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Previous: PRICE T ROWE GROWTH STOCK FUND INC, N-30D, 2000-08-04 |
Next: RALSTON PURINA CO, SC 13D/A, 2000-08-04 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 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__________________ _8/1/2000
[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: 3895
Form 13F Information Table Value Total: $ 266,693,465
(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: 06/30/2000
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 14,526.02 1,210,502SH DEFINE2 363,830 0 846,672
00036110 3,388.28 282,357SH DEFINE4 0 0 282,357
AAPT LIMITED 0003629A 0.00 0SH DEFINE2 0 0 0
0003629A 180.87 55,000SH DEFINE4 0 0 55,000
ABC-NACO INC 00075210 4,441.20 555,150SH DEFINE2 267,700 0 287,450
00075210 1,447.27 180,909SH DEFINE4 0 0 180,909
ADC TELECOMMUNICATIONS INC 00088610 138,829.06 1,655,190SH DEFINE2 254,500 0 1,400,690
00088610 1,285,363.1615,324,747SH DEFINE4 0 0 15,324,747
ABM INDUSTRIES INC 00095710 9,301.04 404,393SH DEFINE2 86,000 0 318,393
00095710 1,687.10 73,352SH DEFINE4 0 0 73,352
ACT MANUFACTURING INC 00097310 39,857.31 858,300SH DEFINE2 545,000 0 313,300
00097310 22,747.87 489,860SH DEFINE4 0 0 489,860
AFLAC INC 00105510 48,871.30 1,063,865SH DEFINE2 9,600 0 1,054,265
00105510 318,994.59 6,944,100SH DEFINE4 0 0 6,944,100
AGL RESOURCES INC 00120410 7,410.94 465,000SH DEFINE2 99,200 0 365,800
00120410 10,545.84 661,700SH DEFINE4 0 0 661,700
AES CORP 00130H10 6,030.98 132,186SH DEFINE2 1,875 0 130,311
00130H10 9,616.98 210,783SH DEFINE4 0 0 210,783
AK STEEL HOLDING CORP 00154710 626.91 78,364SH DEFINE2 0 0 78,364
00154710 4,590.48 573,810SH DEFINE4 0 0 573,810
AMFM INC 00169310 34,815.40 504,571SH DEFINE2 24,651 0 479,920
00169310 1,072,088.8815,537,520SH DEFINE4 0 0 15,537,520
AMR CORP DEL 00176510 983.48 37,200SH DEFINE2 0 0 37,200
00176510 31.73 1,200SH DEFINE4 0 0 1,200
APAC TELESERVICES INC 00185E10 0.00 0SH DEFINE2 0 0 0
00185E10 101.41 13,300SH DEFINE4 0 0 13,300
A T & T CORP 00195710 76,335.73 2,413,778SH DEFINE2 170,678 0 2,243,100
00195710 880,792.7327,851,154SH DEFINE4 0 0 27,851,154
AT&T CORP - LIBERTY MEDIA-A 00195720 746,199.4330,771,111SH DEFINE2 9,688,408 0 21,082,702
00195720 3,279,013.31135,217,04SH DEFINE4 0 0 135,217,044
AT&T WIRELESS GROUP 00195740 616.04 22,100SH DEFINE2 191,100 0 -169,000
00195740 36,052.02 1,293,346SH DEFINE4 0 0 1,293,346
ATMI INC 00207R10 7,570.20 162,800SH DEFINE2 116,800 0 46,000
00207R10 1,497.30 32,200SH DEFINE4 0 0 32,200
AXA FINANCIAL INC 00245110 0.00 0SH DEFINE2 0 0 0
00245110 197.20 5,800SH DEFINE4 0 0 5,800
AARON RENTS INC 00253520 3,251.18 258,800SH DEFINE2 117,600 0 141,200
00253520 611.40 48,669SH DEFINE4 0 0 48,669
ABBOTT LABORATORIES 00282410 40,354.02 905,560SH DEFINE2 379,480 0 526,080
00282410 816,140.5818,314,515SH DEFINE4 0 0 18,314,515
ABERCROMBIE & FITCH CO CL A 00289620 0.00 0SH DEFINE2 0 0 0
00289620 56.06 4,600SH DEFINE4 0 0 4,600
ABGENIX INC 00339B10 6,778.05 56,550SH DEFINE2 5,200 0 51,350
00339B10 41,950.78 350,000SH DEFINE4 0 0 350,000
ABIOMED INC 00365410 0.00 0SH DEFINE2 0 0 0
00365410 0.00 0SH DEFINE4 0 0 0
ABOUT.COM INC 00373610 1,757.70 55,800SH DEFINE2 39,400 0 16,400
00373610 50,601.60 1,606,400SH DEFINE4 0 0 1,606,400
ACCREDO HEALTH INC 00437V10 13,332.48 385,750SH DEFINE2 280,400 0 105,350
00437V10 2,351.29 68,030SH DEFINE4 0 0 68,030
ACKERLEY GROUP INC 00452710 4,049.05 344,600SH DEFINE2 244,000 0 100,600
00452710 686.08 58,390SH DEFINE4 0 0 58,390
ACME COMMUNICATIONS INC 00463110 4,607.21 252,450SH DEFINE2 186,650 0 65,800
00463110 4,015.91 220,050SH DEFINE4 0 0 220,050
ACXIOM CORP 00512510 0.00 0SH DEFINE2 0 0 0
00512510 46.33 1,700SH DEFINE4 0 0 1,700
ADAPTEC INC 00651F10 575.58 25,300SH DEFINE2 0 0 25,300
00651F10 719.72 31,636SH DEFINE4 0 0 31,636
ADELPHIA BUSINESS SOLUTIONS 00684710 1,209.17 20,322SH DEFINE2 20,322 0 0
00684710 0.00 0SH DEFINE4 0 0 0
ADELPHIA COMMUNICATIONS CL A00684810 28,509.07 608,193SH DEFINE2 227,446 0 380,747
00684810 143,232.45 3,055,626SH DEFINE4 0 0 3,055,626
ADEPT TECHNOLOGY INC 00685410 0.00 0SH DEFINE2 0 0 0
00685410 154.28 3,300SH DEFINE4 0 0 3,300
ADMINISTAFF INC 00709410 0.00 0SH DEFINE2 0 0 0
00709410 273.05 4,300SH DEFINE4 0 0 4,300
ADOBE SYSTEMS INC 00724F10 3,937.70 30,290SH DEFINE2 0 0 30,290
00724F10 18,499.00 142,300SH DEFINE4 0 0 142,300
ADTRAN INC 00738A10 0.00 0SH DEFINE2 0 0 0
00738A10 161.66 2,700SH DEFINE4 0 0 2,700
ADVANCED DIGITAL INFO CORP 00752510 0.00 0SH DEFINE2 0 0 0
00752510 130.69 8,200SH DEFINE4 0 0 8,200
ADVANCED LIGHTING TECHS 00753C10 0.00 0SH DEFINE2 0 0 0
00753C10 203.50 11,000SH DEFINE4 0 0 11,000
ADVANCED FIBRE COMMUNICATION00754A10 16,045.16 354,100SH DEFINE2 9,100 0 345,000
00754A10 278,975.02 6,156,690SH DEFINE4 0 0 6,156,690
ADVANCED RADIO TELECOM CORP 00754U10 0.00 0SH DEFINE2 0 0 0
00754U10 0.01 1SH DEFINE4 0 0 1
ADVANCED TISSUE SCIENCES INC00755F10 0.00 0SH DEFINE2 0 0 0
00755F10 113.24 14,100SH DEFINE4 0 0 14,100
ADVO INC 00758510 11,020.80 262,400SH DEFINE2 126,300 0 136,100
00758510 3,851.40 91,700SH DEFINE4 0 0 91,700
AEROFLEX INCORPORATED 00776810 24,028.88 483,600SH DEFINE2 300,300 0 183,300
00776810 41,543.72 836,100SH DEFINE4 0 0 836,100
ADVANCED MICRO DEVICES INC 00790310 2,904.60 37,600SH DEFINE2 200 0 37,400
00790310 19,252.79 249,227SH DEFINE4 0 0 249,227
ADVANCED ENERGY INDUSTRIES 00797310 10,819.82 183,581SH DEFINE2 127,846 0 55,735
00797310 4,567.47 77,497SH DEFINE4 0 0 77,497
AEROSONIC CORP 00801530 0.00 0SH DEFINE2 0 0 0
00801530 0.00 0SH DEFINE4 0 0 0
AETHER SYSTEMS INC 00808V10 157.98 771SH DEFINE2 107 0 664
00808V10 1,506.22 7,347SH DEFINE4 0 0 7,347
AETNA INC 00811710 2,301.06 35,849SH DEFINE2 300 0 35,549
00811710 21,913.61 341,400SH DEFINE4 0 0 341,400
AFFILIATED COMPUTER SVCS INC00819010 0.00 0SH DEFINE2 0 0 0
00819010 115.72 3,500SH DEFINE4 0 0 3,500
AFFILIATED MANAGERS GROUP 00825210 0.00 0SH DEFINE2 0 0 0
00825210 118.30 2,600SH DEFINE4 0 0 2,600
AFFYMETRIX INC 00826T10 59.16 358SH DEFINE2 47 0 312
00826T10 502.07 3,041SH DEFINE4 0 0 3,041
AGILENT TECHNOLOGIES 00846U10 12,638.12 171,364SH DEFINE2 68,653 0 102,712
00846U10 204,396.90 2,771,483SH DEFINE4 0 0 2,771,483
AGILE SOFTTWARE CORP 00846X10 11,550.76 163,406SH DEFINE2 3,500 0 159,906
00846X10 281,493.46 3,982,224SH DEFINE4 0 0 3,982,224
AIR PRODUCTS & CHEMICALS INC00915810 1,907.76 61,915SH DEFINE2 1,495 0 60,420
00915810 60,861.31 1,975,215SH DEFINE4 0 0 1,975,215
AIRGAS INC 00936310 5,875.19 1,033,000SH DEFINE2 490,900 0 542,100
00936310 1,751.96 308,037SH DEFINE4 0 0 308,037
AIRGATE PCS INC 00936710 18,444.18 350,900SH DEFINE2 249,000 0 101,900
00936710 3,433.65 65,325SH DEFINE4 0 0 65,325
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 16,450.96 138,553SH DEFINE2 12,630 0 125,923
00971T10 63,843.59 537,701SH DEFINE4 0 0 537,701
ALAMOSA PCS HOLDINGS INC 01159310 7,187.26 344,300SH DEFINE2 246,800 0 97,500
01159310 1,366.48 65,460SH DEFINE4 0 0 65,460
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 5,365.61 370,042SH DEFINE2 176,266 0 193,776
01234810 1,646.36 113,542SH DEFINE4 0 0 113,542
ALBANY MOLECULAR RESEARCH 01242310 5,661.50 104,000SH DEFINE2 74,800 0 29,200
01242310 1,078.30 19,808SH DEFINE4 0 0 19,808
ALBERTA ENERGY CO LTD 01287310 36.45 900SH DEFINE2 0 0 900
01287310 3,466.80 85,600SH DEFINE4 0 0 85,600
ALBERTO-CULVER CO CL B 01306810 415.65 13,600SH DEFINE2 0 0 13,600
01306810 0.00 0SH DEFINE4 0 0 0
ALBERTSONS INC 01310410 7,624.36 229,304SH DEFINE2 43,615 0 185,689
01310410 166,147.26 4,996,910SH DEFINE4 0 0 4,996,910
ALCAN ALUMINIUM LTD 01371610 1,674.00 54,000SH DEFINE2 0 0 54,000
01371610 499.10 16,100SH DEFINE4 0 0 16,100
ALCOA INC 01381710 9,480.33 326,908SH DEFINE2 186,420 0 140,488
01381710 86,370.87 2,978,306SH DEFINE4 0 0 2,978,306
ALCATEL SA-SPON ADR 01390430 75.41 1,134SH DEFINE2 0 0 1,134
01390430 0.00 0SH DEFINE4 0 0 0
ALEXION PHARMACEUTICALS INC 01535110 134.37 1,879SH DEFINE2 254 0 1,626
01535110 26,592.08 371,917SH DEFINE4 0 0 371,917
ALKERMES INC 01642T10 535.49 11,363SH DEFINE2 1,509 0 9,854
01642T10 41,885.89 888,825SH DEFINE4 0 0 888,825
ALLADVANTAGE P/P 0165AV9A 1,004.13 247,934SH DEFINE2 0 0 247,934
0165AV9A 4,016.53 991,736SH DEFINE4 0 0 991,736
ALLAIRE CORP 01671410 0.00 0SH DEFINE2 0 0 0
01671410 135.98 3,700SH DEFINE4 0 0 3,700
ALLEGHENY TECHNOLOGIES INC 01741R10 373.61 20,756SH DEFINE2 0 0 20,756
01741R10 63.00 3,500SH DEFINE4 0 0 3,500
ALLEGIANCE TELECOM INC 01747T10 56,810.62 887,666SH DEFINE2 118,335 0 769,331
01747T10 602,931.20 9,420,800SH DEFINE4 0 0 9,420,800
ALLERGAN INC. 01849010 300,874.06 4,038,578SH DEFINE2 1,717,800 0 2,320,778
01849010 650,534.89 8,732,012SH DEFINE4 0 0 8,732,012
ALLIANT TECHSYSTEMS INC 01880410 10,682.10 158,400SH DEFINE2 75,900 0 82,500
01880410 3,223.51 47,800SH DEFINE4 0 0 47,800
ALLIED WASTE INDUSTRIES INC 01958930 473.00 47,300SH DEFINE2 0 0 47,300
01958930 0.00 0SH DEFINE4 0 0 0
ALLMERICA FINANCIAL CORP 01975410 0.00 0SH DEFINE2 0 0 0
01975410 1,864.55 35,600SH DEFINE4 0 0 35,600
ALLOS THERAPEUTICS INC 01977710 0.00 0SH DEFINE2 0 0 0
01977710 2,446.28 250,900SH DEFINE4 0 0 250,900
ALLSCRIPTS INC 01988610 2,704.80 117,600SH DEFINE2 84,300 0 33,300
01988610 30,331.94 1,318,780SH DEFINE4 0 0 1,318,780
ALLSTATE CORPORATION 02000210 6,774.77 304,484SH DEFINE2 30,423 0 274,061
02000210 200,265.26 9,000,686SH DEFINE4 0 0 9,000,686
ALLTEL CORP 02003910 162,144.14 2,617,867SH DEFINE2 1,417,275 0 1,200,592
02003910 488,820.66 7,892,160SH DEFINE4 0 0 7,892,160
ALPHA INDUSTRIES INC 02075310 14,342.34 325,500SH DEFINE2 164,600 0 160,900
02075310 137,024.02 3,109,765SH DEFINE4 0 0 3,109,765
ALPHARMA INC CL A 02081310 0.00 0SH DEFINE2 0 0 0
02081310 82,187.62 1,320,283SH DEFINE4 0 0 1,320,283
ALTERA CORP 02144110 72,965.84 715,790SH DEFINE2 32,850 0 682,940
02144110 878,451.50 8,617,550SH DEFINE4 0 0 8,617,550
ALZA CORP 02261510 2,326.07 39,342SH DEFINE2 1,935 0 37,406
02261510 43,287.26 732,131SH DEFINE4 0 0 732,131
AMAZON.COM INC 02313510 345.62 9,518SH DEFINE2 1,307 0 8,211
02313510 14,345.98 395,070SH DEFINE4 0 0 395,070
AMBAC INC 02313910 0.00 0SH DEFINE2 0 0 0
02313910 65.78 1,200SH DEFINE4 0 0 1,200
AMERADA HESS CORP 02355110 1,358.50 22,000SH DEFINE2 0 0 22,000
02355110 0.00 0SH DEFINE4 0 0 0
AMEREN CORPORATION 02360810 1,377.00 40,800SH DEFINE2 0 0 40,800
02360810 7,919.44 234,650SH DEFINE4 0 0 234,650
AMERICA ONLINE INC 02364J10 303,778.42 5,758,833SH DEFINE2 2,080,478 0 3,678,355
02364J10 727,521.8913,791,884SH DEFINE4 0 0 13,791,884
AMCORE FINANCIAL INC 02391210 8,134.63 444,212SH DEFINE2 94,960 0 349,252
02391210 1,764.02 96,329SH DEFINE4 0 0 96,329
AMERICAN ELECTRIC POWER CO 02553710 2,368.82 79,960SH DEFINE2 0 0 79,960
02553710 46.22 1,560SH DEFINE4 0 0 1,560
AMERICAN EXPRESS COMPANY 02581610 471,158.87 9,039,019SH DEFINE2 3,545,750 0 5,493,269
02581610 767,202.5914,718,515SH DEFINE4 0 0 14,718,515
AMERICAN GEN CORP 02635110 42,038.24 689,151SH DEFINE2 220,552 0 468,600
02635110 489,360.22 8,022,299SH DEFINE4 0 0 8,022,299
AMERICAN GREETINGS CORP CL A02637510 298.30 15,700SH DEFINE2 0 0 15,700
02637510 49.40 2,600SH DEFINE4 0 0 2,600
AMERICAN HEALTHCORP INC 02649V10 0.00 0SH DEFINE2 0 0 0
02649V10 0.00 0SH DEFINE4 0 0 0
AMERICAN HOME PRODUCTS CORP 02660910 355,868.49 6,057,336SH DEFINE2 2,126,725 0 3,930,611
02660910 1,419,364.4624,159,395SH DEFINE4 0 0 24,159,395
AMERICAN HOMEPATIENT INC 02664910 383.38 1,127,600SH DEFINE2 441,100 0 686,500
02664910 0.00 0SH DEFINE4 0 0 0
AMERICAN INTERNATIONAL GROUP02687410 669,761.99 5,700,102SH DEFINE2 2,101,473 0 3,598,629
02687410 1,476,058.1512,562,197SH DEFINE4 0 0 12,562,197
AMERICAN ITALIAN PASTA CO-A 02707010 5,024.99 242,900SH DEFINE2 116,900 0 126,000
02707010 1,787.40 86,400SH DEFINE4 0 0 86,400
AMERICAN POWER CONVERSION 02906610 2,032.46 49,800SH DEFINE2 400 0 49,400
02906610 18,728.86 458,900SH DEFINE4 0 0 458,900
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 49.20 1,200SH DEFINE4 0 0 1,200
AMERICAN TOWER CORP-CL A 02991220 14,068.91 337,485SH DEFINE2 23,946 0 313,539
02991220 509,337.9412,218,002SH DEFINE4 0 0 12,218,002
AMERICAN SUPERCONDUCTOR CORP03011110 6,142.23 127,300SH DEFINE2 91,000 0 36,300
03011110 1,263.19 26,180SH DEFINE4 0 0 26,180
AMERICAN WTR WKS INC 03041110 100.00 4,000SH DEFINE2 0 0 4,000
03041110 3,977.50 159,100SH DEFINE4 0 0 159,100
AMERICREDIT CORP 03060R10 0.00 0SH DEFINE2 0 0 0
03060R10 229.50 13,500SH DEFINE4 0 0 13,500
AMERON INTERNATIONAL CORP 03071010 6,852.70 191,684SH DEFINE2 40,060 0 151,624
03071010 1,734.84 48,527SH DEFINE4 0 0 48,527
AMERIKING INC 03071G10 13.10 1,310SH DEFINE2 375 0 935
03071G10 111.65 11,165SH DEFINE4 0 0 11,165
AMERISOURCE HEALTH CORP 03071P10 20,770.00 670,000SH DEFINE2 321,100 0 348,900
03071P10 6,346.97 204,741SH DEFINE4 0 0 204,741
AMERUS LIFE HOLDINGS INC-A 03073210 10,979.00 532,315SH DEFINE2 113,730 0 418,585
03073210 2,316.21 112,301SH DEFINE4 0 0 112,301
AMGEN INC 03116210 393,634.99 5,603,345SH DEFINE2 2,228,020 0 3,375,325
03116210 1,270,443.5018,084,605SH DEFINE4 0 0 18,084,605
AMKOR TECHNOLOGIES INC 03165210 227.86 6,453SH DEFINE2 872 0 5,581
03165210 3,222.05 91,244SH DEFINE4 0 0 91,244
AMPHENOL CORP CL A 03209510 0.00 0SH DEFINE2 0 0 0
03209510 11,318.06 171,000SH DEFINE4 0 0 171,000
AMSOUTH BANCORP 03216510 1,548.23 98,300SH DEFINE2 948 0 97,352
03216510 20,634.37 1,310,119SH DEFINE4 0 0 1,310,119
ANADARKO PETROLEUM CORP 03251110 107,506.00 2,180,096SH DEFINE2 1,137,112 0 1,042,984
03251110 109,035.72 2,211,117SH DEFINE4 0 0 2,211,117
ANADIGICS INC 03251510 11,124.81 326,600SH DEFINE2 235,200 0 91,400
03251510 2,271.97 66,700SH DEFINE4 0 0 66,700
ANALOG DEVICES INC 03265410 68,067.88 895,630SH DEFINE2 59,450 0 836,180
03265410 1,056,780.1513,905,002SH DEFINE4 0 0 13,905,002
ANALYSTS INTL CORP 03268110 7,472.86 802,455SH DEFINE2 170,570 0 631,885
03268110 1,773.01 190,390SH DEFINE4 0 0 190,390
ANAREN MICROWAVE 03274410 26,410.92 201,250SH DEFINE2 112,500 0 88,750
03274410 10,006.62 76,250SH DEFINE4 0 0 76,250
ANCOR COMMUNICATIONS INC 03332K10 18,920.02 529,000SH DEFINE2 378,600 0 150,400
03332K10 3,736.08 104,460SH DEFINE4 0 0 104,460
ANDREW CORP 03442510 657.83 19,600SH DEFINE2 0 0 19,600
03442510 0.00 0SH DEFINE4 0 0 0
ANDRX CORP 03455110 34,709.58 543,000SH DEFINE2 198,500 0 344,500
03455110 95,650.65 1,496,368SH DEFINE4 0 0 1,496,368
ANESTA CORP 03460310 13,188.73 530,200SH DEFINE2 383,000 0 147,200
03460310 2,797.44 112,460SH DEFINE4 0 0 112,460
ANGIOTECH PHARMACEUTICALS IN03491810 8,141.25 195,000SH DEFINE2 139,400 0 55,600
03491810 18,558.71 444,520SH DEFINE4 0 0 444,520
ANHEUSER BUSCH COS INC 03522910 108,979.89 1,459,145SH DEFINE2 596,255 0 862,890
03522910 430,402.78 5,762,715SH DEFINE4 0 0 5,762,715
ANICOM 03525010 0.00 0SH DEFINE2 0 0 0
03525010 0.00 0SH DEFINE4 0 0 0
ANIXTER INTL INC 03529010 199.87 7,542SH DEFINE2 1,030 0 6,513
03529010 1,637.33 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 131.63 3,974SH DEFINE2 544 0 3,430
03611510 1,568.73 47,358SH DEFINE4 0 0 47,358
ANTEC CORP 03664P10 83.13 2,000SH DEFINE2 292 0 1,708
03664P10 1,338.66 32,208SH DEFINE4 0 0 32,208
TATNEFT ADR REG S 03737P30 4,217.61 429,820SH DEFINE2 53,300 0 376,520
03737P30 1,685.41 171,762SH DEFINE4 0 0 171,762
AON CORPORATION 03738910 2,636.12 84,865SH DEFINE2 11,805 0 73,060
03738910 126,121.52 4,060,250SH DEFINE4 0 0 4,060,250
APACHE CORPORATION 03741110 134,209.63 2,281,992SH DEFINE2 1,210,045 0 1,071,946
03741110 152,002.97 2,584,535SH DEFINE4 0 0 2,584,535
APARTMENT INVT & MGMT CO-A R03748R10 194.85 4,505SH DEFINE2 0 0 4,505
03748R10 64.88 1,500SH DEFINE4 0 0 1,500
APOGEE ENTERPRISES INC 03759810 5,523.73 1,564,241SH DEFINE2 332,310 0 1,231,931
03759810 1,688.25 478,089SH DEFINE4 0 0 478,089
APPLE COMPUTER INC 03783310 246,371.16 4,703,984SH DEFINE2 2,217,360 0 2,486,624
03783310 423,973.22 8,094,954SH DEFINE4 0 0 8,094,954
APPLEBEES INTL INC 03789910 3,873.94 127,800SH DEFINE2 92,100 0 35,700
03789910 1,021.53 33,700SH DEFINE4 0 0 33,700
APPLICA INCORPORATED 03815A10 4,657.66 411,727SH DEFINE2 196,406 0 215,321
03815A10 1,389.90 122,864SH DEFINE4 0 0 122,864
APPLIED EXTRUSION TECH 03819610 0.00 0SH DEFINE2 0 0 0
03819610 0.00 0SH DEFINE4 0 0 0
APPLIED MATERIAL 03822210 476,038.90 5,252,843SH DEFINE2 1,896,450 0 3,356,393
03822210 1,777,095.5319,609,330SH DEFINE4 0 0 19,609,330
APPLIED POWER INC CL A 03822510 17,598.82 525,338SH DEFINE2 111,880 0 413,458
03822510 3,167.49 94,552SH DEFINE4 0 0 94,552
APPLIED MICRO CIRCUITS CORP 03822W10 79,814.69 808,250SH DEFINE2 69,100 0 739,150
03822W10 575,974.29 5,832,651SH DEFINE4 0 0 5,832,651
APTARGROUP INC 03833610 10,834.29 401,270SH DEFINE2 138,450 0 262,820
03833610 3,006.59 111,355SH DEFINE4 0 0 111,355
ARACRUZ CELULOSE SA-SPON ADR03849620 1,521.19 78,767SH DEFINE2 13,608 0 65,159
03849620 657.09 34,024SH DEFINE4 0 0 34,024
ARCH COMMUNICATIONS GROUP 03938150 0.00 0SH DEFINE2 0 0 0
03938150 143.65 22,100SH DEFINE4 0 0 22,100
ARCHER DANIELS MIDLAND CO 03948310 3,038.06 309,611SH DEFINE2 60,100 0 249,511
03948310 29,028.32 2,958,300SH DEFINE4 0 0 2,958,300
ARCHSTONE COMMUNITIES TR REI03958110 0.00 0SH DEFINE2 0 0 0
03958110 3,971.67 188,566SH DEFINE4 0 0 188,566
ARGOSY GAMING CORP 04022810 0.00 0SH DEFINE2 0 0 0
04022810 240.06 16,700SH DEFINE4 0 0 16,700
ARIBA INC 04033V10 7,451.56 76,000SH DEFINE2 1,600 0 74,400
04033V10 265,487.41 2,707,760SH DEFINE4 0 0 2,707,760
ARM HOLDINGS PLC-SPONS ADR 04206810 0.00 0SH DEFINE2 0 0 0
04206810 4,823.45 146,721SH DEFINE4 0 0 146,721
ARMSTRONG HOLDINGS INC 04238410 156.19 10,200SH DEFINE2 0 0 10,200
04238410 0.00 0SH DEFINE4 0 0 0
ARROW ELECTRONICS INC 04273510 0.00 0SH DEFINE2 0 0 0
04273510 34.10 1,100SH DEFINE4 0 0 1,100
ARROW INTERNATIONAL INC 04276410 10,229.39 305,355SH DEFINE2 65,020 0 240,335
04276410 1,777.18 53,050SH DEFINE4 0 0 53,050
ARTESYN TECHNOLOGIES INC 04312710 0.00 0SH DEFINE2 0 0 0
04312710 0.00 0SH DEFINE4 0 0 0
ARTHROCARE CORP 04313610 10,080.23 189,300SH DEFINE2 135,400 0 53,900
04313610 40,456.69 759,750SH DEFINE4 0 0 759,750
ASHLAND INC 04420410 599.57 17,100SH DEFINE2 0 0 17,100
04420410 0.00 0SH DEFINE4 0 0 0
ASPECT COMMUNICATIONS CORP 04523Q10 0.00 0SH DEFINE2 0 0 0
04523Q10 129.73 3,300SH DEFINE4 0 0 3,300
ASPEN TECHNOLOGY INC 04532710 252.94 6,570SH DEFINE2 906 0 5,664
04532710 4,800.67 124,693SH DEFINE4 0 0 124,693
AT HOME CORP-SER A 04591910 0.00 0SH DEFINE2 0 0 0
04591910 1,877.25 90,470SH DEFINE4 0 0 90,470
ASSOCIATES FIRST CAPITAL CRP04600810 8,749.16 392,119SH DEFINE2 177,645 0 214,474
04600810 77,875.53 3,490,220SH DEFINE4 0 0 3,490,220
ASTORIA FINANCIAL CORP 04626510 0.00 0SH DEFINE2 0 0 0
04626510 43.78 1,700SH DEFINE4 0 0 1,700
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 49,992.15 1,075,100SH DEFINE4 0 0 1,075,100
ASYST TECHNOLOGIES INC 04648X10 0.00 0SH DEFINE2 0 0 0
04648X10 202.08 5,900SH DEFINE4 0 0 5,900
ATMEL CORP 04951310 22,807.19 618,500SH DEFINE2 145,500 0 473,000
04951310 56,101.55 1,521,398SH DEFINE4 0 0 1,521,398
ATMOS ENERGY CORP 04956010 0.00 0SH DEFINE2 0 0 0
04956010 3,696.00 211,200SH DEFINE4 0 0 211,200
ATRIX LABS INC 04962L10 0.00 0SH DEFINE2 0 0 0
04962L10 0.00 200,000SH DEFINE4 0 0 200,000
ATWOOD OCEANICS INC 05009510 0.00 0SH DEFINE2 0 0 0
05009510 181.94 4,100SH DEFINE4 0 0 4,100
AUSPEX SYS INC 05211610 0.00 0SH DEFINE2 0 0 0
05211610 180.22 36,500SH DEFINE4 0 0 36,500
AUTODESK INC 05276910 489.09 14,100SH DEFINE2 0 0 14,100
05276910 41.63 1,200SH DEFINE4 0 0 1,200
AUTOLIV INC 05280010 0.00 0SH DEFINE2 0 0 0
05280010 91.44 3,800SH DEFINE4 0 0 3,800
AUTOMATIC DATA PROCESSING IN05301510 9,842.48 183,757SH DEFINE2 203,549 0 -19,793
05301510 37,439.25 698,982SH DEFINE4 0 0 698,982
AUTONOMY CORPORATION PLC 05328U9A 177.87 1,470SH DEFINE2 1,470 0 0
05328U9A 217.80 1,800SH DEFINE4 0 0 1,800
AUTONATION INC 05329W10 0.00 0SH DEFINE2 0 0 0
05329W10 65.68 9,300SH DEFINE4 0 0 9,300
AUTOZONE 05333210 715.00 32,500SH DEFINE2 0 0 32,500
05333210 83.60 3,800SH DEFINE4 0 0 3,800
AVALONBAY COMMUNITIES INC RE05348410 0.00 0SH DEFINE2 0 0 0
05348410 62.63 1,500SH DEFINE4 0 0 1,500
AVANEX CORP 05348W10 3,820.00 40,000SH DEFINE2 0 0 40,000
05348W10 53,675.78 562,050SH DEFINE4 0 0 562,050
AVENUE A INC 05356610 0.00 0SH DEFINE2 0 0 0
05356610 1,938.75 220,000SH DEFINE4 0 0 220,000
AVERY DENNISON CORP 05361110 99,426.89 1,481,220SH DEFINE2 791,900 0 689,320
05361110 280,461.68 4,178,200SH DEFINE4 0 0 4,178,200
AVIALL INC 05366B10 0.00 0SH DEFINE2 0 0 0
05366B10 0.00 0SH DEFINE4 0 0 0
AVIGEN INC 05369010 0.00 0SH DEFINE2 0 0 0
05369010 14,237.44 324,500SH DEFINE4 0 0 324,500
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 20,438.29 344,950SH DEFINE2 73,150 0 271,800
05380710 3,237.78 54,646SH DEFINE4 0 0 54,646
AVON PRODUCTS INC 05430310 50,461.22 1,133,960SH DEFINE2 621,900 0 512,060
05430310 226,406.88 5,087,795SH DEFINE4 0 0 5,087,795
AWARE INC/MASS 05453N10 20,674.95 404,400SH DEFINE2 261,700 0 142,700
05453N10 23,376.91 457,250SH DEFINE4 0 0 457,250
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 7,143.40 299,200SH DEFINE2 68,600 0 230,600
05493710 82,408.48 3,451,664SH DEFINE4 0 0 3,451,664
BCE INC 05534B10 101,554.84 4,264,770SH DEFINE2 1,186,757 0 3,078,013
05534B10 129,016.55 5,418,018SH DEFINE4 0 0 5,418,018
BEI TECHNOLOGIES INC 05538P10 10,442.28 408,500SH DEFINE2 199,200 0 209,300
05538P10 3,080.28 120,500SH DEFINE4 0 0 120,500
BISYS GROUP INC 05547210 0.00 0SH DEFINE2 0 0 0
05547210 55.35 900SH DEFINE4 0 0 900
BJ SERVICES CO 05548210 48,034.38 768,550SH DEFINE2 259,150 0 509,400
05548210 91,360.00 1,461,760SH DEFINE4 0 0 1,461,760
BJ'S WHOLESALE CLUB INC 05548J10 48,859.24 1,480,583SH DEFINE2 354,100 0 1,126,483
05548J10 112,853.40 3,419,800SH DEFINE4 0 0 3,419,800
BMC INDUSTRIES INC 05560710 7,144.56 1,758,660SH DEFINE2 371,260 0 1,387,400
05560710 1,956.32 481,556SH DEFINE4 0 0 481,556
BP AMOCO PLC- SPONS ADR 05562210 51,583.25 911,969SH DEFINE2 248,043 0 663,926
05562210 697,920.7312,338,930SH DEFINE4 0 0 12,338,930
BMC SOFTWARE INC 05592110 8,473.06 232,238SH DEFINE2 158,650 0 73,588
05592110 166,927.51 4,575,315SH DEFINE4 0 0 4,575,315
BWAY CORPORATION 05603910 2,253.16 340,100SH DEFINE2 172,250 0 167,850
05603910 779.10 117,600SH DEFINE4 0 0 117,600
BAKER (MICHAEL) CORP 05714910 0.00 0SH DEFINE2 0 0 0
05714910 0.00 0SH DEFINE4 0 0 0
BAKER HUGHES INC 05722410 13,650.88 426,590SH DEFINE2 57,000 0 369,590
05722410 98,050.97 3,064,093SH DEFINE4 0 0 3,064,093
BAKER J INC 05723210 5,833.43 1,003,600SH DEFINE2 205,800 0 797,800
05723210 3,381.44 581,753SH DEFINE4 0 0 581,753
BALDWIN TECHNOLOGY INC CL A 05826410 0.00 0SH DEFINE2 0 0 0
05826410 0.00 0SH DEFINE4 0 0 0
BALL CORP 05849810 231.75 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 4.81 5,500SH DEFINE4 0 0 5,500
BANCO DE A. EDWARDS ADR 05950410 0.00 0SH DEFINE2 0 0 0
05950410 9.45 700SH DEFINE4 0 0 700
BANCO DE GALICIA ADR CL B 05953820 0.01 1SH DEFINE2 0 0 1
05953820 0.00 0SH DEFINE4 0 0 0
BANCWEST CORPORATION 05979010 0.00 0SH DEFINE2 0 0 0
05979010 0.00 0SH DEFINE4 0 0 0
BANK OF AMERICA 06050510 122,502.30 2,848,891SH DEFINE2 1,177,127 0 1,671,764
06050510 953,940.8122,184,670SH DEFINE4 0 0 22,184,670
BANK OF NEW YORK 06405710 153,434.56 3,299,668SH DEFINE2 195,540 0 3,104,128
06405710 573,521.7012,333,800SH DEFINE4 0 0 12,333,800
BANC ONE CORP 06423A10 15,529.87 584,654SH DEFINE2 456,884 0 127,770
06423A10 273,130.0510,282,543SH DEFINE4 0 0 10,282,543
BANK UNITED CORP CL A 06541210 35,002.34 994,738SH DEFINE2 308,350 0 686,388
06541210 18,656.69 530,208SH DEFINE4 0 0 530,208
BANKNORTH GROUP INC 06646R10 21,799.92 1,423,668SH DEFINE2 386,540 0 1,037,128
06646R10 5,096.49 332,832SH DEFINE4 0 0 332,832
BANTA CORP 06682110 9,260.32 488,994SH DEFINE2 104,615 0 384,379
06682110 2,164.56 114,300SH DEFINE4 0 0 114,300
BARD C R INC 06738310 591.94 12,300SH DEFINE2 0 0 12,300
06738310 96.25 2,000SH DEFINE4 0 0 2,000
BARNES & NOBLE INC 06777410 5,333.33 239,700SH DEFINE2 116,200 0 123,500
06777410 1,659.85 74,600SH DEFINE4 0 0 74,600
BARRICK GOLD CORPORATION 06790110 1,746.00 96,000SH DEFINE2 0 0 96,000
06790110 1,562.31 85,900SH DEFINE4 0 0 85,900
BARRA INC 06831310 0.00 0SH DEFINE2 0 0 0
06831310 223.03 4,500SH DEFINE4 0 0 4,500
BARRET RESOURCES CORP 06848020 0.00 0SH DEFINE2 0 0 0
06848020 115.66 3,800SH DEFINE4 0 0 3,800
BASIN EXPLORATION INC 07010710 10,985.98 614,600SH DEFINE2 294,700 0 319,900
07010710 3,412.03 190,883SH DEFINE4 0 0 190,883
BAUSCH & LOMB INC 07170710 5,381.82 69,555SH DEFINE2 107,015 0 -37,460
07170710 146,031.00 1,887,315SH DEFINE4 0 0 1,887,315
BAXTER INTERNATIONAL INC 07181310 139,402.27 1,982,610SH DEFINE2 1,189,304 0 793,306
07181310 737,515.9010,489,115SH DEFINE4 0 0 10,489,115
BE AEROSPACE INC 07330210 5,891.19 856,900SH DEFINE2 409,700 0 447,200
07330210 1,849.95 269,083SH DEFINE4 0 0 269,083
BE FREE INC 07330810 0.00 0SH DEFINE2 0 0 0
07330810 22,365.90 2,485,100SH DEFINE4 0 0 2,485,100
BEA SYS INC 07332510 131,636.95 2,662,694SH DEFINE2 1,179,407 0 1,483,287
07332510 197,038.32 3,985,604SH DEFINE4 0 0 3,985,604
BEACON CAPITAL PARTNERS INC 07356130 0.00 0SH DEFINE2 0 0 0
07356130 10,250.00 500,000SH DEFINE4 0 0 500,000
BEAR STEARNS COS INC 07390210 5,750.62 138,153SH DEFINE2 36,240 0 101,913
07390210 51,259.11 1,231,450SH DEFINE4 0 0 1,231,450
BEAZER HOMES USA INC 07556Q10 0.00 0SH DEFINE2 0 0 0
07556Q10 0.07 4SH DEFINE4 0 0 4
BECKMAN COULTER INC 07581110 12,814.13 219,514SH DEFINE2 46,790 0 172,724
07581110 2,205.52 37,782SH DEFINE4 0 0 37,782
BECTON DICKINSON & CO 07588710 1,844.61 64,300SH DEFINE2 450 0 63,850
07588710 15,994.72 557,550SH DEFINE4 0 0 557,550
BED BATH & BEYOND INC 07589610 21,457.10 591,920SH DEFINE2 31,700 0 560,220
07589610 561,402.8115,486,974SH DEFINE4 0 0 15,486,974
BELDEN INC 07745910 16,137.73 629,765SH DEFINE2 133,380 0 496,385
07745910 2,934.45 114,515SH DEFINE4 0 0 114,515
BELL ATLANTIC CORPORATION 07785310 0.00 0SH DEFINE2 0 0 0
07785310 0.00 0SH DEFINE4 0 0 0
BELL SOUTH 07986010 43,570.64 1,022,185SH DEFINE2 158,570 0 863,615
07986010 705,955.0416,561,995SH DEFINE4 0 0 16,561,995
BEMIS INC 08143710 437.13 13,000SH DEFINE2 0 0 13,000
08143710 50.44 1,500SH DEFINE4 0 0 1,500
BENCHMARK ELECTRONICS 08160H10 6,813.78 186,360SH DEFINE2 135,323 0 51,037
08160H10 2,768.83 75,729SH DEFINE4 0 0 75,729
W.R. BERKLEY CORP 08442310 13,067.34 696,925SH DEFINE2 225,770 0 471,155
08442310 2,824.78 150,655SH DEFINE4 0 0 150,655
BERKSHIRE HATHAWAY INC-CL B 08467020 440.00 250SH DEFINE2 400 0 -150
08467020 107,553.60 61,110SH DEFINE4 0 0 61,110
BEST BUY INC 08651610 3,178.95 50,260SH DEFINE2 600 0 49,660
08651610 87,879.55 1,389,400SH DEFINE4 0 0 1,389,400
BESTFOODS 08658U10 4,667.45 67,400SH DEFINE2 300 0 67,100
08658U10 22,090.75 319,000SH DEFINE4 0 0 319,000
BETHLEHEM STEEL CORP 08750910 116.14 32,600SH DEFINE2 0 0 32,600
08750910 0.00 0SH DEFINE4 0 0 0
BINDLEY WESTERN INDS INC 09032410 27,233.59 1,030,112SH DEFINE2 220,178 0 809,934
09032410 5,140.77 194,450SH DEFINE4 0 0 194,450
BIOGEN N V 09059710 2,373.60 36,800SH DEFINE2 750 0 36,050
09059710 57,566.25 892,500SH DEFINE4 0 0 892,500
BIOMET INC 09061310 1,103.16 28,700SH DEFINE2 0 0 28,700
09061310 180.66 4,700SH DEFINE4 0 0 4,700
BIOVAIL CORP 09067J10 3,296.85 59,470SH DEFINE2 3,658 0 55,812
09067J10 99,796.50 1,800,162SH DEFINE4 0 0 1,800,162
BIRCH TELECOM P/P 144A WARR 09069B11 162.80 2,960SH DEFINE2 440 0 2,520
09069B11 1,327.70 24,140SH DEFINE4 0 0 24,140
BIOSITE DIAGNOSTICS INC 09094510 0.00 0SH DEFINE2 0 0 0
09094510 380.68 7,900SH DEFINE4 0 0 7,900
BLACK & DECKER MANUFACTURING09179710 833.43 21,200SH DEFINE2 0 0 21,200
09179710 66.83 1,700SH DEFINE4 0 0 1,700
BLACK BOX CORPORATION 09182610 14,029.26 177,200SH DEFINE2 126,750 0 50,450
09182610 36,890.14 465,950SH DEFINE4 0 0 465,950
BLOCK DRUG INC CL A 09364410 13,650.35 322,608SH DEFINE2 73,410 0 249,198
09364410 1,392.08 32,900SH DEFINE4 0 0 32,900
BLOCK H & R 09367110 810.99 25,050SH DEFINE2 100 0 24,950
09367110 2,910.51 89,900SH DEFINE4 0 0 89,900
BLOCKBUSTER INC-CL A 09367910 0.00 0SH DEFINE2 0 0 0
09367910 0.00 0SH DEFINE4 0 0 0
BLYTH INC. 09643P10 0.00 0SH DEFINE2 0 0 0
09643P10 76.70 2,600SH DEFINE4 0 0 2,600
BOEING COMPANY 09702310 30,554.57 730,752SH DEFINE2 306,305 0 424,447
09702310 506,570.2312,115,282SH DEFINE4 0 0 12,115,282
BOISE CASCADE CORP 09738310 6,453.10 249,395SH DEFINE2 163,470 0 85,925
09738310 21,387.50 826,570SH DEFINE4 0 0 826,570
BOOKHAM TECHNOLOGY-SPON ADR 09856Q10 26,436.52 446,186SH DEFINE2 60,100 0 386,086
09856Q10 162,479.02 2,742,262SH DEFINE4 0 0 2,742,262
BOOKS-A-MILLION INC 09857010 0.00 0SH DEFINE2 0 0 0
09857010 0.00 0SH DEFINE4 0 0 0
BORG-WARNER INC 09972410 12,588.52 358,392SH DEFINE2 76,230 0 282,162
09972410 2,109.12 60,046SH DEFINE4 0 0 60,046
BOSTON CHICKEN INC 10057810 0.00 0SH DEFINE2 0 0 0
10057810 1.75 174,757SH DEFINE4 0 0 174,757
BOSTON PROPERTIES INC 10112110 0.00 0SH DEFINE2 0 0 0
10112110 30.90 800SH DEFINE4 0 0 800
BOSTON SCIENTIFIC CORP 10113710 2,220.08 101,200SH DEFINE2 700 0 100,500
10113710 18,517.44 844,100SH DEFINE4 0 0 844,100
BOWATER INC 10218310 0.00 0SH DEFINE2 0 0 0
10218310 4,834.42 109,562SH DEFINE4 0 0 109,562
BOWNE & CO INC 10304310 10,316.78 1,025,270SH DEFINE2 218,280 0 806,990
10304310 1,751.32 174,044SH DEFINE4 0 0 174,044
BRASCAN CORPORATION CL A 10549P60 47.50 4,000SH DEFINE2 0 0 4,000
10549P60 0.00 0SH DEFINE4 0 0 0
BRAUN CONSULTING INC 10565110 6,954.35 329,200SH DEFINE2 240,100 0 89,100
10565110 1,316.93 62,340SH DEFINE4 0 0 62,340
BREAKAWAY SOLUTIONS INC 10637210 2,929.39 108,496SH DEFINE2 0 0 108,496
10637210 68,854.91 2,550,182SH DEFINE4 0 0 2,550,182
BREAKAWAY SOLN P/P (PRIVATE)1063729A 1,360.80 56,000SH DEFINE2 0 0 56,000
1063729A 35,089.20 1,444,000SH DEFINE4 0 0 1,444,000
BRIGGS & STRATTON CORP 10904310 195.23 5,700SH DEFINE2 0 0 5,700
10904310 0.00 0SH DEFINE4 0 0 0
BRIGHTPOINT INC 10947310 0.00 0SH DEFINE2 0 0 0
10947310 132.44 15,300SH DEFINE4 0 0 15,300
BRIO TECHNOLOGY INC 10970410 1,443.53 68,131SH DEFINE2 37,600 0 30,531
10970410 9,150.22 431,869SH DEFINE4 0 0 431,869
BRISTOL MYERS SQUIBB CO 11012210 44,296.97 760,463SH DEFINE2 451,960 0 308,503
11012210 1,091,600.1118,739,916SH DEFINE4 0 0 18,739,916
BROADCOM CORP 11132010 141,805.82 647,700SH DEFINE2 301,480 0 346,220
11132010 665,328.73 3,038,898SH DEFINE4 0 0 3,038,898
BROADVISION INC 11141210 57,888.65 1,139,260SH DEFINE2 72,850 0 1,066,410
11141210 654,838.2712,887,346SH DEFINE4 0 0 12,887,346
BROADWING INC 11162010 0.00 0SH DEFINE2 0 0 0
11162010 10,424.28 401,900SH DEFINE4 0 0 401,900
BROCADE COMMUNICATIONS SYS 11162110 322,625.71 1,758,328SH DEFINE2 627,550 0 1,130,778
11162110 1,448,089.33 7,892,167SH DEFINE4 0 0 7,892,167
BROKEN HILL PROP-SPONS ADR 11216960 0.00 0SH DEFINE2 0 0 0
11216960 1,795.50 75,600SH DEFINE4 0 0 75,600
BROOKS AUTOMATION INC 11434A10 0.00 0SH DEFINE2 0 0 0
11434A10 185.42 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 2,408.00 44,800SH DEFINE2 8,200 0 36,600
11563720 6,853.13 127,500SH DEFINE4 0 0 127,500
BROWN TOM INC 11566020 0.00 0SH DEFINE2 0 0 0
11566020 322.88 14,000SH DEFINE4 0 0 14,000
BRUNSWICK CORP 11704310 369.34 22,300SH DEFINE2 0 0 22,300
11704310 38.09 2,300SH DEFINE4 0 0 2,300
BUCA INC 11776910 0.00 0SH DEFINE2 0 0 0
11776910 1,601.56 102,500SH DEFINE4 0 0 102,500
BURLINGTON NORTHERN SANTA FE12189T10 9,885.47 430,974SH DEFINE2 302,000 0 128,974
12189T10 270,583.7811,796,568SH DEFINE4 0 0 11,796,568
BURLINGTON RESOURCES INC 12201410 2,024.38 52,925SH DEFINE2 220 0 52,705
12201410 21,064.28 550,700SH DEFINE4 0 0 550,700
BURR BROWN CORP 12257410 270.04 3,115SH DEFINE2 519 0 2,596
12257410 3,502.71 40,406SH DEFINE4 0 0 40,406
BUSINESS OBJECTS S A ADR 12328X10 0.00 0SH DEFINE2 0 0 0
12328X10 243,124.63 2,758,861SH DEFINE4 0 0 2,758,861
C&D TECHNOLOGY INC 12466110 0.00 0SH DEFINE2 0 0 0
12466110 711.90 12,600SH DEFINE4 0 0 12,600
CBRL GROUP INC 12489V10 18,990.94 1,293,000SH DEFINE2 327,200 0 965,800
12489V10 4,094.65 278,785SH DEFINE4 0 0 278,785
C-BRIDGE INTERNET SOLUTIONS 12500B10 3,825.98 220,200SH DEFINE2 156,500 0 63,700
12500B10 20,573.56 1,184,090SH DEFINE4 0 0 1,184,090
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 900.00 9,000SH DEFINE2 2,070 0 6,930
12512713 3,910.80 39,108SH DEFINE4 0 0 39,108
CDW COMPUTER CTRS INC 12512910 0.00 0SH DEFINE2 0 0 0
12512910 14,975.00 239,600SH DEFINE4 0 0 239,600
CH ENERGY GROUP INC 12541M10 0.00 0SH DEFINE2 0 0 0
12541M10 6,682.29 196,900SH DEFINE4 0 0 196,900
CIGNA CORP 12550910 84,801.60 906,969SH DEFINE2 576,028 0 330,941
12550910 668,848.04 7,153,455SH DEFINE4 0 0 7,153,455
CIT GROUP INC 12557710 34.13 2,100SH DEFINE2 700 0 1,400
12557710 13,897.00 855,200SH DEFINE4 0 0 855,200
CMG INFORMATION SERVICES INC12575010 28,716.23 626,821SH DEFINE2 53,100 0 573,721
12575010 314,363.18 6,861,952SH DEFINE4 0 0 6,861,952
CMS ENERGY CORP 12589610 599.59 27,100SH DEFINE2 0 0 27,100
12589610 5,387.73 243,513SH DEFINE4 0 0 243,513
CNET INC 12594510 102.26 1,604SH DEFINE2 214 0 1,390
12594510 1,259.45 19,756SH DEFINE4 0 0 19,756
CTG RESOURCES INC 12595710 0.00 0SH DEFINE2 0 0 0
12595710 0.00 0SH DEFINE4 0 0 0
CNF TRANSPORTATION INC 12612W10 204.81 9,003SH DEFINE2 1,141 0 7,861
12612W10 2,442.75 107,374SH DEFINE4 0 0 107,374
CNB CAPITAL 12613G9A 0.00 7,316SH DEFINE2 1,988 0 5,328
12613G9A 0.00 117,109SH DEFINE4 0 0 117,109
CNET NETWORKS INC 12613R10 5,280.94 215,000SH DEFINE2 6,800 0 208,200
12613R10 169,927.06 6,918,150SH DEFINE4 0 0 6,918,150
CP&L ENERGY INC 12614C10 16,107.87 504,356SH DEFINE2 293,350 0 211,006
12614C10 237,674.72 7,441,870SH DEFINE4 0 0 7,441,870
CSG SYSTEMS INTL INC 12634910 0.00 0SH DEFINE2 0 0 0
12634910 67.28 1,200SH DEFINE4 0 0 1,200
CSX CORP 12640810 4,109.85 193,975SH DEFINE2 40,975 0 153,000
12640810 21,490.48 1,014,300SH DEFINE4 0 0 1,014,300
CTC COMMUNICATIONS GROUP INC12641910 13,774.14 382,615SH DEFINE2 274,870 0 107,745
12641910 2,616.95 72,693SH DEFINE4 0 0 72,693
CT COMMUNICATIONS INC 12642640 8,474.38 298,000SH DEFINE2 142,000 0 156,000
12642640 2,599.19 91,400SH DEFINE4 0 0 91,400
CUC INT L 12654510 933.59 29,061SH DEFINE2 4,506 0 24,555
12654510 1,962.64 61,094SH DEFINE4 0 0 61,094
CVS CORPORATION 12665010 131,752.27 3,293,807SH DEFINE2 1,769,147 0 1,524,660
12665010 353,577.17 8,839,429SH DEFINE4 0 0 8,839,429
CV THERAPEUTICS INC 12666710 179.14 2,585SH DEFINE2 392 0 2,193
12666710 955.44 13,784SH DEFINE4 0 0 13,784
CABLE & WIRELESS PLC-SP ADR 12683020 0.00 0SH DEFINE2 0 0 0
12683020 14,813.49 295,900SH DEFINE4 0 0 295,900
CABLEVISION SYSTEM CORP CL A12686C10 44.79 660SH DEFINE2 211 0 449
12686C10 386.89 5,700SH DEFINE4 0 0 5,700
CABLETRON SYSTEMS INC 12692010 1,118.58 44,300SH DEFINE2 0 0 44,300
12692010 95.95 3,800SH DEFINE4 0 0 3,800
CACI INTERNATIONAL INC - CLA12719030 8,047.08 412,671SH DEFINE2 198,381 0 214,290
12719030 2,468.70 126,600SH DEFINE4 0 0 126,600
CADENCE DESIGN SYS INC 12738710 0.00 0SH DEFINE2 0 0 0
12738710 99.84 4,900SH DEFINE4 0 0 4,900
CALIFORNIA AMPLIFIER INC 12990010 10,321.20 225,600SH DEFINE2 161,200 0 64,400
12990010 2,332.34 50,980SH DEFINE4 0 0 50,980
CALLAWAY GOLF CO 13119310 9.79 600SH DEFINE2 0 0 600
13119310 187.59 11,500SH DEFINE4 0 0 11,500
CALPINE CORPORATION 13134710 75,116.67 1,142,459SH DEFINE2 169,917 0 972,541
13134710 664,643.6110,108,648SH DEFINE4 0 0 10,108,648
CAMBREX CORP 13201110 14,772.15 328,270SH DEFINE2 70,130 0 258,140
13201110 2,368.04 52,623SH DEFINE4 0 0 52,623
CAMPBELL SOUP CO 13442910 3,104.73 106,600SH DEFINE2 400 0 106,200
13442910 14,390.66 494,100SH DEFINE4 0 0 494,100
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 5,738.78 128,600SH DEFINE2 9,400 0 119,200
14040H10 77,415.45 1,734,800SH DEFINE4 0 0 1,734,800
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 247.84 5,500SH DEFINE2 0 0 5,500
14067D10 7,336.18 162,800SH DEFINE4 0 0 162,800
CARBIDE/GRAPHIC GROUP INC 14077710 0.00 0SH DEFINE2 0 0 0
14077710 0.00 0SH DEFINE4 0 0 0
CARAUSTAR INDS INC 14090910 5,630.69 372,277SH DEFINE2 179,355 0 192,922
14090910 1,747.01 115,505SH DEFINE4 0 0 115,505
CARDINAL HEALTH INC 14149Y10 5,231.80 70,700SH DEFINE2 600 0 70,100
14149Y10 155,736.70 2,104,550SH DEFINE4 0 0 2,104,550
CAREER EDUCATION CORP 14166510 8,565.10 176,600SH DEFINE2 125,700 0 50,900
14166510 7,913.75 163,170SH DEFINE4 0 0 163,170
CAREMARK RX INC 14170510 0.00 0SH DEFINE2 0 0 0
14170510 3,155.29 463,163SH DEFINE4 0 0 463,163
CARLISLE CORP 14233910 14,395.41 319,898SH DEFINE2 66,970 0 252,928
14233910 2,641.50 58,700SH DEFINE4 0 0 58,700
CARNIVAL CORP 14365810 3,038.10 155,800SH DEFINE2 1,400 0 154,400
14365810 31,123.95 1,596,100SH DEFINE4 0 0 1,596,100
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 8,877.06 420,216SH DEFINE2 87,260 0 332,956
14428510 1,985.12 93,970SH DEFINE4 0 0 93,970
CARRIERI P/P 144A WARRANTS 214450011 455.70 1,470SH DEFINE2 0 0 1,470
14450011 9,726.25 31,375SH DEFINE4 0 0 31,375
CARRIER1 INTL SA ADR 14450030 1,579.84 135,900SH DEFINE2 7,900 0 128,000
14450030 40,355.03 3,471,400SH DEFINE4 0 0 3,471,400
CASCADE NATURAL GAS CORP 14733910 0.00 0SH DEFINE2 0 0 0
14733910 5,837.29 349,800SH DEFINE4 0 0 349,800
CATERPILLAR INC 14912310 8,670.37 255,952SH DEFINE2 110,200 0 145,752
14912310 87,024.91 2,569,001SH DEFINE4 0 0 2,569,001
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 452.35 162,643SH DEFINE4 0 0 162,643
CELERITEK INC 15092610 0.00 0SH DEFINE2 0 0 0
15092610 0.00 0SH DEFINE4 0 0 0
CELESTICA INC 15101Q10 12,803.25 258,000SH DEFINE2 14,900 0 243,100
15101Q10 465,725.66 9,384,900SH DEFINE4 0 0 9,384,900
CELGENE CORP 15102010 0.00 0SH DEFINE2 0 0 0
15102010 0.00 0SH DEFINE4 0 0 0
CELLNET DATA SYSTEMS WARRANT15115M13 0.00 11,368SH DEFINE2 4,526 0 6,842
15115M13 0.01 141,266SH DEFINE4 0 0 141,266
CEMENTOS LIMA-SPONSORED ADR 15126310 0.01 1SH DEFINE2 0 0 1
15126310 0.00 0SH DEFINE4 0 0 0
CEMEX SA-SPONS ADR PART CER 15129088 6,441.50 275,572SH DEFINE2 31,424 0 244,148
15129088 2,448.88 104,765SH DEFINE4 0 0 104,765
CENDANT CORPORATION 15131310 28,203.74 2,014,553SH DEFINE2 130,000 0 1,884,553
15131310 162,787.1111,627,651SH DEFINE4 0 0 11,627,651
CENTENNIAL BANCORP 15133T10 6,671.95 767,995SH DEFINE2 366,611 0 401,384
15133T10 2,107.49 242,589SH DEFINE4 0 0 242,589
CENTEX CORP 15231210 354.85 15,100SH DEFINE2 0 0 15,100
15231210 95.18 4,050SH DEFINE4 0 0 4,050
CENTILLIUM COMMUNICATIONS 15231910 9,867.00 143,000SH DEFINE2 98,000 0 45,000
15231910 24,998.70 362,300SH DEFINE4 0 0 362,300
CENTURY ALUMINUM COMPANY 15643110 0.00 0SH DEFINE2 0 0 0
15643110 0.00 0SH DEFINE4 0 0 0
CENTURYTEL INC 15670010 1,003.38 34,900SH DEFINE2 300 0 34,600
15670010 10,726.63 373,100SH DEFINE4 0 0 373,100
CEPHALON INC 15670810 17,352.31 289,809SH DEFINE2 173,852 0 115,957
15670810 69,968.78 1,168,581SH DEFINE4 0 0 1,168,581
CERIDIAN CORP 15677T10 868.66 36,100SH DEFINE2 0 0 36,100
15677T10 52.94 2,200SH DEFINE4 0 0 2,200
CERUS CORP 15708510 0.00 0SH DEFINE2 0 0 0
15708510 23,720.29 463,400SH DEFINE4 0 0 463,400
CHARLES RIVER LABS 15986410 0.00 0SH DEFINE2 0 0 0
15986410 3,583.28 161,500SH DEFINE4 0 0 161,500
CHARTER ONE FINANCIAL INC 16090310 29,979.79 1,303,469SH DEFINE2 946,524 0 356,945
16090310 193,184.02 8,399,305SH DEFINE4 0 0 8,399,305
CHARTERED SEMICONDUCTOR-ADR 16133R10 12,106.89 134,521SH DEFINE2 0 0 134,521
16133R10 12,634.65 140,385SH DEFINE4 0 0 140,385
CHASE MANHATTAN CORP 16161A10 29,196.49 633,845SH DEFINE2 208,627 0 425,218
16161A10 410,971.51 8,922,041SH DEFINE4 0 0 8,922,041
CHATTEM INC 16245610 0.00 0SH DEFINE2 0 0 0
16245610 0.00 0SH DEFINE4 0 0 0
CHECKFREE HOLDINGS CORP 16281610 8,786.67 170,408SH DEFINE2 5,373 0 165,035
16281610 171,370.55 3,323,550SH DEFINE4 0 0 3,323,550
CHECKPOINT SYSTEMS INC 16282510 0.00 0SH DEFINE2 0 0 0
16282510 816.33 108,844SH DEFINE4 0 0 108,844
CHEVRON INC 16675110 46,968.14 553,788SH DEFINE2 45,195 0 508,593
16675110 360,428.63 4,249,711SH DEFINE4 0 0 4,249,711
CHICOS FAS INC 16861510 0.00 0SH DEFINE2 0 0 0
16861510 110.00 5,500SH DEFINE4 0 0 5,500
CHILECTRA S.A. SPONS ADR 16888410 0.00 0SH DEFINE2 0 0 0
16888410 624.68 39,350SH DEFINE4 0 0 39,350
CHINA TELECOM HK LTD-SP ADR 16942810 0.00 0SH DEFINE2 0 0 0
16942810 0.00 0SH DEFINE4 0 0 0
CHIQUITA BRANDS INTL INC 17003210 0.00 0SH DEFINE2 0 0 0
17003210 1,099.86 279,331SH DEFINE4 0 0 279,331
CHIREX INC 17003810 7,890.00 394,500SH DEFINE2 282,000 0 112,500
17003810 14,268.60 713,430SH DEFINE4 0 0 713,430
CHIRON CORP 17004010 308.89 6,503SH DEFINE2 899 0 5,604
17004010 5,667.63 119,319SH DEFINE4 0 0 119,319
CHOICE ONE COMMUNICATIONS IN17038P10 8,525.73 208,900SH DEFINE2 149,400 0 59,500
17038P10 1,609.24 39,430SH DEFINE4 0 0 39,430
CHROMAVISION MEDICAL SYSTEMS17111P10 0.00 0SH DEFINE2 0 0 0
17111P10 5,727.33 434,300SH DEFINE4 0 0 434,300
CHUBB CORP 17123210 3,081.15 50,100SH DEFINE2 1,405 0 48,695
17123210 164,084.89 2,668,047SH DEFINE4 0 0 2,668,047
CHURCH & DWIGHT CO INC 17134010 0.00 0SH DEFINE2 0 0 0
17134010 0.00 0SH DEFINE4 0 0 0
CIBER INC 17163B10 6,651.50 502,000SH DEFINE2 241,600 0 260,400
17163B10 2,078.93 156,900SH DEFINE4 0 0 156,900
CIENA CORP 17177910 0.00 0SH DEFINE2 0 0 0
17177910 583.41 3,500SH DEFINE4 0 0 3,500
CIDRA P/P (PRIVATE) 1717CD9A 0.00 0SH DEFINE2 0 0 0
1717CD9A 0.00 0SH DEFINE4 0 0 0
CINCINNATI FINANCIAL CORP 17206210 1,254.36 39,900SH DEFINE2 300 0 39,600
17206210 11,688.46 371,800SH DEFINE4 0 0 371,800
CINERGY CORP 17247410 9,944.15 390,925SH DEFINE2 426,270 0 -35,345
17247410 79,075.90 3,108,635SH DEFINE4 0 0 3,108,635
CIRCLE INTERNATIONAL GROUP I17257410 12,194.04 485,335SH DEFINE2 103,700 0 381,635
17257410 2,861.74 113,900SH DEFINE4 0 0 113,900
CIRCUIT CITY STORES-CIRCUIT 17273710 31,587.76 951,797SH DEFINE2 120,800 0 830,997
17273710 137,767.95 4,151,200SH DEFINE4 0 0 4,151,200
CIRRUS LOGIC INC 17275510 0.00 0SH DEFINE2 0 0 0
17275510 4,753.34 297,084SH DEFINE4 0 0 297,084
CISCO SYSTEMS 17275R10 1,388,859.9521,850,304SH DEFINE2 7,367,610 0 14,482,694
17275R10 3,614,891.1056,871,443SH DEFINE4 0 0 56,871,443
CITADEL COMMUNICATIONS CORP 17285320 18,527.36 530,300SH DEFINE2 258,000 0 272,300
17285320 139,340.18 3,988,270SH DEFINE4 0 0 3,988,270
CINTAS CORP 17290810 26,598.58 725,004SH DEFINE2 217,417 0 507,587
17290810 283,177.72 7,718,643SH DEFINE4 0 0 7,718,643
CITIGROUP INC 17296710 754,210.8012,518,022SH DEFINE2 4,429,538 0 8,088,483
17296710 2,484,445.0941,235,603SH DEFINE4 0 0 41,235,603
CITIZENS COMMUNICATIONS CO 17453B10 0.00 0SH DEFINE2 0 0 0
17453B10 60.38 3,500SH DEFINE4 0 0 3,500
CITRIX SYSTEMS INC 17737610 929.08 49,061SH DEFINE2 577 0 48,484
17737610 1,247.78 65,889SH DEFINE4 0 0 65,889
CITY NATIONAL CORP 17856610 14,326.21 412,265SH DEFINE2 160,850 0 251,415
17856610 14,136.30 406,800SH DEFINE4 0 0 406,800
CLAIRE S STORES INC 17958410 20,389.08 1,059,173SH DEFINE2 338,620 0 720,553
17958410 4,797.10 249,200SH DEFINE4 0 0 249,200
CLARCOR INC 17989510 16,092.63 809,692SH DEFINE2 169,090 0 640,602
17989510 2,835.43 142,663SH DEFINE4 0 0 142,663
CLARENT CORP 18046110 0.00 0SH DEFINE2 0 0 0
18046110 11,397.10 159,400SH DEFINE4 0 0 159,400
CLARUS CORP 18270710 4,198.50 108,000SH DEFINE2 77,100 0 30,900
18270710 788.77 20,290SH DEFINE4 0 0 20,290
CLASSIC COMMUNICATIONSM INC-18272820 954.53 106,800SH DEFINE2 77,600 0 29,200
18272820 156.50 17,510SH DEFINE4 0 0 17,510
CLAYTON HOMES INC 18419010 9.60 1,200SH DEFINE2 0 0 1,200
18419010 44.00 5,500SH DEFINE4 0 0 5,500
CLEAR CHANNEL COMMUNICATIONS18450210 401,168.59 5,348,915SH DEFINE2 2,194,351 0 3,154,564
18450210 1,950,205.3226,002,738SH DEFINE4 0 0 26,002,738
CLICK COMMERCE 18681D10 10,038.71 443,700SH DEFINE2 291,800 0 151,900
18681D10 4,205.99 185,900SH DEFINE4 0 0 185,900
CLOROX COMPANY 18905410 5,318.80 118,690SH DEFINE2 14,925 0 103,765
18905410 130,895.30 2,920,955SH DEFINE4 0 0 2,920,955
COASTAL CORP 19044110 46,125.16 757,703SH DEFINE2 66,566 0 691,137
19044110 116,064.22 1,906,599SH DEFINE4 0 0 1,906,599
COCA COLA COMPANY 19121610 115,988.25 2,019,382SH DEFINE2 358,650 0 1,660,732
19121610 573,392.82 9,982,900SH DEFINE4 0 0 9,982,900
COCA COLA ENTERPRISES 19121910 96,343.35 5,906,106SH DEFINE2 316,665 0 5,589,441
19121910 146,231.20 8,964,365SH DEFINE4 0 0 8,964,365
COCA COLA FEMSA ADS 19124110 4,035.44 213,798SH DEFINE2 27,100 0 186,698
19124110 1,669.97 88,475SH DEFINE4 0 0 88,475
COGNEX CORP 19242210 0.00 0SH DEFINE2 0 0 0
19242210 9,175.28 177,300SH DEFINE4 0 0 177,300
COGNIZANT TECH SOLUTIONS CRP19244610 0.00 0SH DEFINE2 0 0 0
19244610 116.16 3,500SH DEFINE4 0 0 3,500
COGNOS INC 19244C10 0.00 0SH DEFINE2 0 0 0
19244C10 335.14 8,100SH DEFINE4 0 0 8,100
COHERENT INC 19247910 0.00 0SH DEFINE2 0 0 0
19247910 7,263.58 86,600SH DEFINE4 0 0 86,600
COHU INC 19257610 5,312.79 196,998SH DEFINE2 44,600 0 152,398
19257610 540.72 20,050SH DEFINE4 0 0 20,050
COLDWATER CREEK INC 19306810 12,643.46 419,700SH DEFINE2 201,400 0 218,300
19306810 4,119.08 136,733SH DEFINE4 0 0 136,733
KENNETH COLE PRODUCTIONS CL 19329410 0.00 0SH DEFINE2 0 0 0
19329410 294.00 7,350SH DEFINE4 0 0 7,350
COLGATE PALMOLIVE CO 19416210 209,908.58 3,505,780SH DEFINE2 1,633,050 0 1,872,730
19416210 440,647.79 7,359,462SH DEFINE4 0 0 7,359,462
COLUMBIA ENERGY GROUP 19764810 1,719.38 26,200SH DEFINE2 0 0 26,200
19764810 32,976.56 502,500SH DEFINE4 0 0 502,500
COLUMBIA SPORTSWEAR CO 19851610 0.00 0SH DEFINE2 0 0 0
19851610 137.06 5,100SH DEFINE4 0 0 5,100
COMCAST CORP SPECIAL CLASS A20030020 35,671.14 880,769SH DEFINE2 1,540 0 879,229
20030020 202,079.21 4,989,610SH DEFINE4 0 0 4,989,610
COMDISCO INC 20033610 0.00 0SH DEFINE2 0 0 0
20033610 44.63 2,000SH DEFINE4 0 0 2,000
COMERICA INC 20034010 18,815.06 419,277SH DEFINE2 325,770 0 93,507
20034010 386,999.08 8,623,935SH DEFINE4 0 0 8,623,935
COMMERCE BANCORP INC NJ 20051910 0.00 0SH DEFINE2 0 0 0
20051910 12,985.80 282,300SH DEFINE4 0 0 282,300
COMMERCE GROUP INC MASS 20064110 14,216.05 481,900SH DEFINE2 171,100 0 310,800
20064110 2,997.20 101,600SH DEFINE4 0 0 101,600
COMMERCIAL FEDERAL CORP 20164710 11,130.53 715,215SH DEFINE2 152,790 0 562,425
20164710 2,363.34 151,861SH DEFINE4 0 0 151,861
COMMSCOPE INC 20337210 12.79 312SH DEFINE2 46 0 266
20337210 830.57 20,258SH DEFINE4 0 0 20,258
COMMUNICATIONS SYSTEMS INC 20390010 11,493.27 753,657SH DEFINE2 161,500 0 592,157
20390010 2,656.17 174,175SH DEFINE4 0 0 174,175
COMMUNITY FIRST BANKSHARES 20390210 8,452.26 518,146SH DEFINE2 110,600 0 407,546
20390210 1,921.61 117,800SH DEFINE4 0 0 117,800
CEMIG SA -SPONS ADR 20440960 0.00 0SH DEFINE2 0 0 0
20440960 3,288.91 193,465SH DEFINE4 0 0 193,465
BRASIL DISTR PAO ACU SP ADR 20440T20 2,216.46 68,995SH DEFINE2 11,100 0 57,895
20440T20 1,054.31 32,819SH DEFINE4 0 0 32,819
CIA CERVEJARIA BRAHMA-SP ADR20440X10 1,982.54 116,620SH DEFINE2 14,800 0 101,820
20440X10 847.94 49,879SH DEFINE4 0 0 49,879
CIA VALE DO RIO DOCE SP ADR 20441210 24,159.35 862,834SH DEFINE2 42,915 0 819,919
20441210 3,901.24 139,330SH DEFINE4 0 0 139,330
CIA PARANAENSE ENERGIA-COPEL20441B40 0.00 0SH DEFINE2 0 0 0
20441B40 4,700.02 504,700SH DEFINE4 0 0 504,700
CIA ANONIMA TELEF DE VEN ADR20442110 2,871.27 105,610SH DEFINE2 11,250 0 94,360
20442110 1,034.48 38,050SH DEFINE4 0 0 38,050
CIA CERVECERIA UNIDAS-SP ADR20442910 0.00 0SH DEFINE2 0 0 0
20442910 15.88 700SH DEFINE4 0 0 700
MINAS BUENAVENTURA-SPON ADR 20444810 1,686.69 97,426SH DEFINE2 11,000 0 86,426
20444810 613.78 35,453SH DEFINE4 0 0 35,453
COMPAQ COMPUTER CORP 20449310 15,512.48 606,845SH DEFINE2 52,230 0 554,615
20449310 235,835.28 9,225,830SH DEFINE4 0 0 9,225,830
COMPUTER ASSOCIATES 20491210 13,124.73 256,405SH DEFINE2 246,160 0 10,245
20491210 310,395.78 6,063,898SH DEFINE4 0 0 6,063,898
COMPUTER SCIENCES CORP 20536310 3,159.28 42,300SH DEFINE2 150 0 42,150
20536310 14,761.98 197,650SH DEFINE4 0 0 197,650
COMPUTER TASK GROUP INC 20547710 5,635.07 1,113,100SH DEFINE2 235,250 0 877,850
20547710 1,403.37 277,208SH DEFINE4 0 0 277,208
COMPUWARE CORP 20563810 907.81 87,500SH DEFINE2 0 0 87,500
20563810 75.74 7,300SH DEFINE4 0 0 7,300
COMPX INTERNATIONAL INC 20563P10 0.00 0SH DEFINE2 0 0 0
20563P10 0.00 0SH DEFINE4 0 0 0
COMSAT CORP 20564D10 9.40 400SH DEFINE2 0 0 400
20564D10 0.00 0SH DEFINE4 0 0 0
COMVERSE TECHNOLOGY INC 20586240 262,119.98 2,818,494SH DEFINE2 1,082,127 0 1,736,367
20586240 1,193,596.4012,834,370SH DEFINE4 0 0 12,834,370
CONAGRA INC 20588710 2,552.47 133,900SH DEFINE2 2,410 0 131,490
20588710 89,793.94 4,710,502SH DEFINE4 0 0 4,710,502
CONCORD EFS INC 20619710 0.00 0SH DEFINE2 0 0 0
20619710 143.00 5,500SH DEFINE4 0 0 5,500
CONECTIV INC 20682910 0.00 0SH DEFINE2 0 0 0
20682910 4,927.09 316,600SH DEFINE4 0 0 316,600
CONEXANT SYSTEMS INC 20714210 3,205.30 65,919SH DEFINE2 2,238 0 63,681
20714210 12,787.07 262,973SH DEFINE4 0 0 262,973
CONMED CORP 20741010 1,221.30 47,200SH DEFINE2 22,550 0 24,650
20741010 385.54 14,900SH DEFINE4 0 0 14,900
CONNETICS CORP 20819210 0.00 0SH DEFINE2 0 0 0
20819210 15,408.66 1,049,100SH DEFINE4 0 0 1,049,100
CONOCO INC-CL A 20825130 179,956.48 8,179,840SH DEFINE2 3,883,290 0 4,296,550
20825130 343,647.8115,620,355SH DEFINE4 0 0 15,620,355
CONOCO INC-CL B 20825140 24,763.08 1,008,166SH DEFINE2 432,464 0 575,702
20825140 305,000.5012,417,323SH DEFINE4 0 0 12,417,323
CONSECO INC 20846410 869.53 89,182SH DEFINE2 1,409 0 87,773
20846410 1,804.62 185,090SH DEFINE4 0 0 185,090
CONSOLIDATED EDISON INC 20911510 1,922.66 64,900SH DEFINE2 1,600 0 63,300
20911510 152,904.55 5,161,335SH DEFINE4 0 0 5,161,335
CONSOLIDATED STORES CORP 21014910 322.80 26,900SH DEFINE2 0 0 26,900
21014910 0.00 0SH DEFINE4 0 0 0
CONSTELLATION ENERGY GROUP 21037110 3,930.29 120,700SH DEFINE2 24,100 0 96,600
21037110 45,289.55 1,390,850SH DEFINE4 0 0 1,390,850
CONTINENTAL AIRLINES-CL B 21079530 0.00 0SH DEFINE2 0 0 0
21079530 79.90 1,700SH DEFINE4 0 0 1,700
CONTOUR ENERGY CO 21220C10 91.41 45,000SH DEFINE2 0 0 45,000
21220C10 137.11 67,500SH DEFINE4 0 0 67,500
CONVERGYS CORP 21248510 81,115.33 1,563,669SH DEFINE2 241,745 0 1,321,924
21248510 367,952.49 7,093,060SH DEFINE4 0 0 7,093,060
COOPER CAMERON CORP 21664010 35,529.05 538,319SH DEFINE2 120,100 0 418,219
21664010 260,812.20 3,951,700SH DEFINE4 0 0 3,951,700
COOPER INDUSTRIES INC 21666910 8,513.47 261,450SH DEFINE2 59,965 0 201,485
21666910 105,801.23 3,249,174SH DEFINE4 0 0 3,249,174
COOPER TIRE AND RUBBER 21683110 198.03 17,800SH DEFINE2 0 0 17,800
21683110 0.00 0SH DEFINE4 0 0 0
COORS ADOLPH CO CL B 21701610 532.40 8,800SH DEFINE2 0 0 8,800
21701610 0.00 0SH DEFINE4 0 0 0
COPPER MOUNTAIN NETWORKS INC21751010 79.31 900SH DEFINE2 900 0 0
21751010 49,896.38 566,200SH DEFINE4 0 0 566,200
COR THERAPEUTICS INC 21775310 186.90 2,191SH DEFINE2 296 0 1,895
21775310 50,367.36 590,387SH DEFINE4 0 0 590,387
CORINTHIAN COLLEGES INC 21886810 0.00 0SH DEFINE2 0 0 0
21886810 114.84 4,900SH DEFINE4 0 0 4,900
CORIXA CORP 21887F10 0.00 0SH DEFINE2 0 0 0
21887F10 145.99 3,400SH DEFINE4 0 0 3,400
CORNING INC 21935010 348,488.56 1,291,296SH DEFINE2 543,986 0 747,310
21935010 753,882.87 2,793,452SH DEFINE4 0 0 2,793,452
CORSAIR COMMUNICATIONS INC 22040610 0.00 0SH DEFINE2 0 0 0
22040610 267.38 9,300SH DEFINE4 0 0 9,300
COST PLUS INC 22148510 10,224.51 356,410SH DEFINE2 255,085 0 101,325
22148510 1,907.00 66,475SH DEFINE4 0 0 66,475
COSTCO WHOLESALE CORP 22160K10 3,910.50 118,500SH DEFINE2 5,500 0 113,000
22160K10 241,962.60 7,332,200SH DEFINE4 0 0 7,332,200
COSTAR GROUP INC 22160N10 9,022.50 360,000SH DEFINE2 258,800 0 101,200
22160N10 1,811.77 72,290SH DEFINE4 0 0 72,290
COSTCO COMPANIES INC 22160Q10 482.13 6,256SH DEFINE2 920 0 5,337
22160Q10 6,493.42 84,262SH DEFINE4 0 0 84,262
COUNTRYWIDE CREDIT INDS INC 22237210 857.84 28,300SH DEFINE2 0 0 28,300
22237210 97.00 3,200SH DEFINE4 0 0 3,200
COVAD COMMUNICATIONS GROUP 22281420 6,004.95 372,400SH DEFINE2 17,200 0 355,200
22281420 209,675.8713,003,155SH DEFINE4 0 0 13,003,155
COVENTRY HELTH CARE INC 22286210 12,578.55 943,760SH DEFINE2 454,790 0 488,970
22286210 3,708.10 278,216SH DEFINE4 0 0 278,216
COX COMMUNICATIONS NEW CL A 22404410 1,702.09 37,357SH DEFINE2 24,529 0 12,828
22404410 6,634.40 145,611SH DEFINE4 0 0 145,611
COX RADIO INC CL A 22405110 100.80 3,600SH DEFINE2 3,600 0 0
22405110 19,499.20 696,400SH DEFINE4 0 0 696,400
CRANE CO 22439910 360.43 14,825SH DEFINE2 0 0 14,825
22439910 0.00 0SH DEFINE4 0 0 0
CREDENCE SYSTEMS CORP 22530210 17,763.73 321,880SH DEFINE2 227,223 0 94,657
22530210 6,278.03 113,758SH DEFINE4 0 0 113,758
CREE INC 22544710 2,670.00 20,000SH DEFINE2 0 0 20,000
22544710 66,042.45 494,700SH DEFINE4 0 0 494,700
CRESCENT REAL ESTATE EQUITIE22575610 12.30 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 24.75 1,500SH DEFINE4 0 0 1,500
CRITICAL PATH INC 22674V10 41.37 710SH DEFINE2 99 0 611
22674V10 237.90 4,080SH DEFINE4 0 0 4,080
CROMPTON CORP 22711610 24,273.38 1,981,500SH DEFINE2 554,950 0 1,426,550
22711610 5,276.98 430,774SH DEFINE4 0 0 430,774
CROSS TIMBERS OIL CO 22757310 0.00 0SH DEFINE2 0 0 0
22757310 183.64 8,300SH DEFINE4 0 0 8,300
CROSSROADS SYSTEMS INC 22765D10 10,295.69 407,750SH DEFINE2 133,300 0 274,450
22765D10 55,662.36 2,204,450SH DEFINE4 0 0 2,204,450
CROWN CASTLE INTL CORP 22822710 42,329.05 1,159,700SH DEFINE2 196,500 0 963,200
22822710 198,524.96 5,439,040SH DEFINE4 0 0 5,439,040
CROWN CORK & SEAL CO INC 22825510 477.00 31,800SH DEFINE2 0 0 31,800
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
CULLEN FROST BANKERS INC 22989910 14,061.98 534,422SH DEFINE2 114,160 0 420,262
22989910 1,376.14 52,300SH DEFINE4 0 0 52,300
CULP INC 23021510 3,068.95 598,820SH DEFINE2 305,900 0 292,920
23021510 794.38 155,000SH DEFINE4 0 0 155,000
CUMMINS ENGINE INC 23102110 286.13 10,500SH DEFINE2 0 0 10,500
23102110 0.00 0SH DEFINE4 0 0 0
CYBERCASH INC 23246210 0.00 0SH DEFINE2 0 0 0
23246210 120.65 25,400SH DEFINE4 0 0 25,400
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 333.00 7,200SH DEFINE4 0 0 7,200
CYBERONICS INC 23251P10 0.00 0SH DEFINE2 0 0 0
23251P10 10,820.40 901,700SH DEFINE4 0 0 901,700
CYBEX COMPUTER PRODUCTS CORP23252210 11,591.68 273,550SH DEFINE2 200,200 0 73,350
23252210 1,887.81 44,550SH DEFINE4 0 0 44,550
CYMER INC 23257210 0.00 0SH DEFINE2 0 0 0
23257210 124.15 2,600SH DEFINE4 0 0 2,600
CYPRESS SEMICONDUCTOR CORP 23280610 629.62 14,902SH DEFINE2 2,153 0 12,749
23280610 24,195.79 572,681SH DEFINE4 0 0 572,681
CYSIVE INC 23281T10 2,652.51 111,100SH DEFINE2 81,100 0 30,000
23281T10 27,622.75 1,156,974SH DEFINE4 0 0 1,156,974
CYTYC CORPORATION 23294610 0.00 0SH DEFINE2 0 0 0
23294610 261.54 4,900SH DEFINE4 0 0 4,900
DDI CORP 23316210 0.00 0SH DEFINE2 0 0 0
23316210 11,816.10 414,600SH DEFINE4 0 0 414,600
D P L INC 23329310 3,854.05 175,683SH DEFINE2 68,470 0 107,213
23329310 63,105.52 2,876,605SH DEFINE4 0 0 2,876,605
DQE INC 23329J10 0.00 0SH DEFINE2 0 0 0
23329J10 13,244.35 335,300SH DEFINE4 0 0 335,300
DRS TECHNOLOGIES INC 23330X10 0.00 4,859SH DEFINE2 0 0 4,859
23330X10 0.00 96,836SH DEFINE4 0 0 96,836
DSP GROUP INC 23332B10 6,449.18 115,164SH DEFINE2 14,500 0 100,664
23332B10 2,619.79 46,782SH DEFINE4 0 0 46,782
DTE ENERGY CO 23333110 1,384.48 45,300SH DEFINE2 0 0 45,300
23333110 0.00 0SH DEFINE4 0 0 0
DT INDUSTRIES INC 23333J10 11,559.84 1,233,050SH DEFINE2 263,000 0 970,050
23333J10 1,974.29 210,591SH DEFINE4 0 0 210,591
DAIN RAUSCHER CORP 23385610 0.00 0SH DEFINE2 0 0 0
23385610 310.20 4,700SH DEFINE4 0 0 4,700
DAISYTEK INTL CORP 23405310 2,424.49 256,900SH DEFINE2 194,700 0 62,200
23405310 401.09 42,500SH DEFINE4 0 0 42,500
DALLAS SEMICONDUCTOR 23520410 12,013.75 294,816SH DEFINE2 67,050 0 227,766
23520410 1,409.95 34,600SH DEFINE4 0 0 34,600
DANA CORPORATION 23581110 805.82 38,033SH DEFINE2 0 0 38,033
23581110 161.03 7,600SH DEFINE4 0 0 7,600
DANAHER CORP 23585110 39,706.77 803,171SH DEFINE2 160,970 0 642,201
23585110 126,530.34 2,559,400SH DEFINE4 0 0 2,559,400
DARDEN RESTAURANTS INC 23719410 22,056.17 1,357,303SH DEFINE2 266,140 0 1,091,163
23719410 58,100.25 3,575,400SH DEFINE4 0 0 3,575,400
DAVEL COMMUNICATIONS INC 23834110 0.00 0SH DEFINE2 0 0 0
23834110 0.00 0SH DEFINE4 0 0 0
DAVOX CORP 23920810 9,549.82 738,150SH DEFINE2 355,100 0 383,050
23920810 2,949.75 228,000SH DEFINE4 0 0 228,000
DEERE & COMPANY 24419910 2,157.10 58,300SH DEFINE2 0 0 58,300
24419910 7,448.10 201,300SH DEFINE4 0 0 201,300
DELHAIZE AMERICA INC 24668810 0.00 0SH DEFINE2 0 0 0
24668820 63.04 4,100SH DEFINE4 0 0 4,100
DELL COMPUTER CORP 24702510 120,897.63 2,451,663SH DEFINE2 325,010 0 2,126,653
24702510 664,775.3513,480,869SH DEFINE4 0 0 13,480,869
DELPHI AUTOMOTIVE SYSTEMS 24712610 2,048.86 140,694SH DEFINE2 0 0 140,694
24712610 190.89 13,108SH DEFINE4 0 0 13,108
DELTA & PINE LAND CO 24735710 14,514.95 579,150SH DEFINE2 123,500 0 455,650
24735710 3,023.79 120,650SH DEFINE4 0 0 120,650
DELTA AIR LINES INC 24736110 4,154.22 82,160SH DEFINE2 15,000 0 67,160
24736110 32,923.01 651,135SH DEFINE4 0 0 651,135
DE LUXE CORPORATION 24801910 419.41 17,800SH DEFINE2 0 0 17,800
24801910 136.66 5,800SH DEFINE4 0 0 5,800
DENDRITE INTERNATIONAL INC 24823910 12,002.46 360,299SH DEFINE2 254,599 0 105,700
24823910 2,053.05 61,630SH DEFINE4 0 0 61,630
DENTSPLY INTERNATIONAL INC 24903010 0.00 0SH DEFINE2 0 0 0
24903010 52.38 1,700SH DEFINE4 0 0 1,700
DESC S.A. ADR 25030910 0.00 0SH DEFINE2 0 0 0
25030910 12.23 950SH DEFINE4 0 0 950
DEVON ENERGY CORP 25179910 257.87 6,309SH DEFINE2 783 0 5,526
25179910 5,054.48 123,657SH DEFINE4 0 0 123,657
DEVON ENERGY CORPORATION 25179M10 51,764.20 921,276SH DEFINE2 205,020 0 716,256
25179M10 114,670.71 2,040,858SH DEFINE4 0 0 2,040,858
DEXTER CORP 25216510 0.00 0SH DEFINE2 0 0 0
25216510 0.00 0SH DEFINE4 0 0 0
DIAGEO PLC-SPONSORED ADR 25243Q20 128.03 3,600SH DEFINE2 8,600 0 -5,000
25243Q20 17,624.78 495,600SH DEFINE4 0 0 495,600
DIAGNOSTIC PRODS CORP 25245010 11,632.70 363,522SH DEFINE2 76,630 0 286,892
25245010 2,240.00 70,000SH DEFINE4 0 0 70,000
DIAL CORP (NEW) 25247D10 4,906.34 472,900SH DEFINE2 101,000 0 371,900
25247D10 939.98 90,600SH DEFINE4 0 0 90,600
DIAMOND OFFSHORE DRILLING 25271C10 761.52 21,680SH DEFINE2 2,665 0 19,015
25271C10 15,818.53 450,350SH DEFINE4 0 0 450,350
DIAMOND TECH PARTNERS INC 25276210 33,154.00 376,750SH DEFINE2 92,200 0 284,550
25276210 75,072.80 853,100SH DEFINE4 0 0 853,100
DIGEX INC 25375610 2,500.10 36,800SH DEFINE2 2,100 0 34,700
25375610 89,996.81 1,324,700SH DEFINE4 0 0 1,324,700
DIGIMARC CORP 25380710 10,556.70 274,200SH DEFINE2 127,900 0 146,300
25380710 1,364.83 35,450SH DEFINE4 0 0 35,450
DIGITAL MICROWAVE CORP 25385910 0.00 0SH DEFINE2 0 0 0
25385910 7,403.88 194,200SH DEFINE4 0 0 194,200
DIGITAL ISLAND INC 25385N10 136.70 2,811SH DEFINE2 380 0 2,431
25385N10 1,392.00 28,627SH DEFINE4 0 0 28,627
DIGITAL RIVER INC 25388B10 0.00 0SH DEFINE2 0 0 0
25388B10 223.71 29,100SH DEFINE4 0 0 29,100
DILLARDS INC - CL A 25406710 278.08 22,700SH DEFINE2 0 0 22,700
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
DIMON INC 25439410 28.60 13,460SH DEFINE2 2,333 0 11,127
25439410 169.67 79,844SH DEFINE4 0 0 79,844
DISNEY WALT PRODUCTIONS INC 25468710 81,023.81 2,087,570SH DEFINE2 474,355 0 1,613,215
25468710 606,259.2515,620,206SH DEFINE4 0 0 15,620,206
DITECH COMMUNICATIONS CORP 25500M10 2,713.94 28,700SH DEFINE2 900 0 27,800
25500M10 104,075.49 1,100,600SH DEFINE4 0 0 1,100,600
DIVA SYSTEMS WARR P/P 144A 025501315 128.41 9,172SH DEFINE2 4,611 0 4,561
25501315 2,624.44 187,460SH DEFINE4 0 0 187,460
DIVERSA CORP 25506410 9,940.81 300,100SH DEFINE2 57,200 0 242,900
25506410 30,097.38 908,600SH DEFINE4 0 0 908,600
DIXIE GROUP INC 25551910 0.00 0SH DEFINE2 0 0 0
25551910 0.00 31,118SH DEFINE4 0 0 31,118
DOCUMENTUM INC 25615910 0.00 0SH DEFINE2 0 0 0
25615910 10,001.06 111,900SH DEFINE4 0 0 111,900
DOLLAR GENERAL CORP 25666910 1,619.06 83,029SH DEFINE2 1,039 0 81,990
25666910 14,503.43 743,765SH DEFINE4 0 0 743,765
DOLLAR TREE STORES 25674710 18,446.67 466,267SH DEFINE2 99,825 0 366,442
25674710 512,984.7912,966,440SH DEFINE4 0 0 12,966,440
DOMINION RESOURCES INC/VA 25746U10 10,406.71 242,722SH DEFINE2 232,376 0 10,346
25746U10 164,916.03 3,846,438SH DEFINE4 0 0 3,846,438
DONNELLEY R R & SONS CO 25786710 688.16 30,500SH DEFINE2 0 0 30,500
25786710 84.61 3,750SH DEFINE4 0 0 3,750
DOUBLECLICK INC 25860930 5,174.60 135,727SH DEFINE2 6,042 0 129,685
25860930 212,492.57 5,573,576SH DEFINE4 0 0 5,573,576
DOVER CORPORATION 26000310 2,226.88 54,900SH DEFINE2 6,900 0 48,000
26000310 39,171.21 965,700SH DEFINE4 0 0 965,700
DOVER DOWNS ENTERTAINMENT 26008610 7,429.80 530,700SH DEFINE2 253,100 0 277,600
26008610 2,529.20 180,657SH DEFINE4 0 0 180,657
DOW CHEMICAL COMPANY 26054310 14,658.75 485,590SH DEFINE2 244,620 0 240,970
26054310 277,966.50 9,208,000SH DEFINE4 0 0 9,208,000
DOW JONES & CO INC 26056110 1,618.83 22,100SH DEFINE2 0 0 22,100
26056110 0.00 0SH DEFINE4 0 0 0
DREYERS GRAND ICE CREAM INC 26187810 0.00 0SH DEFINE2 0 0 0
26187810 126.00 6,000SH DEFINE4 0 0 6,000
DSET CORP 26250410 12,137.85 399,600SH DEFINE2 286,600 0 113,000
26250410 2,309.72 76,040SH DEFINE4 0 0 76,040
DUPONT E I DENEMOURS & CO LT26353410 25,953.26 593,217SH DEFINE2 238,237 0 354,980
26353410 428,516.42 9,794,661SH DEFINE4 0 0 9,794,661
DUANE READE INC 26357810 0.00 0SH DEFINE2 0 0 0
26357810 6,512.18 252,900SH DEFINE4 0 0 252,900
DUKE POWER COMPANY 26439910 18,485.14 327,896SH DEFINE2 65,762 0 262,134
26439910 360,215.50 6,389,632SH DEFINE4 0 0 6,389,632
DUKE REALTY INVESTMENTS INC 26441150 0.00 0SH DEFINE2 0 0 0
26441150 58.18 2,600SH DEFINE4 0 0 2,600
DUN & BRADSTREET CORP 26483B10 1,156.45 40,400SH DEFINE2 0 0 40,400
26483B10 111.64 3,900SH DEFINE4 0 0 3,900
DUPONT PHOTOMASKS INC 26613X10 11,804.61 172,330SH DEFINE2 82,830 0 89,500
26613X10 3,624.68 52,915SH DEFINE4 0 0 52,915
DURA PHARMACEUTICAL INC 26632S10 0.00 0SH DEFINE2 0 0 0
26632S10 1,561.42 108,621SH DEFINE4 0 0 108,621
DYCOM INDUSTRIES INC 26747510 35,450.18 770,656SH DEFINE2 471,790 0 298,866
26747510 3,966.35 86,225SH DEFINE4 0 0 86,225
DYNEGY INC 26816Q10 13,737.64 201,100SH DEFINE2 66,900 0 134,200
26816Q10 36,416.16 533,082SH DEFINE4 0 0 533,082
ECI TELECOMMUNICATIONS LTD 26825810 243.10 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 140.66 24,200SH DEFINE4 0 0 24,200
EGL INC 26848410 10,458.08 340,100SH DEFINE2 243,200 0 96,900
26848410 1,993.22 64,820SH DEFINE4 0 0 64,820
EMC CORP 26864810 590,928.24 7,680,627SH DEFINE2 2,696,188 0 4,984,439
26864810 1,643,522.8721,361,792SH DEFINE4 0 0 21,361,792
ENSCO INTERNATIONAL INC 26874Q10 0.00 0SH DEFINE2 0 0 0
26874Q10 3,828.36 106,900SH DEFINE4 0 0 106,900
ENI SPA - SPONS ADR 26874R10 0.00 0SH DEFINE2 0 0 0
26874R10 1,687.44 29,000SH DEFINE4 0 0 29,000
EOG RESOURCES INC 26875P10 184.25 5,500SH DEFINE2 5,500 0 0
26875P10 24,719.65 737,900SH DEFINE4 0 0 737,900
E.PIPHANY INC 26881V10 15,497.17 144,580SH DEFINE2 2,780 0 141,800
26881V10 350,612.46 3,271,020SH DEFINE4 0 0 3,271,020
E-TEK DYNAMICS INC 26924010 0.00 0SH DEFINE2 0 0 0
26924010 0.00 0SH DEFINE4 0 0 0
E*TRADE GROUP INC 26924610 39.15 2,373SH DEFINE2 339 0 2,034
26924610 140.25 8,500SH DEFINE4 0 0 8,500
EARTHGRAINS 27031910 15,587.32 801,920SH DEFINE2 170,650 0 631,270
27031910 3,378.24 173,800SH DEFINE4 0 0 173,800
EARTHWEB INC 27032C10 28.43 3,095SH DEFINE2 460 0 2,634
27032C10 287.84 31,330SH DEFINE4 0 0 31,330
EAST WEST BANCORP INC 27579R10 0.00 0SH DEFINE2 0 0 0
27579R10 0.00 0SH DEFINE4 0 0 0
EASTERN ENTERPRISES 27637F10 415.80 6,600SH DEFINE2 0 0 6,600
27637F10 0.00 0SH DEFINE4 0 0 0
EASTMAN CHEMICAL CO 27743210 1,070.79 22,425SH DEFINE2 1,185 0 21,240
27743210 77,747.03 1,628,210SH DEFINE4 0 0 1,628,210
EASTMAN KODAK COMPANY 27746110 9,787.75 164,500SH DEFINE2 26,940 0 137,560
27746110 284,733.74 4,785,441SH DEFINE4 0 0 4,785,441
EATON CORPORATION 27805810 3,926.20 58,600SH DEFINE2 16,800 0 41,800
27805810 32,935.53 491,575SH DEFINE4 0 0 491,575
EBAY INC 27864210 4,129.11 76,025SH DEFINE2 2,200 0 73,825
27864210 49,103.93 904,100SH DEFINE4 0 0 904,100
ECHOSTAR COMMUNICATIONS CL A27876210 69,992.59 2,113,981SH DEFINE2 1,003,009 0 1,110,972
27876210 313,719.06 9,475,234SH DEFINE4 0 0 9,475,234
ECOLAB INC 27886510 52,772.58 1,350,978SH DEFINE2 271,980 0 1,078,998
27886510 135,655.12 3,472,771SH DEFINE4 0 0 3,472,771
EDISON INTERNATIONAL 28102010 7,981.02 389,318SH DEFINE2 395,330 0 -6,012
28102010 147,067.66 7,174,032SH DEFINE4 0 0 7,174,032
EDWARDS LIFESCIENCES CORP 28176E10 0.00 0SH DEFINE2 0 0 0
28176E10 31.45 1,700SH DEFINE4 0 0 1,700
EFFICIENT NETWORKS INC 28205610 13,572.22 184,499SH DEFINE2 5,743 0 178,756
28205610 348,771.01 4,741,152SH DEFINE4 0 0 4,741,152
EL PASO ELECTRIC COMPANY 28367785 0.00 0SH DEFINE2 0 0 0
28367785 5,560.19 497,000SH DEFINE4 0 0 497,000
EL PASO NATURAL GAS CO 28369587 385.10 11,582SH DEFINE2 1,493 0 10,089
28369587 6,231.25 187,406SH DEFINE4 0 0 187,406
EL PASO ENERGY CORPORATION 28390510 21,681.19 425,643SH DEFINE2 247,715 0 177,928
28390510 295,397.67 5,799,218SH DEFINE4 0 0 5,799,218
ELAN PLC ADR 28413120 80,905.81 1,670,314SH DEFINE2 450,247 0 1,220,066
28413120 168,402.69 3,476,701SH DEFINE4 0 0 3,476,701
ELECTRO SCIENTIFIC INDS 28522910 0.00 0SH DEFINE2 0 0 0
28522910 347.85 7,900SH DEFINE4 0 0 7,900
ELECTRONIC ARTS 28551210 7,615.40 104,410SH DEFINE2 7,700 0 96,710
28551210 394,594.94 5,410,042SH DEFINE4 0 0 5,410,042
ELECTRONIC DATA SYSTEMS CORP28566110 46,090.07 1,117,335SH DEFINE2 378,735 0 738,600
28566110 572,605.8913,881,355SH DEFINE4 0 0 13,881,355
ELECTRONICS FOR IMAGING 28608210 0.00 0SH DEFINE2 0 0 0
28608210 37.97 1,500SH DEFINE4 0 0 1,500
ELOYALTY CORPORATION 29015110 5,928.75 465,000SH DEFINE2 263,200 0 201,800
29015110 929.60 72,910SH DEFINE4 0 0 72,910
EMBRATEL PARTICIPACOES SA AD29081N10 3,235.92 136,970SH DEFINE2 16,400 0 120,570
29081N10 1,252.83 53,030SH DEFINE4 0 0 53,030
EMCORE CORP 29084610 0.00 0SH DEFINE2 0 0 0
29084610 132.00 1,100SH DEFINE4 0 0 1,100
EMERSON ELECTRIC CO 29101110 25,907.21 429,105SH DEFINE2 253,495 0 175,610
29101110 453,911.14 7,518,197SH DEFINE4 0 0 7,518,197
EMMIS COMMUNICATIONS CL A 29152510 193.57 4,678SH DEFINE2 584 0 4,095
29152510 7,721.83 186,630SH DEFINE4 0 0 186,630
EMPRESA NAC ELEC-CHILE-SP AD29244T10 0.00 0SH DEFINE2 0 0 0
29244T10 38.72 3,500SH DEFINE4 0 0 3,500
EMULEX CORP 29247520 0.00 0SH DEFINE2 0 0 0
29247520 229.91 3,500SH DEFINE4 0 0 3,500
ENERGEN CORP 29265N10 0.00 0SH DEFINE2 0 0 0
29265N10 20,804.76 953,800SH DEFINE4 0 0 953,800
ENERGY EAST CORPORATION 29266M10 7,441.37 390,367SH DEFINE2 147,970 0 242,397
29266M10 18,546.80 972,947SH DEFINE4 0 0 972,947
ENERGIZER HOLDINGS INC 29266R10 0.01 0SH DEFINE2 0 0 0
29266R10 0.00 0SH DEFINE4 0 0 0
ENGAGE INC 29282710 351.90 27,200SH DEFINE2 0 0 27,200
29282710 21,534.47 1,664,500SH DEFINE4 0 0 1,664,500
ENGELHARD CORP 29284510 3,768.25 220,850SH DEFINE2 55,200 0 165,650
29284510 37,646.70 2,206,400SH DEFINE4 0 0 2,206,400
ENESCO GROUP INC 29297310 0.00 0SH DEFINE2 0 0 0
29297310 0.00 0SH DEFINE4 0 0 0
ENHANCE FINANCIAL SERVICES 29331010 17,790.47 1,237,598SH DEFINE2 263,740 0 973,858
29331010 3,428.85 238,529SH DEFINE4 0 0 238,529
ENRON CORP 29356110 378,384.93 5,866,433SH DEFINE2 2,690,100 0 3,176,333
29356110 663,851.7410,292,275SH DEFINE4 0 0 10,292,275
ENTERCOM COMM.CORP. 29363910 12,249.66 251,275SH DEFINE2 69,500 0 181,775
29363910 211,779.21 4,344,189SH DEFINE4 0 0 4,344,189
ENTERGY CORP 29364G10 19,410.33 713,943SH DEFINE2 555,301 0 158,642
29364G10 456,151.2216,777,976SH DEFINE4 0 0 16,777,976
ENTRUST TECHNOLOGIES INC 29384810 0.00 0SH DEFINE2 0 0 0
29384810 9,400.40 113,600SH DEFINE4 0 0 113,600
ENZON INC 29390410 0.00 0SH DEFINE2 0 0 0
29390410 33,545.25 789,300SH DEFINE4 0 0 789,300
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 921.38 35,100SH DEFINE2 0 0 35,100
29442910 0.00 0SH DEFINE4 0 0 0
EQUINIX INC 29444U10 0.00 0SH DEFINE2 0 0 0
29444U10 0.00 0SH DEFINE4 0 0 0
EQUITABLE RESOURCES INC 29454910 2,359.43 48,900SH DEFINE2 0 0 48,900
29454910 18,354.30 380,400SH DEFINE4 0 0 380,400
EQUITY OFFICE PROPERTIES TR 29474110 4,462.37 161,900SH DEFINE2 57,300 0 104,600
29474110 39,431.74 1,430,630SH DEFINE4 0 0 1,430,630
EQUITY RESIDENTIAL PPTYS TR 29476L10 9,737.06 211,675SH DEFINE2 62,879 0 148,796
29476L10 237,949.74 5,172,820SH DEFINE4 0 0 5,172,820
ERICSSON L M TEL CO ADR CL B29482140 0.00 0SH DEFINE2 0 0 0
29482140 56.54 2,827SH DEFINE4 0 0 2,827
ERIE INDTY CO 29530P10 0.00 0SH DEFINE2 0 0 0
29530P10 63.00 2,000SH DEFINE4 0 0 2,000
ESHARE COMMS 2964229642810 0.00 0SH DEFINE2 0 0 0
29642810 0.00 24,500SH DEFINE4 0 0 24,500
EXAR CORP 30064510 35,568.14 407,950SH DEFINE2 226,800 0 181,150
30064510 30,227.91 346,700SH DEFINE4 0 0 346,700
EXCALIBUR TECHNOLOGIES CORP 30065120 0.00 0SH DEFINE2 0 0 0
30065120 5,032.13 126,000SH DEFINE4 0 0 126,000
EXCEL LEGACY CORP REIT 30066510 0.00 0SH DEFINE2 0 0 0
30066510 0.00 0SH DEFINE4 0 0 0
EXCEL TECHNOLOGY 30067T10 0.00 0SH DEFINE2 0 0 0
30067T10 7,642.47 151,900SH DEFINE4 0 0 151,900
EXCELON CORP 30069110 0.00 0SH DEFINE2 0 0 0
30069110 198.44 25,000SH DEFINE4 0 0 25,000
EXCHANGE APPLICATIONS INC 30086710 9,361.35 351,600SH DEFINE2 251,800 0 99,800
30086710 1,764.44 66,270SH DEFINE4 0 0 66,270
EXFO ELECTRO-OPTICAL ENGINEE30204310 0.00 0SH DEFINE2 0 0 0
30204310 4,397.28 100,223SH DEFINE4 0 0 100,223
EXIDE CORP 30205110 467.75 58,469SH DEFINE2 0 0 58,469
30205110 5,211.02 651,378SH DEFINE4 0 0 651,378
EXIGENT INTERNATIONAL INC 30205610 0.32 125SH DEFINE2 125 0 0
30205610 0.00 0SH DEFINE4 0 0 0
EXODUS COMMUNICATIONS INC 30208810 3,812.37 82,765SH DEFINE2 4,942 0 77,823
30208810 69,448.40 1,507,699SH DEFINE4 0 0 1,507,699
EXPEDITORS INTL WASH INC 30213010 14,397.25 303,100SH DEFINE2 212,300 0 90,800
30213010 2,512.28 52,890SH DEFINE4 0 0 52,890
EXTREME NETWORKS INC 30226D10 35,237.00 334,000SH DEFINE2 900 0 333,100
30226D10 120,682.29 1,143,908SH DEFINE4 0 0 1,143,908
EXXON MOBIL CORPORATION 30231G10 440,890.81 5,616,443SH DEFINE2 2,498,791 0 3,117,652
30231G10 1,909,233.8324,321,450SH DEFINE4 0 0 24,321,450
FBL FINL GROUP INC 30239F10 6,618.15 420,200SH DEFINE2 201,200 0 219,000
30239F10 2,157.04 136,955SH DEFINE4 0 0 136,955
FEI CO 30241L10 0.00 0SH DEFINE2 0 0 0
30241L10 234.85 7,700SH DEFINE4 0 0 7,700
FLIR SYSTEMS INC 30244510 0.00 0SH DEFINE2 0 0 0
30244510 0.00 0SH DEFINE4 0 0 0
FMC CORP 30249130 429.20 7,400SH DEFINE2 0 0 7,400
30249130 29.00 500SH DEFINE4 0 0 500
FPL GROUP INC 30257110 8,974.35 181,300SH DEFINE2 600 0 180,700
30257110 81,907.65 1,654,700SH DEFINE4 0 0 1,654,700
FSI INTL INC 30263310 0.00 0SH DEFINE2 0 0 0
30263310 216.88 10,000SH DEFINE4 0 0 10,000
FACTORY 2U STORES 30307210 12,920.00 341,686SH DEFINE2 243,887 0 97,799
30307210 17,407.44 460,362SH DEFINE4 0 0 460,362
FACTSET RESEARCH SYSTEMS INC30307510 0.00 0SH DEFINE2 0 0 0
30307510 4,923.98 174,300SH DEFINE4 0 0 174,300
FAIR ISSAC & COMPANY INC 30325010 9,473.38 215,304SH DEFINE2 45,600 0 169,704
30325010 902.00 20,500SH DEFINE4 0 0 20,500
FAIRCHILD CORP 30369810 0.00 0SH DEFINE2 0 0 0
30369810 0.00 0SH DEFINE4 0 0 0
FALCON PRODUCTS INC 30607510 4,311.58 453,850SH DEFINE2 210,305 0 243,545
30607510 1,137.15 119,700SH DEFINE4 0 0 119,700
FAMILY DOLLAR STORES INC 30700010 47,766.75 2,441,751SH DEFINE2 538,965 0 1,902,786
30700010 119,356.68 6,101,300SH DEFINE4 0 0 6,101,300
FASTENAL CO 31190010 0.00 0SH DEFINE2 0 0 0
31190010 60.75 1,200SH DEFINE4 0 0 1,200
FREDDIE MAC 31340030 7,312.88 180,565SH DEFINE2 3,375 0 177,190
31340030 231,292.46 5,710,925SH DEFINE4 0 0 5,710,925
FEDERAL-MOGUL CORP 31354910 75.24 7,868SH DEFINE2 994 0 6,874
31354910 1,077.34 112,663SH DEFINE4 0 0 112,663
FANNIE MAE 31358610 62,479.40 1,197,210SH DEFINE2 344,675 0 852,535
31358610 659,901.4912,644,819SH DEFINE4 0 0 12,644,819
FEDERAL REALTY INVT TRUST RE31374720 0.00 0SH DEFINE2 0 0 0
31374720 0.00 0SH DEFINE4 0 0 0
FEDERATED DEPT STORES 31410H10 7,594.59 225,025SH DEFINE2 158,020 0 67,005
31410H10 234,018.62 6,933,885SH DEFINE4 0 0 6,933,885
FEDEX CORPORATION 31428X10 2,751.96 72,420SH DEFINE2 0 0 72,420
31428X10 167.20 4,400SH DEFINE4 0 0 4,400
FERRO CORP 31540510 11,835.35 563,588SH DEFINE2 119,050 0 444,538
31540510 2,327.83 110,849SH DEFINE4 0 0 110,849
FIDELITY NATL FINL INC 31632610 12,664.93 691,600SH DEFINE2 147,500 0 544,100
31632610 2,889.71 157,800SH DEFINE4 0 0 157,800
FIFTH THIRD BANCORP 31677310 197,278.96 3,119,035SH DEFINE2 1,337,150 0 1,781,885
31677310 799,925.9112,647,050SH DEFINE4 0 0 12,647,050
FILENET CORP 31686910 10,260.60 558,400SH DEFINE2 268,000 0 290,400
31686910 3,371.81 183,500SH DEFINE4 0 0 183,500
FINISAR CORPORATION 31787A10 36,976.75 1,412,000SH DEFINE2 183,900 0 1,228,100
31787A10 238,583.84 9,110,600SH DEFINE4 0 0 9,110,600
FINOVA GROUP INC 31792810 0.00 0SH DEFINE2 0 0 0
31792810 29.90 2,300SH DEFINE4 0 0 2,300
FIRST DATA CORP 31996310 4,962.50 100,000SH DEFINE2 0 0 100,000
31996310 0.00 0SH DEFINE4 0 0 0
FIRST MIDWEST BANCORP DEL 32086710 7,459.76 320,850SH DEFINE2 152,800 0 168,050
32086710 2,442.92 105,072SH DEFINE4 0 0 105,072
FIRST HEALTH GROUP CORP 32096010 0.00 0SH DEFINE2 0 0 0
32096010 134.53 4,100SH DEFINE4 0 0 4,100
FIRST SEC CORP DEL 33629410 0.00 0SH DEFINE2 0 0 0
33629410 23.06 1,700SH DEFINE4 0 0 1,700
FIRST TENN NATL CORP 33716210 29.81 1,800SH DEFINE2 600 0 1,200
33716210 12,194.97 736,300SH DEFINE4 0 0 736,300
FIRST UNION CORP 33735810 9,754.71 393,137SH DEFINE2 190,803 0 202,334
33735810 198,036.06 7,981,302SH DEFINE4 0 0 7,981,302
FIRSTWORLD COMM WARRANT 144A33762511 116.20 1,660SH DEFINE2 520 0 1,140
33762511 2,371.60 33,880SH DEFINE4 0 0 33,880
FIRSTCOM CORPORATION 33763T10 0.00 0SH DEFINE2 0 0 0
33763T10 11.90 790SH DEFINE4 0 0 790
FIRSTAR CORPORATION 33763V10 189,925.79 9,017,248SH DEFINE2 3,473,444 0 5,543,804
33763V10 841,792.2039,966,395SH DEFINE4 0 0 39,966,395
FISERV INC 33773810 57,242.85 1,323,534SH DEFINE2 301,985 0 1,021,549
33773810 156,194.13 3,611,425SH DEFINE4 0 0 3,611,425
FIRSTENERGY CORP 33793210 2,370.23 101,400SH DEFINE2 0 0 101,400
33793210 0.00 0SH DEFINE4 0 0 0
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 28,362.39 834,188SH DEFINE2 569,076 0 265,112
33903010 447,122.6813,150,667SH DEFINE4 0 0 13,150,667
FLOORING AMERICA INC 33975610 0.00 0SH DEFINE2 0 0 0
33975610 0.00 0SH DEFINE4 0 0 0
FLORIDA PROGRESS CORP 34110910 22,319.20 476,143SH DEFINE2 95,205 0 380,938
34110910 66,084.38 1,409,800SH DEFINE4 0 0 1,409,800
FLOWSERVE CORPORATION 34354P10 0.00 0SH DEFINE2 0 0 0
34354P10 0.00 0SH DEFINE4 0 0 0
FLUOR CORPORATION 34386110 635.66 20,100SH DEFINE2 0 0 20,100
34386110 94.88 3,000SH DEFINE4 0 0 3,000
FOCAL COMMUNICATIONS CORP 34415510 6,712.78 185,500SH DEFINE2 6,400 0 179,100
34415510 141,855.00 3,920,000SH DEFINE4 0 0 3,920,000
FOMENTO MEXICANO SPONS ADR 34441910 581.34 13,500SH DEFINE2 0 0 13,500
34441910 14.43 335SH DEFINE4 0 0 335
FOOTSTAR INC 34491210 0.00 0SH DEFINE2 0 0 0
34491210 166.25 5,000SH DEFINE4 0 0 5,000
FORD MOTOR COMPANY 34537010 18,104.51 421,035SH DEFINE2 42,861 0 378,174
34537010 329,085.97 7,653,162SH DEFINE4 0 0 7,653,162
FOREST LABS INC 34583810 83,496.70 826,700SH DEFINE2 240,100 0 586,600
34583810 268,153.38 2,654,984SH DEFINE4 0 0 2,654,984
FORRESTER RESEARCH INC 34656310 0.00 0SH DEFINE2 0 0 0
34656310 152.91 2,100SH DEFINE4 0 0 2,100
FORT JAMES CORPORATION 34747110 1,151.63 49,800SH DEFINE2 0 0 49,800
34747110 46.25 2,000SH DEFINE4 0 0 2,000
FORTUNE BRANDS INC 34963110 5,430.07 235,450SH DEFINE2 70,100 0 165,350
34963110 38,635.68 1,675,260SH DEFINE4 0 0 1,675,260
FOUNDATION HEALTH SYSTEMS-A 35040410 0.00 0SH DEFINE2 0 0 0
35040410 75.40 5,800SH DEFINE4 0 0 5,800
FOUNDRY NETWORKS INC 35063R10 58,267.00 529,700SH DEFINE2 85,900 0 443,800
35063R10 178,031.37 1,618,467SH DEFINE4 0 0 1,618,467
FOUR SEASONS HOTEL 35100E10 6,308.92 101,450SH DEFINE2 6,650 0 94,800
35100E10 124,650.49 2,004,430SH DEFINE4 0 0 2,004,430
FOX ENTERTAINMENT GRP INC-A 35138T10 0.00 0SH DEFINE2 0 0 0
35138T10 115.43 3,800SH DEFINE4 0 0 3,800
FRANKLIN RESOURCES INC 35461310 2,630.48 86,600SH DEFINE2 27,000 0 59,600
35461310 13,100.74 431,300SH DEFINE4 0 0 431,300
FREEMARKETS INC 35660210 0.00 0SH DEFINE2 0 0 0
35660210 54,562.61 1,150,200SH DEFINE4 0 0 1,150,200
FREEPORT-MCMORAN COPPER & GO35671D10 85.78 9,400SH DEFINE2 2,945 0 6,455
35671D10 39,338.92 4,311,115SH DEFINE4 0 0 4,311,115
FREEPORT-MCMORAN COPPER 35671D85 424.58 45,900SH DEFINE2 2,275 0 43,625
35671D85 28,367.57 3,066,764SH DEFINE4 0 0 3,066,764
FREESHOP.COM 35687310 3,335.69 561,800SH DEFINE2 402,300 0 159,500
35687310 666.60 112,270SH DEFINE4 0 0 112,270
FREMONT GENERAL CORP 35728810 7,998.60 2,031,390SH DEFINE2 432,460 0 1,598,930
35728810 1,705.79 433,216SH DEFINE4 0 0 433,216
FRITZ COMPANIES INC 35884610 7,533.28 730,500SH DEFINE2 421,800 0 308,700
35884610 2,286.28 221,700SH DEFINE4 0 0 221,700
FULLER H B CO 35969410 17,059.51 374,420SH DEFINE2 79,780 0 294,640
35969410 3,057.24 67,100SH DEFINE4 0 0 67,100
FURNITURE BRANDS INTL INC 36092110 14,443.95 954,972SH DEFINE2 196,000 0 758,972
36092110 38,317.68 2,533,400SH DEFINE4 0 0 2,533,400
G & K SERVICES INC CL A 36126810 11,335.77 452,300SH DEFINE2 216,700 0 235,600
36126810 3,370.91 134,500SH DEFINE4 0 0 134,500
GATX CORP 36144810 0.00 0SH DEFINE2 0 0 0
36144810 88.40 2,600SH DEFINE4 0 0 2,600
GPU INC 36225X10 811.88 30,000SH DEFINE2 0 0 30,000
36225X10 15,287.61 564,900SH DEFINE4 0 0 564,900
GSI LUMONICS INC 36229U10 17,341.32 493,703SH DEFINE2 245,100 0 248,603
36229U10 32,292.91 919,371SH DEFINE4 0 0 919,371
GTE 36232010 0.00 0SH DEFINE2 0 0 0
36232010 0.00 0SH DEFINE4 0 0 0
GT GROUP TELECOM INC-CL B 36235940 0.00 0SH DEFINE2 0 0 0
36235940 319.41 20,200SH DEFINE4 0 0 20,200
GABLES RESIDENTIAL TRUST REI36241810 0.00 0SH DEFINE2 0 0 0
36241810 0.00 0SH DEFINE4 0 0 0
GALILEO INTERNATIONAL INC 36354710 16.70 800SH DEFINE2 0 0 800
36354710 48.01 2,300SH DEFINE4 0 0 2,300
GANNETT INCORPORATED 36473010 4,423.13 73,950SH DEFINE2 47,600 0 26,350
36473010 52,078.74 870,700SH DEFINE4 0 0 870,700
GAP INC 36476010 6,802.72 217,687SH DEFINE2 1,600 0 216,087
36476010 65,350.00 2,091,200SH DEFINE4 0 0 2,091,200
GARDNER DENVER MACHINERY INC36555810 9,194.90 514,400SH DEFINE2 245,500 0 268,900
36555810 2,729.21 152,683SH DEFINE4 0 0 152,683
GATEWAY INC 36762610 5,567.18 98,100SH DEFINE2 133,000 0 -34,900
36762610 271,917.85 4,791,504SH DEFINE4 0 0 4,791,504
GENCORP INC 36868210 14,472.00 1,809,000SH DEFINE2 387,000 0 1,422,000
36868210 2,724.01 340,501SH DEFINE4 0 0 340,501
GENENTECH INC 36871040 335,837.02 1,952,541SH DEFINE2 683,378 0 1,269,163
36871040 1,541,630.95 8,962,971SH DEFINE4 0 0 8,962,971
GENER S.A. -SPONS ADR 36873110 0.00 0SH DEFINE2 0 0 0
36873110 16.16 1,100SH DEFINE4 0 0 1,100
GENERAL CABLE CORP 36930010 31,637.71 3,893,872SH DEFINE2 1,054,080 0 2,839,792
36930010 6,009.48 739,628SH DEFINE4 0 0 739,628
GENERAL DYNAMICS CORPORATION36955010 2,659.53 50,900SH DEFINE2 200 0 50,700
36955010 15,413.75 295,000SH DEFINE4 0 0 295,000
GENERAL ELECTRIC COMPANY 36960410 1,377,921.1425,998,512SH DEFINE2 10,003,860 0 15,994,652
36960410 3,620,048.8868,302,809SH DEFINE4 0 0 68,302,809
GENERAL MILLS INC 37033410 9,952.96 260,208SH DEFINE2 224,570 0 35,638
37033410 89,777.72 2,347,130SH DEFINE4 0 0 2,347,130
AP GENERAL MOTORS CORPORATIO37044210 12,116.66 208,683SH DEFINE2 24,288 0 184,395
37044210 186,283.60 3,208,329SH DEFINE4 0 0 3,208,329
GENERAL MOTORS CORP CL H (NE37044283 136,510.04 1,555,670SH DEFINE2 597,265 0 958,405
37044283 523,834.77 5,969,627SH DEFINE4 0 0 5,969,627
GENESCO INC 37153210 0.00 0SH DEFINE2 0 0 0
37153210 271.46 16,900SH DEFINE4 0 0 16,900
GENTEX CORP 37190110 0.00 0SH DEFINE2 0 0 0
37190110 42.71 1,700SH DEFINE4 0 0 1,700
GENLYTE GROUPINC 37230210 0.00 0SH DEFINE2 0 0 0
37230210 0.00 0SH DEFINE4 0 0 0
GENUINE PARTS COMPANY 37246010 887.00 44,350SH DEFINE2 0 0 44,350
37246010 110.00 5,500SH DEFINE4 0 0 5,500
GENZYME TRANSGENICS CORP 37246E10 0.00 0SH DEFINE2 0 0 0
37246E10 0.00 0SH DEFINE4 0 0 0
GENZYME CORP 37291710 172.61 2,904SH DEFINE2 429 0 2,475
37291710 3,038.21 51,116SH DEFINE4 0 0 51,116
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 1,723.49 65,657SH DEFINE2 3,113 0 62,544
37329810 3,495.27 133,153SH DEFINE4 0 0 133,153
GERBER SCIENTIFIC INC 37373010 10,168.30 884,200SH DEFINE2 188,900 0 695,300
37373010 2,234.45 194,300SH DEFINE4 0 0 194,300
GETTHERE.COM INC 37426610 0.00 0SH DEFINE2 0 0 0
37426610 80.28 7,600SH DEFINE4 0 0 7,600
GETTY IMAGES INC 37427610 236.66 6,385SH DEFINE2 819 0 5,567
37427610 1,994.14 53,805SH DEFINE4 0 0 53,805
GILAT SATELLITE NETWORKS LTD3752559A 0.00 0SH DEFINE2 0 0 0
3752559A 349.52 7,079SH DEFINE4 0 0 7,079
GILEAD SCIENCES INC 37555810 31,803.59 447,151SH DEFINE2 104,461 0 342,690
37555810 118,966.17 1,672,635SH DEFINE4 0 0 1,672,635
GILLETTE COMPANY THE 37576610 9,265.43 265,200SH DEFINE2 1,300 0 263,900
37576610 54,858.86 1,570,200SH DEFINE4 0 0 1,570,200
GLATFELTER PH CO 37731610 6,727.70 660,388SH DEFINE2 141,460 0 518,928
37731610 646.91 63,500SH DEFINE4 0 0 63,500
GLOBAL LIGHT TELECOM INC 37934X10 1,129.08 103,230SH DEFINE2 11,200 0 92,030
37934X10 407.20 37,230SH DEFINE4 0 0 37,230
GLOBAL MARINE INC 37935240 52,263.85 1,854,150SH DEFINE2 425,450 0 1,428,700
37935240 151,975.73 5,391,600SH DEFINE4 0 0 5,391,600
GLOBAL TELESYSTEMS INC 37936U10 5,320.40 441,069SH DEFINE2 21,481 0 419,588
37936U10 150,936.6512,512,883SH DEFINE4 0 0 12,512,883
GLOBESPAN INC 37957110 10,675.73 87,450SH DEFINE2 6,550 0 80,900
37957110 470,721.04 3,855,900SH DEFINE4 0 0 3,855,900
GLOBIX CORPORATION 37957F10 10,933.56 373,000SH DEFINE2 266,900 0 106,100
37957F10 1,878.35 64,080SH DEFINE4 0 0 64,080
GLOBO CABO SA ADR 37957X10 1,309.80 94,400SH DEFINE2 12,500 0 81,900
37957X10 580.95 41,870SH DEFINE4 0 0 41,870
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 111.00 136,618SH 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 1,567.20 38,400SH DEFINE2 0 0 38,400
38131710 0.00 0SH DEFINE4 0 0 0
GOLDMAN SACHS GROUP INC 38141G10 39,993.89 421,543SH DEFINE2 600 0 420,943
38141G10 173,763.56 1,831,500SH DEFINE4 0 0 1,831,500
GOODRICH B F CO 38238810 885.63 26,000SH DEFINE2 0 0 26,000
38238810 109.00 3,200SH DEFINE4 0 0 3,200
GOODYEAR TIRE & RUBBER CO 38255010 778.00 38,900SH DEFINE2 0 0 38,900
38255010 34.00 1,700SH DEFINE4 0 0 1,700
GO2NET INC 38348610 0.00 0SH DEFINE2 0 0 0
38348610 13,378.09 265,900SH DEFINE4 0 0 265,900
W.R. GRACE & CO 38388F10 197.64 16,300SH DEFINE2 0 0 16,300
38388F10 0.00 0SH DEFINE4 0 0 0
W W GRAINGER 38480210 4,965.90 161,165SH DEFINE2 94,705 0 66,460
38480210 22,316.11 724,255SH DEFINE4 0 0 724,255
GRANITE CONSTUCTION INC 38732810 0.00 0SH DEFINE2 0 0 0
38732810 0.00 0SH DEFINE4 0 0 0
GRANT PRIDECO INC 38821G10 155.00 6,200SH DEFINE2 6,200 0 0
38821G10 26,935.00 1,077,400SH DEFINE4 0 0 1,077,400
GREAT ATLANTIC & PAC TEA INC39006410 154.61 9,300SH DEFINE2 0 0 9,300
39006410 0.00 0SH DEFINE4 0 0 0
GREAT LAKES CHEMICAL CORP 39056810 415.80 13,200SH DEFINE2 0 0 13,200
39056810 37.80 1,200SH DEFINE4 0 0 1,200
GREATER BAY BANCORP 39164810 0.00 0SH DEFINE2 0 0 0
39164810 3,459.50 74,000SH DEFINE4 0 0 74,000
GREENPOINT FINANACIAL CORP 39538410 7,391.63 394,220SH DEFINE2 180,153 0 214,067
39538410 114.38 6,100SH DEFINE4 0 0 6,100
GRUPO RADIO CENTRO SA-SP ADR40049C10 0.00 0SH DEFINE2 0 0 0
40049C10 11.38 1,000SH DEFINE4 0 0 1,000
GRUPO TELEVISA SA DE CV GDR 40049J20 76,608.18 1,111,270SH DEFINE2 232,389 0 878,881
40049J20 51,397.11 745,561SH DEFINE4 0 0 745,561
GRUPO IUSACELL-ADR V 40050B10 14,372.38 919,832SH DEFINE2 15,200 0 904,632
40050B10 814.06 52,100SH DEFINE4 0 0 52,100
GUCCI GROUP NV-NY REG SHRS 40156610 279,883.83 2,953,919SH DEFINE2 847,786 0 2,106,133
40156610 175,364.44 1,850,812SH DEFINE4 0 0 1,850,812
GUESS INC 40161710 0.00 0SH DEFINE2 0 0 0
40161710 123.20 8,800SH DEFINE4 0 0 8,800
GUIDANT CORP 40169810 3,677.85 74,300SH DEFINE2 0 0 74,300
40169810 287.10 5,800SH DEFINE4 0 0 5,800
GUILFORD PHARMACEUTICALS INC40182910 0.00 0SH DEFINE2 0 0 0
40182910 19,927.69 1,323,000SH DEFINE4 0 0 1,323,000
GULFMARK OFFSHORE INC 40262910 6,330.80 258,400SH DEFINE2 121,600 0 136,800
40262910 1,915.90 78,200SH DEFINE4 0 0 78,200
GYMBOREE CORP 40377710 0.00 0SH DEFINE2 0 0 0
40377710 0.00 0SH DEFINE4 0 0 0
HCA-THE HEALTHCARE CO 40411910 7,285.44 239,850SH DEFINE2 40,000 0 199,850
40411910 375,709.7712,369,046SH DEFINE4 0 0 12,369,046
SABANCI HOLDINGS 144A ADR 40450N10 0.00 0SH DEFINE2 137,047 0 -137,047
40450N10 987.21 337,509SH DEFINE4 0 0 337,509
SABANCI HOLDINGS REGS ADR 40450N20 2,921.14 998,682SH DEFINE2 0 0 998,682
40450N20 301.44 103,056SH DEFINE4 0 0 103,056
HAEMONETICS CORP MASS 40502410 8,091.30 385,300SH DEFINE2 186,600 0 198,700
40502410 2,349.00 111,857SH DEFINE4 0 0 111,857
HAIN CELESTIAL GROUP INC 40521710 12,257.29 334,100SH DEFINE2 239,100 0 95,000
40521710 2,103.66 57,340SH DEFINE4 0 0 57,340
HALL KINION & ASSOCIATES INC40606910 13,361.64 401,100SH DEFINE2 287,100 0 114,000
40606910 2,621.03 78,680SH DEFINE4 0 0 78,680
HALLIBURTON CO 40621610 46,807.64 991,950SH DEFINE2 195,500 0 796,450
40621610 376,442.53 7,977,590SH DEFINE4 0 0 7,977,590
HANDSPRING INC 41029310 9,076.05 336,150SH DEFINE2 67,300 0 268,850
41029310 0.00 0SH DEFINE4 0 0 0
HANNA M A CO 41052210 21,395.46 2,377,273SH DEFINE2 689,200 0 1,688,073
41052210 4,794.80 532,755SH DEFINE4 0 0 532,755
HANNAFORD BROTHERS CO 41055010 0.00 0SH DEFINE2 0 0 0
41055010 0.00 0SH DEFINE4 0 0 0
HANOVER COMPRESSOR CO 41076810 102.93 4,017SH DEFINE2 490 0 3,527
41076810 1,133.02 44,215SH DEFINE4 0 0 44,215
HARCOURT GENERAL INC 41163G10 951.56 17,500SH DEFINE2 0 0 17,500
41163G10 108.75 2,000SH DEFINE4 0 0 2,000
HARLEY-DAVIDSON INC 41282210 45,514.70 1,182,200SH DEFINE2 222,400 0 959,800
41282210 114,445.10 2,972,600SH DEFINE4 0 0 2,972,600
HARMAN INTERNATIONAL 41308610 0.00 0SH DEFINE2 0 0 0
41308610 0.00 0SH DEFINE4 0 0 0
HARMONIC INC 41316010 0.00 0SH DEFINE2 0 0 0
41316010 146.03 5,900SH DEFINE4 0 0 5,900
HARRAHS ENTERTAINMENT INC 41361910 640.69 30,600SH DEFINE2 0 0 30,600
41361910 73.28 3,500SH DEFINE4 0 0 3,500
HARSCO CORP 41586410 0.00 0SH DEFINE2 0 0 0
41586410 0.00 0SH DEFINE4 0 0 0
HARTE-HANKS INC 41619610 9,088.25 363,530SH DEFINE2 77,600 0 285,930
41619610 2,056.25 82,250SH DEFINE4 0 0 82,250
HARTFORD FINANCIAL SVCS GRP 41651510 11,773.73 210,480SH DEFINE2 52,150 0 158,330
41651510 331,169.30 5,920,345SH DEFINE4 0 0 5,920,345
HASBRO INC 41805610 4,708.61 312,605SH DEFINE2 252,779 0 59,826
41805610 23,370.15 1,551,545SH DEFINE4 0 0 1,551,545
HAVERTY FURNITURE 41959610 0.00 0SH DEFINE2 0 0 0
41959610 286.45 33,700SH DEFINE4 0 0 33,700
HAWAIIAN ELEC INDS 41987010 0.00 0SH DEFINE2 0 0 0
41987010 5,115.47 155,900SH DEFINE4 0 0 155,900
HEALTHSOUTH CORP 42192410 2,284.05 317,780SH DEFINE2 85,174 0 232,607
42192410 19,578.64 2,723,985SH DEFINE4 0 0 2,723,985
HEALTH MANAGEMENT ASSOCIATES42193310 13,445.88 1,029,350SH DEFINE2 229,600 0 799,750
42193310 64,860.54 4,965,400SH DEFINE4 0 0 4,965,400
HEIDRICK & STRUGGLES INTL 42281910 0.00 0SH DEFINE2 0 0 0
42281910 6,558.69 103,900SH DEFINE4 0 0 103,900
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 17,305.49 395,554SH DEFINE2 95,375 0 300,179
42307410 231,361.77 5,288,269SH DEFINE4 0 0 5,288,269
HELIX TECHNOLOGY CORP 42331910 24,100.05 617,950SH DEFINE2 354,050 0 263,900
42331910 4,236.57 108,630SH DEFINE4 0 0 108,630
HELLENIC TELECOMMUN ORG-ADR 42332530 3,000.73 246,214SH DEFINE2 0 0 246,214
42332530 6,692.16 549,100SH DEFINE4 0 0 549,100
HELLER FINANCIAL INC 42332810 0.00 0SH DEFINE2 0 0 0
42332810 71.75 3,500SH DEFINE4 0 0 3,500
HELMERICH & PAYNE INC 42345210 15,762.68 421,744SH DEFINE2 90,100 0 331,644
42345210 2,651.53 70,944SH DEFINE4 0 0 70,944
HENRY (JACK) & ASSOCIATES 42628110 0.00 0SH DEFINE2 0 0 0
42628110 160.40 3,200SH DEFINE4 0 0 3,200
HERCULES INCORPORATED 42705610 365.63 26,000SH DEFINE2 0 0 26,000
42705610 45.00 3,200SH DEFINE4 0 0 3,200
HERSHEY FOODS CORP 42786610 1,615.05 33,300SH DEFINE2 0 0 33,300
42786610 38.80 800SH DEFINE4 0 0 800
HEWLETT PACKARD CO 42823610 297,634.51 2,383,460SH DEFINE2 1,233,421 0 1,150,039
42823610 1,220,207.35 9,771,430SH DEFINE4 0 0 9,771,430
HEXCEL CORP NEW 42829110 0.00 0SH DEFINE2 0 0 0
42829110 3,782.90 398,200SH DEFINE4 0 0 398,200
HILTON HOTELS CORPORATION 43284810 856.88 91,400SH DEFINE2 0 0 91,400
43284810 62.81 6,700SH DEFINE4 0 0 6,700
HISPANIC BROADCASTING CORP 43357B10 4,649.43 140,360SH DEFINE2 8,100 0 132,260
43357B10 176,226.39 5,320,042SH DEFINE4 0 0 5,320,042
HOME DEPOT 43707610 533,613.0010,685,617SH DEFINE2 4,528,953 0 6,156,664
43707610 1,445,634.9528,948,885SH DEFINE4 0 0 28,948,885
HOMESTAKE MNG CO 43761410 446.88 65,000SH DEFINE2 0 0 65,000
43761410 0.00 0SH DEFINE4 0 0 0
HOMESTORE.COM INC 43785210 0.00 0SH DEFINE2 0 0 0
43785210 38,247.30 1,310,400SH DEFINE4 0 0 1,310,400
HON INDUSTRIES INC 43809210 6,175.80 262,800SH DEFINE2 127,700 0 135,100
43809210 2,004.97 85,318SH DEFINE4 0 0 85,318
HONEYWELL INTERNATIONAL INC 43851610 11,131.76 330,442SH DEFINE2 121,745 0 208,697
43851610 126,939.39 3,768,145SH DEFINE4 0 0 3,768,145
HOOPER HOLMES INC 43910410 4,513.60 564,200SH DEFINE2 120,600 0 443,600
43910410 572.80 71,600SH DEFINE4 0 0 71,600
HARCE MANN EDUCATORS CORP NE44032710 10,423.50 694,900SH DEFINE2 148,150 0 546,750
44032710 2,173.50 144,900SH DEFINE4 0 0 144,900
HOST MARRIOTT CORP 44107P10 31.88 3,400SH DEFINE2 0 0 3,400
44107P10 108.75 11,600SH DEFINE4 0 0 11,600
HOTEL RESERVATIONS INC-CL A 44145110 7,092.40 238,400SH DEFINE2 170,700 0 67,700
44145110 1,356.60 45,600SH DEFINE4 0 0 45,600
HOUSEHOLD INTERNATIONAL INC 44181510 10,646.90 256,166SH DEFINE2 42,620 0 213,546
44181510 262,637.80 6,319,105SH DEFINE4 0 0 6,319,105
HUBBELL INC CL B 44351020 0.00 0SH DEFINE2 0 0 0
44351020 30.60 1,200SH DEFINE4 0 0 1,200
HUDSON UNITED BANCORP 44416510 14,176.93 631,841SH DEFINE2 135,077 0 496,764
44416510 2,716.44 121,067SH DEFINE4 0 0 121,067
HUFFY CORP 44435610 0.00 0SH DEFINE2 0 0 0
44435610 0.00 0SH DEFINE4 0 0 0
HUMANA INC 44485910 196.95 40,400SH DEFINE2 0 0 40,400
44485910 0.00 0SH DEFINE4 0 0 0
HUMAN GENOME SCIENCES INC 44490310 298.42 2,237SH DEFINE2 320 0 1,918
44490310 627.29 4,703SH DEFINE4 0 0 4,703
HUNTINGTON BANCSHARES 44615010 927.28 58,642SH DEFINE2 1,500 0 57,142
44615010 33,428.89 2,114,080SH DEFINE4 0 0 2,114,080
HYBRID NETWORKS INC 44860K10 564.55 63,611SH DEFINE2 63,611 0 0
44860K10 0.00 0SH DEFINE4 0 0 0
IDT CORP 44894710 0.00 0SH DEFINE2 0 0 0
44894710 0.00 0SH DEFINE4 0 0 0
HYPERION SOLUTIONS CORP 44914M10 10,882.78 335,500SH DEFINE2 160,000 0 175,500
44914M10 6,954.60 214,400SH DEFINE4 0 0 214,400
IBP INC 44922310 0.00 0SH DEFINE2 0 0 0
44922310 54.03 3,500SH DEFINE4 0 0 3,500
ICG COMMUNICATIONS INC 44924610 3,203.48 145,200SH DEFINE2 0 0 145,200
44924610 58,520.78 2,652,500SH DEFINE4 0 0 2,652,500
ICICI LTD -SPONS ADR 44926P20 5,101.11 272,059SH DEFINE2 27,600 0 244,459
44926P20 1,785.00 95,200SH DEFINE4 0 0 95,200
ICO INC 44929310 0.00 0SH DEFINE2 0 0 0
44929310 0.00 0SH DEFINE4 0 0 0
IDEC PHARMACEUTICAL CORP 44937010 8,248.49 70,312SH DEFINE2 6,462 0 63,851
44937010 35,175.03 299,840SH DEFINE4 0 0 299,840
IDX SYSTEMS CORP 44949110 0.00 0SH DEFINE2 0 0 0
44949110 0.00 0SH DEFINE4 0 0 0
IFR SYSTEMS 44950710 1,023.48 204,695SH DEFINE2 44,490 0 160,205
44950710 959.76 191,951SH DEFINE4 0 0 191,951
IGEN INTERNATIONAL INC 44953610 1,257.09 75,900SH DEFINE2 54,100 0 21,800
44953610 208.69 12,600SH DEFINE4 0 0 12,600
IMS HEALTH INC 44993410 1,395.00 77,500SH DEFINE2 900 0 76,600
44993410 19,090.80 1,060,600SH DEFINE4 0 0 1,060,600
ISS GROUP INC 45030610 30,212.72 306,000SH DEFINE2 43,050 0 262,950
45030610 206,581.93 2,092,300SH DEFINE4 0 0 2,092,300
IBEAM BROADCASTING CORP 45073P10 19.80 1,100SH DEFINE2 0 0 1,100
45073P10 417.60 23,200SH DEFINE4 0 0 23,200
ITT INDUSTRIES INC 45091110 665.21 21,900SH DEFINE2 0 0 21,900
45091110 0.00 0SH DEFINE4 0 0 0
ICICI BANK LTD-SPONS ADR 45104G10 4,702.35 324,300SH DEFINE2 35,200 0 289,100
45104G10 1,699.40 117,200SH DEFINE4 0 0 117,200
IDEXX LABS INC 45168D10 23,038.67 1,007,155SH DEFINE2 346,400 0 660,755
45168D10 94,628.04 4,136,745SH DEFINE4 0 0 4,136,745
IFINT DIVERSIFIED HOLDINGS 14516999B 0.00 0SH DEFINE2 0 0 0
4516999B 56.56 28,278SH DEFINE4 0 0 28,278
ILEX ONCOLOGY INC 45192310 4,924.43 139,700SH DEFINE2 99,700 0 40,000
45192310 826.26 23,440SH DEFINE4 0 0 23,440
ILLINOIS TOOL WORKS INC 45230810 14,584.13 255,862SH DEFINE2 56,950 0 198,912
45230810 162,384.74 2,848,855SH DEFINE4 0 0 2,848,855
IMATION CORPORATION 45245A10 6,591.75 224,400SH DEFINE2 108,600 0 115,800
45245A10 1,921.13 65,400SH DEFINE4 0 0 65,400
IMCLONE SYSTEMS 45245W10 81.17 1,062SH DEFINE2 145 0 917
45245W10 461.34 6,036SH DEFINE4 0 0 6,036
IMMUNEX CORP 45252810 26,435.66 534,729SH DEFINE2 70,650 0 464,079
45252810 174,667.63 3,533,100SH DEFINE4 0 0 3,533,100
IMPERIAL BANCORP 45255610 5,018.40 322,467SH DEFINE2 152,616 0 169,851
45255610 1,626.39 104,507SH DEFINE4 0 0 104,507
IMPCO TECHNOLOGIES INC 45255W10 0.00 0SH DEFINE2 0 0 0
45255W10 0.00 0SH DEFINE4 0 0 0
IMPERIAL OIL LTD 45303840 1,842.75 75,600SH DEFINE2 0 0 75,600
45303840 0.00 0SH DEFINE4 0 0 0
INACOM CORP 45323G10 0.00 0SH DEFINE2 0 0 0
45323G10 11.69 194,775SH DEFINE4 0 0 194,775
INCO LTD 45325840 969.07 63,029SH DEFINE2 0 0 63,029
45325840 4,347.76 282,781SH DEFINE4 0 0 282,781
INCYTE GENOMICS INC 45337C10 0.00 0SH DEFINE2 0 0 0
45337C10 106.84 1,300SH DEFINE4 0 0 1,300
INFINITY BROADCATING CL A 45662S10 62,643.31 1,719,199SH DEFINE2 70,862 0 1,648,337
45662S10 1,532,450.1242,056,950SH DEFINE4 0 0 42,056,950
I-NET TECHNOLOGIES 45662V10 0.00 0SH DEFINE2 0 0 0
45662V10 141.05 2,600SH DEFINE4 0 0 2,600
INFOCUS CORPORATION 45665B10 0.00 0SH DEFINE2 0 0 0
45665B10 270.38 8,400SH DEFINE4 0 0 8,400
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 303.95 105,263SH DEFINE2 0 0 105,263
4566649B 0.00 0SH DEFINE4 0 0 0
INFORMATICA CORP 45666Q10 26,044.33 317,856SH DEFINE2 146,600 0 171,256
45666Q10 316,263.02 3,859,808SH DEFINE4 0 0 3,859,808
INFORMATION ARCHITECTS CORP 45669R10 0.00 0SH DEFINE2 0 0 0
45669R10 133.20 19,200SH DEFINE4 0 0 19,200
INFORMATION HOLDINGS INC 45672710 9,301.80 251,400SH DEFINE2 178,600 0 72,800
45672710 29,426.10 795,300SH DEFINE4 0 0 795,300
INFORMATION RESOURCE ENGINEE45675F30 0.00 0SH DEFINE2 0 0 0
45675F30 335.83 13,300SH DEFINE4 0 0 13,300
INFORMIX CORP 45677910 0.00 0SH DEFINE2 0 0 0
45677910 260.31 35,000SH DEFINE4 0 0 35,000
INFOSPACE INC 45678T10 52,349.38 947,500SH DEFINE2 211,200 0 736,300
45678T10 647,872.9411,726,207SH DEFINE4 0 0 11,726,207
INGERSOLL-RAND COMPANY 45686610 1,851.29 45,995SH DEFINE2 909 0 45,085
45686610 15,942.61 396,090SH DEFINE4 0 0 396,090
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 31,851.84 313,908SH DEFINE2 61,785 0 252,123
45719110 176,509.94 1,739,550SH DEFINE4 0 0 1,739,550
INKTOMI CORP 45727710 31,821.08 269,100SH DEFINE2 83,400 0 185,700
45727710 120,895.37 1,022,371SH DEFINE4 0 0 1,022,371
INSIGHT ENTERPRISES INC 45765U10 0.00 0SH DEFINE2 0 0 0
45765U10 0.00 0SH DEFINE4 0 0 0
INSITUFORM TECHNOLOGIES INC 45766710 8,902.43 328,200SH DEFINE2 234,700 0 93,500
45766710 1,497.57 55,210SH DEFINE4 0 0 55,210
INSIGNIA FINL GROUP WARRANT 45767A11 4.47 1,788SH DEFINE2 0 0 1,788
45767A11 0.00 0SH DEFINE4 0 0 0
INTEGRAMED AMERICA INC 45810N30 0.00 0SH DEFINE2 0 0 0
45810N30 0.00 0SH DEFINE4 0 0 0
INTEGRATED DEVICE TECHNOLOGY45811810 52.29 873SH DEFINE2 873 0 0
45811810 0.00 0SH DEFINE4 0 0 0
INTEGRATED SILICON SOLUTION 45812P10 22,100.80 581,600SH DEFINE2 416,000 0 165,600
45812P10 4,192.54 110,330SH DEFINE4 0 0 110,330
INTEL CORPORATION 45814010 1,378,892.6810,314,298SH DEFINE2 3,662,848 0 6,651,450
45814010 3,247,313.3624,290,329SH DEFINE4 0 0 24,290,329
INTELCOM GROUP WARRANTS 144A45814F11 690.69 43,168SH DEFINE2 0 0 43,168
45814F11 9,265.30 579,081SH DEFINE4 0 0 579,081
INTER ACT SYS INC 45816F10 0.00 106,607SH DEFINE2 50,357 0 56,250
45816F10 0.00 1,260,358SH DEFINE4 0 0 1,260,358
INTER-TEL INC 45837210 4,478.23 278,800SH DEFINE2 59,200 0 219,600
45837210 930.02 57,900SH DEFINE4 0 0 57,900
INTEREP NATL RADIO SALES-A 45866V10 838.84 157,900SH DEFINE2 113,900 0 44,000
45866V10 190.66 35,889SH DEFINE4 0 0 35,889
INTERLIANT INC 45874210 0.00 1,130SH DEFINE2 188 0 942
45874210 0.00 3,578SH DEFINE4 0 0 3,578
INTERMEDIA COMMUNICATIONS IN45880110 6,106.49 205,260SH DEFINE2 107,860 0 97,400
45880110 73,844.36 2,482,163SH DEFINE4 0 0 2,482,163
INTERNAP NETWORK SERVICES 45885A10 0.00 0SH DEFINE2 0 0 0
45885A10 31,340.15 754,900SH DEFINE4 0 0 754,900
INTERNATIONAL BUSINESS MACHI45920010 78,090.56 712,749SH DEFINE2 243,729 0 469,020
45920010 1,235,401.9911,275,774SH DEFINE4 0 0 11,275,774
INTERNATIONAL FLAVORS & FRAG45950610 781.86 25,900SH DEFINE2 0 0 25,900
45950610 123.77 4,100SH DEFINE4 0 0 4,100
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 95.40 3,600SH DEFINE4 0 0 3,600
INTERNATIONAL MULTIFOODS COR46004310 25,514.04 1,473,735SH DEFINE2 443,700 0 1,030,035
46004310 5,534.03 319,655SH DEFINE4 0 0 319,655
INTERNATIONAL PAPER CO 46014610 4,576.21 153,500SH DEFINE2 6,441 0 147,059
46014610 101,426.91 3,402,160SH DEFINE4 0 0 3,402,160
INTERNATIONAL RECTIFIER CORP46025410 10,236.91 182,802SH DEFINE2 87,660 0 95,142
46025410 3,396.12 60,645SH DEFINE4 0 0 60,645
INTL SPEEDWAY CORP-CL A 46033520 5,271.18 127,400SH DEFINE2 7,500 0 119,900
46033520 103,574.04 2,503,300SH DEFINE4 0 0 2,503,300
INTERNET CAPITAL GROUP INC 46059C10 140.87 3,806SH DEFINE2 518 0 3,288
46059C10 1,855.13 50,118SH DEFINE4 0 0 50,118
INTERNET PICTURE 446059S10 0.00 0SH DEFINE2 0 0 0
46059S10 0.00 7,800SH DEFINE4 0 0 7,800
INTERPUBLIC GROUP COS INC 46069010 259,898.55 6,044,152SH DEFINE2 2,420,298 0 3,623,854
46069010 439,074.3310,211,031SH DEFINE4 0 0 10,211,031
INTERSTATE BAKERIES 46072H10 111.02 7,930SH DEFINE2 885 0 7,045
46072H10 250.03 17,860SH DEFINE4 0 0 17,860
INTERTAN INC 46112010 0.00 0SH DEFINE2 0 0 0
46112010 0.00 0SH DEFINE4 0 0 0
INTERTRUST TECHNOLOGIES CORP46113Q10 0.00 0SH DEFINE2 0 0 0
46113Q10 162.86 7,100SH DEFINE4 0 0 7,100
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 5,499.22 50,000SH DEFINE2 0 0 50,000
46114T10 223,713.72 2,034,050SH DEFINE4 0 0 2,034,050
INTIMATE BRANDS INC 46115610 18,160.13 919,500SH DEFINE2 540,900 0 378,600
46115610 3,530.29 178,749SH DEFINE4 0 0 178,749
INTUIT INC 46120210 49,204.60 1,189,235SH DEFINE2 215,200 0 974,035
46120210 494,736.8911,957,387SH DEFINE4 0 0 11,957,387
INVACARE CORPORATION 46120310 16,382.60 624,099SH DEFINE2 131,880 0 492,219
46120310 2,710.71 103,265SH DEFINE4 0 0 103,265
INVITROGEN CORP 46185R10 18,844.24 250,578SH DEFINE2 200,235 0 50,343
46185R10 62,338.02 828,929SH DEFINE4 0 0 828,929
INVESTORS FINANCIAL SVCS COR46191510 3,575.84 90,100SH DEFINE2 41,000 0 49,100
46191510 13,771.56 347,000SH DEFINE4 0 0 347,000
IPALCO ENTERPRISES INC 46261310 5,499.76 273,280SH DEFINE2 103,460 0 169,820
46261310 6,987.40 347,200SH DEFINE4 0 0 347,200
IRWIN FINANCIAL CORP 46411910 0.00 0SH DEFINE2 0 0 0
46411910 0.00 0SH DEFINE4 0 0 0
ISIS PHARMACEUTICALS 46433010 0.00 0SH DEFINE2 0 0 0
46433010 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 205,545.42 1,971,363SH DEFINE2 711,694 0 1,259,669
46575410 815,014.66 7,816,715SH DEFINE4 0 0 7,816,715
IVAX CORP 46582310 73,131.25 1,762,199SH DEFINE2 329,277 0 1,432,922
46582310 328,084.05 7,905,640SH DEFINE4 0 0 7,905,640
JDS UNIPHASE CORPORATION 46612J10 555,871.40 4,637,092SH DEFINE2 1,704,400 0 2,932,692
46612J10 3,269,104.4127,270,944SH DEFINE4 0 0 27,270,944
JDA SOFTWARE GROUP INC 46612K10 9,518.92 496,100SH DEFINE2 238,100 0 258,000
46612K10 2,960.63 154,300SH DEFINE4 0 0 154,300
J. JILL GROUP INC 46618910 7,755.15 1,193,100SH DEFINE2 451,700 0 741,400
46618910 1,320.80 203,200SH DEFINE4 0 0 203,200
JLK DIRECT DISTRIBUTION-CL A46621C10 1,183.92 231,008SH DEFINE2 112,312 0 118,696
46621C10 287.24 56,046SH DEFINE4 0 0 56,046
JABIL CIRCUIT INC 46631310 59,842.79 1,205,900SH DEFINE2 167,610 0 1,038,290
46631310 773,768.3815,592,310SH DEFINE4 0 0 15,592,310
JACK IN THE BOX INC 46636710 0.00 0SH DEFINE2 0 0 0
46636710 280.73 11,400SH DEFINE4 0 0 11,400
JAKKS PACIFIC INC 47012E10 0.00 0SH DEFINE2 0 0 0
47012E10 132.75 9,000SH DEFINE4 0 0 9,000
JEFFERSON PILOT CORP 47507010 4,680.64 82,935SH DEFINE2 76,280 0 6,655
47507010 25,552.36 452,755SH DEFINE4 0 0 452,755
JOHNSON & JOHNSON 47816010 54,770.14 537,621SH DEFINE2 346,457 0 191,164
47816010 1,056,328.0810,368,865SH DEFINE4 0 0 10,368,865
JOHNSON CONTROLS INC 47836610 1,139.14 22,200SH DEFINE2 300 0 21,900
47836610 19,816.89 386,200SH DEFINE4 0 0 386,200
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 25.85 1,100SH DEFINE2 0 0 1,100
48007410 108.10 4,600SH DEFINE4 0 0 4,600
JONES PHARMA INC 48023610 0.00 0SH DEFINE2 0 0 0
48023610 391.39 9,800SH DEFINE4 0 0 9,800
JUNIPER NETWORKS INC 48203R10 138,660.10 952,581SH DEFINE2 191,505 0 761,076
48203R10 1,000,729.85 6,874,915SH DEFINE4 0 0 6,874,915
KLA-TENCOR CORPORATION 48248010 23,662.76 404,060SH DEFINE2 16,700 0 387,360
48248010 504,786.50 8,619,620SH DEFINE4 0 0 8,619,620
KMC TELECOM WARR P/P 144A 4/48256212 39.39 13,130SH DEFINE2 4,790 0 8,340
48256212 258.27 86,089SH DEFINE4 0 0 86,089
K MART CORPORATION 48258410 3,716.19 545,496SH DEFINE2 103,186 0 442,310
48258410 166,181.6624,393,639SH DEFINE4 0 0 24,393,639
KANA COMMUNICATIONS INC 48360010 7,752.44 125,292SH DEFINE2 5,250 0 120,042
48360010 257,058.33 4,154,478SH DEFINE4 0 0 4,154,478
KANA COMM P/P (PRIVATE) 4836009A 3,124.07 56,100SH DEFINE2 0 0 56,100
4836009A 97,113.43 1,743,900SH DEFINE4 0 0 1,743,900
KANSAS CITY SOUTHERN INDS 48517010 2,447.78 27,600SH DEFINE2 200 0 27,400
48517010 27,386.70 308,800SH DEFINE4 0 0 308,800
KAUFMAN & BROAD HOME CORP 48616810 231.81 11,700SH DEFINE2 0 0 11,700
48616810 0.00 0SH DEFINE4 0 0 0
KEANE INC 48666510 5,200.81 240,500SH DEFINE2 119,900 0 120,600
48666510 1,993.83 92,200SH DEFINE4 0 0 92,200
KEITHLEY INSTRUMENTS INC 48758410 13,957.43 160,200SH DEFINE2 114,300 0 45,900
48758410 14,889.66 170,900SH DEFINE4 0 0 170,900
KELLOGG COMPANY 48783610 3,288.00 110,521SH DEFINE2 3,885 0 106,636
48783610 153,890.21 5,172,780SH DEFINE4 0 0 5,172,780
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
KEMET CORP 48836010 0.00 0SH DEFINE2 0 0 0
48836010 2,303.24 91,900SH DEFINE4 0 0 91,900
KENNAMETAL INC 48917010 0.00 0SH DEFINE2 0 0 0
48917010 0.00 0SH DEFINE4 0 0 0
KENT ELECTRONICS CORP 49055310 17,993.09 603,542SH DEFINE2 347,302 0 256,239
49055310 10,014.45 335,914SH DEFINE4 0 0 335,914
KERR-MCGEE CORP 49238610 2,898.40 49,178SH DEFINE2 442 0 48,735
49238610 454.51 7,712SH DEFINE4 0 0 7,712
KEY PRODUCTION COMPANY INC 49313810 0.00 0SH DEFINE2 0 0 0
49313810 309.75 17,700SH DEFINE4 0 0 17,700
KEYCORP 49326710 1,963.43 111,400SH DEFINE2 900 0 110,500
49326710 19,429.80 1,102,400SH DEFINE4 0 0 1,102,400
KEYNOTE SYSTEMS INC 49330810 5,588.55 79,200SH DEFINE2 0 0 79,200
49330810 57,183.85 810,400SH DEFINE4 0 0 810,400
KEYSPAN CORPORATION 49337W10 0.00 0SH DEFINE2 0 0 0
49337W10 19,120.35 621,800SH DEFINE4 0 0 621,800
KEYSTONE CONS IND INC 49342210 0.00 0SH DEFINE2 0 0 0
49342210 0.00 0SH DEFINE4 0 0 0
KIMBERLY CLARK CORP 49436810 267,845.55 4,668,332SH DEFINE2 1,942,855 0 2,725,477
49436810 791,887.9113,801,968SH DEFINE4 0 0 13,801,968
KIMCO REALTY 49446R10 0.00 0SH DEFINE2 0 0 0
49446R10 32.80 800SH DEFINE4 0 0 800
KINDER MORGAN INC 49455P10 380.19 11,000SH DEFINE2 1,375 0 9,625
49455P10 12,081.32 349,550SH DEFINE4 0 0 349,550
KING PHARMACEUTICALS INC 49558210 0.00 0SH DEFINE2 0 0 0
49558210 142.59 3,250SH DEFINE4 0 0 3,250
KINROSS GOLD CORP 49690210 169.46 64,555SH DEFINE2 0 0 64,555
49690210 1,056.96 402,650SH DEFINE4 0 0 402,650
KINNARD INVESTMENTS INC 49705910 0.00 0SH DEFINE2 0 0 0
49705910 0.00 0SH DEFINE4 0 0 0
KNIGHT RIDDER NEWSPAPERS INC49904010 1,047.79 19,700SH DEFINE2 300 0 19,400
49904010 17,259.34 324,500SH DEFINE4 0 0 324,500
KNIGHT TRADING GROUP INC 49906310 0.00 0SH DEFINE2 0 0 0
49906310 50.68 1,700SH DEFINE4 0 0 1,700
KNOLOGY HLDGS WARRANT 10/22/49918311 51.30 6,840SH DEFINE2 1,900 0 4,940
49918311 616.99 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 125,022.08 2,247,588SH DEFINE2 1,019,000 0 1,228,588
50025510 1,013,530.6118,220,775SH DEFINE4 0 0 18,220,775
KOREA ELECTRIC POWER CO ADR 50063110 20,390.66 1,105,934SH DEFINE2 375,524 0 730,410
50063110 344.78 18,700SH DEFINE4 0 0 18,700
KOREA TELECOM SPON ADR 50063P10 136,441.88 2,820,504SH DEFINE2 598,499 0 2,222,005
50063P10 91,295.43 1,887,244SH DEFINE4 0 0 1,887,244
KORN/FERRY INTERNATIONAL 50064320 0.00 0SH DEFINE2 0 0 0
50064320 12,950.68 408,700SH DEFINE4 0 0 408,700
KROGER CO 50104410 4,801.90 217,650SH DEFINE2 1,200 0 216,450
50104410 73,390.91 3,326,500SH DEFINE4 0 0 3,326,500
KRONOS INC 50105210 4,877.60 187,600SH DEFINE2 135,000 0 52,600
50105210 848.38 32,630SH DEFINE4 0 0 32,630
KULICKE & SOFFA INDUSTRIES 50124210 500.42 8,428SH DEFINE2 1,245 0 7,184
50124210 3,674.05 61,879SH DEFINE4 0 0 61,879
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 7,088.49 296,900SH DEFINE4 0 0 296,900
LTV CORP 50192110 1,161.70 404,069SH DEFINE2 0 0 404,069
50192110 6,989.74 2,431,214SH DEFINE4 0 0 2,431,214
LNR PROPERTY CORP 50194010 9,335.70 478,754SH DEFINE2 100,080 0 378,674
50194010 1,942.96 99,639SH DEFINE4 0 0 99,639
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 241,522.72 4,462,314SH DEFINE2 1,343,506 0 3,118,807
50216110 766,006.6414,152,548SH DEFINE4 0 0 14,152,548
LTX CORP 50239210 51,664.18 1,478,760SH DEFINE2 633,900 0 844,860
50239210 186,023.32 5,324,460SH DEFINE4 0 0 5,324,460
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 19.19 1,000SH DEFINE4 0 0 1,000
LACLEDE GAS CO 50558810 0.00 0SH DEFINE2 0 0 0
50558810 4,389.00 228,000SH DEFINE4 0 0 228,000
LAM RESEARCH CORP 51280710 72,755.10 1,940,136SH DEFINE2 473,271 0 1,466,865
51280710 239,602.50 6,389,400SH DEFINE4 0 0 6,389,400
LAMAR ADVERTISING CO 51281510 7,784.56 179,730SH DEFINE2 10,300 0 169,430
51281510 233,825.78 5,398,575SH DEFINE4 0 0 5,398,575
LANCASTER COLONY CORPORATION51384710 9,803.63 502,750SH DEFINE2 107,350 0 395,400
51384710 2,143.54 109,925SH DEFINE4 0 0 109,925
LANDS END INC 51508610 8,560.69 256,500SH DEFINE2 123,300 0 133,200
51508610 2,716.73 81,400SH DEFINE4 0 0 81,400
LATTICE SEMICONDUCTOR CORP 51841510 0.00 0SH DEFINE2 0 0 0
51841510 4,336.94 62,741SH DEFINE4 0 0 62,741
ESTEE LAUDER COMPANIES 51843910 270,586.78 5,473,310SH DEFINE2 2,120,062 0 3,353,248
51843910 701,750.9314,194,709SH DEFINE4 0 0 14,194,709
LEAP WIRELESS INTL INC 52186310 18.05 384SH DEFINE2 56 0 328
52186310 178.93 3,807SH DEFINE4 0 0 3,807
LEAR CORPORATION 52186510 516.00 25,800SH DEFINE2 0 0 25,800
52186510 6,052.00 302,600SH DEFINE4 0 0 302,600
LEARNING TREE INTERNATIONAL 52201510 23,765.00 388,000SH DEFINE2 281,000 0 107,000
52201510 18,858.88 307,900SH DEFINE4 0 0 307,900
LEGATO SYSTEMS INC 52465110 0.00 0SH DEFINE2 0 0 0
52465110 25.71 1,700SH DEFINE4 0 0 1,700
LEGGETT & PLATT INC 52466010 785.40 47,600SH DEFINE2 0 0 47,600
52466010 80.85 4,900SH DEFINE4 0 0 4,900
LEGG MASON INC 52490110 13,460.00 269,200SH DEFINE2 60,700 0 208,500
52490110 39,780.00 795,600SH DEFINE4 0 0 795,600
LEHMAN BROTHERS HOLDING INC 52490810 9,884.81 104,532SH DEFINE2 18,200 0 86,332
52490810 116,943.50 1,236,679SH DEFINE4 0 0 1,236,679
LENNAR CORP 52605710 11,634.71 574,553SH DEFINE2 122,089 0 452,464
52605710 3,667.64 181,118SH DEFINE4 0 0 181,118
LESCO INC 52687210 4,452.98 293,200SH DEFINE2 140,800 0 152,400
52687210 1,341.06 88,300SH DEFINE4 0 0 88,300
LEVEL 3 COMMUNICATIONS INC 52729N10 34,694.38 394,254SH DEFINE2 108,089 0 286,165
52729N10 435,879.88 4,953,180SH DEFINE4 0 0 4,953,180
LEXMARK INTL GRP INC CLA 52977110 43,483.92 646,601SH DEFINE2 292,999 0 353,602
52977110 228,259.55 3,394,194SH DEFINE4 0 0 3,394,194
LIBERTY DIGITAL INC CL A 53043610 0.00 0SH DEFINE2 0 0 0
53043610 6,936.00 231,200SH DEFINE4 0 0 231,200
LIFE TECHNOLOGIES INC 53217720 0.00 0SH DEFINE2 0 0 0
53217720 0.00 0SH DEFINE4 0 0 0
LIFEPOINT HOSPITALS INC 53219L10 5,945.20 267,200SH DEFINE2 195,000 0 72,200
53219L10 1,533.03 68,900SH DEFINE4 0 0 68,900
LIFEMINDERS INC 53220Q10 0.00 0SH DEFINE2 0 0 0
53220Q10 124.16 4,200SH DEFINE4 0 0 4,200
LIGHTBRIDGE INC 53222610 0.00 0SH DEFINE2 0 0 0
53222610 193.39 8,100SH DEFINE4 0 0 8,100
LILLY ELI & CO 53245710 260,980.77 2,613,074SH DEFINE2 1,067,600 0 1,545,474
53245710 1,208,227.8312,097,400SH DEFINE4 0 0 12,097,400
LIMITED INC 53271610 2,367.07 109,460SH DEFINE2 800 0 108,660
53271610 18,004.98 832,600SH DEFINE4 0 0 832,600
LINCARE HOLDINGS INC 53279110 6,638.90 269,600SH DEFINE2 129,400 0 140,200
53279110 40,537.68 1,646,200SH DEFINE4 0 0 1,646,200
LINCOLN ELECTRIC HOLDINGS 53390010 3,826.13 268,500SH DEFINE2 125,300 0 143,200
53390010 1,095.18 76,855SH DEFINE4 0 0 76,855
LINCOLN NATIONAL CORP 53418710 17,241.98 477,287SH DEFINE2 263,592 0 213,695
53418710 281,107.16 7,781,513SH DEFINE4 0 0 7,781,513
LINEAR TECHNOLOGY CORP 53567810 242,527.02 3,793,189SH DEFINE2 1,538,650 0 2,254,539
53567810 1,811,443.4928,331,472SH DEFINE4 0 0 28,331,472
LINENS N THINGS 53567910 39,666.33 1,462,353SH DEFINE2 419,600 0 1,042,753
53567910 91,363.51 3,368,240SH DEFINE4 0 0 3,368,240
LITTELFUSE INC 53700810 13,837.60 282,400SH DEFINE2 136,000 0 146,400
53700810 4,592.04 93,715SH DEFINE4 0 0 93,715
LIZ CLAIBORNE 53932010 486.45 13,800SH DEFINE2 0 0 13,800
53932010 81.08 2,300SH DEFINE4 0 0 2,300
L90 INC 53944110 4,226.25 402,500SH DEFINE2 286,400 0 116,100
53944110 998.76 95,120SH DEFINE4 0 0 95,120
LOCKHEED MARTIN CORPORATION 53983010 3,468.79 139,800SH DEFINE2 16,240 0 123,560
53983010 222,150.28 8,953,160SH DEFINE4 0 0 8,953,160
LOEWS CORP 54042410 1,482.00 24,700SH DEFINE2 400 0 24,300
54042410 15,804.00 263,400SH DEFINE4 0 0 263,400
LOEWEN GROUP INC 54042L10 0.00 0SH DEFINE2 0 0 0
54042L10 0.00 0SH DEFINE4 0 0 0
LOMAK PETROLEUM INC 54150930 0.00 0SH DEFINE2 0 0 0
54150930 78.96 78,960SH DEFINE4 0 0 78,960
LONE STAR TECHNOLOGIES 54231210 0.00 0SH DEFINE2 0 0 0
54231210 171.13 3,700SH DEFINE4 0 0 3,700
LONGS DRUG STORES INC 54316210 202.28 9,300SH DEFINE2 0 0 9,300
54316210 0.00 0SH DEFINE4 0 0 0
LOOKSMART LTD 54344210 0.00 0SH DEFINE2 0 0 0
54344210 12,731.70 688,200SH DEFINE4 0 0 688,200
LOUISIANA PACIFIC CORPORATIO54634710 283.84 26,100SH DEFINE2 0 0 26,100
54634710 0.00 0SH DEFINE4 0 0 0
LOWES COMPANIES INC 54866110 4,727.32 115,125SH DEFINE2 118,440 0 -3,315
54866110 226,665.62 5,520,015SH DEFINE4 0 0 5,520,015
LUCENT TECHNOLOGIES INC 54946310 48,239.93 814,176SH DEFINE2 0 0 814,176
54946310 56,447.48 952,700SH DEFINE4 0 0 952,700
LYCOS INC 55081810 11,971.80 221,700SH DEFINE2 10,900 0 210,800
55081810 526,365.00 9,747,500SH DEFINE4 0 0 9,747,500
M & T BANK CORPORATION 55261F10 34,059.15 75,687SH DEFINE2 20,924 0 54,763
55261F10 113,374.35 251,943SH DEFINE4 0 0 251,943
MBIA INC 55262C10 1,190.23 24,700SH DEFINE2 0 0 24,700
55262C10 113.24 2,350SH DEFINE4 0 0 2,350
MBNA CORP 55262L10 36,883.37 1,359,756SH DEFINE2 78,750 0 1,281,006
55262L10 294,898.9310,871,850SH DEFINE4 0 0 10,871,850
MB FINANCIAL INC 55263D10 0.00 0SH DEFINE2 0 0 0
55263D10 0.00 0SH DEFINE4 0 0 0
MCN ENERGY GROUP INC 55267J10 641.25 30,000SH DEFINE2 0 0 30,000
55267J10 5,368.33 251,150SH DEFINE4 0 0 251,150
MDSI MOBILE DATA SOLUTIONS 55268N10 0.00 0SH DEFINE2 0 0 0
55268N10 62.10 2,700SH DEFINE4 0 0 2,700
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
MGC COMMUNICATIONS INC 55276330 5,708.01 95,233SH DEFINE2 5,630 0 89,602
55276330 209,946.20 3,502,752SH DEFINE4 0 0 3,502,752
MGC COMM 144 RESTRICTED SHS 5527639B 72.64 1,212SH DEFINE2 0 0 1,212
5527639B 3,962.59 66,112SH DEFINE4 0 0 66,112
MGIC INVESTMENTS 55284810 4,613.70 101,400SH DEFINE2 24,300 0 77,100
55284810 34,320.65 754,300SH DEFINE4 0 0 754,300
MKS INSTRUMENTS INC 55306N10 0.00 0SH DEFINE2 0 0 0
55306N10 129.11 3,300SH DEFINE4 0 0 3,300
MMC NETWORKS INC 55308N10 0.00 0SH DEFINE2 0 0 0
55308N10 25.81 483SH DEFINE4 0 0 483
MRV COMMUNICATIONS INC 55347710 0.00 0SH DEFINE2 0 0 0
55347710 309.35 4,600SH DEFINE4 0 0 4,600
MSC INDUSTRIAL DIRECT CO CL 55353010 10,996.38 525,200SH DEFINE2 253,000 0 272,200
55353010 3,412.81 163,000SH DEFINE4 0 0 163,000
MTS SYSTEMS CORP 55377710 7,762.39 1,241,982SH DEFINE2 261,980 0 980,002
55377710 2,031.21 324,994SH DEFINE4 0 0 324,994
MACROVISION CORP 55590410 24,021.84 375,800SH DEFINE2 214,900 0 160,900
55590410 130,912.00 2,048,000SH DEFINE4 0 0 2,048,000
MACROMEDIA INC 55610010 44,020.18 455,283SH DEFINE2 59,526 0 395,757
55610010 554,409.03 5,734,030SH DEFINE4 0 0 5,734,030
MACRONIX INTL CO LTD SPON AD55610310 94.58 3,700SH DEFINE2 0 0 3,700
55610310 0.00 0SH DEFINE4 0 0 0
MAGIC SOFTWARE ENTERPRISES 55916610 1,883.89 176,270SH DEFINE2 22,300 0 153,970
55916610 769.50 72,000SH DEFINE4 0 0 72,000
MAGNA INTL INC CL A 55922240 799.91 16,929SH DEFINE2 1,930 0 14,999
55922240 9,038.27 191,286SH DEFINE4 0 0 191,286
MAIL-WELL INC 56032120 0.00 0SH DEFINE2 0 0 0
56032120 2,996.05 347,369SH 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 13,517.10 311,185SH DEFINE2 316,570 0 -5,385
56123210 80,271.63 1,847,980SH DEFINE4 0 0 1,847,980
MANAGEMENT NETWORK GROUP INC56169310 21,493.50 614,100SH DEFINE2 440,100 0 174,000
56169310 4,265.10 121,860SH DEFINE4 0 0 121,860
MANHATTAN ASSOCIATES INC 56275010 0.00 0SH DEFINE2 0 0 0
56275010 242.50 9,700SH DEFINE4 0 0 9,700
MANOR CARE INC 56405510 173.60 24,800SH DEFINE2 0 0 24,800
56405510 0.00 0SH DEFINE4 0 0 0
MANPOWER INC 56418H10 22.40 700SH DEFINE2 0 0 700
56418H10 99.20 3,100SH DEFINE4 0 0 3,100
MANUFACTURERS SERVICES LTD 56500510 10,657.54 518,300SH DEFINE2 370,900 0 147,400
56500510 2,021.29 98,300SH DEFINE4 0 0 98,300
MANUGISTICS GROUP INC 56501110 18,335.35 392,200SH DEFINE2 280,200 0 112,000
56501110 14,403.68 308,100SH DEFINE4 0 0 308,100
MARCHFIRST INC 56624410 87.97 4,821SH DEFINE2 360 0 4,461
56624410 2,681.34 146,923SH DEFINE4 0 0 146,923
MARK IV INDUSTRIES INC 57038710 0.00 0SH DEFINE2 0 0 0
57038710 2,067.62 99,048SH DEFINE4 0 0 99,048
MARSH & MCLENNAN COS INC 57174810 6,824.99 65,350SH DEFINE2 0 0 65,350
57174810 0.00 0SH DEFINE4 0 0 0
MARRIOTT INTERNATIONAL CL A 57190320 5,066.78 140,500SH DEFINE2 23,300 0 117,200
57190320 13,221.59 366,630SH DEFINE4 0 0 366,630
MARTEK BIOSCIENCES CORP 57290110 0.00 0SH DEFINE2 0 0 0
57290110 0.00 0SH DEFINE4 0 0 0
MASCO CORP 57459910 2,046.48 113,300SH DEFINE2 600 0 112,700
57459910 12,381.84 685,500SH DEFINE4 0 0 685,500
MASCOTECH INC 57467010 0.00 0SH DEFINE2 0 0 0
57467010 2,447.11 226,323SH DEFINE4 0 0 226,323
MASTEC INC 57632310 8,533.00 223,450SH DEFINE2 103,500 0 119,950
57632310 330.32 8,650SH DEFINE4 0 0 8,650
MATERIAL SCIENCES CORP 57667410 4,396.90 439,690SH DEFINE2 211,315 0 228,375
57667410 1,341.00 134,100SH DEFINE4 0 0 134,100
MATRIA HEALTHCARE INC 57681710 5,626.43 1,224,800SH DEFINE2 591,400 0 633,400
57681710 1,643.74 357,821SH DEFINE4 0 0 357,821
MATTEL INC 57708110 1,408.10 106,775SH DEFINE2 200 0 106,575
57708110 3,792.96 287,618SH DEFINE4 0 0 287,618
MAXTOR CORP 57772920 0.00 0SH DEFINE2 0 0 0
57772920 193.29 18,300SH DEFINE4 0 0 18,300
MAXIM INTEGRATED PRODS INC 57772K10 96,226.00 1,416,390SH DEFINE2 126,880 0 1,289,510
57772K10 1,748,595.2125,738,292SH DEFINE4 0 0 25,738,292
MAXIM PHARMACEUTICALS INC 57772M10 5,137.50 100,000SH DEFINE2 72,000 0 28,000
57772M10 7,714.47 150,160SH DEFINE4 0 0 150,160
MAY DEPARTMENT STORES CO 57777810 2,076.00 86,500SH DEFINE2 1,088 0 85,413
57777810 31,115.71 1,296,488SH DEFINE4 0 0 1,296,488
MAYTAG CO 57859210 730.13 19,800SH DEFINE2 0 0 19,800
57859210 73.75 2,000SH DEFINE4 0 0 2,000
MCAFEE.COM CORPORATION 57906210 5,191.65 199,200SH DEFINE2 110,700 0 88,500
57906210 8,638.68 331,460SH DEFINE4 0 0 331,460
MCCLATCHY COMPANY-CL A 57948910 10,896.47 328,950SH DEFINE2 70,100 0 258,850
57948910 2,396.36 72,343SH DEFINE4 0 0 72,343
MCCORMICK & CO NON VOTING SH57978020 0.00 0SH DEFINE2 0 0 0
57978020 84.50 2,600SH DEFINE4 0 0 2,600
MCDERMOTT INTERNATIONAL 58003710 126.90 14,400SH DEFINE2 0 0 14,400
58003710 0.00 0SH DEFINE4 0 0 0
MCDONALDS CORPORATION 58013510 11,014.30 334,400SH DEFINE2 0 0 334,400
58013510 955.19 29,000SH DEFINE4 0 0 29,000
MCGRAW HILL COMPANIES INC 58064510 14,439.28 267,394SH DEFINE2 66,625 0 200,769
58064510 194,035.50 3,593,250SH DEFINE4 0 0 3,593,250
MCK COMMUNICATIONS 58124310 11,463.06 495,700SH DEFINE2 354,500 0 141,200
58124310 2,246.59 97,150SH DEFINE4 0 0 97,150
MCKESSON HBOC INC 58155Q10 1,474.17 70,408SH DEFINE2 0 0 70,408
58155Q10 102.59 4,900SH DEFINE4 0 0 4,900
MCLEODUSA INC. 58226610 97,081.25 4,692,749SH DEFINE2 935,812 0 3,756,937
58226610 1,160,855.1156,113,842SH DEFINE4 0 0 56,113,842
MEAD CORPORATION 58283410 3,514.80 139,200SH DEFINE2 44,600 0 94,600
58283410 31,873.08 1,262,300SH DEFINE4 0 0 1,262,300
MEDAREX INC 58391610 1,723.80 20,400SH DEFINE2 1,900 0 18,500
58391610 8,838.70 104,600SH DEFINE4 0 0 104,600
MEDIA GENERAL INC CL A 58440410 4,127.81 85,000SH DEFINE2 42,100 0 42,900
58440410 1,430.17 29,450SH DEFINE4 0 0 29,450
MEDIAPLEX INC 58446B10 3,601.78 186,500SH DEFINE2 0 0 186,500
58446B10 29,727.73 1,539,300SH DEFINE4 0 0 1,539,300
MEDICAL MANAGER CORPORATION 58461U10 0.00 0SH DEFINE2 0 0 0
58461U10 20.44 600SH DEFINE4 0 0 600
MEDICIS PHARMACEUTICAL CL A 58469030 11,313.59 198,484SH DEFINE2 99,660 0 98,824
58469030 108,416.57 1,902,045SH DEFINE4 0 0 1,902,045
MEDIMMUNE INC 58469910 131,881.84 1,782,187SH DEFINE2 497,280 0 1,284,907
58469910 473,800.54 6,402,710SH DEFINE4 0 0 6,402,710
MEDIQ INC WARRANTS UNIT 144A58490612 0.01 965SH DEFINE2 0 0 965
58490612 0.28 27,855SH DEFINE4 0 0 27,855
MEDQUIST INC 58494910 0.00 0SH DEFINE2 0 0 0
58494910 105.40 3,100SH DEFINE4 0 0 3,100
MEDTRONIC INC 58505510 15,058.35 302,301SH DEFINE2 2,400 0 299,901
58505510 632,947.2112,706,594SH DEFINE4 0 0 12,706,594
MELLON FINANCIAL CORP 58551A10 28,066.17 770,255SH DEFINE2 30,300 0 739,955
58551A10 322,119.89 8,840,340SH DEFINE4 0 0 8,840,340
MENTOR CORP MINN 58718810 27,834.75 1,023,807SH DEFINE2 218,800 0 805,007
58718810 5,086.29 187,082SH DEFINE4 0 0 187,082
MENTOR GRAPHICS CORP 58720010 12,879.00 648,000SH DEFINE2 313,000 0 335,000
58720010 3,811.21 191,759SH DEFINE4 0 0 191,759
MERCATOR SOFTWARE INC 58758710 3,238.13 47,100SH DEFINE2 0 0 47,100
58758710 79,722.50 1,159,600SH DEFINE4 0 0 1,159,600
MERCK & CO INC 58933110 56,350.41 735,405SH DEFINE2 358,565 0 376,840
58933110 1,435,689.5218,736,568SH DEFINE4 0 0 18,736,568
MERCURY COMPUTER SYS INC 58937810 0.00 0SH DEFINE2 0 0 0
58937810 171.26 5,300SH DEFINE4 0 0 5,300
MERCURY INTERACTIVE CORP 58940510 17,039.85 176,122SH DEFINE2 14,487 0 161,636
58940510 66,359.42 685,885SH DEFINE4 0 0 685,885
MEREDITH CORP 58943310 418.50 12,400SH DEFINE2 0 0 12,400
58943310 50.63 1,500SH DEFINE4 0 0 1,500
MERIDIAN DIAGNOSTICS INC 58960210 5,880.63 752,720SH DEFINE2 161,420 0 591,300
58960210 1,775.11 227,214SH DEFINE4 0 0 227,214
MERIDIAN RESOURCE CORP 58977Q10 0.00 0SH DEFINE2 0 0 0
58977Q10 312.81 55,000SH DEFINE4 0 0 55,000
MERITOR AUTOMOTIVE INC 59000G10 0.00 0SH DEFINE2 3,916 0 -3,916
59000G10 84.88 7,716SH DEFINE4 0 0 7,716
MERIX CORPORATION 59004910 0.00 0SH DEFINE2 0 0 0
59004910 30,756.80 654,400SH DEFINE4 0 0 654,400
MERRILL LYNCH COMPANY INC 59018810 224,963.46 1,956,204SH DEFINE2 799,910 0 1,156,294
59018810 976,548.61 8,491,727SH DEFINE4 0 0 8,491,727
MESA AIR GROUP INC 59047910 0.00 0SH DEFINE2 0 0 0
59047910 0.00 0SH DEFINE4 0 0 0
METASOLV SOFTWARE INC 59139310 2,609.20 59,300SH DEFINE2 0 0 59,300
59139310 72,437.20 1,646,300SH DEFINE4 0 0 1,646,300
METHODE ELECTRONICS INC CL A59152020 24,070.60 623,187SH DEFINE2 132,550 0 490,637
59152020 6,514.11 168,650SH DEFINE4 0 0 168,650
METLIFE INC 59156R10 0.00 28,855SH DEFINE2 3,931 0 24,924
59156R10 0.00 233,580SH DEFINE4 0 0 233,580
METRIS COMPANIES INC 59159810 0.00 0SH DEFINE2 0 0 0
59159810 346.73 13,800SH DEFINE4 0 0 13,800
METROCALL INC 59164710 0.00 0SH DEFINE2 0 0 0
59164710 234.90 26,100SH DEFINE4 0 0 26,100
METROMEDIA FIBER NETWORK-A 59168910 87,324.90 2,200,312SH DEFINE2 416,914 0 1,783,399
59168910 2,275,645.4457,339,098SH DEFINE4 0 0 57,339,098
METROMEDIA INTL GROUP INC 59169510 291.22 61,309SH DEFINE2 8,000 0 53,309
59169510 2,598.64 547,081SH DEFINE4 0 0 547,081
MICHAEL FOODS INC 59407910 6,602.75 269,500SH DEFINE2 131,700 0 137,800
59407910 1,915.90 78,200SH DEFINE4 0 0 78,200
MICHAELS STORES INC 59408710 0.00 0SH DEFINE2 0 0 0
59408710 118,124.19 2,578,427SH DEFINE4 0 0 2,578,427
MICREL INC 59479310 21,466.81 494,200SH DEFINE2 235,600 0 258,600
59479310 195,933.53 4,510,700SH DEFINE4 0 0 4,510,700
MICROSOFT CORP 59491810 1,117,979.2013,974,740SH DEFINE2 4,598,050 0 9,376,690
59491810 2,757,549.1234,469,364SH DEFINE4 0 0 34,469,364
MICROSTRATEGY INC 59497210 0.00 0SH DEFINE2 0 0 0
59497210 93.00 3,100SH DEFINE4 0 0 3,100
MICROCHIP TECHNOLOGY INC 59501710 0.00 0SH DEFINE2 0 0 0
59501710 3,280.35 56,300SH DEFINE4 0 0 56,300
MICROMUSE INC 59509410 50,298.98 303,950SH DEFINE2 82,600 0 221,350
59509410 486,163.64 2,937,822SH DEFINE4 0 0 2,937,822
MICRON TECHNOLOGY INC 59511210 87,206.88 990,284SH DEFINE2 34,400 0 955,884
59511210 422,888.45 4,802,140SH DEFINE4 0 0 4,802,140
MID ATLANTIC MED SVCS 59523C10 0.00 0SH DEFINE2 0 0 0
59523C10 328.05 24,300SH DEFINE4 0 0 24,300
MIDAS INC 59562610 7,065.00 353,250SH DEFINE2 75,500 0 277,750
59562610 1,364.00 68,200SH DEFINE4 0 0 68,200
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 6,278.54 292,025SH DEFINE2 140,300 0 151,725
59791110 1,967.92 91,531SH DEFINE4 0 0 91,531
MILACRON INC 59870910 16,351.65 1,127,700SH DEFINE2 240,800 0 886,900
59870910 3,068.20 211,600SH DEFINE4 0 0 211,600
MILLENNIUM PHARMACEUTICALS 59990210 13,183.13 117,838SH DEFINE2 9,142 0 108,696
59990210 194,254.85 1,736,356SH DEFINE4 0 0 1,736,356
HERMAN MILLER INC 60054410 0.00 0SH DEFINE2 0 0 0
60054410 36.23 1,400SH DEFINE4 0 0 1,400
MILLIPORE CORPORATION 60107310 851.74 11,300SH DEFINE2 0 0 11,300
60107310 18,022.16 239,100SH DEFINE4 0 0 239,100
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 59,147.50 501,250SH DEFINE4 0 0 501,250
MINNESOTA MINING & MFG CO 60405910 19,071.53 231,170SH DEFINE2 39,810 0 191,360
60405910 352,629.59 4,274,298SH DEFINE4 0 0 4,274,298
MINNESOTA POWER INC 60411010 0.00 0SH DEFINE2 0 0 0
60411010 100.41 5,800SH DEFINE4 0 0 5,800
MINNTECH CORP 60425810 545.30 80,785SH DEFINE2 24,958 0 55,827
60425810 0.00 0SH DEFINE4 0 0 0
MIRAVANT MED TECHNOLOGIES 60469010 0.00 0SH DEFINE2 0 0 0
60469010 12,474.92 559,100SH DEFINE4 0 0 559,100
MISSISSIPPI CHEMICAL CORP 60528820 3,705.48 780,100SH DEFINE2 376,800 0 403,300
60528820 1,142.91 240,612SH DEFINE4 0 0 240,612
MITCHELL ENERGY & DEV CORP 60659220 10,583.58 329,450SH DEFINE2 71,000 0 258,450
60659220 1,811.85 56,400SH DEFINE4 0 0 56,400
MOBILE MINI INC 60740F10 0.00 0SH DEFINE2 0 0 0
60740F10 0.00 0SH DEFINE4 0 0 0
MOBILITY ELECTRONICS 60741U10 0.00 68,100SH DEFINE2 48,800 0 19,300
60741U10 0.00 12,900SH DEFINE4 0 0 12,900
MODIS PROFESSIONAL SERVICES 60783010 0.00 0SH DEFINE2 0 0 0
60783010 19.83 2,600SH DEFINE4 0 0 2,600
MOHAWK INDS INC 60819010 5,833.57 268,210SH DEFINE2 122,870 0 145,340
60819010 0.00 0SH DEFINE4 0 0 0
MOLECULAR DEVICES CORP 60851C10 9,983.76 144,300SH DEFINE2 80,100 0 64,200
60851C10 29,107.18 420,700SH DEFINE4 0 0 420,700
MOLEX INC 60855410 2,285.94 47,500SH DEFINE2 0 0 47,500
60855410 70.98 1,475SH DEFINE4 0 0 1,475
MONDAVI ROBERT CORP CL A 60920010 6,097.21 198,687SH DEFINE2 94,829 0 103,858
60920010 1,929.57 62,878SH DEFINE4 0 0 62,878
MONSANTO COMPANY 61166210 732.77 13,745SH DEFINE2 1,876 0 11,868
61166210 8,778.11 164,654SH DEFINE4 0 0 164,654
MONTANA POWER COMPANY 61208510 0.00 0SH DEFINE2 0 0 0
61208510 10,671.44 302,200SH DEFINE4 0 0 302,200
MORGAN J P & CO INC 61688010 11,793.95 107,096SH DEFINE2 87,633 0 19,463
61688010 45,561.03 413,721SH DEFINE4 0 0 413,721
MORGAN ST DEAN WITTER & CO 61744644 233,362.65 2,803,155SH DEFINE2 950,085 0 1,853,070
61744644 996,695.6411,972,320SH DEFINE4 0 0 11,972,320
MOTHERNATURE.COM 61978K10 1.10 900SH DEFINE2 700 0 200
61978K10 0.00 0SH DEFINE4 0 0 0
MOTHERS WORK INC 61990310 9.84 875SH DEFINE2 0 0 875
61990310 100.41 8,925SH DEFINE4 0 0 8,925
MOTOROLA INC 62007610 25,011.08 860,596SH DEFINE2 241,434 0 619,162
62007610 376,335.2812,949,171SH DEFINE4 0 0 12,949,171
MULTEX.COM INC 62536710 2,609.43 103,600SH DEFINE2 75,800 0 27,800
62536710 45,155.14 1,792,760SH DEFINE4 0 0 1,792,760
MURPHY OIL CORP 62671710 33,118.58 557,200SH DEFINE2 120,900 0 436,300
62671710 85,150.16 1,432,600SH DEFINE4 0 0 1,432,600
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 47.45 2,600SH DEFINE4 0 0 2,600
NABI INC 62871610 0.00 0SH DEFINE2 0 0 0
62871610 535.38 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 6,544.23 168,070SH DEFINE2 94,890 0 73,180
62886E10 19,160.75 492,090SH DEFINE4 0 0 492,090
NPS PHARMACEUTICALS INC 62936P10 0.00 0SH DEFINE2 0 0 0
62936P10 26,822.23 1,002,700SH DEFINE4 0 0 1,002,700
NTL INCORPORATED 62940710 29,887.18 499,160SH DEFINE2 41,548 0 457,611
62940710 386,224.42 6,450,512SH DEFINE4 0 0 6,450,512
NUI CORP 62943010 0.00 0SH DEFINE2 0 0 0
62943010 10,057.50 372,500SH DEFINE4 0 0 372,500
NVR INC 62944T10 0.00 0SH DEFINE2 0 0 0
62944T10 131.10 2,300SH DEFINE4 0 0 2,300
NABISCO HOLDINGS CORP CL A 62952610 0.00 0SH DEFINE2 0 0 0
62952610 183.75 3,500SH DEFINE4 0 0 3,500
NABISCO GROUP HOLDINGS 62952P10 2,056.84 79,300SH DEFINE2 0 0 79,300
62952P10 344.97 13,300SH DEFINE4 0 0 13,300
NABORS INDUSTRIES INC 62956810 103.91 2,500SH DEFINE2 2,500 0 0
62956810 114,847.58 2,763,250SH DEFINE4 0 0 2,763,250
NANOMETRICS INC 63007710 8,056.28 195,600SH DEFINE2 139,790 0 55,810
63007710 5,322.25 129,220SH DEFINE4 0 0 129,220
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 10,177.34 596,474SH DEFINE2 449,505 0 146,969
63540510 147,588.49 8,649,875SH DEFINE4 0 0 8,649,875
NATIONAL COMM BANCORP 63544910 12,384.85 771,041SH DEFINE2 259,035 0 512,006
63544910 63,452.02 3,950,320SH DEFINE4 0 0 3,950,320
NATIONAL COMPUTER SYS INC 63551910 0.00 0SH DEFINE2 0 0 0
63551910 275.80 5,600SH DEFINE4 0 0 5,600
NATIONAL DATA CORP 63562110 16,941.25 736,576SH DEFINE2 156,700 0 579,875
63562110 7,655.43 332,845SH DEFINE4 0 0 332,845
NATIONAL DISCOUNT BROKERS 63564610 0.00 0SH DEFINE2 0 0 0
63564610 95.63 3,000SH DEFINE4 0 0 3,000
NATIONAL FUEL GAS CO 63618010 34.13 700SH DEFINE2 0 0 700
63618010 16,584.75 340,200SH DEFINE4 0 0 340,200
NATIONAL-OILWELL INC 63707110 12,656.88 385,000SH DEFINE2 186,800 0 198,200
63707110 3,380.70 102,835SH DEFINE4 0 0 102,835
NATIONAL SEMICONDUCTOR CORP 63764010 2,451.60 43,200SH DEFINE2 200 0 43,000
63764010 10,459.03 184,300SH DEFINE4 0 0 184,300
NATIONAL SERVICE IND INC 63765710 191.10 9,800SH DEFINE2 0 0 9,800
63765710 39.00 2,000SH DEFINE4 0 0 2,000
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 55.89 1,700SH DEFINE4 0 0 1,700
NATURAL MICROSYSTEMS CORP 63888210 36,553.43 325,100SH DEFINE2 205,800 0 119,300
63888210 6,015.41 53,500SH DEFINE4 0 0 53,500
NAVISTAR INTERNATIONAL 63934E10 465.94 15,000SH DEFINE2 0 0 15,000
63934E10 0.00 0SH DEFINE4 0 0 0
NETWORKS ASSOCIATES INC 64093810 465.87 22,865SH DEFINE2 2,707 0 20,158
64093810 4,872.13 239,123SH DEFINE4 0 0 239,123
NET2PHONE INC 64108N10 0.00 0SH DEFINE2 0 0 0
64108N10 0.00 4,700SH DEFINE4 0 0 4,700
NETCENTIVES INC 64108P10 0.00 0SH DEFINE2 0 0 0
64108P10 30,120.35 1,617,200SH DEFINE4 0 0 1,617,200
NETEGRITY INC 64110P10 19,762.00 262,400SH DEFINE2 120,800 0 141,600
64110P10 97,351.20 1,292,630SH DEFINE4 0 0 1,292,630
NETRO CORP 64114R10 0.00 0SH DEFINE2 0 0 0
64114R10 81,702.00 1,424,000SH DEFINE4 0 0 1,424,000
NETIQ CORPORATION 64115P10 0.00 0SH DEFINE2 0 0 0
64115P10 196.76 3,300SH DEFINE4 0 0 3,300
NETWORK APPLIANCE INC 64120L10 8,251.25 102,500SH DEFINE2 2,700 0 99,800
64120L10 9,603.65 119,300SH DEFINE4 0 0 119,300
NETWORK PLUS CORP 64122D50 0.00 0SH DEFINE2 0 0 0
64122D50 31,123.12 2,193,700SH DEFINE4 0 0 2,193,700
NET2000 COMMUNICATIONS INC 64122G10 5,125.38 313,000SH DEFINE2 223,900 0 89,100
64122G10 959.25 58,580SH DEFINE4 0 0 58,580
NEUROCRINE BIOSCIENCES INC 64125C10 12,091.25 340,000SH DEFINE2 243,100 0 96,900
64125C10 2,280.62 64,130SH DEFINE4 0 0 64,130
NEW CENTURY ENERGIES INC 64352U10 846.00 28,200SH DEFINE2 0 0 28,200
64352U10 9,534.00 317,800SH DEFINE4 0 0 317,800
NEWFOCUS INC 64438310 418.84 5,100SH DEFINE2 0 0 5,100
64438310 58,505.85 712,400SH DEFINE4 0 0 712,400
NEW JERSEY RESOURCES CORP 64602510 0.00 0SH DEFINE2 0 0 0
64602510 4,274.42 112,300SH DEFINE4 0 0 112,300
NEW PLAN EXCEL REALTY TR REI64805310 0.00 0SH DEFINE2 0 0 0
64805310 59.80 4,600SH DEFINE4 0 0 4,600
NEW YORK TIMES CO CL A 65011110 1,730.10 43,800SH DEFINE2 500 0 43,300
65011110 22,100.25 559,500SH DEFINE4 0 0 559,500
NEWELL RUBBERMAID INC 65122910 6,814.12 264,626SH DEFINE2 47,713 0 216,913
65122910 69,706.50 2,707,048SH DEFINE4 0 0 2,707,048
NEWFIELD EXPLORATION CO 65129010 7,811.38 199,652SH DEFINE2 92,915 0 106,737
65129010 5,635.81 144,046SH DEFINE4 0 0 144,046
NEWMONT MINING COMPANY 65163910 908.51 42,012SH DEFINE2 0 0 42,012
65163910 1,295.88 59,925SH DEFINE4 0 0 59,925
NEWPARK RESOURCES 65171850 6,817.65 722,400SH DEFINE2 366,500 0 355,900
65171850 2,331.60 247,057SH DEFINE4 0 0 247,057
NEWPORT NEWS SHIPBUILDING 65222810 6,607.65 179,800SH DEFINE2 85,800 0 94,000
65222810 2,271.15 61,800SH DEFINE4 0 0 61,800
NEWS AMERICA HOLDINGS INC 6524789B 0.00 12,249SH DEFINE2 1,664 0 10,584
6524789B 0.00 164,965SH DEFINE4 0 0 164,965
NEWS CORP LTD ADR NEW 65248770 297,055.85 5,450,566SH DEFINE2 1,685,314 0 3,765,252
65248770 204,640.96 3,754,880SH DEFINE4 0 0 3,754,880
NEXTEL COMMUNICATIONS INC CL65332V10 364,585.70 5,958,500SH DEFINE2 2,465,540 0 3,492,960
65332V10 889,832.9114,542,724SH DEFINE4 0 0 14,542,724
NEXTLINK COMMUNICATIONS-A 65333H70 49,182.12 1,296,399SH DEFINE2 50,840 0 1,245,559
65333H70 1,399,679.9236,894,364SH DEFINE4 0 0 36,894,364
NEXT LEVEL COMMUNICATIONS IN65333U10 5,608.05 65,400SH DEFINE2 2,700 0 62,700
65333U10 152,197.68 1,774,900SH DEFINE4 0 0 1,774,900
NIAGARA MOHAWK HOLDINGS INC 65352010 581.19 41,700SH DEFINE2 0 0 41,700
65352010 12,055.94 865,000SH DEFINE4 0 0 865,000
NICE SYSTEMS LTD SPONS ADR 65365610 6,707.98 86,905SH DEFINE2 11,110 0 75,795
65365610 2,764.93 35,821SH DEFINE4 0 0 35,821
NICOR INC 65408610 3,357.11 102,900SH DEFINE2 24,800 0 78,100
65408610 15,973.20 489,600SH DEFINE4 0 0 489,600
NIKE INC 65410610 2,770.95 69,600SH DEFINE2 300 0 69,300
65410610 14,272.78 358,500SH DEFINE4 0 0 358,500
NIKU CORP 65411310 0.00 0SH DEFINE2 0 0 0
65411310 2,473.88 73,300SH DEFINE4 0 0 73,300
99 CENTS ONLY STORES 65440K10 8,783.64 220,279SH DEFINE2 160,813 0 59,466
65440K10 7,311.56 183,362SH DEFINE4 0 0 183,362
NISOURCE INC 65473P10 6,290.88 337,765SH DEFINE2 249,588 0 88,177
65473P10 90,271.99 4,846,818SH DEFINE4 0 0 4,846,818
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 543.85 14,600SH DEFINE4 0 0 14,600
NOKIA CORP SPON ADR A 65490220 259,231.52 5,191,119SH DEFINE2 2,480,839 0 2,710,280
65490220 1,598,815.1832,016,324SH DEFINE4 0 0 32,016,324
NOBLE DRILLING CORP 65504210 13,777.63 334,510SH DEFINE2 155,800 0 178,710
65504210 157,568.96 3,825,650SH DEFINE4 0 0 3,825,650
NORDSTROM INC 65566410 788.89 32,700SH DEFINE2 0 0 32,700
65566410 0.00 0SH DEFINE4 0 0 0
NORFOLK SOUTHERN CORP 65584410 1,416.10 95,200SH DEFINE2 0 0 95,200
65584410 0.00 0SH DEFINE4 0 0 0
NORTEL NETWORKS CORP NEW 65656810 559,500.67 8,197,812SH DEFINE2 3,557,400 0 4,640,412
65656810 1,335,406.6619,566,398SH DEFINE4 0 0 19,566,398
NORTH FORK BANCORP INC 65942410 13,428.11 887,809SH DEFINE2 296,885 0 590,924
65942410 13,111.86 866,900SH DEFINE4 0 0 866,900
NORTHEAST OPTIC NETWORK 66433410 4,307.59 69,900SH DEFINE2 0 0 69,900
66433410 6,476.79 105,100SH DEFINE4 0 0 105,100
NORTHEAST UTILITIES 66439710 8,867.21 407,688SH DEFINE2 153,400 0 254,288
66439710 14,187.53 652,300SH DEFINE4 0 0 652,300
NORTHERN STATES POWER CO MIN66577210 769.14 38,100SH DEFINE2 0 0 38,100
66577210 0.00 0SH DEFINE4 0 0 0
NORTHERN TRUST CORP 66585910 55,345.03 850,644SH DEFINE2 422,900 0 427,744
66585910 45,699.90 702,400SH DEFINE4 0 0 702,400
NORTHROP GRUMMAN CORP 66680710 1,119.63 16,900SH DEFINE2 0 0 16,900
66680710 145.75 2,200SH DEFINE4 0 0 2,200
NORTHWEST NATURAL GAS CO 66765510 0.00 0SH DEFINE2 0 0 0
66765510 17,519.63 783,000SH DEFINE4 0 0 783,000
NOVA CORP/GEORGIA 66978410 0.00 0SH DEFINE2 0 0 0
66978410 47.49 1,700SH DEFINE4 0 0 1,700
NOVADIGM INC 66993710 5,306.83 268,700SH DEFINE2 193,100 0 75,600
66993710 905.74 45,860SH DEFINE4 0 0 45,860
NOVELL INC 67000610 763.13 82,500SH DEFINE2 0 0 82,500
67000610 69.38 7,500SH DEFINE4 0 0 7,500
NOVELLUS SYSTEMS INC 67000810 4,734.28 83,700SH DEFINE2 0 0 83,700
67000810 24,904.47 440,300SH DEFINE4 0 0 440,300
NOVOSTE CORPORATION 67010C10 97.60 1,600SH DEFINE2 1,600 0 0
67010C10 14,768.10 242,100SH DEFINE4 0 0 242,100
NSTAR 67019E10 122.06 3,000SH DEFINE2 0 0 3,000
67019E10 105.79 2,600SH DEFINE4 0 0 2,600
NUCOR CORP 67034610 703.58 21,200SH DEFINE2 0 0 21,200
67034610 112.84 3,400SH DEFINE4 0 0 3,400
NUEVO ENERGY CO 67050910 61.07 3,235SH DEFINE2 0 0 3,235
67050910 692.15 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 311.46 4,900SH DEFINE4 0 0 4,900
OGE ENERGY CORP 67083710 0.00 0SH DEFINE2 0 0 0
67083710 6,016.20 325,200SH DEFINE4 0 0 325,200
OAK TECHNOLOGY INC 67180210 6,871.97 318,700SH DEFINE2 156,100 0 162,600
67180210 5,829.64 270,360SH DEFINE4 0 0 270,360
OAKLEY INC 67366210 0.00 0SH DEFINE2 0 0 0
67366210 280.60 24,400SH DEFINE4 0 0 24,400
OCCIDENTAL PETROLEUM CORP 67459910 2,028.00 96,285SH DEFINE2 1,400 0 94,885
67459910 34,715.21 1,648,200SH DEFINE4 0 0 1,648,200
OFFICE DEPOT INC 67622010 697.86 111,658SH DEFINE2 2,956 0 108,702
67622010 545.22 87,236SH DEFINE4 0 0 87,236
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 790.50 15,500SH DEFINE2 0 0 15,500
67786210 0.00 0SH DEFINE4 0 0 0
LUKOIL HLDG SPNS ADR 67786230 80.93 3,900SH DEFINE2 0 0 3,900
67786230 0.00 0SH DEFINE4 0 0 0
OLD KENT FINANCIAL CORP 67983310 890.37 33,285SH DEFINE2 0 0 33,285
67983310 0.00 0SH DEFINE4 0 0 0
OMNICARE INC 68190410 20,681.18 2,282,061SH DEFINE2 695,523 0 1,586,539
68190410 7,659.64 845,201SH DEFINE4 0 0 845,201
OMNICOM GROUP 68191910 179,210.07 2,012,183SH DEFINE2 786,143 0 1,226,040
68191910 451,337.85 5,067,653SH DEFINE4 0 0 5,067,653
OMNOVA SOLUTIONS INC 68212910 13,269.34 2,123,095SH DEFINE2 453,500 0 1,669,595
68212910 2,711.04 433,767SH DEFINE4 0 0 433,767
ON ASSIGNMENT INC 68215910 13,237.00 434,000SH DEFINE2 310,000 0 124,000
68215910 19,968.35 654,700SH DEFINE4 0 0 654,700
ONEIDA LTD 68250510 6,582.14 370,825SH DEFINE2 77,430 0 293,395
68250510 1,416.84 79,822SH DEFINE4 0 0 79,822
ONEOK INC 68268010 287.91 11,100SH DEFINE2 0 0 11,100
68268010 4,308.22 166,100SH DEFINE4 0 0 166,100
ONEPOINT COMM WARR P/P 144A 68272T11 13.60 680SH DEFINE2 0 0 680
68272T11 376.20 18,810SH DEFINE4 0 0 18,810
OPTIMAL ROBOTICS CORP 68388R20 0.00 0SH DEFINE2 0 0 0
68388R20 191.88 5,000SH DEFINE4 0 0 5,000
ORACLE CORPORATION 68389X10 573,869.22 6,826,697SH DEFINE2 2,113,180 0 4,713,517
68389X10 2,177,685.3025,905,550SH DEFINE4 0 0 25,905,550
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 1,492.00 149,200SH DEFINE2 106,700 0 42,500
68554E10 283.70 28,370SH DEFINE4 0 0 28,370
ORATEC INTERVENTIONS INC 68554M10 0.00 0SH DEFINE2 0 0 0
68554M10 1,251.56 37,500SH DEFINE4 0 0 37,500
ORBITAL SCIENCES CORP 68556410 32.64 2,679SH DEFINE2 857 0 1,821
68556410 1,596.55 130,999SH DEFINE4 0 0 130,999
ORBITAL IMAGING WT P/P 144A 68556F11 39.20 1,960SH DEFINE2 570 0 1,390
68556F11 209.30 10,465SH DEFINE4 0 0 10,465
ORTHODONTIC CENTERS OF AMER 68750P10 10,749.59 475,120SH DEFINE2 227,720 0 247,400
68750P10 3,254.61 143,850SH DEFINE4 0 0 143,850
OSHKOSH B GOSH INC CL A 68822220 5,041.76 307,894SH DEFINE2 69,900 0 237,994
68822220 515.81 31,500SH DEFINE4 0 0 31,500
OUTBACK STEAKHOUSE INC 68989910 0.00 0SH DEFINE2 0 0 0
68989910 111.15 3,800SH DEFINE4 0 0 3,800
OWENS & MINOR INC HLDG CO 69073210 39,838.85 2,317,896SH DEFINE2 662,710 0 1,655,186
69073210 19,273.55 1,121,370SH DEFINE4 0 0 1,121,370
OWENS CORNING 69073F10 129.50 14,000SH DEFINE2 0 0 14,000
69073F10 0.00 0SH DEFINE4 0 0 0
OWENS ILL INC 69076840 7,129.65 610,024SH DEFINE2 314,209 0 295,814
69076840 80,216.11 6,863,410SH DEFINE4 0 0 6,863,410
OXFORD HEALTH PLANS 69147110 0.00 0SH DEFINE2 0 0 0
69147110 292.89 12,300SH DEFINE4 0 0 12,300
PC CONNECTION INC 69318J10 0.00 0SH DEFINE2 0 0 0
69318J10 230.85 4,050SH DEFINE4 0 0 4,050
PC HOLDINGS S.A.-SPON ADR 69320010 344.90 18,834SH DEFINE2 0 0 18,834
69320010 27.47 1,500SH DEFINE4 0 0 1,500
PECO ENERGY CO 69330410 1,765.69 43,800SH DEFINE2 0 0 43,800
69330410 17,729.44 439,800SH DEFINE4 0 0 439,800
P G & E CORP 69331C10 10,303.10 418,400SH DEFINE2 100,130 0 318,270
69331C10 172,641.69 7,010,830SH DEFINE4 0 0 7,010,830
PE CORP-PE BIOSYSTEMS GROUP 69332S10 224,067.23 3,401,400SH DEFINE2 1,274,040 0 2,127,360
69332S10 870,984.4913,221,776SH DEFINE4 0 0 13,221,776
PE CORP-CELLERA GENOMICS GRP69332S20 28.05 300SH DEFINE2 0 0 300
69332S20 19,784.60 211,600SH DEFINE4 0 0 211,600
P.F. CHANG S CHINA BISTRO IN69333Y10 4,496.16 140,780SH DEFINE2 100,770 0 40,010
69333Y10 1,018.17 31,880SH DEFINE4 0 0 31,880
PMC - SIERRA INC 69344F10 88,664.29 498,990SH DEFINE2 115,700 0 383,290
69344F10 966,982.66 5,442,041SH DEFINE4 0 0 5,442,041
THE PMI GROUP INC 69344M10 0.00 0SH DEFINE2 0 0 0
69344M10 123.50 2,600SH DEFINE4 0 0 2,600
PNC FINANCIAL SERVICES GROUP69347510 22,649.16 483,182SH DEFINE2 361,689 0 121,493
69347510 279,872.86 5,970,621SH DEFINE4 0 0 5,970,621
PPG INDUSTRIES INC 69350610 8,506.71 191,971SH DEFINE2 46,750 0 145,221
69350610 119,495.48 2,696,654SH DEFINE4 0 0 2,696,654
PPL CORPORATION 69351T10 789.75 36,000SH DEFINE2 0 0 36,000
69351T10 13,746.04 626,600SH DEFINE4 0 0 626,600
PRI AUTOMATION INC 69357H10 0.00 0SH DEFINE2 0 0 0
69357H10 143.86 2,200SH DEFINE4 0 0 2,200
PSF GROUP HOLDINGS INC-CL A 69362E9A 673.73 67,373SH DEFINE2 0 0 67,373
69362E9A 37,308.22 3,730,822SH DEFINE4 0 0 3,730,822
PSS WORLD MEDICAL INC 69366A10 3,616.03 538,200SH DEFINE2 249,300 0 288,900
69366A10 1,424.38 212,000SH DEFINE4 0 0 212,000
PACCAR INCORPORATED 69371810 738.19 18,600SH DEFINE2 0 0 18,600
69371810 59.53 1,500SH DEFINE4 0 0 1,500
PACIFICARE HEALTH SYSTEMS 69511210 24.08 400SH DEFINE2 0 0 400
69511210 0.00 0SH DEFINE4 0 0 0
PACTIV CORP 69525710 321.30 40,800SH DEFINE2 0 0 40,800
69525710 0.00 0SH DEFINE4 0 0 0
PAGING DO BRAZIL HLDG LLC-B 69554T10 0.01 700SH DEFINE2 0 0 700
69554T10 0.19 19,465SH DEFINE4 0 0 19,465
PAINE WEBBER GROUP INC 69562910 15,893.15 349,300SH DEFINE2 264,630 0 84,670
69562910 151,031.11 3,319,365SH DEFINE4 0 0 3,319,365
PALL CORP 69642930 556.85 30,100SH DEFINE2 0 0 30,100
69642930 64.75 3,500SH DEFINE4 0 0 3,500
PALOMAR MEDICAL TECHNOLOGIES69752930 0.00 0SH DEFINE2 0 0 0
69752930 0.00 0SH DEFINE4 0 0 0
PANAMSAT CORP 69793310 0.00 0SH DEFINE2 0 0 0
69793310 34.95 800SH DEFINE4 0 0 800
PAPA JOHNS INTL INC 69881310 7,462.70 304,600SH DEFINE2 145,800 0 158,800
69881310 2,209.90 90,200SH DEFINE4 0 0 90,200
PARADYNE NETWORKS INC 69911G10 0.00 0SH DEFINE2 0 0 0
69911G10 6,053.37 185,900SH DEFINE4 0 0 185,900
PARAMETRIC TECHNOLOGY CORP 69917310 6,056.60 550,600SH DEFINE2 137,700 0 412,900
69917310 221,812.9520,164,814SH DEFINE4 0 0 20,164,814
PARK ELECTROCHEMICAL CORP 70041620 21,316.59 591,101SH DEFINE2 124,192 0 466,909
70041620 13,841.25 383,813SH DEFINE4 0 0 383,813
PARK PLACE ENTERTAINMENT COR70069010 31.69 2,600SH DEFINE2 0 0 2,600
70069010 0.00 0SH DEFINE4 0 0 0
PARKER DRILLING COMPANY 70108110 1,483.49 239,756SH DEFINE2 28,589 0 211,167
70108110 6,981.26 1,128,284SH DEFINE4 0 0 1,128,284
PARKER HANNIFIN CORP 70109410 5,190.76 151,555SH DEFINE2 33,380 0 118,175
70109410 83.91 2,450SH DEFINE4 0 0 2,450
PATHNET INC WARRANT P/P 144A70321G11 35.60 3,560SH DEFINE2 925 0 2,635
70321G11 418.40 41,840SH DEFINE4 0 0 41,840
PAXSON COMMUNICATIONS CORP 70423110 614.57 76,821SH DEFINE2 21,250 0 55,571
70423110 8,033.09 1,004,136SH DEFINE4 0 0 1,004,136
PAYCHEX INC 70432610 3,907.05 93,025SH DEFINE2 0 0 93,025
70432610 273.00 6,500SH DEFINE4 0 0 6,500
PAYLESS SHOWSOURCE INC 70437910 0.00 0SH DEFINE2 0 0 0
70437910 28.19 550SH DEFINE4 0 0 550
PEGASUS COMMUNICATIONS CORP 70590410 42,708.45 870,491SH DEFINE2 481,827 0 388,664
70590410 18,206.89 371,096SH DEFINE4 0 0 371,096
PENINSULA GAMING LLC 7071329A 0.00 0SH DEFINE2 0 0 0
7071329A 0.00 140,840SH DEFINE4 0 0 140,840
PENNCORP FINANCIAL GROUP INC70809410 8.41 16,819SH DEFINE2 1,375 0 15,443
70809410 4.99 9,971SH DEFINE4 0 0 9,971
PENNEY J C COMPANY 70816010 1,517.41 82,300SH DEFINE2 0 0 82,300
70816010 25,504.59 1,383,300SH DEFINE4 0 0 1,383,300
PENTAIR INC 70963110 8,503.42 239,533SH DEFINE2 50,720 0 188,813
70963110 2,358.98 66,450SH DEFINE4 0 0 66,450
PENTON MEDIA INC 70966810 9,810.33 280,295SH DEFINE2 63,850 0 216,445
70966810 1,178.24 33,664SH DEFINE4 0 0 33,664
PEOPLES BANK BRIDGEPORT 71019810 0.00 0SH DEFINE2 0 0 0
71019810 0.00 0SH DEFINE4 0 0 0
PEOPLES ENERGY CORP 71103010 275.19 8,500SH DEFINE2 0 0 8,500
71103010 10,839.15 334,800SH DEFINE4 0 0 334,800
PEOPLESOFT INC 71271310 1,194.58 71,318SH DEFINE2 374 0 70,945
71271310 545.40 32,561SH DEFINE4 0 0 32,561
PEPSI BOTTLING GROUP INC 71340910 9,701.93 332,400SH DEFINE2 79,480 0 252,920
71340910 53,071.63 1,818,300SH DEFINE4 0 0 1,818,300
PEPSICO INC 71344810 24,104.01 542,425SH DEFINE2 409,555 0 132,870
71344810 464,698.0510,457,340SH DEFINE4 0 0 10,457,340
PER-SE TECHNOLOGOES WARRANTS71356911 4.46 4,462SH DEFINE2 2,901 0 1,561
71356911 0.00 0SH DEFINE4 0 0 0
PER-SE TECHNOLOGIES INC 71356930 6,821.78 727,656SH DEFINE2 347,394 0 380,262
71356930 2,322.81 247,766SH DEFINE4 0 0 247,766
PEREGRINE SYSTEMS INC 71366Q10 70,383.78 2,029,082SH DEFINE2 297,450 0 1,731,632
71366Q10 398,653.1711,492,704SH DEFINE4 0 0 11,492,704
PERFORMANCE FOOD GROUP CO 71375510 10,441.60 326,300SH DEFINE2 156,800 0 169,500
71375510 3,116.80 97,400SH DEFINE4 0 0 97,400
PERFORMANCE TECHNOLOGIES INC71376K10 6,128.29 720,975SH DEFINE2 344,100 0 376,875
71376K10 1,902.73 223,850SH DEFINE4 0 0 223,850
PERKINELMER INC 71404610 63,691.60 963,200SH DEFINE2 277,100 0 686,100
71404610 154,040.57 2,329,536SH DEFINE4 0 0 2,329,536
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 5,661.34 497,700SH DEFINE4 0 0 497,700
PT TELEKOMUNIKASI INDONESIA 71568410 0.00 0SH DEFINE2 0 0 0
71568410 2,453.32 353,632SH DEFINE4 0 0 353,632
PETCO ANIMAL SUPPLIES INC 71601610 8,386.55 427,340SH DEFINE2 204,940 0 222,400
71601610 2,615.60 133,279SH DEFINE4 0 0 133,279
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 29,724.55 986,707SH DEFINE2 43,165 0 943,542
71654V10 4,297.51 142,656SH DEFINE4 0 0 142,656
PETRO GEO-SERVICES A/S ADR 71659710 110.91 6,500SH DEFINE2 0 0 6,500
71659710 0.00 0SH DEFINE4 0 0 0
PFIZER INCORPORATED 71708110 1,118,963.1023,311,731SH DEFINE2 8,392,062 0 14,919,670
71708110 4,111,739.3285,661,236SH DEFINE4 0 0 85,661,236
PHARMACEUTICAL PRODUCT DEVEL71712410 493.50 23,500SH DEFINE2 23,500 0 0
71712410 0.00 0SH DEFINE4 0 0 0
PHARMACOPEIA INC 71713B10 0.00 0SH DEFINE2 0 0 0
71713B10 61.20 3,200SH DEFINE4 0 0 3,200
PHARMACIA CORP 71713U10 380,602.00 7,363,521SH DEFINE2 1,964,178 0 5,399,343
71713U10 2,245,317.7243,440,246SH DEFINE4 0 0 43,440,246
PHELPS DODGE CORP 71726510 729.43 19,615SH DEFINE2 0 0 19,615
71726510 814.78 21,910SH DEFINE4 0 0 21,910
PHILADELPHIA CONS HLDG CORP 71752810 706.50 42,022SH DEFINE2 4,761 0 37,261
71752810 2,176.69 129,469SH DEFINE4 0 0 129,469
PHILIP MORRIS COMPANIES INC 71815410 35,794.93 1,347,574SH DEFINE2 238,193 0 1,109,381
71815410 563,727.7621,222,692SH DEFINE4 0 0 21,222,692
PHILIPPINE LONG DISTANCE TEL71825260 0.00 0SH DEFINE2 0 0 0
71825260 2,808.05 158,200SH DEFINE4 0 0 158,200
PHILLIPS PETROLEUM CO 71850710 3,978.97 78,500SH DEFINE2 0 0 78,500
71850710 0.00 0SH DEFINE4 0 0 0
PHOENIX SHANNON PLC - SPON A71913810 0.00 22,393SH DEFINE2 16,679 0 5,714
71913810 0.00 223,810SH DEFINE4 0 0 223,810
PHONE.COM INC 71920Q10 15,650.19 240,310SH DEFINE2 34,380 0 205,930
71920Q10 192,274.40 2,952,390SH DEFINE4 0 0 2,952,390
PHOTON DYNAMICS INC 71936410 8,170.81 109,400SH DEFINE2 66,800 0 42,600
71936410 42,007.61 562,445SH DEFINE4 0 0 562,445
PHOTRONICS INC 71940510 73.04 2,574SH DEFINE2 375 0 2,199
71940510 846.06 29,817SH DEFINE4 0 0 29,817
PIEDMONT NATURAL GAS CO 72018610 0.00 0SH DEFINE2 0 0 0
72018610 8,364.53 314,900SH DEFINE4 0 0 314,900
PIER 1 IMPORTS INC 72027910 27,714.39 2,842,502SH DEFINE2 871,399 0 1,971,103
72027910 6,586.37 675,525SH DEFINE4 0 0 675,525
PILOT NETWORK SERVICES INC 72159610 3,367.70 226,400SH DEFINE2 162,500 0 63,900
72159610 731.40 49,170SH DEFINE4 0 0 49,170
PINNACLE HOLDINGS INC 72346N10 52,038.32 963,673SH DEFINE2 516,410 0 447,262
72346N10 288,095.99 5,335,111SH DEFINE4 0 0 5,335,111
PINNACLE WEST CAP CORP 72348410 694.44 20,500SH DEFINE2 0 0 20,500
72348410 12,724.13 375,620SH DEFINE4 0 0 375,620
PIONEER STANDARD ELECTRONICS72387710 29,857.33 2,024,226SH DEFINE2 431,095 0 1,593,131
72387710 8,067.58 546,954SH DEFINE4 0 0 546,954
PITNEY BOWES INC 72447910 2,532.00 63,300SH DEFINE2 250 0 63,050
72447910 13,182.00 329,550SH DEFINE4 0 0 329,550
PLACER DOME INC 72590610 760.22 79,500SH DEFINE2 0 0 79,500
72590610 0.00 0SH DEFINE4 0 0 0
PLANET HOLLYWOOD INTL INC A 72702510 0.00 0SH DEFINE2 0 0 0
72702510 0.00 0SH DEFINE4 0 0 0
PLEXUS CORP 72913210 0.00 0SH DEFINE2 0 0 0
72913210 14,294.50 126,500SH DEFINE4 0 0 126,500
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 194.52 8,792SH DEFINE2 1,196 0 7,596
73044810 2,372.75 107,243SH DEFINE4 0 0 107,243
POHANG IRON & STEEL-SPON ADR73045010 42,066.91 1,752,788SH DEFINE2 582,424 0 1,170,364
73045010 42,271.68 1,761,320SH DEFINE4 0 0 1,761,320
POLAROID CORPORATION 73109510 8,480.34 469,500SH DEFINE2 97,500 0 372,000
73109510 789.33 43,700SH DEFINE4 0 0 43,700
POLYCOM INC 73172K10 0.00 0SH DEFINE2 0 0 0
73172K10 169.37 1,800SH DEFINE4 0 0 1,800
POLYMEDICA CORP 73173810 0.00 0SH DEFINE2 0 0 0
73173810 108.13 2,500SH DEFINE4 0 0 2,500
POPULAR INC 73317410 0.00 0SH DEFINE2 0 0 0
73317410 0.00 0SH DEFINE4 0 0 0
PORTAL SOFTWARE 73612610 67,087.27 1,050,290SH DEFINE2 69,800 0 980,490
73612610 829,415.6012,984,980SH DEFINE4 0 0 12,984,980
PORTUGAL TELECOM S.A. ADR 73727310 0.00 0SH DEFINE2 0 0 0
73727310 7,441.88 661,500SH DEFINE4 0 0 661,500
POTASH CORP SASKATCHEWAN INC73755L10 49.67 900SH DEFINE2 0 0 900
73755L10 0.00 0SH DEFINE4 0 0 0
POTLATCH CORP 73762810 228.56 6,900SH DEFINE2 0 0 6,900
73762810 0.00 0SH DEFINE4 0 0 0
POTOMAC ELECTRIC POWER CO 73767910 4,117.60 164,704SH DEFINE2 62,430 0 102,274
73767910 10,242.50 409,700SH DEFINE4 0 0 409,700
POWER INTEGRATIONS INC 73927610 3,576.79 151,800SH DEFINE2 108,400 0 43,400
73927610 686.38 29,130SH DEFINE4 0 0 29,130
POWER ONE INC 73930810 0.00 0SH DEFINE2 0 0 0
73930810 347.51 3,050SH DEFINE4 0 0 3,050
POWERWAVE TECHNOLOGIES INC 73936310 10,252.00 233,000SH DEFINE2 164,600 0 68,400
73936310 11,563.20 262,800SH DEFINE4 0 0 262,800
PRAXAIR INC 74005P10 132,695.72 3,544,460SH DEFINE2 1,485,800 0 2,058,660
74005P10 228,186.80 6,095,140SH DEFINE4 0 0 6,095,140
PRECISION CASTPARTS CORP 74018910 0.00 0SH DEFINE2 0 0 0
74018910 11,783.10 260,400SH DEFINE4 0 0 260,400
PRECISION DRILLING CORP 74022D10 0.00 0SH DEFINE2 0 0 0
74022D10 4,341.45 112,400SH DEFINE4 0 0 112,400
PREDICTIVE SYSTEMS INC 74036W10 6,224.38 173,200SH DEFINE2 82,600 0 90,600
74036W10 71,080.06 1,977,880SH DEFINE4 0 0 1,977,880
PREMIER PARKS INC 74054020 92.05 4,046SH DEFINE2 550 0 3,496
74054020 3,209.87 141,093SH DEFINE4 0 0 141,093
PREMIUM HOLDINGS LP 144A STK7405A99K 0.00 0SH DEFINE2 0 0 0
7405A99K 151.85 15,185SH DEFINE4 0 0 15,185
PRESIDENTIAL LIFE CORP 74088410 9,618.15 693,200SH DEFINE2 147,900 0 545,300
74088410 2,154.79 155,300SH DEFINE4 0 0 155,300
PRESSTEK INC 74111310 0.00 0SH DEFINE2 0 0 0
74111310 169.65 10,400SH DEFINE4 0 0 10,400
PRICE COMM 74143730 14,002.32 594,263SH DEFINE2 418,093 0 176,170
74143730 2,548.17 108,145SH DEFINE4 0 0 108,145
PRICE T ROWE ASSOC INC 74147710 1,283.50 30,200SH DEFINE2 400 0 29,800
74147710 18,083.75 425,500SH DEFINE4 0 0 425,500
PRICELINE.COM INC 74150310 4,577.12 120,500SH DEFINE2 6,800 0 113,700
74150310 82,847.72 2,181,100SH DEFINE4 0 0 2,181,100
PRIMEDIA INC 74157K10 13,512.36 593,950SH DEFINE2 178,800 0 415,150
74157K10 22,226.75 977,000SH DEFINE4 0 0 977,000
PRIMEX TECHNOLOGIES INC 74159710 9,947.30 452,150SH DEFINE2 216,300 0 235,850
74159710 3,104.20 141,100SH DEFINE4 0 0 141,100
PRIMUS TELECOMMUNICATIONS GR74192910 49.96 2,008SH DEFINE2 402 0 1,607
74192910 404.67 16,268SH DEFINE4 0 0 16,268
PRIDE INTERNATIONAL INC 74193210 9,769.66 394,734SH DEFINE2 188,552 0 206,182
74193210 6,909.99 279,191SH DEFINE4 0 0 279,191
PRIORITY HEALTHCARE CORP-B 74264T10 23,018.30 309,750SH DEFINE2 221,250 0 88,500
74264T10 13,818.41 185,950SH DEFINE4 0 0 185,950
PROBUSINESS SERVICES INC 74267410 7,749.61 291,750SH DEFINE2 208,300 0 83,450
74267410 1,347.52 50,730SH DEFINE4 0 0 50,730
PROCTER & GAMBLE CO 74271810 19,116.63 333,915SH DEFINE2 2,400 0 331,515
74271810 151,821.28 2,651,900SH DEFINE4 0 0 2,651,900
PRODIGY COMMUNICATIONS -CL A74283P20 0.00 0SH DEFINE2 0 0 0
74283P20 22.05 2,100SH DEFINE4 0 0 2,100
PROFESSIONAL DETAILING INC 74312N10 8,069.41 236,900SH DEFINE2 172,000 0 64,900
74312N10 1,648.97 48,410SH DEFINE4 0 0 48,410
PROGRESS SOFTWARE CORP 74331210 0.00 0SH DEFINE2 0 0 0
74331210 145.29 8,100SH DEFINE4 0 0 8,100
PROGRESSIVE CORP OHIO 74331510 1,343.10 18,150SH DEFINE2 200 0 17,950
74331510 14,489.20 195,800SH DEFINE4 0 0 195,800
PROSOFTTRAINING.COM 74347710 7,969.13 474,000SH DEFINE2 339,300 0 134,700
74347710 1,677.22 99,760SH DEFINE4 0 0 99,760
PROTECTION ONE INC 74366330 0.00 1,560SH DEFINE2 1,560 0 0
74366330 0.00 0SH DEFINE4 0 0 0
PROTECTIVE LIFE CORP 74367410 269.86 10,135SH DEFINE2 1,380 0 8,756
74367410 2,597.21 97,548SH DEFINE4 0 0 97,548
PROTEIN DESIGN LABS INC 74369L10 8,457.40 51,272SH DEFINE2 4,672 0 46,599
74369L10 51,596.68 312,796SH DEFINE4 0 0 312,796
PROVIDENCE ENERGY CORP 74374310 0.00 0SH DEFINE2 0 0 0
74374310 4,418.55 109,100SH DEFINE4 0 0 109,100
PROVIDENT BANKSHARES CORP 74385910 10,409.06 771,042SH DEFINE2 164,501 0 606,541
74385910 2,131.47 157,887SH DEFINE4 0 0 157,887
PROVINCE HEALTHCARE CO 74397710 20,804.39 575,900SH DEFINE2 409,100 0 166,800
74397710 50,398.71 1,395,120SH DEFINE4 0 0 1,395,120
PROVIDIAN FINANCIAL CORP 74406A10 26,307.00 292,300SH DEFINE2 1,650 0 290,650
74406A10 251,460.00 2,794,000SH DEFINE4 0 0 2,794,000
PROXICOM INC 74428210 16,449.47 343,592SH DEFINE2 100,100 0 243,492
74428210 330,310.21 6,899,430SH DEFINE4 0 0 6,899,430
PROXIM INC 74428410 27,968.57 282,600SH DEFINE2 165,500 0 117,100
74428410 43,534.37 439,880SH DEFINE4 0 0 439,880
PSINET INC 74437C10 479.34 19,078SH DEFINE2 0 0 19,078
74437C10 14,843.90 590,802SH DEFINE4 0 0 590,802
PSI TECHNOLOGIES HLDGS - ADR74438Q10 11,277.63 543,500SH DEFINE2 383,800 0 159,700
74438Q10 2,335.21 112,540SH DEFINE4 0 0 112,540
PUBLIC SERVICE CO NEW MEXICO74449910 11,277.09 730,500SH DEFINE2 156,100 0 574,400
74449910 11,664.58 755,600SH DEFINE4 0 0 755,600
PUBLIC SERVICE ENTERPRISE GR74457310 2,122.51 61,300SH DEFINE2 2,135 0 59,165
74457310 102,187.55 2,951,265SH DEFINE4 0 0 2,951,265
PUGET SOUND ENERGY 74533210 0.00 0SH DEFINE2 0 0 0
74533210 9,255.59 434,280SH DEFINE4 0 0 434,280
PULTE CORP 74586710 233.55 10,800SH DEFINE2 0 0 10,800
74586710 0.00 0SH DEFINE4 0 0 0
QLT INC 74692710 0.00 0SH DEFINE2 0 0 0
74692710 43,836.19 567,000SH DEFINE4 0 0 567,000
QLOGIC CORP 74727710 15,491.66 234,500SH DEFINE2 5,400 0 229,100
74727710 246,283.64 3,728,040SH DEFINE4 0 0 3,728,040
THE QUAKER OATS COMPANY 74740210 3,577.98 47,627SH DEFINE2 91,220 0 -43,593
74740210 170,510.54 2,269,691SH DEFINE4 0 0 2,269,691
QUALCOMM INC 74752510 17,785.32 296,422SH DEFINE2 0 0 296,422
74752510 66,756.00 1,112,600SH DEFINE4 0 0 1,112,600
QUANEX CORP 74762010 8,374.69 563,004SH DEFINE2 117,648 0 445,357
74762010 4,587.17 308,381SH DEFINE4 0 0 308,381
QUANTA SERVICES INC 74762E10 0.00 0SH DEFINE2 0 0 0
74762E10 668.25 12,150SH DEFINE4 0 0 12,150
QUANTUM EFFECT DEVICES INC 74764T10 1,122.90 19,700SH DEFINE2 0 0 19,700
74764T10 107,125.80 1,879,400SH DEFINE4 0 0 1,879,400
QUANTUM CORP 74790610 273.29 11,786SH DEFINE2 1,813 0 9,973
74790610 2,762.98 119,158SH DEFINE4 0 0 119,158
QUANTUM CORP-DLT & STORAGE 74790620 521.19 53,800SH DEFINE2 0 0 53,800
74790620 6,082.78 627,900SH DEFINE4 0 0 627,900
QUEBECOR WORLD INC 74820310 0.00 0SH DEFINE2 0 0 0
74820310 0.00 0SH DEFINE4 0 0 0
QUEPASA.COM 74833W10 0.00 0SH DEFINE2 0 0 0
74833W10 2.44 1,500SH DEFINE4 0 0 1,500
QUEST DIAGNOSTICS INC 74834L10 0.00 0SH DEFINE2 0 0 0
74834L10 358.80 4,800SH DEFINE4 0 0 4,800
QUEST SOFTWARE INC 74834T10 18,517.40 334,400SH DEFINE2 24,400 0 310,000
74834T10 174,316.07 3,147,920SH DEFINE4 0 0 3,147,920
QUESTAR CORP 74835610 0.00 0SH DEFINE2 0 0 0
74835610 6,709.56 346,300SH DEFINE4 0 0 346,300
QUINENCO S.A. ADR 74871810 0.00 0SH DEFINE2 0 0 0
74871810 31.20 3,200SH DEFINE4 0 0 3,200
QUINTILES TRANSNATIONAL CORP74876710 394.09 27,900SH DEFINE2 0 0 27,900
74876710 49.44 3,500SH DEFINE4 0 0 3,500
QUORUM HEALTH 74908410 7,813.78 757,700SH DEFINE2 363,800 0 393,900
74908410 2,428.62 235,503SH DEFINE4 0 0 235,503
QWEST COMMUNICATIONS INTL 74912110 786.63 15,832SH DEFINE2 1,362 0 14,469
74912110 5,486.01 110,410SH DEFINE4 0 0 110,410
R & B FALCON CORP 74912E10 0.00 0SH DEFINE2 0 0 0
74912E10 89.54 3,800SH DEFINE4 0 0 3,800
R&B FALCON CORP WTS 144A P/P74912E11 960.00 1,920SH DEFINE2 470 0 1,450
74912E11 8,885.00 17,770SH DEFINE4 0 0 17,770
RCN CORPORATION 74936110 0.00 0SH DEFINE2 0 0 0
74936110 22.84 900SH DEFINE4 0 0 900
RTI INTERNATIONAL METALS 74973W10 0.00 0SH DEFINE2 0 0 0
74973W10 1,899.63 167,000SH DEFINE4 0 0 167,000
RF MICRO DEVICES INC 74994110 30,213.10 344,800SH DEFINE2 28,400 0 316,400
74994110 421,922.44 4,815,092SH DEFINE4 0 0 4,815,092
RACING CHAMPIONS CORP 75006910 283.42 167,955SH DEFINE2 52,806 0 115,149
75006910 87.83 52,045SH DEFINE4 0 0 52,045
RADIAN GROUP INC 75023610 0.00 0SH DEFINE2 0 0 0
75023610 227.70 4,400SH DEFINE4 0 0 4,400
RADIO ONE INC 75040P10 25,160.64 851,100SH DEFINE2 300,300 0 550,800
75040P10 78,265.30 2,647,452SH DEFINE4 0 0 2,647,452
RADIO ONE -CL D NON-VOTING 75040P40 37,605.53 1,704,500SH DEFINE2 600,200 0 1,104,300
75040P40 116,818.82 5,294,904SH DEFINE4 0 0 5,294,904
RADIOSHACK CORP 75043810 294,261.66 6,211,328SH DEFINE2 2,325,670 0 3,885,658
75043810 535,493.4111,303,291SH DEFINE4 0 0 11,303,291
RAMBUS INC 75091710 0.00 0SH DEFINE2 0 0 0
75091710 6,283.00 61,000SH DEFINE4 0 0 61,000
RALSTON-RALSTON PURINA GROUP75127730 1,634.88 82,000SH DEFINE2 1,000 0 81,000
75127730 38,587.04 1,935,400SH DEFINE4 0 0 1,935,400
RANGE RESOURCES CORP 75281A10 5,988.77 1,916,405SH DEFINE2 396,140 0 1,520,265
75281A10 555.63 177,800SH DEFINE4 0 0 177,800
RANK GROUP PLC SP ADR 75303710 16.19 3,700SH DEFINE2 0 0 3,700
75303710 0.00 0SH DEFINE4 0 0 0
RARE HOSPITALITY INTL INC 75382010 0.00 0SH DEFINE2 0 0 0
75382010 372.90 13,200SH DEFINE4 0 0 13,200
RARE MEDIUM GROUP INC 75382N10 1,937.03 122,500SH DEFINE2 4,800 0 117,700
75382N10 73,516.77 4,649,282SH DEFINE4 0 0 4,649,282
RATIONAL SOFTWARE CORP 75409P20 102,995.29 1,108,221SH DEFINE2 181,662 0 926,559
75409P20 661,991.89 7,122,979SH DEFINE4 0 0 7,122,979
RAYTHEON CO CL A 75511130 17.49 900SH DEFINE2 0 0 900
75511130 0.00 0SH DEFINE4 0 0 0
RAYTHEON CO CL B 75511140 1,618.93 84,100SH DEFINE2 0 0 84,100
75511140 155.93 8,100SH DEFINE4 0 0 8,100
RAZORFISH INC 75523610 3,741.31 232,922SH DEFINE2 165,148 0 67,774
75523610 58,124.15 3,618,624SH DEFINE4 0 0 3,618,624
READERS DIGEST ASSN CL A 75526710 389.39 9,796SH DEFINE2 1,120 0 8,676
75526710 6,109.61 153,701SH DEFINE4 0 0 153,701
REALNETWORKS 75605L10 12,880.80 254,750SH DEFINE2 6,150 0 248,600
75605L10 368,368.54 7,285,410SH DEFINE4 0 0 7,285,410
RECOTON CORP 75626810 7,893.88 756,300SH DEFINE2 364,200 0 392,100
75626810 2,499.78 239,500SH DEFINE4 0 0 239,500
REDBACK NETWORKS 75720910 149,236.08 838,405SH DEFINE2 203,860 0 634,545
75720910 1,134,095.03 6,371,320SH DEFINE4 0 0 6,371,320
REEBOK INTERNATIONAL LTD 75811010 218.34 13,700SH DEFINE2 0 0 13,700
75811010 0.00 0SH DEFINE4 0 0 0
REGAL BELOIT CORP 75875010 8,887.65 553,317SH DEFINE2 117,970 0 435,347
75875010 2,039.94 127,000SH DEFINE4 0 0 127,000
REGENT COMMUNICATIONS INC 75886510 4,164.53 484,600SH DEFINE2 347,000 0 137,600
75886510 5,786.26 673,310SH DEFINE4 0 0 673,310
REGIS CORP 75893210 9,450.13 756,010SH DEFINE2 160,470 0 595,540
75893210 2,184.00 174,720SH DEFINE4 0 0 174,720
REGIONS FINANCIAL CORP 75894010 1,063.31 53,500SH DEFINE2 0 0 53,500
75894010 51.68 2,600SH DEFINE4 0 0 2,600
REHABCARE 75914810 16,832.33 617,700SH DEFINE2 441,900 0 175,800
75914810 3,177.35 116,600SH DEFINE4 0 0 116,600
RELIANCE STEEL & ALUMINUM 75950910 5,439.15 284,400SH DEFINE2 136,200 0 148,200
75950910 1,672.62 87,457SH DEFINE4 0 0 87,457
RELIANT ENERGY INC 75952J10 13,430.13 454,296SH DEFINE2 351,700 0 102,596
75952J10 225,822.03 7,638,800SH DEFINE4 0 0 7,638,800
RELIASTAR FINANCIAL CORP 75952U10 0.00 0SH DEFINE2 0 0 0
75952U10 136.34 2,600SH DEFINE4 0 0 2,600
REMEC INC 75954310 0.00 0SH DEFINE2 0 0 0
75954310 219.84 5,250SH DEFINE4 0 0 5,250
REMEDY CORP 75954810 0.00 0SH DEFINE2 0 0 0
75954810 161.68 2,900SH DEFINE4 0 0 2,900
REMEDYTEMP INC-CL A 75954910 4,746.88 387,500SH DEFINE2 189,300 0 198,200
75954910 1,503.08 122,700SH DEFINE4 0 0 122,700
RENAL CARE GROUP INC 75993010 0.00 0SH DEFINE2 0 0 0
75993010 0.02 1SH DEFINE4 0 0 1
RENT-WAY INC 76009U10 0.00 0SH DEFINE2 0 0 0
76009U10 0.00 0SH DEFINE4 0 0 0
REPUBIC BANCORP INC 76028210 4,212.24 471,300SH DEFINE2 227,500 0 243,800
76028210 1,495.24 167,300SH DEFINE4 0 0 167,300
REPUBLIC SERVICES INC-CL A 76075910 2,627.20 164,200SH DEFINE2 15,700 0 148,500
76075910 23,673.60 1,479,600SH DEFINE4 0 0 1,479,600
RESMED INC 76115210 10,336.20 386,400SH DEFINE2 276,100 0 110,300
76115210 11,117.57 415,610SH DEFINE4 0 0 415,610
RETEK INC 76128Q10 1,190.40 37,200SH DEFINE2 2,300 0 34,900
76128Q10 19,328.00 604,000SH DEFINE4 0 0 604,000
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
REXALL SUNDOWN INC 76164810 0.00 0SH DEFINE2 0 0 0
76164810 225.60 9,400SH DEFINE4 0 0 9,400
REYNOLDS AND REYNOLDS CO CL 76169510 0.00 0SH DEFINE2 0 0 0
76169510 47.45 2,600SH DEFINE4 0 0 2,600
RJ REYNOLDS TOBACCO HOLDINGS76182K10 0.00 0SH DEFINE2 0 0 0
76182K10 178.80 6,400SH DEFINE4 0 0 6,400
RHYTHMS NET WARR P/P 144A 0576243011 0.00 0SH DEFINE2 0 0 0
76243011 52.30 1,080SH DEFINE4 0 0 1,080
RHYTHMS NETCONNECTIONS INC 76243020 0.00 0SH DEFINE2 0 0 0
76243020 18.84 1,500SH DEFINE4 0 0 1,500
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
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 1,079.49 164,494SH DEFINE2 9,516 0 154,979
76775410 30,356.63 4,625,772SH DEFINE4 0 0 4,625,772
RIVERDEEP GROUP PLC-SPON ADR76870Q10 413.58 21,346SH DEFINE2 0 0 21,346
76870Q10 5,161.23 266,386SH DEFINE4 0 0 266,386
ROBERT HALF INTL INC 77032310 39.90 1,400SH DEFINE2 0 0 1,400
77032310 14,110.35 495,100SH DEFINE4 0 0 495,100
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 5,292.03 168,001SH DEFINE2 184,560 0 -16,559
77390310 109,990.91 3,491,775SH DEFINE4 0 0 3,491,775
ROGERS COMMUNICATIONS INC CL77510920 0.00 0SH DEFINE2 0 0 0
77510920 5,876.93 326,496SH DEFINE4 0 0 326,496
ROHM & HAAS CO 77537110 2,414.97 69,999SH DEFINE2 83,800 0 -13,801
77537110 96,051.45 2,784,100SH DEFINE4 0 0 2,784,100
ROPER INDUSTRIES INC 77669610 6,203.81 242,100SH DEFINE2 116,800 0 125,300
77669610 1,920.72 74,955SH DEFINE4 0 0 74,955
ROSS STORES INC 77829610 4,548.86 266,600SH DEFINE2 121,700 0 144,900
77829610 69.96 4,100SH DEFINE4 0 0 4,100
ROSTELECOM SPNS ADR 77852910 167.59 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 689.51 22,700SH DEFINE2 0 0 22,700
77938210 2,524.16 83,100SH DEFINE4 0 0 83,100
ROYAL DUTCH PETRO NY REG SH 78025780 278,903.80 4,530,417SH DEFINE2 1,934,515 0 2,595,902
78025780 1,273,160.0320,680,772SH DEFINE4 0 0 20,680,772
RUDDICK CORP 78125810 9,832.57 832,387SH DEFINE2 177,900 0 654,487
78125810 2,130.98 180,400SH DEFINE4 0 0 180,400
RUDOLPH TECHNOLOGIES INC 78127010 4,859.25 125,400SH DEFINE2 89,100 0 36,300
78127010 957.40 24,707SH DEFINE4 0 0 24,707
RURAL CELLULAR CORP CL A 78190410 11,599.22 151,500SH DEFINE2 107,800 0 43,700
78190410 2,232.56 29,160SH DEFINE4 0 0 29,160
RUSSELL CORP 78235210 160.00 8,000SH DEFINE2 0 0 8,000
78235210 0.00 0SH DEFINE4 0 0 0
RYANAIR HOLDINGS ADR 78351310 7,725.23 211,650SH DEFINE2 15,650 0 196,000
78351310 196,863.85 5,393,530SH DEFINE4 0 0 5,393,530
RYDER SYSTEM INC 78354910 270.81 14,300SH DEFINE2 0 0 14,300
78354910 49.24 2,600SH DEFINE4 0 0 2,600
SBC COMMUNICATIONS INC 78387G10 105,133.61 2,430,835SH DEFINE2 1,068,659 0 1,362,176
78387G10 1,516,067.9035,053,593SH DEFINE4 0 0 35,053,593
SBA COMMUNICATIONS CORP 78388J10 31,744.20 611,200SH DEFINE2 389,600 0 221,600
78388J10 115,354.75 2,221,030SH DEFINE4 0 0 2,221,030
SCI SYSTEMS INC 78389010 140,856.62 3,594,427SH DEFINE2 1,506,178 0 2,088,249
78389010 307,158.04 7,838,164SH DEFINE4 0 0 7,838,164
SDL INC 78407610 106,106.58 372,059SH DEFINE2 75,950 0 296,109
78407610 1,517,046.92 5,319,472SH DEFINE4 0 0 5,319,472
SEI CORP 78411710 0.00 0SH DEFINE2 0 0 0
78411710 107.49 2,700SH DEFINE4 0 0 2,700
SEMCO ENERGY INC 78412D10 0.00 0SH DEFINE2 0 0 0
78412D10 639.92 46,752SH DEFINE4 0 0 46,752
SFX ENTERTAINMENT INC 78417810 7,832.27 172,850SH DEFINE2 10,450 0 162,400
78417810 209,873.91 4,631,700SH DEFINE4 0 0 4,631,700
SK TELECOM CO LTD ADR 78440P10 12,337.77 339,766SH DEFINE2 90,241 0 249,525
78440P10 43,996.30 1,211,602SH DEFINE4 0 0 1,211,602
SLM HOLDING CORP 78442A10 1,463.81 39,100SH DEFINE2 400 0 38,700
78442A10 17,110.81 457,050SH DEFINE4 0 0 457,050
SLI INC 78442T10 1,069.43 88,200SH DEFINE2 41,000 0 47,200
78442T10 314.04 25,900SH DEFINE4 0 0 25,900
S & P 500 DEPOSITORY 78462F10 1,627.15 11,200SH DEFINE2 0 0 11,200
78462F10 0.00 0SH DEFINE4 0 0 0
S3 INCORPORATED 78484910 422.09 28,616SH DEFINE2 4,162 0 24,454
78484910 5,091.89 345,213SH DEFINE4 0 0 345,213
SABRE HOLDINGS CORP 78590510 908.34 31,872SH DEFINE2 0 0 31,872
78590510 22.63 794SH DEFINE4 0 0 794
SAFECO CORPORATION 78642910 626.06 31,500SH DEFINE2 0 0 31,500
78642910 0.00 0SH DEFINE4 0 0 0
SAFEGUARD SCIENTIFICS INC 78644910 276.57 8,626SH DEFINE2 1,244 0 7,382
78644910 5,461.79 170,348SH DEFINE4 0 0 170,348
SAFEWAY INC 78651420 5,541.35 122,800SH DEFINE2 800 0 122,000
78651420 58,725.68 1,301,400SH DEFINE4 0 0 1,301,400
SAGA COMMUNICATIONS CLASS A 78659810 7,961.60 361,891SH DEFINE2 242,399 0 119,492
78659810 1,202.23 54,647SH DEFINE4 0 0 54,647
SAGA SYSTEMS INC 78661010 161.69 13,000SH DEFINE2 13,000 0 0
78661010 87.06 7,000SH DEFINE4 0 0 7,000
ST JUDE MEDICAL INC 79084910 2,002.44 43,650SH DEFINE2 77,200 0 -33,550
79084910 44,214.33 963,800SH DEFINE4 0 0 963,800
ST MARY LAND & EXPLORATION C79222810 12,812.24 304,600SH DEFINE2 65,000 0 239,600
79222810 2,602.24 61,866SH DEFINE4 0 0 61,866
ST PAUL COMPANIES INC 79286010 1,842.96 54,006SH DEFINE2 150 0 53,856
79286010 2,312.88 67,777SH DEFINE4 0 0 67,777
SAKS INCORPORATED 79377W10 0.00 0SH DEFINE2 0 0 0
79377W10 39.90 3,800SH DEFINE4 0 0 3,800
SALEM COMMUNICATIONS CORP-CL79409310 2,582.97 278,300SH DEFINE2 206,200 0 72,100
79409310 958.57 103,280SH DEFINE4 0 0 103,280
SALOMON INC 79549B10 0.00 0SH DEFINE2 0 0 0
79549B10 46.88 46,875SH DEFINE4 0 0 46,875
SALTON INC 79575710 0.00 0SH DEFINE2 0 0 0
79575710 401.94 10,900SH DEFINE4 0 0 10,900
SANDISK CORP 80004C10 0.00 0SH DEFINE2 0 0 0
80004C10 275.34 4,500SH DEFINE4 0 0 4,500
SANDOZ REGISTERED SWI8000529D 0.00 0SH DEFINE2 0 0 0
8000529D 0.00 4SH DEFINE4 0 0 4
SANMINA CORPORATION 80090710 70,155.47 820,532SH DEFINE2 129,699 0 690,833
80090710 742,693.43 8,686,473SH DEFINE4 0 0 8,686,473
SANTA BARBARA RESTAURANT GRP80137810 0.00 0SH DEFINE2 0 0 0
80137810 0.00 0SH DEFINE4 0 0 0
SANTA FE SNYDER CORP 80218K10 0.00 0SH DEFINE2 0 0 0
80218K10 0.00 0SH DEFINE4 0 0 0
SAPIENT CORP 80306210 4,806.84 44,950SH DEFINE2 1,750 0 43,200
80306210 119,310.17 1,115,700SH DEFINE4 0 0 1,115,700
SARA LEE CORPORATION 80311110 7,702.91 398,856SH DEFINE2 74,950 0 323,906
80311110 255,786.8013,244,624SH DEFINE4 0 0 13,244,624
SAWTEK INC 80546810 39,280.65 682,400SH DEFINE2 114,200 0 568,200
80546810 175,784.36 3,053,800SH DEFINE4 0 0 3,053,800
SCANA CORP 80589M10 2,614.16 108,359SH DEFINE2 0 0 108,359
80589M10 16,757.23 694,600SH DEFINE4 0 0 694,600
SCHERING PLOUGH CORP 80660510 565,813.7711,204,233SH DEFINE2 4,620,035 0 6,584,198
80660510 1,599,608.8131,675,422SH DEFINE4 0 0 31,675,422
SCHLUMBERGER LTD 80685710 92,002.03 1,232,858SH DEFINE2 88,845 0 1,144,013
80685710 958,968.1212,850,494SH DEFINE4 0 0 12,850,494
SCHOLASTIC CORP 80706610 0.00 0SH DEFINE2 0 0 0
80706610 0.00 0SH DEFINE4 0 0 0
SCHWAB (CHARLES) CORP 80851310 251,339.60 7,474,784SH DEFINE2 2,815,027 0 4,659,757
80851310 910,125.3527,066,925SH DEFINE4 0 0 27,066,925
SCIENT CORP 80864H10 12,875.68 291,800SH DEFINE2 17,500 0 274,300
80864H10 198,959.63 4,509,000SH DEFINE4 0 0 4,509,000
SCIENTIFIC ATLANTA INC 80865510 10,586.45 142,100SH DEFINE2 4,200 0 137,900
80865510 97,595.00 1,310,000SH DEFINE4 0 0 1,310,000
SCITEX CORP LTD 80909010 55.96 4,700SH DEFINE2 0 0 4,700
80909010 0.00 0SH DEFINE4 0 0 0
SCOTTISH POWER PLC ADR 81013T70 31.03 928SH DEFINE2 0 0 928
81013T70 0.00 0SH DEFINE4 0 0 0
SEACHANGE INTERNATIONAL INC 81169910 9,245.78 320,200SH DEFINE2 228,900 0 91,300
81169910 1,600.25 55,420SH DEFINE4 0 0 55,420
SEAGATE TECHNOLOGY 81180410 3,728.73 67,795SH DEFINE2 57,495 0 10,300
81180410 117,936.78 2,144,305SH DEFINE4 0 0 2,144,305
SEAGRAM CO LTD 81185010 82,604.10 1,424,209SH DEFINE2 281,413 0 1,142,796
81185010 164,024.46 2,828,008SH DEFINE4 0 0 2,828,008
SEACOR SMIT INC 81190410 167.65 4,333SH DEFINE2 636 0 3,697
81190410 1,382.78 35,742SH DEFINE4 0 0 35,742
SEALED AIR CORP (NEW) 81211K10 113,127.17 2,159,946SH DEFINE2 719,824 0 1,440,122
81211K10 248,013.22 4,735,336SH DEFINE4 0 0 4,735,336
SEARS ROEBUCK & CO 81238710 10,935.90 335,200SH DEFINE2 214,200 0 121,000
81238710 172,876.61 5,298,900SH DEFINE4 0 0 5,298,900
SECURE COMPUTING CORP 81370510 0.00 0SH DEFINE2 0 0 0
81370510 205.06 10,900SH DEFINE4 0 0 10,900
SEMTECH CORP 81685010 6,065.08 79,298SH DEFINE2 2,743 0 76,555
81685010 72,418.31 946,838SH DEFINE4 0 0 946,838
AP SEMPRA ENERGY 81685110 8,448.76 496,986SH DEFINE2 124,677 0 372,309
81685110 100,782.70 5,928,394SH DEFINE4 0 0 5,928,394
SEMITOOL INC 81690910 0.00 0SH DEFINE2 0 0 0
81690910 737.51 42,600SH DEFINE4 0 0 42,600
SENSORMATIC ELECTRONICS CORP81726510 522.75 33,059SH DEFINE2 4,378 0 28,682
81726510 223.77 14,152SH DEFINE4 0 0 14,152
SENSORMATIC ELEC COM RESTRIC81726560 96.76 6,119SH DEFINE2 808 0 5,311
81726560 41.44 2,621SH DEFINE4 0 0 2,621
SEPRACOR 81731510 91,973.16 762,472SH DEFINE2 132,429 0 630,043
81731510 1,081,541.90 8,966,150SH DEFINE4 0 0 8,966,150
SEQUENOM INC 81733710 0.00 0SH DEFINE2 0 0 0
81733710 9.08 200SH DEFINE4 0 0 200
SERENA SOFTWARE INC 81749210 0.00 0SH DEFINE2 0 0 0
81749210 238.38 5,250SH DEFINE4 0 0 5,250
SEROLOGICALS CORP 81752310 3,179.00 635,800SH DEFINE2 308,900 0 326,900
81752310 1,092.50 218,500SH DEFINE4 0 0 218,500
SERVICE CORP INTL 81756510 2,642.69 829,080SH DEFINE2 954,295 0 -125,215
81756510 37,588.1011,792,345SH DEFINE4 0 0 11,792,345
SERVICEMASTER COMPANY 81760N10 32.99 2,900SH DEFINE2 0 0 2,900
81760N10 149.01 13,100SH DEFINE4 0 0 13,100
724 SOLUTIONS INC 81788Q10 1,057.39 24,100SH DEFINE2 0 0 24,100
81788Q10 179.89 4,100SH DEFINE4 0 0 4,100
AP SHARED MEDICAL SYSTEMS CO81948610 474.09 6,500SH DEFINE2 0 0 6,500
81948610 0.00 0SH DEFINE4 0 0 0
SHAW INDUSTRIES INCORPORATED82028610 2,475.78 198,062SH DEFINE2 77,044 0 121,018
82028610 27,003.41 2,160,273SH DEFINE4 0 0 2,160,273
SHERWIN WILLIAMS CO 82434810 866.57 40,900SH DEFINE2 0 0 40,900
82434810 108.06 5,100SH DEFINE4 0 0 5,100
SHIRE PHARMACEUTICALS GRP-AD82481R10 2,069.81 39,900SH DEFINE2 2,300 0 37,600
82481R10 116,468.87 2,245,183SH DEFINE4 0 0 2,245,183
SHOLODGE INC 82503410 0.00 0SH DEFINE2 0 0 0
82503410 0.00 128,700SH DEFINE4 0 0 128,700
SIEBEL SYSTEMS INC 82617010 207,864.20 1,270,855SH DEFINE2 531,418 0 739,437
82617010 596,788.59 3,648,688SH DEFINE4 0 0 3,648,688
SIERRA PACIFIC RESOURCES 82642810 0.00 0SH DEFINE2 0 0 0
82642810 11,689.16 930,480SH DEFINE4 0 0 930,480
SIGMA ALDRICH CORP 82655210 602.55 20,600SH DEFINE2 0 0 20,600
82655210 0.00 0SH DEFINE4 0 0 0
SIGNAL TECHNOLOGY CORP 82667510 8,307.50 332,300SH DEFINE2 237,700 0 94,600
82667510 1,951.50 78,060SH DEFINE4 0 0 78,060
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 19,427.81 365,700SH DEFINE4 0 0 365,700
SILICON GRAPHICS INC 82705610 0.00 0SH DEFINE2 0 0 0
82705610 525.86 68,966SH DEFINE4 0 0 68,966
SILICON IMAGE INC 82705T10 0.00 0SH DEFINE2 0 0 0
82705T10 26,443.73 530,200SH DEFINE4 0 0 530,200
SILICON VALLEY GROUP INC 82706610 0.00 0SH DEFINE2 0 0 0
82706610 129.38 5,000SH DEFINE4 0 0 5,000
SILICONWARE PRECISI-TEMP ADR82708487 6,117.49 661,350SH DEFINE2 278,400 0 382,950
82708487 1,294.08 139,900SH DEFINE4 0 0 139,900
SILVERSTREAM SOFTWARE INC 82790710 0.00 0SH DEFINE2 0 0 0
82790710 40,395.14 699,483SH DEFINE4 0 0 699,483
SILVERLINE TECH 82840810 2,569.85 118,837SH DEFINE2 13,760 0 105,077
82840810 963.67 44,563SH DEFINE4 0 0 44,563
SIMON PROPERTY GROUP INC REI82880610 13.31 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 281.96 25,633SH DEFINE2 3,185 0 22,448
82922610 6,047.46 549,769SH DEFINE4 0 0 549,769
SIRIUS SATELLITE RADIO INC 82966U10 105.87 2,389SH DEFINE2 351 0 2,038
82966U10 3,414.23 77,049SH DEFINE4 0 0 77,049
SIPEX CORPORATION 82990910 16,310.71 589,100SH DEFINE2 422,300 0 166,800
82990910 15,674.17 566,110SH DEFINE4 0 0 566,110
SKECHERS USA 83056610 0.00 0SH DEFINE2 0 0 0
83056610 180.26 11,400SH DEFINE4 0 0 11,400
SKILLSOFT CORPORATION 83066P10 4,278.46 302,900SH DEFINE2 216,500 0 86,400
83066P10 819.39 58,010SH DEFINE4 0 0 58,010
SKYWEST INC 83087910 0.00 0SH DEFINE2 0 0 0
83087910 2,438.71 65,800SH DEFINE4 0 0 65,800
SMARTFORCE PLC ADR 83170A20 3,964.80 82,600SH DEFINE2 4,800 0 77,800
83170A20 149,750.40 3,119,800SH DEFINE4 0 0 3,119,800
SMITH INTERNATIONAL INC 83211010 33,638.36 461,986SH DEFINE2 109,230 0 352,756
83211010 80,202.97 1,101,500SH DEFINE4 0 0 1,101,500
SMITHFIELD FOODS INC 83224810 8,488.91 302,500SH DEFINE2 153,100 0 149,400
83224810 2,821.82 100,555SH DEFINE4 0 0 100,555
SMITHKLINE BEECHAM PLC ADR 83237830 0.00 0SH DEFINE2 0 0 0
83237830 59,992.06 920,300SH DEFINE4 0 0 920,300
SMURFIT-STONE CONTAINER CORP83272710 4,426.81 343,830SH DEFINE2 227,855 0 115,975
83272710 46,848.87 3,638,748SH DEFINE4 0 0 3,638,748
SNYDER COMMUNICATIONS INC 83291410 8,447.88 355,700SH DEFINE2 0 0 355,700
83291410 21,766.88 916,500SH DEFINE4 0 0 916,500
SNAP-ON INC 83303410 392.72 14,750SH DEFINE2 0 0 14,750
83303410 0.00 0SH DEFINE4 0 0 0
QUIMICA Y MINERA CHILE-SA AD83363510 0.00 0SH DEFINE2 0 0 0
83363510 4.45 200SH DEFINE4 0 0 200
QUIMICA Y MINERA CHILE SA AD83363610 0.00 0SH DEFINE2 0 0 0
83363610 0.37 17SH DEFINE4 0 0 17
SOFTWARE.COM INC 83402P10 15,851.24 122,050SH DEFINE2 3,650 0 118,400
83402P10 343,583.66 2,645,495SH DEFINE4 0 0 2,645,495
SOLECTRON CORP 83418210 7,452.78 177,977SH DEFINE2 4,280 0 173,697
83418210 26,968.66 644,028SH DEFINE4 0 0 644,028
SOMERA COMMUNICATIONS INC 83445810 6,992.35 513,200SH DEFINE2 366,800 0 146,400
83445810 1,200.09 88,080SH DEFINE4 0 0 88,080
SONIC INNOVATIONS INC 83545M10 1,410.75 76,000SH DEFINE2 59,600 0 16,400
83545M10 971.56 52,340SH DEFINE4 0 0 52,340
SONICWALL INC 83547010 0.00 0SH DEFINE2 0 0 0
83547010 176.13 2,000SH DEFINE4 0 0 2,000
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 16,515.33 573,200SH DEFINE4 0 0 573,200
SONUS NETWORKS INC 83591610 568.35 3,600SH DEFINE2 0 0 3,600
83591610 23,153.16 146,655SH DEFINE4 0 0 146,655
SOUTH JERSEY INDUSTRIES 83851810 13.00 500SH DEFINE2 0 0 500
83851810 1,159.60 44,600SH DEFINE4 0 0 44,600
SOUTHDOWN INC 84129710 0.00 0SH DEFINE2 0 0 0
84129710 51.98 900SH DEFINE4 0 0 900
SOUTHERN COMPANY 84258710 3,790.61 162,600SH DEFINE2 0 0 162,600
84258710 4,867.65 208,800SH DEFINE4 0 0 208,800
SOUTHERN MINERAL CORP 84336720 0.00 0SH DEFINE2 0 0 0
84336720 238.35 181,598SH DEFINE4 0 0 181,598
SOUTHTRUST CORP 84473010 923.10 40,800SH DEFINE2 0 0 40,800
84473010 0.00 0SH DEFINE4 0 0 0
SOUTHWEST AIRLINES CO 84474110 2,359.15 124,576SH DEFINE2 0 0 124,576
84474110 297.32 15,700SH DEFINE4 0 0 15,700
SOUTHWEST BANCORP OF TEXAS 84476R10 9,051.15 436,200SH DEFINE2 206,200 0 230,000
84476R10 2,561.73 123,457SH DEFINE4 0 0 123,457
SOUTHWEST GAS CORP 84489510 0.00 0SH DEFINE2 0 0 0
84489510 2,838.50 162,200SH DEFINE4 0 0 162,200
SOVEREIGN BANCORP INC 84590510 5,955.79 847,046SH DEFINE2 177,000 0 670,046
84590510 2,410.50 342,826SH DEFINE4 0 0 342,826
SPACEHAB INC 84624310 0.00 9,508SH DEFINE2 1,688 0 7,820
84624310 0.00 164,337SH DEFINE4 0 0 164,337
SPANISH BROADCAST SYS-A 144A84642586 408.80 25,550SH DEFINE2 0 0 25,550
84642586 7,880.88 492,555SH 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 36,244.49 1,762,650SH DEFINE2 363,900 0 1,398,750
84642588 94,523.28 4,596,877SH DEFINE4 0 0 4,596,877
SPECIALTY FOODS P/P 144A 84749810 0.00 0SH DEFINE2 0 0 0
84749810 4.15 414,525SH DEFINE4 0 0 414,525
SPECTRA PHYSICS LASERS 84756810 0.00 0SH DEFINE2 0 0 0
84756810 17,799.09 254,500SH DEFINE4 0 0 254,500
SPECTRALINK CORP 84758010 4,548.38 311,000SH DEFINE2 222,300 0 88,700
84758010 5,952.38 407,000SH DEFINE4 0 0 407,000
SPEEDFAM-IPEC INC 84770510 0.00 0SH DEFINE2 0 0 0
84770510 1,003.24 55,161SH DEFINE4 0 0 55,161
SPEEDWAY MOTORSPORTS INC 84778810 0.00 0SH DEFINE2 0 0 0
84778810 521.95 22,694SH DEFINE4 0 0 22,694
SPIEGEL INC CL A 84845710 0.00 0SH DEFINE2 0 0 0
84845710 144.08 22,600SH DEFINE4 0 0 22,600
SPIEKER PROPERTIES INC REIT 84849710 0.00 0SH DEFINE2 0 0 0
84849710 69.00 1,500SH DEFINE4 0 0 1,500
SPRINGS INDS INC CL A 85178310 144.00 4,500SH DEFINE2 0 0 4,500
85178310 0.00 0SH DEFINE4 0 0 0
SPRINT CORP (FON GROUP) 85206110 255,676.92 5,013,273SH DEFINE2 2,728,532 0 2,284,741
85206110 730,173.0714,317,119SH DEFINE4 0 0 14,317,119
SPRINT CORP (PCS GROUP) 85206150 440,455.99 7,402,622SH DEFINE2 2,204,035 0 5,198,587
85206150 1,362,233.4922,894,681SH DEFINE4 0 0 22,894,681
SPYGLASS INC 85219210 1,468.56 46,900SH DEFINE2 33,500 0 13,400
85219210 247.37 7,900SH DEFINE4 0 0 7,900
ST ASSEMBLY TEST SERVICES-AD85227G10 738.77 28,690SH DEFINE2 11,900 0 16,790
85227G10 6,297.11 244,548SH DEFINE4 0 0 244,548
STANCORP FINANCIAL GROUP 85289110 0.00 0SH DEFINE2 0 0 0
85289110 5,326.33 165,800SH DEFINE4 0 0 165,800
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 REGISTER CO 85388710 7,541.80 529,249SH DEFINE2 110,920 0 418,329
85388710 1,821.21 127,804SH DEFINE4 0 0 127,804
STANLEY WORKS 85461610 520.13 21,900SH DEFINE2 0 0 21,900
85461610 0.00 0SH DEFINE4 0 0 0
STAPLES INC 85503010 5,960.89 387,700SH DEFINE2 225,000 0 162,700
85503010 98,744.40 6,422,400SH DEFINE4 0 0 6,422,400
STARBUCKS CORP 85524410 21,637.04 566,600SH DEFINE2 105,600 0 461,000
85524410 411,740.7210,782,081SH DEFINE4 0 0 10,782,081
STARMEDIA NETWORK INC 85554610 2,468.64 130,789SH DEFINE2 14,586 0 116,203
85554610 912.38 48,338SH DEFINE4 0 0 48,338
STARTEC GLOBAL P/P 144A WARR85569E11 4.20 1,200SH DEFINE2 520 0 680
85569E11 113.89 32,540SH DEFINE4 0 0 32,540
STARWOOD HOTELS & RESORTS WO85590A20 5,191.77 159,440SH DEFINE2 51,550 0 107,890
85590A20 103,817.78 3,188,262SH DEFINE4 0 0 3,188,262
STATE STREET CORP 85747710 71,285.67 672,110SH DEFINE2 108,000 0 564,110
85747710 188,427.99 1,776,575SH DEFINE4 0 0 1,776,575
STATION CASINOS INC 85768910 5,261.25 210,450SH DEFINE2 108,250 0 102,200
85768910 2,814.90 112,596SH DEFINE4 0 0 112,596
STEELCASE INC 85815520 0.00 0SH DEFINE2 0 0 0
85815520 127.50 7,500SH DEFINE4 0 0 7,500
STERLING BANCSHARES INC 85890710 7,914.75 732,000SH DEFINE2 362,600 0 369,400
85890710 2,308.46 213,499SH DEFINE4 0 0 213,499
STERLING CHEMICALS WARRANTS 85916E11 9.48 1,115SH DEFINE2 505 0 610
85916E11 117.39 13,810SH DEFINE4 0 0 13,810
STMICROELECTRONICS NV-NY SHS86101210 77,797.88 1,212,041SH DEFINE2 272,258 0 939,783
86101210 307,609.67 4,792,361SH DEFINE4 0 0 4,792,361
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 233.03 3,900SH DEFINE4 0 0 3,900
STORAGE USA INC REIT 86190710 0.00 0SH DEFINE2 0 0 0
86190710 0.00 0SH DEFINE4 0 0 0
STORAGENETWORKS INC 86211E10 1,064.95 11,800SH DEFINE2 2,400 0 9,400
86211E10 5,351.83 59,300SH DEFINE4 0 0 59,300
STREAMSEARCH.COM P/P 8632TM9A 325.00 5,000SH DEFINE2 0 0 5,000
8632TM9A 2,925.00 45,000SH DEFINE4 0 0 45,000
STRYKER CORP 86366710 245.00 5,600SH DEFINE2 5,300 0 300
86366710 251,715.63 5,753,500SH DEFINE4 0 0 5,753,500
SUIZA CAPITAL TRUST II 86507G9A 0.00 6,837SH DEFINE2 1,342 0 5,495
86507G9A 0.00 56,421SH DEFINE4 0 0 56,421
SUMMIT BANCORP 86600510 1,120.44 45,500SH DEFINE2 870 0 44,630
86600510 30,338.49 1,232,020SH DEFINE4 0 0 1,232,020
AP SUMMIT TECHNOLOGY INC 86627E10 0.00 0SH DEFINE2 0 0 0
86627E10 0.00 0SH DEFINE4 0 0 0
SUN MICRO SYSTEMS 86681010 592,094.97 6,511,010SH DEFINE2 2,016,840 0 4,494,170
86681010 1,801,370.9319,808,890SH DEFINE4 0 0 19,808,890
SUNBEAM CORPORATION 86707110 10.65 3,097SH DEFINE2 342 0 2,755
86707110 3.10 901SH DEFINE4 0 0 901
SUNGARD DATA SYSTEMS INC 86736310 0.00 0SH DEFINE2 0 0 0
86736310 80.60 2,600SH DEFINE4 0 0 2,600
SUNGLASS HUT INTL 86736F10 0.00 0SH DEFINE2 0 0 0
86736F10 883.01 107,438SH DEFINE4 0 0 107,438
SUNOCO INC 86764P10 632.91 21,500SH DEFINE2 0 0 21,500
86764P10 2,590.50 88,000SH DEFINE4 0 0 88,000
SUNTRUST BANKS INC 86791410 3,596.06 78,710SH DEFINE2 1,610 0 77,100
86791410 96,651.91 2,115,500SH DEFINE4 0 0 2,115,500
SUPERIOR TELECOM INC 86836510 11,987.21 1,206,260SH DEFINE2 257,643 0 948,617
86836510 2,359.82 237,466SH DEFINE4 0 0 237,466
SUPERVALU INC 86853610 632.88 33,200SH DEFINE2 0 0 33,200
86853610 102.94 5,400SH DEFINE4 0 0 5,400
SURGUTNEFTEGAZ-SP ADR 86886120 8,849.10 680,700SH DEFINE2 81,750 0 598,950
86886120 3,452.11 265,547SH DEFINE4 0 0 265,547
SWIFT ENERGY CO 87073810 269.95 9,514SH DEFINE2 1,297 0 8,216
87073810 3,274.53 115,402SH DEFINE4 0 0 115,402
SYBRON INTL CORP 87114F10 7,339.94 370,470SH DEFINE2 21,400 0 349,070
87114F10 249,116.8712,573,722SH DEFINE4 0 0 12,573,722
SYLVAN LEARNING SYSTEMS INC 87139910 0.00 0SH DEFINE2 0 0 0
87139910 0.00 0SH DEFINE4 0 0 0
SYMANTEC CORP 87150310 0.00 0SH DEFINE2 0 0 0
87150310 20,388.38 378,000SH DEFINE4 0 0 378,000
SYMBOL TECHNOLOGIES INC 87150810 102,575.86 1,899,553SH DEFINE2 401,238 0 1,498,316
87150810 267,329.70 4,950,550SH DEFINE4 0 0 4,950,550
SYNOPSYS INC 87160710 0.00 0SH DEFINE2 0 0 0
87160710 107.14 3,100SH DEFINE4 0 0 3,100
SYNOVUS FINANCIAL CORP 87161C10 3,749.63 212,745SH DEFINE2 56,016 0 156,729
87161C10 79,266.90 4,497,413SH DEFINE4 0 0 4,497,413
SYSCO CORPORATION 87182910 102,167.41 2,425,339SH DEFINE2 1,219,270 0 1,206,069
87182910 269,957.64 6,408,490SH DEFINE4 0 0 6,408,490
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 4,481.18 174,450SH DEFINE2 10,550 0 163,900
87227510 144,028.04 5,606,931SH DEFINE4 0 0 5,606,931
TD WATERHOUSE GROUP INC 87236210 9,549.75 551,610SH DEFINE2 34,050 0 517,560
87236210 44,913.58 2,594,286SH DEFINE4 0 0 2,594,286
TECO ENERGY INC 87237510 0.00 0SH DEFINE2 0 0 0
87237510 12,625.33 629,300SH DEFINE4 0 0 629,300
THE TJX COMPANIES INC 87254010 146,219.12 7,798,353SH DEFINE2 3,338,858 0 4,459,495
87254010 464,218.8424,758,338SH DEFINE4 0 0 24,758,338
T/R SYSTEMS INC 87263U10 1,403.14 220,100SH DEFINE2 157,400 0 62,700
87263U10 341.06 53,500SH DEFINE4 0 0 53,500
T R W INC 87264910 1,361.98 31,400SH DEFINE2 200 0 31,200
87264910 11,281.84 260,100SH DEFINE4 0 0 260,100
TMP WORLDWIDE INC 87294110 16,403.50 222,232SH DEFINE2 43,900 0 178,332
87294110 371,364.27 5,031,184SH DEFINE4 0 0 5,031,184
TXU CORPORATION 87316810 11,254.22 381,499SH DEFINE2 251,300 0 130,199
87316810 213,132.99 7,224,847SH DEFINE4 0 0 7,224,847
TAIWAN SEMICONDUCTOR SP ADR 87403910 3,138.56 80,995SH DEFINE2 22,076 0 58,919
87403910 39.06 1,008SH DEFINE4 0 0 1,008
TALBOTS INC 87416110 0.00 0SH DEFINE2 0 0 0
87416110 181.29 3,300SH DEFINE4 0 0 3,300
TALISMAN ENERGY INC 87425E10 0.00 0SH DEFINE2 0 0 0
87425E10 4,385.75 132,400SH DEFINE4 0 0 132,400
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 1,577.21 67,115SH DEFINE4 0 0 67,115
TANOX INC 87588Q10 0.00 0SH DEFINE2 0 0 0
87588Q10 30,819.36 651,400SH DEFINE4 0 0 651,400
TARGET CORP 87612E10 218,877.04 3,773,742SH DEFINE2 1,711,645 0 2,062,097
87612E10 528,208.67 9,107,046SH DEFINE4 0 0 9,107,046
TARGETED GENETICS CORP 87612M10 0.00 0SH DEFINE2 0 0 0
87612M10 0.00 0SH DEFINE4 0 0 0
TEAM YOUNG ADVANCED CERAMICS8781TY9A 0.00 0SH DEFINE2 0 0 0
8781TY9A 25.87 9,760SH DEFINE4 0 0 9,760
TECH DATA CORP 87823710 0.00 0SH DEFINE2 0 0 0
87823710 126.33 2,900SH DEFINE4 0 0 2,900
TECHNE CORP 87837710 0.00 0SH DEFINE2 0 0 0
87837710 247.00 1,900SH DEFINE4 0 0 1,900
TECHNITROL INC 87855510 6,270.43 64,727SH DEFINE2 14,800 0 49,927
87855510 1,332.03 13,750SH DEFINE4 0 0 13,750
TEKELEC 87910110 0.00 0SH DEFINE2 0 0 0
87910110 130.11 2,700SH DEFINE4 0 0 2,700
TEKTRONIX INC 87913110 7,710.80 104,200SH DEFINE2 19,850 0 84,350
87913110 1,708.14 23,083SH DEFINE4 0 0 23,083
TELE CELULAR SUL PARTICIPAC 87923810 10,652.92 235,424SH DEFINE2 27,300 0 208,124
87923810 5,070.08 112,046SH DEFINE4 0 0 112,046
TELE CENTRO SUL PARTICIPACOE87923910 0.01 0SH DEFINE2 0 0 0
87923910 2,798.29 38,300SH DEFINE4 0 0 38,300
TELECENTRO OESTE CELULAR-ADR87923P10 0.00 0SH DEFINE2 0 0 0
87923P10 781.60 65,133SH DEFINE4 0 0 65,133
TELE NORTE LESTE PARTICIPAC 87924610 4,179.26 176,900SH DEFINE2 29,000 0 147,900
87924610 2,325.36 98,428SH DEFINE4 0 0 98,428
TELENORDESTE CELULAR PAR-ADR87924W10 0.12 2SH DEFINE2 1 0 1
87924W10 689.04 9,950SH DEFINE4 0 0 9,950
TELENORTE CELULAR PARTIC-ADR87924Y10 0.03 1SH DEFINE2 0 0 1
87924Y10 189.81 3,740SH DEFINE4 0 0 3,740
AP TELE SUDESTE CELULAR PART87925210 0.01 0SH DEFINE2 0 0 0
87925210 1,168.15 38,300SH DEFINE4 0 0 38,300
TELECOM ARGENTINA S.A ADR 87927320 5,163.13 187,750SH DEFINE2 23,400 0 164,350
87927320 6,481.09 235,676SH DEFINE4 0 0 235,676
TELECOM CORP NEW ZEALAN LTD 87927820 0.00 0SH DEFINE2 0 0 0
87927820 5,803.03 206,330SH DEFINE4 0 0 206,330
TELECORP PCS INC 87929910 5,127.75 127,200SH DEFINE2 7,300 0 119,900
87929910 88,441.59 2,193,900SH DEFINE4 0 0 2,193,900
AP TELECOMUNICACOES DE SP AD87929A10 34,541.24 1,867,094SH DEFINE2 448,744 0 1,418,350
87929A10 31,950.48 1,727,053SH DEFINE4 0 0 1,727,053
TELEDYNE TECHNOLOGIES INC 87936010 0.00 0SH DEFINE2 0 0 0
87936010 0.00 0SH DEFINE4 0 0 0
TELEFLEX INC 87936910 10,328.18 288,900SH DEFINE2 61,700 0 227,200
87936910 2,009.15 56,200SH DEFINE4 0 0 56,200
AP TELEFONICA DE ARGENTINA A87937820 0.00 0SH DEFINE2 0 0 0
87937820 1,012.83 31,900SH DEFINE4 0 0 31,900
CPT TELEFONICA DEL PERU ADR 87938410 0.00 0SH DEFINE2 0 0 0
87938410 4,995.90 439,200SH DEFINE4 0 0 439,200
TELEFONOS DE MEXICO S A SER 87940378 227,284.15 3,978,716SH DEFINE2 888,013 0 3,090,703
87940378 204,197.43 3,574,572SH DEFINE4 0 0 3,574,572
TELEHUB COMM P/P 144A WARRAN87942R11 0.76 1,525SH DEFINE2 370 0 1,155
87942R11 9.74 19,475SH DEFINE4 0 0 19,475
TELEPHONE & DATA SYS INC 87943310 41,118.54 410,160SH DEFINE2 87,530 0 322,630
87943310 105,663.50 1,054,000SH DEFINE4 0 0 1,054,000
TELELESTE CELULAR PARTICIPAC87943B10 0.02 1SH DEFINE2 0 0 1
87943B10 165.50 3,740SH DEFINE4 0 0 3,740
TELEMIG CELULAR PARTICIPAC A87944E10 0.00 0SH DEFINE2 0 0 0
87944E10 718.58 10,050SH DEFINE4 0 0 10,050
TELE1 EUROPE HOLDING AB-ADR 87944T20 269.78 22,365SH DEFINE2 0 0 22,365
87944T20 2,889.33 239,530SH 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 4,717.50 105,125SH DEFINE2 14,344 0 90,781
87952L10 5,049.74 112,529SH DEFINE4 0 0 112,529
TELIGENT INC-CL A 87959Y10 0.00 0SH DEFINE2 0 0 0
87959Y10 266.96 11,300SH DEFINE4 0 0 11,300
TELLABS INC 87966410 252,630.05 3,691,398SH DEFINE2 1,374,600 0 2,316,798
87966410 691,260.4310,100,609SH DEFINE4 0 0 10,100,609
TELXON CORP 87970010 18,057.95 1,010,235SH DEFINE2 212,960 0 797,275
87970010 6,238.30 348,996SH DEFINE4 0 0 348,996
TEMPLE INLAND INC 87986810 708.12 16,860SH DEFINE2 1,165 0 15,695
87986810 70,049.70 1,667,850SH DEFINE4 0 0 1,667,850
TELETECH HOLDINGS INC 87993910 0.00 0SH DEFINE2 0 0 0
87993910 23,079.44 743,000SH DEFINE4 0 0 743,000
TENET HEALTHCARE CORPORATION88033G10 2,996.22 110,971SH DEFINE2 3,191 0 107,780
88033G10 119,638.59 4,431,059SH DEFINE4 0 0 4,431,059
TENNANT CO 88034510 10,915.91 291,091SH DEFINE2 59,520 0 231,571
88034510 2,092.50 55,800SH DEFINE4 0 0 55,800
TERADYNE INC 88077010 215,502.00 2,932,000SH DEFINE2 1,255,475 0 1,676,525
88077010 699,173.45 9,512,564SH DEFINE4 0 0 9,512,564
TERAYON COMMUNICATION SYS 88077510 0.00 0SH DEFINE2 0 0 0
88077510 33,048.59 514,500SH DEFINE4 0 0 514,500
TERRA INDUSTRIES INC 88091510 0.00 0SH DEFINE2 0 0 0
88091510 0.00 0SH DEFINE4 0 0 0
TEXACO INC 88169410 7,222.67 135,637SH DEFINE2 700 0 134,937
88169410 39,516.83 742,100SH DEFINE4 0 0 742,100
TEXAS INDS INC 88249110 6,208.13 215,000SH DEFINE2 104,500 0 110,500
88249110 4,890.84 169,380SH DEFINE4 0 0 169,380
TEXAS INSTRUMENTS INC 88250810 502,424.89 7,314,648SH DEFINE2 2,730,560 0 4,584,088
88250810 1,213,209.1817,662,736SH DEFINE4 0 0 17,662,736
TEXAS UTILITIES CO (HOLDING)88284810 302.46 8,945SH DEFINE2 1,003 0 7,942
88284810 4,296.87 127,079SH DEFINE4 0 0 127,079
TEXTRON INC 88320310 1,955.25 36,000SH DEFINE2 0 0 36,000
88320310 92.33 1,700SH DEFINE4 0 0 1,700
THERMA-WAVE INC 88343A10 1,291.89 57,900SH DEFINE2 41,600 0 16,300
88343A10 229.15 10,270SH DEFINE4 0 0 10,270
THERMO ELECTRON CORP 88355610 1,022.95 48,567SH DEFINE2 1,455 0 47,112
88355610 483.64 22,962SH DEFINE4 0 0 22,962
AP THERMO INSTRUMENT SYSTEMS88355910 328.21 17,505SH DEFINE2 3,760 0 13,745
88355910 68,299.07 3,642,617SH DEFINE4 0 0 3,642,617
THERMO CARDIOSYSTEMS INC 88355K20 254.97 25,497SH DEFINE2 2,801 0 22,696
88355K20 20,482.00 2,048,200SH DEFINE4 0 0 2,048,200
THERMO ECOTEK CORP 88355R10 0.00 4,788SH DEFINE2 667 0 4,121
88355R10 0.00 92,667SH DEFINE4 0 0 92,667
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 8,406SH DEFINE2 1,147 0 7,259
88358210 0.00 60,112SH DEFINE4 0 0 60,112
THERMO TERRATECH INC 88359810 0.00 0SH DEFINE2 0 0 0
88359810 1,982.39 247,799SH DEFINE4 0 0 247,799
THERMOQUEST CORPORATION 88365510 38.79 3,879SH DEFINE2 545 0 3,333
88365510 924.24 92,424SH DEFINE4 0 0 92,424
THOMAS & BETTS CORP 88431510 14,141.03 739,400SH DEFINE2 204,600 0 534,800
88431510 3,440.59 179,900SH DEFINE4 0 0 179,900
THOMAS INDS INC 88442510 0.00 0SH DEFINE2 0 0 0
88442510 0.00 0SH DEFINE4 0 0 0
3COM CORP 88553510 4,978.80 86,400SH DEFINE2 500 0 85,900
88553510 33,076.75 574,000SH DEFINE4 0 0 574,000
THREE-FIVE SYSTEMS 88554L10 0.00 0SH DEFINE2 0 0 0
88554L10 188.80 3,200SH DEFINE4 0 0 3,200
360NETWORKS P/P (RESTRICTED 88575T40 177.50 14,200SH DEFINE2 0 0 14,200
88575T40 13,773.39 1,101,871SH DEFINE4 0 0 1,101,871
TIBCO SOFTWARE INC 88632Q10 4,182.14 39,000SH DEFINE2 3,400 0 35,600
88632Q10 46,282.36 431,600SH DEFINE4 0 0 431,600
TIDEWATER INC 88642310 15,642.00 434,500SH DEFINE2 129,700 0 304,800
88642310 3,521.23 97,812SH DEFINE4 0 0 97,812
TIFFANY & CO NEW 88654710 46,330.58 686,379SH DEFINE2 147,670 0 538,709
88654710 133,805.25 1,982,300SH DEFINE4 0 0 1,982,300
TIME WARNER INC 88731510 392,120.86 5,159,485SH DEFINE2 2,103,100 0 3,056,385
88731510 902,089.6011,869,600SH DEFINE4 0 0 11,869,600
TIMES MIRROR NEW SER A COM 88736410 252.99 2,792SH DEFINE2 379 0 2,413
88736410 463.73 5,117SH DEFINE4 0 0 5,117
TIMKEN COMPANY 88738910 273.79 14,700SH DEFINE2 0 0 14,700
88738910 0.00 0SH DEFINE4 0 0 0
TITAN CORP 88826610 198.40 4,433SH DEFINE2 605 0 3,829
88826610 949.94 21,228SH DEFINE4 0 0 21,228
TITAN PHARMACEUTICALS INC 88831410 0.00 0SH DEFINE2 0 0 0
88831410 7,761.50 180,500SH DEFINE4 0 0 180,500
TOLLGRADE COMMUNICATIONS INC88954210 35,430.50 267,400SH DEFINE2 191,300 0 76,100
88954210 6,844.95 51,660SH DEFINE4 0 0 51,660
TOO INC 89033310 0.00 0SH DEFINE2 0 0 0
89033310 5,698.00 224,000SH DEFINE4 0 0 224,000
TOPPS CO 89078610 0.00 0SH DEFINE2 0 0 0
89078610 175.95 15,300SH DEFINE4 0 0 15,300
TORCHMARK CORP 89102710 3,493.28 141,500SH DEFINE2 42,000 0 99,500
89102710 49,283.66 1,996,300SH DEFINE4 0 0 1,996,300
TORO COMPANY 89109210 0.00 0SH DEFINE2 0 0 0
89109210 0.00 0SH DEFINE4 0 0 0
TOSCO CORP 89149030 10,042.54 354,703SH DEFINE2 293,070 0 61,634
89149030 168,898.44 5,965,508SH DEFINE4 0 0 5,965,508
TOTAL RENAL CARE HOLDINGS 89151A10 640.05 106,675SH DEFINE2 0 0 106,675
89151A10 3,224.26 537,377SH DEFINE4 0 0 537,377
TOTAL FINA ELF SA SPON ADR 89151E10 6,734.15 87,670SH DEFINE2 16,111 0 71,559
89151E10 219,296.46 2,854,958SH DEFINE4 0 0 2,854,958
TOWER AUTOMOTIVE INC 89170710 5,648.69 451,895SH DEFINE2 198,934 0 252,961
89170710 6,657.85 532,628SH DEFINE4 0 0 532,628
TOYS R US 89233510 789.29 54,200SH DEFINE2 0 0 54,200
89233510 71.36 4,900SH DEFINE4 0 0 4,900
TRANSCANADA PIPELINES LTD 89352610 12.20 1,600SH DEFINE2 0 0 1,600
89352610 0.00 0SH DEFINE4 0 0 0
TRANSKARYOTIC THERAPIES INC 89373510 2,926.40 79,630SH DEFINE2 4,500 0 75,130
89373510 77,977.33 2,121,832SH DEFINE4 0 0 2,121,832
TRANSPORTACION MARITIMA MEXI89386820 0.00 0SH DEFINE2 0 0 0
89386820 15.94 3,000SH DEFINE4 0 0 3,000
TRANSPORTADORA DE GAS DEL SU89387020 0.00 0SH DEFINE2 0 0 0
89387020 3,396.60 377,400SH DEFINE4 0 0 377,400
TRANSWITCH CORP 89406510 5,258.40 68,125SH DEFINE2 16,775 0 51,350
89406510 18,835.68 244,025SH DEFINE4 0 0 244,025
TRENDWEST RESORTS INC 89491710 0.00 0SH DEFINE2 0 0 0
89491710 0.00 0SH DEFINE4 0 0 0
TRICON GLOBAL RESTAURANTS IN89595310 1,041.86 36,880SH DEFINE2 400 0 36,480
89595310 13,353.78 472,700SH DEFINE4 0 0 472,700
TRIBUNE CO 89604710 11,067.00 316,200SH DEFINE2 279,825 0 36,375
89604710 125,426.88 3,583,625SH DEFINE4 0 0 3,583,625
TRICORD SYSTEMS INC 89612110 0.00 0SH DEFINE2 0 0 0
89612110 0.00 0SH DEFINE4 0 0 0
TRIKON TECHNOLOGIES INC 89618740 0.00 0SH DEFINE2 0 0 0
89618740 9.48 499SH DEFINE4 0 0 499
TRIGON HEALTHCARE INC 89618L10 12,679.22 245,900SH DEFINE2 118,400 0 127,500
89618L10 47,155.35 914,528SH DEFINE4 0 0 914,528
TRIMBLE NAVIGATION LTD 89623910 15,092.83 309,200SH DEFINE2 221,400 0 87,800
89623910 3,260.68 66,800SH DEFINE4 0 0 66,800
TRIMERIS INC 89626310 5,070.47 72,500SH DEFINE2 56,700 0 15,800
89626310 59,024.45 843,960SH DEFINE4 0 0 843,960
TRIQUINT SEMICONDUCTOR INC 89674K10 155.24 1,622SH DEFINE2 221 0 1,401
89674K10 24,277.32 253,715SH DEFINE4 0 0 253,715
TRIUMPH GROUP INC 89681810 7,308.83 262,200SH DEFINE2 125,000 0 137,200
89681810 2,269.16 81,405SH DEFINE4 0 0 81,405
TRIZEC HAHN CORP 89693810 16.09 900SH DEFINE2 0 0 900
89693810 0.00 0SH DEFINE4 0 0 0
TRUE NORTH COMMUNICATIONS 89784410 13,064.57 296,922SH DEFINE2 63,300 0 233,622
89784410 17,623.94 400,544SH DEFINE4 0 0 400,544
TUBOS DE ACERO DE MEXICO SP 89859250 27.75 2,000SH DEFINE2 0 0 2,000
89859250 29.14 2,100SH DEFINE4 0 0 2,100
TUCKER ANTHONY SUTRO 89864710 4,398.30 244,350SH DEFINE2 57,000 0 187,350
89864710 462.60 25,700SH DEFINE4 0 0 25,700
TUESDAY MORNING CORP 89903550 1,339.80 127,600SH DEFINE2 89,700 0 37,900
89903550 1,349.15 128,490SH DEFINE4 0 0 128,490
TUPPERWARE CORPORATION 89989610 308.00 14,000SH DEFINE2 0 0 14,000
89989610 0.00 0SH DEFINE4 0 0 0
TURNSTONE SYSTEMS INC 90042310 0.00 0SH DEFINE2 0 0 0
90042310 8,300.16 50,100SH DEFINE4 0 0 50,100
TUT SYSTEM INC 90110310 0.00 0SH DEFINE2 0 0 0
90110310 114.75 2,000SH DEFINE4 0 0 2,000
TV AZTECA SP ADR 90114510 2,001.94 151,806SH DEFINE2 47,400 0 104,406
90114510 1,616.00 122,540SH DEFINE4 0 0 122,540
TWEETER HOME ENTERTAINMENT G90116710 8,782.26 289,128SH DEFINE2 206,420 0 82,708
90116710 1,660.97 54,682SH DEFINE4 0 0 54,682
RCN CORPORATION ESCROW SHARE90130P98 0.02 1,527SH DEFINE2 0 0 1,527
90130P98 0.02 2,249SH DEFINE4 0 0 2,249
TYCO INTERNATIONAL LTD NEW 90212410 1,010,648.3521,332,947SH DEFINE2 8,929,360 0 12,403,587
90212410 2,566,905.2254,182,696SH DEFINE4 0 0 54,182,696
UAL CORP 90254950 11.64 200SH DEFINE2 0 0 200
90254950 52.37 900SH DEFINE4 0 0 900
UCAR INTERNATIONAL INC 90262K10 4,665.93 357,200SH DEFINE2 171,500 0 185,700
90262K10 1,453.86 111,300SH DEFINE4 0 0 111,300
USX-MARATHON GROUP 90290582 1,982.44 79,100SH DEFINE2 500 0 78,600
90290582 15,162.81 605,000SH DEFINE4 0 0 605,000
UST INC 90291110 577.22 39,300SH DEFINE2 0 0 39,300
90291110 179.19 12,200SH DEFINE4 0 0 12,200
U.S. BANCORP 90297310 7,820.45 406,257SH DEFINE2 68,950 0 337,307
90297310 167,674.43 8,710,360SH DEFINE4 0 0 8,710,360
USA NETWORKS INC 90298410 34.60 1,600SH DEFINE2 600 0 1,000
90298410 124,103.71 5,738,900SH DEFINE4 0 0 5,738,900
USG CORP 90329340 18.23 600SH DEFINE2 0 0 600
90329340 51.64 1,700SH DEFINE4 0 0 1,700
US INTERACTIVE INC 90334M10 2.81 217SH DEFINE2 32 0 185
90334M10 22.19 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 408.38 22,000SH DEFINE2 0 0 22,000
90337T10 1,806.26 97,307SH DEFINE4 0 0 97,307
UTI ENERGY CORP 90338710 10,576.95 263,600SH DEFINE2 120,500 0 143,100
90338710 0.00 0SH DEFINE4 0 0 0
US ONCOLOGY INC 90338W10 7,049.06 1,409,812SH DEFINE2 676,028 0 733,784
90338W10 2,309.90 461,980SH DEFINE4 0 0 461,980
ULTIMATE ELECTRONICS INC 90384910 0.00 0SH DEFINE2 0 0 0
90384910 131.30 4,900SH DEFINE4 0 0 4,900
ULTRAMAR DIAMOND SHAMROCK CP90400010 62.03 2,500SH DEFINE2 0 0 2,500
90400010 94.29 3,800SH DEFINE4 0 0 3,800
UNILEVER N V -NY SHARES 90478470 6,032.86 140,299SH DEFINE2 600 0 139,699
90478470 29,541.00 687,000SH DEFINE4 0 0 687,000
UNICOM CORPORATION 90491110 1,729.33 44,700SH DEFINE2 0 0 44,700
90491110 30,853.28 797,500SH DEFINE4 0 0 797,500
UNION CARBIDE CORPORATION 90558110 1,678.05 33,900SH DEFINE2 0 0 33,900
90558110 113.85 2,300SH DEFINE4 0 0 2,300
UNION PACIFIC CORP 90781810 9,180.75 246,877SH DEFINE2 48,591 0 198,286
90781810 89,056.00 2,394,783SH DEFINE4 0 0 2,394,783
UNION PACIFIC RESOURCES GROU90783410 6,701.73 304,624SH DEFINE2 71,000 0 233,624
90783410 61,276.60 2,785,300SH DEFINE4 0 0 2,785,300
UNION PLANTERS CORP 90806810 1,464.97 52,438SH DEFINE2 2,250 0 50,188
90806810 3,123.06 111,788SH DEFINE4 0 0 111,788
UNIONBANCAL CORPORATION 90890610 0.00 0SH DEFINE2 0 0 0
90890610 3,185.33 171,600SH DEFINE4 0 0 171,600
UNISOURCE ENERGY CORP HLD CO90920510 0.00 0SH DEFINE2 0 0 0
90920510 2,338.50 155,900SH DEFINE4 0 0 155,900
UNISYS CORPORATION 90921410 1,124.23 77,200SH DEFINE2 500 0 76,700
90921410 8,747.69 600,700SH DEFINE4 0 0 600,700
UNITED DOMINION INDS LTD 90991410 0.00 0SH DEFINE2 0 0 0
90991410 0.00 0SH DEFINE4 0 0 0
UNITED ILLUMINATING CO 91063710 0.00 0SH DEFINE2 0 0 0
91063710 7,651.88 174,900SH DEFINE4 0 0 174,900
UNITED NATURAL FOODS INC 91116310 12,068.38 877,700SH DEFINE2 417,100 0 460,600
91116310 3,525.06 256,368SH DEFINE4 0 0 256,368
UNITED PARCEL SERVICE-CL B 91131210 125,441.08 2,126,120SH DEFINE2 809,700 0 1,316,420
91131210 353,888.90 5,998,117SH DEFINE4 0 0 5,998,117
UNITED STATE CELLULAR CORP 91168410 0.00 0SH DEFINE2 0 0 0
91168410 56.70 900SH DEFINE4 0 0 900
US AIRWAYS GROUP INC 91190510 651.30 16,700SH DEFINE2 0 0 16,700
91190510 0.00 0SH DEFINE4 0 0 0
US WEST INC 91273H10 10,660.77 124,324SH DEFINE2 400 0 123,924
91273H10 59,784.90 697,200SH DEFINE4 0 0 697,200
UNITED STATIONERS INC 91300410 7,718.20 238,400SH DEFINE2 114,500 0 123,900
91300410 2,382.80 73,600SH DEFINE4 0 0 73,600
UNITED TECHNOLOGIES CORP 91301710 7,749.54 131,627SH DEFINE2 44,415 0 87,212
91301710 225,541.59 3,830,855SH DEFINE4 0 0 3,830,855
UNITED THERAPEUTICS CORP 91307C10 3,934.01 36,300SH DEFINE2 3,100 0 33,200
91307C10 79,016.21 729,100SH DEFINE4 0 0 729,100
UNITED WISCONSIN SERVICES 91323810 7,091.61 1,304,205SH DEFINE2 277,300 0 1,026,905
91323810 1,506.45 277,048SH DEFINE4 0 0 277,048
UNITEDGLOBALCOM INC-CL A 91324750 1,594.40 34,105SH DEFINE2 964 0 33,141
91324750 4,556.64 97,468SH DEFINE4 0 0 97,468
UNITEDHEALTH GROUP INC 91324P10 3,691.54 43,050SH DEFINE2 1,650 0 41,400
91324P10 358,782.37 4,184,051SH DEFINE4 0 0 4,184,051
UNITIL CORP 91325910 0.00 0SH DEFINE2 0 0 0
91325910 0.00 0SH DEFINE4 0 0 0
UNIVERSAL ELECTRONICS INC 91348310 8,277.56 337,000SH DEFINE2 241,400 0 95,600
91348310 1,614.00 65,710SH DEFINE4 0 0 65,710
UNIVERSAL FOODS CORP 91353810 13,535.71 731,660SH DEFINE2 156,360 0 575,300
91353810 2,587.93 139,888SH DEFINE4 0 0 139,888
UNIVERSAL HEALTH SERVICES CL91390310 9,844.65 150,300SH DEFINE2 72,100 0 78,200
91390310 3,027.08 46,215SH DEFINE4 0 0 46,215
UNIVISION COMMUNICATIONS INC91490610 99,724.94 963,526SH DEFINE2 300,270 0 663,256
91490610 502,698.98 4,856,995SH DEFINE4 0 0 4,856,995
UNOCAL CORP 91528910 3,308.25 99,872SH DEFINE2 5,176 0 94,696
91528910 32,418.48 978,671SH DEFINE4 0 0 978,671
UNUMPROVIDENT CORP 91529Y10 1,207.84 60,204SH DEFINE2 0 0 60,204
91529Y10 0.00 0SH DEFINE4 0 0 0
USFREIGHTWAYS CORPORATION 91690610 12,174.53 495,655SH DEFINE2 145,880 0 349,775
91690610 3,149.04 128,205SH DEFINE4 0 0 128,205
USIMINAS (USINAS SIDER MINAS91730220 95.85 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 7,339.84 369,300SH DEFINE4 0 0 369,300
V F CORP 91820410 681.04 28,600SH DEFINE2 0 0 28,600
91820410 40.48 1,700SH DEFINE4 0 0 1,700
VSE CORP 91828410 0.00 0SH DEFINE2 0 0 0
91828410 0.00 0SH DEFINE4 0 0 0
VALASSIS COMMUNICATIONS INC 91886610 4,855.30 127,352SH DEFINE2 60,800 0 66,552
91886610 12,775.69 335,100SH DEFINE4 0 0 335,100
VALERO ENERGY CORP 91913Y10 0.00 0SH DEFINE2 0 0 0
91913Y10 2,038.35 64,200SH DEFINE4 0 0 64,200
VALMONT INDUSTRIES 92025310 0.00 0SH DEFINE2 0 0 0
92025310 0.00 0SH DEFINE4 0 0 0
VARCO INTERNATIONAL INC 92212210 9,925.43 426,900SH DEFINE2 204,700 0 222,200
92212210 3,064.35 131,800SH DEFINE4 0 0 131,800
VARIAN INC 92220610 0.00 0SH DEFINE2 0 0 0
92220610 133.76 2,900SH DEFINE4 0 0 2,900
VARIAN SEMICONDUCTOR EQUIPME92220710 0.00 0SH DEFINE2 0 0 0
92220710 138.19 2,200SH DEFINE4 0 0 2,200
VARIAN MEDICAL SYSTEMS INC 92220P10 6,799.93 173,800SH DEFINE2 83,600 0 90,200
92220P10 2,116.66 54,100SH DEFINE4 0 0 54,100
VECTREN CORP 92240G10 1,062.57 61,598SH DEFINE2 0 0 61,598
92240G10 2,585.19 149,866SH DEFINE4 0 0 149,866
VEECO INSTRUMENTS INC 92241710 15,741.43 214,900SH DEFINE2 154,400 0 60,500
92241710 3,022.30 41,260SH DEFINE4 0 0 41,260
VENTANA MEDICAL SYSTEMS 92276H10 0.00 0SH DEFINE2 0 0 0
92276H10 15,784.95 671,700SH DEFINE4 0 0 671,700
VENTANA MEDICAL SYS P/P (PRV92276H9A 0.00 0SH DEFINE2 0 0 0
92276H9A 5,287.50 225,000SH DEFINE4 0 0 225,000
VERIO INC 92343310 276.90 4,991SH DEFINE2 644 0 4,346
92343310 919.39 16,570SH DEFINE4 0 0 16,570
VERITAS SOFTWARE CO 92343610 534,813.52 4,732,209SH DEFINE2 1,457,504 0 3,274,705
92343610 2,486,764.6022,003,724SH DEFINE4 0 0 22,003,724
VERITY INC 92343C10 16,739.00 440,500SH DEFINE2 239,400 0 201,100
92343C10 2,595.40 68,300SH DEFINE4 0 0 68,300
VERISIGN INC 92343E10 144,050.65 816,151SH DEFINE2 139,367 0 676,784
92343E10 1,480,497.62 8,388,089SH DEFINE4 0 0 8,388,089
VERTEL CORP 92490710 7,976.33 455,790SH DEFINE2 249,000 0 206,790
92490710 1,174.60 67,120SH DEFINE4 0 0 67,120
VERTICALNET INC 92532L10 144.06 3,900SH DEFINE2 550 0 3,350
92532L10 67,545.76 1,828,650SH DEFINE4 0 0 1,828,650
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 1,160,216.9917,015,098SH DEFINE2 5,574,345 0 11,440,753
92552430 4,233,546.1362,086,836SH DEFINE4 0 0 62,086,836
VIATEL INC 92552920 331.21 11,596SH DEFINE2 0 0 11,596
92552920 4,374.63 153,160SH DEFINE4 0 0 153,160
VIANT CORP 92553N10 5,645.67 190,571SH DEFINE2 6,700 0 183,871
92553N10 180,817.05 6,103,529SH DEFINE4 0 0 6,103,529
VIGNETTE CORPORATION 92673410 95,201.60 1,830,250SH DEFINE2 232,750 0 1,597,500
92673410 902,632.0817,353,095SH DEFINE4 0 0 17,353,095
VINA CONCHA Y TORO SA-SP ADR92719110 0.00 0SH DEFINE2 0 0 0
92719110 7.29 200SH DEFINE4 0 0 200
VINTAGE PETROLEUM INC 92746010 10,333.67 458,002SH DEFINE2 103,900 0 354,102
92746010 1,538.76 68,200SH DEFINE4 0 0 68,200
VIRATA CORP 92764610 10,768.28 180,600SH DEFINE2 4,100 0 176,500
92764610 156,194.84 2,619,620SH DEFINE4 0 0 2,619,620
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 0.00 0SH DEFINE2 0 0 0
92829810 68.29 1,800SH DEFINE4 0 0 1,800
VISKASE COMPANIES INC 92831R10 0.00 0SH DEFINE2 0 0 0
92831R10 0.00 0SH DEFINE4 0 0 0
VISTEON CORP 92839U10 572.36 47,205SH DEFINE2 5,609 0 41,596
92839U10 12,111.87 998,917SH DEFINE4 0 0 998,917
VISX INC 92844S10 0.00 0SH DEFINE2 0 0 0
92844S10 47.71 1,700SH DEFINE4 0 0 1,700
VITAL SIGNS INC 92846910 8,012.16 442,050SH DEFINE2 94,500 0 347,550
92846910 1,756.13 96,890SH DEFINE4 0 0 96,890
VITESSE SEMICONDUCTOR CORP 92849710 83,092.76 1,129,553SH DEFINE2 171,913 0 957,640
92849710 582,262.67 7,915,211SH DEFINE4 0 0 7,915,211
VITRIA TECHNOLOGY INC 92849Q10 5,550.88 90,812SH DEFINE2 0 0 90,812
92849Q10 309,802.77 5,068,348SH DEFINE4 0 0 5,068,348
VITRO S.A.-SPONSORED ADR 92850230 0.00 0SH DEFINE2 0 0 0
92850230 9.24 2,900SH DEFINE4 0 0 2,900
VODAFONE AIRTOUCH PLC-SP ADR92857T10 185,902.07 4,486,324SH DEFINE2 2,127,873 0 2,358,452
92857T10 915,017.6122,081,873SH DEFINE4 0 0 22,081,873
VOICESTREAM WIRELESS CORP 92861510 214,265.50 1,842,401SH DEFINE2 751,884 0 1,090,517
92861510 605,607.21 5,207,425SH DEFINE4 0 0 5,207,425
VORNADO REALTY TRUST REIT 92904210 287.76 8,281SH DEFINE2 1,119 0 7,162
92904210 3,678.74 105,863SH DEFINE4 0 0 105,863
VOTORANTIM CELULOSE-SPON ADR92906P10 2,219.09 120,767SH DEFINE2 15,900 0 104,867
92906P10 962.85 52,400SH DEFINE4 0 0 52,400
VULCAN MATERIALS CO 92916010 1,062.92 24,900SH DEFINE2 0 0 24,900
92916010 0.00 0SH DEFINE4 0 0 0
WABASH NATL CORP 92956610 6,796.74 569,360SH DEFINE2 121,760 0 447,600
92956610 1,763.99 147,769SH DEFINE4 0 0 147,769
WABTEC 92974010 3,726.70 359,200SH DEFINE2 171,900 0 187,300
92974010 1,197.85 115,455SH DEFINE4 0 0 115,455
WACHOVIA CORP 92977110 2,750.48 50,700SH DEFINE2 0 0 50,700
92977110 368.90 6,800SH DEFINE4 0 0 6,800
WAL MART STORES INC 93114210 596,713.5010,355,115SH DEFINE2 3,873,590 0 6,481,525
93114210 1,581,920.4627,451,982SH DEFINE4 0 0 27,451,982
WALGREEN COMPANY 93142210 8,101.59 251,700SH DEFINE2 0 0 251,700
93142210 634.09 19,700SH DEFINE4 0 0 19,700
WALLACE COMPUTER SVCS INC 93227010 12,276.70 1,243,210SH DEFINE2 265,620 0 977,590
93227010 2,449.15 248,015SH DEFINE4 0 0 248,015
WARNACO GROUP INC 93439010 0.00 0SH DEFINE2 0 0 0
93439010 434.15 54,696SH DEFINE4 0 0 54,696
WASHINGTON GAS LIGHT CO 93883710 0.00 0SH DEFINE2 0 0 0
93883710 7,594.13 315,600SH DEFINE4 0 0 315,600
WASHINGTON MUTUAL INC 93932210 7,894.17 273,391SH DEFINE2 39,972 0 233,419
93932210 234,249.07 8,112,522SH DEFINE4 0 0 8,112,522
WASTE MANAGEMENT INC 94106L10 18,969.22 998,380SH DEFINE2 230,413 0 767,967
94106L10 306,065.9116,108,732SH DEFINE4 0 0 16,108,732
WATERS CORP 94184810 22,196.66 177,840SH DEFINE2 13,300 0 164,540
94184810 533,174.79 4,271,806SH DEFINE4 0 0 4,271,806
WATSON PHARMACEUTICAL INC 94268310 1,252.38 23,300SH DEFINE2 0 0 23,300
94268310 139.75 2,600SH DEFINE4 0 0 2,600
WAUSAU-MOSINEE PAPER CORP 94331510 6,304.40 736,280SH DEFINE2 156,760 0 579,520
94331510 1,116.19 130,358SH DEFINE4 0 0 130,358
WAVECOM SA-ADR 94353110 1,014.64 9,224SH DEFINE2 0 0 9,224
94353110 12,794.10 116,310SH DEFINE4 0 0 116,310
WEATHERFORD INTERNATIONAL 94707410 1,205.45 30,278SH DEFINE2 7,940 0 22,338
94707410 15,149.63 380,524SH DEFINE4 0 0 380,524
WEBMETHODS INC 94768C10 14,628.81 93,066SH DEFINE2 1,400 0 91,666
94768C10 350,567.42 2,230,250SH DEFINE4 0 0 2,230,250
WEBSTER FINANCIAL CORP 94789010 8,290.76 373,668SH DEFINE2 178,879 0 194,789
94789010 2,602.39 117,291SH DEFINE4 0 0 117,291
WELLPOINT HEALTH NETWORKS 94973H10 1,353.24 18,681SH DEFINE2 449 0 18,233
94973H10 3,528.79 48,715SH DEFINE4 0 0 48,715
WELLS FARGO & CO 94974610 38,979.01 1,005,910SH DEFINE2 419,390 0 586,520
94974610 627,695.6016,198,596SH DEFINE4 0 0 16,198,596
WENDYS INTERNATIONAL INC 95059010 724.45 40,671SH DEFINE2 1,600 0 39,071
95059010 2,227.12 125,031SH DEFINE4 0 0 125,031
WESCO INTERNATIONAL INC 95082P10 0.00 0SH DEFINE2 0 0 0
95082P10 133.88 14,000SH DEFINE4 0 0 14,000
WESTELL TECHNOLOGIES INC 95754110 0.00 0SH DEFINE2 0 0 0
95754110 0.00 0SH DEFINE4 0 0 0
WESTERN DIGITAL CORP 95810210 0.00 0SH DEFINE2 0 0 0
95810210 294.47 58,895SH DEFINE4 0 0 58,895
WESTERN WIRELESS CORP CL A 95988E20 0.00 0SH DEFINE2 0 0 0
95988E20 49.05 900SH DEFINE4 0 0 900
WESTON ROY F INC SER A 96113710 0.00 0SH DEFINE2 0 0 0
96113710 0.00 61,524SH DEFINE4 0 0 61,524
WESTPOINT STEVENS INC 96123810 0.00 0SH DEFINE2 0 0 0
96123810 38.94 3,500SH DEFINE4 0 0 3,500
WESTVACO CORP 96154810 606.67 24,450SH DEFINE2 0 0 24,450
96154810 0.00 0SH DEFINE4 0 0 0
WESTWOOD ONE INC 96181510 9,738.59 285,380SH DEFINE2 16,300 0 269,080
96181510 366,462.6410,738,832SH DEFINE4 0 0 10,738,832
WEYERHAEUSER COMPANY 96216610 13,271.09 308,630SH DEFINE2 171,285 0 137,345
96216610 268,007.69 6,232,737SH DEFINE4 0 0 6,232,737
WHIRLPOOL CORPORATION 96332010 853.24 18,300SH DEFINE2 0 0 18,300
96332010 69.94 1,500SH DEFINE4 0 0 1,500
WHOLE FOODS MARKET INCC 96683710 3,243.03 78,500SH DEFINE2 4,800 0 73,700
96683710 61,712.61 1,493,800SH DEFINE4 0 0 1,493,800
WILLAMETTE INDUSTRIES INC 96913310 1,117.25 41,000SH DEFINE2 100 0 40,900
96913310 2,575.13 94,500SH DEFINE4 0 0 94,500
WILLIAMS COMPANIES 96945710 13,886.19 333,102SH DEFINE2 196,139 0 136,963
96945710 341,474.11 8,191,283SH DEFINE4 0 0 8,191,283
CLAYTON WILLIAMS ENERGY INC 96949010 0.00 0SH DEFINE2 0 0 0
96949010 198.01 6,200SH DEFINE4 0 0 6,200
WILMINGTON TRUST CORP 97180710 0.00 0SH DEFINE2 0 0 0
97180710 66.26 1,550SH DEFINE4 0 0 1,550
WIND RIVER SYSTEMS 97314910 108.95 2,876SH DEFINE2 402 0 2,474
97314910 626.74 16,548SH DEFINE4 0 0 16,548
WINN DIXIE STORES INC 97428010 502.37 35,100SH DEFINE2 0 0 35,100
97428010 0.00 0SH DEFINE4 0 0 0
WINSTAR COMMUNICATIONS INC 97551510 9,483.39 279,952SH DEFINE2 77,759 0 202,193
97551510 162,700.04 4,802,953SH DEFINE4 0 0 4,802,953
WIRELESS ONE INC WARRANTS 97652H11 0.00 4,050SH DEFINE2 1,500 0 2,550
97652H11 0.04 36,450SH DEFINE4 0 0 36,450
WIRELESS FACILITIES INC 97653A10 3,769.38 74,000SH DEFINE2 4,200 0 69,800
97653A10 110,442.69 2,168,200SH DEFINE4 0 0 2,168,200
WISCONSIN ENERGY 97665710 0.00 0SH DEFINE2 0 0 0
97665710 14,837.58 748,900SH DEFINE4 0 0 748,900
WOLVERINE WORLD WIDE 97809710 10,560.82 1,069,450SH DEFINE2 245,700 0 823,750
97809710 2,132.52 215,951SH DEFINE4 0 0 215,951
WOODHEAD INDUSTRIES INC 97943810 8,089.82 443,278SH DEFINE2 100,870 0 342,408
97943810 824.90 45,200SH DEFINE4 0 0 45,200
WORLD ACCESS INC 98141A10 51.01 4,611SH DEFINE2 0 0 4,611
98141A10 4,007.39 362,250SH 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
WORLDGATE COMMUNICATIONS INC98156L30 0.00 0SH DEFINE2 0 0 0
98156L30 138.70 7,300SH DEFINE4 0 0 7,300
WORLDCOM INC 98157D10 34,402.30 749,914SH DEFINE2 3,800 0 746,114
98157D10 216,520.83 4,719,800SH DEFINE4 0 0 4,719,800
WORTHINGTON INDS INC 98181110 226.80 21,600SH DEFINE2 0 0 21,600
98181110 0.00 0SH DEFINE4 0 0 0
WRIGLEY WM JR COMPANY 98252610 2,221.19 27,700SH DEFINE2 0 0 27,700
98252610 0.00 0SH DEFINE4 0 0 0
WYNN S INTERNATIONAL INC 98319510 4,364.62 192,380SH DEFINE2 92,280 0 100,100
98319510 1,370.48 60,407SH DEFINE4 0 0 60,407
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 53.32 1,424SH DEFINE2 388 0 1,037
98375910 1,075.51 28,728SH DEFINE4 0 0 28,728
X-RITE INC 98385710 17,081.02 1,871,893SH DEFINE2 377,916 0 1,493,977
98385710 3,294.59 361,051SH DEFINE4 0 0 361,051
XILINX 98391910 298,441.89 3,614,739SH DEFINE2 1,412,850 0 2,201,889
98391910 1,097,829.7713,296,954SH DEFINE4 0 0 13,296,954
XEROX CORPORATION 98412110 6,236.04 300,532SH DEFINE2 46,844 0 253,688
98412110 247,162.0111,911,422SH DEFINE4 0 0 11,911,422
YAHOO INC 98433210 151,777.22 1,225,245SH DEFINE2 326,700 0 898,545
98433210 515,421.58 4,160,820SH DEFINE4 0 0 4,160,820
YANKEE CANDLE CO 98475710 5,544.65 256,400SH DEFINE2 187,400 0 69,000
98475710 1,441.52 66,660SH DEFINE4 0 0 66,660
YOUNG & RUBICAM INC 98742510 35,879.61 627,403SH DEFINE2 146,441 0 480,962
98742510 89,277.92 1,561,144SH DEFINE4 0 0 1,561,144
YOUTHSTREAM MEDIA NETWORKS 98781910 1,289.03 217,100SH DEFINE2 158,400 0 58,700
98781910 3,114.46 524,540SH DEFINE4 0 0 524,540
ZAMBA CORPORATION 98888110 2,582.80 469,600SH DEFINE2 343,700 0 125,900
98888110 1,107.43 201,350SH DEFINE4 0 0 201,350
ZI CORP 98891810 0.00 0SH DEFINE2 0 0 0
98891810 9,712.50 1,050,000SH DEFINE4 0 0 1,050,000
ZIFF-DAVIS INC - ZDNET 98951120 9,047.49 1,005,277SH DEFINE2 248,029 0 757,248
98951120 21,520.80 2,391,200SH DEFINE4 0 0 2,391,200
ZIONS BANCORP 98970110 77,751.57 1,694,280SH DEFINE2 840,700 0 853,580
98970110 295,113.43 6,430,800SH DEFINE4 0 0 6,430,800
ZORAN CORP 98975F10 32,777.53 497,100SH DEFINE2 295,000 0 202,100
98975F10 68,295.43 1,035,760SH DEFINE4 0 0 1,035,760
ZYGO CORP 98985510 10,225.49 112,600SH DEFINE2 80,600 0 32,000
98985510 2,659.90 29,290SH DEFINE4 0 0 29,290
LERNOUT & HAUSPIE SPEECH PROB5628B10 3,151.25 71,518SH DEFINE2 1,340 0 70,178
B5628B10 170,164.32 3,861,885SH DEFINE4 0 0 3,861,885
DAIMLERCHRYSLER AG D1668R12 103.40 1,986SH DEFINE2 0 0 1,986
D1668R12 0.00 0SH DEFINE4 0 0 0
FUCHS PETROLUB AG OEL + CHEMF0217R9A 0.00 1SH DEFINE2 0 0 1
F0217R9A 0.00 0SH DEFINE4 0 0 0
ACE LIMITED G0070K10 160.38 5,728SH DEFINE2 781 0 4,947
G0070K10 4,225.17 150,899SH DEFINE4 0 0 150,899
AMDOCS LTD G0260210 69,595.55 906,782SH DEFINE2 24,210 0 882,573
G0260210 714,677.40 9,311,758SH DEFINE4 0 0 9,311,758
CHINADOTCOM CORPORATION G2108N10 4,083.78 199,818SH DEFINE2 0 0 199,818
G2108N10 0.00 0SH DEFINE4 0 0 0
CORECOMM LIMITED G2422R10 400.82 20,555SH DEFINE2 3,030 0 17,525
G2422R10 29,814.60 1,528,954SH DEFINE4 0 0 1,528,954
EL SITIO INC G3017710 243.27 34,143SH DEFINE2 11,300 0 22,843
G3017710 272.44 38,237SH DEFINE4 0 0 38,237
GEMSTAR INTL GROUP LTD G3788V10 104.47 1,700SH DEFINE2 0 0 1,700
G3788V10 0.00 0SH DEFINE4 0 0 0
GLOBAL CROSSING LTD G3921A10 19,970.08 758,958SH DEFINE2 24,464 0 734,494
G3921A10 327,873.2712,460,742SH DEFINE4 0 0 12,460,742
GLOBAL SOURCES LIMITED G3930010 0.00 0SH DEFINE2 0 0 0
G3930010 0.00 0SH DEFINE4 0 0 0
GLOBALSTAR TELECOM WARR 2/15G3930H14 0.98 975SH DEFINE2 0 0 975
G3930H14 22.16 22,160SH DEFINE4 0 0 22,160
MARVELL TECHNOLOGIES GROUP G5876H10 250.80 4,400SH DEFINE2 0 0 4,400
G5876H10 6,384.00 112,000SH DEFINE4 0 0 112,000
MIH LTD G6116R10 2,498.09 83,183SH DEFINE2 11,000 0 72,183
G6116R10 1,031.87 34,360SH DEFINE4 0 0 34,360
RSL COMMUNICATIONS LTD-CL A G7702U10 123.60 10,807SH DEFINE2 0 0 10,807
G7702U10 5,171.26 452,132SH DEFINE4 0 0 452,132
TRANSOCEAN SEDCO FOREX INC G9007810 86,568.18 1,619,989SH DEFINE2 240,349 0 1,379,640
G9007810 449,310.09 8,408,142SH DEFINE4 0 0 8,408,142
SBS BROADCASTING SA L8137F10 622.81 20,254SH DEFINE2 1,202 0 19,053
L8137F10 2,992.66 97,322SH DEFINE4 0 0 97,322
AUDIOCODES INC M1534210 0.00 58,710SH DEFINE2 5,000 0 53,710
M1534210 0.00 1,202,300SH DEFINE4 0 0 1,202,300
BACKWEB TECHNOLOGIES LTD M1563310 4,074.04 178,100SH DEFINE2 84,900 0 93,200
M1563310 25,703.95 1,123,670SH DEFINE4 0 0 1,123,670
BREEZECOM LIMITED M2038510 2,847.08 65,450SH DEFINE2 8,300 0 57,150
M2038510 1,178.85 27,100SH DEFINE4 0 0 27,100
CHECK POINT SOFTWARE TECH LTM2246510 9,348.76 44,150SH DEFINE2 2,300 0 41,850
M2246510 133,083.82 628,495SH DEFINE4 0 0 628,495
ESC MEDICAL SYSTEMS LTD M4086810 214.01 35,300SH DEFINE2 4,600 0 30,700
M4086810 89.12 14,700SH DEFINE4 0 0 14,700
FUNDTECH LTD M4709510 36.00 2,400SH DEFINE2 0 0 2,400
M4709510 0.00 0SH DEFINE4 0 0 0
GALILEO TECHNOLOGY LTD M4729810 72.19 3,000SH DEFINE2 0 0 3,000
M4729810 0.00 0SH DEFINE4 0 0 0
GILAT SATELLITE NETWORKS LTDM5147410 3,738.34 53,886SH DEFINE2 6,810 0 47,076
M5147410 2,664.83 38,412SH DEFINE4 0 0 38,412
M-SYSTEMS FLASH DISK PIONEERM7061C10 5,139.75 66,000SH DEFINE2 9,300 0 56,700
M7061C10 2,164.93 27,800SH DEFINE4 0 0 27,800
ORBOTECH LTD M7525310 10,873.15 117,073SH DEFINE2 14,850 0 102,223
M7525310 4,364.57 46,994SH DEFINE4 0 0 46,994
ORCKIT COMMUNICATIONS LTD M7531S10 4,382.28 145,470SH DEFINE2 17,500 0 127,970
M7531S10 1,733.60 57,547SH DEFINE4 0 0 57,547
ASM LITHOGRAPHY HOLDING NV N0705911 12,549.41 284,406SH DEFINE2 11,269 0 273,137
N0705911 370,130.58 8,388,228SH DEFINE4 0 0 8,388,228
QIAGEN N.V. N7248210 0.00 0SH DEFINE2 0 0 0
N7248210 26,848.20 154,300SH DEFINE4 0 0 154,300
ROYAL CARIBBEAN CRUISES LTD V7780T10 18.50 1,000SH DEFINE2 300 0 700
V7780T10 7,346.35 397,100SH DEFINE4 0 0 397,100
ASE TEST LIMITED Y0251610 8,222.78 279,330SH DEFINE2 118,631 0 160,699
Y0251610 18,388.84 624,674SH DEFINE4 0 0 624,674
FLEXTRONICS INTL LTD Y2573F10 13,772.53 200,510SH DEFINE2 14,070 0 186,440
Y2573F10 657,242.94 9,568,596SH DEFINE4 0 0 9,568,596
GIGAMEDIA LTD Y2711Y10 166.11 13,700SH DEFINE2 0 0 13,700
Y2711Y10 0.00 0SH DEFINE4 0 0 0
266,693,465.44
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