UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 1999
Check here if Amendment [x]; Amendment Number: 1
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 5/13/99
[Signature] [City, State] [Date]
Report Type (Check only one):
[x] 13F HOLDINGS REPORT. (Check here if all holdings reported are 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 Informaiton Table Entry Total: 3,566
Form 13F Information Table Value Total: $190,591,951
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers wiht 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: 03/31/1999
NAME OF REPORTING COMPANIES:
PUTNAM INVESTMENTS, INC. AND ITS AFFILIATED REGISTERED 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> <C>
COL 1 & 2 COL 3 COL 4 COL 5 COL 6 COL 7 COL
8
CUSIP VALUE SHS OR SH/ INVT OTR VOTING AUTH.
NAME OF ISSUER / CLASS NUMBER (X$000) PRN AMT PRN DISC MGR SOLE SHD NONE
A A R CORP 000361105 13,546 760,502 SH DEF 2 253,580 0 506,922
000361105 0 0 SH DEF 4 0 0 0
ABC-NACO INC 000752105 4,149 328,650 SH DEF 2 182,400 0 146,250
000752105 0 0 SH DEF 4 0 0 0
AFC CABLE SYSTEMS INC 000950105 0 0 SH DEF 2 0 0 0
000950105 937 31,500 SH DEF 4 0 0 31,500
ABM INDUSTRIES INC 000957100 9,305 305,093 SH DEF 2 73,900 0 231,193
000957100 0 0 SH DEF 4 0 0 0
ACT MANUFACTURING INC 000973107 248 15,000 SH DEF 2 15,000 0 0
000973107 116 7,000 SH DEF 4 0 0 7,000
ACT NETWORKS INC 000975102 5,309 275,800 SH DEF 2 230,500 0 45,300
000975102 3,082 160,100 SH DEF 4 0 0 160,100
AFLAC INC 001055102 131,612 2,417,674 SH DEF 2 1,090,474 0 1,327,200
001055102 429,969 7,898,392 SH DEF 4 0 0 7,898,392
AGL RESOURCES INC 001204106 0 0 SH DEF 2 0 0 0
001204106 10,994 626,000 SH DEF 4 0 0 626,000
AHL SERVICES INC 001296102 0 0 SH DEF 2 0 0 0
001296102 789 38,500 SH DEF 4 0 0 38,500
AES CORP 00130H105 1,054 28,300 SH DEF 2 0 0 28,300
00130H105 0 0 SH DEF 4 0 0 0
AMR CORP DEL 001765106 3,338 57,000 SH DEF 2 28,400 0 28,600
001765106 168,546 2,878,050 SH DEF 4 0 0 2,878,050
ARM FINANCIAL GROUP INC CL A 001944107 150 10,050 SH DEF 2 10,050 0 0
001944107 9,411 630,000 SH DEF 4 0 0 630,000
A T & T CORP 001957109 198,661 2,489,098 SH DEF 2 1,099,656 0 1,389,442
001957109 1,698,583 21,282,164 SH DEF 4 0 0 21,282,164
AT&T CORP - LIBERTY MEDIA-A 001957208 395,993 7,524,817 SH DEF 2 2,595,166 0 4,929,651
001957208 1,993,764 37,886,243 SH DEF 4 0 0 37,886,243
ATMI INC 00207R101 6,458 322,900 SH DEF 2 269,400 0 53,500
00207R101 3,718 185,900 SH DEF 4 0 0 185,900
AARON RENTS INC 002535201 5,334 341,400 SH DEF 2 184,600 0 156,800
002535201 0 0 SH DEF 4 0 0 0
AAMES FINANCIAL CORP 00253A101 0 0 SH DEF 2 0 0 0
00253A101 452 267,810 SH DEF 4 0 0 267,810
ABACUS DIRECT CORP 002553105 0 0 SH DEF 2 0 0 0
002553105 31,547 384,724 SH DEF 4 0 0 384,724
ABBOTT LABORATORIES 002824100 11,155 238,300 SH DEF 2 0 0 238,300
002824100 104,720 2,237,000 SH DEF 4 0 0 2,237,000
ABERCROMBIE & FITCH CO CL A 002896207 23,708 257,700 SH DEF 2 100,500 0 157,200
002896207 75,799 823,900 SH DEF 4 0 0 823,900
ABACAN RESOURCE CORP 002919108 11 63,324 SH DEF 2 63,324 0 0
002919108 413 2,400,000 SH DEF 4 0 0 2,400,000
ACCLAIM ENTERTAINMENT INC 004325205 73 8,200 SH DEF 2 8,200 0 0
004325205 4,540 508,000 SH DEF 4 0 0 508,000
ACNIELSON CORPORATION 004833109 5,599 206,400 SH DEF 2 114,500 0 91,900
004833109 0 0 SH DEF 4 0 0 0
ACTIVISION INC NEW 004930202 2,177 175,900 SH DEF 2 159,200 0 16,700
004930202 1,527 123,400 SH DEF 4 0 0 123,400
ACTION PERFORMANCE COS INC 004933107 3,519 116,800 SH DEF 2 97,000 0 19,800
004933107 1,871 62,100 SH DEF 4 0 0 62,100
ACXIOM CORP 005125109 0 0 SH DEF 2 0 0 0
005125109 6,858 258,800 SH DEF 4 0 0 258,800
ADAPTEC INC 00651F108 0 0 SH DEF 2 0 0 0
00651F108 1,457 63,879 SH DEF 4 0 0 63,879
ADELPHIA COMMUNICATIONS CL A 006848105 18,024 286,100 SH DEF 2 128,500 0 157,600
006848105 95,817 1,520,900 SH DEF 4 0 0 1,520,900
ADFLEX SOLUTIONS INC 006866107 0 0 SH DEF 2 0 0 0
006866107 29 10,000 SH DEF 4 0 0 10,000
ADOBE SYSTEMS INC 00724F101 545 9,600 SH DEF 2 0 0 9,600
00724F101 0 0 SH DEF 4 0 0 0
ADVANCE PARADIGM INC 007491103 8,669 137,200 SH DEF 2 113,400 0 23,800
007491103 26,483 419,119 SH DEF 4 0 0 419,119
ADVANCED COMMUNICATION SYS 00750X109 2,288 196,800 SH DEF 2 163,800 0 33,000
00750X109 1,240 106,700 SH DEF 4 0 0 106,700
ADVANCED LIGHTING TECHS 00753C102 0 0 SH DEF 2 0 0 0
00753C102 992 128,000 SH DEF 4 0 0 128,000
ADVANCED RADIO TELECOM CORP 00754U101 0 0 SH DEF 2 0 0 0
00754U101 0 1 SH DEF 4 0 0 1
AEROQUIP-VICKERS INC 007869100 246 4,300 SH DEF 2 0 0 4,300
007869100 0 0 SH DEF 4 0 0 0
ADVANCED MICRO DEVICES INC 007903107 352 22,700 SH DEF 2 0 0 22,700
007903107 2,346 151,351 SH DEF 4 0 0 151,351
ADVANCED ENERGY INDUSTRIES 007973100 7,090 300,900 SH DEF 2 212,300 0 88,600
007973100 6,720 285,200 SH DEF 4 0 0 285,200
AEROSONIC CORP 008015307 0 0 SH DEF 2 0 0 0
008015307 0 0 SH DEF 4 0 0 0
AETNA INC 008117103 10,845 130,661 SH DEF 2 105,778 0 24,883
008117103 158,485 1,909,456 SH DEF 4 0 0 1,909,456
AFFILIATED COMPUTER SVCS INC 008190100 15,644 341,938 SH DEF 2 96,567 0 245,371
CL A
008190100 140,393 3,068,696 SH DEF 4 0 0 3,068,696
AGOURON PHARMACEUTICALS INC 008488108 0 0 SH DEF 2 0 0 0
008488108 13,292 235,000 SH DEF 4 0 0 235,000
AIR EXPRESS INTERNATIONAL 009104100 6,456 426,829 SH DEF 2 188,530 0 238,299
CORP
009104100 0 0 SH DEF 4 0 0 0
AIR PRODUCTS & CHEMICALS INC 009158106 1,233 36,000 SH DEF 2 0 0 36,000
009158106 1,473 43,000 SH DEF 4 0 0 43,000
AIRBORNE FREIGHT CORP 009266107 105 3,387 SH DEF 2 3,387 0 0
009266107 7,221 232,000 SH DEF 4 0 0 232,000
AIRGAS INC 009363102 4,985 595,200 SH DEF 2 332,900 0 262,300
009363102 0 0 SH DEF 4 0 0 0
AIRTOUCH COMMUNICATIONS INC 00949T100 155,978 1,614,259 SH DEF 2 955,204 0 659,055
00949T100 512,840 5,307,524 SH DEF 4 0 0 5,307,524
ALARIS MEDICAL INC 011637105 0 0 SH DEF 2 0 0 0
011637105 0 0 SH DEF 4 0 0 0
ALBANY INTL CORP 012348108 4,222 225,186 SH DEF 2 130,608 0 94,579
012348108 0 0 SH DEF 4 0 0 0
ALBANY MOLECULAR RESEARCH 012423109 2,525 101,000 SH DEF 2 84,400 0 16,600
012423109 1,433 57,318 SH DEF 4 0 0 57,318
ALBERTO-CULVER CO CL B 013068101 210 9,000 SH DEF 2 0 0 9,000
013068101 0 0 SH DEF 4 0 0 0
ALBERTO CULVER CO CLASS A 013068200 0 0 SH DEF 2 0 0 0
013068200 0 0 SH DEF 4 0 0 0
ALBERTSONS INC 013104104 40,130 738,866 SH DEF 2 246,446 0 492,420
013104104 376,543 6,932,894 SH DEF 4 0 0 6,932,894
ALCAN ALUMINIUM LTD 013716105 922 35,700 SH DEF 2 0 0 35,700
013716105 0 0 SH DEF 4 0 0 0
ALCOA INC 013817101 7,060 171,415 SH DEF 2 125,230 0 46,185
013817101 204,773 4,971,716 SH DEF 4 0 0 4,971,716
ALKERMES INC 01642T108 0 0 SH DEF 2 0 0 0
01642T108 16,508 605,800 SH DEF 4 0 0 605,800
ALLAIRE CORP 016714107 4,100 60,300 SH DEF 2 50,200 0 10,100
016714107 16,435 241,690 SH DEF 4 0 0 241,690
ALLEGHENY TELEDYNE INC 017415100 582 30,712 SH DEF 2 0 0 30,712
017415100 1,187 62,700 SH DEF 4 0 0 62,700
ALLEGIANCE TELECOM WARRANT 01747T110 390 12,195 SH DEF 2 5,350 0 6,845
P/P 144A
01747T110 2,838 88,689 SH DEF 4 0 0 88,689
ALLERGAN INC. 018490102 62,418 710,300 SH DEF 2 420,300 0 290,000
018490102 100,010 1,138,090 SH DEF 4 0 0 1,138,090
ALLIEDSIGNAL INC 019512102 23,084 469,300 SH DEF 2 209,630 0 259,670
019512102 500,836 10,182,185 SH DEF 4 0 0 10,182,185
ALLSTATE CORPORATION 020002101 15,606 421,085 SH DEF 2 347,165 0 73,920
020002101 360,198 9,718,667 SH DEF 4 0 0 9,718,667
ALLTEL CORP 020039103 17,198 275,720 SH DEF 2 205,680 0 70,040
020039103 108,134 1,733,609 SH DEF 4 0 0 1,733,609
ALPHARMA INC CL A 020813101 8,867 225,921 SH DEF 2 53,356 0 172,565
020813101 31,968 814,483 SH DEF 4 0 0 814,483
ALTERA CORP 021441100 0 0 SH DEF 2 0 0 0
021441100 7,091 119,180 SH DEF 4 0 0 119,180
ALTERNATIVE LIVING SERVICES 02145K107 2,392 119,600 SH DEF 2 99,800 0 19,800
02145K107 1,336 66,800 SH DEF 4 0 0 66,800
ALZA CORP 022615108 15,510 405,488 SH DEF 2 170,665 0 234,822
022615108 46,634 1,219,190 SH DEF 4 0 0 1,219,190
AMAZON.COM INC 023135106 79,719 462,976 SH DEF 2 273,485 0 189,490
023135106 92,837 539,163 SH DEF 4 0 0 539,163
AMERADA HESS CORP 023551104 714 14,200 SH DEF 2 0 0 14,200
023551104 0 0 SH DEF 4 0 0 0
AMEREN CORPORATION 023608102 4,433 122,500 SH DEF 2 0 0 122,500
023608102 8,605 237,800 SH DEF 4 0 0 237,800
AMERICA ONLINE INC 02364J104 424,601 2,908,227 SH DEF 2 1,369,855 0 1,538,372
02364J104 2,905,344 19,899,614 SH DEF 4 0 0 19,899,614
AMCORE FINANCIAL INC 023912108 6,501 314,262 SH DEF 2 72,710 0 241,552
023912108 0 0 SH DEF 4 0 0 0
AMERICAN BANCSHARES INC/FLA 02408H106 0 0 SH DEF 2 0 0 0
02408H106 0 0 SH DEF 4 0 0 0
AMERICAN BANKERS INS GROUP 024456105 3,455 66,438 SH DEF 2 45,479 0 20,959
INC
024456105 7,721 148,477 SH DEF 4 0 0 148,477
AMERICAN BUILDINGS COMPANY 024757106 2,046 108,400 SH DEF 2 59,000 0 49,400
024757106 0 0 SH DEF 4 0 0 0
AMERICAN CAPITAL STRATEGIES 024937104 0 0 SH DEF 2 0 0 0
024937104 832 48,600 SH DEF 4 0 0 48,600
AMERICAN ELECTRIC POWER CO 025537101 1,191 30,000 SH DEF 2 0 0 30,000
025537101 0 0 SH DEF 4 0 0 0
AMERICAN EXPRESS COMPANY 025816109 116,634 992,633 SH DEF 2 531,518 0 461,115
025816109 610,797 5,198,272 SH DEF 4 0 0 5,198,272
AMERICAN GEN CORP 026351106 149,774 2,124,451 SH DEF 2 1,213,773 0 910,678
026351106 1,035,857 14,693,008 SH DEF 4 0 0 14,693,008
AMERICAN GREETINGS CORP CL A 026375105 284 11,200 SH DEF 2 0 0 11,200
026375105 0 0 SH DEF 4 0 0 0
AMERICAN HEALTHCORP INC 02649V104 0 0 SH DEF 2 0 0 0
02649V104 0 0 SH DEF 4 0 0 0
AMERICAN HERITAGE LIFE INVS 026522102 8,223 352,739 SH DEF 2 97,381 0 255,358
026522102 3,376 144,829 SH DEF 4 0 0 144,829
AMERICAN HOME PRODUCTS CORP 026609107 170,482 2,612,745 SH DEF 2 1,202,105 0 1,410,640
026609107 1,948,615 29,863,831 SH DEF 4 0 0 29,863,831
AMERICAN HOMEPATIENT INC 026649103 1,538 1,172,000 SH DEF 2 632,900 0 539,100
026649103 0 0 SH DEF 4 0 0 0
AMERICAN INTERNATIONAL GROUP 026874107 458,989 3,805,090 SH DEF 2 2,231,420 0 1,573,670
026874107 1,089,975 9,036,062 SH DEF 4 0 0 9,036,062
AMERICAN MED SECURITY GROUP 02744P101 3,625 258,905 SH DEF 2 59,500 0 199,405
02744P101 0 0 SH DEF 4 0 0 0
AMERICAN MOBILE SATELLITE 02755R103 0 0 SH DEF 2 0 0 0
CORP
02755R103 188 25,000 SH DEF 4 0 0 25,000
AMERICAN ONCOLOGY RESOURCES 028910107 1,228 136,400 SH DEF 2 103,500 0 32,900
028910107 6,422 713,600 SH DEF 4 0 0 713,600
AMERICAN RESIDENTIAL SVCS 028911105 0 0 SH DEF 2 0 0 0
028911105 211 39,216 SH DEF 4 0 0 39,216
AMERICAN POWER CONVERSION 029066107 6,928 256,600 SH DEF 2 99,100 0 157,500
029066107 119,817 4,437,671 SH DEF 4 0 0 4,437,671
AMER SCIENCE & ENGINE INC 029429107 0 0 SH DEF 2 0 0 0
029429107 0 0 SH DEF 4 0 0 0
AMERICAN TOWER CORP-CL A 029912201 7,054 287,900 SH DEF 2 97,300 0 190,600
029912201 269,358 10,994,204 SH DEF 4 0 0 10,994,204
AMERICAN STORES CO NEW 030096101 1,422 43,100 SH DEF 2 0 0 43,100
030096101 0 0 SH DEF 4 0 0 0
AMERICAN TELECASTING INC 030151104 0 0 SH DEF 2 0 0 0
030151104 0 0 SH DEF 4 0 0 0
AMERICAN WTR WKS INC 030411102 276 9,500 SH DEF 2 0 0 9,500
030411102 4,691 161,400 SH DEF 4 0 0 161,400
AMERON INTERNATIONAL CORP 030710107 4,488 126,434 SH DEF 2 29,410 0 97,024
030710107 0 0 SH DEF 4 0 0 0
AMERIKING INC 03071G102 52 1,310 SH DEF 2 430 0 880
03071G102 448 11,190 SH DEF 4 0 0 11,190
AMERISOURCE HEALTH CORP 03071P102 23,829 697,000 SH DEF 2 293,100 0 403,900
03071P102 88,094 2,576,800 SH DEF 4 0 0 2,576,800
AMERUS LIFE HOLDINGS INC-A 030732101 6,628 276,165 SH DEF 2 63,580 0 212,585
030732101 0 0 SH DEF 4 0 0 0
AMES DEPT STORES INC 030789507 0 0 SH DEF 2 0 0 0
030789507 6,599 177,740 SH DEF 4 0 0 177,740
AMERITECH CORP NEW 030954101 22,736 392,850 SH DEF 2 187,840 0 205,010
030954101 644,046 11,128,224 SH DEF 4 0 0 11,128,224
AMGEN INC 031162100 156,287 2,087,300 SH DEF 2 1,209,300 0 878,000
031162100 508,750 6,794,652 SH DEF 4 0 0 6,794,652
AMKOR TECHNOLOGIES INC 031652100 0 0 SH DEF 2 0 0 0
031652100 63 8,000 SH DEF 4 0 0 8,000
AMP INCORPORATED 031897101 1,843 34,324 SH DEF 2 0 0 34,324
031897101 0 0 SH DEF 4 0 0 0
AMSOUTH BANCORP 032165102 846 18,600 SH DEF 2 0 0 18,600
032165102 0 0 SH DEF 4 0 0 0
AMSURG CORP-CL A 03232P108 1,784 254,800 SH DEF 2 211,900 0 42,900
03232P108 988 141,100 SH DEF 4 0 0 141,100
ANADARKO PETROLEUM CORP 032511107 713 18,900 SH DEF 2 0 0 18,900
032511107 4,507 119,400 SH DEF 4 0 0 119,400
ANADIGICS INC 032515108 3,322 188,500 SH DEF 2 157,200 0 31,300
032515108 1,851 105,000 SH DEF 4 0 0 105,000
ANALOG DEVICES INC 032654105 7,650 257,145 SH DEF 2 84,145 0 173,000
032654105 128,020 4,303,201 SH DEF 4 0 0 4,303,201
ANALOGIC CORP 032657207 2,834 86,055 SH DEF 2 21,080 0 64,975
032657207 0 0 SH DEF 4 0 0 0
ANALYSTS INTL CORP 032681108 8,848 769,405 SH DEF 2 261,120 0 508,285
032681108 0 0 SH DEF 4 0 0 0
ANDREW CORP 034425108 160 13,000 SH DEF 2 0 0 13,000
034425108 0 0 SH DEF 4 0 0 0
ANESTA CORP 034603100 0 0 SH DEF 2 0 0 0
034603100 2,256 100,000 SH DEF 4 0 0 100,000
ANHEUSER BUSCH COS INC 035229103 17,007 223,220 SH DEF 2 167,310 0 55,910
035229103 599,832 7,873,101 SH DEF 4 0 0 7,873,101
ANICOM 035250109 0 0 SH DEF 2 0 0 0
035250109 0 0 SH DEF 4 0 0 0
ANN TAYLOR 036115103 16,417 371,520 SH DEF 2 148,066 0 223,454
036115103 48,246 1,091,853 SH DEF 4 0 0 1,091,853
ANSWERTHINK CONSULTING GROUP 036916104 0 0 SH DEF 2 0 0 0
036916104 6,266 223,800 SH DEF 4 0 0 223,800
ANTHRACITE CAPITAL INC 037023108 0 0 SH DEF 2 0 0 0
037023108 1,454 193,800 SH DEF 4 0 0 193,800
ANWORTH MORTGAGE ASSET CORP 037347101 0 0 SH DEF 2 0 0 0
REIT
037347101 497 110,400 SH DEF 4 0 0 110,400
AON CORPORATION 037389103 11,958 189,066 SH DEF 2 184,962 0 4,104
037389103 441,975 6,987,748 SH DEF 4 0 0 6,987,748
APACHE CORPORATION 037411105 1,069 41,000 SH DEF 2 0 0 41,000
037411105 3,883 149,000 SH DEF 4 0 0 149,000
APARTMENT INVT & MGMT CO-A 03748R101 446 12,305 SH DEF 2 7,800 0 4,505
REIT
03748R101 11,593 319,800 SH DEF 4 0 0 319,800
APOGEE ENTERPRISES INC 037598109 15,673 1,319,841 SH DEF 2 383,810 0 936,031
037598109 0 0 SH DEF 4 0 0 0
APOLLO GROUP INC CL A 037604105 2,263 75,737 SH DEF 2 31,687 0 44,050
037604105 43,595 1,459,263 SH DEF 4 0 0 1,459,263
APPLE COMPUTER INC 037833100 53,626 1,492,192 SH DEF 2 948,160 0 544,032
037833100 210,362 5,853,558 SH DEF 4 0 0 5,853,558
APPLEBEES INTL INC 037899101 7,517 302,946 SH DEF 2 79,696 0 223,250
037899101 0 0 SH DEF 4 0 0 0
APPLIED GRAPHICS TECHNOLOGIE 037937109 281 37,418 SH DEF 2 13,400 0 24,018
037937109 5,773 769,682 SH DEF 4 0 0 769,682
APPLIED ANALYTICAL INDS INC 037939105 0 0 SH DEF 2 0 0 0
037939105 8,099 736,300 SH DEF 4 0 0 736,300
APPLIED EXTRUSION TECH 038196101 0 0 SH DEF 2 0 0 0
038196101 0 0 SH DEF 4 0 0 0
APPLIED INDUSTRIAL TECH INC 03820C105 2,295 206,279 SH DEF 2 44,160 0 162,119
03820C105 0 0 SH DEF 4 0 0 0
APPLIED MATERIAL 038222105 157,056 2,546,000 SH DEF 2 1,404,300 0 1,141,700
038222105 536,999 8,705,145 SH DEF 4 0 0 8,705,145
APPLIED POWER INC CL A 038225108 11,645 427,338 SH DEF 2 117,980 0 309,358
038225108 0 0 SH DEF 4 0 0 0
APPLIED MICRO CIRCUITS CORP 03822W109 9,358 218,900 SH DEF 2 119,700 0 99,200
03822W109 49,729 1,163,263 SH DEF 4 0 0 1,163,263
APTARGROUP INC 038336103 5,555 213,670 SH DEF 2 68,880 0 144,790
038336103 0 0 SH DEF 4 0 0 0
ARACRUZ CELULOSE SA-SPON ADR 038496204 2,728 188,162 SH DEF 2 33,246 0 154,916
038496204 1,326 91,467 SH DEF 4 0 0 91,467
ARCHER DANIELS MIDLAND CO 039483102 1,368 93,168 SH DEF 2 0 0 93,168
039483102 0 0 SH DEF 4 0 0 0
ARCHSTONE COMMUNITIES TR REIT 039581103 0 0 SH DEF 2 0 0 0
039581103 3,795 188,566 SH DEF 4 0 0 188,566
ARGOSY GAMING CORP 040228108 211,875 SH DEF 2 16,950 0 194,925
040228108 649,750 SH DEF 4 0 0 649,750
ARMSTRONG WORLD INDUSTRIES 042476101 285 6,300 SH DEF 2 0 0 6,300
INC.
042476101 0 0 SH DEF 4 0 0 0
ARROW INTERNATIONAL INC 042764100 6,098 282,805 SH DEF 2 65,520 0 217,285
042764100 0 0 SH DEF 4 0 0 0
ARTESYN TECHNOLOGIES INC 043127109 5,970 482,437 SH DEF 2 402,937 0 79,500
043127109 3,345 270,300 SH DEF 4 0 0 270,300
ASARCO INC 043413103 85 6,200 SH DEF 2 0 0 6,200
043413103 0 0 SH DEF 4 0 0 0
ASCEND COMMUNICATIONS INC 043491109 45,325 541,600 SH DEF 2 117,000 0 424,600
043491109 576,056 6,883,413 SH DEF 4 0 0 6,883,413
ASHLAND INC 044204105 479 11,700 SH DEF 2 0 0 11,700
044204105 954 23,298 SH DEF 4 0 0 23,298
ASIA ELECTRONICS HOLDING CO 04516K104 0 0 SH DEF 2 0 0 0
04516K104 27 97,700 SH DEF 4 0 0 97,700
ASIA PULP & PAPER CO LTD ADR 04516V100 319 38,100 SH DEF 2 4,900 0 33,200
04516V100 2,895 345,694 SH DEF 4 0 0 345,694
ASPECT DEVELOPMENT INC 045234101 12,997 559,000 SH DEF 2 233,600 0 325,400
045234101 87,949 3,782,774 SH DEF 4 0 0 3,782,774
ASPEN TECHNOLOGY INC 045327103 607 42,799 SH DEF 2 25,940 0 16,859
045327103 2,867 202,063 SH DEF 4 0 0 202,063
ASSISTED LIVING CONCEPTS INC 04543L109 0 0 SH DEF 2 0 0 0
04543L109 1,063 88,614 SH DEF 4 0 0 88,614
AT HOME CORP-SER A 045919107 425 2,699 SH DEF 2 1,801 0 897
045919107 4,263 27,065 SH DEF 4 0 0 27,065
AT ENTERTAINMENT INC 045920105 1,448 152,400 SH DEF 2 22,000 0 130,400
045920105 613 64,500 SH DEF 4 0 0 64,500
ASSOCIATES FIRST CAPITAL CRP 046008108 84,723 1,882,736 SH DEF 2 1,109,200 0 773,536
046008108 195,849 4,352,200 SH DEF 4 0 0 4,352,200
ASTRA AB-SPONS ADR A 046298105 0 2 SH DEF 2 2 0 0
046298105 0 0 SH DEF 4 0 0 0
ASYST TECHNOLOGIES INC 04648X107 2,934 213,400 SH DEF 2 103,900 0 109,500
04648X107 12,718 924,970 SH DEF 4 0 0 924,970
ATHENA NEUROSCIENCES INC 046854105 36 35,555 SH DEF 2 23,450 0 12,105
046854105 9 9,135 SH DEF 4 0 0 9,135
ATLANTIC COAST AIRLINES INC 048396105 6,257 222,454 SH DEF 2 186,522 0 35,933
048396105 14,479 514,819 SH DEF 4 0 0 514,819
ATLANTIC RICHFIELD CO 048825103 23,727 325,034 SH DEF 2 280,290 0 44,744
048825103 553,880 7,587,395 SH DEF 4 0 0 7,587,395
ATMOS ENERGY CORP 049560105 0 0 SH DEF 2 0 0 0
049560105 18,600 773,000 SH DEF 4 0 0 773,000
ATRIX LABS INC 04962L101 0 SH DEF 2 0 0 0
04962L101 200,000 SH DEF 4 0 0 200,000
AURORA BIOSCIENCES CORP 051920106 0 0 SH DEF 2 0 0 0
051920106 67 10,000 SH DEF 4 0 0 10,000
AUTHENTIC FITNESS CORP 052661105 6,203 401,800 SH DEF 2 92,900 0 308,900
052661105 0 0 SH DEF 4 0 0 0
AUTOBYTEL.COM INC 05275N106 0 0 SH DEF 2 0 0 0
05275N106 1,356 32,390 SH DEF 4 0 0 32,390
AUTODESK INC 052769106 376 9,300 SH DEF 2 0 0 9,300
052769106 0 0 SH DEF 4 0 0 0
AUTOMATIC DATA PROCESSING INC 053015103 4,558 110,158 SH DEF 2 9,084 0 101,074
053015103 111 2,688 SH DEF 4 0 0 2,688
AUTOWEB.COM INC 053331104 0 0 SH DEF 2 0 0 0
053331104 1,830 51,382 SH DEF 4 0 0 51,382
AUTOZONE 053332102 717 23,600 SH DEF 2 0 0 23,600
053332102 0 0 SH DEF 4 0 0 0
AVERY DENNISON CORP 053611109 1,294 22,500 SH DEF 2 5,525 0 16,975
053611109 269,458 4,686,225 SH DEF 4 0 0 4,686,225
AVIALL INC 05366B102 6,527 421,100 SH DEF 2 235,300 0 185,800
05366B102 0 0 SH DEF 4 0 0 0
AVNET INC 053807103 6,607 180,400 SH DEF 2 41,850 0 138,550
053807103 0 0 SH DEF 4 0 0 0
AVON PRODUCTS INC 054303102 1,944 41,300 SH DEF 2 0 0 41,300
054303102 0 0 SH DEF 4 0 0 0
AP AVONDALE INDUSTRIES INC 054350103 5,840 197,950 SH DEF 2 110,100 0 87,850
054350103 0 0 SH DEF 4 0 0 0
AWARE INC/MASS 05453N100 13,926 296,300 SH DEF 2 171,400 0 124,900
05453N100 11,982 254,944 SH DEF 4 0 0 254,944
AXYS PHARMACEUTICALS INC 054635107 0 0 SH DEF 2 0 0 0
054635107 0 0 SH DEF 4 0 0 0
BB&T CORPORATION 054937107 1,914 52,900 SH DEF 2 0 0 52,900
054937107 3,536 97,700 SH DEF 4 0 0 97,700
BEI TECHNOLOGIES INC 05538P104 3,783 351,900 SH DEF 2 204,300 0 147,600
05538P104 0 0 SH DEF 4 0 0 0
BJ SERVICES CO 055482103 0 0 SH DEF 2 0 0 0
055482103 2,245 95,800 SH DEF 4 0 0 95,800
BJ'S WHOLESALE CLUB INC 05548J106 179 6,774 SH DEF 2 6,774 0 0
05548J106 10,966 414,800 SH DEF 4 0 0 414,800
BMC INDUSTRIES INC 055607105 7,093 1,598,460 SH DEF 2 368,760 0 1,229,700
055607105 0 0 SH DEF 4 0 0 0
BP AMOCO PLC- SPONS ADR 055622104 13,630 135,032 SH DEF 2 140,872 0 -5,840
055622104 680,229 6,739,111 SH DEF 4 0 0 6,739,111
BMC SOFTWARE INC 055921100 1,375 37,100 SH DEF 2 0 0 37,100
055921100 0 0 SH DEF 4 0 0 0
BWAY CORPORATION 056039100 3,021 229,100 SH DEF 2 130,050 0 99,050
056039100 0 0 SH DEF 4 0 0 0
BAKER (MICHAEL) CORP 057149106 0 0 SH DEF 2 0 0 0
057149106 0 0 SH DEF 4 0 0 0
BAKER HUGHES INC 057224107 12,421 510,907 SH DEF 2 179,877 0 331,030
057224107 41,112 1,691,000 SH DEF 4 0 0 1,691,000
BAKER J INC 057232100 2,484 662,500 SH DEF 2 157,200 0 505,300
057232100 814 217,054 SH DEF 4 0 0 217,054
BALDOR ELECTRIC CO 057741100 0 1 SH DEF 2 1 0 0
057741100 0 0 SH DEF 4 0 0 0
BALDWIN TECHNOLOGY INC CL A 058264102 0 0 SH DEF 2 0 0 0
058264102 0 0 SH DEF 4 0 0 0
BALL CORP 058498106 230 4,900 SH DEF 2 0 0 4,900
058498106 0 0 SH DEF 4 0 0 0
BALTIMORE GAS & ELECTRIC 059165100 881 34,729 SH DEF 2 8,929 0 25,800
COMPANY
059165100 21,231 836,700 SH DEF 4 0 0 836,700
BANCO BRADESCO-SPONS ADR 059460105 1,134 216,002 SH DEF 2 38,900 0 177,102
059460105 653 124,300 SH DEF 4 0 0 124,300
BANCO RIO DE LA PLATA-ADR 059644104 1,230 127,800 SH DEF 2 18,600 0 109,200
059644104 432 44,900 SH DEF 4 0 0 44,900
BANCO SATANDER CHILE SP ADR 05965F108 1,731 115,400 SH DEF 2 17,500 0 97,900
05965F108 806 53,700 SH DEF 4 0 0 53,700
BANCWEST CORPORATION 059790105 6,376 150,018 SH DEF 2 35,790 0 114,228
059790105 0 0 SH DEF 4 0 0 0
BANK OF NEW YORK 064057102 4,287 119,300 SH DEF 2 0 0 119,300
064057102 0 0 SH DEF 4 0 0 0
BANC ONE CORP 06423A103 64,122 1,164,540 SH DEF 2 495,827 0 668,713
06423A103 1,260,876 22,899,003 SH DEF 4 0 0 22,899,003
BANK UNITED CORP CL A 065412108 20,641 504,988 SH DEF 2 187,500 0 317,488
065412108 0 0 SH DEF 4 0 0 0
BANKAMERICA CORP 06605F102 57,056 807,870 SH DEF 2 602,838 0 205,032
06605F102 1,661,815 23,530,128 SH DEF 4 0 0 23,530,128
BANKBOSTON CORPORATION 06605R106 23,387 539,958 SH DEF 2 420,988 0 118,970
06605R106 570,885 13,180,615 SH DEF 4 0 0 13,180,615
BANKERS TRUST CORP 066365107 1,315 14,900 SH DEF 2 0 0 14,900
066365107 87 982 SH DEF 4 0 0 982
BANTA CORP 066821109 7,970 419,469 SH DEF 2 96,790 0 322,679
066821109 0 0 SH DEF 4 0 0 0
BARD C R INC 067383109 424 8,400 SH DEF 2 0 0 8,400
067383109 0 0 SH DEF 4 0 0 0
BARNES GROUP INC 067806109 7,494 399,704 SH DEF 2 89,300 0 310,404
067806109 0 0 SH DEF 4 0 0 0
BARRICK GOLD CORPORATION 067901108 1,000 58,600 SH DEF 2 0 0 58,600
067901108 5,393 316,100 SH DEF 4 0 0 316,100
BASIN EXPLORATION INC 070107107 6,578 474,100 SH DEF 2 253,700 0 220,400
070107107 0 0 SH DEF 4 0 0 0
BASSETT FURNITURE INDUSTRIES 070203104 2,429 109,800 SH DEF 2 63,500 0 46,300
INC
070203104 0 0 SH DEF 4 0 0 0
BATTLE MOUNTAIN GOLD CO 071593107 99 36,000 SH DEF 2 0 0 36,000
071593107 0 0 SH DEF 4 0 0 0
BAUSCH & LOMB INC 071707103 572 8,800 SH DEF 2 0 0 8,800
071707103 0 0 SH DEF 4 0 0 0
BAXTER INTERNATIONAL INC 071813109 40,518 613,913 SH DEF 2 324,519 0 289,394
071813109 848,771 12,860,161 SH DEF 4 0 0 12,860,161
BAY NETWORKS INC 072510100 715 23,847 SH DEF 2 16,547 0 7,299
072510100 430 14,317 SH DEF 4 0 0 14,317
BAY VIEW CAPITAL CORP 07262L101 3,318 175,800 SH DEF 2 97,700 0 78,100
07262L101 0 0 SH DEF 4 0 0 0
BE AEROSPACE INC 073302101 4,823 327,000 SH DEF 2 181,700 0 145,300
073302101 1,475 100,000 SH DEF 4 0 0 100,000
BEA SYS INC 073325102 0 0 SH DEF 2 0 0 0
073325102 2,544 162,840 SH DEF 4 0 0 162,840
BEACON CAPITAL PARTNERS 144A 073561102 0 0 SH DEF 2 0 0 0
073561102 7,563 500,000 SH DEF 4 0 0 500,000
BEAR STEARNS COS INC 073902108 780 17,465 SH DEF 2 0 0 17,465
073902108 0 0 SH DEF 4 0 0 0
BEAZER HOMES USA INC 07556Q105 0 0 SH DEF 2 0 0 0
07556Q105 2,884 137,355 SH DEF 4 0 0 137,355
BEBE STORES INC 075571109 2,948 71,900 SH DEF 2 60,500 0 11,400
075571109 16,308 397,750 SH DEF 4 0 0 397,750
BECKMAN COULTER INC 075811109 6,827 155,164 SH DEF 2 36,940 0 118,224
075811109 0 0 SH DEF 4 0 0 0
BECTON DICKINSON & CO 075887109 1,498 39,100 SH DEF 2 0 0 39,100
075887109 0 0 SH DEF 4 0 0 0
BED BATH & BEYOND INC 075896100 24,594 673,800 SH DEF 2 226,300 0 447,500
075896100 470,972 12,903,342 SH DEF 4 0 0 12,903,342
BELDEN INC 077459105 6,647 389,565 SH DEF 2 89,980 0 299,585
077459105 0 0 SH DEF 4 0 0 0
BELL ATLANTIC CORPORATION 077853109 31,551 610,410 SH DEF 2 340,462 0 269,948
077853109 816,272 15,792,452 SH DEF 4 0 0 15,792,452
BELL MICROPRODUCTS INC 078137106 103 16,934 SH DEF 2 16,934 0 0
078137106 1,466 241,800 SH DEF 4 0 0 241,800
BELL SOUTH 079860102 24,732 617,325 SH DEF 2 354,600 0 262,725
079860102 116,932 2,918,745 SH DEF 4 0 0 2,918,745
BEMIS INC 081437105 261 8,400 SH DEF 2 0 0 8,400
081437105 0 0 SH DEF 4 0 0 0
BENCHMARK ELECTRONICS 08160H101 5,043 168,100 SH DEF 2 140,400 0 27,700
08160H101 2,916 97,200 SH DEF 4 0 0 97,200
BERGEN BRUNSWIG CORP 083739102 31,022 1,551,079 SH DEF 2 397,079 0 1,154,000
083739102 135,789 6,789,450 SH DEF 4 0 0 6,789,450
W.R. BERKLEY CORP 084423102 10,762 439,275 SH DEF 2 144,620 0 294,655
084423102 0 0 SH DEF 4 0 0 0
BEST BUY INC 086516101 156,239 3,004,600 SH DEF 2 1,669,900 0 1,334,700
086516101 195,830 3,765,970 SH DEF 4 0 0 3,765,970
BEST SOFTWARE INC 086579109 4,120 305,200 SH DEF 2 254,800 0 50,400
086579109 2,311 171,200 SH DEF 4 0 0 171,200
BESTFOODS 08658U101 11,752 250,045 SH DEF 2 232,345 0 17,700
08658U101 75,427 1,604,835 SH DEF 4 0 0 1,604,835
BETHLEHEM STEEL CORP 087509105 168 20,400 SH DEF 2 0 0 20,400
087509105 0 0 SH DEF 4 0 0 0
BEYOND.COM CORPORATION 08860E101 566 21,600 SH DEF 2 0 0 21,600
08860E101 11,387 434,817 SH DEF 4 0 0 434,817
BINDLEY WESTERN INDS INC 090324104 13,436 470,398 SH DEF 2 156,517 0 313,880
090324104 0 0 SH DEF 4 0 0 0
BIOCHEM PHARMACEUTICAL INC 09058T108 81 3,800 SH DEF 2 3,800 0 0
09058T108 7,229 339,200 SH DEF 4 0 0 339,200
BIOGEN N V 090597105 126,338 1,105,200 SH DEF 2 674,800 0 430,400
090597105 161,169 1,409,900 SH DEF 4 0 0 1,409,900
BIOMET INC 090613100 24,496 584,100 SH DEF 2 213,900 0 370,200
090613100 218,192 5,202,800 SH DEF 4 0 0 5,202,800
BLACK & DECKER MANUFACTURING 091797100 765 13,800 SH DEF 2 0 0 13,800
CO
091797100 0 0 SH DEF 4 0 0 0
BLACK BOX CORPORATION 091826107 5,927 191,181 SH DEF 2 159,381 0 31,800
091826107 3,216 103,750 SH DEF 4 0 0 103,750
BLOCK DRUG INC CL A 093644102 13,516 329,660 SH DEF 2 76,046 0 253,614
093644102 0 0 SH DEF 4 0 0 0
BLOCK H & R 093671105 744 15,700 SH DEF 2 0 0 15,700
093671105 0 0 SH DEF 4 0 0 0
BOEING COMPANY 097023105 6,163 180,592 SH DEF 2 34,750 0 145,842
097023105 35,393 1,037,150 SH DEF 4 0 0 1,037,150
BOISE CASCADE CORP 097383103 13,236 410,430 SH DEF 2 462,535 0 -52,105
097383103 59,925 1,858,140 SH DEF 4 0 0 1,858,140
BONDED MOTORS INC 097894109 0 0 SH DEF 2 0 0 0
097894109 488 200,000 SH DEF 4 0 0 200,000
BOOKS-A-MILLION INC 098570104 0 0 SH DEF 2 0 0 0
098570104 0 0 SH DEF 4 0 0 0
BORG-WARNER AUTOMOTIVE INC 099724106 8,257 172,692 SH DEF 2 39,980 0 132,712
099724106 0 0 SH DEF 4 0 0 0
BOSTON CHICKEN INC 100578103 51 72,714 SH DEF 2 35,020 0 37,694
100578103 346 493,780 SH DEF 4 0 0 493,780
BOSTON PROPERTIES INC 101121101 0 0 SH DEF 2 0 0 0
101121101 4,744 150,000 SH DEF 4 0 0 150,000
BOSTON SCIENTIFIC CORP 101137107 2,503 61,700 SH DEF 2 0 0 61,700
101137107 32,413 799,100 SH DEF 4 0 0 799,100
BOTTOMLINE TECHNOLOGIES INC 101388106 6,256 98,032 SH DEF 2 81,832 0 16,200
101388106 3,642 57,074 SH DEF 4 0 0 57,074
BOWNE & CO INC 103043105 9,691 829,170 SH DEF 2 191,580 0 637,590
103043105 0 0 SH DEF 4 0 0 0
BREED TECHNOLOGIES INC 106702103 0 0 SH DEF 2 0 0 0
106702103 626 175,784 SH DEF 4 0 0 175,784
BRIGGS & STRATTON CORP 109043109 182 3,700 SH DEF 2 0 0 3,700
109043109 0 0 SH DEF 4 0 0 0
BRIGHT HORIZONS FAMILY 109195107 3,333 152,376 SH DEF 2 127,269 0 25,107
SOLUTIONS
109195107 1,903 87,007 SH DEF 4 0 0 87,007
BRIO TECHNOLOGY INC 109704106 4,924 233,100 SH DEF 2 194,100 0 39,000
109704106 19,980 945,800 SH DEF 4 0 0 945,800
BRISTOL MYERS SQUIBB CO 110122108 46,864 728,692 SH DEF 2 416,974 0 311,718
110122108 1,200,786 18,671,120 SH DEF 4 0 0 18,671,120
BRITE VOICE SYSTEMS INC 110411105 4,501 562,600 SH DEF 2 313,100 0 249,500
110411105 0 0 SH DEF 4 0 0 0
BRITISH TELECOM PLC-SPON ADR 111021408 0 0 SH DEF 2 0 0 0
111021408 25,597 155,900 SH DEF 4 0 0 155,900
BROADCAST.COM INC 111310108 0 0 SH DEF 2 0 0 0
111310108 25,196 213,184 SH DEF 4 0 0 213,184
BROADCOM CORP 111320107 0 0 SH DEF 2 0 0 0
111320107 32,076 520,500 SH DEF 4 0 0 520,500
BROADVISION INC 111412102 6,286 105,200 SH DEF 2 88,000 0 17,200
111412102 3,710 62,100 SH DEF 4 0 0 62,100
BROOKDALE LIVING COMMUNITIES 112462106 2,653 153,800 SH DEF 2 128,100 0 25,700
112462106 2,813 163,100 SH DEF 4 0 0 163,100
BROWN & SHARPE MFG INC 115223109 0 0 SH DEF 2 0 0 0
115223109 0 0 SH DEF 4 0 0 0
BROWN FORMAN CORP CLASS B 115637209 622 10,800 SH DEF 2 0 0 10,800
115637209 0 0 SH DEF 4 0 0 0
BROWNING FERRIS INDS INC 115885105 956 24,800 SH DEF 2 0 0 24,800
115885105 0 0 SH DEF 4 0 0 0
BRUNSWICK CORP 117043109 275 14,400 SH DEF 2 0 0 14,400
117043109 0 0 SH DEF 4 0 0 0
BUDGET GROUP INC 119003101 0 0 SH DEF 2 0 0 0
119003101 3,626 295,991 SH DEF 4 0 0 295,991
BURLINGTON NORTHERN SANTA FE 12189T104 14,341 436,235 SH DEF 2 406,586 0 29,649
CORP
12189T104 558,842 16,999,000 SH DEF 4 0 0 16,999,000
BURLINGTON RESOURCES INC 122014103 17,578 440,144 SH DEF 2 173,169 0 266,975
122014103 90,698 2,271,000 SH DEF 4 0 0 2,271,000
BUSINESS OBJECTS S A ADR 12328X107 0 0 SH DEF 2 0 0 0
12328X107 11,974 403,320 SH DEF 4 0 0 403,320
C&D TECHNOLOGY INC 124661109 7,930 318,802 SH DEF 2 73,700 0 245,102
124661109 0 0 SH DEF 4 0 0 0
CBT GROUP PLC-SPONSORED ADR 124853300 1,132 99,000 SH DEF 2 0 0 99,000
124853300 16,875 1,475,420 SH DEF 4 0 0 1,475,420
CB RICHARD ELLIS SERVICES 12489L108 3,371 204,300 SH DEF 2 99,400 0 104,900
12489L108 0 0 SH DEF 4 0 0 0
CBRL GROUP INC 12489V106 163 9,032 SH DEF 2 9,032 0 0
12489V106 7,364 409,100 SH DEF 4 0 0 409,100
CBS CORP 12490K107 66,069 1,613,900 SH DEF 2 241,000 0 1,372,900
12490K107 1,097,639 26,812,561 SH DEF 4 0 0 26,812,561
C D I CORP 125071100 0 0 SH DEF 2 0 0 0
125071100 0 0 SH DEF 4 0 0 0
CHS ELECTRONICS INC 12542A206 0 0 SH DEF 2 0 0 0
12542A206 1,098 344,450 SH DEF 4 0 0 344,450
CIGNA CORP 125509109 37,042 441,966 SH DEF 2 281,531 0 160,435
125509109 919,708 10,973,401 SH DEF 4 0 0 10,973,401
CKE RESTAURANTS 12561E105 4,567 231,258 SH DEF 2 149,592 0 81,666
12561E105 2,634 133,379 SH DEF 4 0 0 133,379
CMG INFORMATION SERVICES INC 125750109 2,270 12,400 SH DEF 2 0 0 12,400
125750109 35,416 193,466 SH DEF 4 0 0 193,466
CMS ENERGY CORP 125896100 2,804 70,000 SH DEF 2 0 0 70,000
125896100 0 0 SH DEF 4 0 0 0
CMS ENERGY CORP - CLASS G 125896209 0 0 SH DEF 2 0 0 0
125896209 7,325 350,900 SH DEF 4 0 0 350,900
CTG RESOURCES INC 125957100 0 0 SH DEF 2 0 0 0
125957100 0 0 SH DEF 4 0 0 0
CSK AUTO CORP 125965103 8,667 289,500 SH DEF 2 241,200 0 48,300
125965103 4,784 159,800 SH DEF 4 0 0 159,800
CNB BANCSHARES INC 126126101 10,287 255,588 SH DEF 2 94,919 0 160,669
126126101 0 0 SH DEF 4 0 0 0
CNF TRANSPORTATION INC 12612W104 2,229 58,938 SH DEF 2 44,788 0 14,150
12612W104 13,731 363,125 SH DEF 4 0 0 363,125
CNB CAPITAL 12613G9A8 17,098 SH DEF 2 11,288 0 5,810
12613G9A8 107,732 SH DEF 4 0 0 107,732
CSC HOLDINGS INC 1263049A4 32,611 SH DEF 2 12,949 0 19,662
1263049A4 14,941 SH DEF 4 0 0 14,941
CST ENTERTAINMENT IMAGING 12639V105 0 0 SH DEF 2 0 0 0
12639V105 0 0 SH DEF 4 0 0 0
CSX CORP 126408103 1,332 34,200 SH DEF 2 0 0 34,200
126408103 1,378 35,400 SH DEF 4 0 0 35,400
CVS CORPORATION 126650100 339,916 7,156,130 SH DEF 2 4,332,832 0 2,823,298
126650100 774,561 16,306,546 SH DEF 4 0 0 16,306,546
CABLE & WIRELESS PLC-SP ADR 126830207 0 0 SH DEF 2 0 0 0
126830207 5,910 160,000 SH DEF 4 0 0 160,000
CABLEVISION SYSTEM CORP CL A 12686C109 27,773 374,676 SH DEF 2 144,476 0 230,200
12686C109 80,396 1,084,600 SH DEF 4 0 0 1,084,600
CABLETRON SYSTEMS INC 126920107 224 27,300 SH DEF 2 0 0 27,300
126920107 0 0 SH DEF 4 0 0 0
CACI INTERNATIONAL INC - 127190304 7,620 449,900 SH DEF 2 251,200 0 198,700
CLASS A
127190304 0 0 SH DEF 4 0 0 0
CADENCE DESIGN SYS INC 127387108 14,575 566,010 SH DEF 2 189,060 0 376,950
127387108 353,156 13,714,812 SH DEF 4 0 0 13,714,812
CALENERGY INC 129466108 764 26,129 SH DEF 2 14,503 0 11,626
129466108 6,768 231,398 SH DEF 4 0 0 231,398
CALPINE CORPORATION 131347106 14,848 407,484 SH DEF 2 167,684 0 239,800
131347106 68,054 1,867,700 SH DEF 4 0 0 1,867,700
CAMBREX CORP 132011107 6,683 302,070 SH DEF 2 70,380 0 231,690
132011107 0 0 SH DEF 4 0 0 0
CAMBRIDGE TECH PARTNERS INC 132524109 3,129 225,500 SH DEF 2 125,100 0 100,400
132524109 0 0 SH DEF 4 0 0 0
CAMPBELL SOUP CO 134429109 2,836 69,700 SH DEF 2 0 0 69,700
134429109 0 0 SH DEF 4 0 0 0
CAPITAL AUTOMOTIVE REIT 139733109 92 7,390 SH DEF 2 7,390 0 0
139733109 4,739 381,000 SH DEF 4 0 0 381,000
CAPITAL ONE FINANCIAL CORP 14040H105 23,175 153,475 SH DEF 2 54,700 0 98,775
14040H105 60,491 400,600 SH DEF 4 0 0 400,600
CAPSTAR BROADCASTING P/P 144A 14066P9A6 0 0 SH DEF 2 0 0 0
14066P9A6 6,136 2,727,272 SH DEF 4 0 0 2,727,272
CAPTEC NET LEASE REALTY INC 140724105 139 10,674 SH DEF 2 10,674 0 0
REIT
140724105 6,314 485,700 SH DEF 4 0 0 485,700
CARBIDE/GRAPHIC GROUP INC 140777103 0 0 SH DEF 2 0 0 0
140777103 0 0 SH DEF 4 0 0 0
CARAUSTAR INDS INC 140909102 2,620 113,900 SH DEF 2 63,400 0 50,500
140909102 0 0 SH DEF 4 0 0 0
CARDINAL HEALTH INC 14149Y108 138,536 2,099,025 SH DEF 2 1,244,175 0 854,850
14149Y108 508,105 7,698,562 SH DEF 4 0 0 7,698,562
CAREER EDUCATION CORP 141665109 8,885 256,600 SH DEF 2 213,200 0 43,400
141665109 4,903 141,600 SH DEF 4 0 0 141,600
CAREMATRIX CORPORATION 141706101 5,651 297,400 SH DEF 2 197,500 0 99,900
141706101 42,977 2,261,943 SH DEF 4 0 0 2,261,943
CAREY INTERNATIONAL INC 141750109 3,760 231,400 SH DEF 2 195,100 0 36,300
141750109 2,168 133,400 SH DEF 4 0 0 133,400
CARLISLE CORP 142339100 9,432 201,748 SH DEF 2 46,670 0 155,078
142339100 0 0 SH DEF 4 0 0 0
CARNIVAL CORP 143658102 201,865 4,156,800 SH DEF 2 2,585,400 0 1,571,400
143658102 182,678 3,761,700 SH DEF 4 0 0 3,761,700
CAROLINA POWER & LIGHT CO 144141108 1,047 27,700 SH DEF 2 0 0 27,700
144141108 16,966 448,700 SH DEF 4 0 0 448,700
CARPENTER TECHNOLOGY CORP 144285103 5,936 228,866 SH DEF 2 52,610 0 176,256
144285103 0 0 SH DEF 4 0 0 0
CASCADE NATURAL GAS CORP 147339105 0 0 SH DEF 2 0 0 0
147339105 5,301 354,900 SH DEF 4 0 0 354,900
CASE CORPORATION 14743R103 2,121 83,567 SH DEF 2 48,752 0 34,815
14743R103 6,081 239,632 SH DEF 4 0 0 239,632
CASELLA WASTE SYSTEMS INC 147448104 3,064 135,800 SH DEF 2 113,300 0 22,500
147448104 1,755 77,800 SH DEF 4 0 0 77,800
CASEYS GENERAL STORES INC 147528103 6,140 416,290 SH DEF 2 98,640 0 317,650
147528103 0 0 SH DEF 4 0 0 0
CASTLE (A.M.) & CO 148411101 1,775 147,109 SH DEF 2 34,150 0 112,959
148411101 0 0 SH DEF 4 0 0 0
CATAPULT COMMUNICATIONS CORP 149016107 785 56,603 SH DEF 2 47,203 0 9,400
149016107 524 37,800 SH DEF 4 0 0 37,800
CATERPILLAR INC 149123101 2,582 56,200 SH DEF 2 0 0 56,200
149123101 0 0 SH DEF 4 0 0 0
CATO CORP CL A 149205106 3,826 410,850 SH DEF 2 95,640 0 315,210
149205106 0 0 SH DEF 4 0 0 0
CELCARIBE SA P/P 144A 150898104 419 167,478 SH DEF 2 0 0 167,478
150898104 9,420 3,768,052 SH DEF 4 0 0 3,768,052
CELLSTAR CORP 150925105 0 0 SH DEF 2 0 0 0
150925105 1,125 108,428 SH DEF 4 0 0 108,428
CENTENNIAL HEALTHCARE CORP 150937100 831 93,600 SH DEF 2 81,300 0 12,300
150937100 468 52,700 SH DEF 4 0 0 52,700
CELESTICA INC 15101Q108 4,480 138,100 SH DEF 2 16,500 0 121,600
15101Q108 124,978 3,852,900 SH DEF 4 0 0 3,852,900
CELLNET DATA SYSTEMS INC 15115M101 366 63,720 SH DEF 2 40,160 0 23,560
15115M101 4,143 720,600 SH DEF 4 0 0 720,600
CENDANT CORPORATION 151313103 46,411 2,946,721 SH DEF 2 155,768 0 2,790,953
151313103 310,315 19,702,548 SH DEF 4 0 0 19,702,548
CENTENNIAL BANCORP 15133T104 2,956 236,450 SH DEF 2 129,580 0 106,870
15133T104 0 0 SH DEF 4 0 0 0
CENTERTRUST RETAIL PROP INC 152038105 0 0 SH DEF 2 0 0 0
REIT
152038105 2,377 206,700 SH DEF 4 0 0 206,700
CENTEX CORP 152312104 314 9,400 SH DEF 2 0 0 9,400
152312104 0 0 SH DEF 4 0 0 0
CENTOCOR INC 152342101 6,938 187,837 SH DEF 2 83,629 0 104,209
152342101 146,272 3,959,994 SH DEF 4 0 0 3,959,994
CENTRAL & SOUTH WEST CORP 152357109 785 33,500 SH DEF 2 0 0 33,500
152357109 0 0 SH DEF 4 0 0 0
CENTRAL HUDSON GAS & ELEC 153609102 0 0 SH DEF 2 0 0 0
CORP
153609102 12,320 344,000 SH DEF 4 0 0 344,000
CENTRIS GROUP INC 155904105 0 0 SH DEF 2 0 0 0
155904105 0 0 SH DEF 4 0 0 0
CENTURY ALUMINUM COMPANY 156431108 142 25,000 SH DEF 2 0 0 25,000
156431108 0 0 SH DEF 4 0 0 0
CENTURY BUSINESS SERVICES 156490104 0 0 SH DEF 2 0 0 0
156490104 12,146 1,110,500 SH DEF 4 0 0 1,110,500
CENTURY COMMUNICATIONS CORP 156503104 10,504 226,200 SH DEF 2 100,200 0 126,000
CL A
156503104 23,219 500,000 SH DEF 4 0 0 500,000
CENTURY TELEPHONE ENTERP 156686107 1,517 21,600 SH DEF 2 0 0 21,600
156686107 0 0 SH DEF 4 0 0 0
CERIDIAN CORP 15677T106 819 22,400 SH DEF 2 0 0 22,400
15677T106 0 0 SH DEF 4 0 0 0
CHAMPION INTERNATIONAL 158525105 616 15,000 SH DEF 2 0 0 15,000
CORPORATION
158525105 2,470 60,160 SH DEF 4 0 0 60,160
CHANCELLOR MEDIA CORP CL A 158915108 44,668 947,865 SH DEF 2 348,191 0 599,674
158915108 734,659 15,589,573 SH DEF 4 0 0 15,589,573
CHARLES RIVER ASSOCIATES INC 159852102 2,632 109,100 SH DEF 2 91,900 0 17,200
159852102 1,491 61,800 SH DEF 4 0 0 61,800
CHARTER ONE FINANCIAL INC 160903100 40,981 1,420,035 SH DEF 2 938,335 0 481,700
160903100 180,189 6,243,707 SH DEF 4 0 0 6,243,707
CHASE MANHATTAN CORP 16161A108 31,369 385,780 SH DEF 2 285,372 0 100,408
16161A108 683,332 8,403,772 SH DEF 4 0 0 8,403,772
CHASTAIN CAPITAL CORP REIT 161697107 0 0 SH DEF 2 0 0 0
161697107 2,730 507,900 SH DEF 4 0 0 507,900
CHATTEM INC 162456107 9,806 313,800 SH DEF 2 174,650 0 139,150
162456107 0 0 SH DEF 4 0 0 0
CHEAP TICKETS INC 162672109 21 615 SH DEF 2 615 0 0
162672109 1,425 42,385 SH DEF 4 0 0 42,385
CHECKFREE HOLDINGS CORP 162816102 1,319 31,000 SH DEF 2 10,000 0 21,000
162816102 16,995 399,300 SH DEF 4 0 0 399,300
CHECKPOINT SYSTEMS INC 162825103 0 0 SH DEF 2 0 0 0
162825103 905 108,844 SH DEF 4 0 0 108,844
CHESAPEAKE ENERGY CORP 165167107 62 43,309 SH DEF 2 0 0 43,309
165167107 1,843 1,281,999 SH DEF 4 0 0 1,281,999
CHEVRON INC 166751107 32,641 369,086 SH DEF 2 194,835 0 174,251
166751107 768,825 8,693,429 SH DEF 4 0 0 8,693,429
CHILECTRA S.A. SPONS ADR 168884104 1,460 67,900 SH DEF 2 10,300 0 57,600
168884104 1,362 63,350 SH DEF 4 0 0 63,350
CHILDREN S PLACE RETAIL 168905107 0 0 SH DEF 2 0 0 0
STORES
168905107 2,020 75,000 SH DEF 4 0 0 75,000
CHIQUITA BRANDS INTL INC 170032106 0 0 SH DEF 2 0 0 0
170032106 3,726 365,726 SH DEF 4 0 0 365,726
CHIRON CORP 170040109 0 0 SH DEF 2 0 0 0
170040109 4,932 224,835 SH DEF 4 0 0 224,835
CHROMCRAFT REVINGTON INC 171117104 2,860 193,900 SH DEF 2 107,100 0 86,800
171117104 0 0 SH DEF 4 0 0 0
CHUBB CORP 171232101 7,094 121,135 SH DEF 2 86,400 0 34,735
171232101 160,190 2,735,375 SH DEF 4 0 0 2,735,375
CHURCH & DWIGHT CO INC 171340102 7,568 185,730 SH DEF 2 43,040 0 142,690
171340102 0 0 SH DEF 4 0 0 0
CIBER INC 17163B102 5,044 262,885 SH DEF 2 88,685 0 174,200
17163B102 64,247 3,348,400 SH DEF 4 0 0 3,348,400
CIENA CORP 171779101 0 0 SH DEF 2 0 0 0
171779101 6,682 296,980 SH DEF 4 0 0 296,980
CILCORP INC 171794100 0 0 SH DEF 2 0 0 0
171794100 1,778 29,600 SH DEF 4 0 0 29,600
CINCINNATI BELL INC 171870108 16,577 738,786 SH DEF 2 297,386 0 441,400
171870108 63,222 2,817,700 SH DEF 4 0 0 2,817,700
CINAR CORP-CL B SUB VTG 171905300 5,656 245,900 SH DEF 2 186,300 0 59,600
171905300 18,667 811,600 SH DEF 4 0 0 811,600
CINCINNATI FINANCIAL CORP 172062101 955 26,200 SH DEF 2 0 0 26,200
172062101 0 0 SH DEF 4 0 0 0
CINERGY CORP 172474108 891 32,390 SH DEF 2 7,390 0 25,000
172474108 25,394 923,400 SH DEF 4 0 0 923,400
CIRCLE INTERNATIONAL GROUP 172574105 3,008 206,585 SH DEF 2 47,700 0 158,885
INC
172574105 0 0 SH DEF 4 0 0 0
CIRCUIT CITY STORES-CIRCUIT 172737108 27,153 354,368 SH DEF 2 127,268 0 227,100
CITY GROUP
172737108 79,751 1,040,800 SH DEF 4 0 0 1,040,800
CIRRUS LOGIC INC 172755100 0 0 SH DEF 2 0 0 0
172755100 1,711 268,387 SH DEF 4 0 0 268,387
CISCO SYSTEMS 17275R102 306,560 2,798,035 SH DEF 2 1,364,375 0 1,433,660
17275R102 797,361 7,277,686 SH DEF 4 0 0 7,277,686
CITADEL COMMUNICATIONS CORP 172853202 12,662 380,800 SH DEF 2 316,500 0 64,300
172853202 55,957 1,682,904 SH DEF 4 0 0 1,682,904
CINTAS CORP 172908105 35,076 536,530 SH DEF 2 213,530 0 323,000
172908105 318,376 4,870,000 SH DEF 4 0 0 4,870,000
CIRCUS CIRCUS ENTERPRISES INC 172909103 0 0 SH DEF 2 0 0 0
172909103 4,391 250,000 SH DEF 4 0 0 250,000
CITIGROUP INC 172967101 388,149 6,076,703 SH DEF 2 3,234,921 0 2,841,782
172967101 2,242,038 35,100,399 SH DEF 4 0 0 35,100,399
CITIZENS BANKING CORP MICH 174420109 5,127 142,425 SH DEF 2 33,130 0 109,295
174420109 0 0 SH DEF 4 0 0 0
CITIZENS UTILITIES CO-CL B 177342201 0 0 SH DEF 2 0 0 0
177342201 0 0 SH DEF 4 0 0 0
CITRIX SYSTEMS INC 177376100 11,872 311,400 SH DEF 2 127,200 0 184,200
177376100 104,568 2,742,760 SH DEF 4 0 0 2,742,760
CITY NATIONAL CORP 178566105 4,521 146,415 SH DEF 2 33,900 0 112,515
178566105 0 0 SH DEF 4 0 0 0
CLAIRE S STORES INC 179584107 8,384 278,323 SH DEF 2 67,570 0 210,753
179584107 8,287 275,100 SH DEF 4 0 0 275,100
CLARCOR INC 179895107 5,935 347,842 SH DEF 2 80,890 0 266,952
179895107 0 0 SH DEF 4 0 0 0
CLARIFY INC 180492100 0 0 SH DEF 2 0 0 0
180492100 923 34,600 SH DEF 4 0 0 34,600
CLAYTON HOMES INC 184190106 0 0 SH DEF 2 0 0 0
184190106 0 0 SH DEF 4 0 0 0
CLEAR CHANNEL COMMUNICATIONS 184502102 112,915 1,683,734 SH DEF 2 751,334 0 932,400
INC
184502102 1,361,554 20,302,762 SH DEF 4 0 0 20,302,762
CLEARNET COMMUNICATIONS CL A 184902104 0 0 SH DEF 2 0 0 0
184902104 1,320 100,000 SH DEF 4 0 0 100,000
CLINICHEM DEVELOPMENT INC CL 186906103 0 1 SH DEF 2 1 0 0
A
186906103 0 0 SH DEF 4 0 0 0
CLOROX COMPANY 189054109 162,480 1,386,500 SH DEF 2 841,800 0 544,700
189054109 143,285 1,222,700 SH DEF 4 0 0 1,222,700
COACHMEN INDUSTRIES INC 189873102 5,172 252,300 SH DEF 2 138,200 0 114,100
189873102 0 0 SH DEF 4 0 0 0
COASTAL CORP 190441105 13,339 404,200 SH DEF 2 151,300 0 252,900
190441105 73,098 2,215,100 SH DEF 4 0 0 2,215,100
COCA COLA COMPANY 191216100 23,740 386,800 SH DEF 2 0 0 386,800
191216100 0 0 SH DEF 4 0 0 0
COCA COLA ENTERPRISES 191219104 1,863 61,600 SH DEF 2 0 0 61,600
191219104 8,996 297,400 SH DEF 4 0 0 297,400
COCA COLA FEMSA ADS 191241108 20,647 1,265,714 SH DEF 2 546,966 0 718,748
191241108 34,119 2,091,604 SH DEF 4 0 0 2,091,604
COGNEX CORP 192422103 7,042 297,300 SH DEF 2 165,200 0 132,100
192422103 0 0 SH DEF 4 0 0 0
COHU INC 192576106 3,866 166,274 SH DEF 2 39,300 0 126,974
192576106 0 0 SH DEF 4 0 0 0
COLDWATER CREEK INC 193068103 3,516 305,700 SH DEF 2 169,600 0 136,100
193068103 0 0 SH DEF 4 0 0 0
COLE NATIONAL CORP CL A 193290103 62 3,387 SH DEF 2 3,387 0 0
193290103 5,019 275,000 SH DEF 4 0 0 275,000
COLGATE PALMOLIVE CO 194162103 18,948 205,955 SH DEF 2 180,225 0 25,730
194162103 598,983 6,510,685 SH DEF 4 0 0 6,510,685
COLTEC CAPITAL TRUST 1968789A2 33,988 SH DEF 2 14,646 0 19,342
1968789A2 141,227 SH DEF 4 0 0 141,227
COLUMBIA GAS SYSTEMS INC 197648108 684 13,100 SH DEF 2 0 0 13,100
197648108 41,876 801,450 SH DEF 4 0 0 801,450
COLUMBIA/HCA HEALTHCARE CORP 197677107 1,921 101,450 SH DEF 2 0 0 101,450
197677107 0 0 SH DEF 4 0 0 0
COMAIR HOLDINGS INC 199789108 3,461 146,508 SH DEF 2 33,945 0 112,563
199789108 0 0 SH DEF 4 0 0 0
COMCAST CORP SPECIAL CLASS A 200300200 131,154 2,083,870 SH DEF 2 945,095 0 1,138,775
200300200 599,718 9,528,786 SH DEF 4 0 0 9,528,786
COMDISCO INC 200336105 0 0 SH DEF 2 0 0 0
200336105 0 0 SH DEF 4 0 0 0
COMERICA INC 200340107 127,432 2,040,960 SH DEF 2 1,282,910 0 758,050
200340107 120,404 1,928,400 SH DEF 4 0 0 1,928,400
COMMERCE BANCORP INC NJ 200519106 48 1,160 SH DEF 2 505 0 655
200519106 0 0 SH DEF 4 0 0 0
COMMERCIAL FEDERAL CORP 201647104 10,471 451,600 SH DEF 2 104,565 0 347,035
201647104 0 0 SH DEF 4 0 0 0
COMMODORE APPLIED TECH 202630117 1 26,700 SH DEF 2 26,700 0 0
WARRANTS
202630117 0 0 SH DEF 4 0 0 0
COMMUNICATIONS SYSTEMS INC 203900105 3,889 409,357 SH DEF 2 90,100 0 319,257
203900105 0 0 SH DEF 4 0 0 0
COMMUNITY FIRST BANKSHARES 203902101 9,791 489,546 SH DEF 2 114,600 0 374,946
203902101 0 0 SH DEF 4 0 0 0
CEMIG SA -SPONS ADR 204409601 35,863 1,585,096 SH DEF 2 561,788 0 1,023,308
204409601 49,381 2,182,564 SH DEF 4 0 0 2,182,564
COMP ENERGETICA DE MINAS 204409700 122 5,384 SH DEF 2 5,384 0 0
GERAIS (CEMIG)144A ADS
204409700 460 20,314 SH DEF 4 0 0 20,314
BRASIL DISTR PAO ACU SP ADR 20440T201 0 0 SH DEF 2 0 0 0
20440T201 10 700 SH DEF 4 0 0 700
CIA CERVEJARIA BRAHMA-SP ADR 20440X103 1,812 194,600 SH DEF 2 29,200 0 165,400
20440X103 6,865 737,214 SH DEF 4 0 0 737,214
CIA VALE DO RIO DOCE SP ADR 204412100 1,598 110,224 SH DEF 2 16,539 0 93,685
SEDOL 2933900
204412100 774 53,361 SH DEF 4 0 0 53,361
CIA PARANAENSE ENERGIA-COPEL 20441B407 0 0 SH DEF 2 0 0 0
SP ADR
20441B407 3,802 506,900 SH DEF 4 0 0 506,900
MINAS BUENAVENTURA-SPON ADR 204448104 0 0 SH DEF 2 0 0 0
SEDOL 2210476
204448104 20 1,500 SH DEF 4 0 0 1,500
COMPANIA DE TELE CHILE ADS 204449300 3,464 147,000 SH DEF 2 21,600 0 125,400
204449300 9,145 388,100 SH DEF 4 0 0 388,100
COMPAQ COMPUTER CORP 204493100 20,031 632,136 SH DEF 2 414,288 0 217,848
204493100 453,917 14,324,791 SH DEF 4 0 0 14,324,791
COMPLETE BUSINESS SOLUTIONS 20452F107 2,327 118,548 SH DEF 2 41,448 0 77,100
20452F107 53,035 2,702,443 SH DEF 4 0 0 2,702,443
COMPUTER ASSOCIATES 204912109 34,540 971,249 SH DEF 2 62,502 0 908,747
204912109 536,130 15,075,710 SH DEF 4 0 0 15,075,710
COMPUTER NETWORK TECH CORP 204925101 8,583 532,300 SH DEF 2 444,300 0 88,000
204925101 5,013 310,900 SH DEF 4 0 0 310,900
COMPUTER SCIENCES CORP 205363104 151,029 2,736,650 SH DEF 2 1,539,250 0 1,197,400
205363104 286,182 5,185,638 SH DEF 4 0 0 5,185,638
COMPUTER TASK GROUP INC 205477102 8,719 407,900 SH DEF 2 92,450 0 315,450
205477102 0 0 SH DEF 4 0 0 0
COMPUWARE CORP 205638109 40,599 1,700,500 SH DEF 2 1,061,300 0 639,200
205638109 121,605 5,093,400 SH DEF 4 0 0 5,093,400
COMPX INTERNATIONAL INC 20563P101 0 0 SH DEF 2 0 0 0
20563P101 0 0 SH DEF 4 0 0 0
COMVERSE TECHNOLOGY INC 205862402 132,004 1,552,983 SH DEF 2 842,043 0 710,940
205862402 330,622 3,889,675 SH DEF 4 0 0 3,889,675
CONAGRA INC 205887102 2,157 84,400 SH DEF 2 9,100 0 75,300
205887102 293,924 11,498,252 SH DEF 4 0 0 11,498,252
CONCENTRA MANAGED CARE INC 20589T103 0 0 SH DEF 2 0 0 0
20589T103 598 41,212 SH DEF 4 0 0 41,212
COMPUTER HORIZONS CORP 205908106 0 0 SH DEF 2 1 0 -1
205908106 0 1 SH DEF 4 0 0 1
CONCORD COMMUNICATIONS INC 206186108 5,067 88,900 SH DEF 2 51,300 0 37,600
206186108 78,208 1,372,075 SH DEF 4 0 0 1,372,075
CONCORD EFS INC 206197105 4,452 161,530 SH DEF 2 53,080 0 108,450
206197105 153,851 5,581,906 SH DEF 4 0 0 5,581,906
CONCUR TECHNOLOGIES INC 206708109 9,102 201,700 SH DEF 2 139,600 0 62,100
206708109 28,091 622,518 SH DEF 4 0 0 622,518
CONECTIV INC 206829103 0 0 SH DEF 2 0 0 0
206829103 8,682 448,100 SH DEF 4 0 0 448,100
CONEXANT SYSTEMS INC 207142100 0 0 SH DEF 2 0 0 0
207142100 0 1 SH DEF 4 0 0 1
CONNECTICUT ENERGY CORP 207567108 49 2,000 SH DEF 2 0 0 2,000
207567108 5,968 246,100 SH DEF 4 0 0 246,100
CONOCO INC - CL A 208251306 64,673 2,633,016 SH DEF 2 1,348,491 0 1,284,525
208251306 414,699 16,883,400 SH DEF 4 0 0 16,883,400
CONSECO INC 208464107 1,551 50,238 SH DEF 2 0 0 50,238
208464107 0 0 SH DEF 4 0 0 0
CONSOLIDATED EDISON INC 209115104 12,506 275,995 SH DEF 2 273,345 0 2,650
209115104 327,525 7,228,145 SH DEF 4 0 0 7,228,145
CONSOLIDATED GRAPHICS INC 209341106 5,843 101,170 SH DEF 2 84,470 0 16,700
209341106 3,136 54,300 SH DEF 4 0 0 54,300
CONSOLIDATED NATURAL GAS CO 209615103 2,425 49,800 SH DEF 2 31,300 0 18,500
209615103 45,557 935,700 SH DEF 4 0 0 935,700
CONSOLIDATED STORES CORP 210149100 521 17,200 SH DEF 2 0 0 17,200
210149100 89,815 2,962,955 SH DEF 4 0 0 2,962,955
CONTINENTAL AIRLINES-CL B 210795308 2,645 69,614 SH DEF 2 46,233 0 23,381
210795308 3,833 100,878 SH DEF 4 0 0 100,878
CONVERGYS CORP 212485106 24,099 1,407,264 SH DEF 2 570,164 0 837,100
212485106 77,593 4,531,000 SH DEF 4 0 0 4,531,000
COOPER CAMERON CORP 216640102 10,539 311,100 SH DEF 2 124,600 0 186,500
216640102 31,941 942,900 SH DEF 4 0 0 942,900
COOPER INDUSTRIES INC 216669101 808 18,950 SH DEF 2 2,925 0 16,025
216669101 151,351 3,550,754 SH DEF 4 0 0 3,550,754
COOPER TIRE AND RUBBER 216831107 219 11,900 SH DEF 2 0 0 11,900
216831107 0 0 SH DEF 4 0 0 0
COORS ADOLPH CO CL B 217016104 5,649 104,610 SH DEF 2 23,300 0 81,310
217016104 0 0 SH DEF 4 0 0 0
CORDANT TECHNOLOGIES INC 218412104 12,226 307,084 SH DEF 2 115,720 0 191,364
218412104 0 0 SH DEF 4 0 0 0
CORINTHIAN COLLEGES INC 218868107 1,401 63,700 SH DEF 2 53,300 0 10,400
218868107 794 36,100 SH DEF 4 0 0 36,100
CORNERSTONE PROPERTIES INC 21922H103 0 0 SH DEF 2 0 0 0
REIT
21922H103 3,495 239,000 SH DEF 4 0 0 239,000
CORNING INC 219350105 25,599 426,650 SH DEF 2 126,820 0 299,830
219350105 117,481 1,958,020 SH DEF 4 0 0 1,958,020
CORPORATE EXPRESS INC 219888104 204 39,300 SH DEF 2 22,950 0 16,350
219888104 2,786 537,000 SH DEF 4 0 0 537,000
CORRECTIONAL PROPERTIES TRUST 22025E104 0 0 SH DEF 2 0 0 0
REIT
22025E104 1,242 82,800 SH DEF 4 0 0 82,800
CORRPRO COMPANIES INC 220317101 159 13,958 SH DEF 2 13,958 0 0
220317101 3,640 320,000 SH DEF 4 0 0 320,000
COST PLUS INC 221485105 6,915 235,396 SH DEF 2 196,647 0 38,749
221485105 3,882 132,150 SH DEF 4 0 0 132,150
COSTCO COMPANIES INC 22160Q102 464,926 5,077,691 SH DEF 2 2,661,670 0 2,416,021
22160Q102 1,898,666 20,736,289 SH DEF 4 0 0 20,736,289
COULTER PHARMACEUTICAL INC 222116105 6,990 321,400 SH DEF 2 265,600 0 55,800
222116105 42,857 1,970,430 SH DEF 4 0 0 1,970,430
COUNTRYWIDE CREDIT INDS INC 222372104 664 17,700 SH DEF 2 0 0 17,700
222372104 0 0 SH DEF 4 0 0 0
COVAD COMMUNICATIONS GROUP 222814204 776 11,800 SH DEF 2 0 0 11,800
222814204 33,961 516,516 SH DEF 4 0 0 516,516
COVENTRY HELTH CARE INC 222862104 6,428 857,000 SH DEF 2 478,200 0 378,800
222862104 0 0 SH DEF 4 0 0 0
COX COMMUNICATIONS NEW CL A 224044107 17,876 236,375 SH DEF 2 90,975 0 145,400
224044107 50,631 669,500 SH DEF 4 0 0 669,500
CRANE CO 224399105 264 10,925 SH DEF 2 0 0 10,925
224399105 0 0 SH DEF 4 0 0 0
CREDENCE SYSTEMS CORP 225302108 12,678 591,407 SH DEF 2 415,553 0 175,854
225302108 9,840 459,003 SH DEF 4 0 0 459,003
CRIIMI MAE INC REIT 226603108 896 333,400 SH DEF 2 196,200 0 137,200
226603108 0 0 SH DEF 4 0 0 0
CRITICAL PATH INC 22674V100 1,180 15,320 SH DEF 2 8,320 0 7,000
22674V100 6,736 87,480 SH DEF 4 0 0 87,480
CROWN CORK & SEAL CO INC 228255105 548 19,200 SH DEF 2 0 0 19,200
228255105 0 0 SH DEF 4 0 0 0
CROWN CRAFTS 228309100 0 0 SH DEF 2 0 0 0
228309100 0 0 SH DEF 4 0 0 0
CULLEN FROST BANKERS INC 229899109 12,162 253,711 SH DEF 2 58,780 0 194,931
229899109 0 0 SH DEF 4 0 0 0
CULP INC 230215105 3,006 517,220 SH DEF 2 270,000 0 247,220
230215105 0 0 SH DEF 4 0 0 0
CUMMINS ENGINE INC 231021106 235 6,600 SH DEF 2 0 0 6,600
231021106 0 0 SH DEF 4 0 0 0
CUMULUS MEDIA INC - CL A 231082108 7,661 652,000 SH DEF 2 543,600 0 108,400
231082108 4,465 380,000 SH DEF 4 0 0 380,000
CUNNINGHAM GRAPHICS INTL INC 231157108 3,352 255,400 SH DEF 2 213,300 0 42,100
231157108 1,874 142,800 SH DEF 4 0 0 142,800
CYPRUS AMAX MINERALS CO 232809103 173 14,300 SH DEF 2 0 0 14,300
232809103 624 51,435 SH DEF 4 0 0 51,435
CYTYC CORPORATION 232946103 0 0 SH DEF 2 0 0 0
232946103 12,237 881,955 SH DEF 4 0 0 881,955
DII GROUP INC 232949107 21,850 747,000 SH DEF 2 547,800 0 199,200
232949107 7,974 272,601 SH DEF 4 0 0 272,601
D P L INC 233293109 119 7,184 SH DEF 2 7,184 0 0
233293109 33,545 2,033,000 SH DEF 4 0 0 2,033,000
DRS TECHNOLOGIES INC 23330X100 37,288 SH DEF 2 0 0 37,288
23330X100 227,119 SH DEF 4 0 0 227,119
D.R. HORTON INC 23331A109 3,541 211,400 SH DEF 2 117,700 0 93,700
23331A109 0 0 SH DEF 4 0 0 0
DTE ENERGY CO 233331107 873 22,700 SH DEF 2 0 0 22,700
233331107 0 0 SH DEF 4 0 0 0
DT INDUSTRIES INC 23333J108 1,554 220,000 SH DEF 2 50,700 0 169,300
23333J108 0 0 SH DEF 4 0 0 0
DAISYTEK INTL CORP 234053106 4,055 243,900 SH DEF 2 136,500 0 107,400
234053106 0 0 SH DEF 4 0 0 0
DALLAS SEMICONDUCTOR 235204104 13,779 356,738 SH DEF 2 82,630 0 274,108
235204104 525 13,600 SH DEF 4 0 0 13,600
DANA CORPORATION 235811106 985 25,933 SH DEF 2 0 0 25,933
235811106 0 0 SH DEF 4 0 0 0
DANAHER CORP 235851102 30,696 587,483 SH DEF 2 214,483 0 373,000
235851102 86,474 1,655,000 SH DEF 4 0 0 1,655,000
DANIEL INDUSTRIES INC 236235107 3,087 202,395 SH DEF 2 46,940 0 155,455
236235107 0 0 SH DEF 4 0 0 0
DARDEN RESTAURANTS INC 237194105 13,105 635,400 SH DEF 2 239,200 0 396,200
237194105 37,835 1,834,400 SH DEF 4 0 0 1,834,400
DATA GENERAL CORPORATION 237688106 80 7,900 SH DEF 2 0 0 7,900
237688106 3,769 372,226 SH DEF 4 0 0 372,226
DATA PROCESSING RESOURCES 237823109 1,509 110,244 SH DEF 2 91,744 0 18,500
CORP
237823109 857 62,600 SH DEF 4 0 0 62,600
DATASCOPE CORP 238113104 2,238 82,900 SH DEF 2 67,800 0 15,100
238113104 0 0 SH DEF 4 0 0 0
DAVEL COMMUNICATIONS INC 238341101 0 0 SH DEF 2 0 0 0
238341101 0 0 SH DEF 4 0 0 0
DAYTON HUDSON CORPORATION 239753106 5,004 75,100 SH DEF 2 1,290 0 73,810
239753106 314,750 4,724,201 SH DEF 4 0 0 4,724,201
DAYTON SUPERIOR CORP 240028100 59 3,387 SH DEF 2 3,387 0 0
240028100 4,167 239,800 SH DEF 4 0 0 239,800
DECISIONONE HOLDINGS CORP 243458106 0 1 SH DEF 2 1 0 0
243458106 0 0 SH DEF 4 0 0 0
DEERE & COMPANY 244199105 13,998 362,410 SH DEF 2 364,875 0 -2,465
244199105 344,922 8,930,030 SH DEF 4 0 0 8,930,030
DEL GLOBAL TECHNOLOGIES CORP 245073101 0 0 SH DEF 2 0 0 0
245073101 0 0 SH DEF 4 0 0 0
DELL COMPUTER CORP 247025109 16,350 400,000 SH DEF 2 0 0 400,000
247025109 0 0 SH DEF 4 0 0 0
DELPHI AUTOMOTIVE SYSTEMS 247126105 4,549 256,275 SH DEF 2 221,040 0 35,235
247126105 24,292 1,368,555 SH DEF 4 0 0 1,368,555
DELTA AIR LINES INC 247361108 17,744 255,315 SH DEF 2 268,950 0 -13,635
247361108 400,640 5,764,600 SH DEF 4 0 0 5,764,600
DE LUXE CORPORATION 248019101 367 12,600 SH DEF 2 0 0 12,600
248019101 0 0 SH DEF 4 0 0 0
DENDRITE INTERNATIONAL INC 248239105 3,983 178,500 SH DEF 2 148,900 0 29,600
248239105 2,300 103,100 SH DEF 4 0 0 103,100
DENTSPLY INTERNATIONAL INC 249030107 3,260 140,200 SH DEF 2 33,350 0 106,850
249030107 0 0 SH DEF 4 0 0 0
DESCARTES SYSTEMS GROUP INC 249906108 2,872 373,581 SH DEF 2 229,181 0 144,400
249906108 3,743 486,883 SH DEF 4 0 0 486,883
DESC S.A. ADR 250309101 0 0 SH DEF 2 0 0 0
SEDOL 2270049
250309101 21 800 SH DEF 4 0 0 800
DAIMLERCHRYSLER AG 2515469A7 0 SH DEF 2 0 0 0
2515469A7 312,060 SH DEF 4 0 0 312,060
DEVELOPMENT BANK OF SINGAPOR 251594107 0 SH DEF 2 121,000 0 -121,000
251594107 1,061,500 SH DEF 4 0 0 1,061,500
DEVON ENERGY CORP 251799102 8,199 297,452 SH DEF 2 87,419 0 210,033
251799102 5,252 190,557 SH DEF 4 0 0 190,557
DEXTER CORP 252165105 0 0 SH DEF 2 0 0 0
252165105 0 0 SH DEF 4 0 0 0
DIAGNOSTIC PRODS CORP 252450101 6,390 263,522 SH DEF 2 62,480 0 201,042
252450101 0 0 SH DEF 4 0 0 0
DIAL CORP (NEW) 25247D101 26,795 779,500 SH DEF 2 311,400 0 468,100
25247D101 72,607 2,112,200 SH DEF 4 0 0 2,112,200
DIAMOND MULTIMEDIA SYSTEMS 252714100 48 7,900 SH DEF 2 7,900 0 0
252714100 2,119 346,000 SH DEF 4 0 0 346,000
DIAMOND OFFSHORE DRILLING 25271C102 1,723 54,493 SH DEF 2 32,321 0 22,173
25271C102 3,650 115,406 SH DEF 4 0 0 115,406
DILLARDS INC - CL A 254067101 424 16,700 SH DEF 2 0 0 16,700
254067101 0 0 SH DEF 4 0 0 0
DIME BANCORP INC (NEW) 25429Q102 269 11,600 SH DEF 2 11,600 0 0
25429Q102 3,246 140,000 SH DEF 4 0 0 140,000
DIMON INC 254394109 109 28,610 SH DEF 2 13,041 0 15,569
254394109 227 59,428 SH DEF 4 0 0 59,428
DISNEY WALT PRODUCTIONS INC 254687106 18,386 590,720 SH DEF 2 304,625 0 286,095
254687106 142,141 4,566,784 SH DEF 4 0 0 4,566,784
DIXIE GROUP INC 255519100 0 SH DEF 2 0 0 0
255519100 31,056 SH DEF 4 0 0 31,056
DR PEPPER BOTTLING HLDGS INC 25612T103 0 0 SH DEF 2 0 0 0
CL A
25612T103 1,740 60,000 SH DEF 4 0 0 60,000
DOLE FOOD CO 2566019A5 0 SH DEF 2 0 0 0
2566019A5 58,719 SH DEF 4 0 0 58,719
DOLLAR GENERAL CORP 256669102 1,661 48,866 SH DEF 2 13,484 0 35,382
256669102 14,071 413,851 SH DEF 4 0 0 413,851
DOLLAR TREE STORES 256747106 5,754 186,001 SH DEF 2 62,801 0 123,200
256747106 236,685 7,650,430 SH DEF 4 0 0 7,650,430
DOMINION RESOURCES INC 257470104 5,704 154,425 SH DEF 2 142,355 0 12,070
VIRGINIA
257470104 42,578 1,152,700 SH DEF 4 0 0 1,152,700
DONALDSON INC 257651109 7,063 392,386 SH DEF 2 90,330 0 302,056
257651109 0 0 SH DEF 4 0 0 0
DONALDSON LUFKIN & JENRETTE 257661108 4,025 57,700 SH DEF 2 19,200 0 38,500
257661108 82,807 1,187,200 SH DEF 4 0 0 1,187,200
DONEGAL GROUP INC 257701102 4,350 355,125 SH DEF 2 169,896 0 185,229
257701102 0 0 SH DEF 4 0 0 0
DONNELLEY R R & SONS CO 257867101 679 21,100 SH DEF 2 0 0 21,100
257867101 0 0 SH DEF 4 0 0 0
DONNKENNY INC 258006105 1,213 1,252,550 SH DEF 2 629,500 0 623,050
258006105 0 0 SH DEF 4 0 0 0
DOUBLECLICK INC 258609304 137 3,673 SH DEF 2 2,630 0 1,042
258609304 237 6,364 SH DEF 4 0 0 6,364
DOVER CORPORATION 260003108 1,151 35,000 SH DEF 2 0 0 35,000
260003108 0 0 SH DEF 4 0 0 0
DOVER DOWNS ENTERTAINMENT 260086103 2,156 139,100 SH DEF 2 77,200 0 61,900
260086103 0 0 SH DEF 4 0 0 0
DOW CHEMICAL COMPANY 260543103 12,717 136,465 SH DEF 2 113,570 0 22,895
260543103 425,271 4,563,605 SH DEF 4 0 0 4,563,605
DOW JONES & CO INC 260561105 694 14,700 SH DEF 2 0 0 14,700
260561105 0 0 SH DEF 4 0 0 0
DUPONT E I DENEMOURS & CO LTD 263534109 28,729 494,799 SH DEF 2 358,052 0 136,747
263534109 735,128 12,660,971 SH DEF 4 0 0 12,660,971
DUCKWALL-ALCO STORES INC 264142100 0 0 SH DEF 2 0 0 0
264142100 2,584 265,000 SH DEF 4 0 0 265,000
DUKE POWER COMPANY 264399106 16,507 302,196 SH DEF 2 233,600 0 68,596
264399106 617,481 11,303,999 SH DEF 4 0 0 11,303,999
DUN & BRADSTREET CORP 26483B106 923 25,900 SH DEF 2 0 0 25,900
26483B106 0 0 SH DEF 4 0 0 0
DUPONT PHOTOMASKS INC 26613X101 10,374 261,800 SH DEF 2 170,800 0 91,000
26613X101 1,981 50,000 SH DEF 4 0 0 50,000
DURA PHARMACEUTICAL INC 26632S109 0 0 SH DEF 2 0 0 0
26632S109 1,674 118,495 SH DEF 4 0 0 118,495
DYCOM INDUSTRIES INC 267475101 15,253 350,649 SH DEF 2 292,700 0 57,949
267475101 8,670 199,300 SH DEF 4 0 0 199,300
DYNEGY INC 26816L102 0 0 SH DEF 2 0 0 0
26816L102 14,334 1,019,300 SH DEF 4 0 0 1,019,300
ECI TELECOMMUNICATIONS ORD 268258100 1,358 38,800 SH DEF 2 5,600 0 33,200
268258100 585 16,700 SH DEF 4 0 0 16,700
ELECTRICIDADE DE PORTUGAL ADR 268353109 0 0 SH DEF 2 0 0 0
268353109 3,355 84,800 SH DEF 4 0 0 84,800
EEX CORPORATION 26842V207 1,433 293,867 SH DEF 2 169,567 0 124,300
26842V207 0 0 SH DEF 4 0 0 0
E G & G INC 268457108 185 7,000 SH DEF 2 0 0 7,000
268457108 0 0 SH DEF 4 0 0 0
EMC CORP 268648102 398,231 3,117,269 SH DEF 2 1,788,604 0 1,328,665
268648102 1,541,371 12,065,528 SH DEF 4 0 0 12,065,528
ENSCO INTERNATIONAL INC 26874Q100 2,601 195,400 SH DEF 2 108,400 0 87,000
26874Q100 0 0 SH DEF 4 0 0 0
ENI SPA - SPONS ADR 26874R108 0 0 SH DEF 2 0 0 0
26874R108 8,440 133,700 SH DEF 4 0 0 133,700
ESAT TELECOM GROUP PLC-ADR 26883Y102 9,498 226,819 SH DEF 2 84,700 0 142,119
26883Y102 14,777 352,872 SH DEF 4 0 0 352,872
ETEC SYSTEMS INC 26922C103 4,781 162,400 SH DEF 2 89,000 0 73,400
26922C103 0 0 SH DEF 4 0 0 0
E-TEK DYNAMICS INC 269240107 0 0 SH DEF 2 0 0 0
269240107 11,595 323,200 SH DEF 4 0 0 323,200
E*TRADE GROUP INC 269246104 6,980 119,700 SH DEF 2 53,800 0 65,900
269246104 127,998 2,195,040 SH DEF 4 0 0 2,195,040
EAGLE USA AIRFREIGHT INC 270018104 12,737 391,900 SH DEF 2 327,300 0 64,600
270018104 7,212 221,900 SH DEF 4 0 0 221,900
EARTHGRAINS 270319106 3,756 169,290 SH DEF 2 38,870 0 130,420
270319106 0 0 SH DEF 4 0 0 0
EARTHLINK NETWORK INC 270322100 0 0 SH DEF 2 0 0 0
270322100 36,483 608,050 SH DEF 4 0 0 608,050
EARTHWEB INC 27032C108 5,103 93,100 SH DEF 2 77,600 0 15,500
27032C108 24,405 445,254 SH DEF 4 0 0 445,254
EASTERN ENTERPRISES 27637F100 2,237 61,500 SH DEF 2 13,600 0 47,900
27637F100 23,847 655,600 SH DEF 4 0 0 655,600
EASTERN UTILITIES ASSOC 277173100 0 0 SH DEF 2 0 0 0
277173100 0 0 SH DEF 4 0 0 0
EASTMAN CHEMICAL CO 277432100 1,385 32,930 SH DEF 2 22,694 0 10,237
277432100 185,040 4,399,159 SH DEF 4 0 0 4,399,159
EASTMAN KODAK COMPANY 277461109 15,640 244,853 SH DEF 2 220,725 0 24,128
277461109 415,553 6,505,717 SH DEF 4 0 0 6,505,717
EATON CORPORATION 278058102 801 11,200 SH DEF 2 0 0 11,200
278058102 0 0 SH DEF 4 0 0 0
ECLIPSYS CORP 278856109 4,126 195,300 SH DEF 2 63,500 0 131,800
278856109 34,124 1,615,337 SH DEF 4 0 0 1,615,337
ECOLAB INC 278865100 721 20,300 SH DEF 2 0 0 20,300
278865100 0 0 SH DEF 4 0 0 0
EDISON INTERNATIONAL 281020107 9,925 446,045 SH DEF 2 445,600 0 445
281020107 191,019 8,585,137 SH DEF 4 0 0 8,585,137
EDUCATION MANAGEMENT CORP 28139T101 14,299 465,000 SH DEF 2 387,800 0 77,200
28139T101 84,122 2,735,676 SH DEF 4 0 0 2,735,676
EL PASO ELECTRIC COMPANY 283677854 0 0 SH DEF 2 0 0 0
283677854 0 0 SH DEF 4 0 0 0
EL PASO NATURAL GAS CO 283695872 1,806 54,312 SH DEF 2 38,429 0 15,883
283695872 7,962 239,448 SH DEF 4 0 0 239,448
EL PASO ENERGY CORPORATION 283905107 889 27,200 SH DEF 2 29,000 0 -1,800
283905107 62,007 1,896,970 SH DEF 4 0 0 1,896,970
ELAN FINANCE CORP 2841299A3 0 SH DEF 2 0 0 0
2841299A3 61,875 SH DEF 4 0 0 61,875
ELAN PLC ADR 284131208 48,633 697,246 SH DEF 2 148,983 0 548,263
284131208 699,004 10,021,562 SH DEF 4 0 0 10,021,562
ELDER-BEERMAN STORES CORP 284470101 3,554 412,100 SH DEF 2 251,000 0 161,100
284470101 0 0 SH DEF 4 0 0 0
ELECTRONIC ARTS 285512109 11,429 240,621 SH DEF 2 76,021 0 164,600
285512109 399,811 8,417,069 SH DEF 4 0 0 8,417,069
ELECTRONIC DATA SYSTEMS CORP 285661104 27,323 561,200 SH DEF 2 2,400 0 558,800
285661104 275,822 5,665,154 SH DEF 4 0 0 5,665,154
QUITANE-SPONSORED ADR 286269105 3,394 50,415 SH DEF 2 23,400 0 27,015
286269105 207,578 3,083,800 SH DEF 4 0 0 3,083,800
EMBRATEL PARTICIPACOES SA ADR 29081N100 1,376 82,440 SH DEF 2 16,920 0 65,520
29081N100 11,179 669,900 SH DEF 4 0 0 669,900
EMERSON ELECTRIC CO 291011104 14,572 275,265 SH DEF 2 231,175 0 44,090
291011104 489,027 9,237,817 SH DEF 4 0 0 9,237,817
EMULEX CORP 292475209 9,768 296,000 SH DEF 2 205,400 0 90,600
292475209 4,628 140,250 SH DEF 4 0 0 140,250
ENDESA SP ADR 29258N107 363 14,574 SH DEF 2 14,574 0 0
29258N107 22,139 890,000 SH DEF 4 0 0 890,000
ENERGEN CORP 29265N108 0 0 SH DEF 2 0 0 0
29265N108 14,449 967,300 SH DEF 4 0 0 967,300
ENERGY EAST CORPORATION 29266M109 7,038 133,900 SH DEF 2 79,100 0 54,800
29266M109 26,055 495,700 SH DEF 4 0 0 495,700
ENERSIS S A ADR 29274F104 2,019 75,300 SH DEF 2 11,500 0 63,800
29274F104 952 35,500 SH DEF 4 0 0 35,500
ENGELHARD CORP 292845104 382 22,550 SH DEF 2 0 0 22,550
292845104 0 0 SH DEF 4 0 0 0
ENESCO GROUP INC 292973104 0 0 SH DEF 2 0 0 0
292973104 0 0 SH DEF 4 0 0 0
ENHANCE FINANCIAL SERVICES 293310108 12,813 563,198 SH DEF 2 130,440 0 432,758
293310108 0 0 SH DEF 4 0 0 0
ENRON CORP 293561106 72,942 1,135,280 SH DEF 2 660,055 0 475,225
293561106 225,127 3,503,920 SH DEF 4 0 0 3,503,920
ENTERCOM COMM.CORP. 293639100 13,291 375,725 SH DEF 2 168,400 0 207,325
293639100 117,304 3,316,017 SH DEF 4 0 0 3,316,017
ENTERGY CORP 29364G103 12,753 463,748 SH DEF 2 484,551 0 -20,803
29364G103 407,806 14,829,301 SH DEF 4 0 0 14,829,301
ENTRUST TECHNOLOGIES INC 293848107 9,308 275,794 SH DEF 2 62,454 0 213,340
293848107 181,257 5,370,565 SH DEF 4 0 0 5,370,565
ENVIRONMENTAL ELEMENTS CORP 293940102 0 0 SH DEF 2 0 0 0
293940102 0 0 SH DEF 4 0 0 0
EPITOPE INC 294261102 101 20,116 SH DEF 2 20,116 0 0
294261102 4,800 960,000 SH DEF 4 0 0 960,000
EQUIFAX INC 294429105 794 23,100 SH DEF 2 0 0 23,100
294429105 0 0 SH DEF 4 0 0 0
EQUITABLE COS INC 29444G107 4,870 69,572 SH DEF 2 101,870 0 -32,298
29444G107 306,332 4,376,177 SH DEF 4 0 0 4,376,177
EQUITABLE RESOURCES INC 294549100 258 9,900 SH DEF 2 0 0 9,900
294549100 4,431 170,000 SH DEF 4 0 0 170,000
EQUITY OFFICE PROPERTIES TR 294741103 0 0 SH DEF 2 0 0 0
294741103 13,205 519,111 SH DEF 4 0 0 519,111
EQUITY RESIDENTIAL PPTYS TR 29476L107 4,379 106,158 SH DEF 2 86,443 0 19,715
REIT
29476L107 214,783 5,206,869 SH DEF 4 0 0 5,206,869
ETHAN ALLEN INC 297602104 5,517 132,745 SH DEF 2 31,150 0 101,595
297602104 0 0 SH DEF 4 0 0 0
EVEREN CAPITAL CORP 299761106 8,308 424,680 SH DEF 2 98,600 0 326,080
299761106 0 0 SH DEF 4 0 0 0
EXCEL LEGACY CORP REIT 300665106 0 0 SH DEF 2 0 0 0
300665106 0 0 SH DEF 4 0 0 0
EXCHANGE APPLICATIONS INC 300867108 7,893 314,150 SH DEF 2 228,950 0 85,200
300867108 4,037 160,681 SH DEF 4 0 0 160,681
EXIDE CORP 302051107 665 59,774 SH DEF 2 10,176 0 49,598
302051107 6,298 566,121 SH DEF 4 0 0 566,121
EXODUS COMMUNICATIONS INC 302088109 9,025 67,100 SH DEF 2 47,600 0 19,500
302088109 41,332 307,300 SH DEF 4 0 0 307,300
EXPEDITORS INTL WASH INC 302130109 9,754 180,630 SH DEF 2 150,360 0 30,270
302130109 5,388 99,780 SH DEF 4 0 0 99,780
EXPRESS SCRIPTS INC CL A 302182100 0 0 SH DEF 2 0 0 0
302182100 14,352 167,000 SH DEF 4 0 0 167,000
EXTENDED STAY AMERICA INC 30224P101 4,706 461,900 SH DEF 2 151,400 0 310,500
30224P101 114,476 11,236,878 SH DEF 4 0 0 11,236,878
EXXON CORPORATION 302290101 191,984 2,720,764 SH DEF 2 1,632,650 0 1,088,114
302290101 1,277,554 18,105,277 SH DEF 4 0 0 18,105,277
FBL FINL GROUP INC 30239F106 3,259 183,600 SH DEF 2 108,100 0 75,500
30239F106 0 0 SH DEF 4 0 0 0
FMC CORP 302491303 257 5,200 SH DEF 2 0 0 5,200
302491303 0 0 SH DEF 4 0 0 0
FPL GROUP INC 302571104 1,512 28,400 SH DEF 2 0 0 28,400
302571104 29,889 561,300 SH DEF 4 0 0 561,300
FVC.COM INC 30266P100 863 67,700 SH DEF 2 56,700 0 11,000
30266P100 536 42,000 SH DEF 4 0 0 42,000
F.Y.I. INC 302712104 5,086 158,938 SH DEF 2 132,838 0 26,100
302712104 2,886 90,200 SH DEF 4 0 0 90,200
FACTSET RESEARCH SYSTEMS INC 303075105 0 0 SH DEF 2 0 0 0
303075105 2,163 50,000 SH DEF 4 0 0 50,000
FAIR ISSAC & COMPANY INC 303250104 8,458 228,204 SH DEF 2 53,100 0 175,104
303250104 0 0 SH DEF 4 0 0 0
FALCON PRODUCTS INC 306075102 2,862 401,650 SH DEF 2 203,905 0 197,745
306075102 0 0 SH DEF 4 0 0 0
FAMILY DOLLAR STORES INC 307000109 38,786 1,686,351 SH DEF 2 658,450 0 1,027,901
307000109 107,875 4,690,200 SH DEF 4 0 0 4,690,200
FDX CORPORATION 31304N107 105,121 1,132,620 SH DEF 2 690,150 0 442,470
31304N107 246,936 2,660,585 SH DEF 4 0 0 2,660,585
FREDDIE MAC 313400301 135,623 2,374,150 SH DEF 2 1,441,950 0 932,200
313400301 193,426 3,386,013 SH DEF 4 0 0 3,386,013
FEDERAL-MOGUL CORP 313549107 0 0 SH DEF 2 0 0 0
313549107 2,211 51,416 SH DEF 4 0 0 51,416
FANNIE MAE 313586109 39,571 571,425 SH DEF 2 334,630 0 236,795
313586109 629,049 9,083,733 SH DEF 4 0 0 9,083,733
FEDERAL REALTY INVT TRUST 313747206 0 0 SH DEF 2 0 0 0
REIT
313747206 0 0 SH DEF 4 0 0 0
FEDERATED DEPT STORES 31410H101 14,346 357,535 SH DEF 2 366,075 0 -8,540
31410H101 510,375 12,719,617 SH DEF 4 0 0 12,719,617
FEDERATED INVESTORS INC 314211103 93 5,132 SH DEF 2 5,132 0 0
314211103 5,165 284,000 SH DEF 4 0 0 284,000
FERRO CORP 315405100 6,605 266,888 SH DEF 2 61,800 0 205,088
315405100 0 0 SH DEF 4 0 0 0
FIFTH THIRD BANCORP 316773100 112,232 1,702,100 SH DEF 2 1,006,350 0 695,750
316773100 452,803 6,867,155 SH DEF 4 0 0 6,867,155
FILENET CORP 316869106 4,491 641,600 SH DEF 2 356,000 0 285,600
316869106 0 0 SH DEF 4 0 0 0
FINANCIAL FEDERAL CORP 317492106 0 0 SH DEF 2 0 0 0
317492106 1,349 71,000 SH DEF 4 0 0 71,000
FINOVA GROUP INC 317928109 39,604 763,458 SH DEF 2 317,637 0 445,821
317928109 196,937 3,796,369 SH DEF 4 0 0 3,796,369
FIRST ALLIANCE CORP 317936102 2,973 820,100 SH DEF 2 437,750 0 382,350
317936102 0 0 SH DEF 4 0 0 0
FIRST AMERICAN CORP TENN 318900107 18 500 SH DEF 2 400 0 100
318900107 26,281 712,700 SH DEF 4 0 0 712,700
FIRST DATA CORP 319963104 2,971 69,500 SH DEF 2 0 0 69,500
319963104 0 0 SH DEF 4 0 0 0
FIRST MIDWEST BANCORP DEL 320867104 1,524 40,100 SH DEF 2 22,200 0 17,900
320867104 0 0 SH DEF 4 0 0 0
FIRST UNION CORP 337358105 9,156 171,334 SH DEF 2 15,045 0 156,289
337358105 192,978 3,611,280 SH DEF 4 0 0 3,611,280
FIRSTCITY FINANCIAL CORP 33761X107 1,812 182,300 SH DEF 2 95,200 0 87,100
33761X107 0 0 SH DEF 4 0 0 0
FIRSTPLUS FINANCIAL GROUP 33763B103 2 3,767 SH DEF 2 2,220 0 1,547
33763B103 3 5,170 SH DEF 4 0 0 5,170
FIRSTAR CORPORATION 33763V109 266,450 2,977,090 SH DEF 2 1,445,264 0 1,531,826
33763V109 491,333 5,489,759 SH DEF 4 0 0 5,489,759
FISERV INC 337738108 34,044 634,850 SH DEF 2 243,348 0 391,502
337738108 97,289 1,814,250 SH DEF 4 0 0 1,814,250
FIRSTENERGY CORP 337932107 4,001 143,200 SH DEF 2 0 0 143,200
337932107 15,765 564,300 SH DEF 4 0 0 564,300
FITZGERALD GAMING 3382719E1 0 0 SH DEF 2 0 0 0
3382719E1 196 392,628 SH DEF 4 0 0 392,628
FLEET FINANCIAL GROUP INC 338915101 12,110 321,848 SH DEF 2 263,625 0 58,223
338915101 284,238 7,554,494 SH DEF 4 0 0 7,554,494
FLEETWOOD ENTERPRISES INC 339099103 1,414 49,411 SH DEF 2 29,824 0 19,587
339099103 311 10,877 SH DEF 4 0 0 10,877
FLORIDA PANTHERS HOLDINGS - 3410649A3 0 0 SH DEF 2 0 0 0
PRIV PLACEMENT
3410649A3 4,824 622,500 SH DEF 4 0 0 622,500
FLORIDA PROGRESS CORP 341109106 12,246 324,400 SH DEF 2 147,900 0 176,500
341109106 36,602 969,600 SH DEF 4 0 0 969,600
FLOWERS INDS INC 343496105 22,557 916,000 SH DEF 2 356,100 0 559,900
343496105 63,072 2,561,300 SH DEF 4 0 0 2,561,300
FLOWSERVE CORPORATION 34354P105 0 0 SH DEF 2 0 0 0
34354P105 0 0 SH DEF 4 0 0 0
FLUOR CORPORATION 343861100 329 12,200 SH DEF 2 0 0 12,200
343861100 0 0 SH DEF 4 0 0 0
FOMENTO MEXICANO SPONS ADR 344419106 32,054 1,036,103 SH DEF 2 276,370 0 759,733
SEDOL 2246039
344419106 4,503 145,552 SH DEF 4 0 0 145,552
FORCENERGY INC 345206106 129 187,500 SH DEF 2 114,600 0 72,900
345206106 0 0 SH DEF 4 0 0 0
FORD MOTOR COMPANY 345370100 26,768 471,690 SH DEF 2 318,241 0 153,449
345370100 740,915 13,055,766 SH DEF 4 0 0 13,055,766
FORT JAMES CORPORATION 347471104 1,166 36,800 SH DEF 2 0 0 36,800
347471104 104,688 3,303,762 SH DEF 4 0 0 3,303,762
FORTRESS GROUP INC 34956K108 54 26,890 SH DEF 2 26,890 0 0
34956K108 360 180,000 SH DEF 4 0 0 180,000
FORTUNE BRANDS INC 349631101 2,770 71,600 SH DEF 2 47,100 0 24,500
349631101 53,545 1,384,050 SH DEF 4 0 0 1,384,050
FOSTER WHEELER CORPORATION 350244109 78 6,400 SH DEF 2 0 0 6,400
350244109 0 0 SH DEF 4 0 0 0
FOUNDATION HEALTH SYSTEMS-A 350404109 175 14,369 SH DEF 2 14,369 0 0
350404109 7,220 592,400 SH DEF 4 0 0 592,400
FOUR SEASONS HOTEL 35100E104 2,814 67,400 SH DEF 2 7,200 0 60,200
35100E104 85,435 2,046,350 SH DEF 4 0 0 2,046,350
4FRONT TECHNOLOGIES INC 351042106 73 6,876 SH DEF 2 6,876 0 0
351042106 5,809 550,000 SH DEF 4 0 0 550,000
FRANKLIN RESOURCES INC 354613101 1,117 39,700 SH DEF 2 0 0 39,700
354613101 0 0 SH DEF 4 0 0 0
FREDS INC CL A 356108100 2,922 265,595 SH DEF 2 63,200 0 202,395
356108100 0 0 SH DEF 4 0 0 0
FREEDOM SECURITIES CORP 35644K103 3,702 232,300 SH DEF 2 53,450 0 178,850
35644K103 0 0 SH DEF 4 0 0 0
FREEPORT-MCMORAN COPPER & 35671D105 34 3,300 SH DEF 2 2,425 0 875
GOLD CL A
35671D105 52,014 5,074,572 SH DEF 4 0 0 5,074,572
FREEPORT-MCMORAN COPPER 35671D857 307 28,200 SH DEF 2 1,675 0 26,525
35671D857 34,234 3,147,994 SH DEF 4 0 0 3,147,994
FREMONT GENERAL CORP 357288109 6,691 351,008 SH DEF 2 86,478 0 264,530
357288109 3,290 172,600 SH DEF 4 0 0 172,600
FRENCH FRAGRANCES INC 357658103 33 5,825 SH DEF 2 0 0 5,825
357658103 1,348 234,500 SH DEF 4 0 0 234,500
FRONTIER CORP 35906P105 26,521 511,250 SH DEF 2 175,600 0 335,650
35906P105 139,995 2,698,700 SH DEF 4 0 0 2,698,700
FULLER H B CO 359694106 10,215 173,320 SH DEF 2 38,230 0 135,090
359694106 0 0 SH DEF 4 0 0 0
FURNITURE BRANDS INTL INC 360921100 26,849 1,213,500 SH DEF 2 477,100 0 736,400
360921100 73,904 3,340,300 SH DEF 4 0 0 3,340,300
FURON COMPANY 361106107 3,026 239,700 SH DEF 2 133,000 0 106,700
361106107 0 0 SH DEF 4 0 0 0
GATX CORP 361448103 514 15,600 SH DEF 2 15,600 0 0
361448103 19,492 591,800 SH DEF 4 0 0 591,800
GST TELECOMMUNICATIONS INC 361942105 0 0 SH DEF 2 0 0 0
361942105 1,306 119,400 SH DEF 4 0 0 119,400
GP STRATEGIES CORP 36225V104 3,804 214,300 SH DEF 2 178,900 0 35,400
36225V104 2,261 127,400 SH DEF 4 0 0 127,400
GPU INC 36225X100 750 20,100 SH DEF 2 0 0 20,100
36225X100 11,089 297,200 SH DEF 4 0 0 297,200
GTE 362320103 23,830 393,877 SH DEF 2 256,842 0 137,035
362320103 596,469 9,858,991 SH DEF 4 0 0 9,858,991
GT INTERACTIVE SOFTWARE CORP 36236E109 3,392 733,400 SH DEF 2 426,500 0 306,900
36236E109 0 0 SH DEF 4 0 0 0
GABLES RESIDENTIAL TRUST REIT 362418105 0 0 SH DEF 2 0 0 0
362418105 0 0 SH DEF 4 0 0 0
GALILEO INTERNATIONAL INC 363547100 11,992 247,900 SH DEF 2 700 0 247,200
363547100 74,599 1,542,100 SH DEF 4 0 0 1,542,100
GALLAGHER ARTHUR J & CO 363576109 3,604 78,345 SH DEF 2 18,390 0 59,955
363576109 0 0 SH DEF 4 0 0 0
GANNETT INCORPORATED 364730101 2,785 44,200 SH DEF 2 0 0 44,200
364730101 0 0 SH DEF 4 0 0 0
GAP INC 364760108 156,624 2,326,825 SH DEF 2 1,346,950 0 979,875
364760108 331,062 4,918,280 SH DEF 4 0 0 4,918,280
GARDNER DENVER MACHINERY INC 365558105 6,226 392,200 SH DEF 2 218,300 0 173,900
365558105 0 0 SH DEF 4 0 0 0
GASONICS INTL CORP 367278108 3,141 285,500 SH DEF 2 136,800 0 148,700
367278108 168 15,300 SH DEF 4 0 0 15,300
GATEWAY 2000 INC 367833100 2,246 32,758 SH DEF 2 8,058 0 24,700
367833100 153,753 2,242,520 SH DEF 4 0 0 2,242,520
GELTEX PHARMACEUTICALS INC 368538104 0 0 SH DEF 2 0 0 0
368538104 1,828 130,000 SH DEF 4 0 0 130,000
GENCORP INC 368682100 15,601 866,695 SH DEF 2 288,000 0 578,695
368682100 0 0 SH DEF 4 0 0 0
GENENTECH INC-SPECIAL COMMON 368710307 34,023 383,900 SH DEF 2 188,200 0 195,700
368710307 290,528 3,278,173 SH DEF 4 0 0 3,278,173
GENERAL BINDING CORP 369154109 3,583 138,136 SH DEF 2 31,600 0 106,536
369154109 0 0 SH DEF 4 0 0 0
GENERAL CABLE CORP 369300108 10,070 953,372 SH DEF 2 327,680 0 625,692
369300108 0 0 SH DEF 4 0 0 0
GENERAL DYNAMICS CORPORATION 369550108 1,279 19,900 SH DEF 2 0 0 19,900
369550108 3,855 60,000 SH DEF 4 0 0 60,000
GENERAL ELECTRIC COMPANY 369604103 637,659 5,764,146 SH DEF 2 3,079,001 0 2,685,145
369604103 2,595,708 23,464,028 SH DEF 4 0 0 23,464,028
GENERAL INSTRUMENT CORP 370120107 65,681 2,166,800 SH DEF 2 1,312,000 0 854,800
370120107 135,612 4,473,800 SH DEF 4 0 0 4,473,800
GENERAL MILLS INC 370334104 11,307 149,635 SH DEF 2 143,037 0 6,598
370334104 172,697 2,285,487 SH DEF 4 0 0 2,285,487
GENERAL MOTORS CORPORATION 370442105 31,323 360,558 SH DEF 2 290,885 0 69,673
370442105 695,178 8,002,045 SH DEF 4 0 0 8,002,045
GENESEE & WYOMING IN CL A 371559105 1,744 163,200 SH DEF 2 90,600 0 72,600
371559105 0 0 SH DEF 4 0 0 0
GENESIS MICROCHIP INC 371933102 855 36,000 SH DEF 2 0 0 36,000
371933102 13,371 563,004 SH DEF 4 0 0 563,004
GENLYTE GROUPINC 372302109 0 0 SH DEF 2 0 0 0
372302109 0 0 SH DEF 4 0 0 0
GENRAD INC 372447102 6,122 425,850 SH DEF 2 239,050 0 186,800
372447102 0 0 SH DEF 4 0 0 0
GENUINE PARTS COMPANY 372460105 814 28,250 SH DEF 2 0 0 28,250
372460105 0 0 SH DEF 4 0 0 0
GENZYME TRANSGENICS CORP 37246E105 0 0 SH DEF 2 0 0 0
37246E105 0 0 SH DEF 4 0 0 0
GENZYME CORP 372917104 98 1,950 SH DEF 2 1,950 0 0
372917104 9,286 184,110 SH DEF 4 0 0 184,110
GENZYME-MOLECULAR ONCOLOGY 372917500 0 0 SH DEF 2 0 0 0
372917500 41 10,914 SH DEF 4 0 0 10,914
GEORGIA PACIFIC CORP 373298108 1,025 13,800 SH DEF 2 0 0 13,800
373298108 4,247 57,200 SH DEF 4 0 0 57,200
GEOTEL COMMUNICATIONS CORP 373656107 18,323 399,404 SH DEF 2 262,278 0 137,126
373656107 86,641 1,888,627 SH DEF 4 0 0 1,888,627
GERBER SCIENTIFIC INC 373730100 5,251 260,100 SH DEF 2 72,200 0 187,900
373730100 0 0 SH DEF 4 0 0 0
GILAT SATELLITE NETWORKS LTD 3752559A6 721 12,010 SH DEF 2 5,952 0 6,057
3752559A6 1,890 31,500 SH DEF 4 0 0 31,500
GILLETTE COMPANY THE 375766102 10,336 173,900 SH DEF 2 0 0 173,900
375766102 2,556 43,000 SH DEF 4 0 0 43,000
GILMAN & CIOCIA INC 375908100 3,319 265,500 SH DEF 2 220,700 0 44,800
375908100 1,840 147,200 SH DEF 4 0 0 147,200
GLATFELTER PH CO 377316104 3,547 317,038 SH DEF 2 75,760 0 241,278
377316104 0 0 SH DEF 4 0 0 0
GLEASON CORP 377339106 3,923 231,630 SH DEF 2 53,220 0 178,410
377339106 0 0 SH DEF 4 0 0 0
GLAXO WELLCOME PLC SPONS ADR 37733W105 0 0 SH DEF 2 0 0 0
37733W105 74,609 1,114,600 SH DEF 4 0 0 1,114,600
GLENBOROUGH REALTY TRUST INC 37803P105 0 0 SH DEF 2 0 0 0
REIT
37803P105 1,936 113,900 SH DEF 4 0 0 113,900
GLOBAL IMAGING SYSTEMS INC 37934A100 2,567 192,800 SH DEF 2 160,900 0 31,900
37934A100 1,463 109,900 SH DEF 4 0 0 109,900
GLOBALSTAR TELECOM WARR 144A 379364128 34 755 SH DEF 2 0 0 755
2/15/04
379364128 4 85 SH DEF 4 0 0 85
GLOBAL TELESYSTEMS GROUP INC 37936U104 8,553 152,900 SH DEF 2 49,000 0 103,900
37936U104 254,202 4,544,392 SH DEF 4 0 0 4,544,392
GLOBAL VACATION GROUP 37937F106 3,805 320,400 SH DEF 2 267,100 0 53,300
37937F106 2,212 186,300 SH DEF 4 0 0 186,300
GLOBIX CORPORATION 37957F101 6,907 185,100 SH DEF 2 154,200 0 30,900
37957F101 4,075 109,200 SH DEF 4 0 0 109,200
GOLDEN BOOKS FAMILY ENTMNT 380804104 0 0 SH DEF 2 0 0 0
380804104 83 230,772 SH DEF 4 0 0 230,772
GOLDEN ST BANCORP INC 381197102 0 0 SH DEF 2 0 0 0
381197102 0 0 SH DEF 4 0 0 0
GOLDEN WEST FINANCIAL CORP 381317106 850 8,900 SH DEF 2 0 0 8,900
DEL
381317106 0 0 SH DEF 4 0 0 0
GOOD GUYS INC 382091106 1,316 339,500 SH DEF 2 188,900 0 150,600
382091106 0 0 SH DEF 4 0 0 0
GOODRICH B F CO 382388106 408 11,900 SH DEF 2 0 0 11,900
382388106 0 0 SH DEF 4 0 0 0
GOODYEAR TIRE & RUBBER CO 382550101 1,215 24,400 SH DEF 2 0 0 24,400
382550101 0 0 SH DEF 4 0 0 0
W.R. GRACE & CO 38388F108 143 11,800 SH DEF 2 0 0 11,800
38388F108 1,175 96,900 SH DEF 4 0 0 96,900
W W GRAINGER 384802104 642 14,900 SH DEF 2 0 0 14,900
384802104 0 0 SH DEF 4 0 0 0
GRANITE CONSTUCTION INC 387328107 0 0 SH DEF 2 0 0 0
387328107 0 0 SH DEF 4 0 0 0
GREAT ATLANTIC & PAC TEA INC 390064103 183 6,100 SH DEF 2 0 0 6,100
390064103 0 0 SH DEF 4 0 0 0
GREAT LAKES CHEMICAL CORP 390568103 342 9,300 SH DEF 2 0 0 9,300
390568103 1,128 30,700 SH DEF 4 0 0 30,700
GREENPOINT FINANACIAL CORP 395384100 32,525 935,970 SH DEF 2 382,830 0 553,140
395384100 87,507 2,518,200 SH DEF 4 0 0 2,518,200
GROUP MAINTERNANCE AMERICA 39943E107 163 14,369 SH DEF 2 14,369 0 0
CORP
39943E107 1,557 136,900 SH DEF 4 0 0 136,900
GROUPE DANONE SP ADR 399449107 0 0 SH DEF 2 0 0 0
399449107 12,354 247,700 SH DEF 4 0 0 247,700
CGI GROUP INC 39945C109 574 26,300 SH DEF 2 0 0 26,300
39945C109 0 0 SH DEF 4 0 0 0
GRUPO IMSA SA SPON ADR 40048T106 2,184 138,100 SH DEF 2 21,000 0 117,100
40048T106 1,021 64,600 SH DEF 4 0 0 64,600
GRUPO TELEVISA SA DE CV GDR 40049J206 54,080 1,723,674 SH DEF 2 549,926 0 1,173,748
REP ADR
40049J206 48,081 1,532,451 SH DEF 4 0 0 1,532,451
GUCCI GROUP NV-NY REG SHRS 401566104 89,472 1,111,451 SH DEF 2 436,763 0 674,688
401566104 195,819 2,432,528 SH DEF 4 0 0 2,432,528
GUIDANT CORP 401698105 115,888 1,915,500 SH DEF 2 1,038,100 0 877,400
401698105 290,219 4,797,000 SH DEF 4 0 0 4,797,000
GUILFORD PHARMACEUTICALS INC 401829106 0 0 SH DEF 2 0 0 0
401829106 6,926 608,900 SH DEF 4 0 0 608,900
GUITAR CENTER INC 402040109 6,562 321,100 SH DEF 2 270,000 0 51,100
402040109 53,037 2,595,088 SH DEF 4 0 0 2,595,088
GULFMARK OFFSHORE INC 402629109 2,151 180,200 SH DEF 2 87,700 0 92,500
402629109 0 0 SH DEF 4 0 0 0
GYMBOREE CORP 403777105 1,971 220,500 SH DEF 2 122,600 0 97,900
403777105 0 0 SH DEF 4 0 0 0
HMT TECHNOLOGY CORP 403917107 0 0 SH DEF 2 0 0 0
403917107 1,267 362,105 SH DEF 4 0 0 362,105
HCR MANOR CARE 404134108 399 17,500 SH DEF 2 0 0 17,500
404134108 0 0 SH DEF 4 0 0 0
HNC SOFTWARE 40425P107 0 0 SH DEF 2 0 0 0
40425P107 913 27,875 SH DEF 4 0 0 27,875
HUBCO INC 404382103 10,650 317,305 SH DEF 2 74,066 0 243,239
404382103 2,064 61,487 SH DEF 4 0 0 61,487
SABANCI HOLDINGS 144A ADR 40450N100 87 14,790 SH DEF 2 69,710 0 -54,920
40450N100 1,189 202,370 SH DEF 4 0 0 202,370
SABANCI HOLDINGS REGS ADR 40450N209 2,494 424,430 SH DEF 2 0 0 424,430
40450N209 0 0 SH DEF 4 0 0 0
HADCO CORP 404681108 13,221 419,700 SH DEF 2 296,100 0 123,600
404681108 4,070 129,200 SH DEF 4 0 0 129,200
HAEMONETICS CORP MASS 405024100 5,806 370,100 SH DEF 2 209,700 0 160,400
405024100 0 0 SH DEF 4 0 0 0
HAIN FOOD GROUP INC 405219106 3,277 198,600 SH DEF 2 165,500 0 33,100
405219106 1,964 119,000 SH DEF 4 0 0 119,000
HALLIBURTON CO 406216101 31,050 806,500 SH DEF 2 475,270 0 331,230
406216101 374,956 9,739,105 SH DEF 4 0 0 9,739,105
HAMBRECHT & QUIST GROUP INC 406545103 0 0 SH DEF 2 0 0 0
406545103 3,261 94,000 SH DEF 4 0 0 94,000
HANNA M A CO 410522106 13,181 1,028,723 SH DEF 2 378,550 0 650,173
410522106 0 0 SH DEF 4 0 0 0
HANNAFORD BROTHERS CO 410550107 0 0 SH DEF 2 0 0 0
410550107 0 0 SH DEF 4 0 0 0
HANOVER CAPITAL MORTGAGE HLD 410761100 40 8,929 SH DEF 2 8,929 0 0
410761100 1,236 278,600 SH DEF 4 0 0 278,600
HARCOURT GENERAL INC 41163G101 9,221 208,100 SH DEF 2 900 0 207,200
41163G101 47,113 1,063,200 SH DEF 4 0 0 1,063,200
HARMAN INTERNATIONAL 413086109 0 0 SH DEF 2 0 0 0
413086109 0 0 SH DEF 4 0 0 0
HARMONIC LIGHTWAVES INC 413160102 10,191 368,900 SH DEF 2 306,100 0 62,800
413160102 14,234 515,260 SH DEF 4 0 0 515,260
HARNISCHFEGER INDS INC 413345109 45 7,900 SH DEF 2 0 0 7,900
413345109 0 0 SH DEF 4 0 0 0
HARRAHS ENTERTAINMENT INC 413619107 4,851 254,500 SH DEF 2 76,500 0 178,000
413619107 92,703 4,863,100 SH DEF 4 0 0 4,863,100
HARRIS CORP DEL 413875105 358 12,500 SH DEF 2 0 0 12,500
413875105 0 0 SH DEF 4 0 0 0
HARSCO CORP 415864107 0 0 SH DEF 2 0 0 0
415864107 0 0 SH DEF 4 0 0 0
HARTE-HANKS INC 416196103 5,377 195,980 SH DEF 2 45,200 0 150,780
416196103 0 0 SH DEF 4 0 0 0
HARTFORD FINANCIAL SVCS GRP 416515104 3,278 57,690 SH DEF 2 20,414 0 37,276
416515104 160,581 2,826,514 SH DEF 4 0 0 2,826,514
HARTFORD LIFE - CL A 416592103 91 1,650 SH DEF 2 1,650 0 0
416592103 6,270 114,000 SH DEF 4 0 0 114,000
HASBRO INC 418056107 15,840 547,393 SH DEF 2 586,572 0 -39,180
418056107 101,503 3,507,648 SH DEF 4 0 0 3,507,648
HAWAIIAN ELEC INDS 419870100 0 0 SH DEF 2 0 0 0
419870100 5,547 158,200 SH DEF 4 0 0 158,200
HEALTHSOUTH CORP 421924101 3,175 306,013 SH DEF 2 126,742 0 179,271
421924101 21,542 2,076,319 SH DEF 4 0 0 2,076,319
HEALTH MANAGEMENT ASSOCIATES 421933102 10,548 865,493 SH DEF 2 285,101 0 580,392
421933102 232,821 19,103,262 SH DEF 4 0 0 19,103,262
HEALTHCARE REALTY TRUST INC 421946104 0 0 SH DEF 2 0 0 0
REIT
421946104 7,787 409,850 SH DEF 4 0 0 409,850
HEALTHEON CORPORATION 422209106 855 20,100 SH DEF 2 0 0 20,100
422209106 42,506 999,404 SH DEF 4 0 0 999,404
HEARST-ARGYLE TELEVISION INC 422317107 3,607 146,467 SH DEF 2 35,640 0 110,828
422317107 0 0 SH DEF 4 0 0 0
HEFTEL BROADCASTING CORP A 422799106 18,455 425,478 SH DEF 2 316,678 0 108,800
422799106 131,494 3,031,568 SH DEF 4 0 0 3,031,568
HELIG & MEYERS 422893107 3,378 651,235 SH DEF 2 154,960 0 496,275
422893107 0 0 SH DEF 4 0 0 0
HEDSTROM HOLDINGS INC 144A 422914200 13 13,342 SH DEF 2 10,310 0 3,032
422914200 280 280,221 SH DEF 4 0 0 280,221
HEINZ H J COMPANY 423074103 11,813 249,357 SH DEF 2 217,477 0 31,880
423074103 471,481 9,952,100 SH DEF 4 0 0 9,952,100
HELIX TECHNOLOGY CORP 423319102 11,667 758,800 SH DEF 2 394,000 0 364,800
423319102 3,330 216,600 SH DEF 4 0 0 216,600
HELLENIC TELECOMMUN ORG-ADR 423325307 1,311 112,133 SH DEF 2 54,343 0 57,790
423325307 11,055 945,914 SH DEF 4 0 0 945,914
HELLER FINANCIAL INC 423328103 0 0 SH DEF 2 0 0 0
423328103 1,382 58,800 SH DEF 4 0 0 58,800
HELMERICH & PAYNE INC 423452101 7,821 344,744 SH DEF 2 80,400 0 264,344
423452101 0 0 SH DEF 4 0 0 0
HENRY (JACK) & ASSOCIATES 426281101 2,892 78,700 SH DEF 2 18,790 0 59,910
426281101 0 0 SH DEF 4 0 0 0
HERCULES INCORPORATED 427056106 823 32,579 SH DEF 2 16,779 0 15,800
427056106 1,010 40,000 SH DEF 4 0 0 40,000
HERSHEY FOODS CORP 427866108 10,423 186,120 SH DEF 2 195,045 0 -8,925
427866108 34,611 618,050 SH DEF 4 0 0 618,050
HERTZ CORP-CL A 428040109 209 3,900 SH DEF 2 3,900 0 0
428040109 0 0 SH DEF 4 0 0 0
HEWLETT PACKARD CO 428236103 10,816 159,500 SH DEF 2 0 0 159,500
428236103 1,473 21,720 SH DEF 4 0 0 21,720
HI/FN INC 428358105 1,650 44,000 SH DEF 2 32,400 0 11,600
428358105 13,506 360,172 SH DEF 4 0 0 360,172
HIBBETT SPORTING GOODS INC 428565105 0 0 SH DEF 2 0 0 0
428565105 3,090 148,000 SH DEF 4 0 0 148,000
HILLENBRAND INDUSTRIES INC 431573104 125 2,700 SH DEF 2 2,700 0 0
431573104 122,513 2,652,504 SH DEF 4 0 0 2,652,504
HILTON HOTELS CORPORATION 432848109 575 40,900 SH DEF 2 0 0 40,900
432848109 0 0 SH DEF 4 0 0 0
ROCHE GS 4345429A6 3,350 275 SH DEF 2 200 0 75
SEDOL 4745772
4345429A6 6,772 556 SH DEF 4 0 0 556
HOME DEPOT 437076102 344,625 5,536,140 SH DEF 2 3,236,964 0 2,299,176
437076102 1,069,372 17,178,661 SH DEF 4 0 0 17,178,661
HOME SECURITY INTL INC 437333107 0 0 SH DEF 2 0 0 0
437333107 987 108,200 SH DEF 4 0 0 108,200
HOMESTAKE MNG CO 437614100 323 37,500 SH DEF 2 0 0 37,500
437614100 4,675 542,006 SH DEF 4 0 0 542,006
HON INDUSTRIES INC 438092108 2,628 119,800 SH DEF 2 66,400 0 53,400
438092108 0 0 SH DEF 4 0 0 0
HONEYWELL INC 438506107 1,494 19,700 SH DEF 2 0 0 19,700
438506107 0 0 SH DEF 4 0 0 0
HOUGHTON MIFFLIN CO 441560109 6,567 140,100 SH DEF 2 32,600 0 107,500
441560109 0 0 SH DEF 4 0 0 0
HOUSEHOLD INTERNATIONAL INC 441815107 3,456 75,746 SH DEF 2 0 0 75,746
441815107 0 0 SH DEF 4 0 0 0
HOUSTON INDUSTRIES - DO NOT 442161105 51 50,693 SH DEF 2 37,137 0 13,556
USE
442161105 41 40,656 SH DEF 4 0 0 40,656
HUFFY CORP 444356109 0 0 SH DEF 2 0 0 0
444356109 0 0 SH DEF 4 0 0 0
HUMANA INC 444859102 452 26,200 SH DEF 2 0 0 26,200
444859102 0 0 SH DEF 4 0 0 0
HUNTINGTON BANCSHARES 446150104 1,067 34,495 SH DEF 2 1,000 0 33,495
446150104 60,995 1,971,540 SH DEF 4 0 0 1,971,540
HUTCHINSON TECHNOLOGY INC 448407106 0 0 SH DEF 2 0 0 0
448407106 1,755 70,546 SH DEF 4 0 0 70,546
ICN PHARMACEUTICALS INC NEW 448924100 584 23,201 SH DEF 2 23,200 0 1
448924100 51,816 2,057,201 SH DEF 4 0 0 2,057,201
IDT CORP 448947101 0 0 SH DEF 2 0 0 0
448947101 9,000 500,000 SH DEF 4 0 0 500,000
HYPERION TELECOM WARRANTS 44914K116 501 9,735 SH DEF 2 4,920 0 4,815
44914K116 2,984 58,005 SH DEF 4 0 0 58,005
HYPERION SOLUTIONS CORP 44914M104 5,068 349,500 SH DEF 2 194,400 0 155,100
44914M104 322 22,180 SH DEF 4 0 0 22,180
IDX SYSTEMS CORP 449491109 0 0 SH DEF 2 0 0 0
449491109 0 0 SH DEF 4 0 0 0
IFR SYSTEMS 449507102 1,248 255,945 SH DEF 2 58,740 0 197,205
449507102 0 0 SH DEF 4 0 0 0
IGEN INTERNATIONAL INC 449536101 2,093 87,210 SH DEF 2 72,810 0 14,400
449536101 1,109 46,200 SH DEF 4 0 0 46,200
IMC GLOBAL INC 449669100 0 0 SH DEF 2 0 0 0
449669100 2,534 123,975 SH DEF 4 0 0 123,975
IMS HEALTH INC 449934108 125,597 3,791,600 SH DEF 2 2,265,300 0 1,526,300
449934108 311,799 9,412,798 SH DEF 4 0 0 9,412,798
ISS GROUP INC 450306105 3,238 40,730 SH DEF 2 8,600 0 32,130
450306105 130,083 1,636,259 SH DEF 4 0 0 1,636,259
ITT EDUCATIONAL SERVICES INC 45068B109 3,298 87,800 SH DEF 2 28,800 0 59,000
45068B109 64,082 1,706,000 SH DEF 4 0 0 1,706,000
ITT INDUSTRIES INC 450911102 577 16,300 SH DEF 2 0 0 16,300
450911102 0 0 SH DEF 4 0 0 0
IDEXX LABS INC 45168D104 15,137 632,370 SH DEF 2 241,140 0 391,230
45168D104 117,366 4,903,000 SH DEF 4 0 0 4,903,000
IKON OFFICE SOLUTIONS INC 451713101 297 23,200 SH DEF 2 0 0 23,200
451713101 0 0 SH DEF 4 0 0 0
ILLINOIS TOOL WORKS INC 452308109 3,824 61,800 SH DEF 2 23,400 0 38,400
452308109 60,844 983,330 SH DEF 4 0 0 983,330
IMATION CORPORATION 45245A107 5,714 346,300 SH DEF 2 198,200 0 148,100
45245A107 0 0 SH DEF 4 0 0 0
IMMUNEX CORP 452528102 0 0 SH DEF 2 0 0 0
452528102 18,815 226,000 SH DEF 4 0 0 226,000
IMPERIAL BANCORP 452556103 4,716 275,364 SH DEF 2 153,660 0 121,704
452556103 0 0 SH DEF 4 0 0 0
IMPATH INC 45255G101 0 0 SH DEF 2 0 0 0
45255G101 424 17,300 SH DEF 4 0 0 17,300
IMPERIAL OIL LTD 453038408 295 15,400 SH DEF 2 0 0 15,400
453038408 0 0 SH DEF 4 0 0 0
INACOM CORP 45323G109 469 60,559 SH DEF 2 43,401 0 17,158
45323G109 1,293 166,841 SH DEF 4 0 0 166,841
INCO LTD 453258402 1,100 82,667 SH DEF 2 40,000 0 42,667
453258402 1,349 101,367 SH DEF 4 0 0 101,367
INCYTE PHARMACEUTICALS INC 45337C102 0 0 SH DEF 2 0 0 0
45337C102 1,003 50,000 SH DEF 4 0 0 50,000
INDEPENDENT ENERGY HLDGS-ADR 45384X108 2,716 275,000 SH DEF 2 212,600 0 62,400
45384X108 20,579 2,083,900 SH DEF 4 0 0 2,083,900
INDIA MAGNUM FUND CLASS A 4540999B0 0 0 SH DEF 2 0 0 0
SEDOL 444665
4540999B0 143 5,412 SH DEF 4 0 0 5,412
INDIANA ENERGY INC 454707100 326 17,233 SH DEF 2 0 0 17,233
454707100 2,878 151,999 SH DEF 4 0 0 151,999
INFINITY BROADCATING CL A 45662S102 24,578 954,500 SH DEF 2 158,900 0 795,600
45662S102 378,887 14,714,044 SH DEF 4 0 0 14,714,044
INFORMATION ADVANTAGE INC 45669P101 3,221 486,200 SH DEF 2 405,700 0 80,500
45669P101 8,041 1,213,800 SH DEF 4 0 0 1,213,800
INFOSYS TECHNOLOGIES-SP ADR 456788108 1,615 37,450 SH DEF 2 1,000 0 36,450
456788108 160 3,700 SH DEF 4 0 0 3,700
INFOSEEK CORP 45678M107 19,835 268,042 SH DEF 2 101,262 0 166,780
45678M107 214,837 2,903,196 SH DEF 4 0 0 2,903,196
INFOSPACE.COM INC 45678T102 0 0 SH DEF 2 0 0 0
45678T102 12,208 137,750 SH DEF 4 0 0 137,750
INGERSOLL-RAND COMPANY 456866102 1,278 25,750 SH DEF 2 0 0 25,750
456866102 5,844 117,755 SH DEF 4 0 0 117,755
INGRAM MICRO INC CL A 457153104 0 0 SH DEF 2 0 0 0
457153104 0 0 SH DEF 4 0 0 0
INHALE THERAPEUTIC SYSTEMS 457191104 0 0 SH DEF 2 0 0 0
INC
457191104 32,243 1,188,700 SH DEF 4 0 0 1,188,700
INKTOMI CORP 457277101 3,782 44,100 SH DEF 2 9,200 0 34,900
457277101 83,528 974,083 SH DEF 4 0 0 974,083
INSIGHT ENTERPRISES INC 45765U103 0 0 SH DEF 2 0 0 0
45765U103 0 0 SH DEF 4 0 0 0
INSITUFORM TECHNOLOGIES INC 457667103 0 0 SH DEF 2 0 0 0
CL A
457667103 1,355 77,400 SH DEF 4 0 0 77,400
INSO CORPORATION 457674109 0 0 SH DEF 2 0 0 0
457674109 2,274 86,210 SH DEF 4 0 0 86,210
INNKEEPERS USA TRUST REIT 4576J0104 71 7,600 SH DEF 2 7,600 0 0
4576J0104 2,098 225,300 SH DEF 4 0 0 225,300
INSPIRE INSURANCE SOLUTIONS 457732105 0 0 SH DEF 2 0 0 0
457732105 2,143 112,800 SH DEF 4 0 0 112,800
INTEGRAMED AMERICA INC 45810N302 0 0 SH DEF 2 0 0 0
45810N302 0 0 SH DEF 4 0 0 0
INTEGRATED DEVICE TECHNOLOGY 458118106 827 152,976 SH DEF 2 88,453 0 64,523
458118106 7,227 1,336,715 SH DEF 4 0 0 1,336,715
INTEGRATED ELECTRICAL SVCS 45811E103 0 0 SH DEF 2 0 0 0
45811E103 280 17,500 SH DEF 4 0 0 17,500
INTEGRATED HEALTH SERVICES 45812C106 8,577 1,559,455 SH DEF 2 560,236 0 999,219
INC
45812C106 798 145,031 SH DEF 4 0 0 145,031
INTEGRATED PROCESS EQUIPMENT 45812K108 0 0 SH DEF 2 0 0 0
45812K108 734 81,538 SH DEF 4 0 0 81,538
INTEGRATED TECHNOLOGY USA 45813T116 4 23,300 SH DEF 2 23,300 0 0
WARRANTS
45813T116 0 0 SH DEF 4 0 0 0
INTEL CORPORATION 458140100 475,872 4,003,128 SH DEF 2 2,101,328 0 1,901,800
458140100 812,309 6,833,300 SH DEF 4 0 0 6,833,300
INTELCOM GROUP WARRANTS 144A 45814F115 958 47,886 SH DEF 2 7,000 0 40,886
45814F115 11,582 579,081 SH DEF 4 0 0 579,081
INTER-TEL INC 458372109 0 0 SH DEF 2 0 0 0
458372109 389 25,000 SH DEF 4 0 0 25,000
INTERIM SERVICES INC 45868P100 2,015 134,300 SH DEF 2 44,600 0 89,700
45868P100 42,912 2,860,800 SH DEF 4 0 0 2,860,800
INTERMEDIA COMMUNICATIONS INC 458801107 7,707 289,476 SH DEF 2 172,076 0 117,400
458801107 148,776 5,587,814 SH DEF 4 0 0 5,587,814
INTERMEDIA COMMUNICATIONS 458801115 353 3,910 SH DEF 2 2,000 0 1,910
WARRANTS P/P
458801115 3,591 39,789 SH DEF 4 0 0 39,789
INTERMET CORP 45881K104 2,910 217,600 SH DEF 2 120,700 0 96,900
45881K104 0 0 SH DEF 4 0 0 0
INTERNATIONAL BUSINESS 459200101 433,612 2,446,329 SH DEF 2 1,301,586 0 1,144,743
MACHINES CORP
459200101 1,661,835 9,375,656 SH DEF 4 0 0 9,375,656
INTERNATIONAL FLAVORS & 459506101 624 16,600 SH DEF 2 0 0 16,600
FRAGRANCES INC
459506101 0 0 SH DEF 4 0 0 0
INTERNATIONAL HOME FOODS INC 459655106 0 0 SH DEF 2 0 0 0
459655106 1,044 65,000 SH DEF 4 0 0 65,000
INTL INTEGRATION INC 459698106 0 0 SH DEF 2 0 0 0
459698106 63 1,981 SH DEF 4 0 0 1,981
INTL LOTTERY & TOTALIZATOR 459824207 0 0 SH DEF 2 0 0 0
459824207 0 0 SH DEF 4 0 0 0
INTERNATIONAL MULTIFOODS CORP 460043102 14,226 610,235 SH DEF 2 219,150 0 391,085
460043102 0 0 SH DEF 4 0 0 0
INTERNATIONAL NETWORK 460053101 6,064 86,700 SH DEF 2 28,700 0 58,000
SERVICES
460053101 96,923 1,385,845 SH DEF 4 0 0 1,385,845
INTERNATIONAL PAPER CO 460146103 5,705 135,239 SH DEF 2 60,080 0 75,159
460146103 10,428 247,185 SH DEF 4 0 0 247,185
INTERNATIONAL RECTIFIER CORP 460254105 3,707 529,500 SH DEF 2 300,200 0 229,300
460254105 0 0 SH DEF 4 0 0 0
INTL SPEEDWAY CORP-CL A 460335201 4,542 86,100 SH DEF 2 28,500 0 57,600
460335201 83,131 1,575,945 SH DEF 4 0 0 1,575,945
INTERPUBLIC GROUP COS INC 460690100 216,242 2,776,780 SH DEF 2 1,734,093 0 1,042,687
460690100 395,347 5,076,693 SH DEF 4 0 0 5,076,693
INTERPUBLIC GROUP P/P 144A CV 460690AD2 1,250 11,003 SH DEF 2 8,152 0 2,851
5 1/4 09/16/2004
460690AD2 9,473 83,368 SH DEF 4 0 0 83,368
INTERSTATE BAKERIES 46072H108 1,310 60,756 SH DEF 2 43,220 0 17,537
46072H108 2,442 113,268 SH DEF 4 0 0 113,268
INTERTAN INC 461120107 0 0 SH DEF 2 0 0 0
461120107 0 0 SH DEF 4 0 0 0
INTEVAC INC 461148108 93,818 SH DEF 2 47,515 0 46,303
461148108 364,121 SH DEF 4 0 0 364,121
INTIMATE BRANDS INC 461156101 647 13,445 SH DEF 2 13,445 0 0
461156101 28,788 598,200 SH DEF 4 0 0 598,200
INTRAWARE INC 46118M103 1,771 44,200 SH DEF 2 9,800 0 34,400
46118M103 16,746 418,005 SH DEF 4 0 0 418,005
INTUIT INC 461202103 52,508 516,050 SH DEF 2 203,100 0 312,950
461202103 462,374 4,544,213 SH DEF 4 0 0 4,544,213
INVACARE CORPORATION 461203101 7,303 300,399 SH DEF 2 70,380 0 230,019
461203101 0 0 SH DEF 4 0 0 0
INVITROGEN CORP 46185R100 0 0 SH DEF 2 0 0 0
46185R100 2,844 220,900 SH DEF 4 0 0 220,900
IONA TECHNOLOGIES PLC-ADR 46206P109 0 0 SH DEF 2 0 0 0
46206P109 6,898 227,100 SH DEF 4 0 0 227,100
IPALCO ENTERPRISES INC 462613100 7,715 351,700 SH DEF 2 127,300 0 224,400
462613100 22,065 1,005,800 SH DEF 4 0 0 1,005,800
IRWIN FINANCIAL CORP 464119106 0 0 SH DEF 2 0 0 0
464119106 0 0 SH DEF 4 0 0 0
ISLE OF CAPRIS CASINOS INC 464592104 0 0 SH DEF 2 1 0 -1
464592104 1,825 400,001 SH DEF 4 0 0 400,001
ISPAT INTL NV-NY REG SHS 464899103 3 400 SH DEF 2 0 0 400
SEDOL 2042550
464899103 324 43,600 SH DEF 4 0 0 43,600
I2 TECHNOLOGIES INC 465754109 2,255 84,800 SH DEF 2 21,400 0 63,400
465754109 43,268 1,627,000 SH DEF 4 0 0 1,627,000
IVEX PACKAGING CORP 465855104 3,675 242,000 SH DEF 2 134,700 0 107,300
465855104 0 0 SH DEF 4 0 0 0
IVILLAGE INC 46588H105 0 0 SH DEF 2 0 0 0
46588H105 6,829 67,950 SH DEF 4 0 0 67,950
JPM COMPANY 465933109 0 0 SH DEF 2 0 0 0
465933109 67 6,200 SH DEF 4 0 0 6,200
JDA SOFTWARE GROUP INC 46612K108 3,741 503,000 SH DEF 2 279,100 0 223,900
46612K108 0 0 SH DEF 4 0 0 0
JLK DIRECT DISTRIBUTION-CL A 46621C105 2,763 294,700 SH DEF 2 163,100 0 131,600
46621C105 0 0 SH DEF 4 0 0 0
JABIL CIRCUIT INC 466313103 45,421 1,121,500 SH DEF 2 464,900 0 656,600
466313103 214,225 5,289,507 SH DEF 4 0 0 5,289,507
JACOR COMMUNICATIONS INC 469858401 2,072 27,267 SH DEF 2 14,418 0 12,849
469858401 6,527 85,879 SH DEF 4 0 0 85,879
JEFFBANKS INC 472317106 4,739 227,000 SH DEF 2 126,300 0 100,700
472317106 0 0 SH DEF 4 0 0 0
JEFFERSON PILOT CORP 475070108 1,126 16,625 SH DEF 2 0 0 16,625
475070108 0 0 SH DEF 4 0 0 0
JO-ANN STORES INC-CL A 47758P109 0 0 SH DEF 2 0 0 0
47758P109 3,084 224,300 SH DEF 4 0 0 224,300
JOHNSON & JOHNSON 478160104 19,796 211,300 SH DEF 2 0 0 211,300
478160104 86,146 919,500 SH DEF 4 0 0 919,500
JOHNSON CONTROLS INC 478366107 830 13,300 SH DEF 2 0 0 13,300
478366107 0 0 SH DEF 4 0 0 0
JOHNSON WORLDWIDE INDUSTRIES 479254104 0 0 SH DEF 2 0 0 0
CL A
479254104 0 0 SH DEF 4 0 0 0
JONES INTERCABLE INC 480206200 21,434 543,500 SH DEF 2 453,700 0 89,800
480206200 12,009 304,500 SH DEF 4 0 0 304,500
JONES PHARMA INC 480236108 3,793 109,150 SH DEF 2 45,650 0 63,500
480236108 42,235 1,215,400 SH DEF 4 0 0 1,215,400
JOSTEN INC 481088102 117 5,500 SH DEF 2 0 0 5,500
481088102 0 0 SH DEF 4 0 0 0
JOURNAL REGISTER CO 481138105 0 0 SH DEF 2 0 0 0
481138105 2,622 218,500 SH DEF 4 0 0 218,500
KLA-TENCOR CORPORATION 482480100 19,357 398,606 SH DEF 2 155,616 0 242,990
482480100 168,134 3,462,210 SH DEF 4 0 0 3,462,210
K MART CORPORATION 482584109 13,896 826,534 SH DEF 2 805,434 0 21,100
482584109 516,138 30,699,677 SH DEF 4 0 0 30,699,677
K N ENERGY INC 482620101 615 30,832 SH DEF 2 22,082 0 8,750
482620101 17,957 900,681 SH DEF 4 0 0 900,681
KTI INC 482689205 1,392 135,000 SH DEF 2 112,700 0 22,300
482689205 783 75,900 SH DEF 4 0 0 75,900
K2 INC 482732104 1,857 235,776 SH DEF 2 55,040 0 180,736
482732104 0 0 SH DEF 4 0 0 0
KAUFMAN & BROAD HOME CORP 486168107 171 7,600 SH DEF 2 0 0 7,600
486168107 0 0 SH DEF 4 0 0 0
KAYDON CORP 486587108 5,910 204,217 SH DEF 2 46,980 0 157,237
486587108 0 0 SH DEF 4 0 0 0
KELLOGG COMPANY 487836108 7,797 230,595 SH DEF 2 189,765 0 40,830
487836108 228,877 6,769,016 SH DEF 4 0 0 6,769,016
KELLEY OIL & GAS CORP 487906109 0 0 SH DEF 2 0 0 0
487906109 0 0 SH DEF 4 0 0 0
KELLSTROM INDS INC 488035106 0 SH DEF 2 0 0 0
488035106 38,462 SH DEF 4 0 0 38,462
KELLWOOD CO 488044108 145 6,568 SH DEF 2 6,568 0 0
488044108 2,809 127,300 SH DEF 4 0 0 127,300
KENDLE INTERNATIONAL INC 48880L107 1,093 54,300 SH DEF 2 44,900 0 9,400
48880L107 580 28,800 SH DEF 4 0 0 28,800
KENNAMETAL INC 489170100 0 0 SH DEF 2 0 0 0
489170100 0 0 SH DEF 4 0 0 0
KENT ELECTRONICS CORP 490553104 6,295 633,411 SH DEF 2 356,715 0 276,695
490553104 3,711 373,390 SH DEF 4 0 0 373,390
KERR-MCGEE CORP 492386107 1,077 32,815 SH DEF 2 0 0 32,815
492386107 1,801 54,900 SH DEF 4 0 0 54,900
KEYCORP 493267108 2,298 75,808 SH DEF 2 4,821 0 70,987
493267108 171,706 5,664,531 SH DEF 4 0 0 5,664,531
KEYSPAN ENERGY CORP 49337K106 440 17,500 SH DEF 2 0 0 17,500
49337K106 15,738 626,400 SH DEF 4 0 0 626,400
KEYSTONE CONS IND INC 493422109 0 0 SH DEF 2 0 0 0
493422109 0 0 SH DEF 4 0 0 0
KIMBERLY CLARK CORP 494368103 14,967 312,224 SH DEF 2 254,645 0 57,579
494368103 357,651 7,460,787 SH DEF 4 0 0 7,460,787
KING WORLD PRODTNS INC 495667107 342 11,200 SH DEF 2 0 0 11,200
495667107 0 0 SH DEF 4 0 0 0
KINROSS GOLD CORP 496902107 262 99,726 SH DEF 2 42,448 0 57,278
496902107 1,484 565,165 SH DEF 4 0 0 565,165
KNIGHT RIDDER NEWSPAPERS INC 499040103 615 12,300 SH DEF 2 0 0 12,300
499040103 0 0 SH DEF 4 0 0 0
KOGER EQUITY INC 500228101 0 0 SH DEF 2 0 0 0
500228101 0 0 SH DEF 4 0 0 0
KOHLS CORP 500255104 24,891 351,200 SH DEF 2 146,000 0 205,200
500255104 657,033 9,270,309 SH DEF 4 0 0 9,270,309
KOREA ELECTRIC POWER CO ADR 500631106 41,827 3,296,700 SH DEF 2 889,100 0 2,407,600
500631106 3,889 306,496 SH DEF 4 0 0 306,496
KORN/FERRY INTERNATIONAL 500643200 43 3,300 SH DEF 2 3,300 0 0
500643200 5,872 447,400 SH DEF 4 0 0 447,400
KROGER CO 501044101 153,612 2,565,550 SH DEF 2 1,451,450 0 1,114,100
501044101 589,655 9,848,095 SH DEF 4 0 0 9,848,095
LCA-VISION INC 501803209 0 0 SH DEF 2 0 0 0
501803209 0 0 SH DEF 4 0 0 0
LNR PROPERTY CORP 501940100 7,776 393,704 SH DEF 2 91,830 0 301,874
501940100 0 0 SH DEF 4 0 0 0
LL & E ROYALTY TRUST UNIT BEN 502003106 0 0 SH DEF 2 0 0 0
INT
502003106 0 0 SH DEF 4 0 0 0
LSI LOGIC CORP 502161102 14,817 475,090 SH DEF 2 174,934 0 300,156
502161102 48,504 1,555,251 SH DEF 4 0 0 1,555,251
LTC PROPERTIES INC REIT 502175102 0 0 SH DEF 2 0 0 0
502175102 0 0 SH DEF 4 0 0 0
LTC HEALTHCARE INC 50217R104 0 1 SH DEF 2 1 0 0
50217R104 0 0 SH DEF 4 0 0 0
L-3 COMMUNICATIONS CORP 502424104 0 0 SH DEF 2 0 0 0
502424104 1,101 23,800 SH DEF 4 0 0 23,800
LACLEDE GAS CO 505588103 0 0 SH DEF 2 0 0 0
505588103 4,841 231,200 SH DEF 4 0 0 231,200
LADY LUCK GAMING CORP 505820308 0 0 SH DEF 2 0 0 0
505820308 499 99,890 SH DEF 4 0 0 99,890
LAIDLAW INC 50730K503 301 51,700 SH DEF 2 0 0 51,700
50730K503 0 0 SH DEF 4 0 0 0
LAM RESEARCH CORP 512807108 6,349 218,931 SH DEF 2 120,184 0 98,747
512807108 11,702 403,534 SH DEF 4 0 0 403,534
LAMAR ADVERTISING CO 512815101 17,768 523,538 SH DEF 2 323,201 0 200,337
512815101 236,137 6,957,999 SH DEF 4 0 0 6,957,999
LANCASTER COLONY CORPORATION 513847103 5,501 206,600 SH DEF 2 47,700 0 158,900
513847103 0 0 SH DEF 4 0 0 0
LANCE INC 514606102 3,528 217,100 SH DEF 2 49,900 0 167,200
514606102 0 0 SH DEF 4 0 0 0
LANDAUER INC 51476K103 4,901 203,155 SH DEF 2 48,780 0 154,375
51476K103 0 0 SH DEF 4 0 0 0
LASON HOLDINGS INC 51808R107 14,078 250,279 SH DEF 2 180,879 0 69,400
51808R107 61,430 1,092,090 SH DEF 4 0 0 1,092,090
ESTEE LAUDER COMPANIES 518439104 193,902 2,051,872 SH DEF 2 1,170,733 0 881,139
518439104 463,684 4,906,705 SH DEF 4 0 0 4,906,705
LAWTER INTERNATIONAL INC 520786104 5,497 785,300 SH DEF 2 181,240 0 604,060
520786104 0 0 SH DEF 4 0 0 0
LEAR CORPORATION 521865105 11,906 278,900 SH DEF 2 168,600 0 110,300
521865105 67,301 1,576,600 SH DEF 4 0 0 1,576,600
LEE ENTERPRISES 523768109 8,024 276,687 SH DEF 2 63,840 0 212,847
523768109 0 0 SH DEF 4 0 0 0
LEGATO SYSTEMS INC 524651106 22,591 437,605 SH DEF 2 154,800 0 282,805
524651106 197,625 3,828,095 SH DEF 4 0 0 3,828,095
LEGG MASON INC 524901105 6,148 182,492 SH DEF 2 43,132 0 139,360
524901105 1,213 36,000 SH DEF 4 0 0 36,000
LEHMAN BROTHERS HOLDING INC 524908100 19,271 322,525 SH DEF 2 350,840 0 -28,315
524908100 275,557 4,611,838 SH DEF 4 0 0 4,611,838
OCBC WARRANTS-LEHMAN 52518V396 468 88,300 SH DEF 2 75,700 0 12,600
52518V396 570 107,600 SH DEF 4 0 0 107,600
LENNAR CORP 526057104 11,341 506,864 SH DEF 2 178,460 0 328,404
526057104 926 41,400 SH DEF 4 0 0 41,400
LERNOUT & HAUSPIE SPEECH PRO 5267739A6 2,878 SH DEF 2 0 0 2,878
5267739A6 0 SH DEF 4 0 0 0
LESCO INC 526872106 3,903 262,400 SH DEF 2 133,500 0 128,900
526872106 0 0 SH DEF 4 0 0 0
LEVEL ONE COMMUNICATIONS INC 527295109 627 12,900 SH DEF 2 8,513 0 4,388
527295109 1,038 21,338 SH DEF 4 0 0 21,338
LEXINGTON CORPORATE PPTYS TR 529043101 0 0 SH DEF 2 0 0 0
529043101 268 24,100 SH DEF 4 0 0 24,100
LEXMARK INTL GRP INC CLA 529771107 44,164 395,200 SH DEF 2 154,300 0 240,900
529771107 123,685 1,106,800 SH DEF 4 0 0 1,106,800
AP LIFE TECHNOLOGIES INC 532177201 0 0 SH DEF 2 0 0 0
532177201 0 0 SH DEF 4 0 0 0
LIFECORE BIOMEDICAL INC 532187101 0 0 SH DEF 2 0 0 0
532187101 8,313 956,835 SH DEF 4 0 0 956,835
LILLY ELI & CO 532457108 176,682 2,081,670 SH DEF 2 1,155,070 0 926,600
532457108 470,447 5,542,827 SH DEF 4 0 0 5,542,827
AP LIMITED INC 532716107 1,568 39,574 SH DEF 2 4,105 0 35,469
532716107 7,608 192,000 SH DEF 4 0 0 192,000
LINCARE HOLDINGS INC 532791100 6,100 216,900 SH DEF 2 72,000 0 144,900
532791100 125,918 4,477,100 SH DEF 4 0 0 4,477,100
LINCOLN ELECTRIC HOLDINGS 533900106 4,066 218,300 SH DEF 2 120,700 0 97,600
533900106 0 0 SH DEF 4 0 0 0
LINCOLN NATIONAL CORP 534187109 6,392 64,648 SH DEF 2 38,720 0 25,928
534187109 304,041 3,075,000 SH DEF 4 0 0 3,075,000
LINCOLN NATL SER D 7.08 MMP 534187505 0 SH DEF 2 0 0 0
PCT 7.080
534187505 10,766 SH DEF 4 0 0 10,766
LINEAR TECHNOLOGY CORP 535678106 38,321 747,736 SH DEF 2 285,036 0 462,700
535678106 782,733 15,272,836 SH DEF 4 0 0 15,272,836
LINENS N THINGS 535679104 47,234 1,040,975 SH DEF 2 572,600 0 468,375
535679104 168,767 3,719,382 SH DEF 4 0 0 3,719,382
LITTELFUSE INC 537008104 6,014 327,300 SH DEF 2 179,100 0 148,200
537008104 0 0 SH DEF 4 0 0 0
LIZ CLAIBORNE 539320101 330 10,100 SH DEF 2 0 0 10,100
539320101 0 0 SH DEF 4 0 0 0
LOCKHEED MARTIN CORPORATION 539830109 2,318 61,500 SH DEF 2 0 0 61,500
539830109 0 0 SH DEF 4 0 0 0
LOEWS CORP 540424108 3,394 45,476 SH DEF 2 23,064 0 22,413
540424108 4,762 63,809 SH DEF 4 0 0 63,809
LOEWEN GROUP INC 54042L100 0 0 SH DEF 2 0 0 0
54042L100 0 0 SH DEF 4 0 0 0
LOMAK PETROLEUM INC 541509303 104 104,104 SH DEF 2 68,052 0 36,052
541509303 696 696,091 SH DEF 4 0 0 696,091
LONE STAR STEAKHOUSE & SALOON 542307103 4,213 411,000 SH DEF 2 210,300 0 200,700
542307103 0 0 SH DEF 4 0 0 0
LONE STAR TECHNOLOGIES 542312103 14 1,100 SH DEF 2 1,100 0 0
542312103 7,679 614,300 SH DEF 4 0 0 614,300
LONG BEACH FINANCIAL CORP 542446109 6,257 650,055 SH DEF 2 356,355 0 293,700
542446109 5,369 557,800 SH DEF 4 0 0 557,800
LONGS DRUG STORES INC 543162101 5,331 175,153 SH DEF 2 39,880 0 135,273
543162101 0 0 SH DEF 4 0 0 0
LONGVIEW FIBRE CO 543213102 212 18,300 SH DEF 2 0 0 18,300
543213102 0 0 SH DEF 4 0 0 0
LOUISIANA PACIFIC CORPORATION 546347105 317 17,000 SH DEF 2 0 0 17,000
546347105 0 0 SH DEF 4 0 0 0
LOWES COMPANIES INC 548661107 55,953 924,842 SH DEF 2 200,742 0 724,100
548661107 248,718 4,111,046 SH DEF 4 0 0 4,111,046
LUBYS INC 549282101 8,164 483,815 SH DEF 2 112,180 0 371,635
549282101 0 0 SH DEF 4 0 0 0
LUCENT TECHNOLOGIES INC 549463107 555,265 5,153,268 SH DEF 2 2,845,420 0 2,307,848
549463107 1,004,349 9,321,100 SH DEF 4 0 0 9,321,100
LUXOTTICA GROUP S P A ADR 55068R202 115 8,900 SH DEF 2 8,900 0 0
55068R202 80,367 6,242,090 SH DEF 4 0 0 6,242,090
LYCOS INC 550818108 10,278 119,424 SH DEF 2 45,474 0 73,950
550818108 124,377 1,445,190 SH DEF 4 0 0 1,445,190
M & T BANK CORPORATION 55261F104 17,053 35,602 SH DEF 2 14,026 0 21,576
55261F104 46,354 96,773 SH DEF 4 0 0 96,773
MBIA INC 55262C100 911 15,700 SH DEF 2 0 0 15,700
55262C100 0 0 SH DEF 4 0 0 0
MBNA CORP 55262L100 163,571 6,851,159 SH DEF 2 3,775,803 0 3,075,357
55262L100 253,699 10,626,152 SH DEF 4 0 0 10,626,152
MB FINANCIAL INC 55263D107 0 0 SH DEF 2 0 0 0
55263D107 0 0 SH DEF 4 0 0 0
MCN ENERGY GROUP INC 55267J100 173 10,776 SH DEF 2 10,776 0 0
55267J100 17,176 1,069,300 SH DEF 4 0 0 1,069,300
MCI WORLDCOM INC 55268B106 634,510 7,164,543 SH DEF 2 3,672,800 0 3,491,743
55268B106 1,312,382 14,818,711 SH DEF 4 0 0 14,818,711
MGIC INVESTMENTS 552848103 603 17,200 SH DEF 2 0 0 17,200
552848103 0 0 SH DEF 4 0 0 0
MKS INSTRUMENTS INC 55306N104 340 25,400 SH DEF 2 0 0 25,400
55306N104 1,725 129,000 SH DEF 4 0 0 129,000
MMI COMPANIES INC 553087107 3,872 251,835 SH DEF 2 58,960 0 192,875
553087107 2,002 130,200 SH DEF 4 0 0 130,200
MTS SYSTEMS CORP 553777103 7,189 709,982 SH DEF 2 162,980 0 547,002
553777103 0 0 SH DEF 4 0 0 0
MACDERMID INC 554273102 268 7,900 SH DEF 2 7,900 0 0
554273102 4,582 135,000 SH DEF 4 0 0 135,000
MACROMEDIA INC 556100105 13,879 306,306 SH DEF 2 107,553 0 198,753
556100105 151,151 3,335,742 SH DEF 4 0 0 3,335,742
MAGNA INTL INC CL A 559222401 3,254 53,345 SH DEF 2 36,948 0 16,397
559222401 3,448 56,526 SH DEF 4 0 0 56,526
MAGYAR TAVKOZLESI RT SP ADR 559776109 1,875 70,100 SH DEF 2 10,700 0 59,400
559776109 819 30,600 SH DEF 4 0 0 30,600
MAIL-WELL INC 560321200 0 0 SH DEF 2 0 0 0
560321200 7,054 527,369 SH DEF 4 0 0 527,369
MALAN REALTY INVESTORS INC 561063108 0 0 SH DEF 2 0 0 0
REIT
561063108 4,673 332,333 SH DEF 4 0 0 332,333
MALLINCKRODT INC 561232109 309 11,600 SH DEF 2 0 0 11,600
561232109 20,065 753,600 SH DEF 4 0 0 753,600
MARCUS CORP 566330106 4,754 396,164 SH DEF 2 93,585 0 302,579
566330106 0 0 SH DEF 4 0 0 0
MARK IV INDUSTRIES INC 570387100 0 0 SH DEF 2 0 0 0
570387100 1,288 99,048 SH DEF 4 0 0 99,048
MARKET FACTS INC 570559104 6,479 294,500 SH DEF 2 245,700 0 48,800
570559104 3,582 162,800 SH DEF 4 0 0 162,800
MARKETWATCH.COM INC 570619106 0 0 SH DEF 2 0 0 0
570619106 14,665 198,507 SH DEF 4 0 0 198,507
MARSH & MCLENNAN COS INC 571748102 2,993 40,350 SH DEF 2 0 0 40,350
571748102 0 0 SH DEF 4 0 0 0
MARRIOTT INTERNATIONAL CL A 571903202 1,288 38,300 SH DEF 2 0 0 38,300
571903202 0 0 SH DEF 4 0 0 0
MARSHALL INDUSTRIES 572393106 1,860 137,810 SH DEF 2 32,460 0 105,350
572393106 0 0 SH DEF 4 0 0 0
MARTEK BIOSCIENCES CORP 572901106 0 0 SH DEF 2 0 0 0
572901106 0 0 SH DEF 4 0 0 0
MASCO CORP 574599106 1,503 53,200 SH DEF 2 0 0 53,200
574599106 0 0 SH DEF 4 0 0 0
MASCOTECH INC 574670105 0 0 SH DEF 2 0 0 0
574670105 2,250 145,161 SH DEF 4 0 0 145,161
MASTECH CORPORATION 57632N105 1,333 102,550 SH DEF 2 34,350 0 68,200
57632N105 16,905 1,300,400 SH DEF 4 0 0 1,300,400
MATERIAL SCIENCES CORP 576674105 0 0 SH DEF 2 0 0 0
576674105 0 0 SH DEF 4 0 0 0
MATEWAN BANCSHARES INC 576703102 45,797 SH DEF 2 32,274 0 13,523
576703102 82,862 SH DEF 4 0 0 82,862
MATTEL INC 577081102 1,403 56,414 SH DEF 2 10,240 0 46,174
577081102 288,906 11,614,315 SH DEF 4 0 0 11,614,315
MAXTOR CORP 577729205 8,529 1,207,600 SH DEF 2 482,700 0 724,900
577729205 22,883 3,240,000 SH DEF 4 0 0 3,240,000
MAXIM GROUP INC (THE) 57772J104 4,114 484,000 SH DEF 2 270,300 0 213,700
57772J104 0 0 SH DEF 4 0 0 0
MAXIM INTEGRATED PRODS INC 57772K101 35,466 655,270 SH DEF 2 250,470 0 404,800
57772K101 657,791 12,153,182 SH DEF 4 0 0 12,153,182
MAXIM PHARMACEUTICALS INC 57772M107 55 4,926 SH DEF 2 4,926 0 0
57772M107 1,610 143,100 SH DEF 4 0 0 143,100
MAY & SPEH INC 577777105 104 6,285 SH DEF 2 6,285 0 0
577777105 0 0 SH DEF 4 0 0 0
MAY DEPARTMENT STORES CO 577778103 2,336 59,700 SH DEF 2 4,388 0 55,313
577778103 284,835 7,280,138 SH DEF 4 0 0 7,280,138
MAYTAG CO 578592107 851 14,100 SH DEF 2 0 0 14,100
578592107 0 0 SH DEF 4 0 0 0
MCCLATCHY COMPANY-CL A 579489105 8,567 255,250 SH DEF 2 58,560 0 196,690
579489105 0 0 SH DEF 4 0 0 0
MCDERMOTT INTERNATIONAL 580037109 235 9,300 SH DEF 2 0 0 9,300
580037109 0 0 SH DEF 4 0 0 0
MCDONALDS CORPORATION 580135101 9,733 214,800 SH DEF 2 0 0 214,800
580135101 6,511 143,700 SH DEF 4 0 0 143,700
MCGRAW HILL COMPANIES INC 580645109 82,461 1,513,046 SH DEF 2 588,176 0 924,870
580645109 574,881 10,548,270 SH DEF 4 0 0 10,548,270
MCKESSON CORP 581557105 1,488 17,568 SH DEF 2 12,363 0 5,205
581557105 1,445 17,058 SH DEF 4 0 0 17,058
MCKESSON HBOC INC 58155Q103 25,757 390,264 SH DEF 2 16,193 0 374,071
58155Q103 239,428 3,627,696 SH DEF 4 0 0 3,627,696
MCLEOD INC 582266102 12,888 306,850 SH DEF 2 95,150 0 211,700
582266102 308,259 7,339,507 SH DEF 4 0 0 7,339,507
MCWHORTER TECHNOLOGIES 582803102 3,017 221,400 SH DEF 2 117,900 0 103,500
582803102 0 0 SH DEF 4 0 0 0
MEAD CORPORATION 582834107 769 25,000 SH DEF 2 8,900 0 16,100
582834107 12,414 403,700 SH DEF 4 0 0 403,700
MEDAPHIS CORP 584028104 1,301 533,800 SH DEF 2 320,300 0 213,500
584028104 0 0 SH DEF 4 0 0 0
MEDE AMERICA CORP 584067102 4,100 206,311 SH DEF 2 171,911 0 34,400
584067102 2,368 119,121 SH DEF 4 0 0 119,121
MEDIAONE GROUP INC 58440J104 223,051 3,512,609 SH DEF 2 1,310,935 0 2,201,674
58440J104 950,299 14,965,331 SH DEF 4 0 0 14,965,331
MEDICAL MANAGER CORP 58461C103 5,048 218,300 SH DEF 2 182,400 0 35,900
58461C103 11,891 514,200 SH DEF 4 0 0 514,200
MEDICIS PHARMACEUTICAL CL A 584690309 15,245 508,171 SH DEF 2 351,722 0 156,449
584690309 93,252 3,108,395 SH DEF 4 0 0 3,108,395
MEDIMMUNE INC 584699102 0 0 SH DEF 2 0 0 0
584699102 27,102 457,900 SH DEF 4 0 0 457,900
MEDQUIST INC 584949101 11,952 398,400 SH DEF 2 332,000 0 66,400
584949101 34,606 1,153,548 SH DEF 4 0 0 1,153,548
MEDITRUST CORP - PAIRED STOCK 58501T306 0 0 SH DEF 2 0 0 0
REIT
58501T306 1,493 120,000 SH DEF 4 0 0 120,000
MEDPARTNERS INC 58503X107 127 26,704 SH DEF 2 0 0 26,704
58503X107 141 29,659 SH DEF 4 0 0 29,659
MEDTRONIC INC 585055106 7,125 99,305 SH DEF 2 7,601 0 91,703
585055106 390,305 5,439,785 SH DEF 4 0 0 5,439,785
MELLON BANK CORP 585509102 2,878 40,900 SH DEF 2 0 0 40,900
585509102 0 0 SH DEF 4 0 0 0
MEMBERWORKS INC 586002107 9,291 256,300 SH DEF 2 214,150 0 42,150
586002107 18,327 505,577 SH DEF 4 0 0 505,577
THE MENS WEARHOUSE INC 587118100 151 5,234 SH DEF 2 5,234 0 0
587118100 9,278 321,300 SH DEF 4 0 0 321,300
MENTOR CORP MINN 587188103 11,635 792,187 SH DEF 2 260,430 0 531,757
587188103 0 0 SH DEF 4 0 0 0
MENTOR GRAPHICS CORP 587200106 8,046 596,000 SH DEF 2 331,800 0 264,200
587200106 0 0 SH DEF 4 0 0 0
MERCANTILE BANCORPORATION INC 587342106 13,215 278,221 SH DEF 2 289,292 0 -11,071
587342106 289,523 6,095,223 SH DEF 4 0 0 6,095,223
MERCK & CO INC 589331107 361,607 4,509,519 SH DEF 2 2,450,893 0 2,058,626
589331107 2,327,871 29,030,344 SH DEF 4 0 0 29,030,344
MEREDITH CORP 589433101 261 8,300 SH DEF 2 0 0 8,300
589433101 0 0 SH DEF 4 0 0 0
MERIDIAN DIAGNOSTICS INC 589602101 4,123 659,720 SH DEF 2 152,620 0 507,100
589602101 0 0 SH DEF 4 0 0 0
MERITOR AUTOMOTIVE INC 59000G100 0 0 SH DEF 2 0 0 0
59000G100 0 1 SH DEF 4 0 0 1
MERRILL LYNCH COMPANY INC 590188108 121,021 1,368,435 SH DEF 2 871,110 0 497,325
590188108 916,323 10,361,245 SH DEF 4 0 0 10,361,245
MESA AIR GROUP INC 590479101 0 0 SH DEF 2 0 0 0
590479101 0 0 SH DEF 4 0 0 0
MESABA HOLDINGS INC 59066B102 6,785 506,100 SH DEF 2 423,200 0 82,900
59066B102 3,766 280,900 SH DEF 4 0 0 280,900
METALS USA INC 591324108 0 0 SH DEF 2 0 0 0
591324108 2,275 260,000 SH DEF 4 0 0 260,000
METAMOR WORLDWIDE INC 59133P100 2,872 205,141 SH DEF 2 129,716 0 75,425
59133P100 28,838 2,059,859 SH DEF 4 0 0 2,059,859
METHODE ELECTRONICS INC CL A 591520200 9,013 810,167 SH DEF 2 188,280 0 621,887
591520200 0 0 SH DEF 4 0 0 0
METRIS COMPANIES INC 591598107 0 0 SH DEF 2 0 0 0
591598107 0 0 SH DEF 4 0 0 0
METROMEDIA FIBER NETWORK-A 591689104 23,393 451,500 SH DEF 2 114,200 0 337,300
591689104 687,362 13,266,333 SH DEF 4 0 0 13,266,333
METROMEDIA INTL GROUP INC 591695101 511 104,742 SH DEF 2 50,766 0 53,976
591695101 3,129 641,760 SH DEF 4 0 0 641,760
METTLER-TOLEDO INTERNATIONAL 592688105 657 26,562 SH DEF 2 0 0 26,562
592688105 4,220 170,500 SH DEF 4 0 0 170,500
METZLER GROUP INC 592903108 0 0 SH DEF 2 0 0 0
592903108 2,196 70,000 SH DEF 4 0 0 70,000
FRED MEYER INC 592907109 25,128 426,800 SH DEF 2 151,500 0 275,300
592907109 78,139 1,327,200 SH DEF 4 0 0 1,327,200
MICHAEL FOODS INC 594079105 4,630 242,900 SH DEF 2 135,100 0 107,800
594079105 0 0 SH DEF 4 0 0 0
MICHAELS STORES INC 594087108 592 23,974 SH DEF 2 11,579 0 12,395
594087108 69,305 2,807,308 SH DEF 4 0 0 2,807,308
MICREL INC 594793101 9,971 199,180 SH DEF 2 138,600 0 60,580
594793101 81,145 1,620,882 SH DEF 4 0 0 1,620,882
MICROSOFT CORP 594918104 943,669 10,529,080 SH DEF 2 5,428,160 0 5,100,920
594918104 1,963,443 21,907,312 SH DEF 4 0 0 21,907,312
MICRO WHSE INC 59501B105 3,635 225,400 SH DEF 2 116,600 0 108,800
59501B105 26,990 1,673,800 SH DEF 4 0 0 1,673,800
MICROMUSE INC 595094103 10,575 229,900 SH DEF 2 192,000 0 37,900
595094103 14,720 320,000 SH DEF 4 0 0 320,000
MICRON TECHNOLOGY INC 595112103 105,797 2,192,677 SH DEF 2 1,222,268 0 970,409
595112103 174,689 3,620,493 SH DEF 4 0 0 3,620,493
MID ATLANTIC MED SVCS 59523C107 1,039 103,900 SH DEF 2 57,700 0 46,200
59523C107 1,271 127,100 SH DEF 4 0 0 127,100
MIDAS INC 595626102 6,148 184,200 SH DEF 2 42,750 0 141,450
595626102 0 0 SH DEF 4 0 0 0
MIDAMERICAN ENERGY HLDGS CO 59562V107 2,559 91,400 SH DEF 2 31,200 0 60,200
59562V107 57,682 2,060,087 SH DEF 4 0 0 2,060,087
MIDCOM COMMUNICATIONS INC 59563X102 637 141,615 SH DEF 2 105,413 0 36,202
59563X102 1,757 390,417 SH DEF 4 0 0 390,417
MIDISOFT CORP 597413103 28 28,287 SH DEF 2 28,287 0 0
597413103 0 0 SH DEF 4 0 0 0
MIDWEST EXPRESS HOLDINGS 597911106 5,553 189,025 SH DEF 2 107,700 0 81,325
597911106 0 0 SH DEF 4 0 0 0
MIDWAY GAMES INC 598148104 35 4,056 SH DEF 2 4,056 0 0
598148104 0 0 SH DEF 4 0 0 0
MILACRON INC 598709103 95 6,000 SH DEF 2 0 0 6,000
598709103 0 0 SH DEF 4 0 0 0
MILLENNIUM PHARMACEUTICALS 599902103 11,871 379,869 SH DEF 2 144,369 0 235,500
599902103 85,241 2,727,700 SH DEF 4 0 0 2,727,700
HERMAN MILLER INC 600544100 0 0 SH DEF 2 0 0 0
600544100 0 0 SH DEF 4 0 0 0
MILLIPORE CORPORATION 601073109 171 7,100 SH DEF 2 0 0 7,100
601073109 0 0 SH DEF 4 0 0 0
MILLS CORP 601148109 63 3,490 SH DEF 2 3,490 0 0
601148109 1,973 110,000 SH DEF 4 0 0 110,000
MINDSPRING ENTERPRISES INC 602683104 0 0 SH DEF 2 0 0 0
602683104 16,490 191,610 SH DEF 4 0 0 191,610
MINIMED INC 60365K108 1,143 11,251 SH DEF 2 9,400 0 1,851
60365K108 11,306 111,249 SH DEF 4 0 0 111,249
MININGCO.COM INC 60366T108 582 6,500 SH DEF 2 5,400 0 1,100
60366T108 2,890 32,290 SH DEF 4 0 0 32,290
MINNESOTA MINING & MFG CO 604059105 14,696 207,717 SH DEF 2 162,442 0 45,275
604059105 327,014 4,622,108 SH DEF 4 0 0 4,622,108
MINNTECH CORP 604258103 5,973 473,087 SH DEF 2 225,760 0 247,327
604258103 0 0 SH DEF 4 0 0 0
MIPS TECHNOLOGIES INC 604567107 0 0 SH DEF 2 0 0 0
604567107 11,913 195,300 SH DEF 4 0 0 195,300
MIRAGE RESORTS INC 60462E104 599 28,200 SH DEF 2 0 0 28,200
60462E104 4,703 221,300 SH DEF 4 0 0 221,300
MISSISSIPPI CHEMICAL CORP 605288208 2,922 311,700 SH DEF 2 183,200 0 128,500
605288208 0 0 SH DEF 4 0 0 0
MITCHELL ENERGY & DEV CL B 606592301 3,185 254,800 SH DEF 2 54,850 0 199,950
606592301 1,345 107,600 SH DEF 4 0 0 107,600
MOBIL CORPORATION 607059102 29,253 332,422 SH DEF 2 225,802 0 106,620
607059102 729,198 8,286,341 SH DEF 4 0 0 8,286,341
MODEM MEDIA POPPE TYSON INC 607533106 0 0 SH DEF 2 0 0 0
607533106 1,646 38,400 SH DEF 4 0 0 38,400
MODINE MFG CO 607828100 4,722 168,255 SH DEF 2 39,380 0 128,875
607828100 0 0 SH DEF 4 0 0 0
MOHAWK INDS INC 608190104 15,795 526,508 SH DEF 2 206,248 0 320,260
608190104 50,639 1,687,970 SH DEF 4 0 0 1,687,970
MOLECULAR DEVICES CORP 60851C107 0 0 SH DEF 2 0 0 0
60851C107 17,350 642,600 SH DEF 4 0 0 642,600
MONDAVI ROBERT CORP CL A 609200100 815 22,800 SH DEF 2 12,600 0 10,200
609200100 0 0 SH DEF 4 0 0 0
MONSANTO COMPANY 611662107 7,147 155,580 SH DEF 2 39,110 0 116,470
611662107 7,974 173,585 SH DEF 4 0 0 173,585
MONTANA POWER COMPANY 612085100 3,274 44,500 SH DEF 2 14,500 0 30,000
612085100 42,306 575,100 SH DEF 4 0 0 575,100
MOORE LTD 615785102 137 13,900 SH DEF 2 0 0 13,900
615785102 0 0 SH DEF 4 0 0 0
MORGAN J P & CO INC 616880100 21,335 172,925 SH DEF 2 165,994 0 6,931
616880100 576,288 4,671,028 SH DEF 4 0 0 4,671,028
MORGAN ST DEAN WITTER & CO 617446448 179,962 1,800,750 SH DEF 2 943,300 0 857,450
617446448 396,319 3,965,668 SH DEF 4 0 0 3,965,668
MORGAN STANLEY INDIA FUND 61745C105 0 0 SH DEF 2 0 0 0
61745C105 18 2,000 SH DEF 4 0 0 2,000
AP MORTON INTL INC 619335102 698 19,000 SH DEF 2 0 0 19,000
619335102 0 0 SH DEF 4 0 0 0
MOTHERS WORK INC 619903107 10 973 SH DEF 2 66 0 907
619903107 94 8,925 SH DEF 4 0 0 8,925
MOTOROLA INC 620076109 61,332 837,302 SH DEF 2 251,810 0 585,492
620076109 903,560 12,335,294 SH DEF 4 0 0 12,335,294
MULTEX.COM INC 625367107 9,017 144,265 SH DEF 2 97,215 0 47,050
625367107 42,943 687,085 SH DEF 4 0 0 687,085
MUTUAL RISK MANAGEMENT LTD 628351108 0 0 SH DEF 2 0 0 0
628351108 0 0 SH DEF 4 0 0 0
MUTUAL RISK MGMNT P/P 144A CV 628351AA6 0 0 SH DEF 2 0 0 0
0.00 10/30/2015
628351AA6 0 0 SH DEF 4 0 0 0
NABI INC 628716102 0 0 SH DEF 2 0 0 0
628716102 229 73,214 SH DEF 4 0 0 73,214
NCO GROUP INC 628858102 14,160 382,700 SH DEF 2 319,450 0 63,250
628858102 8,075 218,250 SH DEF 4 0 0 218,250
NCR CORPORATION 62886E108 12,716 254,319 SH DEF 2 293,092 0 -38,773
62886E108 274,842 5,496,835 SH DEF 4 0 0 5,496,835
NCS HEALTHCARE INC CL A 628874109 1,568 130,651 SH DEF 2 110,851 0 19,800
628874109 2,314 192,800 SH DEF 4 0 0 192,800
NIPSCO INDUSTRIES INC 629140104 4,047 149,900 SH DEF 2 15,800 0 134,100
629140104 29,911 1,107,800 SH DEF 4 0 0 1,107,800
NTL INCORPORATED 629407107 6,298 77,400 SH DEF 2 28,000 0 49,400
629407107 207,718 2,552,596 SH DEF 4 0 0 2,552,596
NUI CORP 629430109 0 0 SH DEF 2 0 0 0
629430109 8,140 377,500 SH DEF 4 0 0 377,500
NABISCO HOLDINGS CORP CL A 629526104 69 1,666 SH DEF 2 0 0 1,666
629526104 129,311 3,111,240 SH DEF 4 0 0 3,111,240
NABORS INDUSTRIES INC 629568106 701 38,517 SH DEF 2 26,324 0 12,193
629568106 39,416 2,167,221 SH DEF 4 0 0 2,167,221
NACCO INDUSTRIES CL A 629579103 96 1,300 SH DEF 2 0 0 1,300
629579103 0 0 SH DEF 4 0 0 0
NALCO CHEMICAL COMPANY 629853102 274 10,300 SH DEF 2 0 0 10,300
629853102 0 0 SH DEF 4 0 0 0
NANOMETRICS INC 630077105 2,247 399,430 SH DEF 2 260,290 0 139,140
630077105 1,066 189,533 SH DEF 4 0 0 189,533
NATIONAL AUSTRALIA BK-SP ADR 632525408 1,187 13,358 SH DEF 2 8,949 0 4,409
632525408 285 3,207 SH DEF 4 0 0 3,207
NATIONAL CITY CORPORATION 635405103 13,354 201,185 SH DEF 2 166,215 0 34,970
635405103 193,090 2,909,070 SH DEF 4 0 0 2,909,070
NATIONAL COMM BANCORP 635449101 10,642 466,500 SH DEF 2 199,900 0 266,600
635449101 59,146 2,592,700 SH DEF 4 0 0 2,592,700
NATIONAL COMPUTER SYS INC 635519101 10,734 438,110 SH DEF 2 101,580 0 336,530
635519101 3,430 140,000 SH DEF 4 0 0 140,000
NATIONAL DATA CORP 635621105 7,926 188,702 SH DEF 2 48,799 0 139,903
635621105 2,627 62,552 SH DEF 4 0 0 62,552
NATIONAL DENTEX CORP 63563H109 1,312 90,500 SH DEF 2 38,800 0 51,700
63563H109 0 0 SH DEF 4 0 0 0
NATIONAL FUEL GAS CO 636180101 47 1,200 SH DEF 2 0 0 1,200
636180101 22,172 564,900 SH DEF 4 0 0 564,900
NATIONAL-OILWELL INC 637071101 3,688 319,000 SH DEF 2 179,600 0 139,400
637071101 34,704 3,001,400 SH DEF 4 0 0 3,001,400
NATIONAL SEMICONDUCTOR CORP 637640103 246 26,400 SH DEF 2 0 0 26,400
637640103 1,197 128,563 SH DEF 4 0 0 128,563
NATIONAL SERVICE IND INC 637657107 228 6,700 SH DEF 2 0 0 6,700
637657107 0 0 SH DEF 4 0 0 0
NATIONAL TECHTEAM INC 638108100 0 0 SH DEF 2 0 0 0
638108100 0 0 SH DEF 4 0 0 0
NATIONWIDE FINANCIAL SERVICES-638612101 0 0 SH DEF 2 0 0 0
A
638612101 2,071 49,300 SH DEF 4 0 0 49,300
NAVISTAR INTERNATIONAL 63934E108 422 10,500 SH DEF 2 0 0 10,500
63934E108 0 0 SH DEF 4 0 0 0
NEON SYSTEMS INC 640509105 1,337 24,300 SH DEF 2 18,200 0 6,100
640509105 687 12,495 SH DEF 4 0 0 12,495
NET BANK INC 640933107 6,664 98,000 SH DEF 2 81,900 0 16,100
640933107 24,392 358,700 SH DEF 4 0 0 358,700
NETWORKS ASSOCIATES INC 640938106 0 0 SH DEF 2 0 0 0
640938106 5,505 179,383 SH DEF 4 0 0 179,383
NETGRAVITY INC 641114103 2,416 58,400 SH DEF 2 38,300 0 20,100
641114103 16,285 393,600 SH DEF 4 0 0 393,600
NETWORK APPLIANCE INC 64120L104 24,933 492,500 SH DEF 2 171,600 0 320,900
64120L104 145,082 2,865,819 SH DEF 4 0 0 2,865,819
NETWORK GENERAL CORP 641210109 0 0 SH DEF 2 0 0 0
641210109 0 0 SH DEF 4 0 0 0
NETWORK SOLUTIONS INC CL-A 64121Q102 17,226 162,896 SH DEF 2 54,676 0 108,220
64121Q102 259,575 2,454,609 SH DEF 4 0 0 2,454,609
NEVADA POWER CO 641423108 363 14,676 SH DEF 2 14,676 0 0
641423108 9,158 370,000 SH DEF 4 0 0 370,000
NEW CENTURY ENERGIES INC 64352U103 610 17,900 SH DEF 2 0 0 17,900
64352U103 23,442 688,200 SH DEF 4 0 0 688,200
NEW ENGLAND ELEC SYS 644001109 0 0 SH DEF 2 0 0 0
644001109 9,991 206,000 SH DEF 4 0 0 206,000
NEW ERA OF NETWORKS INC 644312100 23,470 346,424 SH DEF 2 216,300 0 130,124
644312100 151,243 2,232,363 SH DEF 4 0 0 2,232,363
NEW JERSEY RESOURCES CORP 646025106 0 0 SH DEF 2 0 0 0
646025106 4,051 113,900 SH DEF 4 0 0 113,900
NEW PLAN EXCEL REALTY TR REIT 648053106 0 0 SH DEF 2 0 0 0
648053106 0 0 SH DEF 4 0 0 0
NEW YORK TIMES CO CL A 650111107 815 28,600 SH DEF 2 0 0 28,600
650111107 0 0 SH DEF 4 0 0 0
NEWELL COMPANY 651192106 3,255 69,356 SH DEF 2 43,352 0 26,004
651192106 3,306 70,436 SH DEF 4 0 0 70,436
NEWELL RUBBERMAID INC 651229106 2,091 44,025 SH DEF 2 0 0 44,025
651229106 47,500 1,000,000 SH DEF 4 0 0 1,000,000
NEWMONT MINING COMPANY 651639106 459 26,212 SH DEF 2 0 0 26,212
651639106 3,399 194,225 SH DEF 4 0 0 194,225
NEWPARK RESOURCES 651718504 45 6,158 SH DEF 2 6,158 0 0
651718504 4,084 563,300 SH DEF 4 0 0 563,300
NEWPORT CORP 651824104 1,615 130,545 SH DEF 2 31,190 0 99,355
651824104 0 0 SH DEF 4 0 0 0
NEWS AMERICA HOLDINGS INC 6524789B6 0 SH DEF 2 0 0 0
6524789B6 85,356 SH DEF 4 0 0 85,356
NEWS CORP LTD ADR NEW 652487703 174,156 5,903,602 SH DEF 2 2,498,857 0 3,404,745
652487703 100,486 3,406,297 SH DEF 4 0 0 3,406,297
NEXTEL COMMUNICATIONS INC CL 65332V103 1,652 45,100 SH DEF 2 0 0 45,100
A
65332V103 18 503 SH DEF 4 0 0 503
NEXTEL COMMUNICATIONS 65332V129 26 2,500 SH DEF 2 0 0 2,500
WARRANTS 1999
65332V129 257 24,500 SH DEF 4 0 0 24,500
NEXSTAR PHARMACEUTICALS 65333B106 0 0 SH DEF 2 0 0 0
65333B106 1,314 77,037 SH DEF 4 0 0 77,037
NEXTLINK COMMUNICATIONS-A 65333H707 15,933 284,520 SH DEF 2 79,000 0 205,520
65333H707 371,076 6,626,363 SH DEF 4 0 0 6,626,363
NIAGARA MOHAWK HOLDINGS INC 653520106 395 29,400 SH DEF 2 0 0 29,400
653520106 0 0 SH DEF 4 0 0 0
NICHOLS RESEARCH CORP 653818104 6,741 357,134 SH DEF 2 198,134 0 159,000
653818104 0 0 SH DEF 4 0 0 0
NICOR INC 654086107 270 7,500 SH DEF 2 0 0 7,500
654086107 18,587 517,200 SH DEF 4 0 0 517,200
NIKE INC 654106103 2,693 46,680 SH DEF 2 2,280 0 44,400
654106103 117,515 2,037,100 SH DEF 4 0 0 2,037,100
99 CENTS ONLY STORES 65440K106 8,437 198,812 SH DEF 2 165,976 0 32,836
65440K106 4,604 108,480 SH DEF 4 0 0 108,480
NITCHES INC 65476M109 0 0 SH DEF 2 0 0 0
65476M109 0 0 SH DEF 4 0 0 0
NOKIA CORP SPON ADR A 654902204 128,509 825,100 SH DEF 2 552,900 0 272,200
654902204 380,855 2,445,300 SH DEF 4 0 0 2,445,300
NORDSTROM INC 655664100 912 22,300 SH DEF 2 0 0 22,300
655664100 0 0 SH DEF 4 0 0 0
NORFOLK SOUTHERN CORP 655844108 1,646 62,400 SH DEF 2 5,000 0 57,400
655844108 106,911 4,053,500 SH DEF 4 0 0 4,053,500
NORRELL CORP 656301108 7,331 561,260 SH DEF 2 130,050 0 431,210
656301108 0 0 SH DEF 4 0 0 0
NORTH AMERICAN VACCINE INC 657201109 39 6,568 SH DEF 2 6,568 0 0
657201109 2,076 346,000 SH DEF 4 0 0 346,000
THE NORTH FACE INC 659317101 0 0 SH DEF 2 0 0 0
659317101 0 0 SH DEF 4 0 0 0
NORTH FORK BANCORP INC 659424105 23,952 1,133,820 SH DEF 2 408,220 0 725,600
659424105 35,716 1,690,700 SH DEF 4 0 0 1,690,700
NORTHEAST UTILITIES 664397106 0 0 SH DEF 2 0 0 0
664397106 22,640 1,631,700 SH DEF 4 0 0 1,631,700
NORTHERN STATES POWER CO MINN 665772109 626 27,000 SH DEF 2 0 0 27,000
665772109 0 0 SH DEF 4 0 0 0
NORTHERN TELECOM LTD 665815106 13,377 215,320 SH DEF 2 126,920 0 88,400
665815106 315,496 5,078,411 SH DEF 4 0 0 5,078,411
NORTHERN TRUST CORP 665859104 58,159 654,850 SH DEF 2 356,950 0 297,900
665859104 163,327 1,839,010 SH DEF 4 0 0 1,839,010
NORTHROP GRUMMAN CORP 666807102 4,753 79,380 SH DEF 2 101,760 0 -22,380
666807102 19,002 317,360 SH DEF 4 0 0 317,360
NORTHWEST AIRLINES CORP CL A 667280101 0 0 SH DEF 2 0 0 0
667280101 7,629 274,300 SH DEF 4 0 0 274,300
NORTHWEST NATURAL GAS CO 667655104 0 0 SH DEF 2 0 0 0
667655104 17,360 793,600 SH DEF 4 0 0 793,600
NOVA CORP/GEORGIA 669784100 9,762 371,901 SH DEF 2 122,701 0 249,200
669784100 171,725 6,541,898 SH DEF 4 0 0 6,541,898
NOVACARE INC 669930109 28 16,134 SH DEF 2 0 0 16,134
669930109 571 326,424 SH DEF 4 0 0 326,424
NOVASTAR FINANCIAL INC REIT 669947400 0 0 SH DEF 2 0 0 0
669947400 1,338 218,400 SH DEF 4 0 0 218,400
NOVELL INC 670006105 1,337 53,100 SH DEF 2 0 0 53,100
670006105 0 0 SH DEF 4 0 0 0
NOVELLUS SYSTEMS INC 670008101 3,919 71,090 SH DEF 2 16,460 0 54,630
670008101 86,561 1,570,266 SH DEF 4 0 0 1,570,266
NUCOR CORP 670346105 604 13,700 SH DEF 2 0 0 13,700
670346105 3,120 70,800 SH DEF 4 0 0 70,800
NUEVO ENERGY CO 670509108 230 17,029 SH DEF 2 7,116 0 9,913
670509108 1,211 89,739 SH DEF 4 0 0 89,739
NUTRAMAX PRODUCTS INC 67061A300 0 0 SH DEF 2 0 0 0
67061A300 0 0 SH DEF 4 0 0 0
OGE ENERGY CORP 670837103 1,299 57,560 SH DEF 2 60,600 0 -3,040
670837103 56,361 2,498,000 SH DEF 4 0 0 2,498,000
OHM CORP 670839109 0 0 SH DEF 2 0 0 0
670839109 2,869 212,502 SH DEF 4 0 0 212,502
OM GROUP INC 670872100 4,741 143,666 SH DEF 2 32,900 0 110,766
670872100 0 0 SH DEF 4 0 0 0
OAK INDUSTRIES INC 671400505 0 0 SH DEF 2 0 0 0
671400505 984 31,000 SH DEF 4 0 0 31,000
OBIE MEDIA CORPORATION 674391107 0 0 SH DEF 2 0 0 0
674391107 98 6,050 SH DEF 4 0 0 6,050
OCCIDENTAL PETROLEUM CORP 674599105 6,441 357,840 SH DEF 2 352,505 0 5,335
674599105 171,139 9,507,727 SH DEF 4 0 0 9,507,727
OCEAN ENERGY INC 67481E106 1,006 147,600 SH DEF 2 81,900 0 65,700
67481E106 0 0 SH DEF 4 0 0 0
OFFICE DEPOT INC 676220106 30,486 828,141 SH DEF 2 351,101 0 477,039
676220106 253,976 6,899,179 SH DEF 4 0 0 6,899,179
OFFICEMAX INC 67622M108 217 25,145 SH DEF 2 25,145 0 0
67622M108 9,056 1,050,000 SH DEF 4 0 0 1,050,000
OFFSHORE LOGISTICS 676255102 0 0 SH DEF 2 0 0 0
676255102 2,003 161,838 SH DEF 4 0 0 161,838
OGDEN CORP 676346109 461 19,161 SH DEF 2 20,011 0 -850
676346109 78,404 3,258,351 SH DEF 4 0 0 3,258,351
OLYMPIC STEEL 68162K106 3,917 559,500 SH DEF 2 317,200 0 242,300
68162K106 0 0 SH DEF 4 0 0 0
OMNICARE INC 681904108 10,049 527,157 SH DEF 2 177,057 0 350,100
681904108 135,454 7,105,775 SH DEF 4 0 0 7,105,775
OMNICOM GROUP 681919106 45,499 569,178 SH DEF 2 206,973 0 362,204
681919106 359,597 4,498,481 SH DEF 4 0 0 4,498,481
OMNIQUIP INTL INC 681969101 13,346 1,135,800 SH DEF 2 363,400 0 772,400
681969101 0 0 SH DEF 4 0 0 0
OMEGA ORTHODONTICS INC 681973103 6 9,853 SH DEF 2 9,853 0 0
681973103 182 323,100 SH DEF 4 0 0 323,100
OMNIPOINT CORP 68212D102 0 0 SH DEF 2 0 0 0
68212D102 1,392 96,414 SH DEF 4 0 0 96,414
ON ASSIGNMENT INC 682159108 5,879 229,434 SH DEF 2 191,134 0 38,300
682159108 12,165 474,750 SH DEF 4 0 0 474,750
ONEIDA LTD 682505102 5,129 301,725 SH DEF 2 71,230 0 230,495
682505102 0 0 SH DEF 4 0 0 0
ONEMAIN.COM INC 68267P109 363 10,000 SH DEF 2 8,400 0 1,600
68267P109 218 6,000 SH DEF 4 0 0 6,000
ONEOK INC 682680103 542 21,900 SH DEF 2 0 0 21,900
682680103 13,145 531,100 SH DEF 4 0 0 531,100
ONYX SOFTWARE CORP 683402101 423 10,800 SH DEF 2 7,300 0 3,500
683402101 2,584 66,054 SH DEF 4 0 0 66,054
ORACLE CORPORATION 68389X105 83,322 3,159,125 SH DEF 2 1,718,050 0 1,441,075
68389X105 254,083 9,633,468 SH DEF 4 0 0 9,633,468
ORION CAPITAL CORP 686268103 4,486 143,545 SH DEF 2 33,370 0 110,175
686268103 0 0 SH DEF 4 0 0 0
OSHKOSH B GOSH INC CL A 688222207 5,720 323,394 SH DEF 2 74,400 0 248,994
688222207 0 0 SH DEF 4 0 0 0
OUTDOOR SYSTEMS INC 690057104 22,245 741,501 SH DEF 2 247,301 0 494,200
690057104 622,263 20,742,115 SH DEF 4 0 0 20,742,115
OVERLAND DATA INC 690213103 0 0 SH DEF 2 0 0 0
690213103 90 12,000 SH DEF 4 0 0 12,000
OVERSEA CHINESE BANKING CORP 6903399A6 339 50,000 SH DEF 2 249,000 0 -199,000
6903399A6 11,670 1,722,000 SH DEF 4 0 0 1,722,000
OWENS & MINOR INC HLDG CO 690732102 12,316 1,216,356 SH DEF 2 434,528 0 781,828
690732102 5,249 518,410 SH DEF 4 0 0 518,410
OWENS CORNING 69073F103 270 8,500 SH DEF 2 0 0 8,500
69073F103 3,813 119,868 SH DEF 4 0 0 119,868
OWENS ILL INC 690768403 15,774 630,944 SH DEF 2 665,827 0 -34,883
690768403 209,904 8,396,164 SH DEF 4 0 0 8,396,164
OXFORD HEALTH PLAN 691471106 0 0 SH DEF 2 0 0 0
691471106 0 0 SH DEF 4 0 0 0
P-COM INC 693262107 2,550 334,400 SH DEF 2 293,300 0 41,100
693262107 1,193 156,400 SH DEF 4 0 0 156,400
PECO ENERGY CO 693304107 1,623 35,100 SH DEF 2 0 0 35,100
693304107 29,447 636,700 SH DEF 4 0 0 636,700
P G & E CORP 69331C108 1,864 60,000 SH DEF 2 0 0 60,000
69331C108 0 0 SH DEF 4 0 0 0
P.F. CHANG S CHINA BISTRO INC 69333Y108 4,308 141,230 SH DEF 2 116,290 0 24,940
69333Y108 2,679 87,830 SH DEF 4 0 0 87,830
PMC - SIERRA INC 69344F106 7,318 102,800 SH DEF 2 33,100 0 69,700
69344F106 138,730 1,948,800 SH DEF 4 0 0 1,948,800
THE PMI GROUP INC 69344M101 362 7,800 SH DEF 2 7,800 0 0
69344M101 15,768 340,000 SH DEF 4 0 0 340,000
PNC BANK CORP 693475105 16,389 294,967 SH DEF 2 278,894 0 16,073
693475105 577,058 10,385,743 SH DEF 4 0 0 10,385,743
P P & L RESOURCES INC 693499105 769 31,090 SH DEF 2 7,390 0 23,700
693499105 21,240 858,200 SH DEF 4 0 0 858,200
PPG INDUSTRIES INC 693506107 1,425 27,800 SH DEF 2 0 0 27,800
693506107 1,553 30,300 SH DEF 4 0 0 30,300
PRI AUTOMATION INC 69357H106 1,947 92,700 SH DEF 2 77,200 0 15,500
69357H106 1,121 53,400 SH DEF 4 0 0 53,400
PSF GROUP HOLDINGS INC-CL A 69362E9A6 1,098 86,095 SH DEF 2 0 0 86,095
69362E9A6 47,568 3,730,822 SH DEF 4 0 0 3,730,822
PACCAR INCORPORATED 693718108 507 12,300 SH DEF 2 0 0 12,300
693718108 0 0 SH DEF 4 0 0 0
PACIFICORP 695114108 807 46,800 SH DEF 2 0 0 46,800
695114108 17,128 992,900 SH DEF 4 0 0 992,900
PAGING DO BRAZIL HLDG LLC-B 69554T101 0 0 SH DEF 2 0 0 0
P/P 144A
69554T101 0 12,340 SH DEF 4 0 0 12,340
PALL CORP 696429307 328 19,800 SH DEF 2 0 0 19,800
696429307 0 0 SH DEF 4 0 0 0
PANAMSAT CORP 697933109 2,131 68,458 SH DEF 2 24,967 0 43,491
697933109 67,900 2,181,542 SH DEF 4 0 0 2,181,542
PARAMETRIC TECHNOLOGY CORP 699173100 57,268 2,899,669 SH DEF 2 657,930 0 2,241,739
699173100 700,961 35,491,707 SH DEF 4 0 0 35,491,707
PARK ELECTROCHEMICAL CORP 700416209 8,666 368,780 SH DEF 2 117,333 0 251,447
700416209 7,704 327,818 SH DEF 4 0 0 327,818
PARK PLACE ENTERTAINMENT CORP 700690100 262 34,600 SH DEF 2 0 0 34,600
700690100 0 0 SH DEF 4 0 0 0
PARKER DRILLING COMPANY 701081101 93 25,990 SH DEF 2 25,990 0 0
701081101 903 253,401 SH DEF 4 0 0 253,401
PARKER HANNIFIN CORP 701094104 585 17,075 SH DEF 2 0 0 17,075
701094104 0 0 SH DEF 4 0 0 0
PATHNET INC WARRANT P/P 144A 70321G117 40 4,030 SH DEF 2 1,110 0 2,920
4/15/08
70321G117 588 58,750 SH DEF 4 0 0 58,750
PAXSON COMMUNICATIONS CORP 704231109 612 71,494 SH DEF 2 26,032 0 45,463
704231109 7,776 908,125 SH DEF 4 0 0 908,125
PAYCHEX INC 704326107 6,564 138,365 SH DEF 2 44,190 0 94,175
704326107 30,300 638,735 SH DEF 4 0 0 638,735
PCORDER.COM INC 70453H107 300 5,300 SH DEF 2 4,200 0 1,100
70453H107 10,677 188,558 SH DEF 4 0 0 188,558
PEDIATRIX MEDICAL GROUP INC 705324101 3,689 131,152 SH DEF 2 61,852 0 69,300
705324101 58,670 2,086,040 SH DEF 4 0 0 2,086,040
PEGASUS COMMUNICATIONS CORP 705904100 7,448 266,000 SH DEF 2 221,800 0 44,200
705904100 6,487 231,693 SH DEF 4 0 0 231,693
PENNCORP FINANCIAL GROUP INC 708094107 8 14,670 SH DEF 2 1,375 0 13,295
708094107 6 11,310 SH DEF 4 0 0 11,310
PENNEY J C COMPANY 708160106 1,733 42,800 SH DEF 2 0 0 42,800
708160106 96,299 2,377,744 SH DEF 4 0 0 2,377,744
PENNZENERGY COMPANY 70931Q109 654 61,231 SH DEF 2 39,309 0 21,922
70931Q109 1,015 94,981 SH DEF 4 0 0 94,981
PENTAIR INC 709631105 12,268 363,483 SH DEF 2 119,670 0 243,813
709631105 0 0 SH DEF 4 0 0 0
PENTON MEDIA INC 709668107 6,091 270,695 SH DEF 2 64,000 0 206,695
709668107 0 0 SH DEF 4 0 0 0
PEOPLES BANK BRIDGEPORT 710198102 0 0 SH DEF 2 0 0 0
710198102 0 0 SH DEF 4 0 0 0
PEOPLES ENERGY CORP 711030106 178 5,500 SH DEF 2 0 0 5,500
711030106 11,497 355,800 SH DEF 4 0 0 355,800
PEOPLES HERITAGE FINANCIAL 711147108 9,635 535,268 SH DEF 2 122,640 0 412,628
GROUP INC
711147108 2,475 137,500 SH DEF 4 0 0 137,500
PEOPLESOFT INC 712713106 535 36,600 SH DEF 2 0 0 36,600
712713106 0 0 SH DEF 4 0 0 0
PEP BOYS-MANNY MOE & JACK 713278109 130 8,500 SH DEF 2 0 0 8,500
713278109 0 0 SH DEF 4 0 0 0
PEPSI BOTTLING GROUP INC 713409100 850 39,200 SH DEF 2 41,200 0 -2,000
713409100 34,871 1,607,900 SH DEF 4 0 0 1,607,900
PEPSICO INC 713448108 9,711 247,800 SH DEF 2 15,900 0 231,900
713448108 99,336 2,534,900 SH DEF 4 0 0 2,534,900
PERCLOSE INC 71361C107 0 0 SH DEF 2 0 0 0
71361C107 37,129 1,197,697 SH DEF 4 0 0 1,197,697
PEREGRINE SYSTEMS INC 71366Q101 26,525 788,856 SH DEF 2 510,400 0 278,456
71366Q101 196,548 5,845,307 SH DEF 4 0 0 5,845,307
PERFORMANCE TECHNOLOGIES INC 71376K102 5,548 516,050 SH DEF 2 256,800 0 259,250
71376K102 0 0 SH DEF 4 0 0 0
PERKIN-ELMER CORP 714041100 18,859 194,300 SH DEF 2 72,200 0 122,100
714041100 94,005 968,500 SH DEF 4 0 0 968,500
PEROT SYSTEMS CORP-CL A 714265105 0 0 SH DEF 2 0 0 0
714265105 0 0 SH DEF 4 0 0 0
PERRIGO CO 714290103 0 0 SH DEF 2 0 0 0
714290103 0 0 SH DEF 4 0 0 0
PERSONNEL GROUP OF AMER INC 715338109 214 29,775 SH DEF 2 20,793 0 8,982
715338109 1,721 239,491 SH DEF 4 0 0 239,491
INDOSAT ADR 715680104 109 8,400 SH DEF 2 0 0 8,400
SEDOL 2454724
715680104 6,452 498,700 SH DEF 4 0 0 498,700
PT TELEKOMUNIKASI INDONESIA 715684106 667 104,600 SH DEF 2 13,100 0 91,500
ADR
715684106 2,349 368,500 SH DEF 4 0 0 368,500
PERVASIVE SOFTWARE INC 715710109 2,701 151,100 SH DEF 2 126,300 0 24,800
715710109 1,553 86,900 SH DEF 4 0 0 86,900
PETCO ANIMAL SUPPLIES INC 716016100 3,117 311,700 SH DEF 2 173,400 0 138,300
716016100 0 0 SH DEF 4 0 0 0
PETRIE STORES-LIQ TR UNITS 716437108 0 0 SH DEF 2 0 0 0
716437108 0 0 SH DEF 4 0 0 0
PETROLEO BRASILEIRO S.A. ADR 71654V101 1,214 88,326 SH DEF 2 16,000 0 72,326
71654V101 711 51,700 SH DEF 4 0 0 51,700
PETRO GEO-SERVICES A/S ADR 716597109 92 6,000 SH DEF 2 0 0 6,000
716597109 1,392 91,300 SH DEF 4 0 0 91,300
PETROLEUM HEAT & POWER INC CL 716600309 0 SH DEF 2 0 0 0
A
716600309 0 SH DEF 4 0 0 0
PETSMART INC 716768106 0 0 SH DEF 2 0 0 0
716768106 17 2,100 SH DEF 4 0 0 2,100
PHARMACYCLICS INC 716933106 0 0 SH DEF 2 0 0 0
716933106 3,878 235,000 SH DEF 4 0 0 235,000
PHARMACIA & UPJOHN INC 716941109 306,232 4,909,527 SH DEF 2 2,584,201 0 2,325,326
716941109 2,210,194 35,433,978 SH DEF 4 0 0 35,433,978
PFIZER INCORPORATED 717081103 473,296 3,411,140 SH DEF 2 1,721,290 0 1,689,850
717081103 1,244,311 8,968,007 SH DEF 4 0 0 8,968,007
PHARMACEUTICAL PRODUCT DEVEL 717124101 0 0 SH DEF 2 0 0 0
717124101 27,213 810,810 SH DEF 4 0 0 810,810
PHARMERICA INC 717135107 19 3,800 SH DEF 2 3,800 0 0
717135107 1,550 310,000 SH DEF 4 0 0 310,000
PHELPS DODGE CORP 717265102 448 9,100 SH DEF 2 0 0 9,100
717265102 1,212 24,600 SH DEF 4 0 0 24,600
PHILADELPHIA CONS HLDG CORP 717528103 9,065 450,422 SH DEF 2 264,840 0 185,582
717528103 4,837 240,360 SH DEF 4 0 0 240,360
PHILIP MORRIS COMPANIES INC 718154107 28,582 812,270 SH DEF 2 484,277 0 327,993
718154107 606,510 17,236,512 SH DEF 4 0 0 17,236,512
PHILIPPINE LONG DISTANCE TEL 718252604 515 19,900 SH DEF 2 0 0 19,900
CO ADR
718252604 4,093 158,200 SH DEF 4 0 0 158,200
PHILLIPS PETROLEUM CO 718507106 1,885 39,900 SH DEF 2 0 0 39,900
718507106 6,412 135,700 SH DEF 4 0 0 135,700
PHYMATRIX INC 718925100 0 0 SH DEF 2 0 0 0
718925100 163 94,858 SH DEF 4 0 0 94,858
PHOENIX SHANNON PLC - SPON 719138109 44,933 SH DEF 2 39,218 0 5,714
ADR
719138109 223,810 SH DEF 4 0 0 223,810
PHOTRONICS INC 719405102 4,112 220,800 SH DEF 2 184,000 0 36,800
719405102 3,915 210,200 SH DEF 4 0 0 210,200
PHYSICIAN RELIANCE NETWORK 71940G108 4,036 474,800 SH DEF 2 263,400 0 211,400
71940G108 0 0 SH DEF 4 0 0 0
PHYSICIANS COMPUTER NETWORK 71940K109 363 725,500 SH DEF 2 359,400 0 366,100
71940K109 0 0 SH DEF 4 0 0 0
PIEDMONT NATURAL GAS CO 720186105 0 0 SH DEF 2 0 0 0
720186105 11,183 319,500 SH DEF 4 0 0 319,500
PIER 1 IMPORTS INC 720279108 6,730 828,333 SH DEF 2 241,668 0 586,666
720279108 11,952 1,471,054 SH DEF 4 0 0 1,471,054
PILLOWTEX CORP 721501104 1,850 130,400 SH DEF 2 72,400 0 58,000
721501104 0 0 SH DEF 4 0 0 0
PINNACLE HOLDINGS INC 72346N101 12,210 807,300 SH DEF 2 604,200 0 203,100
72346N101 24,996 1,652,649 SH DEF 4 0 0 1,652,649
PINNACLE SYSTEMS INC 723481107 6,440 141,542 SH DEF 2 87,900 0 53,642
723481107 23,646 519,700 SH DEF 4 0 0 519,700
PINNACLE WEST CAP CORP 723484101 0 0 SH DEF 2 0 0 0
723484101 13,808 379,600 SH DEF 4 0 0 379,600
PIONEER HI BRED INTL INC 723686101 1,415 37,600 SH DEF 2 0 0 37,600
723686101 0 0 SH DEF 4 0 0 0
PIONEER STANDARD ELECTRONICS 723877106 10,620 1,618,223 SH DEF 2 481,806 0 1,136,417
723877106 5,436 828,279 SH DEF 4 0 0 828,279
PITNEY BOWES INC 724479100 146,919 2,304,619 SH DEF 2 1,404,509 0 900,110
724479100 366,346 5,746,610 SH DEF 4 0 0 5,746,610
PITTSTON BRINK'S GROUP 725701106 1,059 45,066 SH DEF 2 24,553 0 20,513
725701106 3,738 159,083 SH DEF 4 0 0 159,083
PITTWAY CORP CL A 725790208 8,602 324,590 SH DEF 2 66,150 0 258,440
725790208 0 0 SH DEF 4 0 0 0
PJ AMERICA INC 72585Q104 2,622 114,000 SH DEF 2 94,500 0 19,500
72585Q104 1,378 59,900 SH DEF 4 0 0 59,900
PLACER DOME INC. 725906101 441 39,400 SH DEF 2 0 0 39,400
725906101 4,642 414,900 SH DEF 4 0 0 414,900
PLANET HOLLYWOOD INTL INC A 727025108 0 0 SH DEF 2 0 0 0
727025108 0 0 SH DEF 4 0 0 0
PLATINUM TECHNOLOGY INTL INC 72764T101 1,112 43,623 SH DEF 2 30,780 0 12,842
72764T101 15,716 616,295 SH DEF 4 0 0 616,295
POHANG IRON & STEEL-SPON ADR 730450103 23,898 1,336,933 SH DEF 2 479,253 0 857,680
730450103 19,644 1,098,946 SH DEF 4 0 0 1,098,946
POLAROID CORPORATION 731095105 138 6,900 SH DEF 2 0 0 6,900
731095105 0 0 SH DEF 4 0 0 0
POMEROY COMPUTER RESOURCES 731822102 0 0 SH DEF 2 0 0 0
731822102 1,279 98,400 SH DEF 4 0 0 98,400
PORTUGAL TELECOM S.A. ADR 737273102 0 0 SH DEF 2 0 0 0
737273102 5,796 132,300 SH DEF 4 0 0 132,300
POTLATCH CORP 737628107 153 4,500 SH DEF 2 0 0 4,500
737628107 0 0 SH DEF 4 0 0 0
POTOMAC ELECTRIC POWER CO 737679100 2,714 117,065 SH DEF 2 84,000 0 33,065
737679100 55,488 2,393,000 SH DEF 4 0 0 2,393,000
POWER INTEGRATIONS INC 739276103 6,788 213,800 SH DEF 2 175,800 0 38,000
739276103 38,056 1,198,600 SH DEF 4 0 0 1,198,600
POWERWAVE TECHNOLOGIES INC 739363109 5,252 185,100 SH DEF 2 150,800 0 34,300
739363109 3,257 114,800 SH DEF 4 0 0 114,800
PREFERRED EMPLOYERS HOLDINGS 739908101 47 5,132 SH DEF 2 5,132 0 0
739908101 2,781 300,650 SH DEF 4 0 0 300,650
PRAXAIR INC 74005P104 891 24,700 SH DEF 2 0 0 24,700
74005P104 0 0 SH DEF 4 0 0 0
PRECISION DRILLING CORP 74022D100 0 0 SH DEF 2 0 0 0
74022D100 2,666 205,100 SH DEF 4 0 0 205,100
PRESIDENTIAL LIFE CORP 740884101 5,479 305,460 SH DEF 2 71,480 0 233,980
740884101 0 0 SH DEF 4 0 0 0
PRIME RETAIL INC REIT 741570105 182 20,750 SH DEF 2 20,750 0 0
741570105 8,435 964,010 SH DEF 4 0 0 964,010
PRIDE INTERNATIONAL INC 741932107 3,536 428,658 SH DEF 2 237,031 0 191,627
741932107 3,896 472,275 SH DEF 4 0 0 472,275
PRISON REALTY CORP REIT 74264N105 129 7,390 SH DEF 2 7,390 0 0
74264N105 6,689 383,600 SH DEF 4 0 0 383,600
PRIORITY HEALTHCARE CORP-B 74264T102 9,923 219,302 SH DEF 2 182,201 0 37,101
74264T102 5,647 124,800 SH DEF 4 0 0 124,800
PROBUSINESS SERVICES INC 742674104 13,096 311,799 SH DEF 2 259,750 0 52,049
742674104 7,323 174,350 SH DEF 4 0 0 174,350
PROCTER & GAMBLE CO 742718109 36,301 370,655 SH DEF 2 184,630 0 186,025
742718109 566,758 5,786,933 SH DEF 4 0 0 5,786,933
PROGRESSIVE CORP OHIO 743315103 1,772 12,350 SH DEF 2 950 0 11,400
743315103 122,152 851,233 SH DEF 4 0 0 851,233
PROJECT SOFTWARE 74339P101 6,527 266,400 SH DEF 2 151,200 0 115,200
74339P101 0 0 SH DEF 4 0 0 0
PROMUS HOTEL CORP (NEW) 74342P106 10,014 275,300 SH DEF 2 102,300 0 173,000
74342P106 202,186 5,558,377 SH DEF 4 0 0 5,558,377
PROTECTION ONE INC 743663304 21,448 SH DEF 2 11,142 0 10,306
743663304 219,943 SH DEF 4 0 0 219,943
PROTECTIVE LIFE CORP 743674103 1,315 34,715 SH DEF 2 20,404 0 14,311
743674103 3,849 101,635 SH DEF 4 0 0 101,635
PROVANT INC 743724106 4,020 224,894 SH DEF 2 187,009 0 37,885
743724106 2,295 128,417 SH DEF 4 0 0 128,417
PROVIDENCE ENERGY CORP 743743106 37 2,000 SH DEF 2 0 0 2,000
743743106 2,034 110,700 SH DEF 4 0 0 110,700
PROVIDENT BANKSHARES CORP 743859100 3,268 125,109 SH DEF 2 28,448 0 96,661
743859100 0 0 SH DEF 4 0 0 0
PROVIDENT COMPANIES INC 743862104 733 21,200 SH DEF 2 0 0 21,200
743862104 0 0 SH DEF 4 0 0 0
PROVINCE HEALTHCARE CO 743977100 3,694 199,700 SH DEF 2 166,600 0 33,100
743977100 2,131 115,200 SH DEF 4 0 0 115,200
PROVIDIAN FINANCIAL CORP 74406A102 309,928 2,817,524 SH DEF 2 1,480,014 0 1,337,510
74406A102 595,496 5,413,604 SH DEF 4 0 0 5,413,604
PUBLIC SERVICE CO OF N C 744516105 0 0 SH DEF 2 0 0 0
744516105 9,154 322,600 SH DEF 4 0 0 322,600
PUBLIC SERVICE ENTERPRISE 744573106 1,439 37,685 SH DEF 2 1,735 0 35,950
GROUP INC
744573106 130,738 3,423,580 SH DEF 4 0 0 3,423,580
PUGET SOUND ENERGY 745332106 0 0 SH DEF 2 0 0 0
745332106 10,112 438,480 SH DEF 4 0 0 438,480
PULITZER INC 745769109 3,720 92,005 SH DEF 2 21,743 0 70,262
745769109 0 0 SH DEF 4 0 0 0
PULTE CORP 745867101 144 6,900 SH DEF 2 0 0 6,900
745867101 0 0 SH DEF 4 0 0 0
QLOGIC CORP 747277101 11,284 168,100 SH DEF 2 112,800 0 55,300
747277101 68,752 1,024,245 SH DEF 4 0 0 1,024,245
QUADRAMED CORP 74730W101 0 0 SH DEF 2 0 0 0
74730W101 1,159 152,000 SH DEF 4 0 0 152,000
THE QUAKER OATS COMPANY 747402105 13,545 216,506 SH DEF 2 221,185 0 -4,679
747402105 424,884 6,791,358 SH DEF 4 0 0 6,791,358
QUALCOMM INC 747525103 196,029 1,576,113 SH DEF 2 824,403 0 751,710
747525103 494,730 3,977,731 SH DEF 4 0 0 3,977,731
QUANEX CORP 747620102 5,828 375,984 SH DEF 2 100,202 0 275,782
747620102 3,154 203,476 SH DEF 4 0 0 203,476
QUANTUM CORP 747906105 18,790 1,043,910 SH DEF 2 431,399 0 612,511
747906105 48,833 2,712,969 SH DEF 4 0 0 2,712,969
QUESTAR CORP 748356102 1,084 64,000 SH DEF 2 0 0 64,000
748356102 5,947 351,100 SH DEF 4 0 0 351,100
QUINTILES TRANSNATIONAL CORP 748767100 14,689 389,120 SH DEF 2 218,860 0 170,260
748767100 27,152 719,259 SH DEF 4 0 0 719,259
QWEST COMMUNICATIONS INTL 749121109 76,784 1,065,052 SH DEF 2 393,300 0 671,752
749121109 772,223 10,711,378 SH DEF 4 0 0 10,711,378
RCM TECHNOLOGIES INC 749360400 0 0 SH DEF 2 0 0 0
749360400 0 0 SH DEF 4 0 0 0
RFS HOTEL INVESTORS INC REIT 74955J108 0 0 SH DEF 2 0 0 0
74955J108 624 54,000 SH DEF 4 0 0 54,000
RJR NABISCO HOLDINGS CORP 74960K876 1,433 57,333 SH DEF 2 7,750 0 49,583
74960K876 218,318 8,732,716 SH DEF 4 0 0 8,732,716
RF MICRO DEVICES INC 749941100 2,564 26,800 SH DEF 2 0 0 26,800
749941100 148,338 1,550,230 SH DEF 4 0 0 1,550,230
RAINFOREST CAFE INC 75086K104 2,264 450,000 SH DEF 2 250,500 0 199,500
75086K104 0 0 SH DEF 4 0 0 0
RALSTON-RALSTON PURINA GROUP 751277302 1,374 51,500 SH DEF 2 0 0 51,500
751277302 0 0 SH DEF 4 0 0 0
RANGE RESOURCES CORP 75281A109 2,244 641,105 SH DEF 2 152,340 0 488,765
75281A109 0 0 SH DEF 4 0 0 0
RATIONAL SOFTWARE CORP 75409P202 1,577 58,800 SH DEF 2 5,800 0 53,000
75409P202 68,656 2,560,613 SH DEF 4 0 0 2,560,613
RAYCHEM CORPORATION 754603108 273 12,100 SH DEF 2 0 0 12,100
754603108 0 0 SH DEF 4 0 0 0
RAYTHEON CO CL A 755111309 11,151 193,085 SH DEF 2 221,470 0 -28,385
755111309 211,833 3,668,105 SH DEF 4 0 0 3,668,105
RAYTHEON CO CL B 755111408 6,493 110,750 SH DEF 2 90,210 0 20,540
755111408 359,628 6,134,381 SH DEF 4 0 0 6,134,381
READERS DIGEST ASSN CL A 755267101 0 0 SH DEF 2 0 0 0
755267101 3,144 100,004 SH DEF 4 0 0 100,004
REALNETWORKS 75605L104 2,199 18,000 SH DEF 2 0 0 18,000
75605L104 13,092 107,146 SH DEF 4 0 0 107,146
RECOTON CORP 756268108 5,425 387,500 SH DEF 2 215,600 0 171,900
756268108 0 0 SH DEF 4 0 0 0
REEBOK INTERNATIONAL LTD 758110100 141 8,900 SH DEF 2 0 0 8,900
758110100 0 0 SH DEF 4 0 0 0
REGAL BELOIT CORP 758750103 4,249 235,217 SH DEF 2 57,270 0 177,947
758750103 0 0 SH DEF 4 0 0 0
REGIONS FINANCIAL CORP 758940100 1,201 34,700 SH DEF 2 0 0 34,700
758940100 0 0 SH DEF 4 0 0 0
REINSURANCE GROUP AMER INC 759351109 6,354 149,281 SH DEF 2 125,429 0 23,852
759351109 3,646 85,653 SH DEF 4 0 0 85,653
RELIANCE STEEL & ALUMINUM 759509102 1,688 58,600 SH DEF 2 32,500 0 26,100
759509102 0 0 SH DEF 4 0 0 0
RELIANT ENERGY INC 75952J108 1,262 48,436 SH DEF 2 3,800 0 44,636
75952J108 24,173 927,500 SH DEF 4 0 0 927,500
RENAL TREATMENT CTRS INC 759671100 8 7,806 SH DEF 2 0 0 7,806
759671100 72 72,088 SH DEF 4 0 0 72,088
RENAL CARE GROUP INC 759930100 4,481 228,327 SH DEF 2 190,552 0 37,775
759930100 2,431 123,851 SH DEF 4 0 0 123,851
RENT-WAY INC 76009U104 12,770 532,080 SH DEF 2 442,431 0 89,649
76009U104 6,838 284,904 SH DEF 4 0 0 284,904
RENTAL SERVICE CORP 76009V102 2,843 162,453 SH DEF 2 135,553 0 26,900
76009V102 1,632 93,250 SH DEF 4 0 0 93,250
REPUBLIC N Y CORP 760719104 775 16,800 SH DEF 2 0 0 16,800
760719104 0 0 SH DEF 4 0 0 0
RESMED INC 761152107 4,127 146,100 SH DEF 2 121,900 0 24,200
761152107 2,441 86,400 SH DEF 4 0 0 86,400
RESPIRONICS INC 761230101 3,902 295,900 SH DEF 2 164,700 0 131,200
761230101 0 0 SH DEF 4 0 0 0
REUTERS HLDGS PLC SPONS ADR 76132M102 0 0 SH DEF 2 0 0 0
76132M102 0 0 SH DEF 4 0 0 0
REVLON INC CL A 761525500 0 0 SH DEF 2 0 0 0
761525500 0 0 SH DEF 4 0 0 0
REYNOLDS METAL COMPANY 761763101 488 10,100 SH DEF 2 0 0 10,100
761763101 1,285 26,600 SH DEF 4 0 0 26,600
RIBOZYME PHARMACEUTICALS INC 762567105 0 0 SH DEF 2 0 0 0
762567105 0 0 SH DEF 4 0 0 0
RICHFOOD HLDGS INC 763408101 15,358 712,250 SH DEF 2 280,800 0 431,450
763408101 0 0 SH DEF 4 0 0 0
RICHMOND COUNTY FINL CORP 764556106 0 0 SH DEF 2 0 0 0
764556106 0 0 SH DEF 4 0 0 0
RIO TINTO LIMITED-SPONS ADR 767202104 0 0 SH DEF 2 0 0 0
767202104 0 0 SH DEF 4 0 0 0
RIO TINTO PLC-SPON ADR 767204100 0 0 SH DEF 2 0 0 0
767204100 0 0 SH DEF 4 0 0 0
RITE AID CORP 767754104 49,504 1,980,160 SH DEF 2 88,027 0 1,892,133
767754104 561,282 22,451,286 SH DEF 4 0 0 22,451,286
ROBERT HALF INTL INC 770323103 10,444 318,300 SH DEF 2 121,900 0 196,400
770323103 181,266 5,524,310 SH DEF 4 0 0 5,524,310
ROCK-TENN CO CL A 772739207 4,780 310,902 SH DEF 2 73,776 0 237,126
772739207 0 0 SH DEF 4 0 0 0
ROCKWELL INTL CORP 773903109 7,273 171,380 SH DEF 2 185,540 0 -14,160
773903109 36,111 850,921 SH DEF 4 0 0 850,921
ROGERS COMMUNICATIONS INC CL 775109200 1,200 66,200 SH DEF 2 0 0 66,200
B
775109200 8,285 457,094 SH DEF 4 0 0 457,094
ROGUE WAVE SOFTWARE 775369101 400 50,000 SH DEF 2 0 0 50,000
775369101 32 4,058 SH DEF 4 0 0 4,058
ROHM & HAAS CO 775371107 883 26,300 SH DEF 2 0 0 26,300
775371107 4,853 144,600 SH DEF 4 0 0 144,600
ROPER INDUSTRIES INC 776696106 6,687 280,100 SH DEF 2 157,400 0 122,700
776696106 0 0 SH DEF 4 0 0 0
ROUGE INDUSTRIES INC CL A 779088103 0 0 SH DEF 2 0 0 0
779088103 0 0 SH DEF 4 0 0 0
ROWAN COMPANIES INC 779382100 166 13,100 SH DEF 2 0 0 13,100
779382100 0 0 SH DEF 4 0 0 0
ROYAL DUTCH PETRO NY REG SH 780257804 23,919 459,990 SH DEF 2 71,495 0 388,495
PAR 1.25 GLDR
780257804 492,785 9,476,636 SH DEF 4 0 0 9,476,636
ROYAL OAK MINES INC 78051D105 225 719,999 SH DEF 2 0 0 719,999
78051D105 0 0 SH DEF 4 0 0 0
ROYAL PTT NEDERLAND SPONS ADR 780641205 0 0 SH DEF 2 0 0 0
780641205 4,203 105,900 SH DEF 4 0 0 105,900
RUDDICK CORP 781258108 5,791 296,987 SH DEF 2 68,800 0 228,187
781258108 0 0 SH DEF 4 0 0 0
RUSSELL CORP 782352108 115 5,700 SH DEF 2 0 0 5,700
782352108 0 0 SH DEF 4 0 0 0
RYANAIR HOLDINGS ADR 783513104 2,595 63,688 SH DEF 2 10,388 0 53,300
783513104 55,293 1,356,880 SH DEF 4 0 0 1,356,880
RYDER SYSTEM INC 783549108 1,561 56,500 SH DEF 2 48,000 0 8,500
783549108 40,167 1,454,000 SH DEF 4 0 0 1,454,000
SBC COMMUNICATIONS INC 78387G103 260,273 5,523,033 SH DEF 2 3,386,854 0 2,136,179
78387G103 1,264,896 26,841,305 SH DEF 4 0 0 26,841,305
SCB COMPUTER TECHNOLOGY INC 78388N107 0 0 SH DEF 2 0 0 0
78388N107 0 0 SH DEF 4 0 0 0
SCI SYSTEMS INC 783890106 16,083 542,893 SH DEF 2 223,543 0 319,351
783890106 44,508 1,502,395 SH DEF 4 0 0 1,502,395
SFX ENTERTAINMENT CL A 784178105 6,518 100,950 SH DEF 2 32,850 0 68,100
784178105 183,781 2,846,552 SH DEF 4 0 0 2,846,552
SK TELECOM CO LTD ADR 78440P108 1,157 94,955 SH DEF 2 4,503 0 90,451
78440P108 16 1,339 SH DEF 4 0 0 1,339
SL GREEN REALTY CORP REIT 78440X101 0 0 SH DEF 2 0 0 0
78440X101 1,052 55,900 SH DEF 4 0 0 55,900
SLM HOLDING CORP 78442A109 1,966 47,100 SH DEF 2 22,200 0 24,900
78442A109 26,964 645,850 SH DEF 4 0 0 645,850
SPX CORP 784635104 0 1 SH DEF 2 0 0 1
784635104 1,402 27,800 SH DEF 4 0 0 27,800
S3 INCORPORATED 784849101 347 46,306 SH DEF 2 21,852 0 24,454
784849101 1,028 137,097 SH DEF 4 0 0 137,097
SABRATEK CORP 78571U108 3,717 247,789 SH DEF 2 220,789 0 27,000
78571U108 18,749 1,249,900 SH DEF 4 0 0 1,249,900
SAFECO CORPORATION 786429100 865 21,400 SH DEF 2 0 0 21,400
786429100 0 0 SH DEF 4 0 0 0
SAFEGUARD SCIENTIFICS INC 786449108 2,522 37,191 SH DEF 2 24,564 0 12,627
786449108 5,329 78,591 SH DEF 4 0 0 78,591
SAFETY-KLEEN CORP 78648R203 3,342 252,200 SH DEF 2 139,900 0 112,300
78648R203 1,536 115,900 SH DEF 4 0 0 115,900
SAFEWAY INC 786514208 259,231 5,052,000 SH DEF 2 3,047,700 0 2,004,300
786514208 481,674 9,387,065 SH DEF 4 0 0 9,387,065
SAGA COMMUNICATIONS CLASS A 786598102 6,421 359,195 SH DEF 2 307,454 0 51,741
786598102 3,042 170,197 SH DEF 4 0 0 170,197
ST JUDE MEDICAL INC 790849103 321 13,150 SH DEF 2 0 0 13,150
790849103 0 0 SH DEF 4 0 0 0
ST MARY LAND & EXPLORATION CO 792228108 3,756 216,200 SH DEF 2 50,150 0 166,050
792228108 0 0 SH DEF 4 0 0 0
ST PAUL COMPANIES INC 792860108 2,291 73,744 SH DEF 2 29,366 0 44,378
792860108 1,516 48,799 SH DEF 4 0 0 48,799
SAKS INCORPORATED 79377W108 6,485 249,410 SH DEF 2 243,910 0 5,500
79377W108 76,645 2,947,866 SH DEF 4 0 0 2,947,866
SALOMON INC 79549B107 38 38,318 SH DEF 2 26,246 0 12,073
79549B107 427 426,537 SH DEF 4 0 0 426,537
SANDOZ REGISTERED 8000529D6 1 1,071 SH DEF 2 965 0 106
SWITZ SEDOL 476161
8000529D6 4 3,549 SH DEF 4 0 0 3,549
SANMINA CORPORATION 800907107 12,718 199,500 SH DEF 2 65,400 0 134,100
800907107 232,129 3,641,242 SH DEF 4 0 0 3,641,242
SANTA BARBARA RESTAURANT GRP 801378100 0 0 SH DEF 2 0 0 0
801378100 0 0 SH DEF 4 0 0 0
SANTA FE ENERGY RESOURCES 802012104 0 0 SH DEF 2 0 0 0
802012104 0 0 SH DEF 4 0 0 0
SAPIENT CORP 803062108 4,706 65,930 SH DEF 2 21,530 0 44,400
803062108 60,897 853,200 SH DEF 4 0 0 853,200
SARA LEE CORPORATION 803111103 16,229 655,713 SH DEF 2 578,095 0 77,618
803111103 494,246 19,969,530 SH DEF 4 0 0 19,969,530
SCANA CORP 805898103 2,853 131,569 SH DEF 2 63,769 0 67,800
805898103 13,739 633,500 SH DEF 4 0 0 633,500
SCANDINAVIAN BROADCAST SYS 8059069A4 38,620 SH DEF 2 23,000 0 15,620
8059069A4 86,337 SH DEF 4 0 0 86,337
SCHEID VINEYARDS INC CLA A 806403101 0 0 SH DEF 2 0 0 0
806403101 2,100 400,000 SH DEF 4 0 0 400,000
HENRY SCHEIN INC 806407102 6,156 243,800 SH DEF 2 88,100 0 155,700
806407102 67,671 2,680,027 SH DEF 4 0 0 2,680,027
SCHERING PLOUGH CORP 806605101 481,940 8,713,037 SH DEF 2 4,679,037 0 4,034,000
806605101 1,321,521 23,891,901 SH DEF 4 0 0 23,891,901
SCHLUMBERGER LTD 806857108 5,556 92,310 SH DEF 2 4,010 0 88,300
806857108 510,631 8,484,010 SH DEF 4 0 0 8,484,010
SCHOLASTIC CORP 807066105 0 0 SH DEF 2 0 0 0
807066105 0 0 SH DEF 4 0 0 0
SCHWAB (CHARLES) CORP 808513105 164,967 1,716,175 SH DEF 2 947,100 0 769,075
808513105 325,827 3,389,619 SH DEF 4 0 0 3,389,619
SCIENTIFIC ATLANTA INC 808655104 7,742 284,109 SH DEF 2 64,500 0 219,609
808655104 0 0 SH DEF 4 0 0 0
SCOTSMAN INDUSTRIES INC 809340102 0 0 SH DEF 2 0 0 0
809340102 0 0 SH DEF 4 0 0 0
SEA CONTAINERS LTD-CL A 811371707 204 7,082 SH DEF 2 7,082 0 0
811371707 11,117 385,000 SH DEF 4 0 0 385,000
SEAGATE TECHNOLOGY 811804103 31,976 1,081,650 SH DEF 2 228,305 0 853,345
811804103 426,113 14,413,957 SH DEF 4 0 0 14,413,957
SEAGRAM CO LTD 811850106 3,225 64,500 SH DEF 2 0 0 64,500
811850106 143,390 2,867,800 SH DEF 4 0 0 2,867,800
SEALED AIR CORP (NEW) 81211K100 26,231 533,277 SH DEF 2 95,800 0 437,477
81211K100 130,516 2,653,448 SH DEF 4 0 0 2,653,448
SEARS ROEBUCK & CO 812387108 15,215 336,705 SH DEF 2 308,775 0 27,930
812387108 388,086 8,588,353 SH DEF 4 0 0 8,588,353
SECURITY FIRST TECHNOLOGIES 814279105 5,829 79,300 SH DEF 2 49,500 0 29,800
814279105 16,040 218,225 SH DEF 4 0 0 218,225
SEITEL INC 816074306 0 0 SH DEF 2 0 0 0
816074306 6,645 476,800 SH DEF 4 0 0 476,800
SELECT COMFORT CORP 81616X103 0 0 SH DEF 2 0 0 0
81616X103 39,055 1,401,072 SH DEF 4 0 0 1,401,072
SEMTECH CORP 816850101 108 3,387 SH DEF 2 3,387 0 0
816850101 5,738 180,000 SH DEF 4 0 0 180,000
SEMPRA ENERY 816851109 2,322 121,038 SH DEF 2 88,700 0 32,338
816851109 209,413 10,914,030 SH DEF 4 0 0 10,914,030
SENSORMATIC ELECTRONICS CORP 817265101 692 72,810 SH DEF 2 46,280 0 26,530
817265101 1,305 137,410 SH DEF 4 0 0 137,410
SENSORMATIC ELEC COM 817265606 98 10,341 SH DEF 2 6,661 0 3,680
RESTRICTED 144A
817265606 182 19,107 SH DEF 4 0 0 19,107
SEPRACOR 817315104 14,410 128,374 SH DEF 2 53,486 0 74,888
817315104 350,075 3,118,707 SH DEF 4 0 0 3,118,707
SEQUENT COMPUTER SYS INC 817338106 0 0 SH DEF 2 0 0 0
817338106 0 0 SH DEF 4 0 0 0
SEROLOGICALS CORP 817523103 2,613 192,650 SH DEF 2 160,800 0 31,850
817523103 11,011 811,900 SH DEF 4 0 0 811,900
SERVICE CORP INTL 817565104 611 42,901 SH DEF 2 1 0 42,900
817565104 0 2 SH DEF 4 0 0 2
SERVICEMASTER COMPANY 81760N109 6,469 318,450 SH DEF 2 1,450 0 317,000
81760N109 133,900 6,592,000 SH DEF 4 0 0 6,592,000
SHARED MEDICAL SYSTEMS CORP 819486101 8,313 149,284 SH DEF 2 33,560 0 115,724
819486101 0 0 SH DEF 4 0 0 0
SHAW INDUSTRIES INCORPORATED 820286102 20,916 1,130,600 SH DEF 2 492,500 0 638,100
820286102 38,628 2,088,000 SH DEF 4 0 0 2,088,000
SHERWIN WILLIAMS CO 824348106 2,422 86,100 SH DEF 2 62,200 0 23,900
824348106 52,776 1,876,490 SH DEF 4 0 0 1,876,490
SHIRE PHARMACEUTICALS GRP-ADR 82481R106 0 0 SH DEF 2 0 0 0
82481R106 13,667 599,083 SH DEF 4 0 0 599,083
SHOLODGE INC 825034101 0 SH DEF 2 0 0 0
825034101 128,700 SH DEF 4 0 0 128,700
SHOREWOOD PACKAGING CORP 825229107 0 0 SH DEF 2 0 0 0
825229107 9,763 497,500 SH DEF 4 0 0 497,500
SIERRA PACIFIC RESOURCES 826425100 0 0 SH DEF 2 0 0 0
826425100 29,364 834,500 SH DEF 4 0 0 834,500
SIGMA ALDRICH CORP 826552101 462 15,800 SH DEF 2 0 0 15,800
826552101 0 0 SH DEF 4 0 0 0
SILICON GRAPHICS INC 827056102 494 29,600 SH DEF 2 0 0 29,600
827056102 1,151 68,966 SH DEF 4 0 0 68,966
SINCLAIR BROADCAST GROUP INC 829226109 8,384 575,748 SH DEF 2 254,801 0 320,947
829226109 141,136 9,691,740 SH DEF 4 0 0 9,691,740
SIPEX CORPORATION 829909100 3,723 285,020 SH DEF 2 181,700 0 103,320
829909100 18,128 1,387,819 SH DEF 4 0 0 1,387,819
SIZELER PPTY INVS INC REIT 830137105 0 0 SH DEF 2 0 0 0
830137105 454 55,000 SH DEF 4 0 0 55,000
SKYWEST INC 830879102 6,295 218,000 SH DEF 2 182,200 0 35,800
830879102 17,912 620,346 SH DEF 4 0 0 620,346
SMART MODULAR TECHNOLOGIES 831690102 0 0 SH DEF 2 0 0 0
831690102 883 59,100 SH DEF 4 0 0 59,100
SMITH INTERNATIONAL INC 832110100 11,512 287,800 SH DEF 2 126,200 0 161,600
832110100 27,876 696,900 SH DEF 4 0 0 696,900
SMITHFIELD FOODS INC 832248108 4,258 187,700 SH DEF 2 104,800 0 82,900
832248108 0 0 SH DEF 4 0 0 0
SMITHKLINE BEECHAM PLC ADR 832378301 0 0 SH DEF 2 0 0 0
832378301 147,526 2,063,300 SH DEF 4 0 0 2,063,300
SMUCKER JM CO CL A 832696108 5,468 245,047 SH DEF 2 56,660 0 188,387
832696108 0 0 SH DEF 4 0 0 0
SMURFIT-STONE CONTAINER CORP 832727101 10,578 547,740 SH DEF 2 637,720 0 -89,980
832727101 54,902 2,842,820 SH DEF 4 0 0 2,842,820
SNYDER COMMUNICATIONS INC 832914105 12,155 436,050 SH DEF 2 143,850 0 292,200
832914105 229,249 8,224,194 SH DEF 4 0 0 8,224,194
SNAP-ON INC 833034101 268 9,250 SH DEF 2 0 0 9,250
833034101 0 0 SH DEF 4 0 0 0
QUIMICA Y MINERA CHILE S.A. 833635105 598 18,700 SH DEF 2 3,000 0 15,700
ADR
833635105 288 9,000 SH DEF 4 0 0 9,000
SOFTWARE AG SYSTEMS INC 834025108 153 18,300 SH DEF 2 6,040 0 12,260
834025108 2,012 240,200 SH DEF 4 0 0 240,200
SOFTKEY INTL INC 83402N109 234 11,509 SH DEF 2 9,434 0 2,075
83402N109 134 6,604 SH DEF 4 0 0 6,604
SOLECTRON CORP 834182107 153,908 3,169,284 SH DEF 2 1,757,027 0 1,412,258
834182107 302,718 6,233,584 SH DEF 4 0 0 6,233,584
SONAT INC 835415100 8,885 296,180 SH DEF 2 322,085 0 -25,905
835415100 296,480 9,882,653 SH DEF 4 0 0 9,882,653
SONOCO PRODUCTS CO 835495102 0 0 SH DEF 2 0 0 0
835495102 0 0 SH DEF 4 0 0 0
SOUTH JERSEY INDUSTRIES 838518108 0 0 SH DEF 2 0 0 0
838518108 2,766 127,900 SH DEF 4 0 0 127,900
SOUTHDOWN INC 841297104 6,546 121,926 SH DEF 2 28,976 0 92,950
841297104 0 0 SH DEF 4 0 0 0
SOUTHERN COMPANY 842587107 3,513 150,710 SH DEF 2 2,620 0 148,090
842587107 244,263 10,477,764 SH DEF 4 0 0 10,477,764
SOUTHERN ENERGY HOMES INC 842814105 42 7,800 SH DEF 2 7,800 0 0
842814105 902 167,800 SH DEF 4 0 0 167,800
SOUTHERN MINERAL CORP 843367202 0 0 SH DEF 2 0 0 0
843367202 238 181,598 SH DEF 4 0 0 181,598
SOUTHTRUST CORP 844730101 966 25,900 SH DEF 2 0 0 25,900
844730101 0 0 SH DEF 4 0 0 0
SOUTHWEST AIRLINES CO 844741108 16,284 538,326 SH DEF 2 553,529 0 -15,203
844741108 73,561 2,431,756 SH DEF 4 0 0 2,431,756
SOUTHWEST BANCORP OF TEXAS 84476R109 3,733 303,200 SH DEF 2 171,300 0 131,900
84476R109 0 0 SH DEF 4 0 0 0
SOUTHWEST GAS CORP 844895102 0 0 SH DEF 2 0 0 0
844895102 4,524 164,500 SH DEF 4 0 0 164,500
SOVEREIGN BANCORP INC 845905108 10,165 829,810 SH DEF 2 177,664 0 652,146
845905108 0 0 SH DEF 4 0 0 0
SPACEHAB INC 846243103 59,346 SH DEF 2 29,872 0 29,474
846243103 232,486 SH DEF 4 0 0 232,486
SPECIALTY FOODS P/P 144A 847498102 0 0 SH DEF 2 0 0 0
847498102 21 414,525 SH DEF 4 0 0 414,525
SPEEDFAM INTERNATIONAL INC 847706108 1,325 110,400 SH DEF 2 61,400 0 49,000
847706108 0 0 SH DEF 4 0 0 0
SPEEDWAY MOTORSPORTS INC 847788106 0 0 SH DEF 2 0 0 0
847788106 2,932 71,070 SH DEF 4 0 0 71,070
SPORTSLINE USA INC 848934105 11,977 262,500 SH DEF 2 201,100 0 61,400
848934105 38,005 832,996 SH DEF 4 0 0 832,996
SPRINGS INDS INC CL A 851783100 78 2,900 SH DEF 2 0 0 2,900
851783100 0 0 SH DEF 4 0 0 0
SPRINT CORP (FON GROUP) 852061100 440,722 4,491,439 SH DEF 2 2,215,740 0 2,275,699
852061100 1,725,694 17,586,694 SH DEF 4 0 0 17,586,694
SPRINT CORP (PCS GROUP) 852061506 114,826 2,591,286 SH DEF 2 1,039,801 0 1,551,485
852061506 453,060 10,224,213 SH DEF 4 0 0 10,224,213
STANDARD AUTOMOTIVE CORP 853097103 58 6,400 SH DEF 2 6,400 0 0
853097103 2,355 258,100 SH DEF 4 0 0 258,100
STANDARD COMMERCIAL 853258101 214 51,085 SH DEF 2 32,866 0 18,218
853258101 1,437 343,180 SH DEF 4 0 0 343,180
STANDARD REGISTER CO 853887107 7,670 258,349 SH DEF 2 60,020 0 198,329
853887107 0 0 SH DEF 4 0 0 0
STANFORD TELECOMMUNICATIONS 854402104 1,685 108,700 SH DEF 2 83,900 0 24,800
854402104 1,493 96,300 SH DEF 4 0 0 96,300
STANLEY WORKS 854616109 356 13,900 SH DEF 2 0 0 13,900
854616109 0 0 SH DEF 4 0 0 0
STAPLES INC 855030102 2,385 72,550 SH DEF 2 0 0 72,550
855030102 0 0 SH DEF 4 0 0 0
STARBUCKS CORP 855244109 185 6,600 SH DEF 2 6,600 0 0
855244109 171,354 6,106,152 SH DEF 4 0 0 6,106,152
STARWOOD HOTELS & RESORTS 85590A203 9,498 332,540 SH DEF 2 186,750 0 145,790
WORLDWIDE REIT
85590A203 241,336 8,449,403 SH DEF 4 0 0 8,449,403
STATE STREET CORP 857477103 18,303 222,700 SH DEF 2 68,700 0 154,000
857477103 52,493 638,700 SH DEF 4 0 0 638,700
STATION CASINOS INC 857689103 2,213 173,550 SH DEF 2 96,550 0 77,000
857689103 7,748 607,714 SH DEF 4 0 0 607,714
STERLING BANCSHARES INC 858907108 3,604 347,400 SH DEF 2 193,300 0 154,100
858907108 0 0 SH DEF 4 0 0 0
STERLING CHEMICALS WARRANTS 85916E111 22 1,115 SH DEF 2 505 0 610
8/15/08
85916E111 276 13,810 SH DEF 4 0 0 13,810
STERLING COMMERCE INC 859205106 125 4,055 SH DEF 2 4,055 0 0
859205106 3,859 125,500 SH DEF 4 0 0 125,500
STERLING SOFTWARE INC 859547101 293 12,316 SH DEF 2 12,316 0 0
859547101 9,500 400,000 SH DEF 4 0 0 400,000
STET HELLAS TELECOMM ADR 859823106 1,317 44,450 SH DEF 2 6,200 0 38,250
859823106 533 18,000 SH DEF 4 0 0 18,000
STEWART ENTERPRISES INC CL A 860370105 11,786 733,750 SH DEF 2 276,300 0 457,450
860370105 165,039 10,274,800 SH DEF 4 0 0 10,274,800
STMICROELECTRONICS NV-NY SHS 861012102 193,173 1,988,915 SH DEF 2 802,845 0 1,186,070
ADR
861012102 120,092 1,236,464 SH DEF 4 0 0 1,236,464
STOLT-NIELSON S.A. ADR 861565109 45 3,700 SH DEF 2 3,700 0 0
861565109 3,376 277,000 SH DEF 4 0 0 277,000
STONE & WEBSTER INC 861572105 0 0 SH DEF 2 0 0 0
861572105 0 0 SH DEF 4 0 0 0
STONE CONTAINER CORP 861589109 0 0 SH DEF 2 0 0 0
861589109 1,768 147,320 SH DEF 4 0 0 147,320
STONE ENERGY CORP 861642106 4,227 132,100 SH DEF 2 73,900 0 58,200
861642106 0 0 SH DEF 4 0 0 0
STORAGE USA INC REIT 861907103 0 0 SH DEF 2 0 0 0
861907103 0 0 SH DEF 4 0 0 0
STORAGE TECHNOLOGY CORP 862111200 109 3,900 SH DEF 2 3,900 0 0
862111200 6,216 223,000 SH DEF 4 0 0 223,000
STRIDE RITE CORP 863314100 3,478 283,900 SH DEF 2 157,500 0 126,400
863314100 0 0 SH DEF 4 0 0 0
STRYKER CORP 863667101 101 2,000 SH DEF 2 2,000 0 0
863667101 75,570 1,498,290 SH DEF 4 0 0 1,498,290
STYLING TECHNOLOGY CORP 863905105 130 10,263 SH DEF 2 10,263 0 0
863905105 2,538 200,000 SH DEF 4 0 0 200,000
SUIZA CAPITAL TRUST II 86507G9A1 22,429 SH DEF 2 15,208 0 7,221
86507G9A1 79,683 SH DEF 4 0 0 79,683
SUMMIT BANCORP 866005101 4,776 122,449 SH DEF 2 109,417 0 13,032
866005101 56,107 1,438,630 SH DEF 4 0 0 1,438,630
SUMMIT DESIGN INC 86605U101 1,252 364,300 SH DEF 2 299,400 0 64,900
86605U101 719 209,200 SH DEF 4 0 0 209,200
SUMMIT TECHNOLOGY INC 86627E101 0 0 SH DEF 2 0 0 0
86627E101 0 0 SH DEF 4 0 0 0
SUN MICRO SYSTEMS 866810104 233,654 1,868,300 SH DEF 2 1,093,100 0 775,200
866810104 573,378 4,584,733 SH DEF 4 0 0 4,584,733
SUN HEALTHCARE GROUP 866933104 11 10,750 SH DEF 2 10,750 0 0
866933104 162 162,317 SH DEF 4 0 0 162,317
SUNBEAM CORPORATION 867071102 314 56,479 SH DEF 2 33,401 0 23,078
867071102 91 16,438 SH DEF 4 0 0 16,438
SUNDSTRAND CORPORATION 867323107 2,242 32,260 SH DEF 2 85,630 0 -53,370
867323107 18,613 267,815 SH DEF 4 0 0 267,815
SUNGARD DATA SYSTEMS INC 867363103 29,812 745,300 SH DEF 2 243,100 0 502,200
867363103 95,764 2,394,100 SH DEF 4 0 0 2,394,100
SUNGLASS HUT INTL 86736F106 0 0 SH DEF 2 0 0 0
86736F106 1,128 107,438 SH DEF 4 0 0 107,438
SUNOCO INC 86764P109 530 14,700 SH DEF 2 0 0 14,700
86764P109 1,671 46,333 SH DEF 4 0 0 46,333
SUNRISE ASSISTED LIVING INC 86768K106 12,853 282,100 SH DEF 2 190,250 0 91,850
86768K106 93,517 2,052,499 SH DEF 4 0 0 2,052,499
SUNTERRA CORPORATION 86787D109 4,360 447,200 SH DEF 2 373,100 0 74,100
86787D109 7,143 732,600 SH DEF 4 0 0 732,600
SUNTRUST BANKS INC 867914103 3,281 52,700 SH DEF 2 1,200 0 51,500
867914103 177,112 2,845,174 SH DEF 4 0 0 2,845,174
SUNSTONE HOTEL INVESTORS INC 867933103 21 2,976 SH DEF 2 2,976 0 0
REIT
867933103 4,413 614,000 SH DEF 4 0 0 614,000
SUNSOURCE INC 867948101 3,853 272,800 SH DEF 2 151,300 0 121,500
867948101 0 0 SH DEF 4 0 0 0
SUPERVALU INC 868536103 396 19,200 SH DEF 2 0 0 19,200
868536103 0 0 SH DEF 4 0 0 0
SWIFT ENERGY CO 870738101 374 44,310 SH DEF 2 28,541 0 15,769
870738101 1,858 220,252 SH DEF 4 0 0 220,252
SWISSCOM AG-SPONSORED ADR 871013108 604 15,500 SH DEF 2 15,500 0 0
871013108 18,153 466,200 SH DEF 4 0 0 466,200
SYBASE INC 871130100 0 0 SH DEF 2 0 0 0
871130100 1,191 150,000 SH DEF 4 0 0 150,000
SYBRON INTL CORP 87114F106 12,340 493,600 SH DEF 2 166,600 0 327,000
87114F106 310,681 12,427,237 SH DEF 4 0 0 12,427,237
SYLVAN LEARNING SYSTEMS INC 871399101 0 0 SH DEF 2 0 0 0
871399101 0 0 SH DEF 4 0 0 0
SYMBOL TECHNOLOGIES INC 871508107 16,628 369,500 SH DEF 2 151,700 0 217,800
871508107 43,371 963,800 SH DEF 4 0 0 963,800
SYMONS INTERNATIONAL GROUP 87154P105 0 0 SH DEF 2 0 0 0
87154P105 561 95,500 SH DEF 4 0 0 95,500
SYNOPSYS INC 871607107 15,257 283,843 SH DEF 2 83,400 0 200,443
871607107 308,542 5,740,316 SH DEF 4 0 0 5,740,316
SYNOVUS FINANCIAL CORP 87161C105 1,577 77,145 SH DEF 2 36,516 0 40,629
87161C105 58,310 2,853,103 SH DEF 4 0 0 2,853,103
SYSCO CORPORATION 871829107 2,692 102,300 SH DEF 2 52,700 0 49,600
871829107 40,380 1,534,650 SH DEF 4 0 0 1,534,650
SYSTEM SOFTWARE ASSOC INC 871839106 4,365 1,940,107 SH DEF 2 812,518 0 1,127,590
871839106 1,639 728,387 SH DEF 4 0 0 728,387
TCA CABLE T V INC 872241104 19,634 451,364 SH DEF 2 183,730 0 267,634
872241104 448 10,300 SH DEF 4 0 0 10,300
TCF FINANCIAL CORP 872275102 3,835 147,500 SH DEF 2 49,400 0 98,100
872275102 126,653 4,871,257 SH DEF 4 0 0 4,871,257
TECO ENERGY INC 872375100 0 0 SH DEF 2 0 0 0
872375100 6,978 351,100 SH DEF 4 0 0 351,100
THE TJX COMPANIES INC 872540109 321,564 9,457,773 SH DEF 2 4,779,273 0 4,678,500
872540109 887,341 26,098,262 SH DEF 4 0 0 26,098,262
TNP ENTERPRISES INC 872594106 173 6,000 SH DEF 2 0 0 6,000
872594106 24,731 860,200 SH DEF 4 0 0 860,200
T R W INC 872649108 855 18,800 SH DEF 2 0 0 18,800
872649108 0 0 SH DEF 4 0 0 0
TSI INTL SOFTWARE 872879101 2,586 52,970 SH DEF 2 0 0 52,970
872879101 75,178 1,540,134 SH DEF 4 0 0 1,540,134
TLC THE LASER CENTER 872934104 4,950 SH DEF 2 600 0 4,350
872934104 138,400 SH DEF 4 0 0 138,400
TMP WORLDWIDE INC 872941109 4,803 74,100 SH DEF 2 16,400 0 57,700
872941109 105,458 1,627,123 SH DEF 4 0 0 1,627,123
TAIWAN SEMICONDUCTOR SP ADR 874039100 3,247 137,439 SH DEF 2 10,590 0 126,849
874039100 434 18,385 SH DEF 4 0 0 18,385
TAIYO INK MFG 8740399A0 0 0 SH DEF 2 0 0 0
8740399A0 0 0 SH DEF 4 0 0 0
TANDY CORPORATION 875382103 1,448 22,684 SH DEF 2 7,184 0 15,500
875382103 20,420 320,000 SH DEF 4 0 0 320,000
TANDYCRAFTS INC 875386104 0 0 SH DEF 2 0 0 0
875386104 0 0 SH DEF 4 0 0 0
TANGER FACTORY OUTLET CENTER 875465106 0 0 SH DEF 2 0 0 0
875465106 1,283 67,108 SH DEF 4 0 0 67,108
TECHNITROL INC 878555101 7,627 330,727 SH DEF 2 76,600 0 254,127
878555101 0 0 SH DEF 4 0 0 0
TEKELEC 879101103 1,381 188,900 SH DEF 2 45,500 0 143,400
879101103 15,011 2,052,809 SH DEF 4 0 0 2,052,809
TEKTRONIX INC 879131100 8,561 339,050 SH DEF 2 76,900 0 262,150
879131100 0 0 SH DEF 4 0 0 0
TELE CELULAR SUL PARTICIPAC 879238103 6 339 SH DEF 2 336 0 4
ADR
879238103 365 19,102 SH DEF 4 0 0 19,102
TELE CENTRO SUL PARTICIPACOES 879239101 42,891 928,624 SH DEF 2 325,728 0 602,896
ADR
879239101 32,274 698,762 SH DEF 4 0 0 698,762
TELECENTRO OESTE CELULAR-ADR 87923P105 4 1,113 SH DEF 2 1,110 0 3
87923P105 235 63,835 SH DEF 4 0 0 63,835
TELE NORTE LESTE PARTICIPAC 879246106 4,089 265,978 SH DEF 2 40,720 0 225,258
ADR
879246106 10,020 651,700 SH DEF 4 0 0 651,700
TELE-COMMUNICATIONS INTL INC 87924H102 0 0 SH DEF 2 0 0 0
87924H102 7,699 347,985 SH DEF 4 0 0 347,985
TELE-COMMUNICATIONS CL A 87924V101 680 10,235 SH DEF 2 6,754 0 3,481
87924V101 1,983 29,844 SH DEF 4 0 0 29,844
TELENORDESTE CELULAR PAR-ADR 87924W109 4 174 SH DEF 2 170 0 4
87924W109 213 9,553 SH DEF 4 0 0 9,553
TELENORTE CELULAR PARTIC-ADR 87924Y105 2 73 SH DEF 2 71 0 3
87924Y105 111 3,743 SH DEF 4 0 0 3,743
TELE SUDESTE CELULAR 879252104 14 668 SH DEF 2 667 0 1
PARTICIPACOES ADR
879252104 792 39,102 SH DEF 4 0 0 39,102
TELECOM ARGENTINA S.A ADR 879273209 0 0 SH DEF 2 0 0 0
879273209 4,341 158,200 SH DEF 4 0 0 158,200
TELECOM CORP NEW ZEALAN LTD 879278208 0 0 SH DEF 2 0 0 0
ADS
879278208 8,116 208,100 SH DEF 4 0 0 208,100
TELEBRAS SPONS ADR 879287100 0 3,320 SH DEF 2 3,320 0 0
879287100 27 191,400 SH DEF 4 0 0 191,400
TELEFLEX INC 879369106 3,851 113,070 SH DEF 2 26,320 0 86,750
879369106 0 0 SH DEF 4 0 0 0
TELEFONICA DE ARGENTINA ADR 879378206 5,078 167,864 SH DEF 2 29,800 0 138,064
879378206 9,586 316,900 SH DEF 4 0 0 316,900
CPT TELEFONICA DEL PERU ADR 879384105 0 0 SH DEF 2 0 0 0
879384105 5,586 438,100 SH DEF 4 0 0 438,100
TELEFONOS DE MEXICO S A SER L 879403780 100,801 1,538,947 SH DEF 2 505,482 0 1,033,465
ADR
879403780 82,945 1,266,330 SH DEF 4 0 0 1,266,330
TELELESTE CELULAR 87943B102 2 73 SH DEF 2 71 0 3
PARTICIPACOES SA ADR
87943B102 120 3,743 SH DEF 4 0 0 3,743
TELEMIG CELULAR PARTICIPAC 87944E105 4 169 SH DEF 2 166 0 3
ADR
87944E105 250 9,552 SH DEF 4 0 0 9,552
TELESPECTRUM WORLDWIDE INC 87951U109 0 0 SH DEF 2 0 0 0
87951U109 0 0 SH DEF 4 0 0 0
TELESP PARTICIPACOES SA ADR 87952K100 53,448 2,591,402 SH DEF 2 911,740 0 1,679,662
87952K100 62,048 3,008,384 SH DEF 4 0 0 3,008,384
TELESP CELULAR PARTICIPAC ADR 87952L108 44,298 2,115,719 SH DEF 2 716,046 0 1,399,674
87952L108 45,969 2,195,542 SH DEF 4 0 0 2,195,542
TELLABS INC 879664100 140,389 1,436,200 SH DEF 2 859,300 0 576,900
879664100 116,547 1,192,300 SH DEF 4 0 0 1,192,300
TELSTRA CORP ADR 87969N204 770 7,300 SH DEF 2 0 0 7,300
87969N204 0 0 SH DEF 4 0 0 0
TELXON CORP 879700102 3,966 420,235 SH DEF 2 144,110 0 276,125
879700102 772 81,818 SH DEF 4 0 0 81,818
TEMPLE INLAND INC 879868107 733 11,675 SH DEF 2 2,600 0 9,075
879868107 73,607 1,173,015 SH DEF 4 0 0 1,173,015
TENET HEALTHCARE CORPORATION 88033G100 1,060 55,960 SH DEF 2 9,809 0 46,151
88033G100 225,009 11,881,680 SH DEF 4 0 0 11,881,680
TENNANT CO 880345103 8,924 260,541 SH DEF 2 62,220 0 198,321
880345103 0 0 SH DEF 4 0 0 0
TENNECO INC 88037E101 746 26,700 SH DEF 2 0 0 26,700
88037E101 0 0 SH DEF 4 0 0 0
TERADYNE INC 880770102 39,202 718,480 SH DEF 2 300,220 0 418,260
880770102 149,487 2,739,736 SH DEF 4 0 0 2,739,736
AP TEREX CORP RIGHTS 880779137 212 15,160 SH DEF 2 15,160 0 0
880779137 0 0 SH DEF 4 0 0 0
TERRA INDUSTRIES INC 880915103 0 0 SH DEF 2 0 0 0
880915103 0 0 SH DEF 4 0 0 0
TEXACO INC 881694103 5,595 98,590 SH DEF 2 3,820 0 94,770
881694103 321,514 5,665,450 SH DEF 4 0 0 5,665,450
TEXAS INDS INC 882491103 4,109 165,600 SH DEF 2 94,000 0 71,600
882491103 1,129 45,499 SH DEF 4 0 0 45,499
TEXAS INSTRUMENTS INC 882508104 53,883 542,900 SH DEF 2 116,600 0 426,300
882508104 282,865 2,850,030 SH DEF 4 0 0 2,850,030
TEXAS UTILITIES CO (HOLDING) 882848104 11,530 276,573 SH DEF 2 263,080 0 13,493
882848104 341,452 8,190,749 SH DEF 4 0 0 8,190,749
TEXTRON INC 883203101 1,919 24,800 SH DEF 2 0 0 24,800
883203101 0 0 SH DEF 4 0 0 0
THEGLOBE.COM INC 88335R101 0 0 SH DEF 2 0 0 0
88335R101 8,509 163,240 SH DEF 4 0 0 163,240
THERMO ELECTRON CORP 883556102 1,706 125,758 SH DEF 2 79,298 0 46,461
883556102 62,091 4,578,123 SH DEF 4 0 0 4,578,123
THERMO INSTRUMENT SYSTEMS 883559106 1,643 113,778 SH DEF 2 84,150 0 29,628
883559106 43,861 3,037,967 SH DEF 4 0 0 3,037,967
THERMO CARDIOSYSTEMS INC 88355K200 618 77,307 SH DEF 2 52,605 0 24,702
88355K200 26,210 3,276,225 SH DEF 4 0 0 3,276,225
THERMO ECOTEK CORP 88355R106 50,121 SH DEF 2 22,121 0 28,000
88355R106 69,697 SH DEF 4 0 0 69,697
THERMO FIBERTEK INC 88355W105 0 SH DEF 2 0 0 0
88355W105 247,934 SH DEF 4 0 0 247,934
THERMO OPTEK CORP 883582108 216,448 SH DEF 2 152,747 0 63,701
883582108 152,692 SH DEF 4 0 0 152,692
THERMO TERRATECH INC 883598104 0 0 SH DEF 2 0 0 0
883598104 1,319 263,836 SH DEF 4 0 0 263,836
THERMOLASE CORP 883624108 0 0 SH DEF 2 0 0 0
883624108 1,179 410,218 SH DEF 4 0 0 410,218
THERMOLASE CORP UNIT 883624207 4 237 SH DEF 2 237 0 0
883624207 3,960 235,553 SH DEF 4 0 0 235,553
THERMOQUEST CORPORATION 883655102 1,510 151,030 SH DEF 2 108,727 0 42,303
883655102 1,833 183,273 SH DEF 4 0 0 183,273
THERMOTREX CORP 883666109 7 1,225 SH DEF 2 1,225 0 0
883666109 3,237 562,950 SH DEF 4 0 0 562,950
THERMEDICS INC 883901100 1,759 249,100 SH DEF 2 130,000 0 119,100
883901100 0 0 SH DEF 4 0 0 0
THOMAS & BETTS CORP 884315102 334 8,900 SH DEF 2 0 0 8,900
884315102 0 0 SH DEF 4 0 0 0
3COM CORP 885535104 1,417 60,780 SH DEF 2 1,805 0 58,975
885535104 154,125 6,611,252 SH DEF 4 0 0 6,611,252
TICKETMASTER ONLINE- 88633P203 0 0 SH DEF 2 0 0 0
CITYSEARCH
88633P203 6,147 182,800 SH DEF 4 0 0 182,800
TIDEWATER INC 886423102 2,225 86,000 SH DEF 2 32,100 0 53,900
886423102 0 0 SH DEF 4 0 0 0
TIFFANY & CO NEW 886547108 0 0 SH DEF 2 0 0 0
886547108 7,550 101,000 SH DEF 4 0 0 101,000
TIME WARNER INC 887315109 483,019 6,797,100 SH DEF 2 4,084,400 0 2,712,700
887315109 967,305 13,612,032 SH DEF 4 0 0 13,612,032
TIMES MIRROR NEW SER A COM 887364107 11,428 211,384 SH DEF 2 228,717 0 -17,333
887364107 303,759 5,618,666 SH DEF 4 0 0 5,618,666
TIMKEN COMPANY 887389104 158 9,700 SH DEF 2 0 0 9,700
887389104 0 0 SH DEF 4 0 0 0
TITANIUM METALS CORPORATION 888339108 253 43,958 SH DEF 2 17,882 0 26,076
888339108 591 102,795 SH DEF 4 0 0 102,795
TOOTSIE ROLL INDUSTRIES INC 890516107 0 0 SH DEF 2 0 0 0
890516107 4,977 108,047 SH DEF 4 0 0 108,047
TORCHMARK CORP 891027104 696 22,000 SH DEF 2 0 0 22,000
891027104 0 0 SH DEF 4 0 0 0
TORO COMPANY 891092108 0 0 SH DEF 2 0 0 0
891092108 0 0 SH DEF 4 0 0 0
TOSCO CORP 891490302 10,050 405,041 SH DEF 2 416,495 0 -11,454
891490302 208,669 8,409,817 SH DEF 4 0 0 8,409,817
TOTAL RENAL CARE HOLDINGS 89151A107 1,173 106,676 SH DEF 2 1 0 106,675
89151A107 4,240 385,484 SH DEF 4 0 0 385,484
TOTAL CORP ADS 89151E109 0 0 SH DEF 2 0 0 0
89151E109 24 400 SH DEF 4 0 0 400
TOWER AUTOMOTIVE INC 891707101 6,057 325,207 SH DEF 2 177,128 0 148,079
891707101 4,371 234,707 SH DEF 4 0 0 234,707
TOYS R US 892335100 741 39,400 SH DEF 2 0 0 39,400
892335100 0 0 SH DEF 4 0 0 0
TRANSAMERICA CORPORATION 893485102 1,392 19,600 SH DEF 2 0 0 19,600
893485102 0 0 SH DEF 4 0 0 0
TRANSKARYOTIC THERAPIES INC 893735100 3,210 101,100 SH DEF 2 38,700 0 62,400
893735100 81,640 2,571,332 SH DEF 4 0 0 2,571,332
TRANSPORTADORA DE GAS DEL SUR 893870204 1,223 130,400 SH DEF 2 23,300 0 107,100
ADR
893870204 4,210 449,100 SH DEF 4 0 0 449,100
TRIATHLON BROADCASTING CO 89589P106 79,668 SH DEF 2 43,207 0 36,462
89589P106 256,990 SH DEF 4 0 0 256,990
TRICON GLOBAL RESTAURANTS INC 895953107 183,938 2,618,340 SH DEF 2 1,125,560 0 1,492,780
895953107 267,401 3,806,418 SH DEF 4 0 0 3,806,418
TRIBUNE CO 896047107 5,856 89,489 SH DEF 2 56,233 0 33,256
896047107 198,536 3,033,983 SH DEF 4 0 0 3,033,983
TRIGON HEALTHCARE INC 89618L100 5,997 175,100 SH DEF 2 97,200 0 77,900
89618L100 14,786 431,700 SH DEF 4 0 0 431,700
TRIMERIS INC 896263100 0 0 SH DEF 2 0 0 0
896263100 8,708 683,000 SH DEF 4 0 0 683,000
TRIUMPH GROUP INC 896818101 3,633 154,600 SH DEF 2 75,800 0 78,800
896818101 0 0 SH DEF 4 0 0 0
TRUE NORTH COMMUNICATIONS 897844106 11,734 417,222 SH DEF 2 105,200 0 312,022
897844106 12,608 448,300 SH DEF 4 0 0 448,300
TUBOSCOPE INC 898600101 2,699 299,900 SH DEF 2 159,500 0 140,400
898600101 0 0 SH DEF 4 0 0 0
TUPPERWARE CORPORATION 899896104 164 9,100 SH DEF 2 0 0 9,100
899896104 0 0 SH DEF 4 0 0 0
TUT SYSTEM INC 901103101 3,010 60,500 SH DEF 2 50,500 0 10,000
901103101 32,018 643,570 SH DEF 4 0 0 643,570
TWEETER HOME ENTERTAINMENT 901167106 8,673 268,937 SH DEF 2 193,581 0 75,356
GRP
901167106 3,009 93,287 SH DEF 4 0 0 93,287
24/7 MEDIA INC 901314104 7,807 151,600 SH DEF 2 126,600 0 25,000
901314104 27,263 529,381 SH DEF 4 0 0 529,381
TYCO INTERNATIONAL LTD NEW 902124106 608,952 8,487,130 SH DEF 2 4,363,094 0 4,124,036
902124106 1,556,359 21,691,410 SH DEF 4 0 0 21,691,410
UAL CORP 902549500 2,179 28,032 SH DEF 2 29,742 0 -1,710
902549500 289,028 3,717,396 SH DEF 4 0 0 3,717,396
USX-MARATHON GROUP 902905827 2,167 78,800 SH DEF 2 0 0 78,800
902905827 6,221 226,200 SH DEF 4 0 0 226,200
UST INC 902911106 763 29,200 SH DEF 2 0 0 29,200
902911106 0 0 SH DEF 4 0 0 0
USA WASTE SERVICES INC 902917103 1,060 18,359 SH DEF 2 15,382 0 2,977
902917103 573 9,924 SH DEF 4 0 0 9,924
U. S. ENERGY SYSTEMS INC 902951102 28 11,495 SH DEF 2 11,495 0 0
902951102 0 0 SH DEF 4 0 0 0
U. S. ENERGY SYSTEMS INC WTS 902951110 5 11,500 SH DEF 2 11,500 0 0
902951110 27 65,500 SH DEF 4 0 0 65,500
U.S. BANCORP 902973106 5,675 166,592 SH DEF 2 51,020 0 115,572
902973106 338,077 9,925,200 SH DEF 4 0 0 9,925,200
USA NETWORKS INC 902984103 138 3,850 SH DEF 2 3,850 0 0
902984103 159,364 4,449,946 SH DEF 4 0 0 4,449,946
UNUM CORPORATION 903192102 1,032 21,700 SH DEF 2 0 0 21,700
903192102 0 0 SH DEF 4 0 0 0
U.S. FOODSERVICE 90331R101 24,920 535,924 SH DEF 2 226,524 0 309,400
90331R101 99,440 2,138,500 SH DEF 4 0 0 2,138,500
USEC INC 90333E108 200 14,676 SH DEF 2 14,676 0 0
90333E108 11,043 810,500 SH DEF 4 0 0 810,500
USN COMMUNICATIONS WARR 90336N113 0 13,500 SH DEF 2 4,000 0 9,500
8/15/04
90336N113 2 200,040 SH DEF 4 0 0 200,040
USX-US STEEL GROUP 90337T101 327 13,900 SH DEF 2 0 0 13,900
90337T101 2,945 125,307 SH DEF 4 0 0 125,307
ULTRAMAR DIAMOND SHAMROCK CP 904000106 155 7,190 SH DEF 2 7,190 0 0
904000106 6,704 310,000 SH DEF 4 0 0 310,000
UNICAPITAL CORP 90459D108 103 16,111 SH DEF 2 16,111 0 0
90459D108 8,501 1,333,500 SH DEF 4 0 0 1,333,500
UNIDIGITAL INC 904669108 65 15,600 SH DEF 2 15,600 0 0
904669108 1,040 248,300 SH DEF 4 0 0 248,300
UNILEVER N V NEW YORK SHARES 904784501 6,690 100,700 SH DEF 2 0 0 100,700
SEDOL 2912136
904784501 0 0 SH DEF 4 0 0 0
UNICOM CORPORATION 904911104 1,247 34,100 SH DEF 2 0 0 34,100
904911104 29,579 809,000 SH DEF 4 0 0 809,000
UNION CAMP CORP 905530101 725 10,800 SH DEF 2 0 0 10,800
905530101 0 0 SH DEF 4 0 0 0
UNION CARBIDE CORPORATION 905581104 940 20,800 SH DEF 2 0 0 20,800
905581104 2,314 51,200 SH DEF 4 0 0 51,200
UNION PACIFIC CORP 907818108 6,094 114,043 SH DEF 2 49,021 0 65,022
907818108 23,616 441,933 SH DEF 4 0 0 441,933
UNION PACIFIC RESOURCES GROUP 907834105 467 39,324 SH DEF 2 0 0 39,324
907834105 0 0 SH DEF 4 0 0 0
UNION PLANTERS CORP 908068109 2,945 67,016 SH DEF 2 26,550 0 40,466
908068109 4,408 100,331 SH DEF 4 0 0 100,331
UNIONBANCAL CORPORATION 908906100 123 3,600 SH DEF 2 3,600 0 0
SEDOL 2165145
908906100 1,703 50,000 SH DEF 4 0 0 50,000
UNIPHASE CORP 909149106 9,963 86,541 SH DEF 2 20,020 0 66,521
909149106 176,104 1,529,673 SH DEF 4 0 0 1,529,673
UNISOURCE ENERGY CORP HLD CO 909205106 0 0 SH DEF 2 0 0 0
909205106 1,750 158,200 SH DEF 4 0 0 158,200
UNISYS CORPORATION 909214108 3,006 108,570 SH DEF 2 42,161 0 66,409
909214108 525 18,969 SH DEF 4 0 0 18,969
UNIT CORP 909218109 2,244 437,900 SH DEF 2 240,850 0 197,050
909218109 0 0 SH DEF 4 0 0 0
UNITED DOMINION INDS LTD 909914103 0 0 SH DEF 2 0 0 0
909914103 0 0 SH DEF 4 0 0 0
UNITED HEALTHCARE CORP 910581107 1,723 32,750 SH DEF 2 3,550 0 29,200
910581107 179,272 3,406,601 SH DEF 4 0 0 3,406,601
UNITED ILLUMINATING CO 910637107 0 0 SH DEF 2 0 0 0
910637107 12,225 291,500 SH DEF 4 0 0 291,500
UNITED NATURAL FOODS INC 911163103 2,604 111,400 SH DEF 2 61,800 0 49,600
911163103 0 0 SH DEF 4 0 0 0
U.S. FILTER CORP 911843209 12,777 417,200 SH DEF 2 9,600 0 407,600
911843209 73,035 2,384,800 SH DEF 4 0 0 2,384,800
US AIRWAYS GROUP INC 911905107 669 13,700 SH DEF 2 0 0 13,700
911905107 0 0 SH DEF 4 0 0 0
US WEST INC 91273H101 16,240 294,932 SH DEF 2 240,235 0 54,697
91273H101 510,414 9,269,725 SH DEF 4 0 0 9,269,725
UNITED TECHNOLOGIES CORP 913017109 200,001 1,476,700 SH DEF 2 894,285 0 582,415
913017109 712,867 5,263,440 SH DEF 4 0 0 5,263,440
UNITED WISCONSIN SERVICES 913238101 8,583 1,173,805 SH DEF 2 272,200 0 901,605
913238101 0 0 SH DEF 4 0 0 0
UNITIL CORP 913259107 0 0 SH DEF 2 0 0 0
913259107 0 0 SH DEF 4 0 0 0
UNIVERSAL FOODS CORP 913538104 5,743 278,448 SH DEF 2 62,760 0 215,688
913538104 0 0 SH DEF 4 0 0 0
UNIVERSAL HEALTH SERVICES CL 913903100 5,086 117,600 SH DEF 2 65,800 0 51,800
B
913903100 1,081 25,000 SH DEF 4 0 0 25,000
UNIVISION COMMUNICATIONS INC 914906102 11,568 231,350 SH DEF 2 78,900 0 152,450
914906102 279,284 5,585,681 SH DEF 4 0 0 5,585,681
UNOCAL CORP 915289102 13,230 359,385 SH DEF 2 308,909 0 50,476
915289102 47,434 1,288,535 SH DEF 4 0 0 1,288,535
USFREIGHTWAYS CORPORATION 916906100 12,879 391,742 SH DEF 2 137,167 0 254,575
916906100 3,288 100,000 SH DEF 4 0 0 100,000
USWEB CORP 917327108 6,047 146,600 SH DEF 2 37,350 0 109,250
917327108 96,301 2,334,579 SH DEF 4 0 0 2,334,579
UTILICORP UTD INC 918005109 0 0 SH DEF 2 0 0 0
918005109 8,352 367,100 SH DEF 4 0 0 367,100
V F CORP 918204108 887 18,800 SH DEF 2 0 0 18,800
918204108 0 0 SH DEF 4 0 0 0
VSE CORP 918284100 0 0 SH DEF 2 0 0 0
918284100 0 0 SH DEF 4 0 0 0
VALLEY MEDIA INC 91972C106 1,317 57,900 SH DEF 2 48,200 0 9,700
91972C106 762 33,500 SH DEF 4 0 0 33,500
VALMONT INDUSTRIES 920253101 0 0 SH DEF 2 0 0 0
920253101 0 0 SH DEF 4 0 0 0
VANSTAR CORP 92208M108 872 90,607 SH DEF 2 53,390 0 37,217
92208M108 3,285 341,298 SH DEF 4 0 0 341,298
VANTIVE CORP 922091103 157 13,022 SH DEF 2 5,462 0 7,560
922091103 1,319 109,328 SH DEF 4 0 0 109,328
VARCO INTERNATIONAL INC 922126107 32 2,900 SH DEF 2 2,900 0 0
922126107 25,544 2,296,100 SH DEF 4 0 0 2,296,100
VARIAN ASSOCIATES 922204102 3,887 100,300 SH DEF 2 54,000 0 46,300
922204102 0 0 SH DEF 4 0 0 0
VARLEN CORP 922248109 10,827 492,143 SH DEF 2 199,792 0 292,352
922248109 0 0 SH DEF 4 0 0 0
VEECO INSTRUMENTS INC 922417100 5,164 139,800 SH DEF 2 116,700 0 23,100
922417100 8,531 230,968 SH DEF 4 0 0 230,968
VENCOR INC 922602107 0 0 SH DEF 2 0 0 0
922602107 50 2,853 SH DEF 4 0 0 2,853
VENTANA MEDICAL SYSTEMS 92276H106 0 0 SH DEF 2 0 0 0
92276H106 19,079 852,700 SH DEF 4 0 0 852,700
VERIO INC 923433106 0 0 SH DEF 2 0 0 0
923433106 32,918 713,675 SH DEF 4 0 0 713,675
VERITAS SOFTWARE CO 923436109 27,101 335,613 SH DEF 2 114,733 0 220,880
923436109 142,835 1,768,852 SH DEF 4 0 0 1,768,852
VERITY INC 92343C106 6,677 199,300 SH DEF 2 148,600 0 50,700
92343C106 19,736 589,125 SH DEF 4 0 0 589,125
VERISIGN INC 92343E102 13,798 89,600 SH DEF 2 16,400 0 73,200
92343E102 143,911 934,489 SH DEF 4 0 0 934,489
VERITAS DGC INC 92343P107 2,215 156,100 SH DEF 2 90,400 0 65,700
92343P107 0 0 SH DEF 4 0 0 0
VERTEX PHARMACEUTICALS INC 92532F100 0 0 SH DEF 2 0 0 0
92532F100 42,550 1,685,129 SH DEF 4 0 0 1,685,129
VERTICALNET INC 92532L107 4,030 38,800 SH DEF 2 32,400 0 6,400
92532L107 65,487 630,444 SH DEF 4 0 0 630,444
VIACOM INC CL A 925524100 0 0 SH DEF 2 0 0 0
925524100 0 0 SH DEF 4 0 0 0
VIACOM INC CLASS B 925524308 621,726 7,407,016 SH DEF 2 4,119,350 0 3,287,666
925524308 1,871,066 22,291,182 SH DEF 4 0 0 22,291,182
VIGNETTE CORPORATION 926734104 30 400 SH DEF 2 0 0 400
926734104 23,702 314,972 SH DEF 4 0 0 314,972
VIDEOSERVER INC 926918103 1,586 204,600 SH DEF 2 171,000 0 33,600
926918103 917 118,300 SH DEF 4 0 0 118,300
VINA CONCHA Y TORO SA-SP ADR 927191106 153 5,200 SH DEF 2 0 0 5,200
927191106 0 0 SH DEF 4 0 0 0
VINTAGE PETROLEUM INC 927460105 4,427 491,902 SH DEF 2 110,000 0 381,902
927460105 0 0 SH DEF 4 0 0 0
VISHAY INTERTECHNOLOGY INC 928298108 6,306 433,000 SH DEF 2 246,000 0 187,000
928298108 3,349 230,000 SH DEF 4 0 0 230,000
VISKASE COMPANIES INC 92831R102 0 0 SH DEF 2 0 0 0
92831R102 0 0 SH DEF 4 0 0 0
VISTANA INC 92839P108 3,818 272,700 SH DEF 2 223,400 0 49,300
92839P108 2,177 155,500 SH DEF 4 0 0 155,500
VISUAL NETWORKS INC 928444108 8,977 240,200 SH DEF 2 174,600 0 65,600
928444108 84,577 2,262,927 SH DEF 4 0 0 2,262,927
VISX INC 92844S105 19,200 178,500 SH DEF 2 74,500 0 104,000
92844S105 65,928 612,925 SH DEF 4 0 0 612,925
VITAL SIGNS INC 928469105 8,625 479,166 SH DEF 2 107,850 0 371,316
928469105 0 0 SH DEF 4 0 0 0
VITRO S.A.-SPONSORED ADR 928502301 1,647 283,300 SH DEF 2 43,400 0 239,900
928502301 761 131,000 SH DEF 4 0 0 131,000
VLASIC FOODS INTL INC 928559103 5,665 437,900 SH DEF 2 246,200 0 191,700
928559103 0 0 SH DEF 4 0 0 0
VORNADO REALTY TRUST REIT 929042109 1,698 49,209 SH DEF 2 44,400 0 4,810
929042109 0 0 SH DEF 4 0 0 0
WD 40 COMPANY 929236107 6,576 226,752 SH DEF 2 52,710 0 174,042
929236107 0 0 SH DEF 4 0 0 0
WICOR INC 929253102 0 0 SH DEF 2 0 0 0
929253102 10,087 498,100 SH DEF 4 0 0 498,100
WABASH NATL CORP 929566107 2,749 236,460 SH DEF 2 56,460 0 180,000
929566107 0 0 SH DEF 4 0 0 0
WACHOVIA CORP 929771103 2,582 31,800 SH DEF 2 0 0 31,800
929771103 0 0 SH DEF 4 0 0 0
WADDELL & REED FINANCIAL INC 930059100 122 5,953 SH DEF 2 5,953 0 0
930059100 4,818 235,000 SH DEF 4 0 0 235,000
WADDELL & REED FINANCIAL-CL B 930059209 0 0 SH DEF 2 0 0 0
930059209 0 0 SH DEF 4 0 0 0
WAL MART STORES INC 931142103 669,818 7,265,817 SH DEF 2 4,042,617 0 3,223,200
931142103 1,184,642 12,850,352 SH DEF 4 0 0 12,850,352
WALBRO CORP 931154108 63,282 SH DEF 2 29,225 0 34,057
931154108 122,065 SH DEF 4 0 0 122,065
WALGREEN COMPANY 931422109 261,224 9,246,850 SH DEF 2 5,677,050 0 3,569,800
931422109 424,057 15,010,866 SH DEF 4 0 0 15,010,866
WALLACE COMPUTER SVCS INC 932270101 8,587 433,410 SH DEF 2 123,620 0 309,790
932270101 0 0 SH DEF 4 0 0 0
WANG LABS INC NEW 93369N109 828 42,194 SH DEF 2 27,871 0 14,323
93369N109 1,742 88,748 SH DEF 4 0 0 88,748
WARNACO GROUP INC 934390105 0 0 SH DEF 2 0 0 0
934390105 1,189 48,160 SH DEF 4 0 0 48,160
WARNER LAMBERT CO 934488107 444,906 6,721,900 SH DEF 2 3,813,400 0 2,908,500
934488107 1,178,414 17,804,170 SH DEF 4 0 0 17,804,170
WASHINGTON GAS LIGHT CO 938837101 0 0 SH DEF 2 0 0 0
938837101 7,245 320,200 SH DEF 4 0 0 320,200
WASHINGTON MUTUAL INC 939322103 33,419 817,592 SH DEF 2 518,951 0 298,641
939322103 891,990 21,822,396 SH DEF 4 0 0 21,822,396
WASTE MANAGEMENT INC 94106L109 173,837 3,917,459 SH DEF 2 2,178,703 0 1,738,757
94106L109 504,804 11,375,871 SH DEF 4 0 0 11,375,871
WATERS CORP 941848103 34,660 329,896 SH DEF 2 119,546 0 210,350
941848103 334,073 3,179,753 SH DEF 4 0 0 3,179,753
WATKINS JOHNSON COMPANY 942486101 4,575 202,230 SH DEF 2 48,380 0 153,850
942486101 0 0 SH DEF 4 0 0 0
WATSON PHARMACEUTICAL INC 942683103 35,156 796,731 SH DEF 2 308,631 0 488,100
942683103 187,995 4,260,500 SH DEF 4 0 0 4,260,500
WAUSAU-MOSINEE PAPER CORP 943315101 4,542 324,430 SH DEF 2 75,360 0 249,070
943315101 0 0 SH DEF 4 0 0 0
WEATHERFORD INTERNATIONAL 947074100 0 0 SH DEF 2 0 0 0
947074100 4,572 175,000 SH DEF 4 0 0 175,000
WEBSTER FINANCIAL CORP 947890109 8,717 301,900 SH DEF 2 162,900 0 139,000
947890109 0 0 SH DEF 4 0 0 0
WELLPOINT HEALTH NETWORKS 94973H108 443 5,842 SH DEF 2 6,092 0 -250
94973H108 52,777 696,150 SH DEF 4 0 0 696,150
WELLS FARGO & CO 949746101 19,749 563,260 SH DEF 2 68,320 0 494,940
949746101 512,279 14,610,446 SH DEF 4 0 0 14,610,446
WENDYS INTERNATIONAL INC 950590109 4,698 165,201 SH DEF 2 101,498 0 63,702
950590109 18,075 635,602 SH DEF 4 0 0 635,602
WERNER ENTERPRISES INC 950755108 3,616 229,582 SH DEF 2 53,836 0 175,746
950755108 0 0 SH DEF 4 0 0 0
WESLEY JESSEN VISIONCARE 951018100 10,223 370,900 SH DEF 2 255,400 0 115,500
951018100 30,718 1,114,500 SH DEF 4 0 0 1,114,500
WEST COAST ENTERTAINMENT CORP 952182103 0 0 SH DEF 2 0 0 0
952182103 31 83,100 SH DEF 4 0 0 83,100
WEST PHARMACEUTICAL SERVICES 955306105 8,205 257,915 SH DEF 2 60,920 0 196,995
955306105 0 0 SH DEF 4 0 0 0
WESTCOAST ENERGY INC 95751D102 0 0 SH DEF 2 0 0 0
95751D102 7,093 362,600 SH DEF 4 0 0 362,600
WESTERN DIGITAL CORP 958102105 1,615 203,489 SH DEF 2 138,821 0 64,669
958102105 5,486 691,117 SH DEF 4 0 0 691,117
WESTERN RESOURCES INC 959425109 1,057 39,590 SH DEF 2 41,600 0 -2,010
959425109 34,454 1,291,000 SH DEF 4 0 0 1,291,000
WESTINGHOUSE AIR BRAKE CO 960386100 6,425 307,800 SH DEF 2 165,000 0 142,800
960386100 0 0 SH DEF 4 0 0 0
WESTON ROY F INC SER A 961137106 0 SH DEF 2 0 0 0
961137106 61,524 SH DEF 4 0 0 61,524
WESTPOINT STEVENS INC 961238102 32,855 1,186,650 SH DEF 2 470,150 0 716,500
961238102 88,910 3,211,200 SH DEF 4 0 0 3,211,200
WESTVACO CORP 961548104 333 15,850 SH DEF 2 0 0 15,850
961548104 0 0 SH DEF 4 0 0 0
WESTWOOD ONE INC 961815107 8,701 305,300 SH DEF 2 106,050 0 199,250
961815107 120,687 4,234,649 SH DEF 4 0 0 4,234,649
WEYERHAEUSER COMPANY 962166104 4,496 81,000 SH DEF 2 50,705 0 30,295
962166104 550,462 9,918,237 SH DEF 4 0 0 9,918,237
WHIRLPOOL CORPORATION 963320106 1,365 25,100 SH DEF 2 14,000 0 11,100
963320106 24,404 448,800 SH DEF 4 0 0 448,800
WHITMAN CORPORATION 96647K102 4,862 282,855 SH DEF 2 288,543 0 -5,688
96647K102 55,432 3,225,133 SH DEF 4 0 0 3,225,133
WHITTMAN-HART INC 966834103 4,964 230,900 SH DEF 2 76,200 0 154,700
966834103 114,733 5,336,430 SH DEF 4 0 0 5,336,430
WHOLE FOODS MARKET INCC 966837106 128 3,724 SH DEF 2 2,128 0 1,596
966837106 6,050 175,996 SH DEF 4 0 0 175,996
WILLAMETTE INDUSTRIES INC 969133107 1,393 36,900 SH DEF 2 800 0 36,100
969133107 39,381 1,043,200 SH DEF 4 0 0 1,043,200
WILLBROS GROUP INC 969199108 0 0 SH DEF 2 0 0 0
969199108 3,631 700,000 SH DEF 4 0 0 700,000
WILLIAMS COMPANIES 969457100 29,954 758,323 SH DEF 2 502,785 0 255,537
969457100 859,518 21,759,949 SH DEF 4 0 0 21,759,949
WILLIAMS-SONOMA INC 969904101 1,285 45,500 SH DEF 2 15,000 0 30,500
969904101 156,452 5,538,119 SH DEF 4 0 0 5,538,119
WILSHIRE REAL ESTATE INV TR 971892104 0 0 SH DEF 2 0 0 0
REIT
971892104 3,010 845,000 SH DEF 4 0 0 845,000
WINDMERE CORP 973411101 4,089 584,200 SH DEF 2 348,200 0 236,000
973411101 0 0 SH DEF 4 0 0 0
WINN DIXIE STORES INC 974280109 871 23,300 SH DEF 2 0 0 23,300
974280109 0 0 SH DEF 4 0 0 0
WINSTAR COMMUNICATIONS INC 975515107 4,685 128,900 SH DEF 2 103,000 0 25,900
975515107 15,021 413,299 SH DEF 4 0 0 413,299
WINSTON HOTELS INC REIT 97563A102 0 0 SH DEF 2 0 0 0
97563A102 894 110,900 SH DEF 4 0 0 110,900
WIRELESS ONE INC WARRANTS 97652H117 0 4,050 SH DEF 2 1,500 0 2,550
97652H117 0 36,450 SH DEF 4 0 0 36,450
WISCONSIN ENERGY 976657106 2,492 95,390 SH DEF 2 7,390 0 88,000
976657106 29,524 1,130,100 SH DEF 4 0 0 1,130,100
WITCO CHEMICAL CORP 977385103 3,275 258,098 SH DEF 2 297,119 0 -39,021
977385103 50,732 3,998,571 SH DEF 4 0 0 3,998,571
WOODHEAD INDUSTRIES INC 979438108 4,398 454,028 SH DEF 2 105,820 0 348,208
979438108 0 0 SH DEF 4 0 0 0
WORLD ACCESS INC 98141A101 0 0 SH DEF 2 0 0 0
98141A101 603 74,250 SH DEF 4 0 0 74,250
WORLD AIRWAYS INC 98142H105 162,473 SH DEF 2 92,360 0 70,113
98142H105 1,435,624 SH DEF 4 0 0 1,435,624
WORLD COLOR PRESS INC 981443104 697 32,795 SH DEF 2 19,412 0 13,383
981443104 5,006 235,590 SH DEF 4 0 0 235,590
WORLD FUEL SERVICES CORP 981475106 3,096 266,350 SH DEF 2 143,375 0 122,975
981475106 0 0 SH DEF 4 0 0 0
WORTHINGTON INDS INC 981811102 183 15,600 SH DEF 2 0 0 15,600
981811102 0 0 SH DEF 4 0 0 0
WRIGLEY WM JR COMPANY 982526105 1,646 18,200 SH DEF 2 0 0 18,200
982526105 0 0 SH DEF 4 0 0 0
WYNN S INTERNATIONAL INC 983195108 4,338 248,800 SH DEF 2 150,600 0 98,200
983195108 0 0 SH DEF 4 0 0 0
XCL LTD 983701103 168,738 SH DEF 2 130,533 0 38,205
983701103 2,354,136 SH DEF 4 0 0 2,354,136
X-RITE INC 983857103 6,816 1,048,543 SH DEF 2 243,270 0 805,273
983857103 0 0 SH DEF 4 0 0 0
XILINX 983919101 21,206 522,800 SH DEF 2 203,400 0 319,400
983919101 126,547 3,119,800 SH DEF 4 0 0 3,119,800
XEROX CORPORATION 984121103 22,456 420,729 SH DEF 2 360,412 0 60,318
984121103 490,252 9,185,049 SH DEF 4 0 0 9,185,049
XOMED SURGICAL PRODUCTS INC 98412V107 12,927 329,350 SH DEF 2 264,150 0 65,200
98412V107 24,412 621,970 SH DEF 4 0 0 621,970
XOOM.CPM INC 98413F101 0 0 SH DEF 2 0 0 0
98413F101 23,434 349,442 SH DEF 4 0 0 349,442
YPF S A SPONSORED ADR 984245100 2,437 77,212 SH DEF 2 65,699 0 11,513
984245100 25,408 805,013 SH DEF 4 0 0 805,013
YAHOO INC 984332106 13,302 79,000 SH DEF 2 30,200 0 48,800
984332106 25,231 149,850 SH DEF 4 0 0 149,850
YANKEE ENERGY SYSTEM INC 984779108 0 0 SH DEF 2 0 0 0
984779108 7,442 322,700 SH DEF 4 0 0 322,700
ZIFF-DAVIS INC - ZDNET 989511209 0 0 SH DEF 2 0 0 0
989511209 1,134 31,500 SH DEF 4 0 0 31,500
ZIONS BANCORP 989701107 33,158 498,614 SH DEF 2 194,064 0 304,550
989701107 133,040 2,000,600 SH DEF 4 0 0 2,000,600
ZORAN CORP 98975F101 9,270 566,100 SH DEF 2 405,100 0 161,000
98975F101 5,524 337,314 SH DEF 4 0 0 337,314
LERNOUT & HAUSPIE SPEECH B5628B104 5,312 177,050 SH DEF 2 62,450 0 114,600
PRODS NV
B5628B104 90,427 3,014,246 SH DEF 4 0 0 3,014,246
ACE LIMITED G0070K103 1,372 44,000 SH DEF 2 46,200 0 -2,200
G0070K103 42,031 1,347,700 SH DEF 4 0 0 1,347,700
FRESH DEL MONTE PRODUCE INC G36738105 219 11,800 SH DEF 2 11,800 0 0
G36738105 0 0 SH DEF 4 0 0 0
FRUIT OF THE LOOM INC-CL A G3682L105 117 11,300 SH DEF 2 0 0 11,300
G3682L105 0 0 SH DEF 4 0 0 0
GEMSTAR INTL GROUP LTD G3788V106 0 0 SH DEF 2 0 0 0
G3788V106 34,841 463,000 SH DEF 4 0 0 463,000
GLOBAL CROSSING LTD G3921A100 8,681 187,700 SH DEF 2 19,000 0 168,700
G3921A100 202,369 4,375,541 SH DEF 4 0 0 4,375,541
GLOBALSTAR TELECOM WARR G3930H146 90 1,995 SH DEF 2 1,775 0 220
2/15/04
G3930H146 995 22,120 SH DEF 4 0 0 22,120
GLOBAL-TECH APPLIANCES INC G39320109 18 3,700 SH DEF 2 3,700 0 0
G39320109 478 100,700 SH DEF 4 0 0 100,700
LORAL SPACE & COMMUNICATIONS G56462107 0 0 SH DEF 2 0 0 0
G56462107 6,953 312,500 SH DEF 4 0 0 312,500
NOVEL DENIM HOLDINGS LTD G6674P109 60 6,158 SH DEF 2 6,158 0 0
G6674P109 2,423 248,550 SH DEF 4 0 0 248,550
PEAK INTERNATIONAL LTD G69586108 8 3,300 SH DEF 2 0 0 3,300
G69586108 50 21,700 SH DEF 4 0 0 21,700
RSL COMMUNICATIONS LTD-CL A G7702U102 5,762 160,332 SH DEF 2 20,444 0 139,888
G7702U102 222,912 6,202,762 SH DEF 4 0 0 6,202,762
SCOTTISH ANNUITY & LIFE HLDGS G7885T104 121 12,400 SH DEF 2 12,400 0 0
G7885T104 7,024 720,400 SH DEF 4 0 0 720,400
TOMMY HILFIGER CORP G8915Z102 8,368 121,500 SH DEF 2 54,500 0 67,000
G8915Z102 28,872 419,200 SH DEF 4 0 0 419,200
SBS BROADCASTING SA L8137F102 4,276 133,100 SH DEF 2 103,700 0 29,400
L8137F102 3,216 100,100 SH DEF 4 0 0 100,100
CHECK POINT SOFTWARE TECH LTD M22465104 1,342 31,200 SH DEF 2 3,000 0 28,200
M22465104 23,199 539,500 SH DEF 4 0 0 539,500
ENGEL GENERAL DEVELOPERS LTD M40515104 15 7,600 SH DEF 2 7,600 0 0
M40515104 416 208,000 SH DEF 4 0 0 208,000
ESC MEDICAL SYSTEMS LTD M40868107 42 6,050 SH DEF 2 6,050 0 0
M40868107 0 0 SH DEF 4 0 0 0
GILAT SATELLITE NETWORKS LTD M51474100 1,470 24,500 SH DEF 2 3,600 0 20,900
M51474100 642 10,700 SH DEF 4 0 0 10,700
OPTISYSTEMS SOLUTIONS LTD M75252102 0 0 SH DEF 2 0 0 0
M75252102 1,175 159,300 SH DEF 4 0 0 159,300
ASM LITHOGRAPHY HOLDING NV N07059111 36,906 820,131 SH DEF 2 274,568 0 545,563
N07059111 166,326 3,696,132 SH DEF 4 0 0 3,696,132
NEW HOLLAND NV N62648105 0 0 SH DEF 2 0 0 0
N62648105 1,600 156,100 SH DEF 4 0 0 156,100
STEINER LEISURE LTD P8744Y102 2,175 70,724 SH DEF 2 59,775 0 10,949
P8744Y102 12,335 401,150 SH DEF 4 0 0 401,150
ROYAL CARIBBEAN CRUISES LTD V7780T103 16,194 415,227 SH DEF 2 174,263 0 240,964
V7780T103 70,165 1,799,090 SH DEF 4 0 0 1,799,090
ASE TEST LIMITED Y02516105 4,591 116,240 SH DEF 2 39,820 0 76,420
Y02516105 7,035 178,100 SH DEF 4 0 0 178,100
FLEXTRONICS INTL LTD Y2573F102 5,748 112,708 SH DEF 2 8,500 0 104,208
Y2573F102 144,310 2,829,610 SH DEF 4 0 0 2,829,610
TOTAL VALUE: 190,591,951
</TABLE>
