UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549
Form 13F Cover Page
Report for the Calendar Year or Quarter Ended: December 31, 2002
Check here if Amendment [ ]; Amendment Number: _______
This Amendment:
[ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Federated Investors, Inc.
Address: Federated Investors Tower
1001 Liberty Avenue
Pittsburgh, PA 15222-3779
Form 13F File Number: 28-5680
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: Lisa J. Ling
Title: Assistant Vice President and Compliance Officer
Phone: (412) 288-6399
Signature, Place, and Date of Signing:
/s/Lisa J. Ling Pittsburgh, PA February 10, 2003
COVER PAGE ADDENDUM FOR FORM 13F
Federated Investors, Inc. ("Investors") is affiliated with the
institutional investment managers listed on the summary page of
this Form 13F in the manner described below. By virtue of Rule
13F-1(b) under the Securities Exchange Act of 1934, Investors is
deemed to share investment discretion over all investments
reported herein. This filing does not constitute an admission
that such investment discretion does in fact exist, but is made
solely to comply with applicable law.
The information set forth below is numbered to correspond with
the names of the other parties with respect to which this
schedule is filed as listed at the bottom of the cover page
hereof:
1. Federated Investment Counseling ("FIC") is an Investment
Adviser to Federated International Funds, PLC. and certain
private investment accounts, consisting primarily of pension and
retirement plans. FIC is a wholly-owned subsidiary of
Investors. Investors exercises investment discretion over
certain investments as reported by FIC. FIC exercises investment
discretion over the investments identified with the number "1"
under Item 7 in the attached tables. This filing is made on
behalf of FIC with respect to all investments over which it
exercises investment discretion.
2. Federated Investment Management Company ("FIM") is the
Investment Adviser to certain Federated Funds. FIM is a
wholly-owned subsidiary of Investors. Subject to guidelines
established by the Boards of Trustees or Directors of the
aforementioned Funds, FIM exercises investment discretion over
the investments identified with the number "2" under Item 7 in
the attached tables. This filing is made on behalf of FIM with
respect to all investments over which it exercises investment
discretion.
4. Passport Research Ltd. ("PR") is the Investment Adviser to
Federated Utility Fund, Inc. PR is 50.5% owned subsidiary of
Daily Cash Research Corp. Daily Cash Research Corp. is a
wholly-owned subsidiary of Federated Investors. Subject to
guidelines established by the Boards of Trustees of the
aforementioned investment company, PR exercises investment
discretion over the investments identified with the number "4"
under Item 7 in the attached tables. This filing is made on
behalf of PR with respect to all investments over which it
exercises investment discretion.
21. Federated Global Investment Management Corp. ("Global") is
the Investment Adviser to certain international Federated Funds.
Global is a wholly-owned subsidiary of Investors. Subject to
guidelines established by the Board of Trustees or Directors of
the aforementioned Funds, Global exercises investment discretion
over the investments identified with the number "21" under Item 7
in the attached tables. This filing is made on behalf of Global
with respect to all investments over which it exercises
investment discretion.
Report Type
[ X] 13F HOLDING REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
Form 13 F Summary Page
Number of Other Included Managers: 4
Form 13F Information Table Entry Total: 1240
Form 13F Information Table Value Total: $12,728,996
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
No. 13F File Number Name
01 28-1454 Federated Investment Counseling
02 28-2576 Federated Investment Management Company
04 28-2491 Passport Research, Ltd.
21 28-6486 Federated Global Investment Management Corp.
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column Column 8
7
Title of Value Shrs or SH/ Put/ Investment Other Voting
authority
Name of issuer Class CUSIP (x$1000) Prn amt PRN Call Discretion Managers Sole Shared None
1 800 FLOWERS COM CL 68243Q106 1251 200200 SH DEFINED 02 200200 0 0
A
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3M CO COM 88579Y101 185 1500 SH DEFINED 01 1500 0 0
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3M CO COM 88579Y101 13427 108900 SH DEFINED 02 108900 0 0
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ABBOTT LABS COMMON 002824100 185 4,613 SH DEFINED 01 4,613 0 0
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ABBOTT LABS COM 002824100 1496 37400 SH DEFINED 01 37400 0 0
-------------------------------------------------------------------------------------------------------------------------------
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ABBOTT LABS COM 002824100 95221 2380515 SH DEFINED 02 2380515 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ABBOTT LABS COM 002824100 614 15900 SH DEFINED 21 15900 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ACCENTURE LTD BERMUDA CL G1150G111 1241 69000 SH DEFINED 02 69000 0 0
A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ACE LTD ORD G0070K103 123 4200 SH DEFINED 01 4200 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ACE LTD ORD G0070K103 43260 1474450 SH DEFINED 02 1474450 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ACTIVISION INC NEW COM 004930202 500 34300 SH DEFINED 02 34300 0 0
NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ADOBE SYS INC COM 00724F101 114 4600 SH DEFINED 01 4600 0 0
-------------------------------------------------------------------------------------------------------------------------------
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ADOBE SYS INC COM 00724F101 5464 220300 SH DEFINED 02 220300 0 0
-------------------------------------------------------------------------------------------------------------------------------
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ADVANCED AUTO PARTS INC COM 00751Y106 132 2700 SH DEFINED 01 2700 0 0
-------------------------------------------------------------------------------------------------------------------------------
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ADVANCED AUTO PARTS INC COM 00751Y106 91404 1869200 SH DEFINED 02 1869200 0 0
-------------------------------------------------------------------------------------------------------------------------------
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ADVANCED MICRO DEVICES INC COM 007903107 9399 1454900 SH DEFINED 02 1454900 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AEGON N V ORD AMER 007924103 141 11000 SH DEFINED 21 11000 0 0
REG
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AFFILIATED COMPUTER SERVICES CL 008190100 147 2800 SH DEFINED 01 2800 0 0
A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AFFILIATED COMPUTER SERVICES CL 008190100 138609 2632650 SH DEFINED 02 2632650 0 0
A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AFFILIATED MANAGERS GROUP COM 008252108 35 700 SH DEFINED 01 700 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AFFILIATED MANAGERS GROUP COM 008252108 22763 452550 SH DEFINED 02 452550 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AFFILIATED MANAGERS GROUP COM 008252108 1156 22985 SH DEFINED 21 22985 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AFTERMARKET TECHNOLOGY CORP COM 008318107 55 3800 SH DEFINED 01 3800 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AFTERMARKET TECHNOLOGY CORP COM 008318107 173 11950 SH DEFINED 02 11950 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AGERE SYS INC CL 00845V209 48 34218 SH DEFINED 02 34218 0 0
B
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AIR PRODS & CHEMS INC COM 009158106 4502 105300 SH DEFINED 01 105300 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AIR PRODS & CHEMS INC COM 009158106 36402 851500 SH DEFINED 02 851500 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ALBERTSONS INC COM 013104104 3237 145400 SH DEFINED 02 145400 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ALCOA INC COM 013817101 59238 2600442 SH DEFINED 02 2600442 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ALCOA INC COM COMMON 013817101 124 5,453 SH DEFINED 01 5,453 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ALCON INC COM H01301102 15190 385050 SH DEFINED 02 385050 0 0
SHS
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ALLEGHANY CORP DEL COM 017175100 73 410 SH DEFINED 01 410 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ALLEGHANY CORP DEL COM 017175100 199 1122 SH DEFINED 02 1122 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ALLERGAN INC COM 018490102 86450 1500350 SH DEFINED 02 1500350 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ALLERGAN INC COM COMMON 018490102 139 2,408 SH DEFINED 01 2,408 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ALLIANCE IMAGING INC COM 018606202 2255 425500 SH DEFINED 02 425500 0 0
NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ALLIANT TECHSYSTEMS INC COM 018804104 37 600 SH DEFINED 01 600 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ALLIANT TECHSYSTEMS INC COM 018804104 5649 90600 SH DEFINED 02 90600 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ALLIANT TECHSYSTEMS INC COM 018804104 707 11750 SH DEFINED 21 11750 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ALLMERICA FINL CORP COM 019754100 142 14100 SH DEFINED 01 14100 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ALLMERICA FINL CORP COM 019754100 1652 163600 SH DEFINED 02 163600 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ALLOS THERAPEUTICS INC COM 019777101 752 100000 SH DEFINED 02 100000 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ALLSTATE CORP COM 020002101 7105 192078 SH DEFINED 01 192078 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ALLSTATE CORP COM 020002101 78267 2115900 SH DEFINED 02 2115900 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ALLSTATE CORP COM COMMON 020002101 66 1,789 SH DEFINED 01 1,789 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ALLTEL CORP COM 020039103 4962 97300 SH DEFINED 02 97300 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ALLTEL CORP CORP UNT 020039822 27390 533600 SH DEFINED 02 533600 0 0
7.75%
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ALLTEL CORP COM COMMON 020039103 215 4,215 SH DEFINED 01 4,215 0 0
-------------------------------------------------------------------------------------------------------------------------------
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ALTERA CORP COM 021441100 5121 415300 SH DEFINED 02 415300 0 0
-------------------------------------------------------------------------------------------------------------------------------
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ALTIRIS INC COM 02148M100 43 2700 SH DEFINED 01 2700 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ALTIRIS INC COM 02148M100 11120 698500 SH DEFINED 02 698500 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ALUMINA LTD ADR SPONSORED COMMON 022205108 101 9,255 SH DEFINED 01 9,255 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AMAZON COM INC COM 023135106 7358 389500 SH DEFINED 02 389500 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AMB PROPERTY CORP COM 00163T109 2057 75200 SH DEFINED 02 75200 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AMCOR LTD ADR NEW COMMON 02341R302 353 18,324 SH DEFINED 01 18,324 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AMERADA HESS CORP COM 023551104 6111 111000 SH DEFINED 02 111000 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AMEREN CORP COM COMMON 023608102 428 10,300 SH DEFINED 01 10,300 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AMERICA MOVIL S A DE C V SPON ADR L 02364W105 661 46027 SH DEFINED 21 46027 0 0
SHS
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AMERICAN ELEC PWR INC COM 025537101 5821 213000 SH DEFINED 02 213000 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AMERICAN ELECTRIC POWER COMMON 025537101 279 10,194 SH DEFINED 01 10,194 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AMERICAN EXPRESS CO COM 025816109 339 9600 SH DEFINED 01 9600 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AMERICAN EXPRESS CO COM 025816109 4415 124900 SH DEFINED 02 124900 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AMERICAN EXPRESS CO COM 025816109 2896 82820 SH DEFINED 21 82820 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AMERICAN INTL GROUP INC COM 026874107 156 2700 SH DEFINED 01 2700 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AMERICAN INTL GROUP INC COM 026874107 40990 708553 SH DEFINED 02 708553 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AMERICAN INTL GROUP INC COM 026874107 1040 18542 SH DEFINED 21 18542 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AMERICAN INTL GROUP INC CO COMMON 026874107 169 2,928 SH DEFINED 01 2,928 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AMERICAN NATL INS CO COM COMMON 028591105 252 3,072 SH DEFINED 01 3,072 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AMERICAN STD COS INC DEL COM 029712106 8693 122200 SH DEFINED 02 122200 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AMERISOURCE HEALTH CORP NOTE 03071PAD4 643 500000 PRN DEFINED 02 500000 0 0
5.000%12/0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AMERISOURCEBERGEN CORP COM 03073E105 16689 307300 SH DEFINED 02 307300 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AMERISOURCEBERGEN CORP COM 03073E105 790 15100 SH DEFINED 21 15100 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AMERISOURCEBERGEN CORP COM COMMON 03073E105 191 3,515 SH DEFINED 01 3,515 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AMGEN INC COM 031162100 503 10400 SH DEFINED 01 10400 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AMGEN INC COM 031162100 17576 363600 SH DEFINED 02 363600 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AMLI RESIDENTIAL PPTYS TR COMMON 001735109 155 7,268 SH DEFINED 01 7,268 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AMSOUTH BANCORPORATION COM 032165102 167 8700 SH DEFINED 01 8700 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AMSOUTH BANCORPORATION COM 032165102 4545 236700 SH DEFINED 02 236700 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AMVESCAP PLC SPONSORED 03235E100 784 62200 SH DEFINED 21 62200 0 0
ADR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ANADARKO PETE CORP COM 032511107 1198 25000 SH DEFINED 02 25000 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ANALOG DEVICES INC COM 032654105 3459 144900 SH DEFINED 02 144900 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ANALOGIC CORP COM PAR 032657207 80 1600 SH DEFINED 01 1600 0 0
$0.05
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ANALOGIC CORP COM PAR 032657207 181 3600 SH DEFINED 02 3600 0 0
$0.05
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ANGLO AMERN PLC ADR 03485P102 7704 527700 SH DEFINED 02 527700 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ANGLOGOLD LTD ADR SPONSORE COMMON 035128206 699 20,400 SH DEFINED 01 20,400 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ANHEUSER BUSCH COS INC COMMON 035229103 270 5,578 SH DEFINED 01 5,578 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ANHEUSER BUSCH COS INC COM 035229103 315 6500 SH DEFINED 01 6500 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ANHEUSER BUSCH COS INC COM 035229103 15755 325526 SH DEFINED 02 325526 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ANIKA THERAPEUTICS INC COM 035255108 743 751000 SH DEFINED 02 751000 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ANTHEM INC COM 03674B104 101 1600 SH DEFINED 01 1600 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ANTHEM INC COM 03674B104 18197 289300 SH DEFINED 02 289300 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ANTHEM INC COM COMMON 03674B104 276 4,384 SH DEFINED 01 4,384 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AOL TIME WARNER INC COM 00184A105 20697 1579943 SH DEFINED 02 1579943 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AOL TIME WARNER INC COM 00184A105 1797 141000 SH DEFINED 21 141000 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
APACHE CORP COM 037411105 5790 101600 SH DEFINED 02 101600 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
APARTMENT INVT & MGMT CO CL 03748R101 1072 28600 SH DEFINED 02 28600 0 0
A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
APOLLO GROUP INC CL 037604105 4563 103700 SH DEFINED 02 103700 0 0
A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
APPLE COMPUTER INC COM 037833100 5219 364200 SH DEFINED 02 364200 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
APPLIED MATLS INC COM 038222105 265 20300 SH DEFINED 01 20300 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
APPLIED MATLS INC COM 038222105 11201 859610 SH DEFINED 02 859610 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
APRIA HEALTHCARE GROUP INC COM 037933108 49 2200 SH DEFINED 01 2200 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
APRIA HEALTHCARE GROUP INC COM 037933108 15258 686050 SH DEFINED 02 686050 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ARAMARK CORP CL 038521100 15340 652750 SH DEFINED 02 652750 0 0
B
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ARCH CAP GROUP LTD ORD G0450A105 37 1200 SH DEFINED 01 1200 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ARCH CAP GROUP LTD ORD G0450A105 17154 550350 SH DEFINED 02 550350 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ARCHSTONE SMITH TR COM 039583109 3830 162700 SH DEFINED 02 162700 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ARCHSTONE-SMITH TRUST COM COMMON 039583109 308 13,078 SH DEFINED 01 13,078 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ARDEN RLTY INC COM 039793104 4084 184400 SH DEFINED 02 184400 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ARDEN RLTY INC COM COMMON 039793104 139 6,264 SH DEFINED 01 6,264 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ARQULE INC COM 04269E107 1815 595050 SH DEFINED 02 595050 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ARRAY BIOPHARMA INC COM 04269X105 2638 475400 SH DEFINED 02 475400 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ARROW ELECTRS INC COM 042735100 609 47600 SH DEFINED 21 47600 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ASHLAND INC COM 044204105 3529 123700 SH DEFINED 01 123700 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ASHLAND INC COM 044204105 15997 560700 SH DEFINED 02 560700 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ASHLAND INC COM COMMON 044204105 31 1,102 SH DEFINED 01 1,102 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ASPECT MED SYS INC COM 045235108 18 5400 SH DEFINED 01 5400 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ASPECT MED SYS INC COM 045235108 6500 1917550 SH DEFINED 02 1917550 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AT&T CORP COM 001957505 74 2820 SH DEFINED 01 2820 0 0
NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AT&T CORP COM 001957505 17629 675197 SH DEFINED 02 675197 0 0
NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AT&T WIRELESS SVCS INC COM 00209A106 243 43052 SH DEFINED 02 43052 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ATI TECHNOLOGIES INC COM 001941103 2459 528750 SH DEFINED 02 528750 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ATRIX LABS INC COM 04962L101 3949 257450 SH DEFINED 02 257450 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ATTUNITY LTD ORD M15332105 37 45000 SH DEFINED 02 45000 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AUTOLIV INC COM 052800109 3033 144900 SH DEFINED 02 144900 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AUTOMATIC DATA PROCESSING COM 053015103 294 7500 SH DEFINED 01 7500 0 0
IN
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AUTOMATIC DATA PROCESSING COM 053015103 3768 96000 SH DEFINED 02 96000 0 0
IN
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AUTOZONE INC COM 053332102 155 2200 SH DEFINED 01 2200 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AUTOZONE INC COM 053332102 3003 42500 SH DEFINED 02 42500 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AVALONBAY CMNTYS INC COM 053484101 3894 99500 SH DEFINED 02 99500 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AVALONBAY CMNTYS INC COM COMMON 053484101 95 2,427 SH DEFINED 01 2,427 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AVIGEN INC COM 053690103 1143 200100 SH DEFINED 02 200100 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AVON PRODS INC COM 054303102 5651 104900 SH DEFINED 02 104900 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
AXCELIS TECHNOLOGIES INC COM 054540109 83 14748 SH DEFINED 02 14748 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
BAKER HUGHES INC COM 057224107 4175 129700 SH DEFINED 02 129700 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
BALL CORP COM 058498106 46 900 SH DEFINED 01 900 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
BALL CORP COM 058498106 4904 95800 SH DEFINED 02 95800 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
BANK AMER CORP COM COMMON 060505104 508 7,299 SH DEFINED 01 7,299 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
BANK NEW YORK INC COMMON 064057102 120 5,015 SH DEFINED 01 5,015 0 0
-------------------------------------------------------------------------------------------------------------------------------
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BANK NEW YORK INC COM 064057102 137 5700 SH DEFINED 01 5700 0 0
-------------------------------------------------------------------------------------------------------------------------------
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BANK NEW YORK INC COM 064057102 39776 1660086 SH DEFINED 02 1660086 0 0
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BANK OF AMERICA CORPORATION COM 060505104 9935 142800 SH DEFINED 01 142800 0 0
-------------------------------------------------------------------------------------------------------------------------------
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BANK OF AMERICA CORPORATION COM 060505104 147694 2122954 SH DEFINED 02 2122954 0 0
-------------------------------------------------------------------------------------------------------------------------------
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BANK OF AMERICA CORPORATION COM 060505104 977 14550 SH DEFINED 21 14550 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
BANK ONE CORP COM 06423A103 15950 436400 SH DEFINED 02 436400 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
BANK ONE CORP COM 06423A103 849 23240 SH DEFINED 21 23240 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
BARRICK GOLD CORP COM 067901108 13512 876850 SH DEFINED 02 876850 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
BARRICK GOLD CORP COM 067901108 451 30700 SH DEFINED 21 30700 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
BARRICK GOLD CORP COM COMMON 067901108 296 19,187 SH DEFINED 01 19,187 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
BAUSCH & LOMB INC COM 071707103 40 1100 SH DEFINED 01 1100 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
BAUSCH & LOMB INC COM 071707103 285 7930 SH DEFINED 02 7930 0 0
-------------------------------------------------------------------------------------------------------------------------------
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BAXTER INTL INC COMMON 071813109 131 4,669 SH DEFINED 01 4,669 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
BAXTER INTL INC COM 071813109 2982 106500 SH DEFINED 01 106500 0 0
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
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BAXTER INTL INC COM 071813109 533 19750 SH DEFINED 21 19750 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
BCE INC COMMON 05534B109 362 20,098 SH DEFINED 01 20,098 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
BCE INC COM 05534B109 6622 367700 SH DEFINED 02 367700 0 0
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
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BEA SYS INC COM COMMON 073325102 122 10,656 SH DEFINED 01 10,656 0 0
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
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BEAR STEARNS COS INC COM COMMON 073902108 273 4,602 SH DEFINED 01 4,602 0 0
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
BELLSOUTH CORP COM 079860102 3064 118444 SH DEFINED 01 118444 0 0
-------------------------------------------------------------------------------------------------------------------------------
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BELLSOUTH CORP COM 079860102 85874 3319450 SH DEFINED 02 3319450 0 0
-------------------------------------------------------------------------------------------------------------------------------
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BEST BUY INC COM 086516101 63 2600 SH DEFINED 01 2600 0 0
-------------------------------------------------------------------------------------------------------------------------------
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BEST BUY INC COM 086516101 4330 179300 SH DEFINED 02 179300 0 0
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BIG 5 SPORTING GOODS CORP COM 08915P101 4359 404000 SH DEFINED 02 404000 0 0
-------------------------------------------------------------------------------------------------------------------------------
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BIOGEN INC COM 090597105 24597 614000 SH DEFINED 02 614000 0 0
-------------------------------------------------------------------------------------------------------------------------------
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BIOGEN INC COM COMMON 090597105 119 2,975 SH DEFINED 01 2,975 0 0
-------------------------------------------------------------------------------------------------------------------------------
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BIONX IMPLANTS COM 09064Q106 2976 850300 SH DEFINED 02 850300 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
BJ SVCS COM 055482103 3554 110000 SH DEFINED 02 110000 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
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BJS WHOLESALE CLUB INC COM 05548J106 8756 478457 SH DEFINED 02 478457 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
BJS WHSL CLUB INC COM COMMON 05548J106 101 5,539 SH DEFINED 01 5,539 0 0
-------------------------------------------------------------------------------------------------------------------------------
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BLACK & DECKER CORP COM 091797100 3706 86400 SH DEFINED 02 86400 0 0
-------------------------------------------------------------------------------------------------------------------------------
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BMC SOFTWARE INC COM 055921100 1448 84600 SH DEFINED 02 84600 0 0
-------------------------------------------------------------------------------------------------------------------------------
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BOB EVANS FARMS INC COM 096761101 23 1000 SH DEFINED 01 1000 0 0
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BOEING CO COM 097023105 9725 294800 SH DEFINED 02 294800 0 0
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BOOTS PLC ADR COMMON 099491201 272 14,418 SH DEFINED 01 14,418 0 0
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
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ADR
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ADR
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ADR
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ADR
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A
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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4.000%12/2
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INT
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-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
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SHS
-------------------------------------------------------------------------------------------------------------------------------
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ORD
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
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LT
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
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CORP
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CORP
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CORP
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-------------------------------------------------------------------------------------------------------------------------------
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INC A
-------------------------------------------------------------------------------------------------------------------------------
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INC A
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INC
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INC
-------------------------------------------------------------------------------------------------------------------------------
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CORP
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CORP
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CORP
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CORP
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CORP
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-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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COMMUNICATIONS
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COMMUNICATIONS
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COMMUNICATIONS
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DEL
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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DEL
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CO
-------------------------------------------------------------------------------------------------------------------------------
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NEW A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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NEW A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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NEW SPL
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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NJ
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORPORATI
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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TEL D
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC $0.10
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CALIF
-------------------------------------------------------------------------------------------------------------------------------
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CALIF
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INC
-------------------------------------------------------------------------------------------------------------------------------
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INC
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NEW
-------------------------------------------------------------------------------------------------------------------------------
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NEW
-------------------------------------------------------------------------------------------------------------------------------
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CORP
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CORP
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INC
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
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CORP
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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DEL
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
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NEW
-------------------------------------------------------------------------------------------------------------------------------
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NEW
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
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CO
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CO
-------------------------------------------------------------------------------------------------------------------------------
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CO
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NEW
-------------------------------------------------------------------------------------------------------------------------------
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C NEW
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
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NEW
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IN
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
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DEL
-------------------------------------------------------------------------------------------------------------------------------
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CO DISNEY
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INC
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-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
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INC
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-------------------------------------------------------------------------------------------------------------------------------
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INC
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CORP
-------------------------------------------------------------------------------------------------------------------------------
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CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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LTD
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CO
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
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-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
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NE
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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MASS
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AG ADR
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CO
-------------------------------------------------------------------------------------------------------------------------------
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CO
-------------------------------------------------------------------------------------------------------------------------------
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CORP NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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COM
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INTL
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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A ADR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
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A ADR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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TRU
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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LTD
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INTL A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FAIRCHILD SEMICONDUCTOR CL 303726103 874 81600 SH DEFINED 02 81600 0 0
INTL A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FAIRMONT HOTELS RESORTS COM 305204109 2095 88960 SH DEFINED 21 88960 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FAMILY DLR STORES COM 307000109 37 1200 SH DEFINED 01 1200 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FAMILY DLR STORES COM 307000109 34713 1112250 SH DEFINED 02 1112250 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FARMER BROS COM 307675108 93 300 SH DEFINED 01 300 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FARMER BROS COM 307675108 278 900 SH DEFINED 02 900 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FEDERAL AGRIC MTG CL 313148306 34 1100 SH DEFINED 01 1100 0 0
CORP C
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FEDERAL AGRIC MTG CL 313148306 30724 1002750 SH DEFINED 02 1002750 0 0
CORP C
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FEDERAL HOME LN MTG COM 313400301 2352 39830 SH DEFINED 02 39830 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FEDERAL NATL MTG COM 313586109 4542 70600 SH DEFINED 01 70600 0 0
ASSN
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FEDERAL NATL MTG COM 313586109 54204 842595 SH DEFINED 02 842595 0 0
ASSN
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FEDERAL NATL MTG COM 313586109 454 7400 SH DEFINED 21 7400 0 0
ASSN
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FEDERATED DEPT STORES INC COMMON 31410H101 44 1,517 SH DEFINED 01 1,517 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FEDERATED DEPT STORES INC COM 31410H101 4314 150000 SH DEFINED 01 150000 0 0
DE
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FEDERATED DEPT STORES INC COM 31410H101 44509 1547600 SH DEFINED 02 1547600 0 0
DE
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FEDERATED DEPT STORES INC COM 31410H101 1138 40300 SH DEFINED 21 40300 0 0
DE
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FEDEX COM 31428X106 16417 302785 SH DEFINED 02 302785 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FIDELITY NATL FINL COM 316326107 3349 102000 SH DEFINED 02 102000 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FIFTH THIRD COM 316773100 146 2500 SH DEFINED 01 2500 0 0
BANCORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FIFTH THIRD COM 316773100 34820 594700 SH DEFINED 02 594700 0 0
BANCORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FIRST CTZNS BANCSHARES INC CL 31946M103 87 900 SH DEFINED 01 900 0 0
N A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FIRST CTZNS BANCSHARES INC CL 31946M103 193 2000 SH DEFINED 02 2000 0 0
N A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FIRST DATA COM 319963104 8530 240900 SH DEFINED 01 240900 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FIRST DATA COM 319963104 90851 2565700 SH DEFINED 02 2565700 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FIRST DATA CORP COM COMMON 319963104 90 2,551 SH DEFINED 01 2,551 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FIRST HEALTH GROUP COM 320960107 39 1600 SH DEFINED 01 1600 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FIRST HEALTH GROUP COM 320960107 26790 1100200 SH DEFINED 02 1100200 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FIRST INDL RLTY TR INC COM COMMON 32054K103 347 12,375 SH DEFINED 01 12,375 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FIRSTENERGY COM 337932107 1434 43500 SH DEFINED 02 43500 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FISERV COM 337738108 25113 739694 SH DEFINED 02 739694 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FISERV INC COM COMMON 337738108 163 4,805 SH DEFINED 01 4,805 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FLEETBOSTON FINL COM 339030108 33093 1361865 SH DEFINED 02 1361865 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FLEETBOSTON FINL COM 339030108 2034 85406 SH DEFINED 21 85406 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FLORIDA EAST COAST CL 340632108 619 26700 SH DEFINED 21 26700 0 0
INDS A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FLUOR CORP COM 343412102 1935 69100 SH DEFINED 02 69100 0 0
NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FOMENTO ECONOMICO MEXICANO SPON ADR 344419106 2863 78600 SH DEFINED 02 78600 0 0
S UNITS
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FORD MTR CO CAP TR PFD TR 345395206 531 13000 SH DEFINED 02 13000 0 0
II CV6.5%
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FORD MTR CO COM PAR 345370860 2642 284108 SH DEFINED 01 284108 0 0
DEL $0.01
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FORD MTR CO COM PAR 345370860 25659 2759006 SH DEFINED 02 2759006 0 0
DEL $0.01
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FORD MTR CO COM PAR 345370860 534 57400 SH DEFINED 21 57400 0 0
DEL $0.01
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FOREST LABS COM 345838106 69 700 SH DEFINED 01 700 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FOREST LABS COM 345838106 10205 103900 SH DEFINED 02 103900 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FOREST OIL COM PAR 346091705 19 700 SH DEFINED 01 700 0 0
CORP $0.01
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FOREST OIL COM PAR 346091705 6765 244650 SH DEFINED 02 244650 0 0
CORP $0.01
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FORTUNE BRANDS COM 349631101 163 3500 SH DEFINED 01 3500 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FORTUNE BRANDS COM 349631101 898 19310 SH DEFINED 02 19310 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FOUNDRY NETWORKS COM 35063R100 3794 538900 SH DEFINED 02 538900 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FPL GROUP COM 302571104 6668 110900 SH DEFINED 01 110900 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FPL GROUP COM 302571104 69673 1158700 SH DEFINED 02 1158700 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FPL GROUP INC COM COMMON 302571104 261 4,346 SH DEFINED 01 4,346 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FRANKLIN ELEC COM 353514102 62 1300 SH DEFINED 01 1300 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FRANKLIN ELEC COM 353514102 250 5200 SH DEFINED 02 5200 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FRANKLIN RES COM 354613101 871 25550 SH DEFINED 21 25550 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FREEPORT MCMORAN COPPER&GO COMMON 35671D857 354 21,092 SH DEFINED 01 21,092 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FREEPORT-MCMORAN COPPER & CL 35671D857 3567 212600 SH DEFINED 02 212600 0 0
GO B
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
FRONTLINE ORD G3682E127 1716 193950 SH DEFINED 02 193950 0 0
LTD
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GABLES RESIDENTIAL SH BEN 362418105 3864 155000 SH DEFINED 02 155000 0 0
TR INT
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GALLAGHER ARTHUR J & COM 363576109 38 1300 SH DEFINED 01 1300 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GALLAGHER ARTHUR J & COM 363576109 32480 1105500 SH DEFINED 02 1105500 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GALLAGHER ARTHUR J & CO CO COMMON 363576109 159 5,406 SH DEFINED 01 5,406 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GANNETT COM 364730101 15301 213100 SH DEFINED 02 213100 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GENENTECH COM 368710406 23 700 SH DEFINED 01 700 0 0
INC NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GENENTECH COM 368710406 3366 101500 SH DEFINED 02 101500 0 0
INC NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GENERAL DYNAMICS COM 369550108 3143 39600 SH DEFINED 01 39600 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GENERAL DYNAMICS COM 369550108 35931 452700 SH DEFINED 02 452700 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GENERAL ELEC CO COMMON 369604103 178 7,316 SH DEFINED 01 7,316 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GENERAL ELEC COM 369604103 874 35910 SH DEFINED 01 35910 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GENERAL ELEC COM 369604103 54833 2251882 SH DEFINED 02 2251882 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GENERAL ELEC COM 369604103 1641 70000 SH DEFINED 21 70000 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GENERAL MLS COM 370334104 5920 126100 SH DEFINED 01 126100 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GENERAL MLS COM 370334104 49612 1056700 SH DEFINED 02 1056700 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GENERAL MLS INC COM COMMON 370334104 47 994 SH DEFINED 01 994 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GENERAL MTRS CORP COMMON 370442105 42 1,126 SH DEFINED 01 1,126 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GENERAL MTRS COM 370442105 3574 96959 SH DEFINED 01 96959 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GENERAL MTRS COM 370442105 35620 966346 SH DEFINED 02 966346 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GENERAL MTRS DEB SR CONV 370442733 7316 316700 SH DEFINED 02 316700 0 0
CORP B
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GENERAL MTRS CL H 370442832 216 20216 SH DEFINED 02 20216 0 0
CORP NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GENTA COM 37245M207 2281 296596 SH DEFINED 02 296596 0 0
INC NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GENZYME COM GENL 372917104 3259 110200 SH DEFINED 02 110200 0 0
CORP DIV
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GILEAD SCIENCES COM 375558103 18790 552650 SH DEFINED 02 552650 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GILLETTE COM 375766102 35439 1167300 SH DEFINED 02 1167300 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GLAXOSMITHKLINE SPONSORED 37733W105 10425 278300 SH DEFINED 02 278300 0 0
PLC ADR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GLAXOSMITHKLINE SPONSORED 37733W105 129 3600 SH DEFINED 21 3600 0 0
PLC ADR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GLOBAL SANTAFE CORPORATION COMMON G3930E101 183 7,514 SH DEFINED 01 7,514 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GLOBALSANTAFE SHS G3930E101 19300 793567 SH DEFINED 02 793567 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GLOBALSANTAFE SHS G3930E101 1240 52800 SH DEFINED 21 52800 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GLOBESPANVIRATA COM 37957V106 1667 378084 SH DEFINED 02 378084 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GOLDCORP INC COM 380956409 7634 600150 SH DEFINED 02 600150 0 0
NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GOLDMAN SACHS GROUP COM 38141G104 177 2600 SH DEFINED 01 2600 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GOLDMAN SACHS GROUP COM 38141G104 8846 129900 SH DEFINED 02 129900 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GOLDMAN SACHS GROUP COM 38141G104 2360 34650 SH DEFINED 21 34650 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GRAINGER W W COM 384802104 588 11400 SH DEFINED 02 11400 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GREAT PLAINS ENERGY COM 391164100 6388 279200 SH DEFINED 02 279200 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GREENPOINT FINL COM 395384100 621 14250 SH DEFINED 21 14250 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GREY GLOBAL GROUP COM 39787M108 61 100 SH DEFINED 01 100 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GREY GLOBAL GROUP COM 39787M108 244 400 SH DEFINED 02 400 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GRUPO AEROPORTUARIO DEL SPON ADR SER 40051E202 1100 94600 SH DEFINED 21 94600 0 0
SURE B
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GRUPO TELEVISA SA DE SP ADR REP 40049J206 897 32100 SH DEFINED 21 32100 0 0
CV ORD
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GUIDANT COM 401698105 225 7300 SH DEFINED 01 7300 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GUIDANT COM 401698105 25035 811500 SH DEFINED 02 811500 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
GUIDANT COM 401698105 1337 44950 SH DEFINED 21 44950 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HALLIBURTON COM 406216101 4777 255300 SH DEFINED 02 255300 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HANCOCK JOHN FINL SVCS COM 41014S106 963 34500 SH DEFINED 21 34500 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HARLEY DAVIDSON COM 412822108 402 8700 SH DEFINED 01 8700 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HARLEY DAVIDSON COM 412822108 2310 50000 SH DEFINED 02 50000 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HARMONY GOLD MNG SPONSORED 413216300 3162 188100 SH DEFINED 02 188100 0 0
LTD ADR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HARRAHS ENTMT COM 413619107 150 3800 SH DEFINED 01 3800 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HARRAHS ENTMT COM 413619107 5730 144700 SH DEFINED 02 144700 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HARRIS CORP COM 413875105 2925 111200 SH DEFINED 02 111200 0 0
DEL
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HARRIS CORP COM 413875105 549 21650 SH DEFINED 21 21650 0 0
DEL
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HARTFORD FINL SVCS GROUP COM 416515104 1002 22050 SH DEFINED 21 22050 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HCA COM 404119109 154 3700 SH DEFINED 01 3700 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HCA COM 404119109 14567 351000 SH DEFINED 02 351000 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HEALTH CARE PPTY INVS INC COMMON 421915109 480 12,539 SH DEFINED 01 12,539 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HEALTH CARE PPTY INVS COM 421915109 9962 260100 SH DEFINED 02 260100 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HEALTH MGMT ASSOC INC CL 421933102 2880 160900 SH DEFINED 02 160900 0 0
NEW A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HEALTHCARE RLTY COM 421946104 10299 352100 SH DEFINED 02 352100 0 0
TR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HEALTHCARE RLTY TR COM COMMON 421946104 425 14,523 SH DEFINED 01 14,523 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HEALTHSOUTH COM 421924101 64 15300 SH DEFINED 01 15300 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HEALTHSOUTH COM 421924101 11484 2734300 SH DEFINED 02 2734300 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HEINZ H J COM 423074103 665 20950 SH DEFINED 21 20950 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HERITAGE PPTY INVT TR COM 42725M107 2225 89100 SH DEFINED 02 89100 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HERSHEY FOODS CORP COMMON 427866108 183 2,719 SH DEFINED 01 2,719 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HERSHEY FOODS COM 427866108 13394 198600 SH DEFINED 02 198600 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HEWITT ASSOCS COM 42822Q100 859 27100 SH DEFINED 02 27100 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HEWLETT PACKARD COM 428236103 7498 431896 SH DEFINED 01 431896 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HEWLETT PACKARD COM 428236103 126348 7278130 SH DEFINED 02 7278130 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HEWLETT PACKARD COM 428236103 1006 60100 SH DEFINED 21 60100 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HEWLETT PACKARD CO COM COMMON 428236103 117 6,734 SH DEFINED 01 6,734 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HIGHWOODS PPTYS COM 431284108 7611 344400 SH DEFINED 02 344400 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HOLLY CORP COM PAR $0.01 COMMON 435758305 158 7,228 SH DEFINED 01 7,228 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HOLLYWOOD MEDIA COM 436233100 1414 1414148 SH DEFINED 02 1414148 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HOME DEPOT COM 437076102 304 12700 SH DEFINED 01 12700 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HOME DEPOT COM 437076102 22301 930750 SH DEFINED 02 930750 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HOME DEPOT COM 437076102 275 12050 SH DEFINED 21 12050 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HONEYWELL INTL COM 438516106 41 1700 SH DEFINED 01 1700 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HONEYWELL INTL COM 438516106 5858 244100 SH DEFINED 02 244100 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
HRPT PPTYS TR COM SH BEN I COMMON 40426W101 408 49,491 SH DEFINED 01 49,491 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
I B M COMMON 459200101 438 5,653 SH DEFINED 01 5,653 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
IDACORP COM 451107106 2409 97000 SH DEFINED 02 97000 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
IDEC PHARMACEUTICALS COM 449370105 17 500 SH DEFINED 01 500 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
IDEC PHARMACEUTICALS COM 449370105 13309 401250 SH DEFINED 02 401250 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
IMPAC MED SYS COM 45255A104 850 45900 SH DEFINED 02 45900 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
IMPERIAL OIL LTD COM NEW COMMON 453038408 376 13,105 SH DEFINED 01 13,105 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
IMS HEALTH COM 449934108 437 27300 SH DEFINED 21 27300 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INAMED COM 453235103 31 1000 SH DEFINED 01 1000 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INAMED COM 453235103 24719 802550 SH DEFINED 02 802550 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INCO PFD CV E 453258808 2428 47500 SH DEFINED 02 47500 0 0
LTD 5.5%
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INCO LTD COM COMMON 453258402 384 18,076 SH DEFINED 01 18,076 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INDEPENDENCE CMNTY BK COM 453414104 2978 117350 SH DEFINED 02 117350 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INDYMAC BANCORP COM 456607100 85 4600 SH DEFINED 01 4600 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INDYMAC BANCORP COM 456607100 32556 1760750 SH DEFINED 02 1760750 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INFORMATICA COM 45666Q102 31 5300 SH DEFINED 01 5300 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INFORMATICA COM 45666Q102 4679 812318 SH DEFINED 02 812318 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INFOSYS TECHNOLOGIES SPONSORED 456788108 577 8300 SH DEFINED 02 8300 0 0
LTD ADR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INGERSOLL-RAND CO LTD CL A COMMON G4776G101 238 5,535 SH DEFINED 01 5,535 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INGERSOLL-RAND COMPANY CL G4776G101 4870 113100 SH DEFINED 01 113100 0 0
LTD A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INGERSOLL-RAND COMPANY CL G4776G101 68717 1595848 SH DEFINED 02 1595848 0 0
LTD A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INGERSOLL-RAND COMPANY CL G4776G101 775 18000 SH DEFINED 21 18000 0 0
LTD A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INGRAM MICRO CL 457153104 709 57400 SH DEFINED 02 57400 0 0
INC A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INTEL COM 458140100 666 42800 SH DEFINED 01 42800 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INTEL COM 458140100 22510 1445735 SH DEFINED 02 1445735 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INTEL COM 458140100 590 39300 SH DEFINED 21 39300 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INTERMUNE COM 45884X103 13 500 SH DEFINED 01 500 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INTERMUNE COM 45884X103 2519 98750 SH DEFINED 02 98750 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL BUSINESS COM 459200101 6510 84000 SH DEFINED 01 84000 0 0
MACHS
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL BUSINESS COM 459200101 97835 1262391 SH DEFINED 02 1262391 0 0
MACHS
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL BUSINESS COM 459200101 569 7700 SH DEFINED 21 7700 0 0
MACHS
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL PAPER CO COMMON 460146103 42 1,215 SH DEFINED 01 1,215 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL RECTIFIER COM 460254105 900 48750 SH DEFINED 02 48750 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INTERPUBLIC GROUP COS COM 460690100 12328 875600 SH DEFINED 02 875600 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INTERPUBLIC GROUP COS COM 460690100 855 60750 SH DEFINED 21 60750 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INTERSIL CL 46069S109 22 1592 SH DEFINED 01 1592 0 0
CORP A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INTERSIL CL 46069S109 858 61532 SH DEFINED 02 61532 0 0
CORP A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INTL PAPER COM 460146103 357 10200 SH DEFINED 01 10200 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INTL PAPER COM 460146103 17810 509300 SH DEFINED 02 509300 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INTRADO COM 46117A100 27 2800 SH DEFINED 01 2800 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INTRADO COM 46117A100 10849 1106990 SH DEFINED 02 1106990 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INTUIT COM 461202103 211 4500 SH DEFINED 01 4500 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INTUIT COM 461202103 35787 762727 SH DEFINED 02 762727 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
INVERESK RESH GROUP COM 461238107 54287 2515600 SH DEFINED 02 2515600 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
IRON MTN INC COM 462846106 20 600 SH DEFINED 01 600 0 0
PA
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
IRON MTN INC COM 462846106 8304 251550 SH DEFINED 02 251550 0 0
PA
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ISHARES MSCI UTD 464286699 4350 358000 SH DEFINED 02 358000 0 0
INC KINGD
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ISHARES MSCI 464286707 2063 139400 SH DEFINED 02 139400 0 0
INC FRANCE
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ISHARES MSCI 464286749 1268 114100 SH DEFINED 02 114100 0 0
INC SWITZERLD
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ISHARES MSCI 464286806 1326 134800 SH DEFINED 02 134800 0 0
INC GERMAN
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ISHARES MSCI 464286814 1058 80100 SH DEFINED 02 80100 0 0
INC NETHERLND
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ISHARES MSCI 464286848 3819 549500 SH DEFINED 02 549500 0 0
INC JAPAN
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ISHARES MSCI 464286855 888 60800 SH DEFINED 02 60800 0 0
INC ITALY
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ISHARES GS CORP BD 464287242 19031 173500 SH DEFINED 02 173500 0 0
TR FD
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ISTAR FINL COM 45031U101 10289 366800 SH DEFINED 02 366800 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ITT INDS INC COM 450911102 188 3100 SH DEFINED 01 3100 0 0
IND
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ITT INDS INC COM 450911102 2676 44100 SH DEFINED 02 44100 0 0
IND
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
J D EDWARDS & COM 281667105 2257 200050 SH DEFINED 02 200050 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
J P MORGAN CHASE & COM 46625H100 158 6600 SH DEFINED 01 6600 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
J P MORGAN CHASE & COM 46625H100 31121 1296700 SH DEFINED 02 1296700 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
J P MORGAN CHASE & COM 46625H100 701 29212 SH DEFINED 21 29212 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
JABIL CIRCUIT COM 466313103 6075 339000 SH DEFINED 02 339000 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
JDS UNIPHASE COM 46612J101 36 14540 SH DEFINED 02 14540 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
JEFFERSON PILOT COM 475070108 8533 223900 SH DEFINED 02 223900 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
JEFFERSON PILOT COM 475070108 526 13800 SH DEFINED 21 13800 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
JETBLUE AWYS COM 477143101 20253 750125 SH DEFINED 02 750125 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
JOHNSON & COM 478160104 983 18300 SH DEFINED 01 18300 0 0
JOHNSON
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
JOHNSON & COM 478160104 11937 222250 SH DEFINED 02 222250 0 0
JOHNSON
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
JOHNSON & COM 478160104 1288 24900 SH DEFINED 21 24900 0 0
JOHNSON
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
JOHNSON CTLS COM 478366107 6237 77800 SH DEFINED 01 77800 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
JOHNSON CTLS COM 478366107 83386 1040119 SH DEFINED 02 1040119 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
JOHNSON CTLS INC COM COMMON 478366107 162 2,020 SH DEFINED 01 2,020 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
JONES LANG LASALLE COM 48020Q107 701 46050 SH DEFINED 21 46050 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
JUNIPER NETWORKS COM 48203R104 550 80900 SH DEFINED 02 80900 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KB COM 48666K109 34 800 SH DEFINED 01 800 0 0
HOME
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KB COM 48666K109 5733 133800 SH DEFINED 02 133800 0 0
HOME
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KEMET COM 488360108 341 39000 SH DEFINED 21 39000 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KERR MCGEE COM 492386107 3243 73200 SH DEFINED 01 73200 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KERR MCGEE COM 492386107 9086 205100 SH DEFINED 02 205100 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KERR MCGEE CORP COM COMMON 492386107 277 6,250 SH DEFINED 01 6,250 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KEYCORP COM 493267108 3809 151500 SH DEFINED 02 151500 0 0
NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KEYSPAN COM 49337W100 1181 33500 SH DEFINED 02 33500 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KEYSTONE PPTY TR CORP COM COMMON 493596100 504 29,689 SH DEFINED 01 29,689 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KIMBERLY CLARK COM 494368103 5008 105500 SH DEFINED 01 105500 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KIMBERLY CLARK COM 494368103 69083 1455300 SH DEFINED 02 1455300 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KIMBERLY CLARK COM 494368103 1621 35400 SH DEFINED 21 35400 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KIMBERLY CLARK CORP COM COMMON 494368103 50 1,052 SH DEFINED 01 1,052 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KIMCO REALTY COM 49446R109 2120 69200 SH DEFINED 02 69200 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KINDER MORGAN INC COM 49455P101 68 1600 SH DEFINED 01 1600 0 0
KANS
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KINDER MORGAN INC COM 49455P101 46159 1092000 SH DEFINED 02 1092000 0 0
KANS
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KING PHARMACEUTICALS COM 495582108 4906 285416 SH DEFINED 02 285416 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KLA-TENCOR COM 482480100 6157 174070 SH DEFINED 02 174070 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KNIGHT RIDDER COM 499040103 21145 334306 SH DEFINED 02 334306 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KNIGHT RIDDER INC COM COMMON 499040103 356 5,632 SH DEFINED 01 5,632 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KOHLS COM 500255104 319 5700 SH DEFINED 01 5700 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KOHLS COM 500255104 22421 400740 SH DEFINED 02 400740 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KONINKLIJKE PHILIPS ELECTR COMMON 500472303 42 2,358 SH DEFINED 01 2,358 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KONINKLIJKE PHILIPS NY REG SH 500472303 2334 132032 SH DEFINED 01 132032 0 0
ELECTRS NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KONINKLIJKE PHILIPS NY REG SH 500472303 25048 1416715 SH DEFINED 02 1416715 0 0
ELECTRS NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KOREA ELECTRIC SPONSORED 500631106 7458 877400 SH DEFINED 02 877400 0 0
PWR ADR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KRAFT FOODS CL 50075N104 284 7300 SH DEFINED 01 7300 0 0
INC A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KRAFT FOODS CL 50075N104 5158 132500 SH DEFINED 02 132500 0 0
INC A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KROGER COM 501044101 21748 1407609 SH DEFINED 02 1407609 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KROGER CO COM COMMON 501044101 116 7,537 SH DEFINED 01 7,537 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KROLL COM 501049100 17 900 SH DEFINED 01 900 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KROLL COM 501049100 6208 325350 SH DEFINED 02 325350 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KT SPONSORED 48268K101 379 17600 SH DEFINED 21 17600 0 0
CORP ADR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
KYPHON COM 501577100 7543 883200 SH DEFINED 02 883200 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
L-3 COMMUNICATIONS HLDGS COM 502424104 3445 76700 SH DEFINED 02 76700 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
L-3 COMMUNICATIONS HLDGS DEBT 4.000% 502424AD6 563 500000 PRN DEFINED 02 500000 0 0
INC 9/1
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LABORATORY CORP AMER COM 50540R409 42 1800 SH DEFINED 01 1800 0 0
HLDGS NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LABORATORY CORP AMER COM 50540R409 31473 1354250 SH DEFINED 02 1354250 0 0
HLDGS NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LABRANCHE & CO COM 505447102 19 700 SH DEFINED 01 700 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LABRANCHE & CO COM 505447102 40 1500 SH DEFINED 02 1500 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LABRANCHE & CO COM 505447102 1212 45500 SH DEFINED 21 45500 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LAM RESEARCH COM 512807108 735 68100 SH DEFINED 02 68100 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LAMAR ADVERTISING CL 512815101 37 1100 SH DEFINED 01 1100 0 0
CO A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LAMAR ADVERTISING CL 512815101 41923 1245850 SH DEFINED 02 1245850 0 0
CO A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LARGE SCALE BIOLOGY COM 517053104 240 300050 SH DEFINED 02 300050 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LEAPFROG ENTERPRISES CL 52186N106 33 1300 SH DEFINED 01 1300 0 0
INC A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LEAPFROG ENTERPRISES CL 52186N106 13275 527850 SH DEFINED 02 527850 0 0
INC A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LEGG MASON COM 524901105 4514 93000 SH DEFINED 02 93000 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LEGG MASON COM 524901105 655 13500 SH DEFINED 21 13500 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LEGGETT & PLATT COM 524660107 6211 276800 SH DEFINED 02 276800 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LEHMAN BROS HLDGS COM 524908100 29602 555486 SH DEFINED 02 555486 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LEHMAN BROS HLDGS COM 524908100 715 13420 SH DEFINED 21 13420 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LEHMAN BROTHERS HLDGS INC COMMON 524908100 181 3,398 SH DEFINED 01 3,398 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LENNAR COM 526057104 26 500 SH DEFINED 01 500 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LENNAR COM 526057104 15612 302550 SH DEFINED 02 302550 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LENNAR NOTE 526057AF1 710 1550000 PRN DEFINED 02 1550000 0 0
CORP 4/0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LEXAR MEDIA COM 52886P104 5575 889200 SH DEFINED 02 889200 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LEXMARK INTL INC CL A COMMON 529771107 417 6,900 SH DEFINED 01 6,900 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LEXMARK INTL CL 529771107 5100 84300 SH DEFINED 01 84300 0 0
NEW A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LEXMARK INTL CL 529771107 82762 1367961 SH DEFINED 02 1367961 0 0
NEW A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LIBERTY MEDIA DEB 3.250% 530715AR2 11106 11680000 PRN DEFINED 02 11680000 0 0
CORP 3/1
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LIBERTY PPTY SH BEN 531172104 3379 105800 SH DEFINED 02 105800 0 0
TR INT
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LIBERTY PPTY TR SH BEN INT COMMON 531172104 149 4,666 SH DEFINED 01 4,666 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LIFEPOINT HOSPITALS COM 53219L109 36 1200 SH DEFINED 01 1200 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LIFEPOINT HOSPITALS COM 53219L109 18098 604650 SH DEFINED 02 604650 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LIHIR GOLD SPONSORED 532349107 2758 169000 SH DEFINED 02 169000 0 0
LTD ADR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LILLY ELI & COM 532457108 781 12300 SH DEFINED 01 12300 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LILLY ELI & COM 532457108 45371 714500 SH DEFINED 02 714500 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LILLY, ELI AND COMPANY COMMON 532457108 236 3,719 SH DEFINED 01 3,719 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LIMITED BRANDS COM 532716107 170 12200 SH DEFINED 01 12200 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LIMITED BRANDS COM 532716107 19595 1406700 SH DEFINED 02 1406700 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LINCARE HLDGS COM 532791100 186598 5901250 SH DEFINED 02 5901250 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LINCOLN NATL CORP COM COMMON 534187109 40 1,266 SH DEFINED 01 1,266 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LINCOLN NATL CORP COM 534187109 4178 132300 SH DEFINED 01 132300 0 0
IND
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LINCOLN NATL CORP COM 534187109 76111 2410100 SH DEFINED 02 2410100 0 0
IND
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LINEAR TECHNOLOGY COM 535678106 2572 100000 SH DEFINED 02 100000 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LOCKHEED MARTIN COM 539830109 26750 463200 SH DEFINED 02 463200 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LOEWS CORP COMMON 540424108 55 1,237 SH DEFINED 01 1,237 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LOEWS COM 540424108 5335 120000 SH DEFINED 01 120000 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LOEWS COM 540424108 67428 1516600 SH DEFINED 02 1516600 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LOEWS CAROLNA GP 540424207 5759 284100 SH DEFINED 02 284100 0 0
CORP STK
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LOWES COS COM 548661107 18344 489170 SH DEFINED 02 489170 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LOWES COS INC COM COMMON 548661107 277 7,378 SH DEFINED 01 7,378 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
LUCENT TECHNOLOGIES COM 549463107 3050 2420505 SH DEFINED 02 2420505 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
M & T BK COM 55261F104 3277 41300 SH DEFINED 02 41300 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MACK CALI RLTY COM 554489104 5163 170400 SH DEFINED 02 170400 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MACK CALI RLTY CORP COM COMMON 554489104 363 11,968 SH DEFINED 01 11,968 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MAGMA DESIGN COM 559181102 47 4900 SH DEFINED 01 4900 0 0
AUTOMATION
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MAGMA DESIGN COM 559181102 33312 3477200 SH DEFINED 02 3477200 0 0
AUTOMATION
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MANDALAY RESORT COM 562567107 4010 131000 SH DEFINED 02 131000 0 0
GROUP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MANHATTAN ASSOCS COM 562750109 31 1300 SH DEFINED 01 1300 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MANHATTAN ASSOCS COM 562750109 12333 521250 SH DEFINED 02 521250 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MANOR CARE INC COM 564055101 1025 57100 SH DEFINED 21 57100 0 0
NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MANPOWER COM 56418H100 4032 126400 SH DEFINED 02 126400 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MANULIFE FINL COM 56501R106 2796 128800 SH DEFINED 02 128800 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MARATHON OIL COM 565849106 3630 170500 SH DEFINED 01 170500 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MARATHON OIL COM 565849106 55135 2589700 SH DEFINED 02 2589700 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MARATHON OIL CORP COM COMMON 565849106 386 18,130 SH DEFINED 01 18,130 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MARKEL COM 570535104 82 400 SH DEFINED 01 400 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MARKEL COM 570535104 226 1100 SH DEFINED 02 1100 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MARSH & MCLENNAN COS COM 571748102 4695 101600 SH DEFINED 01 101600 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MARSH & MCLENNAN COS COM 571748102 60147 1301600 SH DEFINED 02 1301600 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MARSH & MCLENNAN COS COM 571748102 1158 25070 SH DEFINED 21 25070 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MARSH & MCLENNAN COS INC C COMMON 571748102 99 2,145 SH DEFINED 01 2,145 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MARVELL TECHNOLOGY GROUP ORD G5876H105 758 40200 SH DEFINED 02 40200 0 0
LTD
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MASCO COM 574599106 15862 753550 SH DEFINED 02 753550 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MATTEL COM 577081102 2945 153800 SH DEFINED 02 153800 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MAXIM INTEGRATED PRODS COM 57772K101 892 27000 SH DEFINED 02 27000 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MAY DEPT STORES COM 577778103 15135 658600 SH DEFINED 02 658600 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MAYTAG COM 578592107 9639 338200 SH DEFINED 02 338200 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MBIA COM 55262C100 4371 99650 SH DEFINED 01 99650 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MBIA COM 55262C100 42590 971050 SH DEFINED 02 971050 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MBNA COM 55262L100 191 10050 SH DEFINED 01 10050 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MBNA COM 55262L100 2660 139865 SH DEFINED 02 139865 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MCCORMICK & CO COM NON 579780206 27791 1197900 SH DEFINED 02 1197900 0 0
INC VTG
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MCCORMICK & CO INC NON VOT COMMON 579780206 254 10,953 SH DEFINED 01 10,953 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MCDERMOTT INTL COM 580037109 2631 600650 SH DEFINED 02 600650 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MCDONALDS COM 580135101 9754 606600 SH DEFINED 02 606600 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MCKESSON COM 58155Q103 10807 399800 SH DEFINED 02 399800 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MCKESSON CORPORATION COM COMMON 58155Q103 52 1,938 SH DEFINED 01 1,938 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MEADWESTVACO COM 583334107 22644 916370 SH DEFINED 02 916370 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MEDAREX COM 583916101 4 1100 SH DEFINED 01 1100 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MEDAREX COM 583916101 1789 452950 SH DEFINED 02 452950 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MEDIMMUNE COM 584699102 11831 435450 SH DEFINED 02 435450 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MEDTRONIC COM 585055106 561 12300 SH DEFINED 01 12300 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MEDTRONIC COM 585055106 34777 762651 SH DEFINED 02 762651 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MELLON FINL COM 58551A108 1048 40155 SH DEFINED 02 40155 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MELLON FINL COM 58551A108 1865 72331 SH DEFINED 21 72331 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MERCK & CO INC COMMON 589331107 263 4,644 SH DEFINED 01 4,644 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MERCK & CO COM 589331107 4761 84100 SH DEFINED 01 84100 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MERCK & CO COM 589331107 91701 1619873 SH DEFINED 02 1619873 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MERCURY GENL CORP COM 589400100 2777 73900 SH DEFINED 02 73900 0 0
NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MERRILL LYNCH & CO COM 590188108 61 1600 SH DEFINED 01 1600 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MERRILL LYNCH & CO COM 590188108 19688 518800 SH DEFINED 02 518800 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MERRILL LYNCH & CO COM 590188108 3603 95550 SH DEFINED 21 95550 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
METLIFE COM 59156R108 1714 64300 SH DEFINED 21 64300 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MGM COM 552953101 4728 143400 SH DEFINED 02 143400 0 0
MIRAGE
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MICROCHIP TECHNOLOGY COM 595017104 13989 572150 SH DEFINED 02 572150 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MICRON TECHNOLOGY COM 595112103 19 2000 SH DEFINED 01 2000 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MICRON TECHNOLOGY COM 595112103 8993 923333 SH DEFINED 02 923333 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MICRON TECHNOLOGY INC COM COMMON 595112103 65 6,679 SH DEFINED 01 6,679 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MICROSOFT COM 594918104 1504 29100 SH DEFINED 01 29100 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MICROSOFT COM 594918104 1609 32300 SH DEFINED 21 32300 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MICROSOFT CORP COM COMMON 594918104 480 9,292 SH DEFINED 01 9,292 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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TR INT
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MILLER HERMAN COM 600544100 467 25400 SH DEFINED 21 25400 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP 6/1
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MIRANT NOTE 5.750% 604675AC2 1673 3900000 PRN DEFINED 02 3900000 0 0
CORP 7/1
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MONSANTO CO COM 61166W101 12085 627812 SH DEFINED 02 627812 0 0
NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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STANLEY NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MORGAN COM 617446448 112762 2824708 SH DEFINED 02 2824708 0 0
STANLEY NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MORGAN COM 617446448 1090 27295 SH DEFINED 21 27295 0 0
STANLEY NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MORGAN STANLEY DEAN WITTER COMMON 617446448 67 1,671 SH DEFINED 01 1,671 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MOTOROLA COM 620076109 2419 279700 SH DEFINED 01 279700 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MOTOROLA COM 620076109 33154 3832775 SH DEFINED 02 3832775 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MOTOROLA INC COM COMMON 620076109 33 3,856 SH DEFINED 01 3,856 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MSC INDL DIRECT CL 553530106 12430 700300 SH DEFINED 02 700300 0 0
INC A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MURPHY OIL CORP COMMON 626717102 150 3,497 SH DEFINED 01 3,497 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MURPHY OIL COM 626717102 8938 208594 SH DEFINED 02 208594 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MYLAN LABS COM 628530107 26234 751700 SH DEFINED 02 751700 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
MYLAN LABS INC COM COMMON 628530107 215 6,155 SH DEFINED 01 6,155 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NABORS INDUSTRIES SHS G6359F103 5347 151600 SH DEFINED 02 151600 0 0
LTD
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NASSDA COM 63172M101 33 2900 SH DEFINED 01 2900 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NASSDA COM 63172M101 5110 455400 SH DEFINED 02 455400 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NATIONAL COMMERCE FINL COM 63545P104 2819 118200 SH DEFINED 02 118200 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NATIONAL DENTEX COM 63563H109 6354 325200 SH DEFINED 02 325200 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NATIONAL FUEL GAS CO N COM 636180101 2303 111100 SH DEFINED 02 111100 0 0
J
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NATIONAL GRID TRANSCO SPONSORED 636274102 3937 107000 SH DEFINED 02 107000 0 0
PLC ADR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NATIONAL PROCESSING COM 637229105 22 1400 SH DEFINED 01 1400 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NATIONAL PROCESSING COM 637229105 2897 180500 SH DEFINED 02 180500 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NATIONAL SEMICONDUCTOR COM 637640103 826 55000 SH DEFINED 02 55000 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NATIONWIDE FINL SVCS CL 638612101 3071 107200 SH DEFINED 02 107200 0 0
INC A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NATIONWIDE HEALTH PPTYS COM 638620104 3925 262900 SH DEFINED 02 262900 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NATUS MEDICAL INC COM 639050103 7636 1913700 SH DEFINED 02 1913700 0 0
DEL
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NEIMAN MARCUS GROUP CL 640204202 577 19000 SH DEFINED 21 19000 0 0
INC A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NETWORK APPLIANCE COM 64120L104 627 62700 SH DEFINED 02 62700 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NETWORKS ASSOCS COM 640938106 13 800 SH DEFINED 01 800 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NETWORKS ASSOCS COM 640938106 553 34400 SH DEFINED 02 34400 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NEW YORK CMNTY BANCORP COM 649445103 4352 150700 SH DEFINED 02 150700 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NEWFIELD EXPL COM 651290108 2895 80316 SH DEFINED 02 80316 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NEWMONT MINING COM 651639106 12412 427550 SH DEFINED 02 427550 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NEWMONT MNG CORP COMMON 651639106 205 7,078 SH DEFINED 01 7,078 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NEWS CORP ADR 652487703 373 14200 SH DEFINED 02 14200 0 0
LTD NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NEWS CORP ADR 652487703 5136 195670 SH DEFINED 21 195670 0 0
LTD NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NEWS CORP LTD ADR NEW COMMON 652487703 42 1,607 SH DEFINED 01 1,607 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NEXTEL COMMUNICATIONS CL 65332V103 4209 364400 SH DEFINED 02 364400 0 0
INC A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NEXTEL COMMUNICATIONS NOTE 5.250% 65332VAY9 3585 5000000 PRN DEFINED 01 5000000 0 0
INC 1/1
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NIC COM 62914B100 2639 1832300 SH DEFINED 02 1832300 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NICOR COM 654086107 2491 73200 SH DEFINED 02 73200 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NICOR INC COM COMMON 654086107 468 13,760 SH DEFINED 01 13,760 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NIKE CL 654106103 12287 276288 SH DEFINED 02 276288 0 0
INC B
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NISOURCE COM 65473P105 47484 2374200 SH DEFINED 02 2374200 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NISOURCE INC COM COMMON 65473P105 458 22,918 SH DEFINED 01 22,918 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NMT MED COM 629294109 3363 1109800 SH DEFINED 02 1109800 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NOBLE SHS G65422100 773 22000 SH DEFINED 02 22000 0 0
CORPORATION
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NOKIA SPONSORED 654902204 11713 755700 SH DEFINED 02 755700 0 0
CORP ADR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NOKIA SPONSORED 654902204 2275 151750 SH DEFINED 21 151750 0 0
CORP ADR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NORDSTROM COM 655664100 28 1500 SH DEFINED 01 1500 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NORDSTROM COM 655664100 12305 648650 SH DEFINED 02 648650 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NORSK HYDRO A SPONSORED 656531605 11125 250500 SH DEFINED 02 250500 0 0
S ADR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NORSK HYDRO A S ADR COMMON 656531605 399 8,991 SH DEFINED 01 8,991 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NORTEL NETWORKS CORP COM 656568102 5003 3107275 SH DEFINED 02 3107275 0 0
NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NORTHEAST COM 664397106 423 27900 SH DEFINED 02 27900 0 0
UTILS
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NORTHERN TR COM 665859104 23701 676200 SH DEFINED 02 676200 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NORTHERN TR COM 665859104 1150 32800 SH DEFINED 21 32800 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NORTHROP GRUMMAN COM 666807102 9949 102570 SH DEFINED 01 102570 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NORTHROP GRUMMAN COM 666807102 98952 1020122 SH DEFINED 02 1020122 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NORTHROP GRUMMAN COM 666807102 3486 37250 SH DEFINED 21 37250 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NORTHROP GRUMMAN CORP COM COMMON 666807102 127 1,311 SH DEFINED 01 1,311 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NOVARTIS A SPONSORED 66987V109 264 7500 SH DEFINED 21 7500 0 0
G ADR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NOVELLUS SYS COM 670008101 15587 555080 SH DEFINED 02 555080 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NOVELLUS SYS INC COM COMMON 670008101 149 5,307 SH DEFINED 01 5,307 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NSTAR COM 67019E107 817 18400 SH DEFINED 02 18400 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NU SKIN ENTERPRISES CL 67018T105 24 2000 SH DEFINED 01 2000 0 0
INC A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NU SKIN ENTERPRISES CL 67018T105 11884 992850 SH DEFINED 02 992850 0 0
INC A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
NUCOR COM 670346105 8136 197000 SH DEFINED 02 197000 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
OCCIDENTAL PETE CORP COM 674599105 2620 92100 SH DEFINED 02 92100 0 0
DEL
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
OCEAN ENERGY INC COM 67481E106 24 1200 SH DEFINED 01 1200 0 0
DEL
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
OCEAN ENERGY INC COM 67481E106 11968 599300 SH DEFINED 02 599300 0 0
DEL
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
OCEANEERING INTL COM 675232102 49 2000 SH DEFINED 01 2000 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
OCEANEERING INTL COM 675232102 19854 802500 SH DEFINED 02 802500 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP 9/3
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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COMMUN ADR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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LTD A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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V
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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V
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CONN
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PEPSI BOTTLING GROUP COM 713409100 6949 270400 SH DEFINED 02 270400 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PEPSICO INC COMMON 713448108 161 3,820 SH DEFINED 01 3,820 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PEPSICO COM 713448108 469 11100 SH DEFINED 01 11100 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PEPSICO COM 713448108 33106 784137 SH DEFINED 02 784137 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PERKINELMER COM 714046109 3136 380100 SH DEFINED 02 380100 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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SUPPLIES NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PETCO ANIMAL COM 716016209 7033 300050 SH DEFINED 02 300050 0 0
SUPPLIES NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PFIZER INC COMMON 717081103 411 13,460 SH DEFINED 01 13,460 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PFIZER COM 717081103 5958 194900 SH DEFINED 01 194900 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PFIZER COM 717081103 1606 54450 SH DEFINED 21 54450 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PHILIP MORRIS COS COM 718154107 236 6100 SH DEFINED 21 6100 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PHILIP MORRIS COS INS COMMON 718154107 301 7,418 SH DEFINED 01 7,418 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PHOENIX COS INC COM 71902E109 7758 1020750 SH DEFINED 02 1020750 0 0
NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PITNEY BOWES COM 724479100 14527 444800 SH DEFINED 02 444800 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PLACER DOME COM 725906101 14299 1243400 SH DEFINED 02 1243400 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PLACER DOME COM 725906101 390 35000 SH DEFINED 21 35000 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PNC FINL SVCS GROUP COM 693475105 42042 1003400 SH DEFINED 02 1003400 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
POGO PRODUCING CO COM COMMON 730448107 219 5,891 SH DEFINED 01 5,891 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PORTFOLIO RECOVERY ASSOCS COM 73640Q105 1825 100000 SH DEFINED 02 100000 0 0
IN
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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ADR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PPG INDS COM 693506107 72361 1442900 SH DEFINED 02 1442900 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PPG INDS INC COM COMMON 693506107 48 948 SH DEFINED 01 948 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PPL CORP COM COMMON 69351T106 129 3,717 SH DEFINED 01 3,717 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PRICE T ROWE GROUP COM 74144T108 696 25500 SH DEFINED 21 25500 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PRIME HOSPITALITY COM 741917108 65 8000 SH DEFINED 01 8000 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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IN
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PRINCIPAL FINANCIAL GROUP COM 74251V102 58591 1944600 SH DEFINED 02 1944600 0 0
IN
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PRINCIPAL FINL GROUP INC C COMMON 74251V102 56 1,848 SH DEFINED 01 1,848 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PROCTER & GAMBLE COM 742718109 791 9200 SH DEFINED 01 9200 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PROCTER & GAMBLE COM 742718109 36877 429100 SH DEFINED 02 429100 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PROCTER & GAMBLE COM 742718109 238 2900 SH DEFINED 21 2900 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PROGRESS ENERGY COM 743263105 10226 235900 SH DEFINED 02 235900 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PROGRESS ENERGY INC COM COMMON 743263105 153 3,538 SH DEFINED 01 3,538 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PROLOGIS SH BEN 743410102 5244 208500 SH DEFINED 02 208500 0 0
INT
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PUBLIC STORAGE INC COM COMMON 74460D109 429 13,289 SH DEFINED 01 13,289 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PUBLIC SVC ENTERPRISE COM 744573106 321 10000 SH DEFINED 01 10000 0 0
GROUP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PUBLIC SVC ENTERPRISE COM 744573106 14281 444900 SH DEFINED 02 444900 0 0
GROUP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
PUBLIC SVC ENTERPRISES COMMON 744573106 39 1,228 SH DEFINED 01 1,228 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
QLOGIC COM 747277101 4907 142200 SH DEFINED 02 142200 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
QUALCOMM COM 747525103 338 9300 SH DEFINED 01 9300 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
QUALCOMM COM 747525103 11226 308500 SH DEFINED 02 308500 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
QUEST DIAGNOSTICS COM 74834L100 23 400 SH DEFINED 01 400 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
QUEST DIAGNOSTICS COM 74834L100 6879 120900 SH DEFINED 02 120900 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
QUEST DIAGNOSTICS COM 74834L100 485 8850 SH DEFINED 21 8850 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
QWEST COMMUNICATIONS INTL COM 749121109 40 7900 SH DEFINED 01 7900 0 0
IN
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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IN
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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COMM
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
RAYONIER COM 754907103 54 1200 SH DEFINED 01 1200 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
RAYONIER COM 754907103 222 4900 SH DEFINED 02 4900 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CO NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CO NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP B
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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GROUP A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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DEL
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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DEL
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CO .56
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ROYAL DUTCH PETE NY REG EUR 780257804 42330 961600 SH DEFINED 02 961600 0 0
CO .56
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ROYAL DUTCH PETE CO NY REG COMMON 780257804 172 3,912 SH DEFINED 01 3,912 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
RTW COM 74974R206 801 476600 SH DEFINED 02 476600 0 0
INC NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
RUBY TUESDAY COM 781182100 12106 700200 SH DEFINED 02 700200 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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PLC ADR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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LIMITED ADR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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AKTIENGESELLSCHAFT ADR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SAP SPONSORED 803054204 7012 359600 SH DEFINED 02 359600 0 0
AKTIENGESELLSCHAFT ADR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SARA LEE COM 803111103 5405 240100 SH DEFINED 01 240100 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SBC COMMUNICATIONS INC COM COMMON 78387G103 171 6,291 SH DEFINED 01 6,291 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SCANA CORP NEW COM COMMON 80589M102 607 19,621 SH DEFINED 01 19,621 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SCHEIN HENRY COM 806407102 4500 100000 SH DEFINED 02 100000 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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LTD
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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OHIO A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SEACHANGE INTL COM 811699107 33 5400 SH DEFINED 01 5400 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SEACHANGE INTL COM 811699107 6517 1059650 SH DEFINED 02 1059650 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SEAGATE TECHNOLOGY SHS G7945J104 54324 5062850 SH DEFINED 02 5062850 0 0
HOLDINGS
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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ENERGY
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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TR INT
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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PL ADR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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G ADR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SIMON PPTY GROUP INC COM 828806109 22530 661300 SH DEFINED 02 661300 0 0
NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SIMON PPTY GROUP INC NEW C COMMON 828806109 216 6,353 SH DEFINED 01 6,353 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SIMPSON MANUFACTURING CO COM 829073105 26 800 SH DEFINED 01 800 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SIMPSON MANUFACTURING CO COM 829073105 10439 317300 SH DEFINED 02 317300 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SJW COM 784305104 86 1100 SH DEFINED 01 1100 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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RESTAURANT
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SPRINT COM FON 852061100 3136 216600 SH DEFINED 01 216600 0 0
CORP GROUP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP GROUP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP 1
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ST JUDE MED INC COM COMMON 790849103 326 8,219 SH DEFINED 01 8,219 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ST PAUL COS COM 792860108 3030 89000 SH DEFINED 02 89000 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CO $0.01
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
STARWOOD HOTELS&RESORTS PAIRED 85590A203 206 8695 SH DEFINED 02 8695 0 0
WRLD CTF
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
STATE STR COM 857477103 125 3200 SH DEFINED 01 3200 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
STATE STR COM 857477103 2399 61500 SH DEFINED 02 61500 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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LTD
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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LTD
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
STMICROELECTRONICS N NY 861012102 1475 75585 SH DEFINED 02 75585 0 0
V REGISTRY
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
STMICROELECTRONICS N NY 861012102 4230 216790 SH DEFINED 21 216790 0 0
V REGISTRY
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
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CORP R
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
STORAGE TECHNOLOGY COM PAR 862111200 10033 468400 SH DEFINED 01 468400 0 0
CORP $0.10
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
STORAGE TECHNOLOGY COM PAR 862111200 88804 4145860 SH DEFINED 02 4145860 0 0
CORP $0.10
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
STRYKER COM 863667101 22005 327850 SH DEFINED 02 327850 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SUMMIT PPTYS INC COM COMMON 866239106 130 7,287 SH DEFINED 01 7,287 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SUN LIFE FINL SVCS CDA COM 866796105 2813 165000 SH DEFINED 02 165000 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SUN LIFE FINL SVCS CDA COM 866796105 2868 168214 SH DEFINED 21 168214 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SUN MICROSYSTEMS COM 866810104 417 134050 SH DEFINED 02 134050 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SUNGARD DATA SYS COM 867363103 24 1000 SH DEFINED 01 1000 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SUNGARD DATA SYS COM 867363103 13318 565265 SH DEFINED 02 565265 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SUNGARD DATA SYS INC COM COMMON 867363103 271 11,489 SH DEFINED 01 11,489 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SUNOCO COM 86764P109 28087 846500 SH DEFINED 02 846500 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SUNTRUST BKS COM 867914103 8561 150400 SH DEFINED 02 150400 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SUPERVALU COM 868536103 2944 178300 SH DEFINED 02 178300 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SYMANTEC COM 871503108 16099 397400 SH DEFINED 02 397400 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SYNAPTICS COM 87157D109 33 4300 SH DEFINED 01 4300 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SYNAPTICS COM 87157D109 7602 1000300 SH DEFINED 02 1000300 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SYNOPSYS COM 871607107 14 297 SH DEFINED 01 297 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SYNOPSYS COM 871607107 583 12629 SH DEFINED 02 12629 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SYSCO COM 871829107 372 12500 SH DEFINED 01 12500 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
SYSCO COM 871829107 2595 87100 SH DEFINED 02 87100 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TAIWAN SEMICONDUCTOR MFG SPONSORED 874039100 81 11440 SH DEFINED 01 11440 0 0
LTD ADR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TAIWAN SEMICONDUCTOR MFG SPONSORED 874039100 6172 875452 SH DEFINED 02 875452 0 0
LTD ADR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TAIWAN SEMICONDUCTOR MFG SPONSORED 874039100 1718 244500 SH DEFINED 21 244500 0 0
LTD ADR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TALX COM 874918105 5339 413200 SH DEFINED 02 413200 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TARGET COM 87612E106 231 7700 SH DEFINED 01 7700 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TARGET COM 87612E106 24865 828839 SH DEFINED 02 828839 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TARGET CORP COM COMMON 87612E106 203 6,765 SH DEFINED 01 6,765 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TARO PHARMACEUTICAL INDS ORD M8737E108 997 26527 SH DEFINED 21 26527 0 0
LTD
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TECH DATA COM 878237106 863 32000 SH DEFINED 02 32000 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TECO ENERGY INC COMMON 872375100 286 18,506 SH DEFINED 01 18,506 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TEKTRONIX COM 879131100 715 39300 SH DEFINED 21 39300 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TELECOM ITALIA SPON ADR 87927W106 7826 103000 SH DEFINED 02 103000 0 0
SPA ORD
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TELEFONOS DE MEXICO S SPON ADR ORD 879403780 10646 332900 SH DEFINED 02 332900 0 0
A L
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TELEFONOS DE MEXICO S SPON ADR ORD 879403780 1059 33950 SH DEFINED 21 33950 0 0
A L
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TELEPHONE & DATA SYS COM 879433100 10533 224018 SH DEFINED 02 224018 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TELIK COM 87959M109 5486 470500 SH DEFINED 02 470500 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TELLABS COM 879664100 817 112400 SH DEFINED 02 112400 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TELSTRA CORP SPON ADR 87969N204 4322 346300 SH DEFINED 02 346300 0 0
LTD FINAL
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TEMPLE INLAND COM 879868107 1137 26300 SH DEFINED 21 26300 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TENET HEALTHCARE COM 88033G100 11 700 SH DEFINED 01 700 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TENET HEALTHCARE COM 88033G100 3572 217800 SH DEFINED 02 217800 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TENET HEALTHCARE COM 88033G100 1266 80000 SH DEFINED 21 80000 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TERADYNE COM 880770102 7475 574543 SH DEFINED 02 574543 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TEVA PHARMACEUTICAL INDS ADR 881624209 575 14880 SH DEFINED 21 14880 0 0
LTD
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TEXAS INSTRS COM 882508104 135 9000 SH DEFINED 01 9000 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TEXAS INSTRS COM 882508104 7804 519940 SH DEFINED 02 519940 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TEXTRON COM 883203101 3934 91500 SH DEFINED 01 91500 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TEXTRON COM 883203101 70253 1634168 SH DEFINED 02 1634168 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TEXTRON INC COM COMMON 883203101 344 7,991 SH DEFINED 01 7,991 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
THERASENSE COM 883381105 16601 1988100 SH DEFINED 02 1988100 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
THERMOGENESIS COM 883623209 1141 556500 SH DEFINED 02 556500 0 0
CORP NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TIDEWATER COM 886423102 31 1000 SH DEFINED 01 1000 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TIDEWATER COM 886423102 3135 100800 SH DEFINED 02 100800 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TIDEWATER COM 886423102 753 24200 SH DEFINED 21 24200 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TOTAL FINA ELF S SPONSORED 89151E109 3017 42200 SH DEFINED 02 42200 0 0
A ADR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TOTAL FINA ELF S SPONSORED 89151E109 457 6700 SH DEFINED 21 6700 0 0
A ADR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TOWER AUTOMOTIVE NOTE 5.000% 891707AE1 4162 4600000 PRN DEFINED 02 4600000 0 0
INC 8/0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TOWER AUTOMOTIVE INC COM COMMON 891707101 148 32,798 SH DEFINED 01 32,798 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TOYS R US COM 892335100 1568 156800 SH DEFINED 01 156800 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TOYS R US COM 892335100 15459 1545900 SH DEFINED 02 1545900 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TOYS R US COM 892335100 606 60600 SH DEFINED 21 60600 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TRANSOCEAN ORD G90078109 104 4500 SH DEFINED 01 4500 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TRANSOCEAN ORD G90078109 5788 249500 SH DEFINED 02 249500 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TRANSOCEAN ORD G90078109 2182 96150 SH DEFINED 21 96150 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TRAVELERS PPTY CAS CORP CL 89420G406 364 24865 SH DEFINED 02 24865 0 0
NEW B
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TRIAD HOSPITALS COM 89579K109 4506 151050 SH DEFINED 02 151050 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TRIBUNE CO COM 896047107 2559 56300 SH DEFINED 02 56300 0 0
NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TXU CORP COM COMMON 873168108 86 4,592 SH DEFINED 01 4,592 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TYCO INTL LTD COM 902124106 7381 432120 SH DEFINED 01 432120 0 0
NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TYCO INTL LTD COM 902124106 85966 5033162 SH DEFINED 02 5033162 0 0
NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TYCO INTL LTD COM 902124106 1144 69350 SH DEFINED 21 69350 0 0
NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TYCO INTL LTD NEW COM COMMON 902124106 37 2,181 SH DEFINED 01 2,181 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UNILAB CORP COM 904763208 33 1800 SH DEFINED 01 1800 0 0
NEW NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UNILAB CORP COM 904763208 42226 2307450 SH DEFINED 02 2307450 0 0
NEW NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UNILEVER N N Y SHS 904784709 234 3800 SH DEFINED 01 3800 0 0
V NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UNILEVER N N Y SHS 904784709 3579 58000 SH DEFINED 02 58000 0 0
V NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UNION PAC CORP COMMON 907818108 574 9,584 SH DEFINED 01 9,584 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UNION PAC COM 907818108 5544 92600 SH DEFINED 01 92600 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UNION PAC COM 907818108 56960 951400 SH DEFINED 02 951400 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UNISYS COM 909214108 851 86000 SH DEFINED 02 86000 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UNITED MICROELECTRONICS SPONSORED 910873207 3781 1125369 SH DEFINED 02 1125369 0 0
CORP ADR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UNITED PARCEL SERVICE CL 911312106 612 9700 SH DEFINED 01 9700 0 0
INC B
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UNITED PARCEL SERVICE CL 911312106 3614 57300 SH DEFINED 02 57300 0 0
INC B
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UNITED STATIONERS COM 913004107 887 30800 SH DEFINED 21 30800 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UNITED SURGICAL PARTNERS COM 913016309 3127 200200 SH DEFINED 02 200200 0 0
INT
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UNITED TECHNOLOGIES COM 913017109 198 3200 SH DEFINED 01 3200 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UNITED TECHNOLOGIES COM 913017109 13744 221900 SH DEFINED 02 221900 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UNITEDHEALTH GROUP COM 91324P102 5052 60500 SH DEFINED 01 60500 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UNITEDHEALTH GROUP COM 91324P102 102154 1223400 SH DEFINED 02 1223400 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UNITEDHEALTH GROUP INC COM COMMON 91324P102 100 1,200 SH DEFINED 01 1,200 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UNIVERSAL CORP VA COM COMMON 913456109 289 7,823 SH DEFINED 01 7,823 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UNIVERSAL HEALTH RLTY INCM SH BEN 91359E105 1129 43000 SH DEFINED 02 43000 0 0
T INT
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UNIVERSAL HLTH SVCS CL 913903100 5764 127800 SH DEFINED 02 127800 0 0
INC B
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UNIVERSAL HLTH SVCS CL 913903100 1346 30950 SH DEFINED 21 30950 0 0
INC B
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UNIVERSAL HLTH SVCS DBCV 0.426% 913903AL4 735 1150000 PRN DEFINED 02 1150000 0 0
INC 6/2
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UNOCAL COM 915289102 3232 105700 SH DEFINED 02 105700 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UNUMPROVIDENT COM 91529Y106 9458 539200 SH DEFINED 02 539200 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
URSTADT BIDDLE PPTYS CL 917286205 3403 307100 SH DEFINED 02 307100 0 0
INS A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
US BANCORP COM 902973304 28975 1365436 SH DEFINED 02 1365436 0 0
DEL NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
US BANCORP COM 902973304 813 39700 SH DEFINED 21 39700 0 0
DEL NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
USA COM 902984103 1130 49300 SH DEFINED 02 49300 0 0
INTERACTIVE
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UST COM 902911106 5469 163600 SH DEFINED 01 163600 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UST COM 902911106 98298 2940400 SH DEFINED 02 2940400 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UST INC COM COMMON 902911106 572 17,097 SH DEFINED 01 17,097 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UTI WORLDWIDE ORD G87210103 2625 100000 SH DEFINED 02 100000 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UTILITIES HOLDRS DEPOSITRY 918019100 847 13200 SH DEFINED 02 13200 0 0
TR RCPT
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UTSTARCOM COM 918076100 61 3100 SH DEFINED 01 3100 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UTSTARCOM COM 918076100 39556 1994750 SH DEFINED 02 1994750 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
UTSTARCOM COM 918076100 448 22600 SH DEFINED 21 22600 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
VALERO ENERGY CORP COM COMMON 91913Y100 616 16,676 SH DEFINED 01 16,676 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
VALERO ENERGY CORP COM 91913Y100 7510 203300 SH DEFINED 02 203300 0 0
NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
VARIAN MED SYS COM 92220P105 40 800 SH DEFINED 01 800 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
VARIAN MED SYS COM 92220P105 63535 1280950 SH DEFINED 02 1280950 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
VCA ANTECH COM 918194101 27605 1840350 SH DEFINED 02 1840350 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
VERITAS SOFTWARE COM 923436109 142 9100 SH DEFINED 01 9100 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
VERITAS SOFTWARE COM 923436109 7619 487755 SH DEFINED 02 487755 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
VERIZON COM 92343V104 7539 194560 SH DEFINED 01 194560 0 0
COMMUNICATIONS
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
VERIZON COM 92343V104 152042 3923666 SH DEFINED 02 3923666 0 0
COMMUNICATIONS
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
VERIZON COM 92343V104 222 6000 SH DEFINED 21 6000 0 0
COMMUNICATIONS
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
VERIZON COMMUNICATIONS COM COMMON 92343V104 314 8,108 SH DEFINED 01 8,108 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
VIACOM CL 925524100 249 6100 SH DEFINED 01 6100 0 0
INC A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
VIACOM CL 925524100 10247 251100 SH DEFINED 02 251100 0 0
INC A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
VIACOM CL 925524100 1277 31300 SH DEFINED 21 31300 0 0
INC A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
VIACOM CL 925524308 4822 118310 SH DEFINED 01 118310 0 0
INC B
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
VIACOM CL 925524308 105226 2581596 SH DEFINED 02 2581596 0 0
INC B
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
VIACOM INC CL B COMMON 925524308 267 6,555 SH DEFINED 01 6,555 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
VIAD COM 92552R109 9704 434200 SH DEFINED 02 434200 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
VISHAY INTERTECHNOLOGY COM 928298108 805 72000 SH DEFINED 02 72000 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
VISTEON COM 92839U107 2824 405700 SH DEFINED 02 405700 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
VISUAL NETWORKS COM 928444108 1817 1253400 SH DEFINED 02 1253400 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
VODAFONE GROUP PLC SPONSORED 92857W100 3272 180600 SH DEFINED 02 180600 0 0
NEW ADR
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
VORNADO RLTY SH BEN 929042109 5454 146600 SH DEFINED 02 146600 0 0
TR INT
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WACHOVIA CORP 2ND COM 929903102 8130 223100 SH DEFINED 01 223100 0 0
NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WACHOVIA CORP 2ND COM 929903102 92248 2531500 SH DEFINED 02 2531500 0 0
NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WACHOVIA CORP 2ND COM 929903102 1972 54810 SH DEFINED 21 54810 0 0
NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WACHOVIA CORP COM COMMON 929903102 81 2,232 SH DEFINED 01 2,232 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WADDELL & REED FINL CL 930059100 679 34500 SH DEFINED 21 34500 0 0
INC A
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WAL MART STORES COM 931142103 1288 25500 SH DEFINED 01 25500 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WAL MART STORES COM 931142103 64102 1269090 SH DEFINED 02 1269090 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WAL MART STORES COM 931142103 877 18200 SH DEFINED 21 18200 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WALGREEN COM 931422109 24447 837522 SH DEFINED 02 837522 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WALGREEN COMPANY COMMON 931422109 156 5,335 SH DEFINED 01 5,335 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WASHINGTON MUT COM 939322103 8619 249600 SH DEFINED 01 249600 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WASHINGTON MUT COM 939322103 108917 3154285 SH DEFINED 02 3154285 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WASHINGTON MUT COM 939322103 2992 87317 SH DEFINED 21 87317 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WASHINGTON MUT INC COM COMMON 939322103 62 1,803 SH DEFINED 01 1,803 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WASTE MGMT INC COM 94106L109 4259 185811 SH DEFINED 01 185811 0 0
DEL
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WASTE MGMT INC COM 94106L109 68104 2971366 SH DEFINED 02 2971366 0 0
DEL
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WASTE MGMT INC COM 94106L109 608 27550 SH DEFINED 21 27550 0 0
DEL
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WASTE MGMT INC DEL COM COMMON 94106L109 196 8,553 SH DEFINED 01 8,553 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WEBSENSE COM 947684106 19 900 SH DEFINED 01 900 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WEBSENSE COM 947684106 2179 102000 SH DEFINED 02 102000 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WEIGHT WATCHERS INTL INC COM 948626106 11495 250050 SH DEFINED 02 250050 0 0
NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WELLCHOICE COM 949475107 9606 401100 SH DEFINED 02 401100 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WELLPOINT HEALTH NETWORK COM 94973H108 36775 516800 SH DEFINED 02 516800 0 0
NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WELLS FARGO & CO COM 949746101 197 4200 SH DEFINED 01 4200 0 0
NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WELLS FARGO & CO COM 949746101 27693 590855 SH DEFINED 02 590855 0 0
NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WELLS FARGO & CO COM 949746101 1540 33450 SH DEFINED 21 33450 0 0
NEW
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WELLS FARGO & CO NEW COM COMMON 949746101 307 6,555 SH DEFINED 01 6,555 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WESTAR ENERGY INC COM COMMON 95709T100 81 8,228 SH DEFINED 01 8,228 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WEYERHAEUSER COM 962166104 1092 22200 SH DEFINED 02 22200 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WHOLE FOODS MKT COM 966837106 352 6675 SH DEFINED 02 6675 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WILLIAMS SONOMA COM 969904101 5275 194300 SH DEFINED 02 194300 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WILMINGTON TRUST COM 971807102 60 1900 SH DEFINED 01 1900 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WILMINGTON TRUST COM 971807102 196 6200 SH DEFINED 02 6200 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WMC RES LTD SPONSORED ADR COMMON 92928R106 86 9,257 SH DEFINED 01 9,257 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WORLDWIDE RESTRNT CONCEPTS COM 98160A107 11 4300 SH DEFINED 01 4300 0 0
I
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WORLDWIDE RESTRNT CONCEPTS COM 98160A107 1610 607450 SH DEFINED 02 607450 0 0
I
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WPS RESOURCES COM 92931B106 2333 60100 SH DEFINED 02 60100 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WRIGLEY WM JR COM 982526105 1542 28100 SH DEFINED 02 28100 0 0
CO
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WYETH COMMON 983024100 132 3,534 SH DEFINED 01 3,534 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WYETH COM 983024100 419 11200 SH DEFINED 01 11200 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WYETH COM 983024100 18338 490316 SH DEFINED 02 490316 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
WYETH COM 983024100 610 16900 SH DEFINED 21 16900 0 0
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
XEROX COM 984121103 749 93000 SH DEFINED 02 93000 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
XILINX COM 983919101 93 4500 SH DEFINED 01 4500 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
XILINX COM 983919101 7602 369050 SH DEFINED 02 369050 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
YAHOO COM 984332106 1146 70100 SH DEFINED 02 70100 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
YUM BRANDS COM 988498101 5842 241200 SH DEFINED 02 241200 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ZIMMER HLDGS COM 98956P102 18982 457167 SH DEFINED 02 457167 0 0
INC
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ZIONS COM 989701107 5725 145500 SH DEFINED 02 145500 0 0
BANCORPORATION
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ZORAN COM 98975F101 28 2000 SH DEFINED 01 2000 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
ZORAN COM 98975F101 205 14550 SH DEFINED 02 14550 0 0
CORP
-------------------------------------------------------------------------------------------------------------------------------