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Previous: PUTNAM ADVISORY CO INC, 13F-NT/A, 1999-11-03 |
Next: UNITED STATES LIME & MINERALS INC, 10-Q, 1999-11-03 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F Cover Page
Report for the Calendar Year or Quarter Ended: September 30, 1999
Check here if Amendment [X]; Amendment Number: 3
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 11/3/99
[signature] [city, state] [date]
Report Type (check only one):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and
all holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported
by other reporting manager(s).)
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other included managers: 3
Form 13F Information Table Entry Total: 3,661
Form 13F Information Table Value Total: $221,089,851
(thousands)
List of other included managers:
Provide a numbered list of the names and form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[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.
<TABLE><CAPTION>
PRICING DATE: 09/30/1999 NAME OF REPORTING COMPANIES: PUTNAM INVESTMENTS, INC.
AND ITS AFFILIATED REGISERED INVESTMENT MANAGERS
PUTNAM INVESTMENT MANAGEMENT, INC. ("PIM") AND THE PUTNAM ADVISORY COMPANY,
INC. ("PAC"); COLUMN 7: 2 = PAC; 4 = PIM
NOTE: All security types adjusted and converted into Common Stock Equivalent
shares where applicable
<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 OTHR VOTING AUTHORITY
NAME OF ISSUER / CLASS NUMBER (X$000) PRN AMT PRN DISC MGRS SOLE SHRD NONE
A A R CORP 000361105 15,511 861,702SH DEFINED 2 228,180 0 633,522
000361105 811 45,033SH DEFINED 4 0 0 45,033
ABC-NACO INC 000752105 5,799 410,550SH DEFINED 2 205,100 0 205,450
000752105 439 31,109SH DEFINED 4 0 0 31,109
ADC TELECOMMUNICATIONS INC 000886101 55,439 1,321,950SH DEFINED 2 283,310 0 1,038,640
000886101 435,172 10,376,670SH DEFINED 4 0 0 10,376,670
ADE CORP 00089C107 420 30,000SH DEFINED 2 0 0 30,000
00089C107 103 7,390SH DEFINED 4 0 0 7,390
ABM INDUSTRIES INC 000957100 9,343 368,193SH DEFINED 2 65,900 0 302,293
000957100 524 20,652SH DEFINED 4 0 0 20,652
ACT MANUFACTURING INC 000973107 9,481 378,300SH DEFINED 2 277,500 0 100,800
000973107 5,121 204,315SH DEFINED 4 0 0 204,315
ACT NETWORKS INC 000975102 3,295 373,900SH DEFINED 2 307,300 0 66,600
000975102 1,987 225,500SH DEFINED 4 0 0 225,500
AFLAC INC 001055102 25,669 613,000SH DEFINED 2 300,600 0 312,400
001055102 143,899 3,436,400SH DEFINED 4 0 0 3,436,400
AGL RESOURCES INC 001204106 4,535 279,100SH DEFINED 2 49,600 0 229,500
001204106 10,527 647,800SH DEFINED 4 0 0 647,800
AHL SERVICES INC 001296102 7,071 271,300SH DEFINED 2 222,300 0 49,000
001296102 4,178 160,300SH DEFINED 4 0 0 160,300
AES CORP 00130H105 2,472 41,900SH DEFINED 2 0 0 41,900
00130H105 3,419 57,941SH DEFINED 4 0 0 57,941
AMFM INC 001693100 33,993 558,406SH DEFINED 2 179,932 0 378,474
001693100 870,386 14,297,918SH DEFINED 4 0 0 14,297,918
AMR CORP DEL 001765106 1,788 32,800SH DEFINED 2 0 0 32,800
001765106 68,071 1,249,000SH DEFINED 4 0 0 1,249,000
A T & T CORP 001957109 53,735 1,235,288SH DEFINED 2 513,326 0 721,962
001957109 888,243 20,419,378SH DEFINED 4 0 0 20,419,378
AT&T CORP - LIBERTY MEDIA-A 001957208 579,993 15,622,705SH DEFINED 2 5,452,388 0 10,170,317
001957208 2,413,610 65,013,072SH DEFINED 4 0 0 65,013,072
ATMI INC 00207R101 11,321 303,400SH DEFINED 2 249,900 0 53,500
00207R101 14,526 389,300SH DEFINED 4 0 0 389,300
AXA FINANCIAL INC 002451102 183 3,284SH DEFINED 2 4,584 0 -1,300
002451102 132,813 2,379,633SH DEFINED 4 0 0 2,379,633
AARON RENTS INC 002535201 5,334 309,200SH DEFINED 2 151,800 0 157,400
002535201 339 19,669SH DEFINED 4 0 0 19,669
AAVID THERMAL TECHNOLOGIES INC 002539104 1,767 78,300SH DEFINED 2 78,300 0 0
002539104 271 12,000SH DEFINED 4 0 0 12,000
AAMES FINANCIAL CORP 00253A101 0 0SH DEFINED 2 0 0 0
00253A101 368 267,810SH DEFINED 4 0 0 267,810
ABACUS DIRECT CORP 002553105 975 8,000SH DEFINED 2 0 0 8,000
002553105 137,141 1,125,259SH DEFINED 4 0 0 1,125,259
ABBOTT LABORATORIES 002824100 26,843 730,420SH DEFINED 2 382,165 0 348,255
002824100 689,518 18,762,383SH DEFINED 4 0 0 18,762,383
ABERCROMBIE & FITCH CO CL A 002896207 15,771 463,009SH DEFINED 2 130,490 0 332,519
002896207 76,928 2,258,440SH DEFINED 4 0 0 2,258,440
ABACAN RESOURCE CORP 002919108 0 0SH DEFINED 2 0 0 0
002919108 368 2,100,000SH DEFINED 4 0 0 2,100,000
ABOUT.COM INC 003736105 0 0SH DEFINED 2 0 0 0
003736105 15,453 273,500SH DEFINED 4 0 0 273,500
ACCREDO HEALTH INC 00437V104 8,099 257,100SH DEFINED 2 210,500 0 46,600
00437V104 5,103 162,000SH DEFINED 4 0 0 162,000
ACER PERIPHERALS INC SEDOL 6054465 0044359A3 44 18,000SH DEFINED 2 0 0 18,000
0044359A3 150 61,000SH DEFINED 4 0 0 61,000
ACKERLEY GROUP INC 004527107 4,782 388,400SH DEFINED 2 321,700 0 66,700
004527107 2,822 229,200SH DEFINED 4 0 0 229,200
ACTUATE SOFTWARE CORP 00508B102 64 1,900SH DEFINED 2 0 0 1,900
00508B102 3,726 110,000SH DEFINED 4 0 0 110,000
ACXIOM CORP 005125109 0 0SH DEFINED 2 0 0 0
005125109 2,793 142,100SH DEFINED 4 0 0 142,100
ADAPTEC INC 00651F108 0 0SH DEFINED 2 0 0 0
00651F108 1,152 29,036SH DEFINED 4 0 0 29,036
ADELPHIA COMMUNICATIONS CL A 006848105 3,893 66,185SH DEFINED 2 23,521 0 42,664
006848105 150,660 2,561,697SH DEFINED 4 0 0 2,561,697
ADOBE SYSTEMS INC 00724F101 1,521 13,400SH DEFINED 2 0 0 13,400
00724F101 8,183 72,100SH DEFINED 4 0 0 72,100
ADTRAN INC 00738A106 0 0SH DEFINED 2 0 0 0
00738A106 287 7,500SH DEFINED 4 0 0 7,500
ADVANCE PARADIGM INC 007491103 7,337 134,000SH DEFINED 2 110,200 0 23,800
007491103 19,940 364,200SH DEFINED 4 0 0 364,200
ADVANCED COMMUNICATION SYS 00750X109 2,236 179,800SH DEFINED 2 146,800 0 33,000
00750X109 1,327 106,700SH DEFINED 4 0 0 106,700
ADVANCED DIGITAL INFO CORP 007525108 56 2,000SH DEFINED 2 0 0 2,000
007525108 0 0SH DEFINED 4 0 0 0
ADVANCED FIBRE COMMUNICATIONS 00754A105 218 9,800SH DEFINED 2 0 0 9,800
00754A105 8,257 371,080SH DEFINED 4 0 0 371,080
ADVANCED RADIO TELECOM CORP 00754U101 0 0SH DEFINED 2 0 0 0
00754U101 0 1SH DEFINED 4 0 0 1
ADVANCED MICRO DEVICES INC 007903107 550 32,000SH DEFINED 2 0 0 32,000
007903107 5,389 313,513SH DEFINED 4 0 0 313,513
ADVANCED ENERGY INDUSTRIES 007973100 6,542 211,900SH DEFINED 2 172,700 0 39,200
007973100 3,890 126,000SH DEFINED 4 0 0 126,000
ADVENT SOFTWARE INC 007974108 149 2,400SH DEFINED 2 0 0 2,400
007974108 0 0SH DEFINED 4 0 0 0
AEROSONIC CORP 008015307 0 0SH DEFINED 2 0 0 0
008015307 0 0SH DEFINED 4 0 0 0
AETNA INC 008117103 1,770 35,945SH DEFINED 2 3,751 0 32,194
008117103 78,944 1,602,926SH DEFINED 4 0 0 1,602,926
AFFILIATED COMPUTER SVCS INC CL A 008190100 13,215 325,288SH DEFINED 2 79,767 0 245,521
008190100 146,997 3,618,396SH DEFINED 4 0 0 3,618,396
AFFILIATED MANAGERS GROUP 008252108 106 3,900SH DEFINED 2 0 0 3,900
008252108 0 0SH DEFINED 4 0 0 0
AFFYMETRIX INC 00826T108 89 900SH DEFINED 2 0 0 900
00826T108 16,360 166,200SH DEFINED 4 0 0 166,200
AGILE SOFTTWARE CORP 00846X105 1,901 29,700SH DEFINED 2 6,400 0 23,300
00846X105 14,101 220,335SH DEFINED 4 0 0 220,335
AIR EXPRESS INTERNATIONAL CORP 009104100 11,919 525,363SH DEFINED 2 163,042 0 362,321
009104100 869 38,293SH DEFINED 4 0 0 38,293
AIR PRODUCTS & CHEMICALS INC 009158106 1,453 50,000SH DEFINED 2 0 0 50,000
009158106 0 0SH DEFINED 4 0 0 0
AIRBORNE FREIGHT CORP 009266107 162 7,700SH DEFINED 2 7,700 0 0
009266107 3,581 170,000SH DEFINED 4 0 0 170,000
AIRGAS INC 009363102 6,314 543,100SH DEFINED 2 271,200 0 271,900
009363102 417 35,837SH DEFINED 4 0 0 35,837
AIRGATE PCS INC 009367103 5,208 209,375SH DEFINED 2 174,275 0 35,100
009367103 3,043 122,325SH DEFINED 4 0 0 122,325
ALABAMA NATIONAL BANCORPORATION 010317105 60 2,600SH DEFINED 2 0 0 2,600
010317105 0 0SH DEFINED 4 0 0 0
ALARIS MEDICAL INC 011637105 0 0SH DEFINED 2 0 0 0
011637105 0 0SH DEFINED 4 0 0 0
ALASKA AIR GROUP INC 011659109 0 0SH DEFINED 2 0 0 0
011659109 0 0SH DEFINED 4 0 0 0
ALBANY INTL CORP 012348108 1,372 90,738SH DEFINED 2 8,261 0 82,477
012348108 0 0SH DEFINED 4 0 0 0
ALBANY MOLECULAR RESEARCH 012423109 2,746 109,300SH DEFINED 2 90,300 0 19,000
012423109 1,621 64,518SH DEFINED 4 0 0 64,518
ALBERTO-CULVER CO CL B 013068101 280 12,100SH DEFINED 2 0 0 12,100
013068101 0 0SH DEFINED 4 0 0 0
ALBERTSONS INC 013104104 5,127 129,604SH DEFINED 2 38,870 0 90,734
013104104 140,160 3,542,759SH DEFINED 4 0 0 3,542,759
ALCAN ALUMINIUM LTD 013716105 1,541 49,300SH DEFINED 2 0 0 49,300
013716105 2,072 66,300SH DEFINED 4 0 0 66,300
ALCOA INC 013817101 21,761 350,635SH DEFINED 2 252,005 0 98,630
013817101 495,528 7,984,346SH DEFINED 4 0 0 7,984,346
ALKERMES INC 01642T108 0 0SH DEFINED 2 0 0 0
01642T108 21,079 731,600SH DEFINED 4 0 0 731,600
ALLAIRE CORP 016714107 3,343 59,700SH DEFINED 2 49,600 0 10,100
016714107 29,971 535,200SH DEFINED 4 0 0 535,200
ALLEGHENY TELEDYNE INC 017415100 701 41,512SH DEFINED 2 0 0 41,512
017415100 0 0SH DEFINED 4 0 0 0
ALLEGIANCE TELECOM INC 01747T102 36,778 698,862SH DEFINED 2 193,191 0 505,671
01747T102 308,296 5,858,355SH DEFINED 4 0 0 5,858,355
ALLERGAN INC. 018490102 141,796 1,289,050SH DEFINED 2 630,400 0 658,650
018490102 273,412 2,485,565SH DEFINED 4 0 0 2,485,565
ALLIANT TECHSYSTEMS INC 018804104 2,599 37,500SH DEFINED 2 16,800 0 20,700
018804104 353 5,100SH DEFINED 4 0 0 5,100
ALLIEDSIGNAL INC 019512102 83,827 1,398,570SH DEFINED 2 770,775 0 627,795
019512102 394,717 6,585,482SH DEFINED 4 0 0 6,585,482
ALLIED WASTE INDUSTRIES INC 019589308 479 41,000SH DEFINED 2 0 0 41,000
019589308 0 0SH DEFINED 4 0 0 0
ALLSCRIPTS INC 019886100 1,078 67,900SH DEFINED 2 55,500 0 12,400
019886100 14,510 914,027SH DEFINED 4 0 0 914,027
ALLSTATE CORPORATION 020002101 13,568 544,063SH DEFINED 2 351,035 0 193,028
020002101 341,449 13,692,197SH DEFINED 4 0 0 13,692,197
ALLTEL CORP 020039103 171,468 2,436,490SH DEFINED 2 1,417,165 0 1,019,325
020039103 231,574 3,290,569SH DEFINED 4 0 0 3,290,569
ALPHA INDUSTRIES INC 020753109 7,463 132,300SH DEFINED 2 106,300 0 26,000
020753109 42,011 744,800SH DEFINED 4 0 0 744,800
ALPHARMA INC CL A 020813101 5,525 156,450SH DEFINED 2 15,735 0 140,715
020813101 28,980 820,683SH DEFINED 4 0 0 820,683
ALTERA CORP 021441100 41,398 954,431SH DEFINED 2 263,085 0 691,346
021441100 160,544 3,701,310SH DEFINED 4 0 0 3,701,310
ALZA CORP 022615108 4,145 96,814SH DEFINED 2 51,247 0 45,568
022615108 6,308 147,351SH DEFINED 4 0 0 147,351
AMAZON.COM INC 023135106 471 5,895SH DEFINED 2 2,935 0 2,960
023135106 9,614 120,267SH DEFINED 4 0 0 120,267
AMERADA HESS CORP 023551104 1,207 19,700SH DEFINED 2 0 0 19,700
023551104 0 0SH DEFINED 4 0 0 0
AMEREN CORPORATION 023608102 4,137 109,400SH DEFINED 2 0 0 109,400
023608102 8,935 236,300SH DEFINED 4 0 0 236,300
AMERICA ONLINE INC 02364J104 249,891 2,402,798SH DEFINED 2 1,050,736 0 1,352,062
02364J104 617,294 5,935,515SH DEFINED 4 0 0 5,935,515
AMCORE FINANCIAL INC 023912108 7,804 378,362SH DEFINED 2 67,510 0 310,852
023912108 452 21,929SH DEFINED 4 0 0 21,929
AMERICAN BANCSHARES INC/FLA 02408H106 0 0SH DEFINED 2 0 0 0
02408H106 0 0SH DEFINED 4 0 0 0
AMERICAN ELECTRIC POWER CO 025537101 1,437 42,100SH DEFINED 2 0 0 42,100
025537101 0 0SH DEFINED 4 0 0 0
AMERICAN EAGLE OUTFITTERS 02553E106 140 2,900SH DEFINED 2 0 0 2,900
02553E106 33,068 682,700SH DEFINED 4 0 0 682,700
AMERICAN EXPRESS COMPANY 025816109 328,999 2,443,820SH DEFINED 2 1,087,400 0 1,356,420
025816109 474,855 3,527,240SH DEFINED 4 0 0 3,527,240
AMERICAN GEN CORP 026351106 160,009 2,532,282SH DEFINED 2 1,334,803 0 1,197,478
026351106 874,965 13,847,121SH DEFINED 4 0 0 13,847,121
AMERICAN GREETINGS CORP CL A 026375105 381 14,800SH DEFINED 2 0 0 14,800
026375105 0 0SH DEFINED 4 0 0 0
AMERICAN HEALTHCORP INC 02649V104 0 0SH DEFINED 2 0 0 0
02649V104 0 0SH DEFINED 4 0 0 0
AMERICAN HERITAGE LIFE INVS 026522102 1,738 54,751SH DEFINED 2 28,293 0 26,458
026522102 4,598 144,829SH DEFINED 4 0 0 144,829
AMERICAN HOME PRODUCTS CORP 026609107 32,949 793,940SH DEFINED 2 484,359 0 309,581
026609107 837,482 20,180,288SH DEFINED 4 0 0 20,180,288
AMERICAN HOMEPATIENT INC 026649103 804 1,169,400SH DEFINED 2 630,300 0 539,100
026649103 0 0SH DEFINED 4 0 0 0
AMERICAN INTERNATIONAL GROUP 026874107 413,883 4,760,700SH DEFINED 2 2,100,053 0 2,660,647
026874107 697,660 8,024,846SH DEFINED 4 0 0 8,024,846
AMERICAN MANAGEMENT SYSTEMS 027352103 159 6,200SH DEFINED 2 0 0 6,200
027352103 0 0SH DEFINED 4 0 0 0
AMERICAN MED SECURITY GROUP 02744P101 1,275 196,105SH DEFINED 2 34,700 0 161,405
02744P101 0 0SH DEFINED 4 0 0 0
AMER SCIENCE & ENGINE INC 029429107 0 0SH DEFINED 2 0 0 0
029429107 0 0SH DEFINED 4 0 0 0
AMERICAN STD COS INC DEL 029712106 0 0SH DEFINED 2 0 0 0
029712106 7,000 182,400SH DEFINED 4 0 0 182,400
AMERICAN TOWER CORP-CL A 029912201 7,537 385,300SH DEFINED 2 119,800 0 265,500
029912201 228,237 11,667,051SH DEFINED 4 0 0 11,667,051
AMERICAN TELECASTING INC 030151104 0 0SH DEFINED 2 0 0 0
030151104 0 0SH DEFINED 4 0 0 0
AMERICAN WTR WKS INC 030411102 275 9,500SH DEFINED 2 0 0 9,500
030411102 4,642 160,400SH DEFINED 4 0 0 160,400
AMERICAN XTAL TECHNOLOGY INC 030514103 5,679 265,700SH DEFINED 2 164,900 0 100,800
030514103 16,670 779,870SH DEFINED 4 0 0 779,870
AMERICREDIT CORP 03060R101 145 9,700SH DEFINED 2 0 0 9,700
03060R101 0 0SH DEFINED 4 0 0 0
AMERON INTERNATIONAL CORP 030710107 7,784 165,834SH DEFINED 2 29,510 0 136,324
030710107 461 9,827SH DEFINED 4 0 0 9,827
AMERIKING INC 03071G102 13 1,310SH DEFINED 2 430 0 880
03071G102 112 11,165SH DEFINED 4 0 0 11,165
AMERISOURCE HEALTH CORP 03071P102 39,393 1,663,028SH DEFINED 2 501,755 0 1,161,273
03071P102 111,465 4,705,641SH DEFINED 4 0 0 4,705,641
AMERUS LIFE HOLDINGS INC-A 030732101 5,629 265,665SH DEFINED 2 42,780 0 222,885
030732101 385 18,151SH DEFINED 4 0 0 18,151
AMES DEPT STORES INC 030789507 0 0SH DEFINED 2 0 0 0
030789507 16,859 528,910SH DEFINED 4 0 0 528,910
AMERITECH CORP NEW 030954101 31,708 471,930SH DEFINED 2 172,620 0 299,310
030954101 783,596 11,662,829SH DEFINED 4 0 0 11,662,829
AMETEK INC 031100100 87 4,400SH DEFINED 2 0 0 4,400
031100100 0 0SH DEFINED 4 0 0 0
AMGEN INC 031162100 206,693 2,536,116SH DEFINED 2 1,088,660 0 1,447,456
031162100 758,715 9,309,384SH DEFINED 4 0 0 9,309,384
AMKOR TECHNOLOGIES INC 031652100 152 9,400SH DEFINED 2 0 0 9,400
031652100 0 0SH DEFINED 4 0 0 0
AMPHENOL CORP CL A 032095101 114 2,300SH DEFINED 2 0 0 2,300
032095101 0 0SH DEFINED 4 0 0 0
AMSOUTH BANCORP 032165102 1,179 50,300SH DEFINED 2 11,700 0 38,600
032165102 0 0SH DEFINED 4 0 0 0
AMSURG CORP-CL A 03232P108 1,517 237,900SH DEFINED 2 195,000 0 42,900
03232P108 900 141,100SH DEFINED 4 0 0 141,100
ANADARKO PETROLEUM CORP 032511107 1,186 38,800SH DEFINED 2 0 0 38,800
032511107 0 0SH DEFINED 4 0 0 0
ANADIGICS INC 032515108 8,314 295,600SH DEFINED 2 239,800 0 55,800
032515108 4,933 175,400SH DEFINED 4 0 0 175,400
ANALOG DEVICES INC 032654105 43,436 847,528SH DEFINED 2 232,128 0 615,400
032654105 384,390 7,500,301SH DEFINED 4 0 0 7,500,301
ANALOGIC CORP 032657207 2,644 83,755SH DEFINED 2 15,780 0 67,975
032657207 467 14,781SH DEFINED 4 0 0 14,781
ANALYSTS INTL CORP 032681108 9,266 893,105SH DEFINED 2 209,820 0 683,285
032681108 392 37,790SH DEFINED 4 0 0 37,790
ANAREN MICROWAVE 032744104 1,379 48,800SH DEFINED 2 48,800 0 0
032744104 141 5,000SH DEFINED 4 0 0 5,000
ANCOR COMMUNICATIONS INC 03332K108 65 2,700SH DEFINED 2 0 0 2,700
03332K108 0 0SH DEFINED 4 0 0 0
ANDREW CORP 034425108 5,158 296,855SH DEFINED 2 133,565 0 163,290
034425108 400 23,000SH DEFINED 4 0 0 23,000
ANDRX CORP 034551101 135 2,300SH DEFINED 2 0 0 2,300
034551101 0 0SH DEFINED 4 0 0 0
ANHEUSER BUSCH COS INC 035229103 141,834 2,024,390SH DEFINED 2 1,063,945 0 960,445
035229103 556,734 7,946,251SH DEFINED 4 0 0 7,946,251
ANICOM 035250109 0 0SH DEFINED 2 0 0 0
035250109 0 0SH DEFINED 4 0 0 0
ANN TAYLOR 036115103 27,719 678,133SH DEFINED 2 182,928 0 495,205
036115103 79,358 1,941,468SH DEFINED 4 0 0 1,941,468
AON CORPORATION 037389103 1,650 55,826SH DEFINED 2 3,530 0 52,296
037389103 280,188 9,477,816SH DEFINED 4 0 0 9,477,816
APACHE CORPORATION 037411105 4,186 96,916SH DEFINED 2 27,378 0 69,538
037411105 15,585 360,873SH DEFINED 4 0 0 360,873
APARTMENT INVT & MGMT CO-A REIT 03748R101 172 4,505SH DEFINED 2 0 0 4,505
03748R101 0 0SH DEFINED 4 0 0 0
APOGEE ENTERPRISES INC 037598109 10,413 1,480,941SH DEFINED 2 248,460 0 1,232,481
037598109 528 75,120SH DEFINED 4 0 0 75,120
APPLE COMPUTER INC 037833100 145,137 2,292,387SH DEFINED 2 1,189,205 0 1,103,182
037833100 150,635 2,379,230SH DEFINED 4 0 0 2,379,230
APPLEBEES INTL INC 037899101 7,020 208,376SH DEFINED 2 30,576 0 177,800
037899101 0 0SH DEFINED 4 0 0 0
APPLIED EXTRUSION TECH 038196101 0 0SH DEFINED 2 0 0 0
038196101 0 0SH DEFINED 4 0 0 0
APPLIED MATERIAL 038222105 242,533 3,121,900SH DEFINED 2 1,331,900 0 1,790,000
038222105 866,849 11,158,148SH DEFINED 4 0 0 11,158,148
APPLIED POWER INC CL A 038225108 9,984 328,688SH DEFINED 2 55,980 0 272,708
038225108 475 15,652SH DEFINED 4 0 0 15,652
APPLIED MICRO CIRCUITS CORP 03822W109 23,379 410,160SH DEFINED 2 202,900 0 207,260
03822W109 144,589 2,536,650SH DEFINED 4 0 0 2,536,650
APTARGROUP INC 038336103 6,015 224,870SH DEFINED 2 38,080 0 186,790
038336103 563 21,055SH DEFINED 4 0 0 21,055
ARACRUZ CELULOSE SA-SPON ADR 038496204 2,726 130,593SH DEFINED 2 26,908 0 103,685
038496204 1,909 91,466SH DEFINED 4 0 0 91,466
ARCHER DANIELS MIDLAND CO 039483102 1,642 134,711SH DEFINED 2 0 0 134,711
039483102 0 0SH DEFINED 4 0 0 0
ARCHSTONE COMMUNITIES TR REIT 039581103 0 0SH DEFINED 2 0 0 0
039581103 3,642 188,566SH DEFINED 4 0 0 188,566
ARIBA INC 04033V104 347 2,400SH DEFINED 2 0 0 2,400
04033V104 36,717 254,097SH DEFINED 4 0 0 254,097
ARM HOLDINGS PLC-SPONS ADR 042068106 0 0SH DEFINED 2 0 0 0
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ARMSTRONG WORLD INDUSTRIES INC. 042476101 1,860 41,400SH DEFINED 2 32,400 0 9,000
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ARROW INTERNATIONAL INC 042764100 7,725 302,205SH DEFINED 2 53,420 0 248,785
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ARTISAN COMPONENTS INC 042923102 561 65,000SH DEFINED 2 0 0 65,000
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ASARCO INC 043413103 233 8,700SH DEFINED 2 0 0 8,700
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045174109 7,812 226,440SH DEFINED 4 0 0 226,440
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ASPEN TECHNOLOGY INC 045327103 316 32,415SH DEFINED 2 15,556 0 16,859
045327103 1,970 202,063SH DEFINED 4 0 0 202,063
ASSISTED LIVING CONCEPTS INC 04543L109 0 0SH DEFINED 2 0 0 0
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AT HOME CORP-SER A 045919107 146 3,523SH DEFINED 2 2,626 0 897
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ASSOCIATES FIRST CAPITAL CRP 046008108 10,992 305,321SH DEFINED 2 170,125 0 135,196
046008108 163,457 4,540,480SH DEFINED 4 0 0 4,540,480
ASTEC INDUSTRIES INC 046224101 55 2,300SH DEFINED 2 0 0 2,300
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ASTRAZENECA PLC-SPONS ADR 046353108 0 0SH DEFINED 2 0 0 0
046353108 95,109 2,251,100SH DEFINED 4 0 0 2,251,100
ASUSTEK COMPUTER INC SEDOL 6051046 04648R9A0 689 69,000SH DEFINED 2 63,000 0 6,000
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ASYST TECHNOLOGIES INC 04648X107 6,053 183,426SH DEFINED 2 85,008 0 98,418
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ATHENA NEUROSCIENCES INC 046854105 22 21,663SH DEFINED 2 9,557 0 12,105
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ATLANTIC COAST AIRLINES INC 048396105 211 11,888SH DEFINED 2 7,055 0 4,833
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ATLANTIC RICHFIELD CO 048825103 20,408 230,269SH DEFINED 2 115,891 0 114,378
048825103 306,148 3,454,418SH DEFINED 4 0 0 3,454,418
ATMOS ENERGY CORP 049560105 0 0SH DEFINED 2 0 0 0
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AUTHENTIC FITNESS CORP 052661105 5,845 332,800SH DEFINED 2 33,100 0 299,700
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AUTODESK INC 052769106 282 12,900SH DEFINED 2 0 0 12,900
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AUTOMATIC DATA PROCESSING INC 053015103 6,417 143,793SH DEFINED 2 4,419 0 139,374
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AUTOZONE 053332102 909 32,400SH DEFINED 2 0 0 32,400
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AVERY DENNISON CORP 053611109 14,986 284,100SH DEFINED 2 144,200 0 139,900
053611109 198,226 3,757,840SH DEFINED 4 0 0 3,757,840
AVIALL INC 05366B102 4,545 443,400SH DEFINED 2 217,100 0 226,300
05366B102 395 38,583SH DEFINED 4 0 0 38,583
AVNET INC 053807103 11,470 273,100SH DEFINED 2 47,150 0 225,950
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AVON PRODUCTS INC 054303102 1,414 57,000SH DEFINED 2 0 0 57,000
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AWARE INC/MASS 05453N100 8,058 280,900SH DEFINED 2 197,000 0 83,900
05453N100 20,655 720,000SH DEFINED 4 0 0 720,000
AXYS PHARMACEUTICALS INC 054635107 0 0SH DEFINED 2 0 0 0
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BB&T CORPORATION 054937107 4,711 145,500SH DEFINED 2 64,787 0 80,712
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AZURIX CORP 05501M104 0 0SH DEFINED 2 0 0 0
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BEI TECHNOLOGIES INC 05538P104 4,572 377,100SH DEFINED 2 187,400 0 189,700
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BJ SERVICES CO 055482103 0 0SH DEFINED 2 0 0 0
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BJ'S WHOLESALE CLUB INC 05548J106 34,159 1,155,474SH DEFINED 2 292,774 0 862,700
05548J106 93,583 3,165,600SH DEFINED 4 0 0 3,165,600
BMC INDUSTRIES INC 055607105 17,493 1,420,760SH DEFINED 2 249,760 0 1,171,000
055607105 483 39,256SH DEFINED 4 0 0 39,256
BP AMOCO PLC- SPONS ADR 055622104 295 2,663SH DEFINED 2 1,151 0 1,512
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BMC SOFTWARE INC 055921100 186,907 2,611,795SH DEFINED 2 1,257,075 0 1,354,720
055921100 359,739 5,026,925SH DEFINED 4 0 0 5,026,925
BWAY CORPORATION 056039100 2,157 217,100SH DEFINED 2 118,050 0 99,050
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BAKER (MICHAEL) CORP 057149106 0 0SH DEFINED 2 0 0 0
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BAKER J INC 057232100 5,193 659,400SH DEFINED 2 118,700 0 540,700
057232100 2,248 285,453SH DEFINED 4 0 0 285,453
BALDOR ELECTRIC CO 057741100 57 3,000SH DEFINED 2 0 0 3,000
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BALL CORP 058498106 291 6,600SH DEFINED 2 0 0 6,600
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BALLY TOTAL FITNESS HLDGS 05873K108 162 5,300SH DEFINED 2 0 0 5,300
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BANCO DE GALICIA ADR CL B 059538207 3,828 183,950SH DEFINED 2 22,856 0 161,094
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BANCO SANTIAGO SA ADR 05965L105 3,864 193,200SH DEFINED 2 24,200 0 169,000
05965L105 1,668 83,400SH DEFINED 4 0 0 83,400
BANCWEST CORPORATION 059790105 5,435 133,778SH DEFINED 2 13,850 0 119,928
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BANK OF AMERICA 060505104 43,098 773,920SH DEFINED 2 379,181 0 394,740
060505104 963,367 17,299,527SH DEFINED 4 0 0 17,299,527
BANK OF GRANITE CORP 062401104 63 2,200SH DEFINED 2 0 0 2,200
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BANK OF NEW YORK 064057102 5,367 160,500SH DEFINED 2 0 0 160,500
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BANC ONE CORP 06423A103 25,328 727,556SH DEFINED 2 448,616 0 278,940
06423A103 630,953 18,124,314SH DEFINED 4 0 0 18,124,314
BANK UNITED CORP CL A 065412108 18,562 573,338SH DEFINED 2 155,650 0 417,688
065412108 955 29,508SH DEFINED 4 0 0 29,508
BANKBOSTON CORPORATION 06605R106 0 0SH DEFINED 2 0 0 0
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BANKNORTH GROUP INC DEL 06646L100 1,285 43,000SH DEFINED 2 7,500 0 35,500
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BANTA CORP 066821109 9,179 411,369SH DEFINED 2 73,190 0 338,179
066821109 477 21,384SH DEFINED 4 0 0 21,384
BARD C R INC 067383109 527 11,200SH DEFINED 2 0 0 11,200
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BARNES GROUP INC 067806109 8,446 421,004SH DEFINED 2 73,200 0 347,804
067806109 461 22,995SH DEFINED 4 0 0 22,995
BARRICK GOLD CORPORATION 067901108 1,853 85,200SH DEFINED 2 0 0 85,200
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BARRET RESOURCES CORP 068480201 0 0SH DEFINED 2 0 0 0
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BASIN EXPLORATION INC 070107107 7,056 294,000SH DEFINED 2 135,100 0 158,900
070107107 422 17,583SH DEFINED 4 0 0 17,583
BASSETT FURNITURE INDUSTRIES INC 070203104 2,930 154,200SH DEFINED 2 77,400 0 76,800
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BAUSCH & LOMB INC 071707103 87,297 1,323,930SH DEFINED 2 734,600 0 589,330
071707103 237,806 3,606,530SH DEFINED 4 0 0 3,606,530
BAXTER INTERNATIONAL INC 071813109 16,038 266,199SH DEFINED 2 198,593 0 67,606
071813109 553,392 9,184,930SH DEFINED 4 0 0 9,184,930
BE AEROSPACE INC 073302101 4,190 351,000SH DEFINED 2 167,300 0 183,700
073302101 372 31,183SH DEFINED 4 0 0 31,183
BEACON CAPITAL PARTNERS 144A 073561102 0 0SH DEFINED 2 0 0 0
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BEAR STEARNS COS INC 073902108 975 25,365SH DEFINED 2 0 0 25,365
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BECKMAN COULTER INC 075811109 9,078 201,164SH DEFINED 2 35,840 0 165,324
075811109 455 10,082SH DEFINED 4 0 0 10,082
BECTON DICKINSON & CO 075887109 1,532 54,600SH DEFINED 2 0 0 54,600
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BED BATH & BEYOND INC 075896100 24,709 707,240SH DEFINED 2 224,540 0 482,700
075896100 406,265 11,628,324SH DEFINED 4 0 0 11,628,324
BELDEN INC 077459105 11,352 553,765SH DEFINED 2 98,780 0 454,985
077459105 431 21,015SH DEFINED 4 0 0 21,015
BELL ATLANTIC CORPORATION 077853109 97,707 1,451,538SH DEFINED 2 359,725 0 1,091,813
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BELL SOUTH 079860102 243,918 5,420,410SH DEFINED 2 3,077,720 0 2,342,690
079860102 868,659 19,303,533SH DEFINED 4 0 0 19,303,533
BEMIS INC 081437105 390 11,500SH DEFINED 2 0 0 11,500
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BENCHMARK ELECTRONICS 08160H101 13,272 375,838SH DEFINED 2 289,520 0 86,318
08160H101 9,321 263,964SH DEFINED 4 0 0 263,964
BERGEN BRUNSWIG CORP 083739102 5,921 570,695SH DEFINED 2 537,835 0 32,860
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W.R. BERKLEY CORP 084423102 11,072 481,375SH DEFINED 2 127,020 0 354,355
084423102 756 32,852SH DEFINED 4 0 0 32,852
BEST BUY INC 086516101 136,353 2,197,035SH DEFINED 2 1,185,130 0 1,011,905
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BESTFOODS 08658U101 2,954 60,900SH DEFINED 2 0 0 60,900
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BETHLEHEM STEEL CORP 087509105 209 28,400SH DEFINED 2 0 0 28,400
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BEYOND.COM CORPORATION 08860E101 1,276 104,156SH DEFINED 2 15,200 0 88,956
08860E101 43,682 3,565,844SH DEFINED 4 0 0 3,565,844
BINDLEY WESTERN INDS INC 090324104 6,437 449,716SH DEFINED 2 85,899 0 363,817
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BIOGEN N V 090597105 194,909 2,473,076SH DEFINED 2 1,212,480 0 1,260,596
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BIOMET INC 090613100 15,862 602,814SH DEFINED 2 158,600 0 444,214
090613100 55,264 2,100,311SH DEFINED 4 0 0 2,100,311
BIOVAIL CORP INTL 09067K106 0 0SH DEFINED 2 0 0 0
09067K106 24,502 482,800SH DEFINED 4 0 0 482,800
BIRCH TELECOM P/P 144A WARR 6/15/08 09069B112 176 3,200SH DEFINED 2 530 0 2,670
09069B112 1,328 24,140SH DEFINED 4 0 0 24,140
BLACK & DECKER MANUFACTURING CO 091797100 868 19,000SH DEFINED 2 0 0 19,000
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BLACK BOX CORPORATION 091826107 9,547 181,850SH DEFINED 2 148,950 0 32,900
091826107 5,447 103,750SH DEFINED 4 0 0 103,750
BLOCK DRUG INC CL A 093644102 11,549 321,358SH DEFINED 2 56,945 0 264,413
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BLOCK H & R 093671105 925 21,300SH DEFINED 2 0 0 21,300
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BOEING COMPANY 097023105 52,276 1,226,424SH DEFINED 2 460,520 0 765,904
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BOISE CASCADE CORP 097383103 19,348 530,995SH DEFINED 2 483,590 0 47,405
097383103 76,081 2,087,985SH DEFINED 4 0 0 2,087,985
BOOKS-A-MILLION INC 098570104 0 0SH DEFINED 2 0 0 0
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BORG-WARNER AUTOMOTIVE INC 099724106 7,284 169,392SH DEFINED 2 30,180 0 139,212
099724106 492 11,446SH DEFINED 4 0 0 11,446
BOSTON CHICKEN INC 100578103 13 44,985SH DEFINED 2 7,291 0 37,694
100578103 144 493,780SH DEFINED 4 0 0 493,780
BOSTON SCIENTIFIC CORP 101137107 2,234 90,500SH DEFINED 2 0 0 90,500
101137107 38,888 1,575,200SH DEFINED 4 0 0 1,575,200
BOWNE & CO INC 103043105 10,916 904,970SH DEFINED 2 161,280 0 743,690
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BRADY CORPORATION - CL A 104674106 77 2,400SH DEFINED 2 0 0 2,400
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BRAUN CONSULTING INC 105651103 6,899 415,000SH DEFINED 2 321,900 0 93,100
105651103 5,894 354,500SH DEFINED 4 0 0 354,500
BRIGGS & STRATTON CORP 109043109 304 5,200SH DEFINED 2 0 0 5,200
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BRIO TECHNOLOGY INC 109704106 6,470 290,800SH DEFINED 2 239,100 0 51,700
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BRISTOL MYERS SQUIBB CO 110122108 364,338 5,397,597SH DEFINED 2 2,495,670 0 2,901,927
110122108 1,509,926 22,369,272SH DEFINED 4 0 0 22,369,272
BRITISH TELECOM PLC-SPON ADR 111021408 0 0SH DEFINED 2 0 0 0
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BROADCOM CORP 111320107 1,312 12,040SH DEFINED 2 3,680 0 8,360
111320107 56,498 518,330SH DEFINED 4 0 0 518,330
BROADVISION INC 111412102 19,209 144,360SH DEFINED 2 72,600 0 71,760
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BROCADE COMMUNICATIONS SYS 111621108 210 1,000SH DEFINED 2 0 0 1,000
111621108 48,416 230,550SH DEFINED 4 0 0 230,550
BROOKDALE LIVING COMMUNITIES 112462106 1,988 138,300SH DEFINED 2 112,600 0 25,700
112462106 1,206 83,900SH DEFINED 4 0 0 83,900
BROWN & SHARPE MFG INC 115223109 0 0SH DEFINED 2 0 0 0
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BROWN FORMAN CORP CLASS B 115637209 936 15,000SH DEFINED 2 0 0 15,000
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BROWN TOM INC 115660201 221 15,000SH DEFINED 2 0 0 15,000
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BRUNSWICK CORP 117043109 502 20,200SH DEFINED 2 0 0 20,200
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BURLINGTON NORTHERN SANTA FE CORP 12189T104 13,426 488,214SH DEFINED 2 395,369 0 92,845
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BURLINGTON RESOURCES INC 122014103 71,283 1,939,679SH DEFINED 2 971,500 0 968,179
122014103 96,888 2,636,400SH DEFINED 4 0 0 2,636,400
BUSINESS OBJECTS S A ADR 12328X107 11,942 202,400SH DEFINED 2 158,100 0 44,300
12328X107 54,658 926,400SH DEFINED 4 0 0 926,400
C&D TECHNOLOGY INC 124661109 10,006 275,552SH DEFINED 2 46,700 0 228,852
124661109 479 13,178SH DEFINED 4 0 0 13,178
CBT GROUP PLC-SPONSORED ADR 124853300 118 4,800SH DEFINED 2 0 0 4,800
124853300 48,830 1,982,930SH DEFINED 4 0 0 1,982,930
CBRL GROUP INC 12489V106 7,989 515,400SH DEFINED 2 93,500 0 421,900
12489V106 566 36,485SH DEFINED 4 0 0 36,485
CBS CORP 12490K107 312,359 6,753,700SH DEFINED 2 2,562,580 0 4,191,120
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C D I CORP 125071100 0 0SH DEFINED 2 0 0 0
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CDW COMPUTER CTRS INC 125129106 0 0SH DEFINED 2 0 0 0
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CH ROBINSON WORLDWIDE INC 12541W100 0 0SH DEFINED 2 0 0 0
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CIGNA CORP 125509109 24,672 317,321SH DEFINED 2 207,280 0 110,041
125509109 855,075 10,997,755SH DEFINED 4 0 0 10,997,755
CKE RESTAURANTS 12561E105 204 28,152SH DEFINED 2 18,464 0 9,688
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CK WITCO CORPORATION 12562C108 6,939 476,500SH DEFINED 2 84,800 0 391,700
12562C108 42,373 2,909,743SH DEFINED 4 0 0 2,909,743
CMG INFORMATION SERVICES INC 125750109 33,721 328,990SH DEFINED 2 53,650 0 275,340
125750109 336,331 3,281,275SH DEFINED 4 0 0 3,281,275
CMI CORP-CL A 125761304 92 13,100SH DEFINED 2 0 0 13,100
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CMS ENERGY CORP 125896100 4,001 117,900SH DEFINED 2 0 0 117,900
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CMS ENERGY CORP - CLASS G 125896209 0 0SH DEFINED 2 0 0 0
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CNET INC 125945105 0 0SH DEFINED 2 0 0 0
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CSK AUTO CORP 125965103 5,983 274,300SH DEFINED 2 220,600 0 53,700
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CNF TRANSPORTATION INC 12612W104 1,582 42,463SH DEFINED 2 28,313 0 14,150
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CST ENTERTAINMENT IMAGING 12639V105 0 0SH DEFINED 2 0 0 0
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CSX CORP 126408103 11,215 264,670SH DEFINED 2 204,925 0 59,745
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CT COMMUNICATIONS INC 126426402 6,098 123,500SH DEFINED 2 63,500 0 60,000
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CTS CORP 126501105 449 7,800SH DEFINED 2 0 0 7,800
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CABLEVISION SYSTEM CORP CL A 12686C109 0 0SH DEFINED 2 0 0 0
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CABLETRON SYSTEMS INC 126920107 595 37,900SH DEFINED 2 0 0 37,900
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CALIFORNIA AMPLIFIER INC 129900106 0 0SH DEFINED 2 0 0 0
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CALPINE CORPORATION 131347106 36,736 431,876SH DEFINED 2 117,934 0 313,942
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CAMBREX CORP 132011107 10,418 394,070SH DEFINED 2 70,080 0 323,990
132011107 474 17,923SH DEFINED 4 0 0 17,923
CAMBRIDGE TECH PARTNERS INC 132524109 5,662 390,500SH DEFINED 2 191,400 0 199,100
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CAMPBELL SOUP CO 134429109 3,709 94,800SH DEFINED 2 0 0 94,800
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CANADIAN NATL RAILWAY CO 136375102 405 13,376SH DEFINED 2 6,465 0 6,911
136375102 4,064 134,059SH DEFINED 4 0 0 134,059
CAPITAL ONE FINANCIAL CORP 14040H105 119,457 3,063,000SH DEFINED 2 1,472,100 0 1,590,900
14040H105 213,099 5,464,080SH DEFINED 4 0 0 5,464,080
CAPSTAR BROADCASTING P/P 144A 14066P9A6 0 0SH DEFINED 2 0 0 0
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AP CAPTEC NET LEASE REALTY REIT 140724105 0 0SH DEFINED 2 0 0 0
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CARBIDE/GRAPHIC GROUP INC 140777103 0 0SH DEFINED 2 0 0 0
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CARAUSTAR INDS INC 140909102 5,685 222,927SH DEFINED 2 109,705 0 113,222
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CARDINAL HEALTH INC 14149Y108 3,592 65,900SH DEFINED 2 5,100 0 60,800
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CAREER EDUCATION CORP 141665109 3,129 107,900SH DEFINED 2 88,700 0 19,200
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CAREMARK RX INC 141705103 0 0SH DEFINED 2 0 0 0
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CAREY INTERNATIONAL INC 141750109 5,258 210,300SH DEFINED 2 174,000 0 36,300
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CARDIOTHORACIC SYSTEMS INC 141907105 102 6,100SH DEFINED 2 0 0 6,100
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CREE RESEARCH 225447101 2,372 69,900SH DEFINED 2 57,600 0 12,300
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DAVID S BRIDAL INC 238576102 2,495 335,400SH DEFINED 2 276,600 0 58,800
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DEERE & COMPANY 244199105 11,245 290,675SH DEFINED 2 232,790 0 57,885
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DELPHI AUTOMOTIVE SYSTEMS 247126105 1,980 123,299SH DEFINED 2 3 0 123,296
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DELTA AIR LINES INC 247361108 15,882 327,470SH DEFINED 2 281,430 0 46,040
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DIAL CORP (NEW) 25247D101 15,140 593,730SH DEFINED 2 170,070 0 423,660
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DIAMOND OFFSHORE DRILLING 25271C102 1,173 35,160SH DEFINED 2 16,765 0 18,395
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DIEDRICH COFFEE INC 253675102 1,609 378,500SH DEFINED 2 292,500 0 86,000
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DIGEX INC 253756100 0 0SH DEFINED 2 0 0 0
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DISNEY WALT PRODUCTIONS INC 254687106 20,154 778,900SH DEFINED 2 316,310 0 462,590
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DITECH COMMUNICATIONS CORP 25500M103 10,463 199,300SH DEFINED 2 163,700 0 35,600
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DOLLAR GENERAL CORP 256669102 2,209 71,548SH DEFINED 2 15,632 0 55,916
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DOLLAR TREE STORES 256747106 7,916 198,200SH DEFINED 2 62,700 0 135,500
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DOMINION RESOURCES INC VIRGINIA 257470104 12,596 279,135SH DEFINED 2 209,635 0 69,500
257470104 276,304 6,123,070SH DEFINED 4 0 0 6,123,070
DONALDSON INC 257651109 7,107 306,486SH DEFINED 2 54,930 0 251,556
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DOUBLECLICK INC 258609304 33,795 283,692SH DEFINED 2 63,942 0 219,749
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DOVER CORPORATION 260003108 3,826 93,600SH DEFINED 2 47,800 0 45,800
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DOVER DOWNS ENTERTAINMENT 260086103 3,891 280,400SH DEFINED 2 138,800 0 141,600
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DOW CHEMICAL COMPANY 260543103 23,130 203,560SH DEFINED 2 148,215 0 55,345
260543103 691,279 6,083,866SH DEFINED 4 0 0 6,083,866
DOW JONES & CO INC 260561105 1,057 19,800SH DEFINED 2 0 0 19,800
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DSET CORP 262504103 6,824 464,600SH DEFINED 2 382,400 0 82,200
262504103 4,267 290,500SH DEFINED 4 0 0 290,500
DUPONT E I DENEMOURS & CO LTD 263534109 25,877 425,084SH DEFINED 2 202,353 0 222,731
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DUANE READE INC 263578106 0 0SH DEFINED 2 0 0 0
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DUCKWALL-ALCO STORES INC 264142100 0 0SH DEFINED 2 0 0 0
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DUFF & PHELPS CREDIT RATING CO 26432F109 0 0SH DEFINED 2 0 0 0
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DUKE POWER COMPANY 264399106 21,692 393,511SH DEFINED 2 246,467 0 147,044
264399106 705,555 12,799,176SH DEFINED 4 0 0 12,799,176
DUN & BRADSTREET CORP 26483B106 1,049 35,100SH DEFINED 2 0 0 35,100
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DUPONT PHOTOMASKS INC 26613X101 9,730 211,230SH DEFINED 2 129,530 0 81,700
26613X101 2,944 63,915SH DEFINED 4 0 0 63,915
DURA PHARMACEUTICAL INC 26632S109 0 0SH DEFINED 2 0 0 0
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DYCOM INDUSTRIES INC 267475101 23,885 566,159SH DEFINED 2 406,910 0 159,249
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DYNEGY INC 26816L102 62 3,000SH DEFINED 2 0 0 3,000
26816L102 19,318 933,800SH DEFINED 4 0 0 933,800
ELECTRICIDADE DE PORTUGAL ADR 268353109 0 0SH DEFINED 2 0 0 0
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EEX CORPORATION 26842V207 50 17,100SH DEFINED 2 0 0 17,100
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E G & G INC 268457108 398 10,000SH DEFINED 2 0 0 10,000
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EMC CORP 268648102 282,169 3,949,872SH DEFINED 2 1,705,617 0 2,244,255
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EOG RESOURCES INC 26875P101 0 0SH DEFINED 2 0 0 0
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EOP OPER LTD PARTNERSHIP WARR 06/15/08 268766136 0 8,725SH DEFINED 2 0 0 8,725
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E.PIPHANY INC 26881V100 1,541 31,600SH DEFINED 2 9,100 0 22,500
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ESAT TELECOM GROUP PLC-ADR 26883Y102 12,467 313,639SH DEFINED 2 97,334 0 216,305
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ETEC SYSTEMS INC 26922C103 14,529 386,160SH DEFINED 2 241,000 0 145,160
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E-TEK DYNAMICS INC 269240107 31,654 583,490SH DEFINED 2 147,100 0 436,390
269240107 379,957 7,003,822SH DEFINED 4 0 0 7,003,822
E*TRADE GROUP INC 269246104 3,645 155,090SH DEFINED 2 47,980 0 107,110
269246104 75,376 3,207,500SH DEFINED 4 0 0 3,207,500
EAGLE USA AIRFREIGHT INC 270018104 11,798 394,100SH DEFINED 2 324,550 0 69,550
270018104 6,844 228,600SH DEFINED 4 0 0 228,600
EARTHGRAINS 270319106 4,429 200,170SH DEFINED 2 19,950 0 180,220
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EARTHWEB INC 27032C108 0 0SH DEFINED 2 0 0 0
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EASTERN ENTERPRISES 27637F100 2,670 57,500SH DEFINED 2 5,300 0 52,200
27637F100 30,757 662,325SH DEFINED 4 0 0 662,325
EASTERN UTILITIES ASSOC 277173100 0 0SH DEFINED 2 0 0 0
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EASTMAN CHEMICAL CO 277432100 680 17,000SH DEFINED 2 1,445 0 15,555
277432100 103,606 2,590,140SH DEFINED 4 0 0 2,590,140
EASTMAN KODAK COMPANY 277461109 17,696 234,573SH DEFINED 2 163,276 0 71,297
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EATON CORPORATION 278058102 1,355 15,700SH DEFINED 2 0 0 15,700
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ECLIPSYS CORP 278856109 552 38,430SH DEFINED 2 18,330 0 20,100
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ECOLAB INC 278865100 29,618 867,937SH DEFINED 2 232,280 0 635,657
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EDISON INTERNATIONAL 281020107 10,786 443,655SH DEFINED 2 346,555 0 97,100
281020107 164,348 6,759,797SH DEFINED 4 0 0 6,759,797
EGAIN COMMUNICATIONS CORP 28225C103 296 16,000SH DEFINED 2 13,200 0 2,800
28225C103 1,783 96,382SH DEFINED 4 0 0 96,382
EL PASO ELECTRIC COMPANY 283677854 0 0SH DEFINED 2 0 0 0
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EL PASO NATURAL GAS CO 283695872 1,005 30,223SH DEFINED 2 15,132 0 15,091
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EL PASO ENERGY CORPORATION 283905107 7,592 190,700SH DEFINED 2 115,700 0 75,000
283905107 108,599 2,727,764SH DEFINED 4 0 0 2,727,764
ELAN PLC ADR 284131208 20,074 598,120SH DEFINED 2 67,300 0 530,820
284131208 611,728 18,226,524SH DEFINED 4 0 0 18,226,524
ELCOR CORP 284443108 64 2,550SH DEFINED 2 0 0 2,550
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ELECTRONIC ARTS 285512109 18,519 255,871SH DEFINED 2 75,821 0 180,050
285512109 634,176 8,762,369SH DEFINED 4 0 0 8,762,369
ELECTRONIC DATA SYSTEMS CORP 285661104 25,478 481,285SH DEFINED 2 231,765 0 249,520
285661104 517,312 9,772,119SH DEFINED 4 0 0 9,772,119
ELECTRONICS FOR IMAGING 286082102 242 4,700SH DEFINED 2 0 0 4,700
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QUITANE-SPONSORED ADR 286269105 4,390 47,915SH DEFINED 2 21,900 0 26,015
286269105 57,715 629,900SH DEFINED 4 0 0 629,900
EMERSON ELECTRIC CO 291011104 16,633 263,225SH DEFINED 2 163,030 0 100,195
291011104 607,751 9,618,220SH DEFINED 4 0 0 9,618,220
EMULEX CORP 292475209 40,284 469,100SH DEFINED 2 303,900 0 165,200
292475209 72,908 849,000SH DEFINED 4 0 0 849,000
EMUSIC.COM INC 292476108 2,130 143,200SH DEFINED 2 117,900 0 25,300
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ENERGEN CORP 29265N108 0 0SH DEFINED 2 0 0 0
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ENERGY EAST CORPORATION 29266M109 9,454 398,070SH DEFINED 2 202,870 0 195,200
29266M109 23,028 969,600SH DEFINED 4 0 0 969,600
ENGAGE TECHNOLOGIES INC 292827102 196 5,200SH DEFINED 2 0 0 5,200
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ENGELHARD CORP 292845104 1,823 100,250SH DEFINED 2 72,300 0 27,950
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ENESCO GROUP INC 292973104 0 0SH DEFINED 2 0 0 0
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ENHANCE FINANCIAL SERVICES 293310108 14,062 794,998SH DEFINED 2 141,140 0 653,858
293310108 544 30,729SH DEFINED 4 0 0 30,729
ENRON CORP 293561106 273,644 6,633,795SH DEFINED 2 3,517,000 0 3,116,795
293561106 258,405 6,264,373SH DEFINED 4 0 0 6,264,373
ENTERCOM COMM.CORP. 293639100 1,900 52,780SH DEFINED 2 16,400 0 36,380
293639100 93,922 2,608,944SH DEFINED 4 0 0 2,608,944
ENTERGY CORP 29364G103 14,652 506,340SH DEFINED 2 431,836 0 74,504
29364G103 450,447 15,566,186SH DEFINED 4 0 0 15,566,186
ENTRUST TECHNOLOGIES INC 293848107 3,272 145,844SH DEFINED 2 32,454 0 113,390
293848107 46,337 2,065,156SH DEFINED 4 0 0 2,065,156
ENVIRONMENTAL ELEMENTS CORP 293940102 0 0SH DEFINED 2 0 0 0
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EPITOPE INC 294261102 0 0SH DEFINED 2 0 0 0
294261102 4,219 625,000SH DEFINED 4 0 0 625,000
EQUIFAX INC 294429105 880 31,300SH DEFINED 2 0 0 31,300
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EQUITABLE RESOURCES INC 294549100 1,373 36,300SH DEFINED 2 0 0 36,300
294549100 15,496 409,800SH DEFINED 4 0 0 409,800
EQUITY OFFICE PROPERTIES TR 294741103 997 42,900SH DEFINED 2 42,600 0 300
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EQUITY RESIDENTIAL PPTYS TR REIT 29476L107 3,851 90,884SH DEFINED 2 67,424 0 23,460
29476L107 218,529 5,157,032SH DEFINED 4 0 0 5,157,032
ERICSSON L M TEL CO ADR CL B SEK 10 294821400 0 0SH DEFINED 2 0 0 0
294821400 11,719 375,000SH DEFINED 4 0 0 375,000
ETHAN ALLEN INC 297602104 4,738 148,942SH DEFINED 2 15,000 0 133,942
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ETOYS INC 297862104 0 0SH DEFINED 2 0 0 0
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EXCEL LEGACY CORP REIT 300665106 0 0SH DEFINED 2 0 0 0
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EXCHANGE APPLICATIONS INC 300867108 7,999 275,250SH DEFINED 2 193,950 0 81,300
300867108 4,276 147,120SH DEFINED 4 0 0 147,120
EXIDE CORP 302051107 524 54,780SH DEFINED 2 5,182 0 49,598
302051107 5,414 566,121SH DEFINED 4 0 0 566,121
EXODUS COMMUNICATIONS INC 302088109 42,684 592,326SH DEFINED 2 163,270 0 429,056
302088109 363,721 5,047,300SH DEFINED 4 0 0 5,047,300
EXPEDITORS INTL WASH INC 302130109 10,952 341,256SH DEFINED 2 279,016 0 62,240
302130109 6,405 199,560SH DEFINED 4 0 0 199,560
EXPRESS SCRIPTS INC CL A 302182100 188 2,400SH DEFINED 2 0 0 2,400
302182100 55,767 712,680SH DEFINED 4 0 0 712,680
EXTENDED STAY AMERICA INC 30224P101 4,081 453,490SH DEFINED 2 142,500 0 310,990
30224P101 92,511 10,279,021SH DEFINED 4 0 0 10,279,021
EXTREME NETWORKS INC 30226D106 2,210 34,900SH DEFINED 2 10,100 0 24,800
30226D106 83,381 1,316,983SH DEFINED 4 0 0 1,316,983
EXXON CORPORATION 302290101 343,982 4,529,805SH DEFINED 2 2,431,948 0 2,097,857
302290101 1,357,605 17,877,929SH DEFINED 4 0 0 17,877,929
FBL FINL GROUP INC 30239F106 4,331 210,000SH DEFINED 2 107,100 0 102,900
30239F106 414 20,055SH DEFINED 4 0 0 20,055
FMC CORP 302491303 333 6,900SH DEFINED 2 0 0 6,900
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FPL GROUP INC 302571104 1,970 39,100SH DEFINED 2 0 0 39,100
302571104 69,772 1,385,048SH DEFINED 4 0 0 1,385,048
F.Y.I. INC 302712104 4,470 132,700SH DEFINED 2 106,900 0 25,800
302712104 2,644 78,500SH DEFINED 4 0 0 78,500
FACTORY 2U STORES 303072102 9,188 307,552SH DEFINED 2 251,608 0 55,944
303072102 8,844 296,023SH DEFINED 4 0 0 296,023
FACTSET RESEARCH SYSTEMS INC 303075105 0 0SH DEFINED 2 0 0 0
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FAIR ISSAC & COMPANY INC 303250104 5,722 203,904SH DEFINED 2 20,700 0 183,204
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FALCON PRODUCTS INC 306075102 3,432 392,250SH DEFINED 2 189,605 0 202,645
306075102 269 30,700SH DEFINED 4 0 0 30,700
FAMILY DOLLAR STORES INC 307000109 34,040 1,611,342SH DEFINED 2 441,265 0 1,170,077
307000109 80,516 3,811,400SH DEFINED 4 0 0 3,811,400
FAR EASTERN TEXTILE LTD SEDOL 6331470 3073FE9A7 0 0SH DEFINED 2 0 0 0
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FARMERS CAPITAL BANK CORP 309562106 54 1,500SH DEFINED 2 0 0 1,500
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FASTENAL CO 311900104 0 0SH DEFINED 2 0 0 0
311900104 4,812 102,110SH DEFINED 4 0 0 102,110
FDX CORPORATION 31304N107 6,871 177,320SH DEFINED 2 188,990 0 -11,670
31304N107 64,576 1,666,490SH DEFINED 4 0 0 1,666,490
FREDDIE MAC 313400301 8,005 153,950SH DEFINED 2 1,750 0 152,200
313400301 107,572 2,068,700SH DEFINED 4 0 0 2,068,700
FEDERAL-MOGUL CORP 313549107 386 14,016SH DEFINED 2 6,890 0 7,126
313549107 2,430 88,155SH DEFINED 4 0 0 88,155
FANNIE MAE 313586109 29,154 465,075SH DEFINED 2 228,325 0 236,750
313586109 651,138 10,387,039SH DEFINED 4 0 0 10,387,039
FEDERAL REALTY INVT TRUST REIT 313747206 0 0SH DEFINED 2 0 0 0
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FEDERATED DEPT STORES 31410H101 20,997 480,610SH DEFINED 2 311,640 0 168,970
31410H101 501,184 11,472,017SH DEFINED 4 0 0 11,472,017
FELCOR LODGING TRUST INC REIT 31430F101 79 4,500SH DEFINED 2 0 0 4,500
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FERRO CORP 315405100 6,092 285,838SH DEFINED 2 49,100 0 236,738
315405100 464 21,749SH DEFINED 4 0 0 21,749
FIFTH THIRD BANCORP 316773100 154,320 2,536,338SH DEFINED 2 1,383,700 0 1,152,638
316773100 551,042 9,056,680SH DEFINED 4 0 0 9,056,680
FILENET CORP 316869106 6,622 619,600SH DEFINED 2 286,000 0 333,600
316869106 480 44,892SH DEFINED 4 0 0 44,892
FINOVA GROUP INC 317928109 38,511 1,055,089SH DEFINED 2 323,864 0 731,226
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FREMONT GENERAL CORP 357288109 11,276 1,186,940SH DEFINED 2 237,010 0 949,930
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FRENCH FRAGRANCES INC 357658103 6 825SH DEFINED 2 0 0 825
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FRITZ COMPANIES INC 358846103 3,479 335,300SH DEFINED 2 276,000 0 59,300
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FULLER H B CO 359694106 7,544 123,920SH DEFINED 2 22,130 0 101,790
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GPU INC 36225X100 894 27,400SH DEFINED 2 0 0 27,400
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GTE 362320103 43,084 560,445SH DEFINED 2 316,123 0 244,322
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GARDNER DENVER MACHINERY INC 365558105 5,720 378,200SH DEFINED 2 187,000 0 191,200
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GATEWAY INC 367626108 15,120 340,250SH DEFINED 2 135,750 0 204,500
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GENCORP INC 368682100 16,602 906,595SH DEFINED 2 242,400 0 664,195
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GENERAL BINDING CORP 369154109 2,255 111,336SH DEFINED 2 18,900 0 92,436
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GENERAL CABLE CORP 369300108 20,290 1,690,822SH DEFINED 2 425,480 0 1,265,342
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GENERAL DYNAMICS CORPORATION 369550108 2,716 43,500SH DEFINED 2 0 0 43,500
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GENERAL ELECTRIC COMPANY 369604103 1,063,298 8,968,252SH DEFINED 2 3,778,116 0 5,190,136
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GENERAL INSTRUMENT CORP 370120107 2,204 45,800SH DEFINED 2 7,800 0 38,000
370120107 7,710 160,200SH DEFINED 4 0 0 160,200
GENERAL MILLS INC 370334104 12,540 154,580SH DEFINED 2 113,861 0 40,719
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GENERAL MOTORS CORPORATION 370442105 26,346 418,605SH DEFINED 2 263,595 0 155,010
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GENTEX CORP 371901109 64 3,100SH DEFINED 2 0 0 3,100
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GENESYS TELECOMM LABS INC 371931106 19,842 434,300SH DEFINED 2 357,500 0 76,800
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GENESIS MICROCHIP INC 371933102 4,155 234,900SH DEFINED 2 179,900 0 55,000
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GENRAD INC 372447102 6,735 352,150SH DEFINED 2 166,950 0 185,200
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GENUINE PARTS COMPANY 372460105 1,040 39,150SH DEFINED 2 0 0 39,150
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GEORGIA GULF CORP 373200203 83 4,700SH DEFINED 2 0 0 4,700
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GEORGIA PACIFIC CORP 373298108 2,467 60,919SH DEFINED 2 11,546 0 49,373
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GERBER SCIENTIFIC INC 373730100 11,864 530,250SH DEFINED 2 89,500 0 440,750
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GETTY IMAGES INC 374276103 188 7,800SH DEFINED 2 0 0 7,800
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GILAT SATELLITE NETWORKS LTD 3752559A6 583 11,810SH DEFINED 2 5,952 0 5,857
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GILEAD SCIENCES INC 375558103 58 900SH DEFINED 2 0 0 900
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GILLETTE COMPANY THE 375766102 8,033 236,700SH DEFINED 2 0 0 236,700
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GILMAN & CIOCIA INC 375908100 1,632 145,100SH DEFINED 2 118,600 0 26,500
375908100 990 88,000SH DEFINED 4 0 0 88,000
GLATFELTER PH CO 377316104 9,605 584,338SH DEFINED 2 104,710 0 479,628
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GLEASON CORP 377339106 8,128 483,430SH DEFINED 2 86,320 0 397,110
377339106 417 24,826SH DEFINED 4 0 0 24,826
GLIATECH INC 37929C103 0 0SH DEFINED 2 0 0 0
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GLOBAL TELESYSTEMS GROUP INC 37936U104 8,917 452,220SH DEFINED 2 131,500 0 320,720
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GLOBESPAN INC 379571102 5,138 81,400SH DEFINED 2 58,200 0 23,200
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GLOBIX CORPORATION 37957F101 15,105 323,100SH DEFINED 2 255,400 0 67,700
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GOLDEN BOOKS FAMILY ENTMNT 380804104 0 0SH DEFINED 2 0 0 0
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GOODRICH B F CO 382388106 696 24,000SH DEFINED 2 0 0 24,000
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GOODYEAR TIRE & RUBBER CO 382550101 1,641 34,100SH DEFINED 2 0 0 34,100
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W.R. GRACE & CO 38388F108 373 23,200SH DEFINED 2 7,600 0 15,600
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W W GRAINGER 384802104 2,257 46,950SH DEFINED 2 27,000 0 19,950
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GREAT LAKES CHEMICAL CORP 390568103 487 12,800SH DEFINED 2 0 0 12,800
390568103 1,477 38,800SH DEFINED 4 0 0 38,800
GREAT PLAINS SOFTWARE INC 39119E105 180 3,500SH DEFINED 2 0 0 3,500
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GUIDANT CORP 401698105 3,534 65,900SH DEFINED 2 0 0 65,900
401698105 34,143 636,700SH DEFINED 4 0 0 636,700
GUILFORD PHARMACEUTICALS INC 401829106 0 0SH DEFINED 2 0 0 0
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GYMBOREE CORP 403777105 3,683 535,700SH DEFINED 2 259,500 0 276,200
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SABANCI HOLDINGS REGS ADR 40450N209 1,351 207,853SH DEFINED 2 0 0 207,853
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HADCO CORP 404681108 14,809 342,400SH DEFINED 2 234,800 0 107,600
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HAEMONETICS CORP MASS 405024100 6,578 334,100SH DEFINED 2 158,100 0 176,000
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HAIN FOOD GROUP INC 405219106 3,641 147,100SH DEFINED 2 121,000 0 26,100
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HALLIBURTON CO 406216101 56,096 1,368,185SH DEFINED 2 188,875 0 1,179,310
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HANNA M A CO 410522106 15,478 1,360,723SH DEFINED 2 355,850 0 1,004,873
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HANNAFORD BROTHERS CO 410550107 0 0SH DEFINED 2 0 0 0
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HARMONIC INC 413160102 27,706 211,800SH DEFINED 2 118,900 0 92,900
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HARRAHS ENTERTAINMENT INC 413619107 39,874 1,436,894SH DEFINED 2 440,350 0 996,544
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HARTFORD LIFE - CL A 416592103 8,658 175,800SH DEFINED 2 100,100 0 75,700
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HASBRO INC 418056107 11,530 537,847SH DEFINED 2 399,274 0 138,573
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HEALTHSOUTH CORP 421924101 1,760 290,359SH DEFINED 2 168,410 0 121,949
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HELIG & MEYERS 422893107 5,804 1,221,835SH DEFINED 2 217,960 0 1,003,875
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HEINZ H J COMPANY 423074103 13,981 325,130SH DEFINED 2 238,175 0 86,955
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HELLENIC TELECOMMUN ORG-ADR 423325307 2,898 259,065SH DEFINED 2 0 0 259,065
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HELMERICH & PAYNE INC 423452101 9,850 389,144SH DEFINED 2 38,200 0 350,944
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HENRY (JACK) & ASSOCIATES 426281101 2,665 72,160SH DEFINED 2 7,250 0 64,910
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HERSHEY FOODS CORP 427866108 1,480 30,400SH DEFINED 2 0 0 30,400
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HEWLETT PACKARD CO 428236103 260,157 2,827,796SH DEFINED 2 1,257,710 0 1,570,086
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HI/FN INC 428358105 8,136 73,800SH DEFINED 2 51,200 0 22,600
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HILTON HOTELS CORPORATION 432848109 551 55,800SH DEFINED 2 0 0 55,800
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HOME DEPOT 437076102 279,684 4,075,535SH DEFINED 2 1,989,984 0 2,085,551
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HOMESTAKE MNG CO 437614100 521 56,700SH DEFINED 2 0 0 56,700
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HOMESTORE.COM INC 437852106 479 11,500SH DEFINED 2 7,600 0 3,900
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HON INDUSTRIES INC 438092108 3,111 161,600SH DEFINED 2 80,400 0 81,200
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HONEYWELL INC 438506107 80,824 726,100SH DEFINED 2 407,300 0 318,800
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HARCE MANN EDUCATORS CORP NEW 440327104 5,193 201,200SH DEFINED 2 35,700 0 165,500
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HOUGHTON MIFFLIN CO 441560109 2,340 57,600SH DEFINED 2 5,700 0 51,900
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HOUSEHOLD INTERNATIONAL INC 441815107 5,419 135,046SH DEFINED 2 30,500 0 104,546
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HUDSON UNITED BANCORP 444165104 9,580 310,904SH DEFINED 2 55,865 0 255,039
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IDEC PHARMACEUTICAL CORP 449370105 320 3,400SH DEFINED 2 0 0 3,400
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IGEN INTERNATIONAL INC 449536101 2,030 81,400SH DEFINED 2 66,800 0 14,600
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IMATION CORPORATION 45245A107 4,619 149,000SH DEFINED 2 69,200 0 79,800
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IMPERIAL BANCORP 452556103 5,528 260,164SH DEFINED 2 124,760 0 135,404
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INFINITY BROADCATING CL A 45662S102 25,540 871,290SH DEFINED 2 165,400 0 705,890
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INFORMATICA CORP 45666Q102 7,080 139,500SH DEFINED 2 89,900 0 49,600
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INFOSYS TECHNOLOGIES-SP ADR 456788108 3,075 21,505SH DEFINED 2 0 0 21,505
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INFOSEEK CORP 45678M107 0 0SH DEFINED 2 0 0 0
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INGERSOLL-RAND COMPANY 456866102 4,004 72,876SH DEFINED 2 27,912 0 44,964
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INGRAM MICRO INC CL A 457153104 0 0SH DEFINED 2 0 0 0
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INSIGHT COMMUNICATIONS INC 45768V108 10,910 381,128SH DEFINED 2 190,118 0 191,010
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INTEL CORPORATION 458140100 569,463 7,663,084SH DEFINED 2 2,883,500 0 4,779,584
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INTELCOM GROUP WARRANTS 144A 45814F115 777 43,168SH DEFINED 2 7,000 0 36,168
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INTERMEDIA COMMUNICATIONS INC 458801107 3,243 149,085SH DEFINED 2 116,200 0 32,885
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INTERNATIONAL BUSINESS MACHINES CORP 459200101 605,502 4,988,684SH DEFINED 2 2,117,254 0 2,871,430
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INTERNATIONAL FLAVORS & FRAGRANCES INC 459506101 800 23,200SH DEFINED 2 0 0 23,200
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INTERNATIONAL MULTIFOODS CORP 460043102 14,233 618,835SH DEFINED 2 182,450 0 436,385
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INTERNATIONAL RECTIFIER CORP 460254105 7,701 505,002SH DEFINED 2 228,760 0 276,242
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INTL SPEEDWAY CORP-CL A 460335201 6,974 132,671SH DEFINED 2 40,100 0 92,571
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INTERNET CAPITAL GROUP INC 46059C106 80 913SH DEFINED 2 436 0 477
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INTERPUBLIC GROUP COS INC 460690100 205,539 4,997,907SH DEFINED 2 2,755,750 0 2,242,157
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INTERPUBLIC GROUP P/P 144A CV 5 1/4 09/16/2004 460690AD2 21 21,070SH DEFINED 2 9,236 0 11,833
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INTERSPEED INC 46070W107 677 38,400SH DEFINED 2 26,700 0 11,700
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INTERSTATE BAKERIES 46072H108 549 23,870SH DEFINED 2 10,432 0 13,438
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INTERTAN INC 461120107 0 0SH DEFINED 2 0 0 0
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INTERVOICE-BRITE INC 461142101 3,567 322,400SH DEFINED 2 146,600 0 175,800
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INTERVU INC 46114R106 3,401 91,600SH DEFINED 2 75,300 0 16,300
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INTIMATE BRANDS INC 461156101 550 14,117SH DEFINED 2 14,117 0 0
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INTUIT INC 461202103 127,739 1,457,274SH DEFINED 2 409,800 0 1,047,474
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INVESTMENT TECHNOLOGY GRP INC 46145F105 14,093 612,741SH DEFINED 2 172,975 0 439,766
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IPALCO ENTERPRISES INC 462613100 4,033 207,460SH DEFINED 2 115,360 0 92,100
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IRWIN FINANCIAL CORP 464119106 0 0SH DEFINED 2 0 0 0
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ISLE OF CAPRIS CASINOS INC 464592104 0 0SH DEFINED 2 0 0 0
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ISPAT INTL NV-NY REG SHS SEDOL 2042550 464899103 1,139 109,101SH DEFINED 2 0 0 109,101
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I2 TECHNOLOGIES INC 465754109 15,359 395,720SH DEFINED 2 103,900 0 291,820
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IVEX PACKAGING CORP 465855104 2,165 216,500SH DEFINED 2 109,200 0 107,300
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JDS UNIPHASE CORPORATION 46612J101 44,142 387,850SH DEFINED 2 142,700 0 245,150
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JDA SOFTWARE GROUP INC 46612K108 3,878 331,800SH DEFINED 2 139,900 0 191,900
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J. JILL GROUP INC 466189107 3,387 722,500SH DEFINED 2 305,500 0 417,000
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JLK DIRECT DISTRIBUTION-CL A 46621C105 3,142 448,808SH DEFINED 2 233,012 0 215,796
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JABIL CIRCUIT INC 466313103 71,023 1,434,802SH DEFINED 2 382,580 0 1,052,222
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JAKKS PACIFIC INC 47012E106 233 6,200SH DEFINED 2 0 0 6,200
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JEFFERSON PILOT CORP 475070108 8,498 134,495SH DEFINED 2 104,930 0 29,565
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JOHNSON & JOHNSON 478160104 328,467 3,575,146SH DEFINED 2 1,539,900 0 2,035,246
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JOHNSON CONTROLS INC 478366107 1,233 18,600SH DEFINED 2 0 0 18,600
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JONES INTERCABLE INC 480206200 10,634 196,700SH DEFINED 2 161,300 0 35,400
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JONES PHARMA INC 480236108 262 7,950SH DEFINED 2 0 0 7,950
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K N ENERGY INC 482620101 466 20,749SH DEFINED 2 12,000 0 8,750
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KANA COMMUNICATIONS INC 483600102 359 7,200SH DEFINED 2 5,800 0 1,400
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KAYDON CORP 486587108 5,058 203,317SH DEFINED 2 36,380 0 166,937
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KEMET CORP 488360108 5,460 170,798SH DEFINED 2 78,394 0 92,404
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KEYCORP 493267108 2,527 97,900SH DEFINED 2 0 0 97,900
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KIMBERLY CLARK CORP 494368103 24,723 470,919SH DEFINED 2 239,965 0 230,954
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KING PHARMACEUTICALS INC 495582108 60 1,700SH DEFINED 2 0 0 1,700
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KOREA TELECOM SPON ADR 50063P103 48,077 1,299,380SH DEFINED 2 363,983 0 935,397
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KORN/FERRY INTERNATIONAL 500643200 108 4,700SH DEFINED 2 0 0 4,700
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KROGER CO 501044101 4,011 181,800SH DEFINED 2 0 0 181,800
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KRONOS INC 501052104 62 1,700SH DEFINED 2 0 0 1,700
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LNR PROPERTY CORP 501940100 7,861 385,804SH DEFINED 2 69,330 0 316,474
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LAM RESEARCH CORP 512807108 20,233 331,687SH DEFINED 2 99,784 0 231,902
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LAMAR ADVERTISING CO 512815101 26,544 536,247SH DEFINED 2 303,900 0 232,347
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LEAR CORPORATION 521865105 10,294 292,549SH DEFINED 2 262,100 0 30,449
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LEE ENTERPRISES 523768109 6,596 240,947SH DEFINED 2 24,300 0 216,647
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LEGG MASON INC 524901105 3,455 90,192SH DEFINED 2 9,082 0 81,110
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LEHMAN BROTHERS HOLDING INC 524908100 17,113 293,470SH DEFINED 2 251,050 0 42,420
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OCBC WARRANTS-LEHMAN 52518V396 472 63,300SH DEFINED 2 50,700 0 12,600
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SINGAPORE AIR WARRANTS-LEHMAN ONLY 52518V446 0 0SH DEFINED 2 95,200 0 -95,200
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POHANG IRON WARRANTS-LEHMAN ONLY 52518V9F6 34 300SH DEFINED 2 4,040 0 -3,740
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LENNAR CORP 526057104 7,767 487,364SH DEFINED 2 112,960 0 374,404
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LESCO INC 526872106 3,106 232,200SH DEFINED 2 106,300 0 125,900
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LEXMARK INTL GRP INC CLA 529771107 125,985 1,565,026SH DEFINED 2 727,500 0 837,526
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LILLY ELI & CO 532457108 16,000 250,000SH DEFINED 2 11,600 0 238,400
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NORTH FORK BANCORP INC 659424105 15,857 813,185SH DEFINED 2 296,485 0 516,700
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NORTHWEST AIRLINES CORP CL A 667280101 0 0SH DEFINED 2 0 0 0
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NUEVO ENERGY CO 670509108 281 16,271SH DEFINED 2 6,779 0 9,492
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OM GROUP INC 670872100 3,995 104,116SH DEFINED 2 10,450 0 93,666
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OGDEN CORP 676346109 0 0SH DEFINED 2 150 0 -150
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OMNICARE INC 681904108 297 30,860SH DEFINED 2 11,840 0 19,020
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OMNICOM GROUP 681919106 93,218 1,177,184SH DEFINED 2 490,202 0 686,982
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OMNIPOINT CORP 68212D102 15,751 281,900SH DEFINED 2 69,600 0 212,300
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ON ASSIGNMENT INC 682159108 5,976 249,000SH DEFINED 2 205,300 0 43,700
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ONEIDA LTD 682505102 7,623 320,125SH DEFINED 2 57,430 0 262,695
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ONEOK INC 682680103 509 16,800SH DEFINED 2 0 0 16,800
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OPTICAL COATING LAB INC 683829105 3,590 39,000SH DEFINED 2 5,000 0 34,000
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ORACLE CORPORATION 68389X105 147,776 3,247,825SH DEFINED 2 1,169,950 0 2,077,875
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OSHKOSH B GOSH INC CL A 688222207 7,366 461,294SH DEFINED 2 83,700 0 377,594
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OWENS & MINOR INC HLDG CO 690732102 15,559 1,616,485SH DEFINED 2 451,307 0 1,165,178
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OWENS CORNING 69073F103 258 11,900SH DEFINED 2 0 0 11,900
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OWENS ILL INC 690768403 13,143 663,351SH DEFINED 2 577,456 0 85,895
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P G & E CORP 69331C108 2,166 83,700SH DEFINED 2 0 0 83,700
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PE CORP-CELLERA GENOMICS GRP 69332S201 0 0SH DEFINED 2 0 0 0
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P.F. CHANG S CHINA BISTRO INC 69333Y108 2,686 124,200SH DEFINED 2 101,060 0 23,140
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P P & L RESOURCES INC 693499105 934 34,500SH DEFINED 2 0 0 34,500
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PPG INDUSTRIES INC 693506107 9,883 164,715SH DEFINED 2 121,650 0 43,065
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PRI AUTOMATION INC 69357H106 4,021 111,300SH DEFINED 2 91,600 0 19,700
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PSF GROUP HOLDINGS INC-CL A 69362E9A6 991 79,266SH DEFINED 2 0 0 79,266
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PACCAR INCORPORATED 693718108 865 17,000SH DEFINED 2 0 0 17,000
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PACIFIC SUNWEAR CALIF INC 694873100 206 7,350SH DEFINED 2 0 0 7,350
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PACIFICORP 695114108 1,306 64,900SH DEFINED 2 0 0 64,900
695114108 19,861 986,900SH DEFINED 4 0 0 986,900
PAGING DO BRAZIL HLDG LLC-B P/P 144A 69554T101 0 0SH DEFINED 2 0 0 0
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PAINE WEBBER GROUP INC 695629105 24,640 679,714SH DEFINED 2 214,825 0 464,889
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PALL CORP 696429307 631 27,200SH DEFINED 2 0 0 27,200
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PARAMETRIC TECHNOLOGY CORP 699173100 12,401 918,611SH DEFINED 2 285,461 0 633,150
699173100 357,210 26,460,007SH DEFINED 4 0 0 26,460,007
PARK ELECTROCHEMICAL CORP 700416209 10,835 329,577SH DEFINED 2 68,729 0 260,847
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PARK PLACE ENTERTAINMENT CORP 700690100 433 34,600SH DEFINED 2 0 0 34,600
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PARKER HANNIFIN CORP 701094104 13,640 304,375SH DEFINED 2 262,435 0 41,940
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PATHNET INC WARRANT P/P 144A 4/15/08 70321G117 36 3,560SH DEFINED 2 1,110 0 2,450
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PAXSON COMMUNICATIONS CORP 704231109 778 63,532SH DEFINED 2 26,032 0 37,500
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PAYCHEX INC 704326107 1,839 53,900SH DEFINED 2 0 0 53,900
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PCORDER.COM INC 70453H107 0 0SH DEFINED 2 0 0 0
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PEGASUS COMMUNICATIONS CORP 705904100 10,776 238,800SH DEFINED 2 196,300 0 42,500
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PENNCORP FINANCIAL GROUP INC 708094107 7 14,670SH DEFINED 2 1,375 0 13,295
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PENNEY J C COMPANY 708160106 1,973 57,400SH DEFINED 2 0 0 57,400
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PENTAIR INC 709631105 8,450 210,583SH DEFINED 2 37,370 0 173,213
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PENTON MEDIA INC 709668107 7,639 470,095SH DEFINED 2 87,300 0 382,795
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PEOPLES ENERGY CORP 711030106 274 7,800SH DEFINED 2 0 0 7,800
711030106 11,876 337,500SH DEFINED 4 0 0 337,500
PEOPLES HERITAGE FINANCIAL GROUP INC 711147108 8,704 523,568SH DEFINED 2 92,040 0 431,528
711147108 6,165 370,832SH DEFINED 4 0 0 370,832
PEOPLESOFT INC 712713106 898 53,000SH DEFINED 2 0 0 53,000
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PEP BOYS-MANNY MOE & JACK 713278109 171 11,500SH DEFINED 2 0 0 11,500
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PEPSI BOTTLING GROUP INC 713409100 10,135 593,975SH DEFINED 2 561,630 0 32,345
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PEPSICO INC 713448108 19,944 659,305SH DEFINED 2 325,150 0 334,155
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PER-SE TECHNOLOGIES INC 713569200 2,817 819,500SH DEFINED 2 425,500 0 394,000
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PEREGRINE SYSTEMS INC 71366Q101 7,971 195,600SH DEFINED 2 46,300 0 149,300
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PERFORMANCE TECHNOLOGIES INC 71376K102 7,506 332,675SH DEFINED 2 147,800 0 184,875
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PEROT SYSTEMS CORP-CL A 714265105 0 0SH DEFINED 2 0 0 0
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INDOSAT ADR SEDOL 2454724 715680104 0 0SH DEFINED 2 0 0 0
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PETCO ANIMAL SUPPLIES INC 716016100 4,983 419,600SH DEFINED 2 208,300 0 211,300
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PETRIE STORES-LIQ TR UNITS 716437108 0 0SH DEFINED 2 0 0 0
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71654V101 2,534 163,480SH DEFINED 4 0 0 163,480
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PFIZER INCORPORATED 717081103 30,403 846,000SH DEFINED 2 0 0 846,000
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PHILADELPHIA CONS HLDG CORP 717528103 4,417 327,222SH DEFINED 2 145,340 0 181,882
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PHILIP MORRIS COMPANIES INC 718154107 24,611 719,873SH DEFINED 2 191,466 0 528,407
718154107 465,967 13,629,744SH DEFINED 4 0 0 13,629,744
PHILIPPINE LONG DISTANCE TEL CO ADR 718252604 0 0SH DEFINED 2 0 0 0
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PHILLIPS PETROLEUM CO 718507106 2,696 55,300SH DEFINED 2 0 0 55,300
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PHYMATRIX INC 718925100 0 0SH DEFINED 2 0 0 0
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PHONE.COM INC 71920Q100 3,575 23,600SH DEFINED 2 0 0 23,600
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PHOTRONICS INC 719405102 5,356 238,723SH DEFINED 2 196,181 0 42,542
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PIEDMONT NATURAL GAS CO 720186105 0 0SH DEFINED 2 0 0 0
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PIER 1 IMPORTS INC 720279108 14,494 2,147,251SH DEFINED 2 615,783 0 1,531,468
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PILLOWTEX CORP 721501104 2,582 344,300SH DEFINED 2 171,700 0 172,600
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PINNACLE HOLDINGS INC 72346N101 26,713 1,022,500SH DEFINED 2 677,800 0 344,700
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PINNACLE SYSTEMS INC 723481107 9,580 226,084SH DEFINED 2 120,600 0 105,484
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PINNACLE WEST CAP CORP 723484101 0 0SH DEFINED 2 0 0 0
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PIONEER HI BRED INTL INC 723686101 2,078 52,200SH DEFINED 2 0 0 52,200
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PITNEY BOWES INC 724479100 4,266 70,000SH DEFINED 2 11,600 0 58,400
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PITTSTON BRINK'S GROUP 725701106 1,045 45,066SH DEFINED 2 24,553 0 20,513
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PITTWAY CORP CL A 725790208 10,573 335,640SH DEFINED 2 56,200 0 279,440
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PJ AMERICA INC 72585Q104 2,219 106,300SH DEFINED 2 86,800 0 19,500
72585Q104 1,250 59,900SH DEFINED 4 0 0 59,900
AP PLACER DOME INC. 725906101 1,059 71,200SH DEFINED 2 0 0 71,200
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PLANET HOLLYWOOD INTL INC A 727025108 0 0SH DEFINED 2 0 0 0
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POGO PRODUCING CO 730448107 1,146 55,222SH DEFINED 2 25,053 0 30,169
730448107 2,189 105,476SH DEFINED 4 0 0 105,476
POHANG IRON & STEEL-SPON ADR 730450103 24,097 769,557SH DEFINED 2 257,783 0 511,774
730450103 23,942 764,622SH DEFINED 4 0 0 764,622
POHANG IRON & STEEL CO SEDOL 6693233 7304509A3 0 0SH DEFINED 2 0 0 0
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POLAROID CORPORATION 731095105 252 9,700SH DEFINED 2 0 0 9,700
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POLYCOM INC 73172K104 133 2,800SH DEFINED 2 0 0 2,800
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POPULAR INC 733174106 0 0SH DEFINED 2 0 0 0
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PORTAL SOFTWARE 736126103 2,445 63,100SH DEFINED 2 15,500 0 47,600
736126103 90,230 2,328,510SH DEFINED 4 0 0 2,328,510
PORTUGAL TELECOM S.A. ADR 737273102 0 0SH DEFINED 2 0 0 0
737273102 5,466 132,300SH DEFINED 4 0 0 132,300
POTLATCH CORP 737628107 259 6,300SH DEFINED 2 0 0 6,300
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POTOMAC ELECTRIC POWER CO 737679100 4,269 167,830SH DEFINED 2 85,530 0 82,300
737679100 30,239 1,188,744SH DEFINED 4 0 0 1,188,744
POWER INTEGRATIONS INC 739276103 13,331 192,500SH DEFINED 2 157,000 0 35,500
739276103 56,396 814,380SH DEFINED 4 0 0 814,380
POWER ONE INC 739308104 0 0SH DEFINED 2 0 0 0
739308104 102 4,000SH DEFINED 4 0 0 4,000
POWERWAVE TECHNOLOGIES INC 739363109 7,546 156,500SH DEFINED 2 129,000 0 27,500
739363109 4,542 94,200SH DEFINED 4 0 0 94,200
POWERTEL INC 73936C109 154 2,800SH DEFINED 2 0 0 2,800
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POWERTEL INC WARRANTS 73936C117 43 9,536SH DEFINED 2 0 0 9,536
73936C117 969 215,360SH DEFINED 4 0 0 215,360
PREFERRED EMPLOYERS HOLDINGS 739908101 0 0SH DEFINED 2 0 0 0
739908101 583 129,500SH DEFINED 4 0 0 129,500
PRAXAIR INC 74005P104 153,003 3,326,154SH DEFINED 2 1,634,800 0 1,691,354
74005P104 224,018 4,869,965SH DEFINED 4 0 0 4,869,965
PRECISION DRILLING CORP 74022D100 0 0SH DEFINED 2 0 0 0
74022D100 4,751 204,900SH DEFINED 4 0 0 204,900
PREMIER PARKS INC 740540208 46 1,600SH DEFINED 2 1,600 0 0
740540208 2,530 87,250SH DEFINED 4 0 0 87,250
PREMIUM HOLDINGS LP 144A STK 7405A99K1 0 0SH DEFINED 2 0 0 0
7405A99K1 61 15,185SH DEFINED 4 0 0 15,185
PRESIDENT CHAIN STORE CORP SEDOL 6704986 7408839A3 0 0SH DEFINED 2 0 0 0
7408839A3 0 0SH DEFINED 4 0 0 0
PRESIDENTIAL LIFE CORP 740884101 6,214 362,860SH DEFINED 2 64,780 0 298,080
740884101 444 25,900SH DEFINED 4 0 0 25,900
PRICE COMM 741437305 16,846 672,168SH DEFINED 2 546,713 0 125,455
741437305 10,003 399,130SH DEFINED 4 0 0 399,130
PRIMEX TECHNOLOGIES INC 741597108 3,778 191,300SH DEFINED 2 96,800 0 94,500
741597108 436 22,100SH DEFINED 4 0 0 22,100
PRIMUS TELECOMMUNICATIONS GRP 741929103 67 3,200SH DEFINED 2 0 0 3,200
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PRIDE INTERNATIONAL INC 741932107 5,484 386,568SH DEFINED 2 175,441 0 211,127
741932107 7,062 497,737SH DEFINED 4 0 0 497,737
PRISON REALTY TRUST INC REIT 74264N105 246 22,900SH DEFINED 2 22,900 0 0
74264N105 0 0SH DEFINED 4 0 0 0
PRIORITY HEALTHCARE CORP-B 74264T102 10,288 333,200SH DEFINED 2 274,250 0 58,950
74264T102 6,286 203,600SH DEFINED 4 0 0 203,600
PROBUSINESS SERVICES INC 742674104 7,981 296,949SH DEFINED 2 244,600 0 52,349
742674104 4,839 180,050SH DEFINED 4 0 0 180,050
PROCTER & GAMBLE CO 742718109 27,188 290,000SH DEFINED 2 0 0 290,000
742718109 7,228 77,100SH DEFINED 4 0 0 77,100
PROFESSIONAL DETAILING INC 74312N107 57 2,200SH DEFINED 2 0 0 2,200
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PROFIT RECOVERY GROUP INTL 743168106 348 7,800SH DEFINED 2 0 0 7,800
743168106 0 0SH DEFINED 4 0 0 0
PROGRESS SOFTWARE CORP 743312100 122 3,900SH DEFINED 2 0 0 3,900
743312100 0 0SH DEFINED 4 0 0 0
PROGRESSIVE CORP OHIO 743315103 1,389 17,000SH DEFINED 2 1,100 0 15,900
743315103 89,162 1,091,500SH DEFINED 4 0 0 1,091,500
PROJECT SOFTWARE 74339P101 7,103 132,765SH DEFINED 2 63,661 0 69,104
74339P101 412 7,700SH DEFINED 4 0 0 7,700
PROTECTIVE LIFE CORP 743674103 786 27,119SH DEFINED 2 13,331 0 13,788
743674103 2,947 101,635SH DEFINED 4 0 0 101,635
PROVANT INC 743724106 2,988 185,273SH DEFINED 2 151,688 0 33,585
743724106 1,847 114,555SH DEFINED 4 0 0 114,555
PROVIDENCE ENERGY CORP 743743106 0 0SH DEFINED 2 0 0 0
743743106 3,053 110,000SH DEFINED 4 0 0 110,000
PROVIDENT BANKSHARES CORP 743859100 4,184 196,617SH DEFINED 2 35,169 0 161,448
743859100 398 18,679SH DEFINED 4 0 0 18,679
PROVINCE HEALTHCARE CO 743977100 2,637 229,300SH DEFINED 2 188,800 0 40,500
743977100 8,316 723,100SH DEFINED 4 0 0 723,100
PROVIDIAN FINANCIAL CORP 74406A102 128,504 1,622,780SH DEFINED 2 825,520 0 797,260
74406A102 210,320 2,655,970SH DEFINED 4 0 0 2,655,970
PROXICOM INC 744282104 9,170 156,746SH DEFINED 2 113,500 0 43,246
744282104 46,254 790,669SH DEFINED 4 0 0 790,669
PROXIM INC 744284100 143 3,100SH DEFINED 2 0 0 3,100
744284100 0 0SH DEFINED 4 0 0 0
PSINET INC 74437C101 79 2,200SH DEFINED 2 0 0 2,200
74437C101 4,262 118,500SH DEFINED 4 0 0 118,500
PUBLIC SERVICE ENTERPRISE GROUP INC 744573106 1,850 47,900SH DEFINED 2 1,835 0 46,065
744573106 132,274 3,424,580SH DEFINED 4 0 0 3,424,580
PUGET SOUND ENERGY 745332106 0 0SH DEFINED 2 0 0 0
745332106 9,778 435,780SH DEFINED 4 0 0 435,780
PULITZER INC 745769109 4,108 90,405SH DEFINED 2 16,193 0 74,212
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PULTE CORP 745867101 209 9,600SH DEFINED 2 0 0 9,600
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QLT PHOTOTHERAPEUTICS INC 746927102 1,693 22,150SH DEFINED 2 2,500 0 19,650
746927102 121,702 1,592,175SH DEFINED 4 0 0 1,592,175
QRS CORP 74726X105 106 1,650SH DEFINED 2 0 0 1,650
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QLOGIC CORP 747277101 10,514 150,600SH DEFINED 2 65,800 0 84,800
747277101 80,243 1,149,410SH DEFINED 4 0 0 1,149,410
THE QUAKER OATS COMPANY 747402105 5,176 83,655SH DEFINED 2 51,485 0 32,170
747402105 277,801 4,489,708SH DEFINED 4 0 0 4,489,708
QUALCOMM INC 747525103 340,908 1,801,957SH DEFINED 2 784,700 0 1,017,257
747525103 1,489,319 7,872,183SH DEFINED 4 0 0 7,872,183
QUANEX CORP 747620102 10,614 414,201SH DEFINED 2 88,619 0 325,582
747620102 4,386 171,176SH DEFINED 4 0 0 171,176
QUANTUM CORP 747906105 742 31,991SH DEFINED 2 13,880 0 18,111
747906105 2,571 110,869SH DEFINED 4 0 0 110,869
QUANTUM CORP-DLT & STORAGE 747906204 1,125 80,000SH DEFINED 2 0 0 80,000
747906204 10,223 727,000SH DEFINED 4 0 0 727,000
QUEST SOFTWARE INC 74834T103 2,032 43,700SH DEFINED 2 28,500 0 15,200
74834T103 17,068 367,060SH DEFINED 4 0 0 367,060
QUESTAR CORP 748356102 1,271 70,100SH DEFINED 2 0 0 70,100
748356102 6,327 349,100SH DEFINED 4 0 0 349,100
QUIKSILVER INC 74838C106 53 2,900SH DEFINED 2 0 0 2,900
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QUINTILES TRANSNATIONAL CORP 748767100 0 0SH DEFINED 2 0 0 0
748767100 460 24,172SH DEFINED 4 0 0 24,172
QUORUM HEALTH 749084109 3,602 512,300SH DEFINED 2 255,500 0 256,800
749084109 383 54,403SH DEFINED 4 0 0 54,403
QWEST COMMUNICATIONS INTL 749121109 148 4,997SH DEFINED 2 2,760 0 2,237
749121109 1,385 46,853SH DEFINED 4 0 0 46,853
R&B FALCON CORP WTS 144A P/P 5/1/09 74912E119 480 1,920SH DEFINED 2 570 0 1,350
74912E119 4,443 17,770SH DEFINED 4 0 0 17,770
R.H. DONNELLEY CORP 74955W307 257 13,800SH DEFINED 2 9,700 0 4,100
74955W307 0 0SH DEFINED 4 0 0 0
RF MICRO DEVICES INC 749941100 7,704 168,400SH DEFINED 2 33,350 0 135,050
749941100 208,552 4,558,520SH DEFINED 4 0 0 4,558,520
RACING CHAMPIONS CORP 750069106 3,492 614,003SH DEFINED 2 304,689 0 309,314
750069106 369 64,845SH DEFINED 4 0 0 64,845
RADIAN GROUP INC 750236101 0 0SH DEFINED 2 0 0 0
750236101 7,055 164,300SH DEFINED 4 0 0 164,300
RADIO ONE INC 75040P108 12,147 292,700SH DEFINED 2 233,400 0 59,300
75040P108 25,143 605,857SH DEFINED 4 0 0 605,857
RADISYS CORP 750459109 118 3,000SH DEFINED 2 0 0 3,000
750459109 0 0SH DEFINED 4 0 0 0
RALSTON-RALSTON PURINA GROUP 751277302 1,966 70,700SH DEFINED 2 0 0 70,700
751277302 155,906 5,605,600SH DEFINED 4 0 0 5,605,600
RAMP NETWORKS INC 751567108 2,530 115,000SH DEFINED 2 89,800 0 25,200
751567108 1,914 87,000SH DEFINED 4 0 0 87,000
RANGE RESOURCES CORP 75281A109 7,954 1,610,905SH DEFINED 2 287,940 0 1,322,965
75281A109 480 97,200SH DEFINED 4 0 0 97,200
RATIONAL SOFTWARE CORP 75409P202 42,006 1,434,567SH DEFINED 2 372,200 0 1,062,367
75409P202 235,942 8,057,800SH DEFINED 4 0 0 8,057,800
RAVISENT TECHNOLOGIES INC 754440105 336 23,400SH DEFINED 2 18,400 0 5,000
754440105 256 17,800SH DEFINED 4 0 0 17,800
RAYTHEON CO CL A 755111309 10,693 220,475SH DEFINED 2 208,210 0 12,265
755111309 183,945 3,792,679SH DEFINED 4 0 0 3,792,679
RAYTHEON CO CL B 755111408 5,588 112,600SH DEFINED 2 38,800 0 73,800
755111408 159,602 3,216,170SH DEFINED 4 0 0 3,216,170
RAZORFISH INC 755236106 4,785 110,000SH DEFINED 2 94,600 0 15,400
755236106 31,655 727,690SH DEFINED 4 0 0 727,690
READERS DIGEST ASSN CL A 755267101 462 15,794SH DEFINED 2 7,760 0 8,033
755267101 3,997 136,636SH DEFINED 4 0 0 136,636
REALNETWORKS 75605L104 8,053 77,020SH DEFINED 2 12,800 0 64,220
75605L104 233,689 2,234,920SH DEFINED 4 0 0 2,234,920
RECOTON CORP 756268108 3,286 486,800SH DEFINED 2 249,800 0 237,000
756268108 331 49,100SH DEFINED 4 0 0 49,100
RED HAT INC 756577102 0 0SH DEFINED 2 0 0 0
756577102 624 6,500SH DEFINED 4 0 0 6,500
REDBACK NETWORKS 757209101 1,836 17,000SH DEFINED 2 0 0 17,000
757209101 86,095 797,175SH DEFINED 4 0 0 797,175
REEBOK INTERNATIONAL LTD 758110100 129 12,100SH DEFINED 2 0 0 12,100
758110100 0 0SH DEFINED 4 0 0 0
REGAL BELOIT CORP 758750103 6,483 312,417SH DEFINED 2 53,670 0 258,747
758750103 0 0SH DEFINED 4 0 0 0
REGIS CORP 758932107 4,485 233,010SH DEFINED 2 39,420 0 193,590
758932107 531 27,570SH DEFINED 4 0 0 27,570
REGIONS FINANCIAL CORP 758940100 1,467 48,900SH DEFINED 2 0 0 48,900
758940100 0 0SH DEFINED 4 0 0 0
REHABCARE 759148109 4,432 249,700SH DEFINED 2 197,800 0 51,900
759148109 2,628 148,075SH DEFINED 4 0 0 148,075
REINSURANCE GROUP AMER INC 759351109 3,271 127,341SH DEFINED 2 104,689 0 22,652
759351109 1,979 77,052SH DEFINED 4 0 0 77,052
RELIANCE STEEL & ALUMINUM 759509102 2,627 125,100SH DEFINED 2 66,600 0 58,500
759509102 419 19,957SH DEFINED 4 0 0 19,957
RELIANT ENERGY INC 75952J108 1,849 68,336SH DEFINED 2 3,800 0 64,536
75952J108 136,522 5,044,700SH DEFINED 4 0 0 5,044,700
RELIASTAR FINANCIAL CORP 75952U103 4,365 131,290SH DEFINED 2 141,565 0 -10,275
75952U103 17,178 516,629SH DEFINED 4 0 0 516,629
RENAL TREATMENT CTRS INC 759671100 0 0SH DEFINED 2 0 0 0
759671100 72 72,088SH DEFINED 4 0 0 72,088
RENAL CARE GROUP INC 759930100 9,852 449,726SH DEFINED 2 304,951 0 144,775
759930100 3,578 163,351SH DEFINED 4 0 0 163,351
RENT-A CENTER INC 76009N100 52 2,800SH DEFINED 2 0 0 2,800
76009N100 0 0SH DEFINED 4 0 0 0
RENT-WAY INC 76009U104 4,676 246,112SH DEFINED 2 202,663 0 43,449
76009U104 2,825 148,703SH DEFINED 4 0 0 148,703
REPUBLIC N Y CORP 760719104 1,401 22,800SH DEFINED 2 0 0 22,800
760719104 0 0SH DEFINED 4 0 0 0
REPUBLIC SERVICES INC-CL A 760759100 435 40,000SH DEFINED 2 40,000 0 0
760759100 11,586 1,065,334SH DEFINED 4 0 0 1,065,334
RESEARCH IN MOTION 760975102 6,455 208,640SH DEFINED 2 14,100 0 194,540
760975102 135,516 4,380,330SH DEFINED 4 0 0 4,380,330
RESMED INC 761152107 6,130 185,400SH DEFINED 2 152,500 0 32,900
761152107 3,792 114,700SH DEFINED 4 0 0 114,700
REUTERS HLDGS PLC SPONS ADR 76132M102 0 0SH DEFINED 2 0 0 0
76132M102 0 0SH DEFINED 4 0 0 0
REVLON INC CL A 761525500 0 0SH DEFINED 2 0 0 0
761525500 0 0SH DEFINED 4 0 0 0
REX STORES CORP 761624105 3,042 98,139SH DEFINED 2 80,539 0 17,600
761624105 12,702 409,740SH DEFINED 4 0 0 409,740
REYNOLDS METAL COMPANY 761763101 827 13,700SH DEFINED 2 0 0 13,700
761763101 857 14,200SH DEFINED 4 0 0 14,200
RJ REYNOLDS TOBACCO HOLDINGS 76182K105 0 0SH DEFINED 2 800 0 -800
76182K105 40,068 1,484,000SH DEFINED 4 0 0 1,484,000
RHYTHMS NET WARR P/P 144A 05/15/08 762430114 0 0SH DEFINED 2 0 0 0
762430114 140 1,080SH DEFINED 4 0 0 1,080
RIBOZYME PHARMACEUTICALS INC 762567105 0 0SH DEFINED 2 0 0 0
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RICHMOND COUNTY FINL CORP 764556106 0 0SH DEFINED 2 0 0 0
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RIO TINTO LIMITED-SPONS ADR 767202104 0 0SH DEFINED 2 0 0 0
767202104 0 0SH DEFINED 4 0 0 0
RIO TINTO PLC-SPON ADR 767204100 0 0SH DEFINED 2 0 0 0
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RITE AID CORP 767754104 10,085 730,148SH DEFINED 2 627,388 0 102,760
767754104 342,110 24,768,149SH DEFINED 4 0 0 24,768,149
ROCK-TENN CO CL A 772739207 4,486 310,702SH DEFINED 2 55,676 0 255,026
772739207 0 0SH DEFINED 4 0 0 0
ROCKWELL INTL CORP 773903109 89,041 1,696,020SH DEFINED 2 738,715 0 957,305
773903109 364,701 6,946,686SH DEFINED 4 0 0 6,946,686
ROGERS COMMUNICATIONS INC CL B 775109200 0 0SH DEFINED 2 0 0 0
775109200 8,228 457,094SH DEFINED 4 0 0 457,094
ROHM & HAAS CO 775371107 1,714 47,449SH DEFINED 2 0 0 47,449
775371107 4,213 116,629SH DEFINED 4 0 0 116,629
ROPER INDUSTRIES INC 776696106 6,480 169,400SH DEFINED 2 80,400 0 89,000
776696106 415 10,855SH DEFINED 4 0 0 10,855
ROSLYN BANCORP INC 778162107 57 3,200SH DEFINED 2 0 0 3,200
778162107 0 0SH DEFINED 4 0 0 0
ROUGE INDUSTRIES INC CL A 779088103 0 0SH DEFINED 2 0 0 0
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ROWAN COMPANIES INC 779382100 296 18,200SH DEFINED 2 0 0 18,200
779382100 2,275 140,000SH DEFINED 4 0 0 140,000
ROYAL DUTCH PETRO NY REG SH PAR 1.25 GLDR 780257804 199,688 3,380,960SH DEFINED 2 1,764,720 0 1,616,240
780257804 1,270,157 21,505,303SH DEFINED 4 0 0 21,505,303
ROYAL PTT NEDERLAND SPONS ADR 780641205 0 0SH DEFINED 2 0 0 0
780641205 4,713 105,900SH DEFINED 4 0 0 105,900
RUDDICK CORP 781258108 4,621 291,087SH DEFINED 2 51,800 0 239,287
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RUSSELL CORP 782352108 104 7,300SH DEFINED 2 0 0 7,300
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RYANAIR HOLDINGS ADR 783513104 5,627 122,658SH DEFINED 2 16,238 0 106,420
783513104 132,886 2,896,700SH DEFINED 4 0 0 2,896,700
RYDER SYSTEM INC 783549108 312 15,300SH DEFINED 2 0 0 15,300
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SBC COMMUNICATIONS INC 78387G103 262,647 5,143,633SH DEFINED 2 2,809,296 0 2,334,337
78387G103 1,319,258 25,836,146SH DEFINED 4 0 0 25,836,146
SCI SYSTEMS INC 783890106 256 5,750SH DEFINED 2 5,750 0 0
783890106 9,167 206,300SH DEFINED 4 0 0 206,300
SCP POOL CORP 784028102 106 4,500SH DEFINED 2 0 0 4,500
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SDL INC 784076101 7,572 99,220SH DEFINED 2 23,950 0 75,270
784076101 159,788 2,093,859SH DEFINED 4 0 0 2,093,859
SEI CORP 784117103 330 3,700SH DEFINED 2 0 0 3,700
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SEMCO ENERGY INC 78412D109 50 3,600SH DEFINED 2 0 0 3,600
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SFX ENTERTAINMENT INC 784178105 9,222 302,360SH DEFINED 2 92,300 0 210,060
784178105 224,667 7,366,131SH DEFINED 4 0 0 7,366,131
SK TELECOM CO LTD ADR 78440P108 1,624 157,437SH DEFINED 2 0 0 157,437
78440P108 18 1,724SH DEFINED 4 0 0 1,724
SLM HOLDING CORP 78442A109 1,677 39,000SH DEFINED 2 3,900 0 35,100
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SPS TECHNOLOGIES INC 784626103 64 1,700SH DEFINED 2 0 0 1,700
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SPX CORP 784635104 0 1SH DEFINED 2 0 0 1
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S3 INCORPORATED 784849101 483 46,306SH DEFINED 2 21,852 0 24,454
784849101 2,517 241,155SH DEFINED 4 0 0 241,155
SAFECO CORPORATION 786429100 804 28,700SH DEFINED 2 0 0 28,700
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SAFEGUARD SCIENTIFICS INC 786449108 339 4,985SH DEFINED 2 2,692 0 2,293
786449108 2,601 38,248SH DEFINED 4 0 0 38,248
SAFETY-KLEEN CORP 78648R203 4,895 405,800SH DEFINED 2 197,700 0 208,100
78648R203 441 36,559SH DEFINED 4 0 0 36,559
SAFEWAY INC 786514208 4,244 111,500SH DEFINED 2 0 0 111,500
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SAGA COMMUNICATIONS CLASS A 786598102 7,895 343,268SH DEFINED 2 273,727 0 69,541
786598102 3,915 170,197SH DEFINED 4 0 0 170,197
SAGA SYSTEMS INC 786610105 0 0SH DEFINED 2 0 0 0
786610105 173 12,000SH DEFINED 4 0 0 12,000
ST JUDE MEDICAL INC 790849103 581 18,450SH DEFINED 2 0 0 18,450
790849103 16,380 520,000SH DEFINED 4 0 0 520,000
ST MARY LAND & EXPLORATION CO 792228108 8,365 320,200SH DEFINED 2 56,300 0 263,900
792228108 417 15,966SH DEFINED 4 0 0 15,966
ST PAUL COMPANIES INC 792860108 5,785 210,352SH DEFINED 2 10,201 0 200,150
792860108 177,651 6,460,047SH DEFINED 4 0 0 6,460,047
AP SAKS INCORPORATED 79377W108 6,275 413,185SH DEFINED 2 387,455 0 25,730
79377W108 28,264 1,861,021SH DEFINED 4 0 0 1,861,021
SALEM COMMUNICATIONS CORP-CL A 794093104 11,008 431,695SH DEFINED 2 352,495 0 79,200
794093104 11,224 440,170SH DEFINED 4 0 0 440,170
SALOMON INC 79549B107 22 21,921SH DEFINED 2 9,849 0 12,073
79549B107 249 248,587SH DEFINED 4 0 0 248,587
SANCHEZ COMPUTER ASSOCIATES 799702105 56 1,600SH DEFINED 2 0 0 1,600
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SANDISK CORP 80004C101 150 2,300SH DEFINED 2 0 0 2,300
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SANDOZ REGISTERED SWITZ SEDOL 476161 8000529D6 0 106SH DEFINED 2 0 0 106
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SANMINA CORPORATION 800907107 18,192 235,119SH DEFINED 2 82,047 0 153,072
800907107 310,521 4,013,191SH DEFINED 4 0 0 4,013,191
SANTA BARBARA RESTAURANT GRP 801378100 0 0SH DEFINED 2 0 0 0
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SANTA FE SNYDER CORP 80218K105 584 64,900SH DEFINED 2 64,900 0 0
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SAPIENT CORP 803062108 13,243 140,510SH DEFINED 2 34,630 0 105,880
803062108 203,766 2,161,970SH DEFINED 4 0 0 2,161,970
SARA LEE CORPORATION 803111103 18,074 771,173SH DEFINED 2 551,859 0 219,314
803111103 553,860 23,631,365SH DEFINED 4 0 0 23,631,365
SAWTEK INC 805468105 200 5,700SH DEFINED 2 0 0 5,700
805468105 46,663 1,333,234SH DEFINED 4 0 0 1,333,234
SCANA CORP 805898103 1,548 64,000SH DEFINED 2 0 0 64,000
805898103 15,074 623,200SH DEFINED 4 0 0 623,200
SCHERING PLOUGH CORP 806605101 393,033 9,009,363SH DEFINED 2 4,579,137 0 4,430,226
806605101 841,530 19,290,091SH DEFINED 4 0 0 19,290,091
SCHLUMBERGER LTD 806857108 13,918 223,366SH DEFINED 2 2,060 0 221,306
806857108 333,679 5,354,931SH DEFINED 4 0 0 5,354,931
SCHOLASTIC CORP 807066105 0 0SH DEFINED 2 0 0 0
807066105 0 0SH DEFINED 4 0 0 0
SCHOOL SPECIALTY INC 807863105 73 4,300SH DEFINED 2 0 0 4,300
807863105 0 0SH DEFINED 4 0 0 0
SCHWAB (CHARLES) CORP 808513105 142,994 4,244,722SH DEFINED 2 1,783,668 0 2,461,054
808513105 517,724 15,368,443SH DEFINED 4 0 0 15,368,443
SCHWEITZER-MAUDUIT INTL INC 808541106 62 4,800SH DEFINED 2 0 0 4,800
808541106 0 0SH DEFINED 4 0 0 0
SCIENTIFIC ATLANTA INC 808655104 833 16,800SH DEFINED 2 0 0 16,800
808655104 3,990 80,500SH DEFINED 4 0 0 80,500
SEA CONTAINERS LTD-CL A 811371707 288 10,272SH DEFINED 2 10,272 0 0
811371707 10,542 376,500SH DEFINED 4 0 0 376,500
SEAGATE TECHNOLOGY 811804103 5,844 189,650SH DEFINED 2 138,750 0 50,900
811804103 145,918 4,735,675SH DEFINED 4 0 0 4,735,675
AP SEAGRAM CO LTD 811850106 13,790 303,069SH DEFINED 2 184,838 0 118,231
811850106 359,413 7,899,196SH DEFINED 4 0 0 7,899,196
SEALED AIR CORP (NEW) 81211K100 102,158 1,990,901SH DEFINED 2 761,196 0 1,229,705
81211K100 241,053 4,697,738SH DEFINED 4 0 0 4,697,738
SEARS ROEBUCK & CO 812387108 5,297 168,820SH DEFINED 2 81,600 0 87,220
812387108 193,517 6,167,866SH DEFINED 4 0 0 6,167,866
SECURITY CAPITAL GROUP-B 81413P204 94 6,400SH DEFINED 2 0 0 6,400
81413P204 0 0SH DEFINED 4 0 0 0
SEITEL INC 816074306 408 41,800SH DEFINED 2 41,800 0 0
816074306 5,168 530,000SH DEFINED 4 0 0 530,000
SEMTECH CORP 816850101 248 6,774SH DEFINED 2 6,774 0 0
816850101 0 0SH DEFINED 4 0 0 0
SEMPRA ENERY 816851109 2,952 141,838SH DEFINED 2 92,000 0 49,838
816851109 233,107 11,200,330SH DEFINED 4 0 0 11,200,330
SENSORMATIC ELECTRONICS CORP 817265101 546 44,340SH DEFINED 2 19,810 0 24,530
817265101 235 19,110SH DEFINED 4 0 0 19,110
SENSORMATIC ELEC COM RESTRICTED 144A 817265606 184 14,961SH DEFINED 2 9,283 0 5,678
817265606 363 29,469SH DEFINED 4 0 0 29,469
AP SEPRACOR 817315104 10,788 142,883SH DEFINED 2 51,313 0 91,570
817315104 257,371 3,408,892SH DEFINED 4 0 0 3,408,892
SERVICE CORP INTL 817565104 12,527 1,185,960SH DEFINED 2 1,076,030 0 109,930
817565104 165,676 15,685,262SH DEFINED 4 0 0 15,685,262
SERVICEMASTER COMPANY 81760N109 0 0SH DEFINED 2 0 0 0
81760N109 0 0SH DEFINED 4 0 0 0
SHARED MEDICAL SYSTEMS CORP 819486101 6,296 134,684SH DEFINED 2 22,310 0 112,374
819486101 0 0SH DEFINED 4 0 0 0
SHAW INDUSTRIES INCORPORATED 820286102 24,403 1,537,168SH DEFINED 2 489,094 0 1,048,074
820286102 83,570 5,264,273SH DEFINED 4 0 0 5,264,273
SHERWIN WILLIAMS CO 824348106 773 36,900SH DEFINED 2 0 0 36,900
824348106 0 0SH DEFINED 4 0 0 0
SHIRE PHARMACEUTICALS GRP-ADR 82481R106 0 0SH DEFINED 2 0 0 0
82481R106 30,855 1,070,883SH DEFINED 4 0 0 1,070,883
SHOREWOOD PACKAGING CORP 825229107 0 0SH DEFINED 2 0 0 0
825229107 6,966 513,600SH DEFINED 4 0 0 513,600
SIEBEL SYSTEMS INC 826170102 34,401 516,337SH DEFINED 2 141,000 0 375,337
826170102 72,988 1,095,500SH DEFINED 4 0 0 1,095,500
SIERRA PACIFIC RESOURCES 826428104 0 0SH DEFINED 2 0 0 0
826428104 26,577 1,194,480SH DEFINED 4 0 0 1,194,480
SIGMA ALDRICH CORP 826552101 695 21,900SH DEFINED 2 0 0 21,900
826552101 0 0SH DEFINED 4 0 0 0
SIGNATURE BRANDS WARRANT 08/15/02 82667M111 3 150SH DEFINED 2 0 0 150
82667M111 57 2,850SH DEFINED 4 0 0 2,850
SIGCORP INC 826912107 128 5,000SH DEFINED 2 0 0 5,000
826912107 0 0SH DEFINED 4 0 0 0
SILICON GRAPHICS INC 827056102 450 41,100SH DEFINED 2 0 0 41,100
827056102 754 68,966SH DEFINED 4 0 0 68,966
SILICONWARE PRECISION INDS SEDOL 6808877 8270849B2 0 0SH DEFINED 2 0 0 0
8270849B2 0 0SH DEFINED 4 0 0 0
SILKNET SOFTWARE INC 827094103 8,801 190,800SH DEFINED 2 89,200 0 101,600
827094103 39,314 852,335SH DEFINED 4 0 0 852,335
SILVERSTREAM SOFTWARE INC 827907106 392 12,600SH DEFINED 2 8,200 0 4,400
827907106 1,399 44,962SH DEFINED 4 0 0 44,962
SINCLAIR BROADCAST GROUP INC 829226109 175 19,289SH DEFINED 2 9,928 0 9,361
829226109 2,169 239,377SH DEFINED 4 0 0 239,377
SIPEX CORPORATION 829909100 4,699 328,320SH DEFINED 2 216,200 0 112,120
829909100 18,625 1,301,298SH DEFINED 4 0 0 1,301,298
SMITH INTERNATIONAL INC 832110100 17,953 443,281SH DEFINED 2 135,630 0 307,651
832110100 37,863 934,900SH DEFINED 4 0 0 934,900
SMITHFIELD FOODS INC 832248108 4,317 161,400SH DEFINED 2 78,500 0 82,900
832248108 328 12,255SH DEFINED 4 0 0 12,255
SMITHKLINE BEECHAM PLC ADR 832378301 0 0SH DEFINED 2 0 0 0
832378301 72,947 1,265,900SH DEFINED 4 0 0 1,265,900
SMUCKER JM CO CL A 832696108 4,258 201,547SH DEFINED 2 35,760 0 165,787
832696108 0 0SH DEFINED 4 0 0 0
SMURFIT-STONE CONTAINER CORP 832727101 27,095 1,252,925SH DEFINED 2 431,650 0 821,275
832727101 91,073 4,211,480SH DEFINED 4 0 0 4,211,480
SNAP-ON INC 833034101 463 14,250SH DEFINED 2 0 0 14,250
833034101 0 0SH DEFINED 4 0 0 0
QUIMICA Y MINERA CHILE-SA ADR SEDOL 2771122 833635105 0 0SH DEFINED 2 0 0 0
833635105 15 500SH DEFINED 4 0 0 500
QUIMICA Y MINERA CHILE SA ADR-A SEDOL 2408798 833636103 0 0SH DEFINED 2 0 0 0
833636103 0 17SH DEFINED 4 0 0 17
SOFTKEY INTL INC 83402N109 42 2,075SH DEFINED 2 0 0 2,075
83402N109 134 6,604SH DEFINED 4 0 0 6,604
SOFTWARE.COM INC 83402P104 1,325 30,900SH DEFINED 2 0 0 30,900
83402P104 12,833 299,303SH DEFINED 4 0 0 299,303
SOLECTRON CORP 834182107 226,011 3,147,242SH DEFINED 2 1,656,875 0 1,490,367
834182107 445,913 6,209,410SH DEFINED 4 0 0 6,209,410
SONAT INC 835415100 12,283 309,505SH DEFINED 2 269,780 0 39,725
835415100 389,570 9,815,948SH DEFINED 4 0 0 9,815,948
SONIC INC 835451105 110 3,600SH DEFINED 2 0 0 3,600
835451105 0 0SH DEFINED 4 0 0 0
SONOCO PRODUCTS CO 835495102 0 0SH DEFINED 2 0 0 0
835495102 0 0SH DEFINED 4 0 0 0
SOUTH JERSEY INDUSTRIES 838518108 0 0SH DEFINED 2 0 0 0
838518108 3,352 127,100SH DEFINED 4 0 0 127,100
SOUTHDOWN INC 841297104 6,389 119,425SH DEFINED 2 21,876 0 97,549
841297104 0 0SH DEFINED 4 0 0 0
SOUTHERN COMPANY 842587107 3,837 149,000SH DEFINED 2 2,720 0 146,280
842587107 289,303 11,235,064SH DEFINED 4 0 0 11,235,064
SOUTHERN MINERAL CORP 843367202 0 0SH DEFINED 2 0 0 0
843367202 238 181,598SH DEFINED 4 0 0 181,598
SOUTHTRUST CORP 844730101 1,309 36,500SH DEFINED 2 0 0 36,500
844730101 0 0SH DEFINED 4 0 0 0
AP SOUTHWEST AIRLINES CO 844741108 14,366 945,877SH DEFINED 2 783,460 0 162,418
844741108 41,231 2,714,822SH DEFINED 4 0 0 2,714,822
SOUTHWEST BANCORP OF TEXAS 84476R109 5,219 299,300SH DEFINED 2 146,400 0 152,900
84476R109 395 22,657SH DEFINED 4 0 0 22,657
SOUTHWEST GAS CORP 844895102 0 0SH DEFINED 2 0 0 0
844895102 4,404 163,500SH DEFINED 4 0 0 163,500
SOVEREIGN BANCORP INC 845905108 6,949 764,110SH DEFINED 2 134,064 0 630,046
845905108 388 42,691SH DEFINED 4 0 0 42,691
SPANISH BROADCASTING SYSTEM 846425106 545 839SH DEFINED 2 370 0 469
846425106 6,401 9,848SH DEFINED 4 0 0 9,848
SPECIALTY EQUIP COS INC 847497203 0 0SH DEFINED 2 0 0 0
847497203 2,464 97,600SH DEFINED 4 0 0 97,600
SPECIALTY FOODS P/P 144A 847498102 0 0SH DEFINED 2 0 0 0
847498102 8 414,525SH DEFINED 4 0 0 414,525
SPECTRIAN CORP 847608106 5,242 241,000SH DEFINED 2 165,200 0 75,800
847608106 2,880 132,400SH DEFINED 4 0 0 132,400
SPECTRASITE HOLDINGS INC 84760T100 25 2,100SH DEFINED 2 0 0 2,100
84760T100 1,234 103,900SH DEFINED 4 0 0 103,900
SPEEDWAY MOTORSPORTS INC 847788106 5,752 132,800SH DEFINED 2 75,800 0 57,000
847788106 14,461 333,874SH DEFINED 4 0 0 333,874
SPORTSLINE USA INC 848934105 7,442 251,750SH DEFINED 2 162,350 0 89,400
848934105 42,243 1,428,931SH DEFINED 4 0 0 1,428,931
SPRINGS INDS INC CL A 851783100 136 4,000SH DEFINED 2 0 0 4,000
851783100 0 0SH DEFINED 4 0 0 0
SPRINT CORP (FON GROUP) 852061100 576,342 10,623,823SH DEFINED 2 4,790,933 0 5,832,890
852061100 2,003,554 36,931,873SH DEFINED 4 0 0 36,931,873
SPRINT CORP (PCS GROUP) 852061506 230,229 3,087,734SH DEFINED 2 1,102,601 0 1,985,133
852061506 783,375 10,506,283SH DEFINED 4 0 0 10,506,283
SPYGLASS INC 852192103 2,115 169,200SH DEFINED 2 139,200 0 30,000
852192103 1,271 101,700SH DEFINED 4 0 0 101,700
STANDARD COMMERCIAL 853258101 137 32,733SH DEFINED 2 14,515 0 18,218
853258101 1,437 343,180SH DEFINED 4 0 0 343,180
STANDARD MTR PRODS INC 853666105 0 0SH DEFINED 2 0 0 0
853666105 0 0SH DEFINED 4 0 0 0
STANDARD PACIFIC CORP 85375C101 171 16,700SH DEFINED 2 0 0 16,700
85375C101 0 0SH DEFINED 4 0 0 0
STANDARD REGISTER CO 853887107 9,117 387,949SH DEFINED 2 65,620 0 322,329
853887107 552 23,504SH DEFINED 4 0 0 23,504
STANLEY WORKS 854616109 489 19,400SH DEFINED 2 0 0 19,400
854616109 0 0SH DEFINED 4 0 0 0
STAPLES INC 855030102 2,221 101,800SH DEFINED 2 0 0 101,800
855030102 0 0SH DEFINED 4 0 0 0
STARBUCKS CORP 855244109 94 3,800SH DEFINED 2 3,800 0 0
855244109 98,448 3,972,677SH DEFINED 4 0 0 3,972,677
STARMEDIA NETWORK INC 855546107 2,655 72,300SH DEFINED 2 14,900 0 57,400
855546107 45,643 1,243,055SH DEFINED 4 0 0 1,243,055
STARTEK INC 85569C107 220 4,000SH DEFINED 2 0 0 4,000
85569C107 0 0SH DEFINED 4 0 0 0
STARTEC GLOBAL P/P 144A WARR 85569E111 1 1,210SH DEFINED 2 620 0 590
85569E111 33 32,540SH DEFINED 4 0 0 32,540
STARWOOD HOTELS & RESORTS WORLDWIDE REIT 85590A203 17,199 770,840SH DEFINED 2 290,869 0 479,971
85590A203 202,548 9,077,803SH DEFINED 4 0 0 9,077,803
STATE STREET CORP 857477103 2,275 35,200SH DEFINED 2 0 0 35,200
857477103 0 0SH DEFINED 4 0 0 0
STATEN ISLAND BANCORP INC 857550107 56 3,000SH DEFINED 2 0 0 3,000
857550107 0 0SH DEFINED 4 0 0 0
STATION CASINOS INC 857689103 3,668 157,750SH DEFINED 2 75,750 0 82,000
857689103 1,318 56,686SH DEFINED 4 0 0 56,686
STERLING BANCSHARES INC 858907108 5,543 484,600SH DEFINED 2 236,300 0 248,300
858907108 420 36,699SH DEFINED 4 0 0 36,699
STERLING CHEMICALS WARRANTS 8/15/08 85916E111 13 1,115SH DEFINED 2 505 0 610
85916E111 166 13,810SH DEFINED 4 0 0 13,810
STERLING COMMERCE INC 859205106 75 4,055SH DEFINED 2 4,055 0 0
859205106 0 0SH DEFINED 4 0 0 0
STERLING SOFTWARE INC 859547101 150 7,500SH DEFINED 2 7,500 0 0
859547101 0 0SH DEFINED 4 0 0 0
STET HELLAS TELECOMM ADR 859823106 784 41,550SH DEFINED 2 5,300 0 36,250
859823106 370 19,600SH DEFINED 4 0 0 19,600
STMICROELECTRONICS NV-NY SHS ADR 861012102 162,006 2,189,265SH DEFINED 2 733,389 0 1,455,876
861012102 241,359 3,261,613SH DEFINED 4 0 0 3,261,613
STONE & WEBSTER INC 861572105 0 0SH DEFINED 2 0 0 0
861572105 0 0SH DEFINED 4 0 0 0
STONE CONTAINER CORP 861589109 0 0SH DEFINED 2 0 0 0
861589109 1,768 147,320SH DEFINED 4 0 0 147,320
STONE ENERGY CORP 861642106 1,903 37,400SH DEFINED 2 14,500 0 22,900
861642106 0 0SH DEFINED 4 0 0 0
STORAGE USA INC REIT 861907103 0 0SH DEFINED 2 0 0 0
861907103 0 0SH DEFINED 4 0 0 0
STRATEGIC DIAGNOSTICS INC 862700101 0 0SH DEFINED 2 0 0 0
862700101 199 22,000SH DEFINED 4 0 0 22,000
STRIDE RITE CORP 863314100 63 9,000SH DEFINED 2 0 0 9,000
863314100 0 0SH DEFINED 4 0 0 0
STRUCTURAL DYNAMICS RESH CORP 863555108 56 3,700SH DEFINED 2 0 0 3,700
863555108 0 0SH DEFINED 4 0 0 0
STRYKER CORP 863667101 97 1,900SH DEFINED 2 1,900 0 0
863667101 80,094 1,566,640SH DEFINED 4 0 0 1,566,640
STYLING TECHNOLOGY CORP 863905105 0 0SH DEFINED 2 0 0 0
863905105 1,505 140,000SH DEFINED 4 0 0 140,000
STURM RUGER & CO INC 864159108 95 10,600SH DEFINED 2 0 0 10,600
864159108 0 0SH DEFINED 4 0 0 0
SUMMIT BANCORP 866005101 1,252 38,600SH DEFINED 2 670 0 37,930
866005101 41,726 1,286,340SH DEFINED 4 0 0 1,286,340
SUMMIT TECHNOLOGY INC 86627E101 150 8,200SH DEFINED 2 0 0 8,200
86627E101 0 0SH DEFINED 4 0 0 0
SUN MICRO SYSTEMS 866810104 350,284 3,766,493SH DEFINED 2 1,678,600 0 2,087,893
866810104 967,231 10,400,336SH DEFINED 4 0 0 10,400,336
SUNBEAM CORPORATION 867071102 228 40,108SH DEFINED 2 17,029 0 23,078
867071102 93 16,438SH DEFINED 4 0 0 16,438
SUNGLASS HUT INTL 86736F106 5,341 505,700SH DEFINED 2 413,600 0 92,100
86736F106 4,274 404,638SH DEFINED 4 0 0 404,638
SUNOCO INC 86764P109 539 19,700SH DEFINED 2 0 0 19,700
86764P109 0 0SH DEFINED 4 0 0 0
SUNRISE ASSISTED LIVING INC 86768K106 6,076 228,730SH DEFINED 2 139,250 0 89,480
86768K106 53,550 2,016,000SH DEFINED 4 0 0 2,016,000
SUNTERRA CORPORATION 86787D109 5,902 497,000SH DEFINED 2 412,600 0 84,400
86787D109 3,460 291,400SH DEFINED 4 0 0 291,400
SUNTRUST BANKS INC 867914103 4,688 71,300SH DEFINED 2 2,090 0 69,210
867914103 311,480 4,737,334SH DEFINED 4 0 0 4,737,334
SUNSOURCE INC 867948101 1,211 215,300SH DEFINED 2 81,500 0 133,800
867948101 0 0SH DEFINED 4 0 0 0
SUPERVALU INC 868536103 714 32,735SH DEFINED 2 0 0 32,735
868536103 0 0SH DEFINED 4 0 0 0
SURGUTNEFTEGAZ-SP ADR SEDOL 2810144 868861204 2,069 318,300SH DEFINED 2 39,800 0 278,500
868861204 882 135,700SH DEFINED 4 0 0 135,700
SWIFT ENERGY CO 870738101 407 32,202SH DEFINED 2 16,432 0 15,769
870738101 2,781 220,252SH DEFINED 4 0 0 220,252
SYBRON INTL CORP 87114F106 13,989 520,510SH DEFINED 2 161,200 0 359,310
87114F106 327,295 12,178,420SH DEFINED 4 0 0 12,178,420
SYLVAN LEARNING SYSTEMS INC 871399101 215 11,100SH DEFINED 2 11,100 0 0
871399101 0 0SH DEFINED 4 0 0 0
SYMBOL TECHNOLOGIES INC 871508107 38,598 1,147,899SH DEFINED 2 318,625 0 829,274
871508107 91,934 2,734,100SH DEFINED 4 0 0 2,734,100
SYNCOR INTL CORP 87157J106 60 1,600SH DEFINED 2 0 0 1,600
87157J106 0 0SH DEFINED 4 0 0 0
SYNOPSYS INC 871607107 17,472 311,123SH DEFINED 2 86,000 0 225,123
871607107 336,236 5,987,514SH DEFINED 4 0 0 5,987,514
SYNOVUS FINANCIAL CORP 87161C105 2,126 113,745SH DEFINED 2 55,586 0 58,159
87161C105 75,600 4,045,503SH DEFINED 4 0 0 4,045,503
SYSCO CORPORATION 871829107 4,527 129,100SH DEFINED 2 57,770 0 71,330
871829107 149,514 4,264,201SH DEFINED 4 0 0 4,264,201
SYSTEM SOFTWARE ASSOC INC 871839106 238 126,871SH DEFINED 2 58,811 0 68,060
871839106 1,366 728,387SH DEFINED 4 0 0 728,387
SYSTEMS & COMPUTER TECHNOLOGY CORP 871873105 50 4,000SH DEFINED 2 0 0 4,000
871873105 0 0SH DEFINED 4 0 0 0
TBC CORP 872180104 0 0SH DEFINED 2 0 0 0
872180104 216 31,200SH DEFINED 4 0 0 31,200
TCF FINANCIAL CORP 872275102 8,243 288,590SH DEFINED 2 90,250 0 198,340
872275102 204,397 7,156,127SH DEFINED 4 0 0 7,156,127
TD WATERHOUSE GROUP INC 872362108 13,248 1,023,990SH DEFINED 2 316,400 0 707,590
872362108 36,329 2,808,035SH DEFINED 4 0 0 2,808,035
TECO ENERGY INC 872375100 0 0SH DEFINED 2 0 0 0
872375100 13,332 631,100SH DEFINED 4 0 0 631,100
THE TJX COMPANIES INC 872540109 267,439 9,530,119SH DEFINED 2 4,099,965 0 5,430,154
872540109 747,970 26,653,732SH DEFINED 4 0 0 26,653,732
TNP ENTERPRISES INC 872594106 0 0SH DEFINED 2 0 0 0
872594106 19,920 511,600SH DEFINED 4 0 0 511,600
T R W INC 872649108 13,425 269,850SH DEFINED 2 252,495 0 17,355
872649108 72,143 1,450,105SH DEFINED 4 0 0 1,450,105
TSI INTL SOFTWARE 872879101 2,713 100,000SH DEFINED 2 0 0 100,000
872879101 8,138 300,000SH DEFINED 4 0 0 300,000
TLC THE LASER CENTER 872934104 813 33,006SH DEFINED 2 3,900 0 29,106
872934104 25,958 1,054,140SH DEFINED 4 0 0 1,054,140
TMP WORLDWIDE INC 872941109 20,517 337,030SH DEFINED 2 80,800 0 256,230
872941109 143,482 2,357,000SH DEFINED 4 0 0 2,357,000
TV GUIDE INC 87307Q109 145 3,700SH DEFINED 2 0 0 3,700
87307Q109 7,629 195,000SH DEFINED 4 0 0 195,000
TAIWAN SEMICONDUCTOR SP ADR 874039100 8,131 275,621SH DEFINED 2 4,971 0 270,650
874039100 667 22,614SH DEFINED 4 0 0 22,614
TAIYO INK MFG 8740399A0 0 0SH DEFINED 2 0 0 0
8740399A0 0 0SH DEFINED 4 0 0 0
TAIWAN SEMICONDUCTOR SEDOL 6889106 8740399B8 717 170,000SH DEFINED 2 170,000 0 0
8740399B8 0 0SH DEFINED 4 0 0 0
TALISMAN ENERGY INC 87425E103 0 0SH DEFINED 2 0 0 0
87425E103 2,000 66,800SH DEFINED 4 0 0 66,800
TANDY CORPORATION 875382103 61,013 1,180,425SH DEFINED 2 184,218 0 996,207
875382103 260,101 5,032,175SH DEFINED 4 0 0 5,032,175
TANDYCRAFTS INC 875386104 0 0SH DEFINED 2 0 0 0
875386104 0 0SH DEFINED 4 0 0 0
TANGER FACTORY OUTLET CENTER 875465106 0 0SH DEFINED 2 0 0 0
875465106 1,531 67,108SH DEFINED 4 0 0 67,108
TANNING TECHNOLOGY CORP 87588P101 0 0SH DEFINED 2 0 0 0
87588P101 1,016 38,700SH DEFINED 4 0 0 38,700
TECHNE CORP 878377100 72 2,300SH DEFINED 2 0 0 2,300
878377100 0 0SH DEFINED 4 0 0 0
TECHNITROL INC 878555101 9,395 266,527SH DEFINED 2 47,650 0 218,877
878555101 0 0SH DEFINED 4 0 0 0
TECHNOLOGY SOLUTIONS 87872T108 4,315 305,500SH DEFINED 2 249,400 0 56,100
87872T108 2,713 192,100SH DEFINED 4 0 0 192,100
TEKTRONIX INC 879131100 10,913 325,750SH DEFINED 2 56,200 0 269,550
879131100 443 13,233SH DEFINED 4 0 0 13,233
TELE CELULAR SUL PARTICIPAC ADR 879238103 0 3SH DEFINED 2 1 0 2
879238103 362 19,102SH DEFINED 4 0 0 19,102
TELE CENTRO SUL PARTICIPACOES ADR 879239101 63,610 1,146,118SH DEFINED 2 282,664 0 863,454
879239101 46,881 844,711SH DEFINED 4 0 0 844,711
TELECENTRO OESTE CELULAR-ADR 87923P105 0 1SH DEFINED 2 0 0 0
87923P105 228 68,835SH DEFINED 4 0 0 68,835
TELE-COMMUNICATIONS CL A 87924V101 414 6,226SH DEFINED 2 2,745 0 3,481
87924V101 11,030 166,019SH DEFINED 4 0 0 166,019
TELENORDESTE CELULAR PAR-ADR 87924W109 0 3SH DEFINED 2 1 0 2
87924W109 217 9,552SH DEFINED 4 0 0 9,552
TELENORTE CELULAR PARTIC-ADR 87924Y105 0 3SH DEFINED 2 1 0 2
87924Y105 107 3,742SH DEFINED 4 0 0 3,742
TELE SUDESTE CELULAR PARTICIPACOES ADR 879252104 0 1SH DEFINED 2 0 0 0
879252104 841 39,101SH DEFINED 4 0 0 39,101
TELECOM ARGENTINA S.A ADR 879273209 3,461 129,704SH DEFINED 2 16,100 0 113,604
879273209 5,714 214,100SH DEFINED 4 0 0 214,100
TELECOM CORP NEW ZEALAN LTD ADS 879278208 0 0SH DEFINED 2 0 0 0
879278208 6,659 208,100SH DEFINED 4 0 0 208,100
TELEBRAS SPONS ADR 879287100 0 0SH DEFINED 2 0 0 0
879287100 6 191,400SH DEFINED 4 0 0 191,400
TELEFONICA DE ARGENTINA ADR 879378206 0 0SH DEFINED 2 0 0 0
879378206 841 31,900SH DEFINED 4 0 0 31,900
CPT TELEFONICA DEL PERU ADR 879384105 0 0SH DEFINED 2 0 0 0
879384105 5,896 438,800SH DEFINED 4 0 0 438,800
TELEFONOS DE MEXICO S A SER L ADR 879403780 131,281 1,842,542SH DEFINED 2 446,565 0 1,395,977
879403780 101,009 1,417,668SH DEFINED 4 0 0 1,417,668
TELEPHONE & DATA SYS INC 879433100 14,432 162,500SH DEFINED 2 40,000 0 122,500
879433100 35,747 402,500SH DEFINED 4 0 0 402,500
TELELESTE CELULAR PARTICIPACOES SA ADR 87943B102 0 2SH DEFINED 2 1 0 1
87943B102 118 3,742SH DEFINED 4 0 0 3,742
TELEMIG CELULAR PARTICIPAC ADR 87944E105 0 1SH DEFINED 2 0 0 1
87944E105 282 9,552SH DEFINED 4 0 0 9,552
TELESPECTRUM WORLDWIDE INC 87951U109 0 0SH DEFINED 2 0 0 0
87951U109 0 0SH DEFINED 4 0 0 0
TELESP PARTICIPACOES SA ADR 87952K100 53,139 3,373,895SH DEFINED 2 838,463 0 2,535,432
87952K100 44,344 2,815,464SH DEFINED 4 0 0 2,815,464
TELESP CELULAR PARTICIPAC ADR 87952L108 71,699 2,744,477SH DEFINED 2 742,313 0 2,002,164
87952L108 63,265 2,421,636SH DEFINED 4 0 0 2,421,636
TELLABS INC 879664100 172,572 3,030,900SH DEFINED 2 1,621,600 0 1,409,300
879664100 304,872 5,354,495SH DEFINED 4 0 0 5,354,495
TELXON CORP 879700102 6,697 799,585SH DEFINED 2 141,810 0 657,775
879700102 1,856 221,596SH DEFINED 4 0 0 221,596
TEMPLE INLAND INC 879868107 1,131 18,700SH DEFINED 2 7,010 0 11,690
879868107 66,944 1,106,515SH DEFINED 4 0 0 1,106,515
TENET HEALTHCARE CORPORATION 88033G100 10,488 597,195SH DEFINED 2 504,391 0 92,804
88033G100 277,431 15,796,807SH DEFINED 4 0 0 15,796,807
TENNANT CO 880345103 8,497 250,841SH DEFINED 2 44,320 0 206,521
880345103 589 17,400SH DEFINED 4 0 0 17,400
TENNECO INC 88037E101 632 37,200SH DEFINED 2 0 0 37,200
88037E101 0 0SH DEFINED 4 0 0 0
TERADYNE INC 880770102 52,563 1,491,159SH DEFINED 2 366,875 0 1,124,284
880770102 313,691 8,899,040SH DEFINED 4 0 0 8,899,040
AP TEREX CORP RIGHTS 05/15/02 880779137 21,224,0001,516,000,0SH DEFINED 2 1,516,000,0 0 0
880779137 0 0SH DEFINED 4 0 0 0
TERRA INDUSTRIES INC 880915103 0 0SH DEFINED 2 0 0 0
880915103 0 0SH DEFINED 4 0 0 0
TEXACO INC 881694103 7,891 125,000SH DEFINED 2 0 0 125,000
881694103 11,846 187,664SH DEFINED 4 0 0 187,664
TEXAS INDS INC 882491103 6,242 168,700SH DEFINED 2 80,000 0 88,700
882491103 10,929 295,380SH DEFINED 4 0 0 295,380
TEXAS INSTRUMENTS INC 882508104 270,740 3,291,674SH DEFINED 2 1,404,100 0 1,887,574
882508104 772,412 9,391,031SH DEFINED 4 0 0 9,391,031
TEXAS UTILITIES CO (HOLDING) 882848104 13,852 371,245SH DEFINED 2 282,693 0 88,553
882848104 451,309 12,095,373SH DEFINED 4 0 0 12,095,373
TEXTRON INC 883203101 2,530 32,700SH DEFINED 2 0 0 32,700
883203101 0 0SH DEFINED 4 0 0 0
THERMO ELECTRON CORP 883556102 904 67,251SH DEFINED 2 12,646 0 54,606
883556102 142 10,582SH DEFINED 4 0 0 10,582
THERMO INSTRUMENT SYSTEMS 883559106 540 50,506SH DEFINED 2 20,878 0 29,628
883559106 28,475 2,664,284SH DEFINED 4 0 0 2,664,284
THERMO CARDIOSYSTEMS INC 88355K200 305 42,846SH DEFINED 2 18,144 0 24,702
88355K200 19,908 2,794,134SH DEFINED 4 0 0 2,794,134
THERMO TERRATECH INC 883598104 0 0SH DEFINED 2 0 0 0
883598104 1,187 263,836SH DEFINED 4 0 0 263,836
THERMOLASE CORP 883624108 0 0SH DEFINED 2 0 0 0
883624108 541 288,705SH DEFINED 4 0 0 288,705
THERMOQUEST CORPORATION 883655102 704 70,424SH DEFINED 2 35,091 0 35,333
883655102 1,827 182,727SH DEFINED 4 0 0 182,727
THOMAS & BETTS CORP 884315102 632 12,400SH DEFINED 2 0 0 12,400
884315102 0 0SH DEFINED 4 0 0 0
3COM CORP 885535104 2,245 78,100SH DEFINED 2 0 0 78,100
885535104 0 0SH DEFINED 4 0 0 0
TIDEWATER INC 886423102 9,642 378,100SH DEFINED 2 102,100 0 276,000
886423102 674 26,412SH DEFINED 4 0 0 26,412
TIFFANY & CO NEW 886547108 19,692 328,550SH DEFINED 2 94,900 0 233,650
886547108 43,485 725,500SH DEFINED 4 0 0 725,500
TIMBERLAND COMPANY CL A 887100105 78 2,000SH DEFINED 2 0 0 2,000
887100105 0 0SH DEFINED 4 0 0 0
TIME WARNER INC 887315109 294,216 4,843,057SH DEFINED 2 2,394,200 0 2,448,857
887315109 597,243 9,831,155SH DEFINED 4 0 0 9,831,155
TIMES MIRROR NEW SER A COM 887364107 14,444 219,470SH DEFINED 2 190,884 0 28,586
887364107 372,504 5,660,081SH DEFINED 4 0 0 5,660,081
TIMKEN COMPANY 887389104 218 13,500SH DEFINED 2 0 0 13,500
887389104 1,743 108,100SH DEFINED 4 0 0 108,100
TITANIUM METALS CORPORATION 888339108 393 43,958SH DEFINED 2 17,882 0 26,076
888339108 919 102,795SH DEFINED 4 0 0 102,795
TIVO INC 888706108 611 20,400SH DEFINED 2 14,200 0 6,200
888706108 5,478 182,980SH DEFINED 4 0 0 182,980
TOO INC 890333107 0 8SH DEFINED 2 0 0 8
890333107 0 1SH DEFINED 4 0 0 1
TOOTSIE ROLL INDUSTRIES INC 890516107 120 3,650SH DEFINED 2 3,650 0 0
890516107 7,535 229,200SH DEFINED 4 0 0 229,200
TORCHMARK CORP 891027104 2,153 83,200SH DEFINED 2 53,700 0 29,500
891027104 39,097 1,511,000SH DEFINED 4 0 0 1,511,000
TORO COMPANY 891092108 0 0SH DEFINED 2 0 0 0
891092108 0 0SH DEFINED 4 0 0 0
TOSCO CORP 891490302 11,004 435,815SH DEFINED 2 355,779 0 80,036
891490302 205,160 8,125,133SH DEFINED 4 0 0 8,125,133
TOTAL RENAL CARE HOLDINGS 89151A107 793 106,675SH DEFINED 2 0 0 106,675
89151A107 3,779 508,077SH DEFINED 4 0 0 508,077
TOTAL FINA SA-SPON ADR 89151E109 0 0SH DEFINED 2 0 0 0
89151E109 8,463 133,400SH DEFINED 4 0 0 133,400
TOWER AUTOMOTIVE INC 891707101 5,600 282,637SH DEFINED 2 137,644 0 144,993
891707101 4,461 225,181SH DEFINED 4 0 0 225,181
TOYS R US 892335100 810 54,000SH DEFINED 2 0 0 54,000
892335100 0 0SH DEFINED 4 0 0 0
TRANS WORLD ENTERTAINMENT 89336Q100 56 4,400SH DEFINED 2 0 0 4,400
89336Q100 0 0SH DEFINED 4 0 0 0
TRANSACTION NETWORK SERVICES 893414102 212 5,400SH DEFINED 2 0 0 5,400
893414102 0 0SH DEFINED 4 0 0 0
TRANSKARYOTIC THERAPIES INC 893735100 6,062 118,000SH DEFINED 2 42,200 0 75,800
893735100 136,045 2,648,072SH DEFINED 4 0 0 2,648,072
TRANSPORTADORA DE GAS DEL SUR ADR 893870204 0 0SH DEFINED 2 0 0 0
893870204 3,121 381,200SH DEFINED 4 0 0 381,200
TRAVELERS PROP CASUALTY-CL A 893939108 2,895 98,135SH DEFINED 2 92,125 0 6,010
893939108 26,876 911,050SH DEFINED 4 0 0 911,050
TRANSWITCH CORP 894065101 4,922 86,350SH DEFINED 2 66,950 0 19,400
894065101 2,856 50,100SH DEFINED 4 0 0 50,100
TRICON GLOBAL RESTAURANTS INC 895953107 2,112 51,580SH DEFINED 2 18,000 0 33,580
895953107 0 0SH DEFINED 4 0 0 0
TRIBUNE CO 896047107 4,056 81,527SH DEFINED 2 12,831 0 68,696
896047107 175,507 3,527,784SH DEFINED 4 0 0 3,527,784
TRIKON TECHNOLOGIES INC 896187101 0 0SH DEFINED 2 0 0 0
896187101 0 1SH DEFINED 4 0 0 1
TRIGON HEALTHCARE INC 89618L100 4,167 144,300SH DEFINED 2 70,800 0 73,500
89618L100 11,444 396,328SH DEFINED 4 0 0 396,328
TRIMERIS INC 896263100 1,151 69,000SH DEFINED 2 53,100 0 15,900
896263100 18,336 1,098,800SH DEFINED 4 0 0 1,098,800
TRIQUINT SEMICONDUCTOR INC 89674K103 8,976 156,950SH DEFINED 2 126,600 0 30,350
89674K103 17,099 299,000SH DEFINED 4 0 0 299,000
TRIUMPH GROUP INC 896818101 4,452 167,600SH DEFINED 2 80,400 0 87,200
896818101 489 18,405SH DEFINED 4 0 0 18,405
TRUE NORTH COMMUNICATIONS 897844106 14,089 387,322SH DEFINED 2 73,650 0 313,672
897844106 14,010 385,144SH DEFINED 4 0 0 385,144
TRUST CO NJ JERSEY CITY NEW 898304100 53 2,300SH DEFINED 2 0 0 2,300
898304100 0 0SH DEFINED 4 0 0 0
TUBOSCOPE INC 898600101 3,939 316,700SH DEFINED 2 138,400 0 178,300
898600101 245 19,700SH DEFINED 4 0 0 19,700
TUESDAY MORNING CORP 899035505 3,510 139,000SH DEFINED 2 109,400 0 29,600
899035505 26,914 1,065,893SH DEFINED 4 0 0 1,065,893
TUPPERWARE CORPORATION 899896104 257 12,700SH DEFINED 2 0 0 12,700
899896104 0 0SH DEFINED 4 0 0 0
TV AZTECA SP ADR 901145102 1,487 297,437SH DEFINED 2 32,700 0 264,737
901145102 2,718 543,553SH DEFINED 4 0 0 543,553
TWEETER HOME ENTERTAINMENT GRP 901167106 8,094 216,573SH DEFINED 2 178,217 0 38,356
901167106 4,866 130,187SH DEFINED 4 0 0 130,187
24/7 MEDIA INC 901314104 0 0SH DEFINED 2 0 0 0
901314104 5,618 148,320SH DEFINED 4 0 0 148,320
TYCO INTERNATIONAL LTD NEW 902124106 862,084 8,349,480SH DEFINED 2 3,553,833 0 4,795,647
902124106 2,329,672 22,563,409SH DEFINED 4 0 0 22,563,409
UAL CORP 902549500 1,360 20,830SH DEFINED 2 21,900 0 -1,070
902549500 176,804 2,707,040SH DEFINED 4 0 0 2,707,040
UICI 902737105 261 10,200SH DEFINED 2 0 0 10,200
902737105 0 0SH DEFINED 4 0 0 0
USX-MARATHON GROUP 902905827 2,981 101,900SH DEFINED 2 0 0 101,900
902905827 4,993 170,700SH DEFINED 4 0 0 170,700
UST INC 902911106 1,150 38,100SH DEFINED 2 0 0 38,100
902911106 0 0SH DEFINED 4 0 0 0
U. S. ENERGY SYSTEMS INC 902951102 24 11,495SH DEFINED 2 11,495 0 0
902951102 0 0SH DEFINED 4 0 0 0
U. S. ENERGY SYSTEMS INC WTS 902951110 3 11,500SH DEFINED 2 11,500 0 0
902951110 0 0SH DEFINED 4 0 0 0
U.S. BANCORP 902973106 20,608 682,672SH DEFINED 2 499,270 0 183,402
902973106 538,879 17,851,070SH DEFINED 4 0 0 17,851,070
USA NETWORKS INC 902984103 5,758 148,600SH DEFINED 2 47,250 0 101,350
902984103 245,505 6,335,610SH DEFINED 4 0 0 6,335,610
U.S. FOODSERVICE 90331R101 33,542 1,863,430SH DEFINED 2 519,210 0 1,344,220
90331R101 88,519 4,917,700SH DEFINED 4 0 0 4,917,700
US LEC CORP CL A 90331S109 62 2,500SH DEFINED 2 0 0 2,500
90331S109 0 0SH DEFINED 4 0 0 0
US INTERACTIVE INC 90334M109 10 458SH DEFINED 2 218 0 240
90334M109 22 1,002SH DEFINED 4 0 0 1,002
USN COMMUNICATIONS WARR 8/15/04 90336N113 0 13,500SH DEFINED 2 4,000 0 9,500
90336N113 2 200,040SH DEFINED 4 0 0 200,040
USX-US STEEL GROUP 90337T101 497 19,300SH DEFINED 2 0 0 19,300
90337T101 2,933 113,907SH DEFINED 4 0 0 113,907
US ONCOLOGY INC 90338W103 5,495 606,312SH DEFINED 2 293,828 0 312,484
90338W103 418 46,080SH DEFINED 4 0 0 46,080
ULTIMATE ELECTRONICS INC 903849107 0 0SH DEFINED 2 0 0 0
903849107 78 5,000SH DEFINED 4 0 0 5,000
ULTRAMAR DIAMOND SHAMROCK CP 904000106 147 5,750SH DEFINED 2 5,750 0 0
904000106 1,224 48,000SH DEFINED 4 0 0 48,000
UNICAPITAL CORP 90459D108 63 19,900SH DEFINED 2 0 0 19,900
90459D108 0 0SH DEFINED 4 0 0 0
UNILEVER N V 904784709 8,505 124,849SH DEFINED 2 0 0 124,849
904784709 0 0SH DEFINED 4 0 0 0
UNICOM CORPORATION 904911104 1,936 52,400SH DEFINED 2 0 0 52,400
904911104 29,698 804,000SH DEFINED 4 0 0 804,000
UNION CARBIDE CORPORATION 905581104 2,836 49,925SH DEFINED 2 21,005 0 28,920
905581104 87,049 1,532,220SH DEFINED 4 0 0 1,532,220
UNION PACIFIC CORP 907818108 5,352 111,361SH DEFINED 2 21,212 0 90,149
907818108 30,939 643,731SH DEFINED 4 0 0 643,731
UNION PACIFIC RESOURCES GROUP 907834105 2,061 128,324SH DEFINED 2 72,800 0 55,524
907834105 37,718 2,348,200SH DEFINED 4 0 0 2,348,200
UNION PLANTERS CORP 908068109 2,613 64,116SH DEFINED 2 14,050 0 50,066
908068109 4,088 100,331SH DEFINED 4 0 0 100,331
UNIONBANCAL CORPORATION 908906100 131 3,600SH DEFINED 2 3,600 0 0
908906100 8,428 232,500SH DEFINED 4 0 0 232,500
UNISOURCE ENERGY CORP HLD CO 909205106 50 4,200SH DEFINED 2 0 0 4,200
909205106 1,857 157,200SH DEFINED 4 0 0 157,200
UNISYS CORPORATION 909214108 160,012 3,545,976SH DEFINED 2 1,770,201 0 1,775,775
909214108 168,177 3,726,921SH DEFINED 4 0 0 3,726,921
UNITED DOMINION INDS LTD 909914103 0 0SH DEFINED 2 0 0 0
909914103 0 0SH DEFINED 4 0 0 0
UNITED HEALTHCARE CORP 910581107 1,989 40,850SH DEFINED 2 3,050 0 37,800
910581107 239,611 4,921,400SH DEFINED 4 0 0 4,921,400
UNITED ILLUMINATING CO 910637107 0 0SH DEFINED 2 0 0 0
910637107 14,019 289,800SH DEFINED 4 0 0 289,800
UNITED MICROELECTRONICS CORP SEDOL 6916628 9108739B6 1,798 769,000SH DEFINED 2 720,000 0 49,000
9108739B6 341 146,000SH DEFINED 4 0 0 146,000
UNITED NATURAL FOODS INC 911163103 4,449 506,600SH DEFINED 2 255,400 0 251,200
911163103 373 42,468SH DEFINED 4 0 0 42,468
US AIRWAYS GROUP INC 911905107 410 15,600SH DEFINED 2 0 0 15,600
911905107 0 0SH DEFINED 4 0 0 0
US WEST INC 91273H101 6,653 116,596SH DEFINED 2 7,784 0 108,812
91273H101 184,678 3,236,413SH DEFINED 4 0 0 3,236,413
UNITED STATIONERS INC 913004107 4,356 204,400SH DEFINED 2 100,200 0 104,200
913004107 364 17,100SH DEFINED 4 0 0 17,100
UNITED TECHNOLOGIES CORP 913017109 311,427 5,250,620SH DEFINED 2 3,004,575 0 2,246,045
913017109 738,071 12,443,760SH DEFINED 4 0 0 12,443,760
UNITED WISCONSIN SERVICES 913238101 6,584 1,053,505SH DEFINED 2 188,800 0 864,705
913238101 698 111,748SH DEFINED 4 0 0 111,748
UNITIL CORP 913259107 0 0SH DEFINED 2 0 0 0
913259107 0 0SH DEFINED 4 0 0 0
UNIVERSAL CORP 913456109 89 3,400SH DEFINED 2 0 0 3,400
913456109 0 0SH DEFINED 4 0 0 0
UNIVERSAL FOODS CORP 913538104 8,548 372,648SH DEFINED 2 66,360 0 306,288
913538104 531 23,138SH DEFINED 4 0 0 23,138
UNIVERSAL HEALTH SERVICES CL B 913903100 4,394 169,800SH DEFINED 2 82,400 0 87,400
913903100 399 15,415SH DEFINED 4 0 0 15,415
UNIVISION COMMUNICATIONS INC 914906102 37,515 461,010SH DEFINED 2 139,200 0 321,810
914906102 469,569 5,770,434SH DEFINED 4 0 0 5,770,434
UNOCAL CORP 915289102 35,307 952,635SH DEFINED 2 228,064 0 724,572
915289102 138,509 3,737,182SH DEFINED 4 0 0 3,737,182
UNUMPROVIDENT CORP 91529Y106 2,758 93,704SH DEFINED 2 41,300 0 52,404
91529Y106 79,378 2,696,500SH DEFINED 4 0 0 2,696,500
USFREIGHTWAYS CORPORATION 916906100 15,807 333,655SH DEFINED 2 98,380 0 235,275
916906100 3,241 68,405SH DEFINED 4 0 0 68,405
USWEB CORP 917327108 14,730 429,300SH DEFINED 2 120,300 0 309,000
917327108 274,683 8,005,320SH DEFINED 4 0 0 8,005,320
UTILICORP UTD INC 918005109 0 0SH DEFINED 2 0 0 0
918005109 7,686 364,900SH DEFINED 4 0 0 364,900
V F CORP 918204108 806 26,000SH DEFINED 2 0 0 26,000
918204108 0 0SH DEFINED 4 0 0 0
VSE CORP 918284100 0 0SH DEFINED 2 0 0 0
918284100 0 0SH DEFINED 4 0 0 0
VALASSIS COMMUNICATIONS INC 918866104 21,868 497,700SH DEFINED 2 109,700 0 388,000
918866104 68,055 1,548,900SH DEFINED 4 0 0 1,548,900
VALMONT INDUSTRIES 920253101 0 0SH DEFINED 2 0 0 0
920253101 0 0SH DEFINED 4 0 0 0
VANSTAR CORP 92208M108 668 69,390SH DEFINED 2 35,999 0 33,391
92208M108 3,285 341,298SH DEFINED 4 0 0 341,298
VANTIVE CORP 922091103 113 13,022SH DEFINED 2 5,462 0 7,560
922091103 950 109,328SH DEFINED 4 0 0 109,328
VARIAN MEDICAL SYSTEMS INC 92220P105 1,216 55,600SH DEFINED 2 5,100 0 50,500
92220P105 230 10,500SH DEFINED 4 0 0 10,500
VEECO INSTRUMENTS INC 922417100 3,284 117,300SH DEFINED 2 98,700 0 18,600
922417100 1,784 63,700SH DEFINED 4 0 0 63,700
VENCOR INC 922602107 0 0SH DEFINED 2 0 0 0
922602107 50 2,853SH DEFINED 4 0 0 2,853
VENTANA MEDICAL SYSTEMS 92276H106 2,213 130,200SH DEFINED 2 106,400 0 23,800
92276H106 15,994 940,800SH DEFINED 4 0 0 940,800
VERIO INC 923433106 9,465 305,331SH DEFINED 2 73,218 0 232,113
923433106 234,368 7,560,259SH DEFINED 4 0 0 7,560,259
VERITAS SOFTWARE CO 923436109 127,097 1,673,701SH DEFINED 2 531,159 0 1,142,542
923436109 552,588 7,276,881SH DEFINED 4 0 0 7,276,881
VERITY INC 92343C106 15,799 229,600SH DEFINED 2 153,300 0 76,300
92343C106 74,709 1,085,690SH DEFINED 4 0 0 1,085,690
VERISIGN INC 92343E102 67,039 629,476SH DEFINED 2 130,060 0 499,416
92343E102 493,459 4,633,420SH DEFINED 4 0 0 4,633,420
VERTICALNET INC 92532L107 0 0SH DEFINED 2 0 0 0
92532L107 44,237 1,195,608SH DEFINED 4 0 0 1,195,608
VIACOM INC CL A 925524100 0 0SH DEFINED 2 0 0 0
925524100 0 0SH DEFINED 4 0 0 0
VIACOM INC CLASS B 925524308 345,780 8,184,138SH DEFINED 2 3,972,500 0 4,211,638
925524308 992,913 23,500,903SH DEFINED 4 0 0 23,500,903
VIATEL INC 925529208 1,284 43,447SH DEFINED 2 22,179 0 21,268
925529208 9,926 335,758SH DEFINED 4 0 0 335,758
VIANT CORP 92553N107 3,299 68,200SH DEFINED 2 21,800 0 46,400
92553N107 23,262 480,867SH DEFINED 4 0 0 480,867
VICOR CORP 925815102 118 5,200SH DEFINED 2 0 0 5,200
925815102 0 0SH DEFINED 4 0 0 0
VIGNETTE CORPORATION 926734104 7,093 78,372SH DEFINED 2 11,632 0 66,740
926734104 149,442 1,651,295SH DEFINED 4 0 0 1,651,295
VINA CONCHA Y TORO SA-SP ADR 927191106 0 0SH DEFINED 2 0 0 0
927191106 23 600SH DEFINED 4 0 0 600
VINTAGE PETROLEUM INC 927460105 6,471 479,302SH DEFINED 2 82,800 0 396,502
927460105 0 0SH DEFINED 4 0 0 0
VISHAY INTERTECHNOLOGY INC 928298108 8,643 363,900SH DEFINED 2 171,225 0 192,675
928298108 6,675 281,046SH DEFINED 4 0 0 281,046
VISKASE COMPANIES INC 92831R102 0 0SH DEFINED 2 0 0 0
92831R102 0 0SH DEFINED 4 0 0 0
VISTANA INC 92839P108 4,509 300,600SH DEFINED 2 247,200 0 53,400
92839P108 2,754 183,600SH DEFINED 4 0 0 183,600
VISX INC 92844S105 57,366 725,295SH DEFINED 2 236,750 0 488,545
92844S105 293,203 3,707,035SH DEFINED 4 0 0 3,707,035
VITAL SIGNS INC 928469105 9,229 452,966SH DEFINED 2 81,350 0 371,616
928469105 478 23,440SH DEFINED 4 0 0 23,440
VITESSE SEMICONDUCTOR CORP 928497106 33,187 388,726SH DEFINED 2 116,860 0 271,866
928497106 159,109 1,863,650SH DEFINED 4 0 0 1,863,650
VITRIA TECHNOLOGY INC 92849Q104 680 18,500SH DEFINED 2 13,400 0 5,100
92849Q104 3,505 95,382SH DEFINED 4 0 0 95,382
VODAFONE AIRTOUCH PLC-SP ADR 92857T107 203,332 855,235SH DEFINED 2 441,373 0 413,862
92857T107 768,552 3,232,606SH DEFINED 4 0 0 3,232,606
AP VORNADO REALTY TRUST REIT 929042109 688 21,184SH DEFINED 2 9,531 0 11,652
929042109 2,439 75,050SH DEFINED 4 0 0 75,050
VULCAN MATERIALS CO 929160109 798 21,800SH DEFINED 2 0 0 21,800
929160109 0 0SH DEFINED 4 0 0 0
WD 40 COMPANY 929236107 5,438 232,352SH DEFINED 2 41,310 0 191,042
929236107 466 19,902SH DEFINED 4 0 0 19,902
WICOR INC 929253102 0 0SH DEFINED 2 0 0 0
929253102 14,386 495,000SH DEFINED 4 0 0 495,000
WMS INDUSTRIES INC 929297109 52 4,500SH DEFINED 2 0 0 4,500
929297109 0 0SH DEFINED 4 0 0 0
WSFS FINANCIAL CORP 929328102 52 3,700SH DEFINED 2 0 0 3,700
929328102 0 0SH DEFINED 4 0 0 0
WABASH NATL CORP 929566107 8,049 396,260SH DEFINED 2 70,460 0 325,800
929566107 446 21,969SH DEFINED 4 0 0 21,969
WACHOVIA CORP 929771103 3,467 44,100SH DEFINED 2 0 0 44,100
929771103 0 0SH DEFINED 4 0 0 0
WADDELL & REED FINANCIAL INC 930059100 1,147 51,700SH DEFINED 2 27,500 0 24,200
930059100 184 8,300SH DEFINED 4 0 0 8,300
WADDELL & REED FINANCIAL-CL B 930059209 0 0SH DEFINED 2 0 0 0
930059209 0 0SH DEFINED 4 0 0 0
WAL MART STORES INC 931142103 519,929 10,931,492SH DEFINED 2 5,276,490 0 5,655,002
931142103 1,017,812 21,399,462SH DEFINED 4 0 0 21,399,462
WALGREEN COMPANY 931422109 47,149 1,858,100SH DEFINED 2 963,500 0 894,600
931422109 180,804 7,125,300SH DEFINED 4 0 0 7,125,300
WALLACE COMPUTER SVCS INC 932270101 16,461 812,910SH DEFINED 2 217,920 0 594,990
932270101 941 46,459SH DEFINED 4 0 0 46,459
WALTER INDS INC 93317Q105 93 6,900SH DEFINED 2 0 0 6,900
93317Q105 0 0SH DEFINED 4 0 0 0
WARNACO GROUP INC 934390105 0 0SH DEFINED 2 0 0 0
934390105 879 48,160SH DEFINED 4 0 0 48,160
WARNER LAMBERT CO 934488107 328,087 4,942,927SH DEFINED 2 2,403,470 0 2,539,457
934488107 905,317 13,639,420SH DEFINED 4 0 0 13,639,420
WASHINGTON GAS LIGHT CO 938837101 0 0SH DEFINED 2 0 0 0
938837101 9,678 356,800SH DEFINED 4 0 0 356,800
WASHINGTON MUTUAL INC 939322103 16,270 556,235SH DEFINED 2 408,884 0 147,351
939322103 636,333 21,754,984SH DEFINED 4 0 0 21,754,984
WASTE CONNECTIONS INC 941053100 70 3,400SH DEFINED 2 0 0 3,400
941053100 0 0SH DEFINED 4 0 0 0
WASTE MANAGEMENT INC 94106K101 0 0SH DEFINED 2 0 0 0
94106K101 4,349 104,312SH DEFINED 4 0 0 104,312
94106L109 13,707 712,070SH DEFINED 2 547,485 0 164,585
94106L109 333,808 17,340,700SH DEFINED 4 0 0 17,340,700
WATERS CORP 941848103 47,509 784,459SH DEFINED 2 215,892 0 568,567
941848103 435,966 7,198,606SH DEFINED 4 0 0 7,198,606
WATKINS JOHNSON COMPANY 942486101 6,348 189,130SH DEFINED 2 27,680 0 161,450
942486101 0 0SH DEFINED 4 0 0 0
WATSON PHARMACEUTICAL INC 942683103 1,238 40,500SH DEFINED 2 19,600 0 20,900
942683103 1,620 53,000SH DEFINED 4 0 0 53,000
WAUSAU-MOSINEE PAPER CORP 943315101 5,631 464,430SH DEFINED 2 79,360 0 385,070
943315101 417 34,408SH DEFINED 4 0 0 34,408
WEATHERFORD INTERNATIONAL 947074100 456 14,252SH DEFINED 2 8,712 0 5,540
947074100 4,127 128,956SH DEFINED 4 0 0 128,956
WEBSTER FINANCIAL CORP 947890109 6,476 253,968SH DEFINED 2 122,079 0 131,889
947890109 390 15,291SH DEFINED 4 0 0 15,291
WEBTRENDS CORP 94844D104 0 0SH DEFINED 2 0 0 0
94844D104 16 350SH DEFINED 4 0 0 350
WELLPOINT HEALTH NETWORKS 94973H108 1,121 19,666SH DEFINED 2 2,515 0 17,151
94973H108 29,869 524,025SH DEFINED 4 0 0 524,025
WELLS FARGO & CO 949746101 151,182 3,815,313SH DEFINED 2 1,980,330 0 1,834,983
949746101 742,507 18,738,336SH DEFINED 4 0 0 18,738,336
WENDYS INTERNATIONAL INC 950590109 1,696 64,316SH DEFINED 2 26,292 0 38,024
950590109 6,000 227,483SH DEFINED 4 0 0 227,483
WERNER ENTERPRISES INC 950755108 3,694 209,595SH DEFINED 2 21,249 0 188,346
950755108 0 0SH DEFINED 4 0 0 0
WESLEY JESSEN VISIONCARE 951018100 10,872 348,600SH DEFINED 2 225,900 0 122,700
951018100 35,366 1,133,978SH DEFINED 4 0 0 1,133,978
WEST PHARMACEUTICAL SERVICES 955306105 9,781 257,815SH DEFINED 2 46,020 0 211,795
955306105 449 11,823SH DEFINED 4 0 0 11,823
WESTCOAST ENERGY INC 95751D102 0 0SH DEFINED 2 0 0 0
95751D102 6,761 360,600SH DEFINED 4 0 0 360,600
WESTERN DIGITAL CORP 958102105 469 125,006SH DEFINED 2 55,110 0 69,896
958102105 592 157,938SH DEFINED 4 0 0 157,938
WESTERN WIRELESS CORP CL A 95988E204 457 10,200SH DEFINED 2 0 0 10,200
95988E204 0 0SH DEFINED 4 0 0 0
WESTINGHOUSE AIR BRAKE CO 960386100 5,460 300,200SH DEFINED 2 148,700 0 151,500
960386100 387 21,255SH DEFINED 4 0 0 21,255
WESTPOINT STEVENS INC 961238102 41,056 1,737,801SH DEFINED 2 468,600 0 1,269,201
961238102 97,515 4,127,600SH DEFINED 4 0 0 4,127,600
WESTVACO CORP 961548104 6,441 251,350SH DEFINED 2 1,000 0 250,350
961548104 32,127 1,253,750SH DEFINED 4 0 0 1,253,750
WESTWOOD ONE INC 961815107 13,262 293,900SH DEFINED 2 105,250 0 188,650
961815107 191,089 4,234,649SH DEFINED 4 0 0 4,234,649
WEYERHAEUSER COMPANY 962166104 106,376 1,846,000SH DEFINED 2 986,910 0 859,090
962166104 742,373 12,882,825SH DEFINED 4 0 0 12,882,825
WHIRLPOOL CORPORATION 963320106 14,507 222,110SH DEFINED 2 181,865 0 40,245
963320106 78,363 1,199,815SH DEFINED 4 0 0 1,199,815
WHITEHALL JEWELLERS INC 965063100 158 5,500SH DEFINED 2 0 0 5,500
965063100 0 0SH DEFINED 4 0 0 0
WHITTMAN-HART INC 966834103 11,105 286,350SH DEFINED 2 89,200 0 197,150
966834103 276,886 7,139,700SH DEFINED 4 0 0 7,139,700
WHOLE FOODS MARKET INCC 966837106 3,036 92,780SH DEFINED 2 28,364 0 64,416
966837106 41,775 1,276,796SH DEFINED 4 0 0 1,276,796
WILLAMETTE INDUSTRIES INC 969133107 11,445 265,400SH DEFINED 2 2,500 0 262,900
969133107 140,471 3,257,310SH DEFINED 4 0 0 3,257,310
WILLIAMS COMPANIES 969457100 27,859 744,142SH DEFINED 2 389,655 0 354,487
969457100 849,487 22,690,817SH DEFINED 4 0 0 22,690,817
WILLIAMS-SONOMA INC 969904101 5,304 109,230SH DEFINED 2 35,250 0 73,980
969904101 241,695 4,976,984SH DEFINED 4 0 0 4,976,984
WIND RIVER SYSTEMS 973149107 0 0SH DEFINED 2 0 0 0
973149107 470 24,744SH DEFINED 4 0 0 24,744
WINDMERE CORP 973411101 6,824 565,727SH DEFINED 2 267,806 0 297,921
973411101 534 44,264SH DEFINED 4 0 0 44,264
WINK COMMUNICATIONS INC 974168106 1,472 33,700SH DEFINED 2 23,800 0 9,900
974168106 3,761 86,080SH DEFINED 4 0 0 86,080
WINN DIXIE STORES INC 974280109 962 32,400SH DEFINED 2 0 0 32,400
974280109 0 0SH DEFINED 4 0 0 0
WINSTAR COMMUNICATIONS INC 975515107 9,922 254,000SH DEFINED 2 124,600 0 129,400
975515107 182,440 4,670,457SH DEFINED 4 0 0 4,670,457
WIRELESS ONE INC WARRANTS 97652H117 0 4,050SH DEFINED 2 1,500 0 2,550
97652H117 0 36,450SH DEFINED 4 0 0 36,450
WISCONSIN ENERGY 976657106 2,751 117,390SH DEFINED 2 7,390 0 110,000
976657106 26,370 1,125,100SH DEFINED 4 0 0 1,125,100
WOLVERINE WORLD WIDE 978097103 8,346 733,700SH DEFINED 2 130,650 0 603,050
978097103 479 42,151SH DEFINED 4 0 0 42,151
WOODHEAD INDUSTRIES INC 979438108 4,809 474,928SH DEFINED 2 83,620 0 391,308
979438108 0 0SH DEFINED 4 0 0 0
WORLD ACCESS INC 98141A101 75 6,700SH DEFINED 2 0 0 6,700
98141A101 1,284 114,750SH DEFINED 4 0 0 114,750
WORLD COLOR PRESS INC 981443104 898 24,114SH DEFINED 2 10,731 0 13,383
981443104 4,343 116,590SH DEFINED 4 0 0 116,590
WORTHINGTON INDS INC 981811102 343 20,200SH DEFINED 2 0 0 20,200
981811102 0 0SH DEFINED 4 0 0 0
WRIGLEY WM JR COMPANY 982526105 1,748 25,400SH DEFINED 2 0 0 25,400
982526105 0 0SH DEFINED 4 0 0 0
WYNN S INTERNATIONAL INC 983195108 4,536 284,600SH DEFINED 2 146,600 0 138,000
983195108 430 27,007SH DEFINED 4 0 0 27,007
X-RITE INC 983857103 10,256 1,577,893SH DEFINED 2 280,270 0 1,297,623
983857103 578 88,951SH DEFINED 4 0 0 88,951
XILINX 983919101 103,336 1,576,900SH DEFINED 2 842,000 0 734,900
983919101 341,573 5,212,370SH DEFINED 4 0 0 5,212,370
XIRCOM INC 983922105 222 5,200SH DEFINED 2 0 0 5,200
983922105 0 0SH DEFINED 4 0 0 0
XEROX CORPORATION 984121103 21,989 524,320SH DEFINED 2 360,716 0 163,604
984121103 476,422 11,360,281SH DEFINED 4 0 0 11,360,281
XOMED SURGICAL PRODUCTS INC 98412V107 10,277 180,300SH DEFINED 2 146,600 0 33,700
98412V107 6,487 113,800SH DEFINED 4 0 0 113,800
YAHOO INC 984332106 128,316 714,850SH DEFINED 2 307,200 0 407,650
984332106 280,448 1,562,385SH DEFINED 4 0 0 1,562,385
YANKEE CANDLE CO 984757104 0 0SH DEFINED 2 0 0 0
984757104 17,179 889,517SH DEFINED 4 0 0 889,517
YANKEE ENERGY SYSTEM INC 984779108 0 0SH DEFINED 2 0 0 0
984779108 6,845 160,350SH DEFINED 4 0 0 160,350
YOUNG & RUBICAM INC 987425105 40,251 914,795SH DEFINED 2 244,250 0 670,545
987425105 117,491 2,670,250SH DEFINED 4 0 0 2,670,250
ZANY BRAINY INC 98906Q101 1,857 209,200SH DEFINED 2 172,300 0 36,900
98906Q101 1,120 126,200SH DEFINED 4 0 0 126,200
ZIFF-DAVIS INC - ZDNET 989511209 6,530 306,379SH DEFINED 2 149,270 0 157,109
989511209 44,812 2,102,630SH DEFINED 4 0 0 2,102,630
ZIONS BANCORP 989701107 56,817 1,030,698SH DEFINED 2 398,100 0 632,598
989701107 257,644 4,673,813SH DEFINED 4 0 0 4,673,813
ZORAN CORP 98975F101 13,554 499,700SH DEFINED 2 345,900 0 153,800
98975F101 7,045 259,720SH DEFINED 4 0 0 259,720
ZOMAX INC 989929104 96 3,700SH DEFINED 2 0 0 3,700
989929104 0 0SH DEFINED 4 0 0 0
LERNOUT & HAUSPIE SPEECH PRODS NV B5628B104 4,167 119,475SH DEFINED 2 18,776 0 100,699
B5628B104 98,800 2,832,967SH DEFINED 4 0 0 2,832,967
ACE LIMITED G0070K103 4,007 236,575SH DEFINED 2 201,770 0 34,805
G0070K103 34,971 2,064,735SH DEFINED 4 0 0 2,064,735
AMDOCS LTD G02602103 4,368 208,020SH DEFINED 2 19,400 0 188,620
G02602103 95,271 4,536,700SH DEFINED 4 0 0 4,536,700
CHINA.COM CORP-CL A G2108N109 0 0SH DEFINED 2 0 0 0
G2108N109 28 428SH DEFINED 4 0 0 428
CORECOMM LIMITED G2422R109 20 600SH DEFINED 2 0 0 600
G2422R109 32,244 978,950SH DEFINED 4 0 0 978,950
FRESH DEL MONTE PRODUCE INC G36738105 132 11,800SH DEFINED 2 11,800 0 0
G36738105 0 0SH DEFINED 4 0 0 0
FRUIT OF THE LOOM INC-CL A G3682L105 52 15,600SH DEFINED 2 0 0 15,600
G3682L105 0 0SH DEFINED 4 0 0 0
GEMSTAR INTL GROUP LTD G3788V106 0 0SH DEFINED 2 0 0 0
G3788V106 60,704 777,010SH DEFINED 4 0 0 777,010
GLOBAL CROSSING LTD G3921A100 18,138 684,440SH DEFINED 2 168,297 0 516,143
G3921A100 267,832 10,106,873SH DEFINED 4 0 0 10,106,873
GLOBALSTAR TELECOM WARR 2/15/04 G3930H146 70 975SH DEFINED 2 0 0 975
G3930H146 1,596 22,160SH DEFINED 4 0 0 22,160
HELEN OF TROY LTD G4388N106 2,483 258,000SH DEFINED 2 132,700 0 125,300
G4388N106 318 33,000SH DEFINED 4 0 0 33,000
LORAL SPACE & COMMUNICATIONS G56462107 0 0SH DEFINED 2 0 0 0
G56462107 2,781 125,000SH DEFINED 4 0 0 125,000
RSL COMMUNICATIONS LTD-CL A G7702U102 695 38,090SH DEFINED 2 4,450 0 33,640
G7702U102 21,287 1,166,400SH DEFINED 4 0 0 1,166,400
TOMMY HILFIGER CORP G8915Z102 197 7,000SH DEFINED 2 0 0 7,000
G8915Z102 0 0SH DEFINED 4 0 0 0
TRANSOCEAN OFFSHORE INC G90076103 0 0SH DEFINED 2 0 0 0
G90076103 1,994 65,100SH DEFINED 4 0 0 65,100
BACKWEB TECHNOLOGIES LTD M15633106 2,161 127,100SH DEFINED 2 70,200 0 56,900
M15633106 15,039 884,665SH DEFINED 4 0 0 884,665
CHECK POINT SOFTWARE TECH LTD M22465104 1,316 15,580SH DEFINED 2 1,900 0 13,680
M22465104 19,556 231,600SH DEFINED 4 0 0 231,600
ENGEL GENERAL DEVELOPERS LTD M40515104 0 0SH DEFINED 2 0 0 0
M40515104 280 160,000SH DEFINED 4 0 0 160,000
GILAT SATELLITE NETWORKS LTD M51474100 3,063 57,114SH DEFINED 2 6,300 0 50,814
M51474100 9,095 169,600SH DEFINED 4 0 0 169,600
OPTISYSTEMS SOLUTIONS LTD M75252102 0 0SH DEFINED 2 0 0 0
M75252102 633 125,000SH DEFINED 4 0 0 125,000
ORBOTECH LTD M75253100 786 12,700SH DEFINED 2 1,500 0 11,200
M75253100 340 5,500SH DEFINED 4 0 0 5,500
ORCKIT COMMUNICATIONS LTD M7531S107 0 0SH DEFINED 2 0 0 0
M7531S107 124 3,500SH DEFINED 4 0 0 3,500
RADWARE LTD M81873107 0 0SH DEFINED 2 0 0 0
M81873107 0 0SH DEFINED 4 0 0 0
ASM LITHOGRAPHY HOLDING NV N07059111 10,394 154,986SH DEFINED 2 8,200 0 146,786
N07059111 247,964 3,697,500SH DEFINED 4 0 0 3,697,500
SAPIENS INTERNATIONAL CORP N7716A102 3,126 281,000SH DEFINED 2 31,000 0 250,000
N7716A102 1,209 108,700SH DEFINED 4 0 0 108,700
ROYAL CARIBBEAN CRUISES LTD V7780T103 33,223 738,289SH DEFINED 2 201,320 0 536,968
V7780T103 86,589 1,924,198SH DEFINED 4 0 0 1,924,198
ASE TEST LIMITED Y02516105 7,453 307,323SH DEFINED 2 90,459 0 216,864
Y02516105 16,096 663,771SH DEFINED 4 0 0 663,771
FLEXTRONICS INTL LTD Y2573F102 11,887 204,290SH DEFINED 2 17,840 0 186,450
Y2573F102 271,311 4,662,710SH DEFINED 4 0 0 4,662,710
TOTAL MARKET VALUE: 221,089,851
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