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Previous: SAF T LOK INC, 10QSB, 1999-11-15 |
Next: LIBBEY INC, 10-Q, 1999-11-15 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 9/30/99
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Wellington Management Company, LLP
Address: 75 State Street
Boston, MA 02109
13F File Number: 28-517
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: Brian P. Hillery*
Title: Assistant Vice President
Phone: (617) 790-7747
Signature, Place, and Date of Signing:
Brian P. Hillery Boston, Massachusetts September 30, 1999
* Signed pursuant to a Power of Attorney dated January 15, 1997 and filed
with the SEC on January 24, 1997.
Report Type (Check only one.):
[ X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
<PAGE>
FORM 13F SPECIAL ELECTRONIC FILING INSTRUCTIONS Continued
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 4555
Form 13F Information Table Value Total: $112177189000
List of Other Included Managers:
No. 13F File Number Name
01 XX-XXXXX Wellington Trust Company, NA
<PAGE>
<TABLE> <C> <C>
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
ABC Bancorp Common 00040010 231 18000 SH SOLE 18000 0 0
ABC Bancorp Common 00040010 331 25800 SH SOLE 0 0 25800
ABC Bancorp Common 00040010 367 28500 SH DEFINED 1 0 28500 0
ABC-NACO Inc Common 00075210 4002 283400 SH SOLE 283400 0 0
ABC-NACO Inc Common 00075210 3925 277900 SH SOLE 0 0 277900
ABC-NACO Inc Common 00075210 2683 189900 SH DEFINED 1 0 189900 0
ABC-NACO Inc Common 00075210 655 46400 SH DEFINED 1 0 46400 0
ADC Telecommunctns Common 00088610 1937 46200 SH SOLE 46200 0 0
ADC Telecommunctns Common 00088610 15556 370900 SH SOLE 0 0 370900
AFC Cable Systems Common 00095010 319 7500 SH SOLE 7500 0 0
AES Corp Common 00130H10 5900 100000 SH SOLE 100000 0 0
AK Steel Hldg Corp Common 00154710 59211 3244452 SH SOLE 0 0 3244452
AK Steel Hldg Corp Common 00154710 46 2500 SH DEFINED 1 0 2500 0
AMC Entertainment Common 00166910 6969 500000 SH SOLE 0 0 500000
AMFM Inc Common 00169310 86362 1421580 SH SOLE 1421580 0 0
AMFM Inc Common 00169310 38218 629100 SH SOLE 0 0 629100
AMFM Inc Common 00169310 7053 116100 SH DEFINED 1 0 116100 0
AMR Corp Common 00176510 338125 6204100 SH SOLE 6204100 0 0
AMR Corp Common 00176510 62246 1142100 SH SOLE 0 0 1142100
AMR Corp Common 00176510 10252 188100 SH DEFINED 1 0 188100 0
AMR Corp Common 00176510 2055 37700 SH DEFINED 1 0 37700 0
AMR Corp Common 00176510 3602 66100 SH DEFINED 1 0 0 66100
AT&T Corp Common 00195710 558365 12836079 SH SOLE 12836079 0 0
AT&T Corp Common 00195710 870857 20019709 SH SOLE 0 0 20019709
AT&T Corp Common 00195710 77886 1790480 SH DEFINED 1 0 1790480 0
AT&T Corp Common 00195710 2643 60750 SH DEFINED 1 0 60750 0
AT&T Corp Common 00195710 18457 424300 SH DEFINED 1 0 0 424300
AT&T-Liberty Media A Common 00195720 432750 11597696 SH SOLE 11597696 0 0
AT&T-Liberty Media A Common 00195720 232446 6229614 SH SOLE 0 0 6229614
AT&T-Liberty Media A Common 00195720 105321 2822680 SH DEFINED 1 0 2822680 0
AT&T-Liberty Media A Common 00195720 2989 80100 SH DEFINED 1 0 80100 0
AT&T-Liberty Media A Common 00195720 5309 142292 SH DEFINED 1 0 0 142292
AT&T-Liberty Media B Common 00195730 167 4200 SH SOLE 0 0 4200
APT Satellite ADR Common 00203R10 1954 422648 SH SOLE 422648 0 0
APT Satellite ADR Common 00203R10 606 131220 SH SOLE 0 0 131220
APT Satellite ADR Common 00203R10 1190 257310 SH DEFINED 1 0 257310 0
APT Satellite ADR Common 00203R10 138 29800 SH DEFINED 1 0 29800 0
ARV Assisted Living Common 00204C10 701 280000 SH SOLE 280000 0 0
ARV Assisted Living Common 00204C10 1416 566300 SH SOLE 0 0 566300
ARV Assisted Living Common 00204C10 1000 400000 SH DEFINED 1 0 400000 0
ARV Assisted Living 00204CAA 689 2650000 PRN SOLE 2650000 0 0
ARV Assisted Living 00204CAA 416 1600000 PRN SOLE 0 0 1600000
ARV Assisted Living 00204CAA 442 1700000 PRN DEFINED 1 0 1700000 0
ASI Solutions Inc Common 00206F10 499 137500 SH SOLE 137500 0 0
ASI Solutions Inc Common 00206F10 635 175100 SH DEFINED 1 0 175100 0
ASI Solutions Inc Common 00206F10 145 40000 SH DEFINED 1 0 40000 0
AXA Financial Inc Common 00245110 6 100 SH SOLE 0 0 100
Aavid Thermal Tech Common 00253910 239 10600 SH SOLE 10600 0 0
Abbott Laboratories Common 00282410 386054 10522642 SH SOLE 10522642 0 0
Abbott Laboratories Common 00282410 568442 15493992 SH SOLE 0 0 15493992
Abbott Laboratories Common 00282410 49603 1352050 SH DEFINED 1 0 1352050 0
Abbott Laboratories Common 00282410 7043 192000 SH DEFINED 1 0 192000 0
Abercrombie& Fitch A Common 00289620 313 9200 SH SOLE 9200 0 0
Abercrombie& Fitch A Common 00289620 4861 142700 SH DEFINED 1 0 142700 0
Abington Savings Bk Common 00350P10 141 11700 SH SOLE 0 0 11700
Abington Savings Bk Common 00350P10 232 19200 SH DEFINED 1 0 19200 0
Able Telcom Holding Common 00371230 1506 165200 SH SOLE 165200 0 0
Able Telcom Holding Common 00371230 1515 166000 SH DEFINED 1 0 166000 0
Able Telcom Holding Common 00371230 190 20800 SH DEFINED 1 0 20800 0
Abitibi-Consolidated Common 00392410 30717 2546271 SH SOLE 2546271 0 0
Abitibi-Consolidated Common 00392410 103947 8616900 SH SOLE 0 0 8616900
Abitibi-Consolidated Common 00392410 9200 762700 SH DEFINED 1 0 762700 0
Abitibi-Consolidated Common 00392410 1580 131000 SH DEFINED 1 0 131000 0
Ackerley Group Common 00452710 171 14000 SH SOLE 14000 0 0
ACNielsen Corp Common 00483310 1880 82900 SH SOLE 82900 0 0
ACNielsen Corp Common 00483310 182 8000 SH DEFINED 1 0 8000 0
Activision Inc Common 00493020 2046 116100 SH SOLE 116100 0 0
Activision Inc Common 00493020 11569 656400 SH SOLE 0 0 656400
Activision Inc Common 00493020 2931 166300 SH DEFINED 1 0 166300 0
Actel Corp Common 00493410 182 9600 SH SOLE 9600 0 0
Active Software Inc Common 00504E10 7390 308700 SH SOLE 308700 0 0
Acxiom Corp Common 00512510 24487 1245800 SH SOLE 1245800 0 0
Acxiom Corp Common 00512510 4088 208000 SH SOLE 0 0 208000
Acxiom Corp Common 00512510 3705 188500 SH DEFINED 1 0 188500 0
ADAC Laboratories Common 00531320 4568 465700 SH SOLE 465700 0 0
ADAC Laboratories Common 00531320 3162 322300 SH SOLE 0 0 322300
ADAC Laboratories Common 00531320 1268 129200 SH DEFINED 1 0 129200 0
Adaptec Inc Common 00651F10 9138 230237 SH SOLE 230237 0 0
Adaptec Inc Common 00651F10 997 25100 SH SOLE 0 0 25100
Adaptec Inc Common 00651F10 6077 153100 SH DEFINED 1 0 153100 0
Adaptec Inc Common 00651F10 813 20500 SH DEFINED 1 0 20500 0
Adaptec Inc Common 00651F10 2675 67400 SH DEFINED 1 0 0 67400
AFP Provida ADR Common 00709P10 8 400 SH DEFINED 1 0 400 0
Advanced Machine A Common 00753B10 1052 935000 SH SOLE 935000 0 0
Advanced Machine A Common 00753B10 101 90000 SH DEFINED 1 0 90000 0
Advanced Light Tech Common 00753C10 2889 412800 SH SOLE 412800 0 0
Advanced Light Tech Common 00753C10 2626 375200 SH SOLE 0 0 375200
Advanced Light Tech Common 00753C10 1399 199800 SH DEFINED 1 0 199800 0
Advanced Light Tech Common 00753C10 536 76600 SH DEFINED 1 0 76600 0
Advanced Fibre Commn Common 00754A10 29745 1336900 SH SOLE 1336900 0 0
Advanced Fibre Commn Common 00754A10 21229 954100 SH SOLE 0 0 954100
Advanced Fibre Commn Common 00754A10 2782 125000 SH DEFINED 1 0 125000 0
Advanced Polymer Sys Common 00754G10 413 100000 SH SOLE 100000 0 0
Advanced Polymer Sys Common 00754G10 1300 315000 SH DEFINED 1 0 315000 0
Advanced Polymer Sys Common 00754G10 124 30000 SH DEFINED 1 0 30000 0
ADVO Inc Common 00758510 40 2000 SH SOLE 0 0 2000
ADVO Inc Common 00758510 1236 62000 SH DEFINED 1 0 62000 0
Aehr Test Systems Common 00760J10 1720 320000 SH SOLE 0 0 320000
Aehr Test Systems Common 00760J10 1698 316000 SH DEFINED 1 0 316000 0
Aehr Test Systems Common 00760J10 215 40000 SH DEFINED 1 0 40000 0
Advent Software Inc Common 00797410 386 6200 SH SOLE 6200 0 0
Aetna Inc Common 00811710 11993 243500 SH SOLE 243500 0 0
Aetna Inc Common 00811710 214012 4345400 SH SOLE 0 0 4345400
Aetna Inc Common 00811710 5620 114100 SH DEFINED 1 0 114100 0
Affiliated Computr A Common 00819010 6398 157500 SH SOLE 157500 0 0
Affiliated Computr A Common 00819010 14613 359700 SH SOLE 0 0 359700
Affiliated Computr A Common 00819010 7958 195900 SH DEFINED 1 0 195900 0
Affiliated Computr A Common 00819010 1511 37200 SH DEFINED 1 0 0 37200
AG-Chem Equipment Common 00836310 2660 269300 SH SOLE 269300 0 0
AG-Chem Equipment Common 00836310 840 85000 SH SOLE 0 0 85000
AG-Chem Equipment Common 00836310 1679 170000 SH DEFINED 1 0 170000 0
AG-Chem Equipment Common 00836310 572 58000 SH DEFINED 1 0 58000 0
Agribrands Intl Inc Common 00849R10 293 5900 SH SOLE 5900 0 0
Air Express Intl Common 00910410 19057 839950 SH SOLE 839950 0 0
Air Express Intl Common 00910410 14614 644150 SH SOLE 0 0 644150
Air Express Intl Common 00910410 4836 213150 SH DEFINED 1 0 213150 0
Air Products & Chem Common 00915810 52880 1807820 SH SOLE 1807820 0 0
Air Products & Chem Common 00915810 168258 5752380 SH SOLE 0 0 5752380
Air Products & Chem Common 00915810 14283 488340 SH DEFINED 1 0 488340 0
Air Products & Chem Common 00915810 9576 327400 SH DEFINED 1 0 327400 0
Air Products & Chem Common 00915810 1931 66000 SH DEFINED 1 0 0 66000
Airgas Inc Common 00936310 1321 113600 SH SOLE 113600 0 0
Airgas Inc Common 00936310 1808 155500 SH SOLE 0 0 155500
Airgas Inc Common 00936310 1996 171700 SH DEFINED 1 0 171700 0
AirNet Systems Inc Common 00941710 2560 280400 SH SOLE 280400 0 0
AirNet Systems Inc Common 00941710 2237 245200 SH SOLE 0 0 245200
AirNet Systems Inc Common 00941710 1297 142100 SH DEFINED 1 0 142100 0
AirNet Systems Inc Common 00941710 527 57800 SH DEFINED 1 0 57800 0
AirTran Holdings Inc Common 00949P10 3721 739600 SH SOLE 739600 0 0
AirTran Holdings Inc Common 00949P10 1136 225900 SH SOLE 0 0 225900
AirTran Holdings Inc Common 00949P10 1286 255600 SH DEFINED 1 0 255600 0
Akorn Inc Common 00972810 2655 598400 SH SOLE 598400 0 0
Akorn Inc Common 00972810 44 10000 SH DEFINED 1 0 10000 0
Akzo Nobel NV ADR Common 01019930 8220 192300 SH SOLE 192300 0 0
Alaska Air Group Inc Common 01165910 301 7400 SH SOLE 7400 0 0
Alaska Air Group Inc Common 01165910 3568 87700 SH DEFINED 1 0 87700 0
Albany Intl Crp Cl A Common 01234810 1208 79807 SH SOLE 79807 0 0
Albany Intl Crp Cl A Common 01234810 27969 1849220 SH SOLE 0 0 1849220
Albany Intl Crp Cl A Common 01234810 5906 390465 SH DEFINED 1 0 390465 0
Albemarle Corp Common 01265310 0 0 SH SOLE 0 0 0
Albemarle Corp Common 01265310 1835 91200 SH DEFINED 1 0 91200 0
Alberta Energy Co Common 01287310 40746 1411100 SH SOLE 0 0 1411100
Albertsons Inc Common 01310410 12573 317750 SH SOLE 317750 0 0
Albertsons Inc Common 01310410 3133 79210 SH DEFINED 1 0 79210 0
Albertsons Inc Common 01310410 4914 124200 SH DEFINED 1 0 124200 0
Alcan Aluminium Ltd Common 01371610 350 11200 SH SOLE 11200 0 0
Alcan Aluminium Ltd Common 01371610 127909 4093100 SH SOLE 0 0 4093100
Alcoa Inc Common 01381710 353669 5698604 SH SOLE 5698604 0 0
Alcoa Inc Common 01381710 1300546 20955244 SH SOLE 0 0 20955244
Alcoa Inc Common 01381710 45931 740040 SH DEFINED 1 0 740040 0
Alcoa Inc Common 01381710 9105 146700 SH DEFINED 1 0 146700 0
Alcoa Inc Common 01381710 6678 107600 SH DEFINED 1 0 0 107600
Alcatel SA ADR Common 01390430 28829 1038800 SH SOLE 1038800 0 0
Alcatel SA ADR Common 01390430 265557 9569600 SH SOLE 0 0 9569600
Alcatel SA ADR Common 01390430 10345 372780 SH DEFINED 1 0 372780 0
Alcatel SA ADR Common 01390430 5078 183000 SH DEFINED 1 0 183000 0
Alkermes Inc Common 01642T10 2205 76500 SH SOLE 76500 0 0
Allegheny Energy Inc Common 01736110 468 14700 SH SOLE 14700 0 0
Allegheny Energy Inc Common 01736110 8431 264500 SH DEFINED 1 0 264500 0
Allegiance Telecom Common 01747T10 11841 225000 SH SOLE 225000 0 0
Allegiance Telecom Common 01747T10 5268 100100 SH SOLE 0 0 100100
Allegiance Telecom Common 01747T10 2731 51900 SH DEFINED 1 0 51900 0
Allergan Inc Common 01849010 314545 2859500 SH SOLE 0 0 2859500
Allergan Spec Thera Common 01849410 2143 186330 SH SOLE 186330 0 0
Alliance Pharm Corp Common 01877310 779 154000 SH SOLE 154000 0 0
Alliance Pharm Corp Common 01877310 13830 2731588 SH SOLE 0 0 2731588
Alliance Pharm Corp Common 01877310 6948 1372400 SH DEFINED 1 0 1372400 0
Alliance Semiconduct Common 01877H10 7618 717000 SH SOLE 717000 0 0
Alliance Semiconduct Common 01877H10 43 4000 SH DEFINED 1 0 4000 0
Alliant Techsystems Common 01880410 1011 14600 SH SOLE 14600 0 0
Alliant Techsystems Common 01880410 1248 18000 SH SOLE 0 0 18000
Alliant Techsystems Common 01880410 2557 36900 SH DEFINED 1 0 36900 0
Allied Signal Inc Common 01951210 347575 5798875 SH SOLE 5798875 0 0
Allied Signal Inc Common 01951210 82757 1380675 SH SOLE 0 0 1380675
Allied Signal Inc Common 01951210 33160 553240 SH DEFINED 1 0 553240 0
Allied Signal Inc Common 01951210 9212 153700 SH DEFINED 1 0 153700 0
Allied Signal Inc Common 01951210 5892 98300 SH DEFINED 1 0 0 98300
Allied Waste Inds Common 01958930 116 10000 SH SOLE 10000 0 0
Allmerica Finl Corp Common 01975410 4972 104400 SH SOLE 104400 0 0
Alloy Online Inc Common 01985510 7775 595200 SH SOLE 595200 0 0
Alloy Online Inc Common 01985510 1692 129500 SH SOLE 0 0 129500
Alloy Online Inc Common 01985510 955 73100 SH DEFINED 1 0 73100 0
Alloy Online Inc Common 01985510 373 28600 SH DEFINED 1 0 28600 0
Allscripts Inc Common 01988610 269 16900 SH SOLE 16900 0 0
Allscripts Inc Common 01988610 218 13700 SH SOLE 0 0 13700
Allscripts Inc Common 01988610 411 25900 SH DEFINED 1 0 25900 0
Allstate Corp Common 02000210 0 0 SH SOLE 0 0 0
Allstate Corp Common 02000210 131822 5286000 SH SOLE 0 0 5286000
Alltel Corp Common 02003910 9579 136124 SH SOLE 136124 0 0
Alltel Corp Common 02003910 219528 3119400 SH SOLE 0 0 3119400
Alltel Corp Common 02003910 8024 114014 SH DEFINED 1 0 114014 0
Alltel Corp Common 02003910 514 7300 SH DEFINED 1 0 7300 0
Alpharma Cl A Common 02081310 38269 1083713 SH SOLE 0 0 1083713
Alstom ADR Common 02124410 163 4900 SH SOLE 4900 0 0
Altera Corp Common 02144110 104690 2413600 SH SOLE 2413600 0 0
Altera Corp Common 02144110 27082 624400 SH SOLE 0 0 624400
Altera Corp Common 02144110 32614 751900 SH DEFINED 1 0 751900 0
Alza Corp 022615AD 1301 1065000 PRN SOLE 1065000 0 0
Amazon.com Inc Common 02313510 13287 166200 SH SOLE 166200 0 0
Amazon.com Inc Common 02313510 4965 62100 SH SOLE 0 0 62100
Amazon.com Inc Common 02313510 4829 60420 SH DEFINED 1 0 60420 0
Ambac Financial Gp Common 02313910 63923 1349300 SH SOLE 1349300 0 0
Ambassadors Intl Inc Common 02317810 3122 232300 SH SOLE 232300 0 0
Ambassadors Intl Inc Common 02317810 2888 214900 SH SOLE 0 0 214900
Ambassadors Intl Inc Common 02317810 1478 110000 SH DEFINED 1 0 110000 0
Ambassadors Intl Inc Common 02317810 631 47000 SH DEFINED 1 0 47000 0
Amerada Hess Common 02355110 43 700 SH SOLE 700 0 0
Amerada Hess Common 02355110 24512 400200 SH SOLE 0 0 400200
Ameren Corporation Common 02360810 291 7700 SH SOLE 7700 0 0
Ameren Corporation Common 02360810 61 1600 SH SOLE 0 0 1600
Ameren Corporation Common 02360810 5332 141000 SH DEFINED 1 0 141000 0
America Online Inc Common 02364J10 193431 1858754 SH SOLE 1858754 0 0
America Online Inc Common 02364J10 72938 700900 SH SOLE 0 0 700900
America Online Inc Common 02364J10 100056 961500 SH DEFINED 1 0 961500 0
America Online Inc Common 02364J10 603 5800 SH DEFINED 1 0 5800 0
America West Hldgs B Common 02365720 61785 3568700 SH SOLE 0 0 3568700
America West Hldgs B Common 02365720 29 1700 SH DEFINED 1 0 1700 0
American Aircarrier Common 02375810 645 73600 SH SOLE 73600 0 0
American Aircarrier Common 02375810 411 47000 SH SOLE 0 0 47000
American Aircarrier Common 02375810 114 13000 SH DEFINED 1 0 13000 0
American Cap Strat Common 02493710 5513 298000 SH SOLE 298000 0 0
American Cap Strat Common 02493710 6117 330600 SH SOLE 0 0 330600
American Elec Power Common 02553710 22540 660500 SH SOLE 0 0 660500
American Eagle Outft Common 02553E10 6540 135000 SH SOLE 135000 0 0
American Eagle Outft Common 02553E10 7494 154700 SH SOLE 0 0 154700
American Eagle Outft Common 02553E10 9169 189300 SH DEFINED 1 0 189300 0
American Express Co Common 02581610 2241 16600 SH SOLE 16600 0 0
American Express Co Common 02581610 291 2150 SH SOLE 0 0 2150
American Express Co Common 02581610 6797 50350 SH DEFINED 1 0 50350 0
American General Crp Common 02635110 257702 4074336 SH SOLE 4074336 0 0
American General Crp Common 02635110 39279 621000 SH SOLE 0 0 621000
American General Crp Common 02635110 14201 224500 SH DEFINED 1 0 224500 0
American General Crp Common 02635110 1575 24900 SH DEFINED 1 0 24900 0
American Gen DE LLC Cv Pfd 02637G20 748 9350 PRN SOLE 9350 0 0
American Healthcorp Common 02649V10 2337 381600 SH SOLE 0 0 381600
American Healthcorp Common 02649V10 74 12100 SH DEFINED 1 0 12100 0
American Heritage Common 02652210 1699 53500 SH SOLE 53500 0 0
American Heritage Common 02652210 3369 106100 SH SOLE 0 0 106100
American Heritage Common 02652210 3032 95500 SH DEFINED 1 0 95500 0
American Home Prods Common 02660910 520756 12548180 SH SOLE 12548180 0 0
American Home Prods Common 02660910 719706 17342321 SH SOLE 0 0 17342321
American Home Prods Common 02660910 73022 1759510 SH DEFINED 1 0 1759510 0
American Home Prods Common 02660910 8089 194900 SH DEFINED 1 0 194900 0
American Home Prods Common 02660910 4245 102300 SH DEFINED 1 0 0 102300
American Homestar Common 02665110 1485 383000 SH SOLE 383000 0 0
American Homestar Common 02665110 896 231000 SH SOLE 0 0 231000
American Homestar Common 02665110 151 39000 SH DEFINED 1 0 39000 0
American Intl Group Common 02687410 392964 4520085 SH SOLE 4520085 0 0
American Intl Group Common 02687410 173738 1998408 SH SOLE 0 0 1998408
American Intl Group Common 02687410 95119 1094082 SH DEFINED 1 0 1094082 0
American Intl Group Common 02687410 3482 40048 SH DEFINED 1 0 40048 0
American Intl Group Common 02687410 11394 131062 SH DEFINED 1 0 0 131062
American Mgmt System Common 02735210 28390 1106600 SH SOLE 1106600 0 0
American Mgmt System Common 02735210 5124 199700 SH SOLE 0 0 199700
American Mgmt System Common 02735210 9933 387200 SH DEFINED 1 0 387200 0
American Medical Sec Common 02744P10 2360 362900 SH SOLE 362900 0 0
American Medical Sec Common 02744P10 5355 823800 SH SOLE 0 0 823800
American Medical Sec Common 02744P10 1094 168100 SH DEFINED 1 0 168100 0
American Mobile Common 02755R10 8500 485700 SH SOLE 485700 0 0
Am Retirement Corp Common 02891310 206 21000 SH SOLE 21000 0 0
Am Retirement Corp Common 02891310 6653 678000 SH SOLE 0 0 678000
Am Retirement Corp Common 02891310 1472 150000 SH DEFINED 1 0 150000 0
Am Retirement Corp Common 02891310 441 45000 SH DEFINED 1 0 45000 0
Am Retirement Corp 028913AA 1444 2000000 PRN SOLE 0 0 2000000
American Power Conv Common 02906610 1649 86800 SH DEFINED 1 0 86800 0
American Standard Common 02971210 104 2700 SH SOLE 2700 0 0
American Standard Common 02971210 2260 58500 SH DEFINED 1 0 58500 0
American States Wtr Common 02989910 33 1000 SH SOLE 0 0 1000
American States Wtr Common 02989910 424 12800 SH DEFINED 1 0 12800 0
American Tower Crp A Common 02991220 169922 8658251 SH SOLE 8658251 0 0
American Tower Crp A Common 02991220 103844 5291460 SH SOLE 0 0 5291460
American Tower Crp A Common 02991220 39119 1993300 SH DEFINED 1 0 1993300 0
American Tower Crp A Common 02991220 1330 67800 SH DEFINED 1 0 67800 0
American Tower Crp A Common 02991220 2585 131700 SH DEFINED 1 0 0 131700
American Water Works Common 03041110 4856 167800 SH SOLE 167800 0 0
American Water Works Common 03041110 10021 346300 SH SOLE 0 0 346300
American Xtal Tech Common 03051410 1067 49900 SH SOLE 49900 0 0
American Xtal Tech Common 03051410 850 39800 SH SOLE 0 0 39800
American Xtal Tech Common 03051410 1282 60000 SH DEFINED 1 0 60000 0
American Xtal Tech Common 03051410 150 7000 SH DEFINED 1 0 7000 0
Amerihost Properties Common 03070D20 525 175000 SH SOLE 175000 0 0
Amerihost Properties Common 03070D20 1200 400000 SH DEFINED 1 0 400000 0
Amerihost Properties Common 03070D20 120 40000 SH DEFINED 1 0 40000 0
Amerisource Hlth A Common 03071P10 1253 52900 SH SOLE 52900 0 0
Amerisource Hlth A Common 03071P10 24915 1051800 SH SOLE 0 0 1051800
Amerisource Hlth A Common 03071P10 5941 250800 SH DEFINED 1 0 250800 0
Ames Dept Stores Inc Common 03078950 33947 1065000 SH SOLE 1065000 0 0
Ameritech Corp Common 03095410 130314 1952246 SH SOLE 1952246 0 0
Ameritech Corp Common 03095410 65324 978640 SH SOLE 0 0 978640
Ameritech Corp Common 03095410 77304 1158100 SH DEFINED 1 0 1158100 0
Ameritech Corp Common 03095410 20499 307100 SH DEFINED 1 0 0 307100
Amgen Inc Common 03116210 12821 157300 SH SOLE 157300 0 0
Amgen Inc Common 03116210 3219 39500 SH SOLE 0 0 39500
Amgen Inc Common 03116210 38244 469250 SH DEFINED 1 0 469250 0
Amkor Technology Inc Common 03165210 334 20700 SH SOLE 20700 0 0
Amresco Inc Common 03190910 673 224200 SH SOLE 224200 0 0
Amresco Inc Common 03190910 959 319800 SH SOLE 0 0 319800
Amresco Inc Common 03190910 104 34800 SH DEFINED 1 0 34800 0
AMRESCO Cap Tr REIT Common 03191910 884 101000 SH SOLE 101000 0 0
AMRESCO Cap Tr REIT Common 03191910 613 70000 SH DEFINED 1 0 70000 0
AMRESCO Cap Tr REIT Common 03191910 438 50000 SH DEFINED 1 0 50000 0
Amphenol Corp A Common 03209510 50 1000 SH DEFINED 1 0 1000 0
Amplicon Inc Common 03210110 1127 93000 SH SOLE 93000 0 0
Amplicon Inc Common 03210110 1913 157800 SH SOLE 0 0 157800
Amplicon Inc Common 03210110 1218 100500 SH DEFINED 1 0 100500 0
AmSouth Bancorp Common 03216510 7 300 SH SOLE 0 0 300
Amsurg Corp A Common 03232P10 2690 421800 SH SOLE 421800 0 0
Amsurg Corp A Common 03232P10 1948 305500 SH SOLE 0 0 305500
Amsurg Corp A Common 03232P10 1435 225000 SH DEFINED 1 0 225000 0
Amsurg Corp B Common 03232P20 592 94700 SH SOLE 94700 0 0
Amsurg Corp B Common 03232P20 1024 163800 SH SOLE 0 0 163800
Amsurg Corp B Common 03232P20 700 112000 SH DEFINED 1 0 112000 0
AmWest Insurance Grp Common 03234510 1329 138000 SH SOLE 138000 0 0
AmWest Insurance Grp Common 03234510 404 42000 SH SOLE 0 0 42000
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Freddie Mac Common 31340030 768 14800 SH SOLE 14800 0 0
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Group Maintenance Common 39943E10 2500 200000 SH SOLE 200000 0 0
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Hexcel Corp Common 42829110 7843 1349300 SH SOLE 1349300 0 0
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Hilton Hotels 432848AL 486 600000 PRN SOLE 600000 0 0
Hitachi Ltd ADR Common 43357850 316 2900 SH SOLE 2900 0 0
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Honeywell Inc Common 43850610 1315 11800 SH SOLE 11800 0 0
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Host Marriott REIT Common 44107P10 46 4891 SH SOLE 0 0 4891
Hot Topic Inc Common 44133910 41 1500 SH SOLE 1500 0 0
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Huaneng Pwr Intl ADR Common 44330410 1918 154200 SH SOLE 154200 0 0
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IXC Communications Common 45071310 98 2500 SH SOLE 2500 0 0
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Image Entertainment Common 45243920 625 136100 SH DEFINED 1 0 136100 0
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Imation Corp Common 45245A10 208 6700 SH SOLE 6700 0 0
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ING Groep NV ADR Common 45683710 340 6200 SH SOLE 6200 0 0
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Inktomi Corp Common 45727710 5857 48800 SH DEFINED 1 0 48800 0
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Learning Tree Intl Common 52201510 2441 147400 SH SOLE 147400 0 0
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Old Kent Financial Common 67983310 3582 96468 SH SOLE 96468 0 0
Omnicare Inc Common 68190410 9625 1000000 SH SOLE 0 0 1000000
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Ontro Inc Common 68338010 451 240000 SH SOLE 240000 0 0
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Oracle Corporation Common 68389X10 75862 1667300 SH SOLE 1667300 0 0
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Oshkosh B'Gosh Cl A Common 68822220 3641 228000 SH SOLE 228000 0 0
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PE Corp 69332S11 1 30 PRN SOLE 30 0 0
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PE-Celera Genomics Common 69332S20 21827 542272 SH SOLE 0 0 542272
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P.F. Changs China Common 69333Y10 2407 111300 SH DEFINED 1 0 111300 0
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PSS World Medical Common 69366A10 6610 739500 SH SOLE 0 0 739500
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Pall Corp Common 69642930 2068 89200 SH SOLE 89200 0 0
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Playboy Entprs Cl B Common 72811730 8807 330000 SH SOLE 0 0 330000
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SBA Communctns Corp Common 78388J10 5219 479800 SH SOLE 479800 0 0
SBA Communctns Corp Common 78388J10 5192 477600 SH SOLE 0 0 477600
SBA Communctns Corp Common 78388J10 3531 324700 SH DEFINED 1 0 324700 0
SBA Communctns Corp Common 78388J10 845 77700 SH DEFINED 1 0 77700 0
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SCB Computer Tech Common 78388N10 1183 229400 SH DEFINED 1 0 229400 0
SCB Computer Tech Common 78388N10 412 80000 SH DEFINED 1 0 80000 0
SCI Systems Inc Common 78389010 2409 54200 SH DEFINED 1 0 54200 0
SCP Pool Corp Common 78402810 5774 245650 SH SOLE 245650 0 0
SCP Pool Corp Common 78402810 5711 243000 SH SOLE 0 0 243000
SCP Pool Corp Common 78402810 2115 90000 SH DEFINED 1 0 90000 0
SCP Pool Corp Common 78402810 952 40500 SH DEFINED 1 0 40500 0
SFX Entertainment A Common 78417810 68673 2242350 SH SOLE 2242350 0 0
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SFX Entertainment A Common 78417810 1529 49900 SH DEFINED 1 0 49900 0
SK Telecom Co ADR Common 78440P10 822 79754 SH DEFINED 1 0 79754 0
SM&A Corporation Common 78443210 1675 216000 SH SOLE 216000 0 0
SOS Staffing Svcs Common 78462X10 174 30000 SH SOLE 30000 0 0
SOS Staffing Svcs Common 78462X10 1453 250000 SH SOLE 0 0 250000
Sabre Holdings Corp Common 78590510 2872 66800 SH SOLE 66800 0 0
Safeskin Corp Common 78645410 4109 500000 SH SOLE 0 0 500000
Safety-Kleen Corp Common 78648R20 303 25125 SH SOLE 25125 0 0
Safety-Kleen Corp Common 78648R20 6452 534850 SH SOLE 0 0 534850
Safety-Kleen Corp Common 78648R20 349 28950 SH DEFINED 1 0 28950 0
Safeway Inc Common 78651420 302257 7940900 SH SOLE 7940900 0 0
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Safeway Inc Common 78651420 40157 1055000 SH DEFINED 1 0 1055000 0
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Saga Communctns Cl A Common 78659810 999 43456 SH DEFINED 1 0 43456 0
St Jude Medical Inc Common 79084910 8059 255800 SH SOLE 255800 0 0
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St Jude Medical Inc Common 79084910 44 1400 SH DEFINED 1 0 1400 0
St Mary Land & Expl Common 79222810 3496 133800 SH SOLE 133800 0 0
St Mary Land & Expl Common 79222810 1732 66300 SH SOLE 0 0 66300
St Mary Land & Expl Common 79222810 3025 115800 SH DEFINED 1 0 115800 0
St Paul Bancorp Inc Common 79284810 568 24800 SH SOLE 24800 0 0
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St Paul Companies Common 79286010 10005 363800 SH DEFINED 1 0 363800 0
Sanmina Corp Common 80090710 10922 141150 SH SOLE 141150 0 0
Sanmina Corp Common 80090710 851 11000 SH SOLE 0 0 11000
Sanmina Corp Common 80090710 3095 40000 SH DEFINED 1 0 40000 0
Sangstat Med Corp Common 80100310 254 11900 SH SOLE 11900 0 0
Sangstat Med Corp Common 80100310 750 35100 SH SOLE 0 0 35100
Sangstat Med Corp Common 80100310 2259 105700 SH DEFINED 1 0 105700 0
Santa Fe Snyder Corp Common 80218K10 27049 3005400 SH SOLE 0 0 3005400
Santa Fe Snyder Corp Common 80218K10 27 3000 SH DEFINED 1 0 3000 0
Sara Lee Corp Common 80311110 3280 140350 SH SOLE 140350 0 0
Sara Lee Corp Common 80311110 105 4500 SH SOLE 0 0 4500
Sara Lee Corp Common 80311110 16496 705700 SH DEFINED 1 0 705700 0
Sara Lee Corp Common 80311110 4948 211700 SH DEFINED 1 0 0 211700
Sauer Inc Common 80413710 2240 183800 SH SOLE 183800 0 0
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Sawtek Inc Common 80546810 12299 351300 SH SOLE 351300 0 0
Sawtek Inc Common 80546810 12245 349800 SH SOLE 0 0 349800
Sawtek Inc Common 80546810 12365 353200 SH DEFINED 1 0 353200 0
Scana Corp Common 80589810 10270 424600 SH SOLE 424600 0 0
Scana Corp Common 80589810 24850 1027400 SH SOLE 0 0 1027400
Scana Corp Common 80589810 738 30500 SH DEFINED 1 0 30500 0
Scansource Inc Common 80603710 1255 45000 SH SOLE 45000 0 0
Scansource Inc Common 80603710 1014 36400 SH SOLE 0 0 36400
Scansource Inc Common 80603710 836 30000 SH DEFINED 1 0 30000 0
Scheid Vineyards A Common 80640310 921 199000 SH SOLE 199000 0 0
Scheid Vineyards A Common 80640310 1249 270000 SH DEFINED 1 0 270000 0
Scheid Vineyards A Common 80640310 532 115000 SH DEFINED 1 0 115000 0
Henry Schein Inc Common 80640710 21040 1476500 SH SOLE 1476500 0 0
Henry Schein Inc Common 80640710 6044 424100 SH SOLE 0 0 424100
Henry Schein Inc Common 80640710 2882 202200 SH DEFINED 1 0 202200 0
Schein Pharma Inc Common 80641610 4931 525900 SH SOLE 525900 0 0
Schein Pharma Inc Common 80641610 34 3600 SH DEFINED 1 0 3600 0
Schering-Plough Corp Common 80660510 1680 38500 SH SOLE 38500 0 0
Schering-Plough Corp Common 80660510 19195 440000 SH SOLE 0 0 440000
Schering-Plough Corp Common 80660510 2967 68000 SH DEFINED 1 0 68000 0
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Schlumberger Ltd Common 80685710 319760 5131507 SH SOLE 0 0 5131507
Schlumberger Ltd Common 80685710 22628 363140 SH DEFINED 1 0 363140 0
Schlumberger Ltd Common 80685710 2667 42800 SH DEFINED 1 0 42800 0
Scholastic Corp Common 80706610 2450 49000 SH DEFINED 1 0 49000 0
Schuler Homes Inc Common 80818810 1300 192600 SH SOLE 192600 0 0
Schulman A Inc Common 80819410 45 2600 SH SOLE 0 0 2600
Schweitzer-Mauduit Common 80854110 2489 192300 SH SOLE 192300 0 0
Schweitzer-Mauduit Common 80854110 2300 177800 SH SOLE 0 0 177800
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Schweitzer-Mauduit Common 80854110 543 42000 SH DEFINED 1 0 42000 0
Scientific-Atlanta Common 80865510 50802 1025000 SH SOLE 1025000 0 0
Scientific-Atlanta Common 80865510 48473 978000 SH SOLE 0 0 978000
Scios Inc Common 80890510 83 22500 SH SOLE 22500 0 0
Scios Inc Common 80890510 1993 540250 SH SOLE 0 0 540250
Scios Inc Common 80890510 2953 800512 SH DEFINED 1 0 800512 0
Scottish Power ADR Common 81013T70 117 3210 SH SOLE 3210 0 0
Scripps EW Co Cl A Common 81105420 46857 953810 SH SOLE 953810 0 0
Scripps EW Co Cl A Common 81105420 39805 810290 SH SOLE 0 0 810290
Scripps EW Co Cl A Common 81105420 27699 563850 SH DEFINED 1 0 563850 0
Scripps EW Co Cl A Common 81105420 5124 104300 SH DEFINED 1 0 0 104300
Sea Containers Cl A Common 81137170 34 1200 SH DEFINED 1 0 1200 0
SeaChange Intl Inc Common 81169910 8771 552500 SH SOLE 552500 0 0
SeaChange Intl Inc Common 81169910 3194 201200 SH SOLE 0 0 201200
SeaChange Intl Inc Common 81169910 127 8000 SH DEFINED 1 0 8000 0
SeaChange Intl Inc Common 81169910 476 30000 SH DEFINED 1 0 30000 0
Seacoast Bkng FL A Common 81170710 409 13900 SH SOLE 13900 0 0
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Seacoast Finl Svcs Common 81170Q10 1480 148000 SH DEFINED 1 0 148000 0
Seacoast Finl Svcs Common 81170Q10 670 67000 SH DEFINED 1 0 67000 0
Seagate Technology Common 81180410 49000 1600000 SH SOLE 1600000 0 0
Seagate Technology Common 81180410 4123 134600 SH DEFINED 1 0 134600 0
Seacor Smit Inc Common 81190410 72 1400 SH SOLE 1400 0 0
Seacor Smit Inc Common 81190410 979 19100 SH DEFINED 1 0 19100 0
Sealed Air Corp Common 81211K10 101814 1984178 SH SOLE 1984178 0 0
Sealed Air Corp Common 81211K10 33183 646670 SH SOLE 0 0 646670
Sealed Air Corp Common 81211K10 6167 120200 SH DEFINED 1 0 120200 0
Sealed Air Corp Common 81211K10 2026 39500 SH DEFINED 1 0 39500 0
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Security Cap Grp B Common 81413P20 9930 676050 SH SOLE 0 0 676050
Security Cap Grp B Common 81413P20 2827 192450 SH DEFINED 1 0 192450 0
Security Cap Grp B Common 81413P20 1143 77800 SH DEFINED 1 0 0 77800
Security First Tech Common 81427910 1155 29700 SH SOLE 29700 0 0
Security of PA Finl Common 81484710 1032 102000 SH SOLE 0 0 102000
Seibels Bruce Group Common 81600620 1049 349600 SH SOLE 349600 0 0
Seibels Bruce Group Common 81600620 91 30400 SH DEFINED 1 0 30400 0
Semtech Corp Common 81685010 5180 141400 SH SOLE 141400 0 0
Semtech Corp Common 81685010 14192 387500 SH SOLE 0 0 387500
Semtech Corp Common 81685010 9977 272400 SH DEFINED 1 0 272400 0
Sempra Energy Common 81685110 7786 374071 SH SOLE 0 0 374071
Sensormatic Electrs Common 81726510 13005 1025000 SH SOLE 1025000 0 0
Sensormatic Electrs Common 81726510 7406 583700 SH SOLE 0 0 583700
Sequent Computer Sys Common 81733810 225 12500 SH SOLE 12500 0 0
SERENA Software Inc Common 81749210 1899 110900 SH SOLE 110900 0 0
SERENA Software Inc Common 81749210 3041 177600 SH SOLE 0 0 177600
Service Experts Inc Common 81756710 1971 190000 SH SOLE 190000 0 0
Service Experts Inc Common 81756710 1556 150000 SH SOLE 0 0 150000
Servicemaster Co Common 81760N10 57265 3565022 SH SOLE 3565022 0 0
Servicemaster Co Common 81760N10 11574 720500 SH SOLE 0 0 720500
Servicemaster Co Common 81760N10 803 50000 SH DEFINED 1 0 50000 0
Shandong Huaneng ADR Common 81941910 1213 277300 SH SOLE 277300 0 0
Shared Medical Sys Common 81948610 43436 929100 SH SOLE 929100 0 0
Shared Medical Sys Common 81948610 65014 1390700 SH SOLE 0 0 1390700
Shared Medical Sys Common 81948610 6036 129100 SH DEFINED 1 0 129100 0
Shaw Industries Common 82028610 22 1400 SH DEFINED 1 0 1400 0
Shell Trans&Trdg ADR Common 82270360 56348 1238400 SH SOLE 1238400 0 0
Shell Trans&Trdg ADR Common 82270360 172791 3797600 SH SOLE 0 0 3797600
Shell Trans&Trdg ADR Common 82270360 7863 172800 SH DEFINED 1 0 172800 0
Shells Seafood Restr Common 82280910 506 150000 SH SOLE 150000 0 0
Shells Seafood Restr Common 82280910 489 145000 SH SOLE 0 0 145000
Sherwood Brands A Common 82437L10 275 110000 SH SOLE 110000 0 0
Sherwood Brands A Common 82437L10 275 110000 SH SOLE 0 0 110000
Sherwood Brands A Common 82437L10 100 40000 SH DEFINED 1 0 40000 0
Shiloh Industries Common 82454310 1439 130800 SH SOLE 0 0 130800
Shoe Pavilion Inc Common 82489410 1187 324500 SH SOLE 324500 0 0
Shoe Pavilion Inc Common 82489410 404 110600 SH DEFINED 1 0 110600 0
Shopko Stores Inc Common 82491110 20 700 SH SOLE 0 0 700
Shopko Stores Inc Common 82491110 838 28900 SH DEFINED 1 0 28900 0
Siebel Systems Inc Common 82617010 4797 72000 SH DEFINED 1 0 72000 0
Sierra Health Svcs Common 82632210 2780 274500 SH SOLE 274500 0 0
Sierra Health Svcs Common 82632210 21157 2089600 SH SOLE 0 0 2089600
Sierra Health Svcs Common 82632210 28 2800 SH DEFINED 1 0 2800 0
Sierra Pacific Res Common 82642810 1562 70184 SH SOLE 70184 0 0
Sierra Pacific Res Common 82642810 2259 101556 SH SOLE 0 0 101556
Sierra Pacific Res Common 82642810 2318 104160 SH DEFINED 1 0 104160 0
Sigma-Aldrich Corp Common 82655210 7516 236700 SH SOLE 236700 0 0
Sigma-Aldrich Corp Common 82655210 282076 8884300 SH SOLE 0 0 8884300
Sigma-Aldrich Corp Common 82655210 152 4800 SH DEFINED 1 0 4800 0
Silicon Graphics Inc Common 82705610 166 15200 SH SOLE 15200 0 0
Silicon Storage Tech Common 82705710 13972 989100 SH SOLE 989100 0 0
Silicon Storage Tech Common 82705710 1800 127400 SH SOLE 0 0 127400
Silicon Storage Tech Common 82705710 2016 142700 SH DEFINED 1 0 142700 0
SkyWest Inc Common 83087910 2579 117600 SH SOLE 117600 0 0
SkyWest Inc Common 83087910 3085 140600 SH SOLE 0 0 140600
SkyWest Inc Common 83087910 3938 179500 SH DEFINED 1 0 179500 0
SkyWest Inc Common 83087910 2624 119600 SH DEFINED 1 0 0 119600
SkyTel Communictns Common 83087Q10 543 29700 SH SOLE 29700 0 0
SkyTel Communictns Common 83087Q10 761 41500 SH SOLE 0 0 41500
SkyTel Communictns Common 83087Q10 797 43500 SH DEFINED 1 0 43500 0
Smart Modular Tech Common 83169010 13625 400000 SH SOLE 0 0 400000
Smith-Gardner Assoc Common 83205910 297 38000 SH SOLE 38000 0 0
Smith-Gardner Assoc Common 83205910 1438 184000 SH SOLE 0 0 184000
Smith-Gardner Assoc Common 83205910 782 100000 SH DEFINED 1 0 100000 0
Smith International Common 83211010 5829 143900 SH SOLE 143900 0 0
Smithkline Beech ADR Common 83237830 33359 578950 SH SOLE 578950 0 0
Smithkline Beech ADR Common 83237830 215017 3731300 SH SOLE 0 0 3731300
Smithkline Beech ADR Common 83237830 17517 304000 SH DEFINED 1 0 304000 0
Smithkline Beech ADR Common 83237830 1510 26200 SH DEFINED 1 0 26200 0
Smurfit-Stone Contnr Common 83272710 56196 2598600 SH SOLE 2598600 0 0
Smurfit-Stone Contnr Common 83272710 85295 3944250 SH SOLE 0 0 3944250
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Smurfit-Stone Contnr Common 83272710 3335 154200 SH DEFINED 1 0 0 154200
Snyder Communctns Common 83291410 3668 241500 SH SOLE 241500 0 0
Snyder Communctns Common 83291410 2292 150900 SH DEFINED 1 0 150900 0
Snap-On Inc Common 83303410 88 2700 SH SOLE 2700 0 0
Snap-On Inc Common 83303410 26 800 SH SOLE 0 0 800
Soc Quimca Y Min ADR Common 83363510 2279 76900 SH SOLE 76900 0 0
Soc Quimca Y Min ADR Common 83363510 676 22800 SH SOLE 0 0 22800
Soc Quimca Y Min ADR Common 83363510 4836 163200 SH DEFINED 1 0 163200 0
Soc Quimca Y Min ADR Common 83363510 252 8500 SH DEFINED 1 0 8500 0
Sodexho Marriott Svc Common 83379310 1109 65200 SH SOLE 65200 0 0
Sodexho Marriott Svc Common 83379310 1415 83200 SH SOLE 0 0 83200
Sodexho Marriott Svc Common 83379310 2266 133300 SH DEFINED 1 0 133300 0
Software Spectrum Common 83396010 693 44700 SH SOLE 44700 0 0
Software Spectrum Common 83396010 143 9200 SH DEFINED 1 0 9200 0
Software.com Inc Common 83402P10 712 16600 SH SOLE 16600 0 0
Software.com Inc Common 83402P10 1055 24600 SH SOLE 0 0 24600
Software.com Inc Common 83402P10 1295 30200 SH DEFINED 1 0 30200 0
Sola Intl Inc Common 83409210 7826 504900 SH SOLE 504900 0 0
Sola Intl Inc Common 83409210 88 5700 SH DEFINED 1 0 5700 0
Solectron Corp Common 83418210 71813 1000000 SH SOLE 1000000 0 0
Sonat Inc Common 83541510 294 7400 SH SOLE 7400 0 0
Sonat Inc Common 83541510 5354 134900 SH DEFINED 1 0 134900 0
Sonic Corp Common 83545110 317 10400 SH SOLE 10400 0 0
Sonosite Inc Common 83568G10 5334 204166 SH SOLE 0 0 204166
Sony Corp ADR Common 83569930 170620 1136990 SH SOLE 1136990 0 0
South Jersey Finl Common 83849310 1367 94700 SH SOLE 94700 0 0
South Jersey Finl Common 83849310 340 23600 SH SOLE 0 0 23600
Southern Co Common 84258710 52 2000 SH SOLE 2000 0 0
Southern Co Common 84258710 36212 1406300 SH SOLE 0 0 1406300
Southwest Airlines Common 84474110 11759 774319 SH SOLE 774319 0 0
Southwest Airlines Common 84474110 1760 115900 SH SOLE 0 0 115900
Southwest Airlines Common 84474110 5789 381150 SH DEFINED 1 0 381150 0
Southwest Bcp Inc OK Common 84476710 3060 140700 SH SOLE 0 0 140700
Southwall Tech Inc Common 84490910 508 140000 SH SOLE 140000 0 0
Spacelabs Medical Common 84624710 3764 249000 SH SOLE 249000 0 0
Spacelabs Medical Common 84624710 4934 326200 SH SOLE 0 0 326200
Spacelabs Medical Common 84624710 39 2600 SH DEFINED 1 0 2600 0
Specialty Catalog Common 84748Q10 362 100000 SH SOLE 100000 0 0
Specialty Catalog Common 84748Q10 471 130000 SH SOLE 0 0 130000
Specialty Catalog Common 84748Q10 616 170000 SH DEFINED 1 0 170000 0
Spectra-Physics Common 84756810 1743 166000 SH SOLE 166000 0 0
Spectra-Physics Common 84756810 525 50000 SH SOLE 0 0 50000
Spectrian Corp Common 84760810 638 29300 SH SOLE 29300 0 0
Spectrian Corp Common 84760810 1392 64000 SH SOLE 0 0 64000
Spectrasite Holdings Common 84760T10 178 15000 SH SOLE 15000 0 0
Spectrum Control Inc Common 84761510 2781 361600 SH SOLE 361600 0 0
Spectrum Control Inc Common 84761510 847 110200 SH SOLE 0 0 110200
Spectrum Control Inc Common 84761510 2110 274500 SH DEFINED 1 0 274500 0
Spectrum Control Inc Common 84761510 235 30600 SH DEFINED 1 0 30600 0
Speedway Motorsports Common 84778810 47686 1101000 SH SOLE 1101000 0 0
Speedway Motorsports Common 84778810 8317 192000 SH SOLE 0 0 192000
Speedway Motorsports Common 84778810 5795 133800 SH DEFINED 1 0 133800 0
Spieker Pptys REIT Common 84849710 116882 3369500 SH SOLE 0 0 3369500
Spieker Pptys REIT Common 84849710 1568 45200 SH DEFINED 1 0 45200 0
Sportsmans Guide Inc Common 84890720 440 109800 SH SOLE 109800 0 0
Sport Supply Group Common 84891510 3500 421000 SH SOLE 421000 0 0
Sport Supply Group Common 84891510 416 50000 SH SOLE 0 0 50000
Sport Supply Group Common 84891510 1454 175000 SH DEFINED 1 0 175000 0
Sport Supply Group Common 84891510 671 80800 SH DEFINED 1 0 80800 0
Sports Authority Inc Common 84917610 362 113600 SH SOLE 113600 0 0
Sprint Corp Common 85206110 89812 1655522 SH SOLE 1655522 0 0
Sprint Corp Common 85206110 59333 1093720 SH SOLE 0 0 1093720
Sprint Corp Common 85206110 22392 412760 SH DEFINED 1 0 412760 0
Sprint Corp Common 85206110 10120 186550 SH DEFINED 1 0 0 186550
Sprint PCS Group Common 85206150 72848 977030 SH SOLE 977030 0 0
Sprint PCS Group Common 85206150 33945 455280 SH SOLE 0 0 455280
Sprint PCS Group Common 85206150 26793 359340 SH DEFINED 1 0 359340 0
Staar Surgical Co Common 85231230 4358 367000 SH SOLE 367000 0 0
Staar Surgical Co Common 85231230 3919 330000 SH SOLE 0 0 330000
Staar Surgical Co Common 85231230 1959 165000 SH DEFINED 1 0 165000 0
Staar Surgical Co Common 85231230 808 68000 SH DEFINED 1 0 68000 0
Stage Stores Inc Common 85254C10 3775 610000 SH SOLE 610000 0 0
Stage Stores Inc Common 85254C10 3299 533000 SH SOLE 0 0 533000
Stage Stores Inc Common 85254C10 1670 270000 SH DEFINED 1 0 270000 0
Stage Stores Inc Common 85254C10 743 120000 SH DEFINED 1 0 120000 0
StanCorp Financial Common 85289110 9270 414300 SH SOLE 414300 0 0
StanCorp Financial Common 85289110 136 6100 SH SOLE 0 0 6100
StanCorp Financial Common 85289110 720 32200 SH DEFINED 1 0 32200 0
Standard Commercial Common 85325810 1052 263000 SH SOLE 263000 0 0
Standard Commercial Common 85325810 1849 462200 SH SOLE 0 0 462200
Standard Commercial Common 85325810 1100 275000 SH DEFINED 1 0 275000 0
Standard Commercial Common 85325810 520 130000 SH DEFINED 1 0 130000 0
Standard Pacific Crp Common 85375C10 75 7300 SH SOLE 7300 0 0
Standard Pacific Crp Common 85375C10 16 1600 SH SOLE 0 0 1600
Standard Pacific Crp Common 85375C10 833 81300 SH DEFINED 1 0 81300 0
Stanley Works Common 85461610 11737 466000 SH SOLE 466000 0 0
Stanley Works Common 85461610 15113 600000 SH SOLE 0 0 600000
Starbucks Corp Common 85524410 3122 126000 SH SOLE 126000 0 0
Starwood Hot &Resort Common 85590A20 46495 2083748 SH SOLE 2083748 0 0
Starwood Hot &Resort Common 85590A20 25841 1158100 SH SOLE 0 0 1158100
Starwood Hot &Resort Common 85590A20 3797 170200 SH DEFINED 1 0 170200 0
Starwood Hot &Resort Common 85590A20 823 36899 SH DEFINED 1 0 0 36899
State Street Corp Common 85747710 297168 4598359 SH SOLE 4598359 0 0
State Street Corp Common 85747710 49989 773532 SH SOLE 0 0 773532
State Street Corp Common 85747710 1164 18000 SH DEFINED 1 0 18000 0
State Street Corp Common 85747710 2165 33500 SH DEFINED 1 0 33500 0
Steelcase Inc A Common 85815520 4860 348700 SH SOLE 348700 0 0
Steinway Music Instr Common 85849510 2136 102000 SH SOLE 102000 0 0
Steinway Music Instr Common 85849510 377 18000 SH SOLE 0 0 18000
Steinway Music Instr Common 85849510 419 20000 SH DEFINED 1 0 20000 0
Steris Corp Common 85915210 476 34600 SH SOLE 34600 0 0
Steris Corp Common 85915210 16501 1200100 SH SOLE 0 0 1200100
Steris Corp Common 85915210 775 56300 SH DEFINED 1 0 56300 0
Sterling Commerce Common 85920510 11131 599600 SH SOLE 599600 0 0
Sterling Commerce Common 85920510 2009 108200 SH SOLE 0 0 108200
Sterling Commerce Common 85920510 1533 82600 SH DEFINED 1 0 82600 0
Sterling Finl Crp WA Common 85931910 1582 118300 SH SOLE 118300 0 0
Sterling Software Common 85954710 94443 4722004 SH SOLE 4722004 0 0
Sterling Software Common 85954710 49919 2495906 SH SOLE 0 0 2495906
Sterling Software Common 85954710 23745 1187210 SH DEFINED 1 0 1187210 0
Sterling Software Common 85954710 456 22800 SH DEFINED 1 0 22800 0
Stewart Entprs Cl A Common 86037010 5113 843300 SH SOLE 843300 0 0
Stewart Entprs Cl A Common 86037010 376 62000 SH SOLE 0 0 62000
Stewart Entprs Cl A Common 86037010 863 142400 SH DEFINED 1 0 142400 0
Stillwater Mining Co Common 86074Q10 12473 464075 SH SOLE 464075 0 0
Stillwater Mining Co Common 86074Q10 3866 143800 SH SOLE 0 0 143800
Stillwater Mining Co Common 86074Q10 8013 298200 SH DEFINED 1 0 298200 0
STMicroelectro NYShs Common 86101210 19951 269400 SH SOLE 269400 0 0
STMicroelectro NYShs Common 86101210 11400 153900 SH SOLE 0 0 153900
STMicroelectro NYShs Common 86101210 12124 163700 SH DEFINED 1 0 163700 0
STMicroelectro NYShs Common 86101210 1081 14600 SH DEFINED 1 0 14600 0
Storage USA REIT Common 86190710 4595 167100 SH SOLE 167100 0 0
Storage USA REIT Common 86190710 140 5100 SH DEFINED 1 0 5100 0
Structural Dynamics Common 86355510 218 14500 SH SOLE 14500 0 0
Suiza Foods Corp Common 86507710 38 1000 SH DEFINED 1 0 1000 0
Summit Bancorp Common 86600510 4619 142400 SH SOLE 142400 0 0
Summit Bancorp Common 86600510 36704 1131500 SH SOLE 0 0 1131500
Sun Communities REIT Common 86667410 3654 110500 SH SOLE 110500 0 0
Sun Communities REIT Common 86667410 25661 776100 SH SOLE 0 0 776100
Sun Communities REIT Common 86667410 2235 67600 SH DEFINED 1 0 67600 0
Sun Microsystems Inc Common 86681010 1042 11200 SH SOLE 11200 0 0
Sun Microsystems Inc Common 86681010 299 3218 SH SOLE 0 0 3218
Sun Microsystems Inc Common 86681010 24246 260700 SH DEFINED 1 0 260700 0
Suncor Energy Inc Common 86722910 164268 4199900 SH SOLE 4199900 0 0
Suncor Energy Inc Common 86722910 20210 516700 SH SOLE 0 0 516700
Suncor Energy Inc Common 86722910 36004 920500 SH DEFINED 1 0 920500 0
Suncor Energy Inc Common 86722910 2887 73800 SH DEFINED 1 0 73800 0
Suncor Energy Inc Common 86722910 10627 271700 SH DEFINED 1 0 0 271700
SunGard Data Systems Common 86736310 4308 163700 SH SOLE 163700 0 0
SunGard Data Systems Common 86736310 347 13100 SH SOLE 0 0 13100
SunGard Data Systems Common 86736310 492 18700 SH DEFINED 1 0 18700 0
Sunoco Inc Common 86764P10 729 26600 SH SOLE 26600 0 0
Sunoco Inc Common 86764P10 101706 3715312 SH SOLE 0 0 3715312
Sunoco Inc Common 86764P10 1251 45700 SH DEFINED 1 0 45700 0
Sunterra Corporation Common 86787D10 215 18100 SH SOLE 18100 0 0
Sunterra Corporation Common 86787D10 438 36900 SH DEFINED 1 0 36900 0
Sunrise Medical Inc Common 86791010 1478 246400 SH SOLE 246400 0 0
Sunsource Inc Common 86794810 169 30000 SH SOLE 30000 0 0
Sunsource Inc Common 86794810 506 90000 SH SOLE 0 0 90000
Supertel Hospitality Common 86852410 2433 190000 SH SOLE 190000 0 0
Supertel Hospitality Common 86852410 2268 177000 SH SOLE 0 0 177000
Supervalu Inc Common 86853610 11750 532560 SH SOLE 532560 0 0
Supervalu Inc Common 86853610 4474 202770 SH DEFINED 1 0 202770 0
Supervalu Inc Common 86853610 1748 79200 SH DEFINED 1 0 79200 0
Supreme Industries A Common 86860710 2285 309865 SH SOLE 309865 0 0
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Supreme Industries A Common 86860710 1463 198384 SH DEFINED 1 0 198384 0
Supreme Industries A Common 86860710 560 76010 SH DEFINED 1 0 76010 0
Swift Transportation Common 87075610 15890 807075 SH SOLE 807075 0 0
Swift Transportation Common 87075610 13486 684925 SH SOLE 0 0 684925
Swift Transportation Common 87075610 10986 558025 SH DEFINED 1 0 558025 0
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Swisscom AG ADR Common 87101310 5816 185000 SH SOLE 0 0 185000
Symantec Corp Common 87150310 662 18400 SH SOLE 18400 0 0
Symbol Technologies Common 87150810 99637 2963200 SH SOLE 2963200 0 0
Symbol Technologies Common 87150810 3197 95050 SH SOLE 0 0 95050
Symbol Technologies Common 87150810 7761 230800 SH DEFINED 1 0 230800 0
Synalloy Corp Common 87156510 791 115000 SH SOLE 115000 0 0
Synalloy Corp Common 87156510 1581 230000 SH SOLE 0 0 230000
Synaptic Pharm Corp Common 87156R10 355 71000 SH SOLE 71000 0 0
Synaptic Pharm Corp Common 87156R10 744 148700 SH SOLE 0 0 148700
Synaptic Pharm Corp Common 87156R10 5886 1176900 SH DEFINED 1 0 1176900 0
Syncor Intl Corp DE Common 87157J10 5389 143700 SH SOLE 143700 0 0
Syncor Intl Corp DE Common 87157J10 36835 982259 SH SOLE 0 0 982259
Syncor Intl Corp DE Common 87157J10 6653 177400 SH DEFINED 1 0 177400 0
Synopsys Inc Common 87160710 39549 704300 SH SOLE 704300 0 0
Synopsys Inc Common 87160710 6430 114500 SH SOLE 0 0 114500
Synopsys Inc Common 87160710 12501 222600 SH DEFINED 1 0 222600 0
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Systems & Comp Tech Common 87187310 2508 199700 SH SOLE 0 0 199700
Systems & Comp Tech Common 87187310 2009 159900 SH DEFINED 1 0 159900 0
TB Wood's Corp Common 87222610 3102 318000 SH SOLE 318000 0 0
TB Wood's Corp Common 87222610 390 40000 SH SOLE 0 0 40000
TB Wood's Corp Common 87222610 1219 125000 SH DEFINED 1 0 125000 0
TB Wood's Corp Common 87222610 390 40000 SH DEFINED 1 0 40000 0
TCF Financial Corp Common 87227510 331 11600 SH SOLE 11600 0 0
TCF Financial Corp Common 87227510 39560 1385000 SH SOLE 0 0 1385000
TCF Financial Corp Common 87227510 2157 75500 SH DEFINED 1 0 75500 0
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TJX Companies Inc Common 87254010 40747 1452000 SH SOLE 0 0 1452000
TNP Enterprises Inc Common 87259410 3632 93300 SH SOLE 93300 0 0
TNP Enterprises Inc Common 87259410 4116 105700 SH SOLE 0 0 105700
TNP Enterprises Inc Common 87259410 10336 265450 SH DEFINED 1 0 265450 0
TRM Corporation Common 87263610 1238 225000 SH SOLE 225000 0 0
TRM Corporation Common 87263610 275 50000 SH SOLE 0 0 50000
TRW Inc Common 87264910 299 6000 SH SOLE 6000 0 0
TRW Inc Common 87264910 1025 20600 SH SOLE 0 0 20600
TRW Inc Common 87264910 10582 212700 SH DEFINED 1 0 212700 0
TSI Intl Software Common 87287910 2607 96100 SH DEFINED 1 0 96100 0
TV Guide Inc Common 87307Q10 26167 668800 SH SOLE 668800 0 0
TV Guide Inc Common 87307Q10 15132 386800 SH SOLE 0 0 386800
TV Guide Inc Common 87307Q10 7407 189300 SH DEFINED 1 0 189300 0
TV Guide Inc Common 87307Q10 2058 52600 SH DEFINED 1 0 0 52600
Taiwan Fund Common 87403610 1994 110000 SH SOLE 110000 0 0
Taiwan Fund Common 87403610 326 18000 SH SOLE 0 0 18000
Taiwan Fund Common 87403610 2631 145130 SH DEFINED 1 0 145130 0
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Taiwan Semicondt ADR Common 87403910 1086 36801 SH DEFINED 1 0 36801 0
Tandy Corp Common 87538210 84224 1629480 SH SOLE 1629480 0 0
Tandy Corp Common 87538210 24339 470900 SH SOLE 0 0 470900
Tandy Corp Common 87538210 26718 516900 SH DEFINED 1 0 516900 0
Team Financial Inc Common 87815X10 250 24700 SH SOLE 24700 0 0
Team Financial Inc Common 87815X10 1396 137800 SH SOLE 0 0 137800
Team Financial Inc Common 87815X10 383 37800 SH DEFINED 1 0 37800 0
TearDrop Golf Co Common 87819010 619 330000 SH SOLE 330000 0 0
TearDrop Golf Co Common 87819010 232 123800 SH SOLE 0 0 123800
Tech/Ops Sevcon Inc Common 87829310 662 67000 SH SOLE 67000 0 0
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Tech/Ops Sevcon Inc Common 87829310 415 42000 SH DEFINED 1 0 42000 0
Tekelec Common 87910110 1892 137000 SH SOLE 137000 0 0
Tekelec Common 87910110 3316 240000 SH SOLE 0 0 240000
Telcom Semiconductor Common 87921P10 956 75000 SH SOLE 75000 0 0
Telcom Semiconductor Common 87921P10 3541 277800 SH DEFINED 1 0 277800 0
Tele Celular Sul ADR Common 87923810 1619 85500 SH DEFINED 1 0 85500 0
Tele Centro Sul ADR Common 87923910 100 1800 SH SOLE 0 0 1800
Tele Centro Sul ADR Common 87923910 788 14200 SH DEFINED 1 0 14200 0
Tele Norte Leste ADR Common 87924610 20 1300 SH DEFINED 1 0 1300 0
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Telecom Corp NZ ADR Common 87927820 7460 233100 SH SOLE 233100 0 0
Telecom Corp NZ ADR Common 87927820 9863 308200 SH SOLE 0 0 308200
Telecom Italia ADR Common 87927W10 405 4700 SH SOLE 4700 0 0
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Telefonica SA ADR Common 87938220 71498 1489575 SH SOLE 1489575 0 0
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Teligent Inc A Common 87959Y10 5466 110000 SH DEFINED 1 0 110000 0
Tellabs Inc Common 87966410 32203 565600 SH SOLE 565600 0 0
Tellabs Inc Common 87966410 14793 259800 SH SOLE 0 0 259800
Tellabs Inc Common 87966410 871 15300 SH DEFINED 1 0 15300 0
Tellabs Inc Common 87966410 1680 29500 SH DEFINED 1 0 29500 0
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Tenet Healthcare Common 88033G10 11114 632800 SH SOLE 632800 0 0
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Tenet Healthcare Common 88033G10 913 52000 SH DEFINED 1 0 52000 0
Tennant Co Common 88034510 1560 46000 SH SOLE 46000 0 0
Tennant Co Common 88034510 1300 38400 SH SOLE 0 0 38400
Tennant Co Common 88034510 732 21600 SH DEFINED 1 0 21600 0
Tennant Co Common 88034510 373 11000 SH DEFINED 1 0 11000 0
Teradyne Common 88077010 6109 173300 SH SOLE 173300 0 0
Teradyne Common 88077010 5795 164400 SH DEFINED 1 0 164400 0
Terayon Comunctn Sys Common 88077510 98 2000 SH DEFINED 1 0 2000 0
Terex Corp Common 88077910 78362 2487700 SH SOLE 2487700 0 0
Terex Corp Common 88077910 5380 170800 SH SOLE 0 0 170800
Terex Corp Common 88077910 1351 42900 SH DEFINED 1 0 42900 0
Tetra Technologies Common 88162F10 1631 160000 SH SOLE 160000 0 0
Tetra Technologies Common 88162F10 13379 1313300 SH SOLE 0 0 1313300
Tetra Technologies Common 88162F10 1287 126300 SH DEFINED 1 0 126300 0
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Tetra Tech Inc Common 88162G10 2030 121640 SH DEFINED 1 0 121640 0
Texaco Inc Common 88169410 95293 1509635 SH SOLE 1509635 0 0
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Texaco Inc Common 88169410 17833 282500 SH DEFINED 1 0 282500 0
Texaco Inc Common 88169410 1446 22900 SH DEFINED 1 0 22900 0
Texas Biotech Corp Common 88221T10 16 4000 SH SOLE 4000 0 0
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Texas Biotech Corp Common 88221T10 139 34900 SH DEFINED 1 0 34900 0
Texas Instruments Common 88250810 343120 4171653 SH SOLE 4171653 0 0
Texas Instruments Common 88250810 134023 1629464 SH SOLE 0 0 1629464
Texas Instruments Common 88250810 63489 771910 SH DEFINED 1 0 771910 0
Texas Instruments Common 88250810 2205 26800 SH DEFINED 1 0 26800 0
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Texas Regl Bancshs A Common 88267310 1188 48000 SH DEFINED 1 0 48000 0
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Texas Utils Hldg Co Common 88284810 125949 3375500 SH SOLE 0 0 3375500
Texas Utils Hldg Co Common 88284810 14649 392600 SH DEFINED 1 0 392600 0
Texoil Inc Common 88290650 188 44167 SH DEFINED 1 0 44167 0
Textron Inc Common 88320310 78 1018 SH SOLE 0 0 1018
Textron Inc Common 88320310 10531 136100 SH DEFINED 1 0 136100 0
Thermo Electron Common 88355610 5237 389800 SH SOLE 389800 0 0
Thermo Electron Common 88355610 45704 3401200 SH SOLE 0 0 3401200
Thermo Electron Common 88355610 3674 273400 SH DEFINED 1 0 273400 0
Thomas & Betts Corp Common 88431510 24989 489997 SH SOLE 489997 0 0
Thomas & Betts Corp Common 88431510 119213 2337500 SH SOLE 0 0 2337500
Thomas & Betts Corp Common 88431510 12980 254485 SH DEFINED 1 0 254485 0
Thomas & Betts Corp Common 88431510 9374 183800 SH DEFINED 1 0 183800 0
Thistle Grp Hldgs Co Common 88431E10 1049 147200 SH SOLE 147200 0 0
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Ticketmaster OnlineB Common 88633P20 3130 129400 SH SOLE 129400 0 0
Ticketmaster OnlineB Common 88633P20 1927 79700 SH SOLE 0 0 79700
Ticketmaster OnlineB Common 88633P20 2112 87300 SH DEFINED 1 0 87300 0
Timberland Co Cl A Common 88710010 9536 244100 SH SOLE 244100 0 0
Timberland Co Cl A Common 88710010 1141 29200 SH SOLE 0 0 29200
Timberland Co Cl A Common 88710010 2587 66200 SH DEFINED 1 0 66200 0
Time Warner Inc Common 88731510 6003 98800 SH SOLE 98800 0 0
Time Warner Inc Common 88731510 12326 202900 SH SOLE 0 0 202900
Time Warner Inc Common 88731510 34336 565200 SH DEFINED 1 0 565200 0
Time Warner TelecomA Common 88731910 1170 56100 SH SOLE 56100 0 0
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Time Warner TelecomA Common 88731910 1840 88100 SH DEFINED 1 0 88100 0
Timken Co Common 88738910 1305 80900 SH SOLE 80900 0 0
Timken Co Common 88738910 1828 113400 SH SOLE 0 0 113400
Timken Co Common 88738910 1657 102700 SH DEFINED 1 0 102700 0
Titan Corp Common 88826610 2156 150000 SH SOLE 150000 0 0
Titan Corp Common 88826610 3738 260000 SH SOLE 0 0 260000
Titan Corp Common 88826610 1078 75000 SH DEFINED 1 0 75000 0
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Titan Exploration Common 88828910 6926 1402700 SH SOLE 1402700 0 0
Titan Exploration Common 88828910 3018 611200 SH SOLE 0 0 611200
Titan Exploration Common 88828910 1075 217600 SH DEFINED 1 0 217600 0
Titan Exploration Common 88828910 605 122400 SH DEFINED 1 0 122400 0
Toll Brothers Inc Common 88947810 1485 77900 SH SOLE 77900 0 0
Toll Brothers Inc Common 88947810 70397 3692866 SH SOLE 0 0 3692866
Toll Brothers Inc Common 88947810 2253 118150 SH DEFINED 1 0 118150 0
Too Inc Common 89033310 12027 670406 SH SOLE 670406 0 0
Too Inc Common 89033310 3044 169700 SH SOLE 0 0 169700
Too Inc Common 89033310 3799 211800 SH DEFINED 1 0 211800 0
Topps Co Inc Common 89078610 4312 574900 SH SOLE 0 0 574900
Toro Co Common 89109210 34 900 SH SOLE 0 0 900
Toro Co Common 89109210 1372 36700 SH DEFINED 1 0 36700 0
Tosco Corp Common 89149030 12625 500000 SH SOLE 0 0 500000
Tosco Corp Common 89149030 1881 74500 SH DEFINED 1 0 74500 0
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Total Fina SA ADR Common 89151E10 11894 187490 SH DEFINED 1 0 187490 0
Total Fina SA ADR Common 89151E10 4603 72560 SH DEFINED 1 0 72560 0
Tower Automotive Inc Common 89170710 22 1100 SH SOLE 0 0 1100
Tower Automotive Inc Common 89170710 1427 72000 SH DEFINED 1 0 72000 0
Tractor Supply Co Common 89235610 291 15300 SH SOLE 15300 0 0
Tractor Supply Co Common 89235610 1986 104500 SH SOLE 0 0 104500
Trans World Entmt Common 89336Q10 292 23000 SH SOLE 23000 0 0
Transatlantic Hldgs Common 89352110 4742 67500 SH SOLE 67500 0 0
Transcoastal Marine Common 89353710 1057 183900 SH SOLE 183900 0 0
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Transport Corp Amer Common 89385P10 1765 135800 SH SOLE 135800 0 0
Transport Corp Amer Common 89385P10 2700 207700 SH SOLE 0 0 207700
Transport Corp Amer Common 89385P10 1564 120300 SH DEFINED 1 0 120300 0
Transport Corp Amer Common 89385P10 156 12000 SH DEFINED 1 0 12000 0
Transtechnology Corp Common 89388910 1247 107800 SH SOLE 107800 0 0
Transtechnology Corp Common 89388910 1112 96200 SH SOLE 0 0 96200
Transwitch Corp Common 89406510 970 17000 SH SOLE 17000 0 0
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Transwitch Corp Common 89406510 896 15700 SH DEFINED 1 0 15700 0
Trega Bioscience Inc Common 89469910 26 20100 SH SOLE 20100 0 0
Trega Bioscience Inc Common 89469910 55 42900 SH SOLE 0 0 42900
Trega Bioscience Inc Common 89469910 227 177600 SH DEFINED 1 0 177600 0
Trend Lines Inc Cl A Common 89485910 225 100000 SH SOLE 100000 0 0
Trend Lines Inc Cl A Common 89485910 471 209500 SH SOLE 0 0 209500
Trend Lines Inc Cl A Common 89485910 113 50000 SH DEFINED 1 0 50000 0
Tri County Bcp Inc Common 89545210 73 8247 SH SOLE 0 0 8247
Triad Hospitals Inc Common 89579K10 9665 954717 SH SOLE 954717 0 0
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Triangle Pharma Common 89589H10 7770 403600 SH SOLE 403600 0 0
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Trigon Healthcare Common 89618L10 1779 60800 SH SOLE 60800 0 0
Trigon Healthcare Common 89618L10 1907 65200 SH SOLE 0 0 65200
Trigon Healthcare Common 89618L10 5410 185000 SH DEFINED 1 0 185000 0
Trinet Rlty Tr REIT Common 89628710 569 23900 SH SOLE 23900 0 0
Trinity Industries Common 89652210 3141 101700 SH SOLE 101700 0 0
Trinity Industries Common 89652210 3207 103900 SH SOLE 0 0 103900
Trinity Industries Common 89652210 10618 343900 SH DEFINED 1 0 343900 0
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Tristar Aerospace Co Common 89674L10 1195 195000 SH DEFINED 1 0 195000 0
Tristar Aerospace Co Common 89674L10 92 15000 SH DEFINED 1 0 15000 0
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True North Communctn Common 89784410 691 19000 SH DEFINED 1 0 19000 0
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Ultimate Electronics Common 90384910 1378 88200 SH SOLE 88200 0 0
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Umpqua Holdings Corp Common 90421410 226 21600 SH SOLE 21600 0 0
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Young & Rubicam Inc Common 98742510 7903 179600 SH SOLE 179600 0 0
Young & Rubicam Inc Common 98742510 5667 128800 SH DEFINED 1 0 128800 0
Zale Corp Common 98885810 31 800 SH SOLE 0 0 800
Zale Corp Common 98885810 950 24800 SH DEFINED 1 0 24800 0
Zebra Technologies Common 98920710 468 10300 SH SOLE 10300 0 0
Zoll Medical Corp Common 98992210 6241 206300 SH SOLE 206300 0 0
Zoll Medical Corp Common 98992210 1664 55000 SH SOLE 0 0 55000
Zoll Medical Corp Common 98992210 2269 75000 SH DEFINED 1 0 75000 0
Zoll Medical Corp Common 98992210 908 30000 SH DEFINED 1 0 30000 0
Lernout & Hauspie Sp Common B5628B10 227 6500 SH SOLE 6500 0 0
Lernout & Hauspie Sp Common B5628B10 314 9000 SH DEFINED 1 0 9000 0
Ace Ltd Common G0070K10 125265 7395549 SH SOLE 7395549 0 0
Ace Ltd Common G0070K10 113874 6722935 SH SOLE 0 0 6722935
Ace Ltd Common G0070K10 20755 1225380 SH DEFINED 1 0 1225380 0
Ace Ltd Common G0070K10 5293 312500 SH DEFINED 1 0 312500 0
American Safety Ins Common G0299510 1219 171000 SH SOLE 171000 0 0
American Safety Ins Common G0299510 463 65000 SH SOLE 0 0 65000
American Safety Ins Common G0299510 1033 145000 SH DEFINED 1 0 145000 0
American Safety Ins Common G0299510 449 63000 SH DEFINED 1 0 63000 0
Annuity and Life Re Common G0391010 25608 1029500 SH SOLE 1029500 0 0
Annuity and Life Re Common G0391010 13204 530800 SH SOLE 0 0 530800
Annuity and Life Re Common G0391010 6376 256300 SH DEFINED 1 0 256300 0
Central Euro Media A Common G2004510 182 116200 SH DEFINED 1 0 116200 0
Credicorp Ltd Common G2519Y10 2436 233400 SH DEFINED 1 0 233400 0
Fresh Del Monte Prod Common G3673810 29 2600 SH DEFINED 1 0 2600 0
Global Crossing Ltd Common G3921A10 36794 1388353 SH SOLE 1388353 0 0
Global Crossing Ltd Common G3921A10 14809 558810 SH SOLE 0 0 558810
Global Crossing Ltd Common G3921A10 9627 363293 SH DEFINED 1 0 363293 0
IPC Holdings Ltd Common G4933P10 43969 2345000 SH SOLE 0 0 2345000
Loral Space&Communct Common G5646210 39043 2271535 SH SOLE 2271535 0 0
Loral Space&Communct Common G5646210 8056 468700 SH SOLE 0 0 468700
Loral Space&Communct Common G5646210 1813 105500 SH DEFINED 1 0 105500 0
PartnerRe Holdings Common G6852T10 66216 1905500 SH SOLE 0 0 1905500
Peak Intl Ltd Common G6958610 9132 1070400 SH SOLE 1070400 0 0
Peak Intl Ltd Common G6958610 1319 154600 SH DEFINED 1 0 154600 0
Peak Intl Ltd Common G6958610 873 102400 SH DEFINED 1 0 102400 0
Santa Fe Intl Corp Common G7805C10 26582 1232825 SH SOLE 1232825 0 0
Santa Fe Intl Corp Common G7805C10 3224 149520 SH SOLE 0 0 149520
Santa Fe Intl Corp Common G7805C10 1293 59940 SH DEFINED 1 0 59940 0
Santa Fe Intl Corp Common G7805C10 3204 148600 SH DEFINED 1 0 0 148600
Scottish Annuity Common G7885T10 3394 348000 SH SOLE 348000 0 0
Scottish Annuity Common G7885T10 3004 308000 SH SOLE 0 0 308000
Scottish Annuity Common G7885T10 1706 175000 SH DEFINED 1 0 175000 0
Scottish Annuity Common G7885T10 693 71000 SH DEFINED 1 0 71000 0
Tommy Hilfiger Corp Common G8915Z10 682 24200 SH SOLE 24200 0 0
Tommy Hilfiger Corp Common G8915Z10 17 600 SH SOLE 0 0 600
Tommy Hilfiger Corp Common G8915Z10 5361 190200 SH DEFINED 1 0 190200 0
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Transocean Offshore Common G9007610 123402 4029472 SH SOLE 0 0 4029472
Transocean Offshore Common G9007610 20977 684934 SH DEFINED 1 0 684934 0
Triton Energy Ltd A Common G9075110 1182 84000 SH SOLE 84000 0 0
Triton Energy Ltd A Common G9075110 1690 120200 SH SOLE 0 0 120200
Triton Energy Ltd A Common G9075110 1876 133400 SH DEFINED 1 0 133400 0
XL Capital Ltd A Common G9825510 19768 439239 SH SOLE 439239 0 0
XL Capital Ltd A Common G9825510 113 2500 SH SOLE 0 0 2500
XL Capital Ltd A Common G9825510 122 2700 SH DEFINED 1 0 2700 0
XL Capital Ltd A Common G9825510 5666 125900 SH DEFINED 1 0 0 125900
Gilat Satellite Ntwk Common M5147410 60490 1128060 SH SOLE 1128060 0 0
Gilat Satellite Ntwk Common M5147410 15455 288220 SH SOLE 0 0 288220
Gilat Satellite Ntwk Common M5147410 25383 473350 SH DEFINED 1 0 473350 0
Gilat Satellite Ntwk Common M5147410 1574 29360 SH DEFINED 1 0 29360 0
Optibase Ltd Common M7524R10 420 60000 SH SOLE 60000 0 0
Optibase Ltd Common M7524R10 1400 200000 SH SOLE 0 0 200000
Optibase Ltd Common M7524R10 175 25000 SH DEFINED 1 0 25000 0
ASM Lithography USD Common N0705911 6076 90600 SH SOLE 90600 0 0
Chicago Bridge&Iron Common N1980810 14552 995000 SH SOLE 995000 0 0
Chicago Bridge&Iron Common N1980810 677 46300 SH SOLE 0 0 46300
Chicago Bridge&Iron Common N1980810 1558 106500 SH DEFINED 1 0 106500 0
New Holland NV Common N6264810 18021 1126300 SH SOLE 1126300 0 0
New Holland NV Common N6264810 65429 4089300 SH SOLE 0 0 4089300
New Holland NV Common N6264810 6042 377650 SH DEFINED 1 0 377650 0
New Holland NV Common N6264810 555 34700 SH DEFINED 1 0 34700 0
Panamerican Bev A Common P7482310 2954 178400 SH SOLE 178400 0 0
Panamerican Bev A Common P7482310 420 25300 SH SOLE 0 0 25300
Panamerican Bev A Common P7482310 2020 121900 SH DEFINED 1 0 121900 0
ASE Test Ltd Common Y0251610 5691 234700 SH SOLE 234700 0 0
ASE Test Ltd Common Y0251610 475 19600 SH SOLE 0 0 19600
ASE Test Ltd Common Y0251610 2226 91800 SH DEFINED 1 0 91800 0
Flextronics Intl Ltd Common Y2573F10 25126 431800 SH SOLE 431800 0 0
Flextronics Intl Ltd Common Y2573F10 20959 360200 SH SOLE 0 0 360200
Flextronics Intl Ltd Common Y2573F10 5475 94100 SH DEFINED 1 0 94100 0
</TABLE>
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