|
|
|
|
|
|
|
|
|
|
|
|
|
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 1999
Check here if Amendment |_|; Amendment Number:
This Amendment (Check only one.): |_| is a restatement.
|_| adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Fleet Financial Group, Inc.
Address: One Federal Street
Boston, MA 02110
13F File Number: 28-452
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: Robert C. Lamb, Jr.
Title: Chief Accounting Officer and Controller
Phone: 617-346-0529
Signature, Place, and Date of Signing:
/s/ Robert C. Lamb, Jr. Boston, Massachusetts August 4, 1999
- ----------------------- --------------------------------- ----------------
(Signature) (City, State) Date
Report Type (Check only one.):
|_| 13F HOLDINGS REPORT.
|_| 13F NOTICE.
|X| 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
28-297 Columbia Management Co.
28-04157 Columbia Funds Management Company
28-04161 Columbia Trust Company
28-3148 The Providence Group Advisors, Inc.
28-5470 Oechsle International Advisors, L.P.
(only with respect to holdings of
Galaxy International Equity Fund)
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 6
Form 13F Information Table Entry Total: 4,677
Form 13F Information Table Value Total: $32,645,608
(thousands)
List of Other Included Managers:
No. 13F File Number Name
1. 28-2050 Fleet Bank of Maine
2. 28-3007 Fleet Bank, National Association
3. 28-2615 Fleet Bank-NH
4. 28-453 Fleet National Bank
5. 28-6316 Fleet Trust and Investment Services Company, N.A.
6. 28-4528 Fleet Investment Advisors, Inc.
<PAGE>
<TABLE>
<CAPTION>
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
@PLAN.INC COM 04962Q100 7500 500 X 0 0 500
A T & T CO COM 001957109 244189064 4375168 X 3882081 2064 491023
A T & T CO COM 001957109 65030716 1165164 X 1086915 10950 67299
A T & T CORP LIBERTY MEDIA CL A COM 001957208 22834319 621342 X 493040 0 128302
A T & T CORP LIBERTY MEDIA CL A COM 001957208 114513 3116 X 3116 0 0
AAR CORP COM 000361105 4059701 178940 X 167190 0 11750
ABACUS DIRECT CORP COM 002553105 45750 500 X 100 0 400
ABBOTT LABS COM 002824100 147274545 3245720 X 2581267 200 664253
ABBOTT LABS COM 002824100 94809474 2089465 X 2024157 3300 62008
ABC-NACO INC COM 000752105 9165550 447100 X 330098 0 117002
ABERCROMBIE & FITCH CO COM 002896207 711264 14818 X 0 0 14818
ABERCROMBIE & FITCH CO COM 002896207 9888 206 X 206 0 0
ABINGTON BANCORP INC NEW 00350P100 40500 3000 X 3000 0 0
ABLE TELCOM HLDG CORP COM 003712304 1426220 196720 X 195720 0 1000
ABM INDS INC COM 000957100 498058 16230 X 16000 0 230
ABOVENET COMMUNICATIONS NEW 003743101 4038 100 X 100 0 0
ABR INFORMATION SVCS INC COM 00077R108 7394131 82100 X 0 0 82100
ABRAXAS PETE CORP COM 003830106 80988 68172 X 0 0 68172
ACCEL INTL CORP COM 004299103 108581 62046 X 0 0 62046
ACCLAIM ENTMT INC COM PAR $0.02 004325205 19125 3000 X 0 0 3000
ACE LTD COM G0070K103 855975 30300 X 0 0 30300
ACETO CORP 004446100 1150 100 X 0 0 100
ACMAT CORP CL A 004616207 959 65 X 65 0 0
ACME ELECTRIC CORP COM 004644100 32891 6049 X 6049 0 0
ACME UNITED CORP COM 004816104 12820 6033 X 6033 0 0
ACME UNITED CORP COM 004816104 4 2 X 0 0 2
ACNIELSEN CORP COM 004833109 11516901 380724 X 344086 0 36638
ACNIELSEN CORP COM 004833109 942318 31151 X 30153 666 332
ACT MANUFACTURING COM 000973107 7000 500 X 0 0 500
ACTEL CORP COM 004934105 1128965 76540 X 76140 0 400
ACTION PERFORMANCE COS INC COM 004933107 442200 13400 X 13400 0 0
ACTIVE APPAREL GROUP INC COM 00504P105 56 20 X 0 0 20
ACTIVE VOICE CORP COM 004938106 47850 3300 X 0 0 3300
ACXIOM CORP 005125109 1524928 61150 X 28650 0 32500
ADAC LABS COM 005313200 108750 15000 X 13100 0 1900
ADAPTEC INC 00651F108 1324748 37515 X 715 0 36800
ADAPTIVE BROADBAND CORP COM 00650M104 247188 11300 X 7400 0 3900
ADC TELECOMMUNICATIONS INC COM 000886101 37589 825 X 25 0 800
ADC TELECOMMUNICATIONS INC COM 000886101 355388 7800 X 7800 0 0
ADE CORP MASS COM 00089C107 36000 3000 X 0 0 3000
ADELPHIA COMM CORP CL A COM 006848105 63625 1000 X 0 0 1000
ADELPHIA COMM CORP CL A COM 006848105 12725 200 X 200 0 0
ADOBE SYS INC COM 00724F101 801024 9750 X 7250 0 2500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ADRENALIN INTERACTIVE INC COM 007246200 2581 666 X 666 0 0
ADTRAN INC COM 00738A106 145500 4000 X 0 0 4000
ADVANCE PARADIGM INC COM 007491103 79300 1300 X 0 0 1300
ADVANCED DEPOSITION TECH INC COM 007521107 1188 1000 X 0 0 1000
ADVANCED ENERGY INDS INC COM 007973100 81125 2000 X 0 0 2000
ADVANCED FIBER COMMUNICATIONS COM 00754A105 3865938 247420 X 244820 0 2600
ADVANCED FIBER COMMUNICATIONS COM 00754A105 1234 79 X 79 0 0
ADVANCED MAGNETICS INC COM 00753P103 4188 1000 X 0 0 1000
ADVANCED MARKETING SVCS INC COM 00753T105 45000 3000 X 3000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 250346 13860 X 8860 0 5000
ADVANCED MICRO DEVICES INC COM 007903107 1806 100 X 100 0 0
ADVANCED NEUROMODULATION SYS INC COM 00757T101 19000 2000 X 2000 0 0
ADVANCED RADIO TELECOM CORP COM 00754U101 1437500 100000 X 99400 0 600
ADVANCED TECHNICAL PRODUCTS INC COM 007548100 2665390 204049 X 162249 0 41800
ADVANCED TISSUE SCIENCES INC COM 00755F103 95550 29400 X 29400 0 0
ADVANTA CORP CL B COM 007942204 523255 38581 X 0 0 38581
ADVANTA CORP CLASS A COM 007942105 90782 5026 X 0 0 5026
ADVANTAGE LEARNING SYS INC COM 00757K100 269925 12200 X 0 0 12200
ADVANTICA RESTAURANT GROUP INC COM 00758B109 1719 500 X 500 0 0
ADVENT SOFTWARE INC COM 007974108 28810 430 X 200 0 230
ADVEST GROUP INC COM 007566102 19938 1000 X 1000 0 0
ADVO INC COM 007585102 8759094 422125 X 308825 0 113300
AERIAL COMMUNICATIONS INC COM 007655103 552150 40900 X 0 0 40900
AEROFLEX INC COM 007768104 2983040 151040 X 149240 0 1800
AES CORP COM 00130H105 19983840 343808 X 310638 0 33170
AES CORP COM 00130H105 910238 15660 X 15660 0 0
AETNA INCORPORATED COM 008117103 30852002 344956 X 291371 0 53585
AETNA INCORPORATED COM 008117103 30199019 337655 X 306744 6900 24011
AFC CABLE SYS INC COM 000950105 1870680 52975 X 1250 0 51725
AFFILIATED COMPUTER SVCS COM 008190100 40500 800 X 0 0 800
AFFYMETRIX INC COM 00826T108 9875 200 X 200 0 0
AFLAC INC COM 001055102 5465075 114153 X 68453 400 45300
AFLAC INC COM 001055102 2691963 56229 X 50169 6000 60
AG SVCS AMER INC COM 001250109 69000 4000 X 4000 0 0
AG SVCS AMER INC COM 001250109 36225 2100 X 2100 0 0
AGL RESOURCES INC COM 001204106 348930 18925 X 1175 0 17750
AGL RESOURCES INC COM 001204106 172925 9379 X 8979 0 400
AGREE RLTY CORP COM 008492100 18438 1000 X 1000 0 0
AGRIBRANDS INTL INC COM 00849R105 25004 632 X 632 0 0
AGRIBRANDS INTL INC COM 00849R105 1068 27 X 27 0 0
AGRITOPE INC COM 00855D107 350 100 X 100 0 0
AHL SERVICES INC COM 001296102 14963 600 X 0 0 600
AIR EXPRESS INTL CORP COM 009104100 641988 25300 X 25300 0 0
</TABLE>
PAGE 2
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AIR PRODS & CHEMS INC COM 009158106 14515478 360633 X 312473 0 48160
AIR PRODS & CHEMS INC COM 009158106 10755525 267218 X 253268 0 13950
AIRBORNE FREIGHT CORP COM 009266107 660430 23853 X 5403 0 18450
AIRBORNE FREIGHT CORP COM 009266107 13844 500 X 500 0 0
AIRGAS INC COM 009363102 105350 8600 X 0 0 8600
AIRLEASE LTD DEPOSITARY UNIT 009366105 5781 500 X 500 0 0
AIRNET SYSTEMS INC COM 009417106 7318350 542100 X 393100 0 149000
AIRTOUCH COMMUNICATIONS INC COM 00949T100 2153 20 X 20 0 0
AK STEEL HOLDING CORP COM 001547108 762750 33900 X 0 0 33900
AKSYS LTD COM 010196103 87 15 X 0 0 15
ALASKA AIR GROUP INC 011659109 329825 7900 X 0 0 7900
ALBANY INTERNATIONAL CORP CL A COM 012348108 83475 3975 X 904 0 3071
ALBANY MOLECULAR RESH INC COM 012423109 65450 2200 X 0 0 2200
ALBEMARLE CORP COM 012653101 9250 400 X 400 0 0
ALBEMARLE CORP COM 012653101 53928 2332 X 2332 0 0
ALBERTO CULVER CO CL A 013068200 38675 1700 X 1700 0 0
ALBERTO CULVER CO CL A 013068200 52325 2300 X 2300 0 0
ALBERTO CULVER CO CL B COM 013068101 123274 4630 X 2148 0 2482
ALBERTSONS INC COM 013104104 28312402 549089 X 443085 0 106004
ALBERTSONS INC COM 013104104 7245047 140510 X 137255 0 3255
ALCOA INC COM 013817101 13455833 217468 X 133528 0 83940
ALCOA INC COM 013817101 4500911 72742 X 64182 0 8560
ALDILA INC COM 014384101 738 400 X 400 0 0
ALEXANDER & BALDWIN INC 014482103 48950 2200 X 800 0 1400
ALEXANDER & BALDWIN INC 014482103 3783 170 X 170 0 0
ALIANT COMMUNICATIONS INC COM 016090102 138563 3000 X 3000 0 0
ALKERMES INC COM 01642T108 23356 1010 X 100 0 910
ALKERMES INC COM 01642T108 28906 1250 X 850 0 400
ALLEGHANY CORP DEL COM 017175100 1088540 5884 X 2080 0 3804
ALLEGHANY CORP DEL COM 017175100 673400 3640 X 3640 0 0
ALLEGHENY ENERGY INC COM 017361106 2161301 67409 X 52609 0 14800
ALLEGHENY ENERGY INC COM 017361106 2179673 67982 X 65082 0 2900
ALLEGHENY TELEDYNE INC COM 017415100 1052402 46515 X 15640 0 30875
ALLEGHENY TELEDYNE INC COM 017415100 470057 20776 X 8925 0 11851
ALLEN TELECOM INC COM 018091108 226600 20600 X 19300 0 1300
ALLERGAN INC COM 018490102 3209454 28914 X 5114 0 23800
ALLERGAN INC COM 018490102 1047174 9434 X 9276 0 158
ALLERGAN SPECIALTY THERA CL A COM 018494104 696 64 X 44 0 20
ALLERGAN SPECIALTY THERA CL A COM 018494104 707 65 X 65 0 0
ALLIANCE BANCORP OF NEW ENGLAND COM 01852Q109 261013 21199 X 21199 0 0
ALLIANCE FIN'L CORP 019205103 219576 10711 X 0 0 10711
ALLIANCE GAMING CORP COM NEW 01859P609 214 57 X 0 0 57
ALLIANCE PHARMACEUTICAL CORP COM 018773101 84788 32300 X 30900 0 1400
</TABLE>
PAGE 3
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ALLIANT ENERGY CORP COM 018802108 259688 9152 X 3854 0 5298
ALLIANT ENERGY CORP COM 018802108 164774 5807 X 5252 0 555
ALLIANT TECHSYSTEMS INC COM 018804104 4195250 48500 X 21800 0 26700
ALLIANT TECHSYSTEMS INC COM 018804104 248688 2875 X 2875 0 0
ALLIED CAP CORP NEW COM 01903Q108 15048 627 X 627 0 0
ALLIED WASTE INDS INC COM 019589308 851225 43100 X 0 0 43100
ALLIEDSIGNAL INC COM 019512102 54375300 863100 X 789769 0 73331
ALLIEDSIGNAL INC COM 019512102 7366968 116936 X 108910 700 7326
ALLMERICA FINL CORP COM 019754100 2157810 35483 X 14168 0 21315
ALLMERICA FINL CORP COM 019754100 209195 3440 X 3440 0 0
ALLSTATE CORP COM 020002101 7396564 206176 X 107198 0 98978
ALLSTATE CORP COM 020002101 2049969 57142 X 56238 0 904
ALLTEL CORP 020039103 4382593 61295 X 46443 0 14852
ALLTEL CORP 020039103 1927855 26963 X 26275 0 688
ALLTRISTA CORP COM 020040101 59400 1800 X 0 0 1800
ALPHA INDS INC COM 020753109 681038 14300 X 14300 0 0
ALPHARMA INC CL A COM 020813101 6786392 190830 X 157830 0 33000
ALTERA CORP 021441100 24631980 669120 X 648520 0 20600
ALTERA CORP 021441100 723366 19650 X 18650 0 1000
ALTERRA HEALTHCARE CORP COM 02146C104 1375 100 X 100 0 0
ALZA CORP DEL 022615108 815781 16035 X 7057 0 8978
ALZA CORP DEL 022615108 46907 922 X 922 0 0
AMAZON COM INC COM 023135106 1549923 12387 X 1667 0 10720
AMAZON COM INC COM 023135106 43794 350 X 350 0 0
AMBAC FINANCIAL GROUP INC COM 023139108 2896238 50700 X 0 0 50700
AMC ENTERTAINMENT INC COM 001669100 8547 444 X 444 0 0
AMCAST INDL CORP 023395106 112556 6900 X 6900 0 0
AMCAST INDL CORP 023395106 207169 12700 X 12700 0 0
AMCOL INTL CORP COM 02341W103 293250 20400 X 20400 0 0
AMCOL INTL CORP COM 02341W103 3594 250 X 250 0 0
AMDOCS LTD COM G02602103 517563 22750 X 0 0 22750
AMER INTERNATIONAL GROUP INC COM 026874107 465990310 3974331 X 3584125 1726 388480
AMER INTERNATIONAL GROUP INC COM 026874107 122386723 1043810 X 968428 6846 68536
AMERADA HESS CORP COM 023551104 788732 13256 X 4059 0 9197
AMERADA HESS CORP COM 023551104 287802 4837 X 4837 0 0
AMERCIAN CLASSIC VOYAGER CO COM 024928103 6001440 250060 X 248660 0 1400
AMEREN CORP COM 023608102 3193261 83212 X 58212 0 25000
AMEREN CORP COM 023608102 2514599 65527 X 65527 0 0
AMERICA ONLINE INC COM 02364J104 53436130 485783 X 324100 0 161683
AMERICA ONLINE INC COM 02364J104 2555960 23236 X 19836 800 2600
AMERICA WEST HLDG CORP CL B COM 023657208 64175 3400 X 0 0 3400
AMERICAN ANNUITY GROUP INC COM 023840101 5383500 222000 X 171000 0 51000
AMERICAN ANNUITY GROUP INC COM 023840101 15811 652 X 652 0 0
</TABLE>
PAGE 4
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMERICAN BANKERS INSURANCE GROUP COM 024456105 2368031 43500 X 29700 0 13800
AMERICAN BK CONN WATERBURY COM 024327108 24375 1000 X 0 0 1000
AMERICAN EAGLE OUTFITTERS INC NEW CO 02553E106 1005550 22100 X 0 0 22100
AMERICAN ELEC PWR INC 025537101 4611511 122769 X 56120 0 66649
AMERICAN ELEC PWR INC 025537101 1343085 35756 X 34826 100 830
AMERICAN EXPRESS CO COM 025816109 45981621 353365 X 264326 500 88539
AMERICAN EXPRESS CO COM 025816109 24145084 185553 X 172115 800 12638
AMERICAN FINL GROUP INC COM 025932104 105968 3111 X 3111 0 0
AMERICAN FREIGHTWAYS INC 02629V108 463631 23700 X 23700 0 0
AMERICAN GENERAL CORP 026351106 5806589 77036 X 19083 0 57953
AMERICAN GENERAL CORP 026351106 1253034 16624 X 15924 0 700
AMERICAN GREETINGS CORP CL A 026375105 4900524 162673 X 63929 0 98744
AMERICAN GREETINGS CORP CL A 026375105 64769 2150 X 2150 0 0
AMERICAN HEALTHCORP INC 02649V104 2022431 243300 X 165000 0 78300
AMERICAN HERITAGE LIFE INVT CORP COM 026522102 22050 900 X 0 0 900
AMERICAN HERITAGE LIFE INVT CORP COM 026522102 195951 7998 X 7998 0 0
AMERICAN HOME PRODS CORP 026609107 225830066 3936036 X 3652687 1300 282049
AMERICAN HOME PRODS CORP 026609107 127915268 2229460 X 2085390 8350 135720
AMERICAN HOMESTAR CORP COM 026651109 4490289 653133 X 466145 0 186988
AMERICAN ITALIAN PASTA CL A COM 027070101 273375 9000 X 0 0 9000
AMERICAN MGMT SYS INC 027352103 1757025 54800 X 47670 0 7130
AMERICAN NATL INS CO 028591105 35625 500 X 0 0 500
AMERICAN NATL INS CO 028591105 53438 750 X 450 0 300
AMERICAN POWER CONVERSION CORP COM 029066107 818383 40665 X 31965 0 8700
AMERICAN POWER CONVERSION CORP COM 029066107 297850 14800 X 14800 0 0
AMERICAN RETIREMENT CORP COM 028913101 25000 2000 X 2000 0 0
AMERICAN STD COS INC DEL COM 029712106 2188800 45600 X 800 0 44800
AMERICAN STS WTR CO COM 029899101 190113 6700 X 6700 0 0
AMERICAN TOWER CORP CL A 029912201 21390000 891250 X 866250 0 25000
AMERICAN TOWER CORP CL A 029912201 208800 8700 X 700 0 8000
AMERICAN WATER WORKS 030411102 254241 8268 X 8268 0 0
AMERICAN WATER WORKS 030411102 229703 7470 X 2270 0 5200
AMERICREDIT CORP COM 03060R101 768000 48000 X 47000 0 1000
AMERIPATH INC COM 03071D109 136008 15769 X 769 0 15000
AMERISOURCE HEALTH CORP CL A COM 03071P102 57758 2265 X 65 0 2200
AMERITECH CORP NEW COM 030954101 39452228 536765 X 429232 100 107433
AMERITECH CORP NEW COM 030954101 30939678 420948 X 404256 0 16692
AMERITRADE HOLDINGS CORP CL A COM 03072H109 83740 790 X 500 0 290
AMERN INTL PETE CORP COM NEW $0.08 026909408 5313 5000 X 5000 0 0
AMERUS LIFE HOLDINGS INC A COM 030732101 7484427 277201 X 175804 0 101397
AMERUS LIFE HOLDINGS INC A COM 030732101 21600 800 X 800 0 0
AMES DEPT STORES INC COM 030789507 1291188 28300 X 20800 0 7500
AMES DEPT STORES INC COM 030789507 114063 2500 X 2500 0 0
</TABLE>
PAGE 5
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMETEC INC NEW COM 031100100 987850 42950 X 2950 0 40000
AMETEC INC NEW COM 031100100 71507 3109 X 1600 0 1509
AMF BOWLING INC COM 03113V109 8438 1000 X 1000 0 0
AMGEN INC 031162100 11946597 196248 X 75272 0 120976
AMGEN INC 031162100 3577015 58760 X 49932 8528 300
AMKOR TECHNOLOGY INC COM 031652100 3024570 295080 X 293360 0 1720
AMPCO-PITTSBURGH CORP 032037103 256250 20000 X 0 0 20000
AMPEX CORP CL A COM 032092108 4928 950 X 0 0 950
AMPHENOL CORP NEW CL A COM 032095101 27865 701 X 701 0 0
AMR CORP DEL COM 001765106 22626923 331530 X 290221 0 41309
AMR CORP DEL COM 001765106 1894620 27760 X 27600 0 160
AMRESCO INC COM 031909104 216944 33700 X 33700 0 0
AMRESCO INC COM 031909104 32188 5000 X 5000 0 0
AMSOUTH BANCORPORATION COM 032165102 1103400 47586 X 15486 0 32100
AMSOUTH BANCORPORATION COM 032165102 16718 721 X 0 0 721
AMSURG CORP CL A COM 03232P108 234627 31025 X 0 0 31025
AMSURG CORP CL B COM 03232P207 74725 9800 X 0 0 9800
AMTRAN INC 03234G106 24625 1000 X 0 0 1000
AMWAY ASIA PACIFIC LTD COM G0352M108 6698 570 X 0 0 570
AMYLIN PHARMACEUTICALS INC COM 032346108 6750 6000 X 3500 0 2500
ANADARKO PETE CORP 032511107 86864321 2359642 X 2219782 0 139860
ANADARKO PETE CORP 032511107 5793846 157388 X 150530 0 6858
ANADIGICS INC COM 032515108 7400 200 X 200 0 0
ANALOG DEVICES INC 032654105 2899332 57770 X 15513 0 42257
ANALOG DEVICES INC 032654105 949397 18917 X 12584 6333 0
ANALOGIC CORP (NEW) 032657207 11709925 376600 X 271100 0 105500
ANALYSTS INTL CORP COM 032681108 4426063 307900 X 239800 0 68100
ANCHOR BANCORP WI INC COM 032839102 354469 19900 X 19100 0 800
ANCHOR GAMING COM 033037102 440541 9166 X 9100 0 66
ANDOVER BANCORP INC COM 034258103 158444 5050 X 2550 0 2500
ANDOVER BANCORP INC COM 034258103 51769 1650 X 1650 0 0
ANDREA ELECTRS CORP COM 034393108 3900 600 X 600 0 0
ANDREW CORP COM 034425108 359453 18981 X 5309 0 13672
ANDREW CORP COM 034425108 10643 562 X 562 0 0
ANDRX CORPORATION COM 034551101 46275 600 X 0 0 600
ANESTA CORP COM 034603100 2406516 117750 X 116180 0 1570
ANGEION CORP COM NEW 03462H305 231 100 X 100 0 0
ANGELICA CORP COM 034663104 116325 6600 X 6600 0 0
ANGELICA CORP COM 034663104 6169 350 X 350 0 0
ANHEUSER-BUSCH COMPANIES INC COM 035229103 27372582 385869 X 275797 300 109772
ANHEUSER-BUSCH COMPANIES INC COM 035229103 10596573 149379 X 134104 2000 13275
ANICOM INC COM 035250109 9881 941 X 941 0 0
ANIKA THERAPEUTICS INC COM 035255108 110500 13000 X 10000 0 3000
</TABLE>
PAGE 6
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ANIXTER INTL INC COM 035290105 494575 27100 X 27100 0 0
ANNTAYLOR STORES CORP 036115103 877500 19500 X 19500 0 0
ANNUITY & LIFE RE HOLDINGS LTD COM G03910109 2160731 96300 X 93340 0 2960
ANSOFT CORP COM 036384105 1625 200 X 200 0 0
ANSWERTHINK CONSULTING GROUP INC COM 036916104 772903 30610 X 29810 0 800
ANTEC CORP COM 03664P105 57392 1790 X 0 0 1790
ANTHRACITE CAPITAL INC COM 037023108 13125 2000 X 2000 0 0
AON CORP 037389103 1446926 35077 X 24877 0 10200
AON CORP 037389103 612563 14850 X 14101 0 749
APACHE CORP COM 037411105 832104 21336 X 21036 0 300
APACHE CORP COM 037411105 105300 2700 X 2700 0 0
APOGEE ENTERPRISES INC COM 037598109 276813 20600 X 15800 0 4800
APOLLO GROUP INC CL A COM 037604105 263898 9935 X 35 0 9900
APOLLO GROUP INC CL A COM 037604105 265625 10000 X 10000 0 0
APPLE COMPUTER INC COM 037833100 1530119 33039 X 11536 0 21503
APPLE COMPUTER INC COM 037833100 145884 3150 X 3150 0 0
APPLE ORTHODONTIX COM 037849106 554225 316700 X 239600 0 77100
APPLEBEES INTL INC 037899101 10576888 351100 X 254200 0 96900
APPLIED ANALYTICS INDUSTRIES COM 037939105 15750 1400 X 0 0 1400
APPLIED INDUSTRIAL TECH COM 03820C105 377720 19880 X 19880 0 0
APPLIED INDUSTRIAL TECH COM 03820C105 433295 22805 X 22805 0 0
APPLIED MAGNETICS CORP 038213104 98047 31375 X 31300 0 75
APPLIED MATERIALS INC COM 038222105 67311354 911152 X 775812 400 134940
APPLIED MATERIALS INC COM 038222105 4088612 55345 X 47045 0 8300
APPLIED MICRO CIRCUITS CORP COM 03822W109 1940689 23595 X 19670 0 3925
APPLIED PWR INC CL A COM 038225108 1077642 39456 X 28605 0 10851
APPLIED PWR INC CL A COM 038225108 7893 289 X 289 0 0
APPLIED SCIENCE & TECHNOLOGY INC COM 038236105 5063 225 X 0 0 225
APPLIX INC COM 038316105 8750 1000 X 0 0 1000
APTARGROUP INC COM 038336103 934200 31140 X 12690 0 18450
AQUA ALLIANCE INC CL A 038367108 156 100 X 0 0 100
AQUARION CO COM 03838W101 398148 11396 X 11096 0 300
AQUARION CO COM 03838W101 1586372 45406 X 43906 0 1500
ARCH CHEMICALS INC COM 03937R102 4863 200 X 0 0 200
ARCH CHEMICALS INC COM 03937R102 19790 814 X 814 0 0
ARCHER DANIELS MIDLAND CO 039483102 4464834 289220 X 159979 0 129241
ARCHER DANIELS MIDLAND CO 039483102 1963187 127170 X 117740 0 9430
ARCTIC CAT INC COM 039670104 185006 20700 X 20700 0 0
ARCTIC CAT INC COM 039670104 894 100 X 100 0 0
ARDENT SOFTWARE INC COM 039794102 2173514 102283 X 99808 0 2475
ARDENT SOFTWARE INC COM 039794102 31875 1500 X 1500 0 0
ARGENTARIA SPONSORED ADR 04011W108 69000 1500 X 0 0 1500
ARGONAUT GROUP INC 040157109 547200 22800 X 1850 0 20950
ARGONAUT GROUP INC 040157109 147096 6129 X 3000 0 3129
</TABLE>
PAGE 7
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ARGUSS HLDGS INC COM 040282105 18938 1000 X 1000 0 0
ARGUSS HLDGS INC COM 040282105 123094 6500 X 6500 0 0
ARKANSAS BEST CORP DEL COM 040790107 145088 14600 X 14600 0 0
ARM FINANCIAL GROUP CL A COM 001944107 19550 2300 X 0 0 2300
ARMCO INC COM 042170100 656087 99032 X 132 0 98900
ARMSTRONG WORLD INDS INC 042476101 2833391 49010 X 43244 0 5766
ARMSTRONG WORLD INDS INC 042476101 1366688 23640 X 22740 900 0
ARNOLD INDUSTRIES INC 042595108 772 50 X 50 0 0
ARROW ELECTRONICS INC 042735100 3336210 175590 X 53000 0 122590
ARROW FINL CORP COM 042744102 37004 1403 X 0 0 1403
ARROW FINL CORP COM 042744102 199421 7561 X 7561 0 0
ARTECON INC COM 043003102 844 375 X 375 0 0
ARTESYN TECHNOLOGIES INC COM 043127109 11094 500 X 500 0 0
ARTHROCARE CORP COM 043136100 36900 1800 X 0 0 1800
ARTISAN COMPONENTS INC COM 042923102 116250 10000 X 0 0 10000
ARVIN INDUSTRIES COM 043339100 2027184 53523 X 47399 0 6124
ARVIN INDUSTRIES COM 043339100 582442 15378 X 15243 135 0
ASARCO INCORPORATED COM 043413103 106197 5645 X 2044 0 3601
ASARCO INCORPORATED COM 043413103 81007 4306 X 4306 0 0
ASCENT ENTMT GROUP INC COM 043628106 248981 17627 X 967 0 16660
ASCENT ENTMT GROUP INC COM 043628106 36584 2590 X 2590 0 0
ASHLAND INC COM 044204105 728750 18162 X 8287 0 9875
ASHLAND INC COM 044204105 99510 2480 X 2380 0 100
ASHWORTH INC COM 04516H101 58275 12600 X 12600 0 0
ASI SOLUTIONS INC COM 00206F108 3430688 415841 X 349281 0 66560
ASM LITHOGRAPHY HLDG N V ORD COM N07059111 207813 3500 X 0 0 3500
ASPECT DEVELOPMENT INC COM 045234101 42550 2300 X 1000 0 1300
ASPECT TELECOMMUNICATIONS CORP 045237104 374400 38400 X 37200 0 1200
ASPEN TECHNOLOGY INC COM DELAWARE 045327103 219725 18700 X 18700 0 0
ASSISTED LIVING CONCEPTS INC COM 04543L109 863 300 X 0 0 300
ASSOCIATED BANC CORP COM 045487105 347189 8366 X 8366 0 0
ASSOCIATED GROUP INC CL A 045651106 1002925 15400 X 400 0 15000
ASSOCIATED GROUP INC CL B 045651205 717063 11000 X 1000 0 10000
ASSOCIATES FIRST CAP CORP COM 046008108 137350491 3112759 X 2800393 2610 309756
ASSOCIATES FIRST CAP CORP COM 046008108 22075076 500285 X 481843 2784 15658
ASTEA INTL INC COM 04622E109 1469 500 X 0 0 500
ASTEC INDS INC 046224101 4591303 112670 X 112170 0 500
ASTORIA FINL CORP COM 046265104 138447 3151 X 386 0 2765
ASTRO MED INC NEW 04638F108 61875 9000 X 0 0 9000
ASTRO MED INC NEW 04638F108 55688 8100 X 8100 0 0
ASTRONICS CORP COM 046433108 204270 20427 X 20427 0 0
ASTRONICS CORP COM 046433108 203920 20392 X 20392 0 0
ASYST TECHNOLOGY CORP COM 04648X107 4414883 147470 X 146570 0 900
</TABLE>
PAGE 8
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AT HOME CORP SER A COM 045919107 723787 13419 X 2619 0 10800
AT HOME CORP SER A COM 045919107 252967 4690 X 4690 0 0
ATCHISON CASTING CORP COM 046613105 1095355 110922 X 81322 0 29600
ATEC GROUP INC NEW COM 00206X604 2906 750 X 0 0 750
ATLANTIC BK & TR CO BOSTON MASS COM 04822G102 3550 200 X 0 0 200
ATLANTIC COAST AIRLINES HOLDINGS INC 048396105 72200 3800 X 0 0 3800
ATLANTIC DATA SVCS INC COM 048523104 8750 2000 X 0 0 2000
ATLANTIC RICHFIELD CO COM 048825103 101714865 1217231 X 1147151 150 69930
ATLANTIC RICHFIELD CO COM 048825103 35234295 421652 X 408299 900 12453
ATLAS AIR INC COM 049164106 4761874 147655 X 146855 0 800
ATMEL CORP COM 049513104 2300755 87857 X 100 0 87757
ATMI INC COM 00207R101 59500 2000 X 2000 0 0
ATMOS ENERGY CORP COM 049560105 5275000 211000 X 129200 0 81800
ATMOS ENERGY CORP COM 049560105 10000 400 X 400 0 0
ATRIX LABS INC 04962L101 14438 1500 X 1500 0 0
AUDIOCODES LTD COM M15342104 18900 700 X 0 0 700
AURA SYS INC COM 051526101 3610 16500 X 16000 0 500
AURORA FOODS INC COM 05164B106 3476200 198640 X 195540 0 3100
AUSPEX SYS INC COM 052116100 208800 19200 X 19200 0 0
AUSPEX SYS INC COM 052116100 21750 2000 X 2000 0 0
AUTHENTIC FITNESS CORP 052661105 301000 17200 X 17200 0 0
AUTOCYTE INC COM 052768108 9000 1500 X 1500 0 0
AUTODESK INC COM 052769106 229848 7775 X 2983 0 4792
AUTODESK INC COM 052769106 5913 200 X 200 0 0
AUTOIMMUNE INC COM 052776101 4750 2000 X 2000 0 0
AUTOLIV INC COM 052800109 6171 204 X 204 0 0
AUTOLIV INC COM 052800109 30401 1005 X 1005 0 0
AUTOMATIC DATA PROCESSING INC 053015103 417456380 9487645 X 8415330 5950 1066365
AUTOMATIC DATA PROCESSING INC 053015103 160984780 3658745 X 3506888 24100 127757
AUTONATION INC COM 05329W102 1810997 101670 X 6100 0 95570
AUTONATION INC COM 05329W102 3563 200 X 200 0 0
AUTOTOTE CORP CL A 053323101 8146 3430 X 0 0 3430
AUTOZONE INC COM 053332102 3581772 118897 X 13897 0 105000
AUTOZONE INC COM 053332102 533213 17700 X 17700 0 0
AVATAR HLDGS INC 053494100 153394 8100 X 0 0 8100
AVERY DENNISON CORP COM 053611109 3801391 62963 X 38388 0 24575
AVERY DENNISON CORP COM 053611109 4408401 73017 X 67217 0 5800
AVIATION SALES CO COM 053672101 9456300 239400 X 166100 0 73300
AVID TECHNOLOGY INC COM 05367P100 312019 19350 X 18300 0 1050
AVIS RENT A CAR COM 053790101 46600 1600 X 0 0 1600
AVISTA CORP COM 05379B107 56063 3450 X 3450 0 0
AVISTA CORP COM 05379B107 73125 4500 X 4400 0 100
AVNET INC COM 053807103 16036455 344870 X 304770 0 40100
AVNET INC COM 053807103 237150 5100 X 4900 0 200
</TABLE>
PAGE 9
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AVON PRODS INC COM 054303102 2972913 53566 X 22714 0 30852
AVON PRODS INC COM 054303102 586968 10576 X 10176 0 400
AVONDALE INDS INC 054350103 66300 1700 X 0 0 1700
AVT CORP COM 002420107 49238 1300 X 0 0 1300
AWARE INC MASSACHUSETTS COM 05453N100 4613 100 X 100 0 0
AXENT TECHNOLOGIES INC COM 05459C108 4450 400 X 300 0 100
AXSYS TECHNOLOGIES INC COM 054615109 28520 2480 X 2480 0 0
AXYS PHARMACEUTICALS INC COM 054635107 10125 3000 X 0 0 3000
AZTAR CORP COM 054802103 724894 78900 X 33900 0 45000
AZURIX CORP COM 05501M104 3740000 187000 X 111000 0 76000
B J SERVICES CO COM 055482103 21455375 728845 X 657345 0 71500
B J SERVICES CO COM 055482103 1257864 42730 X 42730 0 0
BAAN CO NV COM N08044104 1588 100 X 0 0 100
BACKWEB TECHNOLOGIES LTD COM M15633106 1369 50 X 0 0 50
BACOU USA INC COM 056439102 59719 3500 X 500 0 3000
BADGER METER INC COM 056525108 10425 300 X 300 0 0
BAIRNCO CORP COM 057097107 750 100 X 0 0 100
BAKER HUGHES INC COM 057224107 61051238 1822425 X 1649846 0 172579
BAKER HUGHES INC COM 057224107 2308385 68907 X 59604 0 9303
BAKER J INC COM 057232100 136862 15868 X 15868 0 0
BALANCED CARE CORPORATION COM 057630105 8000 4000 X 0 0 4000
BALDOR ELECTRIC CO COM 057741100 597562 30066 X 28800 0 1266
BALDOR ELECTRIC CO COM 057741100 7950 400 X 400 0 0
BALL CORP COM 058498106 2725759 64515 X 40121 0 24394
BALL CORP COM 058498106 76050 1800 X 1800 0 0
BALLARD MED PRODS COM 058566100 531525 22800 X 16734 0 6066
BALLARD PWR SYSTEMS INC COM 05858H104 60800 1900 X 1900 0 0
BALLARD PWR SYSTEMS INC COM 05858H104 16000 500 X 500 0 0
BALLY TOTAL FITNESS HOLDINGS COM 05873K108 13547502 477445 X 383245 0 94200
BANCO SANTANDER PUERTO RICO COM 059646109 3613 200 X 200 0 0
BANCORP CONN INC COM 059684100 96600 5600 X 5600 0 0
BANCORP CONN INC COM 059684100 208311 12076 X 10568 0 1508
BANCTEC INC COM 059784108 18383085 1024841 X 764791 0 260050
BANCTEC INC COM 059784108 13202 736 X 736 0 0
BANCWEST CORP NEW COM 059790105 3713 100 X 100 0 0
BANDAG INC CL A 059815308 47813 1700 X 0 0 1700
BANDAG INC CL A 059815308 8438 300 X 300 0 0
BANGOR HYDRO ELECTRIC CO 060077104 88688 5500 X 5500 0 0
BANGOR HYDRO ELECTRIC CO 060077104 7014 435 X 435 0 0
BANK GRANITE CORP COM 062401104 9234 375 X 375 0 0
BANK NEW YORK INC 064057102 31184302 849998 X 771042 0 78956
BANK NEW YORK INC 064057102 23760916 647657 X 600474 0 47183
BANK OF AMERICA CORP COM 060505104 117531154 1603153 X 1254035 118 349000
BANK OF AMERICA CORP COM 060505104 20053461 273534 X 258619 178 14737
</TABLE>
PAGE 10
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BANK ONE CORP NEW COM 06423A103 141912481 2382581 X 2152447 654 229480
BANK ONE CORP NEW COM 06423A103 19214148 322588 X 307033 2302 13253
BANK PLUS CORPORATION COM 064446107 1075 200 X 200 0 0
BANK RHODE ISLAND COM 064576101 86063 8500 X 0 0 8500
BANK UNITED CORP CL A COM 065412108 84394 2100 X 0 0 2100
BANKBOSTON CORP COM 06605R106 37814453 739647 X 650771 1000 87876
BANKBOSTON CORP COM 06605R106 12249346 239596 X 200686 90 38820
BANKNORTH GROUP INC DEL COM 06646L100 1452297 44009 X 17600 21636 4773
BANKNORTH GROUP INC DEL COM 06646L100 23430 710 X 710 0 0
BANKUNITED FINL CORP CL A COM 06652B103 1925 200 X 200 0 0
BANTA CORP COM 066821109 33600 1600 X 0 0 1600
BANYAN SYSTEMS COM 066908104 201250 18400 X 0 0 18400
BAR HARBOR BANKSHARES COM 066849100 356000 16000 X 16000 0 0
BAR HARBOR BANKSHARES COM 066849100 4450 200 X 200 0 0
BARD C R INC 067383109 639636 13378 X 8949 0 4429
BARD C R INC 067383109 1028638 21514 X 21514 0 0
BARNES & NOBLE INC COM 067774109 163703 5980 X 4600 0 1380
BARNES & NOBLE INC COM 067774109 47906 1750 X 1400 0 350
BARNES GROUP INC 067806109 9461185 434997 X 402997 0 32000
BARNES GROUP INC 067806109 56525966 2598895 X 27240 0 2571655
BARNESANDNOBLE.COM INC COM 067846105 70200 3900 X 3900 0 0
BARNESANDNOBLE.COM INC COM 067846105 10800 600 X 600 0 0
BARNETT INC COM 068062108 60000 8000 X 8000 0 0
BARR LABS INC COM 068306109 665913 16700 X 16700 0 0
BARRETT BUSINESS SVCS INC COM 068463108 1066750 125500 X 103600 0 21900
BARRETT RES CORP 068480201 917163 23900 X 23900 0 0
BARRETT RES CORP 068480201 29933 780 X 780 0 0
BARRY R G CORP OHIO COM 068798107 1823 221 X 221 0 0
BASE TEN SYS INC CL A 069779205 155 165 X 0 0 165
BASSETT FURNITURE INDS INC COM 070203104 5945213 259900 X 193859 0 66041
BATTERIES BATTERIES INC COM 071326102 16875 10000 X 0 0 10000
BATTLE MOUNTAIN GOLD CO 071593107 49218 20192 X 20192 0 0
BATTLE MOUNTAIN GOLD CO 071593107 8495 3485 X 3485 0 0
BAUSCH & LOMB COM 071707103 2809004 36719 X 12175 0 24544
BAUSCH & LOMB COM 071707103 650250 8500 X 8500 0 0
BAXTER INTERNATIONAL COM 071813109 14944487 246507 X 204320 0 42187
BAXTER INTERNATIONAL COM 071813109 7490522 123555 X 119868 0 3687
BB & T CORP COM 054937107 1016611 27710 X 24394 0 3316
BB & T CORP COM 054937107 23994 654 X 654 0 0
BE AEROSPACE INC COM 073302101 377488 20200 X 10500 0 9700
BEA SYS INC COM 073325102 7215887 252635 X 250135 0 2500
BEAR STEARNS COM 073902108 9178989 196342 X 166792 0 29550
BEAR STEARNS COM 073902108 72650 1554 X 1554 0 0
</TABLE>
PAGE 11
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BEAZER HOMES USA INC COM 07556Q105 5751558 248716 X 158795 0 89921
BEBE STORES INC COM 075571109 153000 4500 X 0 0 4500
BEC ENERGY COM 05538M101 319069 7735 X 7667 0 68
BEC ENERGY COM 05538M101 242344 5875 X 5875 0 0
BECKMAN COULTER INC COM 075811109 245167 5042 X 4142 0 900
BECKMAN COULTER INC COM 075811109 135129 2779 X 2779 0 0
BECTON DICKINSON & CO COM 075887109 113402370 3780079 X 3537514 2850 239715
BECTON DICKINSON & CO COM 075887109 8706810 290227 X 267172 100 22955
BED BATH & BEYOND INC COM 075896100 4693150 121900 X 117000 0 4900
BED BATH & BEYOND INC COM 075896100 11550 300 X 300 0 0
BEI TECHNOLOGIES COM 05538P104 69000 6900 X 2100 0 4800
BEL FUSE INC CL A COM 077347201 14000 500 X 0 0 500
BEL FUSE INC CL B COM 077347300 13000 500 X 0 0 500
BELDEN INC COM 077459105 435663 18200 X 18200 0 0
BELL & HOWELL COMPANY COM 077852101 7746647 204870 X 166470 0 38400
BELL ATLANTIC CORPORATION COM 077853109 84994691 1300110 X 1090606 1100 208404
BELL ATLANTIC CORPORATION COM 077853109 55719766 852310 X 805102 3264 43944
BELL SOUTH CORP COM 079860102 110225604 2389715 X 2230137 500 159078
BELL SOUTH CORP COM 079860102 82834781 1795876 X 1721726 7300 66850
BELLWETHER EXPL CO COM NEW 079895207 2258300 410600 X 302700 0 107900
BELO A H CORP CL A COM 080555105 4075116 206990 X 198630 0 8360
BELO A H CORP CL A COM 080555105 9872454 501458 X 499858 0 1600
BEMIS CO COM 081437105 1648552 41473 X 23951 0 17522
BEMIS CO COM 081437105 2460525 61900 X 61900 0 0
BEN & JERRY'S HOMEMADE INC CL A COM 081465106 7493 270 X 270 0 0
BEN & JERRY'S HOMEMADE INC CL A COM 081465106 47453 1710 X 1710 0 0
BENCHMARK ELECTRONICS INC COM 08160H101 23136563 643800 X 435526 0 208274
BENTON OIL & GAS CO COM 083288100 44400 22200 X 19400 0 2800
BERGEN BRUNSWIG CORP CL A COM 083739102 239775 13900 X 1850 0 12050
BERGEN BRUNSWIG CORP CL A COM 083739102 1018 59 X 59 0 0
BERINGER WINE ESTATES HLDGS CL B COM 084102102 20891 500 X 500 0 0
BERKSHIRE HATHAWAY INC CL A COM 084670108 8719200 126 X 96 0 30
BERKSHIRE HATHAWAY INC CL A COM 084670108 11625600 168 X 167 0 1
BERKSHIRE HATHAWAY INC CL B COM 084670207 14107520 6298 X 5116 0 1182
BERKSHIRE HATHAWAY INC CL B COM 084670207 18159680 8107 X 7897 0 210
BERRY PETE CO CL A COM 085789105 1344969 96500 X 96500 0 0
BEST BUY INC COM 086516101 283500 4200 X 0 0 4200
BEST SOFTWARE INC COM 086579109 1801646 111730 X 110863 0 867
BESTFOODS INC COM 08658U101 186568322 3769057 X 3563056 2300 203701
BESTFOODS INC COM 08658U101 50443223 1019055 X 971470 4670 42915
BETHLEHEM STEEL CORP COM 087509105 189089 24597 X 7812 0 16785
BEVERLY ENTERPRISES INC COM NEW 087851309 3870 480 X 480 0 0
BHC COMMUNICATIONS INC CL A COM 055448104 728000 5600 X 3200 0 2400
</TABLE>
PAGE 12
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BIG FLOWER HLDGS INC COM 089159107 31875 1000 X 0 0 1000
BILLING CONCEPTS CORP COM 090063108 304300 27200 X 27200 0 0
BINDLEY WESTN INDS INC 090324104 9775963 423890 X 285091 0 138799
BINDVIEW DEV CORP COM 090327107 2473325 104140 X 103617 0 523
BIO RAD LABS INC CL A 090572207 82294 3150 X 1500 0 1650
BIO-TECHNOLOGY GENERAL 090578105 262600 40400 X 39400 0 1000
BIOANALYTICAL SYSTEMS COM 09058M103 387056 98300 X 72000 0 26300
BIOCHEM PHARMA INC COM 09058T108 118125 6300 X 0 0 6300
BIOCHEM PHARMA INC COM 09058T108 5625 300 X 300 0 0
BIOGEN INC 090597105 1220137 18972 X 5072 0 13900
BIOGEN INC 090597105 649556 10100 X 10100 0 0
BIOMATRIX INC COM 09060P102 366563 17000 X 17000 0 0
BIOMET INC COM 090613100 1329479 33446 X 16814 0 16632
BIOMET INC COM 090613100 86894 2186 X 1800 0 386
BIOMIRA INC COM 09161R106 11963 3300 X 3300 0 0
BIOMUNE SYS INC COM 09061T608 4400 2200 X 0 0 2200
BIONOVA HLDG CORP COM 09063Q107 68 20 X 20 0 0
BIONX IMPLANTS INC COM 09064Q106 2750 500 X 0 0 500
BIRMINGHAM STL CORP COM 091250100 93075 21900 X 21900 0 0
BISYS GROUP INC COM 055472104 4713930 80580 X 74180 0 6400
BJS WHOLESALE CLUB INC COM 05548J106 586219 19500 X 600 0 18900
BJS WHOLESALE CLUB INC COM 05548J106 93074 3096 X 800 0 2296
BLACK & DECKER CORP 091797100 32526608 515273 X 469273 300 45700
BLACK & DECKER CORP 091797100 2196813 34801 X 31151 0 3650
BLACK BOX CORP DEL COM 091826107 24561 490 X 400 0 90
BLACK HILLS CORP COM 092113109 129778 5612 X 5200 412 0
BLACK HILLS CORP COM 092113109 47869 2070 X 2070 0 0
BLAIR CORP 092828102 40406 1500 X 1500 0 0
BLANCH E W HLDGS INC COM 093210102 705741 10350 X 9700 0 650
BLOCK DRUG INC CL A COM 093644102 151367 3631 X 2509 0 1122
BLOCK H & R INC COM 093671105 2802500 56050 X 44667 0 11383
BLOCK H & R INC COM 093671105 999100 19982 X 19982 0 0
BLOUNT INTL INC CL A COM 095177101 755813 27800 X 27800 0 0
BLOUNT INTL INC CL A COM 095177101 35344 1300 X 1300 0 0
BLUE FISH CLOTHING INC COM 095480109 188 500 X 500 0 0
BLYTH INDS INC COM 09643P108 7820 230 X 0 0 230
BMC INDS INC MINN 055607105 210375 20400 X 18400 0 2000
BMC SOFTWARE INC COM 055921100 5394330 99895 X 30371 0 69524
BMC SOFTWARE INC COM 055921100 1097280 20320 X 20320 0 0
BOB EVANS FARMS INC COM 096761101 5963 300 X 300 0 0
BOB EVANS FARMS INC COM 096761101 9938 500 X 500 0 0
BOEING CO COM 097023105 127751140 2903435 X 2678100 3125 222210
BOEING CO COM 097023105 23305040 529660 X 510377 3000 16283
</TABLE>
PAGE 13
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BOISE CASCADE CO 097383103 264496 6169 X 3127 0 3042
BOISE CASCADE CO 097383103 27612 644 X 644 0 0
BOMBAY INC COM 097924104 3173850 423180 X 420980 0 2200
BOOKS-A-MILLION INC COM 098570104 98660 13100 X 13100 0 0
BORDERS GROUP INC COM 099709107 6325 400 X 0 0 400
BORDERS GROUP INC COM 099709107 4744 300 X 300 0 0
BORG WARNER SEC CORP COM 099733107 4647500 228800 X 158800 0 70000
BORG-WARNER AUTOMOTIVE INC COM 099724106 2348170 42694 X 0 0 42694
BORG-WARNER AUTOMOTIVE INC COM 099724106 56705 1031 X 1031 0 0
BOSTON BEER INC CL A COM 100557107 1355 168 X 133 0 35
BOSTON BEER INC CL A COM 100557107 4031 500 X 500 0 0
BOSTON COMMUNICATION GROUP INC COM 100582105 2701260 201024 X 200024 0 1000
BOSTON LIFE SCIENCES INC COM 100843408 16969 3000 X 3000 0 0
BOSTON SCIENTIFIC CORP COM 101137107 81853454 1862952 X 1752034 600 110318
BOSTON SCIENTIFIC CORP COM 101137107 8168596 185914 X 182094 150 3670
BOTTOMLINE TECHNOLOGIES COM 101388106 5300 100 X 0 0 100
BOWATER INC COM 102183100 161075 3400 X 2100 0 1300
BOWATER INC COM 102183100 9475 200 X 200 0 0
BOWNE & CO INC DEL COM 103043105 369150 27600 X 27600 0 0
BOYKIN LODGING CO COM 103430104 23724 1543 X 1543 0 0
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 7375 1000 X 0 0 1000
BRADY CORP CLASS A 104674106 596375 18350 X 16900 0 1450
BRASS EAGLE INC COM 10553F106 7664756 408787 X 406841 0 1946
BREED TECHNOLOGIES INC COM 106702103 62100 27600 X 21400 0 6200
BRIGGS & STRATTON CORP COM 109043109 366828 6352 X 4432 0 1920
BRIGGS & STRATTON CORP COM 109043109 28875 500 X 500 0 0
BRIGHT HORIZONS FAMILY SOLUT INC COM 109195107 181974 9641 X 0 0 9641
BRIGHTPOINT INC COM 109473108 244470 40325 X 39300 0 1025
BRINKER INTL INC COM 109641100 13108288 476665 X 462500 0 14165
BRINKER INTL INC COM 109641100 33000 1200 X 1200 0 0
BRIO TECHNOLOGY INC COM 109704106 1376800 68840 X 68485 0 355
BRISTOL MYERS SQUIBB CO 110122108 346709223 4922225 X 4401065 1100 520060
BRISTOL MYERS SQUIBB CO 110122108 215250590 3055909 X 2859351 61300 135258
BRITESMILE INC COM 110415106 105514 9379 X 9379 0 0
BROADCOM CORP CL A COM 111320107 1973278 13650 X 100 0 13550
BROADCOM CORP CL A COM 111320107 86738 600 X 600 0 0
BROADVISION INC COM 111412102 73750 1000 X 0 0 1000
BROADVISION INC COM 111412102 147500 2000 X 2000 0 0
BROOKE GROUP LTD COM 112525100 876563 37500 X 9500 0 28000
BROOKS AUTOMATION INC COM 11434A100 140725 5200 X 5200 0 0
BROOKSTONE INC COM 114537103 89001 5742 X 5742 0 0
BROOKTROUT INC 114580103 60716 3780 X 3780 0 0
BROWN & BROWN INC COM 115236101 8196600 215700 X 151200 0 64500
</TABLE>
PAGE 14
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BROWN & SHARPE MANUFACTURING CO CL A 115223109 2673902 491752 X 353852 0 137900
BROWN & SHARPE MANUFACTURING CO CL A 115223109 16 3 X 3 0 0
BROWN FORMAN CORP CL B 115637209 448620 6882 X 4865 0 2017
BROWN FORMAN CORP CL B 115637209 386953 5936 X 5936 0 0
BROWN SHOE COMPANY INC COM 115736100 293843 13510 X 13500 0 10
BROWNING FERRIS INDS INC 115885105 1279723 29761 X 16791 0 12970
BROWNING FERRIS INDS INC 115885105 1222361 28427 X 3344 0 25083
BRUNSWICK CORP COM 117043109 13052887 468265 X 310150 0 158115
BRUNSWICK CORP COM 117043109 19513 700 X 700 0 0
BRUSH WELLMAN 117421107 291813 16100 X 12200 0 3900
BSB BANCORP INC COM 055652101 56700 2100 X 0 0 2100
BSB BANCORP INC COM 055652101 121500 4500 X 0 0 4500
BT FINL CORP 055763106 3680 150 X 150 0 0
BUCKEYE TECHNOLOGIES INC COM 118255108 407025 26800 X 26800 0 0
BUCKLE INC COM 118440106 1581250 55000 X 18000 0 37000
BUDGET GROUP INC CL A COM 119003101 4447275 361200 X 259600 0 101600
BUFFETS INC COM 119882108 17250 1500 X 0 0 1500
BUILDING MATERIALS HOLDING CORP COM 120113105 109250 9500 X 9500 0 0
BURLINGTON INDS INC NEW COM 121693105 46250 5000 X 0 0 5000
BURLINGTON NORTHN SANTA FE CORP COM 12189T104 38017098 1226358 X 1083984 0 142374
BURLINGTON NORTHN SANTA FE CORP COM 12189T104 6583935 212385 X 197505 0 14880
BURLINGTON RES INC COM 122014103 20143990 465757 X 382456 0 83301
BURLINGTON RES INC COM 122014103 2766746 63971 X 56801 100 7070
BURR BROWN CORP COM 122574106 1010923 27602 X 27601 0 1
BUSH INDS INC CL A 123164105 18288 1100 X 1100 0 0
BUTLER MANUFACTURING CO COM 123655102 156450 5600 X 0 0 5600
C & D TECHNOLOGIES INC COM 124661109 462438 15100 X 9400 0 5700
C H ROBINSON WORLDWIDE INC COM 12541W100 9923 270 X 0 0 270
C P CLARE CORP COM 12615K107 3201500 539200 X 395700 0 143500
C-COR ELECTRONICS INC COM 125010108 189550 6800 X 6800 0 0
C-CUBE MICROSYSTEMS INC COM 125015107 890419 28100 X 28100 0 0
C-CUBE MICROSYSTEMS INC COM 125015107 12675 400 X 400 0 0
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 353519 22900 X 22900 0 0
CABLETRON SYS INC COM 126920107 217815 16755 X 15255 0 1500
CABLETRON SYS INC COM 126920107 13000 1000 X 1000 0 0
CABLEVISION SYS CORP 12686C109 2023000 28900 X 1100 0 27800
CABLEVISION SYS CORP 12686C109 82250 1175 X 1175 0 0
CABOT CORP COM 127055101 5384138 222600 X 218700 0 3900
CABOT CORP COM 127055101 101588 4200 X 200 0 4000
CABOT OIL & GAS CORP CL A 127097103 6384762 342806 X 341126 0 1680
CADENCE DESIGN SYS INC COM 127387108 10555662 836092 X 740575 0 95517
CADENCE DESIGN SYS INC COM 127387108 25250 2000 X 100 0 1900
CADMUS COMMUNICATIONS CORP COM 127587103 6875 500 X 0 0 500
</TABLE>
PAGE 15
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CAFE ODYSSEY INC COM 127917102 436857 138408 X 138408 0 0
CAL DIVE INTERNATIONAL INC COM 127914109 17925 600 X 600 0 0
CALIBER LEARNING NETWORK INC COM 129914107 14250 3000 X 3000 0 0
CALIFORNIA FED BK GOODWILL CERT COM 130209604 225 100 X 100 0 0
CALIFORNIA FED BK GOODWILL CERT COM 130209604 1125 500 X 0 0 500
CALIFORNIA MICRO DEVICES CORP COM 130439102 2250 1000 X 0 0 1000
CALLAWAY GOLF CO COM 131193104 2554256 174650 X 171750 0 2900
CALLAWAY GOLF CO COM 131193104 29250 2000 X 2000 0 0
CALLON PETROLEUM CO DEL COM 13123X102 3236063 313800 X 252408 0 61392
CAMBREX CORP COM 132011107 493815 18812 X 18200 0 612
CAMBRIDGE HEART INC COM 131910101 2044 300 X 300 0 0
CAMBRIDGE TECH PARTNERS MA INC COM 132524109 14816691 843655 X 761530 0 82125
CAMBRIDGE TECH PARTNERS MA INC COM 132524109 1033202 58830 X 58830 0 0
CAMDEN NATIONAL CORP COM 133034108 771498 36958 X 36958 0 0
CAMPBELL RESOURCES INC NEW 134422104 128 408 X 408 0 0
CAMPBELL SOUP CO COM 134429109 5325056 114826 X 93641 0 21185
CAMPBELL SOUP CO COM 134429109 6067102 130827 X 126302 0 4525
CANADA SOUTHN PETE LTD 135231108 21611 3060 X 3060 0 0
CANANDAIGUA BRANDS INC CLASS A COM 137219200 744613 14200 X 13400 0 800
CANNON EXPRESS INC COM CLASS A 137694105 194688 77875 X 76375 0 1500
CAPITAL ONE FINL CORP COM 14040H105 29833297 535727 X 517727 0 18000
CAPITAL ONE FINL CORP COM 14040H105 30071 540 X 540 0 0
CAPITAL PROPERTIES INC RI COM 140430109 20213 3300 X 0 0 3300
CAPITAL RE CORP COM 140432105 383894 23900 X 22500 0 1400
CAPITAL SENIOR LIVING CORP COM 140475104 763000 76300 X 63200 0 13100
CAPITAL TRUST CL A COM 14052H100 122 27 X 27 0 0
CAPITOL FED FINL COM 14057C106 51144 4900 X 4900 0 0
CAPSTAR BROADCASTING CORP A 14067G105 21782288 795700 X 779700 0 16000
CAPSTAR BROADCASTING CORP A 14067G105 21900 800 X 800 0 0
CARAUSTAR INDS INC COM 140909102 483875 19600 X 7500 0 12100
CARDIMA INC COM 14147M106 219 108 X 0 0 108
CARDINAL HEALTH INC COM 14149Y108 12723490 198417 X 99773 0 98644
CARDINAL HEALTH INC COM 14149Y108 1857252 28963 X 28247 0 716
CARDIOTHORACIC SYS INC COM 141907105 1400 100 X 100 0 0
CARDIOTHORACIC SYS INC COM 141907105 14000 1000 X 1000 0 0
CARIBINER INTL INC COM 141888107 20419 3300 X 0 0 3300
CARLISLE COMPANIES INC 142339100 432548 8988 X 2848 0 6140
CARLISLE COMPANIES INC 142339100 557095 11576 X 10776 800 0
CARMIKE CINEMAS INC CL A 143436103 137063 8600 X 8600 0 0
CARNIVAL CORP CL A COM 143658102 27135071 559486 X 482636 0 76850
CARNIVAL CORP CL A COM 143658102 2307630 47580 X 43200 0 4380
CAROLINA FIRST CORP COM 143877108 409500 16800 X 16800 0 0
CAROLINA PWR & LT CO COM 144141108 3153654 73662 X 58957 0 14705
CAROLINA PWR & LT CO COM 144141108 1594380 37241 X 33041 850 3350
</TABLE>
PAGE 16
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CARPENTER TECH CORP COM 144285103 85688 3000 X 2000 0 1000
CARPENTER TECH CORP COM 144285103 173774 6084 X 3584 2500 0
CARRIAGE SVCS INC CL A COM 143905107 1971905 105520 X 105020 0 500
CARRINGTON LABS INC COM 144525102 2875 1000 X 1000 0 0
CARTER WALLACE INC COM 146285101 909375 50000 X 0 0 50000
CARTER WALLACE INC COM 146285101 3638 200 X 200 0 0
CASCADE NATURAL GAS CORP. 147339105 5940597 312663 X 206763 0 105900
CASE EQUIP CORP COM 14743R103 1048644 21790 X 6990 0 14800
CASELLA WASTE SYSTEMS INC CL A COM 147448104 3126500 120250 X 119300 0 950
CASEYS GEN STORES INC COM 147528103 592500 39500 X 29500 0 10000
CASH AMERICAN INTERNATIONAL INC COM 14754D100 2773790 215440 X 214440 0 1000
CASTLE A M & CO COM 148411101 180200 10600 X 1788 0 8812
CASTLE ENERGY CORP NEW COM 148449309 18000 1000 X 1000 0 0
CATALINA MARKETING CORP COM 148867104 1260400 13700 X 12900 0 800
CATELLUS DEV CORP COM 149111106 2275468 149211 X 1211 0 148000
CATELLUS DEV CORP COM 149111106 8998 590 X 590 0 0
CATERPILLAR INC COM 149123101 27507480 458458 X 368025 0 90433
CATERPILLAR INC COM 149123101 11206320 186772 X 181272 400 5100
CATHAY BANCORP INC COM 149150104 163200 3840 X 3840 0 0
CATO CORP NEW COM 149205106 265050 22800 X 20600 0 2200
CAVALIER HOMES INC COM 149507105 35206 4300 X 0 0 4300
CBS CORPORATION COM 12490K107 6477482 148694 X 65866 0 82828
CBS CORPORATION COM 12490K107 1451285 33315 X 28315 1600 3400
CCBT BANCORP INC COM 12487S105 387695 20140 X 19340 0 800
CCBT BANCORP INC COM 12487S105 604450 31400 X 31400 0 0
CD RADIO INC COM 125127100 7617 250 X 250 0 0
CDI CORP 125071100 493906 14500 X 13400 0 1100
CDNOW INC 125086108 12866 730 X 518 0 212
CEC ENTMT INC COM 125137109 5115630 121080 X 118740 0 2340
CECO ENVIRONMENTAL CORPORATION 125141101 35000 10000 X 0 0 10000
CELERIS CORP COM 15100K102 461 410 X 0 0 410
CELESTIAL SEASONINGS INC COM 151016102 821300 38200 X 0 0 38200
CELESTIAL SEASONINGS INC COM 151016102 10750 500 X 500 0 0
CELL PATHWAYS INC NEW 15114R101 5781 500 X 0 0 500
CELL PATHWAYS INC NEW 15114R101 1156 100 X 100 0 0
CELL THERAPEUTICS INC COM 150934107 1326 537 X 537 0 0
CENDANT CORP COM 151313103 6883736 335792 X 242591 0 93201
CENDANT CORP COM 151313103 1756297 85673 X 85673 0 0
CENTER BANCORP INC COM 151408101 26810 1758 X 1758 0 0
CENTER BANCORP INC COM 151408101 84348 5531 X 5531 0 0
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 2982525 87400 X 44600 0 42800
CENTEX CORP COM 152312104 656029 17465 X 3417 0 14048
CENTIGRAM COMMUNICATIONS CORP COM 152317103 50288 5400 X 5400 0 0
</TABLE>
PAGE 17
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CENTOCOR INC COM 152342101 1466356 31450 X 5850 0 25600
CENTOCOR INC COM 152342101 226551 4859 X 4859 0 0
CENTRAL & SOUTH WEST CORP 152357109 2630108 112518 X 90450 0 22068
CENTRAL & SOUTH WEST CORP 152357109 1417694 60650 X 58950 0 1700
CENTRAL GARDEN & PET CO COM 153527106 11275 1100 X 0 0 1100
CENTRAL HUDSON GAS & ELEC COM 153609102 592200 14100 X 14100 0 0
CENTRAL HUDSON GAS & ELEC COM 153609102 58380 1390 X 1390 0 0
CENTRAL NEWSPAPERS INC CL A 154647101 112500 3000 X 3000 0 0
CENTRAL PKG CORP COM 154785109 5769413 168450 X 85450 0 83000
CENTRAL VT PUB SVC CORP COM 155771108 170060 13273 X 10648 0 2625
CENTRAL VT PUB SVC CORP COM 155771108 41961 3275 X 3275 0 0
CENTRIS GROUP INC COM 155904105 10125 1000 X 1000 0 0
CENTURA BKS INC COM 15640T100 1212063 21500 X 21500 0 0
CENTURYTEL INC COM 156700106 39408627 991412 X 902391 0 89021
CENTURYTEL INC COM 156700106 4271495 107459 X 102959 0 4500
CEPHALON INC COM 156708109 373736 21510 X 21500 0 10
CERIDIAN CORP COM 15677T106 3589022 109798 X 43540 0 66258
CERIDIAN CORP COM 15677T106 25496 780 X 780 0 0
CERNER CORP COM 156782104 756974 36100 X 24600 0 11500
CERUS CORP COM 157085101 55000 2500 X 2500 0 0
CHAMPION ENTERPRISES INC COM 158496109 672363 36100 X 31300 0 4800
CHAMPION INTL CORP COM 158525105 2374600 49600 X 8906 0 40694
CHAMPION INTL CORP COM 158525105 177616 3710 X 3510 0 200
CHANCELLOR MEDIA CORP COM 158915108 8336003 151220 X 130620 0 20600
CHARMING SHOPPES INC 161133103 121267 19900 X 0 0 19900
CHART HOUSE ENTERPRISES INC COM 160902102 22313 3000 X 3000 0 0
CHARTER ONE FINL INC COM 160903100 1021219 36718 X 10575 0 26143
CHARTER ONE FINL INC COM 160903100 288416 10370 X 9803 0 567
CHARTWELL RE CORP COM 16139W109 57738 3100 X 3100 0 0
CHASE MANHATTAN CORP COM 16161A108 153167280 1770720 X 1620549 200 149971
CHASE MANHATTAN CORP COM 16161A108 19440356 224744 X 216183 135 8426
CHEAP TICKETS INC COM 162672109 901915 24710 X 24610 0 100
CHECKFREE HOLDINGS CORP COM 162816102 173975 6312 X 312 0 6000
CHECKPOINT SYS INC COM 162825103 209138 23400 X 18800 0 4600
CHEESECAKE FACTORY INC 163072101 481900 15800 X 14900 0 900
CHEMED CORP 163596109 258020 7760 X 3560 0 4200
CHEMED CORP 163596109 99750 3000 X 3000 0 0
CHEMFIRST INC COM 16361A106 342806 14100 X 14100 0 0
CHESAPEAKE CORP COM 165159104 67388 1800 X 0 0 1800
CHESAPEAKE CORP COM 165159104 157238 4200 X 0 0 4200
CHESAPEAKE UTILITIES 165303108 37125 2000 X 2000 0 0
CHEVRON CORP COM 166751107 95457960 1004160 X 917723 1425 85012
CHEVRON CORP COM 166751107 47632492 501065 X 483985 953 16127
</TABLE>
PAGE 18
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CHICAGO TITLE CORP COM 168228104 365083 10230 X 6240 0 3990
CHICAGO TITLE CORP COM 168228104 528889 14820 X 10820 0 4000
CHILDRENS COMPREHENSIVE SVCS COM 16875K202 3549225 511600 X 377000 0 134600
CHIQUITA BRANDS INTL INC COM 170032106 441000 49000 X 49000 0 0
CHIREX INC COM 170038103 24094 750 X 200 0 550
CHIRON CORP COM 170040109 169528 8170 X 1480 0 6690
CHIRON CORP COM 170040109 83249 4012 X 800 0 3212
CHITTENDEN CORP 170228100 252500 8080 X 7380 0 700
CHITTENDEN CORP 170228100 264063 8450 X 8450 0 0
CHOCK FULL O'NUTS CORP COM 170268106 354875 34000 X 0 0 34000
CHOICEPOINT INC COM 170388102 90619 1350 X 1350 0 0
CHOICEPOINT INC COM 170388102 281858 4199 X 4199 0 0
CHRIS-CRAFT INDUSTRIES INC COM 170520100 1553052 32956 X 0 0 32956
CHROMAVISION MED SYS INC COM 17111P104 43450 4400 X 4000 0 400
CHUBB CORP 171232101 27925795 401810 X 352476 0 49334
CHUBB CORP 171232101 9624430 138481 X 132273 0 6208
CHURCH & DWIGHT CO COM 171340102 43500 1000 X 1000 0 0
CHYRON CORP COM 171605207 698625 414000 X 302900 0 111100
CIBER INC COM 17163B102 856800 44800 X 44800 0 0
CIENA COM 171779101 1945584 64450 X 900 0 63550
CIENA COM 171779101 60375 2000 X 2000 0 0
CIGNA CORP COM 125509109 39610696 445064 X 365280 0 79784
CIGNA CORP COM 125509109 53638075 602675 X 582449 468 19758
CIGNA INVTS SECS INC COM 17179X106 46094 2950 X 2950 0 0
CILCORP INC COM 171794100 712500 11400 X 10800 0 600
CILCORP INC COM 171794100 100000 1600 X 1600 0 0
CIMA LABS INC COM 171796105 46250 10000 X 10000 0 0
CINAR CORP MULTIPLE CL B VTG 171905300 95550 3900 X 0 0 3900
CINCINNATI BELL INC COM 171870108 226433 9080 X 2280 0 6800
CINCINNATI BELL INC COM 171870108 215061 8624 X 8624 0 0
CINCINNATTI FINL CORP COM 172062101 573204 15260 X 15260 0 0
CINCINNATTI FINL CORP COM 172062101 17692 471 X 471 0 0
CINERGY CORP COM 172474108 1832160 57255 X 35488 0 21767
CINERGY CORP COM 172474108 97568 3049 X 3049 0 0
CINTAS CORP COM 172908105 229647 3418 X 2618 0 800
CINTAS CORP COM 172908105 40313 600 X 0 600 0
CIPRICO INC COM 172529109 69563 7000 X 0 0 7000
CIRCLE INTL GROUP INC COM 172574105 4375 200 X 200 0 0
CIRCUIT CITY GROUP COM 172737108 63971910 687870 X 652371 200 35299
CIRCUIT CITY GROUP COM 172737108 3592125 38625 X 38225 0 400
CIRRUS LOGIC INC COM 172755100 44375 5000 X 5000 0 0
CISCO SYS INC COM 17275R102 424396265 6586169 X 5671441 3760 910968
CISCO SYS INC COM 17275R102 82434829 1279299 X 1195813 3500 79986
</TABLE>
PAGE 19
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CIT GROUP INC CL A COM 125577106 1131611 39190 X 0 0 39190
CITATION CORP ALA COM 172895104 33731 2100 X 0 0 2100
CITIGROUP INC COM 172967101 341565565 7190854 X 6458314 725 731815
CITIGROUP INC COM 172967101 85411983 1798147 X 1671586 19505 107056
CITIZENS BKG CORP MI COM 174420109 37157 1236 X 0 0 1236
CITIZENS UTILS CL B COM 177342201 4012053 360634 X 46483 0 314151
CITIZENS UTILS CL B COM 177342201 1195281 107441 X 91342 0 16099
CITRIX SYSTEMS INC COM 177376100 1671270 29580 X 430 0 29150
CITY HOLDING CO COM 177835105 78590 2710 X 2710 0 0
CITY NATL CORP 178566105 2059 55 X 55 0 0
CKE RESTAURANTS INC COM 12561E105 653071 40189 X 39100 0 1089
CLAIRES STORES INC COM 179584107 481525 18700 X 0 0 18700
CLAIRES STORES INC COM 179584107 12875 500 X 500 0 0
CLARCOR INC COM 179895107 4685588 244200 X 181800 0 62400
CLARIFY INC COM 180492100 6680025 161940 X 160940 0 1000
CLAYTON HOMES INC 184190106 2945888 257564 X 176799 0 80765
CLAYTON HOMES INC 184190106 30687 2683 X 0 0 2683
CLEAR CHANNEL COMMUNICATIONS INC 184502102 7021698 101856 X 41609 0 60247
CLEAR CHANNEL COMMUNICATIONS INC 184502102 68938 1000 X 0 0 1000
CLEARNET COMMUNICATIONS INC COM 184902104 20906 1500 X 0 0 1500
CLECO CORPORATION COM 12561M107 60750 2000 X 1000 0 1000
CLECO CORPORATION COM 12561M107 79097 2604 X 2604 0 0
CLEVELAND INDIANS BASEBALL INC CL A 186202107 37 2 X 2 0 0
CLEVELAND-CLIFFS INC COM 185896107 139213 4300 X 0 0 4300
CLINTRIALS RESEARCH INC COM 188767107 7500 1500 X 1500 0 0
CLOROX CO COM 189054109 4781568 44766 X 15037 0 29729
CLOROX CO COM 189054109 1652176 15468 X 12902 0 2566
CLOSURE MEDICAL CORP COM 189093107 6000 200 X 0 0 200
CMGI INC COM 125750109 2151675 18864 X 800 0 18064
CMP GROUP INC COM 125887109 50647 1934 X 884 0 1050
CMP GROUP INC COM 125887109 195202 7454 X 7354 100 0
CMS ENERGY CORP 125896100 2016281 48150 X 31150 0 17000
CMS ENERGY CORP 125896100 20938 500 X 500 0 0
CNA FINANCIAL 126117100 36281 900 X 900 0 0
CNB FINL CORP COM 125921106 244500 16300 X 16300 0 0
CNB FINL CORP COM 125921106 16500 1100 X 1100 0 0
CNET INC COM 125945105 108566 1884 X 100 0 1784
CNF TRANSPORTATION INC COM 12612W104 479325 12450 X 0 0 12450
CNF TRANSPORTATION INC COM 12612W104 77 2 X 2 0 0
COACHMEN INDS INC COM 189873102 290625 12500 X 12500 0 0
COASTAL CORP COM 190441105 30334654 753656 X 689774 0 63882
COASTAL CORP COM 190441105 1615233 40130 X 40130 0 0
COCA COLA BOTTLING CO CONS COM 191098102 352800 6300 X 1100 0 5200
</TABLE>
PAGE 20
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COCA COLA CO COM 191216100 98515582 1588961 X 1382572 200 206189
COCA COLA CO COM 191216100 81432288 1313424 X 1244648 4300 64476
COCA COLA ENTERPRISES INC COM 191219104 13614463 457629 X 442529 0 15100
COCA COLA ENTERPRISES INC COM 191219104 1613194 54225 X 52625 0 1600
COEUR D'ALENE MINES CORP COM 192108108 75850 16400 X 13629 0 2771
COGNEX CORP COM 192422103 4370144 138460 X 127960 0 10500
COGNEX CORP COM 192422103 4734 150 X 150 0 0
COGNITRONICS CORP COM 192432102 4931 322 X 322 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 2608856 100100 X 99500 0 600
COGNOS INC COM 19244C109 93525 4300 X 0 0 4300
COHERENT INC COM 192479103 7958463 427300 X 333100 0 94200
COHESION TECHNOLOGIES INC COM 19248N101 15000 2500 X 0 0 2500
COHOES BANCORP INC COM 192513109 5400 450 X 450 0 0
COLGATE PALMOLIVE CO COM 194162103 24750489 251274 X 175646 0 75628
COLGATE PALMOLIVE CO COM 194162103 14964120 151920 X 140275 400 11245
COLLAGENEX PHARMACEUTICALS INC COM 19419B100 2000 200 X 200 0 0
COLLATERAL THERAPEUTICS INC COM 193921103 23000 1000 X 0 0 1000
COLONIAL GAS CO COM 195674106 24642 666 X 666 0 0
COLONIAL GAS CO COM 195674106 54427 1471 X 1100 0 371
COLORADO BUSINESS BANKSHARES COM 196333108 676200 58800 X 42800 0 16000
COLTEC INDUSTRIES INC COM 196879100 186513 8600 X 0 0 8600
COLUMBIA ENERGY GROUP COMMON STOCK 197648108 1574585 25118 X 20245 0 4873
COLUMBIA ENERGY GROUP COMMON STOCK 197648108 32786 523 X 523 0 0
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 2207976 96788 X 38251 0 58537
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 102177 4479 X 4104 0 375
COMAIR HLDGS INC COM 199789108 30532 1467 X 492 0 975
COMARCO INC COM 200080109 5349 270 X 0 0 270
COMCAST CORP CL A COM 200300101 83013 2318 X 18 0 2300
COMCAST CORP CL A COM 200300101 136625 3815 X 2690 0 1125
COMCAST CORP CL A SPECIAL 200300200 28959658 753422 X 606862 0 146560
COMCAST CORP CL A SPECIAL 200300200 1164848 30305 X 19050 0 11255
COMDISCO INC COM 200336105 2895625 113000 X 78100 0 34900
COMERICA INC COM 200340107 4555706 76647 X 56247 0 20400
COMERICA INC COM 200340107 2193125 36898 X 33236 0 3662
COMFORT SYS USA INC COM 199908104 28800 1600 X 0 0 1600
COMMAND SEC CORP COM 20050L100 12500 12500 X 12500 0 0
COMMERCE BANCORP INC NJ COM 200519106 980300 22931 X 21015 0 1916
COMMERCE BANCORP INC NJ COM 200519106 1160321 27142 X 674 0 26468
COMMERCE BANCSHARES INC COM 200525103 42263 1050 X 0 0 1050
COMMERCE BANCSHARES INC COM 200525103 1855887 46109 X 46109 0 0
COMMERCE GROUP INC MA COM 200641108 26813 1100 X 600 0 500
COMMERCE GROUP INC MA COM 200641108 2330421 95607 X 90067 0 5540
COMMERCIAL FED CORP COM 201647104 1070103 46150 X 31900 0 14250
</TABLE>
PAGE 21
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COMMERCIAL INTERTECH CORP COM 201709102 12750 800 X 800 0 0
COMMERCIAL METALS CO COM 201723103 702725 24657 X 17991 0 6666
COMMERCIAL METALS CO COM 201723103 54150 1900 X 1900 0 0
COMMONWEALTH ENERGY SYSTEM COM 202800108 892920 21260 X 21260 0 0
COMMONWEALTH ENERGY SYSTEM COM 202800108 596064 14192 X 14092 100 0
COMMONWEALTH INDS INC DEL COM 203004106 148750 11900 X 11900 0 0
COMMONWEALTH TEL ENTERPRISE COM CL B 203349204 407500 10000 X 0 0 10000
COMMONWEALTH TEL ENTERPRISES INC COM 203349105 460826 11396 X 0 0 11396
COMMONWEALTH TEL ENTERPRISES INC COM 203349105 74809 1850 X 1850 0 0
COMMSCOPE INC COM 203372107 1194422 38843 X 36900 0 1943
COMMUNICATION INTELLIGENCE CORP COM 20338K106 39996 27823 X 27823 0 0
COMMUNITY BANK SYSTEM COM 203607106 589512 23232 X 23232 0 0
COMMUNITY BANK SYSTEM COM 203607106 152047 5992 X 5992 0 0
COMMUNITY FIRST BANKSHARES INC COM 203902101 848518 35540 X 35400 0 140
COMPAQ COMPUTER CORP COM 204493100 64353916 2716788 X 2406831 50 309907
COMPAQ COMPUTER CORP COM 204493100 6323260 266945 X 251485 0 15460
COMPASS BANCSHARES INC COM 20449H109 912875 33500 X 5100 0 28400
COMPLETE BUSINESS SOLUTIONS INC COM 20452F107 1778683 99160 X 98560 0 600
COMPOSITECH LTD COM 204938104 2963 1200 X 0 0 1200
COMPTEK RESEARCH INC. 204682108 2591288 321400 X 238600 0 82800
COMPUDYNE CORP COM 204795306 42500 5000 X 5000 0 0
COMPUSA INC COM 204932107 17047271 2292070 X 2090870 0 201200
COMPUSA INC COM 204932107 1140057 153285 X 152585 300 400
COMPUTER ASSOCIATES INTL INC COM 204912109 27871856 509075 X 346302 0 162773
COMPUTER ASSOCIATES INTL INC COM 204912109 1921397 35094 X 35019 0 75
COMPUTER CONCEPTS CORP COM 204897300 5288 3600 X 100 0 3500
COMPUTER CONCEPTS CORP COM 204897300 734 500 X 500 0 0
COMPUTER OUTSOURCING SVCS INC COM 205265101 10000 1000 X 1000 0 0
COMPUTER SCIENCES CORP COM 205363104 22572145 326246 X 268936 0 57310
COMPUTER SCIENCES CORP COM 205363104 3144572 45450 X 40650 0 4800
COMPUTER TASK GROUP INC COM 205477102 13830299 813547 X 597672 0 215875
COMPUWARE CORP COM 205638109 29569941 929507 X 906819 0 22688
COMPUWARE CORP COM 205638109 15270 480 X 480 0 0
COMSAT CORP SER 1 COM 20564D107 2889218 88899 X 31353 0 57546
COMSAT CORP SER 1 COM 20564D107 11375 350 X 350 0 0
COMVERSE TECHNOLOGY INC COM 205862402 710833 9415 X 2430 0 6985
CONAGRA INC COM 205887102 16973970 637520 X 532590 0 104930
CONAGRA INC COM 205887102 3754897 141029 X 137727 1200 2102
CONCENTRIC NETWORK COM 20589R107 39750 1000 X 0 0 1000
CONCEPTUS INC COM 206016107 760 496 X 0 0 496
CONCORD COMMUNICATIONS INC COM 206186108 1229985 27333 X 27133 0 200
CONCORD EFS INC COM 206197105 787436 18610 X 17310 0 1300
CONCURRENT COMPUTER CORP 206710204 1894 300 X 300 0 0
</TABLE>
PAGE 22
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CONDOR TECHNOLOGY SOLUTIONS 206772105 4092797 873130 X 749330 0 123800
CONE MLS CORP N C COM 206814105 114600 19100 X 19100 0 0
CONECTIV INC CL A COM 206829202 11298 269 X 269 0 0
CONECTIV INC CL A COM 206829202 32004 762 X 762 0 0
CONECTIV INC COM 206829103 232303 9506 X 9356 0 150
CONECTIV INC COM 206829103 461233 18874 X 18774 0 100
CONEXANT SYSTEMS INC COM 207142100 868557 14959 X 7159 0 7800
CONEXANT SYSTEMS INC COM 207142100 1356108 23356 X 22946 0 410
CONMED CORP COM 207410101 813859 26575 X 0 0 26575
CONMED CORP COM 207410101 21407 699 X 200 0 499
CONNECT INC COM 207528308 6313 2000 X 0 0 2000
CONNECTICUT ENERGY CORP COM 207567108 576471 14949 X 12949 0 2000
CONNECTICUT ENERGY CORP COM 207567108 272560 7068 X 6768 0 300
CONNECTICUT WTR SVC INC COM 207797101 724818 26357 X 2451 0 23906
CONNECTICUT WTR SVC INC COM 207797101 57475 2090 X 2090 0 0
CONNING CORP COM 208215103 568750 35000 X 0 0 35000
CONOCO INC CL A COM 208251306 2221638 79700 X 33750 0 45950
CONOCO INC CL A COM 208251306 189550 6800 X 6200 0 600
CONSECO INC COM 208464107 4628174 152055 X 122321 0 29734
CONSECO INC COM 208464107 1194733 39252 X 37896 820 536
CONSOLIDATED EDISON INC COM 209115104 5031438 111192 X 75236 0 35956
CONSOLIDATED EDISON INC COM 209115104 1956972 43248 X 41548 0 1700
CONSOLIDATED FREIGHTWAYS CORP COM 209232107 19266 1500 X 1500 0 0
CONSOLIDATED GRAPHICS INC COM 209341106 545000 10900 X 10500 0 400
CONSOLIDATED NAT GAS COM 209615103 17247836 283915 X 258419 0 25496
CONSOLIDATED NAT GAS COM 209615103 3261303 53684 X 52384 500 800
CONSOLIDATED PAPERS INC 209759109 2163594 80882 X 57782 0 23100
CONSOLIDATED PAPERS INC 209759109 444050 16600 X 15200 0 1400
CONSOLIDATED PRODS INC COM 209798107 358038 19891 X 19600 0 291
CONSOLIDATED STORES CORP COM 210149100 1078488 39944 X 10944 0 29000
CONSTELLATION ENERGY GROUP INC COM 210371100 11692277 394676 X 382103 0 12573
CONSTELLATION ENERGY GROUP INC COM 210371100 3105796 104837 X 93875 3900 7062
CONTINENTAL AIRLS INC CL B COM 210795308 993300 26400 X 0 0 26400
CONVERGYS CORP COM 212485106 904425 46680 X 2480 0 44200
CONVERGYS CORP COM 212485106 163215 8424 X 8424 0 0
CONVERSE INC COM 212540108 79750 22000 X 0 0 22000
COOKER RESTAURANT CORP COM NEW 216284208 1435681 258100 X 172300 0 85800
COOPER CAMERON CORP COM 216640102 31126533 839839 X 790239 0 49600
COOPER CAMERON CORP COM 216640102 783279 21134 X 21134 0 0
COOPER COMPANIES INC COM 216648402 281794 11300 X 11300 0 0
COOPER INDS INC COM 216669101 1527292 29371 X 10449 0 18922
COOPER INDS INC COM 216669101 1367808 26304 X 25304 1000 0
COOPER TIRE & RUBBER CO COM 216831107 42673412 1806282 X 1632044 0 174238
COOPER TIRE & RUBBER CO COM 216831107 1779435 75320 X 75320 0 0
</TABLE>
PAGE 23
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COORS ADOLPH CO CL B 217016104 995643 20114 X 2675 0 17439
COPART INC COM 217204106 34000 1600 X 0 0 1600
COPPER MOUNTAIN NETWORKS INC COM 217510106 38625 500 X 0 0 500
COPYTELE INC COM 217721109 17188 10000 X 10000 0 0
COR THERAPEUTICS INC COM 217753102 268450 18200 X 18200 0 0
CORDANT TECHNOLOGIES INC COM 218412104 524130 11599 X 274 0 11325
CORDANT TECHNOLOGIES INC COM 218412104 23046 510 X 510 0 0
CORN PRODS INTL INC COM 219023108 1535785 50457 X 47797 0 2660
CORN PRODS INTL INC COM 219023108 900767 29594 X 27935 50 1609
CORNING INC COM 219350105 14869866 212048 X 175408 0 36640
CORNING INC COM 219350105 7657159 109193 X 104418 0 4775
CORRPRO COMPANIES INC COM 220317101 10781 1250 X 1250 0 0
COST PLUS INC CALIF 221485105 3268629 71838 X 71424 0 414
COSTCO COMPANIES INC COM 22160Q102 3910973 48849 X 15931 0 32918
COSTCO COMPANIES INC COM 22160Q102 795581 9937 X 5899 3000 1038
COTELLIGENT GROUP INC COM 221630106 2344 300 X 300 0 0
COUNTRYWIDE CR INDS INC 222372104 26282187 614788 X 583038 0 31750
COUNTRYWIDE CR INDS INC 222372104 271463 6350 X 6350 0 0
COUSINS PROPERTIES INC 222795106 1958082 57910 X 49310 0 8600
COVAD COMMUNICATIONS COM 222814204 167934 3150 X 0 0 3150
COVAD COMMUNICATIONS COM 222814204 39984 750 X 750 0 0
COVANCE INC COM 222816100 95367 3984 X 2284 0 1700
COVANCE INC COM 222816100 152793 6383 X 5358 0 1025
COVENANT TRANS INC CL A COM 22284P105 70088 4450 X 0 0 4450
COVENTRY HEALTH CARE INC COM 222862104 481250 44000 X 39800 0 4200
COX COMMUNICATIONS INC CL A NEW COM 224044107 3397941 92304 X 85904 0 6400
COX COMMUNICATIONS INC CL A NEW COM 224044107 386752 10506 X 7124 0 3382
CPB INC COM 125903104 31800 1200 X 0 0 1200
CPI CORP COM 125902106 247500 7500 X 7500 0 0
CRACKER BARRELL GROUP INC COM 12489V106 72713 4200 X 1500 0 2700
CRACKER BARRELL GROUP INC COM 12489V106 12119 700 X 700 0 0
CRAFTMADE INTERNATIONAL INC COM 22413E104 17550 1350 X 1350 0 0
CRANE CO COM 224399105 1176203 37414 X 20046 0 17368
CRANE CO COM 224399105 44798 1425 X 1425 0 0
CREATIVE BIOMOLECULES INC COM 225270107 3516 970 X 0 0 970
CREDENCE SYS CORP COM 225302108 74250 2000 X 2000 0 0
CREE RESEARCH COM 225447101 2542477 33046 X 32796 0 250
CRESCENDO PHARMACEUTICALS CL A COM 225637107 2588 150 X 150 0 0
CRESCENDO PHARMACEUTICALS CL A COM 225637107 466 27 X 27 0 0
CRESTLINE CAP CORP COM 226153104 84 5 X 0 0 5
CRIIMI MAE INC COM 226603108 824 366 X 0 0 366
CROMPTON & KNOWLES CP COM 227111101 64034062 3242231 X 24843 0 3217388
CROMPTON & KNOWLES CP COM 227111101 9485589 480283 X 479883 0 400
</TABLE>
PAGE 24
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CROSS A T CO CL A COM 227478104 1617436 290775 X 91482 0 199293
CROSS A T CO CL A COM 227478104 3112758 559597 X 559597 0 0
CROSS TIMBERS OIL CO COM 227573102 3342041 224675 X 224675 0 0
CROWN AMERN RLTY TR 228186102 1097 150 X 150 0 0
CROWN CASTLE INTL CORP COM 228227104 149850 7200 X 0 0 7200
CROWN CASTLE INTL CORP COM 228227104 20813 1000 X 1000 0 0
CROWN CORK & SEAL INC 228255105 33127317 1162362 X 998287 1000 163075
CROWN CORK & SEAL INC 228255105 1959404 68751 X 66801 0 1950
CROWN VANTAGE INC COM 228622106 66 30 X 30 0 0
CRYOLIFE INC COM 228903100 6125 500 X 500 0 0
CSG SYS INTL INC COM 126349109 149269 5700 X 0 0 5700
CSK AUTO CORPORATION COM 125965103 97200 3600 X 0 0 3600
CSS INDS INC COM 125906107 371250 13200 X 200 0 13000
CSX CORP COM 126408103 7533112 166019 X 68309 0 97710
CSX CORP COM 126408103 2610242 57526 X 57326 0 200
CT COMMUNICATIONS INC COM 126426402 8677375 211000 X 156200 0 54800
CTB INTERNATIONAL CORP COM 125960104 2641713 317800 X 225900 0 91900
CTC COMMUNICATIONS CORP COM 126418102 29250 1500 X 1500 0 0
CTG RES INC COM 125957100 392886 10801 X 6001 0 4800
CTG RES INC COM 125957100 1206595 33171 X 33123 0 48
CTS CORP COM 126501105 723800 10340 X 10200 0 140
CUBIC CORP COM 229669106 29550 1200 X 0 0 1200
CULLEN FROST BANKERS INC COM 229899109 1178021 42740 X 32100 0 10640
CULP INC COM 230215105 2911650 277300 X 194900 0 82400
CUMMINS ENGINE INC 231021106 443918 7771 X 3721 0 4050
CUNO INCORPORATED COM 126583103 6233411 325930 X 285680 0 40250
CURATIVE HEALTH SERVICES INC 231264102 53350 9700 X 9700 0 0
CURTISS-WRIGHT CORP COM 231561101 46650 1200 X 0 0 1200
CURTISS-WRIGHT CORP COM 231561101 2060 53 X 53 0 0
CUSTOMTRACKS CORP COM 232046102 626500 11200 X 11200 0 0
CVS CORP COM 126650100 94419614 1860485 X 1791896 0 68589
CVS CORP COM 126650100 10352493 203990 X 190205 575 13210
CYBERCASH INC COM 232462101 38438 3000 X 3000 0 0
CYBERCASH INC COM 232462101 2563 200 X 200 0 0
CYBERION OUTPOST INC COM 231914102 19875 2000 X 2000 0 0
CYBERONICS INC 23251P102 122500 9800 X 0 0 9800
CYBEX INTERNATIONAL INC COM 23252E106 22188 5000 X 0 0 5000
CYGNUS INC COM 232560102 198900 15300 X 15300 0 0
CYPRESS SEMICONDUCTOR CORP 232806109 17125 1000 X 0 0 1000
CYPROS PHARMACEUTICAL CORP COM 232808105 51063 21500 X 21500 0 0
CYPRUS AMAX MINERALS CO COM 232809103 124242 8147 X 4615 0 3532
CYPRUS AMAX MINERALS CO COM 232809103 13817 906 X 906 0 0
CYRK INTERNATIONAL INC COM 232817106 70325 11600 X 11600 0 0
</TABLE>
PAGE 25
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CYTEC INDS INC COM 232820100 72009 2286 X 786 0 1500
CYTEC INDS INC COM 232820100 350028 11112 X 6213 4500 399
CYTOGEN CORP COM 232824102 13334 6882 X 1000 0 5882
CYTYC CORP COM 232946103 4133610 211980 X 205230 0 6750
D R HORTON INC COM 23331A109 5937037 357115 X 268615 0 88500
DAIMLER-CHRYSLER AG COM D1668R123 1198385 13465 X 10107 0 3358
DAIMLER-CHRYSLER AG COM D1668R123 957729 10761 X 6074 0 4687
DAIN RAUSCHER CORP COM 233856103 503363 9300 X 9300 0 0
DAIRY MART CONVENIENCE STORES INC 233860204 3750 1000 X 1000 0 0
DAISYTEK INTL CORP COM 234053106 231638 14200 X 0 0 14200
DALLAS SEMICONDUCTOR CORP COM 235204104 1349950 26600 X 9200 0 17400
DAMARK INTL INC CL A 235691102 40200 4800 X 4800 0 0
DAMES & MOORE GROUP COM 235713104 233813 14500 X 14500 0 0
DAN RIVER INC CL A COM 235774106 15908 2157 X 0 0 2157
DANA CORP COM 235811106 41417558 899160 X 754748 0 144412
DANA CORP COM 235811106 9496936 206175 X 205225 0 950
DANAHER CORP COM 235851102 847404 14579 X 11369 0 3210
DANAHER CORP COM 235851102 23250 400 X 400 0 0
DANIEL INDUSTRIES INC COM 236235107 292838 13700 X 13700 0 0
DARDEN RESTAURANTS INC COM 237194105 675424 30965 X 27665 0 3300
DARDEN RESTAURANTS INC COM 237194105 288383 13221 X 13221 0 0
DATA BROADCASTING CORP COM 237596101 1056 100 X 100 0 0
DATA GENERAL CORP COM 237688106 384901 26431 X 12719 0 13712
DATA PROCESSING RES CORP 237823109 69694 2950 X 0 0 2950
DATASCOPE CORP 238113104 13820175 430200 X 331339 0 98861
DATATEC SYS INC COM 238128102 55 18 X 18 0 0
DATAWATCH CORP COM 237917109 3170 2113 X 0 0 2113
DATUM INC 238208102 4425 400 X 0 0 400
DAVEL COMMUNICATIONS INC COM 238341101 1056403 196540 X 195570 0 970
DAVOX CORP COM 239208101 6267 525 X 300 0 225
DAYTON HUDSON CORP COM 239753106 192766405 2965637 X 2794329 2275 169033
DAYTON HUDSON CORP COM 239753106 35174880 541152 X 528927 2900 9325
DBT ONLINE INC COM 233044106 458500 14000 X 14000 0 0
DEAN FOODS COMPANY 242361103 332500 8000 X 8000 0 0
DECORA INDS INC COM 243593308 6375 1000 X 1000 0 0
DEERE JOHN & CO COM 244199105 26730617 682121 X 620737 0 61384
DEERE JOHN & CO COM 244199105 7195726 183623 X 181468 200 1955
DEL MONTE FOODS CO COM 24522P103 6700 400 X 400 0 0
DELIA'S INC COM 246885107 2700 200 X 0 0 200
DELL COMPUTER CORP COM 247025109 19849057 536461 X 434800 0 101661
DELL COMPUTER CORP COM 247025109 1069300 28900 X 28300 0 600
DELPHI AUTOMOTIVE COM 247126105 7482510 404460 X 235811 0 168649
DELPHI AUTOMOTIVE COM 247126105 2854976 154323 X 147979 143 6201
</TABLE>
PAGE 26
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DELPHI FINL GROUP INC CL A 247131105 936015 26091 X 15251 0 10840
DELTA & PINE LAND CO COM 247357106 904050 28700 X 28700 0 0
DELTA AIR LINES INC DEL COM 247361108 5177433 89847 X 54765 0 35082
DELTA AIR LINES INC DEL COM 247361108 736332 12778 X 12778 0 0
DELTA WOODSIDE INDS INC COM NEW 247909104 112800 19200 X 18200 0 1000
DELTEK SYSTEMS COM 24785A108 2582806 261550 X 260170 0 1380
DELTIC TIMBER CORP COM 247850100 106188 3942 X 2142 0 1800
DELTIC TIMBER CORP COM 247850100 15678 582 X 554 0 28
DELUXE CORP COM 248019101 5243996 135111 X 119529 0 15582
DELUXE CORP COM 248019101 562781 14500 X 13900 0 600
DENDRITE INTL INC COM 248239105 942863 26100 X 17100 0 9000
DEPARTMENT 56 INC COM 249509100 769297 28625 X 13625 0 15000
DEPARTMENT 56 INC COM 249509100 18813 700 X 700 0 0
DESIGNS INC COM 25057L102 2081 1387 X 1387 0 0
DETROIT DIESEL CORP COM 250837101 24625 1000 X 0 0 1000
DEVON ENERGY CORP COM 251799102 12281181 342930 X 272360 0 70570
DEVRY INC DEL COM 251893103 1607420 71840 X 52040 0 19800
DEVRY INC DEL COM 251893103 17900 800 X 800 0 0
DEXTER CORPORATION 252165105 12963683 317640 X 239440 0 78200
DEXTER CORPORATION 252165105 53161628 1302582 X 15447 1000000 287135
DHB CAP GROUP INC COM 23321E103 8313 2000 X 2000 0 0
DIACRIN INC COM 25243N103 14219 2500 X 2500 0 0
DIAGNOSTIC PRODUCTS 252450101 284538 10300 X 10300 0 0
DIAL CORP COM 25247D101 977808 26294 X 4592 0 21702
DIAL CORP COM 25247D101 34584 930 X 330 0 600
DIALOGIC CORP COM 252499108 530888 12100 X 12100 0 0
DIAMOND OFFSHORE DRILLING INC COM 25271C102 1736550 61200 X 60400 0 800
DIAMOND OFFSHORE DRILLING INC COM 25271C102 28375 1000 X 600 0 400
DIAMOND TECH PARTNERS COM 252762109 78313 3500 X 0 0 3500
DIEBOLD INC COM 253651103 20161858 701282 X 630557 0 70725
DIEBOLD INC COM 253651103 2273119 79065 X 73880 3450 1735
DIGI INTL INC COM 253798102 108550 10400 X 10400 0 0
DIGITAL BIOMETRICS INC COM 253833107 544 200 X 0 0 200
DIGITAL COURIER TECHNOLOGIES INC COM 253838106 5875 1000 X 0 0 1000
DIGITAL GENERATION SYSTEMS COM 253921100 9750 2000 X 2000 0 0
DIGITAL MICROWAVE CORP COM 253859102 589050 46200 X 42400 0 3800
DIGITAL RIV INC COM 25388B104 129675 3900 X 0 0 3900
DII GROUP INC COM 232949107 258949 6940 X 2100 0 4840
DII GROUP INC COM 232949107 311186 8340 X 8340 0 0
DILLARDS INC CL A COM 254067101 1642305 46756 X 11498 0 35258
DILLARDS INC CL A COM 254067101 151038 4300 X 4300 0 0
DIME BANCORP INC COM NEW 25429Q102 811038 40300 X 2100 0 38200
DIMON INC COM 254394109 172744 33300 X 33300 0 0
</TABLE>
PAGE 27
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DIONEX CORP COM 254546104 713610 17620 X 200 0 17420
DISCOUNT AUTO PARTS INC COM 254642101 299150 12400 X 12400 0 0
DIXIE GROUP INC COM 255519100 136599 16100 X 16100 0 0
DLJDIRECT COM 257661504 11033 374 X 374 0 0
DOCUCORP INTERNATIONAL INC COM 255911109 413 100 X 0 0 100
DOLE FOOD INC COM 256605106 273188 9300 X 0 0 9300
DOLE FOOD INC COM 256605106 26438 900 X 900 0 0
DOLLAR GEN CORP COM 256669102 3464485 119465 X 27234 0 92231
DOLLAR GEN CORP COM 256669102 549753 18957 X 18957 0 0
DOMINGUEZ SVCS CORP COM 257128108 2779 90 X 90 0 0
DOMINGUEZ SVCS CORP COM 257128108 3088 100 X 100 0 0
DOMINION RESOURCES INC COM 257470104 3246055 74945 X 68626 0 6319
DOMINION RESOURCES INC COM 257470104 1731417 39975 X 37442 184 2349
DONNELLEY R R & SONS CO 257867101 6347361 171261 X 145983 0 25278
DONNELLEY R R & SONS CO 257867101 3851276 103913 X 102838 0 1075
DOUBLECLICK INC COM 258609304 958788 10450 X 9750 0 700
DOVER CORP COM 260003108 13984040 399544 X 339136 0 60408
DOVER CORP COM 260003108 17323530 494958 X 471648 800 22510
DOW CHEMICAL CO COM 260543103 47852556 377163 X 312488 150 64525
DOW CHEMICAL CO COM 260543103 28226643 222476 X 212488 2075 7913
DOW JONES & CO INC COM 260561105 449599 8473 X 5028 0 3445
DOW JONES & CO INC COM 260561105 121301 2286 X 2286 0 0
DOWNEY FINANCIAL CORP COM 261018105 518273 23625 X 21000 0 2625
DPL INC COM 233293109 113202 6119 X 6119 0 0
DPL INC COM 233293109 153698 8308 X 8308 0 0
DQE INC COM 23329J104 117927 2939 X 2839 0 100
DQE INC COM 23329J104 140438 3500 X 3500 0 0
DRESS BARN INC COM 261570105 273600 17100 X 17000 0 100
DRKOOP.COM INC COM 262098106 1594 100 X 100 0 0
DROVERS BANCSHARES COM 262120108 25093 1103 X 1103 0 0
DRYPERS CORP COM NEW 262497308 10054 3615 X 0 0 3615
DSP COMMUNICATIONS INC COM 23332K106 903788 31300 X 29000 0 2300
DSP GROUP INC COM 23332B106 72000 2000 X 0 0 2000
DST SYS INC DEL COM 233326107 182338 2900 X 1600 0 1300
DST SYS INC DEL COM 233326107 62875 1000 X 500 0 500
DTE ENERGY CO COM 233331107 2190272 53749 X 45649 0 8100
DTE ENERGY CO COM 233331107 92421 2268 X 2158 0 110
DUKE ENERGY CORP COM 264399106 22259929 408908 X 341324 0 67584
DUKE ENERGY CORP COM 264399106 4234965 77795 X 70318 200 7277
DUN & BRADSTREET CORP DEL COM 26483B106 7520298 212213 X 111437 0 100776
DUN & BRADSTREET CORP DEL COM 26483B106 3392538 95733 X 83684 7000 5049
DUPONT E I DE NEMOURS & CO COM 263534109 113434136 1660518 X 1531245 960 128313
DUPONT E I DE NEMOURS & CO COM 263534109 104173284 1524952 X 1469404 5092 50456
</TABLE>
PAGE 28
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DURA PHARMACEUTICALS INC COM 26632S109 421394 35300 X 35300 0 0
DURAMED PHARMACEUTICALS INC COM 266354109 7813 500 X 500 0 0
DYCOM INDUSTRIES INC COM 267475101 912800 16300 X 16300 0 0
DYCOM INDUSTRIES INC COM 267475101 5600 100 X 100 0 0
DYNAMEX INC COM 26784F103 1290358 448820 X 446670 0 2150
DYNEGY INC COM 26816L102 177263 8700 X 0 0 8700
DYNEGY INC COM 26816L102 14263 700 X 700 0 0
E M C CORP MASSACHUSETTS COM 268648102 149110720 2711104 X 2432445 600 278059
E M C CORP MASSACHUSETTS COM 268648102 10992960 199872 X 180137 7090 12645
E SPIRE COMMUNICATIONS INC COM 269153102 52813 5000 X 0 0 5000
E TOWN CORP COM 269242103 78141 1708 X 1708 0 0
E TOWN CORP COM 269242103 274500 6000 X 6000 0 0
E*TRADE GROUP INC COM 269246104 76880 1925 X 1540 0 385
E*TRADE GROUP INC COM 269246104 49922 1250 X 1250 0 0
EAGLE GEOPHYSICAL INC COM 269524104 974 1298 X 1176 0 122
EAGLE USA AIRFREIGHT INC COM 270018104 3744261 88230 X 87730 0 500
EARTH SCIENCES INC COM 270312200 17500 40000 X 0 0 40000
EARTHGRAINS CO COM 270319106 864822 33504 X 33004 0 500
EARTHGRAINS CO COM 270319106 54155 2098 X 2098 0 0
EARTHLINK NETWORK INC COM 270322100 205816 3350 X 250 0 3100
EARTHLINK NETWORK INC COM 270322100 78333 1275 X 1275 0 0
EARTHSHELL CORP COM 27032B100 7000 1000 X 0 0 1000
EASCO INC COM 27033E103 1056 100 X 0 0 100
EASTERN CO COM 276317104 93844 5250 X 5250 0 0
EASTERN ENTERPRISES COM 27637F100 1058185 26621 X 10664 0 15957
EASTERN ENTERPRISES COM 27637F100 235161 5916 X 5916 0 0
EASTERN UTILITIES ASSOCIATES COM 277173100 445613 15300 X 15300 0 0
EASTERN UTILITIES ASSOCIATES COM 277173100 23038 791 X 791 0 0
EASTMAN CHEM CO COM 277432100 8831448 170656 X 103596 0 67060
EASTMAN CHEM CO COM 277432100 7029875 135843 X 128432 0 7411
EASTMAN KODAK CO COM 277461109 64401321 950573 X 822529 100 127944
EASTMAN KODAK CO COM 277461109 45101853 665710 X 631300 1250 33160
EATERIES INC COM 277851101 11250 3000 X 0 0 3000
EATON CORP COM 278058102 1496104 16262 X 6380 0 9882
EATON CORP COM 278058102 1163984 12652 X 12118 0 534
EATON VANCE CORP COM 278265103 967694 28100 X 24100 0 4000
EATON VANCE CORP COM 278265103 421377 12236 X 10236 0 2000
EBAY INC COM 278642103 396300 2618 X 118 0 2500
ECHELON CORP COM 27874N105 5404 808 X 808 0 0
ECHELON INTL CORP COM 278747100 9800 438 X 438 0 0
ECHELON INTL CORP COM 278747100 19712 881 X 881 0 0
ECHO BAY MINES LTD COM 278751102 1438 1000 X 1000 0 0
ECHOSTAR COMMUNICATIONS CORP CL A 278762109 31331938 204200 X 201200 0 3000
ECHOSTAR COMMUNICATIONS CORP CL A 278762109 92063 600 X 600 0 0
</TABLE>
PAGE 29
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ECLIPSYS CORP COM 278856109 2513 105 X 105 0 0
ECO SOIL SYSTEMS INC COM 278858105 10750 2000 X 2000 0 0
ECOLAB INC COM 278865100 1601605 36713 X 6685 0 30028
ECOLAB INC COM 278865100 229031 5250 X 5200 50 0
EDIFY CORP COM 280599101 2675 200 X 200 0 0
EDISON INTERNATIONAL COM 281020107 4182229 156345 X 145835 0 10510
EDISON INTERNATIONAL COM 281020107 1586864 59322 X 57822 0 1500
EDPERBRASCAN CORP LTD VTG CL A COM 280905803 26505 1767 X 1767 0 0
EDUCATION MGMT CORP COM 28139T101 2622593 126390 X 124212 0 2178
EDWARDS A G INC COM 281760108 227363 7050 X 450 0 6600
EEX CORP COM 26842V207 874 126 X 126 0 0
EEX CORP COM 26842V207 1651 238 X 238 0 0
EFAX.COM INC COM 282012103 1484 125 X 125 0 0
EFAX.COM INC COM 282012103 3563 300 X 300 0 0
EG & G INC COM 268457108 377198 10588 X 2148 0 8440
EG & G INC COM 268457108 316136 8874 X 8474 0 400
EIS INTL INC COM 268539103 2875 1000 X 1000 0 0
EL PASO ELEC CO NEW COM 283677854 293329 32820 X 32820 0 0
EL PASO ENERGY CORP DEL COM 283905107 1259924 35806 X 4122 0 31684
EL PASO ENERGY CORP DEL COM 283905107 441885 12558 X 8530 0 4028
ELCOR CORP COM 284443108 428138 9800 X 9800 0 0
ELECTRIC LIGHTWAVE INC CL A COM 284895109 8255 635 X 635 0 0
ELECTRO RENT CORP COM 285218103 54825 5100 X 0 0 5100
ELECTRO SCIENTIFIC INDS INC COM 285229100 392744 9400 X 9400 0 0
ELECTROGLAS INC COM 285324109 294000 14700 X 14700 0 0
ELECTRONIC ARTS COM 285512109 4715681 86925 X 26525 0 60400
ELECTRONIC DATA SYS CORP COM 285661104 69554300 1228332 X 1089209 0 139123
ELECTRONIC DATA SYS CORP COM 285661104 7522745 132852 X 128453 1800 2599
ELECTRONICS FOR IMAGING INC COM 286082102 12587 245 X 45 0 200
ELECTROSOURCE INC COM 286150206 750 600 X 0 0 600
ELXSI CORP COM 268613205 1251 110 X 110 0 0
EMBREX INC COM 290817105 4219 500 X 500 0 0
EMC INSURANCE GROUP 268664109 14100 1200 X 1200 0 0
EMCORE CORP COM 290846104 40250 2000 X 0 0 2000
EMERSON ELECTRIC CO COM 291011104 57404287 912084 X 762951 0 149133
EMERSON ELECTRIC CO COM 291011104 40803640 648320 X 613600 2050 32670
EMMIS COMMUNICATIONS CORP CL A COM 291525103 301188 6100 X 0 0 6100
EMPIRE DISTRICT ELECTRIC COM 291641108 23456 900 X 0 0 900
EMPIRE DISTRICT ELECTRIC COM 291641108 15638 600 X 600 0 0
EMULEX CORP COM 292475209 7140461 64220 X 63820 0 400
ENAMELON INC COM 292499100 4250 3400 X 3400 0 0
ENCORE WIRE CORP COM 292562105 4531 500 X 500 0 0
ENDOCARDIAL SOLUTIONS INC COM 292962107 2680 284 X 0 0 284
</TABLE>
PAGE 30
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ENERGEN CORP COM 29265N108 476800 25600 X 22900 0 2700
ENERGY CONVERSION DEVICES INC COM 292659109 994 100 X 100 0 0
ENERGY EAST CORP COM 29266M109 235612 9062 X 9062 0 0
ENERGY EAST CORP COM 29266M109 299208 11508 X 11508 0 0
ENERGY RESH CORP NY COM 29271E100 9263 650 X 0 0 650
ENERGYNORTH INC 292925104 2418307 83570 X 83570 0 0
ENERGYNORTH INC 292925104 31571 1091 X 1091 0 0
ENESCO GROUP INC COM 292973104 2995312 129527 X 26653 0 102874
ENESCO GROUP INC COM 292973104 182688 7900 X 7900 0 0
ENGELHARD CORP COM 292845104 3765796 166444 X 48490 0 117954
ENGELHARD CORP COM 292845104 94731 4187 X 4187 0 0
ENGLE HOMES INC 292896107 819500 59600 X 48400 0 11200
ENHANCE FINL SVCS GROUP INC COM 293310108 574725 29100 X 20800 0 8300
ENRON CORP 293561106 45352202 554767 X 460761 0 94006
ENRON CORP 293561106 9611184 117568 X 112993 150 4425
ENRON OIL & GAS CO COM 293562104 101756 5025 X 425 0 4600
ENRON OIL & GAS CO COM 293562104 60750 3000 X 3000 0 0
ENSCO INTL INC COM 26874Q100 2207480 110720 X 2300 0 108420
ENSCO INTL INC COM 26874Q100 479 24 X 0 0 24
ENTERGY CORP COM 29364G103 22925875 733628 X 671980 0 61648
ENTERGY CORP COM 29364G103 376063 12034 X 10074 0 1960
ENTREMED INC COM 29382F103 47250 2100 X 2000 100 0
ENVIROGEN INC COM NEW 294040308 62 47 X 47 0 0
ENZO BIOCHEM INC COM 294100102 188325 18600 X 5172 0 13428
EPICOR SOFTWARE CORP COM 29426L108 221638 29800 X 29800 0 0
EPICOR SOFTWARE CORP COM 29426L108 185938 25000 X 25000 0 0
EPITOPE INC COM 294261102 2938 500 X 500 0 0
EQUANT COM 294409107 779625 8250 X 0 0 8250
EQUIFAX INC COM 294429105 3796401 106379 X 91404 0 14975
EQUIFAX INC COM 294429105 3196529 89570 X 87770 1000 800
EQUITABLE COMPANIES INC COM 29444G107 1247205 18615 X 310 0 18305
EQUITABLE COMPANIES INC COM 29444G107 43550 650 X 650 0 0
EQUITABLE RESOURCES 294549100 56436 1495 X 495 0 1000
EQUITABLE RESOURCES 294549100 36240 960 X 960 0 0
EQUIVEST FIN INC COM 29476H403 14138 2810 X 2810 0 0
ESCO ELECTRONICS CORP COM TR RCPT 269030201 3203 250 X 250 0 0
ESCO ELECTRONICS CORP COM TR RCPT 269030201 3267 255 X 255 0 0
ESG RE LTD COM G31215109 30000 2000 X 0 0 2000
ESS TECHNOLOGY INC COM 269151106 1344 100 X 0 0 100
ESTEE LAUDER COSMETICS CL A COM 518439104 582152 11614 X 3000 0 8614
ESTEE LAUDER COSMETICS CL A COM 518439104 70175 1400 X 1400 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 233278 16228 X 13000 0 3228
ETEC SYS INC COM 26922C103 3814440 114720 X 114220 0 500
</TABLE>
PAGE 31
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ETHAN ALLEN INTERIORS INC COM 297602104 1228763 32550 X 31650 0 900
ETHYL CORP 297659104 275490 45915 X 13815 0 32100
ETHYL CORP 297659104 27990 4665 X 4365 0 300
ETOYS INC COM 297862104 8150 200 X 200 0 0
ETOYS INC COM 297862104 61125 1500 X 1500 0 0
EUROWEB INTL CORP COM 298801101 32500 20000 X 20000 0 0
EVANS & SUTHERLAND COMPUTER CORP 299096107 6010056 460100 X 341357 0 118743
EVERCEL INC COM 299759100 6261 566 X 0 0 566
EVEREST REINSURANCE HLDG INC 299808105 104400 3200 X 0 0 3200
EVERGREEN RESOURCES INC COM 299900308 8656944 343700 X 277665 0 66035
EXABYTE CORP COM 300615101 65100 16800 X 16800 0 0
EXAR CORP COM 300645108 2578950 104200 X 76035 0 28165
EXCALIBUR TECHNOLOGIES CORP NEW 300651205 54863 3850 X 2000 0 1850
EXCEL SWITCHING CORP COM 30067V108 101788 3400 X 0 0 3400
EXCELSIOR-HENDERSON MOTORCYCLE COM 300906104 732 122 X 0 0 122
EXCHANGE APPLICATION INC COM 300867108 69275 1700 X 1500 0 200
EXECUTIVE RISK INC COM 301586103 895283 10525 X 8400 0 2125
EXECUTIVE RISK INC COM 301586103 27645 325 X 25 0 300
EXECUTIVE TELECARD LTD 301601100 35647 12399 X 0 0 12399
EXECUTONE INFORMATION SYS INC COM 301607107 4281 1000 X 1000 0 0
EXECUTONE INFORMATION SYS INC COM 301607107 4281 1000 X 1000 0 0
EXIDE CORP COM 302051107 26550 1800 X 0 0 1800
EXIDE CORP COM 302051107 2950 200 X 200 0 0
EXODUS COMMUNICATIONS COM 302088109 113941 950 X 550 0 400
EXODUS COMMUNICATIONS COM 302088109 119938 1000 X 1000 0 0
EXOGEN INC COM 302092101 5100 2400 X 2400 0 0
EXPEDITORS INTL WASH INC COM 302130109 4566555 167580 X 149020 0 18560
EXPRESS SCRIPTS INC CL A COM 302182100 2161032 35905 X 26780 0 9125
EXTENDED STAY AMER INC COM 30224P101 97200 8100 X 0 0 8100
EXXON CORP COM 302290101 326884441 4238372 X 3930562 698 307112
EXXON CORP COM 302290101 319179730 4138473 X 3957627 9840 171006
E4L INC COM 268452109 45675 6300 X 0 0 6300
E4L INC COM 268452109 217500 30000 X 0 0 30000
F & M NATL CORP COM 302374103 14470 436 X 436 0 0
F N B CORP PA COM 302520101 39420 1460 X 1460 0 0
F Y I INC COM 302712104 290219 9250 X 300 0 8950
FACTSET RESEARCH SYSTEM COM 303075105 3279154 57910 X 57635 0 275
FAIR ISAAC & CO INC COM 303250104 368156 10500 X 7500 0 3000
FAIRFIELD CMNTYS INC PAPR $.01 COM 304231301 16125 1000 X 500 0 500
FALL RIVER GAS CO 306279100 58102 3058 X 3058 0 0
FALL RIVER GAS CO 306279100 122588 6452 X 6452 0 0
FALMOUTH BANCORP INC COM 306754102 1713 100 X 100 0 0
FALMOUTH BANCORP INC COM 306754102 1713 100 X 100 0 0
</TABLE>
PAGE 32
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FAMILY DLR STORES INC COM 307000109 3148800 131200 X 100800 0 30400
FAMILY DLR STORES INC COM 307000109 717600 29900 X 22500 1400 6000
FAMILY GOLF CTRS INC COM 30701A106 152213 19800 X 19800 0 0
FAMILY GOLF CTRS INC COM 30701A106 4343 565 X 190 0 375
FARR CO COM 311648109 5781875 525625 X 385375 0 140250
FASTENAL CO COM 311900104 12480 238 X 238 0 0
FASTENAL CO COM 311900104 36706 700 X 700 0 0
FBL FINL GROUP INC CL A COM 30239F106 31200 1600 X 0 0 1600
FDX CORP COM 31304N107 2520672 46464 X 34328 0 12136
FDX CORP COM 31304N107 688975 12700 X 12700 0 0
FEDDERS CORP CL A COM 313135303 4245 693 X 693 0 0
FEDDERS CORP COM 313135105 194113 29300 X 27300 0 2000
FEDERAL NATIONAL MORTGAGE ASSN COM 313586109 337275325 4941763 X 4319153 3575 619035
FEDERAL NATIONAL MORTGAGE ASSN COM 313586109 80226305 1175477 X 1121544 7800 46133
FEDERAL SIGNAL CORP 313855108 155728 7350 X 4000 0 3350
FEDERAL SIGNAL CORP 313855108 161957 7644 X 7644 0 0
FEDERAL-MOGUL CORP 313549107 35828000 689000 X 679800 0 9200
FEDERAL-MOGUL CORP 313549107 41600 800 X 800 0 0
FEDERATED DEPT STORES INC COM 31410H101 5489036 103689 X 19439 0 84250
FEDERATED DEPT STORES INC COM 31410H101 31763 600 X 600 0 0
FEDERATED INVESTORS INC CL B COM 314211103 6714006 374300 X 374300 0 0
FELCOR LODGING TR INC COM 31430F101 1399048 67424 X 65308 0 2116
FERRO CORP COM 315405100 756250 27500 X 450 0 27050
FERRO CORP COM 315405100 404278 14701 X 14701 0 0
FIDELITY NATL FINL INC COM 316326107 456400 22820 X 21500 0 1320
FIFTH THIRD BANCORP 316773100 2092792 31441 X 31316 0 125
FIFTH THIRD BANCORP 316773100 6357384 95510 X 95510 0 0
FILENES BASEMENT CORP COM 316866102 3019 2100 X 0 0 2100
FILENET CORP COM 316869106 464363 40600 X 20400 0 20200
FILENET CORP COM 316869106 11438 1000 X 1000 0 0
FINET COM. INC. 317922300 27813 5000 X 5000 0 0
FINISH LINE INC CL A 317923100 5625 500 X 500 0 0
FINOVA GROUP INC COM 317928109 2418750 45962 X 21262 0 24700
FINOVA GROUP INC COM 317928109 21050 400 X 100 0 300
FIRST AMERICAN CORP TENN COM 318900107 557810 13421 X 9422 0 3999
FIRST AMERN FINL CORP CALIF COM 318522307 829400 46400 X 44900 0 1500
FIRST BANCORP PR COM 318672102 536988 23800 X 13500 0 10300
FIRST CASH FINANCIAL SERVICES INC 31942D107 46200 4800 X 0 0 4800
FIRST CHARTER CORP COM 319439105 294624 11904 X 11904 0 0
FIRST COASTAL CORP COM 319699203 23095 2431 X 2431 0 0
FIRST CONSULTING GROUP INC COM 31986R103 818 77 X 0 0 77
FIRST DATA CORP COM 319963104 76151301 1556093 X 1401415 2975 151703
FIRST DATA CORP COM 319963104 8887539 181610 X 170415 1200 9995
</TABLE>
PAGE 33
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FIRST ESSEX BANCORP INC 320103104 89375 5500 X 3500 0 2000
FIRST FED S&L E HARTFORD CT 319944104 26500 1000 X 1000 0 0
FIRST FED S&L E HARTFORD CT 319944104 3154 119 X 119 0 0
FIRST FINANCIAL CORP COM 320221104 1454075 118700 X 19000 0 99700
FIRST HEALTH GROUP CORP COM 320960107 81938 3800 X 0 0 3800
FIRST HEALTH GROUP CORP COM 320960107 6469 300 X 300 0 0
FIRST INDL RLTY TR INC COM 32054K103 878000 32000 X 0 0 32000
FIRST INTL BANCORP INC COM 32054Q100 13000 1000 X 1000 0 0
FIRST MERCHANTS CORP COM 320817109 32063 1350 X 1350 0 0
FIRST MIDWEST BANCORP INC DEL COM 320867104 866550 21800 X 21800 0 0
FIRST SECURITY CORP COM 336294103 1471500 54000 X 0 0 54000
FIRST SENTINEL BANCORP INC COM 33640T103 16703 1882 X 0 0 1882
FIRST SERVICE CORP VTG COM 33761N109 3039020 199280 X 198170 0 1110
FIRST TENN NATL CORP COM 337162101 957813 25000 X 2800 0 22200
FIRST TENN NATL CORP COM 337162101 19156 500 X 500 0 0
FIRST UNION CORP COM 337358105 90529576 1921052 X 1791004 1675 128373
FIRST UNION CORP COM 337358105 19540947 414662 X 397922 1925 14815
FIRST VIRGINIA BANKS INC 337477103 508984 10361 X 10361 0 0
FIRST VIRGINIA BANKS INC 337477103 239484 4875 X 2625 0 2250
FIRST W VA BANCORP INC COM 337493100 12802 592 X 592 0 0
FIRSTAR CORP COM 33763V109 3124016 111572 X 58324 0 53248
FIRSTAR CORP COM 33763V109 487872 17424 X 17424 0 0
FIRSTCOM CORP COM 33763T104 4313 500 X 0 0 500
FIRSTENERGY CORP COM 337932107 2419612 78052 X 62360 0 15692
FIRSTENERGY CORP COM 337932107 267034 8614 X 7472 0 1142
FIRSTFED FINL CORP DEL COM 337907109 65450 3400 X 500 0 2900
FIRSTMERIT CORP COM 337915102 1949193 69459 X 67659 0 1800
FISERV INC COM 337738108 472568 15092 X 92 0 15000
FISERV INC COM 337738108 17598 562 X 562 0 0
FLAGSTAR BANCORP INC COM 337930101 53025 2100 X 0 0 2100
FLEET FINANCIAL GROUP INC COM 338915101 642384881 14476279 X 2800 0 14473479
FLEET FINANCIAL GROUP INC COM 338915101 101088913 2278060 X 0 0 2278060
FLEETWOOD ENTERPRISES INC COM 339099103 10542032 398753 X 388925 0 9828
FLEETWOOD ENTERPRISES INC COM 339099103 21150 800 X 800 0 0
FLEMING COS INC COM 339130106 333638 28700 X 28700 0 0
FLEXIINTERNATIONAL SOFTWARE INC COM 338923105 138 100 X 100 0 0
FLEXTRONICS INTERNATIONAL LTD Y2573F102 44400 800 X 0 0 800
FLIR SYS INC COM 302445101 7563 500 X 500 0 0
FLORIDA BKS INC COM 340560101 62500 8000 X 0 0 8000
FLORIDA PANTHERS HLDGS INC COM 341064103 1069 100 X 100 0 0
FLORIDA PROGRESS CORP 341109106 4031935 97596 X 75496 0 22100
FLORIDA PROGRESS CORP 341109106 2274294 55051 X 53191 300 1560
FLORIDA ROCK INDS INC COM 341140101 641550 14100 X 14100 0 0
</TABLE>
PAGE 34
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FLORSHEIM GROUP INC COM 343302105 16875 3000 X 3000 0 0
FLOW INTERNATIONAL CORP 343468104 121100 11200 X 11200 0 0
FLOWERS INDS INC COM 343496105 1060150 48883 X 17733 0 31150
FLOWERS INDS INC COM 343496105 352509 16254 X 3250 0 13004
FLOWSERVE CORP COM 34354P105 662813 35000 X 0 0 35000
FLUOR CORP COM 343861100 541080 13360 X 4414 0 8946
FLUOR CORP COM 343861100 67392 1664 X 1664 0 0
FLUSHING FINL CORP COM 343873105 6919 450 X 450 0 0
FMC CORP (NEW) COM 302491303 1168622 17107 X 6942 0 10165
FMC CORP (NEW) COM 302491303 68313 1000 X 1000 0 0
FOAMEX INTL INC COM 344123104 5563 1000 X 0 0 1000
FOILMARK INC COM 344185103 4875 2000 X 0 0 2000
FONAR CORP COM 344437108 1790 1548 X 1548 0 0
FOODMAKER INC NEW COM 344839204 868275 30600 X 16300 0 14300
FOOTSTAR INC COM 344912100 1222093 32863 X 19231 0 13632
FOOTSTAR INC COM 344912100 101224 2722 X 1686 0 1036
FORD MOTOR CO DEL COM 345370100 155369108 2752941 X 2330345 250 422346
FORD MOTOR CO DEL COM 345370100 40711416 721354 X 682703 4644 34007
FOREMOST CORP AMERICA 345469100 39600 1800 X 1800 0 0
FOREST CITY ENTERPRISES INC COM CL B 345550305 28125 1000 X 0 0 1000
FOREST LABS INC COM 345838106 30336023 655914 X 611063 0 44851
FOREST LABS INC COM 345838106 1476531 31925 X 30175 0 1750
FORRESTER RESEARCH COM 346563109 3292750 131710 X 130941 0 769
FORT JAMES CORP COM 347471104 4194315 110741 X 19843 0 90898
FORT JAMES CORP COM 347471104 11363 300 X 300 0 0
FORTUNE BRANDS INC COM 349631101 5913191 142917 X 36241 0 106676
FORTUNE BRANDS INC COM 349631101 2891864 69894 X 66238 0 3656
FOSTER WHEELER CORP COM 350244109 78131 5556 X 3285 0 2271
FOSTER WHEELER CORP COM 350244109 20391 1450 X 1450 0 0
FOUNDATION HEALTH SYS INC CL A COM 350404109 345150 23010 X 0 0 23010
FOUNDATION HEALTH SYS INC CL A COM 350404109 11250 750 X 750 0 0
FOUR MEDIA CO COM 350872107 2028 312 X 312 0 0
FOX ENTERTAINMENT GROUP INC CL A COM 35138T107 447432 16610 X 600 0 16010
FPL GROUP INC COM 302571104 21583594 395123 X 350847 0 44276
FPL GROUP INC COM 302571104 4857856 88931 X 84987 100 3844
FRANKLIN COVEY CO COM 353469109 114313 15500 X 15500 0 0
FRANKLIN ELECTR PUBLISHERS INC COM 353515109 54206 14700 X 0 0 14700
FRANKLIN RES INC COM 354613101 1206481 29698 X 21998 0 7700
FRANKLIN RES INC COM 354613101 101563 2500 X 2500 0 0
FREDDIE MAC COM 313400301 15378990 265155 X 159271 0 105884
FREDDIE MAC COM 313400301 316100 5450 X 5450 0 0
FREEDOM SECURITIES CORP COM 35644K103 8563 500 X 500 0 0
FREEPORT-MCMORAN COPPER & GOLD B COM 35671D857 343449 19147 X 18947 0 200
FREEPORT-MCMORAN COPPER & GOLD B COM 35671D857 1780943 99286 X 96786 0 2500
</TABLE>
PAGE 35
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FREEPORT-MCMORAN COPPER & GOLD INC A 35671D105 53031 3166 X 3166 0 0
FREMONT GEN CORP 357288109 989050 52400 X 43490 0 8910
FRESH DEL MONTE PRODUCE INC COM G36738105 43223 3060 X 0 0 3060
FRESH FOODS INC COM 358034106 1059642 122857 X 96328 0 26529
FRIEDMAM BILLINGS RAMSEY CL A COM 358433100 19000 1600 X 1600 0 0
FRIENDLY ICE CREAM CORP COM 358497105 4363200 545400 X 406300 0 139100
FRIENDLY ICE CREAM CORP COM 358497105 1600 200 X 200 0 0
FRITZ COS INC COM 358846103 292701 27228 X 27228 0 0
FRONTIER AIRLINES INC COM 359065109 12900 800 X 0 0 800
FRONTIER CORP COM 35906P105 116939463 1994703 X 1892736 2500 99467
FRONTIER CORP COM 35906P105 13573564 231532 X 220372 225 10935
FRONTIER INS GROUP INC COM 359081106 4258398 276969 X 276969 0 0
FRONTIER INS GROUP INC COM 359081106 15375 1000 X 1000 0 0
FROZEN FOOD EXPRESS INDS INC COM 359360104 110563 14500 X 12500 0 2000
FRUIT OF THE LOOM INC CL-A COM G3682L105 400608 41088 X 41088 0 0
FRUIT OF THE LOOM INC CL-A COM G3682L105 2828 290 X 290 0 0
FUISZ TECHNOLOGIES LTD COM 359536109 16563 5000 X 5000 0 0
FULTON FINL CORP PA COM 360271100 225411 10896 X 10896 0 0
FULTON FINL CORP PA COM 360271100 57242 2767 X 2767 0 0
FUNCO INC COM 360762108 5685388 308360 X 306950 0 1410
FURNITURE BRANDS INTL INC COM 360921100 29269 1050 X 40 0 1010
FURNITURE BRANDS INTL INC COM 360921100 41813 1500 X 1500 0 0
FURON COMPANY COM 361106107 9500 500 X 0 0 500
FUSION MED TECHNOLOGIES INC COM 361128101 7563 1000 X 1000 0 0
G & K SVCS INC COM 361268105 812860 15520 X 12250 0 3270
GABELLI ASSET MGMT INC CL A 36239Y102 9488 600 X 0 0 600
GALAXY FOODS CO COM NEW 363175209 7 2 X 0 0 2
GALEY & LORD INC COM 36352K103 38938 8900 X 8900 0 0
GALILEO CORPORATION COM 363544107 468563 63000 X 3000 0 60000
GALILEO INTL INC COM 363547100 1289180 24125 X 525 0 23600
GALILEO TECHNOLOGY COM M47298100 2241609 49470 X 48170 0 1300
GALLAGHER ARTHUR J & CO COM 363576109 643500 13000 X 11200 0 1800
GANNETT INC COM 364730101 25175890 352727 X 297447 0 55280
GANNETT INC COM 364730101 23961944 335719 X 318889 4800 12030
GAP INC COM 364760108 29201128 579675 X 435205 0 144470
GAP INC COM 364760108 1941453 38540 X 32653 1012 4875
GARDNER DENVER INC COM 365558105 195500 12124 X 12124 0 0
GARDNER DENVER INC COM 365558105 871 54 X 54 0 0
GARTNER GROUP INC CL A COM 366651107 899253 43866 X 3366 0 40500
GARTNER GROUP INC CL A COM 366651107 30750 1500 X 1500 0 0
GATEWAY INC COM 367626108 1270848 21517 X 14417 0 7100
GATEWAY INC COM 367626108 372094 6300 X 6300 0 0
GATX CORPORATION COM 361448103 664952 17470 X 2270 0 15200
GATX CORPORATION COM 361448103 80845 2124 X 2124 0 0
</TABLE>
PAGE 36
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GAYLORD ENTMT CO NEW COM 367905106 1350000 45000 X 0 0 45000
GBC BANCORP CALIFORNIA COM 361475106 1405350 69400 X 47300 0 22100
GC COS INC COM 36155Q109 564850 15800 X 5800 0 10000
GC COS INC COM 36155Q109 128700 3600 X 3600 0 0
GEERLINGS & WADE INC COM 368473104 1600 200 X 200 0 0
GELTEX PHARMINC COM 368538104 3686940 204830 X 198990 0 5840
GEMSTAR INTL GROUP LTD COM G3788V106 2694825 41300 X 500 0 40800
GEMSTAR INTL GROUP LTD COM G3788V106 13050 200 X 200 0 0
GENCOR INDUSTRIES INC COM 368678108 10731 1700 X 0 0 1700
GENCORP INC COM 368682100 361530 14318 X 543 0 13775
GENCORP INC COM 368682100 25250 1000 X 1000 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 52800 3300 X 0 0 3300
GENERAL CHEM GROUP INC COM 369332101 132906 42530 X 42530 0 0
GENERAL CIGAR HOLDINGS INC COM 36933P100 585938 75000 X 0 0 75000
GENERAL COMMUNICATION INC CL A COM 369385109 253524 37300 X 37300 0 0
GENERAL DATACOMM INDS INC 369487103 56350 19600 X 0 0 19600
GENERAL DYNAMICS CORP COM 369550108 4077676 59204 X 8496 0 50708
GENERAL DYNAMICS CORP COM 369550108 137750 2000 X 2000 0 0
GENERAL ELECTRIC CO COM 369604103 944076128 8354656 X 7450585 2725 901346
GENERAL ELECTRIC CO COM 369604103 665080371 5885667 X 5555277 12070 318320
GENERAL INSTR CORP DEL COM 370120107 2290368 53891 X 14891 0 39000
GENERAL MAGNAPLATE CORP COM 370262206 1375 400 X 400 0 0
GENERAL MILLS INC COM 370334104 12498956 155508 X 132160 0 23348
GENERAL MILLS INC COM 370334104 11362935 141374 X 135494 0 5880
GENERAL MOTORS CORP CL H COM 370442832 4128269 73310 X 42146 0 31164
GENERAL MOTORS CORP CL H COM 370442832 45163 802 X 774 0 28
GENERAL MTRS CORP COM 370442105 32211432 488052 X 388832 0 99220
GENERAL MTRS CORP COM 370442105 15720078 238183 X 228511 206 9466
GENERAL NUTRITION COS INC COM 37047F103 608456 26100 X 0 0 26100
GENERAL NUTRITION COS INC COM 37047F103 100710 4320 X 4320 0 0
GENERAL SEMICONDUCTOR INC COM 370787103 297493 32602 X 27600 0 5002
GENESCO INC COM 371532102 21844 1500 X 1500 0 0
GENESEE CORP CL B COM 371601204 26500 1000 X 0 0 1000
GENESIS HEALTH VENTURES INC COM 371912106 79875 26625 X 18150 0 8475
GENESIS HEALTH VENTURES INC COM 371912106 1155 385 X 385 0 0
GENESYS TELECOMM LABS INC COM 371931106 3530750 141230 X 140430 0 800
GENLYTE GROUP INC COM 372302109 33656 1500 X 0 0 1500
GENRAD INC COM 372447102 684663 32031 X 29931 0 2100
GENTA INC COM 37245M207 4149 1619 X 0 0 1619
GENTEK INC COM 37245X104 590104 42530 X 42530 0 0
GENTEX CORP COM 371901109 6247360 223120 X 177670 0 45450
GENTEX CORP COM 371901109 117600 4200 X 1700 0 2500
GENUINE PARTS CO 372460105 2089745 59707 X 41052 0 18655
GENUINE PARTS CO 372460105 2451610 70046 X 66054 2362 1630
</TABLE>
PAGE 37
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GENUS INC COM 372461103 32500 10000 X 10000 0 0
GENZYME CORP ( GENERAL DIVISION COM) 372917104 98065183 1989605 X 1815298 1525 172782
GENZYME CORP ( GENERAL DIVISION COM) 372917104 5979664 121319 X 112919 0 8400
GENZYME CORP-TISSUE REPAIR COM 372917401 902 444 X 15 0 429
GENZYME CORP-TISSUE REPAIR COM 372917401 169 83 X 5 0 78
GENZYME-MOLECULAR ONCOLOGY COM 372917500 57877 21046 X 20115 91 840
GENZYME-MOLECULAR ONCOLOGY COM 372917500 11506 4184 X 3505 0 679
GEON CO COM 37246W105 564375 17500 X 17500 0 0
GEORGIA PACIFIC GROUP COM 373298108 42506935 897244 X 837090 50 60104
GEORGIA PACIFIC GROUP COM 373298108 8649159 182568 X 172906 4850 4812
GEORGIA PACIFIC TIMBER GROUP COM 373298702 1344941 53265 X 45734 0 7531
GEORGIA PACIFIC TIMBER GROUP COM 373298702 1214803 48111 X 45605 900 1606
GERBER SCIENTIFIC INC COM 373730100 559836 25375 X 19300 0 6075
GERBER SCIENTIFIC INC COM 373730100 582053 26382 X 26382 0 0
GETTY IMAGES INC COM 374276103 188750 10000 X 0 0 10000
GIANT CEMENT HOLDING INC COM 374450104 2288 100 X 100 0 0
GIBRALTAR STL CORP COM 37476F103 9900 400 X 400 0 0
GIBSON GREETINGS INC 374827103 74857 11800 X 11800 0 0
GIGA TRONICS INC 375175106 138188 73700 X 73700 0 0
GILEAD SCIENCES INC COM 375558103 60610 1160 X 50 0 1110
GILLETTE CO COM 375766102 155864821 3801581 X 3541467 2050 258064
GILLETTE CO COM 375766102 54574854 1331094 X 1200839 8700 121555
GLATFELTER P H CO 377316104 55575 3800 X 3800 0 0
GLC LTD COM X3205H103 575 107 X 107 0 0
GLENAYRE TECHNOLOGIES INC 377899109 8489 2362 X 2362 0 0
GLOBAL CROSSING LTD COM G3921A100 139512 3273 X 2164 0 1109
GLOBAL INDL TECHNOLOGIES INC COM 379335102 3224548 267320 X 174320 0 93000
GLOBAL INDS LTD COM 379336100 1922259 150030 X 149130 0 900
GLOBAL MARINE INC COM 379352404 289323 18666 X 15566 0 3100
GLOBAL MARINE INC COM 379352404 3100 200 X 200 0 0
GLOBAL SPORTS INC COM 37937A107 16375 1000 X 0 0 1000
GLOBAL SPORTS INC COM 37937A107 16375 1000 X 1000 0 0
GLOBAL TELESYSTEMS GROUP INC COM 37936U104 1146150 14150 X 0 0 14150
GLOBALSTAR TELECOMMUNICTNS LTD COM G3930H104 1261400 54400 X 3400 0 51000
GLOBECOMM SYS INC COM 37956X103 141311 14310 X 14310 0 0
GLOBIX CORP COM 37957F101 4419 100 X 100 0 0
GLOBIX CORP COM 37957F101 66281 1500 X 1000 0 500
GOLDEN ST BANCORP INC COM 381197102 247500 11000 X 1000 0 10000
GOLDEN WEST FINANCIAL 381317106 2335438 23831 X 6999 0 16832
GOLDEN WEST FINANCIAL 381317106 294000 3000 X 3000 0 0
GOLDFIELD CORP 381370105 250 1000 X 1000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1491240 20640 X 15100 0 5540
GOLDMAN SACHS GROUP INC COM 38141G104 7225 100 X 100 0 0
</TABLE>
PAGE 38
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GOODRICH B F CO COM 382388106 37231658 876039 X 765232 0 110807
GOODRICH B F CO COM 382388106 1904595 44814 X 44564 100 150
GOODRICH PETE CORP COM NEW 382410405 58 62 X 62 0 0
GOODYEAR TIRE & RUBBER COM 382550101 4326777 73569 X 24241 0 49328
GOODYEAR TIRE & RUBBER COM 382550101 590654 10043 X 10043 0 0
GOODYS FAMILY CLOTHING INC COM 382588101 3716044 324900 X 246300 0 78600
GOTTSCHALKS INC 383485109 85775 9400 X 9400 0 0
GP STRATEGIES CORP COM 36225V104 14000 1600 X 0 0 1600
GPU INC COM 36225X100 2123170 50327 X 30127 0 20200
GPU INC COM 36225X100 164363 3896 X 2046 0 1850
GRACO INC COM 384109104 472938 16100 X 15100 0 1000
GRACO INC COM 384109104 100316 3415 X 3415 0 0
GRADCO SYS INC COM 384111100 1313 500 X 500 0 0
GRAHAM CORP COM 384556106 5550 600 X 600 0 0
GRAHAM CORP COM 384556106 34336 3712 X 3712 0 0
GRAHAM-FIELD HEALTH PRODS INC COM 384632105 12000 8000 X 8000 0 0
GRAINGER W W INC 384802104 7246068 134654 X 90956 0 43698
GRAINGER W W INC 384802104 3236930 60152 X 59252 0 900
GRANITE CONSTR INC 387328107 34003 1160 X 0 0 1160
GRANITE CONSTR INC 387328107 8794 300 X 300 0 0
GRANITE STATE BANKSHARES INC 387472103 38156 1650 X 1650 0 0
GRANITE STATE BANKSHARES INC 387472103 9319 403 X 375 0 28
GRC INTL INC COM 361922107 39950 4700 X 0 0 4700
GREAT ATLANTIC & PACIFIC TEA INC COM 390064103 226476 6698 X 3405 0 3293
GREAT ATLANTIC & PACIFIC TEA INC COM 390064103 3381 100 X 100 0 0
GREAT LAKES CHEMICAL 390568103 5280835 114645 X 72354 0 42291
GREAT LAKES CHEMICAL 390568103 1009828 21923 X 16998 3000 1925
GREAT PLAINS SOFTWARE INC COM 39119E105 3350784 71010 X 70550 0 460
GREEN MOUNTAIN POWER CORP COM 393154109 44119 3900 X 3900 0 0
GREEN MOUNTAIN POWER CORP COM 393154109 7579 670 X 670 0 0
GREENPOINT FINL CORP COM 395384100 673641 20530 X 30 0 20500
GREENPOINT FINL CORP COM 395384100 49219 1500 X 1500 0 0
GREIF BROS CORP CL A COM 397624107 8708250 341500 X 246200 0 95300
GRIFFIN LD & NURSERIES INC CL A COM 398231100 204750 18200 X 0 0 18200
GRIFFON CORPORATION COM 398433102 181250 23200 X 23200 0 0
GSI LUMONICS INC COM 36229U102 1111946 291658 X 107762 0 183896
GT INTERACTIVE SOFTWARE CORP COM 36236E109 14000 4000 X 4000 0 0
GTE CORP COM 362320103 151336126 2004452 X 1816796 150 187506
GTE CORP COM 362320103 52773066 698981 X 653024 5770 40187
GTECH HLDGS CORP COM 400518106 125753 5337 X 300 0 5037
GTS DURATEK INC COM 36237J107 569 100 X 0 0 100
GUESS INC COM 401617105 120169 8700 X 0 0 8700
GUIDANT CORP COM 401698105 29059603 568403 X 541485 0 26918
GUIDANT CORP COM 401698105 1367901 26756 X 18156 0 8600
</TABLE>
PAGE 39
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GUILFORD MLS INC COM 401794102 805100 77600 X 15050 0 62550
GULF INDONESIA RESOURCES LTD COM 402284103 695405 60470 X 60000 0 470
GULFMARK OFFSHORE INC COM 402629109 4746200 249800 X 193545 0 56255
GULFMARK OFFSHORE INC COM 402629109 17100 900 X 900 0 0
GULFSTREAM AEROSPACE CORP COM 402734107 6379927 94430 X 45030 0 49400
GYMBOREE CORP COM 403777105 191100 18200 X 18200 0 0
GYRODYNE CO AMER INC COM 403820103 106998 6294 X 0 0 6294
H J HEINZ CO COM 423074103 18622139 371514 X 319724 0 51790
H J HEINZ CO COM 423074103 9337937 186293 X 176143 0 10150
HA-LO INDUSTRIES INC COM 404429102 329825 33400 X 33400 0 0
HADCO CORP COM 404681108 2289600 57600 X 42000 0 15600
HAGGAR CORP COM 405173105 85313 6500 X 6500 0 0
HALLIBURTON CO COM NEW 406216101 191891042 4240686 X 4000649 2750 237287
HALLIBURTON CO COM NEW 406216101 25390544 561117 X 539932 1100 20085
HALTER MARINE GROUP INC COM 40642Y105 146744 22150 X 18132 0 4018
HALTER MARINE GROUP INC COM 40642Y105 1034 156 X 156 0 0
HAMBRECHT & QUIST GROUP COM 406545103 674813 18300 X 18300 0 0
HANCOCK FABRICS INC COM 409900107 67375 15400 X 15400 0 0
HANCOCK FABRICS INC COM 409900107 2021 462 X 462 0 0
HANGER ORTHOPEDIC GRP INC COM NEW 41043F208 219906 15500 X 14200 0 1300
HANNA M A CO 410522106 540366 32874 X 2874 0 30000
HANNA M A CO 410522106 51778 3150 X 3150 0 0
HANNAFORD BROS CO 410550107 19592663 366218 X 363138 0 3080
HANNAFORD BROS CO 410550107 2472128 46208 X 36408 9000 800
HANOVER COMPRESSOR CO COM 410768105 22488 700 X 0 0 700
HANOVER DIRECT INC COM 410783104 14375 5000 X 5000 0 0
HAPPY KIDS INC COM 411391105 742781 85500 X 62300 0 23200
HARBINGER CORP COM 41145C103 408750 32700 X 31100 0 1600
HARBINGER CORP COM 41145C103 11250 900 X 900 0 0
HARCOURT GEN INC COM 41163G101 478191 9274 X 5905 0 3369
HARCOURT GEN INC COM 41163G101 1695788 32888 X 32888 0 0
HARKEN ENERGY CORP COM 412552101 16575 10200 X 10000 0 200
HARLAND JOHN H CO COM 412693103 462550 23200 X 23200 0 0
HARLEY DAVIDSON INC COM 412822108 7474659 137465 X 128800 0 8665
HARLEY DAVIDSON INC COM 412822108 473063 8700 X 8700 0 0
HARLEYSVILLE GROUP INC 412824104 63550 3100 X 0 0 3100
HARMAN INTL INDS INC NEW COM 413086109 1270500 28875 X 13425 0 15450
HARMAN INTL INDS INC NEW COM 413086109 17600 400 X 400 0 0
HARMON INDS INC NEW COM 413136102 156519 7900 X 7900 0 0
HARNISCHFEGER INDS INC COM 413345109 9500 4750 X 0 0 4750
HARNISCHFEGER INDS INC COM 413345109 2000 1000 X 1000 0 0
HARRAH'S ENTMT INC COM 413619107 894083 40525 X 14825 0 25700
HARRIS CORP COM 413875105 19475952 496994 X 447628 0 49366
HARRIS CORP COM 413875105 717131 18300 X 17450 0 850
</TABLE>
PAGE 40
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HARRIS FINL INC COM 414541102 7185414 664547 X 0 0 664547
HARSCO CORP COM 415864107 1740800 54400 X 500 0 53900
HARSCO CORP COM 415864107 76800 2400 X 2400 0 0
HARTE-HANKS INC COM 416196103 41773 1540 X 1540 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 123944385 2125520 X 1932965 1900 190655
HARTFORD FINL SVCS GROUP INC COM 416515104 20155249 345642 X 333915 1550 10177
HARTFORD LIFE COM 416592103 894625 17000 X 2600 0 14400
HARTFORD LIFE COM 416592103 84305 1602 X 1602 0 0
HARTMARX CORP COM 417119104 203513 48600 X 26000 0 22600
HARTMARX CORP COM 417119104 94219 22500 X 22500 0 0
HARVEY ELECTRONICS INC COM 417660107 488 200 X 200 0 0
HASBRO INC 418056107 2680827 95958 X 27009 0 68949
HASBRO INC 418056107 125719 4500 X 2250 0 2250
HAWAIIAN AIRLS INC COM 419849104 844 300 X 300 0 0
HAWAIIAN ELECTRIC CO INDS INC COM 419870100 49700 1400 X 800 0 600
HAWAIIAN ELECTRIC CO INDS INC COM 419870100 93720 2640 X 2640 0 0
HAWKER PAC AEROSPACE COM 420123101 2375 1000 X 1000 0 0
HCC INS HLDGS INC COM 404132102 68063 3000 X 0 0 3000
HCC INS HLDGS INC COM 404132102 226875 10000 X 0 0 10000
HCR MANOR CARE INC COM 404134108 6018140 248812 X 228988 0 19824
HCR MANOR CARE INC COM 404134108 19350 800 X 800 0 0
HEALTH MGMT ASSOC INC CL A NEW COM 421933102 154384 13723 X 8523 0 5200
HEALTH MGMT SYS INC COM 42219M100 3209525 583550 X 424200 0 159350
HEALTHCARE FINANCIAL PARTNERS COM 42219W108 15793360 461120 X 353705 0 107415
HEALTHCARE FINANCIAL PARTNERS COM 42219W108 20550 600 X 600 0 0
HEALTHCARE RLTY TR COM 421946104 4808050 227600 X 141350 0 86250
HEALTHCARE RLTY TR COM 421946104 234002 11077 X 2800 0 8277
HEALTHEON CORP COM 422209106 65450 850 X 0 0 850
HEALTHSOUTH CORP COM 421924101 51765922 3480062 X 3199605 0 280457
HEALTHSOUTH CORP COM 421924101 895475 60200 X 60200 0 0
HEARTLAND EXPRESS CO 422347104 368438 22500 X 22500 0 0
HECLA MINING COMPANY 422704106 85181 41300 X 41300 0 0
HEICO CORP NEW CL A 422806208 1787953 73730 X 73279 0 451
HEICO INC COM 422806109 1742846 69540 X 69183 0 357
HELEN OF TROY CORP LTD COM G4388N106 17938 1000 X 1000 0 0
HELEN OF TROY CORP LTD COM G4388N106 11480 640 X 640 0 0
HELIX TECHNOLOGY CORP COM 423319102 3991339 166740 X 165940 0 800
HELIX TECHNOLOGY CORP COM 423319102 126342 5278 X 0 0 5278
HELLER FINANCIAL INC 423328103 2725625 98000 X 85000 0 13000
HELMERICH & PAYNE INC COM 423452101 141892 6006 X 2888 0 3118
HELMERICH & PAYNE INC COM 423452101 21263 900 X 900 0 0
HENRY JACK & ASSOC INC COM 426281101 557350 14200 X 14200 0 0
HENRY SCHEIN INC COM 806407102 117244 3700 X 200 0 3500
</TABLE>
PAGE 41
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HERCULES INC COM 427056106 1463015 37215 X 20914 0 16301
HERCULES INC COM 427056106 158351 4028 X 3728 0 300
HERSHEY FOODS CORP COM 427866108 22566834 380073 X 306409 0 73664
HERSHEY FOODS CORP COM 427866108 4827366 81303 X 78303 0 3000
HEWLETT PACKARD CO COM 428236103 350047229 3483057 X 3214669 1575 266813
HEWLETT PACKARD CO COM 428236103 103539321 1030242 X 980045 2200 47997
HEXCEL CORP COM NEW 428291108 2057096 203170 X 198920 0 4250
HI/FN INC COM 428358105 2262435 29720 X 28834 0 886
HIBBETT SPORTING GOODS INC COM 428565105 147400 6700 X 0 0 6700
HIBERNIA CORP CLASS A VOTING COM 428656102 955526 60910 X 57915 0 2995
HIBERNIA CORP CLASS A VOTING COM 428656102 835516 53260 X 53250 0 10
HIGH SPEED ACCESS CORP COM 42979U102 38438 1500 X 1500 0 0
HIGHLANDS INS GROUP INC COM 431032101 2086865 198749 X 135939 10 62800
HIGHLANDS INS GROUP INC COM 431032101 9135 870 X 702 0 168
HILB ROGAL & HAMILTON CO COM 431294107 201375 9000 X 9000 0 0
HILFIGER TOMMY CORP G8915Z102 14806682 202139 X 178647 0 23492
HILFIGER TOMMY CORP G8915Z102 739093 10090 X 10010 80 0
HILLENBRAND INDS INC COM 431573104 43250 1000 X 1000 0 0
HILLENBRAND INDS INC COM 431573104 82175 1900 X 1500 0 400
HILTON HOTELS CORP COM 432848109 4265869 300678 X 188938 0 111740
HILTON HOTELS CORP COM 432848109 22700 1600 X 1600 0 0
HISPANIC BROADCASTING CORP COM 43357B104 7460030 98320 X 97820 0 500
HNC SOFTWARE INC COM 40425P107 865800 28099 X 28099 0 0
HOLLINGER INTL INC CL A COM 435569108 153188 12900 X 7000 0 5900
HOLLYWOOD PK INC NEW COM 436255103 329800 19400 X 19400 0 0
HOLLYWOOD PK INC NEW COM 436255103 3400 200 X 200 0 0
HOLOGIC INC 436440101 57032 10139 X 10000 0 139
HOLOGIC INC 436440101 2981 530 X 0 0 530
HOME DEPOT INC COM 437076102 341770572 5303908 X 4860136 3046 440726
HOME DEPOT INC COM 437076102 60062645 932107 X 882880 10021 39206
HOME PORT BANCORP INC 437304108 35813 1500 X 1500 0 0
HOME PORT BANCORP INC 437304108 47750 2000 X 2000 0 0
HOMEBASE INC COM 43738E108 631 100 X 100 0 0
HOMEBASE INC COM 43738E108 7247 1148 X 0 0 1148
HOMEGOLD FINL INC COM 43740E104 3557 2371 X 2371 0 0
HOMESTAKE MINING CO COM 437614100 650071 79398 X 40373 0 39025
HOMESTAKE MINING CO COM 437614100 72992 8915 X 6915 0 2000
HON INDS INC COM 438092108 729688 25000 X 25000 0 0
HONEYWELL INC COM 438506107 59475393 513272 X 466200 0 47072
HONEYWELL INC COM 438506107 4933031 42572 X 42172 0 400
HOOPER HOLMES INC COM 439104100 79463 3900 X 0 0 3900
HOOPER HOLMES INC COM 439104100 27466 1348 X 1348 0 0
HORACE MANN EDUCATORS CORP NEW COM 440327104 28547 1050 X 830 0 220
</TABLE>
PAGE 42
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HORIZON ORGANIC HLDG CORP COM 44043T103 4388 300 X 300 0 0
HORMEL FOODS CORPORATION 440452100 245525 6100 X 1400 0 4700
HOST MARRIOTT SERVICES INC COM 440914109 813 100 X 0 0 100
HOUGHTON-MIFFLIN CO COM 441560109 10662009 226550 X 123050 0 103500
HOUGHTON-MIFFLIN CO COM 441560109 164719 3500 X 3500 0 0
HOUSEHOLD INTERNATIONAL COM 441815107 19164088 404519 X 261056 0 143463
HOUSEHOLD INTERNATIONAL COM 441815107 1721608 36340 X 24361 0 11979
HOUSTON EXPLORATION COMPANY COM 442120101 4796869 253300 X 177700 0 75600
HOWMET INTERNATIONAL INC COM 443208103 25781 1500 X 1500 0 0
HS RES INC COM 404297103 205025 13900 X 13900 0 0
HSB GROUP INC COM 40428N109 33295234 808382 X 169232 0 639150
HSB GROUP INC COM 40428N109 9088104 220652 X 213209 4800 2643
HTE INC COM 403926108 1028025 304600 X 304600 0 0
HUBBELL INC CL B COM 443510201 31331029 690491 X 630491 0 60000
HUBBELL INC CL B COM 443510201 6886065 151759 X 127295 290 24174
HUBBELL INC CLASS A COM 443510102 9452369 237050 X 232250 0 4800
HUBBELL INC CLASS A COM 443510102 288376 7232 X 2936 0 4296
HUDSON RIVER BANCORP COM 444128102 213333 19176 X 19176 0 0
HUDSON UNITED BANCORP COM 444165104 1059879 33781 X 32875 0 906
HUDSON UNITED BANCORP COM 444165104 2289183 72962 X 72962 0 0
HUFFY CORPORATION 444356109 123200 8800 X 8800 0 0
HUFFY CORPORATION 444356109 15750 1125 X 0 0 1125
HUGHES SUPPLY INC COM 444482103 534375 18000 X 18000 0 0
HUMAN GENOME SCIENCES INC COM 444903108 23700 600 X 200 0 400
HUMANA INC COM 444859102 197439 15261 X 15261 0 0
HUMANA INC COM 444859102 114497 8850 X 8850 0 0
HUNGARIAN TELEPHONE 445542103 3250 500 X 0 0 500
HUNT J B TRANS SVCS INC COM 445658107 6419400 395040 X 385600 0 9440
HUNTINGTON BANCSHARES INC 446150104 2312730 66078 X 66078 0 0
HUNTINGTON BANCSHARES INC 446150104 269815 7709 X 7104 0 605
HUSSMANN INTL INC COM 448110106 367688 22200 X 0 0 22200
HUSSMANN INTL INC COM 448110106 86622 5230 X 4498 0 732
HUTCHINSON TECHNOLOGY INC COM 448407106 582750 21000 X 19500 0 1500
HVIDE MARINE INC CL A 448515106 2156 1000 X 1000 0 0
HYPERCOM CORP COM 44913M105 6065494 634300 X 462000 0 172300
HYPERION SOLUTIONS CORP COM 44914M104 16864163 946760 X 763860 0 182900
HYPERION TELECOMMUNICATIONS COM 44914K306 22575 1200 X 500 0 700
I-STAT CORP COM 450312103 259150 28400 X 28400 0 0
IBP INC COM 449223106 1218375 51300 X 50600 0 700
ICG COMMUNICATIONS INC COM 449246107 3168416 148230 X 147430 0 800
ICN PHARMACEUTICALS INC NEW COM 448924100 22170460 688791 X 482243 0 206548
ICN PHARMACEUTICALS INC NEW COM 448924100 32188 1000 X 1000 0 0
ICOS CORP COM 449295104 55097 1350 X 1350 0 0
ICOS CORP COM 449295104 12244 300 X 200 0 100
</TABLE>
PAGE 43
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ICU MED INC 44930G107 456338 25800 X 0 0 25800
IDACORP INC COM 451107106 134285 4263 X 3063 0 1200
IDACORP INC COM 451107106 267498 8492 X 7992 0 500
IDEC PHARMACEUTICALS CORP COM 449370105 1155938 15000 X 15000 0 0
IDEC PHARMACEUTICALS CORP COM 449370105 53944 700 X 700 0 0
IDEX CORP COM 45167R104 1855794 56450 X 0 0 56450
IDEX CORP COM 45167R104 221906 6750 X 0 0 6750
IDEXX LABS CORP 45168D104 685388 29400 X 16200 0 13200
IDEXX LABS CORP 45168D104 27975 1200 X 200 0 1000
IDT CORP COM 448947101 33375 1500 X 500 0 1000
IDX SYS CORP COM 449491109 14666 650 X 150 0 500
IFR SYS INC COM 449507102 57000 12000 X 0 0 12000
IGI INC COM 449575109 875 500 X 500 0 0
IHOP CORP NEW COM 449623107 356125 14800 X 14800 0 0
IIC INDUSTRIES INC COM 449628205 8118 792 X 792 0 0
IKON OFFICE SOLUTIONS INC COM 451713101 863835 57589 X 40889 0 16700
IKON OFFICE SOLUTIONS INC COM 451713101 210960 14064 X 14064 0 0
ILLINOIS TOOL WORKS INC COM 452308109 30808223 376859 X 279486 200 97173
ILLINOIS TOOL WORKS INC COM 452308109 25943036 317346 X 311806 0 5540
ILLINOVA CORP COM 452317100 24089 884 X 184 0 700
ILLINOVA CORP COM 452317100 54500 2000 X 2000 0 0
IMAGE ENTMT INC COM 452439201 13000 2000 X 2000 0 0
IMATION CORP COM 45245A107 174233 7022 X 1602 0 5420
IMATION CORP COM 45245A107 114187 4602 X 4469 0 133
IMATRON INC COM 452906100 1438 1000 X 1000 0 0
IMC GLOBAL INC COM 449669100 2049433 117953 X 40553 0 77400
IMC GLOBAL INC COM 449669100 367325 21141 X 20541 0 600
IMCO RECYCLING INC 449681105 220913 12900 X 9300 0 3600
IMMUNE RESPONSE CORP COM 45252T106 95406 17750 X 17600 0 150
IMMUNEX CORP NEW COM 452528102 165669 1300 X 400 0 900
IMMUNEX CORP NEW COM 452528102 152925 1200 X 0 0 1200
IMPATH INC COM 45255G101 9450 350 X 350 0 0
IMPERIAL BANCORP COM 452556103 63123 3186 X 0 0 3186
IMRGLOBAL CORP COM 45321W106 4384245 227753 X 226646 0 1107
IMS HEALTH INC COM 449934108 6770625 216660 X 136108 0 80552
IMS HEALTH INC COM 449934108 4251500 136048 X 116250 10000 9798
INACOM CORP 45323G109 469145 37160 X 34260 0 2900
INCYTE PHARMACEUTICALS INC COM 45337C102 959681 36300 X 23700 0 12600
INCYTE PHARMACEUTICALS INC COM 45337C102 10575 400 X 400 0 0
INDEPENDENCE CMNTY BK CORP COM 453414104 168750 12500 X 12500 0 0
INDEPENDENT BK CORP MA COM 453836108 69300 4400 X 3500 0 900
INDEPENDENT BK CORP MA COM 453836108 1575 100 X 100 0 0
INDIANA ENERGY INC COM 454707100 30072 1411 X 1411 0 0
INDIANA ENERGY INC COM 454707100 21142 992 X 992 0 0
</TABLE>
PAGE 44
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INFINITY BROADCAST COM 45662S102 25952919 877900 X 858400 0 19500
INFINITY BROADCAST COM 45662S102 29563 1000 X 1000 0 0
INFINIUM SOFTWARE INC COM 45662Y109 3033188 577750 X 425150 0 152600
INFORMATION HLDGS INC COM 456727106 39250 2000 X 0 0 2000
INFORMATION RES INC COM 456905108 11524 1317 X 1317 0 0
INFORMIX CORP COM 456779107 132875 15575 X 0 0 15575
INFOSEEK CORP COM 45678M107 39405 822 X 0 0 822
INFOSEEK CORP COM 45678M107 35953 750 X 0 0 750
INFOSPACE COM 45678T102 253800 5400 X 0 0 5400
INFOUSA INC NEW CL A COM 456818202 1882388 212100 X 168300 0 43800
INFOUSA INC NEW CL B COM 456818103 878050 103300 X 78546 0 24754
INGERSOLL RAND CO COM 456866102 33209107 513874 X 456348 0 57526
INGERSOLL RAND CO COM 456866102 9948954 153949 X 142958 1506 9485
INGLES MKTS INC CL A 457030104 3111000 204000 X 150000 0 54000
INGLES MKTS INC CL A 457030104 3050 200 X 200 0 0
INGRAM MICRO CL A COM 457153104 5150 200 X 200 0 0
INGRAM MICRO CL A COM 457153104 3863 150 X 150 0 0
INKTOMI COMMON STOCK 457277101 26300 200 X 0 0 200
INNOVEX INC COM 457647105 194600 13900 X 11100 0 2800
INPUT/OUTPUT INC COM 457652105 353169 46700 X 19200 0 27500
INSIGHT ENTERPRISES INC COM 45765U103 460350 18600 X 18600 0 0
INSITUFORM TECHNOLOGIES INC CL A COM 457667103 467100 21600 X 19900 0 1700
INSITUFORM TECHNOLOGIES INC CL A COM 457667103 7136 330 X 330 0 0
INSTEEL INDS INC COM 45774W108 56700 6300 X 6300 0 0
INSTRON CORP COM 457776102 7887375 389500 X 266998 0 122502
INSURANCE AUTO AUCTIONS INC COM 457875102 138675 8600 X 8600 0 0
INSURANCE MGMT SOLUTIONS GRP COM 458045101 1253665 147490 X 146690 0 800
INTEGRATED ELECTRICAL SVCS INC COM 45811E103 16125 1000 X 0 0 1000
INTEGRATED HEALTH SVCS INC COM 45812C106 317600 39700 X 37800 0 1900
INTEL CORP COM 458140100 408596794 6867173 X 6149561 8450 709162
INTEL CORP COM 458140100 110511492 1857336 X 1724270 22900 110166
INTELECT COMMUNICATIONS INC COM 458144102 7188 5000 X 5000 0 0
INTELLICORP INC COM 458153103 5813 6000 X 6000 0 0
INTER TEL INC COM 458372109 355875 19500 X 19500 0 0
INTER TEL INC COM 458372109 5475 300 X 300 0 0
INTERACTIVE FLIGHT TECHNOLOGIES INC 45838C304 1415 333 X 0 0 333
INTERCEPT GROUP INC COM 45845L107 54250 3500 X 0 0 3500
INTERCHANGE FINL SVCS CORP SADDLE 458447109 292690 17474 X 17474 0 0
INTERDIGITAL COMMUNICATIONS CORP COM 45866A105 900 200 X 0 0 200
INTERFACE FLOORING SYSTEM CL A 458665106 848579 98386 X 29786 0 68600
INTERGRAPH CORP COM 458683109 23250 3000 X 3000 0 0
INTERGROUP CORP COM 458685104 4704 392 X 392 0 0
INTERIM SERVICES INC COM 45868P100 8229375 399000 X 314400 0 84600
</TABLE>
PAGE 45
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INTERLEAF INC COM 458729209 106925 18200 X 0 0 18200
INTERMAGNETICS GEN CORP COM 458771102 72075 9300 X 9300 0 0
INTERMEDIA COMMUNICATIONS INC COM 458801107 5247600 174920 X 128320 0 46600
INTERMET CORP 45881K104 291913 19300 X 6800 0 12500
INTERNATIONAL BUSINESS MACHS CORP 459200101 345277287 2671391 X 2366323 400 304668
INTERNATIONAL BUSINESS MACHS CORP 459200101 186665177 1444218 X 1325190 3700 115328
INTERNATIONAL COMFORT PRODS CORP COM 458978103 23603 2075 X 0 0 2075
INTERNATIONAL ELECTRONICS INC COM 459436507 176 117 X 117 0 0
INTERNATIONAL GAME TECH COM 459902102 493025 26650 X 1500 0 25150
INTERNATIONAL GAME TECH COM 459902102 29600 1600 X 1600 0 0
INTERNATIONAL HOME FOODS INC COM 459655106 18438 1000 X 0 0 1000
INTERNATIONAL MULTIFOODS CORP 460043102 10153 450 X 450 0 0
INTERNATIONAL PAPER CO COM 460146103 14751842 293569 X 189206 0 104363
INTERNATIONAL PAPER CO COM 460146103 5614232 111726 X 105530 0 6196
INTERNATIONAL RECTIFIER CORP COM 460254105 513863 38600 X 31000 0 7600
INTERNATIONAL SHIPHOLDING CORP COM 460321201 3349 233 X 233 0 0
INTERNATIONAL SPEEDWAY CORP COM CL A 460335201 125163 2635 X 1135 0 1500
INTERNATIONAL TELECOM DATA SYS COM 46047F104 4452064 278254 X 273298 0 4956
INTERPUBLIC GRP OF COMPANIES INC COM 460690100 33647316 388425 X 355846 0 32579
INTERPUBLIC GRP OF COMPANIES INC COM 460690100 11131399 128501 X 126450 0 2051
INTERSTATE BAKERIES CORP DEL NEW COM 46072H108 78531 3500 X 0 0 3500
INTERSTATE BAKERIES CORP DEL NEW COM 46072H108 5609 250 X 250 0 0
INTERTAN INC COM 461120107 9090000 454500 X 360600 0 93900
INTERVOICE INC COM 461142101 320513 22200 X 20500 0 1700
INTIMATE BRANDS INC CL A COM 461156101 1009799 20300 X 7700 0 12600
INTIMATE BRANDS INC CL A COM 461156101 14923 300 X 300 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 24171092 549343 X 509809 0 39534
INTL FLAVORS & FRAGRANCES COM 459506101 1694836 38519 X 36719 300 1500
INTL SPECIALTY PRODS INC NEW COM 460337108 229219 22500 X 0 0 22500
INTRANET SOLUTIONS INC COM 460939309 2090644 247780 X 246380 0 1400
INTUIT INC COM 461202103 1955713 21700 X 200 0 21500
INVACARE CORP COM 461203101 5576305 208460 X 151000 0 57460
INVESTMENT TECHNOLOGY GROUP COM NEW 46145F105 6425 200 X 200 0 0
INVESTORS FINL SERVICES CORP COM 461915100 456000 11400 X 0 0 11400
INVESTORS FINL SERVICES CORP COM 461915100 40000 1000 X 1000 0 0
INVITROGEN CORP COM 46185R100 158000 6400 X 0 0 6400
IOMEGA CORP COM 462030107 620673 125706 X 3100 0 122606
IOMEGA CORP COM 462030107 9875 2000 X 2000 0 0
IONICS INC COM 462218108 621048 17015 X 14815 0 2200
IONICS INC COM 462218108 18250 500 X 500 0 0
IPALCO ENTERPRISES INC COM 462613100 404724 19102 X 17818 0 1284
IPALCO ENTERPRISES INC COM 462613100 601556 28392 X 28392 0 0
IPC HOLDINGS LTD COM G4933P101 4000 200 X 200 0 0
</TABLE>
PAGE 46
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
IPSWICH SVGS BK MA COM 462636101 20500 2000 X 2000 0 0
IRIDIUM WORLD COMMUNICATIONS INC COM G49398103 2138 200 X 0 0 200
IRON MTN INC COM 46284P104 25763 900 X 0 0 900
IRON MTN INC COM 46284P104 17175 600 X 600 0 0
IROQUOIS BANCORP INC COM 463347104 372500 20000 X 18000 0 2000
IROQUOIS BANCORP INC COM 463347104 197425 10600 X 10600 0 0
IRT PROPERTY CO 450058102 1752813 177500 X 133500 0 44000
IRT PROPERTY CO 450058102 29625 3000 X 3000 0 0
IRWIN FINL CORP COM 464119106 106782 5476 X 4976 0 500
IRWIN FINL CORP COM 464119106 78000 4000 X 0 0 4000
ISIS PHARMACEUTICALS COM 464330109 2003779 196690 X 195690 0 1000
ISS GROUP INC COM 450306105 697129 18467 X 18467 0 0
ISS GROUP INC COM 450306105 22650 600 X 0 0 600
ITC DELTACOM INC COM 45031T104 53200 1900 X 1000 0 900
ITC DELTACOM INC COM 45031T104 84000 3000 X 3000 0 0
ITI TECHNOLOGIES INC COM 450564109 10366775 458200 X 338300 0 119900
ITRON INC COM 465741106 94188 11000 X 11000 0 0
ITT EDL SVCS INC COM 45068B109 9252 355 X 0 0 355
ITT INDS INC IND COM 450911102 2722316 71405 X 47798 0 23607
ITT INDS INC IND COM 450911102 2376751 62341 X 59475 0 2866
IVAX CORP 465823102 1349785 95560 X 2360 0 93200
IVAX CORP 465823102 7063 500 X 500 0 0
IVEX PACKAGING CORP COM 465855104 59400 2700 X 0 0 2700
IVILLAGE COM 46588H105 1508 30 X 30 0 0
IXYS CORP DEL COM 46600W106 64 16 X 0 0 16
J & J SNACK FOODS CORP COM 466032109 160800 6700 X 6700 0 0
J D EDWARDS & CO COM 281667105 72150 3900 X 1000 0 2900
J P MORGAN & CO INC COM 616880100 104864142 746364 X 721778 50 24536
J P MORGAN & CO INC COM 616880100 68984095 490990 X 465222 2462 23306
J. JILL GROUP INC COM 466189107 2730780 186720 X 185684 0 1036
JABIL CIRCUIT INC COM 466313103 79420 1760 X 1260 0 500
JACKPOT ENTERPRISES INC COM 466392107 22100 2600 X 0 0 2600
JACOBS ENGR GROUP INC COM 469814107 115140 3030 X 0 0 3030
JACOBS ENGR GROUP INC COM 469814107 91200 2400 X 800 0 1600
JAN BELL MARKETING INC COM 470760109 74200 21200 X 21200 0 0
JEFFBANKS INC COM 472317106 208930 7347 X 7347 0 0
JEFFERIES GROUP INC NEW COM 472319102 510400 17600 X 17600 0 0
JEFFERSON PILOT CORP COM 475070108 1319382 19934 X 14654 0 5280
JEFFERSON PILOT CORP COM 475070108 2511551 37946 X 33896 0 4050
JLG INDUSTRIES INC COM 466210101 702938 34500 X 33000 0 1500
JO-ANN STORES INC CL A COM 47758P109 214500 14300 X 14300 0 0
JOHNS-MANVILLE CORP COM 478129109 2428 175 X 0 0 175
JOHNSON & JOHNSON COM 478160104 298060042 3041429 X 2581434 850 459145
JOHNSON & JOHNSON COM 478160104 201156956 2052622 X 1684132 9525 358965
</TABLE>
PAGE 47
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
JOHNSON CONTROLS INC COM 478366107 3570218 51509 X 36172 0 15337
JOHNSON CONTROLS INC COM 478366107 490039 7070 X 5470 0 1600
JONES APPAREL GROUP INC COM 480074103 19105543 556810 X 503400 0 53410
JONES APPAREL GROUP INC COM 480074103 151250 4408 X 4408 0 0
JONES INTERCABLE INC CL A COM 480206200 16581600 338400 X 253630 0 84770
JONES LANG LASALLE INC COM 48020Q107 26831 900 X 0 0 900
JONES PHARMA INC COM 480236108 1256063 31900 X 21600 0 10300
JOSTENS INC COM 481088102 7676165 364447 X 264800 0 99647
JPM COMPANY COM 465933109 16900 1300 X 600 0 700
JPS PACKAGING CO COM 46623H102 708556 155300 X 115400 0 39900
JSB FINL INC COM 46624M100 503663 9900 X 9900 0 0
JSB FINL INC COM 46624M100 10175 200 X 200 0 0
JUDGE GROUP INC COM 481271104 2523 1615 X 0 0 1615
JUNO LIGHTING INC 482047107 340550 13900 X 13900 0 0
JUNO LIGHTING INC 482047107 34300 1400 X 1400 0 0
JUST FOR FEET INC COM 48213P106 1884385 292720 X 291110 0 1610
JUSTIN INDS INC COM 482171105 275963 19800 X 18400 0 1400
K MART CORP COM 482584109 1406658 85252 X 39478 0 45774
K MART CORP COM 482584109 136950 8300 X 8300 0 0
K TRON INTL INC COM 482730108 2603213 147700 X 122700 0 25000
K-SWISS COM 482686102 655650 14100 X 8200 0 5900
KAISER ALUM CORP COM 483007100 48813 5500 X 0 0 5500
KAMAN CORP CL A COM 483548103 5069039 323126 X 241626 0 81500
KAMAN CORP CL A COM 483548103 110503 7044 X 1244 0 5800
KANSAS CITY LIFE INS CO COM 484836101 3225000 75000 X 65000 0 10000
KANSAS CITY LIFE INS CO COM 484836101 10320 240 X 240 0 0
KANSAS CITY PWR & LT CO COM 485134100 156570 6140 X 6140 0 0
KANSAS CITY PWR & LT CO COM 485134100 104397 4094 X 4034 0 60
KANSAS CITY SOUTHN INDS INC 485170104 1726894 27062 X 11762 0 15300
KANSAS CITY SOUTHN INDS INC 485170104 76575 1200 X 1200 0 0
KATY INDUSTRIES INC COM 486026107 661063 50851 X 0 0 50851
KATY INDUSTRIES INC COM 486026107 689 53 X 53 0 0
KAUFMAN & BROAD HOME CORP 486168107 17831470 716843 X 607581 0 109262
KAUFMAN & BROAD HOME CORP 486168107 22388 900 X 900 0 0
KAYDON CORP COM 486587108 447213 13300 X 700 0 12600
KAYDON CORP COM 486587108 134500 4000 X 0 0 4000
KEANE INC COM 486665102 29413 1300 X 1000 0 300
KEANE INC COM 486665102 13575 600 X 0 0 600
KEEBLER FOODS COMPANY COM 487256109 143350 4700 X 0 0 4700
KEITHLEY INSTRUMENTS INC 487584104 2720575 304400 X 219500 0 84900
KELLOGG CO COM 487836108 4942971 149787 X 131219 200 18368
KELLOGG CO COM 487836108 4137474 125378 X 120512 0 4866
KELLWOOD CO COM 488044108 640150 23600 X 14000 0 9600
</TABLE>
PAGE 48
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KELLY SVCS INC CL A COM 488152208 22488 700 X 700 0 0
KEMET CORP COM 488360108 674363 29400 X 26600 0 2800
KENSEY NASH CORP COM 490057106 1600 200 X 200 0 0
KENT ELECTRS CORP COM 490553104 419034 21150 X 20900 0 250
KERAVISION INC COM 492061106 17250 1000 X 500 0 500
KERAVISION INC COM 492061106 6038 350 X 350 0 0
KERR-MCGEE CORP COM 492386107 14510260 289121 X 272003 0 17118
KERR-MCGEE CORP COM 492386107 243409 4850 X 4850 0 0
KEY PRODTN INC COM 493138101 2806781 305500 X 237100 0 68400
KEY PRODTN INC COM 493138101 18375 2000 X 2000 0 0
KEY TECHNOLOGY INC COM 493143101 2167331 231182 X 171582 0 59600
KEYCORP NEW COM 493267108 3055023 95098 X 57964 0 37134
KEYCORP NEW COM 493267108 2938474 91470 X 86878 1446 3146
KEYSTONE FINL INC 493482103 22172 750 X 750 0 0
KIMBALL INTL INC CL B COM 494274103 50625 3000 X 3000 0 0
KIMBERLY CLARK CORP COM 494368103 53439837 937541 X 737491 0 200050
KIMBERLY CLARK CORP COM 494368103 33905082 594826 X 575181 200 19445
KING PHARMACEUTICALS COM 495582108 2978213 115100 X 107886 0 7214
KING WORLD PRODUCTIONS INC COM 495667107 425409 12220 X 3209 0 9011
KINROSS GOLD CORP COM 496902107 675 400 X 400 0 0
KIRBY CORP COM 497266106 400444 18900 X 18000 0 900
KLA-TENCOR CORP COM 482480100 976109 15046 X 9996 0 5050
KLA-TENCOR CORP COM 482480100 102178 1575 X 1575 0 0
KN ENERGY INC COM 482620101 8145 609 X 609 0 0
KN ENERGY INC COM 482620101 68213 5100 X 5100 0 0
KNIGHT RIDDER INC COM 499040103 8104484 147187 X 142443 0 4744
KNIGHT RIDDER INC COM 499040103 421008 7646 X 6846 0 800
KNIGHT TRANSN INC COM 499064103 331313 15500 X 0 0 15500
KNIGHT/TRIMARK GROUP INC CL A COM 499067106 811300 13300 X 0 0 13300
KNIGHTSBRIDGE TANKERS LTD COM G5299G106 3004750 171700 X 171700 0 0
KNIGHTSBRIDGE TANKERS LTD COM G5299G106 77000 4400 X 4400 0 0
KNOLL INC COM 498904101 285553 10725 X 9625 0 1100
KOHLS CORP COM 500255104 1715081 22310 X 16360 0 5950
KOLLMORGEN CORP 500440102 867000 57800 X 0 0 57800
KOLLMORGEN CORP 500440102 4500 300 X 300 0 0
KOMAG INC COM 500453105 132500 40000 X 27400 0 12600
KOPIN CORP COM 500600101 2831471 118286 X 115781 0 2505
KOPIN CORP COM 500600101 32316 1350 X 1350 0 0
KORN/FERRY INTERNATIONAL COM 500643200 3020900 177700 X 131400 0 46300
KOS PHARMACEUTICALS INC COM 500648100 1013 200 X 200 0 0
KROGER CO COM 501044101 4729204 169278 X 85584 0 83694
KROGER CO COM 501044101 5588 200 X 200 0 0
KROLL O GARA CO COM 501050108 2870552 130110 X 129540 0 570
</TABLE>
PAGE 49
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KRONOS INC COM 501052104 423150 9300 X 9300 0 0
KSB BANCORP INC COM 482667102 5050 400 X 400 0 0
KSB BANCORP INC COM 482667102 20831 1650 X 1650 0 0
KTI INC COM 482689205 41325 2900 X 0 0 2900
KULICKE & SOFFA INDS INC COM 501242101 469219 17500 X 17500 0 0
KULICKE & SOFFA INDS INC COM 501242101 257400 9600 X 0 0 9600
KUSHNER LOCKE CO NEW COM 501337406 16413 2525 X 1000 0 1525
K2 INC COM 482732104 2845700 318400 X 232400 0 86000
L-3 COMM HLDGS INC COM 502424104 72469 1500 X 100 0 1400
LA-Z-BOY INC COM 505336107 910800 39600 X 27900 0 11700
LABOR READY INC COM 505401208 5488275 168870 X 165518 0 3352
LABTEC INC COM 505450106 7931 1866 X 1866 0 0
LACLEDE GAS CO COM 505588103 96488 4150 X 2000 0 2150
LACLEDE GAS CO COM 505588103 34410 1480 X 1480 0 0
LADD FURNITURE INC COM 505739201 21 1 X 1 0 0
LADISH COMPANY INC COM 505754200 2152175 277700 X 200200 0 77500
LAFARGE CORP 505862102 17719 500 X 200 0 300
LAI WORLDWIDE INC COM 501718100 1491981 223100 X 166700 0 56400
LAM RESEARCH CORPORATION 512807108 93375 2000 X 0 0 2000
LANCASTER COLONY CORP COM 513847103 2258025 65450 X 0 0 65450
LANCER CORP TEXAS COM 514614106 1675 200 X 200 0 0
LANDAMERICA FINL GROUP INC COM 514936103 40250 1400 X 0 0 1400
LANDAUER INC 51476K103 5900 200 X 200 0 0
LANDMARK SYSTEMS CORP COM 51506S100 1852975 178600 X 114800 0 63800
LANDRYS SEAFOOD RESTAURANTS INC COM 51508L103 182400 22800 X 22800 0 0
LANDS END INC COM 515086106 9625 200 X 200 0 0
LANDS END INC COM 515086106 43313 900 X 0 0 900
LANDSTAR SYS INC COM 515098101 281532 7800 X 4900 0 2900
LASALLE RE HOLDING LTD COM G5383Q101 1989000 117000 X 115000 0 2000
LASON INC COM 51808R107 616343 12420 X 11500 0 920
LATTICE SEMICONDUCTOR CORP 518415104 3224550 51800 X 8000 0 43800
LAWSON PRODUCTS INC COM 520776105 225227 8942 X 8942 0 0
LAWSON PRODUCTS INC COM 520776105 77452 3075 X 3075 0 0
LAYNE CHRISTENSEN CO COM 521050104 2279063 357500 X 251000 0 106500
LAZARE KAPLAN INTERNATIONAL COM 521078105 103275 10200 X 10200 0 0
LCA-VISION INC COM 501803209 4135 444 X 44 0 400
LEAP WIRELESS INTL INC COM 521863100 23531 1162 X 487 0 675
LEAP WIRELESS INTL INC COM 521863100 1519 75 X 75 0 0
LEAR CORP COM 521865105 432825 8700 X 0 0 8700
LECROY CORP COM 52324W109 2329903 98360 X 97860 0 500
LEE ENTERPRISES INC COM 523768109 366000 12000 X 0 0 12000
LEGATO SYS INC COM 524651106 3500805 60620 X 59720 0 900
LEGG MASON INC COM 524901105 1640100 42600 X 28600 0 14000
</TABLE>
PAGE 50
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LEGGETT & PLATT INC COM 524660107 1265469 45500 X 900 0 44600
LEGGETT & PLATT INC COM 524660107 258656 9300 X 0 0 9300
LEHMAN BROS HLDGS INC COM 524908100 1106571 17812 X 16912 100 800
LEHMAN BROS HLDGS INC COM 524908100 333798 5373 X 4607 0 766
LENNAR CORP COM 526057104 242160 10090 X 0 0 10090
LENNAR CORP COM 526057104 379200 15800 X 15800 0 0
LERNOUT & HAUSPIE SPEECH PRO COM B5628B104 67331 1900 X 0 0 1900
LESCO INC OHIO COM 526872106 5738 300 X 300 0 0
LEUCADIA NATL CORP COM 527288104 657619 25916 X 500 0 25416
LEUCADIA NATL CORP COM 527288104 86275 3400 X 0 0 3400
LEVEL ONE COMMUNICATIONS INC COM 527295109 4894 100 X 0 0 100
LEVIATHAN GAS PIPELINE L P COM 527367205 114959 4866 X 4666 0 200
LEVIATHAN GAS PIPELINE L P COM 527367205 190772 8075 X 8075 0 0
LEXMARK INTL GROUP INC CL A COM 529771107 8483560 129520 X 121020 0 8500
LG&E ENERGY CORP COM 501917108 1920597 91457 X 85557 0 5900
LG&E ENERGY CORP COM 501917108 598248 28488 X 28488 0 0
LIBBEY INC COM 529898108 413250 14250 X 14250 0 0
LIBERTY CORP SC COM 530370105 981000 18000 X 0 0 18000
LIBERTY FINANCIAL COMPANIES INC COM 530512102 58250 2000 X 2000 0 0
LIFE FINANCIAL CORP COM 53184P101 1140700 268400 X 199761 0 68639
LIFECORE BIOMEDICAL INC COM 532187101 2833600 246400 X 240900 0 5500
LIFEPOINT HOSPS INC COM 53219L109 46883 3489 X 1885 0 1604
LIFEPOINT HOSPS INC COM 53219L109 1707 127 X 109 0 18
LIFETIME HOAN CORP COM 531926103 9125 1000 X 1000 0 0
LIGAND PHARMACEUTICALS INC CL B COM 53220K207 456 41 X 36 0 5
LILLIAN VERNON CORP COM 532430105 88400 6800 X 6800 0 0
LILLY ELI & CO COM 532457108 207668379 2899384 X 2720393 1850 177141
LILLY ELI & CO COM 532457108 48899534 682716 X 634742 4475 43499
LILLY INDUSTRIES INC CL A 532491107 322988 17400 X 15600 0 1800
LIMITED INC COM 532716107 1108239 24424 X 17427 0 6997
LIMITED INC COM 532716107 36708 809 X 809 0 0
LINCARE HLDGS INC 532791100 497500 19900 X 0 0 19900
LINCOLN ELEC HLDGS INC COM 533900106 306475 14950 X 150 0 14800
LINCOLN ELEC HLDGS INC COM 533900106 10250 500 X 500 0 0
LINCOLN NATIONAL CORP COM 534187109 28866770 551814 X 506026 0 45788
LINCOLN NATIONAL CORP COM 534187109 1290236 24664 X 23332 0 1332
LINDBERG CORP COM 535171102 1643625 146100 X 107900 0 38200
LINDBERG CORP COM 535171102 1013 90 X 0 0 90
LINDSAY MFG CO COM 535555106 172113 9800 X 0 0 9800
LINDSAY MFG CO COM 535555106 23709 1350 X 1350 0 0
LINEAR TECHNOLOGY CORP COM 535678106 4259615 63340 X 1040 0 62300
LINEAR TECHNOLOGY CORP COM 535678106 67250 1000 X 1000 0 0
LINENS N THINGS INC COM 535679104 1316000 30080 X 29250 0 830
</TABLE>
PAGE 51
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LIPOSOME INC COM 536310105 587138 30700 X 24100 0 6600
LITCHFIELD FINL CORP COM 536619109 20325 1200 X 0 0 1200
LITHIA MTRS INC CL A COM 536797103 30750 1500 X 0 0 1500
LITTLE SWITZ INC COM 537528101 688 1000 X 1000 0 0
LITTON INDS INC COM 538021106 1174491 16270 X 50 0 16220
LITTON INDS INC COM 538021106 276695 3833 X 765 0 3068
LIZ CLAIBORNE INC COM 539320101 366570 10043 X 2631 0 7412
LIZ CLAIBORNE INC COM 539320101 3650 100 X 100 0 0
LOCKHEED MARTIN CORP COM 539830109 14763144 396326 X 339632 0 56694
LOCKHEED MARTIN CORP COM 539830109 594845 15969 X 15819 0 150
LOEWS CINEPLEX ENTMT CORP COM 540423100 1088 100 X 100 0 0
LOEWS CORP COM 540424108 2710743 34259 X 13159 0 21100
LOEWS CORP COM 540424108 1141774 14430 X 12630 0 1800
LOGAL EDUCATIONAL SOFTWARE COM M6777Q106 719 1000 X 1000 0 0
LONE STAR INDS INC COM NEW 542290408 582594 15510 X 14330 0 1180
LONG ISLAND FIN CORP COM 542669106 420000 35000 X 35000 0 0
LONGS DRUG STORES CORP COM 543162101 160543 4645 X 3145 0 1500
LONGS DRUG STORES CORP COM 543162101 110600 3200 X 3200 0 0
LONGVIEW FIBRE CO COM 543213102 5702344 364950 X 285150 0 79800
LORAL SPACE AND COMMUNICATIONS COM G56462107 56162160 3120120 X 2855820 4025 260275
LORAL SPACE AND COMMUNICATIONS COM G56462107 5446836 302602 X 297002 0 5600
LOUIS DREYFUS NAT GAS CORP COM 546011107 7271953 337250 X 250700 0 86550
LOUIS DREYFUS NAT GAS CORP COM 546011107 15094 700 X 700 0 0
LOUISIANA PAC CORP COM 546347105 270719 11339 X 5255 0 6084
LOUISIANA PAC CORP COM 546347105 192743 8073 X 8073 0 0
LOWES COS INC COM 548661107 66433215 1171920 X 1045032 0 126888
LOWES COS INC COM 548661107 3342919 58971 X 57371 0 1600
LSI INDS INC OHIO COM 50216C108 12971482 537678 X 401678 0 136000
LSI LOGIC CORP COM 502161102 4024821 87259 X 53459 0 33800
LTV CORP NEW COM 501921100 13250 2000 X 2000 0 0
LTX CORP COM 502392103 1331 100 X 100 0 0
LUBRIZOL CORP COM 549271104 1045474 38366 X 17216 0 21150
LUBRIZOL CORP COM 549271104 476330 17480 X 16780 500 200
LUBY'S INC COM 549282101 262500 17500 X 17500 0 0
LUCENT TECHNOLOGIES INC COM 549463107 269358525 3994195 X 3537945 2054 454196
LUCENT TECHNOLOGIES INC COM 549463107 100967492 1497201 X 1380783 16100 100318
LYCOS INC COM 550818108 346920 3776 X 2006 0 1770
LYCOS INC COM 550818108 27563 300 X 300 0 0
LYDALL INC COM 550819106 134550 11700 X 11700 0 0
LYDALL INC COM 550819106 50692 4408 X 2908 0 1500
LYNCH CORP COM 551137102 409972 5165 X 0 0 5165
LYONDELL CHEMICAL COMPANY 552078107 279469 13550 X 0 0 13550
LYONDELL CHEMICAL COMPANY 552078107 94875 4600 X 4600 0 0
</TABLE>
PAGE 52
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
M & F WORLDWIDE CORP COM 552541104 1318 166 X 166 0 0
M & T BK CORP COM 55261F104 1304050 2371 X 1156 0 1215
M & T BK CORP COM 55261F104 2967250 5395 X 5395 0 0
M D C HLDGS INC COM 552676108 309600 14400 X 13700 0 700
M S CARRIERS INC COM 553533100 269872 9100 X 9100 0 0
MAC GRAY CORP COM 554153106 26250 3000 X 3000 0 0
MACDERMID INC COM 554273102 7165883 154105 X 18800 0 135305
MACDERMID INC COM 554273102 38363 825 X 825 0 0
MACE SEC INTL INC COM 554335109 11512 1137 X 1000 0 137
MACROCHEM CORP DEL COM 555903103 27906 4700 X 0 0 4700
MACROMEDIA INC COM 556100105 1124475 31900 X 31100 0 800
MADE2MANAGE SYSTEMS INC COM 556466100 1858406 230500 X 229200 0 1300
MADISON GAS & ELEC CO COM 557497104 112320 5479 X 5479 0 0
MADISON GAS & ELEC CO COM 557497104 47150 2300 X 2300 0 0
MAF BANCORP INC COM 55261R108 460750 19000 X 19000 0 0
MAGAININ PHARMACEUTICALS INC COM 559036108 256250 100000 X 0 0 100000
MAGELLAN HEALTH SVCS INC COM 559079108 237000 23700 X 23700 0 0
MAGELLAN PETROLEUM CO 559091301 9033 3754 X 3754 0 0
MAINE PUB SVC CO COM 560483109 17750 1000 X 1000 0 0
MAINE PUB SVC CO COM 560483109 5325 300 X 300 0 0
MALAN RLTY INVS INC COM 561063108 61750 4000 X 4000 0 0
MALLINCKRODT INC NEW COM 561232109 2079086 57157 X 8759 0 48398
MALLINCKRODT INC NEW COM 561232109 94939 2610 X 2610 0 0
MALLON RESOURCES CORP COM 561240201 167 24 X 0 0 24
MANITOWOC INC COM 563571108 811688 19500 X 19500 0 0
MANPOWER INC WIS COM 56418H100 12283339 542910 X 480110 0 62800
MANPOWER INC WIS COM 56418H100 867669 38350 X 38350 0 0
MAPICS INC COM 564910107 295750 28000 X 0 0 28000
MAPICS INC COM 564910107 9506 900 X 900 0 0
MAPINFO CORP COM 565105103 7090800 373200 X 305000 0 68200
MARCAM SOLUTIONS INC COM 56614A107 138546 18550 X 0 0 18550
MARCAM SOLUTIONS INC COM 56614A107 11203 1500 X 1500 0 0
MARCUS CORP COM 566330106 343519 27900 X 23300 0 4600
MARINE DRILLING COS INC 568240204 7147065 522160 X 450860 0 71300
MARINE TRANS CORP COM 567912100 3563 1000 X 0 0 1000
MARINEMAX INC COM 567908108 88594 7500 X 0 0 7500
MARINER POST-ACUTE NETWORK INC COM 568459101 31275 55600 X 55100 0 500
MARINER POST-ACUTE NETWORK INC COM 568459101 1757 3123 X 3123 0 0
MARK IV INDS INC 570387100 57038 2700 X 400 0 2300
MARK IV INDS INC 570387100 4648 220 X 220 0 0
MARKEL CORP COM 570535104 205700 1100 X 1100 0 0
MARKETING SVCS GROUP INC COM 570907105 13094 500 X 500 0 0
MARKWEST HYDROCARBON INC COM 570762104 743750 85000 X 83000 0 2000
</TABLE>
PAGE 53
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MARRIOTT INTL INC NEW CL A 571903202 1803381 48251 X 18620 0 29631
MARRIOTT INTL INC NEW CL A 571903202 232473 6220 X 6100 0 120
MARSH & MCLENNAN COS INC COM 571748102 47264800 624473 X 542686 0 81787
MARSH & MCLENNAN COS INC COM 571748102 29940688 395583 X 316108 1500 77975
MARSHALL & ILSLEY CORP 571834100 9656 150 X 0 0 150
MARSHALL INDS COM 572393106 481563 13400 X 8400 0 5000
MARTEK BIOSCIENCES CORP COM 572901106 8500 1000 X 1000 0 0
MARTEK BIOSCIENCES CORP COM 572901106 5100 600 X 600 0 0
MARTIN MARIETTA MATLS INC COM 573284106 2611989 44271 X 571 0 43700
MARTIN MARIETTA MATLS INC COM 573284106 29500 500 X 500 0 0
MASCO CORP COM 574599106 7193051 249110 X 120756 0 128354
MASCO CORP COM 574599106 2129993 73766 X 72916 0 850
MASCOTECH INC COM 574670105 596200 35200 X 35200 0 0
MASSBANK CORP READING MA COM 576152102 45000 1200 X 0 0 1200
MASTEC INC COM 576323109 967563 34250 X 14750 0 19500
MASTECH CORP COM 57632N105 176938 9500 X 0 0 9500
MATERIAL SCIENCES CORP COM 576674105 180375 12025 X 12025 0 0
MATEWAN BANCSHARES INC COM 576703102 124080 5170 X 0 0 5170
MATHSOFT INC COM 576798102 575 200 X 0 0 200
MATLACK SYS INC COM 576901102 36750 7000 X 0 0 7000
MATRITECH INC COM 576818108 3094 2357 X 0 0 2357
MATRIX BANCORP INC COM 576819106 5115600 365400 X 267700 0 97700
MATRIX PHARMACEUTICAL INC COM 576844104 288750 70000 X 0 0 70000
MATTEL INC COM 577081102 11413438 436878 X 138773 0 298105
MATTEL INC COM 577081102 389263 14900 X 14900 0 0
MATTSON TECHNOLOGY INC COM 577223100 34088 2700 X 0 0 2700
MAVERICK TUBE CORP COM 577914104 2788197 200050 X 198950 0 1100
MAXIM GROUP INC COM 57772J104 1282188 147590 X 146890 0 700
MAXIM INTEGRATED PRODS INC 57772K101 42871553 644685 X 539235 0 105450
MAXIM INTEGRATED PRODS INC 57772K101 224438 3375 X 3375 0 0
MAXIMUS INC COM 577933104 273125 9500 X 0 0 9500
MAXWELL SHOE INC COM 577766108 6344 700 X 0 0 700
MAXXIM MED INC COM 57777G105 286744 12300 X 11200 0 1100
MAY DEPT STORES CO COM 577778103 4857462 118837 X 56926 0 61911
MAY DEPT STORES CO COM 577778103 2277678 55723 X 52341 75 3307
MAYTAG CORP COM 578592107 2358685 33786 X 26742 0 7044
MAYTAG CORP COM 578592107 1517165 21732 X 21732 0 0
MBIA INC COM 55262C100 24712420 381659 X 322744 0 58915
MBIA INC COM 55262C100 1622635 25060 X 24260 400 400
MBNA CORP COM 55262L100 25019308 816957 X 639845 0 177112
MBNA CORP COM 55262L100 428352 13987 X 13312 0 675
MCCLATCHY CO (HOLDING COMPANY) CL A 579489105 43063 1300 X 0 0 1300
MCCORMICK & CO INC 579780206 59969 1900 X 1900 0 0
MCCORMICK & CO INC 579780206 170438 5400 X 2100 0 3300
</TABLE>
PAGE 54
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MCDERMOTT INTERNATIONAL INC COM 580037109 464430 16440 X 3133 0 13307
MCDERMOTT INTERNATIONAL INC COM 580037109 50850 1800 X 1400 400 0
MCDONALDS CORP COM 580135101 390144527 9486797 X 8450187 5000 1031610
MCDONALDS CORP COM 580135101 128343969 3120826 X 3003774 16350 100702
MCGRAW HILL COMPANIES INC COM 580645109 8814089 163413 X 121981 0 41432
MCGRAW HILL COMPANIES INC COM 580645109 7542998 139847 X 138247 1600 0
MCI WORLDCOM INC COM 55268B106 291780104 3390328 X 3029696 2200 358432
MCI WORLDCOM INC COM 55268B106 34828461 404688 X 376634 1823 26231
MCKESSON HBOC INC COM 58155Q103 22944892 712851 X 601132 0 111719
MCKESSON HBOC INC COM 58155Q103 2632809 81796 X 75996 0 5800
MCLEODUSA INC COM 582266102 170500 3100 X 0 0 3100
MCMORAN EXPLORATION CO COM 582411104 4038 182 X 182 0 0
MCMORAN EXPLORATION CO COM 582411104 7411 334 X 334 0 0
MCN ENERGY GROUP INC COM 55267J100 262944 12672 X 1472 0 11200
MCN ENERGY GROUP INC COM 55267J100 114001 5494 X 5494 0 0
MCWHORTER TECHNOLOGIES INC COM 582803102 111169 7700 X 7200 0 500
MDC CORP INC CL A 55267W309 36375 3000 X 0 0 3000
MDSI MOBILE DATA SOLUTIONS COM 55268N100 134356 8300 X 0 0 8300
MDU RES GROUP INC COM 552690109 8555 375 X 375 0 0
MDU RES GROUP INC COM 552690109 93212 4086 X 4086 0 0
MEAD CORP COM 582834107 1893864 45362 X 16908 0 28454
MEAD CORP COM 582834107 758097 18158 X 16958 0 1200
MECH FINL INC COM 583492103 93750 2500 X 0 0 2500
MECH FINL INC COM 583492103 182475 4866 X 4866 0 0
MECHANICAL TECHNOLOGY INC COM 583538103 133650 4950 X 4950 0 0
MECON INC COM 58400M105 790950 105460 X 104919 0 541
MEDAPHIS CORP COM 584028104 1700160 295680 X 293680 0 2000
MEDE AMERICA CORP COM 584067102 453000 12000 X 0 0 12000
MEDFORD BANCORP INC COM 584131106 806663 43900 X 31598 0 12302
MEDFORD BANCORP INC COM 584131106 95550 5200 X 5200 0 0
MEDIA GENERAL INC CL A COM 584404107 1326000 26000 X 0 0 26000
MEDIA LOGIC INC COM "CHAPTER 11" 58441B100 156 500 X 500 0 0
MEDIA METRIX INC COM 58440X103 42600 800 X 100 0 700
MEDIAONE GROUP INC COM 58440J104 52965561 712142 X 656189 0 55953
MEDIAONE GROUP INC COM 58440J104 17588349 236482 X 233455 891 2136
MEDICAL MANAGER CORP COM 58461C103 44250 1000 X 0 0 1000
MEDICIS PHARMACEUTICAL CORP CL A COM 584690309 23599 930 X 785 0 145
MEDICONSULT COM INC COM 58469J100 2088 200 X 200 0 0
MEDIMMUNE INC COM 584699102 135500 2000 X 2000 0 0
MEDPARTNERS INC COM 58503X107 1045800 139440 X 698 0 138742
MEDPARTNERS INC COM 58503X107 59498 7933 X 7358 0 575
MEDQUIST INC COM 584949101 1101188 25170 X 24200 0 970
MEDTOX SCIENTIFIC INC COM NEW 584977201 325 50 X 50 0 0
</TABLE>
PAGE 55
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MEDTRONIC INC COM 585055106 13869460 178099 X 63574 0 114525
MEDTRONIC INC COM 585055106 4555220 58494 X 54650 1600 2244
MELLON BANK CORP COM 585509102 14614238 401766 X 304614 0 97152
MELLON BANK CORP COM 585509102 2767556 76084 X 24772 8000 43312
MEMBERWORKS INC COM 586002107 203000 7000 X 0 0 7000
MENS WEARHOUSE INC COM 587118100 4689629 183907 X 169000 0 14907
MENTOR CORP MINN 587188103 340838 18300 X 18300 0 0
MENTOR GRAPHICS CORP COM 587200106 4454906 347700 X 274000 0 73700
MERCANTILE BANCORPORATION INC COM 587342106 1000830 17520 X 17520 0 0
MERCANTILE BANCORPORATION INC COM 587342106 583989 10223 X 9718 0 505
MERCANTILE BANKSHARES CORP COM 587405101 1369331 38709 X 5159 0 33550
MERCANTILE BANKSHARES CORP COM 587405101 352866 9975 X 9975 0 0
MERCHANTS BANCSHARES INC COM 588448100 307125 13500 X 0 0 13500
MERCHANTS GROUP INC COM 588539106 2238 100 X 100 0 0
MERCK & CO INC COM 589331107 539095061 7322174 X 6608072 4840 709262
MERCK & CO INC COM 589331107 293071601 3980599 X 3696801 12360 271438
MERCURY GEN CORP COM NEW 589400100 71400 2100 X 100 0 2000
MERCURY INTERACTIVE CORP COM 589405109 3566154 100810 X 99629 0 1181
MEREDITH CORP COM 589433101 187391 5412 X 1956 0 3456
MERIDIAN INS GROUP INC COM 589644103 3685 220 X 220 0 0
MERIDIAN RESOURCE CORP COM 58977Q109 2205805 569240 X 439880 0 129360
MERITOR AUTOMOTIVE INC COM 59000G100 730244 28637 X 3837 0 24800
MERITOR AUTOMOTIVE INC COM 59000G100 253215 9930 X 9657 0 273
MERKERT AMERICAN COM 590080107 2815800 296400 X 203500 0 92900
MERRILL CORP COM 590175105 176900 12200 X 12200 0 0
MERRILL LYNCH & COMPANY 590188108 10887843 136954 X 101614 0 35340
MERRILL LYNCH & COMPANY 590188108 987788 12425 X 10425 0 2000
MERRILL MERCHANTS BANCSHARES INC COM 59021H103 12338 1050 X 1050 0 0
MERRY LD PPTYS INC COM 590441101 198 40 X 0 0 40
MERRY LD PPTYS INC COM 590441101 247 50 X 50 0 0
MESA AIR GROUP INC COM 590479101 157828 21000 X 21000 0 0
MESSAGEMEDIA INC COM 590787107 2375 125 X 0 0 125
MESTEK INC 590829107 768856 34948 X 34948 0 0
MET PRO CORP COM 590876306 22125 1770 X 1770 0 0
META GROUP INC COM 591002100 4756256 309350 X 307260 0 2090
METACREATIONS CORP COM 591016100 161000 28000 X 28000 0 0
METAL MANAGEMENT INC COM 591097100 300 200 X 200 0 0
METALCLAD CORP COM 591142104 2438 13000 X 0 0 13000
METALS USA INC COM 591324108 19125 1500 X 0 0 1500
METAMOR WORLDWIDE INC COM 59133P100 3221247 133870 X 133070 0 800
METHANEX CORP COM 59151K108 13125 3500 X 3500 0 0
METHODE ELECTRONICS INC CL A 591520200 6080861 265830 X 201330 0 64500
METRICOM INC COM 591596101 20000 1000 X 1000 0 0
</TABLE>
PAGE 56
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
METRIS COMPANIES INC COM 591598107 51467 1263 X 63 0 1200
METRO INFORMATION SERVICES INC COM 59162P104 2646085 159163 X 156369 0 2794
METRO NETWORKS INC COM 591918107 661850 12400 X 12400 0 0
METRO-GOLDWYN-MAYER INC COM 591610100 236666 12968 X 0 0 12968
METROMEDIA FIBER NETWORK CL A COM 591689104 380938 10600 X 200 0 10400
METROMEDIA INTL GROUP INC COM 591695101 9375 1250 X 1250 0 0
METROWEST BANK MA COM 592668107 14000 2000 X 2000 0 0
METZLER GROUP INC COM 592903108 921073 33342 X 21347 0 11995
MGC COMMUNICATIONS INC COM 552763302 114400 4400 X 4400 0 0
MGIC INVT CORP WI COM 552848103 1501637 30882 X 16582 0 14300
MGIC INVT CORP WI COM 552848103 63213 1300 X 1300 0 0
MICHAEL FOODS INC NEW COM 594079105 426525 18150 X 15900 0 2250
MICHAELS STORES INC COM 594087108 646188 21100 X 19500 0 1600
MICREL INC COM 594793101 1714580 23170 X 14900 0 8270
MICRION CORP COM 59479P102 2813 250 X 250 0 0
MICRO COMPONENT TECHNOLOGY INC COM 59479Q100 315 144 X 0 0 144
MICROAGE INC COM 594928103 62525 16400 X 15100 0 1300
MICROCHIP TECHNOLOGY INC COM 595017104 1000797 21125 X 400 0 20725
MICROCHIP TECHNOLOGY INC COM 595017104 255825 5400 X 5400 0 0
MICROMUSE INC COM 595094103 431419 8650 X 0 0 8650
MICRON ELECTRONICS INC COM 595100108 13081 1300 X 0 0 1300
MICRON TECHNOLOGY INC COM 595112103 1292598 31916 X 12253 0 19663
MICROS SYS INC COM 594901100 431800 12700 X 12000 0 700
MICROSOFT CORP COM 594918104 277273713 3074414 X 2479843 4000 590571
MICROSOFT CORP COM 594918104 74712047 828408 X 754508 12850 61050
MICROSTRATEGY INC COM 594972101 94688 2500 X 2500 0 0
MICROTOUCH SYS INC COM 595145103 14875 1000 X 0 0 1000
MID ATLANTIC MED SVCS INC COM 59523C107 36538 3700 X 0 0 3700
MIDAMERICAN ENERGY HLDGS CO COM 59562V107 2567444 74150 X 0 0 74150
MIDAS INC COM 595626102 46592 1642 X 1398 0 244
MIDCOAST ENERGY RESOURCES COM 59563W104 5253525 325800 X 239800 0 86000
MIDDLESEX WTR CO COM 596680108 1005000 40000 X 40000 0 0
MIDDLESEX WTR CO COM 596680108 120600 4800 X 4800 0 0
MIDLAND CO COM 597486109 121800 4800 X 0 0 4800
MIDWAY GAMES INC COM 598148104 367399 28398 X 28398 0 0
MIDWEST EXPRESS HLDGS INC COM 597911106 7365590 216635 X 164085 0 52550
MILACRON INC COM 598709103 180209 9741 X 6274 0 3467
MILACRON INC COM 598709103 44400 2400 X 2400 0 0
MILLENNIUM PHARMACEUTICALS INC COM 599902103 115920 3220 X 500 0 2720
MILLER HERMAN INC COM 600544100 285600 13600 X 6800 0 6800
MILLER INDS INC TN COM 600551105 39375 10000 X 10000 0 0
MILLICOM INTL CELLULAR S A COM L6388F102 315000 10000 X 10000 0 0
MILLIPORE CORP COM 601073109 13014600 320853 X 245706 0 75147
MILLIPORE CORP COM 601073109 3778356 93149 X 92649 0 500
</TABLE>
PAGE 57
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MILTOPE GROUP INC COM 602191108 75000 50000 X 0 0 50000
MINDSPRING ENTERPRISES INC COM 602683104 88182 1990 X 1500 0 490
MINDSPRING ENTERPRISES INC COM 602683104 24372 550 X 550 0 0
MINE SAFETY APPLIANCES CO COM 602720104 64000 1000 X 0 0 1000
MINERALS TECHNOLOGIES INC COM 603158106 41859 750 X 750 0 0
MINIMED INC COM 60365K108 55395 720 X 0 0 720
MINNESOTA MNG & MFG CO COM 604059105 120840430 1389969 X 1283286 50 106633
MINNESOTA MNG & MFG CO COM 604059105 73029587 840024 X 814919 1400 23705
MINNESOTA POWER INC COM 604110106 47700 2400 X 1400 0 1000
MINNESOTA POWER INC COM 604110106 413639 20812 X 20812 0 0
MINNTECH CORP 604258103 5849113 396550 X 311550 0 85000
MIRAGE RESORTS INC COM 60462E104 2306659 137711 X 137411 0 300
MISONIX INC COM 604871103 2569 399 X 399 0 0
MISSISSIPPI CHEMICAL CORP COM 605288208 193306 19700 X 19700 0 0
MITCHAM INDS INC COM 606501104 1020 255 X 255 0 0
MITCHELL ENERGY & DEV CORP CL B COM 606592301 918750 50000 X 8900 0 41100
MITEL CORP 606711109 1656 250 X 250 0 0
ML MACADAMIA ORCHARDS L P CL A 55307U107 1500 400 X 400 0 0
MLC HOLDINGS INC COM 55305V107 15250 2000 X 2000 0 0
MMC NETWORKS INC COM 55308N102 5527520 123520 X 112841 0 10679
MOBIL CORP COM 607059102 404923388 4100490 X 3689904 2505 408081
MOBIL CORP COM 607059102 120398074 1219221 X 1133998 9062 76161
MOBIUS MANAGEMENT SYSTEMS COM 606925105 3300 400 X 400 0 0
MOCON INC COM 607494101 101344 17250 X 0 0 17250
MOCON INC COM 607494101 9911 1687 X 1687 0 0
MODINE MFG CO COM 607828100 1367625 42000 X 0 0 42000
MODIS PROFESSIONAL SVCS INC COM 607830106 1545257 113936 X 113053 0 883
MOLECULAR BIOSYSTEMS INC COM 608513107 34125 14000 X 14000 0 0
MOLEX INC CL A NON-VTG COM 608554200 25614540 813160 X 730534 0 82626
MOLEX INC CL A NON-VTG COM 608554200 2053013 65175 X 60600 0 4575
MOLEX INC COM 608554101 2181076 58948 X 53390 0 5558
MOLEX INC COM 608554101 722573 19529 X 13392 0 6137
MOMENTUM BUSINESS APPLICATIONS INC 60877P108 883 125 X 116 0 9
MOMENTUM BUSINESS APPLICATIONS INC 60877P108 205 29 X 29 0 0
MONACO COACH CORP COM 60886R103 380813 9000 X 4500 0 4500
MONDAVI ROBERT CORP CL A COM 609200100 12149 334 X 334 0 0
MONSANTO CO COM 611662107 48129918 1216554 X 1087631 1500 127423
MONSANTO CO COM 611662107 20938928 529262 X 508232 2725 18305
MONTANA POWER CO COM 612085100 1998675 28350 X 9410 0 18940
MONTANA POWER CO COM 612085100 936945 13290 X 13290 0 0
MONY GROUP INC COM 615337102 369282 11319 X 10319 0 1000
MONY GROUP INC COM 615337102 69165 2120 X 2120 0 0
MOOG CORP CL A COM 615394202 44688 1300 X 0 0 1300
</TABLE>
PAGE 58
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MORGAN PRODS LTD COM 617439104 1525 400 X 400 0 0
MORGAN STANLEY DEAN WITTER & CO COM 617446448 18254011 177871 X 59985 0 117886
MORGAN STANLEY DEAN WITTER & CO COM 617446448 3309451 32248 X 31167 0 1081
MORRISON HEALTH CARE INC COM 61841L108 13527475 541099 X 385999 0 155100
MORRISON HEALTH CARE INC COM 61841L108 5625 225 X 225 0 0
MORRISON KNUDSEN CORP NEW COM 61844A109 413531 40100 X 40100 0 0
MORTON INTL INC IND NEW COM *REORG* 619335102 6356 150 X 150 0 0
MOSAIX INC COM 619454101 64063 5000 X 5000 0 0
MOTIVEPOWER INDS INC COM 61980K101 4368960 236160 X 235110 0 1050
MOTOROLA INC COM 620076109 83425764 880483 X 736522 0 143961
MOTOROLA INC COM 620076109 37577850 396600 X 383962 800 11838
MPW INDL SVCS GROUP INC COM 553444100 3812000 381200 X 283681 0 97519
MSC INDL DIRECT INC CL A COM 553530106 153750 15000 X 0 0 15000
MTI TECHNOLOGY CORP COM 553903105 9470 725 X 525 0 200
MUELLER INDS INC COM 624756102 909525 26800 X 22000 0 4800
MULTEX.COM INC COM 625367107 2613 100 X 100 0 0
MUNICIPAL MTG & EQUITY GROWTH SH LLC 62624B101 2739 132 X 132 0 0
MURPHY OIL CORP COM 626717102 439313 9000 X 7500 0 1500
MURPHY OIL CORP COM 626717102 137700 2821 X 2121 0 700
MUSICLAND STORES CORP COM 62758B109 28500 3000 X 3000 0 0
MUTUAL RISK MGMT LTD COM 628351108 1442067 43208 X 42508 0 700
MYERS INDS INC COM 628464109 276000 13800 X 3248 0 10552
MYLAN LABORATORIES COM 628530107 4689440 176960 X 38360 0 138600
MYLAN LABORATORIES COM 628530107 66250 2500 X 2500 0 0
MYRIAD GENETICS COM 62855J104 53100 5900 X 0 0 5900
N CAROLINA NAT GAS CORP COM 658221106 71020 2085 X 2085 0 0
NABISCO GROUP HLDG CORP COM 62952P102 4940607 252555 X 101868 0 150687
NABISCO GROUP HLDG CORP COM 62952P102 876459 44803 X 44803 0 0
NABISCO HLDGS CORP CL A COM 629526104 193500 4500 X 700 0 3800
NABORS INDS INC COM 629568106 1957434 80305 X 3100 0 77205
NABORS INDS INC COM 629568106 14625 600 X 600 0 0
NACCO INDS INC CL A 629579103 67767 922 X 605 0 317
NACCO INDS INC CL A 629579103 352800 4800 X 4800 0 0
NALCO CHEMICAL COMPANY COM 629853102 2194987 42313 X 21793 0 20520
NALCO CHEMICAL COMPANY COM 629853102 1019292 19649 X 19649 0 0
NASH FINCH CO COM 631158102 86807 8600 X 8600 0 0
NASHUA CORP COM 631226107 2872638 290900 X 203100 0 87800
NASTECH PHARMACEUTICAL INC COM 631728409 248 75 X 75 0 0
NATHANS FAMOUS INC NEW COM 632347100 183063 50500 X 50500 0 0
NATIONAL BANCSHARES CORP TEXAS COM 632593505 12700 800 X 800 0 0
NATIONAL BEVERAGE CORP COM 635017106 6570 720 X 720 0 0
NATIONAL CITY CORPORATION COM 635405103 19610962 299404 X 270276 200 28928
NATIONAL CITY CORPORATION COM 635405103 11091115 169330 X 162423 0 6907
</TABLE>
PAGE 59
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NATIONAL COMMERCE BANCORP COM 635449101 875 40 X 40 0 0
NATIONAL COMPUTER SYS INC COM 635519101 786375 23300 X 10300 0 13000
NATIONAL DATA CORP COM 635621105 8809706 206075 X 79200 0 126875
NATIONAL DENTEX CORP COM 63563H109 318435 18460 X 0 0 18460
NATIONAL FUEL GAS CO N J COM 636180101 13500460 278360 X 248960 0 29400
NATIONAL FUEL GAS CO N J COM 636180101 1473770 30387 X 30087 0 300
NATIONAL HEALTH INVS INC COM 63633D104 393516 17250 X 1300 0 15950
NATIONAL HEALTH INVS INC COM 63633D104 13688 600 X 600 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 1062266 26310 X 24600 0 1710
NATIONAL PRESTO INDS INC COM 637215104 210375 5500 X 5500 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 408923 16155 X 9904 0 6251
NATIONAL SEMICONDUCTOR CORP COM 637640103 25313 1000 X 1000 0 0
NATIONAL STANDARD 637742107 488 100 X 100 0 0
NATIONAL SVC INDS INC COM 637657107 553500 15375 X 1289 0 14086
NATIONAL SVC INDS INC COM 637657107 21600 600 X 600 0 0
NATIONWIDE FINANCIAL SVCS CL A COM 638612101 2953830 65278 X 64735 0 543
NATIONWIDE FINANCIAL SVCS CL A COM 638612101 119913 2650 X 2650 0 0
NATROL INC COM 638789107 1365000 182000 X 181200 0 800
NATURES SUNSHINE PRODS INC COM 639027101 142800 13600 X 13600 0 0
NAUTICA ENTERPRISES INC COM 639089101 740475 43880 X 38880 0 5000
NAUTICA ENTERPRISES INC COM 639089101 25313 1500 X 1500 0 0
NAVARRE CORP COM 639208107 3938 400 X 0 0 400
NAVISTAR INTL CORP NEW COM 63934E108 713000 14260 X 6760 0 7500
NAVISTAR INTL CORP NEW COM 63934E108 3300 66 X 66 0 0
NBT BANCORP INC COM 628778102 39688 1936 X 172 1764 0
NBT BANCORP INC COM 628778102 190732 9304 X 0 0 9304
NBTY INC COM 628782104 382363 58825 X 58825 0 0
NCI BLDG SYS INC COM 628852105 11029500 516000 X 370138 0 145862
NCI BLDG SYS INC COM 628852105 2138 100 X 100 0 0
NCO GROUP INC COM 628858102 668800 17600 X 14909 0 2691
NCO GROUP INC COM 628858102 11400 300 X 0 0 300
NCR CORP COM 62886E108 1059524 21706 X 2209 0 19497
NCR CORP COM 62886E108 278378 5703 X 5190 43 470
NCS HEALTHCARE INC CL A COM 628874109 459632 84530 X 71230 0 13300
NEIMAN MARCUS GROUP INC COM 640204103 1027500 40000 X 0 0 40000
NEOMAGIC CORP COM 640497103 21016 2500 X 2500 0 0
NEOMEDIA TECHNOLOGIES INC COM 640505103 6125 1000 X 1000 0 0
NEON SYSTEMS COM 640509105 173550 5200 X 0 0 5200
NEORX CORP COM PAR $0.02 640520300 3 2 X 0 0 2
NET PERCEPTIONS 64107U101 3272 150 X 150 0 0
NET.B@NK INC COM 640933107 535800 14100 X 0 0 14100
NETEGRITY INC COM 64110P107 170775 10350 X 0 0 10350
NETGRAVITY INC COM 641114103 9100 400 X 0 0 400
</TABLE>
PAGE 60
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NETMANAGE INC COM 641144100 311 144 X 0 0 144
NETOPIA INC COM 64114K104 38200 1600 X 0 0 1600
NETWORK APPLIANCE INC COM 64120L104 1095150 19600 X 6100 0 13500
NETWORK EQUIP TECHNOLOGIES COM 641208103 227125 23000 X 16000 0 7000
NETWORK SOLUTIONS COM 64121Q102 39563 500 X 100 0 400
NETWORKS ASSOCIATES INC COM 640938106 194463 13240 X 115 0 13125
NETWORKS ASSOCIATES INC COM 640938106 3819 260 X 260 0 0
NEUROGEN CORP COM 64124E106 14771 1010 X 0 0 1010
NEUROGEN CORP COM 64124E106 16088 1100 X 1000 0 100
NEVADA PWR CO COM 641423108 25000 1000 X 1000 0 0
NEVADA PWR CO COM 641423108 12500 500 X 500 0 0
NEW CENTURY ENERGIES INC COM 64352U103 1805092 46508 X 43608 0 2900
NEW CENTURY ENERGIES INC COM 64352U103 1174583 30263 X 29408 0 855
NEW ENG CMNTY BANCORP INC CL A COM 643890106 640249 23229 X 270 0 22959
NEW ENG CMNTY BANCORP INC CL A COM 643890106 165044 5988 X 5988 0 0
NEW ENGLAND BUSINESS SVC INC COM 643872104 1573699 50970 X 22200 0 28770
NEW ENGLAND BUSINESS SVC INC COM 643872104 43225 1400 X 1400 0 0
NEW ENGLAND ELEC SYS COM 644001109 2019085 40281 X 37331 0 2950
NEW ENGLAND ELEC SYS COM 644001109 2477378 49424 X 43037 0 6387
NEW ERA OF NETWORKS INC COM 644312100 116698 2656 X 156 0 2500
NEW ERA OF NETWORKS INC COM 644312100 26363 600 X 150 300 150
NEW HAMPSHIRE THRIFT BANCSHRS 644722100 50895 3480 X 3480 0 0
NEW JERSEY RES CORP COM 646025106 588705 15725 X 15725 0 0
NEW JERSEY RES CORP COM 646025106 60050 1604 X 1604 0 0
NEW PLAN EXCEL RLTY TR INC COM 648053106 1931400 107300 X 7660 0 99640
NEW PLAN EXCEL RLTY TR INC COM 648053106 69120 3840 X 2840 0 1000
NEW YORK TIMES CO CL A COM 650111107 716960 19476 X 12294 0 7182
NEW YORK TIMES CO CL A COM 650111107 672491 18268 X 18268 0 0
NEWBRIDGE NETWORKS CORP COM 650901101 51750 1800 X 0 0 1800
NEWELL RUBBERMAID INC COM 651229106 4530467 97692 X 47475 100 50117
NEWELL RUBBERMAID INC COM 651229106 688437 14845 X 14688 0 157
NEWFIELD EXPL CO COM 651290108 5540763 194840 X 192540 0 2300
NEWMARK HOMES CORPORATION COM 651578106 947075 176200 X 128400 0 47800
NEWMIL BANCORP INC 651633109 39600 3600 X 3600 0 0
NEWMONT MINING CORP COM 651639106 356637 17944 X 12637 0 5307
NEWMONT MINING CORP COM 651639106 81150 4083 X 3584 0 499
NEWPARK RESOURCES NEW 651718504 8026373 904380 X 900669 0 3711
NEWPORT NEWS SHIPBUILDING INC COM 652228107 16225 550 X 211 0 339
NEWPORT NEWS SHIPBUILDING INC COM 652228107 65136 2208 X 668 0 1540
NEWSEDGE CORP COM 65249Q106 15516 1986 X 0 0 1986
NEWSEDGE CORP COM 65249Q106 312500 40000 X 0 0 40000
NEXTEL COMMUNICATIONS INC CL A COM 65332V103 5015488 99935 X 28535 0 71400
NEXTEL COMMUNICATIONS INC CL A COM 65332V103 446669 8900 X 8900 0 0
</TABLE>
PAGE 61
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NEXTERA ENTERPRISES INC COM 65332E101 4409688 685000 X 541000 0 144000
NEXTLINK COMMUNICATIONS COM CL A 65333H707 1341725 18040 X 6940 0 11100
NFO WORLDWIDE INC COM 62910N108 252168 18012 X 18012 0 0
NIAGARA MOHAWK HLDGS INC COM 653520106 976729 60808 X 49176 0 11632
NIAGARA MOHAWK HLDGS INC COM 653520106 16111 1003 X 1003 0 0
NICOR INC COM 654086107 775257 20368 X 13426 0 6942
NICOR INC COM 654086107 260348 6840 X 4640 0 2200
NIELSEN MEDIA RESH INC COM NEW 653929307 337750 11547 X 5832 0 5715
NIELSEN MEDIA RESH INC COM NEW 653929307 453024 15488 X 8324 6666 498
NIKE INC CL B COM 654106103 3363311 53070 X 22074 0 30996
NIKE INC CL B COM 654106103 838134 13225 X 12865 0 360
NISOURCE INC COM 65473P105 319249 12368 X 12368 0 0
NISOURCE INC COM 65473P105 2343181 90777 X 18563 0 72214
NL INDUSTRIES COM 629156407 50318 4523 X 3123 0 1400
NL INDUSTRIES COM 629156407 34721 3121 X 3121 0 0
NOBLE AFFILIATES INC COM 654894104 35213601 1249263 X 1055913 0 193350
NOBLE AFFILIATES INC COM 654894104 1553610 55117 X 55067 0 50
NOBLE DRILLING CORP COM 655042109 173742 8825 X 825 0 8000
NORD RESOURCES 655555100 394 700 X 700 0 0
NORDSON CORP COM 655663102 49000 800 X 800 0 0
NORDSTROM INC COM 655664100 997362 29772 X 9174 0 20598
NORDSTROM INC COM 655664100 382235 11410 X 11410 0 0
NORFOLK SOUTHN CORP COM 655844108 30303370 1005921 X 886504 150 119267
NORFOLK SOUTHN CORP COM 655844108 16377607 543655 X 509925 3005 30725
NORRELL CORP GA COM 656301108 359319 19100 X 19100 0 0
NORRELL CORP GA COM 656301108 30100 1600 X 1600 0 0
NORTEK INC COM 656559101 832913 26600 X 0 0 26600
NORTH AMERN VACCINE INC COM 657201109 117975 24200 X 24200 0 0
NORTH EUROPEAN OIL ROYALTY TRUST 659310106 224569 17110 X 17110 0 0
NORTH EUROPEAN OIL ROYALTY TRUST 659310106 1337175 101880 X 101880 0 0
NORTH FACE INC COM 659317101 4938 500 X 500 0 0
NORTH FORK BANCORP NY COM 659424105 212040 9920 X 385 0 9535
NORTH FORK BANCORP NY COM 659424105 509965 23858 X 23858 0 0
NORTHEAST UTLS COM 664397106 2364058 132255 X 47218 0 85037
NORTHEAST UTLS COM 664397106 268483 15020 X 11325 0 3695
NORTHERN STATES POWER CO COM 665772109 2350203 97166 X 83022 0 14144
NORTHERN STATES POWER CO COM 665772109 2417057 99930 X 96882 2400 648
NORTHERN TR CORP COM 665859104 2292498 23634 X 17534 0 6100
NORTHERN TR CORP COM 665859104 2009258 20714 X 17714 3000 0
NORTHLAND CRANBERRIES INC CL A COM 666499108 3094149 366714 X 268914 0 97800
NORTHPOINT COMMUNICATIONS COM 666610100 411538 11275 X 0 0 11275
NORTHROP GRUMMAN CORP COM 666807102 1339380 20198 X 4534 0 15664
NORTHROP GRUMMAN CORP COM 666807102 72214 1089 X 1089 0 0
</TABLE>
PAGE 62
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NORTHWAY FINL INC COM 667270102 676656 24384 X 24384 0 0
NORTHWEST AIRLS CORP CL A COM 667280101 9649250 296900 X 277600 0 19300
NORTHWEST AIRLS CORP CL A COM 667280101 3250 100 X 100 0 0
NORTHWEST NATURAL GAS CO COM 667655104 837741 34725 X 18625 0 16100
NORTHWEST NATURAL GAS CO COM 667655104 12063 500 X 500 0 0
NORTHWEST PIPE CO COM 667746101 8533613 513300 X 377640 0 135660
NORTHWESTERN CORP COM 668074107 43538 1800 X 1800 0 0
NORTHWESTERN CORP COM 668074107 56792 2348 X 2348 0 0
NORWOOD FINL CORP COM 669549107 42020 1760 X 1760 0 0
NOVA CORP GA COM 669784100 105875 4235 X 35 0 4200
NOVAMETRIX MED SYS INC COM 669870107 5325 1200 X 1200 0 0
NOVELL INC COM 670006105 1154738 43575 X 25347 0 18228
NOVELL INC COM 670006105 29150 1100 X 1100 0 0
NOVELLUS SYS INC COM 670008101 2047500 30000 X 29400 0 600
NOVELLUS SYS INC COM 670008101 27300 400 X 400 0 0
NOVEN PHARMACEUTICALS INC COM 670009109 1514144 250400 X 177100 0 73300
NOVOSTE CORP COM 67010C100 48300 2300 X 1500 0 800
NS GROUP INC 628916108 2312963 250050 X 248650 0 1400
NTL INC COM 629407107 4674551 54237 X 23507 0 30730
NTL INC COM 629407107 494113 5733 X 5733 0 0
NU HORIZONS ELECTRS CORP COM 669908105 1151 163 X 163 0 0
NUCOR CORPORATION 670346105 2142894 45173 X 33727 0 11446
NUCOR CORPORATION 670346105 677645 14285 X 13735 50 500
NUCO2 INC COM 629428103 8750 1000 X 1000 0 0
NUEVO ENERGY CO COM 670509108 1147450 86600 X 84600 0 2000
NUI CORP 629430109 37500 1500 X 0 0 1500
NUMEREX CORP CL A COM 67053A102 4250 1000 X 1000 0 0
NUTRAMAX PRODS INC COM NEW 67061A300 161250 30000 X 0 0 30000
NVR INC COM 62944T105 88719 1700 X 0 0 1700
O CHARLEYS INC COM 670823103 5928928 370558 X 272974 0 97584
O REILLY AUTOMOTIVE INC COM 686091109 1818538 36100 X 17900 0 18200
O SULLIVAN CORP COM 688605104 143813 11800 X 11700 0 100
OAK INDS INC COM NEW 671400505 1263600 28800 X 18600 0 10200
OAKLEY INC COM 673662102 1425 200 X 0 0 200
OAKWOOD HOMES CORP COM 674098108 459375 35000 X 31000 0 4000
OAO TECHNOLOGY SOLUTIONS INC COM 67082B105 949 253 X 0 0 253
OBJECTIVE COMMUNICATIONS INC COM 674421201 14438 4200 X 0 0 4200
OCCIDENTAL PETE CORP COM 674599105 7935036 375623 X 116470 0 259153
OCCIDENTAL PETE CORP COM 674599105 136890 6480 X 6480 0 0
OCEAN ENERGY INC TEX COM 67481E106 115500 12000 X 0 0 12000
OCEAN ENERGY INC TEX COM 67481E106 2888 300 X 300 0 0
OCEANEERING INTL INC COM 675232102 2036588 126300 X 84900 0 41400
OCTEL CORP COM 675727101 64063 5125 X 5125 0 0
OCTEL CORP COM 675727101 28413 2273 X 1373 750 150
</TABLE>
PAGE 63
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OCULAR SCIENCES INC COM 675744106 2564376 147590 X 146890 0 700
ODS NETWORKS INC COM 67082N109 1083 275 X 275 0 0
OEA INC COM 670826106 17750 2000 X 2000 0 0
OEC COMPRESSION CORP COM 670827104 422 375 X 375 0 0
OFFICE DEPOT INC COM 676220106 65738616 2979654 X 2704076 0 275578
OFFICE DEPOT INC COM 676220106 1454139 65910 X 65910 0 0
OFFICEMAX INC COM 67622M108 10800 900 X 900 0 0
OFFSHORE LOGISTICS INC COM 676255102 178000 16000 X 6400 0 9600
OGDEN CORP COM 676346109 430785 15992 X 520 0 15472
OGDEN CORP COM 676346109 102524 3806 X 3806 0 0
OGE ENERGY CORP COM 670837103 291793 12286 X 12286 0 0
OGE ENERGY CORP COM 670837103 357248 15042 X 15042 0 0
OHIO CASUALITYCOM 677240103 3980975 110200 X 57700 0 52500
OLD KENT FIN COM 679833103 2426990 55198 X 48258 0 6940
OLD KENT FIN COM 679833103 1883184 42830 X 42668 0 162
OLD REP INTERNATIONAL CORPORATION 680223104 1004125 58000 X 0 0 58000
OLD REP INTERNATIONAL CORPORATION 680223104 107632 6217 X 6217 0 0
OLIN CORP COM 680665205 5275 400 X 0 0 400
OLIN CORP COM 680665205 25426 1928 X 1928 0 0
OLSTEN CORP COM 681385100 115203 18250 X 3525 0 14725
OLSTEN CORP COM 681385100 75434 11950 X 11950 0 0
OM GROUP INC COM 670872100 835418 24215 X 3650 0 20565
OM GROUP INC COM 670872100 12075 350 X 350 0 0
OMEGA HEALTH SYS INC COM 681931101 112500 15000 X 0 0 15000
OMNICARE INC COM 681904108 419150 33200 X 0 0 33200
OMNICARE INC COM 681904108 25250 2000 X 0 0 2000
OMNICOM GROUP INC COM 681919106 15822880 197786 X 175286 0 22500
OMNICOM GROUP INC COM 681919106 3732000 46650 X 45170 0 1480
ON ASSIGNMENT INC COM 682159108 3680595 140884 X 140038 0 846
ONE VALLEY BANCORP INC COM 682419106 273713 7299 X 7299 0 0
ONEIDA LTD COM 682505102 373106 13266 X 1366 0 11900
ONEOK INC NEW COM 682680103 477076 15026 X 8625 0 6401
ONEOK INC NEW COM 682680103 6350 200 X 200 0 0
ONSALE INC COM 682838107 1894 100 X 0 0 100
OPEN MARKET INC COM 68370M100 227709 16050 X 14550 0 1500
OPEN TEXT CORPORATION COM 683715106 3000 100 X 100 0 0
OPINION RESEARCH CORP COM 683755102 168750 30000 X 30000 0 0
OPTA FOOD INGREDIENTS INC COM 68381N105 8288 2600 X 600 0 2000
OPTICAL COATING LAB INC 683829105 4879519 58350 X 58050 0 300
OPTICAL SENSORS INC COM 68384P107 219 242 X 0 0 242
OPTICAL SENSORS INC COM 68384P107 3107 3428 X 0 0 3428
ORACLE CORP COM 68389X105 52062726 1402363 X 1112885 0 289478
ORACLE CORP COM 68389X105 4600419 123917 X 115917 100 7900
</TABLE>
PAGE 64
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ORANGE & ROCKLAND UTILS INC COM 684065105 804408 13780 X 13380 0 400
ORANGE & ROCKLAND UTILS INC COM 684065105 598577 10254 X 1130 0 9124
ORBITAL SCIENCES CORP COM 685564106 737100 31200 X 26500 0 4700
OREGON STL MLS INC COM 686079104 26625 2000 X 0 0 2000
ORGANOGENESIS INC COM 685906109 1625634 173401 X 173401 0 0
ORGANOGENESIS INC COM 685906109 328125 35000 X 0 0 35000
ORION CAPITAL CORP COM 686268103 837825 23354 X 11342 0 12012
ORION CAPITAL CORP COM 686268103 10763 300 X 0 0 300
ORTEL CORP COM 68749W102 1328 125 X 0 0 125
ORTHODONTIC CTRS AMER INC COM 68750P103 4490479 317910 X 305660 0 12250
OSHKOSH B GOSH INC CL A COM 688222207 2365789 111990 X 111490 0 500
OSHKOSH TRUCK CORP COM 688239201 83016 1650 X 0 0 1650
OSI PHARMACEUTICALS INC COM 671040103 8500 2000 X 2000 0 0
OSICOM TECHNOLOGIES INC COM 688271501 72739 5705 X 5705 0 0
OSMONICS INC COM 688350107 4350 400 X 0 0 400
OSTEOTECH INC COM 688582105 21563 750 X 0 0 750
OTTER TAIL PWR CO COM 689648103 98103 2544 X 2544 0 0
OTTER TAIL PWR CO COM 689648103 27379 710 X 710 0 0
OUTBACK STEAKHOUSE INC COM 689899102 1532205 38975 X 11325 0 27650
OUTDOOR SYSTEMS INC COM 690057104 102638 2812 X 0 0 2812
OUTDOOR SYSTEMS INC COM 690057104 30368 832 X 832 0 0
OVERSEAS SHIPHOLDING GROUP INC 690368105 429 33 X 33 0 0
OWENS & MINOR INC NEW COM 690732102 269500 24500 X 23450 0 1050
OWENS & MINOR INC NEW COM 690732102 13200 1200 X 0 0 1200
OWENS CORNING COM 69073F103 5913256 172022 X 150407 0 21615
OWENS ILL INC COM NEW 690768403 922245 28214 X 13214 0 15000
OWENS ILL INC COM NEW 690768403 12094 370 X 370 0 0
OXFORD HEALTH PLANS INC COM 691471106 180525 11600 X 1600 0 10000
OXFORD HEALTH PLANS INC COM 691471106 2070 133 X 133 0 0
OXFORD INDS INC COM 691497309 181200 6400 X 6400 0 0
OXIS INTL INC COM NEW 691829402 11 10 X 10 0 0
P P & L RES INC COM 693499105 1431320 46547 X 46547 0 0
P P & L RES INC COM 693499105 421613 13711 X 13711 0 0
P-COM INC COM 693262107 170118 32500 X 32500 0 0
PACCAR INC COM 693718108 10189661 190907 X 184163 0 6744
PACCAR INC COM 693718108 13344 250 X 0 0 250
PACIFIC BK NATL ASSN SAN FRAN COM 694026204 2710688 142200 X 104400 0 37800
PACIFIC CENTURY FINL COM (DELAWARE) 694058108 477006 22122 X 22122 0 0
PACIFIC CENTURY FINL COM (DELAWARE) 694058108 25875 1200 X 1200 0 0
PACIFIC GATEWAY EXCHANGE INC COM 694327107 23300 800 X 0 0 800
PACIFIC SUNWEAR CA INC COM 694873100 6097284 250145 X 243795 0 6350
PACIFICARE HEALTH SYSTEMS COM 695112102 2003459 27850 X 20000 0 7850
PACIFICARE HEALTH SYSTEMS COM 695112102 7194 100 X 100 0 0
</TABLE>
PAGE 65
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PACIFICORP COM 695114108 2901817 157922 X 67067 0 90855
PACIFICORP COM 695114108 341408 18580 X 17854 0 726
PAGING NETWORK INC COM 695542100 110688 23000 X 0 0 23000
PAGING NETWORK INC COM 695542100 751 156 X 0 156 0
PAINE WEBBER GROUP INC COM 695629105 1295723 27716 X 13316 0 14400
PAINE WEBBER GROUP INC COM 695629105 35063 750 X 750 0 0
PAIRGAIN TECHNOLOGIES INC COM 695934109 6122830 532420 X 357020 0 175400
PAIRGAIN TECHNOLOGIES INC COM 695934109 23000 2000 X 2000 0 0
PALL CORP COM 696429307 25177443 1134758 X 1036119 0 98639
PALL CORP COM 696429307 2793207 125891 X 124791 0 1100
PALOMAR MED TECHNOLOGIES INC COM 697529303 1707 357 X 0 0 357
PANAMSAT CORP COM 697933109 116813 3000 X 3000 0 0
PANERA BREAD CO CL A COM 69840W108 81198 12737 X 12115 0 622
PANTRY INC COM 698657103 35475 2200 X 0 0 2200
PAPA JOHNS INTL INC COM 698813102 62563 1400 X 1400 0 0
PAR TECHNOLOGY CORP COM 698884103 6638 900 X 500 0 400
PARACELSUS HEALTHCARE CORP COM 698891108 725550 552800 X 390300 0 162500
PARAMETRIC TECHNOLOGY CORP COM 699173100 9286829 669321 X 452266 0 217055
PARAMETRIC TECHNOLOGY CORP COM 699173100 110612 7972 X 7972 0 0
PARAMOUNT FINL CORP COM NEW 699223301 5625 3000 X 0 0 3000
PAREXEL INTL CORP COM 699462107 248944 18700 X 18500 0 200
PARK ELECTROCHEMICAL CORP 700416209 224250 7800 X 7800 0 0
PARK PL ENTMT CORP COM 700690100 4315278 451455 X 286555 0 164900
PARK PL ENTMT CORP COM 700690100 15294 1600 X 1600 0 0
PARKER DRILLING CO COM 701081101 68900 20800 X 20800 0 0
PARKER-HANNIFIN CORP COM 701094104 16319208 356704 X 348235 0 8469
PARKER-HANNIFIN CORP COM 701094104 2291480 50087 X 48605 0 1482
PARTNERRE LTD COM G6852T105 1627195 43537 X 637 0 42900
PATINA OIL & GAS CORP COM 703224105 6313 1000 X 0 0 1000
PATRIOT BK CORP COM 70335P103 30875 3250 X 3250 0 0
PATRIOT BK CORP COM 70335P103 19000 2000 X 2000 0 0
PATTERSON DENTAL CO COM 703412106 1146750 33000 X 24900 0 8100
PATTERSON ENERGY INC COM 703414102 11850 1200 X 0 0 1200
PAXAR CORP COM 704227107 462831 52150 X 50321 0 1829
PAXAR CORP COM 704227107 2663 300 X 300 0 0
PAYCHEX INC COM 704326107 2109647 66185 X 52357 0 13828
PAYCHEX INC COM 704326107 1605767 50377 X 47065 0 3312
PAYLESS SHOESOURCE INC COM 704379106 245458 4588 X 88 0 4500
PAYLESS SHOESOURCE INC COM 704379106 60134 1124 X 964 0 160
PAYMENTECH INC COM 704384106 50750 2000 X 0 0 2000
PCD INC COM 69318P106 5301670 481970 X 468250 0 13720
PCORDER.COM INC COM 70453H107 24938 600 X 0 0 600
PE CORP-CELERA GENOMICS COM 69332S201 239705 14808 X 3423 0 11385
PE CORP-CELERA GENOMICS COM 69332S201 26321 1626 X 1596 0 30
</TABLE>
PAGE 66
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PE CORP-PE BIOSYSTEMS GRP COM 69332S102 2360408 20570 X 7449 0 13121
PE CORP-PE BIOSYSTEMS GRP COM 69332S102 373282 3253 X 3192 0 61
PEAK INTL LTD COM G69586108 1454928 214550 X 211950 0 2600
PEAPOD INC COM 704718105 52388 6600 X 6600 0 0
PEC ISRAEL ECONOMIC CORP 705098101 3843 122 X 122 0 0
PECO ENERGY CO COM 693304107 3041172 72625 X 52908 0 19717
PECO ENERGY CO COM 693304107 467618 11167 X 5167 0 6000
PEDIATRIX MEDICAL GROUP INC COM 705324101 565888 26630 X 11500 0 15130
PEGASUS COMMUNICATIONS CORP COM 705904100 5916 150 X 0 0 150
PEGASUS SYSTEMS INC COM 705906105 5324736 142230 X 136630 0 5600
PENFORD CORPORATION COM 707051108 89375 5500 X 5500 0 0
PENN CORP FINANCIAL GROUP COM 708094107 2275 4550 X 4550 0 0
PENN ENGINEERING & MFG CORP COM 707389300 63000 2800 X 0 0 2800
PENNACO ENERGY INC COM 708046107 5125350 436200 X 366346 0 69854
PENNEY J C INC COM 708160106 24398431 502413 X 400572 0 101841
PENNEY J C INC COM 708160106 3176619 65413 X 60445 520 4448
PENNICHUCK CORPORATION NEW COM 708254206 219645 9762 X 1316 0 8446
PENNSYLVANIA ENTERPRISES INC COM 708720107 249244 8122 X 8122 0 0
PENNZENERGY CO COM 70931Q109 1290266 77610 X 910 0 76700
PENNZENERGY CO COM 70931Q109 20598 1239 X 1239 0 0
PENNZOIL-QUAKER ST CO COM 709323109 30870 2058 X 2058 0 0
PENNZOIL-QUAKER ST CO COM 709323109 19935 1329 X 1329 0 0
PENOBSCOT SHOE CO 709342109 4935 470 X 470 0 0
PENOBSCOT SHOE CO 709342109 89565 8530 X 8530 0 0
PENTAIR INC 709631105 2263573 49477 X 7107 0 42370
PENTON MEDIA INC COM 709668107 584837 24117 X 67 0 24050
PEOPLES BANCSHARES INC COM 709795108 60750 3000 X 3000 0 0
PEOPLES BK BRIDGEPORT CT COM 710198102 52200 1715 X 1715 0 0
PEOPLES BK BRIDGEPORT CT COM 710198102 402049 13209 X 12970 0 239
PEOPLES ENERGY CORP COM 711030106 410228 10885 X 8005 0 2880
PEOPLES ENERGY CORP COM 711030106 212482 5638 X 5638 0 0
PEOPLES HERITAGE FINL GROUP INC 711147108 3787483 201328 X 111765 0 89563
PEOPLES HERITAGE FINL GROUP INC 711147108 520090 27646 X 25246 0 2400
PEOPLESOFT INC COM 712713106 18443096 1069165 X 1053015 0 16150
PEOPLESOFT INC COM 712713106 25013 1450 X 1450 0 0
PEP BOYS-MANNY,MOE & JACK 713278109 479892 22852 X 16767 0 6085
PEP BOYS-MANNY,MOE & JACK 713278109 72450 3450 X 3450 0 0
PEPSI BOTTLING GROUP COM 713409100 2571500 111200 X 100000 0 11200
PEPSICO INC COM 713448108 336027400 8685684 X 8059115 5825 620744
PEPSICO INC COM 713448108 108051054 2792919 X 2629274 16365 147280
PERCEPTRON INC COM 71361F100 3650 800 X 800 0 0
PERFORMANCE FOOD GROUP CO COM 713755106 6960952 256035 X 201733 0 54302
PERFORMANCE TECHNOLOGIES INC COM 71376K102 4202100 208800 X 149320 0 59480
</TABLE>
PAGE 67
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PERICOM SEMICONDUCTOR CORP COM 713831105 1976625 175700 X 113571 0 62129
PEROT SYSTEMS CORP COM CL A 714265105 29353 995 X 795 0 200
PEROT SYSTEMS CORP COM CL A 714265105 56876 1928 X 1928 0 0
PERVASIVE SOFTWARE COM 715710109 6369517 256061 X 253211 0 2850
PETSMART INC COM 716768106 16400 1600 X 1000 0 600
PETSMART INC COM 716768106 3075 300 X 0 0 300
PFIZER INC COM 717081103 399655912 3666568 X 3392113 1375 273080
PFIZER INC COM 717081103 220794433 2025637 X 1932598 3320 89719
PG & E CORP COM 69331C108 17973846 554107 X 482278 0 71829
PG & E CORP COM 69331C108 642003 19792 X 19636 0 156
PHARMACEUTICAL PROD DEV INC COM 717124101 495707 18108 X 18108 0 0
PHARMACIA & UPJOHN INC COM 716941109 38232881 672966 X 602246 0 70720
PHARMACIA & UPJOHN INC COM 716941109 2228186 39220 X 39220 0 0
PHARMOS CORP COM NEW 717139208 3380 2003 X 2000 0 3
PHELPS DODGE CORP COM 717265102 886573 14314 X 9046 0 5268
PHELPS DODGE CORP COM 717265102 267756 4323 X 4075 0 248
PHILADELPHIA SUBN CORP COM 718009608 891619 38661 X 38661 0 0
PHILADELPHIA SUBN CORP COM 718009608 34156 1481 X 1481 0 0
PHILIP MORRIS COS INC 718154107 46292584 1151915 X 836147 0 315768
PHILIP MORRIS COS INC 718154107 29046681 722779 X 656054 4850 61875
PHILLIPS PETE CO COM 718507106 7607954 151214 X 103007 0 48207
PHILLIPS PETE CO COM 718507106 1121113 22283 X 20783 100 1400
PHILLIPS VAN HEUSEN CORP 718592108 204000 20400 X 20400 0 0
PHILLIPS VAN HEUSEN CORP 718592108 6500 650 X 0 0 650
PHOENIX TECHNOLOGIES LTD COM 719153108 528206 29550 X 0 0 29550
PHONE.COM INC COM 71920Q100 2800 50 X 0 0 50
PHOTRONICS INC 719405102 448350 18300 X 18300 0 0
PHYCOR INC COM 71940F100 431002 58194 X 55750 0 2444
PICO HLDGS INC COM NEW 693366205 1935166 76451 X 56491 0 19960
PICTURETEL CORP 720035302 476096 59512 X 54312 0 5200
PIEDMONT NAT GAS INC 720186105 715875 23000 X 23000 0 0
PIEDMONT NAT GAS INC 720186105 16808 540 X 540 0 0
PIER 1 IMPORTS INC COM 720279108 846394 75235 X 49735 0 25500
PIERCING PAGODA INC COM 720773100 30300 2400 X 2400 0 0
PILGRIMS PRIDE CORP CL B COM 721467108 30000 1000 X 0 0 1000
PILLOWTEX CORP COM 721501104 182700 11200 X 10600 0 600
PILOT NETWORK SVCS INC COM 721596104 7850 800 X 0 0 800
PINNACLE SYS INC COM 723481107 40350 1200 X 0 0 1200
PINNACLE WEST CAPITAL CORP COM 723484101 1513400 37600 X 0 0 37600
PINNACLE WEST CAPITAL CORP COM 723484101 14088 350 X 350 0 0
PIONEER GROUP INC 723684106 332925 19300 X 18100 0 1200
PIONEER GROUP INC 723684106 124200 7200 X 7200 0 0
PIONEER HI-BRED INTL INC COM 723686101 1751331 44978 X 33178 0 11800
PIONEER HI-BRED INTL INC COM 723686101 169378 4350 X 4350 0 0
</TABLE>
PAGE 68
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PIONEER NAT RES CO COM 723787107 669647 60877 X 1077 0 59800
PIONEER NAT RES CO COM 723787107 16445 1495 X 1495 0 0
PIONEER STANDARD ELECTRONICS INC 723877106 256680 21390 X 6040 0 15350
PITNEY BOWES INC COM 724479100 40049210 623334 X 532486 100 90748
PITNEY BOWES INC COM 724479100 23612582 367511 X 345289 0 22222
PITT DESMOINES INC 724508106 12500 200 X 200 0 0
PITTSTON BAX GROUP 725701882 140125 14750 X 14500 0 250
PITTSTON BAX GROUP 725701882 88265 9291 X 9291 0 0
PITTSTON MINERALS GROUP COM 725701205 341 210 X 210 0 0
PITTSTON SERVICES GROUP COM 725701106 168525 6300 X 0 0 6300
PITTSTON SERVICES GROUP COM 725701106 215552 8058 X 8058 0 0
PITTWAY CORP DEL CL A COM 725790208 517394 15134 X 134 0 15000
PITTWAY CORP DEL COM 725790109 349781 10500 X 0 0 10500
PLAINS RES INC COM PAR $0.10 726540503 267900 14100 X 14100 0 0
PLANAR SYS INC COM 726900103 1859225 239900 X 177100 0 62800
PLANET HOLLYWOOD INTL INC CL A COM 727025108 750 1000 X 0 0 1000
PLANTRONICS INC NEW COM 727493108 862255 13240 X 12400 0 840
PLAYERS INTL INC COM 727903106 2464163 342840 X 339840 0 3000
PLAYTEX PRODS INC COM 72813P100 31125 2000 X 2000 0 0
PLD TELEKOM INC COM 69340T100 625 200 X 200 0 0
PLEXUS CORP COM 729132100 365868 12145 X 11100 0 1045
PLM INTERNATIONAL INC COM 69341L205 2013 350 X 350 0 0
PLM INTERNATIONAL INC COM 69341L205 1535 267 X 267 0 0
PMC-SIERRA INC COM 69344F106 766188 13000 X 11538 0 1462
PMI GROUP INC COM 69344M101 570023 9075 X 100 0 8975
PMI GROUP INC COM 69344M101 18844 300 X 300 0 0
PMR CORP COM 693451106 871850 263200 X 231000 0 32200
PNC BANK CORP 693475105 4804657 83378 X 57116 0 26262
PNC BANK CORP 693475105 2203522 38239 X 38239 0 0
POGO PRODUCING CO COM 730448107 4023745 216040 X 141840 0 74200
POGO PRODUCING CO COM 730448107 5867 315 X 315 0 0
POLARIS INDS INC COM 731068102 1726950 39700 X 20700 0 19000
POLARIS INDS INC COM 731068102 43500 1000 X 0 0 1000
POLAROID CORP COM 731095105 1664520 60528 X 47601 0 12927
POLAROID CORP COM 731095105 5500 200 X 200 0 0
POLICY MGMT SYS CORP 731108106 491550 16385 X 95 0 16290
POLICY MGMT SYS CORP 731108106 246000 8200 X 200 0 8000
POLO RALPH LAUREN COM 731572103 3786700 199300 X 61600 0 137700
POLYCOM INC COM 73172K104 235950 6050 X 0 0 6050
POLYMER GROUP INC COM 731745105 7050 600 X 0 0 600
POMEROY COMPUTER RES INC COM 731822102 209 15 X 0 0 15
POOL ENERGY SVCS CO COM 732788104 335156 16500 X 16500 0 0
POPE & TALBOT INC 732827100 121831 10100 X 9800 0 300
POPE & TALBOT INC 732827100 12666 1050 X 1050 0 0
</TABLE>
PAGE 69
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
POPULAR INC COM 733174106 3031 100 X 0 0 100
POPULAR INC COM 733174106 354778 11704 X 11704 0 0
POSSIS MEDICAL INC 737407106 35250 3000 X 3000 0 0
POSSIS MEDICAL INC 737407106 23500 2000 X 2000 0 0
POTLATCH CORP COM 737628107 481116 10950 X 2455 0 8495
POTLATCH CORP COM 737628107 63709 1450 X 1450 0 0
POTOMAC ELEC PWR CO COM 737679100 6439453 218750 X 100084 0 118666
POTOMAC ELEC PWR CO COM 737679100 591517 20094 X 19492 0 602
POWER INTEGRATIONS INC COM 739276103 127969 1750 X 0 0 1750
POWERTEL INC COM 73936C109 319663 10700 X 2050 0 8650
POWERTEL INC COM 73936C109 59750 2000 X 2000 0 0
POWERWAVE TECHNOLOGIES INC COM 739363109 499875 15500 X 14700 0 800
PPG INDS INC COM 693506107 8674805 146875 X 128264 0 18611
PPG INDS INC COM 693506107 4910811 83146 X 80121 250 2775
PPT VISION INC COM 693519100 2060 412 X 412 0 0
PRAXAIR INC COM 74005P104 26576146 543063 X 482564 0 60499
PRAXAIR INC COM 74005P104 611963 12505 X 11905 0 600
PRE PAID LEGAL SVCS INC COM 740065107 4310949 158929 X 157617 0 1312
PRE PAID LEGAL SVCS INC COM 740065107 2713 100 X 100 0 0
PRECISION CASTPARTS CORP COM 740189105 2260363 53185 X 37410 0 15775
PRECISION CASTPARTS CORP COM 740189105 284750 6700 X 6700 0 0
PRECISION DRILLING CORP COM 74022D100 15250 800 X 0 0 800
PREMARK INTL INC COM 740459102 894938 23865 X 8765 0 15100
PREMARK INTL INC COM 740459102 137775 3674 X 2924 0 750
PREMIER BANCSHARES INC GA COM 739909109 338781 18500 X 18500 0 0
PREMIER LASER SYS INC CL A COM 740522107 825 400 X 400 0 0
PREMIERE TECHNOLOGIES INC COM 74058F102 4600 400 X 400 0 0
PRESIDENTIAL LIFE CORP COM 740884101 27475 1400 X 0 0 1400
PRESSTEK INC COM 741113104 72 10 X 0 0 10
PREVIEW TRAVEL INC COM 74137R101 17550 800 X 0 0 800
PREVIEW TRAVEL INC COM 74137R101 8775 400 X 400 0 0
PRI AUTOMATION INC COM 69357H106 5120675 141260 X 140587 0 673
PRICELINE.COM INC COM 741503106 352466 3050 X 250 0 2800
PRIDE INTL INC COM 741932107 1696338 160600 X 155700 0 4900
PRIMA ENERGY CORP COM 741901201 147063 6500 X 6462 0 38
PRIMARK CORP COM 741903108 704790 25115 X 16115 0 9000
PRIMARK CORP COM 741903108 14705 524 X 524 0 0
PRIME HOSPITALITY CORP COM 741917108 470400 39200 X 39200 0 0
PRIMEX TECHNOLOGIES INC COM 741597108 8625 400 X 0 0 400
PRIMIX SOLUTIONS INC COM 741620108 14375 5000 X 5000 0 0
PRIMUS TELECOMMUNICATIONS GROUP COM 741929103 77409 3450 X 3250 0 200
PRIORITY HEALTHCARE CORP CL B 74264T102 3018543 87494 X 86228 0 1266
PRISM FINANCIAL CORP COM 74264Q108 1093406 53500 X 53200 0 300
</TABLE>
PAGE 70
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PROBUSINESS SERVICES COM 742674104 2510533 69980 X 68480 0 1500
PROBUSINESS SERVICES COM 742674104 16144 450 X 450 0 0
PROCTER & GAMBLE CO COM 742718109 284229656 3184646 X 2803453 2000 379193
PROCTER & GAMBLE CO COM 742718109 145055437 1625271 X 1553365 5712 66194
PRODIGY COMMUNICATIONS CORP COM 74283P107 77625 3000 X 0 0 3000
PROFIT RECOVERY GROUP INTL INC COM 743168106 969906 20500 X 20500 0 0
PROGRESS SOFTWARE CORP COM 743312100 511325 18100 X 12800 0 5300
PROGRESSIVE CORP OHIO COM 743315103 1104320 7616 X 6586 0 1030
PROGRESSIVE CORP OHIO COM 743315103 1950250 13450 X 12250 0 1200
PROMUS HOTEL CORPORATION COM 74342P106 31000 1000 X 0 0 1000
PROSOFT I-NET SOLUTIONS INC COM 743477101 860550 344220 X 342420 0 1800
PROTECTION ONE INC COM 743663304 1892000 352000 X 296000 0 56000
PROTECTIVE LIFE CORP COM 743674103 715360 21040 X 40 0 21000
PROTECTIVE LIFE CORP COM 743674103 54400 1600 X 1600 0 0
PROTEIN DESIGN LABS INC COM 74369L103 310625 14000 X 11800 0 2200
PROVANT INC COM 743724106 26456 1700 X 0 0 1700
PROVIDENCE & WORCESTER RR CO COM 743737108 2354793 166711 X 166411 0 300
PROVIDENCE & WORCESTER RR CO COM 743737108 22600 1600 X 400 0 1200
PROVIDENCE ENERGY CORP COM 743743106 298500 11185 X 4185 0 7000
PROVIDENCE ENERGY CORP COM 743743106 49105 1840 X 1840 0 0
PROVIDENT BANKSHARES CORP COM 743859100 446051 19185 X 19185 0 0
PROVIDENT COS INC COM 743862104 2721400 68035 X 11335 0 56700
PROVIDIAN FINANCIAL CORP COM 74406A102 6509316 69805 X 39266 0 30539
PROVIDIAN FINANCIAL CORP COM 74406A102 3091611 33154 X 30154 3000 0
PS GROUP HLDGS INC COM 693622102 109 10 X 10 0 0
PSINET INC COM 74437C101 43750 1000 X 1000 0 0
PSS WORLD MED INC COM 69366A100 3615800 323200 X 223800 0 99400
PSYCHEMEDICS CORP COM 744375106 1030 206 X 0 0 206
PUBLIC SERVICE ENTERPRISE GROUP COM 744573106 16492209 404097 X 346701 100 57296
PUBLIC SERVICE ENTERPRISE GROUP COM 744573106 1357709 33267 X 31000 0 2267
PUBLIC SVC CO NC INC COM 744516105 444600 15200 X 15200 0 0
PUBLIC SVC CO NC INC COM 744516105 14625 500 X 500 0 0
PUBLIC SVC CO NEW MEXICO COM 744499104 41738 2100 X 0 0 2100
PUBLIC SVC CO NEW MEXICO COM 744499104 29813 1500 X 500 0 1000
PUGET SOUND ENERGY INC COM 745332106 494304 20596 X 2796 0 17800
PUGET SOUND ENERGY INC COM 745332106 249792 10408 X 8708 0 1700
PULTE CORP COM 745867101 139713 6058 X 1544 0 4514
QIAGEN NV COM N72482107 34000 500 X 0 0 500
QLOGIC CORP COM 747277101 9613560 72830 X 72330 0 500
QLT PHOTOTHERAPEUTICS INC COM 746927102 132000 2400 X 0 0 2400
QRS CORP COM 74726X105 452400 5800 X 0 0 5800
QUADRAMED CORP COM 74730W101 51188 6300 X 0 0 6300
QUAKER CHEMICAL CORP COM 747316107 105625 6500 X 6500 0 0
</TABLE>
PAGE 71
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
QUAKER FABRIC CORP NEW COM 747399103 41875 10000 X 10000 0 0
QUAKER OATS CO COM 747402105 3227484 48625 X 24157 0 24468
QUAKER OATS CO COM 747402105 976376 14710 X 14410 0 300
QUALCOMM INC COM 747525103 1879850 13100 X 3300 0 9800
QUALCOMM INC COM 747525103 265475 1850 X 1050 0 800
QUANEX CORP 747620102 304950 10700 X 4400 0 6300
QUANTUM CORP COM 747906105 1703828 70625 X 2500 0 68125
QUANTUM CORP COM 747906105 90469 3750 X 3750 0 0
QUEENS CNTY BANCORP INC COM 748242104 518000 16000 X 16000 0 0
QUEST DIAGNOSTICS INC COM 74834L100 13551 495 X 495 0 0
QUEST DIAGNOSTICS INC COM 74834L100 50315 1838 X 1401 0 437
QUESTAR CORP 748356102 114215 5972 X 272 0 5700
QUESTAR CORP 748356102 1889550 98800 X 98800 0 0
QUIGLEY CORP COM 74838L304 981 200 X 200 0 0
QUIKSILVER INC COM 74838C106 693263 26600 X 16600 0 10000
QUINTILES TRANSNATIONAL CORP COM 748767100 22260 530 X 130 0 400
QUINTILES TRANSNATIONAL CORP COM 748767100 21000 500 X 500 0 0
QWEST COMMUNICATIONS INTL COM 749121109 2041477 61746 X 9204 0 52542
QWEST COMMUNICATIONS INTL COM 749121109 44634 1350 X 700 150 500
R & B FALCON CORPORATION COM 74912E101 79688 8500 X 2263 0 6237
R & B FALCON CORPORATION COM 74912E101 18750 2000 X 2000 0 0
R & B INC COM 749124103 4574625 554500 X 400600 0 153900
R & B INC COM 749124103 8250 1000 X 1000 0 0
R H DONNELLEY CORP NEW COM 74955W307 153429 7843 X 7593 0 250
R H DONNELLEY CORP NEW COM 74955W307 118960 6081 X 5421 400 260
R J REYNOLDS TOBACCO HOLD COM 76182K105 4029710 126920 X 74793 0 52127
R J REYNOLDS TOBACCO HOLD COM 76182K105 474091 14932 X 14932 0 0
RADIAN GROUP INC COM 750236101 1449731 29700 X 27900 0 1800
RADISYS CORP COM 750459109 19438 500 X 0 0 500
RAILTEX INC COM 750766107 6005100 432800 X 327537 0 105263
RAINFOREST CAFE INC COM 75086K104 1013 200 X 200 0 0
RALCORP HOLDINGS COM 751028101 387000 24000 X 24000 0 0
RALCORP HOLDINGS COM 751028101 532 33 X 33 0 0
RALSTON-RALSTON PURINA GRP COM 751277302 2845145 93475 X 44353 0 49122
RALSTON-RALSTON PURINA GRP COM 751277302 894741 29396 X 29396 0 0
RAMBUS INC COM 750917106 571563 6200 X 100 0 6100
RAMBUS INC COM 750917106 239688 2600 X 2600 0 0
RANGE RES CORP COM 75281A109 2537520 414289 X 305797 0 108492
RARE HOSPITALITY INTL INC COM 753820109 2856 112 X 0 0 112
RARE MEDIUM GROUP INC COM 75382N109 44775 3600 X 0 0 3600
RATIONAL SOFTWARE CORP COM 75409P202 195649 5940 X 0 0 5940
RAVEN INDS INC COM 754212108 152000 9500 X 0 0 9500
RAYCHEM CORP COM 754603108 292411 7903 X 4927 0 2976
</TABLE>
PAGE 72
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RAYMOND JAMES FINL INC COM 754730109 897600 37400 X 36300 0 1100
RAYONIER INC COM 754907103 2958962 59402 X 26583 0 32819
RAYONIER INC COM 754907103 783949 15738 X 15138 0 600
RAYOVAC CORP COM 755081106 34031 1500 X 1500 0 0
RAYTECH CORP DEL 755103108 59813 14500 X 0 0 14500
RAYTECH CORP DEL 755103108 194 47 X 47 0 0
RAYTHEON CO CL A 755111309 3003708 43611 X 31374 0 12237
RAYTHEON CO CL A 755111309 711961 10337 X 10142 3 192
RAYTHEON CO CL B COM 755111408 45914817 651274 X 563725 0 87549
RAYTHEON CO CL B COM 755111408 19248545 273029 X 252082 2750 18197
RCN CORP COM 749361101 407925 9800 X 100 0 9700
RCN CORP COM 749361101 131119 3150 X 3150 0 0
READ-RITE CORP COM 755246105 350475 56500 X 50500 0 6000
READ-RITE CORP COM 755246105 31016 5000 X 5000 0 0
READERS DIGEST ASSN COM CL A NON VTG 755267101 16457 414 X 314 0 100
READERS DIGEST ASSN COM CL A NON VTG 755267101 25838 650 X 650 0 0
READERS DIGEST CL B COM 755267200 5625 150 X 150 0 0
REALNETWORKS INC COM 75605L104 30994 450 X 50 0 400
REALTY INFORMATION GROUP INC COM 75612B107 87000 2000 X 2000 0 0
RECKSON ASSOCS RLTY CORP COM 75621K106 1321856 56100 X 800 0 55300
RECKSON ASSOCS RLTY CORP COM 75621K106 23563 1000 X 0 0 1000
RED ROOF INNS INC COM 757005103 26906 1500 X 1500 0 0
REEBOK INTL 758110100 192638 10343 X 2047 0 8296
REGAL BELOIT CORP COM 758750103 370913 15700 X 10700 0 5000
REGENERON PHARMACEUTICALS INC COM 75886F107 181328 23210 X 23200 0 10
REGENERON PHARMACEUTICALS INC COM 75886F107 2188 280 X 180 0 100
REGIONS FINL CORP COM 758940100 981463 25534 X 24909 0 625
REGIONS FINL CORP COM 758940100 154865 4029 X 1406 0 2623
REGIS CORP MINNESOTA COM 758932107 550489 28690 X 19900 0 8790
REINSURANCE GROUP AMER INC COM 759351109 776 22 X 22 0 0
RELIANCE BANCORP INC COM 759451107 5232175 189400 X 137900 0 51500
RELIANCE GROUP HLDGS INC COM 759464100 184822 24850 X 50 0 24800
RELIANCE STL & ALUM CO COM 759509102 7862400 201600 X 152100 0 49500
RELIANT ENERGY INC COM 75952J108 5408892 195797 X 172841 0 22956
RELIANT ENERGY INC COM 75952J108 2768937 100233 X 93405 0 6828
RELIASTAR FINL CORP COM 75952U103 1481288 33858 X 3666 0 30192
RELIASTAR FINL CORP COM 75952U103 1763650 40312 X 40312 0 0
REMEDY CORP COM 759548100 5375 200 X 200 0 0
REMEDYTEMP INC CL A COM 759549108 86400 6400 X 0 0 6400
REMINGTON OIL & GAS CORP COM NEW 759594302 74100 15200 X 15200 0 0
RENAISSANCE WORLDWIDE INC COM 75968A109 1195 150 X 0 0 150
RENAISSANCERE HOLDINGS LTD COM G7496G103 549931 14863 X 2000 0 12863
RENAISSANCERE HOLDINGS LTD COM G7496G103 122100 3300 X 3300 0 0
</TABLE>
PAGE 73
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RENAL CARE GROUP INC COM 759930100 6276602 242574 X 241361 0 1213
RENAL CARE GROUP INC COM 759930100 43988 1700 X 1700 0 0
RENT A CTR INC NEW COM 76009N100 172800 7200 X 0 0 7200
RENT WAY INC COM 76009U104 236400 9600 X 0 0 9600
REPUBLIC BANCORP INC COM 760282103 14646704 964392 X 757825 0 206567
REPUBLIC BANCORP INC COM 760282103 157996 10403 X 10403 0 0
REPUBLIC GROUP 760473108 158400 8800 X 8800 0 0
REPUBLIC NEW YORK CORP COM 760719104 8157953 119640 X 30240 0 89400
REPUBLIC NEW YORK CORP COM 760719104 136375 2000 X 2000 0 0
REPUBLIC SERVICES INC COM 760759100 3482325 140700 X 87000 0 53700
RES-CARE INC COM 760943100 11387490 500549 X 373092 0 127457
RESEARCH IN MOTION COM 760975102 162000 8000 X 500 0 7500
RESMED INC COM 761152107 39825 1200 X 0 0 1200
RESPIRONICS INC COM 761230101 5124441 338806 X 254624 0 84182
REXALL SUNDOWN INC COM 761648104 8326256 683180 X 671930 0 11250
REXALL SUNDOWN INC COM 761648104 20719 1700 X 1700 0 0
REYNOLDS & REYNOLDS CO CL A COM 761695105 2182050 93600 X 800 0 92800
REYNOLDS & REYNOLDS CO CL A COM 761695105 10491 450 X 450 0 0
REYNOLDS METALS CO COM 761763101 1230622 20858 X 3329 0 17529
REYNOLDS METALS CO COM 761763101 22597 383 X 383 0 0
RICHFOOD HOLDINGS INC COM 763408101 18750356 1063850 X 764149 0 299701
RICHMOND CNTY FINL CORP COM 764556106 162971 8466 X 0 0 8466
RICHMOND CNTY FINL CORP COM 764556106 1142334 59342 X 59342 0 0
RIGGS NATL CORP WASH D C 766570105 680619 33100 X 10800 0 22300
RIGGS NATL CORP WASH D C 766570105 170669 8300 X 8300 0 0
RISK CAP HLDGS INC COM 767711104 28350 2100 X 0 0 2100
RISK CAP HLDGS INC COM 767711104 94500 7000 X 0 0 7000
RITE AID CORP COM 767754104 21879066 888490 X 675903 0 212587
RITE AID CORP COM 767754104 4090705 166120 X 89020 1100 76000
ROADWAY EXPRESS INC DEL COM 769742107 89125 4600 X 0 0 4600
ROBBINS & MYERS INC COM 770196103 220894 9900 X 8300 0 1600
ROBERT HALF INTL INC COM 770323103 25813 1000 X 1000 0 0
ROBERTS PHARMACEUTICAL CORP 770491108 590400 24600 X 23500 0 1100
ROBERTS PHARMACEUTICAL CORP 770491108 24000 1000 X 0 0 1000
ROCHESTER GAS & ELEC CORP COM 771367109 151539 5705 X 5405 0 300
ROCHESTER GAS & ELEC CORP COM 771367109 86461 3255 X 2746 0 509
ROCK-TENN CO CL A COM 772739207 58406 3500 X 0 0 3500
ROCK-TENN CO CL A COM 772739207 6675 400 X 400 0 0
ROCKWELL INTL CORP COM 773903109 2643719 43518 X 27231 0 16287
ROCKWELL INTL CORP COM 773903109 2833562 46643 X 45655 0 988
ROCKY MOUNTAIN INTERNET INC COM 774720106 30600 2550 X 0 0 2550
ROCKY SHOES & BOOTS INC COM 774830103 1520356 182900 X 134800 0 48100
ROGERS COMMUNICATIONS INC CL B NV 775109200 798206 49310 X 0 0 49310
</TABLE>
PAGE 74
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ROGERS CORP 775133101 738975 25050 X 4750 0 20300
ROGERS CORP 775133101 111628 3784 X 3784 0 0
ROHM & HAAS CO 775371107 2343891 54668 X 43737 0 10931
ROHM & HAAS CO 775371107 668936 15602 X 14940 0 662
ROLLINS INC COM 775711104 1122797 70450 X 450 0 70000
ROLLINS INC COM 775711104 23906 1500 X 1500 0 0
ROLLINS TRUCK LEASING CORP COM 775741101 489500 44000 X 40625 0 3375
ROMAC INTL INC COM 775835101 10442982 1176674 X 879019 0 297655
RONSON CORP COM NEW 776338204 3 1 X 1 0 0
ROPER INDUSTRIES INC COM 776696106 1673600 52300 X 20700 0 31600
ROPER INDUSTRIES INC COM 776696106 256000 8000 X 0 0 8000
ROSLYN BANCORP INC COM 778162107 1684805 98025 X 43800 0 54225
ROSS STORES INC COM 778296103 7380038 146502 X 140080 0 6422
ROSS SYS INC COM 778303107 500 200 X 200 0 0
ROUSE CO COM 779273101 63438 2500 X 0 0 2500
ROUSE CO COM 779273101 104038 4100 X 200 0 3900
ROWAN COS INC COM 779382100 142697 7819 X 7543 0 276
ROWAN COS INC COM 779382100 25550 1400 X 1400 0 0
ROYAL APPLIANCE MFG CO COM 780076105 104756 15100 X 15100 0 0
ROYAL APPLIANCE MFG CO COM 780076105 17344 2500 X 0 0 2500
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2450000 56000 X 1300 0 54700
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 30625 700 X 700 0 0
RPM INC COM 749685103 2120123 149436 X 138999 0 10437
RPM INC COM 749685103 859748 60599 X 58281 0 2318
RSL COMMUNICATIONS COM G7702U102 98494 5100 X 0 0 5100
RTI INTERNATIONAL METALS COM 74973W107 1717263 116920 X 115020 0 1900
RUBY TUESDAY INC COM 781182100 2974488 156552 X 129452 0 27100
RUBY TUESDAY INC COM 781182100 79192 4168 X 4168 0 0
RURAL / METRO CORP COM 781748108 112131 11650 X 11650 0 0
RUSS BERRIE & CO INC 782233100 457875 18500 X 16700 0 1800
RUSSELL CORP COM 782352108 269997 13846 X 1997 0 11849
RUSSELL CORP COM 782352108 39000 2000 X 2000 0 0
RYANS FAMILY STEAK HOUSES INC 783519101 4544213 390900 X 270900 0 120000
RYDER SYSTEM 783549108 994517 38622 X 3490 0 35132
RYDER SYSTEM 783549108 19313 750 X 750 0 0
RYERSON TULL INC COM 78375P107 46253 2050 X 75 0 1975
RYLAND GROUP INC COM 783764103 326563 11000 X 11000 0 0
RYTHMS NETCONNECTIONS INC COM 762430205 665475 11400 X 0 0 11400
S & P 500 DEPOSITORY RECEIPT 78462F103 1133675 8275 X 4275 0 4000
SABRE GROUP HLDGS INC COM 785905100 96250 1400 X 0 0 1400
SAFECO CORP COM 786429100 1505810 34126 X 8218 0 25908
SAFECO CORP COM 786429100 77219 1750 X 1750 0 0
SAFEGUARD SCIENTIFICS INC COM 786449108 810306 12862 X 10200 0 2662
</TABLE>
PAGE 75
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SAFESKIN CORP COM 786454108 1005600 83800 X 40800 0 43000
SAFETY-KLEEN CORP COM NEW 78648R203 10422 575 X 575 0 0
SAFEWAY INC COM NEW 786514208 4702352 94997 X 46930 0 48067
SAFEWAY INC COM NEW 786514208 32274 652 X 652 0 0
SAGA COMMUNICATIONS INC COM 786598102 5588 300 X 300 0 0
SAGA SYS INC COM 786610105 26775 2100 X 0 0 2100
SAINT PAUL COS 792860108 3785019 118979 X 48234 0 70745
SAINT PAUL COS 792860108 1744089 54824 X 54424 0 400
SAKS INC COM 79377W108 524226 18155 X 10955 0 7200
SALISBURY BANCORP INC COM 795226109 68080 3404 X 624 0 2780
SALISBURY BANCORP INC COM 795226109 38000 1900 X 1900 0 0
SANCHEZ COMPUTER ASSOCS INC COM 799702105 13850 400 X 0 0 400
SANFILIPPO JOHN B & SON INC COM 800422107 5719 1500 X 0 0 1500
SANMINA CORP COM 800907107 378616 4990 X 30 0 4960
SANTA CRUZ OPERATION INC COM 801833104 261905 40100 X 0 0 40100
SANTA FE ENERGY TR 802013102 46219 2550 X 2550 0 0
SANTA FE INTERNATIONAL CORP COM G7805C108 1706600 74200 X 70200 0 4000
SANTA FE SYNDER CORP COM 80218K105 5371720 671465 X 593665 0 77800
SANTA FE SYNDER CORP COM 80218K105 19280 2410 X 2410 0 0
SAPIENT CORP COM 803062108 41336 730 X 250 0 480
SARA LEE CORP COM 803111103 38638786 1703087 X 1569241 1000 132846
SARA LEE CORP COM 803111103 29202397 1287158 X 1223045 7050 57063
SAUCONY INC CL A COM 804120103 109 5 X 5 0 0
SAUCONY INC CL B COM 804120202 113 5 X 5 0 0
SAUL CTRS INC COM 804395101 6600 400 X 400 0 0
SAVOIR TECHNOLOGY GROUP INC COM 80533W107 28125 3000 X 0 0 3000
SAWTEK INC COM 805468105 32113 700 X 0 0 700
SBC COMMUNICATIONS INC COM 78387G103 347754544 5995768 X 5703472 2950 289346
SBC COMMUNICATIONS INC COM 78387G103 115697588 1994786 X 1896831 11815 86140
SBS BROADCASTING SA ORD COM L8137F102 25800 800 X 0 0 800
SCAN OPTICS INC COM 805894102 778501 177943 X 0 0 177943
SCANA CORP COM 805898103 306213 13100 X 12600 0 500
SCANA CORP COM 805898103 861158 36841 X 36841 0 0
SCHERING PLOUGH CORP COM 806605101 62725950 1194780 X 929167 0 265613
SCHERING PLOUGH CORP COM 806605101 37343828 711311 X 665223 0 46088
SCHLUMBERGER LTD COM 806857108 239702172 3763724 X 3517963 2025 243736
SCHLUMBERGER LTD COM 806857108 42404539 665822 X 624456 9125 32241
SCHOLASTIC CORP COM 807066105 111375 2200 X 0 0 2200
SCHOOL SPECIALTY INC COM 807863105 253788 15800 X 0 0 15800
SCHULER HOMES INC COM 808188106 32500 5000 X 0 0 5000
SCHULMAN A INC COM 808194104 681295 39639 X 6327 0 33312
SCHWAB CHARLES CORP NEW COM 808513105 5142947 47183 X 36833 0 10350
SCHWAB CHARLES CORP NEW COM 808513105 116630 1070 X 920 0 150
</TABLE>
PAGE 76
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SCHWEITZER-MAUDUIT INTL INC COM 808541106 207750 13850 X 11800 0 2050
SCHWEITZER-MAUDUIT INTL INC COM 808541106 8895 593 X 593 0 0
SCI SYSTEMS INC COM 783890106 6002413 126700 X 36200 0 90500
SCICLONE PHARMACEUTICALS INC COM 80862K104 1250 1000 X 1000 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 25000 20000 X 20000 0 0
SCIENTIFIC ATLANTA 808655104 680040 18890 X 2522 0 16368
SCIENTIFIC ATLANTA 808655104 18000 500 X 500 0 0
SCIENTIFIC GAMES HLDGS CORP COM 808747109 42900 2200 X 800 0 1400
SCIOS NOVA INC COM 808905103 22532 6933 X 6930 0 3
SCOTT TECHNOLOGIES INC COM 810022301 268595 13953 X 13453 0 500
SCOTTISH LIFE HOLDINGS COM G7885T104 1875875 174500 X 173000 0 1500
SCOTTS CO CL A COM 810186106 804863 16900 X 8000 0 8900
SCOTTS CO CL A COM 810186106 38100 800 X 0 0 800
SCP POOL CORP COM 784028102 29109 1125 X 1125 0 0
SCRIPPS CO <E.W.> CLASS A 811054204 1551536 32621 X 621 0 32000
SCRIPPS CO <E.W.> CLASS A 811054204 33294 700 X 700 0 0
SDL INC COM 784076101 485094 9500 X 0 0 9500
SEA CONTAINERS LTD CL A COM 811371707 6713 200 X 200 0 0
SEA CONTAINERS LTD CL A COM 811371707 6713 200 X 200 0 0
SEACHANGE INTERNATIONAL COM 811699107 9063 500 X 0 0 500
SEACOAST FINL SVCS CORP COM 81170Q106 3591565 315742 X 221600 0 94142
SEACOAST FINL SVCS CORP COM 81170Q106 71401 6277 X 6277 0 0
SEACOR SMIT INC COM 811904101 545700 10200 X 9500 0 700
SEACOR SMIT INC COM 811904101 5350 100 X 100 0 0
SEAGATE TECHNOLOGY INC COM 811804103 1658348 64716 X 21066 0 43650
SEAGATE TECHNOLOGY INC COM 811804103 36413 1421 X 1221 0 200
SEALED AIR CORP NEW COM 81211K100 1808585 27878 X 14546 0 13332
SEALED AIR CORP NEW COM 81211K100 312438 4816 X 4816 0 0
SEARS ROEBUCK & CO COM 812387108 6143609 137865 X 40419 0 97446
SEARS ROEBUCK & CO COM 812387108 1548814 34756 X 34056 0 700
SECTOR SPDR TECHNOLOGY SELECT INDEX 81369Y803 72265 1785 X 1785 0 0
SECURITY CAPITAL GROUP B COM 81413P204 364063 25000 X 0 0 25000
SECURITY DYNAMICS TECH INC COM 814208104 2535125 119300 X 96000 0 23300
SECURITY FIRST TECHNOLOGIES CORP COM 814279105 726513 16100 X 8100 0 8000
SEI INVESTMENT CO COM 784117103 1200200 13600 X 13600 0 0
SEI INVESTMENT CO COM 784117103 4413 50 X 50 0 0
SEITEL INC NEW 816074306 315656 19500 X 17600 0 1900
SELECTIVE INS GROUP INC 816300107 8531422 447550 X 329850 0 117700
SELECTIVE INS GROUP INC 816300107 1155874 60636 X 60636 0 0
SEMPRA ENERGY COM 816851109 1669544 73792 X 63461 0 10331
SEMPRA ENERGY COM 816851109 684542 30256 X 10136 0 20120
SENIOR HIGH INC PORTFOLIO INC COM 81721E107 12281 1500 X 0 0 1500
SENIOR HIGH INC PORTFOLIO INC COM 81721E107 4651 568 X 568 0 0
</TABLE>
PAGE 77
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SENSORMATIC ELECTRONICS COM 817265101 62719 4500 X 0 0 4500
SEPRACOR INC COM 817315104 1511250 18600 X 17100 0 1500
SEPRACOR INC COM 817315104 40625 500 X 500 0 0
SEQUA CORP CL A COM 817320104 5880 84 X 84 0 0
SEQUA CORP CL B COM 817320203 786500 11000 X 0 0 11000
SEQUENT COMPUTER SYS INC COM 817338106 3550 200 X 200 0 0
SERACARE INC COM 817473101 50000 10000 X 10000 0 0
SEROLOGICALS CORP COM 817523103 24375 3000 X 0 0 3000
SERVICE CORP INTERNATIONAL 817565104 867193 45049 X 30801 0 14248
SERVICE CORP INTERNATIONAL 817565104 107800 5600 X 5400 200 0
SERVICE EXPERTS INC COM 817567100 4140938 189300 X 130385 0 58915
SERVICE MDSE INC COM 817587108 131 350 X 350 0 0
SERVICEMASTER CO COM 81760N109 3555619 189633 X 85947 0 103686
SERVICEMASTER CO COM 81760N109 3375225 180012 X 155400 18612 6000
SFX ENTMT INC CL A COM 784178105 3705600 57900 X 22500 0 35400
SHARED MED SYSTEMS COM 819486101 365987 5609 X 1855 0 3754
SHAW GROUP INC COM 820280105 5982494 376850 X 277750 0 99100
SHAW INDUSTRIES INC. 820286102 12645850 722620 X 693500 0 29120
SHERWIN WILLIAMS CO COM 824348106 34466360 1242031 X 1177776 300 63955
SHERWIN WILLIAMS CO COM 824348106 7353362 264986 X 258736 400 5850
SHOP AT HOME INC COM 825066301 4453 500 X 0 0 500
SHOPKO STORES INC COM 824911101 766500 21000 X 13400 0 7600
SHOREWOOD PACKAGING CORP 825229107 383500 20800 X 2950 0 17850
SIEBEL SYSTEMS INC COM 826170102 298406 4500 X 1500 0 3000
SIERRA HEALTH SVCS INC COM 826322109 311128 21550 X 19650 0 1900
SIERRA PACIFIC RESOURCES COM 826425100 1366791 37575 X 23675 0 13900
SIERRA PACIFIC RESOURCES COM 826425100 96394 2650 X 2650 0 0
SIGCORP INC COM 826912107 397847 14052 X 12692 0 1360
SIGCORP INC COM 826912107 341052 12046 X 12046 0 0
SIGMA ALDRICH CORP COM 826552101 39370086 1143233 X 1000633 0 142600
SIGMA ALDRICH CORP COM 826552101 3381074 98180 X 96430 0 1750
SILGAN HOLDINGS INC COM 827048109 33788 1700 X 0 0 1700
SILGAN HOLDINGS INC COM 827048109 1677231 84389 X 84389 0 0
SILICON GRAPHICS INC COM 827056102 5153966 314746 X 77646 0 237100
SILICON GRAPHICS INC COM 827056102 27838 1700 X 1700 0 0
SILICON VY BANCSHARES COM 827064106 477180 19280 X 15500 0 3780
SILICON VY GROUP INC COM 827066101 460663 27400 X 24900 0 2500
SILICONIX INC COM 827079203 10275 300 X 300 0 0
SILKNET SOFTWARE INC COM 827094103 2025 50 X 0 0 50
SILVERLEAF RESORTS COM 828395103 2834818 440360 X 438160 0 2200
SIMON TRANSN SVCS INC CL A COM 828813105 1046256 211900 X 182900 0 29000
SIMPSON INDS INC COM 829060102 140425 13700 X 3800 0 9900
SIMPSON MFG INC COM 829073105 418000 8800 X 8800 0 0
</TABLE>
PAGE 78
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SINCLAIR BROADCAST GRP CL A COM 829226109 214513 13100 X 0 0 13100
SINGER CO N V COM 82930F109 1031 220 X 80 0 140
SIPEX CORP COM 829909100 49836 2431 X 231 0 2200
SKY FINL GROUP INC COM 83080P103 23163 850 X 0 0 850
SKYLINE CORP COM 830830105 243294 8300 X 6900 0 1400
SKYTEL COMMUNICATIONS INC COM 83087Q104 39781 1900 X 500 0 1400
SKYWEST INC COM 830879102 483788 19400 X 18300 0 1100
SLI INC COM 78442T108 635175 23525 X 23525 0 0
SLI INC COM 78442T108 60750 2250 X 2250 0 0
SLM HLDG CORP COM 78442A109 14807608 323222 X 312977 0 10245
SLM HLDG CORP COM 78442A109 357246 7798 X 7798 0 0
SMITH A O CORP COM 831865209 490000 17500 X 16000 0 1500
SMITH INTERNATIONAL INC 832110100 1641938 37800 X 400 0 37400
SMITHFIELD FOODS INC 832248108 1070000 32000 X 27100 0 4900
SMUCKER J M CO CL B NON VTG 832696207 106400 5600 X 0 0 5600
SMUCKER J M CO CLASS A 832696108 124600 5600 X 0 0 5600
SMURFIT-STONE CONTAINER CORP COM 832727101 667356 32455 X 316 0 32139
SNAP ON INC COM 833034101 243904 6740 X 2557 0 4183
SNAP ON INC COM 833034101 28950 800 X 800 0 0
SNYDER COMMUNICATIONS INC COM 832914105 58950 1800 X 300 0 1500
SODEXHO MARRIOTT SVCS INC COM 833793102 2068950 107828 X 128 0 107700
SODEXHO MARRIOTT SVCS INC COM 833793102 269 14 X 0 0 14
SOFTECH INC 834021107 5781 2500 X 0 0 2500
SOFTNET SYS INC COM 833964109 13938 500 X 0 0 500
SOLA INTL INC COM 834092108 359594 18500 X 18500 0 0
SOLECTRON CORP COM 834182107 4232122 63462 X 22162 0 41300
SOLUTIA INC COM 834376105 1743171 81791 X 39142 0 42649
SOLUTIA INC COM 834376105 591678 27762 X 27467 200 95
SONAT INC COM 835415100 4089613 123460 X 114662 0 8798
SONAT INC COM 835415100 2413256 72853 X 69553 800 2500
SONIC CORP 835451105 5282966 161930 X 161230 0 700
SONOCO PRODUCTS CO SO CAROLINA 835495102 44671360 1492154 X 1421893 2835 67426
SONOCO PRODUCTS CO SO CAROLINA 835495102 11371071 379827 X 373450 700 5677
SONOSIGHT INC COM 83568G104 102 6 X 6 0 0
SONOSIGHT INC COM 83568G104 544 32 X 32 0 0
SOS STAFFING SVCS INC COM 78462X104 3628800 691200 X 515200 0 176000
SOTHEBYS HLDGS INC CL A COM 835898107 73391 1925 X 1600 0 325
SOURCE INFORMATION MGMT CO COM 836151209 2564325 189950 X 189050 0 900
SOURCE MEDIA INC NEW COM 836153304 663918 39054 X 39054 0 0
SOUTH JERSEY IND INC COM 838518108 37542 1326 X 1326 0 0
SOUTH JERSEY IND INC COM 838518108 109428 3865 X 3865 0 0
SOUTHDOWN INC COM 841297104 61038 950 X 0 0 950
SOUTHDOWN INC COM 841297104 64250 1000 X 1000 0 0
</TABLE>
PAGE 79
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SOUTHERN COMPANY COM 842587107 8305630 313420 X 212182 0 101238
SOUTHERN COMPANY COM 842587107 1845089 69626 X 65546 100 3980
SOUTHERN ENERGY HOMES INC COM 842814105 51000 9600 X 9600 0 0
SOUTHERN MINERAL CORP COM 843367202 405 1177 X 0 0 1177
SOUTHERN UN CO NEW COM 844030106 2893 133 X 0 0 133
SOUTHSIDE BANCSHARES CORP COM 844700104 193444 17100 X 17100 0 0
SOUTHTRUST CORP COM 844730101 673328 17546 X 16346 0 1200
SOUTHTRUST CORP COM 844730101 28781 750 X 0 0 750
SOUTHWEST AIRLINES COM 844741108 17431619 560052 X 523033 450 36569
SOUTHWEST AIRLINES COM 844741108 565323 18163 X 17253 10 900
SOUTHWEST BANCORP OF TEXAS COM 84476R109 3960 220 X 0 0 220
SOUTHWEST GAS CORP COM 844895102 9964363 348100 X 220500 0 127600
SOUTHWEST GAS CORP COM 844895102 28625 1000 X 1000 0 0
SOUTHWEST SECS GROUP INC COM 845224104 2833875 39600 X 16100 0 23500
SOUTHWESTERN ENERGY 845467109 202800 19200 X 18600 0 600
SOVEREIGN BANCORP INC COM 845905108 24444 2016 X 216 0 1800
SPACELABS MED INC COM 846247104 132465 7018 X 7018 0 0
SPACELABS MED INC COM 846247104 1812 96 X 96 0 0
SPARTAN MOTORS COM 846819100 54050 9400 X 9400 0 0
SPECTRAN CORP 847598109 4950 440 X 300 0 140
SPECTRAN CORP 847598109 563 50 X 50 0 0
SPECTRIAN CORP COM 847608106 1943 134 X 0 0 134
SPEEDFAM-IPEC INC COM 847705100 360683 22455 X 22455 0 0
SPEEDFAM-IPEC INC COM 847705100 31932 1988 X 1988 0 0
SPEEDUS INC COM 847723103 5288 900 X 900 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 3931 100 X 100 0 0
SPIEGEL INC CL A NON VTG 848457107 888 100 X 0 0 100
SPLASH TECHNOLOGY HLDGS COM 848623104 7031 1000 X 0 0 1000
SPORT-HALEY INC COM 848925103 1925 400 X 400 0 0
SPORTS AUTH INC COM 849176102 105613 23800 X 23800 0 0
SPORTSLINE USA INC COM 848934105 60988 1700 X 0 0 1700
SPR INC COM 784922106 1455014 273885 X 272625 0 1260
SPRINGS INDS INC 851783100 134060 3073 X 1230 0 1843
SPRINT CORP COM 852061100 17015544 321048 X 229476 0 91572
SPRINT CORP COM 852061100 10575408 199536 X 196536 0 3000
SPRINT CORP PCS GROUP COM 852061506 4777341 83813 X 70735 0 13078
SPRINT CORP PCS GROUP COM 852061506 2412753 42329 X 41579 0 750
SPS TECHNOLOGIES INC COM 784626103 999000 26640 X 9500 0 17140
SPSS INC COM 78462K102 3020747 117596 X 116983 0 613
SPX CORP COM 784635104 3525537 42222 X 14322 0 27900
SPX CORP COM 784635104 124332 1489 X 1489 0 0
ST JOE CO COM 790148100 413100 15300 X 15300 0 0
ST JOE CO COM 790148100 56700 2100 X 2100 0 0
</TABLE>
PAGE 80
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ST JOHN KNITS INC COM 790289102 365625 12500 X 12500 0 0
ST JOHN KNITS INC COM 790289102 29250 1000 X 1000 0 0
ST JOSEPH LT & PWR CO COM 790654107 13161 642 X 642 0 0
ST JOSEPH LT & PWR CO COM 790654107 10250 500 X 500 0 0
ST JUDE MEDICAL INC COM 790849103 1174628 32972 X 4451 0 28521
ST JUDE MEDICAL INC COM 790849103 16031 450 X 450 0 0
ST MARY LD & EXPL CO COM 792228108 168613 8200 X 8200 0 0
ST PAUL BANCORP INC COM 792848103 818550 32100 X 22950 0 9150
STAAR SURGICAL CO COM NEW PAR $0.01 852312305 39750 3000 X 0 0 3000
STANDARD COMMERCIAL CORP COM 853258101 12044 2050 X 0 0 2050
STANDARD MICROSYSTEMS CORP 853626109 90750 12000 X 12000 0 0
STANDARD MOTOR PRODUCTS INC 853666105 237650 9700 X 9700 0 0
STANDARD PAC CORP NEW COM 85375C101 465400 35800 X 28700 0 7100
STANDARD PRODS CO COM 853836104 376688 14700 X 12100 0 2600
STANDARD PRODS CO COM 853836104 20500 800 X 800 0 0
STANDEX INTL CORP COM 854231107 279225 10200 X 8500 0 1700
STANLEY WKS COM 854616109 8150454 253218 X 218462 0 34756
STANLEY WKS COM 854616109 11829067 367505 X 295947 9900 61658
STAPLES INC COM 855030102 3634012 117463 X 82175 0 35288
STAPLES INC COM 855030102 366207 11837 X 7337 0 4500
STARBUCKS CORP COM 855244109 150250 4000 X 2400 0 1600
STARBUCKS CORP COM 855244109 33806 900 X 500 0 400
STARRETT LS CO CL A 855668109 18813 700 X 0 0 700
STARTER CORP COM 855684106 10000 8000 X 8000 0 0
STARWOOD HOTELS & RESORTS WORLDWIDE 85590A203 916967 30003 X 6584 0 23419
STARWOOD HOTELS & RESORTS WORLDWIDE 85590A203 234476 7672 X 7108 0 564
STATE BANCORP INC NY COM 855716106 98930 5856 X 210 0 5646
STATE STREET CORP COM 857477103 8515217 99739 X 71371 0 28368
STATE STREET CORP COM 857477103 6335081 74203 X 71203 100 2900
STATEN IS BANCORP INC COM 857550107 63000 3500 X 3500 0 0
STEEL TECHNOLOGIES INC 858147101 84938 9000 X 9000 0 0
STEIN MART INC COM 858375108 318750 34000 X 34000 0 0
STEINER LEISURE LTD COM P8744Y102 4143931 136707 X 136007 0 700
STEPHAN CO COM 858603103 419 100 X 100 0 0
STERIS CORP COM 859152100 155484 8025 X 55 0 7970
STERIS CORP COM 859152100 67231 3470 X 2670 800 0
STERLING BANCSHARES INC / TX COM 858907108 66875 5000 X 0 0 5000
STERLING COMM INC COM 859205106 17189849 467751 X 427611 0 40140
STERLING COMM INC COM 859205106 33075 900 X 900 0 0
STERLING SOFTWARE INC COM 859547101 441506 16700 X 0 0 16700
STEWART & STEVENSON SVCS INC COM 860342104 159195 10439 X 10439 0 0
STEWART ENTERPRISES INC COM 860370105 347243 23845 X 45 0 23800
STEWART ENTERPRISES INC COM 860370105 7281 500 X 500 0 0
</TABLE>
PAGE 81
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STILLWATER MINING CO COM 86074Q102 1043250 32100 X 26350 0 5750
STMICROELECTRONICS NV-NY SHS COM 861012102 69313 1000 X 1000 0 0
STOLT-NIELSEN S.A. COM L88742108 45750 3000 X 3000 0 0
STOLT-NIELSEN S.A. COM L88742108 4575 300 X 0 0 300
STONE & WEBSTER COM 861572105 279563 10500 X 10500 0 0
STONE & WEBSTER COM 861572105 36210 1360 X 1360 0 0
STONE ENERGY CORP COM 861642106 5938009 140130 X 138830 0 1300
STORAGE TECHNOLOGY CORP COM 862111200 712075 31300 X 0 0 31300
STORAGE TECHNOLOGY CORP COM 862111200 12285 540 X 540 0 0
STRATUS PPTYS INC COM 863167102 278 60 X 60 0 0
STRATUS PPTYS INC COM 863167102 1795 388 X 388 0 0
STRAYER EDUCATION INC COM 863236105 3069 100 X 0 0 100
STRAYER EDUCATION INC COM 863236105 7365 240 X 240 0 0
STRIDE-RITE CORP 863314100 365475 35440 X 35400 0 40
STRIDE-RITE CORP 863314100 53006 5140 X 5140 0 0
STRUCTURAL DYNAMICS RESH CORP COM 863555108 650282 35032 X 28032 0 7000
STRYKER CORP 863667101 42272565 703078 X 625722 0 77356
STRYKER CORP 863667101 6422673 106822 X 89296 0 17526
STURM RUGER & CO INC 864159108 218025 20400 X 20400 0 0
SUFFOLK BANCORP COM 864739107 22200 800 X 0 0 800
SUIZA FOODS CORP COM 865077101 75375 1800 X 1500 0 300
SUIZA FOODS CORP COM 865077101 56113 1340 X 1340 0 0
SUMMIT BANCORP COM 866005101 2106723 50385 X 44732 0 5653
SUMMIT BANCORP COM 866005101 5735170 137164 X 134964 0 2200
SUMMIT TECHNOLOGY INC COM 86627E101 707300 32150 X 29900 0 2250
SUN HYDRAULICS COM 866942105 43750 5000 X 5000 0 0
SUN MICROSYSTEMS INC COM 866810104 19423232 282007 X 102485 0 179522
SUN MICROSYSTEMS INC COM 866810104 3386584 49170 X 41570 800 6800
SUNBEAM CORP COM 867071102 4897041 616950 X 558960 475 57515
SUNBEAM CORP COM 867071102 152321 19190 X 19040 150 0
SUNGARD DATA SYS INC COM 867363103 1105898 32055 X 1205 0 30850
SUNGARD DATA SYS INC COM 867363103 84422 2447 X 897 0 1550
SUNGLASS HUT INTL INC 86736F106 867969 50500 X 14200 0 36300
SUNOCO INC COM 86764P109 1342680 44478 X 7440 0 37038
SUNOCO INC COM 86764P109 58866 1950 X 1950 0 0
SUNRISE ASSISTED LIVING INC COM 86768K106 83700 2400 X 0 0 2400
SUNRISE MED INC 867910101 118275 16600 X 14800 0 1800
SUNRISE TECHNOLOGIES INTL INC COM 86769L103 7350 600 X 600 0 0
SUNSHINE MINING & REFINING CO COM 867833105 563 1500 X 1500 0 0
SUNSHINE MINING & REFINING CO COM 867833105 836 2230 X 2230 0 0
SUNSOURCE INC COM 867948101 2571975 198800 X 144200 0 54600
SUNSOURCE INC COM 867948101 3558 275 X 275 0 0
SUNTRUST BANKS INC 867914103 20766395 299066 X 280602 0 18464
SUNTRUST BANKS INC 867914103 9926438 142955 X 134889 1100 6966
</TABLE>
PAGE 82
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SUPERIOR CONSULTANT COM 868146101 1174878 47590 X 47110 0 480
SUPERIOR INDS INTL INC COM 868168105 83303 3050 X 750 0 2300
SUPERIOR NATL INS GROUP INC DE COM 868224106 24525 900 X 900 0 0
SUPERIOR SVCS INC COM 868316100 891363 33400 X 24400 0 9000
SUPERIOR TELECOM INC COM 868365107 25000 1000 X 0 0 1000
SUPERTEX INC 868532102 23000 2000 X 0 0 2000
SUPERVALU INC 868536103 3347216 129361 X 19595 0 109766
SUPERVALU INC 868536103 1851356 71550 X 70100 0 1450
SUSQUEHANNA BANCSHARES INC PA COM 869099101 474025 26800 X 26800 0 0
SWIFT TRANSN INC COM 870756103 40590 1845 X 1575 0 270
SWISS ARMY BRANDS INC COM 870827102 53250 6000 X 6000 0 0
SYBASE INC 871130100 6355800 577800 X 403400 0 174400
SYBASE INC 871130100 78397 7127 X 2644 0 4483
SYBRON CHEMICALS INC COM 870903101 850616 47922 X 34522 0 13400
SYBRON INTL CORP WISC COM 87114F106 4959238 179927 X 2435 0 177492
SYBRON INTL CORP WISC COM 87114F106 121275 4400 X 1600 0 2800
SYKES ENTERPRISES INC COM 871237103 240300 7200 X 0 0 7200
SYLVAN LEARNING SYS INC COM 871399101 153473 5645 X 295 0 5350
SYLVAN LEARNING SYS INC COM 871399101 30586 1125 X 1125 0 0
SYMANTEC CORP COM 871503108 895560 35120 X 120 0 35000
SYMBOL TECHNOLOGIES INC COM 871508107 53911 1462 X 37 0 1425
SYMBOL TECHNOLOGIES INC COM 871508107 583547 15825 X 6750 9075 0
SYMMETRICOM INC COM 871543104 104000 12800 X 12800 0 0
SYMPHONIX DEVICES INC COM 871951109 25625 10000 X 10000 0 0
SYNBIOTICS CORP COM 871566105 3938 1000 X 0 0 1000
SYNCOR INTL CORP COM 87157J106 334800 9300 X 8300 0 1000
SYNERGY BRANDS INC COM 87159E105 9688 5000 X 5000 0 0
SYNETIC INC COM 87160F109 41250 600 X 0 0 600
SYNOPSYS INC 871607107 1607833 29134 X 326 0 28808
SYNOPSYS INC 871607107 22075 400 X 400 0 0
SYNOVUS FINL CORP 87161C105 472250 23761 X 22861 0 900
SYNOVUS FINL CORP 87161C105 152044 7650 X 7650 0 0
SYNTEL INC COM 87162H103 20700 2300 X 0 0 2300
SYSCO CORP COM 871829107 15117800 507096 X 343604 4000 159492
SYSCO CORP COM 871829107 5587399 187418 X 181311 0 6107
SYSTEM SOFTWARE ASSOC COM 871839106 61449 37100 X 30200 0 6900
SYSTEMAX INC COM 871851101 50 4 X 4 0 0
SYSTEMS & COMPUTER TECHNOLOGY CORP 871873105 244650 16800 X 0 0 16800
S2 GOLF INC COM NEW 784850307 203 81 X 81 0 0
S3 INC COM 784849101 3076433 338300 X 259800 0 78500
S3 INC COM 784849101 9094 1000 X 1000 0 0
T J INTERNATIONAL 872534102 368900 11900 X 9200 0 2700
T ROWE PRICE ASSOC INC 741477103 107450 2800 X 1600 0 1200
</TABLE>
PAGE 83
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TACO CABANA INC COM 873425102 103913 10200 X 10200 0 0
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 76250 10000 X 10000 0 0
TALBOTS INC COM 874161102 41938 1100 X 1100 0 0
TALISMAN ENERGY INC COM 87425E103 383164 14425 X 400 0 14025
TALK.COM INC COM 874264104 425250 37800 X 36900 0 900
TANDY CORP COM 875382103 32359942 662096 X 565532 0 96564
TANDY CORP COM 875382103 87975 1800 X 1800 0 0
TB WOODS CORP COM 872226105 3281063 307000 X 210400 0 96600
TBC CORP COM 872180104 112294 15900 X 15900 0 0
TCA CABLE TV INC 872241104 10496160 189120 X 130420 0 58700
TCBY ENTERPRISES 872245105 105963 17300 X 17300 0 0
TCF FINL CORP COM 872275102 3894138 139700 X 56500 0 83200
TCF FINL CORP COM 872275102 33450 1200 X 1200 0 0
TCI MUSIC INC CL A COM 87229N101 1769 50 X 50 0 0
TCSI CORP COM 87233R106 42794 16700 X 16700 0 0
TECH DATA CORP COM 878237106 1061820 27760 X 0 0 27760
TECHNE CORP COM 878377100 913500 36000 X 0 0 36000
TECHNE CORP COM 878377100 5075 200 X 200 0 0
TECHNICLONE CORP COM NEW 878517309 250 200 X 200 0 0
TECHNITROL INC COM 878555101 419250 13000 X 12100 0 900
TECHNOLOGY SOLUTIONS CO COM 87872T108 329781 30500 X 30500 0 0
TECO ENERGY INC COM 872375100 4315630 189698 X 179218 600 9880
TECO ENERGY INC COM 872375100 5896254 259176 X 253441 1200 4535
TEEKAY SHIPPING CORP COM V89564104 43181 2450 X 2450 0 0
TEGAL CORP COM 879008100 477813 139000 X 100000 0 39000
TEKELEC COM 879101103 4032356 330860 X 303660 0 27200
TEKNOWLEDGE CORP NEW COM 878919208 425 100 X 100 0 0
TEKTRONIX INC COM 879131100 179102 5933 X 2227 0 3706
TEKTRONIX INC COM 879131100 9056 300 X 0 0 300
TELEFLEX INC COM 879369106 386377 8895 X 6035 0 2860
TELEFLEX INC COM 879369106 182438 4200 X 4200 0 0
TELEPHONE & DATA SYS INC COM 879433100 7871906 107650 X 21850 0 85800
TELEPHONE & DATA SYS INC COM 879433100 18281 250 X 250 0 0
TELESCAN INC COM 879516102 12156 500 X 500 0 0
TELESYSTEM INTL WIRELESS INC COM 879946101 143188 7900 X 0 0 7900
TELETECH HOLDINGS INC COM 879939106 2397600 236800 X 235556 0 1244
TELIGENT INC CL A COM 87959Y103 29906 500 X 500 0 0
TELLABS INC COM 879664100 56023501 829210 X 785570 0 43640
TELLABS INC COM 879664100 436454 6460 X 2460 4000 0
TELTREND INC COM 87969R106 9427350 443640 X 327640 0 116000
TELXON CORP COM 879700102 95250 12000 X 9900 0 2100
TEMPLE INLAND INC. 879868107 1423077 20737 X 11153 0 9584
TEMPLE INLAND INC. 879868107 697573 10165 X 9985 0 180
</TABLE>
PAGE 84
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TENET HEALTHCARE CORP COM 88033G100 3526355 189972 X 26143 0 163829
TENET HEALTHCARE CORP COM 88033G100 18303 986 X 986 0 0
TENFOLD CORP COM 88033A103 101600 3200 X 0 0 3200
TENNECO INC COM 88037E101 1410296 59070 X 11432 0 47638
TENNECO INC COM 88037E101 500038 20944 X 13544 0 7400
TERADYNE COM 880770102 43945440 612480 X 576205 0 36275
TERADYNE COM 880770102 566825 7900 X 400 0 7500
TERAYON COMMUNICATION SYS COM 880775101 5588 100 X 100 0 0
TEREX CORP NEW 880779103 6569387 215832 X 160359 0 55473
TERRA INDS INC COM 880915103 112400 28100 X 0 0 28100
TERRA NOVA (BERMUDA) HLDGS A COM G87615103 1317244 48900 X 43700 0 5200
TERRA NOVA (BERMUDA) HLDGS A COM G87615103 121219 4500 X 3500 0 1000
TESORO PETROLEUM CORP 881609101 65344 4100 X 0 0 4100
TESORO PETROLEUM CORP 881609101 11826 742 X 742 0 0
TETRA TECH INC COM NEW 88162G103 443025 26850 X 26650 0 200
TETRA TECHNOLOGIES INC DEL COM 88162F105 95950 10100 X 10100 0 0
TEXACO INC COM 881694103 69017938 1106500 X 1002050 1425 103025
TEXACO INC COM 881694103 9799424 157105 X 136704 1300 19101
TEXAS INDUSTRIES INC 882491103 751750 19400 X 14900 0 4500
TEXAS INDUSTRIES INC 882491103 191193 4934 X 4934 0 0
TEXAS INSTRUMENTS COM 882508104 108672192 754668 X 651955 0 102713
TEXAS INSTRUMENTS COM 882508104 20657088 143452 X 120952 0 22500
TEXAS MICRO INC COM 88255T103 750 100 X 0 0 100
TEXAS UTILITIES CO COM 882848104 18182485 438793 X 375276 0 63517
TEXAS UTILITIES CO COM 882848104 3256615 78591 X 68339 1100 9152
TEXOIL INC COM 882906209 6 11 X 0 0 11
TEXTRON INC COM 883203101 14993798 182157 X 112043 0 70114
TEXTRON INC COM 883203101 6111127 74243 X 64391 800 9052
THE ACKERLEY GROUP INC COM 004527107 909375 50000 X 0 0 50000
THE FIRST YEARS INC COM 337610109 2150520 143368 X 142473 0 895
THEGLOBE COM INC COM 88335R101 11813 600 X 400 0 200
THERAGENICS CORP COM 883375107 17344 2500 X 0 0 2500
THERMEDICS INC COM 883901100 2794 300 X 0 0 300
THERMO ECOTEK CORP COM 88355R106 1200 150 X 150 0 0
THERMO ECOTEK CORP COM 88355R106 2000 250 X 250 0 0
THERMO ELECTRON CORPORATION COM 883556102 14996177 747473 X 686589 2587 58297
THERMO ELECTRON CORPORATION COM 883556102 3376840 168316 X 155602 1325 11389
THERMO FIBERTEK INC COM 88355W105 1603 225 X 225 0 0
THERMO INSTR SYS INC COM 883559106 125296 7831 X 0 0 7831
THERMO INSTR SYS INC COM 883559106 59040 3690 X 3690 0 0
THERMO OPTEK CORP COM 883582108 3538 341 X 0 0 341
THERMO PWR CORP COM 883589103 285938 25000 X 0 0 25000
THERMO VISION CORPORATION COM 883600108 241 47 X 0 0 47
</TABLE>
PAGE 85
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
THERMOTREX CORP COM 883666109 3813 500 X 500 0 0
THOMAS & BETTS CORP COM 884315102 1064779 22535 X 13801 0 8734
THOMAS & BETTS CORP COM 884315102 1352909 28633 X 27633 0 1000
THOMAS GROUP INC COM 884402108 8938 1000 X 1000 0 0
THOMAS INDS INC COM 884425109 542225 26450 X 16450 0 10000
THOMAS NELSON INC 640376109 689083 61940 X 11940 0 50000
THOR INDS INC COM 885160101 258213 9100 X 9100 0 0
THORATEC LABORATORIES CORP COM 885175307 233750 22000 X 22000 0 0
THORNBURG MTG ASSET CORP COM 885218107 10000 1000 X 1000 0 0
THREE DFX INTERACTIVE INC COM 88553X103 5188 332 X 165 0 167
THREE-FIVE SYSTEMS INC 88554L108 77350 5600 X 5600 0 0
TICKETMASTER ONLINE-CITYSEARCH COM 88633P203 3025 100 X 100 0 0
TIDEWATER INC COM 886423102 1686650 55300 X 52300 0 3000
TIDEWATER INC COM 886423102 51850 1700 X 1700 0 0
TIER TECHNOLOGIES INC COM 88650Q100 2057440 293920 X 292420 0 1500
TIFFANY & CO NEW 886547108 337750 3500 X 3000 0 500
TIFFANY & CO NEW 886547108 28950 300 X 300 0 0
TIMBERLAND CO CL A COM 887100105 592144 8700 X 8000 0 700
TIME WARNER INC COM 887315109 23976127 330136 X 183918 0 146218
TIME WARNER INC COM 887315109 11001889 151489 X 143389 0 8100
TIME WARNER TELECOM CL A COM 887319101 46400 1600 X 0 0 1600
TIMES MIRROR CO NEW CL A COM 887364107 4411696 74459 X 73159 0 1300
TIMES MIRROR CO NEW CL A COM 887364107 471097 7951 X 5254 0 2697
TIMKEN CO COM 887389104 216938 11125 X 5504 0 5621
TIMKEN CO COM 887389104 39156 2008 X 8 0 2000
TITAN CORP COM 888266103 33000 3000 X 0 0 3000
TITAN INTL INC COM 88830M102 187625 15800 X 15800 0 0
TITAN MOTORCYCLE CO AMER COM 888307105 740 191 X 0 0 191
TITANIUM METALS CORP COM 888339108 2664563 236850 X 235525 0 1325
TITANIUM METALS CORP COM 888339108 2813 250 X 250 0 0
TJX COS INC NEW COM 872540109 60933459 1829147 X 1781982 0 47165
TJX COS INC NEW COM 872540109 495157 14864 X 2880 0 11984
TMP WORLDWIDE INC COM 872941109 69850 1100 X 0 0 1100
TNP ENTERPRISES INC COM 872594106 362500 10000 X 10000 0 0
TNP ENTERPRISES INC COM 872594106 17545 484 X 484 0 0
TOLL BROS INC COM 889478103 3869469 180500 X 119800 0 60700
TOLLGRADE COMMUNICATIONS INC COM 889542106 2729750 179000 X 178123 0 877
TOMPKINS TRUSTCO INC COM 890110109 585390 18012 X 10092 0 7920
TOMPKINS TRUSTCO INC COM 890110109 70135 2158 X 2158 0 0
TOOTSIE ROLL INDUSTRIES COM 890516107 17806 461 X 461 0 0
TOOTSIE ROLL INDUSTRIES COM 890516107 253998 6576 X 6576 0 0
TOPPS INC COM 890786106 728 100 X 0 0 100
TORCHMARK CORP COM 891027104 13401092 392706 X 366928 0 25778
TORCHMARK CORP COM 891027104 399331 11702 X 11602 0 100
</TABLE>
PAGE 86
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TORO CO COM 891092108 10387125 263800 X 203800 0 60000
TOSCO CORP COM NEW 891490302 293094 11300 X 2200 0 9100
TOWER AUTOMOTIVE INC COM 891707101 5973361 234825 X 230645 0 4180
TOWNE SERVICES INC COM 892148107 3192210 405360 X 403460 0 1900
TOYS-R-US INC 892335100 11155010 539215 X 424513 0 114702
TOYS-R-US INC 892335100 707223 34186 X 34186 0 0
TRANS WORLD AIRLS INC COM $.01 NEW 893349837 460358 93237 X 93215 0 22
TRANS-GLOBAL RES N L ADR NEW 892909508 5 4 X 4 0 0
TRANSACTION SYS ARCHITECTS INC COM A 893416107 281970 7230 X 30 0 7200
TRANSAMERICA CORP COM 893485102 902475 12033 X 5871 0 6162
TRANSAMERICA CORP COM 893485102 768450 10246 X 9828 0 418
TRANSATLANTIC HLDG INC COM 893521104 1059991 14145 X 13545 0 600
TRANSATLANTIC HLDG INC COM 893521104 623780 8324 X 8324 0 0
TRANSMATION INC COM 893757104 625000 200000 X 148400 0 51600
TRANSOCEAN OFFSHORE INC COM G90076103 19872169 757035 X 742200 0 14835
TRANSOCEAN OFFSHORE INC COM G90076103 42000 1600 X 1600 0 0
TRANSTECHNOLOGY CORP 893889105 4774219 242500 X 192030 0 50470
TRANSWITCH CORP COM 894065101 1919398 40515 X 36915 0 3600
TRANSWITCH CORP COM 894065101 7106 150 X 150 0 0
TRAVELERS PPTY CAS CORP CL A COM 893939108 2675368 68380 X 280 0 68100
TRAVELERS PPTY CAS CORP CL A COM 893939108 43038 1100 X 1100 0 0
TRAVIS BOATS & MOTORS INC COM 894363100 2931900 202200 X 186090 0 16110
TREDEGAR CORPORATION 894650100 625500 27800 X 27000 0 800
TRENWICK GROUP INC 895290104 207113 8400 X 7800 0 600
TRENWICK GROUP INC 895290104 140541 5700 X 0 0 5700
TREX MEDICAL CORP COM 89531R101 1500 250 X 250 0 0
TRIAD HOSPS INC COM 89579K109 47102 3489 X 1885 0 1604
TRIAD HOSPS INC COM 89579K109 1715 127 X 109 0 18
TRIARC COS INC CL A COM 895927101 420750 19800 X 16700 0 3100
TRIBUNE CO NEW COM 896047107 21802247 250241 X 229871 0 20370
TRIBUNE CO NEW COM 896047107 27914850 320400 X 320000 0 400
TRICO MARINE SVCS INC COM 896106101 2302847 350910 X 348060 0 2850
TRICON GLOBAL RESTAURANTS INC COM 895953107 4220992 77986 X 51904 55 26027
TRICON GLOBAL RESTAURANTS INC COM 895953107 3174485 58651 X 53520 95 5036
TRIGON HEALTHCARE INC COM 89618L100 3347 92 X 0 0 92
TRIMBLE NAV LTD 896239100 213725 16600 X 16600 0 0
TRINITY INDUSTRIES INC. 896522109 2519234 75201 X 15500 0 59701
TRINITY INDUSTRIES INC. 896522109 157450 4700 X 4700 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 34088 600 X 0 0 600
TROY FINANICIAL CORP COM 897329108 26094 2500 X 2500 0 0
TROY FINANICIAL CORP COM 897329108 67844 6500 X 0 0 6500
TRUE NORTH COMMUNICATIONS INC COM 897844106 1119344 37625 X 33600 0 4025
TRUE NORTH COMMUNICATIONS INC COM 897844106 14875 500 X 500 0 0
</TABLE>
PAGE 87
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TRUST CO NJ JERSEY CITY NEW COM 898304100 61288 2608 X 2400 0 208
TRUSTCO BK CORP NY 898349105 1913688 71207 X 31892 0 39315
TRUSTCO BK CORP NY 898349105 1144418 42583 X 37946 0 4637
TRW INC COM 872649108 2487648 45333 X 25113 0 20220
TRW INC COM 872649108 2899924 52846 X 49386 100 3360
TSI INTERNATIONAL SOFTWARE COM 872879101 12463719 439250 X 435790 0 3460
TUBOSCOPE INC COM 898600101 457163 33400 X 31700 0 1700
TUPPERWARE CORP COM 899896104 259743 10186 X 9886 0 300
TUPPERWARE CORP COM 899896104 35598 1396 X 696 0 700
TURBOCHEF TECHNOLOGIES COM 900006107 1444 150 X 150 0 0
TUSCARORA INC COM 900902107 4069 300 X 300 0 0
TV GUIDE INC CL A COM 87307Q109 98888 2700 X 500 0 2200
TV GUIDE INC CL A COM 87307Q109 53106 1450 X 1450 0 0
TWEETER HOME ENTMT GROUP INC COM 901167106 343438 8750 X 0 0 8750
TWINLAB CORP COM 901774109 86 10 X 0 0 10
TYCO INTL LTD NEW COM 902124106 188407154 1988466 X 1745403 65 242998
TYCO INTL LTD NEW COM 902124106 25124384 265165 X 251813 250 13102
TYLER TECHNOLOGIES INC COM 902252105 1768 272 X 272 0 0
TYSON FOODS INC CL A COM 902494103 652500 29000 X 0 0 29000
TYSON FOODS INC CL A COM 902494103 3375 150 X 150 0 0
U S BIOSCIENCE INC COM 911646206 176612 18114 X 18100 0 14
U S FOODSERVICE INC COM 90331R101 270754 6352 X 4752 0 1600
U S HOME CORP NEW COM 911920106 365650 10300 X 7700 0 2600
U S INDUSTRIES INC COM 912080108 1000450 58850 X 0 0 58850
U S TR CORP COM 91288L105 2269765 24538 X 23238 0 1300
U S TR CORP COM 91288L105 334110 3612 X 3612 0 0
U S WEST INC NEW COM 91273H101 20893968 355642 X 293929 0 61713
U S WEST INC NEW COM 91273H101 9786281 166575 X 160774 24 5777
U S XPRESS ENTERPRISES INC COM 90338N103 1459164 136530 X 135930 0 600
U.S. PLASTIC LUMBER CO COM 902948108 5963 600 X 600 0 0
UAL CORP COM 902549500 3212380 49708 X 17304 0 32404
UAL CORP COM 902549500 115679 1790 X 1790 0 0
UCAR INTL INC COM 90262K109 667863 26450 X 250 0 26200
UCAR INTL INC COM 90262K109 22725 900 X 900 0 0
UGI CORPORATION COM 902681105 397694 19700 X 0 0 19700
UGI CORPORATION COM 902681105 18169 900 X 900 0 0
ULTRAMAR-DIAMOND SHAMROCK CORP COM 904000106 567 26 X 26 0 0
ULTRATECH STEPPER INC COM 904034105 846513 56200 X 30300 0 25900
UMB FINL CORP COM 902788108 2916829 68031 X 68031 0 0
UNICAP CORP COM 90459D108 4288 700 X 700 0 0
UNICOM CORP COM 904911104 3870441 100368 X 53051 0 47317
UNICOM CORP COM 904911104 514694 13347 X 13061 0 286
UNIFI INC COM 904677101 371875 17500 X 0 0 17500
</TABLE>
PAGE 88
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UNIFIRST CORP 904708104 12763275 694600 X 527974 0 166626
UNIGENE LABS INC COM 904753100 938 1000 X 0 0 1000
UNILAB CORP NEW COM 904763109 5692920 948820 X 720900 0 227920
UNILAB CORP NEW COM 904763109 30000 5000 X 5000 0 0
UNILEVER NV NY SHARES COM 904784709 6650174 95343 X 57131 0 38212
UNILEVER NV NY SHARES COM 904784709 2054347 29453 X 29320 0 133
UNIMAR CO INDONESIA PART CERT COM 904788106 128 340 X 340 0 0
UNION CARBIDE CORP COM 905581104 3040781 62375 X 18526 0 43849
UNION CARBIDE CORP COM 905581104 227663 4670 X 4070 0 600
UNION FINL BANCSHARES INC COM 906611108 10148 944 X 944 0 0
UNION PACIFIC CORP COM 907818108 34209961 586666 X 531435 0 55231
UNION PACIFIC CORP COM 907818108 22383778 383859 X 364592 4500 14767
UNION PACIFIC RES GROUP INC COM 907834105 4523652 277312 X 191531 0 85781
UNION PACIFIC RES GROUP INC COM 907834105 2538470 155615 X 146053 3556 6006
UNION PLANTERS CORP COM 908068109 1333028 29830 X 11830 0 18000
UNION PLANTERS CORP COM 908068109 82046 1836 X 1836 0 0
UNIONBANCAL CORP COM 908906100 1777350 49200 X 0 0 49200
UNIPHASE CORP COM 909149106 1437228 8658 X 100 0 8558
UNISOURCE ENERGY CORP COM 909205106 2698 226 X 26 0 200
UNISOURCE ENERGY CORP COM 909205106 3581 300 X 300 0 0
UNISOURCE WORLDWIDE INC COM 909208100 187620 15554 X 15554 0 0
UNISOURCE WORLDWIDE INC COM 909208100 13269 1100 X 1100 0 0
UNISYS CORP COM 909214108 14077035 361529 X 347740 0 13789
UNISYS CORP COM 909214108 73787 1895 X 1557 0 338
UNITED ASSET MGMT CORP COM 909420101 266175 11700 X 0 0 11700
UNITED BANKSHARES INC W VA COM 909907107 893050 33700 X 32300 0 1400
UNITED BANKSHARES INC W VA COM 909907107 106000 4000 X 4000 0 0
UNITED HEALTHCARE CORP 910581107 18672521 298164 X 269045 0 29119
UNITED HEALTHCARE CORP 910581107 898669 14350 X 13400 0 950
UNITED ILLUMINATING COM 910637107 581394 13700 X 13237 0 463
UNITED ILLUMINATING COM 910637107 383168 9029 X 8529 0 500
UNITED INTL HLDGS INC CL A COM 910734102 47338 700 X 0 0 700
UNITED NAT FOODS INC COM 911163103 4950 200 X 200 0 0
UNITED NATL BANCORP NJ COM 910909100 83078 3498 X 3498 0 0
UNITED NATL BANCORP NJ COM 910909100 2079550 87560 X 87560 0 0
UNITED PAYORS & UTD PROVIDERS COM 911319101 1507767 65025 X 65025 0 0
UNITED RENTALS INC COM 911363109 140273 4755 X 0 0 4755
UNITED RENTALS INC COM 911363109 61242 2076 X 673 0 1403
UNITED STATES CELLULAR CORP 911684108 671265 12547 X 4800 0 7747
UNITED STATIONERS INC COM 913004107 44000 2000 X 0 0 2000
UNITED TECHNOLOGIES CORP COM 913017109 107123328 1487824 X 1302581 200 185043
UNITED TECHNOLOGIES CORP COM 913017109 43357176 602183 X 589073 3700 9410
UNITED TELEVISION INC COM 913066106 1090490 10398 X 98 0 10300
</TABLE>
PAGE 89
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UNITED WATER RESOURCES INC COM 913190104 635250 28000 X 27900 0 100
UNITED WATER RESOURCES INC COM 913190104 5899 260 X 260 0 0
UNITIL CORP 913259107 72742 2888 X 2888 0 0
UNITIL CORP 913259107 908614 36074 X 86 0 35988
UNITRIN INC COM 913275103 481750 11750 X 9350 0 2400
UNITRIN INC COM 913275103 919630 22430 X 11000 0 11430
UNITRODE CORP COM 913283107 26053988 908200 X 723785 0 184415
UNIVERSAL CORP COM 913456109 62563 2200 X 400 0 1800
UNIVERSAL FOODS CORP COM 913538104 323213 15300 X 2000 0 13300
UNIVERSAL FOODS CORP COM 913538104 48588 2300 X 2300 0 0
UNIVERSAL FST PRODS INC COM 913543104 479450 22300 X 15600 0 6700
UNIVERSAL HEALTH SVC CL B COM 913903100 3928393 82270 X 10630 0 71640
UNIVISION COMMUNICATIONS INC COM 914906102 6012500 92500 X 50200 0 42300
UNOCAL CORP COM 915289102 6730029 169843 X 98751 0 71092
UNOCAL CORP COM 915289102 2220862 56047 X 52247 0 3800
UNOVA INC COM 91529B106 61722 3888 X 820 0 3068
UNUM CORP COM 903192102 60249583 1100449 X 1018353 1400 80696
UNUM CORP COM 903192102 3386507 61854 X 55250 600 6004
UROMED CORP COM NEW 917274300 1650 1200 X 1200 0 0
URS CORP NEW COM 903236107 342956 11700 X 11700 0 0
US AIRWAYS GROUP NC COM 911905107 668249 15340 X 7131 0 8209
US BANCORP DE COM 902973106 8247997 247131 X 162121 0 85010
US BANCORP DE COM 902973106 2197343 65838 X 60342 0 5496
US DIAGNOSTIC INC COM 90328Q108 1986 1550 X 550 0 1000
USA BIOMASS CORP COM 90333F105 2906 1500 X 1500 0 0
USA DETERGENTS INC COM 902938109 63050 10400 X 10400 0 0
USA NETWORKS INC COM 902984103 2507893 62502 X 20500 0 42002
USA NETWORKS INC COM 902984103 20063 500 X 500 0 0
USANA INC COM 90328M107 146025 17700 X 0 0 17700
USDATA CORP COM 917294100 1163 300 X 0 0 300
USFREIGHTWAYS CORP COM 916906100 993403 21450 X 20700 0 750
USG CORP COM NEW 903293405 672000 12000 X 0 0 12000
USINTERNETWORKING INC COM 917311805 378000 9000 X 0 0 9000
USINTERNETWORKING INC COM 917311805 42000 1000 X 1000 0 0
UST CORP COM 902900109 1176725 38900 X 35100 0 3800
UST CORP COM 902900109 1121428 37072 X 3300 0 33772
UST INC COM 902911106 2939985 100298 X 10974 0 89324
UST INC COM 902911106 4997781 170500 X 170500 0 0
USWEB CORPORATION COM 917327108 221875 10000 X 0 0 10000
USX-MARATHON GROUP 902905827 4451652 136711 X 74505 0 62206
USX-MARATHON GROUP 902905827 374534 11502 X 11502 0 0
USX-U S STL GROUP COM 90337T101 302724 11212 X 6848 0 4364
USX-U S STL GROUP COM 90337T101 14715 545 X 345 0 200
</TABLE>
PAGE 90
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UTAH MED PRODUCTS COM 917488108 3875 500 X 0 0 500
UTILICORP UNITED INC 918005109 44662 1837 X 937 0 900
UTILICORP UNITED INC 918005109 319588 13145 X 4145 0 9000
V F CORP COM 918204108 2006300 46931 X 16028 0 30903
V F CORP COM 918204108 397575 9300 X 9100 0 200
VALASSIS COMMUNICATIONS INC COM 918866104 1573044 42950 X 35150 0 7800
VALENCE TECHNOLOGY INC COM 918914102 141600 19200 X 19200 0 0
VALERO REFNG & MARKETING CO COM 91913Y100 66456 3100 X 1500 0 1600
VALLEY NATIONAL BANCORP 919794107 207518 7218 X 7218 0 0
VALLEY NATIONAL BANCORP 919794107 2253856 78395 X 78395 0 0
VALLEY RESOURCES INC COM 920062106 14356 1115 X 1115 0 0
VALMONT INDS INC 920253101 5838330 342800 X 247450 0 95350
VALSPAR CORP 920355104 38000 1000 X 1000 0 0
VALUE AMERICA COM 92038N102 5700 300 X 300 0 0
VALUEVISION INTL INC CL A COM 92047K107 5963 300 X 0 0 300
VANTIVE CORP COM 922091103 238506 20853 X 20853 0 0
VARCO INTL INC 922126107 2177638 201400 X 84400 0 117000
VARIAN INC COM 922206107 25650 1900 X 1000 0 900
VARIAN MED SYS INC COM 92220P105 2583075 102300 X 100927 0 1373
VARIAN SEMICONDUCTOR EQUIPTMENT COM 922207105 32300 1900 X 1000 0 900
VARLEN CORPORATION COM 922248109 41 1 X 1 0 0
VASTAR RES INC COM 922380100 332978 6350 X 0 0 6350
VEECO INSTRS INC DEL COM 922417100 2356880 69320 X 68920 0 400
VELCRO INDS N V COM 922571104 124281 10250 X 10000 250 0
VENATOR GROUP INC COM 922944103 3573800 342400 X 96000 0 246400
VENATOR GROUP INC COM 922944103 14613 1400 X 200 0 1200
VENTAS INC COM 92276F100 1005 187 X 187 0 0
VENTAS INC COM 92276F100 1344 250 X 250 0 0
VERIO INC COM 923433106 69500 1000 X 0 0 1000
VERISIGN INC COM 92343E102 789188 9150 X 150 0 9000
VERITAS DGC INC COM 92343P107 21975 1200 X 0 0 1200
VERITAS SOFTWARE CO COM 923436109 52216 550 X 100 0 450
VERITY INC COM 92343C106 531038 9800 X 0 0 9800
VERTEL CORPORATION COM 924907108 37500 20000 X 20000 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 715692 29666 X 28266 0 1400
VERTICAL NET COM 92532L107 336000 3200 X 0 0 3200
VIACOM INC CL A COM 925524100 2216840 50240 X 2160 0 48080
VIACOM INC CL A COM 925524100 291225 6600 X 6600 0 0
VIACOM INC CL B COM 925524308 6449300 146575 X 42729 0 103846
VIACOM INC CL B COM 925524308 149248 3392 X 3270 0 122
VIAD CORP COM 92552R109 966085 31227 X 28727 0 2500
VIAD CORP COM 92552R109 24750 800 X 200 0 600
VIASAT INC COM 92552V100 34465 2260 X 2260 0 0
</TABLE>
PAGE 91
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VIASOFT INC COM 92552U102 647150 184900 X 133300 0 51600
VIASOFT INC COM 92552U102 1750 500 X 500 0 0
VICAL INC COM 925602104 42438 3500 X 3500 0 0
VICOR CORP COM 925815102 665288 31400 X 26600 0 4800
VIDEO SVCS CORP COM 92656U107 6875 5000 X 5000 0 0
VIDEOSERVER INC COM 926918103 146300 15400 X 0 0 15400
VINTAGE PETE INC COM 927460105 4447275 413700 X 296900 0 116800
VION PHARMACEUTICALS INC COM 927624106 5156 1100 X 1100 0 0
VIROPHARMA INC COM 928241108 6919 900 X 600 0 300
VISAGE TECHNOLOGY COM 92675K106 4325 3642 X 3642 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 35133 1673 X 332 0 1341
VISIO CORP COM 927914101 873534 22950 X 22950 0 0
VISIO CORP COM 927914101 19031 500 X 500 0 0
VISUAL DATA CORP NEW COM 928428200 2877715 157683 X 157683 0 0
VISUAL NETWORKS INC COM 928444108 2329792 72806 X 72406 0 400
VISX INC DEL COM 92844S105 825134 10420 X 0 0 10420
VITAL SIGNS INC COM 928469105 189406 9500 X 9500 0 0
VITECH AMERICA INC COM 928489103 1155 110 X 110 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 676061 10025 X 9025 0 1000
VITESSE SEMICONDUCTOR CORP COM 928497106 311561 4620 X 3170 0 1450
VIVID TECHNOLOGIES INC COM 928538107 9870 2820 X 2820 0 0
VIVID TECHNOLOGIES INC COM 928538107 14000 4000 X 4000 0 0
VLASIC FOODS INTL INC COM 928559103 3661413 500706 X 368906 0 131800
VLASIC FOODS INTL INC COM 928559103 9982 1365 X 1185 0 180
VOCALTEC COMMUNICATIONS LTD M97601104 3388 271 X 0 0 271
VOICESTREAM WIRELESS CORP COM 928615103 241719 8500 X 2000 0 6500
VOICESTREAM WIRELESS CORP COM 928615103 56875 2000 X 2000 0 0
VOLT INFORMATION SCIENCES INC COM 928703107 256200 11200 X 11200 0 0
VTEL CORP COM 918333105 1955 460 X 0 0 460
VULCAN MATERIALS CO COM 929160109 4002000 82943 X 71543 0 11400
VULCAN MATERIALS CO COM 929160109 2200683 45610 X 42610 0 3000
W.R. GRACE & CO COM 38388F108 765985 40315 X 4306 0 36009
W.R. GRACE & CO COM 38388F108 24700 1300 X 1300 0 0
WABASH NATL CORP COM 929566107 3253838 167940 X 165940 0 2000
WABASH NATL CORP COM 929566107 140469 7250 X 7250 0 0
WACHOVIA CORP COM NEW 929771103 4888015 57128 X 48628 0 8500
WACHOVIA CORP COM NEW 929771103 4689852 54812 X 50732 0 4080
WACKENHUT CORP COM SER A 929794105 3555125 119500 X 72900 0 46600
WACKENHUT CORRECTIONS CORP COM 929798106 4953 250 X 0 0 250
WADDELL & REED FINANCIAL INC COM A 930059100 573631 20812 X 19753 0 1059
WADDELL & REED FINANCIAL INC COM A 930059100 8103 294 X 294 0 0
WADDELL & REED FINANCIAL INC COM B 930059209 2393847 88661 X 85025 0 3636
WADDELL & REED FINANCIAL INC COM B 930059209 34317 1271 X 1271 0 0
</TABLE>
PAGE 92
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WAL-MART STORES INC 931142103 93175479 1931098 X 1483185 400 447513
WAL-MART STORES INC 931142103 40380232 836896 X 813166 4400 19330
WALBRO CORP 931154108 134000 6700 X 6700 0 0
WALGREEN CO COM 931422109 114383665 3893912 X 3484442 3950 405520
WALGREEN CO COM 931422109 37786296 1286342 X 1221238 15400 49704
WALL DATA INC COM 932045107 71719 7500 X 7500 0 0
WALLACE COMPUTER SERVICES, INC. 932270101 150000 6000 X 0 0 6000
WALLACE COMPUTER SERVICES, INC. 932270101 50000 2000 X 1600 0 400
WALT DISNEY CO COM 254687106 80334658 2607210 X 2300203 400 306607
WALT DISNEY CO COM 254687106 38036706 1234457 X 1170699 5025 58733
WARNACO GROUP INC CL A COM 934390105 125725 4700 X 0 0 4700
WARNER LAMBERT CO COM 934488107 137859306 1994348 X 1873001 3675 117672
WARNER LAMBERT CO COM 934488107 25150302 363838 X 344974 1295 17569
WARREN BANCORP INC COM 934710104 72600 8800 X 8800 0 0
WASHINGTON FED INC COM 938824109 84724 3776 X 0 0 3776
WASHINGTON GAS & LIGHT 938837101 22847656 878756 X 875856 0 2900
WASHINGTON GAS & LIGHT 938837101 1779908 68458 X 66058 2000 400
WASHINGTON MUTUAL INC COM 939322103 82774244 2327571 X 2101843 2110 223618
WASHINGTON MUTUAL INC COM 939322103 8219774 231136 X 223496 150 7490
WASHINGTON POST CO CL B COM 939640108 306518 570 X 115 0 455
WASHINGTON POST CO CL B COM 939640108 197354 367 X 367 0 0
WASHINGTON TR BANCORP INC COM 940610108 178866 9937 X 375 0 9562
WASHINGTON TR BANCORP INC COM 940610108 816210 45345 X 45345 0 0
WASTE INDS INC COM 941058109 17875 1000 X 0 0 1000
WASTE MGMT INC DEL COM 94106L109 96480551 1794987 X 1609380 0 185607
WASTE MGMT INC DEL COM 94106L109 7196588 133890 X 126548 0 7342
WATERS CORP COM 941848103 106882719 2011910 X 36808 0 1975102
WATKINS JOHNSON CO COM 942486101 144550 4900 X 4900 0 0
WATSCO INC COM 942622200 347150 21200 X 21200 0 0
WATSON PHARMACEUTICALS INC COM 942683103 469312 13385 X 12085 0 1300
WATSON PHARMACEUTICALS INC COM 942683103 124121 3540 X 3540 0 0
WATTS INDS INC CL A 942749102 1919 100 X 100 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 2223000 123500 X 0 0 123500
WAVE SYS CORP CL A COM 943526103 19000 1000 X 1000 0 0
WAVO CORP COM 944027101 1275 200 X 200 0 0
WD-40 CO COM 929236107 560000 22400 X 6800 0 15600
WD-40 CO COM 929236107 25000 1000 X 1000 0 0
WEATHERFORD INTL INC NEW COM 947074100 1128050 30800 X 200 0 30600
WEBB DEL CORP 947423109 675663 28300 X 0 0 28300
WEBHIRE INC COM 94768W104 14400 3200 X 3200 0 0
WEBS INDEX FD INC JAPAN 92923H889 2275 182 X 0 0 182
WEBSTER FINANCIAL CORP COM 947890109 351947 12975 X 12575 0 400
WEBSTER FINANCIAL CORP COM 947890109 264035 9734 X 6528 0 3206
</TABLE>
PAGE 93
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WEEKS CORP COM 94856P102 33550 1100 X 0 0 1100
WEIS MARKETS INC COM 948849104 101529 2595 X 1795 0 800
WEIS MARKETS INC COM 948849104 17098 437 X 337 0 100
WELLMAN INC COM 949702104 98813 6200 X 0 0 6200
WELLMAN INC COM 949702104 9563 600 X 600 0 0
WELLPOINT HEALTH NETWORKS INC COM 94973H108 13852703 163213 X 157320 0 5893
WELLPOINT HEALTH NETWORKS INC COM 94973H108 76388 900 X 900 0 0
WELLS FARGO & CO NEW COM 949746101 202070700 4726800 X 4333268 2325 391207
WELLS FARGO & CO NEW COM 949746101 26454170 618811 X 585872 7300 25639
WENDYS INTL INC COM 950590109 1501323 52678 X 10753 0 41925
WENDYS INTL INC COM 950590109 219450 7700 X 5700 0 2000
WERNER ENTERPRISES INC COM 950755108 760550 36653 X 33713 0 2940
WESCO INTL INC COM 95082P105 53300 2600 X 0 0 2600
WESLEY JESSEN VISIONCARE COM 951018100 424113 13100 X 13100 0 0
WESTAFF INC COM 957070105 2125869 361850 X 269350 0 92500
WESTAMERICA BANCORPORATION COM 957090103 7665 210 X 0 0 210
WESTBANK CORP COM 957116106 2220 214 X 214 0 0
WESTCORP INC COM 957907108 2835 252 X 0 0 252
WESTERN DIGITAL CORP COM 958102105 1300 200 X 0 0 200
WESTERN RES INC COM 959425109 768025 28846 X 9546 0 19300
WESTERN RES INC COM 959425109 285873 10737 X 9977 0 760
WESTERN WIRELESS CORP CL A COM 95988E204 259200 9600 X 2000 0 7600
WESTERN WIRELESS CORP CL A COM 95988E204 54000 2000 X 2000 0 0
WESTPOINT STEVENS INC CL A COM 961238102 23850 800 X 0 0 800
WESTVACO CORP COM 961548104 1241751 42819 X 10211 0 32608
WESTVACO CORP COM 961548104 278893 9617 X 8617 0 1000
WESTWOOD ONE INC COM 961815107 767281 21500 X 21500 0 0
WET SEAL INC CL A 961840105 4242798 148220 X 147420 0 800
WEYERHAEUSER CO COM 962166104 33283319 484121 X 452862 50 31209
WEYERHAEUSER CO COM 962166104 9095350 132296 X 122977 3200 6119
WHIRLPOOL CORP COM 963320106 3461202 46773 X 16559 0 30214
WHIRLPOOL CORP COM 963320106 1476078 19947 X 17697 0 2250
WHITE MTNS INS GROUP INC COM 964126106 3933900 27900 X 16300 0 11600
WHITEHALL JEWELLERS INC COM 965063100 624488 23400 X 0 0 23400
WHITMAN CORP NEW COM 96647R107 768600 42700 X 1200 0 41500
WHITMAN CORP NEW COM 96647R107 908280 50460 X 48996 0 1464
WHITNEY HOLDING CORP 966612103 723450 18200 X 16400 0 1800
WHITTAKER CORP 966680407 240800 8600 X 8600 0 0
WHITTMAN-HART INC COM 966834103 4391660 138320 X 137720 0 600
WHOLE FOODS MKT INC COM 966837106 4944189 102870 X 94970 0 7900
WHOLE FOODS MKT INC COM 966837106 96125 2000 X 2000 0 0
WHX CORP COM 929248102 87938 13400 X 13400 0 0
WICOR INC COM 929253102 794878 28452 X 28452 0 0
WICOR INC COM 929253102 32519 1164 X 1164 0 0
</TABLE>
PAGE 94
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WIDECOM GROUP INC COM 967575200 22042 2777 X 2777 0 0
WILD OATS MKTS INC COM 96808B107 4248 140 X 0 0 140
WILD OATS MKTS INC COM 96808B107 4552 150 X 150 0 0
WILLAMETTE INDS INC COM 969133107 789419 17138 X 16688 0 450
WILLAMETTE INDS INC COM 969133107 649297 14096 X 14096 0 0
WILLIAMS COAL SEAM GAS RTY TR 969450105 9770 936 X 936 0 0
WILLIAMS COS INC COM 969457100 8107390 190482 X 92403 0 98079
WILLIAMS COS INC COM 969457100 943398 22165 X 20665 0 1500
WILLIAMS SONOMA INC COM 969904101 3764102 108125 X 94435 0 13690
WILLIS LEASE FINANCE COM 970646105 3298388 202200 X 145200 0 57000
WILMAR INDUSTRIES INC COM 971426101 145600 11200 X 0 0 11200
WILMAR INDUSTRIES INC COM 971426101 13000 1000 X 1000 0 0
WILMINGTON TRUST CORPORATION COM 971807102 183600 3200 X 3200 0 0
WIND RIV SYS INC COM 973149107 110430 6875 X 5875 0 1000
WINN DIXIE STORES INC COM 974280109 497807 13477 X 13293 0 184
WINN DIXIE STORES INC COM 974280109 99140 2684 X 1004 0 1680
WINNEBAGO INDUSTRIES INC COM 974637100 387000 17200 X 17200 0 0
WINSTAR COMMUNICATIONS INC COM 975515107 7839000 160800 X 105150 0 55650
WINSTAR COMMUNICATIONS INC COM 975515107 48750 1000 X 1000 0 0
WISCONSIN ENERGY CORP 976657106 11589251 462414 X 447514 100 14800
WISCONSIN ENERGY CORP 976657106 4287893 171088 X 170188 0 900
WIT CAPITAL GROUP INC COM 97737K309 3400 100 X 0 0 100
WITCO CORP 977385103 179725 9100 X 1799 0 7301
WITCO CORP 977385103 138250 7000 X 7000 0 0
WIZTEC SOLUTIONS LTD COM M98105105 23750 1000 X 1000 0 0
WMS INDUSTRIES INC 929297109 8500 500 X 500 0 0
WOLVERINE TUBE INC COM 978093102 263813 10500 X 1500 0 9000
WOLVERINE WORLD WIDE INC COM 978097103 462000 33000 X 30975 0 2025
WORLD COLOR PRESS INC COM 981443104 4917825 178830 X 177930 0 900
WORLDPORT COMMUNICATIONS INC COM 98155J105 8875 2000 X 2000 0 0
WORLDTEX INC COM 981907108 95000 40000 X 40000 0 0
WORTHINGTON FOODS INC COM 981809106 453750 27500 X 19945 0 7555
WORTHINGTON INDUSTRIES INC. 981811102 4520510 275012 X 263590 0 11422
WORTHINGTON INDUSTRIES INC. 981811102 120898 7355 X 5330 0 2025
WPI GROUP INC COM 92930K107 6051 1880 X 1880 0 0
WPS RES CORP COM 92931B106 45000 1500 X 0 0 1500
WPS RES CORP COM 92931B106 417180 13906 X 9906 0 4000
WRIGLEY WM JR CO COM 982526105 3831049 42955 X 15767 0 27188
WRIGLEY WM JR CO COM 982526105 951006 10663 X 8663 0 2000
WYMAN GORDON CO COM 983085101 65296 3381 X 1081 0 2300
WYMAN GORDON CO COM 983085101 1545 80 X 0 0 80
WYNNS INTL INC COM 983195108 783133 42475 X 14100 0 28375
X-RITE INC COM 983857103 102356 15900 X 15900 0 0
</TABLE>
PAGE 95
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
XCEED INC COM 98388N105 73281 3350 X 0 0 3350
XCL LTD DEL COM 983701103 58 66 X 66 0 0
XEROX CORP COM 984121103 206218668 3491533 X 3241307 1801 248425
XEROX CORP COM 984121103 41565175 703749 X 645544 4175 54030
XETA CORP COM 983909102 7073 230 X 230 0 0
XILINX INC COM 983919101 6148650 107400 X 4000 0 103400
XIRCOM INC COM 983922105 1011303 33640 X 32640 0 1000
XL CAP LTD CL A COM G98255105 2280623 40365 X 20810 0 19555
XL CAP LTD CL A COM G98255105 180348 3192 X 2584 0 608
XOMA LTD COM G9825R107 3031 500 X 500 0 0
XOMED SURGICAL PRODS INC COM 98412V107 3314109 68069 X 66794 0 1275
XOOM COM INC COM 98413F101 2619 50 X 0 0 50
XTRA CORP COM 984138107 17273 376 X 376 0 0
XTRA CORP COM 984138107 45938 1000 X 1000 0 0
YAHOO INC COM 984332106 1910253 11090 X 2189 0 8901
YAHOO INC COM 984332106 223064 1295 X 1295 0 0
YANKEE ENERGY SYS INC COM 984779108 192048 4839 X 3497 0 1342
YANKEE ENERGY SYS INC COM 984779108 196215 4944 X 4414 0 530
YELLOW CORP COM 985509108 768575 43300 X 19600 0 23700
YELLOW CORP COM 985509108 19525 1100 X 1100 0 0
YORK GROUP INC COM 986632107 3162750 421700 X 305900 0 115800
YORK INTL CORP NEW COM 986670107 724602 16925 X 75 0 16850
YORK INTL CORP NEW COM 986670107 10703 250 X 250 0 0
YOUNG BROADCASTING CORP CL A COM 987434107 7491000 176000 X 129500 0 46500
ZALE CORP NEW COM 988858106 1298000 32450 X 27400 0 5050
ZDNET GROUP COM 989511209 17940 690 X 0 0 690
ZEBRA TECHNOLOGIES CORP CL A 989207105 1062797 27650 X 23400 0 4250
ZEBRA TECHNOLOGIES CORP CL A 989207105 30750 800 X 800 0 0
ZENITH NATL INS CORP COM 989390109 315200 12800 X 12800 0 0
ZILA INC COM PAR $0.01 COM 989513205 30313 10000 X 10000 0 0
ZIONS BANCORP COM 989701107 31750 500 X 500 0 0
ZIONS BANCORP COM 989701107 95250 1500 X 1500 0 0
ZMAX CORP (DELAWARE) COM 98974T201 3656 1500 X 1500 0 0
ZOLL MED CORP COM 989922109 60000 5000 X 0 0 5000
ZOLL MED CORP COM 989922109 13308 1109 X 1109 0 0
ZONAGEN INC COM 98975L108 12950 1400 X 1400 0 0
ZYGO CORP COM 989855101 3660572 320050 X 318410 0 1640
24/7 MEDIA INC COM 901314104 38500 1000 X 0 0 1000
3 COM CORP 885535104 13923563 521726 X 397484 0 124242
3 COM CORP 885535104 735908 27575 X 26425 100 1050
5TH AVE CHANNEL CORP COM 316700103 3750 1000 X 1000 0 0
7TH LEVEL INC COM 817916109 29656 6500 X 6500 0 0
7TH LEVEL INC COM 817916109 913 200 X 200 0 0
</TABLE>
PAGE 96
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
99 CENTS ONLY STORES 65440K106 1248 25 X 25 0 0
99 CENTS ONLY STORES 65440K106 19975 400 X 400 0 0
</TABLE>
PAGE 97
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COMMON STOCK - FOREIGN
------------------------------
ABITIBI-CONSOLIDATED INC COM 003924107 6825 600 X 0 0 600
AEGON N V ORD AMER REG ADR 007924103 1838752 24869 X 16012 0 8857
AEGON N V ORD AMER REG ADR 007924103 1577457 21335 X 19575 1760 0
AGRIUM INC COM 008916108 444150 50400 X 600 0 49800
AGRIUM INC COM 008916108 18938 2149 X 2149 0 0
ALCAN ALUMINUM LTD 013716105 2440089 76402 X 10336 0 66066
ALCAN ALUMINUM LTD 013716105 546930 17125 X 16450 0 675
BARRICK GOLD CORP COM 067901108 723792 37357 X 25807 0 11550
BARRICK GOLD CORP COM 067901108 1938 100 X 100 0 0
BCE INC COM 05534B109 19725 400 X 0 0 400
BID COM INTL INC COM 088788104 23344 3000 X 3000 0 0
BROOKFIELD PPTYS CORP COM 112900105 546 42 X 42 0 0
CANADIAN IMPERIAL BK COMM TORONTO CA 136069101 55680 2320 X 2320 0 0
CANADIAN NATIONAL RAILWAY CO COM 136375102 3334322 49766 X 900 0 48866
CANADIAN PACIFIC LIMITED COM 135923100 1924883 80835 X 7985 0 72850
CANADIAN PACIFIC LIMITED COM 135923100 195263 8200 X 8200 0 0
CHICAGO BRIDGE AND IRON CO COM N19808109 3777063 271000 X 267300 0 3700
COTT CORP QUEBEC COM 22163N106 1080975 298200 X 109700 0 188500
DESCARTES SYSTEMS GROUP INC COM 249906108 1493589 295030 X 293530 0 1500
DORAL FINL CORP COM 25811P100 18975 1100 X 1100 0 0
ECI TELECOM LTD ORD COM 268258100 457988 13800 X 0 0 13800
FAHNESTOCK VINER HLDNGS INC COM CL A 302921101 31250 2000 X 0 0 2000
FILA HLDG S P A ADR 316850106 4725 400 X 400 0 0
FILA HLDG S P A ADR 316850106 11813 1000 X 0 0 1000
GUCCI GROUP NV COM 401566104 31500 450 X 0 0 450
GULF CANADA RES LTD 40218L305 2053759 490450 X 14000 0 476450
HITACHI LTD DEP SHS 433578507 179431 1900 X 0 0 1900
IMPERIAL OIL LTD COM NEW 453038408 23180 1224 X 1224 0 0
IMPERIAL OIL LTD COM NEW 453038408 62494 3300 X 3300 0 0
INCO LTD COM 453258402 282510 15695 X 10131 0 5564
INCO LTD COM 453258402 1800 100 X 100 0 0
LAIDLAW INC COM 50730K503 205792 27904 X 27904 0 0
MAGNA INTL INC CL A COM 559222401 1305250 23000 X 0 0 23000
MAGNA INTL INC CL A COM 559222401 56750 1000 X 1000 0 0
MFC BANCORP LIMITED COM 55271X103 15000 2000 X 2000 0 0
MILLENNIUM CHEMICALS INC COM 599903101 1142781 48500 X 0 0 48500
MILLENNIUM CHEMICALS INC COM 599903101 3841 163 X 163 0 0
NEWCOURT CREDIT GROUP INC COM 650905102 6469 500 X 0 0 500
NORTEL NETWORKS CORP COM 656569100 40237681 463501 X 385509 0 77992
NORTEL NETWORKS CORP COM 656569100 51653 595 X 195 0 400
PANAMERICAN BEVERAGES INC CL A COM P74823108 83344 3500 X 0 0 3500
PIXTECH INC COM 72583K109 2550 1700 X 1700 0 0
PLACER DOME INC COM 725906101 436336 37135 X 14612 0 22523
PLACER DOME INC COM 725906101 3356094 285625 X 285625 0 0
</TABLE>
PAGE 98
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
POTASH CORP SASKATCHEWAN INC COM 73755L107 11474269 221725 X 201375 0 20350
POTASH CORP SASKATCHEWAN INC COM 73755L107 910541 17595 X 17595 0 0
RIO ALGOM LTD 766889109 6992 495 X 495 0 0
ROYAL BK CDA MONTREAL QUE 780087102 88750 2000 X 2000 0 0
ROYAL DUTCH PETRO NY SHARES COM 780257804 44013348 730512 X 568823 200 161489
ROYAL DUTCH PETRO NY SHARES COM 780257804 26959827 447466 X 428848 400 18218
SCHAWK INC COM 806373106 24131 2700 X 0 0 2700
SCHAWK INC COM 806373106 4692 525 X 525 0 0
SEAGRAM LTD COM 811850106 2670681 53016 X 19050 0 33966
SEAGRAM LTD COM 811850106 876525 17400 X 16400 0 1000
SHAW COMMUNICATIONS INC CL B 82028K200 954000 24000 X 0 0 24000
TELECOM CORP NEW ZEALAND LTD 879278208 34938 1000 X 1000 0 0
TELECOM CORP NEW ZEALAND LTD 879278208 6988 200 X 0 0 200
TELEFONOS DE MEXICO SA ADR REP ORD L 879403780 556232 6883 X 1858 0 5025
TELEFONOS DE MEXICO SA ADR REP ORD L 879403780 189909 2350 X 2350 0 0
TELEGLOBE INC COM 87941V100 29750 1000 X 1000 0 0
TORONTO DOMINION BK COM 891160509 536900 11800 X 0 0 11800
TORONTO DOMINION BK COM 891160509 381290 8380 X 8380 0 0
TRIZEC HAHN CORP COM 896938107 652000 32000 X 0 0 32000
TRIZEC HAHN CORP COM 896938107 6113 300 X 300 0 0
TUBOS DE ACERO DE MEXICO S A ADR NEW 898592506 3045 280 X 0 0 280
WESTCOAST ENERGY INC 95751D102 15800 800 X 800 0 0
</TABLE>
PAGE 99
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMERICAN DEPOSITORY RECEIPTS
------------------------------
ABB AB SPONSORED ADR 00256Q103 27250 2000 X 2000 0 0
ABN AMRO HLDG N V SPONSORED ADR 000937102 218313 9980 X 1400 0 8580
AKTIEBOLAGET ELECTROLUX ADR 010198208 172746 4113 X 8 0 4105
AKZO NOBEL NV SPONSORED ADR 010199305 605030 14278 X 78 0 14200
ALCATEL ADR 013904305 319701 11267 X 1192 0 10075
ALCATEL ADR 013904305 945710 33329 X 33329 0 0
ALLIED IRISH BKS ADR 019228402 2861 105 X 0 0 105
ANGLO AMERICAN PLC ADR 03485P102 9837 206 X 206 0 0
ANGLOGOLD LTD SPONSORED ADR 035128206 6235 290 X 0 0 290
ANGLOGOLD LTD SPONSORED ADR 035128206 21500 1000 X 0 0 1000
ARACRUZ CELULOSE SA 038496204 99000 4500 X 0 0 4500
ASIA PULP & PAPER LTD ADR 04516V100 98753 10260 X 0 0 10260
ASTRAZENECA PLC SPONSORED ADR 046353108 682725 17422 X 885 0 16537
ASTRAZENECA PLC SPONSORED ADR 046353108 59526 1519 X 1519 0 0
AXA-UAP SPONS ADR 054536107 201893 3240 X 0 0 3240
AXA-UAP SPONS ADR 054536107 149550 2400 X 2400 0 0
BANCO SANTANDER CEN SPONSORED ADR 05964H105 17238 1632 X 1632 0 0
BANCO WIESE ADR 059651109 238 200 X 200 0 0
BANK OF TOKYO MITSUBISHI LTD ADR 065379109 14563 1000 X 1000 0 0
BANK OF TOKYO MITSUBISHI LTD ADR 065379109 21844 1500 X 1500 0 0
BARCLAYS BANK PLC PFD 06738C836 35175 1400 X 1400 0 0
BG PLC ADR 055434104 115640 3776 X 3776 0 0
BG PLC ADR 055434104 65721 2146 X 2146 0 0
BOUYGUES OFFSHORE SA ADR 102112109 4706 300 X 300 0 0
BP AMOCO P L C SPONSORED ADR 055622104 172314275 1588150 X 1510077 166 77907
BP AMOCO P L C SPONSORED ADR 055622104 104871543 966558 X 887832 38475 40251
BRITISH AMERN TOB PLC ADR 110448107 232829 12095 X 0 0 12095
BRITISH AWYS PLC ADR 110419306 24877609 348243 X 343043 0 5200
BRITISH AWYS PLC ADR 110419306 2243138 31400 X 29750 0 1650
BRITISH STL PLC ADR 111015301 310144 11900 X 6000 0 5900
BRITISH TELECOMMUNICATIONS P L C ADR 111021408 1195325 6980 X 5980 0 1000
BRITISH TELECOMMUNICATIONS P L C ADR 111021408 299688 1750 X 1750 0 0
BROKEN HILL PROPRIETARY LTD ADR 112169602 333 14 X 14 0 0
CABLE & WIRELESS PUB LTD CO ADR 126830207 39625 1000 X 1000 0 0
CABLE & WIRELESS PUB LTD CO ADR 126830207 59438 1500 X 600 0 900
CADBURY SCHWEPPES PLC SPON ADR 10 P 127209302 198356 7450 X 780 0 6670
CADBURY SCHWEPPES PLC SPON ADR 10 P 127209302 194363 7300 X 7300 0 0
CANON INC ADR REPSTG 5 SHS CDN TAX 138006309 427409 14675 X 10075 0 4600
CBT GROUP PUB LTD SPONS ADR NEW 124853300 115500 7000 X 0 0 7000
CENTRAL PAC MINERALS ADR 154762306 725 100 X 100 0 0
CHINA SOUTHERN AIRLINES ADR 169409109 39138 3100 X 3100 0 0
CHINA TELECOM COM 169428109 10830 190 X 0 0 190
COLT TELECOM GRP ADR 196877104 25913 300 X 0 0 300
</TABLE>
PAGE 100
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COMPANHIA CERVEJARIA BRAHMA ADR 20440X103 65613 5800 X 0 0 5800
COMPANIA ANONIMA TELEFONOS ADR 204421101 171675 6300 X 0 0 6300
COMPANIA DE TELECOM DE CHILE ADR 204449300 5693 230 X 0 0 230
COMPANIA DE TELECOM DE CHILE ADR 204449300 32274 1304 X 1304 0 0
CORDIANT COMM GROUP PLC-SP ADR 218514206 658905 48360 X 47550 0 810
CRH PLC ADR 12626K203 501875 27500 X 27500 0 0
DASSAULT SYS SA ADR 237545108 6638 200 X 200 0 0
DE BEERS CONSOLIDATED MINES LTD ADR 240253302 3935197 164825 X 4625 0 160200
DE BEERS CONSOLIDATED MINES LTD ADR 240253302 8356 350 X 350 0 0
DENISON INTERNATIONAL PLC ADR 248335101 4117425 267800 X 262500 0 5300
DEUTSCHE TELE 251566105 173225 4100 X 0 0 4100
DIAGEO PLC SPONSORED ADR NEW 25243Q205 1236250 28750 X 814 0 27936
DURBAN ROODEPOORT DEEP LTD SP ADR 266597301 4725 2700 X 2700 0 0
ELAN PLC ADR 284131208 122453785 4412749 X 4199569 400 212780
ELAN PLC ADR 284131208 10656722 384026 X 361146 50 22830
ELF AQUITAINE SPONSORED ADR 286269105 1806474 24557 X 0 0 24557
ELF AQUITAINE SPONSORED ADR 286269105 14713 200 X 200 0 0
EMBRATEL PARTICIPACOES ADR 29081N100 6938 500 X 0 0 500
EMPRESAS TELEX CHILE S A SPONS ADR 29245D105 850 850 X 0 0 850
ENDESA SPONSORED ADR 29258N107 371875 17500 X 8400 0 9100
ENDESA SPONSORED ADR 29258N107 357000 16800 X 0 0 16800
ENERGIS PLC ADR 29266H100 119000 1000 X 0 0 1000
ENI S P A ADR 26874R108 346500 5775 X 0 0 5775
ERICSSON L M TEL CO ADR CL B 294821400 2701995 82034 X 66735 0 15299
ERICSSON L M TEL CO ADR CL B 294821400 1722961 52310 X 51910 0 400
ESPIRITO SANTO FINL GRP ADR 29665F200 16438 1000 X 1000 0 0
FIAT S P A ADR 315621607 8337 517 X 0 0 517
FOMENTO ECONOMICO MX SP ADR 344419106 6779 170 X 0 0 170
FRESENIUS MEDICAL CARE SPONSORED ADR 358029106 64240 3202 X 3202 0 0
GALLAHER GROUP PLC SPONSORED ADR 363595109 2197127 89908 X 17508 0 72400
GALLAHER GROUP PLC SPONSORED ADR 363595109 2912095 119165 X 117117 0 2048
GLAXO WELLCOME PLC SPONSORED ADR 37733W105 1581253 27925 X 19785 0 8140
GLAXO WELLCOME PLC SPONSORED ADR 37733W105 853792 15078 X 10578 3800 700
GOLD FIELDS LIMITED ADR 38059T106 498 145 X 145 0 0
GOLD FIELDS SOUTH AFRICA LIMITED ADR 380597500 2000 1000 X 1000 0 0
HANSON PLC SPONSORED ADR 411352404 158774 3578 X 391 0 3187
HANSON PLC SPONSORED ADR 411352404 15354 346 X 346 0 0
HELLENIC TELECOMMUN SPONSERED ADR 423325307 11063 1000 X 1000 0 0
HOECHST A G ADR 434390308 1295820 28170 X 500 0 27670
HONDA ADR COMMON 438128308 47713 550 X 550 0 0
HONG KONG TELECOMM LTD ADR 438579203 52313 1942 X 1510 0 432
HONG KONG TELECOMM LTD ADR 438579203 359616 13350 X 9850 0 3500
HUANENG PWR INTL SPONSORED ADR 443304100 8563 500 X 0 0 500
</TABLE>
PAGE 101
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
IMPERIAL CHEMICAL INDUSTRIES ADR 452704505 361407 9092 X 232 0 8860
IMPERIAL CHEMICAL INDUSTRIES ADR 452704505 14906 375 X 375 0 0
IMPERIAL TOBACCO GROUP SPONSORED ADR 453142101 8378 383 X 383 0 0
IMPERIAL TOBACCO GROUP SPONSORED ADR 453142101 15313 700 X 700 0 0
ING GROEP NV ADR 456837103 180620 3284 X 503 0 2781
ING GROEP NV ADR 456837103 1760 32 X 32 0 0
INSTRUMENTATION LABOR ADR 457810109 11588 11410 X 0 0 11410
IONA TECHNOLOGIES ADR 46206P109 562928 35460 X 33303 0 2157
K L M ROYAL DUTCH AIRLINES ADR 482516101 1439550 50400 X 50400 0 0
K L M ROYAL DUTCH AIRLINES ADR 482516101 8569 300 X 100 0 200
KONINKLIJKE PHILIPS ELECTRS ADR NEW 500472204 1906840 18903 X 849 0 18054
KONINKLIJKE PHILIPS ELECTRS ADR NEW 500472204 55683 552 X 460 0 92
KOOR INDUSTRIES LTD SPONSORED ADR 500507108 23375 1000 X 1000 0 0
KOREA ELECTRIC POWER CORP ADR 500631106 25830 1260 X 0 0 1260
KYOCERA CORP ADR 501556203 221769 3700 X 0 0 3700
MAGYAR TAVKOZLESI RT ADR 559776109 7700 280 X 0 0 280
MATSUSHITA ELEC INDL LTD ADR 576879209 138819 700 X 0 0 700
MEDEVA PLC SPONSORED ADR 58410H203 2800 400 X 400 0 0
MIDLAND BANK PLC PFD ADR 597433606 53750 2000 X 2000 0 0
MIDLAND BK PLC ADR 597433309 25250 1000 X 1000 0 0
MIDLAND BK PLC SPONS ADR UNIT REP D 597433853 5150 200 X 200 0 0
MINAS BUENAVENTURA SPONSORED ADR 204448104 1991 130 X 0 0 130
NATIONAL POWER PLC ADR 637194408 176813 5750 X 0 0 5750
NATIONAL WESTMINSTER BK PLC ADR 638539403 7107581 54700 X 54288 0 412
NATIONAL WESTMINSTER BK PLC ADR 638539403 1296906 9981 X 9981 0 0
NATIONAL WESTMINSTER BK PLC PFD STK 638539700 14266 550 X 550 0 0
NATIONAL WESTMINSTER BK PLC PFD STK 638539700 41500 1600 X 1600 0 0
NEWS CORP LTD SPONSORED ADR PFD 652487802 2750514 87145 X 45 0 87100
NEWS CORPORATION LTD SPONSORED ADR 652487703 194219 5500 X 800 0 4700
NEWS CORPORATION LTD SPONSORED ADR 652487703 19422 550 X 550 0 0
NISSAN MOTOR LTD SPONSORED ADR 654744408 5775 600 X 600 0 0
NOKIA CORP ADR SERIES A 654902204 33588788 366840 X 327990 0 38850
NOKIA CORP ADR SERIES A 654902204 491691 5370 X 4770 0 600
NORSK HYDRO AS ADR 656531605 172125 4500 X 0 0 4500
NOVO-NORDISK A/S ADR 670100205 32100 600 X 600 0 0
PORTUGAL TELECOM S A ADR 737273102 12356 300 X 300 0 0
PREMIER FARNELL PLC ADR 74050U107 20825 2800 X 2800 0 0
QUILMES INDUSTRIAL QUINS ADR 74838Y108 2475 200 X 0 0 200
RANK GROUP PLC SPONSORED ADR 753037100 496 62 X 62 0 0
RANK GROUP PLC SPONSORED ADR 753037100 40 5 X 5 0 0
REPSOL SA SPONSORED ADR 76026T205 548438 27000 X 0 0 27000
REUTERS GROUP PLC-SPONSORED ADR 76132M102 378157 4665 X 4376 0 289
REUTERS GROUP PLC-SPONSORED ADR 76132M102 353270 4358 X 4071 0 287
</TABLE>
PAGE 102
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RHONE POULENC S A 762426609 209564 4525 X 0 0 4525
RHONE POULENC S A 762426609 18525 400 X 400 0 0
RIO TINTO PLC ADR 767204100 6725 100 X 100 0 0
ROYAL BK SCOTLAND GRP PLC PFD SER C 780097408 31275 1200 X 1200 0 0
ROYAL BK SCOTLAND GRP PLC PFD SER C 780097408 41700 1600 X 1600 0 0
RYANAIR HOLDINGS ADR 783513104 5300 100 X 100 0 0
SAP AG SPONS ADR 803054204 10388 300 X 200 0 100
SAP AG SPONS ADR 803054204 6925 200 X 200 0 0
SAVILLE SYS PLC SPONSORED ADR 805174109 1979830 136540 X 135849 0 691
SHELL TRANS & TRADING PLC ADR 822703609 870876 18779 X 16055 0 2724
SHELL TRANS & TRADING PLC ADR 822703609 641134 13825 X 9625 0 4200
SHIRE PHARMACEUTICALS GROUP PLC ADR 82481R106 7800 300 X 300 0 0
SK TELECOM LTD ADR 78440P108 289 17 X 0 0 17
SK TELECOM LTD ADR 78440P108 33269 1957 X 1957 0 0
SMITHKLINE BEECHAM ADR REPSTG ORD A 832378301 8324536 126010 X 110310 0 15700
SMITHKLINE BEECHAM ADR REPSTG ORD A 832378301 10331580 156391 X 154142 0 2249
SONY CORP ADR 835699307 1602645 14520 X 3380 0 11140
SONY CORP ADR 835699307 87748 795 X 795 0 0
ST HELENA GOLD MINING LTD ADR 789670205 2100 800 X 800 0 0
SWEDISH MATCH COMPANY ADR COM 870309507 10896 308 X 300 0 8
TELE CELULAR SUL PARTICIPACOES ADR 879238103 1084 50 X 0 0 50
TELE CENTRO OESTE CELULAR ADR 87923P105 654 166 X 0 0 166
TELE DANMARK A/S SPONS ADR REP CL B 879242105 15450 600 X 600 0 0
TELE NORTE CELULAR PARTICIPACOES ADR 87924Y105 271 10 X 0 0 10
TELEBRAS SPONSORED ADR PFD BLOCK 879287308 8464050 94045 X 24365 0 69680
TELECENTRO SUL PARTICIPA ADR 879239101 5550 100 X 0 0 100
TELECOM ARGENTINA STET-FRANCE ADR 879273209 4013 150 X 0 0 150
TELECOM ITALIA SPA ADR 87927W106 14726 140 X 140 0 0
TELECOMUNICACOES BRASILEIRAS 879287100 6339 101420 X 27090 0 74330
TELEFONICA DE ARGENTINA S A ADR 879378206 31375 1000 X 0 0 1000
TELEFONICA DEL PERU ADR 879384105 6806 450 X 0 0 450
TELEFONICA S.A. ADR 879382208 682219 4637 X 3805 0 832
TELEFONICA S.A. ADR 879382208 625870 4254 X 3744 0 510
TELEFONOS DE MEXICO ADR NOMINATIVE 879403400 60160 15040 X 5040 0 10000
TELEKOMUNIKASI INDONESIA ADR 715684106 8706 700 X 0 0 700
TELELESTE CELULAR PARTICIPACOES ADR 87943B102 298 10 X 0 0 10
TELEMIG CELULAR PARTICIPACOES ADR 87944E105 616 25 X 0 0 25
TELENORDESTE CELULAR PAR ADR 87924W109 675 25 X 0 0 25
TELENORTE LESTE PARTICIP ADR 879246106 9281 500 X 0 0 500
TELESP CELULAR PARTICIPA ADR 87952L108 5350 200 X 0 0 200
TELESP PARTICIPACOES SA ADR 87952K100 11438 500 X 0 0 500
TELESUDESTE CELULAR PAR ADR 879252104 2900 100 X 0 0 100
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 2080050 42450 X 0 0 42450
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 39200 800 X 800 0 0
</TABLE>
PAGE 103
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TOKIO MARINE & FIRE INS LTD ADR NEW 889090403 209346 3730 X 230 0 3500
TOMKINS PLC SPONSORED ADR 890030208 7300 400 X 400 0 0
UNILEVER PLC SPONSORED ADR 904767704 2195031 58927 X 0 0 58927
VODAFONE AIRTOUCH PLC 92857T107 54049511 274363 X 255203 0 19160
VODAFONE AIRTOUCH PLC 92857T107 22163879 112507 X 109306 0 3201
VOLVO AKTIEBOLAGET ADR B 928856400 237614 8089 X 8000 0 89
XEIKON NV ADR 984003103 11375 500 X 0 0 500
YPF SOCIEDAD ANONIMA ADR 984245100 39900 1050 X 1050 0 0
</TABLE>
PAGE 104
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PREFERRED STOCK - DOMESTIC
------------------------------
AMER BANKERS IN PFD CONV SER B 6.25% 024456204 814688 7500 X N.A. N.A. N.A.
MEDIAONE GROUP INC 4.50% PFD 58440J203 6832199 45605 X N.A. N.A. N.A.
MEDIAONE GROUP INC 4.50% PFD 58440J203 16056155 107175 X N.A. N.A. N.A.
MORGAN STANLEY FIN PLC PFD 616906509 30675 1200 X N.A. N.A. N.A.
MORGAN STANLEY FIN PLC PFD 616906608 50750 2000 X N.A. N.A. N.A.
MORGAN STANLEY FIN 8.20% PFD 616906707 5075 200 X N.A. N.A. N.A.
PUBLIC STORAGE INC SER G PFD 8.875% 74460D885 9975 400 X N.A. N.A. N.A.
SEQUA CORP PFD CONV $5 817320302 405300 4200 X N.A. N.A. N.A.
</TABLE>
PAGE 105
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PREFERRED STOCK - CONVERTIBLE
------------------------------
AIRTOUCH COMM CL C PFD 4.25% CONV 00949T308 26731 181 X N.A. N.A. N.A.
AIRTOUCH COMM CL C PFD 4.25% CONV 00949T308 418546 2834 X N.A. N.A. N.A.
ARMCO INC PFD CONV $2.10 042170209 3594 100 X N.A. N.A. N.A.
ATLANTIC RICHFIELD $3 CUM CV PFD 048825202 11250 15 X N.A. N.A. N.A.
ATLANTIC RICHFIELD $3 CUM CV PFD 048825202 750 1 X N.A. N.A. N.A.
ATLANTIC RICHFIELD CO PFD CONV $2.80 048825400 259750 1039 X N.A. N.A. N.A.
ATLANTIC RICHFIELD CO PFD CONV $2.80 048825400 16750 67 X N.A. N.A. N.A.
AVISTA CORP $1.24 PFD 05379B503 5270 310 X N.A. N.A. N.A.
BETHLEHEM STL CORP PFD CV $2.50 087509402 5325 200 X N.A. N.A. N.A.
BRISTOL MYERS SQUIBB CO PFD CONV $2 110122207 4000 5 X N.A. N.A. N.A.
BRISTOL MYERS SQUIBB CO PFD CONV $2 110122207 216000 270 X N.A. N.A. N.A.
CAMDEN PPTY TR PFD 133131201 22556 900 X N.A. N.A. N.A.
CAPSTEAD MTG CORP PFD SER A CONV $1. 14067E209 31680 1980 X N.A. N.A. N.A.
CAPSTEAD MTG PFD SER B CONV $1.26 14067E308 6296 533 X N.A. N.A. N.A.
CITIZENS UTILITIES TRUST 5.00% CONV 177351202 632125 13000 X N.A. N.A. N.A.
CNF TR I SER A PFD 5.00% 12612V205 11425 200 X N.A. N.A. N.A.
CRESCENT REAL ESTATE SER 6.75% PFD 225756204 17125 1000 X N.A. N.A. N.A.
CROWN CORK & SEAL INC CONV 4.50% PFD 228255303 11672822 435350 X N.A. N.A. N.A.
CROWN CORK & SEAL INC CONV 4.50% PFD 228255303 483966 18050 X N.A. N.A. N.A.
ECHOSTAR COMMUNICATIONS CORP NEW PFD 278762307 83700 270 X N.A. N.A. N.A.
FORTUNE BRANDS INC PFD CONV $2.67 349631200 4370 23 X N.A. N.A. N.A.
FREEPORT-MCMORAN COPPER & GOPFD DEP 35671D501 93750 5000 X N.A. N.A. N.A.
GATX CORP CONV SER $2.50 PFD 361448202 203500 1100 X N.A. N.A. N.A.
KMART FINANCING CONV PFD 7.75% 498778208 23400 400 X N.A. N.A. N.A.
LORAL SPACE & COMM 6.00% CONV PFD G56462149 5245000 104900 X N.A. N.A. N.A.
MICROSOFT CORP SER A CONV $2.196 PFD 594918203 674578 6750 X N.A. N.A. N.A.
NATL AUSTRALIA BK CONV PFD 7.875% 632525309 45563 1500 X N.A. N.A. N.A.
OWENS ILL INC SER 4.75% PFD 690768502 13200 300 X N.A. N.A. N.A.
RECKSON SERIES A 7.625% CONV PFD 75621K205 2281250 100000 X N.A. N.A. N.A.
SBC COMMUNICATION CONV SER 7.75% 78387G202 4140000 60000 X N.A. N.A. N.A.
SEALED AIR CORP SER A 2.00% CONV PFD 81211K209 658000 10528 X N.A. N.A. N.A.
SEALED AIR CORP SER A 2.00% CONV PFD 81211K209 43000 688 X N.A. N.A. N.A.
SPRINT CORP PFD $1.50% SER 1 852061209 38500 100 X N.A. N.A. N.A.
SPRINT CORP PFD CONV SER 2 852061308 600000 1500 X N.A. N.A. N.A.
SPRINT CORP PFD CONV SER 2 852061308 80000 200 X N.A. N.A. N.A.
TANGER FACTORY OUTLET CTRS INC PFD A 875465205 14175 600 X N.A. N.A. N.A.
TEXTRON INC PFD CONV $2.08 883203200 94050 285 X N.A. N.A. N.A.
TEXTRON INC PFD CONV $2.08 883203200 147840 448 X N.A. N.A. N.A.
TRW INC PREF SER 1 CONV $4.40 872649504 12000 60 X N.A. N.A. N.A.
UNISYS CORP PFD SER A CONV $3.75 909214207 70986 1090 X N.A. N.A. N.A.
UNISYS CORP PFD SER A CONV $3.75 909214207 45653 701 X N.A. N.A. N.A.
WHX CORP PFD 929248201 160938 5000 X N.A. N.A. N.A.
WHX CORP PFD B 929248300 160625 5000 X N.A. N.A. N.A.
</TABLE>
PAGE 106
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PREFERRED STOCK - FOREIGN
------------------------------
BANCO BILBAO VIZCAYA INTL GIBRALTAR 059456103 2330 87 X N.A. N.A. N.A.
BARCLAY BK PLC SPON ADR REPSTG PREF 06738C505 214738 8200 X N.A. N.A. N.A.
BARCLAY BK PLC SPON ADR REPSTG PREF 06738C505 293981 11226 X N.A. N.A. N.A.
ROYAL BK SCOTLAND GROUP PLC ADR PFD 780097309 83706 3235 X N.A. N.A. N.A.
ROYAL BK SCOTLAND GROUP PLC ADR PFD 780097309 78660 3040 X N.A. N.A. N.A.
ROYAL BK SCOTLAND GROUP PLC PFD 780097606 51875 2000 X N.A. N.A. N.A.
</TABLE>
PAGE 107
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CORPORATE BONDS
------------------------------
KAMAN CORP SUB DEB 6.00% 3/15/12 * 483548AC7 183330 189000 X N.A. N.A. N.A.
</TABLE>
PAGE 108
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DOMESTIC CONVERTIBLE BONDS
------------------------------
CHECKPOINT SYS INC 5.25% 11/01/05 162825AB9 18438 25000 X N.A. N.A. N.A.
CHIQUITA BRANDS CONV 7.00% 3/28/01 170032AH9 186620 200000 X N.A. N.A. N.A.
CHOCK FULL O CONV 8.00% 9/15/06 170268AB2 122200 94000 X N.A. N.A. N.A.
CHOCK FULL O NUTS COR 7.00% 4/01/12 170268AC0 154375 125000 X N.A. N.A. N.A.
CIRRUS LOGIC INC 6.00% 12/15/03 172755AC4 1365000 2000000 X N.A. N.A. N.A.
DURA PHARMACEUTICALS 3.50% 8/01/02 26632SAA7 52938 70000 X N.A. N.A. N.A.
E TOWN CORP 6.75% 2/01/12 269242AA1 5763 5000 X N.A. N.A. N.A.
GREYHOUND LINES INC 8.500% 3/31/07 398048AD0 50000 50000 X N.A. N.A. N.A.
HERCULES INC CONV 8.00% 8/15/10 427056AK2 12836 5000 X N.A. N.A. N.A.
HOME DEPOT INC CONV 3.25% 10/01/01 437076AE2 41963 15000 X N.A. N.A. N.A.
IMPERIAL BANCORP FLT RT 8/01/99 452556AA1 13990 14000 X N.A. N.A. N.A.
INCO LTD 7.75% 3/15/16 453258AH8 23094 25000 X N.A. N.A. N.A.
KELLEY OIL & GAS 8.50% 4/01/00 487736AA8 28350 35000 X N.A. N.A. N.A.
KOLLMORGEN CORP 8.75% 5/01/09 500440AA0 333416 333000 X N.A. N.A. N.A.
MARSH SUPERMARKETS 7.00% 2/15/03 571783AB5 9900 10000 X N.A. N.A. N.A.
MEDITRUST CORP 7.50% 3/01/01 58501TAC2 75600 80000 X N.A. N.A. N.A.
MORAN ENERGY CONV 8.75% 1/15/08 616457AC1 228438 250000 X N.A. N.A. N.A.
NORAM ENERGY CONV 6.00% 3/15/12 655419AC3 68438 75000 X N.A. N.A. N.A.
NORAM ENERGY CONV 6.00% 3/15/12 655419AC3 22813 25000 X N.A. N.A. N.A.
PREMIERE TECH CONV 5.75% 7/01/04 74058FAC6 4736895 6719000 X N.A. N.A. N.A.
QUANEX CORP CONV 6.88% 6/30/07 747620AC6 10500 10000 X N.A. N.A. N.A.
SAVOY PICTURES ENTMT 7.00% 7/01/03 805375AA0 98000 100000 X N.A. N.A. N.A.
SCANDINAVIAN BRDCAST 7.25% 8/01/05 805906AA2 271250 250000 X N.A. N.A. N.A.
STANDARD COML CORP 7.25% 3/31/07 853258AA9 61500 100000 X N.A. N.A. N.A.
WASTE MGMT INC CONV 4.00% 2/01/02 94106LAA7 130000 100000 X N.A. N.A. N.A.
WMX TECHNOLOGIES 2.00% 1/24/05 92929QAF4 13020 12000 X N.A. N.A. N.A.
WMX TECHNOLOGIES 2.00% 1/24/05 92929QAF4 7595 7000 X N.A. N.A. N.A.
</TABLE>
PAGE 109
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CLOSED-END INVESTMENTS
------------------------------
ACM GOVT INC FUND * 000912105 120513 14283 X N.A. N.A. N.A.
ACM GOVT INC FUND * 000912105 57400 6803 X N.A. N.A. N.A.
ACM GOVT OPPORTUNITY FD * 000918102 7188 1000 X N.A. N.A. N.A.
ACM GOVT SECURITIES FUND INC * 000914101 26592 3324 X N.A. N.A. N.A.
ACM GOVT SECURITIES FUND INC * 000914101 28000 3500 X N.A. N.A. N.A.
ACM GOVT SPECTRUM FD INC * 000917104 3488 600 X N.A. N.A. N.A.
ADAMS EXPRESS CO * 006212104 121684 4178 X N.A. N.A. N.A.
ADAMS EXPRESS CO * 006212104 467893 16065 X N.A. N.A. N.A.
ALL AMERN TERM TR INC * 016440109 29250 2400 X N.A. N.A. N.A.
ALLIANCE WORLD DLR GOVT FD II * 01879R106 203119 20700 X N.A. N.A. N.A.
ALLIANCE WORLD DLR GOVT FD II * 01879R106 15582 1588 X N.A. N.A. N.A.
ALLMERICA SECS TR SH BEN INT * 019921105 3056 300 X N.A. N.A. N.A.
AMERICAN SELECT PORTFOLIO FD * 029570108 9694 825 X N.A. N.A. N.A.
AMERICAN STRATEGIC INCOME II FD * 030099105 5009 424 X N.A. N.A. N.A.
ARGENTINA FD INC * 040112104 4290 390 X N.A. N.A. N.A.
ASA LTD COM * 002050102 18356 1100 X N.A. N.A. N.A.
ASIA PACIFIC FUND INC COM * 044901106 21588 2200 X N.A. N.A. N.A.
ASIA PACIFIC FUND INC COM * 044901106 25463 2595 X N.A. N.A. N.A.
ASIA TIGERS FUND INC * 04516T105 4750 500 X N.A. N.A. N.A.
BAKER FENTRESS & COMPANY * 057213100 20843 1097 X N.A. N.A. N.A.
BAKER FENTRESS & COMPANY * 057213100 1957 103 X N.A. N.A. N.A.
BLACKROCK ADVANTAGE TERM TR INC FD * 09247A101 9688 1000 X N.A. N.A. N.A.
BLACKROCK HIGH YIELD TR SHS * 09248N102 546581 36900 X N.A. N.A. N.A.
BLACKROCK INCOME TR INC * 09247F100 6688 1000 X N.A. N.A. N.A.
BLACKROCK INSD MUN TERM TR INC * 092474105 348000 32000 X N.A. N.A. N.A.
BLACKROCK INSD MUN TERM TR INC * 092474105 28275 2600 X N.A. N.A. N.A.
BLACKROCK INSD MUN 2008 TERM TR INC * 09247K109 15375 1000 X N.A. N.A. N.A.
BLACKROCK NORTH AMER GOVT INC TR * 092475102 645500 64550 X N.A. N.A. N.A.
BLACKROCK STRATEGIC TERM TR INC * 09247P108 862297 95150 X N.A. N.A. N.A.
BLACKROCK TARGET TERM TR INC * 092476100 213993 22233 X N.A. N.A. N.A.
BLACKROCK 1999 TERM TR INC * 09247T100 85463 8600 X N.A. N.A. N.A.
BLACKROCK 2001 TERM TR INC * 092477108 823500 91500 X N.A. N.A. N.A.
BLACKROCK 2001 TERM TR INC * 092477108 9900 1100 X N.A. N.A. N.A.
BRAZIL FUND INC COM * 105759104 9145 620 X N.A. N.A. N.A.
CENTRAL FUNDS OF CANADA LTD A * 153501101 18750 5000 X N.A. N.A. N.A.
CHILE FUND INC * 168834109 4625 400 X N.A. N.A. N.A.
CHINA FUND INC * 169373107 3078 250 X N.A. N.A. N.A.
CHINA FUND INC * 169373107 2463 200 X N.A. N.A. N.A.
CIGNA FDS HIGH INCOME SHS * 12551D109 47325 6417 X N.A. N.A. N.A.
CLEMENTE STRATEGIC VALUE FD * 185569100 14750 1000 X N.A. N.A. N.A.
COHEN & STEERS RLTY INCOME FD INC * 19247P107 1700 200 X N.A. N.A. N.A.
COLONIAL HIGH INCOME MUN TR * 195743109 47625 6000 X N.A. N.A. N.A.
COLONIAL MUNICIPAL INCOME TRUST * 195799101 17550 2600 X N.A. N.A. N.A.
</TABLE>
PAGE 110
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CORPORATE HIGH YIELD FD III INC COM * 219925104 133549 10526 X N.A. N.A. N.A.
CORPORATE HIGH YIELD FD III INC COM * 219925104 13119 1034 X N.A. N.A. N.A.
CREDIT SUISSE ASSET MGMT INC COM * 224916106 3813 500 X N.A. N.A. N.A.
CREDIT SUISSE ASSET MGMT INC COM * 224916106 7625 1000 X N.A. N.A. N.A.
DELAWARE GROUP DIVID & INCOME FD INC * 245915103 5425 350 X N.A. N.A. N.A.
DLJ HIGH YIELD BD FD * 23322Y108 48366 5374 X N.A. N.A. N.A.
DREYFUS MUNICIPAL INCOME FUND * 26201R102 97767 11418 X N.A. N.A. N.A.
DREYFUS NY MUNI INCOME INC FUND * 26201T108 24369 2785 X N.A. N.A. N.A.
DREYFUS STRATEGIC GOVTS INCOME INC * 261938104 5175 600 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNS INC * 261932107 13092 1425 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNS INC * 261932107 9188 1000 X N.A. N.A. N.A.
DUFF & PHELPS UTILITIES INC FUND * 264324104 16469 1550 X N.A. N.A. N.A.
DUFF & PHELPS UTILITIES INC FUND * 264324104 56918 5357 X N.A. N.A. N.A.
ELLSWORTH CONV GROWTH & INCOME FD * 289074106 14438 1500 X N.A. N.A. N.A.
EUROPE FD INC * 29874M103 32775 1900 X N.A. N.A. N.A.
EXCELSIOR INCOME SHS INC * 300723103 54031 3500 X N.A. N.A. N.A.
FIRST AUSTRALIA PRIME INCOME FUND * 318653102 330941 50914 X N.A. N.A. N.A.
FIRST AUSTRALIA PRIME INCOME FUND * 318653102 205647 31638 X N.A. N.A. N.A.
FIRST COMWLTH FD INC * 31983F102 118300 11200 X N.A. N.A. N.A.
FORT DEARBORN INC SECS COM * 347200107 14375 1000 X N.A. N.A. N.A.
FORTIS SECURITIES INC COM * 34955T100 888 100 X N.A. N.A. N.A.
FRANCE GROWTH FUND * 35177K108 13750 1000 X N.A. N.A. N.A.
GABELLI EQUITY TR INC * 362397101 37756 3051 X N.A. N.A. N.A.
GABELLI EQUITY TR INC * 362397101 606 49 X N.A. N.A. N.A.
GABELLI GLOBAL MULTIMEDIA TR INC COM * 36239Q109 3660 244 X N.A. N.A. N.A.
GENERAL AMERICAN INVESTORS INC COM * 368802104 71297 2177 X N.A. N.A. N.A.
GENERAL AMERICAN INVESTORS INC COM * 368802104 62520 1909 X N.A. N.A. N.A.
GERMANY FUND INC * 374143105 14125 1000 X N.A. N.A. N.A.
GLOBAL HIGH INC DLR FD INC COM * 37933G108 17250 1500 X N.A. N.A. N.A.
GREATER CHINA FD INC * 39167B102 11964 1235 X N.A. N.A. N.A.
H & Q HEALTHCARE FD SH BEN INT * 404052102 4980 342 X N.A. N.A. N.A.
HANCOCK JOHN INCOME SECS TR SBI * 410123103 8325 600 X N.A. N.A. N.A.
HANCOCK JOHN INCOME SECS TR SBI * 410123103 72774 5245 X N.A. N.A. N.A.
HANCOCK JOHN INVEST TR * 410142103 45598 2490 X N.A. N.A. N.A.
HANCOCK JOHN INVEST TR * 410142103 18953 1035 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PREM DIV FD II * 41013T105 17300 1600 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PREM DIVID FD I * 41013Q101 73672 8243 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PREM DIVID FD I * 41013Q101 351360 39313 X N.A. N.A. N.A.
HIGH INCOME OPPORTUNITY FD * 42967Q105 1827 173 X N.A. N.A. N.A.
HYPERION TOTAL RETURN FD INC * 449145101 124688 15000 X N.A. N.A. N.A.
HYPERION 1999 TERM TR INC * 448913103 872976 122523 X N.A. N.A. N.A.
HYPERION 1999 TERM TR INC * 448913103 14250 2000 X N.A. N.A. N.A.
HYPERION 2002 TERM TR INC * 448915108 1007513 120300 X N.A. N.A. N.A.
HYPERION 2002 TERM TR INC * 448915108 13819 1650 X N.A. N.A. N.A.
</TABLE>
PAGE 111
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HYPERION 2005 INVT GRADE OPPORTUNITY * 448918102 68994 8300 X N.A. N.A. N.A.
INCOME OPPORTUNITIES FD 1999 INC * 45333P107 149150 15200 X N.A. N.A. N.A.
INDIA FUND INC * 454089103 21564 2170 X N.A. N.A. N.A.
INDONESIA FD INC * 455778100 14569 2100 X N.A. N.A. N.A.
INDONESIA FD INC * 455778100 3469 500 X N.A. N.A. N.A.
INVESCO GLOBAL HEALTH SCIENCES FUND * 46128N109 797 50 X N.A. N.A. N.A.
INVESCO GLOBAL HEALTH SCIENCES FUND * 46128N109 12575 789 X N.A. N.A. N.A.
IRISH INVT FD INC * 462710104 24750 1500 X N.A. N.A. N.A.
JAKARTA GROWTH FUND * 470120106 9688 2500 X N.A. N.A. N.A.
JARDINE FLEMING CHINA REGION FD INC * 471110106 1750 200 X N.A. N.A. N.A.
JOHN HANCOCK BANK & THRIFT OPP FUND * 409735107 88464 9312 X N.A. N.A. N.A.
KEMPER MUNI INCOME TR SH BEN INT * 48842C104 6156 500 X N.A. N.A. N.A.
KEMPER STRATEGIC INCOME TRUST * 488426107 6700 400 X N.A. N.A. N.A.
KLEINWORT BENSON AUSTRAL INCOME FD * 498577105 126225 18700 X N.A. N.A. N.A.
KOREA EQUITY FUND INC * 50063B104 6563 1250 X N.A. N.A. N.A.
KOREA FD * 500634100 38675 2600 X N.A. N.A. N.A.
KOREA FD * 500634100 35596 2393 X N.A. N.A. N.A.
KOREAN INVT FD INC * 500637103 6200 800 X N.A. N.A. N.A.
LATIN AMERICAN EQUITY FUND * 51827T100 24150 2300 X N.A. N.A. N.A.
LIBERTY ALL STAR EQUITY FUND * 530158104 8676 631 X N.A. N.A. N.A.
LIBERTY ALL STAR EQUITY FUND * 530158104 48703 3542 X N.A. N.A. N.A.
LINCOLN NATL CONV SECS FD INC COM * 534183108 14000 1000 X N.A. N.A. N.A.
MA HLTH & ED TAX EX TR SBI * 575672100 41063 3000 X N.A. N.A. N.A.
MA HLTH & ED TAX EX TR SBI * 575672100 5475 400 X N.A. N.A. N.A.
MALAYSIA FD INC * 560905101 3656 500 X N.A. N.A. N.A.
MANAGED HIGH INCOME PORTFOLIO INC * 56166C105 30563 3000 X N.A. N.A. N.A.
MANAGED HIGH INCOME PORTFOLIO INC * 56166C105 8150 800 X N.A. N.A. N.A.
MANAGED MUNS PORTFOLIO INC * 561662107 4431 417 X N.A. N.A. N.A.
MASS MUTUAL PARTICIPATION INVESTORS * 576299101 16188 1400 X N.A. N.A. N.A.
MASS MUTUAL PARTICIPATION INVESTORS * 576299101 147040 12717 X N.A. N.A. N.A.
MASSMUTUAL CORP INVESTORS FUND * 576292106 103261 4615 X N.A. N.A. N.A.
MASSMUTUAL CORP INVESTORS FUND * 576292106 374535 16739 X N.A. N.A. N.A.
MEXICO FD INC * 592835102 5540 320 X N.A. N.A. N.A.
MFS CHARTER INCOME TRUST * 552727109 72376 8155 X N.A. N.A. N.A.
MFS CHARTER INCOME TRUST * 552727109 2663 300 X N.A. N.A. N.A.
MFS GOVERNMENT MARKETS INCOME TRUST * 552939100 391250 62600 X N.A. N.A. N.A.
MFS GOVERNMENT MARKETS INCOME TRUST * 552939100 6250 1000 X N.A. N.A. N.A.
MFS INTERMEDIATE INCOME TRUST * 55273C107 154957 24071 X N.A. N.A. N.A.
MFS INTERMEDIATE INCOME TRUST * 55273C107 95758 14875 X N.A. N.A. N.A.
MFS MULTIMARKET INCOME TRUST * 552737108 8478 1317 X N.A. N.A. N.A.
MFS MULTIMARKET INCOME TRUST * 552737108 50637 7866 X N.A. N.A. N.A.
MFS MUNICIPAL INCOME TRUST * 552738106 4094 500 X N.A. N.A. N.A.
MIDCAP SPDR TR COM * 595635103 23531 300 X N.A. N.A. N.A.
</TABLE>
PAGE 112
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MONTGOMERY STREET INCOME SECURITIES * 614115103 176875 10000 X N.A. N.A. N.A.
MORGAN GRENFELL SMALLCAP FD INC * 617357108 1413 133 X N.A. N.A. N.A.
MORGAN STANLEY DEAN WITTER GOVT FD * 61745P106 108000 12800 X N.A. N.A. N.A.
MSDW ASIA-PACIFIC FD INC * 61744U106 69165 7186 X N.A. N.A. N.A.
MSDW EMERGING MKTS FD INC * 61744G107 116875 10000 X N.A. N.A. N.A.
MSDW HIGH INCOME ADVANTAGE TR III * 61745P403 12500 2000 X N.A. N.A. N.A.
MSDW INDIA INVT FD INC * 61745C105 2713 280 X N.A. N.A. N.A.
MSDW INDIA INVT FD INC * 61745C105 3875 400 X N.A. N.A. N.A.
MSDW INSURED MUNI TRUST * 61745P866 10238 700 X N.A. N.A. N.A.
MSDW MUNI INCOME TRUST II * 61745P478 30600 3600 X N.A. N.A. N.A.
MSDW NY QUALITY MUNI SECS * 61745P528 121329 9333 X N.A. N.A. N.A.
MSDW QUALITY MUNI INCOME * 61745P734 178425 12200 X N.A. N.A. N.A.
MSDW QUALITY MUNI INCOME * 61745P734 10238 700 X N.A. N.A. N.A.
MSDW QUALITY MUNI SEC * 61745P585 40300 3100 X N.A. N.A. N.A.
MUNICIPAL HIGH INCOME FD INC * 626214100 17750 2000 X N.A. N.A. N.A.
MUNIENHANCED FD INC * 626243109 5313 500 X N.A. N.A. N.A.
MUNIVEST FD INC * 626295109 152238 16025 X N.A. N.A. N.A.
MUNIVEST FD INC * 626295109 38570 4060 X N.A. N.A. N.A.
MUNIYIELD FD INC * 626299101 50575 3503 X N.A. N.A. N.A.
MUNIYIELD INSD FD INC * 62630E107 8297 590 X N.A. N.A. N.A.
MUNIYIELD NY INSURED FUND II * 62630P102 23477 1692 X N.A. N.A. N.A.
MUNIYIELD QUALITY FD II INC * 62630T104 6838 521 X N.A. N.A. N.A.
MUNIYIELD QUALITY FD INC * 626302103 47824 3510 X N.A. N.A. N.A.
NEW GERMANY FD INC * 644465106 66032 5418 X N.A. N.A. N.A.
NUVEEN CALIF INVT QUALITY MUN FD INC * 67062A101 65000 4000 X N.A. N.A. N.A.
NUVEEN CONN PREM INCOME MUN FD * 67060D107 101692 6234 X N.A. N.A. N.A.
NUVEEN CONN PREM INCOME MUN FD * 67060D107 38595 2366 X N.A. N.A. N.A.
NUVEEN INSD MUN OPPORTUNITY FD INC * 670984103 128623 8504 X N.A. N.A. N.A.
NUVEEN INSD MUN OPPORTUNITY FD INC * 670984103 1513 100 X N.A. N.A. N.A.
NUVEEN INSD PREM INCOME MUN FD 2 * 6706D8104 32398 2541 X N.A. N.A. N.A.
NUVEEN INSD PREM INCOME MUN FD 2 * 6706D8104 19444 1525 X N.A. N.A. N.A.
NUVEEN INVT QUALITY MUN FD INC * 67062E103 9075 600 X N.A. N.A. N.A.
NUVEEN MASS PREM INCOME MUN FD * 67061E104 29656 1825 X N.A. N.A. N.A.
NUVEEN MUN MKT OPPORTUNITY FD COM * 67062W103 103538 6600 X N.A. N.A. N.A.
NUVEEN MUN MKT OPPORTUNITY FD COM * 67062W103 78908 5030 X N.A. N.A. N.A.
NUVEEN MUNI ADVANTAGE FD INC COM * 67062H106 311426 20092 X N.A. N.A. N.A.
NUVEEN MUNI ADVANTAGE FD INC COM * 67062H106 10850 700 X N.A. N.A. N.A.
NUVEEN MUNI INCOME FUND INC * 67062J102 10631 900 X N.A. N.A. N.A.
NUVEEN MUNI VALUE FD INC * 670928100 97645 10628 X N.A. N.A. N.A.
NUVEEN MUNI VALUE FD INC * 670928100 231525 25200 X N.A. N.A. N.A.
NUVEEN N Y INVT QUALITY MUN FD INC * 67062X101 21875 1400 X N.A. N.A. N.A.
NUVEEN N Y QUALITY INCOME MUN FD INC * 670986108 101641 6665 X N.A. N.A. N.A.
NUVEEN NJ INVT QUALITY MUN FD INC * 670971100 14231 900 X N.A. N.A. N.A.
</TABLE>
PAGE 113
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NUVEEN NY MUNICIPAL VALUE FUND INC * 67062M105 18375 2000 X N.A. N.A. N.A.
NUVEEN NY PERFORMANCE MUNI FD * 67062R104 110831 6900 X N.A. N.A. N.A.
NUVEEN NY SELECT QUALITY MUN FD INC * 670976109 16000 1000 X N.A. N.A. N.A.
NUVEEN PERFORMANCE PLUS MUN FD INC * 67062P108 95585 6399 X N.A. N.A. N.A.
NUVEEN PERFORMANCE PLUS MUN FD INC * 67062P108 20166 1350 X N.A. N.A. N.A.
NUVEEN PREM INCOME MUN FD 2 INC * 67063W102 45124 2865 X N.A. N.A. N.A.
NUVEEN PREM INCOME MUN FD 4 INC * 6706K4105 30966 2202 X N.A. N.A. N.A.
NUVEEN PREMIER MUN INCOME FD INC * 670988104 15125 1000 X N.A. N.A. N.A.
NUVEEN PREMIUM INC MUNI FD INC * 67062T100 249038 17400 X N.A. N.A. N.A.
NUVEEN PREMIUM INC MUNI FD INC * 67062T100 2863 200 X N.A. N.A. N.A.
NUVEEN QUALITY INCOME MUN FD INC * 670977107 68086 4375 X N.A. N.A. N.A.
NUVEEN QUALITY INCOME MUN FD INC * 670977107 181786 11681 X N.A. N.A. N.A.
NUVEEN SELECT TAX FREE INCOME PORT 2 * 67063C106 7594 500 X N.A. N.A. N.A.
NUVEEN SELECT TAX-FREE INCOME * 67062F100 15188 1000 X N.A. N.A. N.A.
OPPENHEIMER MULTI-SECTOR INCOME TR * 683933105 17500 2000 X N.A. N.A. N.A.
PETROLEUM & RESOURCES CORP * 716549100 131946 3797 X N.A. N.A. N.A.
PILGRIM PRIME RATE TR NEW * 72146W103 94411 9938 X N.A. N.A. N.A.
PILGRIM PRIME RATE TR NEW * 72146W103 60088 6325 X N.A. N.A. N.A.
PIMCO COML MTG SECS TR INC COM * 693388100 4428 325 X N.A. N.A. N.A.
PIONEER INT SHS INC * 723703104 5781 500 X N.A. N.A. N.A.
PREFERRED INCOME OPPORTUNITY FD INC * 74037H104 23250 2000 X N.A. N.A. N.A.
PROSPECT STR HIGH INCOME PORT FD * 743586406 252821 27332 X N.A. N.A. N.A.
PUTNAM HIGH INCOME CONV & BD FD * 746779107 5041 568 X N.A. N.A. N.A.
PUTNAM HIGH INCOME CONV & BD FD * 746779107 14200 1600 X N.A. N.A. N.A.
PUTNAM HIGH YIELD MUN TR * 746781103 11000 1000 X N.A. N.A. N.A.
PUTNAM HIGH YIELD MUN TR * 746781103 11000 1000 X N.A. N.A. N.A.
PUTNAM INVT GRADE MUN TR * 746805100 49219 3500 X N.A. N.A. N.A.
PUTNAM INVT GRADE MUN TR II * 746806108 101064 6940 X N.A. N.A. N.A.
PUTNAM MANAGED HIGH YIELD TRUST * 746819101 25888 1900 X N.A. N.A. N.A.
PUTNAM MANAGED MUN INCOME TR * 746823103 30041 2641 X N.A. N.A. N.A.
PUTNAM MANAGED MUN INCOME TR * 746823103 10806 950 X N.A. N.A. N.A.
PUTNAM MASTER INCOME TR SH BEN INT * 74683K104 3719 500 X N.A. N.A. N.A.
PUTNAM MASTER INCOME TR SH BEN INT * 74683K104 148750 20000 X N.A. N.A. N.A.
PUTNAM MASTER INTER INCOME TR SBI * 746909100 40796 5627 X N.A. N.A. N.A.
PUTNAM MASTER INTER INCOME TR SBI * 746909100 5684 784 X N.A. N.A. N.A.
PUTNAM MUN OPPORTUNITIES TR FD * 746922103 192913 13420 X N.A. N.A. N.A.
PUTNAM PREMIER INCOME TR SH BEN INT * 746853100 38014 4905 X N.A. N.A. N.A.
PUTNAM PREMIER INCOME TR SH BEN INT * 746853100 62000 8000 X N.A. N.A. N.A.
PUTNAM TAX FREE HEALTH CARE FD * 746920107 16849 1167 X N.A. N.A. N.A.
ROYCE FOCUS TRUST INC COM * 78080N108 2469 500 X N.A. N.A. N.A.
ROYCE MICRO-CAP TRUST INC * 780915104 50228 5953 X N.A. N.A. N.A.
ROYCE VALUE TRUST INC * 780910105 78414 5918 X N.A. N.A. N.A.
SALOMON BROS FD INC * 795477108 157826 7966 X N.A. N.A. N.A.
SALOMON BROS FD INC * 795477108 40497 2044 X N.A. N.A. N.A.
</TABLE>
PAGE 114
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SALOMON BROS HIGH INCOME FD II COM * 794907105 44406 3500 X N.A. N.A. N.A.
SCUDDER GLOBAL HIGH INCOME FD * 81115E101 32445 5768 X N.A. N.A. N.A.
SCUDDER NEW ASIA FD INC * 811183102 4406 300 X N.A. N.A. N.A.
SMITH BARNEY INTERMEDIATE MUNI FD * 831802103 9500 1000 X N.A. N.A. N.A.
SOURCE CAPITAL INC COM * 836144105 28786 583 X N.A. N.A. N.A.
SOURCE CAPITAL INC COM * 836144105 11504 233 X N.A. N.A. N.A.
STRATEGIC GLOBAL INCOME FD INC * 862719101 47144 4214 X N.A. N.A. N.A.
STRATEGIC GLOBAL INCOME FD INC * 862719101 25284 2260 X N.A. N.A. N.A.
SWISS HELVETIA FD INC * 870875101 30663 2200 X N.A. N.A. N.A.
TCW CONV SECURITIES FD INC * 872340104 11050 1119 X N.A. N.A. N.A.
TEMPLETON DRAGON FD INC * 88018T101 131644 11900 X N.A. N.A. N.A.
TEMPLETON EMERG MKTS INC FUND * 880192109 10353 952 X N.A. N.A. N.A.
TEMPLETON EMERGING MARKETS FUND INC * 880191101 242403 16296 X N.A. N.A. N.A.
TEMPLETON EMERGING MARKETS FUND INC * 880191101 14875 1000 X N.A. N.A. N.A.
TEMPLETON GLOBAL GOVTS INCOME TR * 879929107 6046 904 X N.A. N.A. N.A.
TEMPLETON GLOBAL INCOME FD INC * 880198106 181781 27700 X N.A. N.A. N.A.
TEMPLETON GLOBAL INCOME FD INC * 880198106 19688 3000 X N.A. N.A. N.A.
THAI CAPITAL FUND INC COM * 882905102 7500 1132 X N.A. N.A. N.A.
TRI-CONTINENTAL CORP FD * 895436103 37795 1252 X N.A. N.A. N.A.
TRI-CONTINENTAL CORP FD * 895436103 341662 11318 X N.A. N.A. N.A.
TURKISH INVESTMENT FUND * 900145103 7125 1000 X N.A. N.A. N.A.
VAN KAMPEN ADVANTAGE MUNI INCOME TR * 921124103 496633 33670 X N.A. N.A. N.A.
VAN KAMPEN ADVANTAGE MUNI INCOME TR * 921124103 7375 500 X N.A. N.A. N.A.
VAN KAMPEN AMER CAP TR INVT GRADE NJ * 920933108 24656 1500 X N.A. N.A. N.A.
VAN KAMPEN AMERICAN CAPITAL MUNI TR * 920919107 3038 200 X N.A. N.A. N.A.
VAN KAMPEN AMERN CAP CONV SECS FD * 920956109 25085 1160 X N.A. N.A. N.A.
VAN KAMPEN BOND FUND INC COMMON * 920955101 17875 1000 X N.A. N.A. N.A.
VAN KAMPEN BOND FUND INC COMMON * 920955101 1788 100 X N.A. N.A. N.A.
VAN KAMPEN MASSACHUSETTS VALUE MUNI * 92112R102 2825 200 X N.A. N.A. N.A.
VAN KAMPEN MUNICIPAL INCOME TRUST CO * 920909108 19250 2000 X N.A. N.A. N.A.
VAN KAMPEN MUNICIPAL INCOME TRUST CO * 920909108 9625 1000 X N.A. N.A. N.A.
VAN KAMPEN NY QUALITY MUNICIPAL TR * 920922101 84041 5422 X N.A. N.A. N.A.
VAN KAMPEN SENIOR INCOME TRUST * 920961109 475000 50000 X N.A. N.A. N.A.
VAN KAMPEN TRUST INSURED MUNICIPAL * 920928108 7336 448 X N.A. N.A. N.A.
VAN KAMPEN TRUST INVESTMENT GRADE * 920929106 82481 5300 X N.A. N.A. N.A.
VAN KAMPEN VALUE MUNICIPAL INCOME TR * 921132106 22000 1600 X N.A. N.A. N.A.
VESTAUR SECURITIES INC * 925464109 1319 100 X N.A. N.A. N.A.
WEBS INDEX FD INC MEXICO SER * 92923H863 4960 320 X N.A. N.A. N.A.
WEBS INDEX FD INC SINGAPORE * 92923H848 16474 1910 X N.A. N.A. N.A.
ZWEIG FUND INC * 989834106 102027 9171 X N.A. N.A. N.A.
ZWEIG FUND INC * 989834106 33375 3000 X N.A. N.A. N.A.
ZWEIG TOTAL RETURN FD INC * 989837109 34 4 X N.A. N.A. N.A.
ZWEIG TOTAL RETURN FD INC * 989837109 25500 3000 X N.A. N.A. N.A.
</TABLE>
PAGE 115
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1838 BD DEB TRADING FD COM * 282520105 12422 625 X N.A. N.A. N.A.
1838 BD DEB TRADING FD COM * 282520105 7453 375 X N.A. N.A. N.A.
2002 TARGET TERM TR INC * 902106103 23504 1664 X N.A. N.A. N.A.
</TABLE>
PAGE 116
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OTHER MUTUAL FUNDS
------------------------------
MSDW ESTN EUCOM * 616988101 15125 1000 X N.A. N.A. N.A.
</TABLE>
PAGE 117
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WARRANTS & RIGHTS
------------------------------
ADVANTICA RESTAURANT WTS 1/07/05 * 00758B117 1 1 X N.A. N.A. N.A.
AES CORP WARRANTS 7/31/00 * 00130H113 516 6 X N.A. N.A. N.A.
ALZA CORPORATION WT 12/31/99 * 022615157 29 234 X N.A. N.A. N.A.
ALZA CORPORATION WT 12/31/99 * 022615157 13 106 X N.A. N.A. N.A.
ANACOMP INCORPORATED WT 6/03/01 * 032371114 9 1 X N.A. N.A. N.A.
ANACOMP INCORPORATED WT 6/03/01 * 032371114 146 16 X N.A. N.A. N.A.
BJ SVCS CO WTS 4/13/00 * 055482111 62 2 X N.A. N.A. N.A.
CHECKERS DRIVE-IN WTS 12/22/00 * 162809115 14 111 X N.A. N.A. N.A.
DIGITAL VIDEO SYS CL A WT 5/08/01 * 25387R118 219 1400 X N.A. N.A. N.A.
FLEET FNCL GROUP INC WT 1/26/01 * 338915119 30960 688 X N.A. N.A. N.A.
FLEET FNCL GROUP INC WT 1/26/01 * 338915119 2520 56 X N.A. N.A. N.A.
GOLDEN ST BANCORP INC LITIG TRAC WT * 381197136 1313 1000 X N.A. N.A. N.A.
GOLDEN ST BANCORP INC WTS 8/20/00 * 381197128 3539 286 X N.A. N.A. N.A.
IMC GLOBAL INC WTS 1/01/00 * 449669118 235 418 X N.A. N.A. N.A.
IMC GLOBAL INC WTS 1/01/00 * 449669118 367 652 X N.A. N.A. N.A.
INDIGO N V WTS 10/21 10/21/01 * N44495120 1089 2049 X N.A. N.A. N.A.
MORRISON KNUDSEN WTS 3/11/03 * 61844A117 11 3 X N.A. N.A. N.A.
MORRISON KNUDSEN WTS 3/11/03 * 61844A117 77 22 X N.A. N.A. N.A.
NTN COMMUNICATIONS INC WTS 2/18/01 * 629410143 112 56 X N.A. N.A. N.A.
PE CORP WTS 9/11/03 * 69332S110 143 11 X N.A. N.A. N.A.
TOTAL FIN S A WTS 8/05/03 * F9212D142 7452 324 X N.A. N.A. N.A.
VIACOM INC WT CL B 7/07/99 * 925524134 2220 120 X N.A. N.A. N.A.
VIACOM INC WT CL B 7/07/99 * 925524134 13820 747 X N.A. N.A. N.A.
WANG LABS INC NEW WTS 7/02/01 * 93369N117 741 96 X N.A. N.A. N.A.
</TABLE>
PAGE 118
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LIMITED PARTNERSHIPS
------------------------------
ALLIANCE CAPTIAL MANAGEMENT L P * 018548107 160270 4960 X N.A. N.A. N.A.
ALLIANCE CAPTIAL MANAGEMENT L P * 018548107 949988 29400 X N.A. N.A. N.A.
AMERICAN INSURED MOTGAGE INV 86 L P * 02686F103 6875 1250 X N.A. N.A. N.A.
AMERIGAS PARTNERS L P * 030975106 10094 500 X N.A. N.A. N.A.
AMERIGAS PARTNERS L P * 030975106 6056 300 X N.A. N.A. N.A.
BORDEN CHEMICALS & PLASTICS L P * 099541203 18525 2600 X N.A. N.A. N.A.
BOSTON CELTICS L P * 100577105 7481 630 X N.A. N.A. N.A.
BOSTON CELTICS L P * 100577105 1188 100 X N.A. N.A. N.A.
BUCKEYE PARTNERS L P * 118230101 291500 10600 X N.A. N.A. N.A.
BUCKEYE PARTNERS L P * 118230101 682000 24800 X N.A. N.A. N.A.
CEDAR FAIR L P * 150185106 201994 8100 X N.A. N.A. N.A.
CEDAR FAIR L P * 150185106 159600 6400 X N.A. N.A. N.A.
EOTT ENERGY PARTNERS L P * 294103106 35750 2000 X N.A. N.A. N.A.
EOTT ENERGY PARTNERS L P * 294103106 8938 500 X N.A. N.A. N.A.
FERRELLGAS PARTNERS L P * 315293100 33875 2000 X N.A. N.A. N.A.
FERRELLGAS PARTNERS L P * 315293100 33875 2000 X N.A. N.A. N.A.
HALLWOOD REALTY PARTNERS L P * 40636T203 51083 834 X N.A. N.A. N.A.
KANEB PIPE LINE PARTNERS L P * 484169107 88900 2800 X N.A. N.A. N.A.
KINDER MORGAN ENERGY PARTNERS L P * 494550106 402190 10870 X N.A. N.A. N.A.
KINDER MORGAN ENERGY PARTNERS L P * 494550106 403189 10897 X N.A. N.A. N.A.
LAKEHEAD PIPE LINE PARTNERS L P * 511557100 219688 5000 X N.A. N.A. N.A.
LAKEHEAD PIPE LINE PARTNERS L P * 511557100 92269 2100 X N.A. N.A. N.A.
NEW ENGLAND REALTY ASSOCIATES L P * 644206104 1100 100 X N.A. N.A. N.A.
NEWHALL LD & FARMING CO CA L P * 651426108 664875 27000 X N.A. N.A. N.A.
NORTHERN BORDER PARTNERS L P * 664785102 139781 4500 X N.A. N.A. N.A.
OXFORD TAX EXEMPT FUND II L P * 69181P100 36844 1500 X N.A. N.A. N.A.
PHOSPHATE RESOURCE PARTNERS LTD * 719217101 301 28 X N.A. N.A. N.A.
PHOSPHATE RESOURCE PARTNERS LTD * 719217101 30960 2880 X N.A. N.A. N.A.
PIMCO ADVISORS HLDGS L P * 69338P102 185045 6220 X N.A. N.A. N.A.
PIMCO ADVISORS HLDGS L P * 69338P102 64974 2184 X N.A. N.A. N.A.
PLAINS ALL AMERICAN PIPELINE L P * 726503105 18563 1000 X N.A. N.A. N.A.
PLUM CREEK TIMBER CO L P * 729237107 589444 18900 X N.A. N.A. N.A.
PLUM CREEK TIMBER CO L P * 729237107 1259975 40400 X N.A. N.A. N.A.
STAR GAS PARTNERS L P * 85512C105 17188 1000 X N.A. N.A. N.A.
TEPPCO PARTNERS L P * 872384102 129025 5200 X N.A. N.A. N.A.
TEPPCO PARTNERS L P * 872384102 59550 2400 X N.A. N.A. N.A.
</TABLE>
PAGE 119
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GRANTOR TRUST INTEREST
------------------------------
CITY INVESTING LIQUIDATING TR * 177900107 688 537 X N.A. N.A. N.A.
CITY INVESTING LIQUIDATING TR * 177900107 1051 820 X N.A. N.A. N.A.
FREEPRT MCMORAN OIL/GAS RLTY INT UNT * 356713107 158 336 X N.A. N.A. N.A.
FREEPRT MCMORAN OIL/GAS RLTY INT UNT * 356713107 454 968 X N.A. N.A. N.A.
LL & E ROYALTY TR UNITS BEN INT * 502003106 634 350 X N.A. N.A. N.A.
LL & E ROYALTY TR UNITS BEN INT * 502003106 1189 656 X N.A. N.A. N.A.
MESA OFFSHORE TR.UNIT BEN.INT * 590650107 19 400 X N.A. N.A. N.A.
SABINE RTY TR UNIT BEN INT * 785688102 2875 200 X N.A. N.A. N.A.
TEXAS PACIFIC LAND TRUST * 882610108 44750 1000 X N.A. N.A. N.A.
</TABLE>
PAGE 120
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UNIT INVESTMENT TRUSTS-EQUITY
------------------------------
EQUITY INC FD EXCH SER 1/AT&T MO * 294700703 1195733 5773 X N.A. N.A. N.A.
EQUITY INC FD EXCH SER 1/AT&T MO * 294700703 742336 3584 X N.A. N.A. N.A.
NASDAQ GOLD TR * 631100104 44948 390 X N.A. N.A. N.A.
NASDAQ GOLD TR * 631100104 5763 50 X N.A. N.A. N.A.
</TABLE>
PAGE 121
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
REAL ESTATE INVESTMENT TRUSTS
------------------------------
AEGIS RLTY INC * 00760P104 42527 4334 X N.A. N.A. N.A.
ALEXANDRIA REAL ESTATE EQUITIES * 015271109 640625 20500 X N.A. N.A. N.A.
AMERICAN HEALTH PPTYS INC * 026494104 21594 1073 X N.A. N.A. N.A.
AMERICAN INDL PPTYS REIT NEW * 026791202 9379 664 X N.A. N.A. N.A.
AMLI RESIDENTIAL PPTYS TR * 001735109 8950 400 X N.A. N.A. N.A.
APARTMENT INVT & MGMT CO CL A REIT * 03748R101 2029556 47475 X N.A. N.A. N.A.
APARTMENT INVT & MGMT CO CL A REIT * 03748R101 51300 1200 X N.A. N.A. N.A.
ARCHSTONE CMNTYS TR SH BEN INT REIT * 039581103 1436906 65500 X N.A. N.A. N.A.
ARCHSTONE CMNTYS TR SH BEN INT REIT * 039581103 11802 538 X N.A. N.A. N.A.
ATLANTIC REALTY TRUST INC * 048798102 268 33 X N.A. N.A. N.A.
AVALONBAY CMNTYS INC * 053484101 1254300 33900 X N.A. N.A. N.A.
AVALONBAY CMNTYS INC * 053484101 109668 2964 X N.A. N.A. N.A.
BEDFORD PPTY INVS INC COM * 076446301 57200 3200 X N.A. N.A. N.A.
BERKSHIRE RLTY INC * 084710102 11563 1000 X N.A. N.A. N.A.
BOSTON PROPERTIES INC REIT * 101121101 1287016 35875 X N.A. N.A. N.A.
BOSTON PROPERTIES INC REIT * 101121101 226192 6305 X N.A. N.A. N.A.
BRADLEY REAL ESTATE INC * 104580105 107900 5200 X N.A. N.A. N.A.
BRANDYWINE REALTY TRUST COM * 105368203 4291388 216600 X N.A. N.A. N.A.
BRE PPTYS INC CL A * 05564E106 40742 1567 X N.A. N.A. N.A.
BRE PPTYS INC CL A * 05564E106 85800 3300 X N.A. N.A. N.A.
CABOT INDUSTRIAL TRUST REIT * 127072106 1876375 88300 X N.A. N.A. N.A.
CABOT INDUSTRIAL TRUST REIT * 127072106 216750 10200 X N.A. N.A. N.A.
CAMDEN PROPERTY TRUST * 133131102 27278 983 X N.A. N.A. N.A.
CAMDEN PROPERTY TRUST * 133131102 48202 1737 X N.A. N.A. N.A.
CAPSTEAD MTG CORP * 14067E100 5438 1000 X N.A. N.A. N.A.
CAPSTEAD MTG CORP * 14067E100 26508 4875 X N.A. N.A. N.A.
CAPTEC NET LEASE REALTY INC REIT * 140724105 2034375 150000 X N.A. N.A. N.A.
CAREY DIVERSIFIED LLC * 14174P105 63894 3704 X N.A. N.A. N.A.
CAREY DIVERSIFIED LLC * 14174P105 68155 3951 X N.A. N.A. N.A.
CARRAMERICA RLTY CORP REIT * 144418100 3012500 120500 X N.A. N.A. N.A.
CBL & ASSOCIATES PROPERTIES * 124830100 36925 1400 X N.A. N.A. N.A.
CHATEAU CMNTYS INC REIT * 161726104 359759 12017 X N.A. N.A. N.A.
CHATEAU CMNTYS INC REIT * 161726104 10478 350 X N.A. N.A. N.A.
CHELSEA GCA RLTY INC COM * 163262108 15333 413 X N.A. N.A. N.A.
CHELSEA GCA RLTY INC COM * 163262108 18563 500 X N.A. N.A. N.A.
COLONIAL PPTYS TR COM SBI * 195872106 655400 23200 X N.A. N.A. N.A.
CORNERSTONE PROPERTIES INC REIT * 21922H103 15705138 989300 X N.A. N.A. N.A.
CORNERSTONE PROPERTIES INC REIT * 21922H103 47625 3000 X N.A. N.A. N.A.
CORPORATE OFFICE PROPERTIES TR REIT * 22002T108 2669125 326000 X N.A. N.A. N.A.
CRESCENT REAL ESTATE EQUITIES CO * 225756105 2605375 109700 X N.A. N.A. N.A.
CV REIT INC * 126640101 96563 7500 X N.A. N.A. N.A.
DEVELOPERS DIVERSIFIED RLTY CORP * 251591103 33750 2000 X N.A. N.A. N.A.
DUKE REALTY INVESTMENTS INC * 264411505 956650 42400 X N.A. N.A. N.A.
DUKE REALTY INVESTMENTS INC * 264411505 271607 12038 X N.A. N.A. N.A.
</TABLE>
PAGE 122
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EASTGROUP PPTYS REIT * 277276101 341303 17012 X N.A. N.A. N.A.
ENTERTAINMENT PROPERTIES TRUST REIT * 29380T105 3193650 181200 X N.A. N.A. N.A.
EQUITY INNS INC COM * 294703103 24975 2700 X N.A. N.A. N.A.
EQUITY OFFICE PPTYS TR REIT * 294741103 12437094 485350 X N.A. N.A. N.A.
EQUITY OFFICE PPTYS TR REIT * 294741103 2795969 109111 X N.A. N.A. N.A.
EQUITY ONE REIT * 294752100 1617525 163800 X N.A. N.A. N.A.
EQUITY RESIDENTIAL PPTYS TR * 29476L107 9524996 211373 X N.A. N.A. N.A.
EQUITY RESIDENTIAL PPTYS TR * 29476L107 748398 16608 X N.A. N.A. N.A.
ESSEX PPTY TR INCCOM * 297178105 45988 1300 X N.A. N.A. N.A.
EXCEL LEGACY CORP COM * 300665106 11391 2398 X N.A. N.A. N.A.
FEDERAL REALTY INVESTMENT TRUST * 313747206 29819 1300 X N.A. N.A. N.A.
FEDERAL REALTY INVESTMENT TRUST * 313747206 16056 700 X N.A. N.A. N.A.
FRANCHISE FIN CORP AMER COM * 351807102 56159 2524 X N.A. N.A. N.A.
FRANCHISE FIN CORP AMER COM * 351807102 94963 4268 X N.A. N.A. N.A.
GABLES RESIDENTIAL TR * 362418105 26538 1100 X N.A. N.A. N.A.
GENERAL GROWTH PPTYS INC * 370021107 1485675 41850 X N.A. N.A. N.A.
GENERAL GROWTH PPTYS INC * 370021107 400263 11275 X N.A. N.A. N.A.
GLIMCHER RLTY TR REIT * 379302102 689388 42100 X N.A. N.A. N.A.
GLIMCHER RLTY TR REIT * 379302102 8188 500 X N.A. N.A. N.A.
GOLF TRUST OF AMERICA INC COM * 38168B103 9775 400 X N.A. N.A. N.A.
GOLF TRUST OF AMERICA INC COM * 38168B103 48875 2000 X N.A. N.A. N.A.
HEALTH CARE PPTY INVS INC * 421915109 2102100 72800 X N.A. N.A. N.A.
HEALTH CARE PPTY INVS INC * 421915109 28875 1000 X N.A. N.A. N.A.
HEALTH CARE REIT INC * 42217K106 10463 450 X N.A. N.A. N.A.
HIGHWOODS PPTYS INC REIT * 431284108 8114229 295735 X N.A. N.A. N.A.
HIGHWOODS PPTYS INC REIT * 431284108 2380807 86772 X N.A. N.A. N.A.
HOME PPTYS NY INC COM * 437306103 320091 11587 X N.A. N.A. N.A.
HOME PPTYS NY INC COM * 437306103 335644 12150 X N.A. N.A. N.A.
HOSPITALITY PPTYS TR * 44106M102 1086790 40066 X N.A. N.A. N.A.
HOSPITALITY PPTYS TR * 44106M102 403484 14875 X N.A. N.A. N.A.
HOST MARRIOTT CORP NEW COM * 44107P104 476330 40112 X N.A. N.A. N.A.
HOST MARRIOTT CORP NEW COM * 44107P104 701 59 X N.A. N.A. N.A.
HRPT PPTYS TR COM SH BEN INT REIT * 40426W101 1071109 69950 X N.A. N.A. N.A.
HRPT PPTYS TR COM SH BEN INT REIT * 40426W101 488852 31925 X N.A. N.A. N.A.
INDYMAC MTG HLDGS INC REIT * 456607100 50656 3166 X N.A. N.A. N.A.
INNKEEPERS USA TRUST * 4576J0104 2738000 273800 X N.A. N.A. N.A.
KILROY REALTY CORP REIT * 49427F108 46313 1900 X N.A. N.A. N.A.
KILROY REALTY CORP REIT * 49427F108 24375 1000 X N.A. N.A. N.A.
KIMCO REALTY CORP * 49446R109 795000 20000 X N.A. N.A. N.A.
KIMCO REALTY CORP * 49446R109 367688 9250 X N.A. N.A. N.A.
KOGER EQUITY INC * 500228101 42406 2300 X N.A. N.A. N.A.
KONOVER PPTY TR INC REIT * 50047R100 315000 35000 X N.A. N.A. N.A.
LASALLE HOTEL PPTYS REIT * 517942108 1531 100 X N.A. N.A. N.A.
</TABLE>
PAGE 123
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LEXINGTON CORPORATE PPTYS TR COM * 529043101 10253 882 X N.A. N.A. N.A.
LIBERTE INVS INC REIT * 530154103 516 150 X N.A. N.A. N.A.
LIBERTY PROPERTY TRUST * 531172104 1769856 71150 X N.A. N.A. N.A.
LIBERTY PROPERTY TRUST * 531172104 37313 1500 X N.A. N.A. N.A.
LNR PPTY CORP REIT * 501940100 53438 2500 X N.A. N.A. N.A.
LNR PPTY CORP REIT * 501940100 297113 13900 X N.A. N.A. N.A.
MACERICH CO REIT * 554382101 2087531 79525 X N.A. N.A. N.A.
MACERICH CO REIT * 554382101 1482206 56465 X N.A. N.A. N.A.
MACK CALI REALTY CORP REIT * 554489104 1092094 35300 X N.A. N.A. N.A.
MACK CALI REALTY CORP REIT * 554489104 52594 1700 X N.A. N.A. N.A.
MANUFACTURED HOME CMNTYS INC * 564682102 948350 36475 X N.A. N.A. N.A.
MANUFACTURED HOME CMNTYS INC * 564682102 10400 400 X N.A. N.A. N.A.
MEDITRUST PAIR CERTIFICATE NEW REIT * 58501T306 523036 40041 X N.A. N.A. N.A.
MEDITRUST PAIR CERTIFICATE NEW REIT * 58501T306 339730 26008 X N.A. N.A. N.A.
MGI PROPERTIES * 552885105 50850 1800 X N.A. N.A. N.A.
MGI PROPERTIES * 552885105 19775 700 X N.A. N.A. N.A.
MID-ATLANTIC RLTY TR * 595232109 55625 5000 X N.A. N.A. N.A.
NATIONAL GOLF PROPERTIES INC REIT * 63623G109 1021125 42000 X N.A. N.A. N.A.
NATIONAL GOLF PROPERTIES INC REIT * 63623G109 24313 1000 X N.A. N.A. N.A.
NATIONWIDE HEALTH PPTYS INC COM * 638620104 590175 30960 X N.A. N.A. N.A.
NATIONWIDE HEALTH PPTYS INC COM * 638620104 7625 400 X N.A. N.A. N.A.
PAN PAC RETAIL PPTYS INC REIT * 69806L104 683938 35300 X N.A. N.A. N.A.
PATRIOT AMERICAN HOSPITALITY INC * 703352203 1268321 281849 X N.A. N.A. N.A.
PENNSYLVANIA REAL ESTATE INVT TR SH * 709102107 8375 400 X N.A. N.A. N.A.
PENNSYLVANIA REAL ESTATE INVT TR SH * 709102107 16750 800 X N.A. N.A. N.A.
POST PROPERTIES INC REIT * 737464107 36900 900 X N.A. N.A. N.A.
POST PROPERTIES INC REIT * 737464107 61500 1500 X N.A. N.A. N.A.
PRENTISS PROPERTIES TRUST REIT * 740706106 878850 37200 X N.A. N.A. N.A.
PRENTISS PROPERTIES TRUST REIT * 740706106 4725 200 X N.A. N.A. N.A.
PRIME GROUP REALTY TRUST REIT * 74158J103 1912969 111300 X N.A. N.A. N.A.
PRISON REALTY TRUST INC * 74264N105 10303 1050 X N.A. N.A. N.A.
PRISON REALTY TRUST INC * 74264N105 50044 5100 X N.A. N.A. N.A.
PROLOGIS TR SH BEN INT REIT * 743410102 1217572 60127 X N.A. N.A. N.A.
PUBLIC STORAGE INC REIT * 74460D109 2361044 84323 X N.A. N.A. N.A.
PUBLIC STORAGE INC REIT * 74460D109 56280 2010 X N.A. N.A. N.A.
RAMCO-GERSHENSON PPTYS TR REIT * 751452202 1056 65 X N.A. N.A. N.A.
RAMCO-GERSHENSON PPTYS TR REIT * 751452202 11554 711 X N.A. N.A. N.A.
RECKSON ASSOCS RLTY CORP CL B * 75621K304 20151 844 X N.A. N.A. N.A.
RFS HOTEL INVS INC REIT * 74955J108 12563 1000 X N.A. N.A. N.A.
SHURGARD STORAGE CTRS INC CL A COM * 82567D104 671344 24750 X N.A. N.A. N.A.
SIMON PPTY GROUP INC NEW REIT * 828806109 1497734 59024 X N.A. N.A. N.A.
SIMON PPTY GROUP INC NEW REIT * 828806109 85768 3380 X N.A. N.A. N.A.
SL GREEN REALTY CORP REIT * 78440X101 2370750 116000 X N.A. N.A. N.A.
SL GREEN REALTY CORP REIT * 78440X101 40875 2000 X N.A. N.A. N.A.
</TABLE>
PAGE 124
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SMITH CHARLES E RESIDENTIAL RLTY INC * 832197107 30544 900 X N.A. N.A. N.A.
SMITH CHARLES E RESIDENTIAL RLTY INC * 832197107 33938 1000 X N.A. N.A. N.A.
SOVRAN SELF STORAGE INC * 84610H108 87547 3250 X N.A. N.A. N.A.
SPIEKER PPTYS INC REIT * 848497103 15971677 410847 X N.A. N.A. N.A.
SPIEKER PPTYS INC REIT * 848497103 3509829 90285 X N.A. N.A. N.A.
SUNSTONE HOTEL INVS INC REIT * 867933103 115600 13600 X N.A. N.A. N.A.
TANGER FACTORY OUTLET CTRS INC * 875465106 5200 200 X N.A. N.A. N.A.
TANGER FACTORY OUTLET CTRS INC * 875465106 15600 600 X N.A. N.A. N.A.
TAUBMAN CTRS INC REIT * 876664103 1596 121 X N.A. N.A. N.A.
TRANSCONTINENTAL RLTY INVS * 893617209 2338 187 X N.A. N.A. N.A.
TRINET CORPORATE REALTY TRUST INC * 896287109 656194 23700 X N.A. N.A. N.A.
U S RESTAURANT PPTYS INC COM * 902971100 7438 350 X N.A. N.A. N.A.
UNITED DOMINION RLTY TR INC * 910197102 690113 58733 X N.A. N.A. N.A.
UNITED DOMINION RLTY TR INC * 910197102 58127 4947 X N.A. N.A. N.A.
UNIVERSAL HEALTH RLTY INCOME TR SBI * 91359E105 24452 1242 X N.A. N.A. N.A.
VORNADO RLTY TR * 929042109 1546688 43800 X N.A. N.A. N.A.
VORNADO RLTY TR * 929042109 70625 2000 X N.A. N.A. N.A.
WASHINGTON REAL ESTATE INV TRUST * 939653101 73136 4318 X N.A. N.A. N.A.
WASHINGTON REAL ESTATE INV TRUST * 939653101 213667 12615 X N.A. N.A. N.A.
WEINGARTEN RLTY INVS SBI * 948741103 50100 1200 X N.A. N.A. N.A.
</TABLE>
PAGE 125
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CLOSELY HELD/PRIV. PLACEMENTS
------------------------------
GENZYME CORP 5.25% 6/01/05 * 372917AE4 2085000 1500000 X N.A. N.A. N.A.
SUN HLTHCARE GR INC 6.00% 3/01/04 * 866933AA2 1350 15000 X N.A. N.A. N.A.
THERMO ELECTRON CORP 4.25% 1/01/03 * 883556AF9 292094 325000 X N.A. N.A. N.A.
THERMO ELECTRON CORP 4.25% 1/01/03 * 883556AF9 112344 125000 X N.A. N.A. N.A.
</TABLE>
PAGE 126
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ZERO COUPON BONDS
------------------------------
APP FIN VI MAURITIUS Z/CPN 11/18/12 * 00202NAA3 15000 75000 X N.A. N.A. N.A.
AUTOMATIC DATA PROC Z/CPN 2/20/12 * 053015AC7 112375 100000 X N.A. N.A. N.A.
MOTOROLA INC Z/CPN 9/07/09 * 620076AE9 86938 50000 X N.A. N.A. N.A.
</TABLE>
PAGE 127
|
|