-----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, MNm3nQa0vxIgeoNPycYOoU+xADeYmq0yMVS1Wle6tyWu6lSpudrYraXgOQs31lnO 5xT+1c83bra6RlLH48V5IA== 0000902219-01-500020.txt : 20010516 0000902219-01-500020.hdr.sgml : 20010516 ACCESSION NUMBER: 0000902219-01-500020 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20010331 FILED AS OF DATE: 20010515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: WELLINGTON MANAGEMENT CO LLP CENTRAL INDEX KEY: 0000902219 STANDARD INDUSTRIAL CLASSIFICATION: UNKNOWN SIC - 0000 [0000] IRS NUMBER: 042683227 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: SEC FILE NUMBER: 028-04557 FILM NUMBER: 1635096 BUSINESS ADDRESS: STREET 1: 75 STATE STREET CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 6179515000 MAIL ADDRESS: STREET 1: 75 STATE STREET CITY: BOSTON STATE: MA ZIP: 02109 FORMER COMPANY: FORMER CONFORMED NAME: WELLINGTON MANAGEMENT CO DATE OF NAME CHANGE: 19930426 13F-HR 1 firstqtr01.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: 03/31/2001 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Wellington Management Company, LLP Address: 75 State Street Boston, MA 02109 13F File Number: 28-517 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Brian P. Hillery* Title: Assistant Vice President Phone: (617) 790-7747 Signature, Place, and Date of Signing: Brian P. Hillery Boston, Massachusetts March 31, 2001 * Signed pursuant to a Power of Attorney dated January 15, 1997 and filed with the SEC on January 24, 1997. Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SPECIAL ELECTRONIC FILING INSTRUCTIONS Continued FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 5378 Form 13F Information Table Value Total: $140854684000 List of Other Included Managers: No. 13F File Number Name 01 XX-XXXXX Wellington Trust Company, NA 02 XX-XXXXX Wellington International Management Company Pte Ltd. 03 XX-XXXXX Wellington Management International, LLP FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ABC Bancorp Common 00040010 2338 202300 SH SOLE 202300 0 0 ABC Bancorp Common 00040010 1334 115900 SH SOLE 0 0 115900 ABC-NACO Inc Common 00075210 1196 397800 SH SOLE 397800 0 0 ABC-NACO Inc Common 00075210 249 83000 SH SOLE 0 0 83000 ABC-NACO Inc Common 00075210 720 240000 SH DEFINED 1 0 240000 0 ABC-NACO Inc Common 00075210 240 80000 SH DEFINED 1 0 80000 0 ABC-NACO Inc Common 00075210 1500 500000 SH DEFINED 2 0 0 500000 ADC Telecommunctns Common 00088610 298 35100 SH SOLE 0 0 35100 ADC Telecommunctns Common 00088610 1920 225900 SH DEFINED 1 0 225900 0 ACT Manufacturing Common 00097310 299 27300 SH SOLE 27300 0 0 AFC Enterprises Inc Common 00104Q10 1785 92500 SH SOLE 92500 0 0 AFC Enterprises Inc Common 00104Q10 312 16200 SH SOLE 0 0 16200 AFC Enterprises Inc Common 00104Q10 862 44800 SH DEFINED 1 0 44800 0 AFC Enterprises Inc Common 00104Q10 385 20000 SH DEFINED 1 0 20000 0 AFC Enterprises Inc Common 00104Q10 1544 80200 SH DEFINED 2 0 0 80200 AFLAC Inc Common 00105510 2085 75700 SH SOLE 75700 0 0 AFLAC Inc Common 00105510 824 29900 SH DEFINED 1 0 29900 0 AFLAC Inc Common 00105510 1760 63900 SH DEFINED 1 0 63900 0 AGCO Corp Common 00108410 11187 1165400 SH SOLE 0 0 1165400 AGCO Corp Common 00108410 1362 141800 SH DEFINED 1 0 141800 0 AES Corp Common 00130H10 34972 700000 SH SOLE 700000 0 0 AK Steel Hldg Corp Common 00154710 188 18700 SH SOLE 18700 0 0 AK Steel Hldg Corp Common 00154710 33352 3318652 SH SOLE 0 0 3318652 AK Steel Hldg Corp Common 00154710 49 4900 SH DEFINED 1 0 4900 0 AK Steel Hldg Corp Common 00154710 623 62000 SH DEFINED 2 0 0 62000 AMB Property REIT Common 00163T10 5733 233000 SH SOLE 233000 0 0 AMB Property REIT Common 00163T10 4844 196900 SH DEFINED 1 0 196900 0 AMC Entertainment Common 00166910 2277 321600 SH SOLE 0 0 321600 AMC Entertainment Common 00166910 1019 144000 SH DEFINED 1 0 144000 0 AMR Corp Common 00176510 178795 5090800 SH SOLE 5090800 0 0 AMR Corp Common 00176510 8973 255500 SH SOLE 0 0 255500 AOL Time Warner Inc Common 00184A10 1047960 26078895 SH SOLE 26078895 0 0 AOL Time Warner Inc Common 00184A10 314783 7834856 SH SOLE 0 0 7834856 AOL Time Warner Inc Common 00184A10 179490 4470515 SH DEFINED 1 0 4470515 0 AOL Time Warner Inc Common 00184A10 5973 147800 SH DEFINED 1 0 147800 0 AOL Time Warner Inc Common 00184A10 3035 75600 SH DEFINED 1 0 0 75600 AOL Time Warner Inc Common 00184A10 4786 119986 SH DEFINED 2 0 119986 0 AOL Time Warner Inc Common 00184A10 32410 807200 SH DEFINED 2 0 0 807200 AOL Time Warner Inc Common 00184A10 369 9100 SH DEFINED 3 0 9100 0 AOL Time Warner Inc Common 00184A10 2382 58700 SH DEFINED 3 0 58700 0 AOL Time Warner Inc Common 00184A10 2385 59400 SH DEFINED 3 0 0 59400 AT&T Corp Common 00195710 268026 12580547 SH SOLE 12580547 0 0 AT&T Corp Common 00195710 242100 11366105 SH SOLE 0 0 11366105 AT&T Corp Common 00195710 35270 1655810 SH DEFINED 1 0 1655810 0 AT&T Corp Common 00195710 4151 194900 SH DEFINED 1 0 0 194900 AT&T Corp Common 00195710 1570 73700 SH DEFINED 2 0 0 73700 AT&T-Liberty Media A Common 00195720 561332 40042783 SH SOLE 40042783 0 0 AT&T-Liberty Media A Common 00195720 195053 13920190 SH SOLE 0 0 13920190 AT&T-Liberty Media A Common 00195720 78214 5586690 SH DEFINED 1 0 5586690 0 AT&T-Liberty Media A Common 00195720 2881 204500 SH DEFINED 1 0 204500 0 AT&T-Liberty Media A Common 00195720 7872 562284 SH DEFINED 1 0 0 562284 AT&T-Liberty Media A Common 00195720 4646 334200 SH DEFINED 2 0 334200 0 AT&T-Liberty Media A Common 00195720 13586 970412 SH DEFINED 2 0 0 970412 AT&T-Liberty Media A Common 00195720 238 16800 SH DEFINED 3 0 16800 0 AT&T-Liberty Media A Common 00195720 898 63500 SH DEFINED 3 0 63500 0 AT&T-Liberty Media A Common 00195720 898 64108 SH DEFINED 3 0 0 64108 AT&T-Liberty Media B Common 00195730 668 44054 SH SOLE 44054 0 0 AT&T Wireless Group Common 00195740 2877 150000 SH SOLE 150000 0 0 ATMI Inc Common 00207R10 6320 341000 SH SOLE 341000 0 0 ATMI Inc Common 00207R10 2213 119600 SH SOLE 0 0 119600 ATMI Inc Common 00207R10 3501 189200 SH DEFINED 1 0 189200 0 AXT Inc Common 00246W10 11427 761315 SH SOLE 761315 0 0 AXT Inc Common 00246W10 686 45000 SH SOLE 0 0 45000 AXT Inc Common 00246W10 1288 85810 SH DEFINED 1 0 85810 0 AXT Inc Common 00246W10 301 20000 SH DEFINED 1 0 20000 0 AXT Inc Common 00246W10 1025 68300 SH DEFINED 2 0 0 68300 Abbott Laboratories Common 00282410 659094 13950174 SH SOLE 13950174 0 0 Abbott Laboratories Common 00282410 928372 19668373 SH SOLE 0 0 19668373 Abbott Laboratories Common 00282410 87989 1864550 SH DEFINED 1 0 1864550 0 Abbott Laboratories Common 00282410 9751 206000 SH DEFINED 1 0 206000 0 Abbott Laboratories Common 00282410 10042 212800 SH DEFINED 1 0 0 212800 Abbott Laboratories Common 00282410 4352 92900 SH DEFINED 2 0 92900 0 Abbott Laboratories Common 00282410 19087 404520 SH DEFINED 2 0 0 404520 Abbott Laboratories Common 00282410 286 6000 SH DEFINED 3 0 6000 0 Abbott Laboratories Common 00282410 1149 24100 SH DEFINED 3 0 24100 0 Abbott Laboratories Common 00282410 1248 26440 SH DEFINED 3 0 0 26440 Abington Savings Bk Common 00350P10 497 37700 SH SOLE 37700 0 0 Abington Savings Bk Common 00350P10 169 12800 SH SOLE 0 0 12800 Abitibi-Consolidated Common 00392410 51133 6463759 SH SOLE 6463759 0 0 Abitibi-Consolidated Common 00392410 123121 15601979 SH SOLE 0 0 15601979 Abitibi-Consolidated Common 00392410 5628 713400 SH DEFINED 1 0 713400 0 Abitibi-Consolidated Common 00392410 372 47200 SH DEFINED 1 0 47200 0 Abitibi-Consolidated Common 00392410 1513 192900 SH DEFINED 2 0 192900 0 Abitibi-Consolidated Common 00392410 1551 196500 SH DEFINED 2 0 0 196500 Aclara Biosciences Common 00461P10 2223 404100 SH SOLE 404100 0 0 Aclara Biosciences Common 00461P10 2037 370300 SH SOLE 0 0 370300 Actel Corp Common 00493410 868 42500 SH SOLE 42500 0 0 Actel Corp Common 00493410 8142 398400 SH SOLE 0 0 398400 Actel Corp Common 00493410 2377 116300 SH DEFINED 1 0 116300 0 Acres Gaming Inc Common 00493610 37 5900 SH DEFINED 1 0 5900 0 Acterna Corp Common 00503U10 3393 564928 SH SOLE 564928 0 0 Acterna Corp Common 00503U10 1060 176700 SH SOLE 0 0 176700 Acterna Corp Common 00503U10 1818 302900 SH DEFINED 1 0 302900 0 Acterna Corp Common 00503U10 126 20800 SH DEFINED 3 0 20800 0 ActivCard SA ADR Common 00505N10 122 11200 SH SOLE 11200 0 0 Acutate Corporation Common 00508B10 11013 1151700 SH SOLE 1151700 0 0 Acutate Corporation Common 00508B10 29 3000 SH DEFINED 1 0 3000 0 Acxiom Corp Common 00512510 15823 757837 SH SOLE 757837 0 0 Acxiom Corp Common 00512510 2501 119800 SH SOLE 0 0 119800 Acxiom Corp Common 00512510 5614 268900 SH DEFINED 1 0 268900 0 Adelphia Commnctn A Common 00684810 63431 1566150 SH SOLE 1566150 0 0 Adelphia Commnctn A Common 00684810 327326 8082100 SH SOLE 0 0 8082100 Adelphia Commnctn A Common 00684810 3410 84200 SH DEFINED 1 0 84200 0 Adelphia Commnctn A Common 00684810 5852 144500 SH DEFINED 1 0 0 144500 Adelphia Commnctn A Common 00684810 3451 85200 SH DEFINED 2 0 0 85200 Adept Technology Inc Common 00685410 1798 128400 SH SOLE 128400 0 0 Advanced Mktg Svcs Common 00753T10 3286 140000 SH SOLE 140000 0 0 Advanced Mktg Svcs Common 00753T10 2948 126000 SH DEFINED 2 0 0 126000 Advanced Fibre Commn Common 00754A10 4991 348400 SH SOLE 348400 0 0 Advanced Fibre Commn Common 00754A10 294 19700 SH SOLE 0 0 19700 Advanced Polymer Sys Common 00754G10 1754 850000 SH SOLE 850000 0 0 Advanced Polymer Sys Common 00754G10 1589 770500 SH DEFINED 1 0 770500 0 ADVO Inc Common 00758510 332 9000 SH SOLE 9000 0 0 ADVO Inc Common 00758510 1863 50500 SH DEFINED 1 0 50500 0 Aehr Test Systems Common 00760J10 861 190000 SH SOLE 190000 0 0 Aehr Test Systems Common 00760J10 585 130000 SH SOLE 0 0 130000 Aehr Test Systems Common 00760J10 1449 321900 SH DEFINED 1 0 321900 0 Aeroflex Inc Common 00776810 12370 1199480 SH SOLE 1199480 0 0 Aeroflex Inc Common 00776810 26 2540 SH SOLE 0 0 2540 Aeroflex Inc Common 00776810 2963 287250 SH DEFINED 1 0 287250 0 Advanced Micro Dvcs Common 00790310 15352 575800 SH SOLE 575800 0 0 Advanced Micro Dvcs Common 00790310 3641 136730 SH SOLE 0 0 136730 Advanced Micro Dvcs Common 00790310 27388 1031960 SH DEFINED 1 0 1031960 0 Advanced Micro Dvcs Common 00790310 661 24900 SH DEFINED 1 0 24900 0 Advanced Micro Dvcs Common 00790310 1446 54800 SH DEFINED 2 0 54800 0 Advanced Micro Dvcs Common 00790310 145 5400 SH DEFINED 2 0 0 5400 Aegon NV ADR Common 00792410 211 7200 SH SOLE 7200 0 0 Aegon NV ADR Common 00792410 53 1800 SH SOLE 0 0 1800 Aether Systems Inc 00808VAA 300 600000 PRN SOLE 600000 0 0 Aetna Inc (New) Common 00817Y10 10201 282500 SH SOLE 282500 0 0 Aetna Inc (New) Common 00817Y10 318053 8854500 SH SOLE 0 0 8854500 Aetna Inc (New) Common 00817Y10 72 2000 SH DEFINED 1 0 2000 0 Aetna Inc (New) Common 00817Y10 471 13200 SH DEFINED 2 0 13200 0 Aetna Inc (New) Common 00817Y10 959 26700 SH DEFINED 2 0 0 26700 Affiliated Computr A Common 00819010 175571 2704770 SH SOLE 2704770 0 0 Affiliated Computr A Common 00819010 35194 542270 SH SOLE 0 0 542270 Affiliated Computr A Common 00819010 32475 500380 SH DEFINED 1 0 500380 0 Affiliated Computr A Common 00819010 5056 77900 SH DEFINED 1 0 0 77900 Affymetrix Inc Common 00826T10 320 11500 SH SOLE 11500 0 0 Affymetrix Inc Common 00826T10 175 6300 SH SOLE 0 0 6300 Affymetrix Inc Common 00826T10 720 25900 SH DEFINED 1 0 25900 0 Affymetrix Inc Common 00826T10 56 2000 SH DEFINED 2 0 0 2000 Agilent Technologies Common 00846U10 27 915 SH SOLE 915 0 0 Agilent Technologies Common 00846U10 160 5185 SH SOLE 0 0 5185 Agilent Technologies Common 00846U10 35 1144 SH DEFINED 2 0 1144 0 Agile Software Corp Common 00846X10 5126 464670 SH SOLE 464670 0 0 Agile Software Corp Common 00846X10 2756 250000 SH SOLE 0 0 250000 Agile Software Corp Common 00846X10 1469 133370 SH DEFINED 1 0 133370 0 Agrium Inc Common 00891610 11293 896300 SH SOLE 896300 0 0 Air Products & Chem Common 00915810 28647 745900 SH SOLE 745900 0 0 Air Products & Chem Common 00915810 338313 8810200 SH SOLE 0 0 8810200 Air Products & Chem Common 00915810 19764 514720 SH DEFINED 1 0 514720 0 Air Products & Chem Common 00915810 3329 86700 SH DEFINED 1 0 86700 0 Air Products & Chem Common 00915810 3759 97900 SH DEFINED 1 0 0 97900 Air Products & Chem Common 00915810 3145 81900 SH DEFINED 2 0 0 81900 AirTran Holdings Inc Common 00949P10 14209 1810700 SH SOLE 1810700 0 0 AirTran Holdings Inc Common 00949P10 2597 331300 SH SOLE 0 0 331300 AirTran Holdings Inc Common 00949P10 3261 415900 SH DEFINED 1 0 415900 0 Akamai Technologies Common 00971T10 548 64000 SH SOLE 64000 0 0 Akorn Inc Common 00972810 1933 945700 SH SOLE 945700 0 0 Akorn Inc Common 00972810 120 59000 SH SOLE 0 0 59000 Akorn Inc Common 00972810 17 8300 SH DEFINED 1 0 8300 0 Akorn Inc Common 00972810 184 91500 SH DEFINED 2 0 91500 0 Akzo Nobel NV ADR Common 01019930 3 70 SH DEFINED 1 0 70 0 Albany Molecular Res Common 01242310 7089 202500 SH SOLE 202500 0 0 Albany Molecular Res Common 01242310 22 630 SH DEFINED 1 0 630 0 Albemarle Corp Common 01265310 467 20800 SH SOLE 20800 0 0 Albemarle Corp Common 01265310 2047 91200 SH DEFINED 1 0 91200 0 Alberta Energy Co Common 01287310 147 3250 SH SOLE 3250 0 0 Albertsons Inc Common 01310410 63 1950 SH SOLE 1950 0 0 Alcan Inc Common 01371610 27220 755750 SH SOLE 755750 0 0 Alcan Inc Common 01371610 187463 5207300 SH SOLE 0 0 5207300 Alcan Inc Common 01371610 2314 64300 SH DEFINED 1 0 64300 0 Alcoa Inc Common 01381710 584889 16260414 SH SOLE 16260414 0 0 Alcoa Inc Common 01381710 1517825 42218350 SH SOLE 0 0 42218350 Alcoa Inc Common 01381710 39626 1102230 SH DEFINED 1 0 1102230 0 Alcoa Inc Common 01381710 13319 370000 SH DEFINED 1 0 370000 0 Alcoa Inc Common 01381710 7017 195200 SH DEFINED 1 0 0 195200 Alcoa Inc Common 01381710 625 17500 SH DEFINED 2 0 17500 0 Alcoa Inc Common 01381710 15769 438800 SH DEFINED 2 0 0 438800 Alcoa Inc Common 01381710 236 6500 SH DEFINED 3 0 6500 0 Alcoa Inc Common 01381710 158 4400 SH DEFINED 3 0 0 4400 Alcatel SA ADR Common 01390430 81 2753 SH SOLE 2753 0 0 Alcatel SA ADR Common 01390430 140085 4870851 SH SOLE 0 0 4870851 Alcatel SA ADR Common 01390430 6 210 SH DEFINED 1 0 210 0 Alcatel SA ADR Common 01390430 914 31782 SH DEFINED 2 0 0 31782 Alexion Pharm Inc Common 01535110 5031 219900 SH SOLE 219900 0 0 Alexion Pharm Inc Common 01535110 709 31100 SH SOLE 0 0 31100 Alexion Pharm Inc Common 01535110 6700 293700 SH DEFINED 1 0 293700 0 Alexion Pharm Inc Common 01535110 294 13000 SH DEFINED 2 0 13000 0 Alexion Pharm Inc Common 01535110 183 8000 SH DEFINED 2 0 0 8000 Alkermes Inc Common 01642T10 1404 64000 SH SOLE 64000 0 0 Alkermes Inc Common 01642T10 203 9000 SH SOLE 0 0 9000 Alkermes Inc Common 01642T10 3291 150000 SH DEFINED 1 0 150000 0 Allegheny Energy Inc Common 01736110 4626 100000 SH SOLE 0 0 100000 Allegiance Telecom Common 01747T10 33124 2245600 SH SOLE 2245600 0 0 Allegiance Telecom Common 01747T10 7392 501200 SH SOLE 0 0 501200 Allegiance Telecom Common 01747T10 59 4000 SH DEFINED 1 0 4000 0 Allergan Inc Common 01849010 986 13300 SH SOLE 13300 0 0 Allergan Inc Common 01849010 225720 3044100 SH SOLE 0 0 3044100 Allergan Spec Thera Common 01849410 4535 190930 SH SOLE 190930 0 0 ALLETE Common 01852210 5939 230000 SH SOLE 0 0 230000 Alliance Pharm Corp Common 01877310 1394 427300 SH SOLE 427300 0 0 Alliance Pharm Corp Common 01877310 749 230500 SH SOLE 0 0 230500 Alliance Pharm Corp Common 01877310 1756 540200 SH DEFINED 1 0 540200 0 Alliant Techsystems Common 01880410 3581 40300 SH SOLE 40300 0 0 Alliant Techsystems Common 01880410 10077 113800 SH SOLE 0 0 113800 Alliant Techsystems Common 01880410 4135 46700 SH DEFINED 1 0 46700 0 Allos Therapeutics Common 01977710 348 59700 SH SOLE 59700 0 0 Allos Therapeutics Common 01977710 135 23300 SH SOLE 0 0 23300 Allos Therapeutics Common 01977710 631 108400 SH DEFINED 1 0 108400 0 Allos Therapeutics Common 01977710 59 10100 SH DEFINED 2 0 0 10100 Allscripts Healthcar Common 01988P10 786 156300 SH SOLE 0 0 156300 Alltel Corp Common 02003910 7004 133500 SH SOLE 133500 0 0 Alltel Corp Common 02003910 157097 2994600 SH SOLE 0 0 2994600 Alltel Corp Common 02003910 1406 26800 SH DEFINED 1 0 26800 0 Alltel Corp Common 02003910 2959 56400 SH DEFINED 1 0 56400 0 Alpha Inds Common 02075310 157 10000 SH SOLE 10000 0 0 Alpha Inds Common 02075310 847 53800 SH DEFINED 1 0 53800 0 Alpharma Cl A Common 02081310 416 12700 SH SOLE 12700 0 0 Alpharma Cl A Common 02081310 24500 748313 SH SOLE 0 0 748313 Alza Corp Common 02261510 3881 95723 SH SOLE 95723 0 0 Alza Corp Common 02261510 627 15500 SH SOLE 0 0 15500 Alza Corp Common 02261510 563 13900 SH DEFINED 1 0 13900 0 Ambac Financial Gp Common 02313910 179990 2836475 SH SOLE 2836475 0 0 Ambac Financial Gp Common 02313910 29992 472460 SH SOLE 0 0 472460 Ambac Financial Gp Common 02313910 29773 469345 SH DEFINED 1 0 469345 0 Ambac Financial Gp Common 02313910 970 15300 SH DEFINED 1 0 15300 0 Ambac Financial Gp Common 02313910 1965 31200 SH DEFINED 2 0 31200 0 Ambac Financial Gp Common 02313910 205 3200 SH DEFINED 2 0 0 3200 Ambassadors Intl Inc Common 02317810 3122 175400 SH SOLE 175400 0 0 Ambassadors Intl Inc Common 02317810 799 45000 SH SOLE 0 0 45000 Ambassadors Intl Inc Common 02317810 1953 110000 SH DEFINED 1 0 110000 0 Ambassadors Intl Inc Common 02317810 2663 150000 SH DEFINED 2 0 0 150000 Amerada Hess Common 02355110 28217 361200 SH SOLE 0 0 361200 Ameren Corporation Common 02360810 98 2300 SH SOLE 2300 0 0 America Movil L ADR Common 02364W10 1245 85000 SH SOLE 85000 0 0 America West Hldgs B Common 02365720 33451 3484500 SH SOLE 0 0 3484500 American Bank CT Common 02432710 391 18600 SH SOLE 18600 0 0 American Cap Strat Common 02493710 178 7000 SH SOLE 7000 0 0 American Cap Strat Common 02493710 23 900 SH DEFINED 1 0 900 0 American Eagle Outft Common 02553E10 10085 349850 SH SOLE 349850 0 0 American Eagle Outft Common 02553E10 8133 282850 SH SOLE 0 0 282850 American Eagle Outft Common 02553E10 13194 458949 SH DEFINED 1 0 458949 0 American Express Co Common 02581610 8466 205000 SH SOLE 205000 0 0 American Express Co Common 02581610 106 2550 SH SOLE 0 0 2550 American Finl Hldgs Common 02607510 4019 187700 SH SOLE 187700 0 0 American Finl Hldgs Common 02607510 6105 285600 SH SOLE 0 0 285600 American Finl Hldgs Common 02607510 1862 87100 SH DEFINED 1 0 87100 0 American Finl Hldgs Common 02607510 821 38400 SH DEFINED 1 0 38400 0 American Finl Hldgs Common 02607510 2586 121000 SH DEFINED 2 0 0 121000 American General Crp Common 02635110 29527 771700 SH SOLE 771700 0 0 American General Crp Common 02635110 27773 726100 SH SOLE 0 0 726100 American General Crp Common 02635110 25868 676300 SH DEFINED 1 0 676300 0 American Home Prods Common 02660910 621508 10573489 SH SOLE 10573489 0 0 American Home Prods Common 02660910 952945 16217916 SH SOLE 0 0 16217916 American Home Prods Common 02660910 84233 1433712 SH DEFINED 1 0 1433712 0 American Home Prods Common 02660910 7317 124100 SH DEFINED 1 0 124100 0 American Home Prods Common 02660910 5452 92800 SH DEFINED 1 0 0 92800 American Home Prods Common 02660910 630 10800 SH DEFINED 2 0 10800 0 American Home Prods Common 02660910 22626 385130 SH DEFINED 2 0 0 385130 American Home Prods Common 02660910 285 4800 SH DEFINED 3 0 4800 0 American Home Prods Common 02660910 962 16200 SH DEFINED 3 0 16200 0 American Home Prods Common 02660910 1770 30130 SH DEFINED 3 0 0 30130 Amern Home Mtge Hldg Common 02660M10 1371 182800 SH SOLE 182800 0 0 Amern Home Mtge Hldg Common 02660M10 1281 169600 SH SOLE 0 0 169600 American Intl Group Common 02687410 693668 8603159 SH SOLE 8603159 0 0 American Intl Group Common 02687410 231626 2873899 SH SOLE 0 0 2873899 American Intl Group Common 02687410 131733 1636438 SH DEFINED 1 0 1636438 0 American Intl Group Common 02687410 4535 55971 SH DEFINED 1 0 55971 0 American Intl Group Common 02687410 17090 212293 SH DEFINED 1 0 0 212293 American Intl Group Common 02687410 7904 98899 SH DEFINED 2 0 98899 0 American Intl Group Common 02687410 24220 300918 SH DEFINED 2 0 0 300918 American Intl Group Common 02687410 366 4500 SH DEFINED 3 0 4500 0 American Intl Group Common 02687410 1375 16900 SH DEFINED 3 0 16900 0 American Intl Group Common 02687410 1433 17805 SH DEFINED 3 0 0 17805 American Mgmt System Common 02735210 1358 74200 SH SOLE 74200 0 0 American Mgmt System Common 02735210 2778 151700 SH DEFINED 1 0 151700 0 American Medical Sec Common 02744P10 2388 379100 SH SOLE 379100 0 0 American Medical Sec Common 02744P10 4379 699500 SH SOLE 0 0 699500 American Medical Sec Common 02744P10 21 3400 SH DEFINED 1 0 3400 0 American Phys Cap Common 02888410 1057 57900 SH SOLE 57900 0 0 American Phys Cap Common 02888410 3833 210000 SH SOLE 0 0 210000 Am Retirement Corp Common 02891310 2484 637000 SH SOLE 0 0 637000 American Standard Common 02971210 83 1400 SH SOLE 0 0 1400 American Standard Common 02971210 3480 58900 SH DEFINED 1 0 58900 0 American Tower Crp A Common 02991220 41556 2245025 SH SOLE 2245025 0 0 American Tower Crp A Common 02991220 12781 690800 SH SOLE 0 0 690800 American Tower Crp A Common 02991220 6550 354030 SH DEFINED 1 0 354030 0 American Water Works Common 03041110 9556 296300 SH SOLE 0 0 296300 Amerihost Properties Common 03070D20 557 165000 SH SOLE 165000 0 0 Amerihost Properties Common 03070D20 1518 450000 SH DEFINED 1 0 450000 0 Amerisource Hlth A Common 03071P10 2475 49800 SH SOLE 49800 0 0 Amerisource Hlth A Common 03071P10 136579 2784480 SH SOLE 0 0 2784480 Amerisource Hlth A Common 03071P10 54 1100 SH DEFINED 1 0 1100 0 Amgen Inc Common 03116210 6603 109700 SH SOLE 109700 0 0 Amgen Inc Common 03116210 97733 1623800 SH SOLE 0 0 1623800 Amgen Inc Common 03116210 11484 190800 SH DEFINED 1 0 190800 0 Amkor Technology Inc Common 03165210 222 13600 SH SOLE 0 0 13600 AMRESCO Cap Tr REIT Common 03191910 598 56600 SH SOLE 56600 0 0 AMRESCO Cap Tr REIT Common 03191910 514 48700 SH SOLE 0 0 48700 AMRESCO Cap Tr REIT Common 03191910 528 50000 SH DEFINED 1 0 50000 0 Amplicon Inc Common 03210110 632 106400 SH SOLE 106400 0 0 Amplicon Inc Common 03210110 1441 242600 SH DEFINED 2 0 0 242600 Amsurg Corp A Common 03232P10 1679 87700 SH SOLE 87700 0 0 Amsurg Corp A Common 03232P10 1748 91700 SH DEFINED 1 0 91700 0 Amsurg Corp B Common 03232P20 2971 153800 SH SOLE 153800 0 0 Amsurg Corp B Common 03232P20 1215 62900 SH SOLE 0 0 62900 Amsurg Corp B Common 03232P20 668 34600 SH DEFINED 1 0 34600 0 Amsurg Corp B Common 03232P20 2634 136400 SH DEFINED 2 0 0 136400 AmWest Insurance Grp Common 03234510 81 108000 SH SOLE 108000 0 0 AmWest Insurance Grp Common 03234510 47 62000 SH SOLE 0 0 62000 Amylin Pharm Inc Common 03234610 278 27900 SH SOLE 27900 0 0 Amylin Pharm Inc Common 03234610 146 14700 SH SOLE 0 0 14700 Amylin Pharm Inc Common 03234610 1675 168500 SH DEFINED 1 0 168500 0 Amylin Pharm Inc Common 03234610 39 3900 SH DEFINED 2 0 0 3900 Anadarko Pete Corp Common 03251110 22274 354756 SH SOLE 354756 0 0 Anadarko Pete Corp Common 03251110 121869 1941201 SH SOLE 0 0 1941201 Anadarko Pete Corp Common 03251110 389 6200 SH DEFINED 1 0 6200 0 Analog Devices Inc Common 03265410 576 15900 SH SOLE 15900 0 0 Analog Devices Inc Common 03265410 2464 68000 SH SOLE 0 0 68000 Analog Devices Inc Common 03265410 3461 95500 SH DEFINED 1 0 95500 0 Andover Bancorp Common 03425810 4729 139300 SH SOLE 139300 0 0 Andover Bancorp Common 03425810 1724 50900 SH SOLE 0 0 50900 Andover Bancorp Common 03425810 2134 63000 SH DEFINED 1 0 63000 0 Andover Bancorp Common 03425810 745 22000 SH DEFINED 1 0 22000 0 Andover Bancorp Common 03425810 3218 95000 SH DEFINED 2 0 0 95000 Andrew Corp Common 03442510 1430 99500 SH SOLE 99500 0 0 Andrew Corp Common 03442510 4622 321600 SH DEFINED 1 0 321600 0 Anglogold Ltd ADR Common 03512820 1331 92100 SH SOLE 92100 0 0 Anglogold Ltd ADR Common 03512820 1397 96700 SH DEFINED 1 0 96700 0 Anheuser-Busch Cos Common 03522910 227271 4947400 SH SOLE 4947400 0 0 Anheuser-Busch Cos Common 03522910 26324 572400 SH SOLE 0 0 572400 Anheuser-Busch Cos Common 03522910 5659 123200 SH DEFINED 1 0 123200 0 Anheuser-Busch Cos Common 03522910 1148 24800 SH DEFINED 1 0 24800 0 Anheuser-Busch Cos Common 03522910 1378 30000 SH DEFINED 2 0 0 30000 Anheuser-Busch Cos Common 03522910 232 5000 SH DEFINED 3 0 5000 0 Anixter Intl Inc Common 03529010 10308 427700 SH SOLE 0 0 427700 Anixter Intl Inc Common 03529010 1280 53100 SH DEFINED 1 0 53100 0 Annaly Mtg Mgmt REIT Common 03571040 4380 389000 SH SOLE 389000 0 0 Annaly Mtg Mgmt REIT Common 03571040 1520 135000 SH SOLE 0 0 135000 Annaly Mtg Mgmt REIT Common 03571040 2478 220100 SH DEFINED 1 0 220100 0 Annaly Mtg Mgmt REIT Common 03571040 843 74900 SH DEFINED 1 0 74900 0 AnnTaylor Stores Inc Common 03611510 481 18100 SH SOLE 18100 0 0 AnnTaylor Stores Inc Common 03611510 16639 626700 SH SOLE 0 0 626700 AnnTaylor Stores Inc Common 03611510 3545 133500 SH DEFINED 1 0 133500 0 Ansys Inc Common 03662Q10 5609 443500 SH SOLE 443500 0 0 Ansys Inc Common 03662Q10 1515 120000 SH SOLE 0 0 120000 Ansys Inc Common 03662Q10 2456 194500 SH DEFINED 1 0 194500 0 Ansys Inc Common 03662Q10 821 65000 SH DEFINED 1 0 65000 0 Ansys Inc Common 03662Q10 3156 250000 SH DEFINED 2 0 0 250000 Antec Corp Common 03664P10 192 25200 SH CALL SOLE 0 0 25200 Antec Corp 03664PAB 4429 6900000 PRN SOLE 6900000 0 0 Antec Corp 03664PAB 1248 1950000 PRN SOLE 0 0 1950000 Antec Corp 03664PAB 2080 3250000 PRN DEFINED 1 0 3250000 0 Antec Corp 03664PAB 640 1000000 PRN DEFINED 1 0 1000000 0 Antec Corp 03664PAB 2560 4000000 PRN DEFINED 2 0 0 4000000 Anthracite Mtge REIT Common 03702310 4819 499400 SH SOLE 499400 0 0 Anthracite Mtge REIT Common 03702310 7085 734200 SH SOLE 0 0 734200 Anthracite Mtge REIT Common 03702310 3880 402100 SH DEFINED 1 0 402100 0 Apartment Inv A REIT Common 03748R10 4720 106200 SH SOLE 106200 0 0 Apartment Inv A REIT Common 03748R10 4111 92500 SH DEFINED 1 0 92500 0 Applebees Intl Inc Common 03789910 261 7300 SH SOLE 7300 0 0 Applebees Intl Inc Common 03789910 21 600 SH DEFINED 1 0 600 0 Applera Corp-Applied Common 03802010 19788 712900 SH SOLE 712900 0 0 Applera Corp-Applied Common 03802010 14300 515300 SH SOLE 0 0 515300 Applera Corp-Applied Common 03802010 963 34700 SH DEFINED 2 0 0 34700 Applera Corp-Applied Common 03802010 86 3100 SH DEFINED 3 0 0 3100 Applera Corp-Celera Common 03802020 823 26700 SH SOLE 26700 0 0 Applera Corp-Celera Common 03802020 481 15600 SH SOLE 0 0 15600 Applera Corp-Celera Common 03802020 2280 73900 SH DEFINED 1 0 73900 0 Applera Corp-Celera Common 03802020 62 2000 SH DEFINED 2 0 0 2000 Applied Materials Common 03822210 5227 120100 SH SOLE 120100 0 0 Applied Materials Common 03822210 11532 265100 SH SOLE 0 0 265100 Applied Materials Common 03822210 12350 283910 SH DEFINED 1 0 283910 0 Applied Materials Common 03822210 239 5500 SH DEFINED 2 0 0 5500 Aptargroup Inc Common 03833610 9331 306100 SH SOLE 306100 0 0 Aptargroup Inc Common 03833610 2328 76400 SH SOLE 0 0 76400 Aptargroup Inc Common 03833610 2194 72000 SH DEFINED 1 0 72000 0 Aracruz Celulose ADR Common 03849620 1869 141600 SH SOLE 141600 0 0 Aracruz Celulose ADR Common 03849620 162 12300 SH SOLE 0 0 12300 Aracruz Celulose ADR Common 03849620 7834 593500 SH DEFINED 1 0 593500 0 Aradigm Corp Common 03850510 372 64700 SH SOLE 64700 0 0 Aradigm Corp Common 03850510 191 33300 SH SOLE 0 0 33300 Aradigm Corp Common 03850510 927 161200 SH DEFINED 1 0 161200 0 Aradigm Corp Common 03850510 114 19900 SH DEFINED 2 0 0 19900 Arch Coal Inc Common 03938010 50422 1681407 SH SOLE 1681407 0 0 Arch Coal Inc Common 03938010 1466 48900 SH SOLE 0 0 48900 Arch Coal Inc Common 03938010 3366 112300 SH DEFINED 1 0 112300 0 Arch Coal Inc Common 03938010 785 26200 SH DEFINED 1 0 26200 0 Arch Coal Inc Common 03938010 3022 100800 SH DEFINED 2 0 0 100800 Arch Wireless Inc Common 03939210 2314 3694877 SH SOLE 3694877 0 0 Arch Wireless Inc Common 03939210 919 1455668 SH SOLE 0 0 1455668 Arch Wireless Inc Common 03939210 1089 1743357 SH DEFINED 1 0 1743357 0 Arch Wireless Inc Common 03939210 377 602881 SH DEFINED 1 0 602881 0 Arch Wireless Inc Common 03939210 1505 2408215 SH DEFINED 2 0 0 2408215 Archer-Daniels-Mid Common 03948310 53649 4074600 SH SOLE 4074600 0 0 Archer-Daniels-Mid Common 03948310 4335 329500 SH SOLE 0 0 329500 Archer-Daniels-Mid Common 03948310 2445 185900 SH DEFINED 1 0 185900 0 Archstone Cmnty REIT Common 03958110 55115 2240300 SH SOLE 2240300 0 0 Archstone Cmnty REIT Common 03958110 183484 7458700 SH SOLE 0 0 7458700 Archstone Cmnty REIT Common 03958110 9491 385800 SH DEFINED 1 0 385800 0 Archstone Cmnty REIT Common 03958110 1237 50300 SH DEFINED 1 0 0 50300 AremisSoft Corp Common 04002610 21363 1643000 SH SOLE 1643000 0 0 AremisSoft Corp Common 04002610 40 3050 SH DEFINED 1 0 3050 0 Argonaut Tech Common 04017510 120 16500 SH SOLE 16500 0 0 Argonaut Tech Common 04017510 56 7700 SH SOLE 0 0 7700 Argonaut Tech Common 04017510 248 34000 SH DEFINED 1 0 34000 0 Argonaut Tech Common 04017510 31 4200 SH DEFINED 2 0 0 4200 Argosy Education A Common 04022210 1094 190000 SH SOLE 190000 0 0 Argosy Education A Common 04022210 949 165000 SH SOLE 0 0 165000 Argosy Gaming Co Common 04022810 2340 89400 SH SOLE 89400 0 0 Argosy Gaming Co Common 04022810 1216 46600 SH SOLE 0 0 46600 Argosy Gaming Co Common 04022810 4891 187400 SH DEFINED 1 0 187400 0 Arguss Communication Common 04028210 1510 256000 SH DEFINED 2 0 0 256000 Ariba Inc Common 04033V10 21865 2765700 SH SOLE 2765700 0 0 Ariba Inc Common 04033V10 5110 646400 SH SOLE 0 0 646400 Ariba Inc Common 04033V10 361 45600 SH DEFINED 2 0 0 45600 Ariba Inc Common 04033V10 26 3300 SH DEFINED 3 0 3300 0 Aris Corp WA Common 04040A10 595 470000 SH SOLE 470000 0 0 Aris Corp WA Common 04040A10 918 725000 SH DEFINED 1 0 725000 0 Aronex Pharmaceut Common 04266620 9 10800 SH SOLE 10800 0 0 Aronex Pharmaceut Common 04266620 7 9100 SH SOLE 0 0 9100 Aronex Pharmaceut Common 04266620 14 17300 SH DEFINED 1 0 17300 0 Aronex Pharmaceut Common 04266620 3 4200 SH DEFINED 2 0 0 4200 Arqule Inc Common 04269E10 3244 244900 SH SOLE 244900 0 0 Arqule Inc Common 04269E10 10 740 SH DEFINED 1 0 740 0 Arrow Electronics Common 04273510 466 20600 SH SOLE 20600 0 0 Arrow Electronics Common 04273510 204756 9060000 SH SOLE 0 0 9060000 Arrow Electronics Common 04273510 2646 117100 SH DEFINED 1 0 117100 0 Arrow Electronics Common 04273510 2552 112900 SH DEFINED 2 0 0 112900 Arrow International Common 04276410 12940 340900 SH SOLE 340900 0 0 Arrow International Common 04276410 2273 60200 SH SOLE 0 0 60200 Arrow International Common 04276410 159 4200 SH DEFINED 1 0 4200 0 Arrow International Common 04276410 940 25100 SH DEFINED 2 0 25100 0 Artesyn Technologies Common 04312710 354 32800 SH SOLE 32800 0 0 Artesyn Technologies Common 04312710 545 50400 SH DEFINED 1 0 50400 0 Arthocare Corp Common 04313610 7345 521900 SH SOLE 521900 0 0 Arthocare Corp Common 04313610 522 37300 SH SOLE 0 0 37300 Arthocare Corp Common 04313610 49 3500 SH DEFINED 1 0 3500 0 Arthocare Corp Common 04313610 300 21600 SH DEFINED 2 0 21600 0 Arvinmeritor Inc Common 04335310 165 12000 SH SOLE 12000 0 0 Arvinmeritor Inc Common 04335310 914 66550 SH DEFINED 1 0 66550 0 Ashland Inc Common 04420410 51606 1332383 SH SOLE 1332383 0 0 Ashland Inc Common 04420410 81371 2117601 SH SOLE 0 0 2117601 Ashland Inc Common 04420410 22970 598200 SH DEFINED 1 0 598200 0 Ashland Inc Common 04420410 2096 55000 SH DEFINED 2 0 55000 0 Ashland Inc Common 04420410 9576 249500 SH DEFINED 2 0 0 249500 Ashland Inc Common 04420410 640 16500 SH DEFINED 3 0 16500 0 Ashland Inc Common 04420410 753 19600 SH DEFINED 3 0 0 19600 Associated Matls Inc Common 04570910 2303 136000 SH SOLE 136000 0 0 Associated Matls Inc Common 04570910 1435 85000 SH SOLE 0 0 85000 Associated Matls Inc Common 04570910 675 40000 SH DEFINED 1 0 40000 0 Associated Matls Inc Common 04570910 3375 200000 SH DEFINED 2 0 0 200000 Astec Industries Inc Common 04622410 2336 178400 SH SOLE 178400 0 0 Astec Industries Inc Common 04622410 526 40300 SH SOLE 0 0 40300 Astec Industries Inc Common 04622410 1357 103900 SH DEFINED 1 0 103900 0 Astec Industries Inc Common 04622410 457 35000 SH DEFINED 1 0 35000 0 Astec Industries Inc Common 04622410 3919 300000 SH DEFINED 2 0 0 300000 Astoria Financial Common 04626510 1144 21400 SH SOLE 21400 0 0 Astoria Financial Common 04626510 5910 110600 SH SOLE 0 0 110600 Astoria Financial Common 04626510 7936 148500 SH DEFINED 1 0 148500 0 AstraZeneca PLC ADR Common 04635310 191141 3945935 SH SOLE 3945935 0 0 AstraZeneca PLC ADR Common 04635310 537610 11139638 SH SOLE 0 0 11139638 AstraZeneca PLC ADR Common 04635310 52833 1094970 SH DEFINED 1 0 1094970 0 AstraZeneca PLC ADR Common 04635310 3633 75300 SH DEFINED 1 0 75300 0 AstraZeneca PLC ADR Common 04635310 1930 40300 SH DEFINED 2 0 40300 0 AstraZeneca PLC ADR Common 04635310 1810 37600 SH DEFINED 2 0 0 37600 AstroPower Inc Common 04644A10 3675 122500 SH SOLE 0 0 122500 AstroPower Inc Common 04644A10 459 15300 SH DEFINED 1 0 15300 0 Asyst Technologies Common 04648X10 3769 289500 SH SOLE 289500 0 0 Asyst Technologies Common 04648X10 951 73100 SH SOLE 0 0 73100 Asyst Technologies Common 04648X10 1514 116400 SH DEFINED 1 0 116400 0 Asyst Technologies Common 04648X10 514 39500 SH DEFINED 1 0 39500 0 Asyst Technologies Common 04648X10 2600 200000 SH DEFINED 2 0 0 200000 Atchison Casting Common 04661310 1151 380000 SH SOLE 380000 0 0 Atchison Casting Common 04661310 303 100000 SH SOLE 0 0 100000 AtheroGenics Inc Common 04743910 5358 870600 SH SOLE 870600 0 0 AtheroGenics Inc Common 04743910 935 151600 SH SOLE 0 0 151600 AtheroGenics Inc Common 04743910 6995 1142000 SH DEFINED 1 0 1142000 0 AtheroGenics Inc Common 04743910 108 17800 SH DEFINED 2 0 17800 0 AtheroGenics Inc Common 04743910 123 20000 SH DEFINED 2 0 0 20000 Atlantic Coast Airln Common 04839610 12548 596254 SH SOLE 596254 0 0 Atlantic Coast Airln Common 04839610 1227 58400 SH SOLE 0 0 58400 Atlantic Coast Airln Common 04839610 14706 700300 SH DEFINED 1 0 700300 0 Atlantic Coast Airln Common 04839610 917 43200 SH DEFINED 3 0 43200 0 Atlas Air WorldWide Common 04916410 71522 2534054 SH SOLE 2534054 0 0 Atlas Air WorldWide Common 04916410 25913 919615 SH SOLE 0 0 919615 Atlas Air WorldWide Common 04916410 25575 908494 SH DEFINED 1 0 908494 0 Atlas Air WorldWide Common 04916410 520 18600 SH DEFINED 2 0 18600 0 Atlas Air WorldWide Common 04916410 218 7800 SH DEFINED 2 0 0 7800 Atlas Air WorldWide Common 04916410 324 11400 SH DEFINED 3 0 11400 0 Atmel Corp Common 04951310 2877 293200 SH DEFINED 1 0 293200 0 Atwood Oceanics Common 05009510 9077 221706 SH SOLE 221706 0 0 Atwood Oceanics Common 05009510 1304 31600 SH SOLE 0 0 31600 Atwood Oceanics Common 05009510 3810 93100 SH DEFINED 1 0 93100 0 August Technology Cp Common 05106U10 774 72700 SH DEFINED 1 0 72700 0 Ault Inc Common 05150310 749 145000 SH SOLE 145000 0 0 Ault Inc Common 05150310 1435 280000 SH DEFINED 1 0 280000 0 Aurora Biosciences Common 05192010 3367 188400 SH SOLE 188400 0 0 Aurora Biosciences Common 05192010 432 23500 SH SOLE 0 0 23500 Australia&NZ Bk ADR Common 05252830 30078 895200 SH SOLE 895200 0 0 Australia&NZ Bk ADR Common 05252830 7470 222300 SH SOLE 0 0 222300 Australia&NZ Bk ADR Common 05252830 2909 86580 SH DEFINED 1 0 86580 0 Australia&NZ Bk ADR Common 05252830 7298 217200 SH DEFINED 1 0 0 217200 Autodesk Inc Common 05276910 1106 36200 SH SOLE 36200 0 0 AutoImmune Inc Common 05277610 675 300000 SH DEFINED 1 0 300000 0 Auto Data Processing Common 05301510 317469 5836144 SH SOLE 5836144 0 0 Auto Data Processing Common 05301510 102743 1887654 SH SOLE 0 0 1887654 Auto Data Processing Common 05301510 8552 157240 SH DEFINED 1 0 157240 0 Auto Data Processing Common 05301510 2868 52300 SH DEFINED 1 0 52300 0 Auto Data Processing Common 05301510 2572 47300 SH DEFINED 2 0 0 47300 Auto Data Processing Common 05301510 319 5800 SH DEFINED 3 0 5800 0 AutoNation Inc Common 05329W10 1113 123600 SH SOLE 123600 0 0 Avalonbay Cmnty REIT Common 05348410 5062 110500 SH SOLE 110500 0 0 Avalonbay Cmnty REIT Common 05348410 4366 95300 SH DEFINED 1 0 95300 0 Avant! Corp Common 05348710 47073 2728600 SH SOLE 2728600 0 0 Avant! Corp Common 05348710 8185 474500 SH SOLE 0 0 474500 Avant! Corp Common 05348710 3478 201600 SH DEFINED 1 0 201600 0 Avaya Inc Common 05349910 9 732 SH SOLE 732 0 0 Avaya Inc Common 05349910 4 291 SH SOLE 0 0 291 Aventis SA ADR Common 05356110 10697 139200 SH SOLE 139200 0 0 Aventis SA ADR Common 05356110 312223 4062347 SH SOLE 0 0 4062347 Aventis SA ADR Common 05356110 4 50 SH DEFINED 1 0 50 0 Aventis SA ADR Common 05356110 1114 14500 SH DEFINED 2 0 0 14500 Avert Inc Common 05359610 141 8600 SH SOLE 0 0 8600 Avert Inc Common 05359610 117 7100 SH DEFINED 1 0 7100 0 Avery Dennison Corp Common 05361110 24542 471600 SH SOLE 471600 0 0 Avery Dennison Corp Common 05361110 3500 67300 SH SOLE 0 0 67300 Avery Dennison Corp Common 05361110 2382 45800 SH DEFINED 1 0 45800 0 Avery Dennison Corp Common 05361110 3407 65500 SH DEFINED 1 0 65500 0 Avery Dennison Corp Common 05361110 1935 37200 SH DEFINED 1 0 0 37200 Avery Dennison Corp Common 05361110 2185 42000 SH DEFINED 2 0 0 42000 Avery Dennison Corp Common 05361110 208 4000 SH DEFINED 3 0 0 4000 Avid Technology Common 05367P10 947 70800 SH SOLE 70800 0 0 Avid Technology Common 05367P10 2251 168300 SH DEFINED 1 0 168300 0 Avnet Inc Common 05380710 58556 2856400 SH SOLE 0 0 2856400 Avocent Corporation Common 05389310 715 32800 SH SOLE 32800 0 0 Avon Products Common 05430310 1208 30200 SH SOLE 30200 0 0 AXA ADR Common 05453610 202 3700 SH SOLE 3700 0 0 AXA ADR Common 05453610 82 1500 SH SOLE 0 0 1500 AXA ADR Common 05453610 9 160 SH DEFINED 1 0 160 0 Axcelis Technologies Common 05454010 33222 2872433 SH SOLE 2872433 0 0 Axcelis Technologies Common 05454010 101678 8793412 SH SOLE 0 0 8793412 Axcelis Technologies Common 05454010 3372 291544 SH DEFINED 1 0 291544 0 Axcelis Technologies Common 05454010 528 45628 SH DEFINED 2 0 0 45628 Axcelis Technologies Common 05454010 189 16171 SH DEFINED 3 0 16171 0 Axys Pharmaceuticals Common 05463510 8212 2908560 SH SOLE 2908560 0 0 Axys Pharmaceuticals Common 05463510 2517 892300 SH SOLE 0 0 892300 Axys Pharmaceuticals Common 05463510 3656 1300000 SH DEFINED 1 0 1300000 0 Axys Pharmaceuticals Common 05463510 135 48300 SH DEFINED 2 0 48300 0 Axys Pharmaceuticals Common 05463510 92 32800 SH DEFINED 2 0 0 32800 Aztar Corp Common 05480210 1762 165600 SH SOLE 165600 0 0 Aztar Corp Common 05480210 1057 99600 SH SOLE 0 0 99600 Aztar Corp Common 05480210 2804 264200 SH DEFINED 1 0 264200 0 BB&T Corporation Common 05493710 2832 80500 SH SOLE 80500 0 0 BB&T Corporation Common 05493710 485 13800 SH SOLE 0 0 13800 BB&T Corporation Common 05493710 9970 283500 SH DEFINED 1 0 283500 0 BB&T Corporation Common 05493710 2511 71400 SH DEFINED 1 0 71400 0 BASF ADR Common 05526250 5 120 SH DEFINED 1 0 120 0 BCE Inc Common 05534B10 5496 243630 SH SOLE 243630 0 0 BCE Inc Common 05534B10 1801 80000 SH SOLE 0 0 80000 Bisys Group Inc Common 05547210 30802 575600 SH SOLE 575600 0 0 Bisys Group Inc Common 05547210 26366 493400 SH SOLE 0 0 493400 Bisys Group Inc Common 05547210 23934 447880 SH DEFINED 1 0 447880 0 BJ Services Common 05548210 12104 170000 SH DEFINED 1 0 170000 0 BP Amoco PLC ADR Common 05562210 21367 428324 SH SOLE 428324 0 0 BP Amoco PLC ADR Common 05562210 68151 1372420 SH SOLE 0 0 1372420 BP Amoco PLC ADR Common 05562210 40 810 SH DEFINED 1 0 810 0 BP Amoco PLC ADR Common 05562210 5899 119780 SH DEFINED 2 0 119780 0 BSB Bancorp Inc Common 05565210 5502 291750 SH SOLE 291750 0 0 BSB Bancorp Inc Common 05565210 1885 99600 SH SOLE 0 0 99600 BSB Bancorp Inc Common 05565210 2560 136100 SH DEFINED 1 0 136100 0 BSB Bancorp Inc Common 05565210 1110 59000 SH DEFINED 1 0 59000 0 BSB Bancorp Inc Common 05565210 3388 180100 SH DEFINED 2 0 0 180100 BTG Inc Common 05576J10 2445 429900 SH SOLE 429900 0 0 BTG Inc Common 05576J10 427 75000 SH SOLE 0 0 75000 BTG Inc Common 05576J10 1957 344000 SH DEFINED 2 0 0 344000 BMC Software Inc Common 05592110 11560 534832 SH SOLE 534832 0 0 BMC Software Inc Common 05592110 4230 196411 SH SOLE 0 0 196411 BMC Software Inc Common 05592110 20535 955129 SH DEFINED 1 0 955129 0 BMC Software Inc Common 05592110 226 10600 SH DEFINED 2 0 10600 0 BMC Software Inc Common 05592110 2379 110636 SH DEFINED 2 0 0 110636 BMC Software Inc Common 05592110 204 9400 SH DEFINED 3 0 9400 0 BMC Software Inc Common 05592110 203 9420 SH DEFINED 3 0 0 9420 BWay Corp Common 05603910 655 195500 SH SOLE 195500 0 0 BWay Corp Common 05603910 227 67700 SH SOLE 0 0 67700 BWay Corp Common 05603910 804 240000 SH DEFINED 1 0 240000 0 Baker Hughes Inc Common 05722410 21759 599200 SH SOLE 599200 0 0 Baker Hughes Inc Common 05722410 31927 879300 SH SOLE 0 0 879300 Baker Hughes Inc Common 05722410 11714 322600 SH DEFINED 1 0 322600 0 Ballard Power Sys Common 05858H10 114 2800 SH SOLE 2800 0 0 Bally Total Fitness Common 05873K10 14245 483700 SH SOLE 483700 0 0 Bally Total Fitness Common 05873K10 100 3400 SH DEFINED 1 0 3400 0 Bancfirst Corp Common 05945F10 4832 122320 SH SOLE 122320 0 0 Bancfirst Corp Common 05945F10 3037 77130 SH SOLE 0 0 77130 Bancfirst Corp Common 05945F10 5750 146050 SH DEFINED 1 0 146050 0 Bancorp Connecticut Common 05968410 478 29300 SH SOLE 29300 0 0 Bancorp Connecticut Common 05968410 641 39300 SH DEFINED 1 0 39300 0 Bancorp Rhode Island Common 05969010 160 10000 SH SOLE 10000 0 0 Bancorpsouth Inc Common 05969210 1413 95400 SH SOLE 95400 0 0 Bancorpsouth Inc Common 05969210 1029 69700 SH SOLE 0 0 69700 Bancorpsouth Inc Common 05969210 1338 90700 SH DEFINED 1 0 90700 0 BancWest Corporation Common 05979010 2333 96900 SH SOLE 96900 0 0 BancWest Corporation Common 05979010 2109 87900 SH SOLE 0 0 87900 BancWest Corporation Common 05979010 2071 86300 SH DEFINED 1 0 86300 0 Bandag Inc Common 05981510 849 31700 SH SOLE 31700 0 0 Bandag Inc Common 05981510 2161 80700 SH DEFINED 1 0 80700 0 Bank of America Corp Common 06050510 124745 2278300 SH SOLE 2278300 0 0 Bank of America Corp Common 06050510 25842 472000 SH SOLE 0 0 472000 Bank of America Corp Common 06050510 30008 548100 SH DEFINED 1 0 548100 0 Bank of Montreal Common 06367110 31403 1249310 SH SOLE 1249310 0 0 Bank of Montreal Common 06367110 7620 303200 SH SOLE 0 0 303200 Bank of Montreal Common 06367110 2915 116000 SH DEFINED 1 0 116000 0 Bank of Montreal Common 06367110 7328 291600 SH DEFINED 1 0 0 291600 Bank One Corp Common 06423A10 199987 5524940 SH SOLE 5524940 0 0 Bank One Corp Common 06423A10 56125 1549300 SH SOLE 0 0 1549300 Bank One Corp Common 06423A10 9889 273300 SH DEFINED 1 0 273300 0 Bank One Corp Common 06423A10 2389 65500 SH DEFINED 1 0 65500 0 Bank One Corp Common 06423A10 2554 70600 SH DEFINED 2 0 0 70600 Bank One Corp Common 06423A10 216 5900 SH DEFINED 3 0 5900 0 Bank Plus Corp Common 06444610 1131 203300 SH SOLE 203300 0 0 Bank Plus Corp Common 06444610 678 120800 SH SOLE 0 0 120800 Bank Sierra Portervl Common 06486010 40 5700 SH SOLE 5700 0 0 Bank Sierra Portervl Common 06486010 265 37500 SH SOLE 0 0 37500 Bank Tokyo-Mitsu ADR Common 06537910 273 29300 SH SOLE 29300 0 0 Bank Tokyo-Mitsu ADR Common 06537910 3 330 SH DEFINED 1 0 330 0 BankAtlantic Bcp A Common 06590850 923 144200 SH SOLE 144200 0 0 BankAtlantic Bcp A Common 06590850 478 74700 SH SOLE 0 0 74700 BankAtlantic Bcp A Common 06590850 2061 322100 SH DEFINED 1 0 322100 0 Banner Corporation Common 06652V10 1360 84400 SH SOLE 84400 0 0 Banner Corporation Common 06652V10 512 32000 SH SOLE 0 0 32000 Banner Corporation Common 06652V10 2464 154000 SH DEFINED 1 0 154000 0 Banner Corporation Common 06652V10 3696 231000 SH DEFINED 2 0 0 231000 Bard CR Inc Common 06738310 7654 168200 SH SOLE 168200 0 0 Bard CR Inc Common 06738310 97777 2153200 SH SOLE 0 0 2153200 Bard CR Inc Common 06738310 406 9000 SH DEFINED 2 0 9000 0 Barclays PLC ADR Common 06738E20 138 1100 SH SOLE 1100 0 0 Barclays PLC ADR Common 06738E20 11 85 SH DEFINED 1 0 85 0 Barnes & Noble Common 06777410 33203 1387200 SH SOLE 1387200 0 0 Barnes & Noble Common 06777410 3313 138500 SH SOLE 0 0 138500 Barnes & Noble Common 06777410 5247 219600 SH DEFINED 1 0 219600 0 Barrick Gold Corp Common 06790110 2317 161900 SH SOLE 161900 0 0 Barr Laboratories Common 06830610 30978 541800 SH SOLE 541800 0 0 Barr Laboratories Common 06830610 34 600 SH DEFINED 1 0 600 0 Barrett Resources Common 06848020 11649 194000 SH SOLE 0 0 194000 Barrett Resources Common 06848020 4228 70400 SH DEFINED 1 0 70400 0 Bausch & Lomb Inc Common 07170710 104324 2278800 SH SOLE 2278800 0 0 Bausch & Lomb Inc Common 07170710 194005 4248600 SH SOLE 0 0 4248600 Bausch & Lomb Inc Common 07170710 3881 85000 SH DEFINED 1 0 85000 0 Bausch & Lomb Inc Common 07170710 1731 38200 SH DEFINED 2 0 38200 0 Baxter International Common 07181310 416137 4414800 SH SOLE 4414800 0 0 Baxter International Common 07181310 428978 4555459 SH SOLE 0 0 4555459 Baxter International Common 07181310 89770 953570 SH DEFINED 1 0 953570 0 Baxter International Common 07181310 4757 50400 SH DEFINED 1 0 50400 0 Baxter International Common 07181310 5178 55000 SH DEFINED 1 0 0 55000 Baxter International Common 07181310 1654 17700 SH DEFINED 2 0 17700 0 Baxter International Common 07181310 20403 216780 SH DEFINED 2 0 0 216780 Baxter International Common 07181310 133 1400 SH DEFINED 3 0 1400 0 Baxter International Common 07181310 1398 14700 SH DEFINED 3 0 14700 0 Baxter International Common 07181310 1636 17380 SH DEFINED 3 0 0 17380 Bea Systems Inc Common 07332510 1392 47400 SH SOLE 47400 0 0 Bear Stearns Cos Inc Common 07390210 39093 854652 SH SOLE 854652 0 0 Bear Stearns Cos Inc Common 07390210 46938 1026200 SH SOLE 0 0 1026200 Bear Stearns Cos Inc Common 07390210 1802 39400 SH DEFINED 1 0 39400 0 Bear Stearns Cos Inc Common 07390210 2397 52400 SH DEFINED 1 0 52400 0 Beasley Broadcast A Common 07401410 9131 608200 SH SOLE 608200 0 0 Beasley Broadcast A Common 07401410 716 47600 SH SOLE 0 0 47600 Beasley Broadcast A Common 07401410 932 62100 SH DEFINED 1 0 62100 0 Beazer Homes USA Inc Common 07556Q10 33816 860464 SH SOLE 0 0 860464 Beckman Coulter Inc Common 07581110 127219 3249695 SH SOLE 3249695 0 0 Beckman Coulter Inc Common 07581110 129878 3321550 SH SOLE 0 0 3321550 Beckman Coulter Inc Common 07581110 24728 632610 SH DEFINED 1 0 632610 0 Beckman Coulter Inc Common 07581110 582 15000 SH DEFINED 2 0 15000 0 Becton Dickinson Common 07588710 413693 11705702 SH SOLE 11705702 0 0 Becton Dickinson Common 07588710 456231 12916210 SH SOLE 0 0 12916210 Becton Dickinson Common 07588710 21261 601950 SH DEFINED 1 0 601950 0 Becton Dickinson Common 07588710 3348 94800 SH DEFINED 1 0 94800 0 Becton Dickinson Common 07588710 1283 36600 SH DEFINED 2 0 36600 0 Bed Bath & Beyond Common 07589610 135194 5498359 SH SOLE 5498359 0 0 Bed Bath & Beyond Common 07589610 47347 1927200 SH SOLE 0 0 1927200 Bed Bath & Beyond Common 07589610 51404 2092830 SH DEFINED 1 0 2092830 0 Bed Bath & Beyond Common 07589610 1609 65900 SH DEFINED 2 0 65900 0 Bed Bath & Beyond Common 07589610 16221 660300 SH DEFINED 2 0 0 660300 Bed Bath & Beyond Common 07589610 1105 44500 SH DEFINED 3 0 44500 0 Bed Bath & Beyond Common 07589610 1516 61700 SH DEFINED 3 0 0 61700 Belco Oil & Gas Corp Common 07741010 1469 166600 SH SOLE 166600 0 0 Belco Oil & Gas Corp Common 07741010 1167 131600 SH SOLE 0 0 131600 Belco Oil & Gas Corp Common 07741010 1848 210000 SH DEFINED 1 0 210000 0 Belco Oil & Gas Corp Common 07741010 646 73400 SH DEFINED 1 0 73400 0 Belco Oil & Gas Corp Common 07741010 2640 300000 SH DEFINED 2 0 0 300000 Bell Microproducts Common 07813710 13948 1232800 SH SOLE 1232800 0 0 BellSouth Corp Common 07986010 28263 690076 SH SOLE 690076 0 0 BellSouth Corp Common 07986010 51282 1253200 SH SOLE 0 0 1253200 BellSouth Corp Common 07986010 18877 461300 SH DEFINED 1 0 461300 0 Belo Corporation Common 08055510 464 28200 SH SOLE 28200 0 0 Belo Corporation Common 08055510 8405 510300 SH DEFINED 1 0 510300 0 Bemis Co Common 08143710 11636 351517 SH SOLE 351517 0 0 Bemis Co Common 08143710 1877 56700 SH SOLE 0 0 56700 Bemis Co Common 08143710 1962 59300 SH DEFINED 1 0 59300 0 Berkshire Hathaway A Common 08467010 595 9 SH SOLE 9 0 0 Berkshire Hathaway B Common 08467020 14657 6735 SH SOLE 6735 0 0 Berkshire Hathaway B Common 08467020 544 250 SH DEFINED 1 0 250 0 Best Buy Co Inc Common 08651610 34280 953200 SH SOLE 953200 0 0 Best Buy Co Inc Common 08651610 8604 239260 SH DEFINED 1 0 239260 0 Beverly Enterprises Common 08785130 24974 3120900 SH SOLE 3120900 0 0 Beverly Enterprises Common 08785130 26156 3267300 SH SOLE 0 0 3267300 Beverly Enterprises Common 08785130 2390 298800 SH DEFINED 1 0 298800 0 Bio-Rad Labs Common 09057220 4804 132950 SH SOLE 132950 0 0 Bio-Rad Labs Common 09057220 1781 48900 SH SOLE 0 0 48900 Bio-Rad Labs Common 09057220 40 1100 SH DEFINED 1 0 1100 0 Bio-Rad Labs Common 09057220 576 16000 SH DEFINED 1 0 16000 0 Bio-Rad Labs Common 09057220 3060 85000 SH DEFINED 2 0 0 85000 Biochem Pharma Inc Common 09058T10 7396 243000 SH SOLE 243000 0 0 Biocryst Pharm Inc Common 09058V10 937 151400 SH SOLE 0 0 151400 Biocryst Pharm Inc Common 09058V10 1083 175000 SH DEFINED 1 0 175000 0 Biogen Inc Common 09059710 12905 203800 SH SOLE 203800 0 0 Biogen Inc Common 09059710 355 5600 SH SOLE 0 0 5600 Biogen Inc Common 09059710 5698 90000 SH DEFINED 1 0 90000 0 Biogen Inc Common 09059710 152 2400 SH DEFINED 2 0 0 2400 Biomet Inc Common 09061310 65304 1655796 SH SOLE 1655796 0 0 Biomet Inc Common 09061310 90498 2297400 SH SOLE 0 0 2297400 Biomet Inc Common 09061310 3729 94650 SH DEFINED 1 0 94650 0 Biomet Inc Common 09061310 1173 30000 SH DEFINED 2 0 30000 0 BioMarin Pharm Inc Common 09061G10 13 1700 SH SOLE 1700 0 0 BioMarin Pharm Inc Common 09061G10 28 3700 SH SOLE 0 0 3700 BioMarin Pharm Inc Common 09061G10 10 1300 SH DEFINED 2 0 0 1300 Biotech HOLDRS Trust Common 09067D20 16006 140400 SH SOLE 140400 0 0 Biosite Diagnostics Common 09094510 1865 49600 SH SOLE 49600 0 0 Biosite Diagnostics Common 09094510 585 15600 SH SOLE 0 0 15600 Biosite Diagnostics Common 09094510 923 24600 SH DEFINED 1 0 24600 0 Biosite Diagnostics Common 09094510 315 8400 SH DEFINED 1 0 8400 0 Biosite Diagnostics Common 09094510 1249 33300 SH DEFINED 2 0 0 33300 Black & Decker Corp Common 09179710 1048 28500 SH SOLE 28500 0 0 Black & Decker Corp Common 09179710 113598 3091100 SH SOLE 0 0 3091100 Black Box Corp Common 09182610 24228 543606 SH SOLE 543606 0 0 Black Box Corp Common 09182610 1791 40200 SH SOLE 0 0 40200 Black Box Corp Common 09182610 3935 88300 SH DEFINED 1 0 88300 0 Black Hills Corp Common 09211310 11031 241300 SH SOLE 241300 0 0 E W Blanch Holdings Common 09321010 248 31300 SH SOLE 31300 0 0 E W Blanch Holdings Common 09321010 1387 174500 SH DEFINED 1 0 174500 0 Blockbuster Inc Cl A Common 09367910 15302 1020800 SH SOLE 0 0 1020800 Blockbuster Inc Cl A Common 09367910 1911 127500 SH DEFINED 1 0 127500 0 Boeing Co Common 09702310 513665 9210605 SH SOLE 9210605 0 0 Boeing Co Common 09702310 246235 4417750 SH SOLE 0 0 4417750 Boeing Co Common 09702310 72206 1296120 SH DEFINED 1 0 1296120 0 Boeing Co Common 09702310 7966 142700 SH DEFINED 1 0 142700 0 Boeing Co Common 09702310 8423 151200 SH DEFINED 1 0 0 151200 Boeing Co Common 09702310 4178 75500 SH DEFINED 2 0 75500 0 Boeing Co Common 09702310 14100 253100 SH DEFINED 2 0 0 253100 Boeing Co Common 09702310 186 3300 SH DEFINED 3 0 3300 0 Boeing Co Common 09702310 895 15900 SH DEFINED 3 0 15900 0 Boeing Co Common 09702310 930 16700 SH DEFINED 3 0 0 16700 Boise Cascade Common 09738310 803 25600 SH SOLE 25600 0 0 Boise Cascade Common 09738310 5115 162900 SH DEFINED 1 0 162900 0 Bolder Tech Corp Common 09751910 99 450000 SH SOLE 450000 0 0 Bolder Tech Corp Common 09751910 66 300000 SH SOLE 0 0 300000 Bolder Tech Corp Common 09751910 148 675000 SH DEFINED 2 0 0 675000 Bone Care Intl Inc Common 09807210 4522 275600 SH SOLE 275600 0 0 Bone Care Intl Inc Common 09807210 2670 163000 SH SOLE 0 0 163000 Bone Care Intl Inc Common 09807210 10441 637600 SH DEFINED 1 0 637600 0 Bone Care Intl Inc Common 09807210 285 17400 SH DEFINED 2 0 0 17400 Borders Group Inc Common 09970910 24966 1483300 SH SOLE 1483300 0 0 Borders Group Inc Common 09970910 25357 1506600 SH SOLE 0 0 1506600 Borders Group Inc Common 09970910 3093 183800 SH DEFINED 1 0 183800 0 Borg WarnerInc Common 09972410 5117 127300 SH SOLE 127300 0 0 Borg WarnerInc Common 09972410 3301 82400 SH SOLE 0 0 82400 Borg WarnerInc Common 09972410 6488 161900 SH DEFINED 1 0 161900 0 Boston Acoustics Common 10053410 2573 210000 SH SOLE 210000 0 0 Boston Acoustics Common 10053410 735 60000 SH SOLE 0 0 60000 Boston Acoustics Common 10053410 1961 160000 SH DEFINED 1 0 160000 0 Boston Acoustics Common 10053410 613 50000 SH DEFINED 1 0 50000 0 Boston Ppyts REIT Common 10112110 51452 1338100 SH SOLE 1338100 0 0 Boston Ppyts REIT Common 10112110 4768 124000 SH SOLE 0 0 124000 Boston Ppyts REIT Common 10112110 6994 181900 SH DEFINED 1 0 181900 0 Boston Scientific Common 10113710 482 23900 SH SOLE 23900 0 0 Boston Scientific Common 10113710 68037 3371500 SH SOLE 0 0 3371500 BostonFed Bcp Inc Common 10117810 3449 148700 SH SOLE 0 0 148700 Bottomline Tech Inc Common 10138810 148 20200 SH SOLE 20200 0 0 Bottomline Tech Inc Common 10138810 88 12100 SH SOLE 0 0 12100 Bottomline Tech Inc Common 10138810 154 21100 SH DEFINED 1 0 21100 0 Bottomline Tech Inc Common 10138810 48 6600 SH DEFINED 1 0 6600 0 Bowater Inc Common 10218310 86858 1831797 SH SOLE 1831797 0 0 Bowater Inc Common 10218310 11718 247200 SH SOLE 0 0 247200 Bowater Inc Common 10218310 14249 300650 SH DEFINED 1 0 300650 0 Bowater Inc Common 10218310 3873 81700 SH DEFINED 1 0 0 81700 Bowater Inc Common 10218310 4441 93700 SH DEFINED 2 0 0 93700 Bowater Inc Common 10218310 244 5100 SH DEFINED 3 0 5100 0 Bowater Inc Common 10218310 417 8800 SH DEFINED 3 0 0 8800 Bracknell Corp Common 10382K10 754 190000 SH SOLE 0 0 190000 Brady Corporation A Common 10467410 199 5900 SH SOLE 5900 0 0 Brady Corporation A Common 10467410 1146 34000 SH DEFINED 1 0 34000 0 Brandywine REIT Common 10536820 9642 484500 SH SOLE 0 0 484500 Brasil Tel Pr ADR Common 10553010 107 2700 SH SOLE 0 0 2700 Brasil Tel Pr ADR Common 10553010 1543 39400 SH DEFINED 1 0 39400 0 Briggs & Stratton Common 10904310 4536 117900 SH SOLE 117900 0 0 Briggs & Stratton Common 10904310 2808 73200 SH SOLE 0 0 73200 Briggs & Stratton Common 10904310 5123 133500 SH DEFINED 1 0 133500 0 Brigham Exploration Common 10917810 334 82300 SH SOLE 82300 0 0 Brigham Exploration Common 10917810 792 194900 SH SOLE 0 0 194900 Brigham Exploration Common 10917810 255 62800 SH DEFINED 1 0 62800 0 Bright Horizons Fam Common 10919510 27388 1152900 SH SOLE 1152900 0 0 Bright Horizons Fam Common 10919510 4446 187500 SH SOLE 0 0 187500 Bright Horizons Fam Common 10919510 2185 92200 SH DEFINED 1 0 92200 0 Brinker Intl Inc Common 10964110 20818 745900 SH SOLE 745900 0 0 Brinker Intl Inc Common 10964110 5216 186900 SH DEFINED 1 0 186900 0 Bristol Myers Squibb Common 11012210 417811 7031599 SH SOLE 7031599 0 0 Bristol Myers Squibb Common 11012210 384086 6464615 SH SOLE 0 0 6464615 Bristol Myers Squibb Common 11012210 41291 695148 SH DEFINED 1 0 695148 0 Bristol Myers Squibb Common 11012210 3228 53900 SH DEFINED 1 0 53900 0 Bristol Myers Squibb Common 11012210 4110 69200 SH DEFINED 2 0 0 69200 Bristol Myers Squibb Common 11012210 300 5000 SH DEFINED 3 0 5000 0 British Awys PLC ADR Common 11041930 4469 97710 SH SOLE 97710 0 0 British Awys PLC ADR Common 11041930 122070 2668200 SH SOLE 0 0 2668200 British Awys PLC ADR Common 11041930 1248 27280 SH DEFINED 1 0 27280 0 British Awys PLC ADR Common 11041930 2621 57300 SH DEFINED 1 0 57300 0 British Amer Tob ADR Common 11044810 9 560 SH DEFINED 1 0 560 0 British Sky ADR Common 11101310 1 20 SH DEFINED 1 0 20 0 British Telecom ADR Common 11102140 8268 110700 SH SOLE 110700 0 0 British Telecom ADR Common 11102140 468 6300 SH SOLE 0 0 6300 British Telecom ADR Common 11102140 3711 49960 SH DEFINED 1 0 49960 0 Broadbase Software Common 11130R10 1014 498600 SH SOLE 498600 0 0 Broadbase Software Common 11130R10 486 239900 SH SOLE 0 0 239900 Broadbase Software Common 11130R10 632 311200 SH DEFINED 1 0 311200 0 Broadcom Corp A Common 11132010 32030 1108200 SH SOLE 1108200 0 0 Broadcom Corp A Common 11132010 5575 192900 SH SOLE 0 0 192900 Broadcom Corp A Common 11132010 289 10000 SH DEFINED 1 0 10000 0 Broadcom Corp A Common 11132010 673 23300 SH DEFINED 2 0 0 23300 Broadway Financial Common 11144410 807 89640 SH SOLE 0 0 89640 BroadWing Inc Common 11162010 81582 4260200 SH SOLE 4260200 0 0 BroadWing Inc Common 11162010 11546 602900 SH SOLE 0 0 602900 BroadWing Inc Common 11162010 6103 318700 SH DEFINED 1 0 318700 0 BroadWing Inc Common 11162010 2934 153200 SH DEFINED 1 0 0 153200 Brocade Communctn Sy Common 11162110 2443 116950 SH SOLE 116950 0 0 Brocade Communctn Sy Common 11162110 71 3400 SH SOLE 0 0 3400 Brocade Communctn Sy Common 11162110 111 5300 SH DEFINED 1 0 5300 0 Brookfield Pptys Common 11290010 3487 209400 SH SOLE 209400 0 0 Brookfield Pptys Common 11290010 3620 217400 SH DEFINED 1 0 217400 0 Brooks Automation Common 11434A10 1053 26500 SH SOLE 26500 0 0 Brown & Brown Inc Common 11523610 3523 103100 SH SOLE 103100 0 0 Brown & Brown Inc Common 11523610 2472 72600 SH SOLE 0 0 72600 Brown & Brown Inc Common 11523610 3112 91400 SH DEFINED 1 0 91400 0 Brown Tom Inc Common 11566020 1254 38000 SH SOLE 38000 0 0 Bruker Daltonics Inc Common 11679510 4157 265000 SH SOLE 265000 0 0 Buckle Inc Common 11844010 572 30500 SH SOLE 0 0 30500 Buckle Inc Common 11844010 930 49600 SH DEFINED 1 0 49600 0 Building Matls Hldg Common 12011310 4491 458300 SH SOLE 458300 0 0 Building Matls Hldg Common 12011310 537 54900 SH SOLE 0 0 54900 Building Matls Hldg Common 12011310 532 54400 SH DEFINED 1 0 54400 0 Building Matls Hldg Common 12011310 3010 307700 SH DEFINED 2 0 0 307700 Burlington Inds Inc Common 12169310 6317 2383700 SH SOLE 0 0 2383700 Burlington N Santa F Common 12189T10 5698 186800 SH SOLE 186800 0 0 Burlington N Santa F Common 12189T10 4714 155200 SH SOLE 0 0 155200 Burlington N Santa F Common 12189T10 14851 488850 SH DEFINED 1 0 488850 0 Burlington N Santa F Common 12189T10 3995 131500 SH DEFINED 2 0 0 131500 Burlington N Santa F Common 12189T10 374 12300 SH DEFINED 3 0 0 12300 Burlington Resources Common 12201410 162680 3634500 SH SOLE 3634500 0 0 Burlington Resources Common 12201410 144610 3231500 SH SOLE 0 0 3231500 Burlington Resources Common 12201410 13659 305210 SH DEFINED 1 0 305210 0 Bush Ind Inc Cl A Common 12316410 3696 256000 SH SOLE 256000 0 0 Bush Ind Inc Cl A Common 12316410 518 36000 SH SOLE 0 0 36000 Bush Ind Inc Cl A Common 12316410 1414 98200 SH DEFINED 2 0 0 98200 Butler Mfg Co Common 12365510 359 15600 SH SOLE 15600 0 0 Butler Mfg Co Common 12365510 1881 81800 SH DEFINED 1 0 81800 0 C&D Technology Inc Common 12466110 2225 80500 SH SOLE 80500 0 0 C&D Technology Inc Common 12466110 1410 51100 SH SOLE 0 0 51100 C&D Technology Inc Common 12466110 3342 121100 SH DEFINED 1 0 121100 0 CBES Bancorp Inc Common 12479410 1045 86600 SH SOLE 0 0 86600 CCF Holding Co Common 12487X10 1710 142538 SH SOLE 0 0 142538 CCBT Financial Co Common 12500Q10 1715 78400 SH SOLE 78400 0 0 C-Cube Microsystems Common 12501N10 293 23700 SH SOLE 23700 0 0 C-Cube Microsystems Common 12501N10 1585 128700 SH DEFINED 1 0 128700 0 CFC International Common 12525210 542 123900 SH SOLE 123900 0 0 CFC International Common 12525210 451 103100 SH DEFINED 1 0 103100 0 CH Energy Group Inc Common 12541M10 398 9000 SH SOLE 9000 0 0 CH Energy Group Inc Common 12541M10 9571 216300 SH SOLE 0 0 216300 CH Energy Group Inc Common 12541M10 2199 49700 SH DEFINED 1 0 49700 0 CIGNA Corp Common 12550910 176424 1641413 SH SOLE 1641413 0 0 CIGNA Corp Common 12550910 617597 5752200 SH SOLE 0 0 5752200 CIGNA Corp Common 12550910 49507 461140 SH DEFINED 1 0 461140 0 CIGNA Corp Common 12550910 4703 43800 SH DEFINED 1 0 43800 0 CIGNA Corp Common 12550910 15245 142000 SH DEFINED 1 0 0 142000 CIGNA Corp Common 12550910 628 5900 SH DEFINED 2 0 5900 0 CIGNA Corp Common 12550910 9092 84700 SH DEFINED 2 0 0 84700 CIGNA Corp Common 12550910 542 5000 SH DEFINED 3 0 5000 0 CIGNA Corp Common 12550910 526 4900 SH DEFINED 3 0 0 4900 Cleco Corp Common 12561W10 2823 61900 SH SOLE 61900 0 0 Cleco Corp Common 12561W10 2009 44200 SH SOLE 0 0 44200 Cleco Corp Common 12561W10 2527 55600 SH DEFINED 1 0 55600 0 CMS Energy Corp Common 12589610 167186 5647300 SH SOLE 5647300 0 0 CMS Energy Corp Common 12589610 25181 850900 SH SOLE 0 0 850900 CMS Energy Corp Common 12589610 2577 87100 SH DEFINED 1 0 87100 0 CPB Inc Common 12590310 3785 130900 SH SOLE 130900 0 0 CPB Inc Common 12590310 2663 92400 SH SOLE 0 0 92400 CPB Inc Common 12590310 3281 113889 SH DEFINED 1 0 113889 0 CSG Systems Intl Inc Common 12634910 17703 428950 SH SOLE 428950 0 0 CSG Systems Intl Inc Common 12634910 5137 124600 SH SOLE 0 0 124600 CSG Systems Intl Inc Common 12634910 5217 126630 SH DEFINED 1 0 126630 0 CSX Corp Common 12640810 181957 5399200 SH SOLE 5399200 0 0 CSX Corp Common 12640810 138335 4104900 SH SOLE 0 0 4104900 CVS Corporation Common 12665010 343721 5874254 SH SOLE 5874254 0 0 CVS Corporation Common 12665010 85401 1458730 SH SOLE 0 0 1458730 CVS Corporation Common 12665010 34859 596000 SH DEFINED 1 0 596000 0 CVS Corporation Common 12665010 2541 43100 SH DEFINED 1 0 43100 0 CVS Corporation Common 12665010 209 3600 SH DEFINED 2 0 3600 0 CVS Corporation Common 12665010 3439 58800 SH DEFINED 2 0 0 58800 CVS Corporation Common 12665010 296 5000 SH DEFINED 3 0 5000 0 CV Therapeutics Common 12666710 42031 1271300 SH SOLE 1271300 0 0 CV Therapeutics Common 12666710 2833 85500 SH SOLE 0 0 85500 CV Therapeutics Common 12666710 27427 831100 SH DEFINED 1 0 831100 0 CV Therapeutics Common 12666710 495 15100 SH DEFINED 2 0 15100 0 CV Therapeutics Common 12666710 396 12000 SH DEFINED 2 0 0 12000 Cable & Wireless ADR Common 12683020 2 80 SH DEFINED 1 0 80 0 Cabletron Systems Common 12692010 16378 1269750 SH SOLE 1269750 0 0 Cabletron Systems Common 12692010 5563 431200 SH SOLE 0 0 431200 Cabletron Systems Common 12692010 10010 775960 SH DEFINED 1 0 775960 0 Cable Design Tech Common 12692410 3466 258150 SH SOLE 258150 0 0 Cable Design Tech Common 12692410 911 68000 SH SOLE 0 0 68000 Cable Design Tech Common 12692410 3241 241900 SH DEFINED 1 0 241900 0 Cable Design Tech Common 12692410 222 16550 SH DEFINED 1 0 16550 0 Cable Design Tech Common 12692410 2144 160000 SH DEFINED 2 0 0 160000 Cabot Indl Tr REIT Common 12707210 244 12600 SH SOLE 12600 0 0 Cabot Indl Tr REIT Common 12707210 1740 89700 SH DEFINED 1 0 89700 0 Cabot Oil & Gas Corp Common 12709710 42715 1581475 SH SOLE 1581475 0 0 Cabot Oil & Gas Corp Common 12709710 28644 1060600 SH SOLE 0 0 1060600 Cabot Oil & Gas Corp Common 12709710 9453 350100 SH DEFINED 1 0 350100 0 Cabot Oil & Gas Corp Common 12709710 4590 170000 SH DEFINED 2 0 0 170000 Cabot Microelec Common 12709P10 827 18700 SH SOLE 18700 0 0 Caci Inc Cl A Common 12719030 918 34000 SH SOLE 34000 0 0 Cadence Design Sys Common 12738710 23894 1292300 SH SOLE 1292300 0 0 Cadence Design Sys Common 12738710 8274 447500 SH DEFINED 1 0 447500 0 Callaway Golf Co Common 13119310 15609 702800 SH SOLE 702800 0 0 Callaway Golf Co Common 13119310 29468 1326800 SH SOLE 0 0 1326800 Callaway Golf Co Common 13119310 5979 269200 SH DEFINED 1 0 269200 0 Callon Petro Co Common 13123X10 2724 220000 SH SOLE 220000 0 0 Callon Petro Co Common 13123X10 1457 118000 SH DEFINED 1 0 118000 0 Callon Petro Co Common 13123X10 432 35000 SH DEFINED 1 0 35000 0 Callon Petro Co Common 13123X10 2303 186500 SH DEFINED 2 0 0 186500 Calpine Corp Common 13134710 710739 12893667 SH SOLE 12893667 0 0 Calpine Corp Common 13134710 82615 1498850 SH SOLE 0 0 1498850 Calpine Corp Common 13134710 69486 1261760 SH DEFINED 1 0 1261760 0 Calpine Corp Common 13134710 617 11200 SH DEFINED 1 0 11200 0 Calpine Corp Common 13134710 9813 178200 SH DEFINED 1 0 0 178200 Calpine Corp Common 13134710 2892 52900 SH DEFINED 2 0 52900 0 Calpine Corp Common 13134710 18459 335260 SH DEFINED 2 0 0 335260 Calpine Corp Common 13134710 1647 29600 SH DEFINED 3 0 29600 0 Calpine Corp Common 13134710 1564 28400 SH DEFINED 3 0 0 28400 Cambrex Corp Common 13201110 4588 110100 SH SOLE 110100 0 0 Cambrex Corp Common 13201110 16348 393500 SH SOLE 0 0 393500 Cambrex Corp Common 13201110 9679 232950 SH DEFINED 1 0 232950 0 Camco Financial Corp Common 13261810 330 29700 SH SOLE 29700 0 0 Camco Financial Corp Common 13261810 185 16500 SH SOLE 0 0 16500 Canada Life Finl Common 13511310 98 3500 SH SOLE 3500 0 0 Canadian Pacific Ltd Common 13592310 129711 3534040 SH SOLE 3534040 0 0 Canadian Pacific Ltd Common 13592310 377746 10292800 SH SOLE 0 0 10292800 Canadian Pacific Ltd Common 13592310 3355 91400 SH DEFINED 1 0 91400 0 Canadian Pacific Ltd Common 13592310 7109 193700 SH DEFINED 1 0 193700 0 Canadian Imperial Bk Common 13606910 282 8800 SH SOLE 8800 0 0 Canadian Natl Railwy Common 13637510 28975 769150 SH SOLE 769150 0 0 Canadian Natl Railwy Common 13637510 371565 9863700 SH SOLE 0 0 9863700 Canadian Natl Railwy Common 13637510 2049 54400 SH DEFINED 1 0 54400 0 Canadian Natl Railwy Common 13637510 2241 59500 SH DEFINED 1 0 0 59500 Canadian Natl Railwy Common 13637510 1055 28000 SH DEFINED 2 0 0 28000 Canon Inc ADR Common 13800630 4 110 SH DEFINED 1 0 110 0 Capital Corp of West Common 14006510 1557 113255 SH SOLE 113255 0 0 Capital Corp of West Common 14006510 165 11910 SH SOLE 0 0 11910 Capital Crossing Bk Common 14007110 1081 55100 SH SOLE 55100 0 0 Capital Crossing Bk Common 14007110 5239 266600 SH SOLE 0 0 266600 Capitol Federal Finl Common 14057C10 299 18700 SH SOLE 0 0 18700 Capstone Turbine Common 14067D10 1620 57100 SH SOLE 57100 0 0 Caraustar Industries Common 14090910 2835 352100 SH SOLE 352100 0 0 Caraustar Industries Common 14090910 1324 164800 SH SOLE 0 0 164800 Caraustar Industries Common 14090910 2357 293500 SH DEFINED 1 0 293500 0 Cardinal Health Inc Common 14149Y10 22608 233356 SH SOLE 233356 0 0 Cardinal Health Inc Common 14149Y10 378317 3910098 SH SOLE 0 0 3910098 Cardinal Health Inc Common 14149Y10 37 384 SH DEFINED 1 0 384 0 Cardinal Health Inc Common 14149Y10 156 1624 SH DEFINED 2 0 1624 0 Caremark Rx Inc Common 14170510 29730 2279920 SH SOLE 2279920 0 0 Caremark Rx Inc Common 14170510 50674 3886090 SH SOLE 0 0 3886090 Caremark Rx Inc Common 14170510 11036 846280 SH DEFINED 1 0 846280 0 Carlisle Common 14233910 949 29100 SH SOLE 29100 0 0 Carlisle Common 14233910 18 550 SH DEFINED 1 0 550 0 Catalina Marketing Common 14886710 11168 342815 SH SOLE 342815 0 0 Catalina Marketing Common 14886710 1502 46100 SH SOLE 0 0 46100 Catalina Marketing Common 14886710 1899 58300 SH DEFINED 1 0 58300 0 Catellus Dev Corp Common 14911110 4486 284800 SH SOLE 284800 0 0 Catellus Dev Corp Common 14911110 4065 258100 SH DEFINED 1 0 258100 0 Caterpillar Inc Common 14912310 215441 4846501 SH SOLE 4846501 0 0 Caterpillar Inc Common 14912310 308052 6939089 SH SOLE 0 0 6939089 Caterpillar Inc Common 14912310 24642 555300 SH DEFINED 1 0 555300 0 Caterpillar Inc Common 14912310 6846 153900 SH DEFINED 1 0 153900 0 Caterpillar Inc Common 14912310 4105 92500 SH DEFINED 1 0 0 92500 Caterpillar Inc Common 14912310 1198 27200 SH DEFINED 2 0 27200 0 Caterpillar Inc Common 14912310 6676 150500 SH DEFINED 2 0 0 150500 Caterpillar Inc Common 14912310 94 2100 SH DEFINED 3 0 2100 0 Caterpillar Inc Common 14912310 265 5900 SH DEFINED 3 0 5900 0 Caterpillar Inc Common 14912310 417 9400 SH DEFINED 3 0 0 9400 Celeritek Inc Common 15092610 1439 112600 SH SOLE 112600 0 0 Celeritek Inc Common 15092610 450 35300 SH SOLE 0 0 35300 Celeritek Inc Common 15092610 710 55700 SH DEFINED 1 0 55700 0 Celeritek Inc Common 15092610 242 19000 SH DEFINED 1 0 19000 0 Celeritek Inc Common 15092610 959 75200 SH DEFINED 2 0 0 75200 Celgene Corp Common 15102010 453 18100 SH SOLE 18100 0 0 Celgene Corp Common 15102010 165 6600 SH SOLE 0 0 6600 Celgene Corp Common 15102010 716 28600 SH DEFINED 1 0 28600 0 Celgene Corp Common 15102010 63 2500 SH DEFINED 2 0 0 2500 Cemex CPO ADR 15129087 0 57 PRN DEFINED 1 0 57 0 Cendant Corporation Common 15131310 7556 517900 SH SOLE 517900 0 0 Cendant Corporation Common 15131310 432 29600 SH DEFINED 1 0 29600 0 Centex Corp Common 15231210 2788 66700 SH SOLE 66700 0 0 Centex Corp Common 15231210 1829 43900 SH SOLE 0 0 43900 Centex Corp Common 15231210 2386 57300 SH DEFINED 1 0 57300 0 Centex Construction Common 15231R10 983 34900 SH SOLE 34900 0 0 Centex Construction Common 15231R10 267 9500 SH SOLE 0 0 9500 Centex Construction Common 15231R10 458 16300 SH DEFINED 1 0 16300 0 Centex Construction Common 15231R10 2110 75100 SH DEFINED 2 0 0 75100 Central Garden & Pet Common 15352710 3852 452200 SH SOLE 452200 0 0 Central Garden & Pet Common 15352710 553 65000 SH SOLE 0 0 65000 Central Garden & Pet Common 15352710 599 70500 SH DEFINED 1 0 70500 0 Central Garden & Pet 153527AC 1265 1750000 PRN SOLE 1750000 0 0 Central Garden & Pet 153527AC 900 1250000 PRN SOLE 0 0 1250000 Central Garden & Pet 153527AC 2232 3100000 PRN DEFINED 1 0 3100000 0 Central Garden & Pet 153527AC 3010 4180000 PRN DEFINED 2 0 0 4180000 Century Aluminum Co Common 15643110 32000 2000000 SH SOLE 0 0 2000000 Century Bancorp Inc Common 15643210 142 7500 SH SOLE 7500 0 0 Century Bancorp Inc Common 15643210 909 47700 SH SOLE 0 0 47700 Cephalon Inc Common 15670810 9593 199000 SH SOLE 199000 0 0 Cephalon Inc Common 15670810 20878 434380 SH SOLE 0 0 434380 Cephalon Inc Common 15670810 9958 207200 SH DEFINED 1 0 207200 0 Cephalon Inc Common 15670810 394 8200 SH DEFINED 2 0 0 8200 Ceridian Corp Common 15677T10 41544 2236703 SH SOLE 2236703 0 0 Ceridian Corp Common 15677T10 28587 1543829 SH SOLE 0 0 1543829 Ceridian Corp Common 15677T10 11585 626230 SH DEFINED 1 0 626230 0 Ceridian Corp Common 15677T10 803 43700 SH DEFINED 2 0 43700 0 Ceridian Corp Common 15677T10 2845 153860 SH DEFINED 2 0 0 153860 Ceridian Corp Common 15677T10 161 8600 SH DEFINED 3 0 8600 0 Ceridian Corp Common 15677T10 201 10860 SH DEFINED 3 0 0 10860 Cerner Corp Common 15678210 308 9000 SH SOLE 9000 0 0 Cerner Corp Common 15678210 61534 1796600 SH SOLE 0 0 1796600 Champion Enterprises Common 15849610 5011 971300 SH SOLE 971300 0 0 Champion Enterprises Common 15849610 1606 311900 SH SOLE 0 0 311900 Champion Enterprises Common 15849610 2548 494900 SH DEFINED 1 0 494900 0 Champion Enterprises Common 15849610 3563 691900 SH DEFINED 2 0 0 691900 Champps Entertainmnt Common 15878710 1705 220000 SH SOLE 220000 0 0 Champps Entertainmnt Common 15878710 465 60000 SH SOLE 0 0 60000 Channell Commercial Common 15918610 1483 194500 SH SOLE 194500 0 0 Channell Commercial Common 15918610 1355 177800 SH DEFINED 1 0 177800 0 Channell Commercial Common 15918610 2288 300000 SH DEFINED 2 0 0 300000 Charles River Assoc Common 15985210 1254 120000 SH SOLE 120000 0 0 Charles River Assoc Common 15985210 419 40400 SH SOLE 0 0 40400 Charles River Assoc Common 15985210 3113 300000 SH DEFINED 2 0 0 300000 Charter One Finl Common 16090310 354 12500 SH SOLE 12500 0 0 Charter One Finl Common 16090310 55659 1966740 SH SOLE 0 0 1966740 Charter One Finl Common 16090310 4453 157350 SH DEFINED 1 0 157350 0 Chart Industries Inc Common 16115Q10 3151 745000 SH SOLE 745000 0 0 Chart Industries Inc Common 16115Q10 422 100000 SH SOLE 0 0 100000 Chart Industries Inc Common 16115Q10 1941 460000 SH DEFINED 1 0 460000 0 Charter Communctns A Common 16117M10 2455 108500 SH SOLE 108500 0 0 Charter Communctns A Common 16117M10 3982 176000 SH SOLE 0 0 176000 Cheesecake Factory Common 16307210 83624 2271610 SH SOLE 2271610 0 0 Cheesecake Factory Common 16307210 20 530 SH SOLE 0 0 530 Cheesecake Factory Common 16307210 4023 109255 SH DEFINED 1 0 109255 0 Chemed Corp Common 16359610 201 5800 SH SOLE 5800 0 0 Chemed Corp Common 16359610 16 450 SH DEFINED 1 0 450 0 Chemical Finl Group Common 16373110 2318 102800 SH SOLE 102800 0 0 Chemical Finl Group Common 16373110 277 11800 SH SOLE 0 0 11800 Chemical Finl Group Common 16373110 1935 86000 SH DEFINED 1 0 86000 0 Chemical Finl Group Common 16373110 720 32000 SH DEFINED 1 0 32000 0 Chevron Corp Common 16675110 289106 3289536 SH SOLE 3289536 0 0 Chevron Corp Common 16675110 340564 3878600 SH SOLE 0 0 3878600 Chevron Corp Common 16675110 85341 971990 SH DEFINED 1 0 971990 0 Chevron Corp Common 16675110 7507 85500 SH DEFINED 1 0 85500 0 Chevron Corp Common 16675110 16383 186600 SH DEFINED 1 0 0 186600 Chevron Corp Common 16675110 3158 36200 SH DEFINED 2 0 36200 0 Chevron Corp Common 16675110 20883 237800 SH DEFINED 2 0 0 237800 Chevron Corp Common 16675110 1562 17600 SH DEFINED 3 0 17600 0 Chevron Corp Common 16675110 1949 22200 SH DEFINED 3 0 0 22200 Chicago Bridge & Irn Common 16725010 23238 978400 SH SOLE 978400 0 0 Chicago Bridge & Irn Common 16725010 2361 99400 SH DEFINED 1 0 99400 0 Chico's Fas Inc Common 16861510 111 3400 SH SOLE 3400 0 0 Chico's Fas Inc Common 16861510 13 400 SH DEFINED 1 0 400 0 Childtime Learng Ctr Common 16882010 2490 269100 SH SOLE 269100 0 0 Childtime Learng Ctr Common 16882010 553 60000 SH SOLE 0 0 60000 Chile Fund Common 16883410 1070 122400 SH SOLE 122400 0 0 Chiles Offshore Common 16888M10 57 2800 SH SOLE 2800 0 0 Childrens Pl Retail Common 16890510 2480 103300 SH SOLE 103300 0 0 China Mobile HK Ltd Common 16941M10 3654 166000 SH SOLE 166000 0 0 China Mobile HK Ltd Common 16941M10 6360 289000 SH DEFINED 1 0 289000 0 Sinopec China ADR Common 16941R10 138828 8880500 SH SOLE 8880500 0 0 Sinopec China ADR Common 16941R10 8944 574000 SH SOLE 0 0 574000 Sinopec China ADR Common 16941R10 21453 1377000 SH DEFINED 1 0 1377000 0 Sinopec China ADR Common 16941R10 3088 198700 SH DEFINED 2 0 0 198700 China Unicom Ltd ADR Common 16945R10 103265 9542900 SH SOLE 9542900 0 0 China Unicom Ltd ADR Common 16945R10 13311 1231700 SH SOLE 0 0 1231700 China Unicom Ltd ADR Common 16945R10 7609 704500 SH DEFINED 1 0 704500 0 China Unicom Ltd ADR Common 16945R10 1168 108500 SH DEFINED 2 0 0 108500 Chiron Corp Common 17004010 7678 175000 SH DEFINED 1 0 175000 0 Christopher & Banks Common 17104610 3235 107400 SH SOLE 107400 0 0 Christopher & Banks Common 17104610 3258 108150 SH DEFINED 1 0 108150 0 Chubb Corp Common 17123210 18044 249100 SH SOLE 249100 0 0 Chubb Corp Common 17123210 6461 89200 SH SOLE 0 0 89200 Chubb Corp Common 17123210 869 12000 SH DEFINED 1 0 12000 0 Churchill Downs Inc Common 17148410 1069 35000 SH DEFINED 1 0 35000 0 Ciena Corp Common 17177910 192196 4593832 SH SOLE 4593832 0 0 Ciena Corp Common 17177910 45089 1077960 SH SOLE 0 0 1077960 Ciena Corp Common 17177910 28982 694155 SH DEFINED 1 0 694155 0 Ciena Corp Common 17177910 1198 28500 SH DEFINED 1 0 28500 0 Ciena Corp Common 17177910 1902 45900 SH DEFINED 2 0 45900 0 Ciena Corp Common 17177910 11125 266540 SH DEFINED 2 0 0 266540 Ciena Corp Common 17177910 76 1800 SH DEFINED 3 0 1800 0 Ciena Corp Common 17177910 776 18400 SH DEFINED 3 0 18400 0 Ciena Corp Common 17177910 779 18660 SH DEFINED 3 0 0 18660 Cincinnati Financial Common 17206210 3206 84500 SH SOLE 84500 0 0 CINergy Corp Common 17247410 1677 50000 SH SOLE 50000 0 0 CINergy Corp Common 17247410 171748 5119200 SH SOLE 0 0 5119200 Ciphergen Biosystems Common 17252Y10 1858 418300 SH SOLE 418300 0 0 Ciphergen Biosystems Common 17252Y10 1094 246600 SH SOLE 0 0 246600 Ciphergen Biosystems Common 17252Y10 972 219100 SH DEFINED 1 0 219100 0 CIRCOR International Common 17273K10 3225 217200 SH SOLE 217200 0 0 CIRCOR International Common 17273K10 385 26000 SH SOLE 0 0 26000 CIRCOR International Common 17273K10 2072 140000 SH DEFINED 1 0 140000 0 CIRCOR International Common 17273K10 2368 160000 SH DEFINED 2 0 0 160000 Cirrus Logic Inc Common 17275510 4293 287300 SH SOLE 287300 0 0 Cirrus Logic Inc Common 17275510 10510 703600 SH SOLE 0 0 703600 Cirrus Logic Inc Common 17275510 1245 83300 SH DEFINED 1 0 83300 0 Cisco Systems Inc Common 17275R10 517510 32678183 SH SOLE 32678183 0 0 Cisco Systems Inc Common 17275R10 153798 9715829 SH SOLE 0 0 9715829 Cisco Systems Inc Common 17275R10 100083 6328970 SH DEFINED 1 0 6328970 0 Cisco Systems Inc Common 17275R10 3239 203500 SH DEFINED 1 0 203500 0 Cisco Systems Inc Common 17275R10 4375 278600 SH DEFINED 2 0 278600 0 Cisco Systems Inc Common 17275R10 21415 1354508 SH DEFINED 2 0 0 1354508 Cisco Systems Inc Common 17275R10 251 15700 SH DEFINED 3 0 15700 0 Cisco Systems Inc Common 17275R10 1464 91600 SH DEFINED 3 0 91600 0 Cisco Systems Inc Common 17275R10 1512 95648 SH DEFINED 3 0 0 95648 Cintas Corp Common 17290810 23644 599800 SH SOLE 599800 0 0 Cintas Corp Common 17290810 2796 70950 SH DEFINED 1 0 70950 0 Citigroup Inc Common 17296710 1348083 29927643 SH SOLE 29927643 0 0 Citigroup Inc Common 17296710 1687749 37513223 SH SOLE 0 0 37513223 Citigroup Inc Common 17296710 240434 5345371 SH DEFINED 1 0 5345371 0 Citigroup Inc Common 17296710 14061 311695 SH DEFINED 1 0 311695 0 Citigroup Inc Common 17296710 37469 833006 SH DEFINED 1 0 0 833006 Citigroup Inc Common 17296710 11708 262099 SH DEFINED 2 0 262099 0 Citigroup Inc Common 17296710 63315 1407723 SH DEFINED 2 0 0 1407723 Citigroup Inc Common 17296710 455 10000 SH DEFINED 3 0 10000 0 Citigroup Inc Common 17296710 3965 87233 SH DEFINED 3 0 87233 0 Citigroup Inc Common 17296710 4000 88933 SH DEFINED 3 0 0 88933 Citizens Banking Crp Common 17442010 2169 81000 SH SOLE 81000 0 0 Citizens Banking Crp Common 17442010 1524 57100 SH SOLE 0 0 57100 Citizens Banking Crp Common 17442010 1999 74900 SH DEFINED 1 0 74900 0 Citizens First Banc Common 17461R10 4404 330800 SH SOLE 330800 0 0 Citizens First Banc Common 17461R10 5181 388600 SH SOLE 0 0 388600 Citizens First Banc Common 17461R10 2048 153800 SH DEFINED 1 0 153800 0 Citrix Systems Inc Common 17737610 21157 1001500 SH SOLE 1001500 0 0 Citrix Systems Inc Common 17737610 15 700 SH DEFINED 1 0 700 0 CLARCOR Inc Common 17989510 1069 46100 SH SOLE 46100 0 0 CLARCOR Inc Common 17989510 249 10800 SH SOLE 0 0 10800 CLARCOR Inc Common 17989510 39 1700 SH DEFINED 1 0 1700 0 Clark/Bardes Hldgs Common 18066810 3608 422560 SH SOLE 422560 0 0 Clark/Bardes Hldgs Common 18066810 315 36000 SH SOLE 0 0 36000 Clark/Bardes Hldgs Common 18066810 14 1600 SH DEFINED 1 0 1600 0 Clark/Bardes Hldgs Common 18066810 1960 230600 SH DEFINED 2 0 0 230600 Clear Channel Commun Common 18450210 152752 2805353 SH SOLE 2805353 0 0 Clear Channel Commun Common 18450210 29961 550254 SH SOLE 0 0 550254 Clear Channel Commun Common 18450210 39112 718300 SH DEFINED 1 0 718300 0 Cleveland-Cliffs Inc Common 18589610 3172 175500 SH SOLE 175500 0 0 Cleveland-Cliffs Inc Common 18589610 2171 120600 SH SOLE 0 0 120600 Cleveland-Cliffs Inc Common 18589610 2725 151400 SH DEFINED 1 0 151400 0 Coach Inc Common 18975410 10668 368970 SH SOLE 368970 0 0 Coach Inc Common 18975410 40 1370 SH SOLE 0 0 1370 Coach Inc Common 18975410 3344 115670 SH DEFINED 1 0 115670 0 Coca-Cola Company Common 19121610 33368 738750 SH SOLE 738750 0 0 Coca-Cola Company Common 19121610 58881 1303800 SH SOLE 0 0 1303800 Coca-Cola Company Common 19121610 37404 828260 SH DEFINED 1 0 828260 0 Coca-Cola Entprs Inc Common 19121910 6911 388700 SH SOLE 0 0 388700 Coflexip ADR Common 19238410 34971 531492 SH SOLE 531492 0 0 Coflexip ADR Common 19238410 16684 255163 SH SOLE 0 0 255163 Coflexip ADR Common 19238410 17152 262870 SH DEFINED 1 0 262870 0 Coflexip ADR Common 19238410 1075 16600 SH DEFINED 2 0 16600 0 Coflexip ADR Common 19238410 1035 15900 SH DEFINED 2 0 0 15900 Cognex Corp Common 19242210 75397 3046200 SH SOLE 3046200 0 0 Cognex Corp Common 19242210 22 900 SH DEFINED 1 0 900 0 Cognos Inc Common 19244C10 7876 483920 SH SOLE 483920 0 0 Cognos Inc Common 19244C10 2455 152240 SH SOLE 0 0 152240 Cognos Inc Common 19244C10 9277 575300 SH DEFINED 1 0 575300 0 Coherent Common 19247910 224 6300 SH SOLE 6300 0 0 Coherent Common 19247910 841 23700 SH DEFINED 1 0 23700 0 Cohesion Tech Inc Common 19248N10 64 10400 SH SOLE 10400 0 0 Cohesion Tech Inc Common 19248N10 3344 545800 SH SOLE 0 0 545800 Cohesion Tech Inc Common 19248N10 614 100300 SH DEFINED 1 0 100300 0 Cohesion Tech Inc Common 19248N10 47 7600 SH DEFINED 2 0 0 7600 Cole National Corp Common 19329010 4026 407000 SH SOLE 407000 0 0 Cole National Corp Common 19329010 1559 158000 SH SOLE 0 0 158000 Cole National Corp Common 19329010 2961 300000 SH DEFINED 1 0 300000 0 Cole National Corp Common 19329010 790 80000 SH DEFINED 1 0 80000 0 Cole National Corp Common 19329010 3454 350000 SH DEFINED 2 0 0 350000 Kenneth Cole Prod A Common 19329410 9582 383450 SH SOLE 383450 0 0 Kenneth Cole Prod A Common 19329410 3801 152300 SH SOLE 0 0 152300 Kenneth Cole Prod A Common 19329410 5356 214660 SH DEFINED 1 0 214660 0 Colgate-Palmolive Co Common 19416210 513 9300 SH SOLE 9300 0 0 Colgate-Palmolive Co Common 19416210 111 2000 SH SOLE 0 0 2000 Colt Telecom Gp ADR Common 19687710 238 5600 SH SOLE 5600 0 0 Columbia Banking Sys Common 19723610 2900 256732 SH SOLE 256732 0 0 Columbia Banking Sys Common 19723610 2670 236689 SH SOLE 0 0 236689 Columbia Banking Sys Common 19723610 2416 214787 SH DEFINED 1 0 214787 0 Comcast Corp Cl A Common 20030010 32526 789700 SH SOLE 0 0 789700 Comcast Corp Cl A Common 20030010 74 1800 SH DEFINED 2 0 0 1800 Comcast Corp Spl A Common 20030020 236777 5645700 SH SOLE 5645700 0 0 Comcast Corp Spl A Common 20030020 121779 2903800 SH SOLE 0 0 2903800 Comcast Corp Spl A Common 20030020 20038 477800 SH DEFINED 1 0 477800 0 Comcast Corp Spl A Common 20030020 1204 28700 SH DEFINED 2 0 0 28700 Comdisco Inc Common 20033610 11390 1423700 SH SOLE 1423700 0 0 Commerce Bancorp NJ Common 20051910 822 13700 SH SOLE 13700 0 0 Commerce Bancorp NJ Common 20051910 6114 101900 SH SOLE 0 0 101900 Commerce Bancshares Common 20052510 19350 518635 SH SOLE 518635 0 0 Commerce Bancshares Common 20052510 3089 82640 SH SOLE 0 0 82640 Commerce Bancshares Common 20052510 10908 292805 SH DEFINED 1 0 292805 0 Commercial Bank NY Common 20146210 479 15000 SH SOLE 15000 0 0 Commercial Bank NY Common 20146210 3761 118000 SH SOLE 0 0 118000 CommScope Inc Common 20337210 19894 1192425 SH SOLE 1192425 0 0 CommScope Inc Common 20337210 3678 220500 SH SOLE 0 0 220500 CommScope Inc Common 20337210 3852 230900 SH DEFINED 1 0 230900 0 CommScope Inc Common 20337210 1261 75600 SH DEFINED 1 0 0 75600 Community Finl IL Common 20364V10 2196 155500 SH SOLE 0 0 155500 Cia Bras Distr ADR Common 20440T20 1517 48800 SH DEFINED 1 0 48800 0 Comp Vale de Rio ADR Common 20441210 11062 445300 SH SOLE 445300 0 0 Comp Vale de Rio ADR Common 20441210 2784 113200 SH SOLE 0 0 113200 Comp Vale de Rio ADR Common 20441210 10049 408500 SH DEFINED 1 0 408500 0 COPEL Pref B ADR Common 20441B40 1494 180000 SH SOLE 180000 0 0 Minas Buenaventura Common 20444810 6089 411000 SH SOLE 411000 0 0 Minas Buenaventura Common 20444810 889 60000 SH DEFINED 1 0 60000 0 Cia Telec Chile ADR Common 20444930 1334 101096 SH SOLE 101096 0 0 Cia Telec Chile ADR Common 20444930 1702 128900 SH DEFINED 1 0 128900 0 Compaq Computer Common 20449310 27452 1508100 SH SOLE 1508100 0 0 Compaq Computer Common 20449310 4456 244800 SH SOLE 0 0 244800 Compaq Computer Common 20449310 1444 79400 SH DEFINED 1 0 79400 0 Compaq Computer Common 20449310 3656 200900 SH DEFINED 1 0 0 200900 Computer Assoc Intl Common 20491210 2982 109625 SH SOLE 109625 0 0 Computer Sciences Common 20536310 143010 4420500 SH SOLE 4420500 0 0 Computer Sciences Common 20536310 72881 2252916 SH SOLE 0 0 2252916 Computer Sciences Common 20536310 612 18900 SH DEFINED 1 0 18900 0 Computer Sciences Common 20536310 1310 40500 SH DEFINED 1 0 40500 0 Computer Sciences Common 20536310 663 20500 SH DEFINED 2 0 0 20500 Computer Sciences Common 20536310 56 1700 SH DEFINED 3 0 1700 0 Compuware Corp Common 20563810 1491 152900 SH SOLE 152900 0 0 Compx Intl Inc A Common 20563P10 2409 206200 SH SOLE 206200 0 0 Compx Intl Inc A Common 20563P10 757 65000 SH SOLE 0 0 65000 Compx Intl Inc A Common 20563P10 2421 207800 SH DEFINED 1 0 207800 0 Compx Intl Inc A Common 20563P10 2621 225000 SH DEFINED 2 0 0 225000 Concord EFS Inc Common 20619710 30842 762700 SH SOLE 762700 0 0 Concord EFS Inc Common 20619710 1306 32300 SH SOLE 0 0 32300 Concord EFS Inc Common 20619710 10931 270300 SH DEFINED 1 0 270300 0 Concurrent Computer Common 20671020 698 111700 SH SOLE 111700 0 0 Concurrent Computer Common 20671020 41 6500 SH DEFINED 1 0 6500 0 Conductus Inc Common 20678410 1117 278200 SH SOLE 278200 0 0 Conductus Inc Common 20678410 697 174200 SH SOLE 0 0 174200 Conductus Inc Common 20678410 1309 327300 SH DEFINED 1 0 327300 0 Conductus Inc Common 20678410 372 92900 SH DEFINED 1 0 92900 0 Conductus Inc Common 20678410 1756 438900 SH DEFINED 2 0 0 438900 Conmed Corp Common 20741010 24981 1296000 SH SOLE 1296000 0 0 Conmed Corp Common 20741010 2289 119300 SH SOLE 0 0 119300 Conmed Corp Common 20741010 226 11800 SH DEFINED 1 0 11800 0 Conmed Corp Common 20741010 967 50800 SH DEFINED 2 0 50800 0 Connecticut Bancshs Common 20754010 5032 241000 SH SOLE 241000 0 0 Connecticut Bancshs Common 20754010 12035 575900 SH SOLE 0 0 575900 Connecticut Bancshs Common 20754010 1879 90000 SH DEFINED 1 0 90000 0 Connetics Corp Common 20819210 8969 1766500 SH SOLE 1766500 0 0 Connetics Corp Common 20819210 2067 407900 SH SOLE 0 0 407900 Connetics Corp Common 20819210 9388 1854400 SH DEFINED 1 0 1854400 0 Connetics Corp Common 20819210 149 29700 SH DEFINED 2 0 29700 0 Connetics Corp Common 20819210 400 79100 SH DEFINED 2 0 0 79100 Conoco Inc A Common 20825130 12521 445420 SH SOLE 445420 0 0 Conoco Inc A Common 20825130 25290 900000 SH SOLE 0 0 900000 Conoco Inc A Common 20825130 4640 165100 SH DEFINED 1 0 165100 0 Conoco Inc A Common 20825130 9860 350900 SH DEFINED 1 0 350900 0 Conoco Inc Cl B Common 20825140 281740 9964483 SH SOLE 9964483 0 0 Conoco Inc Cl B Common 20825140 236307 8361997 SH SOLE 0 0 8361997 Conoco Inc Cl B Common 20825140 56321 1993690 SH DEFINED 1 0 1993690 0 Conoco Inc Cl B Common 20825140 2938 103200 SH DEFINED 1 0 103200 0 Conoco Inc Cl B Common 20825140 5726 202700 SH DEFINED 1 0 0 202700 Conoco Inc Cl B Common 20825140 16151 571700 SH DEFINED 2 0 0 571700 Conoco Inc Cl B Common 20825140 260 9100 SH DEFINED 3 0 9100 0 Conoco Inc Cl B Common 20825140 1336 46800 SH DEFINED 3 0 46800 0 Conoco Inc Cl B Common 20825140 1246 44100 SH DEFINED 3 0 0 44100 Conseco Inc Common 20846410 5561 345400 SH SOLE 0 0 345400 CONSOL Energy Inc Common 20854P10 41 1200 SH DEFINED 1 0 1200 0 Consolidated Edison Common 20911510 27729 747400 SH SOLE 0 0 747400 Constellation Brands Common 21036P10 824 11500 SH SOLE 11500 0 0 Constellation Brands Common 21036P10 72 1000 SH DEFINED 1 0 1000 0 Constellation Energy Common 21037110 63064 1416900 SH SOLE 1416900 0 0 Constellation Energy Common 21037110 49568 1122000 SH SOLE 0 0 1122000 Constellation Energy Common 21037110 20437 463430 SH DEFINED 1 0 463430 0 Constellation Energy Common 21037110 4935 111900 SH DEFINED 1 0 0 111900 Constellation Energy Common 21037110 2797 63900 SH DEFINED 2 0 63900 0 Constellation Energy Common 21037110 2613 59400 SH DEFINED 2 0 0 59400 Continental Air Cl B Common 21079530 10419 251600 SH SOLE 251600 0 0 Continental Air Cl B Common 21079530 182765 4414600 SH SOLE 0 0 4414600 Continental Air Cl B Common 21079530 4542 109700 SH DEFINED 1 0 109700 0 Continental Air Cl B Common 21079530 1325 32000 SH DEFINED 1 0 0 32000 Continental Air Cl B Common 21079530 3494 84400 SH DEFINED 2 0 0 84400 Continental Air Cl B Common 21079530 120 2900 SH DEFINED 3 0 0 2900 Cooper Cameron Common 21664010 12846 237900 SH SOLE 237900 0 0 Cooper Cameron Common 21664010 13835 256200 SH SOLE 0 0 256200 Cooper Cameron Common 21664010 3639 67400 SH DEFINED 1 0 67400 0 Cooper Inds Inc Common 21666910 20579 615200 SH SOLE 615200 0 0 Cooper Inds Inc Common 21666910 204897 6125500 SH SOLE 0 0 6125500 Cooper Inds Inc Common 21666910 1107 33100 SH DEFINED 1 0 33100 0 COR Therapeutic Inc Common 21775310 2082 92500 SH SOLE 92500 0 0 COR Therapeutic Inc Common 21775310 24581 1092500 SH SOLE 0 0 1092500 COR Therapeutic Inc Common 21775310 14882 661400 SH DEFINED 1 0 661400 0 COR Therapeutic Inc Common 21775310 288 12800 SH DEFINED 2 0 0 12800 Corn Products Intl Common 21902310 4811 187500 SH SOLE 187500 0 0 Corn Products Intl Common 21902310 90 3500 SH SOLE 0 0 3500 Corn Products Intl Common 21902310 243 9500 SH DEFINED 1 0 9500 0 Cornell Companies Common 21914110 3144 398000 SH SOLE 398000 0 0 Cornell Companies Common 21914110 1581 200000 SH SOLE 0 0 200000 Cornell Companies Common 21914110 830 105000 SH DEFINED 1 0 105000 0 Corning Inc Common 21935010 776 37400 SH SOLE 37400 0 0 Corning Inc Common 21935010 314 15200 SH SOLE 0 0 15200 Corning Inc Common 21935010 5354 258780 SH DEFINED 1 0 258780 0 Corrpro Companies Common 22031710 751 455500 SH SOLE 455500 0 0 Corrpro Companies Common 22031710 154 93300 SH SOLE 0 0 93300 Corus Group PLC ADR Common 22087M10 199 22800 SH SOLE 22800 0 0 Corus Group PLC ADR Common 22087M10 53630 6157300 SH SOLE 0 0 6157300 Corvas International Common 22100510 3275 362700 SH SOLE 362700 0 0 Corvas International Common 22100510 977 108600 SH SOLE 0 0 108600 Corvas International Common 22100510 8626 958500 SH DEFINED 1 0 958500 0 Corvas International Common 22100510 97 10900 SH DEFINED 2 0 10900 0 Corvas International Common 22100510 134 14900 SH DEFINED 2 0 0 14900 CorVel Corp Common 22100610 5137 144900 SH SOLE 144900 0 0 CorVel Corp Common 22100610 1645 46500 SH SOLE 0 0 46500 CorVel Corp Common 22100610 2427 68600 SH DEFINED 1 0 68600 0 CorVel Corp Common 22100610 849 24000 SH DEFINED 1 0 24000 0 CorVel Corp Common 22100610 3573 101000 SH DEFINED 2 0 0 101000 Corvis Corporation Common 22100910 665 94500 SH SOLE 94500 0 0 Corvis Corporation Common 22100910 100 13600 SH SOLE 0 0 13600 Cotelligent Inc Common 22163010 386 534000 SH SOLE 534000 0 0 Cotelligent Inc Common 22163010 198 275000 SH SOLE 0 0 275000 Cotelligent Inc Common 22163010 166 230000 SH DEFINED 1 0 230000 0 Countrywide Credit Common 22237210 1693 34300 SH SOLE 34300 0 0 Covance Inc Common 22281610 18795 1455500 SH SOLE 1455500 0 0 Covance Inc Common 22281610 43229 3364100 SH SOLE 0 0 3364100 Covance Inc Common 22281610 161 12500 SH DEFINED 1 0 12500 0 Covance Inc Common 22281610 718 56300 SH DEFINED 2 0 56300 0 Covanta Energy Corp Common 22281N10 29 1700 SH DEFINED 1 0 1700 0 Coventry Health Care Common 22286210 13288 796200 SH SOLE 796200 0 0 Coventry Health Care Common 22286210 77530 4680900 SH SOLE 0 0 4680900 Coventry Health Care Common 22286210 6217 375400 SH DEFINED 1 0 375400 0 Coventry Health Care Common 22286210 330 20100 SH DEFINED 2 0 20100 0 Cox Communctns Inc A Common 22404410 254007 5709300 SH SOLE 0 0 5709300 Cox Communctns Inc A Common 22404410 2358 53000 SH DEFINED 2 0 0 53000 Cox Radio Inc A Common 22405110 399 19000 SH SOLE 19000 0 0 Craftmade Intl Inc Common 22413E10 2948 404000 SH SOLE 404000 0 0 Craftmade Intl Inc Common 22413E10 582 80000 SH DEFINED 1 0 80000 0 Crane Co Common 22439910 8139 311400 SH SOLE 311400 0 0 Crane Co Common 22439910 5098 195700 SH SOLE 0 0 195700 Crane Co Common 22439910 6289 241400 SH DEFINED 1 0 241400 0 Credence Systems Common 22530210 45289 2208600 SH SOLE 2208600 0 0 Credence Systems Common 22530210 2475 120800 SH SOLE 0 0 120800 Credence Systems Common 22530210 3880 189300 SH DEFINED 1 0 189300 0 Critical Path Inc Common 22674V10 2254 1108300 SH SOLE 1108300 0 0 Critical Path Inc Common 22674V10 377 185800 SH SOLE 0 0 185800 Critical Path Inc Common 22674V10 484 238200 SH DEFINED 1 0 238200 0 Crompton Corporation Common 22711610 2929 260700 SH SOLE 260700 0 0 Crompton Corporation Common 22711610 1840 164200 SH SOLE 0 0 164200 Crompton Corporation Common 22711610 2296 205000 SH DEFINED 1 0 205000 0 Cross Timbers Oil Co Common 22757310 131977 5332160 SH SOLE 5332160 0 0 Cross Timbers Oil Co Common 22757310 1658 67000 SH SOLE 0 0 67000 Cross Timbers Oil Co Common 22757310 21134 853850 SH DEFINED 1 0 853850 0 Crossmann Cmntys Inc Common 22764E10 4155 159100 SH SOLE 159100 0 0 Crossmann Cmntys Inc Common 22764E10 1199 46000 SH SOLE 0 0 46000 Crossmann Cmntys Inc Common 22764E10 1825 70000 SH DEFINED 1 0 70000 0 Crossmann Cmntys Inc Common 22764E10 626 24000 SH DEFINED 1 0 24000 0 Crossmann Cmntys Inc Common 22764E10 2606 100000 SH DEFINED 2 0 0 100000 Crown Castle Intl Cp Common 22822710 6938 468400 SH SOLE 468400 0 0 Crown Castle Intl Cp Common 22822710 2311 155990 SH SOLE 0 0 155990 Crown Castle Intl Cp Common 22822710 1222 82460 SH DEFINED 1 0 82460 0 Crown Cork & Seal Common 22825510 3241 800100 SH SOLE 800100 0 0 Cryolife Inc Common 22890310 10068 385450 SH SOLE 385450 0 0 Cryolife Inc Common 22890310 914 35250 SH SOLE 0 0 35250 Cryolife Inc Common 22890310 113 4350 SH DEFINED 1 0 4350 0 Cullen/Frost Bankers Common 22989910 12767 372000 SH SOLE 372000 0 0 Cullen/Frost Bankers Common 22989910 21116 616500 SH SOLE 0 0 616500 Cullen/Frost Bankers Common 22989910 11485 335300 SH DEFINED 1 0 335300 0 Cumulus Media Inc A Common 23108210 4911 847200 SH SOLE 847200 0 0 Cumulus Media Inc A Common 23108210 1783 306200 SH SOLE 0 0 306200 Cumulus Media Inc A Common 23108210 2245 388300 SH DEFINED 1 0 388300 0 Cumulus Media Inc A Common 23108210 1001 173200 SH DEFINED 1 0 173200 0 Cumulus Media Inc A Common 23108210 3043 526400 SH DEFINED 2 0 0 526400 Curative Health Serv Common 23126410 517 90700 SH SOLE 90700 0 0 Curative Health Serv Common 23126410 329 57700 SH SOLE 0 0 57700 Curative Health Serv Common 23126410 1843 323200 SH DEFINED 1 0 323200 0 Curative Health Serv Common 23126410 143 25100 SH DEFINED 2 0 0 25100 CuraGen Corporation Common 23126R10 307 13100 SH SOLE 13100 0 0 CuraGen Corporation Common 23126R10 1406 60000 SH DEFINED 1 0 60000 0 Curtis-Wright Corp Common 23156110 246 5100 SH SOLE 5100 0 0 Curtis-Wright Corp Common 23156110 19 400 SH DEFINED 1 0 400 0 Cymer Inc Common 23257210 2420 111982 SH SOLE 111982 0 0 Cymer Inc Common 23257210 352 16300 SH SOLE 0 0 16300 Cymer Inc Common 23257210 4910 227000 SH DEFINED 1 0 227000 0 Cypress Semiconductr Common 23280610 498 28100 SH SOLE 0 0 28100 Cytec Industries Inc Common 23282010 35096 1095700 SH SOLE 1095700 0 0 Cytec Industries Inc Common 23282010 16926 528600 SH SOLE 0 0 528600 Cytec Industries Inc Common 23282010 12264 383000 SH DEFINED 1 0 383000 0 DMC Stratex Networks Common 23322L10 8193 986351 SH SOLE 986351 0 0 DMC Stratex Networks Common 23322L10 10899 1313200 SH SOLE 0 0 1313200 DMC Stratex Networks Common 23322L10 4001 482000 SH DEFINED 1 0 482000 0 DMC Stratex Networks Common 23322L10 17 2000 SH DEFINED 1 0 2000 0 DMC Stratex Networks Common 23322L10 64 7700 SH DEFINED 2 0 0 7700 DPL Inc Common 23329310 51351 1826759 SH SOLE 1826759 0 0 DPL Inc Common 23329310 25057 891693 SH SOLE 0 0 891693 DPL Inc Common 23329310 7319 260472 SH DEFINED 1 0 260472 0 DQE Inc Common 23329J10 39 1300 SH SOLE 1300 0 0 DQE Inc Common 23329J10 18304 627930 SH SOLE 0 0 627930 D R Horton Inc Common 23331A10 8920 420485 SH SOLE 420485 0 0 D R Horton Inc Common 23331A10 4977 235346 SH SOLE 0 0 235346 D R Horton Inc Common 23331A10 9571 452550 SH DEFINED 1 0 452550 0 DST Systems Inc Common 23332610 10251 212660 SH SOLE 212660 0 0 DST Systems Inc Common 23332610 1579 32800 SH SOLE 0 0 32800 DST Systems Inc Common 23332610 9932 206100 SH DEFINED 1 0 206100 0 DSP Group Inc Common 23332B10 3185 204875 SH SOLE 204875 0 0 DSP Group Inc Common 23332B10 1179 75200 SH SOLE 0 0 75200 DSP Group Inc Common 23332B10 1358 87600 SH DEFINED 1 0 87600 0 DSP Group Inc Common 23332B10 460 29700 SH DEFINED 1 0 29700 0 DSP Group Inc Common 23332B10 1823 117600 SH DEFINED 2 0 0 117600 DTE Energy Company Common 23333110 61737 1551200 SH SOLE 0 0 1551200 Dal Tile Intl Common 23426R10 6604 438000 SH SOLE 438000 0 0 Dal Tile Intl Common 23426R10 2107 140000 SH SOLE 0 0 140000 Dal Tile Intl Common 23426R10 2935 195000 SH DEFINED 1 0 195000 0 Dal Tile Intl Common 23426R10 753 50000 SH DEFINED 1 0 50000 0 Dal Tile Intl Common 23426R10 4440 295000 SH DEFINED 2 0 0 295000 Dan River Inc A Common 23577410 1529 805000 SH DEFINED 1 0 805000 0 Dan River Inc A Common 23577410 532 280000 SH DEFINED 1 0 280000 0 Dan River Inc A Common 23577410 1330 700000 SH DEFINED 2 0 0 700000 Danaher Corp Common 23585110 31870 584100 SH SOLE 584100 0 0 Danaher Corp Common 23585110 6231 114200 SH SOLE 0 0 114200 Danaher Corp Common 23585110 606 11100 SH DEFINED 1 0 11100 0 DAOU Systems Inc Common 23701510 334 1062800 SH SOLE 1062800 0 0 DAOU Systems Inc Common 23701510 161 513500 SH SOLE 0 0 513500 DAOU Systems Inc Common 23701510 3 8300 SH DEFINED 1 0 8300 0 Datalink Corp Common 23793410 824 105100 SH SOLE 105100 0 0 Datalink Corp Common 23793410 847 108900 SH SOLE 0 0 108900 Datascope Common 23811310 6492 178100 SH SOLE 178100 0 0 Datascope Common 23811310 13158 363600 SH SOLE 0 0 363600 Datascope Common 23811310 3000 82900 SH DEFINED 1 0 82900 0 Datascope Common 23811310 682 19000 SH DEFINED 2 0 19000 0 Datatec Systems Inc Common 23812810 300 600000 SH SOLE 600000 0 0 Datatec Systems Inc Common 23812810 175 349400 SH SOLE 0 0 349400 Datatec Systems Inc Common 23812810 643 1285000 SH DEFINED 1 0 1285000 0 Dawson Geophysical Common 23935910 1838 210000 SH DEFINED 1 0 210000 0 Dawson Geophysical Common 23935910 438 50000 SH DEFINED 1 0 50000 0 Dawson Geophysical Common 23935910 1881 215000 SH DEFINED 2 0 0 215000 Dell Computer Corp Common 24702510 594142 23085281 SH SOLE 23085281 0 0 Dell Computer Corp Common 24702510 641721 24973240 SH SOLE 0 0 24973240 Dell Computer Corp Common 24702510 115724 4504970 SH DEFINED 1 0 4504970 0 Dell Computer Corp Common 24702510 6866 266500 SH DEFINED 1 0 266500 0 Dell Computer Corp Common 24702510 4989 195600 SH DEFINED 2 0 195600 0 Dell Computer Corp Common 24702510 39404 1534200 SH DEFINED 2 0 0 1534200 Dell Computer Corp Common 24702510 218 8400 SH DEFINED 3 0 8400 0 Dell Computer Corp Common 24702510 1770 68200 SH DEFINED 3 0 68200 0 Dell Computer Corp Common 24702510 2785 108400 SH DEFINED 3 0 0 108400 Delphi Automotive Common 24712610 85410 6022700 SH SOLE 6022700 0 0 Delphi Automotive Common 24712610 130030 9176344 SH SOLE 0 0 9176344 Delphi Automotive Common 24712610 8256 582641 SH DEFINED 1 0 582641 0 Delta & Pine Land Co Common 24735710 7406 307300 SH SOLE 0 0 307300 Delta Air Lines Inc Common 24736110 40781 1029900 SH SOLE 1029900 0 0 Delta Air Lines Inc Common 24736110 71560 1810322 SH SOLE 0 0 1810322 Delta Air Lines Inc Common 24736110 20474 518270 SH DEFINED 1 0 518270 0 Delta Air Lines Inc Common 24736110 2413 60700 SH DEFINED 1 0 60700 0 Delta Air Lines Inc Common 24736110 901 22800 SH DEFINED 1 0 0 22800 Delta Air Lines Inc Common 24736110 832 21200 SH DEFINED 2 0 21200 0 Delta Air Lines Inc Common 24736110 1834 46400 SH DEFINED 2 0 0 46400 Delta Air Lines Inc Common 24736110 88 2200 SH DEFINED 3 0 2200 0 Dentsply Intl Common 24903010 6774 185300 SH SOLE 185300 0 0 Dentsply Intl Common 24903010 36866 1010000 SH SOLE 0 0 1010000 Dentsply Intl Common 24903010 14299 391760 SH DEFINED 1 0 391760 0 Desert Community Bk Common 25037Y10 586 23400 SH SOLE 0 0 23400 Deutsche Telekom ADR Common 25156610 13814 595200 SH SOLE 595200 0 0 Deutsche Telekom ADR Common 25156610 4414 189800 SH SOLE 0 0 189800 Deutsche Telekom ADR Common 25156610 29 1250 SH DEFINED 1 0 1250 0 Devon Energy Corp Common 25179M10 518 8900 SH SOLE 8900 0 0 Devon Energy Corp Common 25179M10 99506 1709730 SH SOLE 0 0 1709730 Devon Energy Corp Common 25179M10 157 2690 SH DEFINED 1 0 2690 0 Devon Energy Corp Common 25179M10 2833 48684 SH DEFINED 2 0 0 48684 Devry Inc Common 25189310 10424 346900 SH SOLE 346900 0 0 Devry Inc Common 25189310 417 13900 SH SOLE 0 0 13900 Devry Inc Common 25189310 5189 172700 SH DEFINED 1 0 172700 0 Diagnostic Products Common 25245010 1325 25400 SH SOLE 25400 0 0 Diagnostic Products Common 25245010 2378 45600 SH DEFINED 1 0 45600 0 Diametrics Med Inc Common 25253210 6171 1490300 SH SOLE 1490300 0 0 Diametrics Med Inc Common 25253210 1395 338100 SH SOLE 0 0 338100 Diametrics Med Inc Common 25253210 55 13350 SH DEFINED 1 0 13350 0 Diametrics Med Inc Common 25253210 561 136000 SH DEFINED 1 0 136000 0 Diametrics Med Inc Common 25253210 77 18800 SH DEFINED 2 0 18800 0 Dianon System Inc Common 25282610 1180 39500 SH SOLE 39500 0 0 Dianon System Inc Common 25282610 28 940 SH DEFINED 1 0 940 0 Digital Insight Corp Common 25385P10 342 29700 SH SOLE 29700 0 0 Digital Insight Corp Common 25385P10 89 7700 SH SOLE 0 0 7700 Dime Bancorp Inc Common 25429Q10 517 15800 SH SOLE 15800 0 0 Dime Bancorp Inc Common 25429Q10 254510 7771300 SH SOLE 0 0 7771300 Dime Bancorp Inc Common 25429Q10 160 4900 SH DEFINED 1 0 4900 0 Dime Bancorp Inc Common 25429Q10 2948 90000 SH DEFINED 2 0 0 90000 Dime Bancorp Inc 25429Q11 1 4000 PRN SOLE 4000 0 0 Dime Bancorp Inc 25429Q11 1864 7966300 PRN SOLE 0 0 7966300 Dime Bancorp Inc 25429Q11 1 4100 PRN DEFINED 1 0 4100 0 Dime Bancorp Inc 25429Q11 21 90000 PRN DEFINED 2 0 0 90000 Dionex Corp Common 25454610 365 11600 SH SOLE 11600 0 0 Dionex Corp Common 25454610 597 19000 SH SOLE 0 0 19000 Dionex Corp Common 25454610 314 10000 SH DEFINED 1 0 10000 0 Discovery Partners Common 25467510 338 53100 SH SOLE 53100 0 0 Discovery Partners Common 25467510 196 30700 SH SOLE 0 0 30700 Discovery Partners Common 25467510 649 101800 SH DEFINED 1 0 101800 0 Discovery Partners Common 25467510 67 10500 SH DEFINED 2 0 0 10500 Disney Walt Co Common 25468710 3746 130800 SH SOLE 130800 0 0 Disney Walt Co Common 25468710 19516 682383 SH SOLE 0 0 682383 Disney Walt Co Common 25468710 19251 673126 SH DEFINED 1 0 673126 0 Documentum Inc Common 25615910 2828 256400 SH SOLE 256400 0 0 Documentum Inc Common 25615910 1241 112800 SH SOLE 0 0 112800 Documentum Inc Common 25615910 2050 186300 SH DEFINED 1 0 186300 0 Dollar General Common 25666910 264481 12931173 SH SOLE 12931173 0 0 Dollar General Common 25666910 184995 9049993 SH SOLE 0 0 9049993 Dollar General Common 25666910 43406 2123609 SH DEFINED 1 0 2123609 0 Dollar General Common 25666910 3610 176600 SH DEFINED 1 0 176600 0 Dollar General Common 25666910 863 42500 SH DEFINED 2 0 42500 0 Dollar General Common 25666910 14070 688300 SH DEFINED 2 0 0 688300 Dollar General Common 25666910 1030 49875 SH DEFINED 3 0 49875 0 Dollar General Common 25666910 1317 64425 SH DEFINED 3 0 0 64425 Dollar Tree Stores Common 25674710 84221 4346993 SH SOLE 4346993 0 0 Dollar Tree Stores Common 25674710 31048 1608500 SH SOLE 0 0 1608500 Dollar Tree Stores Common 25674710 21061 1093139 SH DEFINED 1 0 1093139 0 Dollar Tree Stores Common 25674710 1929 100900 SH DEFINED 2 0 100900 0 Dollar Tree Stores Common 25674710 17374 902000 SH DEFINED 2 0 0 902000 Dollar Tree Stores Common 25674710 1180 60600 SH DEFINED 3 0 60600 0 Dollar Tree Stores Common 25674710 1468 76200 SH DEFINED 3 0 0 76200 Dominion Res Inc Common 25746U10 10534 163021 SH SOLE 163021 0 0 Dominion Res Inc Common 25746U10 29011 450000 SH SOLE 0 0 450000 Dominion Res Inc Common 25746U10 3939 61100 SH DEFINED 1 0 61100 0 Dominion Res Inc Common 25746U10 8304 128800 SH DEFINED 1 0 128800 0 Doncasters PLC ADR Common 25769210 23301 1239400 SH SOLE 1239400 0 0 Donegal Group Inc Common 25770110 2970 270000 SH SOLE 270000 0 0 Donegal Group Inc Common 25770110 2512 228400 SH DEFINED 1 0 228400 0 Dow Chemical Co Common 26054310 248808 7878389 SH SOLE 7878389 0 0 Dow Chemical Co Common 26054310 371363 11761300 SH SOLE 0 0 11761300 Dow Chemical Co Common 26054310 5257 166500 SH DEFINED 1 0 166500 0 Dow Chemical Co Common 26054310 2044 64200 SH DEFINED 1 0 64200 0 Dow Chemical Co Common 26054310 2671 84600 SH DEFINED 2 0 0 84600 Dow Chemical Co Common 26054310 185 5800 SH DEFINED 3 0 5800 0 Downey Finl Corp Common 26101810 869 19200 SH SOLE 19200 0 0 Downey Finl Corp Common 26101810 91 2000 SH SOLE 0 0 2000 Downey Finl Corp Common 26101810 5789 127800 SH DEFINED 1 0 127800 0 Draxis Health Inc Common 26150J10 866 513100 SH SOLE 513100 0 0 Draxis Health Inc Common 26150J10 1262 747200 SH SOLE 0 0 747200 Draxis Health Inc Common 26150J10 877 519300 SH DEFINED 1 0 519300 0 Dupont EI De Nemours Common 26353410 169245 4151143 SH SOLE 4151143 0 0 Dupont EI De Nemours Common 26353410 429817 10559719 SH SOLE 0 0 10559719 Dupont EI De Nemours Common 26353410 50028 1229209 SH DEFINED 1 0 1229209 0 Dupont EI De Nemours Common 26353410 6940 170500 SH DEFINED 1 0 170500 0 Dupont EI De Nemours Common 26353410 6268 154000 SH DEFINED 1 0 0 154000 Dupont EI De Nemours Common 26353410 1038 25700 SH DEFINED 2 0 25700 0 Dupont EI De Nemours Common 26353410 10737 263900 SH DEFINED 2 0 0 263900 Dupont EI De Nemours Common 26353410 646 15700 SH DEFINED 3 0 15700 0 Dupont EI De Nemours Common 26353410 791 19430 SH DEFINED 3 0 0 19430 Duke Energy Corp Common 26439910 327478 7659060 SH SOLE 7659060 0 0 Duke Energy Corp Common 26439910 229454 5367052 SH SOLE 0 0 5367052 Duke Energy Corp Common 26439910 19841 464200 SH DEFINED 1 0 464200 0 Duke Energy Corp Common 26439910 2343 54400 SH DEFINED 1 0 54400 0 Duke Energy Corp Common 26439910 5287 123696 SH DEFINED 1 0 0 123696 Duke Energy Corp Common 26439910 2581 60400 SH DEFINED 2 0 0 60400 Duke Energy Corp Common 26439910 207 4800 SH DEFINED 3 0 4800 0 Dupont Photomasks Common 26613X10 1400 31900 SH SOLE 31900 0 0 Dupont Photomasks Common 26613X10 535 12200 SH SOLE 0 0 12200 Dupont Photomasks Common 26613X10 2093 47700 SH DEFINED 1 0 47700 0 Dycom Industries Inc Common 26747510 124 9600 SH SOLE 9600 0 0 Dycom Industries Inc Common 26747510 2875 222900 SH DEFINED 1 0 222900 0 Dynacare Inc Common 26792020 1092 218300 SH SOLE 218300 0 0 Dynacare Inc Common 26792020 1091 218200 SH SOLE 0 0 218200 Dynegy Inc Cl A Common 26816Q10 12024 235400 SH SOLE 235400 0 0 Dynegy Inc Cl A Common 26816Q10 18552 363700 SH SOLE 0 0 363700 Dynegy Inc Cl A Common 26816Q10 20057 393200 SH DEFINED 1 0 393200 0 EDP ADS Common 26835310 108 4100 SH SOLE 4100 0 0 EEX Corp Common 26842V20 5470 1478300 SH SOLE 1478300 0 0 EEX Corp Common 26842V20 2391 648400 SH SOLE 0 0 648400 EEX Corp Common 26842V20 3676 995900 SH DEFINED 1 0 995900 0 EEX Corp Common 26842V20 646 175000 SH DEFINED 1 0 175000 0 EEX Corp Common 26842V20 2491 675000 SH DEFINED 2 0 0 675000 EGL Inc Common 26848410 19399 795221 SH SOLE 795221 0 0 EGL Inc Common 26848410 20090 823400 SH SOLE 0 0 823400 EGL Inc Common 26848410 6255 256600 SH DEFINED 1 0 256600 0 EMC Corporation Common 26864810 171538 5831871 SH SOLE 5831871 0 0 EMC Corporation Common 26864810 56653 1925779 SH SOLE 0 0 1925779 EMC Corporation Common 26864810 38717 1316930 SH DEFINED 1 0 1316930 0 EMC Corporation Common 26864810 1311 44300 SH DEFINED 1 0 44300 0 EMC Corporation Common 26864810 493 16900 SH DEFINED 2 0 16900 0 EMC Corporation Common 26864810 1730 58800 SH DEFINED 2 0 0 58800 EMC Corporation Common 26864810 143 4800 SH DEFINED 3 0 4800 0 EMS Technologies Inc Common 26873N10 2078 133000 SH SOLE 133000 0 0 EMS Technologies Inc Common 26873N10 902 57700 SH SOLE 0 0 57700 EMS Technologies Inc Common 26873N10 2115 135400 SH DEFINED 1 0 135400 0 EMS Technologies Inc Common 26873N10 484 31000 SH DEFINED 1 0 31000 0 EMS Technologies Inc Common 26873N10 1914 122500 SH DEFINED 2 0 0 122500 ENSCO International Common 26874Q10 2800 80000 SH SOLE 80000 0 0 ENSCO International Common 26874Q10 17910 511700 SH SOLE 0 0 511700 ENI SPA ADR Common 26874R10 2860 44200 SH SOLE 44200 0 0 ENI SPA ADR Common 26874R10 26488 409400 SH SOLE 0 0 409400 EOG Resources Inc Common 26875P10 17357 420950 SH SOLE 420950 0 0 EOG Resources Inc Common 26875P10 28886 700600 SH SOLE 0 0 700600 EOG Resources Inc Common 26875P10 8329 202000 SH DEFINED 1 0 202000 0 EPIX Medical Inc Common 26881Q10 134 13200 SH SOLE 13200 0 0 EPIX Medical Inc Common 26881Q10 207 20400 SH SOLE 0 0 20400 EPIX Medical Inc Common 26881Q10 1382 136500 SH DEFINED 1 0 136500 0 EPIX Medical Inc Common 26881Q10 81 8000 SH DEFINED 2 0 0 8000 E.piphany Inc Common 26881V10 2086 178050 SH SOLE 178050 0 0 E.piphany Inc Common 26881V10 1014 86750 SH SOLE 0 0 86750 E.piphany Inc Common 26881V10 1317 112700 SH DEFINED 1 0 112700 0 E*TRADE Group Inc Common 26924610 988 141400 SH SOLE 141400 0 0 E*TRADE Group Inc Common 26924610 1079 153100 SH SOLE 0 0 153100 E*TRADE Group Inc Common 26924610 11 1540 SH DEFINED 1 0 1540 0 E-Z-Em Inc A Vtg Common 26930520 1173 219258 SH SOLE 0 0 219258 E-Z-Em Inc B Non-Vtg Common 26930530 1430 304344 SH SOLE 0 0 304344 Earthgrains Co Common 27031910 331 15600 SH SOLE 15600 0 0 East West Bancorp Common 27579R10 1694 88000 SH SOLE 0 0 88000 Eastman Chemical Co Common 27743210 59207 1202900 SH SOLE 0 0 1202900 Eastman Kodak Co Common 27746110 25906 649400 SH SOLE 649400 0 0 Eastman Kodak Co Common 27746110 172095 4314200 SH SOLE 0 0 4314200 Eastman Kodak Co Common 27746110 7272 182300 SH DEFINED 1 0 182300 0 Eastman Kodak Co Common 27746110 1221 30600 SH DEFINED 1 0 30600 0 Eastman Kodak Co Common 27746110 1580 39600 SH DEFINED 1 0 0 39600 Eaton Corp Common 27805810 74978 1094017 SH SOLE 1094017 0 0 Eaton Corp Common 27805810 397765 5806790 SH SOLE 0 0 5806790 Eaton Corp Common 27805810 30546 445910 SH DEFINED 1 0 445910 0 Eaton Corp Common 27805810 3000 43800 SH DEFINED 1 0 43800 0 Eaton Corp Common 27805810 3932 57400 SH DEFINED 1 0 0 57400 Eaton Corp Common 27805810 8206 119780 SH DEFINED 2 0 0 119780 Eaton Corp Common 27805810 491 7100 SH DEFINED 3 0 7100 0 Eaton Corp Common 27805810 517 7550 SH DEFINED 3 0 0 7550 Eaton Vance Corp Common 27826510 426 13700 SH SOLE 13700 0 0 Eaton Vance Corp Common 27826510 2301 74100 SH DEFINED 1 0 74100 0 EBAY Inc Common 27864210 6325 174800 SH SOLE 174800 0 0 EBAY Inc Common 27864210 18 500 SH DEFINED 1 0 500 0 Ebenx Inc Common 27866810 1821 391800 SH SOLE 391800 0 0 Ebenx Inc Common 27866810 3776 816400 SH SOLE 0 0 816400 Ebenx Inc Common 27866810 1713 370400 SH DEFINED 1 0 370400 0 Ebenx Inc Common 27866810 30 6600 SH DEFINED 2 0 6600 0 EchoStar Commun Cl A Common 27876210 86540 3121100 SH SOLE 3121100 0 0 EchoStar Commun Cl A Common 27876210 27917 1008100 SH SOLE 0 0 1008100 EchoStar Commun Cl A Common 27876210 28179 1017700 SH DEFINED 1 0 1017700 0 ECollege.com Common 27887E10 729 243100 SH SOLE 243100 0 0 ECollege.com Common 27887E10 729 243100 SH SOLE 0 0 243100 ECollege.com Common 27887E10 1479 493100 SH DEFINED 2 0 0 493100 Edge Petroleum Corp Common 27986210 3352 405000 SH SOLE 405000 0 0 Edge Petroleum Corp Common 27986210 1361 165000 SH SOLE 0 0 165000 Edge Petroleum Corp Common 27986210 1931 234000 SH DEFINED 1 0 234000 0 Edge Petroleum Corp Common 27986210 825 100000 SH DEFINED 1 0 100000 0 Edison Schools Inc Common 28103310 11283 557200 SH SOLE 557200 0 0 Edison Schools Inc Common 28103310 14167 699600 SH SOLE 0 0 699600 Edison Schools Inc Common 28103310 3411 168500 SH DEFINED 1 0 168500 0 JD Edwards & Co Common 28166710 681 69800 SH SOLE 69800 0 0 JD Edwards & Co Common 28166710 6072 622800 SH SOLE 0 0 622800 JD Edwards & Co Common 28166710 911 93400 SH DEFINED 1 0 93400 0 Edwards Lifesciences Common 28176E10 57440 2919703 SH SOLE 2919703 0 0 Edwards Lifesciences Common 28176E10 9552 486500 SH SOLE 0 0 486500 Edwards Lifesciences Common 28176E10 9163 467500 SH DEFINED 1 0 467500 0 Edwards Lifesciences Common 28176E10 971 49900 SH DEFINED 2 0 49900 0 eFunds Corp Common 28224R10 18845 978900 SH SOLE 978900 0 0 eFunds Corp Common 28224R10 23 1200 SH DEFINED 1 0 1200 0 El Paso Corporation Common 28336L10 426580 6519431 SH SOLE 6519431 0 0 El Paso Corporation Common 28336L10 148317 2268580 SH SOLE 0 0 2268580 El Paso Corporation Common 28336L10 52585 805280 SH DEFINED 1 0 805280 0 El Paso Corporation Common 28336L10 3263 49700 SH DEFINED 1 0 49700 0 El Paso Corporation Common 28336L10 7954 121800 SH DEFINED 1 0 0 121800 El Paso Corporation Common 28336L10 4740 73100 SH DEFINED 2 0 73100 0 El Paso Corporation Common 28336L10 13144 201400 SH DEFINED 2 0 0 201400 El Paso Corporation Common 28336L10 218 3300 SH DEFINED 3 0 3300 0 El Paso Corporation Common 28336L10 686 10400 SH DEFINED 3 0 10400 0 El Paso Corporation Common 28336L10 679 10400 SH DEFINED 3 0 0 10400 Elantec Semiconductr Common 28415510 2986 112400 SH SOLE 112400 0 0 Elcor Corp Common 28444310 134 9400 SH SOLE 9400 0 0 Elcor Corp Common 28444310 1701 121700 SH DEFINED 1 0 121700 0 Elcor Corp Common 28444310 2391 171000 SH DEFINED 2 0 0 171000 Eldorado Bancshs Inc Common 28467W10 300 25000 SH SOLE 0 0 25000 Electro Sci Inds Common 28522910 822 29300 SH SOLE 29300 0 0 Electronic Data Sys Common 28566110 34644 620200 SH SOLE 620200 0 0 Electronic Data Sys Common 28566110 542 9700 SH SOLE 0 0 9700 Electronic Data Sys Common 28566110 12775 228700 SH DEFINED 1 0 228700 0 Electronics Boutique Common 28604510 3131 132525 SH SOLE 132525 0 0 Electronics Boutique Common 28604510 236 9600 SH SOLE 0 0 9600 Electronics Boutique Common 28604510 1602 68000 SH DEFINED 1 0 68000 0 Electronics Boutique Common 28604510 471 20000 SH DEFINED 1 0 20000 0 Electronics Boutique Common 28604510 2356 100000 SH DEFINED 2 0 0 100000 Electronics Imaging Common 28608210 9509 385173 SH SOLE 385173 0 0 Electronics Imaging Common 28608210 12794 519500 SH SOLE 0 0 519500 Electronics Imaging Common 28608210 11461 465390 SH DEFINED 1 0 465390 0 Electronics Imaging Common 28608210 249 10000 SH DEFINED 3 0 10000 0 Embraer Aircraft ADR Common 29081M10 31717 836800 SH SOLE 836800 0 0 Embraer Aircraft ADR Common 29081M10 7011 185000 SH SOLE 0 0 185000 Embraer Aircraft ADR Common 29081M10 8 200 SH DEFINED 1 0 200 0 Embratel Part ADR Common 29081N10 4316 464000 SH SOLE 464000 0 0 Embratel Part ADR Common 29081N10 4435 476800 SH DEFINED 1 0 476800 0 Emcore Corp Common 29084610 41580 1659090 SH SOLE 1659090 0 0 Emcore Corp Common 29084610 4083 162910 SH SOLE 0 0 162910 Emcore Corp Common 29084610 2847 113560 SH DEFINED 1 0 113560 0 Emcor Group Inc Common 29084Q10 28 900 SH DEFINED 1 0 900 0 Emerson Electric Co Common 29101110 282589 4556550 SH SOLE 4556550 0 0 Emerson Electric Co Common 29101110 111738 1801188 SH SOLE 0 0 1801188 Emerson Electric Co Common 29101110 7991 128900 SH DEFINED 1 0 128900 0 Emerson Electric Co Common 29101110 2175 34800 SH DEFINED 1 0 34800 0 Emerson Electric Co Common 29101110 2480 40000 SH DEFINED 2 0 0 40000 Emerson Electric Co Common 29101110 200 3200 SH DEFINED 3 0 3200 0 ENDESA-Chile ADR Common 29244T10 2010 174800 SH DEFINED 1 0 174800 0 Emulex Corp Common 29247520 102 5400 SH SOLE 5400 0 0 Encore Acquisition Common 29255W10 240 18900 SH SOLE 0 0 18900 Endesa SA ADR Common 29258N10 9943 600200 SH SOLE 600200 0 0 Endesa SA ADR Common 29258N10 18146 1096000 SH SOLE 0 0 1096000 Endesa SA ADR Common 29258N10 5 310 SH DEFINED 1 0 310 0 Energy East Corp Common 29266M10 198 11400 SH SOLE 11400 0 0 Energy East Corp Common 29266M10 3470 200000 SH SOLE 0 0 200000 Energy East Corp Common 29266M10 2904 167400 SH DEFINED 1 0 167400 0 Engelhard Corp Common 29284510 121531 4696065 SH SOLE 4696065 0 0 Engelhard Corp Common 29284510 312082 12067960 SH SOLE 0 0 12067960 Engelhard Corp Common 29284510 23935 925560 SH DEFINED 1 0 925560 0 Engelhard Corp Common 29284510 3879 150000 SH DEFINED 2 0 0 150000 Enron Corp Common 29356110 1898 32300 SH SOLE 32300 0 0 Enron Corp Common 29356110 9499 163500 SH SOLE 0 0 163500 Enron Corp Common 29356110 17067 293750 SH DEFINED 1 0 293750 0 Entercom Communctns Common 29363910 1100 28000 SH SOLE 28000 0 0 Entergy Corp Common 29364G10 151 3800 SH SOLE 3800 0 0 Entergy Corp Common 29364G10 5700 150000 SH SOLE 0 0 150000 Entergy Corp Common 29364G10 4974 130900 SH DEFINED 1 0 130900 0 Entravision Comm Common 29382R10 10014 1009300 SH SOLE 1009300 0 0 Entravision Comm Common 29382R10 3833 387000 SH SOLE 0 0 387000 Entravision Comm Common 29382R10 4817 486500 SH DEFINED 1 0 486500 0 ENZON Inc Common 29390410 912 19200 SH SOLE 19200 0 0 Equitable Res Inc Common 29454910 11652 168700 SH SOLE 168700 0 0 Equitable Res Inc Common 29454910 99029 1435200 SH SOLE 0 0 1435200 Equitable Res Inc Common 29454910 9528 138100 SH DEFINED 1 0 138100 0 Equity Office REIT Common 29474110 76714 2739821 SH SOLE 2739821 0 0 Equity Office REIT Common 29474110 242705 8668000 SH SOLE 0 0 8668000 Equity Office REIT Common 29474110 14708 525259 SH DEFINED 1 0 525259 0 Equity Office REIT Common 29474110 5894 210500 SH DEFINED 1 0 210500 0 Equity Office REIT Common 29474110 4024 143700 SH DEFINED 1 0 0 143700 Equity Res Ppty REIT Common 29476L10 5988 115100 SH SOLE 115100 0 0 Equity Res Ppty REIT Common 29476L10 1587 30500 SH SOLE 0 0 30500 Equity Res Ppty REIT Common 29476L10 6551 125900 SH DEFINED 1 0 125900 0 Ericsson Tel B Free Common 29482140 293 52500 SH SOLE 52500 0 0 Ericsson Tel B Free Common 29482140 96 17100 SH SOLE 0 0 17100 Ericsson Tel B Free Common 29482140 4 780 SH DEFINED 1 0 780 0 eRoom System Tech Common 29601610 163 150000 SH SOLE 150000 0 0 eRoom System Tech Common 29601610 239 225000 SH DEFINED 1 0 225000 0 Esenjay Exploration Common 29642610 2484 495000 SH SOLE 495000 0 0 Esenjay Exploration Common 29642610 1550 310000 SH SOLE 0 0 310000 Esenjay Exploration Common 29642610 2625 525000 SH DEFINED 1 0 525000 0 Esenjay Exploration Common 29642610 800 160000 SH DEFINED 1 0 160000 0 Ethan Allen Interior Common 29760210 747 22100 SH SOLE 22100 0 0 European Warrant Fd Common 29879210 1047 155200 SH SOLE 155200 0 0 Evergreen Resources Common 29990030 23161 612430 SH SOLE 612430 0 0 Evergreen Resources Common 29990030 2022 53120 SH SOLE 0 0 53120 Evergreen Resources Common 29990030 6258 165480 SH DEFINED 1 0 165480 0 Excel Technology Inc Common 30067T10 1784 100750 SH SOLE 100750 0 0 Excel Technology Inc Common 30067T10 1209 68200 SH SOLE 0 0 68200 Excel Technology Inc Common 30067T10 1623 92100 SH DEFINED 1 0 92100 0 Excel Technology Inc Common 30067T10 550 31200 SH DEFINED 1 0 31200 0 Excel Technology Inc Common 30067T10 2180 123700 SH DEFINED 2 0 0 123700 Exelon Corporation Common 30161N10 526483 8020138 SH SOLE 8020138 0 0 Exelon Corporation Common 30161N10 467826 7130020 SH SOLE 0 0 7130020 Exelon Corporation Common 30161N10 98068 1494939 SH DEFINED 1 0 1494939 0 Exelon Corporation Common 30161N10 10126 154037 SH DEFINED 1 0 154037 0 Exelon Corporation Common 30161N10 11434 174300 SH DEFINED 1 0 0 174300 Exelon Corporation Common 30161N10 2571 39436 SH DEFINED 2 0 39436 0 Exelon Corporation Common 30161N10 20896 318487 SH DEFINED 2 0 0 318487 Exelon Corporation Common 30161N10 232 3500 SH DEFINED 3 0 3500 0 Exelon Corporation Common 30161N10 1775 26775 SH DEFINED 3 0 26775 0 Exelon Corporation Common 30161N10 1711 26075 SH DEFINED 3 0 0 26075 Exelixis Inc Common 30161Q10 5612 645400 SH SOLE 645400 0 0 Exelixis Inc Common 30161Q10 3168 363600 SH SOLE 0 0 363600 Exelixis Inc Common 30161Q10 2121 244000 SH DEFINED 1 0 244000 0 Exfo Electro-Optical Common 30204310 45 1800 SH SOLE 1800 0 0 Exide Corp Common 30205110 3616 440000 SH SOLE 440000 0 0 Exide Corp Common 30205110 1312 160000 SH SOLE 0 0 160000 Exide Corp Common 30205110 2952 360000 SH DEFINED 2 0 0 360000 Exodus Communctns Common 30208810 127409 11838151 SH SOLE 11838151 0 0 Exodus Communctns Common 30208810 26811 2491904 SH SOLE 0 0 2491904 Exodus Communctns Common 30208810 24019 2234160 SH DEFINED 1 0 2234160 0 Exodus Communctns Common 30208810 269 25000 SH DEFINED 1 0 25000 0 Exodus Communctns Common 30208810 1093 102300 SH DEFINED 2 0 102300 0 Exodus Communctns Common 30208810 4786 445300 SH DEFINED 2 0 0 445300 Exodus Communctns Common 30208810 382 35200 SH DEFINED 3 0 35200 0 Exodus Communctns Common 30208810 397 36900 SH DEFINED 3 0 0 36900 Express Scripts Cl A Common 30218210 86680 1000000 SH SOLE 0 0 1000000 Ezenia! Inc Common 30231110 1120 811000 SH SOLE 811000 0 0 Ezenia! Inc Common 30231110 309 225000 SH SOLE 0 0 225000 Exxon Mobil Corp Common 30231G10 1413199 17438862 SH SOLE 17438862 0 0 Exxon Mobil Corp Common 30231G10 758295 9358821 SH SOLE 0 0 9358821 Exxon Mobil Corp Common 30231G10 203332 2510287 SH DEFINED 1 0 2510287 0 Exxon Mobil Corp Common 30231G10 18848 232000 SH DEFINED 1 0 232000 0 Exxon Mobil Corp Common 30231G10 22648 279600 SH DEFINED 1 0 0 279600 Exxon Mobil Corp Common 30231G10 3468 43100 SH DEFINED 2 0 43100 0 Exxon Mobil Corp Common 30231G10 29497 364100 SH DEFINED 2 0 0 364100 Exxon Mobil Corp Common 30231G10 638 7800 SH DEFINED 3 0 7800 0 Exxon Mobil Corp Common 30231G10 2259 27600 SH DEFINED 3 0 27600 0 Exxon Mobil Corp Common 30231G10 1985 24500 SH DEFINED 3 0 0 24500 FBL FINL GROUP CL A Common 30239F10 1103 70200 SH SOLE 70200 0 0 FBL FINL GROUP CL A Common 30239F10 654 41900 SH DEFINED 1 0 41900 0 FNB Finl Services Co Common 30252610 389 26300 SH SOLE 0 0 26300 FPL Group Inc Common 30257110 322263 5254844 SH SOLE 5254844 0 0 FPL Group Inc Common 30257110 379310 6186467 SH SOLE 0 0 6186467 FPL Group Inc Common 30257110 11707 190960 SH DEFINED 1 0 190960 0 FPL Group Inc Common 30257110 2812 45500 SH DEFINED 1 0 45500 0 FPL Group Inc Common 30257110 3047 49700 SH DEFINED 2 0 0 49700 FPL Group Inc Common 30257110 254 4100 SH DEFINED 3 0 4100 0 FNB Corp VA Common 30293010 24 1400 SH SOLE 1400 0 0 FNB Corp VA Common 30293010 148 8600 SH SOLE 0 0 8600 Falcon Products Inc Common 30607510 1209 153000 SH SOLE 153000 0 0 Falcon Products Inc Common 30607510 824 105000 SH SOLE 0 0 105000 Falcon Products Inc Common 30607510 706 90000 SH DEFINED 1 0 90000 0 Falcon Products Inc Common 30607510 2747 350000 SH DEFINED 2 0 0 350000 Family Dollar Stores Common 30700010 227089 8835902 SH SOLE 8835902 0 0 Family Dollar Stores Common 30700010 57676 2244100 SH SOLE 0 0 2244100 Family Dollar Stores Common 30700010 33563 1305900 SH DEFINED 1 0 1305900 0 Family Dollar Stores Common 30700010 9573 372500 SH DEFINED 1 0 0 372500 Family Dollar Stores Common 30700010 411 16000 SH DEFINED 2 0 0 16000 Farm Family Holdings Common 30790110 403 9000 SH SOLE 9000 0 0 Farm Family Holdings Common 30790110 3946 90000 SH DEFINED 2 0 0 90000 Faro Technologies Common 31164210 1630 650000 SH SOLE 650000 0 0 Faro Technologies Common 31164210 700 280000 SH SOLE 0 0 280000 Fastenal Co Common 31190010 7893 144750 SH SOLE 144750 0 0 Fastenal Co Common 31190010 1331 24450 SH SOLE 0 0 24450 Fastenal Co Common 31190010 1324 24300 SH DEFINED 1 0 24300 0 Freddie Mac Common 31340030 565 8700 SH SOLE 8700 0 0 Fannie Mae Common 31358610 52325 657200 SH SOLE 657200 0 0 Fannie Mae Common 31358610 14391 180800 SH SOLE 0 0 180800 Fannie Mae Common 31358610 41783 524910 SH DEFINED 1 0 524910 0 Fannie Mae Common 31358610 8692 109200 SH DEFINED 1 0 0 109200 Federal Rlty REIT Common 31374720 1616 82600 SH SOLE 82600 0 0 Federal Rlty REIT Common 31374720 2910 148800 SH DEFINED 1 0 148800 0 Federated Investrs B Common 31421110 10778 380200 SH SOLE 380200 0 0 Federated Investrs B Common 31421110 7 250 SH DEFINED 1 0 250 0 Felcor Lodging REIT Common 31430F10 14458 630000 SH SOLE 0 0 630000 Fidelity Fed Bancorp Common 31592110 355 202900 SH SOLE 0 0 202900 Fifth Third Bancorp Common 31677310 5664 106000 SH SOLE 106000 0 0 Fifth Third Bancorp Common 31677310 481 9000 SH DEFINED 1 0 9000 0 Filenet Common 31686910 905 57700 SH SOLE 57700 0 0 Filenet Common 31686910 1142 72800 SH DEFINED 1 0 72800 0 Financial Fed Corp Common 31749210 196 8000 SH SOLE 0 0 8000 First American Corp Common 31852230 361 13900 SH SOLE 13900 0 0 First American Corp Common 31852230 2028 78000 SH DEFINED 1 0 78000 0 First Citizens Cl A Common 31946M10 8265 80350 SH SOLE 80350 0 0 First Citizens Cl A Common 31946M10 6182 60300 SH SOLE 0 0 60300 First Citizens Cl A Common 31946M10 13695 133600 SH DEFINED 1 0 133600 0 First Comnty Bancorp Common 31983B10 134 6400 SH SOLE 6400 0 0 First Data Corp Common 31996310 420595 7027136 SH SOLE 7027136 0 0 First Data Corp Common 31996310 140251 2346574 SH SOLE 0 0 2346574 First Data Corp Common 31996310 111496 1867286 SH DEFINED 1 0 1867286 0 First Data Corp Common 31996310 872 14600 SH DEFINED 1 0 14600 0 First Data Corp Common 31996310 7649 128100 SH DEFINED 1 0 0 128100 First Data Corp Common 31996310 5348 90200 SH DEFINED 2 0 90200 0 First Data Corp Common 31996310 20190 338244 SH DEFINED 2 0 0 338244 First Data Corp Common 31996310 1291 21400 SH DEFINED 3 0 21400 0 First Data Corp Common 31996310 1594 26700 SH DEFINED 3 0 0 26700 First Essex Bancorp Common 32010310 3541 180000 SH SOLE 180000 0 0 First Essex Bancorp Common 32010310 1315 67000 SH SOLE 0 0 67000 First Essex Bancorp Common 32010310 628 32000 SH DEFINED 1 0 32000 0 First Fed Bncshs AK Common 32020F10 573 29400 SH SOLE 29400 0 0 First Fed Bncshs AK Common 32020F10 207 10700 SH SOLE 0 0 10700 First Fed Bncshs AK Common 32020F10 312 16100 SH DEFINED 1 0 16100 0 First Fed Bncshs AK Common 32020F10 1256 64800 SH DEFINED 2 0 0 64800 First Finl Bankshs Common 32020R10 2364 70900 SH SOLE 70900 0 0 First Finl Bankshs Common 32020R10 835 25100 SH DEFINED 2 0 0 25100 First Federal Bancsh Common 32021B10 2871 200600 SH SOLE 0 0 200600 First Finl Corp RI Common 32022110 598 43500 SH SOLE 0 0 43500 First Indiana Corp Common 32054R10 3098 117600 SH SOLE 117600 0 0 First Indiana Corp Common 32054R10 1103 42000 SH SOLE 0 0 42000 First Indiana Corp Common 32054R10 2211 84200 SH DEFINED 1 0 84200 0 First Indiana Corp Common 32054R10 3623 138000 SH DEFINED 2 0 0 138000 First Republic Bank Common 33615810 6776 307550 SH SOLE 307550 0 0 First Republic Bank Common 33615810 7217 327500 SH SOLE 0 0 327500 First Republic Bank Common 33615810 2112 96000 SH DEFINED 1 0 96000 0 First Republic Bank Common 33615810 825 37500 SH DEFINED 1 0 37500 0 First Republic Bank Common 33615810 3300 150000 SH DEFINED 2 0 0 150000 First United Corp Common 33741H10 108 8200 SH SOLE 8200 0 0 First United Corp Common 33741H10 636 48000 SH SOLE 0 0 48000 FirstFed Bancorp Inc Common 33761Q10 1890 252000 SH SOLE 0 0 252000 Fiserv Inc Common 33773810 29731 664603 SH SOLE 664603 0 0 Fiserv Inc Common 33773810 1162 26000 SH SOLE 0 0 26000 Fiserv Inc Common 33773810 1906 42600 SH DEFINED 1 0 42600 0 FirstFed Finl CorpDE Common 33790710 1713 61200 SH SOLE 61200 0 0 FirstFed Finl CorpDE Common 33790710 10685 381600 SH SOLE 0 0 381600 FirstFed Am Bcp Inc Common 33792910 4873 324600 SH SOLE 0 0 324600 FleetBoston Finl Crp Common 33903010 244121 6464097 SH SOLE 6464097 0 0 FleetBoston Finl Crp Common 33903010 45345 1199760 SH SOLE 0 0 1199760 FleetBoston Finl Crp Common 33903010 3461 91676 SH DEFINED 1 0 91676 0 FleetBoston Finl Crp Common 33903010 2231 58600 SH DEFINED 1 0 58600 0 FleetBoston Finl Crp Common 33903010 2775 73500 SH DEFINED 2 0 0 73500 FleetBoston Finl Crp Common 33903010 210 5500 SH DEFINED 3 0 5500 0 FloridaFirst Bancorp Common 34325810 1070 71300 SH SOLE 71300 0 0 FloridaFirst Bancorp Common 34325810 3637 242000 SH SOLE 0 0 242000 Fluor Corporation Common 34341210 7289 163800 SH SOLE 163800 0 0 Fluor Corporation Common 34341210 396 8900 SH DEFINED 1 0 8900 0 Flow International Common 34346810 2562 244000 SH SOLE 244000 0 0 Flow International Common 34346810 1628 155000 SH DEFINED 1 0 155000 0 Flow International Common 34346810 525 50000 SH DEFINED 1 0 50000 0 Flow International Common 34346810 2275 216700 SH DEFINED 2 0 0 216700 FEMSA SA ADR Common 34441910 10477 293700 SH SOLE 293700 0 0 FEMSA SA ADR Common 34441910 1974 55600 SH SOLE 0 0 55600 FEMSA SA ADR Common 34441910 7628 214800 SH DEFINED 1 0 214800 0 Ford Motor Company Common 34537086 111789 3975188 SH SOLE 3975188 0 0 Ford Motor Company Common 34537086 324580 11542718 SH SOLE 0 0 11542718 Ford Motor Company Common 34537086 37220 1323621 SH DEFINED 1 0 1323621 0 Ford Motor Company Common 34537086 4897 174132 SH DEFINED 1 0 174132 0 Ford Motor Company Common 34537086 9266 329530 SH DEFINED 1 0 0 329530 Forest Labs Inc Common 34583810 72689 1226922 SH SOLE 1226922 0 0 Forest Labs Inc Common 34583810 102724 1733700 SH SOLE 0 0 1733700 Forest Labs Inc Common 34583810 23651 399260 SH DEFINED 1 0 399260 0 Foster Wheeler Common 35024410 75662 4212500 SH SOLE 4212500 0 0 Foster Wheeler Common 35024410 20 1100 SH DEFINED 1 0 1100 0 Fox Entmnt Group A Common 35138T10 3209 163700 SH SOLE 163700 0 0 France Telecom ADR Common 35177Q10 10301 177300 SH SOLE 177300 0 0 France Telecom ADR Common 35177Q10 2097 35900 SH SOLE 0 0 35900 France Telecom ADR Common 35177Q10 23 400 SH DEFINED 1 0 400 0 Franklin Elec Common 35351410 924 12900 SH SOLE 12900 0 0 Franklin Resources Common 35461310 283847 7257430 SH SOLE 7257430 0 0 Franklin Resources Common 35461310 10489 268200 SH SOLE 0 0 268200 Franklin Resources Common 35461310 1205 30800 SH DEFINED 2 0 0 30800 Freeport-McMor Cop A Common 35671D10 30045 2545460 SH SOLE 2545460 0 0 Freeport-McMor Cop A Common 35671D10 1576 132600 SH SOLE 0 0 132600 Freeport-McMor Cop A Common 35671D10 3938 335170 SH DEFINED 1 0 335170 0 Freeport-McMor Cop A Common 35671D10 823 70100 SH DEFINED 1 0 70100 0 Freeport-McMor Cop A Common 35671D10 1419 121500 SH DEFINED 2 0 121500 0 Freeport-McMor Cop A Common 35671D10 1745 148400 SH DEFINED 2 0 0 148400 Freeport-McMor Cop A Common 35671D10 148 12600 SH DEFINED 3 0 0 12600 Freeport-McMoran ClB Common 35671D85 86877 6644130 SH SOLE 6644130 0 0 Freeport-McMoran ClB Common 35671D85 7907 605200 SH SOLE 0 0 605200 Freeport-McMoran ClB Common 35671D85 6840 524100 SH DEFINED 1 0 524100 0 Freeport-McMoran ClB Common 35671D85 1093 84400 SH DEFINED 2 0 84400 0 Freeport-McMoran ClB Common 35671D85 2452 187900 SH DEFINED 2 0 0 187900 Freeport-McMoran ClB Common 35671D85 397 30100 SH DEFINED 3 0 30100 0 Freeport-McMoran ClB Common 35671D85 236 18100 SH DEFINED 3 0 0 18100 Fresenius MedPfd ADR Common 35802920 8936 579300 SH SOLE 579300 0 0 Fresenius MedPfd ADR Common 35802920 10612 691300 SH SOLE 0 0 691300 Fresenius MedPfd ADR Common 35802920 71 4600 SH DEFINED 1 0 4600 0 Fresenius MedPfd ADR Common 35802920 206 13500 SH DEFINED 2 0 13500 0 Friede Goldman Hlter 358430AA 1386 5000000 PRN SOLE 5000000 0 0 Frontier Airlines Common 35906510 5705 468050 SH SOLE 468050 0 0 Frontier Airlines Common 35906510 22 1800 SH DEFINED 1 0 1800 0 FuelCell Energy Inc Common 35952H10 18313 362400 SH SOLE 362400 0 0 FuelCell Energy Inc Common 35952H10 2389 47300 SH SOLE 0 0 47300 FuelCell Energy Inc Common 35952H10 3232 64000 SH DEFINED 1 0 64000 0 Fuji Photo Ltd ADR Common 35958630 139 3700 SH SOLE 3700 0 0 Fuller HB Common 35969410 1683 39800 SH SOLE 39800 0 0 Fuller HB Common 35969410 1179 28000 SH SOLE 0 0 28000 Fuller HB Common 35969410 1533 36400 SH DEFINED 1 0 36400 0 Furniture Brnds Intl Common 36092110 22715 957200 SH SOLE 957200 0 0 Furniture Brnds Intl Common 36092110 25240 1065000 SH SOLE 0 0 1065000 Furniture Brnds Intl Common 36092110 22882 965500 SH DEFINED 1 0 965500 0 G & K Services Inc A Common 36126810 13681 686055 SH SOLE 686055 0 0 G & K Services Inc A Common 36126810 2133 107000 SH SOLE 0 0 107000 G & K Services Inc A Common 36126810 2722 136500 SH DEFINED 1 0 136500 0 GPU Inc Common 36225X10 40687 1252300 SH SOLE 0 0 1252300 Galileo Intl Inc Common 36354710 9038 412700 SH SOLE 412700 0 0 Galileo Intl Inc Common 36354710 499 22800 SH DEFINED 1 0 22800 0 Gallagher Arthur J Common 36357610 5542 199300 SH SOLE 199300 0 0 Gallagher Arthur J Common 36357610 3878 140000 SH SOLE 0 0 140000 Gallagher Arthur J Common 36357610 4845 174900 SH DEFINED 1 0 174900 0 Gannett Co Common 36473010 587343 9832607 SH SOLE 9832607 0 0 Gannett Co Common 36473010 306513 5130778 SH SOLE 0 0 5130778 Gannett Co Common 36473010 46342 776010 SH DEFINED 1 0 776010 0 Gannett Co Common 36473010 8108 135300 SH DEFINED 1 0 135300 0 Gannett Co Common 36473010 3242 54292 SH DEFINED 1 0 0 54292 Gannett Co Common 36473010 1234 20800 SH DEFINED 2 0 20800 0 Gannett Co Common 36473010 4397 73600 SH DEFINED 2 0 0 73600 Gannett Co Common 36473010 332 5500 SH DEFINED 3 0 5500 0 Gardner Denver Inc Common 36555810 3928 200000 SH SOLE 200000 0 0 Gardner Denver Inc Common 36555810 1431 73000 SH SOLE 0 0 73000 Gardner Denver Inc Common 36555810 2254 115000 SH DEFINED 1 0 115000 0 Gardner Denver Inc Common 36555810 588 30000 SH DEFINED 1 0 30000 0 Gardner Denver Inc Common 36555810 3156 161000 SH DEFINED 2 0 0 161000 Gartner Inc Common 36665110 23995 3558900 SH SOLE 3558900 0 0 Gartner Inc Common 36665110 10741 1593700 SH SOLE 0 0 1593700 Gartner Inc Common 36665110 2545 377600 SH DEFINED 1 0 377600 0 Gartner Inc B Common 36665120 420 66700 SH SOLE 66700 0 0 Gartner Inc B Common 36665120 2349 372900 SH DEFINED 1 0 372900 0 Gaylord Container A Common 36814510 6 5000 SH SOLE 5000 0 0 Genaera Corporation Common 36867G10 203 66000 SH SOLE 66000 0 0 Genaera Corporation Common 36867G10 4294 1401900 SH SOLE 0 0 1401900 Genaera Corporation Common 36867G10 4256 1389500 SH DEFINED 1 0 1389500 0 Genaera Corporation Common 36867G10 86 28200 SH DEFINED 2 0 0 28200 Gene Logic Inc Common 36868910 9891 589900 SH SOLE 589900 0 0 Gene Logic Inc Common 36868910 16356 976100 SH SOLE 0 0 976100 Gene Logic Inc Common 36868910 15122 902800 SH DEFINED 1 0 902800 0 Gene Logic Inc Common 36868910 94 5600 SH DEFINED 2 0 0 5600 Genentech Inc Common 36871040 60600 1200000 SH SOLE 0 0 1200000 General Cable Corp Common 36930010 7060 650700 SH SOLE 650700 0 0 General Cable Corp Common 36930010 49 4500 SH DEFINED 1 0 4500 0 General Communctns A Common 36938510 1157 128100 SH SOLE 128100 0 0 General Communctns A Common 36938510 881 97900 SH SOLE 0 0 97900 General Communctns A Common 36938510 1129 125500 SH DEFINED 1 0 125500 0 General Electric Co Common 36960410 763359 18192043 SH SOLE 18192043 0 0 General Electric Co Common 36960410 211008 5033202 SH SOLE 0 0 5033202 General Electric Co Common 36960410 251358 6004730 SH DEFINED 1 0 6004730 0 General Electric Co Common 36960410 4439 105300 SH DEFINED 1 0 105300 0 General Electric Co Common 36960410 10641 254200 SH DEFINED 1 0 0 254200 General Electric Co Common 36960410 11524 277300 SH DEFINED 2 0 277300 0 General Electric Co Common 36960410 51472 1230040 SH DEFINED 2 0 0 1230040 General Electric Co Common 36960410 351 8300 SH DEFINED 3 0 8300 0 General Electric Co Common 36960410 3685 87100 SH DEFINED 3 0 87100 0 General Electric Co Common 36960410 3811 91050 SH DEFINED 3 0 0 91050 General Mills Inc Common 37033410 209843 4876800 SH SOLE 4876800 0 0 General Mills Inc Common 37033410 49978 1160820 SH SOLE 0 0 1160820 General Mills Inc Common 37033410 3058 71100 SH DEFINED 1 0 71100 0 General Mills Inc Common 37033410 2449 56500 SH DEFINED 1 0 56500 0 General Mills Inc Common 37033410 1355 31500 SH DEFINED 2 0 0 31500 General Mills Inc Common 37033410 226 5200 SH DEFINED 3 0 5200 0 General Motors Corp Common 37044210 6061 116900 SH SOLE 116900 0 0 General Motors Corp Common 37044210 106644 2056785 SH SOLE 0 0 2056785 General Motors Corp Common 37044210 41 800 SH DEFINED 1 0 800 0 General Motors H Common 37044283 202062 10352143 SH SOLE 10352143 0 0 General Motors H Common 37044283 94528 4846344 SH SOLE 0 0 4846344 General Motors H Common 37044283 3754 192499 SH DEFINED 1 0 192499 0 General Motors H Common 37044283 1995 102300 SH DEFINED 1 0 102300 0 General Motors H Common 37044283 2741 140577 SH DEFINED 1 0 0 140577 General Motors H Common 37044283 754 39000 SH DEFINED 2 0 39000 0 General Motors H Common 37044283 1734 89000 SH DEFINED 2 0 0 89000 General Semiconduct Common 37078710 466 49200 SH SOLE 49200 0 0 General Semiconduct Common 37078710 35689 3768600 SH SOLE 0 0 3768600 General Semiconduct Common 37078710 116 12300 SH DEFINED 1 0 12300 0 Genesco Inc Common 37153210 11814 431000 SH SOLE 431000 0 0 Genesco Inc Common 37153210 772 28200 SH SOLE 0 0 28200 Genesco Inc Common 37153210 1029 37600 SH DEFINED 1 0 37600 0 Gentex Corp Common 37190110 2867 123600 SH SOLE 123600 0 0 Gentex Corp Common 37190110 1830 79100 SH SOLE 0 0 79100 Gentex Corp Common 37190110 2299 99400 SH DEFINED 1 0 99400 0 Genomica Corp Common 37243Q10 816 197900 SH SOLE 197900 0 0 Genomica Corp Common 37243Q10 63 14700 SH SOLE 0 0 14700 Genset SP ADR Common 37244T10 1506 370600 SH SOLE 370600 0 0 Genset SP ADR Common 37244T10 63 15400 SH SOLE 0 0 15400 Genset SP ADR Common 37244T10 449 110500 SH DEFINED 1 0 110500 0 Genset SP ADR Common 37244T10 19 4600 SH DEFINED 2 0 0 4600 Genuine Parts Common 37246010 363 14000 SH SOLE 14000 0 0 Genuine Parts Common 37246010 7646 295100 SH DEFINED 1 0 295100 0 GenVec Inc Common 37246C10 591 112600 SH SOLE 112600 0 0 GenVec Inc Common 37246C10 240 45700 SH SOLE 0 0 45700 GenVec Inc Common 37246C10 4124 785700 SH DEFINED 1 0 785700 0 GenVec Inc Common 37246C10 210 40000 SH DEFINED 2 0 0 40000 Genuity Inc Common 37248E10 6468 3000000 SH SOLE 3000000 0 0 Genzyme Corp General Common 37291710 210975 2332842 SH SOLE 2332842 0 0 Genzyme Corp General Common 37291710 336768 3727674 SH SOLE 0 0 3727674 Genzyme Corp General Common 37291710 120784 1337148 SH DEFINED 1 0 1337148 0 Genzyme Corp General Common 37291710 979 10840 SH DEFINED 1 0 10840 0 Genzyme Corp General Common 37291710 2171 24200 SH DEFINED 2 0 24200 0 Genzyme Corp General Common 37291710 19446 215227 SH DEFINED 2 0 0 215227 Genzyme Corp General Common 37291710 1570 17200 SH DEFINED 3 0 17200 0 Genzyme Corp General Common 37291710 1620 17930 SH DEFINED 3 0 0 17930 Genzyme Molecular Common 37291750 861 104435 SH SOLE 104435 0 0 Genzyme Molecular Common 37291750 609 73865 SH SOLE 0 0 73865 Genzyme Molecular Common 37291750 3641 441414 SH DEFINED 1 0 441414 0 Genzyme Molecular Common 37291750 198 23985 SH DEFINED 2 0 0 23985 Genzyme-BioSurgery Common 37291770 14236 2575162 SH SOLE 2575162 0 0 Genzyme-BioSurgery Common 37291770 2747 496832 SH SOLE 0 0 496832 Genzyme-BioSurgery Common 37291770 4365 793784 SH DEFINED 1 0 793784 0 Genzyme-BioSurgery Common 37291770 179 32817 SH DEFINED 2 0 32817 0 Genzyme-BioSurgery Common 37291770 132 23995 SH DEFINED 2 0 0 23995 Getty Images Inc Common 37427610 3972 246300 SH SOLE 246300 0 0 Getty Images Inc Common 37427610 13 800 SH DEFINED 1 0 800 0 Gilead Sciences Inc Common 37555810 209318 6438178 SH SOLE 6438178 0 0 Gilead Sciences Inc Common 37555810 167044 5139422 SH SOLE 0 0 5139422 Gilead Sciences Inc Common 37555810 47451 1459976 SH DEFINED 1 0 1459976 0 Gilead Sciences Inc Common 37555810 2044 62900 SH DEFINED 1 0 0 62900 Gilead Sciences Inc Common 37555810 553 17028 SH DEFINED 2 0 0 17028 Gillette Co Common 37576610 231 7400 SH SOLE 7400 0 0 Gillette Co Common 37576610 355 11400 SH SOLE 0 0 11400 Glacier Bancorp Inc Common 37637Q10 111 7600 SH SOLE 7600 0 0 Glacier Bancorp Inc Common 37637Q10 65 4400 SH SOLE 0 0 4400 GlaxoSmithKline ADR Common 37733W10 43039 814030 SH SOLE 814030 0 0 GlaxoSmithKline ADR Common 37733W10 396468 7578658 SH SOLE 0 0 7578658 GlaxoSmithKline ADR Common 37733W10 7979 152567 SH DEFINED 1 0 152567 0 GlaxoSmithKline ADR Common 37733W10 478 9217 SH DEFINED 2 0 9217 0 GlaxoSmithKline ADR Common 37733W10 1892 36443 SH DEFINED 2 0 36443 0 GlaxoSmithKline ADR Common 37733W10 1714 32846 SH DEFINED 2 0 0 32846 Global Payments Inc Common 37940X10 1152 62240 SH SOLE 62240 0 0 Global Payments Inc Common 37940X10 2691 145440 SH SOLE 0 0 145440 Global Payments Inc Common 37940X10 1835 99200 SH DEFINED 1 0 99200 0 Golden State Bancorp Common 38119710 307 11000 SH SOLE 11000 0 0 Golden State Bancorp Common 38119710 70 2500 SH DEFINED 1 0 2500 0 Golden State Bancorp 38119713 0 1 PRN SOLE 0 0 1 Golden West Finl Common 38131710 292 4500 SH SOLE 4500 0 0 Golden West Finl Common 38131710 195239 3008300 SH SOLE 0 0 3008300 Golden West Finl Common 38131710 71 1100 SH DEFINED 1 0 1100 0 Golden West Finl Common 38131710 1681 25900 SH DEFINED 2 0 0 25900 Goldman Sachs Group Common 38141G10 228676 2686530 SH SOLE 2686530 0 0 Goldman Sachs Group Common 38141G10 45915 539560 SH SOLE 0 0 539560 Goldman Sachs Group Common 38141G10 28662 336800 SH DEFINED 1 0 336800 0 Goldman Sachs Group Common 38141G10 5855 68800 SH DEFINED 1 0 0 68800 Goldman Sachs Group Common 38141G10 6170 72500 SH DEFINED 2 0 0 72500 Goldman Sachs Group Common 38141G10 568 6600 SH DEFINED 3 0 6600 0 Goldman Sachs Group Common 38141G10 579 6800 SH DEFINED 3 0 0 6800 Graco Inc Common 38410910 262 9350 SH SOLE 9350 0 0 Graco Inc Common 38410910 25 900 SH DEFINED 1 0 900 0 Grainger WW Common 38480210 82321 2431760 SH SOLE 2431760 0 0 Grainger WW Common 38480210 1300 38400 SH DEFINED 1 0 38400 0 Grainger WW Common 38480210 2657 78500 SH DEFINED 1 0 78500 0 Granite Construction Common 38732810 21966 646100 SH SOLE 646100 0 0 Granite Construction Common 38732810 15359 452000 SH SOLE 0 0 452000 Granite Construction Common 38732810 12270 361100 SH DEFINED 1 0 361100 0 Grant Prideco Inc Common 38821G10 63326 3681800 SH SOLE 3681800 0 0 Grant Prideco Inc Common 38821G10 28 1600 SH SOLE 0 0 1600 Grant Prideco Inc Common 38821G10 6968 405060 SH DEFINED 1 0 405060 0 Great Lakes REIT Inc Common 39075210 6326 373600 SH SOLE 373600 0 0 Great Lakes REIT Inc Common 39075210 3638 214900 SH SOLE 0 0 214900 Great Lakes REIT Inc Common 39075210 4106 242500 SH DEFINED 1 0 242500 0 Group 1 Automotive Common 39890510 41 3300 SH SOLE 3300 0 0 Group 1 Automotive Common 39890510 40 3200 SH SOLE 0 0 3200 Groupe Danone ADR Common 39944910 137 5400 SH SOLE 5400 0 0 Grupo Imsa SA ADR Common 40048T10 855 125700 SH SOLE 125700 0 0 Grupo Imsa SA ADR Common 40048T10 61 9000 SH DEFINED 1 0 9000 0 Grupo Televisa GDS Common 40049J20 1246 37300 SH SOLE 37300 0 0 Grupo Televisa GDS Common 40049J20 20 600 SH DEFINED 1 0 600 0 Guess Inc Common 40161710 704 113600 SH SOLE 113600 0 0 Guilford Pharm Common 40182910 749 40500 SH SOLE 40500 0 0 Guilford Pharm Common 40182910 607 32800 SH SOLE 0 0 32800 Guilford Pharm Common 40182910 3632 196300 SH DEFINED 1 0 196300 0 Guilford Pharm Common 40182910 263 14200 SH DEFINED 2 0 0 14200 Guitar Center Inc Common 40204010 7372 417100 SH SOLE 417100 0 0 Guitar Center Inc Common 40204010 2589 145900 SH SOLE 0 0 145900 Guitar Center Inc Common 40204010 3476 197200 SH DEFINED 1 0 197200 0 Guitar Center Inc Common 40204010 1172 66500 SH DEFINED 1 0 66500 0 Guitar Center Inc Common 40204010 4632 262800 SH DEFINED 2 0 0 262800 Gulf Indonesia Res Common 40228410 6695 753900 SH SOLE 753900 0 0 Gymboree Corp Common 40377710 7520 752030 SH SOLE 752030 0 0 Gymboree Corp Common 40377710 30 3020 SH SOLE 0 0 3020 Gymboree Corp Common 40377710 2591 259060 SH DEFINED 1 0 259060 0 HCA Healthcare Corp Common 40411910 282402 7005180 SH SOLE 7005180 0 0 HCA Healthcare Corp Common 40411910 496923 12337120 SH SOLE 0 0 12337120 HCA Healthcare Corp Common 40411910 26112 648400 SH DEFINED 1 0 648400 0 HCA Healthcare Corp Common 40411910 2574 63400 SH DEFINED 1 0 63400 0 HCA Healthcare Corp Common 40411910 1095 27400 SH DEFINED 2 0 27400 0 HCA Healthcare Corp Common 40411910 1434 35600 SH DEFINED 2 0 0 35600 HCA Healthcare Corp Common 40411910 244 6000 SH DEFINED 3 0 6000 0 HFB Financial Corp Common 40417C10 227 19999 SH SOLE 0 0 19999 HNC Software Common 40425P10 1049 59700 SH SOLE 59700 0 0 HNC Software Common 40425P10 2002 114000 SH DEFINED 1 0 114000 0 HSBC Holdings ADR Common 40428040 11 180 SH DEFINED 1 0 180 0 HS Resources Inc Common 40429710 18494 410400 SH SOLE 410400 0 0 HS Resources Inc Common 40429710 8952 198900 SH SOLE 0 0 198900 HS Resources Inc Common 40429710 17173 381600 SH DEFINED 1 0 381600 0 Haemonetics Corp MA Common 40502410 25931 779096 SH SOLE 779096 0 0 Haemonetics Corp MA Common 40502410 69429 2097600 SH SOLE 0 0 2097600 Haemonetics Corp MA Common 40502410 3124 94350 SH DEFINED 1 0 94350 0 Haemonetics Corp MA Common 40502410 657 20000 SH DEFINED 2 0 20000 0 Hain Celestial Group Common 40521710 31424 1081700 SH SOLE 1081700 0 0 Hain Celestial Group Common 40521710 13038 449500 SH SOLE 0 0 449500 Hain Celestial Group Common 40521710 9786 337400 SH DEFINED 1 0 337400 0 Halliburton Co Common 40621610 11647 317000 SH SOLE 317000 0 0 Halliburton Co Common 40621610 111736 3040300 SH SOLE 0 0 3040300 Halliburton Co Common 40621610 731 19900 SH DEFINED 1 0 19900 0 Halliburton Co Common 40621610 356 9700 SH DEFINED 1 0 9700 0 Halliburton Co Common 40621610 1841 50100 SH DEFINED 1 0 0 50100 Hallwood Energy Corp Common 40636X10 4496 363800 SH SOLE 363800 0 0 Hallwood Energy Corp Common 40636X10 650 52700 SH SOLE 0 0 52700 Hallwood Energy Corp Common 40636X10 1945 157700 SH DEFINED 1 0 157700 0 Hallwood Energy Corp Common 40636X10 4315 350000 SH DEFINED 2 0 0 350000 John Hancock Opp Fd Common 40973510 1751 219100 SH SOLE 219100 0 0 Handleman Co Common 41025210 4353 435800 SH SOLE 435800 0 0 Handleman Co Common 41025210 1470 147400 SH SOLE 0 0 147400 Handleman Co Common 41025210 708 71000 SH DEFINED 1 0 71000 0 Handleman Co Common 41025210 2991 300000 SH DEFINED 2 0 0 300000 Handspring Inc Common 41029310 63447 5446205 SH SOLE 5446205 0 0 Handspring Inc Common 41029310 13341 1146040 SH SOLE 0 0 1146040 Handspring Inc Common 41029310 10240 880920 SH DEFINED 1 0 880920 0 Handspring Inc Common 41029310 512 44400 SH DEFINED 2 0 44400 0 Handspring Inc Common 41029310 3626 312000 SH DEFINED 2 0 0 312000 Handspring Inc Common 41029310 341 29000 SH DEFINED 3 0 29000 0 Handspring Inc Common 41029310 295 25400 SH DEFINED 3 0 0 25400 Hamni Financial Corp Common 41049510 803 47600 SH SOLE 47600 0 0 Hamni Financial Corp Common 41049510 4838 286702 SH SOLE 0 0 286702 Hanover Compressor Common 41076810 27505 867671 SH SOLE 867671 0 0 Hanover Compressor Common 41076810 1677 52900 SH SOLE 0 0 52900 Hanover Compressor Common 41076810 4724 149020 SH DEFINED 1 0 149020 0 Harcourt General Inc Common 41163G10 317 5700 SH SOLE 5700 0 0 Harcourt General Inc Common 41163G10 4442 79800 SH DEFINED 1 0 79800 0 Harrah's Entmt Common 41361910 521 17700 SH SOLE 17700 0 0 Harrah's Entmt Common 41361910 4391 149200 SH DEFINED 1 0 149200 0 Hartford Finl Svcs Common 41651510 82313 1393300 SH SOLE 1393300 0 0 Hartford Finl Svcs Common 41651510 180703 3061600 SH SOLE 0 0 3061600 Hartford Finl Svcs Common 41651510 29106 493300 SH DEFINED 1 0 493300 0 Hartford Finl Svcs Common 41651510 8412 142300 SH DEFINED 1 0 142300 0 Hartford Finl Svcs Common 41651510 2903 49200 SH DEFINED 2 0 0 49200 Hartford Finl Svcs Common 41651510 203 3400 SH DEFINED 3 0 3400 0 Hasbro Inc Common 41805610 25 1900 SH DEFINED 1 0 1900 0 Haverty Furniture Common 41959610 1347 97900 SH SOLE 97900 0 0 Haverty Furniture Common 41959610 949 69300 SH SOLE 0 0 69300 Haverty Furniture Common 41959610 1221 89100 SH DEFINED 1 0 89100 0 Hawk Corp A Common 42008910 2378 329000 SH SOLE 329000 0 0 Hawk Corp A Common 42008910 540 75000 SH SOLE 0 0 75000 Hawk Corp A Common 42008910 2650 368000 SH DEFINED 1 0 368000 0 Hawk Corp A Common 42008910 756 105000 SH DEFINED 1 0 105000 0 Hawthorne Finl Corp Common 42054210 840 49400 SH SOLE 49400 0 0 Hawthorne Finl Corp Common 42054210 3383 199000 SH SOLE 0 0 199000 Healthcare Services Common 42190610 3504 475000 SH SOLE 475000 0 0 Healthcare Services Common 42190610 553 75000 SH SOLE 0 0 75000 Healthcare Services Common 42190610 2914 395050 SH DEFINED 1 0 395050 0 Healthcare Services Common 42190610 811 110000 SH DEFINED 1 0 110000 0 Healthsouth Corp Common 42192410 53121 4112900 SH SOLE 4112900 0 0 Healthsouth Corp Common 42192410 117823 9140300 SH SOLE 0 0 9140300 Healthsouth Corp Common 42192410 3829 297100 SH DEFINED 1 0 297100 0 Healthsouth Corp Common 42192410 739 57800 SH DEFINED 2 0 57800 0 Health Mgmt Assoc A Common 42193310 62622 4027000 SH SOLE 4027000 0 0 Health Mgmt Assoc A Common 42193310 1625 102900 SH SOLE 0 0 102900 Health Mgmt Assoc A Common 42193310 15935 1024800 SH DEFINED 1 0 1024800 0 Headwaters Inc Common 42210P10 1277 200400 SH SOLE 200400 0 0 Headwaters Inc Common 42210P10 31 4900 SH DEFINED 1 0 4900 0 Hlthcare Recoveries Common 42220K10 68 16500 SH SOLE 16500 0 0 Health Net Inc Common 42222G10 59321 2872000 SH SOLE 2872000 0 0 Health Net Inc Common 42222G10 174487 8466060 SH SOLE 0 0 8466060 Health Net Inc Common 42222G10 13932 676000 SH DEFINED 1 0 676000 0 Health Net Inc Common 42222G10 2061 100000 SH DEFINED 2 0 0 100000 Heartland Express Common 42234710 3885 153600 SH SOLE 153600 0 0 Heartland Express Common 42234710 1222 48400 SH SOLE 0 0 48400 Heartland Express Common 42234710 659 26100 SH DEFINED 1 0 26100 0 Heartland Express Common 42234710 2545 100800 SH DEFINED 2 0 0 100800 Heinz HJ Co Common 42307410 46929 1167400 SH SOLE 0 0 1167400 Helix Technology Common 42331910 21225 903050 SH SOLE 903050 0 0 Helix Technology Common 42331910 3302 140600 SH SOLE 0 0 140600 Helix Technology Common 42331910 5333 227100 SH DEFINED 1 0 227100 0 Helix Technology Common 42331910 625 26600 SH DEFINED 1 0 26600 0 Helix Technology Common 42331910 2447 104200 SH DEFINED 2 0 0 104200 Hellenic Telecom ADR Common 42332530 986 149300 SH DEFINED 1 0 149300 0 Heller Financial A Common 42332810 89664 2550900 SH SOLE 2550900 0 0 Heller Financial A Common 42332810 9156 260500 SH SOLE 0 0 260500 Heller Financial A Common 42332810 1108 31500 SH DEFINED 1 0 31500 0 Helmerich & Payne Common 42345210 87633 1890089 SH SOLE 1890089 0 0 Helmerich & Payne Common 42345210 20672 446100 SH SOLE 0 0 446100 Helmerich & Payne Common 42345210 52105 1125380 SH DEFINED 1 0 1125380 0 Helmerich & Payne Common 42345210 648 14000 SH DEFINED 1 0 14000 0 Helmerich & Payne Common 42345210 1496 32500 SH DEFINED 2 0 32500 0 Helmerich & Payne Common 42345210 150 3200 SH DEFINED 2 0 0 3200 Herbalife Intl Inc A Common 42690820 693 95000 SH SOLE 95000 0 0 Hewlett-Packard Co Common 42823610 214821 6862925 SH SOLE 6862925 0 0 Hewlett-Packard Co Common 42823610 260794 8339060 SH SOLE 0 0 8339060 Hewlett-Packard Co Common 42823610 32371 1035210 SH DEFINED 1 0 1035210 0 Hewlett-Packard Co Common 42823610 5066 162000 SH DEFINED 1 0 162000 0 Hewlett-Packard Co Common 42823610 3371 107800 SH DEFINED 1 0 0 107800 Hewlett-Packard Co Common 42823610 791 25500 SH DEFINED 2 0 25500 0 Hewlett-Packard Co Common 42823610 10271 328500 SH DEFINED 2 0 0 328500 Hewlett-Packard Co Common 42823610 725 23200 SH DEFINED 3 0 0 23200 Hexcel Corp Common 42829110 6291 632000 SH SOLE 632000 0 0 Hexcel Corp 428291AA 3874 4121000 PRN SOLE 4121000 0 0 Hexcel Corp 428291AA 1316 1400000 PRN SOLE 0 0 1400000 Hexcel Corp 428291AA 705 750000 PRN DEFINED 1 0 750000 0 Hexcel Corp 428291AA 2820 3000000 PRN DEFINED 2 0 0 3000000 High Country Bancorp Common 42965Q10 164 11000 SH SOLE 11000 0 0 High Country Bancorp Common 42965Q10 209 14000 SH SOLE 0 0 14000 Hollywood Entmt Corp Common 43614110 1613 737200 SH SOLE 737200 0 0 Home Federal Bcp In Common 43692610 1017 58300 SH SOLE 58300 0 0 Home Federal Bcp In Common 43692610 585 33800 SH DEFINED 1 0 33800 0 Home Depot Inc Common 43707610 467538 10830245 SH SOLE 10830245 0 0 Home Depot Inc Common 43707610 190911 4424907 SH SOLE 0 0 4424907 Home Depot Inc Common 43707610 91595 2125160 SH DEFINED 1 0 2125160 0 Home Depot Inc Common 43707610 3697 85150 SH DEFINED 1 0 85150 0 Home Depot Inc Common 43707610 3728 87100 SH DEFINED 2 0 87100 0 Home Depot Inc Common 43707610 22391 519600 SH DEFINED 2 0 0 519600 Home Depot Inc Common 43707610 305 7000 SH DEFINED 3 0 7000 0 Home Depot Inc Common 43707610 1302 29900 SH DEFINED 3 0 29900 0 Home Depot Inc Common 43707610 1543 35800 SH DEFINED 3 0 0 35800 HomeStore.com Inc Common 43785210 21482 903300 SH SOLE 903300 0 0 HomeStore.com Inc Common 43785210 12678 533800 SH SOLE 0 0 533800 HomeStore.com Inc Common 43785210 6128 258000 SH DEFINED 1 0 258000 0 Honda Motor Ltd ADR Common 43812830 2 20 SH DEFINED 1 0 20 0 Honeywell Intl Inc Common 43851610 2843 69212 SH SOLE 69212 0 0 Honeywell Intl Inc Common 43851610 6052 148200 SH SOLE 0 0 148200 Honeywell Intl Inc Common 43851610 14390 352700 SH DEFINED 1 0 352700 0 Honeywell Intl Inc Common 43851610 652 16100 SH DEFINED 2 0 16100 0 Honeywell Intl Inc Common 43851610 74 1787 SH DEFINED 2 0 0 1787 Hooper Holmes Inc Common 43910410 198 23100 SH SOLE 23100 0 0 Horace Mann Educator Common 44032710 715 40000 SH SOLE 0 0 40000 Horizon Offshore Inc Common 44043J10 5009 201800 SH SOLE 201800 0 0 Horizon Offshore Inc Common 44043J10 1446 58000 SH SOLE 0 0 58000 Horizon Offshore Inc Common 44043J10 2960 119600 SH DEFINED 1 0 119600 0 Horizon Offshore Inc Common 44043J10 1022 41300 SH DEFINED 1 0 41300 0 Horizon Offshore Inc Common 44043J10 4044 163400 SH DEFINED 2 0 0 163400 Hormel Foods Corp Common 44045210 16538 849000 SH SOLE 849000 0 0 Host Marriott REIT Common 44107P10 2816 241100 SH SOLE 241100 0 0 Host Marriott REIT Common 44107P10 3753 321300 SH DEFINED 1 0 321300 0 Hot Topic Inc Common 44133910 15027 536600 SH SOLE 536600 0 0 Hot Topic Inc Common 44133910 922 32900 SH SOLE 0 0 32900 Hot Topic Inc Common 44133910 4555 162700 SH DEFINED 1 0 162700 0 Hot Topic Inc Common 44133910 140 5000 SH DEFINED 1 0 5000 0 Hot Topic Inc Common 44133910 3016 107700 SH DEFINED 2 0 0 107700 Hotel Reservation Common 44145110 2765 107000 SH SOLE 107000 0 0 Hotel Reservation Common 44145110 2117 82200 SH SOLE 0 0 82200 Hotel Reservation Common 44145110 2184 84800 SH DEFINED 1 0 84800 0 Household Intl Common 44181510 5074 85600 SH SOLE 85600 0 0 Household Intl Common 44181510 2050 34600 SH DEFINED 1 0 34600 0 Household Intl Common 44181510 4348 73400 SH DEFINED 1 0 73400 0 Huaneng Pwr Intl ADR Common 44330410 80 3700 SH SOLE 3700 0 0 Hudson United Bancrp Common 44416510 186 8181 SH SOLE 8181 0 0 Hudson United Bancrp Common 44416510 722 31876 SH SOLE 0 0 31876 Hudson United Bancrp Common 44416510 509 22401 SH DEFINED 1 0 22401 0 Hugoton Royalty TrUt Common 44471710 71 4600 SH DEFINED 1 0 4600 0 Humana Inc Common 44485910 19315 1837600 SH SOLE 1837600 0 0 Humana Inc Common 44485910 122555 11694100 SH SOLE 0 0 11694100 Humana Inc Common 44485910 121 11500 SH DEFINED 1 0 11500 0 Humana Inc Common 44485910 403 38700 SH DEFINED 2 0 38700 0 Human Genome Science Common 44490310 13760 299120 SH SOLE 299120 0 0 Human Genome Science Common 44490310 2815 61200 SH SOLE 0 0 61200 Human Genome Science Common 44490310 2457 53420 SH DEFINED 1 0 53420 0 Humprey Hospity REIT Common 44546710 1519 405000 SH SOLE 405000 0 0 Humprey Hospity REIT Common 44546710 330 88000 SH SOLE 0 0 88000 Humprey Hospity REIT Common 44546710 263 70000 SH DEFINED 1 0 70000 0 Hurco Co Inc Common 44732410 322 90000 SH SOLE 90000 0 0 Hurco Co Inc Common 44732410 1768 505000 SH DEFINED 1 0 505000 0 Hurco Co Inc Common 44732410 175 50000 SH DEFINED 1 0 50000 0 Hydril Company Common 44877410 2745 120000 SH DEFINED 1 0 120000 0 Hydril Company Common 44877410 4003 175000 SH DEFINED 2 0 0 175000 Hydrogenics Corp Common 44888210 2333 599800 SH SOLE 599800 0 0 Hydrogenics Corp Common 44888210 1116 291800 SH SOLE 0 0 291800 Hydrogenics Corp Common 44888210 64 16800 SH DEFINED 1 0 16800 0 Hydrogenics Corp Common 44888210 259 69000 SH DEFINED 2 0 69000 0 Hydrogenics Corp Common 44888210 261 69200 SH DEFINED 2 0 0 69200 IBP Inc Common 44922310 24605 1500400 SH SOLE 1500400 0 0 IBP Inc Common 44922310 15 900 SH SOLE 0 0 900 IBP Inc Common 44922310 1208 73600 SH DEFINED 1 0 73600 0 ICICI Ltd ADR Common 44926P20 1135 96600 SH SOLE 96600 0 0 ICICI Ltd ADR Common 44926P20 127 10800 SH SOLE 0 0 10800 ICICI Ltd ADR Common 44926P20 5000 425500 SH DEFINED 1 0 425500 0 ICICI Ltd ADR Common 44926P20 184 15800 SH DEFINED 2 0 15800 0 ICO Inc Common 44929310 182 91000 SH SOLE 91000 0 0 IDEC Pharmaceuticals Common 44937010 16340 408500 SH SOLE 408500 0 0 IDEC Pharmaceuticals Common 44937010 62412 1560300 SH SOLE 0 0 1560300 IDEC Pharmaceuticals Common 44937010 17188 429700 SH DEFINED 1 0 429700 0 IDEC Pharmaceuticals Common 44937010 492 12300 SH DEFINED 2 0 0 12300 IDX Systems Corp Common 44949110 296 16400 SH SOLE 16400 0 0 IDX Systems Corp Common 44949110 38936 2155600 SH SOLE 0 0 2155600 IDX Systems Corp Common 44949110 2350 130100 SH DEFINED 1 0 130100 0 IHOP Corp Common 44962310 228 11400 SH SOLE 11400 0 0 IHOP Corp Common 44962310 22 1100 SH DEFINED 1 0 1100 0 I-many Inc Common 44973Q10 9838 864900 SH SOLE 864900 0 0 I-many Inc Common 44973Q10 23 2000 SH SOLE 0 0 2000 I-many Inc Common 44973Q10 1922 168900 SH DEFINED 1 0 168900 0 IMS Health Inc Common 44993410 198866 7965285 SH SOLE 7965285 0 0 IMS Health Inc Common 44993410 260186 10447534 SH SOLE 0 0 10447534 IMS Health Inc Common 44993410 34747 1395500 SH DEFINED 1 0 1395500 0 IMS Health Inc Common 44993410 870 35200 SH DEFINED 2 0 35200 0 IMS Health Inc Common 44993410 2207 89200 SH DEFINED 2 0 89200 0 IMS Health Inc Common 44993410 6910 277500 SH DEFINED 2 0 0 277500 IMS Health Inc Common 44993410 712 28300 SH DEFINED 3 0 28300 0 IMS Health Inc Common 44993410 558 22400 SH DEFINED 3 0 0 22400 I-Stat Corp Common 45031210 7758 390300 SH SOLE 390300 0 0 I-Stat Corp Common 45031210 19805 996500 SH SOLE 0 0 996500 I-Stat Corp Common 45031210 2120 106650 SH DEFINED 1 0 106650 0 ITC Deltacom Common 45031T10 1004 170100 SH SOLE 170100 0 0 ITC Deltacom Common 45031T10 711 120900 SH SOLE 0 0 120900 ITC Deltacom Common 45031T10 904 154000 SH DEFINED 1 0 154000 0 Istar Financial REIT Common 45031U10 807 35000 SH SOLE 0 0 35000 ITLA Capital Corp Common 45056510 5399 269500 SH SOLE 269500 0 0 ITLA Capital Corp Common 45056510 1400 70000 SH SOLE 0 0 70000 ITLA Capital Corp Common 45056510 2400 120000 SH DEFINED 1 0 120000 0 ITLA Capital Corp Common 45056510 800 40000 SH DEFINED 1 0 40000 0 ITLA Capital Corp Common 45056510 2960 148000 SH DEFINED 2 0 0 148000 ITT Educational Svcs Common 45068B10 4043 149000 SH SOLE 149000 0 0 ITT Educational Svcs Common 45068B10 862 31800 SH SOLE 0 0 31800 ITT Educational Svcs Common 45068B10 3043 112300 SH DEFINED 1 0 112300 0 ITT Educational Svcs Common 45068B10 480 17700 SH DEFINED 1 0 17700 0 ITT Educational Svcs Common 45068B10 1948 71900 SH DEFINED 2 0 0 71900 IBERIABANK Corp Common 45082810 996 41700 SH SOLE 41700 0 0 IBERIABANK Corp Common 45082810 599 25000 SH SOLE 0 0 25000 Ibis Technology Corp Common 45090910 1100 40000 SH DEFINED 1 0 40000 0 Idexx Laboratories Common 45168D10 15185 689000 SH SOLE 689000 0 0 Idexx Laboratories Common 45168D10 23298 1061200 SH SOLE 0 0 1061200 Idexx Laboratories Common 45168D10 4555 207600 SH DEFINED 1 0 207600 0 Idexx Laboratories Common 45168D10 479 22000 SH DEFINED 2 0 22000 0 IKOS Systems Inc Common 45171620 806 78600 SH SOLE 78600 0 0 ILEX Oncology Inc Common 45192310 7539 492000 SH SOLE 492000 0 0 ILEX Oncology Inc Common 45192310 1101 72200 SH SOLE 0 0 72200 ILEX Oncology Inc Common 45192310 2966 194500 SH DEFINED 1 0 194500 0 ILEX Oncology Inc Common 45192310 312 20600 SH DEFINED 2 0 20600 0 ILEX Oncology Inc Common 45192310 264 17300 SH DEFINED 2 0 0 17300 Illinois Tool Works Common 45230810 244225 4295400 SH SOLE 4295400 0 0 Illinois Tool Works Common 45230810 56711 997735 SH SOLE 0 0 997735 Illinois Tool Works Common 45230810 18963 333620 SH DEFINED 1 0 333620 0 Illinois Tool Works Common 45230810 3268 57500 SH DEFINED 1 0 57500 0 Illinois Tool Works Common 45230810 6593 116000 SH DEFINED 1 0 0 116000 Illumina Corp. Common 45232710 59 8300 SH SOLE 8300 0 0 Illumina Corp. Common 45232710 31 4400 SH SOLE 0 0 4400 Illumina Corp. Common 45232710 132 18700 SH DEFINED 1 0 18700 0 Illumina Corp. Common 45232710 10 1400 SH DEFINED 2 0 0 1400 Immunex Corp Common 45252810 313087 21838645 SH SOLE 21838645 0 0 Immunex Corp Common 45252810 263914 18433020 SH SOLE 0 0 18433020 Immunex Corp Common 45252810 80501 5624415 SH DEFINED 1 0 5624415 0 Immunex Corp Common 45252810 699 48700 SH DEFINED 1 0 48700 0 Immunex Corp Common 45252810 720 50700 SH DEFINED 2 0 50700 0 Immunex Corp Common 45252810 1905 134000 SH DEFINED 2 0 134000 0 Immunex Corp Common 45252810 13214 923300 SH DEFINED 2 0 0 923300 Immunex Corp Common 45252810 25 1700 SH DEFINED 3 0 1700 0 Immunex Corp Common 45252810 1092 75500 SH DEFINED 3 0 75500 0 Immunex Corp Common 45252810 1126 78700 SH DEFINED 3 0 0 78700 ImmunoGen Inc Common 45253H10 2300 172000 SH SOLE 172000 0 0 ImmunoGen Inc Common 45253H10 8 580 SH DEFINED 1 0 580 0 IMPATH Inc Common 45255G10 1002 21600 SH SOLE 21600 0 0 Imperial Chem ADR Common 45270450 50510 2052400 SH SOLE 0 0 2052400 Immunomedics Inc Common 45290710 418 43400 SH SOLE 43400 0 0 Immunomedics Inc Common 45290710 57 5800 SH SOLE 0 0 5800 Immunomedics Inc Common 45290710 481 50000 SH DEFINED 1 0 50000 0 IMRglobal Corp Common 45321W10 398 70800 SH SOLE 70800 0 0 IMRglobal Corp Common 45321W10 399 70900 SH SOLE 0 0 70900 IMRglobal Corp Common 45321W10 332 59000 SH DEFINED 1 0 59000 0 IMRglobal Corp Common 45321W10 1410 250600 SH DEFINED 2 0 0 250600 Inco Ltd Common 45325840 1626 109600 SH SOLE 109600 0 0 INCYTE GENOMICS INC Common 45337C10 336 21900 SH SOLE 21900 0 0 INCYTE GENOMICS INC Common 45337C10 172 11200 SH SOLE 0 0 11200 INCYTE GENOMICS INC Common 45337C10 759 49400 SH DEFINED 1 0 49400 0 INCYTE GENOMICS INC Common 45337C10 61 4000 SH DEFINED 2 0 0 4000 IndyMac Bancorp Inc Common 45660710 8434 292200 SH SOLE 292200 0 0 IndyMac Bancorp Inc Common 45660710 5763 200500 SH SOLE 0 0 200500 IndyMac Bancorp Inc Common 45660710 7160 249100 SH DEFINED 1 0 249100 0 InFocus Corporation Common 45665B10 499 30500 SH SOLE 30500 0 0 Informatica Corp Common 45666Q10 442 33200 SH SOLE 33200 0 0 ING Groep NV ADR Common 45683710 10 160 SH DEFINED 1 0 160 0 Ingersoll-Rand Co Common 45686610 19538 492000 SH SOLE 492000 0 0 Ingersoll-Rand Co Common 45686610 353 8900 SH DEFINED 1 0 8900 0 Ingram Micro Inc A Common 45715310 21134 1565500 SH SOLE 1565500 0 0 Ingram Micro Inc A Common 45715310 21423 1586900 SH SOLE 0 0 1586900 Ingram Micro Inc A Common 45715310 2681 198600 SH DEFINED 1 0 198600 0 Inktomi Corp Common 45727710 13402 2015000 SH SOLE 2015000 0 0 Inktomi Corp Common 45727710 38 5500 SH SOLE 0 0 5500 Input Output Inc Common 45765210 785 83900 SH SOLE 83900 0 0 Input Output Inc Common 45765210 20 2100 SH DEFINED 1 0 2100 0 Innogy Hldgs PLC ADR Common 45769A10 1596 60000 SH SOLE 0 0 60000 Integrtd Device Tech Common 45811810 16606 560800 SH SOLE 560800 0 0 Integrtd Device Tech Common 45811810 302 10200 SH DEFINED 1 0 10200 0 Intel Corp Common 45814010 528790 20085887 SH SOLE 20085887 0 0 Intel Corp Common 45814010 254757 9676718 SH SOLE 0 0 9676718 Intel Corp Common 45814010 83615 3177650 SH DEFINED 1 0 3177650 0 Intel Corp Common 45814010 6308 238500 SH DEFINED 1 0 238500 0 Intel Corp Common 45814010 1488 56900 SH DEFINED 2 0 56900 0 Intel Corp Common 45814010 4662 177100 SH DEFINED 2 0 0 177100 Intel Corp Common 45814010 380 14300 SH DEFINED 3 0 14300 0 Inter-Tel Inc Ser A Common 45837210 3367 329800 SH SOLE 329800 0 0 Inter-Tel Inc Ser A Common 45837210 1051 103200 SH SOLE 0 0 103200 Inter-Tel Inc Ser A Common 45837210 1656 162600 SH DEFINED 1 0 162600 0 Inter-Tel Inc Ser A Common 45837210 724 71100 SH DEFINED 1 0 71100 0 Inter-Tel Inc Ser A Common 45837210 2180 214000 SH DEFINED 2 0 0 214000 Intercontl Life Corp Common 45859310 2288 190000 SH SOLE 190000 0 0 Intercontl Life Corp Common 45859310 540 45000 SH DEFINED 1 0 45000 0 Intercontl Life Corp Common 45859310 2400 200000 SH DEFINED 2 0 0 200000 Interep Natl Radio A Common 45866V10 2213 559800 SH SOLE 559800 0 0 Interep Natl Radio A Common 45866V10 485 123200 SH SOLE 0 0 123200 Interep Natl Radio A Common 45866V10 697 177000 SH DEFINED 1 0 177000 0 Intermedia Communctn Common 45880110 1376 78900 SH SOLE 78900 0 0 Intermedia Communctn Common 45880110 956 55000 SH SOLE 0 0 55000 Intermedia Communctn Common 45880110 1218 70100 SH DEFINED 1 0 70100 0 Intermet Corp Common 45881K10 1100 400000 SH SOLE 400000 0 0 Intermet Corp Common 45881K10 1650 600000 SH DEFINED 2 0 0 600000 IBM Corp Common 45920010 668381 6937158 SH SOLE 6937158 0 0 IBM Corp Common 45920010 937932 9749050 SH SOLE 0 0 9749050 IBM Corp Common 45920010 108161 1124570 SH DEFINED 1 0 1124570 0 IBM Corp Common 45920010 12553 130200 SH DEFINED 1 0 130200 0 IBM Corp Common 45920010 7492 77900 SH DEFINED 1 0 0 77900 IBM Corp Common 45920010 6150 64400 SH DEFINED 2 0 64400 0 IBM Corp Common 45920010 28973 301300 SH DEFINED 2 0 0 301300 IBM Corp Common 45920010 369 3800 SH DEFINED 3 0 3800 0 IBM Corp Common 45920010 1390 14300 SH DEFINED 3 0 14300 0 IBM Corp Common 45920010 1625 16900 SH DEFINED 3 0 0 16900 Intl Flavors & Frag Common 45950610 47092 2134580 SH SOLE 2134580 0 0 Intl Flavors & Frag Common 45950610 8694 394100 SH SOLE 0 0 394100 Intl Flavors & Frag Common 45950610 11458 519400 SH DEFINED 1 0 519400 0 Intl Flavors & Frag Common 45950610 3755 170200 SH DEFINED 1 0 0 170200 Intl Flavors & Frag Common 45950610 185 8300 SH DEFINED 3 0 8300 0 International Paper Common 46014610 1974 54700 SH SOLE 54700 0 0 International Paper Common 46014610 92563 2565500 SH SOLE 0 0 2565500 International Power Common 46018M10 2211 60000 SH SOLE 0 0 60000 Internet Pictures Common 46059S10 2 13000 SH SOLE 13000 0 0 Internet Pictures Common 46059S10 69 422000 SH SOLE 0 0 422000 Interpublic Group Common 46069010 1408 41000 SH SOLE 41000 0 0 Intrawest Corp Common 46091520 11021 638900 SH SOLE 0 0 638900 Intrawest Corp Common 46091520 1680 97400 SH DEFINED 1 0 97400 0 Intranet Solutions Common 46093930 10240 427770 SH SOLE 427770 0 0 Intranet Solutions Common 46093930 23 980 SH SOLE 0 0 980 Intranet Solutions Common 46093930 1972 82380 SH DEFINED 1 0 82380 0 InterVoice-Brite Inc Common 46114210 3375 414600 SH SOLE 414600 0 0 InterVoice-Brite Inc Common 46114210 1061 130600 SH SOLE 0 0 130600 InterVoice-Brite Inc Common 46114210 1671 205700 SH DEFINED 1 0 205700 0 InterVoice-Brite Inc Common 46114210 737 90800 SH DEFINED 1 0 90800 0 InterVoice-Brite Inc Common 46114210 2252 277200 SH DEFINED 2 0 0 277200 InTEST Common 46114710 1623 249600 SH SOLE 249600 0 0 InTEST Common 46114710 1209 186000 SH DEFINED 1 0 186000 0 InTEST Common 46114710 1862 286400 SH DEFINED 2 0 0 286400 Intimate Brands A Common 46115610 119191 8101190 SH SOLE 8101190 0 0 Intimate Brands A Common 46115610 18851 1282170 SH SOLE 0 0 1282170 Intimate Brands A Common 46115610 22737 1546680 SH DEFINED 1 0 1546680 0 Intimate Brands A Common 46115610 7685 522800 SH DEFINED 1 0 0 522800 Intimate Brands A Common 46115610 933 62800 SH DEFINED 3 0 62800 0 Intuit Inc Common 46120210 66544 2397300 SH SOLE 2397300 0 0 Intuit Inc Common 46120210 6455 232600 SH SOLE 0 0 232600 Intuit Inc Common 46120210 5700 205410 SH DEFINED 1 0 205410 0 Invacare Corp Common 46120310 7124 177600 SH SOLE 177600 0 0 Invacare Corp Common 46120310 1186 30000 SH SOLE 0 0 30000 Invacare Corp Common 46120310 2032 51400 SH DEFINED 1 0 51400 0 Invacare Corp Common 46120310 549 14000 SH DEFINED 2 0 14000 0 Investment Tech Grp Common 46145F10 49020 956004 SH SOLE 956004 0 0 Investment Tech Grp Common 46145F10 54077 1055800 SH SOLE 0 0 1055800 Investment Tech Grp Common 46145F10 34996 683500 SH DEFINED 1 0 683500 0 Invitrogen Corp Common 46185R10 1904 34700 SH SOLE 34700 0 0 Invitrogen Corp Common 46185R10 472 8600 SH SOLE 0 0 8600 Invitrogen Corp Common 46185R10 1761 32100 SH DEFINED 1 0 32100 0 Invitrogen Corp Common 46185R10 208 3800 SH DEFINED 2 0 0 3800 Iomega Corp Common 46203010 825 224100 SH SOLE 224100 0 0 Ionics Inc Common 46221810 35556 1367490 SH SOLE 1367490 0 0 Ionics Inc Common 46221810 1695 65200 SH SOLE 0 0 65200 Ionics Inc Common 46221810 1965 75600 SH DEFINED 1 0 75600 0 Iridex Corporation Common 46268410 681 158000 SH SOLE 158000 0 0 Iridex Corporation Common 46268410 471 110000 SH SOLE 0 0 110000 Iridex Corporation Common 46268410 1178 275000 SH DEFINED 1 0 275000 0 Iridex Corporation Common 46268410 364 85000 SH DEFINED 1 0 85000 0 Iron Mountain Inc Common 46284610 138276 3607510 SH SOLE 3607510 0 0 Iron Mountain Inc Common 46284610 23130 603220 SH SOLE 0 0 603220 Iron Mountain Inc Common 46284610 13800 360120 SH DEFINED 1 0 360120 0 iShares S&P 500 Fund Common 46428720 247 2100 SH SOLE 2100 0 0 iShares Russ 2000 Gr Common 46428764 2192 40000 SH SOLE 40000 0 0 iShares Russ 2000 Gr Common 46428764 41 750 SH DEFINED 1 0 750 0 i2 Technologies Inc Common 46575410 181057 12480600 SH SOLE 12480600 0 0 i2 Technologies Inc Common 46575410 17470 1203100 SH SOLE 0 0 1203100 i2 Technologies Inc Common 46575410 3437 237000 SH DEFINED 1 0 237000 0 i2 Technologies Inc Common 46575410 697 47700 SH DEFINED 1 0 47700 0 i2 Technologies Inc Common 46575410 726 50100 SH DEFINED 2 0 0 50100 i2 Technologies Inc Common 46575410 62 4200 SH DEFINED 3 0 4200 0 JDS Uniphase Corp Common 46612J10 83553 4529645 SH SOLE 4529645 0 0 JDS Uniphase Corp Common 46612J10 28963 1569760 SH SOLE 0 0 1569760 JDS Uniphase Corp Common 46612J10 9502 515350 SH DEFINED 1 0 515350 0 JDS Uniphase Corp Common 46612J10 701 37700 SH DEFINED 1 0 37700 0 JDS Uniphase Corp Common 46612J10 931 50500 SH DEFINED 2 0 0 50500 JDS Uniphase Corp Common 46612J10 67 3600 SH DEFINED 3 0 3600 0 JP Morgan Chase & Co Common 46625H10 728382 16191569 SH SOLE 16191569 0 0 JP Morgan Chase & Co Common 46625H10 468411 10425385 SH SOLE 0 0 10425385 JP Morgan Chase & Co Common 46625H10 133455 2972250 SH DEFINED 1 0 2972250 0 JP Morgan Chase & Co Common 46625H10 10773 239300 SH DEFINED 1 0 239300 0 JP Morgan Chase & Co Common 46625H10 26765 596100 SH DEFINED 1 0 0 596100 JP Morgan Chase & Co Common 46625H10 6803 152600 SH DEFINED 2 0 152600 0 JP Morgan Chase & Co Common 46625H10 38798 864300 SH DEFINED 2 0 0 864300 JP Morgan Chase & Co Common 46625H10 272 6000 SH DEFINED 3 0 6000 0 JP Morgan Chase & Co Common 46625H10 2754 60700 SH DEFINED 3 0 60700 0 JP Morgan Chase & Co Common 46625H10 2918 65000 SH DEFINED 3 0 0 65000 Jabil Circuit Inc Common 46631310 14271 660100 SH SOLE 660100 0 0 Jabil Circuit Inc Common 46631310 3617 167300 SH DEFINED 1 0 167300 0 Jacksonville Bcp Inc Common 46924810 1328 76400 SH SOLE 76400 0 0 Jacksonville Bcp Inc Common 46924810 547 31200 SH SOLE 0 0 31200 Jacobs Engineering Common 46981410 713 12300 SH SOLE 12300 0 0 Jacobs Engineering Common 46981410 1073 18500 SH SOLE 0 0 18500 Jefferson Smurfit Gp Common 47508W10 8660 519500 SH SOLE 519500 0 0 Jefferson Smurfit Gp Common 47508W10 115334 6918641 SH SOLE 0 0 6918641 Jefferson Smurfit Gp Common 47508W10 550 33000 SH DEFINED 2 0 0 33000 Johnson & Johnson Common 47816010 450127 5143856 SH SOLE 5143856 0 0 Johnson & Johnson Common 47816010 653849 7474111 SH SOLE 0 0 7474111 Johnson & Johnson Common 47816010 63710 728370 SH DEFINED 1 0 728370 0 Johnson & Johnson Common 47816010 2769 31400 SH DEFINED 1 0 31400 0 Johnson & Johnson Common 47816010 3131 35800 SH DEFINED 1 0 0 35800 Johnson & Johnson Common 47816010 1330 15300 SH DEFINED 2 0 15300 0 Johnson & Johnson Common 47816010 3702 42300 SH DEFINED 2 0 0 42300 Johnson & Johnson Common 47816010 248 2800 SH DEFINED 3 0 2800 0 Johnson Controls Common 47836610 250 4000 SH SOLE 4000 0 0 Jones Apparel Group Common 48007410 10504 277900 SH SOLE 277900 0 0 Jones Apparel Group Common 48007410 90747 2400700 SH SOLE 0 0 2400700 Jones Apparel Group Common 48007410 10160 268800 SH DEFINED 1 0 268800 0 Jones Apparel Group Common 48007410 1830 48400 SH DEFINED 1 0 0 48400 Jones Apparel Group Common 48007410 945 25000 SH DEFINED 2 0 0 25000 Jore Corporation Common 48081510 139 120000 SH SOLE 120000 0 0 Jore Corporation Common 48081510 139 120000 SH SOLE 0 0 120000 Jore Corporation Common 48081510 412 356000 SH DEFINED 1 0 356000 0 Jore Corporation Common 48081510 116 100000 SH DEFINED 1 0 100000 0 Juniper Networks Inc Common 48203R10 17752 467400 SH SOLE 467400 0 0 Juniper Networks Inc Common 48203R10 11730 308773 SH SOLE 0 0 308773 Juniper Networks Inc Common 48203R10 390 10300 SH DEFINED 1 0 10300 0 Juniper Networks Inc Common 48203R10 279 7300 SH DEFINED 1 0 7300 0 Juniper Networks Inc Common 48203R10 46 1200 SH DEFINED 3 0 1200 0 Jupiter Media Metrix Common 48206U10 1743 534200 SH SOLE 534200 0 0 Jupiter Media Metrix Common 48206U10 492 147600 SH SOLE 0 0 147600 Jupiter Media Metrix Common 48206U10 1145 352100 SH DEFINED 1 0 352100 0 Jupiter Media Metrix Common 48206U10 121 37300 SH DEFINED 1 0 37300 0 Jupiter Media Metrix Common 48206U10 1893 582400 SH DEFINED 2 0 0 582400 KLM Royal Dutch NY Common 48251630 27542 1496867 SH SOLE 0 0 1496867 KPMG Consulting Inc Common 48265R10 54982 4229300 SH SOLE 4229300 0 0 KPMG Consulting Inc Common 48265R10 78288 6022100 SH SOLE 0 0 6022100 KPMG Consulting Inc Common 48265R10 694 53400 SH DEFINED 1 0 53400 0 KPMG Consulting Inc Common 48265R10 936 72000 SH DEFINED 2 0 0 72000 K-V Pharmaceutical B Common 48274010 2368 119050 SH SOLE 119050 0 0 K-V Pharmaceutical B Common 48274010 1219 61450 SH SOLE 0 0 61450 K-V Pharmaceutical A Common 48274020 8796 443950 SH SOLE 443950 0 0 K-V Pharmaceutical A Common 48274020 770 39100 SH SOLE 0 0 39100 K-V Pharmaceutical A Common 48274020 79 4000 SH DEFINED 1 0 4000 0 K-V Pharmaceutical A Common 48274020 535 27400 SH DEFINED 2 0 27400 0 Kaiser Alum & Chem Common 48300710 23105 6048434 SH SOLE 0 0 6048434 KC Life Ins Common 48483610 937 26100 SH SOLE 26100 0 0 KC Life Ins Common 48483610 1399 38900 SH SOLE 0 0 38900 Kansas City Pwr & Lt Common 48513410 359 14600 SH SOLE 14600 0 0 Kansas City Pwr & Lt Common 48513410 3749 152400 SH DEFINED 1 0 152400 0 KB Home Common 48666K10 180 5500 SH SOLE 5500 0 0 KB Home Common 48666K10 97636 2991300 SH SOLE 0 0 2991300 Kellogg Co Common 48783610 92518 3419230 SH SOLE 3419230 0 0 Kellogg Co Common 48783610 156766 5799700 SH SOLE 0 0 5799700 Kellogg Co Common 48783610 24829 918600 SH DEFINED 1 0 918600 0 Kellogg Co Common 48783610 3352 124000 SH DEFINED 1 0 124000 0 Kellogg Co Common 48783610 13188 487900 SH DEFINED 2 0 0 487900 Kellogg Co Common 48783610 5 200 SH DEFINED 3 0 200 0 Kellogg Co Common 48783610 1112 40700 SH DEFINED 3 0 40700 0 Kellogg Co Common 48783610 1238 45800 SH DEFINED 3 0 0 45800 Kellwood Co Common 48804410 73 3500 SH DEFINED 1 0 3500 0 Kemet Corp Common 48836010 373 22000 SH SOLE 22000 0 0 Kemet Corp Common 48836010 2343 138300 SH DEFINED 1 0 138300 0 Kendle International Common 48880L10 2764 220000 SH SOLE 0 0 220000 Kennametal Inc Common 48917010 7623 276200 SH SOLE 276200 0 0 Kennametal Inc Common 48917010 5055 183800 SH SOLE 0 0 183800 Kennametal Inc Common 48917010 11829 430100 SH DEFINED 1 0 430100 0 Kerr-McGee Corp Common 49238610 8648 133200 SH SOLE 133200 0 0 Kerr-McGee Corp Common 49238610 46494 716400 SH SOLE 0 0 716400 Kerr-McGee Corp Common 49238610 8502 131000 SH DEFINED 1 0 131000 0 Kerr-McGee Corp Common 49238610 4121 63500 SH DEFINED 1 0 63500 0 Key Tronic Common 49314410 900 400000 SH SOLE 400000 0 0 Key Tronic Common 49314410 1248 554400 SH DEFINED 1 0 554400 0 KeyCorp Common 49326710 7749 299900 SH SOLE 299900 0 0 KeyCorp Common 49326710 141647 5490200 SH SOLE 0 0 5490200 KeyCorp Common 49326710 29482 1142690 SH DEFINED 1 0 1142690 0 Keynote Systems inc Common 49330810 19767 1766500 SH SOLE 1766500 0 0 Keynote Systems inc Common 49330810 1105 98900 SH SOLE 0 0 98900 Keynote Systems inc Common 49330810 1409 126000 SH DEFINED 1 0 126000 0 KeySpan Corporation Common 49337W10 42664 1118900 SH SOLE 1118900 0 0 KeySpan Corporation Common 49337W10 29173 765100 SH SOLE 0 0 765100 KeySpan Corporation Common 49337W10 717 18800 SH DEFINED 1 0 18800 0 Kimberly-Clark Corp Common 49436810 636008 9362170 SH SOLE 9362170 0 0 Kimberly-Clark Corp Common 49436810 536788 7910694 SH SOLE 0 0 7910694 Kimberly-Clark Corp Common 49436810 89741 1323030 SH DEFINED 1 0 1323030 0 Kimberly-Clark Corp Common 49436810 6491 95400 SH DEFINED 1 0 95400 0 Kimberly-Clark Corp Common 49436810 4524 66700 SH DEFINED 1 0 0 66700 Kimberly-Clark Corp Common 49436810 4983 74000 SH DEFINED 2 0 74000 0 Kimberly-Clark Corp Common 49436810 13663 201530 SH DEFINED 2 0 0 201530 Kimberly-Clark Corp Common 49436810 267 3900 SH DEFINED 3 0 3900 0 Kimberly-Clark Corp Common 49436810 521 7600 SH DEFINED 3 0 7600 0 Kimberly-Clark Corp Common 49436810 638 9400 SH DEFINED 3 0 0 9400 Kimco Realty REIT Common 49446R10 41813 972400 SH SOLE 972400 0 0 Kimco Realty REIT Common 49446R10 7444 173100 SH SOLE 0 0 173100 Kimco Realty REIT Common 49446R10 7852 182600 SH DEFINED 1 0 182600 0 Kimco Realty REIT Common 49446R10 3638 84600 SH DEFINED 1 0 0 84600 Kinder Morgan Inc Common 49455P10 431 8100 SH SOLE 8100 0 0 King Pharmaceuticals Common 49558210 442 10850 SH SOLE 10850 0 0 King Pharmaceuticals Common 49558210 2070 50800 SH SOLE 0 0 50800 Kirby Corp Common 49726610 2127 106000 SH SOLE 106000 0 0 Kirby Corp Common 49726610 3000 150000 SH DEFINED 2 0 0 150000 Klamath First Bcp Common 49842P10 834 63900 SH SOLE 63900 0 0 Klamath First Bcp Common 49842P10 488 37000 SH SOLE 0 0 37000 Knight Ridder Inc Common 49904010 43176 803800 SH SOLE 803800 0 0 Knight Ridder Inc Common 49904010 12294 228900 SH SOLE 0 0 228900 Knight Ridder Inc Common 49904010 21803 405920 SH DEFINED 1 0 405920 0 Knight Transn Inc Common 49906410 6335 259400 SH SOLE 259400 0 0 Knight Transn Inc Common 49906410 1999 82000 SH SOLE 0 0 82000 Knight Transn Inc Common 49906410 2828 116000 SH DEFINED 1 0 116000 0 Knight Transn Inc Common 49906410 1024 42000 SH DEFINED 1 0 42000 0 Knight Transn Inc Common 49906410 4388 180000 SH DEFINED 2 0 0 180000 Kon Philips Electrs Common 50047230 60879 2278573 SH SOLE 2278573 0 0 Kon Philips Electrs Common 50047230 1561 58319 SH SOLE 0 0 58319 Kon Philips Electrs Common 50047230 3309 123924 SH DEFINED 1 0 123924 0 Korea Elec Pwr ADR Common 50063110 140 17000 SH SOLE 0 0 17000 Korea Fund Common 50063410 640 70391 SH SOLE 70391 0 0 Korea Telecom ADR Common 50063P10 13294 572055 SH SOLE 572055 0 0 Korea Telecom ADR Common 50063P10 1035 44180 SH SOLE 0 0 44180 Korea Telecom ADR Common 50063P10 5 200 SH DEFINED 1 0 200 0 Kosan Biosciences Common 50064W10 612 71000 SH DEFINED 1 0 71000 0 KPNQwest NV Ny Reg C Common 50075010 7721 739700 SH SOLE 739700 0 0 KPNQwest NV Ny Reg C Common 50075010 1231 118700 SH SOLE 0 0 118700 KPNQwest NV Ny Reg C Common 50075010 4123 397400 SH DEFINED 1 0 397400 0 Krispy Kreme Doughnt Common 50101410 1800 50000 SH DEFINED 1 0 50000 0 Kroger Company Common 50104410 6954 269300 SH SOLE 269300 0 0 Kroger Company Common 50104410 2391 92700 SH SOLE 0 0 92700 Kroger Company Common 50104410 23052 893870 SH DEFINED 1 0 893870 0 Kronos Inc Common 50105210 4280 135950 SH SOLE 135950 0 0 Kronos Inc Common 50105210 1015 32275 SH SOLE 0 0 32275 Kronos Inc Common 50105210 3534 112400 SH DEFINED 1 0 112400 0 Kronos Inc Common 50105210 547 17400 SH DEFINED 1 0 17400 0 Kronos Inc Common 50105210 2122 67500 SH DEFINED 2 0 0 67500 Kubota Ltd ADR Common 50117320 1 20 SH DEFINED 1 0 20 0 Kyocera Corp ADR Common 50155620 3 30 SH DEFINED 1 0 30 0 LNR Property Corp Common 50194010 5357 188700 SH SOLE 188700 0 0 LNR Property Corp Common 50194010 26980 951000 SH SOLE 0 0 951000 LNR Property Corp Common 50194010 5644 199100 SH DEFINED 1 0 199100 0 L-3 Communctns Hldgs Common 50242410 308 3900 SH SOLE 3900 0 0 La Jolla Pharmaceut Common 50345910 2400 400000 SH DEFINED 1 0 400000 0 Laboratory Crp Of Am Common 50540R40 10683 88500 SH SOLE 88500 0 0 Laboratory Crp Of Am Common 50540R40 75728 629740 SH SOLE 0 0 629740 Laboratory Crp Of Am Common 50540R40 9308 77400 SH DEFINED 1 0 77400 0 Lafarge Corp Common 50586210 407 13400 SH SOLE 13400 0 0 Lafarge Corp Common 50586210 78511 2587700 SH SOLE 0 0 2587700 Lafarge Corp Common 50586210 91 3000 SH DEFINED 1 0 3000 0 LAM Research Corp Common 51280710 36899 1553600 SH SOLE 1553600 0 0 LAM Research Corp Common 51280710 924 38900 SH SOLE 0 0 38900 LAM Research Corp Common 51280710 10760 453000 SH DEFINED 1 0 453000 0 Lamar Advertising A Common 51281510 19743 537250 SH SOLE 537250 0 0 Lamar Advertising A Common 51281510 371 10100 SH DEFINED 1 0 10100 0 Lamson & Sessions Co Common 51369610 319 42700 SH SOLE 42700 0 0 Lamson & Sessions Co Common 51369610 693 94700 SH SOLE 0 0 94700 Lamson & Sessions Co Common 51369610 1762 240800 SH DEFINED 1 0 240800 0 Lamson & Sessions Co Common 51369610 482 65900 SH DEFINED 1 0 65900 0 Lamson & Sessions Co Common 51369610 2386 325900 SH DEFINED 2 0 0 325900 Lancaster Colony Common 51384710 1139 39200 SH SOLE 39200 0 0 Lancaster Colony Common 51384710 26 900 SH DEFINED 1 0 900 0 Lance Inc Common 51460610 4189 371300 SH SOLE 371300 0 0 Lance Inc Common 51460610 2704 240400 SH SOLE 0 0 240400 Lance Inc Common 51460610 9650 857700 SH DEFINED 1 0 857700 0 Landauer Inc Common 51476K10 2160 103000 SH SOLE 103000 0 0 Landauer Inc Common 51476K10 836 40000 SH SOLE 0 0 40000 Landauer Inc Common 51476K10 2110 101000 SH DEFINED 1 0 101000 0 Landauer Inc Common 51476K10 188 9000 SH DEFINED 1 0 9000 0 Landauer Inc Common 51476K10 2613 125100 SH DEFINED 2 0 0 125100 LandAmerica Finl Grp Common 51493610 10782 301800 SH SOLE 301800 0 0 LandAmerica Finl Grp Common 51493610 5595 157200 SH SOLE 0 0 157200 LandAmerica Finl Grp Common 51493610 1679 47200 SH DEFINED 1 0 47200 0 Landmark Systems Common 51506S10 227 72500 SH SOLE 72500 0 0 Landmark Systems Common 51506S10 466 152300 SH SOLE 0 0 152300 Landmark Systems Common 51506S10 1149 375200 SH DEFINED 1 0 375200 0 Landmark Systems Common 51506S10 390 127400 SH DEFINED 1 0 127400 0 Landry's Seafood Common 51508L10 1909 168200 SH SOLE 168200 0 0 Landry's Seafood Common 51508L10 47 4100 SH DEFINED 1 0 4100 0 Landstar System Inc Common 51509810 3597 53000 SH SOLE 53000 0 0 Landstar System Inc Common 51509810 1206 17800 SH SOLE 0 0 17800 Landstar System Inc Common 51509810 5156 76100 SH DEFINED 1 0 76100 0 Larscom Inc A Common 51729Y10 438 200000 SH SOLE 200000 0 0 Larscom Inc A Common 51729Y10 372 170000 SH SOLE 0 0 170000 Lattice Semicondctr Common 51841510 4890 267900 SH SOLE 267900 0 0 Lattice Semicondctr Common 51841510 3443 189300 SH SOLE 0 0 189300 Lattice Semicondctr Common 51841510 4196 230700 SH DEFINED 1 0 230700 0 Learning Tree Intl Common 52201510 5821 280100 SH SOLE 280100 0 0 Learning Tree Intl Common 52201510 2095 100200 SH SOLE 0 0 100200 Learning Tree Intl Common 52201510 2600 125500 SH DEFINED 1 0 125500 0 Learning Tree Intl Common 52201510 897 43300 SH DEFINED 1 0 43300 0 Learning Tree Intl Common 52201510 3586 173100 SH DEFINED 2 0 0 173100 Ledger Capital Corp Common 52328310 916 83300 SH SOLE 0 0 83300 Legato Systems Inc Common 52465110 3646 302200 SH SOLE 302200 0 0 Legato Systems Inc Common 52465110 287 23800 SH DEFINED 1 0 23800 0 Leggett & Platt Inc Common 52466010 15835 823200 SH SOLE 823200 0 0 Leggett & Platt Inc Common 52466010 3810 198100 SH SOLE 0 0 198100 Leggett & Platt Inc Common 52466010 11400 592900 SH DEFINED 1 0 592900 0 Leggett & Platt Inc Common 52466010 1967 102300 SH DEFINED 1 0 102300 0 Leggett & Platt Inc Common 52466010 2067 107500 SH DEFINED 1 0 0 107500 Legg Mason Inc Common 52490110 93325 2216736 SH SOLE 2216736 0 0 Legg Mason Inc Common 52490110 7843 186300 SH DEFINED 1 0 186300 0 Lehman Brothers Hldg Common 52490810 104790 1669499 SH SOLE 1669499 0 0 Lehman Brothers Hldg Common 52490810 29537 470800 SH SOLE 0 0 470800 Lehman Brothers Hldg Common 52490810 44222 705300 SH DEFINED 1 0 705300 0 Lehman Brothers Hldg Common 52490810 8947 142700 SH DEFINED 1 0 0 142700 Lehman Brothers Hldg Common 52490810 12847 204900 SH DEFINED 2 0 0 204900 Lehman Brothers Hldg Common 52490810 1128 17800 SH DEFINED 3 0 17800 0 Lehman Brothers Hldg Common 52490810 1198 19100 SH DEFINED 3 0 0 19100 LendingTree Inc Common 52602Q10 455 127700 SH SOLE 127700 0 0 LESCO Inc Common 52687210 2824 225400 SH SOLE 225400 0 0 LESCO Inc Common 52687210 967 77300 SH SOLE 0 0 77300 LESCO Inc Common 52687210 1692 135300 SH DEFINED 1 0 135300 0 LESCO Inc Common 52687210 629 50300 SH DEFINED 1 0 50300 0 LESCO Inc Common 52687210 2315 185200 SH DEFINED 2 0 0 185200 Level 3 Communctns Common 52729N10 2198 126500 SH SOLE 126500 0 0 Lexmark Intl Inc Common 52977110 72136 1582700 SH SOLE 1582700 0 0 Lexmark Intl Inc Common 52977110 12678 278300 SH SOLE 0 0 278300 Lexmark Intl Inc Common 52977110 21666 475970 SH DEFINED 1 0 475970 0 Lexmark Intl Inc Common 52977110 9750 214200 SH DEFINED 2 0 0 214200 Lexmark Intl Inc Common 52977110 524 11400 SH DEFINED 3 0 11400 0 Lexmark Intl Inc Common 52977110 920 20200 SH DEFINED 3 0 0 20200 Libbey Inc Common 52989810 528 17700 SH SOLE 17700 0 0 Libbey Inc Common 52989810 2374 79500 SH DEFINED 1 0 79500 0 Liberty Ppty Tr REIT Common 53117210 53351 1889200 SH SOLE 1889200 0 0 Liberty Ppty Tr REIT Common 53117210 127778 4524700 SH SOLE 0 0 4524700 Liberty Ppty Tr REIT Common 53117210 6345 224700 SH DEFINED 1 0 224700 0 Lifetime Hoan Corp Common 53192610 1824 388000 SH SOLE 388000 0 0 Lifetime Hoan Corp Common 53192610 563 120000 SH SOLE 0 0 120000 Lifetime Hoan Corp Common 53192610 1289 275000 SH DEFINED 1 0 275000 0 Lifetime Hoan Corp Common 53192610 375 80000 SH DEFINED 1 0 80000 0 Lifecell Corp Common 53192710 70 47600 SH SOLE 47600 0 0 Lifecell Corp Common 53192710 77 52500 SH SOLE 0 0 52500 Lifecell Corp Common 53192710 399 271600 SH DEFINED 1 0 271600 0 Lifecell Corp Common 53192710 24 16500 SH DEFINED 2 0 0 16500 Lifepoint Hospitals Common 53219L10 37241 1041715 SH SOLE 0 0 1041715 Ligand Pharm Cl B Common 53220K20 419 42800 SH SOLE 42800 0 0 Ligand Pharm Cl B Common 53220K20 268 27401 SH SOLE 0 0 27401 Ligand Pharm Cl B Common 53220K20 4570 467252 SH DEFINED 1 0 467252 0 Ligand Pharm Cl B Common 53220K20 142 14474 SH DEFINED 2 0 0 14474 Lilly Eli Common 53245710 116420 1516849 SH SOLE 1516849 0 0 Lilly Eli Common 53245710 406398 5300610 SH SOLE 0 0 5300610 Lilly Eli Common 53245710 50366 657000 SH DEFINED 1 0 657000 0 Lilly Eli Common 53245710 100 1300 SH DEFINED 1 0 1300 0 Lilly Eli Common 53245710 1051 13800 SH DEFINED 2 0 13800 0 Lilly Eli Common 53245710 7215 94100 SH DEFINED 2 0 0 94100 Lilly Eli Common 53245710 643 8300 SH DEFINED 3 0 8300 0 Lilly Eli Common 53245710 667 8700 SH DEFINED 3 0 0 8700 Limited Inc Common 53271610 97802 6191100 SH SOLE 6191100 0 0 Limited Inc Common 53271610 8054 507300 SH SOLE 0 0 507300 Limited Inc Common 53271610 5095 324100 SH DEFINED 1 0 324100 0 Limited Inc Common 53271610 2515 161200 SH DEFINED 2 0 161200 0 Limited Inc Common 53271610 2341 149300 SH DEFINED 2 0 0 149300 Lincare Holdings Inc Common 53279110 87854 1659500 SH SOLE 1659500 0 0 Lincare Holdings Inc Common 53279110 11 200 SH DEFINED 1 0 200 0 Lincoln Bancorp Common 53287910 601 45100 SH SOLE 0 0 45100 Linens 'N Things Inc Common 53567910 4866 176900 SH SOLE 176900 0 0 Linens 'N Things Inc Common 53567910 17 600 SH DEFINED 1 0 600 0 Liqui-Box Corp Common 53631410 98 2300 SH SOLE 2300 0 0 Liqui-Box Corp Common 53631410 15 350 SH DEFINED 1 0 350 0 Lithia Motors Inc A Common 53679710 3424 226900 SH SOLE 226900 0 0 Lithia Motors Inc A Common 53679710 465 30900 SH SOLE 0 0 30900 Lithia Motors Inc A Common 53679710 661 43900 SH DEFINED 1 0 43900 0 Lithia Motors Inc A Common 53679710 3386 225000 SH DEFINED 2 0 0 225000 Littelfuse Inc Common 53700810 16406 652782 SH SOLE 652782 0 0 Littelfuse Inc Common 53700810 2386 95000 SH SOLE 0 0 95000 Littelfuse Inc Common 53700810 2860 113800 SH DEFINED 1 0 113800 0 Liz Claiborne Inc Common 53932010 50631 1076100 SH SOLE 1076100 0 0 Liz Claiborne Inc Common 53932010 19587 416300 SH SOLE 0 0 416300 Liz Claiborne Inc Common 53932010 11444 243260 SH DEFINED 1 0 243260 0 LoJack Corporation Common 53945110 3251 567300 SH SOLE 567300 0 0 LoJack Corporation Common 53945110 1031 180300 SH SOLE 0 0 180300 LoJack Corporation Common 53945110 1744 305000 SH DEFINED 1 0 305000 0 LoJack Corporation Common 53945110 515 90000 SH DEFINED 1 0 90000 0 LoJack Corporation Common 53945110 2145 375000 SH DEFINED 2 0 0 375000 Local Financial Corp Common 53955310 4614 363000 SH SOLE 363000 0 0 Local Financial Corp Common 53955310 1460 115000 SH SOLE 0 0 115000 Local Financial Corp Common 53955310 825 65000 SH DEFINED 1 0 65000 0 Local Financial Corp Common 53955310 3553 280000 SH DEFINED 2 0 0 280000 Lockheed Martin Corp Common 53983010 68906 1932282 SH SOLE 1932282 0 0 Lockheed Martin Corp Common 53983010 12505 350800 SH SOLE 0 0 350800 Lockheed Martin Corp Common 53983010 4873 136700 SH DEFINED 1 0 136700 0 Lockheed Martin Corp Common 53983010 3073 86200 SH DEFINED 2 0 0 86200 Lockheed Martin Corp Common 53983010 267 7400 SH DEFINED 3 0 7400 0 Lockheed Martin Corp Common 53983010 289 8100 SH DEFINED 3 0 0 8100 Lodgenet Entmt Corp Common 54021110 2086 142589 SH SOLE 142589 0 0 Lodgenet Entmt Corp Common 54021110 15352 1049700 SH SOLE 0 0 1049700 Lodgenet Entmt Corp Common 54021110 1963 134200 SH DEFINED 1 0 134200 0 Logansport Finl Corp Common 54120910 768 67200 SH SOLE 67200 0 0 Logansport Finl Corp Common 54120910 219 19000 SH SOLE 0 0 19000 Longs Drug Stores Common 54316210 36542 1227750 SH SOLE 1227750 0 0 Longs Drug Stores Common 54316210 22474 760000 SH SOLE 0 0 760000 Longs Drug Stores Common 54316210 358 12100 SH DEFINED 1 0 12100 0 Longs Drug Stores Common 54316210 1708 58200 SH DEFINED 2 0 58200 0 Louis Dreyfus Nat Common 54601110 1321 35700 SH SOLE 35700 0 0 Louis Dreyfus Nat Common 54601110 1632 44100 SH SOLE 0 0 44100 Louis Dreyfus Nat Common 54601110 3952 106800 SH DEFINED 1 0 106800 0 Lowe's Companies Common 54866110 868 14800 SH SOLE 14800 0 0 Lowe's Companies Common 54866110 871 14900 SH SOLE 0 0 14900 Lowe's Companies Common 54866110 10322 176600 SH DEFINED 1 0 176600 0 Lucent Tech Inc Common 54946310 3082 308700 SH SOLE 308700 0 0 Lucent Tech Inc Common 54946310 1008 101107 SH SOLE 0 0 101107 Lucent Tech Inc Common 54946310 12298 1233500 SH DEFINED 1 0 1233500 0 Lydall Inc Common 55081910 4865 466800 SH SOLE 466800 0 0 Lydall Inc Common 55081910 1468 141200 SH SOLE 0 0 141200 Lydall Inc Common 55081910 3640 350000 SH DEFINED 2 0 0 350000 Lyondell Chemical Co Common 55207810 220 15300 SH SOLE 15300 0 0 Lyondell Chemical Co Common 55207810 66148 4603203 SH SOLE 0 0 4603203 Lyondell Chemical Co Common 55207810 49 3400 SH DEFINED 1 0 3400 0 M & T Bank Corp Common 55261F10 39337 562700 SH SOLE 562700 0 0 M & T Bank Corp Common 55261F10 8592 122700 SH SOLE 0 0 122700 M & T Bank Corp Common 55261F10 22502 321900 SH DEFINED 1 0 321900 0 M & T Bank Corp Common 55261F10 3006 43000 SH DEFINED 1 0 43000 0 MBIA Inc Common 55262C10 314700 3887450 SH SOLE 3887450 0 0 MBIA Inc Common 55262C10 292655 3625200 SH SOLE 0 0 3625200 MBIA Inc Common 55262C10 46872 580960 SH DEFINED 1 0 580960 0 MBIA Inc Common 55262C10 12796 158600 SH DEFINED 1 0 0 158600 MBIA Inc Common 55262C10 5181 64700 SH DEFINED 2 0 64700 0 MBIA Inc Common 55262C10 13857 171900 SH DEFINED 2 0 0 171900 MBIA Inc Common 55262C10 897 11000 SH DEFINED 3 0 11000 0 MBIA Inc Common 55262C10 871 10800 SH DEFINED 3 0 0 10800 MB Financial Inc Common 55263D10 246 14300 SH SOLE 14300 0 0 MB Financial Inc Common 55263D10 124 7100 SH SOLE 0 0 7100 MDC Holdings Inc Common 55267610 50050 1271930 SH SOLE 0 0 1271930 MCN Energy Group Inc Common 55267J10 1290 50000 SH SOLE 50000 0 0 MCN Energy Group Inc Common 55267J10 2704 104800 SH SOLE 0 0 104800 MDU Resources Common 55269010 10919 304600 SH SOLE 304600 0 0 MDU Resources Common 55269010 18755 525050 SH SOLE 0 0 525050 MDU Resources Common 55269010 9189 257250 SH DEFINED 1 0 257250 0 MGI Pharma Inc Common 55288010 68 6200 SH SOLE 6200 0 0 MGI Pharma Inc Common 55288010 67 6100 SH SOLE 0 0 6100 MGI Pharma Inc Common 55288010 347 31700 SH DEFINED 1 0 31700 0 MGI Pharma Inc Common 55288010 25 2300 SH DEFINED 2 0 0 2300 MGM Mirage Common 55295310 12081 481300 SH SOLE 481300 0 0 MKS Instruments Inc Common 55306N10 4176 222900 SH SOLE 222900 0 0 MKS Instruments Inc Common 55306N10 2492 133200 SH SOLE 0 0 133200 MKS Instruments Inc Common 55306N10 1946 104000 SH DEFINED 1 0 104000 0 MKS Instruments Inc Common 55306N10 599 32000 SH DEFINED 1 0 32000 0 MKS Instruments Inc Common 55306N10 2339 125000 SH DEFINED 2 0 0 125000 MRV Communications Common 55347710 679 97500 SH SOLE 97500 0 0 MRV Communications Common 55347710 162 23200 SH SOLE 0 0 23200 MRV Communications Common 55347710 207 29700 SH DEFINED 1 0 29700 0 MRV Communications 553477AB 3613 4830000 PRN SOLE 4830000 0 0 MRV Communications 553477AB 462 620000 PRN SOLE 0 0 620000 MRV Communications 553477AB 2608 3500000 PRN DEFINED 2 0 0 3500000 MSC.Software Corp Common 55353110 282 27200 SH SOLE 27200 0 0 MSC.Software Corp Common 55353110 341 31900 SH SOLE 0 0 31900 MS Carriers Inc Common 55353310 159 5100 SH SOLE 5100 0 0 MS Carriers Inc Common 55353310 17668 576700 SH SOLE 0 0 576700 MS Carriers Inc Common 55353310 2462 80400 SH DEFINED 1 0 80400 0 MacDermid Inc Common 55427310 5533 305918 SH SOLE 305918 0 0 MacDermid Inc Common 55427310 606 33500 SH SOLE 0 0 33500 MacDermid Inc Common 55427310 850 47000 SH DEFINED 1 0 47000 0 Macromedia Inc Common 55610010 17805 1108208 SH SOLE 1108208 0 0 Macromedia Inc Common 55610010 6296 391780 SH SOLE 0 0 391780 Macromedia Inc Common 55610010 5190 323100 SH DEFINED 1 0 323100 0 Magellan Health Svcs Common 55907910 1966 212500 SH SOLE 212500 0 0 Magellan Health Svcs Common 55907910 13 1400 SH DEFINED 1 0 1400 0 Matav RT ADR Common 55977610 5545 380000 SH SOLE 380000 0 0 Matav RT ADR Common 55977610 2035 139500 SH DEFINED 1 0 139500 0 Mallon Resources Common 56124020 5080 610000 SH SOLE 610000 0 0 Mallon Resources Common 56124020 582 70000 SH SOLE 0 0 70000 Mallon Resources Common 56124020 2619 315000 SH DEFINED 1 0 315000 0 Mallon Resources Common 56124020 299 36000 SH DEFINED 1 0 36000 0 Manhattan Assocs Inc Common 56275010 3450 221700 SH SOLE 221700 0 0 Manhattan Assocs Inc Common 56275010 11 700 SH DEFINED 1 0 700 0 Manitowoc Common 56357110 675 27200 SH SOLE 27200 0 0 Manpower Inc Common 56418H10 225557 7827310 SH SOLE 7827310 0 0 Manpower Inc Common 56418H10 22756 790000 SH SOLE 0 0 790000 Manpower Inc Common 56418H10 34334 1192110 SH DEFINED 1 0 1192110 0 Manpower Inc Common 56418H10 1218 42300 SH DEFINED 1 0 0 42300 Manugustics Group Common 56501110 8812 481200 SH SOLE 481200 0 0 Manugustics Group Common 56501110 1026 56000 SH SOLE 0 0 56000 Manugustics Group Common 56501110 1217 66500 SH DEFINED 1 0 66500 0 Manulife Financial Common 56501R10 3718 139700 SH SOLE 139700 0 0 Manulife Financial Common 56501R10 1446 54200 SH SOLE 0 0 54200 MarineMax Inc Common 56790810 3760 484600 SH SOLE 484600 0 0 MarineMax Inc Common 56790810 1076 139000 SH SOLE 0 0 139000 MarineMax Inc Common 56790810 2128 275000 SH DEFINED 1 0 275000 0 MarineMax Inc Common 56790810 557 72000 SH DEFINED 1 0 72000 0 MarineMax Inc Common 56790810 3497 451800 SH DEFINED 2 0 0 451800 MarkWest Hydrocarbon Common 57076210 1803 243000 SH SOLE 243000 0 0 MarkWest Hydrocarbon Common 57076210 481 65000 SH SOLE 0 0 65000 MarkWest Hydrocarbon Common 57076210 1147 155000 SH DEFINED 1 0 155000 0 MarkWest Hydrocarbon Common 57076210 525 71000 SH DEFINED 1 0 71000 0 MarkWest Hydrocarbon Common 57076210 1561 210900 SH DEFINED 2 0 0 210900 Marsh & McLennan Common 57174810 691460 7266149 SH SOLE 7266149 0 0 Marsh & McLennan Common 57174810 511984 5384961 SH SOLE 0 0 5384961 Marsh & McLennan Common 57174810 38886 409190 SH DEFINED 1 0 409190 0 Marsh & McLennan Common 57174810 4263 44500 SH DEFINED 1 0 44500 0 Marsh & McLennan Common 57174810 10087 106150 SH DEFINED 1 0 0 106150 Marsh & McLennan Common 57174810 5216 55300 SH DEFINED 2 0 55300 0 Marsh & McLennan Common 57174810 20275 213430 SH DEFINED 2 0 0 213430 Marsh & McLennan Common 57174810 413 4300 SH DEFINED 3 0 4300 0 Marsh & McLennan Common 57174810 1085 11300 SH DEFINED 3 0 11300 0 Marsh & McLennan Common 57174810 1140 12000 SH DEFINED 3 0 0 12000 Martin Marietta Mtls Common 57328410 193 4500 SH SOLE 4500 0 0 Martin Marietta Mtls Common 57328410 26 600 SH DEFINED 1 0 600 0 Massey Energy Co Common 57620610 13087 546800 SH SOLE 546800 0 0 Massey Energy Co Common 57620610 694 29000 SH SOLE 0 0 29000 Massey Energy Co Common 57620610 3088 129100 SH DEFINED 1 0 129100 0 Mastec Inc Common 57632310 284 20700 SH SOLE 20700 0 0 Mastec Inc Common 57632310 319 22600 SH SOLE 0 0 22600 Matria Healthcare Common 57681720 10210 763400 SH SOLE 0 0 763400 Matria Healthcare Common 57681720 2045 152900 SH DEFINED 1 0 152900 0 Matsushita Elec ADR Common 57687920 148 8000 SH SOLE 8000 0 0 Mattel Inc Common 57708110 61284 3454600 SH SOLE 3454600 0 0 Mattel Inc Common 57708110 14557 820600 SH SOLE 0 0 820600 Mattel Inc Common 57708110 11077 624400 SH DEFINED 1 0 624400 0 Matthews Intl Cl A Common 57712810 1109 33900 SH SOLE 33900 0 0 Mattson Technology Common 57722310 1238 81462 SH SOLE 81462 0 0 Mattson Technology Common 57722310 0 1 SH SOLE 0 0 1 Mattson Technology Common 57722310 9 600 SH DEFINED 1 0 600 0 Mattson Technology Common 57722310 371 24496 SH DEFINED 1 0 24496 0 Mattson Technology Common 57722310 2055 135868 SH DEFINED 2 0 0 135868 Maxtor Corp Common 57772920 35485 5065565 SH SOLE 5065565 0 0 Maxtor Corp Common 57772920 30583 4368500 SH SOLE 0 0 4368500 Maxtor Corp Common 57772920 23891 3413100 SH DEFINED 1 0 3413100 0 Maxtor Corp Common 57772920 730 103200 SH DEFINED 3 0 103200 0 Maxwell Shoe Co Common 57776610 661 42500 SH SOLE 42500 0 0 May Dept Stores Co Common 57777810 18708 527250 SH SOLE 527250 0 0 May Dept Stores Co Common 57777810 67378 1899050 SH SOLE 0 0 1899050 May Dept Stores Co Common 57777810 1015 28600 SH DEFINED 1 0 28600 0 Maximus Inc Common 57793310 328 11100 SH SOLE 11100 0 0 Maximus Inc Common 57793310 36 1200 SH DEFINED 1 0 1200 0 Maximus Inc Common 57793310 2221 75000 SH DEFINED 2 0 0 75000 McClatchy Company A Common 57948910 10882 268400 SH SOLE 268400 0 0 McClatchy Company A Common 57948910 6924 171400 SH SOLE 0 0 171400 McClatchy Company A Common 57948910 16607 411100 SH DEFINED 1 0 411100 0 McCormick & Co NonVt Common 57978020 48780 1161700 SH SOLE 1161700 0 0 McCormick & Co NonVt Common 57978020 4430 105500 SH DEFINED 1 0 105500 0 McDATA Corp Common 58003110 115 5000 SH SOLE 5000 0 0 McDATA Corp A WI Common 58003120 26216 1387900 SH SOLE 1387900 0 0 McDATA Corp A WI Common 58003120 12507 662615 SH SOLE 0 0 662615 McDATA Corp A WI Common 58003120 1195 63325 SH DEFINED 1 0 63325 0 McDATA Corp A WI Common 58003120 19 1000 SH DEFINED 1 0 1000 0 McDATA Corp A WI Common 58003120 29 1527 SH DEFINED 2 0 0 1527 McDATA Corp A WI Common 58003120 2 92 SH DEFINED 3 0 92 0 McDonald's Corp Common 58013510 419456 15794011 SH SOLE 15794011 0 0 McDonald's Corp Common 58013510 101459 3818418 SH SOLE 0 0 3818418 McDonald's Corp Common 58013510 3962 149239 SH DEFINED 1 0 149239 0 McDonald's Corp Common 58013510 2920 109100 SH DEFINED 1 0 109100 0 McDonald's Corp Common 58013510 4052 152600 SH DEFINED 2 0 0 152600 McDonald's Corp Common 58013510 322 12000 SH DEFINED 3 0 12000 0 McKesson HBOC Inc Common 58155Q10 181163 6762576 SH SOLE 6762576 0 0 McKesson HBOC Inc Common 58155Q10 393345 14702723 SH SOLE 0 0 14702723 McKesson HBOC Inc Common 58155Q10 17232 644320 SH DEFINED 1 0 644320 0 McKesson HBOC Inc Common 58155Q10 1474 55100 SH DEFINED 1 0 0 55100 McKesson HBOC Inc Common 58155Q10 507 19100 SH DEFINED 2 0 19100 0 McKesson HBOC Inc Common 58155Q10 945 35600 SH DEFINED 2 0 35600 0 McKesson HBOC Inc Common 58155Q10 872 32700 SH DEFINED 2 0 0 32700 McKesson HBOC Inc Common 58155Q10 746 27600 SH DEFINED 3 0 27600 0 McLeodUSA Inc A Common 58226610 99428 11435255 SH SOLE 11435255 0 0 McLeodUSA Inc A Common 58226610 23204 2670558 SH SOLE 0 0 2670558 McLeodUSA Inc A Common 58226610 11869 1366351 SH DEFINED 1 0 1366351 0 McMoRan Exploration Common 58241110 563 39500 SH SOLE 39500 0 0 McMoRan Exploration Common 58241110 824 58100 SH SOLE 0 0 58100 McMoRan Exploration Common 58241110 982 69900 SH DEFINED 1 0 69900 0 McMoRan Exploration Common 58241110 521 37100 SH DEFINED 1 0 37100 0 McMoRan Exploration Common 58241110 167 11900 SH DEFINED 2 0 0 11900 Measurement Speclty Common 58342110 3696 192000 SH SOLE 192000 0 0 Measurement Speclty Common 58342110 1191 62000 SH SOLE 0 0 62000 Measurement Speclty Common 58342110 2017 105000 SH DEFINED 1 0 105000 0 Measurement Speclty Common 58342110 692 36000 SH DEFINED 1 0 36000 0 Measurement Speclty Common 58342110 2689 140000 SH DEFINED 2 0 0 140000 Mechanical Dynamics Common 58352110 3075 350000 SH SOLE 350000 0 0 Mechanical Dynamics Common 58352110 1706 195000 SH SOLE 0 0 195000 Medarex Inc Common 58391610 429 25700 SH SOLE 25700 0 0 Medallion Finl Corp Common 58392810 905 89400 SH SOLE 89400 0 0 Medallion Finl Corp Common 58392810 714 70500 SH SOLE 0 0 70500 Medallion Finl Corp Common 58392810 1944 192000 SH DEFINED 1 0 192000 0 Medallion Finl Corp Common 58392810 877 86600 SH DEFINED 2 0 0 86600 Medicines Co Common 58468810 1735 156000 SH SOLE 156000 0 0 Medicines Co Common 58468810 315 27800 SH SOLE 0 0 27800 Medicines Co Common 58468810 5544 498300 SH DEFINED 1 0 498300 0 Medicines Co Common 58468810 47 4200 SH DEFINED 2 0 0 4200 Medtronic Inc Common 58505510 1227 26800 SH SOLE 26800 0 0 Mentor Graphics Common 58720010 8828 428040 SH SOLE 428040 0 0 Mentor Graphics Common 58720010 18 860 SH SOLE 0 0 860 Mentor Graphics Common 58720010 1590 77080 SH DEFINED 1 0 77080 0 Mercantile Bankshrs Common 58740510 15994 432153 SH SOLE 432153 0 0 Mercantile Bankshrs Common 58740510 3728 100700 SH SOLE 0 0 100700 Mercantile Bankshrs Common 58740510 6962 188150 SH DEFINED 1 0 188150 0 Mercantile Bankshrs Common 58740510 747 20200 SH DEFINED 1 0 0 20200 Merchants Bancshares Common 58844810 4254 159000 SH SOLE 159000 0 0 Merchants Bancshares Common 58844810 1418 53000 SH SOLE 0 0 53000 Merchants Bancshares Common 58844810 803 30000 SH DEFINED 1 0 30000 0 Merck & Co Common 58933110 636224 8378284 SH SOLE 8378284 0 0 Merck & Co Common 58933110 667577 8794194 SH SOLE 0 0 8794194 Merck & Co Common 58933110 122714 1616780 SH DEFINED 1 0 1616780 0 Merck & Co Common 58933110 4010 52400 SH DEFINED 1 0 52400 0 Merck & Co Common 58933110 5852 77100 SH DEFINED 1 0 0 77100 Merck & Co Common 58933110 23180 305370 SH DEFINED 2 0 0 305370 Merck & Co Common 58933110 337 4400 SH DEFINED 3 0 4400 0 Merck & Co Common 58933110 1825 23800 SH DEFINED 3 0 23800 0 Merck & Co Common 58933110 1664 21920 SH DEFINED 3 0 0 21920 Mercury Computer Sys Common 58937810 721 18800 SH SOLE 18800 0 0 Mercury Interactive Common 58940510 1487 35500 SH SOLE 35500 0 0 Meristar Hosp REIT Common 58984Y10 5576 278800 SH SOLE 278800 0 0 Meristar Hosp REIT Common 58984Y10 4342 217100 SH SOLE 0 0 217100 Meristar Hosp REIT Common 58984Y10 3284 164200 SH DEFINED 1 0 164200 0 Meristar Hotels Common 58998810 686 389600 SH SOLE 389600 0 0 Meristar Hotels Common 58998810 740 425000 SH SOLE 0 0 425000 Meristar Hotels Common 58998810 2005 1152700 SH DEFINED 1 0 1152700 0 Meristar Hotels Common 58998810 2784 1600000 SH DEFINED 2 0 0 1600000 Merrill Lynch & Co Common 59018810 490776 8848299 SH SOLE 8848299 0 0 Merrill Lynch & Co Common 59018810 147610 2661232 SH SOLE 0 0 2661232 Merrill Lynch & Co Common 59018810 71720 1294580 SH DEFINED 1 0 1294580 0 Merrill Lynch & Co Common 59018810 3409 61200 SH DEFINED 1 0 61200 0 Merrill Lynch & Co Common 59018810 10266 185300 SH DEFINED 1 0 0 185300 Merrill Lynch & Co Common 59018810 3101 56400 SH DEFINED 2 0 56400 0 Merrill Lynch & Co Common 59018810 18151 327700 SH DEFINED 2 0 0 327700 Merrill Lynch & Co Common 59018810 230 4100 SH DEFINED 3 0 4100 0 Merrill Lynch & Co Common 59018810 1265 22600 SH DEFINED 3 0 22600 0 Merrill Lynch & Co Common 59018810 1302 23500 SH DEFINED 3 0 0 23500 Mesa Air Group Inc Common 59047910 2826 336000 SH SOLE 336000 0 0 Mesa Air Group Inc Common 59047910 15158 1809900 SH SOLE 0 0 1809900 Mesa Air Group Inc Common 59047910 8124 970000 SH DEFINED 1 0 970000 0 Mesaba Holdings Inc Common 59066B10 633 56900 SH SOLE 56900 0 0 Mesaba Holdings Inc Common 59066B10 11531 1036500 SH SOLE 0 0 1036500 Mesaba Holdings Inc Common 59066B10 1410 126800 SH DEFINED 1 0 126800 0 Methanex Corp Common 59151K10 11868 1483500 SH SOLE 1483500 0 0 Methanex Corp Common 59151K10 48 6000 SH DEFINED 1 0 6000 0 Methode Electrs Cl A Common 59152020 3845 213350 SH SOLE 213350 0 0 Methode Electrs Cl A Common 59152020 2746 152600 SH SOLE 0 0 152600 Methode Electrs Cl A Common 59152020 3165 176400 SH DEFINED 1 0 176400 0 Metris Companies Inc Common 59159810 9132 438425 SH SOLE 438425 0 0 Metris Companies Inc Common 59159810 76693 3690250 SH SOLE 0 0 3690250 Metris Companies Inc Common 59159810 10349 498050 SH DEFINED 1 0 498050 0 MetroCorp Bancshares Common 59165010 2535 231800 SH SOLE 0 0 231800 MetroCorp Bancshares Common 59165010 670 61300 SH DEFINED 1 0 61300 0 Metrologic Instrumts Common 59167610 656 75000 SH SOLE 75000 0 0 Metrologic Instrumts Common 59167610 656 75000 SH SOLE 0 0 75000 Metrologic Instrumts Common 59167610 1794 205000 SH DEFINED 1 0 205000 0 Metromedia Fiber A Common 59168910 28610 5220800 SH SOLE 5220800 0 0 Metromedia Fiber A Common 59168910 80 14600 SH SOLE 0 0 14600 Metromedia Fiber A Common 59168910 125 22700 SH DEFINED 1 0 22700 0 Metrowest Bank MA Common 59266810 839 119800 SH SOLE 119800 0 0 Metrowest Bank MA Common 59266810 838 119700 SH SOLE 0 0 119700 Michaels Stores Inc Common 59408710 1150 38400 SH SOLE 38400 0 0 Michaels Stores Inc Common 59408710 1317 44000 SH DEFINED 1 0 44000 0 Micro Component Tech Common 59479Q10 1701 616100 SH SOLE 616100 0 0 Micro Component Tech Common 59479Q10 1192 433600 SH SOLE 0 0 433600 Micro Component Tech Common 59479Q10 648 235500 SH DEFINED 1 0 235500 0 Micros Systems Common 59490110 184 9100 SH SOLE 9100 0 0 Micros Systems Common 59490110 20 1000 SH DEFINED 1 0 1000 0 Microsoft Corp Common 59491810 1337548 24423825 SH SOLE 24423825 0 0 Microsoft Corp Common 59491810 363442 6638304 SH SOLE 0 0 6638304 Microsoft Corp Common 59491810 249970 4570828 SH DEFINED 1 0 4570828 0 Microsoft Corp Common 59491810 8869 161120 SH DEFINED 1 0 161120 0 Microsoft Corp Common 59491810 10889 200500 SH DEFINED 2 0 200500 0 Microsoft Corp Common 59491810 51399 939940 SH DEFINED 2 0 0 939940 Microsoft Corp Common 59491810 696 12600 SH DEFINED 3 0 12600 0 Microsoft Corp Common 59491810 3482 63000 SH DEFINED 3 0 63000 0 Microsoft Corp Common 59491810 3579 65440 SH DEFINED 3 0 0 65440 Micron Technology Common 59511210 128620 3066008 SH SOLE 3066008 0 0 Micron Technology Common 59511210 97225 2337390 SH SOLE 0 0 2337390 Micron Technology Common 59511210 56531 1361220 SH DEFINED 1 0 1361220 0 Micron Technology Common 59511210 357 8600 SH DEFINED 1 0 8600 0 Micron Technology Common 59511210 6782 164500 SH DEFINED 2 0 164500 0 Micron Technology Common 59511210 21813 525512 SH DEFINED 2 0 0 525512 Micron Technology Common 59511210 1515 36100 SH DEFINED 3 0 36100 0 Micron Technology Common 59511210 1562 37600 SH DEFINED 3 0 0 37600 Mid Atlantic Med Svc Common 59523C10 10150 500000 SH SOLE 0 0 500000 Midcoast Energy Res Common 59563W10 4407 165650 SH SOLE 165650 0 0 Midcoast Energy Res Common 59563W10 3078 116150 SH SOLE 0 0 116150 Midcoast Energy Res Common 59563W10 4536 171150 SH DEFINED 1 0 171150 0 Midcoast Energy Res Common 59563W10 663 25000 SH DEFINED 1 0 25000 0 Midcoast Energy Res Common 59563W10 3313 125000 SH DEFINED 2 0 0 125000 Millennium Pharm Common 59990210 1876 61600 SH SOLE 61600 0 0 Millennium Pharm Common 59990210 251 8000 SH SOLE 0 0 8000 Millennium Pharm Common 59990210 4622 151730 SH DEFINED 1 0 151730 0 Herman Miller Inc Common 60054410 52700 2278667 SH SOLE 2278667 0 0 Herman Miller Inc Common 60054410 3638 157300 SH SOLE 0 0 157300 Herman Miller Inc Common 60054410 10099 436700 SH DEFINED 1 0 436700 0 Millipore Corp Common 60107310 10086 218000 SH SOLE 218000 0 0 Millipore Corp Common 60107310 1643 35500 SH SOLE 0 0 35500 Millipore Corp Common 60107310 1642 35500 SH DEFINED 1 0 35500 0 Minerals Tech Inc Common 60315810 5357 152900 SH SOLE 152900 0 0 Minerals Tech Inc Common 60315810 2467 70600 SH SOLE 0 0 70600 Minerals Tech Inc Common 60315810 9063 259300 SH DEFINED 1 0 259300 0 Minn Mining & Mfg Co Common 60405910 207388 1995793 SH SOLE 1995793 0 0 Minn Mining & Mfg Co Common 60405910 272217 2620000 SH SOLE 0 0 2620000 Minn Mining & Mfg Co Common 60405910 6411 61700 SH DEFINED 1 0 61700 0 Minn Mining & Mfg Co Common 60405910 3190 30700 SH DEFINED 1 0 30700 0 Minn Mining & Mfg Co Common 60405910 2192 21100 SH DEFINED 1 0 0 21100 Minn Mining & Mfg Co Common 60405910 3460 33300 SH DEFINED 2 0 0 33300 Minn Mining & Mfg Co Common 60405910 210 2000 SH DEFINED 3 0 2000 0 Minn Mining & Mfg Co Common 60405910 322 3100 SH DEFINED 3 0 0 3100 MIPS Technologies Common 60456710 789 31700 SH SOLE 31700 0 0 Mirant Corporation Common 60467510 2894 81500 SH SOLE 81500 0 0 Mirant Corporation Common 60467510 1012 28500 SH SOLE 0 0 28500 Miravant Med Tech Common 60469010 728 91100 SH SOLE 91100 0 0 Miravant Med Tech Common 60469010 333 41600 SH SOLE 0 0 41600 Miravant Med Tech Common 60469010 4364 545500 SH DEFINED 1 0 545500 0 Miravant Med Tech Common 60469010 83 10400 SH DEFINED 2 0 0 10400 Mission West REIT Common 60520310 3533 278200 SH SOLE 278200 0 0 Mission West REIT Common 60520310 2539 199900 SH SOLE 0 0 199900 Mission West REIT Common 60520310 2883 227000 SH DEFINED 1 0 227000 0 Mitcham Inds Inc Common 60650110 3791 630000 SH SOLE 630000 0 0 Mitcham Inds Inc Common 60650110 900 150000 SH SOLE 0 0 150000 Mitel Corp Common 60671110 29 3650 SH SOLE 3650 0 0 Mohawk Industries Common 60819010 4101 146050 SH DEFINED 1 0 146050 0 Monaco Coach Corp Common 60886R10 3183 176800 SH SOLE 176800 0 0 Monaco Coach Corp Common 60886R10 776 43200 SH SOLE 0 0 43200 Monaco Coach Corp Common 60886R10 16 900 SH DEFINED 1 0 900 0 Monaco Coach Corp Common 60886R10 657 36600 SH DEFINED 1 0 36600 0 Monaco Coach Corp Common 60886R10 2592 144300 SH DEFINED 2 0 0 144300 Mondavi Robert Cl A Common 60920010 3581 79700 SH SOLE 79700 0 0 Mondavi Robert Cl A Common 60920010 1976 44100 SH SOLE 0 0 44100 Mondavi Robert Cl A Common 60920010 10575 236000 SH DEFINED 1 0 236000 0 Monro Muffler Brake Common 61023610 4960 455000 SH SOLE 455000 0 0 Monro Muffler Brake Common 61023610 1632 150000 SH SOLE 0 0 150000 Monro Muffler Brake Common 61023610 673 61900 SH DEFINED 1 0 61900 0 Monsanto Company Common 61166W10 2947 83100 SH SOLE 83100 0 0 Monsanto Company Common 61166W10 149610 4218800 SH SOLE 0 0 4218800 Monsanto Company Common 61166W10 8071 227600 SH DEFINED 1 0 227600 0 Monsanto Company Common 61166W10 507 14300 SH DEFINED 2 0 0 14300 Montana Power Co Common 61208510 69223 4909146 SH SOLE 4909146 0 0 Montana Power Co Common 61208510 25052 1776700 SH SOLE 0 0 1776700 Montana Power Co Common 61208510 4250 301400 SH DEFINED 1 0 301400 0 Montana Power Co Common 61208510 2710 192200 SH DEFINED 1 0 0 192200 Morgan Stanley DW&Co Common 61744644 183070 3419895 SH SOLE 3419895 0 0 Morgan Stanley DW&Co Common 61744644 55800 1041797 SH SOLE 0 0 1041797 Morgan Stanley DW&Co Common 61744644 22751 425250 SH DEFINED 1 0 425250 0 Morgan Stanley DW&Co Common 61744644 2757 51100 SH DEFINED 1 0 51100 0 Morgan Stanley DW&Co Common 61744644 254 4700 SH DEFINED 3 0 4700 0 Morrison Mgmt Spec Common 61845910 4775 119700 SH SOLE 119700 0 0 Morrison Mgmt Spec Common 61845910 109 2740 SH DEFINED 1 0 2740 0 Motient Corp Common 61990810 592 450100 SH SOLE 450100 0 0 Motient Corp Common 61990810 260 194700 SH SOLE 0 0 194700 Motient Corp Common 61990810 269 205400 SH DEFINED 1 0 205400 0 Motient Corp Common 61990810 125 95300 SH DEFINED 1 0 95300 0 Motient Corp Common 61990810 382 290700 SH DEFINED 2 0 0 290700 Motorola Inc Common 62007610 19926 1397400 SH SOLE 1397400 0 0 Motorola Inc Common 62007610 45381 3182400 SH SOLE 0 0 3182400 Motorola Inc Common 62007610 8526 597900 SH DEFINED 1 0 597900 0 Motorola Inc Common 62007610 1613 113100 SH DEFINED 1 0 113100 0 Mueller Industries Common 62475610 327 10900 SH SOLE 10900 0 0 Mueller Industries Common 62475610 1781 59300 SH DEFINED 1 0 59300 0 Murphy Oil Corp Common 62671710 21426 321748 SH SOLE 321748 0 0 Murphy Oil Corp Common 62671710 20399 306400 SH SOLE 0 0 306400 Murphy Oil Corp Common 62671710 3389 50900 SH DEFINED 1 0 50900 0 MutualFirst Finl Common 62845B10 2720 196000 SH SOLE 196000 0 0 MutualFirst Finl Common 62845B10 1379 99000 SH SOLE 0 0 99000 MutualFirst Finl Common 62845B10 1804 130000 SH DEFINED 1 0 130000 0 Mylan Laboratories Common 62853010 54998 2122658 SH SOLE 2122658 0 0 Mylan Laboratories Common 62853010 62506 2417700 SH SOLE 0 0 2417700 Mylan Laboratories Common 62853010 12412 480200 SH DEFINED 1 0 480200 0 Mylan Laboratories Common 62853010 3288 127200 SH DEFINED 1 0 0 127200 Mylan Laboratories Common 62853010 593 23100 SH DEFINED 2 0 23100 0 Mylan Laboratories Common 62853010 742 28400 SH DEFINED 3 0 28400 0 NBTY Inc Common 62878210 6053 710700 SH SOLE 710700 0 0 NBTY Inc Common 62878210 1881 221200 SH SOLE 0 0 221200 NBTY Inc Common 62878210 2921 343700 SH DEFINED 1 0 343700 0 NBTY Inc Common 62878210 1012 119100 SH DEFINED 1 0 119100 0 NBTY Inc Common 62878210 4053 476800 SH DEFINED 2 0 0 476800 NCI Building Systems Common 62885210 4287 253200 SH SOLE 253200 0 0 NCI Building Systems Common 62885210 1566 92700 SH SOLE 0 0 92700 NCI Building Systems Common 62885210 1943 115000 SH DEFINED 1 0 115000 0 NCI Building Systems Common 62885210 1039 61500 SH DEFINED 1 0 61500 0 NCI Building Systems Common 62885210 3140 185800 SH DEFINED 2 0 0 185800 NDS Group Plc ADR Common 62889110 170 4300 SH SOLE 4300 0 0 NDS Group Plc ADR Common 62889110 150 3700 SH SOLE 0 0 3700 NDS Group Plc ADR Common 62889110 19 500 SH DEFINED 1 0 500 0 NEC Corp ADR Common 62905020 231 2900 SH SOLE 2900 0 0 NEC Corp ADR Common 62905020 2 20 SH DEFINED 1 0 20 0 Nn Inc Common 62933710 4103 512000 SH SOLE 512000 0 0 Nn Inc Common 62933710 1240 155000 SH SOLE 0 0 155000 Nn Inc Common 62933710 1680 210000 SH DEFINED 1 0 210000 0 Nn Inc Common 62933710 753 94150 SH DEFINED 1 0 94150 0 Nn Inc Common 62933710 2560 320000 SH DEFINED 2 0 0 320000 NPS Pharmaceuticals Common 62936P10 5030 239527 SH SOLE 239527 0 0 NPS Pharmaceuticals Common 62936P10 937 44628 SH SOLE 0 0 44628 NPS Pharmaceuticals Common 62936P10 15381 732464 SH DEFINED 1 0 732464 0 NPS Pharmaceuticals Common 62936P10 389 18500 SH DEFINED 2 0 0 18500 NRG Energy Inc Common 62937710 5896 162000 SH SOLE 162000 0 0 NRG Energy Inc Common 62937710 8845 243000 SH SOLE 0 0 243000 NTL Incorporated Common 62940710 111889 4448027 SH SOLE 4448027 0 0 NTL Incorporated Common 62940710 25288 1005381 SH SOLE 0 0 1005381 NTL Incorporated Common 62940710 1623 64600 SH DEFINED 1 0 64600 0 Nabors Industries Common 62956810 22680 437500 SH SOLE 0 0 437500 NASDAQ 100 Shs Index Common 63110010 98302 2510900 SH SOLE 2510900 0 0 NATCO Group Inc Common 63227W20 9007 923000 SH SOLE 923000 0 0 NATCO Group Inc Common 63227W20 1443 148000 SH SOLE 0 0 148000 NATCO Group Inc Common 63227W20 1289 132200 SH DEFINED 1 0 132200 0 NATCO Group Inc Common 63227W20 683 70000 SH DEFINED 1 0 70000 0 National City Corp Common 63540510 26761 1000000 SH SOLE 1000000 0 0 National City Corp Common 63540510 84488 3158400 SH SOLE 0 0 3158400 National City Corp Common 63540510 31513 1178080 SH DEFINED 1 0 1178080 0 National Data Corp Common 63562110 1817 77800 SH SOLE 77800 0 0 National Data Corp Common 63562110 4245 181800 SH SOLE 0 0 181800 National Data Corp Common 63562110 2895 124000 SH DEFINED 1 0 124000 0 National Fuel Gas Co Common 63618010 23156 432200 SH SOLE 432200 0 0 National Fuel Gas Co Common 63618010 36975 690100 SH SOLE 0 0 690100 National Fuel Gas Co Common 63618010 7994 149200 SH DEFINED 1 0 149200 0 National Merc Bnc NC Cv Pfd 63691230 211 15002 PRN SOLE 15002 0 0 National RV Holdings Common 63727710 2739 322300 SH SOLE 322300 0 0 National RV Holdings Common 63727710 763 89800 SH SOLE 0 0 89800 National RV Holdings Common 63727710 1706 200800 SH DEFINED 1 0 200800 0 National RV Holdings Common 63727710 138 16200 SH DEFINED 1 0 16200 0 National RV Holdings Common 63727710 2543 299200 SH DEFINED 2 0 0 299200 Nationwide Hlth REIT Common 63862010 6202 371600 SH SOLE 0 0 371600 Natural Microsystems Common 63888210 3451 388800 SH SOLE 388800 0 0 Natural Microsystems Common 63888210 11 1200 SH DEFINED 1 0 1200 0 Natural Microsystems 638882AA 4629 8315000 PRN SOLE 8315000 0 0 Natural Microsystems 638882AA 1221 2200000 PRN SOLE 0 0 2200000 Natural Microsystems 638882AA 2220 4000000 PRN DEFINED 1 0 4000000 0 Natural Microsystems 638882AA 833 1500000 PRN DEFINED 1 0 1500000 0 Natural Microsystems 638882AA 2498 4500000 PRN DEFINED 2 0 0 4500000 Natures Sunshine Common 63902710 3932 565600 SH SOLE 565600 0 0 Natures Sunshine Common 63902710 1181 170200 SH SOLE 0 0 170200 Natures Sunshine Common 63902710 2960 426500 SH DEFINED 1 0 426500 0 Natures Sunshine Common 63902710 791 114100 SH DEFINED 1 0 114100 0 Natures Sunshine Common 63902710 2514 362300 SH DEFINED 2 0 0 362300 Navistar Intl Corp Common 63934E10 169 7400 SH SOLE 7400 0 0 Navistar Intl Corp Common 63934E10 1845 80900 SH DEFINED 1 0 80900 0 Neopharm Inc Common 64091910 426 20000 SH DEFINED 1 0 20000 0 Netopia Inc Common 64114K10 1130 393400 SH SOLE 393400 0 0 Network Equip Tech Common 64120810 740 174100 SH SOLE 174100 0 0 Network Equip Tech Common 64120810 1084 255000 SH SOLE 0 0 255000 Network Equip Tech Common 64120810 574 135000 SH DEFINED 1 0 135000 0 Network Equip Tech Common 64120810 2019 475000 SH DEFINED 2 0 0 475000 Network Appliance Common 64120L10 43452 2581594 SH SOLE 2581594 0 0 Network Appliance Common 64120L10 5841 347000 SH SOLE 0 0 347000 Network Appliance Common 64120L10 19418 1154940 SH DEFINED 1 0 1154940 0 Network Appliance Common 64120L10 264 15700 SH DEFINED 1 0 15700 0 Network Appliance Common 64120L10 529 31700 SH DEFINED 2 0 31700 0 Network Appliance Common 64120L10 3352 199300 SH DEFINED 2 0 0 199300 Network Appliance Common 64120L10 336 19800 SH DEFINED 3 0 19800 0 Network Appliance Common 64120L10 311 18500 SH DEFINED 3 0 0 18500 Network Plus Corp Common 64122D50 1055 270000 SH DEFINED 1 0 270000 0 Neurogen Corp Common 64124E10 804 34000 SH SOLE 34000 0 0 Neurogen Corp Common 64124E10 619 26200 SH SOLE 0 0 26200 Neurogen Corp Common 64124E10 10419 441000 SH DEFINED 1 0 441000 0 Neurogen Corp Common 64124E10 234 9900 SH DEFINED 2 0 0 9900 Neurocrine Bioscnc Common 64125C10 169 8200 SH SOLE 8200 0 0 Neurocrine Bioscnc Common 64125C10 307 14900 SH SOLE 0 0 14900 Neurocrine Bioscnc Common 64125C10 7329 355300 SH DEFINED 1 0 355300 0 Neurocrine Bioscnc Common 64125C10 159 7700 SH DEFINED 2 0 0 7700 Newfield Exploration Common 65129010 771 22100 SH SOLE 22100 0 0 Newmark Homes Corp Common 65157810 987 80600 SH SOLE 80600 0 0 Newmark Homes Corp Common 65157810 1421 116000 SH SOLE 0 0 116000 Newmark Homes Corp Common 65157810 3063 250000 SH DEFINED 2 0 0 250000 Newpark Resources Common 65171850 24511 2725900 SH SOLE 2725900 0 0 Newport News Shipbld Common 65222810 3105 63300 SH SOLE 63300 0 0 Newport News Shipbld Common 65222810 2185 44700 SH SOLE 0 0 44700 Newport News Shipbld Common 65222810 2763 56500 SH DEFINED 1 0 56500 0 News Corp Ltd ADR Common 65248770 28335 899700 SH SOLE 899700 0 0 News Corp Ltd ADR Common 65248770 7102 226200 SH SOLE 0 0 226200 News Corp Ltd ADR Common 65248770 1578 50300 SH DEFINED 1 0 50300 0 News Corp Ltd ADR Common 65248770 1585 50600 SH DEFINED 2 0 0 50600 News Corp Pfd ADR Common 65248780 37167 1387100 SH SOLE 1387100 0 0 News Corp Pfd ADR Common 65248780 19795 741400 SH SOLE 0 0 741400 News Corp Pfd ADR Common 65248780 12896 483000 SH DEFINED 1 0 483000 0 NextCard Inc Common 65332K10 2075 200600 SH SOLE 200600 0 0 NextCard Inc Common 65332K10 1123 109000 SH SOLE 0 0 109000 NextCard Inc Common 65332K10 1452 140800 SH DEFINED 1 0 140800 0 Nextel Communctns A Common 65332V10 1933 134460 SH DEFINED 1 0 134460 0 Nextel Partners Inc Common 65333F10 17867 1300800 SH SOLE 1300800 0 0 Nextel Partners Inc Common 65333F10 309 22500 SH SOLE 0 0 22500 Nextel Partners Inc Common 65333F10 277 20200 SH DEFINED 1 0 20200 0 Nexen Inc Common 65334H10 73 3300 SH SOLE 3300 0 0 Niagara Mohawk Hldg Common 65352010 11830 700000 SH SOLE 0 0 700000 NICOR Inc Common 65408610 40438 1085000 SH SOLE 0 0 1085000 Nike Inc Cl B Common 65410610 113584 2800500 SH SOLE 2800500 0 0 Nike Inc Cl B Common 65410610 7541 186000 SH SOLE 0 0 186000 Nike Inc Cl B Common 65410610 16205 399600 SH DEFINED 1 0 399600 0 Nike Inc Cl B Common 65410610 5628 138800 SH DEFINED 1 0 0 138800 99 Cent Only Stores Common 65440K10 10239 441600 SH SOLE 441600 0 0 99 Cent Only Stores Common 65440K10 6430 278200 SH SOLE 0 0 278200 99 Cent Only Stores Common 65440K10 7886 341250 SH DEFINED 1 0 341250 0 Nippon Tel & Tel ADR Common 65462410 6147 190400 SH SOLE 190400 0 0 Nippon Tel & Tel ADR Common 65462410 97 3000 SH SOLE 0 0 3000 Nippon Tel & Tel ADR Common 65462410 11 350 SH DEFINED 1 0 350 0 NiSource Inc Common 65473P10 513 16500 SH SOLE 16500 0 0 NiSource Inc Common 65473P10 8762 281562 SH SOLE 0 0 281562 Noble Affiliates Common 65489410 746 17900 SH SOLE 17900 0 0 Noble Affiliates Common 65489410 2825 67700 SH DEFINED 1 0 67700 0 Nokia Corp ADR Common 65490220 268 11100 SH SOLE 11100 0 0 Noble Drilling Corp Common 65504210 28678 621300 SH SOLE 621300 0 0 Noble Drilling Corp Common 65504210 33069 716400 SH SOLE 0 0 716400 Noble Drilling Corp Common 65504210 552 11970 SH DEFINED 1 0 11970 0 Norfolk Southern Common 65584410 2600 155290 SH SOLE 155290 0 0 Norfolk Southern Common 65584410 94486 5644300 SH SOLE 0 0 5644300 Norfolk Southern Common 65584410 1035 61800 SH DEFINED 1 0 61800 0 Norfolk Southern Common 65584410 2195 131100 SH DEFINED 1 0 131100 0 Norsk Hydro AS ADR Common 65653160 3797 92100 SH SOLE 92100 0 0 Norsk Hydro AS ADR Common 65653160 159758 3876700 SH SOLE 0 0 3876700 Norsk Hydro AS ADR Common 65653160 4 90 SH DEFINED 1 0 90 0 Nortel Networks Corp Common 65656810 8022 569995 SH SOLE 569995 0 0 Nortel Networks Corp Common 65656810 624 44400 SH SOLE 0 0 44400 Nortel Networks Corp Common 65656810 15481 1101870 SH DEFINED 1 0 1101870 0 North Central Bancsh Common 65841810 2677 133000 SH SOLE 133000 0 0 North Central Bancsh Common 65841810 463 23000 SH SOLE 0 0 23000 North Central Bancsh Common 65841810 664 33000 SH DEFINED 1 0 33000 0 North Valley Bancorp Common 66304M10 3444 256300 SH SOLE 256300 0 0 North Valley Bancorp Common 66304M10 4212 312800 SH SOLE 0 0 312800 Northeast PA Finl Common 66390510 3047 251800 SH SOLE 0 0 251800 Northeast Utilities Common 66439710 13035 750000 SH SOLE 0 0 750000 Northrim Bank Alaska Common 66676410 1983 161900 SH SOLE 161900 0 0 Northrim Bank Alaska Common 66676410 986 80500 SH SOLE 0 0 80500 Northrim Bank Alaska Common 66676410 852 69550 SH DEFINED 1 0 69550 0 Northrop Grumman Crp Common 66680710 531091 6102800 SH SOLE 6102800 0 0 Northrop Grumman Crp Common 66680710 277100 3185000 SH SOLE 0 0 3185000 Northrop Grumman Crp Common 66680710 6942 79800 SH DEFINED 1 0 79800 0 Northwest Airl Crp A Common 66728010 42988 1900000 SH SOLE 0 0 1900000 Northwest Airl Crp A Common 66728010 950 42000 SH DEFINED 2 0 0 42000 Northwest Pipe Co Common 66774610 3479 247900 SH SOLE 247900 0 0 Northwest Pipe Co Common 66774610 1023 73100 SH SOLE 0 0 73100 Northwest Pipe Co Common 66774610 868 62000 SH DEFINED 1 0 62000 0 Northwest Pipe Co Common 66774610 3598 257000 SH DEFINED 2 0 0 257000 Northwestern Corp Common 66807410 11038 448900 SH SOLE 448900 0 0 Northwestern Corp Common 66807410 7655 312400 SH SOLE 0 0 312400 Northwestern Corp Common 66807410 9515 388400 SH DEFINED 1 0 388400 0 Nova Chemicals Corp Common 66977W10 107 5200 SH SOLE 5200 0 0 Nova Corp Common 66978410 18566 1006572 SH SOLE 1006572 0 0 Nova Corp Common 66978410 3324 179700 SH SOLE 0 0 179700 Nova Corp Common 66978410 13571 736000 SH DEFINED 1 0 736000 0 Novartis AG ADR Common 66987V10 896 22800 SH SOLE 22800 0 0 Novartis AG ADR Common 66987V10 181 4600 SH SOLE 0 0 4600 Novartis AG ADR Common 66987V10 12 300 SH DEFINED 1 0 300 0 Novellus Systems Inc Common 67000810 18269 450400 SH SOLE 450400 0 0 Novellus Systems Inc Common 67000810 1303 32100 SH SOLE 0 0 32100 Novellus Systems Inc Common 67000810 19596 483080 SH DEFINED 1 0 483080 0 Novo-Nordisk AS ADR Common 67010020 3 30 SH DEFINED 1 0 30 0 Nucor Corp Common 67034610 2377 59300 SH SOLE 59300 0 0 Nuevo Energy Co Common 67050910 9366 527300 SH SOLE 527300 0 0 Nuevo Energy Co Common 67050910 7559 426000 SH SOLE 0 0 426000 Nuevo Energy Co Common 67050910 6019 339600 SH DEFINED 1 0 339600 0 Nuevo Energy Co Common 67050910 638 36000 SH DEFINED 1 0 36000 0 Nuevo Energy Co Common 67050910 2481 140000 SH DEFINED 2 0 0 140000 Nycomed Amersham ADR Common 67066H10 3930 113600 SH SOLE 113600 0 0 Nycomed Amersham ADR Common 67066H10 561 15700 SH SOLE 0 0 15700 Nycomed Amersham ADR Common 67066H10 1730 50000 SH DEFINED 1 0 50000 0 NYFIX Inc Common 67071210 142 6200 SH SOLE 6200 0 0 O'Charleys Inc Common 67082310 5766 274800 SH SOLE 274800 0 0 O'Charleys Inc Common 67082310 1959 93600 SH SOLE 0 0 93600 O'Charleys Inc Common 67082310 2567 122600 SH DEFINED 1 0 122600 0 O'Charleys Inc Common 67082310 967 46200 SH DEFINED 1 0 46200 0 O'Charleys Inc Common 67082310 4698 224400 SH DEFINED 2 0 0 224400 OSI Pharmaceuticals Common 67104010 1415 35700 SH SOLE 35700 0 0 Oak Technology Inc Common 67180210 9226 1562040 SH SOLE 1562040 0 0 Oak Technology Inc Common 67180210 22 3690 SH SOLE 0 0 3690 Oak Technology Inc Common 67180210 1823 308710 SH DEFINED 1 0 308710 0 Obie Media Corp Common 67439110 1071 129020 SH SOLE 129020 0 0 Obie Media Corp Common 67439110 398 48280 SH SOLE 0 0 48280 Obie Media Corp Common 67439110 729 88300 SH DEFINED 1 0 88300 0 Occidental Petroleum Common 67459910 809 32700 SH SOLE 32700 0 0 Occidental Petroleum Common 67459910 25332 1023500 SH SOLE 0 0 1023500 Ocean Energy Inc Common 67481E10 1868 112800 SH SOLE 112800 0 0 Ocean Energy Inc Common 67481E10 1240 74900 SH SOLE 0 0 74900 Ocean Energy Inc Common 67481E10 4207 254200 SH DEFINED 1 0 254200 0 Ocular Sciences Inc Common 67574410 23497 1312550 SH SOLE 1312550 0 0 Ocular Sciences Inc Common 67574410 4698 262800 SH SOLE 0 0 262800 Ocular Sciences Inc Common 67574410 2864 160800 SH DEFINED 1 0 160800 0 Ocular Sciences Inc Common 67574410 713 40000 SH DEFINED 1 0 40000 0 Ocular Sciences Inc Common 67574410 889 50300 SH DEFINED 2 0 50300 0 Ocular Sciences Inc Common 67574410 4019 225600 SH DEFINED 2 0 0 225600 Ocwen Financial Corp Common 67574610 981 115500 SH SOLE 115500 0 0 Ocwen Financial Corp Common 67574610 9965 1173800 SH SOLE 0 0 1173800 Office Depot Inc Common 67622010 2272 259700 SH SOLE 259700 0 0 Office Depot Inc Common 67622010 134 15300 SH DEFINED 1 0 15300 0 Old Kent Financial Common 67983310 3306 87000 SH SOLE 0 0 87000 Old Second Bancorp Common 68027710 563 21500 SH SOLE 21500 0 0 Old Second Bancorp Common 68027710 450 17200 SH DEFINED 1 0 17200 0 Omnicare Inc Common 68190410 21450 1000000 SH SOLE 0 0 1000000 Omnicom Group Common 68191910 3183 38400 SH SOLE 38400 0 0 Omnicom Group Common 68191910 630 7600 SH SOLE 0 0 7600 1-800 Contacts Common 68197710 164 7000 SH SOLE 7000 0 0 1-800 Contacts Common 68197710 295 12900 SH DEFINED 1 0 12900 0 1-800 Contacts Common 68197710 1171 51200 SH DEFINED 2 0 0 51200 OMNI Energy Svcs Crp Common 68210T10 498 300000 SH SOLE 300000 0 0 OMNI Energy Svcs Crp Common 68210T10 913 562000 SH SOLE 0 0 562000 OMNI Energy Svcs Crp Common 68210T10 447 275000 SH DEFINED 1 0 275000 0 OmniVision Tech Inc Common 68212810 6472 1882800 SH SOLE 1882800 0 0 OmniVision Tech Inc Common 68212810 103 29600 SH SOLE 0 0 29600 OmniVision Tech Inc Common 68212810 26 7500 SH DEFINED 1 0 7500 0 Oneida Ltd Common 68250510 4242 266000 SH SOLE 266000 0 0 Oneida Ltd Common 68250510 478 30000 SH SOLE 0 0 30000 Oneida Ltd Common 68250510 2073 130000 SH DEFINED 1 0 130000 0 Oneida Ltd Common 68250510 3190 200000 SH DEFINED 2 0 0 200000 ONEOK Inc Common 68268010 5945 145400 SH SOLE 0 0 145400 ONI Systems Corp Common 68273F10 21789 1117400 SH SOLE 1117400 0 0 ONI Systems Corp Common 68273F10 5801 297500 SH SOLE 0 0 297500 ONI Systems Corp Common 68273F10 29 1500 SH DEFINED 1 0 1500 0 Online Resources Common 68273G10 718 410000 SH DEFINED 1 0 410000 0 Online Resources Common 68273G10 219 125000 SH DEFINED 1 0 125000 0 Optimal Robotics Common 68388R20 18404 706100 SH SOLE 706100 0 0 Optimal Robotics Common 68388R20 1787 68600 SH SOLE 0 0 68600 Optimal Robotics Common 68388R20 1972 75700 SH DEFINED 1 0 75700 0 Oracle Corporation Common 68389X10 207864 13867164 SH SOLE 13867164 0 0 Oracle Corporation Common 68389X10 54768 3651500 SH SOLE 0 0 3651500 Oracle Corporation Common 68389X10 41305 2757350 SH DEFINED 1 0 2757350 0 Oracle Corporation Common 68389X10 2448 162200 SH DEFINED 1 0 162200 0 Oracle Corporation Common 68389X10 553 37100 SH DEFINED 2 0 37100 0 Oracle Corporation Common 68389X10 2082 138900 SH DEFINED 2 0 0 138900 Oracle Corporation Common 68389X10 162 10700 SH DEFINED 3 0 10700 0 Option Care Inc Common 68394810 348 36600 SH SOLE 36600 0 0 Option Care Inc Common 68394810 185 19500 SH SOLE 0 0 19500 Orapharma Inc Common 68554E10 904 115700 SH SOLE 115700 0 0 Orapharma Inc Common 68554E10 2 300 SH DEFINED 1 0 300 0 Orbital Sciences 685564AC 4368 7800000 PRN SOLE 7800000 0 0 Orbital Sciences 685564AC 1397 2500000 PRN SOLE 0 0 2500000 Orbital Sciences 685564AC 2179 3900000 PRN DEFINED 1 0 3900000 0 Orbital Sciences 685564AC 671 1200000 PRN DEFINED 1 0 1200000 0 Orbital Sciences 685564AC 2794 5000000 PRN DEFINED 2 0 0 5000000 Oregon Trail Finl Cp Common 68593210 437 30900 SH SOLE 30900 0 0 Oregon Trail Finl Cp Common 68593210 1894 134100 SH SOLE 0 0 134100 O'Reilly Automotive Common 68609110 343 17200 SH SOLE 17200 0 0 O'Reilly Automotive Common 68609110 38 1900 SH DEFINED 1 0 1900 0 Orion Power Holdings Common 68628610 411 13400 SH SOLE 13400 0 0 Orion Power Holdings Common 68628610 111 3600 SH DEFINED 1 0 3600 0 Orthodontic Centers Common 68750P10 14214 693380 SH SOLE 693380 0 0 Orthodontic Centers Common 68750P10 23 1100 SH SOLE 0 0 1100 Orthodontic Centers Common 68750P10 1938 94480 SH DEFINED 1 0 94480 0 Oshkosh B'Gosh Cl A Common 68822220 7369 288400 SH SOLE 288400 0 0 Oshkosh B'Gosh Cl A Common 68822220 2389 93700 SH SOLE 0 0 93700 Oshkosh B'Gosh Cl A Common 68822220 3504 137400 SH DEFINED 1 0 137400 0 Oshkosh B'Gosh Cl A Common 68822220 1244 48800 SH DEFINED 1 0 48800 0 Oshkosh B'Gosh Cl A Common 68822220 5355 210000 SH DEFINED 2 0 0 210000 Oshkosh Truck Corp Common 68823920 3112 87300 SH SOLE 87300 0 0 Oshkosh Truck Corp Common 68823920 1942 54700 SH SOLE 0 0 54700 Oshkosh Truck Corp Common 68823920 4331 122000 SH DEFINED 1 0 122000 0 o2wireless Solutions Common 68980310 2922 1456600 SH SOLE 1456600 0 0 o2wireless Solutions Common 68980310 450 225000 SH SOLE 0 0 225000 o2wireless Solutions Common 68980310 37 18400 SH DEFINED 1 0 18400 0 Owens & Minor Hldgs Common 69073210 24495 1473500 SH SOLE 1473500 0 0 Owens & Minor Hldgs Common 69073210 41310 2499100 SH SOLE 0 0 2499100 Owens & Minor Hldgs Common 69073210 7408 448100 SH DEFINED 1 0 448100 0 Owens & Minor Hldgs Common 69073210 738 45000 SH DEFINED 2 0 45000 0 Oxford Health Plans Common 69147110 56844 2125000 SH SOLE 2125000 0 0 Oxford Health Plans Common 69147110 27 1000 SH DEFINED 1 0 1000 0 PBOC Holdings Inc Common 69316G10 374 38000 SH SOLE 38000 0 0 PCD Inc Common 69318P10 1708 230500 SH SOLE 230500 0 0 PCD Inc Common 69318P10 1936 262500 SH DEFINED 1 0 262500 0 PCD Inc Common 69318P10 2500 339000 SH DEFINED 2 0 0 339000 PC-Tel Inc Common 69325Q10 3091 410950 SH SOLE 410950 0 0 PC-Tel Inc Common 69325Q10 1142 150600 SH SOLE 0 0 150600 PC-Tel Inc Common 69325Q10 1384 184500 SH DEFINED 1 0 184500 0 PC-Tel Inc Common 69325Q10 607 80800 SH DEFINED 1 0 80800 0 PC-Tel Inc Common 69325Q10 2178 290400 SH DEFINED 2 0 0 290400 PFF Bancorp Inc Common 69331W10 4990 217000 SH SOLE 217000 0 0 PFF Bancorp Inc Common 69331W10 1817 78600 SH SOLE 0 0 78600 PFF Bancorp Inc Common 69331W10 2409 105000 SH DEFINED 1 0 105000 0 PFF Bancorp Inc Common 69331W10 672 29300 SH DEFINED 1 0 29300 0 PFF Bancorp Inc Common 69331W10 3051 133000 SH DEFINED 2 0 0 133000 P.F. Changs China Common 69333Y10 2633 74900 SH SOLE 74900 0 0 P.F. Changs China Common 69333Y10 1856 53000 SH SOLE 0 0 53000 P.F. Changs China Common 69333Y10 2342 66900 SH DEFINED 1 0 66900 0 PNC Financial Svcs Common 69347510 9194 135700 SH DEFINED 1 0 135700 0 PPG Industries Inc Common 69350610 133760 2902155 SH SOLE 0 0 2902155 PPL Corporation Common 69351T10 9520 215900 SH SOLE 215900 0 0 PPL Corporation Common 69351T10 13188 300000 SH SOLE 0 0 300000 PPL Corporation Common 69351T10 6748 153500 SH DEFINED 1 0 153500 0 PSS World Medical Common 69366A10 9730 2165500 SH SOLE 2165500 0 0 PSS World Medical Common 69366A10 15877 3552500 SH SOLE 0 0 3552500 PSS World Medical Common 69366A10 1108 248000 SH DEFINED 1 0 248000 0 PSS World Medical Common 69366A10 338 76100 SH DEFINED 2 0 76100 0 Pacific Century Finl Common 69405810 118552 6215275 SH SOLE 6215275 0 0 Pacific Century Finl Common 69405810 35613 1869965 SH SOLE 0 0 1869965 Pacific Century Finl Common 69405810 50116 2637620 SH DEFINED 1 0 2637620 0 Pacific Century Finl Common 69405810 1181 62600 SH DEFINED 2 0 62600 0 Pacific Century Finl Common 69405810 615 32500 SH DEFINED 2 0 0 32500 Pacific Century Finl Common 69405810 1627 84760 SH DEFINED 3 0 84760 0 Pacific Crest Cap Common 69416610 1594 89800 SH SOLE 89800 0 0 Pacific Crest Cap Common 69416610 2293 129200 SH SOLE 0 0 129200 Pacific Sunwear CA Common 69487310 23024 834630 SH SOLE 834630 0 0 Pacific Sunwear CA Common 69487310 37201 1352650 SH SOLE 0 0 1352650 Pacific Sunwear CA Common 69487310 18512 673100 SH DEFINED 1 0 673100 0 Pacific Union Bank Common 69502510 3426 296300 SH SOLE 296300 0 0 Pacific Union Bank Common 69502510 5972 515300 SH SOLE 0 0 515300 Packaged Ice Inc Common 69514810 767 448500 SH SOLE 448500 0 0 Packaged Ice Inc Common 69514810 1530 900000 SH DEFINED 1 0 900000 0 Packaging Corp Amer Common 69515610 5518 416700 SH SOLE 416700 0 0 Packaging Corp Amer Common 69515610 92119 6978700 SH SOLE 0 0 6978700 Packaging Corp Amer Common 69515610 4549 344600 SH DEFINED 1 0 344600 0 Packaging Corp Amer Common 69515610 1122 85000 SH DEFINED 2 0 0 85000 Pactiv Corporation Common 69525710 3546 292000 SH SOLE 292000 0 0 Pactiv Corporation Common 69525710 2301 190000 SH SOLE 0 0 190000 Pactiv Corporation Common 69525710 2888 238500 SH DEFINED 1 0 238500 0 Pall Corp Common 69642930 35613 1615700 SH SOLE 1615700 0 0 Pall Corp Common 69642930 131695 6008000 SH SOLE 0 0 6008000 Pall Corp Common 69642930 23080 1052870 SH DEFINED 1 0 1052870 0 Pall Corp Common 69642930 1284 59000 SH DEFINED 2 0 59000 0 Palm Harbor Homes Common 69663910 2622 172100 SH SOLE 172100 0 0 Palm Harbor Homes Common 69663910 645 42500 SH SOLE 0 0 42500 Palm Harbor Homes Common 69663910 3285 216300 SH DEFINED 2 0 0 216300 Palm Inc Common 69664210 26891 3195294 SH SOLE 3195294 0 0 Palm Inc Common 69664210 14028 1668001 SH SOLE 0 0 1668001 Palm Inc Common 69664210 11124 1323237 SH DEFINED 1 0 1323237 0 Palm Inc Common 69664210 228 26900 SH DEFINED 1 0 26900 0 Palm Inc Common 69664210 306 36400 SH DEFINED 2 0 0 36400 Palm Inc Common 69664210 38 4500 SH DEFINED 3 0 4500 0 Parametric Tech Corp Common 69917310 214 23600 SH SOLE 23600 0 0 Parametric Tech Corp Common 69917310 50 5500 SH DEFINED 1 0 5500 0 Parexel Intl Corp Common 69946210 17586 1406700 SH SOLE 1406700 0 0 Parexel Intl Corp Common 69946210 20391 1639400 SH SOLE 0 0 1639400 Parexel Intl Corp Common 69946210 128 10300 SH DEFINED 1 0 10300 0 Parexel Intl Corp Common 69946210 398 32200 SH DEFINED 2 0 32200 0 Parker Drilling Common 70108110 14447 2255100 SH SOLE 2255100 0 0 Parker Drilling Common 70108110 1717 265600 SH SOLE 0 0 265600 Parker Drilling Common 70108110 5644 881800 SH DEFINED 1 0 881800 0 Parker Drilling Common 70108110 914 142800 SH DEFINED 1 0 142800 0 Parker Drilling Common 70108110 2560 400000 SH DEFINED 2 0 0 400000 Parker Hannifin Corp Common 70109410 26327 662800 SH SOLE 662800 0 0 Parker Hannifin Corp Common 70109410 110251 2775700 SH SOLE 0 0 2775700 Parker Hannifin Corp Common 70109410 457 11500 SH DEFINED 1 0 11500 0 Patina Oil & Gas Crp Common 70322410 26876 1006600 SH SOLE 1006600 0 0 Patina Oil & Gas Crp Common 70322410 6760 253200 SH SOLE 0 0 253200 Patina Oil & Gas Crp Common 70322410 7791 291800 SH DEFINED 1 0 291800 0 Pathmark Stores Inc Common 70322A10 601 34927 SH SOLE 34927 0 0 Pathmark Stores Inc Common 70322A10 482 28000 SH SOLE 0 0 28000 Pathmark Stores Inc Common 70322A10 26 1500 SH DEFINED 1 0 1500 0 Pathmark Stores Inc 70322A11 56 11766 PRN SOLE 11766 0 0 Pathmark Stores Inc 70322A11 32 6723 PRN SOLE 0 0 6723 Pathmark Stores Inc 70322A11 2 336 PRN DEFINED 1 0 336 0 Patriot Transpn Hldg Common 70337B10 1817 84000 SH SOLE 84000 0 0 Patriot Transpn Hldg Common 70337B10 1720 80000 SH SOLE 0 0 80000 Patriot Transpn Hldg Common 70337B10 871 40500 SH DEFINED 1 0 40500 0 Patriot Transpn Hldg Common 70337B10 2567 119400 SH DEFINED 2 0 0 119400 Paxar Corp Common 70422710 4562 364000 SH SOLE 364000 0 0 Paxar Corp Common 70422710 625 50000 SH SOLE 0 0 50000 Payless ShoeSource Common 70437910 616 9900 SH SOLE 9900 0 0 Pechiney SA A ADR Common 70515120 14569 687100 SH SOLE 687100 0 0 Pechiney SA A ADR Common 70515120 60656 2861128 SH SOLE 0 0 2861128 Pechiney SA A ADR Common 70515120 297 14000 SH DEFINED 2 0 0 14000 Peco II Inc Common 70522110 303 24550 SH SOLE 24550 0 0 Peco II Inc Common 70522110 320 25300 SH SOLE 0 0 25300 Peco II Inc Common 70522110 788 65000 SH DEFINED 1 0 65000 0 Peco II Inc Common 70522110 2092 172500 SH DEFINED 2 0 0 172500 Pediatrix Med Group Common 70532410 2161 95900 SH SOLE 95900 0 0 Pediatrix Med Group Common 70532410 11191 504100 SH SOLE 0 0 504100 Pediatrix Med Group Common 70532410 49 2200 SH DEFINED 1 0 2200 0 Pegasystems Inc Common 70557310 5513 1695700 SH SOLE 1695700 0 0 Pegasystems Inc Common 70557310 284 87300 SH SOLE 0 0 87300 Pegasystems Inc Common 70557310 299 92300 SH DEFINED 1 0 92300 0 Pegasus Communctns A Common 70590410 84097 3656360 SH SOLE 3656360 0 0 Pegasus Communctns A Common 70590410 9626 418500 SH SOLE 0 0 418500 Pegasus Communctns A Common 70590410 669 29100 SH DEFINED 1 0 29100 0 Penford Corporation Common 70705110 3499 397000 SH SOLE 397000 0 0 Penford Corporation Common 70705110 441 50000 SH SOLE 0 0 50000 Penford Corporation Common 70705110 1939 220000 SH DEFINED 1 0 220000 0 Penford Corporation Common 70705110 617 70000 SH DEFINED 1 0 70000 0 Penn Engneerng & Mfg Common 70738930 2976 77000 SH SOLE 77000 0 0 Penn Engneerng & Mfg Common 70738930 2125 55000 SH DEFINED 1 0 55000 0 Penn Engneerng & Mfg Common 70738930 193 5000 SH DEFINED 1 0 5000 0 Penn Engneerng & Mfg Common 70738930 2705 70000 SH DEFINED 2 0 0 70000 Penn Treaty American Common 70787410 290 28100 SH SOLE 28100 0 0 Penn Treaty American Common 70787410 1029 99900 SH SOLE 0 0 99900 Penn Treaty American 707874AC 3381 4150000 PRN SOLE 4150000 0 0 Penn Treaty American 707874AC 976 1200000 PRN SOLE 0 0 1200000 Penn Treaty American 707874AC 1626 2000000 PRN DEFINED 1 0 2000000 0 Penn Treaty American 707874AC 610 750000 PRN DEFINED 1 0 750000 0 Penn Treaty American 707874AC 2440 3000000 PRN DEFINED 2 0 0 3000000 Penn Virginia Common 70788210 2877 76900 SH SOLE 76900 0 0 Penn Virginia Common 70788210 1864 50000 SH DEFINED 1 0 50000 0 Penn Virginia Common 70788210 3729 100000 SH DEFINED 2 0 0 100000 Pennfed Finl Svcs Common 70816710 1092 52000 SH SOLE 52000 0 0 Pennfed Finl Svcs Common 70816710 859 40500 SH SOLE 0 0 40500 Peoples Bancorp Common 70978910 67 3600 SH SOLE 3600 0 0 Peoples Bancorp Common 70978910 420 22500 SH SOLE 0 0 22500 Peoples Bk Bridge CT Common 71019810 75515 2931180 SH SOLE 2931180 0 0 Peoples Bk Bridge CT Common 71019810 8063 313090 SH SOLE 0 0 313090 Peoples Bk Bridge CT Common 71019810 27208 1056565 SH DEFINED 1 0 1056565 0 Peoples Bk Bridge CT Common 71019810 591 22700 SH DEFINED 3 0 22700 0 Peoples Energy Common 71103010 8589 220167 SH SOLE 220167 0 0 Peoples Energy Common 71103010 7630 196300 SH SOLE 0 0 196300 Peoples Energy Common 71103010 9839 253100 SH DEFINED 1 0 253100 0 Peoples Finl Corp OH Common 71103A10 208 34600 SH SOLE 0 0 34600 PeopleSoft Inc Common 71271310 3823 163100 SH SOLE 163100 0 0 PeopleSoft Inc Common 71271310 2320 99000 SH SOLE 0 0 99000 PeopleSoft Inc Common 71271310 5692 242900 SH DEFINED 1 0 242900 0 Pepsi Bottling Grp Common 71340910 72713 1912774 SH SOLE 1912774 0 0 Pepsi Bottling Grp Common 71340910 16480 433580 SH SOLE 0 0 433580 Pepsi Bottling Grp Common 71340910 22829 600600 SH DEFINED 1 0 600600 0 Pepsico Inc Common 71344810 705929 16032169 SH SOLE 16032169 0 0 Pepsico Inc Common 71344810 218961 4975146 SH SOLE 0 0 4975146 Pepsico Inc Common 71344810 125390 2853020 SH DEFINED 1 0 2853020 0 Pepsico Inc Common 71344810 5029 113600 SH DEFINED 1 0 113600 0 Pepsico Inc Common 71344810 9423 214400 SH DEFINED 1 0 0 214400 Pepsico Inc Common 71344810 6830 156500 SH DEFINED 2 0 156500 0 Pepsico Inc Common 71344810 26612 605600 SH DEFINED 2 0 0 605600 Pepsico Inc Common 71344810 342 7700 SH DEFINED 3 0 7700 0 Pepsico Inc Common 71344810 1581 35600 SH DEFINED 3 0 35600 0 Pepsico Inc Common 71344810 1828 41600 SH DEFINED 3 0 0 41600 Perceptron Inc Common 71361F10 618 410000 SH SOLE 410000 0 0 Perceptron Inc Common 71361F10 263 175000 SH SOLE 0 0 175000 Peregrine Sys Inc Common 71366Q10 8758 449100 SH SOLE 449100 0 0 Peregrine Sys Inc Common 71366Q10 1509 77400 SH SOLE 0 0 77400 Pericom Semiconductr Common 71383110 13482 1046500 SH SOLE 1046500 0 0 Pericom Semiconductr Common 71383110 1405 109100 SH SOLE 0 0 109100 Pericom Semiconductr Common 71383110 3497 271700 SH DEFINED 1 0 271700 0 Pericom Semiconductr Common 71383110 954 74100 SH DEFINED 1 0 74100 0 Pericom Semiconductr Common 71383110 3029 235300 SH DEFINED 2 0 0 235300 Perrigo Co Common 71429010 42142 4252030 SH SOLE 4252030 0 0 Perrigo Co Common 71429010 58461 5920030 SH SOLE 0 0 5920030 Perrigo Co Common 71429010 262 26500 SH DEFINED 1 0 26500 0 Perrigo Co Common 71429010 913 93200 SH DEFINED 2 0 93200 0 Petro-Canada Common 71644E10 9472 421688 SH SOLE 421688 0 0 Petro-Canada Common 71644E10 45986 2048400 SH SOLE 0 0 2048400 Petro-Canada Common 71644E10 2094 93300 SH DEFINED 1 0 93300 0 Petro-Canada Common 71644E10 862 38400 SH DEFINED 2 0 0 38400 PetroChina Co H ADS Common 71646E10 82476 4554360 SH SOLE 4554360 0 0 PetroChina Co H ADS Common 71646E10 9319 517700 SH SOLE 0 0 517700 PetroChina Co H ADS Common 71646E10 22170 1231610 SH DEFINED 1 0 1231610 0 PetroChina Co H ADS Common 71646E10 85 4700 SH DEFINED 1 0 4700 0 PetroChina Co H ADS Common 71646E10 3192 177800 SH DEFINED 2 0 0 177800 Petrol Brasil ADR Common 71654V10 379 17300 SH SOLE 0 0 17300 Petrol Brasil ADR Common 71654V40 173363 7261900 SH SOLE 7261900 0 0 Petrol Brasil ADR Common 71654V40 212649 8934000 SH SOLE 0 0 8934000 Petrol Brasil ADR Common 71654V40 27574 1158600 SH DEFINED 1 0 1158600 0 Petrol Brasil ADR Common 71654V40 4961 208700 SH DEFINED 2 0 0 208700 Petroleum Geo-Sv ADR Common 71659710 9088 1015400 SH SOLE 1015400 0 0 Petroleum Geo-Sv ADR Common 71659710 2451 273800 SH DEFINED 1 0 273800 0 PetroQuest Energy Common 71674810 3472 690100 SH SOLE 690100 0 0 PetroQuest Energy Common 71674810 1186 235700 SH SOLE 0 0 235700 PetroQuest Energy Common 71674810 638 126900 SH DEFINED 1 0 126900 0 Pharmacyclics Inc Common 71693310 3519 155400 SH SOLE 155400 0 0 Pharmacyclics Inc Common 71693310 18351 815500 SH SOLE 0 0 815500 Pharmacyclics Inc Common 71693310 10126 450000 SH DEFINED 1 0 450000 0 Pharmacyclics Inc Common 71693310 18 800 SH DEFINED 2 0 800 0 Pharmacyclics Inc Common 71693310 250 11100 SH DEFINED 2 0 0 11100 Pfizer Inc Common 71708110 523668 12781499 SH SOLE 12781499 0 0 Pfizer Inc Common 71708110 691029 16872309 SH SOLE 0 0 16872309 Pfizer Inc Common 71708110 120222 2935860 SH DEFINED 1 0 2935860 0 Pfizer Inc Common 71708110 4043 97950 SH DEFINED 1 0 97950 0 Pfizer Inc Common 71708110 11138 271980 SH DEFINED 2 0 0 271980 Pfizer Inc Common 71708110 381 9200 SH DEFINED 3 0 9200 0 Pfizer Inc Common 71708110 1101 26600 SH DEFINED 3 0 26600 0 Pfizer Inc Common 71708110 548 13392 SH DEFINED 3 0 0 13392 Pfsweb inc Common 71709810 322 325000 SH SOLE 325000 0 0 Pfsweb inc Common 71709810 102 100576 SH SOLE 0 0 100576 Pfsweb inc Common 71709810 1104 1140000 SH DEFINED 1 0 1140000 0 Pfsweb inc Common 71709810 194 200000 SH DEFINED 1 0 200000 0 Pharmaceutical HOLDR Common 71712A20 8478 88600 SH SOLE 88600 0 0 Pharmacopeia Inc Common 71713B10 13127 731500 SH SOLE 731500 0 0 Pharmacopeia Inc Common 71713B10 18440 1031600 SH SOLE 0 0 1031600 Pharmacopeia Inc Common 71713B10 14213 795100 SH DEFINED 1 0 795100 0 Pharmacopeia Inc Common 71713B10 555 31300 SH DEFINED 2 0 31300 0 Pharmacopeia Inc Common 71713B10 293 16400 SH DEFINED 2 0 0 16400 Pharmacia Corp Common 71713U10 868650 17216537 SH SOLE 17216537 0 0 Pharmacia Corp Common 71713U10 1966936 39044076 SH SOLE 0 0 39044076 Pharmacia Corp Common 71713U10 192354 3818802 SH DEFINED 1 0 3818802 0 Pharmacia Corp Common 71713U10 10943 216916 SH DEFINED 1 0 216916 0 Pharmacia Corp Common 71713U10 11671 231712 SH DEFINED 1 0 0 231712 Pharmacia Corp Common 71713U10 945 18900 SH DEFINED 2 0 18900 0 Pharmacia Corp Common 71713U10 7889 157700 SH DEFINED 2 0 157700 0 Pharmacia Corp Common 71713U10 49347 979759 SH DEFINED 2 0 0 979759 Pharmacia Corp Common 71713U10 244 4800 SH DEFINED 3 0 4800 0 Pharmacia Corp Common 71713U10 3390 66600 SH DEFINED 3 0 66600 0 Pharmacia Corp Common 71713U10 3623 71921 SH DEFINED 3 0 0 71921 Phelps Dodge Common 71726510 28392 706600 SH SOLE 706600 0 0 Phelps Dodge Common 71726510 148642 3699400 SH SOLE 0 0 3699400 Philip Morris Cos Common 71815410 429375 9035325 SH SOLE 9035325 0 0 Philip Morris Cos Common 71815410 344665 7262150 SH SOLE 0 0 7262150 Philip Morris Cos Common 71815410 105682 2227240 SH DEFINED 1 0 2227240 0 Philip Morris Cos Common 71815410 7345 154800 SH DEFINED 1 0 154800 0 Philip Morris Cos Common 71815410 7231 152400 SH DEFINED 1 0 0 152400 Philip Morris Cos Common 71815410 4420 93800 SH DEFINED 2 0 93800 0 Philip Morris Cos Common 71815410 21788 459200 SH DEFINED 2 0 0 459200 Philip Morris Cos Common 71815410 1578 32900 SH DEFINED 3 0 32900 0 Philip Morris Cos Common 71815410 1841 38800 SH DEFINED 3 0 0 38800 Phillips Petroleum Common 71850710 142273 2583700 SH SOLE 2583700 0 0 Phillips Petroleum Common 71850710 210720 3827600 SH SOLE 0 0 3827600 Phillips Petroleum Common 71850710 14375 261100 SH DEFINED 1 0 261100 0 Phillips Petroleum Common 71850710 4052 73600 SH DEFINED 1 0 73600 0 Phillips Petroleum Common 71850710 9661 175500 SH DEFINED 1 0 0 175500 Phillips Petroleum Common 71850710 1197 21900 SH DEFINED 2 0 21900 0 Phillips Petroleum Common 71850710 117 2100 SH DEFINED 2 0 0 2100 Phosphate Res Ptnrs Common 71921710 15472 4018800 SH SOLE 0 0 4018800 Photronics Inc Common 71940510 712 28800 SH SOLE 28800 0 0 Photronics Inc Common 71940510 1982 80300 SH DEFINED 1 0 80300 0 Pier One Imports Common 72027910 28909 2220018 SH SOLE 2220018 0 0 Pier One Imports Common 72027910 30343 2333910 SH SOLE 0 0 2333910 Pier One Imports Common 72027910 13329 1025250 SH DEFINED 1 0 1025250 0 Pilgrims Pride Corp Common 72146710 30 3000 SH DEFINED 1 0 3000 0 Pinnacle Hldgs REIT Common 72346N10 36576 4134700 SH SOLE 4134700 0 0 Pinnacle Hldgs REIT Common 72346N10 1598 179400 SH SOLE 0 0 179400 Pinnacle Hldgs REIT Common 72346N10 3325 375900 SH DEFINED 1 0 375900 0 Pinnacle Hldgs REIT Common 72346N10 928 104900 SH DEFINED 1 0 104900 0 Pinnacle Hldgs REIT Common 72346N10 2843 321500 SH DEFINED 2 0 0 321500 Pinnacle West Cap Common 72348410 163143 3546277 SH SOLE 3546277 0 0 Pinnacle West Cap Common 72348410 294358 6415858 SH SOLE 0 0 6415858 Pinnacle West Cap Common 72348410 54248 1182625 SH DEFINED 1 0 1182625 0 Pinnacle West Cap Common 72348410 6068 132300 SH DEFINED 1 0 132300 0 Pinnacle West Cap Common 72348410 6945 151399 SH DEFINED 1 0 0 151399 Pinnacle West Cap Common 72348410 2983 65500 SH DEFINED 2 0 65500 0 Pinnacle West Cap Common 72348410 13454 293330 SH DEFINED 2 0 0 293330 Pinnacle West Cap Common 72348410 1071 23100 SH DEFINED 3 0 23100 0 Pinnacle West Cap Common 72348410 1118 24380 SH DEFINED 3 0 0 24380 Pioneer Corp ADR Common 72364610 3 120 SH DEFINED 1 0 120 0 Pitney Bowes Inc Common 72447910 29626 852500 SH SOLE 852500 0 0 Pitney Bowes Inc Common 72447910 145074 4174800 SH SOLE 0 0 4174800 Pitney Bowes Inc Common 72447910 2249 64700 SH DEFINED 1 0 64700 0 Pitney Bowes Inc Common 72447910 3089 88900 SH DEFINED 1 0 88900 0 Pitney Bowes Inc Common 72447910 1981 57000 SH DEFINED 1 0 0 57000 Placer Dome Inc Common 72590610 130 14700 SH SOLE 14700 0 0 Planar Systems Common 72690010 5121 401600 SH SOLE 401600 0 0 Planar Systems Common 72690010 7664 601100 SH SOLE 0 0 601100 Planar Systems Common 72690010 1111 87160 SH DEFINED 1 0 87160 0 Plantronics Inc Common 72749310 485 27300 SH SOLE 27300 0 0 Playboy Entprs Cl B Common 72811730 1120 105200 SH SOLE 105200 0 0 Playboy Entprs Cl B Common 72811730 15694 1473600 SH SOLE 0 0 1473600 Playboy Entprs Cl B Common 72811730 1880 176600 SH DEFINED 1 0 176600 0 Pogo Producing Co Common 73044810 543 18400 SH SOLE 18400 0 0 Pogo Producing Co Common 73044810 2948 99900 SH DEFINED 1 0 99900 0 Pohang Iron&Stl ADR Common 73045010 13313 741600 SH SOLE 741600 0 0 Pohang Iron&Stl ADR Common 73045010 190 10600 SH SOLE 0 0 10600 Pohang Iron&Stl ADR Common 73045010 111 6200 SH DEFINED 1 0 6200 0 Polaris Industries Common 73106810 4435 97800 SH SOLE 97800 0 0 Polaris Industries Common 73106810 2806 62100 SH SOLE 0 0 62100 Polaris Industries Common 73106810 6011 133000 SH DEFINED 1 0 133000 0 Polo Ralph Lauren Common 73157210 173 6300 SH SOLE 6300 0 0 Polymedica Corp Common 73173810 4860 213075 SH SOLE 213075 0 0 Polymedica Corp Common 73173810 1595 69500 SH SOLE 0 0 69500 Polymedica Corp Common 73173810 2084 91600 SH DEFINED 1 0 91600 0 Polymedica Corp Common 73173810 856 37600 SH DEFINED 1 0 37600 0 Polymedica Corp Common 73173810 2864 125900 SH DEFINED 2 0 0 125900 Polyone Corporation Common 73179P10 745 81600 SH SOLE 81600 0 0 Polyone Corporation Common 73179P10 529 58000 SH SOLE 0 0 58000 Polyone Corporation Common 73179P10 690 75800 SH DEFINED 1 0 75800 0 Port Financial Corp Common 73411910 2808 153900 SH SOLE 153900 0 0 Port Financial Corp Common 73411910 10641 582700 SH SOLE 0 0 582700 Portugal Telecom ADS Common 73727310 106 12300 SH SOLE 12300 0 0 Portugal Telecom ADS Common 73727310 7 780 SH DEFINED 1 0 780 0 Powergen PLC ADR Common 73890540 10788 254500 SH SOLE 0 0 254500 Powell Industries Common 73912810 3348 230300 SH SOLE 230300 0 0 Powell Industries Common 73912810 842 58100 SH SOLE 0 0 58100 Powell Industries Common 73912810 2014 138900 SH DEFINED 1 0 138900 0 Powell Industries Common 73912810 928 64000 SH DEFINED 1 0 64000 0 Powell Industries Common 73912810 2703 186400 SH DEFINED 2 0 0 186400 Praxair Inc Common 74005P10 205 4600 SH SOLE 4600 0 0 Praxair Inc Common 74005P10 103 2300 SH SOLE 0 0 2300 Praxair Inc Common 74005P10 6251 140000 SH DEFINED 1 0 140000 0 Precision Castparts Common 74018910 169859 5138775 SH SOLE 5138775 0 0 Precision Castparts Common 74018910 3685 111300 SH SOLE 0 0 111300 Precision Castparts Common 74018910 11213 339300 SH DEFINED 1 0 339300 0 Precision Drilling Common 74022D10 13682 383500 SH SOLE 383500 0 0 PrimaCom AG ADR Common 74154N10 4270 630900 SH SOLE 630900 0 0 PrimaCom AG ADR Common 74154N10 185 27400 SH SOLE 0 0 27400 PrimaCom AG ADR Common 74154N10 707 104720 SH DEFINED 1 0 104720 0 Prime Medical Svcs Common 74156D10 3599 624600 SH SOLE 624600 0 0 Prime Medical Svcs Common 74156D10 519 90200 SH SOLE 0 0 90200 Prime Medical Svcs Common 74156D10 760 132200 SH DEFINED 1 0 132200 0 Prime Medical Svcs Common 74156D10 2413 419600 SH DEFINED 2 0 0 419600 Primus Telecomm Gp Common 74192910 2513 757010 SH SOLE 757010 0 0 Primus Telecomm Gp Common 74192910 1274 384600 SH SOLE 0 0 384600 Primus Telecomm Gp Common 74192910 1698 512800 SH DEFINED 1 0 512800 0 Primus Telecomm Gp Common 74192910 582 175650 SH DEFINED 1 0 175650 0 Primus Telecomm Gp Common 74192910 2124 641000 SH DEFINED 2 0 0 641000 Pride International Common 74193210 47047 1980000 SH SOLE 1980000 0 0 Pride International Common 74193210 10806 454800 SH DEFINED 1 0 454800 0 Princeton Natl Bcp Common 74228210 1348 90000 SH SOLE 90000 0 0 Princeton Natl Bcp Common 74228210 922 62000 SH SOLE 0 0 62000 Princeton Natl Bcp Common 74228210 877 59000 SH DEFINED 1 0 59000 0 Printronix Common 74257810 1320 233400 SH SOLE 233400 0 0 Printronix Common 74257810 1764 311900 SH DEFINED 1 0 311900 0 Priority Hlthcare B Common 74264T10 11936 316200 SH SOLE 316200 0 0 Priority Hlthcare B Common 74264T10 34 900 SH DEFINED 1 0 900 0 Procter & Gamble Co Common 74271810 563057 8975690 SH SOLE 8975690 0 0 Procter & Gamble Co Common 74271810 349149 5573908 SH SOLE 0 0 5573908 Procter & Gamble Co Common 74271810 87359 1395520 SH DEFINED 1 0 1395520 0 Procter & Gamble Co Common 74271810 9043 144100 SH DEFINED 1 0 144100 0 Procter & Gamble Co Common 74271810 13446 214800 SH DEFINED 1 0 0 214800 Procter & Gamble Co Common 74271810 4642 74700 SH DEFINED 2 0 74700 0 Procter & Gamble Co Common 74271810 24094 385030 SH DEFINED 2 0 0 385030 Procter & Gamble Co Common 74271810 234 3700 SH DEFINED 3 0 3700 0 Procter & Gamble Co Common 74271810 1297 20500 SH DEFINED 3 0 20500 0 Procter & Gamble Co Common 74271810 1601 25570 SH DEFINED 3 0 0 25570 PrivateBancorp Inc Common 74296210 448 28100 SH SOLE 28100 0 0 PrivateBancorp Inc Common 74296210 1513 94900 SH SOLE 0 0 94900 Progress Energy Inc Common 74326310 2154 50000 SH SOLE 50000 0 0 Progress Energy Inc Common 74326310 106146 2464500 SH SOLE 0 0 2464500 Provant Inc Common 74372410 2008 330000 SH SOLE 330000 0 0 Provant Inc Common 74372410 1239 204400 SH DEFINED 1 0 204400 0 Provant Inc Common 74372410 776 128000 SH DEFINED 1 0 128000 0 Provant Inc Common 74372410 2304 380000 SH DEFINED 2 0 0 380000 Provident Finl Hldgs Common 74386810 790 37100 SH SOLE 37100 0 0 Provident Finl Hldgs Common 74386810 7467 350100 SH SOLE 0 0 350100 Proxim Inc Common 74428410 3766 373700 SH SOLE 373700 0 0 Proxim Inc Common 74428410 1020 101500 SH SOLE 0 0 101500 Proxim Inc Common 74428410 1326 131800 SH DEFINED 1 0 131800 0 Prudential Corp ADR Common 74435K20 120 5550 SH SOLE 5550 0 0 Public Service Co NM Common 74449910 5802 200000 SH SOLE 0 0 200000 Puget Energy Inc Common 74531010 57 2500 SH SOLE 0 0 2500 Pure Resources Inc Common 74622E10 4257 220085 SH SOLE 220085 0 0 Pure Resources Inc Common 74622E10 1276 66092 SH SOLE 0 0 66092 Pure Resources Inc Common 74622E10 1929 99956 SH DEFINED 1 0 99956 0 Pure Resources Inc Common 74622E10 730 37834 SH DEFINED 1 0 37834 0 Pure Resources Inc Common 74622E10 2840 147148 SH DEFINED 2 0 0 147148 QRS Corp Common 74726X10 436 51300 SH SOLE 51300 0 0 QRS Corp Common 74726X10 223 26200 SH SOLE 0 0 26200 QRS Corp Common 74726X10 360 42300 SH DEFINED 1 0 42300 0 QRS Corp Common 74726X10 1362 160200 SH DEFINED 2 0 0 160200 Qlogic Corp Common 74727710 360 16000 SH SOLE 16000 0 0 Quaker City Bcp Inc Common 74731K10 3034 126700 SH SOLE 126700 0 0 Quaker City Bcp Inc Common 74731K10 2513 105200 SH SOLE 0 0 105200 Quaker City Bcp Inc Common 74731K10 716 30000 SH DEFINED 1 0 30000 0 Quaker City Bcp Inc Common 74731K10 1289 54000 SH DEFINED 2 0 0 54000 Quaker Fabric Corp Common 74739910 3325 400000 SH SOLE 400000 0 0 Quaker Fabric Corp Common 74739910 4157 500000 SH DEFINED 2 0 0 500000 Qualcomm Inc Common 74752510 193102 3408047 SH SOLE 3408047 0 0 Qualcomm Inc Common 74752510 20044 353760 SH SOLE 0 0 353760 Qualcomm Inc Common 74752510 33168 585750 SH DEFINED 1 0 585750 0 Qualcomm Inc Common 74752510 198 3500 SH DEFINED 1 0 3500 0 Qualcomm Inc Common 74752510 630 11200 SH DEFINED 2 0 11200 0 Qualcomm Inc Common 74752510 2107 37200 SH DEFINED 2 0 0 37200 Qualcomm Inc Common 74752510 183 3200 SH DEFINED 3 0 3200 0 Qualcomm Inc Common 74752510 181 3200 SH DEFINED 3 0 0 3200 Qualstar Corp Common 74758R10 922 118400 SH SOLE 118400 0 0 Qualstar Corp Common 74758R10 495 63600 SH SOLE 0 0 63600 Qualstar Corp Common 74758R10 603 77500 SH DEFINED 1 0 77500 0 Qualstar Corp Common 74758R10 778 100000 SH DEFINED 1 0 100000 0 Qualstar Corp Common 74758R10 3112 400000 SH DEFINED 2 0 0 400000 Quantum DLT &Storage Common 74790620 1255 108200 SH SOLE 108200 0 0 Quantum DLT &Storage Common 74790620 51175 4411600 SH SOLE 0 0 4411600 Quantum DLT &Storage Common 74790620 3619 312000 SH DEFINED 1 0 312000 0 Quantum DLT &Storage Common 74790620 298 25700 SH DEFINED 2 0 0 25700 Quantum Hard Disk Dr Common 74790630 49339 4662289 SH SOLE 4662289 0 0 Quantum Hard Disk Dr Common 74790630 34306 3248500 SH SOLE 0 0 3248500 Quantum Hard Disk Dr Common 74790630 34354 3253200 SH DEFINED 1 0 3253200 0 Quantum Hard Disk Dr Common 74790630 1158 108500 SH DEFINED 3 0 108500 0 Quest Diagnostics Common 74834L10 30664 345050 SH SOLE 345050 0 0 Quest Diagnostics Common 74834L10 120863 1360000 SH SOLE 0 0 1360000 Quest Diagnostics Common 74834L10 600 6750 SH DEFINED 1 0 6750 0 Quest Software Inc Common 74834T10 5368 302400 SH SOLE 302400 0 0 Questar Corp Common 74835610 8187 298800 SH SOLE 298800 0 0 Questar Corp Common 74835610 72300 2638700 SH SOLE 0 0 2638700 Questar Corp Common 74835610 5851 213500 SH DEFINED 1 0 213500 0 Quicksilver Res Inc Common 74837R10 6239 530000 SH SOLE 530000 0 0 Quicksilver Res Inc Common 74837R10 1880 160000 SH SOLE 0 0 160000 Quicksilver Res Inc Common 74837R10 3055 260000 SH DEFINED 1 0 260000 0 Quicksilver Res Inc Common 74837R10 1175 100000 SH DEFINED 1 0 100000 0 Quicksilver Res Inc Common 74837R10 4700 400000 SH DEFINED 2 0 0 400000 Quidel Corp Common 74838J10 112 34000 SH SOLE 34000 0 0 Quidel Corp Common 74838J10 232 70800 SH SOLE 0 0 70800 Quintiles Transnatl Common 74876710 44424 2344700 SH SOLE 2344700 0 0 Quintiles Transnatl Common 74876710 140113 7423200 SH SOLE 0 0 7423200 Quintiles Transnatl Common 74876710 838 44400 SH DEFINED 1 0 44400 0 Quintiles Transnatl Common 74876710 543 29000 SH DEFINED 2 0 29000 0 Quixote Corp Common 74905610 1164 52400 SH SOLE 52400 0 0 Quixote Corp Common 74905610 330 14900 SH SOLE 0 0 14900 Quixote Corp Common 74905610 522 23600 SH DEFINED 1 0 23600 0 Quixote Corp Common 74905610 401 18100 SH DEFINED 1 0 18100 0 Quixote Corp Common 74905610 1405 63500 SH DEFINED 2 0 0 63500 Quorum Health Group Common 74908410 27891 1835170 SH SOLE 1835170 0 0 Quorum Health Group Common 74908410 54324 3576760 SH SOLE 0 0 3576760 Quorum Health Group Common 74908410 6692 440560 SH DEFINED 1 0 440560 0 Quorum Health Group Common 74908410 226 15000 SH DEFINED 2 0 15000 0 Quotesmith.com Inc Common 74911720 171 136167 SH SOLE 136167 0 0 Quotesmith.com Inc Common 74911720 235 184833 SH SOLE 0 0 184833 Quotesmith.com Inc Common 74911720 392 313333 SH DEFINED 1 0 313333 0 Qwest Commns Intl Common 74912110 260890 7423794 SH SOLE 7423794 0 0 Qwest Commns Intl Common 74912110 73113 2082906 SH SOLE 0 0 2082906 Qwest Commns Intl Common 74912110 65851 1878734 SH DEFINED 1 0 1878734 0 Qwest Commns Intl Common 74912110 1952 55400 SH DEFINED 1 0 55400 0 Qwest Commns Intl Common 74912110 9011 257081 SH DEFINED 1 0 0 257081 Qwest Commns Intl Common 74912110 3831 110100 SH DEFINED 2 0 110100 0 Qwest Commns Intl Common 74912110 19060 543900 SH DEFINED 2 0 0 543900 Qwest Commns Intl Common 74912110 1346 38000 SH DEFINED 3 0 38000 0 Qwest Commns Intl Common 74912110 1423 40600 SH DEFINED 3 0 0 40600 RAIT Investment Tr Common 74922710 786 57000 SH SOLE 57000 0 0 RAIT Investment Tr Common 74922710 3647 264500 SH SOLE 0 0 264500 RCM Technologies Inc Common 74936040 2188 625000 SH SOLE 625000 0 0 RF Monolithics Inc Common 74955F10 505 165000 SH SOLE 165000 0 0 RF Monolithics Inc Common 74955F10 1136 370800 SH DEFINED 1 0 370800 0 RSA Security Inc Common 74971910 256 10350 SH SOLE 10350 0 0 RSA Security Inc Common 74971910 1389 56250 SH DEFINED 1 0 56250 0 RTI Intl Metals Common 74973W10 934 69400 SH SOLE 69400 0 0 RTI Intl Metals Common 74973W10 23 1700 SH DEFINED 1 0 1700 0 RWD Technologies Inc Common 74975B10 365 100600 SH SOLE 100600 0 0 RWD Technologies Inc Common 74975B10 399 110100 SH DEFINED 1 0 110100 0 Radian Group Inc Common 75023610 1999 29500 SH SOLE 29500 0 0 Radian Group Inc Common 75023610 2337 34500 SH DEFINED 1 0 34500 0 Radiant Systems Inc Common 75025N10 111 8000 SH SOLE 8000 0 0 Rainbow Technologies Common 75086210 1769 353600 SH SOLE 353600 0 0 Ralston Purina Common 75127730 38398 1232700 SH SOLE 1232700 0 0 Ralston Purina Common 75127730 723 23200 SH DEFINED 1 0 23200 0 Range Resources Corp Common 75281A10 2663 482300 SH SOLE 482300 0 0 Range Resources Corp Common 75281A10 1866 339500 SH SOLE 0 0 339500 Range Resources Corp Common 75281A10 2347 426700 SH DEFINED 1 0 426700 0 Rare Hospitality Common 75382010 1811 72800 SH SOLE 72800 0 0 Rare Hospitality Common 75382010 2129 85600 SH SOLE 0 0 85600 Rare Hospitality Common 75382010 908 36500 SH DEFINED 1 0 36500 0 Rational Software Common 75409P20 120460 6779464 SH SOLE 6779464 0 0 Rational Software Common 75409P20 17867 1005110 SH SOLE 0 0 1005110 Rational Software Common 75409P20 17703 997270 SH DEFINED 1 0 997270 0 Rational Software Common 75409P20 236 13300 SH DEFINED 1 0 13300 0 Rational Software Common 75409P20 1105 62700 SH DEFINED 2 0 62700 0 Rational Software Common 75409P20 574 32400 SH DEFINED 2 0 0 32400 Read-Rite Corp Common 75524610 352 42500 SH SOLE 42500 0 0 Read-Rite Corp Common 75524610 1934 233300 SH DEFINED 1 0 233300 0 Reader's Digest Cl A Common 75526710 404 14700 SH SOLE 14700 0 0 Reckson Rlty REIT Common 75621K10 34792 1560200 SH SOLE 1560200 0 0 Reckson Rlty REIT Common 75621K10 7341 329200 SH SOLE 0 0 329200 Reckson Rlty REIT Common 75621K10 6951 311700 SH DEFINED 1 0 311700 0 Reebok Intl Ltd Common 75811010 15931 640200 SH SOLE 640200 0 0 Reebok Intl Ltd Common 75811010 5201 209200 SH SOLE 0 0 209200 Reebok Intl Ltd Common 75811010 3990 160500 SH DEFINED 1 0 160500 0 Reed Intl PLC ADR Common 75821287 17909 473765 SH SOLE 473765 0 0 Reed Intl PLC ADR Common 75821287 5525 147610 SH SOLE 0 0 147610 Reed Intl PLC ADR Common 75821287 6480 174450 SH DEFINED 1 0 174450 0 Reed Intl PLC ADR Common 75821287 1287 34900 SH DEFINED 2 0 34900 0 Reed Intl PLC ADR Common 75821287 1326 35800 SH DEFINED 2 0 0 35800 Regeneron Pharm Inc Common 75886F10 69470 3129175 SH SOLE 3129175 0 0 Regeneron Pharm Inc Common 75886F10 4952 221900 SH SOLE 0 0 221900 Regeneron Pharm Inc Common 75886F10 16250 732400 SH DEFINED 1 0 732400 0 Regeneron Pharm Inc Common 75886F10 200 9100 SH DEFINED 2 0 9100 0 Regeneron Pharm Inc Common 75886F10 166 7500 SH DEFINED 2 0 0 7500 Regis Corp Common 75893210 4599 313500 SH SOLE 313500 0 0 Regis Corp Common 75893210 1718 116400 SH SOLE 0 0 116400 Regis Corp Common 75893210 2198 150300 SH DEFINED 1 0 150300 0 Regis Corp Common 75893210 701 47900 SH DEFINED 1 0 47900 0 Regis Corp Common 75893210 2831 193600 SH DEFINED 2 0 0 193600 Reinsurance Group Common 75935110 61958 1605583 SH SOLE 1605583 0 0 Reinsurance Group Common 75935110 15041 390110 SH SOLE 0 0 390110 Reinsurance Group Common 75935110 28178 731135 SH DEFINED 1 0 731135 0 Reliant Energy Inc Common 75952J10 5656 125000 SH SOLE 125000 0 0 REMEC Inc Common 75954310 8008 798750 SH SOLE 798750 0 0 REMEC Inc Common 75954310 4690 467770 SH SOLE 0 0 467770 REMEC Inc Common 75954310 4877 487600 SH DEFINED 1 0 487600 0 REMEC Inc Common 75954310 750 74950 SH DEFINED 1 0 74950 0 REMEC Inc Common 75954310 2500 250000 SH DEFINED 2 0 0 250000 Remedy Corp Common 75954810 1072 55700 SH SOLE 55700 0 0 Remedy Corp Common 75954810 2512 130500 SH DEFINED 1 0 130500 0 RemedyTemp Inc Cl A Common 75954910 692 59500 SH SOLE 59500 0 0 RemedyTemp Inc Cl A Common 75954910 853 73400 SH SOLE 0 0 73400 RemedyTemp Inc Cl A Common 75954910 1918 165000 SH DEFINED 1 0 165000 0 RemedyTemp Inc Cl A Common 75954910 2773 238500 SH DEFINED 2 0 0 238500 Remington Oil & Gas Common 75959430 167 12100 SH SOLE 12100 0 0 Renal Care Group Inc Common 75993010 10046 374500 SH SOLE 374500 0 0 Renal Care Group Inc Common 75993010 4546 169100 SH SOLE 0 0 169100 Renal Care Group Inc Common 75993010 11 400 SH DEFINED 1 0 400 0 Repsol YPF SA ADR Common 76026T20 15281 859400 SH SOLE 859400 0 0 Repsol YPF SA ADR Common 76026T20 180355 10143700 SH SOLE 0 0 10143700 Repsol YPF SA ADR Common 76026T20 7121 400520 SH DEFINED 1 0 400520 0 Repsol YPF SA ADR Common 76026T20 178 10000 SH DEFINED 2 0 0 10000 Republic Svcs Inc Common 76075910 21445 1143700 SH SOLE 1143700 0 0 Republic Svcs Inc Common 76075910 198278 10574800 SH SOLE 0 0 10574800 Republic Svcs Inc Common 76075910 1048 55900 SH DEFINED 1 0 55900 0 Republic Svcs Inc Common 76075910 3564 190100 SH DEFINED 2 0 0 190100 Res-Care Inc 760943AC 4531 8050000 PRN SOLE 8050000 0 0 Res-Care Inc 760943AC 1405 2500000 PRN SOLE 0 0 2500000 Res-Care Inc 760943AC 2360 4200000 PRN DEFINED 1 0 4200000 0 Res-Care Inc 760943AC 843 1500000 PRN DEFINED 1 0 1500000 0 Res-Care Inc 760943AC 2809 5000000 PRN DEFINED 2 0 0 5000000 Research in Motion Common 76097510 41899 1896440 SH SOLE 1896440 0 0 Research in Motion Common 76097510 6902 313050 SH SOLE 0 0 313050 Research in Motion Common 76097510 13574 617900 SH DEFINED 1 0 617900 0 Research in Motion Common 76097510 656 30100 SH DEFINED 2 0 30100 0 Research in Motion Common 76097510 596 27200 SH DEFINED 2 0 0 27200 Resource America A Common 76119520 4522 425597 SH SOLE 425597 0 0 Resource America A Common 76119520 12611 1185523 SH SOLE 0 0 1185523 Resource America A Common 76119520 21 2000 SH DEFINED 1 0 2000 0 Resource Bancshs Mtg Common 76119710 5054 672600 SH SOLE 672600 0 0 Resource Bancshs Mtg Common 76119710 1383 184400 SH SOLE 0 0 184400 Resource Bancshs Mtg Common 76119710 2607 347600 SH DEFINED 1 0 347600 0 Resource Bancshs Mtg Common 76119710 750 100000 SH DEFINED 1 0 100000 0 Resource Bancshs Mtg Common 76119710 3750 500000 SH DEFINED 2 0 0 500000 Resources Connection Common 76122Q10 1683 75800 SH SOLE 75800 0 0 Resources Connection Common 76122Q10 1203 54400 SH SOLE 0 0 54400 Resources Connection Common 76122Q10 1533 69300 SH DEFINED 1 0 69300 0 Respironics Inc Common 76123010 17225 560400 SH SOLE 560400 0 0 Respironics Inc Common 76123010 3949 129500 SH SOLE 0 0 129500 Respironics Inc Common 76123010 8169 267800 SH DEFINED 1 0 267800 0 Respironics Inc Common 76123010 842 27600 SH DEFINED 1 0 27600 0 Respironics Inc Common 76123010 596 19700 SH DEFINED 2 0 19700 0 Respironics Inc Common 76123010 2513 82400 SH DEFINED 2 0 0 82400 Retek Inc Common 76128Q10 15290 810500 SH SOLE 810500 0 0 Retek Inc Common 76128Q10 2931 155700 SH SOLE 0 0 155700 Retek Inc Common 76128Q10 1675 89000 SH DEFINED 1 0 89000 0 RJ Reynolds Tobacco Common 76182K10 215578 3832137 SH SOLE 3832137 0 0 RJ Reynolds Tobacco Common 76182K10 25591 454638 SH SOLE 0 0 454638 RJ Reynolds Tobacco Common 76182K10 36941 658500 SH DEFINED 1 0 658500 0 RJ Reynolds Tobacco Common 76182K10 964 17200 SH DEFINED 1 0 17200 0 RJ Reynolds Tobacco Common 76182K10 16348 291400 SH DEFINED 1 0 0 291400 RJ Reynolds Tobacco Common 76182K10 4068 73000 SH DEFINED 2 0 73000 0 RJ Reynolds Tobacco Common 76182K10 13068 233100 SH DEFINED 2 0 0 233100 RJ Reynolds Tobacco Common 76182K10 862 15200 SH DEFINED 3 0 15200 0 RJ Reynolds Tobacco Common 76182K10 954 17000 SH DEFINED 3 0 0 17000 Rhodia SA ADR Common 76239710 185 14700 SH SOLE 14700 0 0 Ribozyme Pharm Inc Common 76256710 280 45200 SH SOLE 45200 0 0 Ribozyme Pharm Inc Common 76256710 157 25400 SH SOLE 0 0 25400 Ribozyme Pharm Inc Common 76256710 1030 166500 SH DEFINED 1 0 166500 0 Ribozyme Pharm Inc Common 76256710 67 10800 SH DEFINED 2 0 0 10800 Richmond Cnty Finl Common 76455610 1698 57800 SH SOLE 0 0 57800 River Valley Bcp Common 76847510 754 45000 SH SOLE 0 0 45000 Riviana Foods Inc Common 76953610 182 11400 SH SOLE 11400 0 0 Riviana Foods Inc Common 76953610 21 1300 SH DEFINED 1 0 1300 0 Riviera Tool Company Common 76964810 370 240000 SH SOLE 240000 0 0 Riviera Tool Company Common 76964810 122 80000 SH DEFINED 1 0 80000 0 Robbins & Myers Inc Common 77019610 8516 331500 SH SOLE 331500 0 0 Robbins & Myers Inc Common 77019610 5574 217700 SH SOLE 0 0 217700 Robbins & Myers Inc Common 77019610 10317 403000 SH DEFINED 1 0 403000 0 Robert Half Intl Inc Common 77032310 22839 1021900 SH SOLE 1021900 0 0 Robert Half Intl Inc Common 77032310 416 18600 SH DEFINED 1 0 18600 0 Rock of Ages Corp A Common 77263210 787 160000 SH SOLE 160000 0 0 Rock of Ages Corp A Common 77263210 439 90000 SH SOLE 0 0 90000 Rock of Ages Corp A Common 77263210 1804 370000 SH DEFINED 1 0 370000 0 Rock of Ages Corp A Common 77263210 916 188000 SH DEFINED 1 0 188000 0 Rockwell Intl Common 77390310 785 21600 SH SOLE 21600 0 0 Rogers Corp Common 77513310 3819 107150 SH SOLE 107150 0 0 Rogers Corp Common 77513310 1136 31650 SH SOLE 0 0 31650 Rogers Corp Common 77513310 2297 64700 SH DEFINED 1 0 64700 0 Rogers Corp Common 77513310 710 20000 SH DEFINED 1 0 20000 0 Rogers Corp Common 77513310 3295 92800 SH DEFINED 2 0 0 92800 Rogers Wireless Comm Common 77531510 46 3400 SH SOLE 3400 0 0 Rohm & Haas Co Common 77537110 11197 363400 SH SOLE 363400 0 0 Rohm & Haas Co Common 77537110 148054 4805400 SH SOLE 0 0 4805400 Rohm & Haas Co Common 77537110 4871 158100 SH DEFINED 1 0 158100 0 Rohm & Haas Co Common 77537110 1476 47900 SH DEFINED 2 0 0 47900 Roper Inds Inc New Common 77669610 5661 157700 SH SOLE 157700 0 0 Roper Inds Inc New Common 77669610 2929 81800 SH SOLE 0 0 81800 Roper Inds Inc New Common 77669610 5993 167400 SH DEFINED 1 0 167400 0 Ross Stores Inc Common 77829610 161719 8625000 SH SOLE 0 0 8625000 Rowan Companies Inc Common 77938210 164070 5965000 SH SOLE 5965000 0 0 Rowan Companies Inc Common 77938210 26318 957000 SH SOLE 0 0 957000 Rowan Companies Inc Common 77938210 41971 1526140 SH DEFINED 1 0 1526140 0 Rowan Companies Inc Common 77938210 5528 201000 SH DEFINED 2 0 0 201000 Rowan Companies Inc Common 77938210 523 19000 SH DEFINED 3 0 0 19000 Royal Bank of Canada Common 78008710 381 12400 SH SOLE 12400 0 0 Royal Dutch Pete NY Common 78025780 13068 235700 SH SOLE 235700 0 0 Royal Dutch Pete NY Common 78025780 315083 5683290 SH SOLE 0 0 5683290 Royal Dutch Pete NY Common 78025780 32635 588650 SH DEFINED 1 0 588650 0 KPN NV ADS Common 78064120 0 9 SH SOLE 9 0 0 Rudolph Tech Inc Common 78127010 31503 908200 SH SOLE 908200 0 0 Rudolph Tech Inc Common 78127010 28 800 SH SOLE 0 0 800 Rudolph Tech Inc Common 78127010 2303 66400 SH DEFINED 1 0 66400 0 Rural Cellular Cl A Common 78190410 663 24600 SH SOLE 24600 0 0 Rural Cellular Cl A Common 78190410 464 17200 SH SOLE 0 0 17200 Rural Cellular Cl A Common 78190410 595 22100 SH DEFINED 1 0 22100 0 Ryanair Holdings ADR Common 78351310 100879 2253230 SH SOLE 2253230 0 0 Ryanair Holdings ADR Common 78351310 23659 530150 SH SOLE 0 0 530150 Ryanair Holdings ADR Common 78351310 19366 435180 SH DEFINED 1 0 435180 0 Ryanair Holdings ADR Common 78351310 3849 87100 SH DEFINED 2 0 87100 0 Ryanair Holdings ADR Common 78351310 1940 43700 SH DEFINED 2 0 0 43700 Ryder System Inc Common 78354910 27168 1510100 SH SOLE 1510100 0 0 Ryder System Inc Common 78354910 297 16500 SH DEFINED 1 0 16500 0 SBC Communications Common 78387G10 562455 12597641 SH SOLE 12597641 0 0 SBC Communications Common 78387G10 307760 6894024 SH SOLE 0 0 6894024 SBC Communications Common 78387G10 86019 1927409 SH DEFINED 1 0 1927409 0 SBC Communications Common 78387G10 6952 155200 SH DEFINED 1 0 155200 0 SBC Communications Common 78387G10 11414 255743 SH DEFINED 1 0 0 255743 SBC Communications Common 78387G10 10849 243100 SH DEFINED 2 0 0 243100 SBC Communications Common 78387G10 347 7700 SH DEFINED 3 0 7700 0 SBC Communications Common 78387G10 595 13200 SH DEFINED 3 0 13200 0 SBC Communications Common 78387G10 634 14200 SH DEFINED 3 0 0 14200 SBS Technologies Inc Common 78387P10 6962 467950 SH SOLE 467950 0 0 SBS Technologies Inc Common 78387P10 4432 297930 SH SOLE 0 0 297930 SBS Technologies Inc Common 78387P10 1703 114450 SH DEFINED 1 0 114450 0 SBA Communctns Corp Common 78388J10 2864 181100 SH SOLE 181100 0 0 SCI Systems Inc Common 78389010 146 8000 SH SOLE 8000 0 0 SCI Systems Inc Common 78389010 705 38700 SH SOLE 0 0 38700 SCI Systems Inc Common 78389010 3709 203790 SH DEFINED 1 0 203790 0 SCP Pool Corp Common 78402810 5341 164300 SH SOLE 164300 0 0 SCP Pool Corp Common 78402810 1254 38600 SH SOLE 0 0 38600 SCP Pool Corp Common 78402810 2623 80700 SH DEFINED 1 0 80700 0 SCP Pool Corp Common 78402810 2555 78600 SH DEFINED 2 0 0 78600 SCPIE Holdings Inc Common 78402P10 126 6200 SH DEFINED 1 0 6200 0 SK Telecom Co ADR Common 78440P10 100 6471 SH SOLE 6471 0 0 SK Telecom Co ADR Common 78440P10 167 10900 SH SOLE 0 0 10900 SK Telecom Co ADR Common 78440P10 4303 283400 SH DEFINED 1 0 283400 0 SK Telecom Co ADR Common 78440P10 354 23500 SH DEFINED 2 0 23500 0 S&P 500 SPDRS Common 78462F10 109688 939900 SH SOLE 939900 0 0 S&P 500 SPDRS Common 78462F10 3886 33300 SH SOLE 0 0 33300 S&P 500 SPDRS Common 78462F10 455 3900 SH DEFINED 1 0 3900 0 SPSS Inc Common 78462K10 1304 76600 SH SOLE 76600 0 0 SPSS Inc Common 78462K10 1127 66500 SH SOLE 0 0 66500 SPSS Inc Common 78462K10 517 30500 SH DEFINED 1 0 30500 0 SPSS Inc Common 78462K10 606 35800 SH DEFINED 1 0 35800 0 SPSS Inc Common 78462K10 2287 135000 SH DEFINED 2 0 0 135000 Sabre Holdings Corp Common 78590510 38644 830550 SH SOLE 830550 0 0 Sabre Holdings Corp Common 78590510 10281 221550 SH SOLE 0 0 221550 Sabre Holdings Corp Common 78590510 12330 267070 SH DEFINED 1 0 267070 0 Sabre Holdings Corp Common 78590510 1361 29700 SH DEFINED 2 0 29700 0 Sabre Holdings Corp Common 78590510 6050 131100 SH DEFINED 2 0 0 131100 Sabre Holdings Corp Common 78590510 373 8000 SH DEFINED 3 0 8000 0 Sabre Holdings Corp Common 78590510 457 9900 SH DEFINED 3 0 0 9900 Safeway Inc Common 78651420 717677 12993513 SH SOLE 12993513 0 0 Safeway Inc Common 78651420 154705 2801200 SH SOLE 0 0 2801200 Safeway Inc Common 78651420 82552 1496850 SH DEFINED 1 0 1496850 0 Safeway Inc Common 78651420 4390 79100 SH DEFINED 1 0 79100 0 Safeway Inc Common 78651420 12629 229000 SH DEFINED 1 0 0 229000 Safeway Inc Common 78651420 6199 113200 SH DEFINED 2 0 113200 0 Safeway Inc Common 78651420 30784 558300 SH DEFINED 2 0 0 558300 Safeway Inc Common 78651420 373 6700 SH DEFINED 3 0 6700 0 Safeway Inc Common 78651420 1873 33600 SH DEFINED 3 0 33600 0 Safeway Inc Common 78651420 2112 38300 SH DEFINED 3 0 0 38300 St Jude Medical Inc Common 79084910 72209 1340930 SH SOLE 1340930 0 0 St Jude Medical Inc Common 79084910 149327 2772700 SH SOLE 0 0 2772700 St Jude Medical Inc Common 79084910 7444 138220 SH DEFINED 1 0 138220 0 St Mary Land & Expl Common 79222810 1141 49100 SH SOLE 49100 0 0 St Mary Land & Expl Common 79222810 1435 61700 SH SOLE 0 0 61700 St Mary Land & Expl Common 79222810 4484 192800 SH DEFINED 1 0 192800 0 St Paul Companies Common 79286010 3471 78800 SH SOLE 78800 0 0 St Paul Companies Common 79286010 7022 159400 SH SOLE 0 0 159400 Salton Inc Common 79575710 3683 241600 SH SOLE 241600 0 0 Salton Inc Common 79575710 1380 89900 SH SOLE 0 0 89900 Salton Inc Common 79575710 1672 110000 SH DEFINED 1 0 110000 0 Salton Inc Common 79575710 745 49000 SH DEFINED 1 0 49000 0 Salton Inc Common 79575710 2280 150000 SH DEFINED 2 0 0 150000 Sanchez Computer Common 79970210 637 86300 SH SOLE 86300 0 0 Sanderson Farms Inc Common 80001310 33 3300 SH DEFINED 1 0 3300 0 Sanmina Corp Common 80090710 15161 774960 SH SOLE 774960 0 0 Sanmina Corp Common 80090710 5646 288600 SH SOLE 0 0 288600 Sanmina Corp Common 80090710 7847 401130 SH DEFINED 1 0 401130 0 Sangstat Med Corp Common 80100310 3666 411700 SH SOLE 411700 0 0 Sangstat Med Corp Common 80100310 6627 746300 SH SOLE 0 0 746300 Sangstat Med Corp Common 80100310 1845 207900 SH DEFINED 1 0 207900 0 Sangstat Med Corp Common 80100310 51 5800 SH DEFINED 2 0 5800 0 Sangstat Med Corp Common 80100310 32 3600 SH DEFINED 2 0 0 3600 Sanyo Electric ADR Common 80303830 2 60 SH DEFINED 1 0 60 0 SAP AG ADR Common 80305420 2 80 SH DEFINED 1 0 80 0 Sappi Ltd ADR Common 80306920 2403 293800 SH DEFINED 1 0 293800 0 Sara Lee Corp Common 80311110 305836 14167600 SH SOLE 14167600 0 0 Sara Lee Corp Common 80311110 166405 7711000 SH SOLE 0 0 7711000 Sara Lee Corp Common 80311110 33534 1554040 SH DEFINED 1 0 1554040 0 Sara Lee Corp Common 80311110 3399 157500 SH DEFINED 1 0 157500 0 Sara Lee Corp Common 80311110 9305 431200 SH DEFINED 1 0 0 431200 Sasol Ltd Spons ADR Common 80386630 89879 10731400 SH SOLE 10731400 0 0 Sauer Inc Common 80413710 3643 408000 SH SOLE 408000 0 0 Sauer Inc Common 80413710 1159 130000 SH SOLE 0 0 130000 Sauer Inc Common 80413710 1916 215000 SH DEFINED 1 0 215000 0 Sauer Inc Common 80413710 624 70000 SH DEFINED 1 0 70000 0 Sauer Inc Common 80413710 2979 334300 SH DEFINED 2 0 0 334300 SCANA Corp Common 80589M10 16582 610700 SH SOLE 610700 0 0 SCANA Corp Common 80589M10 29258 1077653 SH SOLE 0 0 1077653 SCANA Corp Common 80589M10 999 36800 SH DEFINED 1 0 36800 0 Scheid Vineyards A Common 80640310 1096 360000 SH SOLE 360000 0 0 Scheid Vineyards A Common 80640310 279 92000 SH SOLE 0 0 92000 Scheid Vineyards A Common 80640310 394 130000 SH DEFINED 1 0 130000 0 Henry Schein Inc Common 80640710 8961 241600 SH SOLE 241600 0 0 Henry Schein Inc Common 80640710 30173 821000 SH SOLE 0 0 821000 Henry Schein Inc Common 80640710 3513 95600 SH DEFINED 1 0 95600 0 Schering-Plough Corp Common 80660510 369997 10123858 SH SOLE 10123858 0 0 Schering-Plough Corp Common 80660510 313614 8582645 SH SOLE 0 0 8582645 Schering-Plough Corp Common 80660510 28647 784170 SH DEFINED 1 0 784170 0 Schering-Plough Corp Common 80660510 2199 59700 SH DEFINED 1 0 59700 0 Schering-Plough Corp Common 80660510 4625 126600 SH DEFINED 1 0 0 126600 Schering-Plough Corp Common 80660510 834 23000 SH DEFINED 2 0 23000 0 Schering-Plough Corp Common 80660510 221 6000 SH DEFINED 3 0 6000 0 Schlumberger Ltd Common 80685710 265825 4610145 SH SOLE 4610145 0 0 Schlumberger Ltd Common 80685710 213401 3702867 SH SOLE 0 0 3702867 Schlumberger Ltd Common 80685710 30033 521320 SH DEFINED 1 0 521320 0 Schlumberger Ltd Common 80685710 5143 89000 SH DEFINED 1 0 89000 0 Schlumberger Ltd Common 80685710 663 11600 SH DEFINED 2 0 11600 0 Schlumberger Ltd Common 80685710 7332 127300 SH DEFINED 2 0 0 127300 Schlumberger Ltd Common 80685710 204 3500 SH DEFINED 3 0 3500 0 Schlumberger Ltd Common 80685710 378 6500 SH DEFINED 3 0 6500 0 Schlumberger Ltd Common 80685710 461 8000 SH DEFINED 3 0 0 8000 Scholastic Corp Common 80706610 1464 40600 SH SOLE 40600 0 0 Scholastic Corp Common 80706610 8929 247600 SH DEFINED 1 0 247600 0 Schuler Homes Inc Common 80818810 2538 202000 SH SOLE 202000 0 0 Schuler Homes Inc Common 80818810 691 55000 SH SOLE 0 0 55000 Schweitzer-Mauduit Common 80854110 7995 451600 SH SOLE 451600 0 0 Schweitzer-Mauduit Common 80854110 2924 165700 SH SOLE 0 0 165700 Schweitzer-Mauduit Common 80854110 8814 499400 SH DEFINED 1 0 499400 0 Schweitzer-Mauduit Common 80854110 882 50000 SH DEFINED 1 0 50000 0 Schweitzer-Mauduit Common 80854110 3089 175000 SH DEFINED 2 0 0 175000 Scios Inc Common 80890510 14318 622300 SH SOLE 622300 0 0 Scios Inc Common 80890510 12011 521850 SH SOLE 0 0 521850 Scios Inc Common 80890510 18278 794712 SH DEFINED 1 0 794712 0 Scios Inc Common 80890510 191 8300 SH DEFINED 2 0 0 8300 Scott Technologies Common 81002230 3791 171000 SH SOLE 171000 0 0 Scott Technologies Common 81002230 1217 55000 SH SOLE 0 0 55000 Scott Technologies Common 81002230 1903 86000 SH DEFINED 1 0 86000 0 Scott Technologies Common 81002230 664 30000 SH DEFINED 1 0 30000 0 Scott Technologies Common 81002230 2655 120000 SH DEFINED 2 0 0 120000 Scottish Power ADR Common 81013T70 8364 319000 SH SOLE 0 0 319000 Scottish Power ADR Common 81013T70 3 130 SH DEFINED 1 0 130 0 Scripps EW Co Cl A Common 81105420 106578 1837195 SH SOLE 1837195 0 0 Scripps EW Co Cl A Common 81105420 49723 857730 SH SOLE 0 0 857730 Scripps EW Co Cl A Common 81105420 28269 487650 SH DEFINED 1 0 487650 0 Scripps EW Co Cl A Common 81105420 4301 74200 SH DEFINED 1 0 0 74200 Scripps EW Co Cl A Common 81105420 9010 155420 SH DEFINED 2 0 0 155420 Scripps EW Co Cl A Common 81105420 1072 18300 SH DEFINED 3 0 18300 0 Scripps EW Co Cl A Common 81105420 849 14650 SH DEFINED 3 0 0 14650 Sea Containers Cl A Common 81137170 208 11400 SH SOLE 11400 0 0 Sea Containers Cl A Common 81137170 60 3300 SH DEFINED 1 0 3300 0 SeaChange Intl Inc Common 81169910 4311 320800 SH SOLE 320800 0 0 SeaChange Intl Inc Common 81169910 15 1100 SH DEFINED 1 0 1100 0 Seacoast Bkng FL A Common 81170710 3706 127400 SH SOLE 127400 0 0 Seacoast Bkng FL A Common 81170710 2226 76800 SH SOLE 0 0 76800 Seacoast Bkng FL A Common 81170710 5841 201400 SH DEFINED 1 0 201400 0 Seacoast Finl Svcs Common 81170Q10 3248 232600 SH SOLE 232600 0 0 Seacoast Finl Svcs Common 81170Q10 1005 72100 SH SOLE 0 0 72100 Seacoast Finl Svcs Common 81170Q10 1567 112400 SH DEFINED 1 0 112400 0 Seacoast Finl Svcs Common 81170Q10 696 49900 SH DEFINED 1 0 49900 0 Seacoast Finl Svcs Common 81170Q10 2216 159000 SH DEFINED 2 0 0 159000 Seacor Smit Inc Common 81190410 8502 188100 SH SOLE 188100 0 0 Seacor Smit Inc Common 81190410 3752 83000 SH DEFINED 1 0 83000 0 Sealed Air Corp Common 81211K10 36936 1108200 SH SOLE 1108200 0 0 Sealed Air Corp Common 81211K10 10742 322300 SH SOLE 0 0 322300 Sealed Air Corp Common 81211K10 700 21000 SH DEFINED 1 0 21000 0 Sears Roebuck & Co Common 81238710 1115 31600 SH SOLE 31600 0 0 Sears Roebuck & Co Common 81238710 108584 3078652 SH SOLE 0 0 3078652 Seattle Genetics Inc Common 81257810 1356 269500 SH SOLE 269500 0 0 Seattle Genetics Inc Common 81257810 179 35700 SH SOLE 0 0 35700 Seattle Genetics Inc Common 81257810 1383 276400 SH DEFINED 1 0 276400 0 Seattle Genetics Inc Common 81257810 35 7100 SH DEFINED 2 0 7100 0 Seattle Genetics Inc Common 81257810 57 11300 SH DEFINED 2 0 0 11300 Second Bancorp Inc Common 81311410 53 3000 SH SOLE 3000 0 0 Second Bancorp Inc Common 81311410 346 19600 SH SOLE 0 0 19600 Security Cap Grp A Common 81413P10 12915 12600 SH SOLE 12600 0 0 Security Cap Grp B Common 81413P20 136629 6584150 SH SOLE 6584150 0 0 Security Cap Grp B Common 81413P20 7561 364350 SH DEFINED 1 0 364350 0 SeeBeyond Tech Common 81570410 28628 2238200 SH SOLE 2238200 0 0 SeeBeyond Tech Common 81570410 6606 517900 SH SOLE 0 0 517900 SeeBeyond Tech Common 81570410 5715 448230 SH DEFINED 1 0 448230 0 Sema Plc ADR Common 81661R10 205 13000 SH SOLE 13000 0 0 Semtech Corp Common 81685010 7936 268600 SH SOLE 268600 0 0 Semtech Corp Common 81685010 5360 182100 SH SOLE 0 0 182100 Semtech Corp Common 81685010 8157 277100 SH DEFINED 1 0 277100 0 Sempra Energy Common 81685110 5216 224071 SH SOLE 0 0 224071 Sensormatic Electrs Common 81726510 28388 1494100 SH SOLE 0 0 1494100 Sensormatic Electrs Common 81726510 3415 179700 SH DEFINED 1 0 179700 0 Sequenom Inc Common 81733710 4156 488400 SH SOLE 488400 0 0 Sequenom Inc Common 81733710 10213 1201500 SH SOLE 0 0 1201500 Sequenom Inc Common 81733710 1672 196800 SH DEFINED 1 0 196800 0 Serologicals Holding Common 81752310 12345 914400 SH SOLE 914400 0 0 Service Corp Intl Common 81756510 1368 288000 SH SOLE 288000 0 0 Service Corp Intl Common 81756510 51 10700 SH DEFINED 1 0 10700 0 Servicemaster Co Common 81760N10 29533 2629900 SH SOLE 2629900 0 0 Shaw Group Inc Common 82028010 26709 571800 SH SOLE 571800 0 0 Shaw Group Inc Common 82028010 5615 120200 SH DEFINED 1 0 120200 0 Shaw Communication B Common 82028K20 681 34400 SH SOLE 34400 0 0 Shell Trans&Trdg ADR Common 82270360 12557 268700 SH SOLE 268700 0 0 Shell Trans&Trdg ADR Common 82270360 117143 2506800 SH SOLE 0 0 2506800 Shell Trans&Trdg ADR Common 82270360 654 13990 SH DEFINED 1 0 13990 0 Sherwin-Williams Common 82434810 3144 123400 SH DEFINED 1 0 123400 0 Shoe Pavilion Inc Common 82489410 309 260000 SH SOLE 260000 0 0 Shoe Pavilion Inc Common 82489410 166 140000 SH SOLE 0 0 140000 Shopko Stores Inc Common 82491110 153 19100 SH SOLE 19100 0 0 Shopko Stores Inc Common 82491110 18 2200 SH DEFINED 1 0 2200 0 Siebel Systems Inc Common 82617010 2097 77100 SH SOLE 77100 0 0 Sierra Health Svcs Common 82632210 7080 1552600 SH SOLE 0 0 1552600 Sigma-Aldrich Corp Common 82655210 13686 284700 SH SOLE 284700 0 0 Sigma-Aldrich Corp Common 82655210 229814 4800300 SH SOLE 0 0 4800300 Sigma-Aldrich Corp Common 82655210 72 1500 SH DEFINED 1 0 1500 0 Sigma-Aldrich Corp Common 82655210 893 18800 SH DEFINED 2 0 18800 0 Silicon Graphics Inc Common 82705610 7719 1959100 SH SOLE 0 0 1959100 Silicon Graphics Inc Common 82705610 960 243700 SH DEFINED 1 0 243700 0 Silicon Valley Bcshs Common 82706410 7591 323000 SH SOLE 0 0 323000 Simmons First Natl Common 82873020 2008 85000 SH SOLE 85000 0 0 Simmons First Natl Common 82873020 142 6000 SH SOLE 0 0 6000 Simmons First Natl Common 82873020 2835 120000 SH DEFINED 2 0 0 120000 Simpson Mfg Co Inc Common 82907310 4169 84400 SH SOLE 84400 0 0 Simpson Mfg Co Inc Common 82907310 1233 25000 SH SOLE 0 0 25000 Simpson Mfg Co Inc Common 82907310 2096 42500 SH DEFINED 1 0 42500 0 Simpson Mfg Co Inc Common 82907310 887 18000 SH DEFINED 1 0 18000 0 Simpson Mfg Co Inc Common 82907310 3451 70000 SH DEFINED 2 0 0 70000 Six Flags Inc Common 83001P10 111576 5764800 SH SOLE 5764800 0 0 Six Flags Inc Common 83001P10 24217 1250500 SH SOLE 0 0 1250500 Six Flags Inc Common 83001P10 8757 452600 SH DEFINED 1 0 452600 0 Sky Financial Group Common 83080P10 1532 89900 SH SOLE 89900 0 0 Sky Financial Group Common 83080P10 1040 60900 SH SOLE 0 0 60900 Sky Financial Group Common 83080P10 645 37700 SH DEFINED 1 0 37700 0 SkyWest Inc Common 83087910 15283 657300 SH SOLE 657300 0 0 SkyWest Inc Common 83087910 2734 117600 SH SOLE 0 0 117600 SkyWest Inc Common 83087910 4940 212490 SH DEFINED 1 0 212490 0 Smithfield Foods Inc Common 83224810 70521 2167900 SH SOLE 2167900 0 0 Smithfield Foods Inc Common 83224810 3841 117900 SH SOLE 0 0 117900 Smithfield Foods Inc Common 83224810 3359 103300 SH DEFINED 1 0 103300 0 Smurfit-Stone Contnr Common 83272710 134985 10137450 SH SOLE 10137450 0 0 Smurfit-Stone Contnr Common 83272710 78904 5928100 SH SOLE 0 0 5928100 Smurfit-Stone Contnr Common 83272710 2652 199300 SH DEFINED 1 0 199300 0 Smurfit-Stone Contnr Common 83272710 3096 232600 SH DEFINED 1 0 0 232600 Solectron Corp Common 83418210 262333 13790290 SH SOLE 13790290 0 0 Solectron Corp Common 83418210 64072 3366448 SH SOLE 0 0 3366448 Solectron Corp Common 83418210 24114 1268365 SH DEFINED 1 0 1268365 0 Solectron Corp Common 83418210 2173 113400 SH DEFINED 1 0 113400 0 Solectron Corp Common 83418210 268 14200 SH DEFINED 2 0 14200 0 Solectron Corp Common 83418210 8957 471200 SH DEFINED 2 0 0 471200 Solectron Corp Common 83418210 192 10000 SH DEFINED 3 0 10000 0 Solectron Corp Common 83418210 179 9300 SH DEFINED 3 0 9300 0 Solectron Corp Common 83418210 608 32000 SH DEFINED 3 0 0 32000 Sonicblue Inc. Common 83546Q10 2548 536500 SH SOLE 536500 0 0 Sonicblue Inc. Common 83546Q10 13584 2859800 SH SOLE 0 0 2859800 Sonicblue Inc. Common 83546Q10 1650 347200 SH DEFINED 1 0 347200 0 Sony Corp ADR Common 83569930 5642 77300 SH SOLE 77300 0 0 Sony Corp ADR Common 83569930 5652 78200 SH SOLE 0 0 78200 Sony Corp ADR Common 83569930 2137 29580 SH DEFINED 1 0 29580 0 Sonus Networks Inc Common 83591610 130729 6539057 SH SOLE 6539057 0 0 Sonus Networks Inc Common 83591610 21601 1080710 SH SOLE 0 0 1080710 Sonus Networks Inc Common 83591610 19718 988180 SH DEFINED 1 0 988180 0 Sonus Networks Inc Common 83591610 266 13300 SH DEFINED 1 0 13300 0 Sonus Networks Inc Common 83591610 3077 154200 SH DEFINED 1 0 0 154200 Sonus Networks Inc Common 83591610 1393 70300 SH DEFINED 2 0 70300 0 Sonus Networks Inc Common 83591610 7496 375800 SH DEFINED 2 0 0 375800 Sonus Networks Inc Common 83591610 611 30300 SH DEFINED 3 0 30300 0 Sonus Networks Inc Common 83591610 623 31200 SH DEFINED 3 0 0 31200 Sound Advice Inc Common 83606610 980 97400 SH SOLE 97400 0 0 Sound Advice Inc Common 83606610 696 69600 SH SOLE 0 0 69600 Sound Advice Inc Common 83606610 558 55800 SH DEFINED 1 0 55800 0 Southern Co Common 84258710 7183 204700 SH SOLE 204700 0 0 Southern Co Common 84258710 84346 2403700 SH SOLE 0 0 2403700 Southern Co Common 84258710 540 15400 SH DEFINED 1 0 15400 0 Southwest Airlines Common 84474110 60224 3391021 SH SOLE 3391021 0 0 Southwest Airlines Common 84474110 14539 819150 SH SOLE 0 0 819150 Southwest Airlines Common 84474110 20197 1137880 SH DEFINED 1 0 1137880 0 Southwest Airlines Common 84474110 3240 182550 SH DEFINED 1 0 0 182550 Southwest Airlines Common 84474110 6110 344250 SH DEFINED 2 0 0 344250 Southwest Airlines Common 84474110 572 32250 SH DEFINED 3 0 0 32250 Southwest Bcp Inc OK Common 84476710 493 21400 SH SOLE 21400 0 0 Southwest Bcp Inc OK Common 84476710 3524 153100 SH SOLE 0 0 153100 Southwestern Energy Common 84546710 5141 517400 SH SOLE 517400 0 0 Southwestern Energy Common 84546710 1572 157500 SH SOLE 0 0 157500 Southwestern Energy Common 84546710 1308 132100 SH DEFINED 1 0 132100 0 Southwestern Energy Common 84546710 4208 425000 SH DEFINED 2 0 0 425000 Spacelabs Medical Common 84624710 3016 268100 SH SOLE 0 0 268100 Spectrum Control Inc Common 84761510 1768 230000 SH SOLE 230000 0 0 Spectrum Control Inc Common 84761510 1269 165000 SH SOLE 0 0 165000 SpeedFam-IPEC Inc Common 84770510 3733 575100 SH SOLE 575100 0 0 SpeedFam-IPEC Inc Common 84770510 9095 1405900 SH SOLE 0 0 1405900 SpeedFam-IPEC Inc Common 84770510 4155 642200 SH DEFINED 1 0 642200 0 Speedway Motorsports Common 84778810 17747 682482 SH SOLE 682482 0 0 Speedway Motorsports Common 84778810 2516 96800 SH SOLE 0 0 96800 Speedway Motorsports Common 84778810 3063 117800 SH DEFINED 1 0 117800 0 Spherion Corp Common 84842010 166 24000 SH SOLE 24000 0 0 Spherion Corp Common 84842010 794 114400 SH DEFINED 1 0 114400 0 Spieker Pptys REIT Common 84849710 2177 39700 SH SOLE 39700 0 0 Spieker Pptys REIT Common 84849710 417 7600 SH SOLE 0 0 7600 Spieker Pptys REIT Common 84849710 7827 142700 SH DEFINED 1 0 142700 0 Sprint Corp Common 85206110 16505 750500 SH SOLE 750500 0 0 Sprint Corp Common 85206110 41410 1883100 SH SOLE 0 0 1883100 Sprint Corp Common 85206110 9968 453290 SH DEFINED 1 0 453290 0 Sprint PCS Group Common 85206150 5844 306800 SH SOLE 306800 0 0 Sprint PCS Group Common 85206150 2216 116600 SH SOLE 0 0 116600 Sprint PCS Group Common 85206150 4946 260290 SH DEFINED 1 0 260290 0 Sprint PCS Group Common 85206150 2039 107300 SH DEFINED 2 0 0 107300 Sprint PCS Group Common 85206150 180 9400 SH DEFINED 3 0 9400 0 Sprint PCS Group Common 85206150 190 10000 SH DEFINED 3 0 0 10000 Staar Surgical Co Common 85231230 3315 772500 SH SOLE 772500 0 0 Staar Surgical Co Common 85231230 826 193000 SH SOLE 0 0 193000 Staar Surgical Co Common 85231230 2020 471900 SH DEFINED 1 0 471900 0 StanCorp Financial Common 85289110 16761 398100 SH SOLE 398100 0 0 StanCorp Financial Common 85289110 716 17000 SH DEFINED 1 0 17000 0 Standard Pacific Crp Common 85375C10 2614 123900 SH DEFINED 1 0 123900 0 Stanley Furniture Common 85430520 4937 194700 SH SOLE 194700 0 0 Stanley Furniture Common 85430520 483 19100 SH SOLE 0 0 19100 Stanley Furniture Common 85430520 6195 244700 SH DEFINED 1 0 244700 0 Stanley Furniture Common 85430520 926 36600 SH DEFINED 1 0 36600 0 Stanley Furniture Common 85430520 2853 112700 SH DEFINED 2 0 0 112700 Stanley Works Common 85461610 14502 440100 SH SOLE 440100 0 0 Stanley Works Common 85461610 32218 977800 SH SOLE 0 0 977800 Stanley Works Common 85461610 837 25400 SH DEFINED 1 0 25400 0 Staples Inc Common 85503010 295272 19841768 SH SOLE 19841768 0 0 Staples Inc Common 85503010 288628 19403400 SH SOLE 0 0 19403400 Staples Inc Common 85503010 19974 1342700 SH DEFINED 1 0 1342700 0 Staples Inc Common 85503010 3112 209200 SH DEFINED 2 0 0 209200 Starbucks Corp Common 85524410 10873 256200 SH SOLE 256200 0 0 Starbucks Corp Common 85524410 2351 55400 SH DEFINED 1 0 55400 0 Starwood Hot &Resort Common 85590A20 43533 1280000 SH SOLE 1280000 0 0 State Street Corp Common 85747710 444463 4757592 SH SOLE 4757592 0 0 State Street Corp Common 85747710 67795 725021 SH SOLE 0 0 725021 State Street Corp Common 85747710 10692 114470 SH DEFINED 1 0 114470 0 State Street Corp Common 85747710 2730 29000 SH DEFINED 1 0 29000 0 State Street Corp Common 85747710 3633 38900 SH DEFINED 2 0 0 38900 State Street Corp Common 85747710 302 3200 SH DEFINED 3 0 3200 0 Steelcase Inc A Common 85815520 127 10500 SH SOLE 10500 0 0 Steelcase Inc A Common 85815520 35 2900 SH DEFINED 1 0 2900 0 Steinway Music Instr Common 85849510 492 29900 SH SOLE 29900 0 0 Steinway Music Instr Common 85849510 559 34000 SH SOLE 0 0 34000 Steinway Music Instr Common 85849510 2632 160000 SH DEFINED 2 0 0 160000 Steris Corp Common 85915210 5469 382500 SH SOLE 382500 0 0 Steris Corp Common 85915210 17526 1243000 SH SOLE 0 0 1243000 Steris Corp Common 85915210 131 9300 SH DEFINED 1 0 9300 0 Steris Corp Common 85915210 448 32000 SH DEFINED 2 0 32000 0 Sterling Bancorp Common 85915810 377 17600 SH SOLE 17600 0 0 Stewart & Stevenson Common 86034210 919 42000 SH SOLE 42000 0 0 Stewart & Stevenson Common 86034210 604 27800 SH SOLE 0 0 27800 Stewart & Stevenson Common 86034210 811 37300 SH DEFINED 1 0 37300 0 Stewart Entprs Cl A Common 86037010 870 175000 SH SOLE 175000 0 0 Stillwater Mining Co Common 86074Q10 60947 2251035 SH SOLE 2251035 0 0 Stillwater Mining Co Common 86074Q10 6896 254490 SH SOLE 0 0 254490 Stillwater Mining Co Common 86074Q10 11280 416940 SH DEFINED 1 0 416940 0 Stolt Offshore ADR Common 86156710 10187 690600 SH SOLE 690600 0 0 Stolt Offshore ADR Common 86156710 4346 294600 SH DEFINED 1 0 294600 0 Stone Energy Corp Common 86164210 1089 22100 SH SOLE 22100 0 0 Stone Energy Corp Common 86164210 2069 42000 SH DEFINED 1 0 42000 0 Storage USA REIT Common 86190710 4786 146900 SH SOLE 146900 0 0 Storage USA REIT Common 86190710 4122 126500 SH DEFINED 1 0 126500 0 Strattec Security Common 86311110 2773 87100 SH SOLE 87100 0 0 Strattec Security Common 86311110 445 14000 SH SOLE 0 0 14000 Strattec Security Common 86311110 2000 63000 SH DEFINED 1 0 63000 0 Strattec Security Common 86311110 191 6000 SH DEFINED 1 0 6000 0 Strattec Security Common 86311110 2696 84900 SH DEFINED 2 0 0 84900 Strayer Education Common 86323610 161 4600 SH SOLE 4600 0 0 Strayer Education Common 86323610 18 500 SH DEFINED 1 0 500 0 Suiza Foods Corp Common 86507710 380 7900 SH SOLE 7900 0 0 Suiza Foods Corp Common 86507710 101 2100 SH DEFINED 1 0 2100 0 Sun Communities REIT Common 86667410 12931 391800 SH SOLE 391800 0 0 Sun Communities REIT Common 86667410 31756 962300 SH SOLE 0 0 962300 Sun Communities REIT Common 86667410 5329 161500 SH DEFINED 1 0 161500 0 Sun Microsystems Inc Common 86681010 6030 391900 SH SOLE 391900 0 0 Sun Microsystems Inc Common 86681010 1858 120840 SH SOLE 0 0 120840 Sun Microsystems Inc Common 86681010 22539 1466380 SH DEFINED 1 0 1466380 0 Suncor Energy Inc Common 86722910 300326 11563600 SH SOLE 11563600 0 0 Suncor Energy Inc Common 86722910 14756 565176 SH SOLE 0 0 565176 Suncor Energy Inc Common 86722910 18322 707400 SH DEFINED 1 0 707400 0 Suncor Energy Inc Common 86722910 2188 84700 SH DEFINED 2 0 0 84700 SunGard Data Systems Common 86736310 27627 561010 SH SOLE 561010 0 0 SunGard Data Systems Common 86736310 2932 59450 SH SOLE 0 0 59450 SunGard Data Systems Common 86736310 13457 273350 SH DEFINED 1 0 273350 0 Sunoco Inc Common 86764P10 1972 60600 SH SOLE 60600 0 0 Sunoco Inc Common 86764P10 34145 1052867 SH SOLE 0 0 1052867 Sunoco Inc Common 86764P10 7488 230900 SH DEFINED 1 0 230900 0 Sunoco Inc Common 86764P10 1774 54700 SH DEFINED 2 0 0 54700 Sunoco Inc Common 86764P10 169 5200 SH DEFINED 3 0 0 5200 Sunquest Info System Common 86765410 1053 84900 SH SOLE 84900 0 0 Sunquest Info System Common 86765410 724 58500 SH SOLE 0 0 58500 Sunquest Info System Common 86765410 938 75800 SH DEFINED 1 0 75800 0 SunTrust Banks Inc Common 86791410 572 8800 SH SOLE 8800 0 0 SunTrust Banks Inc Common 86791410 661 10200 SH SOLE 0 0 10200 SunTrust Banks Inc Common 86791410 9779 150900 SH DEFINED 1 0 150900 0 Supergen Inc Common 86805910 1207 116700 SH SOLE 116700 0 0 Supergen Inc Common 86805910 860 83300 SH SOLE 0 0 83300 Superior Consultant Common 86814610 1703 553700 SH SOLE 553700 0 0 Superior Consultant Common 86814610 135 44000 SH SOLE 0 0 44000 Superior Consultant Common 86814610 13 4400 SH DEFINED 1 0 4400 0 Superior Consultant Common 86814610 124 40700 SH DEFINED 2 0 40700 0 Supertex Inc Common 86853210 5779 457700 SH SOLE 457700 0 0 Supertex Inc Common 86853210 14 1120 SH DEFINED 1 0 1120 0 Supervalu Inc Common 86853610 504 37800 SH SOLE 37800 0 0 Supervalu Inc Common 86853610 23 1700 SH DEFINED 1 0 1700 0 Suprema Specialties Common 86859F10 922 109200 SH SOLE 109200 0 0 Suprema Specialties Common 86859F10 484 57400 SH SOLE 0 0 57400 Suprema Specialties Common 86859F10 2063 244500 SH DEFINED 1 0 244500 0 Suprema Specialties Common 86859F10 202 23900 SH DEFINED 1 0 23900 0 Supreme Industries A Common 86860710 2023 620000 SH SOLE 620000 0 0 Supreme Industries A Common 86860710 975 299990 SH SOLE 0 0 299990 Supreme Industries A Common 86860710 835 257000 SH DEFINED 1 0 257000 0 Swift Transportation Common 87075610 47013 2540750 SH SOLE 2540750 0 0 Swift Transportation Common 87075610 20891 1129175 SH SOLE 0 0 1129175 Swift Transportation Common 87075610 4002 216405 SH DEFINED 1 0 216405 0 Sylvan Learning Sys Common 87139910 889 43100 SH SOLE 43100 0 0 Symantec Corp Common 87150310 886 21200 SH SOLE 21200 0 0 Symbol Technologies Common 87150810 54708 1567474 SH SOLE 1567474 0 0 Symbol Technologies Common 87150810 1985 56875 SH SOLE 0 0 56875 Symbol Technologies Common 87150810 2597 74400 SH DEFINED 1 0 74400 0 Synaptic Pharm Corp Common 87156R10 192 50700 SH SOLE 50700 0 0 Synaptic Pharm Corp Common 87156R10 174 46000 SH SOLE 0 0 46000 Synaptic Pharm Corp Common 87156R10 4402 1164300 SH DEFINED 1 0 1164300 0 Synaptic Pharm Corp Common 87156R10 67 17700 SH DEFINED 2 0 0 17700 Synavant Inc Common 87157A10 5881 1300625 SH SOLE 1300625 0 0 Synavant Inc Common 87157A10 532 118150 SH SOLE 0 0 118150 Synavant Inc Common 87157A10 53 11870 SH DEFINED 1 0 11870 0 Synavant Inc Common 87157A10 165 37010 SH DEFINED 2 0 37010 0 Syncor Intl Corp DE Common 87157J10 13966 432300 SH SOLE 432300 0 0 Syncor Intl Corp DE Common 87157J10 58125 1802318 SH SOLE 0 0 1802318 Syncor Intl Corp DE Common 87157J10 9249 286800 SH DEFINED 1 0 286800 0 Syngenta AG ADR Common 87160A10 1723 165546 SH SOLE 165546 0 0 Syngenta AG ADR Common 87160A10 9697 932009 SH SOLE 0 0 932009 Synovus Financial Common 87161C10 4127 152800 SH SOLE 152800 0 0 Synovus Financial Common 87161C10 1669 61800 SH DEFINED 1 0 61800 0 Synovus Financial Common 87161C10 3526 130600 SH DEFINED 1 0 130600 0 Syntroleum Corp Common 87163010 1402 97100 SH SOLE 97100 0 0 Systems & Comp Tech Common 87187310 8620 938051 SH SOLE 938051 0 0 Systems & Comp Tech Common 87187310 1114 121300 SH SOLE 0 0 121300 Systems & Comp Tech Common 87187310 1546 168300 SH DEFINED 1 0 168300 0 TBA Entertainment Common 87217310 632 158100 SH SOLE 158100 0 0 TBA Entertainment Common 87217310 129 32200 SH SOLE 0 0 32200 TB Wood's Corp Common 87222610 1600 200000 SH SOLE 200000 0 0 TB Wood's Corp Common 87222610 504 63000 SH SOLE 0 0 63000 TB Wood's Corp Common 87222610 1750 218700 SH DEFINED 1 0 218700 0 TB Wood's Corp Common 87222610 514 64200 SH DEFINED 1 0 64200 0 TCF Financial Corp Common 87227510 8270 218200 SH SOLE 218200 0 0 TCF Financial Corp Common 87227510 4742 125500 SH SOLE 0 0 125500 TCF Financial Corp Common 87227510 13189 349000 SH DEFINED 1 0 349000 0 TCF Financial Corp Common 87227510 34 900 SH DEFINED 2 0 0 900 TJX Companies Inc Common 87254010 432 13500 SH SOLE 13500 0 0 TJX Companies Inc Common 87254010 543843 16995100 SH SOLE 0 0 16995100 TJX Companies Inc Common 87254010 150 4700 SH DEFINED 1 0 4700 0 TJX Companies Inc Common 87254010 6784 212000 SH DEFINED 2 0 0 212000 TRW Inc Common 87264910 4647 136278 SH SOLE 136278 0 0 TRW Inc Common 87264910 2381 70000 SH SOLE 0 0 70000 TRW Inc Common 87264910 5222 153600 SH DEFINED 1 0 153600 0 TRW Inc Common 87264910 2050 60300 SH DEFINED 2 0 0 60300 TRW Inc Common 87264910 192 5600 SH DEFINED 3 0 5600 0 TRW Inc Common 87264910 194 5700 SH DEFINED 3 0 0 5700 TMP Worldwide Inc Common 87294110 15581 414721 SH SOLE 414721 0 0 TMP Worldwide Inc Common 87294110 2356 62700 SH SOLE 0 0 62700 TMP Worldwide Inc Common 87294110 2592 69000 SH DEFINED 1 0 69000 0 TXU Corp Common 87316810 116948 2830300 SH SOLE 0 0 2830300 Taiwan Fund Common 87403610 679 56600 SH SOLE 56600 0 0 Taiwan Semicondt ADR Common 87403910 263 13500 SH SOLE 13500 0 0 Taiwan Semicondt ADR Common 87403910 162 8300 SH SOLE 0 0 8300 Taiwan Semicondt ADR Common 87403910 300 15400 SH DEFINED 1 0 15400 0 Target Corporation Common 87612E10 98240 2721350 SH SOLE 2721350 0 0 Target Corporation Common 87612E10 186957 5181700 SH SOLE 0 0 5181700 Target Corporation Common 87612E10 43711 1211500 SH DEFINED 1 0 1211500 0 Team Financial Inc Common 87815X10 154 21100 SH SOLE 0 0 21100 Tech/Ops Sevcon Inc Common 87829310 744 96000 SH SOLE 96000 0 0 Tech/Ops Sevcon Inc Common 87829310 868 112000 SH SOLE 0 0 112000 Tech/Ops Sevcon Inc Common 87829310 504 65000 SH DEFINED 1 0 65000 0 Technitrol Inc Common 87855510 981 39400 SH SOLE 39400 0 0 Technitrol Inc Common 87855510 1227 49300 SH DEFINED 1 0 49300 0 Tekelec Common 87910110 18923 1049897 SH SOLE 1049897 0 0 Tekelec Common 87910110 17659 980780 SH SOLE 0 0 980780 Tekelec Common 87910110 14186 788100 SH DEFINED 1 0 788100 0 Tekelec Common 87910110 426 23700 SH DEFINED 1 0 23700 0 Tekelec Common 87910110 741 41400 SH DEFINED 2 0 41400 0 Tekelec Common 87910110 84 4600 SH DEFINED 2 0 0 4600 Tektronix Common 87913110 41215 1506692 SH SOLE 1506692 0 0 Tektronix Common 87913110 5220 190800 SH SOLE 0 0 190800 Tektronix Common 87913110 6792 248900 SH DEFINED 1 0 248900 0 Tektronix Common 87913110 2063 75600 SH DEFINED 1 0 0 75600 Tektronix Common 87913110 393 14500 SH DEFINED 2 0 14500 0 Tektronix Common 87913110 1506 55200 SH DEFINED 2 0 0 55200 Tektronix Common 87913110 102 3700 SH DEFINED 3 0 3700 0 Tektronix Common 87913110 106 3900 SH DEFINED 3 0 0 3900 Tele Danmark B ADR Common 87924210 2060 119400 SH SOLE 119400 0 0 Tele Danmark B ADR Common 87924210 4744 275000 SH SOLE 0 0 275000 Tele Danmark B ADR Common 87924210 1 70 SH DEFINED 1 0 70 0 Telecom Corp NZ ADR Common 87927820 738 40000 SH SOLE 40000 0 0 Telecom Corp NZ ADR Common 87927820 4627 250800 SH SOLE 0 0 250800 Telecom Italia ADR Common 87927W10 225 2250 SH SOLE 2250 0 0 Telecom Italia ADR Common 87927W10 2 20 SH DEFINED 1 0 20 0 Telebras HOLDRS ADR Common 87928730 3639 75200 SH SOLE 75200 0 0 Telebras HOLDRS ADR Common 87928730 266 5500 SH SOLE 0 0 5500 Telebras HOLDRS ADR Common 87928730 5 100 SH DEFINED 1 0 100 0 Telecommunication Sy Common 87929J10 1726 327000 SH SOLE 327000 0 0 Teleflex Inc Common 87936910 1307 31900 SH SOLE 31900 0 0 Teleflex Inc Common 87936910 25 600 SH DEFINED 1 0 600 0 Telefonica SA ADR Common 87938220 70032 1447207 SH SOLE 1447207 0 0 Telefonica SA ADR Common 87938220 15158 314787 SH SOLE 0 0 314787 Telefonica SA ADR Common 87938220 20072 419024 SH DEFINED 1 0 419024 0 Telefonica SA ADR Common 87938220 2506 52702 SH DEFINED 2 0 52702 0 Telefonica SA ADR Common 87938220 2326 48684 SH DEFINED 2 0 0 48684 TELMEX L ADR Common 87940378 2681 85000 SH SOLE 85000 0 0 TELMEX L ADR Common 87940378 50 1600 SH DEFINED 1 0 1600 0 Telesp Celular ADR Common 87952L10 930 62800 SH DEFINED 1 0 62800 0 Telik Inc Common 87959M10 4672 896400 SH SOLE 896400 0 0 Telik Inc Common 87959M10 749 144300 SH SOLE 0 0 144300 Telik Inc Common 87959M10 6387 1231000 SH DEFINED 1 0 1231000 0 Telik Inc Common 87959M10 41 8000 SH DEFINED 2 0 8000 0 Telik Inc Common 87959M10 174 33600 SH DEFINED 2 0 0 33600 Tellabs Inc Common 87966410 320903 7879042 SH SOLE 7879042 0 0 Tellabs Inc Common 87966410 68699 1686350 SH SOLE 0 0 1686350 Tellabs Inc Common 87966410 22268 547220 SH DEFINED 1 0 547220 0 Tellabs Inc Common 87966410 2465 60200 SH DEFINED 1 0 60200 0 Tellabs Inc Common 87966410 1613 39900 SH DEFINED 2 0 39900 0 Tellabs Inc Common 87966410 4272 105000 SH DEFINED 2 0 0 105000 Tellabs Inc Common 87966410 181 4400 SH DEFINED 3 0 4400 0 Tellabs Inc Common 87966410 255 6200 SH DEFINED 3 0 6200 0 Tellabs Inc Common 87966410 264 6500 SH DEFINED 3 0 0 6500 TELUS Corp Cl A Common 87971M20 568 28600 SH SOLE 28600 0 0 TELUS Corp Cl A Common 87971M20 667 33637 SH SOLE 0 0 33637 Temple-Inland Inc Common 87986810 28937 653150 SH SOLE 653150 0 0 Temple-Inland Inc Common 87986810 99298 2244000 SH SOLE 0 0 2244000 Temple-Inland Inc Common 87986810 15674 354210 SH DEFINED 1 0 354210 0 Temple-Inland Inc Common 87986810 2553 57700 SH DEFINED 1 0 57700 0 Temple-Inland Inc Common 87986810 2812 63550 SH DEFINED 2 0 0 63550 Temple-Inland Inc Common 87986810 233 5200 SH DEFINED 3 0 5200 0 Temple-Inland Inc Common 87986810 270 6100 SH DEFINED 3 0 0 6100 Teletech Holdings Common 87993910 3761 476700 SH SOLE 476700 0 0 Teletech Holdings Common 87993910 1170 148600 SH SOLE 0 0 148600 Teletech Holdings Common 87993910 1822 231300 SH DEFINED 1 0 231300 0 Teletech Holdings Common 87993910 632 80300 SH DEFINED 1 0 80300 0 Teletech Holdings Common 87993910 2611 331600 SH DEFINED 2 0 0 331600 Tenet Healthcare Common 88033G10 109975 2496319 SH SOLE 2496319 0 0 Tenet Healthcare Common 88033G10 379024 8613600 SH SOLE 0 0 8613600 Tenet Healthcare Common 88033G10 33250 755660 SH DEFINED 1 0 755660 0 Tenet Healthcare Common 88033G10 1061 24300 SH DEFINED 2 0 24300 0 Tenet Healthcare Common 88033G10 7758 176300 SH DEFINED 2 0 0 176300 Tenet Healthcare Common 88033G10 102 2300 SH DEFINED 3 0 2300 0 Tenet Healthcare Common 88033G10 713 16200 SH DEFINED 3 0 0 16200 Tennant Co Common 88034510 3677 86725 SH SOLE 86725 0 0 Tennant Co Common 88034510 1401 32900 SH SOLE 0 0 32900 Tennant Co Common 88034510 1547 36600 SH DEFINED 1 0 36600 0 Tennant Co Common 88034510 608 14400 SH DEFINED 1 0 14400 0 Tennant Co Common 88034510 2383 56400 SH DEFINED 2 0 0 56400 Teradyne Common 88077010 95043 2875848 SH SOLE 2875848 0 0 Teradyne Common 88077010 53574 1623380 SH SOLE 0 0 1623380 Teradyne Common 88077010 48323 1464380 SH DEFINED 1 0 1464380 0 Teradyne Common 88077010 16319 494500 SH DEFINED 2 0 0 494500 Teradyne Common 88077010 1501 45000 SH DEFINED 3 0 45000 0 Teradyne Common 88077010 1531 46400 SH DEFINED 3 0 0 46400 Terex Corp Common 88077910 38855 2239150 SH SOLE 2239150 0 0 Terex Corp Common 88077910 1122 63900 SH SOLE 0 0 63900 Terex Corp Common 88077910 3297 190000 SH DEFINED 2 0 0 190000 Tesco Corp Common 88157K10 1566 150000 SH DEFINED 1 0 150000 0 Tesco Corp Common 88157K10 626 60000 SH DEFINED 1 0 60000 0 Teva Pharm Inds ADR Common 88162420 71013 1300000 SH SOLE 1300000 0 0 Teva Pharm Inds ADR Common 88162420 2185 40000 SH DEFINED 1 0 40000 0 Tetra Technologies Common 88162F10 1019 50000 SH SOLE 50000 0 0 Tetra Technologies Common 88162F10 20135 994300 SH SOLE 0 0 994300 Tetra Technologies Common 88162F10 2679 132300 SH DEFINED 1 0 132300 0 Tetra Technologies Common 88162F10 2430 120000 SH DEFINED 2 0 0 120000 Tetra Tech Inc Common 88162G10 778 38400 SH SOLE 38400 0 0 Texaco Inc Common 88169410 422715 6364517 SH SOLE 6364517 0 0 Texaco Inc Common 88169410 157346 2369006 SH SOLE 0 0 2369006 Texaco Inc Common 88169410 26422 397910 SH DEFINED 1 0 397910 0 Texaco Inc Common 88169410 1593 23800 SH DEFINED 1 0 23800 0 Texaco Inc Common 88169410 2237 33700 SH DEFINED 2 0 0 33700 Texaco Inc Common 88169410 148 2200 SH DEFINED 3 0 2200 0 Texaco Inc Common 88169410 74 1100 SH DEFINED 3 0 1100 0 Texaco Inc Common 88169410 86 1300 SH DEFINED 3 0 0 1300 Texas Biotech Corp Common 88221T10 1232 243800 SH SOLE 243800 0 0 Texas Biotech Corp Common 88221T10 467 92500 SH SOLE 0 0 92500 Texas Biotech Corp Common 88221T10 606 120100 SH DEFINED 1 0 120100 0 Texas Biotech Corp Common 88221T10 15 3000 SH DEFINED 2 0 0 3000 Texas Instruments Common 88250810 230678 7430550 SH SOLE 7430550 0 0 Texas Instruments Common 88250810 33510 1077540 SH SOLE 0 0 1077540 Texas Instruments Common 88250810 40408 1304280 SH DEFINED 1 0 1304280 0 Texas Instruments Common 88250810 2104 67400 SH DEFINED 1 0 67400 0 Texas Instruments Common 88250810 1912 62200 SH DEFINED 2 0 62200 0 Texas Instruments Common 88250810 13315 429900 SH DEFINED 2 0 0 429900 Texas Instruments Common 88250810 150 4800 SH DEFINED 3 0 4800 0 Texas Instruments Common 88250810 877 28000 SH DEFINED 3 0 28000 0 Texas Instruments Common 88250810 920 29700 SH DEFINED 3 0 0 29700 Texas Regl Bancshs A Common 88267310 2993 86210 SH SOLE 86210 0 0 Texas Regl Bancshs A Common 88267310 1604 46310 SH SOLE 0 0 46310 Texas Regl Bancshs A Common 88267310 4532 130880 SH DEFINED 1 0 130880 0 Therma Wave Inc Common 88343A10 609 48200 SH SOLE 48200 0 0 Thermo Electron Common 88355610 105679 4698967 SH SOLE 4698967 0 0 Thermo Electron Common 88355610 86805 3860900 SH SOLE 0 0 3860900 Thermo Electron Common 88355610 13266 590100 SH DEFINED 1 0 590100 0 Thermo Electron Common 88355610 2963 131800 SH DEFINED 1 0 0 131800 Thermo Electron Common 88355610 379 17000 SH DEFINED 2 0 17000 0 Thermo Electron Common 88355610 5795 257800 SH DEFINED 2 0 0 257800 Thermo Electron Common 88355610 509 22400 SH DEFINED 3 0 22400 0 Thermo Electron Common 88355610 533 23700 SH DEFINED 3 0 0 23700 Thistle Grp Hldgs Co Common 88431E10 2714 276600 SH SOLE 0 0 276600 Three-Five Systems Common 88554L10 329 26900 SH SOLE 26900 0 0 3TEC Energy Corp Common 88575R30 5157 318000 SH SOLE 318000 0 0 3TEC Energy Corp Common 88575R30 1457 90000 SH SOLE 0 0 90000 3TEC Energy Corp Common 88575R30 2347 145000 SH DEFINED 1 0 145000 0 3TEC Energy Corp Common 88575R30 971 60000 SH DEFINED 1 0 60000 0 3TEC Energy Corp Common 88575R30 3238 200000 SH DEFINED 2 0 0 200000 Tidewater Inc Common 88642310 9804 216900 SH SOLE 216900 0 0 Tidewater Inc Common 88642310 13085 289500 SH DEFINED 1 0 289500 0 Timberland Bancorp Common 88709810 1088 75000 SH SOLE 75000 0 0 Timberland Bancorp Common 88709810 1596 110000 SH SOLE 0 0 110000 Timberland Bancorp Common 88709810 2610 180000 SH DEFINED 1 0 180000 0 Timberland Bancorp Common 88709810 943 65000 SH DEFINED 1 0 65000 0 Timberland Co Cl A Common 88710010 1062 20900 SH SOLE 20900 0 0 Timberland Co Cl A Common 88710010 3180 62600 SH DEFINED 1 0 62600 0 Time Warner TelecomA Common 88731910 19087 524700 SH SOLE 524700 0 0 Time Warner TelecomA Common 88731910 5820 160000 SH SOLE 0 0 160000 Titan Corp Common 88826610 3605 200200 SH SOLE 200200 0 0 Titan Corp Common 88826610 1040 57900 SH SOLE 0 0 57900 Titan Corp Common 88826610 1730 96300 SH DEFINED 1 0 96300 0 Titan Corp Common 88826610 595 33100 SH DEFINED 1 0 33100 0 Titan Corp Common 88826610 2695 150000 SH DEFINED 2 0 0 150000 Titanium Metals Corp Common 88833910 1030 113800 SH SOLE 113800 0 0 Titanium Metals Corp Common 88833910 76 8400 SH DEFINED 1 0 8400 0 Toll Brothers Inc Common 88947810 7917 204900 SH SOLE 204900 0 0 Toll Brothers Inc Common 88947810 111973 2908366 SH SOLE 0 0 2908366 Toll Brothers Inc Common 88947810 8357 217050 SH DEFINED 1 0 217050 0 Tollgrade Communctns Common 88954210 317 12300 SH SOLE 12300 0 0 Tomkins PLC ADR Common 89003020 3 300 SH DEFINED 1 0 300 0 Too Inc Common 89033310 11857 630900 SH SOLE 630900 0 0 Too Inc Common 89033310 6602 352300 SH SOLE 0 0 352300 Too Inc Common 89033310 7677 409700 SH DEFINED 1 0 409700 0 Topps Co Inc Common 89078610 1038 102500 SH SOLE 102500 0 0 Torchmark Corp Common 89102710 373 9600 SH SOLE 9600 0 0 Toro Co Common 89109210 432 9400 SH SOLE 9400 0 0 Toro Co Common 89109210 2318 50400 SH DEFINED 1 0 50400 0 Tosco Corp Common 89149030 13160 306978 SH SOLE 306978 0 0 Tosco Corp Common 89149030 26854 628030 SH SOLE 0 0 628030 Tosco Corp Common 89149030 23228 543200 SH DEFINED 1 0 543200 0 Tosco Corp Common 89149030 2292 53600 SH DEFINED 2 0 0 53600 Tosco Corp Common 89149030 804 18600 SH DEFINED 3 0 18600 0 Tosco Corp Common 89149030 218 5100 SH DEFINED 3 0 0 5100 Total Fina Elf ADR Common 89151E10 101919 1485452 SH SOLE 1485452 0 0 Total Fina Elf ADR Common 89151E10 254766 3746401 SH SOLE 0 0 3746401 Total Fina Elf ADR Common 89151E10 34458 507119 SH DEFINED 1 0 507119 0 Total Fina Elf ADR Common 89151E10 2742 40360 SH DEFINED 1 0 40360 0 Total Fina Elf ADR Common 89151E10 6420 95200 SH DEFINED 2 0 95200 0 Total Fina Elf ADR Common 89151E10 874 12900 SH DEFINED 2 0 0 12900 Total System Svcs Common 89190610 123 5000 SH SOLE 5000 0 0 Total System Svcs Common 89190610 750 30200 SH SOLE 0 0 30200 Toyota Motor Crp ADR Common 89233130 191 2700 SH SOLE 2700 0 0 Tractor Supply Co Common 89235610 4438 316400 SH SOLE 316400 0 0 Tractor Supply Co Common 89235610 1400 100000 SH SOLE 0 0 100000 Tractor Supply Co Common 89235610 2059 147100 SH DEFINED 1 0 147100 0 Tractor Supply Co Common 89235610 700 50000 SH DEFINED 1 0 50000 0 Tractor Supply Co Common 89235610 3500 250000 SH DEFINED 2 0 0 250000 Tradestation Group Common 89267P10 552 276100 SH SOLE 276100 0 0 Trammell Crow Co Common 89288R10 194 16300 SH SOLE 16300 0 0 Trammell Crow Co Common 89288R10 1154 97000 SH DEFINED 1 0 97000 0 TransCanada Pipeline Common 89352610 238 19000 SH SOLE 19000 0 0 Transkaryotic Therpy Common 89373510 6174 350800 SH SOLE 350800 0 0 Transkaryotic Therpy Common 89373510 3419 194700 SH SOLE 0 0 194700 Transkaryotic Therpy Common 89373510 8116 462100 SH DEFINED 1 0 462100 0 Transkaryotic Therpy Common 89373510 432 24600 SH DEFINED 2 0 0 24600 Transport Corp Amer Common 89385P10 2562 488000 SH SOLE 488000 0 0 Transport Corp Amer Common 89385P10 1759 335000 SH DEFINED 1 0 335000 0 Transtechnology Corp Common 89388910 1326 255000 SH SOLE 255000 0 0 Transtechnology Corp Common 89388910 775 149000 SH SOLE 0 0 149000 Tri County Bcp Inc Common 89545210 103 8147 SH SOLE 0 0 8147 Triad Hospitals Inc Common 89579K10 18605 653919 SH SOLE 653919 0 0 Triad Hospitals Inc Common 89579K10 33317 1179404 SH SOLE 0 0 1179404 Triad Hospitals Inc Common 89579K10 4481 158615 SH DEFINED 1 0 158615 0 Triad Hospitals Inc Common 89579K10 286 10200 SH DEFINED 2 0 10200 0 Triangle Pharma Common 89589H10 11643 2017300 SH SOLE 2017300 0 0 Triangle Pharma Common 89589H10 5606 974500 SH SOLE 0 0 974500 Triangle Pharma Common 89589H10 4426 769500 SH DEFINED 1 0 769500 0 Triangle Pharma Common 89589H10 118 20500 SH DEFINED 2 0 0 20500 Tricon Glbl Restrnts Common 89595310 8249 216000 SH SOLE 216000 0 0 Tricon Glbl Restrnts Common 89595310 474 12400 SH DEFINED 1 0 12400 0 Tribune Co Common 89604710 860 21100 SH SOLE 21100 0 0 Trigon Healthcare Common 89618L10 18327 355698 SH SOLE 355698 0 0 Trigon Healthcare Common 89618L10 17047 331000 SH SOLE 0 0 331000 Trigon Healthcare Common 89618L10 9152 177700 SH DEFINED 1 0 177700 0 Triquint Semiconduct Common 89674K10 361 24400 SH SOLE 24400 0 0 Triumph Group Inc Common 89681810 4913 128925 SH SOLE 128925 0 0 Triumph Group Inc Common 89681810 1638 42800 SH SOLE 0 0 42800 Triumph Group Inc Common 89681810 2352 61900 SH DEFINED 1 0 61900 0 Triumph Group Inc Common 89681810 737 19400 SH DEFINED 1 0 19400 0 Triumph Group Inc Common 89681810 3055 80400 SH DEFINED 2 0 0 80400 TriZetto Group Inc Common 89688210 12302 878800 SH SOLE 878800 0 0 TriZetto Group Inc Common 89688210 1252 89800 SH SOLE 0 0 89800 TriZetto Group Inc Common 89688210 84 6000 SH DEFINED 1 0 6000 0 TriZetto Group Inc Common 89688210 638 46100 SH DEFINED 2 0 46100 0 Trizec Hahn Corp Common 89693810 978 65000 SH SOLE 65000 0 0 TriPath Imaging Inc Common 89694210 4133 660900 SH SOLE 660900 0 0 TriPath Imaging Inc Common 89694210 40 6400 SH SOLE 0 0 6400 TriPath Imaging Inc Common 89694210 1661 265600 SH DEFINED 1 0 265600 0 TriPath Imaging Inc Common 89694210 2388 382100 SH DEFINED 2 0 0 382100 Troy Financial Corp Common 89732910 3634 236300 SH SOLE 0 0 236300 Tubos de Acero ADR Common 89859250 2072 189300 SH SOLE 189300 0 0 Tucker Anthony Sutro Common 89864710 6386 336000 SH SOLE 336000 0 0 Tucker Anthony Sutro Common 89864710 3347 176700 SH SOLE 0 0 176700 Tucker Anthony Sutro Common 89864710 4740 250200 SH DEFINED 1 0 250200 0 Tucker Anthony Sutro Common 89864710 508 26800 SH DEFINED 1 0 26800 0 Tucker Anthony Sutro Common 89864710 2001 105600 SH DEFINED 2 0 0 105600 Tupperware Corp Common 89989610 30139 1263000 SH SOLE 1263000 0 0 Tupperware Corp Common 89989610 31 1300 SH DEFINED 1 0 1300 0 Tut Systems Inc Common 90110310 304 97700 SH SOLE 97700 0 0 Tweeter Home Entmt Common 90116710 12488 642400 SH SOLE 642400 0 0 Tweeter Home Entmt Common 90116710 3606 185500 SH SOLE 0 0 185500 Tweeter Home Entmt Common 90116710 581 29900 SH DEFINED 1 0 29900 0 Tweeter Home Entmt Common 90116710 779 40100 SH DEFINED 2 0 0 40100 II-VI Inc Common 90210410 654 51500 SH SOLE 51500 0 0 II-VI Inc Common 90210410 515 39800 SH SOLE 0 0 39800 II-VI Inc Common 90210410 399 31600 SH DEFINED 1 0 31600 0 II-VI Inc Common 90210410 134 10600 SH DEFINED 1 0 10600 0 II-VI Inc Common 90210410 544 43100 SH DEFINED 2 0 0 43100 Tyco Intl Ltd Common 90212410 329275 7593040 SH SOLE 7593040 0 0 Tyco Intl Ltd Common 90212410 105932 2446500 SH SOLE 0 0 2446500 Tyco Intl Ltd Common 90212410 94945 2196280 SH DEFINED 1 0 2196280 0 Tyco Intl Ltd Common 90212410 2303 53000 SH DEFINED 1 0 53000 0 Tyco Intl Ltd Common 90212410 1427 33000 SH DEFINED 1 0 0 33000 Tyco Intl Ltd Common 90212410 1435 33400 SH DEFINED 2 0 33400 0 Tyco Intl Ltd Common 90212410 23657 547199 SH DEFINED 2 0 0 547199 Tyco Intl Ltd Common 90212410 1927 44100 SH DEFINED 3 0 44100 0 Tyco Intl Ltd Common 90212410 2002 46300 SH DEFINED 3 0 0 46300 UAL Corp Common 90254950 6877 208100 SH SOLE 0 0 208100 UAL Corp Common 90254950 850 25700 SH DEFINED 1 0 25700 0 UCAR Intl Inc Common 90262K10 29719 2556600 SH SOLE 2556600 0 0 UCAR Intl Inc Common 90262K10 4314 371700 SH SOLE 0 0 371700 UCAR Intl Inc Common 90262K10 1991 171600 SH DEFINED 1 0 171600 0 UCBH Holdings Inc Common 90262T30 6427 132000 SH SOLE 0 0 132000 USX-Marathon Group Common 90290582 15997 593600 SH SOLE 593600 0 0 USX-Marathon Group Common 90290582 373436 13856600 SH SOLE 0 0 13856600 USX-Marathon Group Common 90290582 898 33300 SH DEFINED 1 0 33300 0 USX-Marathon Group Common 90290582 1401 52000 SH DEFINED 2 0 0 52000 UST Inc Common 90291110 9565 318300 SH SOLE 318300 0 0 USA Truck Inc Common 90292510 2478 319700 SH SOLE 319700 0 0 USA Truck Inc Common 90292510 1136 146500 SH SOLE 0 0 146500 USA Truck Inc Common 90292510 2403 310000 SH DEFINED 1 0 310000 0 USA Truck Inc Common 90292510 775 100000 SH DEFINED 1 0 100000 0 US Home & Garden Inc Common 90293910 1126 1085000 SH SOLE 1085000 0 0 US Home & Garden Inc Common 90293910 619 600000 SH SOLE 0 0 600000 US Bancorp Common 90297330 203782 8775837 SH SOLE 8775837 0 0 US Bancorp Common 90297330 543195 23412164 SH SOLE 0 0 23412164 US Bancorp Common 90297330 51582 2223352 SH DEFINED 1 0 2223352 0 US Bancorp Common 90297330 8985 386559 SH DEFINED 1 0 386559 0 US Bancorp Common 90297330 10851 467695 SH DEFINED 1 0 0 467695 US Bancorp Common 90297330 15963 688070 SH DEFINED 2 0 0 688070 US Bancorp Common 90297330 1074 45793 SH DEFINED 3 0 45793 0 US Bancorp Common 90297330 1236 53281 SH DEFINED 3 0 0 53281 USA Networks Inc Common 90298410 212387 8835734 SH SOLE 8835734 0 0 USA Networks Inc Common 90298410 61148 2549039 SH SOLE 0 0 2549039 USA Networks Inc Common 90298410 22649 946130 SH DEFINED 1 0 946130 0 USA Networks Inc Common 90298410 3797 158600 SH DEFINED 1 0 0 158600 USA Networks Inc Common 90298410 3968 167000 SH DEFINED 2 0 167000 0 USA Networks Inc Common 90298410 15402 643700 SH DEFINED 2 0 0 643700 USA Networks Inc Common 90298410 1212 50100 SH DEFINED 3 0 50100 0 USA Networks Inc Common 90298410 1206 50400 SH DEFINED 3 0 0 50400 US Concrete Inc Common 90333L10 3117 355000 SH SOLE 355000 0 0 US Concrete Inc Common 90333L10 1113 127200 SH SOLE 0 0 127200 US Concrete Inc Common 90333L10 875 100000 SH DEFINED 1 0 100000 0 US Concrete Inc Common 90333L10 3325 380000 SH DEFINED 2 0 0 380000 USX-US Steel Group Common 90337T10 3371 229500 SH SOLE 229500 0 0 US Unwired Inc Cl A Common 90338R10 1806 266600 SH SOLE 266600 0 0 US Unwired Inc Cl A Common 90338R10 1274 188800 SH SOLE 0 0 188800 US Unwired Inc Cl A Common 90338R10 1616 239300 SH DEFINED 1 0 239300 0 US Oncology Inc Common 90338W10 10328 1271100 SH SOLE 1271100 0 0 US Oncology Inc Common 90338W10 19975 2458400 SH SOLE 0 0 2458400 US Oncology Inc Common 90338W10 3742 460500 SH DEFINED 1 0 460500 0 Ultimate Electronics Common 90384910 850 34000 SH SOLE 34000 0 0 Ultramar Diamnd Sham Common 90400010 59066 1619200 SH SOLE 1619200 0 0 Ultramar Diamnd Sham Common 90400010 171007 4723855 SH SOLE 0 0 4723855 Ultramar Diamnd Sham Common 90400010 26760 739600 SH DEFINED 1 0 739600 0 Ultramar Diamnd Sham Common 90400010 7135 197200 SH DEFINED 1 0 0 197200 Ultramar Diamnd Sham Common 90400010 1982 55200 SH DEFINED 2 0 55200 0 Ultramar Diamnd Sham Common 90400010 2075 57500 SH DEFINED 2 0 0 57500 Ultramar Diamnd Sham Common 90400010 183 5000 SH DEFINED 3 0 5000 0 Ultratech Stepper Common 90403410 20009 811800 SH SOLE 811800 0 0 Ultratech Stepper Common 90403410 3383 137200 SH SOLE 0 0 137200 Ultratech Stepper Common 90403410 6558 266300 SH DEFINED 1 0 266300 0 Ultratech Stepper Common 90403410 107 4300 SH DEFINED 3 0 4300 0 Umpqua Holdings Corp Common 90421410 884 89500 SH SOLE 89500 0 0 Umpqua Holdings Corp Common 90421410 270 27100 SH SOLE 0 0 27100 Unico American Corp Common 90460710 2391 425000 SH SOLE 425000 0 0 Unifi Inc Common 90467710 1705 239500 SH SOLE 239500 0 0 Unifi Inc Common 90467710 1210 170600 SH SOLE 0 0 170600 Unifi Inc Common 90467710 1568 221100 SH DEFINED 1 0 221100 0 UNIFAB International Common 90467L10 1064 155000 SH SOLE 155000 0 0 UNIFAB International Common 90467L10 681 100000 SH SOLE 0 0 100000 UNIFAB International Common 90467L10 1873 275000 SH DEFINED 1 0 275000 0 UNIFAB International Common 90467L10 681 100000 SH DEFINED 1 0 100000 0 Unilever PLC ADR Common 90476770 499 17200 SH SOLE 17200 0 0 Unilever NV NY Shs Common 90478470 26975 512200 SH SOLE 512200 0 0 Unilever NV NY Shs Common 90478470 2182 41100 SH SOLE 0 0 41100 Unilever NV NY Shs Common 90478470 121 2300 SH DEFINED 1 0 2300 0 Union Bankshares Ltd Common 90540310 969 78700 SH SOLE 78700 0 0 Union Bankshares Ltd Common 90540310 95 7700 SH SOLE 0 0 7700 Union Pacific Corp Common 90781810 9241 164230 SH SOLE 164230 0 0 Union Pacific Corp Common 90781810 357942 6363400 SH SOLE 0 0 6363400 Union Pacific Corp Common 90781810 3645 64800 SH DEFINED 1 0 64800 0 Union Pacific Corp Common 90781810 7802 138700 SH DEFINED 1 0 138700 0 UnionBanCal Corp Common 90890610 158217 5443948 SH SOLE 5443948 0 0 UnionBanCal Corp Common 90890610 137745 4741700 SH SOLE 0 0 4741700 UnionBanCal Corp Common 90890610 42018 1446410 SH DEFINED 1 0 1446410 0 UnionBanCal Corp Common 90890610 10725 369200 SH DEFINED 1 0 0 369200 UnionBanCal Corp Common 90890610 8799 302900 SH DEFINED 2 0 0 302900 UnionBanCal Corp Common 90890610 884 30100 SH DEFINED 3 0 30100 0 UnionBanCal Corp Common 90890610 755 26000 SH DEFINED 3 0 0 26000 Unisys Corp Common 90921410 272 19400 SH SOLE 19400 0 0 Unisys Corp Common 90921410 35007 2500500 SH SOLE 0 0 2500500 Unisys Corp Common 90921410 74 5300 SH DEFINED 1 0 5300 0 Unisys Corp Common 90921410 413 29500 SH DEFINED 2 0 0 29500 Unit Corp Common 90921810 2069 125000 SH DEFINED 1 0 125000 0 Unit Corp Common 90921810 3145 190000 SH DEFINED 2 0 0 190000 United Fire & Cas Common 91033110 383 18800 SH SOLE 18800 0 0 United Microelec ADR Common 91087320 43233 4612200 SH SOLE 4612200 0 0 United Microelec ADR Common 91087320 2054 218100 SH SOLE 0 0 218100 United Microelec ADR Common 91087320 108 11600 SH DEFINED 1 0 11600 0 United Microelec ADR Common 91087320 820 87600 SH DEFINED 1 0 87600 0 United Microelec ADR Common 91087320 397 42700 SH DEFINED 2 0 42700 0 United Microelec ADR Common 91087320 559 59800 SH DEFINED 2 0 0 59800 United Natural Foods Common 91116310 22080 1568850 SH SOLE 1568850 0 0 United Natural Foods Common 91116310 4137 293400 SH SOLE 0 0 293400 United Natural Foods Common 91116310 8696 618500 SH DEFINED 1 0 618500 0 United Pan Eur ADR Common 91130020 1332 204200 SH SOLE 204200 0 0 United Pan Eur ADR Common 91130020 293 45500 SH SOLE 0 0 45500 United Pan Eur ADR Common 91130020 1065 165400 SH DEFINED 1 0 165400 0 United Rentals Inc Common 91136310 61156 3741901 SH SOLE 3741901 0 0 United Rentals Inc Common 91136310 4779 292569 SH SOLE 0 0 292569 United Rentals Inc Common 91136310 5460 334400 SH DEFINED 1 0 334400 0 United Stationers Common 91300410 283 11700 SH SOLE 11700 0 0 United Stationers Common 91300410 32 1300 SH DEFINED 1 0 1300 0 United Technologies Common 91301710 546012 7442885 SH SOLE 7442885 0 0 United Technologies Common 91301710 264416 3605454 SH SOLE 0 0 3605454 United Technologies Common 91301710 85160 1161800 SH DEFINED 1 0 1161800 0 United Technologies Common 91301710 4875 66080 SH DEFINED 1 0 66080 0 United Technologies Common 91301710 5638 76920 SH DEFINED 1 0 0 76920 United Technologies Common 91301710 3189 43800 SH DEFINED 2 0 43800 0 United Technologies Common 91301710 10495 143180 SH DEFINED 2 0 0 143180 United Technologies Common 91301710 215 2900 SH DEFINED 3 0 2900 0 United Technologies Common 91301710 622 8400 SH DEFINED 3 0 8400 0 United Technologies Common 91301710 658 8980 SH DEFINED 3 0 0 8980 United Therapeutics Common 91307C10 970 55600 SH SOLE 55600 0 0 United Therapeutics Common 91307C10 262 15000 SH SOLE 0 0 15000 United Therapeutics Common 91307C10 1149 65900 SH DEFINED 1 0 65900 0 United Therapeutics Common 91307C10 194 11100 SH DEFINED 2 0 0 11100 United WI Services Common 91323810 4339 678000 SH SOLE 0 0 678000 UnitedGlobalCom A Common 91324750 11752 895400 SH SOLE 895400 0 0 UnitedGlobalCom A Common 91324750 4699 358000 SH SOLE 0 0 358000 UnitedGlobalCom A Common 91324750 90 6870 SH DEFINED 1 0 6870 0 UnitedHealth Group Common 91324P10 416005 7020000 SH SOLE 0 0 7020000 Universal Corp VA Common 91345610 967 24500 SH SOLE 24500 0 0 Universal Corp VA Common 91345610 15772 400000 SH SOLE 0 0 400000 Universal Corp VA Common 91345610 2748 69700 SH DEFINED 1 0 69700 0 Universal Hlth Svc B Common 91390310 1404 15900 SH SOLE 15900 0 0 Universal Hlth Svc B Common 91390310 17660 200000 SH SOLE 0 0 200000 Universal Hlth Svc B Common 91390310 4962 56200 SH DEFINED 1 0 56200 0 Univision Comm CL A Common 91490610 2263 59300 SH SOLE 59300 0 0 Unocal Corp Common 91528910 104511 3022900 SH SOLE 3022900 0 0 Unocal Corp Common 91528910 152047 4398187 SH SOLE 0 0 4398187 Unocal Corp Common 91528910 24157 698780 SH DEFINED 1 0 698780 0 Unocal Corp Common 91528910 2423 70100 SH DEFINED 2 0 0 70100 Unocal Corp Common 91528910 112 3200 SH DEFINED 3 0 3200 0 UPM-Kymmene ADR Common 91543610 4 140 SH DEFINED 1 0 140 0 USFreightways Corp Common 91690610 82123 2605965 SH SOLE 2605965 0 0 USFreightways Corp Common 91690610 4545 143800 SH SOLE 0 0 143800 USFreightways Corp Common 91690610 13315 422650 SH DEFINED 1 0 422650 0 USFreightways Corp Common 91690610 417 13100 SH DEFINED 3 0 13100 0 UroCor Inc Common 91727P10 411 42300 SH SOLE 42300 0 0 UroCor Inc Common 91727P10 2210 232700 SH DEFINED 1 0 232700 0 UroCor Inc Common 91727P10 904 95200 SH DEFINED 1 0 95200 0 UroCor Inc Common 91727P10 2993 315000 SH DEFINED 2 0 0 315000 Utilicorp United Inc Common 91800510 9335 288450 SH SOLE 288450 0 0 Utilicorp United Inc Common 91800510 9247 285750 SH SOLE 0 0 285750 Valassis Communctns Common 91886610 2695 92700 SH SOLE 92700 0 0 Valassis Communctns Common 91886610 1524 52500 SH SOLE 0 0 52500 Valassis Communctns Common 91886610 8107 279500 SH DEFINED 1 0 279500 0 Valero Energy Corp Common 91913Y10 90986 2563000 SH SOLE 0 0 2563000 Valuevision Intl A Common 92047K10 612 43900 SH SOLE 43900 0 0 Vans Inc Common 92193010 8254 365826 SH SOLE 365826 0 0 Vans Inc Common 92193010 15503 687100 SH SOLE 0 0 687100 Vans Inc Common 92193010 4485 198800 SH DEFINED 1 0 198800 0 Varco International Common 92212210 72432 3507600 SH SOLE 3507600 0 0 Varco International Common 92212210 11040 534600 SH DEFINED 1 0 534600 0 Variagenics Inc Common 92219610 3536 707200 SH SOLE 707200 0 0 Variagenics Inc Common 92219610 15 2900 SH SOLE 0 0 2900 Variagenics Inc Common 92219610 68 13500 SH DEFINED 1 0 13500 0 Variagenics Inc Common 92219610 7 1400 SH DEFINED 2 0 0 1400 Varian Inc Common 92220610 1647 64200 SH SOLE 64200 0 0 Varian Inc Common 92220610 7626 298300 SH SOLE 0 0 298300 Varian Inc Common 92220610 1498 58600 SH DEFINED 1 0 58600 0 Varian Semiconductor Common 92220710 20434 638361 SH SOLE 638361 0 0 Varian Semiconductor Common 92220710 18941 593000 SH SOLE 0 0 593000 Varian Semiconductor Common 92220710 3124 97800 SH DEFINED 1 0 97800 0 Varian Medical Systm Common 92220P10 38229 628780 SH SOLE 628780 0 0 Varian Medical Systm Common 92220P10 25103 412890 SH SOLE 0 0 412890 Varian Medical Systm Common 92220P10 5614 92320 SH DEFINED 1 0 92320 0 Vascular Solutions Common 92231M10 609 96800 SH SOLE 96800 0 0 Vascular Solutions Common 92231M10 47 7500 SH SOLE 0 0 7500 Vascular Solutions Common 92231M10 6 900 SH DEFINED 1 0 900 0 Vascular Solutions Common 92231M10 20 3300 SH DEFINED 2 0 3300 0 Vectren Corporation Common 92240G10 299 14000 SH SOLE 14000 0 0 Vectren Corporation Common 92240G10 6604 308600 SH SOLE 0 0 308600 Vectren Corporation Common 92240G10 1656 77400 SH DEFINED 1 0 77400 0 Veeco Instruments Common 92241710 20531 490500 SH SOLE 490500 0 0 Veeco Instruments Common 92241710 5512 132206 SH SOLE 0 0 132206 Veeco Instruments Common 92241710 7874 189422 SH DEFINED 1 0 189422 0 Veeco Instruments Common 92241710 479 11600 SH DEFINED 2 0 11600 0 Veeco Instruments Common 92241710 198 4800 SH DEFINED 2 0 0 4800 Veeco Instruments Common 92241710 134 3200 SH DEFINED 3 0 3200 0 Ventas Inc REIT Common 92276F10 8052 947300 SH SOLE 947300 0 0 Ventas Inc REIT Common 92276F10 31 3700 SH DEFINED 1 0 3700 0 Ventana Medical Sys Common 92276H10 26527 1134300 SH SOLE 1134300 0 0 Ventana Medical Sys Common 92276H10 16919 727700 SH SOLE 0 0 727700 Ventana Medical Sys Common 92276H10 1840 79100 SH DEFINED 1 0 79100 0 Ventana Medical Sys Common 92276H10 981 42500 SH DEFINED 2 0 42500 0 Ventana Medical Sys Common 92276H10 86 3700 SH DEFINED 2 0 0 3700 Ventiv Health Inc Common 92279310 973 63300 SH SOLE 63300 0 0 Ventiv Health Inc Common 92279310 6731 437800 SH SOLE 0 0 437800 Venator Group Inc Common 92294410 29289 2121290 SH SOLE 2121290 0 0 Venator Group Inc Common 92294410 25743 1865500 SH SOLE 0 0 1865500 Venator Group Inc Common 92294410 9141 662390 SH DEFINED 1 0 662390 0 Verilink Corp Common 92343210 52 32400 SH SOLE 32400 0 0 Verilink Corp Common 92343210 114 73000 SH SOLE 0 0 73000 Verilink Corp Common 92343210 109 70000 SH DEFINED 1 0 70000 0 Verilink Corp Common 92343210 430 275000 SH DEFINED 2 0 0 275000 Veritas Software Crp Common 92343610 131325 2838750 SH SOLE 2838750 0 0 Veritas Software Crp Common 92343610 28817 622600 SH SOLE 0 0 622600 Veritas Software Crp Common 92343610 13906 300760 SH DEFINED 1 0 300760 0 Veritas Software Crp Common 92343610 913 19600 SH DEFINED 1 0 19600 0 Veritas Software Crp Common 92343610 1674 36200 SH DEFINED 2 0 0 36200 Veritas Software Crp Common 92343610 75 1600 SH DEFINED 3 0 1600 0 Verity Inc Common 92343C10 49909 2198647 SH SOLE 2198647 0 0 Verity Inc Common 92343C10 21287 938090 SH SOLE 0 0 938090 Verity Inc Common 92343C10 13739 605630 SH DEFINED 1 0 605630 0 VeriSign Inc Common 92343E10 271640 7656888 SH SOLE 7656888 0 0 VeriSign Inc Common 92343E10 76741 2164298 SH SOLE 0 0 2164298 VeriSign Inc Common 92343E10 43392 1224530 SH DEFINED 1 0 1224530 0 VeriSign Inc Common 92343E10 168 4730 SH DEFINED 1 0 4730 0 VeriSign Inc Common 92343E10 1316 37397 SH DEFINED 2 0 37397 0 VeriSign Inc Common 92343E10 5239 147857 SH DEFINED 2 0 0 147857 VeriSign Inc Common 92343E10 410 11440 SH DEFINED 3 0 11440 0 VeriSign Inc Common 92343E10 403 11375 SH DEFINED 3 0 0 11375 Veritas DGC Inc Common 92343P10 4677 146100 SH SOLE 146100 0 0 Veritas DGC Inc Common 92343P10 1505 47100 SH SOLE 0 0 47100 Veritas DGC Inc Common 92343P10 2432 76100 SH DEFINED 1 0 76100 0 Veritas DGC Inc Common 92343P10 815 25500 SH DEFINED 1 0 25500 0 Veritas DGC Inc Common 92343P10 3256 101900 SH DEFINED 2 0 0 101900 Verizon Communctns Common 92343V10 775128 15695968 SH SOLE 15695968 0 0 Verizon Communctns Common 92343V10 580770 11776542 SH SOLE 0 0 11776542 Verizon Communctns Common 92343V10 137217 2783297 SH DEFINED 1 0 2783297 0 Verizon Communctns Common 92343V10 9678 196300 SH DEFINED 1 0 196300 0 Verizon Communctns Common 92343V10 28500 578102 SH DEFINED 1 0 0 578102 Verizon Communctns Common 92343V10 8743 178600 SH DEFINED 2 0 178600 0 Verizon Communctns Common 92343V10 36185 734162 SH DEFINED 2 0 0 734162 Verizon Communctns Common 92343V10 2775 55700 SH DEFINED 3 0 55700 0 Verizon Communctns Common 92343V10 2926 59360 SH DEFINED 3 0 0 59360 Versicor Inc Common 92531410 1502 186300 SH SOLE 186300 0 0 Versicor Inc Common 92531410 200 24000 SH SOLE 0 0 24000 Versicor Inc Common 92531410 520 64500 SH DEFINED 1 0 64500 0 Vertex Pharm Common 92532F10 39337 1072800 SH SOLE 1072800 0 0 Vertex Pharm Common 92532F10 140612 3839000 SH SOLE 0 0 3839000 Vertex Pharm Common 92532F10 21806 595350 SH DEFINED 1 0 595350 0 Vertex Pharm Common 92532F10 156 4300 SH DEFINED 2 0 4300 0 Vertex Pharm Common 92532F10 868 23700 SH DEFINED 2 0 0 23700 Vesta Insurance Grp Common 92539110 5027 754000 SH SOLE 754000 0 0 Vesta Insurance Grp Common 92539110 1691 253000 SH SOLE 0 0 253000 Vesta Insurance Grp Common 92539110 2334 351000 SH DEFINED 1 0 351000 0 Vesta Insurance Grp Common 92539110 811 122000 SH DEFINED 1 0 122000 0 Vesta Insurance Grp Common 92539110 3225 485000 SH DEFINED 2 0 0 485000 Viacom Inc Cl B Common 92552430 38491 875374 SH SOLE 875374 0 0 Viacom Inc Cl B Common 92552430 42532 967317 SH SOLE 0 0 967317 Viacom Inc Cl B Common 92552430 21586 490922 SH DEFINED 1 0 490922 0 Viad Corp Common 92552R10 241 10100 SH SOLE 10100 0 0 Viad Corp Common 92552R10 7330 307600 SH DEFINED 1 0 307600 0 Viasystems Group Inc Common 92553H10 3502 1163500 SH SOLE 1163500 0 0 Viasystems Group Inc Common 92553H10 1045 347900 SH SOLE 0 0 347900 Viasystems Group Inc Common 92553H10 3541 1180400 SH DEFINED 1 0 1180400 0 Viasystems Group Inc Common 92553H10 169 55900 SH DEFINED 3 0 55900 0 Vical Inc Common 92560210 19 2000 SH SOLE 2000 0 0 Vical Inc Common 92560210 30 3100 SH SOLE 0 0 3100 Vical Inc Common 92560210 41 4300 SH DEFINED 1 0 4300 0 Vical Inc Common 92560210 11 1100 SH DEFINED 2 0 0 1100 Vicor Corp Common 92581510 738 36000 SH SOLE 36000 0 0 Vicor Corp Common 92581510 21 1000 SH SOLE 0 0 1000 Vicor Corp Common 92581510 1727 84220 SH DEFINED 1 0 84220 0 Videsh Sanchar ADR Common 92659G60 416 35100 SH SOLE 35100 0 0 Videsh Sanchar ADR Common 92659G60 3093 260958 SH DEFINED 1 0 260958 0 Vignette Corp Common 92673410 64091 9955100 SH SOLE 9955100 0 0 Vignette Corp Common 92673410 12204 1895400 SH SOLE 0 0 1895400 Vignette Corp Common 92673410 1293 200900 SH DEFINED 1 0 200900 0 Vintage Petroleum Common 92746010 386 19000 SH SOLE 19000 0 0 Vintage Petroleum Common 92746010 2332 114600 SH DEFINED 1 0 114600 0 Virata Corp Common 92764610 10242 784100 SH SOLE 0 0 784100 Virata Corp Common 92764610 1288 98600 SH DEFINED 1 0 98600 0 ViroPharma Inc Common 92824110 6130 212200 SH SOLE 212200 0 0 ViroPharma Inc Common 92824110 1597 54700 SH SOLE 0 0 54700 ViroPharma Inc Common 92824110 14943 517500 SH DEFINED 1 0 517500 0 ViroPharma Inc Common 92824110 488 16900 SH DEFINED 2 0 0 16900 Vishay Intertech Common 92829810 22885 1150000 SH SOLE 1150000 0 0 Vishay Intertech Common 92829810 3642 183000 SH DEFINED 1 0 183000 0 Vista Bancorp Inc Common 92830R10 1654 73900 SH SOLE 0 0 73900 Vitesse Semiconduct Common 92849710 43869 1841450 SH SOLE 1841450 0 0 Vitesse Semiconduct Common 92849710 9509 398800 SH SOLE 0 0 398800 Vitesse Semiconduct Common 92849710 6096 256000 SH DEFINED 1 0 256000 0 Vitesse Semiconduct Common 92849710 408 17000 SH DEFINED 1 0 17000 0 Vitesse Semiconduct Common 92849710 464 19500 SH DEFINED 2 0 0 19500 Vivendi Univers ADR Common 92851S20 406 6700 SH SOLE 6700 0 0 Vivendi Univers ADR Common 92851S20 261 4300 SH SOLE 0 0 4300 Vodafone Group ADR Common 92857W10 10784 397225 SH SOLE 397225 0 0 Vodafone Group ADR Common 92857W10 19425 715300 SH SOLE 0 0 715300 Vodafone Group ADR Common 92857W10 16 600 SH DEFINED 1 0 600 0 VoiceStream Wireless Common 92861510 16981 180810 SH SOLE 180810 0 0 VoiceStream Wireless Common 92861510 5153 55278 SH SOLE 0 0 55278 VoiceStream Wireless Common 92861510 195 2115 SH DEFINED 1 0 2115 0 VoiceStream Wireless Common 92861510 586 6347 SH DEFINED 1 0 6347 0 VoiceStream Wireless Common 92861510 2255 24580 SH DEFINED 2 0 24580 0 VoiceStream Wireless Common 92861510 1246 13499 SH DEFINED 2 0 0 13499 WMC Limited ADR Common 92894710 2 130 SH DEFINED 1 0 130 0 Vulcan Materials Common 92916010 58002 1238600 SH SOLE 1238600 0 0 Vulcan Materials Common 92916010 4360 93100 SH SOLE 0 0 93100 Vulcan Materials Common 92916010 2323 49600 SH DEFINED 1 0 49600 0 Vulcan Materials Common 92916010 3831 81800 SH DEFINED 1 0 0 81800 WD-40 Co Common 92923610 4168 207850 SH SOLE 207850 0 0 WD-40 Co Common 92923610 1376 68200 SH SOLE 0 0 68200 WD-40 Co Common 92923610 2160 108000 SH DEFINED 1 0 108000 0 WD-40 Co Common 92923610 800 40000 SH DEFINED 1 0 40000 0 WD-40 Co Common 92923610 3000 150000 SH DEFINED 2 0 0 150000 WFS Financial Inc Common 92923B10 2087 118400 SH SOLE 118400 0 0 WFS Financial Inc Common 92923B10 716 40600 SH DEFINED 1 0 40600 0 WFS Financial Inc Common 92923B10 2096 118900 SH DEFINED 2 0 0 118900 WGL Holdings Inc Common 92924F10 5589 201200 SH SOLE 201200 0 0 WGL Holdings Inc Common 92924F10 3907 141300 SH SOLE 0 0 141300 WGL Holdings Inc Common 92924F10 4413 159600 SH DEFINED 1 0 159600 0 WSFS Financial Corp Common 92932810 4326 329000 SH SOLE 329000 0 0 WSFS Financial Corp Common 92932810 1470 112000 SH SOLE 0 0 112000 WSFS Financial Corp Common 92932810 2231 170000 SH DEFINED 1 0 170000 0 WSFS Financial Corp Common 92932810 788 60000 SH DEFINED 1 0 60000 0 WSFS Financial Corp Common 92932810 3205 244200 SH DEFINED 2 0 0 244200 Wabtec Corporation Common 92974010 2443 191800 SH SOLE 191800 0 0 Wabtec Corporation Common 92974010 1719 135400 SH SOLE 0 0 135400 Wabtec Corporation Common 92974010 2161 170200 SH DEFINED 1 0 170200 0 Wachovia Corp Common 92977110 78444 1300861 SH SOLE 1300861 0 0 Wachovia Corp Common 92977110 315199 5231530 SH SOLE 0 0 5231530 Wachovia Corp Common 92977110 40566 673300 SH DEFINED 1 0 673300 0 Wachovia Corp Common 92977110 3663 60800 SH DEFINED 1 0 60800 0 Wachovia Corp Common 92977110 5019 83300 SH DEFINED 2 0 0 83300 Wachovia Corp Common 92977110 767 12600 SH DEFINED 3 0 12600 0 Wachovia Corp Common 92977110 470 7800 SH DEFINED 3 0 0 7800 Wackenhut Correction Common 92979810 1386 152000 SH SOLE 152000 0 0 Wackenhut Correction Common 92979810 905 100000 SH SOLE 0 0 100000 Wackenhut Correction Common 92979810 2082 230000 SH DEFINED 1 0 230000 0 Wackenhut Correction Common 92979810 3620 400000 SH DEFINED 2 0 0 400000 Wal-Mart Stores Common 93114210 573091 11344155 SH SOLE 11344155 0 0 Wal-Mart Stores Common 93114210 191839 3796397 SH SOLE 0 0 3796397 Wal-Mart Stores Common 93114210 113317 2243890 SH DEFINED 1 0 2243890 0 Wal-Mart Stores Common 93114210 4103 80600 SH DEFINED 1 0 80600 0 Wal-Mart Stores Common 93114210 1341 26700 SH DEFINED 2 0 26700 0 Wal-Mart Stores Common 93114210 5638 111600 SH DEFINED 2 0 0 111600 Wal-Mart Stores Common 93114210 424 8300 SH DEFINED 3 0 8300 0 Wallace Comp Svc Common 93227010 234 14400 SH SOLE 14400 0 0 Wallace Comp Svc Common 93227010 26 1600 SH DEFINED 1 0 1600 0 Warren Bancorp Inc Common 93471010 74 7900 SH SOLE 7900 0 0 Washington Fed Inc Common 93882410 478 19450 SH SOLE 19450 0 0 Washington Fed Inc Common 93882410 1516 61710 SH DEFINED 1 0 61710 0 Washington Mutual Common 93932210 322640 5887400 SH SOLE 5887400 0 0 Washington Mutual Common 93932210 489034 8931464 SH SOLE 0 0 8931464 Washington Mutual Common 93932210 66053 1206430 SH DEFINED 1 0 1206430 0 Washington Mutual Common 93932210 958 17500 SH DEFINED 1 0 17500 0 Washington Mutual Common 93932210 25700 469400 SH DEFINED 1 0 0 469400 Washington Mutual Common 93932210 3317 61000 SH DEFINED 2 0 61000 0 Washington Mutual Common 93932210 31955 583600 SH DEFINED 2 0 0 583600 Washington Mutual Common 93932210 2655 48500 SH DEFINED 3 0 0 48500 Waste Connections Common 94105310 13605 472200 SH SOLE 472200 0 0 Waste Connections Common 94105310 31 1070 SH SOLE 0 0 1070 Waste Connections Common 94105310 2608 90560 SH DEFINED 1 0 90560 0 Waste Mgmt Inc Common 94106L10 326608 13212951 SH SOLE 13212951 0 0 Waste Mgmt Inc Common 94106L10 67895 2747262 SH SOLE 0 0 2747262 Waste Mgmt Inc Common 94106L10 21202 858360 SH DEFINED 1 0 858360 0 Waste Mgmt Inc Common 94106L10 1190 47800 SH DEFINED 1 0 47800 0 Waste Mgmt Inc Common 94106L10 5660 229139 SH DEFINED 2 0 0 229139 Waste Mgmt Inc Common 94106L10 220 8800 SH DEFINED 3 0 8800 0 Waste Mgmt Inc Common 94106L10 352 14100 SH DEFINED 3 0 14100 0 Waste Mgmt Inc Common 94106L10 407 16477 SH DEFINED 3 0 0 16477 Waters Corp Common 94184810 14400 310000 SH SOLE 0 0 310000 Watson Pharm Inc Common 94268310 8491 160500 SH SOLE 160500 0 0 Watson Pharm Inc Common 94268310 663 12600 SH SOLE 0 0 12600 Watson Pharm Inc Common 94268310 63 1200 SH DEFINED 1 0 1200 0 Watson Pharm Inc Common 94268310 266 5100 SH DEFINED 2 0 5100 0 Watson Wyatt & Co Common 94271210 1888 116800 SH SOLE 116800 0 0 Watson Wyatt & Co Common 94271210 1353 84100 SH SOLE 0 0 84100 Watson Wyatt & Co Common 94271210 1720 106800 SH DEFINED 1 0 106800 0 Weatherford Intl Inc Common 94707410 56549 1145850 SH SOLE 1145850 0 0 Weatherford Intl Inc Common 94707410 38384 777799 SH SOLE 0 0 777799 Weatherford Intl Inc Common 94707410 12554 254400 SH DEFINED 1 0 254400 0 Websense Inc Common 94768410 372 31300 SH SOLE 31300 0 0 Websense Inc Common 94768410 1 100 SH DEFINED 1 0 100 0 WebMD Corporation Common 94769M10 19518 3498500 SH SOLE 3498500 0 0 WebMD Corporation Common 94769M10 37386 6720400 SH SOLE 0 0 6720400 WebMD Corporation Common 94769M10 99 17900 SH DEFINED 1 0 17900 0 WebMD Corporation Common 94769M10 464 84100 SH DEFINED 2 0 84100 0 Wellman Inc Common 94970210 10567 547500 SH SOLE 547500 0 0 Wellman Inc Common 94970210 22705 1179400 SH SOLE 0 0 1179400 Wellman Inc Common 94970210 8376 435100 SH DEFINED 1 0 435100 0 Wellman Inc Common 94970210 963 50000 SH DEFINED 1 0 50000 0 Wellman Inc Common 94970210 3369 175000 SH DEFINED 2 0 0 175000 WellPoint Hlth Ntwrk Common 94973H10 9440 99050 SH SOLE 99050 0 0 WellPoint Hlth Ntwrk Common 94973H10 29365 308100 SH SOLE 0 0 308100 WellPoint Hlth Ntwrk Common 94973H10 21932 230100 SH DEFINED 1 0 230100 0 Wells Fargo Company Common 94974610 13675 276400 SH SOLE 276400 0 0 Wells Fargo Company Common 94974610 3428 69300 SH SOLE 0 0 69300 Wells Fargo Company Common 94974610 20658 417600 SH DEFINED 1 0 417600 0 Wellsford Real Pptys Common 95024020 783 47900 SH SOLE 47900 0 0 Wellsford Real Pptys Common 95024020 311 19000 SH SOLE 0 0 19000 Wellsford Real Pptys Common 95024020 1830 111950 SH DEFINED 1 0 111950 0 Wellsford Real Pptys Common 95024020 1295 79200 SH DEFINED 2 0 0 79200 Werner Enterprises Common 95075510 54844 3201850 SH SOLE 3201850 0 0 Werner Enterprises Common 95075510 3324 194100 SH SOLE 0 0 194100 Werner Enterprises Common 95075510 12373 722500 SH DEFINED 1 0 722500 0 West Coast Bcp OR Common 95214510 2868 286800 SH SOLE 286800 0 0 West Coast Bcp OR Common 95214510 480 48000 SH SOLE 0 0 48000 West Coast Bcp OR Common 95214510 2079 207900 SH DEFINED 1 0 207900 0 West Essex Bancorp Common 95269810 89 7000 SH SOLE 7000 0 0 West Marine Inc Common 95423510 1903 440000 SH SOLE 440000 0 0 West Marine Inc Common 95423510 539 125000 SH SOLE 0 0 125000 West Marine Inc Common 95423510 1639 380000 SH DEFINED 1 0 380000 0 West Marine Inc Common 95423510 647 150000 SH DEFINED 1 0 150000 0 West Marine Inc Common 95423510 2588 600000 SH DEFINED 2 0 0 600000 Westamerica Bancorp Common 95709010 5408 143213 SH SOLE 143213 0 0 Westamerica Bancorp Common 95709010 776 20600 SH SOLE 0 0 20600 Westamerica Bancorp Common 95709010 831 22000 SH DEFINED 1 0 22000 0 Westcoast Hosp Corp Common 95750P10 3177 615000 SH SOLE 615000 0 0 Westcoast Hosp Corp Common 95750P10 464 90000 SH SOLE 0 0 90000 Westcoast Hosp Corp Common 95750P10 2575 500000 SH DEFINED 2 0 0 500000 Westcoast Energy Inc Common 95751D10 198 8390 SH SOLE 8390 0 0 Westcoast Energy Inc Common 95751D10 2312 100000 SH SOLE 0 0 100000 Westell Tech Inc A Common 95754110 5595 1657600 SH SOLE 0 0 1657600 Westell Tech Inc A Common 95754110 650 192400 SH DEFINED 1 0 192400 0 Western Digital Corp Common 95810210 16078 3377500 SH SOLE 3377500 0 0 Western Digital Corp Common 95810210 9793 2057300 SH SOLE 0 0 2057300 Western Digital Corp Common 95810210 1501 315300 SH DEFINED 1 0 315300 0 Western Gas Resource Common 95825910 12330 382300 SH SOLE 382300 0 0 Western Gas Resource Common 95825910 4631 143600 SH DEFINED 1 0 143600 0 Western Wireless A Common 95988E20 39272 966700 SH SOLE 966700 0 0 Western Wireless A Common 95988E20 715 17600 SH DEFINED 1 0 17600 0 Westpac Banking ADR Common 96121430 26281 848333 SH SOLE 848333 0 0 Westpac Banking ADR Common 96121430 6379 205900 SH SOLE 0 0 205900 Westpac Banking ADR Common 96121430 2398 77390 SH DEFINED 1 0 77390 0 Westpac Banking ADR Common 96121430 5992 193400 SH DEFINED 1 0 0 193400 Westport Resources Common 96141510 2360 112400 SH SOLE 112400 0 0 Westport Resources Common 96141510 3205 152600 SH DEFINED 2 0 0 152600 Westvaco Corp Common 96154810 20636 851700 SH SOLE 0 0 851700 Westwood One Inc Common 96181510 1229 53400 SH SOLE 53400 0 0 Weyerhaeuser Co Common 96216610 219310 4317700 SH SOLE 4317700 0 0 Weyerhaeuser Co Common 96216610 198766 3913500 SH SOLE 0 0 3913500 Weyerhaeuser Co Common 96216610 10305 202900 SH DEFINED 1 0 202900 0 Weyerhaeuser Co Common 96216610 7034 138500 SH DEFINED 1 0 138500 0 Weyerhaeuser Co Common 96216610 3464 68200 SH DEFINED 1 0 0 68200 Weyerhaeuser Co Common 96216610 2545 50100 SH DEFINED 2 0 0 50100 Weyerhaeuser Co Common 96216610 239 4700 SH DEFINED 3 0 0 4700 Whirlpool Corp Common 96332010 103464 2069700 SH SOLE 0 0 2069700 Whole Foods Market Common 96683710 57894 1373608 SH SOLE 1373608 0 0 Whole Foods Market Common 96683710 6666 158200 SH SOLE 0 0 158200 Whole Foods Market Common 96683710 9398 223100 SH DEFINED 1 0 223100 0 Wickes Inc Common 96744610 287 70000 SH SOLE 70000 0 0 Wickes Inc Common 96744610 602 150000 SH SOLE 0 0 150000 Wickes Inc Common 96744610 1306 325000 SH DEFINED 1 0 325000 0 Wickes Inc Common 96744610 562 140000 SH DEFINED 1 0 140000 0 Wild Oats Markets Common 96808B10 5449 602250 SH SOLE 602250 0 0 Wild Oats Markets Common 96808B10 12256 1356950 SH SOLE 0 0 1356950 Wild Oats Markets Common 96808B10 8334 922750 SH DEFINED 1 0 922750 0 Willbros Group inc Common 96919910 2122 185300 SH SOLE 185300 0 0 Willbros Group inc Common 96919910 25 2200 SH DEFINED 1 0 2200 0 Williams Cos Inc Common 96945710 297 6800 SH SOLE 6800 0 0 Williams Cos Inc Common 96945710 8570 200000 SH SOLE 0 0 200000 Williams Cos Inc Common 96945710 3008 70200 SH DEFINED 1 0 70200 0 Clayton Williams Common 96949010 1424 77000 SH SOLE 77000 0 0 Williams-Sonoma Inc Common 96990410 1628 62000 SH SOLE 62000 0 0 Wilmington Tr Corp Common 97180710 3942 66688 SH SOLE 66688 0 0 Wilmington Tr Corp Common 97180710 307 5200 SH SOLE 0 0 5200 Wilmington Tr Corp Common 97180710 272 4600 SH DEFINED 1 0 4600 0 Wilshire State Bank Common 97200A10 463 32900 SH SOLE 32900 0 0 Wilsons Leather Common 97246310 5397 282550 SH SOLE 282550 0 0 Wilsons Leather Common 97246310 1654 86800 SH SOLE 0 0 86800 Wilsons Leather Common 97246310 2615 137200 SH DEFINED 1 0 137200 0 Wilsons Leather Common 97246310 883 46300 SH DEFINED 1 0 46300 0 Wilsons Leather Common 97246310 3668 192400 SH DEFINED 2 0 0 192400 Winnebago Inds Common 97463710 4873 274600 SH SOLE 274600 0 0 Winnebago Inds Common 97463710 1770 100000 SH SOLE 0 0 100000 Winnebago Inds Common 97463710 1671 94400 SH DEFINED 1 0 94400 0 Winnebago Inds Common 97463710 1062 60000 SH DEFINED 1 0 60000 0 Winnebago Inds Common 97463710 3717 210000 SH DEFINED 2 0 0 210000 Wisconsin Energy Common 97665710 6330 293300 SH SOLE 293300 0 0 Wisconsin Energy Common 97665710 1443 66900 SH DEFINED 1 0 66900 0 Wisconsin Energy Common 97665710 3069 142200 SH DEFINED 1 0 142200 0 Woodward Governor Co Common 98074510 2130 41300 SH SOLE 41300 0 0 Woodward Governor Co Common 98074510 1403 27300 SH SOLE 0 0 27300 Woodward Governor Co Common 98074510 1897 36900 SH DEFINED 1 0 36900 0 World Wrestlng Fed A Common 98156Q10 749 56100 SH SOLE 56100 0 0 Worldcom Inc Common 98157D10 856720 45804193 SH SOLE 45804193 0 0 Worldcom Inc Common 98157D10 840104 44945626 SH SOLE 0 0 44945626 Worldcom Inc Common 98157D10 64105 3430344 SH DEFINED 1 0 3430344 0 Worldcom Inc Common 98157D10 7816 416600 SH DEFINED 1 0 416600 0 Worldcom Inc Common 98157D10 7416 396851 SH DEFINED 1 0 0 396851 Worldcom Inc Common 98157D10 2933 157959 SH DEFINED 2 0 157959 0 Worldcom Inc Common 98157D10 21210 1134972 SH DEFINED 2 0 0 1134972 Worldcom Inc Common 98157D10 344 18200 SH DEFINED 3 0 18200 0 Worldcom Inc Common 98157D10 963 51000 SH DEFINED 3 0 51000 0 Worldcom Inc Common 98157D10 1018 54500 SH DEFINED 3 0 0 54500 Woronoco Bancorp Inc Common 98163010 1189 76700 SH SOLE 76700 0 0 Woronoco Bancorp Inc Common 98163010 3191 205400 SH SOLE 0 0 205400 XCare.net Common 98388Y10 2525 378400 SH SOLE 378400 0 0 XCare.net Common 98388Y10 1258 189100 SH SOLE 0 0 189100 XCare.net Common 98388Y10 1502 225700 SH DEFINED 1 0 225700 0 XCare.net Common 98388Y10 2952 443500 SH DEFINED 2 0 0 443500 Xilinx Inc Common 98391910 3618 103000 SH DEFINED 1 0 103000 0 Xerox Corp Common 98412110 18 2950 SH SOLE 0 0 2950 Yardville Natl Bcp Common 98502110 1368 97600 SH SOLE 97600 0 0 Yardville Natl Bcp Common 98502110 911 65400 SH SOLE 0 0 65400 Yardville Natl Bcp Common 98502110 2055 147500 SH DEFINED 1 0 147500 0 Yonkers Finl Corp Common 98607310 252 14500 SH SOLE 14500 0 0 Zale Corp Common 98885810 226 7800 SH SOLE 7800 0 0 Zale Corp Common 98885810 1253 43200 SH DEFINED 1 0 43200 0 Zebra Technologies Common 98920710 1266 33200 SH SOLE 33200 0 0 Zebra Technologies Common 98920710 2028 53200 SH DEFINED 1 0 53200 0 Zomax Inc Common 98992910 2255 440000 SH DEFINED 1 0 440000 0 Zomax Inc Common 98992910 2306 450000 SH DEFINED 2 0 0 450000 Ace Ltd Common G0070K10 364099 9875472 SH SOLE 9875472 0 0 Ace Ltd Common G0070K10 139600 3793230 SH SOLE 0 0 3793230 Ace Ltd Common G0070K10 24910 677620 SH DEFINED 1 0 677620 0 Ace Ltd Common G0070K10 3422 93100 SH DEFINED 1 0 93100 0 Ace Ltd Common G0070K10 17236 469190 SH DEFINED 2 0 0 469190 Ace Ltd Common G0070K10 1196 32200 SH DEFINED 3 0 32200 0 Ace Ltd Common G0070K10 1233 33540 SH DEFINED 3 0 0 33540 Annuity and Life Re Common G0391010 28889 969900 SH SOLE 969900 0 0 Annuity and Life Re Common G0391010 14747 495100 SH SOLE 0 0 495100 Annuity and Life Re Common G0391010 1897 63750 SH DEFINED 1 0 63750 0 APW Ltd Common G0439710 121 14000 SH SOLE 14000 0 0 APW Ltd Common G0439710 654 76200 SH DEFINED 1 0 76200 0 Credicorp Ltd Common G2519Y10 1722 212600 SH DEFINED 1 0 212600 0 Everest RE Group Ltd Common G3223R10 10031 150800 SH DEFINED 1 0 150800 0 FLAG Telecom Hldgs Common G3529L10 22 4050 SH SOLE 4050 0 0 Global Crossing Ltd Common G3921A10 31038 2279310 SH SOLE 2279310 0 0 Global Crossing Ltd Common G3921A10 9969 736520 SH SOLE 0 0 736520 Global Crossing Ltd Common G3921A10 12354 915827 SH DEFINED 1 0 915827 0 Global Crossing Ltd Common G3921A10 6176 457824 SH DEFINED 2 0 0 457824 Global Crossing Ltd Common G3921A10 480 35200 SH DEFINED 3 0 35200 0 Global Crossing Ltd Common G3921A10 508 37649 SH DEFINED 3 0 0 37649 IPC Holdings Ltd Common G4933P10 804 35900 SH SOLE 35900 0 0 IPC Holdings Ltd Common G4933P10 45178 2019000 SH SOLE 0 0 2019000 Loral Space&Communct Common G5646210 4336 1979700 SH SOLE 1979700 0 0 Loral Space&Communct Common G5646210 298 136200 SH DEFINED 1 0 136200 0 Loral Space&Communct Cv Pfd G5646214 124 8800 PRN SOLE 8800 0 0 Loral Space&Communct Cv Pfd G5646214 475 32500 PRN SOLE 0 0 32500 OpenTV Corp Common G6754310 159 16500 SH SOLE 16500 0 0 OpenTV Corp Common G6754310 206 20800 SH SOLE 0 0 20800 PartnerRe Holdings Common G6852T10 94731 1922700 SH SOLE 0 0 1922700 PartnerRe Holdings Common G6852T10 30 600 SH DEFINED 2 0 0 600 Peak Intl Ltd Common G6958610 6335 1078200 SH SOLE 1078200 0 0 Santa Fe Intl Corp Common G7805C10 21398 657200 SH SOLE 657200 0 0 Santa Fe Intl Corp Common G7805C10 2572 79100 SH SOLE 0 0 79100 Santa Fe Intl Corp Common G7805C10 4352 133900 SH DEFINED 1 0 133900 0 Santa Fe Intl Corp Common G7805C10 325 10000 SH DEFINED 2 0 0 10000 Scottish Annuity Common G7885T10 4407 306000 SH SOLE 306000 0 0 Scottish Annuity Common G7885T10 1394 97000 SH SOLE 0 0 97000 Scottish Annuity Common G7885T10 2128 148000 SH DEFINED 1 0 148000 0 Scottish Annuity Common G7885T10 978 68000 SH DEFINED 1 0 68000 0 Scottish Annuity Common G7885T10 2875 200000 SH DEFINED 2 0 0 200000 Tommy Hilfiger Corp Common G8915Z10 8356 648100 SH SOLE 648100 0 0 Tommy Hilfiger Corp Common G8915Z10 10251 797700 SH SOLE 0 0 797700 Tommy Hilfiger Corp Common G8915Z10 7786 606000 SH DEFINED 1 0 606000 0 Transocean Sedco Frx Common G9007810 336841 7764436 SH SOLE 7764436 0 0 Transocean Sedco Frx Common G9007810 48903 1126805 SH SOLE 0 0 1126805 Transocean Sedco Frx Common G9007810 34068 785909 SH DEFINED 1 0 785909 0 Transocean Sedco Frx Common G9007810 787 18000 SH DEFINED 1 0 18000 0 Transocean Sedco Frx Common G9007810 968 22500 SH DEFINED 2 0 22500 0 Transocean Sedco Frx Common G9007810 973 22500 SH DEFINED 2 0 0 22500 Transocean Sedco Frx Common G9007810 469 10700 SH DEFINED 3 0 10700 0 Triton Energy Ltd A Common G9075110 6368 338300 SH SOLE 338300 0 0 Triton Energy Ltd A Common G9075110 1734 92400 SH SOLE 0 0 92400 Triton Energy Ltd A Common G9075110 4627 246500 SH DEFINED 1 0 246500 0 White Mountain Ins Common G9618E10 3252 9900 SH SOLE 9900 0 0 White Mountain Ins Common G9618E10 263 800 SH DEFINED 1 0 800 0 XL Capital Ltd A Common G9825510 72673 955337 SH SOLE 955337 0 0 XL Capital Ltd A Common G9825510 8992 118200 SH SOLE 0 0 118200 XL Capital Ltd A Common G9825510 3492 45900 SH DEFINED 1 0 45900 0 XL Capital Ltd A Common G9825510 8687 114200 SH DEFINED 1 0 0 114200 Floware Wireless LTD Common M4591910 611 122300 SH SOLE 122300 0 0 Floware Wireless LTD Common M4591910 204 41500 SH SOLE 0 0 41500 Floware Wireless LTD Common M4591910 1705 345400 SH DEFINED 1 0 345400 0 Optibase Ltd Common M7524R10 1234 221000 SH SOLE 221000 0 0 Optibase Ltd Common M7524R10 980 174000 SH SOLE 0 0 174000 Optibase Ltd Common M7524R10 1362 245000 SH DEFINED 1 0 245000 0 Optibase Ltd Common M7524R10 384 69000 SH DEFINED 1 0 69000 0 Optibase Ltd Common M7524R10 1508 271100 SH DEFINED 2 0 0 271100 Orbotech Ltd Common M7525310 1112 35800 SH DEFINED 1 0 35800 0 ASM Lithography USD Common N0705911 89 4100 SH SOLE 4100 0 0 ASM Lithography USD Common N0705911 1 40 SH DEFINED 1 0 40 0 CNH Global NV Common N2093510 104 15900 SH SOLE 15900 0 0 CNH Global NV Common N2093510 8517 1296400 SH SOLE 0 0 1296400 CNH Global NV Common N2093510 41 6200 SH DEFINED 1 0 6200 0 Core Labs N.V. Common N2271710 15505 826000 SH SOLE 826000 0 0 Core Labs N.V. Common N2271710 1887 100600 SH SOLE 0 0 100600 Core Labs N.V. Common N2271710 1620 86300 SH DEFINED 1 0 86300 0 Orthofix Intl NV Common N6748L10 2304 102100 SH DEFINED 1 0 102100 0 Orthofix Intl NV Common N6748L10 226 10000 SH DEFINED 1 0 10000 0 Orthofix Intl NV Common N6748L10 3159 140000 SH DEFINED 2 0 0 140000 Banco Latinoamern E Common P1699413 4919 159000 SH SOLE 159000 0 0 Banco Latinoamern E Common P1699413 12242 397200 SH SOLE 0 0 397200 Banco Latinoamern E Common P1699413 1500 48700 SH DEFINED 1 0 48700 0 Royal Caribbean Common V7780T10 49549 2149600 SH SOLE 2149600 0 0 Royal Caribbean Common V7780T10 12 500 SH DEFINED 1 0 500 0 ASE Test Ltd Common Y0251610 2315 189900 SH DEFINED 1 0 189900 0 Flextronics Intl Ltd Common Y2573F10 87028 5798440 SH SOLE 5798440 0 0 Flextronics Intl Ltd Common Y2573F10 13378 891700 SH SOLE 0 0 891700 Flextronics Intl Ltd Common Y2573F10 9246 616310 SH DEFINED 1 0 616310 0
/TEXT /DOCUMENT /SUBMISSION
-----END PRIVACY-ENHANCED MESSAGE-----