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Previous: PUTNAM INCOME FUND, 497, 1999-08-04 |
Next: RAND CAPITAL CORP, 4, 1999-08-04 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Fomr 13F COVER PAGE
Report for the Calendar year or Quarter Ended: June 30, 1999
Check here if Amendment [x]; Amendement Number: 2
This Amendment (check only one): [x] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Putnam Investment Management, Inc.
Address: One Post Office Square
Boston, MA 02109
Form 13F File Number 28-90
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: Andrew J. Hachey
Title: Assistant Vice President and Regulatory Compliance Counsel
Phone: (617) 760-8235
Signature, Place and Date of Signing:
/s/ Andrew J. Hachey Boston, MA 7/28/99
[signature] [City, State] [date]
Report Type (check only one):
[x] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and
all holdings are reported by other reporting manager(s)).
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported
by other reporting manager(s)).
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 3
Form 13F Information Table Entry Total: 3,760
Form 13F Information Table Value Total: $227,839,648
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file numbers of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column
headings and list entries.]
No. Form 13F File Number Name
1 28-93 Marsh & McLennan Companies, Inc.
2 28-92 The Putnam Advisory Company, Inc.
3 28-1535 Putnam Investments, Inc.
PRICING DATE: 06/30/1999 NAME OF REPORTING COMPANIES:
PUTNAM INVESTMENTS, INC. AND ITS AFFILIATED REGISERED INVESTMENT MANAGERS
PUTNAM INVESTMENT MANAGEMENT, INC. ("PIM") AND THE PUTNAM
ADVISORY COMPANY, INC. ("PAC"); COLUMN 7: 2 = PAC; 4 = PIM
NOTE: All security types adjusted and converted into Common Stock Equivalent
shares where applicable
<TABLE><CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
COL 1 & 2 COL 3 COL 4 COL 5 COL 6 COL 7 COL 8
CUSIP VALUE SHS OR SH/ INVT OTHR VOTING AUTHORITY
NAME OF ISSUER / CLASS NUMBER (X$000) PRN AMT PRN DISC MGRS SOLE SHRD NONE
A A R CORP 000361105 20,573 906,802 SH DEFINED 2 280,180 0 626,622
000361105 493 21,733 SH DEFINED 4 0 0 21,733
ABC-NACO INC 000752105 9,224 449,950 SH DEFINED 2 244,100 0 205,850
000752105 281 13,709 SH DEFINED 4 0 0 13,709
ABR INFORMATION SERVICES INC 00077R108 270 3,000 SH DEFINED 2 0 0 3,000
00077R108 0 0 SH DEFINED 4 0 0 0
ADC TELECOMMUNICATIONS INC 000886101 40,826 896,050 SH DEFINED 2 255,350 0 640,700
000886101 391,924 8,601,900 SH DEFINED 4 0 0 8,601,900
ABM INDUSTRIES INC 000957100 9,617 313,393 SH DEFINED 2 73,900 0 239,493
000957100 262 8,552 SH DEFINED 4 0 0 8,552
ACT MANUFACTURING INC 000973107 294 21,000 SH DEFINED 2 21,000 0 0
000973107 126 9,000 SH DEFINED 4 0 0 9,000
ACT NETWORKS INC 000975102 6,259 366,800 SH DEFINED 2 306,200 0 60,600
000975102 3,612 211,700 SH DEFINED 4 0 0 211,700
AFLAC INC 001055102 93,622 1,955,550 SH DEFINED 2 996,600 0 958,950
001055102 324,416 6,776,305 SH DEFINED 4 0 0 6,776,305
AGL RESOURCES INC 001204106 0 0 SH DEFINED 2 0 0 0
001204106 11,542 626,000 SH DEFINED 4 0 0 626,000
AHL SERVICES INC 001296102 7,150 286,700 SH DEFINED 2 237,700 0 49,000
001296102 3,997 160,300 SH DEFINED 4 0 0 160,300
AES CORP 00130H105 2,029 34,900 SH DEFINED 2 0 0 34,900
00130H105 0 0 SH DEFINED 4 0 0 0
AMR CORP DEL 001765106 1,918 28,100 SH DEFINED 2 0 0 28,100
001765106 140,076 2,052,400 SH DEFINED 4 0 0 2,052,400
ARM FINANCIAL GROUP INC CL A 001944107 129 15,200 SH DEFINED 2 15,200 0 0
001944107 5,355 630,000 SH DEFINED 4 0 0 630,000
A T & T CORP 001957109 62,222 1,114,833 SH DEFINED 2 472,372 0 642,461
001957109 1,133,015 20,300,380 SH DEFINED 4 0 0 20,300,38
0
AT&T CORP - LIBERTY MEDIA-A 001957208 525,807 14,307,660 SH DEFINED 2 5,354,672 0 8,952,988
001957208 2,611,757 71,068,218 SH DEFINED 4 0 0 71,068,218
ATMI INC 00207R101 9,606 322,900 SH DEFINED 2 269,400 0 53,500
00207R101 5,531 185,900 SH DEFINED 4 0 0 185,900
AVT CORPORATION 002420107 125 3,300 SH DEFINED 2 0 0 3,300
002420107 0 0 SH DEFINED 4 0 0 0
AARON RENTS INC 002535201 7,478 336,100 SH DEFINED 2 178,700 0 157,400
002535201 251 11,269 SH DEFINED 4 0 0 11,269
AAVID THERMAL TECHNOLOGIES INC 002539104 2,161 95,500 SH DEFINED 2 95,500 0 0
002539104 407 18,000 SH DEFINED 4 0 0 18,000
AAMES FINANCIAL CORP 00253A101 0 0 SH DEFINED 2 0 0 0
00253A101 368 267,810 SH DEFINED 4 0 0 267,810
ABACUS DIRECT CORP 002553105 732 8,000 SH DEFINED 2 0 0 8,000
002553105 71,907 785,864 SH DEFINED 4 0 0 785,864
ABBOTT LABORATORIES 002824100 12,699 279,100 SH DEFINED 2 0 0 279,100
002824100 158,258 3,478,200 SH DEFINED 4 0 0 3,478,200
ABERCROMBIE & FITCH CO CL A 002896207 31,224 650,504 SH DEFINED 2 206,500 0 444,004
002896207 84,226 1,754,700 SH DEFINED 4 0 0 1,754,700
ABACAN RESOURCE CORP 002919108 8 63,324 SH DEFINED 2 63,324 0 0
002919108 300 2,400,000 SH DEFINED 4 0 0 2,400,000
ABOVENET COMMUNICATIONS 003743101 166 4,100 SH DEFINED 2 4,100 0 0
003743101 0 0 SH DEFINED 4 0 0 0
ACCLAIM ENTERTAINMENT INC 004325205 49 7,700 SH DEFINED 2 7,700 0 0
004325205 1,703 267,200 SH DEFINED 4 0 0 267,200
ACCREDO HEALTH INC 00437V104 9,036 275,900 SH DEFINED 2 229,300 0 46,600
00437V104 5,306 162,000 SH DEFINED 4 0 0 162,000
ACTION PERFORMANCE COS INC 004933107 3,854 116,800 SH DEFINED 2 97,000 0 19,800
004933107 2,049 62,100 SH DEFINED 4 0 0 62,100
ACTUATE SOFTWARE CORP 00508B102 64 2,400 SH DEFINED 2 0 0 2,400
00508B102 0 0 SH DEFINED 4 0 0 0
ACXIOM CORP 005125109 0 0 SH DEFINED 2 0 0 0
005125109 3,544 142,100 SH DEFINED 4 0 0 142,100
ADAPTEC INC 00651F108 0 0 SH DEFINED 2 0 0 0
00651F108 2,256 63,879 SH DEFINED 4 0 0 63,879
ADELPHIA COMMUNICATIONS CL A 006848105 14,836 233,182 SH DEFINED 2 73,796 0 159,386
006848105 180,810 2,841,802 SH DEFINED 4 0 0 2,841,802
ADFORCE INC 006867105 0 0 SH DEFINED 2 0 0 0
006867105 15,134 643,985 SH DEFINED 4 0 0 643,985
ADOBE SYSTEMS INC 00724F101 2,171 26,421 SH DEFINED 2 0 0 26,421
00724F101 25,584 311,401 SH DEFINED 4 0 0 311,401
ADTRAN INC 00738A106 0 0 SH DEFINED 2 0 0 0
00738A106 229 6,300 SH DEFINED 4 0 0 6,300
ADVANCE PARADIGM INC 007491103 9,736 159,600 SH DEFINED 2 133,000 0 26,600
007491103 29,757 487,819 SH DEFINED 4 0 0 487,819
ADVANCED COMMUNICATION SYS 00750X109 2,694 196,800 SH DEFINED 2 163,800 0 33,000
00750X109 1,460 106,700 SH DEFINED 4 0 0 106,700
AEROFLEX INCORPORATED 007768104 63 3,200 SH DEFINED 2 0 0 3,200
007768104 0 0 SH DEFINED 4 0 0 0
ADVANCED MICRO DEVICES INC 007903107 486 26,900 SH DEFINED 2 0 0 26,900
007903107 2,734 151,351 SH DEFINED 4 0 0 151,351
ADVANCED ENERGY INDUSTRIES 007973100 11,508 283,700 SH DEFINED 2 198,800 0 84,900
007973100 5,460 134,600 SH DEFINED 4 0 0 134,600
ADVENT SOFTWARE INC 007974108 107 1,600 SH DEFINED 2 0 0 1,600
007974108 0 0 SH DEFINED 4 0 0 0
AEROSONIC CORP 008015307 0 0 SH DEFINED 2 0 0 0
008015307 0 0 SH DEFINED 4 0 0 0
AETNA INC 008117103 4,165 46,569 SH DEFINED 2 11,504 0 35,066
008117103 163,063 1,823,201 SH DEFINED 4 0 0 1,823,201
AFFILIATED COMPUTER SVCS INC CL A 008190100 17,827 352,138 SH DEFINED 2 99,167 0 252,971
008190100 182,933 3,613,496 SH DEFINED 4 0 0 3,613,496
AFFYMETRIX INC 00826T108 79 1,600 SH DEFINED 2 0 0 1,600
00826T108 0 0 SH DEFINED 4 0 0 0
AIR EXPRESS INTERNATIONAL CORP 009104100 14,058 554,013 SH DEFINED 2 214,942 0 339,071
009104100 506 19,943 SH DEFINED 4 0 0 19,943
AIR PRODUCTS & CHEMICALS INC 009158106 1,691 42,000 SH DEFINED 2 0 0 42,000
009158106 0 0 SH DEFINED 4 0 0 0
AIRBORNE FREIGHT CORP 009266107 213 7,700 SH DEFINED 2 7,700 0 0
009266107 6,700 242,000 SH DEFINED 4 0 0 242,000
AIRGAS INC 009363102 7,415 605,300 SH DEFINED 2 333,400 0 271,900
009363102 200 16,337 SH DEFINED 4 0 0 16,337
AIRTOUCH COMMUNICATIONS INC 00949T100 4,845 45,228 SH DEFINED 2 22,749 0 22,479
00949T100 19,854 185,333 SH DEFINED 4 0 0 185,333
ALABAMA NATIONAL BANCORPORATION 010317105 65 2,600 SH DEFINED 2 0 0 2,600
010317105 0 0 SH DEFINED 4 0 0 0
ALARIS MEDICAL INC 011637105 0 0 SH DEFINED 2 0 0 0
011637105 0 0 SH DEFINED 4 0 0 0
ALASKA AIR GROUP INC 011659109 0 0 SH DEFINED 2 0 0 0
011659109 0 0 SH DEFINED 4 0 0 0
ALBANY INTL CORP 012348108 4,741 228,484 SH DEFINED 2 123,906 0 104,578
012348108 162 7,831 SH DEFINED 4 0 0 7,831
ALBANY MOLECULAR RESEARCH 012423109 3,448 115,900 SH DEFINED 2 96,900 0 19,000
012423109 1,919 64,518 SH DEFINED 4 0 0 64,518
ALBERTO-CULVER CO CL B 013068101 277 10,400 SH DEFINED 2 0 0 10,400
013068101 0 0 SH DEFINED 4 0 0 0
ALBERTSONS INC 013104104 6,270 121,594 SH DEFINED 2 46,480 0 75,114
013104104 222,050 4,306,419 SH DEFINED 4 0 0 4,306,419
ALCAN ALUMINIUM LTD 013716105 1,322 41,400 SH DEFINED 2 0 0 41,400
013716105 2,437 76,300 SH DEFINED 4 0 0 76,300
ALCOA INC 013817101 17,303 279,645 SH DEFINED 2 190,455 0 89,190
013817101 416,928 6,738,231 SH DEFINED 4 0 0 6,738,231
ALKERMES INC 01642T108 0 0 SH DEFINED 2 0 0 0
01642T108 8,172 353,400 SH DEFINED 4 0 0 353,400
ALLAIRE CORP 016714107 4,457 65,300 SH DEFINED 2 55,200 0 10,100
016714107 36,418 533,600 SH DEFINED 4 0 0 533,600
ALLEGHENY TELEDYNE INC 017415100 799 35,312 SH DEFINED 2 0 0 35,312
017415100 0 0 SH DEFINED 4 0 0 0
ALLEGIANCE TELECOM INC 01747T102 35,560 648,024 SH DEFINED 2 198,546 0 449,478
01747T102 307,093 5,596,226 SH DEFINED 4 0 0 5,596,226
ALLERGAN INC. 018490102 84,948 765,300 SH DEFINED 2 434,400 0 330,900
018490102 155,465 1,400,590 SH DEFINED 4 0 0 1,400,590
ALLIED CAPITAL CORP 01903Q108 952 39,655 SH DEFINED 2 21,510 0 18,145
01903Q108 142 5,900 SH DEFINED 4 0 0 5,900
ALLIEDSIGNAL INC 019512102 115,873 1,839,260 SH DEFINED 2 1,105,195 0 734,065
019512102 611,883 9,712,427 SH DEFINED 4 0 0 9,712,427
ALLSTATE CORPORATION 020002101 18,435 513,863 SH DEFINED 2 334,690 0 179,173
020002101 407,581 11,361,131 SH DEFINED 4 0 0 11,361,131
ALLTEL CORP 020039103 94,565 1,322,590 SH DEFINED 2 836,065 0 486,525
020039103 179,684 2,513,069 SH DEFINED 4 0 0 2,513,069
ALPHA INDUSTRIES INC 020753109 6,648 139,600 SH DEFINED 2 114,000 0 25,600
020753109 3,724 78,200 SH DEFINED 4 0 0 78,200
ALPHARMA INC CL A 020813101 8,041 226,121 SH DEFINED 2 50,456 0 175,665
020813101 29,107 818,483 SH DEFINED 4 0 0 818,483
ALTERA CORP 021441100 31,403 853,050 SH DEFINED 2 277,710 0 575,340
021441100 85,415 2,320,260 SH DEFINED 4 0 0 2,320,260
ALZA CORP 022615108 35,745 702,601 SH DEFINED 2 217,947 0 484,654
022615108 104,858 2,061,090 SH DEFINED 4 0 0 2,061,090
AMAZON.COM INC 023135106 105,208 840,824 SH DEFINED 2 422,255 0 418,569
023135106 231,735 1,852,031 SH DEFINED 4 0 0 1,852,031
AMERADA HESS CORP 023551104 988 16,600 SH DEFINED 2 0 0 16,600
023551104 0 0 SH DEFINED 4 0 0 0
AMEREN CORPORATION 023608102 4,440 115,700 SH DEFINED 2 0 0 115,700
023608102 9,126 237,800 SH DEFINED 4 0 0 237,800
AMERICA ONLINE INC 02364J104 194,275 1,758,144 SH DEFINED 2 845,805 0 912,340
02364J104 357,168 3,232,292 SH DEFINED 4 0 0 3,232,292
AMCORE FINANCIAL INC 023912108 9,134 396,062 SH DEFINED 2 89,210 0 306,852
023912108 271 11,729 SH DEFINED 4 0 0 11,729
AMERICAN BANCSHARES INC/FLA 02408H106 0 0 SH DEFINED 2 0 0 0
02408H106 0 0 SH DEFINED 4 0 0 0
AMERICAN BANKERS INS GROUP INC 024456105 1,290 23,699 SH DEFINED 2 16,660 0 7,039
024456105 8,083 148,477 SH DEFINED 4 0 0 148,477
AMERICAN CAPITAL STRATEGIES 024937104 0 0 SH DEFINED 2 0 0 0
024937104 887 48,600 SH DEFINED 4 0 0 48,600
AMERICAN ELECTRIC POWER CO 025537101 1,326 35,300 SH DEFINED 2 0 0 35,300
025537101 0 0 SH DEFINED 4 0 0 0
AMERICAN EAGLE OUTFITTERS 02553E106 132 2,900 SH DEFINED 2 0 0 2,900
02553E106 18,446 405,400 SH DEFINED 4 0 0 405,400
AMERICAN EXPRESS COMPANY 025816109 324,555 2,494,178 SH DEFINED 2 1,263,378 0 1,230,800
025816109 510,652 3,924,316 SH DEFINED 4 0 0 3,924,316
AMERICAN GEN CORP 026351106 176,228 2,338,022 SH DEFINED 2 1,315,273 0 1,022,748
026351106 1,078,278 14,305,512 SH DEFINED 4 0 0 14,305,51
2
AMERICAN GREETINGS CORP CL A 026375105 374 12,400 SH DEFINED 2 0 0 12,400
026375105 0 0 SH DEFINED 4 0 0 0
AMERICAN HEALTHCORP INC 02649V104 0 0 SH DEFINED 2 0 0 0
02649V104 0 0 SH DEFINED 4 0 0 0
AMERICAN HERITAGE LIFE INVS 026522102 9,777 399,051 SH DEFINED 2 105,793 0 293,258
026522102 3,809 155,489 SH DEFINED 4 0 0 155,489
AMERICAN HOME PRODUCTS CORP 026609107 309,349 5,379,985 SH DEFINED 2 2,551,679 0 2,828,306
026609107 1,944,633 33,819,706 SH DEFINED 4 0 0 33,819,70
6
AMERICAN HOMEPATIENT INC 026649103 1,831 1,172,000 SH DEFINED 2 632,900 0 539,100
026649103 0 0 SH DEFINED 4 0 0 0
AMERICAN INTERNATIONAL GROUP 026874107 419,017 3,579,433 SH DEFINED 2 1,766,454 0 1,812,979
026874107 781,126 6,672,724 SH DEFINED 4 0 0 6,672,724
AMERICAN MANAGEMENT SYSTEMS 027352103 199 6,200 SH DEFINED 2 0 0 6,200
027352103 0 0 SH DEFINED 4 0 0 0
AMERICAN MED SECURITY GROUP 02744P101 2,294 266,005 SH DEFINED 2 59,500 0 206,505
02744P101 0 0 SH DEFINED 4 0 0 0
AMERICAN MOBILE SATELLITE CORP 02755R103 0 0 SH DEFINED 2 0 0 0
02755R103 409 25,000 SH DEFINED 4 0 0 25,000
AMER SCIENCE & ENGINE INC 029429107 0 0 SH DEFINED 2 0 0 0
029429107 0 0 SH DEFINED 4 0 0 0
AMERICAN TOWER CORP-CL A 029912201 8,052 335,500 SH DEFINED 2 107,400 0 228,100
029912201 285,910 11,912,904 SH DEFINED 4 0 0 11,912,904
AMERICAN TELECASTING INC 030151104 0 0 SH DEFINED 2 0 0 0
030151104 0 0 SH DEFINED 4 0 0 0
AMERICAN WTR WKS INC 030411102 292 9,500 SH DEFINED 2 0 0 9,500
030411102 4,963 161,400 SH DEFINED 4 0 0 161,400
AMERICAN XTAL TECHNOLOGY INC 030514103 2,753 115,600 SH DEFINED 2 83,200 0 32,400
030514103 9,075 381,120 SH DEFINED 4 0 0 381,120
AMERICREDIT CORP 03060R101 83 5,200 SH DEFINED 2 0 0 5,200
03060R101 0 0 SH DEFINED 4 0 0 0
AMERON INTERNATIONAL CORP 030710107 7,657 173,534 SH DEFINED 2 39,010 0 134,524
030710107 270 6,127 SH DEFINED 4 0 0 6,127
AMERIKING INC 03071G102 52 1,310 SH DEFINED 2 430 0 880
03071G102 447 11,165 SH DEFINED 4 0 0 11,165
AMERISOURCE HEALTH CORP 03071P102 37,258 1,461,090 SH DEFINED 2 481,340 0 979,750
03071P102 119,910 4,702,341 SH DEFINED 4 0 0 4,702,341
AMERITRADE HOLDING CORP-CL A 03072H109 74 700 SH DEFINED 2 0 0 700
03072H109 0 0 SH DEFINED 4 0 0 0
AMERUS LIFE HOLDINGS INC-A 030732101 7,689 284,765 SH DEFINED 2 63,580 0 221,185
030732101 209 7,751 SH DEFINED 4 0 0 7,751
AMES DEPT STORES INC 030789507 0 0 SH DEFINED 2 0 0 0
030789507 25,219 552,740 SH DEFINED 4 0 0 552,740
AMERITECH CORP NEW 030954101 32,504 442,230 SH DEFINED 2 159,600 0 282,630
030954101 851,144 11,580,184 SH DEFINED 4 0 0 11,580,184
AMETEK INC 031100100 90 3,900 SH DEFINED 2 0 0 3,900
031100100 0 0 SH DEFINED 4 0 0 0
AMGEN INC 031162100 132,622 2,178,600 SH DEFINED 2 1,188,300 0 990,300
031162100 493,219 8,102,152 SH DEFINED 4 0 0 8,102,152
AMSOUTH BANCORP 032165102 749 32,300 SH DEFINED 2 0 0 32,300
032165102 0 0 SH DEFINED 4 0 0 0
AMSURG CORP-CL A 03232P108 1,927 254,800 SH DEFINED 2 211,900 0 42,900
03232P108 1,067 141,100 SH DEFINED 4 0 0 141,100
ANADARKO PETROLEUM CORP 032511107 946 25,700 SH DEFINED 2 0 0 25,700
032511107 0 0 SH DEFINED 4 0 0 0
ANADIGICS INC 032515108 11,015 297,700 SH DEFINED 2 246,400 0 51,300
032515108 6,235 168,500 SH DEFINED 4 0 0 168,500
ANALOG DEVICES INC 032654105 15,110 301,076 SH DEFINED 2 93,876 0 207,200
032654105 257,843 5,137,601 SH DEFINED 4 0 0 5,137,601
ANALOGIC CORP 032657207 2,744 88,255 SH DEFINED 2 21,080 0 67,175
032657207 276 8,881 SH DEFINED 4 0 0 8,881
ANALYSTS INTL CORP 032681108 13,620 947,505 SH DEFINED 2 300,920 0 646,585
032681108 270 18,790 SH DEFINED 4 0 0 18,790
ANCOR COMMUNICATIONS INC 03332K108 142 4,400 SH DEFINED 2 0 0 4,400
03332K108 0 0 SH DEFINED 4 0 0 0
ANDREW CORP 034425108 3,787 199,955 SH DEFINED 2 100,965 0 98,990
034425108 261 13,800 SH DEFINED 4 0 0 13,800
ANDRX CORP 034551101 301 3,900 SH DEFINED 2 0 0 3,900
034551101 0 0 SH DEFINED 4 0 0 0
ANHEUSER BUSCH COS INC 035229103 10,429 147,010 SH DEFINED 2 55,670 0 91,340
035229103 458,028 6,456,776 SH DEFINED 4 0 0 6,456,776
ANICOM 035250109 0 0 SH DEFINED 2 0 0 0
035250109 0 0 SH DEFINED 4 0 0 0
ANN TAYLOR 036115103 25,766 572,567 SH DEFINED 2 178,428 0 394,139
036115103 71,326 1,585,029 SH DEFINED 4 0 0 1,585,029
ANTHRACITE CAPITAL INC 037023108 0 0 SH DEFINED 2 0 0 0
037023108 1,230 187,500 SH DEFINED 4 0 0 187,500
ANWORTH MORTGAGE ASSET CORP REIT 037347101 0 0 SH DEFINED 2 0 0 0
037347101 291 59,000 SH DEFINED 4 0 0 59,000
AON CORPORATION 037389103 1,936 46,928 SH DEFINED 2 3,333 0 43,595
037389103 373,233 9,048,067 SH DEFINED 4 0 0 9,048,067
APACHE CORPORATION 037411105 3,768 96,616 SH DEFINED 2 27,378 0 69,238
037411105 10,244 262,673 SH DEFINED 4 0 0 262,673
APARTMENT INVT & MGMT CO-A REIT 03748R101 193 4,505 SH DEFINED 2 0 0 4,505
03748R101 1,347 31,500 SH DEFINED 4 0 0 31,500
APOGEE ENTERPRISES INC 037598109 20,369 1,515,841 SH DEFINED 2 451,510 0 1,064,331
037598109 378 28,120 SH DEFINED 4 0 0 28,120
APOLLO GROUP INC CL A 037604105 0 0 SH DEFINED 2 0 0 0
037604105 1,270 47,800 SH DEFINED 4 0 0 47,800
APPLE COMPUTER INC 037833100 96,710 2,088,200 SH DEFINED 2 1,142,294 0 945,906
037833100 235,524 5,085,538 SH DEFINED 4 0 0 5,085,538
APPLEBEES INTL INC 037899101 7,831 259,946 SH DEFINED 2 66,746 0 193,200
037899101 84 2,782 SH DEFINED 4 0 0 2,782
APPLIED ANALYTICAL INDS INC 037939105 0 0 SH DEFINED 2 0 0 0
037939105 4,500 400,000 SH DEFINED 4 0 0 400,000
APPLIED EXTRUSION TECH 038196101 0 0 SH DEFINED 2 0 0 0
038196101 0 0 SH DEFINED 4 0 0 0
APPLIED MATERIAL 038222105 38,297 518,400 SH DEFINED 2 53,400 0 465,000
038222105 436,699 5,911,320 SH DEFINED 4 0 0 5,911,320
APPLIED POWER INC CL A 038225108 8,535 312,488 SH DEFINED 2 69,980 0 242,508
038225108 127 4,652 SH DEFINED 4 0 0 4,652
APPLIED MICRO CIRCUITS CORP 03822W109 19,041 231,500 SH DEFINED 2 126,200 0 105,300
03822W109 96,641 1,174,963 SH DEFINED 4 0 0 1,174,963
APTARGROUP INC 038336103 6,497 216,570 SH DEFINED 2 66,580 0 149,990
038336103 164 5,455 SH DEFINED 4 0 0 5,455
ARACRUZ CELULOSE SA-SPON ADR 038496204 1,947 88,493 SH DEFINED 2 19,608 0 68,885
038496204 1,530 69,566 SH DEFINED 4 0 0 69,566
ARCHER DANIELS MIDLAND CO 039483102 1,664 107,768 SH DEFINED 2 0 0 107,768
039483102 0 0 SH DEFINED 4 0 0 0
ARCHSTONE COMMUNITIES TR REIT 039581103 0 0 SH DEFINED 2 0 0 0
039581103 4,137 188,566 SH DEFINED 4 0 0 188,566
ARIBA INC 04033V104 233 2,400 SH DEFINED 2 0 0 2,400
04033V104 12,951 133,177 SH DEFINED 4 0 0 133,177
ARM HOLDINGS PLC-SPONS ADR 042068106 0 0 SH DEFINED 2 0 0 0
042068106 1,695 48,600 SH DEFINED 4 0 0 48,600
ARMSTRONG WORLD INDUSTRIES INC. 042476101 2,220 38,400 SH DEFINED 2 31,700 0 6,700
042476101 62,262 1,076,965 SH DEFINED 4 0 0 1,076,965
ARROW INTERNATIONAL INC 042764100 8,177 316,005 SH DEFINED 2 70,520 0 245,485
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ARTISAN COMPONENTS INC 042923102 756 65,000 SH DEFINED 2 0 0 65,000
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044204105 8,426 210,000 SH DEFINED 4 0 0 210,000
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ASPEN TECHNOLOGY INC 045327103 381 32,415 SH DEFINED 2 15,556 0 16,859
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AP AT ENTERTAINMENT INC 045920105 2,672 142,514 SH DEFINED 2 21,200 0 121,314
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ASTEC INDUSTRIES INC 046224101 94 2,300 SH DEFINED 2 0 0 2,300
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ASUSTEK COMPUTER INC 04648R9A0 68 6,000 SH DEFINED 2 0 0 6,000
SEDOL 6051046
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ASYST TECHNOLOGIES INC 04648X107 7,213 240,926 SH DEFINED 2 132,508 0 108,418
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ATHENA NEUROSCIENCES INC 046854105 22 21,663 SH DEFINED 2 9,557 0 12,105
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ATLANTIC COAST AIRLINES INC 048396105 226 11,888 SH DEFINED 2 7,055 0 4,833
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ATLANTIC RICHFIELD CO 048825103 21,482 257,074 SH DEFINED 2 147,146 0 109,928
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AUTODESK INC 052769106 322 10,900 SH DEFINED 2 0 0 10,900
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AUTOZONE 053332102 828 27,500 SH DEFINED 2 0 0 27,500
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AVERY DENNISON CORP 053611109 11,906 197,200 SH DEFINED 2 85,725 0 111,475
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AVIALL INC 05366B102 8,247 438,400 SH DEFINED 2 239,600 0 198,800
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AVNET INC 053807103 12,313 264,800 SH DEFINED 2 59,500 0 205,300
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AVON PRODUCTS INC 054303102 2,681 48,300 SH DEFINED 2 0 0 48,300
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AWARE INC/MASS 05453N100 10,655 231,000 SH DEFINED 2 135,500 0 95,500
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AXYS PHARMACEUTICALS INC 054635107 0 0 SH DEFINED 2 0 0 0
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AZURIX CORP 05501M104 0 0 SH DEFINED 2 0 0 0
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BEI TECHNOLOGIES INC 05538P104 3,602 360,200 SH DEFINED 2 194,500 0 165,700
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BJ SERVICES CO 055482103 0 0 SH DEFINED 2 0 0 0
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BJ'S WHOLESALE CLUB INC 05548J106 204 6,774 SH DEFINED 2 6,774 0 0
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BMC INDUSTRIES INC 055607105 16,921 1,640,860 SH DEFINED 2 368,760 0 1,272,100
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BP AMOCO PLC- SPONS ADR 055622104 614 5,664 SH DEFINED 2 1,491 0 4,172
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BMC SOFTWARE INC 055921100 2,344 43,400 SH DEFINED 2 0 0 43,400
055921100 44,142 817,450 SH DEFINED 4 0 0 817,450
BWAY CORPORATION 056039100 3,169 222,400 SH DEFINED 2 123,350 0 99,050
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BAKER (MICHAEL) CORP 057149106 0 0 SH DEFINED 2 0 0 0
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BAKER HUGHES INC 057224107 11,958 356,950 SH DEFINED 2 52,000 0 304,950
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BAKER J INC 057232100 5,871 680,700 SH DEFINED 2 157,200 0 523,500
057232100 2,110 244,653 SH DEFINED 4 0 0 244,653
BALDOR ELECTRIC CO 057741100 60 3,001 SH DEFINED 2 1 0 3,000
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BALL CORP 058498106 241 5,700 SH DEFINED 2 0 0 5,700
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BANCO DE GALICIA ADR CL B 059538207 1,761 86,950 SH DEFINED 2 12,756 0 74,194
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BANCWEST CORPORATION 059790105 5,722 154,118 SH DEFINED 2 35,790 0 118,328
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BANK OF AMERICA 060505104 190,685 2,600,989 SH DEFINED 2 1,508,628 0 1,092,361
060505104 1,518,767 20,716,339 SH DEFINED 4 0 0 20,716,339
BANK OF GRANITE CORP 062401104 54 2,200 SH DEFINED 2 0 0 2,200
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BANK OF NEW YORK 064057102 5,114 139,400 SH DEFINED 2 0 0 139,400
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BANC ONE CORP 06423A103 63,570 1,067,277 SH DEFINED 2 503,282 0 563,995
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BANK UNITED CORP CL A 065412108 20,487 509,788 SH DEFINED 2 182,700 0 327,088
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BANKBOSTON CORPORATION 06605R106 15,525 303,673 SH DEFINED 2 229,023 0 74,650
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BANKNORTH GROUP INC DEL 06646L100 1,485 45,000 SH DEFINED 2 9,900 0 35,100
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BANTA CORP 066821109 9,044 430,669 SH DEFINED 2 96,790 0 333,879
066821109 254 12,084 SH DEFINED 4 0 0 12,084
BARD C R INC 067383109 449 9,400 SH DEFINED 2 0 0 9,400
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BARRICK GOLD CORPORATION 067901108 1,385 71,500 SH DEFINED 2 0 0 71,500
067901108 3,152 162,700 SH DEFINED 4 0 0 162,700
BASIN EXPLORATION INC 070107107 8,906 443,900 SH DEFINED 2 240,000 0 203,900
070107107 250 12,483 SH DEFINED 4 0 0 12,483
BASSETT FURNITURE INDUSTRIES INC 070203104 3,555 155,400 SH DEFINED 2 84,200 0 71,200
070203104 221 9,650 SH DEFINED 4 0 0 9,650
BATTLE MOUNTAIN GOLD CO 071593107 154 63,100 SH DEFINED 2 0 0 63,100
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BAUSCH & LOMB INC 071707103 105,936 1,384,785 SH DEFINED 2 824,395 0 560,390
071707103 344,122 4,498,330 SH DEFINED 4 0 0 4,498,330
BAXTER INTERNATIONAL INC 071813109 31,552 520,449 SH DEFINED 2 226,723 0 293,726
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BE AEROSPACE INC 073302101 6,604 353,400 SH DEFINED 2 191,700 0 161,700
073302101 2,074 110,983 SH DEFINED 4 0 0 110,983
BEA SYS INC 073325102 157 5,500 SH DEFINED 2 0 0 5,500
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BEACON CAPITAL PARTNERS 144A 073561102 0 0 SH DEFINED 2 0 0 0
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BEAR STEARNS COS INC 073902108 999 21,365 SH DEFINED 2 0 0 21,365
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BEAZER HOMES USA INC 07556Q105 0 0 SH DEFINED 2 0 0 0
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BECKMAN COULTER INC 075811109 8,838 181,764 SH DEFINED 2 40,940 0 140,824
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BECTON DICKINSON & CO 075887109 1,371 45,700 SH DEFINED 2 0 0 45,700
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BED BATH & BEYOND INC 075896100 26,801 696,140 SH DEFINED 2 224,540 0 471,600
075896100 472,769 12,279,708 SH DEFINED 4 0 0 12,279,70
8
BELDEN INC 077459105 13,876 579,665 SH DEFINED 2 130,680 0 448,985
077459105 252 10,515 SH DEFINED 4 0 0 10,515
BELL ATLANTIC CORPORATION 077853109 43,313 662,525 SH DEFINED 2 277,677 0 384,848
077853109 1,091,646 16,698,220 SH DEFINED 4 0 0 16,698,220
BELL MICROPRODUCTS INC 078137106 116 16,934 SH DEFINED 2 16,934 0 0
078137106 1,375 200,000 SH DEFINED 4 0 0 200,000
BELL SOUTH 079860102 172,313 3,676,000 SH DEFINED 2 2,164,900 0 1,511,100
079860102 255,446 5,449,506 SH DEFINED 4 0 0 5,449,506
BEMIS INC 081437105 386 9,700 SH DEFINED 2 0 0 9,700
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BENCHMARK ELECTRONICS 08160H101 9,351 260,200 SH DEFINED 2 217,600 0 42,600
08160H101 5,207 144,900 SH DEFINED 4 0 0 144,900
BERGEN BRUNSWIG CORP 083739102 6,469 375,026 SH DEFINED 2 307,820 0 67,206
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W.R. BERKLEY CORP 084423102 11,589 463,575 SH DEFINED 2 146,220 0 317,355
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BERRY PETE CO 085789105 67 4,800 SH DEFINED 2 0 0 4,800
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BEST BUY INC 086516101 159,226 2,358,898 SH DEFINED 2 1,237,800 0 1,121,098
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BESTFOODS 08658U101 2,534 51,200 SH DEFINED 2 0 0 51,200
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BETHLEHEM STEEL CORP 087509105 183 23,800 SH DEFINED 2 0 0 23,800
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BEVERLY ENTERPRISES INC 087851309 2,765 342,927 SH DEFINED 2 186,007 0 156,920
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BEYOND.COM CORPORATION 08860E101 3,861 134,600 SH DEFINED 2 19,600 0 115,000
08860E101 120,425 4,197,804 SH DEFINED 4 0 0 4,197,804
BINDLEY WESTERN INDS INC 090324104 6,896 299,020 SH DEFINED 2 67,401 0 231,620
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BINDVIEW DEVELOPMENT CORP 090327107 45 1,900 SH DEFINED 2 0 0 1,900
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BIOGEN N V 090597105 175,953 2,735,900 SH DEFINED 2 1,463,700 0 1,272,200
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BIOMET INC 090613100 44,072 1,108,728 SH DEFINED 2 390,600 0 718,128
090613100 231,003 5,811,400 SH DEFINED 4 0 0 5,811,400
BLACK & DECKER MANUFACTURING CO 091797100 1,004 15,900 SH DEFINED 2 0 0 15,900
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BLACK BOX CORPORATION 091826107 9,638 192,281 SH DEFINED 2 159,381 0 32,900
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BLOCK DRUG INC CL A 093644102 14,126 338,858 SH DEFINED 2 76,045 0 262,813
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BLOCK H & R 093671105 900 18,000 SH DEFINED 2 0 0 18,000
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BOEING COMPANY 097023105 45,543 1,030,669 SH DEFINED 2 409,020 0 621,649
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BOISE CASCADE CORP 097383103 22,166 516,995 SH DEFINED 2 450,190 0 66,805
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BOOKS-A-MILLION INC 098570104 0 0 SH DEFINED 2 0 0 0
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BORG-WARNER AUTOMOTIVE INC 099724106 9,757 177,392 SH DEFINED 2 39,980 0 137,412
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BOSTON CHICKEN INC 100578103 29 44,985 SH DEFINED 2 7,291 0 37,694
100578103 318 493,780 SH DEFINED 4 0 0 493,780
BOSTON SCIENTIFIC CORP 101137107 3,199 72,800 SH DEFINED 2 0 0 72,800
101137107 99,822 2,271,900 SH DEFINED 4 0 0 2,271,900
BOTTOMLINE TECHNOLOGIES INC 101388106 4,321 81,532 SH DEFINED 2 68,132 0 13,400
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BOWNE & CO INC 103043105 10,885 837,270 SH DEFINED 2 188,380 0 648,890
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BRADY CORPORATION - CL A 104674106 78 2,400 SH DEFINED 2 0 0 2,400
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BRIGGS & STRATTON CORP 109043109 254 4,400 SH DEFINED 2 0 0 4,400
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BRIO TECHNOLOGY INC 109704106 5,190 259,500 SH DEFINED 2 216,500 0 43,000
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BRISTOL MYERS SQUIBB CO 110122108 58,683 833,122 SH DEFINED 2 286,735 0 546,387
110122108 1,084,299 15,393,777 SH DEFINED 4 0 0 15,393,777
BRITE VOICE SYSTEMS INC 110411105 0 0 SH DEFINED 2 0 0 0
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BRITISH TELECOM PLC-SPON ADR 111021408 0 0 SH DEFINED 2 0 0 0
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BROADCOM CORP 111320107 0 0 SH DEFINED 2 0 0 0
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BROADVISION INC 111412102 10,790 146,300 SH DEFINED 2 77,400 0 68,900
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BROCADE COMMUNICATIONS SYS 111621108 96 1,000 SH DEFINED 2 0 0 1,000
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BROOKDALE LIVING COMMUNITIES 112462106 2,278 153,800 SH DEFINED 2 128,100 0 25,700
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BROWN FORMAN CORP CLASS B 115637209 821 12,600 SH DEFINED 2 0 0 12,600
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BROWN TOM INC 115660201 153 9,800 SH DEFINED 2 0 0 9,800
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BROWNING FERRIS INDS INC 115885105 1,234 28,700 SH DEFINED 2 0 0 28,700
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BRUNSWICK CORP 117043109 471 16,900 SH DEFINED 2 0 0 16,900
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BURLINGTON NORTHERN SANTA FE CORP 12189T104 15,359 495,441 SH DEFINED 2 375,600 0 119,841
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BURLINGTON RESOURCES INC 122014103 20,280 468,901 SH DEFINED 2 131,400 0 337,501
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BUSINESS OBJECTS S A ADR 12328X107 7,267 199,100 SH DEFINED 2 154,800 0 44,300
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C&D TECHNOLOGY INC 124661109 10,024 327,302 SH DEFINED 2 73,700 0 253,602
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CBT GROUP PLC-SPONSORED ADR 124853300 0 0 SH DEFINED 2 0 0 0
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CBRL GROUP INC 12489V106 6,155 355,500 SH DEFINED 2 79,400 0 276,100
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CBS CORP 12490K107 118,970 2,738,880 SH DEFINED 2 477,380 0 2,261,500
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C D I CORP 125071100 0 0 SH DEFINED 2 0 0 0
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CH ROBINSON WORLDWIDE INC 12541W100 0 0 SH DEFINED 2 0 0 0
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CIGNA CORP 125509109 41,014 460,831 SH DEFINED 2 188,090 0 272,741
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CIT GROUP INC 125577106 352 12,200 SH DEFINED 2 0 0 12,200
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CKE RESTAURANTS 12561E105 483 29,729 SH DEFINED 2 18,464 0 11,265
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CMG INFORMATION SERVICES INC 125750109 70,342 616,700 SH DEFINED 2 364,700 0 252,000
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CMS ENERGY CORP 125896100 4,393 104,900 SH DEFINED 2 0 0 104,900
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CMS ENERGY CORP - CLASS G 125896209 0 0 SH DEFINED 2 0 0 0
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CNET INC 125945105 58 1,000 SH DEFINED 2 0 0 1,000
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CSK AUTO CORP 125965103 8,022 297,100 SH DEFINED 2 241,200 0 55,900
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CNB BANCSHARES INC 126126101 2,851 50,023 SH DEFINED 2 11,204 0 38,819
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CNF TRANSPORTATION INC 12612W104 1,629 42,463 SH DEFINED 2 28,313 0 14,150
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CSX CORP 126408103 1,803 39,800 SH DEFINED 2 0 0 39,800
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CT COMMUNICATIONS INC 126426402 5,391 131,100 SH DEFINED 2 71,100 0 60,000
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CTS CORP 126501105 273 3,900 SH DEFINED 2 0 0 3,900
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CVS CORPORATION 126650100 299,259 5,896,721 SH DEFINED 2 3,150,158 0 2,746,563
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CABLEVISION SYSTEM CORP CL A 12686C109 26,101 372,874 SH DEFINED 2 111,930 0 260,944
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CACI INTERNATIONAL INC - CLASS A 127190304 9,977 443,400 SH DEFINED 2 244,700 0 198,700
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CALPINE CORPORATION 131347106 22,348 413,856 SH DEFINED 2 127,134 0 286,722
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CAMBREX CORP 132011107 10,418 396,870 SH DEFINED 2 88,980 0 307,890
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CAMPBELL SOUP CO 134429109 3,705 79,900 SH DEFINED 2 0 0 79,900
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CANADIAN NATL RAILWAY CO 136375102 841 12,556 SH DEFINED 2 6,006 0 6,550
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CAPITAL AUTOMOTIVE REIT 139733109 98 7,390 SH DEFINED 2 7,390 0 0
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CAPITAL ONE FINANCIAL CORP 14040H105 104,790 1,881,755 SH DEFINED 2 1,093,900 0 787,855
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CAPSTAR BROADCASTING P/P 144A 14066P9A6 0 0 SH DEFINED 2 0 0 0
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AP CAPTEC NET LEASE REALTY REIT 140724105 145 10,674 SH DEFINED 2 10,674 0 0
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CARAUSTAR INDS INC 140909102 4,953 200,627 SH DEFINED 2 108,005 0 92,622
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CARDINAL HEALTH INC 14149Y108 3,649 56,900 SH DEFINED 2 5,300 0 51,600
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CAREER EDUCATION CORP 141665109 7,604 224,900 SH DEFINED 2 186,600 0 38,300
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CAREMATRIX CORPORATION 141706101 2,347 188,700 SH DEFINED 2 123,500 0 65,200
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CHARTER ONE FINANCIAL INC 160903100 22,252 800,075 SH DEFINED 2 551,495 0 248,580
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CHESAPEAKE ENERGY CORP 165167107 127 43,309 SH DEFINED 2 0 0 43,309
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CHEVRON INC 166751107 58,831 618,050 SH DEFINED 2 159,345 0 458,705
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CIRCUIT CITY STORES-CIRCUIT CITY 172737108 29,571 317,972 SH DEFINED 2 97,600 0 220,372
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CITADEL COMMUNICATIONS CORP 172853202 17,898 494,600 SH DEFINED 2 376,100 0 118,500
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COACHMEN INDUSTRIES INC 189873102 5,689 244,700 SH DEFINED 2 130,600 0 114,100
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COASTAL CORP 190441105 19,404 485,112 SH DEFINED 2 144,700 0 340,412
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COCA COLA COMPANY 191216100 31,627 506,037 SH DEFINED 2 1,300 0 504,737
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COCA COLA ENTERPRISES 191219104 17,862 600,400 SH DEFINED 2 1,100 0 599,300
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COCA COLA FEMSA ADS 191241108 25,831 1,333,200 SH DEFINED 2 343,052 0 990,148
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COGNEX CORP 192422103 3,894 123,368 SH DEFINED 2 64,964 0 58,404
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COLGATE PALMOLIVE CO 194162103 383,139 3,879,890 SH DEFINED 2 2,179,800 0 1,700,090
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CONNECTICUT ENERGY CORP 207567108 0 0 SH DEFINED 2 0 0 0
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CONOCO INC - CL A 208251306 109,140 3,915,336 SH DEFINED 2 1,901,186 0 2,014,150
208251306 527,001 18,905,855 SH DEFINED 4 0 0 18,905,855
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CONSTELLATION ENERGY GROUP 210371100 1,082 36,529 SH DEFINED 2 8,929 0 27,600
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DAVOX CORP 239208101 3,011 252,200 SH DEFINED 2 136,800 0 115,400
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DOLLAR GENERAL CORP 256669102 1,839 63,418 SH DEFINED 2 15,632 0 47,786
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DOW CHEMICAL COMPANY 260543103 21,119 166,455 SH DEFINED 2 122,515 0 43,940
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DUKE POWER COMPANY 264399106 18,369 337,816 SH DEFINED 2 197,322 0 140,494
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DUN & BRADSTREET CORP 26483B106 1,067 30,100 SH DEFINED 2 0 0 30,100
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DYCOM INDUSTRIES INC 267475101 30,072 536,999 SH DEFINED 2 398,250 0 138,749
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DYNEGY INC 26816L102 61 3,000 SH DEFINED 2 0 0 3,000
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ECI TELECOMMUNICATIONS ORD 268258100 1,909 57,508 SH DEFINED 2 8,700 0 48,808
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EEX CORPORATION 26842V207 72 10,401 SH DEFINED 2 0 0 10,401
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E G & G INC 268457108 292 8,200 SH DEFINED 2 0 0 8,200
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EMC CORP 268648102 155,592 2,828,940 SH DEFINED 2 1,261,807 0 1,567,133
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ESAT TELECOM GROUP PLC-ADR 26883Y102 13,833 315,274 SH DEFINED 2 97,026 0 218,248
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ETEC SYSTEMS INC 26922C103 13,659 410,800 SH DEFINED 2 272,500 0 138,300
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E-TEK DYNAMICS INC 269240107 7,087 149,000 SH DEFINED 2 35,200 0 113,800
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EAGLE USA AIRFREIGHT INC 270018104 17,094 402,800 SH DEFINED 2 335,700 0 67,100
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EASTMAN KODAK COMPANY 277461109 14,815 218,673 SH DEFINED 2 143,876 0 74,797
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EATON CORPORATION 278058102 1,205 13,100 SH DEFINED 2 0 0 13,100
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ECLIPSYS CORP 278856109 3,404 142,200 SH DEFINED 2 69,100 0 73,100
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ECOLAB INC 278865100 1,034 23,700 SH DEFINED 2 0 0 23,700
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EDISON INTERNATIONAL 281020107 12,914 482,755 SH DEFINED 2 374,330 0 108,425
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EDUCATION MANAGEMENT CORP 28139T101 9,045 435,900 SH DEFINED 2 363,200 0 72,700
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EL PASO NATURAL GAS CO 283695872 1,005 30,223 SH DEFINED 2 15,132 0 15,091
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EL PASO ENERGY CORPORATION 283905107 1,316 37,400 SH DEFINED 2 38,200 0 -800
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ELAN PLC ADR 284131208 51,738 1,864,427 SH DEFINED 2 325,968 0 1,538,459
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ELCOR CORP 284443108 74 1,700 SH DEFINED 2 0 0 1,700
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ELECTRONIC DATA SYSTEMS CORP 285661104 49,643 877,670 SH DEFINED 2 167,170 0 710,500
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ELECTRONICS FOR IMAGING 286082102 175 3,400 SH DEFINED 2 0 0 3,400
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QUITANE-SPONSORED ADR 286269105 3,745 50,915 SH DEFINED 2 24,900 0 26,015
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EMERSON ELECTRIC CO 291011104 18,701 297,430 SH DEFINED 2 196,280 0 101,150
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EMULEX CORP 292475209 33,523 301,500 SH DEFINED 2 210,400 0 91,100
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ENERGEN CORP 29265N108 0 0 SH DEFINED 2 0 0 0
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ENGELHARD CORP 292845104 2,422 107,050 SH DEFINED 2 85,500 0 21,550
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ENRON CORP 293561106 252,509 3,088,800 SH DEFINED 2 1,754,600 0 1,334,200
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ENTERGY CORP 29364G103 15,186 485,940 SH DEFINED 2 395,436 0 90,504
29364G103 462,762 14,808,386 SH DEFINED 4 0 0 14,808,386
ENTRUST TECHNOLOGIES INC 293848107 9,242 277,944 SH DEFINED 2 62,454 0 215,490
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EPITOPE INC 294261102 118 20,116 SH DEFINED 2 20,116 0 0
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EQUITABLE COS INC 29444G107 1,932 28,834 SH DEFINED 2 23,834 0 5,000
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EQUITABLE RESOURCES INC 294549100 1,310 34,700 SH DEFINED 2 0 0 34,700
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EQUITY OFFICE PROPERTIES TR 294741103 851 33,200 SH DEFINED 2 33,800 0 -600
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EQUITY RESIDENTIAL PPTYS TR REIT 29476L107 4,029 89,418 SH DEFINED 2 66,624 0 22,794
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ETHAN ALLEN INC 297602104 6,278 166,317 SH DEFINED 2 37,125 0 129,192
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EXCEL LEGACY CORP REIT 300665106 0 0 SH DEFINED 2 0 0 0
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EXCHANGE APPLICATIONS INC 300867108 11,877 291,450 SH DEFINED 2 210,150 0 81,300
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EXIDE CORP 302051107 808 54,780 SH DEFINED 2 5,182 0 49,598
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EXODUS COMMUNICATIONS INC 302088109 46,808 390,270 SH DEFINED 2 129,950 0 260,320
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EXPEDITORS INTL WASH INC 302130109 10,054 368,960 SH DEFINED 2 306,720 0 62,240
302130109 5,438 199,560 SH DEFINED 4 0 0 199,560
EXPRESS SCRIPTS INC CL A 302182100 144 2,400 SH DEFINED 2 0 0 2,400
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EXTENDED STAY AMERICA INC 30224P101 5,833 486,100 SH DEFINED 2 152,300 0 333,800
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EXXON CORPORATION 302290101 339,247 4,398,659 SH DEFINED 2 2,488,712 0 1,909,947
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FBL FINL GROUP INC 30239F106 3,752 192,400 SH DEFINED 2 106,400 0 86,000
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FMC CORP 302491303 396 5,800 SH DEFINED 2 0 0 5,800
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F.Y.I. INC 302712104 5,068 161,538 SH DEFINED 2 132,838 0 28,700
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FACTORY 2U STORES 303072102 1,989 107,500 SH DEFINED 2 104,000 0 3,500
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FACTSET RESEARCH SYSTEMS INC 303075105 68 1,200 SH DEFINED 2 0 0 1,200
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FAIR ISSAC & COMPANY INC 303250104 8,208 234,104 SH DEFINED 2 53,100 0 181,004
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FAMILY DOLLAR STORES INC 307000109 34,147 1,422,780 SH DEFINED 2 437,930 0 984,850
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FASTENAL CO 311900104 0 0 SH DEFINED 2 0 0 0
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FDX CORPORATION 31304N107 150,942 2,782,340 SH DEFINED 2 1,635,600 0 1,146,740
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FREDDIE MAC 313400301 7,618 131,350 SH DEFINED 2 3,450 0 127,900
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FANNIE MAE 313586109 27,564 403,125 SH DEFINED 2 194,160 0 208,965
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FEDERATED DEPT STORES 31410H101 32,364 611,360 SH DEFINED 2 291,240 0 320,120
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FEDERATED INVESTORS INC 314211103 92 5,132 SH DEFINED 2 5,132 0 0
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FELCOR LODGING TRUST INC REIT 31430F101 93 4,500 SH DEFINED 2 0 0 4,500
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FERRO CORP 315405100 7,537 274,088 SH DEFINED 2 61,800 0 212,288
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FIFTH THIRD BANCORP 316773100 139,172 2,090,850 SH DEFINED 2 1,184,050 0 906,800
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FILENET CORP 316869106 7,485 654,400 SH DEFINED 2 359,900 0 294,500
316869106 215 18,792 SH DEFINED 4 0 0 18,792
FINANCIAL FEDERAL CORP 317492106 0 0 SH DEFINED 2 0 0 0
317492106 924 42,000 SH DEFINED 4 0 0 42,000
FINISH LINE CL A 317923100 63 5,600 SH DEFINED 2 0 0 5,600
317923100 0 0 SH DEFINED 4 0 0 0
FINOVA GROUP INC 317928109 55,116 1,047,326 SH DEFINED 2 340,484 0 706,843
317928109 251,667 4,782,269 SH DEFINED 4 0 0 4,782,269
FIRST ALLIANCE CORP 317936102 2,742 797,600 SH DEFINED 2 415,250 0 382,350
317936102 0 0 SH DEFINED 4 0 0 0
FIRST AMERICAN CORP TENN 318900107 0 0 SH DEFINED 2 400 0 -400
318900107 29,622 712,700 SH DEFINED 4 0 0 712,700
FIRST DATA CORP 319963104 3,881 79,300 SH DEFINED 2 0 0 79,300
319963104 0 0 SH DEFINED 4 0 0 0
FIRST MIDWEST BANCORP DEL 320867104 5,120 128,800 SH DEFINED 2 69,200 0 59,600
320867104 227 5,715 SH DEFINED 4 0 0 5,715
FIRST SEC CORP DEL 336294103 45,922 1,685,200 SH DEFINED 2 1,090,800 0 594,400
336294103 37,709 1,383,800 SH DEFINED 4 0 0 1,383,800
FIRST UNION CORP 337358105 9,000 191,484 SH DEFINED 2 15,145 0 176,339
337358105 265,920 5,657,880 SH DEFINED 4 0 0 5,657,880
FIRSTCITY FINANCIAL CORP 33761X107 779 141,700 SH DEFINED 2 79,100 0 62,600
33761X107 0 0 SH DEFINED 4 0 0 0
FIRSTPLUS FINANCIAL GROUP 33763B103 1 2,606 SH DEFINED 2 1,059 0 1,547
33763B103 2 5,170 SH DEFINED 4 0 0 5,170
FIRSTAR CORPORATION 33763V109 294,843 10,530,101 SH DEFINED 2 5,152,325 0 5,377,776
33763V109 885,109 31,611,033 SH DEFINED 4 0 0 31,611,033
FISERV INC 337738108 28,858 921,620 SH DEFINED 2 277,535 0 644,085
337738108 75,492 2,410,925 SH DEFINED 4 0 0 2,410,925
FIRSTENERGY CORP 337932107 3,736 120,500 SH DEFINED 2 1,300 0 119,200
337932107 110,707 3,571,200 SH DEFINED 4 0 0 3,571,200
FITZGERALD GAMING 3382719E1 0 0 SH DEFINED 2 0 0 0
3382719E1 196 392,628 SH DEFINED 4 0 0 392,628
FLEET FINANCIAL GROUP INC 338915101 14,963 337,188 SH DEFINED 2 201,315 0 135,873
338915101 226,951 5,114,395 SH DEFINED 4 0 0 5,114,395
FLEETWOOD ENTERPRISES INC 339099103 763 28,852 SH DEFINED 2 10,418 0 18,434
339099103 288 10,877 SH DEFINED 4 0 0 10,877
FLORIDA PANTHERS HOLDINGS - PRIV 3410649A3 0 0 SH DEFINED 2 0 0 0
PLACEMENT
3410649A3 3,741 350,000 SH DEFINED 4 0 0 350,000
FLORIDA PROGRESS CORP 341109106 18,193 440,370 SH DEFINED 2 136,350 0 304,020
341109106 53,760 1,301,300 SH DEFINED 4 0 0 1,301,300
FLOWERS INDS INC 343496105 26,557 1,224,512 SH DEFINED 2 380,250 0 844,262
343496105 68,244 3,146,700 SH DEFINED 4 0 0 3,146,700
FLOWSERVE CORPORATION 34354P105 0 0 SH DEFINED 2 0 0 0
34354P105 0 0 SH DEFINED 4 0 0 0
FLUOR CORPORATION 343861100 567 14,000 SH DEFINED 2 0 0 14,000
343861100 0 0 SH DEFINED 4 0 0 0
FLYCAST COMMUNICATIONS CORP 344067103 0 0 SH DEFINED 2 0 0 0
344067103 245 12,792 SH DEFINED 4 0 0 12,792
FOMENTO MEXICANO SPONS ADR 344419106 42,268 1,060,009 SH DEFINED 2 256,807 0 803,202
SEDOL 2246039
344419106 5,367 134,602 SH DEFINED 4 0 0 134,602
FOODMAKER INC 344839204 264 9,300 SH DEFINED 2 0 0 9,300
344839204 0 0 SH DEFINED 4 0 0 0
FORD MOTOR COMPANY 345370100 31,023 549,690 SH DEFINED 2 299,536 0 250,154
345370100 736,087 13,042,516 SH DEFINED 4 0 0 13,042,516
FOREST LABS INC 345838106 5,777 124,900 SH DEFINED 2 53,100 0 71,800
345838106 102,925 2,225,400 SH DEFINED 4 0 0 2,225,400
FORT JAMES CORPORATION 347471104 1,530 40,400 SH DEFINED 2 0 0 40,400
347471104 0 0 SH DEFINED 4 0 0 0
FORTUNE BRANDS INC 349631101 2,346 56,700 SH DEFINED 2 26,600 0 30,100
349631101 32,682 789,900 SH DEFINED 4 0 0 789,900
FORWARD AIR CORPORATION 349853101 0 0 SH DEFINED 2 0 0 0
349853101 84 3,000 SH DEFINED 4 0 0 3,000
FOSSIL INC 349882100 179 3,700 SH DEFINED 2 0 0 3,700
349882100 0 0 SH DEFINED 4 0 0 0
FOSTER WHEELER CORPORATION 350244109 107 7,600 SH DEFINED 2 0 0 7,600
350244109 0 0 SH DEFINED 4 0 0 0
FOUNDATION HEALTH SYSTEMS-A 350404109 293 19,500 SH DEFINED 2 19,500 0 0
350404109 12,125 808,300 SH DEFINED 4 0 0 808,300
FOUR SEASONS HOTEL 35100E104 3,364 76,350 SH DEFINED 2 9,050 0 67,300
35100E104 86,942 1,973,160 SH DEFINED 4 0 0 1,973,160
4FRONT TECHNOLOGIES INC 351042106 374 37,900 SH DEFINED 2 37,900 0 0
351042106 5,286 535,300 SH DEFINED 4 0 0 535,300
FRANKLIN RESOURCES INC 354613101 10,993 270,600 SH DEFINED 2 1,000 0 269,600
354613101 48,799 1,201,200 SH DEFINED 4 0 0 1,201,200
FREDS INC CL A 356108100 1,019 65,202 SH DEFINED 2 14,400 0 50,802
356108100 0 0 SH DEFINED 4 0 0 0
FREEDOM SECURITIES CORP 35644K103 4,091 238,900 SH DEFINED 2 53,450 0 185,450
35644K103 128 7,492 SH DEFINED 4 0 0 7,492
FREEPORT-MCMORAN COPPER & GOLD CL 35671D105 0 0 SH DEFINED 2 2,525 0 -2,525
A
35671D105 84,371 5,037,072 SH DEFINED 4 0 0 5,037,072
FREEPORT-MCMORAN COPPER 35671D857 538 30,000 SH DEFINED 2 1,675 0 28,325
35671D857 56,467 3,147,994 SH DEFINED 4 0 0 3,147,994
FREMONT GENERAL CORP 357288109 11,262 596,658 SH DEFINED 2 139,478 0 457,180
357288109 1,447 76,666 SH DEFINED 4 0 0 76,666
FRENCH FRAGRANCES INC 357658103 43 5,825 SH DEFINED 2 0 0 5,825
357658103 1,715 234,500 SH DEFINED 4 0 0 234,500
FRITZ COMPANIES INC 358846103 3,879 360,800 SH DEFINED 2 301,500 0 59,300
358846103 2,288 212,800 SH DEFINED 4 0 0 212,800
FRONTIER CORP 35906P105 27,112 459,532 SH DEFINED 2 124,100 0 335,432
35906P105 179,395 3,040,600 SH DEFINED 4 0 0 3,040,600
FULLER H B CO 359694106 9,123 133,420 SH DEFINED 2 29,980 0 103,440
359694106 0 0 SH DEFINED 4 0 0 0
FURNITURE BRANDS INTL INC 360921100 34,126 1,224,258 SH DEFINED 2 376,380 0 847,878
360921100 87,725 3,147,100 SH DEFINED 4 0 0 3,147,100
FURON COMPANY 361106107 5,768 303,600 SH DEFINED 2 164,900 0 138,700
361106107 246 12,955 SH DEFINED 4 0 0 12,955
GATX CORP 361448103 579 15,200 SH DEFINED 2 15,200 0 0
361448103 14,692 386,000 SH DEFINED 4 0 0 386,000
GST TELECOMMUNICATIONS INC 361942105 4,320 327,600 SH DEFINED 2 249,600 0 78,000
361942105 5,151 390,600 SH DEFINED 4 0 0 390,600
GPU INC 36225X100 970 23,000 SH DEFINED 2 0 0 23,000
36225X100 12,538 297,200 SH DEFINED 4 0 0 297,200
GTE 362320103 40,363 532,845 SH DEFINED 2 306,023 0 226,822
362320103 915,957 12,091,836 SH DEFINED 4 0 0 12,091,836
GABLES RESIDENTIAL TRUST REIT 362418105 0 0 SH DEFINED 2 0 0 0
362418105 0 0 SH DEFINED 4 0 0 0
GALILEO INTERNATIONAL INC 363547100 47,908 896,530 SH DEFINED 2 159,630 0 736,900
363547100 188,463 3,526,800 SH DEFINED 4 0 0 3,526,800
GALLAGHER ARTHUR J & CO 363576109 3,982 80,445 SH DEFINED 2 18,390 0 62,055
363576109 0 0 SH DEFINED 4 0 0 0
GANNETT INCORPORATED 364730101 3,654 51,200 SH DEFINED 2 0 0 51,200
364730101 0 0 SH DEFINED 4 0 0 0
GAP INC 364760108 174,137 3,456,820 SH DEFINED 2 1,866,275 0 1,590,545
364760108 392,681 7,795,155 SH DEFINED 4 0 0 7,795,155
GARDNER DENVER MACHINERY INC 365558105 6,368 394,900 SH DEFINED 2 216,000 0 178,900
365558105 174 10,783 SH DEFINED 4 0 0 10,783
GASONICS INTL CORP 367278108 4,859 347,100 SH DEFINED 2 166,700 0 180,400
367278108 385 27,509 SH DEFINED 4 0 0 27,509
GATEWAY INC 367626108 1,693 28,700 SH DEFINED 2 0 0 28,700
367626108 0 0 SH DEFINED 4 0 0 0
GENCORP INC 368682100 22,056 873,495 SH DEFINED 2 279,500 0 593,995
368682100 462 18,311 SH DEFINED 4 0 0 18,311
GENERAL BINDING CORP 369154109 3,331 141,736 SH DEFINED 2 31,600 0 110,136
369154109 0 0 SH DEFINED 4 0 0 0
GENERAL CABLE CORP 369300108 19,276 1,204,772 SH DEFINED 2 401,980 0 802,792
369300108 415 25,928 SH DEFINED 4 0 0 25,928
GENERAL DYNAMICS CORPORATION 369550108 1,603 23,400 SH DEFINED 2 0 0 23,400
369550108 9,590 140,000 SH DEFINED 4 0 0 140,000
GENERAL ELECTRIC COMPANY 369604103 793,800 7,024,776 SH DEFINED 2 3,725,861 0 3,298,915
369604103 1,824,247 16,143,783 SH DEFINED 4 0 0 16,143,783
GENERAL INSTRUMENT CORP 370120107 10,502 247,100 SH DEFINED 2 72,200 0 174,900
370120107 185,351 4,361,200 SH DEFINED 4 0 0 4,361,200
GENERAL MILLS INC 370334104 12,450 154,895 SH DEFINED 2 109,016 0 45,879
370334104 34,904 434,270 SH DEFINED 4 0 0 434,270
GENERAL MOTORS CORPORATION 370442105 25,919 392,705 SH DEFINED 2 249,695 0 143,010
370442105 644,363 9,763,070 SH DEFINED 4 0 0 9,763,070
GENESCO INC 371532102 64 4,400 SH DEFINED 2 0 0 4,400
371532102 0 0 SH DEFINED 4 0 0 0
GENTEX CORP 371901109 98 3,500 SH DEFINED 2 0 0 3,500
371901109 0 0 SH DEFINED 4 0 0 0
GENESYS TELECOMM LABS INC 371931106 10,968 438,700 SH DEFINED 2 366,200 0 72,500
371931106 6,250 250,000 SH DEFINED 4 0 0 250,000
GENESIS MICROCHIP INC 371933102 0 0 SH DEFINED 2 0 0 0
371933102 13,473 570,292 SH DEFINED 4 0 0 570,292
GENLYTE GROUPINC 372302109 0 0 SH DEFINED 2 0 0 0
372302109 0 0 SH DEFINED 4 0 0 0
GENRAD INC 372447102 8,599 413,150 SH DEFINED 2 226,350 0 186,800
372447102 229 10,993 SH DEFINED 4 0 0 10,993
GENUINE PARTS COMPANY 372460105 1,153 32,950 SH DEFINED 2 0 0 32,950
372460105 0 0 SH DEFINED 4 0 0 0
GENZYME TRANSGENICS CORP 37246E105 0 0 SH DEFINED 2 0 0 0
37246E105 0 0 SH DEFINED 4 0 0 0
GENZYME CORP 372917104 95 1,950 SH DEFINED 2 1,950 0 0
372917104 1,940 40,000 SH DEFINED 4 0 0 40,000
GENZYME-MOLECULAR ONCOLOGY 372917500 0 0 SH DEFINED 2 0 0 0
372917500 0 0 SH DEFINED 4 0 0 0
GEORGIA GULF CORP 373200203 57 3,400 SH DEFINED 2 0 0 3,400
373200203 0 0 SH DEFINED 4 0 0 0
GEORGIA PACIFIC CORP 373298108 1,473 31,100 SH DEFINED 2 0 0 31,100
373298108 0 0 SH DEFINED 4 0 0 0
GERBER SCIENTIFIC INC 373730100 12,427 563,250 SH DEFINED 2 156,300 0 406,950
373730100 459 20,792 SH DEFINED 4 0 0 20,792
GILAT SATELLITE NETWORKS LTD 3752559A6 583 11,810 SH DEFINED 2 5,952 0 5,857
3752559A6 1,555 31,500 SH DEFINED 4 0 0 31,500
GILEAD SCIENCES INC 375558103 63 1,200 SH DEFINED 2 0 0 1,200
375558103 0 0 SH DEFINED 4 0 0 0
GILLETTE COMPANY THE 375766102 8,335 203,300 SH DEFINED 2 0 0 203,300
375766102 0 0 SH DEFINED 4 0 0 0
GILMAN & CIOCIA INC 375908100 1,474 160,400 SH DEFINED 2 133,900 0 26,500
375908100 845 92,000 SH DEFINED 4 0 0 92,000
GILDAN ACTIVEWEAR INC-CL A 375916103 0 0 SH DEFINED 2 0 0 0
375916103 2,506 148,500 SH DEFINED 4 0 0 148,500
GLATFELTER PH CO 377316104 8,947 611,738 SH DEFINED 2 138,510 0 473,228
377316104 260 17,767 SH DEFINED 4 0 0 17,767
GLEASON CORP 377339106 7,840 466,330 SH DEFINED 2 104,820 0 361,510
377339106 269 16,026 SH DEFINED 4 0 0 16,026
GLOBAL TELESYSTEMS GROUP INC 37936U104 58,353 720,412 SH DEFINED 2 250,600 0 469,812
37936U104 610,893 7,541,888 SH DEFINED 4 0 0 7,541,888
GLOBAL VACATION GROUP 37937F106 100 22,300 SH DEFINED 2 18,800 0 3,500
37937F106 57 12,700 SH DEFINED 4 0 0 12,700
GLOBESPAN INC 379571102 4,321 108,700 SH DEFINED 2 81,900 0 26,800
379571102 10,931 274,995 SH DEFINED 4 0 0 274,995
GLOBIX CORPORATION 37957F101 9,902 224,100 SH DEFINED 2 187,200 0 36,900
37957F101 5,749 130,100 SH DEFINED 4 0 0 130,100
GOLDEN BOOKS FAMILY ENTMNT 380804104 0 0 SH DEFINED 2 0 0 0
380804104 62 230,772 SH DEFINED 4 0 0 230,772
GOLDEN ST BANCORP INC 381197102 0 0 SH DEFINED 2 0 0 0
381197102 0 0 SH DEFINED 4 0 0 0
GOLDEN WEST FINANCIAL CORP DEL 381317106 1,019 10,400 SH DEFINED 2 0 0 10,400
381317106 0 0 SH DEFINED 4 0 0 0
GOLDMAN SACHS GROUP INC 38141G104 1,229 17,010 SH DEFINED 2 5,800 0 11,210
38141G104 37,143 514,090 SH DEFINED 4 0 0 514,090
GOODRICH B F CO 382388106 578 13,600 SH DEFINED 2 0 0 13,600
382388106 0 0 SH DEFINED 4 0 0 0
GOODNOISE CORP 38238R104 8 400 SH DEFINED 2 0 0 400
38238R104 250 12,100 SH DEFINED 4 0 0 12,100
GOODYEAR TIRE & RUBBER CO 382550101 1,688 28,700 SH DEFINED 2 0 0 28,700
382550101 0 0 SH DEFINED 4 0 0 0
W.R. GRACE & CO 38388F108 375 20,400 SH DEFINED 2 7,600 0 12,800
38388F108 1,470 80,000 SH DEFINED 4 0 0 80,000
W W GRAINGER 384802104 920 17,100 SH DEFINED 2 0 0 17,100
384802104 2,214 41,150 SH DEFINED 4 0 0 41,150
GRANITE CONSTUCTION INC 387328107 0 0 SH DEFINED 2 0 0 0
387328107 0 0 SH DEFINED 4 0 0 0
GREAT ATLANTIC & PAC TEA INC 390064103 240 7,100 SH DEFINED 2 0 0 7,100
390064103 0 0 SH DEFINED 4 0 0 0
GREAT LAKES CHEMICAL CORP 390568103 497 10,800 SH DEFINED 2 0 0 10,800
390568103 3,418 74,200 SH DEFINED 4 0 0 74,200
GREENPOINT FINANACIAL CORP 395384100 27,808 847,479 SH DEFINED 2 277,253 0 570,226
395384100 68,795 2,096,600 SH DEFINED 4 0 0 2,096,600
GREY WOLF INC 397888108 66 26,400 SH DEFINED 2 0 0 26,400
397888108 0 0 SH DEFINED 4 0 0 0
GROUP 1 AUTOMOTIVE INC 398905109 51 2,400 SH DEFINED 2 0 0 2,400
398905109 0 0 SH DEFINED 4 0 0 0
GROUP MAINTERNANCE AMERICA CORP 39943E107 236 18,269 SH DEFINED 2 14,369 0 3,900
39943E107 1,771 136,900 SH DEFINED 4 0 0 136,900
GROUPE DANONE SP ADR 399449107 0 0 SH DEFINED 2 0 0 0
399449107 14,334 274,000 SH DEFINED 4 0 0 274,000
GRUPO IMSA SA SPON ADR 40048T106 1,454 90,866 SH DEFINED 2 13,475 0 77,391
40048T106 791 49,439 SH DEFINED 4 0 0 49,439
GRUPO TELEVISA SA DE CV GDR REP 40049J206 97,150 2,167,911 SH DEFINED 2 487,711 0 1,680,200
ADR
40049J206 99,885 2,228,955 SH DEFINED 4 0 0 2,228,955
GTECH HOLDINGS CORP 400518106 49 2,100 SH DEFINED 2 0 0 2,100
400518106 0 0 SH DEFINED 4 0 0 0
GUCCI GROUP NV-NY REG SHRS 401566104 99,502 1,421,460 SH DEFINED 2 479,583 0 941,877
401566104 62,437 891,962 SH DEFINED 4 0 0 891,962
GUIDANT CORP 401698105 2,855 55,500 SH DEFINED 2 0 0 55,500
401698105 99,377 1,932,000 SH DEFINED 4 0 0 1,932,000
GUILFORD PHARMACEUTICALS INC 401829106 0 0 SH DEFINED 2 0 0 0
401829106 7,806 612,200 SH DEFINED 4 0 0 612,200
GULFMARK OFFSHORE INC 402629109 3,376 177,700 SH DEFINED 2 85,200 0 92,500
402629109 0 0 SH DEFINED 4 0 0 0
GYMBOREE CORP 403777105 4,624 440,400 SH DEFINED 2 238,900 0 201,500
403777105 140 13,309 SH DEFINED 4 0 0 13,309
HMT TECHNOLOGY CORP 403917107 0 0 SH DEFINED 2 0 0 0
403917107 671 252,631 SH DEFINED 4 0 0 252,631
HCR MANOR CARE 404134108 491 20,300 SH DEFINED 2 0 0 20,300
404134108 0 0 SH DEFINED 4 0 0 0
HNC SOFTWARE 40425P107 0 0 SH DEFINED 2 0 0 0
40425P107 1,031 33,450 SH DEFINED 4 0 0 33,450
SABANCI HOLDINGS 144A ADR 40450N100 79 14,790 SH DEFINED 2 58,220 0 -43,430
40450N100 1,165 217,770 SH DEFINED 4 0 0 217,770
SABANCI HOLDINGS REGS ADR 40450N209 2,153 402,453 SH DEFINED 2 0 0 402,453
40450N209 0 0 SH DEFINED 4 0 0 0
HADCO CORP 404681108 16,695 420,000 SH DEFINED 2 292,600 0 127,400
404681108 5,290 133,078 SH DEFINED 4 0 0 133,078
HAEMONETICS CORP MASS 405024100 7,724 385,000 SH DEFINED 2 209,000 0 176,000
405024100 252 12,557 SH DEFINED 4 0 0 12,557
HAIN FOOD GROUP INC 405219106 3,267 158,400 SH DEFINED 2 132,300 0 26,100
405219106 1,844 89,400 SH DEFINED 4 0 0 89,400
HALLIBURTON CO 406216101 60,187 1,330,110 SH DEFINED 2 373,670 0 956,440
406216101 594,737 13,143,370 SH DEFINED 4 0 0 13,143,370
HAMBRECHT & QUIST GROUP INC 406545103 0 0 SH DEFINED 2 0 0 0
406545103 0 0 SH DEFINED 4 0 0 0
HANGER ORTHOPEDIC GROUP INC 41043F208 64 4,500 SH DEFINED 2 0 0 4,500
41043F208 0 0 SH DEFINED 4 0 0 0
HANNA M A CO 410522106 17,046 1,037,023 SH DEFINED 2 371,050 0 665,973
410522106 450 27,355 SH DEFINED 4 0 0 27,355
HANNAFORD BROTHERS CO 410550107 0 0 SH DEFINED 2 0 0 0
410550107 0 0 SH DEFINED 4 0 0 0
HANOVER CAPITAL MORTGAGE HLD 410761100 48 8,929 SH DEFINED 2 8,929 0 0
410761100 1,497 278,600 SH DEFINED 4 0 0 278,600
HARCOURT GENERAL INC 41163G101 675 13,100 SH DEFINED 2 0 0 13,100
41163G101 0 0 SH DEFINED 4 0 0 0
HARMAN INTERNATIONAL 413086109 0 0 SH DEFINED 2 0 0 0
413086109 0 0 SH DEFINED 4 0 0 0
HARMONIC INC 413160102 25,077 436,600 SH DEFINED 2 306,100 0 130,500
413160102 70,525 1,227,860 SH DEFINED 4 0 0 1,227,860
HARRAHS ENTERTAINMENT INC 413619107 30,686 1,394,798 SH DEFINED 2 468,350 0 926,448
413619107 205,267 9,330,300 SH DEFINED 4 0 0 9,330,300
HARRIS CORP DEL 413875105 572 14,600 SH DEFINED 2 0 0 14,600
413875105 0 0 SH DEFINED 4 0 0 0
HARSCO CORP 415864107 0 0 SH DEFINED 2 0 0 0
415864107 0 0 SH DEFINED 4 0 0 0
HARTE-HANKS INC 416196103 5,457 201,180 SH DEFINED 2 45,200 0 155,980
416196103 0 0 SH DEFINED 4 0 0 0
HARTFORD FINANCIAL SVCS GRP 416515104 2,752 47,200 SH DEFINED 2 5,800 0 41,400
416515104 139,748 2,396,530 SH DEFINED 4 0 0 2,396,530
HASBRO INC 418056107 14,194 508,047 SH DEFINED 2 353,275 0 154,773
418056107 80,691 2,888,258 SH DEFINED 4 0 0 2,888,258
HAWAIIAN ELEC INDS 419870100 0 0 SH DEFINED 2 0 0 0
419870100 5,616 158,200 SH DEFINED 4 0 0 158,200
HEALTHSOUTH CORP 421924101 30,452 2,038,617 SH DEFINED 2 669,310 0 1,369,307
421924101 198,369 13,279,946 SH DEFINED 4 0 0 13,279,946
HEALTH MANAGEMENT ASSOCIATES 421933102 8,035 714,240 SH DEFINED 2 224,001 0 490,239
421933102 208,944 18,572,762 SH DEFINED 4 0 0 18,572,762
HEALTHCARE REALTY TRUST INC REIT 421946104 0 0 SH DEFINED 2 0 0 0
421946104 3,700 176,200 SH DEFINED 4 0 0 176,200
HEALTHEON CORPORATION 422209106 1,967 25,550 SH DEFINED 2 3,600 0 21,950
422209106 61,173 794,452 SH DEFINED 4 0 0 794,452
HEARST-ARGYLE TELEVISION INC 422317107 0 0 SH DEFINED 2 0 0 0
422317107 0 0 SH DEFINED 4 0 0 0
HELIG & MEYERS 422893107 8,031 1,178,835 SH DEFINED 2 265,160 0 913,675
422893107 262 38,490 SH DEFINED 4 0 0 38,490
HEDSTROM HOLDINGS INC 144A 422914200 13 13,342 SH DEFINED 2 10,310 0 3,032
422914200 280 279,918 SH DEFINED 4 0 0 279,918
HEINZ H J COMPANY 423074103 13,348 266,285 SH DEFINED 2 153,360 0 112,925
423074103 544,125 10,855,358 SH DEFINED 4 0 0 10,855,358
HELIX TECHNOLOGY CORP 423319102 22,444 937,600 SH DEFINED 2 435,100 0 502,500
423319102 5,420 226,414 SH DEFINED 4 0 0 226,414
HELLENIC TELECOMMUN ORG-ADR 423325307 1,601 144,691 SH DEFINED 2 6,400 0 138,291
423325307 7,889 713,170 SH DEFINED 4 0 0 713,170
HELMERICH & PAYNE INC 423452101 9,950 417,844 SH DEFINED 2 92,300 0 325,544
423452101 808 33,944 SH DEFINED 4 0 0 33,944
HENRY (JACK) & ASSOCIATES 426281101 3,175 80,900 SH DEFINED 2 18,790 0 62,110
426281101 196 4,982 SH DEFINED 4 0 0 4,982
HERCULES INCORPORATED 427056106 723 18,400 SH DEFINED 2 0 0 18,400
427056106 0 0 SH DEFINED 4 0 0 0
HERSHEY FOODS CORP 427866108 1,520 25,600 SH DEFINED 2 0 0 25,600
427866108 0 0 SH DEFINED 4 0 0 0
HERTZ CORP-CL A 428040109 242 3,900 SH DEFINED 2 3,900 0 0
428040109 0 0 SH DEFINED 4 0 0 0
HEWLETT PACKARD CO 428236103 249,355 2,481,145 SH DEFINED 2 1,190,370 0 1,290,775
428236103 494,654 4,921,935 SH DEFINED 4 0 0 4,921,935
HEXCEL CORP NEW 428291108 60 5,900 SH DEFINED 2 0 0 5,900
428291108 0 0 SH DEFINED 4 0 0 0
HI/FN INC 428358105 8,069 106,000 SH DEFINED 2 84,300 0 21,700
428358105 29,780 391,200 SH DEFINED 4 0 0 391,200
HIBBETT SPORTING GOODS INC 428565105 0 0 SH DEFINED 2 0 0 0
428565105 1,606 73,000 SH DEFINED 4 0 0 73,000
HILTON HOTELS CORPORATION 432848109 672 47,400 SH DEFINED 2 0 0 47,400
432848109 0 0 SH DEFINED 4 0 0 0
HISPANIC BROADCASTING CORP 43357B104 32,549 428,978 SH DEFINED 2 316,678 0 112,300
43357B104 224,350 2,956,836 SH DEFINED 4 0 0 2,956,836
ROCHE GS 4345429A6 1,060 103 SH DEFINED 2 43 0 59
SEDOL 4745772
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IGEN INTERNATIONAL INC 449536101 2,549 87,510 SH DEFINED 2 72,910 0 14,600
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ISS GROUP INC 450306105 3,163 83,800 SH DEFINED 2 17,200 0 66,600
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ITC DELTACOM INC 45031T104 90 3,200 SH DEFINED 2 0 0 3,200
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IMATION CORPORATION 45245A107 6,938 279,600 SH DEFINED 2 153,300 0 126,300
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IMPERIAL BANCORP 452556103 5,598 282,564 SH DEFINED 2 153,360 0 129,204
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IMPATH INC 45255G101 0 0 SH DEFINED 2 0 0 0
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INDIANA ENERGY INC 454707100 634 29,733 SH DEFINED 2 0 0 29,733
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INGERSOLL-RAND COMPANY 456866102 1,961 30,350 SH DEFINED 2 0 0 30,350
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INGRAM MICRO INC CL A 457153104 0 0 SH DEFINED 2 0 0 0
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INKTOMI CORP 457277101 0 0 SH DEFINED 2 0 0 0
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INTEL CORPORATION 458140100 48,832 820,700 SH DEFINED 2 1,000 0 819,700
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INTERMEDIA COMMUNICATIONS INC 458801107 8,999 299,976 SH DEFINED 2 176,176 0 123,800
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INTERNATIONAL BUSINESS MACHINES 459200101 590,349 4,567,494 SH DEFINED 2 2,167,304 0 2,400,190
CORP
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INTERNATIONAL MULTIFOODS CORP 460043102 13,656 605,235 SH DEFINED 2 212,250 0 392,985
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INTERNATIONAL NETWORK SERVICES 460053101 7,205 178,450 SH DEFINED 2 55,350 0 123,100
460053101 127,088 3,147,701 SH DEFINED 4 0 0 3,147,701
INTERNATIONAL PAPER CO 460146103 6,214 123,056 SH DEFINED 2 23,136 0 99,919
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INTERNATIONAL RECTIFIER CORP 460254105 8,121 610,000 SH DEFINED 2 331,000 0 279,000
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INTL SPEEDWAY CORP-CL A 460335201 5,634 118,600 SH DEFINED 2 36,900 0 81,700
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INTERPUBLIC GROUP COS INC 460690100 237,738 2,744,449 SH DEFINED 2 1,665,700 0 1,078,749
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1/4 09/16/2004
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INTERSTATE BAKERIES 46072H108 536 23,870 SH DEFINED 2 10,432 0 13,438
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INTUIT INC 461202103 56,240 624,020 SH DEFINED 2 210,100 0 413,920
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INVESTMENT TECHNOLOGY GRP INC 46145F105 15,984 493,720 SH DEFINED 2 157,120 0 336,600
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IPALCO ENTERPRISES INC 462613100 13,042 615,548 SH DEFINED 2 168,210 0 447,338
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ISLE OF CAPRIS CASINOS INC 464592104 0 0 SH DEFINED 2 1 0 -1
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I2 TECHNOLOGIES INC 465754109 9,004 209,400 SH DEFINED 2 46,700 0 162,700
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IVEX PACKAGING CORP 465855104 5,249 238,600 SH DEFINED 2 131,300 0 107,300
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JDA SOFTWARE GROUP INC 46612K108 4,781 513,400 SH DEFINED 2 278,500 0 234,900
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J. JILL GROUP INC 466189107 5,427 371,100 SH DEFINED 2 249,400 0 121,700
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KEMET CORP 488360108 5,292 230,698 SH DEFINED 2 125,094 0 105,604
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KEYCORP 493267108 2,634 82,000 SH DEFINED 2 0 0 82,000
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7
KING PHARMACEUTICALS INC 495582108 135 5,200 SH DEFINED 2 0 0 5,200
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ESTEE LAUDER COMPANIES 518439104 270,460 5,395,706 SH DEFINED 2 2,864,067 0 2,531,639
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6
LEAR CORPORATION 521865105 43,906 882,533 SH DEFINED 2 419,480 0 463,053
521865105 129,947 2,612,004 SH DEFINED 4 0 0 2,612,004
LEE ENTERPRISES 523768109 8,662 283,987 SH DEFINED 2 63,840 0 220,147
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LEGG MASON INC 524901105 6,429 166,992 SH DEFINED 2 37,582 0 129,410
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LEHMAN BROTHERS HOLDING INC 524908100 20,487 329,105 SH DEFINED 2 267,360 0 61,745
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OCBC WARRANTS-LEHMAN 52518V396 484 63,300 SH DEFINED 2 50,700 0 12,600
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SINGAPORE AIR WARRANTS-LEHMAN 52518V446 148 17,000 SH DEFINED 2 137,000 0 -120,000
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LENNAR CORP 526057104 13,218 550,764 SH DEFINED 2 180,260 0 370,504
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LESCO INC 526872106 4,820 252,000 SH DEFINED 2 126,100 0 125,900
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LEVEL ONE COMMUNICATIONS INC 527295109 495 10,113 SH DEFINED 2 3,638 0 6,475
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LEXMARK INTL GRP INC CLA 529771107 116,838 1,768,592 SH DEFINED 2 823,600 0 944,992
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LILLY ELI & CO 532457108 15,285 213,400 SH DEFINED 2 11,600 0 201,800
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AP LIMITED INC 532716107 1,881 41,464 SH DEFINED 2 2,376 0 39,088
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LINCARE HOLDINGS INC 532791100 5,760 230,400 SH DEFINED 2 72,000 0 158,400
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LINCOLN ELECTRIC HOLDINGS 533900106 4,686 228,600 SH DEFINED 2 123,600 0 105,000
533900106 194 9,455 SH DEFINED 4 0 0 9,455
LINCOLN NATIONAL CORP 534187109 37,834 723,239 SH DEFINED 2 411,454 0 311,785
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LINEAR TECHNOLOGY CORP 535678106 42,880 637,624 SH DEFINED 2 168,700 0 468,924
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LINENS N THINGS 535679104 52,790 1,206,627 SH DEFINED 2 565,600 0 641,027
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LIPOSOME COMPANY INC 536310105 142 7,400 SH DEFINED 2 0 0 7,400
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LITTELFUSE INC 537008104 6,541 339,800 SH DEFINED 2 183,400 0 156,400
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LOCKHEED MARTIN CORPORATION 539830109 4,427 118,850 SH DEFINED 2 47,600 0 71,250
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LOMAK PETROLEUM INC 541509303 69 68,519 SH DEFINED 2 32,468 0 36,052
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LONE STAR STEAKHOUSE & SALOON 542307103 2,537 261,000 SH DEFINED 2 141,600 0 119,400
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LONGS DRUG STORES INC 543162101 5,193 150,253 SH DEFINED 2 32,430 0 117,823
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LOUISIANA PACIFIC CORPORATION 546347105 470 19,800 SH DEFINED 2 0 0 19,800
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LOWES COMPANIES INC 548661107 42,994 758,442 SH DEFINED 2 188,342 0 570,100
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LUBYS INC 549282101 7,491 499,415 SH DEFINED 2 112,980 0 386,435
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LUCENT TECHNOLOGIES INC 549463107 668,241 9,909,045 SH DEFINED 2 4,820,515 0 5,088,530
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M & T BANK CORPORATION 55261F104 21,926 39,865 SH DEFINED 2 12,156 0 27,709
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MBIA INC 55262C100 1,178 18,200 SH DEFINED 2 0 0 18,200
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MBNA CORP 55262L100 4,597 150,106 SH DEFINED 2 2,950 0 147,156
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MCI WORLDCOM INC 55268B106 465,582 5,409,813 SH DEFINED 2 2,548,100 0 2,861,713
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MMI COMPANIES INC 553087107 4,361 258,435 SH DEFINED 2 58,960 0 199,475
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MTS SYSTEMS CORP 553777103 10,103 828,982 SH DEFINED 2 186,380 0 642,602
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MACDERMID INC 554273102 367 7,900 SH DEFINED 2 7,900 0 0
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MAGNA INTL INC CL A 559222401 1,796 29,448 SH DEFINED 2 13,051 0 16,397
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MAGYAR TAVKOZLESI RT SP ADR 559776109 1,894 68,868 SH DEFINED 2 10,200 0 58,668
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MAKER COMMUNICATIONS INC 560875106 570 18,375 SH DEFINED 2 15,375 0 3,000
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MALAN REALTY INVESTORS INC REIT 561063108 0 0 SH DEFINED 2 0 0 0
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MALLINCKRODT INC 561232109 7,128 195,965 SH DEFINED 2 162,960 0 33,005
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MARCUS CORP 566330106 5,181 420,764 SH DEFINED 2 93,785 0 326,979
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MARINE DRILLING CO INC 568240204 0 0 SH DEFINED 2 0 0 0
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MARK IV INDUSTRIES INC 570387100 0 0 SH DEFINED 2 0 0 0
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MARKETWATCH.COM INC 570619106 321 5,450 SH DEFINED 2 1,650 0 3,800
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MARSH & MCLENNAN COS INC 571748102 3,643 48,250 SH DEFINED 2 0 0 48,250
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MARRIOTT INTERNATIONAL CL A 571903202 1,716 45,900 SH DEFINED 2 0 0 45,900
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MATERIAL SCIENCES CORP 576674105 4,740 315,990 SH DEFINED 2 171,415 0 144,575
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MATRIA HEALTHCARE INC 576817100 3,426 472,500 SH DEFINED 2 256,300 0 216,200
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MATTEL INC 577081102 14,956 565,704 SH DEFINED 2 451,864 0 113,840
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6
MAXTOR CORP 577729205 0 0 SH DEFINED 2 0 0 0
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MAXIM GROUP INC (THE) 57772J104 6,274 722,200 SH DEFINED 2 391,600 0 330,600
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MAXIM INTEGRATED PRODS INC 57772K101 46,368 697,260 SH DEFINED 2 227,540 0 469,720
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MAXIM PHARMACEUTICALS INC 57772M107 0 0 SH DEFINED 2 0 0 0
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MAY DEPARTMENT STORES CO 577778103 2,502 61,200 SH DEFINED 2 2,087 0 59,113
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MAXIMUS INC 577933104 52 1,800 SH DEFINED 2 0 0 1,800
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MAYTAG CO 578592107 39,753 570,450 SH DEFINED 2 194,950 0 375,500
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MCCLATCHY COMPANY-CL A 579489105 8,677 261,950 SH DEFINED 2 58,560 0 203,390
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MCDERMOTT INTERNATIONAL 580037109 305 10,800 SH DEFINED 2 0 0 10,800
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MCDONALDS CORPORATION 580135101 10,279 248,800 SH DEFINED 2 0 0 248,800
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MCGRAW HILL COMPANIES INC 580645109 31,714 587,976 SH DEFINED 2 324,221 0 263,755
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MCKESSON CORP 581557105 1,139 13,449 SH DEFINED 2 6,430 0 7,019
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MCKESSON HBOC INC 58155Q103 1,632 50,808 SH DEFINED 2 0 0 50,808
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MCLEODUSA INC. 582266102 44,572 810,409 SH DEFINED 2 240,235 0 570,174
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MCWHORTER TECHNOLOGIES 582803102 2,359 163,400 SH DEFINED 2 88,600 0 74,800
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MEAD CORPORATION 582834107 2,722 65,200 SH DEFINED 2 47,100 0 18,100
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MEDAPHIS CORP 584028104 4,610 801,700 SH DEFINED 2 433,700 0 368,000
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MEDE AMERICA CORP 584067102 0 0 SH DEFINED 2 0 0 0
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MEDIAONE GROUP INC 58440J104 375,115 5,043,567 SH DEFINED 2 1,892,234 0 3,151,333
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MEDQUIST INC 584949101 18,196 415,900 SH DEFINED 2 347,600 0 68,300
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MEDPARTNERS INC 58503X107 202 26,704 SH DEFINED 2 0 0 26,704
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MEDTRONIC INC 585055106 8,924 114,591 SH DEFINED 2 7,490 0 107,101
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MELLON BANK CORP 585509102 3,474 95,500 SH DEFINED 2 0 0 95,500
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MEMBERWORKS INC 586002107 2,227 76,800 SH DEFINED 2 64,150 0 12,650
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MENTOR CORP MINN 587188103 15,293 821,087 SH DEFINED 2 184,730 0 636,357
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MENTOR GRAPHICS CORP 587200106 8,041 627,600 SH DEFINED 2 340,000 0 287,600
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MERCANTILE BANCORPORATION INC 587342106 31,607 553,300 SH DEFINED 2 12,055 0 541,245
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MERCK & CO INC 589331107 110,889 1,498,498 SH DEFINED 2 372,143 0 1,126,355
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5
MERCURY INTERACTIVE CORP 589405109 202 5,700 SH DEFINED 2 0 0 5,700
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MERRILL LYNCH COMPANY INC 590188108 16,065 200,975 SH DEFINED 2 120,240 0 80,735
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METALS USA INC 591324108 0 0 SH DEFINED 2 0 0 0
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METRIS COMPANIES INC 591598107 297 7,300 SH DEFINED 2 0 0 7,300
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METROMEDIA FIBER NETWORK-A 591689104 32,091 892,960 SH DEFINED 2 228,060 0 664,900
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METTLER-TOLEDO INTERNATIONAL 592688105 974 39,238 SH DEFINED 2 0 0 39,238
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METZLER GROUP INC 592903108 0 0 SH DEFINED 2 0 0 0
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MICHAEL FOODS INC 594079105 5,649 240,400 SH DEFINED 2 130,200 0 110,200
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MICHAELS STORES INC 594087108 734 23,974 SH DEFINED 2 11,579 0 12,395
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MICREL INC 594793101 14,932 201,780 SH DEFINED 2 138,600 0 63,180
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MICROSOFT CORP 594918104 1,007,915 11,175,776 SH DEFINED 2 5,334,460 0 5,841,316
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MICRO WHSE INC 59501B105 5,763 322,400 SH DEFINED 2 175,800 0 146,600
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MICROMUSE INC 595094103 10,663 213,800 SH DEFINED 2 177,800 0 36,000
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MICRON TECHNOLOGY INC 595112103 4,633 114,936 SH DEFINED 2 51,354 0 63,582
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MIDAS INC 595626102 5,939 209,300 SH DEFINED 2 46,750 0 162,550
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MIDAMERICAN ENERGY HLDGS CO 59562V107 6,461 186,602 SH DEFINED 2 58,601 0 128,001
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MIDCOM COMMUNICATIONS INC 59563X102 402 89,441 SH DEFINED 2 53,239 0 36,202
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MIDWEST EXPRESS HOLDINGS 597911106 6,325 186,025 SH DEFINED 2 101,700 0 84,325
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MINNESOTA MINING & MFG CO 604059105 19,738 227,037 SH DEFINED 2 148,136 0 78,901
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MIRAGE RESORTS INC 60462E104 610 36,400 SH DEFINED 2 0 0 36,400
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MISSISSIPPI CHEMICAL CORP 605288208 4,123 420,200 SH DEFINED 2 222,600 0 197,600
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MITCHELL ENERGY & DEV CORP 606592202 89 4,600 SH DEFINED 2 0 0 4,600
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MITCHELL ENERGY & DEV CL B 606592301 5,568 303,000 SH DEFINED 2 67,750 0 235,250
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MOBILE MINI INC 60740F105 0 0 SH DEFINED 2 0 0 0
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MODINE MFG CO 607828100 5,625 172,755 SH DEFINED 2 39,380 0 133,375
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MOHAWK INDS INC 608190104 24,763 815,234 SH DEFINED 2 264,850 0 550,384
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MOLECULAR DEVICES CORP 60851C107 0 0 SH DEFINED 2 0 0 0
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MONDAVI ROBERT CORP CL A 609200100 4,277 117,587 SH DEFINED 2 63,729 0 53,858
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MONSANTO COMPANY 611662107 22,219 563,386 SH DEFINED 2 381,954 0 181,432
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MONTANA POWER COMPANY 612085100 6,648 94,300 SH DEFINED 2 29,300 0 65,000
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MORGAN J P & CO INC 616880100 24,020 170,960 SH DEFINED 2 125,802 0 45,158
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MORGAN ST DEAN WITTER & CO 617446448 181,763 1,773,300 SH DEFINED 2 884,000 0 889,300
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MOTOROLA INC 620076109 507,814 5,359,511 SH DEFINED 2 2,658,838 0 2,700,673
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MPATH INTERACTIVE INC 62473C101 1,619 73,600 SH DEFINED 2 61,400 0 12,200
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PEREGRINE SYSTEMS INC 71366Q101 1,548 60,256 SH DEFINED 2 37,800 0 22,456
71366Q101 8,727 339,744 SH DEFINED 4 0 0 339,744
PERFORMANCE TECHNOLOGIES INC 71376K102 8,564 425,550 SH DEFINED 2 231,900 0 193,650
71376K102 0 0 SH DEFINED 4 0 0 0
PEROT SYSTEMS CORP-CL A 714265105 0 0 SH DEFINED 2 0 0 0
714265105 0 0 SH DEFINED 4 0 0 0
PERRIGO CO 714290103 0 0 SH DEFINED 2 0 0 0
714290103 0 0 SH DEFINED 4 0 0 0
PERSONNEL GROUP OF AMER INC 715338109 298 29,775 SH DEFINED 2 20,793 0 8,982
715338109 1,339 133,891 SH DEFINED 4 0 0 133,891
INDOSAT ADR 715680104 957 49,088 SH DEFINED 2 5,100 0 43,988
SEDOL 2454724
715680104 13,593 697,100 SH DEFINED 4 0 0 697,100
PT TELEKOMUNIKASI INDONESIA ADR 715684106 1,514 121,712 SH DEFINED 2 17,712 0 104,000
715684106 4,919 395,496 SH DEFINED 4 0 0 395,496
PETCO ANIMAL SUPPLIES INC 716016100 4,760 302,200 SH DEFINED 2 163,900 0 138,300
716016100 222 14,099 SH DEFINED 4 0 0 14,099
PETRIE STORES-LIQ TR UNITS 716437108 0 0 SH DEFINED 2 0 0 0
716437108 0 0 SH DEFINED 4 0 0 0
PETROLEO BRASILEIRO S.A. ADR 71654V101 1,800 120,013 SH DEFINED 2 27,200 0 92,813
71654V101 1,516 101,080 SH DEFINED 4 0 0 101,080
PETRO GEO-SERVICES A/S ADR 716597109 208 14,000 SH DEFINED 2 0 0 14,000
716597109 0 0 SH DEFINED 4 0 0 0
PHARMACIA & UPJOHN INC 716941109 292,701 5,152,053 SH DEFINED 2 2,555,737 0 2,596,316
716941109 1,781,040 31,349,439 SH DEFINED 4 0 0 31,349,43
9
PFIZER INCORPORATED 717081103 78,976 719,595 SH DEFINED 2 7,695 0 711,900
717081103 16,463 150,000 SH DEFINED 4 0 0 150,000
PHARMACEUTICAL PRODUCT DEVEL 717124101 0 0 SH DEFINED 2 0 0 0
717124101 22,284 814,010 SH DEFINED 4 0 0 814,010
PHELPS DODGE CORP 717265102 657 10,600 SH DEFINED 2 0 0 10,600
717265102 6,076 98,100 SH DEFINED 4 0 0 98,100
PHILADELPHIA CONS HLDG CORP 717528103 8,747 357,022 SH DEFINED 2 183,440 0 173,582
717528103 5,889 240,360 SH DEFINED 4 0 0 240,360
PHILIP MORRIS COMPANIES INC 718154107 35,208 876,088 SH DEFINED 2 389,166 0 486,922
718154107 704,654 17,534,151 SH DEFINED 4 0 0 17,534,15
1
PHILIPPINE LONG DISTANCE TEL CO 718252604 0 0 SH DEFINED 2 0 0 0
ADR
718252604 4,766 158,200 SH DEFINED 4 0 0 158,200
PHILLIPS PETROLEUM CO 718507106 10,220 203,140 SH DEFINED 2 167,530 0 35,610
718507106 47,464 943,384 SH DEFINED 4 0 0 943,384
PHYMATRIX INC 718925100 0 0 SH DEFINED 2 0 0 0
718925100 154 94,858 SH DEFINED 4 0 0 94,858
PHONE.COM INC 71920Q100 112 2,000 SH DEFINED 2 0 0 2,000
71920Q100 7,734 138,105 SH DEFINED 4 0 0 138,105
PHOTRONICS INC 719405102 5,697 232,523 SH DEFINED 2 192,881 0 39,642
719405102 3,604 147,116 SH DEFINED 4 0 0 147,116
PHYSICIANS COMPUTER NETWORK 71940K109 174 694,200 SH DEFINED 2 348,100 0 346,100
71940K109 0 0 SH DEFINED 4 0 0 0
PIEDMONT NATURAL GAS CO 720186105 0 0 SH DEFINED 2 0 0 0
720186105 9,944 319,500 SH DEFINED 4 0 0 319,500
PIER 1 IMPORTS INC 720279108 16,181 1,438,278 SH DEFINED 2 504,535 0 933,743
720279108 9,348 830,929 SH DEFINED 4 0 0 830,929
PILLOWTEX CORP 721501104 4,566 279,900 SH DEFINED 2 151,900 0 128,000
721501104 215 13,209 SH DEFINED 4 0 0 13,209
PINNACLE HOLDINGS INC 72346N101 22,692 926,200 SH DEFINED 2 690,600 0 235,600
72346N101 57,357 2,341,109 SH DEFINED 4 0 0 2,341,109
PINNACLE SYSTEMS INC 723481107 9,519 283,084 SH DEFINED 2 175,800 0 107,284
723481107 31,295 930,700 SH DEFINED 4 0 0 930,700
PINNACLE WEST CAP CORP 723484101 0 0 SH DEFINED 2 0 0 0
723484101 15,279 379,600 SH DEFINED 4 0 0 379,600
PIONEER HI BRED INTL INC 723686101 1,709 43,900 SH DEFINED 2 0 0 43,900
723686101 0 0 SH DEFINED 4 0 0 0
PIONEER STANDARD ELECTRONICS 723877106 19,050 1,587,521 SH DEFINED 2 419,267 0 1,168,255
723877106 11,155 929,608 SH DEFINED 4 0 0 929,608
PITNEY BOWES INC 724479100 156,044 2,428,700 SH DEFINED 2 1,461,000 0 967,700
724479100 163,632 2,546,800 SH DEFINED 4 0 0 2,546,800
PITTSTON BRINK'S GROUP 725701106 1,206 45,066 SH DEFINED 2 24,553 0 20,513
725701106 4,255 159,083 SH DEFINED 4 0 0 159,083
PITTWAY CORP CL A 725790208 11,887 347,690 SH DEFINED 2 70,500 0 277,190
725790208 282 8,242 SH DEFINED 4 0 0 8,242
PJ AMERICA INC 72585Q104 2,415 114,000 SH DEFINED 2 94,500 0 19,500
72585Q104 1,269 59,900 SH DEFINED 4 0 0 59,900
AP PLACER DOME INC. 725906101 706 59,800 SH DEFINED 2 0 0 59,800
725906101 3,017 255,400 SH DEFINED 4 0 0 255,400
PLANET HOLLYWOOD INTL INC A 727025108 0 0 SH DEFINED 2 0 0 0
727025108 0 0 SH DEFINED 4 0 0 0
AP PLATINUM TECHNOLOGY INTL INC 72764T101 679 23,299 SH DEFINED 2 10,457 0 12,842
72764T101 3,674 126,149 SH DEFINED 4 0 0 126,149
PLAYBOY ENTERPRISES INC 728117300 53 2,000 SH DEFINED 2 0 0 2,000
728117300 0 0 SH DEFINED 4 0 0 0
POGO PRODUCING CO 730448107 1,029 55,222 SH DEFINED 2 25,053 0 30,169
730448107 1,964 105,476 SH DEFINED 4 0 0 105,476
POHANG IRON & STEEL-SPON ADR 730450103 13,602 404,521 SH DEFINED 2 265,696 0 138,825
730450103 20,238 601,861 SH DEFINED 4 0 0 601,861
POHANG IRON & STEEL CO 7304509A3 0 0 SH DEFINED 2 0 0 0
SEDOL 6693233
7304509A3 0 0 SH DEFINED 4 0 0 0
POLAROID CORPORATION 731095105 221 8,000 SH DEFINED 2 0 0 8,000
731095105 0 0 SH DEFINED 4 0 0 0
POMEROY COMPUTER RESOURCES 731822102 0 0 SH DEFINED 2 0 0 0
731822102 998 71,600 SH DEFINED 4 0 0 71,600
POPULAR INC 733174106 0 0 SH DEFINED 2 0 0 0
733174106 0 0 SH DEFINED 4 0 0 0
PORTAL SOFTWARE 736126103 0 0 SH DEFINED 2 0 0 0
736126103 4,471 96,550 SH DEFINED 4 0 0 96,550
PORTUGAL TELECOM S.A. ADR 737273102 0 0 SH DEFINED 2 0 0 0
737273102 5,449 132,300 SH DEFINED 4 0 0 132,300
POTLATCH CORP 737628107 233 5,300 SH DEFINED 2 0 0 5,300
737628107 0 0 SH DEFINED 4 0 0 0
POTOMAC ELECTRIC POWER CO 737679100 2,359 80,130 SH DEFINED 2 40,630 0 39,500
737679100 37,455 1,272,344 SH DEFINED 4 0 0 1,272,344
POWER INTEGRATIONS INC 739276103 16,000 218,800 SH DEFINED 2 180,800 0 38,000
739276103 70,542 964,680 SH DEFINED 4 0 0 964,680
POWERWAVE TECHNOLOGIES INC 739363109 5,405 167,600 SH DEFINED 2 138,100 0 29,500
739363109 3,038 94,200 SH DEFINED 4 0 0 94,200
POWERTEL INC 73936C109 164 5,500 SH DEFINED 2 0 0 5,500
73936C109 0 0 SH DEFINED 4 0 0 0
PREFERRED EMPLOYERS HOLDINGS 739908101 30 5,132 SH DEFINED 2 5,132 0 0
739908101 1,734 301,650 SH DEFINED 4 0 0 301,650
PRAXAIR INC 74005P104 156,967 3,207,500 SH DEFINED 2 1,897,000 0 1,310,500
74005P104 134,272 2,743,750 SH DEFINED 4 0 0 2,743,750
PRECISION DRILLING CORP 74022D100 0 0 SH DEFINED 2 0 0 0
74022D100 3,147 165,100 SH DEFINED 4 0 0 165,100
PREMIER PARKS INC 740540208 74 2,000 SH DEFINED 2 0 0 2,000
740540208 0 0 SH DEFINED 4 0 0 0
PREMISYS COMMUNICATIONS INC 740584107 1,112 152,100 SH DEFINED 2 82,500 0 69,600
740584107 242 33,100 SH DEFINED 4 0 0 33,100
PREMIUM HOLDINGS LP 144A STK 7405A99K1 0 0 SH DEFINED 2 0 0 0
7405A99K1 57 15,185 SH DEFINED 4 0 0 15,185
PRESIDENT CHAIN STORE CORP 7408839A3 0 0 SH DEFINED 2 0 0 0
SEDOL 6704986
7408839A3 0 0 SH DEFINED 4 0 0 0
PRESIDENTIAL LIFE CORP 740884101 6,154 313,560 SH DEFINED 2 71,480 0 242,080
740884101 0 0 SH DEFINED 4 0 0 0
PRICE COMM 741437305 11,234 748,950 SH DEFINED 2 625,956 0 122,994
741437305 16,712 1,114,115 SH DEFINED 4 0 0 1,114,115
PRIME RETAIL INC REIT 741570105 35 4,000 SH DEFINED 2 4,000 0 0
741570105 5,758 662,800 SH DEFINED 4 0 0 662,800
PRIMEX TECHNOLOGIES INC 741597108 2,514 116,600 SH DEFINED 2 63,300 0 53,300
741597108 244 11,300 SH DEFINED 4 0 0 11,300
PRIMUS TELECOMMUNICATIONS GRP 741929103 72 3,200 SH DEFINED 2 0 0 3,200
741929103 0 0 SH DEFINED 4 0 0 0
PRIDE INTERNATIONAL INC 741932107 4,161 393,968 SH DEFINED 2 202,341 0 191,627
741932107 5,218 494,037 SH DEFINED 4 0 0 494,037
PRISON REALTY TRUST INC REIT 74264N105 225 22,900 SH DEFINED 2 22,900 0 0
74264N105 3,764 383,600 SH DEFINED 4 0 0 383,600
PRIORITY HEALTHCARE CORP-B 74264T102 13,188 382,250 SH DEFINED 2 316,400 0 65,850
74264T102 7,673 222,400 SH DEFINED 4 0 0 222,400
PROBUSINESS SERVICES INC 742674104 10,988 306,299 SH DEFINED 2 255,750 0 50,549
742674104 6,223 173,450 SH DEFINED 4 0 0 173,450
PROCTER & GAMBLE CO 742718109 21,732 243,500 SH DEFINED 2 0 0 243,500
742718109 0 0 SH DEFINED 4 0 0 0
PROFESSIONAL DETAILING INC 74312N107 115 4,900 SH DEFINED 2 0 0 4,900
74312N107 0 0 SH DEFINED 4 0 0 0
PROGRESS SOFTWARE CORP 743312100 110 3,900 SH DEFINED 2 0 0 3,900
743312100 0 0 SH DEFINED 4 0 0 0
PROGRESSIVE CORP OHIO 743315103 2,088 14,400 SH DEFINED 2 1,100 0 13,300
743315103 156,141 1,076,833 SH DEFINED 4 0 0 1,076,833
PROJECT SOFTWARE 74339P101 7,381 236,200 SH DEFINED 2 128,200 0 108,000
74339P101 0 0 SH DEFINED 4 0 0 0
PROTECTIVE LIFE CORP 743674103 895 27,119 SH DEFINED 2 13,331 0 13,788
743674103 3,354 101,635 SH DEFINED 4 0 0 101,635
PROVANT INC 743724106 3,159 202,994 SH DEFINED 2 169,409 0 33,585
743724106 1,783 114,555 SH DEFINED 4 0 0 114,555
PROVIDENCE ENERGY CORP 743743106 128 4,800 SH DEFINED 2 0 0 4,800
743743106 2,954 110,700 SH DEFINED 4 0 0 110,700
PROVIDENT BANKSHARES CORP 743859100 4,788 205,917 SH DEFINED 2 46,569 0 159,348
743859100 269 11,579 SH DEFINED 4 0 0 11,579
PROVIDENT COMPANIES INC 743862104 992 24,800 SH DEFINED 2 0 0 24,800
743862104 0 0 SH DEFINED 4 0 0 0
PROVINCE HEALTHCARE CO 743977100 4,811 246,700 SH DEFINED 2 206,200 0 40,500
743977100 14,152 725,750 SH DEFINED 4 0 0 725,750
PROVIDIAN FINANCIAL CORP 74406A102 163,952 1,753,500 SH DEFINED 2 911,455 0 842,045
74406A102 338,223 3,617,360 SH DEFINED 4 0 0 3,617,360
PROXICOM INC 744282104 265 10,300 SH DEFINED 2 8,700 0 1,600
744282104 1,379 53,700 SH DEFINED 4 0 0 53,700
PROXIM INC 744284100 133 2,300 SH DEFINED 2 0 0 2,300
744284100 0 0 SH DEFINED 4 0 0 0
PSINET INC 74437C101 140 3,200 SH DEFINED 2 0 0 3,200
74437C101 0 0 SH DEFINED 4 0 0 0
PUBLIC SERVICE CO OF N C 744516105 0 0 SH DEFINED 2 0 0 0
744516105 8,775 300,000 SH DEFINED 4 0 0 300,000
PUBLIC SERVICE ENTERPRISE GROUP 744573106 1,647 40,300 SH DEFINED 2 1,835 0 38,465
INC
744573106 139,959 3,424,080 SH DEFINED 4 0 0 3,424,080
PUGET SOUND ENERGY 745332106 0 0 SH DEFINED 2 0 0 0
745332106 10,524 438,480 SH DEFINED 4 0 0 438,480
PULITZER INC 745769109 4,837 99,605 SH DEFINED 2 21,743 0 77,862
745769109 0 0 SH DEFINED 4 0 0 0
PULTE CORP 745867101 187 8,100 SH DEFINED 2 0 0 8,100
745867101 0 0 SH DEFINED 4 0 0 0
QLT PHOTOTHERAPEUTICS INC 746927102 1,196 21,750 SH DEFINED 2 2,500 0 19,250
746927102 72,386 1,316,100 SH DEFINED 4 0 0 1,316,100
QRS CORP 74726X105 86 1,100 SH DEFINED 2 0 0 1,100
74726X105 0 0 SH DEFINED 4 0 0 0
QLOGIC CORP 747277101 19,826 150,200 SH DEFINED 2 97,200 0 53,000
747277101 90,691 687,056 SH DEFINED 4 0 0 687,056
THE QUAKER OATS COMPANY 747402105 11,862 178,710 SH DEFINED 2 139,460 0 39,250
747402105 362,478 5,461,057 SH DEFINED 4 0 0 5,461,057
QUALCOMM INC 747525103 311,086 2,167,849 SH DEFINED 2 1,049,740 0 1,118,109
747525103 1,037,169 7,227,660 SH DEFINED 4 0 0 7,227,660
QUANEX CORP 747620102 12,016 421,601 SH DEFINED 2 108,719 0 312,882
747620102 5,990 210,169 SH DEFINED 4 0 0 210,169
QUANTA SERVICES INC 74762E102 242 5,500 SH DEFINED 2 0 0 5,500
74762E102 0 0 SH DEFINED 4 0 0 0
QUANTUM CORP 747906105 772 31,991 SH DEFINED 2 13,880 0 18,111
747906105 2,675 110,869 SH DEFINED 4 0 0 110,869
QUESTAR CORP 748356102 1,224 64,000 SH DEFINED 2 0 0 64,000
748356102 6,715 351,100 SH DEFINED 4 0 0 351,100
QUIKSILVER INC 74838C106 122 4,700 SH DEFINED 2 0 0 4,700
74838C106 7,233 277,525 SH DEFINED 4 0 0 277,525
QUORUM HEALTH 749084109 3,465 275,800 SH DEFINED 2 149,800 0 126,000
749084109 239 19,000 SH DEFINED 4 0 0 19,000
QWEST COMMUNICATIONS INTL 749121109 16,106 487,141 SH DEFINED 2 163,560 0 323,581
749121109 255,643 7,732,109 SH DEFINED 4 0 0 7,732,109
R.H. DONNELLEY CORP 74955W307 681 34,800 SH DEFINED 2 18,900 0 15,900
74955W307 6 300 SH DEFINED 4 0 0 300
RF MICRO DEVICES INC 749941100 2,694 36,100 SH DEFINED 2 1,600 0 34,500
749941100 121,307 1,625,550 SH DEFINED 4 0 0 1,625,550
RACING CHAMPIONS CORP 750069106 4,084 573,203 SH DEFINED 2 310,889 0 262,314
750069106 286 40,145 SH DEFINED 4 0 0 40,145
RADIO ONE INC 75040P108 13,415 288,500 SH DEFINED 2 241,500 0 47,000
75040P108 27,764 597,067 SH DEFINED 4 0 0 597,067
RAINFOREST CAFE INC 75086K104 76 15,000 SH DEFINED 2 8,200 0 6,800
75086K104 0 0 SH DEFINED 4 0 0 0
RALSTON-RALSTON PURINA GROUP 751277302 1,820 59,800 SH DEFINED 2 0 0 59,800
751277302 170,620 5,605,600 SH DEFINED 4 0 0 5,605,600
RAMP NETWORKS INC 751567108 1,617 113,000 SH DEFINED 2 87,800 0 25,200
751567108 1,245 87,000 SH DEFINED 4 0 0 87,000
RANGE RESOURCES CORP 75281A109 4,961 809,905 SH DEFINED 2 183,840 0 626,065
75281A109 236 38,600 SH DEFINED 4 0 0 38,600
RATIONAL SOFTWARE CORP 75409P202 4,328 131,400 SH DEFINED 2 27,900 0 103,500
75409P202 125,124 3,798,833 SH DEFINED 4 0 0 3,798,833
RAYCHEM CORPORATION 754603108 525 14,200 SH DEFINED 2 0 0 14,200
754603108 0 0 SH DEFINED 4 0 0 0
RAYTHEON CO CL A 755111309 13,454 195,340 SH DEFINED 2 170,335 0 25,005
755111309 245,169 3,559,629 SH DEFINED 4 0 0 3,559,629
RAYTHEON CO CL B 755111408 4,603 65,400 SH DEFINED 2 3,700 0 61,700
755111408 185,839 2,640,700 SH DEFINED 4 0 0 2,640,700
READERS DIGEST ASSN CL A 755267101 0 0 SH DEFINED 2 0 0 0
755267101 4,321 108,700 SH DEFINED 4 0 0 108,700
REALNETWORKS 75605L104 3,258 47,300 SH DEFINED 2 6,900 0 40,400
75605L104 112,818 1,638,005 SH DEFINED 4 0 0 1,638,005
REALTY INFORMATION GROUP INC 75612B107 9,444 217,100 SH DEFINED 2 181,800 0 35,300
75612B107 5,368 123,400 SH DEFINED 4 0 0 123,400
RECOTON CORP 756268108 3,738 411,000 SH DEFINED 2 223,800 0 187,200
756268108 222 24,400 SH DEFINED 4 0 0 24,400
REDBACK NETWORKS 757209101 126 1,000 SH DEFINED 2 0 0 1,000
757209101 19,770 157,450 SH DEFINED 4 0 0 157,450
REEBOK INTERNATIONAL LTD 758110100 192 10,300 SH DEFINED 2 0 0 10,300
758110100 0 0 SH DEFINED 4 0 0 0
REGAL BELOIT CORP 758750103 6,474 274,017 SH DEFINED 2 62,070 0 211,947
758750103 0 0 SH DEFINED 4 0 0 0
REGIONS FINANCIAL CORP 758940100 1,576 41,000 SH DEFINED 2 0 0 41,000
758940100 0 0 SH DEFINED 4 0 0 0
REHABCARE 759148109 4,220 228,900 SH DEFINED 2 191,100 0 37,800
759148109 2,463 133,600 SH DEFINED 4 0 0 133,600
REINSURANCE GROUP AMER INC 759351109 4,825 136,881 SH DEFINED 2 114,229 0 22,652
759351109 2,716 77,052 SH DEFINED 4 0 0 77,052
RELIANCE STEEL & ALUMINUM 759509102 3,362 86,200 SH DEFINED 2 47,200 0 39,000
759509102 234 6,005 SH DEFINED 4 0 0 6,005
RELIANT ENERGY INC 75952J108 1,606 58,136 SH DEFINED 2 3,800 0 54,336
75952J108 109,787 3,974,200 SH DEFINED 4 0 0 3,974,200
REMEDY CORP 759548100 75 2,800 SH DEFINED 2 0 0 2,800
759548100 0 0 SH DEFINED 4 0 0 0
RENAL TREATMENT CTRS INC 759671100 0 0 SH DEFINED 2 0 0 0
759671100 72 72,088 SH DEFINED 4 0 0 72,088
RENAL CARE GROUP INC 759930100 8,071 311,926 SH DEFINED 2 256,951 0 54,975
759930100 4,421 170,851 SH DEFINED 4 0 0 170,851
RENT-A CENTER INC 76009N100 113 4,700 SH DEFINED 2 0 0 4,700
76009N100 0 0 SH DEFINED 4 0 0 0
RENT-WAY INC 76009U104 9,923 402,977 SH DEFINED 2 336,429 0 66,548
76009U104 5,585 226,804 SH DEFINED 4 0 0 226,804
REPUBLIC N Y CORP 760719104 1,316 19,300 SH DEFINED 2 0 0 19,300
760719104 0 0 SH DEFINED 4 0 0 0
REPUBLIC SERVICES INC-CL A 760759100 29,551 1,193,970 SH DEFINED 2 419,530 0 774,440
760759100 144,175 5,825,270 SH DEFINED 4 0 0 5,825,270
RESEARCH IN MOTION 760975102 3,337 164,800 SH DEFINED 2 8,500 0 156,300
760975102 58,319 2,879,941 SH DEFINED 4 0 0 2,879,941
RESMED INC 761152107 6,614 199,300 SH DEFINED 2 166,400 0 32,900
761152107 3,807 114,700 SH DEFINED 4 0 0 114,700
RESPIRONICS INC 761230101 4,023 265,984 SH DEFINED 2 144,244 0 121,740
761230101 0 0 SH DEFINED 4 0 0 0
REUTERS HLDGS PLC SPONS ADR 76132M102 0 0 SH DEFINED 2 0 0 0
76132M102 0 0 SH DEFINED 4 0 0 0
REVLON INC CL A 761525500 0 0 SH DEFINED 2 0 0 0
761525500 0 0 SH DEFINED 4 0 0 0
REYNOLDS METAL COMPANY 761763101 696 11,800 SH DEFINED 2 0 0 11,800
761763101 1,487 25,200 SH DEFINED 4 0 0 25,200
RJ REYNOLDS TOBACCO HOLDINGS 76182K105 4 134 SH DEFINED 2 1,583 0 -1,450
76182K105 91,700 2,911,104 SH DEFINED 4 0 0 2,911,104
RHYTHMS NETCONNECTIONS INC 762430205 6 100 SH DEFINED 2 100 0 0
762430205 111 1,900 SH DEFINED 4 0 0 1,900
RIBOZYME PHARMACEUTICALS INC 762567105 0 0 SH DEFINED 2 0 0 0
762567105 0 0 SH DEFINED 4 0 0 0
RICHFOOD HLDGS INC 763408101 69 3,900 SH DEFINED 2 0 0 3,900
763408101 0 0 SH DEFINED 4 0 0 0
RICHMOND COUNTY FINL CORP 764556106 0 0 SH DEFINED 2 0 0 0
764556106 0 0 SH DEFINED 4 0 0 0
RIO TINTO LIMITED-SPONS ADR 767202104 0 0 SH DEFINED 2 0 0 0
767202104 0 0 SH DEFINED 4 0 0 0
RIO TINTO PLC-SPON ADR 767204100 0 0 SH DEFINED 2 0 0 0
767204100 0 0 SH DEFINED 4 0 0 0
RITE AID CORP 767754104 51,187 2,078,656 SH DEFINED 2 617,856 0 1,460,800
767754104 733,260 29,777,067 SH DEFINED 4 0 0 29,777,06
7
ROBERTS PHARMACEUTICAL 770491108 194 8,000 SH DEFINED 2 0 0 8,000
770491108 0 0 SH DEFINED 4 0 0 0
ROCK-TENN CO CL A 772739207 5,330 319,402 SH DEFINED 2 73,776 0 245,626
772739207 0 0 SH DEFINED 4 0 0 0
ROCKWELL INTL CORP 773903109 20,559 338,420 SH DEFINED 2 143,315 0 195,105
773903109 175,306 2,885,701 SH DEFINED 4 0 0 2,885,701
ROGERS COMMUNICATIONS INC CL B 775109200 1,366 84,400 SH DEFINED 2 0 0 84,400
775109200 7,399 457,094 SH DEFINED 4 0 0 457,094
ROHM & HAAS CO 775371107 6,332 147,674 SH DEFINED 2 479 0 147,194
775371107 43,858 1,022,930 SH DEFINED 4 0 0 1,022,930
ROPER INDUSTRIES INC 776696106 7,354 229,800 SH DEFINED 2 122,200 0 107,600
776696106 203 6,355 SH DEFINED 4 0 0 6,355
ROSLYN BANCORP INC 778162107 55 3,200 SH DEFINED 2 0 0 3,200
778162107 0 0 SH DEFINED 4 0 0 0
ROUGE INDUSTRIES INC CL A 779088103 0 0 SH DEFINED 2 0 0 0
779088103 0 0 SH DEFINED 4 0 0 0
ROWAN COMPANIES INC 779382100 280 15,200 SH DEFINED 2 0 0 15,200
779382100 1,486 80,600 SH DEFINED 4 0 0 80,600
ROYAL DUTCH PETRO NY REG SH PAR 780257804 46,522 772,150 SH DEFINED 2 263,870 0 508,280
1.25 GLDR
780257804 1,069,368 17,748,848 SH DEFINED 4 0 0 17,748,848
ROYAL OAK MINES INC 78051D105 225 719,999 SH DEFINED 2 0 0 719,999
78051D105 0 0 SH DEFINED 4 0 0 0
ROYAL PTT NEDERLAND SPONS ADR 780641205 0 0 SH DEFINED 2 0 0 0
780641205 5,083 105,900 SH DEFINED 4 0 0 105,900
RUDDICK CORP 781258108 6,100 304,987 SH DEFINED 2 68,800 0 236,187
781258108 0 0 SH DEFINED 4 0 0 0
RUSSELL CORP 782352108 127 6,500 SH DEFINED 2 0 0 6,500
782352108 0 0 SH DEFINED 4 0 0 0
RYANAIR HOLDINGS ADR 783513104 5,268 99,388 SH DEFINED 2 13,538 0 85,850
783513104 94,315 1,779,530 SH DEFINED 4 0 0 1,779,530
RYDER SYSTEM INC 783549108 341 13,100 SH DEFINED 2 0 0 13,100
783549108 0 0 SH DEFINED 4 0 0 0
SBC COMMUNICATIONS INC 78387G103 446,515 7,698,533 SH DEFINED 2 4,285,536 0 3,412,997
78387G103 1,775,136 30,605,787 SH DEFINED 4 0 0 30,605,787
SCP POOL CORP 784028102 116 4,500 SH DEFINED 2 0 0 4,500
784028102 0 0 SH DEFINED 4 0 0 0
SDL INC 784076101 3,540 69,325 SH DEFINED 2 14,600 0 54,725
784076101 69,731 1,365,608 SH DEFINED 4 0 0 1,365,608
SEI CORP 784117103 327 3,700 SH DEFINED 2 0 0 3,700
784117103 0 0 SH DEFINED 4 0 0 0
SEMCO ENERGY INC 78412D109 56 3,600 SH DEFINED 2 0 0 3,600
78412D109 0 0 SH DEFINED 4 0 0 0
SFX ENTERTAINMENT INC 784178105 10,070 157,350 SH DEFINED 2 48,950 0 108,400
784178105 260,714 4,073,652 SH DEFINED 4 0 0 4,073,652
SK TELECOM CO LTD ADR 78440P108 5,650 332,327 SH DEFINED 2 76,200 0 256,127
78440P108 2,906 170,939 SH DEFINED 4 0 0 170,939
SK TELECOM CO LTD 78440P9A8 911 670 SH DEFINED 2 520 0 150
SEDOL 6495655
78440P9A8 14,013 10,310 SH DEFINED 4 0 0 10,310
SL GREEN REALTY CORP REIT 78440X101 0 0 SH DEFINED 2 0 0 0
78440X101 127 6,200 SH DEFINED 4 0 0 6,200
SLM HOLDING CORP 78442A109 1,544 33,700 SH DEFINED 2 3,900 0 29,800
78442A109 3,780 82,500 SH DEFINED 4 0 0 82,500
SPS TECHNOLOGIES INC 784626103 101 2,700 SH DEFINED 2 0 0 2,700
784626103 0 0 SH DEFINED 4 0 0 0
SPX CORP 784635104 0 1 SH DEFINED 2 0 0 1
784635104 1,904 22,800 SH DEFINED 4 0 0 22,800
S3 INCORPORATED 784849101 421 46,306 SH DEFINED 2 21,852 0 24,454
784849101 1,247 137,097 SH DEFINED 4 0 0 137,097
SABRATEK CORP 78571U108 4,351 198,889 SH DEFINED 2 166,889 0 32,000
78571U108 15,135 691,900 SH DEFINED 4 0 0 691,900
SAFECO CORPORATION 786429100 2,312 52,400 SH DEFINED 2 27,900 0 24,500
786429100 34,617 784,520 SH DEFINED 4 0 0 784,520
SAFEGUARD SCIENTIFICS INC 786449108 0 0 SH DEFINED 2 0 0 0
786449108 0 1 SH DEFINED 4 0 0 1
SAFETY-KLEEN CORP 78648R203 5,918 326,500 SH DEFINED 2 177,100 0 149,400
78648R203 3,800 209,659 SH DEFINED 4 0 0 209,659
SAFEWAY INC 786514208 180,432 3,645,100 SH DEFINED 2 2,072,800 0 1,572,300
786514208 369,516 7,464,965 SH DEFINED 4 0 0 7,464,965
SAGA COMMUNICATIONS CLASS A 786598102 6,690 359,194 SH DEFINED 2 307,453 0 51,741
786598102 3,170 170,197 SH DEFINED 4 0 0 170,197
ST JUDE MEDICAL INC 790849103 550 15,450 SH DEFINED 2 0 0 15,450
790849103 0 0 SH DEFINED 4 0 0 0
ST MARY LAND & EXPLORATION CO 792228108 7,359 357,900 SH DEFINED 2 80,750 0 277,150
792228108 271 13,166 SH DEFINED 4 0 0 13,166
ST PAUL COMPANIES INC 792860108 13,492 424,119 SH DEFINED 2 330,463 0 93,656
792860108 242,410 7,619,950 SH DEFINED 4 0 0 7,619,950
SAKS INCORPORATED 79377W108 10,716 371,125 SH DEFINED 2 334,850 0 36,275
79377W108 95,528 3,308,341 SH DEFINED 4 0 0 3,308,341
SALOMON INC 79549B107 22 21,921 SH DEFINED 2 9,849 0 12,073
79549B107 266 266,237 SH DEFINED 4 0 0 266,237
SANCHEZ COMPUTER ASSOCIATES 799702105 55 1,600 SH DEFINED 2 0 0 1,600
799702105 0 0 SH DEFINED 4 0 0 0
SANDISK CORP 80004C101 144 3,200 SH DEFINED 2 0 0 3,200
80004C101 0 0 SH DEFINED 4 0 0 0
SANDOZ REGISTERED SWITZ 8000529D6 0 106 SH DEFINED 2 0 0 106
SEDOL 476161
8000529D6 0 4 SH DEFINED 4 0 0 4
SANMINA CORPORATION 800907107 17,980 236,969 SH DEFINED 2 81,247 0 155,722
800907107 291,258 3,838,651 SH DEFINED 4 0 0 3,838,651
SANTA BARBARA RESTAURANT GRP 801378100 0 0 SH DEFINED 2 0 0 0
801378100 0 0 SH DEFINED 4 0 0 0
SANTA FE SNYDER CORP 80218K105 0 0 SH DEFINED 2 0 0 0
80218K105 0 0 SH DEFINED 4 0 0 0
SAPIENT CORP 803062108 5,228 92,330 SH DEFINED 2 28,730 0 63,600
803062108 64,626 1,141,300 SH DEFINED 4 0 0 1,141,300
SARA LEE CORPORATION 803111103 15,743 693,903 SH DEFINED 2 476,714 0 217,189
803111103 527,569 23,253,715 SH DEFINED 4 0 0 23,253,71
5
SAWTEK INC 805468105 50 1,100 SH DEFINED 2 0 0 1,100
805468105 0 0 SH DEFINED 4 0 0 0
SCANA CORP 805898103 2,704 115,690 SH DEFINED 2 51,190 0 64,500
805898103 14,661 627,200 SH DEFINED 4 0 0 627,200
SCHEID VINEYARDS INC CLA A 806403101 0 0 SH DEFINED 2 0 0 0
806403101 1,915 383,000 SH DEFINED 4 0 0 383,000
HENRY SCHEIN INC 806407102 4,655 146,900 SH DEFINED 2 52,400 0 94,500
806407102 53,504 1,688,500 SH DEFINED 4 0 0 1,688,500
SCHERING PLOUGH CORP 806605101 423,684 7,994,037 SH DEFINED 2 4,502,737 0 3,491,300
806605101 988,212 18,645,501 SH DEFINED 4 0 0 18,645,501
SCHLUMBERGER LTD 806857108 8,572 134,600 SH DEFINED 2 2,610 0 131,990
806857108 475,502 7,466,175 SH DEFINED 4 0 0 7,466,175
SCHOLASTIC CORP 807066105 0 0 SH DEFINED 2 0 0 0
807066105 0 0 SH DEFINED 4 0 0 0
SCHOOL SPECIALTY INC 807863105 84 5,200 SH DEFINED 2 0 0 5,200
807863105 0 0 SH DEFINED 4 0 0 0
SCHWAB (CHARLES) CORP 808513105 215,986 1,965,745 SH DEFINED 2 973,404 0 992,341
808513105 765,521 6,967,202 SH DEFINED 4 0 0 6,967,202
SCHWEITZER-MAUDUIT INTL INC 808541106 72 4,800 SH DEFINED 2 0 0 4,800
808541106 0 0 SH DEFINED 4 0 0 0
SCIENT CORP 80864H109 38 800 SH DEFINED 2 0 0 800
80864H109 200 4,200 SH DEFINED 4 0 0 4,200
SCIENTIFIC ATLANTA INC 808655104 7,816 217,109 SH DEFINED 2 46,450 0 170,659
808655104 0 0 SH DEFINED 4 0 0 0
SCOTSMAN INDUSTRIES INC 809340102 0 0 SH DEFINED 2 0 0 0
809340102 0 0 SH DEFINED 4 0 0 0
SEA CONTAINERS LTD-CL A 811371707 345 10,272 SH DEFINED 2 10,272 0 0
811371707 12,922 385,000 SH DEFINED 4 0 0 385,000
SEAGATE TECHNOLOGY 811804103 7,125 278,030 SH DEFINED 2 226,980 0 51,050
811804103 238,073 9,290,648 SH DEFINED 4 0 0 9,290,648
AP SEAGRAM CO LTD 811850106 16,001 317,639 SH DEFINED 2 201,768 0 115,871
811850106 331,624 6,583,116 SH DEFINED 4 0 0 6,583,116
SEALED AIR CORP (NEW) 81211K100 118,565 1,827,585 SH DEFINED 2 748,096 0 1,079,489
81211K100 308,656 4,757,708 SH DEFINED 4 0 0 4,757,708
SEARS ROEBUCK & CO 812387108 15,611 350,320 SH DEFINED 2 249,665 0 100,655
812387108 379,532 8,516,853 SH DEFINED 4 0 0 8,516,853
SECURITY CAPITAL GROUP-B 81413P204 93 6,400 SH DEFINED 2 0 0 6,400
81413P204 0 0 SH DEFINED 4 0 0 0
SECURITY FIRST TECHNOLOGIES 814279105 10,952 242,700 SH DEFINED 2 115,900 0 126,800
814279105 108,900 2,413,289 SH DEFINED 4 0 0 2,413,289
SEITEL INC 816074306 677 41,800 SH DEFINED 2 41,800 0 0
816074306 9,104 562,400 SH DEFINED 4 0 0 562,400
SEMTECH CORP 816850101 234 4,487 SH DEFINED 2 3,387 0 1,100
816850101 4,170 80,000 SH DEFINED 4 0 0 80,000
SEMPRA ENERY 816851109 2,929 129,438 SH DEFINED 2 90,300 0 39,138
816851109 254,727 11,258,630 SH DEFINED 4 0 0 11,258,630
SENSORMATIC ELECTRONICS CORP 817265101 618 44,340 SH DEFINED 2 19,810 0 24,530
817265101 870 62,410 SH DEFINED 4 0 0 62,410
SENSORMATIC ELEC COM RESTRICTED 817265606 209 14,961 SH DEFINED 2 9,283 0 5,678
144A
817265606 411 29,480 SH DEFINED 4 0 0 29,480
AP SEPRACOR 817315104 11,448 140,893 SH DEFINED 2 51,313 0 89,580
817315104 281,522 3,464,889 SH DEFINED 4 0 0 3,464,889
SEQUENT COMPUTER SYS INC 817338106 0 0 SH DEFINED 2 0 0 0
817338106 0 0 SH DEFINED 4 0 0 0
SERVICE CORP INTL 817565104 16,709 868,020 SH DEFINED 2 767,815 0 100,205
817565104 247,032 12,832,822 SH DEFINED 4 0 0 12,832,822
SERVICEMASTER COMPANY 81760N109 0 0 SH DEFINED 2 0 0 0
81760N109 0 0 SH DEFINED 4 0 0 0
SHARED MEDICAL SYSTEMS CORP 819486101 9,245 141,684 SH DEFINED 2 30,760 0 110,924
819486101 0 0 SH DEFINED 4 0 0 0
SHAW INDUSTRIES INCORPORATED 820286102 22,782 1,380,730 SH DEFINED 2 441,220 0 939,510
820286102 56,361 3,415,800 SH DEFINED 4 0 0 3,415,800
SHELL TRANS & TRADING PLC NY SHS 822703609 0 0 SH DEFINED 2 0 0 0
822703609 3,543 76,400 SH DEFINED 4 0 0 76,400
SHERWIN WILLIAMS CO 824348106 1,002 36,100 SH DEFINED 2 5,000 0 31,100
824348106 4,027 145,100 SH DEFINED 4 0 0 145,100
SHIRE PHARMACEUTICALS GRP-ADR 82481R106 0 0 SH DEFINED 2 0 0 0
82481R106 25,417 977,583 SH DEFINED 4 0 0 977,583
SHOREWOOD PACKAGING CORP 825229107 0 0 SH DEFINED 2 0 0 0
825229107 10,100 547,800 SH DEFINED 4 0 0 547,800
SIEBEL SYSTEMS INC 826170102 9,688 146,100 SH DEFINED 2 25,800 0 120,300
826170102 38,680 583,300 SH DEFINED 4 0 0 583,300
SIERRA PACIFIC RESOURCES 826425100 0 0 SH DEFINED 2 0 0 0
826425100 30,355 834,500 SH DEFINED 4 0 0 834,500
SIGMA ALDRICH CORP 826552101 634 18,400 SH DEFINED 2 0 0 18,400
826552101 0 0 SH DEFINED 4 0 0 0
SIGCORP INC 826912107 142 5,000 SH DEFINED 2 0 0 5,000
826912107 0 0 SH DEFINED 4 0 0 0
SILICON GRAPHICS INC 827056102 568 34,700 SH DEFINED 2 0 0 34,700
827056102 1,129 68,966 SH DEFINED 4 0 0 68,966
SILICONWARE PRECISION INDS 8270849B2 0 0 SH DEFINED 2 0 0 0
SEDOL 6808877
8270849B2 0 0 SH DEFINED 4 0 0 0
SILKNET SOFTWARE INC 827094103 6,468 159,700 SH DEFINED 2 63,000 0 96,700
827094103 13,559 334,795 SH DEFINED 4 0 0 334,795
SINCLAIR BROADCAST GROUP INC 829226109 7,102 433,695 SH DEFINED 2 191,334 0 242,361
829226109 118,230 7,220,176 SH DEFINED 4 0 0 7,220,176
SIPEX CORPORATION 829909100 5,935 289,520 SH DEFINED 2 187,700 0 101,820
829909100 26,058 1,271,113 SH DEFINED 4 0 0 1,271,113
SKYWEST INC 830879102 5,299 212,500 SH DEFINED 2 177,600 0 34,900
830879102 15,457 619,846 SH DEFINED 4 0 0 619,846
SMITH INTERNATIONAL INC 832110100 18,024 414,942 SH DEFINED 2 140,730 0 274,212
832110100 41,114 946,500 SH DEFINED 4 0 0 946,500
SMITHFIELD FOODS INC 832248108 6,086 182,000 SH DEFINED 2 99,100 0 82,900
832248108 194 5,805 SH DEFINED 4 0 0 5,805
SMITHKLINE BEECHAM PLC ADR 832378301 0 0 SH DEFINED 2 0 0 0
832378301 137,027 2,074,200 SH DEFINED 4 0 0 2,074,200
SMUCKER JM CO CL A 832696108 4,691 210,847 SH DEFINED 2 47,260 0 163,587
832696108 0 0 SH DEFINED 4 0 0 0
SMURFIT-STONE CONTAINER CORP 832727101 11,488 558,685 SH DEFINED 2 488,150 0 70,535
832727101 80,041 3,892,555 SH DEFINED 4 0 0 3,892,555
SNYDER COMMUNICATIONS INC 832914105 14,955 456,650 SH DEFINED 2 143,850 0 312,800
832914105 237,313 7,246,200 SH DEFINED 4 0 0 7,246,200
SNAP-ON INC 833034101 436 12,050 SH DEFINED 2 0 0 12,050
833034101 0 0 SH DEFINED 4 0 0 0
QUIMICA Y MINERA CHILE-SA ADR 833635105 683 19,294 SH DEFINED 2 2,866 0 16,428
SEDOL 2771122
833635105 381 10,767 SH DEFINED 4 0 0 10,767
QUIMICA Y MINERA CHILE SA ADR-A 833636103 30 847 SH DEFINED 2 138 0 709
SEDOL 2408798
833636103 18 518 SH DEFINED 4 0 0 518
SOFTKEY INTL INC 83402N109 42 2,075 SH DEFINED 2 0 0 2,075
83402N109 134 6,604 SH DEFINED 4 0 0 6,604
SOFTWARE.COM INC 83402P104 0 0 SH DEFINED 2 0 0 0
83402P104 3,312 142,855 SH DEFINED 4 0 0 142,855
SOLA INTERNATIONAL INC 834092108 58 3,000 SH DEFINED 2 0 0 3,000
834092108 0 0 SH DEFINED 4 0 0 0
SOLECTRON CORP 834182107 221,413 3,320,161 SH DEFINED 2 1,722,775 0 1,597,386
834182107 498,330 7,472,617 SH DEFINED 4 0 0 7,472,617
SONAT INC 835415100 9,908 299,105 SH DEFINED 2 244,380 0 54,725
835415100 325,309 9,820,648 SH DEFINED 4 0 0 9,820,648
SONOCO PRODUCTS CO 835495102 0 0 SH DEFINED 2 0 0 0
835495102 0 0 SH DEFINED 4 0 0 0
SOUTH JERSEY INDUSTRIES 838518108 0 0 SH DEFINED 2 0 0 0
838518108 3,621 127,900 SH DEFINED 4 0 0 127,900
SOUTHDOWN INC 841297104 8,046 125,225 SH DEFINED 2 28,976 0 96,249
841297104 0 0 SH DEFINED 4 0 0 0
SOUTHERN COMPANY 842587107 3,644 137,500 SH DEFINED 2 2,720 0 134,780
842587107 297,756 11,236,064 SH DEFINED 4 0 0 11,236,064
SOUTHERN MINERAL CORP 843367202 0 0 SH DEFINED 2 0 0 0
843367202 238 181,598 SH DEFINED 4 0 0 181,598
SOUTHTRUST CORP 844730101 1,178 30,700 SH DEFINED 2 0 0 30,700
844730101 0 0 SH DEFINED 4 0 0 0
AP SOUTHWEST AIRLINES CO 844741108 37,521 1,205,479 SH DEFINED 2 738,647 0 466,832
844741108 69,102 2,220,129 SH DEFINED 4 0 0 2,220,129
SOUTHWEST BANCORP OF TEXAS 84476R109 5,998 333,200 SH DEFINED 2 180,300 0 152,900
84476R109 215 11,957 SH DEFINED 4 0 0 11,957
SOUTHWEST GAS CORP 844895102 0 0 SH DEFINED 2 0 0 0
844895102 4,709 164,500 SH DEFINED 4 0 0 164,500
SOVEREIGN BANCORP INC 845905108 9,699 799,910 SH DEFINED 2 177,664 0 622,246
845905108 252 20,791 SH DEFINED 4 0 0 20,791
SPANISH BROADCASTING SYSTEM 846425106 503 839 SH DEFINED 2 370 0 469
846425106 5,914 9,856 SH DEFINED 4 0 0 9,856
SPECIALTY FOODS P/P 144A 847498102 0 0 SH DEFINED 2 0 0 0
847498102 21 414,525 SH DEFINED 4 0 0 414,525
SPEEDFAM-IPEC INC 847705100 4,556 283,622 SH DEFINED 2 150,758 0 132,864
847705100 199 12,400 SH DEFINED 4 0 0 12,400
SPEEDWAY MOTORSPORTS INC 847788106 0 0 SH DEFINED 2 0 0 0
847788106 892 22,694 SH DEFINED 4 0 0 22,694
SPORTSLINE USA INC 848934105 7,675 213,950 SH DEFINED 2 147,550 0 66,400
848934105 41,986 1,170,344 SH DEFINED 4 0 0 1,170,344
SPRINGS INDS INC CL A 851783100 148 3,400 SH DEFINED 2 0 0 3,400
851783100 0 0 SH DEFINED 4 0 0 0
SPRINT CORP (FON GROUP) 852061100 514,809 9,747,868 SH DEFINED 2 4,562,018 0 5,185,850
852061100 1,837,831 34,799,168 SH DEFINED 4 0 0 34,799,168
SPRINT CORP (PCS GROUP) 852061506 152,015 2,661,101 SH DEFINED 2 1,033,901 0 1,627,200
852061506 591,085 10,347,213 SH DEFINED 4 0 0 10,347,213
SPYGLASS INC 852192103 4,707 233,900 SH DEFINED 2 144,000 0 89,900
852192103 2,894 143,800 SH DEFINED 4 0 0 143,800
STANDARD AUTOMOTIVE CORP 853097103 111 6,400 SH DEFINED 2 6,400 0 0
853097103 4,295 247,200 SH DEFINED 4 0 0 247,200
STANDARD COMMERCIAL 853258101 137 32,733 SH DEFINED 2 14,515 0 18,218
853258101 1,437 343,180 SH DEFINED 4 0 0 343,180
STANDARD PACIFIC CORP 85375C101 172 13,300 SH DEFINED 2 0 0 13,300
85375C101 0 0 SH DEFINED 4 0 0 0
STANDARD REGISTER CO 853887107 9,949 323,549 SH DEFINED 2 72,620 0 250,929
853887107 268 8,704 SH DEFINED 4 0 0 8,704
STANFORD TELECOMMUNICATIONS 854402104 6,384 215,500 SH DEFINED 2 179,900 0 35,600
854402104 3,679 124,200 SH DEFINED 4 0 0 124,200
STANLEY WORKS 854616109 525 16,300 SH DEFINED 2 0 0 16,300
854616109 0 0 SH DEFINED 4 0 0 0
STAPLES INC 855030102 2,648 85,600 SH DEFINED 2 0 0 85,600
855030102 0 0 SH DEFINED 4 0 0 0
STARBUCKS CORP 855244109 265 7,050 SH DEFINED 2 7,050 0 0
855244109 262,928 6,999,757 SH DEFINED 4 0 0 6,999,757
STARMEDIA NETWORK INC 855546107 8,038 125,350 SH DEFINED 2 32,100 0 93,250
855546107 72,706 1,133,815 SH DEFINED 4 0 0 1,133,815
STARWOOD HOTELS & RESORTS 85590A203 27,274 892,392 SH DEFINED 2 344,480 0 547,912
WORLDWIDE REIT
85590A203 344,993 11,288,103 SH DEFINED 4 0 0 11,288,103
STATE STREET CORP 857477103 17,153 200,914 SH DEFINED 2 29,300 0 171,614
857477103 54,350 636,600 SH DEFINED 4 0 0 636,600
STATEN ISLAND BANCORP INC 857550107 54 3,000 SH DEFINED 2 0 0 3,000
857550107 0 0 SH DEFINED 4 0 0 0
STATION CASINOS INC 857689103 4,054 198,950 SH DEFINED 2 107,950 0 91,000
857689103 2,149 105,485 SH DEFINED 4 0 0 105,485
STERLING BANCSHARES INC 858907108 5,853 437,600 SH DEFINED 2 237,200 0 200,400
858907108 227 16,999 SH DEFINED 4 0 0 16,999
STERIS CORP 859152100 0 0 SH DEFINED 2 0 0 0
859152100 1,938 100,000 SH DEFINED 4 0 0 100,000
STERLING CHEMICALS WARRANTS 85916E111 17 1,115 SH DEFINED 2 505 0 610
8/15/08
85916E111 207 13,810 SH DEFINED 4 0 0 13,810
STERLING COMMERCE INC 859205106 148 4,055 SH DEFINED 2 4,055 0 0
859205106 6,154 168,600 SH DEFINED 4 0 0 168,600
STERLING SOFTWARE INC 859547101 200 7,500 SH DEFINED 2 7,500 0 0
859547101 4,983 186,700 SH DEFINED 4 0 0 186,700
STET HELLAS TELECOMM ADR 859823106 939 41,950 SH DEFINED 2 5,300 0 36,650
859823106 439 19,600 SH DEFINED 4 0 0 19,600
STEWART ENTERPRISES INC CL A 860370105 10,184 699,350 SH DEFINED 2 254,500 0 444,850
860370105 117,760 8,086,500 SH DEFINED 4 0 0 8,086,500
STILLWATER MNG CO 86074Q102 108 3,300 SH DEFINED 2 0 0 3,300
86074Q102 0 0 SH DEFINED 4 0 0 0
STMICROELECTRONICS NV-NY SHS ADR 861012102 209,035 3,013,114 SH DEFINED 2 989,338 0 2,023,776
861012102 125,408 1,807,678 SH DEFINED 4 0 0 1,807,678
STONE & WEBSTER INC 861572105 0 0 SH DEFINED 2 0 0 0
861572105 0 0 SH DEFINED 4 0 0 0
STONE CONTAINER CORP 861589109 0 0 SH DEFINED 2 0 0 0
861589109 1,768 147,320 SH DEFINED 4 0 0 147,320
STONE ENERGY CORP 861642106 5,004 118,100 SH DEFINED 2 64,500 0 53,600
861642106 154 3,625 SH DEFINED 4 0 0 3,625
STORAGE USA INC REIT 861907103 0 0 SH DEFINED 2 0 0 0
861907103 0 0 SH DEFINED 4 0 0 0
STORAGE TECHNOLOGY CORP 862111200 89 3,900 SH DEFINED 2 3,900 0 0
862111200 2,530 111,200 SH DEFINED 4 0 0 111,200
STRIDE RITE CORP 863314100 93 9,000 SH DEFINED 2 0 0 9,000
863314100 5 500 SH DEFINED 4 0 0 500
STRUCTURAL DYNAMICS RESH CORP 863555108 69 3,700 SH DEFINED 2 0 0 3,700
863555108 0 0 SH DEFINED 4 0 0 0
STRYKER CORP 863667101 114 1,900 SH DEFINED 2 1,900 0 0
863667101 92,865 1,544,540 SH DEFINED 4 0 0 1,544,540
STYLING TECHNOLOGY CORP 863905105 133 10,263 SH DEFINED 2 10,263 0 0
863905105 2,600 200,000 SH DEFINED 4 0 0 200,000
STURM RUGER & CO INC 864159108 51 4,800 SH DEFINED 2 0 0 4,800
864159108 0 0 SH DEFINED 4 0 0 0
SUMMIT BANCORP 866005101 1,313 31,400 SH DEFINED 2 560 0 30,840
866005101 46,497 1,112,040 SH DEFINED 4 0 0 1,112,040
SUMMIT TECHNOLOGY INC 86627E101 0 0 SH DEFINED 2 0 0 0
86627E101 0 0 SH DEFINED 4 0 0 0
SUN MICRO SYSTEMS 866810104 251,242 3,647,800 SH DEFINED 2 2,007,800 0 1,640,000
866810104 658,759 9,564,566 SH DEFINED 4 0 0 9,564,566
SUNBEAM CORPORATION 867071102 318 40,108 SH DEFINED 2 17,029 0 23,078
867071102 130 16,438 SH DEFINED 4 0 0 16,438
SUNGLASS HUT INTL 86736F106 9,390 546,300 SH DEFINED 2 454,900 0 91,400
86736F106 7,029 408,938 SH DEFINED 4 0 0 408,938
SUNOCO INC 86764P109 501 16,600 SH DEFINED 2 0 0 16,600
86764P109 0 0 SH DEFINED 4 0 0 0
SUNRISE ASSISTED LIVING INC 86768K106 10,252 293,950 SH DEFINED 2 197,050 0 96,900
86768K106 71,832 2,059,700 SH DEFINED 4 0 0 2,059,700
SUNTERRA CORPORATION 86787D109 7,528 540,100 SH DEFINED 2 455,700 0 84,400
86787D109 4,061 291,400 SH DEFINED 4 0 0 291,400
SUNTRUST BANKS INC 867914103 4,166 60,000 SH DEFINED 2 1,815 0 58,185
867914103 291,127 4,192,644 SH DEFINED 4 0 0 4,192,644
SUNSTONE HOTEL INVESTORS INC REIT 867933103 25 2,976 SH DEFINED 2 2,976 0 0
867933103 0 0 SH DEFINED 4 0 0 0
SUNSOURCE INC 867948101 3,390 262,000 SH DEFINED 2 141,900 0 120,100
867948101 0 0 SH DEFINED 4 0 0 0
SUPERVALU INC 868536103 568 22,100 SH DEFINED 2 0 0 22,100
868536103 0 0 SH DEFINED 4 0 0 0
SWIFT ENERGY CO 870738101 344 32,202 SH DEFINED 2 16,432 0 15,769
870738101 2,354 220,252 SH DEFINED 4 0 0 220,252
SWISSCOM AG-SPONSORED ADR 871013108 595 15,500 SH DEFINED 2 15,500 0 0
871013108 7,291 190,000 SH DEFINED 4 0 0 190,000
SYBRON INTL CORP 87114F106 14,082 510,900 SH DEFINED 2 161,200 0 349,700
87114F106 335,425 12,169,620 SH DEFINED 4 0 0 12,169,620
SYKES ENTERPRISES INC 871237103 0 0 SH DEFINED 2 0 0 0
871237103 4,531 135,750 SH DEFINED 4 0 0 135,750
SYLVAN LEARNING SYSTEMS INC 871399101 302 11,100 SH DEFINED 2 11,100 0 0
871399101 7,534 277,100 SH DEFINED 4 0 0 277,100
SYMBOL TECHNOLOGIES INC 871508107 37,396 1,014,118 SH DEFINED 2 317,175 0 696,943
871508107 96,742 2,623,500 SH DEFINED 4 0 0 2,623,500
SYNOPSYS INC 871607107 16,928 306,743 SH DEFINED 2 86,000 0 220,743
871607107 331,369 6,004,414 SH DEFINED 4 0 0 6,004,414
SYNOVUS FINANCIAL CORP 87161C105 1,728 86,945 SH DEFINED 2 38,616 0 48,329
87161C105 56,852 2,860,503 SH DEFINED 4 0 0 2,860,503
SYSCO CORPORATION 871829107 3,697 124,000 SH DEFINED 2 65,000 0 59,000
871829107 126,983 4,259,401 SH DEFINED 4 0 0 4,259,401
SYSTEM SOFTWARE ASSOC INC 871839106 238 126,871 SH DEFINED 2 58,811 0 68,060
871839106 1,366 728,387 SH DEFINED 4 0 0 728,387
TCA CABLE T V INC 872241104 10,485 188,910 SH DEFINED 2 107,710 0 81,200
872241104 0 0 SH DEFINED 4 0 0 0
TCF FINANCIAL CORP 872275102 6,779 243,200 SH DEFINED 2 76,500 0 166,700
872275102 198,749 7,130,007 SH DEFINED 4 0 0 7,130,007
TD WATERHOUSE GROUP INC 872362108 17,792 709,900 SH DEFINED 2 244,000 0 465,900
872362108 71,201 2,840,925 SH DEFINED 4 0 0 2,840,925
TECO ENERGY INC 872375100 0 0 SH DEFINED 2 0 0 0
872375100 7,988 351,100 SH DEFINED 4 0 0 351,100
THE TJX COMPANIES INC 872540109 309,677 9,296,122 SH DEFINED 2 4,220,960 0 5,075,162
872540109 919,790 27,610,962 SH DEFINED 4 0 0 27,610,962
TNP ENTERPRISES INC 872594106 0 0 SH DEFINED 2 0 0 0
872594106 18,654 514,600 SH DEFINED 4 0 0 514,600
T R W INC 872649108 14,739 268,600 SH DEFINED 2 244,795 0 23,805
872649108 94,955 1,730,395 SH DEFINED 4 0 0 1,730,395
TSI INTL SOFTWARE 872879101 3,006 105,940 SH DEFINED 2 0 0 105,940
872879101 69,019 2,432,402 SH DEFINED 4 0 0 2,432,402
TLC THE LASER CENTER 872934104 3,869 80,600 SH DEFINED 2 6,000 0 74,600
872934104 88,288 1,839,340 SH DEFINED 4 0 0 1,839,340
TMP WORLDWIDE INC 872941109 4,845 76,300 SH DEFINED 2 16,400 0 59,900
872941109 108,737 1,712,400 SH DEFINED 4 0 0 1,712,400
TAIWAN SEMICONDUCTOR SP ADR 874039100 7,283 214,204 SH DEFINED 2 4,785 0 209,419
874039100 931 27,385 SH DEFINED 4 0 0 27,385
TAIYO INK MFG 8740399A0 0 0 SH DEFINED 2 0 0 0
8740399A0 0 0 SH DEFINED 4 0 0 0
TAIWAN SEMICONDUCTOR 8740399B8 4,789 1,252,000 SH DEFINED 2 305,000 0 947,000
SEDOL 6889106
8740399B8 356 93,000 SH DEFINED 4 0 0 93,000
TANDY CORPORATION 875382103 16,513 337,868 SH DEFINED 2 15,368 0 322,500
875382103 115,990 2,373,200 SH DEFINED 4 0 0 2,373,200
TANDYCRAFTS INC 875386104 0 0 SH DEFINED 2 0 0 0
875386104 0 0 SH DEFINED 4 0 0 0
TANGER FACTORY OUTLET CENTER 875465106 0 0 SH DEFINED 2 0 0 0
875465106 1,745 67,108 SH DEFINED 4 0 0 67,108
TECHNE CORP 878377100 89 3,500 SH DEFINED 2 0 0 3,500
878377100 0 0 SH DEFINED 4 0 0 0
TECHNITROL INC 878555101 10,950 339,527 SH DEFINED 2 76,600 0 262,927
878555101 232 7,193 SH DEFINED 4 0 0 7,193
TEKELEC 879101103 612 50,200 SH DEFINED 2 0 0 50,200
879101103 3,165 259,700 SH DEFINED 4 0 0 259,700
TEKTRONIX INC 879131100 11,153 369,450 SH DEFINED 2 81,600 0 287,850
879131100 246 8,133 SH DEFINED 4 0 0 8,133
TELE CELULAR SUL PARTICIPAC ADR 879238103 0 4 SH DEFINED 2 1 0 3
879238103 414 19,102 SH DEFINED 4 0 0 19,102
TELE CENTRO SUL PARTICIPACOES ADR 879239101 65,422 1,178,782 SH DEFINED 2 287,788 0 890,994
879239101 60,253 1,085,639 SH DEFINED 4 0 0 1,085,639
TELECENTRO OESTE CELULAR-ADR 87923P105 0 1 SH DEFINED 2 0 0 0
87923P105 272 69,035 SH DEFINED 4 0 0 69,035
TELE-COMMUNICATIONS CL A 87924V101 414 6,226 SH DEFINED 2 2,745 0 3,481
87924V101 5,602 84,314 SH DEFINED 4 0 0 84,314
TELENORDESTE CELULAR PAR-ADR 87924W109 0 4 SH DEFINED 2 2 0 2
87924W109 258 9,552 SH DEFINED 4 0 0 9,552
TELENORTE CELULAR PARTIC-ADR 87924Y105 0 5 SH DEFINED 2 2 0 3
87924Y105 101 3,742 SH DEFINED 4 0 0 3,742
TELE SUDESTE CELULAR 879252104 0 1 SH DEFINED 2 0 0 1
PARTICIPACOES ADR
879252104 1,134 39,102 SH DEFINED 4 0 0 39,102
TELEBANC FINANCIAL CORP 87925R109 54 1,400 SH DEFINED 2 0 0 1,400
87925R109 0 0 SH DEFINED 4 0 0 0
TELECOM ARGENTINA S.A ADR 879273209 1,562 58,404 SH DEFINED 2 8,100 0 50,304
879273209 5,018 187,600 SH DEFINED 4 0 0 187,600
TELECOM CORP NEW ZEALAN LTD ADS 879278208 0 0 SH DEFINED 2 0 0 0
879278208 7,270 208,100 SH DEFINED 4 0 0 208,100
TELEBRAS SPONS ADR 879287100 0 0 SH DEFINED 2 0 0 0
879287100 12 191,400 SH DEFINED 4 0 0 191,400
TELEFLEX INC 879369106 2,779 63,970 SH DEFINED 2 14,720 0 49,250
879369106 0 0 SH DEFINED 4 0 0 0
TELEFONICA DE ARGENTINA ADR 879378206 2,089 66,582 SH DEFINED 2 15,400 0 51,182
879378206 13,686 436,215 SH DEFINED 4 0 0 436,215
CPT TELEFONICA DEL PERU ADR 879384105 0 0 SH DEFINED 2 0 0 0
879384105 6,637 438,800 SH DEFINED 4 0 0 438,800
TELEFONOS DE MEXICO S A SER L ADR 879403780 118,681 1,468,600 SH DEFINED 2 369,887 0 1,098,713
879403780 91,412 1,131,161 SH DEFINED 4 0 0 1,131,161
TELELESTE CELULAR PARTICIPACOES 87943B102 0 3 SH DEFINED 2 1 0 2
SA ADR
87943B102 111 3,742 SH DEFINED 4 0 0 3,742
TELEMIG CELULAR PARTICIPAC ADR 87944E105 0 2 SH DEFINED 2 0 0 2
87944E105 235 9,552 SH DEFINED 4 0 0 9,552
TELESPECTRUM WORLDWIDE INC 87951U109 0 0 SH DEFINED 2 0 0 0
87951U109 0 0 SH DEFINED 4 0 0 0
TELESP PARTICIPACOES SA ADR 87952K100 84,918 3,712,251 SH DEFINED 2 931,034 0 2,781,217
87952K100 76,073 3,325,611 SH DEFINED 4 0 0 3,325,611
TELESP CELULAR PARTICIPAC ADR 87952L108 80,791 3,020,222 SH DEFINED 2 760,677 0 2,259,544
87952L108 103,545 3,870,823 SH DEFINED 4 0 0 3,870,823
TELLABS INC 879664100 194,695 2,881,700 SH DEFINED 2 1,629,900 0 1,251,800
879664100 355,581 5,263,000 SH DEFINED 4 0 0 5,263,000
TELXON CORP 879700102 6,009 756,985 SH DEFINED 2 170,610 0 586,375
879700102 869 109,423 SH DEFINED 4 0 0 109,423
TEMPLE INLAND INC 879868107 696 10,200 SH DEFINED 2 510 0 9,690
879868107 92,732 1,358,715 SH DEFINED 4 0 0 1,358,715
TENET HEALTHCARE CORPORATION 88033G100 9,355 503,997 SH DEFINED 2 410,193 0 93,804
88033G100 302,358 16,288,629 SH DEFINED 4 0 0 16,288,629
TENNANT CO 880345103 8,305 259,541 SH DEFINED 2 58,520 0 201,021
880345103 0 0 SH DEFINED 4 0 0 0
TENNECO INC 88037E101 931 39,000 SH DEFINED 2 7,700 0 31,300
88037E101 0 0 SH DEFINED 4 0 0 0
TERADYNE INC 880770102 37,810 526,970 SH DEFINED 2 157,300 0 369,670
880770102 253,074 3,527,160 SH DEFINED 4 0 0 3,527,160
TERAYON COMMUNICATION SYS 880775101 117 2,100 SH DEFINED 2 0 0 2,100
880775101 7,077 126,649 SH DEFINED 4 0 0 126,649
AP TEREX CORP RIGHTS 880779137 21,224,000 1,516,000, SH DEFINED 2 1,516,000 0 0
000 ,000
880779137 0 0 SH DEFINED 4 0 0 0
TERRA INDUSTRIES INC 880915103 0 0 SH DEFINED 2 0 0 0
880915103 0 0 SH DEFINED 4 0 0 0
TEXACO INC 881694103 6,388 102,200 SH DEFINED 2 0 0 102,200
881694103 5,163 82,600 SH DEFINED 4 0 0 82,600
TEXAS INDS INC 882491103 6,882 177,600 SH DEFINED 2 96,900 0 80,700
882491103 6,989 180,359 SH DEFINED 4 0 0 180,359
TEXAS INSTRUMENTS INC 882508104 188,810 1,302,140 SH DEFINED 2 498,200 0 803,940
882508104 673,366 4,643,906 SH DEFINED 4 0 0 4,643,906
TEXAS UTILITIES CO (HOLDING) 882848104 14,052 340,645 SH DEFINED 2 244,861 0 95,785
882848104 372,922 9,040,528 SH DEFINED 4 0 0 9,040,528
TEXTRON INC 883203101 2,272 27,600 SH DEFINED 2 0 0 27,600
883203101 0 0 SH DEFINED 4 0 0 0
THERMO ELECTRON CORP 883556102 1,281 63,865 SH DEFINED 2 14,860 0 49,006
883556102 63,742 3,177,173 SH DEFINED 4 0 0 3,177,173
THERMO INSTRUMENT SYSTEMS 883559106 852 50,506 SH DEFINED 2 20,878 0 29,628
883559106 45,130 2,674,397 SH DEFINED 4 0 0 2,674,397
THERMO CARDIOSYSTEMS INC 88355K200 466 42,846 SH DEFINED 2 18,144 0 24,702
88355K200 30,386 2,794,134 SH DEFINED 4 0 0 2,794,134
THERMO TERRATECH INC 883598104 0 0 SH DEFINED 2 0 0 0
883598104 1,484 263,836 SH DEFINED 4 0 0 263,836
THERMOLASE CORP 883624108 0 0 SH DEFINED 2 0 0 0
883624108 379 288,705 SH DEFINED 4 0 0 288,705
THERMOQUEST CORPORATION 883655102 704 70,424 SH DEFINED 2 35,091 0 35,333
883655102 1,827 182,727 SH DEFINED 4 0 0 182,727
THERMEDICS INC 883901100 2,255 242,200 SH DEFINED 2 123,100 0 119,100
883901100 0 0 SH DEFINED 4 0 0 0
THOMAS & BETTS CORP 884315102 491 10,400 SH DEFINED 2 0 0 10,400
884315102 0 0 SH DEFINED 4 0 0 0
3COM CORP 885535104 1,772 66,400 SH DEFINED 2 0 0 66,400
885535104 0 0 SH DEFINED 4 0 0 0
TIDEWATER INC 886423102 12,493 409,600 SH DEFINED 2 136,500 0 273,100
886423102 2,547 83,512 SH DEFINED 4 0 0 83,512
TIMBERLAND COMPANY CL A 887100105 68 1,000 SH DEFINED 2 0 0 1,000
887100105 0 0 SH DEFINED 4 0 0 0
TIME WARNER INC 887315109 433,937 5,903,900 SH DEFINED 2 3,328,800 0 2,575,100
887315109 951,644 12,947,540 SH DEFINED 4 0 0 12,947,540
TIMES MIRROR NEW SER A COM 887364107 12,595 212,570 SH DEFINED 2 174,384 0 38,186
887364107 329,565 5,562,281 SH DEFINED 4 0 0 5,562,281
TIMKEN COMPANY 887389104 222 11,400 SH DEFINED 2 0 0 11,400
887389104 0 0 SH DEFINED 4 0 0 0
TITANIUM METALS CORPORATION 888339108 489 43,958 SH DEFINED 2 17,882 0 26,076
888339108 1,144 102,795 SH DEFINED 4 0 0 102,795
TOOTSIE ROLL INDUSTRIES INC 890516107 0 0 SH DEFINED 2 0 0 0
890516107 5,216 135,047 SH DEFINED 4 0 0 135,047
TORCHMARK CORP 891027104 1,880 55,100 SH DEFINED 2 31,200 0 23,900
891027104 30,160 883,800 SH DEFINED 4 0 0 883,800
TORO COMPANY 891092108 0 0 SH DEFINED 2 0 0 0
891092108 0 0 SH DEFINED 4 0 0 0
TORONTO DOMINION BANK 891160509 0 0 SH DEFINED 2 0 0 0
891160509 0 0 SH DEFINED 4 0 0 0
TOSCO CORP 891490302 10,194 393,015 SH DEFINED 2 328,879 0 64,136
891490302 214,703 8,277,689 SH DEFINED 4 0 0 8,277,689
TOTAL RENAL CARE HOLDINGS 89151A107 1,660 106,675 SH DEFINED 2 0 0 106,675
89151A107 10,160 652,877 SH DEFINED 4 0 0 652,877
TOTAL CORP ADS 89151E109 0 0 SH DEFINED 2 0 0 0
89151E109 3,570 55,400 SH DEFINED 4 0 0 55,400
TOWER AUTOMOTIVE INC 891707101 8,081 317,674 SH DEFINED 2 169,595 0 148,079
891707101 5,777 227,091 SH DEFINED 4 0 0 227,091
TOYS R US 892335100 11,875 574,000 SH DEFINED 2 2,400 0 571,600
892335100 58,610 2,833,089 SH DEFINED 4 0 0 2,833,089
TRANS WORLD ENTERTAINMENT 89336Q100 68 6,000 SH DEFINED 2 0 0 6,000
89336Q100 0 0 SH DEFINED 4 0 0 0
TRANSACTION SYSTEMS ARCHITECT CL 893416107 0 0 SH DEFINED 2 0 0 0
A
893416107 4,095 105,000 SH DEFINED 4 0 0 105,000
TRANSAMERICA CORPORATION 893485102 1,718 22,900 SH DEFINED 2 0 0 22,900
893485102 0 0 SH DEFINED 4 0 0 0
TRANSKARYOTIC THERAPIES INC 893735100 3,528 106,900 SH DEFINED 2 38,700 0 68,200
893735100 77,575 2,350,772 SH DEFINED 4 0 0 2,350,772
TRANSPORTADORA DE GAS DEL SUR ADR 893870204 0 0 SH DEFINED 2 0 0 0
893870204 3,574 381,200 SH DEFINED 4 0 0 381,200
TRAVELERS PROP CASUALTY-CL A 893939108 3,757 96,035 SH DEFINED 2 86,225 0 9,810
893939108 25,124 642,150 SH DEFINED 4 0 0 642,150
TRANSWITCH CORP 894065101 4,271 90,150 SH DEFINED 2 73,050 0 17,100
894065101 2,373 50,100 SH DEFINED 4 0 0 50,100
TRICON GLOBAL RESTAURANTS INC 895953107 53,106 981,180 SH DEFINED 2 155,800 0 825,380
895953107 209,104 3,863,345 SH DEFINED 4 0 0 3,863,345
TRIBUNE CO 896047107 6,505 74,657 SH DEFINED 2 36,331 0 38,326
896047107 250,915 2,879,946 SH DEFINED 4 0 0 2,879,946
TRIGON HEALTHCARE INC 89618L100 5,842 160,600 SH DEFINED 2 87,100 0 73,500
89618L100 15,617 429,328 SH DEFINED 4 0 0 429,328
TRIMERIS INC 896263100 985 67,900 SH DEFINED 2 52,000 0 15,900
896263100 14,297 986,000 SH DEFINED 4 0 0 986,000
TRIQUINT SEMICONDUCTOR INC 89674K103 176 3,100 SH DEFINED 2 0 0 3,100
89674K103 170 3,000 SH DEFINED 4 0 0 3,000
TRIUMPH GROUP INC 896818101 4,251 166,700 SH DEFINED 2 83,500 0 83,200
896818101 265 10,405 SH DEFINED 4 0 0 10,405
TRUE NORTH COMMUNICATIONS 897844106 13,861 462,022 SH DEFINED 2 118,400 0 343,622
897844106 11,956 398,544 SH DEFINED 4 0 0 398,544
TRUST CO NJ JERSEY CITY NEW 898304100 54 2,300 SH DEFINED 2 0 0 2,300
898304100 0 0 SH DEFINED 4 0 0 0
TUBOSCOPE INC 898600101 4,985 364,200 SH DEFINED 2 185,900 0 178,300
898600101 214 15,600 SH DEFINED 4 0 0 15,600
TUESDAY MORNING CORP 899035505 3,580 140,400 SH DEFINED 2 117,100 0 23,300
899035505 21,250 833,351 SH DEFINED 4 0 0 833,351
TUPPERWARE CORPORATION 899896104 273 10,700 SH DEFINED 2 0 0 10,700
899896104 0 0 SH DEFINED 4 0 0 0
TV AZTECA SP ADR 901145102 1,285 247,756 SH DEFINED 2 31,100 0 216,656
901145102 2,085 402,000 SH DEFINED 4 0 0 402,000
TWEETER HOME ENTERTAINMENT GRP 901167106 8,929 227,497 SH DEFINED 2 189,841 0 37,656
901167106 5,165 131,587 SH DEFINED 4 0 0 131,587
TYCO INTERNATIONAL LTD NEW 902124106 844,455 8,912,455 SH DEFINED 2 4,334,543 0 4,577,913
902124106 2,243,747 23,680,709 SH DEFINED 4 0 0 23,680,709
UAL CORP 902549500 1,636 25,172 SH DEFINED 2 26,942 0 -1,770
902549500 177,810 2,735,540 SH DEFINED 4 0 0 2,735,540
USX-MARATHON GROUP 902905827 2,931 90,000 SH DEFINED 2 0 0 90,000
902905827 7,043 216,300 SH DEFINED 4 0 0 216,300
UST INC 902911106 951 32,500 SH DEFINED 2 0 0 32,500
902911106 0 0 SH DEFINED 4 0 0 0
U. S. ENERGY SYSTEMS INC 902951102 34 11,495 SH DEFINED 2 11,495 0 0
902951102 0 0 SH DEFINED 4 0 0 0
U. S. ENERGY SYSTEMS INC WTS 902951110 4 11,500 SH DEFINED 2 11,500 0 0
902951110 0 0 SH DEFINED 4 0 0 0
U.S. BANCORP 902973106 20,622 606,542 SH DEFINED 2 431,425 0 175,117
902973106 572,493 16,838,039 SH DEFINED 4 0 0 16,838,039
USA NETWORKS INC 902984103 146 3,650 SH DEFINED 2 3,650 0 0
902984103 178,524 4,449,200 SH DEFINED 4 0 0 4,449,200
UNUM CORPORATION 903192102 3,367 61,500 SH DEFINED 2 36,700 0 24,800
903192102 142,960 2,611,150 SH DEFINED 4 0 0 2,611,150
U.S. FOODSERVICE 90331R101 30,554 716,816 SH DEFINED 2 241,680 0 475,136
90331R101 107,786 2,528,700 SH DEFINED 4 0 0 2,528,700
USN COMMUNICATIONS WARR 8/15/04 90336N113 0 13,500 SH DEFINED 2 4,000 0 9,500
90336N113 2 200,040 SH DEFINED 4 0 0 200,040
USX-US STEEL GROUP 90337T101 437 16,200 SH DEFINED 2 0 0 16,200
90337T101 7,290 270,007 SH DEFINED 4 0 0 270,007
US ONCOLOGY INC 90338W103 7,330 610,812 SH DEFINED 2 334,828 0 275,984
90338W103 247 20,580 SH DEFINED 4 0 0 20,580
ULTRAMAR DIAMOND SHAMROCK CP 904000106 125 5,750 SH DEFINED 2 5,750 0 0
904000106 4,295 196,900 SH DEFINED 4 0 0 196,900
UNICAPITAL CORP 90459D108 174 27,611 SH DEFINED 2 16,111 0 11,500
90459D108 6,565 1,040,000 SH DEFINED 4 0 0 1,040,000
UNIDIGITAL INC 904669108 0 0 SH DEFINED 2 0 0 0
904669108 407 74,000 SH DEFINED 4 0 0 74,000
UNILEVER N V 904784709 7,320 104,950 SH DEFINED 2 0 0 104,950
904784709 0 0 SH DEFINED 4 0 0 0
UNICOM CORPORATION 904911104 1,535 39,800 SH DEFINED 2 0 0 39,800
904911104 31,197 809,000 SH DEFINED 4 0 0 809,000
UNION CARBIDE CORPORATION 905581104 20,592 422,390 SH DEFINED 2 184,470 0 237,920
905581104 235,069 4,821,934 SH DEFINED 4 0 0 4,821,934
UNION PACIFIC CORP 907818108 82,014 1,406,461 SH DEFINED 2 835,812 0 570,649
907818108 99,600 1,708,031 SH DEFINED 4 0 0 1,708,031
UNION PACIFIC RESOURCES GROUP 907834105 757 46,424 SH DEFINED 2 0 0 46,424
907834105 5,377 329,600 SH DEFINED 4 0 0 329,600
UNION PLANTERS CORP 908068109 2,637 59,016 SH DEFINED 2 14,050 0 44,966
908068109 4,484 100,331 SH DEFINED 4 0 0 100,331
UNIONBANCAL CORPORATION 908906100 130 3,600 SH DEFINED 2 3,600 0 0
908906100 2,529 70,000 SH DEFINED 4 0 0 70,000
UNIPHASE CORP 909149106 15,511 93,441 SH DEFINED 2 20,920 0 72,521
909149106 256,149 1,543,068 SH DEFINED 4 0 0 1,543,068
UNISOURCE ENERGY CORP HLD CO 909205106 50 4,200 SH DEFINED 2 0 0 4,200
909205106 1,889 158,200 SH DEFINED 4 0 0 158,200
UNISYS CORPORATION 909214108 120,223 3,087,595 SH DEFINED 2 1,819,229 0 1,268,366
909214108 101,170 2,598,276 SH DEFINED 4 0 0 2,598,276
UNIT CORP 909218109 3,443 423,800 SH DEFINED 2 226,750 0 197,050
909218109 0 0 SH DEFINED 4 0 0 0
UNITED DOMINION INDS LTD 909914103 0 0 SH DEFINED 2 0 0 0
909914103 0 0 SH DEFINED 4 0 0 0
UNITED HEALTHCARE CORP 910581107 2,170 34,650 SH DEFINED 2 2,850 0 31,800
910581107 289,747 4,626,702 SH DEFINED 4 0 0 4,626,702
UNITED ILLUMINATING CO 910637107 0 0 SH DEFINED 2 0 0 0
910637107 12,371 291,500 SH DEFINED 4 0 0 291,500
UNITED MICROELECTRONICS CORP 9108739B6 1,606 746,000 SH DEFINED 2 720,000 0 26,000
SEDOL 6916628
9108739B6 174 81,000 SH DEFINED 4 0 0 81,000
UNITED NATURAL FOODS INC 911163103 4,091 165,300 SH DEFINED 2 89,700 0 75,600
911163103 208 8,418 SH DEFINED 4 0 0 8,418
UNITED RENTALS INC 911363109 53 1,800 SH DEFINED 2 0 0 1,800
911363109 0 0 SH DEFINED 4 0 0 0
US AIRWAYS GROUP INC 911905107 588 13,500 SH DEFINED 2 0 0 13,500
911905107 0 0 SH DEFINED 4 0 0 0
US WEST INC 91273H101 17,513 298,086 SH DEFINED 2 178,174 0 119,912
91273H101 318,004 5,412,827 SH DEFINED 4 0 0 5,412,827
UNITED STATIONERS INC 913004107 3,830 174,100 SH DEFINED 2 96,500 0 77,600
913004107 220 10,000 SH DEFINED 4 0 0 10,000
UNITED TECHNOLOGIES CORP 913017109 377,309 5,263,250 SH DEFINED 2 2,986,900 0 2,276,350
913017109 1,115,140 15,555,565 SH DEFINED 4 0 0 15,555,565
UNITED WISCONSIN SERVICES 913238101 10,665 1,333,105 SH DEFINED 2 298,900 0 1,034,205
913238101 251 31,348 SH DEFINED 4 0 0 31,348
UNITIL CORP 913259107 0 0 SH DEFINED 2 0 0 0
913259107 0 0 SH DEFINED 4 0 0 0
UNITRODE CORP 913283107 126 4,400 SH DEFINED 2 0 0 4,400
913283107 209 7,300 SH DEFINED 4 0 0 7,300
UNIVERSAL CORP 913456109 85 3,000 SH DEFINED 2 0 0 3,000
913456109 0 0 SH DEFINED 4 0 0 0
UNIVERSAL FOODS CORP 913538104 6,903 326,748 SH DEFINED 2 73,160 0 253,588
913538104 229 10,838 SH DEFINED 4 0 0 10,838
UNIVERSAL HEALTH SERVICES CL B 913903100 5,539 116,000 SH DEFINED 2 62,900 0 53,100
913903100 235 4,915 SH DEFINED 4 0 0 4,915
UNIVISION COMMUNICATIONS INC 914906102 15,959 241,800 SH DEFINED 2 78,900 0 162,900
914906102 358,186 5,427,064 SH DEFINED 4 0 0 5,427,064
UNOCAL CORP 915289102 27,870 703,350 SH DEFINED 2 229,249 0 474,102
915289102 135,151 3,410,751 SH DEFINED 4 0 0 3,410,751
USFREIGHTWAYS CORPORATION 916906100 17,874 385,942 SH DEFINED 2 132,767 0 253,175
916906100 4,831 104,305 SH DEFINED 4 0 0 104,305
USINTERNETWORKING INC 917311805 0 0 SH DEFINED 2 0 0 0
917311805 20,564 489,625 SH DEFINED 4 0 0 489,625
USWEB CORP 917327108 8,098 364,998 SH DEFINED 2 103,598 0 261,400
917327108 156,636 7,059,666 SH DEFINED 4 0 0 7,059,666
UTILICORP UTD INC 918005109 0 0 SH DEFINED 2 0 0 0
918005109 8,925 367,100 SH DEFINED 4 0 0 367,100
V F CORP 918204108 941 22,000 SH DEFINED 2 0 0 22,000
918204108 0 0 SH DEFINED 4 0 0 0
VSE CORP 918284100 0 0 SH DEFINED 2 0 0 0
918284100 0 0 SH DEFINED 4 0 0 0
VALMONT INDUSTRIES 920253101 0 0 SH DEFINED 2 0 0 0
920253101 0 0 SH DEFINED 4 0 0 0
VANSTAR CORP 92208M108 668 69,390 SH DEFINED 2 35,999 0 33,391
92208M108 3,285 341,298 SH DEFINED 4 0 0 341,298
VANTIVE CORP 922091103 149 13,022 SH DEFINED 2 5,462 0 7,560
922091103 1,250 109,328 SH DEFINED 4 0 0 109,328
VARIAN MEDICAL SYSTEMS INC 92220P105 2,649 104,900 SH DEFINED 2 54,400 0 50,500
92220P105 217 8,600 SH DEFINED 4 0 0 8,600
VASTAR RESOURCES INC 922380100 0 0 SH DEFINED 2 0 0 0
922380100 2,087 39,800 SH DEFINED 4 0 0 39,800
VEECO INSTRUMENTS INC 922417100 3,845 113,100 SH DEFINED 2 94,500 0 18,600
922417100 2,196 64,600 SH DEFINED 4 0 0 64,600
VENCOR INC 922602107 0 0 SH DEFINED 2 0 0 0
922602107 50 2,853 SH DEFINED 4 0 0 2,853
VENTANA MEDICAL SYSTEMS 92276H106 2,685 140,400 SH DEFINED 2 116,600 0 23,800
92276H106 20,701 1,082,400 SH DEFINED 4 0 0 1,082,400
VERIO INC 923433106 5,206 74,900 SH DEFINED 2 16,700 0 58,200
923433106 179,909 2,588,625 SH DEFINED 4 0 0 2,588,625
VERITAS SOFTWARE CO 923436109 72,035 758,760 SH DEFINED 2 209,850 0 548,910
923436109 363,150 3,825,152 SH DEFINED 4 0 0 3,825,152
VERITY INC 92343C106 11,553 213,200 SH DEFINED 2 148,600 0 64,600
92343C106 42,739 788,733 SH DEFINED 4 0 0 788,733
VERISIGN INC 92343E102 69,273 803,160 SH DEFINED 2 223,360 0 579,800
92343E102 421,496 4,886,906 SH DEFINED 4 0 0 4,886,906
VERTEX PHARMACEUTICALS INC 92532F100 0 0 SH DEFINED 2 0 0 0
92532F100 40,654 1,685,129 SH DEFINED 4 0 0 1,685,129
VERTICALNET INC 92532L107 4,326 41,200 SH DEFINED 2 27,100 0 14,100
92532L107 86,251 821,434 SH DEFINED 4 0 0 821,434
VIACOM INC CL A 925524100 0 0 SH DEFINED 2 0 0 0
925524100 0 0 SH DEFINED 4 0 0 0
VIACOM INC CLASS B 925524308 323,017 7,341,300 SH DEFINED 2 3,963,600 0 3,377,700
925524308 1,001,967 22,771,978 SH DEFINED 4 0 0 22,771,97
8
VIATEL INC 925529208 2,418 43,081 SH DEFINED 2 22,179 0 20,902
925529208 23,048 410,646 SH DEFINED 4 0 0 410,646
VIANT CORP 92553N107 1,799 51,413 SH DEFINED 2 8,613 0 42,800
92553N107 6,086 173,887 SH DEFINED 4 0 0 173,887
VICOR CORP 925815102 148 7,000 SH DEFINED 2 0 0 7,000
925815102 0 0 SH DEFINED 4 0 0 0
VIGNETTE CORPORATION 926734104 30 400 SH DEFINED 2 0 0 400
926734104 25,307 337,420 SH DEFINED 4 0 0 337,420
VINA CONCHA Y TORO SA-SP ADR 927191106 94 2,600 SH DEFINED 2 0 0 2,600
927191106 22 600 SH DEFINED 4 0 0 600
VINTAGE PETROLEUM INC 927460105 5,269 490,102 SH DEFINED 2 110,000 0 380,102
927460105 0 0 SH DEFINED 4 0 0 0
VISHAY INTERTECHNOLOGY INC 928298108 10,107 481,300 SH DEFINED 2 265,625 0 215,675
928298108 10,442 497,246 SH DEFINED 4 0 0 497,246
VISKASE COMPANIES INC 92831R102 0 0 SH DEFINED 2 0 0 0
92831R102 0 0 SH DEFINED 4 0 0 0
VISTANA INC 92839P108 5,111 324,500 SH DEFINED 2 271,100 0 53,400
92839P108 2,892 183,600 SH DEFINED 4 0 0 183,600
VISUAL NETWORKS INC 928444108 7,450 232,800 SH DEFINED 2 169,100 0 63,700
928444108 39,243 1,226,348 SH DEFINED 4 0 0 1,226,348
VISX INC 92844S105 51,545 650,920 SH DEFINED 2 216,600 0 434,320
92844S105 274,927 3,471,850 SH DEFINED 4 0 0 3,471,850
VITAL SIGNS INC 928469105 9,801 491,566 SH DEFINED 2 107,850 0 383,716
928469105 256 12,840 SH DEFINED 4 0 0 12,840
VODAFONE AIRTOUCH PLC-SP ADR 92857T107 150,995 766,473 SH DEFINED 2 455,675 0 310,798
92857T107 530,886 2,694,853 SH DEFINED 4 0 0 2,694,853
AP VORNADO REALTY TRUST REIT 929042109 748 21,184 SH DEFINED 2 9,531 0 11,652
929042109 1,194 33,812 SH DEFINED 4 0 0 33,812
VULCAN MATERIALS CO 929160109 878 18,200 SH DEFINED 2 0 0 18,200
929160109 0 0 SH DEFINED 4 0 0 0
WD 40 COMPANY 929236107 6,079 243,152 SH DEFINED 2 54,610 0 188,542
929236107 238 9,502 SH DEFINED 4 0 0 9,502
WICOR INC 929253102 0 0 SH DEFINED 2 0 0 0
929253102 13,916 498,100 SH DEFINED 4 0 0 498,100
WMS INDUSTRIES INC 929297109 77 4,500 SH DEFINED 2 0 0 4,500
929297109 0 0 SH DEFINED 4 0 0 0
WSFS FINANCIAL CORP 929328102 54 3,700 SH DEFINED 2 0 0 3,700
929328102 0 0 SH DEFINED 4 0 0 0
WABASH NATL CORP 929566107 8,034 414,660 SH DEFINED 2 93,160 0 321,500
929566107 245 12,669 SH DEFINED 4 0 0 12,669
WACHOVIA CORP 929771103 4,903 57,300 SH DEFINED 2 20,400 0 36,900
929771103 49,994 584,300 SH DEFINED 4 0 0 584,300
WACKENHUT CORP CL B 929794303 58 2,400 SH DEFINED 2 0 0 2,400
929794303 0 0 SH DEFINED 4 0 0 0
WADDELL & REED FINANCIAL INC 930059100 0 0 SH DEFINED 2 0 0 0
930059100 2,645 96,400 SH DEFINED 4 0 0 96,400
WADDELL & REED FINANCIAL-CL B 930059209 0 0 SH DEFINED 2 0 0 0
930059209 0 0 SH DEFINED 4 0 0 0
WAL MART STORES INC 931142103 518,069 10,737,190 SH DEFINED 2 5,782,290 0 4,954,900
931142103 1,141,735 23,662,892 SH DEFINED 4 0 0 23,662,892
WALGREEN COMPANY 931422109 216,940 7,385,200 SH DEFINED 2 4,356,300 0 3,028,900
931422109 350,707 11,938,966 SH DEFINED 4 0 0 11,938,966
WALLACE COMPUTER SVCS INC 932270101 15,038 601,510 SH DEFINED 2 202,020 0 399,490
932270101 489 19,559 SH DEFINED 4 0 0 19,559
WALTER INDS INC 93317Q105 50 3,900 SH DEFINED 2 0 0 3,900
93317Q105 0 0 SH DEFINED 4 0 0 0
WARNACO GROUP INC 934390105 0 0 SH DEFINED 2 0 0 0
934390105 1,288 48,160 SH DEFINED 4 0 0 48,160
WARNER LAMBERT CO 934488107 305,310 4,400,870 SH DEFINED 2 2,389,170 0 2,011,700
934488107 800,757 11,542,440 SH DEFINED 4 0 0 11,542,44
0
WASHINGTON GAS LIGHT CO 938837101 0 0 SH DEFINED 2 0 0 0
938837101 8,325 320,200 SH DEFINED 4 0 0 320,200
WASHINGTON MUTUAL INC 939322103 19,912 562,892 SH DEFINED 2 380,481 0 182,411
939322103 787,041 22,248,514 SH DEFINED 4 0 0 22,248,514
WASTE CONNECTIONS INC 941053100 104 3,400 SH DEFINED 2 0 0 3,400
941053100 0 0 SH DEFINED 4 0 0 0
WASTE MANAGEMENT INC 94106L109 30,198 561,823 SH DEFINED 2 147,292 0 414,531
94106L109 261,648 4,867,878 SH DEFINED 4 0 0 4,867,878
WATERS CORP 941848103 39,165 737,224 SH DEFINED 2 219,492 0 517,732
941848103 374,123 7,042,306 SH DEFINED 4 0 0 7,042,306
WATKINS JOHNSON COMPANY 942486101 6,128 207,730 SH DEFINED 2 48,380 0 159,350
942486101 0 0 SH DEFINED 4 0 0 0
WATSCO INC 942622200 151 9,200 SH DEFINED 2 0 0 9,200
942622200 0 0 SH DEFINED 4 0 0 0
WATSON PHARMACEUTICAL INC 942683103 34,861 994,250 SH DEFINED 2 303,000 0 691,250
942683103 160,246 4,570,300 SH DEFINED 4 0 0 4,570,300
WAUSAU-MOSINEE PAPER CORP 943315101 6,049 336,030 SH DEFINED 2 75,360 0 260,670
943315101 265 14,708 SH DEFINED 4 0 0 14,708
WAVECOM SA-ADR 943531103 660 50,279 SH DEFINED 2 0 0 50,279
943531103 1,630 124,213 SH DEFINED 4 0 0 124,213
WEATHERFORD INTERNATIONAL 947074100 522 14,252 SH DEFINED 2 8,712 0 5,540
947074100 5,181 141,456 SH DEFINED 4 0 0 141,456
WEBSTER FINANCIAL CORP 947890109 7,684 283,268 SH DEFINED 2 151,379 0 131,889
947890109 217 7,991 SH DEFINED 4 0 0 7,991
WEBTRENDS CORP 94844D104 0 0 SH DEFINED 2 0 0 0
94844D104 16 350 SH DEFINED 4 0 0 350
WELLPOINT HEALTH NETWORKS 94973H108 1,491 17,566 SH DEFINED 2 2,515 0 15,051
94973H108 49,128 578,828 SH DEFINED 4 0 0 578,828
WELLS FARGO & CO 949746101 160,200 3,747,370 SH DEFINED 2 1,986,025 0 1,761,345
949746101 871,224 20,379,511 SH DEFINED 4 0 0 20,379,511
WENDYS INTERNATIONAL INC 950590109 3,054 107,873 SH DEFINED 2 43,187 0 64,685
950590109 15,248 538,570 SH DEFINED 4 0 0 538,570
WERNER ENTERPRISES INC 950755108 4,892 235,782 SH DEFINED 2 53,836 0 181,946
950755108 0 0 SH DEFINED 4 0 0 0
WESCO INTERNATIONAL INC 95082P105 126 6,150 SH DEFINED 2 6,150 0 0
95082P105 6,557 319,850 SH DEFINED 4 0 0 319,850
WESLEY JESSEN VISIONCARE 951018100 12,380 382,400 SH DEFINED 2 259,700 0 122,700
951018100 36,486 1,126,978 SH DEFINED 4 0 0 1,126,978
WEST PHARMACEUTICAL SERVICES 955306105 10,594 269,915 SH DEFINED 2 60,920 0 208,995
955306105 252 6,423 SH DEFINED 4 0 0 6,423
WESTCOAST ENERGY INC 95751D102 0 0 SH DEFINED 2 0 0 0
95751D102 7,161 362,600 SH DEFINED 4 0 0 362,600
WESTERN DIGITAL CORP 958102105 813 125,006 SH DEFINED 2 55,110 0 69,896
958102105 1,997 307,288 SH DEFINED 4 0 0 307,288
WESTERN RESOURCES INC 959425109 1,161 43,590 SH DEFINED 2 44,200 0 -610
959425109 34,615 1,300,100 SH DEFINED 4 0 0 1,300,100
WESTERN WIRELESS CORP CL A 95988E204 248 9,200 SH DEFINED 2 0 0 9,200
95988E204 0 0 SH DEFINED 4 0 0 0
WESTINGHOUSE AIR BRAKE CO 960386100 7,745 298,600 SH DEFINED 2 155,800 0 142,800
960386100 227 8,755 SH DEFINED 4 0 0 8,755
WESTPOINT STEVENS INC 961238102 36,917 1,238,318 SH DEFINED 2 383,950 0 854,368
961238102 96,572 3,239,300 SH DEFINED 4 0 0 3,239,300
WESTVACO CORP 961548104 8,426 290,550 SH DEFINED 2 900 0 289,650
961548104 38,972 1,343,850 SH DEFINED 4 0 0 1,343,850
WESTWOOD ONE INC 961815107 10,817 303,100 SH DEFINED 2 105,250 0 197,850
961815107 151,124 4,234,649 SH DEFINED 4 0 0 4,234,649
WEYERHAEUSER COMPANY 962166104 12,985 188,870 SH DEFINED 2 144,880 0 43,990
962166104 720,394 10,478,460 SH DEFINED 4 0 0 10,478,460
WHIRLPOOL CORPORATION 963320106 13,804 186,540 SH DEFINED 2 162,665 0 23,875
963320106 94,063 1,271,115 SH DEFINED 4 0 0 1,271,115
WHITEHALL JEWELLERS INC 965063100 147 5,500 SH DEFINED 2 0 0 5,500
965063100 0 0 SH DEFINED 4 0 0 0
WHITTMAN-HART INC 966834103 7,899 248,800 SH DEFINED 2 77,800 0 171,000
966834103 188,449 5,935,400 SH DEFINED 4 0 0 5,935,400
WHOLE FOODS MARKET INCC 966837106 128 2,660 SH DEFINED 2 1,064 0 1,596
966837106 7,885 164,056 SH DEFINED 4 0 0 164,056
WILLAMETTE INDUSTRIES INC 969133107 3,118 67,700 SH DEFINED 2 1,900 0 65,800
969133107 111,328 2,416,900 SH DEFINED 4 0 0 2,416,900
WILLIAMS COMPANIES 969457100 30,049 705,992 SH DEFINED 2 361,855 0 344,137
969457100 919,711 21,608,477 SH DEFINED 4 0 0 21,608,477
WILLIAMS-SONOMA INC 969904101 3,652 104,900 SH DEFINED 2 32,700 0 72,200
969904101 173,510 4,984,134 SH DEFINED 4 0 0 4,984,134
WILSHIRE REAL ESTATE INV TR REIT 971892104 0 0 SH DEFINED 2 0 0 0
971892104 3,274 845,000 SH DEFINED 4 0 0 845,000
WINDMERE CORP 973411101 11,144 660,400 SH DEFINED 2 362,100 0 298,300
973411101 263 15,564 SH DEFINED 4 0 0 15,564
WINN DIXIE STORES INC 974280109 1,005 27,200 SH DEFINED 2 0 0 27,200
974280109 0 0 SH DEFINED 4 0 0 0
WINSTAR COMMUNICATIONS INC 975515107 11,822 242,501 SH DEFINED 2 147,700 0 94,801
975515107 230,973 4,737,910 SH DEFINED 4 0 0 4,737,910
WIRELESS ONE INC WARRANTS 97652H117 0 4,050 SH DEFINED 2 1,500 0 2,550
97652H117 0 36,450 SH DEFINED 4 0 0 36,450
WISCONSIN ENERGY 976657106 2,792 111,390 SH DEFINED 2 7,390 0 104,000
976657106 28,323 1,130,100 SH DEFINED 4 0 0 1,130,100
WITCO CHEMICAL CORP 977385103 0 0 SH DEFINED 2 0 0 0
977385103 62,237 3,111,848 SH DEFINED 4 0 0 3,111,848
WOLVERINE WORLD WIDE 978097103 7,461 532,900 SH DEFINED 2 119,250 0 413,650
978097103 271 19,351 SH DEFINED 4 0 0 19,351
WOODHEAD INDUSTRIES INC 979438108 6,084 496,628 SH DEFINED 2 110,520 0 386,108
979438108 0 0 SH DEFINED 4 0 0 0
WORLD ACCESS INC 98141A101 0 0 SH DEFINED 2 0 0 0
98141A101 1,049 74,250 SH DEFINED 4 0 0 74,250
WORLD COLOR PRESS INC 981443104 663 24,114 SH DEFINED 2 10,731 0 13,383
981443104 5,956 216,590 SH DEFINED 4 0 0 216,590
WORLD FUEL SERVICES CORP 981475106 3,809 258,250 SH DEFINED 2 135,275 0 122,975
981475106 155 10,500 SH DEFINED 4 0 0 10,500
WORTHINGTON INDS INC 981811102 281 17,100 SH DEFINED 2 0 0 17,100
981811102 0 0 SH DEFINED 4 0 0 0
WRIGLEY WM JR COMPANY 982526105 1,917 21,300 SH DEFINED 2 0 0 21,300
982526105 0 0 SH DEFINED 4 0 0 0
WYNN S INTERNATIONAL INC 983195108 5,148 279,200 SH DEFINED 2 153,200 0 126,000
983195108 212 11,507 SH DEFINED 4 0 0 11,507
X-RITE INC 983857103 9,912 1,539,693 SH DEFINED 2 337,770 0 1,201,923
983857103 246 38,251 SH DEFINED 4 0 0 38,251
XILINX 983919101 10,448 182,500 SH DEFINED 2 45,100 0 137,400
983919101 225,605 3,940,700 SH DEFINED 4 0 0 3,940,700
XIRCOM INC 983922105 60 2,000 SH DEFINED 2 0 0 2,000
983922105 0 0 SH DEFINED 4 0 0 0
XEROX CORPORATION 984121103 26,441 447,680 SH DEFINED 2 289,456 0 158,224
984121103 644,398 10,910,447 SH DEFINED 4 0 0 10,910,447
XOMED SURGICAL PRODUCTS INC 98412V107 15,018 308,450 SH DEFINED 2 248,650 0 59,800
98412V107 28,150 578,170 SH DEFINED 4 0 0 578,170
YANKEE ENERGY SYSTEM INC 984779108 0 0 SH DEFINED 2 0 0 0
984779108 6,404 161,350 SH DEFINED 4 0 0 161,350
YOUNG & RUBICAM INC 987425105 37,910 834,322 SH DEFINED 2 251,400 0 582,922
987425105 118,996 2,618,900 SH DEFINED 4 0 0 2,618,900
ZANY BRAINY INC 98906Q101 2,170 224,000 SH DEFINED 2 187,100 0 36,900
98906Q101 1,298 134,000 SH DEFINED 4 0 0 134,000
ZIFF-DAVIS INC - ZDNET 989511209 1,368 52,600 SH DEFINED 2 16,300 0 36,300
989511209 32,617 1,254,500 SH DEFINED 4 0 0 1,254,500
ZIONS BANCORP 989701107 58,663 923,826 SH DEFINED 2 372,650 0 551,176
989701107 253,492 3,992,000 SH DEFINED 4 0 0 3,992,000
ZORAN CORP 98975F101 9,435 563,300 SH DEFINED 2 403,200 0 160,100
98975F101 4,693 280,200 SH DEFINED 4 0 0 280,200
LERNOUT & HAUSPIE SPEECH PRODS NV B5628B104 4,258 120,145 SH DEFINED 2 18,776 0 101,369
B5628B104 103,128 2,910,131 SH DEFINED 4 0 0 2,910,131
ACE LIMITED G0070K103 1,740 61,600 SH DEFINED 2 62,800 0 -1,200
G0070K103 61,040 2,160,700 SH DEFINED 4 0 0 2,160,700
AMDOCS LTD G02602103 2,468 108,500 SH DEFINED 2 12,300 0 96,200
G02602103 81,477 3,581,400 SH DEFINED 4 0 0 3,581,400
CORECOMM LIMITED G2422R109 0 0 SH DEFINED 2 0 0 0
G2422R109 11,998 248,654 SH DEFINED 4 0 0 248,654
FRESH DEL MONTE PRODUCE INC G36738105 167 11,800 SH DEFINED 2 11,800 0 0
G36738105 0 0 SH DEFINED 4 0 0 0
FRUIT OF THE LOOM INC-CL A G3682L105 129 13,200 SH DEFINED 2 0 0 13,200
G3682L105 0 0 SH DEFINED 4 0 0 0
GEMSTAR INTL GROUP LTD G3788V106 0 0 SH DEFINED 2 0 0 0
G3788V106 67,038 1,027,400 SH DEFINED 4 0 0 1,027,400
GLOBAL CROSSING LTD G3921A100 4,553 106,809 SH DEFINED 2 11,264 0 95,545
G3921A100 109,193 2,561,716 SH DEFINED 4 0 0 2,561,716
GLOBALSTAR TELECOM WARR 2/15/04 G3930H146 151 2,750 SH DEFINED 2 1,775 0 975
G3930H146 1,219 22,160 SH DEFINED 4 0 0 22,160
GLOBAL-TECH APPLIANCES INC G39320109 22 3,700 SH DEFINED 2 3,700 0 0
G39320109 296 49,300 SH DEFINED 4 0 0 49,300
HELEN OF TROY LTD G4388N106 4,409 245,800 SH DEFINED 2 134,000 0 111,800
G4388N106 213 11,900 SH DEFINED 4 0 0 11,900
LORAL SPACE & COMMUNICATIONS G56462107 0 0 SH DEFINED 2 0 0 0
G56462107 6,953 312,500 SH DEFINED 4 0 0 312,500
NOVEL DENIM HOLDINGS LTD G6674P109 50 6,158 SH DEFINED 2 6,158 0 0
G6674P109 1,764 217,900 SH DEFINED 4 0 0 217,900
RSL COMMUNICATIONS LTD-CL A G7702U102 2,425 125,550 SH DEFINED 2 15,350 0 110,200
G7702U102 81,891 4,240,321 SH DEFINED 4 0 0 4,240,321
SCOTTISH ANNUITY & LIFE HLDGS G7885T104 133 12,400 SH DEFINED 2 12,400 0 0
G7885T104 538 50,000 SH DEFINED 4 0 0 50,000
TOMMY HILFIGER CORP G8915Z102 257 3,500 SH DEFINED 2 0 0 3,500
G8915Z102 0 0 SH DEFINED 4 0 0 0
TRANSOCEAN OFFSHORE INC G90076103 0 0 SH DEFINED 2 0 0 0
G90076103 2,365 90,100 SH DEFINED 4 0 0 90,100
SBS BROADCASTING SA L8137F102 4,292 133,100 SH DEFINED 2 103,700 0 29,400
L8137F102 3,228 100,100 SH DEFINED 4 0 0 100,100
BACKWEB TECHNOLOGIES LTD M15633106 2,447 89,400 SH DEFINED 2 72,500 0 16,900
M15633106 16,775 612,775 SH DEFINED 4 0 0 612,775
CHECK POINT SOFTWARE TECH LTD M22465104 1,839 34,300 SH DEFINED 2 4,100 0 30,200
M22465104 29,000 540,800 SH DEFINED 4 0 0 540,800
ENGEL GENERAL DEVELOPERS LTD M40515104 17 7,600 SH DEFINED 2 7,600 0 0
M40515104 468 208,000 SH DEFINED 4 0 0 208,000
ESC MEDICAL SYSTEMS LTD M40868107 39 6,050 SH DEFINED 2 6,050 0 0
M40868107 0 0 SH DEFINED 4 0 0 0
GILAT SATELLITE NETWORKS LTD M51474100 2,064 39,314 SH DEFINED 2 5,900 0 33,414
M51474100 6,788 129,300 SH DEFINED 4 0 0 129,300
OPTISYSTEMS SOLUTIONS LTD M75252102 0 0 SH DEFINED 2 0 0 0
M75252102 866 159,300 SH DEFINED 4 0 0 159,300
ORBOTECH LTD M75253100 542 10,400 SH DEFINED 2 1,500 0 8,900
M75253100 287 5,500 SH DEFINED 4 0 0 5,500
ORCKIT COMMUNICATIONS LTD M7531S107 0 0 SH DEFINED 2 0 0 0
M7531S107 87 3,500 SH DEFINED 4 0 0 3,500
ASM LITHOGRAPHY HOLDING NV N07059111 8,959 150,886 SH DEFINED 2 8,200 0 142,686
N07059111 213,988 3,604,000 SH DEFINED 4 0 0 3,604,000
SAPIENS INTERNATIONAL CORP N7716A102 1,652 166,200 SH DEFINED 2 24,400 0 141,800
N7716A102 844 84,900 SH DEFINED 4 0 0 84,900
STEINER LEISURE LTD P8744Y102 1,484 48,949 SH DEFINED 2 40,600 0 8,349
P8744Y102 8,995 296,750 SH DEFINED 4 0 0 296,750
ROYAL CARIBBEAN CRUISES LTD V7780T103 26,788 612,299 SH DEFINED 2 196,020 0 416,278
V7780T103 99,207 2,267,598 SH DEFINED 4 0 0 2,267,598
ASE TEST LIMITED Y02516105 4,663 216,889 SH DEFINED 2 91,113 0 125,776
Y02516105 10,215 475,098 SH DEFINED 4 0 0 475,098
FLEXTRONICS INTL LTD Y2573F102 10,010 180,358 SH DEFINED 2 14,258 0 166,100
Y2573F102 181,757 3,274,900 SH DEFINED 4 0 0 3,274,900
TOTAL MARKET VALUE: 227,839,648
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