|
|
|
|
|
|
|
|
|
|
|
|
|
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2000
Check here if Amendment [ X ]; Amendment Number: 5
This Amendment (Check only one.): [ X ] is a restatement.
[ ] adds new holdings
entries.
Institutional Investment Manager Filing this Report:
Name: Putnam Investment Management, Inc.
Address: One Post Office Square
Boston, MA 02109
Form 13F File Number: 28 - 90
The institutional investment manager filing this report and the
person by whom it is signed hereby represent that the person
signing the report is authorized to submit it, that all
information contained herein is true, correct and complete, and
that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Andrew J. Hachey
Title: Assistant Vice President and Regulatory Compliance
Counsel
Phone: (617) 760-8235
Signature, Place and Date of Signing:
/s/ Andrew J. Hachey
Boston, MA__________________ _5/3/2000
[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: 3980
Form 13F Information Table Value Total: $275,420,148
(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: 03/31/2000
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 000361105 18,385.49 1,101,752SH DEFINED2 325,630 0 776,122
000361105 3,756.91 225,133SH DEFINED4 0 0 225,133
AAPT LIMITED 0003629A3 0.00 0SH DEFINED2 0 0 0
0003629A3 446.07 76,500SH DEFINED4 0 0 76,500
ABC-NACO INC 000752105 4,770.06 545,150SH DEFINED2 259,700 0 285,450
000752105 1,469.20 167,909SH DEFINED4 0 0 167,909
ADC TELECOMMUNICATIONS INC 000886101 110,514.87 2,051,320SH DEFINED2 220,100 0 1,831,220
000886101 922,280.74 17,118,900SH DEFINED4 0 0 17,118,900
ACTV INC 00088E104 2,633.19 75,100SH DEFINED2 0 0 75,100
00088E104 0.00 0SH DEFINED4 0 0 0
ABM INDUSTRIES INC 000957100 9,446.84 401,993SH DEFINED2 86,200 0 315,793
000957100 1,662.67 70,752SH DEFINED4 0 0 70,752
ACT MANUFACTURING INC 000973107 37,276.75 666,400SH DEFINED2 440,700 0 225,700
000973107 23,091.00 412,800SH DEFINED4 0 0 412,800
AFLAC INC 001055102 42,664.73 936,400SH DEFINED2 23,600 0 912,800
001055102 251,890.00 5,528,450SH DEFINED4 0 0 5,528,450
AGL RESOURCES INC 001204106 8,797.95 478,800SH DEFINED2 99,800 0 379,000
001204106 12,858.83 699,800SH DEFINED4 0 0 699,800
AES CORP 00130H105 4,944.53 62,788SH DEFINED2 3,784 0 59,003
00130H105 15,528.76 197,191SH DEFINED4 0 0 197,191
AK STEEL HOLDING CORP 001547108 813.03 78,364SH DEFINED2 0 0 78,364
001547108 5,953.28 573,810SH DEFINED4 0 0 573,810
AMFM INC 001693100 36,178.68 582,353SH DEFINED2 109,348 0 473,005
001693100 959,149.12 15,439,020SH DEFINED4 0 0 15,439,020
AMR CORP DEL 001765106 1,131.56 35,500SH DEFINED2 0 0 35,500
001765106 35.06 1,100SH DEFINED4 0 0 1,100
A T & T CORP 001957109 79,837.73 1,419,337SH DEFINED2 332,885 0 1,086,452
001957109 1,262,160.66 22,438,412SH DEFINED4 0 0 22,438,412
AT&T CORP - LIBERTY MEDIA-A 001957208 1,025,104.93 17,301,349SH DEFINED2 5,318,151 0 11,983,198
001957208 4,333,765.77 73,143,726SH DEFINED4 0 0 73,143,726
ATMI INC 00207R101 8,996.10 188,400SH DEFINED2 145,400 0 43,000
00207R101 1,613.95 33,800SH DEFINED4 0 0 33,800
AXA FINANCIAL INC 002451102 0.00 0SH DEFINED2 0 0 0
002451102 186.55 5,200SH DEFINED4 0 0 5,200
AARON RENTS INC 002535201 5,217.65 346,400SH DEFINED2 161,600 0 184,800
002535201 1,200.01 79,669SH DEFINED4 0 0 79,669
AAMES FINANCIAL CORP 00253A101 0.00 0SH DEFINED2 0 0 0
00253A101 331.41 241,029SH DEFINED4 0 0 241,029
ABBOTT LABORATORIES 002824100 29,790.62 846,625SH DEFINED2 384,945 0 461,680
002824100 569,042.22 16,171,715SH DEFINED4 0 0 16,171,715
ABERCROMBIE & FITCH CO CL A 002896207 326.40 20,400SH DEFINED2 20,400 0 0
002896207 65.60 4,100SH DEFINED4 0 0 4,100
ABGENIX INC 00339B107 0.00 0SH DEFINED2 0 0 0
00339B107 59,435.19 430,300SH DEFINED4 0 0 430,300
ABIOMED INC 003654100 0.00 0SH DEFINED2 0 0 0
003654100 0.00 0SH DEFINED4 0 0 0
ABOUT.COM INC 003736105 10,052.15 114,067SH DEFINED2 84,900 0 29,167
003736105 180,354.42 2,046,575SH DEFINED4 0 0 2,046,575
ACCREDO HEALTH INC 00437V104 12,809.44 386,700SH DEFINED2 302,750 0 83,950
00437V104 2,229.31 67,300SH DEFINED4 0 0 67,300
ACKERLEY GROUP INC 004527107 5,549.36 366,900SH DEFINED2 278,900 0 88,000
004527107 892.38 59,000SH DEFINED4 0 0 59,000
ACLARA BIOSCIENCES INC 00461P106 0.00 0SH DEFINED2 0 0 0
00461P106 4,235.59 107,400SH DEFINED4 0 0 107,400
ACME COMMUNICATIONS INC 004631107 8,054.29 352,100SH DEFINED2 270,500 0 81,600
004631107 7,962.79 348,100SH DEFINED4 0 0 348,100
ACTIVE SOFTWARE INC 00504E100 9.54 150SH DEFINED2 0 0 150
00504E100 8,759.01 137,700SH DEFINED4 0 0 137,700
ACTUATE SOFTWARE CORP 00508B102 0.00 0SH DEFINED2 0 0 0
00508B102 102.24 1,900SH DEFINED4 0 0 1,900
ACXIOM CORP 005125109 0.00 0SH DEFINED2 0 0 0
005125109 56.53 1,700SH DEFINED4 0 0 1,700
ADAPTIVE BROADBAND CORP 00650M104 0.00 0SH DEFINED2 0 0 0
00650M104 4,456.55 83,300SH DEFINED4 0 0 83,300
ADAPTEC INC 00651F108 938.59 24,300SH DEFINED2 0 0 24,300
00651F108 1,218.08 31,536SH DEFINED4 0 0 31,536
ADELPHIA BUSINESS SOLUTIONS 006847107 616.26 10,000SH DEFINED2 10,000 0 0
006847107 475.50 7,716SH DEFINED4 0 0 7,716
ADELPHIA COMMUNICATIONS CL A 006848105 30,792.09 628,410SH DEFINED2 254,681 0 373,729
006848105 153,668.77 3,136,097SH DEFINED4 0 0 3,136,097
ADOBE SYSTEMS INC 00724F101 3,226.95 28,990SH DEFINED2 0 0 28,990
00724F101 10,196.23 91,600SH DEFINED4 0 0 91,600
ADTRAN INC 00738A106 2,187.30 36,800SH DEFINED2 23,300 0 13,500
00738A106 1,705.86 28,700SH DEFINED4 0 0 28,700
ADVANCE PARADIGM INC 007491103 0.00 0SH DEFINED2 0 0 0
007491103 0.00 0SH DEFINED4 0 0 0
ADVANCED DIGITAL INFO CORP 007525108 0.00 0SH DEFINED2 0 0 0
007525108 143.85 4,200SH DEFINED4 0 0 4,200
ADVANCED FIBRE COMMUNICATIONS 00754A105 9,108.49 145,300SH DEFINED2 36,500 0 108,800
00754A105 331,397.47 5,286,500SH DEFINED4 0 0 5,286,500
ADVANCED RADIO TELECOM CORP 00754U101 0.00 0SH DEFINED2 0 0 0
00754U101 0.03 1SH DEFINED4 0 0 1
ADV NEUROMODULATION SYS 00757T101 0.00 0SH DEFINED2 0 0 0
00757T101 237.50 12,500SH DEFINED4 0 0 12,500
ADVO INC 007585102 6,185.00 247,400SH DEFINED2 122,300 0 125,100
007585102 1,940.00 77,600SH DEFINED4 0 0 77,600
AEROFLEX INCORPORATED 007768104 11,617.65 234,700SH DEFINED2 181,800 0 52,900
007768104 22,210.65 448,700SH DEFINED4 0 0 448,700
ADVANCED MICRO DEVICES INC 007903107 1,957.24 34,300SH DEFINED2 0 0 34,300
007903107 11,578.12 202,903SH DEFINED4 0 0 202,903
ADVANCED ENERGY INDUSTRIES 007973100 10,072.35 197,497SH DEFINED2 149,762 0 47,735
007973100 3,881.96 76,117SH DEFINED4 0 0 76,117
AEROSONIC CORP 008015307 0.00 0SH DEFINED2 0 0 0
008015307 0.00 0SH DEFINED4 0 0 0
AETHER SYSTEMS INC 00808V105 7,108.92 39,168SH DEFINED2 943 0 38,225
00808V105 2,800.83 15,432SH DEFINED4 0 0 15,432
AETNA INC 008117103 2,007.48 36,049SH DEFINED2 600 0 35,449
008117103 41,877.00 752,000SH DEFINED4 0 0 752,000
AFFILIATED COMPUTER SVCS INC CL 008190100 1,402.20 36,900SH DEFINED2 36,900 0 0
008190100 102.60 2,700SH DEFINED4 0 0 2,700
AFFILIATED MANAGERS GROUP 008252108 0.00 0SH DEFINED2 0 0 0
008252108 156.75 3,300SH DEFINED4 0 0 3,300
AFFYMETRIX INC 00826T108 90.17 607SH DEFINED2 296 0 312
00826T108 13,082.39 88,134SH DEFINED4 0 0 88,134
AGILENT TECHNOLOGIES 00846U101 72.80 700SH DEFINED2 700 0 0
00846U101 112,320.00 1,080,000SH DEFINED4 0 0 1,080,000
AGILE SOFTTWARE CORP 00846X105 9,375.38 150,006SH DEFINED2 10,900 0 139,106
00846X105 201,176.50 3,218,824SH DEFINED4 0 0 3,218,824
AIR PRODUCTS & CHEMICALS INC 009158106 1,643.69 57,800SH DEFINED2 890 0 56,910
009158106 35,643.28 1,253,390SH DEFINED4 0 0 1,253,390
AIRGAS INC 009363102 7,504.53 902,800SH DEFINED2 428,600 0 474,200
009363102 2,064.30 248,337SH DEFINED4 0 0 248,337
AIRGATE PCS INC 009367103 44,573.75 422,500SH DEFINED2 284,800 0 137,700
009367103 7,197.74 68,225SH DEFINED4 0 0 68,225
AIRGATE PCS INC WARRANTS 10/01/0009367111 140.00 1,000SH DEFINED2 1,000 0 0
009367111 0.00 0SH DEFINED4 0 0 0
AKORN INC 009728106 0.00 0SH DEFINED2 0 0 0
009728106 270.75 28,500SH DEFINED4 0 0 28,500
ALAMOSA PCS HOLDINGS INC 011593100 13,688.15 362,600SH DEFINED2 280,400 0 82,200
011593100 2,548.13 67,500SH DEFINED4 0 0 67,500
ALARIS MEDICAL INC 011637105 0.00 0SH DEFINED2 0 0 0
011637105 0.00 0SH DEFINED4 0 0 0
ALASKA AIR GROUP INC 011659109 0.00 0SH DEFINED2 0 0 0
011659109 0.00 0SH DEFINED4 0 0 0
ALBANY INTL CORP 012348108 6,251.50 422,042SH DEFINED2 201,266 0 220,776
012348108 1,741.09 117,542SH DEFINED4 0 0 117,542
ALBANY MOLECULAR RESEARCH 012423109 6,374.55 109,200SH DEFINED2 84,400 0 24,800
012423109 1,075.15 18,418SH DEFINED4 0 0 18,418
ALBERTA ENERGY CO LTD 012873105 30.31 1,000SH DEFINED2 0 0 1,000
012873105 2,937.28 96,900SH DEFINED4 0 0 96,900
ALBERTO-CULVER CO CL B 013068101 309.56 13,000SH DEFINED2 0 0 13,000
013068101 0.00 0SH DEFINED4 0 0 0
ALBERTSONS INC 013104104 4,237.82 136,704SH DEFINED2 30,415 0 106,289
013104104 132,212.21 4,264,910SH DEFINED4 0 0 4,264,910
ALCAN ALUMINIUM LTD 013716105 1,764.89 52,100SH DEFINED2 0 0 52,100
013716105 928.18 27,400SH DEFINED4 0 0 27,400
ALCOA INC 013817101 9,320.00 132,669SH DEFINED2 102,315 0 30,354
013817101 207,473.89 2,953,365SH DEFINED4 0 0 2,953,365
ALEXION PHARMACEUTICALS INC 015351109 252.33 3,618SH DEFINED2 1,776 0 1,842
015351109 18,750.00 268,817SH DEFINED4 0 0 268,817
ALKERMES INC 01642T108 3,483.71 37,662SH DEFINED2 6,733 0 30,928
01642T108 127,514.90 1,378,540SH DEFINED4 0 0 1,378,540
ALLADVANTAGE P/P 00165AV9A1 1,500.00 247,934SH DEFINED2 0 0 247,934
0165AV9A1 6,000.00 991,736SH DEFINED4 0 0 991,736
ALLAIRE CORP 016714107 0.00 0SH DEFINED2 0 0 0
016714107 105.88 1,400SH DEFINED4 0 0 1,400
ALLEGHENY TECHNOLOGIES INC 01741R102 452.53 22,556SH DEFINED2 0 0 22,556
01741R102 60.19 3,000SH DEFINED4 0 0 3,000
ALLEGIANCE TELECOM INC 01747T102 75,172.01 932,366SH DEFINED2 190,935 0 741,431
01747T102 771,694.13 9,571,400SH DEFINED4 0 0 9,571,400
ALLERGAN INC. 018490102 150,453.65 3,009,073SH DEFINED2 1,302,300 0 1,706,773
018490102 346,341.80 6,926,836SH DEFINED4 0 0 6,926,836
ALLIANT TECHSYSTEMS INC 018804104 8,913.68 151,400SH DEFINED2 72,100 0 79,300
018804104 2,443.31 41,500SH DEFINED4 0 0 41,500
ALLIED WASTE INDUSTRIES INC 019589308 298.59 45,500SH DEFINED2 0 0 45,500
019589308 0.00 0SH DEFINED4 0 0 0
ALLOS THERAPEUTICS INC 019777101 0.00 0SH DEFINED2 0 0 0
019777101 3,578.13 250,000SH DEFINED4 0 0 250,000
ALLSCRIPTS INC 019886100 7,473.54 124,300SH DEFINED2 96,200 0 28,100
019886100 85,930.65 1,429,200SH DEFINED4 0 0 1,429,200
ALLSTATE CORPORATION 020002101 6,331.02 265,870SH DEFINED2 42,502 0 223,368
020002101 209,458.58 8,796,161SH DEFINED4 0 0 8,796,161
ALLTEL CORP 020039103 195,648.38 3,102,452SH DEFINED2 1,743,295 0 1,359,157
020039103 421,844.61 6,689,310SH DEFINED4 0 0 6,689,310
ALPHA INDUSTRIES INC 020753109 14,069.50 148,100SH DEFINED2 93,400 0 54,700
020753109 135,346.50 1,424,700SH DEFINED4 0 0 1,424,700
ALPHARMA INC CL A 020813101 6,622.94 180,216SH DEFINED2 41,401 0 138,815
020813101 48,656.38 1,323,983SH DEFINED4 0 0 1,323,983
ALTERA CORP 021441100 109,334.55 1,225,037SH DEFINED2 279,085 0 945,952
021441100 843,430.35 9,450,200SH DEFINED4 0 0 9,450,200
ALTEON WEBSYSTEMS INC 02145A109 0.00 0SH DEFINED2 0 0 0
02145A109 2,927.40 35,700SH DEFINED4 0 0 35,700
ALZA CORP 022615108 2,869.04 76,380SH DEFINED2 34,351 0 42,030
022615108 4,994.78 132,973SH DEFINED4 0 0 132,973
AMAZON.COM INC 023135106 5,305.99 79,194SH DEFINED2 5,626 0 73,568
023135106 135,333.80 2,019,908SH DEFINED4 0 0 2,019,908
AMBAC INC 023139108 0.00 0SH DEFINED2 0 0 0
023139108 55.41 1,100SH DEFINED4 0 0 1,100
AMERADA HESS CORP 023551104 1,363.59 21,100SH DEFINED2 0 0 21,100
023551104 0.00 0SH DEFINED4 0 0 0
AMEREN CORPORATION 023608102 1,296.28 41,900SH DEFINED2 0 0 41,900
023608102 7,319.81 236,600SH DEFINED4 0 0 236,600
AMERICA ONLINE INC 02364J104 369,653.31 5,496,703SH DEFINED2 2,201,914 0 3,294,790
02364J104 763,226.95 11,349,100SH DEFINED4 0 0 11,349,100
AMCORE FINANCIAL INC 023912108 6,317.24 353,412SH DEFINED2 74,460 0 278,952
023912108 990.79 55,429SH DEFINED4 0 0 55,429
AMERICAN ELECTRIC POWER CO 025537101 1,380.32 46,300SH DEFINED2 0 0 46,300
025537101 0.00 0SH DEFINED4 0 0 0
AMERICAN EXPRESS COMPANY 025816109 461,772.23 3,100,443SH DEFINED2 1,322,400 0 1,778,043
025816109 737,100.77 4,949,061SH DEFINED4 0 0 4,949,061
AMERICAN GEN CORP 026351106 20,197.83 359,872SH DEFINED2 209,511 0 150,362
026351106 473,351.93 8,433,887SH DEFINED4 0 0 8,433,887
AMERICAN GREETINGS CORP CL A 026375105 273.75 15,000SH DEFINED2 0 0 15,000
026375105 45.63 2,500SH DEFINED4 0 0 2,500
AMERICAN HEALTHCORP INC 02649V104 0.00 0SH DEFINED2 0 0 0
02649V104 0.00 0SH DEFINED4 0 0 0
AMERICAN HOME PRODUCTS CORP 026609107 76,538.21 1,427,286SH DEFINED2 308,500 0 1,118,786
026609107 862,673.47 16,087,151SH DEFINED4 0 0 16,087,151
AMERICAN HOMEPATIENT INC 026649103 916.18 1,127,600SH DEFINED2 441,100 0 686,500
026649103 0.00 0SH DEFINED4 0 0 0
AMERICAN INTERNATIONAL GROUP 026874107 663,094.51 6,055,658SH DEFINED2 2,415,867 0 3,639,791
026874107 1,408,147.66 12,859,796SH DEFINED4 0 0 12,859,796
AMERICAN ITALIAN PASTA CO-A 027070101 3,477.05 141,200SH DEFINED2 65,200 0 76,000
027070101 1,103.20 44,800SH DEFINED4 0 0 44,800
AMERICAN POWER CONVERSION 029066107 77.18 1,800SH DEFINED2 0 0 1,800
029066107 154.35 3,600SH DEFINED4 0 0 3,600
AMER SCIENCE & ENGINE INC 029429107 0.00 0SH DEFINED2 0 0 0
029429107 0.00 0SH DEFINED4 0 0 0
AMERICAN STD COS INC DEL 029712106 0.00 0SH DEFINED2 0 0 0
029712106 40.70 1,100SH DEFINED4 0 0 1,100
AMERICAN TOWER CORP-CL A 029912201 18,419.49 373,053SH DEFINED2 92,278 0 280,775
029912201 602,472.21 12,201,969SH DEFINED4 0 0 12,201,969
AMERICAN SUPERCONDUCTOR CORP 030111108 6,003.05 134,900SH DEFINED2 104,200 0 30,700
030111108 1,161.45 26,100SH DEFINED4 0 0 26,100
AMERICAN WTR WKS INC 030411102 225.63 9,500SH DEFINED2 0 0 9,500
030411102 3,802.38 160,100SH DEFINED4 0 0 160,100
AMERICREDIT CORP 03060R101 0.00 0SH DEFINED2 0 0 0
03060R101 112.56 6,900SH DEFINED4 0 0 6,900
AMERON INTERNATIONAL CORP 030710107 6,788.31 190,884SH DEFINED2 40,360 0 150,524
030710107 1,679.51 47,227SH DEFINED4 0 0 47,227
AMERIKING INC 03071G102 13.10 1,310SH DEFINED2 375 0 935
03071G102 111.65 11,165SH DEFINED4 0 0 11,165
AMERISOURCE HEALTH CORP 03071P102 11,329.50 755,300SH DEFINED2 379,900 0 375,400
03071P102 2,933.12 195,541SH DEFINED4 0 0 195,541
AMERUS LIFE HOLDINGS INC-A 030732101 6,887.77 380,015SH DEFINED2 80,230 0 299,785
030732101 1,624.92 89,651SH DEFINED4 0 0 89,651
AMES DEPT STORES INC 030789507 0.00 0SH DEFINED2 0 0 0
030789507 32,078.63 1,306,000SH DEFINED4 0 0 1,306,000
AMGEN INC 031162100 393,478.01 6,411,047SH DEFINED2 2,692,320 0 3,718,727
031162100 1,091,314.83 17,781,097SH DEFINED4 0 0 17,781,097
AMKOR TECHNOLOGIES INC 031652100 675.54 12,731SH DEFINED2 6,104 0 6,627
031652100 8,003.27 150,827SH DEFINED4 0 0 150,827
AMPHENOL CORP CL A 032095101 0.00 0SH DEFINED2 0 0 0
032095101 296.53 2,900SH DEFINED4 0 0 2,900
AMSOUTH BANCORP 032165102 1,408.61 94,300SH DEFINED2 948 0 93,352
032165102 19,556.46 1,309,219SH DEFINED4 0 0 1,309,219
AMSURG CORP-CL A 03232P108 626.28 106,600SH DEFINED2 81,300 0 25,300
03232P108 109.28 18,600SH DEFINED4 0 0 18,600
ANADARKO PETROLEUM CORP 032511107 2,282.45 58,997SH DEFINED2 10,698 0 48,298
032511107 1,054.44 27,255SH DEFINED4 0 0 27,255
ANADIGICS INC 032515108 27,152.40 411,400SH DEFINED2 315,900 0 95,500
032515108 9,543.60 144,600SH DEFINED4 0 0 144,600
ANALOG DEVICES INC 032654105 140,069.51 1,738,644SH DEFINED2 272,800 0 1,465,844
032654105 1,325,148.56 16,448,702SH DEFINED4 0 0 16,448,702
ANALYSTS INTL CORP 032681108 7,893.63 799,355SH DEFINED2 171,970 0 627,385
032681108 1,324.14 134,090SH DEFINED4 0 0 134,090
ANAREN MICROWAVE 032744104 13,738.89 143,300SH DEFINED2 85,500 0 57,800
032744104 5,263.54 54,900SH DEFINED4 0 0 54,900
ANDREW CORP 034425108 4,724.95 206,555SH DEFINED2 86,765 0 119,790
034425108 0.00 0SH DEFINED4 0 0 0
ANESTA CORP 034603100 7,452.28 563,100SH DEFINED2 440,000 0 123,100
034603100 1,543.13 116,600SH DEFINED4 0 0 116,600
ANGIOTECH PHARMACEUTICALS INC 034918102 6,451.43 162,300SH DEFINED2 125,700 0 36,600
034918102 20,431.50 514,000SH DEFINED4 0 0 514,000
ANHEUSER BUSCH COS INC 035229103 74,858.43 1,202,545SH DEFINED2 605,155 0 597,390
035229103 396,664.16 6,372,115SH DEFINED4 0 0 6,372,115
ANICOM 035250109 0.00 0SH DEFINED2 0 0 0
035250109 0.00 0SH DEFINED4 0 0 0
ANKER COAL GROUP INC WT 144A 035396118 0.00 53SH DEFINED2 0 0 53
035396118 0.00 471SH DEFINED4 0 0 471
ANN TAYLOR 036115103 599.44 26,063SH DEFINED2 21,944 0 4,119
036115103 1,103.68 47,986SH DEFINED4 0 0 47,986
TATNEFT ADR REG S 03737P306 6,099.45 464,720SH DEFINED2 59,500 0 405,220
03737P306 2,645.50 201,562SH DEFINED4 0 0 201,562
AON CORPORATION 037389103 3,245.16 100,625SH DEFINED2 28,195 0 72,430
037389103 246,357.75 7,639,000SH DEFINED4 0 0 7,639,000
APACHE CORPORATION 037411105 3,075.59 61,821SH DEFINED2 17,885 0 43,936
037411105 13,896.06 279,318SH DEFINED4 0 0 279,318
APARTMENT INVT & MGMT CO-A REIT 03748R101 172.05 4,505SH DEFINED2 0 0 4,505
03748R101 53.46 1,400SH DEFINED4 0 0 1,400
APOGEE ENTERPRISES INC 037598109 6,159.66 1,552,041SH DEFINED2 332,510 0 1,219,531
037598109 1,120.73 282,389SH DEFINED4 0 0 282,389
APPLE COMPUTER INC 037833100 338,677.26 2,493,712SH DEFINED2 1,162,005 0 1,331,707
037833100 500,158.60 3,682,714SH DEFINED4 0 0 3,682,714
APPLEBEES INTL INC 037899101 0.00 0SH DEFINED2 0 0 0
037899101 132.19 4,700SH DEFINED4 0 0 4,700
APPLIED EXTRUSION TECH 038196101 0.00 0SH DEFINED2 0 0 0
038196101 0.00 0SH DEFINED4 0 0 0
APPLIED MATERIAL 038222105 475,295.96 5,042,928SH DEFINED2 2,115,300 0 2,927,628
038222105 1,792,244.09 19,015,852SH DEFINED4 0 0 19,015,852
APPLIED POWER INC CL A 038225108 14,895.18 522,638SH DEFINED2 112,280 0 410,358
038225108 2,597.83 91,152SH DEFINED4 0 0 91,152
APPLIED MICRO CIRCUITS CORP 03822W109 61,555.64 410,200SH DEFINED2 54,400 0 355,800
03822W109 694,045.07 4,625,040SH DEFINED4 0 0 4,625,040
APTARGROUP INC 038336103 10,612.82 397,670SH DEFINED2 138,550 0 259,120
038336103 2,635.52 98,755SH DEFINED4 0 0 98,755
ARACRUZ CELULOSE SA-SPON ADR 038496204 1,768.46 83,467SH DEFINED2 29,108 0 54,359
038496204 1,630.04 76,934SH DEFINED4 0 0 76,934
ARADIGM CORP 038505103 0.00 0SH DEFINED2 0 0 0
038505103 6,262.50 300,000SH DEFINED4 0 0 300,000
ARCH COAL INC 039380100 28.77 4,110SH DEFINED2 0 0 4,110
039380100 0.00 0SH DEFINED4 0 0 0
ARCHER DANIELS MIDLAND CO 039483102 2,338.64 225,411SH DEFINED2 58,000 0 167,411
039483102 16,136.24 1,555,300SH DEFINED4 0 0 1,555,300
ARCHSTONE COMMUNITIES TR REIT 039581103 0.00 0SH DEFINED2 0 0 0
039581103 3,759.53 188,566SH DEFINED4 0 0 188,566
ARIBA INC 04033V104 64,954.19 309,859SH DEFINED2 136,920 0 172,939
04033V104 450,448.91 2,148,832SH DEFINED4 0 0 2,148,832
ARMSTRONG WORLD INDUSTRIES INC. 042476101 175.18 9,800SH DEFINED2 0 0 9,800
042476101 0.00 0SH DEFINED4 0 0 0
ARROW ELECTRONICS INC 042735100 0.00 0SH DEFINED2 0 0 0
042735100 35.25 1,000SH DEFINED4 0 0 1,000
ARROW INTERNATIONAL INC 042764100 9,524.04 303,555SH DEFINED2 65,120 0 238,435
042764100 1,607.97 51,250SH DEFINED4 0 0 51,250
ARROWPOINT COMMUNICATIONS 042810101 414.70 3,500SH DEFINED2 0 0 3,500
042810101 30,948.12 261,200SH DEFINED4 0 0 261,200
ART TECHNOLOGY GROUP INC 04289L107 0.00 0SH DEFINED2 0 0 0
04289L107 11,258.84 171,400SH DEFINED4 0 0 171,400
ARTESYN TECHNOLOGIES INC 043127109 0.00 0SH DEFINED2 0 0 0
043127109 0.00 0SH DEFINED4 0 0 0
ARTHROCARE CORP 043136100 9,871.60 107,300SH DEFINED2 83,500 0 23,800
043136100 47,692.80 518,400SH DEFINED4 0 0 518,400
ASHLAND INC 044204105 555.06 16,600SH DEFINED2 0 0 16,600
044204105 0.00 0SH DEFINED4 0 0 0
ASPECT DEVELOPMENT INC 045234101 0.00 0SH DEFINED2 0 0 0
045234101 77.25 1,200SH DEFINED4 0 0 1,200
ASPECT MEDICAL SYSTEMS 045235108 444.85 12,400SH DEFINED2 9,100 0 3,300
045235108 93.28 2,600SH DEFINED4 0 0 2,600
ASPECT COMMUNICATIONS CORP 04523Q102 0.00 0SH DEFINED2 0 0 0
04523Q102 155.66 4,200SH DEFINED4 0 0 4,200
ASPEN TECHNOLOGY INC 045327103 528.23 13,083SH DEFINED2 6,268 0 6,815
045327103 5,041.52 124,867SH DEFINED4 0 0 124,867
AT HOME CORP-SER A 045919107 0.00 0SH DEFINED2 0 0 0
045919107 4,377.39 132,900SH DEFINED4 0 0 132,900
ASSOCIATES FIRST CAPITAL CRP 046008108 8,403.37 391,994SH DEFINED2 180,470 0 211,524
046008108 42,916.16 2,001,920SH DEFINED4 0 0 2,001,920
ASTORIA FINANCIAL CORP 046265104 0.00 0SH DEFINED2 0 0 0
046265104 48.24 1,700SH DEFINED4 0 0 1,700
ASTROPOWER INC 04644A101 9,713.14 300,600SH DEFINED2 232,400 0 68,200
04644A101 2,119.70 65,600SH DEFINED4 0 0 65,600
ASYST TECHNOLOGIES INC 04648X107 0.00 0SH DEFINED2 0 0 0
04648X107 175.50 3,000SH DEFINED4 0 0 3,000
ATHENA NEUROSCIENCES INC 046854105 19.16 19,157SH DEFINED2 7,981 0 11,176
046854105 23.06 23,056SH DEFINED4 0 0 23,056
ATLANTIC COAST AIRLINES INC 048396105 307.59 11,888SH DEFINED2 7,055 0 4,833
048396105 1,069.39 41,329SH DEFINED4 0 0 41,329
AP ATLANTIC RICHFIELD CO 048825103 9,229.30 108,580SH DEFINED2 695 0 107,885
048825103 41,497.00 488,200SH DEFINED4 0 0 488,200
ATMEL CORP 049513104 0.00 0SH DEFINED2 0 0 0
049513104 5,986.64 115,964SH DEFINED4 0 0 115,964
ATMOS ENERGY CORP 049560105 0.00 0SH DEFINED2 0 0 0
049560105 3,479.69 212,500SH DEFINED4 0 0 212,500
ATRIX LABS INC 04962L101 0.00 0SH DEFINED2 0 0 0
04962L101 0.00 200,000SH DEFINED4 0 0 200,000
ATWOOD OCEANICS INC 050095108 0.00 0SH DEFINED2 0 0 0
050095108 139.26 2,100SH DEFINED4 0 0 2,100
AUTODESK INC 052769106 650.65 14,300SH DEFINED2 0 0 14,300
052769106 50.05 1,100SH DEFINED4 0 0 1,100
AUTOLIV INC 052800109 0.00 0SH DEFINED2 0 0 0
052800109 99.00 3,300SH DEFINED4 0 0 3,300
AUTOMATIC DATA PROCESSING INC 053015103 8,850.72 183,435SH DEFINED2 204,619 0 -21,185
053015103 33,584.35 696,049SH DEFINED4 0 0 696,049
AUTONOMY CORPORATION PLC 05328U9A7 229.16 1,348SH DEFINED2 1,348 0 0
05328U9A7 544.00 3,200SH DEFINED4 0 0 3,200
AUTONATION INC 05329W102 0.00 0SH DEFINED2 0 0 0
05329W102 65.88 8,300SH DEFINED4 0 0 8,300
AUTOZONE 053332102 893.55 32,200SH DEFINED2 0 0 32,200
053332102 91.58 3,300SH DEFINED4 0 0 3,300
AVALONBAY COMMUNITIES INC REIT 053484101 0.00 0SH DEFINED2 0 0 0
053484101 51.28 1,400SH DEFINED4 0 0 1,400
AVENUE A INC 053566105 0.00 0SH DEFINED2 0 0 0
053566105 17,241.65 565,300SH DEFINED4 0 0 565,300
AVERY DENNISON CORP 053611109 108,585.61 1,778,270SH DEFINED2 982,800 0 795,470
053611109 233,851.30 3,829,704SH DEFINED4 0 0 3,829,704
AVIALL INC 05366B102 3,482.16 412,700SH DEFINED2 198,300 0 214,400
05366B102 917.86 108,783SH DEFINED4 0 0 108,783
AVIGEN INC 053690103 0.00 0SH DEFINED2 0 0 0
053690103 12,873.54 289,700SH DEFINED4 0 0 289,700
AVIRON 053762100 146.99 5,954SH DEFINED2 3,106 0 2,848
053762100 2,238.37 90,668SH DEFINED4 0 0 90,668
AVNET INC 053807103 21,649.95 343,650SH DEFINED2 73,950 0 269,700
053807103 3,260.00 51,746SH DEFINED4 0 0 51,746
AVON PRODUCTS INC 054303102 1,769.91 60,900SH DEFINED2 0 0 60,900
054303102 20,887.22 718,700SH DEFINED4 0 0 718,700
AWARE INC/MASS 05453N100 15,363.86 382,900SH DEFINED2 271,700 0 111,200
05453N100 11,740.58 292,600SH DEFINED4 0 0 292,600
AXIA ESCROW PAYMENT 054593991 29.25 2,250SH DEFINED2 0 0 2,250
054593991 239.85 18,450SH DEFINED4 0 0 18,450
AXYS PHARMACEUTICALS INC 054635107 0.00 0SH DEFINED2 0 0 0
054635107 0.00 0SH DEFINED4 0 0 0
BB&T CORPORATION 054937107 6,344.57 226,087SH DEFINED2 76,287 0 149,800
054937107 66,549.63 2,371,479SH DEFINED4 0 0 2,371,479
AZURIX CORP 05501M104 0.00 0SH DEFINED2 0 0 0
05501M104 5,692.50 759,000SH DEFINED4 0 0 759,000
BEI TECHNOLOGIES INC 05538P104 7,759.51 438,700SH DEFINED2 215,200 0 223,500
05538P104 1,841.27 104,100SH DEFINED4 0 0 104,100
BISYS GROUP INC 055472104 0.00 0SH DEFINED2 0 0 0
055472104 53.20 800SH DEFINED4 0 0 800
BJ SERVICES CO 055482103 0.00 0SH DEFINED2 0 0 0
055482103 11,051.70 149,600SH DEFINED4 0 0 149,600
BJ'S WHOLESALE CLUB INC 05548J106 52,181.72 1,350,983SH DEFINED2 317,800 0 1,033,183
05548J106 123,889.69 3,207,500SH DEFINED4 0 0 3,207,500
BMC INDUSTRIES INC 055607105 9,944.94 1,748,560SH DEFINED2 372,060 0 1,376,500
055607105 1,891.41 332,556SH DEFINED4 0 0 332,556
BP AMOCO PLC- SPONS ADR 055622104 21,077.84 397,227SH DEFINED2 245,737 0 151,490
055622104 617,457.54 11,636,420SH DEFINED4 0 0 11,636,420
BMC SOFTWARE INC 055921100 4,092.60 82,888SH DEFINED2 155,615 0 -72,727
055921100 161,197.77 3,264,765SH DEFINED4 0 0 3,264,765
BWAY CORPORATION 056039100 2,570.39 337,100SH DEFINED2 172,250 0 164,850
056039100 835.70 109,600SH DEFINED4 0 0 109,600
BAKER (MICHAEL) CORP 057149106 0.00 0SH DEFINED2 0 0 0
057149106 0.00 0SH DEFINED4 0 0 0
BAKER HUGHES INC 057224107 3,791.23 125,330SH DEFINED2 46,500 0 78,830
057224107 67,685.28 2,237,530SH DEFINED4 0 0 2,237,530
BAKER J INC 057232100 5,605.60 800,800SH DEFINED2 160,200 0 640,600
057232100 2,966.97 423,853SH DEFINED4 0 0 423,853
BALDWIN TECHNOLOGY INC CL A 058264102 0.00 0SH DEFINED2 0 0 0
058264102 0.00 0SH DEFINED4 0 0 0
BALL CORP 058498106 241.94 7,000SH DEFINED2 0 0 7,000
058498106 0.00 0SH DEFINED4 0 0 0
BANCA QUADRUM S.A.-SPON ADR 05944R108 0.00 0SH DEFINED2 0 0 0
05944R108 11.00 5,500SH DEFINED4 0 0 5,500
BANCO BRADESCO-SPONS ADR 059460105 0.00 0SH DEFINED2 0 0 0
059460105 38.59 4,900SH DEFINED4 0 0 4,900
BANCO DE A. EDWARDS ADR 059504100 0.00 0SH DEFINED2 0 0 0
059504100 12.78 700SH DEFINED4 0 0 700
BANCO DE GALICIA ADR CL B 059538207 0.01 1SH DEFINED2 1 0 0
059538207 20.63 1,019SH DEFINED4 0 0 1,019
BANCWEST CORPORATION 059790105 0.00 0SH DEFINED2 0 0 0
059790105 0.00 0SH DEFINED4 0 0 0
BANK OF AMERICA 060505104 55,936.64 1,066,730SH DEFINED2 477,118 0 589,612
060505104 921,194.21 17,567,470SH DEFINED4 0 0 17,567,470
BANK OF NEW YORK 064057102 37,478.86 901,747SH DEFINED2 2,040 0 899,707
064057102 250,436.92 6,025,550SH DEFINED4 0 0 6,025,550
BANC ONE CORP 06423A103 22,726.09 661,123SH DEFINED2 505,852 0 155,271
06423A103 390,143.98 11,349,643SH DEFINED4 0 0 11,349,643
BANK UNITED CORP CL A 065412108 28,142.32 891,638SH DEFINED2 278,650 0 612,988
065412108 6,994.50 221,608SH DEFINED4 0 0 221,608
BANTA CORP 066821109 7,478.51 406,994SH DEFINED2 87,315 0 319,679
066821109 1,414.88 77,000SH DEFINED4 0 0 77,000
BARD C R INC 067383109 468.12 12,100SH DEFINED2 0 0 12,100
067383109 73.51 1,900SH DEFINED4 0 0 1,900
BARRICK GOLD CORPORATION 067901108 1,443.25 92,000SH DEFINED2 0 0 92,000
067901108 1,951.53 124,400SH DEFINED4 0 0 124,400
BARRA INC 068313105 0.00 0SH DEFINED2 0 0 0
068313105 98.24 2,900SH DEFINED4 0 0 2,900
BASIN EXPLORATION INC 070107107 7,144.61 478,300SH DEFINED2 230,100 0 248,200
070107107 2,206.01 147,683SH DEFINED4 0 0 147,683
BASSETT FURNITURE INDUSTRIES INC070203104 2,163.00 154,500SH DEFINED2 71,600 0 82,900
070203104 497.70 35,550SH DEFINED4 0 0 35,550
BAUSCH & LOMB INC 071707103 2,400.10 45,990SH DEFINED2 56,845 0 -10,855
071707103 64,123.56 1,228,715SH DEFINED4 0 0 1,228,715
BAXTER INTERNATIONAL INC 071813109 18,239.56 290,960SH DEFINED2 305,254 0 -14,294
071813109 624,036.20 9,954,715SH DEFINED4 0 0 9,954,715
BE AEROSPACE INC 073302101 4,499.66 765,900SH DEFINED2 367,700 0 398,200
073302101 1,234.24 210,083SH DEFINED4 0 0 210,083
BE FREE INC 073308108 5,502.20 250,100SH DEFINED2 129,000 0 121,100
073308108 69,471.60 3,157,800SH DEFINED4 0 0 3,157,800
BEA SYS INC 073325102 68,789.24 937,502SH DEFINED2 239,461 0 698,042
073325102 184,917.48 2,520,170SH DEFINED4 0 0 2,520,170
BEACON CAPITAL PARTNERS 144A 073561102 0.00 0SH DEFINED2 0 0 0
073561102 10,250.00 500,000SH DEFINED4 0 0 500,000
BEAR STEARNS COS INC 073902108 3,643.29 79,853SH DEFINED2 35,740 0 44,113
073902108 46,705.17 1,023,675SH DEFINED4 0 0 1,023,675
BEAZER HOMES USA INC 07556Q105 0.00 0SH DEFINED2 0 0 0
07556Q105 0.08 4SH DEFINED4 0 0 4
BECKMAN COULTER INC 075811109 18,095.35 281,914SH DEFINED2 60,490 0 221,424
075811109 2,720.39 42,382SH DEFINED4 0 0 42,382
BECTON DICKINSON & CO 075887109 1,594.54 60,600SH DEFINED2 0 0 60,600
075887109 207.87 7,900SH DEFINED4 0 0 7,900
BED BATH & BEYOND INC 075896100 26,980.54 685,220SH DEFINED2 150,900 0 534,320
075896100 602,527.04 15,302,274SH DEFINED4 0 0 15,302,274
BELDEN INC 077459105 17,233.29 626,665SH DEFINED2 134,180 0 492,485
077459105 2,555.16 92,915SH DEFINED4 0 0 92,915
BELL ATLANTIC CORPORATION 077853109 49,829.89 815,213SH DEFINED2 443,045 0 372,168
077853109 940,497.43 15,386,461SH DEFINED4 0 0 15,386,461
BELL SOUTH 079860102 42,308.70 900,185SH DEFINED2 153,370 0 746,815
079860102 657,816.47 13,996,095SH DEFINED4 0 0 13,996,095
BEMIS INC 081437105 453.56 12,300SH DEFINED2 0 0 12,300
081437105 51.63 1,400SH DEFINED4 0 0 1,400
BENCHMARK ELECTRONICS 08160H101 1,927.50 52,095SH DEFINED2 36,920 0 15,174
08160H101 7,882.29 213,035SH DEFINED4 0 0 213,035
W.R. BERKLEY CORP 084423102 14,892.03 645,725SH DEFINED2 213,970 0 431,755
084423102 3,488.25 151,252SH DEFINED4 0 0 151,252
BEST BUY INC 086516101 4,214.00 49,000SH DEFINED2 1,200 0 47,800
086516101 165,240.40 1,921,400SH DEFINED4 0 0 1,921,400
BESTFOODS 08658U101 3,042.81 65,000SH DEFINED2 0 0 65,000
08658U101 191.93 4,100SH DEFINED4 0 0 4,100
BETHLEHEM STEEL CORP 087509105 187.80 31,300SH DEFINED2 0 0 31,300
087509105 0.00 0SH DEFINED4 0 0 0
BINDLEY WESTERN INDS INC 090324104 13,751.18 1,013,912SH DEFINED2 214,978 0 798,934
090324104 2,279.18 168,050SH DEFINED4 0 0 168,050
BIOGEN N V 090597105 3,643.98 52,150SH DEFINED2 17,000 0 35,150
090597105 117,341.09 1,679,300SH DEFINED4 0 0 1,679,300
BIOMET INC 090613100 1,880.59 51,700SH DEFINED2 25,300 0 26,400
090613100 109.13 3,000SH DEFINED4 0 0 3,000
BIOVAIL CORP 09067J109 4,505.36 101,672SH DEFINED2 8,774 0 92,899
09067J109 173,126.24 3,906,939SH DEFINED4 0 0 3,906,939
BIRCH TELECOM P/P 144A WARR 6/1509069B112 170.50 3,100SH DEFINED2 440 0 2,660
09069B112 1,327.70 24,140SH DEFINED4 0 0 24,140
BLACK & DECKER MANUFACTURING CO 091797100 788.81 21,000SH DEFINED2 0 0 21,000
091797100 63.86 1,700SH DEFINED4 0 0 1,700
BLACK BOX CORPORATION 091826107 12,787.59 184,700SH DEFINED2 141,550 0 43,150
091826107 22,504.63 325,050SH DEFINED4 0 0 325,050
BLOCK DRUG INC CL A 093644102 11,576.47 420,008SH DEFINED2 143,610 0 276,398
093644102 959.18 34,800SH DEFINED4 0 0 34,800
BLOCK H & R 093671105 1,065.05 23,800SH DEFINED2 0 0 23,800
093671105 85.03 1,900SH DEFINED4 0 0 1,900
BLOCKBUSTER INC-CL A 093679108 0.00 0SH DEFINED2 0 0 0
093679108 0.00 0SH DEFINED4 0 0 0
BLYTH INDUSTRIES INC 09643P108 0.00 0SH DEFINED2 0 0 0
09643P108 68.28 2,500SH DEFINED4 0 0 2,500
BOEING COMPANY 097023105 26,527.49 699,242SH DEFINED2 312,745 0 386,497
097023105 661,627.12 17,439,924SH DEFINED4 0 0 17,439,924
BOISE CASCADE CORP 097383103 8,964.28 257,965SH DEFINED2 167,440 0 90,525
097383103 28,327.16 815,170SH DEFINED4 0 0 815,170
BOOKS-A-MILLION INC 098570104 0.00 0SH DEFINED2 0 0 0
098570104 0.00 0SH DEFINED4 0 0 0
BORG-WARNER AUTOMOTIVE INC 099724106 14,032.94 356,392SH DEFINED2 76,430 0 279,962
099724106 2,281.62 57,946SH DEFINED4 0 0 57,946
BOSTON CHICKEN INC 100578103 0.22 3,097SH DEFINED2 0 0 3,097
100578103 12.23 174,757SH DEFINED4 0 0 174,757
BOSTON PROPERTIES INC 101121101 0.00 0SH DEFINED2 0 0 0
101121101 25.45 800SH DEFINED4 0 0 800
BOSTON SCIENTIFIC CORP 101137107 2,065.18 96,900SH DEFINED2 0 0 96,900
101137107 130.01 6,100SH DEFINED4 0 0 6,100
BOWATER INC 102183100 0.00 0SH DEFINED2 0 0 0
102183100 2,065.67 38,701SH DEFINED4 0 0 38,701
BOWNE & CO INC 103043105 13,133.40 1,020,070SH DEFINED2 219,480 0 800,590
103043105 2,173.87 168,844SH DEFINED4 0 0 168,844
BRAUN CONSULTING INC 105651103 13,456.00 420,500SH DEFINED2 325,300 0 95,200
105651103 5,942.40 185,700SH DEFINED4 0 0 185,700
BREAKAWAY SOLUTIONS INC 106372105 4,936.57 108,496SH DEFINED2 0 0 108,496
106372105 88,971.79 1,955,424SH DEFINED4 0 0 1,955,424
BRIGGS & STRATTON CORP 109043109 230.30 5,600SH DEFINED2 0 0 5,600
109043109 0.00 0SH DEFINED4 0 0 0
BRIGHTPOINT INC 109473108 0.00 0SH DEFINED2 0 0 0
109473108 99.23 8,100SH DEFINED4 0 0 8,100
BRIO TECHNOLOGY INC 109704106 14,603.06 386,836SH DEFINED2 212,100 0 174,736
109704106 93,301.50 2,471,563SH DEFINED4 0 0 2,471,563
BRISTOL MYERS SQUIBB CO 110122108 277,590.56 4,806,763SH DEFINED2 2,735,165 0 2,071,598
110122108 1,543,981.59 26,735,612SH DEFINED4 0 0 26,735,612
BRITISH TELECOM PLC-SPON ADR 111021408 0.00 0SH DEFINED2 0 0 0
111021408 15,557.94 82,700SH DEFINED4 0 0 82,700
BROADCOM CORP 111320107 46,080.67 189,730SH DEFINED2 95,290 0 94,440
111320107 404,800.49 1,666,703SH DEFINED4 0 0 1,666,703
BROADVISION INC 111412102 26,373.49 587,710SH DEFINED2 96,950 0 490,760
111412102 455,968.82 10,160,865SH DEFINED4 0 0 10,160,865
BROADWING INC 111620100 0.00 0SH DEFINED2 0 0 0
111620100 15,038.63 404,400SH DEFINED4 0 0 404,400
BROCADE COMMUNICATIONS SYS 111621108 241,987.24 1,349,528SH DEFINED2 519,000 0 830,528
111621108 1,235,159.19 6,888,305SH DEFINED4 0 0 6,888,305
BROKEN HILL PROP-SPONS ADR 112169602 0.00 0SH DEFINED2 0 0 0
112169602 1,644.30 75,600SH DEFINED4 0 0 75,600
BROOKTROUT INC 114580103 0.00 0SH DEFINED2 0 0 0
114580103 63.80 2,200SH DEFINED4 0 0 2,200
BROWN & SHARPE MFG INC 115223109 0.00 0SH DEFINED2 0 0 0
115223109 0.00 0SH DEFINED4 0 0 0
BROWN & BROWN INC. 115236101 0.00 0SH DEFINED2 0 0 0
115236101 177.96 4,600SH DEFINED4 0 0 4,600
BROWN FORMAN CORP CLASS B 115637209 1,725.67 31,700SH DEFINED2 8,200 0 23,500
115637209 7,104.09 130,500SH DEFINED4 0 0 130,500
BRUNSWICK CORP 117043109 422.31 22,300SH DEFINED2 0 0 22,300
117043109 41.66 2,200SH DEFINED4 0 0 2,200
BURLINGTON NORTHERN SANTA FE COR12189T104 12,284.33 555,224SH DEFINED2 376,934 0 178,290
12189T104 378,185.55 17,093,132SH DEFINED4 0 0 17,093,132
BURLINGTON RESOURCES INC 122014103 11,669.80 315,400SH DEFINED2 207,785 0 107,615
122014103 142,731.39 3,857,605SH DEFINED4 0 0 3,857,605
BURR BROWN CORP 122574106 338.76 6,230SH DEFINED2 3,115 0 3,115
122574106 8,172.19 150,293SH DEFINED4 0 0 150,293
BUSINESS OBJECTS S A ADR 12328X107 14,984.70 150,600SH DEFINED2 123,300 0 27,300
12328X107 292,579.75 2,940,500SH DEFINED4 0 0 2,940,500
C&D TECHNOLOGY INC 124661109 14,216.17 240,952SH DEFINED2 51,700 0 189,252
124661109 2,405.90 40,778SH DEFINED4 0 0 40,778
CBRL GROUP INC 12489V106 10,933.00 1,093,300SH DEFINED2 234,600 0 858,700
12489V106 2,220.85 222,085SH DEFINED4 0 0 222,085
CBS CORP 12490K107 430,248.30 7,598,204SH DEFINED2 2,272,930 0 5,325,274
12490K107 2,227,596.53 39,339,453SH DEFINED4 0 0 39,339,453
C-BRIDGE INTERNET SOLUTIONS 12500B105 9,644.40 169,200SH DEFINED2 134,900 0 34,300
12500B105 76,266.00 1,338,000SH DEFINED4 0 0 1,338,000
C D I CORP 125071100 0.00 0SH DEFINED2 0 0 0
125071100 0.00 0SH DEFINED4 0 0 0
CD RADIO INC 144A WTS 05/15/09 125127134 972.00 9,000SH DEFINED2 2,070 0 6,930
125127134 4,223.66 39,108SH DEFINED4 0 0 39,108
CDW COMPUTER CTRS INC 125129106 0.00 0SH DEFINED2 0 0 0
125129106 15,236.75 180,450SH DEFINED4 0 0 180,450
CH ENERGY GROUP INC 12541M102 0.00 0SH DEFINED2 0 0 0
12541M102 10,366.99 341,300SH DEFINED4 0 0 341,300
CH ROBINSON WORLDWIDE INC 12541W100 0.00 0SH DEFINED2 0 0 0
12541W100 223.50 6,000SH DEFINED4 0 0 6,000
CIGNA CORP 125509109 65,724.41 867,649SH DEFINED2 567,758 0 299,891
125509109 603,730.91 7,970,045SH DEFINED4 0 0 7,970,045
CK WITCO CORPORATION 12562C108 12,975.82 1,273,700SH DEFINED2 267,150 0 1,006,550
12562C108 31,519.54 3,093,943SH DEFINED4 0 0 3,093,943
CMG INFORMATION SERVICES INC 125750109 74,879.27 660,821SH DEFINED2 98,300 0 562,521
125750109 815,464.96 7,196,602SH DEFINED4 0 0 7,196,602
CMS ENERGY CORP 125896100 1,040.38 57,400SH DEFINED2 0 0 57,400
125896100 4,442.37 245,096SH DEFINED4 0 0 245,096
CNET INC 125945105 0.00 0SH DEFINED2 0 0 0
125945105 3,919.80 61,487SH DEFINED4 0 0 61,487
CTG RESOURCES INC 125957100 0.00 0SH DEFINED2 0 0 0
125957100 0.00 0SH DEFINED4 0 0 0
CSK AUTO CORP 125965103 3,626.54 260,200SH DEFINED2 199,300 0 60,900
125965103 585.38 42,000SH DEFINED4 0 0 42,000
CNF TRANSPORTATION INC 12612W104 506.37 18,248SH DEFINED2 7,886 0 10,361
12612W104 3,010.25 108,478SH DEFINED4 0 0 108,478
CNB CAPITAL 12613G9A8 0.00 16,292SH DEFINED2 9,653 0 6,639
12613G9A8 0.00 118,830SH DEFINED4 0 0 118,830
CNET NETWORKS INC 12613R104 8,971.69 177,000SH DEFINED2 10,700 0 166,300
12613R104 379,905.35 7,495,050SH DEFINED4 0 0 7,495,050
CSG SYSTEMS INTL INC 126349109 0.00 0SH DEFINED2 0 0 0
126349109 53.69 1,100SH DEFINED4 0 0 1,100
CST ENTERTAINMENT INC 12639V105 0.00 0SH DEFINED2 0 0 0
12639V105 0.00 0SH DEFINED4 0 0 0
CSX CORP 126408103 5,350.01 227,660SH DEFINED2 55,410 0 172,250
126408103 10,079.15 428,900SH DEFINED4 0 0 428,900
CTC COMMUNICATIONS GROUP INC 126419100 15,740.24 369,273SH DEFINED2 286,370 0 82,903
126419100 2,912.69 68,333SH DEFINED4 0 0 68,333
CT COMMUNICATIONS INC 126426402 8,910.00 148,500SH DEFINED2 71,000 0 77,500
126426402 2,106.00 35,100SH DEFINED4 0 0 35,100
CUC INT L 126545102 1,979.43 61,616SH DEFINED2 31,151 0 30,465
126545102 2,233.28 69,518SH DEFINED4 0 0 69,518
CVS CORPORATION 126650100 111,002.18 2,955,133SH DEFINED2 1,789,528 0 1,165,605
126650100 316,180.10 8,417,440SH DEFINED4 0 0 8,417,440
CV THERAPEUTICS INC 126667104 0.00 5,013SH DEFINED2 2,365 0 2,647
126667104 0.00 13,784SH DEFINED4 0 0 13,784
CABLE & WIRELESS PLC-SP ADR 126830207 0.00 0SH DEFINED2 0 0 0
126830207 16,671.20 297,700SH DEFINED4 0 0 297,700
CABLEVISION SYSTEM CORP CL A 12686C109 115.63 1,903SH DEFINED2 1,454 0 449
12686C109 7,660.58 126,100SH DEFINED4 0 0 126,100
CABLETRON SYSTEMS INC 126920107 1,245.78 42,500SH DEFINED2 0 0 42,500
126920107 96.73 3,300SH DEFINED4 0 0 3,300
CACI INTERNATIONAL INC - CLASS A127190304 8,651.07 288,971SH DEFINED2 141,081 0 147,890
127190304 2,317.16 77,400SH DEFINED4 0 0 77,400
CADENCE DESIGN SYS INC 127387108 0.00 0SH DEFINED2 0 0 0
127387108 91.30 4,400SH DEFINED4 0 0 4,400
CALDERA SYSTEMS INC 128780103 0.00 0SH DEFINED2 0 0 0
128780103 0.00 0SH DEFINED4 0 0 0
CALIFORNIA AMPLIFIER INC 129900106 310.00 10,000SH DEFINED2 10,000 0 0
129900106 387.50 12,500SH DEFINED4 0 0 12,500
CALIPER TECHNOLOGIES CORP 130876105 0.00 0SH DEFINED2 0 0 0
130876105 39,709.63 491,000SH DEFINED4 0 0 491,000
CALLAWAY GOLF CO 131193104 10.85 700SH DEFINED2 0 0 700
131193104 0.00 0SH DEFINED4 0 0 0
CALPINE CORPORATION 131347106 88,270.21 939,045SH DEFINED2 204,003 0 735,041
131347106 591,495.85 6,292,509SH DEFINED4 0 0 6,292,509
CAMBREX CORP 132011107 16,385.15 376,670SH DEFINED2 80,780 0 295,890
132011107 2,402.20 55,223SH DEFINED4 0 0 55,223
CAMPBELL SOUP CO 134429109 3,158.03 102,700SH DEFINED2 0 0 102,700
134429109 76.88 2,500SH DEFINED4 0 0 2,500
CANADIAN NATL RAILWAY CO 136375102 115.73 3,982SH DEFINED2 1,803 0 2,179
136375102 1,786.54 61,472SH DEFINED4 0 0 61,472
CANANDAIGUA WINE INC CL A 137219200 0.00 0SH DEFINED2 0 0 0
137219200 107.10 2,100SH DEFINED4 0 0 2,100
CAPITAL ONE FINANCIAL CORP 14040H105 9,774.46 203,900SH DEFINED2 41,900 0 162,000
14040H105 128,908.73 2,689,100SH DEFINED4 0 0 2,689,100
CAPSTAR BROADCASTING P/P 144A 14066P9A6 0.00 0SH DEFINED2 0 0 0
14066P9A6 12,272.72 2,727,272SH DEFINED4 0 0 2,727,272
CARBIDE/GRAPHIC GROUP INC 140777103 0.00 0SH DEFINED2 0 0 0
140777103 0.00 0SH DEFINED4 0 0 0
CARAUSTAR INDS INC 140909102 4,651.04 329,277SH DEFINED2 152,555 0 176,722
140909102 1,236.01 87,505SH DEFINED4 0 0 87,505
CARDINAL HEALTH INC 14149Y108 3,362.64 73,300SH DEFINED2 4,000 0 69,300
14149Y108 28,781.98 627,400SH DEFINED4 0 0 627,400
CAREER EDUCATION CORP 141665109 3,640.00 104,000SH DEFINED2 79,900 0 24,100
141665109 745.50 21,300SH DEFINED4 0 0 21,300
CAREMARK RX INC 141705103 0.00 0SH DEFINED2 0 0 0
141705103 1,939.49 463,163SH DEFINED4 0 0 463,163
CARLISLE CORP 142339100 13,435.92 335,898SH DEFINED2 71,070 0 264,828
142339100 2,352.00 58,800SH DEFINED4 0 0 58,800
CARNIVAL CORP 143658102 3,709.47 149,500SH DEFINED2 0 0 149,500
143658102 0.00 0SH DEFINED4 0 0 0
CARRIAGE SERVICES INC 143905107 796.70 76,331SH DEFINED2 38,899 0 37,431
143905107 1,631.71 156,331SH DEFINED4 0 0 156,331
CAROLINA POWER & LIGHT CO 144141108 13,015.74 401,256SH DEFINED2 295,050 0 106,206
144141108 201,371.03 6,207,970SH DEFINED4 0 0 6,207,970
CARPENTER TECHNOLOGY CORP 144285103 8,712.45 418,616SH DEFINED2 88,060 0 330,556
144285103 1,529.09 73,470SH DEFINED4 0 0 73,470
CARRIERI P/P 144A WARRANTS 2/19/144500113 1,123.98 1,703SH DEFINED2 0 0 1,703
144500113 20,707.50 31,375SH DEFINED4 0 0 31,375
CARRIER1 INTL SA ADR 144500303 304.19 15,700SH DEFINED2 200 0 15,500
144500303 35,608.34 1,837,850SH DEFINED4 0 0 1,837,850
CASCADE NATURAL GAS CORP 147339105 0.00 0SH DEFINED2 0 0 0
147339105 5,676.00 352,000SH DEFINED4 0 0 352,000
CATERPILLAR INC 149123101 3,387.68 85,900SH DEFINED2 0 0 85,900
149123101 161.69 4,100SH DEFINED4 0 0 4,100
CATHAY BANCORP INC 149150104 0.00 0SH DEFINED2 0 0 0
149150104 133.40 2,900SH DEFINED4 0 0 2,900
CELCARIBE ORD SHARE TR CTF P/P 1150898203 21.13 84,518SH DEFINED2 0 0 84,518
150898203 670.75 2,682,989SH DEFINED4 0 0 2,682,989
CELL GENESYS INC 150921104 6,779.51 318,100SH DEFINED2 246,000 0 72,100
150921104 20,038.01 940,200SH DEFINED4 0 0 940,200
CELLSTAR CORP 150925105 0.00 0SH DEFINED2 0 0 0
150925105 1,301.14 162,643SH DEFINED4 0 0 162,643
CELESTICA INC 15101Q108 26,469.70 498,840SH DEFINED2 27,300 0 471,540
15101Q108 722,062.83 13,607,780SH DEFINED4 0 0 13,607,780
CELGENE CORP 151020104 0.00 0SH DEFINED2 0 0 0
151020104 119.48 1,200SH DEFINED4 0 0 1,200
CELLNET DATA SYSTEMS WARRANT 10/15115M135 0.00 11,368SH DEFINED2 4,526 0 6,842
15115M135 0.01 141,266SH DEFINED4 0 0 141,266
CEMEX SA ADR WARRANTS 12/13/2002151290871 0.00 0SH DEFINED2 0 0 0
151290871 3.61 1,032SH DEFINED4 0 0 1,032
CEMEX SA-SPONS ADR PART CER 151290889 7,802.50 344,862SH DEFINED2 43,126 0 301,736
151290889 3,339.43 147,599SH DEFINED4 0 0 147,599
CENDANT CORPORATION 151313103 52,446.63 2,834,953SH DEFINED2 142,300 0 2,692,653
151313103 267,119.21 14,438,876SH DEFINED4 0 0 14,438,876
CENTENNIAL BANCORP 15133T104 6,730.71 699,295SH DEFINED2 334,511 0 364,784
15133T104 1,983.61 206,089SH DEFINED4 0 0 206,089
CENTEX CORP 152312104 347.66 14,600SH DEFINED2 0 0 14,600
152312104 88.11 3,700SH DEFINED4 0 0 3,700
CENTRA SOFTWARE INC 15234X103 0.00 0SH DEFINED2 0 0 0
15234X103 0.00 0SH DEFINED4 0 0 0
CENTRAL & SOUTH WEST CORP 152357109 871.89 51,100SH DEFINED2 0 0 51,100
152357109 42.66 2,500SH DEFINED4 0 0 2,500
CENTURY ALUMINUM COMPANY 156431108 0.00 0SH DEFINED2 0 0 0
156431108 0.00 0SH DEFINED4 0 0 0
CENTURYTEL INC 156700106 1,206.56 32,500SH DEFINED2 0 0 32,500
156700106 89.10 2,400SH DEFINED4 0 0 2,400
CEPHALON INC 156708109 11,380.43 303,478SH DEFINED2 199,350 0 104,128
156708109 42,880.52 1,143,481SH DEFINED4 0 0 1,143,481
CERIDIAN CORP 15677T106 665.81 34,700SH DEFINED2 0 0 34,700
15677T106 30.70 1,600SH DEFINED4 0 0 1,600
CERUS CORP 157085101 0.00 0SH DEFINED2 0 0 0
157085101 22,291.50 462,000SH DEFINED4 0 0 462,000
CHAMPION INTERNATIONAL CORPORATI158525105 1,240.73 23,300SH DEFINED2 0 0 23,300
158525105 117.15 2,200SH DEFINED4 0 0 2,200
CHARLES RIVER ASSOCIATES INC 159852102 2,165.34 111,400SH DEFINED2 84,900 0 26,500
159852102 365.43 18,800SH DEFINED4 0 0 18,800
CHARTER ONE FINANCIAL INC 160903100 27,021.18 1,286,723SH DEFINED2 993,378 0 293,345
160903100 163,313.85 7,776,850SH DEFINED4 0 0 7,776,850
CHARTERED SEMICONDUCTOR-ADR 16133R106 688.03 7,300SH DEFINED2 0 0 7,300
16133R106 7,492.88 79,500SH DEFINED4 0 0 79,500
CHASE MANHATTAN CORP 16161A108 22,148.24 254,030SH DEFINED2 33,818 0 220,212
16161A108 350,946.60 4,025,194SH DEFINED4 0 0 4,025,194
CHATTEM INC 162456107 2,690.81 190,500SH DEFINED2 59,650 0 130,850
162456107 908.38 64,310SH DEFINED4 0 0 64,310
CHECKFREE HOLDINGS CORP 162816102 44,008.96 624,241SH DEFINED2 210,459 0 413,781
162816102 321,369.77 4,558,436SH DEFINED4 0 0 4,558,436
CHECKPOINT SYSTEMS INC 162825103 0.00 0SH DEFINED2 0 0 0
162825103 911.57 108,844SH DEFINED4 0 0 108,844
CHESAPEAKE ENERGY CORP 165167107 42.67 13,129SH DEFINED2 0 0 13,129
165167107 4,166.50 1,281,999SH DEFINED4 0 0 1,281,999
CHEVRON INC 166751107 32,504.00 351,632SH DEFINED2 139,332 0 212,300
166751107 407,718.26 4,410,745SH DEFINED4 0 0 4,410,745
CHILECTRA S.A. SPONS ADR 168884104 0.00 0SH DEFINED2 0 0 0
168884104 690.99 40,350SH DEFINED4 0 0 40,350
CHIQUITA BRANDS INTL INC 170032106 0.00 0SH DEFINED2 0 0 0
170032106 1,326.82 279,331SH DEFINED4 0 0 279,331
CHIREX INC 170038103 7,264.95 377,400SH DEFINED2 293,300 0 84,100
170038103 13,617.45 707,400SH DEFINED4 0 0 707,400
CHIRON CORP 170040109 0.00 0SH DEFINED2 0 0 0
170040109 1,864.83 37,390SH DEFINED4 0 0 37,390
CHOICE ONE COMMUNICATIONS INC 17038P104 6,624.30 186,600SH DEFINED2 143,600 0 43,000
17038P104 1,249.60 35,200SH DEFINED4 0 0 35,200
CHORDIANT SOFTWARE INC 170404107 0.00 0SH DEFINED2 0 0 0
170404107 0.00 0SH DEFINED4 0 0 0
CHROMAVISION MEDICAL SYSTEMS 17111P104 0.00 0SH DEFINED2 0 0 0
17111P104 7,782.08 510,300SH DEFINED4 0 0 510,300
CHUBB CORP 171232101 3,459.20 51,200SH DEFINED2 2,505 0 48,695
171232101 258,472.51 3,825,680SH DEFINED4 0 0 3,825,680
CHURCH & DWIGHT CO INC 171340102 0.00 0SH DEFINED2 0 0 0
171340102 0.00 0SH DEFINED4 0 0 0
CIBER INC 17163B102 6,961.80 339,600SH DEFINED2 164,900 0 174,700
17163B102 1,927.00 94,000SH DEFINED4 0 0 94,000
CIENA CORP 171779101 0.00 0SH DEFINED2 0 0 0
171779101 10,392.70 82,400SH DEFINED4 0 0 82,400
CINCINNATI FINANCIAL CORP 172062101 1,437.28 38,200SH DEFINED2 0 0 38,200
172062101 0.00 0SH DEFINED4 0 0 0
CINERGY CORP 172474108 7,812.46 363,370SH DEFINED2 428,715 0 -65,345
172474108 66,405.65 3,088,635SH DEFINED4 0 0 3,088,635
CIRCLE INTERNATIONAL GROUP INC 172574105 10,382.71 399,335SH DEFINED2 85,700 0 313,635
172574105 1,895.37 72,899SH DEFINED4 0 0 72,899
CIRCUIT CITY STORES-CIRCUIT CITY172737108 52,760.18 866,697SH DEFINED2 120,400 0 746,297
172737108 189,406.48 3,111,400SH DEFINED4 0 0 3,111,400
CIRRUS LOGIC INC 172755100 0.00 0SH DEFINED2 0 0 0
172755100 5,421.78 297,084SH DEFINED4 0 0 297,084
CISCO SYSTEMS 17275R102 1,533,101.70 19,829,933SH DEFINED2 7,626,060 0 12,203,873
17275R102 3,622,517.00 46,855,515SH DEFINED4 0 0 46,855,515
CITADEL COMMUNICATIONS CORP 172853202 22,675.78 537,500SH DEFINED2 306,800 0 230,700
172853202 181,575.00 4,304,000SH DEFINED4 0 0 4,304,000
CINTAS CORP 172908105 13,490.06 344,244SH DEFINED2 183,407 0 160,837
172908105 244,218.21 6,232,044SH DEFINED4 0 0 6,232,044
CITIGROUP INC 172967101 762,569.28 12,856,806SH DEFINED2 5,084,694 0 7,772,112
172967101 3,083,196.33 51,982,235SH DEFINED4 0 0 51,982,235
CITIZENS UTILITIES CO-CL B 177342201 0.00 0SH DEFINED2 0 0 0
177342201 49.13 3,000SH DEFINED4 0 0 3,000
CITRIX SYSTEMS INC 177376100 2,769.25 41,800SH DEFINED2 0 0 41,800
177376100 9,027.70 136,267SH DEFINED4 0 0 136,267
CITY NATIONAL CORP 178566105 14,063.35 417,465SH DEFINED2 164,850 0 252,615
178566105 4,982.38 147,900SH DEFINED4 0 0 147,900
CLAIRE S STORES INC 179584107 19,532.31 973,573SH DEFINED2 305,320 0 668,253
179584107 4,092.75 204,000SH DEFINED4 0 0 204,000
CLARCOR INC 179895107 13,179.23 742,492SH DEFINED2 155,690 0 586,802
179895107 2,053.02 115,663SH DEFINED4 0 0 115,663
CLARENT CORP 180461105 0.00 0SH DEFINED2 0 0 0
180461105 20,508.64 227,400SH DEFINED4 0 0 227,400
CLARUS CORP 182707109 13,609.44 192,700SH DEFINED2 148,400 0 44,300
182707109 1,984.56 28,100SH DEFINED4 0 0 28,100
CLASSIC COMMUNICATIONSM INC-CL A182728204 1,741.95 110,600SH DEFINED2 86,300 0 24,300
182728204 277.20 17,600SH DEFINED4 0 0 17,600
CLAYTON HOMES INC 184190106 13.16 1,300SH DEFINED2 0 0 1,300
184190106 50.63 5,000SH DEFINED4 0 0 5,000
CLEAR CHANNEL COMMUNICATIONS INC184502102 358,791.30 5,195,168SH DEFINED2 2,244,250 0 2,950,918
184502102 1,795,236.94 25,994,381SH DEFINED4 0 0 25,994,381
CLOROX COMPANY 189054109 3,737.50 115,000SH DEFINED2 15,805 0 99,195
189054109 27,725.75 853,100SH DEFINED4 0 0 853,100
COASTAL CORP 190441105 11,332.95 246,369SH DEFINED2 98,197 0 148,172
190441105 9,098.17 197,786SH DEFINED4 0 0 197,786
COCA COLA COMPANY 191216100 90,018.71 1,917,842SH DEFINED2 307,200 0 1,610,642
191216100 50,664.34 1,079,400SH DEFINED4 0 0 1,079,400
COCA COLA ENTERPRISES 191219104 125,654.84 5,827,471SH DEFINED2 0 0 5,827,471
191219104 88.41 4,100SH DEFINED4 0 0 4,100
COCA COLA FEMSA ADS 191241108 4,434.54 238,898SH DEFINED2 29,700 0 209,198
191241108 17,640.00 950,303SH DEFINED4 0 0 950,303
COGNEX CORP 192422103 0.00 0SH DEFINED2 0 0 0
192422103 6,743.67 116,900SH DEFINED4 0 0 116,900
COGNOS INC 19244C109 0.00 0SH DEFINED2 0 0 0
19244C109 181.43 2,900SH DEFINED4 0 0 2,900
COHERENT INC 192479103 0.00 0SH DEFINED2 0 0 0
192479103 4,071.60 78,300SH DEFINED4 0 0 78,300
COHU INC 192576106 8,166.50 195,898SH DEFINED2 44,800 0 151,098
192576106 789.98 18,950SH DEFINED4 0 0 18,950
COLDWATER CREEK INC 193068103 6,390.30 375,900SH DEFINED2 180,400 0 195,500
193068103 1,868.86 109,933SH DEFINED4 0 0 109,933
KENNETH COLE PRODUCTIONS CL A 193294105 0.00 0SH DEFINED2 0 0 0
193294105 147.19 3,750SH DEFINED4 0 0 3,750
COLGATE PALMOLIVE CO 194162103 212,350.53 3,766,750SH DEFINED2 1,866,900 0 1,899,850
194162103 324,601.16 5,757,892SH DEFINED4 0 0 5,757,892
COLUMBIA ENERGY GROUP 197648108 1,392.38 23,500SH DEFINED2 0 0 23,500
197648108 29,965.69 505,750SH DEFINED4 0 0 505,750
COLUMBIA/HCA HEALTHCARE CORP 197677107 3,560.20 140,650SH DEFINED2 0 0 140,650
197677107 337,214.29 13,322,046SH DEFINED4 0 0 13,322,046
COMCAST CORP SPECIAL CLASS A 200300200 226,799.68 5,228,811SH DEFINED2 2,191,340 0 3,037,471
200300200 686,707.80 15,831,880SH DEFINED4 0 0 15,831,880
COMDISCO INC 200336105 0.00 0SH DEFINED2 0 0 0
200336105 83.84 1,900SH DEFINED4 0 0 1,900
COMERICA INC 200340107 13,852.12 330,797SH DEFINED2 293,890 0 36,907
200340107 268,076.84 6,401,835SH DEFINED4 0 0 6,401,835
COMMERCE BANCORP INC NJ 200519106 0.00 0SH DEFINED2 0 0 0
200519106 703.00 19,000SH DEFINED4 0 0 19,000
COMMERCE GROUP INC MASS 200641108 14,006.60 474,800SH DEFINED2 165,300 0 309,500
200641108 3,292.20 111,600SH DEFINED4 0 0 111,600
COMMERCE ONE INC 200693109 0.00 0SH DEFINED2 0 0 0
200693109 1,552.20 10,400SH DEFINED4 0 0 10,400
COMMERCIAL FEDERAL CORP 201647104 11,079.32 666,425SH DEFINED2 143,490 0 522,935
201647104 2,138.99 128,661SH DEFINED4 0 0 128,661
COMMSCOPE INC 203372107 30.25 663SH DEFINED2 317 0 346
203372107 752.61 16,496SH DEFINED4 0 0 16,496
COMMUNICATIONS SYSTEMS INC 203900105 12,403.25 708,757SH DEFINED2 162,100 0 546,657
203900105 2,180.06 124,575SH DEFINED4 0 0 124,575
COMMUNITY FIRST BANKSHARES 203902101 7,728.74 483,046SH DEFINED2 111,200 0 371,846
203902101 761.60 47,600SH DEFINED4 0 0 47,600
CEMIG SA -SPONS ADR 204409601 1,149.64 66,646SH DEFINED2 0 0 66,646
204409601 3,337.27 193,465SH DEFINED4 0 0 193,465
BRASIL DISTR PAO ACU SP ADR 20440T201 2,241.35 62,695SH DEFINED2 12,100 0 50,595
20440T201 1,350.53 37,777SH DEFINED4 0 0 37,777
CIA CERVEJARIA BRAHMA-SP ADR 20440X103 2,095.50 128,954SH DEFINED2 16,300 0 112,654
20440X103 952.54 58,618SH DEFINED4 0 0 58,618
CIA VALE DO RIO DOCE SP ADR 204412100 15,526.24 572,396SH DEFINED2 44,215 0 528,181
204412100 4,182.51 154,194SH DEFINED4 0 0 154,194
CIA PARANAENSE ENERGIA-COPEL SP 20441B407 0.00 0SH DEFINED2 0 0 0
20441B407 4,289.95 504,700SH DEFINED4 0 0 504,700
CIA ANONIMA TELEF DE VEN ADR 204421101 2,247.79 77,510SH DEFINED2 9,750 0 67,760
204421101 970.05 33,450SH DEFINED4 0 0 33,450
CIA CERVECERIA UNIDAS-SP ADR 204429104 0.00 0SH DEFINED2 0 0 0
204429104 90.35 3,632SH DEFINED4 0 0 3,632
MINAS BUENAVENTURA-SPON ADR 204448104 1,605.21 91,726SH DEFINED2 11,000 0 80,726
204448104 696.92 39,824SH DEFINED4 0 0 39,824
COMPAQ COMPUTER CORP 204493100 22,894.84 859,900SH DEFINED2 91,180 0 768,720
204493100 303,306.41 11,391,790SH DEFINED4 0 0 11,391,790
COMPUTER ASSOCIATES 204912109 45,080.46 761,655SH DEFINED2 170,360 0 591,295
204912109 561,083.30 9,479,760SH DEFINED4 0 0 9,479,760
COMPUTER SCIENCES CORP 205363104 3,188.74 40,300SH DEFINED2 0 0 40,300
205363104 300.68 3,800SH DEFINED4 0 0 3,800
COMPUTER TASK GROUP INC 205477102 8,965.00 815,000SH DEFINED2 169,250 0 645,750
205477102 1,548.89 140,808SH DEFINED4 0 0 140,808
COMPUWARE CORP 205638109 1,773.46 84,200SH DEFINED2 0 0 84,200
205638109 139.01 6,600SH DEFINED4 0 0 6,600
COMPX INTERNATIONAL INC 20563P101 0.00 0SH DEFINED2 0 0 0
20563P101 0.00 0SH DEFINED4 0 0 0
COMSAT CORP 20564D107 8.25 400SH DEFINED2 0 0 400
20564D107 0.00 0SH DEFINED4 0 0 0
COMVERSE TECHNOLOGY INC 205862402 298,495.70 1,579,342SH DEFINED2 626,764 0 952,579
205862402 1,300,642.34 6,881,706SH DEFINED4 0 0 6,881,706
CONAGRA INC 205887102 2,287.38 126,200SH DEFINED2 2,410 0 123,790
205887102 60,267.47 3,325,102SH DEFINED4 0 0 3,325,102
CONCENTRIC NETWORK CORP 20589R107 5,962.00 108,400SH DEFINED2 0 0 108,400
20589R107 5,819.00 105,800SH DEFINED4 0 0 105,800
CONCORD EFS INC 206197105 1,739.81 75,850SH DEFINED2 75,850 0 0
206197105 114.69 5,000SH DEFINED4 0 0 5,000
CONECTIV INC 206829103 0.00 0SH DEFINED2 0 0 0
206829103 10,571.75 604,100SH DEFINED4 0 0 604,100
CONEXANT SYSTEMS INC 207142100 23,475.17 330,636SH DEFINED2 35,005 0 295,632
207142100 69,977.10 985,593SH DEFINED4 0 0 985,593
CONNETICS CORP 208192104 0.00 0SH DEFINED2 0 0 0
208192104 9,034.99 983,400SH DEFINED4 0 0 983,400
CONOCO INC-CL A 208251306 186,432.80 7,570,875SH DEFINED2 3,919,105 0 3,651,770
208251306 386,128.74 15,680,355SH DEFINED4 0 0 15,680,355
CONOCO INC-CL B 208251405 12,063.30 470,763SH DEFINED2 57,958 0 412,805
208251405 308,143.62 12,025,117SH DEFINED4 0 0 12,025,117
CONSECO INC 208464107 871.97 76,238SH DEFINED2 0 0 76,238
208464107 62.91 5,500SH DEFINED4 0 0 5,500
CONSOL ENERGY INC 20854P109 0.00 0SH DEFINED2 0 0 0
20854P109 122.53 11,600SH DEFINED4 0 0 11,600
CONSOLIDATED EDISON INC 209115104 2,614.35 90,150SH DEFINED2 2,700 0 87,450
209115104 193,631.12 6,676,935SH DEFINED4 0 0 6,676,935
CONSOLIDATED STORES CORP 210149100 293.48 25,800SH DEFINED2 0 0 25,800
210149100 0.00 0SH DEFINED4 0 0 0
CONSTELLATION ENERGY GROUP 210371100 1,157.06 36,300SH DEFINED2 0 0 36,300
210371100 32,585.81 1,022,300SH DEFINED4 0 0 1,022,300
CONTINENTAL AIRLINES-CL B 210795308 895.16 21,900SH DEFINED2 21,900 0 0
210795308 69.49 1,700SH DEFINED4 0 0 1,700
CONTOUR ENERGY CO 21220C103 70.31 45,000SH DEFINED2 0 0 45,000
21220C103 105.47 67,500SH DEFINED4 0 0 67,500
CONVERGYS CORP 212485106 56,796.87 1,470,469SH DEFINED2 253,545 0 1,216,924
212485106 243,378.44 6,301,060SH DEFINED4 0 0 6,301,060
COOPER CAMERON CORP 216640102 32,224.99 481,869SH DEFINED2 130,900 0 350,969
216640102 174,196.00 2,604,800SH DEFINED4 0 0 2,604,800
COOPER INDUSTRIES INC 216669101 7,365.75 210,450SH DEFINED2 41,800 0 168,650
216669101 180,609.59 5,160,274SH DEFINED4 0 0 5,160,274
COOPER TIRE AND RUBBER 216831107 223.61 17,800SH DEFINED2 0 0 17,800
216831107 0.00 0SH DEFINED4 0 0 0
COORS ADOLPH CO CL B 217016104 406.41 8,500SH DEFINED2 0 0 8,500
217016104 0.00 0SH DEFINED4 0 0 0
COPPER MOUNTAIN NETWORKS INC 217510106 0.00 0SH DEFINED2 0 0 0
217510106 15,133.86 184,700SH DEFINED4 0 0 184,700
COR THERAPEUTICS INC 217753102 391.31 5,936SH DEFINED2 2,842 0 3,094
217753102 38,008.25 576,565SH DEFINED4 0 0 576,565
CORINTHIAN COLLEGES INC 218868107 0.00 0SH DEFINED2 0 0 0
218868107 96.00 6,000SH DEFINED4 0 0 6,000
CORIXA CORP 21887F100 0.00 0SH DEFINED2 0 0 0
21887F100 94.88 2,300SH DEFINED4 0 0 2,300
CORNING INC 219350105 302,192.14 1,557,691SH DEFINED2 664,389 0 893,303
219350105 741,106.47 3,820,136SH DEFINED4 0 0 3,820,136
COSMO ELECTRONICS CORP 2212CC9A9 0.00 0SH DEFINED2 0 0 0
2212CC9A9 36.87 4,000SH DEFINED4 0 0 4,000
COST PLUS INC 221485105 11,576.89 342,385SH DEFINED2 264,660 0 77,725
221485105 1,977.19 58,475SH DEFINED4 0 0 58,475
COSTCO WHOLESALE CORP 22160K105 18,528.28 352,500SH DEFINED2 6,300 0 346,200
22160K105 441,977.04 8,408,600SH DEFINED4 0 0 8,408,600
COSTAR GROUP INC 22160N109 13,418.81 363,900SH DEFINED2 282,500 0 81,400
22160N109 2,662.38 72,200SH DEFINED4 0 0 72,200
COSTCO COMPANIES INC 22160Q102 1,179.51 15,306SH DEFINED2 5,984 0 9,322
22160Q102 9,303.94 120,732SH DEFINED4 0 0 120,732
COULTER PHARMACEUTICAL INC 222116105 0.00 0SH DEFINED2 0 0 0
222116105 277.55 9,100SH DEFINED4 0 0 9,100
COUNTRYWIDE CREDIT INDS INC 222372104 743.93 27,300SH DEFINED2 0 0 27,300
222372104 73.58 2,700SH DEFINED4 0 0 2,700
COVAD COMMUNICATIONS GROUP 222814204 80,092.20 1,104,720SH DEFINED2 258,450 0 846,270
222814204 788,990.10 10,882,622SH DEFINED4 0 0 10,882,622
COVENTRY HELTH CARE INC 222862104 7,834.96 921,760SH DEFINED2 454,790 0 466,970
222862104 1,888.84 222,216SH DEFINED4 0 0 222,216
COX COMMUNICATIONS NEW CL A 224044107 2,435.29 50,212SH DEFINED2 31,777 0 18,435
224044107 7,163.02 147,691SH DEFINED4 0 0 147,691
CRANE CO 224399105 365.81 15,525SH DEFINED2 0 0 15,525
224399105 0.00 0SH DEFINED4 0 0 0
CRAYFISH CO LTD -SPONS ADR 225226109 0.00 0SH DEFINED2 0 0 0
225226109 41.80 1,100SH DEFINED4 0 0 1,100
CREDENCE SYSTEMS CORP 225302108 35,173.07 281,103SH DEFINED2 214,448 0 66,656
225302108 25,351.08 202,606SH DEFINED4 0 0 202,606
CREE INC 225447101 0.00 0SH DEFINED2 0 0 0
225447101 25,430.74 225,300SH DEFINED4 0 0 225,300
CRESCENT REAL ESTATE EQUITIES CO225756105 12.25 700SH DEFINED2 0 0 700
225756105 0.00 0SH DEFINED4 0 0 0
CRIIMI MAE INC REIT 226603108 0.00 0SH DEFINED2 0 0 0
226603108 0.00 0SH DEFINED4 0 0 0
CRISTALERIAS DE CHILE ADR 226714103 0.00 0SH DEFINED2 0 0 0
226714103 27.94 1,500SH DEFINED4 0 0 1,500
CRITICAL PATH INC 22674V100 102.55 2,464SH DEFINED2 1,281 0 1,183
22674V100 307.65 7,391SH DEFINED4 0 0 7,391
CROSSROADS SYSTEMS INC 22765D100 4,083.54 39,550SH DEFINED2 1,400 0 38,150
22765D100 124,989.29 1,210,550SH DEFINED4 0 0 1,210,550
CROWN CASTLE INTL CORP 228227104 35,208.60 929,600SH DEFINED2 172,200 0 757,400
228227104 161,332.35 4,259,600SH DEFINED4 0 0 4,259,600
CROWN CORK & SEAL CO INC 228255105 496.00 31,000SH DEFINED2 0 0 31,000
228255105 0.00 0SH DEFINED4 0 0 0
CROWN CRAFTS 228309100 0.00 0SH DEFINED2 0 0 0
228309100 0.00 0SH DEFINED4 0 0 0
CULLEN FROST BANKERS INC 229899109 12,338.96 466,722SH DEFINED2 107,460 0 359,262
229899109 1,247.85 47,200SH DEFINED4 0 0 47,200
CULP INC 230215105 3,191.78 593,820SH DEFINED2 305,900 0 287,920
230215105 800.88 149,000SH DEFINED4 0 0 149,000
CUMMINS ENGINE INC 231021106 379.38 10,100SH DEFINED2 0 0 10,100
231021106 0.00 0SH DEFINED4 0 0 0
CYBERNET INTERNET SVCS INTL 232503102 0.00 0SH DEFINED2 0 0 0
232503102 0.00 0SH DEFINED4 0 0 0
CYBEROPTICS CORO 232517102 0.00 0SH DEFINED2 0 0 0
232517102 5,992.18 141,200SH DEFINED4 0 0 141,200
CYBERONICS INC 23251P102 0.00 0SH DEFINED2 0 0 0
23251P102 14,389.38 770,000SH DEFINED4 0 0 770,000
CYBEX COMPUTER PRODUCTS CORP 232522102 10,856.69 288,550SH DEFINED2 226,700 0 61,850
232522102 1,834.22 48,750SH DEFINED4 0 0 48,750
CYMER INC 232572107 0.00 0SH DEFINED2 0 0 0
232572107 65.00 1,300SH DEFINED4 0 0 1,300
CYPRESS SEMICONDUCTOR CORP 232806109 1,002.24 20,324SH DEFINED2 9,946 0 10,378
232806109 25,216.14 511,354SH DEFINED4 0 0 511,354
CYSIVE INC 23281T108 4,048.35 59,100SH DEFINED2 46,500 0 12,600
23281T108 44,782.01 653,752SH DEFINED4 0 0 653,752
DII GROUP INC 232949107 71,387.66 631,400SH DEFINED2 251,000 0 380,400
232949107 147,450.35 1,304,149SH DEFINED4 0 0 1,304,149
DBTEL INC 2330DB9A0 3,425.81 882,000SH DEFINED2 128,000 0 754,000
2330DB9A0 1,545.89 398,000SH DEFINED4 0 0 398,000
D P L INC 233293109 1,444.03 65,083SH DEFINED2 67,070 0 -1,987
233293109 64,408.78 2,902,931SH DEFINED4 0 0 2,902,931
DQE INC 23329J104 0.00 0SH DEFINED2 0 0 0
23329J104 15,347.15 337,300SH DEFINED4 0 0 337,300
DRS TECHNOLOGIES INC 23330X100 0.00 4,859SH DEFINED2 0 0 4,859
23330X100 0.00 96,836SH DEFINED4 0 0 96,836
DSP GROUP INC 23332B106 8,133.44 123,234SH DEFINED2 14,600 0 108,634
23332B106 3,438.86 52,104SH DEFINED4 0 0 52,104
DTE ENERGY CO 233331107 1,006.30 34,700SH DEFINED2 0 0 34,700
233331107 0.00 0SH DEFINED4 0 0 0
DT INDUSTRIES INC 23333J108 16,723.54 1,311,650SH DEFINED2 264,800 0 1,046,850
23333J108 1,333.54 104,591SH DEFINED4 0 0 104,591
DAISYTEK INTL CORP 234053106 4,489.17 283,900SH DEFINED2 220,400 0 63,500
234053106 743.19 47,000SH DEFINED4 0 0 47,000
DALLAS SEMICONDUCTOR 235204104 14,236.72 405,316SH DEFINED2 92,750 0 312,566
235204104 1,489.30 42,400SH DEFINED4 0 0 42,400
DANA CORPORATION 235811106 1,117.16 39,633SH DEFINED2 0 0 39,633
235811106 200.13 7,100SH DEFINED4 0 0 7,100
DANAHER CORP 235851102 47,805.92 937,371SH DEFINED2 190,470 0 746,901
235851102 132,528.60 2,598,600SH DEFINED4 0 0 2,598,600
DARDEN RESTAURANTS INC 237194105 23,317.51 1,309,053SH DEFINED2 264,740 0 1,044,313
237194105 59,420.72 3,335,900SH DEFINED4 0 0 3,335,900
DATA CRITICAL CORP 237622105 3,714.77 257,300SH DEFINED2 198,900 0 58,400
237622105 700.22 48,500SH DEFINED4 0 0 48,500
DATASTREAM SYSTEMS INC 238124101 7,482.00 258,000SH DEFINED2 200,200 0 57,800
238124101 1,711.00 59,000SH DEFINED4 0 0 59,000
DAVEL COMMUNICATIONS INC 238341101 0.00 0SH DEFINED2 0 0 0
238341101 0.00 0SH DEFINED4 0 0 0
DAVOX CORP 239208101 11,753.95 439,400SH DEFINED2 211,800 0 227,600
239208101 3,132.43 117,100SH DEFINED4 0 0 117,100
DEERE & COMPANY 244199105 6,104.32 160,640SH DEFINED2 23,965 0 136,675
244199105 64.60 1,700SH DEFINED4 0 0 1,700
DELHAIZE AMERICA INC 246688105 0.00 0SH DEFINED2 0 0 0
246688105 0.00 0SH DEFINED4 0 0 0
246688204 0.00 0SH DEFINED2 0 0 0
246688204 71.55 3,600SH DEFINED4 0 0 3,600
DELL COMPUTER CORP 247025109 420,958.35 7,804,558SH DEFINED2 3,222,460 0 4,582,098
247025109 1,212,187.17 22,473,922SH DEFINED4 0 0 22,473,922
DELPHI AUTOMOTIVE SYSTEMS 247126105 2.18 136,294SH DEFINED2 0 0 136,294
247126105 0.19 11,908SH DEFINED4 0 0 11,908
DELTA & PINE LAND CO 247357106 10.05 508,750SH DEFINED2 109,100 0 399,650
247357106 2.00 101,350SH DEFINED4 0 0 101,350
DELTA AIR LINES INC 247361108 3.72 69,895SH DEFINED2 24,635 0 45,260
247361108 118.61 2,227,335SH DEFINED4 0 0 2,227,335
DE LUXE CORPORATION 248019101 0.46 17,400SH DEFINED2 0 0 17,400
248019101 0.14 5,200SH DEFINED4 0 0 5,200
DENDRITE INTERNATIONAL INC 248239105 8.67 414,149SH DEFINED2 289,849 0 124,300
248239105 1.32 63,250SH DEFINED4 0 0 63,250
DENTSPLY INTERNATIONAL INC 249030107 0.00 0SH DEFINED2 0 0 0
249030107 0.05 1,700SH DEFINED4 0 0 1,700
DESC S.A. ADR 250309101 0.00 0SH DEFINED2 0 0 0
250309101 0.01 450SH DEFINED4 0 0 450
DEVON ENERGY CORP 251799102 0.53 13,045SH DEFINED2 5,428 0 7,616
251799102 3.02 73,871SH DEFINED4 0 0 73,871
DEVON ENERGY CORPORATION 25179M103 12.59 259,276SH DEFINED2 55,520 0 203,756
25179M103 13.84 284,958SH DEFINED4 0 0 284,958
DEXTER CORP 252165105 0.00 0SH DEFINED2 0 0 0
252165105 0.00 0SH DEFINED4 0 0 0
DIAGEO PLC-SPONSORED ADR 25243Q205 0.10 3,400SH DEFINED2 7,900 0 -4,500
25243Q205 29.90 992,600SH DEFINED4 0 0 992,600
DIAGNOSTIC PRODS CORP 252450101 8.83 361,222SH DEFINED2 76,630 0 284,592
252450101 1.67 68,300SH DEFINED4 0 0 68,300
DIAL CORP (NEW) 25247D101 0.32 23,000SH DEFINED2 23,000 0 0
25247D101 0.00 0SH DEFINED4 0 0 0
DIAMOND OFFSHORE DRILLING 25271C102 1.66 41,473SH DEFINED2 16,765 0 24,708
25271C102 14.58 365,003SH DEFINED4 0 0 365,003
DIAMOND TECH PARTNERS INC 252762109 11.72 178,250SH DEFINED2 45,900 0 132,350
252762109 25.61 389,500SH DEFINED4 0 0 389,500
DIGEX INC 253756100 5.55 50,000SH DEFINED2 2,100 0 47,900
253756100 196.33 1,769,750SH DEFINED4 0 0 1,769,750
DIGIMARC CORP 253807101 9.19 208,900SH DEFINED2 86,200 0 122,700
253807101 1.02 23,100SH DEFINED4 0 0 23,100
DIGITAL MICROWAVE CORP 253859102 0.00 0SH DEFINED2 0 0 0
253859102 9.07 267,700SH DEFINED4 0 0 267,700
DIGITAL ISLAND INC 25385N101 0.00 5,547SH DEFINED2 2,659 0 2,887
25385N101 0.00 5,851SH DEFINED4 0 0 5,851
DIGITAS INC 25388K104 0.00 0SH DEFINED2 0 0 0
25388K104 0.35 14,300SH DEFINED4 0 0 14,300
DIGITALTHINK INC 25388M100 2.28 58,000SH DEFINED2 44,700 0 13,300
25388M100 421.48 10,700SH DEFINED4 0 0 10,700
DILLARDS INC - CL A 254067101 402.72 24,500SH DEFINED2 0 0 24,500
254067101 0.00 0SH DEFINED4 0 0 0
DIME BANCORP INC (NEW) 25429Q102 0.00 0SH DEFINED2 0 0 0
25429Q102 0.00 0SH DEFINED4 0 0 0
DIMON INC 254394109 67.95 28,610SH DEFINED2 13,041 0 15,569
254394109 197.35 83,094SH DEFINED4 0 0 83,094
DISNEY WALT PRODUCTIONS INC 254687106 30,436.28 735,620SH DEFINED2 90,610 0 645,010
254687106 692,243.47 16,730,960SH DEFINED4 0 0 16,730,960
DITECH COMMUNICATIONS CORP 25500M103 0.00 0SH DEFINED2 0 0 0
25500M103 51,313.04 483,800SH DEFINED4 0 0 483,800
DIVA SYSTEMS WARR P/P 144A 03/01255013153 177.17 7,382SH DEFINED2 4,611 0 2,771
255013153 4,362.00 181,750SH DEFINED4 0 0 181,750
DIVERSA CORP 255064107 4,822.20 102,600SH DEFINED2 19,300 0 83,300
255064107 36,044.30 766,900SH DEFINED4 0 0 766,900
DIVERSINET CORP 25536K204 0.00 0SH DEFINED2 0 0 0
25536K204 4,045.11 226,300SH DEFINED4 0 0 226,300
DIXIE GROUP INC 255519100 0.00 0SH DEFINED2 0 0 0
255519100 0.00 33,199SH DEFINED4 0 0 33,199
DOCUMENTUM INC 256159104 0.00 0SH DEFINED2 0 0 0
256159104 8,096.40 103,800SH DEFINED4 0 0 103,800
DOLE FOOD CO 256605106 194.38 10,000SH DEFINED2 0 0 10,000
256605106 2,040.94 105,000SH DEFINED4 0 0 105,000
DOLLAR GENERAL CORP 256669102 1,907.82 70,989SH DEFINED2 5,632 0 65,356
256669102 328.82 12,235SH DEFINED4 0 0 12,235
DOLLAR TREE STORES 256747106 12,179.58 233,661SH DEFINED2 54,400 0 179,261
256747106 453,925.04 8,708,394SH DEFINED4 0 0 8,708,394
DOMINION RESOURCES INC/VA 25746U109 9,313.48 242,302SH DEFINED2 235,049 0 7,253
25746U109 172,310.43 4,482,873SH DEFINED4 0 0 4,482,873
DONALDSON INC 257651109 2,304.44 102,136SH DEFINED2 23,380 0 78,756
257651109 223.37 9,900SH DEFINED4 0 0 9,900
DONNELLEY R R & SONS CO 257867101 640.69 30,600SH DEFINED2 0 0 30,600
257867101 71.19 3,400SH DEFINED4 0 0 3,400
DONNKENNY INC 258006105 879.64 1,172,850SH DEFINED2 404,700 0 768,150
258006105 0.00 0SH DEFINED4 0 0 0
DOUBLECLICK INC 258609304 42,155.67 450,261SH DEFINED2 52,492 0 397,768
258609304 881,876.88 9,419,246SH DEFINED4 0 0 9,419,246
DOVER CORPORATION 260003108 3,830.00 80,000SH DEFINED2 32,400 0 47,600
260003108 40,451.02 844,930SH DEFINED4 0 0 844,930
DOVER DOWNS ENTERTAINMENT 260086103 5,612.55 440,200SH DEFINED2 211,600 0 228,600
260086103 1,417.25 111,157SH DEFINED4 0 0 111,157
DOW CHEMICAL COMPANY 260543103 18,593.97 163,105SH DEFINED2 111,015 0 52,090
260543103 449,403.96 3,942,140SH DEFINED4 0 0 3,942,140
DOW JONES & CO INC 260561105 1,551.15 21,600SH DEFINED2 0 0 21,600
260561105 0.00 0SH DEFINED4 0 0 0
DREYERS GRAND ICE CREAM INC 261878102 0.00 0SH DEFINED2 0 0 0
261878102 64.38 2,500SH DEFINED4 0 0 2,500
DSET CORP 262504103 7,797.22 422,900SH DEFINED2 327,000 0 95,900
262504103 1,530.31 83,000SH DEFINED4 0 0 83,000
DUPONT E I DENEMOURS & CO LTD 263534109 25,323.07 478,923SH DEFINED2 215,612 0 263,311
263534109 490,559.45 9,277,720SH DEFINED4 0 0 9,277,720
DUANE READE INC 263578106 0.00 0SH DEFINED2 0 0 0
263578106 7,637.63 328,500SH DEFINED4 0 0 328,500
DUKE POWER COMPANY 264399106 15,658.97 298,266SH DEFINED2 64,432 0 233,834
264399106 432,357.19 8,235,375SH DEFINED4 0 0 8,235,375
DUKE REALTY INVESTMENTS INC REIT264411505 0.00 0SH DEFINED2 0 0 0
264411505 47.81 2,500SH DEFINED4 0 0 2,500
DUN & BRADSTREET CORP 26483B106 1,110.65 38,800SH DEFINED2 0 0 38,800
26483B106 100.19 3,500SH DEFINED4 0 0 3,500
DUPONT PHOTOMASKS INC 26613X101 10,581.13 182,630SH DEFINED2 83,430 0 99,200
26613X101 2,532.74 43,715SH DEFINED4 0 0 43,715
DURA PHARMACEUTICAL INC 26632S109 0.00 0SH DEFINED2 0 0 0
26632S109 1,337.39 108,621SH DEFINED4 0 0 108,621
DUSA PHARMACEUTICALS INC 266898105 0.00 0SH DEFINED2 0 0 0
266898105 5,335.67 222,900SH DEFINED4 0 0 222,900
DYCOM INDUSTRIES INC 267475101 40,002.11 820,556SH DEFINED2 539,890 0 280,666
267475101 4,076.72 83,625SH DEFINED4 0 0 83,625
DYNEGY INC 26816Q101 1,628.36 25,950SH DEFINED2 0 0 25,950
26816Q101 36,711.07 585,037SH DEFINED4 0 0 585,037
EMC CORP 268648102 458,403.56 3,667,228SH DEFINED2 1,487,581 0 2,179,647
268648102 1,053,165.43 8,425,323SH DEFINED4 0 0 8,425,323
ENSCO INTERNATIONAL INC 26874Q100 0.00 0SH DEFINED2 0 0 0
26874Q100 5,693.30 157,600SH DEFINED4 0 0 157,600
E.PIPHANY INC 26881V100 13,289.47 99,500SH DEFINED2 1,300 0 98,200
26881V100 317,140.15 2,374,470SH DEFINED4 0 0 2,374,470
E-TEK DYNAMICS INC 269240107 83,934.85 356,790SH DEFINED2 57,250 0 299,540
269240107 1,459,213.41 6,202,820SH DEFINED4 0 0 6,202,820
E*TRADE GROUP INC 269246104 845.03 28,051SH DEFINED2 14,068 0 13,983
269246104 3,585.39 119,017SH DEFINED4 0 0 119,017
EARTHGRAINS 270319106 10,116.79 680,120SH DEFINED2 145,950 0 534,170
270319106 1,923.34 129,300SH DEFINED4 0 0 129,300
EARTHWEB INC 27032C108 2,604.83 105,780SH DEFINED2 81,046 0 24,734
27032C108 1,172.89 47,630SH DEFINED4 0 0 47,630
EAST WEST BANCORP INC 27579R104 0.00 0SH DEFINED2 0 0 0
27579R104 212.40 19,200SH DEFINED4 0 0 19,200
EASTERN ENTERPRISES 27637F100 377.21 6,300SH DEFINED2 0 0 6,300
27637F100 0.00 0SH DEFINED4 0 0 0
EASTERN UTILITIES ASSOC 277173100 0.00 0SH DEFINED2 0 0 0
277173100 0.00 0SH DEFINED4 0 0 0
EASTMAN CHEMICAL CO 277432100 1,082.90 23,800SH DEFINED2 1,795 0 22,005
277432100 109,872.04 2,414,770SH DEFINED4 0 0 2,414,770
EASTMAN KODAK COMPANY 277461109 6,848.81 126,100SH DEFINED2 27,640 0 98,460
277461109 341,198.78 6,282,141SH DEFINED4 0 0 6,282,141
EATON CORPORATION 278058102 9,698.13 124,335SH DEFINED2 40,335 0 84,000
278058102 42,456.18 544,310SH DEFINED4 0 0 544,310
EBAY INC 278642103 176.00 1,000SH DEFINED2 0 0 1,000
278642103 105.60 600SH DEFINED4 0 0 600
ECHOSTAR COMMUNICATIONS CL A 278762109 145,262.90 1,838,771SH DEFINED2 840,634 0 998,137
278762109 921,913.50 11,669,791SH DEFINED4 0 0 11,669,791
ECLIPSYS CORP 278856109 6,021.75 310,800SH DEFINED2 240,900 0 69,900
278856109 997.81 51,500SH DEFINED4 0 0 51,500
ECOLAB INC 278865100 47,142.63 1,284,978SH DEFINED2 259,980 0 1,024,998
278865100 119,431.42 3,255,371SH DEFINED4 0 0 3,255,371
EDPERBRASCAN CORP CL A 280905803 126.18 9,800SH DEFINED2 0 0 9,800
280905803 0.00 0SH DEFINED4 0 0 0
EDISON INTERNATIONAL 281020107 7,115.30 429,603SH DEFINED2 399,270 0 30,333
281020107 106,728.78 6,444,002SH DEFINED4 0 0 6,444,002
EFFICIENT NETWORKS INC 282056100 10,399.89 66,773SH DEFINED2 3,426 0 63,347
282056100 377,701.84 2,425,052SH DEFINED4 0 0 2,425,052
EL PASO ELECTRIC COMPANY 283677854 0.00 0SH DEFINED2 0 0 0
283677854 0.00 0SH DEFINED4 0 0 0
EL PASO NATURAL GAS CO 283695872 761.25 22,895SH DEFINED2 10,297 0 12,598
283695872 6,574.34 197,725SH DEFINED4 0 0 197,725
EL PASO ENERGY CORPORATION 283905107 18,100.64 448,313SH DEFINED2 253,935 0 194,378
283905107 330,915.84 8,196,058SH DEFINED4 0 0 8,196,058
ELAN PLC ADR 284131208 42.75 900SH DEFINED2 0 0 900
284131208 72,004.78 1,515,890SH DEFINED4 0 0 1,515,890
ELBIT LTD 284275104 0.00 0SH DEFINED2 0 0 0
284275104 9.90 698SH DEFINED4 0 0 698
ELECTRO SCIENTIFIC INDS 285229100 0.00 0SH DEFINED2 0 0 0
285229100 116.00 2,000SH DEFINED4 0 0 2,000
ELECTRONIC ARTS 285512109 12,925.59 181,571SH DEFINED2 50,721 0 130,850
285512109 528,272.83 7,420,865SH DEFINED4 0 0 7,420,865
ELECTRONIC DATA SYSTEMS CORP 285661104 247,303.08 3,852,823SH DEFINED2 1,591,480 0 2,261,343
285661104 1,009,297.09 15,724,200SH DEFINED4 0 0 15,724,200
ELECTRONICS FOR IMAGING 286082102 0.00 0SH DEFINED2 0 0 0
286082102 84.00 1,400SH DEFINED4 0 0 1,400
ELOYALTY CORPORATION 290151109 12,219.23 511,800SH DEFINED2 301,400 0 210,400
290151109 1,783.46 74,700SH DEFINED4 0 0 74,700
EMBRATEL PARTICIPACOES SA ADR 29081N100 3,271.54 127,670SH DEFINED2 16,000 0 111,670
29081N100 1,448.58 56,530SH DEFINED4 0 0 56,530
EMERSON ELECTRIC CO 291011104 19,918.54 376,710SH DEFINED2 251,480 0 125,230
291011104 507,679.95 9,601,512SH DEFINED4 0 0 9,601,512
EMISPHERE TECHNOLOGIES INC 291345106 20.75 400SH DEFINED2 0 0 400
291345106 12,278.81 236,700SH DEFINED4 0 0 236,700
EMMIS COMMUNICATIONS CL A 291525103 405.39 8,718SH DEFINED2 4,039 0 4,679
291525103 9,508.25 204,478SH DEFINED4 0 0 204,478
EMULEX CORP 292475209 2,804.51 25,700SH DEFINED2 0 0 25,700
292475209 39,405.04 361,100SH DEFINED4 0 0 361,100
ENERGEN CORP 29265N108 0.00 0SH DEFINED2 0 0 0
29265N108 15,293.63 959,600SH DEFINED4 0 0 959,600
ENERGY EAST CORPORATION 29266M109 7,240.81 365,467SH DEFINED2 148,570 0 216,897
29266M109 19,397.32 979,044SH DEFINED4 0 0 979,044
ENGAGE TECHNOLOGIES INC 292827102 2,876.98 37,700SH DEFINED2 0 0 37,700
292827102 126,007.66 1,651,206SH DEFINED4 0 0 1,651,206
ENGELHARD CORP 292845104 1,965.49 129,950SH DEFINED2 54,100 0 75,850
292845104 31,051.63 2,053,000SH DEFINED4 0 0 2,053,000
ENESCO GROUP INC 292973104 0.00 0SH DEFINED2 0 0 0
292973104 0.00 0SH DEFINED4 0 0 0
ENHANCE FINANCIAL SERVICES 293310108 15,812.91 1,119,498SH DEFINED2 239,640 0 879,858
293310108 2,459.57 174,129SH DEFINED4 0 0 174,129
ENRON CORP 293561106 387,647.94 5,177,268SH DEFINED2 2,744,100 0 2,433,168
293561106 461,980.55 6,170,024SH DEFINED4 0 0 6,170,024
ENTERCOM COMM.CORP. 293639100 12,901.73 252,975SH DEFINED2 79,300 0 173,675
293639100 261,471.80 5,126,898SH DEFINED4 0 0 5,126,898
ENTERGY CORP 29364G103 13,331.08 660,363SH DEFINED2 552,021 0 108,342
29364G103 345,878.01 17,133,276SH DEFINED4 0 0 17,133,276
ENTRUST TECHNOLOGIES INC 293848107 0.00 0SH DEFINED2 0 0 0
293848107 20,929.22 246,000SH DEFINED4 0 0 246,000
ENZON INC 293904108 0.00 0SH DEFINED2 0 0 0
293904108 12,173.06 323,000SH DEFINED4 0 0 323,000
EPCOS AG ADS 29410P107 139.25 1,063SH DEFINED2 1,063 0 0
29410P107 0.00 0SH DEFINED4 0 0 0
EPICENTRIC P/P C (PRIVATE) 02942EP9B8 250.00 34,014SH DEFINED2 0 0 34,014
2942EP9B8 2,250.00 306,122SH DEFINED4 0 0 306,122
EPRISE CORP 294352109 0.00 0SH DEFINED2 0 0 0
294352109 0.00 0SH DEFINED4 0 0 0
EQUIFAX INC 294429105 858.50 34,000SH DEFINED2 0 0 34,000
294429105 0.00 0SH DEFINED4 0 0 0
EQUITABLE RESOURCES INC 294549100 2,061.38 46,000SH DEFINED2 0 0 46,000
294549100 17,136.30 382,400SH DEFINED4 0 0 382,400
EQUITY OFFICE PROPERTIES TR 294741103 1,643.18 65,400SH DEFINED2 42,100 0 23,300
294741103 30,288.94 1,205,530SH DEFINED4 0 0 1,205,530
EQUITY RESIDENTIAL PPTYS TR REIT29476L107 3,568.37 88,793SH DEFINED2 52,851 0 35,943
29476L107 197,316.88 4,909,907SH DEFINED4 0 0 4,909,907
ERICSSON L M TEL CO ADR CL B SEK294821400 0.00 0SH DEFINED2 0 0 0
294821400 10,788.44 115,000SH DEFINED4 0 0 115,000
ERIE INDTY CO 29530P102 0.00 0SH DEFINED2 0 0 0
29530P102 61.63 1,900SH DEFINED4 0 0 1,900
ETOYS INC 297862104 1,106.06 21,043SH DEFINED2 12,720 0 8,322
297862104 2,076.97 39,514SH DEFINED4 0 0 39,514
EXAR CORP 300645108 22,051.98 308,150SH DEFINED2 240,650 0 67,500
300645108 24,674.75 344,800SH DEFINED4 0 0 344,800
EXCEL LEGACY CORP REIT 300665106 0.00 0SH DEFINED2 0 0 0
300665106 0.00 0SH DEFINED4 0 0 0
EXCEL TECHNOLOGY 30067T103 0.00 0SH DEFINED2 0 0 0
30067T103 5,023.25 142,000SH DEFINED4 0 0 142,000
EXCHANGE APPLICATIONS INC 300867108 27,249.47 514,900SH DEFINED2 343,400 0 171,500
300867108 21,057.61 397,900SH DEFINED4 0 0 397,900
EXIDE CORP 302051107 690.67 58,469SH DEFINED2 0 0 58,469
302051107 7,694.40 651,378SH DEFINED4 0 0 651,378
EXIGENT INTERNATIONAL INC 302056106 0.63 125SH DEFINED2 125 0 0
302056106 0.00 0SH DEFINED4 0 0 0
EXODUS COMMUNICATIONS INC 302088109 31,770.56 226,125SH DEFINED2 63,300 0 162,825
302088109 478,753.53 3,407,498SH DEFINED4 0 0 3,407,498
EXPEDITORS INTL WASH INC 302130109 12,716.03 319,900SH DEFINED2 242,300 0 77,600
302130109 2,268.93 57,080SH DEFINED4 0 0 57,080
EXTENDED STAY AMERICA INC 30224P101 552.75 73,700SH DEFINED2 73,700 0 0
30224P101 0.00 0SH DEFINED4 0 0 0
EXTENSITY INC 302255104 0.00 0SH DEFINED2 0 0 0
302255104 3,014.40 62,800SH DEFINED4 0 0 62,800
EXTREME NETWORKS INC 30226D106 3,705.10 46,900SH DEFINED2 7,700 0 39,200
30226D106 94,836.97 1,200,468SH DEFINED4 0 0 1,200,468
EXXON MOBIL CORPORATION 30231G102 525,029.14 6,747,362SH DEFINED2 2,650,568 0 4,096,794
30231G102 2,360,026.98 30,329,664SH DEFINED4 0 0 30,329,664
FBL FINL GROUP INC 30239F106 5,715.00 381,000SH DEFINED2 187,100 0 193,900
30239F106 1,655.33 110,355SH DEFINED4 0 0 110,355
FMC CORP 302491303 401.15 7,100SH DEFINED2 0 0 7,100
302491303 28.25 500SH DEFINED4 0 0 500
FPL GROUP INC 302571104 2,395.25 52,000SH DEFINED2 0 0 52,000
302571104 25,910.16 562,500SH DEFINED4 0 0 562,500
FSI INTL INC 302633102 0.00 0SH DEFINED2 0 0 0
302633102 307.50 15,000SH DEFINED4 0 0 15,000
FACTORY 2U STORES 303072102 9,032.70 361,308SH DEFINED2 278,909 0 82,399
303072102 8,566.55 342,662SH DEFINED4 0 0 342,662
FACTSET RESEARCH SYSTEMS INC 303075105 0.00 0SH DEFINED2 0 0 0
303075105 2,814.50 104,000SH DEFINED4 0 0 104,000
FAIR ISSAC & COMPANY INC 303250104 7,814.03 201,004SH DEFINED2 45,800 0 155,204
303250104 754.18 19,400SH DEFINED4 0 0 19,400
FAIRCHILD CORP 303698104 0.00 0SH DEFINED2 0 0 0
303698104 0.00 0SH DEFINED4 0 0 0
FALCON PRODUCTS INC 306075102 5,417.83 453,850SH DEFINED2 210,305 0 243,545
306075102 1,197.33 100,300SH DEFINED4 0 0 100,300
FAMILY DOLLAR STORES INC 307000109 50,494.27 2,426,151SH DEFINED2 596,665 0 1,829,486
307000109 120,194.27 5,775,100SH DEFINED4 0 0 5,775,100
FATBRAIN.COM INC 311889109 1,938.68 179,300SH DEFINED2 139,300 0 40,000
311889109 321.13 29,700SH DEFINED4 0 0 29,700
FASTENAL CO 311900104 0.00 0SH DEFINED2 0 0 0
311900104 86.18 1,800SH DEFINED4 0 0 1,800
FREDDIE MAC 313400301 14,905.55 337,325SH DEFINED2 14,675 0 322,650
313400301 238,790.36 5,404,025SH DEFINED4 0 0 5,404,025
FEDERAL-MOGUL CORP 313549107 251.71 15,084SH DEFINED2 6,890 0 8,194
313549107 1,853.45 111,068SH DEFINED4 0 0 111,068
FANNIE MAE 313586109 39,267.52 695,770SH DEFINED2 354,870 0 340,900
313586109 692,122.35 12,263,519SH DEFINED4 0 0 12,263,519
FEDERAL REALTY INVT TRUST REIT 313747206 0.00 0SH DEFINED2 0 0 0
313747206 0.00 0SH DEFINED4 0 0 0
FEDERATED DEPT STORES 31410H101 10,635.19 254,735SH DEFINED2 183,030 0 71,705
31410H101 383,055.62 9,174,985SH DEFINED4 0 0 9,174,985
FEDEX CORPORATION 31428X106 3,961.23 101,570SH DEFINED2 25,800 0 75,770
31428X106 27,150.63 696,170SH DEFINED4 0 0 696,170
FERRO CORP 315405100 9,981.91 560,388SH DEFINED2 119,350 0 441,038
315405100 1,876.53 105,349SH DEFINED4 0 0 105,349
F5 NETWORKS INC 315616102 0.00 0SH DEFINED2 0 0 0
315616102 2,208.65 32,600SH DEFINED4 0 0 32,600
FIDELITY NATL FINL INC 316326107 5,788.82 419,100SH DEFINED2 89,900 0 329,200
316326107 1,197.54 86,700SH DEFINED4 0 0 86,700
FIFTH THIRD BANCORP 316773100 162,247.68 2,575,360SH DEFINED2 1,360,000 0 1,215,360
316773100 617,655.15 9,804,050SH DEFINED4 0 0 9,804,050
FILENET CORP 316869106 10,156.65 341,400SH DEFINED2 164,000 0 177,400
316869106 2,817.09 94,692SH DEFINED4 0 0 94,692
FINISAR CORPORATION 31787A101 4,029.18 27,500SH DEFINED2 0 0 27,500
31787A101 105,901.49 722,800SH DEFINED4 0 0 722,800
FINOVA GROUP INC 317928109 12,769.96 759,551SH DEFINED2 244,792 0 514,760
317928109 25,117.95 1,494,004SH DEFINED4 0 0 1,494,004
FIRST ALLIANCE CORP 317936102 1,372.61 757,300SH DEFINED2 282,350 0 474,950
317936102 0.00 0SH DEFINED4 0 0 0
FIRST DATA CORP 319963104 4,318.80 97,600SH DEFINED2 0 0 97,600
319963104 0.00 0SH DEFINED4 0 0 0
FIRST MIDWEST BANCORP DEL 320867104 7,756.36 319,850SH DEFINED2 152,800 0 167,050
320867104 2,179.40 89,872SH DEFINED4 0 0 89,872
FIRST SEC CORP DEL 336294103 0.00 0SH DEFINED2 0 0 0
336294103 20.40 1,700SH DEFINED4 0 0 1,700
FIRST TENN NATL CORP 337162101 0.00 0SH DEFINED2 0 0 0
337162101 83.28 4,100SH DEFINED4 0 0 4,100
FIRST UNION CORP 337358105 15,281.14 410,232SH DEFINED2 192,288 0 217,944
337358105 342,960.83 9,207,002SH DEFINED4 0 0 9,207,002
FIRSTWORLD COMM WARRANT 144A 337625115 302.75 1,730SH DEFINED2 520 0 1,210
337625115 5,929.00 33,880SH DEFINED4 0 0 33,880
FIRSTPLUS FINANCIAL GROUP 33763B103 14.07 26,061SH DEFINED2 10,594 0 15,467
33763B103 27.46 50,850SH DEFINED4 0 0 50,850
FIRSTCOM CORPORATION 33763T104 0.00 0SH DEFINED2 0 0 0
33763T104 9.91 290SH DEFINED4 0 0 290
FIRSTAR CORPORATION 33763V109 183,556.80 8,002,476SH DEFINED2 3,508,710 0 4,493,766
33763V109 906,962.15 39,540,584SH DEFINED4 0 0 39,540,584
FISERV INC 337738108 48,555.12 1,305,684SH DEFINED2 330,035 0 975,649
337738108 111,797.71 3,006,325SH DEFINED4 0 0 3,006,325
FIRSTENERGY CORP 337932107 1,658.25 80,400SH DEFINED2 0 0 80,400
337932107 0.00 0SH DEFINED4 0 0 0
FITZGERALD GAMING 3382719E1 0.00 0SH DEFINED2 0 0 0
3382719E1 98.16 392,628SH DEFINED4 0 0 392,628
FLEET BOSTON FINANCIAL CORP 339030108 26,806.66 734,429SH DEFINED2 530,411 0 204,018
339030108 526,155.13 14,415,209SH DEFINED4 0 0 14,415,209
FLOORING AMERICA INC 339756108 4,266.58 1,003,900SH DEFINED2 486,300 0 517,600
339756108 1,135.60 267,200SH DEFINED4 0 0 267,200
FLORIDA PROGRESS CORP 341109106 21,430.19 467,143SH DEFINED2 106,505 0 360,638
341109106 61,738.58 1,345,800SH DEFINED4 0 0 1,345,800
FLOWERS INDS INC 343496105 132.13 8,700SH DEFINED2 8,700 0 0
343496105 0.00 0SH DEFINED4 0 0 0
FLOWSERVE CORPORATION 34354P105 0.00 0SH DEFINED2 0 0 0
34354P105 0.00 0SH DEFINED4 0 0 0
FLUOR CORPORATION 343861100 601.40 19,400SH DEFINED2 0 0 19,400
343861100 89.90 2,900SH DEFINED4 0 0 2,900
FOCAL COMMUNICATIONS CORP 344155106 6,356.00 113,500SH DEFINED2 24,900 0 88,600
344155106 221,776.80 3,960,300SH DEFINED4 0 0 3,960,300
FOMENTO MEXICANO SPONS ADR 344419106 0.00 0SH DEFINED2 0 0 0
344419106 15.08 335SH DEFINED4 0 0 335
FORD MOTOR COMPANY 345370100 18,577.35 404,405SH DEFINED2 57,721 0 346,684
345370100 386,338.14 8,410,082SH DEFINED4 0 0 8,410,082
FOREST LABS INC 345838106 43,323.15 512,700SH DEFINED2 173,300 0 339,400
345838106 151,582.69 1,793,878SH DEFINED4 0 0 1,793,878
FORT JAMES CORPORATION 347471104 1,108.80 50,400SH DEFINED2 0 0 50,400
347471104 41.80 1,900SH DEFINED4 0 0 1,900
FORTUNE BRANDS INC 349631101 2,061.25 82,450SH DEFINED2 46,500 0 35,950
349631101 33,541.50 1,341,660SH DEFINED4 0 0 1,341,660
FOSSIL INC 349882100 0.00 0SH DEFINED2 0 0 0
349882100 63.28 2,700SH DEFINED4 0 0 2,700
FOUNDATION HEALTH SYSTEMS-A 350404109 0.00 0SH DEFINED2 0 0 0
350404109 41.60 5,200SH DEFINED4 0 0 5,200
FOUNDRY NETWORKS INC 35063R100 4,341.25 30,200SH DEFINED2 200 0 30,000
35063R100 82,110.00 571,200SH DEFINED4 0 0 571,200
FOUR SEASONS HOTEL 35100E104 4,380.08 97,200SH DEFINED2 6,300 0 90,900
35100E104 87,823.66 1,948,930SH DEFINED4 0 0 1,948,930
FOX ENTERTAINMENT GRP INC-A 35138T107 0.00 0SH DEFINED2 0 0 0
35138T107 98.79 3,300SH DEFINED4 0 0 3,300
FRANKLIN RESOURCES INC 354613101 9,412.66 281,500SH DEFINED2 116,800 0 164,700
354613101 25,827.13 772,400SH DEFINED4 0 0 772,400
FREEDOM SECURITIES CORP 35644K103 3,794.53 242,850SH DEFINED2 57,000 0 185,850
35644K103 385.94 24,700SH DEFINED4 0 0 24,700
FREEMARKETS INC 356602102 3,608.83 29,825SH DEFINED2 3,275 0 26,550
356602102 151,237.30 1,249,895SH DEFINED4 0 0 1,249,895
FREEPORT-MCMORAN COPPER & GOLD C35671D105 104.58 9,400SH DEFINED2 2,945 0 6,455
35671D105 47,570.66 4,276,015SH DEFINED4 0 0 4,276,015
FREEPORT-MCMORAN COPPER 35671D857 546.43 45,300SH DEFINED2 2,275 0 43,025
35671D857 36,978.37 3,065,564SH DEFINED4 0 0 3,065,564
FREESHOP.COM 356873109 0.00 0SH DEFINED2 0 0 0
356873109 18,099.90 928,200SH DEFINED4 0 0 928,200
FREMONT GENERAL CORP 357288109 11,988.35 2,019,090SH DEFINED2 432,860 0 1,586,230
357288109 2,242.10 377,616SH DEFINED4 0 0 377,616
FRITZ COMPANIES INC 358846103 6,799.95 671,600SH DEFINED2 401,600 0 270,000
358846103 1,542.04 152,300SH DEFINED4 0 0 152,300
FULLER H B CO 359694106 8,902.87 222,920SH DEFINED2 47,880 0 175,040
359694106 1,693.35 42,400SH DEFINED4 0 0 42,400
FURNITURE BRANDS INTL INC 360921100 25,968.25 1,380,372SH DEFINED2 338,800 0 1,041,572
360921100 63,159.21 3,357,300SH DEFINED4 0 0 3,357,300
FUTURELINK CORPORATION 36114Q208 12.56 500SH DEFINED2 0 0 500
36114Q208 0.00 0SH DEFINED4 0 0 0
G & K SERVICES INC CL A 361268105 8,788.28 449,600SH DEFINED2 215,500 0 234,100
361268105 2,398.40 122,700SH DEFINED4 0 0 122,700
GATX CORP 361448103 0.00 0SH DEFINED2 0 0 0
361448103 91.20 2,400SH DEFINED4 0 0 2,400
GST TELECOMMUNICATIONS INC 361942105 0.00 0SH DEFINED2 0 0 0
361942105 0.00 0SH DEFINED4 0 0 0
GPU INC 36225X100 802.09 29,300SH DEFINED2 0 0 29,300
36225X100 18,754.61 685,100SH DEFINED4 0 0 685,100
GSI LUMONICS INC 36229U102 0.00 0SH DEFINED2 0 0 0
36229U102 4,209.33 245,800SH DEFINED4 0 0 245,800
GTE 362320103 41,399.75 583,095SH DEFINED2 271,243 0 311,852
362320103 773,836.38 10,899,104SH DEFINED4 0 0 10,899,104
GT GROUP TELECOM INC-CL B 362359408 0.00 0SH DEFINED2 0 0 0
362359408 812.04 38,900SH DEFINED4 0 0 38,900
GABLES RESIDENTIAL TRUST REIT 362418105 0.00 0SH DEFINED2 0 0 0
362418105 0.00 0SH DEFINED4 0 0 0
GADZOOX NETWORKS INC 362555104 0.00 0SH DEFINED2 0 0 0
362555104 3,149.49 65,700SH DEFINED4 0 0 65,700
GALILEO INTERNATIONAL INC 363547100 457.19 19,000SH DEFINED2 18,100 0 900
363547100 52.94 2,200SH DEFINED4 0 0 2,200
GANNETT INCORPORATED 364730101 5,105.71 72,550SH DEFINED2 46,700 0 25,850
364730101 11,471.13 163,000SH DEFINED4 0 0 163,000
GAP INC 364760108 10,300.58 206,787SH DEFINED2 1,050 0 205,737
364760108 28,196.37 566,050SH DEFINED4 0 0 566,050
GARDNER DENVER MACHINERY INC 365558105 9,479.62 503,900SH DEFINED2 242,500 0 261,400
365558105 2,561.94 136,183SH DEFINED4 0 0 136,183
GATEWAY INC 367626108 33,824.60 638,200SH DEFINED2 259,884 0 378,316
367626108 324,630.30 6,125,100SH DEFINED4 0 0 6,125,100
GENCORP INC 368682100 10,007.54 1,291,295SH DEFINED2 277,100 0 1,014,195
368682100 1,899.27 245,067SH DEFINED4 0 0 245,067
GENE LOGIC INC 368689105 4,239.90 100,800SH DEFINED2 19,500 0 81,300
368689105 39,269.55 933,600SH DEFINED4 0 0 933,600
GENENTECH INC 368710406 247,914.76 1,631,018SH DEFINED2 590,599 0 1,040,420
368710406 956,593.20 6,293,376SH DEFINED4 0 0 6,293,376
GENERAL CABLE CORP 369300108 26,394.31 3,378,472SH DEFINED2 946,880 0 2,431,592
369300108 4,658.03 596,228SH DEFINED4 0 0 596,228
GENERAL DYNAMICS CORPORATION 369550108 2,412.88 48,500SH DEFINED2 0 0 48,500
369550108 253.73 5,100SH DEFINED4 0 0 5,100
GENERAL ELECTRIC COMPANY 369604103 1,298,285.12 8,365,913SH DEFINED2 3,830,325 0 4,535,588
369604103 2,607,266.39 16,800,750SH DEFINED4 0 0 16,800,750
GENERAL MILLS INC 370334104 9,426.95 260,503SH DEFINED2 294,065 0 -33,562
370334104 90,708.67 2,506,630SH DEFINED4 0 0 2,506,630
GENERAL MOTORS CORPORATION 370442105 25,579.54 308,885SH DEFINED2 43,270 0 265,615
370442105 463,351.67 5,595,190SH DEFINED4 0 0 5,595,190
GENERAL MOTORS CORP CL H (NEW) 370442832 136.95 1,100SH DEFINED2 0 0 1,100
370442832 5,253.90 42,200SH DEFINED4 0 0 42,200
GENESCO INC 371532102 0.00 0SH DEFINED2 0 0 0
371532102 169.31 12,900SH DEFINED4 0 0 12,900
GENTEX CORP 371901109 0.00 0SH DEFINED2 0 0 0
371901109 63.01 1,700SH DEFINED4 0 0 1,700
GENLYTE GROUPINC 372302109 0.00 0SH DEFINED2 0 0 0
372302109 0.00 0SH DEFINED4 0 0 0
GENRAD INC 372447102 5,707.97 461,250SH DEFINED2 221,050 0 240,200
372447102 1,567.83 126,693SH DEFINED4 0 0 126,693
GENSET SP ADR 37244T104 0.00 0SH DEFINED2 0 0 0
37244T104 35,011.89 1,077,807SH DEFINED4 0 0 1,077,807
GENUINE PARTS COMPANY 372460105 1,030.21 43,150SH DEFINED2 0 0 43,150
372460105 114.60 4,800SH DEFINED4 0 0 4,800
GENZYME TRANSGENICS CORP 37246E105 0.00 0SH DEFINED2 0 0 0
37246E105 0.00 0SH DEFINED4 0 0 0
GENZYME CORP 372917104 272.14 5,429SH DEFINED2 2,955 0 2,475
372917104 2,586.30 51,597SH DEFINED4 0 0 51,597
GENZYME-MOLECULAR ONCOLOGY 372917500 8.87 587SH DEFINED2 319 0 267
372917500 81.22 5,370SH DEFINED4 0 0 5,370
GEORGIA PACIFIC CORP 373298108 2,480.11 62,688SH DEFINED2 9,571 0 53,117
373298108 4,309.35 108,925SH DEFINED4 0 0 108,925
GERBER SCIENTIFIC INC 373730100 14,465.06 749,000SH DEFINED2 205,300 0 543,700
373730100 3,044.46 157,642SH DEFINED4 0 0 157,642
GETTY IMAGES INC 374276103 3,078.40 85,660SH DEFINED2 7,847 0 77,813
374276103 1,998.34 55,606SH DEFINED4 0 0 55,606
GILAT SATELLITE NETWORKS LTD 3752559A6 537.25 10,881SH DEFINED2 5,952 0 4,929
3752559A6 2,361.77 47,833SH DEFINED4 0 0 47,833
GILEAD SCIENCES INC 375558103 26,928.04 424,900SH DEFINED2 103,100 0 321,800
375558103 104,879.29 1,654,900SH DEFINED4 0 0 1,654,900
GILLETTE COMPANY THE 375766102 9,757.29 258,900SH DEFINED2 0 0 258,900
375766102 708.53 18,800SH DEFINED4 0 0 18,800
GLATFELTER PH CO 377316104 6,983.69 657,288SH DEFINED2 142,460 0 514,828
377316104 647.06 60,900SH DEFINED4 0 0 60,900
GLOBAL LIGHT TELECOM INC 37934X100 1,985.02 96,830SH DEFINED2 12,400 0 84,430
37934X100 867.77 42,330SH DEFINED4 0 0 42,330
GLOBAL MARINE INC 379352404 46,953.90 1,850,400SH DEFINED2 414,600 0 1,435,800
379352404 127,940.75 5,042,000SH DEFINED4 0 0 5,042,000
GLOBAL TELESYSTEMS GROUP INC 37936U104 31,497.15 1,536,447SH DEFINED2 181,771 0 1,354,676
37936U104 395,712.35 19,303,041SH DEFINED4 0 0 19,303,041
GLOBESPAN INC 379571102 2,798.18 27,450SH DEFINED2 1,900 0 25,550
379571102 310,899.18 3,049,900SH DEFINED4 0 0 3,049,900
GLOBIX CORPORATION 37957F101 33,250.72 872,150SH DEFINED2 631,450 0 240,700
37957F101 43,390.06 1,138,100SH DEFINED4 0 0 1,138,100
GLOBO CABO SA ADR 37957X102 1,723.13 91,900SH DEFINED2 14,000 0 77,900
37957X102 831.94 44,370SH DEFINED4 0 0 44,370
GOLD BANC CORPORATION INC 379907108 0.00 0SH DEFINED2 0 0 0
379907108 0.00 0SH DEFINED4 0 0 0
GOLDEN BOOKS FAMILY ENTMNT 380804104 0.00 0SH DEFINED2 0 0 0
380804104 41.54 230,772SH DEFINED4 0 0 230,772
GOLDEN BOOKS FAMILY WARRANTS 1/2380804112 0.00 0SH DEFINED2 0 0 0
380804112 0.00 0SH DEFINED4 0 0 0
GOLDEN ST BANCORP INC 381197102 0.00 0SH DEFINED2 0 0 0
381197102 0.00 0SH DEFINED4 0 0 0
GOLDEN WEST FINANCIAL CORP DEL 381317106 1,172.65 37,600SH DEFINED2 0 0 37,600
381317106 31.19 1,000SH DEFINED4 0 0 1,000
GOLDMAN SACHS GROUP INC 38141G104 41,262.93 392,513SH DEFINED2 5,300 0 387,213
38141G104 107,238.01 1,020,100SH DEFINED4 0 0 1,020,100
GOODRICH B F CO 382388106 737.27 25,700SH DEFINED2 0 0 25,700
382388106 80.33 2,800SH DEFINED4 0 0 2,800
GOODYEAR TIRE & RUBBER CO 382550101 871.89 37,400SH DEFINED2 0 0 37,400
382550101 39.63 1,700SH DEFINED4 0 0 1,700
GO2NET INC 383486107 0.00 0SH DEFINED2 0 0 0
383486107 19,455.84 241,500SH DEFINED4 0 0 241,500
GOTO.COM INC 38348T107 0.00 0SH DEFINED2 0 0 0
38348T107 10,893.88 265,300SH DEFINED4 0 0 265,300
W.R. GRACE & CO 38388F108 309.58 24,400SH DEFINED2 7,600 0 16,800
38388F108 0.00 0SH DEFINED4 0 0 0
W W GRAINGER 384802104 8,018.15 147,800SH DEFINED2 118,540 0 29,260
384802104 43,082.91 794,155SH DEFINED4 0 0 794,155
GRANITE CONSTUCTION INC 387328107 0.00 0SH DEFINED2 0 0 0
387328107 0.00 0SH DEFINED4 0 0 0
GREAT ATLANTIC & PAC TEA INC 390064103 173.55 8,900SH DEFINED2 0 0 8,900
390064103 0.00 0SH DEFINED4 0 0 0
GREAT LAKES CHEMICAL CORP 390568103 455.60 13,400SH DEFINED2 0 0 13,400
390568103 34.00 1,000SH DEFINED4 0 0 1,000
GREATER BAY BANCORP 391648102 0.00 0SH DEFINED2 0 0 0
391648102 261.63 6,500SH DEFINED4 0 0 6,500
GREENPOINT FINANACIAL CORP 395384100 7,974.03 406,320SH DEFINED2 214,853 0 191,467
395384100 107.94 5,500SH DEFINED4 0 0 5,500
GRUPO RADIO CENTRO SA-SP ADR 40049C102 0.00 0SH DEFINED2 0 0 0
40049C102 26.88 2,000SH DEFINED4 0 0 2,000
GRUPO TELEVISA SA DE CV GDR REP 40049J206 85,233.17 1,253,429SH DEFINED2 263,610 0 989,819
40049J206 51,890.87 763,101SH DEFINED4 0 0 763,101
GUCCI GROUP NV-NY REG SHRS 401566104 247,297.03 2,780,571SH DEFINED2 833,890 0 1,946,681
401566104 172,733.35 1,942,188SH DEFINED4 0 0 1,942,188
GUESS INC 401617105 0.00 0SH DEFINED2 0 0 0
401617105 352.00 11,000SH DEFINED4 0 0 11,000
GUIDANT CORP 401698105 4,210.98 71,600SH DEFINED2 0 0 71,600
401698105 305.83 5,200SH DEFINED4 0 0 5,200
GUILFORD PHARMACEUTICALS INC 401829106 0.00 0SH DEFINED2 0 0 0
401829106 30,420.30 1,308,400SH DEFINED4 0 0 1,308,400
GULFMARK OFFSHORE INC 402629109 5,200.84 251,400SH DEFINED2 116,600 0 134,800
402629109 1,452.26 70,200SH DEFINED4 0 0 70,200
GYMBOREE CORP 403777105 0.00 0SH DEFINED2 0 0 0
403777105 0.00 0SH DEFINED4 0 0 0
HNC SOFTWARE 40425P107 1,570.96 21,800SH DEFINED2 1,400 0 20,400
40425P107 26,014.56 361,000SH DEFINED4 0 0 361,000
SABANCI HOLDINGS 144A ADR 40450N100 0.00 0SH DEFINED2 67,720 0 -67,720
40450N100 2,268.09 156,420SH DEFINED4 0 0 156,420
SABANCI HOLDINGS REGS ADR 40450N209 7,398.74 510,258SH DEFINED2 0 0 510,258
40450N209 661.20 45,600SH DEFINED4 0 0 45,600
HAEMONETICS CORP MASS 405024100 8,624.25 383,300SH DEFINED2 186,600 0 196,700
405024100 2,062.28 91,657SH DEFINED4 0 0 91,657
HAIN FOOD GROUP INC 405219106 11,489.21 405,800SH DEFINED2 314,200 0 91,600
405219106 2,055.49 72,600SH DEFINED4 0 0 72,600
HALLIBURTON CO 406216101 56,495.13 1,377,930SH DEFINED2 155,380 0 1,222,550
406216101 422,935.09 10,315,490SH DEFINED4 0 0 10,315,490
HANNA M A CO 410522106 23,810.24 2,104,773SH DEFINED2 622,200 0 1,482,573
410522106 4,712.28 416,555SH DEFINED4 0 0 416,555
HANNAFORD BROTHERS CO 410550107 0.00 0SH DEFINED2 0 0 0
410550107 0.00 0SH DEFINED4 0 0 0
HANOVER COMPRESSOR CO 410768105 193.14 7,537SH DEFINED2 3,375 0 4,162
410768105 1,158.39 45,206SH DEFINED4 0 0 45,206
HARCOURT GENERAL INC 41163G101 625.80 16,800SH DEFINED2 0 0 16,800
41163G101 70.78 1,900SH DEFINED4 0 0 1,900
HARLEY-DAVIDSON INC 412822108 54,558.41 687,350SH DEFINED2 125,600 0 561,750
412822108 144,105.31 1,815,500SH DEFINED4 0 0 1,815,500
HARMAN INTERNATIONAL 413086109 0.00 0SH DEFINED2 0 0 0
413086109 0.00 0SH DEFINED4 0 0 0
HARMONIC INC 413160102 0.00 0SH DEFINED2 0 0 0
413160102 166.50 2,000SH DEFINED4 0 0 2,000
HARRAHS ENTERTAINMENT INC 413619107 19,068.70 1,027,270SH DEFINED2 290,350 0 736,920
413619107 145,860.04 7,857,780SH DEFINED4 0 0 7,857,780
HARSCO CORP 415864107 0.00 0SH DEFINED2 0 0 0
415864107 0.00 0SH DEFINED4 0 0 0
HARTE-HANKS INC 416196103 8,197.67 361,330SH DEFINED2 77,700 0 283,630
416196103 1,793.45 79,050SH DEFINED4 0 0 79,050
HARTFORD FINANCIAL SVCS GRP 416515104 10,670.27 202,280SH DEFINED2 64,650 0 137,630
416515104 292,395.62 5,543,045SH DEFINED4 0 0 5,543,045
HARTFORD LIFE - CL A 416592103 26,279.63 560,632SH DEFINED2 320,100 0 240,532
416592103 32,409.38 691,400SH DEFINED4 0 0 691,400
AP HASBRO INC 418056107 8,845.73 536,105SH DEFINED2 516,547 0 19,558
418056107 55,657.21 3,373,164SH DEFINED4 0 0 3,373,164
HAVERTY FURNITURE 419596101 0.00 0SH DEFINED2 0 0 0
419596101 141.31 13,300SH DEFINED4 0 0 13,300
HAWAIIAN ELEC INDS 419870100 0.00 0SH DEFINED2 0 0 0
419870100 4,991.38 156,900SH DEFINED4 0 0 156,900
HEALTHSOUTH CORP 421924101 1,273.77 228,992SH DEFINED2 138,600 0 90,392
421924101 13,477.65 2,422,949SH DEFINED4 0 0 2,422,949
HEALTH MANAGEMENT ASSOCIATES 421933102 0.00 0SH DEFINED2 0 0 0
421933102 80,070.75 5,619,000SH DEFINED4 0 0 5,619,000
HEALTHEON CORPORATION 422209106 0.00 0SH DEFINED2 0 0 0
422209106 7,951.10 345,700SH DEFINED4 0 0 345,700
HEIDRICK & STRUGGLES INTL 422819102 0.00 0SH DEFINED2 0 0 0
422819102 8,422.24 209,900SH DEFINED4 0 0 209,900
HELIG & MEYERS 422893107 6,180.44 1,569,635SH DEFINED2 328,860 0 1,240,775
422893107 953.62 242,190SH DEFINED4 0 0 242,190
HEDSTROM HOLDINGS INC 144A 422914200 0.00 1SH DEFINED2 1 0 0
422914200 0.00 0SH DEFINED4 0 0 0
HEINZ H J COMPANY 423074103 9,787.46 280,644SH DEFINED2 70,265 0 210,379
423074103 232,440.79 6,664,969SH DEFINED4 0 0 6,664,969
HELIX TECHNOLOGY CORP 423319102 33,181.53 552,450SH DEFINED2 328,750 0 223,700
423319102 5,486.71 91,350SH DEFINED4 0 0 91,350
HELLENIC TELECOMMUN ORG-ADR 423325307 4,548.85 313,714SH DEFINED2 0 0 313,714
423325307 8,950.85 617,300SH DEFINED4 0 0 617,300
HELLER FINANCIAL INC 423328103 0.00 0SH DEFINED2 0 0 0
423328103 69.38 3,000SH DEFINED4 0 0 3,000
HELMERICH & PAYNE INC 423452101 14,379.16 463,844SH DEFINED2 100,200 0 363,644
423452101 2,258.16 72,844SH DEFINED4 0 0 72,844
HERCULES INCORPORATED 427056106 399.90 24,800SH DEFINED2 0 0 24,800
427056106 45.15 2,800SH DEFINED4 0 0 2,800
HERSHEY FOODS CORP 427866108 1,569.75 32,200SH DEFINED2 0 0 32,200
427866108 39.00 800SH DEFINED4 0 0 800
HEWLETT PACKARD CO 428236103 67,484.65 509,078SH DEFINED2 239,017 0 270,061
428236103 1,084,251.13 8,179,169SH DEFINED4 0 0 8,179,169
HILTON HOTELS CORPORATION 432848109 685.10 88,400SH DEFINED2 0 0 88,400
432848109 47.28 6,100SH DEFINED4 0 0 6,100
HISPANIC BROADCASTING CORP 43357B104 8,349.92 73,730SH DEFINED2 17,700 0 56,030
43357B104 270,969.99 2,392,671SH DEFINED4 0 0 2,392,671
ROCHE GS 4345429A6 1,164.67 107SH DEFINED2 43 0 64
4345429A6 13,747.20 1,267SH DEFINED4 0 0 1,267
HOME DEPOT 437076102 723,675.75 11,219,779SH DEFINED2 5,057,353 0 6,162,426
437076102 1,890,220.94 29,305,751SH DEFINED4 0 0 29,305,751
HOMESTAKE MNG CO 437614100 376.80 62,800SH DEFINED2 0 0 62,800
437614100 3,902.44 650,407SH DEFINED4 0 0 650,407
HOMESTORE.COM INC 437852106 0.00 0SH DEFINED2 0 0 0
437852106 134,671.88 2,762,500SH DEFINED4 0 0 2,762,500
HON INDUSTRIES INC 438092108 7,539.60 292,800SH DEFINED2 149,700 0 143,100
438092108 2,529.11 98,218SH DEFINED4 0 0 98,218
HONEYWELL INTERNATIONAL INC 438516106 15,425.98 292,783SH DEFINED2 117,885 0 174,898
438516106 171,136.64 3,248,145SH DEFINED4 0 0 3,248,145
HOOPER HOLMES INC 439104100 0.00 0SH DEFINED2 0 0 0
439104100 154.41 4,500SH DEFINED4 0 0 4,500
HARCE MANN EDUCATORS CORP NEW 440327104 10,844.94 588,200SH DEFINED2 126,050 0 462,150
440327104 2,118.47 114,900SH DEFINED4 0 0 114,900
HOST MARRIOTT CORP 44107P104 32.84 3,700SH DEFINED2 0 0 3,700
44107P104 93.19 10,500SH DEFINED4 0 0 10,500
HOTEL RESERVATIONS INC-CL A 441451101 4,520.93 254,700SH DEFINED2 198,000 0 56,700
441451101 864.43 48,700SH DEFINED4 0 0 48,700
HOUSEHOLD INTERNATIONAL INC 441815107 6,783.26 181,796SH DEFINED2 42,320 0 139,476
441815107 213,479.55 5,721,395SH DEFINED4 0 0 5,721,395
HUBBELL INC CL B 443510201 0.00 0SH DEFINED2 0 0 0
443510201 27.38 1,000SH DEFINED4 0 0 1,000
HUDSON UNITED BANCORP 444165104 12,254.33 565,041SH DEFINED2 121,377 0 443,664
444165104 2,079.12 95,867SH DEFINED4 0 0 95,867
HUFFY CORP 444356109 0.00 0SH DEFINED2 0 0 0
444356109 0.00 0SH DEFINED4 0 0 0
HUMANA INC 444859102 285.92 39,100SH DEFINED2 0 0 39,100
444859102 0.00 0SH DEFINED4 0 0 0
HUMAN GENOME SCIENCES INC 444903108 604.30 7,275SH DEFINED2 3,765 0 3,510
444903108 1,359.91 16,372SH DEFINED4 0 0 16,372
HUNTINGTON BANCSHARES 446150104 1,305.40 58,342SH DEFINED2 1,500 0 56,842
446150104 47,280.17 2,113,080SH DEFINED4 0 0 2,113,080
ICN PHARMACEUTICALS INC NEW 448924100 0.02 1SH DEFINED2 0 0 1
448924100 0.00 0SH DEFINED4 0 0 0
IDT CORP 448947101 0.00 0SH DEFINED2 0 0 0
448947101 0.00 0SH DEFINED4 0 0 0
HYPERION SOLUTIONS CORP 44914M104 6,262.75 192,700SH DEFINED2 93,200 0 99,500
44914M104 5,200.00 160,000SH DEFINED4 0 0 160,000
IBP INC 449223106 0.00 0SH DEFINED2 0 0 0
449223106 47.25 3,000SH DEFINED4 0 0 3,000
ICG COMMUNICATIONS INC 449246107 415.44 11,500SH DEFINED2 0 0 11,500
449246107 31,136.14 861,900SH DEFINED4 0 0 861,900
ICICI LIMITED - SPON ADR 44926P103 7,439.83 330,659SH DEFINED2 27,600 0 303,059
44926P103 2,574.99 114,444SH DEFINED4 0 0 114,444
ICO INC 449293109 0.00 0SH DEFINED2 0 0 0
449293109 0.00 0SH DEFINED4 0 0 0
IDEC PHARMACEUTICAL CORP 449370105 40,585.11 413,080SH DEFINED2 68,045 0 345,035
449370105 191,578.92 1,949,913SH DEFINED4 0 0 1,949,913
IDX SYSTEMS CORP 449491109 0.00 0SH DEFINED2 0 0 0
449491109 0.00 0SH DEFINED4 0 0 0
IFR SYSTEMS 449507102 1,248.86 203,895SH DEFINED2 44,890 0 159,005
449507102 1,155.49 188,651SH DEFINED4 0 0 188,651
IGEN INTERNATIONAL INC 449536101 1,960.00 78,400SH DEFINED2 60,300 0 18,100
449536101 320.00 12,800SH DEFINED4 0 0 12,800
IPC COMMUNICATIONS INC 44980K206 0.00 0SH DEFINED2 0 0 0
44980K206 61.80 300SH DEFINED4 0 0 300
IMS HEALTH INC 449934108 15,241.06 899,841SH DEFINED2 200,500 0 699,341
449934108 144,807.55 8,549,523SH DEFINED4 0 0 8,549,523
ISS GROUP INC 450306105 22,729.15 195,100SH DEFINED2 27,700 0 167,400
450306105 102,811.25 882,500SH DEFINED4 0 0 882,500
IBASIS INC 450732102 261.23 6,362SH DEFINED2 3,042 0 3,320
450732102 34,036.89 828,905SH DEFINED4 0 0 828,905
ITT INDUSTRIES INC 450911102 658.53 21,200SH DEFINED2 0 0 21,200
450911102 0.00 0SH DEFINED4 0 0 0
ICICI BANK LTD-SPONS ADR 45104G104 4,813.09 329,100SH DEFINED2 38,600 0 290,500
45104G104 3,607.99 246,700SH DEFINED4 0 0 246,700
IDEXX LABS INC 45168D104 18,033.50 773,555SH DEFINED2 193,000 0 580,555
45168D104 92,956.26 3,987,400SH DEFINED4 0 0 3,987,400
IFINT DIVERSIFIED HOLDINGS 144A 4516999B0 0.00 0SH DEFINED2 0 0 0
4516999B0 56.56 28,278SH DEFINED4 0 0 28,278
IGATE CAPITAL CORP 45169U105 0.00 0SH DEFINED2 0 0 0
45169U105 3,348.28 74,200SH DEFINED4 0 0 74,200
IKON OFFICE SOLUTIONS INC 451713101 215.33 34,800SH DEFINED2 0 0 34,800
451713101 0.00 0SH DEFINED4 0 0 0
ILEX ONCOLOGY INC 451923106 6,153.00 146,500SH DEFINED2 112,700 0 33,800
451923106 1,096.20 26,100SH DEFINED4 0 0 26,100
ILLINOIS TOOL WORKS INC 452308109 12,309.26 222,792SH DEFINED2 60,780 0 162,012
452308109 110,989.24 2,008,855SH DEFINED4 0 0 2,008,855
IMATION CORPORATION 45245A107 5,276.12 197,700SH DEFINED2 96,600 0 101,100
45245A107 1,467.81 55,000SH DEFINED4 0 0 55,000
IMCLONE SYSTEMS 45245W109 161.17 2,097SH DEFINED2 998 0 1,098
45245W109 463.98 6,036SH DEFINED4 0 0 6,036
IMMUNEX CORP 452528102 261,006.93 4,114,395SH DEFINED2 1,876,450 0 2,237,945
452528102 634,263.73 9,998,246SH DEFINED4 0 0 9,998,246
IMPERIAL BANCORP 452556103 9,035.49 291,467SH DEFINED2 140,616 0 150,851
452556103 2,300.42 74,207SH DEFINED4 0 0 74,207
IMPCO TECHNOLOGIES INC 45255W106 0.00 0SH DEFINED2 0 0 0
45255W106 0.00 0SH DEFINED4 0 0 0
IN-FOCUS SYSTEMS 452919103 0.00 0SH DEFINED2 0 0 0
452919103 207.71 5,800SH DEFINED4 0 0 5,800
IMPERIAL OIL LTD 453038408 1,762.94 84,200SH DEFINED2 0 0 84,200
453038408 0.00 0SH DEFINED4 0 0 0
IMPSAT FIBER NETWORKS INC 45321T103 0.00 0SH DEFINED2 0 0 0
45321T103 89.60 3,200SH DEFINED4 0 0 3,200
INACOM CORP 45323G109 0.00 0SH DEFINED2 0 0 0
45323G109 535.63 194,775SH DEFINED4 0 0 194,775
INCO LTD 453258402 1,351.46 73,800SH DEFINED2 10,000 0 63,800
453258402 5,978.10 326,449SH DEFINED4 0 0 326,449
INCYTE PHARMACEUTICALS INC 45337C102 0.00 0SH DEFINED2 0 0 0
45337C102 52.46 600SH DEFINED4 0 0 600
INDEPENDENT ENERGY HLDGS-ADR 45384X108 21,638.73 482,200SH DEFINED2 370,500 0 111,700
45384X108 169,605.06 3,779,500SH DEFINED4 0 0 3,779,500
INDIANA ENERGY INC 454707100 0.00 0SH DEFINED2 0 0 0
454707100 0.00 0SH DEFINED4 0 0 0
INFINITY BROADCATING CL A 45662S102 60,493.40 1,868,522SH DEFINED2 318,485 0 1,550,037
45662S102 1,308,622.85 40,420,783SH DEFINED4 0 0 40,420,783
I-NET TECHNOLOGIES 45662V105 0.00 0SH DEFINED2 0 0 0
45662V105 68.82 1,300SH DEFINED4 0 0 1,300
INFONOW CORPORATION 456664309 0.00 50,000SH DEFINED2 0 0 50,000
456664309 0.00 200,000SH DEFINED4 0 0 200,000
INFONOW CORP P/P (PRIVATE) 4566649B9 1,091.45 105,263SH DEFINED2 0 0 105,263
4566649B9 0.00 0SH DEFINED4 0 0 0
INFORMATICA CORP 45666Q102 26,519.98 345,256SH DEFINED2 184,900 0 160,356
45666Q102 309,419.19 4,028,240SH DEFINED4 0 0 4,028,240
INFORMATION HOLDINGS INC 456727106 8,407.41 268,500SH DEFINED2 204,700 0 63,800
456727106 25,206.56 805,000SH DEFINED4 0 0 805,000
INFORMATION RESOURCE ENGINEE 45675F303 0.00 0SH DEFINED2 0 0 0
45675F303 373.38 10,300SH DEFINED4 0 0 10,300
INFORMIX CORP 456779107 0.00 0SH DEFINED2 0 0 0
456779107 167.68 9,900SH DEFINED4 0 0 9,900
INFOSYS TECHNOLOGIES-SP ADR 456788108 2,297.47 11,904SH DEFINED2 0 0 11,904
456788108 0.00 0SH DEFINED4 0 0 0
INFOSPACE.COM INC 45678T102 39,908.05 274,400SH DEFINED2 94,300 0 180,100
45678T102 810,233.04 5,571,005SH DEFINED4 0 0 5,571,005
INGERSOLL-RAND COMPANY 456866102 2,055.46 46,451SH DEFINED2 609 0 45,842
456866102 1,306.98 29,536SH DEFINED4 0 0 29,536
INGRAM MICRO INC CL A 457153104 0.00 0SH DEFINED2 0 0 0
457153104 0.00 0SH DEFINED4 0 0 0
INHALE THERAPEUTIC SYSTEMS INC 457191104 20,170.11 270,740SH DEFINED2 48,067 0 222,673
457191104 121,520.66 1,631,150SH DEFINED4 0 0 1,631,150
INKTOMI CORP 457277101 0.00 0SH DEFINED2 0 0 0
457277101 273.00 1,400SH DEFINED4 0 0 1,400
INSIGHT ENTERPRISES INC 45765U103 0.00 0SH DEFINED2 0 0 0
45765U103 72.88 2,000SH DEFINED4 0 0 2,000
INSITUFORM TECHNOLOGIES INC CL A457667103 9,392.69 306,700SH DEFINED2 234,900 0 71,800
457667103 1,595.56 52,100SH DEFINED4 0 0 52,100
INSIGNIA FINL GROUP WARRANT 09/245767A113 6.26 1,788SH DEFINED2 0 0 1,788
45767A113 0.00 0SH DEFINED4 0 0 0
INSIGHT COMMUNICATIONS INC 45768V108 5,455.87 264,527SH DEFINED2 125,875 0 138,652
45768V108 257.81 12,500SH DEFINED4 0 0 12,500
INTEGRAL SYSTEMS INC 45810H107 0.00 0SH DEFINED2 0 0 0
45810H107 409.50 9,100SH DEFINED4 0 0 9,100
INTEGRAMED AMERICA INC 45810N302 0.00 0SH DEFINED2 0 0 0
45810N302 0.00 0SH DEFINED4 0 0 0
INTEGRATED DEVICE TECHNOLOGY 458118106 1,377.34 34,759SH DEFINED2 17,327 0 17,432
458118106 9,054.44 228,503SH DEFINED4 0 0 228,503
INTEGRATED PROCESS EQUIPMENT 45812K108 0.00 0SH DEFINED2 0 0 0
45812K108 682.88 81,538SH DEFINED4 0 0 81,538
INTEGRATED SILICON SOLUTION 45812P107 14,726.60 502,400SH DEFINED2 389,000 0 113,400
45812P107 2,793.48 95,300SH DEFINED4 0 0 95,300
INTEL CORPORATION 458140100 1,278,644.74 9,691,291SH DEFINED2 3,826,848 0 5,864,444
458140100 2,942,017.25 22,298,568SH DEFINED4 0 0 22,298,568
INTELCOM GROUP WARRANTS 144A 45814F115 1,079.20 43,168SH DEFINED2 0 0 43,168
45814F115 14,477.03 579,081SH DEFINED4 0 0 579,081
INTER ACT SYS INC 45816F105 0.00 106,607SH DEFINED2 50,357 0 56,250
45816F105 0.00 1,260,358SH DEFINED4 0 0 1,260,358
INTEGRATED INFORMATION SYS 45817B103 1,621.69 74,400SH DEFINED2 57,600 0 16,800
45817B103 1,083.30 49,700SH DEFINED4 0 0 49,700
INTER-TEL INC 458372109 7,599.30 277,600SH DEFINED2 59,700 0 217,900
458372109 1,546.69 56,500SH DEFINED4 0 0 56,500
INTERACTIVE INTELLIGENCE INC 45839M103 0.00 0SH DEFINED2 0 0 0
45839M103 5,594.30 130,100SH DEFINED4 0 0 130,100
INTERDIGITAL COMMUNICATIONS CP 45866A105 0.00 0SH DEFINED2 0 0 0
45866A105 55.55 2,200SH DEFINED4 0 0 2,200
INTEREP NATL RADIO SALES-A 45866V109 1,086.05 162,400SH DEFINED2 126,000 0 36,400
45866V109 251.71 37,639SH DEFINED4 0 0 37,639
INTERLIANT INC 458742103 0.00 2,072SH DEFINED2 1,130 0 942
458742103 0.00 3,578SH DEFINED4 0 0 3,578
INTERMEDIA COMMUNICATIONS INC 458801107 7,425.39 153,695SH DEFINED2 112,360 0 41,335
458801107 109,135.41 2,258,948SH DEFINED4 0 0 2,258,948
INTERMUNE PHARMACEUTICALS 45885B100 0.00 0SH DEFINED2 0 0 0
45885B100 203.36 10,200SH DEFINED4 0 0 10,200
INTERNATIONAL BUSINESS MACHINES 459200101 84,249.99 713,983SH DEFINED2 250,038 0 463,945
459200101 1,306,326.20 11,070,561SH DEFINED4 0 0 11,070,561
INTERNATIONAL FLAVORS & FRAGRANC459506101 894.09 25,500SH DEFINED2 0 0 25,500
459506101 122.72 3,500SH DEFINED4 0 0 3,500
INTL LOTTERY & TOTALIZATOR 459824207 0.00 0SH DEFINED2 0 0 0
459824207 0.00 0SH DEFINED4 0 0 0
INTERNATIONAL GAME TECHNOLOGY 459902102 0.00 0SH DEFINED2 0 0 0
459902102 80.24 3,700SH DEFINED4 0 0 3,700
INTERNATIONAL MULTIFOODS CORP 460043102 18,922.08 1,414,735SH DEFINED2 433,300 0 981,435
460043102 3,846.05 287,555SH DEFINED4 0 0 287,555
INTERNATIONAL PAPER CO 460146103 6,609.47 154,608SH DEFINED2 25,631 0 128,976
460146103 147,536.03 3,451,135SH DEFINED4 0 0 3,451,135
INTERNATIONAL RECTIFIER CORP 460254105 10,701.76 280,702SH DEFINED2 133,860 0 146,842
460254105 3,040.28 79,745SH DEFINED4 0 0 79,745
INTL SPEEDWAY CORP-CL A 460335201 6,147.45 136,800SH DEFINED2 32,900 0 103,900
460335201 106,749.03 2,375,500SH DEFINED4 0 0 2,375,500
INTERNET CAPITAL GROUP INC 46059C106 421.70 2,652SH DEFINED2 1,444 0 1,208
46059C106 798.49 5,022SH DEFINED4 0 0 5,022
INTERPUBLIC GROUP COS INC 460690100 257,288.74 5,445,264SH DEFINED2 2,477,273 0 2,967,992
460690100 389,367.96 8,240,592SH DEFINED4 0 0 8,240,592
INTERSTATE BAKERIES 46072H108 295.76 20,755SH DEFINED2 10,432 0 10,323
46072H108 287.02 20,142SH DEFINED4 0 0 20,142
INTERTAN INC 461120107 0.00 0SH DEFINED2 0 0 0
461120107 0.00 0SH DEFINED4 0 0 0
INTERTRUST TECHNOLOGIES CORP 46113Q109 2,635.00 62,000SH DEFINED2 0 0 62,000
46113Q109 9,809.00 230,800SH DEFINED4 0 0 230,800
INTERVOICE-BRITE INC 461142101 8,362.20 289,600SH DEFINED2 138,600 0 151,000
461142101 2,211.83 76,600SH DEFINED4 0 0 76,600
INTEVAC INC 461148108 0.00 37,091SH DEFINED2 20,848 0 16,242
461148108 0.00 178,909SH DEFINED4 0 0 178,909
INTERWORLD CORP 46114Q108 2,740.25 48,500SH DEFINED2 0 0 48,500
46114Q108 33,730.50 597,000SH DEFINED4 0 0 597,000
INTERVU INC 46114R106 5,031.00 55,900SH DEFINED2 0 0 55,900
46114R106 66,803.40 742,260SH DEFINED4 0 0 742,260
INTERWOVEN INC 46114T102 3,073.00 28,000SH DEFINED2 0 0 28,000
46114T102 145,040.11 1,321,550SH DEFINED4 0 0 1,321,550
INTIMATE BRANDS INC 461156101 18,626.30 454,300SH DEFINED2 286,100 0 168,200
461156101 3,422.64 83,479SH DEFINED4 0 0 83,479
INTUIT INC 461202103 103,044.54 1,895,072SH DEFINED2 326,130 0 1,568,942
461202103 758,981.86 13,958,287SH DEFINED4 0 0 13,958,287
INVACARE CORPORATION 461203101 17,019.45 620,299SH DEFINED2 131,980 0 488,319
461203101 2,745.53 100,065SH DEFINED4 0 0 100,065
INVESTMENT TECHNOLOGY GRP INC 46145F105 486.45 13,800SH DEFINED2 13,800 0 0
46145F105 0.00 0SH DEFINED4 0 0 0
INVITROGEN CORP 46185R100 14,402.74 248,056SH DEFINED2 208,461 0 39,595
46185R100 45,499.15 783,624SH DEFINED4 0 0 783,624
INVESTORS FINANCIAL SVCS CORP 461915100 0.00 0SH DEFINED2 0 0 0
461915100 117.75 2,000SH DEFINED4 0 0 2,000
IPALCO ENTERPRISES INC 462613100 5,389.41 276,380SH DEFINED2 124,560 0 151,820
462613100 6,809.40 349,200SH DEFINED4 0 0 349,200
IRWIN FINANCIAL CORP 464119106 0.00 0SH DEFINED2 0 0 0
464119106 0.00 0SH DEFINED4 0 0 0
ISPAT INTL NV-NY REG SHS 464899103 1,831.19 123,105SH DEFINED2 0 0 123,105
464899103 18,147.13 1,219,975SH DEFINED4 0 0 1,219,975
I2 TECHNOLOGIES INC 465754109 165,679.63 1,356,640SH DEFINED2 505,041 0 851,599
465754109 839,413.08 6,873,393SH DEFINED4 0 0 6,873,393
IVAX CORP 465823102 45,349.45 1,664,200SH DEFINED2 324,600 0 1,339,600
465823102 170,259.36 6,248,050SH DEFINED4 0 0 6,248,050
JDS UNIPHASE CORPORATION 46612J101 559,657.39 4,642,052SH DEFINED2 1,875,530 0 2,766,522
46612J101 2,028,789.94 16,827,703SH DEFINED4 0 0 16,827,703
JDA SOFTWARE GROUP INC 46612K108 6,358.95 434,800SH DEFINED2 204,000 0 230,800
46612K108 1,670.18 114,200SH DEFINED4 0 0 114,200
J. JILL GROUP INC 466189107 4,579.71 1,163,100SH DEFINED2 421,700 0 741,400
466189107 792.23 201,200SH DEFINED4 0 0 201,200
JLK DIRECT DISTRIBUTION-CL A 46621C105 3,987.70 437,008SH DEFINED2 208,612 0 228,396
46621C105 871.86 95,546SH DEFINED4 0 0 95,546
JABIL CIRCUIT INC 466313103 111,935.33 2,588,100SH DEFINED2 581,260 0 2,006,840
466313103 771,266.87 17,832,760SH DEFINED4 0 0 17,832,760
JACK IN THE BOX INC 466367109 0.00 0SH DEFINED2 0 0 0
466367109 123.61 5,800SH DEFINED4 0 0 5,800
JACOR COMMUNICATIONS INC 469858401 1,540.08 19,206SH DEFINED2 10,663 0 8,543
469858401 10,640.75 132,698SH DEFINED4 0 0 132,698
JAZZTEL PLC-ADR 47214R152 16,151.64 199,557SH DEFINED2 45,686 0 153,871
47214R152 16,431.12 203,010SH DEFINED4 0 0 203,010
JEFFERSON PILOT CORP 475070108 6,005.27 90,220SH DEFINED2 76,890 0 13,330
475070108 14,334.57 215,355SH DEFINED4 0 0 215,355
JOHNSON & JOHNSON 478160104 77,108.82 1,100,572SH DEFINED2 638,697 0 461,875
478160104 542,454.92 7,742,443SH DEFINED4 0 0 7,742,443
JOHNSON CONTROLS INC 478366107 1,957.06 36,200SH DEFINED2 10,400 0 25,800
478366107 15,997.09 295,900SH DEFINED4 0 0 295,900
JOHNSON OUTDOORS INC-CL A 479167108 0.00 0SH DEFINED2 0 0 0
479167108 0.00 0SH DEFINED4 0 0 0
JONES APPAREL GROUP INC 480074103 38.25 1,200SH DEFINED2 0 0 1,200
480074103 130.69 4,100SH DEFINED4 0 0 4,100
JONES PHARMA INC 480236108 0.00 0SH DEFINED2 0 0 0
480236108 273.38 9,000SH DEFINED4 0 0 9,000
JOSTEN INC 481088102 187.69 7,700SH DEFINED2 0 0 7,700
481088102 0.00 0SH DEFINED4 0 0 0
JUNIPER NETWORKS INC 48203R104 151,980.13 576,638SH DEFINED2 125,710 0 450,928
48203R104 991,934.89 3,763,566SH DEFINED4 0 0 3,763,566
JUPITER COMMUNICATIONS INC 482050101 3,479.90 151,300SH DEFINED2 116,600 0 34,700
482050101 4,080.20 177,400SH DEFINED4 0 0 177,400
KLA-TENCOR CORPORATION 482480100 43,364.32 514,710SH DEFINED2 96,650 0 418,060
482480100 739,708.26 8,779,920SH DEFINED4 0 0 8,779,920
K LASER TECHNOLOGY INC 4824KL9A0 2,603.27 925,000SH DEFINED2 144,000 0 781,000
4824KL9A0 1,269.27 451,000SH DEFINED4 0 0 451,000
KMC TELECOM WARR P/P 144A 4/15/0482562121 45.96 13,130SH DEFINED2 4,790 0 8,340
482562121 301.31 86,089SH DEFINED4 0 0 86,089
K MART CORPORATION 482584109 4,970.52 513,086SH DEFINED2 112,110 0 400,976
482584109 268,832.36 27,750,438SH DEFINED4 0 0 27,750,438
KANA COMMUNICATIONS INC 483600102 0.00 0SH DEFINED2 0 0 0
483600102 30,953.60 455,200SH DEFINED4 0 0 455,200
KANSAS CITY SOUTHERN INDS 485170104 2,217.19 25,800SH DEFINED2 0 0 25,800
485170104 2,114.06 24,600SH DEFINED4 0 0 24,600
KAUFMAN & BROAD HOME CORP 486168107 240.10 11,200SH DEFINED2 0 0 11,200
486168107 0.00 0SH DEFINED4 0 0 0
KAYDON CORP 486587108 3,185.10 116,617SH DEFINED2 24,980 0 91,637
486587108 789.33 28,900SH DEFINED4 0 0 28,900
KEANE INC 486665102 5,322.70 210,800SH DEFINED2 102,400 0 108,400
486665102 1,744.78 69,100SH DEFINED4 0 0 69,100
KEITHLEY INSTRUMENTS INC 487584104 0.00 0SH DEFINED2 0 0 0
487584104 5,233.99 109,900SH DEFINED4 0 0 109,900
KELLOGG COMPANY 487836108 8,095.91 315,938SH DEFINED2 61,885 0 254,053
487836108 155,512.49 6,068,780SH DEFINED4 0 0 6,068,780
KELLSTROM INDS INC 488035106 181.63 14,677SH DEFINED2 7,200 0 7,477
488035106 2,278.90 184,154SH DEFINED4 0 0 184,154
KEMET CORP 488360108 0.00 0SH DEFINED2 0 0 0
488360108 170.78 2,700SH DEFINED4 0 0 2,700
KENNAMETAL INC 489170100 0.00 0SH DEFINED2 0 0 0
489170100 0.00 0SH DEFINED4 0 0 0
KENT ELECTRONICS CORP 490553104 19,105.42 654,576SH DEFINED2 388,307 0 266,269
490553104 9,997.71 342,534SH DEFINED4 0 0 342,534
KERR-MCGEE CORP 492386107 3,105.49 53,775SH DEFINED2 3,013 0 50,762
492386107 496.41 8,596SH DEFINED4 0 0 8,596
KEYCORP 493267108 2,050.10 107,900SH DEFINED2 0 0 107,900
493267108 0.00 0SH DEFINED4 0 0 0
KEYNOTE SYSTEMS INC 493308100 16,492.93 161,300SH DEFINED2 61,100 0 100,200
493308100 107,342.05 1,049,800SH DEFINED4 0 0 1,049,800
KEYSPAN CORPORATION 49337W100 0.00 0SH DEFINED2 0 0 0
49337W100 17,193.80 622,400SH DEFINED4 0 0 622,400
KEYSTONE CONS IND INC 493422109 0.00 0SH DEFINED2 0 0 0
493422109 0.00 0SH DEFINED4 0 0 0
KIMBERLY CLARK CORP 494368103 190,823.19 3,407,557SH DEFINED2 1,558,745 0 1,848,812
494368103 786,182.21 14,038,968SH DEFINED4 0 0 14,038,968
KIMCO REALTY 49446R109 0.00 0SH DEFINED2 0 0 0
49446R109 30.00 800SH DEFINED4 0 0 800
KINDER MORGAN INC 49455P101 1,116.94 32,375SH DEFINED2 18,000 0 14,375
49455P101 11,879.21 344,325SH DEFINED4 0 0 344,325
KING PHARMACEUTICALS INC 495582108 0.00 0SH DEFINED2 0 0 0
495582108 81.90 2,600SH DEFINED4 0 0 2,600
KINROSS GOLD CORP 496902107 280.88 107,003SH DEFINED2 42,448 0 64,555
496902107 1,056.96 402,650SH DEFINED4 0 0 402,650
KINNARD INVESTMENTS INC 497059105 0.00 0SH DEFINED2 0 0 0
497059105 0.00 0SH DEFINED4 0 0 0
KNIGHT RIDDER NEWSPAPERS INC 499040103 998.38 19,600SH DEFINED2 0 0 19,600
499040103 91.69 1,800SH DEFINED4 0 0 1,800
KNIGHT/TRIMARK GROUP INC-A 499068104 0.00 0SH DEFINED2 0 0 0
499068104 86.70 1,700SH DEFINED4 0 0 1,700
KNOLOGY HLDGS WARRANT 10/22/07 499183119 22.23 6,840SH DEFINED2 1,900 0 4,940
499183119 267.36 82,265SH DEFINED4 0 0 82,265
KOGER EQUITY INC 500228101 0.00 0SH DEFINED2 0 0 0
500228101 0.00 0SH DEFINED4 0 0 0
KOHLS CORP 500255104 124,291.91 1,212,604SH DEFINED2 601,000 0 611,604
500255104 1,000,637.39 9,762,316SH DEFINED4 0 0 9,762,316
KOPIN CORP 500600101 0.00 0SH DEFINED2 0 0 0
500600101 123.75 1,800SH DEFINED4 0 0 1,800
KOREA ELECTRIC POWER CO ADR 500631106 1,684.49 106,529SH DEFINED2 3,345 0 103,184
500631106 0.00 0SH DEFINED4 0 0 0
KOREA TELECOM SPON ADR 50063P103 53,851.88 1,230,900SH DEFINED2 297,816 0 933,084
50063P103 35,252.74 805,777SH DEFINED4 0 0 805,777
KORN/FERRY INTERNATIONAL 500643200 0.00 0SH DEFINED2 0 0 0
500643200 18,272.45 614,200SH DEFINED4 0 0 614,200
KROGER CO 501044101 3,632.80 206,850SH DEFINED2 0 0 206,850
501044101 33,043.84 1,881,500SH DEFINED4 0 0 1,881,500
KRONOS INC 501052104 4,574.10 154,400SH DEFINED2 119,600 0 34,800
501052104 868.01 29,300SH DEFINED4 0 0 29,300
KULICKE & SOFFA INDUSTRIES 501242101 1,009.91 15,764SH DEFINED2 8,581 0 7,184
501242101 3,964.10 61,879SH DEFINED4 0 0 61,879
LCA-VISION INC 501803209 0.00 0SH DEFINED2 0 0 0
501803209 0.00 0SH DEFINED4 0 0 0
LG&E ENERGY CORP 501917108 0.00 0SH DEFINED2 0 0 0
501917108 6,832.76 298,700SH DEFINED4 0 0 298,700
LTV CORP 501921100 1,439.49 404,069SH DEFINED2 0 0 404,069
501921100 8,661.20 2,431,214SH DEFINED4 0 0 2,431,214
LNR PROPERTY CORP 501940100 9,074.78 476,054SH DEFINED2 100,280 0 375,774
501940100 1,548.62 81,239SH DEFINED4 0 0 81,239
LL & E ROYALTY TRUST UNIT BEN IN502003106 0.00 0SH DEFINED2 0 0 0
502003106 0.00 0SH DEFINED4 0 0 0
LSI LOGIC CORP 502161102 300,276.43 4,134,615SH DEFINED2 1,258,043 0 2,876,572
502161102 972,295.90 13,387,895SH DEFINED4 0 0 13,387,895
LTX CORP 502392103 39,435.13 872,700SH DEFINED2 587,900 0 284,800
502392103 169,633.88 3,754,000SH DEFINED4 0 0 3,754,000
LA Z BOY INC 505336107 0.00 0SH DEFINED2 0 0 0
505336107 0.00 0SH DEFINED4 0 0 0
LACLEDE GAS CO 505588103 0.00 0SH DEFINED2 0 0 0
505588103 4,588.00 229,400SH DEFINED4 0 0 229,400
LAM RESEARCH CORP 512807108 78,522.33 1,742,520SH DEFINED2 471,765 0 1,270,755
512807108 211,348.38 4,690,117SH DEFINED4 0 0 4,690,117
LAMAR ADVERTISING CO 512815101 9,542.72 209,730SH DEFINED2 49,600 0 160,130
512815101 260,313.46 5,721,175SH DEFINED4 0 0 5,721,175
LANCASTER COLONY CORPORATION 513847103 12,131.78 396,950SH DEFINED2 85,250 0 311,700
513847103 2,189.04 71,625SH DEFINED4 0 0 71,625
LANDS END INC 515086106 13,530.00 220,000SH DEFINED2 104,900 0 115,100
515086106 3,726.90 60,600SH DEFINED4 0 0 60,600
LANDSTAR SYSTEM INC 515098101 0.00 0SH DEFINED2 0 0 0
515098101 125.93 2,300SH DEFINED4 0 0 2,300
LATTICE SEMICONDUCTOR CORP 518415104 0.00 0SH DEFINED2 0 0 0
518415104 4,246.75 62,741SH DEFINED4 0 0 62,741
ESTEE LAUDER COMPANIES 518439104 264,282.79 5,279,057SH DEFINED2 2,215,014 0 3,064,043
518439104 605,203.90 12,088,967SH DEFINED4 0 0 12,088,967
LEAP WIRELESS INTL INC 521863100 76.98 780SH DEFINED2 391 0 389
521863100 76,790.91 778,122SH DEFINED4 0 0 778,122
LEAR CORPORATION 521865105 4,568.48 162,435SH DEFINED2 48,155 0 114,280
521865105 8,631.56 306,900SH DEFINED4 0 0 306,900
LEARNING TREE INTERNATIONAL 522015106 12,013.20 338,400SH DEFINED2 261,200 0 77,200
522015106 2,272.00 64,000SH DEFINED4 0 0 64,000
LEE ENTERPRISES 523768109 6,616.08 253,247SH DEFINED2 58,200 0 195,047
523768109 650.51 24,900SH DEFINED4 0 0 24,900
LEGATO SYSTEMS INC 524651106 0.00 0SH DEFINED2 0 0 0
524651106 75.86 1,700SH DEFINED4 0 0 1,700
LEGGETT & PLATT INC 524660107 984.70 45,800SH DEFINED2 0 0 45,800
524660107 94.60 4,400SH DEFINED4 0 0 4,400
LEGG MASON INC 524901105 0.00 0SH DEFINED2 0 0 0
524901105 47.58 1,100SH DEFINED4 0 0 1,100
LEHMAN BROTHERS HOLDING INC 524908100 10,803.08 111,372SH DEFINED2 20,840 0 90,532
524908100 183,729.88 1,894,123SH DEFINED4 0 0 1,894,123
LENNAR CORP 526057104 10,901.83 502,678SH DEFINED2 111,003 0 391,675
526057104 3,481.43 160,527SH DEFINED4 0 0 160,527
LESCO INC 526872106 4,801.65 285,600SH DEFINED2 131,100 0 154,500
526872106 1,192.01 70,900SH DEFINED4 0 0 70,900
LEVEL 8 SYSTEMS INC 52729M102 0.00 0SH DEFINED2 0 0 0
52729M102 11,874.50 254,000SH DEFINED4 0 0 254,000
LEVEL 3 COMMUNICATIONS INC 52729N100 65,750.64 621,756SH DEFINED2 186,572 0 435,183
52729N100 681,222.64 6,441,822SH DEFINED4 0 0 6,441,822
LEXMARK INTL GRP INC CLA 529771107 199,608.31 1,887,549SH DEFINED2 723,905 0 1,163,644
529771107 479,295.48 4,532,345SH DEFINED4 0 0 4,532,345
LIBERTY DIGITAL INC CL A 530436104 315.70 8,200SH DEFINED2 0 0 8,200
530436104 25,048.10 650,600SH DEFINED4 0 0 650,600
LIFE TECHNOLOGIES INC 532177201 0.00 0SH DEFINED2 0 0 0
532177201 0.00 0SH DEFINED4 0 0 0
LIFEPOINT HOSPITALS INC 53219L109 4,651.68 279,800SH DEFINED2 219,300 0 60,500
53219L109 1,072.31 64,500SH DEFINED4 0 0 64,500
LIGHTBRIDGE INC 532226107 0.00 0SH DEFINED2 0 0 0
532226107 95.84 4,100SH DEFINED4 0 0 4,100
LILLY ELI & CO 532457108 16,865.10 267,700SH DEFINED2 900 0 266,800
532457108 109,878.30 1,744,100SH DEFINED4 0 0 1,744,100
LIMITED INC 532716107 2,187.55 51,930SH DEFINED2 0 0 51,930
532716107 164.29 3,900SH DEFINED4 0 0 3,900
LINCARE HOLDINGS INC 532791100 13,605.81 479,500SH DEFINED2 188,700 0 290,800
532791100 162,670.19 5,732,870SH DEFINED4 0 0 5,732,870
LINCOLN ELECTRIC HOLDINGS 533900106 6,494.34 268,500SH DEFINED2 125,300 0 143,200
533900106 1,798.46 74,355SH DEFINED4 0 0 74,355
LINCOLN NATIONAL CORP 534187109 15,019.50 448,343SH DEFINED2 227,102 0 221,241
534187109 259,538.03 7,747,404SH DEFINED4 0 0 7,747,404
LINEAR TECHNOLOGY CORP 535678106 162,533.47 2,955,154SH DEFINED2 1,363,700 0 1,591,454
535678106 1,542,387.00 28,043,400SH DEFINED4 0 0 28,043,400
LINENS N THINGS 535679104 54,402.80 1,588,403SH DEFINED2 488,000 0 1,100,403
535679104 124,485.05 3,634,600SH DEFINED4 0 0 3,634,600
LITTELFUSE INC 537008104 14,132.03 385,200SH DEFINED2 188,600 0 196,600
537008104 3,636.28 99,115SH DEFINED4 0 0 99,115
LIZ CLAIBORNE 539320101 655.12 14,300SH DEFINED2 0 0 14,300
539320101 87.04 1,900SH DEFINED4 0 0 1,900
L90 INC 539441105 5,025.50 264,500SH DEFINED2 205,800 0 58,700
539441105 1,119.10 58,900SH DEFINED4 0 0 58,900
LOCKHEED MARTIN CORPORATION 539830109 4,116.11 201,400SH DEFINED2 49,940 0 151,460
539830109 233,434.26 11,421,860SH DEFINED4 0 0 11,421,860
LOEWS CORP 540424108 1,240.00 24,800SH DEFINED2 0 0 24,800
540424108 40.00 800SH DEFINED4 0 0 800
LOEWEN GROUP INC 54042L100 0.00 0SH DEFINED2 0 0 0
54042L100 0.00 0SH DEFINED4 0 0 0
LOISLAW.COM 541431102 5,011.78 261,200SH DEFINED2 203,000 0 58,200
541431102 830.82 43,300SH DEFINED4 0 0 43,300
LOMAK PETROLEUM INC 541509303 63.32 63,325SH DEFINED2 32,468 0 30,857
541509303 818.56 818,558SH DEFINED4 0 0 818,558
LONE STAR TECHNOLOGIES 542312103 0.00 0SH DEFINED2 0 0 0
542312103 0.00 0SH DEFINED4 0 0 0
LONGS DRUG STORES INC 543162101 207.03 9,100SH DEFINED2 0 0 9,100
543162101 0.00 0SH DEFINED4 0 0 0
LOOKSMART LTD 543442107 70.40 1,600SH DEFINED2 1,600 0 0
543442107 51,497.60 1,170,400SH DEFINED4 0 0 1,170,400
LOUISIANA PACIFIC CORPORATION 546347105 357.98 25,800SH DEFINED2 0 0 25,800
546347105 0.00 0SH DEFINED4 0 0 0
LOWES COMPANIES INC 548661107 6,362.88 109,000SH DEFINED2 116,025 0 -7,025
548661107 211,304.07 3,619,770SH DEFINED4 0 0 3,619,770
LUBYS INC 549282101 7,264.66 769,765SH DEFINED2 161,380 0 608,385
549282101 650.24 68,900SH DEFINED4 0 0 68,900
LUCENT TECHNOLOGIES INC 549463107 66,948.08 1,102,026SH DEFINED2 172,800 0 929,226
549463107 71,660.70 1,179,600SH DEFINED4 0 0 1,179,600
LYCOS INC 550818108 23,147.38 329,500SH DEFINED2 34,700 0 294,800
550818108 789,767.01 11,242,235SH DEFINED4 0 0 11,242,235
M & T BANK CORPORATION 55261F104 31,200.08 69,877SH DEFINED2 19,106 0 50,771
55261F104 95,903.29 214,789SH DEFINED4 0 0 214,789
MBIA INC 55262C100 1,254.71 24,100SH DEFINED2 0 0 24,100
55262C100 124.95 2,400SH DEFINED4 0 0 2,400
MBNA CORP 55262L100 21,482.62 842,456SH DEFINED2 22,550 0 819,906
55262L100 143,069.03 5,610,550SH DEFINED4 0 0 5,610,550
MB FINANCIAL INC 55263D107 0.00 0SH DEFINED2 0 0 0
55263D107 0.00 0SH DEFINED4 0 0 0
MCN ENERGY GROUP INC 55267J100 0.00 0SH DEFINED2 0 0 0
55267J100 6,316.25 252,650SH DEFINED4 0 0 252,650
MCI WORLDCOM INC 55268B106 31,039.70 685,014SH DEFINED2 0 0 685,014
55268B106 2,813.91 62,100SH DEFINED4 0 0 62,100
MDSI MOBILE DATA SOLUTIONS 55268N100 0.00 0SH DEFINED2 0 0 0
55268N100 127.91 2,700SH DEFINED4 0 0 2,700
MFN FINANCIAL CORPORATION 55272N104 0.00 0SH DEFINED2 0 0 0
55272N104 0.00 0SH DEFINED4 0 0 0
MGC COMMUNICATIONS INC 552763302 5,895.51 82,455SH DEFINED2 6,154 0 76,301
552763302 165,544.69 2,315,310SH DEFINED4 0 0 2,315,310
MGC COMM 144 RESTRICTED SHS 5527639B2 86.66 1,212SH DEFINED2 0 0 1,212
5527639B2 4,727.01 66,112SH DEFINED4 0 0 66,112
MGIC INVESTMENTS 552848103 4,266.53 97,800SH DEFINED2 28,300 0 69,500
552848103 18,017.13 413,000SH DEFINED4 0 0 413,000
MKS INSTRUMENTS INC 55306N104 0.00 0SH DEFINED2 0 0 0
55306N104 85.85 1,700SH DEFINED4 0 0 1,700
MSC INDUSTRIAL DIRECT CO CL A 553530106 11,010.60 611,700SH DEFINED2 288,400 0 323,300
553530106 3,040.20 168,900SH DEFINED4 0 0 168,900
MTS SYSTEMS CORP 553777103 9,409.11 1,233,982SH DEFINED2 261,980 0 972,002
553777103 1,692.70 221,994SH DEFINED4 0 0 221,994
MACROVISION CORP 555904101 31,048.06 360,500SH DEFINED2 273,100 0 87,400
555904101 132,537.76 1,538,900SH DEFINED4 0 0 1,538,900
MACROMEDIA INC 556100105 54,100.17 599,033SH DEFINED2 125,876 0 473,157
556100105 565,017.31 6,256,247SH DEFINED4 0 0 6,256,247
MAGIC SOFTWARE ENTERPRISES 559166103 3,580.93 188,470SH DEFINED2 22,000 0 166,470
559166103 1,362.30 71,700SH DEFINED4 0 0 71,700
MAGNA INTL INC CL A 559222401 1,291.47 32,287SH DEFINED2 13,051 0 19,235
559222401 7,798.51 194,963SH DEFINED4 0 0 194,963
MAIL-WELL INC 560321200 0.00 0SH DEFINED2 0 0 0
560321200 3,017.76 347,369SH DEFINED4 0 0 347,369
MALAN REALTY INVESTORS INC REIT 561063108 0.00 0SH DEFINED2 0 0 0
561063108 3,846.28 273,513SH DEFINED4 0 0 273,513
MALLINCKRODT INC 561232109 8,648.29 300,810SH DEFINED2 319,395 0 -18,585
561232109 61,372.05 2,134,680SH DEFINED4 0 0 2,134,680
MANAGEMENT NETWORK GROUP INC 561693102 15,534.86 576,700SH DEFINED2 447,400 0 129,300
561693102 3,068.18 113,900SH DEFINED4 0 0 113,900
MANOR CARE INC 564055101 325.35 24,100SH DEFINED2 0 0 24,100
564055101 0.00 0SH DEFINED4 0 0 0
MANPOWER INC 56418H100 28.40 800SH DEFINED2 0 0 800
56418H100 92.30 2,600SH DEFINED4 0 0 2,600
MARCHFIRST INC 566244109 16,182.87 453,461SH DEFINED2 114,839 0 338,622
566244109 391,704.14 10,975,948SH DEFINED4 0 0 10,975,948
MARINE DRILLING CO INC 568240204 0.00 0SH DEFINED2 0 0 0
568240204 6,052.71 220,600SH DEFINED4 0 0 220,600
MARK IV INDUSTRIES INC 570387100 0.00 0SH DEFINED2 0 0 0
570387100 2,185.24 99,048SH DEFINED4 0 0 99,048
MARKETWATCH.COM INC 570619106 3,912.30 113,400SH DEFINED2 87,200 0 26,200
570619106 645.15 18,700SH DEFINED4 0 0 18,700
MARSH & MCLENNAN COS INC 571748102 6,866.95 62,250SH DEFINED2 0 0 62,250
571748102 0.00 0SH DEFINED4 0 0 0
MARSHALL & ILSLEY CORP 571834100 6,294.75 109,000SH DEFINED2 53,600 0 55,400
571834100 0.00 0SH DEFINED4 0 0 0
MARRIOTT INTERNATIONAL CL A 571903202 2,860.20 90,800SH DEFINED2 32,600 0 58,200
571903202 29,667.65 941,830SH DEFINED4 0 0 941,830
MARTEK BIOSCIENCES CORP 572901106 0.00 0SH DEFINED2 0 0 0
572901106 0.00 0SH DEFINED4 0 0 0
MASCO CORP 574599106 2,201.70 107,400SH DEFINED2 0 0 107,400
574599106 118.90 5,800SH DEFINED4 0 0 5,800
MASCOTECH INC 574670105 0.00 0SH DEFINED2 0 0 0
574670105 1,705.64 145,161SH DEFINED4 0 0 145,161
MASTEC INC 576323109 12,451.10 139,900SH DEFINED2 68,600 0 71,300
576323109 453.90 5,100SH DEFINED4 0 0 5,100
MATERIAL SCIENCES CORP 576674105 5,945.27 440,390SH DEFINED2 222,315 0 218,075
576674105 1,582.20 117,200SH DEFINED4 0 0 117,200
MATRIA HEALTHCARE INC 576817100 6,405.81 1,205,800SH DEFINED2 588,400 0 617,400
576817100 1,637.96 308,321SH DEFINED4 0 0 308,321
MATRIXONE INC 57685P304 0.00 0SH DEFINED2 0 0 0
57685P304 2,336.34 58,500SH DEFINED4 0 0 58,500
MATTEL INC 577081102 1,060.19 101,575SH DEFINED2 0 0 101,575
577081102 799.70 76,618SH DEFINED4 0 0 76,618
MATTSON TECHNOLOGY INC 577223100 4,501.20 105,600SH DEFINED2 81,700 0 23,900
577223100 1,398.10 32,800SH DEFINED4 0 0 32,800
MAXTOR CORP 577729205 0.00 0SH DEFINED2 0 0 0
577729205 40.11 3,100SH DEFINED4 0 0 3,100
MAXIM INTEGRATED PRODS INC 57772K101 141,838.90 1,995,974SH DEFINED2 452,564 0 1,543,410
57772K101 1,766,471.06 24,857,992SH DEFINED4 0 0 24,857,992
MAXIM PHARMACEUTICALS INC 57772M107 4,947.21 105,400SH DEFINED2 81,900 0 23,500
57772M107 10,570.33 225,200SH DEFINED4 0 0 225,200
MAY DEPARTMENT STORES CO 577778103 2,525.10 88,600SH DEFINED2 2,988 0 85,613
577778103 108,154.31 3,794,888SH DEFINED4 0 0 3,794,888
MAYTAG CO 578592107 1,096.44 33,100SH DEFINED2 12,500 0 20,600
578592107 62.94 1,900SH DEFINED4 0 0 1,900
MCAFEE.COM CORPORATION 579062100 10,652.79 206,100SH DEFINED2 124,600 0 81,500
579062100 17,315.31 335,000SH DEFINED4 0 0 335,000
MCCLATCHY COMPANY-CL A 579489105 9,995.30 305,200SH DEFINED2 65,660 0 239,540
579489105 1,812.48 55,343SH DEFINED4 0 0 55,343
MCCORMICK & CO NON VOTING SHS 579780206 0.00 0SH DEFINED2 0 0 0
579780206 80.63 2,500SH DEFINED4 0 0 2,500
MCDERMOTT INTERNATIONAL 580037109 125.87 13,700SH DEFINED2 0 0 13,700
580037109 0.00 0SH DEFINED4 0 0 0
MCDONALDS CORPORATION 580135101 12,286.69 327,100SH DEFINED2 0 0 327,100
580135101 984.14 26,200SH DEFINED4 0 0 26,200
MCGRAW HILL COMPANIES INC 580645109 8,631.30 189,699SH DEFINED2 56,530 0 133,169
580645109 228,999.23 5,032,950SH DEFINED4 0 0 5,032,950
MCK COMMUNICATIONS 581243102 12,155.46 253,900SH DEFINED2 196,500 0 57,400
581243102 2,345.88 49,000SH DEFINED4 0 0 49,000
MCKESSON HBOC INC 58155Q103 1,426.07 67,908SH DEFINED2 0 0 67,908
58155Q103 92.40 4,400SH DEFINED4 0 0 4,400
MCLEODUSA INC. 582266102 152,017.59 1,792,396SH DEFINED2 544,034 0 1,248,362
582266102 1,654,249.29 19,504,782SH DEFINED4 0 0 19,504,782
MEAD CORPORATION 582834107 2,330.33 66,700SH DEFINED2 43,800 0 22,900
582834107 46,344.59 1,326,500SH DEFINED4 0 0 1,326,500
MEDAREX INC 583916101 0.00 0SH DEFINED2 0 0 0
583916101 0.00 0SH DEFINED4 0 0 0
MEDIA GENERAL INC CL A 584404107 2,618.75 50,000SH DEFINED2 23,400 0 26,600
584404107 811.81 15,500SH DEFINED4 0 0 15,500
MEDIAONE GROUP INC 58440J104 179,951.54 2,221,624SH DEFINED2 58,429 0 2,163,195
58440J104 884,250.92 10,916,678SH DEFINED4 0 0 10,916,678
MEDIAPLEX INC 58446B105 9,698.00 186,500SH DEFINED2 0 0 186,500
58446B105 43,633.20 839,100SH DEFINED4 0 0 839,100
MEDICAL MANAGER CORPORATION 58461U103 0.00 0SH DEFINED2 0 0 0
58461U103 21.04 600SH DEFINED4 0 0 600
MEDICIS PHARMACEUTICAL CL A 584690309 9,290.16 232,254SH DEFINED2 140,930 0 91,324
584690309 80,012.84 2,000,321SH DEFINED4 0 0 2,000,321
MEDIMMUNE INC 584699102 105,463.86 605,679SH DEFINED2 208,360 0 397,319
584699102 373,729.89 2,146,331SH DEFINED4 0 0 2,146,331
MEDIQ INC WARRANTS UNIT 144A 584906127 0.01 965SH DEFINED2 0 0 965
584906127 0.28 27,855SH DEFINED4 0 0 27,855
MEDQUIST INC 584949101 5,323.31 195,800SH DEFINED2 151,800 0 44,000
584949101 43,187.34 1,588,500SH DEFINED4 0 0 1,588,500
MEDTRONIC INC 585055106 31,938.60 620,921SH DEFINED2 9,420 0 611,501
585055106 805,484.71 15,659,484SH DEFINED4 0 0 15,659,484
MELLON FINANCIAL CORP 58551A108 5,811.50 197,000SH DEFINED2 47,900 0 149,100
58551A108 121,407.25 4,115,500SH DEFINED4 0 0 4,115,500
THE MENS WEARHOUSE INC 587118100 0.00 0SH DEFINED2 0 0 0
587118100 109.61 3,700SH DEFINED4 0 0 3,700
MENTOR CORP MINN 587188103 15,418.54 571,057SH DEFINED2 122,400 0 448,657
587188103 23,457.11 868,782SH DEFINED4 0 0 868,782
MENTOR GRAPHICS CORP 587200106 9,755.63 645,000SH DEFINED2 312,000 0 333,000
587200106 2,582.73 170,759SH DEFINED4 0 0 170,759
MERCK & CO INC 589331107 46,088.67 741,870SH DEFINED2 352,340 0 389,530
589331107 980,168.99 15,777,368SH DEFINED4 0 0 15,777,368
MERCURY COMPUTER SYS INC 589378108 0.00 0SH DEFINED2 0 0 0
589378108 131.96 2,700SH DEFINED4 0 0 2,700
MERCURY INTERACTIVE CORP 589405109 0.00 0SH DEFINED2 0 0 0
589405109 427.95 5,400SH DEFINED4 0 0 5,400
MEREDITH CORP 589433101 335.02 12,100SH DEFINED2 0 0 12,100
589433101 38.76 1,400SH DEFINED4 0 0 1,400
MERIDIAN DIAGNOSTICS INC 589602101 6,468.06 749,920SH DEFINED2 163,220 0 586,700
589602101 1,404.27 162,814SH DEFINED4 0 0 162,814
MERITOR AUTOMOTIVE INC 59000G100 0.00 0SH DEFINED2 0 0 0
59000G100 52.18 3,300SH DEFINED4 0 0 3,300
MERRILL LYNCH COMPANY INC 590188108 98,842.28 941,355SH DEFINED2 131,815 0 809,540
590188108 680,648.64 6,482,368SH DEFINED4 0 0 6,482,368
MESA AIR GROUP INC 590479101 0.00 0SH DEFINED2 0 0 0
590479101 0.00 0SH DEFINED4 0 0 0
METASOLV SOFTWARE INC 591393103 3,803.63 64,400SH DEFINED2 0 0 64,400
591393103 57,113.02 966,993SH DEFINED4 0 0 966,993
METHODE ELECTRONICS INC CL A 591520200 31,294.19 619,687SH DEFINED2 132,950 0 486,737
591520200 28,181.53 558,050SH DEFINED4 0 0 558,050
METRIS COMPANIES INC 591598107 0.00 0SH DEFINED2 0 0 0
591598107 136.06 3,500SH DEFINED4 0 0 3,500
METROMEDIA FIBER NETWORK-A 591689104 115,499.76 1,193,796SH DEFINED2 371,632 0 822,164
591689104 2,825,387.71 29,202,974SH DEFINED4 0 0 29,202,974
METROMEDIA INTL GROUP INC 591695101 637.92 113,409SH DEFINED2 50,766 0 62,643
591695101 3,891.15 691,760SH DEFINED4 0 0 691,760
MICHAEL FOODS INC 594079105 5,638.50 268,500SH DEFINED2 131,700 0 136,800
594079105 1,314.60 62,600SH DEFINED4 0 0 62,600
MICHAELS STORES INC 594087108 368.90 9,053SH DEFINED2 4,921 0 4,132
594087108 114,767.52 2,816,381SH DEFINED4 0 0 2,816,381
MICREL INC 594793101 32,400.00 337,500SH DEFINED2 205,100 0 132,400
594793101 192,748.80 2,007,800SH DEFINED4 0 0 2,007,800
MICROSOFT CORP 594918104 1,631,893.64 15,358,999SH DEFINED2 5,503,848 0 9,855,151
594918104 4,369,669.69 41,126,303SH DEFINED4 0 0 41,126,303
MICROSTRATEGY INC 594972101 0.00 0SH DEFINED2 0 0 0
594972101 278.60 3,200SH DEFINED4 0 0 3,200
MICROCHIP TECHNOLOGY INC 595017104 0.00 0SH DEFINED2 0 0 0
595017104 9,073.50 138,000SH DEFINED4 0 0 138,000
MICROMUSE INC 595094103 48,001.36 345,800SH DEFINED2 161,950 0 183,850
595094103 296,605.53 2,136,735SH DEFINED4 0 0 2,136,735
MICRON TECHNOLOGY INC 595112103 9,019.02 71,579SH DEFINED2 3,188 0 68,392
595112103 33,539.70 266,188SH DEFINED4 0 0 266,188
MID ATLANTIC MED SVCS 59523C107 0.00 0SH DEFINED2 0 0 0
59523C107 114.70 12,400SH DEFINED4 0 0 12,400
MIDAS INC 595626102 8,348.40 347,850SH DEFINED2 74,600 0 273,250
595626102 1,576.80 65,700SH DEFINED4 0 0 65,700
MIDCOM COMMUNICATIONS INC 59563X102 402.48 89,441SH DEFINED2 53,239 0 36,202
59563X102 1,753.68 389,707SH DEFINED4 0 0 389,707
MIDWEST EXPRESS HOLDINGS 597911106 5,863.64 228,825SH DEFINED2 109,300 0 119,525
597911106 1,515.23 59,131SH DEFINED4 0 0 59,131
MILACRON INC 598709103 14,915.38 1,033,100SH DEFINED2 219,600 0 813,500
598709103 2,529.45 175,200SH DEFINED4 0 0 175,200
MILLENNIUM PHARMACEUTICALS 599902103 4,967.38 38,247SH DEFINED2 4,299 0 33,949
599902103 121,449.50 935,126SH DEFINED4 0 0 935,126
HERMAN MILLER INC 600544100 0.00 0SH DEFINED2 0 0 0
600544100 39.20 1,400SH DEFINED4 0 0 1,400
MILLIPORE CORPORATION 601073109 603.88 10,700SH DEFINED2 0 0 10,700
601073109 79.01 1,400SH DEFINED4 0 0 1,400
MINIMED INC 60365K108 0.00 0SH DEFINED2 0 0 0
60365K108 90,643.53 699,950SH DEFINED4 0 0 699,950
MINNESOTA MINING & MFG CO 604059105 18,196.94 205,470SH DEFINED2 41,810 0 163,660
604059105 392,572.06 4,432,712SH DEFINED4 0 0 4,432,712
MINNESOTA POWER INC 604110106 0.00 0SH DEFINED2 0 0 0
604110106 86.45 5,200SH DEFINED4 0 0 5,200
MINNTECH CORP 604258103 1,844.89 245,985SH DEFINED2 70,558 0 175,427
604258103 0.00 0SH DEFINED4 0 0 0
MIRAE CORP SP ADR 60461U109 0.00 0SH DEFINED2 0 0 0
60461U109 92.74 7,100SH DEFINED4 0 0 7,100
MIRAGE RESORTS INC 60462E104 904.81 46,700SH DEFINED2 0 0 46,700
60462E104 79.44 4,100SH DEFINED4 0 0 4,100
MIRAVANT MED TECHNOLOGIES 604690107 0.00 0SH DEFINED2 0 0 0
604690107 8,700.99 559,100SH DEFINED4 0 0 559,100
MISSISSIPPI CHEMICAL CORP 605288208 5,293.99 777,100SH DEFINED2 383,800 0 393,300
605288208 1,564.23 229,612SH DEFINED4 0 0 229,612
MITCHELL ENERGY & DEV CL B 606592301 7,201.70 327,350SH DEFINED2 71,000 0 256,350
606592301 673.20 30,600SH DEFINED4 0 0 30,600
MOBILE MINI INC 60740F105 0.00 0SH DEFINED2 0 0 0
60740F105 0.00 0SH DEFINED4 0 0 0
MODIS PROFESSIONAL SERVICES 607830106 0.00 0SH DEFINED2 0 0 0
607830106 30.94 2,500SH DEFINED4 0 0 2,500
MOHAWK INDS INC 608190104 5,363.06 239,690SH DEFINED2 109,950 0 129,740
608190104 22.38 1,000SH DEFINED4 0 0 1,000
MOLECULAR DEVICES CORP 60851C107 0.00 0SH DEFINED2 0 0 0
60851C107 26,624.58 346,900SH DEFINED4 0 0 346,900
MOLEX INC 608554101 2,690.75 45,800SH DEFINED2 0 0 45,800
608554101 80.78 1,375SH DEFINED4 0 0 1,375
MONDAVI ROBERT CORP CL A 609200100 6,175.91 177,087SH DEFINED2 85,229 0 91,858
609200100 1,722.06 49,378SH DEFINED4 0 0 49,378
MONSANTO COMPANY 611662107 1,638.56 31,817SH DEFINED2 12,967 0 18,850
611662107 6,133.35 119,094SH DEFINED4 0 0 119,094
MONTANA POWER COMPANY 612085100 0.00 0SH DEFINED2 0 0 0
612085100 19,449.60 303,900SH DEFINED4 0 0 303,900
MORGAN J P & CO INC 616880100 17,189.16 130,468SH DEFINED2 100,148 0 30,320
616880100 158,961.38 1,206,538SH DEFINED4 0 0 1,206,538
MORGAN ST DEAN WITTER & CO 617446448 156,489.89 1,918,650SH DEFINED2 663,800 0 1,254,850
617446448 249,312.91 3,056,710SH DEFINED4 0 0 3,056,710
MOTHERNATURE.COM 61978K105 2.84 900SH DEFINED2 700 0 200
61978K105 0.00 0SH DEFINED4 0 0 0
MOTHERS WORK INC 619903107 10.50 875SH DEFINED2 0 0 875
619903107 107.10 8,925SH DEFINED4 0 0 8,925
MOTOROLA INC 620076109 793,397.29 5,572,589SH DEFINED2 2,273,430 0 3,299,158
620076109 3,014,531.93 21,173,183SH DEFINED4 0 0 21,173,183
MULTEX.COM INC 625367107 4,172.85 112,400SH DEFINED2 86,800 0 25,600
625367107 79,564.44 2,143,150SH DEFINED4 0 0 2,143,150
MURPHY OIL CORP 626717102 30,979.20 537,600SH DEFINED2 120,300 0 417,300
626717102 77,015.81 1,336,500SH DEFINED4 0 0 1,336,500
MUTUAL RISK MANAGEMENT LTD 628351108 0.00 0SH DEFINED2 0 0 0
628351108 0.00 0SH DEFINED4 0 0 0
MUTUAL RISK MGMNT P/P 144A CV 0628351AA6 0.00 0SH DEFINED2 0 0 0
628351AA6 0.00 0SH DEFINED4 0 0 0
MYLAN LABS INC 628530107 0.00 0SH DEFINED2 0 0 0
628530107 93.50 3,400SH DEFINED4 0 0 3,400
MYRIAD GENETICS INC 62855J104 0.00 0SH DEFINED2 0 0 0
62855J104 9,941.25 165,000SH DEFINED4 0 0 165,000
MYPOINTS.COM INC 62855T102 0.00 0SH DEFINED2 0 0 0
62855T102 20,063.79 748,300SH DEFINED4 0 0 748,300
NABI INC 628716102 0.00 0SH DEFINED2 0 0 0
628716102 494.20 73,214SH DEFINED4 0 0 73,214
NBC INTERNET INC-A 62873D105 96.31 1,917SH DEFINED2 1,000 0 917
62873D105 238.68 4,750SH DEFINED4 0 0 4,750
NCR CORPORATION 62886E108 12,989.43 323,724SH DEFINED2 193,295 0 130,429
62886E108 133,805.88 3,334,726SH DEFINED4 0 0 3,334,726
NPS PHARMACEUTICALS INC 62936P103 0.00 0SH DEFINED2 0 0 0
62936P103 4,978.16 330,500SH DEFINED4 0 0 330,500
NTL INCORPORATED 629407107 66,159.57 712,830SH DEFINED2 94,517 0 618,313
629407107 710,725.90 7,657,653SH DEFINED4 0 0 7,657,653
NUI CORP 629430109 0.00 0SH DEFINED2 0 0 0
629430109 9,697.95 374,800SH DEFINED4 0 0 374,800
NVR INC 62944T105 0.00 0SH DEFINED2 0 0 0
62944T105 81.00 1,500SH DEFINED4 0 0 1,500
NABISCO HOLDINGS CORP CL A 629526104 946.31 29,400SH DEFINED2 0 0 29,400
629526104 43,810.76 1,361,111SH DEFINED4 0 0 1,361,111
NABISCO GROUP HOLDINGS 62952P102 1,581.60 131,800SH DEFINED2 56,800 0 75,000
62952P102 33,213.60 2,767,800SH DEFINED4 0 0 2,767,800
NABORS INDUSTRIES INC 629568106 0.00 0SH DEFINED2 0 0 0
629568106 9,093.77 234,300SH DEFINED4 0 0 234,300
NACCO INDUSTRIES CL A 629579103 86.29 1,800SH DEFINED2 0 0 1,800
629579103 0.00 0SH DEFINED4 0 0 0
NANOMETRICS INC 630077105 19,153.39 392,890SH DEFINED2 248,980 0 143,910
630077105 22,243.65 456,280SH DEFINED4 0 0 456,280
NATIONAL AUSTRALIA BK-SP ADR 632525408 551.99 6,211SH DEFINED2 3,360 0 2,851
632525408 130.84 1,472SH DEFINED4 0 0 1,472
NATIONAL CITY CORPORATION 635405103 12,626.30 612,184SH DEFINED2 465,665 0 146,519
635405103 201,087.05 9,749,675SH DEFINED4 0 0 9,749,675
NATIONAL COMM BANCORP 635449101 11,178.46 604,241SH DEFINED2 210,635 0 393,606
635449101 73,071.67 3,949,820SH DEFINED4 0 0 3,949,820
NATIONAL COMPUTER SYS INC 635519101 11,516.70 226,930SH DEFINED2 51,900 0 175,030
635519101 1,289.05 25,400SH DEFINED4 0 0 25,400
NATIONAL DATA CORP 635621105 12,167.68 467,988SH DEFINED2 104,385 0 363,603
635621105 5,056.78 194,491SH DEFINED4 0 0 194,491
NATIONAL DISCOUNT BROKERS 635646102 0.00 0SH DEFINED2 0 0 0
635646102 118.50 2,400SH DEFINED4 0 0 2,400
NATIONAL FUEL GAS CO 636180101 115.86 2,600SH DEFINED2 0 0 2,600
636180101 15,253.74 342,300SH DEFINED4 0 0 342,300
NATIONAL-OILWELL INC 637071101 13,199.06 427,500SH DEFINED2 208,300 0 219,200
637071101 3,313.97 107,335SH DEFINED4 0 0 107,335
NATIONAL SEMICONDUCTOR CORP 637640103 2,425.00 40,000SH DEFINED2 0 0 40,000
637640103 218.25 3,600SH DEFINED4 0 0 3,600
NATIONAL SERVICE IND INC 637657107 197.99 9,400SH DEFINED2 0 0 9,400
637657107 40.02 1,900SH DEFINED4 0 0 1,900
NATIONAL TECHTEAM INC 638108100 0.00 0SH DEFINED2 0 0 0
638108100 0.00 0SH DEFINED4 0 0 0
NATIONWIDE FINANCIAL SERVICES-A 638612101 0.00 0SH DEFINED2 0 0 0
638612101 49.73 1,700SH DEFINED4 0 0 1,700
NATURAL MICROSYSTEMS CORP 638882100 29,163.58 340,100SH DEFINED2 230,300 0 109,800
638882100 4,750.55 55,400SH DEFINED4 0 0 55,400
NAVISTAR INTERNATIONAL 63934E108 593.85 14,800SH DEFINED2 0 0 14,800
63934E108 0.00 0SH DEFINED4 0 0 0
NAVIDEC INC 63934Q101 465.00 30,000SH DEFINED2 30,000 0 0
63934Q101 398.35 25,700SH DEFINED4 0 0 25,700
NETWORKS ASSOCIATES INC 640938106 1,308.74 40,581SH DEFINED2 18,749 0 21,832
640938106 7,882.29 244,412SH DEFINED4 0 0 244,412
NET.GENESIS CORP 64107E107 0.00 0SH DEFINED2 0 0 0
64107E107 510.15 11,400SH DEFINED4 0 0 11,400
NETCENTIVES INC 64108P101 2,133.00 71,100SH DEFINED2 0 0 71,100
64108P101 29,775.00 992,500SH DEFINED4 0 0 992,500
NETEGRITY INC 64110P107 22,920.10 334,600SH DEFINED2 176,800 0 157,800
64110P107 67,755.41 989,130SH DEFINED4 0 0 989,130
NETRO CORP 64114R109 0.00 0SH DEFINED2 0 0 0
64114R109 104,649.15 1,609,600SH DEFINED4 0 0 1,609,600
NETOPTIX CORPORATION 64116F103 4,671.60 27,200SH DEFINED2 21,200 0 6,000
64116F103 790.05 4,600SH DEFINED4 0 0 4,600
NETWORK APPLIANCE INC 64120L104 90,570.21 1,094,504SH DEFINED2 289,220 0 805,284
64120L104 520,862.43 6,294,410SH DEFINED4 0 0 6,294,410
NETWORK SOLUTIONS INC CL-A 64121Q102 3,980.91 25,900SH DEFINED2 600 0 25,300
64121Q102 35,711.38 232,340SH DEFINED4 0 0 232,340
NETWORK PLUS CORP 64122D506 0.00 0SH DEFINED2 0 0 0
64122D506 71,227.35 1,758,700SH DEFINED4 0 0 1,758,700
NET2000 COMMUNICATIONS INC 64122G103 5,184.63 218,300SH DEFINED2 168,900 0 49,400
64122G103 1,068.75 45,000SH DEFINED4 0 0 45,000
NEUROCRINE BIOSCIENCES INC 64125C109 8,467.65 364,200SH DEFINED2 277,200 0 87,000
64125C109 1,527.53 65,700SH DEFINED4 0 0 65,700
NEW CENTURY ENERGIES INC 64352U103 808.68 26,900SH DEFINED2 0 0 26,900
64352U103 20,616.86 685,800SH DEFINED4 0 0 685,800
NEW JERSEY RESOURCES CORP 646025106 42.75 1,000SH DEFINED2 0 0 1,000
646025106 4,830.75 113,000SH DEFINED4 0 0 113,000
NEW PLAN EXCEL REALTY TR REIT 648053106 0.00 0SH DEFINED2 0 0 0
648053106 56.38 4,100SH DEFINED4 0 0 4,100
NEW YORK TIMES CO CL A 650111107 1,769.03 41,200SH DEFINED2 0 0 41,200
650111107 81.58 1,900SH DEFINED4 0 0 1,900
NEWBRIDGE NETWORKS CORP 650901101 32.44 1,000SH DEFINED2 0 0 1,000
650901101 0.00 0SH DEFINED4 0 0 0
NEWELL RUBBERMAID INC 651229106 7,929.43 319,574SH DEFINED2 67,064 0 252,510
651229106 82,409.26 3,321,280SH DEFINED4 0 0 3,321,280
NEWFIELD EXPLORATION CO 651290108 8,608.92 244,225SH DEFINED2 115,610 0 128,615
651290108 7,740.66 219,593SH DEFINED4 0 0 219,593
NEWMONT MINING COMPANY 651639106 908.99 40,512SH DEFINED2 0 0 40,512
651639106 2,102.95 93,725SH DEFINED4 0 0 93,725
NEWPARK RESOURCES 651718504 5,779.20 722,400SH DEFINED2 366,500 0 355,900
651718504 1,976.46 247,057SH DEFINED4 0 0 247,057
NEWPORT NEWS SHIPBUILDING 652228107 2,789.05 92,200SH DEFINED2 43,700 0 48,500
652228107 1,279.58 42,300SH DEFINED4 0 0 42,300
NEWS AMERICA HOLDINGS INC 6524789B6 0.00 28,950SH DEFINED2 11,480 0 17,470
6524789B6 0.00 239,367SH DEFINED4 0 0 239,367
NEWS CORP LTD ADR NEW 652487703 419,073.02 7,450,187SH DEFINED2 2,304,816 0 5,145,371
652487703 257,576.68 4,579,141SH DEFINED4 0 0 4,579,141
NEXTCARD INC 65332K107 51.94 1,500SH DEFINED2 1,500 0 0
65332K107 0.00 0SH DEFINED4 0 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V103 379,575.67 2,560,376SH DEFINED2 1,231,303 0 1,329,072
65332V103 731,777.72 4,936,106SH DEFINED4 0 0 4,936,106
NEXSTAR PHARMACEUTICALS 65333B106 532.55 20,681SH DEFINED2 10,252 0 10,430
65333B106 3,906.37 151,704SH DEFINED4 0 0 151,704
NEXTLINK COMMUNICATIONS-A 65333H707 79,632.49 643,820SH DEFINED2 143,220 0 500,600
65333H707 2,301,045.44 18,603,702SH DEFINED4 0 0 18,603,702
NEXT LEVEL COMMUNICATIONS INC 65333U104 1,968.38 18,100SH DEFINED2 0 0 18,100
65333U104 54,614.25 502,200SH DEFINED4 0 0 502,200
NIAGARA MOHAWK HOLDINGS INC 653520106 589.95 43,700SH DEFINED2 0 0 43,700
653520106 11,745.00 870,000SH DEFINED4 0 0 870,000
NICE SYSTEMS LTD SPONS ADR 653656108 6,751.29 94,755SH DEFINED2 11,200 0 83,555
653656108 2,868.24 40,256SH DEFINED4 0 0 40,256
NICOR INC 654086107 3,441.97 104,500SH DEFINED2 24,800 0 79,700
654086107 16,225.01 492,600SH DEFINED4 0 0 492,600
NIKE INC 654106103 2,650.91 66,900SH DEFINED2 0 0 66,900
654106103 67.36 1,700SH DEFINED4 0 0 1,700
NIKU CORP 654113109 2,784.29 58,849SH DEFINED2 200 0 58,649
654113109 58,483.93 1,236,120SH DEFINED4 0 0 1,236,120
99 CENTS ONLY STORES 65440K106 9,085.72 231,483SH DEFINED2 181,351 0 50,132
65440K106 7,537.49 192,038SH DEFINED4 0 0 192,038
NISOURCE INC 65473P105 1,245.07 73,782SH DEFINED2 10,306 0 63,476
65473P105 18,820.40 1,115,283SH DEFINED4 0 0 1,115,283
NITCHES INC 65476M109 0.00 0SH DEFINED2 0 0 0
65476M109 0.00 0SH DEFINED4 0 0 0
NOKIA CORP SPON ADR A 654902204 410,080.67 1,887,598SH DEFINED2 967,979 0 919,619
654902204 1,736,223.55 7,991,823SH DEFINED4 0 0 7,991,823
NOBLE DRILLING CORP 655042109 14,700.37 354,760SH DEFINED2 177,650 0 177,110
655042109 182,472.10 4,403,550SH DEFINED4 0 0 4,403,550
NORDSTROM INC 655664100 926.30 31,400SH DEFINED2 0 0 31,400
655664100 0.00 0SH DEFINED4 0 0 0
NORFOLK SOUTHERN CORP 655844108 1,315.31 91,500SH DEFINED2 0 0 91,500
655844108 0.00 0SH DEFINED4 0 0 0
NORTEL NETWORKS CORP 656569100 455,933.65 3,618,521SH DEFINED2 1,583,900 0 2,034,621
656569100 1,015,808.22 8,061,970SH DEFINED4 0 0 8,061,970
NORTH FORK BANCORP INC 659424105 15,090.24 844,209SH DEFINED2 308,885 0 535,324
659424105 12,694.83 710,200SH DEFINED4 0 0 710,200
NORTHEAST UTILITIES 664397106 8,139.64 378,588SH DEFINED2 153,900 0 224,688
664397106 14,093.25 655,500SH DEFINED4 0 0 655,500
NORTHERN STATES POWER CO MINN 665772109 717.49 36,100SH DEFINED2 0 0 36,100
665772109 0.00 0SH DEFINED4 0 0 0
NORTHERN TRUST CORP 665859104 56,512.25 836,444SH DEFINED2 432,200 0 404,244
665859104 47,016.74 695,900SH DEFINED4 0 0 695,900
NORTHPOINT COMMUNICATIONS HLDGS 666610100 578.87 25,100SH DEFINED2 25,100 0 0
666610100 6,143.85 266,400SH DEFINED4 0 0 266,400
NORTHROP GRUMMAN CORP 666807102 862.88 16,300SH DEFINED2 0 0 16,300
666807102 137.64 2,600SH DEFINED4 0 0 2,600
NORTHWEST NATURAL GAS CO 667655104 0.00 0SH DEFINED2 0 0 0
667655104 15,366.00 788,000SH DEFINED4 0 0 788,000
NOVA CORP/GEORGIA 669784100 0.00 0SH DEFINED2 0 0 0
669784100 49.51 1,700SH DEFINED4 0 0 1,700
NOVADIGM INC 669937104 4,605.25 283,400SH DEFINED2 220,000 0 63,400
669937104 763.75 47,000SH DEFINED4 0 0 47,000
NOVELL INC 670006105 2,264.24 79,100SH DEFINED2 0 0 79,100
670006105 197.51 6,900SH DEFINED4 0 0 6,900
NOVELLUS SYSTEMS INC 670008101 0.00 0SH DEFINED2 0 0 0
670008101 13,963.90 248,800SH DEFINED4 0 0 248,800
NSTAR 67019E107 42.00 1,000SH DEFINED2 0 0 1,000
67019E107 105.00 2,500SH DEFINED4 0 0 2,500
NUCOR CORP 670346105 1,045.00 20,900SH DEFINED2 0 0 20,900
670346105 110.00 2,200SH DEFINED4 0 0 2,200
NUEVO ENERGY CO 670509108 140.50 6,535SH DEFINED2 3,299 0 3,235
670509108 812.72 37,801SH DEFINED4 0 0 37,801
NUEVO GRUPO IUSACELL-ADR 670512102 13,784.60 680,721SH DEFINED2 16,900 0 663,821
670512102 1,119.83 55,300SH DEFINED4 0 0 55,300
NUTRAMAX PRODUCTS INC 67061A300 0.00 0SH DEFINED2 0 0 0
67061A300 0.00 0SH DEFINED4 0 0 0
NVIDIA CORP 67066G104 0.00 0SH DEFINED2 0 0 0
67066G104 261.90 3,100SH DEFINED4 0 0 3,100
OGE ENERGY CORP 670837103 1,398.00 72,860SH DEFINED2 76,200 0 -3,340
670837103 50,887.17 2,652,100SH DEFINED4 0 0 2,652,100
OHM CORP 670839109 0.00 0SH DEFINED2 0 0 0
670839109 2,745.58 203,377SH DEFINED4 0 0 203,377
OCCIDENTAL PETROLEUM CORP 674599105 5,699.40 274,670SH DEFINED2 58,585 0 216,085
674599105 116,498.80 5,614,400SH DEFINED4 0 0 5,614,400
OFFICE DEPOT INC 676220106 1,654.58 143,099SH DEFINED2 31,663 0 111,436
676220106 1,145.05 99,031SH DEFINED4 0 0 99,031
OFFSHORE LOGISTICS 676255102 250.07 20,208SH DEFINED2 9,929 0 10,279
676255102 2,187.32 176,753SH DEFINED4 0 0 176,753
OLD KENT FINANCIAL CORP 679833103 917.68 28,400SH DEFINED2 0 0 28,400
679833103 0.00 0SH DEFINED4 0 0 0
OMNICARE INC 681904108 27,552.36 2,284,133SH DEFINED2 703,748 0 1,580,385
681904108 9,417.61 780,735SH DEFINED4 0 0 780,735
OMNICOM GROUP 681919106 184,277.06 1,972,196SH DEFINED2 840,652 0 1,131,544
681919106 462,165.89 4,946,257SH DEFINED4 0 0 4,946,257
OMNOVA SOLUTIONS INC 682129101 8,839.66 1,571,495SH DEFINED2 330,700 0 1,240,795
682129101 1,974.75 351,067SH DEFINED4 0 0 351,067
ON ASSIGNMENT INC 682159108 10,030.50 222,900SH DEFINED2 171,400 0 51,500
682159108 17,437.50 387,500SH DEFINED4 0 0 387,500
ONEIDA LTD 682505102 7,149.86 369,025SH DEFINED2 77,930 0 291,095
682505102 1,509.74 77,922SH DEFINED4 0 0 77,922
ONEOK INC 682680103 177.50 7,100SH DEFINED2 0 0 7,100
682680103 4,177.50 167,100SH DEFINED4 0 0 167,100
ONEPOINT COMM WARR P/P 144A 6/0168272T112 13.60 680SH DEFINED2 0 0 680
68272T112 376.20 18,810SH DEFINED4 0 0 18,810
ONVIA.COM 68338T106 1,572.27 74,427SH DEFINED2 0 0 74,427
68338T106 36,347.68 1,720,600SH DEFINED4 0 0 1,720,600
ONYX SOFTWARE CORP 683402101 0.00 0SH DEFINED2 0 0 0
683402101 4,331.81 135,900SH DEFINED4 0 0 135,900
VIMPEL-COMMUNICATIONS SP ADR 68370R109 4,465.03 105,525SH DEFINED2 12,800 0 92,725
68370R109 2,021.40 47,773SH DEFINED4 0 0 47,773
OPTIMAL ROBOTICS CORP 68388R208 0.00 0SH DEFINED2 0 0 0
68388R208 173.90 3,700SH DEFINED4 0 0 3,700
ORACLE CORPORATION 68389X105 637,595.92 8,167,762SH DEFINED2 2,802,080 0 5,365,682
68389X105 2,455,941.49 31,461,220SH DEFINED4 0 0 31,461,220
OPTICAL SWITCH P/P B (PRIVATE) 06838PW9A9 2,000.00 43,879SH DEFINED2 0 0 43,879
6838PW9A9 18,000.00 394,910SH DEFINED4 0 0 394,910
ORAPHARMA INC 68554E106 1,655.75 89,500SH DEFINED2 68,600 0 20,900
68554E106 308.95 16,700SH DEFINED4 0 0 16,700
ORBITAL SCIENCES CORP 685564106 115.71 7,714SH DEFINED2 5,893 0 1,821
685564106 1,964.98 130,999SH DEFINED4 0 0 130,999
ORBITAL IMAGING WT P/P 144A 3/0168556F119 39.20 1,960SH DEFINED2 570 0 1,390
68556F119 209.30 10,465SH DEFINED4 0 0 10,465
ORTHODONTIC CENTERS OF AMER 68750P103 8,992.88 479,620SH DEFINED2 235,220 0 244,400
68750P103 2,504.06 133,550SH DEFINED4 0 0 133,550
OSHKOSH B GOSH INC CL A 688222207 4,609.69 256,094SH DEFINED2 20,200 0 235,894
688222207 534.60 29,700SH DEFINED4 0 0 29,700
OSTEOTECH INC 688582105 4,745.45 354,800SH DEFINED2 274,400 0 80,400
688582105 810.53 60,600SH DEFINED4 0 0 60,600
OUTBACK STEAKHOUSE INC 689899102 0.00 0SH DEFINED2 0 0 0
689899102 105.81 3,300SH DEFINED4 0 0 3,300
OWENS & MINOR INC HLDG CO 690732102 24,939.29 2,347,228SH DEFINED2 700,357 0 1,646,870
690732102 11,545.66 1,086,650SH DEFINED4 0 0 1,086,650
OWENS CORNING 69073F103 255.75 13,200SH DEFINED2 0 0 13,200
69073F103 718.85 37,102SH DEFINED4 0 0 37,102
OWENS ILL INC 690768403 10,326.36 611,933SH DEFINED2 337,820 0 274,113
690768403 114,688.92 6,796,380SH DEFINED4 0 0 6,796,380
OXFORD HEALTH PLANS 691471106 0.00 0SH DEFINED2 0 0 0
691471106 50.33 3,300SH DEFINED4 0 0 3,300
P-COM INC 693262107 0.00 0SH DEFINED2 0 0 0
693262107 8,807.85 476,100SH DEFINED4 0 0 476,100
PECO ENERGY CO 693304107 1,663.06 45,100SH DEFINED2 0 0 45,100
693304107 16,298.75 442,000SH DEFINED4 0 0 442,000
P G & E CORP 69331C108 7,763.70 369,700SH DEFINED2 98,930 0 270,770
69331C108 131,844.93 6,278,330SH DEFINED4 0 0 6,278,330
PE CORP-PE BIOSYSTEMS GROUP 69332S102 275,914.92 2,859,222SH DEFINED2 942,840 0 1,916,382
69332S102 1,022,541.41 10,596,284SH DEFINED4 0 0 10,596,284
PE CORP-CELLERA GENOMICS GRP 69332S201 36.63 400SH DEFINED2 0 0 400
69332S201 60,092.47 656,300SH DEFINED4 0 0 656,300
P.F. CHANG S CHINA BISTRO INC 69333Y108 4,025.02 121,510SH DEFINED2 94,900 0 26,610
69333Y108 830.78 25,080SH DEFINED4 0 0 25,080
PMC - SIERRA INC 69344F106 152,793.33 750,136SH DEFINED2 176,800 0 573,336
69344F106 1,328,906.14 6,524,240SH DEFINED4 0 0 6,524,240
THE PMI GROUP INC 69344M101 0.00 0SH DEFINED2 0 0 0
69344M101 118.59 2,500SH DEFINED4 0 0 2,500
PNC FINANCIAL SERVICES GROUP 693475105 19,135.20 424,637SH DEFINED2 358,479 0 66,158
693475105 391,839.44 8,695,466SH DEFINED4 0 0 8,695,466
PPG INDUSTRIES INC 693506107 8,613.41 164,653SH DEFINED2 51,425 0 113,228
693506107 174,112.53 3,328,316SH DEFINED4 0 0 3,328,316
PPL CORPORATION 69351T106 724.44 34,600SH DEFINED2 0 0 34,600
69351T106 13,201.09 630,500SH DEFINED4 0 0 630,500
PRI AUTOMATION INC 69357H106 0.00 0SH DEFINED2 0 0 0
69357H106 79.46 1,300SH DEFINED4 0 0 1,300
PSF GROUP HOLDINGS INC-CL A 144A69362E9A6 860.95 86,095SH DEFINED2 0 0 86,095
69362E9A6 37,308.22 3,730,822SH DEFINED4 0 0 3,730,822
PSS WORLD MEDICAL INC 69366A100 3,514.04 518,200SH DEFINED2 229,300 0 288,900
69366A100 1,437.63 212,000SH DEFINED4 0 0 212,000
PACCAR INCORPORATED 693718108 915.00 18,300SH DEFINED2 0 0 18,300
693718108 70.00 1,400SH DEFINED4 0 0 1,400
PACIFICARE HEALTH SYSTEMS 695112102 19.95 400SH DEFINED2 0 0 400
695112102 0.00 0SH DEFINED4 0 0 0
PACKETEER INC 695210104 0.00 0SH DEFINED2 0 0 0
695210104 4,392.50 125,500SH DEFINED4 0 0 125,500
PACTIV CORP 695257105 348.25 39,800SH DEFINED2 0 0 39,800
695257105 0.00 0SH DEFINED4 0 0 0
PAGING DO BRAZIL HLDG LLC-B P/P 69554T101 0.01 700SH DEFINED2 0 0 700
69554T101 0.20 19,615SH DEFINED4 0 0 19,615
PAINE WEBBER GROUP INC 695629105 3,938.00 89,500SH DEFINED2 171,030 0 -81,530
695629105 119,377.06 2,713,115SH DEFINED4 0 0 2,713,115
PALL CORP 696429307 652.93 29,100SH DEFINED2 0 0 29,100
696429307 67.31 3,000SH DEFINED4 0 0 3,000
PALOMAR MEDICAL TECHNOLOGIES 697529303 0.00 0SH DEFINED2 0 0 0
697529303 0.00 0SH DEFINED4 0 0 0
PANAMSAT CORP 697933109 0.00 0SH DEFINED2 0 0 0
697933109 0.00 0SH DEFINED4 0 0 0
PAPA JOHNS INTL INC 698813102 9,804.30 297,100SH DEFINED2 143,800 0 153,300
698813102 2,550.90 77,300SH DEFINED4 0 0 77,300
PARADYNE NETWORKS INC 69911G107 0.00 0SH DEFINED2 0 0 0
69911G107 4,231.50 136,500SH DEFINED4 0 0 136,500
PARAMETRIC TECHNOLOGY CORP 699173100 16,517.21 784,200SH DEFINED2 174,100 0 610,100
699173100 571,066.59 27,112,954SH DEFINED4 0 0 27,112,954
PARK ELECTROCHEMICAL CORP 700416209 12,518.18 510,946SH DEFINED2 120,682 0 390,264
700416209 9,009.65 367,741SH DEFINED4 0 0 367,741
PARK PLACE ENTERTAINMENT CORP 700690100 32.38 2,800SH DEFINED2 0 0 2,800
700690100 0.00 0SH DEFINED4 0 0 0
PARKER DRILLING COMPANY 701081101 1,101.32 220,264SH DEFINED2 28,589 0 191,675
701081101 4,218.48 843,695SH DEFINED4 0 0 843,695
PARKER HANNIFIN CORP 701094104 9,892.90 239,465SH DEFINED2 53,985 0 185,480
701094104 95.02 2,300SH DEFINED4 0 0 2,300
PARTNER COMMUNICATIONS-ADR 70211M109 5,026.09 302,321SH DEFINED2 17,421 0 284,900
70211M109 0.00 0SH DEFINED4 0 0 0
PATHNET INC WARRANT P/P 144A 4/170321G117 35.60 3,560SH DEFINED2 925 0 2,635
70321G117 418.40 41,840SH DEFINED4 0 0 41,840
PATTERSON DENTAL CO 703412106 4,314.60 112,800SH DEFINED2 54,100 0 58,700
703412106 1,426.73 37,300SH DEFINED4 0 0 37,300
PAXSON COMMUNICATIONS CORP 704231109 574.67 74,151SH DEFINED2 21,250 0 52,901
704231109 7,627.05 984,136SH DEFINED4 0 0 984,136
PAYCHEX INC 704326107 3,134.64 59,850SH DEFINED2 0 0 59,850
704326107 204.26 3,900SH DEFINED4 0 0 3,900
PAYLESS SHOESOURCE INC 704379106 0.00 0SH DEFINED2 0 0 0
704379106 36.36 700SH DEFINED4 0 0 700
PEGASUS COMMUNICATIONS CORP 705904100 45,903.78 326,137SH DEFINED2 212,803 0 113,334
705904100 118,188.06 839,702SH DEFINED4 0 0 839,702
PENINSULA GAMING LLC 7071329A6 0.00 0SH DEFINED2 0 0 0
7071329A6 0.00 140,840SH DEFINED4 0 0 140,840
PENNCORP FINANCIAL GROUP INC 708094107 8.41 16,819SH DEFINED2 1,375 0 15,443
708094107 4.99 9,971SH DEFINED4 0 0 9,971
PENNEY J C COMPANY 708160106 1,188.51 79,900SH DEFINED2 0 0 79,900
708160106 20,615.26 1,385,900SH DEFINED4 0 0 1,385,900
PENTAIR INC 709631105 8,833.22 238,333SH DEFINED2 51,020 0 187,313
709631105 1,877.22 50,650SH DEFINED4 0 0 50,650
PENTON MEDIA INC 709668107 10,818.47 416,095SH DEFINED2 95,450 0 320,645
709668107 1,050.40 40,400SH DEFINED4 0 0 40,400
PENTAMEDIA GRAPHICS LTD 7096PS9A2 501.75 18,900SH DEFINED2 0 0 18,900
7096PS9A2 4,579.97 172,519SH DEFINED4 0 0 172,519
PEOPLES BANK BRIDGEPORT 710198102 0.00 0SH DEFINED2 0 0 0
710198102 0.00 0SH DEFINED4 0 0 0
PEOPLES ENERGY CORP 711030106 224.99 8,200SH DEFINED2 0 0 8,200
711030106 9,240.95 336,800SH DEFINED4 0 0 336,800
PEOPLES HERITAGE FINANCIAL GROUP711147108 13,561.02 904,068SH DEFINED2 212,040 0 692,028
711147108 2,706.48 180,432SH DEFINED4 0 0 180,432
PEOPLESOFT INC 712713106 1,292.00 64,600SH DEFINED2 0 0 64,600
712713106 60.00 3,000SH DEFINED4 0 0 3,000
PEP BOYS-MANNY MOE & JACK 713278109 71.84 12,100SH DEFINED2 0 0 12,100
713278109 0.00 0SH DEFINED4 0 0 0
PEPSI BOTTLING GROUP INC 713409100 6,115.40 305,770SH DEFINED2 80,750 0 225,020
713409100 28,912.00 1,445,600SH DEFINED4 0 0 1,445,600
PEPSICO INC 713448108 19,883.63 575,295SH DEFINED2 413,980 0 161,315
713448108 411,502.51 11,906,040SH DEFINED4 0 0 11,906,040
PER-SE TECHNOLOGIES INC 713569309 2,860.13 486,831SH DEFINED2 237,732 0 249,099
713569309 791.75 134,766SH DEFINED4 0 0 134,766
PEREGRINE SYSTEMS INC 71366Q101 51,804.57 772,482SH DEFINED2 129,200 0 643,282
71366Q101 311,954.63 4,651,700SH DEFINED4 0 0 4,651,700
PERFORMANCE FOOD GROUP CO 713755106 6,582.19 300,900SH DEFINED2 144,000 0 156,900
713755106 1,811.25 82,800SH DEFINED4 0 0 82,800
PERFORMANCE TECHNOLOGIES INC 71376K102 17,026.41 391,975SH DEFINED2 189,100 0 202,875
71376K102 4,589.17 105,650SH DEFINED4 0 0 105,650
PERKINELMER INC 714046109 46,849.25 704,500SH DEFINED2 224,200 0 480,300
714046109 97,831.81 1,471,155SH DEFINED4 0 0 1,471,155
PEROT SYSTEMS CORP-CL A 714265105 0.00 0SH DEFINED2 0 0 0
714265105 0.00 0SH DEFINED4 0 0 0
PERRIGO CO 714290103 0.00 0SH DEFINED2 0 0 0
714290103 0.00 0SH DEFINED4 0 0 0
PERSONNEL GROUP OF AMER INC 715338109 135.82 22,175SH DEFINED2 13,193 0 8,982
715338109 957.62 156,347SH DEFINED4 0 0 156,347
INDOSAT ADR 715680104 0.00 0SH DEFINED2 0 0 0
715680104 8,554.22 497,700SH DEFINED4 0 0 497,700
PT TELEKOMUNIKASI INDONESIA ADR 715684106 0.00 0SH DEFINED2 0 0 0
715684106 3,732.71 392,917SH DEFINED4 0 0 392,917
PETCO ANIMAL SUPPLIES INC 716016100 7,934.16 668,140SH DEFINED2 325,040 0 343,100
716016100 2,168.13 182,579SH DEFINED4 0 0 182,579
PETRIE STORES-LIQ TR UNITS 716437108 0.00 0SH DEFINED2 0 0 0
716437108 0.00 0SH DEFINED4 0 0 0
PETROLEO BRASILEIRO S.A. ADR 71654V101 10,919.46 400,714SH DEFINED2 53,765 0 346,949
71654V101 5,081.17 186,465SH DEFINED4 0 0 186,465
PHARMACIA & UPJOHN INC 716941109 0.00 0SH DEFINED2 0 0 0
716941109 0.00 0SH DEFINED4 0 0 0
PFIZER INCORPORATED 717081103 55,019.25 1,504,800SH DEFINED2 0 0 1,504,800
717081103 448,822.97 12,275,500SH DEFINED4 0 0 12,275,500
PFSWEB INC 717098107 0.00 0SH DEFINED2 0 0 0
717098107 5,041.60 315,100SH DEFINED4 0 0 315,100
PHARMACEUTICAL PRODUCT DEVEL 717124101 398.03 23,500SH DEFINED2 23,500 0 0
717124101 0.00 0SH DEFINED4 0 0 0
PHELPS DODGE CORP 717265102 922.21 19,415SH DEFINED2 0 0 19,415
717265102 1,518.10 31,960SH DEFINED4 0 0 31,960
PHILADELPHIA CONS HLDG CORP 717528103 1,116.04 75,664SH DEFINED2 33,657 0 42,007
717528103 1,897.00 128,610SH DEFINED4 0 0 128,610
PHILIP MORRIS COMPANIES INC 718154107 14,707.52 696,214SH DEFINED2 55,413 0 640,801
718154107 210,139.08 9,947,412SH DEFINED4 0 0 9,947,412
PHILIPPINE LONG DISTANCE TEL CO 718252604 0.00 0SH DEFINED2 0 0 0
718252604 3,470.51 158,200SH DEFINED4 0 0 158,200
PHILLIPS PETROLEUM CO 718507106 2,890.63 62,500SH DEFINED2 0 0 62,500
718507106 0.00 0SH DEFINED4 0 0 0
PHOENIX SHANNON PLC - SPON ADR 719138109 0.00 38,870SH DEFINED2 33,155 0 5,714
719138109 0.00 223,810SH DEFINED4 0 0 223,810
PHOENIX TECHNOLOGY LTD 719153108 5,927.68 280,600SH DEFINED2 134,800 0 145,800
719153108 1,592.83 75,400SH DEFINED4 0 0 75,400
PHONE.COM INC 71920Q100 38,934.68 238,680SH DEFINED2 44,100 0 194,580
71920Q100 559,802.59 3,431,740SH DEFINED4 0 0 3,431,740
PHOTON DYNAMICS INC 719364101 8,369.70 121,300SH DEFINED2 78,900 0 42,400
719364101 54,537.60 790,400SH DEFINED4 0 0 790,400
PHOTRONICS INC 719405102 308.05 8,723SH DEFINED2 5,881 0 2,842
719405102 1,089.53 30,854SH DEFINED4 0 0 30,854
PIEDMONT NATURAL GAS CO 720186105 0.00 0SH DEFINED2 0 0 0
720186105 8,259.21 316,900SH DEFINED4 0 0 316,900
PIER 1 IMPORTS INC 720279108 30,119.20 2,938,459SH DEFINED2 889,678 0 2,048,781
720279108 10,347.89 1,009,550SH DEFINED4 0 0 1,009,550
PILOT NETWORK SERVICES INC 721596104 5,815.69 175,900SH DEFINED2 136,000 0 39,900
721596104 1,216.70 36,800SH DEFINED4 0 0 36,800
PINNACLE HOLDINGS INC 72346N101 55,969.22 1,013,018SH DEFINED2 615,417 0 397,600
72346N101 297,717.10 5,388,545SH DEFINED4 0 0 5,388,545
PINNACLE WEST CAP CORP 723484101 555.29 19,700SH DEFINED2 0 0 19,700
723484101 10,637.96 377,400SH DEFINED4 0 0 377,400
PIONEER STANDARD ELECTRONICS 723877106 26,285.94 1,668,948SH DEFINED2 373,795 0 1,295,153
723877106 7,054.75 447,921SH DEFINED4 0 0 447,921
PITNEY BOWES INC 724479100 3,499.03 78,300SH DEFINED2 12,100 0 66,200
724479100 15,662.97 350,500SH DEFINED4 0 0 350,500
PITTSTON BRINK'S GROUP 725701106 766.12 45,066SH DEFINED2 24,553 0 20,513
725701106 2,704.41 159,083SH DEFINED4 0 0 159,083
PIVOTAL CORP 72581R106 115.65 3,600SH DEFINED2 0 0 3,600
72581R106 2,325.85 72,400SH DEFINED4 0 0 72,400
PLACER DOME INC 725906101 618.31 76,100SH DEFINED2 0 0 76,100
725906101 0.00 0SH DEFINED4 0 0 0
PLANET HOLLYWOOD INTL INC A 727025108 0.00 0SH DEFINED2 0 0 0
727025108 0.00 0SH DEFINED4 0 0 0
PLEXUS CORP 729132100 0.00 0SH DEFINED2 0 0 0
729132100 21,260.04 319,100SH DEFINED4 0 0 319,100
PLUG POWER INC 72919P103 0.00 0SH DEFINED2 0 0 0
72919P103 3,723.00 43,800SH DEFINED4 0 0 43,800
POGO PRODUCING CO 730448107 1,722.92 60,321SH DEFINED2 25,053 0 35,268
730448107 3,350.59 117,307SH DEFINED4 0 0 117,307
POHANG IRON & STEEL-SPON ADR 730450103 39,066.67 1,420,606SH DEFINED2 484,105 0 936,501
730450103 32,719.06 1,189,784SH DEFINED4 0 0 1,189,784
POHANG IRON & STEEL CO 7304509A3 0.00 0SH DEFINED2 1,975 0 -1,975
7304509A3 1,379.35 14,100SH DEFINED4 0 0 14,100
POLAROID CORPORATION 731095105 11,084.13 466,700SH DEFINED2 98,000 0 368,700
731095105 1,835.88 77,300SH DEFINED4 0 0 77,300
POLYCOM INC 73172K104 0.00 0SH DEFINED2 0 0 0
73172K104 197.97 2,500SH DEFINED4 0 0 2,500
POPULAR INC 733174106 0.00 0SH DEFINED2 0 0 0
733174106 0.00 0SH DEFINED4 0 0 0
PORTAL SOFTWARE 736126103 57,133.37 1,003,440SH DEFINED2 211,300 0 792,140
736126103 578,427.95 10,158,998SH DEFINED4 0 0 10,158,998
PORTUGAL TELECOM S.A. ADR 737273102 0.00 0SH DEFINED2 0 0 0
737273102 8,227.41 661,500SH DEFINED4 0 0 661,500
POTASH CORP SASKATCHEWAN INC 73755L107 50.00 1,000SH DEFINED2 0 0 1,000
73755L107 0.00 0SH DEFINED4 0 0 0
POTLATCH CORP 737628107 288.10 6,700SH DEFINED2 0 0 6,700
737628107 0.00 0SH DEFINED4 0 0 0
POTOMAC ELECTRIC POWER CO 737679100 3,484.34 154,004SH DEFINED2 62,630 0 91,374
737679100 18,785.54 830,300SH DEFINED4 0 0 830,300
POWER INTEGRATIONS INC 739276103 5,245.00 209,800SH DEFINED2 162,200 0 47,600
739276103 832.50 33,300SH DEFINED4 0 0 33,300
POWER ONE INC 739308104 0.00 0SH DEFINED2 0 0 0
739308104 108.68 1,800SH DEFINED4 0 0 1,800
POWERWAVE TECHNOLOGIES INC 739363109 17,337.50 138,700SH DEFINED2 109,600 0 29,100
739363109 10,687.50 85,500SH DEFINED4 0 0 85,500
POWERTEL INC WARRANTS 73936C117 95.36 9,536SH DEFINED2 0 0 9,536
73936C117 2,153.60 215,360SH DEFINED4 0 0 215,360
PRAXAIR INC 74005P104 144,497.44 3,471,410SH DEFINED2 1,576,000 0 1,895,410
74005P104 232,069.37 5,575,240SH DEFINED4 0 0 5,575,240
PREDICTIVE SYSTEMS INC 74036W102 8,251.37 181,100SH DEFINED2 94,900 0 86,200
74036W102 96,751.38 2,123,487SH DEFINED4 0 0 2,123,487
PREMIER PARKS INC 740540208 0.00 0SH DEFINED2 0 0 0
740540208 35.70 1,700SH DEFINED4 0 0 1,700
PREMIUM HOLDINGS LP 144A STK 7405A99K1 0.00 0SH DEFINED2 0 0 0
7405A99K1 151.85 15,185SH DEFINED4 0 0 15,185
PRESIDENTIAL LIFE CORP 740884101 6,296.95 457,960SH DEFINED2 95,480 0 362,480
740884101 1,512.50 110,000SH DEFINED4 0 0 110,000
PRICE COMM 741437305 14,470.50 629,152SH DEFINED2 478,882 0 150,270
741437305 2,774.84 120,645SH DEFINED4 0 0 120,645
PRICE T ROWE ASSOC INC 741477103 1,102.05 27,900SH DEFINED2 0 0 27,900
741477103 98.75 2,500SH DEFINED4 0 0 2,500
PRICELINE.COM INC 741503106 0.00 0SH DEFINED2 0 0 0
741503106 196,200.00 2,452,500SH DEFINED4 0 0 2,452,500
PRIMEDIA INC 74157K101 12,880.00 402,500SH DEFINED2 106,400 0 296,100
74157K101 26,195.20 818,600SH DEFINED4 0 0 818,600
PRIMEX TECHNOLOGIES INC 741597108 8,082.77 379,250SH DEFINED2 182,100 0 197,150
741597108 2,197.32 103,100SH DEFINED4 0 0 103,100
PRIMUS TELECOMMUNICATIONS GRP 741929103 259.52 5,021SH DEFINED2 2,812 0 2,209
741929103 840.85 16,268SH DEFINED4 0 0 16,268
PRIDE INTERNATIONAL INC 741932107 9,621.42 421,761SH DEFINED2 198,014 0 223,747
741932107 5,604.42 245,673SH DEFINED4 0 0 245,673
PRIORITY HEALTHCARE CORP-B 74264T102 16,489.54 328,150SH DEFINED2 253,650 0 74,500
74264T102 3,178.31 63,250SH DEFINED4 0 0 63,250
PROBUSINESS SERVICES INC 742674104 8,514.25 329,850SH DEFINED2 254,600 0 75,250
742674104 1,419.69 55,000SH DEFINED4 0 0 55,000
PROCTER & GAMBLE CO 742718109 17,882.72 317,915SH DEFINED2 0 0 317,915
742718109 1,428.75 25,400SH DEFINED4 0 0 25,400
PRODIGY COMMUNICATIONS CORP 74283P107 0.00 0SH DEFINED2 0 0 0
74283P107 31.63 2,100SH DEFINED4 0 0 2,100
PROGENICS PHARMACEUTICALS 743187106 0.00 0SH DEFINED2 0 0 0
743187106 10,808.00 154,400SH DEFINED4 0 0 154,400
PROGRESSIVE CORP OHIO 743315103 1,300.67 17,100SH DEFINED2 0 0 17,100
743315103 0.00 0SH DEFINED4 0 0 0
PROJECT SOFTWARE 74339P101 2,695.05 47,700SH DEFINED2 14,872 0 32,828
74339P101 1,033.95 18,300SH DEFINED4 0 0 18,300
PROSOFTTRAINING.COM 743477101 11,310.58 501,300SH DEFINED2 387,800 0 113,500
743477101 2,407.42 106,700SH DEFINED4 0 0 106,700
PROTECTION ONE INC 743663304 0.00 1,560SH DEFINED2 1,560 0 0
743663304 0.00 0SH DEFINED4 0 0 0
PROTECTIVE LIFE CORP 743674103 1,766.48 55,637SH DEFINED2 26,669 0 28,968
743674103 6,748.51 212,552SH DEFINED4 0 0 212,552
PROTEIN DESIGN LABS INC 74369L103 200.07 2,517SH DEFINED2 1,199 0 1,318
74369L103 27,775.88 349,382SH DEFINED4 0 0 349,382
PROVIDENCE ENERGY CORP 743743106 0.00 0SH DEFINED2 0 0 0
743743106 4,165.54 109,800SH DEFINED4 0 0 109,800
PROVIDENT BANKSHARES CORP 743859100 6,837.36 434,118SH DEFINED2 90,392 0 343,726
743859100 1,573.09 99,879SH DEFINED4 0 0 99,879
PROVINCE HEALTHCARE CO 743977100 10,376.56 362,500SH DEFINED2 280,300 0 82,200
743977100 36,453.94 1,273,500SH DEFINED4 0 0 1,273,500
PROVIDIAN FINANCIAL CORP 74406A102 38,998.58 450,200SH DEFINED2 44,050 0 406,150
74406A102 205,644.29 2,373,960SH DEFINED4 0 0 2,373,960
PROXICOM INC 744282104 14,086.59 317,892SH DEFINED2 149,700 0 168,192
744282104 168,503.60 3,802,620SH DEFINED4 0 0 3,802,620
PROXIM INC 744284100 26,343.22 220,100SH DEFINED2 143,600 0 76,500
744284100 28,114.59 234,900SH DEFINED4 0 0 234,900
PSINET INC 74437C101 941.01 27,664SH DEFINED2 13,972 0 13,692
74437C101 8,327.84 244,824SH DEFINED4 0 0 244,824
PSI TECHNOLOGIES HLDGS - ADR 74438Q109 4,181.19 251,500SH DEFINED2 190,400 0 61,100
74438Q109 940.98 56,600SH DEFINED4 0 0 56,600
PUBLIC SERVICE CO NEW MEXICO 744499104 5,859.00 372,000SH DEFINED2 80,300 0 291,700
744499104 11,410.88 724,500SH DEFINED4 0 0 724,500
PUBLIC SERVICE ENTERPRISE GROUP 744573106 1,798.24 60,700SH DEFINED2 2,435 0 58,265
744573106 99,280.04 3,351,225SH DEFINED4 0 0 3,351,225
PUGET SOUND ENERGY 745332106 0.00 0SH DEFINED2 0 0 0
745332106 9,693.28 436,880SH DEFINED4 0 0 436,880
PULTE CORP 745867101 227.54 10,900SH DEFINED2 0 0 10,900
745867101 0.00 0SH DEFINED4 0 0 0
QLT PHOTOTHERAPEUTICS INC 746927102 0.00 0SH DEFINED2 0 0 0
746927102 36,564.45 661,800SH DEFINED4 0 0 661,800
QLOGIC CORP 747277101 22,174.58 163,650SH DEFINED2 1,150 0 162,500
747277101 445,976.57 3,291,340SH DEFINED4 0 0 3,291,340
THE QUAKER OATS COMPANY 747402105 5,835.88 96,262SH DEFINED2 103,425 0 -7,163
747402105 211,920.20 3,495,591SH DEFINED4 0 0 3,495,591
QUALCOMM INC 747525103 578,833.95 3,876,661SH DEFINED2 1,553,224 0 2,323,437
747525103 1,328,149.44 8,895,099SH DEFINED4 0 0 8,895,099
QUANEX CORP 747620102 8,608.53 478,252SH DEFINED2 115,195 0 363,057
747620102 4,477.02 248,723SH DEFINED4 0 0 248,723
QUANTA SERVICES INC 74762E102 0.00 0SH DEFINED2 0 0 0
74762E102 321.64 5,300SH DEFINED4 0 0 5,300
QUANTUM EFFECT DEVICES INC 74764T107 7,508.64 94,300SH DEFINED2 57,400 0 36,900
74764T107 80,867.15 1,015,600SH DEFINED4 0 0 1,015,600
QUANTUM CORP 747906105 563.11 24,285SH DEFINED2 12,002 0 12,283
747906105 2,870.59 123,799SH DEFINED4 0 0 123,799
QUANTUM CORP-DLT & STORAGE 747906204 642.24 53,800SH DEFINED2 0 0 53,800
747906204 7,607.77 637,300SH DEFINED4 0 0 637,300
QUEENS CNTY BANCORP INC 748242104 0.00 0SH DEFINED2 0 0 0
748242104 126.44 7,000SH DEFINED4 0 0 7,000
QUEPASA.COM 2431835 74833W107 0.00 0SH DEFINED2 0 0 0
74833W107 0.00 1,500SH DEFINED4 0 0 1,500
QUEST SOFTWARE INC 74834T103 19,426.83 172,300SH DEFINED2 21,800 0 150,500
74834T103 184,499.59 1,636,360SH DEFINED4 0 0 1,636,360
QUESTAR CORP 748356102 0.00 0SH DEFINED2 0 0 0
748356102 6,465.32 348,300SH DEFINED4 0 0 348,300
QUINENCO S.A. ADR 748718103 0.00 0SH DEFINED2 0 0 0
748718103 36.00 3,200SH DEFINED4 0 0 3,200
QUINTILES TRANSNATIONAL CORP 748767100 455.57 26,700SH DEFINED2 0 0 26,700
748767100 51.19 3,000SH DEFINED4 0 0 3,000
QUORUM HEALTH 749084109 6,577.86 653,700SH DEFINED2 321,300 0 332,400
749084109 1,771.03 176,003SH DEFINED4 0 0 176,003
QWEST COMMUNICATIONS INTL 749121109 1,266.68 26,117SH DEFINED2 9,428 0 16,689
749121109 5,474.88 112,884SH DEFINED4 0 0 112,884
R & B FALCON CORP 74912E101 0.00 0SH DEFINED2 0 0 0
74912E101 64.97 3,300SH DEFINED4 0 0 3,300
R&B FALCON CORP WTS 144A P/P 5/174912E119 672.00 1,920SH DEFINED2 470 0 1,450
74912E119 6,219.50 17,770SH DEFINED4 0 0 17,770
RCN CORPORATION 749361101 0.00 0SH DEFINED2 0 0 0
749361101 43.10 800SH DEFINED4 0 0 800
RF MICRO DEVICES INC 749941100 13,571.88 101,000SH DEFINED2 23,300 0 77,700
749941100 357,222.50 2,658,400SH DEFINED4 0 0 2,658,400
RACING CHAMPIONS CORP 750069106 2,133.17 559,520SH DEFINED2 170,006 0 389,514
750069106 601.78 157,845SH DEFINED4 0 0 157,845
RADIAN GROUP INC 750236101 0.00 0SH DEFINED2 0 0 0
750236101 219.08 4,600SH DEFINED4 0 0 4,600
RADIO ONE INC 75040P108 57,677.26 865,700SH DEFINED2 330,400 0 535,300
75040P108 177,496.46 2,664,112SH DEFINED4 0 0 2,664,112
RADISYS CORP 750459109 9,638.04 160,300SH DEFINED2 123,900 0 36,400
750459109 1,791.73 29,800SH DEFINED4 0 0 29,800
RALSTON-RALSTON PURINA GROUP 751277302 2,006.59 73,300SH DEFINED2 0 0 73,300
751277302 76.65 2,800SH DEFINED4 0 0 2,800
RANGE RESOURCES CORP 75281A109 4,166.32 1,904,605SH DEFINED2 396,740 0 1,507,865
75281A109 756.00 345,600SH DEFINED4 0 0 345,600
RANK GROUP PLC SP ADR 753037100 20.00 4,000SH DEFINED2 0 0 4,000
753037100 0.00 0SH DEFINED4 0 0 0
RARE HOSPITALITY INTL INC 753820109 0.00 0SH DEFINED2 0 0 0
753820109 130.23 6,700SH DEFINED4 0 0 6,700
RARE MEDIUM GROUP INC 75382N109 3,406.45 77,200SH DEFINED2 9,100 0 68,100
75382N109 122,679.94 2,780,282SH DEFINED4 0 0 2,780,282
RARE MEDIUM GROUP P/P 144A 75382N9A9 2,206.25 50,000SH DEFINED2 0 0 50,000
75382N9A9 86,043.75 1,950,000SH DEFINED4 0 0 1,950,000
RATIONAL SOFTWARE CORP 75409P202 86,732.04 1,133,752SH DEFINED2 242,693 0 891,059
75409P202 546,317.68 7,141,408SH DEFINED4 0 0 7,141,408
RAYTHEON CO CL A 755111309 214.74 11,415SH DEFINED2 1,600 0 9,815
755111309 32,323.64 1,718,200SH DEFINED4 0 0 1,718,200
RAYTHEON CO CL B 755111408 1,491.00 84,000SH DEFINED2 1,735 0 82,265
755111408 16,340.30 920,580SH DEFINED4 0 0 920,580
RAZORFISH INC 755236106 6,407.39 232,996SH DEFINED2 180,022 0 52,974
755236106 92,886.04 3,377,674SH DEFINED4 0 0 3,377,674
READERS DIGEST ASSN CL A 755267101 637.60 18,024SH DEFINED2 7,760 0 10,264
755267101 5,520.41 156,054SH DEFINED4 0 0 156,054
REALNETWORKS 75605L104 7,400.74 129,980SH DEFINED2 16,800 0 113,180
75605L104 297,499.01 5,225,010SH DEFINED4 0 0 5,225,010
RECOTON CORP 756268108 8,768.42 742,300SH DEFINED2 360,200 0 382,100
756268108 2,373.13 200,900SH DEFINED4 0 0 200,900
REDBACK NETWORKS 757209101 72,381.01 241,320SH DEFINED2 78,103 0 163,217
757209101 855,356.72 2,851,783SH DEFINED4 0 0 2,851,783
REEBOK INTERNATIONAL LTD 758110100 119.33 12,900SH DEFINED2 0 0 12,900
758110100 0.00 0SH DEFINED4 0 0 0
REGAL BELOIT CORP 758750103 8,295.30 474,017SH DEFINED2 101,170 0 372,847
758750103 1,722.00 98,400SH DEFINED4 0 0 98,400
REGENT COMMUNICATIONS INC 758865109 6,340.95 512,400SH DEFINED2 396,800 0 115,600
758865109 8,418.71 680,300SH DEFINED4 0 0 680,300
REGIS CORP 758932107 8,948.38 604,110SH DEFINED2 127,070 0 477,040
758932107 1,574.87 106,320SH DEFINED4 0 0 106,320
REGIONS FINANCIAL CORP 758940100 1,163.44 51,000SH DEFINED2 0 0 51,000
758940100 57.03 2,500SH DEFINED4 0 0 2,500
REHABCARE 759148109 8,075.28 327,100SH DEFINED2 253,100 0 74,000
759148109 1,481.25 60,000SH DEFINED4 0 0 60,000
RELIANCE STEEL & ALUMINUM 759509102 6,631.95 296,400SH DEFINED2 141,200 0 155,200
759509102 1,856.16 82,957SH DEFINED4 0 0 82,957
RELIANT ENERGY INC 75952J108 9,960.84 424,996SH DEFINED2 353,000 0 71,996
75952J108 148,985.16 6,356,700SH DEFINED4 0 0 6,356,700
RELIASTAR FINANCIAL CORP 75952U103 2,256.75 66,620SH DEFINED2 19,120 0 47,500
75952U103 84.69 2,500SH DEFINED4 0 0 2,500
REMEDY CORP 759548100 0.00 0SH DEFINED2 0 0 0
759548100 88.46 2,100SH DEFINED4 0 0 2,100
REMEDYTEMP INC-CL A 759549108 6,268.01 283,300SH DEFINED2 134,600 0 148,700
759549108 1,949.21 88,100SH DEFINED4 0 0 88,100
RENAL TREATMENT CTRS INC 759671100 0.00 0SH DEFINED2 0 0 0
759671100 72.09 72,088SH DEFINED4 0 0 72,088
RENAL CARE GROUP INC 759930100 0.00 0SH DEFINED2 0 0 0
759930100 0.02 1SH DEFINED4 0 0 1
RENT-WAY INC 76009U104 0.00 0SH DEFINED2 0 0 0
76009U104 0.00 0SH DEFINED4 0 0 0
REPUBIC BANCORP INC 760282103 2,489.18 266,400SH DEFINED2 122,100 0 144,300
760282103 768.99 82,300SH DEFINED4 0 0 82,300
REPUBLIC SERVICES INC-CL A 760759100 1,531.25 140,000SH DEFINED2 40,000 0 100,000
760759100 12,791.41 1,169,500SH DEFINED4 0 0 1,169,500
RESMED INC 761152107 16,751.71 234,700SH DEFINED2 181,600 0 53,100
761152107 20,134.89 282,100SH DEFINED4 0 0 282,100
RETEK INC 76128Q109 1,490.99 36,200SH DEFINED2 2,300 0 33,900
76128Q109 34,581.03 839,600SH DEFINED4 0 0 839,600
REUTERS HLDGS PLC SPONS ADR 76132M102 0.00 0SH DEFINED2 0 0 0
76132M102 0.00 0SH DEFINED4 0 0 0
REVLON INC CL A 761525500 0.00 0SH DEFINED2 0 0 0
761525500 0.00 0SH DEFINED4 0 0 0
REXALL SUNDOWN INC 761648104 7,441.05 526,800SH DEFINED2 407,400 0 119,400
761648104 20,330.11 1,439,300SH DEFINED4 0 0 1,439,300
REYNOLDS AND REYNOLDS CO CL A 761695105 0.00 0SH DEFINED2 0 0 0
761695105 67.50 2,500SH DEFINED4 0 0 2,500
REYNOLDS METAL COMPANY 761763101 1,016.50 15,200SH DEFINED2 0 0 15,200
761763101 53.50 800SH DEFINED4 0 0 800
RJ REYNOLDS TOBACCO HOLDINGS 76182K105 0.00 0SH DEFINED2 0 0 0
76182K105 98.60 5,800SH DEFINED4 0 0 5,800
RHYTHMS NET WARR P/P 144A 05/15/762430114 0.00 0SH DEFINED2 0 0 0
762430114 146.01 1,080SH DEFINED4 0 0 1,080
RHYTHMS NETCONNECTIONS INC 762430205 6,876.58 186,800SH DEFINED2 17,300 0 169,500
762430205 24,958.88 678,000SH DEFINED4 0 0 678,000
RIBOZYME PHARMACEUTICALS INC 762567105 0.00 0SH DEFINED2 0 0 0
762567105 0.00 0SH DEFINED4 0 0 0
RICHMOND COUNTY FINL CORP 764556106 0.00 0SH DEFINED2 0 0 0
764556106 0.00 0SH DEFINED4 0 0 0
RIO TINTO LIMITED-SPONS ADR 767202104 0.00 0SH DEFINED2 0 0 0
767202104 0.00 0SH DEFINED4 0 0 0
RIO TINTO PLC-SPON ADR 767204100 0.00 0SH DEFINED2 0 0 0
767204100 0.00 0SH DEFINED4 0 0 0
RITE AID CORP 767754104 1,309.27 238,049SH DEFINED2 54,436 0 183,612
767754104 53,742.42 9,771,348SH DEFINED4 0 0 9,771,348
RIVERDEEP GROUP PLC-SPON ADR 76870Q109 464.24 11,516SH DEFINED2 0 0 11,516
76870Q109 4,630.86 114,874SH DEFINED4 0 0 114,874
ROBERT HALF INTL INC 770323103 47.44 1,000SH DEFINED2 0 0 1,000
770323103 6,038.79 127,300SH DEFINED4 0 0 127,300
ROCKWELL INTL CORP 773903109 94,777.61 2,266,729SH DEFINED2 827,560 0 1,439,169
773903109 441,584.91 10,561,074SH DEFINED4 0 0 10,561,074
ROGERS COMMUNICATIONS INC CL B 775109200 0.00 0SH DEFINED2 0 0 0
775109200 6,248.10 347,117SH DEFINED4 0 0 347,117
ROHM & HAAS CO 775371107 2,853.72 63,949SH DEFINED2 99,100 0 -35,151
775371107 35,070.79 785,900SH DEFINED4 0 0 785,900
ROMAC INTERNATIONAL INC 775835101 5,965.84 658,300SH DEFINED2 511,300 0 147,000
775835101 991.44 109,400SH DEFINED4 0 0 109,400
ROPER INDUSTRIES INC 776696106 8,630.31 254,300SH DEFINED2 121,300 0 133,000
776696106 2,292.65 67,555SH DEFINED4 0 0 67,555
ROSS STORES INC 778296103 0.00 0SH DEFINED2 0 0 0
778296103 86.63 3,600SH DEFINED4 0 0 3,600
ROUGE INDUSTRIES INC CL A 779088103 0.00 0SH DEFINED2 0 0 0
779088103 0.00 0SH DEFINED4 0 0 0
ROWAN COMPANIES INC 779382100 632.91 21,500SH DEFINED2 0 0 21,500
779382100 2,714.14 92,200SH DEFINED4 0 0 92,200
ROYAL DUTCH PETRO NY REG SH PAR 780257804 229,900.60 3,993,930SH DEFINED2 1,832,565 0 2,161,365
780257804 1,213,095.55 21,074,407SH DEFINED4 0 0 21,074,407
RUBY TUESDAY INC 781182100 0.00 0SH DEFINED2 0 0 0
781182100 150.50 8,600SH DEFINED4 0 0 8,600
RUDDICK CORP 781258108 6,891.58 630,087SH DEFINED2 135,800 0 494,287
781258108 1,296.09 118,500SH DEFINED4 0 0 118,500
RUDOLPH TECHNOLOGIES INC 781270103 4,446.00 98,800SH DEFINED2 76,600 0 22,200
781270103 928.67 20,637SH DEFINED4 0 0 20,637
RURAL CELLULAR CORP CL A 781904107 8,391.26 124,200SH DEFINED2 93,600 0 30,600
781904107 1,547.18 22,900SH DEFINED4 0 0 22,900
RUSSELL CORP 782352108 110.21 7,700SH DEFINED2 0 0 7,700
782352108 0.00 0SH DEFINED4 0 0 0
RYANAIR HOLDINGS ADR 783513104 9,560.35 208,400SH DEFINED2 18,300 0 190,100
783513104 265,546.52 5,788,480SH DEFINED4 0 0 5,788,480
RYDER SYSTEM INC 783549108 338.04 14,900SH DEFINED2 0 0 14,900
783549108 56.72 2,500SH DEFINED4 0 0 2,500
SBC COMMUNICATIONS INC 78387G103 73,624.82 1,752,972SH DEFINED2 913,996 0 838,976
78387G103 1,473,922.59 35,093,395SH DEFINED4 0 0 35,093,395
SBA COMMUNICATIONS CORP 78388J106 28,371.20 644,800SH DEFINED2 448,700 0 196,100
78388J106 106,141.20 2,412,300SH DEFINED4 0 0 2,412,300
SCI SYSTEMS INC 783890106 144,009.04 2,676,126SH DEFINED2 1,247,249 0 1,428,877
783890106 198,852.54 3,695,285SH DEFINED4 0 0 3,695,285
SCP POOL CORP 784028102 0.00 0SH DEFINED2 0 0 0
784028102 110.25 3,600SH DEFINED4 0 0 3,600
SDL INC 784076101 71,387.63 335,350SH DEFINED2 104,950 0 230,400
784076101 1,153,555.79 5,418,935SH DEFINED4 0 0 5,418,935
SEI CORP 784117103 0.00 0SH DEFINED2 0 0 0
784117103 90.75 800SH DEFINED4 0 0 800
SFX ENTERTAINMENT INC 784178105 8,460.43 207,300SH DEFINED2 51,400 0 155,900
784178105 200,324.08 4,908,400SH DEFINED4 0 0 4,908,400
SK TELECOM CO LTD ADR 78440P108 16,425.33 421,162SH DEFINED2 94,741 0 326,421
78440P108 68,535.64 1,757,324SH DEFINED4 0 0 1,757,324
SLM HOLDING CORP 78442A109 1,235.89 37,100SH DEFINED2 0 0 37,100
78442A109 123.26 3,700SH DEFINED4 0 0 3,700
SLI INC 78442T108 982.60 57,800SH DEFINED2 27,700 0 30,100
78442T108 266.90 15,700SH DEFINED4 0 0 15,700
S3 INCORPORATED 784849101 972.42 46,306SH DEFINED2 21,852 0 24,454
784849101 7,249.47 345,213SH DEFINED4 0 0 345,213
SABRE HOLDINGS CORP 785905100 1,140.38 30,873SH DEFINED2 0 0 30,873
785905100 29.36 795SH DEFINED4 0 0 795
SAFECO CORPORATION 786429100 823.44 31,000SH DEFINED2 0 0 31,000
786429100 0.00 0SH DEFINED4 0 0 0
SAFEGUARD SCIENTIFICS INC 786449108 1,128.45 16,049SH DEFINED2 8,667 0 7,382
786449108 16,512.76 234,848SH DEFINED4 0 0 234,848
SAFETY-KLEEN CORP 78648R203 799.05 608,800SH DEFINED2 295,100 0 313,700
78648R203 183.56 139,859SH DEFINED4 0 0 139,859
SAFEWAY INC 786514208 5,375.70 118,800SH DEFINED2 0 0 118,800
786514208 524.90 11,600SH DEFINED4 0 0 11,600
SAGA COMMUNICATIONS CLASS A 786598102 7,303.25 381,870SH DEFINED2 276,178 0 105,692
786598102 1,164.08 60,867SH DEFINED4 0 0 60,867
SAGA SYSTEMS INC 786610105 536.25 15,000SH DEFINED2 15,000 0 0
786610105 489.78 13,700SH DEFINED4 0 0 13,700
ST JUDE MEDICAL INC 790849103 504.63 19,550SH DEFINED2 0 0 19,550
790849103 0.00 0SH DEFINED4 0 0 0
ST MARY LAND & EXPLORATION CO 792228108 10,312.85 345,200SH DEFINED2 74,100 0 271,100
792228108 1,806.42 60,466SH DEFINED4 0 0 60,466
ST PAUL COMPANIES INC 792860108 2,091.41 61,287SH DEFINED2 2,638 0 58,648
792860108 72,241.55 2,116,968SH DEFINED4 0 0 2,116,968
SAKS INCORPORATED 79377W108 4,336.44 299,065SH DEFINED2 78,365 0 220,700
79377W108 47.85 3,300SH DEFINED4 0 0 3,300
SALEM COMMUNICATIONS CORP-CL A 794093104 5,302.64 444,200SH DEFINED2 342,200 0 102,000
794093104 3,549.02 297,300SH DEFINED4 0 0 297,300
SALOMON INC 79549B107 0.00 0SH DEFINED2 0 0 0
79549B107 281.25 281,250SH DEFINED4 0 0 281,250
SALTON INC 795757103 0.00 0SH DEFINED2 0 0 0
795757103 164.83 3,800SH DEFINED4 0 0 3,800
SANDISK CORP 80004C101 0.00 0SH DEFINED2 0 0 0
80004C101 379.75 3,100SH DEFINED4 0 0 3,100
SANDOZ REGISTERED SWITZ 8000529D6 0.11 106SH DEFINED2 0 0 106
8000529D6 0.00 4SH DEFINED4 0 0 4
SANMINA CORPORATION 800907107 53,974.00 798,875SH DEFINED2 199,493 0 599,382
800907107 542,409.23 8,028,259SH DEFINED4 0 0 8,028,259
SANTA BARBARA RESTAURANT GRP 801378100 0.00 0SH DEFINED2 0 0 0
801378100 0.00 0SH DEFINED4 0 0 0
SANTA FE SNYDER CORP 80218K105 624.66 64,900SH DEFINED2 64,900 0 0
80218K105 0.00 0SH DEFINED4 0 0 0
SAPIENT CORP 803062108 13,361.29 159,300SH DEFINED2 38,000 0 121,300
803062108 314,573.19 3,750,500SH DEFINED4 0 0 3,750,500
SARA LEE CORPORATION 803111103 12,674.90 704,161SH DEFINED2 166,955 0 537,206
803111103 295,151.83 16,397,324SH DEFINED4 0 0 16,397,324
SATYAM INFOWAY LTD ADR 804099109 1,163.66 21,700SH DEFINED2 0 0 21,700
804099109 0.00 0SH DEFINED4 0 0 0
SAWTEK INC 805468105 28,162.99 535,800SH DEFINED2 101,900 0 433,900
805468105 107,705.82 2,049,100SH DEFINED4 0 0 2,049,100
SCANA CORP 80589M102 2,563.32 104,359SH DEFINED2 0 0 104,359
80589M102 17,159.36 698,600SH DEFINED4 0 0 698,600
SCANDINAVIAN BROADCAST SYS 8059069A4 0.00 31,754SH DEFINED2 12,702 0 19,053
8059069A4 0.00 103,502SH DEFINED4 0 0 103,502
SCHERING PLOUGH CORP 806605101 355,111.50 9,662,898SH DEFINED2 4,610,901 0 5,051,997
806605101 886,773.24 24,129,884SH DEFINED4 0 0 24,129,884
SCHLUMBERGER LTD 806857108 79,145.29 1,034,579SH DEFINED2 118,450 0 916,129
806857108 921,074.84 12,040,194SH DEFINED4 0 0 12,040,194
SCHOLASTIC CORP 807066105 0.00 0SH DEFINED2 0 0 0
807066105 0.00 0SH DEFINED4 0 0 0
SCHWAB (CHARLES) CORP 808513105 245,498.12 4,321,199SH DEFINED2 1,583,818 0 2,737,381
808513105 1,062,413.63 18,700,350SH DEFINED4 0 0 18,700,350
SCIENT CORP 80864H109 9,295.47 102,500SH DEFINED2 5,000 0 97,500
80864H109 191,051.36 2,106,700SH DEFINED4 0 0 2,106,700
SCIENTIFIC ATLANTA INC 808655104 4,783.19 75,400SH DEFINED2 0 0 75,400
808655104 17,039.31 268,600SH DEFINED4 0 0 268,600
SCOTTISH POWER PLC ADR 81013T705 29.41 928SH DEFINED2 0 0 928
81013T705 0.00 0SH DEFINED4 0 0 0
SEACHANGE INTERNATIONAL INC 811699107 26,779.08 434,549SH DEFINED2 302,049 0 132,500
811699107 4,039.52 65,550SH DEFINED4 0 0 65,550
SEAGATE TECHNOLOGY 811804103 4,939.90 81,990SH DEFINED2 59,445 0 22,545
811804103 121,717.35 2,020,205SH DEFINED4 0 0 2,020,205
SEAGRAM CO LTD 811850106 12,988.72 218,298SH DEFINED2 87,524 0 130,774
811850106 216,362.95 3,636,352SH DEFINED4 0 0 3,636,352
SEACOR SMIT INC 811904101 547.03 9,061SH DEFINED2 4,409 0 4,652
811904101 2,261.32 37,455SH DEFINED4 0 0 37,455
SEALED AIR CORP (NEW) 81211K100 170,959.02 3,147,692SH DEFINED2 1,205,045 0 1,942,647
81211K100 338,259.12 6,228,016SH DEFINED4 0 0 6,228,016
SEARS ROEBUCK & CO 812387108 2,874.46 93,100SH DEFINED2 0 0 93,100
812387108 22,952.48 743,400SH DEFINED4 0 0 743,400
SELECTICA INC 816288104 1,041.35 11,800SH DEFINED2 0 0 11,800
816288104 1,147.25 13,000SH DEFINED4 0 0 13,000
SEMTECH CORP 816850101 461.17 7,199SH DEFINED2 3,434 0 3,765
816850101 1,353.27 21,124SH DEFINED4 0 0 21,124
AP SEMPRA ENERGY 816851109 5,951.04 355,286SH DEFINED2 106,977 0 248,309
816851109 124,012.73 7,403,745SH DEFINED4 0 0 7,403,745
SEMITOOL INC 816909105 0.00 0SH DEFINED2 0 0 0
816909105 683.85 37,600SH DEFINED4 0 0 37,600
SENSORMATIC ELECTRONICS CORP 817265101 1,301.51 58,006SH DEFINED2 25,914 0 32,093
817265101 512.02 22,820SH DEFINED4 0 0 22,820
SENSORMATIC ELEC COM RESTRICTED 817265606 367.23 16,367SH DEFINED2 9,783 0 6,584
817265606 677.07 30,176SH DEFINED4 0 0 30,176
SEPRACOR 817315104 37,544.55 515,633SH DEFINED2 119,336 0 396,297
817315104 575,237.11 7,900,252SH DEFINED4 0 0 7,900,252
SEQUENOM INC 817337108 0.00 0SH DEFINED2 0 0 0
817337108 7.88 200SH DEFINED4 0 0 200
SERENA SOFTWARE INC 817492101 0.00 0SH DEFINED2 0 0 0
817492101 234.28 7,350SH DEFINED4 0 0 7,350
SEROLOGICALS CORP 817523103 1,363.73 250,800SH DEFINED2 118,500 0 132,300
817523103 347.46 63,900SH DEFINED4 0 0 63,900
SERVICE CORP INTL 817565104 2,459.64 819,880SH DEFINED2 968,295 0 -148,415
817565104 33,773.84 11,257,945SH DEFINED4 0 0 11,257,945
SERVICEMASTER COMPANY 81760N109 36.00 3,200SH DEFINED2 0 0 3,200
81760N109 133.88 11,900SH DEFINED4 0 0 11,900
724 SOLUTIONS INC 81788Q100 3,000.45 24,100SH DEFINED2 0 0 24,100
81788Q100 286.35 2,300SH DEFINED4 0 0 2,300
SHARED MEDICAL SYSTEMS CORP 819486101 11,245.67 216,784SH DEFINED2 45,110 0 171,674
819486101 1,864.91 35,950SH DEFINED4 0 0 35,950
SHAW INDUSTRIES INCORPORATED 820286102 7,959.94 524,111SH DEFINED2 283,394 0 240,717
820286102 29,922.00 1,970,173SH DEFINED4 0 0 1,970,173
SHERWIN WILLIAMS CO 824348106 877.50 40,000SH DEFINED2 0 0 40,000
824348106 65.81 3,000SH DEFINED4 0 0 3,000
SHIRE PHARMACEUTICALS GRP-ADR 82481R106 0.00 0SH DEFINED2 0 0 0
82481R106 60,633.00 1,183,083SH DEFINED4 0 0 1,183,083
SHOLODGE INC 825034101 0.00 0SH DEFINED2 0 0 0
825034101 0.00 128,700SH DEFINED4 0 0 128,700
SIEBEL SYSTEMS INC 826170102 115,423.96 966,396SH DEFINED2 298,416 0 667,980
826170102 252,169.54 2,111,310SH DEFINED4 0 0 2,111,310
SIERRA PACIFIC RESOURCES 826428104 0.00 0SH DEFINED2 0 0 0
826428104 11,701.00 936,080SH DEFINED4 0 0 936,080
SIGMA ALDRICH CORP 826552101 634.25 23,600SH DEFINED2 0 0 23,600
826552101 24.19 900SH DEFINED4 0 0 900
SIGNAL TECHNOLOGY CORP 826675100 8,477.56 324,500SH DEFINED2 252,200 0 72,300
826675100 1,977.66 75,700SH DEFINED4 0 0 75,700
SIGNATURE BRANDS WARRANT 08/15/082667M111 0.00 150SH DEFINED2 0 0 150
82667M111 0.08 7,580SH DEFINED4 0 0 7,580
SIGCORP INC 826912107 0.00 0SH DEFINED2 0 0 0
826912107 0.00 0SH DEFINED4 0 0 0
SILICON LABORATORIES INC 826919102 115.05 1,300SH DEFINED2 0 0 1,300
826919102 2,982.45 33,700SH DEFINED4 0 0 33,700
SILICON GRAPHICS INC 827056102 455.24 43,100SH DEFINED2 0 0 43,100
827056102 728.45 68,966SH DEFINED4 0 0 68,966
SILICON IMAGE INC 82705T102 0.00 0SH DEFINED2 0 0 0
82705T102 41,606.96 580,900SH DEFINED4 0 0 580,900
SILKNET SOFTWARE INC 827094103 6,236.05 59,962SH DEFINED2 5,900 0 54,062
827094103 207,224.47 1,992,543SH DEFINED4 0 0 1,992,543
SILVERSTREAM SOFTWARE INC 827907106 8,548.45 115,715SH DEFINED2 64,700 0 51,015
827907106 63,344.71 857,458SH DEFINED4 0 0 857,458
SIMON PROPERTY GROUP INC REIT 828806109 14.40 600SH DEFINED2 0 0 600
828806109 0.00 0SH DEFINED4 0 0 0
SIMPSON MANUFACTURING CO INC 829073105 0.00 0SH DEFINED2 0 0 0
829073105 0.00 0SH DEFINED4 0 0 0
SINCLAIR BROADCAST GROUP INC 829226109 378.09 42,304SH DEFINED2 19,856 0 22,448
829226109 4,978.21 557,002SH DEFINED4 0 0 557,002
SIRIUS SATELLITE RADIO INC 82966U103 254.34 4,462SH DEFINED2 2,424 0 2,038
82966U103 4,391.79 77,049SH DEFINED4 0 0 77,049
SIPEX CORPORATION 829909100 22,020.88 623,600SH DEFINED2 483,600 0 140,000
829909100 20,152.84 570,700SH DEFINED4 0 0 570,700
SKILLSOFT CORPORATION 83066P101 10,718.25 368,800SH DEFINED2 285,300 0 83,500
83066P101 2,034.38 70,000SH DEFINED4 0 0 70,000
SKYWEST INC 830879102 0.00 0SH DEFINED2 0 0 0
830879102 121.29 3,100SH DEFINED4 0 0 3,100
SMARTFORCE PLC ADR 83170A206 275.25 6,000SH DEFINED2 0 0 6,000
83170A206 94,618.56 2,062,530SH DEFINED4 0 0 2,062,530
SMITH INTERNATIONAL INC 832110100 26,655.04 343,936SH DEFINED2 96,930 0 247,006
832110100 62,108.50 801,400SH DEFINED4 0 0 801,400
SMITHFIELD FOODS INC 832248108 5,390.00 269,500SH DEFINED2 139,600 0 129,900
832248108 1,783.10 89,155SH DEFINED4 0 0 89,155
SMITHKLINE BEECHAM PLC ADR 832378301 0.00 0SH DEFINED2 0 0 0
832378301 60,427.37 914,700SH DEFINED4 0 0 914,700
SMURFIT-STONE CONTAINER CORP 832727101 6,410.59 378,485SH DEFINED2 235,100 0 143,385
832727101 41,130.14 2,428,348SH DEFINED4 0 0 2,428,348
SNAP-ON INC 833034101 373.17 14,250SH DEFINED2 0 0 14,250
833034101 0.00 0SH DEFINED4 0 0 0
QUIMICA Y MINERA CHILE-SA ADR 833635105 0.00 0SH DEFINED2 0 0 0
833635105 5.45 200SH DEFINED4 0 0 200
QUIMICA Y MINERA CHILE SA ADR-A 833636103 0.00 0SH DEFINED2 0 0 0
833636103 0.52 17SH DEFINED4 0 0 17
SOFTWARE SOLUTION INTEG 8339ST9A0 0.00 0SH DEFINED2 0 0 0
8339ST9A0 0.00 0SH DEFINED4 0 0 0
SOFTKEY INTL INC 83402N109 42.16 2,075SH DEFINED2 0 0 2,075
83402N109 95.81 4,717SH DEFINED4 0 0 4,717
SOFTWARE.COM INC 83402P104 14,936.61 115,900SH DEFINED2 9,600 0 106,300
83402P104 254,154.13 1,972,098SH DEFINED4 0 0 1,972,098
SOLECTRON CORP 834182107 94,063.48 2,347,918SH DEFINED2 1,263,231 0 1,084,687
834182107 405,197.18 10,114,126SH DEFINED4 0 0 10,114,126
SOMERA COMMUNICATIONS INC 834458101 6,285.60 518,400SH DEFINED2 401,800 0 116,600
834458101 1,041.54 85,900SH DEFINED4 0 0 85,900
SONOCO PRODUCTS CO 835495102 0.00 0SH DEFINED2 0 0 0
835495102 58.75 2,500SH DEFINED4 0 0 2,500
SONOSIGHT INC 83568G104 0.00 0SH DEFINED2 0 0 0
83568G104 20,638.28 620,700SH DEFINED4 0 0 620,700
SOUTH JERSEY INDUSTRIES 838518108 0.00 0SH DEFINED2 0 0 0
838518108 1,265.62 44,900SH DEFINED4 0 0 44,900
SOUTHDOWN INC 841297104 0.00 0SH DEFINED2 0 0 0
841297104 82.60 1,400SH DEFINED4 0 0 1,400
SOUTHERN COMPANY 842587107 3,540.90 162,800SH DEFINED2 0 0 162,800
842587107 4,554.45 209,400SH DEFINED4 0 0 209,400
SOUTHERN MINERAL CORP 843367202 0.00 0SH DEFINED2 0 0 0
843367202 238.35 181,598SH DEFINED4 0 0 181,598
SOUTHTRUST CORP 844730101 994.61 39,100SH DEFINED2 0 0 39,100
844730101 0.00 0SH DEFINED4 0 0 0
SOUTHWEST AIRLINES CO 844741108 4,664.55 224,123SH DEFINED2 21,615 0 202,508
844741108 5,280.32 253,709SH DEFINED4 0 0 253,709
SOUTHWEST BANCORP OF TEXAS 84476R109 7,778.89 400,200SH DEFINED2 200,200 0 200,000
84476R109 2,174.22 111,857SH DEFINED4 0 0 111,857
SOUTHWEST GAS CORP 844895102 0.00 0SH DEFINED2 0 0 0
844895102 3,111.00 163,200SH DEFINED4 0 0 163,200
SOVEREIGN BANCORP INC 845905108 6,743.07 891,646SH DEFINED2 186,300 0 705,346
845905108 1,808.88 239,191SH DEFINED4 0 0 239,191
SPACEHAB INC 846243103 0.00 59,446SH DEFINED2 29,872 0 29,574
846243103 0.00 232,986SH DEFINED4 0 0 232,986
SPANISH BROADCAST SYS-A 144A 846425866 459.90 25,550SH DEFINED2 0 0 25,550
846425866 8,865.99 492,555SH DEFINED4 0 0 492,555
SPANISH BROADCASTING SYS-B 144A 846425874 221.26 16,150SH DEFINED2 16,150 0 0
846425874 0.00 0SH DEFINED4 0 0 0
SPANISH BROADCASTING SYS CL-A 846425882 35,456.43 1,511,800SH DEFINED2 316,500 0 1,195,300
846425882 91,243.84 3,890,477SH DEFINED4 0 0 3,890,477
SPECIALTY FOODS P/P 144A 847498102 0.00 0SH DEFINED2 0 0 0
847498102 4.15 414,525SH DEFINED4 0 0 414,525
SPECTRA PHYSICS LASERS 847568102 0.00 0SH DEFINED2 0 0 0
847568102 11,124.75 244,500SH DEFINED4 0 0 244,500
SPECTRALINK CORP 847580107 5,324.40 295,800SH DEFINED2 229,000 0 66,800
847580107 6,863.40 381,300SH DEFINED4 0 0 381,300
SPEEDWAY MOTORSPORTS INC 847788106 3,156.81 126,589SH DEFINED2 62,900 0 63,689
847788106 565.92 22,694SH DEFINED4 0 0 22,694
SPIEKER PROPERTIES INC REIT 848497103 0.00 0SH DEFINED2 0 0 0
848497103 62.30 1,400SH DEFINED4 0 0 1,400
SPLASH TECHNOLOGY HOLDINGS 848623104 2,758.75 220,700SH DEFINED2 104,500 0 116,200
848623104 906.25 72,500SH DEFINED4 0 0 72,500
SPORTSLINE.COM INC 848934105 5,448.88 185,100SH DEFINED2 144,500 0 40,600
848934105 38,669.10 1,313,600SH DEFINED4 0 0 1,313,600
SPRINGS INDS INC CL A 851783100 163.40 4,300SH DEFINED2 0 0 4,300
851783100 0.00 0SH DEFINED4 0 0 0
SPRINT CORP (FON GROUP) 852061100 264,134.30 4,192,608SH DEFINED2 2,339,867 0 1,852,741
852061100 846,034.50 13,429,119SH DEFINED4 0 0 13,429,119
SPRINT CORP (PCS GROUP) 852061506 342,266.39 5,240,442SH DEFINED2 1,800,255 0 3,440,187
852061506 1,230,627.79 18,842,148SH DEFINED4 0 0 18,842,148
SPYGLASS INC 852192103 4,474.45 57,700SH DEFINED2 44,600 0 13,100
852192103 860.77 11,100SH DEFINED4 0 0 11,100
ST ASSEMBLY TEST SERVICES-ADR 85227G102 9,326.55 192,300SH DEFINED2 29,600 0 162,700
85227G102 8,728.35 179,966SH DEFINED4 0 0 179,966
STAMPS.COM INC 852857101 252.34 8,500SH DEFINED2 8,500 0 0
852857101 0.00 0SH DEFINED4 0 0 0
STANDARD COMMERCIAL 853258101 137.07 32,733SH DEFINED2 14,515 0 18,218
853258101 1,520.90 363,200SH DEFINED4 0 0 363,200
STANDARD MTR PRODS INC 853666105 0.00 0SH DEFINED2 0 0 0
853666105 0.00 0SH DEFINED4 0 0 0
STANDARD REGISTER CO 853887107 6,780.61 526,649SH DEFINED2 111,420 0 415,229
853887107 1,317.16 102,304SH DEFINED4 0 0 102,304
STANLEY WORKS 854616109 567.06 21,500SH DEFINED2 0 0 21,500
854616109 0.00 0SH DEFINED4 0 0 0
STAPLES INC 855030102 3,658.00 182,900SH DEFINED2 42,400 0 140,500
855030102 68,228.00 3,411,400SH DEFINED4 0 0 3,411,400
STARBUCKS CORP 855244109 8,601.76 191,950SH DEFINED2 17,050 0 174,900
855244109 603,618.86 13,469,877SH DEFINED4 0 0 13,469,877
STARMEDIA NETWORK INC 855546107 2,497.86 83,089SH DEFINED2 9,986 0 73,103
855546107 1,037.22 34,502SH DEFINED4 0 0 34,502
STARTEC GLOBAL P/P 144A WARR 85569E111 21.84 1,200SH DEFINED2 520 0 680
85569E111 592.23 32,540SH DEFINED4 0 0 32,540
STARWOOD HOTELS & RESORTS WORLDW85590A203 3,345.30 127,440SH DEFINED2 83,650 0 43,790
85590A203 169,999.25 6,476,162SH DEFINED4 0 0 6,476,162
STATE STREET CORP 857477103 3,729.69 38,500SH DEFINED2 0 0 38,500
857477103 319.69 3,300SH DEFINED4 0 0 3,300
STATION CASINOS INC 857689103 5,910.10 270,950SH DEFINED2 141,250 0 129,700
857689103 2,477.81 113,596SH DEFINED4 0 0 113,596
STEELCASE INC 858155203 0.00 0SH DEFINED2 0 0 0
858155203 82.80 6,900SH DEFINED4 0 0 6,900
STERLING BANCSHARES INC 858907108 6,999.75 732,000SH DEFINED2 362,600 0 369,400
858907108 1,840.77 192,499SH DEFINED4 0 0 192,499
STERLING CHEMICALS WARRANTS 8/1585916E111 20.07 1,115SH DEFINED2 505 0 610
85916E111 248.58 13,810SH DEFINED4 0 0 13,810
AP STERLING SOFTWARE INC 859547101 0.00 0SH DEFINED2 0 0 0
859547101 42.70 1,400SH DEFINED4 0 0 1,400
STMICROELECTRONICS NV-NY SHS ADR861012102 18,850.16 100,702SH DEFINED2 6,734 0 93,968
861012102 200,246.26 1,069,763SH DEFINED4 0 0 1,069,763
STONE & WEBSTER INC 861572105 0.00 0SH DEFINED2 0 0 0
861572105 0.00 0SH DEFINED4 0 0 0
STONE ENERGY CORP 861642106 1,773.00 36,000SH DEFINED2 12,600 0 23,400
861642106 0.00 0SH DEFINED4 0 0 0
STORAGE USA INC REIT 861907103 0.00 0SH DEFINED2 0 0 0
861907103 0.00 0SH DEFINED4 0 0 0
STREAMSEARCH.COM P/P 08632TM9A2 500.00 5,000SH DEFINED2 0 0 5,000
8632TM9A2 4,500.00 45,000SH DEFINED4 0 0 45,000
STRYKER CORP 863667101 125.55 1,800SH DEFINED2 1,800 0 0
863667101 169,820.33 2,434,700SH DEFINED4 0 0 2,434,700
SUIZA CAPITAL TRUST II 86507G9A1 0.00 12,205SH DEFINED2 6,710 0 5,495
86507G9A1 0.00 13,675SH DEFINED4 0 0 13,675
SUMMIT BANCORP 866005101 1,144.50 43,600SH DEFINED2 870 0 42,730
866005101 32,324.78 1,231,420SH DEFINED4 0 0 1,231,420
SUMMIT TECHNOLOGY INC 86627E101 0.00 0SH DEFINED2 0 0 0
86627E101 0.00 0SH DEFINED4 0 0 0
SUN MICRO SYSTEMS 866810104 627,873.53 6,700,668SH DEFINED2 2,449,440 0 4,251,228
866810104 1,806,626.99 19,280,328SH DEFINED4 0 0 19,280,328
SUNBEAM CORPORATION 867071102 178.96 42,738SH DEFINED2 17,029 0 25,708
867071102 63.33 15,123SH DEFINED4 0 0 15,123
SUNGARD DATA SYSTEMS INC 867363103 0.00 0SH DEFINED2 0 0 0
867363103 94.38 2,500SH DEFINED4 0 0 2,500
SUNGLASS HUT INTL 86736F106 0.00 0SH DEFINED2 0 0 0
86736F106 839.36 107,438SH DEFINED4 0 0 107,438
SUNOCO INC 86764P109 574.88 21,000SH DEFINED2 0 0 21,000
86764P109 1,812.23 66,200SH DEFINED4 0 0 66,200
SUNTRUST BANKS INC 867914103 4,726.84 81,850SH DEFINED2 1,650 0 80,200
867914103 161,992.22 2,805,060SH DEFINED4 0 0 2,805,060
SUPERIOR TELECOM INC 868365107 12,378.80 961,460SH DEFINED2 206,243 0 755,217
868365107 2,201.19 170,966SH DEFINED4 0 0 170,966
SUPERVALU INC 868536103 647.66 34,200SH DEFINED2 0 0 34,200
868536103 90.90 4,800SH DEFINED4 0 0 4,800
SURGUTNEFTEGAZ-SP ADR 868861204 10,045.25 698,800SH DEFINED2 80,700 0 618,100
868861204 4,185.60 291,172SH DEFINED4 0 0 291,172
SWIFT ENERGY CO 870738101 627.14 35,085SH DEFINED2 16,432 0 18,652
870738101 4,158.59 232,649SH DEFINED4 0 0 232,649
SYBRON INTL CORP 87114F106 12,715.63 438,470SH DEFINED2 106,000 0 332,470
87114F106 355,491.34 12,258,322SH DEFINED4 0 0 12,258,322
SYLVAN LEARNING SYSTEMS INC 871399101 0.00 0SH DEFINED2 0 0 0
871399101 0.00 0SH DEFINED4 0 0 0
SYMANTEC CORP 871503108 22.54 300SH DEFINED2 0 0 300
871503108 25,873.05 344,400SH DEFINED4 0 0 344,400
SYMBOL TECHNOLOGIES INC 871508107 101,096.46 1,228,203SH DEFINED2 297,025 0 931,178
871508107 245,250.09 2,979,500SH DEFINED4 0 0 2,979,500
SYNOPSYS INC 871607107 1,720.88 35,300SH DEFINED2 32,900 0 2,400
871607107 131.63 2,700SH DEFINED4 0 0 2,700
SYNOVUS FINANCIAL CORP 87161C105 2,852.86 151,145SH DEFINED2 54,916 0 96,229
87161C105 82,972.86 4,395,913SH DEFINED4 0 0 4,395,913
SYSCO CORPORATION 871829107 81,847.10 2,293,439SH DEFINED2 1,229,470 0 1,063,969
871829107 201,994.46 5,660,090SH DEFINED4 0 0 5,660,090
SYSTEM SOFTWARE ASSOC INC 871839106 237.88 126,871SH DEFINED2 58,811 0 68,060
871839106 1,355.34 722,849SH DEFINED4 0 0 722,849
TCF FINANCIAL CORP 872275102 5,089.92 213,750SH DEFINED2 57,850 0 155,900
872275102 159,061.09 6,679,731SH DEFINED4 0 0 6,679,731
TD WATERHOUSE GROUP INC 872362108 13,955.00 558,200SH DEFINED2 62,500 0 495,700
872362108 59,340.00 2,373,600SH DEFINED4 0 0 2,373,600
TECO ENERGY INC 872375100 0.00 0SH DEFINED2 0 0 0
872375100 12,296.16 632,600SH DEFINED4 0 0 632,600
THE TJX COMPANIES INC 872540109 203,476.53 9,170,773SH DEFINED2 4,235,758 0 4,935,015
872540109 571,072.70 25,738,488SH DEFINED4 0 0 25,738,488
TNP ENTERPRISES INC 872594106 0.00 0SH DEFINED2 0 0 0
872594106 22,366.28 510,500SH DEFINED4 0 0 510,500
T/R SYSTEMS INC 87263U102 4,874.98 219,100SH DEFINED2 169,700 0 49,400
87263U102 1,179.25 53,000SH DEFINED4 0 0 53,000
T R W INC 872649108 2,960.39 50,605SH DEFINED2 4,535 0 46,070
872649108 163.80 2,800SH DEFINED4 0 0 2,800
TSI INTL SOFTWARE 872879101 7,459.01 89,800SH DEFINED2 0 0 89,800
872879101 168,490.87 2,028,483SH DEFINED4 0 0 2,028,483
TMP WORLDWIDE INC 872941109 36,871.54 474,232SH DEFINED2 84,400 0 389,832
872941109 463,707.53 5,964,084SH DEFINED4 0 0 5,964,084
TV GUIDE INC 87307Q109 163.41 3,400SH DEFINED2 0 0 3,400
87307Q109 7,718.84 160,600SH DEFINED4 0 0 160,600
TAIWAN SEMICONDUCTOR SP ADR 874039100 364.93 6,402SH DEFINED2 6,400 0 2
874039100 1,089.44 19,113SH DEFINED4 0 0 19,113
TALBOTS INC 874161102 0.00 0SH DEFINED2 0 0 0
874161102 100.09 1,700SH DEFINED4 0 0 1,700
TALISMAN ENERGY INC 87425E103 0.00 0SH DEFINED2 0 0 0
87425E103 4,707.10 164,800SH DEFINED4 0 0 164,800
TANDY CORPORATION 875382103 293,043.70 5,774,260SH DEFINED2 2,374,070 0 3,400,190
875382103 526,034.05 10,365,203SH DEFINED4 0 0 10,365,203
TANDYCRAFTS INC 875386104 0.00 0SH DEFINED2 0 0 0
875386104 0.00 0SH DEFINED4 0 0 0
TANGER FACTORY OUTLET CENTER 875465106 0.00 0SH DEFINED2 0 0 0
875465106 1,287.78 67,115SH DEFINED4 0 0 67,115
TARGET CORP 87612E106 229,454.99 3,069,632SH DEFINED2 1,462,545 0 1,607,087
87612E106 684,538.52 9,157,706SH DEFINED4 0 0 9,157,706
TEAM YOUNG ADVANCED CERAMICS 8781TY9A1 0.00 0SH DEFINED2 0 0 0
8781TY9A1 46.87 8,000SH DEFINED4 0 0 8,000
TECHNE CORP 878377100 0.00 0SH DEFINED2 0 0 0
878377100 20,223.90 293,100SH DEFINED4 0 0 293,100
TECHNITROL INC 878555101 12,571.92 215,827SH DEFINED2 49,350 0 166,477
878555101 1,354.31 23,250SH DEFINED4 0 0 23,250
TECHNOLOGY SOLUTIONS 87872T108 7,082.83 776,200SH DEFINED2 592,500 0 183,700
87872T108 1,261.99 138,300SH DEFINED4 0 0 138,300
TEKTRONIX INC 879131100 15,761.20 281,450SH DEFINED2 58,200 0 223,250
879131100 2,166.25 38,683SH DEFINED4 0 0 38,683
TELAXIS COMMUNICATIONS CORP 879202109 0.00 0SH DEFINED2 0 0 0
879202109 4,291.81 71,400SH DEFINED4 0 0 71,400
TELE CELULAR SUL PARTICIPAC ADR 879238103 9,056.18 181,124SH DEFINED2 23,200 0 157,924
879238103 4,537.30 90,746SH DEFINED4 0 0 90,746
TELE CENTRO SUL PARTICIPACOES AD879239101 1,171.28 14,460SH DEFINED2 0 0 14,460
879239101 3,257.82 40,220SH DEFINED4 0 0 40,220
TELECENTRO OESTE CELULAR-ADR 87923P105 0.00 0SH DEFINED2 0 0 0
87923P105 738.57 63,533SH DEFINED4 0 0 63,533
TELE NORTE LESTE PARTICIPAC ADR 879246106 0.00 0SH DEFINED2 0 0 0
879246106 29.29 1,100SH DEFINED4 0 0 1,100
TELENORDESTE CELULAR PAR-ADR 87924W109 0.12 2SH DEFINED2 1 0 1
87924W109 721.09 10,050SH DEFINED4 0 0 10,050
TELENORTE CELULAR PARTIC-ADR 87924Y105 0.03 1SH DEFINED2 0 0 1
87924Y105 231.88 3,740SH DEFINED4 0 0 3,740
TELE SUDESTE CELULAR PARTICIPACO879252104 0.01 0SH DEFINED2 0 0 0
879252104 1,912.61 38,300SH DEFINED4 0 0 38,300
TELECOM ARGENTINA S.A ADR 879273209 7,113.33 204,700SH DEFINED2 25,600 0 179,100
879273209 8,570.15 246,623SH DEFINED4 0 0 246,623
TELECOM CORP NEW ZEALAN LTD ADS 879278208 0.00 0SH DEFINED2 0 0 0
879278208 7,619.99 207,700SH DEFINED4 0 0 207,700
TELECORP PCS INC 879299105 2,618.55 50,600SH DEFINED2 7,300 0 43,300
879299105 57,318.30 1,107,600SH DEFINED4 0 0 1,107,600
TELECOMUNICACOES DE S.P. ADR 87929A102 62,939.96 2,120,083SH DEFINED2 513,899 0 1,606,184
87929A102 56,752.91 1,911,677SH DEFINED4 0 0 1,911,677
TELEDYNE TECHNOLOGIES INC 879360105 1.99 114SH DEFINED2 0 0 114
879360105 0.00 0SH DEFINED4 0 0 0
TELEFLEX INC 879369106 8,779.15 247,300SH DEFINED2 53,100 0 194,200
879369106 1,796.30 50,600SH DEFINED4 0 0 50,600
TELEFONICA DE ARGENTINA ADR 879378206 0.00 0SH DEFINED2 0 0 0
879378206 1,252.08 31,900SH DEFINED4 0 0 31,900
CPT TELEFONICA DEL PERU ADR 879384105 1,894.82 111,460SH DEFINED2 13,900 0 97,560
879384105 8,258.60 485,800SH DEFINED4 0 0 485,800
TELEFONOS DE MEXICO S A SER L AD879403780 334,069.84 4,986,117SH DEFINED2 1,136,223 0 3,849,894
879403780 270,672.63 4,039,890SH DEFINED4 0 0 4,039,890
TELEFONOS DE MEXICO L ORD 8794039B1 0.00 0SH DEFINED2 0 0 0
8794039B1 0.00 52,675SH DEFINED4 0 0 52,675
TELEHUB COMM P/P 144A WARRANT 7/87942R116 0.76 1,525SH DEFINED2 370 0 1,155
87942R116 9.74 19,475SH DEFINED4 0 0 19,475
TELEPHONE & DATA SYS INC 879433100 43,957.11 396,010SH DEFINED2 85,830 0 310,180
879433100 113,319.90 1,020,900SH DEFINED4 0 0 1,020,900
TELELESTE CELULAR PARTICIPACOES 87943B102 0.03 1SH DEFINED2 0 0 1
87943B102 224.40 3,740SH DEFINED4 0 0 3,740
TELEMIG CELULAR PARTICIPAC ADR 87944E105 0.00 0SH DEFINED2 0 0 0
87944E105 916.62 10,350SH DEFINED4 0 0 10,350
TELE1 EUROPE HOLDING AB-ADR 87944T201 350.29 18,316SH DEFINED2 0 0 18,316
87944T201 4,581.01 239,530SH DEFINED4 0 0 239,530
TELESPECTRUM WORLDWIDE INC 87951U109 0.00 0SH DEFINED2 0 0 0
87951U109 0.00 0SH DEFINED4 0 0 0
TELESP CELULAR PARTICIPAC ADR 87952L108 138,980.09 2,451,688SH DEFINED2 634,653 0 1,817,035
87952L108 134,980.87 2,381,140SH DEFINED4 0 0 2,381,140
TELLABS INC 879664100 26,025.14 413,200SH DEFINED2 1,500 0 411,700
879664100 148,025.88 2,350,200SH DEFINED4 0 0 2,350,200
TELXON CORP 879700102 16,012.35 911,735SH DEFINED2 192,860 0 718,875
879700102 5,423.23 308,796SH DEFINED4 0 0 308,796
TEMPLE INLAND INC 879868107 1,584.04 31,800SH DEFINED2 16,910 0 14,890
879868107 69,423.68 1,393,700SH DEFINED4 0 0 1,393,700
TELETECH HOLDINGS INC 879939106 0.00 0SH DEFINED2 0 0 0
879939106 172.50 5,000SH DEFINED4 0 0 5,000
TENET HEALTHCARE CORPORATION 88033G100 7,720.20 335,661SH DEFINED2 64,001 0 271,660
88033G100 240,726.49 10,466,369SH DEFINED4 0 0 10,466,369
TENNANT CO 880345103 8,986.62 289,891SH DEFINED2 60,020 0 229,871
880345103 1,680.20 54,200SH DEFINED4 0 0 54,200
TERADYNE INC 880770102 132,844.28 1,615,128SH DEFINED2 449,775 0 1,165,353
880770102 734,617.27 8,931,517SH DEFINED4 0 0 8,931,517
TERAYON COMMUNICATION SYS 880775101 0.00 0SH DEFINED2 0 0 0
880775101 266.50 1,300SH DEFINED4 0 0 1,300
TERRA INDUSTRIES INC 880915103 0.00 0SH DEFINED2 0 0 0
880915103 0.00 0SH DEFINED4 0 0 0
TERRA NETWORKS SA ADR 88100W103 0.00 0SH DEFINED2 0 0 0
88100W103 69.53 900SH DEFINED4 0 0 900
TEXACO INC 881694103 11,022.40 205,546SH DEFINED2 20,295 0 185,251
881694103 199,286.32 3,716,295SH DEFINED4 0 0 3,716,295
TEXAS INDS INC 882491103 6,676.31 214,500SH DEFINED2 104,500 0 110,000
882491103 5,022.94 161,380SH DEFINED4 0 0 161,380
TEXAS INSTRUMENTS INC 882508104 436,086.24 2,725,539SH DEFINED2 1,026,580 0 1,698,959
882508104 1,161,701.60 7,260,635SH DEFINED4 0 0 7,260,635
TEXAS UTILITIES CO (HOLDING) 882848104 10,952.62 368,930SH DEFINED2 266,926 0 102,004
882848104 351,300.15 11,833,268SH DEFINED4 0 0 11,833,268
TEXTRON INC 883203101 2,173.24 35,700SH DEFINED2 0 0 35,700
883203101 103.49 1,700SH DEFINED4 0 0 1,700
THERMA-WAVE INC 88343A108 2,060.40 60,600SH DEFINED2 47,000 0 13,600
88343A108 2,417.40 71,100SH DEFINED4 0 0 71,100
THERMO ELECTRON CORP 883556102 1,245.46 61,127SH DEFINED2 10,053 0 51,074
883556102 519.53 25,498SH DEFINED4 0 0 25,498
THERMO INSTRUMENT SYSTEMS 883559106 715.99 33,994SH DEFINED2 11,237 0 22,756
883559106 72,351.63 3,435,092SH DEFINED4 0 0 3,435,092
THERMO CARDIOSYSTEMS INC 88355K200 644.40 46,029SH DEFINED2 18,144 0 27,885
88355K200 28,807.80 2,057,700SH DEFINED4 0 0 2,057,700
THERMO ECOTEK CORP 88355R106 0.00 11,879SH DEFINED2 4,485 0 7,394
88355R106 0.00 92,667SH DEFINED4 0 0 92,667
THERMO FIBERTEK INC 88355W105 0.00 0SH DEFINED2 0 0 0
88355W105 0.00 247,934SH DEFINED4 0 0 247,934
THERMO OPTEK CORP 883582108 0.00 19,457SH DEFINED2 7,888 0 11,568
883582108 0.00 62,406SH DEFINED4 0 0 62,406
THERMO TERRATECH INC 883598104 0.00 0SH DEFINED2 0 0 0
883598104 1,995.99 257,547SH DEFINED4 0 0 257,547
THERMOLASE CORP 883624108 0.00 0SH DEFINED2 0 0 0
883624108 665.72 280,305SH DEFINED4 0 0 280,305
THERMOQUEST CORPORATION 883655102 110.30 11,030SH DEFINED2 3,697 0 7,333
883655102 924.24 92,424SH DEFINED4 0 0 92,424
THOMAS & BETTS CORP 884315102 17,469.80 618,400SH DEFINED2 179,400 0 439,000
884315102 3,833.53 135,700SH DEFINED4 0 0 135,700
THOMAS INDS INC 884425109 0.00 0SH DEFINED2 0 0 0
884425109 0.00 0SH DEFINED4 0 0 0
3COM CORP 885535104 4,444.44 79,900SH DEFINED2 0 0 79,900
885535104 383.81 6,900SH DEFINED4 0 0 6,900
TIBCO SOFTWARE INC 88632Q103 0.00 0SH DEFINED2 0 0 0
88632Q103 15,235.45 186,938SH DEFINED4 0 0 186,938
TICKETMASTER ONLINE-CITYSEARCH 88633P203 185.46 7,400SH DEFINED2 0 0 7,400
88633P203 8,147.82 325,100SH DEFINED4 0 0 325,100
TIDEWATER INC 886423102 15,508.59 487,500SH DEFINED2 156,300 0 331,200
886423102 3,356.60 105,512SH DEFINED4 0 0 105,512
TIFFANY & CO NEW 886547108 39,285.27 469,779SH DEFINED2 115,970 0 353,809
886547108 115,866.62 1,385,550SH DEFINED4 0 0 1,385,550
TIME WARNER INC 887315109 494,052.17 4,940,522SH DEFINED2 2,191,531 0 2,748,991
887315109 1,116,675.00 11,166,750SH DEFINED4 0 0 11,166,750
TIMES MIRROR NEW SER A COM 887364107 16,102.86 173,265SH DEFINED2 41,454 0 131,811
887364107 171,535.04 1,845,703SH DEFINED4 0 0 1,845,703
TIMKEN COMPANY 887389104 234.00 14,400SH DEFINED2 0 0 14,400
887389104 0.00 0SH DEFINED4 0 0 0
TITAN CORP 888266103 395.68 7,759SH DEFINED2 3,930 0 3,829
888266103 981.04 19,236SH DEFINED4 0 0 19,236
TITAN PHARMACEUTICALS INC 888314101 0.00 0SH DEFINED2 0 0 0
888314101 6,467.78 207,800SH DEFINED4 0 0 207,800
TITANIUM METALS CORPORATION 888339108 0.00 0SH DEFINED2 0 0 0
888339108 351.49 80,340SH DEFINED4 0 0 80,340
TOLLGRADE COMMUNICATIONS INC 889542106 14,060.90 265,300SH DEFINED2 205,400 0 59,900
889542106 2,724.20 51,400SH DEFINED4 0 0 51,400
TOO INC 890333107 0.00 0SH DEFINED2 0 0 0
890333107 542.88 17,200SH DEFINED4 0 0 17,200
TOPPS CO 890786106 0.00 0SH DEFINED2 0 0 0
890786106 64.84 7,800SH DEFINED4 0 0 7,800
TORCHMARK CORP 891027104 1,621.06 70,100SH DEFINED2 40,800 0 29,300
891027104 25,997.13 1,124,200SH DEFINED4 0 0 1,124,200
TORO COMPANY 891092108 0.00 0SH DEFINED2 0 0 0
891092108 0.00 0SH DEFINED4 0 0 0
TOSCO CORP 891490302 10,907.11 358,344SH DEFINED2 311,993 0 46,352
891490302 192,007.27 6,308,247SH DEFINED4 0 0 6,308,247
TOTAL RENAL CARE HOLDINGS 89151A107 333.36 106,675SH DEFINED2 0 0 106,675
89151A107 1,587.74 508,077SH DEFINED4 0 0 508,077
TOTAL FINA SA-SPON ADR 89151E109 3,935.18 53,449SH DEFINED2 21,111 0 32,338
89151E109 180,292.24 2,448,791SH DEFINED4 0 0 2,448,791
TOWER AUTOMOTIVE INC 891707101 6,788.76 414,581SH DEFINED2 194,544 0 220,037
891707101 5,616.97 343,021SH DEFINED4 0 0 343,021
TOYS R US 892335100 854.68 57,700SH DEFINED2 0 0 57,700
892335100 94.80 6,400SH DEFINED4 0 0 6,400
TRANSCANADA PIPELINES LTD 893526103 12.86 1,700SH DEFINED2 0 0 1,700
893526103 0.00 0SH DEFINED4 0 0 0
TRANSKARYOTIC THERAPIES INC 893735100 5,608.67 100,830SH DEFINED2 28,300 0 72,530
893735100 135,721.22 2,439,932SH DEFINED4 0 0 2,439,932
TRANSPORTADORA DE GAS DEL SUR AD893870204 0.00 0SH DEFINED2 0 0 0
893870204 3,224.90 379,400SH DEFINED4 0 0 379,400
TRAVELERS PROP CASUALTY-CL A 893939108 1,365.38 33,100SH DEFINED2 145,040 0 -111,940
893939108 20,393.18 494,380SH DEFINED4 0 0 494,380
TRANSWITCH CORP 894065101 8,689.70 90,400SH DEFINED2 69,450 0 20,950
894065101 8,000.00 83,225SH DEFINED4 0 0 83,225
TRENDWEST RESORTS INC 894917103 0.00 0SH DEFINED2 0 0 0
894917103 92.14 3,900SH DEFINED4 0 0 3,900
TRICON GLOBAL RESTAURANTS INC 895953107 1,651.90 53,180SH DEFINED2 18,000 0 35,180
895953107 86.98 2,800SH DEFINED4 0 0 2,800
TRIBUNE CO 896047107 6,380.16 174,500SH DEFINED2 255,825 0 -81,325
896047107 107,761.57 2,947,325SH DEFINED4 0 0 2,947,325
TRIGON HEALTHCARE INC 89618L100 9,906.33 277,100SH DEFINED2 131,000 0 146,100
89618L100 37,145.25 1,039,028SH DEFINED4 0 0 1,039,028
TRIMERIS INC 896263100 3,740.32 74,900SH DEFINED2 62,600 0 12,300
896263100 41,947.50 840,000SH DEFINED4 0 0 840,000
TRINTECH GROUP PLC-ADR 896682101 0.00 0SH DEFINED2 0 0 0
896682101 50.70 1,300SH DEFINED4 0 0 1,300
TRIQUINT SEMICONDUCTOR INC 89674K103 233.07 3,171SH DEFINED2 1,512 0 1,659
89674K103 23,879.48 324,891SH DEFINED4 0 0 324,891
TRIUMPH GROUP INC 896818101 7,589.98 260,600SH DEFINED2 124,000 0 136,600
896818101 2,137.92 73,405SH DEFINED4 0 0 73,405
TRIZEC HAHN CORP 896938107 15.00 1,000SH DEFINED2 0 0 1,000
896938107 0.00 0SH DEFINED4 0 0 0
TRUE NORTH COMMUNICATIONS 897844106 12,262.43 311,922SH DEFINED2 67,300 0 244,622
897844106 16,725.27 425,444SH DEFINED4 0 0 425,444
TUBOS DE ACERO DE MEXICO SP ADR 898592506 0.00 0SH DEFINED2 0 0 0
898592506 18.01 1,100SH DEFINED4 0 0 1,100
TUBOSCOPE INC 898600101 7,939.00 467,000SH DEFINED2 224,400 0 242,600
898600101 2,174.30 127,900SH DEFINED4 0 0 127,900
TUESDAY MORNING CORP 899035505 1,950.69 135,700SH DEFINED2 103,100 0 32,600
899035505 2,112.69 146,970SH DEFINED4 0 0 146,970
TUPPERWARE CORPORATION 899896104 211.89 13,400SH DEFINED2 0 0 13,400
899896104 0.00 0SH DEFINED4 0 0 0
TURNSTONE SYSTEMS INC 900423104 0.00 0SH DEFINED2 0 0 0
900423104 5,980.00 52,000SH DEFINED4 0 0 52,000
TV AZTECA SP ADR 901145102 4,773.06 323,597SH DEFINED2 49,600 0 273,997
901145102 28,042.29 1,901,172SH DEFINED4 0 0 1,901,172
TWEETER HOME ENTERTAINMENT GRP 901167106 13,591.74 307,158SH DEFINED2 237,550 0 69,608
901167106 2,348.88 53,082SH DEFINED4 0 0 53,082
TYCO INTERNATIONAL LTD NEW 902124106 1,015,540.17 20,361,708SH DEFINED2 9,273,744 0 11,087,964
902124106 2,702,751.85 54,190,513SH DEFINED4 0 0 54,190,513
UAL CORP 902549500 810.11 13,530SH DEFINED2 12,900 0 630
902549500 54,350.03 907,725SH DEFINED4 0 0 907,725
UCAR INTERNATIONAL INC 90262K109 5,165.54 391,700SH DEFINED2 193,500 0 198,200
90262K109 1,508.65 114,400SH DEFINED4 0 0 114,400
USX-MARATHON GROUP 902905827 1,946.87 74,700SH DEFINED2 0 0 74,700
902905827 979.95 37,600SH DEFINED4 0 0 37,600
UST INC 902911106 621.88 39,800SH DEFINED2 0 0 39,800
902911106 165.63 10,600SH DEFINED4 0 0 10,600
U.S. BANCORP 902973106 6,296.87 287,857SH DEFINED2 60,850 0 227,007
902973106 240,501.63 10,994,360SH DEFINED4 0 0 10,994,360
USA NETWORKS INC 902984103 5,329.26 236,200SH DEFINED2 59,100 0 177,100
902984103 194,442.27 8,617,940SH DEFINED4 0 0 8,617,940
USG CORP 903293405 25.16 600SH DEFINED2 0 0 600
903293405 71.29 1,700SH DEFINED4 0 0 1,700
U.S. FOODSERVICE 90331R101 1,920.95 74,600SH DEFINED2 74,600 0 0
90331R101 0.00 0SH DEFINED4 0 0 0
US INTERACTIVE INC 90334M109 4,241.99 118,657SH DEFINED2 91,718 0 26,939
90334M109 765.12 21,402SH DEFINED4 0 0 21,402
USN COMMUNICATIONS WARR 8/15/04 90336N113 0.12 12,000SH DEFINED2 0 0 12,000
90336N113 2.00 200,040SH DEFINED4 0 0 200,040
USX-US STEEL GROUP 90337T101 527.50 21,100SH DEFINED2 0 0 21,100
90337T101 2,792.67 111,707SH DEFINED4 0 0 111,707
US ONCOLOGY INC 90338W103 5,327.15 1,183,812SH DEFINED2 576,028 0 607,784
90338W103 1,682.91 373,980SH DEFINED4 0 0 373,980
ULTRAMAR DIAMOND SHAMROCK CP 904000106 0.00 0SH DEFINED2 0 0 0
904000106 83.74 3,300SH DEFINED4 0 0 3,300
UNILEVER N V 904784709 6,410.20 133,199SH DEFINED2 0 0 133,199
904784709 0.00 0SH DEFINED4 0 0 0
UNICOM CORPORATION 904911104 1,916.25 52,500SH DEFINED2 0 0 52,500
904911104 29,291.25 802,500SH DEFINED4 0 0 802,500
UNION CARBIDE CORPORATION 905581104 1,895.16 32,500SH DEFINED2 0 0 32,500
905581104 128.29 2,200SH DEFINED4 0 0 2,200
UNION PACIFIC CORP 907818108 4,761.93 121,711SH DEFINED2 13,081 0 108,630
907818108 127,758.87 3,265,402SH DEFINED4 0 0 3,265,402
UNION PACIFIC RESOURCES GROUP 907834105 2,851.05 196,624SH DEFINED2 66,300 0 130,324
907834105 41,844.10 2,885,800SH DEFINED4 0 0 2,885,800
UNION PLANTERS CORP 908068109 2,101.14 68,191SH DEFINED2 14,050 0 54,141
908068109 3,599.86 116,831SH DEFINED4 0 0 116,831
UNIONBANCAL CORPORATION 908906100 0.00 0SH DEFINED2 0 0 0
908906100 9,580.73 347,600SH DEFINED4 0 0 347,600
UNISOURCE ENERGY CORP HLD CO 909205106 0.00 0SH DEFINED2 0 0 0
909205106 2,304.47 156,900SH DEFINED4 0 0 156,900
UNISYS CORPORATION 909214108 1,846.20 72,400SH DEFINED2 0 0 72,400
909214108 183.60 7,200SH DEFINED4 0 0 7,200
UNITED DOMINION INDS LTD 909914103 0.00 0SH DEFINED2 0 0 0
909914103 0.00 0SH DEFINED4 0 0 0
UNITED HEALTHCARE CORP 910581107 6,996.99 117,350SH DEFINED2 7,050 0 110,300
910581107 207,825.98 3,485,551SH DEFINED4 0 0 3,485,551
UNITED ILLUMINATING CO 910637107 0.00 0SH DEFINED2 0 0 0
910637107 11,351.10 289,200SH DEFINED4 0 0 289,200
UNITED NATURAL FOODS INC 911163103 13,450.50 896,700SH DEFINED2 426,100 0 470,600
911163103 3,575.52 238,368SH DEFINED4 0 0 238,368
UNITED STATE CELLULAR CORP 911684108 0.00 0SH DEFINED2 0 0 0
911684108 56.80 800SH DEFINED4 0 0 800
US AIRWAYS GROUP INC 911905107 481.16 17,300SH DEFINED2 0 0 17,300
911905107 0.00 0SH DEFINED4 0 0 0
US WEST INC 91273H101 8,571.48 118,024SH DEFINED2 0 0 118,024
91273H101 19,441.71 267,700SH DEFINED4 0 0 267,700
UNITED STATIONERS INC 913004107 10,195.92 285,700SH DEFINED2 134,600 0 151,100
913004107 2,740.80 76,800SH DEFINED4 0 0 76,800
UNITED TECHNOLOGIES CORP 913017109 14,644.02 231,755SH DEFINED2 94,960 0 136,795
913017109 364,950.78 5,775,680SH DEFINED4 0 0 5,775,680
UNITED THERAPEUTICS CORP 91307C102 0.00 0SH DEFINED2 0 0 0
91307C102 45,219.40 581,600SH DEFINED4 0 0 581,600
UNITED WISCONSIN SERVICES 913238101 7,206.25 1,295,505SH DEFINED2 277,300 0 1,018,205
913238101 1,369.75 246,248SH DEFINED4 0 0 246,248
UNITEDGLOBALCOM INC-CL A 913247508 937.40 12,488SH DEFINED2 5,947 0 6,541
913247508 1,041.36 13,873SH DEFINED4 0 0 13,873
UNITIL CORP 913259107 0.00 0SH DEFINED2 0 0 0
913259107 0.00 0SH DEFINED4 0 0 0
UNIVERSAL ELECTRONICS INC 913483103 6,309.85 260,200SH DEFINED2 201,800 0 58,400
913483103 1,239.18 51,100SH DEFINED4 0 0 51,100
UNIVERSAL FOODS CORP 913538104 14,645.04 685,148SH DEFINED2 147,860 0 537,288
913538104 2,470.69 115,588SH DEFINED4 0 0 115,588
UNIVERSAL HEALTH SERVICES CL B 913903100 8,707.30 177,700SH DEFINED2 90,200 0 87,500
913903100 2,455.64 50,115SH DEFINED4 0 0 50,115
UNIVISION COMMUNICATIONS INC 914906102 100,589.89 890,176SH DEFINED2 311,470 0 578,706
914906102 590,826.72 5,228,555SH DEFINED4 0 0 5,228,555
UNOCAL CORP 915289102 3,887.72 130,680SH DEFINED2 32,554 0 98,126
915289102 2,203.74 74,075SH DEFINED4 0 0 74,075
UNUMPROVIDENT CORP 91529Y106 982.67 57,804SH DEFINED2 0 0 57,804
91529Y106 0.00 0SH DEFINED4 0 0 0
USFREIGHTWAYS CORPORATION 916906100 15,280.30 408,155SH DEFINED2 129,180 0 278,975
916906100 2,512.24 67,105SH DEFINED4 0 0 67,105
USINTERNETWORKING INC 917311805 0.00 0SH DEFINED2 0 0 0
917311805 20,139.16 519,720SH DEFINED4 0 0 519,720
UTILICORP UTD INC 918005109 0.00 0SH DEFINED2 0 0 0
918005109 6,697.58 370,800SH DEFINED4 0 0 370,800
UTSTARCOM INC 918076100 572.67 7,336SH DEFINED2 0 0 7,336
918076100 5,854.53 74,998SH DEFINED4 0 0 74,998
V F CORP 918204108 688.19 28,600SH DEFINED2 0 0 28,600
918204108 40.91 1,700SH DEFINED4 0 0 1,700
VSE CORP 918284100 0.00 0SH DEFINED2 0 0 0
918284100 0.00 0SH DEFINED4 0 0 0
VALASSIS COMMUNICATIONS INC 918866104 3,999.23 120,052SH DEFINED2 60,400 0 59,652
918866104 8,221.53 246,800SH DEFINED4 0 0 246,800
VALERO ENERGY CORP 91913Y100 0.00 0SH DEFINED2 0 0 0
91913Y100 2,290.75 74,800SH DEFINED4 0 0 74,800
VALMONT INDUSTRIES 920253101 0.00 0SH DEFINED2 0 0 0
920253101 0.00 0SH DEFINED4 0 0 0
VALUE CITY DEPARTMENT STORES 920387107 0.00 0SH DEFINED2 0 0 0
920387107 70.76 5,100SH DEFINED4 0 0 5,100
VALUECLICK INC 92046N102 1,660.34 79,300SH DEFINED2 49,500 0 29,800
92046N102 1,850.88 88,400SH DEFINED4 0 0 88,400
VALUEVISION INTL INC CL A 92047K107 0.00 0SH DEFINED2 0 0 0
92047K107 3,123.81 75,500SH DEFINED4 0 0 75,500
VANTIVE CORP 922091103 113.73 6,296SH DEFINED2 3,101 0 3,196
922091103 658.25 36,443SH DEFINED4 0 0 36,443
VARIAN MEDICAL SYSTEMS INC 92220P105 8,509.06 186,500SH DEFINED2 92,000 0 94,500
92220P105 2,231.06 48,900SH DEFINED4 0 0 48,900
VEECO INSTRUMENTS INC 922417100 16,753.60 226,400SH DEFINED2 175,500 0 50,900
922417100 3,115.40 42,100SH DEFINED4 0 0 42,100
VENCOR INC 922602107 0.00 0SH DEFINED2 0 0 0
922602107 49.93 2,853SH DEFINED4 0 0 2,853
VENTANA MEDICAL SYSTEMS 92276H106 4,521.73 104,700SH DEFINED2 79,400 0 25,300
92276H106 32,088.31 743,000SH DEFINED4 0 0 743,000
VENTANA MEDICAL SYS P/P (PRV) 92276H9A6 0.00 0SH DEFINED2 0 0 0
92276H9A6 8,745.48 225,000SH DEFINED4 0 0 225,000
VENTRO CORPORATION 922815105 0.00 0SH DEFINED2 0 0 0
922815105 33,975.00 600,000SH DEFINED4 0 0 600,000
VERIO INC 923433106 8,886.90 197,213SH DEFINED2 46,444 0 150,769
923433106 180,249.17 3,999,982SH DEFINED4 0 0 3,999,982
VERITAS SOFTWARE CO 923436109 605,247.77 4,620,212SH DEFINED2 1,679,902 0 2,940,310
923436109 2,793,385.60 21,323,554SH DEFINED4 0 0 21,323,554
VERITY INC 92343C106 18,716.48 459,300SH DEFINED2 273,000 0 186,300
92343C106 2,779.15 68,200SH DEFINED4 0 0 68,200
VERISIGN INC 92343E102 183,758.82 1,229,156SH DEFINED2 438,520 0 790,636
92343E102 1,319,077.82 8,823,263SH DEFINED4 0 0 8,823,263
VERTEL CORP 924907108 9,390.09 443,190SH DEFINED2 280,900 0 162,290
924907108 1,411.09 66,600SH DEFINED4 0 0 66,600
VERTICALNET INC 92532L107 154.70 1,138SH DEFINED2 537 0 600
92532L107 153,826.20 1,131,075SH DEFINED4 0 0 1,131,075
VIACOM INC CL A 925524100 0.00 0SH DEFINED2 0 0 0
925524100 0.00 0SH DEFINED4 0 0 0
VIACOM INC CLASS B 925524308 438,431.52 8,311,498SH DEFINED2 3,485,200 0 4,826,298
925524308 1,139,774.63 21,607,102SH DEFINED4 0 0 21,607,102
VIATEL INC 925529208 581.98 11,596SH DEFINED2 0 0 11,596
925529208 7,435.78 148,160SH DEFINED4 0 0 148,160
VIANT CORP 92553N107 5,630.38 168,071SH DEFINED2 11,800 0 156,271
92553N107 198,350.79 5,920,919SH DEFINED4 0 0 5,920,919
VIA NET.WORKS INC 925912107 340.11 12,804SH DEFINED2 0 0 12,804
925912107 3,495.12 131,581SH DEFINED4 0 0 131,581
VIGNETTE CORPORATION 926734104 30,049.12 187,514SH DEFINED2 22,414 0 165,100
926734104 608,510.11 3,797,255SH DEFINED4 0 0 3,797,255
VINA CONCHA Y TORO SA-SP ADR 927191106 0.00 0SH DEFINED2 0 0 0
927191106 7.70 200SH DEFINED4 0 0 200
VINTAGE PETROLEUM INC 927460105 9,160.94 455,202SH DEFINED2 104,100 0 351,102
927460105 1,010.28 50,200SH DEFINED4 0 0 50,200
VIROPHARMA INC 928241108 30.92 2,474SH DEFINED2 1,191 0 1,283
928241108 83.60 6,688SH DEFINED4 0 0 6,688
VISHAY INTERTECHNOLOGY INC 928298108 8,911.13 160,200SH DEFINED2 82,225 0 77,975
928298108 2,305.43 41,446SH DEFINED4 0 0 41,446
VISIBLE GENETICS 92829S104 0.00 0SH DEFINED2 0 0 0
92829S104 88.80 2,400SH DEFINED4 0 0 2,400
VISKASE COMPANIES INC 92831R102 0.00 0SH DEFINED2 0 0 0
92831R102 0.00 0SH DEFINED4 0 0 0
VISX INC 92844S105 209.88 11,500SH DEFINED2 11,500 0 0
92844S105 31.03 1,700SH DEFINED4 0 0 1,700
VITAL SIGNS INC 928469105 8,491.83 370,216SH DEFINED2 79,000 0 291,216
928469105 1,513.65 65,990SH DEFINED4 0 0 65,990
VITESSE SEMICONDUCTOR CORP 928497106 110,979.36 1,153,032SH DEFINED2 349,401 0 803,632
928497106 748,493.39 7,776,555SH DEFINED4 0 0 7,776,555
VITRIA TECHNOLOGY INC 92849Q104 1,638.81 16,256SH DEFINED2 0 0 16,256
92849Q104 142,571.46 1,414,224SH DEFINED4 0 0 1,414,224
VITRO S.A.-SPONSORED ADR 928502301 0.00 0SH DEFINED2 0 0 0
928502301 13.78 2,900SH DEFINED4 0 0 2,900
VODAFONE AIRTOUCH PLC-SP ADR 92857T107 176,320.76 3,173,377SH DEFINED2 1,603,540 0 1,569,837
92857T107 948,029.35 17,062,395SH DEFINED4 0 0 17,062,395
VOICESTREAM WIRELESS CORP 928615103 213,674.57 1,658,803SH DEFINED2 839,087 0 819,716
928615103 449,990.58 3,493,377SH DEFINED4 0 0 3,493,377
VORNADO REALTY TRUST REIT 929042109 747.51 22,314SH DEFINED2 9,604 0 12,710
929042109 641.47 19,148SH DEFINED4 0 0 19,148
VULCAN MATERIALS CO 929160109 1,085.76 23,700SH DEFINED2 0 0 23,700
929160109 0.00 0SH DEFINED4 0 0 0
WICOR INC 929253102 0.00 0SH DEFINED2 0 0 0
929253102 4,622.10 149,100SH DEFINED4 0 0 149,100
WMS INDUSTRIES INC 929297109 0.00 0SH DEFINED2 0 0 0
929297109 46.41 4,700SH DEFINED4 0 0 4,700
WABASH NATL CORP 929566107 9,856.04 707,160SH DEFINED2 147,060 0 560,100
929566107 1,680.43 120,569SH DEFINED4 0 0 120,569
WACHOVIA CORP 929771103 4,715.86 69,800SH DEFINED2 13,900 0 55,900
929771103 27,089.18 400,950SH DEFINED4 0 0 400,950
WADDELL & REED FINANCIAL INC 930059100 5,982.99 141,400SH DEFINED2 80,100 0 61,300
930059100 2,325.07 54,950SH DEFINED4 0 0 54,950
WAL MART STORES INC 931142103 659,594.69 11,884,589SH DEFINED2 4,986,790 0 6,897,799
931142103 1,552,765.29 27,977,753SH DEFINED4 0 0 27,977,753
WALGREEN COMPANY 931422109 16,663.16 647,113SH DEFINED2 27,815 0 619,298
931422109 42,702.51 1,658,350SH DEFINED4 0 0 1,658,350
WALLACE COMPUTER SVCS INC 932270101 11,142.85 943,310SH DEFINED2 202,420 0 740,890
932270101 2,144.15 181,515SH DEFINED4 0 0 181,515
WARNACO GROUP INC 934390105 0.00 0SH DEFINED2 0 0 0
934390105 650.16 55,040SH DEFINED4 0 0 55,040
WARNER LAMBERT CO 934488107 608,469.23 6,240,710SH DEFINED2 2,454,970 0 3,785,740
934488107 1,981,016.90 20,318,122SH DEFINED4 0 0 20,318,122
WASHINGTON GAS LIGHT CO 938837101 0.00 0SH DEFINED2 0 0 0
938837101 8,634.75 317,600SH DEFINED4 0 0 317,600
WASHINGTON MUTUAL INC 939322103 5,800.61 218,891SH DEFINED2 40,972 0 177,919
939322103 277,134.93 10,457,922SH DEFINED4 0 0 10,457,922
WASTE MANAGEMENT INC 94106L109 11,444.64 836,138SH DEFINED2 226,327 0 609,811
94106L109 254,277.32 18,577,338SH DEFINED4 0 0 18,577,338
WATER PIK TECHNOLOGIES INC 94113U100 0.54 75SH DEFINED2 0 0 75
94113U100 0.00 0SH DEFINED4 0 0 0
WATERS CORP 941848103 16,958.31 178,040SH DEFINED2 56,000 0 122,040
941848103 420,195.95 4,411,506SH DEFINED4 0 0 4,411,506
WATSON PHARMACEUTICAL INC 942683103 1,666.88 42,000SH DEFINED2 19,600 0 22,400
942683103 99.22 2,500SH DEFINED4 0 0 2,500
WAUSAU-MOSINEE PAPER CORP 943315101 9,748.15 753,480SH DEFINED2 157,560 0 595,920
943315101 1,626.99 125,758SH DEFINED4 0 0 125,758
WEATHERFORD INTERNATIONAL 947074100 1,800.58 30,551SH DEFINED2 18,858 0 11,693
947074100 31,814.46 539,800SH DEFINED4 0 0 539,800
WEBSENSE INC 947684106 2,331.03 48,500SH DEFINED2 41,000 0 7,500
947684106 1,715.83 35,700SH DEFINED4 0 0 35,700
WEBMETHODS INC 94768C108 14,594.98 60,466SH DEFINED2 1,400 0 59,066
94768C108 294,004.16 1,218,039SH DEFINED4 0 0 1,218,039
WEBSTER FINANCIAL CORP 947890109 7,869.86 342,168SH DEFINED2 171,879 0 170,289
947890109 2,108.89 91,691SH DEFINED4 0 0 91,691
WEBTRENDS CORP 94844D104 0.00 0SH DEFINED2 0 0 0
94844D104 10,634.40 147,700SH DEFINED4 0 0 147,700
WELLPOINT HEALTH NETWORKS 94973H108 1,524.45 21,817SH DEFINED2 3,086 0 18,731
94973H108 21,375.81 305,915SH DEFINED4 0 0 305,915
WELLS FARGO & CO 949746101 38,845.59 948,900SH DEFINED2 421,310 0 527,590
949746101 630,940.87 15,412,296SH DEFINED4 0 0 15,412,296
WENDYS INTERNATIONAL INC 950590109 1,059.82 52,499SH DEFINED2 11,092 0 41,406
950590109 2,507.78 124,224SH DEFINED4 0 0 124,224
WESLEY JESSEN VISIONCARE 951018100 4,298.13 119,600SH DEFINED2 57,400 0 62,200
951018100 22,449.37 624,678SH DEFINED4 0 0 624,678
WEST PHARMACEUTICAL SERVICES 955306105 2,496.19 98,615SH DEFINED2 22,520 0 76,095
955306105 243.00 9,600SH DEFINED4 0 0 9,600
WESTELL TECHNOLOGIES INC 957541105 0.00 0SH DEFINED2 0 0 0
957541105 66.94 2,100SH DEFINED4 0 0 2,100
WESTERN DIGITAL CORP 958102105 0.00 0SH DEFINED2 0 0 0
958102105 8.89 1,195SH DEFINED4 0 0 1,195
WESTERN WIRELESS CORP CL A 95988E204 0.00 0SH DEFINED2 0 0 0
95988E204 36.65 800SH DEFINED4 0 0 800
WESTINGHOUSE AIR BRAKE CO 960386100 3,657.13 344,200SH DEFINED2 162,900 0 181,300
960386100 1,113.02 104,755SH DEFINED4 0 0 104,755
WESTON ROY F INC SER A 961137106 0.00 0SH DEFINED2 0 0 0
961137106 0.00 61,524SH DEFINED4 0 0 61,524
WESTPOINT STEVENS INC 961238102 792.30 41,700SH DEFINED2 41,700 0 0
961238102 57.00 3,000SH DEFINED4 0 0 3,000
WESTVACO CORP 961548104 782.64 23,450SH DEFINED2 0 0 23,450
961548104 0.00 0SH DEFINED4 0 0 0
WESTWOOD ONE INC 961815107 14,394.15 397,080SH DEFINED2 133,500 0 263,580
961815107 389,561.79 10,746,532SH DEFINED4 0 0 10,746,532
WEYERHAEUSER COMPANY 962166104 14,991.00 263,000SH DEFINED2 174,655 0 88,345
962166104 486,747.91 8,539,437SH DEFINED4 0 0 8,539,437
WHIRLPOOL CORPORATION 963320106 4,512.07 76,965SH DEFINED2 24,485 0 52,480
963320106 19,827.27 338,205SH DEFINED4 0 0 338,205
WHOLE FOODS MARKET INCC 966837106 4,009.49 96,760SH DEFINED2 24,564 0 72,196
966837106 71,864.39 1,734,284SH DEFINED4 0 0 1,734,284
WILLAMETTE INDUSTRIES INC 969133107 21,896.21 545,700SH DEFINED2 2,500 0 543,200
969133107 126,281.40 3,147,200SH DEFINED4 0 0 3,147,200
WILLIAMS COMMUNICATIONS GRP 969455104 0.00 0SH DEFINED2 0 0 0
969455104 10,523.12 203,100SH DEFINED4 0 0 203,100
WILLIAMS COMPANIES 969457100 18,149.92 413,085SH DEFINED2 335,670 0 77,415
969457100 546,552.40 12,439,315SH DEFINED4 0 0 12,439,315
WILLIAMS-SONOMA INC 969904101 319.30 10,300SH DEFINED2 10,300 0 0
969904101 0.00 0SH DEFINED4 0 0 0
WILMINGTON TRUST CORP 971807102 0.00 0SH DEFINED2 0 0 0
971807102 68.08 1,400SH DEFINED4 0 0 1,400
WIND RIVER SYSTEMS 973149107 0.00 0SH DEFINED2 0 0 0
973149107 2,323.10 64,086SH DEFINED4 0 0 64,086
WINDMERE CORP 973411101 7,972.77 540,527SH DEFINED2 241,706 0 298,821
973411101 1,869.77 126,764SH DEFINED4 0 0 126,764
WINK COMMUNICATIONS INC 974168106 0.00 0SH DEFINED2 0 0 0
974168106 5,904.04 176,900SH DEFINED4 0 0 176,900
WINN DIXIE STORES INC 974280109 660.88 34,000SH DEFINED2 0 0 34,000
974280109 0.00 0SH DEFINED4 0 0 0
WINNEBAGO INDS INC 974637100 0.00 0SH DEFINED2 0 0 0
974637100 88.51 4,900SH DEFINED4 0 0 4,900
WINSTAR COMMUNICATIONS INC 975515107 18,234.30 303,905SH DEFINED2 122,000 0 181,905
975515107 318,202.18 5,303,370SH DEFINED4 0 0 5,303,370
WIRELESS ONE INC WARRANTS 97652H117 0.00 4,050SH DEFINED2 1,500 0 2,550
97652H117 0.04 36,450SH DEFINED4 0 0 36,450
WIRELESS FACILITIES INC 97653A103 0.00 0SH DEFINED2 0 0 0
97653A103 29,091.10 276,400SH DEFINED4 0 0 276,400
WIPRO LTD 9765WP9B6 0.00 0SH DEFINED2 0 0 0
9765WP9B6 0.00 0SH DEFINED4 0 0 0
WISCONSIN ENERGY 976657106 657.94 33,000SH DEFINED2 0 0 33,000
976657106 15,018.92 753,300SH DEFINED4 0 0 753,300
WOLVERINE WORLD WIDE 978097103 11,695.75 1,063,250SH DEFINED2 246,000 0 817,250
978097103 2,100.46 190,951SH DEFINED4 0 0 190,951
WOODHEAD INDUSTRIES INC 979438108 8,680.11 501,378SH DEFINED2 114,370 0 387,008
979438108 848.31 49,000SH DEFINED4 0 0 49,000
WORLD ACCESS INC 98141A101 88.19 4,611SH DEFINED2 0 0 4,611
98141A101 6,928.03 362,250SH DEFINED4 0 0 362,250
WORLD AIRWAYS INC 98142H105 0.00 162,473SH DEFINED2 92,360 0 70,113
98142H105 0.00 312,024SH DEFINED4 0 0 312,024
WORLDGATE COMMUNICATIONS INC 98156L307 5,218.85 173,600SH DEFINED2 101,800 0 71,800
98156L307 10,723.29 356,700SH DEFINED4 0 0 356,700
WORTHINGTON INDS INC 981811102 268.54 21,700SH DEFINED2 0 0 21,700
981811102 0.00 0SH DEFINED4 0 0 0
WRIGLEY WM JR COMPANY 982526105 2,073.94 27,000SH DEFINED2 0 0 27,000
982526105 0.00 0SH DEFINED4 0 0 0
WYNN S INTERNATIONAL INC 983195108 6,396.57 463,100SH DEFINED2 225,400 0 237,700
983195108 1,896.55 137,307SH DEFINED4 0 0 137,307
WYSE TECHNOLOGY TAIWAN LTD 9836WT9A9 0.00 0SH DEFINED2 0 0 0
9836WT9A9 38.74 11,000SH DEFINED4 0 0 11,000
XCL LTD 983701103 0.00 177,033SH DEFINED2 120,447 0 56,586
983701103 0.00 2,465,811SH DEFINED4 0 0 2,465,811
XM SATELLITE RADIO HOLD 983759101 0.00 3,866SH DEFINED2 2,616 0 1,250
983759101 0.00 28,794SH DEFINED4 0 0 28,794
X-RITE INC 983857103 18,799.02 1,856,693SH DEFINED2 377,916 0 1,478,777
983857103 2,915.50 287,951SH DEFINED4 0 0 287,951
XILINX 983919101 347,798.75 4,199,834SH DEFINED2 1,908,900 0 2,290,934
983919101 1,102,926.94 13,318,363SH DEFINED4 0 0 13,318,363
XIRCOM INC 983922105 0.00 0SH DEFINED2 0 0 0
983922105 44.40 1,200SH DEFINED4 0 0 1,200
XEROX CORPORATION 984121103 4,931.16 189,660SH DEFINED2 25,760 0 163,900
984121103 97,486.56 3,749,483SH DEFINED4 0 0 3,749,483
YAHOO INC 984332106 262,253.28 1,530,289SH DEFINED2 542,380 0 987,909
984332106 679,450.12 3,964,698SH DEFINED4 0 0 3,964,698
YANKEE CANDLE CO 984757104 0.00 0SH DEFINED2 0 0 0
984757104 360.53 22,800SH DEFINED4 0 0 22,800
YOUNG & RUBICAM INC 987425105 52,112.28 1,108,772SH DEFINED2 214,053 0 894,719
987425105 121,851.64 2,592,588SH DEFINED4 0 0 2,592,588
YOUTHSTREAM MEDIA NETWORKS 987819109 4,524.19 344,700SH DEFINED2 266,800 0 77,900
987819109 9,148.13 697,000SH DEFINED4 0 0 697,000
ZAMBA CORPORATION 988881108 7,315.56 698,800SH DEFINED2 551,200 0 147,600
988881108 6,562.86 626,900SH DEFINED4 0 0 626,900
ZI CORP 988918108 2,076.90 128,800SH DEFINED2 0 0 128,800
988918108 26,714.29 1,656,700SH DEFINED4 0 0 1,656,700
ZIFF-DAVIS INC - ZDNET 989511209 18,016.52 847,836SH DEFINED2 177,129 0 670,707
989511209 73,144.63 3,442,100SH DEFINED4 0 0 3,442,100
ZIONS BANCORP 989701107 67,951.98 1,632,480SH DEFINED2 860,500 0 771,980
989701107 231,518.25 5,562,000SH DEFINED4 0 0 5,562,000
ZORAN CORP 98975F101 29,366.97 521,500SH DEFINED2 338,100 0 183,400
98975F101 52,978.80 940,800SH DEFINED4 0 0 940,800
ZYGO CORP 989855101 6,330.40 131,200SH DEFINED2 70,300 0 60,900
989855101 7,208.55 149,400SH DEFINED4 0 0 149,400
LERNOUT & HAUSPIE SPEECH PRODS NB5628B104 16,507.11 149,386SH DEFINED2 46,887 0 102,499
B5628B104 351,936.37 3,184,944SH DEFINED4 0 0 3,184,944
ACE LIMITED G0070K103 14.98 655SH DEFINED2 655 0 0
G0070K103 0.00 0SH DEFINED4 0 0 0
AMDOCS LTD G02602103 18,849.26 255,800SH DEFINED2 11,400 0 244,400
G02602103 493,555.26 6,697,951SH DEFINED4 0 0 6,697,951
CHINA.COM CORP-CL A G2108N109 12,457.96 153,802SH DEFINED2 39,300 0 114,502
G2108N109 15,718.78 194,059SH DEFINED4 0 0 194,059
CORECOMM LIMITED G2422R109 1,122.14 25,503SH DEFINED2 13,872 0 11,631
G2422R109 91,092.06 2,070,274SH DEFINED4 0 0 2,070,274
CREDICORP LTD G2519Y108 0.00 0SH DEFINED2 0 0 0
G2519Y108 9.73 900SH DEFINED4 0 0 900
EL SITIO INC G30177102 2,772.25 129,318SH DEFINED2 13,600 0 115,718
G30177102 1,020.40 47,599SH DEFINED4 0 0 47,599
FLAG TELECOM HLDGS LTD G3529L102 0.00 0SH DEFINED2 0 0 0
G3529L102 40.73 1,800SH DEFINED4 0 0 1,800
GEMSTAR INTL GROUP LTD G3788V106 154.80 1,800SH DEFINED2 0 0 1,800
G3788V106 0.00 0SH DEFINED4 0 0 0
GLOBAL CROSSING LTD G3921A100 137,732.62 3,364,461SH DEFINED2 992,291 0 2,372,170
G3921A100 1,000,141.49 24,430,937SH DEFINED4 0 0 24,430,937
GLOBALSTAR TELECOM WARR 2/15/04 G3930H146 4.88 975SH DEFINED2 0 0 975
G3930H146 110.80 22,160SH DEFINED4 0 0 22,160
MIH LTD G6116R101 7,635.86 125,178SH DEFINED2 11,700 0 113,478
G6116R101 14,564.18 238,757SH DEFINED4 0 0 238,757
OPENTV CORPORATION G67543101 5,587.30 47,200SH DEFINED2 1,900 0 45,300
G67543101 40,010.39 337,997SH DEFINED4 0 0 337,997
RSL COMMUNICATIONS LTD-CL A G7702U102 259.36 10,807SH DEFINED2 0 0 10,807
G7702U102 10,851.16 452,132SH DEFINED4 0 0 452,132
TRANSOCEAN SEDCO FOREX INC G90078109 78,333.15 1,526,590SH DEFINED2 221,650 0 1,304,940
G90078109 346,627.69 6,755,229SH DEFINED4 0 0 6,755,229
AUDIOCODES INC M15342104 0.00 45,910SH DEFINED2 5,600 0 40,310
M15342104 0.00 1,069,900SH DEFINED4 0 0 1,069,900
BACKWEB TECHNOLOGIES LTD M15633106 6,380.00 185,600SH DEFINED2 97,100 0 88,500
M15633106 40,755.00 1,185,600SH DEFINED4 0 0 1,185,600
BREEZECOM LIMITED M20385106 1,657.58 44,350SH DEFINED2 5,600 0 38,750
M20385106 631.64 16,900SH DEFINED4 0 0 16,900
CHECK POINT SOFTWARE TECH LTD M22465104 9,416.99 55,050SH DEFINED2 2,500 0 52,550
M22465104 188,921.43 1,104,400SH DEFINED4 0 0 1,104,400
COMMTOUCH SOFTWARE LTD M25596103 0.00 0SH DEFINED2 0 0 0
M25596103 4,616.83 98,100SH DEFINED4 0 0 98,100
GILAT SATELLITE NETWORKS LTD M51474100 6,963.01 59,386SH DEFINED2 7,510 0 51,876
M51474100 6,208.86 52,954SH DEFINED4 0 0 52,954
M-SYSTEMS FLASH DISK PIONEERS M7061C100 3,916.70 73,900SH DEFINED2 9,300 0 64,600
M7061C100 1,627.10 30,700SH DEFINED4 0 0 30,700
ORBOTECH LTD M75253100 10,495.21 123,473SH DEFINED2 15,350 0 108,123
M75253100 4,428.67 52,102SH DEFINED4 0 0 52,102
ORCKIT COMMUNICATIONS LTD M7531S107 10,382.99 154,970SH DEFINED2 19,500 0 135,470
M7531S107 4,364.98 65,149SH DEFINED4 0 0 65,149
RADVISION LTD M81869105 406.12 7,754SH DEFINED2 0 0 7,754
M81869105 4,153.70 79,307SH DEFINED4 0 0 79,307
ASM LITHOGRAPHY HOLDING NV N07059111 16,187.09 144,851SH DEFINED2 34,241 0 110,610
N07059111 352,428.06 3,153,719SH DEFINED4 0 0 3,153,719
QIAGEN N.V. N72482107 0.00 0SH DEFINED2 0 0 0
N72482107 20,876.00 153,500SH DEFINED4 0 0 153,500
SAPIENS INTERNATIONAL CORP N7716A102 0.00 0SH DEFINED2 0 0 0
N7716A102 201.60 16,713SH DEFINED4 0 0 16,713
ROYAL CARIBBEAN CRUISES LTD V7780T103 17,997.48 642,767SH DEFINED2 158,660 0 484,107
V7780T103 42,873.60 1,531,200SH DEFINED4 0 0 1,531,200
ASE TEST LIMITED Y02516105 6,634.62 228,780SH DEFINED2 90,681 0 138,099
Y02516105 14,568.09 502,348SH DEFINED4 0 0 502,348
FLEXTRONICS INTL LTD Y2573F102 30,328.13 430,568SH DEFINED2 22,528 0 408,040
Y2573F102 905,294.31 12,852,448SH DEFINED4 0 0 12,852,448
GIGAMEDIA LTD Y2711Y104 4,452.30 82,070SH DEFINED2 18,100 0 63,970
Y2711Y104 8,835.32 162,863SH DEFINED4 0 0 162,863
TOTAL MARKET VALUE 275,420,148.77
</TABLE>
|
|