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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, 2000 Check here if
Amendment [ X ]; Amendment Number: 6
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: Gregory L. Pickard
Title: Assistant Vice President and
Associate
Counsel
Phone: (617) 760-7122
Signature, Place and Date of Signing:
/s/ Gregory L. Pickard _______________
Boston,
MA_________________ _11/6/2000
[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:
3866
Form 13F Information Table Value Total:
$271,139,725
(thousands) List of
Other Included Managers:
Provide a numbered list of the name(s)
and Form 13F file number(s) of all
institutional investment managers 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: 09/29/2000
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.
COL 1 & 2 COL 3 COL 4 COL 5 COL 6 COL 7 COL 8
<S> <C> <C> <C> <C> <C> <C> <C>
CUSIP VALUE SHS OR SH/ INVT OTHR VOTING AUTHORITY SHARES
NAME OF ISSUER / CLASS NUMBER (X$000) PRN AMT PRN DISC MGRS SOLE SHRD NONE
A A R CORP 00036110 12,752.81 1,115,000SH DEFINE2 414,900 0 700,100
00036110 4,622.10 404,118SH DEFINE4 0 0 404,118
ABC-NACO INC 00075210 1,184.14 225,550SH DEFINE2 108,300 0 117,250
00075210 398.00 75,809SH DEFINE4 0 0 75,809
ADC TELECOMMUNICATIONS INC 00088610 156,903.57 5,834,880SH DEFINE2 2,451,300 0 3,383,580
00088610 716,381.90 26,640,582SH DEFINE4 0 0 26,640,582
ABM INDUSTRIES INC 00095710 7,288.78 268,093SH DEFINE2 86,000 0 182,093
00095710 2,640.94 97,138SH DEFINE4 0 0 97,138
ACT MANUFACTURING INC 00097310 36,481.90 691,600SH DEFINE2 452,000 0 239,600
00097310 31,567.71 598,440SH DEFINE4 0 0 598,440
AFLAC INC 00105510 59,415.73 927,465SH DEFINE2 4,500 0 922,965
00105510 392,799.22 6,131,500SH DEFINE4 0 0 6,131,500
AGL RESOURCES INC 00120410 6,191.29 308,600SH DEFINE2 99,200 0 209,400
00120410 13,778.93 686,800SH DEFINE4 0 0 686,800
AES CORP 00130H10 10,697.78 156,172SH DEFINE2 3,750 0 152,422
00130H10 18,191.14 265,564SH DEFINE4 0 0 265,564
AK STEEL HOLDING CORP 00154710 734.66 78,364SH DEFINE2 0 0 78,364
00154710 5,379.47 573,810SH DEFINE4 0 0 573,810
AMR CORP DEL 00176510 1,281.35 39,200SH DEFINE2 200 0 39,000
00176510 6,063.53 185,500SH DEFINE4 0 0 185,500
ANC RENTAL CORPORATION 00181310 0.00 0SH DEFINE2 0 0 0
00181310 6.68 1,162SH DEFINE4 0 0 1,162
APAC TELESERVICES INC 00185E10 0.00 0SH DEFINE2 0 0 0
00185E10 130.16 24,500SH DEFINE4 0 0 24,500
A T & T CORP 00195710 91,449.40 3,113,171SH DEFINE2 237,005 0 2,876,166
00195710 849,258.37 28,910,923SH DEFINE4 0 0 28,910,923
AT&T CORP - LIBERTY MEDIA-A 00195720 437,832.47 24,324,026SH DEFINE2 9,023,302 0 15,300,724
00195720 1,902,312.47 105,684,026SH DEFINE4 0 0 105,684,026
AT&T WIRELESS GROUP 00195740 536.49 25,700SH DEFINE2 191,900 0 -166,200
00195740 33,978.86 1,627,730SH DEFINE4 0 0 1,627,730
ATMI INC 00207R10 3,179.00 136,000SH DEFINE2 95,200 0 40,800
00207R10 504.90 21,600SH DEFINE4 0 0 21,600
ATS MEDICAL INC 00208310 0.00 0SH DEFINE2 0 0 0
00208310 7,785.63 516,888SH DEFINE4 0 0 516,888
AVX CORP 00244410 10.43 400SH DEFINE2 200 0 200
00244410 4,378.50 168,000SH DEFINE4 0 0 168,000
AXA FINANCIAL INC 00245110 0.00 0SH DEFINE2 0 0 0
00245110 290.34 5,700SH DEFINE4 0 0 5,700
AARON RENTS INC 00253520 3,319.18 257,800SH DEFINE2 117,600 0 140,200
00253520 769.93 59,800SH DEFINE4 0 0 59,800
ABBOTT LABORATORIES 00282410 44,494.72 935,500SH DEFINE2 373,930 0 561,570
00282410 945,513.49 19,879,390SH DEFINE4 0 0 19,879,390
ABERCROMBIE & FITCH CO CL A 00289620 0.00 0SH DEFINE2 0 0 0
00289620 5,487.14 287,850SH DEFINE4 0 0 287,850
ABGENIX INC 00339B10 18,946.49 234,450SH DEFINE2 20,200 0 214,250
00339B10 139,692.49 1,728,600SH DEFINE4 0 0 1,728,600
ABIOMED INC 00365410 0.00 0SH DEFINE2 0 0 0
00365410 0.00 0SH DEFINE4 0 0 0
ABOUT.COM INC 00373610 2,751.88 85,000SH DEFINE2 0 0 85,000
00373610 54,042.42 1,669,264SH DEFINE4 0 0 1,669,264
ACCREDO HEALTH INC 00437V10 18,814.43 384,950SH DEFINE2 270,100 0 114,850
00437V10 3,213.53 65,750SH DEFINE4 0 0 65,750
ACKERLEY GROUP INC 00452710 3,359.00 335,900SH DEFINE2 234,900 0 101,000
00452710 585.00 58,500SH DEFINE4 0 0 58,500
ACTUATE SOFTWARE CORP 00508B10 0.00 0SH DEFINE2 0 0 0
00508B10 333.72 9,660SH DEFINE4 0 0 9,660
ACXIOM CORP 00512510 0.00 0SH DEFINE2 0 0 0
00512510 57.15 1,800SH DEFINE4 0 0 1,800
ADAC LABS 00531320 0.00 0SH DEFINE2 0 0 0
00531320 445.39 21,400SH DEFINE4 0 0 21,400
ADAPTEC INC 00651F10 560.46 28,023SH DEFINE2 407 0 27,616
00651F10 2,164.65 108,232SH DEFINE4 0 0 108,232
ADELPHIA BUSINESS SOLUTIONS 00684710 240.06 20,322SH DEFINE2 20,322 0 0
00684710 0.00 0SH DEFINE4 0 0 0
ADELPHIA COMMUNICATIONS CL A00684810 10,837.39 393,193SH DEFINE2 197,446 0 195,747
00684810 65,545.29 2,378,061SH DEFINE4 0 0 2,378,061
ADMINISTAFF INC 00709410 0.00 0SH DEFINE2 0 0 0
00709410 355.79 4,700SH DEFINE4 0 0 4,700
ADOBE SYSTEMS INC 00724F10 52,550.57 338,490SH DEFINE2 170,400 0 168,090
00724F10 75,289.26 484,955SH DEFINE4 0 0 484,955
ADVANCED LIGHTING TECHS 00753C10 0.00 0SH DEFINE2 0 0 0
00753C10 123.75 10,000SH DEFINE4 0 0 10,000
ADVANCED FIBRE COMMUNICATION00754A10 5,317.65 140,400SH DEFINE2 8,100 0 132,300
00754A10 171,645.71 4,531,900SH DEFINE4 0 0 4,531,900
ADVANCED RADIO TELECOM CORP 00754U10 0.00 0SH DEFINE2 0 0 0
00754U10 0.01 1SH DEFINE4 0 0 1
ADVANCED SEMICONDUCTOR ADR 00756M50 916.90 138,400SH DEFINE2 138,400 0 0
00756M50 2,165.71 326,900SH DEFINE4 0 0 326,900
ADVO INC 00758510 8,632.80 261,600SH DEFINE2 126,300 0 135,300
00758510 3,276.90 99,300SH DEFINE4 0 0 99,300
AEROFLEX INCORPORATED 00776810 28,427.39 584,625SH DEFINE2 409,675 0 174,950
00776810 22,046.48 453,398SH DEFINE4 0 0 453,398
ADVANCED MICRO DEVICES INC 00790310 2,017.58 85,400SH DEFINE2 1,100 0 84,300
00790310 21,345.19 903,500SH DEFINE4 0 0 903,500
ADVANCED ENERGY INDUSTRIES 00797310 6,467.38 195,981SH DEFINE2 133,546 0 62,435
00797310 2,571.26 77,917SH DEFINE4 0 0 77,917
ADVENT SOFTWARE INC 00797410 0.00 0SH DEFINE2 0 0 0
00797410 265.53 3,800SH DEFINE4 0 0 3,800
AEROSONIC CORP 00801530 0.00 0SH DEFINE2 0 0 0
00801530 0.00 0SH DEFINE4 0 0 0
AETHER SYSTEMS INC 00808V10 2,191.30 20,771SH DEFINE2 1,007 0 19,764
00808V10 31,572.50 299,265SH DEFINE4 0 0 299,265
AETNA INC 00811710 2,162.77 37,249SH DEFINE2 300 0 36,949
00811710 18,777.41 323,400SH DEFINE4 0 0 323,400
AFFILIATED COMPUTER SVCS INC00819010 0.00 0SH DEFINE2 0 0 0
00819010 134.66 2,700SH DEFINE4 0 0 2,700
AFFILIATED MANAGERS GROUP 00825210 0.00 0SH DEFINE2 0 0 0
00825210 244.83 4,300SH DEFINE4 0 0 4,300
AFFYMETRIX INC 00826T10 17.87 358SH DEFINE2 47 0 312
00826T10 101.77 2,041SH DEFINE4 0 0 2,041
AGILENT TECHNOLOGIES 00846U10 8,207.55 167,715SH DEFINE2 7,393 0 160,322
00846U10 62,504.31 1,277,227SH DEFINE4 0 0 1,277,227
AGILE SOFTTWARE CORP 00846X10 52,407.12 582,706SH DEFINE2 209,000 0 373,706
00846X10 373,200.51 4,149,554SH DEFINE4 0 0 4,149,554
AIR PRODUCTS & CHEMICALS INC00915810 2,311.74 64,215SH DEFINE2 1,595 0 62,620
00915810 68,165.82 1,893,495SH DEFINE4 0 0 1,893,495
AIRGAS INC 00936310 7,014.15 1,029,600SH DEFINE2 490,900 0 538,700
00936310 2,300.58 337,700SH DEFINE4 0 0 337,700
AIRGATE PCS INC 00936710 16,837.10 375,200SH DEFINE2 260,800 0 114,400
00936710 2,948.29 65,700SH DEFINE4 0 0 65,700
AIRGATE PCS INC WARRANTS 10/00936711 140.00 1,000SH DEFINE2 1,000 0 0
00936711 0.00 0SH DEFINE4 0 0 0
AKAMAI TECHNOLOGIES 00971T10 50.03 953SH DEFINE2 130 0 823
00971T10 546.22 10,401SH DEFINE4 0 0 10,401
ALAMOSA PCS HOLDINGS INC 01159310 5,937.58 366,800SH DEFINE2 257,000 0 109,800
01159310 968.01 59,800SH DEFINE4 0 0 59,800
ALARIS MEDICAL INC 01163710 0.00 0SH DEFINE2 0 0 0
01163710 0.00 0SH DEFINE4 0 0 0
ALASKA AIR GROUP INC 01165910 0.00 0SH DEFINE2 0 0 0
01165910 0.00 0SH DEFINE4 0 0 0
ALBANY INTL CORP 01234810 4,424.90 368,742SH DEFINE2 176,266 0 192,476
01234810 1,510.80 125,900SH DEFINE4 0 0 125,900
ALBANY MOLECULAR RESEARCH 01242310 12,490.48 222,300SH DEFINE2 156,500 0 65,800
01242310 2,269.98 40,400SH DEFINE4 0 0 40,400
ALBERTA ENERGY CO LTD 01287310 37.46 900SH DEFINE2 0 0 900
01287310 3,563.10 85,600SH DEFINE4 0 0 85,600
ALBERTO-CULVER CO CL B 01306810 406.26 14,100SH DEFINE2 0 0 14,100
01306810 0.00 0SH DEFINE4 0 0 0
ALBERTSONS INC 01310410 4,862.21 231,534SH DEFINE2 41,635 0 189,899
01310410 125,383.34 5,970,635SH DEFINE4 0 0 5,970,635
ALCAN ALUMINIUM LTD 01371610 1,632.08 56,400SH DEFINE2 0 0 56,400
01371610 465.89 16,100SH DEFINE4 0 0 16,100
ALCOA INC 01381710 6,117.47 241,678SH DEFINE2 84,920 0 156,758
01381710 62,351.67 2,463,276SH DEFINE4 0 0 2,463,276
ALEXION PHARMACEUTICALS INC 01535110 294.04 2,579SH DEFINE2 954 0 1,626
01535110 94,633.36 830,117SH DEFINE4 0 0 830,117
ALKERMES INC 01642T10 492.97 12,763SH DEFINE2 2,909 0 9,854
01642T10 46,007.77 1,191,140SH DEFINE4 0 0 1,191,140
ALLADVANTAGE P/P (PRIVATE) 0165AV9A 431.41 247,934SH DEFINE2 0 0 247,934
0165AV9A 1,725.62 991,736SH DEFINE4 0 0 991,736
ALLAIRE CORP 01671410 0.00 0SH DEFINE2 0 0 0
01671410 97.75 11,500SH DEFINE4 0 0 11,500
ALLEGHENY TECHNOLOGIES INC 01741R10 387.08 21,356SH DEFINE2 0 0 21,356
01741R10 61.63 3,400SH DEFINE4 0 0 3,400
ALLEGIANCE TELECOM INC 01747T10 40,657.41 1,091,474SH DEFINE2 158,693 0 932,781
01747T10 360,986.03 9,690,900SH DEFINE4 0 0 9,690,900
ALLERGAN INC. 01849010 266,276.02 3,153,528SH DEFINE2 1,189,550 0 1,963,978
01849010 703,780.74 8,334,931SH DEFINE4 0 0 8,334,931
ALLIANCE CAPITAL MGMT 01855A10 45.11 900SH DEFINE2 500 0 400
01855A10 19,458.53 388,200SH DEFINE4 0 0 388,200
ALLIANCE PHARMACEUTICAL CORP01877310 0.00 0SH DEFINE2 0 0 0
01877310 179.95 11,800SH DEFINE4 0 0 11,800
ALLIANT TECHSYSTEMS INC 01880410 11,686.39 142,300SH DEFINE2 68,500 0 73,800
01880410 4,098.04 49,900SH DEFINE4 0 0 49,900
ALLIED WASTE INDUSTRIES INC 01958930 471.32 51,300SH DEFINE2 0 0 51,300
01958930 0.00 0SH DEFINE4 0 0 0
ALLMERICA FINANCIAL CORP 01975410 0.00 0SH DEFINE2 0 0 0
01975410 6,860.49 107,300SH DEFINE4 0 0 107,300
ALLOS THERAPEUTICS INC 01977710 0.00 0SH DEFINE2 0 0 0
01977710 2,335.41 257,700SH DEFINE4 0 0 257,700
ALLSCRIPTS INC 01988610 0.00 0SH DEFINE2 0 0 0
01988610 7,823.84 553,900SH DEFINE4 0 0 553,900
ALLSTATE CORPORATION 02000210 10,581.79 304,512SH DEFINE2 35,032 0 269,480
02000210 243,457.49 7,005,971SH DEFINE4 0 0 7,005,971
ALLTEL CORP 02003910 25,123.17 481,402SH DEFINE2 277,547 0 203,855
02003910 323,673.14 6,202,120SH DEFINE4 0 0 6,202,120
ALPHA INDUSTRIES INC 02075310 20,907.56 613,800SH DEFINE2 194,500 0 419,300
02075310 137,639.21 4,040,784SH DEFINE4 0 0 4,040,784
ALPHARMA INC CL A 02081310 344.17 5,631SH DEFINE2 769 0 4,861
02081310 85,919.45 1,405,635SH DEFINE4 0 0 1,405,635
ALTERA CORP 02144110 64,915.17 1,359,480SH DEFINE2 65,400 0 1,294,080
02144110 787,034.60 16,482,400SH DEFINE4 0 0 16,482,400
ALZA CORP 02261510 5,129.90 59,305SH DEFINE2 2,438 0 56,868
02261510 116,015.02 1,341,214SH DEFINE4 0 0 1,341,214
AMAZON.COM INC 02313510 227.60 5,921SH DEFINE2 884 0 5,037
02313510 5,664.70 147,374SH DEFINE4 0 0 147,374
AMBAC INC 02313910 0.00 0SH DEFINE2 0 0 0
02313910 87.90 1,200SH DEFINE4 0 0 1,200
AMERADA HESS CORP 02355110 1,552.95 23,200SH DEFINE2 200 0 23,000
02355110 9,859.89 147,300SH DEFINE4 0 0 147,300
AMEREN CORPORATION 02360810 1,779.69 42,500SH DEFINE2 0 0 42,500
02360810 10,179.81 243,100SH DEFINE4 0 0 243,100
AMERICA ONLINE INC 02364J10 306,574.02 5,703,703SH DEFINE2 1,979,448 0 3,724,255
02364J10 855,478.94 15,915,887SH DEFINE4 0 0 15,915,887
AMERICA ONLINE LATIN AMERICA02365B10 0.00 0SH DEFINE2 0 0 0
02365B10 15.75 2,000SH DEFINE4 0 0 2,000
AMCORE FINANCIAL INC 02391210 6,245.89 318,262SH DEFINE2 102,460 0 215,802
02391210 2,557.90 130,339SH DEFINE4 0 0 130,339
AMERICAN ELECTRIC POWER CO 02553710 3,257.55 83,260SH DEFINE2 0 0 83,260
02553710 57.12 1,460SH DEFINE4 0 0 1,460
AMERICAN EAGLE OUTFITTERS 02553E10 8,958.60 284,400SH DEFINE2 200,000 0 84,400
02553E10 7,084.35 224,900SH DEFINE4 0 0 224,900
AMERICAN EXPRESS COMPANY 02581610 450,421.88 7,414,352SH DEFINE2 2,594,300 0 4,820,052
02581610 865,400.09 14,245,269SH DEFINE4 0 0 14,245,269
AMERICAN GEN CORP 02635110 117,097.97 1,501,256SH DEFINE2 276,302 0 1,224,954
02635110 887,233.07 11,374,783SH DEFINE4 0 0 11,374,783
AMERICAN GREETINGS CORP CL A02637510 285.25 16,300SH DEFINE2 0 0 16,300
02637510 0.00 0SH DEFINE4 0 0 0
AMERICAN HEALTHCORP INC 02649V10 0.00 0SH DEFINE2 0 0 0
02649V10 0.00 0SH DEFINE4 0 0 0
AMERICAN HOME PRODUCTS CORP 02660910 435,845.40 7,705,554SH DEFINE2 3,126,460 0 4,579,094
02660910 1,539,556.87 27,218,685SH DEFINE4 0 0 27,218,685
AMERICAN HOMEPATIENT INC 02664910 258.31 1,123,100SH DEFINE2 441,100 0 682,000
02664910 0.00 0SH DEFINE4 0 0 0
AMERICAN INTERNATIONAL GROUP02687410 778,065.42 8,131,317SH DEFINE2 3,100,542 0 5,030,776
02687410 1,827,634.79 19,100,037SH DEFINE4 0 0 19,100,037
AMERICAN ITALIAN PASTA CO-A 02707010 4,645.29 242,100SH DEFINE2 116,900 0 125,200
02707010 1,916.83 99,900SH DEFINE4 0 0 99,900
AMERICAN MANAGEMENT SYSTEMS 02735210 4,002.97 232,900SH DEFINE2 96,300 0 136,600
02735210 1,443.75 84,000SH DEFINE4 0 0 84,000
AMERICAN POWER CONVERSION 02906610 995.83 51,900SH DEFINE2 400 0 51,500
02906610 8,365.75 436,000SH DEFINE4 0 0 436,000
AMER SCIENCE & ENGINE INC 02942910 0.00 0SH DEFINE2 0 0 0
02942910 0.00 0SH DEFINE4 0 0 0
AMERICAN STD COS INC DEL 02971210 0.00 0SH DEFINE2 0 0 0
02971210 53.33 1,200SH DEFINE4 0 0 1,200
AMERICAN TOWER CORP-CL A 02991220 2,029.31 53,846SH DEFINE2 3,904 0 49,942
02991220 155,595.06 4,128,559SH DEFINE4 0 0 4,128,559
AMERICAN SUPERCONDUCTOR CORP03011110 8,853.04 180,100SH DEFINE2 126,400 0 53,700
03011110 1,597.58 32,500SH DEFINE4 0 0 32,500
AMERICAN WTR WKS INC 03041110 110.25 4,000SH DEFINE2 0 0 4,000
03041110 4,558.84 165,400SH DEFINE4 0 0 165,400
AMERICREDIT CORP 03060R10 3,085.82 107,100SH DEFINE2 51,500 0 55,600
03060R10 1,504.01 52,200SH DEFINE4 0 0 52,200
AMERON INTERNATIONAL CORP 03071010 7,364.70 200,400SH DEFINE2 64,400 0 136,000
03071010 3,127.43 85,100SH DEFINE4 0 0 85,100
AMERIKING INC 03071G10 11.35 1,135SH DEFINE2 375 0 760
03071G10 111.65 11,165SH DEFINE4 0 0 11,165
AMERISOURCE HEALTH CORP 03071P10 31,386.60 667,800SH DEFINE2 321,100 0 346,700
03071P10 10,678.40 227,200SH DEFINE4 0 0 227,200
AMERUS GROUP CO 03072M10 9,659.21 375,115SH DEFINE2 120,630 0 254,485
03072M10 3,412.72 132,533SH DEFINE4 0 0 132,533
AMETEK INC 03110010 4,786.26 225,900SH DEFINE2 108,600 0 117,300
03110010 1,661.10 78,400SH DEFINE4 0 0 78,400
AMGEN INC 03116210 328,723.93 4,707,615SH DEFINE2 1,772,020 0 2,935,595
03116210 1,140,522.60 16,333,284SH DEFINE4 0 0 16,333,284
AMKOR TECHNOLOGIES INC 03165210 104.34 3,994SH DEFINE2 541 0 3,453
03165210 2,827.55 108,231SH DEFINE4 0 0 108,231
AMPHENOL CORP CL A 03209510 0.00 0SH DEFINE2 0 0 0
03209510 11,541.23 202,700SH DEFINE4 0 0 202,700
AMSOUTH BANCORP 03216510 1,231.25 98,500SH DEFINE2 1,048 0 97,452
03216510 16,385.60 1,310,848SH DEFINE4 0 0 1,310,848
AMSURG CORP-CL A 03232P10 2,531.20 180,800SH DEFINE2 125,700 0 55,100
03232P10 813.68 58,120SH DEFINE4 0 0 58,120
ANADARKO PETROLEUM CORP 03251110 124,265.50 1,869,779SH DEFINE2 944,151 0 925,628
03251110 174,489.95 2,625,488SH DEFINE4 0 0 2,625,488
ANADIGICS INC 03251510 0.00 0SH DEFINE2 0 0 0
03251510 127.22 5,750SH DEFINE4 0 0 5,750
ANALOG DEVICES INC 03265410 43,306.51 524,530SH DEFINE2 25,000 0 499,530
03265410 938,925.68 11,372,302SH DEFINE4 0 0 11,372,302
ANALYSTS INTL CORP 03268110 3,868.20 535,855SH DEFINE2 170,570 0 365,285
03268110 1,399.47 193,866SH DEFINE4 0 0 193,866
ANAREN MICROWAVE 03274410 29,627.28 218,450SH DEFINE2 125,900 0 92,550
03274410 10,015.91 73,850SH DEFINE4 0 0 73,850
ANDREW CORP 03442510 539.46 20,600SH DEFINE2 0 0 20,600
03442510 0.00 0SH DEFINE4 0 0 0
ANDRX GROUP 03455310 46,594.13 499,000SH DEFINE2 179,900 0 319,100
03455310 132,197.34 1,415,768SH DEFINE4 0 0 1,415,768
ANESTA CORP 03460310 14,154.20 615,400SH DEFINE2 435,300 0 180,100
03460310 2,704.80 117,600SH DEFINE4 0 0 117,600
ANGIOTECH PHARMACEUTICALS IN03491810 6,015.85 152,300SH DEFINE2 103,600 0 48,700
03491810 14,200.25 359,500SH DEFINE4 0 0 359,500
ANHEUSER BUSCH COS INC 03522910 153,803.40 3,634,940SH DEFINE2 1,193,860 0 2,441,080
03522910 591,459.61 13,978,366SH DEFINE4 0 0 13,978,366
ANIXTER INTL INC 03529010 219.67 7,542SH DEFINE2 1,030 0 6,513
03529010 1,799.52 61,786SH DEFINE4 0 0 61,786
ANKER COAL GROUP INC WT 144A03539611 0.00 53SH DEFINE2 0 0 53
03539611 0.00 471SH DEFINE4 0 0 471
ANN TAYLOR 03611510 152.74 3,974SH DEFINE2 544 0 3,430
03611510 1,802.21 46,887SH DEFINE4 0 0 46,887
ANTEC CORP 03664P10 59.00 2,000SH DEFINE2 292 0 1,708
03664P10 950.15 32,208SH DEFINE4 0 0 32,208
TATNEFT ADR REG S 03737P30 3,895.70 392,020SH DEFINE2 53,300 0 338,720
03737P30 1,837.07 184,862SH DEFINE4 0 0 184,862
AON CORPORATION 03738910 3,032.65 77,265SH DEFINE2 2,005 0 75,260
03738910 98,392.10 2,506,805SH DEFINE4 0 0 2,506,805
APACHE CORPORATION 03741110 118,784.08 2,009,033SH DEFINE2 1,050,307 0 958,726
03741110 185,553.97 3,138,333SH DEFINE4 0 0 3,138,333
APARTMENT INVT & MGMT CO-A R03748R10 207.53 4,505SH DEFINE2 0 0 4,505
03748R10 69.09 1,500SH DEFINE4 0 0 1,500
APOGEE ENTERPRISES INC 03759810 8,585.51 1,509,541SH DEFINE2 553,810 0 955,731
03759810 4,373.29 768,930SH DEFINE4 0 0 768,930
APPLE COMPUTER INC 03783310 62,256.55 2,417,730SH DEFINE2 1,302,550 0 1,115,180
03783310 124,912.48 4,850,970SH DEFINE4 0 0 4,850,970
APPLICA INCORPORATED 03815A10 2,539.52 410,427SH DEFINE2 196,406 0 214,021
03815A10 839.64 135,700SH DEFINE4 0 0 135,700
APPLIED EXTRUSION TECH 03819610 0.00 0SH DEFINE2 0 0 0
03819610 0.00 0SH DEFINE4 0 0 0
APPLIED MATERIAL 03822210 218,949.48 3,691,456SH DEFINE2 1,709,610 0 1,981,846
03822210 619,804.36 10,449,810SH DEFINE4 0 0 10,449,810
APPLIED MICRO CIRCUITS CORP 03822W10 233,354.68 1,126,977SH DEFINE2 208,500 0 918,477
03822W10 1,593,871.67 7,697,539SH DEFINE4 0 0 7,697,539
APPLIED MOLECULAR EVOLUTION 03823E10 726.26 18,100SH DEFINE2 12,700 0 5,400
03823E10 21,761.39 542,340SH DEFINE4 0 0 542,340
APROPOS TECHNOLOGY INC 03833410 0.00 0SH DEFINE2 0 0 0
03833410 180.00 20,000SH DEFINE4 0 0 20,000
APTARGROUP INC 03833610 7,506.08 313,570SH DEFINE2 138,450 0 175,120
03833610 2,867.71 119,800SH DEFINE4 0 0 119,800
ARACRUZ CELULOSE SA-SPON ADR03849620 11,288.32 681,559SH DEFINE2 13,608 0 667,951
03849620 555.24 33,524SH DEFINE4 0 0 33,524
ARCHER DANIELS MIDLAND CO 03948310 1,448.45 167,937SH DEFINE2 1,470 0 166,467
03948310 11,917.12 1,381,695SH DEFINE4 0 0 1,381,695
ARCHSTONE COMMUNITIES TR REI03958110 0.00 0SH DEFINE2 0 0 0
03958110 2,166.52 88,204SH DEFINE4 0 0 88,204
ARIBA INC 04033V10 182,026.14 1,270,550SH DEFINE2 376,000 0 894,550
04033V10 716,316.38 4,999,918SH DEFINE4 0 0 4,999,918
ARM HOLDINGS PLC-SPONS ADR 04206810 0.00 0SH DEFINE2 0 0 0
04206810 1,380.08 41,900SH DEFINE4 0 0 41,900
ARMSTRONG HOLDINGS INC 04238410 127.73 10,700SH DEFINE2 0 0 10,700
04238410 0.00 0SH DEFINE4 0 0 0
ARROW ELECTRONICS INC 04273510 0.00 0SH DEFINE2 0 0 0
04273510 37.47 1,100SH DEFINE4 0 0 1,100
ARROW INTERNATIONAL INC 04276410 7,367.94 202,555SH DEFINE2 65,020 0 137,535
04276410 1,967.20 54,081SH DEFINE4 0 0 54,081
ART TECHNOLOGY GROUP INC 04289L10 6,158.75 65,000SH DEFINE2 0 0 65,000
04289L10 96,777.65 1,021,400SH DEFINE4 0 0 1,021,400
ARTESYN TECHNOLOGIES INC 04312710 0.00 0SH DEFINE2 0 0 0
04312710 0.00 0SH DEFINE4 0 0 0
ARTHROCARE CORP 04313610 9,825.66 505,500SH DEFINE2 353,700 0 151,800
04313610 37,084.44 1,907,881SH DEFINE4 0 0 1,907,881
ASHLAND INC 04420410 592.90 17,600SH DEFINE2 0 0 17,600
04420410 0.00 0SH DEFINE4 0 0 0
ASIA PULP & PAPER 144A WARRA04516V11 0.00 0SH DEFINE2 0 0 0
04516V11 0.00 34,550SH DEFINE4 0 0 34,550
ASIAINFO HLDGS INC 04518A10 0.00 0SH DEFINE2 0 0 0
04518A10 17.04 900SH DEFINE4 0 0 900
ASPEN TECHNOLOGY INC 04532710 149.94 3,323SH DEFINE2 453 0 2,870
04532710 3,380.81 74,921SH DEFINE4 0 0 74,921
AT HOME CORP-SER A 04591910 0.00 0SH DEFINE2 0 0 0
04591910 1,276.48 90,370SH DEFINE4 0 0 90,370
ASSOCIATES FIRST CAPITAL CRP04600810 15,328.02 403,369SH DEFINE2 180,395 0 222,974
04600810 141,747.60 3,730,200SH DEFINE4 0 0 3,730,200
ASTRAL POINT COM P/P (PRIVAT0463459A 0.00 0SH DEFINE2 0 0 0
0463459A 0.00 0SH DEFINE4 0 0 0
ASTRAZENECA PLC-SPONS ADR 04635310 0.00 0SH DEFINE2 0 0 0
04635310 106,170.99 2,019,900SH DEFINE4 0 0 2,019,900
ASYST TECHNOLOGIES INC 04648X10 0.00 0SH DEFINE2 0 0 0
04648X10 238.95 11,800SH DEFINE4 0 0 11,800
ATMEL CORP 04951310 46,856.48 3,085,200SH DEFINE2 579,300 0 2,505,900
04951310 129,623.79 8,534,900SH DEFINE4 0 0 8,534,900
ATMOS ENERGY CORP 04956010 0.00 0SH DEFINE2 0 0 0
04956010 4,529.25 219,600SH DEFINE4 0 0 219,600
ATRIX LABS INC 04962L10 0.00 0SH DEFINE2 0 0 0
04962L10 0.00 200,000SH DEFINE4 0 0 200,000
AUGUST TECHNOLOGY CORP 05106U10 1,570.13 118,500SH DEFINE2 82,100 0 36,400
05106U10 243.80 18,400SH DEFINE4 0 0 18,400
AURORA FOODS INC/DE RESTRICT05164B10 112.06 33,204SH DEFINE2 0 0 33,204
05164B10 1,909.43 565,756SH DEFINE4 0 0 565,756
AURORA BIOSCIENCES CORP 05192010 0.00 0SH DEFINE2 0 0 0
05192010 122.40 1,800SH DEFINE4 0 0 1,800
AUTODESK INC 05276910 5,541.90 218,400SH DEFINE2 65,600 0 152,800
05276910 2,532.43 99,800SH DEFINE4 0 0 99,800
AUTOLIV INC 05280010 0.00 0SH DEFINE2 0 0 0
05280010 72.15 3,700SH DEFINE4 0 0 3,700
AUTOMATIC DATA PROCESSING IN05301510 12,977.56 194,057SH DEFINE2 208,049 0 -13,993
05301510 128,110.59 1,915,672SH DEFINE4 0 0 1,915,672
AUTONOMY CORPORATION PLC 05328U9A 303.07 5,412SH DEFINE2 5,075 0 337
05328U9A 249.20 4,450SH DEFINE4 0 0 4,450
AUTONATION INC 05329W10 0.00 0SH DEFINE2 0 0 0
05329W10 62.40 10,400SH DEFINE4 0 0 10,400
AUTOZONE 05333210 732.81 32,300SH DEFINE2 0 0 32,300
05333210 83.94 3,700SH DEFINE4 0 0 3,700
AVALONBAY COMMUNITIES INC RE05348410 0.00 0SH DEFINE2 0 0 0
05348410 71.53 1,500SH DEFINE4 0 0 1,500
AVANEX CORP 05348W10 12,680.20 117,750SH DEFINE2 3,050 0 114,700
05348W10 371,575.72 3,450,500SH DEFINE4 0 0 3,450,500
ADVANTGO INC 05349M10 2,032.00 101,600SH DEFINE2 57,500 0 44,100
05349M10 866.00 43,300SH DEFINE4 0 0 43,300
AVERY DENNISON CORP 05361110 42,443.33 915,220SH DEFINE2 496,400 0 418,820
05361110 166,864.67 3,598,160SH DEFINE4 0 0 3,598,160
AVIALL INC 05366B10 0.00 0SH DEFINE2 0 0 0
05366B10 0.00 0SH DEFINE4 0 0 0
AVICI SYSTEMS 05367L10 0.00 0SH DEFINE2 0 0 0
05367L10 0.00 0SH DEFINE4 0 0 0
AVIGEN INC 05369010 0.00 0SH DEFINE2 0 0 0
05369010 15,124.88 380,500SH DEFINE4 0 0 380,500
AVIRON 05376210 81.48 3,301SH DEFINE2 453 0 2,848
05376210 2,216.00 89,762SH DEFINE4 0 0 89,762
AVNET INC 05380710 12,896.44 454,500SH DEFINE2 146,300 0 308,200
05380710 3,739.88 131,802SH DEFINE4 0 0 131,802
AVOCENT CORP 05389310 16,430.01 298,050SH DEFINE2 215,700 0 82,350
05389310 15,863.87 287,780SH DEFINE4 0 0 287,780
AVON PRODUCTS INC 05430310 47,102.72 1,152,360SH DEFINE2 626,600 0 525,760
05430310 154,818.15 3,787,600SH DEFINE4 0 0 3,787,600
AWARE INC/MASS 05453N10 14,991.90 389,400SH DEFINE2 272,900 0 116,500
05453N10 2,695.00 70,000SH DEFINE4 0 0 70,000
AXIA ESCROW PAYMENT 05459399 29.25 2,250SH DEFINE2 0 0 2,250
05459399 239.85 18,450SH DEFINE4 0 0 18,450
AXYS PHARMACEUTICALS INC 05463510 0.00 0SH DEFINE2 0 0 0
05463510 0.00 0SH DEFINE4 0 0 0
BB&T CORPORATION 05493710 9,648.13 320,270SH DEFINE2 58,270 0 262,000
05493710 146,736.59 4,870,924SH DEFINE4 0 0 4,870,924
BCE INC 05534B10 34,879.94 1,492,190SH DEFINE2 570,793 0 921,397
05534B10 81,746.86 3,497,192SH DEFINE4 0 0 3,497,192
BEI TECHNOLOGIES INC 05538P10 6,809.43 163,100SH DEFINE2 78,500 0 84,600
05538P10 2,321.30 55,600SH DEFINE4 0 0 55,600
BISYS GROUP INC 05547210 0.00 0SH DEFINE2 0 0 0
05547210 69.58 900SH DEFINE4 0 0 900
BJ SERVICES CO 05548210 53,701.37 878,550SH DEFINE2 315,450 0 563,100
05548210 99,800.74 1,632,732SH DEFINE4 0 0 1,632,732
BJ'S WHOLESALE CLUB INC 05548J10 50,948.04 1,492,983SH DEFINE2 327,300 0 1,165,683
05548J10 125,088.60 3,665,600SH DEFINE4 0 0 3,665,600
BMC INDUSTRIES INC 05560710 9,015.88 1,311,400SH DEFINE2 421,100 0 890,300
05560710 3,525.81 512,845SH DEFINE4 0 0 512,845
BP AMOCO PLC- SPONS ADR 05562210 42,534.51 802,538SH DEFINE2 208,043 0 594,495
05562210 486,164.92 9,172,923SH DEFINE4 0 0 9,172,923
BMC SOFTWARE INC 05592110 22,054.53 1,153,178SH DEFINE2 634,570 0 518,608
05592110 278,662.59 14,570,593SH DEFINE4 0 0 14,570,593
BWAY CORPORATION 05603910 1,672.33 338,700SH DEFINE2 172,250 0 166,450
05603910 625.58 126,700SH DEFINE4 0 0 126,700
BAKER (MICHAEL) CORP 05714910 0.00 0SH DEFINE2 0 0 0
05714910 0.00 0SH DEFINE4 0 0 0
BAKER HUGHES INC 05722410 21,387.34 576,090SH DEFINE2 70,400 0 505,690
05722410 231,445.18 6,234,214SH DEFINE4 0 0 6,234,214
BAKER J INC 05723210 3,057.75 679,500SH DEFINE2 205,800 0 473,700
05723210 2,751.09 611,353SH DEFINE4 0 0 611,353
BALDWIN TECHNOLOGY INC CL A 05826410 0.00 0SH DEFINE2 0 0 0
05826410 0.00 0SH DEFINE4 0 0 0
BALL CORP 05849810 228.15 7,200SH DEFINE2 0 0 7,200
05849810 0.00 0SH DEFINE4 0 0 0
BANCA QUADRUM S.A.-SPON ADR 05944R10 0.00 0SH DEFINE2 0 0 0
05944R10 4.13 5,500SH DEFINE4 0 0 5,500
BANCO SANTIAGO SA ADR 05965L10 0.00 0SH DEFINE2 0 0 0
05965L10 7.80 400SH DEFINE4 0 0 400
BANCWEST CORPORATION 05979010 0.00 0SH DEFINE2 0 0 0
05979010 0.00 0SH DEFINE4 0 0 0
BANK OF AMERICA 06050510 155,480.30 2,968,598SH DEFINE2 1,324,665 0 1,643,933
06050510 1,308,500.02 24,983,294SH DEFINE4 0 0 24,983,294
BANK OF NEW YORK 06405710 228,991.93 4,084,583SH DEFINE2 929,940 0 3,154,643
06405710 901,585.80 16,081,798SH DEFINE4 0 0 16,081,798
BANC ONE CORP 06423A10 23,382.34 605,368SH DEFINE2 464,351 0 141,017
06423A10 412,148.53 10,670,512SH DEFINE4 0 0 10,670,512
BANK UNITED CORP CL A 06541210 43,109.11 850,488SH DEFINE2 341,950 0 508,538
06541210 36,584.16 721,759SH DEFINE4 0 0 721,759
BANKNORTH GROUP INC 06646R10 21,415.50 1,198,070SH DEFINE2 458,240 0 739,830
06646R10 6,973.50 390,126SH DEFINE4 0 0 390,126
BANTA CORP 06682110 8,501.24 348,769SH DEFINE2 112,815 0 235,954
06682110 3,441.75 141,200SH DEFINE4 0 0 141,200
BARD C R INC 06738310 549.25 13,000SH DEFINE2 0 0 13,000
06738310 80.28 1,900SH DEFINE4 0 0 1,900
BARNES & NOBLE INC 06777410 4,703.34 238,900SH DEFINE2 116,200 0 122,700
06777410 1,805.34 91,700SH DEFINE4 0 0 91,700
BARRICK GOLD CORPORATION 06790110 1,531.10 100,400SH DEFINE2 0 0 100,400
06790110 1,309.98 85,900SH DEFINE4 0 0 85,900
BARR LABS INC 06830610 6,100.75 92,000SH DEFINE2 39,200 0 52,800
06830610 38,613.77 582,300SH DEFINE4 0 0 582,300
BARRA INC 06831310 0.00 0SH DEFINE2 0 0 0
06831310 366.17 5,900SH DEFINE4 0 0 5,900
BASIN EXPLORATION INC 07010710 11,945.70 612,600SH DEFINE2 294,700 0 317,900
07010710 4,057.95 208,100SH DEFINE4 0 0 208,100
BAUSCH & LOMB INC 07170710 839.10 21,550SH DEFINE2 0 0 21,550
07170710 5,805.58 149,100SH DEFINE4 0 0 149,100
BAXTER INTERNATIONAL INC 07181310 202,425.57 2,536,264SH DEFINE2 1,368,431 0 1,167,833
07181310 678,693.26 8,503,596SH DEFINE4 0 0 8,503,596
BE AEROSPACE INC 07330210 14,260.95 884,400SH DEFINE2 425,700 0 458,700
07330210 5,372.85 333,200SH DEFINE4 0 0 333,200
BE FREE INC 07330810 0.00 0SH DEFINE2 0 0 0
07330810 10,596.92 2,493,394SH DEFINE4 0 0 2,493,394
BEA SYS INC 07332510 242,174.02 3,109,779SH DEFINE2 1,376,029 0 1,733,749
07332510 582,673.42 7,482,163SH DEFINE4 0 0 7,482,163
BEAR STEARNS COS INC 07390210 7,362.68 116,868SH DEFINE2 26,500 0 90,368
07390210 51,940.35 824,450SH DEFINE4 0 0 824,450
BEASLEY BROADCASTING 07401410 0.00 0SH DEFINE2 0 0 0
07401410 122.06 12,600SH DEFINE4 0 0 12,600
BEAZER HOMES USA INC 07556Q10 0.00 0SH DEFINE2 0 0 0
07556Q10 0.11 4SH DEFINE4 0 0 4
BECKMAN COULTER INC 07581110 11,242.05 145,764SH DEFINE2 46,790 0 98,974
07581110 2,972.63 38,543SH DEFINE4 0 0 38,543
BECTON DICKINSON & CO 07588710 1,787.18 67,600SH DEFINE2 750 0 66,850
07588710 19,282.19 729,350SH DEFINE4 0 0 729,350
BED BATH & BEYOND INC 07589610 29,686.81 1,217,140SH DEFINE2 67,200 0 1,149,940
07589610 728,632.07 29,873,448SH DEFINE4 0 0 29,873,448
BELDEN INC 07745910 10,907.66 461,700SH DEFINE2 148,700 0 313,000
07745910 3,472.88 147,000SH DEFINE4 0 0 147,000
BELL SOUTH 07986010 40,787.94 1,013,365SH DEFINE2 136,170 0 877,195
07986010 622,859.69 15,474,775SH DEFINE4 0 0 15,474,775
BEMIS INC 08143710 436.90 13,600SH DEFINE2 0 0 13,600
08143710 48.19 1,500SH DEFINE4 0 0 1,500
BENCHMARK ELECTRONICS 08160H10 12,672.09 243,694SH DEFINE2 174,474 0 69,220
08160H10 16,864.44 324,316SH DEFINE4 0 0 324,316
W.R. BERKLEY CORP 08442310 27,058.12 782,875SH DEFINE2 329,970 0 452,905
08442310 7,382.55 213,600SH DEFINE4 0 0 213,600
BERKSHIRE HATHAWAY INC-CL B 08467020 6,706.80 3,240SH DEFINE2 1,080 0 2,160
08467020 268,789.50 129,850SH DEFINE4 0 0 129,850
BEST BUY INC 08651610 3,331.41 52,360SH DEFINE2 0 0 52,360
08651610 235.41 3,700SH DEFINE4 0 0 3,700
BESTFOODS 08658U10 5,223.45 71,800SH DEFINE2 800 0 71,000
08658U10 47,964.08 659,300SH DEFINE4 0 0 659,300
BETHLEHEM STEEL CORP 08750910 101.40 33,800SH DEFINE2 0 0 33,800
08750910 0.00 0SH DEFINE4 0 0 0
BINDLEY WESTERN INDS INC 09032410 20,204.70 631,397SH DEFINE2 203,178 0 428,219
09032410 6,092.80 190,400SH DEFINE4 0 0 190,400
BIOGEN N V 09059710 2,336.30 38,300SH DEFINE2 850 0 37,450
09059710 10,345.60 169,600SH DEFINE4 0 0 169,600
BIOMET INC 09061310 1,578.50 45,100SH DEFINE2 0 0 45,100
09061310 176.75 5,050SH DEFINE4 0 0 5,050
BIOVAIL CORP 09067J10 5,437.56 66,770SH DEFINE2 4,958 0 61,812
09067J10 219,659.36 2,697,275SH DEFINE4 0 0 2,697,275
BIRCH TELECOM P/P 144A WARR 09069B11 245.00 2,450SH DEFINE2 440 0 2,010
09069B11 2,414.00 24,140SH DEFINE4 0 0 24,140
BIOSITE DIAGNOSTICS INC 09094510 0.00 0SH DEFINE2 0 0 0
09094510 175.45 4,400SH DEFINE4 0 0 4,400
BLACK & DECKER MANUFACTURING09179710 803.41 23,500SH DEFINE2 0 0 23,500
09179710 61.54 1,800SH DEFINE4 0 0 1,800
BLACKROCK INC 09247X10 0.00 0SH DEFINE2 0 0 0
09247X10 233.60 7,300SH DEFINE4 0 0 7,300
BLOCK DRUG INC CL A 09364410 8,920.23 206,846SH DEFINE2 73,410 0 133,436
09364410 1,436.06 33,300SH DEFINE4 0 0 33,300
BLOCK H & R 09367110 954.36 25,750SH DEFINE2 100 0 25,650
09367110 3,150.31 85,000SH DEFINE4 0 0 85,000
BLOCKBUSTER INC-CL A 09367910 0.00 0SH DEFINE2 0 0 0
09367910 0.00 0SH DEFINE4 0 0 0
BLUE MARTINI SOFTWARE INC 09569810 5,945.06 175,500SH DEFINE2 74,700 0 100,800
09569810 49,579.92 1,463,614SH DEFINE4 0 0 1,463,614
BOEING COMPANY 09702310 35,617.81 565,362SH DEFINE2 176,470 0 388,892
09702310 533,394.35 8,466,577SH DEFINE4 0 0 8,466,577
BOISE CASCADE CORP 09738310 9,967.58 375,250SH DEFINE2 204,565 0 170,685
09738310 58,517.45 2,203,010SH DEFINE4 0 0 2,203,010
BOOKHAM TECHNOLOGY-SPON ADR 09856Q10 4,609.06 107,500SH DEFINE2 13,200 0 94,300
09856Q10 26,098.01 608,700SH DEFINE4 0 0 608,700
BOOKS-A-MILLION INC 09857010 0.00 0SH DEFINE2 0 0 0
09857010 0.00 0SH DEFINE4 0 0 0
BORG-WARNER INC 09972410 7,868.58 237,542SH DEFINE2 76,230 0 161,312
09972410 2,400.37 72,464SH DEFINE4 0 0 72,464
BOSTON CHICKEN INC 10057810 0.00 0SH DEFINE2 0 0 0
10057810 1.75 174,757SH DEFINE4 0 0 174,757
BOSTON COMMUNICATIONS GROUP 10058210 6,564.25 341,000SH DEFINE2 239,500 0 101,500
10058210 1,235.85 64,200SH DEFINE4 0 0 64,200
BOSTON SCIENTIFIC CORP 10113710 1,762.10 107,200SH DEFINE2 2,000 0 105,200
10113710 28,025.94 1,705,000SH DEFINE4 0 0 1,705,000
BOWATER INC 10218310 1,583.52 34,100SH DEFINE2 11,700 0 22,400
10218310 16,597.32 357,412SH DEFINE4 0 0 357,412
BOWNE & CO INC 10304310 6,619.47 678,920SH DEFINE2 218,280 0 460,640
10304310 1,519.40 155,836SH DEFINE4 0 0 155,836
BRASCAN CORPORATION CL A 10549P60 51.50 4,000SH DEFINE2 0 0 4,000
10549P60 0.00 0SH DEFINE4 0 0 0
BRASIL TELECOM PART SA-ADR 10553010 4,004.70 68,750SH DEFINE2 7,100 0 61,650
10553010 3,728.00 64,000SH DEFINE4 0 0 64,000
BREAKAWAY SOLUTIONS INC 10637210 1,465.04 164,496SH DEFINE2 0 0 164,496
10637210 35,610.89 3,998,416SH DEFINE4 0 0 3,998,416
BRIGGS & STRATTON CORP 10904310 215.53 5,700SH DEFINE2 0 0 5,700
10904310 0.00 0SH DEFINE4 0 0 0
BRISTOL MYERS SQUIBB CO 11012210 41,205.01 721,313SH DEFINE2 433,935 0 287,378
11012210 1,071,382.92 18,755,062SH DEFINE4 0 0 18,755,062
BROADBASE SOFTWARE INC 11130R10 0.00 0SH DEFINE2 0 0 0
11130R10 77.31 5,700SH DEFINE4 0 0 5,700
BROADCOM CORP 11132010 14,295.94 58,650SH DEFINE2 600 0 58,050
11132010 719.06 2,950SH DEFINE4 0 0 2,950
BROADVISION INC 11141210 0.00 0SH DEFINE2 0 0 0
11141210 272.29 10,600SH DEFINE4 0 0 10,600
BROADWING INC 11162010 0.00 0SH DEFINE2 0 0 0
11162010 46.01 1,800SH DEFINE4 0 0 1,800
BROCADE COMMUNICATIONS SYS 11162110 495,217.21 2,098,378SH DEFINE2 788,050 0 1,310,328
11162110 1,987,813.13 8,422,937SH DEFINE4 0 0 8,422,937
BROKEN HILL PROP-SPONS ADR 11216960 0.00 0SH DEFINE2 0 0 0
11216960 1,549.80 75,600SH DEFINE4 0 0 75,600
BROOKS AUTOMATION INC 11434A10 0.00 0SH DEFINE2 0 0 0
11434A10 96.06 2,900SH DEFINE4 0 0 2,900
BROWN & SHARPE MFG INC 11522310 0.00 0SH DEFINE2 0 0 0
11522310 0.00 0SH DEFINE4 0 0 0
BROWN FORMAN CORP CLASS B 11563720 2,485.65 45,400SH DEFINE2 9,390 0 36,010
11563720 11,871.44 216,830SH DEFINE4 0 0 216,830
BROWN TOM INC 11566020 0.00 0SH DEFINE2 0 0 0
11566020 372.40 15,200SH DEFINE4 0 0 15,200
BRUNSWICK CORP 11704310 421.58 23,100SH DEFINE2 0 0 23,100
11704310 40.15 2,200SH DEFINE4 0 0 2,200
BUCA INC 11776910 0.00 0SH DEFINE2 0 0 0
11776910 929.69 87,500SH DEFINE4 0 0 87,500
BURLINGTON NORTHERN SANTA FE12189T10 9,236.81 428,374SH DEFINE2 304,940 0 123,434
12189T10 187,828.22 8,710,874SH DEFINE4 0 0 8,710,874
BURLINGTON RESOURCES INC 12201410 2,115.80 57,475SH DEFINE2 500 0 56,975
12201410 15,382.10 417,850SH DEFINE4 0 0 417,850
BUSINESS OBJECTS S A ADR 12328X10 5,423.27 47,967SH DEFINE2 3,225 0 44,742
12328X10 327,112.43 2,893,200SH DEFINE4 0 0 2,893,200
C&D TECHNOLOGY INC 12466110 0.00 0SH DEFINE2 0 0 0
12466110 505.08 8,900SH DEFINE4 0 0 8,900
CBRL GROUP INC 12489V10 13,879.06 965,500SH DEFINE2 341,600 0 623,900
12489V10 4,761.40 331,228SH DEFINE4 0 0 331,228
C-BRIDGE INTERNET SOLUTIONS 12500B10 4,173.75 222,600SH DEFINE2 151,100 0 71,500
12500B10 22,262.44 1,187,330SH DEFINE4 0 0 1,187,330
C D I CORP 12507110 0.00 0SH DEFINE2 0 0 0
12507110 0.00 0SH DEFINE4 0 0 0
CD RADIO INC 144A WTS 05/15/12512713 207.00 2,070SH DEFINE2 2,070 0 0
12512713 0.00 0SH DEFINE4 0 0 0
CDW COMPUTER CTRS INC 12512910 0.00 0SH DEFINE2 0 0 0
12512910 16,649.70 241,300SH DEFINE4 0 0 241,300
CH ENERGY GROUP INC 12541M10 0.00 0SH DEFINE2 0 0 0
12541M10 8,162.41 204,700SH DEFINE4 0 0 204,700
CH ROBINSON WORLDWIDE INC 12541W10 75.52 1,340SH DEFINE2 1,340 0 0
12541W10 12,709.04 225,500SH DEFINE4 0 0 225,500
CIGNA CORP 12550910 98,665.31 945,070SH DEFINE2 581,540 0 363,530
12550910 665,918.95 6,378,534SH DEFINE4 0 0 6,378,534
CIT GROUP INC 12557710 1,216.25 69,500SH DEFINE2 1,400 0 68,100
12557710 22,242.50 1,271,000SH DEFINE4 0 0 1,271,000
CMG INFORMATION SERVICES INC12575010 47.49 1,700SH DEFINE2 0 0 1,700
12575010 128.54 4,601SH DEFINE4 0 0 4,601
CMS ENERGY CORP 12589610 28,358.63 1,052,757SH DEFINE2 196,277 0 856,480
12589610 81,854.74 3,038,691SH DEFINE4 0 0 3,038,691
CNA FINANCIAL CORP 12611710 22.95 600SH DEFINE2 300 0 300
12611710 9,684.90 253,200SH DEFINE4 0 0 253,200
CNF TRANSPORTATION INC 12612W10 200.31 9,003SH DEFINE2 1,141 0 7,861
12612W10 2,389.07 107,374SH DEFINE4 0 0 107,374
CNET NETWORKS INC 12613R10 7,916.89 325,004SH DEFINE2 8,814 0 316,190
12613R10 200,292.67 8,222,406SH DEFINE4 0 0 8,222,406
CP&L ENERGY INC 12614C10 26,522.88 636,231SH DEFINE2 288,265 0 347,966
12614C10 400,961.42 9,618,265SH DEFINE4 0 0 9,618,265
CSG SYSTEMS INTL INC 12634910 0.00 0SH DEFINE2 0 0 0
12634910 84.10 2,900SH DEFINE4 0 0 2,900
CSX CORP 12640810 1,324.02 60,700SH DEFINE2 1,400 0 59,300
12640810 28,685.62 1,315,100SH DEFINE4 0 0 1,315,100
CTC COMMUNICATIONS GROUP INC12641910 3,679.71 181,714SH DEFINE2 127,569 0 54,145
12641910 584.88 28,883SH DEFINE4 0 0 28,883
CT COMMUNICATIONS INC 12642640 5,547.34 273,100SH DEFINE2 131,300 0 141,800
12642640 1,911.41 94,100SH DEFINE4 0 0 94,100
CVS CORPORATION 12665010 18,752.29 404,908SH DEFINE2 383,619 0 21,289
12665010 166,714.62 3,599,776SH DEFINE4 0 0 3,599,776
CV THERAPEUTICS INC 12666710 201.03 2,585SH DEFINE2 392 0 2,193
12666710 1,072.18 13,784SH DEFINE4 0 0 13,784
CABLE & WIRELESS PLC-SP ADR 12683020 0.00 0SH DEFINE2 0 0 0
12683020 13,092.23 307,600SH DEFINE4 0 0 307,600
CABLEVISION SYSTEM CORP CL A12686C10 43.75 660SH DEFINE2 211 0 449
12686C10 371.35 5,600SH DEFINE4 0 0 5,600
CABLETRON SYSTEMS INC 12692010 22,125.25 753,200SH DEFINE2 2,300 0 750,900
12692010 116,483.63 3,965,400SH DEFINE4 0 0 3,965,400
CACHEFLOW INC 12694610 0.00 0SH DEFINE2 0 0 0
12694610 25,740.00 180,000SH DEFINE4 0 0 180,000
CACI INTERNATIONAL INC - CLA12719030 5,290.15 246,771SH DEFINE2 118,581 0 128,190
12719030 1,832.91 85,500SH DEFINE4 0 0 85,500
CADENCE DESIGN SYS INC 12738710 0.00 0SH DEFINE2 0 0 0
12738710 125.87 4,900SH DEFINE4 0 0 4,900
CALIFORNIA AMPLIFIER INC 12990010 5,543.00 241,000SH DEFINE2 168,800 0 72,200
12990010 1,225.90 53,300SH DEFINE4 0 0 53,300
CALIFORNIA PIZZA KITCHEN 13054D10 5,958.40 212,800SH DEFINE2 149,800 0 63,000
13054D10 940.80 33,600SH DEFINE4 0 0 33,600
CALIPER TECHNOLOGIES CORP 13087610 0.00 0SH DEFINE2 0 0 0
13087610 19,652.40 339,200SH DEFINE4 0 0 339,200
CALLAWAY GOLF CO 13119310 1,575.94 102,500SH DEFINE2 32,800 0 69,700
13119310 405.90 26,400SH DEFINE4 0 0 26,400
CALPINE CORPORATION 13134710 93,218.23 893,109SH DEFINE2 136,167 0 756,941
13134710 888,248.34 8,510,164SH DEFINE4 0 0 8,510,164
CAMBREX CORP 13201110 8,053.79 217,670SH DEFINE2 70,130 0 147,540
13201110 2,734.30 73,900SH DEFINE4 0 0 73,900
CAMPBELL SOUP CO 13442910 2,864.36 110,700SH DEFINE2 400 0 110,300
13442910 12,148.31 469,500SH DEFINE4 0 0 469,500
CANADIAN NATL RAILWAY CO 13637510 61.05 2,101SH DEFINE2 262 0 1,839
13637510 1,766.98 60,799SH DEFINE4 0 0 60,799
CAPITAL ONE FINANCIAL CORP 14040H10 36,166.26 516,200SH DEFINE2 41,000 0 475,200
14040H10 206,977.17 2,954,179SH DEFINE4 0 0 2,954,179
CAPSTAR BROADCASTING P/P 14414066P9A 0.00 0SH DEFINE2 0 0 0
14066P9A 10,909.09 2,727,272SH DEFINE4 0 0 2,727,272
CAPSTONE TURBINE CORP 14067D10 0.00 0SH DEFINE2 0 0 0
14067D10 7,665.98 110,700SH DEFINE4 0 0 110,700
CARBIDE/GRAPHIC GROUP INC 14077710 0.00 0SH DEFINE2 0 0 0
14077710 0.00 0SH DEFINE4 0 0 0
CARAUSTAR INDS INC 14090910 4,105.04 371,077SH DEFINE2 179,355 0 191,722
14090910 1,393.88 126,000SH DEFINE4 0 0 126,000
CARDINAL HEALTH INC 14149Y10 6,525.88 74,000SH DEFINE2 500 0 73,500
14149Y10 212,995.74 2,415,260SH DEFINE4 0 0 2,415,260
CAREER EDUCATION CORP 14166510 16,887.75 379,500SH DEFINE2 265,500 0 114,000
14166510 14,382.40 323,200SH DEFINE4 0 0 323,200
CAREMARK RX INC 14170510 0.00 0SH DEFINE2 0 0 0
14170510 5,526.70 491,263SH DEFINE4 0 0 491,263
CARLISLE CORP 14233910 8,633.99 208,048SH DEFINE2 66,970 0 141,078
14233910 2,485.85 59,900SH DEFINE4 0 0 59,900
CARNIVAL CORP 14365810 3,947.39 160,300SH DEFINE2 2,700 0 157,600
14365810 57,154.63 2,321,000SH DEFINE4 0 0 2,321,000
CARRIAGE SERVICES INC 14390510 375.37 35,964SH DEFINE2 5,627 0 30,337
14390510 1,498.92 143,610SH DEFINE4 0 0 143,610
CARPENTER TECHNOLOGY CORP 14428510 8,149.64 279,816SH DEFINE2 87,260 0 192,556
14428510 2,788.69 95,749SH DEFINE4 0 0 95,749
CARRIERI P/P 144A WARRANTS 214450011 328.25 1,313SH DEFINE2 0 0 1,313
14450011 7,843.75 31,375SH DEFINE4 0 0 31,375
CARRIER1 INTL SA ADR 14450030 991.80 136,800SH DEFINE2 7,900 0 128,900
14450030 17,232.53 2,376,900SH DEFINE4 0 0 2,376,900
CASCADE NATURAL GAS CORP 14733910 0.00 0SH DEFINE2 0 0 0
14733910 6,364.75 363,700SH DEFINE4 0 0 363,700
CATERPILLAR INC 14912310 10,454.97 309,777SH DEFINE2 127,623 0 182,154
14912310 169,521.56 5,022,861SH DEFINE4 0 0 5,022,861
CELCARIBE ORD SHARE TR CTF P15089820 10.56 84,518SH DEFINE2 0 0 84,518
15089820 335.37 2,682,989SH DEFINE4 0 0 2,682,989
CELLSTAR CORP 15092510 0.00 0SH DEFINE2 0 0 0
15092510 513.34 162,643SH DEFINE4 0 0 162,643
CELL THERAPEUTICS INC 15093410 0.00 0SH DEFINE2 0 0 0
15093410 8,475.98 127,100SH DEFINE4 0 0 127,100
CELESTICA INC 15101Q10 19,348.45 279,400SH DEFINE2 16,100 0 263,300
15101Q10 544,284.23 7,859,700SH DEFINE4 0 0 7,859,700
CELLNET DATA SYSTEMS WARRANT15115M13 0.01 11,368SH DEFINE2 4,526 0 6,842
15115M13 0.14 141,266SH DEFINE4 0 0 141,266
CEMEX SA-SPONS ADR PART CER 15129088 4,898.70 244,172SH DEFINE2 32,724 0 211,448
15129088 2,296.45 114,465SH DEFINE4 0 0 114,465
CENDANT CORPORATION 15131310 18,612.72 1,711,514SH DEFINE2 15,206 0 1,696,308
15131310 143,565.16 13,201,394SH DEFINE4 0 0 13,201,394
CENTENNIAL BANCORP 15133T10 5,035.62 837,090SH DEFINE2 400,688 0 436,402
15133T10 1,799.03 299,060SH DEFINE4 0 0 299,060
CENTEX CORP 15231210 497.94 15,500SH DEFINE2 0 0 15,500
15231210 46.58 1,450SH DEFINE4 0 0 1,450
CENTILLIUM COMMUNICATIONS 15231910 14,649.60 152,600SH DEFINE2 102,700 0 49,900
15231910 75,284.93 784,218SH DEFINE4 0 0 784,218
CENTURY ALUMINUM COMPANY 15643110 0.00 0SH DEFINE2 0 0 0
15643110 0.00 0SH DEFINE4 0 0 0
CENTURYTEL INC 15670010 994.63 36,500SH DEFINE2 300 0 36,200
15670010 9,632.88 353,500SH DEFINE4 0 0 353,500
CEPHALON INC 15670810 16,330.38 336,709SH DEFINE2 183,552 0 153,157
15670810 126,891.76 2,616,325SH DEFINE4 0 0 2,616,325
CERIDIAN CORP 15677T10 1,057.96 37,700SH DEFINE2 0 0 37,700
15677T10 61.74 2,200SH DEFINE4 0 0 2,200
CERNER CORP 15678210 0.00 0SH DEFINE2 0 0 0
15678210 334.35 7,200SH DEFINE4 0 0 7,200
CERUS CORP 15708510 0.00 0SH DEFINE2 0 0 0
15708510 35,597.70 641,400SH DEFINE4 0 0 641,400
CHARTER ONE FINANCIAL INC 16090310 20,679.36 848,384SH DEFINE2 750,168 0 98,216
16090310 244,521.19 10,031,638SH DEFINE4 0 0 10,031,638
CHARTERED SEMICONDUCTOR-ADR 16133R10 4,546.77 74,921SH DEFINE2 0 0 74,921
16133R10 2,008.76 33,100SH DEFINE4 0 0 33,100
CHASE MANHATTAN CORP 16161A10 31,247.69 676,540SH DEFINE2 207,587 0 468,953
16161A10 400,887.82 8,679,574SH DEFINE4 0 0 8,679,574
CHATTEM INC 16245610 0.00 0SH DEFINE2 0 0 0
16245610 0.00 0SH DEFINE4 0 0 0
CHECKFREE CORP 16281310 7,250.72 173,087SH DEFINE2 6,983 0 166,104
16281310 115,476.83 2,756,627SH DEFINE4 0 0 2,756,627
CHECKPOINT SYSTEMS INC 16282510 0.00 0SH DEFINE2 0 0 0
16282510 823.13 108,844SH DEFINE4 0 0 108,844
CHEESECAKE FACTORY INC 16307210 9,588.53 221,700SH DEFINE2 155,700 0 66,000
16307210 8,502.09 196,580SH DEFINE4 0 0 196,580
CHEVRON INC 16675110 46,330.64 543,468SH DEFINE2 44,275 0 499,193
16675110 409,915.77 4,808,396SH DEFINE4 0 0 4,808,396
CHICOS FAS INC 16861510 0.00 0SH DEFINE2 0 0 0
16861510 227.80 6,700SH DEFINE4 0 0 6,700
CHILES OFFSHORE INC 16888M10 7,233.56 334,500SH DEFINE2 160,700 0 173,800
16888M10 2,510.66 116,100SH DEFINE4 0 0 116,100
CHINA MOBILE (HONG KONG) ADR16941M10 0.00 3,528SH DEFINE2 0 0 3,528
16941M10 0.00 0SH DEFINE4 0 0 0
CHIQUITA BRANDS INTL INC 17003210 0.00 0SH DEFINE2 0 0 0
17003210 872.91 279,331SH DEFINE4 0 0 279,331
CHIRON CORP 17004010 292.63 6,503SH DEFINE2 899 0 5,604
17004010 5,364.84 119,219SH DEFINE4 0 0 119,219
CHOICE ONE COMMUNICATIONS IN17038P10 2,744.63 225,200SH DEFINE2 156,800 0 68,400
17038P10 526.50 43,200SH DEFINE4 0 0 43,200
CHROMAVISION MEDICAL SYSTEMS17111P10 0.00 0SH DEFINE2 0 0 0
17111P10 3,747.75 394,500SH DEFINE4 0 0 394,500
CHUBB CORP 17123210 3,922.23 49,570SH DEFINE2 1,345 0 48,225
17123210 156,473.80 1,977,552SH DEFINE4 0 0 1,977,552
CHURCH & DWIGHT CO INC 17134010 0.00 0SH DEFINE2 0 0 0
17134010 0.00 0SH DEFINE4 0 0 0
CIBER INC 17163B10 5,279.18 639,900SH DEFINE2 305,100 0 334,800
17163B10 1,838.93 222,900SH DEFINE4 0 0 222,900
CIENA CORP 17177910 0.00 0SH DEFINE2 0 0 0
17177910 835.13 6,800SH DEFINE4 0 0 6,800
CIDRA P/P (PRIVATE) 1717CD9A 0.00 0SH DEFINE2 0 0 0
1717CD9A 0.00 0SH DEFINE4 0 0 0
CINCINNATI FINANCIAL CORP 17206210 1,473.25 41,500SH DEFINE2 300 0 41,200
17206210 12,503.10 352,200SH DEFINE4 0 0 352,200
CINERGY CORP 17247410 13,011.09 393,530SH DEFINE2 424,595 0 -31,065
17247410 116,411.11 3,520,941SH DEFINE4 0 0 3,520,941
CIPHERGEN BIOSYSTEMS INC 17252Y10 0.00 0SH DEFINE2 0 0 0
17252Y10 2,777.60 86,800SH DEFINE4 0 0 86,800
CIRCLE INTERNATIONAL GROUP I17257410 8,945.98 295,735SH DEFINE2 95,200 0 200,535
17257410 3,397.08 112,300SH DEFINE4 0 0 112,300
CIRCUIT CITY STORES-CIRCUIT 17273710 7,461.20 324,400SH DEFINE2 2,700 0 321,700
17273710 90,157.70 3,919,900SH DEFINE4 0 0 3,919,900
CIRRUS LOGIC INC 17275510 0.00 0SH DEFINE2 0 0 0
17275510 11,976.19 297,084SH DEFINE4 0 0 297,084
CISCO SYSTEMS 17275R10 1,303,992.43 23,601,673SH DEFINE2 7,883,760 0 15,717,913
17275R10 3,659,452.70 66,234,438SH DEFINE4 0 0 66,234,438
CITADEL COMMUNICATIONS CORP 17285320 11,391.70 670,100SH DEFINE2 348,600 0 321,500
17285320 69,913.28 4,112,546SH DEFINE4 0 0 4,112,546
CINTAS CORP 17290810 43,371.87 995,624SH DEFINE2 223,237 0 772,387
17290810 320,279.91 7,352,193SH DEFINE4 0 0 7,352,193
CITIGROUP INC 17296710 886,065.54 16,389,652SH DEFINE2 5,512,610 0 10,877,042
17296710 2,959,555.02 54,743,214SH DEFINE4 0 0 54,743,214
CITIZENS BANKING CORP MICH 17442010 933.80 40,600SH DEFINE2 19,500 0 21,100
17442010 319.70 13,900SH DEFINE4 0 0 13,900
CITIZENS COMMUNICATIONS CO 17453B10 0.00 0SH DEFINE2 0 0 0
17453B10 45.69 3,400SH DEFINE4 0 0 3,400
CITRIX SYSTEMS INC 17737610 1,028.41 51,261SH DEFINE2 577 0 50,684
17737610 1,392.12 69,389SH DEFINE4 0 0 69,389
CITY NATIONAL CORP 17856610 13,878.54 359,315SH DEFINE2 160,850 0 198,465
17856610 14,297.04 370,150SH DEFINE4 0 0 370,150
CLAIRE S STORES INC 17958410 17,046.00 947,000SH DEFINE2 369,600 0 577,400
17958410 5,949.00 330,500SH DEFINE4 0 0 330,500
CLARCOR INC 17989510 10,331.92 529,842SH DEFINE2 169,090 0 360,752
17989510 2,948.40 151,200SH DEFINE4 0 0 151,200
CLARENT CORP 18046110 0.00 0SH DEFINE2 0 0 0
18046110 98.44 2,500SH DEFINE4 0 0 2,500
CLAYTON HOMES INC 18419010 12.00 1,200SH DEFINE2 0 0 1,200
18419010 0.00 0SH DEFINE4 0 0 0
CLEAR CHANNEL COMMUNICATIONS18450210 187,968.51 3,326,876SH DEFINE2 890,432 0 2,436,444
18450210 2,025,709.18 35,853,260SH DEFINE4 0 0 35,853,260
CLICK COMMERCE 18681D10 26,684.55 624,200SH DEFINE2 366,800 0 257,400
18681D10 12,883.05 301,358SH DEFINE4 0 0 301,358
CLOROX COMPANY 18905410 2,692.03 68,045SH DEFINE2 2,530 0 65,515
18905410 123,117.71 3,111,980SH DEFINE4 0 0 3,111,980
COASTAL CORP 19044110 78,654.99 1,061,113SH DEFINE2 61,166 0 999,947
19044110 271,517.29 3,662,965SH DEFINE4 0 0 3,662,965
COCA COLA COMPANY 19121610 113,892.50 2,066,077SH DEFINE2 367,850 0 1,698,227
19121610 850,612.10 15,430,605SH DEFINE4 0 0 15,430,605
COCA COLA ENTERPRISES 19121910 98,204.90 6,161,876SH DEFINE2 392,400 0 5,769,476
19121910 198,012.84 12,424,335SH DEFINE4 0 0 12,424,335
COCA COLA FEMSA ADS 19124110 7,905.96 395,298SH DEFINE2 42,900 0 352,398
19124110 23,191.50 1,159,575SH DEFINE4 0 0 1,159,575
COFLEXIP SPONS ADR 19238410 12,475.09 200,403SH DEFINE2 11,050 0 189,353
19238410 55,215.75 887,000SH DEFINE4 0 0 887,000
COGNEX CORP 19242210 0.00 0SH DEFINE2 0 0 0
19242210 8,664.81 219,710SH DEFINE4 0 0 219,710
COGNIZANT TECH SOLUTIONS CRP19244610 0.00 0SH DEFINE2 0 0 0
19244610 171.60 4,400SH DEFINE4 0 0 4,400
COGNOS INC 19244C10 0.00 0SH DEFINE2 0 0 0
19244C10 2,608.00 64,000SH DEFINE4 0 0 64,000
COHERENT INC 19247910 0.00 0SH DEFINE2 0 0 0
19247910 7,375.28 108,460SH DEFINE4 0 0 108,460
COHU INC 19257610 5,118.97 334,300SH DEFINE2 108,400 0 225,900
19257610 753.38 49,200SH DEFINE4 0 0 49,200
COLDWATER CREEK INC 19306810 11,294.10 418,300SH DEFINE2 201,400 0 216,900
19306810 4,149.90 153,700SH DEFINE4 0 0 153,700
KENNETH COLE PRODUCTIONS CL 19329410 0.00 0SH DEFINE2 0 0 0
19329410 259.55 7,350SH DEFINE4 0 0 7,350
COLGATE PALMOLIVE CO 19416210 7,155.52 151,600SH DEFINE2 1,350 0 150,250
19416210 93,024.12 1,970,850SH DEFINE4 0 0 1,970,850
COLT TELECOM GROUP SPONS ADR19687710 57.33 520SH DEFINE2 0 0 520
19687710 75.85 688SH DEFINE4 0 0 688
COLUMBIA ENERGY GROUP 19764810 1,476.80 20,800SH DEFINE2 0 0 20,800
19764810 37,069.10 522,100SH DEFINE4 0 0 522,100
COLUMBIA SPORTSWEAR CO 19851610 0.00 0SH DEFINE2 0 0 0
19851610 233.96 5,100SH DEFINE4 0 0 5,100
COMCAST CORP SPECIAL CLASS A20030020 9,743.13 238,000SH DEFINE2 1,640 0 236,360
20030020 88,164.64 2,153,640SH DEFINE4 0 0 2,153,640
COMDISCO INC 20033610 0.00 0SH DEFINE2 0 0 0
20033610 36.22 1,900SH DEFINE4 0 0 1,900
COMERICA INC 20034010 27,353.83 468,087SH DEFINE2 363,610 0 104,477
20034010 550,327.27 9,417,365SH DEFINE4 0 0 9,417,365
COMMERCE BANCORP INC NJ 20051910 0.00 0SH DEFINE2 0 0 0
20051910 7,859.39 135,070SH DEFINE4 0 0 135,070
COMMERCE GROUP INC MASS 20064110 13,455.94 465,000SH DEFINE2 191,800 0 273,200
20064110 3,446.46 119,100SH DEFINE4 0 0 119,100
COMMERCE ONE INC 20069310 0.00 0SH DEFINE2 0 0 0
20069310 8,626.44 109,891SH DEFINE4 0 0 109,891
COMMERCIAL FEDERAL CORP 20164710 9,073.67 474,440SH DEFINE2 152,790 0 321,650
20164710 2,958.45 154,690SH DEFINE4 0 0 154,690
COMMSCOPE INC 20337210 31.01 1,266SH DEFINE2 166 0 1,100
20337210 618.22 25,233SH DEFINE4 0 0 25,233
COMMUNICATIONS SYSTEMS INC 20390010 6,819.34 509,857SH DEFINE2 161,500 0 348,357
20390010 2,604.61 194,737SH DEFINE4 0 0 194,737
COMMUNITY FIRST BANKSHARES 20390210 6,047.58 344,346SH DEFINE2 110,600 0 233,746
20390210 2,746.78 156,400SH DEFINE4 0 0 156,400
BRASIL DISTR PAO ACU SP ADR 20440T20 2,852.10 76,695SH DEFINE2 11,100 0 65,595
20440T20 1,406.39 37,819SH DEFINE4 0 0 37,819
CIA VALE DO RIO DOCE SP ADR 20441210 21,744.52 883,026SH DEFINE2 42,915 0 840,111
20441210 3,647.70 148,130SH DEFINE4 0 0 148,130
CIA PARANAENSE ENERGIA-COPEL20441B40 0.00 0SH DEFINE2 0 0 0
20441B40 9,599.20 1,081,600SH DEFINE4 0 0 1,081,600
COMPANHIA DE BEBIDAS 20441W20 45,211.80 2,043,471SH DEFINE2 62,100 0 1,981,371
20441W20 57,070.97 2,579,479SH DEFINE4 0 0 2,579,479
MINAS BUENAVENTURA-SPON ADR 20444810 1,092.99 77,380SH DEFINE2 11,000 0 66,380
20444810 517.72 36,653SH DEFINE4 0 0 36,653
COMPANIA DE TELE CHILE ADS 20444930 889.60 51,200SH DEFINE2 16,500 0 34,700
20444930 590.75 34,000SH DEFINE4 0 0 34,000
COMPAQ COMPUTER CORP 20449310 17,707.88 642,055SH DEFINE2 54,205 0 587,850
20449310 286,269.23 10,379,595SH DEFINE4 0 0 10,379,595
COMPUTER ASSOCIATES 20491210 7,391.90 293,475SH DEFINE2 411,935 0 -118,460
20491210 218,310.97 8,667,433SH DEFINE4 0 0 8,667,433
COMPUTER LEARNING CENTERS 20519910 0.00 0SH DEFINE2 0 0 0
20519910 5.81 5,994SH DEFINE4 0 0 5,994
COMPUTER SCIENCES CORP 20536310 3,460.05 46,600SH DEFINE2 650 0 45,950
20536310 39,497.29 531,950SH DEFINE4 0 0 531,950
COMPUTER TASK GROUP INC 20547710 2,318.59 741,950SH DEFINE2 235,250 0 506,700
20547710 1,156.91 370,210SH DEFINE4 0 0 370,210
COMPUWARE CORP 20563810 816.56 97,500SH DEFINE2 0 0 97,500
20563810 59.46 7,100SH DEFINE4 0 0 7,100
COMPX INTERNATIONAL INC 20563P10 0.00 0SH DEFINE2 0 0 0
20563P10 0.00 0SH DEFINE4 0 0 0
COMVERSE TECHNOLOGY INC 20586240 321,029.40 2,972,494SH DEFINE2 1,139,627 0 1,832,867
20586240 1,367,660.46 12,663,523SH DEFINE4 0 0 12,663,523
CONAGRA INC 20588710 2,969.25 148,000SH DEFINE2 3,510 0 144,490
20588710 82,250.43 4,099,710SH DEFINE4 0 0 4,099,710
CONCORD EFS INC 20619710 0.00 0SH DEFINE2 0 0 0
20619710 188.23 5,300SH DEFINE4 0 0 5,300
CONECTIV INC 20682910 0.00 0SH DEFINE2 0 0 0
20682910 5,884.45 329,200SH DEFINE4 0 0 329,200
CONEXANT SYSTEMS INC 20714210 3,062.70 73,139SH DEFINE2 2,860 0 70,279
20714210 24,979.59 596,527SH DEFINE4 0 0 596,527
CONNETICS CORP 20819210 0.00 0SH DEFINE2 0 0 0
20819210 25,326.18 1,049,790SH DEFINE4 0 0 1,049,790
CONOCO INC-CL A 20825130 192,056.11 7,351,430SH DEFINE2 3,418,830 0 3,932,600
20825130 377,737.20 14,458,840SH DEFINE4 0 0 14,458,840
CONOCO INC-CL B 20825140 26,725.39 992,126SH DEFINE2 414,630 0 577,496
20825140 309,904.49 11,504,575SH DEFINE4 0 0 11,504,575
CONSECO INC 20846410 706.70 92,682SH DEFINE2 1,409 0 91,273
20846410 2,846.44 373,303SH DEFINE4 0 0 373,303
CONSOLIDATED EDISON INC 20911510 2,218.13 65,000SH DEFINE2 4,500 0 60,500
20911510 147,215.25 4,314,000SH DEFINE4 0 0 4,314,000
CONSOLIDATED STORES CORP 21014910 382.05 28,300SH DEFINE2 0 0 28,300
21014910 0.00 0SH DEFINE4 0 0 0
CONSTELLATION ENERGY GROUP 21037110 6,041.64 121,440SH DEFINE2 27,530 0 93,910
21037110 84,157.10 1,691,600SH DEFINE4 0 0 1,691,600
CONTINENTAL AIRLINES-CL B 21079530 0.00 0SH DEFINE2 0 0 0
21079530 81.79 1,800SH DEFINE4 0 0 1,800
CONTOUR ENERGY CO 21220C10 33.28 15,000SH DEFINE2 0 0 15,000
21220C10 149.76 67,500SH DEFINE4 0 0 67,500
CONVERGENT P/P (PRIVATE) 2124839A 0.00 0SH DEFINE2 0 0 0
2124839A 0.00 0SH DEFINE4 0 0 0
CONVERGYS CORP 21248510 73,935.16 1,901,869SH DEFINE2 252,545 0 1,649,324
21248510 380,938.46 9,799,060SH DEFINE4 0 0 9,799,060
COOPER CAMERON CORP 21664010 34,767.16 471,819SH DEFINE2 94,400 0 377,419
21664010 256,167.23 3,476,400SH DEFINE4 0 0 3,476,400
COOPER INDUSTRIES INC 21666910 9,290.14 263,550SH DEFINE2 61,765 0 201,785
21666910 128,716.26 3,651,525SH DEFINE4 0 0 3,651,525
COOPER TIRE AND RUBBER 21683110 183.14 18,200SH DEFINE2 0 0 18,200
21683110 0.00 0SH DEFINE4 0 0 0
COORS ADOLPH CO CL B 21701610 587.64 9,300SH DEFINE2 0 0 9,300
21701610 0.00 0SH DEFINE4 0 0 0
COORSTEK INC 21702010 9,290.93 242,900SH DEFINE2 170,500 0 72,400
21702010 1,625.63 42,500SH DEFINE4 0 0 42,500
COPPER MOUNTAIN NETWORKS INC21751010 0.00 0SH DEFINE2 0 0 0
21751010 108.75 2,900SH DEFINE4 0 0 2,900
COPPERCOM P/P (PRIVATE) 2175CC9A 0.00 0SH DEFINE2 0 0 0
2175CC9A 0.00 0SH DEFINE4 0 0 0
COR THERAPEUTICS INC 21775310 273.03 4,382SH DEFINE2 592 0 3,790
21775310 75,259.37 1,207,773SH DEFINE4 0 0 1,207,773
CORINTHIAN COLLEGES INC 21886810 0.00 0SH DEFINE2 0 0 0
21886810 289.10 4,900SH DEFINE4 0 0 4,900
CORNING INC 21935010 439,517.29 1,479,856SH DEFINE2 581,486 0 898,370
21935010 1,212,668.26 4,083,058SH DEFINE4 0 0 4,083,058
CORSAIR COMMUNICATIONS INC 22040610 0.00 0SH DEFINE2 0 0 0
22040610 88.28 11,300SH DEFINE4 0 0 11,300
CORVIS CORP 22100910 36.63 600SH DEFINE2 0 0 600
22100910 0.00 0SH DEFINE4 0 0 0
COST PLUS INC 22148510 11,459.85 380,410SH DEFINE2 266,785 0 113,625
22148510 2,058.17 68,321SH DEFINE4 0 0 68,321
COSTCO WHOLESALE CORP 22160K10 4,573.76 130,913SH DEFINE2 2,439 0 128,473
22160K10 110,220.07 3,154,778SH DEFINE4 0 0 3,154,778
COSTAR GROUP INC 22160N10 16,398.40 443,200SH DEFINE2 310,900 0 132,300
22160N10 3,163.50 85,500SH DEFINE4 0 0 85,500
COUNTRYWIDE CREDIT INDS INC 22237210 1,124.95 29,800SH DEFINE2 0 0 29,800
22237210 111.36 2,950SH DEFINE4 0 0 2,950
COVAD COMMUNICATIONS GROUP 22281420 1,306.27 97,665SH DEFINE2 5,588 0 92,077
22281420 75,444.88 5,640,739SH DEFINE4 0 0 5,640,739
COVENTRY HELTH CARE INC 22286210 14,229.00 940,760SH DEFINE2 454,790 0 485,970
22286210 4,585.90 303,200SH DEFINE4 0 0 303,200
COX COMMUNICATIONS NEW CL A 22404410 1,444.07 37,753SH DEFINE2 24,925 0 12,828
22404410 2,408.72 62,973SH DEFINE4 0 0 62,973
COX RADIO INC CL A 22405110 69.75 4,000SH DEFINE2 4,000 0 0
22405110 12,990.94 745,000SH DEFINE4 0 0 745,000
CRANE CO 22439910 357.42 15,625SH DEFINE2 0 0 15,625
22439910 5,985.02 261,640SH DEFINE4 0 0 261,640
CREDENCE SYSTEMS CORP 22530210 6,756.00 225,200SH DEFINE2 159,400 0 65,800
22530210 1,083.00 36,100SH DEFINE4 0 0 36,100
CREE INC 22544710 0.00 0SH DEFINE2 0 0 0
22544710 48,092.63 413,700SH DEFINE4 0 0 413,700
CRESCENT REAL ESTATE EQUITIE22575610 13.39 600SH DEFINE2 0 0 600
22575610 0.00 0SH DEFINE4 0 0 0
CRIIMI MAE INC REIT 22660310 0.00 0SH DEFINE2 0 0 0
22660310 0.00 0SH DEFINE4 0 0 0
CRISTALERIAS DE CHILE ADR 22671410 0.00 0SH DEFINE2 0 0 0
22671410 22.88 1,500SH DEFINE4 0 0 1,500
CRITICAL PATH INC 22674V10 9,727.87 160,130SH DEFINE2 4,799 0 155,331
22674V10 177,303.72 2,918,580SH DEFINE4 0 0 2,918,580
CROMPTON CORP 22711610 12,079.07 1,533,850SH DEFINE2 571,750 0 962,100
22711610 3,630.60 461,028SH DEFINE4 0 0 461,028
CROSS TIMBERS OIL CO 22757310 0.00 0SH DEFINE2 0 0 0
22757310 273.42 14,250SH DEFINE4 0 0 14,250
CROWN CASTLE INTL CORP 22822710 33,170.75 1,067,871SH DEFINE2 177,198 0 890,673
22822710 101,492.23 3,267,356SH DEFINE4 0 0 3,267,356
CROWN CORK & SEAL CO INC 22825510 348.41 32,600SH DEFINE2 0 0 32,600
22825510 0.00 0SH DEFINE4 0 0 0
CROWN CRAFTS 22830910 0.00 0SH DEFINE2 0 0 0
22830910 0.00 0SH DEFINE4 0 0 0
CUBIST PHARMACEUTICALS INC 22967810 0.00 0SH DEFINE2 0 0 0
22967810 177.01 3,400SH DEFINE4 0 0 3,400
CULLEN FROST BANKERS INC 22989910 11,515.47 354,322SH DEFINE2 114,160 0 240,162
22989910 3,480.75 107,100SH DEFINE4 0 0 107,100
CULP INC 23021510 2,387.68 596,920SH DEFINE2 305,900 0 291,020
23021510 664.80 166,200SH DEFINE4 0 0 166,200
CUMMINS ENGINE INC 23102110 326.32 10,900SH DEFINE2 0 0 10,900
23102110 0.00 0SH DEFINE4 0 0 0
CYBEAR GROUP 23243C10 0.00 2SH DEFINE2 0 0 2
23243C10 0.00 0SH DEFINE4 0 0 0
CYBERNET INTERNET SVCS INTL 23250310 0.00 0SH DEFINE2 0 0 0
23250310 0.00 0SH DEFINE4 0 0 0
CYBEROPTICS CORO 23251710 0.00 0SH DEFINE2 0 0 0
23251710 162.98 8,900SH DEFINE4 0 0 8,900
CYBERONICS INC 23251P10 3,764.43 175,600SH DEFINE2 123,200 0 52,400
23251P10 14,982.67 698,900SH DEFINE4 0 0 698,900
CYMER INC 23257210 0.00 0SH DEFINE2 0 0 0
23257210 205.61 6,700SH DEFINE4 0 0 6,700
CYPRESS SEMICONDUCTOR CORP 23280610 307.43 7,397SH DEFINE2 1,208 0 6,189
23280610 15,363.79 369,655SH DEFINE4 0 0 369,655
CYTYC CORPORATION 23294610 0.00 0SH DEFINE2 0 0 0
23294610 12,847.80 297,920SH DEFINE4 0 0 297,920
DDI CORP 23316210 0.00 0SH DEFINE2 0 0 0
23316210 20,502.80 463,340SH DEFINE4 0 0 463,340
DMC STRATEGIC NETWORKS INC 23322L10 0.00 0SH DEFINE2 0 0 0
23322L10 78.71 4,900SH DEFINE4 0 0 4,900
D P L INC 23329310 4,922.38 165,458SH DEFINE2 58,070 0 107,388
23329310 68,353.15 2,297,585SH DEFINE4 0 0 2,297,585
DQE INC 23329J10 0.00 0SH DEFINE2 0 0 0
23329J10 13,991.59 348,700SH DEFINE4 0 0 348,700
DRS TECHNOLOGIES INC 23330X10 0.00 4,859SH DEFINE2 0 0 4,859
23330X10 0.00 96,836SH DEFINE4 0 0 96,836
DST SYSTEMS INC 23332610 23.50 200SH DEFINE2 100 0 100
23332610 8,812.50 75,000SH DEFINE4 0 0 75,000
DSP GROUP INC 23332B10 3,751.10 100,364SH DEFINE2 14,900 0 85,464
23332B10 1,972.73 52,782SH DEFINE4 0 0 52,782
DTE ENERGY CO 23333110 1,491.75 39,000SH DEFINE2 0 0 39,000
23333110 0.00 0SH DEFINE4 0 0 0
DT INDUSTRIES INC 23333J10 5,055.00 1,011,000SH DEFINE2 325,000 0 686,000
23333J10 1,817.46 363,491SH DEFINE4 0 0 363,491
DALLAS SEMICONDUCTOR 23520410 6,215.54 189,066SH DEFINE2 67,050 0 122,016
23520410 1,035.56 31,500SH DEFINE4 0 0 31,500
DANA CORPORATION 23581110 837.06 38,933SH DEFINE2 0 0 38,933
23581110 159.10 7,400SH DEFINE4 0 0 7,400
DANAHER CORP 23585110 28,525.21 573,371SH DEFINE2 128,970 0 444,401
23585110 107,818.20 2,167,200SH DEFINE4 0 0 2,167,200
DARDEN RESTAURANTS INC 23719410 28,536.08 1,371,103SH DEFINE2 245,240 0 1,125,863
23719410 79,455.88 3,817,700SH DEFINE4 0 0 3,817,700
DAVEL COMMUNICATIONS INC 23834110 0.00 0SH DEFINE2 0 0 0
23834110 0.00 0SH DEFINE4 0 0 0
DAVOX CORP 23920810 8,655.26 860,150SH DEFINE2 414,300 0 445,850
23920810 3,040.89 302,200SH DEFINE4 0 0 302,200
DAYTON SUPERIOR P/P 144A WAR24002811 19.20 960SH DEFINE2 0 0 960
24002811 487.80 24,390SH DEFINE4 0 0 24,390
DE BEERS CONSOLIDATED MINES 24025330 0.00 986SH DEFINE2 0 0 986
24025330 0.00 0SH DEFINE4 0 0 0
DECODE GENETICS INC 24358610 0.00 0SH DEFINE2 0 0 0
24358610 2,645.81 103,000SH DEFINE4 0 0 103,000
DEERE & COMPANY 24419910 2,114.70 63,600SH DEFINE2 0 0 63,600
24419910 59.85 1,800SH DEFINE4 0 0 1,800
DELHAIZE AMERICA INC 24668810 0.00 0SH DEFINE2 0 0 0
24668820 67.00 4,000SH DEFINE4 0 0 4,000
DELL COMPUTER CORP 24702510 26,953.54 874,760SH DEFINE2 543,310 0 331,450
24702510 294,621.42 9,561,750SH DEFINE4 0 0 9,561,750
DELPHI AUTOMOTIVE SYSTEMS 24712610 2,220.26 146,794SH DEFINE2 400 0 146,394
24712610 4,832.56 319,508SH DEFINE4 0 0 319,508
DELTA & PINE LAND CO 24735710 9,866.57 384,100SH DEFINE2 123,500 0 260,600
24735710 3,316.26 129,100SH DEFINE4 0 0 129,100
DELTA AIR LINES INC 24736110 1,477.69 33,300SH DEFINE2 500 0 32,800
24736110 22,356.13 503,800SH DEFINE4 0 0 503,800
DE LUXE CORPORATION 24801910 377.81 18,600SH DEFINE2 0 0 18,600
24801910 115.78 5,700SH DEFINE4 0 0 5,700
DENDRITE INTERNATIONAL INC 24823910 10,306.70 384,399SH DEFINE2 265,799 0 118,600
24823910 1,662.38 62,000SH DEFINE4 0 0 62,000
DENTSPLY INTERNATIONAL INC 24903010 0.00 0SH DEFINE2 0 0 0
24903010 62.89 1,800SH DEFINE4 0 0 1,800
DESC S.A. ADR 25030910 0.00 0SH DEFINE2 0 0 0
25030910 9.80 950SH DEFINE4 0 0 950
DEVON ENERGY CORPORATION 25179M10 61,353.29 1,020,005SH DEFINE2 205,003 0 815,002
25179M10 156,013.97 2,593,749SH DEFINE4 0 0 2,593,749
DIAGNOSTIC PRODS CORP 25245010 7,904.33 147,400SH DEFINE2 47,300 0 100,100
25245010 3,115.61 58,100SH DEFINE4 0 0 58,100
DIAL CORP (NEW) 25247D10 3,646.76 313,700SH DEFINE2 101,000 0 212,700
25247D10 1,074.15 92,400SH DEFINE4 0 0 92,400
DIAMOND OFFSHORE DRILLING 25271C10 888.90 21,680SH DEFINE2 2,665 0 19,015
25271C10 6,469.94 157,804SH DEFINE4 0 0 157,804
DIAMOND TECH PARTNERS INC 25276210 36,698.06 494,250SH DEFINE2 108,600 0 385,650
25276210 88,729.64 1,195,012SH DEFINE4 0 0 1,195,012
DIGEX INC 25375610 4,017.19 85,700SH DEFINE2 4,900 0 80,800
25375610 87,571.88 1,868,200SH DEFINE4 0 0 1,868,200
DIGITAL ISLAND INC 25385N10 52.71 2,811SH DEFINE2 380 0 2,431
25385N10 617.39 32,927SH DEFINE4 0 0 32,927
DIGITAS INC 25388K10 0.00 0SH DEFINE2 0 0 0
25388K10 17.96 1,012SH DEFINE4 0 0 1,012
DILLARDS INC - CL A 25406710 250.75 23,600SH DEFINE2 0 0 23,600
25406710 0.00 0SH DEFINE4 0 0 0
AP DIME BANCORP INC (NEW) 25429Q10 0.00 0SH DEFINE2 0 0 0
25429Q10 0.00 0SH DEFINE4 0 0 0
DISCOVERY PARTNERS INTL 25467510 6,532.50 321,600SH DEFINE2 226,000 0 95,600
25467510 1,337.21 65,832SH DEFINE4 0 0 65,832
DISNEY WALT PRODUCTIONS INC 25468710 50,206.38 1,312,585SH DEFINE2 57,165 0 1,255,420
25468710 530,439.72 13,867,705SH DEFINE4 0 0 13,867,705
DIVA SYSTEMS WARR P/P 144A 025501315 226.08 13,702SH DEFINE2 4,611 0 9,091
25501315 3,438.11 208,370SH DEFINE4 0 0 208,370
DIVERSA CORP 25506410 6,066.90 224,700SH DEFINE2 19,400 0 205,300
25506410 26,252.10 972,300SH DEFINE4 0 0 972,300
DIXIE GROUP INC 25551910 0.00 0SH DEFINE2 0 0 0
25551910 0.00 31,118SH DEFINE4 0 0 31,118
DOCENT INC. 25608L10 0.00 216,200SH DEFINE2 114,600 0 101,600
25608L10 0.00 107,100SH DEFINE4 0 0 107,100
DOCUMENTUM INC 25615910 0.00 0SH DEFINE2 0 0 0
25615910 11,112.13 136,870SH DEFINE4 0 0 136,870
DOLLAR GENERAL CORP 25666910 1,435.27 85,688SH DEFINE2 991 0 84,697
25666910 11,523.90 687,994SH DEFINE4 0 0 687,994
DOLLAR TREE STORES 25674710 19,641.01 484,216SH DEFINE2 95,275 0 388,941
25674710 544,609.97 13,426,440SH DEFINE4 0 0 13,426,440
DOMINION RESOURCES INC/VA 25746U10 11,582.60 199,485SH DEFINE2 221,588 0 -22,103
25746U10 201,545.27 3,471,178SH DEFINE4 0 0 3,471,178
DONNELLEY R R & SONS CO 25786710 781.09 31,800SH DEFINE2 0 0 31,800
25786710 89.65 3,650SH DEFINE4 0 0 3,650
DOUBLECLICK INC 25860930 112.10 3,503SH DEFINE2 479 0 3,024
25860930 832.39 26,012SH DEFINE4 0 0 26,012
DOVER CORPORATION 26000310 2,661.36 56,700SH DEFINE2 1,800 0 54,900
26000310 70,960.11 1,511,800SH DEFINE4 0 0 1,511,800
DOVER DOWNS ENTERTAINMENT 26008610 7,107.09 528,900SH DEFINE2 253,100 0 275,800
26008610 2,746.63 204,400SH DEFINE4 0 0 204,400
DOW CHEMICAL COMPANY 26054310 12,390.70 496,870SH DEFINE2 241,610 0 255,260
26054310 226,778.38 9,093,870SH DEFINE4 0 0 9,093,870
DOW JONES & CO INC 26056110 1,427.80 23,600SH DEFINE2 450 0 23,150
26056110 20,476.23 338,450SH DEFINE4 0 0 338,450
DREYERS GRAND ICE CREAM INC 26187810 0.00 0SH DEFINE2 0 0 0
26187810 129.38 6,000SH DEFINE4 0 0 6,000
DSET CORP 26250410 10,098.00 489,600SH DEFINE2 341,900 0 147,700
26250410 1,808.81 87,700SH DEFINE4 0 0 87,700
DUPONT E I DENEMOURS & CO LT26353410 25,316.24 610,950SH DEFINE2 236,451 0 374,499
26353410 435,479.49 10,509,309SH DEFINE4 0 0 10,509,309
DUANE READE INC 26357810 0.00 0SH DEFINE2 0 0 0
26357810 8,543.03 352,290SH DEFINE4 0 0 352,290
DUKE POWER COMPANY 26439910 24,038.64 280,334SH DEFINE2 46,490 0 233,844
26439910 430,523.31 5,020,680SH DEFINE4 0 0 5,020,680
DUKE REALTY INVESTMENTS INC 26441150 0.00 0SH DEFINE2 0 0 0
26441150 60.31 2,500SH DEFINE4 0 0 2,500
DUN & BRADSTREET CORP 26483B10 14,288.12 414,900SH DEFINE2 65,500 0 349,400
26483B10 51,539.51 1,496,610SH DEFINE4 0 0 1,496,610
DUPONT PHOTOMASKS INC 26613X10 7,856.64 133,730SH DEFINE2 64,330 0 69,400
26613X10 2,714.25 46,200SH DEFINE4 0 0 46,200
DURA PHARMACEUTICAL INC 26632S10 0.00 0SH DEFINE2 0 0 0
26632S10 4,072.39 115,121SH DEFINE4 0 0 115,121
DURECT CORP 26660510 393.00 26,200SH DEFINE2 13,800 0 12,400
26660510 1,590.00 106,000SH DEFINE4 0 0 106,000
DYCOM INDUSTRIES INC 26747510 33,110.81 795,455SH DEFINE2 475,989 0 319,466
26747510 3,250.12 78,081SH DEFINE4 0 0 78,081
DYNEGY INC 26816Q10 36,172.20 634,600SH DEFINE2 137,700 0 496,900
26816Q10 170,840.40 2,997,200SH DEFINE4 0 0 2,997,200
ECI TELECOMMUNICATIONS LTD 26825810 208.25 6,800SH DEFINE2 0 0 6,800
26825810 0.00 0SH DEFINE4 0 0 0
EEX CORPORATION 26842V20 0.00 0SH DEFINE2 0 0 0
26842V20 205.24 42,100SH DEFINE4 0 0 42,100
EGL INC 26848410 11,885.23 392,900SH DEFINE2 275,600 0 117,300
26848410 2,057.61 68,020SH DEFINE4 0 0 68,020
EMC CORP 26864810 927,636.23 9,358,247SH DEFINE2 3,400,288 0 5,957,959
26864810 2,458,156.37 24,798,551SH DEFINE4 0 0 24,798,551
ENSCO INTERNATIONAL INC 26874Q10 0.00 0SH DEFINE2 0 0 0
26874Q10 130.05 3,400SH DEFINE4 0 0 3,400
ENI SPA - SPONS ADR 26874R10 0.00 0SH DEFINE2 0 0 0
26874R10 1,535.19 29,000SH DEFINE4 0 0 29,000
EOG RESOURCES INC 26875P10 112.74 2,900SH DEFINE2 2,900 0 0
26875P10 24,600.10 632,800SH DEFINE4 0 0 632,800
E.PIPHANY INC 26881V10 12,669.08 164,400SH DEFINE2 2,300 0 162,100
26881V10 275,029.90 3,568,920SH DEFINE4 0 0 3,568,920
E*TRADE GROUP INC 26924610 55.44 3,373SH DEFINE2 839 0 2,534
26924610 6,663.18 405,364SH DEFINE4 0 0 405,364
EARTHGRAINS 27031910 10,447.98 566,670SH DEFINE2 182,250 0 384,420
27031910 3,989.88 216,400SH DEFINE4 0 0 216,400
EARTHWATCH INC 144A 27032410 0.00 0SH DEFINE2 0 0 0
27032410 0.00 36,154,835SH DEFINE4 0 0 36,154,835
EARTHWEB INC 27032C10 28.43 3,095SH DEFINE2 460 0 2,634
27032C10 279.15 30,384SH DEFINE4 0 0 30,384
EASTERN ENTERPRISES 27637F10 440.31 6,900SH DEFINE2 0 0 6,900
27637F10 0.00 0SH DEFINE4 0 0 0
EASTMAN CHEMICAL CO 27743210 939.14 25,425SH DEFINE2 2,485 0 22,940
27743210 92,985.91 2,517,385SH DEFINE4 0 0 2,517,385
EASTMAN KODAK COMPANY 27746110 7,914.63 193,630SH DEFINE2 31,858 0 161,772
27746110 161,376.99 3,948,061SH DEFINE4 0 0 3,948,061
EATON CORPORATION 27805810 1,195.53 19,400SH DEFINE2 0 0 19,400
27805810 117.09 1,900SH DEFINE4 0 0 1,900
EBAY INC 27864210 367.48 5,350SH DEFINE2 3,350 0 2,000
27864210 46,137.39 671,700SH DEFINE4 0 0 671,700
ECHOSTAR COMMUNICATIONS CL A27876210 151,683.50 2,875,517SH DEFINE2 1,445,141 0 1,430,376
27876210 343,540.48 6,512,616SH DEFINE4 0 0 6,512,616
ECOLAB INC 27886510 37,316.68 1,034,778SH DEFINE2 224,280 0 810,498
27886510 86,664.35 2,403,171SH DEFINE4 0 0 2,403,171
EDISON INTERNATIONAL 28102010 5,239.35 271,293SH DEFINE2 131,702 0 139,591
28102010 134,105.31 6,943,964SH DEFINE4 0 0 6,943,964
EDUCATION MANAGEMENT CORP 28139T10 1,276.84 47,400SH DEFINE2 33,400 0 14,000
28139T10 204.73 7,600SH DEFINE4 0 0 7,600
EDWARDS LIFESCIENCES CORP 28176E10 0.00 0SH DEFINE2 0 0 0
28176E10 355.54 16,300SH DEFINE4 0 0 16,300
EFFICIENT NETWORKS INC 28205610 7,314.11 196,023SH DEFINE2 6,404 0 189,619
28205610 184,697.91 4,950,028SH DEFINE4 0 0 4,950,028
EL PASO ELECTRIC COMPANY 28367785 0.00 0SH DEFINE2 0 0 0
28367785 7,114.96 516,700SH DEFINE4 0 0 516,700
EL PASO ENERGY CORPORATION 28390510 38,671.54 627,530SH DEFINE2 241,758 0 385,772
28390510 406,988.17 6,604,271SH DEFINE4 0 0 6,604,271
ELAN PLC ADR 28413120 101,351.70 1,851,173SH DEFINE2 159,204 0 1,691,968
28413120 296,927.19 5,423,328SH DEFINE4 0 0 5,423,328
ELANTEC SEMICONDUCTOR INC 28415510 0.00 0SH DEFINE2 0 0 0
28415510 398.50 4,000SH DEFINE4 0 0 4,000
ELASTIC NETWORKS INC. 28415910 0.00 0SH DEFINE2 0 0 0
28415910 0.00 0SH DEFINE4 0 0 0
ELECTRO SCIENTIFIC INDS 28522910 0.00 0SH DEFINE2 0 0 0
28522910 337.20 9,600SH DEFINE4 0 0 9,600
ELECTRONIC ARTS 28551210 10,369.74 210,020SH DEFINE2 15,600 0 194,420
28551210 533,239.34 10,799,784SH DEFINE4 0 0 10,799,784
ELECTRONIC DATA SYSTEMS CORP28566110 45,392.08 1,093,785SH DEFINE2 366,775 0 727,010
28566110 615,780.53 14,838,085SH DEFINE4 0 0 14,838,085
ELECTRONICS FOR IMAGING 28608210 0.00 0SH DEFINE2 0 0 0
28608210 73.23 2,900SH DEFINE4 0 0 2,900
EMBRAER AIRCRAFT CORP-ADR 29081M10 539.40 17,400SH DEFINE2 2,000 0 15,400
29081M10 204.60 6,600SH DEFINE4 0 0 6,600
EMBRATEL PARTICIPACOES SA AD29081N10 2,058.50 111,270SH DEFINE2 17,300 0 93,970
29081N10 1,293.71 69,930SH DEFINE4 0 0 69,930
EMERSON ELECTRIC CO 29101110 23,706.95 353,835SH DEFINE2 227,285 0 126,550
29101110 349,661.68 5,218,831SH DEFINE4 0 0 5,218,831
EMMIS COMMUNICATIONS CL A 29152510 115.79 4,678SH DEFINE2 584 0 4,095
29152510 906.60 36,630SH DEFINE4 0 0 36,630
EMPRESA NAC ELEC-CHILE-SP AD29244T10 0.00 0SH DEFINE2 0 0 0
29244T10 38.50 3,500SH DEFINE4 0 0 3,500
EMULEX CORP 29247520 61.25 500SH DEFINE2 500 0 0
29247520 153,517.00 1,253,200SH DEFINE4 0 0 1,253,200
ENERGEN CORP 29265N10 0.00 0SH DEFINE2 0 0 0
29265N10 29,500.10 991,600SH DEFINE4 0 0 991,600
ENERGY EAST CORPORATION 29266M10 8,651.05 382,367SH DEFINE2 127,870 0 254,497
29266M10 22,885.19 1,011,500SH DEFINE4 0 0 1,011,500
ENGAGE INC 29282710 0.00 0SH DEFINE2 0 0 0
29282710 95.88 11,800SH DEFINE4 0 0 11,800
ENGELHARD CORP 29284510 3,488.39 214,670SH DEFINE2 44,900 0 169,770
29284510 32,782.75 2,017,400SH DEFINE4 0 0 2,017,400
ENESCO GROUP INC 29297310 0.00 0SH DEFINE2 0 0 0
29297310 0.00 0SH DEFINE4 0 0 0
ENHANCE FINANCIAL SERVICES 29331010 10,676.87 821,298SH DEFINE2 263,740 0 557,558
29331010 3,159.34 243,026SH DEFINE4 0 0 243,026
ENRON CORP 29356110 535,081.45 6,106,493SH DEFINE2 2,999,500 0 3,106,993
29356110 942,733.45 10,758,727SH DEFINE4 0 0 10,758,727
ENTERCOM COMM.CORP. 29363910 7,322.11 244,580SH DEFINE2 55,000 0 189,580
29363910 120,030.81 4,009,380SH DEFINE4 0 0 4,009,380
ENTERGY CORP 29364G10 21,937.75 588,933SH DEFINE2 516,876 0 72,057
29364G10 493,690.23 13,253,429SH DEFINE4 0 0 13,253,429
ENTRAVISION COMMUNICATIONS 29382R10 39.96 2,300SH DEFINE2 2,300 0 0
29382R10 20,430.19 1,175,838SH DEFINE4 0 0 1,175,838
ENZON INC 29390410 3,306.60 50,100SH DEFINE2 2,700 0 47,400
29390410 143,585.64 2,175,540SH DEFINE4 0 0 2,175,540
EPICENTRIC P/P C (PRIVATE) 2942EP9B 250.00 34,014SH DEFINE2 0 0 34,014
2942EP9B 2,250.00 306,122SH DEFINE4 0 0 306,122
EQUIFAX INC 29442910 991.30 36,800SH DEFINE2 0 0 36,800
29442910 0.00 0SH DEFINE4 0 0 0
EQUINIX INC 29444U10 0.00 0SH DEFINE2 0 0 0
29444U10 11,981.25 1,350,000SH DEFINE4 0 0 1,350,000
EQUINIX INC P/P (PRIVATE) 29444U9E 235.41 33,156SH DEFINE2 0 0 33,156
29444U9E 4,472.82 629,974SH DEFINE4 0 0 629,974
EQUITABLE RESOURCES INC 29454910 2,877.23 45,400SH DEFINE2 0 0 45,400
29454910 24,957.08 393,800SH DEFINE4 0 0 393,800
EQUITY OFFICE PROPERTIES TR 29474110 5,152.96 165,890SH DEFINE2 52,670 0 113,220
29474110 42,880.80 1,380,468SH DEFINE4 0 0 1,380,468
EQUITY RESIDENTIAL PPTYS TR 29476L10 9,469.21 197,275SH DEFINE2 55,395 0 141,880
29476L10 85,162.87 1,774,226SH DEFINE4 0 0 1,774,226
ERIE INDTY CO 29530P10 0.00 0SH DEFINE2 0 0 0
29530P10 55.81 1,900SH DEFINE4 0 0 1,900
EXAR CORP 30064510 52,471.65 433,650SH DEFINE2 238,600 0 195,050
30064510 102,524.75 847,312SH DEFINE4 0 0 847,312
EXCALIBUR TECHNOLOGIES CORP 30065120 208.28 3,100SH DEFINE2 3,100 0 0
30065120 28,910.78 430,300SH DEFINE4 0 0 430,300
EXCEL LEGACY CORP REIT 30066510 0.00 0SH DEFINE2 0 0 0
30066510 0.00 0SH DEFINE4 0 0 0
EXCELON CORP 30069110 5,431.39 438,900SH DEFINE2 308,100 0 130,800
30069110 1,170.68 94,600SH DEFINE4 0 0 94,600
EXIDE CORP 30205110 458.24 50,564SH DEFINE2 0 0 50,564
30205110 5,572.22 614,866SH DEFINE4 0 0 614,866
EXIGENT INTERNATIONAL INC 30205610 0.27 125SH DEFINE2 125 0 0
30205610 0.00 0SH DEFINE4 0 0 0
EXODUS COMMUNICATIONS INC 30208810 4,239.04 85,854SH DEFINE2 142 0 85,712
30208810 23,580.61 477,582SH DEFINE4 0 0 477,582
EXPEDITORS INTL WASH INC 30213010 14,528.15 322,400SH DEFINE2 221,600 0 100,800
30213010 2,401.83 53,300SH DEFINE4 0 0 53,300
EXTENDED STAY AMERICA INC 30224P10 52.34 3,950SH DEFINE2 3,950 0 0
30224P10 11,215.46 846,450SH DEFINE4 0 0 846,450
EXTREME NETWORKS INC 30226D10 41,491.82 362,374SH DEFINE2 3,900 0 358,474
30226D10 268,960.73 2,349,002SH DEFINE4 0 0 2,349,002
EXXON MOBIL CORPORATION 30231G10 625,524.72 7,018,510SH DEFINE2 2,838,656 0 4,179,854
30231G10 2,583,075.38 28,982,613SH DEFINE4 0 0 28,982,613
FBL FINL GROUP INC 30239F10 6,805.50 418,800SH DEFINE2 201,200 0 217,600
30239F10 2,616.25 161,000SH DEFINE4 0 0 161,000
FEI CO 30241L10 0.00 0SH DEFINE2 0 0 0
30241L10 227.72 10,500SH DEFINE4 0 0 10,500
FLIR SYSTEMS INC 30244510 0.00 0SH DEFINE2 0 0 0
30244510 0.00 0SH DEFINE4 0 0 0
FMC CORP 30249130 516.38 7,700SH DEFINE2 0 0 7,700
30249130 0.00 0SH DEFINE4 0 0 0
FPL GROUP INC 30257110 23,926.43 363,900SH DEFINE2 1,550 0 362,350
30257110 204,498.94 3,110,250SH DEFINE4 0 0 3,110,250
FSI INTL INC 30263310 0.00 0SH DEFINE2 0 0 0
30263310 229.43 16,100SH DEFINE4 0 0 16,100
FACTORY 2U STORES 30307210 12,508.80 409,286SH DEFINE2 287,387 0 121,899
30307210 14,315.87 468,413SH DEFINE4 0 0 468,413
FACTSET RESEARCH SYSTEMS INC30307510 0.00 0SH DEFINE2 0 0 0
30307510 5,721.97 152,180SH DEFINE4 0 0 152,180
FAIR ISSAC & COMPANY INC 30325010 6,076.74 142,354SH DEFINE2 45,600 0 96,754
30325010 887.90 20,800SH DEFINE4 0 0 20,800
FAIRCHILD CORP 30369810 0.00 0SH DEFINE2 0 0 0
30369810 0.00 0SH DEFINE4 0 0 0
FALCON PRODUCTS INC 30607510 4,242.66 452,550SH DEFINE2 210,305 0 242,245
30607510 1,232.81 131,500SH DEFINE4 0 0 131,500
FAMILY DOLLAR STORES INC 30700010 47,529.23 2,469,051SH DEFINE2 499,165 0 1,969,886
30700010 125,739.08 6,531,900SH DEFINE4 0 0 6,531,900
FASTENAL CO 31190010 80.68 1,400SH DEFINE2 1,400 0 0
31190010 19,627.08 340,600SH DEFINE4 0 0 340,600
FREDDIE MAC 31340030 137,143.32 2,536,755SH DEFINE2 125,535 0 2,411,220
31340030 814,381.82 15,063,710SH DEFINE4 0 0 15,063,710
FEDERAL-MOGUL CORP 31354910 39.62 7,286SH DEFINE2 994 0 6,291
31354910 562.98 103,537SH DEFINE4 0 0 103,537
FANNIE MAE 31358610 109,917.67 1,537,310SH DEFINE2 517,150 0 1,020,160
31358610 1,059,080.45 14,812,314SH DEFINE4 0 0 14,812,314
FEDERAL REALTY INVT TRUST RE31374720 0.00 0SH DEFINE2 0 0 0
31374720 0.00 0SH DEFINE4 0 0 0
FEDERATED DEPT STORES 31410H10 5,993.47 229,415SH DEFINE2 150,890 0 78,525
31410H10 126,396.80 4,838,155SH DEFINE4 0 0 4,838,155
FEDEX CORPORATION 31428X10 3,299.78 74,420SH DEFINE2 0 0 74,420
31428X10 190.66 4,300SH DEFINE4 0 0 4,300
FERRO CORP 31540510 7,149.16 375,038SH DEFINE2 119,050 0 255,988
31540510 2,153.09 112,949SH DEFINE4 0 0 112,949
FIDELITY NATL FINL INC 31632610 11,352.83 458,700SH DEFINE2 147,500 0 311,200
31632610 8,144.98 329,090SH DEFINE4 0 0 329,090
FIFTH THIRD BANCORP 31677310 278,173.56 5,163,314SH DEFINE2 2,229,338 0 2,933,976
31677310 1,003,194.39 18,620,778SH DEFINE4 0 0 18,620,778
FILENET CORP 31686910 10,905.23 599,600SH DEFINE2 289,100 0 310,500
31686910 3,944.87 216,900SH DEFINE4 0 0 216,900
FINISAR CORPORATION 31787A10 70,117.14 1,449,450SH DEFINE2 180,650 0 1,268,800
31787A10 569,770.43 11,778,200SH DEFINE4 0 0 11,778,200
FIRST DATA CORP 31996310 4,261.72 109,100SH DEFINE2 0 0 109,100
31996310 0.00 0SH DEFINE4 0 0 0
FIRST MIDWEST BANCORP DEL 32086710 11,748.28 441,250SH DEFINE2 212,200 0 229,050
32086710 4,100.25 154,000SH DEFINE4 0 0 154,000
FIRST HEALTH GROUP CORP 32096010 0.00 0SH DEFINE2 0 0 0
32096010 30,245.34 937,840SH DEFINE4 0 0 937,840
FIRST SEC CORP DEL 33629410 0.00 0SH DEFINE2 0 0 0
33629410 29.36 1,800SH DEFINE4 0 0 1,800
FIRST TENN NATL CORP 33716210 59.27 2,900SH DEFINE2 1,200 0 1,700
33716210 23,623.71 1,155,900SH DEFINE4 0 0 1,155,900
FIRST UNION CORP 33735810 16,222.63 504,004SH DEFINE2 270,075 0 233,929
33735810 268,432.00 8,339,635SH DEFINE4 0 0 8,339,635
FIRSTWORLD COMM WARRANT 144A33762511 33.20 1,660SH DEFINE2 520 0 1,140
33762511 677.60 33,880SH DEFINE4 0 0 33,880
FIRSTAR CORPORATION 33763V10 192,832.94 8,618,232SH DEFINE2 3,100,504 0 5,517,728
33763V10 884,859.25 39,546,782SH DEFINE4 0 0 39,546,782
FISERV INC 33773810 79,608.84 1,329,584SH DEFINE2 280,035 0 1,049,549
33773810 228,316.85 3,813,225SH DEFINE4 0 0 3,813,225
FIRSTENERGY CORP 33793210 4,592.84 170,500SH DEFINE2 2,600 0 167,900
33793210 51,577.23 1,914,700SH DEFINE4 0 0 1,914,700
FITZGERALD GAMING 3382719E 0.00 0SH DEFINE2 0 0 0
3382719E 3.93 392,628SH DEFINE4 0 0 392,628
FLEET BOSTON FINANCIAL CORP 33903010 43,651.80 1,119,277SH DEFINE2 574,443 0 544,834
33903010 552,011.07 14,154,130SH DEFINE4 0 0 14,154,130
FLORIDA PROGRESS CORP 34110910 7,078.11 133,707SH DEFINE2 37,205 0 96,502
34110910 22,149.05 418,400SH DEFINE4 0 0 418,400
FLOWSERVE CORPORATION 34354P10 0.00 0SH DEFINE2 0 0 0
34354P10 0.00 0SH DEFINE4 0 0 0
FLUOR CORPORATION 34386110 615.00 20,500SH DEFINE2 0 0 20,500
34386110 87.00 2,900SH DEFINE4 0 0 2,900
FOCAL COMMUNICATIONS CORP 34415510 2,871.38 186,000SH DEFINE2 6,400 0 179,600
34415510 37,921.91 2,456,480SH DEFINE4 0 0 2,456,480
FOMENTO MEXICANO SPONS ADR 34441910 14,887.51 381,731SH DEFINE2 0 0 381,731
34441910 13.07 335SH DEFINE4 0 0 335
FORD MOTOR CO W/I 34537086 17,503.59 691,500SH DEFINE2 66,112 0 625,387
34537086 271,859.76 10,740,139SH DEFINE4 0 0 10,740,139
FOREST LABS INC 34583810 66,794.00 582,400SH DEFINE2 165,100 0 417,300
34583810 216,092.35 1,884,184SH DEFINE4 0 0 1,884,184
FORRESTER RESEARCH INC 34656310 0.00 0SH DEFINE2 0 0 0
34656310 429.04 6,730SH DEFINE4 0 0 6,730
FORT JAMES CORPORATION 34747110 1,583.14 51,800SH DEFINE2 0 0 51,800
34747110 58.07 1,900SH DEFINE4 0 0 1,900
FORTUNE BRANDS INC 34963110 6,455.40 243,600SH DEFINE2 69,470 0 174,130
34963110 55,979.93 2,112,450SH DEFINE4 0 0 2,112,450
FOUNDRY NETWORKS INC 35063R10 67,673.01 1,010,988SH DEFINE2 67,700 0 943,288
35063R10 260,670.22 3,894,233SH DEFINE4 0 0 3,894,233
FOUR SEASONS HOTEL 35100E10 24,784.95 338,650SH DEFINE2 43,050 0 295,600
35100E10 216,307.85 2,955,530SH DEFINE4 0 0 2,955,530
FOX ENTERTAINMENT GRP INC-A 35138T10 0.00 0SH DEFINE2 0 0 0
35138T10 98.05 3,700SH DEFINE4 0 0 3,700
FRANKLIN RESOURCES INC 35461310 2,772.43 62,400SH DEFINE2 400 0 62,000
35461310 18,162.98 408,800SH DEFINE4 0 0 408,800
FREEMARKETS INC 35660210 0.00 0SH DEFINE2 0 0 0
35660210 65,793.72 1,151,750SH DEFINE4 0 0 1,151,750
FREEPORT-MCMORAN COPPER & GO35671D10 77.55 9,400SH DEFINE2 3,045 0 6,355
35671D10 35,590.45 4,313,994SH DEFINE4 0 0 4,313,994
FREEPORT-MCMORAN COPPER 35671D85 538.81 61,142SH DEFINE2 2,375 0 58,767
35671D85 26,991.59 3,062,875SH DEFINE4 0 0 3,062,875
FREESHOP.COM 35687310 872.44 310,200SH DEFINE2 222,300 0 87,900
35687310 181.41 64,500SH DEFINE4 0 0 64,500
FREMONT GENERAL CORP 35728810 4,630.62 1,347,090SH DEFINE2 432,460 0 914,630
35728810 1,516.03 441,026SH DEFINE4 0 0 441,026
FRITZ COMPANIES INC 35884610 10,089.60 840,800SH DEFINE2 501,300 0 339,500
35884610 2,657.76 221,480SH DEFINE4 0 0 221,480
FRONTIER AIRLINES INC 35906510 0.00 0SH DEFINE2 0 0 0
35906510 241.03 12,400SH DEFINE4 0 0 12,400
FULLER H B CO 35969410 7,137.76 248,270SH DEFINE2 79,780 0 168,490
35969410 1,966.50 68,400SH DEFINE4 0 0 68,400
FURNITURE BRANDS INTL INC 36092110 1,866.99 112,300SH DEFINE2 53,900 0 58,400
36092110 655.03 39,400SH DEFINE4 0 0 39,400
G & K SERVICES INC CL A 36126810 10,318.58 367,700SH DEFINE2 176,800 0 190,900
36126810 3,533.07 125,900SH DEFINE4 0 0 125,900
GATX CORP 36144810 0.00 0SH DEFINE2 0 0 0
36144810 104.69 2,500SH DEFINE4 0 0 2,500
GPU INC 36225X10 1,761.36 54,300SH DEFINE2 0 0 54,300
36225X10 14,635.80 451,200SH DEFINE4 0 0 451,200
GSI LUMONICS INC 36229U10 9,807.01 594,364SH DEFINE2 269,200 0 325,164
36229U10 24,018.06 1,455,640SH DEFINE4 0 0 1,455,640
GT GROUP TELECOM INC-CL B 36235940 0.00 0SH DEFINE2 0 0 0
36235940 60.66 4,600SH DEFINE4 0 0 4,600
GABLES RESIDENTIAL TRUST REI36241810 0.00 0SH DEFINE2 0 0 0
36241810 0.00 0SH DEFINE4 0 0 0
GALILEO INTERNATIONAL INC 36354710 12.40 800SH DEFINE2 0 0 800
36354710 34.10 2,200SH DEFINE4 0 0 2,200
GALLAGHER ARTHUR J & CO 36357610 0.00 0SH DEFINE2 0 0 0
36357610 4,312.58 72,940SH DEFINE4 0 0 72,940
GANNETT INCORPORATED 36473010 4,018.99 75,830SH DEFINE2 48,700 0 27,130
36473010 32,085.67 605,390SH DEFINE4 0 0 605,390
GAP INC 36476010 4,643.58 230,737SH DEFINE2 4,300 0 226,437
36476010 79,767.45 3,963,600SH DEFINE4 0 0 3,963,600
GARDNER DENVER MACHINERY INC36555810 7,405.13 455,700SH DEFINE2 218,600 0 237,100
36555810 2,563.16 157,733SH DEFINE4 0 0 157,733
GATEWAY INC 36762610 4,452.94 95,250SH DEFINE2 97,200 0 -1,950
36762610 179,218.46 3,833,550SH DEFINE4 0 0 3,833,550
GELTEX PHARMACEUTICALS INC 36853810 0.00 0SH DEFINE2 0 0 0
36853810 491.53 10,500SH DEFINE4 0 0 10,500
GEMSTAR-TV GUIDE INTL INC 36866W10 209.25 2,400SH DEFINE2 0 0 2,400
36866W10 0.00 0SH DEFINE4 0 0 0
GENAISSANCE PHARMACEUTICALS 36867W10 1,350.89 65,300SH DEFINE2 45,400 0 19,900
36867W10 3,690.82 178,408SH DEFINE4 0 0 178,408
GENCORP INC 36868210 13,830.38 1,702,200SH DEFINE2 547,900 0 1,154,300
36868210 4,874.19 599,900SH DEFINE4 0 0 599,900
GENENTECH INC 36871040 338,377.56 1,822,296SH DEFINE2 654,878 0 1,167,418
36871040 1,600,254.58 8,617,998SH DEFINE4 0 0 8,617,998
GENER S.A. -SPONS ADR 36873110 0.00 0SH DEFINE2 0 0 0
36873110 14.37 1,100SH DEFINE4 0 0 1,100
GENERAL CABLE CORP 36930010 24,919.57 3,295,150SH DEFINE2 1,187,900 0 2,107,250
36930010 7,906.38 1,045,472SH DEFINE4 0 0 1,045,472
GENERAL DYNAMICS CORPORATION36955010 6,117.94 97,400SH DEFINE2 15,500 0 81,900
36955010 101,084.16 1,609,300SH DEFINE4 0 0 1,609,300
GENERAL ELECTRIC COMPANY 36960410 1,604,740.03 27,817,812SH DEFINE2 10,158,160 0 17,659,652
36960410 4,622,050.05 80,122,211SH DEFINE4 0 0 80,122,211
GENERAL MILLS INC 37033410 2,637.65 74,300SH DEFINE2 0 0 74,300
37033410 337.25 9,500SH DEFINE4 0 0 9,500
AP GENERAL MOTORS CORPORATIO37044210 9,730.50 149,700SH DEFINE2 3,670 0 146,030
37044210 234,530.34 3,608,159SH DEFINE4 0 0 3,608,159
GENERAL MOTORS CORP CL H (NE37044283 211,952.06 5,700,701SH DEFINE2 2,488,723 0 3,211,978
37044283 541,211.08 14,556,511SH DEFINE4 0 0 14,556,511
GENESCO INC 37153210 0.00 0SH DEFINE2 0 0 0
37153210 286.24 16,900SH DEFINE4 0 0 16,900
GENTEX CORP 37190110 0.00 0SH DEFINE2 0 0 0
37190110 45.00 1,800SH DEFINE4 0 0 1,800
GENLYTE GROUPINC 37230210 0.00 0SH DEFINE2 0 0 0
37230210 0.00 0SH DEFINE4 0 0 0
GENOMICA CORP 37243Q10 0.00 0SH DEFINE2 0 0 0
37243Q10 0.00 56,900SH DEFINE4 0 0 56,900
GENUINE PARTS COMPANY 37246010 872.11 45,750SH DEFINE2 0 0 45,750
37246010 102.94 5,400SH DEFINE4 0 0 5,400
GENZYME TRANSGENICS CORP 37246E10 0.00 0SH DEFINE2 0 0 0
37246E10 0.00 0SH DEFINE4 0 0 0
GENZYME CORP 37291710 198.02 2,904SH DEFINE2 429 0 2,475
37291710 3,478.66 51,016SH DEFINE4 0 0 51,016
GENZYME-MOLECULAR ONCOLOGY 37291750 4.35 314SH DEFINE2 46 0 267
37291750 73.63 5,307SH DEFINE4 0 0 5,307
GEORGIA PACIFIC CORP 37329810 1,319.82 56,162SH DEFINE2 1,916 0 54,246
37329810 15,493.28 659,289SH DEFINE4 0 0 659,289
GERBER SCIENTIFIC INC 37373010 5,843.44 677,500SH DEFINE2 218,200 0 459,300
37373010 1,824.19 211,500SH DEFINE4 0 0 211,500
GETTY IMAGES INC 37427610 194.36 6,385SH DEFINE2 819 0 5,567
37427610 1,608.86 52,858SH DEFINE4 0 0 52,858
GILEAD SCIENCES INC 37555810 45,520.31 415,000SH DEFINE2 89,800 0 325,200
37555810 185,777.74 1,693,700SH DEFINE4 0 0 1,693,700
GILLETTE COMPANY THE 37576610 8,719.10 282,400SH DEFINE2 2,600 0 279,800
37576610 70,845.78 2,294,600SH DEFINE4 0 0 2,294,600
GLATFELTER PH CO 37731610 5,317.27 438,538SH DEFINE2 141,460 0 297,078
37731610 778.43 64,200SH DEFINE4 0 0 64,200
GLOBAL INDUSTRIES LTD 37933610 1,277.50 102,200SH DEFINE2 49,000 0 53,200
37933610 446.25 35,700SH DEFINE4 0 0 35,700
GLOBAL LIGHT TELECOM INC 37934X10 491.46 95,430SH DEFINE2 11,200 0 84,230
37934X10 202.55 39,330SH DEFINE4 0 0 39,330
GLOBAL MARINE INC 37935240 53,736.13 1,740,442SH DEFINE2 373,524 0 1,366,918
37935240 181,440.63 5,876,620SH DEFINE4 0 0 5,876,620
GLOBAL TELESYSTEMS INC 37936U10 532.60 116,735SH DEFINE2 3,681 0 113,054
37936U10 9,314.42 2,041,517SH DEFINE4 0 0 2,041,517
GLOBESPAN INC 37957110 45,018.00 369,000SH DEFINE2 26,450 0 342,550
37957110 418,001.28 3,426,240SH DEFINE4 0 0 3,426,240
GLOBIX CORPORATION 37957F10 9,306.35 399,200SH DEFINE2 279,600 0 119,600
37957F10 1,525.48 65,436SH DEFINE4 0 0 65,436
GLOBO CABO SA ADR 37957X10 0.00 0SH DEFINE2 0 0 0
37957X10 13.38 1,000SH DEFINE4 0 0 1,000
GOLD BANC CORPORATION INC 37990710 0.00 0SH DEFINE2 0 0 0
37990710 0.00 0SH DEFINE4 0 0 0
GOLDEN BOOKS FAMILY WARRANTS38080411 0.00 0SH DEFINE2 0 0 0
38080411 0.00 0SH DEFINE4 0 0 0
GOLDEN BOOKS FAMILY ENTMT 38080420 0.00 0SH DEFINE2 0 0 0
38080420 68.31 136,618SH DEFINE4 0 0 136,618
GOLDEN ST BANCORP INC 38119710 0.00 0SH DEFINE2 0 0 0
38119710 0.00 0SH DEFINE4 0 0 0
GOLDEN WEST FINANCIAL CORP D38131710 2,150.36 40,100SH DEFINE2 0 0 40,100
38131710 0.00 0SH DEFINE4 0 0 0
GOLDMAN SACHS GROUP INC 38141G10 133,465.59 1,171,393SH DEFINE2 228,100 0 943,293
38141G10 792,017.05 6,951,329SH DEFINE4 0 0 6,951,329
GOODRICH B F CO 38238810 1,011.04 25,800SH DEFINE2 0 0 25,800
38238810 121.48 3,100SH DEFINE4 0 0 3,100
GOODYEAR TIRE & RUBBER CO 38255010 732.62 40,701SH DEFINE2 0 0 40,701
38255010 1,463.49 81,305SH DEFINE4 0 0 81,305
GO2NET INC 38348610 0.00 0SH DEFINE2 0 0 0
38348610 249.62 4,600SH DEFINE4 0 0 4,600
GOTO.COM INC 38348T10 0.00 0SH DEFINE2 0 0 0
38348T10 143.55 8,700SH DEFINE4 0 0 8,700
W.R. GRACE & CO 38388F10 117.56 17,100SH DEFINE2 0 0 17,100
38388F10 0.00 0SH DEFINE4 0 0 0
W W GRAINGER 38480210 1,861.61 70,750SH DEFINE2 15,480 0 55,270
38480210 9,499.60 361,030SH DEFINE4 0 0 361,030
GRANITE CONSTUCTION INC 38732810 0.00 0SH DEFINE2 0 0 0
38732810 0.00 0SH DEFINE4 0 0 0
GRANT PRIDECO INC 38821G10 87.75 4,000SH DEFINE2 4,000 0 0
38821G10 15,768.68 718,800SH DEFINE4 0 0 718,800
GREAT LAKES CHEMICAL CORP 39056810 389.86 13,300SH DEFINE2 0 0 13,300
39056810 35.18 1,200SH DEFINE4 0 0 1,200
GREATER BAY BANCORP 39164810 0.00 0SH DEFINE2 0 0 0
39164810 7,427.04 106,960SH DEFINE4 0 0 106,960
GREENPOINT FINANACIAL CORP 39538410 14,537.58 490,720SH DEFINE2 205,753 0 284,967
39538410 174.79 5,900SH DEFINE4 0 0 5,900
GRUPO IMSA SA SPON ADR 40048T10 0.00 0SH DEFINE2 0 0 0
40048T10 9.13 1,000SH DEFINE4 0 0 1,000
GRUPO TELEVISA SA DE CV GDR 40049J20 65,071.73 1,128,004SH DEFINE2 231,954 0 896,050
40049J20 44,409.40 769,827SH DEFINE4 0 0 769,827
GRUPO IUSACELL-ADR V 40050B10 9,914.47 834,903SH DEFINE2 0 0 834,903
40050B10 16.63 1,400SH DEFINE4 0 0 1,400
GRUPO AEROPORTUARIO SUR ADR 40051E20 4,505.28 296,644SH DEFINE2 30,700 0 265,944
40051E20 15,238.47 1,003,356SH DEFINE4 0 0 1,003,356
GUCCI GROUP NV-NY REG SHRS 40156610 321,834.83 3,190,432SH DEFINE2 872,648 0 2,317,784
40156610 198,259.32 1,965,396SH DEFINE4 0 0 1,965,396
GUIDANT CORP 40169810 5,492.42 77,700SH DEFINE2 0 0 77,700
40169810 402.92 5,700SH DEFINE4 0 0 5,700
GUILFORD PHARMACEUTICALS INC40182910 0.00 0SH DEFINE2 0 0 0
40182910 32,334.78 1,402,050SH DEFINE4 0 0 1,402,050
GULFMARK OFFSHORE INC 40262910 7,564.06 257,500SH DEFINE2 121,600 0 135,900
40262910 2,488.06 84,700SH DEFINE4 0 0 84,700
GYMBOREE CORP 40377710 0.00 0SH DEFINE2 0 0 0
40377710 0.00 0SH DEFINE4 0 0 0
HCA-THE HEALTHCARE CO 40411910 8,785.63 236,650SH DEFINE2 30,330 0 206,320
40411910 321,549.65 8,661,270SH DEFINE4 0 0 8,661,270
SABANCI HOLDINGS 144A ADR 40450N10 0.00 0SH DEFINE2 137,047 0 -137,047
40450N10 632.83 337,509SH DEFINE4 0 0 337,509
SABANCI HOLDINGS REGS ADR 40450N20 1,721.59 918,182SH DEFINE2 0 0 918,182
40450N20 193.23 103,056SH DEFINE4 0 0 103,056
HAEMONETICS CORP MASS 40502410 9,792.00 384,000SH DEFINE2 186,600 0 197,400
40502410 3,281.85 128,700SH DEFINE4 0 0 128,700
HAIN CELESTIAL GROUP INC 40521710 10,702.59 304,700SH DEFINE2 213,600 0 91,100
40521710 1,707.08 48,600SH DEFINE4 0 0 48,600
HALL KINION & ASSOCIATES INC40606910 12,196.84 428,900SH DEFINE2 300,000 0 128,900
40606910 2,391.59 84,100SH DEFINE4 0 0 84,100
HALLIBURTON CO 40621610 198,155.28 4,049,150SH DEFINE2 1,814,200 0 2,234,950
40621610 555,415.52 11,349,487SH DEFINE4 0 0 11,349,487
JOHN HANCOCK FINANCIAL SRVCS41014S10 150.50 5,600SH DEFINE2 300 0 5,300
41014S10 5,366.94 199,700SH DEFINE4 0 0 199,700
HANDSPRING INC 41029310 43,892.67 635,550SH DEFINE2 121,600 0 513,950
41029310 0.00 0SH DEFINE4 0 0 0
HANOVER COMPRESSOR CO 41076810 132.30 4,017SH DEFINE2 490 0 3,527
41076810 1,456.34 44,215SH DEFINE4 0 0 44,215
HARCOURT GENERAL INC 41163G10 1,097.40 18,600SH DEFINE2 0 0 18,600
41163G10 112.10 1,900SH DEFINE4 0 0 1,900
HARLEY-DAVIDSON INC 41282210 56,822.84 1,186,900SH DEFINE2 206,400 0 980,500
41282210 151,988.76 3,174,700SH DEFINE4 0 0 3,174,700
HARMAN INTERNATIONAL 41308610 0.00 0SH DEFINE2 0 0 0
41308610 340.17 8,700SH DEFINE4 0 0 8,700
HARMONIC INC 41316010 0.00 0SH DEFINE2 0 0 0
41316010 8,008.32 333,680SH DEFINE4 0 0 333,680
HARRAHS ENTERTAINMENT INC 41361910 838.75 30,500SH DEFINE2 0 0 30,500
41361910 93.50 3,400SH DEFINE4 0 0 3,400
HARSCO CORP 41586410 0.00 0SH DEFINE2 0 0 0
41586410 0.00 0SH DEFINE4 0 0 0
HARTE-HANKS INC 41619610 6,568.07 241,030SH DEFINE2 77,600 0 163,430
41619610 2,286.28 83,900SH DEFINE4 0 0 83,900
HARTFORD FINANCIAL SVCS GRP 41651510 14,803.03 202,955SH DEFINE2 42,210 0 160,745
41651510 256,467.94 3,516,270SH DEFINE4 0 0 3,516,270
HASBRO INC 41805610 497.82 43,525SH DEFINE2 0 0 43,525
41805610 17.16 1,500SH DEFINE4 0 0 1,500
HAVAS ADVERTISING ADR 41931310 7,590.51 519,009SH DEFINE2 0 0 519,009
41931310 28,342.69 1,937,962SH DEFINE4 0 0 1,937,962
HAVERTY FURNITURE 41959610 0.00 0SH DEFINE2 0 0 0
41959610 245.00 22,400SH DEFINE4 0 0 22,400
HEALTHSOUTH CORP 42192410 855.99 105,353SH DEFINE2 1,014 0 104,339
42192410 2,685.51 330,525SH DEFINE4 0 0 330,525
HEALTH MANAGEMENT ASSOCIATES42193310 0.00 0SH DEFINE2 0 0 0
42193310 122.79 5,900SH DEFINE4 0 0 5,900
HEALTHCARE.COM CORPORATION 42221Y10 0.00 0SH DEFINE2 0 0 0
42221Y10 120.94 45,000SH DEFINE4 0 0 45,000
HEIDRICK & STRUGGLES INTL 42281910 0.00 0SH DEFINE2 0 0 0
42281910 6,543.63 127,370SH DEFINE4 0 0 127,370
HEDSTROM HOLDINGS INC 144A 42291420 0.00 1SH DEFINE2 1 0 0
42291420 0.00 0SH DEFINE4 0 0 0
HEINZ H J COMPANY 42307410 15,697.97 423,554SH DEFINE2 90,695 0 332,859
42307410 160,780.83 4,338,100SH DEFINE4 0 0 4,338,100
HELIX TECHNOLOGY CORP 42331910 14,764.23 494,200SH DEFINE2 347,900 0 146,300
42331910 2,751.49 92,100SH DEFINE4 0 0 92,100
HELLENIC TELECOMMUN ORG-ADR 42332530 1,929.68 208,614SH DEFINE2 0 0 208,614
42332530 492.10 53,200SH DEFINE4 0 0 53,200
HELLER FINANCIAL INC 42332810 0.00 0SH DEFINE2 0 0 0
42332810 97.11 3,400SH DEFINE4 0 0 3,400
HELMERICH & PAYNE INC 42345210 10,105.75 279,744SH DEFINE2 90,100 0 189,644
42345210 2,606.60 72,155SH DEFINE4 0 0 72,155
HENRY (JACK) & ASSOCIATES 42628110 91.09 2,100SH DEFINE2 2,100 0 0
42628110 18,304.25 422,000SH DEFINE4 0 0 422,000
HERCULES INCORPORATED 42705610 584.78 41,400SH DEFINE2 0 0 41,400
42705610 3,398.48 240,600SH DEFINE4 0 0 240,600
HERSHEY FOODS CORP 42786610 1,878.14 34,700SH DEFINE2 0 0 34,700
42786610 43.30 800SH DEFINE4 0 0 800
HEWLETT PACKARD CO 42823610 42,667.08 439,867SH DEFINE2 132,093 0 307,774
42823610 630,123.44 6,496,118SH DEFINE4 0 0 6,496,118
HEXCEL CORP NEW 42829110 0.00 0SH DEFINE2 0 0 0
42829110 16,224.54 1,213,050SH DEFINE4 0 0 1,213,050
HILTON HOTELS CORPORATION 43284810 1,104.22 95,500SH DEFINE2 0 0 95,500
43284810 75.16 6,500SH DEFINE4 0 0 6,500
HISPANIC BROADCASTING CORP 43357B10 4,715.34 169,160SH DEFINE2 9,600 0 159,560
43357B10 154,526.23 5,543,542SH DEFINE4 0 0 5,543,542
HOME DEPOT 43707610 370,417.37 6,980,775SH DEFINE2 3,036,553 0 3,944,222
43707610 1,180,267.97 22,242,977SH DEFINE4 0 0 22,242,977
HOMESTAKE MNG CO 43761410 354.83 68,400SH DEFINE2 0 0 68,400
43761410 0.00 0SH DEFINE4 0 0 0
HOMESTORE.COM INC 43785210 2,248.68 48,100SH DEFINE2 2,800 0 45,300
43785210 132,844.05 2,841,584SH DEFINE4 0 0 2,841,584
HON INDUSTRIES INC 43809210 6,451.75 262,000SH DEFINE2 127,700 0 134,300
43809210 2,223.64 90,300SH DEFINE4 0 0 90,300
HONEYWELL INTERNATIONAL INC 43851610 10,976.10 308,101SH DEFINE2 114,230 0 193,871
43851610 222,220.98 6,237,782SH DEFINE4 0 0 6,237,782
HOOPER HOLMES INC 43910410 9,231.36 970,700SH DEFINE2 492,800 0 477,900
43910410 1,543.47 162,300SH DEFINE4 0 0 162,300
HARCE MANN EDUCATORS CORP NE44032710 7,545.60 460,800SH DEFINE2 148,150 0 312,650
44032710 2,795.21 170,700SH DEFINE4 0 0 170,700
HOST MARRIOTT CORP 44107P10 38.25 3,400SH DEFINE2 0 0 3,400
44107P10 127.13 11,300SH DEFINE4 0 0 11,300
HOT TOPIC INC 44133910 0.00 0SH DEFINE2 0 0 0
44133910 423.00 14,100SH DEFINE4 0 0 14,100
HOTEL RESERVATIONS INC-CL A 44145110 9,343.04 255,100SH DEFINE2 179,700 0 75,400
44145110 1,681.09 45,900SH DEFINE4 0 0 45,900
HOTJOBS.COM LTD 44147410 0.00 0SH DEFINE2 0 0 0
44147410 145.03 8,500SH DEFINE4 0 0 8,500
HOUSEHOLD INTERNATIONAL INC 44181510 15,929.52 281,316SH DEFINE2 46,640 0 234,676
44181510 327,086.39 5,776,360SH DEFINE4 0 0 5,776,360
HUBBELL INC CL B 44351020 0.00 0SH DEFINE2 0 0 0
44351020 30.08 1,200SH DEFINE4 0 0 1,200
HUDSON UNITED BANCORP 44416510 11,579.41 419,164SH DEFINE2 135,077 0 284,087
44416510 3,404.78 123,250SH DEFINE4 0 0 123,250
HUFFY CORP 44435610 0.00 0SH DEFINE2 0 0 0
44435610 0.00 0SH DEFINE4 0 0 0
HUMANA INC 44485910 452.58 42,100SH DEFINE2 0 0 42,100
44485910 40.85 3,800SH DEFINE4 0 0 3,800
HUMAN GENOME SCIENCES INC 44490310 387.36 2,237SH DEFINE2 320 0 1,918
44490310 9,004.16 52,010SH DEFINE4 0 0 52,010
HUNTINGTON BANCSHARES 44615010 990.03 67,406SH DEFINE2 1,350 0 66,056
44615010 24,283.58 1,653,350SH DEFINE4 0 0 1,653,350
HYDRIL COMPANY 44877410 5,901.35 259,400SH DEFINE2 124,700 0 134,700
44877410 2,070.25 91,000SH DEFINE4 0 0 91,000
IDT CORP 44894710 0.00 0SH DEFINE2 0 0 0
44894710 0.00 0SH DEFINE4 0 0 0
HYPERCHIP P/P (PRIVATE) 4489CP9A 0.00 0SH DEFINE2 0 0 0
4489CP9A 0.00 0SH DEFINE4 0 0 0
HYPERION SOLUTIONS CORP 44914M10 9,183.04 354,900SH DEFINE2 171,600 0 183,300
44914M10 6,093.56 235,500SH DEFINE4 0 0 235,500
IBP INC 44922310 0.00 0SH DEFINE2 0 0 0
44922310 62.26 3,400SH DEFINE4 0 0 3,400
ICICI LTD -SPONS ADR 44926P20 1,712.25 155,659SH DEFINE2 19,000 0 136,659
44926P20 690.80 62,800SH DEFINE4 0 0 62,800
ICO INC 44929310 0.00 0SH DEFINE2 0 0 0
44929310 0.00 0SH DEFINE4 0 0 0
IDEC PHARMACEUTICAL CORP 44937010 32,654.04 186,212SH DEFINE2 27,462 0 158,751
44937010 112,850.84 643,540SH DEFINE4 0 0 643,540
IDX SYSTEMS CORP 44949110 0.00 0SH DEFINE2 0 0 0
44949110 0.00 0SH DEFINE4 0 0 0
IFR SYSTEMS 44950710 633.98 126,795SH DEFINE2 44,490 0 82,305
44950710 981.04 196,207SH DEFINE4 0 0 196,207
IGEN INTERNATIONAL INC 44953610 1,642.20 81,600SH DEFINE2 57,000 0 24,600
44953610 271.69 13,500SH DEFINE4 0 0 13,500
I-MANY INC 44973Q10 3,289.69 165,000SH DEFINE2 65,700 0 99,300
44973Q10 2,458.85 123,328SH DEFINE4 0 0 123,328
IMS HEALTH INC 44993410 1,709.80 82,400SH DEFINE2 1,900 0 80,500
44993410 34,204.30 1,648,400SH DEFINE4 0 0 1,648,400
ISTA PHARMACEUTICALS 45031X10 0.00 0SH DEFINE2 0 0 0
45031X10 7,738.06 538,300SH DEFINE4 0 0 538,300
IBEAM BROADCASTING CORP 45073P10 0.00 0SH DEFINE2 0 0 0
45073P10 9.12 1,338SH DEFINE4 0 0 1,338
ITT INDUSTRIES INC 45091110 739.58 22,800SH DEFINE2 0 0 22,800
45091110 0.00 0SH DEFINE4 0 0 0
ICICI BANK LTD-SPONS ADR 45104G10 1,849.65 250,800SH DEFINE2 36,600 0 214,200
45104G10 926.30 125,600SH DEFINE4 0 0 125,600
IDACORP INC 45110710 0.00 0SH DEFINE2 0 0 0
45110710 0.00 0SH DEFINE4 0 0 0
IDEXX LABS INC 45168D10 26,553.52 992,655SH DEFINE2 336,000 0 656,655
45168D10 110,628.50 4,135,645SH DEFINE4 0 0 4,135,645
ILEX ONCOLOGY INC 45192310 4,597.08 152,600SH DEFINE2 106,100 0 46,500
45192310 885.68 29,400SH DEFINE4 0 0 29,400
ILLINOIS TOOL WORKS INC 45230810 16,837.48 301,342SH DEFINE2 50,850 0 250,492
45230810 122,357.59 2,189,845SH DEFINE4 0 0 2,189,845
ILLUMINA INC 45232710 0.00 0SH DEFINE2 0 0 0
45232710 4,120.05 90,800SH DEFINE4 0 0 90,800
IMATION CORPORATION 45245A10 5,885.50 316,000SH DEFINE2 152,000 0 164,000
45245A10 2,045.03 109,800SH DEFINE4 0 0 109,800
IMCLONE SYSTEMS 45245W10 60.56 517SH DEFINE2 82 0 436
45245W10 483.42 4,130SH DEFINE4 0 0 4,130
IMMUNEX CORP 45252810 43,295.46 995,298SH DEFINE2 85,950 0 909,348
45252810 254,456.99 5,849,586SH DEFINE4 0 0 5,849,586
IMPERIAL BANCORP 45255610 3,325.21 173,867SH DEFINE2 83,516 0 90,351
45255610 1,155.55 60,421SH DEFINE4 0 0 60,421
IMPCO TECHNOLOGIES INC 45255W10 9,984.88 347,300SH DEFINE2 243,000 0 104,300
45255W10 1,719.25 59,800SH DEFINE4 0 0 59,800
IMPERIAL OIL LTD 45303840 1,942.22 74,500SH DEFINE2 0 0 74,500
45303840 0.00 0SH DEFINE4 0 0 0
INACOM CORP 45323G10 0.00 0SH DEFINE2 0 0 0
45323G10 1.36 194,775SH DEFINE4 0 0 194,775
INCO LTD 45325840 994.63 61,682SH DEFINE2 0 0 61,682
45325840 3,017.32 187,121SH DEFINE4 0 0 187,121
INFINITY BROADCATING CL A 45662S10 65,509.52 1,985,137SH DEFINE2 71,500 0 1,913,637
45662S10 1,324,826.25 40,146,250SH DEFINE4 0 0 40,146,250
I-NET TECHNOLOGIES 45662V10 0.00 0SH DEFINE2 0 0 0
45662V10 43.88 1,500SH DEFINE4 0 0 1,500
INFOCUS CORPORATION 45665B10 0.00 0SH DEFINE2 0 0 0
45665B10 212.00 4,000SH DEFINE4 0 0 4,000
INFONOW CORPORATION 45666430 0.00 50,000SH DEFINE2 0 0 50,000
45666430 0.00 200,000SH DEFINE4 0 0 200,000
INFONOW CORP P/P (PRIVATE) 4566649B 170.39 105,263SH DEFINE2 0 0 105,263
4566649B 0.00 0SH DEFINE4 0 0 0
INFORMATICA CORP 45666Q10 28,521.07 305,856SH DEFINE2 127,400 0 178,456
45666Q10 361,794.15 3,879,830SH DEFINE4 0 0 3,879,830
INFONET SERVICES CORPORATION45666T10 0.00 0SH DEFINE2 0 0 0
45666T10 15.84 1,500SH DEFINE4 0 0 1,500
INFORMATION HOLDINGS INC 45672710 10,907.66 307,800SH DEFINE2 215,800 0 92,000
45672710 28,451.56 802,866SH DEFINE4 0 0 802,866
INFORMATION RESOURCE ENGINEE45675F30 0.00 0SH DEFINE2 0 0 0
45675F30 441.65 14,600SH DEFINE4 0 0 14,600
INFOSPACE INC 45678T10 44,403.37 1,467,880SH DEFINE2 363,000 0 1,104,880
45678T10 392,137.13 12,963,211SH DEFINE4 0 0 12,963,211
INGERSOLL-RAND COMPANY 45686610 1,463.40 43,200SH DEFINE2 450 0 42,750
45686610 14,396.88 425,000SH DEFINE4 0 0 425,000
INGRAM MICRO INC CL A 45715310 0.00 0SH DEFINE2 0 0 0
45715310 0.00 0SH DEFINE4 0 0 0
INHALE THERAPEUTIC SYSTEMS I45719110 35,860.58 636,108SH DEFINE2 115,035 0 521,073
45719110 191,953.48 3,404,940SH DEFINE4 0 0 3,404,940
INKTOMI CORP 45727710 56,908.80 499,200SH DEFINE2 105,700 0 393,500
45727710 295,425.30 2,591,450SH DEFINE4 0 0 2,591,450
INSIGHT ENTERPRISES INC 45765U10 0.00 0SH DEFINE2 0 0 0
45765U10 0.00 0SH DEFINE4 0 0 0
INSITUFORM TECHNOLOGIES INC 45766710 12,511.86 372,100SH DEFINE2 260,300 0 111,800
45766710 25,068.11 745,520SH DEFINE4 0 0 745,520
INSIGNIA FINL GROUP WARRANT 45767A11 3.58 1,788SH DEFINE2 0 0 1,788
45767A11 0.00 0SH DEFINE4 0 0 0
INRANGE TECHNOLOGIES CORP 45769V20 3,604.00 68,000SH DEFINE2 1,800 0 66,200
45769V20 40,810.32 770,006SH DEFINE4 0 0 770,006
INSPIRE PHARMACEUTICALS 45773310 0.00 0SH DEFINE2 0 0 0
45773310 4,701.00 156,700SH DEFINE4 0 0 156,700
INTEGRAMED AMERICA INC 45810N30 0.00 0SH DEFINE2 0 0 0
45810N30 0.00 0SH DEFINE4 0 0 0
INTEGRATED DEVICE TECHNOLOGY45811810 79.04 873SH DEFINE2 873 0 0
45811810 135.75 1,500SH DEFINE4 0 0 1,500
INTEGRATED SILICON SOLUTION 45812P10 8,156.39 574,900SH DEFINE2 403,500 0 171,400
45812P10 1,644.33 115,900SH DEFINE4 0 0 115,900
INTEL CORPORATION 45814010 782,335.43 18,823,108SH DEFINE2 7,036,394 0 11,786,714
45814010 1,702,130.47 40,953,515SH DEFINE4 0 0 40,953,515
INTELCOM GROUP WARRANTS 144A45814F11 33.40 33,400SH DEFINE2 0 0 33,400
45814F11 579.08 579,081SH DEFINE4 0 0 579,081
INTER ACT SYS INC 45816F10 0.00 83,750SH DEFINE2 50,357 0 33,393
45816F10 0.00 1,260,358SH DEFINE4 0 0 1,260,358
INTERFACE INC CL A 45866510 4,365.28 547,800SH DEFINE2 263,500 0 284,300
45866510 1,500.52 188,300SH DEFINE4 0 0 188,300
INTERMEDIA COMMUNICATIONS IN45880110 258.42 8,760SH DEFINE2 8,760 0 0
45880110 93.28 3,162SH DEFINE4 0 0 3,162
INTERNAP NETWORK SERVICES 45885A10 0.00 0SH DEFINE2 0 0 0
45885A10 15,106.09 467,500SH DEFINE4 0 0 467,500
INTERMUNE PHARMACEUTICALS 45885B10 0.00 0SH DEFINE2 0 0 0
45885B10 22,052.63 406,500SH DEFINE4 0 0 406,500
INTERNATIONAL BUSINESS MACHI45920010 82,299.94 731,555SH DEFINE2 260,224 0 471,331
45920010 1,333,491.75 11,853,260SH DEFINE4 0 0 11,853,260
INTERNATIONAL FLAVORS & FRAG45950610 478.15 26,200SH DEFINE2 0 0 26,200
45950610 56.58 3,100SH DEFINE4 0 0 3,100
INTL LOTTERY & TOTALIZATOR 45982420 0.00 0SH DEFINE2 0 0 0
45982420 0.00 0SH DEFINE4 0 0 0
INTERNATIONAL GAME TECHNOLOG45990210 0.00 0SH DEFINE2 0 0 0
45990210 114.33 3,400SH DEFINE4 0 0 3,400
INTERNATIONAL MULTIFOODS COR46004310 19,232.13 1,106,885SH DEFINE2 443,700 0 663,185
46004310 5,717.24 329,050SH DEFINE4 0 0 329,050
INTO NETWORKS P/P (PRIVATE) 4600NT9A 0.00 0SH DEFINE2 0 0 0
4600NT9A 0.00 0SH DEFINE4 0 0 0
INTERNATIONAL PAPER CO 46014610 4,393.94 153,166SH DEFINE2 5,174 0 147,992
46014610 81,964.27 2,857,142SH DEFINE4 0 0 2,857,142
INTERNATIONAL RECTIFIER CORP46025410 0.00 0SH DEFINE2 0 0 0
46025410 1,030.01 20,371SH DEFINE4 0 0 20,371
INTERNET CAPITAL GROUP INC 46059C10 66.36 3,806SH DEFINE2 518 0 3,288
46059C10 940.19 53,918SH DEFINE4 0 0 53,918
INTERNET PICTURES CORP 46059S10 0.00 0SH DEFINE2 0 0 0
46059S10 88.09 16,200SH DEFINE4 0 0 16,200
INTERNET SECURITY SYSTEMS 46060X10 39,365.50 524,000SH DEFINE2 75,550 0 448,450
46060X10 227,880.42 3,033,350SH DEFINE4 0 0 3,033,350
INTERPUBLIC GROUP COS INC 46069010 19,708.68 578,603SH DEFINE2 1,205 0 577,399
46069010 63,579.03 1,866,540SH DEFINE4 0 0 1,866,540
INTERSIL HOLDING CORP 46069S10 4,344.11 87,100SH DEFINE2 3,900 0 83,200
46069S10 83,081.78 1,665,800SH DEFINE4 0 0 1,665,800
INTRANET SOLUTIONS INC 46093930 0.00 0SH DEFINE2 0 0 0
46093930 240.00 4,800SH DEFINE4 0 0 4,800
INTERTAN INC 46112010 0.00 0SH DEFINE2 0 0 0
46112010 0.00 0SH DEFINE4 0 0 0
INTERVOICE-BRITE INC 46114210 0.00 0SH DEFINE2 0 0 0
46114210 0.00 0SH DEFINE4 0 0 0
INTEVAC INC 46114810 0.00 20,606SH DEFINE2 4,364 0 16,242
46114810 0.00 172,606SH DEFINE4 0 0 172,606
INTERWOVEN INC 46114T10 8,479.69 75,000SH DEFINE2 0 0 75,000
46114T10 426,799.63 3,774,900SH DEFINE4 0 0 3,774,900
INTIMATE BRANDS INC 46115610 15,426.53 825,500SH DEFINE2 478,100 0 347,400
46115610 3,332.90 178,349SH DEFINE4 0 0 178,349
INTUIT INC 46120210 58,971.35 1,034,585SH DEFINE2 175,950 0 858,635
46120210 673,796.26 11,820,987SH DEFINE4 0 0 11,820,987
INVACARE CORPORATION 46120310 15,738.01 489,899SH DEFINE2 157,380 0 332,519
46120310 5,204.28 162,001SH DEFINE4 0 0 162,001
INVESTMENT TECHNOLOGY GRP IN46145F10 0.00 0SH DEFINE2 0 0 0
46145F10 231.64 5,800SH DEFINE4 0 0 5,800
INVITROGEN CORP 46185R10 9,202.01 129,378SH DEFINE2 97,435 0 31,943
46185R10 57,633.20 810,309SH DEFINE4 0 0 810,309
INVESTORS FINANCIAL SVCS COR46191510 13,628.69 215,900SH DEFINE2 89,900 0 126,000
46191510 9,524.30 150,880SH DEFINE4 0 0 150,880
IPALCO ENTERPRISES INC 46261310 6,075.14 265,580SH DEFINE2 89,360 0 176,220
46261310 8,257.88 361,000SH DEFINE4 0 0 361,000
IRWIN FINANCIAL CORP 46411910 0.00 0SH DEFINE2 0 0 0
46411910 0.00 0SH DEFINE4 0 0 0
IT GROUP INC 46526610 0.00 0SH DEFINE2 0 0 0
46526610 3,036.54 219,840SH DEFINE4 0 0 219,840
I2 TECHNOLOGIES INC 46575410 352,260.77 1,883,118SH DEFINE2 697,397 0 1,185,721
46575410 1,620,330.49 8,661,974SH DEFINE4 0 0 8,661,974
IVAX CORP 46582310 104,617.74 2,274,299SH DEFINE2 567,977 0 1,706,322
46582310 439,462.83 9,553,540SH DEFINE4 0 0 9,553,540
JDS UNIPHASE CORPORATION 46612J10 359,331.68 3,794,922SH DEFINE2 1,410,150 0 2,384,772
46612J10 2,111,759.64 22,302,412SH DEFINE4 0 0 22,302,412
JDA SOFTWARE GROUP INC 46612K10 6,304.88 494,500SH DEFINE2 238,100 0 256,400
46612K10 2,144.55 168,200SH DEFINE4 0 0 168,200
J. JILL GROUP INC 46618910 15,295.50 1,188,000SH DEFINE2 451,700 0 736,300
46618910 2,684.44 208,500SH DEFINE4 0 0 208,500
JABIL CIRCUIT INC 46631310 73,967.95 1,303,400SH DEFINE2 165,610 0 1,137,790
46631310 897,549.49 15,815,850SH DEFINE4 0 0 15,815,850
JACK IN THE BOX INC 46636710 0.00 0SH DEFINE2 0 0 0
46636710 244.39 11,400SH DEFINE4 0 0 11,400
JEFFERSON PILOT CORP 47507010 5,803.65 85,505SH DEFINE2 76,950 0 8,555
47507010 37,111.00 546,755SH DEFINE4 0 0 546,755
JOHNSON & JOHNSON 47816010 355,042.99 3,779,566SH DEFINE2 1,637,402 0 2,142,164
47816010 1,636,224.66 17,418,227SH DEFINE4 0 0 17,418,227
JOHNSON CONTROLS INC 47836610 1,249.91 23,500SH DEFINE2 500 0 23,000
47836610 26,503.33 498,300SH DEFINE4 0 0 498,300
JOHNSON OUTDOORS INC-CL A 47916710 0.00 0SH DEFINE2 0 0 0
47916710 0.00 0SH DEFINE4 0 0 0
JONES APPAREL GROUP INC 48007410 29.15 1,100SH DEFINE2 0 0 1,100
48007410 121.90 4,600SH DEFINE4 0 0 4,600
JUNIPER NETWORKS INC 48203R10 313,152.26 1,430,327SH DEFINE2 477,105 0 953,222
48203R10 1,713,784.57 7,827,734SH DEFINE4 0 0 7,827,734
KLA-TENCOR CORPORATION 48248010 12,997.13 315,560SH DEFINE2 16,500 0 299,060
48248010 315,093.44 7,650,220SH DEFINE4 0 0 7,650,220
KMC TELECOM WARR P/P 144A 4/48256212 34.29 11,430SH DEFINE2 4,790 0 6,640
48256212 258.27 86,089SH DEFINE4 0 0 86,089
K MART CORPORATION 48258410 2,281.26 380,209SH DEFINE2 77,146 0 303,064
48258410 75,069.67 12,511,611SH DEFINE4 0 0 12,511,611
KAMAN CORP CL A 48354810 3,663.78 290,200SH DEFINE2 139,500 0 150,700
48354810 1,281.44 101,500SH DEFINE4 0 0 101,500
KANA COMMUNICATIONS INC 48360010 4,937.10 221,892SH DEFINE2 5,250 0 216,642
48360010 134,806.72 6,058,729SH DEFINE4 0 0 6,058,729
KANSAS CITY SOUTHERN INDS 48517030 2.61 300SH DEFINE2 100 0 200
48517030 1,281.41 147,500SH DEFINE4 0 0 147,500
KAUFMAN & BROAD HOME CORP 48616810 328.64 12,200SH DEFINE2 0 0 12,200
48616810 0.00 0SH DEFINE4 0 0 0
KEANE INC 48666510 5,533.20 318,000SH DEFINE2 153,900 0 164,100
48666510 2,056.68 118,200SH DEFINE4 0 0 118,200
KEITHLEY INSTRUMENTS INC 48758410 11,984.00 171,200SH DEFINE2 119,600 0 51,600
48758410 28,733.60 410,480SH DEFINE4 0 0 410,480
KELLOGG COMPANY 48783610 2,840.12 117,421SH DEFINE2 5,485 0 111,936
48783610 149,729.94 6,190,385SH DEFINE4 0 0 6,190,385
KELLSTROM INDS INC 48803510 88.34 7,138SH DEFINE2 1,046 0 6,092
48803510 2,243.49 181,292SH DEFINE4 0 0 181,292
KENNAMETAL INC 48917010 0.00 0SH DEFINE2 0 0 0
48917010 0.00 0SH DEFINE4 0 0 0
KENT ELECTRONICS CORP 49055310 6,449.00 270,115SH DEFINE2 188,622 0 81,493
49055310 2,660.78 111,446SH DEFINE4 0 0 111,446
KERR-MCGEE CORP 49238610 2,926.76 44,178SH DEFINE2 842 0 43,335
49238610 22,704.65 342,712SH DEFINE4 0 0 342,712
KEY PRODUCTION COMPANY INC 49313810 0.00 0SH DEFINE2 0 0 0
49313810 425.81 19,300SH DEFINE4 0 0 19,300
KEYCORP 49326710 3,009.66 118,900SH DEFINE2 3,100 0 115,800
49326710 65,622.66 2,592,500SH DEFINE4 0 0 2,592,500
KEY3MEDIA GROUP 49326R10 31.72 2,900SH DEFINE2 2,900 0 0
49326R10 4,003.13 366,000SH DEFINE4 0 0 366,000
KEYSPAN CORPORATION 49337W10 1,364.25 34,000SH DEFINE2 0 0 34,000
49337W10 25,928.78 646,200SH DEFINE4 0 0 646,200
KEYSTONE CONS IND INC 49342210 0.00 0SH DEFINE2 0 0 0
49342210 0.00 0SH DEFINE4 0 0 0
KIMBERLY CLARK CORP 49436810 186,035.17 3,333,217SH DEFINE2 1,307,835 0 2,025,382
49436810 694,107.64 12,436,419SH DEFINE4 0 0 12,436,419
KIMCO REALTY 49446R10 0.00 0SH DEFINE2 0 0 0
49446R10 29.58 700SH DEFINE4 0 0 700
KINDER MORGAN INC 49455P10 450.31 11,000SH DEFINE2 1,375 0 9,625
49455P10 14,667.91 358,300SH DEFINE4 0 0 358,300
KING PHARMACEUTICALS INC 49558210 0.00 0SH DEFINE2 0 0 0
49558210 229.05 6,850SH DEFINE4 0 0 6,850
KINROSS GOLD CORP 49690210 169.46 64,555SH DEFINE2 0 0 64,555
49690210 1,056.96 402,650SH DEFINE4 0 0 402,650
KNIGHT RIDDER NEWSPAPERS INC49904010 1,061.98 20,900SH DEFINE2 300 0 20,600
49904010 15,629.93 307,600SH DEFINE4 0 0 307,600
KNIGHT TRADING GROUP INC 49906310 0.00 0SH DEFINE2 0 0 0
49906310 64.80 1,800SH DEFINE4 0 0 1,800
KNOLOGY HLDGS WARRANT 10/22/49918311 34.65 5,775SH DEFINE2 1,900 0 3,875
49918311 493.59 82,265SH DEFINE4 0 0 82,265
KOGER EQUITY INC 50022810 0.00 0SH DEFINE2 0 0 0
50022810 0.00 0SH DEFINE4 0 0 0
KOHLS CORP 50025510 23,902.82 414,350SH DEFINE2 22,850 0 391,500
50025510 969,170.54 16,800,356SH DEFINE4 0 0 16,800,356
KOREA ELECTRIC POWER CO ADR 50063110 29,410.79 2,251,544SH DEFINE2 621,624 0 1,629,920
50063110 6,761.15 517,600SH DEFINE4 0 0 517,600
KOREA TELECOM SPON ADR 50063P10 93,660.15 2,785,432SH DEFINE2 596,118 0 2,189,314
50063P10 72,018.46 2,141,813SH DEFINE4 0 0 2,141,813
KORN/FERRY INTERNATIONAL 50064320 0.00 0SH DEFINE2 0 0 0
50064320 19,060.15 504,070SH DEFINE4 0 0 504,070
KRISPY KREME DOUGHNUTS INC 50101410 33.50 400SH DEFINE2 400 0 0
50101410 10,343.13 123,500SH DEFINE4 0 0 123,500
KROGER CO 50104410 4,985.18 220,950SH DEFINE2 2,100 0 218,850
50104410 42,297.92 1,874,700SH DEFINE4 0 0 1,874,700
KRONOS INC 50105210 9,315.00 310,500SH DEFINE2 218,000 0 92,500
50105210 1,476.90 49,230SH DEFINE4 0 0 49,230
KULICKE & SOFFA INDUSTRIES 50124210 76.16 5,721SH DEFINE2 786 0 4,935
50124210 603.43 45,328SH DEFINE4 0 0 45,328
LAN CHILE SA ADR 50172310 0.00 0SH DEFINE2 0 0 0
50172310 7.80 1,200SH DEFINE4 0 0 1,200
LCA-VISION INC 50180320 0.00 0SH DEFINE2 0 0 0
50180320 0.00 0SH DEFINE4 0 0 0
LG&E ENERGY CORP 50191710 0.00 0SH DEFINE2 0 0 0
50191710 7,543.86 308,700SH DEFINE4 0 0 308,700
LTV CORP 50192110 501.77 382,301SH DEFINE2 0 0 382,301
50192110 3,190.97 2,431,214SH DEFINE4 0 0 2,431,214
LNR PROPERTY CORP 50194010 8,721.23 394,180SH DEFINE2 126,300 0 267,880
50194010 2,935.99 132,700SH DEFINE4 0 0 132,700
LL & E ROYALTY TRUST UNIT BE50200310 0.00 0SH DEFINE2 0 0 0
50200310 0.00 0SH DEFINE4 0 0 0
LSI LOGIC CORP 50216110 22,786.31 779,019SH DEFINE2 16,111 0 762,908
50216110 129,093.13 4,413,440SH DEFINE4 0 0 4,413,440
LTX CORP 50239210 15,267.41 806,200SH DEFINE2 534,500 0 271,700
50239210 12,990.37 685,960SH DEFINE4 0 0 685,960
LA Z BOY INC 50533610 0.00 0SH DEFINE2 0 0 0
50533610 0.00 0SH DEFINE4 0 0 0
LABORATORIO CHILE -SPONS ADR50540H10 0.00 0SH DEFINE2 0 0 0
50540H10 16.63 1,000SH DEFINE4 0 0 1,000
LABORATORY CRP OF AMER HLDGS50540R40 0.00 0SH DEFINE2 0 0 0
50540R40 443.08 3,700SH DEFINE4 0 0 3,700
LACLEDE GAS CO 50558810 0.00 0SH DEFINE2 0 0 0
50558810 5,125.13 237,000SH DEFINE4 0 0 237,000
LAM RESEARCH CORP 51280710 10,533.03 503,070SH DEFINE2 9,170 0 493,900
51280710 94,292.03 4,503,500SH DEFINE4 0 0 4,503,500
LAMAR ADVERTISING CO 51281510 7,264.43 191,800SH DEFINE2 11,000 0 180,800
51281510 215,651.73 5,693,775SH DEFINE4 0 0 5,693,775
LANCASTER COLONY CORPORATION51384710 9,343.58 380,400SH DEFINE2 122,300 0 258,100
51384710 3,438.75 140,000SH DEFINE4 0 0 140,000
LANDS END INC 51508610 4,284.00 204,000SH DEFINE2 98,100 0 105,900
51508610 1,476.30 70,300SH DEFINE4 0 0 70,300
LATTICE SEMICONDUCTOR CORP 51841510 0.00 0SH DEFINE2 0 0 0
51841510 3,372.31 62,741SH DEFINE4 0 0 62,741
ESTEE LAUDER COMPANIES 51843910 159,339.09 4,350,555SH DEFINE2 1,754,462 0 2,596,093
51843910 424,540.25 11,591,543SH DEFINE4 0 0 11,591,543
LEAP WIRELESS INTL INC 52186310 24.02 384SH DEFINE2 56 0 328
52186310 382.07 6,107SH DEFINE4 0 0 6,107
LEAP WIRELESS 144A WARRANT 052186311 0.00 0SH DEFINE2 0 0 0
52186311 0.00 0SH DEFINE4 0 0 0
LEAR CORPORATION 52186510 540.79 26,300SH DEFINE2 100 0 26,200
52186510 10,024.22 487,500SH DEFINE4 0 0 487,500
LEARNING TREE INTERNATIONAL 52201510 20,054.89 421,100SH DEFINE2 294,800 0 126,300
52201510 16,186.55 339,875SH DEFINE4 0 0 339,875
LEARNING TREE P/P (PRIVATE) 5220159A 0.00 0SH DEFINE2 0 0 0
5220159A 15,835.31 350,000SH DEFINE4 0 0 350,000
LEGGETT & PLATT INC 52466010 789.04 49,900SH DEFINE2 0 0 49,900
52466010 77.48 4,900SH DEFINE4 0 0 4,900
LEGG MASON INC 52490110 43,959.94 756,300SH DEFINE2 153,500 0 602,800
52490110 130,515.62 2,245,430SH DEFINE4 0 0 2,245,430
LEHMAN BROTHERS HOLDING INC 52490810 15,451.99 104,582SH DEFINE2 17,650 0 86,932
52490810 81,631.88 552,500SH DEFINE4 0 0 552,500
LENNAR CORP 52605710 11,374.87 383,153SH DEFINE2 122,089 0 261,064
52605710 5,449.11 183,549SH DEFINE4 0 0 183,549
LESCO INC 52687210 4,457.58 292,300SH DEFINE2 140,800 0 151,500
52687210 1,473.15 96,600SH DEFINE4 0 0 96,600
LEVEL 3 COMMUNICATIONS INC 52729N10 913.42 11,843SH DEFINE2 1,538 0 10,305
52729N10 2,240.69 29,053SH DEFINE4 0 0 29,053
LEXENT INC 52886Q10 0.00 0SH DEFINE2 0 0 0
52886Q10 95.56 3,212SH DEFINE4 0 0 3,212
LEXMARK INTL INC 52977110 8,517.23 227,126SH DEFINE2 228,500 0 -1,374
52977110 89,410.50 2,384,280SH DEFINE4 0 0 2,384,280
LIBERATE TECHNOLOGIES 53012910 0.00 0SH DEFINE2 0 0 0
53012910 127.33 4,400SH DEFINE4 0 0 4,400
LIBERTY DIGITAL INC CL A 53043610 0.00 0SH DEFINE2 0 0 0
53043610 24.30 1,200SH DEFINE4 0 0 1,200
LIFEPOINT HOSPITALS INC 53219L10 10,163.65 286,300SH DEFINE2 205,000 0 81,300
53219L10 2,550.68 71,850SH DEFINE4 0 0 71,850
LIFEMINDERS INC 53220Q10 0.00 0SH DEFINE2 0 0 0
53220Q10 116.98 5,100SH DEFINE4 0 0 5,100
LIGHTBRIDGE INC 53222610 0.00 0SH DEFINE2 0 0 0
53222610 116.25 10,000SH DEFINE4 0 0 10,000
LIGHTPATH TECHNOLOGIES INC-A53225710 12,882.00 271,200SH DEFINE2 137,700 0 133,500
53225710 6,587.30 138,680SH DEFINE4 0 0 138,680
LILLY ELI & CO 53245710 225,360.30 2,777,939SH DEFINE2 1,054,278 0 1,723,661
53245710 1,131,401.70 13,946,400SH DEFINE4 0 0 13,946,400
LIMITED INC 53271610 2,551.75 115,660SH DEFINE2 1,400 0 114,260
53271610 26,302.91 1,192,200SH DEFINE4 0 0 1,192,200
LINCARE HOLDINGS INC 53279110 7,315.31 255,000SH DEFINE2 122,600 0 132,400
53279110 48,418.76 1,687,800SH DEFINE4 0 0 1,687,800
LINCOLN ELECTRIC HOLDINGS 53390010 3,561.09 267,500SH DEFINE2 125,300 0 142,200
53390010 1,098.28 82,500SH DEFINE4 0 0 82,500
LINCOLN NATIONAL CORP 53418710 22,326.77 463,933SH DEFINE2 262,479 0 201,454
53418710 229,871.38 4,776,548SH DEFINE4 0 0 4,776,548
LINEAR TECHNOLOGY CORP 53567810 314,276.30 4,853,688SH DEFINE2 1,990,850 0 2,862,838
53567810 1,898,528.86 29,320,909SH DEFINE4 0 0 29,320,909
LINENS N THINGS 53567910 17,950.80 703,953SH DEFINE2 173,800 0 530,153
53567910 46,124.40 1,808,800SH DEFINE4 0 0 1,808,800
LITTELFUSE INC 53700810 6,335.31 213,400SH DEFINE2 102,300 0 111,100
53700810 2,362.09 79,565SH DEFINE4 0 0 79,565
LIZ CLAIBORNE 53932010 542.85 14,100SH DEFINE2 0 0 14,100
53932010 88.55 2,300SH DEFINE4 0 0 2,300
L90 INC 53944110 3,205.40 413,600SH DEFINE2 298,700 0 114,900
53944110 799.03 103,100SH DEFINE4 0 0 103,100
LOCKHEED MARTIN CORPORATION 53983010 3,932.13 119,300SH DEFINE2 3,940 0 115,360
53983010 153,789.38 4,665,940SH DEFINE4 0 0 4,665,940
LOEWS CORP 54042410 2,084.38 25,000SH DEFINE2 0 0 25,000
54042410 75.04 900SH DEFINE4 0 0 900
LOEWEN GROUP INC 54042L10 0.00 0SH DEFINE2 0 0 0
54042L10 0.00 0SH DEFINE4 0 0 0
LONE STAR TECHNOLOGIES 54231210 0.00 0SH DEFINE2 0 0 0
54231210 235.37 5,100SH DEFINE4 0 0 5,100
LONGS DRUG STORES INC 54316210 181.69 9,500SH DEFINE2 0 0 9,500
54316210 0.00 0SH DEFINE4 0 0 0
LOOKSMART LTD 54344210 0.00 0SH DEFINE2 0 0 0
54344210 449.74 40,200SH DEFINE4 0 0 40,200
LOUIS DREYFUS NAT GAS CORP 54601110 0.00 0SH DEFINE2 0 0 0
54601110 253.60 6,400SH DEFINE4 0 0 6,400
LOUISIANA PACIFIC CORPORATIO54634710 249.90 27,200SH DEFINE2 0 0 27,200
54634710 0.00 0SH DEFINE4 0 0 0
LOWES COMPANIES INC 54866110 38,555.48 859,175SH DEFINE2 198,040 0 661,135
54866110 325,394.91 7,251,140SH DEFINE4 0 0 7,251,140
LUCENT TECHNOLOGIES INC 54946310 26,576.42 869,576SH DEFINE2 0 0 869,576
54946310 46,348.03 1,516,500SH DEFINE4 0 0 1,516,500
LYCOS INC 55081810 10,761.82 156,500SH DEFINE2 16,450 0 140,050
55081810 450,679.59 6,553,850SH DEFINE4 0 0 6,553,850
M & T BANK CORPORATION 55261F10 40,806.12 80,012SH DEFINE2 20,334 0 59,678
55261F10 168,232.68 329,868SH DEFINE4 0 0 329,868
MBIA INC 55262C10 1,820.80 25,600SH DEFINE2 0 0 25,600
55262C10 160.03 2,250SH DEFINE4 0 0 2,250
MBNA CORP 55262L10 51,692.24 1,342,656SH DEFINE2 68,850 0 1,273,806
55262L10 435,055.78 11,300,150SH DEFINE4 0 0 11,300,150
MB FINANCIAL INC 55263D10 0.00 0SH DEFINE2 0 0 0
55263D10 0.00 0SH DEFINE4 0 0 0
MCN ENERGY GROUP INC 55267J10 1,101.88 43,000SH DEFINE2 0 0 43,000
55267J10 6,693.25 261,200SH DEFINE4 0 0 261,200
MEMC ELECTRONIC MATERIALS 55271510 0.00 0SH DEFINE2 0 0 0
55271510 0.00 0SH DEFINE4 0 0 0
MFN FINANCIAL CORPORATION 55272N10 0.00 0SH DEFINE2 0 0 0
55272N10 0.00 0SH DEFINE4 0 0 0
MPOWER COMM 144 RESTRICTED S5527639B 15.85 1,818SH DEFINE2 0 0 1,818
5527639B 864.59 99,165SH DEFINE4 0 0 99,165
MGIC INVESTMENTS 55284810 10,238.44 167,500SH DEFINE2 36,300 0 131,200
55284810 52,261.88 855,000SH DEFINE4 0 0 855,000
MGM MIRAGE 55295310 76.38 2,000SH DEFINE2 1,100 0 900
55295310 31,359.58 821,200SH DEFINE4 0 0 821,200
MMC NETWORKS INC 55308N10 0.00 0SH DEFINE2 0 0 0
55308N10 404.80 3,200SH DEFINE4 0 0 3,200
MRV COMMUNICATIONS INC 55347710 0.00 0SH DEFINE2 0 0 0
55347710 253.75 5,600SH DEFINE4 0 0 5,600
MSC INDUSTRIAL DIRECT CO CL 55353010 7,983.38 523,500SH DEFINE2 253,000 0 270,500
55353010 2,735.85 179,400SH DEFINE4 0 0 179,400
MTS SYSTEMS CORP 55377710 6,909.70 987,100SH DEFINE2 314,698 0 672,402
55377710 3,181.10 454,443SH DEFINE4 0 0 454,443
MACROVISION CORP 55590410 37,142.55 458,550SH DEFINE2 209,100 0 249,450
55590410 203,115.60 2,507,600SH DEFINE4 0 0 2,507,600
MACROMEDIA INC 55610010 40,586.70 502,233SH DEFINE2 56,476 0 445,757
55610010 482,614.67 5,972,030SH DEFINE4 0 0 5,972,030
MACRONIX INTL CO LTD SPON AD55610310 0.01 0SH DEFINE2 0 0 0
55610310 0.00 0SH DEFINE4 0 0 0
MAGIC SOFTWARE ENTERPRISES 55916610 1,176.31 154,270SH DEFINE2 22,300 0 131,970
55916610 581.03 76,200SH DEFINE4 0 0 76,200
MAGNA INTL INC CL A 55922240 719.22 16,629SH DEFINE2 1,930 0 14,699
55922240 8,273.13 191,286SH DEFINE4 0 0 191,286
MAGYAR TAVKOZLESI RT SP ADR 55977610 75.70 2,734SH DEFINE2 0 0 2,734
55977610 0.00 0SH DEFINE4 0 0 0
MAIL-WELL INC 56032120 0.00 0SH DEFINE2 0 0 0
56032120 1,541.45 347,369SH DEFINE4 0 0 347,369
MALAN REALTY INVESTORS INC R56106310 0.00 0SH DEFINE2 0 0 0
56106310 3,722.20 264,690SH DEFINE4 0 0 264,690
MALLINCKRODT INC 56123210 5,638.57 123,585SH DEFINE2 27,585 0 96,000
56123210 182.50 4,000SH DEFINE4 0 0 4,000
MANAGEMENT NETWORK GROUP INC56169310 14,278.50 684,000SH DEFINE2 482,200 0 201,800
56169310 2,774.71 132,920SH DEFINE4 0 0 132,920
MANHATTAN ASSOCIATES INC 56275010 11,717.13 191,300SH DEFINE2 134,300 0 57,000
56275010 2,371.11 38,712SH DEFINE4 0 0 38,712
MANOR CARE INC 56405510 407.88 26,000SH DEFINE2 0 0 26,000
56405510 0.00 0SH DEFINE4 0 0 0
MANPOWER INC 56418H10 22.36 700SH DEFINE2 0 0 700
56418H10 89.43 2,800SH DEFINE4 0 0 2,800
MANUFACTURERS SERVICES LTD 56500510 7,199.81 606,300SH DEFINE2 428,900 0 177,400
56500510 1,267.06 106,700SH DEFINE4 0 0 106,700
MANUGISTICS GROUP INC 56501110 43,390.88 442,200SH DEFINE2 311,100 0 131,100
56501110 356,913.40 3,637,334SH DEFINE4 0 0 3,637,334
MARCHFIRST INC 56624410 0.00 0SH DEFINE2 0 0 0
56624410 25.77 1,643SH DEFINE4 0 0 1,643
MARK IV INDUSTRIES INC 57038710 0.00 0SH DEFINE2 0 0 0
57038710 2,271.91 99,048SH DEFINE4 0 0 99,048
MARSH & MCLENNAN COS INC 57174810 9,232.76 69,550SH DEFINE2 0 0 69,550
57174810 0.00 0SH DEFINE4 0 0 0
MARRIOTT INTERNATIONAL CL A 57190320 5,180.32 142,170SH DEFINE2 26,570 0 115,600
57190320 22,525.30 618,190SH DEFINE4 0 0 618,190
MARTEK BIOSCIENCES CORP 57290110 0.00 0SH DEFINE2 0 0 0
57290110 0.00 0SH DEFINE4 0 0 0
MARTHA STEWART LIVING CL A 57308310 0.00 0SH DEFINE2 0 0 0
57308310 249.38 9,500SH DEFINE4 0 0 9,500
MARTIN MARIETTA MATERIALS 57328410 0.00 0SH DEFINE2 0 0 0
57328410 30.62 800SH DEFINE4 0 0 800
MASCO CORP 57459910 2,242.45 120,400SH DEFINE2 600 0 119,800
57459910 12,132.33 651,400SH DEFINE4 0 0 651,400
MASCOTECH INC 57467010 0.00 0SH DEFINE2 0 0 0
57467010 3,748.47 226,323SH DEFINE4 0 0 226,323
MASISA SA ADR 57479910 0.00 0SH DEFINE2 0 0 0
57479910 4.59 350SH DEFINE4 0 0 350
MASTEC INC 57632310 13,364.06 427,650SH DEFINE2 182,050 0 245,600
57632310 148.44 4,750SH DEFINE4 0 0 4,750
MATERIAL SCIENCES CORP 57667410 4,985.55 438,290SH DEFINE2 211,315 0 226,975
57667410 1,669.85 146,800SH DEFINE4 0 0 146,800
MATRIA HEALTHCARE INC 57681710 3,104.85 887,100SH DEFINE2 426,300 0 460,800
57681710 1,074.92 307,121SH DEFINE4 0 0 307,121
MATRIXONE INC 57685P30 0.00 0SH DEFINE2 0 0 0
57685P30 10,253.60 256,340SH DEFINE4 0 0 256,340
MATTEL INC 57708110 1,380.54 123,401SH DEFINE2 1,810 0 121,590
57708110 4,031.48 360,356SH DEFINE4 0 0 360,356
MATTRESS DISC 144A WARRANTS 57722R11 70.00 7,000SH DEFINE2 0 0 7,000
57722R11 0.00 0SH DEFINE4 0 0 0
MAXTOR CORP 57772920 0.00 0SH DEFINE2 0 0 0
57772920 302.40 28,800SH DEFINE4 0 0 28,800
MAXIM INTEGRATED PRODS INC 57772K10 123,746.66 1,538,420SH DEFINE2 94,300 0 1,444,120
57772K10 2,263,118.15 28,135,113SH DEFINE4 0 0 28,135,113
MAXIM PHARMACEUTICALS INC 57772M10 6,475.95 106,600SH DEFINE2 75,300 0 31,300
57772M10 9,334.85 153,660SH DEFINE4 0 0 153,660
MAY DEPARTMENT STORES CO 57777810 1,810.15 88,300SH DEFINE2 2,288 0 86,012
57777810 42,301.51 2,063,489SH DEFINE4 0 0 2,063,489
MAYTAG CO 57859210 633.68 20,400SH DEFINE2 0 0 20,400
57859210 59.02 1,900SH DEFINE4 0 0 1,900
MCAFEE.COM CORPORATION 57906210 3,867.50 260,000SH DEFINE2 116,600 0 143,400
57906210 6,582.19 442,500SH DEFINE4 0 0 442,500
MCCLATCHY COMPANY-CL A 57948910 7,677.91 218,200SH DEFINE2 70,100 0 148,100
57948910 2,594.83 73,743SH DEFINE4 0 0 73,743
MCCORMICK & CO NON VOTING SH57978020 0.00 0SH DEFINE2 0 0 0
57978020 74.38 2,500SH DEFINE4 0 0 2,500
MCDATA INC 58003110 921.68 7,500SH DEFINE2 700 0 6,800
58003110 23,201.75 188,800SH DEFINE4 0 0 188,800
MCDERMOTT INTERNATIONAL 58003710 165.00 15,000SH DEFINE2 0 0 15,000
58003710 0.00 0SH DEFINE4 0 0 0
MCDONALDS CORPORATION 58013510 14,372.27 476,100SH DEFINE2 142,700 0 333,400
58013510 160,063.18 5,302,300SH DEFINE4 0 0 5,302,300
MCGRAW HILL COMPANIES INC 58064510 16,791.88 264,179SH DEFINE2 59,355 0 204,824
58064510 148,493.12 2,336,175SH DEFINE4 0 0 2,336,175
MCK COMMUNICATIONS 58124310 20,183.76 892,100SH DEFINE2 625,200 0 266,900
58124310 3,656.20 161,600SH DEFINE4 0 0 161,600
MCKESSON HBOC INC 58155Q10 2,332.16 76,308SH DEFINE2 0 0 76,308
58155Q10 149.76 4,900SH DEFINE4 0 0 4,900
MCLEODUSA INC 58226610 56,322.68 3,935,209SH DEFINE2 445,912 0 3,489,297
58226610 804,027.62 56,176,602SH DEFINE4 0 0 56,176,602
MEAD CORPORATION 58283410 628.79 26,900SH DEFINE2 0 0 26,900
58283410 114.54 4,900SH DEFINE4 0 0 4,900
MEDAREX INC 58391610 13,279.78 113,200SH DEFINE2 9,700 0 103,500
58391610 128,715.28 1,097,200SH DEFINE4 0 0 1,097,200
MEDIA GENERAL INC CL A 58440410 3,642.10 84,700SH DEFINE2 42,100 0 42,600
58440410 1,685.60 39,200SH DEFINE4 0 0 39,200
MEDICINES COMPANY 58468810 2,594.83 75,900SH DEFINE2 47,500 0 28,400
58468810 12,495.53 365,500SH DEFINE4 0 0 365,500
MEDICIS PHARMACEUTICAL CL A 58469030 12,791.02 207,984SH DEFINE2 103,860 0 104,124
58469030 112,182.46 1,824,105SH DEFINE4 0 0 1,824,105
MEDIMMUNE INC 58469910 151,513.28 1,961,337SH DEFINE2 530,880 0 1,430,457
58469910 612,938.97 7,934,485SH DEFINE4 0 0 7,934,485
MEDIQ INC WARRANTS UNIT 144A58490612 0.01 965SH DEFINE2 0 0 965
58490612 0.28 27,855SH DEFINE4 0 0 27,855
MEDTRONIC INC 58505510 16,445.29 317,400SH DEFINE2 4,700 0 312,700
58505510 536,230.57 10,349,444SH DEFINE4 0 0 10,349,444
MELLON FINANCIAL CORP 58551A10 6,153.96 132,700SH DEFINE2 3,600 0 129,100
58551A10 173,881.35 3,749,463SH DEFINE4 0 0 3,749,463
MENTOR CORP MINN 58718810 15,258.60 968,800SH DEFINE2 311,600 0 657,200
58718810 4,625.78 293,700SH DEFINE4 0 0 293,700
MENTOR GRAPHICS CORP 58720010 11,656.37 494,700SH DEFINE2 237,900 0 256,800
58720010 4,375.56 185,700SH DEFINE4 0 0 185,700
MERCK & CO INC 58933110 68,801.84 924,290SH DEFINE2 155,830 0 768,460
58933110 1,504,083.16 20,205,987SH DEFINE4 0 0 20,205,987
MERCURY INTERACTIVE CORP 58940510 44,661.60 284,922SH DEFINE2 22,987 0 261,936
58940510 170,353.62 1,086,785SH DEFINE4 0 0 1,086,785
MEREDITH CORP 58943310 383.50 13,000SH DEFINE2 0 0 13,000
58943310 0.00 0SH DEFINE4 0 0 0
MERIDIAN DIAGNOSTICS INC 58960210 4,244.78 539,020SH DEFINE2 174,220 0 364,800
58960210 2,532.39 321,573SH DEFINE4 0 0 321,573
MERIDIAN RESOURCE CORP 58977Q10 0.00 0SH DEFINE2 0 0 0
58977Q10 258.50 37,600SH DEFINE4 0 0 37,600
MERRILL LYNCH COMPANY INC 59018810 252,646.55 3,827,978SH DEFINE2 1,571,170 0 2,256,808
59018810 1,069,842.18 16,209,730SH DEFINE4 0 0 16,209,730
MESA AIR GROUP INC 59047910 0.00 0SH DEFINE2 0 0 0
59047910 0.00 0SH DEFINE4 0 0 0
METASOLV SOFTWARE INC 59139310 2,423.89 59,300SH DEFINE2 0 0 59,300
59139310 123,587.69 3,023,552SH DEFINE4 0 0 3,023,552
METHODE ELECTRONICS INC CL A59152020 11,149.03 251,600SH DEFINE2 80,950 0 170,650
59152020 3,303.50 74,550SH DEFINE4 0 0 74,550
METLIFE INC 59156R10 1,256.18 47,969SH DEFINE2 6,542 0 41,427
59156R10 13,237.22 505,479SH DEFINE4 0 0 505,479
METRIS COMPANIES INC 59159810 0.00 0SH DEFINE2 0 0 0
59159810 481.90 12,200SH DEFINE4 0 0 12,200
METROCALL INC 59164710 0.00 0SH DEFINE2 0 0 0
59164710 78.30 26,100SH DEFINE4 0 0 26,100
METROMEDIA FIBER NETWORK-A 59168910 66,359.00 2,729,419SH DEFINE2 718,944 0 2,010,475
59168910 1,394,917.93 57,374,517SH DEFINE4 0 0 57,374,517
METROMEDIA INTL GROUP INC 59169510 223.06 59,643SH DEFINE2 8,000 0 51,643
59169510 1,911.40 511,068SH DEFINE4 0 0 511,068
MICHAEL FOODS INC 59407910 6,276.19 268,500SH DEFINE2 131,700 0 136,800
59407910 2,000.90 85,600SH DEFINE4 0 0 85,600
MICHAELS STORES INC 59408710 0.00 0SH DEFINE2 0 0 0
59408710 87,129.88 2,178,247SH DEFINE4 0 0 2,178,247
MICREL INC 59479310 33,613.90 501,700SH DEFINE2 152,300 0 349,400
59479310 327,918.10 4,894,300SH DEFINE4 0 0 4,894,300
MICROSOFT CORP 59491810 648,197.01 10,747,308SH DEFINE2 4,611,450 0 6,135,858
59491810 1,631,887.56 27,057,203SH DEFINE4 0 0 27,057,203
MICROCHIP TECHNOLOGY INC 59501710 4,493.19 135,900SH DEFINE2 5,550 0 130,350
59501710 61,816.96 1,869,700SH DEFINE4 0 0 1,869,700
MICROMUSE INC 59509410 97,454.69 485,000SH DEFINE2 104,500 0 380,500
59509410 723,895.23 3,602,589SH DEFINE4 0 0 3,602,589
MICRON TECHNOLOGY INC 59511210 22,939.97 498,695SH DEFINE2 470 0 498,225
59511210 78,995.80 1,717,300SH DEFINE4 0 0 1,717,300
MICROTUNE INC 59514P10 0.00 0SH DEFINE2 0 0 0
59514P10 2,920.66 54,528SH DEFINE4 0 0 54,528
MID ATLANTIC MED SVCS 59523C10 0.00 0SH DEFINE2 0 0 0
59523C10 461.31 30,500SH DEFINE4 0 0 30,500
MIDAS INC 59562610 200.20 14,300SH DEFINE2 4,500 0 9,800
59562610 518.70 37,050SH DEFINE4 0 0 37,050
MIDCOM COMMUNICATIONS INC 59563X10 402.48 89,441SH DEFINE2 53,239 0 36,202
59563X10 1,753.68 389,707SH DEFINE4 0 0 389,707
MIDWEST EXPRESS HOLDINGS 59791110 5,379.92 267,325SH DEFINE2 127,800 0 139,525
59791110 1,964.82 97,631SH DEFINE4 0 0 97,631
MILACRON INC 59870910 10,373.10 779,200SH DEFINE2 251,100 0 528,100
59870910 2,935.41 220,500SH DEFINE4 0 0 220,500
MILLENNIUM PHARMACEUTICALS 59990210 85,284.14 583,888SH DEFINE2 150,192 0 433,696
59990210 425,187.23 2,910,995SH DEFINE4 0 0 2,910,995
HERMAN MILLER INC 60054410 0.00 0SH DEFINE2 0 0 0
60054410 35.27 1,100SH DEFINE4 0 0 1,100
MILLIPORE CORPORATION 60107310 571.56 11,800SH DEFINE2 0 0 11,800
60107310 33,436.41 690,300SH DEFINE4 0 0 690,300
MIMECOM P/P (PRIVATE) 6024MM9A 0.00 0SH DEFINE2 0 0 0
6024MM9A 0.00 0SH DEFINE4 0 0 0
MINIMED INC 60365K10 0.00 0SH DEFINE2 0 0 0
60365K10 144,072.50 1,612,000SH DEFINE4 0 0 1,612,000
MINNESOTA MINING & MFG CO 60405910 13,179.41 144,630SH DEFINE2 14,145 0 130,485
60405910 231,522.65 2,540,715SH DEFINE4 0 0 2,540,715
MINNTECH CORP 60425810 553.33 80,485SH DEFINE2 24,958 0 55,527
60425810 0.00 0SH DEFINE4 0 0 0
MIPS TECHNOLOGIES INC 60456710 0.00 0SH DEFINE2 0 0 0
60456710 170.20 3,700SH DEFINE4 0 0 3,700
MIRAVANT MED TECHNOLOGIES 60469010 0.00 0SH DEFINE2 0 0 0
60469010 19,268.33 885,900SH DEFINE4 0 0 885,900
MISSISSIPPI CHEMICAL CORP 60528820 3,110.40 777,600SH DEFINE2 376,800 0 400,800
60528820 1,044.80 261,200SH DEFINE4 0 0 261,200
MITCHELL ENERGY & DEV CORP 60659220 10,255.17 219,950SH DEFINE2 71,000 0 148,950
60659220 2,676.28 57,400SH DEFINE4 0 0 57,400
MOBILE MINI INC 60740F10 0.00 0SH DEFINE2 0 0 0
60740F10 0.00 0SH DEFINE4 0 0 0
MOBILITY ELECTRONICS INC 60741U10 0.00 0SH DEFINE2 0 0 0
60741U10 45.63 5,000SH DEFINE4 0 0 5,000
MOLECULAR DEVICES CORP 60851C10 15,690.53 159,700SH DEFINE2 89,600 0 70,100
60851C10 42,247.50 430,000SH DEFINE4 0 0 430,000
MOLEX INC 60855410 2,705.54 49,700SH DEFINE2 0 0 49,700
60855410 80.30 1,475SH DEFINE4 0 0 1,475
MONDAVI ROBERT CORP CL A 60920010 7,262.96 177,687SH DEFINE2 84,929 0 92,758
60920010 2,530.16 61,900SH DEFINE4 0 0 61,900
MONTANA POWER COMPANY 61208510 0.00 0SH DEFINE2 0 0 0
61208510 10,486.43 314,200SH DEFINE4 0 0 314,200
MOODY S INVESTORS SER-EX 61536910 9,593.54 364,600SH DEFINE2 67,700 0 296,900
61536910 29,235.82 1,111,100SH DEFINE4 0 0 1,111,100
MORGAN J P & CO INC 61688010 6,820.91 41,750SH DEFINE2 100 0 41,650
61688010 17,981.71 110,064SH DEFINE4 0 0 110,064
MORGAN ST DEAN WITTER & CO 61744644 409,172.66 4,474,889SH DEFINE2 1,537,965 0 2,936,924
61744644 1,613,400.33 17,644,843SH DEFINE4 0 0 17,644,843
MOTHERNATURE.COM 61978K10 0.70 900SH DEFINE2 700 0 200
61978K10 0.00 0SH DEFINE4 0 0 0
MOTHERS WORK INC 61990310 2.86 297SH DEFINE2 0 0 297
61990310 75.29 7,822SH DEFINE4 0 0 7,822
MOTOROLA INC 62007610 25,558.51 904,726SH DEFINE2 241,264 0 663,462
62007610 396,030.28 14,018,771SH DEFINE4 0 0 14,018,771
MPOWER COMM CORP 62473J10 20.56 2,358SH DEFINE2 353 0 2,005
62473J10 85.41 9,796SH DEFINE4 0 0 9,796
MULTEX.COM INC 62536710 5,305.33 309,800SH DEFINE2 215,300 0 94,500
62536710 40,557.82 2,368,340SH DEFINE4 0 0 2,368,340
MURPHY OIL CORP 62671710 36,469.99 562,700SH DEFINE2 112,700 0 450,000
62671710 99,001.09 1,527,500SH DEFINE4 0 0 1,527,500
MUTUAL RISK MANAGEMENT LTD 62835110 0.00 0SH DEFINE2 0 0 0
62835110 0.00 0SH DEFINE4 0 0 0
MUTUAL RISK MGMNT P/P 144A C628351AA 0.00 0SH DEFINE2 0 0 0
628351AA 0.00 0SH DEFINE4 0 0 0
MYLAN LABS INC 62853010 0.00 0SH DEFINE2 0 0 0
62853010 67.34 2,500SH DEFINE4 0 0 2,500
MYRIAD GENETICS INC 62855J10 0.00 0SH DEFINE2 0 0 0
62855J10 241.85 2,800SH DEFINE4 0 0 2,800
NABI INC 62871610 0.00 0SH DEFINE2 0 0 0
62871610 512.50 73,214SH DEFINE4 0 0 73,214
NBC INTERNET INC-A 62873D10 54.44 1,083SH DEFINE2 167 0 917
62873D10 226.12 4,500SH DEFINE4 0 0 4,500
NCR CORPORATION 62886E10 1,838.10 48,611SH DEFINE2 0 0 48,611
62886E10 10,976.97 290,300SH DEFINE4 0 0 290,300
NPC INTERNATIONAL INC 62936030 0.00 0SH DEFINE2 0 0 0
62936030 193.67 19,800SH DEFINE4 0 0 19,800
NPS PHARMACEUTICALS INC 62936P10 0.00 0SH DEFINE2 0 0 0
62936P10 65,359.67 1,155,530SH DEFINE4 0 0 1,155,530
NTL INCORPORATED 62940710 6,442.65 139,113SH DEFINE2 8,013 0 131,100
62940710 105,426.29 2,276,411SH DEFINE4 0 0 2,276,411
NUI CORP 62943010 0.00 0SH DEFINE2 0 0 0
62943010 11,691.62 387,300SH DEFINE4 0 0 387,300
NABISCO HOLDINGS CORP CL A 62952610 118.25 2,200SH DEFINE2 0 0 2,200
62952610 182.75 3,400SH DEFINE4 0 0 3,400
NABISCO GROUP HOLDINGS 62952P10 2,359.80 82,800SH DEFINE2 0 0 82,800
62952P10 370.50 13,000SH DEFINE4 0 0 13,000
NABORS INDUSTRIES INC 62956810 32,886.24 627,600SH DEFINE2 341,300 0 286,300
62956810 118,127.94 2,254,350SH DEFINE4 0 0 2,254,350
NANOGEN INC 63007510 0.00 0SH DEFINE2 0 0 0
63007510 12.21 630SH DEFINE4 0 0 630
NANOMETRICS INC 63007710 11,173.78 209,100SH DEFINE2 146,990 0 62,110
63007710 2,223.53 41,610SH DEFINE4 0 0 41,610
NATIONAL AUSTRALIA BK-SP ADR63252540 292.92 3,296SH DEFINE2 445 0 2,851
63252540 59.20 666SH DEFINE4 0 0 666
NATIONAL CITY CORPORATION 63540510 10,723.52 484,679SH DEFINE2 280,540 0 204,139
63540510 168,913.31 7,634,500SH DEFINE4 0 0 7,634,500
NATIONAL COMM BANCORP 63544910 15,059.61 755,341SH DEFINE2 236,635 0 518,706
63544910 78,757.51 3,950,220SH DEFINE4 0 0 3,950,220
NATIONAL DATA CORP 63562110 16,129.84 491,576SH DEFINE2 156,700 0 334,875
63562110 11,003.51 335,345SH DEFINE4 0 0 335,345
NATIONAL FUEL GAS CO 63618010 11.21 200SH DEFINE2 0 0 200
63618010 19,829.31 353,700SH DEFINE4 0 0 353,700
NATIONAL-OILWELL INC 63707110 11,996.88 383,900SH DEFINE2 186,800 0 197,100
63707110 3,528.13 112,900SH DEFINE4 0 0 112,900
NATIONAL SEMICONDUCTOR CORP 63764010 1,827.35 45,400SH DEFINE2 200 0 45,200
63764010 7,144.38 177,500SH DEFINE4 0 0 177,500
NATIONAL SERVICE IND INC 63765710 197.58 10,100SH DEFINE2 0 0 10,100
63765710 0.00 0SH DEFINE4 0 0 0
NATIONAL TECHTEAM INC 63810810 0.00 0SH DEFINE2 0 0 0
63810810 0.00 0SH DEFINE4 0 0 0
NATIONWIDE FINANCIAL SERVICE63861210 0.00 0SH DEFINE2 0 0 0
63861210 67.28 1,800SH DEFINE4 0 0 1,800
NATURAL MICROSYSTEMS CORP 63888210 34,903.41 648,800SH DEFINE2 399,000 0 249,800
63888210 5,676.43 105,516SH DEFINE4 0 0 105,516
NAVISTAR INTERNATIONAL 63934E10 449.06 15,000SH DEFINE2 0 0 15,000
63934E10 0.00 0SH DEFINE4 0 0 0
NAVISITE INC 63935M10 0.00 0SH DEFINE2 0 0 0
63935M10 40.41 1,500SH DEFINE4 0 0 1,500
NEON COMMUNICATIONS 64050610 2,437.76 69,900SH DEFINE2 0 0 69,900
64050610 3,658.39 104,900SH DEFINE4 0 0 104,900
NEOSE TECHNOLOGIES INC 64052210 0.00 0SH DEFINE2 0 0 0
64052210 193.50 4,000SH DEFINE4 0 0 4,000
NETWORKS ASSOCIATES INC 64093810 517.32 22,865SH DEFINE2 2,707 0 20,158
64093810 5,487.09 242,523SH DEFINE4 0 0 242,523
NET2PHONE INC 64108N10 0.00 0SH DEFINE2 0 0 0
64108N10 87.75 3,900SH DEFINE4 0 0 3,900
NETCENTIVES INC 64108P10 0.00 0SH DEFINE2 0 0 0
64108P10 12,228.56 1,597,200SH DEFINE4 0 0 1,597,200
NETEGRITY INC 64110P10 29,060.50 415,150SH DEFINE2 190,100 0 225,050
64110P10 137,142.53 1,959,179SH DEFINE4 0 0 1,959,179
NETRO CORP 64114R10 12,057.38 203,500SH DEFINE2 4,000 0 199,500
64114R10 233,021.36 3,932,850SH DEFINE4 0 0 3,932,850
NETIQ CORPORATION 64115P10 0.00 0SH DEFINE2 0 0 0
64115P10 249.61 3,800SH DEFINE4 0 0 3,800
NETWORK APPLIANCE INC 64120L10 173,761.79 1,364,175SH DEFINE2 593,300 0 770,875
64120L10 680,188.87 5,340,050SH DEFINE4 0 0 5,340,050
NETWORK PLUS RESTRICTED 144 64122D9A 519.17 83,067SH DEFINE2 0 0 83,067
64122D9A 6,850.93 1,096,148SH DEFINE4 0 0 1,096,148
NEUROCRINE BIOSCIENCES INC 64125C10 16,299.00 362,200SH DEFINE2 254,500 0 107,700
64125C10 2,902.50 64,500SH DEFINE4 0 0 64,500
NEWFOCUS INC 64438310 403.22 5,100SH DEFINE2 0 0 5,100
64438310 35,151.19 444,600SH DEFINE4 0 0 444,600
NEW JERSEY RESOURCES CORP 64602510 121.88 3,000SH DEFINE2 0 0 3,000
64602510 4,740.94 116,700SH DEFINE4 0 0 116,700
NEW PLAN EXCEL REALTY TR REI64805310 0.00 0SH DEFINE2 0 0 0
64805310 0.00 0SH DEFINE4 0 0 0
NEW YORK TIMES CO CL A 65011110 1,824.10 46,400SH DEFINE2 1,300 0 45,100
65011110 45,107.16 1,147,400SH DEFINE4 0 0 1,147,400
NEWELL RUBBERMAID INC 65122910 2,160.82 94,721SH DEFINE2 2,873 0 91,848
65122910 18,411.65 807,086SH DEFINE4 0 0 807,086
NEWFIELD EXPLORATION CO 65129010 9,293.23 199,052SH DEFINE2 92,915 0 106,137
65129010 4,593.87 98,396SH DEFINE4 0 0 98,396
NEWMONT MINING COMPANY 65163910 746.50 43,912SH DEFINE2 0 0 43,912
65163910 76.50 4,500SH DEFINE4 0 0 4,500
NEWPARK RESOURCES 65171850 6,660.00 720,000SH DEFINE2 366,500 0 353,500
65171850 2,505.83 270,900SH DEFINE4 0 0 270,900
NEWPORT CORP 65182410 0.00 0SH DEFINE2 0 0 0
65182410 88,392.42 555,000SH DEFINE4 0 0 555,000
NEWPORT NEWS SHIPBUILDING 65222810 7,083.14 163,300SH DEFINE2 78,600 0 84,700
65222810 2,455.03 56,600SH DEFINE4 0 0 56,600
NEWS CORP LTD ADR NEW 65248770 347,016.20 6,189,810SH DEFINE2 1,663,073 0 4,526,736
65248770 222,757.32 3,973,375SH DEFINE4 0 0 3,973,375
NEXTEL COMMUNICATIONS INC CL65332V10 212,701.55 4,549,766SH DEFINE2 1,816,780 0 2,732,985
65332V10 544,652.62 11,650,323SH DEFINE4 0 0 11,650,323
NEXTLINK COMMUNICATIONS-A 65333H70 62,767.05 1,783,788SH DEFINE2 309,565 0 1,474,223
65333H70 1,304,472.93 37,072,055SH DEFINE4 0 0 37,072,055
NIAGARA MOHAWK HOLDINGS INC 65352010 641.03 40,700SH DEFINE2 0 0 40,700
65352010 14,167.13 899,500SH DEFINE4 0 0 899,500
NICE SYSTEMS LTD SPONS ADR 65365610 5,515.56 76,605SH DEFINE2 11,410 0 65,195
65365610 2,719.51 37,771SH DEFINE4 0 0 37,771
NICOR INC 65408610 3,767.12 104,100SH DEFINE2 23,800 0 80,300
65408610 18,419.44 509,000SH DEFINE4 0 0 509,000
NIKE INC 65410610 2,960.62 73,900SH DEFINE2 500 0 73,400
65410610 18,717.20 467,200SH DEFINE4 0 0 467,200
NIKU CORP 65411310 0.00 0SH DEFINE2 0 0 0
65411310 119.44 4,900SH DEFINE4 0 0 4,900
99 CENTS ONLY STORES 65440K10 12,124.25 241,579SH DEFINE2 174,713 0 66,866
65440K10 33,079.48 659,118SH DEFINE4 0 0 659,118
NISOURCE INC 65473P10 8,289.10 340,065SH DEFINE2 250,838 0 89,227
65473P10 131,514.01 5,395,446SH DEFINE4 0 0 5,395,446
NITCHES INC 65476M10 0.00 0SH DEFINE2 0 0 0
65476M10 0.00 0SH DEFINE4 0 0 0
NOBLE AFFILIATES INC 65489410 0.00 0SH DEFINE2 0 0 0
65489410 248.74 6,700SH DEFINE4 0 0 6,700
NOKIA CORP SPON ADR A 65490220 14,121.18 354,692SH DEFINE2 0 0 354,692
65490220 263,176.55 6,610,400SH DEFINE4 0 0 6,610,400
NOBLE DRILLING CORP 65504210 14,698.63 292,510SH DEFINE2 131,200 0 161,310
65504210 192,253.94 3,825,949SH DEFINE4 0 0 3,825,949
NORDSTROM INC 65566410 513.56 33,000SH DEFINE2 0 0 33,000
65566410 0.00 0SH DEFINE4 0 0 0
NORFOLK SOUTHERN CORP 65584410 1,466.89 100,300SH DEFINE2 500 0 99,800
65584410 5,507.78 376,600SH DEFINE4 0 0 376,600
NORTEL NETWORKS CORP NEW 65656810 462,968.12 7,772,812SH DEFINE2 3,219,100 0 4,553,712
65656810 1,005,360.20 16,879,080SH DEFINE4 0 0 16,879,080
NORTH FORK BANCORP INC 65942410 15,712.38 726,584SH DEFINE2 277,985 0 448,599
65942410 11,419.73 528,080SH DEFINE4 0 0 528,080
NORTHEAST UTILITIES 66439710 6,178.51 284,888SH DEFINE2 96,900 0 187,988
66439710 14,719.31 678,700SH DEFINE4 0 0 678,700
NORTHERN TRUST CORP 66585910 77,218.51 868,844SH DEFINE2 427,200 0 441,644
66585910 73,766.25 830,000SH DEFINE4 0 0 830,000
NORTHROP GRUMMAN CORP 66680710 1,644.84 18,100SH DEFINE2 0 0 18,100
66680710 199.93 2,200SH DEFINE4 0 0 2,200
NORTHWEST NATURAL GAS CO 66765510 0.00 0SH DEFINE2 0 0 0
66765510 18,516.23 813,900SH DEFINE4 0 0 813,900
NOVA CORP/GEORGIA 66978410 0.00 0SH DEFINE2 0 0 0
66978410 30.83 1,800SH DEFINE4 0 0 1,800
NUANCE COMMUNICATIONS INC 66996710 0.00 0SH DEFINE2 0 0 0
66996710 170.36 1,400SH DEFINE4 0 0 1,400
NOVELL INC 67000610 844.69 85,000SH DEFINE2 0 0 85,000
67000610 73.54 7,400SH DEFINE4 0 0 7,400
NOVELLUS SYSTEMS INC 67000810 3,967.13 85,200SH DEFINE2 0 0 85,200
67000810 20,573.08 441,838SH DEFINE4 0 0 441,838
NOVOSTE CORPORATION 67010C10 97.75 2,300SH DEFINE2 2,300 0 0
67010C10 16,953.25 398,900SH DEFINE4 0 0 398,900
NSTAR 67019E10 0.00 0SH DEFINE2 0 0 0
67019E10 100.63 2,500SH DEFINE4 0 0 2,500
NUTOOL INC P/P (PRIVATE) 6701NT9A 0.00 0SH DEFINE2 0 0 0
6701NT9A 0.00 0SH DEFINE4 0 0 0
NUCOR CORP 67034610 638.65 21,200SH DEFINE2 0 0 21,200
67034610 66.28 2,200SH DEFINE4 0 0 2,200
NUEVO ENERGY CO 67050910 59.45 3,235SH DEFINE2 0 0 3,235
67050910 673.81 36,670SH DEFINE4 0 0 36,670
NUTRAMAX PRODUCTS INC 67061A30 0.00 0SH DEFINE2 0 0 0
67061A30 0.00 0SH DEFINE4 0 0 0
NVIDIA CORP 67066G10 0.00 0SH DEFINE2 0 0 0
67066G10 163.75 2,000SH DEFINE4 0 0 2,000
OGE ENERGY CORP 67083710 0.00 0SH DEFINE2 0 0 0
67083710 7,205.76 338,100SH DEFINE4 0 0 338,100
OAK TECHNOLOGY INC 67180210 6,383.85 233,200SH DEFINE2 163,800 0 69,400
67180210 1,367.66 49,960SH DEFINE4 0 0 49,960
OAKLEY INC 67366210 0.00 0SH DEFINE2 0 0 0
67366210 465.41 26,500SH DEFINE4 0 0 26,500
OCCIDENTAL PETROLEUM CORP 67459910 2,189.65 100,385SH DEFINE2 1,600 0 98,785
67459910 34,058.04 1,561,400SH DEFINE4 0 0 1,561,400
OFFICE DEPOT INC 67622010 877.79 112,358SH DEFINE2 2,956 0 109,402
67622010 679.19 86,936SH DEFINE4 0 0 86,936
OFFSHORE LOGISTICS 67625510 130.45 10,541SH DEFINE2 1,443 0 9,098
67625510 2,052.00 165,818SH DEFINE4 0 0 165,818
OIL CO LUKOIL SPONS ADR 67786210 736.00 12,800SH DEFINE2 0 0 12,800
67786210 0.00 0SH DEFINE4 0 0 0
LUKOIL HLDG SPNS ADR 67786230 86.78 3,900SH DEFINE2 0 0 3,900
67786230 0.00 0SH DEFINE4 0 0 0
OLD KENT FINANCIAL CORP 67983310 1,003.70 34,685SH DEFINE2 0 0 34,685
67983310 0.00 0SH DEFINE4 0 0 0
OMNICARE INC 68190410 34,581.05 2,144,561SH DEFINE2 836,323 0 1,308,239
68190410 15,657.56 971,011SH DEFINE4 0 0 971,011
OMNICOM GROUP 68191910 102,343.88 1,403,172SH DEFINE2 543,493 0 859,679
68191910 305,276.93 4,185,459SH DEFINE4 0 0 4,185,459
OMNOVA SOLUTIONS INC 68212910 7,899.83 1,420,195SH DEFINE2 457,600 0 962,595
68212910 3,013.21 541,700SH DEFINE4 0 0 541,700
ON ASSIGNMENT INC 68215910 14,539.18 463,400SH DEFINE2 324,000 0 139,400
68215910 20,917.40 666,690SH DEFINE4 0 0 666,690
ONEIDA LTD 68250510 3,456.61 249,125SH DEFINE2 77,430 0 171,695
68250510 1,127.58 81,267SH DEFINE4 0 0 81,267
ONEOK INC 68268010 719.48 18,100SH DEFINE2 0 0 18,100
68268010 6,864.83 172,700SH DEFINE4 0 0 172,700
ONEPOINT COMM WARR P/P 144A 68272T11 44.00 550SH DEFINE2 0 0 550
68272T11 1,504.80 18,810SH DEFINE4 0 0 18,810
OPEN TEXT CORP 68371510 236.38 12,200SH DEFINE2 0 0 12,200
68371510 0.00 0SH DEFINE4 0 0 0
OPNET TECHNOLOGIES INC 68375710 0.00 0SH DEFINE2 0 0 0
68375710 45.41 1,244SH DEFINE4 0 0 1,244
ORACLE CORPORATION 68389X10 754,177.73 9,576,860SH DEFINE2 3,662,280 0 5,914,580
68389X10 2,063,527.59 26,203,525SH DEFINE4 0 0 26,203,525
OPTICAL SWITCH P/P B (PRIVAT6838PW9A 1,700.31 43,879SH DEFINE2 0 0 43,879
6838PW9A 15,302.76 394,910SH DEFINE4 0 0 394,910
ORAPHARMA INC 68554E10 0.00 0SH DEFINE2 0 0 0
68554E10 69.88 5,200SH DEFINE4 0 0 5,200
ORBITAL SCIENCES CORP 68556410 22.43 2,679SH DEFINE2 857 0 1,821
68556410 1,097.12 130,999SH DEFINE4 0 0 130,999
ORBITAL IMAGING WT P/P 144A 68556F11 8.10 1,620SH DEFINE2 570 0 1,050
68556F11 52.33 10,465SH DEFINE4 0 0 10,465
ORTHODONTIC CENTERS OF AMER 68750P10 13,652.13 409,820SH DEFINE2 196,920 0 212,900
68750P10 4,733.71 142,100SH DEFINE4 0 0 142,100
OSHKOSH B GOSH INC CL A 68822220 3,010.18 197,794SH DEFINE2 69,900 0 127,894
68822220 487.00 32,000SH DEFINE4 0 0 32,000
OUTBACK STEAKHOUSE INC 68989910 0.00 0SH DEFINE2 0 0 0
68989910 100.36 3,700SH DEFINE4 0 0 3,700
OWENS & MINOR INC HLDG CO 69073210 26,711.16 1,695,946SH DEFINE2 640,110 0 1,055,836
69073210 17,796.08 1,129,910SH DEFINE4 0 0 1,129,910
OWENS CORNING 69073F10 1.58 600SH DEFINE2 0 0 600
69073F10 0.00 0SH DEFINE4 0 0 0
OWENS ILL INC 69076840 5,614.75 607,000SH DEFINE2 303,601 0 303,399
69076840 57,158.90 6,179,340SH DEFINE4 0 0 6,179,340
OXFORD HEALTH PLANS 69147110 0.00 0SH DEFINE2 0 0 0
69147110 473.31 15,400SH DEFINE4 0 0 15,400
PC CONNECTION INC 69318J10 0.00 0SH DEFINE2 0 0 0
69318J10 168.15 2,950SH DEFINE4 0 0 2,950
PECO ENERGY CO 69330410 2,695.03 44,500SH DEFINE2 0 0 44,500
69330410 27,664.95 456,800SH DEFINE4 0 0 456,800
P G & E CORP 69331C10 9,977.22 412,495SH DEFINE2 89,240 0 323,255
69331C10 98,171.98 4,058,790SH DEFINE4 0 0 4,058,790
PE CORP-PE BIOSYSTEMS GROUP 69332S10 352,732.41 3,027,746SH DEFINE2 1,174,490 0 1,853,256
69332S10 1,539,462.46 13,214,270SH DEFINE4 0 0 13,214,270
PE CORP-CELLERA GENOMICS GRP69332S20 29.89 300SH DEFINE2 0 0 300
69332S20 21,568.81 216,500SH DEFINE4 0 0 216,500
P.F. CHANG S CHINA BISTRO IN69333Y10 5,232.07 151,380SH DEFINE2 106,070 0 45,310
69333Y10 965.54 27,936SH DEFINE4 0 0 27,936
PMC - SIERRA INC 69344F10 282,197.06 1,311,020SH DEFINE2 580,750 0 730,270
69344F10 1,592,438.12 7,398,087SH DEFINE4 0 0 7,398,087
THE PMI GROUP INC 69344M10 0.00 0SH DEFINE2 0 0 0
69344M10 169.38 2,500SH DEFINE4 0 0 2,500
PNC FINANCIAL SERVICES GROUP69347510 31,057.65 477,810SH DEFINE2 358,227 0 119,583
69347510 344,826.89 5,305,029SH DEFINE4 0 0 5,305,029
PPG INDUSTRIES INC 69350610 4,895.29 123,346SH DEFINE2 25,715 0 97,631
69350610 116,088.48 2,925,064SH DEFINE4 0 0 2,925,064
PPL CORPORATION 69351T10 1,573.98 37,700SH DEFINE2 0 0 37,700
69351T10 27,183.43 651,100SH DEFINE4 0 0 651,100
PSF GROUP HOLDINGS INC-CL A 69362E9A 496.01 354SH DEFINE2 0 0 354
69362E9A 52,225.35 37,304SH DEFINE4 0 0 37,304
PSS WORLD MEDICAL INC 69366A10 2,412.80 665,600SH DEFINE2 319,900 0 345,700
69366A10 921.11 254,100SH DEFINE4 0 0 254,100
PACCAR INCORPORATED 69371810 719.01 19,400SH DEFINE2 0 0 19,400
69371810 55.59 1,500SH DEFINE4 0 0 1,500
PACIFICARE HEALTH SYSTEMS 69511210 13.93 400SH DEFINE2 0 0 400
69511210 0.00 0SH DEFINE4 0 0 0
PACKAGING CORP OF AMERICA 69515610 3,892.89 351,900SH DEFINE2 169,200 0 182,700
69515610 9,752.70 881,600SH DEFINE4 0 0 881,600
PACKETEER INC 69521010 0.00 0SH DEFINE2 0 0 0
69521010 113.81 3,000SH DEFINE4 0 0 3,000
PACTIV CORP 69525710 479.94 42,900SH DEFINE2 0 0 42,900
69525710 0.00 0SH DEFINE4 0 0 0
PAGING DO BRAZIL HLDG LLC-B 69554T10 0.00 0SH DEFINE2 0 0 0
69554T10 0.12 12,340SH DEFINE4 0 0 12,340
PAINE WEBBER GROUP INC 69562910 16,309.13 239,400SH DEFINE2 160,800 0 78,600
69562910 46,055.91 676,050SH DEFINE4 0 0 676,050
PAIN THERAPEUTICS INC 69562K10 0.00 0SH DEFINE2 0 0 0
69562K10 4,045.71 204,200SH DEFINE4 0 0 204,200
PALL CORP 69642930 626.04 31,400SH DEFINE2 0 0 31,400
69642930 67.79 3,400SH DEFINE4 0 0 3,400
PALM INC 69664210 66,950.96 1,264,717SH DEFINE2 97,200 0 1,167,517
69664210 257,703.61 4,868,073SH DEFINE4 0 0 4,868,073
PALOMAR MEDICAL TECHNOLOGIES69752930 0.00 0SH DEFINE2 0 0 0
69752930 0.00 0SH DEFINE4 0 0 0
PARAMETRIC TECHNOLOGY CORP 69917310 15,074.06 1,378,200SH DEFINE2 974,100 0 404,100
69917310 279,531.81 25,557,194SH DEFINE4 0 0 25,557,194
PARK ELECTROCHEMICAL CORP 70041620 19,383.17 348,461SH DEFINE2 111,143 0 237,319
70041620 11,145.24 200,364SH DEFINE4 0 0 200,364
PARK PLACE ENTERTAINMENT COR70069010 39.33 2,600SH DEFINE2 0 0 2,600
70069010 0.00 0SH DEFINE4 0 0 0
PARKER DRILLING COMPANY 70108110 545.79 77,970SH DEFINE2 28,589 0 49,381
70108110 8,862.21 1,266,030SH DEFINE4 0 0 1,266,030
PARKER HANNIFIN CORP 70109410 984.66 29,175SH DEFINE2 0 0 29,175
70109410 91.13 2,700SH DEFINE4 0 0 2,700
PATHNET INC WARRANT P/P 144A70321G11 9.25 925SH DEFINE2 925 0 0
70321G11 0.00 0SH DEFINE4 0 0 0
PAXSON COMMUNICATIONS CORP 70423110 813.65 70,753SH DEFINE2 21,250 0 49,503
70423110 11,576.31 1,006,636SH DEFINE4 0 0 1,006,636
PAYCHEX INC 70432610 22,870.31 435,625SH DEFINE2 189,300 0 246,325
70432610 6,898.50 131,400SH DEFINE4 0 0 131,400
PAYLESS SHOWSOURCE INC 70437910 0.00 0SH DEFINE2 0 0 0
70437910 30.80 550SH DEFINE4 0 0 550
PECO II INC 70522110 11,384.80 243,200SH DEFINE2 170,700 0 72,500
70522110 1,889.35 40,360SH DEFINE4 0 0 40,360
PEGASUS COMMUNICATIONS CORP 70590410 29,979.53 620,534SH DEFINE2 363,083 0 257,450
70590410 4,802.34 99,402SH DEFINE4 0 0 99,402
PEMSTAR INC 70655210 10,298.53 523,100SH DEFINE2 257,700 0 265,400
70655210 5,752.29 292,180SH DEFINE4 0 0 292,180
PENINSULA GAMING LLC 7071329A 0.00 0SH DEFINE2 0 0 0
7071329A 0.00 140,840SH DEFINE4 0 0 140,840
PENNEY J C COMPANY 70816010 792.62 67,100SH DEFINE2 500 0 66,600
70816010 4,311.56 365,000SH DEFINE4 0 0 365,000
PENTAIR INC 70963110 6,513.17 243,483SH DEFINE2 78,420 0 165,063
70963110 7,040.07 263,180SH DEFINE4 0 0 263,180
PEOPLES BANK BRIDGEPORT 71019810 0.00 0SH DEFINE2 0 0 0
71019810 0.00 0SH DEFINE4 0 0 0
PEOPLES ENERGY CORP 71103010 293.70 8,800SH DEFINE2 0 0 8,800
71103010 11,621.18 348,200SH DEFINE4 0 0 348,200
PEOPLESOFT INC 71271310 2,098.62 75,118SH DEFINE2 374 0 74,745
71271310 971.14 34,761SH DEFINE4 0 0 34,761
PEPSI BOTTLING GROUP INC 71340910 11,483.88 382,000SH DEFINE2 92,270 0 289,730
71340910 83,725.87 2,785,060SH DEFINE4 0 0 2,785,060
PEPSICO INC 71344810 170,979.70 3,716,950SH DEFINE2 1,900,880 0 1,816,070
71344810 656,128.82 14,263,670SH DEFINE4 0 0 14,263,670
PER-SE TECHNOLOGIES INC 71356930 9,186.93 724,093SH DEFINE2 347,394 0 376,699
71356930 3,572.80 281,600SH DEFINE4 0 0 281,600
PEREGRINE SYSTEMS INC 71366Q10 48,419.06 2,556,782SH DEFINE2 339,650 0 2,217,132
71366Q10 263,390.33 13,908,400SH DEFINE4 0 0 13,908,400
PEREZ COMPANC SA 71367B10 308.41 18,834SH DEFINE2 0 0 18,834
71367B10 24.56 1,500SH DEFINE4 0 0 1,500
PERFORMANCE FOOD GROUP CO 71375510 12,235.65 325,200SH DEFINE2 156,800 0 168,400
71375510 4,168.85 110,800SH DEFINE4 0 0 110,800
PERFORMANCE TECHNOLOGIES INC71376K10 10,104.96 718,575SH DEFINE2 344,100 0 374,475
71376K10 3,934.69 279,800SH DEFINE4 0 0 279,800
PERKINELMER INC 71404610 89,530.29 857,775SH DEFINE2 243,359 0 614,417
71404610 227,612.85 2,180,722SH DEFINE4 0 0 2,180,722
PEROT SYSTEMS CORP-CL A 71426510 0.00 0SH DEFINE2 0 0 0
71426510 0.00 0SH DEFINE4 0 0 0
PERRIGO CO 71429010 0.00 0SH DEFINE2 0 0 0
71429010 0.00 0SH DEFINE4 0 0 0
INDOSAT ADR 71568010 0.00 0SH DEFINE2 0 0 0
71568010 4,139.20 517,400SH DEFINE4 0 0 517,400
PT TELEKOMUNIKASI INDONESIA 71568410 0.00 0SH DEFINE2 0 0 0
71568410 2,297.70 367,632SH DEFINE4 0 0 367,632
PETRIE STORES-LIQ TR UNITS 71643710 0.00 0SH DEFINE2 0 0 0
71643710 0.00 0SH DEFINE4 0 0 0
PETROLEO BRASILEIRO S.A. ADR71654V10 2,687.62 95,137SH DEFINE2 32,465 0 62,672
71654V10 3,140.16 111,156SH DEFINE4 0 0 111,156
PETROLEO BRASILEIRO SA ADR 71654V40 91,071.94 3,029,420SH DEFINE2 682,161 0 2,347,259
71654V40 75,255.01 2,503,285SH DEFINE4 0 0 2,503,285
PFIZER INCORPORATED 71708110 1,072,514.89 23,866,813SH DEFINE2 8,208,361 0 15,658,452
71708110 3,644,050.32 81,091,523SH DEFINE4 0 0 81,091,523
PHARMACEUTICAL PRODUCT DEVEL71712410 2,600.47 97,900SH DEFINE2 75,900 0 22,000
71712410 310.78 11,700SH DEFINE4 0 0 11,700
PHARMACOPEIA INC 71713B10 0.00 0SH DEFINE2 0 0 0
71713B10 163.20 6,400SH DEFINE4 0 0 6,400
PHARMACIA CORP 71713U10 510,196.73 8,476,789SH DEFINE2 2,282,782 0 6,194,007
71713U10 2,817,476.84 46,811,661SH DEFINE4 0 0 46,811,661
PHELPS DODGE CORP 71726510 852.33 20,415SH DEFINE2 0 0 20,415
71726510 921.01 22,060SH DEFINE4 0 0 22,060
PHILADELPHIA CONS HLDG CORP 71752810 877.21 42,022SH DEFINE2 4,761 0 37,261
71752810 2,702.66 129,469SH DEFINE4 0 0 129,469
PHILIP MORRIS COMPANIES INC 71815410 43,892.31 1,491,034SH DEFINE2 637,603 0 853,431
71815410 703,609.44 23,901,807SH DEFINE4 0 0 23,901,807
PHILIPPINE LONG DISTANCE TEL71825260 0.00 0SH DEFINE2 0 0 0
71825260 2,815.35 164,400SH DEFINE4 0 0 164,400
PHILLIPS PETROLEUM CO 71850710 5,201.98 82,900SH DEFINE2 550 0 82,350
71850710 26,584.04 423,650SH DEFINE4 0 0 423,650
PHOENIX SHANNON PLC - SPON A71913810 0.00 22,394SH DEFINE2 16,679 0 5,714
71913810 0.00 223,810SH DEFINE4 0 0 223,810
PHONE.COM INC 71920Q10 96,036.99 845,210SH DEFINE2 232,980 0 612,230
71920Q10 521,050.16 4,585,700SH DEFINE4 0 0 4,585,700
PHOTON DYNAMICS INC 71936410 6,734.60 178,400SH DEFINE2 125,400 0 53,000
71936410 1,143.83 30,300SH DEFINE4 0 0 30,300
PHOTRONICS INC 71940510 56.15 2,574SH DEFINE2 375 0 2,199
71940510 650.39 29,817SH DEFINE4 0 0 29,817
PIEDMONT NATURAL GAS CO 72018610 0.00 0SH DEFINE2 0 0 0
72018610 10,026.63 327,400SH DEFINE4 0 0 327,400
PIER 1 IMPORTS INC 72027910 25,711.81 1,895,802SH DEFINE2 717,499 0 1,178,303
72027910 8,380.68 617,930SH DEFINE4 0 0 617,930
PILOT NETWORK SERVICES INC 72159610 2,526.31 243,500SH DEFINE2 170,100 0 73,400
72159610 528.81 50,970SH DEFINE4 0 0 50,970
PINNACLE HOLDINGS INC 72346N10 16,225.49 609,408SH DEFINE2 275,246 0 334,162
72346N10 81,830.31 3,073,439SH DEFINE4 0 0 3,073,439
PINNACLE WEST CAP CORP 72348410 1,088.73 21,400SH DEFINE2 0 0 21,400
72348410 19,805.64 389,300SH DEFINE4 0 0 389,300
PIONEER STANDARD ELECTRONICS72387710 18,290.74 1,348,626SH DEFINE2 431,095 0 917,531
72387710 8,322.31 613,626SH DEFINE4 0 0 613,626
PITNEY BOWES INC 72447910 2,685.69 68,100SH DEFINE2 450 0 67,650
72447910 17,756.73 450,250SH DEFINE4 0 0 450,250
PLACER DOME INC 72590610 783.31 83,000SH DEFINE2 0 0 83,000
72590610 0.00 0SH DEFINE4 0 0 0
PLANTRONICS INC NEW 72749310 0.00 0SH DEFINE2 0 0 0
72749310 342.00 9,000SH DEFINE4 0 0 9,000
PLEXUS CORP 72913210 0.00 0SH DEFINE2 0 0 0
72913210 521.70 7,400SH DEFINE4 0 0 7,400
PLUMTREE P/P E (PRIVATE) 7293PM9A 0.00 0SH DEFINE2 0 0 0
7293PM9A 0.00 0SH DEFINE4 0 0 0
POGO PRODUCING CO 73044810 223.09 8,792SH DEFINE2 1,196 0 7,596
73044810 2,530.97 99,743SH DEFINE4 0 0 99,743
POHANG IRON & STEEL-SPON ADR73045010 32,980.44 1,770,762SH DEFINE2 544,024 0 1,226,738
73045010 32,266.81 1,732,446SH DEFINE4 0 0 1,732,446
POLAROID CORPORATION 73109510 1,173.09 87,300SH DEFINE2 24,400 0 62,900
73109510 149.16 11,100SH DEFINE4 0 0 11,100
POLYCOM INC 73172K10 37,191.10 555,350SH DEFINE2 130,025 0 425,325
73172K10 84,353.84 1,259,600SH DEFINE4 0 0 1,259,600
POLYMEDICA CORP 73173810 0.00 0SH DEFINE2 0 0 0
73173810 154.35 3,600SH DEFINE4 0 0 3,600
POLYONE CORPORATION 73179P10 14,748.38 2,016,873SH DEFINE2 783,800 0 1,233,073
73179P10 4,680.48 640,065SH DEFINE4 0 0 640,065
POPULAR INC 73317410 0.00 0SH DEFINE2 0 0 0
73317410 0.00 0SH DEFINE4 0 0 0
PORTAL SOFTWARE 73612610 46,605.60 1,165,140SH DEFINE2 74,550 0 1,090,590
73612610 552,196.00 13,804,900SH DEFINE4 0 0 13,804,900
POTASH CORP SASKATCHEWAN INC73755L10 47.08 900SH DEFINE2 0 0 900
73755L10 0.00 0SH DEFINE4 0 0 0
POTLATCH CORP 73762810 224.54 7,100SH DEFINE2 0 0 7,100
73762810 0.00 0SH DEFINE4 0 0 0
POTOMAC ELECTRIC POWER CO 73767910 4,030.10 160,004SH DEFINE2 53,930 0 106,074
73767910 10,724.84 425,800SH DEFINE4 0 0 425,800
POWER ONE INC 73930810 0.00 0SH DEFINE2 0 0 0
73930810 127.08 2,100SH DEFINE4 0 0 2,100
POWERWAVE TECHNOLOGIES INC 73936310 6,454.69 170,000SH DEFINE2 119,300 0 50,700
73936310 10,321.05 271,830SH DEFINE4 0 0 271,830
PRAXAIR INC 74005P10 1,625.81 43,500SH DEFINE2 300 0 43,200
74005P10 13,462.48 360,200SH DEFINE4 0 0 360,200
PRECISION CASTPARTS CORP 74018910 0.00 0SH DEFINE2 0 0 0
74018910 32,348.21 842,950SH DEFINE4 0 0 842,950
PRECISION DRILLING CORP 74022D10 0.00 0SH DEFINE2 0 0 0
74022D10 8,796.88 246,930SH DEFINE4 0 0 246,930
PREDICTIVE SYSTEMS INC 74036W10 34.76 1,800SH DEFINE2 900 0 900
74036W10 351.49 18,200SH DEFINE4 0 0 18,200
PREMIUM HOLDINGS LP 144A STK7405A99K 0.00 0SH DEFINE2 0 0 0
7405A99K 212.59 15,185SH DEFINE4 0 0 15,185
PRESIDENTIAL LIFE CORP 74088410 10,158.99 680,100SH DEFINE2 218,700 0 461,400
74088410 3,376.62 226,050SH DEFINE4 0 0 226,050
PRESSTEK INC 74111310 0.00 0SH DEFINE2 0 0 0
74111310 326.19 17,000SH DEFINE4 0 0 17,000
PRICE COMM 74143730 12,364.73 632,063SH DEFINE2 436,293 0 195,770
74143730 2,112.16 107,970SH DEFINE4 0 0 107,970
PRICE T ROWE ASSOC INC 74147710 1,530.16 32,600SH DEFINE2 900 0 31,700
74147710 37,742.44 804,100SH DEFINE4 0 0 804,100
PRIMEDIA INC 74157K10 9,712.83 593,150SH DEFINE2 163,700 0 429,450
74157K10 17,038.19 1,040,500SH DEFINE4 0 0 1,040,500
PRIMEX TECHNOLOGIES INC 74159710 13,097.02 450,650SH DEFINE2 216,300 0 234,350
74159710 4,493.06 154,600SH DEFINE4 0 0 154,600
PRIMUS TELECOMMUNICATIONS GR74192910 19.08 2,008SH DEFINE2 402 0 1,607
74192910 154.55 16,268SH DEFINE4 0 0 16,268
PRIDE INTERNATIONAL INC 74193210 10,374.03 391,473SH DEFINE2 187,538 0 203,935
74193210 7,029.35 265,258SH DEFINE4 0 0 265,258
PRIORITY HEALTHCARE CORP-B 74264T10 25,303.56 331,850SH DEFINE2 232,850 0 99,000
74264T10 36,767.75 482,200SH DEFINE4 0 0 482,200
PROBUSINESS SERVICES INC 74267410 6,535.51 216,050SH DEFINE2 151,200 0 64,850
74267410 1,035.46 34,230SH DEFINE4 0 0 34,230
PROCTER & GAMBLE CO 74271810 23,789.36 355,065SH DEFINE2 6,000 0 349,065
74271810 372,345.80 5,557,400SH DEFINE4 0 0 5,557,400
PRODIGY COMMUNICATIONS -CL A74283P20 0.00 0SH DEFINE2 0 0 0
74283P20 10.76 2,100SH DEFINE4 0 0 2,100
PROFESSIONAL DETAILING INC 74312N10 17,932.20 314,600SH DEFINE2 221,400 0 93,200
74312N10 3,283.77 57,610SH DEFINE4 0 0 57,610
PROGRESS SOFTWARE CORP 74331210 0.00 0SH DEFINE2 0 0 0
74331210 168.95 12,400SH DEFINE4 0 0 12,400
PROGRESSIVE CORP OHIO 74331510 1,559.72 19,050SH DEFINE2 200 0 18,850
74331510 15,196.00 185,600SH DEFINE4 0 0 185,600
PROSOFTTRAINING.COM 74347710 7,206.23 505,700SH DEFINE2 354,500 0 151,200
74347710 1,535.58 107,760SH DEFINE4 0 0 107,760
PROTECTIVE LIFE CORP 74367410 302.80 10,135SH DEFINE2 1,380 0 8,756
74367410 7,086.88 237,218SH DEFINE4 0 0 237,218
PROTEIN DESIGN LABS INC 74369L10 26,822.28 222,592SH DEFINE2 19,332 0 203,259
74369L10 162,987.82 1,352,596SH DEFINE4 0 0 1,352,596
PROTON ENERGY SYSTEMS 74371K10 0.00 0SH DEFINE2 0 0 0
74371K10 0.00 0SH DEFINE4 0 0 0
PROVIDENT BANKSHARES CORP 74385910 9,099.29 543,241SH DEFINE2 175,200 0 368,041
74385910 3,303.55 197,227SH DEFINE4 0 0 197,227
PROVINCE HEALTHCARE CO 74397710 35,752.05 895,200SH DEFINE2 622,050 0 273,150
74397710 78,524.31 1,966,180SH DEFINE4 0 0 1,966,180
PROVIDIAN FINANCIAL CORP 74406A10 73,564.75 579,250SH DEFINE2 27,350 0 551,900
74406A10 535,074.75 4,213,187SH DEFINE4 0 0 4,213,187
PROXICOM INC 74428210 3,192.15 163,700SH DEFINE2 5,400 0 158,300
74428210 137,049.90 7,028,200SH DEFINE4 0 0 7,028,200
PROXIM INC 74428410 16,358.20 367,600SH DEFINE2 258,900 0 108,700
74428410 11,030.22 247,870SH DEFINE4 0 0 247,870
PSINET INC 74437C10 175.53 18,236SH DEFINE2 0 0 18,236
74437C10 5,685.51 590,702SH DEFINE4 0 0 590,702
PSI TECHNOLOGIES HLDGS - ADR74438Q10 5,441.70 426,800SH DEFINE2 301,000 0 125,800
74438Q10 1,207.94 94,740SH DEFINE4 0 0 94,740
PUBLIC SERVICE CO NEW MEXICO74449910 12,539.03 484,600SH DEFINE2 156,100 0 328,500
74449910 20,283.41 783,900SH DEFINE4 0 0 783,900
PUBLIC SERVICE ENTERPRISE GR74457310 2,713.65 60,725SH DEFINE2 1,490 0 59,235
74457310 86,653.08 1,939,090SH DEFINE4 0 0 1,939,090
PUGET SOUND ENERGY 74533210 0.00 0SH DEFINE2 0 0 0
74533210 11,451.74 451,300SH DEFINE4 0 0 451,300
PULTE CORP 74586710 359.70 10,900SH DEFINE2 0 0 10,900
74586710 0.00 0SH DEFINE4 0 0 0
QLT INC 74692710 49.61 700SH DEFINE2 0 0 700
74692710 58,131.68 820,200SH DEFINE4 0 0 820,200
QLOGIC CORP 74727710 23,786.40 270,300SH DEFINE2 6,800 0 263,500
74727710 372,185.44 4,229,380SH DEFINE4 0 0 4,229,380
THE QUAKER OATS COMPANY 74740210 106,497.66 1,345,942SH DEFINE2 779,556 0 566,386
74740210 281,183.03 3,553,656SH DEFINE4 0 0 3,553,656
QUALCOMM INC 74752510 317,190.39 4,451,795SH DEFINE2 1,397,375 0 3,054,420
74752510 954,304.76 13,393,751SH DEFINE4 0 0 13,393,751
QUANEX CORP 74762010 7,747.23 406,412SH DEFINE2 128,754 0 277,658
74762010 4,540.31 238,180SH DEFINE4 0 0 238,180
QUANTA SERVICES INC 74762E10 0.00 0SH DEFINE2 0 0 0
74762E10 166.38 6,050SH DEFINE4 0 0 6,050
QUANTUM CORP-DLT & STORAGE 74790620 1,207.81 80,186SH DEFINE2 1,813 0 78,373
74790620 28,995.28 1,924,998SH DEFINE4 0 0 1,924,998
QUANTUM CORP-HARD DISK DRIVE74790630 58.56 5,893SH DEFINE2 907 0 4,986
74790630 592.05 59,577SH DEFINE4 0 0 59,577
QUEBECOR WORLD INC 74820310 0.00 0SH DEFINE2 0 0 0
74820310 0.00 0SH DEFINE4 0 0 0
QUEST DIAGNOSTICS INC 74834L10 28,871.10 251,600SH DEFINE2 103,100 0 148,500
74834L10 61,781.40 538,400SH DEFINE4 0 0 538,400
QUEST SOFTWARE INC 74834T10 21,160.66 340,700SH DEFINE2 23,700 0 317,000
74834T10 201,552.38 3,245,120SH DEFINE4 0 0 3,245,120
QUESTAR CORP 74835610 0.00 0SH DEFINE2 0 0 0
74835610 10,018.06 360,200SH DEFINE4 0 0 360,200
QUINENCO S.A. ADR 74871810 0.00 0SH DEFINE2 0 0 0
74871810 27.60 3,200SH DEFINE4 0 0 3,200
QUINTILES TRANSNATIONAL CORP74876710 466.97 29,300SH DEFINE2 0 0 29,300
74876710 54.19 3,400SH DEFINE4 0 0 3,400
QUORUM HEALTH 74908410 9,817.60 755,200SH DEFINE2 363,800 0 391,400
74908410 3,329.30 256,100SH DEFINE4 0 0 256,100
QWEST COMMUNICATIONS INTL 74912110 21,340.78 444,022SH DEFINE2 1,362 0 442,659
74912110 62,005.01 1,290,091SH DEFINE4 0 0 1,290,091
R & B FALCON CORP 74912E10 0.00 0SH DEFINE2 0 0 0
74912E10 103.14 3,700SH DEFINE4 0 0 3,700
R&B FALCON CORP WTS 144A P/P74912E11 309.46 470SH DEFINE2 470 0 0
74912E11 59.26 90SH DEFINE4 0 0 90
RCN CORPORATION 74936110 0.00 0SH DEFINE2 0 0 0
74936110 18.68 900SH DEFINE4 0 0 900
RTI INTERNATIONAL METALS 74973W10 0.00 0SH DEFINE2 0 0 0
74973W10 9,780.83 677,460SH DEFINE4 0 0 677,460
RF MICRO DEVICES INC 74994110 27,014.40 844,200SH DEFINE2 56,800 0 787,400
74994110 302,076.80 9,439,900SH DEFINE4 0 0 9,439,900
RADIO ONE INC 75040P10 6,995.80 841,600SH DEFINE2 295,900 0 545,700
75040P10 22,158.76 2,665,716SH DEFINE4 0 0 2,665,716
RADIO ONE -CL D NON-VOTING 75040P40 13,065.02 1,849,915SH DEFINE2 615,135 0 1,234,780
75040P40 41,262.34 5,842,455SH DEFINE4 0 0 5,842,455
RADIOSHACK CORP 75043810 358,245.78 5,543,455SH DEFINE2 1,778,120 0 3,765,335
75043810 853,050.97 13,200,015SH DEFINE4 0 0 13,200,015
RAMBUS INC 75091710 0.00 0SH DEFINE2 0 0 0
75091710 221.03 2,800SH DEFINE4 0 0 2,800
RALSTON-RALSTON PURINA GROUP75127730 6,836.21 288,600SH DEFINE2 70,900 0 217,700
75127730 104,371.86 4,406,200SH DEFINE4 0 0 4,406,200
RANGE RESOURCES CORP 75281A10 6,258.20 1,300,405SH DEFINE2 396,140 0 904,265
75281A10 865.29 179,800SH DEFINE4 0 0 179,800
RARE HOSPITALITY INTL INC 75382010 0.00 0SH DEFINE2 0 0 0
75382010 433.99 21,300SH DEFINE4 0 0 21,300
RARE MEDIUM GROUP INC 75382N10 0.00 0SH DEFINE2 0 0 0
75382N10 19,047.44 2,561,000SH DEFINE4 0 0 2,561,000
RATIONAL SOFTWARE CORP 75409P20 157,192.80 2,265,842SH DEFINE2 485,924 0 1,779,918
75409P20 941,270.02 13,567,856SH DEFINE4 0 0 13,567,856
RAYTHEON CO CL A 75511130 24.64 900SH DEFINE2 0 0 900
75511130 0.00 0SH DEFINE4 0 0 0
RAYTHEON CO CL B 75511140 2,499.66 87,900SH DEFINE2 0 0 87,900
75511140 224.66 7,900SH DEFINE4 0 0 7,900
READERS DIGEST ASSN CL A 75526710 345.92 9,796SH DEFINE2 1,120 0 8,676
75526710 5,424.03 153,601SH DEFINE4 0 0 153,601
REALNETWORKS 75605L10 10,138.24 255,050SH DEFINE2 6,150 0 248,900
75605L10 290,103.45 7,298,200SH DEFINE4 0 0 7,298,200
RECOTON CORP 75626810 11,951.09 755,800SH DEFINE2 364,200 0 391,600
75626810 4,272.54 270,200SH DEFINE4 0 0 270,200
REDBACK NETWORKS 75720910 419,345.62 2,556,985SH DEFINE2 930,118 0 1,626,867
75720910 1,516,229.17 9,245,300SH DEFINE4 0 0 9,245,300
REEBOK INTERNATIONAL LTD 75811010 270.90 14,400SH DEFINE2 0 0 14,400
75811010 0.00 0SH DEFINE4 0 0 0
REGAL BELOIT CORP 75875010 6,222.91 366,917SH DEFINE2 117,970 0 248,947
75875010 2,552.48 150,500SH DEFINE4 0 0 150,500
REGENT COMMUNICATIONS INC 75886510 2,770.68 498,100SH DEFINE2 362,100 0 136,000
75886510 3,741.95 672,710SH DEFINE4 0 0 672,710
REGENERATION TECHNOLOGIES 75886N10 3,054.15 370,200SH DEFINE2 259,300 0 110,900
75886N10 2,666.40 323,200SH DEFINE4 0 0 323,200
REGIS CORP 75893210 7,536.15 502,410SH DEFINE2 160,470 0 341,940
75893210 2,678.55 178,570SH DEFINE4 0 0 178,570
REGIONS FINANCIAL CORP 75894010 1,256.89 55,400SH DEFINE2 0 0 55,400
75894010 56.72 2,500SH DEFINE4 0 0 2,500
REHABCARE 75914810 28,011.75 659,100SH DEFINE2 462,300 0 196,800
75914810 4,900.59 115,308SH DEFINE4 0 0 115,308
REGISTER.COM 75914G10 0.00 0SH DEFINE2 0 0 0
75914G10 106.40 11,200SH DEFINE4 0 0 11,200
RELIANCE STEEL & ALUMINUM 75950910 5,969.11 283,400SH DEFINE2 136,200 0 147,200
75950910 2,045.17 97,100SH DEFINE4 0 0 97,100
RELIANT ENERGY INC 75952J10 21,040.60 452,486SH DEFINE2 349,880 0 102,606
75952J10 259,804.34 5,587,190SH DEFINE4 0 0 5,587,190
REMEC INC 75954310 0.00 0SH DEFINE2 0 0 0
75954310 186.93 6,350SH DEFINE4 0 0 6,350
REMEDYTEMP INC-CL A 75954910 4,617.49 386,300SH DEFINE2 189,300 0 197,000
75954910 1,619.65 135,500SH DEFINE4 0 0 135,500
RENAL CARE GROUP INC 75993010 0.00 0SH DEFINE2 0 0 0
75993010 0.02 1SH DEFINE4 0 0 1
RENT-A CENTER INC 76009N10 0.00 0SH DEFINE2 0 0 0
76009N10 201.19 5,800SH DEFINE4 0 0 5,800
RENT-WAY INC 76009U10 0.00 0SH DEFINE2 0 0 0
76009U10 0.00 0SH DEFINE4 0 0 0
REPUBIC BANCORP INC 76028210 4,463.10 469,800SH DEFINE2 227,500 0 242,300
76028210 1,919.95 202,100SH DEFINE4 0 0 202,100
REPUBLIC SERVICES INC-CL A 76075910 2,836.31 216,100SH DEFINE2 35,910 0 180,190
76075910 36,519.13 2,782,410SH DEFINE4 0 0 2,782,410
RESEARCH IN MOTION 76097510 460.29 4,670SH DEFINE2 700 0 3,970
76097510 78,184.80 793,251SH DEFINE4 0 0 793,251
RESMED INC 76115210 10,593.75 339,000SH DEFINE2 240,300 0 98,700
76115210 9,584.69 306,710SH DEFINE4 0 0 306,710
RESPIRONICS INC 76123010 854.40 51,200SH DEFINE2 24,700 0 26,500
76123010 298.71 17,900SH DEFINE4 0 0 17,900
RETEK INC 76128Q10 21,337.80 402,600SH DEFINE2 130,200 0 272,400
76128Q10 59,687.86 1,126,186SH DEFINE4 0 0 1,126,186
REUTERS HLDGS PLC SPONS ADR 76132M10 0.00 0SH DEFINE2 0 0 0
76132M10 0.00 0SH DEFINE4 0 0 0
REVLON INC CL A 76152550 0.00 0SH DEFINE2 0 0 0
76152550 0.00 0SH DEFINE4 0 0 0
REYNOLDS AND REYNOLDS CO CL 76169510 0.00 0SH DEFINE2 0 0 0
76169510 49.69 2,500SH DEFINE4 0 0 2,500
RJ REYNOLDS TOBACCO HOLDINGS76182K10 0.00 0SH DEFINE2 0 0 0
76182K10 199.95 6,200SH DEFINE4 0 0 6,200
RHYTHMS NET WARR P/P 144A 0576243011 0.00 0SH DEFINE2 0 0 0
76243011 25.78 1,080SH DEFINE4 0 0 1,080
RHYTHMS NETCONNECTIONS INC 76243020 0.00 0SH DEFINE2 0 0 0
76243020 124.64 16,900SH DEFINE4 0 0 16,900
RIBOZYME PHARMACEUTICALS INC76256710 0.00 0SH DEFINE2 0 0 0
76256710 0.00 0SH DEFINE4 0 0 0
RICHMOND COUNTY FINL CORP 76455610 0.00 0SH DEFINE2 0 0 0
76455610 0.00 0SH DEFINE4 0 0 0
RIGHTCHOICE MANAGED CARE INC76657K10 0.00 0SH DEFINE2 0 0 0
76657K10 412.25 17,000SH DEFINE4 0 0 17,000
RIO TINTO PLC-SPON ADR 76720410 0.00 0SH DEFINE2 0 0 0
76720410 0.00 0SH DEFINE4 0 0 0
RITE AID CORP 76775410 507.20 126,799SH DEFINE2 9,716 0 117,083
76775410 20,749.88 5,187,471SH DEFINE4 0 0 5,187,471
ROBERT HALF INTL INC 77032310 48.56 1,400SH DEFINE2 0 0 1,400
77032310 18,412.13 530,800SH DEFINE4 0 0 530,800
ROCHE HOLDINGS LTD SPONS ADR77119510 191.08 3,297SH DEFINE2 451 0 2,846
77119510 1,006.00 17,357SH DEFINE4 0 0 17,357
ROCKWELL INTL CORP 77390310 19,132.70 632,486SH DEFINE2 188,160 0 444,326
77390310 175,324.61 5,795,855SH DEFINE4 0 0 5,795,855
ROHM & HAAS CO 77537110 1,711.75 58,899SH DEFINE2 1,000 0 57,899
77537110 30,344.16 1,044,100SH DEFINE4 0 0 1,044,100
ROPER INDUSTRIES INC 77669610 7,005.88 211,100SH DEFINE2 101,500 0 109,600
77669610 2,432.81 73,305SH DEFINE4 0 0 73,305
ROSS STORES INC 77829610 3,796.44 264,100SH DEFINE2 109,300 0 154,800
77829610 57.50 4,000SH DEFINE4 0 0 4,000
ROSTELECOM SPNS ADR 77852910 108.39 12,300SH DEFINE2 0 0 12,300
77852910 0.00 0SH DEFINE4 0 0 0
ROUGE INDUSTRIES INC CL A 77908810 0.00 0SH DEFINE2 0 0 0
77908810 0.00 0SH DEFINE4 0 0 0
ROWAN COMPANIES INC 77938210 693.10 23,900SH DEFINE2 0 0 23,900
77938210 0.00 0SH DEFINE4 0 0 0
ROYAL DUTCH PETRO NY REG SH 78025780 147,060.37 2,453,562SH DEFINE2 781,535 0 1,672,027
78025780 1,139,512.03 19,011,671SH DEFINE4 0 0 19,011,671
RUDDICK CORP 78125810 8,018.18 577,887SH DEFINE2 186,400 0 391,487
78125810 2,600.18 187,400SH DEFINE4 0 0 187,400
RUDOLPH TECHNOLOGIES INC 78127010 4,517.41 135,100SH DEFINE2 94,000 0 41,100
78127010 826.14 24,707SH DEFINE4 0 0 24,707
RURAL CELLULAR CORP CL A 78190410 11,247.44 165,100SH DEFINE2 116,300 0 48,800
78190410 2,006.55 29,454SH DEFINE4 0 0 29,454
RUSSELL CORP 78235210 131.76 8,300SH DEFINE2 0 0 8,300
78235210 0.00 0SH DEFINE4 0 0 0
RYANAIR HOLDINGS ADR 78351310 8,856.93 230,050SH DEFINE2 15,350 0 214,700
78351310 209,126.23 5,431,850SH DEFINE4 0 0 5,431,850
RYDER SYSTEM INC 78354910 276.56 15,000SH DEFINE2 0 0 15,000
78354910 0.00 0SH DEFINE4 0 0 0
SBC COMMUNICATIONS INC 78387G10 138,627.95 2,772,559SH DEFINE2 1,223,629 0 1,548,930
78387G10 1,838,075.65 36,761,513SH DEFINE4 0 0 36,761,513
SBS TECHMOLOGIES INC 78387P10 0.00 0SH DEFINE2 0 0 0
78387P10 19,245.19 827,750SH DEFINE4 0 0 827,750
SBA COMMUNICATIONS CORP 78388J10 21,337.80 508,800SH DEFINE2 336,000 0 172,800
78388J10 32,351.85 771,430SH DEFINE4 0 0 771,430
SCI SYSTEMS INC 78389010 116,625.62 2,844,527SH DEFINE2 1,234,578 0 1,609,949
78389010 287,248.61 7,006,064SH DEFINE4 0 0 7,006,064
SCP POOL CORP 78402810 0.00 0SH DEFINE2 0 0 0
78402810 6,710.66 226,520SH DEFINE4 0 0 226,520
SDL INC 78407610 78,087.49 252,455SH DEFINE2 58,940 0 193,515
78407610 1,440,116.93 4,655,864SH DEFINE4 0 0 4,655,864
SEI CORP 78411710 0.00 0SH DEFINE2 0 0 0
78411710 183.95 2,600SH DEFINE4 0 0 2,600
SEMCO ENERGY INC 78412D10 112.75 8,238SH DEFINE2 1,124 0 7,114
78412D10 1,091.17 79,720SH DEFINE4 0 0 79,720
SK TELECOM CO LTD ADR 78440P10 10,128.73 395,267SH DEFINE2 74,831 0 320,436
78440P10 38,111.14 1,487,264SH DEFINE4 0 0 1,487,264
SLI INC 78442T10 322.48 44,100SH DEFINE2 21,200 0 22,900
78442T10 110.42 15,100SH DEFINE4 0 0 15,100
S1 CORPORATION 78463B10 0.00 0SH DEFINE2 0 0 0
78463B10 17.91 1,500SH DEFINE4 0 0 1,500
S3 INCORPORATED 78484910 1,230.45 119,316SH DEFINE2 47,862 0 71,454
78484910 3,881.76 376,413SH DEFINE4 0 0 376,413
SABA SOFTWARE INC 78493210 2,380.00 85,000SH DEFINE2 0 0 85,000
78493210 3,620.85 129,316SH DEFINE4 0 0 129,316
SABRE HOLDINGS CORP 78590510 1,011.16 34,943SH DEFINE2 0 0 34,943
78590510 25.87 894SH DEFINE4 0 0 894
SAFECO CORPORATION 78642910 896.53 32,900SH DEFINE2 0 0 32,900
78642910 0.00 0SH DEFINE4 0 0 0
SAFEGUARD SCIENTIFICS INC 78644910 253.01 12,690SH DEFINE2 1,783 0 10,907
78644910 3,803.11 190,751SH DEFINE4 0 0 190,751
SAFEWAY INC 78651420 35,403.13 758,300SH DEFINE2 3,900 0 754,400
78651420 280,036.29 5,998,100SH DEFINE4 0 0 5,998,100
SAGA COMMUNICATIONS CLASS A 78659810 6,299.57 381,792SH DEFINE2 252,100 0 129,692
78659810 898.05 54,427SH DEFINE4 0 0 54,427
ST JUDE MEDICAL INC 79084910 12,346.59 242,090SH DEFINE2 195,300 0 46,790
79084910 183,192.61 3,592,012SH DEFINE4 0 0 3,592,012
ST MARY LAND & EXPLORATION C79222810 9,319.56 404,100SH DEFINE2 130,000 0 274,100
79222810 2,745.36 119,040SH DEFINE4 0 0 119,040
ST PAUL COMPANIES INC 79286010 2,970.00 60,228SH DEFINE2 300 0 59,928
79286010 3,937.77 79,853SH DEFINE4 0 0 79,853
SAKS INCORPORATED 79377W10 0.00 0SH DEFINE2 0 0 0
79377W10 36.54 3,700SH DEFINE4 0 0 3,700
SALTON INC 79575710 0.00 0SH DEFINE2 0 0 0
79575710 119.56 3,700SH DEFINE4 0 0 3,700
SANDISK CORP 80004C10 32,160.15 481,800SH DEFINE2 74,900 0 406,900
80004C10 100,645.65 1,507,800SH DEFINE4 0 0 1,507,800
SANDOZ REGISTERED SWI8000529D 0.00 0SH DEFINE2 0 0 0
8000529D 0.05 47SH DEFINE4 0 0 47
SANMINA CORPORATION 80090710 96,963.38 1,035,657SH DEFINE2 138,463 0 897,194
80090710 895,676.51 9,566,638SH DEFINE4 0 0 9,566,638
SANTA BARBARA RESTAURANT GRP80137810 0.00 0SH DEFINE2 0 0 0
80137810 0.00 0SH DEFINE4 0 0 0
SAP AG-SPONSORED ADR 80305420 0.00 0SH DEFINE2 0 0 0
80305420 18,349.14 298,360SH DEFINE4 0 0 298,360
SAPIENT CORP 80306210 1,220.63 30,000SH DEFINE2 0 0 30,000
80306210 146.48 3,600SH DEFINE4 0 0 3,600
SAPPI LTD SPONSORED ADR 80306920 0.00 0SH DEFINE2 0 0 0
80306920 1,606.56 219,700SH DEFINE4 0 0 219,700
SARA LEE CORPORATION 80311110 9,277.25 456,726SH DEFINE2 76,470 0 380,256
80311110 189,634.53 9,335,854SH DEFINE4 0 0 9,335,854
SAWTEK INC 80546810 28,590.15 742,300SH DEFINE2 110,300 0 632,000
80546810 93,262.74 2,421,426SH DEFINE4 0 0 2,421,426
SCANA CORP 80589M10 3,237.52 104,859SH DEFINE2 0 0 104,859
80589M10 22,199.13 719,000SH DEFINE4 0 0 719,000
SCHERING PLOUGH CORP 80660510 366,997.90 7,892,428SH DEFINE2 2,418,375 0 5,474,053
80660510 1,555,458.29 33,450,716SH DEFINE4 0 0 33,450,716
SCHLUMBERGER LTD 80685710 121,366.82 1,474,464SH DEFINE2 84,495 0 1,389,969
80685710 880,166.66 10,692,989SH DEFINE4 0 0 10,692,989
SCHOLASTIC CORP 80706610 0.00 0SH DEFINE2 0 0 0
80706610 0.00 0SH DEFINE4 0 0 0
SCHWAB (CHARLES) CORP 80851310 280,198.23 7,892,908SH DEFINE2 3,077,627 0 4,815,281
80851310 942,738.89 26,556,025SH DEFINE4 0 0 26,556,025
SCIENT CORP 80864H10 7,989.75 381,600SH DEFINE2 29,000 0 352,600
80864H10 112,384.13 5,367,600SH DEFINE4 0 0 5,367,600
SCIENTIFIC ATLANTA INC 80865510 8,268.07 129,950SH DEFINE2 5,250 0 124,700
80865510 102,709.84 1,614,300SH DEFINE4 0 0 1,614,300
SCITEX CORP LTD 80909010 58.16 4,700SH DEFINE2 0 0 4,700
80909010 0.00 0SH DEFINE4 0 0 0
SCOTTISH POWER PLC ADR 81013T70 27.90 928SH DEFINE2 0 0 928
81013T70 0.00 0SH DEFINE4 0 0 0
SEACHANGE INTERNATIONAL INC 81169910 11,390.89 341,300SH DEFINE2 239,500 0 101,800
81169910 1,849.98 55,430SH DEFINE4 0 0 55,430
SEAGATE TECHNOLOGY 81180410 4,869.33 70,570SH DEFINE2 58,310 0 12,260
81180410 96,346.77 1,396,330SH DEFINE4 0 0 1,396,330
SEAGRAM CO LTD 81185010 256,443.66 4,464,743SH DEFINE2 820,816 0 3,643,926
81185010 293,324.34 5,106,844SH DEFINE4 0 0 5,106,844
SEACOR SMIT INC 81190410 138.46 2,970SH DEFINE2 394 0 2,576
81190410 1,067.43 22,894SH DEFINE4 0 0 22,894
SEALED AIR CORP (NEW) 81211K10 2,295.17 50,722SH DEFINE2 4,324 0 46,398
81211K10 61,495.93 1,359,026SH DEFINE4 0 0 1,359,026
SEARS ROEBUCK & CO 81238710 14,101.73 434,970SH DEFINE2 257,380 0 177,590
81238710 129,448.52 3,992,860SH DEFINE4 0 0 3,992,860
SECURE COMPUTING CORP 81370510 0.00 0SH DEFINE2 0 0 0
81370510 351.84 13,500SH DEFINE4 0 0 13,500
SELECTICA INC 81628810 0.00 0SH DEFINE2 0 0 0
81628810 58.78 1,474SH DEFINE4 0 0 1,474
SEMTECH CORP 81685010 7,557.08 175,237SH DEFINE2 4,966 0 170,271
81685010 83,879.46 1,945,031SH DEFINE4 0 0 1,945,031
AP SEMPRA ENERGY 81685110 10,325.00 496,096SH DEFINE2 115,177 0 380,919
81685110 117,123.47 5,627,554SH DEFINE4 0 0 5,627,554
SEMITOOL INC 81690910 0.00 0SH DEFINE2 0 0 0
81690910 179.38 14,000SH DEFINE4 0 0 14,000
SENSORMATIC ELECTRONICS CORP81726510 587.67 39,178SH DEFINE2 5,186 0 33,993
81726510 251.59 16,773SH DEFINE4 0 0 16,773
SEPRACOR 81731510 94,732.15 772,142SH DEFINE2 123,824 0 648,318
81731510 1,113,774.10 9,078,138SH DEFINE4 0 0 9,078,138
SEQUENOM INC 81733710 0.00 0SH DEFINE2 0 0 0
81733710 8.43 200SH DEFINE4 0 0 200
SERENA SOFTWARE INC 81749210 0.00 0SH DEFINE2 0 0 0
81749210 274.07 5,950SH DEFINE4 0 0 5,950
SEROLOGICALS CORP 81752310 4,395.60 633,600SH DEFINE2 308,900 0 324,700
81752310 1,790.57 258,100SH DEFINE4 0 0 258,100
SERVICE CORP INTL 81756510 2,216.27 909,240SH DEFINE2 970,855 0 -61,615
81756510 34,770.68 14,264,895SH DEFINE4 0 0 14,264,895
SERVICEMASTER COMPANY 81760N10 28.64 2,900SH DEFINE2 0 0 2,900
81760N10 125.41 12,700SH DEFINE4 0 0 12,700
SHAW GROUP INC 82028010 21.15 300SH DEFINE2 300 0 0
82028010 2,546.32 36,118SH DEFINE4 0 0 36,118
SHAW INDUSTRIES INCORPORATED82028610 2,591.85 140,100SH DEFINE2 50,100 0 90,000
82028610 20,255.21 1,094,876SH DEFINE4 0 0 1,094,876
SHERWIN WILLIAMS CO 82434810 904.16 42,300SH DEFINE2 0 0 42,300
82434810 106.88 5,000SH DEFINE4 0 0 5,000
SHIRE PHARMACEUTICALS GRP-AD82481R10 4,697.88 91,000SH DEFINE2 6,400 0 84,600
82481R10 223,985.39 4,338,700SH DEFINE4 0 0 4,338,700
SHOLODGE INC 82503410 0.00 0SH DEFINE2 0 0 0
82503410 0.00 128,700SH DEFINE4 0 0 128,700
SIEBEL SYSTEMS INC 82617010 422,883.39 3,799,065SH DEFINE2 1,536,743 0 2,262,321
82617010 1,287,884.01 11,569,986SH DEFINE4 0 0 11,569,986
SIERRA PACIFIC RESOURCES 82642810 11,583.00 643,500SH DEFINE2 309,500 0 334,000
82642810 21,396.60 1,188,700SH DEFINE4 0 0 1,188,700
SIGMA ALDRICH CORP 82655210 673.20 20,400SH DEFINE2 0 0 20,400
82655210 0.00 0SH DEFINE4 0 0 0
SIGNAL TECHNOLOGY CORP 82667510 5,592.83 355,100SH DEFINE2 248,700 0 106,400
82667510 1,227.87 77,960SH DEFINE4 0 0 77,960
SIGNATURE BRANDS WARRANT 08/82667M11 0.00 150SH DEFINE2 0 0 150
82667M11 0.08 7,580SH DEFINE4 0 0 7,580
SILICON LABORATORIES INC 82691910 0.00 0SH DEFINE2 0 0 0
82691910 15,029.78 366,580SH DEFINE4 0 0 366,580
SILICON GRAPHICS INC 82705610 0.00 0SH DEFINE2 0 0 0
82705610 525.86 68,966SH DEFINE4 0 0 68,966
SILICON VY BANCSHARES 82706410 0.00 0SH DEFINE2 0 0 0
82706410 716.28 12,300SH DEFINE4 0 0 12,300
SILICON VALLEY GROUP INC 82706610 0.00 0SH DEFINE2 0 0 0
82706610 328.91 12,500SH DEFINE4 0 0 12,500
SILICONWARE PRECISION ADR 82708486 1,507.17 305,250SH DEFINE2 45,700 0 259,550
82708486 744.58 150,800SH DEFINE4 0 0 150,800
SILVERSTREAM SOFTWARE INC 82790710 0.00 0SH DEFINE2 0 0 0
82790710 5,121.25 170,000SH DEFINE4 0 0 170,000
SILVERLINE TECH 82840810 1,821.77 102,275SH DEFINE2 13,760 0 88,515
82840810 829.94 46,593SH DEFINE4 0 0 46,593
SIMON PROPERTY GROUP INC REI82880610 14.06 600SH DEFINE2 0 0 600
82880610 0.00 0SH DEFINE4 0 0 0
SIMPSON MANUFACTURING CO INC82907310 0.00 0SH DEFINE2 0 0 0
82907310 0.00 0SH DEFINE4 0 0 0
SINCLAIR BROADCAST GROUP INC82922610 280.36 25,633SH DEFINE2 3,185 0 22,448
82922610 6,013.10 549,769SH DEFINE4 0 0 549,769
SIRIUS SATELLITE RADIO INC 82966U10 126.32 2,389SH DEFINE2 351 0 2,038
82966U10 4,073.96 77,049SH DEFINE4 0 0 77,049
SIPEX CORPORATION 82990910 29,300.74 696,600SH DEFINE2 440,900 0 255,700
82990910 28,098.17 668,010SH DEFINE4 0 0 668,010
SIX FLAGS INC 83001P10 62.71 4,046SH DEFINE2 550 0 3,496
83001P10 2,188.50 141,193SH DEFINE4 0 0 141,193
SKILLSOFT CORPORATION 83066P10 5,953.50 324,000SH DEFINE2 227,100 0 96,900
83066P10 1,148.62 62,510SH DEFINE4 0 0 62,510
SKYWEST INC 83087910 56.38 1,100SH DEFINE2 1,100 0 0
83087910 15,423.18 300,940SH DEFINE4 0 0 300,940
SMARTFORCE PLC ADR 83170A20 12,438.31 262,550SH DEFINE2 6,850 0 255,700
83170A20 220,469.32 4,653,706SH DEFINE4 0 0 4,653,706
SMITH INTERNATIONAL INC 83211010 34,777.11 426,386SH DEFINE2 95,730 0 330,656
83211010 86,986.41 1,066,500SH DEFINE4 0 0 1,066,500
SMITHFIELD FOODS INC 83224810 7,914.38 301,500SH DEFINE2 153,100 0 148,400
83224810 2,890.13 110,100SH DEFINE4 0 0 110,100
SMITHKLINE BEECHAM PLC ADR 83237830 1,648.54 27,053SH DEFINE2 0 0 27,053
83237830 0.00 0SH DEFINE4 0 0 0
SMTC CORP 83268210 6,338.20 294,800SH DEFINE2 192,200 0 102,600
83268210 1,666.25 77,500SH DEFINE4 0 0 77,500
SMURFIT-STONE CONTAINER CORP83272710 5,786.16 482,180SH DEFINE2 260,205 0 221,975
83272710 56,247.81 4,687,318SH DEFINE4 0 0 4,687,318
SNAP-ON INC 83303410 364.04 15,450SH DEFINE2 0 0 15,450
83303410 0.00 0SH DEFINE4 0 0 0
SOFTWARE.COM INC 83402P10 23,124.21 127,450SH DEFINE2 3,950 0 123,500
83402P10 549,855.42 3,030,550SH DEFINE4 0 0 3,030,550
SOFTWARE TECHNOLOGIES CORP 83404010 0.00 0SH DEFINE2 0 0 0
83404010 75.54 3,300SH DEFINE4 0 0 3,300
SOLECTRON CORP 83418210 8,970.65 194,486SH DEFINE2 5,755 0 188,731
83418210 55,940.71 1,212,807SH DEFINE4 0 0 1,212,807
SOMERA COMMUNICATIONS INC 83445810 5,165.15 543,700SH DEFINE2 381,900 0 161,800
83445810 830.11 87,380SH DEFINE4 0 0 87,380
SONICWALL INC 83547010 0.00 0SH DEFINE2 0 0 0
83547010 148.20 5,200SH DEFINE4 0 0 5,200
SONOCO PRODUCTS CO 83549510 0.00 0SH DEFINE2 0 0 0
83549510 0.00 0SH DEFINE4 0 0 0
SONOSIGHT INC 83568G10 0.00 0SH DEFINE2 0 0 0
83568G10 10,962.09 586,600SH DEFINE4 0 0 586,600
SONUS NETWORKS INC 83591610 7,026.45 55,600SH DEFINE2 1,250 0 54,350
83591610 103,250.90 817,020SH DEFINE4 0 0 817,020
SOUTH JERSEY INDUSTRIES 83851810 145.94 5,000SH DEFINE2 0 0 5,000
83851810 1,354.30 46,400SH DEFINE4 0 0 46,400
SOUTHDOWN INC 84129710 0.00 0SH DEFINE2 0 0 0
84129710 64.13 900SH DEFINE4 0 0 900
SOUTHERN COMPANY 84258710 5,501.40 169,600SH DEFINE2 0 0 169,600
84258710 7,129.76 219,800SH DEFINE4 0 0 219,800
SOUTHERN ENERGY INC 84281610 2,127.23 67,800SH DEFINE2 11,100 0 56,700
84281610 22,729.16 724,435SH DEFINE4 0 0 724,435
SOUTHERN MINERAL CORP 84336720 0.00 0SH DEFINE2 0 0 0
84336720 238.35 181,598SH DEFINE4 0 0 181,598
SOUTHTRUST CORP 84473010 1,342.38 42,700SH DEFINE2 0 0 42,700
84473010 0.00 0SH DEFINE4 0 0 0
SOUTHWEST AIRLINES CO 84474110 22,745.89 937,975SH DEFINE2 1,600 0 936,375
84474110 89,780.78 3,702,300SH DEFINE4 0 0 3,702,300
SOUTHWEST BANCORP OF TEXAS 84476R10 15,032.98 459,900SH DEFINE2 221,300 0 238,600
84476R10 5,177.70 158,400SH DEFINE4 0 0 158,400
SOUTHWEST GAS CORP 84489510 0.00 0SH DEFINE2 0 0 0
84489510 3,530.06 168,600SH DEFINE4 0 0 168,600
SOVEREIGN BANCORP INC 84590510 3,556.99 384,539SH DEFINE2 122,200 0 262,339
84590510 4,891.41 528,801SH DEFINE4 0 0 528,801
SPACEHAB INC 84624310 0.00 169SH DEFINE2 23 0 146
84624310 0.00 3,432SH DEFINE4 0 0 3,432
SPANISH BROADCAST SYS-A 144A84642586 303.41 25,550SH DEFINE2 0 0 25,550
84642586 5,849.09 492,555SH DEFINE4 0 0 492,555
SPANISH BROADCASTING SYS-B 184642587 221.26 16,150SH DEFINE2 16,150 0 0
84642587 0.00 0SH DEFINE4 0 0 0
SPANISH BROADCASTING SYS CL-84642588 15,633.96 1,330,550SH DEFINE2 262,100 0 1,068,450
84642588 41,823.85 3,559,477SH DEFINE4 0 0 3,559,477
SPECIALTY FOODS P/P 144A 84749810 0.00 0SH DEFINE2 0 0 0
84749810 4.15 414,525SH DEFINE4 0 0 414,525
SPECTRALINK CORP 84758010 3,130.42 331,700SH DEFINE2 233,000 0 98,700
84758010 3,493.76 370,200SH DEFINE4 0 0 370,200
SPEEDFAM-IPEC INC 84770510 0.00 0SH DEFINE2 0 0 0
84770510 0.00 0SH DEFINE4 0 0 0
SPEEDWAY MOTORSPORTS INC 84778810 0.00 0SH DEFINE2 0 0 0
84778810 472.31 22,694SH DEFINE4 0 0 22,694
SPIEGEL INC CL A 84845710 0.00 0SH DEFINE2 0 0 0
84845710 204.40 29,200SH DEFINE4 0 0 29,200
SPIEKER PROPERTIES INC REIT 84849710 0.00 0SH DEFINE2 0 0 0
84849710 86.34 1,500SH DEFINE4 0 0 1,500
SPINNAKER EXPLORATION CO 84855W10 7,993.35 229,200SH DEFINE2 110,200 0 119,000
84855W10 2,786.51 79,900SH DEFINE4 0 0 79,900
SPRINGS INDS INC CL A 85178310 132.48 4,700SH DEFINE2 0 0 4,700
85178310 0.00 0SH DEFINE4 0 0 0
SPRINT CORP (FON GROUP) 85206110 152,709.42 5,209,703SH DEFINE2 2,826,002 0 2,383,701
85206110 462,063.90 15,763,374SH DEFINE4 0 0 15,763,374
SPRINT CORP (PCS GROUP) 85206150 224,417.82 6,400,508SH DEFINE2 2,199,235 0 4,201,274
85206150 756,548.13 21,577,130SH DEFINE4 0 0 21,577,130
STANCORP FINANCIAL GROUP 85289110 10,627.65 248,600SH DEFINE2 119,600 0 129,000
85289110 19,019.05 444,890SH DEFINE4 0 0 444,890
STANDARD COMMERCIAL 85325810 76.29 18,218SH DEFINE2 0 0 18,218
85325810 1,520.90 363,200SH DEFINE4 0 0 363,200
STANDARD MTR PRODS INC 85366610 0.00 0SH DEFINE2 0 0 0
85366610 0.00 0SH DEFINE4 0 0 0
STANDARD PACIFIC CORP 85375C10 1,488.60 82,700SH DEFINE2 39,800 0 42,900
85375C10 513.00 28,500SH DEFINE4 0 0 28,500
STANDARD REGISTER CO 85388710 8,465.60 529,100SH DEFINE2 170,100 0 359,000
85388710 3,570.38 223,149SH DEFINE4 0 0 223,149
STANLEY WORKS 85461610 516.60 22,400SH DEFINE2 0 0 22,400
85461610 0.00 0SH DEFINE4 0 0 0
STAPLES INC 85503010 5,315.35 374,650SH DEFINE2 218,880 0 155,770
85503010 48,540.69 3,421,370SH DEFINE4 0 0 3,421,370
STARBUCKS CORP 85524410 45,625.18 1,138,850SH DEFINE2 172,950 0 965,900
85524410 468,061.45 11,683,281SH DEFINE4 0 0 11,683,281
STARMEDIA NETWORK INC 85554610 0.00 0SH DEFINE2 0 0 0
85554610 21.00 2,800SH DEFINE4 0 0 2,800
STARTEC GLOBAL P/P 144A WARR85569E11 0.89 890SH DEFINE2 520 0 370
85569E11 32.54 32,540SH DEFINE4 0 0 32,540
STATE AUTO FINL CORP 85570710 291.38 22,200SH DEFINE2 10,700 0 11,500
85570710 107.63 8,200SH DEFINE4 0 0 8,200
STARWOOD HOTELS & RESORTS WO85590A20 4,722.03 151,105SH DEFINE2 38,300 0 112,805
85590A20 89,938.16 2,878,021SH DEFINE4 0 0 2,878,021
STATE STREET CORP 85747710 139,517.30 1,073,210SH DEFINE2 346,700 0 726,510
85747710 345,040.54 2,654,158SH DEFINE4 0 0 2,654,158
STATION CASINOS INC 85768910 0.00 0SH DEFINE2 0 0 0
85768910 690.33 48,444SH DEFINE4 0 0 48,444
STEELCASE INC 85815520 0.00 0SH DEFINE2 0 0 0
85815520 123.95 7,400SH DEFINE4 0 0 7,400
STEIN MART INC 85837510 0.00 0SH DEFINE2 0 0 0
85837510 193.54 17,900SH DEFINE4 0 0 17,900
STERLING BANCSHARES INC 85890710 12,447.05 816,200SH DEFINE2 392,600 0 423,600
85890710 4,343.20 284,800SH DEFINE4 0 0 284,800
STERICYCLE INC 85891210 2,543.10 103,800SH DEFINE2 49,600 0 54,200
85891210 891.80 36,400SH DEFINE4 0 0 36,400
STERLING CHEMICALS WARRANTS 85916E11 4.24 1,060SH DEFINE2 505 0 555
85916E11 55.24 13,810SH DEFINE4 0 0 13,810
STEWART & STEVENSON 86034210 0.00 0SH DEFINE2 0 0 0
86034210 3,708.96 212,700SH DEFINE4 0 0 212,700
STILWELL FINANCIAL INC 86083110 2,527.35 58,100SH DEFINE2 400 0 57,700
86083110 21,541.20 495,200SH DEFINE4 0 0 495,200
STMICROELECTRONICS NV-NY SHS86101210 24,714.23 518,934SH DEFINE2 60,505 0 458,429
86101210 70,838.04 1,487,413SH DEFINE4 0 0 1,487,413
STOCKWALK.COM GROUP INC 86149C10 0.00 0SH DEFINE2 0 0 0
86149C10 0.00 0SH DEFINE4 0 0 0
STONE & WEBSTER INC 86157210 0.00 0SH DEFINE2 0 0 0
86157210 0.00 0SH DEFINE4 0 0 0
STONE ENERGY CORP 86164210 0.00 0SH DEFINE2 0 0 0
86164210 176.00 3,200SH DEFINE4 0 0 3,200
STORAGE USA INC REIT 86190710 0.00 0SH DEFINE2 0 0 0
86190710 0.00 0SH DEFINE4 0 0 0
STRATOS LIGHTWAVE 86310010 0.00 0SH DEFINE2 0 0 0
86310010 47.99 1,488SH DEFINE4 0 0 1,488
STREAMSEARCH.COM P/P (PRIVAT8632TM9A 325.00 5,000SH DEFINE2 0 0 5,000
8632TM9A 2,925.00 45,000SH DEFINE4 0 0 45,000
STRYKER CORP 86366710 11,485.78 267,500SH DEFINE2 117,200 0 150,300
86366710 255,027.28 5,939,500SH DEFINE4 0 0 5,939,500
SUIZA FOODS CORP 86507710 398.16 7,855SH DEFINE2 1,401 0 6,454
86507710 3,970.38 78,331SH DEFINE4 0 0 78,331
SUMMIT BANCORP 86600510 1,618.05 46,900SH DEFINE2 970 0 45,930
86600510 42,589.22 1,234,470SH DEFINE4 0 0 1,234,470
SUN MICRO SYSTEMS 86681010 778,304.07 6,666,416SH DEFINE2 2,130,540 0 4,535,876
86681010 2,436,232.41 20,867,087SH DEFINE4 0 0 20,867,087
SUNBEAM CORPORATION 86707110 4.06 3,097SH DEFINE2 342 0 2,755
86707110 1.18 901SH DEFINE4 0 0 901
SUNGARD DATA SYSTEMS INC 86736310 12.84 300SH DEFINE2 200 0 100
86736310 6,105.06 142,600SH DEFINE4 0 0 142,600
SUNGLASS HUT INTL 86736F10 0.00 0SH DEFINE2 0 0 0
86736F10 267.73 40,992SH DEFINE4 0 0 40,992
SUNOCO INC 86764P10 595.32 22,100SH DEFINE2 0 0 22,100
86764P10 2,370.50 88,000SH DEFINE4 0 0 88,000
SUNRISE ASSISTED LIVING INC 86768K10 0.00 0SH DEFINE2 0 0 0
86768K10 105.40 4,860SH DEFINE4 0 0 4,860
SUNRISE TELECOM INC 86769Y10 0.00 0SH DEFINE2 0 0 0
86769Y10 72.03 2,500SH DEFINE4 0 0 2,500
SUNTRUST BANKS INC 86791410 4,064.70 81,600SH DEFINE2 1,700 0 79,900
86791410 72,362.62 1,452,700SH DEFINE4 0 0 1,452,700
SUPERIOR TELECOM INC 86836510 4,798.09 799,681SH DEFINE2 257,643 0 542,038
86836510 1,453.16 242,193SH DEFINE4 0 0 242,193
SUPERVALU INC 86853610 524.18 34,800SH DEFINE2 0 0 34,800
86853610 85.86 5,700SH DEFINE4 0 0 5,700
SUPPORT.COM INC 86858710 5,925.94 193,500SH DEFINE2 135,800 0 57,700
86858710 1,127.00 36,800SH DEFINE4 0 0 36,800
SURGUTNEFTEGAZ-SP ADR 86886120 8,722.00 623,000SH DEFINE2 85,250 0 537,750
86886120 3,990.66 285,047SH DEFINE4 0 0 285,047
SWIFT ENERGY CO 87073810 395.41 9,514SH DEFINE2 1,297 0 8,216
87073810 5,058.23 121,702SH DEFINE4 0 0 121,702
SYBRON INTL CORP 87114F10 8,948.88 372,870SH DEFINE2 21,400 0 351,470
87114F10 233,637.89 9,734,912SH DEFINE4 0 0 9,734,912
SYCAMORE NETWORKS INC 87120610 0.00 0SH DEFINE2 0 0 0
87120610 1,674.00 15,500SH DEFINE4 0 0 15,500
SYLVAN LEARNING SYSTEMS INC 87139910 0.00 0SH DEFINE2 0 0 0
87139910 0.00 0SH DEFINE4 0 0 0
SYMANTEC CORP 87150310 101.20 2,300SH DEFINE2 2,300 0 0
87150310 20,574.40 467,600SH DEFINE4 0 0 467,600
SYMBOL TECHNOLOGIES INC 87150810 68,918.31 1,917,727SH DEFINE2 373,112 0 1,544,615
87150810 190,916.17 5,312,450SH DEFINE4 0 0 5,312,450
SYNAVANT INC 87157A10 0.94 140SH DEFINE2 50 0 90
87157A10 336.01 50,245SH DEFINE4 0 0 50,245
SYNCOR INTL CORP 87157J10 0.00 0SH DEFINE2 0 0 0
87157J10 265.05 7,200SH DEFINE4 0 0 7,200
SYNOPSYS INC 87160710 0.00 0SH DEFINE2 0 0 0
87160710 215.89 5,700SH DEFINE4 0 0 5,700
SYNOVUS FINANCIAL CORP 87161C10 4,410.18 208,150SH DEFINE2 45,550 0 162,600
87161C10 84,429.79 3,984,887SH DEFINE4 0 0 3,984,887
SYSCO CORPORATION 87182910 145,195.89 3,135,134SH DEFINE2 1,524,145 0 1,610,989
87182910 315,882.05 6,820,665SH DEFINE4 0 0 6,820,665
SYSTEM SOFTWARE ASSOC INC 87183910 211.92 113,026SH DEFINE2 58,811 0 54,215
87183910 1,355.34 722,849SH DEFINE4 0 0 722,849
TCF FINANCIAL CORP 87227510 7,090.43 188,450SH DEFINE2 10,850 0 177,600
87227510 217,037.22 5,768,431SH DEFINE4 0 0 5,768,431
TD WATERHOUSE GROUP INC 87236210 14,309.40 768,290SH DEFINE2 40,890 0 727,400
87236210 65,268.16 3,504,331SH DEFINE4 0 0 3,504,331
TECO ENERGY INC 87237510 0.00 0SH DEFINE2 0 0 0
87237510 18,805.38 654,100SH DEFINE4 0 0 654,100
THE TJX COMPANIES INC 87254010 31,573.28 1,403,257SH DEFINE2 7,633 0 1,395,624
87254010 266,856.62 11,860,294SH DEFINE4 0 0 11,860,294
T/R SYSTEMS INC 87263U10 2,082.96 234,700SH DEFINE2 164,700 0 70,000
87263U10 473.04 53,300SH DEFINE4 0 0 53,300
T R W INC 87264910 1,405.63 34,600SH DEFINE2 1,100 0 33,500
87264910 45,784.38 1,127,000SH DEFINE4 0 0 1,127,000
TMP WORLDWIDE INC 87294110 24,332.90 302,272SH DEFINE2 41,600 0 260,672
87294110 426,725.99 5,300,944SH DEFINE4 0 0 5,300,944
TTM TECHNOLOGIES 87305R10 7,421.30 315,800SH DEFINE2 204,800 0 111,000
87305R10 2,084.45 88,700SH DEFINE4 0 0 88,700
TXU CORPORATION 87316810 16,735.59 422,349SH DEFINE2 245,368 0 176,981
87316810 298,756.47 7,539,595SH DEFINE4 0 0 7,539,595
TAIWAN SEMICONDUCTOR SP ADR 87403910 6,578.72 322,882SH DEFINE2 26,497 0 296,385
87403910 2,579.48 126,600SH DEFINE4 0 0 126,600
TAIWAN CELLULAR CORP 8740TW9A 300.99 124,000SH DEFINE2 71,000 0 53,000
8740TW9A 575.28 237,000SH DEFINE4 0 0 237,000
TALBOTS INC 87416110 0.00 0SH DEFINE2 0 0 0
87416110 218.63 3,300SH DEFINE4 0 0 3,300
TALISMAN ENERGY INC 87425E10 0.00 0SH DEFINE2 0 0 0
87425E10 3,383.53 96,500SH DEFINE4 0 0 96,500
TANDYCRAFTS INC 87538610 0.00 0SH DEFINE2 0 0 0
87538610 0.00 0SH DEFINE4 0 0 0
TANGER FACTORY OUTLET CENTER87546510 0.00 0SH DEFINE2 0 0 0
87546510 1,476.54 67,115SH DEFINE4 0 0 67,115
TANOX INC 87588Q10 0.00 0SH DEFINE2 0 0 0
87588Q10 31,144.68 919,400SH DEFINE4 0 0 919,400
TARGET CORP 87612E10 6,542.06 255,300SH DEFINE2 4,490 0 250,810
87612E10 152,760.62 5,961,390SH DEFINE4 0 0 5,961,390
TECH DATA CORP 87823710 0.00 0SH DEFINE2 0 0 0
87823710 256.50 6,000SH DEFINE4 0 0 6,000
TECHNE CORP 87837710 0.00 0SH DEFINE2 0 0 0
87837710 257.60 2,300SH DEFINE4 0 0 2,300
TECHNITROL INC 87855510 0.00 0SH DEFINE2 0 0 0
87855510 575.70 5,700SH DEFINE4 0 0 5,700
TEKELEC 87910110 0.00 0SH DEFINE2 0 0 0
87910110 121.64 3,700SH DEFINE4 0 0 3,700
TEKTRONIX INC 87913110 933.27 12,150SH DEFINE2 0 0 12,150
87913110 0.00 0SH DEFINE4 0 0 0
TELE CELULAR SUL PARTICIPAC 87923810 5,235.71 174,524SH DEFINE2 20,050 0 154,474
87923810 2,612.88 87,096SH DEFINE4 0 0 87,096
TELECENTRO OESTE CELULAR-ADR87923P10 0.00 0SH DEFINE2 0 0 0
87923P10 714.00 67,200SH DEFINE4 0 0 67,200
TELE NORTE LESTE PARTICIPAC 87924610 4,872.38 213,000SH DEFINE2 31,500 0 181,500
87924610 2,365.28 103,400SH DEFINE4 0 0 103,400
TELENORDESTE CELULAR PAR-ADR87924W10 0.04 1SH DEFINE2 0 0 1
87924W10 479.40 10,200SH DEFINE4 0 0 10,200
TELENORTE CELULAR PARTIC-ADR87924Y10 0.02 1SH DEFINE2 0 0 1
87924Y10 160.00 4,000SH DEFINE4 0 0 4,000
TELECOM ARGENTINA S.A ADR 87927320 0.00 0SH DEFINE2 0 0 0
87927320 3,555.15 164,400SH DEFINE4 0 0 164,400
TELECORP PCS INC 87929910 2,642.90 139,100SH DEFINE2 8,500 0 130,600
87929910 47,602.60 2,505,400SH DEFINE4 0 0 2,505,400
TELECOMUNICACOES DO SP ADR 87929A10 0.00 0SH DEFINE2 0 0 0
87929A10 62.50 4,000SH DEFINE4 0 0 4,000
TELECOMMUNICATION SYSTEMS IN87929J10 4,771.69 249,500SH DEFINE2 175,000 0 74,500
87929J10 900.79 47,100SH DEFINE4 0 0 47,100
TELEFLEX INC 87936910 7,081.25 206,000SH DEFINE2 66,200 0 139,800
87936910 2,612.50 76,000SH DEFINE4 0 0 76,000
TELEFONICA SA SP ADR 87938220 45,687.08 768,657SH DEFINE2 168,573 0 600,084
87938220 40,102.84 674,706SH DEFINE4 0 0 674,706
TELEFONOS DE MEXICO S A SER 87940378 222,943.76 4,191,657SH DEFINE2 904,269 0 3,287,388
87940378 172,664.18 3,246,330SH DEFINE4 0 0 3,246,330
TELEHUB COMM P/P 144A WARRAN87942R11 0.65 1,290SH DEFINE2 370 0 920
87942R11 9.74 19,475SH DEFINE4 0 0 19,475
TELEPHONE & DATA SYS INC 87943310 45,880.72 414,460SH DEFINE2 80,930 0 333,530
87943310 124,194.33 1,121,900SH DEFINE4 0 0 1,121,900
TELELESTE CELULAR PARTICIPAC87943B10 0.02 1SH DEFINE2 0 0 1
87943B10 161.25 4,000SH DEFINE4 0 0 4,000
TELEMIG CELULAR PARTICIPAC A87944E10 0.00 0SH DEFINE2 0 0 0
87944E10 555.84 10,500SH DEFINE4 0 0 10,500
TELE1 EUROPE HOLDING AB-ADR 87944T20 193.37 21,485SH DEFINE2 0 0 21,485
87944T20 2,155.77 239,530SH DEFINE4 0 0 239,530
TELESPECTRUM WORLDWIDE INC 87951U10 0.00 0SH DEFINE2 0 0 0
87951U10 0.00 0SH DEFINE4 0 0 0
TELESP CELULAR PARTICIPAC AD87952L10 3,212.24 97,525SH DEFINE2 14,344 0 83,181
87952L10 1,186.71 36,029SH DEFINE4 0 0 36,029
TELIGENT INC-CL A 87959Y10 0.00 0SH DEFINE2 0 0 0
87959Y10 163.80 12,600SH DEFINE4 0 0 12,600
TELLABS INC 87966410 12,898.71 270,130SH DEFINE2 800 0 269,330
87966410 94,040.00 1,969,424SH DEFINE4 0 0 1,969,424
TELXON CORP 87970010 10,531.24 601,785SH DEFINE2 194,060 0 407,725
87970010 6,001.66 342,952SH DEFINE4 0 0 342,952
TEMPLE INLAND INC 87986810 666.60 17,600SH DEFINE2 1,390 0 16,210
87986810 71,564.43 1,889,490SH DEFINE4 0 0 1,889,490
TELETECH HOLDINGS INC 87993910 0.00 0SH DEFINE2 0 0 0
87993910 15,147.74 612,030SH DEFINE4 0 0 612,030
TENET HEALTHCARE CORPORATION88033G10 3,577.26 98,344SH DEFINE2 900 0 97,444
88033G10 39,383.21 1,082,700SH DEFINE4 0 0 1,082,700
TENNANT CO 88034510 8,219.04 185,741SH DEFINE2 59,520 0 126,221
88034510 2,513.40 56,800SH DEFINE4 0 0 56,800
TERADYNE INC 88077010 44,561.65 1,273,190SH DEFINE2 627,350 0 645,840
88077010 153,111.70 4,374,620SH DEFINE4 0 0 4,374,620
TERAYON COMMUNICATION SYS 88077510 78.37 2,309SH DEFINE2 309 0 2,000
88077510 989.25 29,149SH DEFINE4 0 0 29,149
TERRA INDUSTRIES INC 88091510 0.00 0SH DEFINE2 0 0 0
88091510 0.00 0SH DEFINE4 0 0 0
TEXACO INC 88169410 7,840.19 149,337SH DEFINE2 1,600 0 147,737
88169410 84,803.25 1,615,300SH DEFINE4 0 0 1,615,300
TEXAS INDS INC 88249110 6,830.81 214,300SH DEFINE2 104,500 0 109,800
88249110 5,609.19 175,975SH DEFINE4 0 0 175,975
TEXAS INSTRUMENTS INC 88250810 315,355.92 6,683,039SH DEFINE2 2,594,222 0 4,088,818
88250810 647,355.42 13,718,790SH DEFINE4 0 0 13,718,790
TEXTRON INC 88320310 1,729.69 37,500SH DEFINE2 100 0 37,400
88320310 4,229.66 91,700SH DEFINE4 0 0 91,700
THERMA-WAVE INC 88343A10 1,791.13 62,300SH DEFINE2 44,000 0 18,300
88343A10 301.01 10,470SH DEFINE4 0 0 10,470
THERMO ELECTRON CORP 88355610 1,806.05 69,463SH DEFINE2 2,792 0 66,672
88355610 10,540.36 405,399SH DEFINE4 0 0 405,399
THERMO CARDIOSYSTEMS INC 88355K20 224.70 25,497SH DEFINE2 2,801 0 22,696
88355K20 16,470.56 1,869,000SH DEFINE4 0 0 1,869,000
THERMO FIBERTEK INC 88355W10 0.00 0SH DEFINE2 0 0 0
88355W10 0.00 247,934SH DEFINE4 0 0 247,934
THERMO OPTEK CORP 88358210 0.00 4,175SH DEFINE2 0 0 4,175
88358210 0.00 18,519SH DEFINE4 0 0 18,519
THIRD WAVE TECH P/P (PRIVATE8842TW9A 0.00 0SH DEFINE2 0 0 0
8842TW9A 3,091.59 285SH DEFINE4 0 0 285
THOMAS & BETTS CORP 88431510 10,101.54 579,300SH DEFINE2 211,800 0 367,500
88431510 3,337.54 191,400SH DEFINE4 0 0 191,400
THOMAS INDS INC 88442510 0.00 0SH DEFINE2 0 0 0
88442510 0.00 0SH DEFINE4 0 0 0
3COM CORP 88553510 40.29 2,100SH DEFINE2 900 0 1,200
88553510 16,253.73 847,100SH DEFINE4 0 0 847,100
360NETWORKS P/P (RESTRICTED 88575T40 241.40 14,200SH DEFINE2 0 0 14,200
88575T40 18,731.81 1,101,871SH DEFINE4 0 0 1,101,871
TIBCO SOFTWARE INC 88632Q10 26,413.74 312,820SH DEFINE2 26,900 0 285,920
88632Q10 137,666.98 1,630,401SH DEFINE4 0 0 1,630,401
TIDEWATER INC 88642310 15,024.10 330,200SH DEFINE2 129,700 0 200,500
88642310 4,659.25 102,401SH DEFINE4 0 0 102,401
TIFFANY & CO NEW 88654710 53,012.83 1,374,725SH DEFINE2 265,540 0 1,109,185
88654710 171,545.28 4,448,500SH DEFINE4 0 0 4,448,500
TIMBERLAND COMPANY CL A 88710010 0.00 0SH DEFINE2 0 0 0
88710010 192.70 4,700SH DEFINE4 0 0 4,700
TIME WARNER INC 88731510 307,980.89 3,935,858SH DEFINE2 1,407,652 0 2,528,206
88731510 834,606.76 10,665,901SH DEFINE4 0 0 10,665,901
TIME WARNER TELECOM-CL A 88731910 4,894.06 101,300SH DEFINE2 6,200 0 95,100
88731910 139,036.13 2,877,850SH DEFINE4 0 0 2,877,850
TIMKEN COMPANY 88738910 208.05 15,200SH DEFINE2 0 0 15,200
88738910 0.00 0SH DEFINE4 0 0 0
TITAN CORP 88826610 73.15 4,433SH DEFINE2 605 0 3,829
88826610 279.31 16,928SH DEFINE4 0 0 16,928
TITAN PHARMACEUTICALS INC 88831410 0.00 0SH DEFINE2 0 0 0
88831410 5,755.75 88,550SH DEFINE4 0 0 88,550
TOLLGRADE COMMUNICATIONS INC88954210 39,519.92 284,700SH DEFINE2 200,300 0 84,400
88954210 8,875.39 63,938SH DEFINE4 0 0 63,938
TOO INC 89033310 0.00 0SH DEFINE2 0 0 0
89033310 4,778.26 201,190SH DEFINE4 0 0 201,190
TOPPS CO 89078610 0.00 0SH DEFINE2 0 0 0
89078610 212.23 23,100SH DEFINE4 0 0 23,100
TORCHMARK CORP 89102710 962.31 34,600SH DEFINE2 900 0 33,700
89102710 23,265.16 836,500SH DEFINE4 0 0 836,500
TORO COMPANY 89109210 0.00 0SH DEFINE2 0 0 0
89109210 0.00 0SH DEFINE4 0 0 0
TOSCO CORP 89149030 11,149.17 357,488SH DEFINE2 290,685 0 66,804
89149030 189,084.28 6,062,823SH DEFINE4 0 0 6,062,823
TOTAL RENAL CARE HOLDINGS 89151A10 1,028.65 137,153SH DEFINE2 0 0 137,153
89151A10 4,073.82 543,177SH DEFINE4 0 0 543,177
TOTAL FINA ELF SA SPON ADR 89151E10 6,996.02 95,265SH DEFINE2 18,696 0 76,569
89151E10 282,219.43 3,842,988SH DEFINE4 0 0 3,842,988
TOWER AUTOMOTIVE INC 89170710 4,152.02 442,882SH DEFINE2 197,349 0 245,532
89170710 5,022.32 535,714SH DEFINE4 0 0 535,714
TOYS R US 89233510 918.13 56,500SH DEFINE2 0 0 56,500
89233510 79.63 4,900SH DEFINE4 0 0 4,900
TRANSCANADA PIPELINES LTD 89352610 14.90 1,600SH DEFINE2 0 0 1,600
89352610 0.00 0SH DEFINE4 0 0 0
TRANSKARYOTIC THERAPIES INC 89373510 3,450.60 80,130SH DEFINE2 4,500 0 75,630
89373510 81,873.01 1,901,260SH DEFINE4 0 0 1,901,260
TRANSPORTACION MARITIMA MEXI89386820 0.00 0SH DEFINE2 0 0 0
89386820 17.00 2,000SH DEFINE4 0 0 2,000
TRANSPORTADORA DE GAS DEL SU89387020 0.00 0SH DEFINE2 0 0 0
89387020 2,968.28 392,500SH DEFINE4 0 0 392,500
TRANSWITCH CORP 89406510 6,087.53 95,491SH DEFINE2 646 0 94,845
89406510 24,899.86 390,586SH DEFINE4 0 0 390,586
TRIANGLE PHARMACEUTICALS INC89589H10 0.00 0SH DEFINE2 0 0 0
89589H10 193.22 22,900SH DEFINE4 0 0 22,900
TRICON GLOBAL RESTAURANTS IN89595310 1,242.76 40,580SH DEFINE2 400 0 40,180
89595310 13,713.88 447,800SH DEFINE4 0 0 447,800
TRIBUNE CO 89604710 16,625.10 381,091SH DEFINE2 298,482 0 82,609
89604710 135,748.67 3,111,717SH DEFINE4 0 0 3,111,717
TRIGON HEALTHCARE INC 89618L10 25,550.63 486,100SH DEFINE2 221,000 0 265,100
89618L10 55,262.11 1,051,360SH DEFINE4 0 0 1,051,360
TRIMBLE NAVIGATION LTD 89623910 11,516.41 514,700SH DEFINE2 361,300 0 153,400
89623910 2,248.69 100,500SH DEFINE4 0 0 100,500
TRIMERIS INC 89626310 5,504.08 78,700SH DEFINE2 60,100 0 18,600
89626310 57,919.44 828,160SH DEFINE4 0 0 828,160
TRIQUINT SEMICONDUCTOR INC 89674K10 109.63 3,009SH DEFINE2 413 0 2,596
89674K10 41,146.12 1,129,225SH DEFINE4 0 0 1,129,225
TRIUMPH GROUP INC 89681810 9,370.55 261,200SH DEFINE2 125,000 0 136,200
89681810 3,192.88 89,000SH DEFINE4 0 0 89,000
TRIZEC HAHN CORP 89693810 15.13 900SH DEFINE2 0 0 900
89693810 0.00 0SH DEFINE4 0 0 0
TRUE NORTH COMMUNICATIONS 89784410 7,038.17 196,872SH DEFINE2 63,300 0 133,572
89784410 8,347.27 233,490SH DEFINE4 0 0 233,490
TUBOS DE ACERO DE MEXICO SP 89859250 33.50 2,000SH DEFINE2 0 0 2,000
89859250 18.43 1,100SH DEFINE4 0 0 1,100
TUCKER ANTHONY SUTRO 89864710 4,021.94 158,500SH DEFINE2 57,000 0 101,500
89864710 662.29 26,100SH DEFINE4 0 0 26,100
TUESDAY MORNING CORP 89903550 1,072.66 137,300SH DEFINE2 95,900 0 41,400
89903550 162.42 20,790SH DEFINE4 0 0 20,790
TUPPERWARE CORPORATION 89989610 264.60 14,700SH DEFINE2 0 0 14,700
89989610 0.00 0SH DEFINE4 0 0 0
TURNSTONE SYSTEMS INC 90042310 0.00 0SH DEFINE2 0 0 0
90042310 9.28 200SH DEFINE4 0 0 200
TUT SYSTEM INC 90110310 0.00 0SH DEFINE2 0 0 0
90110310 331.79 3,844SH DEFINE4 0 0 3,844
TV AZTECA SP ADR 90114510 2,571.21 199,706SH DEFINE2 47,600 0 152,106
90114510 1,548.09 120,240SH DEFINE4 0 0 120,240
TWEETER HOME ENTERTAINMENT G90116710 11,148.95 307,028SH DEFINE2 215,520 0 91,508
90116710 1,997.41 55,006SH DEFINE4 0 0 55,006
RCN CORPORATION ESCROW SHARE90130P98 0.01 1,248SH DEFINE2 0 0 1,248
90130P98 0.02 2,249SH DEFINE4 0 0 2,249
TYCO INTERNATIONAL LTD NEW 90212410 1,161,262.68 22,385,787SH DEFINE2 9,057,570 0 13,328,217
90212410 3,124,047.89 60,222,610SH DEFINE4 0 0 60,222,610
UAL CORP 90254950 8.40 200SH DEFINE2 0 0 200
90254950 37.80 900SH DEFINE4 0 0 900
UCAR INTERNATIONAL INC 90262K10 4,515.48 355,900SH DEFINE2 171,500 0 184,400
90262K10 1,537.73 121,200SH DEFINE4 0 0 121,200
UIL HOLDINGS CORP 90274810 0.00 0SH DEFINE2 0 0 0
90274810 8,348.31 162,300SH DEFINE4 0 0 162,300
USX-MARATHON GROUP 90290582 2,343.78 82,600SH DEFINE2 500 0 82,100
90290582 16,264.55 573,200SH DEFINE4 0 0 573,200
UST INC 90291110 937.88 41,000SH DEFINE2 0 0 41,000
90291110 272.21 11,900SH DEFINE4 0 0 11,900
U.S. BANCORP 90297310 10,044.28 441,507SH DEFINE2 73,760 0 367,747
90297310 192,878.48 8,478,175SH DEFINE4 0 0 8,478,175
USA NETWORKS INC 90298410 46.07 2,100SH DEFINE2 900 0 1,200
90298410 56,840.06 2,591,000SH DEFINE4 0 0 2,591,000
USG CORP 90329340 15.04 600SH DEFINE2 0 0 600
90329340 45.11 1,800SH DEFINE4 0 0 1,800
US INTERACTIVE INC 90334M10 0.55 217SH DEFINE2 32 0 185
90334M10 4.34 1,715SH DEFINE4 0 0 1,715
USN COMMUNICATIONS WARR 8/1590336N11 0.12 12,000SH DEFINE2 0 0 12,000
90336N11 2.00 200,040SH DEFINE4 0 0 200,040
USX-US STEEL GROUP 90337T10 350.83 23,100SH DEFINE2 0 0 23,100
90337T10 1,477.85 97,307SH DEFINE4 0 0 97,307
UTI ENERGY CORP 90338710 9,906.75 222,000SH DEFINE2 98,600 0 123,400
90338710 0.00 0SH DEFINE4 0 0 0
US ONCOLOGY INC 90338W10 4,248.10 937,512SH DEFINE2 450,828 0 486,684
90338W10 1,469.70 324,347SH DEFINE4 0 0 324,347
UBIQUITEL INC WARRANT 144A 090347411 71.00 1,775SH DEFINE2 0 0 1,775
90347411 1,706.80 42,670SH DEFINE4 0 0 42,670
ULTIMATE ELECTRONICS INC 90384910 0.00 0SH DEFINE2 0 0 0
90384910 246.75 6,000SH DEFINE4 0 0 6,000
USA EDUCATION INC 90390U10 2,086.52 43,300SH DEFINE2 2,000 0 41,300
90390U10 77,832.45 1,615,200SH DEFINE4 0 0 1,615,200
ULTRAMAR DIAMOND SHAMROCK CP90400010 114.19 4,500SH DEFINE2 0 0 4,500
90400010 93.89 3,700SH DEFINE4 0 0 3,700
UNILEVER N V -NY SHARES 90478470 7,063.75 146,399SH DEFINE2 600 0 145,799
90478470 31,391.45 650,600SH DEFINE4 0 0 650,600
UNICOM CORPORATION 90491110 2,635.19 46,900SH DEFINE2 400 0 46,500
90491110 65,509.01 1,165,900SH DEFINE4 0 0 1,165,900
UNION CARBIDE CORPORATION 90558110 1,389.20 36,800SH DEFINE2 0 0 36,800
90558110 83.05 2,200SH DEFINE4 0 0 2,200
UNION PACIFIC CORP 90781810 9,808.85 252,318SH DEFINE2 45,907 0 206,410
90781810 98,720.28 2,539,428SH DEFINE4 0 0 2,539,428
UNION PLANTERS CORP 90806810 1,776.70 53,738SH DEFINE2 2,250 0 51,488
90806810 3,695.97 111,788SH DEFINE4 0 0 111,788
UNIONBANCAL CORPORATION 90890610 0.00 0SH DEFINE2 0 0 0
90890610 9,679.82 415,220SH DEFINE4 0 0 415,220
UNISOURCE ENERGY CORP HLD CO90920510 0.00 0SH DEFINE2 0 0 0
90920510 2,652.75 162,000SH DEFINE4 0 0 162,000
UNISYS CORPORATION 90921410 909.00 80,800SH DEFINE2 500 0 80,300
90921410 6,403.50 569,200SH DEFINE4 0 0 569,200
UNITED DOMINION INDS LTD 90991410 0.00 0SH DEFINE2 0 0 0
90991410 0.00 0SH DEFINE4 0 0 0
UNITED MICROELECTRONICS-ADR 91087320 10,600.98 892,714SH DEFINE2 338,900 0 553,814
91087320 39,568.52 3,332,086SH DEFINE4 0 0 3,332,086
UNITED NATURAL FOODS INC 91116310 10,825.65 874,800SH DEFINE2 417,100 0 457,700
91116310 3,650.63 295,000SH DEFINE4 0 0 295,000
UNITED PARCEL SERVICE-CL B 91131210 39,215.18 695,613SH DEFINE2 105,900 0 589,713
91131210 153,639.75 2,725,317SH DEFINE4 0 0 2,725,317
UNITED RENTALS INC 91136310 6,810.49 282,300SH DEFINE2 116,600 0 165,700
91136310 0.00 0SH DEFINE4 0 0 0
UNITED STATE CELLULAR CORP 91168410 0.00 0SH DEFINE2 0 0 0
91168410 63.00 900SH DEFINE4 0 0 900
US AIRWAYS GROUP INC 91190510 535.70 17,600SH DEFINE2 0 0 17,600
91190510 0.00 0SH DEFINE4 0 0 0
UNITED STATIONERS INC 91300410 6,382.81 237,500SH DEFINE2 114,500 0 123,000
91300410 2,160.75 80,400SH DEFINE4 0 0 80,400
UNITED TECHNOLOGIES CORP 91301710 9,910.23 143,108SH DEFINE2 45,015 0 98,093
91301710 279,845.83 4,041,095SH DEFINE4 0 0 4,041,095
UNITED THERAPEUTICS CORP 91307C10 16,784.74 192,100SH DEFINE2 17,700 0 174,400
91307C10 111,512.34 1,276,250SH DEFINE4 0 0 1,276,250
UNITED THERAPEUT P/P (PRIVAT91307C9B 2,935.80 33,600SH DEFINE2 0 0 33,600
91307C9B 32,014.20 366,400SH DEFINE4 0 0 366,400
UNITED WISCONSIN SERVICES 91323810 4,415.28 883,055SH DEFINE2 277,300 0 605,755
91323810 1,410.28 282,055SH DEFINE4 0 0 282,055
UNITEDGLOBALCOM INC-CL A 91324750 285.15 9,505SH DEFINE2 964 0 8,541
91324750 380.05 12,668SH DEFINE4 0 0 12,668
UNITEDHEALTH GROUP INC 91324P10 168,645.25 1,707,800SH DEFINE2 817,950 0 889,850
91324P10 635,608.23 6,436,539SH DEFINE4 0 0 6,436,539
UNITIL CORP 91325910 0.00 0SH DEFINE2 0 0 0
91325910 0.00 0SH DEFINE4 0 0 0
UNIVERSAL ELECTRONICS INC 91348310 9,512.94 393,300SH DEFINE2 276,700 0 116,600
91348310 1,787.70 73,910SH DEFINE4 0 0 73,910
UNIVERSAL FOODS CORP 91353810 9,889.21 485,360SH DEFINE2 156,360 0 329,000
91353810 2,902.77 142,467SH DEFINE4 0 0 142,467
UNIVERSAL HEALTH SERVICES CL91390310 12,818.06 149,700SH DEFINE2 72,100 0 77,600
91390310 4,341.19 50,700SH DEFINE4 0 0 50,700
UNIVISION COMMUNICATIONS INC91490610 53,200.02 1,423,412SH DEFINE2 272,300 0 1,151,112
91490610 378,395.71 10,124,300SH DEFINE4 0 0 10,124,300
UNOCAL CORP 91528910 3,778.41 106,622SH DEFINE2 6,376 0 100,246
91528910 60,774.29 1,714,971SH DEFINE4 0 0 1,714,971
UNUMPROVIDENT CORP 91529Y10 1,725.03 63,304SH DEFINE2 300 0 63,004
91529Y10 6,332.90 232,400SH DEFINE4 0 0 232,400
USFREIGHTWAYS CORPORATION 91690610 9,815.86 432,655SH DEFINE2 163,380 0 269,275
91690610 3,201.21 141,100SH DEFINE4 0 0 141,100
USIMINAS (USINAS SIDER MINAS91730220 120.15 21,600SH DEFINE2 0 0 21,600
91730220 0.00 0SH DEFINE4 0 0 0
UTILICORP UTD INC 91800510 0.00 0SH DEFINE2 0 0 0
91800510 9,923.06 383,500SH DEFINE4 0 0 383,500
V F CORP 91820410 740.63 30,000SH DEFINE2 0 0 30,000
91820410 44.44 1,800SH DEFINE4 0 0 1,800
VALASSIS COMMUNICATIONS INC 91886610 0.00 0SH DEFINE2 0 0 0
91886610 9,076.22 407,920SH DEFINE4 0 0 407,920
VALERO ENERGY CORP 91913Y10 0.00 0SH DEFINE2 0 0 0
91913Y10 1,006.36 28,600SH DEFINE4 0 0 28,600
VALMONT INDUSTRIES 92025310 0.00 0SH DEFINE2 0 0 0
92025310 0.00 0SH DEFINE4 0 0 0
VALUEVISION INTL INC CL A 92047K10 5,783.78 230,200SH DEFINE2 161,700 0 68,500
92047K10 914.55 36,400SH DEFINE4 0 0 36,400
VARCO INTERNATIONAL INC 92212210 8,874.45 426,400SH DEFINE2 205,700 0 220,700
92212210 5,261.40 252,800SH DEFINE4 0 0 252,800
VARIAN INC 92220610 0.00 0SH DEFINE2 0 0 0
92220610 137.80 3,200SH DEFINE4 0 0 3,200
VARIAN SEMICONDUCTOR EQUIPME92220710 0.00 0SH DEFINE2 0 0 0
92220710 198.42 5,300SH DEFINE4 0 0 5,300
VARIAN MEDICAL SYSTEMS INC 92220P10 7,821.96 173,100SH DEFINE2 83,600 0 89,500
92220P10 2,611.84 57,800SH DEFINE4 0 0 57,800
VECTREN CORP 92240G10 1,444.18 71,098SH DEFINE2 0 0 71,098
92240G10 3,166.72 155,900SH DEFINE4 0 0 155,900
VEECO INSTRUMENTS INC 92241710 25,631.27 241,200SH DEFINE2 169,200 0 72,000
92241710 56,474.87 531,450SH DEFINE4 0 0 531,450
VENTANA MEDICAL SYSTEMS 92276H10 0.00 0SH DEFINE2 0 0 0
92276H10 7,472.94 294,500SH DEFINE4 0 0 294,500
VERITAS SOFTWARE CO 92343610 696,587.46 4,905,545SH DEFINE2 1,498,318 0 3,407,227
92343610 3,209,551.75 22,602,477SH DEFINE4 0 0 22,602,477
VERITY INC 92343C10 0.00 0SH DEFINE2 0 0 0
92343C10 256.24 7,180SH DEFINE4 0 0 7,180
VERISIGN INC 92343E10 373,464.28 1,843,699SH DEFINE2 666,567 0 1,177,132
92343E10 2,123,431.90 10,482,848SH DEFINE4 0 0 10,482,848
VERIZON COMM 92343V10 70,528.96 1,456,082SH DEFINE2 480,776 0 975,306
92343V10 1,128,060.26 23,288,986SH DEFINE4 0 0 23,288,986
VERTEL CORP 92490710 4,756.26 514,190SH DEFINE2 284,900 0 229,290
92490710 672.66 72,720SH DEFINE4 0 0 72,720
VERTEX PHARMACEUTICALS INC 92532F10 192.33 2,276SH DEFINE2 325 0 1,951
92532F10 1,273.05 15,066SH DEFINE4 0 0 15,066
VERTICALNET INC 92532L10 98.35 2,800SH DEFINE2 400 0 2,400
92532L10 51,877.87 1,476,950SH DEFINE4 0 0 1,476,950
VIACOM INC CL A 92552410 0.00 0SH DEFINE2 0 0 0
92552410 0.00 0SH DEFINE4 0 0 0
VIACOM INC CLASS B 92552430 985,122.32 16,839,698SH DEFINE2 5,544,181 0 11,295,517
92552430 3,562,048.68 60,889,721SH DEFINE4 0 0 60,889,721
VIATEL INC 92552920 0.00 0SH DEFINE2 0 0 0
92552920 0.00 0SH DEFINE4 0 0 0
VIANT CORP 92553N10 0.00 0SH DEFINE2 0 0 0
92553N10 4,700.00 800,000SH DEFINE4 0 0 800,000
VIGNETTE CORPORATION 92673410 61,759.09 2,067,250SH DEFINE2 240,450 0 1,826,800
92673410 603,971.82 20,216,630SH DEFINE4 0 0 20,216,630
VINA CONCHA Y TORO SA-SP ADR92719110 0.00 0SH DEFINE2 0 0 0
92719110 14.80 400SH DEFINE4 0 0 400
VINTAGE PETROLEUM INC 92746010 7,359.67 323,502SH DEFINE2 103,900 0 219,602
92746010 1,296.75 57,000SH DEFINE4 0 0 57,000
VIRATA CORP 92764610 11,664.45 176,400SH DEFINE2 4,100 0 172,300
92764610 232,018.08 3,508,780SH DEFINE4 0 0 3,508,780
VIROPHARMA INC 92824110 16.03 1,283SH DEFINE2 183 0 1,099
92824110 83.60 6,688SH DEFINE4 0 0 6,688
VISHAY INTERTECHNOLOGY INC 92829810 15.38 500SH DEFINE2 300 0 200
92829810 6,242.25 203,000SH DEFINE4 0 0 203,000
VISTEON CORP 92839U10 516.88 34,174SH DEFINE2 327 0 33,847
92839U10 5,169.91 341,812SH DEFINE4 0 0 341,812
VITAL SIGNS INC 92846910 8,188.50 309,000SH DEFINE2 99,600 0 209,400
92846910 3,864.73 145,839SH DEFINE4 0 0 145,839
VITESSE SEMICONDUCTOR CORP 92849710 89,320.39 1,004,305SH DEFINE2 166,652 0 837,653
92849710 658,484.89 7,403,906SH DEFINE4 0 0 7,403,906
VITRIA TECHNOLOGY INC 92849Q10 11,145.71 239,050SH DEFINE2 5,950 0 233,100
92849Q10 314,648.81 6,748,500SH DEFINE4 0 0 6,748,500
VODAFONE GROUP PLC ADR 92857W10 86,912.79 2,348,994SH DEFINE2 982,429 0 1,366,565
92857W10 657,231.79 17,763,021SH DEFINE4 0 0 17,763,021
VIVACE P/P (PRIVATE) 9285VV9A 235.00 24,177SH DEFINE2 0 0 24,177
9285VV9A 4,765.00 490,226SH DEFINE4 0 0 490,226
VOICESTREAM WIRELESS CORP 92861510 11,803.53 101,700SH DEFINE2 18,769 0 82,930
92861510 183,511.05 1,581,140SH DEFINE4 0 0 1,581,140
VORNADO REALTY TRUST REIT 92904210 307.43 8,281SH DEFINE2 1,119 0 7,162
92904210 3,933.88 105,963SH DEFINE4 0 0 105,963
VOTORANTIM CELULOSE-SPON ADR92906P10 2,182.69 110,867SH DEFINE2 15,900 0 94,967
92906P10 1,090.69 55,400SH DEFINE4 0 0 55,400
VULCAN MATERIALS CO 92916010 1,060.95 26,400SH DEFINE2 200 0 26,200
92916010 5,485.59 136,500SH DEFINE4 0 0 136,500
WABASH NATL CORP 92956610 881.11 96,560SH DEFINE2 31,260 0 65,300
92956610 822.83 90,173SH DEFINE4 0 0 90,173
WABTEC 92974010 2,749.95 271,600SH DEFINE2 130,300 0 141,300
92974010 955.85 94,405SH DEFINE4 0 0 94,405
WACHOVIA CORP 92977110 3,010.11 53,100SH DEFINE2 0 0 53,100
92977110 379.81 6,700SH DEFINE4 0 0 6,700
WADDELL & REED FINANCIAL INC93005910 0.00 0SH DEFINE2 0 0 0
93005910 161.20 5,200SH DEFINE4 0 0 5,200
WAL MART STORES INC 93114210 456,878.06 9,493,570SH DEFINE2 3,524,400 0 5,969,170
93114210 1,192,805.60 24,785,571SH DEFINE4 0 0 24,785,571
WALGREEN COMPANY 93142210 9,981.36 263,100SH DEFINE2 0 0 263,100
93142210 766.34 20,200SH DEFINE4 0 0 20,200
WALLACE COMPUTER SVCS INC 93227010 13,632.13 893,910SH DEFINE2 287,720 0 606,190
93227010 4,828.65 316,633SH DEFINE4 0 0 316,633
WARNACO GROUP INC 93439010 0.00 0SH DEFINE2 0 0 0
93439010 389.92 49,123SH DEFINE4 0 0 49,123
WASHINGTON FEDERAL INC 93882410 11,067.88 486,500SH DEFINE2 233,500 0 253,000
93882410 3,819.73 167,900SH DEFINE4 0 0 167,900
WASHINGTON GAS LIGHT CO 93883710 0.00 0SH DEFINE2 0 0 0
93883710 8,817.69 328,100SH DEFINE4 0 0 328,100
WASHINGTON MUTUAL INC 93932210 155,190.36 3,898,031SH DEFINE2 1,672,062 0 2,225,969
93932210 575,668.88 14,459,501SH DEFINE4 0 0 14,459,501
WASTE CONNECTIONS INC 94105310 9,522.25 371,600SH DEFINE2 261,000 0 110,600
94105310 1,609.25 62,800SH DEFINE4 0 0 62,800
WASTE MANAGEMENT INC 94106L10 19,939.98 1,143,511SH DEFINE2 256,323 0 887,189
94106L10 239,999.76 13,763,427SH DEFINE4 0 0 13,763,427
WATERS CORP 94184810 60,897.36 684,240SH DEFINE2 117,900 0 566,340
94184810 725,181.97 8,148,112SH DEFINE4 0 0 8,148,112
WATSON PHARMACEUTICAL INC 94268310 1,680.26 25,900SH DEFINE2 0 0 25,900
94268310 162.19 2,500SH DEFINE4 0 0 2,500
WAVECOM SA-ADR 94353110 1,043.75 8,626SH DEFINE2 0 0 8,626
94353110 10,711.16 88,522SH DEFINE4 0 0 88,522
WEATHERFORD INTERNATIONAL 94707410 490.42 11,405SH DEFINE2 1,558 0 9,847
94707410 10,496.62 244,108SH DEFINE4 0 0 244,108
WEBMETHODS INC 94768C10 14,114.33 122,600SH DEFINE2 2,900 0 119,700
94768C10 492,618.26 4,278,986SH DEFINE4 0 0 4,278,986
WEBSTER FINANCIAL CORP 94789010 10,030.66 372,368SH DEFINE2 178,879 0 193,489
94789010 3,426.45 127,200SH DEFINE4 0 0 127,200
WELLPOINT HEALTH NETWORKS 94973H10 1,956.62 20,381SH DEFINE2 949 0 19,433
94973H10 42,788.63 445,715SH DEFINE4 0 0 445,715
WELLS FARGO & CO 94974610 106,932.39 2,327,780SH DEFINE2 559,800 0 1,767,980
94974610 811,920.74 17,674,465SH DEFINE4 0 0 17,674,465
WENDYS INTERNATIONAL INC 95059010 628.77 31,341SH DEFINE2 346 0 30,994
95059010 1,129.95 56,321SH DEFINE4 0 0 56,321
WESCO INTERNATIONAL INC 95082P10 0.00 0SH DEFINE2 0 0 0
95082P10 212.00 26,500SH DEFINE4 0 0 26,500
WESTELL TECHNOLOGIES INC 95754110 8,140.86 632,300SH DEFINE2 443,800 0 188,500
95754110 1,434.58 111,424SH DEFINE4 0 0 111,424
WESTERN DIGITAL CORP 95810210 0.00 0SH DEFINE2 0 0 0
95810210 229.68 39,095SH DEFINE4 0 0 39,095
WESTERN WIRELESS CORP CL A 95988E20 55.22 1,550SH DEFINE2 1,550 0 0
95988E20 11,145.28 312,850SH DEFINE4 0 0 312,850
WESTON ROY F INC SER A 96113710 0.00 0SH DEFINE2 0 0 0
96113710 0.00 61,524SH DEFINE4 0 0 61,524
WESTVACO CORP 96154810 681.87 25,550SH DEFINE2 0 0 25,550
96154810 0.00 0SH DEFINE4 0 0 0
WESTWOOD ONE INC 96181510 6,681.64 311,680SH DEFINE2 18,000 0 293,680
96181510 241,819.97 11,280,232SH DEFINE4 0 0 11,280,232
THE WET SEAL INC 96184010 3,049.65 194,400SH DEFINE2 136,700 0 57,700
96184010 504.20 32,140SH DEFINE4 0 0 32,140
WEYERHAEUSER COMPANY 96216610 12,195.35 302,052SH DEFINE2 164,990 0 137,062
96216610 225,325.89 5,580,827SH DEFINE4 0 0 5,580,827
WHIRLPOOL CORPORATION 96332010 746.40 19,200SH DEFINE2 400 0 18,800
96332010 10,375.74 266,900SH DEFINE4 0 0 266,900
WHOLE FOODS MARKET INCC 96683710 4,219.84 78,600SH DEFINE2 4,800 0 73,800
96683710 67,302.65 1,253,600SH DEFINE4 0 0 1,253,600
JOHN WILEY & SON INC CL A 96822320 0.00 0SH DEFINE2 0 0 0
96822320 236.26 10,300SH DEFINE4 0 0 10,300
WILLAMETTE INDUSTRIES INC 96913310 775.60 27,700SH DEFINE2 0 0 27,700
96913310 70.00 2,500SH DEFINE4 0 0 2,500
WILLIAMS COMMUNICATIONS GRP 96945510 446.81 11,975SH DEFINE2 1,585 0 10,390
96945510 3,495.63 93,685SH DEFINE4 0 0 93,685
WILLIAMS COMPANIES 96945710 10,632.93 251,667SH DEFINE2 168,874 0 82,793
96945710 231,836.02 5,487,243SH DEFINE4 0 0 5,487,243
CLAYTON WILLIAMS ENERGY INC 96949010 0.00 0SH DEFINE2 0 0 0
96949010 307.80 7,600SH DEFINE4 0 0 7,600
WILMINGTON TRUST CORP 97180710 0.00 0SH DEFINE2 0 0 0
97180710 83.12 1,550SH DEFINE4 0 0 1,550
WIND RIVER SYSTEMS 97314910 137.89 2,876SH DEFINE2 402 0 2,474
97314910 793.25 16,548SH DEFINE4 0 0 16,548
WINN DIXIE STORES INC 97428010 513.19 35,700SH DEFINE2 0 0 35,700
97428010 0.00 0SH DEFINE4 0 0 0
WINSTAR COMMUNICATIONS INC 97551510 66.40 4,284SH DEFINE2 585 0 3,699
97551510 845.03 54,518SH DEFINE4 0 0 54,518
WIRELESS ONE INC WARRANTS 97652H11 0.00 1,500SH DEFINE2 1,500 0 0
97652H11 0.00 0SH DEFINE4 0 0 0
WIRELESS FACILITIES INC 97653A10 4,291.95 74,400SH DEFINE2 4,200 0 70,200
97653A10 142,207.76 2,465,140SH DEFINE4 0 0 2,465,140
WISCONSIN ENERGY 97665710 0.00 0SH DEFINE2 0 0 0
97665710 15,519.35 778,400SH DEFINE4 0 0 778,400
WOLVERINE WORLD WIDE 97809710 6,495.47 697,500SH DEFINE2 219,200 0 478,300
97809710 2,573.04 276,300SH DEFINE4 0 0 276,300
WOODHEAD INDUSTRIES INC 97943810 6,523.22 313,428SH DEFINE2 100,870 0 212,558
97943810 953.21 45,800SH DEFINE4 0 0 45,800
WORLD ACCESS INC 98141A10 24.93 4,611SH DEFINE2 0 0 4,611
98141A10 1,958.41 362,250SH DEFINE4 0 0 362,250
WORLD AIRWAYS INC 98142H10 0.00 84,607SH DEFINE2 14,494 0 70,113
98142H10 0.00 312,024SH DEFINE4 0 0 312,024
WORLDCOM INC 98157D10 24,656.57 811,739SH DEFINE2 11,450 0 800,289
98157D10 380,483.33 12,526,200SH DEFINE4 0 0 12,526,200
WORTHINGTON INDS INC 98181110 210.94 22,500SH DEFINE2 0 0 22,500
98181110 0.00 0SH DEFINE4 0 0 0
WRIGLEY WM JR COMPANY 98252610 2,156.40 28,800SH DEFINE2 0 0 28,800
98252610 0.00 0SH DEFINE4 0 0 0
XCL LTD 98370110 0.00 176,727SH DEFINE2 120,447 0 56,280
98370110 0.00 2,465,811SH DEFINE4 0 0 2,465,811
XM SATELLITE RADIO CL-A 98375910 62.62 1,454SH DEFINE2 396 0 1,059
98375910 1,356.09 31,491SH DEFINE4 0 0 31,491
XM SATELLITE 144A WARRANT 0398375Y11 176.70 930SH DEFINE2 0 0 930
98375Y11 4,178.10 21,990SH DEFINE4 0 0 21,990
X-RITE INC 98385710 13,567.25 1,550,543SH DEFINE2 483,616 0 1,066,927
98385710 4,563.95 521,594SH DEFINE4 0 0 521,594
XCEL ENERGY INC 98389B10 2,363.76 85,955SH DEFINE2 0 0 85,955
98389B10 14,070.51 511,655SH DEFINE4 0 0 511,655
XILINX 98391910 357,878.16 4,179,599SH DEFINE2 1,665,250 0 2,514,349
98391910 1,106,283.39 12,920,098SH DEFINE4 0 0 12,920,098
XEROX CORPORATION 98412110 4,973.21 330,172SH DEFINE2 51,893 0 278,278
98412110 132,906.99 8,823,701SH DEFINE4 0 0 8,823,701
YAHOO INC 98433210 67,312.88 739,702SH DEFINE2 425 0 739,277
98433210 298,373.08 3,278,825SH DEFINE4 0 0 3,278,825
YANKEE CANDLE CO 98475710 9,557.36 474,900SH DEFINE2 332,900 0 142,000
98475710 2,021.80 100,462SH DEFINE4 0 0 100,462
YOUNG & RUBICAM INC 98742510 1,256.11 25,376SH DEFINE2 2,441 0 22,935
98742510 8,147.80 164,602SH DEFINE4 0 0 164,602
YOUTHSTREAM MEDIA NETWORKS 98781910 0.00 0SH DEFINE2 0 0 0
98781910 2.67 700SH DEFINE4 0 0 700
ZALE CORP 98885810 0.00 0SH DEFINE2 0 0 0
98885810 162.19 5,000SH DEFINE4 0 0 5,000
ZIFF-DAVIS INC - ZDNET 98951120 6,255.58 444,841SH DEFINE2 139,393 0 305,448
98951120 8,680.78 617,300SH DEFINE4 0 0 617,300
ZIONS BANCORP 98970110 65,540.29 1,281,570SH DEFINE2 511,900 0 769,670
98970110 370,774.65 7,250,100SH DEFINE4 0 0 7,250,100
ZORAN CORP 98975F10 25,481.63 522,700SH DEFINE2 307,000 0 215,700
98975F10 51,164.59 1,049,530SH DEFINE4 0 0 1,049,530
ZYGO CORP 98985510 17,278.20 198,600SH DEFINE2 97,000 0 101,600
98985510 9,793.59 112,570SH DEFINE4 0 0 112,570
FUCHS PETROLUB AG OEL + CHEMF0217R9A 0.00 1SH DEFINE2 0 0 1
F0217R9A 0.00 0SH DEFINE4 0 0 0
ACE LIMITED G0070K10 307.24 7,828SH DEFINE2 781 0 7,047
G0070K10 5,922.78 150,899SH DEFINE4 0 0 150,899
AMDOCS LTD G0260210 68,575.13 1,099,401SH DEFINE2 30,511 0 1,068,890
G0260210 550,864.41 8,831,494SH DEFINE4 0 0 8,831,494
APW LIMITED G0439710 16,954.67 347,788SH DEFINE2 111,880 0 235,908
G0439710 32,147.36 659,433SH DEFINE4 0 0 659,433
CORECOMM LIMITED G2422R10 163.16 20,555SH DEFINE2 3,030 0 17,525
G2422R10 6,569.50 827,654SH DEFINE4 0 0 827,654
GLOBAL CROSSING LTD G3921A10 20,481.36 660,689SH DEFINE2 27,166 0 633,523
G3921A10 343,666.87 11,086,028SH DEFINE4 0 0 11,086,028
GLOBAL SOURCES LIMITED G3930010 0.00 0SH DEFINE2 0 0 0
G3930010 0.00 0SH DEFINE4 0 0 0
GLOBALSTAR TELECOM WARR 2/15G3930H14 0.89 885SH DEFINE2 0 0 885
G3930H14 22.16 22,160SH DEFINE4 0 0 22,160
MARVELL TECHNOLOGIES GROUP G5876H10 840.66 10,900SH DEFINE2 300 0 10,600
G5876H10 82,516.04 1,069,900SH DEFINE4 0 0 1,069,900
MIH LTD G6116R10 2,250.79 75,183SH DEFINE2 11,000 0 64,183
G6116R10 1,088.53 36,360SH DEFINE4 0 0 36,360
ORIENT EXPRESS HOTELS LTD -AG6774310 2,123.16 110,294SH DEFINE2 0 0 110,294
G6774310 30,312.01 1,574,650SH DEFINE4 0 0 1,574,650
RSL COMMUNICATIONS LTD-CL A G7702U10 0.17 86SH DEFINE2 0 0 86
G7702U10 34.58 17,291SH DEFINE4 0 0 17,291
TRANSOCEAN SEDCO FOREX INC G9007810 135,576.13 2,312,599SH DEFINE2 413,499 0 1,899,100
G9007810 642,115.81 10,952,935SH DEFINE4 0 0 10,952,935
TYCOM LTD G9144B10 16,466.71 429,100SH DEFINE2 11,100 0 418,000
G9144B10 138,554.32 3,610,536SH DEFINE4 0 0 3,610,536
XL CAPITAL LTD-CL A G9825510 109.74 1,493SH DEFINE2 0 0 1,493
G9825510 0.00 0SH DEFINE4 0 0 0
XOMA LTD G9825R10 9,219.79 638,600SH DEFINE2 448,100 0 190,500
G9825R10 1,608.34 111,400SH DEFINE4 0 0 111,400
SBS BROADCASTING SA L8137F10 2,084.94 52,369SH DEFINE2 1,202 0 51,168
L8137F10 16,722.14 420,022SH DEFINE4 0 0 420,022
AUDIOCODES INC M1534210 0.00 55,110SH DEFINE2 5,500 0 49,610
M1534210 0.00 1,362,374SH DEFINE4 0 0 1,362,374
BACKWEB TECHNOLOGIES LTD M1563310 1,024.20 101,000SH DEFINE2 78,600 0 22,400
M1563310 8,809.16 868,700SH DEFINE4 0 0 868,700
BREEZECOM LIMITED M2038510 2,313.86 70,250SH DEFINE2 10,200 0 60,050
M2038510 1,133.05 34,400SH DEFINE4 0 0 34,400
CERAGON NETWORKS LTD M2201310 5,528.19 205,700SH DEFINE2 128,000 0 77,700
M2201310 1,630.02 60,652SH DEFINE4 0 0 60,652
CHECK POINT SOFTWARE TECH LTM2246510 13,938.75 88,500SH DEFINE2 4,600 0 83,900
M2246510 200,513.25 1,273,100SH DEFINE4 0 0 1,273,100
ESC MEDICAL SYSTEMS LTD M4086810 4,005.00 213,600SH DEFINE2 31,500 0 182,100
M4086810 1,966.88 104,900SH DEFINE4 0 0 104,900
FUNDTECH LTD M4709510 57.26 2,400SH DEFINE2 0 0 2,400
M4709510 0.00 0SH DEFINE4 0 0 0
GALILEO TECHNOLOGY LTD M4729810 95.25 3,000SH DEFINE2 0 0 3,000
M4729810 0.00 0SH DEFINE4 0 0 0
GILAT SATELLITE NETWORKS LTDM5147410 3,722.75 48,426SH DEFINE2 6,810 0 41,616
M5147410 3,535.56 45,991SH DEFINE4 0 0 45,991
M-SYSTEMS FLASH DISK PIONEERM7061C10 5,537.19 145,000SH DEFINE2 21,000 0 124,000
M7061C10 2,696.04 70,600SH DEFINE4 0 0 70,600
ORBOTECH LTD M7525310 8,722.08 159,490SH DEFINE2 22,125 0 137,365
M7525310 3,961.62 72,441SH DEFINE4 0 0 72,441
ASM LITHOGRAPHY HOLDING NV N0705911 8,446.81 261,410SH DEFINE2 15,200 0 246,210
N0705911 223,104.89 6,904,600SH DEFINE4 0 0 6,904,600
QIAGEN N.V. N7248210 0.00 0SH DEFINE2 0 0 0
N7248210 38,444.58 815,800SH DEFINE4 0 0 815,800
ROYAL CARIBBEAN CRUISES LTD V7780T10 25.74 1,000SH DEFINE2 300 0 700
V7780T10 9,678.24 376,000SH DEFINE4 0 0 376,000
ASE TEST LIMITED Y0251610 10,797.49 514,166SH DEFINE2 90,286 0 423,880
Y0251610 21,922.34 1,043,921SH DEFINE4 0 0 1,043,921
FLEXTRONICS INTL LTD Y2573F10 16,598.28 202,110SH DEFINE2 14,345 0 187,765
Y2573F10 698,313.06 8,503,051SH DEFINE4 0 0 8,503,051
Total Market Value= 271,139,725.79
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