM DSSG 747906204 1093 111029 SH DEFINED 01 105264 0 5765 QUANTUM CORP COM DSSG 747906204 86 8800 SH DEFINED 02 09 8800 0 0 QUEST DIAGNOSTICS INC COM 74834L100 29801 415590 SH DEFINED 01 0 0 415590 QUEST DIAGNOSTICS INC COM 74834L100 15893 221640 SH DEFINED 02 221215 0 425 QUESTAR CORP COM 748356102 527 21048 SH DEFINED 01 0 0 21048 QUESTAR CORP COM 748356102 388 15500 SH DEFINED 02 09 15500 0 0 QUICKLOGIC CORP COM 74837P108 1000 218000 SH DEFINED 15 218000 0 0 QUINTILES TRANSNATIONAL CORP COM 748767100 139 8710 SH DEFINED 01 0 0 8710 QUINTILES TRANSNATIONAL CORP COM 748767100 93 5800 SH DEFINED 06 0 5800 0 QUINTILES TRANSNATIONAL CORP COM 748767100 835 52100 SH DEFINED 02 09 52000 0 100 QWEST COMMUNICATIONS INTL INC COM 749121109 4603 325823 SH DEFINED 01 41868 0 283955 QWEST COMMUNICATIONS INTL INC COM 749121109 1127 80400 SH DEFINED 06 0 80400 0 QWEST COMMUNICATIONS INTL INC COM 749121109 15069 1066482 SH DEFINED 02 09 895561 0 170921 QWEST COMMUNICATIONS INTL INC COM 749121109 218 15495 SH DEFINED 11 0 15495 0 R & G FINANCIAL CORP CL B 749136107 692 40400 SH DEFINED 02 0 0 40400 R & G FINANCIAL CORP CL B 749136107 692 40400 SH DEFINED 11 0 40400 0 RCM STRATEGIC GLOBAL GOVT FD COM 74936A101 123 11641 SH DEFINED 01 0 0 11641 RCN CORP COM 749361101 63 21555 SH DEFINED 01 905 0 20650 R G S ENERGY GROUP INC COM 74956K104 30 800 SH DEFINED 01 0 0 800 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 572 39604 SH DEFINED 01 0 0 39604 RSA SEC INC COM 749719100 33 1912 SH DEFINED 01 0 0 1912 RSA SEC INC COM 749719100 149 8600 SH DEFINED 02 09 8600 0 0 RSA SEC INC COM 749719100 4347 248700 SH DEFINED 15 248700 0 0 RTI INTL METALS INC COM 74973W107 537 54050 SH DEFINED 01 0 0 54050 RF MICRODEVICES INC COM 749941100 1775 92304 SH DEFINED 01 0 0 92304 RF MICRODEVICES INC COM 749941100 1073 53800 SH DEFINED 06 0 53800 0 RF MICRODEVICES INC COM 749941100 253 13200 SH DEFINED 09 13200 0 0 RACING CHAMPIONS CORP COM 750069106 393 32000 SH DEFINED 01 0 0 32000 RADIAN GROUP INC COM 750236101 95 2228 SH DEFINED 01 0 0 2228 RADIAN GROUP INC COM 750236101 1324 30204 SH DEFINED 06 0 30204 0 RADIAN GROUP INC COM 750236101 802 18700 SH DEFINED 02 09 18700 0 0 RADIANT SYSTEMS INC COM 75025N102 8 750 SH DEFINED 01 0 0 750 RADIANT SYSTEMS INC COM 75025N102 5601 430850 SH DEFINED 06 0 430850 0 RADIOSHACK CORP COM 750438103 1658 55101 SH DEFINED 01 0 0 55101 RADIOSHACK CORP COM 750438103 300 10100 SH DEFINED 06 0 10100 0 RADIOSHACK CORP COM 750438103 6792 225696 SH DEFINED 02 09 166500 0 59196 RAMBUS INC DEL COM 750917106 78 9830 SH DEFINED 01 0 0 9830 RAMBUS INC DEL COM 750917106 1 215 SH DEFINED 02 215 0 0 RALCORP HLDGS INC NEW COM 751028101 202 8936 SH DEFINED 01 0 0 8936 RARE MEDIUM GROUP INC COM 75382N109 22 30430 SH DEFINED 01 0 0 30430 RATIONAL SOFTWARE CORP COM NEW 75409P202 480 24632 SH DEFINED 01 0 0 24632 RATIONAL SOFTWARE CORP COM NEW 75409P202 39 1900 SH DEFINED 06 0 1900 0 RATIONAL SOFTWARE CORP COM NEW 75409P202 593 30446 SH DEFINED 09 21100 0 9346 RAYONIER INC COM 754907103 226 4492 SH DEFINED 01 0 0 4492 RAYTEL MED CORP COM NEW 755107208 415 55000 SH DEFINED 01 0 0 55000 RAYTHEON CO COM NEW 755111507 4444 136879 SH DEFINED 01 1087 0 135792 RAYTHEON CO COM NEW 755111507 2342 73440 SH DEFINED 06 0 73440 0 RAYTHEON CO COM NEW 755111507 7248 223255 SH DEFINED 02 09 197200 0 26055 RAYTHEON CO COM NEW 755111507 263 8100 SH DEFINED 11 0 8100 0 RAZORFISH INC CL A 755236106 5 25770 SH DEFINED 01 0 0 25770 READ-RITE CORP COM 755246105 461 69880 SH DEFINED 01 0 0 69880 READERS DIGEST ASSN INC CL A NON VTG 755267101 781 33843 SH DEFINED 01 29156 0 4687 READERS DIGEST ASSN INC CL A NON VTG 755267101 158 6900 SH DEFINED 02 09 6900 0 0 REALNETWORKS INC COM 75605L104 307 51812 SH DEFINED 01 0 0 51812 RECOTON CORP COM 756268108 379 27900 SH DEFINED 01 0 0 27900 RED HAT INC COM 756577102 72 10171 SH DEFINED 01 500 0 9671 RED HAT INC COM 756577102 1823 259900 SH DEFINED 15 259900 0 0 REDBACK NETWORKS INC COM 757209101 123 31385 SH DEFINED 01 0 0 31385 REEBOK INTL LTD COM 758110100 2481 93648 SH DEFINED 01 0 0 93648 REEBOK INTL LTD COM 758110100 31 1200 SH DEFINED 02 1200 0 0 REGAL BELOIT CORP COM 758750103 2 100 SH DEFINED 01 0 0 100 REGAL BELOIT CORP COM 758750103 382 17400 SH DEFINED 06 0 17400 0 REGENERON PHARMACEUTICALS COM 75886F107 202 7200 SH DEFINED 01 0 0 7200 REGENERON PHARMACEUTICALS COM 75886F107 2109 72800 SH DEFINED 13 72800 0 0 REGIONS FINL CORP COM 758940100 133 4450 SH DEFINED 01 0 0 4450 REGIONS FINL CORP COM 758940100 372 12400 SH DEFINED 06 0 12400 0 REGIONS FINL CORP COM 758940100 7415 247700 SH DEFINED 02 09 208400 0 39300 REHABILICARE INC COM 758944102 530 103000 SH DEFINED 01 0 0 103000 RELIANT RES INC COM 75952B105 194 11785 SH DEFINED 01 0 0 11785 RELIANT RES INC COM 75952B105 21 1300 SH DEFINED 02 1300 0 0 RELIANT ENERGY INC COM 75952J108 815 30765 SH DEFINED 01 0 0 30765 RELIANT ENERGY INC COM 75952J108 415 15500 SH DEFINED 06 0 15500 0 RELIANT ENERGY INC COM 75952J108 6291 237234 SH DEFINED 02 09 193240 0 43994 REMEC INC COM 759543101 100 10042 SH DEFINED 01 0 0 10042 REPLIGEN CORP COM 759916109 25 10450 SH DEFINED 01 0 0 10450 RENAL CARE GROUP INC COM 759930100 93 2900 SH DEFINED 01 0 0 2900 RENAL CARE GROUP INC COM 759930100 1322 41700 SH DEFINED 06 0 41700 0 RENT WAY INC COM 76009U104 306 51200 SH DEFINED 01 0 0 51200 REPSOL YPF S A SPONSORED ADR 76026T205 121 8369 SH DEFINED 01 5980 0 2389 REPSOL YPF S A SPONSORED ADR 76026T205 4910 337000 SH DEFINED 06 0 337000 0 REPTRON ELECTRONICS INC COM 76026W109 31 10000 SH DEFINED 01 0 0 10000 REPUBLIC SVCS INC COM 760759100 1421 71160 SH DEFINED 01 0 0 71160 REPUBLIC SVCS INC COM 760759100 118 5900 SH DEFINED 06 0 5900 0 REPUBLIC SVCS INC COM 760759100 220 11100 SH DEFINED 02 09 11100 0 0 RESMED INC COM 761152107 307 5700 SH DEFINED 01 0 0 5700 RESMED INC COM 761152107 193 3600 SH DEFINED 02 09 3600 0 0 REUTERS GROUP PLC SPONSORED ADR 76132M102 623 10388 SH DEFINED 01 0 0 10388 REVLON INC CL A 761525500 314 47250 SH DEFINED 01 0 0 47250 REYNOLDS & REYNOLDS CO CL A 761695105 184 7600 SH DEFINED 01 0 0 7600 REYNOLDS & REYNOLDS CO CL A 761695105 43 1800 SH DEFINED 02 1800 0 0 REYNOLDS R J TOB HLDGS INC COM 76182K105 485 8629 SH DEFINED 01 0 0 8629 REYNOLDS R J TOB HLDGS INC COM 76182K105 376 6700 SH DEFINED 02 09 6700 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 451 32299 SH DEFINED 01 0 0 32299 RIO TINTO PLC SPONSORED ADR 767204100 761 9723 SH DEFINED 01 0 0 9723 RIO TINTO PLC SPONSORED ADR 767204100 234 3010 SH DEFINED 06 0 3010 0 RITE AID CORP COM 767754104 921 182108 SH DEFINED 01 0 0 182108 RITE AID CORP COM 767754104 59 11800 SH DEFINED 02 11800 0 0 RIVERDEEP GROUP PLC ADR 76870Q109 406 24500 SH DEFINED 15 24500 0 0 RIVERSTONE NETWORKS INC COM 769320102 107 6490 SH DEFINED 01 0 0 6490 RIVERSTONE NETWORKS INC COM 769320102 88 5377 SH DEFINED 02 09 5377 0 0 ROBERT HALF INTL INC COM 770323103 272 10210 SH DEFINED 01 0 0 10210 ROBERT HALF INTL INC COM 770323103 266 10050 SH DEFINED 06 0 10050 0 ROBERT HALF INTL INC COM 770323103 3503 131239 SH DEFINED 02 09 103900 0 27339 ROBERT HALF INTL INC COM 770323103 2174 80500 SH DEFINED 15 80500 0 0 ROBOTIC VISION SYS INC COM 771074101 21 19150 SH DEFINED 01 0 0 19150 ROCKWELL INTL CORP NEW COM 773903109 938 52544 SH DEFINED 01 0 0 52544 ROCKWELL INTL CORP NEW COM 773903109 192 10700 SH DEFINED 06 0 10700 0 ROCKWELL INTL CORP NEW COM 773903109 2978 166791 SH DEFINED 02 09 137300 0 29491 ROCKWELL COLLINS INC COM 774341101 1343 68881 SH DEFINED 01 0 0 68881 ROCKWELL COLLINS INC COM 774341101 196 9800 SH DEFINED 06 0 9800 0 ROCKWELL COLLINS INC COM 774341101 3246 166551 SH DEFINED 02 09 129800 0 36751 ROCKWELL MEDICAL TECH COM 774374102 16 12000 SH DEFINED 01 0 0 12000 ROHM & HAAS CO COM 775371107 1161 33533 SH DEFINED 01 0 0 33533 ROHM & HAAS CO COM 775371107 3137 90600 SH DEFINED 02 90300 0 300 ROHM & HAAS CO COM 775371107 361 10300 SH DEFINED 06 0 10300 0 ROSLYN BANCORP INC COM 778162107 111 6398 SH DEFINED 01 0 0 6398 ROSLYN BANCORP INC COM 778162107 220 12650 SH DEFINED 02 09 12650 0 0 ROSS STORES INC COM 778296103 241 7541 SH DEFINED 01 0 0 7541 ROSS STORES INC COM 778296103 60 1900 SH DEFINED 02 1900 0 0 ROUSE CO COM 779273101 1646 56216 SH DEFINED 01 0 0 56216 ROUSE CO COM 779273101 3222 110100 SH DEFINED 06 0 110100 0 ROUSE CO COM 779273101 237 8100 SH DEFINED 02 09 8100 0 0 ROWAN COS INC COM 779382100 204 10551 SH DEFINED 01 0 0 10551 ROWAN COS INC COM 779382100 7 400 SH DEFINED 09 200 0 200 ROXIO INC COM 780008108 506 30602 SH DEFINED 01 0 0 30602 ROYAL BK SCOTLAND GROUP PLC SP ADR PREF C 780097408 200 7865 SH DEFINED 01 0 0 7865 ROYAL BK SCOTLAND GROUP PLC SP ADR PREF D 780097606 552 20600 SH DEFINED 01 0 0 20600 ROYAL BK SCOTLAND GROUP PLC SP ADR PREF E 780097705 264 10010 SH DEFINED 01 0 0 10010 ROYAL BK SCOTLAND GROUP PLC SP ADR I PRF I 780097861 448 17420 SH DEFINED 01 0 0 17420 ROYAL BK SCOTLAND GROUP PLC SPON ADR PRF G 780097887 249 9900 SH DEFINED 01 0 0 9900 ROYAL CARIBBEAN CRUISES LTD LYON ZERO 21 780153AK8 13 43000 SH DEFINED 01 43000 0 0 ROYAL CARIBBEAN CRUISES LTD LYON ZERO 21 780153AK8 1210 4000000 SH DEFINED 07 4000000 0 0 ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 21553 439683 SH DEFINED 01 23378 0 416305 ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 5500 111700 SH DEFINED 06 0 111700 0 ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 69892 1425799 SH DEFINED 02 09 1181300 0 244499 ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 73 1500 SH DEFINED 11 0 1500 0 ROYCE FOCUS TR COM 78080N108 105 15850 SH DEFINED 01 0 0 15850 ROYCE VALUE TR INC COM 780910105 721 45877 SH DEFINED 01 72 0 45805 ROYCE MICRO-CAP TR INC COM 780915104 202 19313 SH DEFINED 01 0 0 19313 RUDDICK CORP COM 781258108 164 10300 SH DEFINED 01 0 0 10300 RUSS BERRIE & CO COM 782233100 225 7500 SH DEFINED 01 0 0 7500 RUSS BERRIE & CO COM 782233100 406 13110 SH DEFINED 06 0 13110 0 RYDER SYS INC COM 783549108 208 9425 SH DEFINED 01 0 0 9425 RYDER SYS INC COM 783549108 16 700 SH DEFINED 06 0 700 0 RYDER SYS INC COM 783549108 1005 45400 SH DEFINED 09 28500 0 16900 RYERSON TULL INC NEW COM 78375P107 228 20766 SH DEFINED 01 0 0 20766 RYLAND GROUP INC COM 783764103 481 6582 SH DEFINED 01 0 0 6582 SBC COMMUNICATIONS INC COM 78387G103 25573 652892 SH DEFINED 01 29722 0 623170 SBC COMMUNICATIONS INC COM 78387G103 11474 287866 SH DEFINED 06 0 287866 0 SBC COMMUNICATIONS INC COM 78387G103 105422 2691440 SH DEFINED 02 09 2173013 0 518427 SBC COMMUNICATIONS INC COM 78387G103 353 9019 SH DEFINED 11 0 9019 0 SEI INVESTMENTS CO COM 784117103 5114 113368 SH DEFINED 01 0 0 113368 SEI INVESTMENTS CO COM 784117103 933 21000 SH DEFINED 06 0 21000 0 SEI INVESTMENTS CO COM 784117103 261 5800 SH DEFINED 02 09 5800 0 0 SPDR TR UNIT SER 1 78462F103 20975 183513 SH DEFINED 01 0 0 183513 SPDR TR UNIT SER 1 78462F103 1168 10100 SH DEFINED 06 0 10100 0 SPDR TR UNIT SER 1 78462F103 4046 35405 SH DEFINED 02 09 32095 0 3310 S1 CORPORATION COM 78463B101 312 19331 SH DEFINED 01 0 0 19331 SPX CORP COM 784635104 1359 9930 SH DEFINED 01 0 0 9930 SPX CORP COM 784635104 95 700 SH DEFINED 02 700 0 0 SPX CORP COM 784635104 2097 15100 SH DEFINED 06 0 15100 0 SVI SOLUTIONS INC COM NEW 784872301 9 10000 SH DEFINED 01 0 0 10000 SWS GROUP INC COM 78503N107 27 1089 SH DEFINED 01 0 0 1089 SWS GROUP INC COM 78503N107 426 16700 SH DEFINED 06 0 16700 0 S Y BANCORP INC COM 785060104 750 22549 SH DEFINED 01 0 0 22549 SABRE HLDGS CORP CL A 785905100 2075 49003 SH DEFINED 01 44706 0 4297 SABRE HLDGS CORP CL A 785905100 274 6600 SH DEFINED 06 0 6600 0 SABRE HLDGS CORP CL A 785905100 3715 87747 SH DEFINED 02 09 73200 0 14547 SAFECO CORP COM 786429100 716 22997 SH DEFINED 01 0 0 22997 SAFECO CORP COM 786429100 1613 51800 SH DEFINED 02 51100 0 700 SAFECO CORP COM 786429100 974 31145 SH DEFINED 06 0 31145 0 SAFEGUARD SCIENTIFICS INC SB NT CV 5%06 786449AE8 14 25000 SH DEFINED 01 25000 0 0 SAFEGUARD SCIENTIFICS INC COM 786449108 670 191590 SH DEFINED 01 0 0 191590 SAFEWAY INC COM NEW 786514208 5346 128055 SH DEFINED 01 5780 0 122275 SAFEWAY INC COM NEW 786514208 1055 26100 SH DEFINED 06 0 26100 0 SAFEWAY INC COM NEW 786514208 19109 457728 SH DEFINED 02 09 366896 0 90832 SAFEWAY INC COM NEW 786514208 429 10285 SH DEFINED 11 0 10285 0 SAGENT TECHNOLOGY INC COM 786693101 15 16000 SH DEFINED 01 0 0 16000 ST JOE CO COM 790148100 866 31210 SH DEFINED 01 0 0 31210 ST JOE CO COM 790148100 19 700 SH DEFINED 02 700 0 0 ST JUDE MED INC COM 790849103 3201 41231 SH DEFINED 01 18425 0 22806 ST JUDE MED INC COM 790849103 1792 23900 SH DEFINED 06 0 23900 0 ST JUDE MED INC COM 790849103 4177 53800 SH DEFINED 02 09 46800 0 7000 ST MARY LD & EXPL CO COM 792228108 586 27700 SH DEFINED 01 0 0 27700 ST MARY LD & EXPL CO COM 792228108 425 19800 SH DEFINED 06 0 19800 0 ST PAUL COS INC COM 792860108 2944 66965 SH DEFINED 01 0 0 66965 ST PAUL COS INC COM 792860108 406 9300 SH DEFINED 06 0 9300 0 ST PAUL COS INC COM 792860108 4489 102100 SH DEFINED 02 09 101600 0 500 SAKS INC COM 79377W108 238 25486 SH DEFINED 01 0 0 25486 SAKS INC COM 79377W108 25 2700 SH DEFINED 02 2700 0 0 SALOMON BROS HIGH INCOME FD II COM 794907105 857 79456 SH DEFINED 01 0 0 79456 SALOMON BROTHERS FD INC COM 795477108 202 16303 SH DEFINED 01 0 0 16303 SALOMON BROS 2008 WORLDWIDE COM 79548R103 589 58800 SH DEFINED 01 0 0 58800 SALTON INC COM 795757103 1051 55670 SH DEFINED 01 0 0 55670 SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 213 22300 SH DEFINED 01 0 0 22300 SANCHEZ COMPUTER ASSOCS INC COM 799702105 110 12900 SH DEFINED 01 0 0 12900 SANDISK CORP COM 80004C101 1012 70332 SH DEFINED 01 0 0 70332 SANDISK CORP COM 80004C101 10 700 SH DEFINED 02 700 0 0 SANGAMO BIOSCIENCES INC COM 800677106 1648 203600 SH DEFINED 13 203600 0 0 SANMINA SCI CORP COM 800907107 1304 65532 SH DEFINED 01 0 0 65532 SANMINA SCI CORP COM 800907107 512 25300 SH DEFINED 06 0 25300 0 SANMINA SCI CORP COM 800907107 7550 379451 SH DEFINED 02 09 320992 0 58459 SANMINA SCI CORP COM 800907107 4139 199700 SH DEFINED 15 199700 0 0 SANTANDER BANCORP COM 802809103 1178 60710 SH DEFINED 02 0 0 60710 SANTANDER BANCORP COM 802809103 1178 60710 SH DEFINED 11 0 60710 0 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 6557 205368 SH DEFINED 01 5 0 205363 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 13828 433100 SH DEFINED 02 433100 0 0 SAPIENT CORP COM 803062108 74 9715 SH DEFINED 01 0 0 9715 SAPIENT CORP COM 803062108 17 2350 SH DEFINED 06 0 2350 0 SAPIENT CORP COM 803062108 48 6300 SH DEFINED 09 4000 0 2300 SARA LEE CORP COM 803111103 7538 339106 SH DEFINED 01 33338 0 305768 SARA LEE CORP COM 803111103 905 40800 SH DEFINED 06 0 40800 0 SARA LEE CORP COM 803111103 16230 730130 SH DEFINED 02 09 573000 0 157130 SASOL LTD SPONSORED ADR 803866300 812 91800 SH DEFINED 01 0 0 91800 SCANA CORP NEW COM 80589M102 634 22808 SH DEFINED 01 0 0 22808 SCANA CORP NEW COM 80589M102 143 5200 SH DEFINED 02 09 5200 0 0 SCANSOFT INC COM 80603P107 372 86700 SH DEFINED 01 0 0 86700 SCHEIN HENRY INC COM 806407102 847 22891 SH DEFINED 01 0 0 22891 SCHEIN HENRY INC COM 806407102 25 700 SH DEFINED 02 700 0 0 SCHERING PLOUGH CORP COM 806605101 41482 1158405 SH DEFINED 01 19125 0 1139280 SCHERING PLOUGH CORP COM 806605101 8660 240559 SH DEFINED 06 0 240559 0 SCHERING PLOUGH CORP COM 806605101 41688 1164166 SH DEFINED 02 09 976705 0 187461 SCHERING PLOUGH CORP COM 806605101 23676 664000 SH DEFINED 15 664000 0 0 SCHLUMBERGER LTD COM 806857108 12429 226195 SH DEFINED 01 5089 0 221106 SCHLUMBERGER LTD COM 806857108 8330 155900 SH DEFINED 06 0 155900 0 SCHLUMBERGER LTD COM 806857108 22970 418027 SH DEFINED 02 09 326300 0 91727 SCHLUMBERGER LTD COM 806857108 300 5475 SH DEFINED 11 0 5475 0 SCHWAB CHARLES CORP NEW COM 808513105 5740 371077 SH DEFINED 01 0 0 371077 SCHWAB CHARLES CORP NEW COM 808513105 2350 151000 SH DEFINED 06 0 151000 0 SCHWAB CHARLES CORP NEW COM 808513105 15242 985327 SH DEFINED 02 09 836600 0 148727 SCICLONE PHARMACEUTICALS INC COM 80862K104 53 17700 SH DEFINED 01 0 0 17700 SCIENT INC COM 808649107 60 144963 SH DEFINED 01 0 0 144963 SCIENTIFIC ATLANTA INC COM 808655104 16101 672571 SH DEFINED 01 0 0 672571 SCIENTIFIC ATLANTA INC COM 808655104 205 8200 SH DEFINED 06 0 8200 0 SCIENTIFIC ATLANTA INC COM 808655104 15749 657913 SH DEFINED 02 09 631150 0 26763 SCIENTIFIC LEARNING CORP COM 808760102 34 19550 SH DEFINED 01 0 0 19550 SCIOS INC COM 808905103 148 6255 SH DEFINED 01 0 0 6255 SCIOS INC COM 808905103 2 100 SH DEFINED 02 100 0 0 SCIOS INC COM 808905103 1099 47700 SH DEFINED 06 0 47700 0 SCIOS INC COM 808905103 565 22800 SH DEFINED 15 22800 0 0 SCIQUEST INC COM 80908Q107 2380 1408500 SH DEFINED 01 0 0 1408500 SCOTTISH PWR PLC SPON ADR FINAL 81013T705 768 35433 SH DEFINED 01 25 0 35408 SCRIPPS E W CO OHIO CL A 811054204 1011 15331 SH DEFINED 01 0 0 15331 SCRIPPS E W CO OHIO CL A 811054204 46 700 SH DEFINED 02 700 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 673 60700 SH DEFINED 01 0 0 60700 SEA CONTAINERS LTD CL A 811371707 182 13350 SH DEFINED 01 0 0 13350 SEA CONTAINERS LTD CL A 811371707 474 35400 SH DEFINED 06 0 35400 0 SEALED AIR CORP NEW COM 81211K100 456 11176 SH DEFINED 01 0 0 11176 SEALED AIR CORP NEW COM 81211K100 180 4400 SH DEFINED 06 0 4400 0 SEALED AIR CORP NEW COM 81211K100 3052 74797 SH DEFINED 02 09 61100 0 13697 SEARS ROEBUCK & CO COM 812387108 1251 26269 SH DEFINED 01 6426 0 19843 SEARS ROEBUCK & CO COM 812387108 6446 135700 SH DEFINED 06 0 135700 0 SEARS ROEBUCK & CO COM 812387108 14238 298899 SH DEFINED 02 09 241015 0 57884 SECTOR SPDR TR SBI BASIC INDS 81369Y100 886 41400 SH DEFINED 01 0 0 41400 SECTOR SPDR TR SBI CONS STPLS 81369Y308 937 36890 SH DEFINED 01 0 0 36890 SECTOR SPDR TR SBI CYCL TRANS 81369Y407 322 11278 SH DEFINED 01 0 0 11278 SECTOR SPDR TR SBI INT-ENERGY 81369Y506 267 10013 SH DEFINED 01 0 0 10013 SECTOR SPDR TR SBI INT-FINL 81369Y605 1392 52933 SH DEFINED 01 0 0 52933 SECTOR SPDR TR SBI INT-INDS 81369Y704 277 10013 SH DEFINED 01 0 0 10013 SECTOR SPDR TR SBI INT-TECH 81369Y803 2769 115388 SH DEFINED 01 0 0 115388 SECTOR SPDR TR SBI INT-UTILS 81369Y886 239 8551 SH DEFINED 01 0 0 8551 SELECTICA INC COM 816288104 66 10928 SH DEFINED 01 0 0 10928 SELIGMAN QUALITY MUN FD INC COM 816343107 1312 105685 SH DEFINED 01 0 0 105685 SELIGMAN SELECT MUN FD INC COM 816344105 156 15200 SH DEFINED 01 0 0 15200 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 527 12600 SH DEFINED 01 0 0 12600 SEMTECH CORP COM 816850101 73 2060 SH DEFINED 01 0 0 2060 SEMTECH CORP COM 816850101 3631 99000 SH DEFINED 06 0 99000 0 SEMTECH CORP COM 816850101 3267 88200 SH DEFINED 15 88200 0 0 SEMPRA ENERGY COM 816851109 980 39956 SH DEFINED 01 0 0 39956 SEMPRA ENERGY COM 816851109 307 12400 SH DEFINED 06 0 12400 0 SEMPRA ENERGY COM 816851109 6778 276129 SH DEFINED 02 09 200900 0 75229 SENIOR HSG PPTYS TR SH BEN INT 81721M109 524 37682 SH DEFINED 01 0 0 37682 SENSIENT TECHNOLOGIES CORP COM 81725T100 498 24100 SH DEFINED 06 0 24100 0 SEPRACOR INC COM 817315104 1577 27644 SH DEFINED 01 0 0 27644 SEPRACOR INC COM 817315104 17 300 SH DEFINED 02 300 0 0 SEPRACOR INC COM 817315104 1371 24600 SH DEFINED 06 0 24600 0 SEPRACOR INC COM 817315104 22303 376000 SH DEFINED 14 376000 0 0 SEQUENOM INC COM 817337108 131 12300 SH DEFINED 01 0 0 12300 SERONO S A SPONSORED ADR 81752M101 248 11200 SH DEFINED 01 0 0 11200 SERVICE CORP INTL SUB NT CV6.75%08 817565AU8 97 100000 SH DEFINED 01 100000 0 0 SERVICE CORP INTL COM 817565104 759 152286 SH DEFINED 01 0 0 152286 SERVICE CORP INTL COM 817565104 33 6700 SH DEFINED 02 6700 0 0 SERVICEMASTER CO COM 81760N109 334 24226 SH DEFINED 01 0 0 24226 SERVICEMASTER CO COM 81760N109 96 7000 SH DEFINED 02 7000 0 0 SERVICEMASTER CO COM 81760N109 2003 144600 SH DEFINED 06 0 144600 0 SHAMROCK LOGISTICS L P COM UT LTD PRT 819357104 428 10700 SH DEFINED 01 0 0 10700 SHAW GROUP INC COM 820280105 124 5310 SH DEFINED 01 0 0 5310 SHAW GROUP INC COM 820280105 126 5400 SH DEFINED 02 09 5400 0 0 SHEFFIELD PHARMACEUTICALS INC COM NEW 82123D309 9 2100 SH DEFINED 01 0 0 2100 SHEFFIELD PHARMACEUTICALS INC COM NEW 82123D309 460 102500 SH DEFINED 13 102500 0 0 SHELL TRANS & TRADING PLC NEW YRK SH NEW 822703609 2488 60026 SH DEFINED 01 0 0 60026 SHERWIN WILLIAMS CO COM 824348106 1996 72594 SH DEFINED 01 630 0 71964 SHERWIN WILLIAMS CO COM 824348106 219 8100 SH DEFINED 06 0 8100 0 SHERWIN WILLIAMS CO COM 824348106 3136 114071 SH DEFINED 02 09 95800 0 18271 SHUFFLE MASTER INC COM 825549108 167 10700 SH DEFINED 01 0 0 10700 SHURGARD STORAGE CTRS INC COM 82567D104 317 9925 SH DEFINED 01 0 0 9925 SHURGARD STORAGE CTRS INC COM 82567D104 382 12000 SH DEFINED 06 0 12000 0 SICOR INC COM 825846108 274 17504 SH DEFINED 01 0 0 17504 SICOR INC COM 825846108 129 8300 SH DEFINED 02 09 8300 0 0 SIEBEL SYS INC COM 826170102 7745 276812 SH DEFINED 01 0 0 276812 SIEBEL SYS INC COM 826170102 895 30600 SH DEFINED 06 0 30600 0 SIEBEL SYS INC COM 826170102 12401 443251 SH DEFINED 02 09 348620 0 94631 SIEMENS A G SPONSORED ADR 826197501 1674 25571 SH DEFINED 01 0 0 25571 SIERRA HEALTH SVCS INC COM 826322109 688 85018 SH DEFINED 01 0 0 85018 SIGMA ALDRICH CORP COM 826552101 410 10415 SH DEFINED 01 0 0 10415 SIGMA ALDRICH CORP COM 826552101 160 4000 SH DEFINED 06 0 4000 0 SIGMA ALDRICH CORP COM 826552101 2561 65018 SH DEFINED 02 09 55200 0 9818 SIGNAL TECHNOLOGY CORP COM 826675100 63 11000 SH DEFINED 01 0 0 11000 SIGNAL TECHNOLOGY CORP COM 826675100 1770 305800 SH DEFINED 15 305800 0 0 SILICON LABORATORIES INC COM 826919102 21 625 SH DEFINED 01 0 0 625 SILICON LABORATORIES INC COM 826919102 370 10900 SH DEFINED 15 10900 0 0 SILICON GRAPHICS INC COM 827056102 94 44834 SH DEFINED 01 0 0 44834 SIMON PPTY GROUP INC NEW COM 828806109 881 30056 SH DEFINED 01 0 0 30056 SIMON PPTY GROUP INC NEW COM 828806109 268 9200 SH DEFINED 02 09 6200 0 3000 SIRIUS SATELLITE RADIO INC COM 82966U103 119 10275 SH DEFINED 01 0 0 10275 SIPEX CORP COM 829909100 10 800 SH DEFINED 01 0 0 800 SIPEX CORP COM 829909100 5850 437300 SH DEFINED 15 437300 0 0 SIX FLAGS INC COM 83001P109 222 14440 SH DEFINED 01 0 0 14440 SIX FLAGS INC COM 83001P109 38 2500 SH DEFINED 02 2500 0 0 SIX FLAGS INC COM 83001P109 1440 93000 SH DEFINED 06 0 93000 0 SIZELER PPTY INVS INC SUB DB CONV 8%03 830137AA3 51 52000 SH DEFINED 01 0 0 52000 SKECHERS U S A INC CL A 830566105 641 43856 SH DEFINED 01 0 0 43856 SKECHERS U S A INC CL A 830566105 1486 96500 SH DEFINED 06 0 96500 0 SKY FINL GROUP INC COM 83080P103 322 15865 SH DEFINED 01 0 0 15865 SKY FINL GROUP INC COM 83080P103 38 1900 SH DEFINED 02 1900 0 0 SKYWEST INC COM 830879102 887 34864 SH DEFINED 01 0 0 34864 SKYWEST INC COM 830879102 66 2600 SH DEFINED 02 2600 0 0 SMALLCAP FD INC COM 831680103 877 79694 SH DEFINED 01 0 0 79694 SMITH INTL INC COM 832110100 186 3471 SH DEFINED 01 0 0 3471 SMITH INTL INC COM 832110100 344 6425 SH DEFINED 09 5600 0 825 SMURFIT-STONE CONTAINER CORP COM 832727101 7888 493975 SH DEFINED 01 0 0 493975 SMURFIT-STONE CONTAINER CORP COM 832727101 309 19685 SH DEFINED 06 0 19685 0 SMURFIT-STONE CONTAINER CORP COM 832727101 261 16400 SH DEFINED 02 09 16400 0 0 SMURFIT-STONE CONTAINER CORP COM 832727101 1536 96000 SH DEFINED 15 96000 0 0 SMURFIT-STONE CONTAINER CORP PFD CV EX A 7% 832727200 206 10300 SH DEFINED 01 0 0 10300 SNAP ON INC COM 833034101 175 5220 SH DEFINED 01 0 0 5220 SNAP ON INC COM 833034101 17 500 SH DEFINED 06 0 500 0 SNAP ON INC COM 833034101 1056 31400 SH DEFINED 02 09 20200 0 11200 SOFTNET SYS INC COM 833964109 65 35500 SH DEFINED 01 0 0 35500 SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B103 36 800 SH DEFINED 01 0 0 800 SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B103 207 4500 SH DEFINED 15 4500 0 0 SOLA INTL INC COM 834092108 212 10965 SH DEFINED 01 0 0 10965 SOLECTRON CORP SR LYON ZERO 20 834182AK3 883 1822000 SH DEFINED 01 89000 0 1733000 SOLECTRON CORP COM 834182107 2356 208921 SH DEFINED 01 0 0 208921 SOLECTRON CORP COM 834182107 1188 99600 SH DEFINED 06 0 99600 0 SOLECTRON CORP COM 834182107 6932 614625 SH DEFINED 02 09 501080 0 113545 SOLECTRON CORP COM 834182107 26 2310 SH DEFINED 11 0 2310 0 SOLUTIA INC COM 834376105 1333 95148 SH DEFINED 01 699 0 94449 SOLUTIA INC COM 834376105 18 1300 SH DEFINED 02 1300 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 441 18820 SH DEFINED 01 0 0 18820 SONIC AUTOMOTIVE INC CL A 83545G102 2615 109600 SH DEFINED 07 109600 0 0 SONIC CORP COM 835451105 649 18045 SH DEFINED 01 0 0 18045 SONICWALL INC COM 835470105 263 13550 SH DEFINED 01 0 0 13550 SONOCO PRODS CO COM 835495102 763 28739 SH DEFINED 01 0 0 28739 SONOCO PRODS CO COM 835495102 61 2300 SH DEFINED 02 2300 0 0 SONY CORP ADR NEW 835699307 2233 49529 SH DEFINED 01 15 0 49514 SONY CORP ADR NEW 835699307 584 12700 SH DEFINED 06 0 12700 0 SOTHEBYS HLDGS INC CL A 835898107 813 48951 SH DEFINED 01 44526 0 4425 SONUS NETWORKS INC COM 835916107 59 12942 SH DEFINED 01 0 0 12942 SONUS NETWORKS INC COM 835916107 12 2700 SH DEFINED 06 0 2700 0 SONUS NETWORKS INC COM 835916107 1556 343700 SH DEFINED 15 343700 0 0 SOUNDVIEW TECHNOLOGY GROUP NEW COM 83611Q109 40 17280 SH DEFINED 01 0 0 17280 SOURCE INFORMATION MGMT CO COM NEW 836151209 388 72800 SH DEFINED 01 0 0 72800 SOUTHERN CO COM 842587107 4454 175706 SH DEFINED 01 0 0 175706 SOUTHERN CO COM 842587107 839 32900 SH DEFINED 06 0 32900 0 SOUTHERN CO COM 842587107 11558 455963 SH DEFINED 02 09 408760 0 47203 SOUTHTRUST CORP COM 844730101 2152 87256 SH DEFINED 01 28889 0 58367 SOUTHTRUST CORP COM 844730101 413 17100 SH DEFINED 06 0 17100 0 SOUTHTRUST CORP COM 844730101 7626 309141 SH DEFINED 02 09 266900 0 42241 SOUTHWEST AIRLS CO COM 844741108 11801 638594 SH DEFINED 01 0 0 638594 SOUTHWEST AIRLS CO COM 844741108 759 41590 SH DEFINED 06 0 41590 0 SOUTHWEST AIRLS CO COM 844741108 8891 481133 SH DEFINED 02 09 410862 0 70271 SOUTHWEST GAS CORP COM 844895102 1026 45937 SH DEFINED 01 0 0 45937 SOVEREIGN BANCORP INC COM 845905108 311 25442 SH DEFINED 01 0 0 25442 SOVEREIGN BANCORP INC COM 845905108 205 16800 SH DEFINED 02 09 16800 0 0 SOVRAN SELF STORAGE INC COM 84610H108 434 13959 SH DEFINED 01 0 0 13959 SPARTAN MTRS INC COM 846819100 86 13500 SH DEFINED 01 0 0 13500 SPECTRUM CTL INC COM 847615101 147 28100 SH DEFINED 01 0 0 28100 SPECTRUM CTL INC COM 847615101 2 500 SH DEFINED 02 500 0 0 SPEEDFAM-IPEC INC COM 847705100 85 28639 SH DEFINED 01 0 0 28639 SPIEGEL INC CL A 848457107 952 209258 SH DEFINED 01 209258 0 0 SPRINT CORP COM FON GROUP 852061100 4644 231280 SH DEFINED 01 6966 0 224314 SPRINT CORP COM FON GROUP 852061100 3185 159660 SH DEFINED 06 0 159660 0 SPRINT CORP COM FON GROUP 852061100 14332 713797 SH DEFINED 02 09 592000 0 121797 SPRINT CORP PCS COM SER 1 852061506 11762 481884 SH DEFINED 01 3108 0 478776 SPRINT CORP PCS COM SER 1 852061506 6507 262907 SH DEFINED 06 0 262907 0 SPRINT CORP PCS COM SER 1 852061506 16846 690159 SH DEFINED 02 09 574500 0 115659 SPRINT CORP PCS COM SER 1 852061506 1370 56022 SH DEFINED 12 56022 0 0 SPRINT CORP EQUITY UNIT 852061605 866 34096 SH DEFINED 01 0 0 34096 STANDARD PAC CORP NEW COM 85375C101 680 27966 SH DEFINED 01 0 0 27966 STANLEY WKS COM 854616109 319 6855 SH DEFINED 01 0 0 6855 STANLEY WKS COM 854616109 216 4700 SH DEFINED 06 0 4700 0 STANLEY WKS COM 854616109 3431 73678 SH DEFINED 02 09 59100 0 14578 STAPLES INC COM 855030102 26390 1411250 SH DEFINED 01 428769 0 982481 STAPLES INC COM 855030102 400 22000 SH DEFINED 06 0 22000 0 STAPLES INC COM 855030102 20266 1083795 SH DEFINED 02 09 1036825 0 46970 STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 2958 144952 SH DEFINED 01 0 0 144952 STARBUCKS CORP COM 855244109 8982 471503 SH DEFINED 01 93496 0 378007 STARBUCKS CORP COM 855244109 408 20900 SH DEFINED 06 0 20900 0 STARBUCKS CORP COM 855244109 8126 426601 SH DEFINED 02 09 340500 0 86101 STARBUCKS CORP COM 855244109 234 12031 SH DEFINED 12 12031 0 0 STARMEDIA NETWORK INC COM 855546107 11 29000 SH DEFINED 01 4350 0 24650 STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 783 26246 SH DEFINED 01 0 0 26246 STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 321 10900 SH DEFINED 06 0 10900 0 STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 5805 194504 SH DEFINED 02 09 151500 0 43004 STATE STR CORP COM 857477103 7739 148116 SH DEFINED 01 65451 0 82665 STATE STR CORP COM 857477103 3444 66100 SH DEFINED 06 0 66100 0 STATE STR CORP COM 857477103 13691 262038 SH DEFINED 02 09 226300 0 35738 STATE STR CORP COM 857477103 18 350 SH DEFINED 11 0 350 0 STATION CASINOS INC COM 857689103 146 13100 SH DEFINED 01 0 0 13100 STATOIL ASA SPONSORED ADR 85771P102 467 71330 SH DEFINED 01 20 0 71310 STERICYCLE INC COM 858912108 1326 21794 SH DEFINED 01 0 0 21794 STERIS CORP COM 859152100 2256 123529 SH DEFINED 01 0 0 123529 STEWART ENTERPRISES INC CL A 860370105 59 10004 SH DEFINED 01 0 0 10004 STEWART ENTERPRISES INC CL A 860370105 23 4000 SH DEFINED 02 4000 0 0 STILWELL FINL INC COM 860831106 7451 273750 SH DEFINED 01 0 0 273750 STILWELL FINL INC COM 860831106 332 12300 SH DEFINED 06 0 12300 0 STILWELL FINL INC COM 860831106 7585 278682 SH DEFINED 02 09 228400 0 50282 STMICROELECTRONICS N V NY REGISTRY 861012102 1092 34504 SH DEFINED 01 0 0 34504 STONE ENERGY CORP COM 861642106 1128 28577 SH DEFINED 01 0 0 28577 STONE ENERGY CORP COM 861642106 1431 37400 SH DEFINED 06 0 37400 0 STORA ENSO CORP SPON ADR REP R 86210M106 426 34788 SH DEFINED 01 0 0 34788 STORAGENETWORKS INC COM 86211E103 65 10669 SH DEFINED 01 0 0 10669 STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 2187 105845 SH DEFINED 01 0 0 105845 STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 31 1500 SH DEFINED 02 1500 0 0 STRATEGIC DIAGNOSTICS INC COM 862700101 89 12605 SH DEFINED 01 0 0 12605 STRATEGIC GLOBAL INCOME FD COM 862719101 598 54100 SH DEFINED 01 0 0 54100 STRYKER CORP COM 863667101 987 16923 SH DEFINED 01 12 0 16911 STRYKER CORP COM 863667101 532 9300 SH DEFINED 06 0 9300 0 STRYKER CORP COM 863667101 6574 112640 SH DEFINED 02 09 100270 0 12370 STURM RUGER & CO INC COM 864159108 36 3010 SH DEFINED 01 0 0 3010 STURM RUGER & CO INC COM 864159108 437 36900 SH DEFINED 06 0 36900 0 STYLECLICK INC CL A 86422L102 25 116425 SH DEFINED 01 0 0 116425 SUBURBAN PROPANE PARTNERS L P UNIT LTD PARTN 864482104 431 16490 SH DEFINED 01 0 0 16490 SUEZ SPONSORED ADR 864686100 5 165 SH DEFINED 01 0 0 165 SUEZ SPONSORED ADR 864686100 507 16760 SH DEFINED 06 0 16760 0 SUN COMMUNITIES INC COM 866674104 276 7435 SH DEFINED 01 0 0 7435 SUN LIFE FINL SVCS CDA INC COM 866796105 583 27024 SH DEFINED 01 0 0 27024 SUN MICROSYSTEMS INC COM 866810104 37242 3027833 SH DEFINED 01 596765 0 2431068 SUN MICROSYSTEMS INC COM 866810104 2717 208500 SH DEFINED 06 0 208500 0 SUN MICROSYSTEMS INC COM 866810104 30924 2514197 SH DEFINED 02 09 2087975 0 426222 SUN MICROSYSTEMS INC COM 866810104 76 6200 SH DEFINED 11 0 6200 0 SUNCOR ENERGY INC COM 867229106 1945 59058 SH DEFINED 01 0 0 59058 SUNGARD DATA SYS INC COM 867363103 1648 56997 SH DEFINED 01 0 0 56997 SUNGARD DATA SYS INC COM 867363103 3209 109700 SH DEFINED 06 0 109700 0 SUNGARD DATA SYS INC COM 867363103 1278 44208 SH DEFINED 02 09 39300 0 4908 SUNOCO INC COM 86764P109 1594 42689 SH DEFINED 01 0 0 42689 SUNOCO INC COM 86764P109 176 4700 SH DEFINED 06 0 4700 0 SUNOCO INC COM 86764P109 3508 94000 SH DEFINED 02 09 76100 0 17900 SUNRISE ASSISTED LIVING INC COM 86768K106 1718 59022 SH DEFINED 01 0 0 59022 SUNRISE TECHNOLOGIES INTL INC COM 86769L103 23 96529 SH DEFINED 01 83029 0 13500 SUNRISE TELECOM INC COM 86769Y105 40 10000 SH DEFINED 01 0 0 10000 SUNTRUST BKS INC COM 867914103 4946 78889 SH DEFINED 01 0 0 78889 SUNTRUST BKS INC COM 867914103 5245 84600 SH DEFINED 06 0 84600 0 SUNTRUST BKS INC COM 867914103 17323 276295 SH DEFINED 02 09 227500 0 48795 SUPERGEN INC COM 868059106 746 52100 SH DEFINED 01 0 0 52100 SUPERIOR TELECOM INC COM 868365107 82 72330 SH DEFINED 01 0 0 72330 SUPERVALU INC COM 868536103 1360 61488 SH DEFINED 01 0 0 61488 SUPERVALU INC COM 868536103 155 7100 SH DEFINED 06 0 7100 0 SUPERVALU INC COM 868536103 2247 101600 SH DEFINED 02 09 87000 0 14600 SUSQUEHANNA BANCSHARES INC PA COM 869099101 119 5723 SH DEFINED 01 0 0 5723 SUSQUEHANNA BANCSHARES INC PA COM 869099101 351 16800 SH DEFINED 06 0 16800 0 SWIFT ENERGY CO COM 870738101 400 19840 SH DEFINED 01 0 0 19840 SWISS HELVETIA FD INC COM 870875101 173 15728 SH DEFINED 01 0 0 15728 SWISSCOM AG SPONSORED ADR 871013108 186 6727 SH DEFINED 01 0 0 6727 SWISSCOM AG SPONSORED ADR 871013108 5348 191630 SH DEFINED 06 0 191630 0 SYBRON DENTAL SPECIALTIES INC COM 871142105 235 10915 SH DEFINED 01 0 0 10915 SYBRON DENTAL SPECIALTIES INC COM 871142105 667 31300 SH DEFINED 06 0 31300 0 SYCAMORE NETWORKS INC COM 871206108 122 22763 SH DEFINED 01 0 0 22763 SYCAMORE NETWORKS INC COM 871206108 9 1800 SH DEFINED 02 1800 0 0 SYKES ENTERPRISES INC COM 871237103 338 36207 SH DEFINED 01 0 0 36207 SYMANTEC CORP COM 871503108 2331 35152 SH DEFINED 01 0 0 35152 SYMANTEC CORP COM 871503108 351 5300 SH DEFINED 09 5300 0 0 SYMBOL TECHNOLOGIES INC COM 871508107 2450 154340 SH DEFINED 01 0 0 154340 SYMBOL TECHNOLOGIES INC COM 871508107 2761 171250 SH DEFINED 06 0 171250 0 SYMBOL TECHNOLOGIES INC COM 871508107 2996 188676 SH DEFINED 02 09 153300 0 35376 SYNAPTIC PHARMACEUTICAL CORP COM 87156R109 791 132400 SH DEFINED 13 132400 0 0 SYNOPSYS INC COM 871607107 212 3598 SH DEFINED 01 0 0 3598 SYNOPSYS INC COM 871607107 1057 17900 SH DEFINED 02 09 13800 0 4100 SYNOPSYS INC COM 871607107 197 3300 SH DEFINED 15 3300 0 0 SYNOVUS FINL CORP COM 87161C105 1065 42534 SH DEFINED 01 0 0 42534 SYNOVUS FINL CORP COM 87161C105 380 15300 SH DEFINED 06 0 15300 0 SYNOVUS FINL CORP COM 87161C105 7546 301293 SH DEFINED 02 09 254500 0 46793 SYNTROLEUM CORP COM 871630109 181 25500 SH DEFINED 01 0 0 25500 SYSCO CORP COM 871829107 4779 182284 SH DEFINED 01 0 0 182284 SYSCO CORP COM 871829107 2472 93135 SH DEFINED 06 0 93135 0 SYSCO CORP COM 871829107 14275 544486 SH DEFINED 02 09 444660 0 99826 SYSCO CORP COM 871829107 5 200 SH DEFINED 11 0 200 0 SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 120 11700 SH DEFINED 01 0 0 11700 SYMPHONIX DEVICES COM 871951109 3 15800 SH DEFINED 01 0 0 15800 TCF FINL CORP COM 872275102 709 14800 SH DEFINED 02 09 14800 0 0 TC PIPELINES LP UT COM LTD PRT 87233Q108 1192 46756 SH DEFINED 01 0 0 46756 TCW/DW TERM TR 2003 SH BEN INT 87234U108 1578 147660 SH DEFINED 01 0 0 147660 TCW CONV SECS FD INC COM 872340104 184 21585 SH DEFINED 01 0 0 21585 TDK CORP AMERN DEP SH 872351408 1 40 SH DEFINED 01 0 0 40 TDK CORP AMERN DEP SH 872351408 3306 69250 SH DEFINED 06 0 69250 0 TECO ENERGY INC COM 872375100 2414 92015 SH DEFINED 01 0 0 92015 TECO ENERGY INC COM 872375100 19 700 SH DEFINED 06 0 700 0 TECO ENERGY INC COM 872375100 1683 64200 SH DEFINED 02 09 47600 0 16600 TEPPCO PARTNERS L P UT LTD PARTNER 872384102 5330 177686 SH DEFINED 01 0 0 177686 TEPPCO PARTNERS L P UT LTD PARTNER 872384102 51 1700 SH DEFINED 02 0 0 1700 THQ INC COM NEW 872443403 2320 47879 SH DEFINED 01 0 0 47879 TJX COS INC NEW COM 872540109 1362 34174 SH DEFINED 01 0 0 34174 TJX COS INC NEW COM 872540109 559 14100 SH DEFINED 06 0 14100 0 TJX COS INC NEW COM 872540109 7297 183093 SH DEFINED 02 09 161700 0 21393 TLC LASER EYE CENTERS INC COM 87255E108 2454 1076340 SH DEFINED 01 0 0 1076340 TRC COS INC COM 872625108 263 5270 SH DEFINED 01 0 0 5270 TRW INC COM 872649108 1735 46868 SH DEFINED 01 0 0 46868 TRW INC COM 872649108 4677 126500 SH DEFINED 06 0 126500 0 TRW INC COM 872649108 4340 117218 SH DEFINED 02 09 94300 0 22918 TMP WORLDWIDE INC COM 872941109 16524 385176 SH DEFINED 01 0 0 385176 TMP WORLDWIDE INC COM 872941109 249 5600 SH DEFINED 06 0 5600 0 TMP WORLDWIDE INC COM 872941109 17819 415373 SH DEFINED 02 09 401490 0 13883 TMP WORLDWIDE INC COM 872941109 2381 53400 SH DEFINED 15 53400 0 0 TXU CORP COM 873168108 14388 305156 SH DEFINED 01 6442 0 298714 TXU CORP COM 873168108 744 15600 SH DEFINED 06 0 15600 0 TXU CORP COM 873168108 9899 209950 SH DEFINED 02 09 172862 0 37088 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 8871 516686 SH DEFINED 01 0 0 516686 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 14670 854440 SH DEFINED 02 854440 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2972 170000 SH DEFINED 06 0 170000 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2405 141900 SH DEFINED 15 141900 0 0 TALBOTS INC COM 874161102 3960 109257 SH DEFINED 01 109077 0 180 TALBOTS INC COM 874161102 221 6100 SH DEFINED 09 6100 0 0 TALISMAN ENERGY INC COM 87425E103 14 375 SH DEFINED 01 0 0 375 TALISMAN ENERGY INC COM 87425E103 1853 48300 SH DEFINED 15 48300 0 0 TARGET CORP COM 87612E106 10768 262331 SH DEFINED 01 0 0 262331 TARGET CORP COM 87612E106 3973 96900 SH DEFINED 06 0 96900 0 TARGET CORP COM 87612E106 27952 680931 SH DEFINED 02 09 554900 0 126031 TARGET CORP COM 87612E106 466 11370 SH DEFINED 11 0 11370 0 TECH DATA CORP COM 878237106 236 5460 SH DEFINED 01 0 0 5460 TECH DATA CORP COM 878237106 82 1900 SH DEFINED 02 1900 0 0 TECHNE CORP COM 878377100 1001 27174 SH DEFINED 01 0 0 27174 TECHNE CORP COM 878377100 3 100 SH DEFINED 02 100 0 0 TECUMSEH PRODS CO CL A 878895200 420 8100 SH DEFINED 06 0 8100 0 TEKELEC COM 879101103 42 2350 SH DEFINED 01 0 0 2350 TEKELEC COM 879101103 1117 58900 SH DEFINED 06 0 58900 0 TEKTRONIX INC COM 879131100 6 250 SH DEFINED 01 0 0 250 TEKTRONIX INC COM 879131100 114 4400 SH DEFINED 06 0 4400 0 TEKTRONIX INC COM 879131100 1110 43100 SH DEFINED 02 09 43000 0 100 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 308 19728 SH DEFINED 01 0 0 19728 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 151 9307 SH DEFINED 06 0 9307 0 TELECOM ITALIA SPA SPON ADR ORD 87927W106 561 6571 SH DEFINED 01 5 0 6566 TELECOM ITALIA SPA SPON ADR ORD 87927W106 4574 52290 SH DEFINED 06 0 52290 0 TELECOMM ARGENTINA STET-FRANCE SPON ADR REP B 879273209 537 82450 SH DEFINED 01 0 0 82450 TELECOMM ARGENTINA STET-FRANCE SPON ADR REP B 879273209 3 500 SH DEFINED 02 0 0 500 TELECOMM ARGENTINA STET-FRANCE SPON ADR REP B 879273209 1250 191780 SH DEFINED 06 0 191780 0 TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 30 1831 SH DEFINED 01 0 0 1831 TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 2574 150890 SH DEFINED 06 0 150890 0 TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287308 77 1945 SH DEFINED 01 0 0 1945 TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287308 3856 93160 SH DEFINED 06 0 93160 0 TELEFLEX INC COM 879369106 1872 39583 SH DEFINED 01 0 0 39583 TELEFLEX INC COM 879369106 37 800 SH DEFINED 02 800 0 0 TELEFONICA S A SPONSORED ADR 879382208 1652 41226 SH DEFINED 01 0 0 41226 TELEFONICA S A SPONSORED ADR 879382208 3092 75142 SH DEFINED 06 0 75142 0 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 1869 53372 SH DEFINED 01 18892 0 34480 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 3047 85280 SH DEFINED 06 0 85280 0 TELEPHONE & DATA SYS INC COM 879433100 424 4728 SH DEFINED 01 0 0 4728 TELEPHONE & DATA SYS INC COM 879433100 178 2000 SH DEFINED 02 09 2000 0 0 TELIK INC COM 87959M109 642 48100 SH DEFINED 15 48100 0 0 TELLABS INC COM 879664100 3832 256202 SH DEFINED 01 0 0 256202 TELLABS INC COM 879664100 335 21000 SH DEFINED 06 0 21000 0 TELLABS INC COM 879664100 5296 354092 SH DEFINED 02 09 290795 0 63297 TELLABS INC COM 879664100 33 2250 SH DEFINED 11 0 2250 0 TELLIUM INC COM 87967E107 145 23281 SH DEFINED 01 0 0 23281 TELXON CORP SUB DB CV 7.5%12 879700AA0 111 120000 SH DEFINED 01 0 0 120000 TEMPLE INLAND INC COM 879868107 9 162 SH DEFINED 01 0 0 162 TEMPLE INLAND INC COM 879868107 377 6700 SH DEFINED 06 0 6700 0 TEMPLE INLAND INC COM 879868107 2483 43790 SH DEFINED 02 09 35500 0 8290 TEMPLETON GLOBAL GOVT INCOM FD SH BEN INT 879929107 624 103765 SH DEFINED 01 0 0 103765 TEMPLETON DRAGON FD INC COM 88018T101 538 71916 SH DEFINED 01 0 0 71916 TEMPLETON CHINA WORLD FD INC COM 88018X102 274 34945 SH DEFINED 01 0 0 34945 TEMPLETON EMERGING MKTS FD INC COM 880191101 3143 395846 SH DEFINED 01 0 0 395846 TEMPLETON GLOBAL INCOME FD INC COM 880198106 988 155230 SH DEFINED 01 0 0 155230 TENET HEALTHCARE CORP COM 88033G100 8358 142339 SH DEFINED 01 0 0 142339 TENET HEALTHCARE CORP COM 88033G100 3776 63565 SH DEFINED 06 0 63565 0 TENET HEALTHCARE CORP COM 88033G100 17662 300796 SH DEFINED 02 09 237023 0 63773 TENGASCO INC COM NEW 88033R205 670 81008 SH DEFINED 01 0 0 81008 TENNECO AUTOMOTIVE INC COM 880349105 39 19406 SH DEFINED 01 743 0 18663 TERADYNE INC COM 880770102 4128 136991 SH DEFINED 01 129194 0 7797 TERADYNE INC COM 880770102 268 8700 SH DEFINED 06 0 8700 0 TERADYNE INC COM 880770102 3463 114898 SH DEFINED 02 09 97700 0 17198 TERAYON COMMUNICATION SYS COM 880775101 1043 126195 SH DEFINED 01 0 0 126195 TERRA NETWORKS S A SPONSORED ADR 88100W103 97 12335 SH DEFINED 01 0 0 12335 TESORO PETE CORP COM 881609101 144 11050 SH DEFINED 01 0 0 11050 TETRA TECHNOLOGIES INC DEL COM 88162F105 1356 64750 SH DEFINED 01 0 0 64750 TETRA TECH INC NEW COM 88162G103 479 24087 SH DEFINED 01 0 0 24087 TETRA TECH INC NEW COM 88162G103 14 750 SH DEFINED 02 750 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1062 17246 SH DEFINED 01 0 0 17246 TEXAS BIOTECHNOLOGY CORP COM 88221T104 1192 183531 SH DEFINED 01 97983 0 85548 TEXAS INSTRS INC COM 882508104 33653 1201922 SH DEFINED 01 50 0 1201872 TEXAS INSTRS INC COM 882508104 6003 208278 SH DEFINED 06 0 208278 0 TEXAS INSTRS INC COM 882508104 35558 1269968 SH DEFINED 02 09 1040365 0 229603 TEXAS INSTRS INC COM 882508104 292 10455 SH DEFINED 11 0 10455 0 TEXAS PAC LD TR SUB CTF PROP I T 882610108 2918 79300 SH DEFINED 01 0 0 79300 THAI FD INC COM 882904105 429 130131 SH DEFINED 01 0 0 130131 TEXTRON INC COM 883203101 1217 29362 SH DEFINED 01 0 0 29362 TEXTRON INC COM 883203101 306 7200 SH DEFINED 06 0 7200 0 TEXTRON INC COM 883203101 4727 114042 SH DEFINED 02 09 93624 0 20418 THERAGENICS CORP COM 883375107 1013 102750 SH DEFINED 01 0 0 102750 THERMO ELECTRON CORP COM 883556102 772 32393 SH DEFINED 01 0 0 32393 THERMO ELECTRON CORP COM 883556102 1725 72300 SH DEFINED 02 72000 0 300 THERMO ELECTRON CORP COM 883556102 195 8300 SH DEFINED 06 0 8300 0 THERMO ELECTRON CORP COM 883556102 2655 112200 SH DEFINED 15 112200 0 0 THIRD WAVE TECHNOLOGIES INC COM 88428W108 3 499 SH DEFINED 01 0 0 499 THIRD WAVE TECHNOLOGIES INC COM 88428W108 1263 179000 SH DEFINED 13 179000 0 0 THOMAS & BETTS CORP COM 884315102 54 2571 SH DEFINED 01 0 0 2571 THOMAS & BETTS CORP COM 884315102 1696 78600 SH DEFINED 07 78600 0 0 THOR INDS INC COM 885160101 200 5400 SH DEFINED 01 0 0 5400 THORNBURG MTG INC COM 885218107 762 38724 SH DEFINED 01 0 0 38724 3DO CO COM 88553W105 36 17585 SH DEFINED 01 0 0 17585 3COM CORP COM 885535104 1620 253932 SH DEFINED 01 75033 0 178899 3COM CORP COM 885535104 33 5200 SH DEFINED 02 5200 0 0 TIBCO SOFTWARE INC COM 88632Q103 1977 132467 SH DEFINED 01 0 0 132467 TIBCO SOFTWARE INC COM 88632Q103 195 13120 SH DEFINED 02 09 13120 0 0 TIBCO SOFTWARE INC COM 88632Q103 887 58600 SH DEFINED 15 58600 0 0 TICKETMASTER CL B 88633P203 25 1550 SH DEFINED 01 0 0 1550 TICKETMASTER CL B 88633P203 3 200 SH DEFINED 02 200 0 0 TICKETMASTER CL B 88633P203 480 28890 SH DEFINED 12 28890 0 0 TIDEWATER INC COM 886423102 641 18915 SH DEFINED 01 0 0 18915 TIDEWATER INC COM 886423102 216 6400 SH DEFINED 02 09 6400 0 0 TIER TECHNOLOGIES INC CL B 88650Q100 993 46100 SH DEFINED 01 0 0 46100 TIFFANY & CO NEW COM 886547108 8990 285669 SH DEFINED 01 84594 0 201075 TIFFANY & CO NEW COM 886547108 2079 66700 SH DEFINED 06 0 66700 0 TIFFANY & CO NEW COM 886547108 3682 117037 SH DEFINED 02 09 96100 0 20937 TIMBERLAND CO CL A 887100105 465 12565 SH DEFINED 01 0 0 12565 TIMBERLAND CO CL A 887100105 192 5200 SH DEFINED 09 5200 0 0 TIME WARNER TELECOM INC CL A 887319101 78 4430 SH DEFINED 01 0 0 4430 TIME WARNER TELECOM INC CL A 887319101 5 335 SH DEFINED 02 335 0 0 TIME WARNER TELECOM INC CL A 887319101 564 30588 SH DEFINED 12 30588 0 0 TIMKEN CO COM 887389104 187 11600 SH DEFINED 01 0 0 11600 TITAN PHARMACEUTICALS INC DEL COM 888314101 113 11600 SH DEFINED 01 0 0 11600 TITAN PHARMACEUTICALS INC DEL COM 888314101 2247 225000 SH DEFINED 13 225000 0 0 TOLL BROTHERS INC COM 889478103 433 9883 SH DEFINED 01 0 0 9883 TOMKINS PLC SPONSORED ADR 890030208 1 100 SH DEFINED 01 0 0 100 TOMKINS PLC SPONSORED ADR 890030208 1121 89300 SH DEFINED 06 0 89300 0 TOPPS INC COM 890786106 147 12104 SH DEFINED 01 4 0 12100 TOR MINERALS INTL INC COM 890878101 13 15000 SH DEFINED 01 0 0 15000 TORCH OFFSHORE INC COM 891019101 421 70298 SH DEFINED 01 0 0 70298 TORCHMARK CORP COM 891027104 501 12750 SH DEFINED 01 0 0 12750 TORCHMARK CORP COM 891027104 237 6100 SH DEFINED 06 0 6100 0 TORCHMARK CORP COM 891027104 3554 90400 SH DEFINED 02 09 78900 0 11500 TOTAL FINA ELF S A SPONSORED ADR 89151E109 474 6762 SH DEFINED 01 0 0 6762 TOTAL FINA ELF S A SPONSORED ADR 89151E109 5647 79641 SH DEFINED 06 0 79641 0 TOWER AUTOMOTIVE INC SB NT CV 5%04 891707AE1 23 28000 SH DEFINED 01 28000 0 0 TOTAL SYS SVCS INC COM 891906109 115 5450 SH DEFINED 01 0 0 5450 TOTAL SYS SVCS INC COM 891906109 105 5000 SH DEFINED 02 09 5000 0 0 TOYS R US INC COM 892335100 102 4919 SH DEFINED 01 820 0 4099 TOYS R US INC COM 892335100 1884 94400 SH DEFINED 06 0 94400 0 TOYS R US INC COM 892335100 2754 132800 SH DEFINED 02 09 116800 0 16000 TOYS R US INC COM 892335100 1005 48400 SH DEFINED 15 48400 0 0 TRACTOR SUPPLY CO COM 892356106 201 5900 SH DEFINED 01 0 0 5900 TRANSATLANTIC HLDGS INC COM 893521104 358 3939 SH DEFINED 01 0 0 3939 TRANSATLANTIC HLDGS INC COM 893521104 54 600 SH DEFINED 02 600 0 0 TRANSMATION INC COM 893757104 63 46500 SH DEFINED 01 0 0 46500 TRANSMETA CORP DEL COM 89376R109 78 34338 SH DEFINED 01 0 0 34338 TRANSPRO INC COM 893885103 53 17335 SH DEFINED 01 5135 0 12200 TRANSWITCH CORP COM 894065101 242 53823 SH DEFINED 01 0 0 53823 TRI CONTL CORP COM 895436103 2563 136722 SH DEFINED 01 268 0 136454 TRIAD HOSPITALS INC COM 89579K109 48 1648 SH DEFINED 01 0 0 1648 TRIAD HOSPITALS INC COM 89579K109 178 6100 SH DEFINED 02 09 6100 0 0 TRIANGLE PHARMACEUTICALS INC COM 89589H104 345 86050 SH DEFINED 01 0 0 86050 TRIDENT MICROSYSTEMS INC COM 895919108 15 2000 SH DEFINED 01 0 0 2000 TRIDENT MICROSYSTEMS INC COM 895919108 581 78200 SH DEFINED 15 78200 0 0 TRICON GLOBAL RESTAURANTS COM 895953107 1249 25401 SH DEFINED 01 5059 0 20342 TRICON GLOBAL RESTAURANTS COM 895953107 1737 36190 SH DEFINED 06 0 36190 0 TRICON GLOBAL RESTAURANTS COM 895953107 4604 93600 SH DEFINED 02 09 81400 0 12200 TRIBUNE CO NEW COM 896047107 3473 92791 SH DEFINED 01 0 0 92791 TRIBUNE CO NEW COM 896047107 3348 89500 SH DEFINED 06 0 89500 0 TRIBUNE CO NEW COM 896047107 6729 179820 SH DEFINED 02 09 158100 0 21720 TRICORD SYSTEMS INC COM 896121100 48 40300 SH DEFINED 01 0 0 40300 TRIGON HEALTHCARE INC COM 89618L100 5437 78300 SH DEFINED 01 0 0 78300 TRIGON HEALTHCARE INC COM 89618L100 55 800 SH DEFINED 02 800 0 0 TRIMBLE NAVIGATION LTD COM 896239100 278 17184 SH DEFINED 01 0 0 17184 TRIMBLE NAVIGATION LTD COM 896239100 1521 95800 SH DEFINED 15 95800 0 0 TRINTECH GROUP PLC SPONSORED ADR 896682101 87 53000 SH DEFINED 01 0 0 53000 TRIQUINT SEMICONDUCTOR INC COM 89674K103 1180 96302 SH DEFINED 01 0 0 96302 TRIUMPH GROUP INC NEW COM 896818101 292 9000 SH DEFINED 01 0 0 9000 TRIUMPH GROUP INC NEW COM 896818101 152 4700 SH DEFINED 06 0 4700 0 TRIPATH IMAGING INC COM 896942109 280 37300 SH DEFINED 01 0 0 37300 TRUSTMARK CORP COM 898402102 325 13435 SH DEFINED 01 0 0 13435 TRUSTMARK CORP COM 898402102 24 1000 SH DEFINED 02 1000 0 0 TULARIK INC COM 899165104 24 1000 SH DEFINED 01 0 0 1000 TULARIK INC COM 899165104 7 300 SH DEFINED 02 300 0 0 TULARIK INC COM 899165104 3237 130000 SH DEFINED 14 130000 0 0 TUPPERWARE CORP COM 899896104 299 15541 SH DEFINED 01 0 0 15541 TUPPERWARE CORP COM 899896104 433 22500 SH DEFINED 06 0 22500 0 TUPPERWARE CORP COM 899896104 813 42300 SH DEFINED 02 09 26100 0 16200 2002 TARGET TERM TR COM 902106103 237 16363 SH DEFINED 01 0 0 16363 TYCO INTL LTD NEW LYON ZERO 20 902124AC0 363 472000 SH DEFINED 01 0 0 472000 TYCO INTL LTD NEW COM 902124106 67748 1150225 SH DEFINED 01 8753 0 1141472 TYCO INTL LTD NEW COM 902124106 22727 396976 SH DEFINED 06 0 396976 0 TYCO INTL LTD NEW COM 902124106 83264 1413674 SH DEFINED 02 09 1143245 0 270429 TYCO INTL LTD NEW COM 902124106 1043 17720 SH DEFINED 11 0 17720 0 TYCO INTL LTD NEW COM 902124106 2417 40700 SH DEFINED 15 40700 0 0 TYLER TECHNOLOGIES INC COM 902252105 265 58300 SH DEFINED 01 0 0 58300 TYSON FOODS INC CL A 902494103 570 49401 SH DEFINED 01 0 0 49401 TYSON FOODS INC CL A 902494103 60 5213 SH DEFINED 02 5213 0 0 UAL CORP COM PAR $0.01 902549500 317 23555 SH DEFINED 01 400 0 23155 UAL CORP COM PAR $0.01 902549500 17 1300 SH DEFINED 02 1300 0 0 UCAR INTL INC COM 90262K109 1 100 SH DEFINED 01 0 0 100 UCAR INTL INC COM 90262K109 1316 123000 SH DEFINED 06 0 123000 0 UCAR INTL INC COM 90262K109 3858 358600 SH DEFINED 15 358600 0 0 UGI CORP NEW COM 902681105 297 9835 SH DEFINED 01 0 0 9835 UGI CORP NEW COM 902681105 15 500 SH DEFINED 02 0 0 500 UGI CORP NEW COM 902681105 437 14100 SH DEFINED 06 0 14100 0 UMB FINL CORP COM 902788108 41 1040 SH DEFINED 01 0 0 1040 UMB FINL CORP COM 902788108 344 8400 SH DEFINED 06 0 8400 0 USX MARATHON GROUP COM NEW 902905827 5613 187115 SH DEFINED 01 0 0 187115 USX MARATHON GROUP COM NEW 902905827 10709 356983 SH DEFINED 02 09 269900 0 87083 UST INC COM 902911106 253 7243 SH DEFINED 01 490 0 6753 UST INC COM 902911106 309 8800 SH DEFINED 06 0 8800 0 UST INC COM 902911106 4084 116700 SH DEFINED 02 09 111800 0 4900 US BANCORP DEL COM NEW 902973304 31645 1511974 SH DEFINED 01 5 0 1511969 US BANCORP DEL COM NEW 902973304 2020 98297 SH DEFINED 06 0 98297 0 US BANCORP DEL COM NEW 902973304 53863 2573535 SH DEFINED 02 09 2233518 0 340017 USA NETWORKS INC COM 902984103 2008 73541 SH DEFINED 01 0 0 73541 USA NETWORKS INC COM 902984103 533 19550 SH DEFINED 02 09 19550 0 0 USA NETWORKS INC COM 902984103 1259 46400 SH DEFINED 12 46400 0 0 U S CONCRETE INC COM 90333L102 69 10502 SH DEFINED 01 0 0 10502 USX-U S STL COM 90337T101 393 21753 SH DEFINED 01 0 0 21753 USX-U S STL COM 90337T101 37 2100 SH DEFINED 02 09 2100 0 0 ULTIMATE SOFTWARE GROUP INC COM 90385D107 89 23119 SH DEFINED 01 0 0 23119 USA ED INC COM 90390U102 2673 31823 SH DEFINED 01 0 0 31823 USA ED INC COM 90390U102 3998 48590 SH DEFINED 06 0 48590 0 USA ED INC COM 90390U102 10034 119435 SH DEFINED 02 09 108090 0 11345 USA ED INC COM 90390U102 4 50 SH DEFINED 11 0 50 0 ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 167 3381 SH DEFINED 01 0 0 3381 ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 326 6600 SH DEFINED 02 09 6600 0 0 ULTRATECH STEPPER INC COM 904034105 19 1197 SH DEFINED 01 0 0 1197 ULTRATECH STEPPER INC COM 904034105 1446 88100 SH DEFINED 06 0 88100 0 UNIFI INC COM 904677101 8 1150 SH DEFINED 01 0 0 1150 UNIFI INC COM 904677101 2769 357300 SH DEFINED 15 357300 0 0 UNILEVER PLC SPON ADR NEW 904767704 1328 39942 SH DEFINED 01 0 0 39942 UNILEVER PLC SPON ADR NEW 904767704 6189 185480 SH DEFINED 06 0 185480 0 UNILEVER N V N Y SHS NEW 904784709 4493 78001 SH DEFINED 01 5 0 77996 UNILEVER N V N Y SHS NEW 904784709 1653 28500 SH DEFINED 06 0 28500 0 UNILEVER N V N Y SHS NEW 904784709 22262 386442 SH DEFINED 02 09 319817 0 66625 UNION PAC CORP COM 907818108 11826 207476 SH DEFINED 01 3766 0 203710 UNION PAC CORP COM 907818108 5575 98500 SH DEFINED 06 0 98500 0 UNION PAC CORP COM 907818108 23956 420290 SH DEFINED 02 09 394400 0 25890 UNION PLANTERS CORP COM 908068109 4895 108467 SH DEFINED 01 0 0 108467 UNION PLANTERS CORP COM 908068109 319 7100 SH DEFINED 06 0 7100 0 UNION PLANTERS CORP COM 908068109 5569 123426 SH DEFINED 02 09 108000 0 15426 UNIONBANCAL CORP COM 908906100 19 500 SH DEFINED 01 0 0 500 UNIONBANCAL CORP COM 908906100 429 11300 SH DEFINED 02 09 11300 0 0 UNISOURCE ENERGY CORP COM 909205106 410 22551 SH DEFINED 01 0 0 22551 UNISYS CORP COM 909214108 774 61801 SH DEFINED 01 1485 0 60316 UNISYS CORP COM 909214108 207 16300 SH DEFINED 06 0 16300 0 UNISYS CORP COM 909214108 2974 237215 SH DEFINED 02 09 199600 0 37615 UNITED DOMINION REALTY TR INC COM 910197102 629 43716 SH DEFINED 01 0 0 43716 UNITED DOMINION REALTY TR INC COM 910197102 354 24410 SH DEFINED 06 0 24410 0 UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 6661 693920 SH DEFINED 01 0 0 693920 UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 16774 1747320 SH DEFINED 02 1747320 0 0 UNITED ONLINE INC COM 911268100 665 158363 SH DEFINED 01 150348 0 8015 UNITED PAN-EUROPE COMMUNCTN NV SPON ADR A SHS 911300200 13 25750 SH DEFINED 01 0 0 25750 UNITED PARCEL SERVICE INC CL B 911312106 13665 250741 SH DEFINED 01 0 0 250741 UNITED PARCEL SERVICE INC CL B 911312106 3202 58800 SH DEFINED 06 0 58800 0 UNITED PARCEL SERVICE INC CL B 911312106 925 16997 SH DEFINED 02 09 12558 0 4439 US AIRWAYS GROUP INC COM 911905107 204 32305 SH DEFINED 01 30155 0 2150 US AIRWAYS GROUP INC COM 911905107 8 1300 SH DEFINED 02 1300 0 0 US AIRWAYS GROUP INC COM 911905107 84 15000 SH DEFINED 07 15000 0 0 UNITED TECHNOLOGIES CORP COM 913017109 12888 199413 SH DEFINED 01 19615 0 179798 UNITED TECHNOLOGIES CORP COM 913017109 6570 102120 SH DEFINED 06 0 102120 0 UNITED TECHNOLOGIES CORP COM 913017109 30310 468986 SH DEFINED 02 09 361413 0 107573 UNITED TECHNOLOGIES CORP COM 913017109 193 3000 SH DEFINED 11 0 3000 0 UNITEDHEALTH GROUP INC COM 91324P102 7733 109280 SH DEFINED 01 0 0 109280 UNITEDHEALTH GROUP INC COM 91324P102 5162 73309 SH DEFINED 06 0 73309 0 UNITEDHEALTH GROUP INC COM 91324P102 17818 251788 SH DEFINED 02 09 202839 0 48949 UNITEDGLOBALCOM CL A 913247508 167 33562 SH DEFINED 12 33562 0 0 UNITRIN INC COM 913275103 622 15762 SH DEFINED 01 0 0 15762 UNITRIN INC COM 913275103 43 1100 SH DEFINED 02 1100 0 0 UNIVERSAL ACCESS GLOBAL HLDGS COM 91336M105 119 25500 SH DEFINED 01 0 0 25500 UNIVERSAL CORP VA COM 913456109 986 27086 SH DEFINED 01 0 0 27086 UNIVERSAL CORP VA COM 913456109 464 12600 SH DEFINED 06 0 12600 0 UNIVERSAL FST PRODS INC COM 913543104 449 21400 SH DEFINED 06 0 21400 0 UNIVERSAL HEALTH RLTY INCM TR SH BEN INT 91359E105 333 14209 SH DEFINED 01 0 0 14209 UNIVERSAL HLTH SVCS INC CL B 913903100 106 2497 SH DEFINED 01 0 0 2497 UNIVERSAL HLTH SVCS INC CL B 913903100 2261 53200 SH DEFINED 06 0 53200 0 UNIVERSAL HLTH SVCS INC CL B 913903100 213 5000 SH DEFINED 02 09 5000 0 0 UNIVISION COMMUNICATIONS INC CL A 914906102 71 1769 SH DEFINED 01 0 0 1769 UNIVISION COMMUNICATIONS INC CL A 914906102 2055 50250 SH DEFINED 06 0 50250 0 UNIVISION COMMUNICATIONS INC CL A 914906102 4624 114300 SH DEFINED 02 09 103400 0 10900 UNIVISION COMMUNICATIONS INC CL A 914906102 396 9707 SH DEFINED 12 9707 0 0 UNOCAL CORP COM 915289102 4276 118573 SH DEFINED 01 27941 0 90632 UNOCAL CORP COM 915289102 451 12700 SH DEFINED 06 0 12700 0 UNOCAL CORP COM 915289102 7810 216544 SH DEFINED 02 09 174400 0 42144 UNOVA INC COM 91529B106 1187 204824 SH DEFINED 01 0 0 204824 UNUMPROVIDENT CORP COM 91529Y106 994 37500 SH DEFINED 01 0 0 37500 UNUMPROVIDENT CORP COM 91529Y106 904 34100 SH DEFINED 06 0 34100 0 UNUMPROVIDENT CORP COM 91529Y106 7624 287641 SH DEFINED 02 09 220000 0 67641 USFREIGHTWAYS CORP COM 916906100 352 11300 SH DEFINED 06 0 11300 0 USFREIGHTWAYS CORP COM 916906100 578 18200 SH DEFINED 15 18200 0 0 UTILICORP UTD INC SBDB CV 6.625%11 918005AA7 21 15000 SH DEFINED 01 15000 0 0 UTILICORP UTD INC COM 918005109 390 15516 SH DEFINED 01 0 0 15516 UTILICORP UTD INC COM 918005109 258 10300 SH DEFINED 02 09 10300 0 0 UTSTARCOM INC COM 918076100 679 23832 SH DEFINED 01 0 0 23832 UTSTARCOM INC COM 918076100 25 900 SH DEFINED 02 900 0 0 V F CORP COM 918204108 611 15680 SH DEFINED 01 0 0 15680 V F CORP COM 918204108 240 6100 SH DEFINED 06 0 6100 0 V F CORP COM 918204108 4425 113463 SH DEFINED 02 09 90300 0 23163 VTEL CORP COM 918333105 768 178617 SH DEFINED 01 0 0 178617 VALASSIS COMMUNICATIONS INC COM 918866104 67 1900 SH DEFINED 01 0 0 1900 VALASSIS COMMUNICATIONS INC COM 918866104 683 19200 SH DEFINED 02 09 15950 0 3250 VALERO ENERGY CORP NEW COM 91913Y100 209 5500 SH DEFINED 01 0 0 5500 VALERO ENERGY CORP NEW COM 91913Y100 247 6500 SH DEFINED 02 09 6500 0 0 VALLEY NATL BANCORP COM 919794107 498 15120 SH DEFINED 01 0 0 15120 VALLEY NATL BANCORP COM 919794107 59 1800 SH DEFINED 02 1800 0 0 VALUEVISION INTL INC CL A 92047K107 17 900 SH DEFINED 01 0 0 900 VALUEVISION INTL INC CL A 92047K107 1585 81700 SH DEFINED 06 0 81700 0 VAN KAMPEN MUN INCOME TR COM 920909108 414 48875 SH DEFINED 01 0 0 48875 VAN KAMPEN N Y QUALITY MUN TR COM 920922101 160 10920 SH DEFINED 01 0 0 10920 VAN KAMPEN TR INVT GRADE MUNS COM 920929106 150 10338 SH DEFINED 01 0 0 10338 VAN KAMPEN TR INVT GRADE N Y COM 920931102 234 14710 SH DEFINED 01 0 0 14710 VAN KAMPEN MUN OPPORTUNITY TR COM 920935103 528 34075 SH DEFINED 01 0 0 34075 VAN KAMPEN MUN OPPORTUNITY II COM 920944105 424 32835 SH DEFINED 01 0 0 32835 VAN KAMPEN INCOME TR SH BEN INT 920957107 70 11175 SH DEFINED 01 0 0 11175 VAN KAMPEN SENIOR INCOME TR COM 920961109 4970 702075 SH DEFINED 01 0 0 702075 VAN KAMPEN ADVANTAGE MUN II SH BEN INT 92112K107 341 26520 SH DEFINED 01 0 0 26520 VAN KAMPEN SELECT SECTOR MUN COM 92112M103 247 20450 SH DEFINED 01 0 0 20450 VAN KAMPEN N Y VALUE MUN INCOM COM 92112Q104 383 26285 SH DEFINED 01 0 0 26285 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 954 70275 SH DEFINED 01 0 0 70275 VARIAN MED SYS INC COM 92220P105 769 10804 SH DEFINED 01 0 0 10804 VARIAN MED SYS INC COM 92220P105 192 2700 SH DEFINED 09 2700 0 0 VARIAN INC COM 922206107 682 21044 SH DEFINED 01 0 0 21044 VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 483 13984 SH DEFINED 01 0 0 13984 VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 1523 42300 SH DEFINED 06 0 42300 0 VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 426 11800 SH DEFINED 15 11800 0 0 VASOMEDICAL INC COM 922321104 37 10000 SH DEFINED 01 0 0 10000 VECTREN CORP COM 92240G101 49 2079 SH DEFINED 01 0 0 2079 VECTREN CORP COM 92240G101 38 1600 SH DEFINED 02 1600 0 0 VECTREN CORP COM 92240G101 427 18300 SH DEFINED 06 0 18300 0 VECTOR GROUP LTD COM 92240M108 800 24382 SH DEFINED 01 0 0 24382 VEECO INSTRS INC DEL COM 922417100 36 1025 SH DEFINED 01 0 0 1025 VEECO INSTRS INC DEL COM 922417100 425 11900 SH DEFINED 15 11900 0 0 VELCRO INDS N V COM 922571104 133 12000 SH DEFINED 01 0 0 12000 VENTIV HEALTH INC COM 922793104 62 17050 SH DEFINED 01 0 0 17050 VERISIGN INC COM 92343E102 2097 55132 SH DEFINED 01 0 0 55132 VERISIGN INC COM 92343E102 152 4000 SH DEFINED 06 0 4000 0 VERISIGN INC COM 92343E102 1123 29538 SH DEFINED 02 09 22923 0 6615 VERISIGN INC COM 92343E102 2207 56738 SH DEFINED 12 56738 0 0 VERITAS DGC INC COM 92343P107 503 27227 SH DEFINED 01 17169 0 10058 VERIZON COMMUNICATIONS COM 92343V104 45476 958207 SH DEFINED 01 42619 0 915588 VERIZON COMMUNICATIONS COM 92343V104 16002 330005 SH DEFINED 06 0 330005 0 VERIZON COMMUNICATIONS COM 92343V104 105333 2219435 SH DEFINED 02 09 1792718 0 426717 VERIZON COMMUNICATIONS COM 92343V104 616 12990 SH DEFINED 11 0 12990 0 VERILINK CORP COM 923432108 15 17000 SH DEFINED 01 0 0 17000 VERITAS SOFTWARE CO COM 923436109 10037 223892 SH DEFINED 01 44749 0 179143 VERITAS SOFTWARE CO COM 923436109 4136 90287 SH DEFINED 06 0 90287 0 VERITAS SOFTWARE CO COM 923436109 14587 325414 SH DEFINED 02 09 272477 0 52937 VERITAS SOFTWARE CO COM 923436109 304 6552 SH DEFINED 12 6552 0 0 VERSO TECHNOLOGIES INC COM 925317109 19 15037 SH DEFINED 01 6 0 15031 VERTEX PHARMACEUTICALS INC COM 92532F100 996 40524 SH DEFINED 01 0 0 40524 VERTEX PHARMACEUTICALS INC COM 92532F100 2 100 SH DEFINED 02 100 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 23 950 SH DEFINED 06 0 950 0 VIAD CORP COM 92552R109 94 3988 SH DEFINED 01 0 0 3988 VIAD CORP COM 92552R109 292 12400 SH DEFINED 02 09 12400 0 0 VIACOM INC CL A 925524100 2783 62905 SH DEFINED 01 0 0 62905 VIACOM INC CL B 925524308 32337 732456 SH DEFINED 01 36252 0 696204 VIACOM INC CL B 925524308 7177 163185 SH DEFINED 06 0 163185 0 VIACOM INC CL B 925524308 70818 1604045 SH DEFINED 02 09 1357954 0 246091 VIACOM INC CL B 925524308 467 10595 SH DEFINED 11 0 10595 0 VIACOM INC CL B 925524308 1990 44380 SH DEFINED 12 44380 0 0 VIASYSTEMS GROUP INC COM 92553H100 70 111802 SH DEFINED 01 0 0 111802 VIASYS HEALTHCARE INC COM NEW 92553Q209 76 3779 SH DEFINED 01 0 0 3779 VIASYS HEALTHCARE INC COM NEW 92553Q209 926 46883 SH DEFINED 15 46883 0 0 VICAL INC COM 925602104 316 25830 SH DEFINED 01 0 0 25830 VIGNETTE CORP COM 926734104 1358 253027 SH DEFINED 01 0 0 253027 VIGNETTE CORP COM 926734104 49 9300 SH DEFINED 02 09 9300 0 0 VINTAGE PETE INC COM 927460105 26 1850 SH DEFINED 01 0 0 1850 VINTAGE PETE INC COM 927460105 10 700 SH DEFINED 02 700 0 0 VINTAGE PETE INC COM 927460105 402 29100 SH DEFINED 06 0 29100 0 VION PHARMACEUTICALS INC COM 927624106 192 43720 SH DEFINED 01 0 0 43720 VIRAGE LOGIC CORP COM 92763R104 368 19175 SH DEFINED 01 0 0 19175 VIRAGEN INC COM 927638106 14 12000 SH DEFINED 01 0 0 12000 VIRGINIA COMMONWEALTH FINL CP COM 92778N106 388 13403 SH DEFINED 01 0 0 13403 VISTA GOLD CORP COM 927926105 0 15000 SH DEFINED 01 0 0 15000 VISIBLE GENETICS INC COM 92829S104 587 52646 SH DEFINED 01 0 0 52646 VISIBLE GENETICS INC COM 92829S104 646 53000 SH DEFINED 15 53000 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 1839 94326 SH DEFINED 01 0 0 94326 VISHAY INTERTECHNOLOGY INC COM 928298108 54 2800 SH DEFINED 02 2800 0 0 VISTEON CORP COM 92839U107 568 37801 SH DEFINED 01 4922 0 32879 VISTEON CORP COM 92839U107 912 60700 SH DEFINED 02 60500 0 200 VISTEON CORP COM 92839U107 105 7000 SH DEFINED 06 0 7000 0 VISX INC DEL COM 92844S105 191 14450 SH DEFINED 01 0 0 14450 VITALWORKS INC COM 928483106 229 40700 SH DEFINED 01 0 0 40700 VITESSE SEMICONDUCTOR CORP COM 928497106 1130 90944 SH DEFINED 01 0 0 90944 VITESSE SEMICONDUCTOR CORP COM 928497106 233 17500 SH DEFINED 06 0 17500 0 VITESSE SEMICONDUCTOR CORP COM 928497106 1408 113340 SH DEFINED 02 09 104040 0 9300 VITESSE SEMICONDUCTOR CORP COM 928497106 430 33700 SH DEFINED 15 33700 0 0 VIVENDI UNIVERSAL SPON ADR NEW 92851S204 1238 23025 SH DEFINED 01 5 0 23020 VIVENDI UNIVERSAL SPON ADR NEW 92851S204 5 100 SH DEFINED 02 0 0 100 VIVUS INC COM 928551100 329 67675 SH DEFINED 01 0 0 67675 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 24502 954137 SH DEFINED 01 9954 0 944183 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 13803 537530 SH DEFINED 02 537200 0 330 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 843 32500 SH DEFINED 06 0 32500 0 VODAFONE GROUP PLC NEW CALL 92857W9AF 256 10000 SH CALL DEFINED 01 0 0 100 VORNADO RLTY TR SH BEN INT 929042109 588 14146 SH DEFINED 01 0 0 14146 VORNADO RLTY TR SH BEN INT 929042109 477 11500 SH DEFINED 02 09 11500 0 0 VORNADO RLTY TR SH BEN INT 929042109 3190 76614 SH DEFINED 12 76614 0 0 VULCAN MATLS CO COM 929160109 1243 25940 SH DEFINED 01 0 0 25940 VULCAN MATLS CO COM 929160109 266 5600 SH DEFINED 06 0 5600 0 VULCAN MATLS CO COM 929160109 5132 107073 SH DEFINED 02 09 82500 0 24573 WGL HLDGS INC COM 92924F106 311 10708 SH DEFINED 01 0 0 10708 WGL HLDGS INC COM 92924F106 426 14600 SH DEFINED 06 0 14600 0 W HLDG CO INC COM 929251106 975 60200 SH DEFINED 02 0 0 60200 W HLDG CO INC COM 929251106 975 60200 SH DEFINED 11 0 60200 0 W P CAREY & CO LLC COM 92930Y107 1034 44597 SH DEFINED 01 0 0 44597 WPP GROUP PLC SPON ADR NEW 929309300 646 11991 SH DEFINED 01 200 0 11791 WPP GROUP PLC SPON ADR NEW 929309300 244 4500 SH DEFINED 06 0 4500 0 WPS RESOURCES CORP COM 92931B106 242 6626 SH DEFINED 01 0 0 6626 WABASH NATL CORP COM 929566107 140 17970 SH DEFINED 01 0 0 17970 WABASH NATL CORP COM 929566107 46 6000 SH DEFINED 02 6000 0 0 WABASH NATL CORP COM 929566107 328 42300 SH DEFINED 06 0 42300 0 WABTEC CORP COM 929740108 0 30 SH DEFINED 01 0 0 30 WABTEC CORP COM 929740108 401 32600 SH DEFINED 06 0 32600 0 WACKENHUT CORRECTIONS CORP COM 929798106 189 13700 SH DEFINED 01 0 0 13700 WACHOVIA CORP 2ND NEW COM 929903102 8991 286730 SH DEFINED 01 8022 0 278708 WACHOVIA CORP 2ND NEW COM 929903102 2122 68000 SH DEFINED 06 0 68000 0 WACHOVIA CORP 2ND NEW COM 929903102 40602 1294752 SH DEFINED 02 09 1069903 0 224849 WADDELL & REED FINL INC CL A 930059100 166 5159 SH DEFINED 01 0 0 5159 WADDELL & REED FINL INC CL A 930059100 1758 55200 SH DEFINED 15 55200 0 0 WAL MART STORES INC COM 931142103 93930 1632155 SH DEFINED 01 127873 0 1504282 WAL MART STORES INC COM 931142103 20635 355461 SH DEFINED 06 0 355461 0 WAL MART STORES INC COM 931142103 203400 3534342 SH DEFINED 02 09 2895140 0 639202 WAL MART STORES INC COM 931142103 683 11880 SH DEFINED 11 0 11880 0 WALGREEN CO COM 931422109 20740 616185 SH DEFINED 01 0 0 616185 WALGREEN CO COM 931422109 3913 118300 SH DEFINED 06 0 118300 0 WALGREEN CO COM 931422109 39128 1162487 SH DEFINED 02 09 1025150 0 137337 WALGREEN CO COM 931422109 20 600 SH DEFINED 11 0 600 0 WALLACE COMPUTER SERVICES INC COM 932270101 3 200 SH DEFINED 01 0 0 200 WALLACE COMPUTER SERVICES INC COM 932270101 411 21700 SH DEFINED 06 0 21700 0 WASHINGTON FED INC COM 938824109 394 15315 SH DEFINED 01 0 0 15315 WASHINGTON FED INC COM 938824109 345 13156 SH DEFINED 06 0 13156 0 WASHINGTON FED INC COM 938824109 185 7200 SH DEFINED 02 09 7200 0 0 WASHINGTON MUT INC COM 939322103 21311 651729 SH DEFINED 01 0 0 651729 WASHINGTON MUT INC COM 939322103 7263 223692 SH DEFINED 06 0 223692 0 WASHINGTON MUT INC COM 939322103 30693 938672 SH DEFINED 02 09 770402 0 168270 WASHINGTON MUT INC COM 939322103 582 17901 SH DEFINED 12 17901 0 0 WASHINGTON POST CO CL B 939640108 1265 2387 SH DEFINED 01 0 0 2387 WASHINGTON POST CO CL B 939640108 222 420 SH DEFINED 02 09 420 0 0 WASHINGTON REAL ESTATE INVT TR SH BEN INT 939653101 957 38475 SH DEFINED 01 0 0 38475 WASTE MGMT INC DEL SUB NT CONV 4%02 94106LAA7 95 95000 SH DEFINED 01 0 0 95000 WASTE MGMT INC DEL COM 94106L109 7543 236413 SH DEFINED 01 3654 0 232759 WASTE MGMT INC DEL COM 94106L109 7615 244300 SH DEFINED 06 0 244300 0 WASTE MGMT INC DEL COM 94106L109 14026 439571 SH DEFINED 02 09 362800 0 76771 WATER PIK TECHNOLOGIES INC COM 94113U100 129 14904 SH DEFINED 01 0 0 14904 WATERS CORP COM 941848103 9101 234873 SH DEFINED 01 0 0 234873 WATERS CORP COM 941848103 767 19810 SH DEFINED 09 17600 0 2210 WATSON PHARMACEUTICALS INC COM 942683103 1455 46369 SH DEFINED 01 0 0 46369 WATSON PHARMACEUTICALS INC COM 942683103 168 5400 SH DEFINED 06 0 5400 0 WATSON PHARMACEUTICALS INC COM 942683103 2494 79500 SH DEFINED 02 09 67500 0 12000 WEATHERFORD INTL INC COM 947074100 5042 135343 SH DEFINED 01 0 0 135343 WEATHERFORD INTL INC COM 947074100 345 9277 SH DEFINED 02 09 7400 0 1877 WEATHERFORD INTL INC COM 947074100 163 4400 SH DEFINED 11 0 4400 0 WEBB INTERACTIVE SVCS INC COM 94748P104 65 92800 SH DEFINED 01 0 0 92800 WEBMD CORP COM 94769M105 1637 231965 SH DEFINED 01 0 0 231965 WEBMD CORP COM 94769M105 23 3300 SH DEFINED 02 3300 0 0 WEBSTER FINL CORP CONN COM 947890109 6156 195255 SH DEFINED 01 0 0 195255 WEBSTER FINL CORP CONN COM 947890109 34 1100 SH DEFINED 02 1100 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 243 7200 SH DEFINED 01 0 0 7200 WEINGARTEN RLTY INVS SH BEN INT 948741103 446 9300 SH DEFINED 01 0 0 9300 WELLPOINT HEALTH NETWORK NEW COM 94973H108 2173 18603 SH DEFINED 01 0 0 18603 WELLPOINT HEALTH NETWORK NEW COM 94973H108 7607 65100 SH DEFINED 06 0 65100 0 WELLPOINT HEALTH NETWORK NEW COM 94973H108 5808 49713 SH DEFINED 02 09 39850 0 9863 WELLS FARGO & CO NEW COM 949746101 32315 743390 SH DEFINED 01 75961 0 667429 WELLS FARGO & CO NEW COM 949746101 11244 258850 SH DEFINED 06 0 258850 0 WELLS FARGO & CO NEW COM 949746101 81255 1869225 SH DEFINED 02 09 1607261 0 261964 WELLS FARGO & CO NEW COM 949746101 17 400 SH DEFINED 11 0 400 0 WENDYS INTL INC COM 950590109 188 6460 SH DEFINED 01 0 0 6460 WENDYS INTL INC COM 950590109 146 5000 SH DEFINED 06 0 5000 0 WENDYS INTL INC COM 950590109 1452 49800 SH DEFINED 02 09 49600 0 200 WEST CORP COM 952355105 329 13200 SH DEFINED 09 13200 0 0 WEST MARINE INC COM 954235107 1016 69210 SH DEFINED 01 0 0 69210 WESTELL TECHNOLOGIES INC CL A 957541105 62 23500 SH DEFINED 01 0 0 23500 WESTERN DIGITAL CORP COM 958102105 1114 177815 SH DEFINED 01 79442 0 98373 WESTERN RES INC COM 959425109 263 15308 SH DEFINED 01 0 0 15308 WESTERN RES INC COM 959425109 27 1600 SH DEFINED 02 1600 0 0 WESTERN WIRELESS CORP CL A 95988E204 128 4542 SH DEFINED 01 0 0 4542 WESTERN WIRELESS CORP CL A 95988E204 228 8100 SH DEFINED 09 8100 0 0 WESTVACO CORP COM 961548104 334 11765 SH DEFINED 01 0 0 11765 WESTVACO CORP COM 961548104 176 6100 SH DEFINED 06 0 6100 0 WESTVACO CORP COM 961548104 2685 94400 SH DEFINED 02 09 81500 0 12900 WEYERHAEUSER CO COM 962166104 8290 153299 SH DEFINED 01 2808 0 150491 WEYERHAEUSER CO COM 962166104 821 15300 SH DEFINED 06 0 15300 0 WEYERHAEUSER CO COM 962166104 9836 181891 SH DEFINED 02 09 145100 0 36791 WHIRLPOOL CORP COM 963320106 560 7648 SH DEFINED 01 0 0 7648 WHIRLPOOL CORP COM 963320106 241 3300 SH DEFINED 06 0 3300 0 WHIRLPOOL CORP COM 963320106 3088 42125 SH DEFINED 02 09 36600 0 5525 WHITE ELECTR DESIGNS CORP COM 963801105 349 56900 SH DEFINED 01 0 0 56900 WHOLE FOODS MKT INC COM 966837106 254 5832 SH DEFINED 01 500 0 5332 WILLAMETTE INDS INC COM 969133107 2632 50514 SH DEFINED 01 0 0 50514 WILLAMETTE INDS INC COM 969133107 927 18300 SH DEFINED 06 0 18300 0 WILLAMETTE INDS INC COM 969133107 4755 91247 SH DEFINED 02 09 76500 0 14747 WILLBROS GROUP INC COM 969199108 160 10000 SH DEFINED 01 0 0 10000 WILLIAMS COMMUNICATIONS GROUP CL A 969455104 253 107684 SH DEFINED 01 0 0 107684 WILLIAMS COMMUNICATIONS GROUP CL A 969455104 25 10800 SH DEFINED 02 10800 0 0 WILLIAMS COS INC DEL COM 969457100 5605 219658 SH DEFINED 01 0 0 219658 WILLIAMS COS INC DEL COM 969457100 706 27200 SH DEFINED 06 0 27200 0 WILLIAMS COS INC DEL COM 969457100 13878 543830 SH DEFINED 02 09 413760 0 130070 WILLIAMS ENERGY PARTNERS L P COM UNIT RP LP 969491109 1104 26435 SH DEFINED 01 0 0 26435 WILLIAMS SONOMA INC COM 969904101 141 3310 SH DEFINED 01 0 0 3310 WILLIAMS SONOMA INC COM 969904101 3110 71400 SH DEFINED 15 71400 0 0 WILMINGTON TRUST CORP COM 971807102 207 3274 SH DEFINED 01 0 0 3274 WILMINGTON TRUST CORP COM 971807102 259 4100 SH DEFINED 02 09 4100 0 0 WIND RIVER SYSTEMS INC COM 973149107 793 44299 SH DEFINED 01 0 0 44299 WIND RIVER SYSTEMS INC COM 973149107 35 2000 SH DEFINED 09 2000 0 0 WINK COMMUNICATIONS COM 974168106 20 12700 SH DEFINED 01 0 0 12700 WINN DIXIE STORES INC COM 974280109 766 53780 SH DEFINED 01 0 0 53780 WINN DIXIE STORES INC COM 974280109 115 8000 SH DEFINED 06 0 8000 0 WINN DIXIE STORES INC COM 974280109 1913 134300 SH DEFINED 02 09 113900 0 20400 WINTRUST FINANCIAL CORP COM 97650W108 4292 140406 SH DEFINED 01 0 0 140406 WISCONSIN ENERGY CORP COM 976657106 258 11455 SH DEFINED 01 0 0 11455 WISCONSIN ENERGY CORP COM 976657106 164 7300 SH DEFINED 02 09 7300 0 0 WOLVERINE TUBE INC COM 978093102 227 20080 SH DEFINED 01 0 0 20080 WORLD FUEL SVCS CORP COM 981475106 365 20000 SH DEFINED 06 0 20000 0 WORLDCOM INC GA NEW WRLDCOM GP COM 98157D106 62429 4433905 SH DEFINED 01 260736 0 4173169 WORLDCOM INC GA NEW WRLDCOM GP COM 98157D106 9353 645055 SH DEFINED 06 0 645055 0 WORLDCOM INC GA NEW WRLDCOM GP COM 98157D106 35661 2532858 SH DEFINED 02 09 2030179 0 502679 WORLDCOM INC GA NEW WRLDCOM GP COM 98157D106 28 2050 SH DEFINED 11 0 2050 0 WORLDCOM INC GA NEW MCI GROUP COM 98157D304 4185 329561 SH DEFINED 01 10470 0 319091 WORLDCOM INC GA NEW MCI GROUP COM 98157D304 156 11772 SH DEFINED 06 0 11772 0 WORLDCOM INC GA NEW MCI GROUP COM 98157D304 197 15634 SH DEFINED 02 09 15462 0 172 WORLDCOM INC GA NEW CALL 98157D9AF 127 10000 SH CALL DEFINED 01 0 0 100 WORTHINGTON INDS INC COM 981811102 227 16050 SH DEFINED 01 0 0 16050 WORTHINGTON INDS INC COM 981811102 18 1300 SH DEFINED 06 0 1300 0 WORTHINGTON INDS INC COM 981811102 1083 76300 SH DEFINED 02 09 48100 0 28200 WRIGLEY WM JR CO COM 982526105 1904 37074 SH DEFINED 01 0 0 37074 WRIGLEY WM JR CO COM 982526105 586 11400 SH DEFINED 06 0 11400 0 WRIGLEY WM JR CO COM 982526105 8880 172876 SH DEFINED 02 09 145600 0 27276 WYNDHAM INTL INC CL A 983101106 11 19665 SH DEFINED 01 0 0 19665 XO COMMUNICATIONS INC CL A 983764101 12 125216 SH DEFINED 01 3650 0 121566 XTO ENERGY CORP COM 98385X106 239 13697 SH DEFINED 01 0 0 13697 XTO ENERGY CORP COM 98385X106 461 27225 SH DEFINED 06 0 27225 0 XTO ENERGY CORP COM 98385X106 224 12800 SH DEFINED 09 12800 0 0 XCEL ENERGY INC COM 98389B100 2420 87248 SH DEFINED 01 0 0 87248 XCEL ENERGY INC COM 98389B100 516 18300 SH DEFINED 06 0 18300 0 XCEL ENERGY INC COM 98389B100 8044 289985 SH DEFINED 02 09 243725 0 46260 XANSER CORP COM 98389J103 249 124300 SH DEFINED 01 0 0 124300 XILINX INC COM 983919101 4734 121236 SH DEFINED 01 0 0 121236 XILINX INC COM 983919101 1215 29250 SH DEFINED 06 0 29250 0 XILINX INC COM 983919101 8517 218131 SH DEFINED 02 09 195700 0 22431 XEROX CORP COM 984121103 2908 279080 SH DEFINED 01 47291 0 231789 XEROX CORP COM 984121103 363 34800 SH DEFINED 06 0 34800 0 XEROX CORP COM 984121103 4837 464332 SH DEFINED 02 09 393000 0 71332 YAHOO INC COM 984332106 1890 106580 SH DEFINED 01 22264 0 84316 YAHOO INC COM 984332106 584 31350 SH DEFINED 06 0 31350 0 YAHOO INC COM 984332106 6190 348979 SH DEFINED 02 09 295800 0 53179 YAHOO INC COM 984332106 1240 67778 SH DEFINED 12 67778 0 0 XICOR INC COM 984903104 1812 153600 SH DEFINED 15 153600 0 0 YELLOW CORP COM 985509108 22 900 SH DEFINED 01 0 0 900 YELLOW CORP COM 985509108 2842 110300 SH DEFINED 15 110300 0 0 YORK INTL CORP NEW COM 986670107 57 1500 SH DEFINED 01 0 0 1500 YORK INTL CORP NEW COM 986670107 423 11300 SH DEFINED 06 0 11300 0 YOUTHSTREAM MEDIA NETWORKS INC COM 987819109 101 81500 SH DEFINED 01 0 0 81500 ZALE CORP NEW COM 988858106 3227 77061 SH DEFINED 01 44526 0 32535 ZI CORP COM 988918108 103 14800 SH DEFINED 01 0 0 14800 ZEBRA TECHNOLOGIES CORP CL A 989207105 580 10455 SH DEFINED 01 0 0 10455 ZEBRA TECHNOLOGIES CORP CL A 989207105 27 500 SH DEFINED 02 500 0 0 ZILA INC COM PAR $0.01 989513205 79 33000 SH DEFINED 01 0 0 33000 ZIMMER HLDGS INC COM 98956P102 2097 68674 SH DEFINED 01 4768 0 63906 ZIMMER HLDGS INC COM 98956P102 296 9800 SH DEFINED 06 0 9800 0 ZIMMER HLDGS INC COM 98956P102 4776 156420 SH DEFINED 02 09 125012 0 31408 ZIONS BANCORPORATION COM 989701107 423 8055 SH DEFINED 01 30 0 8025 ZIONS BANCORPORATION COM 989701107 242 4700 SH DEFINED 06 0 4700 0 ZIONS BANCORPORATION COM 989701107 4363 83000 SH DEFINED 02 09 74100 0 8900 ZIXIT CORP COM 98974P100 103 20500 SH DEFINED 01 0 0 20500 ZOLTEK COS INC COM 98975W104 26 11000 SH DEFINED 01 0 0 11000 ZWEIG TOTAL RETURN FD INC COM 989837109 760 107941 SH DEFINED 01 0 0 107941 TOTAL 19588512 618630293
-----END PRIVACY-ENHANCED MESSAGE-----