<PAGE>
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 1999
-------------------
Check here if Amendment [ ]; Amendment Number:
--------------
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings
entries.
Institutional Investment Manager Filing this Report:
Name: State Street Corporation
---------------------------------------------
Address: 225 Franklin Street
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Boston, Massachusetts 02110
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---------------------------------------------
Form 13F File Number: 28-399
-----------------
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: Rex S. Schuette
---------------------------------------------
Title: Chief Accounting Officer and Senior Vice President
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Phone: 617-786-3000
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Signature, Place, and Date of Signing:
/s/ Rex S. Schuette Boston, Massachusetts November 5, 1999
- ------------------------ ----------------------------- ----------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[ ] 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).)
[X] 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).)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
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Form 13F File Number Name
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28-5798 Roy A. Hammer
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28-1721 George T. Shaw
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<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 10
-----------
Form 13F Information Table Entry Total: 3,000
-----------
Form 13F Information Table Value Total: 250,145,102
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(thousands)
List of Other Included Managers:
Provide a numbered list of the names(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other that 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 28-1932 Frederick Ballou
- ----------------------------------------------------------------------
2 28-3602 Francis L. Coolidge
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3 28-2710 F. Davis Dossori, Jr.
- ----------------------------------------------------------------------
4 28-3488 Nicholas A. Grace
- ----------------------------------------------------------------------
5 28-5798 Roy A. Hammer
- ----------------------------------------------------------------------
6 28-6740 Edward J. Joyce
- ----------------------------------------------------------------------
7 28-5796 George H. Kidder
- ----------------------------------------------------------------------
8 28-1487 Peter B. Loring
- ----------------------------------------------------------------------
9 28-4282 Dean Ridlon
- ----------------------------------------------------------------------
10 28-1721 George T. Shaw
- ----------------------------------------------------------------------
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DAIMLERCHRYSLER AG ORD D1668R12 6,811,283 98,093 98,093 95,226 2,867
CORECOMM LTD ORD G2422R10 941,372 28,581 2,091 26,490 2,091 26,490
FRUIT OF THE LOOM LT ORD CL A G3682L10 2,084,128 606,380 606,380 603,155 3,225
GEMSTAR INTL GROUP L ORD G3788V10 5,813,593 74,414 72,284 2,130 43,854 30,560
GLOBAL CROSSING LTD COM G3921A10 283,116,433 10,683,639 10,683,434 205 9,581,226 349,595 752,818
GLOBALSTAR TELECOMMU COM G3930H10 573,850 24,950 20,700 4,250 24,950
LORAL SPACE & COMMUN COM G5646210 1,320,030 76,804 60,287 3,404 13,113 63,691 13,113
SANTA FE INTL CORP ORD G7805C10 711,546 33,000 33,000 33,000
TRANSOCEAN OFFSHORE ORD G9007610 10,103,524 329,911 318,711 300 10,900 277,428 10,900 41,583
XL CAP LTD CL A G9825510 930,375 20,675 20,675 20,675
ROYAL CARIBBEAN CRUI COM V7780T10 1,989,000 44,200 44,200 44,200
TEEKAY SHIPPING CORP COM V8956410 789,062 50,500 43,000 7,500 50,500
AAR CORP COM 36110 2,336,940 129,830 129,830 129,830
ABC-NACO INC COM 75210 1,117,287 79,100 79,100 79,100
ACTV INC COM 0088E10 2,090,550 150,000 150,000 150,000
A D C TELECOMMUNICAT COM 88610 85,067,652 2,028,463 2,027,213 1,250 1,889,973 2,800 135,690
AFC CABLE SYS INC COM 95010 7,789,655 183,286 35,786 147,500 183,286
ABM INDS INC COM 95710 2,080,293 81,982 76,332 3,650 2,000 79,982 2,000
ACT NETWORKS INC COM 97510 368,341 41,800 41,800 41,800
AEP INDS INC COM 103110 540,200 14,600 14,600 14,600
AFLAC INC COM 105510 182,264,161 4,352,577 4,337,648 13,529 1,400 3,982,945 8,700 360,932
AGCO CORP COM 108410 5,480,293 421,561 420,861 700 417,461 4,100
AGL RES INC COM 120410 6,353,685 390,996 389,996 1,000 387,096 3,900
AHL SVCS INC COM 129610 1,081,312 41,490 41,490 41,490
AES CORP COM 00130H10 169,715,919 2,876,541 2,871,624 4,917 2,621,890 4,300 250,351
AK STL HLDG CORP COM 154710 6,624,330 362,977 362,977 350,477 12,500
AMB PROPERTY CORP COM 00163T10 6,010,645 283,695 283,695 282,795 900
AMC ENTMT INC COM 166910 1,254,330 90,000 90,000 90,000
AMFM INC COM 169310 42,339,894 696,953 669,527 27,426 630,966 65,987
AMLI RESIDENTIAL PPT SH BEN INT 173510 1,536,360 73,160 73,160 73,160
AMR CORP COM 176510 135,279,464 2,482,192 2,478,692 3,300 200 2,269,705 4,000 208,487
AT&T CORP COM 195710 2,545,466,097 58,516,462 56,832,746 1,307,597 376,119 51,546,808 2,288,290 681,364
AT&T CORP COM LIB GR 195720 195,897,551 5,250,256 5,195,704 8,924 45,628 4,723,594 45,628 481,034
A S V INC COM 196310 707,118 48,350 48,350 48,350
ATMI INC COM 00207R10 3,655,904 97,982 97,982 97,982
AVT CORP COM 242010 3,958,036 129,242 129,242 129,242
AVX CORP NEW COM 244410 2,828,335 80,522 80,522 80,222 300
AXA FINL INC COM 245110 43,916,621 786,867 785,465 1,402 779,567 7,300
AARON RENTS INC COM 253520 1,406,289 81,524 81,524 81,524
AAVID THERMAL TECHNO COM 253910 1,760,580 78,033 78,033 78,033
PAGE TOTAL 3,774,112,038
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
-------------------------- -------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ABACUS DIRECT CORP COM 255310 5,874,862 48,204 48,204 48,204
ABBOTT LABS COM 282410 969,379,243 26,422,963 25,077,015 681,317 664,631 22,855,546 1,400,331 2,167,086
ABERCROMBIE & FITCH CL A 289620 18,531,805 544,061 542,831 1,230 535,381 8,680
ABGENIX INC COM 00339B10 1,579,236 40,300 40,300 40,300
ABOUT COM INC COM 373610 829,420 14,680 14,680 14,680
ACCEPTANCE INS COS I COM 430810 609,812 48,302 48,302 48,302
ACCLAIM ENTMT INC COM PAR $0 432520 12,189,342 1,605,128 1,605,128 1,605,128
ACCREDO HEALTH INC COM 00437V10 441,000 14,000 14,000 14,000
ACKERLEY GROUP INC COM 452710 740,566 60,150 60,150 60,150
ACNIELSEN CORP COM 483310 8,603,885 379,243 365,950 6,166 7,127 355,448 7,127 16,668
ACTIVISION INC NEW COM NEW 493020 1,908,787 108,300 108,300 108,300
ACTION PERFORMANCE C COM 493310 5,634,337 267,512 222,887 39,225 5,400 262,112 5,400
ACTEL CORP COM 493410 1,784,860 93,940 93,940 93,940
ACTUATE CORP COM 00508B10 2,042,662 60,300 60,300 60,300
ACUSON CORP COM 511310 1,980,075 155,300 155,300 153,200 2,100
ACX TECHNOLOGIES INC COM 512310 762,774 80,292 80,292 80,292
ACXIOM CORP COM 512510 3,468,419 176,456 174,656 800 1,000 174,856 1,000 600
ADAPTIVE BROADBAND C COM 00650M10 2,497,090 74,540 74,540 74,540
ADAPTEC INC COM 00651F10 49,512,072 1,247,564 1,244,014 750 2,800 1,137,664 2,800 107,100
ADELPHIA COMMUNICATI CL A 684810 5,842,031 99,334 95,234 2,400 1,700 97,334 1,700 300
ADFORCE INC COM 686710 545,562 21,500 21,500 21,500
ADMINISTAFF INC COM 709410 744,576 46,720 46,720 46,720
ADOBE SYS INC COM 00724F10 135,395,852 1,192,915 1,190,500 2,415 1,055,314 27,800 109,801
ADTRAN INC COM 00738A10 7,041,745 183,800 183,800 181,200 2,600
ADVANCE PARADIGM INC COM 749110 6,860,175 125,300 125,300 125,300
ADVANCED COMMUNICATI COM 00751B10 415,200 51,900 51,800 100 51,800 100
ADVANCED DIGITAL INF COM 752510 2,678,295 96,300 96,300 96,300
ADVANCED FIBRE COMMU COM 00754A10 7,921,890 356,040 356,040 356,040
ADVANCED RADIO TELEC COM 00754U10 1,581,912 125,300 125,300 125,300
ADVEST GROUP INC COM 756610 576,700 31,600 31,600 31,600
ADVANTAGE LEARNING S COM 00757K10 908,341 48,770 48,770 48,770
ADVANTICA RESTAURANT COM 00758B10 462,227 152,500 152,500 152,500
ADVO INC COM 758510 8,188,704 410,729 410,729 410,729
AERIAL COMMUNICATION COM 765510 1,646,487 60,700 60,700 60,700
AEROFLEX INC COM 776810 1,027,364 84,300 84,300 84,300
ADVANCED MICRO DEVIC COM 790310 39,003,404 2,269,355 2,262,255 1,100 6,000 2,117,155 8,200 144,000
AEGON N V ORD AMER R 792410 3,926,235 45,390 44,674 716 24,332 21,058
ADVANTA CORP CL A 794210 1,683,805 115,132 115,132 115,132
ADVANCED ENERGY INDS COM 797310 1,517,815 49,160 49,160 49,160
PAGE TOTAL 1,316,338,567
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
--------------------------- ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ADVENT SOFTWARE INC COM 797410 3,595,311 57,756 57,756 57,756
AETNA INC COM 811710 114,006,707 2,314,857 2,308,570 4,744 1,543 2,121,884 1,543 191,430
AFFILIATED COMPUTER CL A 819010 10,654,028 262,253 262,183 70 258,553 3,700
AFFILIATED MANAGERS COM 825210 3,352,840 123,040 123,040 123,040
AFFYMETRIX INC COM 00826T10 7,823,083 79,473 79,473 79,473
AFTERMARKET TECHNOLO COM 831810 933,607 88,915 88,915 88,915
AGRIBRANDS INTL INC COM 00849R10 3,386,906 68,250 68,250 68,250
AGRIBIOTECH INC NEV COM 849410 747,814 184,100 184,100 184,100
AIR EXPRESS INTL COR COM 910410 3,742,969 164,983 162,733 2,250 164,983
AIR PRODS & CHEMS IN COM 915810 451,626,435 15,440,220 3,718,242 11,498,400 223,578 3,857,774 11,267,824 314,622
AIRBORNE FGHT CORP COM 926610 7,216,473 342,630 342,030 600 338,430 600 3,600
AIRGAS INC COM 936310 5,318,077 457,469 457,469 452,769 4,700
AIRTRAN HLDGS INC COM 00949P10 1,412,216 280,703 280,403 300 280,403 300
AKZO NOBEL NV SPONSORED 1019930 1,324,822 30,990 30,990 30,990
ALABAMA NATL BANCORP COM 1031710 1,067,175 45,900 45,900 45,900
ALASKA AIR GROUP INC COM 1165910 8,043,860 197,701 197,701 195,901 1,800
ALBANY INTL CORP CL A 1234810 2,351,892 155,497 150,501 4,996 153,213 2,284
ALBANY MOLECULAR RES COM 1242310 731,137 29,100 29,100 29,100
ALBEMARLE CORP COM 1265310 4,282,257 212,783 212,133 650 209,583 3,200
ALBERTO CULVER CO CL B CONV 1306810 19,409,991 839,351 836,751 2,600 783,131 2,900 53,320
ALBERTSONS INC COM 1310410 276,168,831 6,980,659 6,882,297 53,393 44,969 6,349,041 56,169 575,449
ALCAN ALUMINIUM LTD COM 1371610 91,798,812 2,937,562 2,937,162 400 2,715,794 5,500 216,268
ALCOA INC COM 1381710 446,389,003 7,192,630 7,169,065 21,565 2,000 6,661,600 11,000 520,030
ALEXANDER & BALDWIN COM 1448210 7,202,824 301,689 301,689 298,789 2,900
ALEXANDERS INC COM 1475210 1,269,654 17,558 17,558 17,558
ALEXANDRIA REAL ESTA COM 1527110 5,295,922 179,907 179,907 179,907
ALFA CORP COM 1538510 2,785,867 171,438 171,438 171,438
ALGOS PHARMACEUTICAL COM 1586910 515,482 60,645 60,645 60,645
ALKERMES INC COM 01642T10 3,229,306 112,082 112,082 112,082
ALLAIRE CORP COM 1671410 1,517,040 27,090 26,990 100 27,090
ALLEGHANY CORP DEL COM 1717510 4,583,415 25,895 24,654 1,241 25,895
ALLEGHENY ENERGY INC COM 1736110 24,402,225 765,560 750,992 4,468 10,100 736,360 10,100 19,100
ALLEGHENY TELEDYNE I COM 1741510 51,093,331 3,027,753 3,022,447 4,406 900 2,762,258 5,500 259,995
ALLEGIANCE TELECOM I COM 01747T10 12,929,173 245,685 225,310 18,575 1,800 243,285 1,800 600
ALLEN TELECOM INC COM 1809110 1,284,757 131,770 131,770 131,770
ALLERGAN INC COM 1849010 151,839,160 1,380,356 1,378,256 1,700 400 1,253,706 34,000 92,650
ALLIANCE BANCORP COM 01852J10 857,612 43,700 43,700 43,700
ALLIANCE CAP MGMT L UNIT LTD P 1854810 682,083 24,860 24,200 200 460 24,400 460
ALLIANCE SEMICONDUCT COM 01877H10 1,197,437 112,700 112,700 112,700
PAGE TOTAL 1,736,069,534
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
----------------------------- -------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ALLIANT CORP COM 1880210 13,585,567 490,684 460,804 11,450 18,430 465,754 18,430 6,500
ALLIANT TECHSYSTEMS COM 1880410 7,585,297 109,437 107,887 1,550 109,437
ALLIED CAP CORP NEW COM 01903Q10 6,818,020 303,874 290,810 13,064 290,810 13,064
ALLIEDSIGNAL INC COM 1951210 3,651,550,182 60,923,139 9,129,790 51,726,717 66,632 8,379,292 51,964,798 579,049
ALLIED WASTE INDS IN COM PAR$.0 1958930 36,633,322 3,134,536 3,129,166 5,370 2,889,464 4,300 240,772
ALLMERICA FINL CORP COM 1975410 15,360,396 322,528 313,870 7,327 1,331 316,608 1,331 4,589
ALLSTATE CORP COM 2000210 331,852,917 13,307,652 13,251,523 33,043 23,086 12,104,489 42,386 1,160,777
ALLTEL CORP COM 2003910 380,077,359 5,400,744 4,982,173 341,620 76,951 4,998,934 82,951 318,859
ALLTRISTA CORP COM 2004010 775,912 29,700 28,900 800 29,700
ALPHA INDS INC COM 2075310 4,377,105 77,600 77,600 77,600
ALPHARMA INC CL A 2081310 14,296,875 404,873 404,873 404,873
ALPINE GROUP INC COM 2082510 886,701 68,540 68,540 68,540
ALTERA CORP COM 2144110 93,645,887 2,158,983 2,139,683 10,200 9,100 2,103,383 9,100 46,500
ALTERRA HEALTHCARE C COM 02146C10 1,585,785 178,680 109,030 60,650 9,000 169,680 9,000
ALZA CORP DEL COM 2261510 64,581,602 1,508,493 1,501,415 7,078 1,405,763 102,730
AMAZON COM INC COM 2313510 66,540,997 832,418 830,862 1,556 716,028 116,390
AMBAC FINL GROUP INC COM 2313910 20,351,494 429,583 426,588 2,995 420,883 8,700
AMCOL INTL CORP COM 02341W10 1,848,676 125,334 125,334 125,334
AMERADA HESS CORP COM 2355110 90,830,013 1,482,939 1,473,539 1,500 7,900 1,360,286 9,000 113,653
AMERCO COM 2358610 1,459,518 51,100 51,100 51,100
AMEREN CORP COM 2360810 81,381,292 2,152,261 2,146,638 4,511 1,112 2,001,357 5,212 145,692
AMERICA ONLINE INC D COM 02364J10 2,033,702,293 19,543,179 19,484,828 50,607 7,744 17,444,999 526,344 1,571,836
AMERICA WEST HLDG CO CL B 2365720 12,556,774 725,322 725,296 26 725,322
AMERICAN ANNUITY GRO COM 2384010 1,549,258 71,642 71,642 71,642
AMCORE FINL INC COM 2391210 2,818,014 136,631 136,631 136,631
AMERICAN AXLE & MFG COM 2406110 590,662 41,450 41,250 200 41,250 200
AMERICAN BUSINESS PR COM 2476310 1,093,648 69,438 68,033 1,405 69,438
AMERICAN CLASSIC VOY COM 2492810 1,119,325 48,800 48,800 48,800
AMERICAN EAGLE OUTFI COM 02553E10 7,586,009 156,616 156,616 156,616
AMERICAN ELEC PWR IN COM 2553710 105,998,597 3,106,186 3,097,665 2,009 6,512 2,823,552 11,712 270,922
AMERICAN EXPRESS CO COM 2581610 1,068,220,845 7,912,747 7,792,461 87,888 32,398 7,233,954 43,098 635,695
AMERICAN FINL GROUP COM 2593210 7,484,472 266,712 266,412 300 261,812 4,900
AMERICAN FREIGHTWAYS COM 02629V10 1,975,199 108,605 108,605 108,605
AMERICAN GENERAL COR COM 2635110 273,807,858 4,328,978 3,930,165 264,869 133,944 3,925,430 141,644 261,904
AMERICAN GREETINGS C CL A 2637510 29,305,972 1,138,096 1,136,346 1,750 1,086,756 2,400 48,940
AMERICAN HEALTH PPTY COM 2649410 2,136,389 106,156 106,156 106,156
AMERICAN HERITAGE LI COM 2652210 2,410,206 75,912 75,912 75,912
AMERICAN HOME PRODS COM 2660910 965,216,296 23,258,224 21,730,599 760,282 767,343 20,033,877 1,350,113 1,874,234
AMERICAN INDL PPTYS COM NEW 2679120 958,464 72,000 72,000 72,000
PAGE TOTAL 9,404,555,198
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
--------------------------- -------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMERICAN INTL GROUP COM 2687410 2,322,593,851 26,715,827 24,975,363 1,060,660 679,804 23,794,148 717,379 2,204,300
AMERICAN ITALIAN PAS CL A 2707010 2,561,937 89,500 89,500 89,500
AMERICAN MGMT SYS IN COM 2735210 26,658,431 1,039,072 1,023,902 170 15,000 1,020,272 15,000 3,800
AMERICAN MOBILE SATE COM 02755R10 1,316,210 75,212 75,212 75,212
AMERICAN NATL INS CO COM 2859110 3,788,917 56,551 56,551 56,451 100
AMERICAN PAC CORP COM 2874010 208,687 26,500 26,500 26,500
AMERICAN RETIREMENT COM 2891310 780,583 79,554 79,554 79,554
AMERICAN PWR CONVERS COM 2906610 21,841,583 1,149,557 1,146,537 3,020 1,062,493 87,064
AMERICAN STD COS INC COM 2971210 21,872,989 566,291 560,941 1,750 3,600 551,291 3,600 11,400
AMERICAN STS WTR CO COM 2989910 1,354,812 40,900 40,900 40,900
AMERICAN TOWER CORP CL A 2991220 8,380,267 427,020 417,120 7,900 2,000 423,320 2,000 1,700
AMERICAN SUPERCONDUC COM 3011110 1,082,400 70,400 70,400 70,400
AMERICAN WTR WKS INC COM 3041110 16,061,395 555,047 549,047 5,800 200 547,147 200 7,700
AMERICAN WOODMARK CO COM 3050610 583,187 21,700 21,700 21,700
AMERICAN XTAL TECHNO COM 3051410 1,553,962 72,700 72,700 72,700
AMERICREDIT CORP COM 03060R10 8,610,732 576,470 576,470 576,470
AMERIPATH INC COM 03071D10 751,237 89,700 89,700 89,700
AMERISOURCE HEALTH C CL A 03071P10 26,305,432 1,110,543 1,110,543 1,110,543
AMERITRADE HLDG CORP CL A 03072H10 4,093,490 222,775 222,775 222,175
AMERUS LIFE HLDGS IN COM 3073210 1,700,150 80,245 80,245 80,245
AMES DEPT STORES INC COM NEW 3078950 4,309,818 135,210 135,210 135,210
AMERITECH CORP NEW COM 3095410 6,717,873,525 100,642,300 18,602,376 81,824,721 215,203 17,136,748 82,316,301 1,189,251
AMETEK INC NEW COM 3110010 4,851,859 244,895 227,995 3,300 13,600 228,695 13,600 2,600
AMF BOWLING INC COM 03113V10 1,261,837 305,900 305,900 305,900
AMGEN INC COM 3116210 834,409,958 10,238,159 10,132,582 56,757 48,820 9,167,087 291,420 779,652
AMKOR TECHNOLOGY INC COM 3165210 6,728,478 417,270 417,270 417,270
AMRESCO INC COM 3190910 733,179 244,393 244,393 244,393
AMPEX CORP DEL CL A 3209210 492,828 167,800 167,800 167,800
AMPHENOL CORP NEW CL A 3209510 3,982,108 80,346 80,346 80,346
AMSOUTH BANCORPORATI COM 3216510 86,658,260 3,697,498 3,605,657 52,723 39,118 3,467,091 41,418 188,989
AMTRAN INC COM 03234G10 232,500 12,400 12,400 12,400
ANACOMP INC DEL COM 3237110 928,851 56,400 56,400 56,400
ANADARKO PETE CORP COM 3251110 71,390,264 2,335,916 2,033,981 241,435 60,500 2,146,076 62,000 127,840
ANADIGICS INC COM 3251510 2,088,281 74,250 69,250 5,000 74,250
ANALOG DEVICES INC COM 3265410 57,892,615 1,129,612 1,081,537 44,826 3,249 1,109,997 3,249 16,366
ANALOGIC CORP COM PAR $0 3265720 922,083 29,215 29,215 29,215
ANALYSTS INTL CORP COM 3268110 1,096,305 105,668 105,668 105,668
ANCHOR BANCORP WIS I COM 3283910 2,046,590 125,944 125,944 125,944
ANCHOR FINL CORP S C COM 3303610 1,254,250 34,600 34,600 34,600
PAGE TOTAL 10,271,253,841
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
-------------------------- -------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ANCHOR GAMING COM 3303710 2,106,954 35,411 35,411 35,411
ANCOR COMMUNICATIONS COM 03332K10 3,077,325 126,900 126,900 126,900
ANDOVER BANCORP INC COM 3425810 889,835 29,600 29,600 29,600
ANDREW CORP COM 3442510 25,373,581 1,460,350 1,460,350 1,372,900 1,000 86,450
ANDRX CORP COM 3455110 3,244,724 55,436 55,436 55,236 200
ANESTA CORP COM 3460310 542,951 59,100 59,100 59,100
ANHEUSER BUSCH COS I COM 3522910 609,832,959 8,704,190 8,557,051 60,339 86,800 7,729,540 295,700 678,950
ANICOM INC COM 3525010 640,011 120,484 117,500 2,984 117,500 2,984
ANIXTER INTL INC COM 3529010 2,496,236 107,365 107,365 107,365
ANNTAYLOR STORES COR COM 3611510 4,382,290 107,212 107,212 107,212
ANTEC CORP COM 03664P10 6,474,503 121,873 121,773 100 121,873
ANSWERTHINK CONSULTI COM 3691610 1,188,013 123,430 123,430 123,430
AON CORP COM 3738910 119,135,421 4,030,019 4,011,054 8,203 10,762 3,670,876 18,062 341,081
APACHE CORP COM 3741110 116,692,655 2,702,032 2,674,558 24,060 3,414 2,547,168 4,514 150,350
APARTMENT INVT & MGM CL A 03748R10 12,388,601 323,885 323,885 323,185 700
APEX INC COM 3754810 5,527,838 295,812 286,000 6,662 3,150 292,662 3,150
APOGEE ENTERPRISES I COM 3759810 6,652,078 946,107 946,107 127,156 818,951
APOLLO GROUP INC CL A 3760410 8,195,570 387,956 387,956 381,906 6,050
APPLE COMPUTER INC COM 3783310 268,789,893 4,245,481 4,240,103 4,228 1,150 3,950,514 5,050 289,917
APPLEBEES INTL INC COM 3789910 5,137,233 152,499 141,499 11,000 141,499 11,000
APRIA HEALTHCARE GRO COM 3793310 18,652,733 1,113,596 1,113,596 1,110,196 3,400
APPLIED GRAPHICS TEC COM 3793710 790,170 91,614 72,810 18,804 91,614
APPLIED ANALYTICAL I COM 3793910 628,537 55,870 55,870 55,870
APPLIED INDL TECHNOL COM 03820C10 1,860,426 103,357 103,357 103,357
APPLIED MICRO CIRCUI COM 03822W10 8,482,512 148,816 140,800 8,016 140,400 8,016 400
APPLIED MATLS INC COM 3822210 623,168,212 8,021,525 7,810,597 168,387 42,541 7,234,525 217,241 569,759
APPLIED PWR INC CL A 3822510 5,806,393 191,157 191,157 191,157
APPLIEDTHEORY CORP COM 03828R10 294,500 24,800 24,800 24,800
APTARGROUP INC COM 3833610 26,005,119 972,154 158,240 610,659 203,255 768,899 203,255
AQUARION CO COM 03838W10 2,009,645 56,018 56,018 56,018
ARCADIA FINL LTD COM 3910110 781,325 181,198 181,198 181,198
ARCH CHEMICALS INC COM 03937R10 1,595,746 98,582 98,582 98,582
ARCH COAL INC COM 3938010 1,046,975 85,037 85,037 85,037
ARCHER DANIELS MIDLA COM 3948310 122,108,607 10,070,813 10,042,933 19,591 8,289 9,162,347 27,874 880,592
ARCHSTONE CMNTYS TR SH BEN INT 3958110 8,781,758 444,646 444,646 443,146 1,500
ARCTIC CAT INC COM 3967010 909,040 95,068 95,068 95,068
ARDEN RLTY GROUP INC COM 3979310 5,062,356 232,752 232,752 232,052 700
ARDENT SOFTWARE INC COM 3979410 1,815,553 67,400 67,400 67,400
AREA BANCSHARES CORP COM 3987210 1,660,435 57,630 57,630 57,630
PAGE TOTAL 2,034,228,713
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
-------------------------- -------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ARGONAUT GROUP INC COM 4015710 2,206,703 87,829 87,829 87,829
ARGOSY GAMING CO COM 4022810 5,168,825 390,100 390,100 390,100
ARGUSS HLDGS INC COM 4028210 682,925 46,300 46,300 46,300
ARMCO INC COM 4217010 7,957,075 1,136,725 1,136,380 345 1,136,725
ARMSTRONG WORLD INDS COM 4247610 30,647,887 682,019 676,619 5,400 621,821 100 60,098
ARNOLD INDS INC COM 4259510 1,866,076 147,808 147,708 100 146,108 1,700
ARROW ELECTRS INC COM 4273510 10,250,735 581,602 581,302 300 574,002 7,600
ARROW INTL INC COM 4276410 1,370,020 53,596 53,596 53,596
ARTESYN TECHNOLOGIES COM 4312710 3,199,083 168,648 168,648 168,648
ARVIN INDS INC COM 4333910 7,357,282 237,815 237,815 236,115 1,700
ASARCO INC COM 4341310 17,986,131 666,153 665,153 1,000 621,713 44,440
ASCENT ENTMT GROUP I COM 4362810 1,961,451 142,651 142,651 142,603 48
ASHLAND INC COM 4420410 39,513,376 1,175,119 1,171,771 1,500 1,848 1,088,984 2,748 83,387
ASHTON TECHNOLOGY GR COM 4508410 746,250 99,500 99,500 99,500
ASPECT DEV INC COM 4523410 2,952,594 116,648 116,648 116,648
ASPECT TELECOMMUNICA COM 4523710 4,170,131 245,750 244,550 1,200 245,750
ASPEN TECHNOLOGY INC COM 4532710 1,132,326 116,136 116,136 116,136
ASSOCIATED BANC CORP COM 4548710 13,156,724 363,576 363,096 480 358,201 5,375
ASSOCIATED ESTATES R COM 4560410 786,177 85,575 85,575 85,575
ASSOCIATED GROUP INC CL A 4565110 7,213,959 119,239 119,239 118,939 300
AT HOME CORP COM SER A 4591910 20,180,440 487,015 483,166 3,449 400 485,415 400 1,200
ASSOCIATES FIRST CAP CL A 4600810 438,192,684 12,172,019 11,599,909 486,688 85,422 11,301,948 102,322 767,749
ASTEC INDS INC COM 4622410 1,850,387 76,700 76,700 76,700
ASTORIA FINL CORP COM 4626510 85,522,638 2,781,224 342,679 2,438,545 2,776,679 4,545
ASTRAZENECA PLC SPONSORED 4635310 469,735 11,118 11,118 11,118
ASYST TECHNOLOGY COR COM 04648X10 1,864,500 56,500 56,500 56,500
ATLANTIC COAST AIRLI COM 4839610 1,037,665 58,460 58,460 58,460
ATLANTIC RICHFIELD C COM 4882510 510,143,756 5,756,206 5,449,746 150,209 156,251 5,138,769 163,451 453,986
ATLAS AIR INC COM 4916410 2,120,540 96,939 92,939 4,000 96,939
ATMEL CORP COM 4951310 19,300,295 570,812 569,212 1,600 561,412 9,400
ATMOS ENERGY CORP COM 4956010 3,491,924 144,743 144,743 144,743
ATWOOD OCEANICS INC COM 5009510 1,905,907 62,362 52,362 10,000 52,362 10,000
AUDIOVOX CORP CL A 5075710 322,149 18,541 18,541 18,541
AURORA FOODS INC COM 05164B10 1,327,120 82,945 82,945 82,945
AUSPEX SYS INC COM 5211610 1,080,975 121,800 121,800 121,800
AUTHENTIC FITNESS CO COM 5266110 1,874,655 106,745 106,745 106,745
AUTOBYTEL COM INC COM 05275N10 458,720 39,040 39,040 39,040
AUTODESK INC COM 5276910 19,456,062 889,420 888,920 500 832,190 700 56,530
AUTOLIV INC COM 5280010 14,566,481 387,149 365,953 10,337 10,859 374,877 10,859 1,413
AUTOMATIC DATA PROCE COM 5301510 596,850,628 13,374,804 10,837,733 1,549,734 987,337 11,217,769 1,280,437 876,598
AUTONATION INC COM 05329W10 17,645,562 1,411,645 1,410,345 1,300 1,399,945 11,700
AUTOWEB COM INC COM 5333110 277,583 31,060 31,060 31,060
AUTOZONE INC COM 5333210 62,882,592 2,240,845 2,237,845 3,000 2,085,685 3,500 151,660
AVADO BRANDS INC COM 05336P10 579,920 103,097 103,097 103,097
PAGE TOTAL 1,963,728,648
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
-------------------------- -------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AVALONBAY CMNTYS INC COM 5348410 10,097,866 298,092 298,092 297,092 1,000
AVANT CORP COM 5348710 7,845,364 439,664 439,664 439,664
AVERY DENNISON CORP COM 5361110 114,196,681 2,164,866 1,982,295 137,063 45,508 1,893,672 99,208 171,986
AVIALL INC NEW COM 05366B10 856,838 83,594 83,594 83,594
AVID TECHNOLOGY INC COM 05367P10 1,372,140 104,544 104,544 104,544
AVIATION SALES CO COM 5367210 1,018,077 53,583 53,583 53,583
AVIRON COM 5376210 2,728,125 112,500 84,620 27,880 112,500
AVISTA CORP COM 05379B10 3,410,487 194,197 194,197 194,197
AVIS RENT A CAR INC COM 5379010 2,308,983 110,610 110,610 110,610
AVNET INC COM 5380710 12,486,768 297,304 296,568 300 436 278,690 436 18,178
AVON PRODS INC COM 5430310 119,908,083 4,832,665 4,715,208 85,673 31,784 4,303,992 157,284 371,389
AWARE INC MASS COM 05453N10 2,252,216 78,510 78,280 230 78,510
AXA SPONSORED 5453610 644,501 10,100 10,100 10,100
AXENT TECHNOLOGIES I COM 05459C10 1,877,158 145,100 145,100 145,100
AZTAR CORP COM 5480210 2,391,581 233,325 233,325 233,325
BB&T CORP COM 5493710 155,313,170 4,797,318 4,788,234 9,084 4,458,398 7,400 331,520
BHC COMMUNICATIONS I CL A 5544810 4,812,471 34,498 34,298 200 31,798 2,700
BISYS GROUP INC COM 5547210 4,444,484 94,753 92,763 1,990 94,453 300
BJS WHOLESALE CLUB I COM 05548J10 12,237,928 413,975 413,775 200 407,775 6,200
BJ SVCS CO COM 5548210 12,540,926 394,220 394,020 200 388,620 5,600
BMC INDS INC MINN COM 5560710 2,198,393 178,557 178,557 178,557
BOK FINL CORP COM NEW 05561Q20 1,057,992 54,256 54,256 54,256
BP AMOCO P L C SPONSORED 5562210 3,306,573,787 29,839,492 119,741 29,719,751 104,367 29,717,904 17,221
BRE PROPERTIES INC CL A 05564E10 5,331,511 222,731 222,731 222,731
BSB BANCORP COM 5565210 757,224 31,551 31,551 31,551
BT FINL CORP COM 5576310 1,876,852 77,797 77,797 77,797
BMC SOFTWARE INC COM 5592110 346,108,396 4,836,483 4,830,213 6,270 4,363,369 110,300 362,814
BACOU USA INC COM 5643910 419,844 25,160 25,080 80 25,160
BAKER HUGHES INC COM 5722410 164,159,865 5,660,685 5,509,965 130,855 19,865 5,182,534 27,765 450,386
BALDOR ELEC CO COM 5774110 2,940,707 155,289 151,956 3,333 151,956 3,333
BALDWIN & LYONS INC CL B 5775520 1,289,607 62,718 62,718 62,718
BALL CORP COM 5849810 21,247,048 482,208 477,408 4,800 452,648 600 28,960
BALLY TOTAL FITNESS COM 05873K10 3,501,182 114,560 114,260 300 114,560
BANCFIRST CORP COM 05945F10 726,894 23,076 23,076 23,076
BANCFIRST CORP ZANES COM 5945010 617,050 28,700 28,700 28,700
BANCO SANTANDER P R COM 5964610 588,200 34,600 34,600 34,600
BANCORPSOUTH INC COM 5969210 4,439,458 262,116 262,116 262,116
BANCWEST CORP NEW COM 5979010 5,027,262 123,748 123,748 123,748
BANDAG INC COM 5981510 3,480,768 108,774 108,774 107,274 1,500
PAGE TOTAL 4,345,085,887
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
-------------------------- -------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BANK OF AMERICA CORP COM 6050510 1,650,766,661 29,643,663 29,252,537 297,411 93,715 27,009,349 148,727 2,485,587
BANK OF GRANITE CORP COM 6240110 1,713,762 60,132 56,376 3,756 60,132
BANK NEW YORK INC COM 6405710 406,618,496 12,160,735 12,009,378 52,185 99,172 10,991,041 117,472 1,052,222
BANK ONE CORP COM 06423A10 679,929,011 19,531,455 19,205,681 269,900 55,874 17,569,824 291,218 1,670,413
BANK TOKYO-MITSUBISH SPONSORED 6537910 7,689,686 502,200 502,200 502,200
BANK UTD CORP CL A 6541210 4,712,084 145,547 145,547 145,547
BANKATLANTIC BANCORP CL B 6590810 1,112,033 175,289 175,289 175,289
BANKBOSTON CORP COM 06605R10 584,242,121 13,469,559 4,827,963 8,547,129 94,467 4,452,818 8,601,870 414,871
BANKNORTH GROUP INC COM 06646L10 3,828,003 128,134 124,888 1,000 2,246 125,888 2,246
BANTA CORP COM 6682110 5,737,441 257,146 197,749 43,635 15,762 239,534 15,762 1,850
BANYAN SYS INC COM 6690810 995,225 103,400 100,400 3,000 100,400 3,000
BARD C R INC COM 6738310 39,684,325 843,235 841,885 1,050 300 788,905 300 54,030
BARNES & NOBLE INC COM 6777410 8,584,888 330,188 329,938 250 324,888 5,300
BARNES GROUP INC COM 6780610 1,569,169 78,216 78,216 78,216
BARNESANDNOBLE COM I CL A 6784610 2,228,025 115,370 114,270 1,100 115,370
BARRICK GOLD CORP COM 6790110 106,458,746 4,894,655 4,893,755 900 4,504,315 13,300 377,040
BARR LABS INC COM 6830610 8,821,324 277,837 277,637 200 277,837
BARRA INC COM 6831310 1,159,158 55,198 55,198 55,198
BARRETT RES CORP COM PAR $0 6848020 22,051,906 597,014 589,284 5,730 2,000 595,014 2,000
BASIN EXPL INC COM 7010710 2,640,720 110,030 110,030 110,030
BASSETT FURNITURE IN COM 7020310 1,118,378 58,862 58,862 58,862
BATTLE MTN GOLD CO COM 7159310 2,756,802 865,015 863,260 400 1,355 799,460 1,355 64,200
BAUSCH & LOMB INC COM 7170710 56,454,336 856,186 855,886 300 793,876 4,200 58,110
BAXTER INTL INC COM 7181310 431,751,500 7,166,000 4,891,253 2,272,155 2,592 4,345,314 2,406,236 414,450
BAY VIEW CAP CORP DE COM 07262L10 1,258,564 94,986 94,986 94,986
BE AEROSPACE INC COM 7330210 1,355,028 113,515 113,515 113,515
BEA SYS INC COM 7332510 8,592,998 243,345 243,345 242,445 900
BEAR STEARNS COS INC COM 7390210 69,471,687 1,807,417 1,804,942 2,129 346 1,659,362 2,646 145,409
BEBE STORES INC COM 7557110 335,820 13,920 13,920 13,920
BECKMAN COULTER INC COM 7581110 7,244,051 160,533 154,314 219 6,000 152,333 6,000 2,200
BECTON DICKINSON & C COM 7588710 283,575,854 10,105,333 4,010,438 6,079,662 15,233 3,646,998 6,100,025 358,310
BED BATH & BEYOND IN COM 7589610 46,504,710 1,331,102 1,330,857 245 1,140,802 62,300 128,000
BEDFORD PPTY INVS IN COM PAR $0 7644630 1,816,998 107,674 107,674 107,674
BELCO OIL & GAS CORP COM 7741010 368,550 54,600 54,600 54,600
BELDEN INC COM 7745910 3,595,925 175,411 175,411 175,411
BELL & HOWELL CO NEW COM 7785210 2,757,431 75,161 75,161 75,161
BELL ATLANTIC CORP COM 7785310 2,009,959,946 29,860,351 27,628,144 1,796,707 435,500 25,023,427 2,598,469 2,238,455
BELLSOUTH CORP COM 7986010 8,505,270,090 189,006,002 187,691,520 832,540 481,942 30,541,845 155,728,467 2,735,690
BELO A H CORP DEL COM SER A 8055510 11,759,790 614,891 613,267 1,624 605,991 8,900
PAGE TOTAL 14,986,491,242
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
-------------------------- -------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BEMIS INC COM 8143710 28,101,480 829,564 808,156 10,032 11,376 766,948 12,576 50,040
BENCHMARK ELECTRS IN COM 08160H10 2,556,588 72,400 72,400 72,400
BENTHOS INC COM 8264110 547,034 64,357 64,357 64,357
BERGEN BRUNSWIG CORP CL A 8373910 8,556,874 824,759 815,034 7,225 2,500 807,527 2,500 14,732
BERINGER WINE ESTATE CL B 8410210 4,469,393 108,845 104,370 3,075 1,400 107,445 1,400
BERKLEY W R CORP COM 8442310 2,143,830 93,210 93,210 93,210
BERKSHIRE HATHAWAY I CL B 8467020 340,186,240 183,290 2,655 178,135 2,500 4,917 177,919 454
BERKSHIRE RLTY INC COM 8471010 2,175,864 181,322 181,322 181,322
BERLITZ INTL INC NEW COM 08520F10 242,213 11,500 11,500 11,500
BERRY PETE CO CL A 8578910 1,188,383 87,626 87,626 87,626
BEST BUY INC COM 8651610 240,494,776 3,878,948 3,850,783 24,915 3,250 3,547,178 99,250 232,520
BEST SOFTWARE INC COM 8657910 632,000 32,000 32,000 32,000
BESTFOODS COM 08658U10 260,451,700 5,363,282 4,803,818 320,746 238,718 4,689,514 373,118 300,650
BETHLEHEM STL CORP COM 8750910 58,429,765 7,922,680 2,190,110 5,732,570 2,042,608 5,731,199 148,873
BEVERLY ENTERPRISES COM NEW 8785130 2,863,586 673,785 673,785 666,685 7,100
BEYOND COM CORP COM 08860E10 1,186,780 96,880 96,880 96,880
BIG FLOWER HLDGS INC COM 8915910 2,469,684 87,231 87,231 87,231
BILLING CONCEPTS COR COM 9006310 931,990 186,398 186,398 186,398
BINDLEY WESTN INDS I COM 9032410 2,999,165 209,556 209,556 209,556
BINDVIEW DEV CORP COM 9032710 1,610,593 81,810 81,810 81,810
BIO RAD LABS INC CL A 9057220 1,195,876 43,685 43,685 43,685
BIO TECHNOLOGY GEN C COM 9057810 2,529,717 263,677 263,677 263,677
BIOCRYST PHARMACEUTI COM 09058V10 271,600 11,200 11,200 11,200
BIOGEN INC COM 9059710 122,293,368 1,551,710 1,541,250 7,460 3,000 1,521,010 3,000 27,700
BIOMATRIX INC COM 09060P10 1,593,700 71,030 71,030 71,030
BIOMET INC COM 9061310 43,795,324 1,664,462 1,657,977 5,085 1,400 1,537,342 9,200 117,920
BLACK & DECKER CORP COM 9179710 68,190,131 1,492,550 1,479,185 12,965 400 1,330,561 40,400 121,589
BLACK BOX CORP DEL COM 9182610 4,680,690 89,156 89,156 89,156
BLACK HILLS CORP COM 9211310 3,635,436 155,947 151,972 3,975 150,472 3,975 1,500
BLANCH E W HLDGS INC COM 9321010 4,102,744 62,998 62,998 62,998
BLOCK DRUG INC CL A 9364410 2,626,240 73,079 73,079 73,079
BLOCK H & R INC COM 9367110 71,540,174 1,646,987 1,611,582 14,535 20,870 1,483,682 23,070 140,235
BLOUNT INTL INC NEW COM 9518010 1,082,268 80,168 80,157 11 80,168
BLYTH INDS INC COM 09643P10 6,105,870 217,585 214,435 550 2,600 211,385 2,600 3,600
BOB EVANS FARMS INC COM 9676110 5,919,609 290,533 290,533 287,900 2,633
BOEING CO COM 9702310 3,376,342,063 79,210,371 16,390,484 62,745,336 74,551 15,228,435 62,660,464 1,321,472
BOISE CASCADE CORP COM 9738310 96,326,638 2,643,649 1,750,611 893,038 1,651,095 893,238 99,316
BOISE CASCADE OFFICE COM 9740310 27,038,708 2,486,318 71,071 2,415,247 71,071 2,415,247
BOMBAY CO INC COM 9792410 908,031 179,382 179,157 225 179,157 225
PAGE TOTAL 4,802,416,125
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
-------------------------- -------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BORDERS GROUP INC COM 9970910 7,961,573 542,083 541,844 239 536,744 239 5,100
BORG-WARNER AUTOMOTI COM 9972410 6,972,106 162,142 162,142 160,042 2,100
BOSTON PROPERTIES IN COM 10112110 7,251,031 236,290 236,290 235,690 600
BOSTON SCIENTIFIC CO COM 10113710 149,678,545 6,047,618 5,996,173 24,090 27,355 5,409,443 224,755 413,420
BOTTOMLINE TECH DEL COM 10138810 497,075 33,700 33,700 33,700
BOWATER INC COM 10218310 16,221,922 308,989 308,989 304,489 4,500
BOWNE & CO INC COM 10304310 2,337,530 192,786 191,186 1,600 192,786
BOYD GAMING CORP COM 10330410 1,148,604 191,434 191,434 191,434
BOYDS COLLECTION LTD COM 10335410 2,995,125 244,500 244,500 244,500
BOYKIN LODGING CO COM 10343010 1,223,240 92,320 92,320 92,320
BRADLEY REAL ESTATE COM 10458010 2,176,243 118,435 118,435 118,435
BRADY CORP CL A 10467410 3,194,048 99,814 98,314 1,500 99,814
BRANDYWINE RLTY TR SH BEN INT 10536820 3,505,937 215,750 215,750 215,750
BRENTON BKS INC COM 10721110 1,158,592 83,316 83,316 83,316
BRIGGS & STRATTON CO COM 10904310 36,551,798 626,155 626,155 561,222 64,933
BRIGHT HORIZON FAMIL COM 10919510 1,652,703 105,773 58,200 47,573 105,773
BRIGHTPOINT INC COM 10947310 2,025,151 278,142 276,142 2,000 278,142
BRINKER INTL INC COM 10964110 24,442,317 903,197 902,597 600 897,497 5,700
BRIO TECHNOLOGY INC COM 10970410 1,170,350 52,600 52,600 52,600
BRISTOL MYERS SQUIBB COM 11012210 2,499,797,835 37,034,042 34,631,990 1,134,854 1,267,198 32,025,578 2,151,688 2,856,776
BRITESMILE INC COM 11041510 426,465 44,600 44,600 44,600
BRITISH AMERN TOB PL SPONSORED 11044810 9,584,467 551,624 551,624 551,624
BRITISH TELECOMMUNIC ADR FINAL 11102140 9,683,562 62,500 62,500 62,500
BROADCOM CORP CL A 11132010 18,084,190 165,910 165,510 400 164,910 1,000
BROADVISION INC COM 11141210 19,143,629 143,870 143,870 143,870
BROCADE COMMUNICATIO COM 11162110 2,940,000 14,000 14,000 14,000
BROOKE GROUP LTD COM 11252510 997,865 60,022 60,022 60,022
BROOKLINE BANCORP IN COM 11373910 713,395 70,030 69,030 1,000 70,030
BROOKS AUTOMATION IN COM 11434A10 981,715 55,900 55,900 55,900
BROOKTROUT INC COM 11458010 782,550 56,400 56,400 56,400
BROWN & BROWN INC COM 11523610 1,748,950 52,600 52,600 52,600
BROWN FORMAN CORP CL B 11563720 62,484,904 1,001,762 1,001,262 500 931,332 70,430
BROWN TOM INC COM NEW 11566020 2,280,645 154,620 154,620 154,620
BROWN SHOE INC NEW COM 11573610 1,638,338 89,468 89,243 225 89,243 225
BRUNSWICK CORP COM 11704310 46,526,598 1,870,416 1,868,816 1,600 1,720,109 2,000 148,307
BRUSH WELLMAN INC COM 11742110 1,132,852 77,133 77,133 77,133
BUCKEYE PARTNERS L P UNIT LTD P 11823010 332,100 12,300 500 10,800 1,000 11,300 1,000
BUCKEYE TECHNOLOGIES COM 11825510 2,353,206 150,010 150,010 150,010
BUCKLE INC COM 11844010 682,755 39,580 39,580 39,580
PAGE TOTAL 2,954,479,911
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
----------------------------- ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BUDGET GROUP INC CL A 11900310 779,390 110,364 110,364 110,364
BUFFETS INC COM 11988210 3,793,644 326,335 326,335 323,635 2,700
BUILDING ONE SVCS CO COM 12011410 1,641,637 134,704 134,704 134,704
BURLINGTON COAT FACT COM 12157910 1,956,731 99,075 99,075 99,075
BURLINGTON INDS INC COM 12169310 1,696,171 376,927 376,927 373,527 3,400
BURLINGTON NORTHN SA COM 12189T10 247,939,917 9,015,997 8,916,544 78,249 21,204 8,338,083 32,404 645,510
BURLINGTON RES INC COM 12201410 130,188,933 3,542,556 3,409,202 76,603 56,751 3,271,010 59,251 212,295
BURNHAM PAC PPTYS IN COM 12232C10 1,654,632 156,659 156,659 156,659
BURNS INTL SVCS CORP COM 12237410 1,033,064 64,066 64,066 64,066
BURR BROWN CORP COM 12257410 5,131,682 129,916 129,911 5 129,916
BUSH BOAKE ALLEN INC COM 12316210 814,987 30,900 30,900 30,900
BUSH INDS INC CL A 12316410 505,917 38,732 38,732 38,732
BUTLER MFG CO DEL COM 12365510 666,330 25,384 25,384 25,384
C&D TECHNOLOGIES INC COM 12466110 2,218,663 61,100 61,100 61,100
CAIS INTERNET INC COM 12476Q10 353,416 29,300 28,800 500 29,300
CBL & ASSOC PPTYS IN COM 12483010 8,749,618 358,048 358,048 358,048
CCC INFORMATION SVCS COM 12487Q10 1,510,280 114,528 114,528 114,528
CCBT BANCORP INC COM 12487S10 219,600 14,400 5,600 8,800 5,600 8,800
CCB FINL CORP COM 12487510 9,559,680 229,662 229,662 226,362 3,300
CB RICHARD ELLIS SVC COM 12489L10 1,481,629 97,959 97,959 97,959
CBRL GROUP INC COM 12489V10 6,333,160 408,591 408,591 404,291 4,300
CBS CORP COM 12490K10 593,903,187 12,841,150 11,216,382 1,618,068 6,700 10,218,412 1,618,339 1,004,399
CFW COMMUNICATION CO COM 12492310 1,563,812 65,500 65,500 65,500
C COR NET CORP COM 12501010 1,442,053 47,475 47,475 47,475
C-CUBE MICROSYSTEMS COM 12501510 8,339,254 191,707 191,707 191,707
C D I CORP COM 12507110 1,492,027 54,629 54,289 340 54,629
CDNOW INC NEW COM 12508610 936,667 75,313 75,313 75,313
CD RADIO INC COM 12512710 1,764,345 69,190 69,190 69,190
CDW COMPUTER CTRS IN COM 12512910 3,493,291 71,474 71,474 71,174 300
CEC ENTMT INC COM 12513710 12,291,671 342,625 342,625 342,625
CFS BANCORP INC COM 12525D10 916,368 87,800 87,800 87,800
C H ROBINSON WORLDWI COM 12541W10 6,759,296 200,650 200,650 200,650
CHS ELECTRONICS INC COM NEW 12542A20 299,772 208,610 208,610 208,610
CIGNA CORP COM 12550910 260,295,726 3,347,855 3,306,233 33,455 8,167 3,025,247 8,167 314,441
CIT GROUP INC CL A 12557710 3,212,195 156,220 156,220 155,820 400
CKE RESTAURANTS INC COM 1.26E+14 1,854,368 255,775 255,775 255,775
CLECO CORP NEW COM 12561W10 5,503,585 169,670 169,405 265 168,170 1,500
CK WITCO CORP COM 12562C10 12,067,671 811,272 802,425 8,847 802,968 8,304
CMGI INC COM 12575010 31,699,867 309,267 301,381 5,786 2,100 280,662 2,100 26,505
PAGE TOTAL 1,376,064,236
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
----------------------------- ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CMI CORP CL A 12576130 670,292 95,756 95,756 95,756
CMP GROUP INC COM 12588710 7,006,518 265,650 265,150 500 263,450 2,200
CMS ENERGY CORP COM 12589610 61,745,656 1,819,420 1,816,214 3,206 1,697,520 2,200 119,700
CPI CORP COM 12590210 1,374,317 40,200 40,200 40,200
CPB INC COM 12590310 912,712 39,900 39,900 39,900
CSS INDS INC COM 12590610 627,693 27,291 27,291 27,291
CNET INC COM 12594510 7,352,408 131,293 131,193 100 130,693 100 500
CTG RES INC COM 12595710 1,443,370 40,802 40,200 602 40,802
CSK AUTO CORP COM 12596510 1,972,022 90,410 90,410 90,410
CNA FINL CORP COM 12611710 3,437,105 98,203 98,003 200 97,903 300
CNA SURETY CORP COM 12612L10 1,145,326 87,263 87,263 87,263
CNF TRANSN INC COM 12612W10 13,409,217 359,979 358,579 1,400 338,600 21,379
CNB BANCSHARES INC COM 12612610 6,214,833 117,261 117,261 116,861 400
CSG SYS INTL INC COM 12634910 14,129,574 515,565 498,565 17,000 515,065 500
CSX CORP COM 12640810 152,812,258 3,606,189 3,560,334 27,798 18,057 3,289,120 23,457 293,612
CT COMMUNICATIONS IN COM NEW 12642640 1,762,687 35,700 35,700 35,700
CTS CORP COM 12650110 12,607,910 219,268 219,268 219,268
CUNO INC COM 12658310 1,499,270 75,435 75,435 75,435
CVB FINL CORP COM 12660010 1,482,012 55,925 55,925 55,925
CVS CORP COM 12665010 252,804,791 6,194,374 6,132,026 36,136 26,212 5,609,586 35,312 549,476
CABLEVISION SYS CORP CL A 12686C10 27,334,066 375,726 374,826 500 400 373,626 400 1,700
CABLETRON SYS INC COM 12692010 39,124,711 2,494,085 2,493,285 800 2,328,135 4,100 161,850
CABLE DESIGN TECHNOL COM 12692410 3,565,378 156,294 156,294 156,294
CABOT CORP COM 12705510 96,355,863 4,057,089 385,664 1,870,811 1,800,614 465,148 3,586,541 5,400
CABOT INDUSTRIAL TRU COM 12707210 3,739,312 194,250 194,250 194,250
CABOT OIL & GAS CORP CL A 12709710 2,555,449 148,142 105,037 237 42,868 105,274 42,868
CACI INTL INC CL A 12719030 833,299 39,100 39,100 39,100
CADENCE DESIGN SYSTE COM 12738710 18,773,524 1,403,628 1,397,028 3,600 3,000 1,378,228 3,000 22,400
CADIZ INC COM 12753710 1,579,039 165,137 165,137 165,137
CAL DIVE INTL INC COM 12791410 972,700 28,400 28,400 28,400
CALGON CARBON CORP COM 12960310 1,021,609 149,972 149,972 149,972
CALIFORNIA WTR SVC G COM 13078810 1,507,431 55,066 55,066 55,066
CALLAWAY GOLF CO COM 13119310 6,998,457 574,256 574,056 200 545,195 29,061
CALPINE CORP COM 13134710 23,889,152 280,844 280,844 278,744 2,100
CAM DATA SYS INC COM 13173010 591,375 57,000 32,000 25,000 32,000 25,000
CAMBREX CORP COM 13201110 2,916,371 110,314 109,414 900 110,314
CAMBRIDGE TECH PARTN COM 13252410 5,733,807 395,435 393,935 500 1,000 390,535 1,000 3,900
CAMDEN PPTY TR SH BEN INT 13313110 10,185,168 378,983 378,983 378,983
CAMPBELL SOUP CO COM 13442910 272,044,145 6,953,205 6,921,732 10,961 20,512 6,108,621 228,112 616,472
PAGE TOTAL 1,064,130,827
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
----------------------------- ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CANADIAN NATL RY CO COM 13637510 661,589 21,826 21,826 21,826
CANANDAIGUA BRANDS I CL A 13721920 10,332,746 172,933 172,908 25 172,933
CANON INC ADR 13800630 385,125 13,000 13,000 13,000
CAPITAL CITY BK GROU COM 13967410 568,750 25,000 25,000 25,000
CAPITAL AUTOMOTIVE R COM SH BEN 13973310 1,190,475 96,200 96,200 96,200
CAPITAL ONE FINL COR COM 14040H10 138,511,620 3,551,580 3,393,479 139,374 18,727 3,231,583 111,127 208,870
CAPITAL RE CORP COM 14043210 1,231,680 123,168 123,108 60 123,168
CAPITAL SR LIVING CO COM 14047510 413,641 54,700 54,700 54,700
CAPITOL FED FINL COM 14057C10 3,976,634 398,900 398,900 398,900
CAPROCK COMMUNICATIO COM 14066710 3,475,875 149,500 149,500 149,500
CAPSTEAD MTG CORP COM 14067E10 1,095,363 278,223 278,223 278,223
CAPTEC NET LEASE REA COM 14072410 656,042 65,200 65,200 65,200
CARBO CERAMICS INC COM 14078110 622,600 22,640 22,640 22,640
CARAUSTAR INDS INC COM 14090910 17,717,527 694,805 117,649 577,156 694,805
CARDINAL HEALTH INC COM 14149Y10 418,627,362 7,681,236 4,423,791 3,243,893 13,552 4,148,427 3,177,484 355,325
CAREER EDUCATION COR COM 14166510 1,032,400 35,600 35,600 35,600
CAREMATRIX CORP COM 14170610 730,692 140,870 138,870 2,000 138,870 2,000
CAREY INTERNATIONAL COM 14175010 1,113,825 44,553 44,553 44,553
CARDIOTHORACIC SYS I COM 14190710 936,325 55,900 55,900 55,900
CARLISLE COS INC COM 14233910 8,589,946 217,467 217,467 215,167 2,300
CARMIKE CINEMAS INC CL A 14343610 554,058 42,214 42,214 42,214
CARNIVAL CORP COM 14365810 433,966,266 9,976,236 9,587,658 304,911 83,667 9,021,722 99,867 854,647
CAROLINA FIRST CORP COM 14387710 2,112,949 106,650 106,650 106,650
CARRIAGE SVCS INC CL A 14390510 436,192 51,700 51,700 51,700
CAROLINA PWR & LT CO COM 14414110 90,325,428 2,553,369 2,550,151 2,618 600 2,328,707 5,400 219,262
CARPENTER TECHNOLOGY COM 14428510 48,911,334 1,996,381 138,014 1,858,367 136,514 1,858,367 1,500
CARRAMERICA RLTY COR COM 14441810 6,207,030 282,948 282,948 282,248 700
CARRIER ACCESS CORP COM 14446010 1,909,554 45,670 45,670 45,670
CARTER WALLACE INC COM 14628510 3,467,589 193,991 193,991 190,891 3,100
CASCADE NAT GAS CORP COM 14733910 861,575 48,200 48,200 48,200
CASE CORP COM 14743R10 62,132,848 1,247,347 1,245,047 2,300 1,147,482 300 99,565
CASELLA WASTE SYS IN CL A 14744810 793,466 47,550 47,500 50 47,550
CASEYS GEN STORES IN COM 14752810 3,539,184 264,000 263,780 220 264,000
CASH AMER INTL INC COM 14754D10 1,170,423 124,025 124,025 124,025
CASTLE A M & CO COM 14841110 600,634 47,575 47,575 47,575
CASTLE & COOKE INC N COM 14843310 1,056,078 68,688 68,688 68,688
CATALINA MARKETING C COM 14886710 4,375,366 51,589 49,989 1,000 600 50,789 600 200
CATALYTICA INC COM 14888510 3,900,300 260,020 260,020 260,020
CATAPULT COMMUNICATI COM 14901610 330,150 21,300 21,300 21,300
PAGE TOTAL 1,278,520,641
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
----------------------------- ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CATELLUS DEV CORP COM 14911110 4,119,996 350,638 332,138 18,500 348,238 2,400
CATERPILLAR INC DEL COM 14912310 351,786,485 6,418,056 6,285,623 99,893 32,540 5,862,882 40,140 515,034
CATHAY BANCORP INC COM 14915010 1,698,701 47,600 40,600 7,000 40,600 7,000
CATO CORP NEW CL A 14920510 1,354,433 96,100 96,100 96,100
CELLSTAR CORP COM 15092510 1,762,590 235,012 235,012 235,012
CELGENE CORP COM 15102010 2,200,140 81,300 81,300 81,300
CELL PATHWAYS INC NE COM 15114R10 979,132 101,728 101,728 101,728
CELLNET DATA SYS INC COM 15115M10 792,718 201,351 201,351 201,351
CENDANT CORP COM 15131310 203,724,595 11,477,442 11,459,062 17,550 830 10,436,275 17,036 1,024,131
CENTENNIAL BANCORP COM 15133T10 877,106 75,450 75,450 75,450
CENTENNIAL CELLULAR CL A NEW 15133V20 2,192,516 48,254 48,254 48,254
CENTER TR INC CENTER TR 15184510 1,098,037 98,700 98,700 98,700
CENTERPOINT PPTYS TR SH BEN INT 15189510 3,331,125 98,700 98,700 98,700
CENTEX CONSTRUCTION COM 15231R10 8,235,216 221,824 168,242 53,582 168,242 53,582
CENTEX CORP COM 15231210 46,950,427 1,588,202 956,377 631,825 880,380 630,425 77,397
CENTOCOR INC COM 15234210 22,329,514 381,297 377,197 4,100 375,197 6,100
CENTRAL & SOUTH WEST COM 15235710 77,744,056 3,680,192 3,633,574 12,881 33,737 3,329,227 39,437 311,528
CENTRAL GARDEN & PET COM 15352710 939,865 123,261 123,261 123,261
CENTRAL HUDSON GAS & COM 15360910 3,239,145 82,264 81,781 483 82,264
CENTRAL NEWSPAPERS I CL A 15464710 21,041,958 472,853 472,853 469,953 2,900
CENTRAL PKG CORP COM 15478510 1,775,884 60,714 60,714 60,714
CENTURA BKS INC COM 15640T10 4,439,413 107,297 107,297 106,997 300
CENTURY BUSINESS SVC COM 15649010 3,271,740 281,440 281,440 281,440
CENTURY COMMUNICATIO CL A 15650310 5,519,712 120,980 120,034 946 120,580 400
CENTURY SOUTH BKS IN COM 15668310 844,100 36,700 36,700 36,700
CENTURYTEL INC COM 15670010 114,646,553 2,822,069 2,232,688 486,817 102,564 2,582,675 104,764 134,630
CEPHALON INC COM 15670810 2,453,056 136,516 134,516 2,000 136,516
CERIDIAN CORP COM 15677T10 58,327,770 2,344,835 2,340,785 3,450 600 2,087,662 67,400 189,773
CERNER CORP COM 15678210 1,960,113 128,532 128,532 128,532
CHAMPION ENTERPRISES COM 15849610 1,828,512 203,168 203,168 203,168
CHAMPION INTL CORP COM 15852510 83,271,785 1,620,862 1,613,387 7,475 1,484,209 1,500 135,153
CHAMPIONSHIP AUTO RA COM 15871110 1,161,940 44,690 44,690 44,690
CHAPARRAL RES INC COM PAR $0 15942030 730,009 73,925 73,925 73,925
CHARLES RIVER ASSOCI COM 15985210 986,775 35,400 35,400 35,400
CHARTER ONE FINL INC COM 16090310 36,998,034 1,599,915 1,596,426 3,489 1,578,045 21,870
CHARTER MUN MTG ACCE SH BEN INT 16090810 1,128,556 86,400 86,400 86,400
CHARMING SHOPPES INC COM 16113310 2,299,587 448,700 448,700 448,700
CHART INDS INC COM 16115Q10 328,828 66,605 66,605 66,605
CHASE MANHATTAN CORP COM 16161A10 1,126,947,001 14,951,204 14,891,285 49,874 10,045 13,711,856 29,545 1,209,803
PAGE TOTAL 2,205,317,123
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
----------------------------- ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CHATEAU CMNTYS INC COM 16172610 2,995,148 115,198 115,198 115,198
CHATTEM INC COM 16245610 1,012,645 45,900 45,900 45,900
CHEAP TICKETS INC COM 16267210 717,753 22,170 22,170 22,170
CHECKFREE HLDGS CORP COM 16281610 5,070,671 123,299 123,299 122,899 400
CHECKPOINT SYS INC COM 16282510 1,207,291 129,649 129,649 129,649
CHEESECAKE FACTORY I COM 16307210 2,548,865 91,851 90,201 1,650 91,851
CHELSEA GCA RLTY INC COM 16326210 3,210,886 101,530 101,530 101,530
CHEMED CORP COM 16359610 1,326,886 43,864 43,864 43,864
CHEMFIRST INC COM 16361A10 2,424,076 88,755 88,755 88,755
CHEMICAL FINL CORP COM 16373110 2,195,146 64,683 64,683 64,683
CHESAPEAKE CORP COM 16515910 4,452,830 147,201 147,176 25 145,601 1,600
CHESAPEAKE ENERGY CO COM 16516710 1,328,896 342,941 342,941 342,941
CHEVRON CORPORATION COM 16675110 1,069,513,115 12,050,852 11,787,921 123,379 139,552 10,965,179 155,252 930,421
CHICAGO TITLE CORP COM 16822810 3,012,288 75,426 75,103 323 75,426
CHICOS FAS INC COM 16861510 896,525 32,900 32,900 32,900
CHILDRENS PL RETAIL COM 16890510 2,265,255 85,080 85,080 85,080
CHOICE HOTELS INTL I COM 16990510 4,387,562 256,208 256,208 256,208
CHIQUITA BRANDS INTL COM 17003210 1,170,093 197,085 197,085 197,085
CHIREX INC COM 17003810 1,881,694 72,900 72,900 72,900
CHIRON CORP COM 17004010 22,314,725 805,964 803,186 2,278 500 789,364 500 16,100
CHITTENDEN CORP COM 17022810 3,997,239 140,254 131,954 8,300 131,954 8,300
CHOICEPOINT INC COM 17038810 4,812,259 71,425 71,033 392 71,425
CHRIS CRAFT INDS INC COM 17052010 8,101,194 144,342 144,033 309 139,236 5,106
CHUBB CORP COM 17123210 143,540,411 2,892,502 2,832,252 31,108 29,142 2,621,933 32,942 237,627
CHURCH & DWIGHT INC COM 17134010 6,771,500 270,860 270,560 300 268,260 2,600
CHURCHILL DOWNS INC COM 17148410 728,437 31,500 31,500 31,500
CIBER INC COM 17163B10 3,458,720 225,883 225,883 225,883
CIENA CORP COM 17177910 15,910,751 435,911 434,911 1,000 432,411 3,500
CILCORP INC COM 17179410 3,939,467 60,783 59,378 1,205 200 60,583 200
CINCINNATI BELL INC COM 17187010 17,075,462 878,503 875,227 1,600 1,676 864,727 1,676 12,100
CINCINNATI FINL CORP COM 17206210 93,385,722 2,488,229 2,485,529 2,700 2,323,519 3,600 161,110
CINERGY CORP COM 17247410 70,179,530 2,478,791 2,474,722 3,919 150 2,310,642 4,350 163,799
CIRCLE INTL GROUP IN COM 17257410 1,229,040 60,138 60,138 60,138
CIRCUIT CITY STORE I CIRCT CITY 17273710 150,150,029 3,559,154 3,552,954 6,000 200 3,326,074 4,600 228,480
CISCO SYS INC COM 17275R10 4,123,468,693 60,142,188 57,751,552 1,614,729 775,907 53,198,809 2,297,457 4,645,922
CIRRUS LOGIC CORP COM 17275510 4,520,978 410,998 409,068 1,930 404,868 1,930 4,200
CITADEL COMMUNICATIO COM 17285320 3,191,370 93,520 91,220 300 2,000 91,520 2,000
CITATION CORP ALA COM 17289510 912,033 53,649 53,649 53,649
CINTAS CORP COM 17290810 28,303,483 489,578 484,728 2,450 2,400 478,578 2,400 8,600
PAGE TOTAL 5,817,608,668
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
----------------------------- ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CITIGROUP INC COM 17296710 3,935,478,888 89,442,702 58,809,532 30,439,616 193,554 54,412,120 30,130,565 4,900,017
CITIZENS BKG CORP MI COM 17442010 3,066,813 117,390 117,390 117,390
CITIZENS UTILS CO DE CL B 17734220 10,904,247 963,954 963,954 958,398 5,556
CITRIX SYS INC COM 17737610 28,862,889 466,004 465,239 765 458,704 7,300
CITY HLDG CO COM 17783510 1,469,545 76,340 76,340 76,340
CITY NATL CORP COM 17856610 8,424,364 251,009 251,009 247,409 3,600
CLAIRE'S STORES INC COM 17958410 4,854,090 293,086 293,086 289,161 3,925
CLARCOR INC COM 17989510 1,880,422 111,850 111,850 111,850
CLARIFY INC COM 18049210 5,232,095 103,993 103,993 103,993
CLAYTON HOMES INC COM 18419010 7,454,401 858,110 857,838 272 795,337 62,773
CLEAR CHANNEL COMMUN COM 18450210 410,566,685 5,140,115 5,116,198 23,492 425 4,665,399 7,925 466,791
CLEVELAND CLIFFS INC COM 18589610 2,464,477 79,180 79,180 78,480 700
CLOROX CO DEL COM 18905410 146,605,671 3,832,828 3,820,162 7,766 4,900 3,380,235 118,200 334,393
CLOSURE MED CORP COM 18909310 368,411 27,165 27,115 50 27,165
COACHMEN INDS INC COM 18987310 1,233,397 79,574 79,574 79,574
COASTAL CORP COM 19044110 169,549,591 4,141,720 4,129,485 9,735 2,500 3,815,831 6,700 319,189
COCA COLA BOTTLING C COM 19109810 1,392,757 24,829 24,829 24,829
COCA COLA CO COM 19121610 2,124,992,194 44,041,289 41,408,062 991,613 1,641,614 37,748,138 2,804,614 3,488,537
COCA COLA ENTERPRISE COM 19121910 133,239,913 5,905,501 5,899,981 5,250 270 5,455,671 12,070 437,760
COGNEX CORP COM 19242210 5,586,617 185,067 180,067 400 4,600 180,467 4,600
COGNIZANT TECHNOLOGY CL A 19244610 426,937 13,500 13,500 13,500
COHERENT INC COM 19247910 2,613,181 117,120 117,120 117,120
COHU INC COM 19257610 1,949,203 92,270 92,270 92,270
COINSTAR INC COM 19259P30 829,739 83,500 83,500 83,500
COLDWATER CREEK INC COM 19306810 350,000 17,500 17,500 17,500
COLE KENNETH PRODTNS CL A 19329410 812,943 21,751 21,751 21,751
COLEMAN INC NEW COM 19355910 433,542 45,636 45,636 45,636
COLGATE PALMOLIVE CO COM 19416210 433,579,978 9,477,158 9,366,066 76,288 34,804 8,544,966 313,104 619,088
COLLINS & AIKMAN COR COM 19483010 1,977,073 282,439 282,439 282,439
COLONIAL BANCGROUP I COM 19549330 4,331,058 387,151 385,251 1,900 386,051 1,100
COLONIAL PPTYS TR COM SH BEN 19587210 3,390,241 126,738 126,738 126,738
COLUMBIA ENERGY GROU COM 19764810 76,549,126 1,382,377 1,380,427 1,500 450 1,264,691 1,850 115,836
COLUMBIA/HCA HEALTHC COM 19767710 206,045,248 9,725,079 9,700,304 24,775 8,923,493 801,586
COLUMBIA LABS INC COM 19777910 766,620 102,216 102,216 102,216
COLUMBIA SPORTSWEAR COM 19851610 631,275 44,300 44,300 44,300
COLUMBUS MCKINNON CO COM 19933310 929,637 53,892 53,892 53,892
COMAIR HOLDINGS INC COM 19978910 8,556,125 512,742 461,542 39,200 12,000 492,842 12,000 7,900
COMFORT SYS USA INC COM 19990810 1,751,483 148,280 148,280 148,280
COMCAST CORP CL A 20030010 5,057,046 140,232 135,032 2,900 2,300 137,932 2,300
PAGE TOTAL 7,754,607,922
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
----------------------------- ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COMCAST CORP CL A SPL 20030020 470,572,491 11,801,191 11,559,293 164,853 77,045 10,891,667 92,445 817,079
COMDISCO INC COM 20033610 14,513,161 751,510 750,710 800 733,450 18,060
COMERICA INC COM 20034010 139,125,195 2,748,152 2,568,166 172,486 7,500 2,576,402 10,800 160,950
COMMERCE BANCORP INC COM 20051910 8,572,779 206,573 206,060 468 45 206,528 45
COMMERCE BANCSHARES COM 20052510 8,722,661 246,577 212,815 31,482 2,280 243,271 2,280 1,026
COMMERCE GROUP INC M COM 20064110 4,003,495 174,065 128,065 46,000 174,065
COMMERCIAL FEDERAL C COM 20164710 11,871,927 604,939 604,939 604,239 700
COMMERCIAL INTERTECH COM 20170910 700,488 58,074 58,074 58,074
COMMERCIAL METALS CO COM 20172310 1,742,566 60,611 60,611 60,611
COMMERCIAL NET LEASE COM 20221810 1,447,805 136,264 136,264 136,264
COMMNET CELLULAR INC COM 20260420 3,347,252 106,900 106,900 106,900
COMMONWEALTH BANCORP COM 20268X10 1,190,603 69,781 69,781 69,781
COMMONWEALTH TEL ENT COM 20334910 3,515,424 79,896 79,896 79,896
COMMSCOPE INC COM 20337210 19,635,525 604,170 600,734 3,333 103 604,067 103
COMMUNITY FIRST BANK COM 20390210 4,985,398 295,431 285,506 6,825 3,100 292,331 3,100
COMMUNITY TR BANCORP COM 20414910 1,136,659 52,412 52,412 52,412
COMPASS BANCSHARES I COM 20449H10 16,380,550 655,222 654,322 900 645,947 9,275
COMPAQ COMPUTER CORP COM 20449310 594,361,971 25,983,037 25,694,929 215,840 72,268 24,145,323 112,168 1,725,546
COMPLETE BUSINESS SO COM 20452F10 1,510,469 110,358 110,358 110,358
COMPUCREDIT CORP COM 20478N10 674,914 36,360 36,360 36,360
COMPUCOM SYS INC COM 20478010 776,276 207,894 207,894 207,894
COMPUTER ASSOC INTL COM 20491210 596,600,171 9,760,330 9,739,667 14,336 6,327 8,723,258 258,714 778,358
COMPUTER NETWORK TEC COM 20492510 989,865 106,300 106,300 106,300
COMPUSA INC COM 20493210 3,826,614 637,769 637,769 631,469 6,300
COMPUTER SCIENCES CO COM 20536310 185,972,708 2,644,964 2,517,444 78,924 48,596 2,370,929 52,296 221,739
COMPUTER TASK GROUP COM 20547710 3,972,189 269,301 268,401 900 269,301
COMPUWARE CORP COM 20563810 156,201,606 5,993,462 5,974,047 19,415 5,454,002 167,800 371,660
COMSAT CORP COM SER 1 20564D10 9,655,143 325,912 325,612 300 307,970 17,942
COMVERSE TECHNOLOGY COM PAR $0 20586240 34,791,225 368,895 368,295 500 100 359,045 100 9,750
CONAGRA INC COM 20588710 722,535,370 32,024,438 7,891,602 24,103,336 29,500 7,191,466 24,122,086 710,886
CONCENTRIC NETWORK C COM 20589R10 3,993,542 196,610 196,610 196,610
COMPUTER HORIZONS CO COM 20590810 1,762,768 151,636 149,425 2,211 149,425 2,211
COM21 INC COM 20593710 1,128,790 86,830 80,930 3,200 2,700 84,130 2,700
CONCORD COMMUNICATIO COM 20618610 2,583,750 65,000 65,000 65,000
CONCORD EFS INC COM 20619710 22,183,115 1,075,545 1,069,920 5,625 1,058,820 16,725
CONCUR TECHNOLOGIES COM 20670810 1,865,325 65,450 65,450 65,450
CONCURRENT COMPUTER COM 20671020 1,557,223 228,600 228,600 228,600
CONECTIV INC COM 20682910 10,862,319 553,494 547,644 4,250 1,600 541,019 1,600 10,875
CONEXANT SYSTEMS INC COM 20714210 21,331,874 293,601 275,255 13,883 4,463 285,638 4,463 3,500
PAGE TOTAL 3,090,601,206
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
----------------------------- ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CONMED CORP COM 20741010 1,778,577 72,595 72,595 72,595
CONNECTICUT ENERGY C COM 20756710 1,952,146 50,460 47,060 3,400 47,060 3,400
CONNING CORP COM 20821510 694,600 60,400 60,400 60,400
CONOCO INC CL A 20825130 32,750,550 1,180,200 1,177,200 2,800 200 1,177,100 200 2,900
CONOCO INC CL B 20825140 232,878,495 8,506,977 8,503,990 2,987 7,737,569 28,783 740,625
CONSECO INC COM 20846410 126,876,186 6,677,694 6,668,869 3,191 5,634 6,299,352 13,734 364,608
CONSOL ENERGY INC COM 20854P10 1,261,866 87,782 87,782 87,782
CONSOLIDATED EDISON COM 20911510 332,134,377 8,003,238 3,721,775 4,273,751 7,712 7,679,130 14,212 309,896
CONSOLIDATED FREIGHT COM 20923210 941,808 95,373 95,373 95,373
CONSOLIDATED GRAPHIC COM 20934110 2,790,317 66,239 66,239 66,239
CONSOLIDATED NAT GAS COM 20961510 100,336,986 1,608,609 1,579,623 6,516 22,470 1,449,444 24,670 134,495
CONSOLIDATED PAPERS COM 20975910 16,896,715 628,715 607,915 18,800 2,000 619,315 2,000 7,400
CONSOLIDATED PRODS I COM 20979810 1,004,055 102,980 101,262 1,718 102,980
CONSOLIDATED STORES COM 21014910 36,153,550 1,638,725 1,638,025 700 1,532,780 2,100 103,845
CONSTELLATION ENERGY COM 21037110 71,034,215 2,525,661 2,509,500 11,186 4,975 2,294,024 9,475 222,162
CONTINENTAL AIRLS IN CL B 21079530 5,642,792 172,299 172,299 171,399 900
CONVERGYS CORP COM 21248510 8,077,372 407,701 403,525 2,500 1,676 394,825 1,676 11,200
COOPER CAMERON CORP COM 21664010 8,573,364 227,109 226,909 200 226,309 800
COOPER COS INC COM NEW 21664840 2,033,458 65,861 65,861 65,861
COOPER INDS INC COM 21666910 72,107,293 1,542,402 1,531,147 9,590 1,665 1,411,654 3,765 126,983
COOPER TIRE & RUBR C COM 21683110 20,901,469 1,185,899 1,181,849 1,550 2,500 1,106,949 2,500 76,450
COORS ADOLPH CO CL B 21701610 32,597,972 602,272 601,922 350 566,472 35,800
COPART INC COM 21720410 1,676,734 90,944 90,944 90,944
COPPER MTN NETWORKS COM 21751010 1,202,653 13,725 13,500 225 13,725
COR THERAPEUTICS INC COM 21775310 2,087,739 109,881 109,881 109,881
CORDANT TECHNOLOGIES COM 21841210 15,507,773 509,504 493,378 14,026 2,100 502,404 2,100 5,000
CORINTHIAN COLLEGES COM 21886810 347,300 18,400 18,400 18,400
CORIXA CORP COM 21887F10 901,622 67,100 67,100 67,100
CORN PRODS INTL INC COM 21902310 10,737,351 352,773 329,715 10,748 12,310 340,463 12,310
CORNELL CORRECTIONS COM 21914110 766,350 46,800 46,800 46,800
CORNERSTONE PPTYS IN COM 21922H10 5,798,507 380,230 380,230 379,130 1,100
CORNERSTONE RLTY INC COM 21922V10 2,163,510 240,390 240,390 240,390
CORNING INC COM 21935010 280,455,123 4,090,533 4,037,926 48,507 4,100 3,626,180 118,800 345,553
CORPORATE EXECUTIVE COM 21988R10 1,589,250 39,000 39,000 39,000
CORPORATE EXPRESS IN COM 21988810 4,814,573 511,862 511,862 511,862
CORPORATE OFFICE PPT SH BEN INT 22002T10 552,026 73,000 73,000 73,000
CORT BUSINESS SVCS C COM 22049310 1,389,812 60,100 60,100 60,100
CORUS BANKSHARES INC COM 22087310 1,238,200 48,320 48,320 48,320
COST PLUS INC CALIF COM 22148510 7,007,377 144,482 144,482 144,482
PAGE TOTAL 1,447,654,063
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------- --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COSTCO WHSL CORP NEW COM 22160K10 260,098,128 3,612,474 3,598,823 11,001 2,650 3,303,489 7,050 301,935
COSTAR GROUP INC COM 22160N10 725,800 30,400 30,400 30,400
COTELLIGENT INC COM 22163010 217,282 61,000 61,000 61,000
COULTER PHARMACEUTIC COM 22211610 1,247,082 89,480 84,480 5,000 84,480 5,000
COUNTRYWIDE CR INDS COM 22237210 61,840,697 1,917,541 1,913,241 4,300 1,758,086 1,800 157,655
COUSINS PPTYS INC COM 22279510 5,205,223 153,379 153,379 153,379
COVAD COMMUNICATIONS COM 22281420 9,697,703 222,455 222,055 400 221,355 1,100
COVANCE INC COM 22281610 3,997,815 412,699 412,699 408,799 3,900
COVENANT TRANS INC CL A 22284P10 481,900 31,600 31,600 31,600
COVENTRY HEALTH CARE COM 22286210 2,684,871 282,618 282,618 282,618
COX COMMUNICATIONS I CL A 22404410 29,999,295 718,546 711,413 4,375 2,758 624,453 2,758 91,335
COX RADIO INC CL A 22405110 2,502,570 42,060 41,810 250 35,760 6,300
CRANE CO COM 22439910 24,142,660 1,076,020 1,059,837 10,950 5,233 998,005 7,233 70,782
CRAWFORD & CO CL B 22463310 2,575,057 179,923 179,923 179,923
CREDENCE SYS CORP COM 22530210 8,756,413 195,129 195,129 195,129
CREDIT ACCEP CORP MI COM 22531010 675,618 112,603 112,382 221 112,603
CREDITRUST CORP COM 22542910 444,252 19,800 19,800 19,800
CREE RESH INC COM 22544710 3,974,362 117,110 117,110 117,110
CRESCENT REAL ESTATE COM 22575610 9,927,756 551,542 551,542 507,418 44,124
CRESTLINE CAP CORP COM 22615310 2,616,103 127,230 127,230 126,774 456
CRITICAL PATH INC COM 22674V10 1,662,172 41,200 41,200 41,200
CROSS TIMBERS OIL CO COM 22757310 3,035,016 224,816 224,816 224,816
CROSSMANN CMNTYS INC COM 22764E10 598,650 36,700 36,700 36,700
CROWN AMERN RLTY TR SH BEN INT 22818610 745,462 115,809 115,809 115,809
CROWN CASTLE INTL CO COM 22822710 5,530,528 295,450 295,350 100 294,650 100 700
CROWN CORK & SEAL IN COM 22825510 48,836,056 2,013,858 2,008,008 3,150 2,700 1,836,518 6,000 171,340
CUBIC CORP COM 22966910 553,535 23,618 23,618 23,618
CULLEN FROST BANKERS COM 22989910 12,497,475 499,899 499,899 499,899
CUMMINS ENGINE INC COM 23102110 60,126,371 1,207,066 1,206,566 500 1,141,837 400 64,829
CUMULUS MEDIA INC CL A 23108210 2,588,810 79,200 79,200 79,200
CURTISS WRIGHT CORP COM 23156110 782,062 24,250 24,250 24,250
CYBERIAN OUTPOST INC COM 23191410 615,441 67,100 67,100 67,100
CYBERCASH INC COM 23246210 562,497 76,928 76,928 76,928
CYBERONICS INC COM 23251P10 1,560,487 87,300 87,300 87,300
CYBEX COMPUTER PRODS COM 23252210 1,914,223 57,355 56,575 780 57,355
CYGNUS INC COM 23256010 1,046,732 93,300 91,300 2,000 91,300 2,000
CYMER INC COM 23257210 4,652,948 134,141 134,141 134,141
CYPRESS SEMICONDUCTO COM 23280610 20,805,184 967,683 967,683 960,583 7,100
CYPRUS AMAX MINERALS COM 23280910 29,489,584 1,502,654 1,501,254 1,400 1,405,354 2,000 95,300
PAGE TOTAL 629,413,820
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------- --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CYTEC INDS INC COM 23282010 7,788,393 331,421 330,779 642 325,521 5,900
CYTYC CORP COM 23294610 3,508,640 90,693 87,761 2,932 90,693
DII GROUP INC COM 23294910 15,980,492 454,159 454,159 454,159
DBT ONLINE INC COM 23304410 1,150,643 46,142 46,142 46,142
DQE INC COM 23329J10 11,541,366 294,987 293,737 1,250 288,487 6,500
DPL INC COM 23329310 16,499,943 936,167 934,042 2,125 919,967 16,200
D R HORTON INC COM 23331A10 9,084,516 702,212 702,212 702,212
DSP GROUP INC COM 23332B10 2,404,303 60,296 60,296 60,296
DSP COMMUNICATIONS I COM 23332K10 3,756,680 197,720 197,720 197,720
DST SYS INC DEL COM 23332610 17,301,147 304,196 280,349 18,847 5,000 294,296 5,000 4,900
DTE ENERGY CO COM 23333110 91,970,586 2,528,401 2,524,301 3,900 200 2,318,711 3,800 205,890
DVI INC. COM 23334310 718,862 43,900 43,900 43,900
DAIN RAUSCHER CORP COM 23385610 3,002,573 61,277 61,277 61,277
DAISYTEK INTL CORP COM 23405310 1,107,016 78,724 78,724 78,724
DAL-TILE INTL INC COM 23426R10 1,981,606 249,667 249,667 249,667
DALLAS SEMICONDUCTOR COM 23520410 9,532,519 178,388 140,363 24,575 13,450 164,938 13,450
DAN RIV INC GA CL A 23577410 455,000 70,000 70,000 70,000
DANA CORP COM 23581110 102,044,596 2,748,676 2,722,770 8,726 17,180 2,513,783 20,180 214,713
DANAHER CORP DEL COM 23585110 108,254,134 2,054,665 2,050,965 3,325 375 1,904,630 3,375 146,660
DARDEN RESTAURANTS I COM 23719410 62,044,091 3,171,664 3,162,297 800 8,567 2,999,927 12,067 159,670
DATA BROADCASTING CO COM 23759610 1,149,076 151,954 151,954 151,954
DATA GEN CORP COM 23768810 17,077,132 810,803 810,703 100 761,063 1,300 48,440
DATA TRANSMISSION NE COM 23801710 1,199,918 48,118 48,118 48,118
DATASCOPE CORP COM 23811310 1,997,277 56,862 56,862 56,862
DATASTREAM SYS INC COM 23812410 1,052,047 80,156 80,156 80,156
DAVE & BUSTERS INC COM 23833N10 704,283 59,000 59,000 59,000
DAVIDS BRIDAL INC COM 23857610 277,623 37,330 37,330 37,330
DAYTON HUDSON CORP COM 23975310 1,321,983,239 22,010,310 7,667,848 14,240,409 102,053 7,273,988 14,097,314 639,008
DEAN FOODS CO COM 24236110 49,201,972 1,129,470 1,126,470 2,100 900 1,107,620 900 20,950
DEB SHOPS INC COM 24272810 501,384 25,712 25,712 25,712
DEERE & CO COM 24419910 148,582,568 3,840,633 3,832,668 5,890 2,075 3,523,914 5,475 311,244
DEL MONTE FOODS CO COM 24522P10 3,409,351 241,370 241,370 241,370
DELCO REMY INTL INC CL A 24662610 891,000 99,000 99,000 99,000
DELHAIZE AMER INC CL A 24668810 906,358 42,779 42,779 42,312 467
DELHAIZE AMER INC CL B 24668820 9,791,195 432,760 432,760 430,894 1,866
DELIA*S INC COM 24688510 214,810 34,200 32,900 1,300 34,200
DELL COMPUTER CORP COM 24702510 1,839,116,959 43,985,386 43,667,962 229,224 88,200 39,093,882 1,279,700 3,611,804
DELPHI AUTOMOTIVE SY COM 24712610 917,803,014 57,141,266 9,148,721 47,974,958 17,587 8,376,351 47,976,841 788,074
DELPHI FINL GROUP IN CL A 24713110 2,995,093 99,218 85,455 13,763 85,455 13,763
PAGE TOTAL 4,788,981,405
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------- --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DELTA & PINE LD CO COM 24735710 4,798,829 185,462 185,462 185,462
DELTA AIR LINES INC COM 24736110 113,331,744 2,336,737 2,332,162 4,475 100 2,138,286 3,400 195,051
DELTIC TIMBER CORP COM 24785010 1,396,918 61,403 59,804 1,599 59,804 1,599
DELUXE CORP COM 24801910 43,524,590 1,280,135 1,243,388 11,657 25,090 1,164,325 27,990 87,820
DENDRITE INTL INC COM 24823910 4,404,739 93,222 93,222 93,222
DENTSPLY INTL INC NE COM 24903010 175,531,538 7,715,672 804,744 6,889,928 21,000 7,672,872 21,000 21,800
DEPARTMENT 56 INC COM 24950910 5,570,522 232,716 232,716 232,716
DESTIA COMMUNICATION COM 25063E10 417,500 33,400 33,400 33,400
DETROIT DIESEL CORP COM 25083710 900,561 48,679 48,679 48,679
DEVELOPERS DIVERSIFI COM 25159110 4,228,532 302,038 302,038 302,038
DEVON ENERGY CORP NE COM 25179M10 14,657,385 353,727 353,547 180 348,147 180 5,400
DEVRY INC DEL COM 25189310 3,703,140 185,157 185,047 110 184,457 700
DEXTER CORP COM 25216510 6,387,702 171,197 166,597 4,600 169,697 1,500
DIAGEO P L C SPON ADR N 25243Q20 3,501,426 84,500 84,500 84,500
DIAGNOSTIC PRODS COR COM 25245010 1,502,785 56,049 54,449 1,600 54,449 1,600
DIAL CORP NEW COM 25247D10 13,396,374 525,348 525,348 506,748 18,600
DIAMOND OFFSHORE DRI COM 25271C10 8,234,246 246,719 245,119 1,400 200 243,919 200 2,600
DIAMOND TECHNOLOGY P CL A 25276210 1,826,412 40,700 37,700 3,000 37,700 3,000
DIEBOLD INC COM 25365110 10,141,237 438,540 424,579 2,825 11,136 417,236 11,136 10,168
DIGEX INC DEL CL A 25375610 860,311 36,320 31,920 4,400 36,320
DIGITAL MICROWAVE CO COM 25385910 5,118,966 326,319 325,269 1,050 325,269 1,050
DIGITAL RIV INC COM 25388B10 1,542,727 70,930 70,930 70,930
DIME CMNTY BANCSHARE COM 25392210 1,273,635 61,380 61,380 61,380
DILLARDS INC CL A 25406710 35,148,291 1,730,420 1,727,770 2,650 1,599,460 1,100 129,860
DIME BANCORP INC NEW COM 25429Q10 15,639,505 893,686 890,686 3,000 879,286 14,400
DIMON INC COM 25439410 854,964 220,636 220,636 220,636
DIONEX CORP COM 25454610 4,693,180 109,782 109,782 109,782
DISCOUNT AUTO PTS IN COM 25464210 815,054 50,546 50,546 50,546
DISNEY WALT CO COM 25468710 952,443,882 36,632,457 33,885,572 1,708,529 1,038,356 32,631,162 1,087,256 2,914,039
DIRECT FOCUS INC COM 25493110 653,075 34,600 34,600 34,600
DOCUMENTUM INC COM 25615910 1,730,519 80,024 76,324 600 3,100 76,924 3,100
DOLE FOOD INC COM 25660510 5,621,150 295,850 295,434 416 291,350 4,500
DOLLAR GEN CORP COM 25666910 100,456,258 3,253,644 3,249,374 4,270 2,932,681 103,956 217,007
DOLLAR THRIFTY AUTOM COM 25674310 2,933,416 141,800 141,800 141,800
DOLLAR TREE STORES I COM 25674710 12,605,714 315,640 315,640 310,890 4,750
DOMINION RES INC VA COM 25747010 140,655,843 3,117,027 3,106,246 8,849 1,932 2,837,983 6,932 272,112
DONALDSON INC COM 25765110 7,041,706 303,692 303,692 300,492 3,200
DONALDSON LUFKIN & J COM DLJ 25766110 6,156,321 155,612 153,412 800 1,400 152,712 1,400 1,500
DONALDSON LUFKIN & J COM DLJDIR 25766150 788,669 51,716 51,716 51,716
PAGE TOTAL 1,714,489,366
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------- --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DONNA KARAN INTL INC COM 25782610 487,798 57,388 57,388 57,388
DONNELLEY R R & SONS COM 25786710 68,895,028 2,385,975 2,369,775 9,000 7,200 2,181,319 12,500 192,156
DORAL FINL CORP COM 25811P10 2,006,918 150,050 149,250 800 150,050
DOUBLECLICK INC COM 25860930 11,959,077 100,391 99,666 725 99,891 500
DOVER CORP COM 26000310 144,740,704 3,541,057 3,444,432 10,177 86,448 3,172,001 90,948 278,108
DOVER DOWNS ENTMT IN COM 26008610 931,012 67,100 67,100 67,100
DOW CHEM CO COM 26054310 426,158,743 3,750,572 3,674,349 41,542 34,681 3,389,349 39,881 321,342
DOW JONES & CO INC COM 26056110 294,977,151 5,526,504 1,418,649 64,319 4,043,536 1,305,398 4,088,536 132,570
DOWNEY FINL CORP COM 26101810 2,157,379 107,199 107,199 107,199
DRESS BARN INC COM 26157010 1,454,183 79,273 79,273 79,273
DREYERS GRAND ICE CR COM 26187810 2,295,967 132,142 132,142 130,242 1,900
DRIL-QUIP INC COM 26203710 1,116,900 43,800 43,800 43,800
DU PONT E I DE NEMOU COM 26353410 1,029,530,678 17,017,036 16,363,307 359,924 293,805 15,363,216 316,874 1,336,946
DUANE READE INC COM 26357810 2,507,605 83,240 83,240 83,240
DUFF & PHELPS CR RAT COM 26432F10 1,726,639 21,600 21,600 21,600
DUKE ENERGY CORP COM 26439910 359,557,608 6,522,587 6,306,324 132,599 83,664 5,915,182 92,764 514,641
DUKE WEEKS REALTY CO COM NEW 26441150 9,742,161 499,598 499,598 498,798 800
DUN & BRADSTREET COR COM 26483B10 84,523,634 2,829,243 2,734,151 15,520 79,572 2,451,340 156,072 221,831
DURA AUTOMOTIVE SYST CL A 26590310 1,876,643 77,992 76,183 1,809 77,992
DUPONT PHOTOMASKS IN COM 26613X10 1,119,168 24,297 24,297 24,297
DURA PHARMACEUTICALS COM 26632S10 3,433,519 246,360 246,360 246,360
DURAMED PHARMACEUTIC COM 26635410 699,825 90,300 90,300 90,300
DYCOM INDS INC COM 26747510 17,319,450 410,540 408,290 2,250 410,540
DYNEGY INC COM 26816L10 11,972,208 578,731 578,731 578,331 400
EEX CORP COM NEW 26842V20 926,879 315,587 181,886 133,701 315,587
E4L INC COM 26845210 252,354 66,200 66,200 66,200
EG & G INC COM 26845710 31,745,940 798,640 796,840 1,800 752,140 1,800 44,700
EIS INTL INC COM 26853910 359,375 125,000 125,000 125,000
E M C CORP MASS COM 26864810 1,351,932,646 18,941,263 17,780,105 856,354 304,804 16,717,829 780,304 1,443,130
ENSCO INTL INC COM 26874Q10 14,744,118 816,306 815,006 700 600 801,806 600 13,900
ENI S P A SPONSORED 26874R10 2,438,100 38,700 38,700 38,700
EOG RES INC COM 26875P10 7,505,117 353,182 287,482 51,300 14,400 338,082 14,400 700
ESS TECHNOLOGY INC COM 26915110 1,566,150 118,200 118,200 118,200
E SPIRE COMMUNICATIO COM 26915310 2,074,225 286,100 267,900 11,300 6,900 279,200 6,900
ETEC SYS INC COM 26922C10 3,812,165 101,320 101,320 101,320
E-TEK DYNAMICS INC COM 26924010 5,168,180 95,266 95,266 94,966 300
E TOWN COM 26924210 2,100,427 42,326 40,849 840 637 41,689 637
E TRADE GROUP INC COM 26924610 25,200,530 1,072,363 1,069,863 900 1,600 1,052,463 1,600 18,300
EAGLE USA AIRFREIGHT COM 27001810 4,910,566 164,030 164,030 164,030
PAGE TOTAL 3,935,926,770
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
--------------------------- ----------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EARTHGRAINS CO COM 27031910 4,640,232 209,728 209,728 209,728
EARTHSHELL CORP COM 27032B10 559,627 144,420 141,920 2,500 141,920 2,500
EARTHWEB INC COM 27032C10 1,074,400 27,200 27,200 27,200
EARTHLINK NETWORK IN COM 27032210 2,841,184 66,171 64,071 2,100 63,871 2,100 200
EAST WEST BANCORP IN COM 27579R10 1,210,062 101,900 101,900 101,900
EASTERN ENTERPRISES COM 27637F10 22,462,227 483,714 482,088 1,626 458,614 25,100
EASTERN UTILS ASSOC COM 27717310 3,283,172 109,897 105,597 4,300 105,597 4,300
EASTGROUP PPTY INC COM 27727610 1,391,601 76,778 76,778 76,778
EASTMAN CHEM CO COM 27743210 50,842,618 1,275,050 1,267,758 1,779 5,513 1,184,957 7,113 82,980
EASTMAN KODAK CO COM 27746110 437,446,308 5,784,414 5,710,622 35,343 38,449 5,293,764 47,749 442,901
EATON CORP COM 27805810 101,846,433 1,179,980 1,176,175 3,805 1,074,792 1,500 103,688
EATON VANCE CORP COM NON VT 27826510 4,726,336 147,698 147,698 147,698
EBAY INC COM 27864210 30,202,079 214,105 213,605 300 200 170,923 200 42,982
ECHELON CORP COM 27874N10 674,050 88,400 88,400 88,400
ECHOSTAR COMMUNICATI CL A 27876210 12,561,479 138,324 138,324 137,724 600
ECLIPSE SURGICAL TEC COM 27884910 1,392,600 84,400 84,400 84,400
ECLIPSYS CORP COM 27885610 2,393,236 166,486 160,140 196 6,150 160,336 6,150
ECOLAB INC COM 27886510 80,190,644 2,349,909 2,042,636 264,808 42,465 2,109,474 106,465 133,970
EDGE PETE CORP DEL COM 27986210 227,555 35,695 8,000 27,695 8,000 27,695
EDIFY CORP COM 28059910 1,147,839 91,600 91,600 91,600
EDISON INTL COM 28102010 805,930,960 33,149,513 5,779,325 27,335,214 34,974 5,332,766 27,336,395 480,352
EDUCATION MGMT CORP COM 28139T10 1,146,345 92,634 92,634 92,634
J D EDWARDS & CO COM 28166710 3,414,511 164,801 164,801 164,401 400
EDWARDS AG INC COM 28176010 20,005,833 758,515 755,372 3,143 750,153 8,362
EFAX COM INC COM 28201210 284,419 37,000 37,000 37,000
EGGHEAD.COM INC COM 28233010 867,580 123,940 123,940 123,940
EL PASO ELEC CO COM NEW 28367785 2,681,910 297,990 297,990 297,990
EL PASO ENERGY CORP COM 28390510 27,438,867 681,711 665,849 3,774 12,088 660,023 12,088 9,600
ELAN PLC ADR 28413120 10,115,754 301,405 301,405 301,405
ELCOR CORP COM 28444310 2,527,725 101,109 101,109 101,109
ELECTRIC LIGHTWAVE I CL A 28489510 575,050 43,400 43,400 43,400
ELECTRO RENT CORP COM 28521810 707,525 56,602 56,602 56,602
ELECTRO SCIENTIFIC I COM 28522910 3,371,408 63,276 63,276 63,276
ELECTROGLAS INC COM 28532410 2,331,749 99,754 99,754 99,754
ELECTRONIC ARTS INC COM 28551210 27,838,320 384,640 384,440 200 357,667 26,973
ELECTRONIC DATA SYS COM 28566110 763,627,924 14,425,221 9,332,340 5,088,492 4,389 7,110,294 6,600,110 714,817
ELECTRONICS BOUTIQUE COM 28604510 602,550 23,400 23,400 23,400
ELECTRONICS FOR IMAG COM 28608210 11,970,761 232,867 232,867 232,167 700
EMCOR GROUP INC COM 29084Q10 775,178 40,269 40,269 40,269
PAGE TOTAL 2,447,328,051
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
--------------------------- ---------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EMCORE CORP COM 29084610 636,862 45,900 45,900 45,900
EMERSON ELEC CO COM 29101110 509,545,591 8,064,089 7,142,203 595,614 326,272 7,159,526 337,372 567,191
EMMIS COMMUNICATIONS CL A 29152510 5,082,149 76,930 76,930 76,930
EMPIRE DIST ELEC CO COM 29164110 2,460,955 96,274 96,038 236 96,038 236
EMULEX CORP COM NEW 29247520 6,689,662 77,900 77,900 77,900
ENDESA S A SPONSORED 29258N10 206,550 10,800 10,800 10,800
ENERGEN CORP COM 29265N10 2,664,697 131,590 131,590 131,590
ENERGY EAST CORP COM 29266M10 20,965,787 882,770 878,770 4,000 872,870 9,900
ENGELHARD CORP COM 29284510 37,948,885 2,079,391 2,078,245 1,146 1,951,692 2,500 125,199
ENGINEERING ANIMATIO COM 29287210 933,587 59,043 59,043 59,043
ENERGYNORTH INC COM 29292510 1,049,286 25,284 6,424 18,860 6,424 18,860
ENESCO GROUP INC COM 29297310 1,122,221 72,990 72,990 72,990
ENHANCE FINL SVCS GR COM 29331010 2,491,037 140,840 140,840 140,840
ENRON CORP COM 29356110 496,738,593 12,097,282 11,839,542 129,728 128,012 10,945,977 144,612 1,006,693
ENTERCOM COMMUNICATI CL A 29363910 3,359,880 93,330 93,330 93,330
ENTERGY CORP NEW COM 29364G10 122,728,906 4,241,245 4,230,370 7,575 3,300 3,883,773 9,100 348,372
ENTERTAINMENT PPTYS COM SH BEN 29380T10 976,950 66,800 66,800 66,800
ENTREMED INC COM 29382F10 1,363,045 63,031 62,431 100 500 62,531 500
ENTRUST TECHNOLOGIES COM 29384810 1,691,749 75,400 75,400 75,400
ENZON INC COM 29390410 6,218,340 203,880 199,880 4,000 203,880
ENZO BIOCHEM INC COM 29410010 3,349,271 118,036 108,776 9,260 118,036
EOTT ENERGY PARTNERS UNIT LTD P 29410310 245,086 15,500 15,500 15,500
EPICOR SOFTWARE CORP COM 29426L10 1,109,272 192,917 192,917 192,917
EQUIFAX INC COM 29442910 65,962,378 2,345,329 2,333,907 6,022 5,400 2,090,016 71,200 184,113
EQUITABLE RES INC COM 29454910 6,253,840 165,393 163,031 2,362 163,031 2,362
EQUITY INNS INC COM 29470310 1,583,388 186,281 186,281 186,281
EQUITY OFFICE PROPER COM 29474110 80,004,203 3,441,041 1,430,969 2,010,072 1,333,105 2,107,936
EQUITY ONE COM 29475210 329,159 30,800 30,800 30,800
EQUITY RESIDENTIAL P SH BEN INT 29476L10 25,866,928 610,429 610,429 563,410 47,019
ERICSSON L M TEL CO ADR CL B S 29482140 7,068,750 226,200 226,200 226,200
ERIE INDTY CO CL A 29530P10 8,214,487 249,400 249,400 248,600 800
ESSEX PPTY TR INC COM 29717810 4,521,022 129,405 129,405 129,405
ESTERLINE TECHNOLOGI COM 29742510 1,167,358 74,118 74,118 74,118
ETHAN ALLEN INTERIOR COM 29760210 6,481,345 203,739 203,739 203,739
ETHYL CORP COM 29765910 1,803,413 465,397 465,397 459,597 5,800
ETOYS INC COM 29786210 2,631,195 39,530 38,030 1,500 39,530
EVEREN CAPITAL CORP COM 29976110 2,270,143 76,954 76,954 76,954
EVEREST REINS HLDGS COM 29980810 15,164,434 636,840 635,040 1,800 624,640 12,200
EVERGREEN RES INC COM NO PAR 29990030 1,477,406 61,400 61,400 61,400
PAGE TOTAL 1,460,377,810
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
--------------------------- ---------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EXAR CORP COM 30064510 1,553,635 41,500 41,500 41,500
EXCALIBUR TECHNOLOGI COM NEW 30065120 415,800 50,400 50,400 50,400
EXCEL SWITCHING CORP COM 30067V10 1,221,185 34,040 34,040 34,040
EXCHANGE APPLICATION COM 30086710 2,069,214 71,200 51,200 20,000 71,200
EXECUTONE INFORMATIO COM 30160710 876,900 292,300 292,300 292,300
EXIDE CORP COM 30205110 812,339 84,955 84,955 84,955
EXODUS COMMUNICATION COM 30208810 20,646,483 286,510 278,485 4,425 3,600 281,510 3,600 1,400
EXPEDITORS INTL WASH COM 30213010 4,709,216 146,732 146,732 146,232 500
EXPRESS SCRIPTS INC CL A 30218210 4,552,115 58,174 57,974 200 57,974 200
EXTENDED STAY AMER I COM 30224P10 3,141,036 349,004 349,004 349,004
EXTREME NETWORKS INC COM 30226D10 3,836,010 60,589 60,589 60,589
EXXON CORP COM 30229010 3,331,484,548 43,835,323 41,265,281 1,185,801 1,384,241 38,900,435 1,440,141 3,494,747
F&M BANCORP MD COM 30236710 1,097,980 41,046 41,046 41,046
F & M BANCORPORATION COM 30237110 2,399,730 69,057 69,057 69,057
F & M NATL CORP COM 30237410 3,014,284 115,934 115,934 115,934
FBL FINL GROUP INC CL A 30239F10 1,612,957 78,204 78,204 78,204
F M C CORP COM NEW 30249130 40,892,261 847,508 845,808 1,700 789,418 200 57,890
FNB CORP PA COM 30252010 2,174,837 89,684 89,684 89,684
FPIC INS GROUP INC COM 30256310 709,721 47,120 47,120 47,120
FPL GROUP INC COM 30257110 154,278,223 3,062,595 2,938,289 69,234 55,072 2,744,404 59,872 258,319
FSI INTL INC COM 30263310 867,025 105,094 105,094 105,094
F Y I INC COM 30271210 3,333,328 98,950 98,950 98,950
FCNB CORP COM 30292010 743,127 39,966 39,966 39,966
FACTORY 2-U INC COM 30307210 1,753,662 58,700 58,700 58,700
FACTSET RESH SYS INC COM 30307510 3,102,360 54,547 47,047 7,500 47,047 7,500
FAIR ISAAC & CO INC COM 30325010 1,475,640 52,585 52,585 52,585
FAIRCHILD CORP CL A 30369810 1,120,714 109,338 109,338 109,338
FAIRFIELD CMNTYS INC COM PAR $0 30423130 2,315,800 211,740 211,740 211,740
FALL RIVER GAS CO COM 30627910 384,152 18,348 18,348 18,348
FAMILY DLR STORES IN COM 30700010 20,537,809 972,204 965,604 2,600 4,000 954,404 4,000 13,800
FAMILY GOLF CTRS INC COM 30701A10 258,291 102,051 102,051 102,051
FARM FAMILY HLDGS IN COM 30790110 828,078 20,964 20,700 264 20,964
FARMERS CAP BK CORP COM 30956210 990,275 27,700 27,700 27,700
FASTENAL CO COM 31190010 8,074,538 171,343 169,943 1,400 168,543 2,800
FDX CORP COM 31304N10 192,295,148 4,946,499 4,862,495 8,536 75,468 4,449,689 81,768 415,042
FEDDERS CORP COM 31313510 789,468 131,578 131,578 131,578
FEDERAL AGRIC MTG CO CL C 31314830 865,265 43,400 43,400 43,400
FEDERAL HOME LN MTG COM 31340030 580,870,576 11,170,588 11,098,243 57,745 14,600 10,400,487 30,500 739,601
FEDERAL MOGUL CORP COM 31354910 61,654,622 2,236,943 518,719 1,718,224 513,119 1,715,624 8,200
PAGE TOTAL 4,463,758,352
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ ----------------------------
Issuer Class Number Value Print Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FEDERAL NATL MTG ASS COM 31358610 1,149,675,254 18,339,931 18,109,362 125,904 104,665 16,682,299 128,565 1,529,067
FEDERAL REALTY INVT SH BEN IN 31374720 4,189,933 200,121 200,121 200,121
FEDERAL SIGNAL CORP COM 31385510 6,649,081 334,545 319,445 14,900 200 331,245 200 3,100
FEDERATED DEPT STORE COM 31410H10 205,417,803 4,702,035 4,692,410 9,025 600 4,439,667 4,500 257,868
FEDERATED INVS INC P CL B 31421110 2,835,520 164,378 164,378 164,378
FELCOR LODGING TR IN COM 31430F10 5,334,385 304,822 304,822 304,122 700
FERRO CORP COM 31540510 5,334,926 250,325 250,325 247,625 2,700
FIDELITY HLDGS INC COM 31617J10 280,341 16,800 16,800 16,800
FIDELITY NATL FINL I COM 31632610 8,636,831 568,699 568,699 568,699
FIFTH THIRD BANCORP COM 31677310 288,353,770 4,739,231 4,072,295 434,904 232,032 4,220,337 239,132 279,762
FILENET CORP COM 31686910 1,691,110 158,240 158,240 158,240
FINANCIAL FED CORP COM 31749210 1,042,143 55,581 55,581 55,581
FINANCIAL SEC ASSURN COM 31769P10 8,118,993 157,080 157,080 156,780 300
FINET COM INC COM PAR 31792230 704,101 232,300 232,300 232,300
FINISH LINE INC CL A 31792310 731,220 83,568 83,568 83,568
FINOVA GROUP INC COM 31792810 13,188,983 361,342 361,166 176 356,342 5,000
FIRST AMERN FINL COR COM 31852230 3,566,657 266,666 266,666 266,666
FIRST BANCORP P R COM 31867210 2,227,405 112,780 112,780 112,780
FIRST AMER CORP TENN COM 31890010 18,242,247 419,362 418,446 916 417,677 1,685
FIRST BUSEY CORP COM 31938310 933,800 40,600 40,600 40,600
FIRST CHARTER CORP COM 31943910 1,347,500 77,000 77,000 77,000
FIRST CTZNS BANCSHAR CL A 31946M10 2,263,818 29,496 29,496 29,496
FIRST COMMERCE BANCS CL B 31977720 558,548 26,918 26,918 26,918
FIRST COMWLTH FINL C COM 31982910 3,704,665 145,281 145,252 29 145,281
FIRST CONSULTING GRO COM 31986R10 832,300 83,230 83,100 130 83,230
FIRST FED CAP CORP COM 31996010 1,064,695 68,690 68,690 68,690
FIRST DATA CORP COM 31996310 378,120,453 8,618,130 8,498,563 94,867 24,700 7,920,397 35,000 662,733
FIRST ESSEX BANCORP COM 32010310 245,639 15,535 4,000 11,535 15,535
FIRST FINL BANKSHARE COM 32020R10 1,564,113 47,041 47,041 47,041
FIRST FINL BANCORP O COM 32020910 3,449,635 146,793 146,793 146,793
FIRST FINL CORP IND COM 32021810 1,060,364 28,903 28,903 28,903
FIRST FINL HLDGS INC COM 32023910 1,021,061 58,980 58,980 58,980
FIRST INDUSTRIAL REA COM 32054K10 9,065,281 366,274 366,274 366,274
FIRST IND CORP COM 32054R10 892,983 42,523 42,523 42,523
FIRST LIBERTY FINL C COM 32069110 1,579,175 55,900 55,900 55,900
FIRST MERCHANTS CORP COM 32081710 1,256,683 52,844 51,750 1,094 52,844
FIRST MIDWEST BANCOR COM 32086710 4,330,864 113,412 113,412 113,412
FIRST HEALTH GROUP C COM 32096010 8,043,395 358,488 358,488 355,188 3,300
FIRST SIERRA FINANCI COM 33594410 800,456 74,900 74,900 74,900
PAGE TOTAL 2,148,356,131
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ ----------------------------
Issuer Class Number Value Print Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FIRST REP BK SAN FRA COM 33615810 1,146,496 43,264 43,264 43,264
FIRST SEC CORP DEL COM 33629410 27,219,375 1,144,585 1,141,560 3,025 1,126,460 18,125
FIRST SENTINEL BANCO COM 33640T10 1,704,742 218,221 218,221 218,221
1ST SOURCE CORP COM 33690110 1,345,392 56,058 56,058 56,058
FIRST TENN NATL CORP COM 33716210 21,870,928 777,633 768,073 8,960 600 764,433 600 12,600
FIRST UN CORP COM 33735810 560,845,764 15,743,039 15,633,299 80,651 29,089 14,312,774 52,989 1,377,276
FIRST UTD BANCSHARES COM 33741E10 2,180,800 122,862 122,862 122,862
FIRST VA BANKS INC COM 33747710 12,631,760 289,972 289,972 285,172 4,800
FIRST WASH BANCORP I COM 33748T10 998,497 57,057 57,057 57,057
FIRST WASH RLTY TR I COM 33748950 680,400 32,400 32,400 32,400
FIRSTAR CORP NEW WIS COM 33763V10 381,534,699 14,889,159 14,807,819 61,136 20,203 13,835,316 43,657 1,010,185
FISERV INC COM 33773810 21,480,615 660,942 657,942 3,000 650,667 10,275
FIRSTFED FINL CORP COM 33790710 3,683,743 212,014 212,014 212,014
FIRSTMERIT CORP COM 33791510 7,309,141 288,045 282,795 5,250 286,945 1,100
FLAGSTAR BANCORP INC COM 33793010 1,731,225 112,600 112,600 112,600
FIRSTENERGY CORP COM 33793210 420,919,297 16,629,239 4,061,060 12,565,939 2,240 3,734,479 12,566,349 328,411
FISHER SCIENTIFIC IN COM NEW 33803220 4,159,282 193,455 193,455 193,455
FLASHNET COMMUNICATI COM 33852710 349,120 43,640 43,640 43,640
FLEET FINL GROUP INC COM 33891510 8,189,166 223,595 160,167 63,428 160,167 63,428
FLEETWOOD ENTERPRISE COM 33909910 13,402,795 663,932 662,332 800 800 622,572 800 40,560
FLEMING COS INC COM 33913010 1,736,724 177,000 177,000 177,000
FLORIDA EAST COAST I COM 34063210 4,438,476 141,750 137,750 4,000 141,750
FLORIDA PROGRESS COR COM 34110910 69,959,461 1,512,637 1,503,229 3,300 6,108 1,408,849 8,408 95,380
FLORIDA ROCK INDS IN COM 34114010 3,183,482 91,611 91,611 91,611
FLOWERS INDS INC COM 34349610 8,099,090 597,190 583,390 4,050 9,750 579,390 9,750 8,050
FLOWSERVE CORP COM 34354P10 4,114,887 247,512 247,512 244,912 2,600
FLUOR CORP COM 34386110 52,408,599 1,302,077 1,298,927 3,150 1,198,449 1,500 102,128
FLYCAST COMMUNICATIO COM 34406710 655,200 14,400 14,400 14,400
FOOTSTAR INC COM 34491210 9,091,609 257,918 256,818 1,100 257,918
FORD MTR CO DEL COM 34537010 1,044,776,292 20,791,568 20,648,136 116,098 27,334 19,042,539 54,234 1,694,795
FOREMOST CORP OF AME COM 34546910 2,367,432 98,643 98,643 98,643
FOREST CITY ENTERPRI CL A 34555010 1,839,579 82,448 82,448 82,448
FOREST LABS INC CL A 34583810 19,152,384 454,656 440,006 3,650 11,000 436,756 11,000 6,900
FOREST OIL CORP COM NEW 34609160 5,110,512 299,526 173,854 125,672 173,854 125,672
FORRESTER RESH INC COM 34656310 421,200 10,800 10,800 10,800
FORT JAMES CORP COM 34747110 94,834,469 3,553,583 3,539,033 13,460 1,090 3,198,537 104,190 250,856
FORTUNE BRANDS INC COM 34963110 122,649,523 3,803,086 3,152,226 634,830 16,030 2,985,872 625,774 191,440
FORWARD AIR CORP COM 34985310 1,159,987 49,100 49,100 49,100
FOSSIL INC COM 34988210 2,696,620 99,646 99,646 99,646
PAGE TOTAL 2,942,078,763
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
---------------------------------- ----------------------------
Issuer Class Number Value Print Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FOSTER WHEELER CORP COM 35024410 10,166,299 842,837 840,937 1,900 795,977 46,860
FOUNDATION HEALTH SY COM 35040410 6,080,702 644,347 641,197 2,950 200 634,507 200 9,640
FOX ENTMT GROUP INC CL A 35138T10 8,345,627 396,241 396,141 100 394,341 1,900
FRANCHISE FIN CORP A COM 35180710 4,233,960 181,132 181,132 180,532 600
FRANCHISE MORTGAGE A COM 35181D10 270,750 38,000 38,000 38,000
FRANKLIN COVEY CO COM 35346910 733,016 95,358 95,358 95,358
FRANKLIN ELEC INC COM 35351410 1,520,310 23,035 23,035 23,035
FRANKLIN RES INC COM 35461310 122,088,771 3,994,790 3,603,057 276,855 114,878 3,625,322 121,478 247,990
FREEDOM SECS CORP COM 35644K10 949,725 70,350 70,200 150 70,350
FREEPORT-MCMORAN COP CL B 35671D85 42,186,481 2,710,865 2,691,512 6,436 12,917 2,381,040 93,617 236,208
FREMONT GEN CORP COM 35728810 3,042,300 322,380 322,380 318,380 4,000
FRESENIUS MED CARE A SPONSORED 35802910 585,868 26,258 26,258 26,258
FRIEDE GOLDMAN INTER COM 35843010 682,425 67,400 67,400 67,400
FRIEDMAN BILLINGS RA CL A 35843310 790,818 114,000 114,000 114,000
FRITZ COS INC COM 35884610 1,053,135 101,507 101,507 101,507
FRONTIER AIRLINES IN COM 35906510 680,200 71,600 71,600 71,600
FRONTIER FINL CORP W COM 35907K10 1,583,680 62,720 62,720 62,720
FRONTIER INS GROUP I COM 35908110 1,359,365 155,356 153,178 2,178 155,356
FULLER H B CO COM 35969410 6,799,981 111,704 111,704 110,804 900
FULTON FINL CORP PA COM 36027110 4,968,731 264,999 259,691 5,308 264,229 770
FURNITURE BRANDS INT COM 36092110 20,045,953 1,018,233 1,018,233 1,014,733 3,500
FURON CO COM 36110610 2,208,320 88,556 88,556 88,556
G & K SVCS INC CL A 36126810 3,786,507 93,494 93,427 67 93,494
GATX CORP COM 36144810 9,127,351 293,843 293,635 208 284,543 9,300
GBC BANCORP CALIF COM 36147510 1,305,875 67,400 67,400 67,400
GC COS INC COM 36155Q10 756,030 25,201 25,201 25,201
GPU INC COM 36225X10 120,548,624 3,694,977 3,033,436 660,966 575 2,842,322 656,009 196,646
GTE CORP COM 36232010 1,248,817,155 16,244,776 15,754,968 311,104 178,704 14,570,419 637,004 1,037,353
GT INTERACTIVE SOFTW COM 36236E10 533,367 183,540 183,540 183,540
GABLES RESIDENTIAL T SH BEN IN 36241810 3,105,768 129,407 129,407 129,407
GALILEO INTERNATIONA COM 36354710 24,830,547 616,908 616,908 576,539 40,369
GALLAGHER ARTHUR J & COM 36357610 5,681,562 106,696 102,296 500 3,900 102,796 3,900
GANNETT INC COM 36473010 327,379,946 4,731,813 4,559,543 54,422 117,848 4,207,863 125,648 398,302
GAP INC DEL COM 36476010 443,994,368 13,874,824 13,832,765 42,059 12,232,706 400,409 1,241,709
GARAN INC COM 36480210 516,127 15,820 15,820 15,820
GARDNER DENVER INC COM 36555810 777,304 51,392 51,392 51,392
GARTNER GROUP INC NE COM 36665110 4,777,920 298,620 283,620 15,000 298,020 600
GARTNER GROUP INC NE CL B 36665120 5,103,852 305,858 298,961 2,161 4,736 290,850 4,736 10,272
GATEWAY INC COM 36762610 215,098,224 4,888,596 4,875,016 7,900 5,680 4,398,456 152,480 337,660
PAGE TOTAL 2,656,516,944
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GAYLORD ENTMT CO NEW COM 36790510 2,762,203 93,634 93,634 93,634
GAYLORD CONTAINER CO CL A 36814510 1,825,638 256,230 256,230 256,230
GELTEX PHARMACEUTICA COM 36853810 723,992 65,078 63,378 1,700 65,078
GENCORP INC COM 36868210 4,417,550 241,238 241,238 238,438 2,800
GENERAL BINDING CORP COM 36915410 615,924 30,416 30,416 30,416
GENERAL CABLE CORP D COM 36930010 2,127,180 177,265 177,213 52 177,265
GENERAL CIGAR HLDGS CL A 36933P10 235,271 34,855 34,855 34,855
GENERAL COMMUNICATIO CL A 36938510 882,532 169,100 169,100 169,100
GENERAL DYNAMICS COR COM 36955010 205,609,036 3,293,064 3,285,989 5,875 1,200 3,035,110 1,200 256,754
GENERAL ELEC CO COM 36960410 7,495,346,535 63,218,793 56,994,683 3,976,304 2,247,806 52,864,129 5,698,532 4,656,132
GENERAL GROWTH PPTYS COM 37002110 11,580,313 367,629 367,629 367,229 400
GENERAL INSTR CORP D COM 37012010 124,164,336 2,586,757 2,578,847 7,100 810 2,386,947 4,510 195,300
GENERAL MLS INC COM 37033410 265,902,925 3,277,694 3,026,901 80,632 170,161 2,796,001 243,961 237,732
GENERAL MTRS CORP COM 37044210 5,165,464,275 82,073,570 11,029,940 71,017,837 25,793 10,173,604 71,022,118 877,848
GENERAL MTRS CORP CL H NEW 37044283 466,162,018 8,142,568 488,298 7,652,440 1,830 441,501 7,652,720 48,347
GENERAL SEMICONDUCTO COM 37078710 1,548,243 150,140 150,140 150,140
GENESCO INC COM 37153210 1,407,100 112,568 112,568 112,568
GENTEX CORP COM 37190110 5,982,473 289,624 225,784 54,240 9,600 278,924 9,600 1,100
GENESYS TELECOMMUNIC COM 37193110 3,380,381 73,990 73,990 73,990
GENLYTE GROUP INC COM 37230210 1,320,500 55,600 55,300 300 55,600
GENRAD INC COM 37244710 2,996,084 156,658 156,658 156,658
GENTEK INC COM 37245X10 756,903 66,541 66,541 66,541
GEON CO COM 37246W10 69,073,164 2,682,453 327,428 2,355,025 327,428 2,355,025
GENUINE PARTS CO COM 37246010 78,529,517 2,956,461 2,936,642 7,962 11,857 2,682,896 15,557 258,008
GENZYME CORP COM GENL D 37291710 22,473,771 498,730 487,811 5,719 5,200 486,730 5,200 6,800
GEORGIA GULF CORP COM PAR $0 37320020 3,673,896 208,448 208,448 206,448 2,000
GEORGIA PAC CORP COM GA PAC 37329810 153,232,857 3,789,422 3,779,734 7,400 2,288 3,510,496 5,388 273,538
GEORGIA PAC CORP COM-TIMBER 37329870 11,869,585 518,889 515,395 2,650 844 509,445 844 8,600
GERBER SCIENTIFIC IN COM 37373010 2,405,267 107,498 102,572 2,926 2,000 105,498 2,000
GETTY IMAGES INC COM 37427610 2,936,736 121,730 121,730 121,730
GETTY RLTY CORP NEW COM 37429710 469,530 34,780 34,780 34,780
GIANT CEMENT HLDG IN COM 37445010 822,681 35,867 35,867 35,867
GIBRALTAR STL CORP COM 37476F10 737,170 35,000 35,000 35,000
GILEAD SCIENCES INC COM 37555810 21,479,024 334,632 334,632 331,832 2,800
GILLETTE CO COM 37576610 638,033,247 18,800,520 17,600,191 772,765 427,564 16,351,945 938,464 1,510,111
GLACIER BANCORP INC COM 37637Q10 654,175 38,200 38,200 38,200
GLATFELTER P H CO COM 37731610 4,262,344 259,314 258,194 1,120 255,514 3,800
GLAXO WELLCOME PLC SPONSORED 37733W10 118,779,596 2,284,223 13,900 2,270,323 13,900 2,270,323
GLENAYRE TECHNOLOGIE COM 37789910 766,134 255,378 255,378 255,378
PAGE TOTAL 14,895,410,106
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ ----------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GLENBOROUGH RLTY TR COM 37803P10 4,426,570 268,277 268,277 268,277
GLIATECH INC COM 37929C10 753,500 44,000 44,000 44,000
GLIMCHER RLTY TR SH BEN INT 37930210 2,018,742 137,451 137,451 137,451
GLOBAL INDL TECHNOLO COM 37933510 1,107,302 90,392 90,392 90,392
GLOBAL INDS LTD COM 37933610 2,904,443 357,470 357,470 11,500 5,500 351,970 5,500
GLOBAL IMAGING SYSTE COM 37934A10 510,212 34,300 34,300 34,300
GLOBAL MARINE INC COM 37935240 19,305,289 1,174,502 1,138,825 1,200 34,477 1,062,352 34,477 77,673
GLOBAL TELESYSTEMS G COM 37936U10 10,222,605 518,414 518,014 400 516,014 2,400
GLOBAL SPORTS INC COM 37937A10 349,050 15,600 15,600 15,600
GLOBIX CORP COM 37957F10 949,025 20,300 20,300 20,300
GOLDEN ST BANCORP IN COM 38119710 7,728,264 430,856 430,056 800 424,556 6,300
GOLDEN WEST FINL COR COM 38131710 86,704,498 881,932 878,432 2,300 1,200 821,732 2,500 57,700
GOLDMAN SACHS GROUP COM 38141G10 20,121,948 329,868 275,654 40,278 13,936 315,032 13,936 900
GOLF TR AMER INC COM 38168B10 643,850 32,600 32,600 32,600
GOODRICH B F CO COM 38238810 58,404,695 2,013,955 1,719,957 292,238 1,760 1,602,093 297,652 114,210
GOODYEAR TIRE & RUBR COM 38255010 145,743,145 3,028,429 3,005,762 20,267 2,400 2,813,348 5,500 209,581
GOODYS FAMILY CLOTHI COM 38258810 717,501 88,998 88,998 88,998
GO2NET INC COM 38348610 7,874,247 121,610 121,610 121,610
GRACE W R & CO DEL N COM 38388F10 33,076,992 2,019,969 2,016,136 2,600 1,233 1,911,186 32,533 76,250
GRACO INC COM 38410910 2,703,610 82,397 81,640 757 82,397
GRAINGER W W INC COM 38480210 75,188,625 1,564,409 1,519,416 29,669 15,324 1,419,973 16,724 127,712
GRAND PREMIER FINL I COM 38617410 1,095,930 71,280 71,280 71,280
GRAND UN CO COM 38653240 1,608,676 117,800 117,800 117,800
GRANITE CONSTR INC COM 38732810 3,966,219 152,184 152,184 150,384 1,800
GRAY COMMUNICATIONS COM 38919010 763,226 44,245 44,245 44,245
GREAT ATLANTIC & PAC COM 39006410 17,941,854 591,906 590,556 1,350 548,436 700 42,770
GREAT LAKES CHEM COR COM 39056810 37,732,306 991,338 972,738 4,600 14,000 889,268 15,000 87,070
GREAT LAKES REIT INC COM 39075210 1,250,612 83,031 83,031 83,031
GREAT SOUTHN BANCORP COM 39090510 591,600 27,200 27,200 27,200
GREAT PLAINS SOFTWAR COM 39119E10 2,674,910 51,940 51,940 51,940
GREATER BAY BANCORP COM 39164810 1,520,987 44,900 44,900 44,900
GREENPOINT FINL CORP COM 39538410 15,406,491 580,020 578,820 1,200 569,820 10,200
GREIF BROS CORP CL A 39762410 2,156,040 76,320 76,320 76,320
GREY WOLF INC COM 39788810 2,235,600 745,200 745,200 745,200
GRIFFON CORP COM 39843310 1,091,968 136,496 136,496 136,496
GROUP 1 AUTOMOTIVE I COM 39890510 1,410,573 77,030 77,030 77,030
GROUP MAINTENANCE AM COM 39943E10 1,881,375 150,510 150,510 150,510
GTECH HLDGS CORP COM 40051810 5,877,103 274,157 271,657 2,400 271,657 2,500
GUARANTEE LIFE COS I COM 40074010 1,308,053 42,800 42,800 42,800
PAGE TOTAL 581,967,636
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GUESS INC COM 40161710 427,296 31,800 31,800 31,800
GUIDANT CORP COM 40169810 256,465,423 4,782,572 4,758,449 21,963 2,160 4,314,217 147,960 320,395
GUILFORD MLS INC COM 40179410 663,702 76,951 76,951 76,951
GUILFORD PHARMACEUTI COM 40182910 1,321,687 86,668 86,668 86,668
GUITAR CTR MGMT INC COM 40204010 919,192 97,403 97,403 97,403
GYMBOREE CORP COM 40377710 761,454 110,757 110,757 110,757
HCC INS HLDGS INC COM 40413210 3,232,594 192,279 186,793 5,486 192,279
HNC SOFTWARE INC COM 40425P10 4,746,604 119,601 119,601 119,601
HRPT PPTYS TR COM SH BEN 40426W10 5,413,545 481,204 481,204 479,704 1,500
HSB GROUP INC COM 40428N10 8,972,473 254,994 204,170 12,658 38,166 214,928 38,166 1,900
HSBC HLDGS PLC SPON ADR N 40428040 7,054,533 121,500 121,500 121,500
HS RES INC COM 40429710 1,299,110 79,335 79,335 79,335
HA-LO INDS INC COM 40442910 1,262,031 201,925 201,925 201,925
HADCO CORP COM 40468110 3,181,989 73,572 73,372 200 73,572
HAEMONETICS CORP COM 40502410 2,476,348 125,786 125,786 125,786
HAIN FOOD GROUP INC COM 40521910 1,695,375 68,500 68,500 68,500
HALLIBURTON CO COM 40621610 470,776,842 11,482,362 7,035,589 4,376,791 69,982 6,653,238 4,231,848 597,276
HALTER MARINE GROUP COM 40642Y10 685,888 126,152 126,152 126,152
HAMBRECHT & QUIST GR COM 40654510 12,182,235 249,892 249,892 249,892
HAMILTON BANCORP INC COM 40701310 1,202,877 56,606 56,606 56,606
HANCOCK HLDG CO COM 41012010 1,827,000 45,675 45,675 45,675
HANDLEMAN CO DEL COM 41025210 1,821,583 137,478 137,478 137,478
HANGER ORTHOPEDIC GR COM NEW 41043F20 1,307,900 90,200 90,200 90,200
HANNA M A CO COM 41052210 5,441,936 478,412 478,412 475,162 3,250
HANNAFORD BROS CO COM 41055010 14,879,182 211,241 208,570 2,671 208,041 3,200
HANOVER COMPRESSOR C COM 41076810 4,279,032 134,510 134,510 134,510
HANOVER DIRECT INC COM 41078310 1,420,372 554,400 554,400 554,400
HARBINGER CORP COM 41145C10 3,257,415 193,032 193,032 193,032
HARCOURT GEN INC COM 41163G10 44,235,012 1,062,703 1,023,278 7,325 32,100 960,428 33,400 68,875
HARBOR FLA BANCSHARE COM 41190110 880,754 72,270 72,270 72,270
HARDINGE INC COM 41232430 8,181,072 511,317 511,317 511,317
HARKEN ENERGY CORP COM 41255210 586,491 521,326 520,126 1,200 521,326
HARLAND JOHN H CO COM 41269310 2,802,582 144,188 144,088 100 142,609 1,579
HARLEY DAVIDSON INC COM 41282210 48,631,678 971,429 958,594 12,435 400 901,815 400 69,214
HARLEYSVILLE GROUP I COM 41282410 1,553,288 110,460 71,260 12,600 26,600 83,860 26,600
HARLEYSVILLE NATL CO COM 41285010 1,303,065 37,770 37,770 37,770
HARMAN INTL INDS INC COM 41308610 3,772,288 89,684 89,684 89,684
HARMON INDS INC NEW COM 41313610 569,058 45,300 45,300 45,300
HARMONIC INC COM 41316010 8,201,912 62,700 62,300 400 62,700
PAGE TOTAL 939,692,818
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
----------------------------------- ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HARRAHS ENTMT INC COM 41361910 226,543,507 8,163,730 2,328,970 5,834,760 2,091,967 5,834,810 236,953
HARRIS CORP DEL COM 41387510 34,817,389 1,260,358 1,260,358 1,173,038 2,100 85,220
HARRIS FINL INC COM 41454110 531,538 48,600 48,600 48,600
HARSCO CORP COM 41586410 7,764,310 281,061 276,061 5,000 278,261 2,800
HARTE-HANKS INC COM 41619610 7,939,849 315,236 315,236 310,136 5,100
HARTFORD FINL SVCS G COM 41651510 153,719,103 3,760,712 3,688,476 17,398 54,838 3,379,426 60,338 320,948
HARTFORD LIFE INC CL A 41659210 11,097,305 225,326 225,326 222,626 2,700
HASBRO INC COM 41805610 65,897,306 3,064,991 3,051,175 13,816 2,871,461 5,500 188,030
HAVERTY FURNITURE IN COM 41959610 1,162,900 80,200 80,200 80,200
HAWAIIAN ELEC INDUST COM 41987010 8,214,968 233,466 232,416 1,050 231,266 2,200
HAYES LEMMERZ INTL I COM 42078110 2,081,293 89,518 88,518 1,000 89,518
HEALTH CARE PPTY INV COM 42191510 3,869,801 147,421 147,421 147,421
HEALTHSOUTH CORP COM 42192410 41,703,851 6,808,792 6,805,192 2,600 1,000 6,242,284 1,000 565,508
HEALTH MGMT ASSOC IN CL A 42193310 10,803,252 1,393,968 1,391,093 2,875 1,372,993 20,975
HEALTHCARE RLTY TR COM 42194610 3,408,562 181,790 181,790 181,790
HEALTH CARE REIT INC COM 42217K10 6,434,660 321,733 321,733 321,733
HEALTHEON CORP COM 42220910 2,584,413 69,849 69,849 69,549 300
HEARST-ARGYLE TELEVI COM 42231710 3,392,141 157,774 157,024 750 157,174 600
HEARTLAND EXPRESS IN COM 42234710 1,148,263 81,293 81,293 81,293
HEICO CORP NEW COM 42280610 426,512 22,900 22,900 22,900
HEIDRICK & STRUGGLES COM 42281910 1,132,282 59,400 59,400 59,400
HEILIG MEYERS CO COM 42289310 1,932,832 406,912 406,912 403,012 3,900
HEINZ H J CO COM 42307410 261,699,763 6,086,041 6,007,605 40,428 38,008 5,363,159 210,358 512,524
HELIX TECHNOLOGY COR COM 42331910 3,773,476 113,488 106,488 7,000 106,488 7,000
HELLER FINANCIAL INC CL A 42332810 7,306,042 324,713 320,013 4,700 321,413 3,300
HELMERICH & PAYNE IN COM 42345210 22,600,730 892,886 891,386 1,500 840,840 52,046
HEMISPHERX BIOPHARMA COM 42366C10 743,870 109,200 109,200 109,200
HENRY JACK & ASSOC I COM 42628110 5,473,029 148,172 148,172 148,172
HERBALIFE INTL INC CL A 42690820 995,138 65,255 64,922 333 65,255
HERCULES INC COM 42705610 46,797,094 1,634,833 1,630,783 4,050 1,477,003 47,800 110,030
HERSHEY FOODS CORP COM 42786610 104,688,248 2,150,230 2,111,828 8,228 30,174 1,907,576 97,774 144,880
HERTZ CORP CL A 42804010 6,332,216 143,914 143,914 140,914 3,000
HEWLETT PACKARD CO COM 42823610 1,703,000,887 18,765,850 17,209,247 802,794 753,809 16,526,513 777,909 1,461,428
HEXCEL CORP NEW COM 42829110 396,238 68,176 68,176 68,176
HI / FN INC COM 42835810 3,109,050 28,200 28,200 28,200
HIBERNIA CORP CL A 42865610 11,526,768 991,550 946,550 9,000 36,000 942,450 36,000 13,100
HIGHLANDS INS GROUP COM 43103210 1,041,420 112,586 112,586 330 112,256
HIGHWOODS PPTYS INC COM 43128410 7,377,842 285,134 285,134 284,534 600
HILB ROGAL & HAMILTO COM 43129410 1,814,488 72,400 72,400 72,400
PAGE TOTAL 2,785,282,336
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
---------------------------- -------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other Sole Shared None
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HILLENBRAND INDS INC COM 43157310 8,396,006 318,332 315,382 2,750 200 312,732 200 5,400
HILTON HOTELS CORP COM 43284810 39,616,051 4,011,752 4,008,852 2,900 3,558,786 119,900 333,066
HINES HORTICULTURE I COM 43324510 906,750 93,000 93,000 93,000
HISPANIC BROADCASTIN CL A 43357B10 19,239,604 252,737 252,437 300 248,637 4,100
HOLLINGER INTL INC CL A 43556910 463,991 39,073 39,073 39,073
HOLLYWOOD ENTMT CORP COM 43614110 2,261,355 150,757 150,757 150,757
HOLLYWOOD PK INC NEW COM 43625510 1,651,321 107,403 107,403 107,403
HOME DEPOT INC COM 43707610 1,894,855,794 27,611,742 26,146,624 1,075,765 389,353 24,393,649 1,085,299 2,132,794
HOME PPTYS N Y INC COM 43730610 3,543,713 132,788 132,788 132,788
HOMEBASE INC COM 43738E10 626,219 159,060 159,060 159,060
HOMESTAKE MNG CO COM 43761410 36,522,054 3,975,406 3,968,606 6,800 3,606,882 10,900 357,624
HON INDS INC COM 43809210 6,605,194 343,127 343,127 338,327 4,800
HONDA MOTOR LTD AMERN SHS 43812830 5,154,156 63,000 63,000 63,000
HONEYWELL INC COM 43850610 218,634,132 1,964,156 1,938,824 19,464 5,868 1,820,735 8,968 134,453
HOOPER HOLMES INC COM 43910410 3,854,820 150,432 150,432 150,432
HORACE MANN EDUCATOR COM 44032710 7,419,246 287,434 287,358 76 284,614 2,820
HORMEL FOODS CORP COM 44045210 13,005,967 314,823 313,733 1,090 309,423 5,400
HOSPITALITY PPTYS TR COM SH BEN 44106M10 11,808,986 532,248 532,248 532,248
HOST MARRIOTT CORP N COM 44107P10 13,125,646 1,381,647 1,381,647 1,292,785 88,862
HOUGHTON MIFFLIN CO COM 44156010 64,572,828 1,589,485 157,881 24,700 1,406,904 180,181 1,406,904 2,400
HOUSEHOLD INTL INC COM 44181510 314,735,965 7,843,887 7,813,852 20,825 9,210 7,148,903 20,410 674,574
HOUSTON EXPL CO COM 44212010 853,925 39,375 39,375 39,375
HOWMET INTERNATIONAL COM 44320810 2,516,878 179,777 179,777 179,777
HUB GROUP INC CL A 44332010 621,284 30,400 30,400 30,400
HUBBELL INC CL B 44351020 11,252,576 353,022 338,530 6,134 8,358 339,146 8,358 5,518
HUDSON RIV BANCORP I COM 44412810 834,074 75,400 75,400 75,400
HUDSON UNITED BANCOR COM 44416510 13,681,236 444,023 444,023 444,023
HUGHES SUPPLY INC COM 44448210 2,481,892 114,110 114,109 1 114,110
HUMANA INC COM 44485910 18,012,445 2,619,992 2,613,592 4,900 1,500 2,445,692 1,500 172,800
HUMAN GENOME SCIENCE COM 44490310 8,233,597 111,642 111,642 111,642
HUNT J B TRANS SVCS COM 44565810 2,577,766 185,785 185,785 183,485 2,300
HUNTINGTON BANCSHARE COM 44615010 92,037,436 3,465,004 3,454,520 10,484 3,215,110 5,610 244,284
HUSSMANN INTL INC COM 44811010 4,323,984 254,352 251,330 2,963 59 254,293 59
HUTCHINSON TECHNOLOG COM 44840710 3,280,581 121,503 121,503 121,503
ICN PHARMACEUTICALS COM 44892410 7,244,664 421,520 420,983 537 415,120 6,400
IDT CORP COM 44894710 2,107,916 100,679 100,679 100,679
HYPERCOM CORP COM 44913M10 498,720 62,340 62,340 62,340
HYPERION TELECOMMUNI CL A 44914K30 1,811,276 73,000 73,000 73,000
HYPERION SOLUTIONS C COM 44914M10 3,479,014 158,137 158,137 158,137
PAGE TOTAL 2,842,849,062
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ -------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
IBP INC COM 44922310 43,237,725 1,751,437 1,750,237 1,200 1,708,337 43,100
ICG COMMUNICATIONS I COM 44924610 3,594,246 230,963 230,963 230,963
ICOS CORP COM 44929510 3,719,212 126,075 125,475 600 125,675 400
IDEC PHARMACEUTICALS COM 44937010 26,979,092 286,917 282,117 3,000 1,800 284,217 1,800 900
IDG BOOKS WORLDWIDE CL A 44938410 245,429 15,400 14,900 500 15,400
IDX SYS CORP COM 44949110 1,233,170 68,037 68,037 68,037
IGEN INC COM 44953610 1,300,713 52,160 49,760 2,400 52,160
IHOP CORP COM 44962310 1,932,457 95,430 95,430 95,430
IMC GLOBAL INC COM 44966910 9,023,299 619,647 616,586 300 2,761 605,686 2,761 11,200
IMCO RECYCLING INC COM 44968110 1,019,460 67,964 67,964 67,964
IPC COMMUNICATIONS I COM NEW 44980K20 2,318,550 37,700 37,700 37,700
IMS HEALTH INC COM 44993410 119,120,933 5,221,854 5,157,983 23,415 40,456 4,576,423 187,856 457,575
IRI INTL CORP COM 45004F10 323,871 69,100 69,100 69,100
IRT PPTY CO COM 45005810 1,526,598 169,622 169,622 169,622
ISS GROUP INC COM 45030610 3,677,660 134,960 134,960 134,960
ITC DELTACOM INC COM 45031T10 6,659,400 242,160 237,060 5,100 242,160
ITI TECHNOLOGIES INC COM 45056410 1,160,393 38,600 38,600 38,600
ITT EDUCATIONAL SERV COM 45068B10 1,431,300 73,400 73,400 73,400
IXC COMMUNICATIONS I COM 45071310 5,643,000 143,089 143,089 143,089
IXL ENTERPRISES INC COM 45071810 470,248 13,270 13,270 13,270
ITT INDS INC IND COM 45091110 49,066,160 1,542,379 1,522,635 1,275 18,469 1,390,195 19,069 133,115
IDACORP INC COM 45110710 10,677,595 354,443 347,843 2,890 3,710 348,233 3,710 2,500
IDEX CORP COM 45167R10 4,128,908 145,836 142,736 3,100 145,836
IDEXX LABS INC COM 45168D10 3,362,009 195,250 194,050 600 600 194,650 600
IKON OFFICE SOLUTION COM 45171310 24,640,150 2,305,619 2,298,909 2,900 3,810 2,147,959 8,310 149,350
IDENTIX INC COM 45190610 843,200 99,200 99,200 99,200
ILLINOIS TOOL WKS IN COM 45230810 376,154,403 5,044,854 4,130,333 672,707 241,814 4,432,994 247,514 364,346
ILLINOVA CORP COM 45231710 11,840,704 421,948 421,848 100 415,748 6,200
IMALL INC COM PAR $0 45244X30 874,551 46,800 46,800 46,800
IMATION CORP COM 45245A10 71,507,638 2,306,698 253,600 2,052,290 808 258,670 2,045,228 2,800
IMCLONE SYS INC COM 45245W10 3,993,325 120,100 120,100 120,100
IMMUNEX CORP NEW COM 45252810 11,165,419 257,416 256,916 500 256,216 1,200
IMPATH INC COM 45255G10 1,217,425 41,800 41,800 41,800
IMPERIAL BANCORP COM 45255610 3,552,511 167,177 167,177 167,177
IMPERIAL CREDIT COMM COM 45272T10 1,916,200 174,200 174,200 174,200
IMPERIAL CR INDS INC COM 45272910 522,099 119,337 119,337 119,337
IN FOCUS SYS INC COM 45291910 6,534,175 390,100 390,100 390,100
IMPERIAL SUGAR CO NE COM 45309610 848,925 138,600 138,600 138,600
IMRGLOBAL CORPORATIO COM 45321W10 647,674 78,506 78,506 78,506
PAGE TOTAL 818,109,827
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ --------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INACOM CORP COM 45323G10 1,775,415 193,253 193,253 193,253
INCO LTD COM 45325840 51,650,058 2,416,377 2,414,877 1,500 2,224,167 4,200 188,010
INCYTE PHARMACEUTICA COM 45337C10 3,264,510 141,168 135,068 4,700 1,400 139,768 1,400
INDEPENDENCE CMNTY B COM 45341410 4,079,708 341,770 341,770 341,770
INDEPENDENT BANK COR COM 45383610 687,335 52,621 49,200 2,000 1,421 51,200 1,421
INDIANA ENERGY INC COM 45470710 4,438,336 221,231 221,231 219,198 2,033
INDYMAC MTG HLDGS IN COM 45660710 5,112,855 340,857 340,857 340,857
INFINITY BROADCASTIN CL A 45662S10 17,764,860 606,061 597,861 8,200 601,261 4,800
INET TECHNOLOGIES IN COM 45662V10 1,036,358 25,970 25,970 25,970
INFOCURE CORP COM 45665A10 2,387,687 126,500 126,500 126,500
INFORMATICA CORP COM 45666Q10 2,167,025 42,700 42,700 42,700
INFORMATION HLDGS IN COM 45672710 2,458,897 126,506 19,300 89,706 17,500 109,006 17,500
INFORMIX CORP COM 45677910 11,009,595 1,387,123 1,360,123 15,000 12,000 1,362,423 12,000 12,700
INFOSEEK CORP COM 45678M10 4,820,976 156,145 156,145 155,445 700
INFOSPACE COM INC COM 45678T10 3,443,396 83,730 83,730 83,430 300
INFOUSA INC NEW CL B 45681810 797,500 116,000 116,000 116,000
INGERSOLL-RAND CO COM 45686610 160,387,033 2,919,472 2,856,531 39,531 23,410 2,638,709 26,510 254,253
INFORMATION RES INC COM 45690510 1,403,977 126,919 126,919 126,919
INGLES MKTS INC CL A 45703010 788,582 59,800 54,300 5,000 500 59,300 500
INGRAM MICRO INC CL A 45715310 2,731,856 212,183 212,183 209,383 2,800
INHALE THERAPEUTIC S COM 45719110 42,630,856 1,403,485 67,588 1,335,897 67,588 1,335,897
INKTOMI CORP COM 45727710 13,115,307 109,266 109,166 100 108,766 500
INNKEEPERS USA TR COM 4576J010 1,494,389 179,787 179,787 179,787
INNOVEX INC COM 45764710 607,608 67,512 67,512 67,512
INSIGHT ENTERPRISES COM 45765U10 7,841,957 241,291 240,691 600 241,291
INPUT/OUTPUT INC COM 45765210 1,460,713 220,485 220,485 220,485
INSITUFORM TECHNOLOG CL A 45766710 2,473,750 98,950 98,950 98,950
INSIGNIA FINL GROUP COM 45767A10 768,591 87,839 87,839 87,839
INSPIRE INS SOLUTION COM 45773210 426,250 62,000 62,000 62,000
INTEGRATED ELECTRICA COM 45811E10 2,180,000 137,870 137,870 137,870
INTEGRATED DEVICE TE COM 45811810 10,659,589 576,194 576,194 570,194 6,000
INTEGRATED HEALTH SV COM 45812C10 418,680 268,041 266,041 2,000 267,441 600
INTEGRATED SYS INC COM 45812M10 902,924 88,635 88,635 88,635
INTEL CORP COM 45814010 4,592,553,682 61,800,970 58,473,831 1,962,954 1,364,185 54,090,541 2,912,885 4,797,544
INTELLIQUEST INFORMA COM 45816H10 361,050 33,200 9,200 24,000 9,200 24,000
INTER TEL INC COM 45837210 1,865,347 105,090 105,090 105,090
INTERDIGITAL COMMUNI COM 45866A10 1,274,850 231,791 231,791 231,791
INTERFACE INC CL A 45866510 1,062,812 207,378 207,378 207,378
INTERIM SVCS INC COM 45868P10 10,938,008 667,970 667,970 667,970
PAGE TOTAL 4,975,242,322
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ -------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INTERGRAPH CORP COM 45868310 1,123,290 199,696 199,696 199,696
INTERMEDIA COMMUNICA COM 45880110 5,035,995 231,540 231,120 420 231,540
INTERMET CORP COM 45881K10 940,465 111,048 111,048 111,048
INTERNATIONAL BANCSH COM 45904410 2,866,640 64,059 64,059 64,059
INTERNATIONAL BUSINE COM 45920010 3,984,146,067 32,926,827 32,357,113 342,842 226,872 29,234,242 1,074,272 2,618,313
INTERNATIONAL FIBERC COM 45950T10 589,050 112,200 112,200 112,200
INTERNATIONAL FLAVOR COM 45950610 58,826,985 1,705,130 1,659,810 28,720 16,600 1,536,802 16,600 151,728
INTERNATIONAL HOME F COM 45965510 18,065,022 1,032,287 1,032,187 100 1,019,387 12,900
INTERNATIONAL INTEGR COM 45969810 579,675 17,700 17,700 17,700
INTERNATIONAL GAME T COM 45990210 9,879,138 548,841 546,399 442 2,000 536,841 2,000 10,000
INTERNATIONAL MULTIF COM 46004310 3,007,526 130,762 130,662 100 129,462 1,300
INTERNATIONAL NETWOR COM 46005310 5,681,861 104,494 104,494 104,094 400
INTL PAPER CO COM 46014610 1,640,484,914 34,132,681 7,221,960 7,757,430 19,153,291 14,373,672 19,163,191 595,818
INTERNATIONAL RECTIF COM 46025410 3,892,288 255,232 255,232 255,232
INTERNATIONAL SPEEDW CL A 46033520 4,466,876 84,983 79,357 5,626 79,157 5,626 200
INTL SPECIALTY PRODS COM 46033710 819,881 82,508 81,808 700 82,508
INTERNATIONAL TELECO COM 46047F10 746,252 88,450 88,450 88,450
INTERPOOL INC COM 46062R10 507,962 66,618 66,618 66,618
INTERPUBLIC GROUP CO COM 46069010 204,795,673 4,979,834 4,485,606 332,767 161,461 4,291,400 295,361 393,073
INTERSTATE BAKERIES COM 46072H10 27,001,724 1,173,988 1,160,488 13,500 1,139,788 34,200
INTERWEST BANCORP IN COM 46093110 1,606,361 77,415 77,415 77,415
INTERTAN INC COM 46112010 1,624,577 82,781 82,621 160 82,621 160
INTERVU INC COM 46114R10 1,488,712 40,100 40,100 40,100
INTERVOICE-BRITE INC COM 46114210 5,087,458 459,904 459,904 459,904
INTIMATE BRANDS INC CL A 46115610 20,706,735 531,801 525,186 4,305 2,310 522,616 2,310 6,875
INTRAWARE INC COM 46118M10 1,816,925 69,630 69,630 69,630
INTUIT COM 46120210 25,795,845 294,285 293,685 100 500 288,985 500 4,800
INVACARE CORP COM 46120310 2,162,148 110,528 110,528 110,528
INVESTMENT TECHNOLOG COM 46145F10 2,967,851 129,037 129,037 126,937 2,100
INVITROGEN CORP COM 46185R10 810,362 24,100 24,100 24,100
INVESTORS FINL SERVI COM 46191510 2,331,106 67,814 67,814 67,814
IOMEGA CORP COM 46203010 4,371,197 1,319,806 1,303,506 1,300 15,000 1,304,806 15,000
IONICS INC COM 46221810 2,534,023 78,271 77,271 450 550 77,721 550
IPALCO ENTERPRISES I COM 46261310 9,309,487 478,957 470,957 8,000 471,657 7,300
IRON MTN INC DEL COM 46284P10 8,661,126 255,679 109,453 146,226 255,679
IRWIN FINL CORP COM 46411910 1,100,360 54,848 54,848 54,848
ISIS PHARMACEUTICALS COM 46433010 1,515,256 135,448 135,448 135,448
ISTITUTO BANC SAN PA SPONSORED 46522410 577,200 22,200 22,200 22,200
ISTITUTO NAZIONALE D SPONSORED 46523410 369,363 11,300 11,300 11,300
PAGE TOTAL 6,068,293,376
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
----------------------------- -------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
IT GROUP INC COM 46526610 1,035,010 108,242 108,242 108,242
ITURF INC CL A 46575Q10 207,900 19,800 19,800 19,800
I2 TECHNOLOGIES INC COM 46575410 4,222,862 108,803 108,303 500 108,403 400
IVAX CORP COM 46582310 11,060,181 670,314 670,314 657,014 13,300
IVEX PACKAGING CORP COM 46585510 1,017,000 101,700 101,700 101,700
IVILLAGE INC COM 46588H10 2,606,772 73,951 73,951 73,951
JDN RLTY CORP COM 46591710 3,355,255 163,671 163,671 163,671
J & J SNACK FOODS CO COM 46603210 535,225 27,100 27,100 27,100
JDS UNIPHASE CORP COM 46612J10 29,640,969 260,438 260,238 200 257,238 3,200
JDA SOFTWARE GROUP I COM 46612K10 1,128,227 96,537 96,537 96,537
JLG INDS INC COM 46621010 5,202,808 342,583 339,583 3,000 342,583
JP REALTY INC COM 46624A10 1,040,155 60,739 60,739 60,739
JSB FINANCIAL INC COM 46624M10 2,665,846 46,565 41,765 1,000 3,800 42,765 3,800
JABIL CIRCUIT INC COM 46631310 17,093,785 345,329 344,929 400 338,229 400 6,700
JACOBS ENGR GROUP IN COM 46981410 5,283,622 162,573 162,173 400 160,873 1,700
JAKKS PAC INC COM 47012E10 1,440,000 38,400 38,400 38,400
JEFFBANKS INC COM 47231710 1,205,848 41,761 41,761 41,761
JEFFERIES GROUP INC COM 47231910 2,422,105 116,029 116,029 116,029
JEFFERSON PILOT CORP COM 47507010 102,806,070 1,627,013 1,612,232 6,825 7,956 1,489,712 10,356 126,945
JO-ANN STORES INC CL A 47758P10 990,408 79,634 79,634 79,634
JOHN NUVEEN CO CL A 47803510 1,743,703 46,577 46,227 350 46,577
JOHNS MANVILLE CORP COM 47812910 1,557,950 118,701 118,701 118,401 300
JOHNSON & JOHNSON COM 47816010 2,337,005,908 25,436,799 23,724,511 989,434 722,854 22,185,738 1,322,554 1,928,511
JOHNSON CTLS INC COM 47836610 124,047,935 1,870,671 1,859,771 6,600 4,300 1,715,738 6,000 148,893
JONES APPAREL GROUP COM 48007410 22,452,255 780,948 779,016 1,932 732,904 48,044
JONES LANG LASALLE I COM 48020Q10 2,392,950 148,400 148,400 148,400
JONES INTERCABLE INC CL A 48020620 2,924,213 54,090 53,940 150 54,090
JONES PHARMA INC COM 48023610 6,413,756 194,539 194,089 450 194,539
JOSTENS INC COM 48108810 12,136,725 634,600 634,400 200 576,533 17,354 40,713
JOURNAL REGISTER CO COM 48113810 2,853,056 207,495 207,495 207,495
JUNO ONLINE SVCS INC COM 48204810 529,638 32,720 32,720 32,720
JUST FOR FEET INC COM 48213P10 217,877 105,663 105,663 105,663
JUSTIN INDS INC COM 48217110 1,140,535 80,393 80,393 80,393
KLA-TENCORP CORP COM 48248010 88,207,600 1,357,040 1,354,840 2,200 1,258,520 1,800 96,720
K MART CORP COM 48258410 91,242,910 7,807,214 7,792,564 14,650 7,288,024 8,100 511,090
K-SWISS INC CL A 48268610 994,203 31,500 31,500 31,500
K V PHARMACEUTICAL C CL B CONV 48274010 1,023,640 55,521 55,521 55,521
KAISER ALUMINUM CORP COM 48300710 1,020,921 122,825 122,825 122,825
KAMAN CORP CL A 48354810 1,471,005 115,373 115,373 115,373
PAGE TOTAL 2,894,336,828
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KANSAS CITY LIFE INS COM 48483610 1,423,573 39,002 39,002 39,002
KANSAS CITY PWR & LT COM 48513410 9,351,516 386,634 382,934 3,700 381,434 5,200
KANSAS CITY SOUTHN I COM 48517010 100,856,872 2,168,965 2,105,577 3,100 60,288 1,944,607 111,788 112,570
KAUFMAN & BROAD HOME COM 48616810 26,701,620 1,294,624 1,293,724 900 1,241,504 53,120
KAYDON CORP COM 48658710 5,485,211 220,511 219,711 800 218,411 2,100
KEANE INC COM 48666510 8,119,589 355,935 342,785 300 12,850 337,085 12,850 6,000
KEEBLER FOODS CO COM 48725610 9,317,235 311,874 311,874 310,174 1,700
KELLOGG CO COM 48783610 221,660,246 5,920,887 5,910,512 7,650 2,725 5,315,912 196,625 408,350
KELLSTROM INDS INC COM 48803510 628,575 64,265 54,100 10,165 54,100 10,165
KELLWOOD CO COM 48804410 2,810,412 127,746 127,746 127,746
KELLY SVCS INC CL A 48815220 5,181,560 172,002 168,199 3,803 169,627 2,375
KEMET CORP COM 48836010 5,971,297 186,784 186,784 186,784
KENNAMETAL INC COM 48917010 5,039,466 194,762 194,687 75 192,762 2,000
KENT ELECTRS CORP COM 49055310 7,289,222 394,012 394,012 394,012
KERR MCGEE CORP COM 49238610 226,844,482 4,119,801 1,369,671 2,746,138 3,992 1,285,920 2,749,139 84,742
KEY ENERGY SVCS INC COM 49291410 1,745,979 353,652 353,652 353,652
KEYCORP NEW COM 49326710 190,885,857 7,395,237 7,350,652 25,085 19,500 6,728,922 30,100 636,215
KEYSPAN CORP COM 49337W10 25,146,604 878,484 871,158 5,421 1,905 862,771 1,905 13,808
KEYSTONE AUTOMOTIVE COM 49338N10 908,864 83,100 83,100 83,100
KEYSTONE FINANCIAL I COM 49348210 7,379,481 310,715 310,715 306,615 4,100
KILROY RLTY CORP COM 49427F10 2,965,823 140,394 140,394 140,394
KIMBALL INTL INC CL B 49427410 3,068,681 159,412 159,412 159,412
KIMBERLY CLARK CORP COM 49436810 499,572,620 9,470,571 9,063,631 252,952 153,988 8,300,124 405,574 764,873
KIMCO REALTY CORP COM 49446R10 8,810,122 246,437 246,437 246,137 300
KING PHARMACEUTICALS COM 49558210 2,483,600 70,960 70,960 70,960
KING WORLD PRODTNS I COM 49566710 41,203,087 1,098,749 1,095,649 3,100 1,020,609 2,000 76,140
KINROSS GOLD CORP COM 49690210 1,047,075 364,200 364,200 364,200
KIRBY CORP COM 49726610 1,964,933 100,124 100,124 100,124
KNOLL INC COM 49890410 1,804,011 67,126 67,126 67,126
KNIGHT RIDDER INC COM 49904010 77,054,450 1,400,990 1,395,890 5,100 1,297,980 2,800 100,210
KNIGHT TRANSN INC COM 49906410 387,150 26,700 26,700 26,700
KNIGHT/TRIMARK GROUP CL A 49906710 6,324,285 213,478 212,528 950 212,378 1,100
KOGER EQUITY INC COM 50022810 2,311,840 144,490 144,490 144,490
KOHLS CORP COM 50025510 161,680,782 2,445,078 2,441,766 3,312 2,207,158 76,200 161,720
KOMAG INC COM 50045310 797,892 265,964 265,964 265,964
KONOVER PPTY TR INC COM 50047R10 870,975 139,356 139,356 139,356
KOPIN CORP COM 50060010 2,300,475 82,900 57,400 1,200 24,300 58,600 24,300
KORN FERRY INTL COM NEW 50064320 2,469,709 107,090 107,090 107,090
KROGER CO COM 50104410 331,052,973 15,005,574 14,951,678 48,000 5,896 13,425,925 395,596 1,184,053
PAGE TOTAL 2,010,918,144
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ ---------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KROLL O GARA CO COM 50105010 878,570 52,650 52,650 52,650
KRONOS INC COM 50105210 2,635,777 71,845 71,845 71,845
KULICKE & SOFFA INDS COM 50124210 2,673,517 109,967 109,967 109,967
LCA-VISION INC COM NEW 50180320 594,683 111,951 111,951 111,951
LG&E ENERGY CORP COM 50191710 17,534,267 825,142 805,878 13,814 5,450 804,257 5,450 15,435
LTV CORP NEW COM 50192110 2,534,631 466,182 466,182 466,182
LHS GROUP INC COM 50193810 1,972,691 67,014 67,014 67,014
LNR PPTY CORP COM 50194010 2,330,268 114,369 114,369 114,369
LSI INDS INC COM 50216C10 1,134,600 49,600 49,600 49,600
LSI LOGIC CORP COM 50216110 116,703,548 2,244,299 2,240,499 3,800 2,089,229 2,900 152,170
LTC PPTYS INC COM 50217510 1,421,146 133,755 133,755 133,755
LTX CORP COM 50239210 5,102,527 372,801 171,300 201,501 171,300 201,501
L-3 COMMUNICATIONS H COM 50242410 3,820,677 101,210 101,210 100,810 400
LA Z BOY INC COM 50533610 7,648,246 401,230 401,230 401,230
LABORATORY CORP AMER COM 50540R10 808,060 293,840 293,840 293,840
LABOR READY INC COM NEW 50540120 1,771,394 176,048 169,298 6,750 176,048
LACLEDE GAS CO COM 50558810 1,979,250 87,000 87,000 87,000
LAFARGE CORP COM 50586210 4,258,944 133,092 133,092 132,692 400
LAIDLAW INC COM 50730K50 28,674,661 4,248,098 4,248,098 3,910,788 5,800 331,510
LAM RESH CORP COM 51280710 18,432,736 302,176 302,176 302,176
LAMAR ADVERTISING CO CL A 51281510 5,626,516 113,667 113,667 113,267 400
LANCASTER COLONY COR COM 51384710 15,115,264 472,352 472,352 462,721 9,631
LANCE INC COM 51460610 2,410,788 184,565 184,565 182,465 2,100
LANDAUER INC COM 51476K10 977,362 38,900 38,900 38,900
LANDAMERICA FINL GRO COM 51493610 5,034,472 254,910 254,910 254,910
LANDRYS SEAFOOD REST COM 51508L10 1,133,976 141,747 141,747 141,747
LANDS END INC COM 51508610 8,767,638 132,843 132,843 130,843 2,000
LANDSTAR SYS INC COM 51509810 1,759,288 50,627 50,627 50,627
LASERSIGHT INC COM 51792410 1,088,637 79,900 79,900 79,900
LASALLE HOTEL PPTYS COM SH BEN 51794210 1,072,477 82,900 82,900 82,900
LASER VISION CTRS IN COM 51807H10 1,590,834 113,380 113,380 113,380
LASON INC COM 51808R10 9,661,000 216,950 216,950 216,950
LATITUDE COMMUNICATI COM 51829210 456,484 15,640 15,640 15,640
LATTICE SEMICONDUCTO COM 51841510 20,518,051 691,146 689,346 1,800 689,346 1,800
LAUDER ESTEE COS INC CL A 51843910 10,678,457 273,372 267,072 6,300 264,272 6,300 2,800
LAUNCH MEDIA INC COM 51856710 482,280 40,190 40,190 40,190
LAWSON PRODS INC COM 52077610 607,294 28,083 28,083 28,083
LEAP WIRELESS INTL I COM 52186310 2,055,098 87,451 86,070 1,306 75 87,131 75 245
LEAR CORP COM 52186510 19,310,555 548,798 510,692 22,721 15,385 525,513 15,385 7,900
PAGE TOTAL 331,256,664
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------- ----------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LEARN2 COM INC COM 52200210 327,506 112,700 112,700 112,700
LEARNING TREE INTL I COM 52201510 844,347 50,981 50,981 50,981
LEE ENTERPRISES INC COM 52376810 8,881,024 324,421 310,221 14,200 321,421 3,000
LEGATO SYS INC COM 52465110 20,644,854 473,571 464,621 5,750 3,200 463,471 3,200 6,900
LEGGETT & PLATT INC COM 52466010 24,021,939 1,220,193 1,152,902 57,591 9,700 1,191,693 9,700 18,800
LEGG MASON INC COM 52490110 8,480,207 221,346 221,346 220,746 600
LEHMAN BROS HLDGS IN COM 52490810 153,135,838 2,623,312 2,619,440 3,772 100 2,469,632 2,400 151,280
LENNAR CORP COM 52605710 3,611,961 226,640 226,640 226,640
LEUCADIA NATL CORP COM 52728810 4,382,196 208,676 208,676 208,176 500
LEVEL 3 COMMUNICATIO COM 52729N10 45,544,001 872,173 867,973 1,600 2,600 861,073 2,600 8,500
LEXINGTON CORP PPTYS COM 52904310 870,348 77,800 77,800 77,800
LEXMARK INTL GROUP I CL A 52977110 191,791,089 2,382,498 2,376,628 5,870 2,187,798 60,700 134,000
LIBBEY INC COM 52989810 2,354,524 79,647 79,647 79,647
LIBERTY CORP S C COM 53037010 3,484,014 75,127 75,127 75,127
LIBERTY DIGITAL INC CL A 53043610 1,146,950 49,200 49,200 49,200
LIBERTY FINL COS INC COM 53051210 1,611,711 73,470 73,470 73,470
LIBERTY PPTY TR SH BEN INT 53117210 10,570,667 465,935 465,935 465,235 700
LIFE USA HLDG INC COM NEW 53191820 2,044,288 99,117 99,117 99,117
LIFEPOINT HOSPITALS COM 53219L10 1,293,824 148,938 148,525 413 147,296 1,642
LIGAND PHARMACEUTICA CL B 53220K20 1,604,086 210,372 202,772 1,900 5,700 204,672 5,700
LILLY ELI & CO COM 53245710 1,158,951,293 18,055,857 17,933,088 92,170 30,5991 5,943,168 553,099 1,559,590
LILLY INDS INC CL A 53249110 1,604,289 117,746 108,533 9,213 108,533 9,213
LIMITED INC COM 53271610 128,081,425 3,348,534 3,340,234 8,150 150 3,024,832 3,150 320,552
LINCARE HLDGS INC COM 53279110 8,027,161 301,139 300,939 200 295,739 5,400
LINCOLN ELEC HLDGS I COM 53390010 3,964,997 189,940 189,940 189,940
LINCOLN NATL CORP IN COM 53418710 125,380,378 3,337,958 3,318,524 16,234 3,200 3,035,676 9,500 292,782
LINDSAY MFG CO COM 53555510 1,938,479 98,776 56,726 12,050 30,000 68,776 30,000
LINEAR TECHNOLOGY CO COM 53567810 95,543,460 1,625,414 1,231,836 288,485 105,093 1,505,521 105,093 14,800
LINENS N THINGS INC COM 53567910 11,419,650 338,360 331,760 4,400 2,200 335,760 2,200 400
LIPOSOME CO INC COM 53631010 2,247,242 295,340 295,340 295,340
LIQUI BOX CORP COM 53631410 750,600 13,900 13,900 13,900
LITHIA MTRS INC CL A 53679710 598,655 26,100 26,100 26,100
LITTELFUSE INC COM 53700810 2,311,552 103,890 94,490 9,400 94,490 9,400
LITTON INDS INC COM 53802110 12,722,148 232,368 228,114 3,154 1,100 226,768 1,100 4,500
LIZ CLAIBORNE INC COM 53932010 33,351,629 1,075,859 1,073,594 1,465 800 969,260 1,700 104,899
LOCAL FINL CORP COM 53955310 917,600 99,200 99,200 99,200
LOCKHEED MARTIN CORP COM 53983010 2,001,146,941 61,221,493 6,165,308 55,054,849 1,336 5,567,768 257,118 55,396,607
LODGIAN INC COM 54021P10 471,555 125,748 125,748 125,748
LOEWS CINEPLEX ENTMT COM 54042310 518,175 65,800 65,800 65,800
PAGE TOTAL 4,076,592,603
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ -----------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LOEWS CORP COM 54042410 150,022,115 2,137,463 2,135,738 1,625 100 2,102,780 100 34,583
LONE STAR INDS INC COM NEW 54229040 4,373,838 87,696 87,696 87,696
LONE STAR STEAKHOUSE COM 54230710 1,965,173 255,649 255,649 253,349 2,300
LONE STAR TECHNOLOGI COM 54231210 2,273,180 113,659 113,659 113,659
LONG BEACH FINL CORP COM 54244610 1,684,020 106,080 106,080 106,080
LONGS DRUG STORES CO COM 54316210 17,198,021 575,666 572,366 3,300 535,276 600 39,790
LONGVIEW FIBRE CO COM 54321310 4,682,157 376,470 361,470 15,000 357,970 15,000 3,500
LOUIS DREYFUS NAT GA COM 54601110 3,799,472 177,239 177,239 177,239
LOUISIANA PAC CORP COM 54634710 34,414,000 2,202,496 2,195,746 2,850 3,900 2,044,240 5,600 152,656
LOWES COS INC COM 54866110 295,684,837 6,065,330 5,586,122 473,748 5,460 5,211,380 460,009 393,941
LUBRIZOL CORP COM 54927110 8,820,427 343,381 341,381 800 1,200 336,152 1,200 6,029
LUBYS INC COM 54928210 1,277,799 111,113 111,113 111,113
LUCENT TECHNOLOGIES COM 54946310 3,680,617,666 56,733,991 54,187,047 1,691,342 855,602 50,053,093 2,289,522 4,391,376
LYCOS INC COM 55081810 10,712,113 213,708 212,084 1,424 200 212,508 200 1,000
LYDALL INC DEL COM 55081910 710,166 68,868 68,868 68,868
LYONDELL CHEMICAL CO COM 55207810 8,605,648 643,413 640,738 475 2,200 632,813 2,200 8,400
M & T BK CORP COM 55261F10 14,925,762 32,518 29,518 3,000 29,418 3,000 100
MAF BANCORP INC COM 55261R10 2,381,879 119,843 119,843 119,843
MBIA INC COM 55262C10 75,681,140 1,623,188 1,615,188 8,000 1,489,778 1,700 131,710
MBNA CORP COM 55262L10 283,120,918 12,411,052 12,341,385 37,273 32,394 11,225,591 51,394 1,134,067
MCN ENERGY GROUP INC COM 55267J10 9,834,160 572,186 569,994 2,192 565,586 6,600
M D C HLDGS INC COM 55267610 3,467,255 214,200 214,200 214,200
MCI WORLDCOM INC COM 55268B10 2,342,658,962 32,593,516 31,864,308 573,560 155,648 29,759,737 197,748 2,636,031
MDU RES GROUP INC COM 55269010 9,545,580 424,248 418,398 4,500 1,350 422,898 1,350
MEMC ELECTR MATLS IN COM 55271510 13,071,643 950,665 135,255 815,410 135,255 815,410
MGC COMMUNICATIONS I COM 55276330 1,657,925 79,900 79,900 79,900
MGIC INVT CORP WIS COM 55284810 86,756,640 1,816,893 1,809,162 7,731 1,693,773 1,900 121,220
MGI PPTYS INC COM 55288510 580,491 64,499 64,499 64,499
MGM GRAND INC COM 55295310 3,850,837 75,322 75,079 243 75,322
MKS INSTRUMENT INC COM 55306N10 714,225 32,100 32,100 32,100
MMC NETWORKS INC COM 55308N10 4,709,860 151,020 151,020 151,020
MMI COS INC COM 55308710 913,294 83,505 83,505 83,505
MRV COMMUNICATIONS I COM 55347710 2,529,961 106,808 106,808 106,808
MSC INDL DIRECT INC CL A 55353010 1,372,482 152,498 152,498 152,498
M S CARRIERS INC COM 55353310 3,359,952 139,998 139,998 139,998
MTS SYS CORP COM 55377710 844,857 81,432 81,432 81,432
MTI TECHNOLOGY CORP COM 55390310 3,463,912 150,200 150,200 150,200
MACDERMID INC COM 55427310 2,610,511 76,640 76,640 76,640
MACERICH CO COM 55438210 3,432,767 148,444 148,444 148,444
PAGE TOTAL 7,098,325,645
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
---------------------------- ---------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MACK CALI RLTY CORP COM 55448910 6,649,724 248,013 248,013 247,413 600
MACROCHEM CORP DEL COM 55590310 733,200 122,200 107,200 15,000 107,200 15,000
MACROVISION CORP COM 55590410 2,795,625 63,000 63,000 63,000
MACROMEDIA INC COM 55610010 5,261,307 128,717 128,047 670 128,317 400
MADISON GAS & ELEC C COM 55749710 1,691,839 85,124 83,117 1,557 450 84,674 450
MAGELLAN HEALTH SVCS COM 55907910 1,038,976 142,092 142,092 142,092
MAGNETEK INC COM 55942410 1,670,673 186,939 186,939 184,839 2,100
MAHONING NATL BANCOR COM 56009010 1,139,600 29,600 29,600 29,600
MAIL-WELL INC COM 56032120 2,610,192 188,122 188,122 188,122
MAKER COMMUNICATIONS COM 56087510 1,003,450 42,700 38,600 4,100 42,700
MALLINCKRODT INC NEW COM 56123210 35,514,009 1,176,467 1,174,844 1,398 225 1,089,771 6,825 79,871
MANDALAY RESORT GROU MANDALAY 56256710 9,646,946 488,453 488,153 300 481,253 7,200
MANITOWOC INC COM 56357110 10,995,006 322,198 322,198 322,198
MANPOWER INC COM 56418H10 14,868,312 510,500 510,100 400 473,288 37,212
MANUFACTURED HOME CM COM 56468210 2,634,409 112,702 112,702 112,702
MAPICS INC COM 56491010 998,136 114,900 114,900 114,900
MANUGISTICS GROUP IN COM 56501110 1,070,842 101,985 101,985 101,985
MAPQUEST COM INC COM 56564410 304,118 25,610 25,610 25,610
MARCUS CORP COM 56633010 1,280,526 106,162 106,162 106,162
MARIMBA INC COM 56781Q10 1,402,332 46,940 46,940 46,940
MARINE DRILLING COS COM PAR $0 56824020 5,164,610 326,626 315,926 10,700 326,626
MARK IV INDS INC COM 57038710 6,718,713 340,188 340,188 336,350 3,838
MARKEL CORP COM 57053510 3,576,972 19,647 19,647 19,647
MARKETWATCH COM INC COM 57061910 657,483 13,915 13,770 145 13,915
MARKETING SVCS GROUP COM 57090710 786,125 66,200 63,200 3,000 66,200
MARSH & MCLENNAN COS COM 57174810 317,007,382 4,627,845 4,299,589 204,218 124,038 4,123,932 131,238 372,675
MARSHALL & ILSLEY CO COM 57183410 32,638,779 571,988 571,088 900 562,360 9,628
MARRIOTT INTL INC NE CL A 57190320 124,306,274 3,802,927 3,776,327 26,600 3,455,825 5,500 341,602
MARSHALL INDS COM 57239310 2,907,006 79,644 79,544 100 79,644
MARTIN MARIETTA MATL COM 57328410 37,695,895 943,884 283,337 660,547 279,537 660,447 3,900
MARVEL ENTERPRISES I COM 57383M10 239,228 44,000 44,000 44,000
MASCO CORP COM 57459910 212,185,545 6,844,695 6,794,508 24,997 25,190 6,233,851 33,090 577,754
MASCOTECH INC COM 57467010 2,933,315 176,440 176,440 176,440
MASTECH CORP COM 57632N10 2,289,870 169,620 169,620 169,620
MASTEC INC COM 57632310 2,979,995 101,233 101,233 101,233
MATRIA HEALTHCARE IN COM 57681710 1,100,975 187,400 187,400 187,400
MATTEL INC COM 57708110 128,305,195 6,752,905 6,716,059 27,996 8,850 6,120,765 20,350 611,790
MATTHEWS INTL CORP CL A 57712810 2,137,308 70,948 70,948 70,948
MATTSON TECHNOLOGY I COM 57722310 417,795 35,000 35,000 35,000
PAGE TOTAL 987,357,687
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------- ----------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MAXIM INTEGRATED PRO COM 57772K10 47,669,094 755,525 740,575 13,800 1,150 741,575 1,150 12,800
MAXTOR CORP COM NEW 57772920 1,906,984 289,200 289,200 289,200
MAXWELL TECHNOLOGIES COM 57776710 606,375 46,200 46,200 46,200
MAXXIM MED INC COM 57777G10 1,692,345 70,700 70,700 70,700
MAY DEPT STORES CO COM 57777810 271,653,466 7,455,429 6,604,765 558,832 291,832 6,651,690 299,032 504,707
MAXXAM INC COM 57791310 1,789,802 34,838 34,838 34,338 500
MAVERICK TUBE CORP COM 57791410 1,123,850 67,600 67,600 67,600
MAXIMUS INC COM 57793310 1,708,504 57,070 57,070 57,070
MAYTAG CORP COM 57859210 146,409,371 4,395,094 1,448,346 6,825 2,939,923 1,293,220 2,978,423 123,451
MCCLATCHY CO CL A 57948910 3,518,836 98,429 98,429 98,429
MCCORMICK & CO INC COM NON VT 57978020 13,956,428 422,129 415,929 6,200 416,229 5,900
MCDERMOTT INTL INC COM 58003710 25,241,179 1,246,478 1,245,678 800 1,187,218 100 59,160
MCDONALDS CORP COM 58013510 1,010,182,075 23,356,811 22,249,926 747,368 359,517 21,037,691 393,617 1,925,503
MCGRATH RENTCORP COM 58058910 797,868 44,326 44,326 44,326
MCGRAW HILL COS INC COM 58064510 168,615,222 3,485,586 3,349,693 43,881 92,012 3,022,107 186,212 277,267
MCKESSON HBOC INC COM 58155Q10 131,185,589 4,523,641 4,520,463 3,178 4,016,853 135,846 370,942
MCLEODUSA INC COM 58226610 14,250,481 334,817 334,617 200 333,417 1,400
MCMORAN EXPLORATION COM 58241110 1,570,209 73,033 72,124 62 847 72,186 847
MEAD CORP COM 58283410 58,091,309 1,689,929 1,688,329 800 800 1,541,091 2,900 145,938
MECHANICAL TECHNOLOG COM 58353810 1,237,344 34,794 33,200 1,594 34,794
MEDALLION FINL CORP COM 58392810 1,202,850 59,400 59,400 59,400
MEDCO RESH INC COM 58405910 1,303,831 52,285 52,285 52,285
MEDE AMER CORP COM 58406710 1,327,100 57,700 57,700 57,700
MEDIAONE GROUP INC COM 58440J10 1,145,822,178 16,773,366 9,787,300 6,858,311 127,755 9,567,209 6,562,471 643,686
MEDIAONE GROUP INC PFD CV SER 58440J20 1,365,120 10,112 3,075 7,037 3,075 7,037
MEDIA METRIX INC COM 58440X10 922,350 13,200 13,200 13,200
MEDIA GEN INC CL A 58440410 6,825,116 133,173 133,173 131,373 1,800
MEDICAL ASSURN INC COM 58449U10 2,934,384 117,085 117,085 117,085
MEDICAL MANAGER CORP COM 58461U10 3,105,494 62,422 62,422 62,222 200
MEDICONSULT COM INC COM 58469J10 406,100 52,400 52,400 52,400
MEDICIS PHARMACEUTIC CL A NEW 58469030 13,518,604 474,337 474,037 300 474,337
MEDIMMUNE INC COM 58469910 29,872,085 299,752 299,152 400 200 294,952 200 4,600
MEDQUIST INC COM 58494910 13,444,014 402,070 402,070 402,070
MEDITRUST CORP PAIRED CTF 58501T30 3,687,181 433,786 433,786 429,344 4,442
MEDTRONIC INC COM 58505510 712,878,056 20,046,062 19,730,844 233,362 81,856 17,797,686 642,556 1,605,820
MELLON BK CORP COM 58550910 280,307,280 8,336,276 8,157,906 108,516 69,854 7,723,080 82,854 530,342
MEMBERWORKS INC COM 58600210 2,076,892 62,229 62,024 205 62,229
MENS WEARHOUSE INC COM 58711810 2,602,962 121,068 121,068 121,068
MENTOR CORP MINN COM 58718810 2,901,984 101,824 101,824 101,824
PAGE TOTAL 4,129,709,912
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------- ---------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MENTOR GRAPHICS CORP COM 58720010 3,996,895 466,818 466,818 462,218 4,600
MERCANTILE BANKSHARE COM 58740510 12,526,112 404,891 401,291 3,600 395,341 3,600 5,950
MERCHANTS N Y BANCOR COM 58916710 1,819,668 47,886 47,886 47,886
MERCK & CO INC COM 58933110 2,851,844,791 44,001,802 40,553,229 1,702,089 1,746,484 37,773,700 2,860,722 3,367,380
MERCURY COMPUTER SYS COM 58937810 1,618,400 47,600 47,600 47,600
MERCURY GENL CORP NE COM 58940010 2,991,772 108,547 99,947 8,600 99,547 8,600 400
MERCURY INTERACTIVE COM 58940510 13,362,526 206,972 201,152 3,020 2,800 204,172 2,800
MEREDITH CORP COM 58943310 27,698,285 762,786 758,282 2,300 2,204 705,292 3,004 54,490
MERIDIAN RESOURCE CO COM 58977Q10 658,411 138,613 138,613 138,613
MERISTAR HOSPITALITY COM 58984Y10 11,201,102 728,527 728,527 728,527
MERISEL INC COM 58984910 599,787 369,100 369,100 369,100
MERIDIAN GOLD INC COM 58997510 337,194 49,500 49,500 49,500
MERITOR AUTOMOTIVE I COM 59000G10 14,920,281 714,744 710,366 2,071 2,307 693,071 2,307 19,366
MERRILL CORP COM 59017510 1,563,359 78,415 63,415 15,000 78,415
MERRILL LYNCH & CO I COM 59018810 3,640,639,589 54,035,467 6,172,942 7,858,085 4,440 5,659,966 47,844,168 531,333
MESA AIR GROUP INC COM 59047910 768,075 125,400 125,400 125,400
MESABA HLDGS INC COM 59066B10 689,231 58,658 58,658 58,658
MESSAGEMEDIA INC COM 59078710 1,337,300 124,400 124,400 124,400
MESTEK INC COM 59082910 472,000 23,000 14,600 9,000 14,600 9,000
METALS USA INC COM 59132410 1,692,875 166,180 166,180 166,180
METAMOR WORLDWIDE IN COM 59133P1O 3,164,115 178,260 178,260 178,260
METHODE ELECTRS INC CL A 59152020 3,249,406 172,154 172,154 172,154
MERICOM INC COM 59159610 1,110,200 48,800 48,800 48,800
METRIS COS INC COM 59159810 20,582,917 697,726 697,726 694,926 2,800
METRO COLDWYN MAYER COM 59161010 1,824,602 104,263 104,263 104,263
METRO INFORMATION SE COM 59162P10 546,034 42,619 42,619 42,619
METROMEDIA FIBER NET CL A 59168910 8,967,588 366,024 365,024 587 364,724 1,300
METROMEDIA INTL GROU COM 59169510 960,419 232,829 232,829 232,829
METTLER TOLEDO INTER COM 59268810 5,507,287 185,900 185,900 185,900
MIAMI COMPUTER SUPPL COM 59326110 782,053 43,600 43,600 43,600
MICHAEL FOOD INC NEW COM 59407910 2,501,635 95,188 95,188 95,188
MICHAELS STORES INC COM 59408710 3,909,281 132,518 132,518 132,518
MICHIGAN FINL CORP COM 59448010 428,081 13,865 13,865 13,865
MICREL INC COM 5947931O 6,142,160 141,606 141,606 141,606
MICRO SYS INC COM 59490110 3,285,198 81,116 81,116 81,116
MICROSOFT CORP COM 59491810 8,010,936,022 88,458,029 88,260,075 1,324,301 873,653 77,943,211 3,263,553 7,251,265
MICROSTATEGY INC CL A 5949721O 10,400,902 185,525 184,600 925 185,525
MICRO WHSE INC COM 59501B10 3,031,892 251,359 251,359 249,059 2,300
MICROCHIP TECHNOLOGY COM 59501710 14,710,512 286,336 286,276 60 282,136 4,200
PAGE TOTAL 14,692,777,957
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
--------------------------- ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MICROMUSE INC COM 59509410 4,853,445 75,540 67,820 6,090 1,630 73,910 1,630
MICRON ELECTRONICS I COM 59510010 1,947,099 185,438 185,438 185,438
MICRON TECHNOLOGY IN COM 59511210 265,137,761 3,987,034 3,979,385 6,575 1,074 3,636,389 6,474 344,171
MID-AMER APT CMNTYS COM 59522J10 1,986,793 92,409 92,409 92,409
MID ATLANTIC MED SVC COM 59523C10 1,988,768 222,532 222,532 222,532
MID-STATE BANCSHARES COM 59544010 1,264,812 41,300 41,300 41,300
MIDAMERICAN ENERGY H COM 59562V10 8,431,955 285,829 285,584 245 279,829 6,000
MIDAS GROUP INC COM 59562610 1,827,003 88,582 87,576 987 19 88,563 19
MID AMER BANCORP COM 59591510 866,666 35,924 35,924 35,924
MIDLAND CO COM 59748610 367,500 17,500 17,500 17,500
MIDWEST EXPRESS HLDG COM 59791110 4,617,998 176,347 176,347 176,347
MIDWAY GAMES INC COM 59814810 2,293,672 145,630 145,630 145,630
MIDWEST BANC HOLDING COM 59825110 519,087 31,700 31,700 31,700
MIKASA INC COM 59862T10 438,275 37,300 37,300 37,300
MILACRON INC COM 59870910 12,477,114 702,936 702,636 300 633,462 69,474
MILLENNIUM PHARMACEU COM 59990210 16,606,005 255,477 252,877 100 2,500 250,577 2,500 2,400
MILLENNIUM CHEMICALS COM 59990310 5,712,550 279,520 279,520 278,620 900
MILLER HERMAN INC COM 60054410 11,202,160 468,592 468,092 500 461,992 6,600
MILLER INDS INC TENN COM 60055110 466,718 165,974 165,974 165,974
MILLIPORE CORP COM 60107310 25,474,285 678,193 677,593 600 615,523 20,900 41,770
MILLS CORP COM 60114810 2,786,010 156,412 156,412 156,412
MINDSPRING ENTERPRIS COM 60268310 2,890,799 104,410 104,210 200 104,010 200 200
MINE SAFETY APPLIANC COM 60272010 1,013,160 16,886 16,886 16,886
MINERALS TECHNOLOGIE COM 60315810 38,061,681 783,775 136,681 647,094 135,281 647,094 1,400
MINIMED INC COM 60365K10 12,894,526 131,242 131,242 128,942 2,300
MINNESOTA MNG & MFG COM 60405910 2,627,673,031 27,353,928 7,033,151 19,995,058 325,719 6,779,016 20,006,215 568,697
MINNESOTA PWR INC COM 60411010 13,040,188 742,523 730,605 10,918 1,000 735,723 1,000 5,800
MIPS TECHNOLOGIES IN CL A 60456710 1,874,363 58,920 58,920 58,920
MIRAGE RESORTS INC COM 60462E10 42,002,940 3,000,210 2,991,460 8,750 2,751,437 2,200 246,573
MISSISSIPPI CHEM COR COM NEW 60528820 879,907 125,701 125,701 125,701
MISSISSIPPI VY BANCS COM 60572010 1,026,774 32,532 32,532 32,532
MITCHELL ENERGY & DE CL A 60659220 2,805,318 114,798 114,798 114,798
MOBIL CORP COM 60705910 1,413,856,284 14,033,313 13,081,818 550,070 401,425 12,489,839 419,125 1,124,349
MODEM MEDIA POPPE TY CL A 60753310 503,200 13,600 13,600 13,600
MODINE MFG CO COM 60782810 3,911,310 167,781 167,681 100 165,781 2,000
MODIS PROFESSIONALS COM 60783010 9,607,654 725,106 722,775 2,331 693,706 31,400
MOHAWK INDS INC COM 60819010 9,868,635 494,991 494,541 450 490,491 4,500
MOLECULAR DEVICES CO COM 60851C10 1,415,150 51,460 51,460 51,460
MOLEX INC COM 60855410 22,642,964 622,487 621,706 781 609,530 781 12,176
PAGE TOTAL 4,577,233,560
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
--------------------------- ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MOLEX INC CL A 60855420 384,550 11,878 8,832 3,046 11,878
MONACO COACH CORP COM 60886R10 4,187,308 171,787 171,787 171,787
MONDAVI ROBERT CORP CL A 60920010 1,532,116 40,789 40,689 100 40,689 100
MONSANTO CO COM 61166210 355,649,112 9,965,789 9,898,289 28,010 39,490 9,055,645 39,490 870,654
MONTANA POWER CO COM 61208510 20,048,182 658,678 650,802 6,176 1,700 647,578 1,700 9,400
MONY GROUP INC COM 61533710 9,051,099 313,458 313,145 313 313,458
MOOG INC CL A 61539420 605,277 20,962 20,962 20,962
MORGAN J P & CO INC COM 61688010 472,095,509 4,132,127 3,817,221 173,491 141,415 3,716,855 145,115 270,157
MORGAN KEEGAN INC COM 61741010 2,886,975 169,205 169,205 169,205
MORGAN STANLEY DEAN COM NEW 61744644 814,967,706 9,137,741 9,017,065 106,936 13,740 8,493,079 27,140 617,522
MORRISON KNUDSEN COR COM 61844A10 1,727,631 167,536 167,536 167,536
MORRISON MGMT SPECIA COM 61845910 1,420,492 63,133 63,133 63,133
MORTONS RESTAURANT G COM 61942910 570,765 32,500 26,300 6,200 32,500
MOTIVEPOWER INDS INC COM 61980K10 2,639,395 239,945 239,945 239,945
MOTOROLA INC COM 62007610 961,315,168 10,924,036 10,258,399 414,982 250,655 9,798,832 264,355 860,849
MOVADO GROUP INC COM 62458010 968,300 42,100 42,100 42,100
MPATH INTERACTIVE IN COM 62473C10 517,500 45,000 45,000 45,000
MUELLER INDS INC COM 62475610 4,869,855 164,040 164,040 164,040
MULTEX COM INC COM 62536710 636,352 49,910 49,910 49,910
MURPHY OIL CORP COM 62671710 16,288,285 301,289 284,589 8,100 8,600 286,389 8,600 6,300
MUSICLAND STORES COR COM 62758B10 8,405,015 947,044 947,044 947,044
MYERS INDS INC COM 62846410 1,343,675 75,700 75,700 75,700
MYLAN LABS INC COM 62853010 17,765,244 966,816 958,616 7,750 450 951,566 450 14,800
NBT BANCORP INC COM 62877810 969,056 55,976 55,976 55,976
NBTY INC COM 62878210 3,607,402 473,102 473,102 473,102
NCH CORP COM 62885010 1,234,870 27,328 27,328 27,028 300
NCI BUILDING SYS INC COM 62885210 1,548,480 93,496 93,096 400 93,496
NCO GROUP INC COM 62885810 13,751,824 292,592 292,592 292,592
NCR CORP NEW COM 62886E10 20,028,893 605,798 569,379 35,684 735 595,400 735 9,663
NFO WORLDWIDE INC COM 62910N10 1,086,988 85,254 85,254 85,254
NL INDS INC COM NEW 62915640 1,431,763 113,407 113,407 113,407
NPC INTERNATIONAL IN COM 62936030 531,000 47,200 47,200 47,200
NTL INC COM 62940710 23,630,475 245,910 232,010 300 13,600 231,210 13,600 1,100
NUI CORP COM 62943010 1,433,965 57,938 57,938 57,938
NVR INC COM 62944T10 6,346,385 125,671 123,871 1,800 125,671
NABISCO GROUP HLDG C COM 62952P10 74,664,570 4,977,638 4,967,406 10,232 4,627,068 11,900 338,670
NABISCO HLDGS CORP CL A 62952610 6,439,453 186,316 186,016 300 185,016 1,300
NABORS INDS INC COM 62956810 16,279,700 651,188 639,671 10,517 1,000 640,788 1,000 9,400
NACCO INDS INC CL A 62957910 10,207,759 146,086 145,986 100 137,016 9,070
PAGE TOTAL 2,883,068,094
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
--------------------------- ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NALCO CHEM CO COM 62985310 47,667,455 943,910 941,710 1,200 1,000 867,574 2,200 74,136
NATIONAL BANCORP ALA COM 63258710 1,921,516 74,986 74,986 74,986
NATIONAL CITY BANCSH COM 63531310 2,352,892 77,144 77,144 77,144
NATIONAL CITY CORP COM 63540510 276,772,024 10,371,043 10,013,557 46,102 311,384 9,182,231 326,98 861,828
NATIONAL COMM BANCOR COM 63544910 5,543,679 252,341 252,341 251,341 1,000
NATIONAL COMPUTER SY COM 63551910 13,488,882 351,786 351,786 351,786
NATIONAL DATA CORP COM 63562110 2,835,144 109,044 108,989 55 108,644 400
NATIONAL DISC BROKER COM 63564610 1,453,479 54,979 54,979 54,979
NATIONAL EQUIP SVCS COM 63584710 1,032,961 101,400 101,400 101,400
NATIONAL FUEL GAS CO COM 63618010 10,636,563 225,413 224,813 300 300 222,013 300 3,100
NATIONAL GOLF PPTYS COM 63623G10 1,296,022 57,601 57,601 57,601
NATIONAL HEALTH INVS COM 63633D10 1,907,957 116,077 116,077 116,077
NATIONAL INSTRS CORP COM 63651810 4,331,654 122,557 122,557 122,557
NATIONAL-OILWELL INC COM 63707110 3,676,841 223,693 223,693 223,693
NATIONAL PENN BANCSH COM 63713810 2,159,767 78,537 78,537 78,537
NATIONAL PRESTO INDS COM 63721510 1,739,901 45,046 45,046 45,046
NATIONAL PROCESSING COM 63722910 290,700 32,300 32,300 32,300
NATIONAL R V HLDGS I COM 63727710 1,022,042 51,749 51,749 51,749
NATIONAL SEMICONDUCT COM 63764010 81,405,798 2,663,628 2,656,628 7,000 2,482,478 3,100 178,050
NATIONAL SVC INDS IN COM 63765710 21,530,250 683,500 682,363 837 300 651,423 3,300 28,777
NATIONAL STL CORP CL B 63784430 720,920 103,924 103,924 103,924
NATIONAL WESTN LIFE CL A 63852210 1,374,729 16,221 16,221 16,221
NATIONSRENT INC COM 63858810 1,465,525 189,100 189,100 189,100
NATIONWIDE FINL SVCS CL A 63861210 14,947,317 422,539 422,539 422,539
NATIONWIDE HEALTH PP COM 63862010 3,565,148 214,445 214,445 214,445
NATURAL MICROSYSTEMS COM 63888210 723,123 52,117 52,117 52,117
NATURES SUNSHINE PRO COM 63902710 581,055 61,364 61,364 61,364
NAUTICA ENTERPRISES COM 63908910 2,447,646 151,792 151,792 151,792
NAVARRE CORP COM 63920810 641,279 66,200 66,200 66,200
NAVISTAR INTL CORP N COM 63934E10 57,357,006 1,233,484 1,232,684 800 1,132,721 500 100,263
NAVIGANT CONSULTING COM 63935N10 12,846,153 277,006 277,006 274,106 2,900
NEFF CORP CL A 64009410 673,911 52,600 52,600 52,600
NEIMAN MARCUS GROUP COM 64020410 2,607,528 111,552 110,152 1,400 110,152 1,400
NEOMAGIC CORP COM 64049710 5,520,952 712,381 712,381 712,381
NEON SYS INC COM 64050910 784,405 29,120 29,120 29,120
NETWORK EVENT THEATE COM 64092410 1,353,687 60,500 60,500 60,500
NETBANK INC COM 64093310 2,190,375 99,000 99,000 99,000
NETWORKS ASSOCS INC COM 64093810 15,179,990 793,725 791,601 2,124 782,877 10,848
NET PERCEPTIONS INC COM 64107U10 953,862 55,700 55,700 55,700
PAGE TOTAL 609,000,138
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Total of Cusip Fair Market Shares Investment Discretion Voting Authority
--------------------------- ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NETGRAVITY INC COM 64111410 2,572,223 77,800 77,800 77,800
NETOPIA INC COM 64114K10 1,295,937 32,500 32,500 32,500
NETWORK APPLIANCE IN COM 64120L10 78,437,683 1,095,116 1,095,116 991,636 33,500 69,980
NETWORK EQUIP TECHNO COM 64120810 786,333 85,592 85,592 85,592
NETWORK SOLUTIONS IN COM 64121Q10 19,719,131 214,630 214,630 211,530 3,100
NETWORK PERIPHERALS COM 64121R10 1,045,725 57,300 57,300 57,300
NEUROGEN CORP COM 64124E10 855,572 51,463 50,863 600 51,463
NEW CENTURY FINANCIA COM 64352D10 743,775 42,200 42,200 42,200
NEW CENTURY ENERGIES COM 64352U10 58,951,470 1,763,061 1,738,742 16,203 8,116 1,635,950 10,816 116,295
NEW ENGLAND BUSINESS COM 64387210 1,936,674 67,806 67,806 67,806
NEW ENGLAND ELEC SYS COM 64400110 20,187,623 389,159 346,516 28,045 14,598 369,261 14,598 5,300
NEW ERA OF NETWORKS COM 64431210 3,331,179 154,043 107,268 42,775 4,000 150,043 4,000
NEW JERSEY RES COM 64602510 3,756,000 93,900 92,900 1,000 92,900 1,000
NEW PLAN EXCEL RLTY COM 64805310 6,342,871 356,101 356,101 355,101 1,000
NEW YORK TIMES CO CL A 65011110 127,218,712 3,392,499 3,136,668 255,831 3,128,580 5,300 258,619
NEWELL RUBBERMAID IN COM 65122910 133,471,968 4,673,061 4,656,130 11,717 5,214 4,148,801 142,188 382,072
NEWFIELD EXPL CO COM 65129010 12,352,066 375,021 375,021 375,021
NEWMONT MINING CORP COM 65163910 70,893,153 2,739,832 2,734,782 5,050 2,494,131 4,600 241,101
NEWPARK RES INC COM PAR $. 65171850 2,781,839 358,947 324,947 24,000 10,000 348,947 10,000
NEWPORT NEWS SHIPBUI COM 65222810 7,900,865 244,518 244,518 242,218 2,300
NEWS CORP LTD ADR NEW 65248770 409,492 14,400 14,400 14,400
NEWS CORP LTD SP ADR PFD 65248780 623,861 23,377 23,377 23,377
NIAGARA BANCORP INC COM 65291410 609,520 58,400 58,400 58,400
NEXTCARD INC COM 65332K10 545,860 22,280 22,280 22,280
NEXTEL COMMUNICATION CL A 65332V10 332,040,644 4,896,488 4,852,651 31,637 12,200 4,393,556 166,000 336,932
NEXTLINK COMMUNICATI CL A 65333H70 22,746,036 438,740 438,240 500 436,940 1,800
NIAGARA MOHAWK HLDGS COM 65352010 45,051,056 2,894,940 2,887,340 7,600 2,692,380 1,300 201,260
NICHOLS RESH CORP COM 65381810 1,822,454 68,449 68,449 68,449
NIELSEN MEDIA RESH I COM NEW 65392930 8,724,330 234,607 166,071 10,204 58,332 175,641 58,332 634
NICOR INC COM 65408610 28,965,921 778,926 777,526 1,400 726,366 1,200 51,360
NIKE INC CL B 65410610 232,126,041 4,081,337 4,070,487 4,450 6,400 3,670,164 13,000 398,173
99 CENTS ONLY STORES COM 65440K10 1,739,238 48,145 47,445 700 48,145
NIPPON TELEG & TEL C SPONSORED 65462410 8,630,011 139,990 139,900 139,900
NISOURCE INC COM 65473P10 17,112,492 773,446 765,976 7,470 761,846 11,600
NOBLE AFFILIATES INC COM 65489410 10,642,449 366,981 349,150 17,831 344,850 17,831 4,300
NOKIA CORP SPONSORED 65490220 9,661,562 107,500 107,500 107,500
NOBLE DRILLING CORP COM 65440210 16,441,403 751,607 743,107 900 7,600 733,407 7,600 10,600
NORDSON CORP COM 65566310 5,132,309 104,741 104,641 100 103,641 1,100
NORDSTROM INC COM 65566410 57,031,182 2,112,266 2,106,766 5,500 1,962,406 1,500 148,360
PAGE TOTAL 1,354,636,660
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NORFOLK SOUTHERN COR COM 65584410 156,291,502 6,379,245 6,186,465 116,072 76,708 5,780,763 86,708 511,774
NORTEK INC COM 65655910 4,033,029 118,184 117,784 400 118,184
NORTEL NETWORKS CORP COM 65656910 894,805,455 17,545,205 17,542,005 3,200 16,117,807 30,600 1,396,798
NORTH FORK BANCORPOR COM 65942410 24,425,290 1,252,579 1,249,039 3,540 1,241,479 11,100
NORTH PITTSBURGH SYS COM 66156210 1,428,975 78,300 78,300 78,300
NORTHEAST OPTIC NETW COM 66433410 958,850 25,400 25,400 25,400
NORTHEAST UTILS COM 66439710 14,795,678 805,207 798,958 6,001 248 793,259 248 11,700
NORTHERN BORDER PART UNIT LTD P 66478510 353,800 12,200 4,200 8,000 4,200 8,000
NORTHN STS PWR CO MI COM 66577210 54,325,523 2,519,503 2,483,001 11,030 25,472 2,328,301 29,272 161,930
NORTHERN TR CORP COM 66585910 184,041,849 2,204,094 1,672,451 411,903 119,740 1,966,334 122,140 115,620
NORTHPOINT COMMUNICA COM 66661010 1,163,076 62,869 58,025 4,844 62,869
NORTHROP GRUMMAN COR COM 66680710 86,949,002 1,367,940 1,361,671 6,269 1,287,920 80,020
NORTHWAY FINL INC COM 66727010 299,011 11,126 11,126 11,126
NORTHWEST AIRLS CORP CL A 66728010 43,237,086 1,695,572 103,640 1,591,932 186,313 1,508,259 1,000
NORTHWEST BANCORP IN COM 66732810 650,670 75,440 75,440 75,440
NORTHWEST NAT GAS CO COM 66765510 3,872,083 150,011 149,011 1,000 150,011
NORTHWESTERN CORP COM 66807410 3,124,712 137,350 137,350 137,350
NOVA CORP GA COM 66978410 9,305,725 372,229 358,229 11,600 2,400 364,329 2,400 5,500
NOVELL INC COM 67000610 110,399,340 5,336,653 5,326,753 9,900 4,838,393 7,200 491,060
NOVELLUS SYS INC COM 67000810 8,724,661 129,375 129,255 120 128,875 500
NOVOSTE CORP COM 67010C10 1,183,057 66,300 66,300 66,300
NU SKIN ENTERPRISES CL A 67018T10 6,418,831 475,469 475,269 200 446,769 28,700
NSTAR COM 67019E10 10,993,452 283,702 271,587 5,467 6,648 276,454 6,648 600
NUCOR CORP COM 67034610 70,907,624 1,488,874 1,422,966 25,480 40,428 1,328,285 42,828 117,761
NUEVO ENERGY CO COM 67050910 1,498,611 86,876 86,876 86,876
NVEST L P UNIT LTD P 67065F10 665,700 31,700 30,700 1,000 31,700
NVIDIA CORP COM 67066G10 2,129,820 110,640 110,640 110,640
O CHARLEYS INC COM 67082310 923,350 62,600 62,600 62,600
OEA INC COM 67082610 710,139 93,133 93,133 93,133
OEC-MEDICAL SYS INC COM 67082810 2,238,937 63,742 63,742 63,742
OGE ENERGY CORP COM 67083710 10,340,376 464,736 462,736 800 1,200 456,836 1,200 6,700
OM GROUP INC COM 67087210 4,698,826 122,445 119,109 3,336 122,445
OAK INDS INC COM NEW 67140050 2,868,444 84,366 84,251 115 84,366
OAKLEY INC COM 67366210 892,796 144,302 144,302 144,302
OAKWOOD HOMES CORP COM 67409810 1,034,172 229,816 227,816 2,000 227,816 2,000
OCCIDENTAL PETE CORP COM 67459910 136,668,842 5,910,004 5,897,179 12,825 5,427,657 7,000 475,347
OCEAN ENERGY INC TEX COM 67481E10 10,475,108 1,028,282 1,028,282 1,006,572 21,710
OCEANEERING INTL INC COM 67523210 1,756,063 104,453 91,253 3,200 10,000 94,453 10,000
OCEANFIRST FINL CORP COM 67523410 1,079,800 65,942 65,942 65,942
PAGE TOTAL 1,870,669,265
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
---------------------------- --------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OCTEL CORP COM 67572710 3,068,156 272,725 269,525 3,200 269,525 3,200
OCULAR SCIENCES INC COM 67574410 1,745,803 90,106 90,106 90,106
OCWEN FINL CORP COM 67574610 1,131,253 169,172 169,172 169,172
OFFICEMAX INC COM 67622M10 4,691,533 807,215 807,215 799,415 7,800
OFFICE DEPOT INC COM 67622010 68,683,660 6,541,301 5,590,799 950,502 5,213,939 951,852 375,510
OFFSHORE LOGISTICS I COM 67625510 1,047,492 101,580 101,580 101,580
OGDEN CORP COM 67634610 3,990,287 384,606 384,606 373,763 10,843
OHIO CAS CORP COM 67724010 7,197,170 426,499 426,499 422,299 4,200
OLD KENT FINL CORP COM 67983310 23,400,852 630,326 625,260 5,066 619,483 10,843
OLD NATL BANCORP IND COM 68003310 5,023,066 173,959 173,959 173,459 500
OLD REP INTL CORP COM 68022310 14,673,651 1,016,392 1,004,029 12,363 1,000,492 15,900
OLIN CORP COM PAR 68066520 4,263,466 312,915 312,815 100 309,815 3,100
OLSTEN CORP COM 68138510 5,533,290 530,161 530,161 524,561 5,600
OMNICARE INC COM 68190410 4,944,920 513,758 513,758 506,358 7,400
OMNICOM GROUP INC COM 68191910 228,279,095 2,882,785 2,864,495 13,590 4,700 2,564,415 88,500 229,870
OMEGA HEALTHCARE INV COM 68193610 1,969,443 93,783 93,783 93,783
OMEGA FINL CORP COM 68209210 1,414,270 44,720 44,720 44,720
OMNIPOINT CORP COM 68212D10 8,778,633 157,112 157,112 157,112
ON ASSIGNMENT INC COM 68215910 1,622,280 67,595 67,595 67,595
ON COMMAND CORP COM 68216010 891,100 46,900 46,900 46,900
ONE VALLEY BANCORP I COM 68241910 5,413,878 156,924 156,924 156,924
ONEIDA LTD COM 68250510 1,620,668 68,061 68,061 68,061
ONEMAIN COM INC COM 68267P10 1,372,982 83,530 83,530 83,530
ONEOK INC NEW COM 68268010 17,462,834 576,103 574,255 700 1,148 535,575 1,148 39,380
ONHEALTH NETWORK CO COM 68272W10 343,125 54,900 54,900 54,900
ONSALE INC COM 68283810 545,817 40,060 40,060 40,060
ONYX SOFTWARE CORP COM 68340210 408,000 27,200 27,200 27,200
OPEN MKT INC COM 68370M10 4,909,038 374,022 374,022 374,022
OPTICAL COATING LAB COM 68382910 8,396,054 91,200 91,200 91,200
ORACLE CORP COM 68389X10 1,084,093,237 23,826,225 23,770,482 35,381 20,362 21,084,854 694,874 2,046,497
ORANGE PLC ADR 68521110 8,557,000 86,000 86,000 86,000
ORBITAL SCIENCES COR COM 68556410 3,234,630 184,836 174,236 9,000 1,600 183,236 1,600
ORGANOGENESIS INC COM 68590610 1,157,587 154,345 151,345 3,000 151,345 3,000
OREGON STL MLS INC COM 68607910 2,384,777 213,174 213,174 211,374 1,800
O REILLY AUTOMOTIVE COM 68609110 4,100,369 86,041 86,041 86,041
ORIENTAL FINL GROUP COM 68618W10 1,222,013 53,131 53,131 53,131
ORION CAP CORP COM 68626810 5,975,882 126,140 126,080 60 126,080 60
ORTHODONTIC CTRS AME COM 68750P10 3,441,296 197,356 197,356 197,356
OSHKOSH B GOSH INC CL A 68822220 872,801 54,656 54,656 54,656
PAGE TOTAL 1,547,861,408
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
--------------------------- -------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OSHKOSH TRUCK CORP COM 68823920 2,228,379 83,695 79,795 3,900 83,695
OSTEOTECH INC COM 68858210 962,579 70,648 70,648 70,648
O'SULLIVAN INDS HLDG COM 68860910 1,303,935 86,929 83,429 3,500 83,429 3,500
OTTER TAIL PWR CO COM 68964810 2,519,230 59,276 57,276 2,000 57,276 2,000
OUTBACK STEAKHOUSE I COM 68989910 10,113,357 397,085 397,085 390,685 6,400
OUTDOOR SYS INC COM 69005710 13,415,831 375,268 375,268 373,568 1,700
OVERSEAS SHIPHOLDING COM 69036810 3,144,779 203,717 203,717 201,217 2,500
OWENS CORNING COM 69073F10 21,156,123 975,521 974,971 550 880,924 24,500 70,097
OWENS & MINOR INC NE COM 69073210 1,467,851 152,504 152,504 152,504
OWENS ILL INC COM NEW 69076840 315,855,979 15,942,660 2,448,687 13,493,973 2,247,970 13,493,923 200,767
OXFORD HEALTH PLANS COM 69147110 5,581,237 446,499 446,499 440,099 6,400
OXFORD INDS INC COM 69149730 688,539 31,933 31,773 160 31,773 160
P C CONNECTION COM 69318J10 258,000 17,200 17,200 17,200
P-COM INC COM 69326210 1,600,613 228,659 228,659 228,659
PECO ENERGY CO COM 69330410 143,960,662 3,838,951 3,829,036 9,915 3,551,779 4,000 283,172
PG&E CORP COM 69331C10 680,669,820 26,306,080 6,230,107 20,072,426 3,547 5,684,767 20,071,043 550,270
PFF BANCORP INC COM 69331W10 2,494,387 120,940 120,940 120,940
PE CORP COM PE BIO 69332S10 120,777,579 1,671,662 1,669,612 2,050 1,486,432 48,200 137,030
PE CORP CELERA GEN 69332S20 5,894,330 146,443 145,806 637 136,840 9,603
P F CHANGS CHINA BIS COM 69333Y10 557,925 25,800 25,800 25,800
PICO HLDGS INC COM NEW 69336620 1,092,858 50,980 50,980 50,980
PIMCO ADVISORS HLDGS UT LTD PAR 69338P10 416,902 13,235 9,901 1,334 2,000 11,235 2,000
PLX TECHNOLOGY INC COM 69341710 1,428,200 59,200 59,200 59,200
PMA CAP CORP CL A 69341920 1,580,000 79,000 79,000 79,000
PMC-SIERRA INC COM 69344F10 19,983,977 216,043 215,643 400 215,143 900
PMI GROUP INC COM 69344M10 36,536,404 893,857 885,457 8,400 872,607 21,250
PNC BK CORP COM 69347510 267,687,789 5,080,718 4,999,317 40,891 40,510 4,596,781 47,710 436,227
P P & L RES INC COM 69349910 98,496,614 3,639,665 3,632,965 3,400 3,300 3,386,611 6,000 247,054
PPG INDS INC COM 69350610 170,633,100 2,843,885 2,825,227 7,950 10,708 2,595,857 15,308 232,720
PRI AUTOMATION INC COM 69357H10 3,369,234 93,266 93,266 93,266
PS BUSINESS PKS INC COM 69360J10 2,688,400 103,400 103,400 103,400
PSS WORLD MED INC COM 69366A10 4,502,389 503,792 502,592 1,200 499,092 4,700
PACCAR INC COM 69371810 75,818,503 1,490,290 1,489,440 850 1,400,370 1,300 88,620
PACIFIC CAP BANCORP COM 69404P10 3,932,705 114,200 114,200 114,200
PACIFIC CENTY FINL C COM 69405810 22,755,598 1,113,451 1,109,851 3,600 1,102,047 11,404
PACIFIC GATEWAY EXCH COM 69432710 1,308,067 79,882 79,882 79,882
PACIFIC GULF PPTYS I COM 69439610 3,096,973 155,338 155,338 155,338
PACIFIC SUNWEAR CALI COM 69487310 3,903,709 139,264 139,264 139,264
PACIFICARE HEALTH SY COM 69511210 27,639,474 639,063 638,863 200 607,009 32,054
PAGE TOTAL 2,081,522,031
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
----------------------------- ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PACIFICORP COM 69511410 98,204,163 4,879,710 4,872,715 5,269 1,726 4,458,707 10,226 410,777
PAGEMART WIRELESS IN CL A 69553J10 998,652 166,442 166,442 166,442
PAGING NETWORK INC COM 69554210 455,618 441,919 441,919 441,919
PAINE WEBBER GROUP I COM 69562910 101,969,365 2,812,948 2,808,908 4,040 2,607,581 3,300 202,067
PAIRGAIN TECHNOLOGIE COM 69593410 8,118,090 636,713 636,713 636,713
PALL CORP COM 69642930 44,239,729 1,907,954 1,902,065 800 5,089 1,779,955 6,289 121,710
PALM HARBOR HOMES COM 69663910 1,235,410 89,848 89,848 89,848
PANAMSAT CORP NEW COM 69793310 4,957,795 137,240 137,240 136,940 300
PAN PACIFIC RETAIL P COM 69806L10 878,181 51,470 51,470 51,470
PAPA JOHNS INTL INC COM 69881310 7,172,467 173,878 173,878 171,878 2,000
PARAMETRIC TECHNOLOG COM 69917310 58,758,628 4,352,491 4,346,391 6,100 3,894,627 124,200 333,664
PAREXEL INTL CORP COM 69946210 1,075,773 117,893 117,893 117,893
PARK ELECTROCHEMICAL COM 70041620 1,372,366 41,745 41,745 41,745
PARK NATL CORP COM 70065810 4,144,838 41,038 41,038 41,038
PARK PL ENTMT CORP COM 70069010 15,212,800 1,217,024 1,212,324 4,700 1,109,025 107,999
PARKER DRILLING CO COM 70108110 1,761,786 397,067 297,067 100,000 297,067 100,000
PARKER HANNIFIN CORP COM 70109410 82,256,235 1,835,585 1,771,974 35,419 28,192 1,649,803 31,092 154,690
PARKERVISION INC COM 70135410 897,450 37,200 37,200 37,200
PARKWAY PPTYS INC COM 70159Q10 1,586,700 49,200 49,200 49,200
PATHOGENESIS CORP COM 70321E10 1,280,430 83,280 82,280 1,000 83,280
PATTERSON DENTAL CO COM 70341210 11,371,505 229,440 229,440 229,440
PATTERSON ENERGY INC COM 70341410 2,336,732 153,864 153,864 153,864
PAXAR CORP COM 70422710 1,980,987 208,525 208,525 208,525
PAXSON COMMUNICATION COM 70423110 1,775,392 144,930 144,430 500 144,930
PAYCHEX INC COM 70432610 161,810,273 4,741,693 3,968,252 751,866 21,575 4,275,875 136,825 328,993
PAYLESS SHOESOURCE I COM 70437910 9,973,093 197,487 196,143 1,186 158 194,529 158 2,800
PEC ISRAEL ECONOMIC COM 70509810 832,006 23,900 23,900 23,900
PEDIATRIX MED GROUP COM 70532410 1,153,442 83,131 83,131 83,131
PEGASYSTEMS INC COM 70557310 920,492 118,300 118,300 118,300
PEGASUS COMMUNICATIO CL A 70590410 2,355,525 52,200 52,200 52,200
PEGASUS SYSTEMS INC COM 70590610 2,265,750 60,420 60,420 60,420
PENN TREATY AMERN CO COM 70787410 509,600 24,412 24,412 24,412
PENNEY J C INC COM 70816010 1,127,643,195 32,685,310 3,960,244 28,710,811 14,255 3,688,152 28,717,366 279,792
PENNSYLVANIA ENTERPR COM 70872010 1,645,042 50,715 50,715 50,715
PENNSYLVANIA RL ESTA SH BEN INT 70910210 1,203,923 63,784 63,784 63,784
PENNZOIL-QUAKER STAT COM 70932310 7,379,350 584,503 584,098 405 572,666 405 11,432
PENTAIR INC COM 70963110 10,132,003 252,511 252,511 249,111 3,400
PENTON MEDIA INC COM 70966810 1,807,861 111,253 101,253 10,000 111,253
PEOPLES BK BRIDGEPOR COM 71019810 2,005,384 84,884 78,284 6,600 77,984 6,600 300
PAGE TOTAL 1,785,678,031
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
----------------------------- -------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PEOPLES ENERGY CORP COM 71103010 21,186,479 602,111 601,636 475 563,471 1,100 37,540
PEOPLES HERITAGE FIN COM 71114710 25,103,151 1,509,964 449,515 1,007,425 53,024 1,451,440 53,024 5,500
PEOPLES HLDG CO COM 71114810 853,400 25,100 25,100 25,100
PEOPLESOFT INC COM 71271310 64,162,064 3,788,278 3,785,478 2,800 3,370,497 109,500 308,281
PEP BOYS MANNY MOE & COM 71327810 19,096,406 1,283,792 1,283,292 500 1,233,248 800 49,744
PEPSI BOTTLING GROUP COM 71340910 10,788,131 632,290 625,702 6,588 319,490 311,300 1,500
PEPSICO INC COM 71344810 1,324,804,588 43,436,216 26,928,561 15,565,403 942,252 24,080,321 17,815,706 1,540,189
PER SE TECHNOLOGIES COM 71356920 1,348,146 392,245 392,245 392,245
PERCLOSE INC COM 71361C10 1,656,489 35,576 35,576 35,576
PEREGRINE SYSTEMS IN COM 71366Q10 5,214,288 127,958 127,958 127,958
PERFORMANCE FOOD GRO COM 71375510 1,539,934 60,095 60,095 60,095
PEROT SYS CORP CL A 71426510 2,659,421 142,314 142,264 50 141,814 500
PERRIGO CO COM 71429010 3,508,745 445,555 445,555 440,555 5,000
PERSONNEL GROUP AMER COM 71533810 876,662 140,266 136,266 4,000 140,266
PERVASIVE SOFTWARE I COM 71571010 2,397,750 69,500 69,500 69,500
PETCO ANIMAL SUPPLIE COM 71601610 1,210,893 101,970 101,970 101,970
PETSMART INC COM 71676810 2,128,130 572,232 556,232 16,000 556,232 16,000
PHARMACYCLICS INC COM 71693310 2,427,975 59,400 59,400 59,400
PHARMACIA & UPJOHN I COM 71694110 661,234,267 13,324,620 8,368,562 4,909,936 46,122 7,929,971 4,846,931 547,718
PFIZER INC COM 71708110 2,651,121,853 73,898,867 65,524,983 6,281,986 2,091,898 61,233,073 7,206,915 5,458,879
PHARMACEUTICAL PROD COM 71712410 1,258,594 92,803 91,303 1,500 92,803
PHARMACEUTICAL RES I COM 71712510 374,081 73,900 73,900 73,900
PHELPS DODGE CORP COM 71726510 52,858,253 959,977 958,986 200 791 877,674 1,891 80,412
PHILADELPHIA CONS HL COM 71752810 498,852 36,952 36,952 36,952
PHILADELPHIA SUBN CO COM PAR $0 71800960 3,684,201 156,362 156,362 156,362
PHILIP MORRIS COS IN COM 71815410 1,334,763,041 39,043,000 38,064,175 536,630 442,195 37,052,935 442,195 1,547,870
PHILLIPS PETE CO COM 71850710 220,059,888 4,514,049 4,474,947 10,651 28,451 4,207,943 33,151 272,955
PHILLIPS VAN HEUSEN COM 71859210 842,885 94,973 94,973 94,973
PHOENIX INVT PARTNER COM 71908510 1,846,402 220,466 220,466 220,466
PHOENIX TECHNOLOGY L COM 71915310 1,280,911 114,500 114,500 114,500
PHONE COM INC COM 71920Q10 2,128,575 14,050 12,700 1,350 14,050
PHOTON DYNAMICS INC COM 71936410 737,100 35,100 28,000 7,100 35,100
PHYCOR INC COM 71940F10 1,453,843 332,307 332,307 332,307
PHOTRONICS INC COM 71940510 2,356,580 105,031 105,031 105,031
PICTURETEL CORP COM NEW 72003530 742,853 174,789 174,789 174,789
PIEDMONT NAT GAS INC COM 72018610 4,638,524 153,026 153,026 153,026
PIER 1 IMPORTS INC COM 72027910 3,100,761 472,533 472,533 472,533
PIERCE LEAHY CORP COM 72072210 1,100,931 46,355 45,310 1,045 46,355
PILGRIMS PRIDE CORP CL B 72146710 636,670 73,290 73,290 73,290
PAGE TOTAL 6,437,681,717
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Total of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PILLOWTEX CORP COM 72150110 296,017 39,469 39,469 39,469
PINNACLE HLDGS INC COM 72346N10 3,088,497 118,220 118,220 118,220
PINNACLE SYS INC COM 72348110 4,322,250 102,000 102,000 102,000
PINNACLE WEST CAP CO COM 72348410 18,196,775 500,255 499,455 800 492,855 7,400
PIONEER GROUP INC COM 72368410 1,893,105 126,207 126,207 126,207
PIONEER HI BRED INTL COM 72368610 138,707,493 3,495,036 3,456,086 37,450 1,500 3,070,166 115,800 309,070
PIONEER NAT RES CO COM 72378710 10,667,138 1,003,966 1,003,966 989,566 14,400
PIONEER STD ELECTRS COM 72387710 2,718,920 188,330 188,330 188,330
PITNEY BOWES INC COM 72447910 256,418,264 4,207,924 4,190,924 13,150 3,850 3,794,843 131,950 281,131
PITT DESMOINES INC COM 72450810 1,548,752 70,600 70,600 70,600
PITTSTON CO COM BRINKS 72570110 6,235,679 268,930 268,030 900 264,830 4,100
PITTSTON CO COM BAX GR 72570188 790,382 98,038 98,038 98,038
PITTWAY CORP DEL CL A 72579020 4,750,389 150,806 150,806 150,806
PIXAR COM 72581110 1,795,540 47,722 47,722 47,722
PLACER DOME INC COM 72590610 62,253,689 4,185,122 4,183,422 1,700 3,863,372 11,100 310,650
PLAINS RES INC COM PAR $0 72654050 1,328,952 74,347 74,347 74,347
PLANTRONICS INC NEW COM 72749310 7,832,142 157,430 157,430 157,430
PLAYERS INTL INC COM 72790310 880,573 118,900 118,900 118,900
PLAYBOY ENTERPRISES CL B 72811730 2,499,958 93,677 93,677 93,677
PLAYTEX PRODS INC COM 72813P10 2,123,424 143,961 143,961 143,961
PLEXUS CORP COM 72913210 2,312,524 75,511 75,511 75,511
PLYMOUTH RUBR INC CL B 73002620 306,076 48,012 48,012 48,012
POGO PRODUCING CO COM 73044810 4,193,201 202,082 202,082 202,082
POLARIS INDS INC COM 73106810 4,298,347 124,140 124,140 124,140
POLAROID CORP COM 73109510 207,448,618 7,978,793 824,162 7,154,631 787,032 7,148,631 43,130
POLICY MGMT SYS CORP COM 73110810 7,849,609 248,209 248,209 245,809 2,400
POLO RALPH LAUREN CO CL A 73157210 3,874,930 216,030 216,030 215,430 600
POLYCOM INC COM 73172K10 4,905,708 102,940 102,940 102,940
POLYMER GROUP INC COM 73174510 1,516,801 102,834 102,834 102,834
POMEROY COMPUTER RES COM 73182210 303,098 27,400 27,400 27,400
POOL ENERGY SVCS CO COM 73278810 2,349,077 95,394 95,194 200 95,394
POPULAR INC COM 73317410 15,341,060 552,831 551,831 1,000 550,931 1,900
PORTAL SOFTWARE INC COM 73612610 1,350,050 34,840 34,840 34,840
POST PPTYS INC COM 73746410 5,836,927 148,477 148,477 148,077 400
POTLATCH CORP COM 73762810 20,266,310 492,056 489,089 950 2,017 456,789 2,217 33,050
POTOMAC ELEC PWR CO COM 73767910 17,627,103 692,971 690,753 1,404 814 679,357 814 12,800
POWER INTEGRATIONS I COM 73927610 3,670,250 53,000 53,000 53,000
POWER-ONE INC COM 73930810 1,405,050 55,100 55,100 55,100
POWERTEL INC COM 73936C10 6,210,773 112,796 112,796 112,796
PAGE TOTAL 839,413,451
</TABLE>
77
<PAGE>
<TABLE>
<CAPTION>
Name of Total of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
POWERWAVE TECHNOLOGI COM 73936310 3,390,277 70,310 70,310 70,310
PREMIER BANCSHARES I COM 73990910 2,227,750 127,300 127,300 127,300
PRAXAIR INC COM 74005P10 119,438,954 2,596,499 2,589,699 5,600 1,200 2,381,311 4,700 210,488
PRE PAID LEGAL SVCS COM 74006510 3,956,833 100,491 100,291 200 100,491
PRECISION CASTPARTS COM 74018910 5,241,913 171,866 171,866 170,166 1,700
PREMARK INTL INC COM 74045910 28,599,463 566,326 561,952 3,800 574 547,652 574 18,100
PREMIER NATL BANCORP COM 74053F10 1,210,533 69,671 69,671 69,671
PREMIER PKS INC COM NEW 74054020 12,109,008 417,552 417,312 240 411,152 6,400
PREMIERE TECHNOLOGIE COM 74058F10 1,252,309 210,933 210,933 210,933
PREMISYS COMMUNICATI COM 74058410 920,894 110,791 110,791 110,791
PRENTISS PPTYS TR SH BEN INT 74070610 4,302,369 193,914 193,914 193,914
PRESIDENTIAL LIFE CO COM 74088410 2,052,979 119,882 117,182 2,700 119,882
PRESSTEK INC COM 74111310 908,541 125,316 118,916 6,400 125,316
PREVIEW TRAVEL INC COM 74137R10 932,750 57,400 57,400 57,400
PRICE COMMUNICATIONS COM NEW 74143730 9,272,689 369,990 369,990 369,990
PRICE T ROWE & ASSOC COM 74147710 45,288,609 1,650,640 1,017,620 491,964 141,056 1,499,684 141,056 9,900
PRICELINE COM INC COM 74150310 7,651,828 118,633 118,633 118,233 400
PRIMEDIA INC COM 74157K10 6,868,106 490,579 488,179 2,400 488,879 1,700
PRIME RETAIL INC COM 74157010 1,587,336 215,232 215,232 215,232
PRIME GROUP REALTY T SH BEN INT 74158J10 625,500 41,700 41,700 41,700
PRIMEX TECHNOLOGIES COM 74159710 815,675 41,300 41,300 41,300
PRIMARK CORP COM 74190310 5,641,161 198,374 97,474 84,900 16,000 182,374 16,000
PRIME HOSPITALITY CO COM 74191710 2,078,248 259,781 259,781 259,781
PRIMUS TELECOMMUNICA COM 74192910 2,312,100 110,100 110,100 110,100
PRIDE INTL INC COM 74193210 3,616,266 254,900 254,900 254,900
PRISON RLTY TR COM 74264N10 4,547,862 423,057 423,057 422,182 875
PRIORITY HEALTHCARE CL B 74264T10 5,610,944 181,731 181,731 181,731
PROBUSINESS SERVICES COM 74267410 1,829,354 68,069 66,069 2,000 68,069
PROCTER & GAMBLE CO COM 74271810 2,334,611,250 24,902,520 22,830,609 1,147,839 924,072 21,457,168 1,551,522 1,893,830
PRODIGY COMMUNICATIO COM 74283P10 999,875 56,331 56,331 56,331
PROFESSIONALS GROUP COM 74295410 925,000 37,000 37,000 37,000
PROFESSIONAL DETAILI COM 74312N10 363,118 14,000 14,000 14,000
PROFIT RECOVERY GROU COM 74316810 6,631,408 148,603 148,603 148,603
PROGRESS SOFTWARE CO COM 74331210 9,744,290 310,575 310,575 310,575
PROGRESSIVE CORP OHI COM 74331510 86,461,033 1,058,443 1,057,643 800 980,443 1,400 76,600
PROJECT SOFTWARE & D COM 74339P10 2,300,767 43,005 42,845 160 43,005
PROLOGIS TR SH BEN INT 74341010 7,945,129 420,934 420,934 420,434 500
PROMUS HOTEL CORP NE COM 74342P10 41,183,049 1,264,758 450,908 813,850 449,283 808,750 6,725
PROTECTION ONE INC COM 74366330 540,960 135,240 135,240 135,240
PAGE TOTAL 2,775,996,130
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Total of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PROTECTIVE LIFE CORP COM 74367410 9,914,375 341,875 341,875 336,375 5,500
PROTEIN DESIGN LABS COM 74369L10 3,147,679 87,133 87,133 87,133
PROVANT INC COM 74372410 554,700 34,400 33,400 1,000 33,400 1,000
PROVIDENT AMER CORP COM 74383210 645,837 42,700 42,700 42,700
PROVIDENT BANKSHARES COM 74385910 2,807,410 131,921 131,921 131,921
PROVIDENT FINL GROUP COM 74386610 7,026,338 192,176 192,176 188,976 3,200
PROVINCE HEALTHCARE COM 74397710 670,450 58,300 58,300 58,300
PROVIDIAN FINL CORP COM 74406A10 176,970,116 2,234,838 2,226,990 5,250 2,598 2,017,610 69,198 148,030
PROXICOM INC COM 74428210 2,653,560 45,360 45,360 45,360
PROXIM INC COM 74428410 8,855,000 192,500 192,500 192,500
PROXYMED PHARMACY IN COM 74429010 1,081,588 86,100 86,100 86,100
PSINET INC COM 74437C10 4,997,281 138,933 138,833 100 138,333 100 500
PUBLIC SVC CO N MEX COM 74449910 8,999,586 493,128 493,128 490,328 2,800
PUBLIC SVC CO N C IN COM 74451610 2,852,954 92,779 92,779 92,779
PUBLIC SVC ENTERPRIS COM 74457310 174,241,469 4,511,106 4,489,849 13,592 7,665 4,164,931 13,665 332,510
PUBLIC STORAGE INC COM 74460D10 8,913,099 353,877 353,877 352,477 1,400
PUBLICARD INC COM 74462710 706,350 83,100 83,100 83,100
PUGET SOUND ENERGY I COM 74533210 11,721,829 522,433 520,633 1,800 515,233 7,200
PULITZER INC COM 74576910 1,852,966 40,781 40,781 40,781
PULTE CORP COM 74586710 21,670,090 996,326 996,026 300 932,340 63,986
QRS CORP COM 74726X10 3,784,016 59,010 57,660 1,350 59,010
QLOGIC CORP COM 74727710 13,311,752 190,680 190,680 187,680 3,000
QUADRAMED CORP COM 74730W10 822,757 109,701 109,701 109,701
QUAKER OATS CO COM 74740210 169,326,939 2,736,597 2,666,129 35,499 34,969 2,439,531 98,969 198,097
QUALCOMM INC COM 74752510 500,227,454 2,644,090 2,632,540 10,350 1,200 2,357,718 76,300 210,072
QUANTA SVCS INC COM 74762E10 4,349,021 148,370 148,370 148,370
QUANEX CORP COM 74762010 1,714,466 66,906 66,906 66,906
QUANTUM CORP COM DSSG 74790620 14,263,635 1,014,339 1,009,839 4,500 996,539 17,800
QUANTUM CORP COM HDDG 74790630 2,376,180 319,508 317,258 2,250 317,908 1,600
QUEENS CNTY BANCORP COM 74824210 2,357,047 85,323 85,323 85,323
QUEST DIAGNOSTICS IN COM 74834L10 3,761,004 144,654 144,654 144,654
QUESTAR CORP COM 74835610 9,843,615 543,096 528,256 11,640 3,200 533,496 3,200 6,400
QUIKSILVER INC COM 74838C10 1,828,120 100,171 100,171 100,171
QUINTILES TRANSNATIO COM 74876710 11,589,612 608,986 606,620 1,616 750 599,036 750 9,200
QUORUM HEALTH GROUP COM 74908410 3,572,514 508,109 507,109 1,000 503,109 5,000
R & B FALCON CORP COM 74912E10 8,564,902 652,564 627,364 700 24,500 626,320 24,500 1,744
QWEST COMMUNICATIONS COM 74912110 34,265,668 1,159,112 1,069,362 77,622 12,128 905,244 12,128 241,740
R & G FINANCIAL CORP CL B 74913610 669,200 47,800 47,800 47,800
RCN CORP COM 74936110 5,315,322 129,642 129,642 129,142 500
PAGE TOTAL 1,242,225,901
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Total of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RFS HOTEL INVS INC COM 74955J10 1,389,361 120,814 120,814 120,814
R H DONNELLEY CORP COM NEW 74955W30 3,134,773 168,310 167,030 464 816 167,434 816 60
R G S ENERGY GROUP I COM 74956K10 7,196,213 293,723 293,723 293,723
RLI CORP COM 74960710 1,428,339 43,283 43,283 43,283
RPC INC COM 74966010 380,300 54,822 54,822 54,822
RPM INC OHIO COM 74968510 9,101,020 746,781 654,279 65,812 26,690 711,239 26,690 8,852
RSA SEC INC COM 74971910 5,506,913 207,323 207,073 250 207,323
RTI INTL METALS INC COM 74973W10 786,060 78,606 77,546 1,060 78,606
RF MICRODEVICES INC COM 74994110 8,612,849 188,259 188,259 187,659 600
RACING CHAMPIONS COR COM 75006910 335,533 59,000 59,000 59,000
RADIAN GROUP INC COM 75023610 21,815,216 508,075 508,075 505,975 2,100
RADIANT SYSTEMS INC COM 75025N10 783,450 48,400 48,400 48,400
RADIO ONE INC CL A 75040P10 1,557,495 37,530 36,030 1,500 37,530
RADISYS CORP COM 75045910 1,256,157 32,004 31,400 604 31,400 604
RAINBOW TECHNOLOGIES COM 75086210 253,391 19,306 9,856 3,450 6,000 13,306 6,000
RAMBUS INC DEL COM 75091710 3,802,750 57,400 57,400 57,200 200
RALCORP HLDGS INC NE COM 75102810 2,339,618 132,279 130,326 1,953 132,279
RALSTON PURINA CO COM RAL-PU 75127730 151,692,488 5,441,883 5,410,200 26,883 4,800 4,830,950 161,200 449,733
RARE MEDIUM GROUP IN COM 75382N10 1,628,660 154,200 154,200 154,200
RARE HOSPITALITY INT COM 75382010 1,059,625 49,000 49,000 49,000
RATIONAL SOFTWARE CO COM NEW 75409P20 13,832,783 472,415 472,015 400 465,315 7,100
RAYMOND JAMES FINANC COM 75473010 3,897,583 195,495 195,495 195,495
RAYONIER INC COM 75490710 8,176,014 194,667 194,567 100 192,767 1,900
RAYOVAC CORP COM 75508110 2,867,258 132,590 132,590 132,590
RAYTHEON CO CL A 75511130 221,768,675 4,572,550 229,460 4,342,740 350 199,261 4,341,625 31,664
RAYTHEON CO CL B 75511140 272,352,222 5,488,206 5,361,762 66,938 59,506 5,026,521 59,506 402,179
RAZORFISH INC CL A 75523610 628,140 14,440 14,440 14,440
READ-RITE CORP COM 75524610 897,753 203,757 203,757 203,757
READERS DIGEST ASSN CL A NON 75526710 18,662,611 638,038 637,338 400 300 590,623 300 47,115
READERS DIGEST ASSN CL B 75526720 45,267,069 1,716,287 230 1,716,057 230 1,716,057
REALNETWORKS INC COM 75605L10 11,569,889 110,651 110,651 110,351 300
REALTY INCOME CORP COM 75610910 3,112,416 134,591 134,591 134,591
RECKSON ASSOCS RLTY COM 75621K10 9,256,594 444,772 444,772 444,772
RED HAT INC COM 75657710 1,515,072 15,782 12,850 2,232 700 15,082 700
REDBACK NETWORKS INC COM 75720910 2,229,120 20,640 20,640 20,640
REDWOOD TR INC COM 75807540 564,053 43,600 43,600 43,600
REEBOK INTL LTD COM 75811010 9,619,133 900,078 897,978 300 1,800 845,548 2,100 52,430
REGAL BELOIT CORP COM 75875010 2,087,180 100,587 100,587 100,587
REGENERON PHARMACEUT COM 75886F10 725,075 89,240 89,240 89,240
PAGE TOTAL 853,088,851
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Total of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
REGIS CORP MINN COM 75893210 2,610,819 135,627 135,627 135,627
REGENCY RLTY CORP COM 75893910 4,376,547 208,407 208,407 208,407
REGIONS FINL CORP COM 75894010 104,978,280 3,499,276 3,418,878 45,720 34,678 3,226,123 40,178 232,975
REINSURANCE GROUP AM COM 75935110 1,532,435 59,658 59,658 59,658
RELIANCE BANCORP INC COM 75945110 1,531,676 40,709 40,709 40,709
RELIANCE GROUP HOLDI COM 75946410 1,484,686 334,615 330,615 4,000 330,615 4,000
RELIANCE STEEL & ALU COM 75950910 1,689,681 80,461 80,461 80,461
RELIANT ENERGY INC COM 75952J10 128,789,059 4,759,037 4,740,062 12,071 6,904 4,328,164 15,504 415,369
RELIASTAR FINL CORP COM 75952U10 16,787,160 504,877 495,827 5,450 3,600 493,777 3,600 7,500
REMEC INC COM 75954310 1,445,372 105,118 105,118 105,118
REMEDY CORP COM 75954810 3,337,325 117,615 117,615 117,615
RENAISSANCE WORLDWID COM 75968A10 735,552 189,820 181,420 8,400 189,820
REPUBLIC BANCSHARES COM 75992910 352,350 24,300 24,300 24,300
RENAL CARE GROUP INC COM 75993010 7,820,025 356,981 356,981 356,981
RENT A CTR INC NEW COM 76009N10 1,533,992 82,362 82,362 82,362
RENT WAY INC COM 76009U10 1,658,111 87,269 87,269 87,269
REPUBLIC BANCORP KY CL A 76028120 291,154 29,300 29,300 29,300
REPUBLIC BANCORP INC COM 76028210 2,220,505 192,052 191,811 241 192,052
REPUBLIC GROUP INC COM 76047310 567,556 40,723 40,723 40,723
REPUBLIC N Y CORP COM 76071910 98,229,346 1,598,863 1,595,013 3,850 1,484,803 2,000 112,060
REPUBLIC SECURITY FI COM 76075810 2,021,621 232,718 231,880 838 232,718
REPUBLIC SVCS INC COM 76075910 2,358,820 216,903 216,903 216,203 700
RES-CARE INC COM 76094310 1,231,616 72,448 72,448 72,448
RESTORATION HARDWARE COM 76098110 414,000 55,200 55,200 55,200
RESMED INC COM 76115210 6,797,912 205,220 205,220 205,220
RESOURCE AMERICA INC CL A 76119520 963,098 129,501 129,051 450 129,501
RESOURCE BANCSHARES COM 76119710 592,558 119,251 119,251 119,251
RESPIRONICS INC COM 76123010 1,285,267 155,790 155,790 155,790
REVLON INC CL A 76152550 1,024,098 56,115 56,115 56,015 100
REXALL SUNDOWN INC COM 76164810 2,074,805 168,519 168,519 168,519
REYNOLDS & REYNOLDS CL A 76169510 9,891,084 485,452 481,852 3,600 457,252 3,600 24,600
REYNOLDS METALS CO COM 76176310 65,099,766 1,078,257 1,077,857 400 988,989 1,400 87,868
REYNOLDS R J TOB HLD COM 76182K10 16,829,829 623,327 621,223 2,104 607,694 15,633
RHYTHMS NETCONNECTIO COM 76243020 6,762,621 196,018 196,018 195,118 900
RICHMOND CNTY FINL C COM 76455610 2,811,453 149,450 149,450 149,450
RIGGS NATL CORP WASH COM 76657010 3,011,563 178,463 177,713 750 178,463
RISK CAP HLDGS INC COM 76771110 709,375 45,400 45,400 45,400
RITE AID CORP COM 76775410 57,548,568 4,166,563 4,157,763 8,200 600 3,808,518 6,100 351,945
RIVIANA FOODS INC COM 76953610 767,555 39,873 39,873 39,873
PAGE TOTAL 564,167,240
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Total of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ROADWAY EXPRESS INC COM 76974210 1,531,486 75,865 75,365 500 75,365 500
ROBBINS & MYERS INC COM 77019610 497,410 32,091 32,091 32,091
ROBERT HALF INTL INC COM 77032310 13,022,433 548,313 542,778 5,535 516,098 32,215
ROBERTS PHARMACEUTIC COM 77049110 6,620,878 218,872 209,672 4,300 4,900 213,972 4,900
ROCK FINL CORP MICH COM 77215010 606,127 33,100 33,100 33,100
ROCK-TENN CO CL A 77273920 1,436,553 99,505 70,252 29,253 99,505
ROCKWELL INTL CORP N COM 77390310 163,409,400 3,112,560 3,093,206 10,616 8,738 2,837,896 13,838 260,826
ROGERS CORP COM 77513310 1,196,286 32,552 32,552 32,552
ROHM & HAAS CO COM 77537110 119,147,980 3,298,214 3,266,435 14,942 16,837 2,962,997 21,937 313,280
ROLLINS INC COM 77571110 2,401,240 155,551 155,551 153,451 2,100
ROLLINS TRUCK LEASIN COM 77574110 2,761,786 272,769 271,869 900 272,769
ROMAC INTL INC COM 77583510 1,711,840 206,719 206,719 206,719
ROPER INDS INC NEW COM 77669610 9,629,934 251,763 251,763 251,763
ROSLYN BANCORP INC COM 77816210 49,520,238 2,770,363 667,838 2,102,525 2,769,463 900
ROSS STORES INC COM 77829610 26,900,765 1,336,684 1,332,648 2,636 1,400 1,296,284 1,400 39,000
ROUGE INDS INC DEL CL A 77908810 254,437 34,500 34,500 34,500
ROUSE CO COM 77927310 6,944,873 301,951 301,451 500 298,951 3,000
ROWAN COS INC COM 77938210 22,729,151 1,398,717 1,395,217 2,600 900 1,279,597 900 118,220
ROYAL DUTCH PETE CO NY REG GLD 78025780 1,656,120,273 28,040,369 28,028,569 11,800 25,791,513 50,100 2,198,756
RUBY TUESDAY INC COM 78118210 5,067,972 259,896 259,896 259,896
RUDDICK CORP COM 78125810 4,107,164 258,719 258,719 255,519 3,200
RURAL CELLULAR CORP CL A 78190410 972,550 21,200 19,300 1,900 21,200
RUSS BERRIE & CO COM 78223310 1,109,807 53,007 53,007 53,007
RUSSELL CORP COM 78235210 10,130,908 714,098 713,398 700 674,118 200 39,780
RYANS FAMILY STEAK H COM 78351910 1,728,279 192,031 192,031 192,031
RYDER SYS INC COM 78354910 24,574,837 1,206,127 1,204,377 400 1,350 1,143,077 3,450 59,600
RYERSON TULL INC NEW COM 78375P10 6,140,913 265,553 265,479 74 263,839 1,714
RYLAND GROUP INC COM 78376410 5,136,267 225,770 225,770 225,770
S & T BANCORP INC COM 78385910 3,003,910 132,040 132,040 132,040
SBC COMMUNICATIONS I COM 78387G10 1,790,810,465 35,071,295 34,300,612 634,697 135,986 30,733,334 1,514,056 2,823,905
SCI SYS INC COM 78389010 18,092,746 407,155 405,755 1,400 401,155 6,000
SCM MICROSYSTEMS INC COM 78401810 2,887,975 63,560 63,560 63,560
SCPIE HLDGS INC COM 78402P10 1,922,067 61,018 61,018 61,018
SCP POOL CORP COM 78402810 1,224,232 52,095 52,095 52,095
SDL INC COM 78407610 7,137,766 93,534 92,734 800 93,234 300
SEI INVESTMENTS CO COM 78411710 4,013,359 44,952 40,636 4,316 44,852 100
SEMCO ENERGY INC COM 78412D10 1,091,504 78,317 78,317 78,317
SFX ENTMT INC CL A 78417810 4,678,918 152,781 152,781 152,181 600
SL GREEN RLTY CORP COM 78440X10 3,993,605 194,810 194,810 194,810
PAGE TOTAL 3,984,268,334
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Total Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SLM HLDG CORP COM 78442A10 108,266,088 2,517,816 2,507,240 6,737 3,839 2,261,137 79,239 177,440
SLI INC COM 78442T10 1,582,394 74,249 73,799 450 74,249
SPDR TR UNIT SER 1 78462F10 311,909,750 2,422,600 2,422,300 300 52,800 2,369,800
SPSS INC COM 78462K10 705,563 36,300 36,300 36,300
SPS TECHNOLOGIES COM 78462610 2,263,093 59,654 59,054 600 59,054 600
SPX CORP COM 78463510 16,472,758 181,518 177,149 3,909 460 177,954 460 3,104
S3 INC COM 78484910 2,509,106 240,405 240,405 240,405
SVI HLDGS INC COM 78487210 921,404 103,100 103,100 103,100
SABRE HLDGS CORP CL A 78590510 25,438,327 591,589 591,209 380 577,789 13,800
SAFECO CORP COM 78642910 63,655,956 2,273,427 2,264,478 2,550 6,399 2,076,987 9,499 186,941
SAFEGUARD SCIENTIFIC COM 78644910 8,432,748 124,011 122,611 1,400 123,611 400
SAFESCIENCE INC COM 78645210 588,962 37,100 37,100 37,100
SAFESKIN CORP COM 78645410 2,055,382 250,077 220,077 30,000 220,077 30,000
SAFETY-KLEEN CORP NE COM NEW 78648R20 2,374,489 196,857 196,857 196,257 600
SAFEWAY INC COM NEW 78651420 310,432,263 8,155,963 8,133,253 21,040 1,670 7,399,614 241,570 514,779
SAGA COMMUNICATIONS CL A 78659810 552,000 24,000 24,000 24,000
SAGA SYS INC COM 78661010 2,195,145 152,050 152,050 152,050
SAGENT TECHNOLOGY IN COM 78669310 578,488 61,300 61,300 61,300
ST FRANCIS CAP CORP COM 78937410 760,794 37,000 37,000 37,000
ST JOE CO COM 79014810 2,453,755 113,800 113,800 112,900 900
ST JUDE MED INC COM 79084910 41,867,689 1,329,133 1,322,633 6,500 1,235,073 5,800 88,260
ST MARY LD & EXPL CO COM 79222810 2,023,172 77,442 70,092 4,650 2,700 74,742 2,700
ST PAUL BANCORP INC COM 79284810 5,189,834 226,878 225,121 1,757 226,878
ST PAUL COS INC COM 79286010 1,04,210,287 3,789,465 3,781,972 5,227 2,266 3,469,375 7,266 312,824
SAKS INC COM 79377W10 12,895,205 849,095 847,295 1,600 200 836,947 200 11,948
SALESLOGIX CORP COM 79466P10 284,000 14,200 14,200 14,200
SALTON INC COM 79575710 1,244,588 40,148 40,148 40,148
SANCHEZ COMPUTER ASS COM 79970210 2,193,345 62,444 62,444 62,444
SANDERSON FARMS INC COM 80001310 274,849 27,400 27,400 27,400
SANDISK CORP COM 80004C10 6,928,661 106,289 106,289 106,289
SANDY SPRING BANCORP COM 80036310 1,168,700 37,700 37,700 37,700
SANMINA CORP COM 80090710 24,437,578 315,833 315,733 100 311,033 4,800
SANGSTAT MED CORP COM 80100310 1,556,591 72,823 72,823 72,823
SANTA CRUZ OPERATION COM 80183310 965,703 80,900 80,900 80,900
SANTA FE SNYDER CORP COM 80218K10 16,866,954 1,874,106 1,867,042 200 6,864 1,852,877 6,864 14,365
SAPIENT CORP COM 80306210 3,930,602 41,704 40,454 1,250 41,704
SARA LEE CORP COM 80311110 359,402,920 15,375,526 14,978,654 146,674 250,198 13,403,824 679,118 1,292,584
SAUER INC COM 80413710 648,348 53,200 53,200 53,200
SAUL CTRS INC COM 80439510 715,050 45,400 45,400 45,400
PAGE TOTAL 1,450,952,541
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Total Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SAWTEK INC COM 80546810 4,992,750 142,650 142,650 142,650
SCANA CORP COM 80589810 14,621,404 604,515 602,765 350 1,400 594,115 1,400 9,000
SCHAWK INC CL A 80637310 397,800 40,800 40,800 40,800
SCHEIN HENRY INC COM 80640710 1,772,970 124,419 124,419 124,419
SCHEIN PHARMACEUTICA COM 80641610 205,218 21,890 21,890 21,890
SCHERING PLOUGH CORP COM 80660510 1,092,532,241 25,043,719 24,412,505 286,772 344,442 22,436,488 999,342 1,607,889
SCHLUMBERGER LTD COM 80685710 472,313,806 7,579,821 7,577,621 2,200 6,845,899 13,300 720,622
SCHOLASTIC CORP COM 80706610 4,993,200 99,864 99,064 800 98,764 1,100
SCHOOL SPECIALTY INC COM 80786310 1,332,433 78,959 78,900 59 78,959
SCHULMAN A INC COM 80819410 3,820,619 220,692 213,092 7,600 218,567 2,125
SCHWAB CHARLES CORP COM 80851310 433,573,767 12,966,886 12,934,621 27,465 4,800 11,419,359 388,550 1,158,977
SCHWEITZER-MAUDUIT I COM 80854110 1,004,700 77,661 77,661 77,661
SCIENT CORP COM 80864H10 796,800 12,450 12,450 12,450
SCIENTIFIC ATLANTA I COM 80865510 55,649,502 1,122,826 1,120,596 2,230 1,042,716 1,500 78,610
SCIENTIFIC GAMES HLD COM 80874710 789,289 39,964 39,964 39,964
SCOTT TECHNOLOGIES I COM 81002230 1,501,355 76,018 76,018 76,018
SCOTTS CO CL A 81018610 3,130,169 90,402 90,402 90,402
SCRIPPS E W CO OHIO CL A 81105420 6,143,032 125,049 125,049 124,449 600
SEACOAST FINL SVCS C COM 81170Q10 1,275,960 127,596 122,000 5,596 127,596
SEAGATE TECHNOLOGY COM 81180410 110,772,431 3,617,059 3,609,659 7,400 3,296,320 5,400 315,339
SEAGRAM LTD COM 81185010 251,475,952 5,526,944 5,525,244 1,700 5,090,307 436,637
SEACOR SMIT INC COM 81190410 3,105,801 60,601 60,601 60,601
SEALED AIR CORP NEW COM 81211K10 73,407,819 1,430,617 1,367,109 62,848 660 1,270,327 39,284 121,006
SEARS ROEBUCK & CO COM 81238710 1,167,062,432 37,197,209 6,821,899 30,368,298 7,012 6,284,793 30,371,902 540,514
SECOND BANCORP INC COM 81311410 1,297,485 48,055 48,055 48,055
SECURITY CAP GROUP I CL B 81413P20 2,693,889 183,420 183,420 183,420
SECURITY FIRST TECHN COM 81427910 4,827,886 124,190 124,190 124,190
SEITEL INC COM NEW 81607430 1,118,227 114,690 114,690 114,690
SELECT COMFORT CORP COM 81616X10 555,514 80,080 80,080 80,080
SELECTIVE INS GROUP COM 81630010 2,675,738 141,761 141,761 141,761
SEMTECH CORP COM 81685010 7,518,087 205,272 205,272 205,272
SEMPRA ENERGY COM 81685110 81,172,044 3,900,252 3,893,951 5,701 600 3,543,896 10,000 346,356
SENSORMATIC ELECTRS COM 81726510 6,109,374 481,546 479,546 2,000 476,346 5,200
SEPRACOR INC COM 81731510 16,283,236 215,672 177,641 1,600 36,431 176,541 36,431 2,700
SEQUA CORPORATION CL A 81732010 4,362,687 69,249 69,249 68,549 700
SERENA SOFTWARE INC COM 81749210 669,587 39,100 39,100 39,100
SEROLOGICALS CORP COM 81752310 404,323 95,135 95,135 95,135
SERVICE CORP INTL COM 81756510 47,057,311 4,455,341 4,430,751 21,590 3,000 4,074,963 18,900 361,478
SERVICE EXPERTS INC COM 81756710 828,879 79,892 79,892 79,892
PAGE TOTAL 3,884,245,717
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Total Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SERVICEMASTER CO COM 81760N10 22,503,600 1,401,046 1,394,547 2,029 4,470 1,291,756 4,470 104,820
7-ELEVEN INC COM 81782610 1,485,829 754,611 754,611 754,611
SHARED MED SYS CORP COM 81948610 20,266,171 433,501 432,711 720 70 407,451 470 25,580
SHAW INDS INC COM 82028610 21,343,620 1,344,480 1,343,480 1,000 1,276,929 67,551
SHERWIN WILLIAMS CO COM 82434810 62,006,474 2,961,574 2,957,274 3,300 1,000 2,670,078 4,700 286,796
SHOE CARNIVAL INC COM 82488910 486,484 43,978 43,978 43,978
SHOPKO STORES INC COM 82491110 3,933,879 135,651 135,651 135,651
SHOP AT HOME INC COM NEW 82506630 1,081,800 120,200 118,900 1,300 120,200
SHORELINE FINL CORP COM 82519010 983,149 47,525 47,525 47,525
SHOREWOOD PACKAGING COM 82522910 1,396,899 103,001 102,701 300 103,001
SHURGARD STORAGE CTR COM 82567D10 3,522,172 142,310 142,310 142,310
SICOR INC COM 82584610 1,440,445 362,924 362,924 362,924
SIEBEL SYS INC COM 82617010 28,015,346 420,493 419,243 1,250 413,393 7,100
SIERRA HEALTH SVCS I COM 82632210 1,375,299 135,832 135,832 135,832
SIERRA PAC RES NEW COM 82642810 12,370,243 555,966 554,149 1,817 550,666 5,300
SIGMA ALDRICH CORP COM 82655210 56,598,407 1,782,627 1,758,912 7,775 15,940 1,649,357 28,740 104,530
SIGCORP INC COM 82691210 2,825,221 110,793 110,793 110,793
SILGAN HOLDINGS INC COM 82704810 977,560 48,878 48,878 48,878
SILICON GRAPHICS INC COM 82705610 32,227,139 2,946,616 2,943,266 3,350 2,755,886 4,600 186,130
SILICON VY BANCSHARE COM 82706410 2,428,591 100,667 89,800 10,867 100,667
SILICON VY GROUP INC COM 82706610 1,855,547 157,090 157,090 157,090
SILICONIX INC COM NEW 82707920 554,835 11,805 11,795 10 11,805
SILKNET SOFTWARE INC COM 82709410 765,675 16,600 16,600 16,600
SIMMONS 1ST NATL COR CL A $5 PA 82873020 892,500 30,000 30,000 30,000
SIMON PPTY GROUP INC COM 82880610 15,653,711 697,674 697,674 635,920 61,754
SIMPSON INDS INC COM 82906010 1,001,863 90,568 90,568 90,568
SIMPSON MANUFACTURIN COM 82907310 1,782,421 38,025 38,025 38,025
SINCLAIR BROADCAST G CL A 82922610 1,101,685 121,572 121,572 121,572
SITEL CORP COM 82980K10 909,075 213,900 213,900 213,900
SIPEX CORP COM 82990910 1,270,991 88,806 88,806 88,806
SKY FINL GROUP INC COM 83080P10 6,945,660 295,560 295,560 295,560
SKYLINE CORP COM 83083010 1,226,990 47,767 47,767 47,767
SKYTEL COMMUNICATION COM 83087Q10 7,364,811 402,185 402,185 402,185
SKYWEST INC COM 83087910 5,575,595 254,164 254,164 254,164
SMART & FINAL INC COM 83168310 512,080 51,208 51,208 51,208
SMART MODULAR TECH I COM 83169010 4,742,997 139,246 139,246 139,246
SMITH A O COM 83186520 3,024,969 99,999 99,549 450 99,999
SMITH INTL INC COM 83211010 11,522,371 284,503 279,503 5,000 280,503 4,000
SMITH CHARLES E RESD COM 83219710 4,282,263 125,260 125,260
PAGE TOTAL 348,254,367
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Total Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SMITHFIELD FOODS INC COM 83224810 12,345,579 461,517 461,517 461,517
SMUCKER J M CO CL A 83269610 4,272,087 202,229 202,229 200,229 2,000
SMURFIT-STONE CONTAI COM 83272710 10,296,030 476,117 476,117 471,227 4,890
SNYDER COMMUNICATION COM 83291410 5,091,168 335,232 335,232 329,832 5,400
SNAP ON INC COM 83303410 35,403,712 1,089,345 1,082,310 5,835 1,200 1,001,331 1,700 86,314
SODEXHO MARRIOTT SVC COM 83379310 1,817,436 106,908 105,208 200 1,500 105,083 1,500 325
SOFTNET SYS INC COM 83396410 1,472,250 60,400 60,400 60,400
SOLA INTL INC COM 83409210 1,858,186 119,883 119,883 119,883
SOLECTRON CORP COM 83418210 346,263,388 4,821,804 4,618,151 146,394 57,259 4,272,594 183,459 365,751
SOLUTIA INC COM 83437610 34,929,537 1,954,100 1,952,750 1,250 100 1,910,660 100 43,340
SONAT INC COM 83541510 70,465,935 1,775,542 1,745,731 11,700 8,111 1,607,103 20,011 148,428
SONIC CORP COM 83545110 6,196,181 203,574 203,574 203,574
SONOCO PRODS CO COM 83549510 100,424,902 4,402,284 607,728 3,789,111 5,445 614,608 3,778,523 9,153
SONY CORP ADR NEW 83569930 8,358,453 55,700 55,700 55,700
SOTHEBYS HLDGS INC CL A 83589810 6,639,698 257,233 257,233 252,833 4,400
SOURCE INFORMATION M COM NEW 83615120 512,150 36,100 36,100 36,100
SOURCE MEDIA INC COM NEW 83615330 551,700 61,300 61,300 61,300
SOUTH JERSEY INDS IN COM 83851810 931,749 35,327 35,327 35,327
SOUTHDOWN INC COM 84129710 13,295,499 248,514 244,965 1,925 1,624 243,874 1,624 3,016
SOUTHERN CO COM 84258710 289,655,467 11,248,756 11,218,052 22,690 8,014 10,241,474 26,314 980,968
SOUTHERN PERU COPPER COM 84361110 2,271,290 134,595 134,595 134,595
SOUTHERN UN CO NEW COM 84403010 2,020,422 106,338 95,587 992 9,759 96,579 9,759
SOUTHTRUST CORP COM 84473010 96,666,263 2,694,530 2,690,680 3,850 2,514,960 3,300 176,270
SOUTHWEST AIRLS CO COM 84474110 124,295,267 8,184,320 8,168,007 9,938 6,375 7,426,609 20,375 737,336
SOUTHWEST BANCORPORA COM 84476R10 2,347,543 134,630 134,630 134,630
SOUTHWEST GAS CORP COM 84489510 5,105,127 189,521 189,521 189,521
SOUTHWEST SECS GROUP COM 84522410 1,502,226 55,638 55,638 55,638
SOUTHWESTERN ENERGY COM 84546710 971,808 107,240 107,240 107,240
SOVEREIGN BANCORP IN COM 84590510 9,738,491 1,070,870 1,057,010 13,860 1,056,070 14,800
SOVRAN SELF STORAGE COM 84610H10 1,352,692 59,459 59,459 59,459
SPARTECH CORP COM NEW 84722020 2,670,176 91,095 91,095 91,095
SPECIALTY EQUIP COS COM NEW 84749720 1,366,126 54,104 54,104 54,104
SPEEDFAM-IPEC INC COM 84770510 1,494,264 124,522 124,522 124,522
SPEEDWAY MOTORSPORTS COM 84778810 1,904,905 43,981 43,981 43,981
SPIEGEL INC CL A 84845710 1,091,475 107,800 107,800 107,800
SPIEKER PPTYS INC COM 84849710 10,468,155 301,789 301,789 301,089 700
SPORTSLINE USA INC COM 84893410 2,260,901 76,480 76,480 76,480
SPRINGS INDS INC CL A 85178310 10,768,515 317,309 317,109 200 270,579 46,730
SPRINT CORP COM FON 85206110 712,727,548 13,137,835 13,011,433 82,842 43,560 12,160,002 64,060 913,773
PAGE TOTAL 1,941,804,301
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Total Cusip Fair Market Shares Investment Discretion Voting Authority
--------------------------------- --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SPRINT CORP PCS COM 85206150 484,142,175 6,493,149 6,419,498 60,733 12,918 6,030,401 21,318 441,430
SPYGLASS INC COM 85219210 942,500 75,400 74,200 1,200 75,400
SS&C TECHNOLOGIES IN COM 85227Q10 265,650 48,300 48,300 48,300
STAFF LEASING INC COM 85238110 947,280 94,728 94,728 94,728
STAFFMARK INC COM 85238910 1,143,285 144,045 144,045 144,045
STANCORP FINL GROUP COM 85289110 1,461,758 65,330 65,330 65,330
STANDARD MTR PRODS I COM 85366610 1,187,484 61,094 61,094 61,094
STANDARD PAC CORP NE COM 85375C10 5,193,244 506,658 506,658 506,658
STANDARD PRODS CO COM 85383610 2,786,837 78,702 78,609 93 78,702
STANDARD REGISTER CO COM 85388710 3,103,950 132,083 132,083 130,183 1,900
STANDEX INTL CORP COM 85423110 1,562,058 57,854 55,334 2,520 55,334 2,520
STANFORD TELECOMMUNI COM 85440210 1,724,210 54,200 54,200 54,200
STANLEY WKS COM 85461610 36,838,884 1,462,615 1,422,581 27,134 12,900 1,324,550 14,700 123,365
STAR TELECOMMUNICATI COM 85492310 939,151 173,724 173,724 173,724
STAPLES INC COM 85503010 198,749,002 9,111,911 7,608,921 1,183,208 319,782 7,933,206 535,432 643,273
STARBUCKS CORP COM 85524410 24,976,026 1,007,870 972,515 33,105 2,250 990,720 2,250 14,900
STARMEDIA NETWORK IN COM 85554610 862,529 23,490 22,490 1,000 23,490
STARRETT L S CO CL A 85566810 830,526 33,388 33,388 33,388
STARWOOD FINL TR MD CL A SH B 85568W10 4,472,210 160,082 160,082 159,382 700
STARTEK INC COM 85569C10 2,299,262 41,900 41,900 41,900
STATE AUTO FINL CORP COM 85570710 722,071 70,446 70,446 70,446
STARWOOD HOTELS&RESO PAIRED CT 85590A20 17,201,771 770,965 770,965 705,729 65,236
STATE STR CORP COM 85747710 470,604,937 7,282,088 2,556,598 4,516,744 208,746 2,560,760 4,505,397 215,931
STATEN IS BANCORP IN COM 85755010 3,865,677 205,490 204,990 500 205,490
STATION CASINOS INC COM 85768910 4,356,538 187,378 187,378 187,378
STEEL DYNAMICS INC COM 85811910 3,946,441 251,574 244,874 6,700 251,574
STEELCASE INC CL A 85815520 3,807,588 273,200 273,200 260,100 13,100
STEIN MART INC COM 85837510 1,047,261 146,984 146,984 146,984
STEINWAY MUSICAL INS COM ORD 85849510 931,696 44,500 44,500 44,500
STEPAN CO COM 85858610 695,583 30,744 30,744 30,744
STERLING BANCSHARES COM 85890710 1,355,753 118,541 118,541 118,541
STERICYCLE INC COM 85891210 951,717 64,800 64,800 64,800
STERIS CORP COM 85915210 6,476,992 471,054 466,114 4,940 466,354 4,700
STERLING COMM INC COM 85920510 8,472,253 456,430 454,930 1,500 449,064 7,366
STERLING FINL CORP COM 85931710 889,350 23,100 23,100 23,100
STERLING SOFTWARE IN COM 85954710 13,662,000 683,100 682,700 400 662,500 20,600
STEWART & STEVENSON COM 86034210 2,972,773 226,497 226,497 224,797 1,700
STEWART ENTERPRISES CL A 86037010 3,554,756 586,400 586,400 577,900 8,500
STEWART INFORMATION COM 86037210 1,585,819 86,600 86,600 86,600
PAGE TOTAL 1,321,528,997
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Total Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STILLWATER MNG CO COM 86074Q10 4,791,705 178,296 176,196 2,100 178,296
STONE & WEBSTER INC COM 86157210 1,156,456 41,302 41,302 41,302
STONE ENERGY CORP COM 86164210 8,667,909 169,959 169,959 169,959
STONERIDGE INC COM 86183P10 1,693,020 97,440 97,440 97,440
STORAGE USA INC COM 86190710 4,635,702 168,571 168,571 168,571
STORAGE TECHNOLOGY C COM PAR 86211120 11,179,794 578,904 577,338 1,566 570,604 8,300
STRAYER ED INC COM 86323610 768,188 38,651 38,651 38,651
STRIDE RITE CORP COM 86331410 3,061,086 437,298 436,798 500 437,298
STRUCTURAL DYNAMICS COM 86355510 6,924,405 460,675 460,675 458,275 2,400
STRYKER CORP COM 86366710 22,877,466 447,481 440,181 6,300 1,000 438,681 1,000 7,800
STUDENT LN CORP COM 86390210 972,826 23,764 23,764 23,764
STURM RUGER & CO INC COM 86415910 793,170 88,130 88,130 88,130
SUIZA FOODS CORP COM 86507710 14,677,800 391,408 391,408 389,108 2,300
SUMMIT BANCORP COM 86600510 86,113,098 2,654,780 2,614,402 10,278 30,100 2,433,190 33,700 187,890
SUMMIT PPTYS INC COM 86623910 5,172,056 259,420 259,420 259,420
SUMMIT TECHNOLOGY IN COM 86627E10 3,920,599 214,100 214,100 214,100
SUN COMMUNITIES INC COM 86667410 3,875,296 117,213 117,213 117,213
SUN MICROSYSTEMS INC COM 86681010 1,196,379,621 12,864,297 12,616,468 211,434 36,395 11,635,170 399,515 829,612
SUNAIR ELECTRS INC COM 86701710 859,337 298,900 298,900 298,900
SUNBEAM CORP COM 86707110 2,197,638 386,432 371,032 15,400 386,432
SUNGLASS HUT INTL IN COM 86736F10 2,242,122 212,282 212,282 212,282
SUNGARD DATA SYS INC COM 86736310 18,986,081 721,575 614,344 96,831 10,400 701,575 10,400 9,600
SUNOCO INC COM 86764P10 38,983,450 1,424,053 1,422,537 1,416 100 1,324,989 1,000 98,064
SUNQUEST INFORMATION COM 86765410 259,612 16,100 16,100 16,100
SUNRISE ASSISTED LIV COM 86768K10 2,403,143 90,473 90,473 90,473
SUNRISE TECHNOLOGIES COM 86769L10 966,592 204,830 204,830 204,830
SUNTERRA CORP COM 86787D10 2,090,866 176,073 176,073 176,073
SUNRISE MED INC COM 86791010 567,444 94,574 94,574 94,574
SUNTRUST BKS INC COM 86791410 345,415,586 5,253,469 5,212,433 25,236 15,800 4,786,188 23,600 443,681
SUNSTONE HOTEL INVS COM 86793310 3,087,778 352,889 352,889 352,889
SUPERGEN INC COM 86805910 1,734,771 75,632 75,632 75,632
SUPERIOR CONSULTANT COM 86814610 429,474 36,551 36,551 36,551
SUPERIOR INDS INTL I COM 86816810 4,435,284 158,403 158,403 156,603 1,800
SUPERIOR NATL INS GR COM 86822410 1,074,336 76,400 76,400 76,400
SUPERIOR TELECOM INC COM 86836510 3,194,430 229,205 229,205 229,205
SUPERVALU INC COM 86853610 86,461,639 3,919,030 3,912,980 6,050 3,660,570 4,200 254,260
SUSQUEHANNA BANCSHAR COM 86909910 3,038,104 176,122 173,872 2,250 173,872 2,250
SWIFT ENERGY CO COM 87073810 896,703 71,026 71,026 71,026
SWIFT TRANSN CO COM 87075610 6,341,379 322,110 322,110 317,810 4,300
PAGE TOTAL 1,903,325,966
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Total Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SYBASE INC COM 87113010 16,692,812 1,413,185 1,405,185 8,023 1,413,208
SYBRON INTL CORP COM 87114F10 15,435,360 574,339 566,339 8,000 565,739 8,600
SYKES ENTERPRISES IN COM 87123710 2,804,591 113,606 113,606 113,606
SYLVAN LEARNING SYS COM 87139910 5,638,977 291,044 281,194 4,500 5,350 281,794 5,350 3,900
SYMANTIC CORP COM 87150310 28,325,335 787,493 787,493 782,793 4,700
SYMBOL TECHNOLOGIES COM 87150810 15,642,350 465,200 464,920 280 457,801 7,399
SYNCOR INTL CORP DEL COM 87157J10 1,975,687 52,685 52,685 52,685
SYNOPSYS INC COM 87160710 20,601,670 366,865 363,965 400 2,500 358,371 2,500 5,994
SYNOVUS FINL CORP COM 87161C10 72,862,948 3,899,125 3,898,625 500 3,609,325 6,300 283,500
SYNTEL INC COM 87162H10 311,690 35,120 35,120 35,120
SYNTROLEUM CORP COM 87163010 868,626 123,000 123,000 123,000
SYSCO CORP COM 87182910 247,507,952 7,059,151 5,436,063 891,571 731,517 5,696,765 890,317 472,069
SYSTEMAX INC COM 87185110 1,392,787 166,303 166,303 166,303
SYSTEMS & COMPUTER T COM 87187310 2,007,960 159,844 159,844 159,844
SYNTHETIC INDS INC COM 87191410 999,187 36,500 36,500 36,500
TCF FINL CORP COM 87227510 14,248,153 498,850 497,058 1,792 490,258 1,792 6,800
TECO ENERGY INC COM 87237510 19,901,609 942,088 803,513 65,776 72,799 858,289 72,799 11,000
THQ INC COM NEW 87244340 2,358,937 54,700 54,700 54,700
TJ INTL INC COM 87253410 1,623,853 64,631 64,631 64,631
TJX COS INC NEW COM 87254010 214,054,382 7,627,909 7,220,771 401,238 5,900 6,636,966 540,043 450,900
TNP ENTERPRISES INC COM 87259410 2,733,377 70,200 70,200 70,200
TRW INC COM 87264910 97,618,604 1,962,183 1,940,277 13,380 8,526 1,782,476 13,926 165,781
TSI INC MINN COM 87287610 546,504 44,500 9,500 20,000 15,000 29,500 15,000
TSI INTERNATIONAL SO COM 87287910 2,661,505 98,120 94,120 4,000 98,120
TMP WORLDWIDE INC COM 87294110 3,993,278 65,598 65,598 65,398 200
TV GUIDE INC CL A 87307Q10 2,947,677 75,340 75,340 75,340
TALBOTS INC COM 87416110 12,716,356 284,565 67,886 216,479 200 67,886 216,679
TALK COM INC COM 87426410 2,352,776 182,301 182,301 182,301
TANDY CORP COM 87538210 191,648,108 3,707,859 3,696,259 5,200 6,400 3,302,514 97,300 308,045
TANGER FACTORY OUTLE COM 87546510 664,581 29,133 29,133 29,133
TARRANT APPAREL GROU COM 87628910 313,200 27,840 27,840 27,840
TAUBMAN CTRS INC COM 87666410 2,054,693 178,669 178,669 178,669
TECH DATA CORP COM 87823710 6,756,891 290,232 288,757 375 1,100 285,332 1,100 3,800
TECHNE CORP COM 87837710 3,498,689 111,512 111,512 111,512
TECHNITROL INC COM 87855510 2,173,515 61,660 60,760 900 61,660
TECHNOLOGY SOLUTIONS COM 87872T10 2,894,367 204,911 204,911 204,911
TECUMSEH PRODS CO CL A 87889520 5,780,866 115,329 114,329 1,000 112,929 1,000 1,400
TEJON RANCH CO DEL COM 87908010 993,856 33,978 33,978 33,978
TEKELEC COM 87910110 2,196,522 159,030 159,030 159,030
PAGE TOTAL 1,029,800,231
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Total Cusip Fair Market Shares Investment Discretion Voting Authority
---------------------------------- --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TEKTRONIX INC COM 87913110 27,053,092 807,555 805,155 300 2,100 757,915 2,800 46,840
TELCOM SEMICONDUCTOR COM 87921P10 203,987 15,999 15,999 15,999
TELEBANC FINANCIAL C COM 87925R10 3,527,510 153,370 153,370 153,370
TELEFLEX INC COM 87936910 8,426,188 213,662 209,762 3,900 210,762 2,900
TELEFONICA S A SPONSORED 87938220 1,095,120 22,815 22,815 22,815
TELEPHONE & DATA SYS COM 87943310 30,298,569 341,154 338,717 2,437 335,754 5,400
TELESCAN INC COM 87951610 908,966 55,300 55,300 55,300
TELIGENT INC CL A 87959Y10 3,562,557 71,700 71,700 71,500 200
TELLABS INC COM 87966410 427,795,067 7,513,481 7,499,277 13,404 800 6,892,746 184,500 436,235
TEMPLE INLAND INC COM 87986810 78,910,637 1,293,617 911,789 381,828 822,986 381,898 88,733
TELETECH HOLDINGS IN COM 87993910 1,606,744 112,754 112,754 112,754
TENFOLD CORP COM 88033A10 658,525 24,850 24,850 24,850
TENET HEALTHCARE COR COM 88033G10 87,816,620 5,000,377 4,993,652 6,725 4,595,001 405,376
TENNANT CO COM 88034510 1,473,935 43,511 43,511 43,511
TENNECO INC NEW COM 88037E10 46,388,767 2,728,751 2,722,899 5,652 200 2,549,662 2,600 176,489
TERADYNE INC COM 88077010 52,637,274 1,493,256 1,486,656 6,400 200 1,466,956 200 26,100
TERAYON COMMUNICATIO COM 88077510 3,470,613 71,010 71,010 71,010
TEREX CORP NEW COM 88077910 8,333,514 264,556 264,556 264,556
TERRA INDS INC COM 88091510 241,887 143,383 143,383 143,383
TESORO PETE CORP COM 88160910 9,933,660 602,040 602,040 602,040
TETRA TECH INC NEW COM 88162G10 2,773,112 166,184 166,184 166,184
TEXACO INC COM 88169410 2,564,895,189 40,632,003 8,802,656 31,735,971 93,376 39,941,874 106,376 583,753
TEXAS INDS INC COM 88249110 4,020,975 108,675 107,275 1,400 108,675
TEXAS INSTRS INC COM 88250810 1,133,763,527 13,784,359 13,686,791 91,356 6,212 12,294,832 374,212 1,115,315
TEXAS REGL BANCSHARE CL A VTG 88267310 1,784,945 72,119 72,119 72,119
TEXAS UTILS CO COM 88284810 170,565,539 4,571,332 4,554,738 11,245 5,349 4,176,262 11,949 383,121
TEXTRON INC COM 88320310 189,652,160 2,451,078 2,419,312 22,175 9,591 2,225,619 14,691 210,768
THEGLOBE COM INC COM 88335R10 713,366 52,120 52,120 52,120
THERAGENICS CORP COM 88337510 1,588,675 124,602 124,602 124,602
THERMO BIOANALYSIS C COM 88355H10 485,100 26,400 26,400 26,400
THERMO CARDIOSYSTEMS COM NONRED 88355K20 568,168 79,743 79,743 79,743
THERMO ECOTEK CORP COM 88355R10 335,294 37,000 37,000 37,000
THERMO FIBERTEK INC COM 88355W10 202,676 33,090 33,090 33,090
THERMO ELECTRON CORP COM 88355610 34,633,854 2,577,499 2,547,615 25,794 4,090 2,414,469 9,090 153,940
THERMO INSTR SYS INC COM 88355910 1,097,757 102,719 102,719 102,469 250
THERMO OPTEK CORP COM 88358210 259,625 31,000 31,000 31,000
THERMOQUEST CORP COM 88365510 373,511 36,890 36,890 36,890
THESTREET COM COM 88368Q10 514,750 28,400 28,200 200 28,400
THERMEDICS INC COM 88390110 612,936 83,110 79,110 4,000 83,110
PAGE TOTAL 4,903,184,391
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Total Cusip Fair Market Shares Investment Discretion Voting Authority
--------------------------- --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
THOMAS & BETTS CORP COM 88431510 45,521,376 892,576 885,320 4,460 2,796 833,490 3,796 55,290
THOMAS INDS INC COM 88442510 1,345,464 72,000 72,000 72,000
THOR INDS INC COM 88516010 881,254 34,559 32,309 2,250 34,559
THORNBURG MTG ASSET COM 88521810 878,062 99,644 99,644 99,644
3DFX INTERACTIVE INC COM 88553X10 872,693 105,781 105,781 105,781
3COM CORP COM 88553510 162,725,833 5,660,029 5,435,874 223,555 600 5,059,384 219,630 381,015
TICKETMASTER ONLINE- CL B 88633P20 2,000,264 82,700 82,700 82,700
TIDEWATER INC COM 88642310 18,052,597 707,945 707,245 200 500 686,810 500 20,635
TIFFANY & CO NEW COM 88654710 25,654,354 428,022 424,822 1,200 2,000 414,422 2,000 11,600
TIMBERLAND CO CL A 88710010 2,138,800 54,754 54,094 600 60 54,694 60
TIME WARNER INC COM 88731510 1,292,838,124 21,281,286 21,049,175 207,082 5,029 18,809,958 687,173 1,784,155
TIME WARNER TELECOM CL A 88731910 1,551,430 74,320 74,320 74,320
TIMES MIRROR CO NEW COM SER A 88736410 77,271,251 1,174,121 1,163,212 3,600 7,309 1,028,611 41,909 103,601
TIMKEN CO COM 88738910 16,484,297 1,022,282 1,020,182 2,100 958,602 200 63,480
TITAN CORP COM 88826610 2,849,125 198,200 198,200 198,200
TITAN INTL INC ILL COM 88830M10 745,913 72,772 72,772 72,772
TITANIUM METALS CORP COM 88833910 825,725 92,394 92,394 92,394
TOLL BROTHERS INC COM 88947810 2,065,215 108,342 108,342 108,342
TOO INC COM 89033310 2,013,177 112,236 111,053 1,162 21 102,213 21 10,002
TOOTSIE ROLL INDS IN COM 89051610 3,694,525 112,381 111,302 1,079 111,957 424
TOPPS INC COM 89078610 1,985,250 264,700 264,700 264,700
TORCHMARK CORP COM 89102710 54,530,838 2,107,472 2,086,472 17,900 3,100 1,968,352 7,400 131,720
TORO CO COM 89109210 2,699,334 72,223 72,223 72,223
TOSCO CORP COM NEW 89149030 89,610,356 3,548,925 3,541,488 5,437 2,000 3,356,725 4,000 188,200
TOTAL RENAL CARE HLD COM 89151A10 4,176,753 561,618 559,418 2,200 554,118 2,200 5,300
TOTAL FINA S A SPONSORED 89151E10 7,143,006 112,600 112,600 112,600
TOWER AUTOMOTIVE INC COM 89170710 9,555,486 482,308 475,558 4,450 2,300 480,008 2,300
TOTAL SYS SVCS INC COM 89190610 2,281,028 140,371 140,371 139,921 450
TRACK DATA CORP COM 89191810 220,863 22,800 22,800 22,800
TOWN & CTRY TR SH BEN INT 89208110 1,501,750 84,907 84,907 84,907
TOYOTA MOTOR CORP ADR 2 COM 89233130 935,625 15,000 15,000 15,000
TOYS R US INC COM 89233510 70,934,520 4,728,968 4,727,243 1,725 4,283,350 5,500 440,118
TRACTOR SUPPLY CO COM 89235610 533,900 28,100 28,100 28,100
TRAMMELL CROW CO COM 89288R10 1,648,035 124,380 124,380 124,380
TRANS WORLD AIRLS IN COM PAR$.0 89334983 930,298 261,173 261,173 261,173
TRANS WORLD ENTMT CO COM 89336Q10 1,927,409 151,920 151,920 151,920
TRANSACTION NETWORK COM 89341410 2,000,454 50,967 50,967 50,967
TRANSACTION SYS ARCH CL A 89341610 5,996,607 222,616 222,616 220,416 2,200
TRANSATLANTIC HLDGS COM 89352110 6,106,411 86,924 86,924 86,574 350
PAGE TOTAL 1,925,127,402
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Total Cusip Fair Market Shares Investment Discretion Voting Authority
--------------------------- --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TRANSKARYOTIC THERAP COM 89373510 4,268,697 83,089 83,089 83,089
TRANSMONTAIGNE INC COM 89393410 1,765,500 117,700 117,700 117,700
TRAVELERS PPTY CAS C CL A 89393910 6,964,950 236,100 236,100 235,200 900
TRANSWITCH CORP COM 89406510 7,062,870 123,910 123,910 123,910
TREDEGAR CORP COM 89465010 2,103,364 98,403 98,403 98,403
TREMONT CORP COM PAR $1 89474520 288,887 12,100 12,100 12,100
TRENDWEST RESORTS IN COM 89491710 603,928 23,228 23,228 23,228
TRENWICK GROUP INC COM 89529010 861,356 52,008 52,008 52,008
TREX INC COM 89531P10 467,491 17,600 17,600 17,600
TRIAD HOSPITALS INC COM 89579K10 1,935,565 191,167 190,754 413 186,626 4,541
TRIANGLE BANCORP INC COM 89583510 2,355,623 127,331 127,331 127,331
TRIANGLE PHARMACEUTI COM 89589H10 2,347,922 121,970 121,970 121,970
TRIAD GTY INC COM 89592510 1,065,943 63,167 63,167 63,167
TRIARC COS INC CL A 89592710 1,970,746 91,932 91,932 91,932
TRIGEN ENERGY CORP COM 89593010 552,781 24,100 24,100 24,100
TRICON GLOBAL RESTAU COM 89595310 226,505,608 5,533,029 3,644,927 1,877,587 10,515 3,147,648 2,192,982 192,399
TRIBUNE CO NEW COM 89604710 248,615,575 4,997,298 4,781,348 128,130 87,820 4,540,934 93,220 363,144
TRIGON HEALTHCARE IN COM 89618L10 17,437,767 596,163 596,163 587,563 8,600
TRIMBLE NAVIGATION L COM 89623910 1,044,013 97,690 97,490 200 97,690
TRINET CORP RLTY TR COM 89628710 5,775,076 242,528 242,528 242,528
TRINITY INDS INC COM 89652210 13,480,982 436,631 436,531 100 429,181 7,450
TRIQUINT SEMICONDUCT COM 89674K10 4,750,810 83,075 81,000 2,075 83,075
TRIUMPH GROUP INC NE COM 89681810 1,382,578 52,051 52,051 52,051
TROPICAL SPORTSWEAR COM 89708P10 413,475 22,200 22,200 22,200
TRUE NORTH COMMUNICA COM 89784410 7,307,482 200,893 200,893 200,893
TRUST CO NJ JERSEY C COM 89830410 1,877,812 81,644 81,644 81,644
TRUSTCO BK CORP N Y COM 89834910 3,808,996 128,983 128,983 128,983
TRUSTMARK CORP COM 89840210 10,282,050 456,980 456,980 456,180 800
TUBOSCOPE INC COM 89860010 1,767,521 142,118 142,118 142,118
TUESDAY MORNING CORP COM NEW 89903550 868,347 34,390 34,390 34,390
TUPPERWARE CORP COM 89989610 28,282,020 1,396,643 1,395,719 500 424 1,288,939 30,124 77,580
TUT SYSTEMS COM 90110310 1,381,458 53,520 53,520 53,520
TWEETER HOME ENTMT G COM 90116710 971,750 26,000 25,200 800 26,000
20TH CENTY INDS CAL COM PAR $1 90127220 6,284,940 324,384 324,384 323,784 600
24 / 7 MEDIA INC COM 90131410 2,594,437 68,500 68,500 68,500
TWINLAB CORP COM 90177410 971,555 109,471 109,471 109,471
TYCO INTL LTD NEW COM 90212410 1,191,850,887 11,543,350 11,387,518 79,783 76,049 10,208,208 469,89 865,248
TYLER TECHNOLOGIES I COM 90225210 699,271 157,600 157,600 157,600
TYSON FOODS INC CL A 90249410 15,999,003 973,353 972,553 800 951,153 22,200
PAGE TOTAL 1,828,969,036
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Total Cusip Fair Market Shares Investment Discretion Voting Authority
--------------------------- --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UAL CORP COM PAR $0 90254950 12,726,304 194,854 194,854 175,902 18,952
UCAR INTL INC COM 90262K10 7,213,268 316,205 316,205 313,205 3,000
UGI CORP NEW COM 90268110 4,882,174 209,986 208,186 1,800 209,986
UICI COM 90273710 5,371,879 210,151 208,751 1,400 210,151
UMB FINL CORP COM 90278810 3,256,541 78,001 78,001 78,001
UST CORP COM 90290010 6,845,042 222,603 205,586 12,517 4,500 218,103 4,500
USX MARATHON GROUP COM NEW 90290582 149,252,571 5,102,652 5,086,370 9,482 6,800 4,646,565 13,800 442,287
U S B HLDG INC COM 90291010 736,129 43,948 43,948 43,948
UST INC COM 90291110 85,648,941 2,837,279 2,816,629 7,850 12,800 2,690,759 90,900 55,620
U S PLASTIC LMBR COR COM 90294810 1,310,512 105,900 105,900 105,900
U S FRANCHISE SVCS I CL A NEW 90295630 1,094,118 63,200 63,200 63,200
U S RESTAURANT PPTYS COM 90297110 1,210,300 63,700 63,700 63,700
US BANCORP DEL COM 90297310 357,294,962 11,836,054 11,718,284 76,322 41,448 10,765,541 60,048 1,010,465
U S LIQUIDS INC COM 90297410 410,200 58,600 58,600 58,600
USA NETWORKS INC COM 90298410 8,888,513 229,381 228,606 775 228,381 1,000
URS CORP NEW COM 90323610 1,411,200 57,600 57,600 57,600
U S CAN CORP COM 90328W10 917,621 44,900 44,900 44,900
U S G CORP COM NEW 90329340 21,488,542 451,203 445,603 3,800 1,800 420,248 1,800 29,155
U S FOODSERVICE COM 90331R10 8,787,348 488,186 486,586 1,600 477,206 10,980
US LEC CORP CL A 90331S10 1,194,312 48,500 48,300 200 48,500
USEC INC COM 90333E10 4,843,114 472,499 472,499 472,499
USX-U S STL COM 90337T10 40,657,679 1,578,939 1,576,439 1,100 1,400 1,460,426 2,400 116,113
US ONCOLOGY INC COM 90338W10 3,003,790 331,471 331,471 331,471
UTI ENERGY CORP COM 90338710 1,193,703 61,414 61,414 61,414
UBID INC COM 90346910 286,696 10,870 10,870 10,870
ULTRAMAR DIAMOND SHA COM 90400010 17,448,349 684,249 683,249 1,000 675,379 8,870
ULTRATECH STEPPER IN COM 90403410 1,317,674 103,347 103,347 103,347
UNICAPITAL CORP NEW COM 90459D10 736,197 231,000 231,000 231,000
UNIFI INC COM 90467710 4,633,981 421,271 420,571 100 600 414,571 600 6,100
UNIFIRST CORP MASS COM 90470810 669,350 48,680 48,680 48,680
UNILAB CORP NEW COM 90476310 998,068 175,500 175,500 175,500
UNILEVER N V N Y SHS NE 90478470 529,245,889 7,768,747 7,734,450 14,879 19,418 6,886,560 290,739 591,448
UNICOM CORP COM 90491110 130,669,660 3,537,636 3,528,186 9,450 3,217,873 4,400 315,363
UNIGRAPHICS SOLUTION CL A 90492810 664,562 24,500 23,500 1,000 24,500
UNION CARBIDE CORP COM 90558110 926,686,267 16,311,453 2,633,725 13,676,528 1,200 2,457,203 13,675,048 179,202
UNION PAC CORP COM 90781810 202,782,998 4,219,196 4,058,758 63,385 97,053 3,763,922 102,653 352,621
UNION PAC RES GROUP COM 90783410 69,020,315 4,247,404 4,201,789 14,419 31,196 3,884,573 35,396 327,435
UNION PLANTERS CORP COM 90806810 88,187,645 2,164,114 2,161,384 2,730 2,012,607 3,500 148,007
UNIONBANCAL CORP COM 90890610 29,673,017 818,566 816,116 2,450 795,516 2,450 20,600
PAGE TOTAL 2,732,659,431
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Total of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UNISOURCE ENERGY COR COM 90920510 1,843,805 156,096 156,096 156,096
UNISTAR FINANCIAL SV COM 90921U10 1,861,925 67,400 67,400 67,400
UNISYS CORP COM 90921410 264,154,530 5,853,840 5,846,715 7,125 5,348,360 142,900 362,580
UNITED ASSET MGMT CO COM 90942010 4,919,895 255,579 254,879 200 500 255,079 500
UNITED AUTO GROUP IN COM 90944010 1,212,420 95,564 94,564 1,000 95,564
UNITED CMNTY FINL CO COM 90983910 2,106,330 152,500 152,500 152,500
UNITED BANKSHARES IN COM 90990710 5,086,508 209,218 209,218 209,218
UNITED DOMINION INDS COM 90991410 365,750 15,400 15,400 15,400
UNITED DOMINION REAL COM 91019710 5,751,035 514,082 514,082 514,082
UNITED FIRE & CAS CO COM 91033110 1,052,227 45,749 37,312 8,437 45,749
UNITED HEALTHCARE CO COM 91058110 164,726,914 3,383,386 3,377,789 5,355 242 3,111,764 242 271,380
UNITED ILLUM CO COM 91063710 5,700,655 117,843 117,643 200 117,843
UNITED NATL BANCORP COM 91090910 1,467,307 63,110 63,110 63,110
UNITED NAT FOODS INC COM 91116310 387,891 44,174 43,474 700 44,174
UNITED PAYORS&UTD PR COM 91131910 1,300,725 73,800 73,800 73,800
UNITED RENTALS INC COM 91136310 2,103,616 96,718 96,430 288 96,718
UNITED RETAIL GROUP COM 91138010 815,812 68,700 68,700 68,700
U S BIOSCIENCE INC COM PAR $0 91164620 1,835,713 128,822 128,822 128,822
UNITED STATES CELLUL COM 91168410 4,804,812 70,659 70,259 400 70,159 400 100
US AIRWAYS GROUP INC COM 91190510 34,484,283 1,313,687 1,313,587 100 1,181,606 31,500 100,581
U S HOME CORP NEW COM 91192010 1,746,148 62,784 62,784 62,784
U S INDS INC NEW COM 91208010 5,950,050 377,781 362,431 15,350 376,881 900
U S OFFICE PRODS CO COM NEW 91232530 550,672 157,335 157,201 134 157,335
U S WEST INC NEW COM 91273H10 1,732,585,603 30,363,212 8,778,490 21,531,405 53,317 8,037,775 21,748,621 576,816
U S TR CORP NEW COM 91288L10 5,633,081 70,085 61,940 7,645 500 69,385 500 200
UNITED STATIONERS IN COM 91300410 12,979,135 609,006 609,006 609,006
UNITED TECHNOLOGIES COM 91301710 523,892,812 8,832,830 8,659,246 98,178 75,406 8,037,721 88,706 706,403
UNITED TELEVISION IN COM 91306610 2,217,116 19,664 19,664 19,664
UNITED WTR RES INC COM 91319010 4,472,006 137,073 137,073 137,073
UNITEDGLOBALCOM CL A 91324750 10,279,190 143,514 143,314 200 142,814 700
UNITRIN INC COM 91327510 12,237,143 352,148 351,148 1,000 345,248 1,000 5,900
UNITRODE CORP COM 91328310 6,481,818 154,329 154,329 154,329
UNIVERSAL CORP VA COM 91345610 6,463,638 247,412 247,112 300 244,912 2,500
UNIVERSAL FOODS CORP COM 91353810 7,609,464 331,755 325,855 5,900 328,355 3,400
UNIVERSAL FST PRODS COM 91354310 884,127 67,687 67,687 67,687
UNIVERSAL HLTH SVCS CL B 91390310 2,349,967 90,820 90,820 90,420 400
UNO RESTAURANT CORP COM 91490010 201,875 17,000 400 16,600 17,000
UNIVISION COMMUNICAT CL A 91490610 37,680,124 463,043 461,743 1,300 455,043 8,000
UNOCAL CORP COM 91528910 150,812,727 4,069,201 4,029,133 12,578 27,490 3,693,638 32,490 343,073
PAGE TOTAL 3,031,008,849
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Total of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UNOVA INC COM 91529B10 2,635,155 197,021 197,021 196,921 100
UNUMPROVIDENT CORP COM 91529Y10 160,718,013 5,459,728 3,776,660 1,678,573 4,495 3,461,704 1,673,427 324,597
USFREIGHTWAYS CORP COM 91690610 14,626,415 308,737 308,737 308,737
URBAN OUTFITTERS INC COM 91704710 1,126,339 50,908 50,908 50,908
URBAN SHOPPING CTRS COM 91706010 1,562,876 53,661 53,661 53,661
USBANCORP INC PA COM 91729210 893,808 66,208 66,208 66,208
USINTERNETWORKING IN COM 91731180 1,539,406 49,261 49,261 49,261
USWEB CORP COM 91732710 13,818,094 402,719 327,911 74,808 401,819 900
UTILICORP UTD INC COM 91800510 19,723,172 936,434 932,621 2,763 1,050 914,384 1,050 21,000
V F CORP COM 91820410 61,434,126 1,981,746 1,944,581 31,565 5,600 1,777,242 8,400 196,104
VAIL RESORTS INC COM 91879Q10 2,472,337 106,626 106,626 106,626
VALASSIS COMMUNICATI COM 91886610 28,697,100 653,142 652,842 300 650,442 2,700
VALHI INC NEW COM 91890510 301,563 27,730 27,730 27,730
VALENCE TECHNOLOGY I COM 91891410 442,452 94,400 94,400 94,400
VALERO ENERGY CORP N COM 91913Y10 7,766,932 403,477 402,477 1,000 395,777 7,700
VALLEY NATL BANCORP COM 91979410 5,320,190 213,877 213,877 213,326 551
VALMONT INDS INC COM 92025310 1,440,990 85,392 85,392 85,392
VALSPAR CORP COM 92035510 4,482,466 137,133 137,133 136,633 500
VALUE AMER INC COM 92038N10 622,761 48,844 48,844 48,844
VALUE CITY DEPT STOR COM 92038710 1,287,180 85,812 85,812 85,812
VALUE LINE INC COM 92043710 590,050 16,919 16,919 16,919
VALUEVISION INTL INC CL A 92047K10 3,252,600 125,100 125,100 125,100
VANTIVE CORP COM 92209110 1,097,168 126,300 126,300 126,300
VARCO INTL INC COM 92212610 5,979,612 490,655 490,655 486,155 4,500
VARIAN MED SYS INC COM 92220P10 3,301,112 150,908 150,908 148,482 2,426
VARIAN INC COM 92220610 2,533,067 142,708 142,708 142,282 426
VARIAN SEMICONDUCTOR COM 92220710 2,959,379 140,508 139,408 1,100 140,082 426
VASTAR RES INC COM 92238010 5,060,139 80,882 80,882 80,682 200
VEECO INSTRS INC DEL COM 92241710 1,216,068 43,431 43,431 43,431
VENTAS INC COM 92276F10 1,194,017 251,372 251,372 251,372
VENTANA MED SYS INC COM 92276H10 1,055,700 62,100 62,100 62,100
VENATOR GROUP INC COM 92294410 4,762,107 556,191 552,491 1,100 2,600 549,891 2,600 3,700
VERITY INC COM 92343C10 4,931,756 71,670 71,670 71,670
VERISIGN INC COM 92343E10 13,816,564 129,733 129,633 100 129,233 500
VERITAS DGC INC COM 92343P10 2,129,820 110,640 110,640 110,640
VERIO INC COM 92343310 6,473,420 208,820 208,820 208,020 800
VERITAS SOFTWARE CO COM 92343610 69,739,477 918,386 917,786 600 905,486 12,900
VERTEX PHARMACEUTICA COM 92532F10 3,660,687 117,851 115,851 1,000 1,000 116,851 1,000
VERTICALNET INC COM 92532L10 6,198,610 167,530 167,530 167,530
PAGE TOTAL 470,862,728
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Total of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VETERINARY CTRS AMER COM 92551410 1,130,421 98,839 98,839 98,839
VIAD CORP COM 92552R10 78,964,626 2,676,767 2,676,767 2,628,267 48,500
VIACOM INC CL A 92552410 551,913 12,761 12,761 11,061 1,700
VIACOM INC CL B 92552430 451,197,552 10,679,232 10,638,542 38,546 2,144 9,693,715 18,844 966,673
VIATEL INC COM 92552920 1,774,281 60,019 60,019 60,019
VICAL INC COM 92560210 1,087,556 78,740 78,240 500 78,740
VICOR CORP COM 92581510 2,090,221 92,133 92,133 92,133
VIGNETTE CORP COM 92673410 3,595,384 39,728 39,728 39,728
VINTAGE PETE INC COM 92746010 3,295,620 244,120 244,120 244,120
VION PHARMACEUTICALS COM 92762410 228,375 43,500 43,500 43,500
VIRCO MFG CO COM 92765110 470,630 29,646 29,646 29,464
VISIO CORP COM 92791410 5,048,413 128,622 128,322 300 128,622
VISHAY INTERTECHNOLO COM 92829810 11,329,296 477,023 476,427 596 470,012 596 6,415
VISTANA INC COM 92839P10 841,710 56,114 54,114 2,000 56,114
VISX INC DEL COM 92844S10 26,340,358 333,026 327,526 5,500 327,926 5,100
VISUAL NETWORKS INC COM 92844410 9,664,602 227,740 227,440 300 227,740
VITAL SIGNS INC COM 92846910 509,375 25,000 25,000 25,000
VITESSE SEMICONDUCTO COM 92849710 36,961,484 432,931 420,791 12,140 426,531 6,400
VLASIC FOODS INTL IN COM 92855910 1,603,432 231,142 231,000 142 227,922 3,220
VODAFONE AIRTOUCH PL SPONSORED 92857T10 28,688,341 120,666 120,666 98,967 21,699
VOICESTREAM WIRELESS COM 92861510 61,243,146 992,290 809,155 141,828 41,307 949,383 41,307 1,600
VOLT INFORMATION SCI COM 92870310 880,663 36,316 36,316 36,316
VORNADO RLTY TR SH BEN INT 92904210 10,585,120 325,696 325,696 324,496 1,200
VULCAN MATLS CO COM 92916010 60,593,791 1,654,438 1,654,138 300 1,515,387 1,800 137,251
WFS FINL INC COM 92923B10 666,250 32,500 32,500 32,500
WD-40 CO COM 92923610 1,705,407 72,862 69,662 3,200 72,862
WICOR INC COM 92925310 5,254,177 180,792 180,792 180,792
WMS INDS INC COM 92929710 1,250,850 107,600 107,600 107,600
WPS RESOURCES CORP COM 92931B10 58,084,271 2,069,855 123,852 1,946,003 124,452 1,945,403
WABASH NATL CORP COM 92956610 2,209,397 108,773 108,773 108,773
WACHOVIA CORP COM 92977110 285,235,146 3,627,792 3,321,078 189,501 117,213 3,220,156 122,113 285,523
WACKENHUT CORP COM SER A 92979410 1,294,178 65,528 65,528 65,528
WACKENHUT CORRECTION COM 92979810 758,202 56,688 56,688 56,688
WADDELL & REED FINL CL A 93005910 4,328,484 195,091 194,051 864 176 193,838 176 1,077
WADDELL & REED FINL CL B 93005920 284,971 13,332 5,360 2,213 5,759 7,128 5,759 445
WAL MART STORES INC COM 93114210 3,701,049,205 77,815,256 75,268,737 1,285,804 1,260,715 68,084,530 3,344,315 6,386,411
WALDEN RESIDENTIAL P COM 93121010 2,672,449 122,522 122,522 122,522
WALGREEN CO COM 93142210 456,015,546 17,971,056 16,230,991 1,088,585 651,480 15,416,762 1,124,080 1,430,214
WALLACE COMPUTER SER COM 93227010 5,734,536 283,187 277,287 5,900 274,387 5,900 2,900
PAGE TOTAL 5,325,219,379
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Total of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WALTER INDS INC COM 93317Q10 3,464,923 256,661 256,661 256,661
WARNACO GROUP INC CL A 93439010 15,464,812 847,387 846,987 400 842,687 400 4,300
WARNER LAMBERT CO COM 93448810 938,027,297 14,132,238 13,298,127 405,991 428,120 12,415,713 809,240 907,285
WASHINGTON FED INC COM 93882410 9,551,861 411,949 409,949 2,000 409,949 2,000
WASHINGTON GAS LT CO COM 93883710 9,565,332 352,639 351,035 1,604 349,439 3,200
WASHINGTON MUT INC COM 93932210 279,176,537 9,544,497 9,507,949 36,278 270 8,746,369 16,470 781,658
WASHINGTON POST CO CL B 93964010 26,192,070 51,357 39,885 3,930 7,542 43,015 7,542 800
WASHINGTON REAL ESTA SH BEN INT 93965310 2,859,066 181,528 181,528 181,528
WASTE CONNECTIONS IN COM 94105310 1,636,735 79,600 79,600 79,600
WASTE INDUSTRIES INC COM 94105810 255,590 19,200 19,200 19,200
WASTE MGMT INC DEL COM 94106L10 254,014,626 13,195,565 9,889,114 3,293,440 13,011 8,803,537 3,579,950 812,078
WATERS CORP COM 94184810 39,354,701 649,825 649,735 90 639,325 10,500
WATKINS JOHNSON CO COM 94248610 818,912 24,400 24,400 24,400
WATSCO INC COM 94262220 1,084,094 95,305 95,305 95,305
WATSON PHARMACEUTICA COM 94268310 42,256,029 1,382,633 1,379,283 950 2,400 1,288,813 2,400 91,420
WATTS INDS INC CL A 94274910 3,045,348 140,016 140,016 138,316 1,700
WAUSAU-MOSINEE PAPER COM 94331510 4,533,767 373,919 372,731 1,188 369,171 1,188 3,560
WAVE SYSTEMS CORP CL A 94352610 1,647,975 153,300 151,900 1,400 153,300
WAVO CORP COM 94402710 435,269 98,100 98,100 98,100
WEATHERFORD INTL INC COM 94707410 18,897,920 590,560 588,535 600 1,425 580,615 1,425 8,520
WEBB DEL CORP COM 94742310 1,807,168 82,144 82,144 82,144
WEBSTER FINL CORP CO COM 94789010 11,400,744 447,088 443,568 3,520 444,488 2,600
WEBTRENDS CORP COM 94844D10 1,256,648 28,200 28,200 28,200
WEINGARTEN RLTY INVS SH BEN INT 94874110 4,996,028 133,673 133,673 133,673
WEIS MKTS INC COM 94884910 2,593,170 75,713 74,954 759 74,754 759 200
WELLMAN INC COM 94970210 4,001,003 221,515 221,515 219,515 2,000
WELLPOINT HEALTH NET COM 94973H10 68,172,228 1,196,004 1,193,804 2,200 1,102,924 4,000 89,080
AELLS FARGO & CO NEW COM 94974610 1,166,909,215 29,448,813 27,513,975 1,355,977 578,861 26,491,475 618,861 2,338,477
WELLSFORD REAL PPTYS COM 95024010 842,650 88,700 88,700 88,700
WENDYS INTL INC COM 95059010 50,228,842 1,895,428 1,893,321 2,107 1,782,373 3,100 109,955
WERNER ENTERPRISES I COM 95075510 2,525,292 143,279 143,279 143,279
WESBANCO INC COM 95081010 2,518,941 98,782 98,782 98,782
WESCO INTL INC COM 95082P10 1,815,768 128,550 128,550 128,550
WESLEY JESSEN VISION COM 95101810 2,978,358 95,500 95,500 95,500
WEST COAST BANCORP O COM 95214510 878,347 59,549 59,549 59,549
WEST MARINE INC COM 95423510 282,592 35,324 34,824 500 34,824 500
WEST PHARMACEUTICAL COM 95530610 2,415,752 63,678 63,678 63,678
WEST TELESERVICES CO COM 95618810 662,589 63,864 63,864 63,864
WESTAMERICA BANCORPO COM 95709010 7,152,763 236,455 236,455 233,855 2,600
PAGE TOTAL 2,985,720,962
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Total of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WESTELL TECHNOLOGIES CL A 95754110 660,075 81,240 81,240 81,240
WESTERN BANCORP COM 95768310 4,003,095 103,640 103,640 103,640
WESTCORP INC COM 95790710 761,787 51,000 51,000 51,000
WESTERN DIGITAL CORP COM 95810210 1,534,695 416,245 413,777 2,468 416,245
WESTERN GAS RES INC COM 95825910 1,346,342 72,047 72,047 72,047
WESTERN PPTYS TR SH BEN INT 95926110 900,754 82,828 82,828 82,828
WESTERN RES INC COM 95942510 5,357,515 250,644 240,075 5,869 4,700 244,844 4,700 1,100
WESTERN WIRELESS COR CL A 95988E10 23,010,129 513,115 498,965 10,650 3,500 509,115 3,500 500
WESTERNBANK PUERTO R COM 95989710 2,464,285 203,240 203,240 203,240
WESTFIELD AMER INC COM 95991010 2,219,750 159,982 159,982 159,982
WESTINGHOUSE AIR BRA COM 96038610 1,980,546 108,899 108,899 108,899
WESTPOINT STEVENS IN COM 96123810 5,687,978 240,761 240,761 236,361 4,400
WESTVACO CORP COM 96154810 382,701,328 14,934,686 1,546,452 13,388,234 1,434,780 13,389,409 110,497
WESTWOOD ONE INC COM 96181510 13,609,158 301,588 301,588 297,888 3,700
WET SEAL INC CL A 96184010 834,873 50,409 50,409 50,409
WEYERHAEUSER CO COM 96216610 192,730,615 3,344,566 3,321,287 7,829 15,450 3,039,262 20,150 285,154
WHIRLPOOL CORP COM 96332010 82,344,912 1,260,793 1,257,643 1,300 1,850 1,152,430 2,950 105,413
WHITE MTNS INS GROUP COM 96412610 2,927,058 21,582 21,180 402 21,582
WHITEHALL JEWELLERS COM 96506310 1,364,187 47,450 47,450 47,450
WHITMAN CORP NEW COM 96647R10 9,360,141 656,852 656,734 118 644,834 118 11,900
WHITNEY HLDG CORP COM 96661210 3,805,106 110,694 110,694 110,694
WHITTMAN-HART INC COM 96683410 4,239,383 109,316 109,316 109,316
WHOLE FOODS MKT INC COM 96683710 4,299,014 131,392 130,647 745 131,392
WILD OATS MARKETS IN COM 96808B10 2,346,300 59,400 59,400 59,400
WILEY JOHN & SONS IN CL A 96822320 50,395,962 3,212,594 217,070 36,020 2,959,504 252,490 2,959,504 600
WILEY JOHN & SONS IN CL B 96822330 19,732,118 1,267,968 1,267,968 1,267,968
WILLAMETTE INDS INC COM 96913310 73,686,566 1,708,674 1,707,424 1,250 1,589,384 2,100 117,190
WILLIAMS COS INC DEL COM 96945710 263,850,090 7,012,627 6,907,405 70,322 34,900 6,388,232 44,900 579,495
WILLIAMS SONOMA INC COM 96990410 12,249,667 252,248 252,248 247,948 4,300
WILMINGTON TRUST COR COM 97180710 9,517,132 195,979 194,579 1,400 193,379 2,600
WIND RIVER SYSTEMS I COM 97314910 3,072,091 161,689 161,689 161,689
WINDMERE-DURABLE HLD COM 97341110 1,363,066 113,005 113,005 113,005
WINN DIXIE STORES IN COM 97428010 63,072,317 2,124,577 2,124,077 500 1,971,637 4,900 148,040
WINNEBAGO INDS INC COM 97463710 2,183,030 91,199 91,199 91,199
WINSTAR COMMUNICATIO COM 97551510 7,022,761 179,785 178,885 400 500 178,585 500 700
WISCONSIN CENT TRANS COM 97659210 4,687,865 342,505 342,505 339,005 3,500
WISCONSIN ENERGY COR COM 97665710 16,593,653 708,011 681,267 6,300 20,444 675,067 20,444 12,500
WOLVERINE TUBE INC COM 97809310 1,004,973 64,837 64,837 64,837
WOLVERINE WORLD WIDE COM 97809710 3,119,684 274,258 257,858 10,300 6,100 268,158 6,100
PAGE TOTAL 1,282,040,001
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Name of Total of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WOODWARD GOVERNOR CO COM 98074510 922,669 37,000 37,000 37,000
WORLD ACCESS INC COM 98141A10 2,444,728 218,533 218,533 218,533
WORLD COLOR PRESS IN COM 98144310 8,348,879 224,131 224,031 100 224,131
WORLDGATE COMMUNICAT COM 98156L30 1,250,118 54,650 54,650 54,650
WORTHINGTON FOODS IN COM 98180910 649,750 45,200 45,200 45,200
WORTHINGTON INDS INC COM 98181110 33,203,805 1,953,165 1,777,267 97,720 78,178 1,747,912 81,178 124,075
WRIGLEY WM JR CO COM 98252610 120,660,052 1,753,474 1,746,622 6,552 300 1,577,204 56,400 119,870
WYMAN GORDON CO COM 98308510 3,930,268 210,321 94,691 115,630 210,321
WYNDHAM INTL INC CL A 98310110 2,044,599 778,895 743,060 35,835 778,815 80
WYNNS INTL INC COM 98319510 1,152,149 72,294 72,294 72,294
XCEED INC COM 98388N10 1,144,735 53,400 53,400 53,400
XILINX INC COM 98391910 61,772,993 942,653 931,353 8,700 2,600 925,353 2,600 14,700
XIRCOM INC COM 98392210 19,164,456 448,953 448,953 448,953
XOMED SURGICAL PRODS COM 98412V10 3,425,130 60,090 60,090 60,090
XEROX CORP COM 98412110 963,863,275 22,983,601 10,838,923 12,125,018 19,660 9,675,709 12,386,681 921,211
XOOM COM INC COM 98413F10 1,840,343 37,085 36,960 125 36,960 125
XTRA CORP COM 98413810 2,933,112 73,789 73,589 200 73,789
YAHOO INC COM 98433210 110,446,170 615,299 613,389 1,710 200 529,351 200 85,748
YANKEE ENERGY SYS IN COM 98477910 2,180,409 51,079 50,330 749 51,079
YELLOW CORP COM 98550910 7,104,269 428,950 152,750 275,000 1,200 427,750 1,200
YORK INTL CORP NEW COM 98667010 22,108,586 615,204 614,604 600 597,404 17,800
YOUNG & RUBICAM INC COM 98742510 5,179,592 117,718 117,718 117,318 400
YOUNG BROADCASTING I CL A 98743410 2,406,107 45,940 45,940 45,940
ZALE CORP NEW COM 98885810 20,561,130 536,676 536,676 534,276 2,400
ZAPATA CORP COM NEW 98907050 341,500 68,300 68,300 68,300
ZEBRA TECHNOLOGIES C CL A 98920710 5,731,321 126,049 122,939 3,110 126,049
ZENITH NATL INS CORP COM 98939010 996,673 46,628 46,628 46,628
ZIFF-DAVIS INC COM ZD 98951110 2,490,957 154,478 137,178 12,300 5,000 149,478 5,000
ZIFF-DAVIS INC COM ZDNET 98951120 1,343,255 63,212 63,212 63,212
ZIONS BANCORPORATION COM 98970110 24,350,641 441,735 441,735 435,235 6,500
ZOMAX INC MINN COM 98992910 1,280,812 49,500 49,500 49,500
PAGE TOTAL 1,435,272,483
TOTAL MARKET VALUE 250,145,102,318
</TABLE>
