<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: March 31, 2000
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Check here if Amendment [ ] Amendment Number [ ]
Institutional Investment Manager filing this report:
Name: State Street Corporation
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Address: 225 Franklin Street
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Boston, Massachusetts 02110
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Form 13F File Number: 28-399
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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: Frederick P. Baughman
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Title: Senior Vice President, Controller and Chief Accounting Officer
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Phone: 617-786-3000
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Signature, Place, and Date of Signing:
/s/ Frederick P. Baughman Boston, Massachusetts May 8, 2000
- ------------------------- ----------------------------- -----------
[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.)
Form 13F File Number Name
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
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Form 13F Information Table Entry Total: 3,088
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Form 13F Information Table Value Total: 322,063,615
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(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file
number(s) of all institutional investment managers with respect
to which this report is filed, other than the manager filing this
report.
[If there are no entries in this list, state "NONE" and omit the
column headings and list entries.]
No. Form 13F File Number Name
1 28-1932 Frederick Ballou
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2 28-3602 Francis L. Coolidge
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3 28-2710 F. Davis Dossori, Jr.
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4 28-3488 Nicholas A. Grace
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5 28-5798 Roy A. Hammer
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6 28-6740 Edward J. Joyce
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7 28-5796 George H. Kidder
---- --------------------- ----------------------
8 28-1487 Peter B. Loring
---- --------------------- ----------------------
9 28-4282 Dean Ridlon
---- --------------------- ----------------------
10 28-1721 George T. Shaw
---- --------------------- ----------------------
<PAGE>
STATE STREET CORPORATION
SEC 13F
<TABLE>
<CAPTION>
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Investment Discretion Voting Authority
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AAR CORP COM 00036110 3,362,947 201,531 201,531 201,531
ABC-NACO INC COM 00075210 943,250 107,800 107,800 107,800
A D C TELECOMMUNICAT COM 00088610 345,422,956 6,411,563 6,406,593 3,970 1,000 5,931,883 174,800 304,880
ACTV INC COM 00088E10 9,056,514 258,300 258,300 258,300
ABN AMRO HLDG NV SPONSORED 00093710 988,712 43,700 43,700 43,700
ABM INDS INC COM 00095710 2,832,079 120,514 120,314 200 120,514
ACT NETWORKS INC COM 00097510 662,175 65,400 65,400 65,400
AEP INDS INC COM 00103110 676,775 21,400 21,400 21,400
AFLAC INC COM 00105510 218,133,269 4,787,614 4,771,984 14,230 1,400 4,385,602 36,000 366,012
AGCO CORP COM 00108410 7,038,793 618,795 618,795 615,295 3,500
AGL RES INC COM 00120410 10,830,206 589,399 584,689 1,950 2,760 582,839 2,760 3,800
AHL SVCS INC COM 00129610 932,461 92,095 92,095 92,095
AES CORP COM 00130H10 271,981,001 3,453,727 3,448,995 4,732 3,154,691 28,125 270,911
AK STL HLDG CORP COM 00154710 7,050,103 679,528 677,858 1,270 400 668,528 400 10,600
AMB PROPERTY CORP COM 00163T10 9,845,602 457,935 457,935 457,035 900
AMC ENTMT INC COM 00166910 598,834 118,300 118,200 100 118,300
AMFM INC COM 00169310 68,952,661 1,109,902 1,082,261 27,641 1,025,060 84,842
AMLI RESIDENTIAL PP SH BEN INT00173510 2,223,286 108,453 108,453 108,453
AMR CORP COM 00176510 84,341,568 2,646,010 2,642,760 3,050 200 2,422,274 18,400 205,336
APAC CUSTOMER SERVIC COM 00185E10 243,236 28,000 28,000 28,000
AT&T CORP COM 00195710 3,480,615,325 61,809,478 60,336,799 1,088,386 384,293 56,381,211 791,743 4,636,524
AT&T CORP COM LIB GR 00195720 511,470,329 8,623,387 8,565,470 20,089 37,828 8,030,906 37,828 554,653
A S V INC COM 00196310 960,750 64,050 64,050 64,050
ATMI INC COM 00207R10 7,944,740 166,382 166,382 166,382
AVT CORP COM 00242010 3,421,747 289,684 289,684 289,684
AVX CORP NEW COM 00244410 11,119,800 146,676 146,676 146,376 300
AXA FINL INC COM 00245110 73,756,345 2,055,926 2,052,322 3,604 2,031,335 24,591
AARON RENTS INC COM 00253520 1,822,863 121,024 121,024 121,024
ABBOTT LABS COM 00282410 997,331,988 28,343,763 27,076,102 644,828 622,833 24,633,384 1,527,633 2,182,746
ABERCROMBIE & FITCH CL A 00289620 12,697,408 793,588 790,512 3,076 785,142 8,446
ABGENIX INC COM 00339B10 9,364,875 67,800 67,800 67,800
ABOUT COM INC COM 00373610 2,731,963 31,001 31,001 31,001
ACCEPTANCE INS COS I COM 00430810 463,243 85,202 85,202 85,202
ACCLAIM ENTMT INC COM PAR $0 00432520 1,090,181 329,161 329,161 329,161
ACCREDO HEALTH INC COM 00437V10 1,432,656 43,250 43,250 43,250
ACKERLEY GROUP INC COM 00452710 1,368,056 90,450 90,450 90,450
ACNIELSEN CORP COM 00483310 11,449,237 508,855 492,679 16,176 500,187 8,668
Page Total 6,175,157,934
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March 2000
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<TABLE>
<CAPTION>
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Investment Discretion Voting Authority
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ACTIVISION INC NEW COM NEW 00493020 2,156,685 178,800 178,800 178,800
ACTION PERFORMANCE C COM 00493310 1,590,610 119,487 119,487 119,487
ACTEL CORP COM 00493410 5,871,938 164,540 164,540 164,540
ACTUATE CORP COM 00508B10 9,750,734 181,200 181,200 181,200
ACUSON CORP COM 00511310 3,369,670 227,496 227,496 225,596 1,900
ACX TECHNOLOGIES INC COM 00512310 555,303 134,619 134,619 134,619
ACXIOM CORP COM 00512510 18,676,591 561,702 560,702 1,000 555,302 6,400
ADAPTIVE BROADBAND C COM 00650M10 12,191,580 227,880 227,880 227,880
ADAPTEC INC COM 00651F10 68,469,880 1,772,683 1,768,783 1,100 2,800 1,645,283 15,300 112,100
ADELPHIA BUSINESS SO CL A 00684710 7,093,037 115,100 115,100 115,100
ADELPHIA COMMUNICATI CL A 00684810 14,249,984 290,816 280,390 7,951 2,475 287,774 2,475 567
ADMINISTAFF INC COM 00709410 2,473,535 63,020 63,020 63,020
ADOBE SYS INC COM 00724F10 252,882,831 2,271,838 2,268,628 3,210 2,012,304 68,700 190,834
ADTRAN INC COM 00738A10 21,267,034 357,808 357,708 100 355,208 2,600
ADVANCE PARADIGM INC COM 00749110 1,550,875 130,600 130,600 130,600
ADVANCED DIGITAL INF COM 00752510 14,600,775 426,300 426,300 426,300
ADVANCED LTG TECHNOL COM 00753C10 368,231 19,639 19,639 19,639
ADVANCED MARKETING S COM 00753T10 243,459 11,733 11,733 11,733
ADVANCED FIBRE COMMU COM 00754A10 34,005,503 542,465 542,365 100 542,465
ADVANCED RADIO TELEC COM 00754U10 6,095,000 184,000 183,900 100 184,000
ADVEST GROUP INC COM 00756610 989,900 52,100 52,100 52,100
ADVANTAGE LEARNING S COM 00757K10 1,173,492 70,586 70,586 70,586
ADVO INC COM 00758510 6,745,725 269,829 269,829 269,829
ADVANTICA RESTAURANT COM 00758B10 297,900 198,600 198,600 198,600
AERIAL COMMUNICATION COM 00765510 6,711,428 118,134 118,134 118,134
AEROFLEX INC COM 00776810 6,543,900 132,200 132,200 132,200
ADVANCED MICRO DEVIC COM 00790310 141,251,274 2,475,400 2,472,355 3,045 2,315,000 18,000 142,400
AEGON N V ORD AMER R 00792410 3,370,293 41,867 41,536 331 36,425 5,442
ADVANTA CORP CL A 00794210 3,764,463 185,332 185,332 185,332
ADVANCED ENERGY INDS COM 00797310 9,217,893 180,743 180,743 180,743
ADVENT SOFTWARE INC COM 00797410 8,235,021 179,510 179,510 179,510
AETNA INC COM 00811710 141,461,452 2,548,855 2,543,068 4,844 943 2,333,150 15,343 200,362
AFFILIATED COMPUTER CL A 00819010 12,476,654 328,333 328,263 70 324,633 3,700
AFFILIATED MANAGERS COM 00825210 9,606,400 202,240 202,240 202,240
AFFYMETRIX INC COM 00826T10 18,948,131 127,651 127,451 200 127,651
AFTERMARKET TECHNOLO COM 00831810 1,627,687 130,215 130,215 130,215
AGENCY COM LTD COM 00844710 6,873,877 257,574 9,000 124,297 124,277 133,297 124,277
AGILENT TECHNOLOGIES COM 00846U10 2,236,000 21,500 19,700 1,800 21,500
Page Total 858,994,745
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<TABLE>
<CAPTION>
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Investment Discretion Voting Authority
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AGILE SOFTWARE CORP COM 00846X10 955,000 15,280 15,280 15,280
AGRIBRANDS INTL INC COM 00849R10 3,213,756 81,750 81,750 81,750
AIR PRODS & CHEMS IN COM 00915810 473,209,367 16,640,622 16,152,115 295,167 193,340 4,016,459 12,300,316 323,847
AIRBORNE FGHT CORP COM 00926610 12,161,184 506,716 506,016 100 600 502,916 600 3,200
AIRGAS INC COM 00936310 6,018,951 724,128 724,128 719,428 4,700
AIRNET COMMUNICATION COM 00941P10 1,352,620 38,716 20,207 16,509 2,000 36,716 2,000
AIRTRAN HLDGS INC COM 00949P10 1,605,119 364,303 364,303 364,303
AKAMAI TECHNOLOGIES COM 00971T10 37,397,473 232,554 2,217 237 230,100 2,454 230,100
AKZO NOBEL NV SPONSORED 01019930 1,476,595 34,290 34,290 34,290
ALABAMA NATL BANCORP COM 01031710 1,290,100 67,900 67,900 67,900
ALAMOSA PCS HOLDINGS COM 01159310 642,127 17,010 16,000 1,010 17,010
ALASKA AIR GROUP INC COM 01165910 8,085,565 268,963 267,463 1,500 265,863 1,500 1,600
ALBANY INTL CORP CL A 01234810 3,244,420 219,040 218,614 426 216,927 2,113
ALBANY MOLECULAR RES COM 01242310 2,445,912 41,900 41,900 41,900
ALBEMARLE CORP COM 01265310 7,049,708 339,745 338,615 1,050 80 336,565 80 3,100
ALBERTO CULVER CO CL B CONV 01306810 22,275,792 935,486 934,786 700 876,566 8,600 50,320
ALBERTSONS INC COM 01310410 229,785,088 7,442,432 7,374,500 33,071 34,861 6,781,809 90,261 570,362
ALCAN ALUMINIUM LTD COM 01371610 103,519,527 3,039,150 3,038,550 600 2,802,682 27,100 209,368
ALCOA INC COM 01381710 536,079,225 7,631,021 7,597,548 25,873 7,600 7,054,172 55,280 521,569
ALCATEL SPONSORED 01390430 1,071,112 24,842 24,842 24,841 1
ALEXANDER & BALDWIN COM 01448210 9,040,453 438,325 438,205 120 435,025 3,300
ALEXANDERS INC COM 01475210 1,508,633 23,758 23,758 23,758
ALEXANDRIA REAL ESTA COM 01527110 8,677,260 289,242 247,157 42,085 289,242
ALFA CORP COM 01538510 4,702,880 264,951 264,951 264,951
ALGOS PHARMACEUTICAL COM 01586910 1,221,084 84,945 84,945 84,945
ALKERMES INC COM 01642T10 16,287,585 176,082 175,282 800 176,082
ALLAIRE CORP COM 01671410 7,487,933 99,014 98,614 200 200 98,814 200
ALLEGHANY CORP DEL COM 01717510 6,754,276 35,927 34,686 1,241 35,927
ALLEGHENY ENERGY INC COM 01736110 28,765,879 1,038,967 1,024,599 4,268 10,100 1,016,067 10,100 12,800
ALLEGHENY TECHNOLOGI COM 01741R10 33,062,035 1,647,993 1,644,090 3,453 450 1,520,435 11,550 116,008
ALLEGIANCE TELECOM I COM 01747T10 44,879,583 556,646 515,522 38,324 2,800 552,496 2,800 1,350
ALLEN TELECOM INC COM 01809110 3,444,925 216,159 216,159 216,159
ALLERGAN INC COM 01849010 128,015,800 2,560,316 2,555,921 3,595 800 2,313,916 81,200 165,200
ALLIANCE BANCORP COM 01852J10 1,106,125 62,100 62,100 62,100
ALLIANCE CAP MGMT UNIT LTD P 01855A10 1,572,451 37,948 37,288 200 460 37,488 460
ALLIANCE PHARMACEUTI COM 01877310 221,067 14,800 14,800 14,800
ALLIANCE SEMICONDUCT COM 01877H10 3,775,055 176,100 176,100 176,100
ALLIANT CORP COM 01880210 22,913,277 752,810 720,154 13,150 19,506 726,904 19,506 6,400
Page Total 1,776,314,942
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March 2000
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SEC 13F
<TABLE>
<CAPTION>
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Investment Discretion Voting Authority
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ALLIANT TECHSYSTEMS COM 01880410 5,284,502 89,758 79,788 9,970 89,758
ALLIED CAP CORP NEW COM 01903Q10 8,129,181 466,203 453,139 13,064 453,139 13,064
ALLIED RISER COMMUNI COM 01949610 702,436 20,214 19,814 400 20,214
ALLIED WASTE INDS COM PAR$.0 01958930 21,568,381 3,286,861 3,283,421 3,440 3,009,590 28,100 249,171
ALLMERICA FINL CORP COM 01975410 32,165,802 630,702 621,732 7,639 1,331 582,782 1,331 46,589
ALLSTATE CORP COM 02000210 341,883,837 14,357,628 14,315,045 21,847 20,736 13,064,847 127,866 1,164,915
ALLTEL CORP COM 02003910 374,256,828 5,917,104 5,398,805 416,360 101,939 5,458,826 142,339 315,939
ALLTRISTA CORP COM 02004010 950,250 42,000 41,200 800 42,000
ALPHA INDS INC COM 02075310 11,129,250 117,150 117,150 117,150
ALPHARMA INC CL A 02081310 14,230,445 387,223 387,223 387,223
ALPINE GROUP INC COM 02082510 832,860 92,540 92,540 92,540
ALTERA CORP COM 02144110 193,185,641 2,164,545 2,145,605 10,640 8,300 2,123,545 8,300 32,700
ALTEON WEBSYSTEMS IN COM 02145A10 1,183,178 14,429 13,929 500 14,429
ALTERRA HEALTHCARE C COM 02146C10 556,520 139,130 136,130 3,000 136,130 3,000
ALZA CORP DEL COM 02261510 60,109,341 1,600,270 1,592,292 7,978 1,490,040 9,800 100,430
AMAZON COM INC COM 02313510 80,390,821 1,199,863 1,198,487 1,376 1,062,707 137,156
AMBAC FINL GROUP INC COM 02313910 33,927,109 673,491 670,591 2,900 658,191 15,300
AMCOL INTL CORP COM 02341W10 2,978,660 193,734 193,734 193,734
AMERADA HESS CORP COM 02355110 102,635,227 1,588,166 1,578,141 2,125 7,900 1,463,013 18,500 106,653
AMERCO COM 02358610 1,153,950 62,800 62,800 62,800
AMEREN CORP COM 02360810 71,554,372 2,312,906 2,308,283 3,511 1,112 2,148,402 20,412 144,092
AMERICA ONLINE INC D COM 02364J10 2,804,888,730 41,592,727 41,431,978 130,252 30,497 37,004,836 1,351,557 3,236,334
AMERICA WEST HLDG CO CL B 02365720 3,516,888 226,896 226,896 226,896
AMERICAN ANNUITY GRO COM 02384010 1,426,317 93,529 93,529 93,529
AMCORE FINL INC COM 02391210 3,851,865 215,489 214,889 600 215,489
AMERICAN AXLE & MFG COM 02406110 1,030,219 69,553 69,353 200 69,353 200
AMERICAN CLASSIC VOY COM 02492810 1,846,207 73,300 73,300 73,300
AMERICAN ELEC PWR IN COM 02553710 101,588,742 3,407,646 3,393,083 8,913 5,650 3,097,287 32,250 278,109
AMERICAN EAGLE OUTFI COM 02553E10 16,743,077 441,339 441,239 100 428,392 12,947
AMERICAN EXPRESS CO COM 02581610 1,325,379,937 8,898,930 8,707,236 147,941 43,753 8,158,420 101,293 639,217
AMERICAN FINL GROUP COM 02593210 11,160,801 389,897 385,897 4,000 384,697 5,200
AMERICAN FREIGHTWAYS COM 02629V10 2,398,404 160,568 160,568 160,568
AMERICAN GENERAL COR COM 02635110 263,942,461 4,702,761 4,329,871 256,565 116,325 4,296,132 149,125 257,504
AMERICAN GREETINGS C CL A 02637510 20,065,345 1,099,471 1,098,321 1,150 1,041,631 8,200 49,640
AMERICAN HOME PRODS COM 02660910 1,286,787,470 23,940,232 22,497,769 706,642 735,821 21,189,549 864,121 1,886,562
AMERICAN INDL PPTYS COM NEW 02679120 1,414,971 119,791 119,791 119,791
AMERICAN INTL GROUP COM 02687410 3,139,237,870 28,668,839 26,854,425 1,135,637 678,777 25,582,979 878,234 2,207,626
AMERICAN ITALIAN PAS CL A 02707010 3,254,193 132,150 132,150 132,150
Page Total 10,347,342,088
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<TABLE>
<CAPTION>
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Investment Discretion Voting Authority
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMERICAN MGMT SYS IN COM 02735210 43,727,530 998,072 976,802 270 21,000 969,672 21,000 7,400
AMERICAN MOBILE SATE COM 02755R10 3,393,216 141,384 141,384 141,384
AMERICAN NATL CAN GR COM 02771410 202,033 15,393 15,393 15,393
AMERICAN NATL INS CO COM 02859110 4,631,337 80,545 78,945 1,600 79,945 600
AMERICAN RETIREMENT COM 02891310 1,150,338 134,354 134,354 134,354
AMERICAN PWR CONVERS COM 02906610 71,502,208 1,667,690 1,664,170 3,520 1,567,183 100,507
AMERICAN STD COS INC COM 02971210 29,475,754 796,642 795,442 1,200 782,542 14,100
AMERICAN STS WTR CO COM 02989910 2,263,975 76,100 76,000 100 76,100
AMERICAN TOWER CORP CL A 02991220 33,205,971 672,526 614,326 50,400 7,800 663,026 7,800 1,700
AMERICAN SUPERCONDUC COM 03011110 7,174,512 161,225 156,700 4,375 150 161,075 150
AMERICAN WTR WKS INC COM 03041110 20,502,401 863,259 857,159 6,100 855,659 7,600
AMERICAN WOODMARK CO COM 03050610 1,216,875 59,000 59,000 59,000
AMERICAN XTAL TECHNO COM 03051410 3,784,637 116,900 116,900 116,900
AMERICREDIT CORP COM 03060R10 14,986,976 918,770 918,770 918,770
AMERIPATH INC COM 03071D10 1,093,625 134,600 134,600 134,600
AMERISOURCE HEALTH C CL A 03071P10 13,479,075 898,605 898,605 898,605
AMERITRADE HLDG CORP CL A 03072H10 7,003,603 335,245 334,645 600 328,745 6,500
AMERUS LIFE HLDGS IN COM 03073210 2,131,699 117,611 117,611 117,611
AMES DEPT STORES INC COM NEW 03078950 5,138,616 209,210 209,210 209,210
AMETEK INC NEW COM 03110010 6,635,821 344,718 327,818 3,300 13,600 329,218 13,600 1,900
AMF BOWLING INC COM 03113V10 1,146,437 539,500 539,500 539,500
AMGEN INC COM 03116210 1,130,324,041 18,416,685 18,171,769 143,734 101,182 16,227,216 697,482 1,491,987
AMKOR TECHNOLOGY INC COM 03165210 35,116,219 661,796 661,630 166 661,796
AMRESCO INC COM 03190910 403,943 300,553 300,553 300,553
AMPEX CORP DEL CL A 03209210 827,812 264,900 264,900 264,900
AMPHENOL CORP NEW CL A 03209510 17,418,083 170,348 170,348 170,348
AMSOUTH BANCORPORATI COM 03216510 99,905,243 6,688,441 6,607,467 52,218 28,756 6,229,056 77,756 381,629
AMYLIN PHARMACEUTICA COM 03234610 298,364 22,000 21,900 100 22,000
AMTRAN INC COM 03234G10 432,575 24,200 24,200 24,200
ANACOMP INC DEL COM 03237110 1,224,729 78,700 78,700 78,700
ANADARKO PETE CORP COM 03251110 108,901,003 2,814,925 2,451,185 280,106 83,634 2,590,166 100,219 124,540
ANADIGICS INC COM 03251510 12,351,900 187,150 187,150 187,150
ANALOG DEVICES INC COM 03265410 524,375,792 6,513,985 6,398,855 108,032 7,098 6,108,889 51,898 353,198
ANALOGIC CORP COM PAR $0 03265720 1,767,529 47,933 47,933 47,933
ANALYSTS INTL CORP COM 03268110 1,403,909 142,168 142,168 142,168
ANCHOR BANCORP WIS I COM 03283910 2,661,348 167,644 167,644 167,644
ANCHOR FINL CORP S C COM 03303610 1,543,527 54,100 54,100 54,100
ANCHOR GAMING COM 03303710 2,172,158 57,257 57,257 57,257
Page Total 2,214,974,814
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<CAPTION>
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Investment Discretion Voting Authority
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ANCOR COMMUNICATIONS COM 03332K10 8,089,287 196,700 196,700 196,700
ANDOVER BANCORP INC COM 03425810 1,393,825 48,800 48,800 48,800
ANDREW CORP COM 03442510 34,711,234 1,517,431 1,517,431 1,444,981 10,100 62,350
ANDRX CORP COM 03455110 10,036,834 86,899 86,899 86,699 200
ANESTA CORP COM 03460310 1,073,277 81,100 81,100 81,100
ANHEUSER BUSCH COS I COM 03522910 571,094,821 9,174,214 9,027,907 61,257 85,050 8,147,494 341,250 685,470
ANICOM INC COM 03525010 972,247 160,384 157,400 2,984 157,400 2,984
ANIKA THERAPEUTICS I COM 03525510 210,606 23,900 23,900 23,900
ANIXTER INTL INC COM 03529010 5,397,687 193,639 193,319 320 193,639
ANNTAYLOR STORES COR COM 03611510 3,755,118 163,266 163,266 163,266
ANSOFT CORP COM 03638410 452,953 36,555 26,555 10,000 26,555 10,000
ANTEC CORP COM 03664P10 8,715,889 194,499 194,399 100 194,499
ANSWERTHINK CONSULTI COM 03691610 4,802,114 196,510 196,510 196,510
AON CORP COM 03738910 140,963,556 4,370,963 4,353,029 7,173 10,761 3,983,338 44,661 342,964
APACHE CORP COM 03741110 125,620,789 2,525,041 2,482,665 38,776 3,600 2,356,018 18,085 150,938
APARTMENT INVT & MGM CL A 03748R10 20,394,187 534,061 507,911 26,150 533,361 700
APEX INC COM 03754810 4,913,939 132,362 132,100 262 132,362
APOGEE ENTERPRISES I COM 03759810 4,437,643 1,118,076 1,118,076 196,644 921,432
APOLLO GROUP INC CL A 03760410 15,861,275 562,716 562,416 300 556,966 5,750
APPLE COMPUTER INC COM 03783310 477,528,844 3,516,102 3,508,259 5,943 1,900 3,233,016 23,320 259,766
APPLEBEES INTL INC COM 03789910 12,948,721 460,399 449,399 11,000 449,399 11,000
APRIA HEALTHCARE GRO COM 03793310 13,573,811 940,210 940,110 100 937,110 3,100
APPLIED GRAPHICS TEC COM 03793710 948,030 158,005 99,010 58,995 158,005
APPLIED ANALYTICAL I COM 03793910 764,718 73,270 73,270 73,270
APPLIED INDL TECHNOL COM 03820C10 2,867,312 179,207 179,207 179,207
APPLIED MATLS INC COM 03822210 1,506,241,672 15,981,344 15,561,447 353,421 66,476 14,337,776 509,476 1,134,092
APPLIED PWR INC CL A 03822510 8,569,294 300,677 300,677 300,677
APPLIED MICRO CIRCUI COM 03822W10 75,075,118 500,294 490,074 220 10,000 488,694 10,000 1,600
APPLIEDTHEORY CORP COM 03828R10 906,058 43,404 43,404 43,404
APPNET INC COM 03831Q10 539,983 11,489 11,489 11,489
APTARGROUP INC COM 03833610 21,458,456 804,079 227,840 397,334 178,905 625,174 178,905
ARACRUZ CELULOSE S SPON ADR C 03849620 275,431 13,000 13,000 13,000
ARCADIA FINL LTD COM 03910110 1,263,490 252,698 252,698 252,698
ARCH CHEMICALS INC COM 03937R10 76,519,640 3,825,982 3,825,982 142,482 3,683,500
ARCH COAL INC COM 03938010 2,993,893 427,699 427,593 106 406,877 2,214 18,608
ARCHER DANIELS MIDLA COM 03948310 110,826,023 10,747,287 10,705,489 34,167 7,631 9,784,530 89,116 873,641
ARCHSTONE CMNTYS T SH BEN INT 03958110 13,147,175 659,436 651,536 7,900 656,736 2,700
ARCTIC CAT INC COM 03967010 1,292,197 126,068 126,068 126,068
Page Total 3,290,637,147
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March 2000
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ARDEN RLTY GROUP INC COM 03979310 7,851,546 376,122 376,022 100 375,422 700
AREA BANCSHARES CORP COM 03987210 1,483,271 74,630 74,630 74,630
ARGONAUT GROUP INC COM 04015710 2,820,556 140,592 139,992 600 140,592
ARGOSY GAMING CO COM 04022810 6,150,300 431,600 431,600 431,600
ARGUSS HLDGS INC COM 04028210 2,690,951 120,266 69,600 50,666 120,266
ARIBA INC COM 04033V10 6,506,969 31,041 30,451 590 31,041
ARMSTRONG WORLD INDS COM 04247610 13,822,523 773,288 772,088 600 600 712,290 4,700 56,298
ARNOLD INDS INC COM 04259510 2,669,892 208,390 208,290 100 206,690 1,700
ARROW ELECTRS INC COM 04273510 31,169,706 884,247 882,597 1,650 874,647 9,600
ARROW INTL INC COM 04276410 2,612,941 83,281 83,281 83,281
ART TECHNOLOGY GROUP COM 04289L10 1,427,115 21,726 21,726 21,726
ARTESYN TECHNOLOGIES COM 04312710 4,593,131 242,548 242,548 242,548
ARVIN INDS INC COM 04333910 6,339,592 280,203 280,003 200 278,503 1,700
ASCENT ENTMT GROUP I COM 04362810 2,375,322 156,405 156,405 156,405
ASHLAND INC COM 04420410 42,473,383 1,277,395 1,271,047 4,500 1,848 1,189,460 10,948 76,987
ASHTON TECHNOLOGY GR COM 04508410 1,432,602 169,800 169,800 169,800
ASPECT DEV INC COM 04523410 21,926,897 340,612 340,612 340,612
ASPECT COMMUNICATION COM 04523Q10 13,092,151 353,250 353,250 353,250
ASPEN TECHNOLOGY INC COM 04532710 7,184,166 177,936 176,936 1,000 177,936
ASSOCIATED BANC CORP COM 04548710 16,800,594 562,363 561,863 500 557,288 5,075
ASSOCIATED ESTATES R COM 04560410 1,022,769 126,863 126,863 126,863
AT HOME CORP COM SER A 04591910 24,185,210 734,287 728,012 6,175 100 728,887 100 5,300
ASSOCIATES FIRST CAP CL A 04600810 262,513,877 12,281,351 12,124,266 126,312 30,773 11,376,363 125,073 779,915
ASTEC INDS INC COM 04622410 2,971,570 111,873 111,873 111,873
ASTORIA FINL CORP COM 04626510 81,497,142 2,872,146 486,205 2,385,941 2,867,701 4,445
ASTRAZENECA PLC SPONSORED 04635310 925,141 22,843 16,178 6,665 22,843
ASYST TECHNOLOGY COR COM 04648X10 12,054,510 206,060 206,060 206,060
ATLANTIC COAST AIRLI COM 04839610 2,125,113 82,130 82,130 82,130
ATLANTIC RICHFIELD C COM 04882510 552,695,160 6,502,296 6,179,175 170,681 152,440 5,846,452 192,240 463,604
ATLAS AIR INC COM 04916410 4,253,746 155,388 128,148 27,015 225 155,163 225
ATMEL CORP COM 04951310 92,122,128 1,784,448 1,777,098 4,350 3,000 1,760,548 3,000 20,900
ATMOS ENERGY CORP COM 04956010 3,540,979 216,243 216,243 216,243
ATWOOD OCEANICS INC COM 05009510 5,050,454 76,162 76,162 76,162
AUDIOVOX CORP CL A 05075710 808,851 18,541 18,541 18,541
AURORA FOODS INC COM 05164B10 348,432 116,144 116,144 116,144
AURORA BIOSCIENCES C COM 05192010 472,228 11,553 11,553 11,553
AUSPEX SYS INC COM 05211610 2,087,800 189,800 189,800 189,800
AUTOBYTEL COM INC COM 05275N10 463,995 56,454 56,454 56,454
Page Total 1,244,562,713
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March 2000
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<CAPTION>
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Investment Discretion Voting Authority
--------------------------- ---------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AUTODESK INC COM 05276910 45,570,707 1,001,554 1,000,654 900 937,624 7,800 56,130
AUTOLIV INC COM 05280010 17,592,570 586,419 566,873 11,348 8,198 576,808 8,198 1,413
AUTOMATIC DATA PROCE COM 05301510 682,579,433 14,146,724 11,449,917 1,711,826 984,981 11,923,430 1,351,481 871,813
AUTONATION INC COM 05329W10 15,923,225 2,006,202 2,005,802 400 1,995,802 10,400
AUTOWEB COM INC COM 05333110 375,506 52,248 52,248 52,248
AUTOZONE INC COM 05333210 63,847,116 2,300,797 2,298,797 2,000 2,140,837 18,000 141,960
AVADO BRANDS INC COM 05336P10 433,883 154,297 154,297 154,297
AVALONBAY CMNTYS INC COM 05348410 19,261,124 525,901 498,251 27,650 524,901 1,000
AVANT CORP COM 05348710 3,542,050 283,364 283,364 283,364
AVENTIS SPONSORED 05356110 756,000 14,000 14,000 14,000
AVERY DENNISON CORP COM 05361110 135,183,329 2,213,870 1,981,157 192,674 40,039 1,934,045 105,439 174,386
AVIALL INC NEW COM 05366B10 1,115,320 132,194 132,194 132,194
AVIATION SALES CO COM 05367210 522,919 79,689 79,689 79,689
AVID TECHNOLOGY INC COM 05367P10 2,984,785 166,981 166,981 166,981
AVIRON COM 05376210 2,971,851 106,855 102,120 4,620 115 106,740 115
AVIS RENT A CAR INC COM 05379010 2,834,716 160,835 160,835 160,835
AVISTA CORP COM 05379B10 11,063,502 271,497 266,497 5,000 266,497 5,000
AVNET INC COM 05380710 27,305,649 433,423 432,105 882 436 411,418 436 21,569
AVON PRODS INC COM 05430310 123,196,875 4,211,859 4,174,388 35,246 2,225 3,707,185 141,225 363,449
AXA SPONSORED 05453610 2,276,062 31,750 24,000 7,750 31,750
AWARE INC MASS COM 05453N10 4,649,685 115,880 115,680 200 115,880
AXENT TECHNOLOGIES I COM 05459C10 6,226,772 331,000 331,000 331,000
AZTAR CORP COM 05480210 3,139,512 330,475 330,475 330,475
BB&T CORP COM 05493710 159,727,697 5,691,957 5,684,807 7,150 5,316,437 43,900 331,620
BHC COMMUNICATIONS I CL A 05544810 7,512,492 48,157 47,837 320 43,857 4,300
BISYS GROUP INC COM 05547210 8,890,584 133,693 133,603 90 133,393 300
BJ SVCS CO COM 05548210 75,612,761 1,023,523 1,023,273 250 1,015,123 8,400
BJS WHOLESALE CLUB I COM 05548J10 35,241,105 918,335 915,835 2,500 909,535 8,800
BMC INDS INC MINN COM 05560710 1,068,342 187,857 187,857 187,857
BOK FINL CORP COM NEW 05561Q20 1,723,441 93,159 93,159 93,159
BP AMOCO P L C SPONSORED 05562210 3,124,407,646 58,674,322 58,665,735 8,587 265,117 58,391,558 17,647
BRE PROPERTIES INC CL A 05564E10 8,809,248 341,285 341,285 341,285
BSB BANCORP COM 05565210 1,271,830 60,926 60,926 60,926
BT FINL CORP COM 05576310 1,805,875 115,576 115,576 115,576
BMC SOFTWARE INC COM 05592110 208,317,618 4,219,091 4,211,956 7,135 3,731,541 143,800 343,750
BACOU USA INC COM 05643910 468,125 29,960 29,880 80 29,960
BAKER HUGHES INC COM 05722410 190,135,044 6,285,456 6,076,693 165,960 42,803 5,738,882 86,403 460,171
BALDOR ELEC CO COM 05774110 4,368,403 241,856 241,736 120 241,856
Page Total 5,002,712,802
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March 2000
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BALDWIN & LYONS INC CL B 05775520 1,707,286 88,118 88,118 88,118
BALL CORP COM 05849810 19,233,372 556,489 551,664 4,825 524,429 4,000 28,060
BALLY TOTAL FITNESS COM 05873K10 4,056,220 165,560 165,260 300 165,560
BANCFIRST CORP ZANES COM 05945010 849,250 39,500 39,500 39,500
BANCFIRST CORP COM 05945F10 745,630 28,137 28,137 28,137
BANCO DE A EDWARDS SPON ADR R 05950410 487,562 26,900 26,900 26,900
BANCO SANTANDER P R COM 05964610 820,430 68,730 68,730 68,730
BANCO SANTANDER CENT ADR 05964H10 816,731 75,975 47,880 28,095 75,975
BANCORPSOUTH INC COM 05969210 6,905,599 421,716 421,716 421,716
BANCWEST CORP NEW COM 05979010 7,564,171 382,996 382,996 382,996
BANDAG INC COM 05981510 3,515,136 152,832 152,832 151,532 1,300
BANK OF AMERICA CORP COM 06050510 1,653,234,994 31,528,024 31,139,367 295,660 92,997 28,748,112 327,472 2,452,440
BANK OF GRANITE CORP COM 06240110 1,755,512 88,053 84,297 3,756 88,053
BANK NEW YORK INC COM 06405710 548,814,323 13,204,714 13,031,794 62,448 110,472 11,968,073 206,772 1,029,869
BANK ONE CORP COM 06423A10 714,472,402 20,709,345 20,591,724 76,489 41,132 18,674,636 386,776 1,647,933
BANK TOKYO-MITSUBIS SPONSORED 06537910 9,236,091 651,025 614,780 36,245 651,025
BANK UTD CORP CL A 06541210 18,367,411 581,947 581,147 800 581,947
BANKATLANTIC BANCORP CL B 06590810 1,808,350 304,590 304,590 304,590
BANKNORTH GROUP INC COM 06646L10 5,257,136 196,074 192,728 1,100 2,246 193,828 2,246
BANTA CORP COM 06682110 5,382,129 292,905 272,520 14,585 5,800 285,555 5,800 1,550
BANYAN SYS INC COM 06690810 3,182,234 181,200 178,700 2,500 178,700 2,500
BARD C R INC COM 06738310 33,825,282 874,332 872,682 1,650 816,002 4,900 53,430
BARCLAYS PLC ADR 06738E20 1,404,150 12,765 10,650 2,115 12,765
BARNES & NOBLE INC COM 06777410 11,841,825 505,262 502,812 2,450 500,062 5,200
BARNES GROUP INC COM 06780610 1,673,532 115,416 115,416 115,416
BARNESANDNOBLE COM I CL A 06784610 1,799,352 190,670 189,470 1,200 190,670
BARRICK GOLD CORP COM 06790110 84,601,606 5,393,103 5,391,103 2,000 4,974,863 51,900 366,340
BARR LABS INC COM 06830610 15,004,878 357,259 357,259 357,259
BARRA INC COM 06831310 2,616,776 77,248 77,248 77,248
BARRETT RES CORP COM PAR $0 06848020 16,551,741 555,204 513,124 36,780 5,300 549,904 5,300
BASIN EXPL INC COM 07010710 2,240,624 150,005 150,005 150,005
BASSETT FURNITURE IN COM 07020310 1,148,868 82,062 81,962 100 82,062
BATTLE MTN GOLD CO COM 07159310 1,954,274 1,008,918 1,005,760 1,358 1,800 1,007,118 1,800
BAUSCH & LOMB INC COM 07170710 48,895,252 936,924 934,999 1,925 871,714 9,700 55,510
BAXTER INTL INC COM 07181310 523,498,384 8,350,988 5,224,508 3,126,280 200 4,780,097 3,158,239 412,652
BAY VIEW CAP CORP DE COM 07262L10 1,246,552 166,207 166,207 166,207
BE AEROSPACE INC COM 07330210 1,040,950 177,183 177,183 177,183
BE FREE INC COM 07330810 330,000 15,000 15,000 15,000
Page Total 3,757,886,015
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March 2000
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SEC 13F
<TABLE>
<CAPTION>
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------------------------- -----------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BE INC COM 07330910 212,856 14,132 14,132 14,132
BEA SYS INC COM 07332510 71,185,856 970,165 968,990 1,025 150 964,815 150 5,200
BEAR STEARNS COS INC COM 07390210 92,373,698 2,024,629 2,021,326 3,302 1 1,865,566 14,116 144,947
BEBE STORES INC COM 07557110 316,054 25,034 25,034 25,034
BECKMAN COULTER INC COM 07581110 15,194,988 236,730 230,454 276 6,000 228,530 6,000 2,200
BECTON DICKINSON & C COM 07588710 268,268,574 10,195,674 10,171,754 14,820 9,100 3,915,903 5,914,059 365,712
BED BATH & BEYOND IN COM 07589610 87,296,816 2,217,062 2,215,652 1,410 2,004,962 79,800 132,300
BEDFORD PPTY INVS COM PAR $0 07644630 2,784,733 173,374 173,374 173,374
BELCO OIL & GAS CORP COM 07741010 967,199 93,224 93,224 93,224
BELDEN INC COM 07745910 5,643,302 205,211 205,211 205,211
BELL & HOWELL CO NEW COM 07785210 3,624,937 115,998 115,298 700 115,998
BELL ATLANTIC CORP COM 07785310 1,889,906,943 30,918,723 30,120,785 400,569 397,369 26,808,387 1,896,465 2,213,871
BELLSOUTH CORP COM 07986010 8,612,789,437 183,739,508 182,901,110 411,635 426,763 32,422,753 148,592,979 2,723,776
BELO A H CORP DEL COM SER A 08055510 15,896,326 889,305 889,205 100 879,605 9,700
BEMIS INC COM 08143710 32,992,431 894,710 876,352 9,582 8,776 831,294 15,276 48,140
BENCHMARK ELECTRS IN COM 08160H10 4,175,450 112,850 112,850 112,850
BERGEN BRUNSWIG CORP CL A 08373910 10,195,409 1,510,431 1,509,411 1,020 1,215,899 294,532
BERINGER WINE ESTATE CL B 08410210 5,180,888 144,415 128,370 14,645 1,400 143,015 1,400
BERKLEY W R CORP COM 08442310 3,098,195 134,342 133,842 500 134,342
BERKSHIRE HATHAWAY I CL B 08467020 328,550,040 180,522 175,497 2,574 2,451 4,680 175,796 46
BERLITZ INTL INC NEW COM 08520F10 305,367 26,700 26,700 26,700
BERRY PETE CO CL A 08578910 2,793,334 162,526 162,526 162,526
BEST BUY INC COM 08651610 345,210,192 4,014,072 3,969,952 39,845 4,275 3,672,797 121,255 220,020
BESTFOODS COM 08658U10 268,489,898 5,735,493 5,153,470 336,999 245,024 5,040,419 407,624 287,450
BETHLEHEM STL CORP COM 08750910 56,230,620 9,371,770 9,371,199 571 2,215,399 7,003,017 153,354
BEVERLY ENTERPRISES COM NEW 08785130 3,627,912 983,974 983,974 976,874 7,100
BEYOND COM CORP COM 08860E10 686,586 160,380 160,380 160,380
BILLING CONCEPTS COR COM 09006310 1,946,166 276,798 276,798 276,798
BINDLEY WESTN INDS I COM 09032410 6,126,511 451,741 451,741 451,741
BINDVIEW DEV CORP COM 09032710 7,733,878 248,982 248,982 248,982
BIO RAD LABS INC CL A 09057220 1,630,503 59,835 59,835 59,835
BIO TECHNOLOGY GEN C COM 09057810 5,979,543 385,777 385,777 385,777
BIOCRYST PHARMACEUTI COM 09058V10 2,022,180 74,040 42,300 30,240 1,500 72,540 1,500
BIOGEN INC COM 09059710 195,909,585 2,803,715 2,782,837 15,978 4,900 2,562,015 96,500 145,200
BIOMATRIX INC COM 09060P10 2,390,598 98,330 98,330 98,330
BIOMET INC COM 09061310 72,659,426 1,997,510 1,993,960 3,550 1,865,690 18,100 113,720
BIOMARIN PHARMACEUTI COM 09061G10 412,971 11,633 11,633 11,633
BIOPURE CORP CL A 09065H10 998,960 29,988 25,188 3,800 1,000 28,988 1,000
Page Total 12,425,808,362
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March 2000
10 of 82
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SEC 13F
<TABLE>
<CAPTION>
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Investment Discretion Voting Authority
--------------------------- ---------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BIOVAIL CORP INTL NE COM 09067K10 466,395 10,540 2,900 7,640 10,540
BLACK & DECKER CORP COM 09179710 56,184,413 1,495,778 1,482,703 12,675 400 1,356,751 11,500 127,527
BLACK BOX CORP DEL COM 09182610 9,627,403 139,056 139,056 139,056
BLACK HILLS CORP COM 09211310 4,849,889 219,830 215,515 340 3,975 214,555 3,975 1,300
BLANCH E W HLDGS INC COM 09321010 1,876,460 93,823 93,598 225 93,823
BLOCK DRUG INC CL A 09364410 3,149,647 114,275 114,172 103 114,275
BLOCK H & R INC COM 09367110 77,797,114 1,738,483 1,707,298 16,985 14,200 1,569,916 26,600 141,967
BLOUNT INTL INC NEW COM 09518010 2,233,065 173,442 173,442 173,442
BLYTH INDS INC COM 09643P10 8,787,526 321,746 319,146 2,600 315,646 2,600 3,500
BOB EVANS FARMS INC COM 09676110 11,397,700 911,816 911,816 411,572 497,611 2,633
BOCA RESORTS INC CL A 09688T10 1,863,185 217,611 217,611 217,611
BOEING CO COM 09702310 3,277,319,934 86,674,070 86,490,975 126,065 57,030 16,060,353 69,349,543 1,264,174
BOISE CASCADE CORP COM 09738310 112,282,740 3,231,158 1,729,289 1,501,869 1,622,668 1,507,269 101,221
BOISE CASCADE OFFICE COM 09740310 19,658,220 1,200,502 1,200,502 112,212 1,088,290
BOMBAY CO INC COM 09792410 825,290 249,182 248,957 225 248,957 225
BORDERS GROUP INC COM 09970910 13,650,688 794,245 794,045 200 789,145 5,100
BORG-WARNER AUTOMOTI COM 09972410 11,421,033 290,058 289,858 200 246,458 43,600
BORON LEPORE & ASSOC COM 10001P10 208,562 23,500 23,500 23,500
BOSTON PRIVATE FINL COM 10111910 257,450 27,100 10,100 2,000 15,000 12,100 15,000
BOSTON PROPERTIES IN COM 10112110 11,254,290 353,775 333,650 20,125 353,175 600
BOSTON SCIENTIFIC CO COM 10113710 135,983,261 6,380,596 6,338,311 17,130 25,155 5,895,221 81,155 404,220
BOTTOMLINE TECH DEL COM 10138810 1,978,529 54,300 54,300 54,300
BOWATER INC COM 10218310 25,281,549 473,659 472,909 700 50 468,609 50 5,000
BOWNE & CO INC COM 10304310 3,472,207 269,686 268,086 1,600 269,686
BOYD GAMING CORP COM 10330410 1,159,375 234,834 234,834 234,834
BOYDS COLLECTION LTD COM 10335410 2,105,763 347,371 347,371 347,371
BOYKIN LODGING CO COM 10343010 1,530,214 130,231 130,231 130,231
BRADLEY REAL ESTATE COM 10458010 3,145,123 184,335 184,335 184,335
BRADY CORP CL A 10467410 4,510,076 144,614 143,114 1,500 144,614
BRANDYWINE RLTY TR SH BEN INT 10536820 6,350,378 370,825 345,650 25,175 370,825
BRENTON BKS INC COM 10721110 989,213 118,115 118,115 118,115
BRIGGS & STRATTON CO COM 10904310 20,316,819 494,026 493,826 200 425,676 2,200 66,150
BRIGHT HORIZON FAMIL COM 10919510 2,786,878 128,873 81,300 47,573 128,873
BRIGHTPOINT INC COM 10947310 15,535,352 1,268,192 1,266,192 2,000 1,268,192
BRIGHTSTAR INFO TECH COM 10947N10 254,400 38,400 38,400 38,400
BRINKER INTL INC COM 10964110 25,589,184 861,966 859,491 2,175 300 856,166 300 5,500
BRIO TECHNOLOGY INC COM 10970410 4,639,475 122,900 122,900 122,900
BRISTOL MYERS SQUIBB COM 11012210 2,243,232,592 38,676,424 36,191,928 1,244,553 1,239,943 33,502,119 2,331,633 2,842,672
Page Total 6,123,971,392
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</TABLE>
March 2000
11 of 82
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<TABLE>
<CAPTION>
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Investment Discretion Voting Authority
--------------------------- ---------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BRITESMILE INC COM 11041510 582,325 60,900 60,900 60,900
BRITISH AMERN TOB P SPONSORED 11044810 7,375,131 694,130 694,130 694,130
BROADCOM CORP CL A 11132010 142,144,779 585,259 584,584 675 582,515 2,744
BROADVISION INC COM 11141210 73,574,133 1,639,535 1,638,680 405 450 1,636,685 450 2,400
BROADWING INC COM 11162010 58,469,120 1,572,300 1,562,287 4,142 5,871 1,389,229 5,871 177,200
BROCADE COMMUNICATIO COM 11162110 37,412,731 208,646 202,286 6,260 100 208,546 100
BROOKE GROUP LTD COM 11252510 922,056 75,659 75,659 75,659
BROOKLINE BANCORP IN COM 11373910 986,841 103,878 103,829 49 103,878
BROOKS AUTOMATION IN COM 11434A10 5,319,500 85,112 84,900 212 85,112
BROOKTROUT INC COM 11458010 2,479,500 85,500 85,500 85,500
BROWN & BROWN INC COM 11523610 2,994,373 77,400 77,400 77,400
BROWN FORMAN CORP CL B 11563720 60,591,701 1,113,061 1,113,061 1,036,631 6,600 69,830
BROWN TOM INC COM NEW 11566020 4,215,592 229,420 229,420 229,420
BROWN SHOE INC NEW COM 11573610 1,600,116 133,343 133,243 100 133,243 100
BRUNSWICK CORP COM 11704310 46,316,417 2,445,816 2,444,116 1,700 2,254,723 12,300 178,793
BRUSH WELLMAN INC COM 11742110 1,990,444 112,933 112,933 112,933
BUCKEYE PARTNERS L UNIT LTD P 11823010 548,600 21,100 9,300 10,800 1,000 20,100 1,000
BUCKEYE TECHNOLOGIES COM 11825510 3,523,898 194,422 190,422 4,000 194,422
BUCKLE INC COM 11844010 1,210,068 75,043 74,843 200 75,043
BUDGET GROUP INC CL A 11900310 840,099 170,164 170,164 170,164
BUFFETS INC COM 11988210 3,891,006 430,850 430,850 428,150 2,700
BURLINGTON COAT FACT COM 12157910 2,531,645 147,300 146,100 1,200 147,300
BURLINGTON INDS INC COM 12169310 2,191,284 500,865 500,865 497,465 3,400
BURLINGTON NORTHN SA COM 12189T10 209,050,751 9,189,044 9,125,073 47,506 16,465 8,460,065 73,980 654,999
BURLINGTON RES INC COM 12201410 148,061,605 4,001,665 3,846,302 90,298 65,065 3,689,730 90,665 221,270
BURNHAM PAC PPTYS IN COM 12232C10 1,595,199 225,885 225,885 225,885
BURNS INTL SVCS CORP COM 12237410 862,806 82,172 82,172 82,172
BURR BROWN CORP COM 12257410 22,964,737 422,340 400,095 22,245 422,340
BUSH BOAKE ALLEN INC COM 12316210 1,371,131 49,300 49,300 49,300
BUSH INDS INC CL A 12316410 719,169 51,832 51,832 51,832
BUTLER MFG CO DEL COM 12365510 912,330 37,334 37,334 37,334
BUY COM INC COM 12426910 434,489 44,563 44,563 40,800 3,763
C&D TECHNOLOGIES INC COM 12466110 5,652,200 95,800 95,800 95,800
CAIS INTERNET INC COM 12476Q10 1,303,679 53,900 53,400 500 53,900
CBL & ASSOC PPTYS IN COM 12483010 10,252,691 501,673 484,048 17,625 501,673
CCB FINL CORP COM 12487510 15,815,923 357,422 357,022 400 354,122 3,300
CCC INFORMATION SVCS COM 12487Q10 3,481,452 161,928 161,928 161,928
CB RICHARD ELLIS SVC COM 12489L10 1,502,479 138,159 138,159 138,159
Page Total 885,692,000
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</TABLE>
March 2000
12 of 82
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SEC 13F
<TABLE>
<CAPTION>
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Investment Discretion Voting Authority
--------------------------- ---------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CBRL GROUP INC COM 12489V10 6,088,850 608,885 608,885 605,385 3,500
CBS CORP COM 12490K10 821,118,785 14,500,994 14,464,350 24,296 12,348 11,766,277 1,663,147 1,071,570
CFW COMMUNICATION CO COM 12492310 3,807,562 96,700 96,700 96,700
C COR NET CORP COM 12501010 8,900,850 181,650 181,650 181,650
C-CUBE MICROSYSTEMS COM 12501510 21,465,487 294,807 294,807 294,807
C D I CORP COM 12507110 1,579,850 83,150 82,810 340 83,150
CDNOW INC NEW COM 12508610 444,210 117,485 117,485 117,485
CDW COMPUTER CTRS IN COM 12512910 21,238,860 251,535 251,435 100 248,335 3,200
CEC ENTMT INC COM 12513710 6,185,178 228,025 228,025 228,025
CFS BANCORP INC COM 12525D10 1,062,000 118,000 118,000 118,000
CH ENERGY GROUP INC COM 12541M10 3,631,756 119,564 119,081 483 119,564
C H ROBINSON WORLDWI COM 12541W10 15,988,817 429,230 429,150 80 426,530 2,700
CHS ELECTRONICS INC COM NEW 12542A20 202,053 294,110 294,110 294,110
CIGNA CORP COM 12550910 242,467,644 3,200,893 3,155,176 35,150 10,567 2,898,591 27,367 274,935
CIT GROUP INC CL A 12557710 8,783,833 450,453 450,453 442,953 7,500
CKE RESTAURANTS INC COM 12561E10 2,326,575 364,953 364,953 364,953
CLECO CORP NEW COM 12561W10 8,121,645 244,260 244,260 242,860 1,400
CK WITCO CORP COM 12562C10 12,151,450 1,192,839 1,191,292 1,547 1,183,835 9,004
CMGI INC COM 12575010 136,847,015 1,207,701 1,188,721 16,940 2,040 1,103,643 2,040 102,018
CMI CORP CL A 12576130 586,472 128,556 128,556 128,556
CMP GROUP INC COM 12588710 10,218,884 350,863 342,963 500 7,400 341,263 7,400 2,200
CMS ENERGY CORP COM 12589610 35,014,654 1,931,843 1,927,299 3,950 594 1,804,149 14,594 113,100
CPI CORP COM 12590210 1,343,237 57,620 57,620 57,620
CPB INC COM 12590310 1,325,450 54,100 54,100 54,100
CSS INDS INC COM 12590610 734,227 38,391 38,391 38,391
CTG RES INC COM 12595710 2,264,762 60,902 60,300 602 60,902
CSK AUTO CORP COM 12596510 1,789,803 128,421 128,421 128,421
CNA FINL CORP COM 12611710 5,220,779 161,574 160,174 1,400 161,274 300
CNA SURETY CORP COM 12612L10 2,026,843 145,429 144,579 850 145,429
CNF TRANSN INC COM 12612W10 14,634,378 527,365 526,565 800 500,523 26,842
CNET NETWORKS INC COM 12613R10 10,709,402 211,285 211,185 100 210,385 100 800
CSG SYS INTL INC COM 12634910 19,524,555 399,995 382,895 17,100 396,095 3,900
CSX CORP COM 12640810 90,847,287 3,865,842 3,820,891 28,894 16,057 3,521,737 43,212 300,893
CTC COMMUNICATIONS G COM 12641910 4,375,456 102,650 91,100 11,550 91,100 11,550
CT COMMUNICATIONS IN COM NEW 12642640 3,624,000 60,400 60,400 60,400
CTS CORP COM 12650110 17,470,272 306,496 306,496 306,496
CUNO INC COM 12658310 3,076,924 113,435 113,435 113,435
CVB FINL CORP COM 12660010 1,280,078 90,625 90,625 90,625
Page Total 1,548,479,883
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</TABLE>
March 2000
13 of 82
<PAGE>
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SEC 13F
<TABLE>
<CAPTION>
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Investment Discretion Voting Authority
--------------------------- ---------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CVS CORP COM 12665010 247,405,756 6,586,597 6,524,453 36,082 26,062 5,958,406 77,362 550,829
CABLE & WIRELESS PU SPONSORED 12683020 14,927,640 266,565 261,050 5,515 266,565
CABLEVISION SYS CORP CL A 12686C10 38,669,379 636,533 633,086 875 2,572 632,261 2,572 1,700
CABLETRON SYS INC COM 12692010 85,705,880 2,917,647 2,915,302 2,345 2,730,397 23,500 163,750
CABLE DESIGN TECHNOL COM 12692410 7,844,333 231,144 231,144 231,144
CACHEFLOW INC COM 12694610 1,452,099 12,254 12,104 100 50 12,204 50
CABOT CORP COM 12705510 125,479,531 4,114,083 2,109,467 228,902 1,775,714 640,194 3,466,489 7,400
CABOT INDUSTRIAL TRU COM 12707210 5,476,681 294,050 294,050 294,050
CABOT OIL & GAS CORP CL A 12709710 4,459,598 246,905 207,037 39,868 207,037 39,868
CACI INTL INC CL A 12719030 1,969,854 65,800 65,800 65,800
CADENCE DESIGN SYSTE COM 12738710 42,844,621 2,077,315 2,069,915 4,400 3,000 2,050,715 3,000 23,600
CADIZ INC COM 12753710 2,133,814 251,037 251,037 251,037
CADMUS COMMUNICATION COM 12758710 306,320 34,515 34,515 34,515
CAL DIVE INTL INC COM 12791410 2,167,025 42,700 42,700 42,700
CALGON CARBON CORP COM 12960310 1,431,644 218,172 218,172 218,172
CALICO COMM INC COM 12989710 402,825 12,300 10,600 1,700 12,300
CALIFORNIA WTR SVC G COM 13078810 1,865,245 81,766 81,766 81,766
CALIPER TECHNOLOGIES COM 13087610 837,622 10,357 10,000 357 10,357
CALLAWAY GOLF CO COM 13119310 12,862,551 829,842 829,642 200 794,962 34,880
CALPINE CORP COM 13134710 51,370,718 546,497 546,042 455 541,297 5,200
CAMBREX CORP COM 13201110 12,741,759 292,914 292,014 900 292,914
CAMBRIDGE TECH PARTN COM 13252410 7,559,974 557,438 557,438 553,438 4,000
CAMDEN PPTY TR SH BEN INT 13313110 8,220,975 303,783 303,783 303,783
CAMPBELL SOUP CO COM 13442910 226,681,989 7,371,772 7,341,608 9,652 20,512 6,483,057 272,312 616,403
CANADIAN NATL RY CO COM 13637510 582,470 21,826 21,826 21,826
CANANDAIGUA BRANDS I CL A 13721920 14,036,883 275,233 275,208 25 275,233
CANON INC ADR 13800630 1,435,846 33,295 23,700 9,595 33,295
CAPITAL CITY BK GROU COM 13967410 673,137 34,300 34,300 34,300
CAPITAL AUTOMOTIVE COM SH BEN 13973310 2,348,400 195,700 195,700 195,700
CAPITAL ONE FINL COR COM 14040H10 174,873,936 3,647,995 3,465,631 159,639 22,725 3,393,700 48,325 205,970
CAPITAL SR LIVING CO COM 14047510 216,250 69,200 69,200 69,200
CAPITOL FED FINL COM 14057C10 5,654,650 599,200 599,200 599,200
CAPROCK COMMUNICATIO COM 14066710 11,639,950 237,550 237,550 237,550
CAPSTEAD MTG CORP COM 14067E10 1,426,414 368,107 368,107 368,107
CAPTEC NET LEASE REA COM 14072410 1,007,955 120,800 120,800 120,800
CARBO CERAMICS INC COM 14078110 945,028 33,601 33,601 33,601
CARAUSTAR INDS INC COM 14090910 10,819,015 765,948 188,792 577,156 765,948
CARDINAL HEALTH INC COM 14149Y10 359,768,953 7,842,375 4,939,157 2,895,031 8,187 4,554,512 2,912,443 375,420
Page Total 1,490,246,720
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</TABLE>
March 2000
14 of 82
<PAGE>
STATE STREET CORPORATION
SEC 13F
<TABLE>
<CAPTION>
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Investment Discretion Voting Authority
--------------------------- ---------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CAREER EDUCATION COR COM 14166510 1,739,500 49,700 49,700 49,700
CAREMARK RX INC COM 14170510 5,902,413 1,409,700 1,409,700 1,408,369 1,331
CAREINSITE INC COM 14170M10 462,918 19,804 19,804 19,804
CAREY DIVERSIFIED LL COM 14174P10 230,090 13,840 12,921 919 12,921 919
CAREY INTERNATIONAL COM 14175010 1,082,101 63,653 63,653 63,653
CARLISLE COS INC COM 14233910 10,528,160 263,204 262,304 900 260,904 2,300
CARMIKE CINEMAS INC CL A 14343610 373,054 68,614 68,614 68,614
CARNIVAL CORP COM 14365810 239,524,354 9,653,569 9,377,349 209,381 66,839 8,670,992 149,539 833,038
CAROLINA FIRST CORP COM 14387710 2,294,906 174,850 174,850 174,850
CARRIAGE SVCS INC CL A 14390510 282,715 69,600 69,600 69,600
CAROLINA PWR & LT CO COM 14414110 727,380,846 22,424,418 22,418,250 5,568 600 2,543,815 19,653,467 227,136
CARPENTER TECHNOLOGY COM 14428510 44,656,266 2,145,698 197,071 1,948,627 218,146 1,926,252 1,300
CARRAMERICA RLTY COR COM 14441810 8,719,470 410,328 410,228 100 409,628 700
CARRIER ACCESS CORP COM 14446010 3,848,377 72,270 72,270 72,270
CARTER WALLACE INC COM 14628510 5,462,587 291,338 291,338 288,338 3,000
CASCADE CORP COM 14719510 578,600 52,600 52,600 52,600
CASCADE NAT GAS CORP COM 14733910 1,148,100 71,200 71,200 71,200
CASELLA WASTE SYS IN CL A 14744810 442,125 58,950 58,900 50 58,950
CASEYS GEN STORES IN COM 14752810 4,503,935 414,155 413,935 220 414,155
CASH AMER INTL INC COM 14754D10 2,367,072 190,325 190,325 190,325
CASS COML CORP COM 14774110 1,588,374 80,424 26,930 53,494 26,930 53,494
CASTLE A M & CO COM 14841110 887,025 70,962 70,962 70,962
CASTLE & COOKE INC N COM 14843310 1,544,552 91,872 91,872 91,872
CATALINA MARKETING C COM 14886710 7,920,686 78,229 77,529 100 600 77,429 600 200
CATALYTICA INC COM 14888510 6,007,116 412,520 412,520 412,520
CATAPULT COMMUNICATI COM 14901610 368,769 36,200 36,200 36,200
CATELLUS DEV CORP COM 14911110 7,521,193 542,068 521,168 20,900 539,668 2,400
CATERPILLAR INC DEL COM 14912310 286,555,788 7,266,166 7,148,843 90,903 26,420 6,677,932 71,220 517,014
CATHAY BANCORP INC COM 14915010 3,128,000 68,000 61,000 7,000 61,000 7,000
CATO CORP NEW CL A 14920510 1,420,774 120,917 120,917 120,917
CELL GENESYS INC COM 15092110 225,779 10,594 10,594 10,594
CELLSTAR CORP COM 15092510 2,632,016 329,002 329,002 329,002
CELGENE CORP COM 15102010 12,552,279 126,075 125,975 100 126,075
CELL PATHWAYS INC NE COM 15114R10 5,093,206 148,166 148,166 148,166
CELLNET DATA SYS INC COM 15115M10 361,191 251,351 251,351 251,351
CENDANT CORP COM 15131310 222,245,865 12,013,290 11,988,235 24,225 830 10,899,549 89,297 1,024,444
CENTENNIAL BANCORP COM 15133T10 1,101,321 114,423 114,423 114,423
CENTENNIAL COMMUNCTN CL A NEW 15133V20 5,460,791 224,613 224,113 500 224,613
Page Total 1,628,142,314
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</TABLE>
March 2000
15 of 82
<PAGE>
STATE STREET CORPORATION
SEC 13F
<TABLE>
<CAPTION>
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Investment Discretion Voting Authority
--------------------------- ---------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CENTER TR INC CENTER TR 15184510 994,442 155,991 155,991 155,991
CENTERPOINT PPTYS SH BEN INT 15189510 5,662,309 155,400 155,400 155,400
CENTEX CORP COM 15231210 26,203,677 1,100,440 1,100,040 400 1,004,885 6,200 89,355
CENTEX CONSTRUCTION COM 15231R10 3,487,102 132,842 116,842 11,000 5,000 127,842 5,000
CENTRAL & SOUTH WEST COM 15235710 65,351,757 3,816,161 3,773,870 12,354 29,937 3,453,381 58,537 304,243
CENTRAL GARDEN & PET COM 15352710 1,615,164 163,561 163,561 163,561
CENTRAL NEWSPAPERS I CL A 15464710 9,730,601 291,013 290,913 100 290,613 400
CENTRAL PKG CORP COM 15478510 1,879,300 93,965 93,965 93,965
CENTURA BKS INC COM 15640T10 11,811,845 257,833 229,963 27,870 257,533 300
CENTURY BUSINESS SVC COM 15649010 1,400,444 481,915 481,915 481,915
CENTURY SOUTH BKS IN COM 15668310 1,566,600 74,600 74,600 74,600
CENTURYTEL INC COM 15670010 105,268,457 2,835,514 2,348,547 407,402 79,565 2,608,219 96,465 130,830
CEPHALON INC COM 15670810 8,187,787 218,341 216,341 2,000 218,341
CERIDIAN CORP COM 15677T10 47,783,937 2,490,433 2,470,293 19,540 600 2,269,240 20,000 201,193
CERNER CORP COM 15678210 5,183,082 191,966 191,966 191,966
CHAMPION ENTERPRISES COM 15849610 1,901,916 330,768 330,768 330,768
CHAMPION INTL CORP COM 15852510 92,629,653 1,739,524 1,730,124 8,600 800 1,592,002 12,900 134,622
CHAMPIONSHIP AUTO RA COM 15871110 1,556,324 70,742 64,642 6,100 64,642 6,100
CHARLES RIVER ASSOCI COM 15985210 1,109,852 57,100 57,100 57,100
CHARTER ONE FINL INC COM 16090310 40,435,038 1,925,478 1,918,064 7,414 1,902,018 23,460
CHARTER MUN MTG AC SH BEN INT 16090810 1,577,462 130,100 130,100 130,100
CHARMING SHOPPES INC COM 16113310 4,021,277 707,100 707,100 707,100
CHART INDS INC COM 16115Q10 482,368 151,355 151,355 151,355
CHARTER COMMUNICATIO CL A 16117M10 558,075 38,950 38,300 650 38,950
CHASE MANHATTAN CORP COM 16161A10 1,355,619,309 15,548,411 15,461,100 75,029 12,282 14,232,549 118,127 1,197,735
CHATEAU CMNTYS INC COM 16172610 4,390,488 172,176 172,176 172,176
CHATTEM INC COM 16245610 1,442,162 102,100 102,100 102,100
CHEAP TICKETS INC COM 16267210 574,661 40,684 40,684 40,684
CHECKFREE HLDGS CORP COM 16281610 24,945,649 353,839 353,839 349,839 4,000
CHECKPOINT SYS INC COM 16282510 3,178,722 379,549 379,549 379,549
CHEESECAKE FACTORY I COM 16307210 5,427,941 130,401 128,751 1,650 130,401
CHELSEA GCA RLTY INC COM 16326210 6,120,566 211,054 185,554 25,500 211,054
CHEMED CORP COM 16359610 2,005,920 66,864 66,864 66,864
CHEMFIRST INC COM 16361A10 2,558,978 131,655 131,655 131,655
CHEMICAL FINL CORP COM 16373110 2,310,978 104,451 104,451 104,451
CHESAPEAKE CORP COM 16515910 5,931,644 200,651 200,476 175 199,651 1,000
CHESAPEAKE ENERGY CO COM 16516710 1,627,408 500,741 500,741 500,741
CHEVRON CORPORATION COM 16675110 1,151,623,961 12,458,474 12,192,510 127,671 138,293 11,295,943 222,693 939,838
Page Total 3,008,156,856
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</TABLE>
March 2000
16 of 82
<PAGE>
STATE STREET CORPORATION
SEC 13F
<TABLE>
<CAPTION>
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Investment Discretion Voting Authority
-------------------------- ----------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CHICOS FAS INC COM 16861510 1,615,620 95,300 95,300 95,300
CHILDRENS PL RETAIL COM 16890510 1,822,290 127,880 127,880 127,880
CHOICE HOTELS INTL I COM 16990510 5,481,844 379,708 379,608 100 379,708
CHIQUITA BRANDS INTL COM 17003210 1,310,928 275,985 275,985 275,985
CHIREX INC COM 17003810 2,063,600 107,200 107,200 107,200
CHIRON CORP COM 17004010 62,298,712 1,249,097 1,195,850 50,247 3,000 1,229,097 3,000 17,000
CHITTENDEN CORP COM 17022810 7,132,865 240,269 225,630 5,339 9,300 230,969 9,300
CHOICEPOINT INC COM 17038810 7,981,431 213,550 212,766 784 213,550
CHRIS CRAFT INDS INC COM 17052010 15,304,049 240,301 240,086 215 237,212 3,089
CHUBB CORP COM 17123210 213,434,843 3,159,096 3,105,296 29,308 24,492 2,868,342 47,292 243,462
CHURCH & DWIGHT INC COM 17134010 6,683,577 388,874 388,574 300 386,574 2,300
CHURCHILL DOWNS INC COM 17148410 1,577,225 59,800 59,800 59,800
CIBER INC COM 17163B10 6,697,001 326,683 326,683 326,683
CIENA CORP COM 17177910 84,672,883 671,341 669,791 1,550 667,341 4,000
CINCINNATI FINL CORP COM 17206210 103,091,935 2,739,985 2,734,751 5,234 2,553,775 20,600 165,610
CINERGY CORP COM 17247410 57,748,957 2,685,998 2,680,229 5,619 150 2,500,549 22,350 163,099
CIRCLE INTL GROUP IN COM 17257410 2,606,188 100,238 100,238 100,238
CIRCUIT CITY STORE CIRCT CITY 17273710 212,835,862 3,496,277 3,487,777 8,300 200 3,247,122 26,675 222,480
CIRRUS LOGIC CORP COM 17275510 11,913,016 652,768 650,738 100 1,930 646,638 1,930 4,200
CISCO SYS INC COM 17275R10 10,044,098,649 129,916,425 125,261,004 3,169,669 1,485,752 114,768,426 5,451,472 9,696,527
CITADEL COMMUNICATIO COM 17285320 6,765,529 160,370 157,920 450 2,000 158,370 2,000
CINTAS CORP COM 17290810 42,624,209 1,087,713 1,076,288 3,075 8,350 1,066,613 8,350 12,750
CITIGROUP INC COM 17296710 5,488,880,938 91,672,333 90,610,211 828,573 233,549 57,869,261 28,963,178 4,839,894
CITIZENS BKG CORP MI COM 17442010 5,710,945 292,869 292,709 160 292,869
CITIZENS UTILS CO DE CL B 17734220 24,441,849 1,492,632 1,489,296 3,336 1,484,776 7,856
CITRIX SYS INC COM 17737610 191,813,757 2,895,302 2,891,947 3,355 2,618,102 105,900 171,300
CITY HLDG CO COM 17783510 1,353,084 112,757 112,757 112,757
CITY NATL CORP COM 17856610 13,245,256 393,186 393,186 389,486 3,700
CLAIRES STORES INC COM 17958410 7,556,472 376,656 376,256 400 372,731 3,925
CLARCOR INC COM 17989510 3,084,062 173,750 173,750 173,750
CLARENT CORP DEL COM 18046110 938,666 10,408 10,408 10,408
CLAYTON HOMES INC COM 18419010 13,068,145 1,290,681 1,289,781 900 1,221,160 69,521
CLEAR CHANNEL COMMUN COM 18450210 389,626,878 5,641,697 5,612,056 29,216 425 5,121,501 44,125 476,071
CLEVELAND CLIFFS INC COM 18589610 2,659,230 112,560 112,560 111,860 700
CLOROX CO DEL COM 18905410 129,612,120 3,927,640 3,918,105 4,375 5,160 3,555,572 38,400 333,668
CLOSURE MED CORP COM 18909310 1,150,143 43,815 43,815 43,815
COACHMEN INDS INC COM 18987310 2,476,326 178,474 178,474 178,474
COASTAL CORP COM 19044110 175,589,130 3,817,155 3,805,160 9,495 2,500 3,477,571 30,100 309,484
Page Total 17,350,968,214
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--------------------------- ---------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COCA COLA BOTTLING C COM 19109810 1,655,287 31,269 31,269 31,269
COCA COLA CO COM 19121610 2,181,007,497 46,466,700 43,852,555 1,080,560 1,533,585 40,003,760 2,967,885 3,495,055
COCA COLA ENTERPRISE COM 19121910 136,117,671 6,312,850 6,304,910 7,670 270 5,822,220 55,070 435,560
COGNEX CORP COM 19242210 18,657,821 323,432 317,632 200 5,600 317,832 5,600
COGNIZANT TECHNOLOGY CL A 19244610 2,593,750 41,500 41,500 41,500
COHERENT INC COM 19247910 9,439,560 181,530 181,420 110 181,530
COHU INC COM 19257610 6,727,031 161,370 161,370 161,370
COINSTAR INC COM 19259P30 1,727,433 137,000 137,000 137,000
COLDWATER CREEK INC COM 19306810 448,647 26,391 26,391 26,391
COLE KENNETH PRODTNS CL A 19329410 1,529,690 38,973 38,973 38,973
COLGATE PALMOLIVE CO COM 19416210 563,842,398 10,001,639 9,840,653 121,157 39,829 9,021,622 380,729 599,288
COLLINS & AIKMAN COR COM 19483010 2,243,174 394,439 394,439 394,439
COLONIAL BANCGROUP I COM 19549330 6,275,108 583,731 583,731 582,631 1,100
COLONIAL PPTYS TR COM SH BEN 19587210 4,663,977 196,378 196,238 140 196,378
COLUMBIA ENERGY GROU COM 19764810 88,346,727 1,491,084 1,485,364 1,465 4,255 1,349,149 15,055 126,880
COLUMBIA/HCA HEALTHC COM 19767710 248,613,603 9,821,966 9,801,031 20,935 8,988,468 56,800 776,698
COLUMBIA LABS INC COM 19777910 1,880,188 160,016 160,016 160,016
COLUMBIA SPORTSWEAR COM 19851610 1,522,748 62,153 62,153 62,153
COLUMBUS MCKINNON CO COM 19933310 1,202,145 91,592 91,592 91,592
COMFORT SYS USA INC COM 19990810 1,438,231 225,605 225,605 225,605
COMCAST CORP CL A 20030010 6,015,570 145,832 141,032 2,500 2,300 143,532 2,300
COMCAST CORP CL A SPL 20030020 700,301,606 16,145,282 15,778,231 295,273 71,778 14,564,367 607,778 973,137
COMDISCO INC COM 20033610 54,100,118 1,226,065 1,225,365 700 1,145,105 80,960
COMERICA INC COM 20034010 123,246,793 2,943,207 2,757,911 177,796 7,500 2,758,907 27,700 156,600
COMMERCE BANCORP INC COM 20051910 7,746,135 209,355 208,615 693 47 209,308 47
COMMERCE BANCSHARES COM 20052510 11,858,295 380,232 342,682 35,378 2,172 376,983 2,172 1,077
COMMERCE GROUP INC M COM 20064110 6,607,734 223,991 183,991 40,000 223,991
COMMERCE ONE INC DEL COM 20069310 3,860,799 25,868 25,623 245 25,868
COMMERCIAL FEDERAL C COM 20164710 10,046,271 604,287 603,587 700 603,587 700
COMMERCIAL INTERTECH COM 20170910 1,885,502 95,774 95,774 95,774
COMMERCIAL METALS CO COM 20172310 2,588,766 93,711 93,611 100 93,711
COMMERCIAL NET LEASE COM 20221810 2,217,925 212,506 212,506 212,506
COMMONWEALTH BANCORP COM 20268X10 1,177,112 92,781 92,781 92,781
COMMONWEALTH TEL ENT COM 20334910 5,018,034 106,910 106,910 106,910
COMMSCOPE INC COM 20337210 16,042,670 351,143 350,767 273 103 351,040 103
COMMUNITY FIRST BANK COM 20390210 8,418,496 526,156 495,506 27,550 3,100 523,056 3,100
COMMUNITY TR BANCORP COM 20414910 1,529,640 84,980 84,980 84,980
COMPANHIA BRASILEIRA ADR 20440T20 593,092 16,590 16,590 16,590
Page Total 4,243,187,244
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March 2000
18 of 82
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--------------------------- ---------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COMPANHIA CERVEJAR SPON ADR P 20440X10 780,000 48,000 48,000 48,000
COMPANIA ANONIMA N SPON ADR D 20442110 521,771 18,070 18,070 18,070
COMPANIA CERVECERIA SPONSORED 20442910 248,750 10,000 10,000 10,000
COMPANIA DE TELECO SPON ADR N 20444930 753,025 33,100 33,100 33,100
COMPAQ COMPUTER CORP COM 20449310 748,249,785 27,712,955 27,484,693 166,374 61,888 25,760,251 279,253 1,673,451
COMPASS BANCSHARES I COM 20449H10 20,189,143 1,012,647 1,012,247 400 1,003,472 9,175
COMPLETE BUSINESS SO COM 20452F10 3,983,018 178,012 178,012 178,012
COMPUCOM SYS INC COM 20478010 1,821,193 346,894 346,894 346,894
COMPUCREDIT CORP COM 20478N10 2,203,064 60,880 60,880 60,880
COMPUTER ASSOC INTL COM 20491210 606,169,815 10,241,604 10,220,420 15,257 5,927 9,137,845 322,914 780,845
COMPUTER NETWORK TEC COM 20492510 4,427,237 252,985 199,800 50,185 3,000 249,985 3,000
COMPUTER SCIENCES CO COM 20536310 231,114,471 2,920,878 2,796,383 81,149 43,346 2,615,614 65,446 239,818
COMPUTER TASK GROUP COM 20547710 1,270,841 115,531 115,531 115,531
COMPUWARE CORP COM 20563810 122,983,229 5,839,105 5,821,285 15,420 2,400 5,224,835 218,410 395,860
COMPX INTERNATIONAL CL A 20563P10 974,068 51,100 51,100 51,100
COMSAT CORP COM SER 1 20564D10 9,499,111 460,563 459,262 1,300 1 436,771 1 23,791
COMVERSE TECHNOLOG COM PAR $0 20586240 229,167,792 1,212,528 1,211,758 670 100 1,096,478 45,000 71,050
CONAGRA INC COM 20588710 608,476,060 33,571,093 28,656,086 4,906,507 8,500 8,164,912 24,686,097 720,084
CONCENTRIC NETWORK C COM 20589R10 16,627,050 302,310 302,310 302,310
COMPUTER HORIZONS CO COM 20590810 3,942,603 230,225 230,225 230,225
COM21 INC COM 20593710 6,013,368 127,944 124,844 400 2,700 125,244 2,700
CONCORD COMMUNICATIO COM 20618610 3,620,211 101,800 101,800 101,800
CONCORD EFS INC COM 20619710 37,455,409 1,632,969 1,624,844 8,125 1,616,344 16,625
CONCUR TECHNOLOGIES COM 20670810 1,444,581 95,909 95,909 95,909
CONCURRENT COMPUTER COM 20671020 4,581,275 361,100 361,100 361,100
CONECTIV INC COM 20682910 13,505,415 771,738 765,688 4,450 1,600 761,763 1,600 8,375
CONEXANT SYSTEMS INC COM 20714210 236,901,156 3,336,636 3,305,432 19,759 11,445 3,002,277 133,945 200,414
CONMED CORP COM 20741010 2,798,272 111,654 111,654 111,654
CONNING CORP COM 20821510 1,307,128 105,100 105,100 105,100
CONOCO INC CL A 20825130 29,365,312 1,192,500 1,191,600 700 200 1,186,600 200 5,700
CONOCO INC CL B 20825140 240,600,530 9,389,289 9,357,993 11,581 19,715 8,700,724 98,698 589,867
CONSECO INC COM 20846410 83,594,954 7,309,168 7,294,991 9,003 5,174 6,923,961 49,299 335,908
CONSOL ENERGY INC COM 20854P10 5,613,421 528,322 528,322 528,322
CONSOLIDATED EDISON COM 20911510 227,142,263 7,798,876 3,927,663 3,864,201 7,012 7,447,131 37,012 314,733
CONSOLIDATED FREIGHT COM 20923210 801,875 135,773 135,773 135,773
CONSOLIDATED GRAPHIC COM 20934110 1,329,021 103,225 103,225 103,225
CONSOLIDATED PAPERS COM 20975910 24,580,269 639,495 632,595 4,900 2,000 629,395 2,000 8,100
CONSOLIDATED PRODS I COM 20979810 1,572,289 166,609 166,609 166,609
Page Total 3,535,628,775
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March 2000
19 of 82
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--------------------------- ---------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CONSOLIDATED STORES COM 21014910 20,801,291 1,828,685 1,828,385 300 1,716,240 13,400 99,045
CONSTELLATION ENERGY COM 21037110 87,239,165 2,736,915 2,719,249 11,491 6,175 2,486,007 27,175 223,733
CONTINENTAL AIRLS IN CL B 21079530 10,996,969 269,039 269,039 268,139 900
CONVERGYS CORP COM 21248510 32,471,856 839,348 829,330 4,442 5,576 625,772 5,576 208,000
COOPER CAMERON CORP COM 21664010 24,148,295 361,096 360,796 300 334,475 25,821 800
COOPER COS INC COM NEW 21664840 5,476,972 170,161 170,161 170,161
COOPER INDS INC COM 21666910 78,495,305 2,242,723 2,225,408 15,915 1,400 1,516,955 597,527 128,241
COOPER TIRE & RUBR C COM 21683110 17,305,172 1,377,581 1,372,631 2,450 2,500 1,290,231 10,200 77,150
COORS ADOLPH CO CL B 21701610 35,809,008 746,021 745,821 200 703,021 3,500 39,500
COPART INC COM 21720410 5,419,540 309,688 309,688 309,688
COPENE PETROQ DO N SPON ADR P 21725210 292,179 17,000 17,000 17,000
COPPER MTN NETWORKS COM 21751010 4,344,053 53,017 51,567 1,450 53,017
COPYTELE INC COM 21772110 375,250 158,000 158,000 158,000
COR THERAPEUTICS INC COM 21775310 10,711,072 162,481 162,481 162,481
CORDANT TECHNOLOGIES COM 21841210 19,980,752 353,254 336,928 14,226 2,100 348,354 2,100 2,800
CORINTHIAN COLLEGES COM 21886810 475,568 29,723 29,723 29,723
CORIXA CORP COM 21887F10 4,440,562 107,650 107,650 107,650
CORN PRODS INTL INC COM 21902310 8,171,479 339,601 324,840 4,826 9,935 329,666 9,935
CORNELL CORRECTIONS COM 21914110 742,687 69,900 69,900 69,900
CORNERSTONE PPTYS IN COM 21922H10 9,097,144 521,715 521,715 520,615 1,100
CORNERSTONE RLTY INC COM 21922V10 2,951,842 274,590 274,590 274,590
CORNING INC COM 21935010 940,609,776 4,848,504 4,760,567 72,312 15,625 4,286,492 175,325 386,687
CORPORATE EXECUTIVE COM 21988R10 2,994,250 59,000 59,000 59,000
CORPORATE OFFICE P SH BEN INT 22002T10 509,231 62,200 62,200 62,200
CORRECTIONAL PPTYS T COM 22025E10 304,750 26,500 26,500 26,500
CORSAIR COMMUNICATIO COM 22040610 437,962 22,900 22,900 22,900
CORUS BANKSHARES INC COM 22087310 1,613,091 68,279 68,279 68,279
COST PLUS INC CALIF COM 22148510 14,318,435 423,472 423,472 423,472
COSTCO WHSL CORP NEW COM 22160K10 421,272,025 8,014,764 7,989,667 23,697 1,400 7,349,356 58,700 606,708
COSTAR GROUP INC COM 22160N10 1,563,500 42,400 42,400 42,400
COTELLIGENT INC COM 22163010 562,020 96,700 96,700 96,700
COULTER PHARMACEUTIC COM 22211610 3,887,896 127,472 127,472 127,472
COUNTRYWIDE CR INDS COM 22237210 54,974,776 2,017,423 2,015,323 2,100 1,847,444 14,100 155,879
COUSINS PPTYS INC COM 22279510 6,875,708 186,779 186,779 186,779
COVAD COMMUNICATIONS COM 22281420 33,904,407 467,647 451,262 15,425 960 465,587 960 1,100
COVANCE INC COM 22281610 6,387,940 594,227 593,032 1,195 590,727 3,500
COVENANT TRANS INC CL A 22284P10 804,862 50,700 50,700 50,700
COVENTRY HEALTH CARE COM 22286210 3,382,303 397,918 397,918 397,918
Page Total 1,874,149,093
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March 2000
20 of 82
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SEC 13F
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Investment Discretion Voting Authority
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COX COMMUNICATIONS I CL A 22404410 70,777,165 1,459,323 1,449,330 4,830 5,163 1,202,982 5,163 251,178
COX RADIO INC CL A 22405110 4,472,160 53,240 52,990 250 51,940 1,300
CRANE CO COM 22439910 27,853,299 1,182,128 1,172,045 4,850 5,233 1,106,213 13,733 62,182
CRAWFORD & CO CL B 22463310 3,255,096 252,823 252,823 252,823
CREATIVE COMPUTERS I COM 22527E10 521,694 47,700 47,700 47,700
CREDENCE SYS CORP COM 22530210 26,867,966 214,729 214,729 214,729
CREDIT ACCEP CORP MI COM 22531010 799,684 147,082 147,082 147,082
CREE INC COM 22544710 20,542,234 181,991 181,891 100 181,991
CRESCENT REAL ESTATE COM 22575610 13,358,660 763,352 763,352 712,128 51,224
CRESTLINE CAP CORP COM 22615310 2,394,518 137,324 137,224 100 137,324
CRITICAL PATH INC COM 22674V10 8,054,260 94,756 94,626 30 100 94,656 100
CROSS TIMBERS OIL CO COM 22757310 4,731,265 362,216 362,216 362,216
CROSSMANN CMNTYS INC COM 22764E10 804,875 50,800 50,800 50,800
CROWN AMERN RLTY T SH BEN INT 22818610 1,045,449 196,809 196,809 196,809
CROWN CASTLE INTL CO COM 22822710 18,848,001 497,637 496,687 850 100 496,837 100 700
CROWN CORK & SEAL IN COM 22825510 35,943,712 2,246,482 2,237,482 6,300 2,700 2,074,469 16,800 155,213
CUBIC CORP COM 22966910 823,905 36,618 36,618 36,618
CULLEN FROST BANKERS COM 22989910 8,061,936 304,949 304,949 304,949
CUMMINS ENGINE INC COM 23102110 45,945,913 1,223,202 1,222,602 600 1,148,615 4,900 69,687
CUMULUS MEDIA INC CL A 23108210 1,739,375 121,000 121,000 121,000
CURAGEN CORP COM 23126R10 504,900 10,800 10,800 10,800
CURTISS WRIGHT CORP COM 23156110 1,485,143 40,550 40,550 40,550
CYBERIAN OUTPOST INC COM 23191410 818,550 96,300 96,300 96,300
CYBERCASH INC COM 23246210 1,984,878 147,028 147,028 147,028
CYBERONICS INC COM 23251P10 2,559,184 136,950 136,950 136,950
CYBEX COMPUTER PRODS COM 23252210 5,232,960 139,082 137,912 1,170 139,082
CYGNUS INC COM 23256010 2,195,300 151,400 149,400 2,000 149,400 2,000
CYMER INC COM 23257210 10,217,050 204,341 204,341 204,341
CYPRESS SEMICONDUCTO COM 23280610 73,394,993 1,497,857 1,496,797 1,060 1,488,957 8,900
CYTEC INDS INC COM 23282010 16,197,195 528,888 527,588 300 1,000 525,088 1,000 2,800
CYTOGEN CORP COM 23282410 244,104 28,100 20,100 8,000 20,100 8,000
CYTYC CORP COM 23294610 12,727,674 263,786 257,922 5,864 263,786
DII GROUP INC COM 23294910 30,243,858 267,498 267,198 300 267,498
DBT ONLINE INC COM 23304410 1,588,127 85,558 85,558 85,558
DPL INC COM 23329310 29,371,150 1,323,800 1,320,738 3,062 1,309,470 14,330
DQE INC COM 23329J10 37,760,313 829,897 828,305 1,592 656,294 166,403 7,200
D R HORTON INC COM 23331A10 5,038,509 385,738 385,738 385,738
DST SYS INC DEL COM 23332610 27,472,592 423,137 398,190 18,947 6,000 412,337 6,000 4,800
Page Total 555,877,647
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March 2000
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--------------------------- ---------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DSP GROUP INC COM 23332B10 12,301,872 186,392 186,392 186,392
DTE ENERGY CO COM 23333110 76,653,351 2,626,284 2,621,384 4,900 2,399,169 19,500 207,615
DVI INC COM 23334310 1,168,500 82,000 61,000 21,000 82,000
DAIN RAUSCHER CORP COM 23385610 6,186,670 93,827 93,827 93,827
DAISYTEK INTL CORP COM 23405310 2,014,828 127,424 127,424 127,424
DAL-TILE INTL INC COM 23426R10 3,028,497 381,567 381,567 381,567
DALLAS SEMICONDUCTOR COM 23520410 28,146,099 771,126 685,626 59,900 25,600 745,526 25,600
DAN RIV INC GA CL A 23577410 676,528 105,100 105,100 105,100
DANA CORP COM 23581110 81,588,258 2,894,535 2,872,874 7,369 14,292 2,631,867 33,992 228,676
DANAHER CORP DEL COM 23585110 113,024,772 2,216,172 2,195,256 20,916 2,054,512 17,900 143,760
DANIELSON HLDG CORP COM 23627410 334,050 52,400 12,400 40,000 52,400
DARDEN RESTAURANTS I COM 23719410 57,430,198 3,224,242 3,213,942 1,800 8,500 2,970,472 25,900 227,870
DATA BROADCASTING CO COM 23759610 1,628,349 213,554 213,554 213,554
DATA CRITICAL CORP D COM 23762210 1,285,975 89,075 42,000 47,075 89,075
DATA RETURN CORP COM 23785M10 431,952 11,734 11,734 11,734
DATA TRANSMISSION NE COM 23801710 2,056,506 72,318 72,318 72,318
DATASCOPE CORP COM 23811310 2,827,623 89,059 89,059 89,059
DATASTREAM SYS INC COM 23812410 3,710,724 127,956 127,956 127,956
DAVE & BUSTERS INC COM 23833N10 766,000 76,600 76,600 76,600
DAVIDS BRIDAL INC COM 23857610 796,188 66,008 66,008 66,008
DEAN FOODS CO COM 24236110 17,439,288 651,936 651,836 100 645,786 6,150
DEB SHOPS INC COM 24272810 444,290 32,312 32,312 32,312
DEERE & CO COM 24419910 158,542,460 4,172,170 4,161,896 8,199 2,075 3,819,498 31,275 321,397
DEL MONTE FOODS CO COM 24522P10 3,876,922 362,770 362,770 362,770
DELCO REMY INTL INC CL A 24662610 940,036 126,400 126,400 126,400
DELHAIZE AMER INC CL A 24668810 4,801,842 266,769 266,769 251,702 15,067
DELHAIZE AMER INC CL B 24668820 13,521,022 680,303 680,303 676,536 3,767
DELIA*S INC COM 24688510 282,634 51,100 47,800 3,300 51,100
DELL COMPUTER CORP COM 24702510 2,421,363,859 44,892,446 44,599,870 212,997 79,579 39,674,315 1,566,679 3,651,452
DELPHI AUTOMOTIVE SY COM 24712610 989,544,480 61,846,530 61,805,189 24,677 16,664 9,159,897 51,872,509 814,124
DELPHI FINL GROUP IN CL A 24713110 4,262,280 140,322 126,286 14,036 126,286 14,036
DELTA & PINE LD CO COM 24735710 5,401,249 273,481 273,481 273,481
DELTA AIR LINES INC COM 24736110 124,404,833 2,336,241 2,332,192 4,049 2,135,458 16,300 184,483
DELTIC TIMBER CORP COM 24785010 1,999,964 84,433 82,834 1,599 82,834 1,599
DELUXE CORP COM 24801910 35,007,480 1,321,037 1,288,440 9,007 23,590 1,202,027 33,090 85,920
DENDRITE INTL INC COM 24823910 4,556,582 217,633 217,533 100 217,633
DENTSPLY INTL INC NE COM 24903010 202,406,564 7,133,271 617,220 6,493,851 22,200 7,087,033 22,200 24,038
DEPARTMENT 56 INC COM 24950910 1,813,225 122,416 122,416 122,416
Page Total 4,386,665,950
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</TABLE>
March 2000
22 of 82
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SEC 13F
<TABLE>
<CAPTION>
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Investment Discretion Voting Authority
--------------------------- ---------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DETROIT DIESEL CORP COM 25083710 1,366,787 71,466 71,466 71,466
DEVELOPERS DIVERSIFI COM 25159110 6,763,202 487,438 487,438 487,438
DEVON ENERGY CORP NE COM 25179M10 27,148,731 559,053 556,061 2,365 627 549,626 627 8,800
DEVRY INC DEL COM 25189310 15,862,226 520,073 519,463 610 514,773 5,300
DEXTER CORP COM 25216510 13,688,999 258,283 255,663 2,620 256,783 1,500
DIAGEO P L C SPON ADR N 25243Q20 997,589 33,115 24,610 8,505 33,115
DIAGNOSTIC PRODS COR COM 25245010 2,099,602 85,919 84,319 1,600 84,319 1,600
DIAL CORP NEW COM 25247D10 11,187,096 813,607 792,873 20,300 434 794,473 434 18,700
DIAMOND OFFSHORE DRI COM 25271C10 15,722,078 393,672 391,822 1,850 390,672 3,000
DIAMOND TECHNOLOGY P CL A 25276210 7,859,163 119,531 116,475 56 3,000 116,531 3,000
DIEBOLD INC COM 25365110 17,809,275 647,610 636,049 1,437 10,124 629,218 10,124 8,268
DIGEX INC DEL CL A 25375610 6,035,527 54,405 37,175 17,105 125 54,280 125
DIGITAL MICROWAVE CO COM 25385910 17,068,562 503,869 503,869 503,869
DIGITAL IS INC DEL COM 25385N10 638,497 10,478 10,478 10,478
DIGITAL RIV INC COM 25388B10 2,445,195 113,730 113,730 113,730
DIGITAS INC COM 25388K10 735,808 30,033 30,031 2 30,031 2
DIME CMNTY BANCSHARE COM 25392210 1,392,720 88,080 88,080 88,080
DILLARDS INC CL A 25406710 29,704,371 1,807,165 1,804,515 2,650 1,676,605 11,400 119,160
DIME BANCORP INC NEW COM 25429Q10 22,043,083 1,191,518 1,179,883 11,635 1,182,218 9,300
DIMON INC COM 25439410 687,885 289,636 289,636 289,636
DIONEX CORP COM 25454610 5,317,085 161,432 161,432 161,432
DISCOUNT AUTO PTS IN COM 25464210 616,206 68,950 68,950 68,950
DISNEY WALT CO COM DISNEY 25468710 1,668,555,281 40,449,825 37,670,163 1,768,102 1,011,560 36,236,410 1,276,060 2,937,355
DISNEY WALT CO COM GO COM 25468720 6,125,356 296,987 296,987 281,479 15,508
DISTRIBUCION Y SERV SPONSORED 25475310 263,673 14,700 14,700 14,700
DIRECT FOCUS INC COM 25493110 1,560,253 56,100 56,100 56,100
DITECH COMMUNICATION COM 25500M10 31,754,432 299,395 9,372 290,023 299,395
DOCUMENTUM INC COM 25615910 8,480,472 108,724 105,024 600 3,100 105,624 3,100
DOLE FOOD INC COM 25660510 8,568,393 440,829 440,013 816 436,029 4,800
DOLLAR GEN CORP COM 25666910 101,906,990 3,791,888 3,787,950 3,938 3,525,468 33,600 232,820
DOLLAR THRIFTY AUTOM COM 25674310 2,828,980 164,600 164,600 164,600
DOLLAR TREE STORES I COM 25674710 25,339,578 486,131 486,031 100 481,381 4,750
DOMINION RES INC VA COM 25746U10 159,609,027 4,152,484 4,108,005 14,382 30,097 3,765,773 61,760 324,951
DONALDSON INC COM 25765110 11,226,535 497,586 497,586 494,486 3,100
DONALDSON LUFKIN & J COM DLJ 25766110 11,910,262 230,150 229,000 1,150 228,650 1,500
DONALDSON LUFKIN & COM DLJDIR 25766150 929,710 69,840 69,840 69,840
DONNA KARAN INTL INC COM 25782610 647,921 84,288 84,288 84,288
DONNELLEY R R & SONS COM 25786710 46,189,304 2,206,109 2,189,259 12,450 4,400 2,000,977 20,200 184,932
Page Total 2,293,085,854
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March 2000
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--------------------------- ---------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DORAL FINL CORP COM 25811P10 2,490,336 220,150 220,150 220,150
DOUBLECLICK INC COM 25860930 41,036,961 438,312 436,862 1,450 437,312 1,000
DOVER CORP COM 26000310 179,954,417 3,758,839 3,669,509 7,692 81,638 3,368,650 107,138 283,051
DOVER DOWNS ENTMT IN COM 26008610 1,226,550 96,200 96,200 96,200
DOW CHEM CO COM 26054310 461,655,996 4,049,614 3,979,724 36,852 33,038 3,665,340 62,338 321,936
DOW JONES & CO INC COM 26056110 397,658,806 5,537,498 1,637,351 61,286 3,838,861 1,511,958 3,889,261 136,279
DOWNEY FINL CORP COM 26101810 3,383,127 159,206 159,106 100 159,206
DRESS BARN INC COM 26157010 2,232,480 115,973 115,973 115,973
DREXLER TECHNOLOGY C COM 26187610 252,000 18,000 7,500 10,500 7,500 10,500
DREYERS GRAND ICE CR COM 26187810 4,831,524 187,632 187,632 185,932 1,700
DRIL-QUIP INC COM 26203710 2,917,037 61,900 61,900 61,900
DSET CORP COM 26250410 726,934 39,428 39,428 39,428
DSL NET INC COM 26250610 433,716 19,659 19,659 19,659
DU PONT E I DE NEMOU COM 26353410 1,075,851,514 20,323,243 19,538,766 460,094 324,383 18,377,208 459,652 1,486,383
DUANE READE INC COM 26357810 2,788,605 119,940 119,940 119,940
DUFF & PHELPS CR RAT COM 26432F10 3,219,890 32,300 32,300 32,300
DUKE ENERGY CORP COM 26439910 1,777,822,672 33,863,289 6,902,216 26,867,488 93,585 6,453,363 26,874,775 535,151
DUKE WEEKS REALTY CO COM NEW 26441150 18,899,860 988,228 936,878 51,350 986,728 1,500
DUN & BRADSTREET COR COM 26483B10 84,167,490 2,940,349 2,906,075 25,224 9,050 2,611,944 103,450 224,955
DURA AUTOMOTIVE SYST CL A 26590310 4,497,700 261,692 259,883 1,809 261,692
DUPONT PHOTOMASKS IN COM 26613X10 2,195,928 37,902 37,902 37,902
DURA PHARMACEUTICALS COM 26632S10 4,526,629 367,660 367,660 367,660
DURAMED PHARMACEUTIC COM 26635410 891,377 133,300 133,300 133,300
DYCOM INDS INC COM 26747510 18,646,143 382,485 379,110 3,375 382,485
DYNEGY INC NEW CL A 26816Q10 78,078,193 1,244,512 1,244,312 200 1,168,866 75,646
ECI TELECOM LTD ORD 26825810 671,644 21,407 21,407 396 21,011
EDP-ELECTRICIDADE D SPONSORED 26835310 427,500 11,400 11,400 11,400
EEX CORP COM NEW 26842V20 1,589,915 471,086 319,286 151,800 471,086
EGL INC COM 26848410 2,597,640 111,129 111,129 111,129
E M C CORP MASS COM 26864810 2,517,415,488 19,979,488 18,760,849 902,081 316,558 17,609,007 906,674 1,463,807
ENSCO INTL INC COM 26874Q10 44,778,238 1,239,536 1,238,116 1,420 1,223,836 15,700
ENI S P A SPONSORED 26874R10 1,309,350 25,800 25,800 25,800
EOG RES INC COM 26875P10 11,528,122 544,113 433,863 91,850 18,400 525,013 18,400 700
EPIX MEDICAL INC COM 26881Q10 446,600 20,300 20,300 20,300
ESS TECHNOLOGY INC COM 26915110 7,185,500 410,600 410,600 410,600
E SPIRE COMMUNICATIO COM 26915310 2,699,200 383,900 377,000 6,900 377,000 6,900
E-TEK DYNAMICS INC COM 26924010 51,531,747 219,051 168,475 50,576 218,751 300
E TOWN COM 26924210 4,195,119 66,326 64,749 940 637 65,689 637
Page Total 6,816,761,948
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</TABLE>
March 2000
24 of 82
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SEC 13F
<TABLE>
<CAPTION>
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Investment Discretion Voting Authority
--------------------------- ---------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
E TRADE GROUP INC COM 26924610 57,835,963 1,919,866 1,917,066 1,200 1,600 1,896,566 1,600 21,700
EARTHGRAINS CO COM 27031910 4,604,645 309,556 309,556 309,556
EARTHLINK INC COM 27032110 6,638,474 341,538 337,947 361 3,230 337,785 3,230 523
EARTHSHELL CORP COM 27032B10 874,528 212,007 209,507 2,500 209,507 2,500
EARTHWEB INC COM 27032C10 987,487 40,101 40,101 40,101
EAST WEST BANCORP IN COM 27579R10 7,106,228 642,400 642,400 642,400
EASTERN ENTERPRISES COM 27637F10 30,726,772 513,182 511,611 1,571 485,982 3,200 24,000
EASTERN UTILS ASSOC COM 27717310 5,101,480 162,597 158,297 4,300 158,297 4,300
EASTGROUP PPTY INC COM 27727610 2,594,577 120,678 120,678 120,678
EASTMAN CHEM CO COM 27743210 60,814,299 1,336,578 1,326,055 2,323 8,200 1,236,898 18,300 81,380
EASTMAN KODAK CO COM 27746110 358,035,783 6,592,204 6,515,790 27,560 48,854 6,054,477 91,954 445,773
EATON CORP COM 27805810 101,575,890 1,302,255 1,298,450 3,805 1,187,995 9,600 104,660
EATON VANCE CORP COM NON VT 27826510 9,579,158 223,098 223,098 223,098
EBAY INC COM 27864210 50,982,976 289,676 289,536 40 100 237,874 100 51,702
ECHELON CORP COM 27874N10 8,966,950 136,900 136,900 136,900
ECHOSTAR COMMUNICATI CL A 27876210 68,351,748 865,212 864,512 700 861,912 700 2,600
ECLIPSE SURGICAL TEC COM 27884910 973,131 130,850 130,850 130,850
ECLIPSYS CORP COM 27885610 5,087,603 262,586 256,140 296 6,150 256,436 6,150
ECOLAB INC COM 27886510 85,667,556 2,335,093 2,051,389 238,753 44,951 2,141,272 61,751 132,070
EDISON INTL COM 28102010 630,769,732 38,085,360 38,052,421 21,439 11,500 5,636,609 31,961,647 487,104
EDISON SCHOOLS INC CL A 28103310 327,737 16,700 16,700 16,700
EDUCATION MGMT CORP COM 28139T10 3,104,763 215,056 215,056 215,056
J D EDWARDS & CO COM 28166710 7,943,858 243,961 243,961 243,561 400
EDWARDS AG INC COM 28176010 37,833,400 945,835 941,592 4,243 933,473 12,362
EFAX COM COM 28201210 306,646 56,400 56,400 56,400
EFFICIENT NETWORKS I COM 28205610 2,607,099 16,739 16,739 16,739
EGAIN COMMUNICATIONS COM 28225C10 393,666 10,094 10,094 10,094
EGGHEAD COM INC NEW COM 28232910 1,077,177 153,204 153,204 153,204
8X8 INC COM 28291210 367,350 12,400 12,400 12,400
EL PASO ELEC CO COM NEW 28367785 4,701,846 453,190 452,790 400 453,190
EL PASO ENERGY CORP COM 28390510 160,018,116 3,963,297 3,920,059 13,039 30,199 3,598,898 61,149 303,250
ELAN PLC ADR 28413120 15,281,985 321,726 311,746 9,980 321,726
ELCOM INTL INC COM 28443410 204,971 13,956 13,956 13,956
ELCOR CORP COM 28444310 5,101,998 147,884 147,884 147,884
ELECTRIC LIGHTWAVE I CL A 28489510 1,420,562 59,500 59,500 59,500
ELECTRO RENT CORP COM 28521810 1,132,972 97,460 97,460 97,460
ELECTRO SCIENTIFIC I COM 28522910 16,169,588 278,786 278,786 278,786
ELECTROGLAS INC COM 28532410 4,947,549 144,454 144,454 144,454
Page Total 1,760,216,263
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</TABLE>
March 2000
25 of 82
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SEC 13F
<TABLE>
<CAPTION>
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Investment Discretion Voting Authority
--------------------------- ---------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ELECTRONIC ARTS INC COM 28551210 40,065,253 562,817 562,517 300 533,056 29,761
ELECTRONIC DATA SYS COM 28566110 789,290,465 12,296,734 12,273,965 17,676 5,093 7,282,556 4,318,363 695,815
ELECTRONICS BOUTIQUE COM 28604510 959,424 50,166 50,166 50,166
ELECTRONICS FOR IMAG COM 28608210 14,693,820 244,897 244,897 244,197 700
ELOT INC COM 29014310 2,612,025 444,600 444,600 444,600
ELOYALTY CORP COM 29015110 7,571,431 317,128 310,961 6,167 317,128
EMBRATEL PARTICIPA SPON ADR P 29081N10 2,419,000 94,400 94,400 94,400
EMBOTELLADORA ANDI SPON ADR A 29081P20 205,529 16,200 16,200 16,200
EMCORE CORP COM 29084610 8,192,414 71,200 71,200 71,200
EMCOR GROUP INC COM 29084Q10 1,116,549 53,169 53,169 53,169
EMERGE INTERACTIVE I CL A 29088W10 344,208 11,426 11,386 40 11,426
EMERSON ELEC CO COM 29101110 457,012,806 8,602,594 7,672,305 605,416 324,873 7,632,952 383,373 586,269
EMMIS COMMUNICATIONS CL A 29152510 14,822,805 318,770 318,770 318,770
EMPIRE DIST ELEC CO COM 29164110 2,599,095 132,438 132,138 300 132,438
EMPRESA NACIONAL DE SPONSORED 29244T10 246,471 22,664 22,664 22,664
EMULEX CORP COM NEW 29247520 32,502,881 297,850 297,700 150 297,850
ENCOMPASS SVCS CORP COM 29255U10 2,501,037 434,963 434,963 434,963
ENDESA S A SPONSORED 29258N10 1,111,734 47,435 41,200 6,235 47,435
ENERGY CONVERSION DE COM 29265910 359,507 17,591 17,591 17,591
ENERGEN CORP COM 29265N10 4,717,192 295,990 295,790 200 295,990
ENERGY EAST CORP COM 29266M10 24,924,328 1,258,042 1,253,333 4,009 700 1,246,942 700 10,400
ENERSIS S A SPONSORED 29274F10 351,397 17,300 17,300 17,300
ENGAGE TECHNOLOGIES COM 29282710 1,108,889 14,531 14,531 14,531
ENGELHARD CORP COM 29284510 30,804,845 2,036,684 2,035,038 1,646 1,901,085 15,400 120,199
ENGINEERING ANIMATIO COM 29287210 1,304,761 98,943 98,943 98,943
ENERGYNORTH INC COM 29292510 1,370,331 23,525 4,665 18,860 4,665 18,860
ENESCO GROUP INC COM 29297310 663,051 93,890 93,890 93,890
ENHANCE FINL SVCS GR COM 29331010 5,691,527 402,940 402,940 402,940
ENRON CORP COM 29356110 958,710,656 12,804,149 12,562,092 171,055 71,002 11,607,838 162,802 1,033,509
ENTERCOM COMMUNICATI CL A 29363910 8,294,130 162,630 162,630 162,630
ENTERGY CORP NEW COM 29364G10 89,152,231 4,416,319 4,408,844 4,675 2,800 4,031,343 34,500 350,476
ENTERTAINMENT PPTY COM SH BEN 29380T10 1,523,098 115,500 115,500 115,500
ENTREMED INC COM 29382F10 6,317,886 106,631 101,131 5,500 106,631
ENTRUST TECHNOLOGIES COM 29384810 12,628,723 148,437 147,522 790 125 148,312 125
ENZON INC COM 29390410 13,012,378 345,275 319,580 25,595 100 345,175 100
ENZO BIOCHEM INC COM 29410010 11,726,109 168,721 158,576 9,645 500 168,221 500
EOTT ENERGY PARTNE UNIT LTD P 29410310 217,000 15,500 15,500 15,500
EPICOR SOFTWARE CORP COM 29426L10 2,397,671 282,079 282,079 282,079
Page Total 2,553,542,657
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</TABLE>
March 2000
26 of 82
<PAGE>
STATE STREET CORPORATION
SEC 13F
<TABLE>
<CAPTION>
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Investment Discretion Voting Authority
--------------------------- ---------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EQUIFAX INC COM 29442910 62,104,092 2,459,568 2,449,071 5,097 5,400 2,175,364 85,800 198,404
EQUITABLE RES INC COM 29454910 12,865,211 287,093 284,731 2,362 284,731 2,362
EQUITY INNS INC COM 29470310 1,983,422 291,166 291,166 291,166
EQUITY OFFICE PROPER COM 29474110 54,229,121 2,158,373 2,094,273 64,100 2,045,941 112,432
EQUITY ONE COM 29475210 270,000 28,800 28,800 28,800
EQUITY RESIDENTIAL SH BEN INT 29476L10 40,879,502 1,017,232 982,707 34,525 964,753 52,479
ERICSSON L M TEL C ADR CL B S 29482140 21,142,879 225,375 218,010 7,365 225,175 200
ERIE INDTY CO CL A 29530P10 11,495,024 354,380 354,280 100 353,180 1,200
ESHARE TECHNOLOGIES COM 29642810 429,412 34,700 34,700 34,700
ESSEX PPTY TR INC COM 29717810 7,017,480 194,930 183,405 11,525 194,930
ESTERLINE TECHNOLOGI COM 29742510 1,475,734 113,518 113,518 113,518
ETHAN ALLEN INTERIOR COM 29760210 7,488,475 299,539 299,539 299,539
ETHYL CORP COM 29765910 2,034,441 664,416 664,416 658,616 5,800
ETOYS INC COM 29786210 621,936 70,323 70,323 70,323
EVERGREEN RES INC COM NO PAR 29990030 2,290,508 94,700 94,700 94,700
EXAR CORP COM 30064510 8,755,610 122,350 122,350 122,350
EXCALIBUR TECHNOLOGI COM NEW 30065120 3,344,350 84,400 84,400 84,400
EXCELON CORP COM 30069110 277,875 24,700 24,700 24,700
EXCHANGE APPLICATION COM 30086710 8,954,402 169,200 168,200 1,000 169,200
EXTENDED SYSTEMS INC COM 30197310 2,288,000 20,800 19,000 1,800 20,800
EXIDE CORP COM 30205110 1,562,196 132,255 132,255 132,255
EXODUS COMMUNICATION COM 30208810 116,584,090 829,780 816,400 6,080 7,300 819,680 7,300 2,800
EXPEDIA INC COM 30212510 303,407 14,278 13,928 250 100 14,178 100
EXPEDITORS INTL WASH COM 30213010 10,067,959 253,282 253,182 100 252,782 500
EXPRESS SCRIPTS INC CL A 30218210 9,263,562 220,561 220,261 300 217,761 2,800
EXTENDED STAY AMER I COM 30224P10 4,047,780 539,704 539,704 539,704
EXTREME NETWORKS INC COM 30226D10 8,958,837 113,403 113,403 113,403
EXXON MOBIL CORP COM 30231G10 5,204,586,955 66,779,411 62,992,991 1,963,819 1,822,600 59,570,652 2,262,412 4,946,346
F&M BANCORP MD COM 30236710 1,048,428 58,246 58,146 100 58,246
F & M NATL CORP COM 30237410 3,689,774 167,717 167,717 167,717
FBL FINL GROUP INC CL A 30239F10 1,622,910 108,194 108,194 108,194
FEI CO COM 30241L10 337,050 11,235 11,235 11,235
F M C CORP COM NEW 30249130 52,325,780 926,120 925,020 800 300 870,969 4,000 51,151
FNB CORP PA COM 30252010 2,604,784 141,757 140,957 800 141,757
FPIC INS GROUP INC COM 30256310 1,162,350 66,420 66,420 66,420
FPL GROUP INC COM 30257110 151,672,861 3,292,798 3,180,826 61,641 50,331 2,965,783 74,396 252,619
FSI INTL INC COM 30263310 3,503,327 170,894 170,894 170,894
F Y I INC COM 30271210 4,696,693 173,150 173,150 173,150
Page Total 5,827,986,217
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</TABLE>
March 2000
27 of 82
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SEC 13F
<TABLE>
<CAPTION>
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Investment Discretion Voting Authority
--------------------------- ---------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FCNB CORP COM 30292010 952,668 65,988 65,988 65,988
FACTORY 2-U INC COM 30307210 2,175,000 87,000 87,000 87,000
FACTSET RESH SYS INC COM 30307510 4,332,463 160,094 145,094 15,000 145,094 15,000
FAIR ISAAC & CO INC COM 30325010 3,179,391 81,785 81,785 81,785
FAIRCHILD CORP CL A 30369810 868,788 127,538 127,538 127,538
FAIRCHILD SEMICONDUC CL A 30372610 634,406 17,381 17,381 17,381
FAIRFIELD CMNTYS I COM PAR $0 30423130 2,433,801 306,640 306,640 306,640
FALL RIVER GAS CO COM 30627910 394,482 18,348 18,348 18,348
FAMILY DLR STORES IN COM 30700010 26,273,401 1,262,416 1,256,016 3,400 3,000 1,245,716 3,000 13,700
FARM FAMILY HLDGS IN COM 30790110 986,629 33,164 32,900 264 33,164
FARMERS CAP BK CORP COM 30956210 1,451,800 42,700 42,700 42,700
FATBRAIN COM INC COM 31188910 244,351 22,600 22,600 22,600
FASTENAL CO COM 31190010 12,294,491 256,804 256,304 500 254,004 2,800
FEDDERS CORP COM 31313510 1,155,661 207,778 207,778 207,778
FEDERAL AGRIC MTG CO CL C 31314830 1,044,700 67,400 67,400 67,400
FEDERAL HOME LN MTG COM 31340030 509,085,673 11,521,164 11,438,684 68,180 14,300 10,701,759 104,200 715,205
FEDERAL MOGUL CORP COM 31354910 89,423,480 5,358,871 5,354,171 4,700 1,991,427 3,354,444 13,000
FEDERAL NATL MTG ASS COM 31358610 1,135,613,656 20,077,325 19,825,163 140,767 111,395 18,304,483 242,500 1,530,342
FEDERAL REALTY INV SH BEN INT 31374720 5,938,845 307,521 307,521 307,521
FEDERAL SIGNAL CORP COM 31385510 8,679,892 480,561 466,461 13,900 200 477,261 200 3,100
FEDERATED DEPT STORE COM 31410H10 209,393,619 4,956,062 4,945,987 9,475 600 4,697,243 27,500 231,319
FEDERATED INVS INC P CL B 31421110 7,508,014 274,898 274,798 100 274,898
FEDEX CORP COM 31428X10 203,128,889 5,233,662 5,150,882 8,380 74,400 4,711,151 111,200 411,311
FELCOR LODGING TR IN COM 31430F10 8,085,434 452,332 450,732 1,600 451,632 700
FERRO CORP COM 31540510 6,481,466 363,882 363,882 361,782 2,100
FIDELITY HLDGS INC COM NEW 31617J30 818,082 38,498 38,498 38,498
FIDELITY NATL FINL I COM 31632610 6,620,133 479,303 478,429 874 479,303
FIFTH THIRD BANCORP COM 31677310 346,359,258 5,497,766 4,793,211 473,990 230,565 4,921,986 270,265 305,515
FILENET CORP COM 31686910 6,730,640 226,240 226,240 226,240
FINANCIAL FED CORP COM 31749210 1,438,246 79,081 79,081 79,081
FINANCIAL SEC ASSURN COM 31769P10 9,119,259 124,178 123,978 200 123,878 300
FINISAR COM 31787A10 2,638,313 18,007 16,861 146 1,000 17,007 1,000
FINET COM INC COM PAR $0 31792230 396,597 309,600 309,600 309,600
FINISH LINE INC CL A 31792310 1,515,813 155,468 155,468 155,468
FINOVA GROUP INC COM 31792810 9,145,610 543,993 543,577 200 216 534,577 216 9,200
FIREPOND INC COM 31822410 414,773 10,132 10,100 32 10,132
FIRST AMERN FINL COR COM 31852230 5,611,774 402,653 402,653 402,653
FIRST BANCORP P R COM 31867210 2,946,547 167,180 166,980 200 167,180
Page Total 2,635,516,045
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</TABLE>
March 2000
28 of 82
<PAGE>
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SEC 13F
<TABLE>
<CAPTION>
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Investment Discretion Voting Authority
--------------------------- ---------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FIRST BUSEY CORP COM 31938310 1,201,200 62,400 62,400 62,400
FIRST CHARTER CORP COM 31943910 1,300,000 100,000 100,000 100,000
FIRST CTZNS BANCSHAR CL A 31946M10 2,416,873 42,800 42,800 42,800
FIRST COMMERCE BANCS CL B 31977720 1,329,136 38,318 38,318 38,318
FIRST COMWLTH FINL C COM 31982910 3,772,876 437,435 437,435 437,435
FIRST CONSULTING GRO COM 31986R10 1,942,362 119,530 119,400 130 119,530
FIRST FED CAP CORP COM 31996010 1,163,440 99,550 99,550 99,550
FIRST DATA CORP COM 31996310 367,872,255 8,290,079 8,169,970 94,709 25,400 7,571,728 80,900 637,451
FIRST FINL BANCORP O COM 32020910 4,607,550 255,975 255,975 255,975
FIRST FINL BANKSHARE COM 32020R10 1,655,482 63,066 63,066 63,066
FIRST FINL CORP IND COM 32021810 1,373,362 39,593 39,593 39,593
FIRST FINL HLDGS INC COM 32023910 1,280,855 90,680 90,680 90,680
FIRST INDUSTRIAL REA COM 32054K10 14,575,997 534,899 517,174 17,725 534,899
FIRST IND CORP COM 32054R10 1,251,395 67,643 67,643 67,643
FIRST MERCHANTS CORP COM 32081710 1,634,653 81,225 81,225 81,225
FIRST MIDWEST BANCOR COM 32086710 6,404,352 264,097 263,947 150 264,097
FIRST HEALTH GROUP C COM 32096010 20,820,445 658,354 658,254 100 655,054 3,300
FIRST REP BK SAN FRA COM 33615810 1,394,051 70,364 70,364 70,364
FIRST SEC CORP DEL COM 33629410 21,975,624 1,831,302 1,829,177 2,125 1,807,677 23,625
FIRST SENTINEL BANCO COM 33640T10 2,323,941 302,321 302,321 302,321
1ST SOURCE CORP COM 33690110 1,587,045 81,129 81,129 81,129
FIRST TENN NATL CORP COM 33716210 23,520,463 1,157,959 1,145,299 11,360 1,300 1,144,159 1,300 12,500
FIRST UN CORP COM 33735810 656,857,634 17,633,762 17,552,918 58,786 22,058 16,089,079 149,358 1,395,325
FIRST UTD BANCSHARES COM 33741E10 1,759,238 171,633 171,633 171,633
FIRST VA BANKS INC COM 33747710 16,863,422 448,949 446,649 2,300 443,849 5,100
FIRST WASH RLTY TR I COM 33748950 1,108,949 59,743 59,743 59,743
FIRST WASH BANCORP I COM 33748T10 1,439,140 78,857 78,857 78,857
FIRSTAR CORP NEW WIS COM 33763V10 365,217,868 15,922,652 15,833,703 69,124 19,825 14,814,005 147,379 961,268
FISERV INC COM 33773810 37,809,919 1,016,751 1,014,551 2,200 988,976 27,775
FIRSTFED FINL CORP COM 33790710 4,036,135 304,614 304,514 100 304,614
FIRSTMERIT CORP COM 33791510 13,962,284 757,297 752,497 4,800 746,197 11,100
FLAGSTAR BANCORP INC COM 33793010 1,483,300 114,100 114,100 114,100
FIRSTENERGY CORP COM 33793210 355,311,433 17,227,221 17,212,976 12,005 2,240 4,051,979 12,833,960 341,282
FISHER SCIENTIFIC IN COM NEW 33803220 12,684,502 285,045 285,045 285,045
FLASHNET COMMUNICATI COM 33852710 325,200 65,040 65,040 65,040
FLEETBOSTON FINL COR COM 33903010 1,029,601,015 28,208,247 27,757,546 283,524 167,177 16,904,612 9,961,469 1,342,166
FLEETWOOD ENTERPRISE COM 33909910 3,789,791 256,935 254,435 300 2,200 254,735 2,200
FLEMING COS INC COM 33913010 4,012,516 266,400 266,400 266,400
Page Total 2,991,665,703
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March 2000
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FLORIDA EAST COAST I COM 34063210 10,957,799 225,934 221,934 4,000 225,934
FLORIDA PROGRESS COR COM 34110910 75,660,582 1,649,277 1,633,619 5,300 10,358 1,531,439 23,558 94,280
FLORIDA ROCK INDS IN COM 34114010 4,110,708 146,811 146,811 146,811
FLOWERS INDS INC COM 34349610 16,388,883 1,079,139 861,611 209,653 7,875 859,686 211,603 7,850
FLOWSERVE CORP COM 34354P10 4,768,282 370,352 370,352 368,152 2,200
FLUOR CORP COM 34386110 42,409,364 1,368,044 1,366,744 1,300 1,255,683 9,000 103,361
FOCAL COMMUNICATIONS COM 34415510 1,168,832 20,872 20,172 700 20,872
FOOTSTAR INC COM 34491210 8,137,977 288,070 288,070 288,070
FORD MTR CO DEL COM 34537010 1,077,934,995 23,465,507 23,329,975 105,908 29,624 21,526,358 183,559 1,755,590
FOREST CITY ENTERPRI CL A 34555010 3,740,465 127,335 127,335 127,335
FOREST LABS INC COM 34583810 63,155,131 747,398 732,148 4,250 11,000 725,698 11,000 10,700
FOREST OIL CORP COM NEW 34609160 4,158,529 391,391 391,391 269,654 121,737
FORRESTER RESH INC COM 34656310 2,490,400 45,906 45,906 45,906
FORT JAMES CORP COM 34747110 77,658,064 3,529,912 3,508,468 20,354 1,090 3,282,041 27,890 219,981
FORTUNE BRANDS INC COM 34963110 84,775,600 3,391,024 2,803,335 568,309 19,380 2,651,566 576,518 162,940
FORWARD AIR CORP COM 34985310 2,500,162 105,550 105,550 105,550
FOSSIL INC COM 34988210 4,142,255 176,740 176,490 250 176,740
FOSTER WHEELER CORP COM 35024410 1,844,775 273,300 272,300 1,000 273,300
FOUNDATION HEALTH SY COM 35040410 7,588,384 948,548 946,783 1,765 939,608 8,940
FOUNDRY NETWORKS INC COM 35063R10 5,768,687 40,130 40,130 40,130
FOUR MEDIA CO COM 35087210 263,972 17,100 17,100 17,100
FOX ENTMT GROUP INC CL A 35138T10 19,038,165 635,941 635,641 300 634,041 1,900
FRANCHISE FIN CORP A COM 35180710 7,189,179 309,212 309,212 308,612 600
FRANKLIN COVEY CO COM 35346910 995,120 137,258 137,258 137,258
FRANKLIN ELEC INC COM 35351410 2,039,848 31,935 31,935 31,935
FRANKLIN RES INC COM 35461310 135,220,565 4,044,040 3,802,815 190,339 50,886 3,715,764 82,786 245,490
FREDS INC CL A 35610810 206,515 13,542 13,542 13,542
FREEMARKETS INC COM 35660210 31,941,459 263,979 9,800 253,704 475 263,504 475
FREEPORT-MCMORAN COP CL B 35671D85 36,274,836 3,007,365 2,938,462 52,986 15,917 2,669,140 111,417 226,808
FREMONT GEN CORP COM 35728810 2,282,925 358,106 351,306 6,800 357,506 600
FRESENIUS MED CARE SPONSORED 35802910 895,140 36,913 36,913 36,913
FRIEDE GOLDMAN HALTE COM 35843010 1,482,050 215,571 215,571 215,571
FRIEDMAN BILLINGS RA CL A 35843310 1,713,900 157,600 157,600 157,600
FRITZ COS INC COM 35884610 1,363,908 134,707 134,707 134,707
FRONTIER AIRLINES IN COM 35906510 1,278,937 107,700 107,700 107,700
FRONTIER FINL CORP W COM 35907K10 1,741,756 94,149 94,149 94,149
FRONTIER INS GROUP I COM 35908110 216,219 216,219 216,219 216,219
FULLER H B CO COM 35969410 6,227,256 155,927 155,927 155,027 900
1,749,731,624
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March 2000
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<TABLE>
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FULTON FINL CORP PA COM 36027110 8,613,010 408,936 408,756 180 408,166 770
FURNITURE BRANDS INT COM 36092110 21,203,663 1,127,135 1,125,635 1,500 1,124,035 3,100
G & K SVCS INC CL A 36126810 2,710,211 138,651 138,596 55 138,651
GATX CORP COM 36144810 16,759,330 441,035 439,777 1,258 437,335 3,700
GBC BANCORP CALIF COM 36147510 2,281,600 98,400 98,400 98,400
GC COS INC COM 36155Q10 1,254,509 36,101 36,101 36,101
GPU INC COM 36225X10 83,798,844 3,061,145 3,055,745 5,400 2,192,415 687,323 181,407
GTE CORP COM 36232010 1,193,272,931 16,806,661 16,307,126 316,691 182,844 15,506,732 307,504 992,425
GT INTERACTIVE SOFTW COM 36236E10 838,500 268,320 268,320 268,320
GABLES RESIDENTIAL SH BEN INT 36241810 4,432,657 197,007 197,007 197,007
GADZOOX NETWORKS INC COM 36255510 499,599 10,422 9,422 1,000 10,422
GALILEO INTERNATIONA COM 36354710 18,119,985 753,054 752,954 100 681,616 71,438
GALLAGHER ARTHUR J & COM 36357610 9,632,740 296,392 287,592 1,000 7,800 288,592 7,800
GALLAHER GROUP PLC SPONSORED 36359510 377,202 19,160 18,100 1,060 19,160
GANNETT INC COM 36473010 358,221,980 5,090,188 4,938,090 69,200 82,898 4,567,422 119,498 403,268
GAP INC DEL COM 36476010 718,696,900 14,428,188 14,392,505 35,683 12,691,586 492,309 1,244,293
GARAN INC COM 36480210 424,705 16,820 16,820 16,820
GARDNER DENVER INC COM 36555810 1,691,255 89,903 89,828 75 89,903
GARTNER GROUP INC NE COM 36665110 6,980,888 443,231 443,231 442,631 600
GARTNER GROUP INC NE CL B 36665120 3,992,268 299,900 298,178 955 767 291,672 767 7,461
GATEWAY INC COM 36762610 258,759,499 4,877,929 4,861,669 10,360 5,900 4,357,369 192,600 327,960
GAYLORD ENTMT CO NEW COM 36790510 3,763,078 138,731 138,581 150 138,431 300
GAYLORD CONTAINER CO CL A 36814510 2,985,316 468,285 384,530 83,755 468,285
GELTEX PHARMACEUTICA COM 36853810 1,515,020 90,449 87,878 2,571 90,449
GENCORP INC COM 36868210 1,785,150 230,342 230,342 230,342
GENE LOGIC INC COM 36868910 883,302 21,000 16,000 5,000 16,000 5,000
GENENTECH INC COM NEW 36871040 17,666,352 116,226 99,526 16,700 116,226
GENER S A SPONSORED 36873110 222,750 16,500 16,500 16,500
GENERAL BINDING CORP COM 36915410 465,984 48,733 48,733 48,733
GENERAL CABLE CORP D COM 36930010 1,770,925 226,693 226,641 52 226,693
GENERAL CIGAR HLDGS CL A 36933P10 793,215 52,444 51,555 889 52,444
GENERAL COMMUNICATIO CL A 36938510 1,331,925 247,800 247,800 247,800
GENERAL DYNAMICS COR COM 36955010 172,829,012 3,473,950 3,468,630 5,320 3,187,533 19,600 266,817
GENERAL ELEC CO COM 36960410 10,260,544,245 65,931,208 61,715,628 2,135,829 2,079,751 55,218,095 6,060,587 4,652,526
GENERAL GROWTH PPTYS COM 37002110 14,829,180 487,209 487,209 486,809 400
GENERAL MLS INC COM 37033410 212,516,444 5,872,729 5,420,811 173,819 278,099 4,960,817 455,799 456,113
GENERAL MTRS CORP COM 37044210 5,909,352,937 71,358,655 71,267,937 61,038 29,680 11,254,214 59,221,971 882,470
GENERAL MTRS CORP CL H NEW 37044283 948,017,077 7,614,595 7,612,342 978 1,275 780,699 6,778,133 55,763
Page Total 20,263,834,188
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SEC 13F
<TABLE>
<CAPTION>
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--------------------------- ---------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GENERAL SEMICONDUCTO COM 37078710 3,769,815 218,540 218,540 218,540
GENESCO INC COM 37153210 2,011,642 153,268 153,268 153,268
GENTEX CORP COM 37190110 27,673,009 746,668 626,734 87,115 32,819 712,749 32,819 1,100
GENLYTE GROUP INC COM 37230210 1,550,250 79,500 79,200 300 79,500
GENOME THERAPEUTICS COM 37243010 405,266 17,200 17,000 200 17,200
GENRAD INC COM 37244710 2,636,592 213,058 213,058 213,058
GENTEK INC COM 37245X10 1,501,780 107,270 107,270 107,270
GENUINE PARTS CO COM 37246010 83,562,213 3,499,988 3,174,663 315,900 9,425 3,206,992 32,225 260,771
GENZYME TRANSGENICS COM 37246E10 213,840 10,692 10,692 10,692
GEON CO COM 37246W10 60,689,232 2,822,755 2,822,675 80 258,108 2,564,647
GENZYME CORP COM GENL D 37291710 55,620,053 1,109,627 1,100,227 4,600 4,800 1,092,827 4,800 12,000
GEORGIA GULF CORP COM PAR $0 37320020 19,278,376 741,476 741,476 739,576 1,900
GEORGIA PAC CORP COM GA PAC 37329810 151,370,067 3,826,148 3,816,450 8,010 1,688 3,532,086 23,588 270,474
GEORGIA PAC CORP COM-TIMBER 37329870 19,043,628 743,166 739,722 2,600 844 733,822 844 8,500
GERBER SCIENTIFIC IN COM 37373010 2,796,338 144,798 140,072 2,726 2,000 142,798 2,000
GERDAU S A SPONSORED 37373710 455,000 17,500 17,500 17,500
GETTY IMAGES INC COM 37427610 7,364,533 204,929 204,929 204,929
GETTY RLTY CORP NEW COM 37429710 611,775 54,380 54,380 54,380
GIBRALTAR STL CORP COM 37476F10 830,068 50,500 50,400 100 50,500
GILEAD SCIENCES INC COM 37555810 28,825,611 454,842 454,742 100 451,942 2,900
GILLETTE CO COM 37576610 740,150,067 19,639,400 18,372,226 825,927 441,247 17,067,930 1,066,117 1,505,353
GLACIER BANCORP INC COM 37637Q10 707,662 50,100 50,100 50,100
GLATFELTER P H CO COM 37731610 3,359,136 316,154 316,154 313,654 2,500
GLAXO WELLCOME PLC SPONSORED 37733W10 134,026,060 2,338,534 2,338,534 2,338,534
GLENAYRE TECHNOLOGIE COM 37789910 7,619,765 433,878 433,878 433,878
GLENBOROUGH RLTY TR COM 37803P10 4,193,661 289,218 289,218 289,218
GLIATECH INC COM 37929C10 1,256,072 72,555 68,355 4,200 68,355 4,200
GLIMCHER RLTY TR SH BEN INT 37930210 4,345,488 321,888 321,888 321,888
GLOBAL INDS LTD COM 37933610 9,842,098 672,964 593,224 74,240 5,500 667,464 5,500
GLOBAL IMAGING SYSTE COM 37934A10 315,425 40,700 38,700 2,000 40,700
GLOBAL MARINE INC COM 37935240 42,377,797 1,670,061 1,633,724 1,860 34,477 1,551,652 34,477 83,932
GLOBAL TELESYSTEMS G COM 37936U10 29,125,047 1,420,734 1,381,114 39,370 250 1,418,084 250 2,400
GLOBAL SPORTS INC COM 37937A10 656,326 35,239 35,239 35,239
GLOBESPAN INC COM 37957110 1,908,668 18,724 18,724 18,724
GLOBIX CORP COM 37957F10 4,746,562 124,500 124,500 124,500
GOLDEN ST BANCORP IN COM 38119710 7,593,194 508,348 507,468 880 505,110 3,238
GOLDEN WEST FINL COR COM 38131710 86,925,373 2,787,231 2,782,331 4,900 2,581,409 19,900 185,922
GOLDMAN SACHS GROUP COM 38141G10 69,117,675 656,700 564,025 71,725 20,950 630,650 20,950 5,100
Page Total 1,618,475,164
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March 2000
32 of 82
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SEC 13F
<TABLE>
<CAPTION>
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--------------------------- ---------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GOLF TR AMER INC COM 38168B10 801,586 48,581 48,581 48,581
GOODRICH B F CO COM 38238810 62,220,180 2,168,933 2,164,950 3,223 760 1,762,329 297,994 108,610
GOODYEAR TIRE & RUBR COM 38255010 64,516,985 2,767,544 2,761,178 5,866 500 2,531,430 19,900 216,214
GOODYS FAMILY CLOTHI COM 38258810 903,656 149,069 149,069 149,069
GO2NET INC COM 38348610 17,595,546 218,410 218,410 218,410
GOTO COM INC COM 38348T10 532,409 12,966 12,966 12,966
GRACE W R & CO DEL N COM 38388F10 25,539,004 1,983,612 1,981,714 1,000 898 1,874,964 40,498 68,150
GRACO INC COM 38410910 3,289,963 113,447 112,690 757 113,447
GRAINGER W W INC COM 38480210 89,163,943 1,643,575 1,605,732 24,119 13,724 1,490,837 25,424 127,314
GRAND PREMIER FINL I COM 38617410 1,479,225 107,580 107,580 107,580
GRAND UN CO COM 38653240 470,507 160,200 160,200 160,200
GRANITE CONSTR INC COM 38732810 5,929,308 219,604 219,604 217,904 1,700
GRAY COMMUNICATIONS COM 38919010 897,096 75,545 75,545 75,545
GREAT ATLANTIC & PAC COM 39006410 12,562,270 644,219 643,369 850 601,149 6,000 37,070
GREAT LAKES CHEM COR COM 39056810 35,939,190 1,057,035 1,042,810 1,325 12,900 950,065 20,300 86,670
GREAT LAKES REIT INC COM 39075210 1,620,356 107,131 107,131 107,131
GREAT SOUTHN BANCORP COM 39090510 659,343 35,700 35,700 35,700
GREAT PLAINS SOFTWAR COM 39119E10 5,737,278 107,490 107,490 107,490
GREATER BAY BANCORP COM 39164810 3,908,275 97,100 97,100 97,100
GREENPOINT FINL CORP COM 39538410 16,969,227 864,674 864,024 650 854,674 10,000
GREIF BROS CORP CL A 39762410 3,453,528 108,346 108,346 108,346
GREY WOLF INC COM 39788810 4,381,487 1,112,900 1,112,900 1,112,900
GRIFFON CORP COM 39843310 1,678,767 214,896 214,896 214,896
GROUP 1 AUTOMOTIVE I COM 39890510 1,201,920 103,391 103,391 103,391
GRUPO TELEVISA SA SP ADR REP 40049J20 1,186,600 17,450 17,450 17,450
GTECH HLDGS CORP COM 40051810 6,889,713 371,173 370,973 200 369,073 2,100
GUESS INC COM 40161710 4,548,096 142,128 142,128 142,128
GUIDANT CORP COM 40169810 297,080,953 5,045,961 4,999,647 43,664 2,650 4,541,216 186,650 318,095
GUILFORD MLS INC COM 40179410 855,955 111,351 111,351 111,351
GUILFORD PHARMACEUTI COM 40182910 3,489,081 150,068 150,068 150,068
GUITAR CTR MGMT INC COM 40204010 2,656,849 232,303 232,303 232,303
GYMBOREE CORP COM 40377710 685,810 166,257 166,257 166,257
HCC INS HLDGS INC COM 40413210 3,981,598 300,498 295,012 5,486 300,498
HNC SOFTWARE INC COM 40425P10 12,668,571 175,801 175,801 175,801
HRPT PPTYS TR COM SH BEN 40426W10 6,378,377 734,244 733,844 400 732,744 1,500
HSBC HLDGS PLC SPON ADR N 40428040 8,697,538 142,730 133,600 9,130 142,730
HSB GROUP INC COM 40428N10 9,703,617 335,336 292,047 19,608 23,681 309,755 23,681 1,900
HS RES INC COM 40429710 2,683,635 127,036 127,036 127,036
Page Total 722,957,442
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March 2000
33 of 82
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SEC 13F
<TABLE>
<CAPTION>
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Investment Discretion Voting Authority
--------------------------- ---------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HA-LO INDS INC COM 40442910 2,302,059 292,325 292,325 292,325
HADCO CORP COM 40468110 6,706,258 103,372 102,672 700 103,372
HAEMONETICS CORP COM 40502410 4,222,935 187,686 187,686 187,686
HAIN FOOD GROUP INC COM 40521910 7,054,501 249,170 207,600 37,570 4,000 245,170 4,000
HALLIBURTON CO COM 40621610 497,243,526 12,091,028 7,529,273 4,494,463 67,292 7,094,699 4,394,137 602,192
HAMILTON BANCORP INC COM 40701310 1,496,187 95,756 95,756 95,756
HANCOCK HLDG CO COM 41012010 2,130,622 69,008 68,908 100 69,008
HANCOCK JOHN FINL SV COM 41014S10 1,535,215 84,997 78,100 5,849 1,048 83,949 1,048
HANDLEMAN CO DEL COM 41025210 3,244,504 365,578 365,578 365,578
HANGER ORTHOPEDIC GR COM NEW 41043F20 646,275 123,100 123,100 123,100
HANNA M A CO COM 41052210 5,587,483 493,943 493,943 490,693 3,250
HANNAFORD BROS CO COM 41055010 23,760,627 322,178 317,398 4,780 318,778 3,400
HANOVER COMPRESSOR C COM 41076810 16,849,844 296,261 296,261 294,361 1,900
HANOVER DIRECT INC COM 41078310 1,976,712 832,300 832,000 300 832,300
HARBINGER CORP COM 41145C10 8,039,286 276,027 275,927 100 276,027
HARCOURT GEN INC COM 41163G10 42,292,048 1,135,357 1,133,057 1,300 1,000 1,074,982 9,100 51,275
HARBOR FLA BANCSHARE COM 41190110 1,216,101 106,910 106,910 106,910
HARDINGE INC COM 41232430 5,550,569 541,519 541,519 541,519
HARKEN ENERGY CORP COM 41255210 967,426 967,426 966,226 1,200 967,426
HARLAND JOHN H CO COM 41269310 2,829,438 209,588 209,488 100 208,009 1,579
HARLEY DAVIDSON INC COM 41282210 204,827,822 2,580,508 2,549,204 30,504 800 2,286,272 90,300 203,936
HARLEYSVILLE GROUP I COM 41282410 1,696,732 117,016 103,416 4,600 9,000 108,016 9,000
HARLEYSVILLE NATL CO COM 41285010 1,576,830 58,132 58,132 58,132
HARMAN INTL INDS INC COM 41308610 7,374,240 122,904 122,904 122,904
HARMON INDS INC NEW COM 41313610 1,383,843 76,350 76,350 76,350
HARMONIC INC COM 41316010 17,907,075 215,100 214,800 300 215,100
HARRAHS ENTMT INC COM 41361910 154,814,913 8,340,422 8,339,572 850 2,169,290 5,939,907 231,225
HARRIS CORP DEL COM 41387510 23,774,301 687,874 687,474 400 675,874 12,000
HARRIS FINL INC COM 41454110 441,928 61,490 61,490 61,490
HARSCO CORP COM 41586410 11,638,750 402,210 401,910 300 399,510 2,700
HARTE-HANKS INC COM 41619610 10,588,567 466,724 466,524 200 461,724 5,000
HARTFORD FINL SVCS G COM 41651510 212,684,465 4,031,933 3,954,502 22,393 55,038 3,627,972 83,138 320,823
HARTFORD LIFE INC CL A 41659210 8,964,656 191,246 190,846 400 190,946 300
HASBRO INC COM 41805610 54,341,031 3,256,489 3,253,544 2,945 3,046,459 27,600 182,430
HAVERTY FURNITURE IN COM 41959610 1,517,250 142,800 142,800 142,800
HAWAIIAN ELEC INDUST COM 41987010 11,128,282 349,814 346,514 3,300 347,714 2,100
HAYES LEMMERZ INTL I COM 42078110 2,409,329 125,978 125,978 125,978
HEARME INC COM 42190310 1,744,775 69,100 69,100 69,100
Page Total 1,364,466,405
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HEALTH CARE PPTY INV COM 42191510 8,852,177 348,004 348,004 348,004
HEALTHSOUTH CORP COM 42192410 39,141,784 6,882,677 6,867,977 13,700 1,000 6,275,934 41,800 564,943
HEALTH MGMT ASSOC IN CL A 42193310 28,789,873 2,020,342 2,012,697 7,645 2,000,167 20,175
HEALTHCARE RLTY TR COM 42194610 4,936,057 294,690 294,690 294,690
HEALTH CARE REIT INC COM 42217K10 4,018,462 287,033 287,033 287,033
HEALTHAXIS INC COM 42219D10 932,937 64,900 64,900 64,900
HEALTHEON WEBMD CORP COM 42220910 2,844,824 123,688 122,181 1,000 507 122,881 507 300
HEARST-ARGYLE TELEVI COM 42231710 4,592,907 196,488 195,538 950 195,888 600
HEARTLAND EXPRESS IN COM 42234710 1,756,591 125,051 125,051 125,051
HEICO CORP NEW COM 42280610 459,650 31,700 31,700 31,700
HEIDRICK & STRUGGLES COM 42281910 3,976,387 99,100 99,100 99,100
HEILIG MEYERS CO COM 42289310 2,203,983 559,813 559,813 555,913 3,900
HEINZ H J CO COM 42307410 226,078,582 6,482,540 6,409,516 37,960 35,064 5,726,503 246,414 509,623
HELIX TECHNOLOGY COR COM 42331910 10,203,813 169,888 162,788 100 7,000 162,888 7,000
HELLER FINANCIAL INC CL A 42332810 7,025,695 305,465 291,765 13,700 305,065 400
HELMERICH & PAYNE IN COM 42345210 23,382,215 754,265 751,965 2,300 748,119 6,146
HEMISPHERX BIOPHARMA COM 42366C10 1,654,147 150,377 150,377 150,377
HENRY JACK & ASSOC I COM 42628110 7,515,125 203,800 203,800 203,800
HERBALIFE INTL INC CL A 42690820 1,187,276 84,055 83,722 333 84,055
HERCULES INC COM 42705610 27,924,791 1,731,770 1,729,620 2,150 1,622,440 13,400 95,930
HERSHEY FOODS CORP COM 42786610 108,500,437 2,225,650 2,192,161 5,815 27,674 2,034,196 48,374 143,080
HERTZ CORP CL A 42804010 6,541,368 192,043 191,943 100 186,143 5,900
HEWLETT PACKARD CO COM 42823610 2,628,876,466 19,784,583 18,239,166 812,108 733,309 17,472,993 861,609 1,449,981
HEXCEL CORP NEW COM 42829110 1,382,585 276,517 276,517 276,517
HI / FN INC COM 42835810 3,236,834 49,750 49,750 49,750
HIBERNIA CORP CL A 42865610 16,842,084 1,604,008 1,566,788 1,220 36,000 1,552,050 36,000 15,958
HIGHLANDS INS GROUP COM 43103210 1,492,685 173,065 172,735 330 8,515 164,550
HIGHWOODS PPTYS INC COM 43128410 8,112,966 379,554 379,554 378,954 600
HILB ROGAL & HAMILTO COM 43129410 2,643,801 96,800 96,800 96,800
HILLENBRAND INDS INC COM 43157310 16,689,478 490,867 487,917 2,750 200 484,967 200 5,700
HILTON HOTELS CORP COM 43284810 63,507,545 8,194,522 7,829,439 365,083 7,577,260 207,700 409,562
HINES HORTICULTURE I COM 43324510 939,783 120,300 120,300 120,300
HISPANIC BROADCASTIN CL A 43357B10 47,003,280 415,040 414,440 600 408,640 6,400
HOLLINGER INTL INC CL A 43556910 878,694 81,739 81,339 400 81,739
HOLLYWOOD ENTMT CORP COM 43614110 1,732,789 214,933 214,933 214,933
HOME DEPOT INC COM 43707610 2,964,239,529 45,957,202 43,680,524 1,695,175 581,503 40,756,210 1,915,722 3,285,270
HOME PPTYS N Y INC COM 43730610 4,779,904 178,688 178,688 178,688
HOMEBASE INC COM 43738E10 449,920 224,960 224,960 224,960
Page Total 6,285,327,424
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March 2000
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--------------------------- ---------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HOMESTAKE MNG CO COM 43761410 26,342,352 4,390,392 4,383,732 6,660 3,988,632 34,800 366,960
HOMESTORE COM INC COM 43785210 1,021,458 20,953 20,953 20,953
HON INDS INC COM 43809210 13,592,343 527,858 527,658 200 523,258 4,600
HONDA MOTOR LTD AMERN SHS 43812830 6,389,093 78,635 74,000 4,635 78,635
HONEYWELL INTL INC COM 43851610 4,250,163,609 80,668,165 13,805,922 66,784,106 78,136 12,978,474 66,876,375 813,315
HOOPER HOLMES INC COM 43910410 7,625,224 222,232 222,232 222,232
HORACE MANN EDUCATOR COM 44032710 7,609,042 412,705 412,629 76 410,285 2,420
HORMEL FOODS CORP COM 44045210 15,125,113 920,187 919,282 905 909,687 10,500
HOSPITALITY PPTYS COM SH BEN 44106M10 7,580,547 374,348 374,348 374,348
HOST MARRIOTT CORP N COM 44107P10 17,333,318 1,953,050 1,953,050 1,827,917 125,133
HOUGHTON MIFFLIN CO COM 44156010 71,107,437 1,675,600 242,896 23,800 1,408,904 264,296 1,408,904 2,400
HOUSEHOLD INTL INC COM 44181510 318,222,220 8,528,683 8,496,473 18,763 13,447 7,775,926 74,447 678,310
HOUSTON EXPL CO COM 44212010 1,320,588 73,366 73,366 73,366
HOWMET INTERNATIONAL COM 44320810 4,003,506 198,321 197,721 600 198,321
HUB GROUP INC CL A 44332010 1,315,312 86,250 86,250 86,250
HUBBELL INC CL B 44351020 14,640,451 534,811 514,441 12,642 7,728 519,665 7,728 7,418
HUDSON CITY BANCORP COM 44368310 305,881 20,915 20,915 20,915
HUDSON RIV BANCORP I COM 44412810 988,000 98,800 98,800 98,800
HUDSON UNITED BANCOR COM 44416510 8,812,338 406,342 405,582 760 406,342
HUGHES SUPPLY INC COM 44448210 2,781,630 179,460 179,459 1 179,460
HUMANA INC COM 44485910 21,465,341 2,935,632 2,927,112 7,020 1,500 2,752,632 17,600 165,400
HUMAN GENOME SCIENCE COM 44490310 30,505,599 367,263 366,484 654 125 367,138 125
HUNT J B TRANS SVCS COM 44565810 3,658,288 267,282 267,282 264,982 2,300
HUNTINGTON BANCSHARE COM 44615010 85,161,778 3,806,113 3,801,521 4,592 3,540,389 28,910 236,814
HUSSMANN INTL INC COM 44811010 4,614,008 363,680 363,680 363,680
HUTCHINSON TECHNOLOG COM 44840710 3,280,241 186,113 186,113 186,113
ICN PHARMACEUTICALS COM 44892410 17,116,161 628,116 627,379 737 621,816 6,300
IDT CORP COM 44894710 6,186,778 149,079 149,079 149,079
HYPERCOM CORP COM 44913M10 1,584,336 92,516 92,516 92,516
HYPERION SOLUTIONS C COM 44914M10 7,454,102 229,357 229,357 229,357
IBP INC COM 44922310 21,965,690 1,394,647 1,393,147 1,500 1,354,847 39,800
ICG COMMUNICATIONS I COM 44924610 12,599,063 348,763 347,063 1,700 348,763
ICOS CORP COM 44929510 6,878,741 190,415 189,715 700 190,015 400
IDEC PHARMACEUTICALS COM 44937010 35,399,376 360,299 341,234 15,390 3,675 356,624 3,675
IDG BOOKS WORLDWIDE CL A 44938410 276,000 24,000 21,500 500 2,000 22,000 2,000
IDX SYS CORP COM 44949110 3,010,538 109,974 109,974 109,974
IGEN INC COM 44953610 1,830,375 73,215 71,115 2,100 73,215
IHOP CORP COM 44962310 1,898,820 135,630 135,630 135,630
Page Total 5,041,164,697
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March 2000
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<TABLE>
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
IMC GLOBAL INC COM 44966910 13,923,305 948,002 944,141 1,100 2,761 934,141 2,761 11,100
IMCO RECYCLING INC COM 44968110 1,252,926 113,264 113,264 113,264
IPC COMMUNICATIONS I COM NEW 44980K20 12,071,600 58,600 58,600 58,600
IMS HEALTH INC COM 44993410 91,275,982 5,389,147 5,329,535 42,212 17,400 4,739,158 195,800 454,189
IRI INTL CORP COM 45004F10 1,111,678 117,800 117,800 117,800
IRT PPTY CO COM 45005810 1,958,360 244,795 244,795 244,795
ISS GROUP INC COM 45030610 25,298,324 217,153 217,153 217,153
ITC DELTACOM INC COM 45031T10 15,209,167 426,924 399,549 27,225 150 426,774 150
ITI TECHNOLOGIES INC COM 45056410 1,648,150 55,400 55,400 55,400
ITT EDUCATIONAL SERV COM 45068B10 2,218,528 138,658 138,658 138,658
ITXC CORP COM 45069F10 487,421 10,357 10,357 10,357
IXL ENTERPRISES INC COM 45071810 651,700 23,275 23,275 23,275
ITT INDS INC IND COM 45091110 49,658,881 1,598,702 1,579,208 1,025 18,469 1,447,426 28,869 122,407
IDACORP INC COM 45110710 13,755,718 395,848 389,538 2,600 3,710 389,638 3,710 2,500
IDEX CORP COM 45167R10 5,795,693 212,686 209,586 3,100 212,686
IDEXX LABS INC COM 45168D10 6,448,332 276,610 275,910 700 276,610
IGATE CAPITAL CORP COM 45169U10 11,616,122 257,421 257,421 257,421
IKON OFFICE SOLUTION COM 45171310 16,502,461 2,667,280 2,663,860 2,220 1,200 2,508,730 20,900 137,650
IDENTIX INC COM 45190610 4,351,287 156,100 156,100 156,100
ILLINOIS TOOL WKS IN COM 45230810 343,624,944 6,219,456 5,336,876 641,922 240,658 5,508,846 280,158 430,452
IMATION CORP COM 45245A10 9,904,399 371,132 362,308 7,896 928 367,904 928 2,300
IMCLONE SYS INC COM 45245W10 16,186,031 210,550 209,050 1,500 209,050 1,500
IMMUNEX CORP NEW COM 45252810 76,517,392 1,206,195 1,200,405 5,250 540 1,197,555 540 8,100
IMPERIAL BANCORP COM 45255610 8,168,779 263,509 263,401 108 263,509
IMPATH INC COM 45255G10 2,197,650 59,800 59,800 59,800
IMPERIAL CR INDS INC COM 45272910 903,046 200,677 200,677 200,677
IMMUNOMEDICS INC COM 45290710 338,137 13,100 13,100 13,100
IN FOCUS SYS INC COM 45291910 19,019,753 531,100 531,100 531,100
IMPERIAL SUGAR CO NE COM 45309610 312,550 178,600 178,600 178,600
IMRGLOBAL CORPORATIO COM 45321W10 2,271,264 158,001 158,001 158,001
INACOM CORP COM 45323G10 784,445 285,253 285,253 285,253
INCO LTD COM 45325840 48,587,230 2,644,203 2,642,603 1,600 2,440,493 22,600 181,110
INCYTE PHARMACEUTICA COM 45337C10 18,403,564 210,478 195,568 13,510 1,400 207,378 1,400 1,700
INDEPENDENCE CMNTY B COM 45341410 5,486,872 493,202 493,202 493,202
INDEPENDENT BANK COR COM 45383610 950,435 79,621 76,200 2,000 1,421 78,200 1,421
INDIA FD INC COM 45408910 2,342,260 137,780 137,780 137,780
INDIA GROWTH FD INC COM 45409010 2,368,867 149,220 149,220 149,220
INDIANA ENERGY INC COM 45470710 5,859,886 300,507 300,507 296,874 3,633
Page Total 839,463,139
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March 2000
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--------------------------- ---------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INDYMAC MTG HLDGS IN COM 45660710 7,733,736 517,757 517,757 517,757
INFINEON TECHNOLOGI SPONSORED 45662N10 3,197,345 55,606 55,606 55,606
INFINITY BROADCASTIN CL A 45662S10 51,747,066 1,598,365 1,590,140 8,225 1,584,940 13,425
INET TECHNOLOGIES IN COM 45662V10 14,659,102 276,916 276,916 274,316 2,600
INFOCURE CORP COM 45665A10 3,565,350 205,200 205,200 205,200
INFORMATICA CORP COM 45666Q10 10,208,314 132,900 132,900 132,900
INFONET SVCS CORP CL B 45666T10 2,094,079 92,556 91,671 885 91,885 671
INFORMATION HLDGS IN COM 45672710 4,289,931 137,006 28,300 90,206 18,500 118,506 18,500
INFORMIX CORP COM 45677910 51,801,780 3,058,498 3,026,428 20,670 11,400 3,024,998 11,400 22,100
INFOSPACE COM INC COM 45678T10 37,854,342 260,280 260,280 259,280 1,000
INFOUSA INC NEW COM 45681830 1,521,137 166,700 166,700 166,700
ING GROEP N V SPONSORED 45683710 1,446,005 26,291 21,056 5,235 26,291
INGERSOLL-RAND CO COM 45686610 135,316,367 3,057,997 3,000,983 30,629 26,385 2,756,554 47,485 253,958
INFORMATION RES INC COM 45690510 1,448,952 181,119 181,119 181,119
INGLES MKTS INC CL A 45703010 765,032 73,300 67,800 5,000 500 72,800 500
INGRAM MICRO INC CL A 45715310 5,226,546 339,938 339,338 600 339,438 500
INHALE THERAPEUTIC S COM 45719110 7,664,783 102,883 102,433 400 50 102,833 50
INKTOMI CORP COM 45727710 68,968,770 353,686 353,040 646 352,686 1,000
INNOVEX INC COM 45764710 943,983 96,512 96,512 96,512
INPUT/OUTPUT INC COM 45765210 1,976,445 322,685 322,685 322,685
INSIGHT ENTERPRISES COM 45765U10 9,976,122 273,791 273,191 600 273,791
INSITUFORM TECHNOLOG CL A 45766710 4,469,718 145,950 145,950 145,950
INSIGNIA FINL GROUP COM 45767A10 1,758,960 125,640 125,640 125,640
INNKEEPERS USA TR COM 4576J010 2,049,783 252,281 252,281 252,281
INSPIRE INS SOLUTION COM 45773210 257,400 79,200 79,200 79,200
INTEGRAL SYS INC MD COM 45810H10 801,000 17,800 15,000 2,800 17,800
INTEGRATED DEVICE TE COM 45811810 38,030,410 959,758 959,558 200 953,558 6,200
INTEGRATED ELECTRICA COM 45811E10 1,139,313 217,012 215,612 1,400 217,012
INTEGRATED SILICON S COM 45812P10 480,716 16,400 16,400 16,400
INTEL CORP COM 45814010 8,610,392,144 65,261,391 62,021,536 1,996,481 1,243,374 57,280,693 3,179,474 4,801,224
INTELLIGROUP INC COM 45816A10 396,180 13,317 13,317 13,317
INTER TEL INC COM 45837210 4,323,799 157,947 157,947 157,947
INTERFACE INC CL A 45866510 1,244,502 292,824 292,824 292,824
INTERDIGITAL COMMUNI COM 45866A10 8,877,275 355,091 355,091 355,091
INTERGRAPH CORP COM 45868310 2,564,839 288,996 288,996 288,996
INTERIM SVCS INC COM 45868P10 7,472,504 402,570 402,570 402,570
INTERLIANT INC COM 45874210 406,517 14,390 14,390 14,390
INTERMEDIA COMMUNICA COM 45880110 17,505,370 362,340 361,920 420 362,340
Page Total 9,124,575,617
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March 2000
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<TABLE>
<CAPTION>
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Investment Discretion Voting Authority
--------------------------- ---------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INTERMET CORP COM 45881K10 1,576,617 172,780 172,780 172,780
INTERNAP NETWORK SVC COM 45885A10 1,898,236 41,266 41,266 41,266
INTERNATIONAL BANCSH COM 45904410 3,610,939 89,159 89,159 89,159
INTERNATIONAL BUSINE COM 45920010 7,750,563,910 65,682,745 65,028,387 419,752 234,606 30,533,355 32,555,287 2,594,103
INTERNATIONAL FLAVOR COM 45950610 64,475,932 1,838,912 1,824,257 10,355 4,300 1,680,939 14,400 143,573
INTERNATIONAL FIBERC COM 45950T10 3,864,125 162,700 162,700 162,700
INTERNATIONAL HOME F COM 45965510 21,112,560 1,319,535 1,319,535 1,299,013 20,522
INTERNATIONAL GAME T COM 45990210 16,678,756 769,067 768,875 192 762,403 6,664
INTERNATIONAL MULTIF COM 46004310 2,374,129 177,505 177,405 100 176,205 1,300
INTL PAPER CO COM 46014610 1,455,430,761 34,045,164 27,528,348 6,484,127 32,689 33,352,554 86,629 605,981
INTERNATIONAL RECTIF COM 46025410 13,981,657 366,732 366,732 366,732
INTERNATIONAL SPEEDW CL A 46033520 13,838,483 307,953 302,127 200 5,626 298,627 5,626 3,700
INTL SPECIALTY PRODS COM 46033710 765,430 118,911 118,911 118,911
INTERNET CAP GROUP I COM 46059C10 1,841,010 20,385 18,085 2,300 17,585 2,800
INTERNET PICTURES CO COM 46059S10 390,750 11,514 11,514 11,514
INTERPOOL INC COM 46062R10 626,132 95,418 95,418 95,418
INTERPUBLIC GROUP CO COM 46069010 246,121,989 5,208,931 4,736,789 317,456 154,686 4,496,158 317,586 395,187
INTERSTATE BAKERIES COM 46072H10 14,013,777 983,423 963,723 19,700 975,923 7,500
INTERWEST BANCORP IN COM 46093110 1,506,986 109,599 109,599 109,599
INTERTAN INC COM 46112010 3,170,351 230,571 230,331 240 230,331 240
INTERTRUST TECHNOLOG COM 46113Q10 992,885 23,362 23,362 23,362
INTERVOICE-BRITE INC COM 46114210 7,343,923 254,335 254,335 254,335
INTERVU INC COM 46114R10 5,895,000 65,500 65,500 65,500
INTIMATE BRANDS INC CL A 46115610 13,467,860 326,993 323,538 3,455 325,523 1,470
INTRAWARE INC COM 46118M10 4,716,838 114,176 114,176 114,176
INTUIT COM 46120210 73,264,983 1,347,402 1,344,952 950 1,500 1,330,902 1,500 15,000
INVACARE CORP COM 46120310 5,004,810 182,411 181,231 1,180 182,411
INVESTMENT TECHNOLOG COM 46145F10 6,210,944 176,197 176,097 100 174,097 2,100
INVITROGEN CORP COM 46185R10 3,001,805 51,700 51,700 51,700
INVESTORS FINL SERVI COM 46191510 6,598,356 112,074 111,634 440 112,074
IOMEGA CORP COM 46203010 7,300,384 1,915,106 1,898,906 1,200 15,000 1,900,106 15,000
IONICS INC COM 46221810 2,975,825 116,416 114,416 450 1,550 114,866 1,550
IPALCO ENTERPRISES I COM 46261310 14,278,621 732,237 721,437 7,800 3,000 722,237 3,000 7,000
IRON MTN INC PA COM 46284610 12,126,616 356,016 239,884 116,132 356,016
IRWIN FINL CORP COM 46411910 2,126,610 141,774 141,774 141,774
ISIS PHARMACEUTICALS COM 46433010 3,227,903 229,548 229,548 229,548
IT GROUP INC COM 46526610 1,152,448 152,400 152,400 152,400
I2 TECHNOLOGIES INC COM 46575410 43,505,810 356,240 354,540 1,700 355,240 1,000
Page Total 9,831,034,151
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39 of 82
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<TABLE>
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--------------------------- ---------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ITURF INC CL A 46575Q10 317,475 30,600 30,600 30,600
IVAX CORP COM 46582310 40,003,844 1,468,031 1,467,731 300 1,439,881 28,150
IVEX PACKAGING CORP COM 46585510 1,621,292 214,400 214,400 214,400
IVILLAGE INC COM 46588H10 1,986,441 126,751 126,751 126,751
JDN RLTY CORP COM 46591710 3,201,424 308,571 308,571 308,571
IXNET INC COM 46601C10 803,408 17,513 17,513 17,513
J & J SNACK FOODS CO COM 46603210 884,437 44,500 44,500 44,500
JDS UNIPHASE CORP COM 46612J10 351,455,349 2,915,142 2,911,692 3,150 300 2,896,398 300 18,444
JDA SOFTWARE GROUP I COM 46612K10 2,097,766 143,437 143,337 100 143,437
JLG INDS INC COM 46621010 2,880,887 313,583 313,583 313,583
JLK DIRECT DISTRIBUT CL A 46621C10 255,500 28,000 28,000 28,000
JP REALTY INC COM 46624A10 1,890,708 106,148 106,148 106,148
JABIL CIRCUIT INC COM 46631310 50,281,844 1,162,586 1,159,786 2,000 800 1,142,986 800 18,800
JACK IN THE BOX INC COM 46636710 9,714,585 455,827 455,747 80 455,827
JACOBS ENGR GROUP IN COM 46981410 7,585,612 237,980 237,980 236,380 1,600
JAKKS PAC INC COM 47012E10 12,984,636 602,200 602,200 602,200
JAPAN AIR LINES LTD ADR NEW 47103430 278,094 48,900 48,900 48,900
JARDINE FLEMING INDI COM 47111210 3,792,667 277,100 277,100 277,100
JEFFERIES GROUP INC COM 47231910 3,859,675 168,729 168,729 168,729
JEFFERSON PILOT CORP COM 47507010 119,865,182 1,800,805 1,779,099 12,750 8,956 1,657,904 22,656 120,245
JEFFERSON SMURFIT G SPONSORED 47508W10 696,465 25,795 17,500 8,295 25,795
JO-ANN STORES INC CL A 47758P10 917,347 109,534 109,534 109,534
JOHN NUVEEN CO CL A 47803510 2,482,616 64,905 64,555 350 64,905
JOHNS MANVILLE CORP COM 47812910 2,887,768 271,790 271,790 271,490 300
JOHNSON & JOHNSON COM 47816010 1,946,196,235 27,703,861 25,901,406 1,104,480 697,975 24,260,110 1,463,575 1,980,176
JOHNSON CTLS INC COM 47836610 91,172,481 1,686,443 1,678,333 5,010 3,100 1,530,694 14,000 141,749
JONES APPAREL GROUP COM 48007410 37,064,721 1,172,007 1,170,875 1,132 1,103,408 68,599
JONES LANG LASALLE I COM 48020Q10 3,260,440 210,351 210,351 210,351
JONES PHARMA INC COM 48023610 12,802,029 421,466 420,641 825 421,466
JOSTENS INC COM 48108810 16,167,571 663,285 662,885 400 605,618 20,354 37,313
JOURNAL REGISTER CO COM 48113810 4,719,926 319,995 319,995 319,995
JUNIPER NETWORKS INC COM 48203R10 15,705,132 59,588 59,588 57,288 2,300
JUNO ONLINE SVCS INC COM 48204810 802,431 50,948 50,948 50,948
JUSTIN INDS INC COM 48217110 2,107,674 117,093 117,093 117,093
KLA-TENCOR CORP COM 48248010 266,764,313 3,166,342 3,159,692 6,650 2,948,112 23,990 194,240
K MART CORP COM 48258410 79,339,775 8,190,335 8,173,695 16,640 7,643,945 62,400 483,990
K-SWISS INC CL A 48268610 673,946 45,500 45,500 45,500
K V PHARMACEUTICAL CL B CONV 48274010 2,418,179 82,321 82,321 82,321
Page Total 3,101,939,875
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KAISER ALUMINUM CORP COM 48300710 873,252 194,056 194,056 194,056
KAMAN CORP CL A 48354810 1,427,136 146,373 146,373 146,373
KANA COMMUNICATIONS COM 48360010 1,132,744 16,658 16,658 16,658
KANSAS CITY LIFE INS COM 48483610 1,361,301 56,427 56,427 56,427
KANSAS CITY PWR & LT COM 48513410 16,316,937 562,653 561,753 900 557,753 4,900
KANSAS CITY SOUTHN I COM 48517010 154,640,623 1,799,465 1,735,077 4,400 59,988 1,620,807 74,488 104,170
KATY INDS INC COM 48602610 374,866 40,804 40,804 40,804
KAUFMAN & BROAD HOME COM 48616810 27,907,586 1,301,842 1,300,642 1,200 1,250,622 4,600 46,620
KAYDON CORP COM 48658710 8,623,272 315,732 314,932 800 313,832 1,900
KEANE INC COM 48666510 12,945,245 512,683 500,733 700 11,250 495,533 11,250 5,900
KEEBLER FOODS CO COM 48725610 4,924,410 171,660 171,660 171,660
KELLOGG CO COM 48783610 164,599,716 6,392,222 6,385,165 4,732 2,325 5,745,947 237,925 408,350
KELLSTROM INDS INC COM 48803510 499,840 87,400 87,400 87,400
KELLWOOD CO COM 48804410 3,265,583 185,946 185,946 185,946
KELLY SVCS INC CL A 48815220 5,896,520 246,335 242,332 4,003 244,160 2,175
KEMET CORP COM 48836010 35,041,701 554,019 553,684 335 550,519 3,500
KENNAMETAL INC COM 48917010 19,181,149 638,053 638,053 636,053 2,000
KENT ELECTRS CORP COM 49055310 10,720,735 367,312 367,312 367,312
KERR MCGEE CORP COM 49238610 236,023,441 4,086,986 4,081,451 3,723 1,812 1,434,833 2,568,011 84,142
KEY ENERGY SVCS INC COM 49291410 6,457,400 558,502 558,502 558,502
KEYCORP NEW COM 49326710 716,450,898 37,707,942 37,668,058 23,584 16,300 7,397,587 29,678,856 631,499
KEYSPAN CORP COM 49337W10 34,949,824 1,265,152 1,254,051 9,196 1,905 1,249,939 1,905 13,308
KEYSTONE AUTOMOTIVE COM 49338N10 665,637 113,300 113,300 113,300
KEYSTONE FINANCIAL I COM 49348210 7,842,688 426,813 423,713 3,100 423,013 3,800
KIMBALL INTL INC CL B 49427410 2,469,170 224,470 224,470 224,470
KILROY RLTY CORP COM 49427F10 4,458,699 211,694 211,694 211,694
KIMBERLY CLARK CORP COM 49436810 574,488,449 10,247,377 9,854,583 240,130 152,664 8,999,137 475,650 772,590
KIMCO REALTY CORP COM 49446R10 13,715,512 365,747 352,947 12,800 365,447 300
KINDER MORGAN INC KA COM 49455P10 39,012,910 1,130,809 1,123,438 3,996 3,375 962,784 3,375 164,650
KING PHARMACEUTICALS COM 49558210 7,005,348 222,392 222,392 222,392
KINROSS GOLD CORP COM 49690210 568,880 364,200 364,200 364,200
KIRBY CORP COM 49726610 3,387,105 171,499 171,499 171,499
KNIGHT RIDDER INC COM 49904010 78,713,286 1,535,869 1,529,219 6,650 1,412,659 10,400 112,810
KNIGHT TRANSN INC COM 49906410 927,937 53,025 53,025 53,025
KNIGHT/TRIMARK GROUP CL A 49906810 17,565,726 344,426 343,376 1,050 343,326 1,100
KOGER EQUITY INC COM 50022810 3,816,993 221,275 221,275 221,275
KOHLS CORP COM 50025510 269,595,090 2,630,196 2,625,921 4,275 2,378,996 95,700 155,500
KOMAG INC COM 50045310 1,806,855 475,864 475,864 475,864
Page Total 2,489,654,464
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KONINKLIJKE AHOLD SPON ADR N 50046730 938,285 35,407 29,442 5,965 35,407
KONINKLIJKE PHILIP SPON ADR N 50047220 2,930,805 17,108 14,310 2,798 17,108
KONOVER PPTY TR INC COM 50047R10 1,066,057 191,668 191,668 191,668
KOPIN CORP COM 50060010 17,768,437 258,450 219,300 12,750 26,400 232,050 26,400
KOREA ELECTRIC PWR SPONSORED 50063110 2,830,348 179,000 179,000 179,000
KOREA TELECOM SPONSORED 50063P10 448,240 10,231 10,231 10,231
KORN FERRY INTL COM NEW 50064320 4,776,481 160,554 160,554 160,554
KROGER CO COM 50104410 255,574,622 14,552,706 14,467,218 48,640 36,848 12,877,204 526,918 1,148,584
KROLL O GARA CO COM 50105010 968,591 88,561 88,561 88,561
KRONOS INC COM 50105210 2,694,986 90,970 90,470 500 90,970
KULICKE & SOFFA INDS COM 50124210 10,792,332 168,467 168,467 168,467
LCA-VISION INC COM NEW 50180320 996,136 195,551 195,551 195,551
LG&E ENERGY CORP COM 50191710 27,632,062 1,207,959 1,191,470 11,939 4,550 1,192,774 4,550 10,635
LTV CORP NEW COM 50192110 2,399,299 673,582 673,582 673,582
LHS GROUP INC COM 50193810 5,158,485 114,633 114,533 100 114,633
LNR PPTY CORP COM 50194010 3,512,535 184,269 184,269 184,269
LSI LOGIC CORP COM 50216110 354,804,426 4,885,431 4,875,256 10,175 4,540,971 38,220 306,240
LSI INDS INC COM 50216C10 1,436,394 73,900 73,900 73,900
LTC PPTYS INC COM 50217510 1,018,546 189,497 189,497 189,497
LTX CORP COM 50239210 21,486,915 475,511 308,800 100 166,611 308,900 166,611
L-3 COMMUNICATIONS H COM 50242410 13,997,021 269,500 269,500 266,900 2,600
LA Z BOY INC COM 50533610 7,661,823 498,330 498,230 100 498,330
LABOR READY INC COM NEW 50540120 2,535,633 256,773 253,398 3,375 256,773
LABORATORY CORP AMER COM 50540R10 1,766,895 415,740 415,740 415,740
LACLEDE GAS CO COM 50558810 2,736,000 136,800 136,800 136,800
LAFARGE CORP COM 50586210 5,264,401 221,659 221,559 100 221,259 400
LAM RESEARCH CORP COM 51280710 55,167,559 1,224,259 1,224,199 60 1,224,259
LAMAR ADVERTISING CO CL A 51281510 11,274,763 247,797 247,797 247,397 400
LANCASTER COLONY COR COM 51384710 17,213,954 563,247 562,947 300 541,116 22,131
LANCE INC COM 51460610 2,739,847 257,868 257,868 255,768 2,100
LANDAUER INC COM 51476K10 952,650 52,200 52,200 52,200
LANDAMERICA FINL GRO COM 51493610 2,068,087 106,740 106,740 106,740
LANDS END INC COM 51508610 11,916,661 194,361 194,361 192,361 2,000
LANDRYS SEAFOOD REST COM 51508L10 1,222,387 191,747 191,747 191,747
LANDSTAR SYS INC COM 51509810 6,797,924 124,163 124,163 124,163
LANIER WORLDWIDE INC COM 51589L10 943,008 457,327 455,427 1,900 450,427 6,900
LANTE CORP COM 51654010 328,050 10,800 10,800 10,800
LASERSIGHT INC COM 51792410 795,970 121,300 121,300 121,300
Page Total 864,616,615
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LASALLE HOTEL PPTY COM SH BEN 51794210 1,895,000 151,600 123,300 28,300 151,600
LASER VISION CTRS IN COM 51807H10 1,230,485 177,380 176,980 400 177,380
LASON INC COM 51808R10 887,882 134,650 134,650 134,650
LATITUDE COMMUNICATI COM 51829210 678,247 25,838 25,838 25,838
LATTICE SEMICONDUCTO COM 51841510 31,192,606 460,836 459,196 40 1,600 459,236 1,600
LAUDER ESTEE COS INC CL A 51843910 25,111,199 501,602 492,152 3,150 6,300 487,602 6,300 7,700
LAUNCH MEDIA INC COM 51856710 935,781 59,890 59,890 59,890
LAWSON PRODS INC COM 52077610 1,063,991 44,683 44,683 44,683
LEAP WIRELESS INTL I COM 52186310 14,379,288 145,706 144,375 1,256 75 145,631 75
LEAR CORP COM 52186510 56,600,240 2,012,453 1,990,361 20,522 1,570 2,005,283 1,570 5,600
LEARN2 COM INC COM 52200210 1,136,025 275,400 275,400 275,400
LEARNING TREE INTL I COM 52201510 7,853,807 221,234 221,234 221,234
LEE ENTERPRISES INC COM 52376810 12,390,956 474,295 463,755 10,540 471,395 2,900
LEGATO SYS INC COM 52465110 29,882,908 669,645 660,715 5,580 3,350 659,095 3,350 7,200
LEGGETT & PLATT INC COM 52466010 72,504,880 3,372,320 3,310,729 29,891 31,700 3,123,820 55,700 192,800
LEGG MASON INC COM 52490110 23,774,784 549,706 548,061 1,445 200 544,806 200 4,700
LEHMAN BROS HLDGS IN COM 52490810 243,122,546 2,506,418 2,502,126 4,192 100 2,347,912 17,065 141,441
LENNAR CORP COM 52605710 7,526,256 347,040 347,040 347,040
LEUCADIA NATL CORP COM 52728810 7,200,430 303,176 303,176 302,176 1,000
LEVEL 3 COMMUNICATIO COM 52729N10 141,466,533 1,337,745 1,333,230 1,590 2,925 1,325,120 2,925 9,700
LEXINGTON CORP PPTYS COM 52904310 1,047,550 102,200 102,200 102,200
LEXMARK INTL GROUP I CL A 52977110 223,799,253 2,116,305 2,110,695 5,610 1,919,805 75,600 120,900
LIBBEY INC COM 52989810 5,038,286 184,047 184,047 184,047
LIBERATE TECHNOLOGIE COM 53012910 1,899,191 30,266 30,016 250 30,266
LIBERTY CORP S C COM 53037010 4,214,700 112,392 112,392 112,392
LIBERTY DIGITAL INC CL A 53043610 8,465,380 219,880 219,880 219,880
LIBERTY FINL COS INC COM 53051210 2,040,893 103,013 103,013 103,013
LIBERTY PPTY TR SH BEN INT 53117210 13,952,637 582,890 582,790 100 582,190 700
LIFEPOINT HOSPITALS COM 53219L10 3,839,759 230,963 230,550 413 230,900 63
LIGAND PHARMACEUTICA CL B 53220K20 5,869,428 330,672 324,872 100 5,700 324,972 5,700
LILLY ELI & CO COM 53245710 1,167,063,718 18,635,748 18,523,313 87,814 24,621 16,398,933 666,781 1,570,034
LILLY INDS INC CL A 53249110 2,120,394 171,345 162,132 9,213 162,132 9,213
LIMITED INC COM 53271610 152,484,117 3,619,801 3,609,415 10,236 150 3,267,681 26,850 325,270
LINCARE HLDGS INC COM 53279110 10,855,508 382,573 382,173 400 377,473 5,100
LINCOLN ELEC HLDGS I COM 53390010 6,919,271 286,074 286,074 286,074
LINCOLN NATL CORP IN COM 53418710 117,205,445 3,498,670 3,479,246 14,224 5,200 3,186,708 30,600 281,362
LINDSAY MFG CO COM 53555510 2,190,304 127,901 92,226 10,675 25,000 102,901 25,000
LINEAR TECHNOLOGY CO COM 53567810 350,598,820 6,374,524 5,533,024 642,370 199,130 5,678,594 371,930 324,000
Page Total 2,760,438,498
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LINENS N THINGS INC COM 53567910 9,598,220 280,240 242,410 35,080 2,750 277,090 2,750 400
LIONBRIDGE TECHNOLOG COM 53625210 2,199,263 144,214 6,418 137,796 144,214
LIPOSOME CO INC COM 53631010 6,368,149 364,540 364,540 364,540
LIQUI BOX CORP COM 53631410 952,500 20,000 20,000 20,000
LITHIA MTRS INC CL A 53679710 1,338,187 87,750 87,750 87,750
LITTELFUSE INC COM 53700810 11,824,220 322,300 312,900 9,400 312,900 9,400
LITTON INDS INC COM 53802110 15,476,099 350,241 350,241 345,741 4,500
LIZ CLAIBORNE INC COM 53932010 49,951,618 1,090,361 1,088,021 1,540 800 985,515 8,500 96,346
LOCAL FINL CORP COM 53955310 1,111,347 129,800 129,800 129,800
LOCKHEED MARTIN CORP COM 53983010 1,611,635,313 78,858,703 78,839,097 18,270 1,336 6,101,714 213,604 72,543,385
LODGIAN INC COM 54021P10 610,680 162,848 162,848 162,848
LOEWS CINEPLEX ENTMT COM 54042310 329,350 94,100 94,100 94,100
LOEWS CORP COM 54042410 112,079,600 2,241,592 2,238,517 2,975 100 2,190,009 10,300 41,283
LONE STAR STEAKHOUSE COM 54230710 3,925,499 385,344 385,344 383,044 2,300
LONE STAR TECHNOLOGI COM 54231210 7,929,000 170,059 170,059 170,059
LONGS DRUG STORES CO COM 54316210 14,938,537 656,639 653,639 3,000 614,249 4,700 37,690
LONGVIEW FIBRE CO COM 54321310 7,979,558 540,987 525,987 15,000 522,587 15,000 3,400
LOOKSMART LTD COM 54344210 1,223,860 27,815 27,815 27,815
LOUIS DREYFUS NAT GA COM 54601110 6,603,446 194,219 194,219 194,219
LOUISIANA PAC CORP COM 54634710 29,007,435 2,090,626 2,078,249 8,875 3,502 1,908,058 15,702 166,866
LOWES COS INC COM 54866110 2,212,071,998 37,894,167 6,443,000 31,441,527 9,640 5,610,499 31,895,927 387,741
LUBRIZOL CORP COM 54927110 15,043,840 522,138 520,663 275 1,200 510,209 1,200 10,729
LUBYS INC COM 54928210 1,681,352 178,166 178,166 178,166
LUCENT TECHNOLOGIES COM 54946310 3,678,263,583 60,053,283 57,341,516 1,854,766 857,001 52,852,271 2,703,816 4,497,196
LYCOS INC COM 55081810 28,426,522 404,648 399,924 2,924 1,800 401,748 1,800 1,100
LYDALL INC DEL COM 55081910 968,345 110,668 110,668 110,668
LYONDELL CHEMICAL CO COM 55207810 15,255,158 1,034,248 1,031,998 2,250 1,025,948 8,300
M & T BK CORP COM 55261F10 21,343,593 47,802 44,702 100 3,000 44,702 3,000 100
MAF BANCORP INC COM 55261R10 2,827,350 174,668 174,668 174,668
MBIA INC COM 55262C10 91,853,559 1,764,311 1,751,736 12,575 1,615,376 12,400 136,535
MBNA CORP COM 55262L10 365,546,452 14,335,155 14,269,540 33,221 32,394 12,696,479 505,794 1,132,882
M D C HLDGS INC COM 55267610 2,934,493 163,600 163,600 163,600
MCN ENERGY GROUP INC COM 55267J10 19,867,250 794,690 790,148 4,542 788,190 6,500
MCI WORLDCOM INC COM 55268B10 2,389,180,550 52,727,325 51,354,377 1,061,414 311,534 48,012,475 672,574 4,042,276
MDU RES GROUP INC COM 55269010 11,075,478 533,758 529,098 4,660 533,758
MEMC ELECTR MATLS IN COM 55271510 19,365,925 962,282 962,282 231,772 730,510
MGC COMMUNICATIONS I COM 55276330 8,873,150 124,100 124,100 124,100
MGIC INVT CORP WIS COM 55284810 117,589,966 2,695,472 2,685,541 9,931 2,554,752 13,100 127,620
Page Total 10,897,250,445
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MGI PPTYS INC COM 55288510 648,369 124,999 124,999 124,999
MGM GRAND INC COM 55295310 5,575,536 232,314 232,314 232,314
M/I SCHOTTENSTEIN HO COM 55305B10 213,778 13,520 13,520 13,520
MKS INSTRUMENT INC COM 55306N10 2,822,697 55,895 55,895 55,895
MMI COS INC COM 55308710 1,181,099 119,605 119,605 119,605
MMC NETWORKS INC COM 55308N10 7,782,060 235,820 235,820 235,820
MRV COMMUNICATIONS I COM 55347710 15,393,733 168,008 168,008 168,008
MSC INDL DIRECT INC CL A 55353010 3,945,564 219,198 219,198 219,198
M S CARRIERS INC COM 55353310 2,020,953 85,998 85,998 85,998
MTS SYS CORP COM 55377710 1,060,119 139,032 139,032 139,032
MTI TECHNOLOGY CORP COM 55390310 5,823,600 220,800 220,800 220,800
MACDERMID INC COM 55427310 3,001,734 113,273 113,273 113,273
MACERICH CO COM 55438210 4,769,407 231,244 231,244 231,244
MACK CALI RLTY CORP COM 55448910 9,774,736 383,323 383,223 100 382,723 600
MACROCHEM CORP DEL COM 55590310 1,106,700 158,100 155,100 3,000 155,100 3,000
MACROVISION CORP COM 55590410 16,647,962 193,300 193,300 193,300
MACROMEDIA INC COM 55610010 33,453,822 370,425 369,905 520 366,725 3,700
MADISON GAS & ELEC C COM 55749710 2,264,333 126,676 122,717 3,509 450 126,226 450
MAGELLAN HEALTH SVCS COM 55907910 965,729 200,692 200,692 200,692
MAGNETEK INC COM 55942410 2,367,558 263,062 263,062 261,662 1,400
MAIL COM INC CL A 56031110 209,794 12,162 11,162 1,000 12,162
MAIL-WELL INC COM 56032120 2,173,808 250,237 250,237 250,237
MALLINCKRODT INC NEW COM 56123210 53,031,013 1,844,557 1,842,082 2,250 225 1,741,625 13,725 89,207
MANDALAY RESORT GROU MANDALAY 56256710 12,233,970 724,976 724,276 700 716,076 8,900
MANHATTAN ASSOCS INC COM 56275010 1,883,750 55,000 55,000 55,000
MANITOWOC INC COM 56357110 11,601,507 421,873 421,873 421,873
MANOR CARE INC NEW COM 56405510 23,230,665 1,720,790 1,718,890 900 1,000 1,606,790 12,600 101,400
MANPOWER INC COM 56418H10 30,617,685 862,470 860,770 1,700 822,622 39,848
MANUFACTURED HOME CM COM 56468210 3,679,233 159,102 159,102 159,102
MAPICS INC COM 56491010 2,269,428 142,400 142,400 142,400
MANUGISTICS GROUP IN COM 56501110 7,292,235 142,985 142,985 142,985
MAPQUEST COM INC COM 56564410 876,314 42,232 42,232 42,232
MARCUS CORP COM 56633010 2,242,784 173,362 173,362 173,362
MARIMBA INC COM 56781Q10 3,150,392 71,397 71,397 71,397
MARINE DRILLING CO COM PAR $0 56824020 13,598,627 495,631 455,926 39,705 495,631
MARK IV INDS INC COM 57038710 10,481,943 475,113 475,113 472,175 2,938
MARKEL CORP COM 57053510 4,466,413 30,697 30,647 50 30,697
MARKETWATCH COM INC COM 57061910 701,212 20,325 20,200 125 20,325
Page Total 304,560,262
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MARKETING SVCS GROUP COM 57090710 2,218,750 125,000 122,000 3,000 125,000
MARSH & MCLENNAN COS COM 57174810 563,162,616 5,105,180 4,737,451 240,054 127,675 4,567,888 162,875 374,417
MARSHALL & ILSLEY CO COM 57183410 50,294,648 870,903 870,403 500 860,775 10,128
MARRIOTT INTL INC NE CL A 57190320 130,928,364 4,156,456 4,128,656 27,800 3,780,916 30,800 344,740
MARTIN MARIETTA MATL COM 57328410 54,952,227 1,156,889 1,156,389 500 437,671 715,318 3,900
MARVEL ENTERPRISES I COM 57383M10 337,221 56,800 56,800 56,800
MASCO CORP COM 57459910 162,257,807 7,915,015 7,867,649 23,176 24,190 7,237,812 81,590 595,613
MASCOTECH INC COM 57467010 3,562,957 289,389 289,389 289,389
MASTEC INC COM 57632310 13,361,837 150,133 150,133 150,133
MATRIA HEALTHCARE IN COM 57681710 1,328,531 250,100 250,100 250,100
MATRIXONE INC COM 57685P30 1,947,847 48,773 48,655 118 48,655 118
MATTEL INC COM 57708110 76,881,693 7,322,066 7,282,553 34,900 4,613 6,691,323 60,813 569,930
MATTHEWS INTL CORP CL A 57712810 2,175,348 96,148 96,148 96,148
MAXTOR CORP COM NEW 57772920 11,645,887 900,200 900,200 900,200
MAXIM INTEGRATED PRO COM 57772K10 181,275,040 2,550,942 2,522,662 26,480 1,800 2,522,442 1,800 26,700
MAXWELL TECHNOLOGIES COM 57776710 963,875 70,100 70,100 70,100
MAXYGEN INC COM 57777610 694,437 10,653 10,300 322 31 10,622 31
MAY DEPT STORES CO COM 57777810 188,199,294 6,603,484 5,988,445 390,350 224,689 5,855,875 266,389 481,220
MAXXAM INC COM 57791310 1,569,352 55,065 55,065 54,565 500
MAVERICK TUBE CORP COM 57791410 4,100,036 126,400 126,400 126,400
MAXIMUS INC COM 57793310 3,570,635 117,070 117,070 117,070
MAYTAG CORP COM 57859210 148,751,356 4,490,607 1,586,275 2,904,132 200 1,409,555 2,947,882 133,170
MCCLATCHY CO CL A 57948910 4,948,852 151,110 151,110 149,010 2,100
MCCORMICK & CO INC COM NON VT 57978020 25,523,907 791,439 785,139 6,300 775,339 16,100
MCDERMOTT INTL INC COM 58003710 9,292,044 1,011,434 1,011,434 952,874 6,600 51,960
MCDONALDS CORP COM 58013510 952,118,594 25,474,745 24,189,717 907,034 377,994 22,964,027 553,894 1,956,824
MCGRATH RENTCORP COM 58058910 1,008,475 63,526 63,526 63,526
MCGRAW HILL COS INC COM 58064510 169,496,281 3,725,193 3,591,115 41,466 92,612 3,321,043 119,012 285,138
MCKESSON HBOC INC COM 58155Q10 101,105,025 4,814,525 4,807,931 4,504 2,090 4,380,242 47,427 386,856
MCLEODUSA INC COM 58226610 46,140,102 544,028 542,328 1,700 542,528 1,500
MCMORAN EXPLORATION COM 58241110 1,764,663 93,186 93,124 62 93,186
MEAD CORP COM 58283410 65,752,237 1,882,023 1,878,923 2,900 200 1,720,114 12,700 149,209
MECHANICAL TECHNOLOG COM 58353810 3,862,400 54,400 54,400 54,400
MEDAREX INC COM 58391610 763,800 15,200 15,200 15,200
MEDALLION FINL CORP COM 58392810 1,392,033 82,800 82,800 82,800
MEDIA GEN INC CL A 58440410 11,055,576 211,085 210,885 200 209,285 1,800
MEDIAONE GROUP INC COM 58440J10 1,264,435,029 15,610,309 10,349,879 5,142,565 117,865 10,079,493 4,907,177 623,639
MEDIA 100 INC COM 58440W10 837,000 24,000 24,000 24,000
Page Total 4,263,675,776
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MEDIA METRIX INC COM 58440X10 1,208,424 28,772 28,772 28,772
MEDICAL ASSURN INC COM 58449U10 3,239,663 169,954 169,954 169,954
MEDICAL MANAGER CORP COM 58461U10 5,828,426 166,232 166,232 166,032 200
MEDICIS PHARMACEUTIC CL A NEW 58469030 16,113,480 402,837 402,537 300 402,837
MEDIMMUNE INC COM 58469910 88,956,283 510,876 509,591 1,010 275 505,201 275 5,400
MEDICONSULT COM INC COM 58469J10 225,687 78,500 78,500 78,500
MEDQUIST INC COM 58494910 16,738,220 615,670 615,670 615,670
MEDITRUST CORP PAIRED CTF 58501T30 1,140,246 629,275 629,255 20 625,533 3,742
MEDTRONIC INC COM 58505510 1,131,095,360 21,989,917 21,414,268 458,948 116,701 19,486,490 813,301 1,690,126
MELLON FINL CORP COM 58551A10 283,159,131 9,517,954 9,219,429 210,768 87,757 8,844,045 157,067 516,842
MEMBERWORKS INC COM 58600210 6,954,625 173,324 173,324 173,324
MENS WEARHOUSE INC COM 58711810 5,663,855 191,185 191,185 191,185
MENTOR CORP MINN COM 58718810 4,040,172 149,636 149,636 149,636
MENTOR GRAPHICS CORP COM 58720010 9,899,993 654,545 654,545 650,245 4,300
MERCANTILE BANKSHARE COM 58740510 18,955,958 620,246 609,526 7,120 3,600 610,896 3,600 5,750
MERCHANTS N Y BANCOR COM 58916710 2,310,581 140,572 140,572 140,572
MERCK & CO INC COM 58933110 2,874,746,778 46,273,590 42,866,391 1,766,842 1,640,357 39,918,645 3,004,785 3,350,160
MERCURY COMPUTER SYS COM 58937810 6,915,812 141,500 140,500 1,000 140,500 1,000
MERCURY GENL CORP NE COM 58940010 5,048,010 171,119 162,019 500 8,600 162,119 8,600 400
MERCURY INTERACTIVE COM 58940510 57,133,227 720,924 696,654 18,670 5,600 715,324 5,600
MEREDITH CORP COM 58943310 23,417,803 845,805 843,101 500 2,204 785,611 8,004 52,190
MERIDIAN MED TECHNOL COM 58965810 211,590 27,302 9,682 17,620 27,302
MERIDIAN RESOURCE CO COM 58977Q10 744,050 192,013 192,013 192,013
MERISEL INC COM 58984910 909,967 539,400 539,400 539,400
MERISTAR HOSPITALITY COM 58984Y10 16,914,883 970,057 923,727 46,330 970,057
MERIDIAN GOLD INC COM 58997510 290,950 50,600 50,600 50,600
MERITOR AUTOMOTIVE I COM 59000G10 16,474,064 1,041,871 1,038,985 850 2,036 1,012,169 2,036 27,666
MERRILL LYNCH & CO I COM 59018810 5,588,190,405 53,220,861 6,586,854 46,628,107 5,900 6,057,034 46,647,065 516,762
MESA AIR GROUP INC COM 59047910 1,214,375 194,300 194,300 194,300
MESABA HLDGS INC COM 59066B10 1,020,843 89,258 89,258 89,258
MESSAGEMEDIA INC COM 59078710 2,783,527 219,400 219,400 219,400
MESTEK INC COM 59082910 691,875 41,000 32,000 9,000 32,000 9,000
METACREATIONS CORP COM 59101610 378,250 17,800 17,800 17,800
METALS USA INC COM 59132410 1,424,242 214,980 214,980 214,980
METAMOR WORLDWIDE IN COM 59133P10 7,216,785 254,902 254,902 254,902
METASOLV SOFTWARE IN COM 59139310 590,856 10,004 9,804 200 9,804 200
METHODE ELECTRS INC CL A 59152020 13,205,952 261,504 261,504 261,504
METRICOM INC COM 59159610 4,903,692 105,740 105,740 105,740
Page Total 10,219,958,040
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
METRIS COS INC COM 59159810 35,849,592 922,176 922,176 913,076 9,100
METRO GOLDWYN MAYER COM 59161010 4,029,627 158,416 158,416 158,416
METRO INFORMATION SE COM 59162P10 678,873 47,226 47,226 47,226
METROMEDIA FIBER NET CL A 59168910 52,916,154 546,937 546,287 650 545,437 1,500
METROMEDIA INTL GROU COM 59169510 2,330,898 414,382 414,114 268 414,114 268
METROWEST BK MASS COM 59266810 304,578 53,557 53,557 53,557
METTLER TOLEDO INTER COM 59268810 16,352,079 399,445 398,345 1,100 399,445
MIAMI COMPUTER SUPPL COM 59326110 1,954,662 62,300 62,300 62,300
MICHAEL FOOD INC NEW COM 59407910 2,369,892 112,852 112,852 112,852
MICHAELS STORES INC COM 59408710 17,368,383 426,218 426,218 426,218
MICREL INC COM 59479310 22,831,872 237,832 224,217 13,615 237,832
MICROS SYS INC COM 59490110 7,994,005 127,016 127,016 127,016
MICROSOFT CORP COM 59491810 10,052,661,212 94,613,282 92,409,303 1,378,841 825,138 83,367,189 3,841,003 7,405,090
MICROSTRATEGY INC CL A 59497210 54,213,507 622,700 621,900 800 622,700
MICROCHIP TECHNOLOGY COM 59501710 39,931,355 607,321 606,296 1,025 601,071 6,250
MICROCIDE PHARMACEUT COM 59501810 234,000 18,000 17,000 1,000 18,000
MICROMUSE INC COM 59509410 36,418,022 262,355 234,440 24,580 3,335 259,020 3,335
MICRON ELECTRONICS I COM 59510010 4,036,872 288,348 288,348 288,348
MICRON TECHNOLOGY IN COM 59511210 575,056,692 4,563,942 4,555,933 6,935 1,074 4,154,606 35,774 373,562
MID-AMER APT CMNTYS COM 59522J10 3,042,152 133,721 133,721 133,721
MID ATLANTIC MED SVC COM 59523C10 3,939,760 425,920 425,920 425,920
MID-STATE BANCSHARES COM 59544010 1,737,500 69,500 69,500 69,500
MIDAS GROUP INC COM 59562610 2,833,776 118,074 118,074 118,074
MID AMER BANCORP COM 59591510 1,590,238 61,163 61,163 61,163
MIDLAND CO COM 59748610 777,850 33,100 33,100 33,100
MIDWEST EXPRESS HLDG COM 59791110 2,441,985 95,297 95,297 95,297
MIDWAY GAMES INC COM 59814810 2,947,926 222,485 221,585 900 222,485
MIDWEST BANC HOLDING COM 59825110 641,250 47,500 47,500 47,500
MIKASA INC COM 59862T10 502,741 67,600 67,600 67,600
MILACRON INC COM 59870910 11,030,488 764,043 764,043 723,969 3,600 36,474
MILLENNIUM PHARMACEU COM 59990210 55,583,902 427,980 425,280 2,700 424,980 3,000
MILLENNIUM CHEMICALS COM 59990310 8,598,400 429,920 429,920 429,020 900
MILLER HERMAN INC COM 60054410 17,674,776 631,242 630,842 400 624,242 7,000
MILLER INDS INC TENN COM 60055110 983,015 257,874 257,874 257,874
MILLIPORE CORP COM 60107310 41,008,986 726,633 723,437 2,596 600 660,763 25,700 40,170
MILLS CORP COM 60114810 3,210,858 178,381 178,381 178,381
MINE SAFETY APPLIANC COM 60272010 1,633,122 23,583 23,583 23,583
MINERALS TECHNOLOGIE COM 60315810 41,551,524 932,443 932,443 352,394 578,749 1,300
Page Total 11,129,262,524
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MINIMED INC COM 60365K10 25,738,772 198,755 198,755 196,355 2,400
MINNESOTA MNG & MFG COM 60405910 2,459,270,473 27,768,913 27,124,844 345,187 298,882 7,721,783 19,477,769 569,361
MINNESOTA PWR INC COM 60411010 16,940,891 1,019,001 1,015,873 2,128 1,000 1,012,301 1,000 5,700
MIPS TECHNOLOGIES IN CL A 60456710 5,024,050 90,320 90,320 90,320
MIRAGE RESORTS INC COM 60462E10 65,863,549 3,399,409 3,390,279 9,130 3,107,215 24,300 267,894
MISSISSIPPI CHEM COR COM NEW 60528820 1,365,138 200,402 200,402 200,402
MISSISSIPPI VY BANCS COM 60572010 1,005,901 42,132 42,132 42,132
MITCHELL ENERGY & DE CL A 60659220 3,653,256 167,006 166,656 350 167,006
MODEM MEDIA POPPE TY CL A 60753310 1,330,612 41,100 41,100 41,100
MODINE MFG CO COM 60782810 6,070,501 241,612 241,512 100 239,812 1,800
MODIS PROFESSIONAL S COM 60783010 10,616,029 857,861 856,761 1,100 843,161 14,700
MOHAWK INDS INC COM 60819010 14,465,124 646,486 645,836 650 641,986 4,500
MOLECULAR DEVICES CO COM 60851C10 5,592,005 72,860 72,860 72,860
MOLEX INC COM 60855410 174,187,052 2,964,886 2,961,511 2,399 976 2,756,322 26,226 182,338
MONACO COACH CORP COM 60886R10 2,628,403 138,337 138,337 138,337
MONDAVI ROBERT CORP CL A 60920010 2,179,303 62,489 62,389 100 62,489
MONSANTO CO COM 61166210 97,021,004 1,883,903 1,818,322 32,063 33,518 1,062,789 97,118 723,996
MONTANA POWER CO COM 61208510 70,786,944 1,106,046 1,097,570 7,676 800 993,146 800 112,100
MONY GROUP INC COM 61533710 11,210,906 346,958 346,545 413 346,958
MOOG INC CL A 61539420 789,794 42,982 27,962 15,020 42,982
MORGAN J P & CO INC COM 61688010 594,226,755 4,510,260 4,202,729 174,134 133,397 4,111,552 138,597 260,111
MORGAN KEEGAN INC COM 61741010 3,842,955 222,780 222,780 222,780
MORGAN STANLEY DEAN COM NEW 61744644 1,664,409,703 20,083,375 19,681,870 364,256 37,249 18,713,456 182,449 1,187,470
MORRISON KNUDSEN COR COM 61844A10 1,815,990 246,236 246,236 246,236
MORRISON MGMT SPECIA COM 61845910 2,431,815 87,633 87,633 87,633
MORTONS RESTAURANT G COM 61942910 1,507,994 79,110 44,300 34,810 79,110
MOTOROLA INC COM 62007610 1,984,614,792 13,593,252 12,917,817 436,065 239,370 12,228,768 329,727 1,034,757
MOVADO GROUP INC COM 62458010 610,763 60,700 60,700 60,700
MP3 COM INC COM 62473M10 471,744 22,464 22,464 22,464
MUELLER INDS INC COM 62475610 9,551,115 314,440 314,340 100 314,440
MULTEX COM INC COM 62536710 7,400,311 199,335 199,335 199,335
MURPHY OIL CORP COM 62671710 24,519,379 425,499 406,889 10,510 8,100 413,699 8,100 3,700
MUSICLAND STORES COR COM 62758B10 4,241,300 665,302 665,302 665,302
MYERS INDS INC COM 62846410 1,321,692 110,141 110,141 110,141
MYLAN LABS INC COM 62853010 34,747,212 1,263,535 1,259,685 3,400 450 1,239,285 450 23,800
NBC INTERNET INC CL A 62873D10 3,407,280 79,125 79,000 125 79,000 125
NBT BANCORP INC COM 62877810 2,271,222 156,636 156,636 156,636
NBTY INC COM 62878210 13,676,077 999,202 999,202 999,202
Page Total 7,330,807,806
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<TABLE>
<CAPTION>
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NCH CORP COM 62885010 1,714,651 37,841 37,841 37,441 400
NCI BUILDING SYS INC COM 62885210 2,618,611 139,199 138,799 400 139,199
NCO GROUP INC COM 62885810 5,593,126 175,130 175,130 173,430 1,700
NCR CORP NEW COM 62886E10 65,108,751 1,622,648 1,586,521 35,635 492 1,517,256 12,392 93,000
NFO WORLDWIDE INC COM 62910N10 3,058,349 131,254 131,254 131,254
NL INDS INC COM NEW 62915640 2,144,480 164,960 164,960 164,960
NPC INTERNATIONAL IN COM 62936030 617,625 81,000 81,000 81,000
NTL INC COM 62940710 60,089,737 647,435 628,043 951 18,441 627,176 18,441 1,818
NUI CORP COM 62943010 2,358,195 91,138 91,138 91,138
NVR INC COM 62944T10 9,561,834 177,071 175,271 1,800 177,071
NABISCO HLDGS CORP CL A 62952610 9,989,631 309,756 309,656 100 307,956 1,800
NABISCO GROUP HLDG C COM 62952P10 65,454,225 5,426,482 5,415,359 10,156 967 5,058,145 42,267 326,070
NABORS INDS INC COM 62956810 40,487,552 1,043,171 1,034,971 7,200 1,000 1,031,371 1,000 10,800
NACCO INDS INC CL A 62957910 8,526,266 177,864 177,864 169,894 800 7,170
NANOMETRICS INC COM 63007710 1,228,500 25,200 22,000 3,200 25,200
NATIONAL BANCORP ALA COM 63258710 4,294,673 113,718 113,718 113,718
NATIONAL CITY BANCSH COM 63531310 2,282,603 120,137 120,137 120,137
NATIONAL CITY CORP COM 63540510 234,443,158 11,366,941 10,997,703 53,974 315,264 10,093,669 393,764 879,508
NATIONAL COMM BANCOR COM 63544910 25,081,023 1,355,731 1,355,631 100 1,304,731 51,000
NATIONAL COMPUTER SY COM 63551910 21,974,039 432,986 432,986 432,986
NATIONAL DATA CORP COM 63562110 4,202,744 161,644 161,589 55 161,244 400
NATIONAL DISC BROKER COM 63564610 3,869,963 78,379 78,379 78,379
NATIONAL EQUIP SVCS COM 63584710 814,375 130,300 130,300 130,300
NATIONAL FUEL GAS CO COM 63618010 15,263,197 342,516 341,356 860 300 339,116 300 3,100
NATIONAL GOLF PPTYS COM 63623G10 2,021,888 95,997 95,997 95,997
NATIONAL HEALTH INVS COM 63633D10 2,257,382 189,108 189,108 189,108
NATIONAL INFO CONSOR COM 63649110 649,825 18,700 18,700 18,700
NATIONAL INSTRS CORP COM 63651810 8,915,683 189,950 189,950 189,950
NATIONAL-OILWELL INC COM 63707110 11,005,177 356,443 356,443 356,443
NATIONAL PENN BANCSH COM 63713810 2,587,565 127,781 127,676 105 127,781
NATIONAL PRESTO INDS COM 63721510 1,844,813 56,546 56,446 100 56,546
NATIONAL PROCESSING COM 63722910 623,314 65,612 65,612 65,612
NATIONAL R V HLDGS I COM 63727710 1,098,127 69,449 69,449 69,449
NATIONAL SEMICONDUCT COM 63764010 177,030,177 2,914,077 2,908,832 5,245 2,710,927 21,800 181,350
NATIONAL SVC INDS IN COM 63765710 16,319,048 774,810 773,973 537 300 733,633 7,200 33,977
NATIONAL STL CORP CL B 63784430 1,464,852 198,624 198,624 198,624
NATIONAL WESTN LIFE CL A 63852210 1,773,090 21,890 21,890 21,890
NATIONSRENT INC COM 63858810 3,455,550 658,200 274,500 383,700 658,200
Page Total 821,823,799
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--------------------------- ---------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NATIONWIDE FINL SVCS CL A 63861210 9,650,715 329,939 329,939 329,939
NATIONWIDE HEALTH PP COM 63862010 3,501,289 335,469 335,469 335,469
NATURAL MICROSYSTEMS COM 63888210 2,015,982 23,510 4,185 19,325 23,510
NATURES SUNSHINE PRO COM 63902710 742,352 92,794 92,794 92,794
NAUTICA ENTERPRISES COM 63908910 2,667,496 227,021 227,021 227,021
NAVARRE CORP COM 63920810 375,416 95,356 95,356 95,356
NAVISTAR INTL CORP N COM 63934E10 47,642,900 1,187,362 1,186,212 1,150 1,086,412 7,200 93,750
NAVIGANT CONSULTING COM 63935N10 4,091,395 371,945 371,945 369,045 2,900
NEFF CORP CL A 64009410 505,162 70,900 70,900 70,900
NEIMAN MARCUS GROUP CL A 64020420 12,131,594 436,200 436,000 200 431,180 5,020
NEIMAN MARCUS GROUP CL B 64020430 627,330 22,812 22,422 330 60 22,383 60 369
NEOFORMA COM INC COM 64047510 311,845 19,044 19,044 19,044
NEOMAGIC CORP COM 64049710 1,127,371 226,881 226,881 226,881
NEON SYS INC COM 64050910 1,535,160 46,520 46,520 46,520
NETBANK INC COM 64093310 2,152,800 165,600 165,600 165,600
NETWORKS ASSOCS INC COM 64093810 45,733,467 1,418,092 1,415,218 2,874 1,403,944 14,148
NET PERCEPTIONS INC COM 64107U10 2,949,493 79,852 79,752 100 79,852
NETOPIA INC COM 64114K10 3,884,598 54,000 53,800 200 54,000
NETOBJECTS INC COM 64114L10 1,067,748 46,934 46,934 46,934
NETRO CORP COM 64114R10 1,013,339 15,586 15,586 15,586
NETWORK EQUIP TECHNO COM 64120810 1,353,920 135,392 135,392 135,392
NETWORK APPLIANCE IN COM 64120L10 415,846,223 5,025,332 5,022,442 2,890 4,558,846 176,000 290,486
NETWORK ACCESS SOLUT COM 64120S10 739,464 33,612 17,627 15,985 33,612
NETWORK SOLUTIONS IN COM 64121Q10 36,875,194 239,912 239,912 237,340 2,572
NETWORK PERIPHERALS COM 64121R10 3,095,600 87,200 87,200 87,200
NETWORK PLUS CORP COM 64122D50 751,639 18,559 18,559 18,559
NETZERO INC COM 64122R10 480,344 31,498 31,498 31,498
NEUBERGER BERMAN INC COM 64123410 336,073 11,923 11,923 11,923
NEUROGEN CORP COM 64124E10 2,465,770 79,863 79,263 600 79,863
NEUROCRINE BIOSCIENC COM 64125C10 539,400 23,200 23,200 23,200
NEW CENTURY FINANCIA COM 64352D10 600,194 60,400 60,400 60,400
NEW CENTURY ENERGIES COM 64352U10 58,688,118 1,952,236 1,934,172 11,843 6,221 1,817,420 22,021 112,795
NEW ENGLAND BUSINESS COM 64387210 1,509,478 87,506 87,506 87,506
NEW ERA OF NETWORKS COM 64431210 8,871,402 226,023 168,278 57,395 350 225,673 350
NEW JERSEY RES COM 64602510 5,976,450 139,800 138,800 1,000 138,800 1,000
NEW PLAN EXCEL RLTY COM 64805310 7,611,876 553,591 553,591 552,591 1,000
NEW YORK TIMES CO CL A 65011110 151,041,159 3,517,739 3,265,995 251,744 3,240,108 21,800 255,831
NEWBRIDGE NETWORKS C COM 65090110 1,279,153 39,435 32,110 7,325 39,435
Page Total 841,788,909
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NEWELL RUBBERMAID IN COM 65122910 123,076,774 4,960,373 4,945,234 13,661 1,478 4,524,891 41,078 394,404
NEWFIELD EXPL CO COM 65129010 11,550,755 327,681 327,621 60 327,681
NEWHALL LAND & FAR DEPOSITARY 65142610 316,400 11,200 11,200 11,200
NEWMONT MINING CORP COM 65163910 67,981,125 3,029,867 3,025,349 4,518 2,748,980 21,200 259,687
NEWPARK RES INC COM PAR $. 65171850 4,197,176 524,647 510,647 8,000 6,000 518,647 6,000
NEWPORT NEWS SHIPBUI COM 65222810 10,865,497 359,190 359,090 100 356,990 2,200
NEWS CORP LTD ADR NEW 65248770 1,265,625 22,500 22,500 22,500
NEWS CORP LTD SP ADR PFD 65248780 1,460,051 30,577 30,577 30,577
NIAGARA BANCORP INC COM 65291410 730,275 74,900 74,900 74,900
NEXTERA ENTERPRISES CL A 65332E10 577,202 72,723 72,723 72,723
NEXTCARD INC COM 65332K10 730,600 47,761 47,761 47,761
NEXTEL COMMUNICATION CL A 65332V10 848,681,438 5,724,664 5,655,131 49,358 20,175 5,122,792 230,310 371,562
NEXTLINK COMMUNICATI CL A 65333H70 88,486,298 715,405 693,710 20,315 1,380 712,125 1,380 1,900
NEXT LEVEL COMM INC COM 65333U10 4,915,500 45,200 44,600 600 43,900 1,300
NIAGARA MOHAWK HLDGS COM 65352010 43,797,172 3,244,235 3,237,015 7,220 3,024,575 24,200 195,460
NICOR INC COM 65408610 27,676,335 840,281 839,981 300 789,421 6,000 44,860
NIKE INC CL B 65410610 169,243,962 4,271,141 4,262,096 2,645 6,400 3,829,593 41,700 399,848
99 CENTS ONLY STORES COM 65440K10 4,061,629 103,481 103,481 103,481
NIPPON TELEG & TEL SPONSORED 65462410 13,477,246 171,005 162,320 8,685 171,005
NISOURCE INC COM 65473P10 19,186,233 1,136,962 1,134,592 2,370 1,125,562 11,400
NISSAN MOTORS SPONSORED 65474440 373,750 46,000 46,000 46,000
NOBLE AFFILIATES INC COM 65489410 18,196,058 554,555 535,149 1,325 18,081 529,874 18,081 6,600
NOKIA CORP SPONSORED 65490220 22,167,810 99,855 95,130 4,725 99,855
NOBLE DRILLING CORP COM 65504210 48,932,226 1,182,652 1,170,227 4,525 7,900 1,164,352 7,900 10,400
NORDSON CORP COM 65566310 6,919,157 150,214 150,214 149,214 1,000
NORDSTROM INC COM 65566410 65,357,427 2,215,506 2,210,406 5,100 2,058,846 15,900 140,760
NORFOLK SOUTHERN COR COM 65584410 98,734,502 6,928,737 6,779,045 83,461 66,231 6,285,682 114,631 528,424
NORTEK INC COM 65655910 3,225,471 145,784 145,184 600 145,784
NORTEL NETWORKS CORP COM 65656910 2,641,600,720 20,944,307 20,941,832 2,475 18,683,577 836,102 1,424,628
NORTH FORK BANCORPOR COM 65942410 29,544,818 1,652,857 1,636,517 4,940 11,400 1,628,157 11,400 13,300
NORTH PITTSBURGH SYS COM 66156210 1,231,125 93,800 93,800 93,800
NORTHEAST OPTIC NETW COM 66433410 3,619,253 42,800 42,800 42,800
NORTHEAST UTILS COM 66439710 27,021,608 1,256,819 1,250,070 6,501 248 1,243,071 248 13,500
NORTHN STS PWR CO MI COM 66577210 52,327,297 2,632,820 2,603,568 10,380 18,872 2,435,118 40,772 156,930
NORTHERN TR CORP COM 66585910 325,719,915 4,821,052 3,631,177 920,013 269,862 4,296,650 298,562 225,840
NORTHPOINT COMMUNICA COM 66661010 9,969,564 432,294 348,989 69,114 14,191 418,103 14,191
NORTHROP GRUMMAN COR COM 66680710 92,243,410 1,742,513 1,737,279 5,234 1,658,693 6,700 77,120
NORTHWEST AIRLS CORP CL A 66728010 38,682,573 1,709,727 165,568 1,544,159 241,937 1,465,990 1,800
Page Total 4,928,143,977
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NORTHWEST BANCORP IN COM 66732810 785,261 117,431 117,431 117,431
NORTHWEST NAT GAS CO COM 66765510 3,980,164 204,111 203,811 300 204,111
NORTHWESTERN CORP COM 66807410 3,556,781 172,450 172,450 172,450
NOVA CORP GA COM 66978410 17,035,008 584,893 523,998 58,495 2,400 576,993 2,400 5,500
NOVELL INC COM 67000610 159,746,879 5,580,677 5,570,262 10,415 5,049,762 41,400 489,515
NOVELLUS SYS INC COM 67000810 70,813,810 1,261,716 1,260,706 1,010 1,243,183 18,533
NOVOSTE CORP COM 67010C10 4,748,000 118,700 118,700 118,700
NU SKIN ENTERPRISES CL A 67018T10 3,246,066 408,979 408,979 381,079 27,900
NSTAR COM 67019E10 25,262,664 601,492 587,746 7,096 6,650 589,842 6,650 5,000
NUCOR CORP COM 67034610 86,151,600 1,723,032 1,661,509 24,073 37,450 1,560,842 48,450 113,740
NUEVO ENERGY CO COM 67050910 2,682,684 124,776 124,776 124,776
NVEST L P UNIT LTD P 67065F10 504,615 30,700 30,700 30,700
NVIDIA CORP COM 67066G10 19,211,746 227,401 225,831 1,570 225,401 2,000
NYFIX INC COM 67071210 665,756 13,216 13,216 13,216
O CHARLEYS INC COM 67082310 1,379,300 106,100 106,100 106,100
OEA INC COM 67082610 1,524,917 158,433 158,433 158,433
OGE ENERGY CORP COM 67083710 14,306,364 745,628 733,482 10,946 1,200 737,828 1,200 6,600
OM GROUP INC COM 67087210 8,315,671 182,762 168,106 14,656 182,762
OSI PHARMACEUTICALS COM 67104010 283,920 14,560 14,560 14,560
OAKLEY INC COM 67366210 2,317,918 218,157 218,157 218,157
OAKWOOD HOMES CORP COM 67409810 1,195,122 313,516 313,516 313,516
OCCIDENTAL PETE CORP COM 67459910 170,728,302 8,227,870 8,213,744 14,126 7,570,592 137,106 520,172
OCEAN ENERGY INC TEX COM 67481E10 26,561,291 1,847,742 1,845,122 2,620 1,823,732 24,010
OCEANEERING INTL INC COM 67523210 3,025,368 161,353 148,753 2,600 10,000 151,353 10,000
OCEANFIRST FINL CORP COM 67523410 1,406,214 89,642 89,642 89,642
OCTEL CORP COM 67572710 1,580,231 162,075 162,075 162,075
OCULAR SCIENCES INC COM 67574410 1,924,362 122,306 122,306 122,306
OCWEN FINL CORP COM 67574610 2,556,440 319,555 276,955 42,600 276,955 42,600
OFFICE DEPOT INC COM 67622010 88,179,963 7,626,705 7,610,788 15,917 6,090,486 1,174,209 362,010
OFFICEMAX INC COM 67622M10 7,465,926 1,148,604 1,148,604 1,141,004 7,600
OFFSHORE LOGISTICS I COM 67625510 1,933,897 139,380 139,380 139,380
OGDEN CORP COM 67634610 6,267,593 525,056 525,056 520,313 4,743
OHIO CAS CORP COM 67724010 11,114,478 621,789 618,409 3,380 617,789 4,000
OLD KENT FINL CORP COM 67983310 62,458,208 1,951,819 1,945,368 6,451 1,822,216 14,400 115,203
OLD NATL BANCORP IND COM 68003310 9,553,099 288,945 288,945 288,420 525
OLD REP INTL CORP COM 68022310 17,962,725 1,306,380 1,294,509 11,871 1,293,830 12,550
OLD SECOND BANCORP I COM 68027710 219,936 10,112 10,112 10,112
OLIN CORP COM PAR $1 68066520 162,221,687 9,139,250 9,139,150 100 426,215 8,710,335 2,700
Page Total 1,002,873,966
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OMNICARE INC COM 68190410 9,480,949 786,018 785,018 1,000 778,718 7,300
OMNICOM GROUP INC COM 68191910 301,326,913 3,218,445 3,200,175 13,670 4,600 2,862,243 109,500 246,702
OMEGA HEALTHCARE INV COM 68193610 1,218,739 193,083 193,083 193,083
OMEGA FINL CORP COM 68209210 1,723,467 66,770 66,770 66,770
OMNOVA SOLUTIONS INC COM 68212910 1,249,565 222,145 222,145 222,145
ON ASSIGNMENT INC COM 68215910 4,283,775 95,195 95,195 95,195
ON COMMAND CORP COM 68216010 928,500 61,900 61,900 61,900
ONDISPLAY INC COM 68232L10 3,943,691 47,730 5,200 42,530 47,730
ONE VALLEY BANCORP I COM 68241910 8,173,196 236,049 236,049 236,049
ONEIDA LTD COM 68250510 1,879,588 97,011 96,911 100 97,011
ONEMAIN COM INC COM 68267P10 1,565,920 138,430 138,430 138,430
ONEOK INC NEW COM 68268010 19,840,875 793,635 791,637 850 1,148 760,807 4,148 28,680
ONHEALTH NETWORK CO COM 68272W10 527,980 126,100 126,100 126,100
ONTRACK DATA INTL IN COM 68337210 240,269 23,300 23,300 23,300
ONYX SOFTWARE CORP COM 68340210 3,200,250 100,400 100,400 100,400
OPEN MKT INC COM 68370M10 6,516,604 253,072 251,522 1,550 253,072
OPTICAL CABLE CORP COM 68382710 971,054 31,579 31,579 31,579
ORACLE CORP COM 68389X10 3,961,977,873 50,754,245 50,532,579 162,042 59,624 44,992,700 1,693,548 4,067,997
ORBITAL SCIENCES COR COM 68556410 3,893,040 259,536 257,936 1,600 257,936 1,600
ORGANOGENESIS INC COM 68590610 2,672,541 221,567 218,867 2,700 218,867 2,700
OREGON STL MLS INC COM 68607910 929,147 239,780 233,780 6,000 231,980 6,000 1,800
O REILLY AUTOMOTIVE COM 68609110 3,728,740 262,828 262,828 262,828
ORGANIC INC COM 68617E10 495,212 22,900 22,900 22,900
ORIENTAL FINL GROUP COM 68618W10 1,455,989 76,631 76,631 76,631
ORTHODONTIC CTRS AME COM 68750P10 5,601,048 294,792 294,792 294,792
OSHKOSH B GOSH INC CL A 68822220 1,528,488 84,916 84,916 84,916
OSHKOSH TRUCK CORP COM 68823920 5,169,462 166,424 141,495 24,929 166,424
OSTEOTECH INC COM 68858210 1,538,767 115,048 115,048 115,048
OTTER TAIL PWR CO COM 68964810 3,469,077 174,002 170,002 4,000 170,002 4,000
OUTBACK STEAKHOUSE I COM 68989910 19,896,170 620,553 617,808 2,520 225 614,028 225 6,300
OVERSEAS SHIPHOLDING COM 69036810 6,378,871 278,104 278,104 276,004 2,100
OWENS & MINOR INC NE COM 69073210 2,944,060 277,088 277,088 277,088
OWENS CORNING COM 69073F10 20,069,787 1,035,860 1,034,910 950 934,439 30,200 71,221
OWENS ILL INC COM NEW 69076840 283,430,508 16,795,882 9,064,420 7,731,462 2,431,151 14,150,461 214,270
OXFORD HEALTH PLANS COM 69147110 12,637,903 828,715 828,065 650 822,415 6,300
OXFORD INDS INC COM 69149730 923,160 50,933 50,773 160 50,773 160
P C CONNECTION COM 69318J10 737,127 26,093 26,093 26,093
P-COM INC COM 69326210 8,394,541 453,759 453,759 453,759
Page Total 4,714,942,846
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PECO ENERGY CO COM 69330410 122,750,274 3,328,821 3,318,195 10,626 3,041,137 25,400 262,284
PG&E CORP COM 69331C10 630,455,511 30,021,691 30,005,819 12,325 3,547 7,390,822 22,071,098 559,771
PFF BANCORP INC COM 69331W10 2,525,570 162,940 162,940 162,940
PE CORP COM PE BIO 69332S10 345,135,048 3,576,529 3,565,950 10,579 3,170,907 121,300 284,322
PE CORP CELERA GEN 69332S20 41,359,887 448,954 445,360 3,594 426,091 22,863
P F CHANGS CHINA BIS COM 69333Y10 1,364,750 41,200 41,200 41,200
PICO HLDGS INC COM NEW 69336620 780,752 70,180 70,180 70,180
PIMCO ADVISORS HLD UT LTD PAR 69338P10 455,951 11,901 9,901 2,000 9,901 2,000
PLX TECHNOLOGY INC COM 69341710 3,477,655 93,400 93,400 93,400
PMA CAP CORP CL A 69341920 1,947,750 111,300 111,300 111,300
PMC-SIERRA INC COM 69344F10 138,921,051 682,032 681,832 200 680,132 1,900
PMI GROUP INC COM 69344M10 42,827,024 902,819 897,919 4,900 879,769 23,050
PNC BK CORP COM 69347510 254,656,762 5,651,253 5,552,450 59,243 39,560 5,135,872 77,860 437,521
PPG INDS INC COM 69350610 163,595,840 3,127,310 3,107,752 5,550 14,008 2,849,350 36,608 241,352
PPL CORP COM 69351T10 72,598,607 3,467,479 3,460,829 4,250 2,400 3,154,618 21,300 291,561
PRI AUTOMATION INC COM 69357H10 8,677,182 141,958 141,958 141,958
PS BUSINESS PKS INC COM 69360J10 3,243,700 159,200 159,200 159,200
PSW TECHNOLOGIES IN COM 69364J10 667,800 16,800 16,800 16,800
PSS WORLD MED INC COM 69366A10 4,756,105 701,387 701,387 696,687 4,700
PTEK HLDGS INC COM 69366M10 2,126,181 320,933 320,933 320,933
PACCAR INC COM 69371810 76,246,750 1,524,935 1,523,835 1,100 1,436,715 9,300 78,920
PAC-WEST TELECOM INC COM 69371Y10 342,250 10,952 10,812 140 10,912 40
PACIFIC CAP BANCORP COM 69404P10 4,074,000 168,000 168,000 168,000
PACIFIC CENTY FINL C COM 69405810 21,206,906 1,044,058 1,041,358 2,700 1,034,816 9,242
PACIFIC GATEWAY EXCH COM 69432710 1,693,176 115,284 115,284 115,284
PACIFIC GULF PPTYS I COM 69439610 2,689,822 137,061 137,061 137,061
PACIFIC SUNWEAR CALI COM 69487310 8,571,601 222,639 222,639 222,639
PACIFICARE HEALTH SY COM 69511210 39,392,322 789,821 789,271 550 762,157 27,664
PACKETEER INC COM 69521010 1,918,805 54,823 33,123 21,700 54,823
PACTIV CORP COM 69525710 24,923,350 2,869,040 2,865,388 3,652 2,689,988 18,600 160,452
PAGING NETWORK INC COM 69554210 1,695,228 653,519 653,519 653,519
PAINE WEBBER GROUP I COM 69562910 136,087,380 3,092,895 3,089,955 2,940 2,874,073 17,900 200,922
PAIRGAIN TECHNOLOGIE COM 69593410 10,612,590 567,913 567,913 567,913
PALL CORP COM 69642930 47,296,388 2,107,964 2,100,775 2,100 5,089 1,970,965 19,889 117,110
PALM HARBOR HOMES COM 69663910 1,900,442 123,606 123,606 123,606
PALM INC COM 69664210 6,524,196 145,386 125,963 17,922 1,501 143,885 1,501
PANAMSAT CORP NEW COM 69793310 11,027,175 224,760 224,710 50 224,460 300
PAN PACIFIC RETAIL P COM 69806L10 1,400,511 75,962 75,962 75,962
Page Total 2,239,926,292
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PAPA JOHNS INTL INC COM 69881310 11,013,453 333,741 333,741 331,741 2,000
PARADYNE NETWORKS IN COM 69911G10 330,832 10,672 10,672 10,672
PARAMETRIC TECHNOLOG COM 69917310 98,245,531 4,664,587 4,655,087 9,500 4,141,400 152,400 370,787
PAREXEL INTL CORP COM 69946210 1,777,864 188,393 188,393 188,393
PARK ELECTROCHEMICAL COM 70041620 1,520,102 62,045 62,045 62,045
PARK NATL CORP COM 70065810 5,499,032 62,489 62,489 62,489
PARK PL ENTMT CORP COM 70069010 31,784,943 2,749,087 2,744,567 4,520 2,600,839 148,248
PARKER DRILLING CO COM 70108110 2,629,335 525,867 425,867 100,000 425,867 100,000
PARKER HANNIFIN CORP COM 70109410 84,630,854 2,048,578 1,985,542 34,844 28,192 1,848,902 42,792 156,884
PARKERVISION INC COM 70135410 1,581,377 53,606 53,606 53,606
PARKWAY PPTYS INC COM 70159Q10 2,282,603 77,542 77,542 77,542
PATHOGENESIS CORP COM 70321E10 2,595,342 114,081 114,081 114,081
PATINA OIL & GAS COR COM 70322410 329,556 24,300 24,300 24,300
PATTERSON DENTAL CO COM 70341210 10,256,622 268,147 268,147 268,147
PATTERSON ENERGY INC COM 70341410 16,045,307 505,364 505,364 505,364
PAXAR CORP COM 70422710 2,912,371 302,584 302,584 302,584
PAXSON COMMUNICATION COM 70423110 1,590,532 205,230 204,730 500 205,230
PAYCHEX INC COM 70432610 267,821,500 5,113,537 4,297,351 792,961 23,225 4,585,831 164,675 363,031
PAYLESS SHOESOURCE I COM 70437910 14,886,961 286,635 285,297 1,314 24 283,911 24 2,700
PCORDER COM INC CL A 70453H10 424,777 18,879 18,879 18,879
PEDIATRIX MED GROUP COM 70532410 789,931 108,956 108,956 108,956
PEGASYSTEMS INC COM 70557310 2,296,800 191,400 191,400 191,400
PEGASUS COMMUNICATIO CL A 70590410 10,964,425 77,900 77,900 77,900
PEGASUS SYSTEMS INC COM 70590610 2,074,992 131,229 131,229 131,229
PENN TREATY AMERN CO COM 70787410 854,574 51,212 51,212 51,212
PENNEY J C INC COM 70816010 575,962,841 38,720,191 38,699,200 11,786 9,205 4,030,301 34,422,898 266,992
PENNSYLVANIA RL ES SH BEN INT 70910210 1,436,240 88,384 88,384 88,384
PENNZOIL-QUAKER STAT COM 70932310 8,896,217 852,373 849,968 1,000 1,405 838,136 1,405 12,832
PENTAIR INC COM 70963110 17,794,726 480,134 480,134 476,434 3,700
PENTON MEDIA INC COM 70966810 4,227,444 162,594 162,594 162,594
PEOPLES BK BRIDGEPOR COM 71019810 3,131,609 149,573 140,923 2,050 6,600 142,673 6,600 300
PEOPLES ENERGY CORP COM 71103010 16,810,128 612,681 612,156 525 572,541 4,700 35,440
PEOPLES HERITAGE FIN COM 71114710 11,118,300 741,220 605,105 84,486 51,629 688,591 51,629 1,000
PEOPLES HLDG CO COM 71114810 853,825 34,850 34,850 34,850
PEOPLESOFT INC COM 71271310 88,009,000 4,400,450 4,395,930 4,520 3,911,953 157,600 330,897
PEP BOYS MANNY MOE & COM 71327810 5,415,048 912,085 912,085 882,031 5,900 24,154
PEPSI BOTTLING GROUP COM 71340910 29,991,740 1,499,587 1,460,942 38,645 841,033 643,754 14,800
PEPSICO INC COM 71344810 1,483,981,609 42,551,444 38,975,738 2,664,342 911,364 25,110,069 15,955,392 1,485,983
Page Total 2,822,768,343
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PER SE TECHNOLOGIES COM NEW 71356930 1,012,914 172,411 172,411 172,411
PEREGRINE SYSTEMS IN COM 71366Q10 28,931,619 431,416 431,416 431,416
PERFORMANCE FOOD GRO COM 71375510 1,906,296 87,145 87,145 87,145
PERFICIENT INC COM 71375U10 397,500 20,000 20,000 20,000
PERKINELMER INC COM 71404610 71,335,281 1,072,711 1,071,111 1,600 1,023,011 6,200 43,500
PEROT SYS CORP CL A 71426510 4,768,160 238,408 238,408 237,908 500
PERRIGO CO COM 71429010 4,973,705 654,952 654,952 650,652 4,300
PERSISTENCE SOFTWARE COM 71532910 266,762 13,422 7,741 5,681 13,422
PERSONNEL GROUP AMER COM 71533810 1,343,004 219,266 219,266 219,266
PERVASIVE SOFTWARE I COM 71571010 1,440,712 111,900 110,800 1,100 111,900
PETCO ANIMAL SUPPLIE COM 71601610 1,793,956 151,070 151,070 151,070
PETSMART INC COM 71676810 2,465,796 821,932 812,932 1,000 8,000 813,932 8,000
PHARMACYCLICS INC COM 71693310 5,841,566 104,900 104,900 104,900
PHARMACIA & UPJOHN I COM 71694110 844,523,246 14,193,668 9,414,220 4,743,683 35,765 8,965,688 4,693,762 534,218
PFIZER INC COM 71708110 2,847,933,993 77,893,277 72,667,627 3,142,713 2,082,937 64,913,805 7,511,559 5,467,913
PHARMACEUTICAL PROD COM 71712410 2,117,870 125,044 125,044 125,044
PHARMACEUTICAL RES I COM 71712510 687,500 110,000 110,000 110,000
PHELPS DODGE CORP COM 71726510 65,848,549 1,389,943 1,388,181 962 800 1,276,452 11,140 102,351
PHILADELPHIA CONS HL COM 71752810 788,417 53,452 53,452 53,452
PHILADELPHIA SUBN COM PAR $0 71800960 5,021,748 277,062 277,062 277,062
PHILIP MORRIS COS IN COM 71815410 909,493,737 43,052,958 42,329,940 362,943 360,075 40,702,628 592,075 1,758,255
PHILLIPS PETE CO COM 71850710 223,337,503 4,828,919 4,786,492 14,309 28,118 4,506,525 58,118 264,276
PHILLIPS VAN HEUSEN COM 71859210 11,631,445 1,513,132 144,573 1,368,559 144,573 1,368,559
PHOENIX INVT PARTNER COM 71908510 2,354,194 303,767 303,767 303,767
PHOENIX TECHNOLOGY L COM 71915310 3,519,425 166,600 166,600 166,600
PHONE COM INC COM 71920Q10 9,244,456 56,671 41,721 14,350 600 56,071 600
PHOTON DYNAMICS INC COM 71936410 3,921,270 56,830 29,610 27,220 56,830
PHOTRONICS INC COM 71940510 5,880,048 166,517 166,517 166,517
PHYCOR INC COM 71940F10 582,068 564,567 564,567 564,567
PICTURETEL CORP COM NEW 72003530 2,587,278 295,689 295,689 295,689
PIEDMONT NAT GAS INC COM 72018610 5,847,687 224,376 223,826 550 224,376
PIER 1 IMPORTS INC COM 72027910 7,227,070 705,080 704,780 300 705,080
PILGRIMS PRIDE CORP CL B 72146710 718,362 113,809 113,809 113,809
PILLOWTEX CORP COM 72150110 415,716 103,929 103,829 100 103,929
PILOT NETWORK SVCS I COM 72159610 1,687,748 51,048 28,918 22,130 51,048
PINNACLE ENTMT INC COM 72345610 3,367,790 165,803 165,803 165,803
PINNACLE HLDGS INC COM 72346N10 10,577,086 196,783 196,783 196,783
PINNACLE SYS INC COM 72348110 9,718,975 292,300 292,300 292,300
Page Total 5,105,510,452
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PINNACLE WEST CAP CO COM 72348410 40,830,391 1,448,554 1,447,554 1,000 1,358,254 11,700 78,600
PIONEER GROUP INC COM 72368410 4,363,467 187,676 187,676 187,676
PIONEER NAT RES CO COM 72378710 11,722,326 1,116,412 1,116,412 1,101,612 14,800
PIONEER STD ELECTRS COM 72387710 2,711,047 172,130 172,130 172,130
PITNEY BOWES INC COM 72447910 196,055,811 4,387,312 4,371,697 11,815 3,800 3,957,281 158,700 271,331
PITT DESMOINES INC COM 72450810 748,887 33,100 33,100 33,100
PITTSTON CO COM BRINKS 72570110 8,332,873 490,169 490,169 485,869 4,300
PIXAR COM 72581110 6,408,635 179,579 179,379 200 174,979 4,600
PIVOTAL CORP COM 72581R10 574,909 17,896 17,896 17,896
PLACER DOME INC COM 72590610 36,308,813 4,468,777 4,467,077 1,700 4,118,627 42,100 308,050
PLAINS RES INC COM PAR $0 72654050 1,335,587 106,847 106,847 106,847
PLANTRONICS INC NEW COM 72749310 17,913,337 192,230 192,230 192,230
PLAYBOY ENTERPRISES CL B 72811730 2,892,349 145,527 142,977 2,550 145,527
PLAYTEX PRODS INC COM 72813P10 2,779,972 213,844 213,844 213,844
PLEXUS CORP COM 72913210 8,588,695 128,911 128,911 128,911
PLUG POWER INC COM 72919P10 1,440,835 16,951 16,951 16,951
PLYMOUTH RUBR INC CL B 73002620 282,070 48,012 48,012 48,012
POGO PRODUCING CO COM 73044810 8,592,363 300,832 300,582 250 300,832
POHANG IRON & STL L SPONSORED 73045010 1,311,750 47,700 47,700 47,700
POLARIS INDS INC COM 73106810 5,297,180 175,840 175,840 175,840
POLAROID CORP COM 73109510 186,111,602 7,836,278 7,824,786 11,492 798,353 6,995,995 41,930
POLICY MGMT SYS CORP COM 73110810 4,207,860 350,655 350,655 348,555 2,100
POLO RALPH LAUREN CO CL A 73157210 5,991,239 320,610 320,110 500 320,010 600
POLYCOM INC COM 73172K10 20,783,974 262,467 262,467 260,267 2,200
POLYMER GROUP INC COM 73174510 1,936,661 151,895 151,895 151,895
POPULAR INC COM 73317410 17,510,002 789,201 789,201 787,301 1,900
PORTAL SOFTWARE INC COM 73612610 7,727,489 135,720 135,720 135,720
POST PPTYS INC COM 73746410 9,535,440 236,541 236,541 236,141 400
POTLATCH CORP COM 73762810 23,360,094 543,258 541,056 850 1,352 512,956 4,252 26,050
POTOMAC ELEC PWR CO COM 73767910 23,900,167 1,056,361 1,051,447 4,100 814 1,041,747 814 13,800
POWER INTEGRATIONS I COM 73927610 3,908,750 156,350 156,350 156,350
POWER-ONE INC COM 73930810 6,188,437 102,500 102,500 102,500
POWERWAVE TECHNOLOGI COM 73936310 14,701,500 117,612 117,612 116,412 1,200
POWERTEL INC COM 73936C10 12,454,766 180,016 179,996 20 180,016
PRAXAIR INC COM 74005P10 119,080,633 2,860,796 2,851,526 6,800 2,470 2,621,706 25,625 213,465
PRE PAID LEGAL SVCS COM 74006510 4,052,008 136,491 136,491 136,491
PRECISION CASTPARTS COM 74018910 9,082,185 248,827 248,747 80 247,227 1,600
PREMIER NATL BANCORP COM 74053F10 1,695,633 112,108 112,108 112,108
Page Total 830,719,737
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--------------------------- ---------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PREMIER PKS INC COM NEW 74054020 12,983,502 618,262 617,722 540 611,862 6,400
PRENTISS PPTYS TR SH BEN INT 74070610 8,020,918 359,489 339,114 20,375 359,489
PRESIDENTIAL LIFE CO COM 74088410 2,451,075 178,260 177,360 900 178,260
PRESSTEK INC COM 74111310 4,805,575 202,340 198,016 3,000 1,324 201,016 1,324
PRICE COMMUNICATIONS COM NEW 74143730 16,269,050 707,350 707,250 100 707,350
PRICE T ROWE & ASSOC COM 74147710 88,130,583 2,231,154 1,859,481 292,022 79,651 2,025,103 94,751 111,300
PRICELINE COM INC COM 74150310 14,738,800 184,235 184,235 183,835 400
PRIME RETAIL INC COM 74157010 641,998 293,552 293,552 293,552
PRIMEDIA INC COM 74157K10 24,251,488 757,859 755,459 2,400 756,159 1,700
PRIME GROUP REALTY SH BEN INT 74158J10 1,202,208 84,000 84,000 84,000
PRIMEX TECHNOLOGIES COM 74159710 19,233,355 902,466 902,466 54,840 847,626
PRIMARK CORP COM 74190310 5,678,253 235,368 144,268 76,100 15,000 220,368 15,000
PRIME HOSPITALITY CO COM 74191710 3,102,862 427,981 427,981 427,981
PRIMUS TELECOMMUNICA COM 74192910 10,356,214 200,364 200,364 200,364
PRIDE INTL INC COM 74193210 9,623,512 420,700 420,700 420,700
PRINTRAK INTL INC COM 74257410 231,400 17,800 17,800 17,800
PRISON RLTY TR COM 74264N10 1,779,196 581,057 580,757 300 580,182 875
PRIORITY HEALTHCARE CL B 74264T10 10,023,367 199,470 199,470 199,470
PROBUSINESS SERVICES COM 74267410 2,745,596 106,369 106,369 106,369
PROCOM TECHNOLOGY IN COM 74270W10 667,538 14,591 14,591 14,591
PROCTER & GAMBLE CO COM 74271810 1,488,722,963 26,349,079 24,174,753 1,243,363 930,963 22,785,480 1,700,143 1,863,456
PRODIGY COMMUNICATIO COM 74283P10 1,089,449 72,331 72,331 72,331
PROFESSIONALS GROUP COM 74295410 1,135,545 58,800 58,800 58,800
PROFESSIONAL DETAILI COM 74312N10 753,550 30,142 30,142 30,142
PROFIT RECOVERY GROU COM 74316810 5,292,683 286,091 286,091 286,091
PROGRESS SOFTWARE CO COM 74331210 10,915,782 465,750 465,750 465,750
PROGRESSIVE CORP OHI COM 74331510 86,772,670 1,140,815 1,136,665 4,150 1,061,215 9,200 70,400
PROJECT SOFTWARE & D COM 74339P10 5,373,715 95,110 94,790 320 95,110
PROLOGIS TR SH BEN INT 74341010 12,911,437 670,724 650,074 20,650 670,224 500
PROSOFTTRAINING COM COM 74347710 225,620 10,000 10,000 10,000
PROTECTION ONE INC COM 74366330 250,739 121,600 121,600 121,600
PROTECTIVE LIFE CORP COM 74367410 18,166,524 572,174 523,874 38,800 9,500 557,274 9,500 5,400
PROTEIN DESIGN LABS COM 74369L10 10,631,773 133,733 133,733 133,733
PROVANT INC COM 74372410 448,296 56,037 55,037 1,000 55,037 1,000
PROVIDENT BANKSHARES COM 74385910 2,888,518 183,398 183,398 183,398
PROVIDENT FINL GROUP COM 74386610 9,826,478 288,488 288,288 200 285,088 3,400
PROVINCE HEALTHCARE COM 74397710 2,445,433 85,430 85,430 85,430
PROVIDIAN FINL CORP COM 74406A10 209,023,959 2,412,975 2,408,187 2,190 2,598 2,182,952 84,093 145,930
Page Total 2,103,811,624
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March 2000
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<CAPTION>
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PROXICOM INC COM 74428210 12,652,582 285,534 285,534 285,534
PROXIM INC COM 74428410 19,353,387 161,700 161,700 161,700
PROXYMED PHARMACY IN COM 74429010 1,008,100 118,600 118,600 118,600
PSINET INC COM 74437C10 16,309,107 479,454 478,524 730 200 478,254 200 1,000
PUBLIC SVC CO N MEX COM 74449910 10,816,911 686,788 686,288 500 683,888 500 2,400
PUBLIC SVC ENTERPRIS COM 74457310 139,916,593 4,722,923 4,704,533 10,725 7,665 4,347,967 36,865 338,091
PUBLIC STORAGE INC COM 74460D10 12,159,567 579,027 579,027 577,627 1,400
PUBLICARD INC COM 74462710 1,408,875 144,500 144,500 144,500
PUGET SOUND ENERGY I COM 74533210 17,615,923 793,975 786,000 7,975 784,275 9,700
PULITZER INC COM 74576910 4,440,946 108,647 108,647 108,647
PULTE CORP COM 74586710 17,802,951 852,836 852,336 500 787,106 4,200 61,530
PUMA TECHNOLOGY INC COM 74588710 718,875 14,200 14,200 14,200
QRS CORP COM 74726X10 6,193,827 82,310 80,960 1,350 82,310
QLOGIC CORP COM 74727710 79,027,936 583,232 582,132 1,100 577,032 6,200
QAD INC COM 74727D10 256,487 28,900 28,900 28,900
QUADRAMED CORP COM 74730W10 925,755 161,001 161,001 161,001
QUAKER CHEM CORP COM 74731610 256,972 15,116 15,116 15,116
QUAKER OATS CO COM 74740210 175,890,524 2,901,287 2,839,108 34,821 27,358 2,604,744 108,758 187,785
QUALCOMM INC COM 74752510 1,938,096,934 12,980,182 12,930,622 42,845 6,715 11,544,956 433,815 1,001,411
QUANEX CORP COM 74762010 1,828,908 101,606 101,606 101,606
QUANTA SVCS INC COM 74762E10 14,223,212 234,370 234,370 234,370
QUANTUM CORP COM DSSG 74790620 19,716,999 1,651,755 1,641,037 10,718 1,484,755 167,000
QUANTUM CORP COM HDDG 74790630 13,052,925 1,160,260 1,152,503 7,757 1,158,760 1,500
QUEENS CNTY BANCORP COM 74824210 2,305,126 127,623 127,523 100 127,623
QUEST DIAGNOSTICS IN COM 74834L10 10,711,313 269,467 269,467 269,467
QUEST SOFTWARE INC COM 74834T10 1,495,967 13,268 13,268 13,268
QUESTAR CORP COM 74835610 14,476,875 779,920 774,720 2,000 3,200 765,320 3,200 11,400
QUIKSILVER INC COM 74838C10 2,778,238 158,196 158,196 158,196
QUINTILES TRANSNATIO COM 74876710 30,855,825 1,808,453 1,805,387 2,566 500 1,687,253 15,900 105,300
QUINTUS CORP COM 74879810 351,523 11,841 11,841 11,841
QUORUM HEALTH GROUP COM 74908410 7,290,100 724,518 724,518 720,218 4,300
QWEST COMMUNICATIONS COM 74912110 76,166,880 1,586,810 1,487,598 85,373 13,839 1,282,739 13,839 290,232
R & B FALCON CORP COM 74912E10 19,424,808 986,682 971,782 2,400 12,500 971,438 12,500 2,744
R & G FINANCIAL CORP CL B 74913610 527,400 58,600 58,600 58,600
RCN CORP COM 74936110 11,774,111 218,545 217,695 850 218,045 500
RFS HOTEL INVS INC COM 74955J10 2,004,111 186,429 186,429 186,429
R H DONNELLEY CORP COM NEW 74955W30 4,667,775 274,575 273,830 565 180 274,395 180
R G S ENERGY GROUP I COM 74956K10 7,191,488 338,423 338,423 338,423
Page Total 2,695,695,836
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March 2000
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RLI CORP COM 74960710 2,157,869 64,414 64,414 64,414
RPC INC COM 74966010 890,116 94,322 94,322 94,322
RPM INC OHIO COM 74968510 10,305,625 936,875 928,923 7,212 740 927,883 740 8,252
RSA SEC INC COM 74971910 18,020,369 347,803 347,303 500 347,803
RTI INTL METALS INC COM 74973W10 890,064 101,006 99,946 1,060 101,006
RWD TECHNOLOGIES INC COM 74975B10 381,900 45,600 45,600 45,600
RF MICRODEVICES INC COM 74994110 37,917,131 282,174 281,619 480 75 281,099 75 1,000
RACING CHAMPIONS COR COM 75006910 307,628 80,700 80,700 80,700
RADIAN GROUP INC COM 75023610 26,338,291 553,035 551,475 1,560 549,035 4,000
RADIANT SYSTEMS INC COM 75025N10 4,621,312 73,500 73,500 73,500
RADIO ONE INC CL A 75040P10 4,419,236 66,330 64,830 1,500 66,330
RADISYS CORP COM 75045910 6,172,192 102,656 101,750 906 101,750 906
RAMBUS INC DEL COM 75091710 26,613,081 90,367 90,367 90,167 200
RALCORP HLDGS INC NE COM 75102810 2,845,987 196,275 196,275 196,275
RALSTON PURINA CO COM RAL-PU 75127730 160,627,142 5,840,987 5,828,751 7,436 4,800 5,194,884 185,400 460,703
RARE HOSPITALITY INT COM 75382010 3,074,933 158,200 158,200 158,200
RARE MEDIUM GROUP IN COM 75382N10 12,644,018 286,550 286,550 286,550
RATIONAL SOFTWARE CO COM NEW 75409P20 61,700,080 806,537 804,217 2,120 200 795,637 200 10,700
RAYMOND JAMES FINANC COM 75473010 6,044,890 291,320 291,320 291,320
RAYONIER INC COM 75490710 14,192,197 291,122 291,022 100 289,322 1,800
RAYOVAC CORP COM 75508110 4,698,592 202,090 202,090 202,090
RAYTHEON CO CL A 75511130 76,399,237 4,061,197 4,059,109 1,599 489 190,425 3,830,924 39,848
RAYTHEON CO CL B 75511140 104,630,144 5,894,656 5,829,433 16,370 48,853 5,398,052 81,353 415,251
RAZORFISH INC CL A 75523610 6,376,040 231,856 231,856 231,856
READ-RITE CORP COM 75524610 1,545,571 329,757 329,757 329,757
READERS DIGEST ASS CL A NON V 75526710 53,542,043 1,513,556 1,512,256 1,300 1,459,162 54,394
READERS DIGEST ASSN CL B 75526720 47,105,500 1,645,607 1,645,607 1,645,607
REALNETWORKS INC COM 75605L10 18,678,296 328,052 328,052 326,952 1,100
REALTY INCOME CORP COM 75610910 3,621,175 188,113 188,113 188,113
RECKSON ASSOCS RLTY COM 75621K10 10,195,725 543,772 543,772 543,772
RED HAT INC COM 75657710 3,022,524 71,328 60,894 8,509 1,925 69,403 1,925
REDBACK NETWORKS INC COM 75720910 11,546,974 38,498 38,498 38,498
REDWOOD TR INC COM 75807540 872,426 58,900 58,900 58,900
REEBOK INTL LTD COM 75811010 15,634,007 1,690,163 1,687,363 1,000 1,800 1,623,733 10,000 56,430
REGAL BELOIT CORP COM 75875010 2,644,022 151,087 151,087 151,087
REGENERON PHARMACEUT COM 75886F10 3,634,352 122,940 122,940 122,940
REGIS CORP MINN COM 75893210 3,162,939 213,539 213,539 213,539
REGENCY RLTY CORP COM 75893910 5,942,913 300,907 300,907 300,907
Page Total 773,416,541
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
REGIONS FINL CORP COM 75894010 85,974,595 3,768,832 3,689,814 50,340 28,678 3,481,879 55,978 230,975
REINSURANCE GROUP AM COM 75935110 2,630,368 110,464 110,364 100 110,464
RELIANCE GROUP HOLDI COM 75946410 1,635,952 467,415 467,415 467,415
RELIANCE STEEL & ALU COM 75950910 2,753,489 123,061 123,061 123,061
RELIANT ENERGY INC COM 75952J10 126,842,681 5,383,358 5,350,975 21,879 10,504 4,894,723 49,104 439,531
RELIASTAR FINL CORP COM 75952U10 38,129,191 1,125,585 1,111,315 10,670 3,600 995,285 3,600 126,700
REMEC INC COM 75954310 8,176,909 161,919 161,919 161,919
REMEDY CORP COM 75954810 7,718,648 183,232 183,232 183,232
RENAISSANCE WORLDWID COM 75968A10 1,297,025 248,520 247,120 1,400 248,520
REPUBLIC BANCSHARES COM 75992910 414,100 32,800 32,800 32,800
RENAL CARE GROUP INC COM 75993010 7,000,151 322,781 322,781 322,781
RENT A CTR INC NEW COM 76009N10 1,802,880 120,192 120,192 120,192
RENT WAY INC COM 76009U10 2,408,620 123,519 123,519 123,519
REPUBLIC BANCORP KY CL A 76028120 358,312 44,100 44,100 44,100
REPUBLIC BANCORP INC COM 76028210 2,972,560 318,125 317,860 265 318,125
REPUBLIC GROUP INC COM 76047310 697,384 64,873 64,873 64,873
REPUBLIC SECURITY FI COM 76075810 2,301,831 350,782 349,944 838 350,782
REPUBLIC SVCS INC COM 76075910 3,911,147 357,607 356,507 1,100 356,907 700
RES-CARE INC COM 76094310 1,325,418 141,378 141,378 141,378
RESTORATION HARDWARE COM 76098110 448,218 85,375 85,375 85,375
RESMED INC COM 76115210 8,602,115 120,520 120,520 120,520
RESOURCE AMERICA INC CL A 76119520 1,277,819 176,251 176,251 176,251
RESOURCE BANCSHARES COM 76119710 574,652 145,962 145,962 145,962
RESPIRONICS INC COM 76123010 3,389,682 235,804 235,804 235,804
RETEK INC COM 76128Q10 650,301 15,789 15,789 15,789
REVLON INC CL A 76152550 751,581 85,895 85,895 85,795 100
REXALL SUNDOWN INC COM 76164810 13,029,027 922,409 922,409 922,409
REYNOLDS & REYNOLDS CL A 76169510 18,089,595 669,985 665,885 500 3,600 660,485 3,600 5,900
REYNOLDS METALS CO COM 76176310 74,754,480 1,117,824 1,114,416 600 2,808 1,026,254 10,408 81,162
REYNOLDS R J TOB HLD COM 76182K10 18,722,151 1,101,303 1,093,464 7,517 322 1,085,248 322 15,733
RHYTHMS NETCONNECTIO COM 76243020 18,580,967 504,753 458,963 37,137 8,653 495,200 8,653 900
RICHMOND CNTY FINL C COM 76455610 3,614,418 224,150 224,150 224,150
RIGGS NATL CORP WASH COM 76657010 1,829,500 150,119 149,369 750 150,119
RISK CAP HLDGS INC COM 76771110 1,075,739 65,694 65,694 65,694
RITE AID CORP COM 76775410 25,807,297 4,587,964 4,582,544 5,420 4,198,236 31,800 357,928
RIVIANA FOODS INC COM 76953610 928,258 58,473 58,473 58,473
ROADWAY EXPRESS INC COM 76974210 3,387,116 167,265 166,765 500 166,765 500
ROBBINS & MYERS INC COM 77019610 1,199,937 50,791 50,791 50,791
Page Total 495,064,114
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--------------------------- ---------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ROBERT HALF INTL INC COM 77032310 39,016,421 822,680 821,580 1,100 776,492 46,188
ROCK-TENN CO CL A 77273920 1,207,713 123,868 94,615 29,253 123,868
ROCKWELL INTL CORP N COM 77390310 142,847,645 3,416,427 3,392,962 12,473 10,992 3,119,813 36,192 260,422
ROGERS CORP COM 77513310 3,360,388 53,552 53,052 500 53,552
ROHM & HAAS CO COM 77537110 163,664,954 3,667,562 3,650,477 3,493 13,592 3,300,159 42,892 324,511
ROLLINS INC COM 77571110 3,120,447 209,778 209,778 207,978 1,800
ROLLINS TRUCK LEASIN COM 77574110 3,267,734 387,310 385,670 1,640 387,310
ROMAC INTL INC COM 77583510 2,637,214 291,019 291,019 291,019
ROPER INDS INC NEW COM 77669610 8,024,844 236,463 236,463 236,463
ROSLYN BANCORP INC COM 77816210 44,464,843 2,496,342 429,203 2,067,139 2,495,442 900
ROSS STORES INC COM 77829610 23,323,152 969,294 968,358 936 945,194 24,100
ROSTELECOM OPEN JT SPONSORED 77852910 599,426 25,239 25,239 25,239
ROUGE INDS INC DEL CL A 77908810 305,500 48,400 48,400 48,400
ROUSE CO COM 77927310 9,237,772 437,291 432,191 5,100 433,291 4,000
ROWAN COS INC COM 77938210 45,771,090 1,554,883 1,550,183 4,700 1,431,763 10,000 113,120
ROYAL DUTCH PETE C NY REG GLD 78025780 1,698,273,576 29,375,797 29,355,390 20,407 26,986,514 273,000 2,116,283
ROYAL PTT NEDERLAND SPONSORED 78064120 1,634,840 14,216 10,995 3,221 14,216
RUBY TUESDAY INC COM 78118210 7,005,705 400,326 354,996 45,330 400,326
RUDDICK CORP COM 78125810 4,053,110 370,587 370,587 367,887 2,700
RURAL CELLULAR CORP CL A 78190410 1,964,702 29,080 18,600 9,780 700 28,380 700
RUSS BERRIE & CO COM 78223310 1,348,779 72,907 72,907 72,907
RUSSELL CORP COM 78235210 8,986,418 627,894 627,894 591,514 4,000 32,380
RYANS FAMILY STEAK H COM 78351910 2,592,554 271,131 271,131 271,131
RYDER SYS INC COM 78354910 25,991,747 1,145,667 1,143,497 1,220 950 1,072,617 9,650 63,400
RYERSON TULL INC NEW COM 78375P10 3,118,925 201,221 200,847 374 199,507 1,714
RYLAND GROUP INC COM 78376410 4,270,687 227,770 227,770 227,770
S & T BANCORP INC COM 78385910 3,308,909 193,221 193,221 193,221
SBC COMMUNICATIONS I COM 78387G10 6,919,165,797 164,253,194154,496,783 9,340,945 415,465 58,690,698 100,680,424 4,882,071
SCI SYS INC COM 78389010 66,748,255 1,241,828 1,240,028 1,800 1,230,028 11,800
SCM MICROSYSTEMS INC COM 78401810 9,075,320 93,560 93,560 93,560
SCP POOL CORP COM 78402810 2,308,971 75,395 75,395 75,395
SCPIE HLDGS INC COM 78402P10 2,612,863 85,318 85,318 85,318
SDL INC COM 78407610 74,081,351 348,004 346,404 1,600 344,904 3,100
SEI INVESTMENTS CO COM 78411710 7,582,469 66,843 62,046 4,797 66,743 100
SEMCO ENERGY INC COM 78412D10 1,337,326 112,617 112,517 100 112,617
SFX ENTMT INC CL A 78417810 11,027,443 270,201 270,201 269,601 600
SJW CORP COM 78430510 1,602,900 13,700 13,700 13,700
SK TELECOM LTD SPONSORED 78440P10 2,441,400 62,600 62,600 62,600
Page Total 9,351,383,190
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SL GREEN RLTY CORP COM 78440X10 7,153,737 301,210 269,910 31,300 301,210
SLM HLDG CORP COM 78442A10 88,124,730 2,645,435 2,641,611 1,437 2,387 2,379,708 93,887 171,840
SLI INC COM 78442T10 2,363,833 139,049 139,049 139,049
SPS TECHNOLOGIES INC COM 78462610 2,722,247 89,254 89,254 89,254
SPDR TR UNIT SER 1 78462F10 417,050,025 2,773,400 2,773,400 77,500 2,695,900
SPSS INC COM 78462K10 1,701,800 53,600 53,600 53,600
SPX CORP COM 78463510 50,422,819 442,550 414,671 16,697 11,182 428,264 11,182 3,104
S1 CORPORATION COM 78463B10 23,210,723 270,878 270,878 270,878
S3 INC COM 78484910 10,817,751 515,131 514,631 500 515,131
SVI HLDGS INC COM 78487210 1,729,112 175,100 175,100 175,100
SABRE HLDGS CORP CL A 78590510 84,378,656 2,311,744 2,308,648 2,202 894 2,136,107 17,239 158,398
SAFECO CORP COM 78642910 61,345,018 2,309,503 2,298,704 4,400 6,399 2,112,490 22,699 174,314
SAFEGUARD SCIENTIFIC COM 78644910 42,011,547 608,863 605,863 3,000 607,063 1,800
SAFESCIENCE INC COM 78645210 706,360 54,600 54,600 54,600
SAFETY-KLEEN CORP NE COM NEW 78648R20 442,199 337,042 336,342 700 336,442 600
SAFEWAY INC COM NEW 78651420 368,952,391 8,153,644 8,138,194 13,325 2,125 7,599,925 70,140 483,579
SAGA COMMUNICATIONS CL A 78659810 1,165,286 60,930 60,930 60,930
SAGA SYS INC COM 78661010 7,537,887 210,850 210,850 210,850
SAGENT TECHNOLOGY IN COM 78669310 2,783,239 96,600 95,600 1,000 96,600
ST FRANCIS CAP CORP COM 78937410 729,400 52,100 52,100 52,100
ST JOE CO COM 79014810 5,257,939 181,703 181,703 180,003 1,700
ST JUDE MED INC COM 79084910 36,201,691 1,402,514 1,399,814 2,700 1,304,254 13,900 84,360
ST MARY LD & EXPL CO COM 79222810 4,319,237 144,577 114,692 27,185 2,700 141,877 2,700
ST PAUL COS INC COM 79286010 138,297,363 4,052,670 4,042,677 4,527 5,466 3,710,810 35,266 306,594
SAKS INC COM 79377W10 18,366,860 1,266,680 1,264,380 2,300 1,254,832 11,848
SALESLOGIX CORP COM 79466P10 687,672 25,411 25,411 25,411
SALTON INC COM 79575710 2,873,507 66,248 66,248 66,248
SANCHEZ COMPUTER ASS COM 79970210 3,399,889 96,794 96,794 96,794
SANDERSON FARMS INC COM 80001310 323,375 39,800 39,800 39,800
SANDISK CORP COM 80004C10 49,848,680 406,928 406,828 100 406,928
SANDY SPRING BANCORP COM 80036310 1,188,975 57,300 57,300 57,300
SANMINA CORP COM 80090710 75,128,808 1,111,998 1,109,938 2,060 1,096,498 15,500
SANGSTAT MED CORP COM 80100310 3,102,965 112,073 112,073 112,073
SANTA CRUZ OPERATION COM 80183310 1,237,500 132,000 132,000 132,000
SANTA FE SNYDER CORP COM 80218K10 19,684,684 2,072,072 2,066,497 2,500 3,075 2,054,732 3,075 14,265
SAP AKTIENGESELLSCH SPONSORED 80305420 1,343,777 22,490 18,410 4,080 22,490
SAPIENT CORP COM 80306210 12,242,730 145,964 142,739 3,225 145,964
SAPPI LTD SPON ADR N 80306920 452,409 57,000 57,000 57,000
Page Total 1,549,306,821
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SARA LEE CORP COM 80311110 358,530,714 19,918,373 16,266,994 3,446,768 204,611 14,405,786 4,217,288 1,295,299
SAUER INC COM 80413710 738,149 76,200 76,200 76,200
SAUL CTRS INC COM 80439510 1,426,014 88,435 88,435 88,435
SAVVIS COMMUNICATION COM 80542310 442,986 25,134 25,100 34 25,134
SAWTEK INC COM 80546810 17,420,045 331,419 331,319 100 328,619 2,800
SCANA CORP NEW COM 80589M10 22,509,378 916,431 912,779 3,400 252 907,779 252 8,400
SCHAWK INC CL A 80637310 453,600 57,600 57,600 57,600
SCHEIN HENRY INC COM 80640710 2,838,066 175,330 175,330 175,330
SCHEIN PHARMACEUTICA COM 80641610 765,208 46,554 46,554 46,554
SCHERING PLOUGH CORP COM 80660510 964,530,034 25,980,607 25,311,771 346,495 322,341 23,302,189 1,129,641 1,548,777
SCHLUMBERGER LTD COM 80685710 616,089,537 8,053,458 8,046,553 6,905 7,241,577 70,300 741,581
SCHOLASTIC CORP COM 80706610 8,080,841 149,820 149,020 800 148,720 1,100
SCHOOL SPECIALTY INC COM 80786310 2,440,594 113,516 113,457 59 113,516
SCHULMAN A INC COM 80819410 4,401,199 332,166 326,366 5,800 330,041 2,125
SCHWAB CHARLES CORP COM 80851310 815,999,334 14,363,151 14,302,436 55,915 4,800 12,725,993 479,150 1,158,008
SCHWEITZER-MAUDUIT I COM 80854110 1,359,018 105,049 104,861 188 104,861 188
SCIENT CORP COM 80864H10 4,794,349 52,867 52,867 52,867
SCIENTIFIC ATLANTA I COM 80865510 161,330,699 2,550,683 2,545,823 4,860 2,374,763 19,400 156,520
SCIENTIFIC GAMES HLD COM 80874710 1,065,306 64,564 64,564 64,564
SCITEX LTD ORD 80909010 279,758 17,977 17,977 17,977
SCOTT TECHNOLOGIES I COM 81002230 1,952,014 103,418 103,418 103,418
SCOTTISH PWR PLC SPON ADR F 81013T70 586,716 18,516 17,809 707 15,517 2,999
SCOTTS CO CL A 81018610 6,106,884 145,402 141,402 4,000 145,402
SCRIPPS E W CO OHIO CL A 81105420 8,332,785 171,810 171,710 100 170,710 1,100
SEACOAST FINL SVCS C COM 81170Q10 2,468,710 249,996 244,400 5,596 249,996
SEAGATE TECHNOLOGY COM 81180410 225,376,755 3,649,826 3,639,606 10,220 3,328,043 27,400 294,383
SEAGRAM LTD COM 81185010 349,206,511 5,869,017 5,867,067 1,950 5,401,580 42,600 424,837
SEACOR SMIT INC COM 81190410 5,681,347 94,101 94,101 94,101
SEALED AIR CORP NEW COM 81211K10 83,938,978 1,545,496 1,489,524 55,491 481 1,372,595 48,705 124,196
SEARS ROEBUCK & CO COM 81238710 1,125,366,340 36,746,656 36,722,199 18,025 6,432 7,608,884 28,580,204 557,568
SECOND BANCORP INC COM 81311410 1,162,962 66,455 66,455 66,455
SECURE COMPUTING COR COM 81370510 297,568 17,504 17,504 17,504
SECURITY CAP GROUP I CL B 81413P20 8,207,723 568,520 568,520 568,520
SEITEL INC COM NEW 81607430 1,341,273 168,990 168,990 168,990
SELECT COMFORT CORP COM 81616X10 627,990 114,180 114,180 114,180
SELECTIVE INS GROUP COM 81630010 3,413,440 200,061 200,061 200,061
SEMTECH CORP COM 81685010 15,712,614 245,272 245,272 245,272
SEMPRA ENERGY COM 81685110 59,186,778 3,533,539 3,525,819 7,120 600 3,191,920 29,300 312,319
Page Total 4,884,462,217
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SEMITOOL INC COM 81690910 343,188 18,870 18,870 18,870
SENIOR HSG PPTYS T SH BEN INT 81721M10 1,092,455 106,581 106,581 106,431 150
SENSORMATIC ELECTRS COM 81726510 23,535,717 1,048,969 1,047,869 1,100 1,043,169 5,800
SEPRACOR INC COM 81731510 44,513,324 611,346 534,484 4,000 72,862 533,084 72,862 5,400
SEQUA CORPORATION CL A 81732010 4,101,464 103,507 103,507 102,807 700
SERENA SOFTWARE INC COM 81749210 3,059,553 95,986 95,986 95,986
SEROLOGICALS CORP COM 81752310 733,097 134,835 134,835 134,835
SERVICE CORP INTL COM 81756510 5,167,041 1,722,347 1,712,417 9,930 1,601,463 120,884
SERVICEMASTER CO COM 81760N10 20,101,623 1,786,811 1,785,607 529 675 1,653,912 675 132,224
7-ELEVEN INC COM 81782610 3,943,166 1,051,511 1,051,511 1,051,511
SHARED MED SYS CORP COM 81948610 21,876,932 421,724 421,534 120 70 393,474 3,470 24,780
SHAW INDS INC COM 82028610 41,655,404 2,742,833 2,741,733 1,100 2,640,842 101,991
SHERWIN WILLIAMS CO COM 82434810 79,810,738 3,607,265 3,598,165 3,100 6,000 3,285,203 26,600 295,462
SHOE CARNIVAL INC COM 82488910 549,246 59,378 59,378 59,378
SHOPKO STORES INC COM 82491110 4,530,705 255,251 255,251 255,251
SHOP AT HOME INC COM NEW 82506630 1,582,687 183,500 180,000 3,500 180,000 3,500
SHOPNOW COM INC COM 82508R10 252,456 17,262 17,262 17,262
SHORELINE FINL CORP COM 82519010 1,001,250 66,750 66,750 66,750
SHURGARD STORAGE CTR COM 82567D10 5,716,411 218,810 218,810 218,810
SICOR INC COM 82584610 6,421,336 618,924 618,924 618,924
SIEBEL SYS INC COM 82617010 155,597,507 1,302,758 1,300,238 2,520 1,287,958 14,800
SIEBERT FINL CORP COM 82617610 200,251 15,630 15,630 15,630
SIERRA HEALTH SVCS I COM 82632210 945,065 191,425 191,425 191,425
SIERRA PAC RES NEW COM 82642810 11,045,000 883,600 883,208 392 807,400 76,200
SIERRACITIES COM INC COM 82652110 1,431,125 107,000 107,000 107,000
SIGMA ALDRICH CORP COM 82655210 54,749,535 2,037,192 2,015,695 7,957 13,540 1,901,922 35,540 99,730
SIGCORP INC COM 82691210 4,095,121 160,593 160,593 160,593
SILGAN HOLDINGS INC COM 82704810 936,341 77,224 77,224 77,224
SILICON GRAPHICS INC COM 82705610 32,971,437 3,121,704 3,118,734 2,970 2,931,674 23,600 166,430
SILICON VY BANCSHARE COM 82706410 15,939,503 221,767 213,900 7,867 221,767
SILICON VY GROUP INC COM 82706610 6,821,457 248,053 248,053 248,053
SILICONIX INC COM NEW 82707920 5,349,899 56,278 56,278 56,278
SILKNET SOFTWARE INC COM 82709410 4,051,241 39,119 29,647 9,472 39,119
SIMMONS 1ST NATL C CL A $5 PA 82873020 1,269,718 49,550 49,550 49,550
SIMON PPTY GROUP INC COM 82880610 26,744,831 1,147,256 1,094,481 52,775 1,067,690 79,566
SIMPSON INDS INC COM 82906010 1,159,464 118,168 118,168 118,168
SIMPSON MANUFACTURIN COM 82907310 2,311,737 58,525 58,525 58,525
SINCLAIR BROADCAST G CL A 82922610 9,479,225 1,060,672 1,060,672 1,060,672
Page Total 605,086,250
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SIRIUS SATELLITE RAD COM 82966U10 6,543,030 114,790 114,790 114,790
SITEL CORP COM 82980K10 1,974,500 287,200 287,200 287,200
SIPEX CORP COM 82990910 4,724,957 133,806 133,806 133,806
SKY FINL GROUP INC COM 83080P10 9,399,325 578,420 578,120 300 578,420
SKYLINE CORP COM 83083010 1,352,553 62,367 62,367 62,367
SKYWEST INC COM 83087910 7,976,179 203,864 203,864 203,864
SMART & FINAL INC COM 83168310 448,510 60,308 60,308 60,308
SMITH A O COM 83186520 2,842,182 157,899 157,449 450 157,899
SMITH INTL INC COM 83211010 35,246,225 454,790 447,605 7,010 175 450,615 175 4,000
SMITH CHARLES E RESD COM 83219710 8,238,667 228,060 228,060 228,060
SMITHFIELD FOODS INC COM 83224810 6,382,340 319,117 319,117 319,117
SMITHKLINE BEECHAM ADR REP OR 83237830 1,782,022 26,975 20,450 6,525 26,975
SMUCKER J M CO CL A 83269610 4,970,142 276,119 276,119 274,419 1,700
SMURFIT-STONE CONTAI COM 83272710 23,485,233 1,386,623 1,274,595 83,605 28,423 1,353,310 28,423 4,890
SNYDER COMMUNICATION COM SNC 83291410 5,641,920 250,752 250,652 100 250,252 500
SNYDER COMMUNICATI COM CIRCLE 83291420 507,441 61,508 61,508 61,383 125
SNAP ON INC COM 83303410 30,459,801 1,163,165 1,162,530 635 1,061,947 6,400 94,818
SODEXHO MARRIOTT SVC COM 83379310 2,363,310 157,554 155,729 325 1,500 155,729 1,500 325
SOFTNET SYS INC COM 83396410 3,711,825 126,900 126,900 126,900
SOFTWARE COM INC COM 83402P10 1,805,796 14,012 14,012 14,012
SOLA INTL INC COM 83409210 1,046,045 170,783 170,783 170,783
SOLECTRON CORP COM 83418210 420,311,100 10,475,043 9,996,700 380,233 98,110 9,214,875 443,410 816,758
SOLUTIA INC COM 83437610 19,744,175 1,476,200 1,475,095 1,105 1,461,797 14,403
SONERA GROUP PLC SPONSORED 83543320 12,458,587 187,700 186,000 1,700 187,700
SONIC CORP COM 83545110 6,239,541 228,974 228,974 228,974
SONOCO PRODS CO COM 83549510 113,302,554 4,926,198 907,775 4,015,288 3,135 908,464 4,007,881 9,853
SONY CORP ADR NEW 83569930 15,087,532 53,860 51,390 2,470 53,860
SOTHEBYS HLDGS INC CL A 83589810 7,129,237 380,226 380,226 375,826 4,400
SOURCE INFORMATION M COM NEW 83615120 1,300,250 74,300 74,300 74,300
SOURCE MEDIA INC COM NEW 83615330 1,383,360 100,608 100,608 100,608
SOUTH JERSEY INDS IN COM 83851810 1,500,309 53,227 53,227 53,227
SOUTHDOWN INC COM 84129710 20,487,050 345,773 341,757 2,367 1,649 341,208 1,649 2,916
SOUTHERN CO COM 84258710 257,997,999 11,861,977 11,827,353 26,485 8,139 10,791,364 99,639 970,974
SOUTHERN PERU COPPER COM 84361110 2,306,135 177,395 177,395 177,395
SOUTHERN UN CO NEW COM 84403010 4,961,830 274,711 264,952 9,759 264,952 9,759
SOUTHTRUST CORP COM 84473010 76,818,264 3,019,942 3,016,642 3,300 2,827,172 20,400 172,370
SOUTHWEST AIRLS CO COM 84474110 1,228,360,681 59,021,751 58,995,567 18,859 7,325 8,097,612 50,186,774 737,365
SOUTHWEST BANCORPORA COM 84476R10 3,946,294 203,030 203,030 203,030
Page Total 2,354,236,901
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--------------------------- ---------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SOUTHWEST GAS CORP COM 84489510 4,466,626 234,321 234,321 234,321
SOUTHWEST SECS GROUP COM 84522410 6,578,012 151,438 151,438 151,438
SOUTHWESTERN ENERGY COM 84546710 1,116,577 168,540 168,540 168,540
SOVEREIGN BANCORP IN COM 84590510 14,235,706 1,882,532 1,871,662 10,870 1,714,672 167,860
SOVRAN SELF STORAGE COM 84610H10 1,941,185 95,861 95,861 95,861
SPARTECH CORP COM NEW 84722020 4,503,090 130,999 130,999 130,999
SPECIALTY EQUIP COS COM NEW 84749720 1,729,014 83,326 83,326 83,326
SPECTRASITE HLDGS IN COM 84760T10 758,761 26,800 26,800 26,800
SPEEDFAM-IPEC INC COM 84770510 3,704,878 186,409 186,409 186,409
SPEEDWAY MOTORSPORTS COM 84778810 2,028,076 81,328 76,328 5,000 76,328 5,000
SPIEGEL INC CL A 84845710 2,698,952 337,369 337,369 337,369
SPIEKER PPTYS INC COM 84849710 19,612,663 440,734 424,209 16,525 440,034 700
SPINNAKER EXPL CO COM 84855W10 290,426 12,766 12,766 12,766
SPLITROCK SVCS INC COM 84863630 824,961 20,121 19,121 1,000 19,121 1,000
SPORTSLINE COM INC COM 84893410 3,537,738 120,180 120,180 120,180
SPRINGS INDS INC CL A 85178310 12,517,010 329,395 329,295 100 295,565 2,000 31,830
SPRINT CORP COM FON GR 85206110 903,465,277 14,284,036 14,147,774 104,286 31,976 13,258,228 142,976 882,832
SPRINT CORP PCS COM SE 85206150 925,777,720 14,134,011 13,928,341 176,950 28,720 12,737,619 525,320 871,072
SPYGLASS INC COM 85219210 9,530,526 122,900 122,800 100 122,900
SS&C TECHNOLOGIES IN COM 85227Q10 403,934 69,500 69,500 69,500
STAFF LEASING INC COM 85238110 669,123 115,128 115,128 115,128
STAFFMARK INC COM 85238910 1,644,903 207,245 207,245 207,245
STAMPS COM INC COM 85285710 223,864 11,592 11,592 11,592
STANCORP FINL GROUP COM 85289110 3,041,718 111,113 111,113 111,113
STANDARD MTR PRODS I COM 85366610 876,048 58,894 58,894 58,894
STANDARD PAC CORP NE COM 85375C10 4,746,440 474,644 474,644 474,644
STANDARD REGISTER CO COM 85388710 2,425,057 188,354 188,054 300 186,454 1,900
STANDEX INTL CORP COM 85423110 1,189,687 76,754 74,234 2,520 74,234 2,520
STANLEY WKS COM 85461610 42,032,413 1,593,646 1,552,612 28,134 12,900 1,444,801 23,700 125,145
STAR TELECOMMUNICATI COM 85492310 1,486,854 247,809 247,809 247,809
STAPLES INC COM 85503010 182,522,760 9,126,138 7,759,229 1,070,528 296,381 8,117,052 357,181 651,905
STARBUCKS CORP COM 85524410 72,488,249 1,617,608 1,576,978 40,430 200 1,595,908 200 21,500
STARMEDIA NETWORK IN COM 85554610 1,481,425 49,279 48,279 1,000 42,750 6,529
STARRETT L S CO CL A 85566810 1,123,018 47,788 47,788 47,788
STARTEK INC COM 85569C10 4,196,375 56,900 56,900 56,900
STARWOOD FINL INC COM 85569R10 6,797,909 385,697 385,697 384,985 712
STATE AUTO FINL CORP COM 85570710 901,008 112,626 112,626 112,626
STARWOOD HOTELS&RE PAIRED CTF 85590A20 32,647,163 1,267,851 1,255,006 12,845 1,190,072 77,779
Page Total 2,280,215,146
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STATE STR CORP COM 85747710 695,890,228 7,183,383 2,728,902 4,247,721 206,760 2,724,133 4,239,909 219,341
STATEN IS BANCORP IN COM 85755010 4,709,203 274,990 274,490 500 274,990
STATION CASINOS INC COM 85768910 12,281,857 563,078 563,078 563,078
STEEL DYNAMICS INC COM 85811910 5,288,158 457,374 405,024 51,925 425 456,949 425
STEELCASE INC CL A 85815520 4,544,640 378,720 378,020 700 378,020 700
STEIN MART INC COM 85837510 1,823,448 221,024 221,024 221,024
STEINWAY MUSICAL INS COM ORD 85849510 1,021,491 54,300 54,300 54,300
STEPAN CO COM 85858610 955,182 44,044 43,944 100 44,044
STERLING BANCSHARES COM 85890710 1,766,493 184,741 184,741 184,741
STERICYCLE INC COM 85891210 2,350,000 94,000 94,000 94,000
STERIS CORP COM 85915210 7,033,047 686,151 679,611 6,540 682,151 4,000
STERLING FINL CORP COM 85931710 861,871 46,275 46,275 46,275
STERLING SOFTWARE IN COM 85954710 22,294,562 680,750 680,050 700 673,550 7,200
STEWART & STEVENSON COM 86034210 3,963,116 352,277 352,277 350,277 2,000
STEWART ENTERPRISES CL A 86037010 3,876,408 785,175 782,975 2,200 777,675 7,500
STEWART INFORMATION COM 86037210 1,302,908 82,400 82,400 82,400
STILLWATER MNG CO COM 86074Q10 16,727,840 418,196 416,796 1,400 418,196
STONE & WEBSTER INC COM 86157210 1,601,858 110,473 110,473 110,473
STONE ENERGY CORP COM 86164210 7,617,448 154,669 154,669 154,669
STONERIDGE INC COM 86183P10 1,700,916 141,743 141,743 141,743
STORAGE USA INC COM 86190710 7,968,196 260,186 246,271 13,915 260,186
STORAGE TECHNOLOGY COM PAR $0 86211120 13,545,987 849,971 848,905 1,066 841,671 8,300
STRAYER ED INC COM 86323610 1,504,490 57,865 57,865 57,865
STRIDE RITE CORP COM 86331410 2,633,839 326,698 326,698 326,698
STRUCTURAL DYNAMICS COM 86355510 6,051,321 448,246 448,246 445,846 2,400
STRYKER CORP COM 86366710 52,244,493 749,025 717,945 25,430 5,650 735,675 5,650 7,700
STUDENT LN CORP COM 86390210 1,607,022 39,256 39,156 100 39,256
STURM RUGER & CO INC COM 86415910 1,129,012 129,030 129,030 129,030
SUIZA FOODS CORP COM 86507710 16,482,173 409,495 409,395 100 404,795 4,700
SUMMIT BANCORP COM 86600510 78,114,461 2,975,789 2,934,561 11,128 30,100 2,742,899 51,600 181,290
SUMMIT PPTYS INC COM 86623910 3,565,282 186,420 186,420 186,420
SUMMIT TECHNOLOGY IN COM 86627E10 2,968,362 325,300 325,200 100 325,300
SUN COMMUNITIES INC COM 86667410 4,429,800 153,413 153,413 153,413
SUN MICROSYSTEMS INC COM 86681010 2,705,849,537 28,876,872 28,186,227 578,934 111,711 26,201,576 1,026,051 1,649,245
SUNAIR ELECTRS INC COM 86701710 1,359,637 278,900 278,900 278,900
SUNBEAM CORP COM 86707110 2,523,098 602,603 589,703 12,900 602,603
SUNGARD DATA SYS INC COM 86736310 38,210,021 1,012,186 981,361 21,425 9,400 992,786 9,400 10,000
SUNGLASS HUT INTL IN COM 86736F10 2,213,780 283,382 283,382 283,382
Page Total 3,740,011,185
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SUNOCO INC COM 86764P10 42,597,115 1,556,059 1,550,443 5,516 100 1,464,980 15,515 75,564
SUNQUEST INFORMATION COM 86765410 234,000 20,800 20,800 20,800
SUNRISE ASSISTED LIV COM 86768K10 1,873,735 141,414 141,414 141,414
SUNRISE TECHNOLOGIES COM 86769L10 2,255,343 320,043 320,043 320,043
SUNTERRA CORP COM 86787D10 431,346 215,673 215,673 215,673
SUNRISE MED INC COM 86791010 891,712 142,674 142,674 142,674
SUNTRUST BKS INC COM 86791410 328,823,302 5,693,910 5,662,663 30,947 300 5,205,219 42,700 445,991
SUPERGEN INC COM 86805910 6,601,536 137,532 137,532 137,532
SUPERIOR CONSULTANT COM 86814610 918,792 54,651 54,651 54,651
SUPERIOR ENERGY SVCS COM 86815710 251,452 25,790 25,790 25,790
SUPERIOR INDS INTL I COM 86816810 7,365,579 232,448 232,448 230,648 1,800
SUPERIOR TELECOM INC COM 86836510 921,206 71,550 71,550 71,550
SUPERVALU INC COM 86853610 70,563,522 3,726,225 3,721,825 4,400 3,459,455 20,400 246,370
SUSQUEHANNA BANCSHAR COM 86909910 3,973,021 287,650 287,150 500 287,150 500
SWIFT ENERGY CO COM 87073810 3,847,164 215,226 215,226 215,226
SWIFT TRANSN CO COM 87075610 9,445,047 460,734 460,734 456,434 4,300
SYBASE INC COM 87113010 28,680,239 1,411,985 1,409,585 2,400 1,406,585 5,400
SYBRON INTL CORP COM 87114F10 24,426,381 842,289 831,189 11,100 833,789 8,500
SYCAMORE NETWORKS IN COM 87120610 10,143,915 78,635 77,885 600 150 78,485 150
SYKES ENTERPRISES IN COM 87123710 5,641,665 295,964 295,964 293,364 2,600
SYLVAN LEARNING SYS COM 87139910 6,729,716 422,270 416,870 5,400 418,670 3,600
SYMANTEC CORP COM 87150310 44,916,937 597,896 596,896 1,000 584,635 13,261
SYMBOL TECHNOLOGIES COM 87150810 58,536,014 711,148 709,868 1,280 703,749 7,399
SYNCOR INTL CORP DEL COM 87157J10 4,520,505 136,985 136,985 136,985
SYNOPSYS INC COM 87160710 25,885,567 530,986 527,886 600 2,500 522,792 2,500 5,694
SYNOVUS FINL CORP COM 87161C10 82,264,460 4,358,382 4,354,682 3,700 4,057,982 35,300 265,100
SYNTEL INC COM 87162H10 845,643 56,850 56,850 56,850
SYNTROLEUM CORP COM 87163010 4,311,518 184,450 184,450 184,450
SYSCO CORP COM 87182910 267,916,546 7,416,375 5,765,700 924,519 726,156 6,027,400 919,356 469,619
SYSTEMAX INC COM 87185110 2,149,485 235,560 235,560 235,560
SYSTEMS & COMPUTER T COM 87187310 5,557,266 237,744 237,744 237,744
TCF FINL CORP COM 87227510 18,034,256 757,360 755,268 300 1,792 748,868 1,792 6,700
TD WATERHOUSE GRP IN COM 87236210 1,225,000 49,000 46,600 2,400 49,000
TECO ENERGY INC COM 87237510 25,644,594 1,319,370 1,193,112 52,429 73,829 1,233,641 73,829 11,900
TEPPCO PARTNERS L UT LTD PAR 87238410 352,417 15,839 13,439 2,400 13,439 2,400
THQ INC COM NEW 87244340 2,351,438 131,549 131,549 131,549
TJX COS INC NEW COM 87254010 122,138,414 5,504,954 5,496,154 6,700 2,100 4,676,659 440,895 387,400
TNP ENTERPRISES INC COM 87259410 4,446,041 101,480 101,300 180 101,480
Page Total 1,227,711,889
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TRW INC COM 87264910 121,495,198 2,076,841 2,061,435 6,880 8,526 1,885,222 25,526 166,093
TSI INC MINN COM 87287610 803,875 54,500 9,500 25,000 20,000 34,500 20,000
TMP WORLDWIDE INC COM 87294110 20,911,951 268,964 268,964 268,564 400
TV GUIDE INC CL A 87307Q10 10,650,443 221,598 221,398 200 221,598
TALBOTS INC COM 87416110 6,022,971 102,301 102,101 200 102,101 200
TALK COM INC COM 87426410 9,315,760 582,235 582,235 582,235
TANDY CORP COM 87538210 189,475,581 3,733,509 3,721,823 5,286 6,400 3,325,954 114,700 292,855
TANGER FACTORY OUTLE COM 87546510 973,375 50,731 50,731 50,731
TARGET CORP COM 87612E10 3,009,363,838 40,259,048 39,926,237 238,247 94,564 7,306,829 32,311,033 641,186
TARRANT APPAREL GROU COM 87628910 292,050 38,940 38,940 38,940
TAUBMAN CTRS INC COM 87666410 3,073,492 276,269 276,269 276,269
TECH DATA CORP COM 87823710 14,568,457 443,147 442,272 875 439,247 3,900
TECHNE CORP COM 87837710 11,118,453 161,137 161,137 161,137
TECHNITROL INC COM 87855510 6,030,506 103,528 103,028 500 103,528
TECHNOLOGY SOLUTIONS COM 87872T10 2,845,886 311,878 305,711 6,167 311,878
TECUMSEH PRODS CO CL A 87889520 7,355,700 167,175 166,925 250 165,625 250 1,300
TEJON RANCH CO DEL COM 87908010 1,038,565 45,778 45,778 45,778
TEKELEC COM 87910110 8,379,409 225,708 225,708 225,708
TEKTRONIX INC COM 87913110 48,749,176 870,521 870,221 300 820,231 5,600 44,690
TELCOM SEMICONDUCTOR COM 87921P10 453,750 15,000 15,000 15,000
TELE CENTRO OESTE SPON ADR P 87923P10 342,472 29,460 29,460 29,460
TELE DANMARK A/S SPON ADR C 87924210 571,639 12,310 7,900 4,410 12,310
TELE NORTE LESTE P SPON ADR P 87924610 1,022,400 38,400 38,400 38,400
TELECORP PCS INC CL A 87929910 1,491,072 28,813 28,813 28,813
TELEDYNE TECHNOLOGIE COM 87936010 2,937,956 169,091 163,052 5,911 128 160,061 128 8,902
TELEFLEX INC COM 87936910 12,341,488 348,876 345,776 3,100 345,976 2,900
TELEFONICA S A SPONSORED 87938220 2,054,014 27,617 21,670 5,947 27,617
TELEFONOS DE MEXIC SPON ADR O 87940378 5,999,581 90,050 90,050 90,050
TELEPHONE & DATA SYS COM 87943310 57,897,045 521,595 519,038 2,557 516,395 5,200
TELESCAN INC COM 87951610 2,081,362 88,100 88,100 88,100
TELESP CELULAR PAR SPON ADR P 87952L10 1,110,781 19,595 19,595 19,595
TELIGENT INC CL A 87959Y10 8,712,284 130,400 120,200 10,075 125 130,075 125 200
TELLABS INC COM 87966410 411,269,585 6,529,747 6,516,188 12,159 1,400 5,876,357 234,355 419,035
TEMPLE INLAND INC COM 87986810 90,964,532 1,826,157 1,443,684 382,473 1,346,948 387,798 91,411
TELETECH HOLDINGS IN COM 87993910 9,779,094 283,452 283,452 283,452
TENFOLD CORP COM 88033A10 2,571,613 42,506 42,506 42,506
TENET HEALTHCARE COR COM 88033G10 127,810,365 5,497,220 5,487,125 10,095 5,040,897 31,700 424,623
TENNANT CO COM 88034510 2,189,747 70,637 70,637 70,637
Page Total 4,214,065,466
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TENNECO AUTOMOTIVE I COM 88034910 1,701,208 214,339 207,475 6,824 40 212,679 40 1,620
TERADYNE INC COM 88077010 294,089,802 3,586,461 3,576,571 9,690 200 3,375,086 22,700 188,675
TERAYON COMMUNICATIO COM 88077510 32,658,550 159,310 159,310 159,310
TEREX CORP NEW COM 88077910 2,727,354 189,729 189,629 100 189,729
TERRA INDS INC COM 88091510 623,044 269,483 269,483 269,483
TESORO PETE CORP COM 88160910 2,727,110 237,140 237,140 237,140
TEVA PHARMACEUTICAL ADR 88162420 772,806 20,712 20,712 20,712
TETRA TECH INC NEW COM 88162G10 6,020,672 253,502 253,502 253,502
TEXACO INC COM 88169410 2,241,189,508 41,696,549 9,629,219 31,941,480 125,850 40,949,343 199,050 548,156
TEXAS BIOTECHNOLOGY COM 88221T10 236,148 16,500 16,500 16,500
TEXAS INDS INC COM 88249110 4,834,671 152,875 151,475 1,400 152,875
TEXAS INSTRS INC COM 88250810 2,357,894,080 14,736,838 14,660,267 70,621 5,950 13,110,763 476,750 1,149,325
TEXAS REGL BANCSHARE CL A VTG 88267310 2,576,793 101,301 101,301 101,301
TEXAS UTILS CO COM 88284810 144,176,192 4,856,543 4,843,646 7,397 5,500 4,419,365 43,000 394,178
TEXTRON INC COM 88320310 157,402,661 2,585,670 2,550,780 26,399 8,491 2,345,409 29,206 211,055
THEGLOBE COM INC COM 88335R10 547,561 85,892 85,892 85,892
THERAGENICS CORP COM 88337510 5,328,626 398,402 398,402 398,402
THERMO ELECTRON CORP COM 88355610 58,038,696 2,848,525 2,836,814 7,621 4,090 2,670,630 30,355 147,540
THERMO INSTR SYS INC COM 88355910 3,552,801 168,683 168,683 167,933 750
THERMO BIOANALYSIS C COM 88355H10 844,453 30,500 30,500 30,500
THERMO CARDIOSYSTE COM NONRED 88355K20 1,623,566 115,969 115,969 115,969
THERMO ECOTEK CORP COM 88355R10 265,258 32,400 32,400 32,400
THERMO FIBERTEK INC COM 88355W10 327,181 47,590 47,590 47,590
THERMO OPTEK CORP COM 88358210 1,053,150 70,800 70,800 70,800
THERMOQUEST CORP COM 88365510 1,083,088 64,662 64,662 64,662
THESTREET COM COM 88368Q10 389,269 41,803 41,603 200 41,803
THERMEDICS INC COM 88390110 1,298,130 158,560 158,560 158,560
THOMAS & BETTS CORP COM 88431510 28,662,647 1,014,607 1,008,077 4,034 2,496 952,121 9,596 52,890
THOMAS INDS INC COM 88442510 2,052,187 109,450 109,450 109,450
THOR INDS INC COM 88516010 1,214,603 49,959 49,959 49,959
THORNBURG MTG ASSET COM 88521810 979,724 132,844 132,844 132,844
3COM CORP COM 88553510 321,906,436 5,787,082 5,761,927 23,705 1,450 5,208,498 199,669 378,915
3DFX INTERACTIVE INC COM 88553X10 1,817,778 152,281 152,281 152,281
TIBCO SOFTWARE INC COM 88632Q10 5,150,392 63,195 63,195 63,195
TICKETMASTER ONLINE- CL B 88633P20 3,052,050 121,780 121,780 121,780
TIDEWATER INC COM 88642310 28,184,795 885,980 885,480 500 870,645 15,335
TIFFANY & CO NEW COM 88654710 110,477,907 1,321,111 1,316,636 4,475 1,302,609 18,502
TIMBERLAND CO CL A 88710010 5,156,559 101,109 100,449 600 60 101,049 60
Page Total 5,832,637,456
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TIME WARNER INC COM 88731510 2,236,950,100 22,369,501 22,122,942 219,563 26,996 19,750,065 829,540 1,789,896
TIME WARNER TELECOM CL A 88731910 8,575,426 107,867 107,567 300 107,867
TIMES MIRROR CO NEW COM SER A 88736410 93,796,946 1,009,253 1,002,293 931 6,029 904,721 13,229 91,303
TIMKEN CO COM 88738910 18,225,902 1,121,594 1,119,794 1,800 1,055,014 6,200 60,380
TITAN CORP COM 88826610 19,300,950 378,450 378,450 378,450
TITAN INTL INC ILL COM 88830M10 821,991 114,372 114,372 114,372
TITANIUM METALS CORP COM 88833910 510,098 116,594 116,594 116,594
TOKIO MARINE & FIRE ADR NEW 88909040 603,025 11,500 11,500 11,500
TOLL BROTHERS INC COM 88947810 3,242,640 162,132 162,132 162,132
TOO INC COM 89033310 3,986,880 126,319 124,714 1,605 125,627 692
TOOTSIE ROLL INDS IN COM 89051610 6,046,267 191,945 190,863 1,082 191,509 436
TOPPS INC COM 89078610 3,409,582 410,200 410,200 410,200
TORCHMARK CORP COM 89102710 52,596,725 2,274,453 2,254,653 16,700 3,100 2,128,633 20,500 125,320
TORO CO COM 89109210 4,176,900 139,523 139,523 139,523
TORONTO DOMINION BK COM NEW 89116050 705,604 26,440 26,440 26,440
TOSCO CORP COM NEW 89149030 104,338,548 3,406,973 3,393,961 10,662 2,350 3,221,823 19,050 166,100
TOTAL RENAL CARE HLD COM 89151A10 2,318,740 741,997 741,997 736,697 5,300
TOTAL FINA S A SPONSORED 89151E10 9,771,141 132,715 129,690 3,025 132,715
TOWER AUTOMOTIVE INC COM 89170710 5,481,580 334,753 319,458 12,995 2,300 332,453 2,300
TOTAL SYS SVCS INC COM 89190610 3,376,396 211,859 211,859 211,409 450
TRACK DATA CORP COM 89191810 600,739 81,800 81,800 81,800
TOWN & CTRY TR SH BEN INT 89208110 2,030,384 121,217 121,217 121,217
TOYOTA MOTOR CORP SP ADR REP 89233130 4,343,040 41,760 40,800 960 41,760
TOYS R US INC COM 89233510 63,035,620 4,255,713 4,250,938 4,775 3,829,169 29,700 396,844
TRACTOR SUPPLY CO COM 89235610 951,200 46,400 46,400 46,400
TRAMMELL CROW CO COM 89288R10 1,755,318 158,680 158,680 158,680
TRANS WORLD AIRLS COM PAR$.0 89334983 927,511 401,173 401,173 401,173
TRANS WORLD ENTMT CO COM 89336Q10 2,273,270 227,327 227,327 227,327
TRANSACTION SYS ARCH CL A 89341610 9,576,249 331,645 331,645 329,445 2,200
TRANSATLANTIC HLDGS COM 89352110 10,665,099 124,738 124,738 124,088 650
TRANSKARYOTIC THERAP COM 89373510 7,831,388 140,789 140,789 140,789
TRANSMONTAIGNE INC COM 89393410 1,682,100 249,200 249,200 249,200
TRAVELERS PPTY CAS C CL A 89393910 15,076,462 365,490 365,390 100 363,290 2,200
TRAVELOCITY COM INC COM 89395310 2,676,062 91,100 91,100 91,100
TRANSWITCH CORP COM 89406510 37,701,666 392,215 392,215 389,615 2,600
TREDEGAR CORP COM 89465010 4,124,889 153,131 152,231 900 153,131
TREMONT CORP COM PAR $1 89474520 223,427 12,285 12,185 100 12,285
TRENDWEST RESORTS IN COM 89491710 801,549 33,928 33,928 33,928
Page Total 2,744,511,414
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TRENWICK GROUP INC COM 89529010 1,198,619 84,858 84,858 84,858
TREX INC COM 89531P10 1,081,059 28,263 28,263 28,263
TRIAD HOSPITALS INC COM 89579K10 4,114,939 245,668 245,255 413 244,995 673
TRIANGLE PHARMACEUTI COM 89589H10 3,608,640 229,120 229,120 229,120
TRIAD GTY INC COM 89592510 1,701,475 83,767 83,767 83,767
TRIARC COS INC CL A 89592710 2,392,880 119,644 119,464 180 119,644
TRICON GLOBAL RESTAU COM 89595310 194,244,322 6,253,439 6,234,639 12,614 6,186 3,793,652 2,273,688 186,099
TRIBUNE CO NEW COM 89604710 166,082,300 4,542,484 4,348,312 114,277 79,895 4,080,557 109,795 352,132
TRIGON HEALTHCARE IN COM 89618L10 27,170,250 760,007 759,807 200 743,907 16,100
TRIMBLE NAVIGATION L COM 89623910 3,882,842 150,790 149,590 200 1,000 149,790 1,000
TRINITY INDS INC COM 89652210 9,991,460 421,812 421,612 200 417,762 4,050
TRIQUINT SEMICONDUCT COM 89674K10 34,230,052 465,715 447,100 17,715 900 460,115 900 4,700
TRITEL INC CL A 89675X10 1,021,275 26,700 26,700 26,700
TRITON PCS HLDGS INC CL A 89677M10 914,175 15,300 15,300 15,300
TRIUMPH GROUP INC NE COM 89681810 2,436,335 83,651 83,651 83,651
TROPICAL SPORTSWEAR COM 89708P10 371,175 30,300 30,300 30,300
TRUE NORTH COMMUNICA COM 89784410 12,288,656 312,593 311,493 1,100 312,593
TRUST CO NJ JERSEY C COM 89830410 2,498,755 128,968 128,968 128,968
TRUSTCO BK CORP N Y COM 89834910 4,498,992 384,957 384,857 100 384,957
TRUSTMARK CORP COM 89840210 7,516,023 372,320 372,320 371,520 800
TUBOSCOPE INC COM 89860010 3,430,906 201,818 201,718 100 201,818
TUESDAY MORNING CORP COM NEW 89903550 843,798 58,699 58,699 58,699
TULARIK INC COM 89916510 392,112 12,700 12,700 12,700
TUPPERWARE CORP COM 89989610 23,543,182 1,488,944 1,487,820 900 224 1,396,440 36,324 56,180
TUT SYSTEMS COM 90110310 5,046,092 84,720 84,720 84,720
TWEETER HOME ENTMT G COM 90116710 3,115,200 70,400 69,400 1,000 70,400
21ST CENTY INS GROUP COM 90130N10 10,883,816 506,224 506,124 100 505,624 600
24 / 7 MEDIA INC COM 90131410 4,190,950 106,100 106,100 106,100
TWINLAB CORP COM 90177410 1,087,780 152,671 152,671 152,671
TYCO INTL LTD NEW COM 90212410 1,226,038,001 24,459,611 23,982,079 356,882 120,650 21,673,906 1,100,365 1,685,340
TYLER TECHNOLOGIES I COM 90225210 1,448,187 246,500 246,500 246,500
TYSON FOODS INC CL A 90249410 17,653,884 1,586,866 1,585,966 900 1,565,366 21,500
UAL CORP COM PAR $0 90254950 13,489,201 222,962 222,395 567 200,296 417 22,249
UCAR INTL INC COM 90262K10 6,263,825 475,000 474,900 100 472,300 2,700
UGI CORP NEW COM 90268110 8,379,384 387,486 385,686 1,800 387,486
UICI COM 90273710 1,779,812 268,651 268,551 100 268,651
UMB FINL CORP COM 90278810 4,730,276 128,715 128,605 110 128,715
USX MARATHON GROUP COM NEW 90290582 161,612,781 6,201,089 6,188,645 7,472 4,972 5,690,196 49,582 461,311
Page Total 1,975,173,411
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--------------------------- ---------------------------
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
U S B HLDG INC COM 90291010 940,254 62,948 62,948 62,948
UST INC COM 90291110 44,993,906 2,879,610 2,842,155 5,755 31,700 2,683,490 126,200 69,920
U S PLASTIC LMBR COR COM 90294810 2,113,625 228,500 228,500 228,500
U S FRANCHISE SYS IN CL A NEW 90295630 430,500 86,100 86,100 86,100
U S RESTAURANT PPTYS COM 90297110 1,297,644 99,345 99,345 99,345
US BANCORP DEL COM 90297310 284,628,487 13,011,588 12,914,361 56,001 41,226 11,886,429 136,626 988,533
U S LIQUIDS INC COM 90297410 624,650 96,100 94,600 1,500 96,100
U S TIMBERLANDS CO COM UNITS 90297710 250,412 25,200 25,200 25,200
USA NETWORKS INC COM 90298410 16,434,521 728,416 725,596 2,470 350 725,866 350 2,200
URS CORP NEW COM 90323610 1,080,187 82,300 82,300 82,300
U S CAN CORP COM 90328W10 1,930,094 99,300 99,300 99,300
U S G CORP COM NEW 90329340 25,679,870 612,344 611,034 710 600 577,440 600 34,304
U S FOODSERVICE COM 90331R10 18,342,600 712,334 706,734 5,600 704,154 8,180
US LEC CORP CL A 90331S10 2,945,475 74,100 73,900 200 74,100
USEC INC COM 90333E10 3,182,495 669,999 669,999 669,999
USX-U S STL COM 90337T10 40,979,625 1,639,185 1,636,815 2,370 1,500,430 9,800 128,955
UTI ENERGY CORP COM 90338710 3,907,653 103,514 103,514 103,514
U S XPRESS ENTERPRIS CL A 90338N10 415,750 47,180 47,180 47,180
US ONCOLOGY INC COM 90338W10 1,851,304 411,401 411,401 411,401
UBID INC COM 90346910 573,723 19,573 19,573 19,573
ULTRAMAR DIAMOND SHA COM 90400010 32,453,939 1,278,973 1,277,573 1,400 1,269,909 9,064
ULTRATECH STEPPER IN COM 90403410 2,200,499 154,421 154,421 154,421
UNIBANCO-UNIAO DE GDR REP PF 90458E10 406,400 12,800 12,800 12,800
UNICAPITAL CORP NEW COM 90459D10 854,050 359,600 359,600 359,600
UNIFI INC COM 90467710 5,832,715 652,648 652,548 100 649,148 3,500
UNIFIRST CORP MASS COM 90470810 932,400 82,880 82,880 82,880
UNILEVER PLC SPON ADR N 90476770 441,747 16,909 16,909 16,909
UNILEVER N V N Y SHS NE 90478470 393,231,925 8,171,053 8,165,674 5,379 7,266,063 335,521 569,469
UNICOM CORP COM 90491110 142,754,420 3,911,080 3,899,786 11,146 148 3,563,818 28,648 318,614
UNIGRAPHICS SOLUTION CL A 90492810 2,489,120 84,200 83,200 1,000 84,200
UNION CARBIDE CORP COM 90558110 918,952,569 15,759,236 2,351,391 13,405,305 2,540 2,157,226 13,419,620 182,390
UNION PAC CORP COM 90781810 176,678,014 4,515,732 4,389,869 47,362 78,501 4,051,093 110,401 354,238
UNION PAC RES GROUP COM 90783410 66,640,100 4,595,869 4,547,218 20,678 27,973 4,228,139 56,573 311,157
UNION PLANTERS CORP COM 90806810 73,016,798 2,369,752 2,365,602 4,150 2,204,245 17,300 148,207
UNIONBANCAL CORP COM 90890610 26,551,687 963,344 960,944 2,400 939,781 2,400 21,163
UNISOURCE ENERGY COR COM 90920510 3,436,611 233,990 233,990 233,990
UNISYS CORP COM 90921410 130,435,272 5,077,871 5,068,821 5,050 4,000 4,692,491 43,700 341,680
UNITED ASSET MGMT CO COM 90942010 6,649,175 384,079 384,079 384,079
Page Total 2,436,560,216
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UNITED AUTO GROUP IN COM 90944010 1,325,888 150,464 149,464 1,000 150,464
UNITED CMNTY FINL CO COM 90983910 1,620,989 232,600 232,600 232,600
UNITED BANKSHARES IN COM 90990710 6,826,996 310,318 310,318 310,318
UNITED DOMINION INDS COM 90991410 394,657 21,700 21,700 21,700
UNITED DOMINION REAL COM 91019710 7,788,813 774,082 774,082 774,082
UNITED FIRE & CAS CO COM 91033110 1,150,168 59,749 51,312 8,437 59,749
UNITED HEALTHCARE CO COM 91058110 225,305,226 3,778,704 3,772,817 5,645 242 3,502,878 17,442 258,384
UNITED ILLUM CO COM 91063710 4,189,662 106,743 106,643 100 106,743
UNITED NATL BANCORP COM 91090910 2,136,880 99,104 99,104 99,104
UNITED NAT FOODS INC COM 91116310 1,024,500 68,300 67,600 700 68,300
UNITED PAN-EUROPE SPON ADR A 91130020 676,025 13,640 9,090 4,550 13,640
UNITED PARCEL SERVIC CL B 91131210 10,505,012 166,778 70,663 65,175 30,940 135,838 30,940
UNITED RENTALS INC COM 91136310 2,859,325 165,758 165,358 400 165,758
UNITED RETAIL GROUP COM 91138010 1,430,700 150,600 150,600 150,600
UNITED STATES CELLUL COM 91168410 8,586,243 120,933 119,813 720 400 119,433 400 1,100
US AIRWAYS GROUP INC COM 91190510 36,324,530 1,306,074 1,305,074 1,000 1,168,456 38,400 99,218
U S HOME CORP NEW COM 91192010 3,582,792 94,284 94,284 94,284
U S INDS INC NEW COM 91208010 5,997,351 542,158 526,908 15,250 541,258 900
U S OFFICE PRODS CO COM NEW 91232530 546,087 218,435 218,301 134 218,435
U S WEST INC NEW COM 91273H10 2,294,763,281 31,597,429 9,013,775 22,532,529 51,125 8,270,839 22,799,364 527,226
U S TR CORP NEW COM 91288L10 19,162,319 101,231 92,810 7,921 500 100,531 500 200
UNITED STATIONERS IN COM 91300410 17,526,099 491,106 491,006 100 491,106
UNITED TECHNOLOGIES COM 91301710 668,430,061 10,578,601 10,399,457 103,298 75,846 9,726,904 138,346 713,351
UNITED TELEVISION IN COM 91306610 3,691,144 27,884 27,864 20 27,884
UNITED WTR RES INC COM 91319010 7,117,599 204,823 204,723 100 204,823
UNITEDGLOBALCOM CL A 91324750 31,876,429 424,668 424,268 400 423,268 1,400
UNITRIN INC COM 91327510 20,552,896 517,054 515,654 400 1,000 509,754 1,000 6,300
UNIVERSAL CORP VA COM 91345610 4,889,908 324,652 323,952 700 322,752 1,900
UNIVERSAL FOODS CORP COM 91353810 10,235,782 478,867 478,567 300 475,567 3,300
UNIVERSAL FST PRODS COM 91354310 1,472,142 118,961 118,961 118,961
UNIVERSAL HLTH SVCS CL B 91390310 6,815,067 139,083 139,083 138,683 400
UNO RESTAURANT CORP COM 91490010 203,362 18,700 440 18,260 18,700
UNIVISION COMMUNICAT CL A 91490610 80,155,533 709,341 705,941 3,400 701,341 8,000
UNOCAL CORP COM 91528910 131,567,560 4,422,439 4,382,821 12,928 26,690 4,012,646 57,690 352,103
UNOVA INC COM 91529B10 4,121,833 305,321 305,321 305,321
UNUMPROVIDENT CORP COM 91529Y10 71,350,601 4,212,706 4,196,938 12,216 3,552 3,838,221 36,934 337,551
USFREIGHTWAYS CORP COM 91690610 13,062,780 348,927 348,887 40 348,927
URBAN OUTFITTERS INC COM 91704710 1,032,618 70,008 70,008 70,008
Page Total 3,710,298,858
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
URBAN SHOPPING CTRS COM 91706010 4,469,299 153,785 153,785 153,785
USBANCORP INC PA COM 91729210 1,068,840 95,008 95,008 95,008
USINTERNETWORKING IN COM 91731180 7,129,186 183,979 182,479 1,500 183,979
UTILICORP UTD INC COM 91800510 15,824,732 876,134 871,664 3,420 1,050 867,584 1,050 7,500
VA LINUX SYSTEMS INC COM 91819B10 811,077 13,434 13,300 84 50 13,384 50
V F CORP COM 91820410 50,196,411 2,086,128 2,065,988 16,940 3,200 1,875,903 18,400 191,825
VAIL RESORTS INC COM 91879Q10 2,509,155 152,070 152,070 152,070
VALASSIS COMMUNICATI COM 91886610 21,975,659 659,692 659,592 100 640,292 19,400
VALHI INC NEW COM 91890510 651,083 58,200 58,200 58,200
VALENCE TECHNOLOGY I COM 91891410 3,861,811 163,900 163,400 500 163,900
VALERO ENERGY CORP N COM 91913Y10 28,861,982 940,528 938,328 200 2,000 934,828 2,000 3,700
VALLEY NATL BANCORP COM 91979410 9,250,831 344,217 343,117 1,100 343,666 551
VALMONT INDS INC COM 92025310 1,985,337 115,092 115,092 115,092
VALSPAR CORP COM 92035510 8,600,009 224,473 224,073 400 223,973 500
VALUE CITY DEPT STOR COM 92038710 1,617,991 116,612 116,612 116,612
VALUE AMER INC COM 92038N10 253,987 78,150 78,150 78,150
VALUE LINE INC COM 92043710 910,385 24,605 24,605 24,605
VALUEVISION INTL INC CL A 92047K10 10,720,262 259,100 259,100 259,100
VARCO INTL INC COM 92212610 9,918,225 785,602 713,952 71,650 781,302 4,300
VARIAN INC COM 92220610 8,593,313 223,930 223,930 223,930
VARIAN SEMICONDUCTOR COM 92220710 13,630,383 214,230 213,030 1,200 214,230
VARIAN MED SYS INC COM 92220P10 10,115,518 221,710 218,430 280 3,000 218,710 3,000
VASTAR RES INC COM 92238010 9,370,891 126,102 126,102 125,902 200
VEBA AG SPONSORED 92239H10 810,992 16,000 16,000 16,000
VEECO INSTRS INC DEL COM 92241710 5,337,324 72,126 72,126 72,126
VENTAS INC COM 92276F10 1,229,652 371,272 371,272 371,272
VENTANA MED SYS INC COM 92276H10 4,163,226 96,400 96,400 96,400
VENTIV HEALTH INC COM 92279310 917,875 91,222 91,222 91,056 166
VENTRO CORP COM 92281510 686,748 12,128 11,728 400 12,128
VENATOR GROUP INC COM 92294410 7,374,338 825,147 819,091 1,720 4,336 818,111 4,336 2,700
VERIO INC COM 92343310 14,771,774 327,810 327,660 150 327,010 800
VERITAS SOFTWARE CO COM 92343610 723,880,717 5,525,807 5,522,802 3,005 4,914,907 215,100 395,800
VERITY INC COM 92343C10 14,529,005 356,540 356,540 356,540
VERISIGN INC COM 92343E10 76,297,474 510,351 496,296 10,906 3,149 506,202 3,149 1,000
VERITAS DGC INC COM 92343P10 5,195,812 184,740 184,740 184,740
VERTEX PHARMACEUTICA COM 92532F10 8,742,187 186,751 184,651 1,100 1,000 185,751 1,000
VERTICALNET INC COM 92532L10 37,621,680 276,630 276,630 276,630
VETERINARY CTRS AMER COM 92551410 2,311,911 168,139 168,139 168,139
Page Total 1,126,197,082
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VIACOM INC CL A 92552410 1,013,806 18,972 17,257 515 1,200 15,672 1,200 2,100
VIACOM INC CL B 92552430 600,512,224 11,384,118 11,343,778 37,196 3,144 10,339,286 92,644 952,188
VIATEL INC COM 92552920 5,596,653 111,516 111,516 111,516
VIAD CORP COM 92552R10 47,637,759 2,082,525 2,081,891 200 434 1,968,083 434 114,008
VIANT CORP COM 92553N10 428,465 12,790 12,790 12,790
VICAL INC COM 92560210 3,915,815 116,890 116,540 350 116,890
VICOR CORP COM 92581510 2,543,706 141,317 141,317 141,317
VIA NET WRKS INC COM 92591210 387,805 14,600 14,600 14,600
VIGNETTE CORP COM 92673410 20,511,839 127,999 127,799 200 127,999
VINTAGE PETE INC COM 92746010 7,455,346 370,452 370,452 370,452
VION PHARMACEUTICALS COM 92762410 745,500 42,000 42,000 42,000
VIRCO MFG CO COM 92765110 465,733 44,890 44,890 44,890
VISHAY INTERTECHNOLO COM 92829810 46,331,119 832,919 831,973 350 596 816,808 596 15,515
VISUAL NETWORKS INC COM 92844410 11,931,971 210,255 196,290 13,465 500 209,755 500
VISX INC DEL COM 92844S10 8,623,325 472,511 462,711 2,100 7,700 459,711 7,700 5,100
VITAL SIGNS INC COM 92846910 1,009,228 44,000 44,000 44,000
VITESSE SEMICONDUCTO COM 92849710 124,302,447 1,291,454 1,273,499 17,805 150 1,278,204 150 13,100
VITRIA TECHNOLOGY COM 92849Q10 2,155,360 21,380 21,380 21,380
VLASIC FOODS INTL IN COM 92855910 517,042 217,702 217,461 141 100 217,602 100
VODAFONE AIRTOUCH P SPONSORED 92857T10 17,284,282 311,081 300,416 10,665 256,981 54,100
VOICESTREAM WIRELESS COM 92861510 173,105,036 1,343,858 1,092,735 210,095 41,028 1,301,130 41,028 1,700
VOLT INFORMATION SCI COM 92870310 1,987,891 55,316 55,316 55,316
VORNADO RLTY TR SH BEN INT 92904210 16,975,321 506,726 506,626 100 505,526 1,200
VULCAN MATLS CO COM 92916010 80,536,808 1,757,985 1,756,760 1,225 1,607,605 12,500 137,880
WD-40 CO COM 92923610 2,210,943 105,283 103,983 1,300 105,283
WFS FINL INC COM 92923B10 882,187 45,387 45,387 45,387
W HLDG CO INC COM 92925110 2,803,750 292,240 292,240 292,240
WICOR INC COM 92925310 8,375,952 270,192 270,192 270,192
WMS INDS INC COM 92929710 1,650,112 167,100 167,100 167,100
WPS RESOURCES CORP COM 92931B10 53,857,998 2,076,493 187,452 1,889,041 188,052 1,888,441
WABASH NATL CORP COM 92956610 2,271,065 159,373 159,373 159,373
WACHOVIA CORP COM 92977110 264,034,593 3,908,034 3,598,591 197,373 112,070 3,484,634 138,170 285,230
WACKENHUT CORP COM SER A 92979410 1,338,342 96,028 96,028 96,028
WACKENHUT CORRECTION COM 92979810 725,542 75,381 75,381 75,381
WADDELL & REED FINL CL A 93005910 11,368,980 268,694 268,124 394 176 267,727 176 791
WAL MART STORES INC COM 93114210 4,561,853,392 80,740,768 77,914,789 1,665,709 1,160,270 70,654,849 3,740,970 6,344,949
WALGREEN CO COM 93142210 487,074,228 18,915,504 17,225,453 1,061,665 628,386 16,253,019 1,221,286 1,441,199
WALLACE COMPUTER SER COM 93227010 4,770,477 403,867 396,967 6,900 394,467 6,900 2,500
Page Total 6,579,192,042
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WALTER INDS INC COM 93317Q10 2,275,097 293,561 293,561 293,561
WARNACO GROUP INC CL A 93439010 5,404,049 457,505 457,305 200 453,205 4,300
WARNER LAMBERT CO COM 93448810 1,532,996,620 15,692,944 14,907,793 392,738 392,413 13,948,518 864,733 879,693
WASHINGTON FED INC COM 93882410 8,479,921 444,860 442,860 2,000 442,860 2,000
WASHINGTON GAS LT CO COM 93883710 13,561,827 498,835 495,976 2,859 495,335 3,500
WASHINGTON MUT INC COM 93932210 273,008,061 10,302,191 10,249,528 52,663 9,442,520 72,900 786,771
WASHINGTON POST CO CL B 93964010 34,290,744 63,384 52,055 3,912 7,417 55,102 7,417 865
WASHINGTON REAL ES SH BEN INT 93965310 5,226,720 348,448 348,228 220 348,448
WASTE CONNECTIONS IN COM 94105310 1,746,000 144,000 144,000 144,000
WASTE INDUSTRIES INC COM 94105810 298,100 27,100 27,100 27,100
WASTE MGMT INC DEL COM 94106L10 192,400,047 14,057,138 10,321,972 3,728,969 6,197 9,410,403 3,803,571 843,164
WATERS CORP COM 94184810 56,591,835 594,140 593,053 1,087 582,540 11,600
WATSCO INC COM 94262220 1,283,803 123,005 123,005 123,005
WATSON PHARMACEUTICA COM 94268310 59,065,923 1,488,294 1,484,444 2,450 1,400 1,390,174 10,600 87,520
WATTS INDS INC CL A 94274910 1,510,690 122,076 122,076 122,076
WAUSAU-MOSINEE PAPER COM 94331510 6,660,963 514,877 513,689 1,188 510,629 1,188 3,060
WAVE SYSTEMS CORP CL A 94352610 11,202,328 280,500 279,800 700 280,500
WAVO CORP COM 94402710 656,943 147,000 147,000 147,000
WEATHERFORD INTL INC COM 94707410 55,037,151 940,806 938,481 900 1,425 930,861 1,425 8,520
WEBB DEL CORP COM 94742310 1,677,621 113,261 113,261 113,261
WEBMETHODS INC COM 94768C10 2,558,575 10,600 10,600 10,600
WEBLINK WIRELESS INC CL A 94769A10 3,443,286 257,442 257,442 257,442
WEBSTER FINL CORP CO COM 94789010 10,131,224 440,488 416,966 7,999 15,523 421,965 15,523 3,000
WEBTRENDS CORP COM 94844D10 7,075,152 98,266 98,266 98,266
WEINGARTEN RLTY IN SH BEN INT 94874110 7,514,382 204,473 204,473 204,473
WEIS MKTS INC COM 94884910 3,761,862 110,643 109,784 100 759 109,684 759 200
WELLMAN INC COM 94970210 7,075,003 357,107 357,107 355,107 2,000
WELLPOINT HEALTH NET COM 94973H10 137,624,332 1,969,579 1,968,379 1,200 1,849,875 11,050 108,654
WELLS FARGO & CO NEW COM 94974610 1,289,826,009 31,652,172 29,757,841 1,334,138 560,193 28,529,002 773,693 2,349,477
WELLSFORD REAL PPTYS COM 95024010 1,272,584 146,493 146,493 146,493
WENDYS INTL INC COM 95059010 41,140,399 2,037,965 2,035,558 2,407 1,876,610 16,300 145,055
WERNER ENTERPRISES I COM 95075510 3,956,563 232,739 232,739 232,739
WESBANCO INC COM 95081010 2,753,929 142,602 142,602 142,602
WESCO INTL INC COM 95082P10 1,573,343 203,012 203,012 203,012
WESLEY JESSEN VISION COM 95101810 5,249,748 146,082 145,482 600 146,082
WEST COAST BANCORP O COM 95214510 931,963 94,982 94,982 94,982
WEST MARINE INC COM 95423510 705,964 71,044 70,544 500 70,544 500
WEST PHARMACEUTICAL COM 95530610 2,301,189 90,913 90,913 90,913
Page Total 3,792,269,950
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WEST TELESERVICES CO COM 95618810 2,460,644 95,559 95,559 95,559
WESTAMERICA BANCORPO COM 95709010 8,985,949 323,818 323,718 100 321,518 2,300
WESTELL TECHNOLOGIES CL A 95754110 3,928,275 123,240 123,240 123,240
WESTCORP INC COM 95790710 949,200 67,800 67,800 67,800
WESTERN DIGITAL CORP COM 95810210 6,702,797 901,277 901,277 901,277
WESTERN GAS RES INC COM 95825910 1,624,758 102,347 102,347 102,347
WESTERN PPTYS TR SH BEN INT 95926110 1,219,012 118,928 118,928 118,928
WESTERN RES INC COM 95942510 6,733,287 425,834 422,165 2,069 1,600 423,134 1,600 1,100
WESTERN WIRELESS COR CL A 95988E20 11,785,595 257,260 245,665 7,970 3,625 252,835 3,625 800
WESTFIELD AMER INC COM 95991010 3,186,690 234,972 234,972 234,972
WESTINGHOUSE AIR BRA COM 96038610 3,185,003 299,765 299,765 299,765
WESTPOINT STEVENS IN COM 96123810 7,345,077 386,583 386,583 382,383 4,200
WESTVACO CORP COM 96154810 508,482,209 15,235,422 15,232,772 2,650 1,574,408 13,550,617 110,397
WESTWOOD ONE INC COM 96181510 32,893,395 907,404 907,004 400 900,004 7,400
WET SEAL INC CL A 96184010 1,233,965 78,347 78,347 78,347
WEYERHAEUSER CO COM 96216610 238,974,723 4,192,539 4,167,313 9,426 15,800 3,810,961 45,800 335,778
WHIRLPOOL CORP COM 96332010 77,948,151 1,329,606 1,326,106 1,650 1,850 1,212,314 11,050 106,242
WHITEHALL JEWELLERS COM 96506310 2,827,050 120,300 120,300 120,300
WHITMAN CORP NEW COM 96647R10 17,968,430 1,289,261 1,288,423 720 118 1,225,243 118 63,900
WHITNEY HLDG CORP COM 96661210 5,350,304 163,994 163,994 163,994
WHOLE FOODS MKT INC COM 96683710 13,020,624 314,227 313,447 780 314,227
WILD OATS MARKETS IN COM 96808B10 3,912,773 190,867 178,597 12,270 190,867
WILEY JOHN & SONS IN CL A 96822320 57,110,652 3,172,814 225,990 38,570 2,908,254 263,960 2,908,254 600
WILEY JOHN & SONS IN CL B 96822330 21,713,952 1,267,968 1,267,968 1,267,968
WILLAMETTE INDS INC COM 96913310 76,136,585 1,897,485 1,895,610 1,875 1,768,095 14,200 115,190
WILLIAMS COMMUNICATI CL A 96945510 1,074,331 20,710 18,930 1,780 20,710
WILLIAMS COS INC DEL COM 96945710 329,933,829 7,509,248 7,407,211 67,137 34,900 6,825,229 91,825 592,194
WILLIAMS SONOMA INC COM 96990410 11,780,682 380,022 379,922 100 375,722 4,300
WILMINGTON TRUST COR COM 97180710 13,812,028 284,052 280,602 3,450 281,452 2,600
WIND RIVER SYSTEMS I COM 97314910 13,776,776 380,049 379,049 1,000 380,049
WINDMERE-DURABLE HLD COM 97341110 2,332,048 158,105 158,105 158,105
WINK COMMUNICATIONS COM 97416810 347,667 10,417 10,417 10,417
WINN DIXIE STORES IN COM 97428010 44,370,783 2,282,800 2,280,500 2,300 2,115,960 23,100 143,740
WINNEBAGO INDS INC COM 97463710 2,033,763 112,599 112,599 112,599
WINSTAR COMMUNICATIO COM 97551510 25,695,300 428,255 427,205 1,050 427,205 1,050
WINSTON HOTELS INC COM 97563A10 423,150 54,600 54,600 54,600
WIRELESS FACILITIES COM 97653A10 1,405,087 13,350 13,300 50 13,350
WISCONSIN CENT TRANS COM 97659210 6,537,359 533,662 533,662 530,662 3,000
Page Total 1,569,201,903
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</TABLE>
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STATE STREET CORPORATION
SEC 13F
<TABLE>
<CAPTION>
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Investment Discretion Voting Authority
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WISCONSIN ENERGY COR COM 97665710 21,155,150 1,061,100 1,034,450 7,100 19,550 1,030,450 19,550 11,100
WOLVERINE TUBE INC COM 97809310 1,117,680 87,237 87,237 87,237
WOLVERINE WORLD WIDE COM 97809710 5,128,431 466,221 378,651 81,470 6,100 460,121 6,100
WOODWARD GOVERNOR CO COM 98074510 1,221,300 53,100 53,100 53,100
WORLD ACCESS INC COM 98141A10 6,411,331 335,233 335,233 335,233
WORLDGATE COMMUNICAT COM 98156L30 2,568,797 85,450 85,450 85,450
WORTHINGTON INDS INC COM 98181110 22,694,945 1,833,935 1,721,542 63,337 49,056 1,651,436 59,856 122,643
WORLDPAGES COM INC COM 98192210 697,812 72,500 72,500 72,500
WRIGLEY WM JR CO COM 98252610 142,973,555 1,861,344 1,855,482 5,562 300 1,675,099 68,075 118,170
WYNDHAM INTL INC CL A 98310110 1,865,293 994,823 977,823 17,000 994,743 80
WYNNS INTL INC COM 98319510 1,574,222 113,975 113,875 100 113,975
XCEED INC COM 98388N10 2,313,600 96,400 96,400 96,400
XILINX INC COM 98391910 456,031,688 5,506,831 5,483,316 19,115 4,400 5,006,631 192,100 308,100
XIRCOM INC COM 98392210 7,040,693 190,289 190,289 190,289
XEROX CORP COM 98412110 799,962,540 30,767,790 11,118,265 19,639,075 10,450 10,160,076 19,698,681 909,033
XTRA CORP COM 98413810 3,864,182 101,689 101,489 200 101,689
XPEDIOR INC COM 98413B10 366,750 16,300 16,300 16,300
YAHOO INC COM 98433210 1,522,221,300 8,882,400 8,875,254 6,696 450 7,860,631 305,190 716,579
YANKEE CANDLE INC COM 98475710 302,530 19,133 17,133 2,000 19,133
YELLOW CORP COM 98550910 11,998,523 650,785 400,785 250,000 650,785
YORK INTL CORP NEW COM 98667010 8,224,587 351,854 351,254 600 348,954 2,900
YOUNG & RUBICAM INC COM 98742510 49,241,054 1,047,682 1,047,682 942,082 41,200 64,400
YOUNG BROADCASTING I CL A 98743410 1,211,060 63,740 63,740 63,740
YOUTHSTREAM MEDIA NE COM 98781910 1,303,312 99,300 99,300 99,300
ZALE CORP NEW COM 98885810 56,021,491 1,187,223 1,186,973 250 799,436 373,087 14,700
ZAPATA CORP COM NEW 98907050 437,950 92,200 92,200 92,200
ZEBRA TECHNOLOGIES C CL A 98920710 9,050,200 181,004 180,894 110 181,004
ZENITH NATL INS CORP COM 98939010 1,682,595 75,837 75,337 500 75,837
ZIFF-DAVIS INC COM ZD 98951110 3,195,906 204,538 203,638 900 204,538
ZIFF-DAVIS INC COM ZDNET 98951120 2,097,375 98,700 98,700 98,700
ZIONS BANCORPORATION COM 98970110 29,150,070 700,302 700,102 200 693,402 6,900
ZIXIT CORP COM 98974P10 8,527,086 117,111 117,111 117,111
ZORAN CORP COM 98975F10 4,105,707 72,910 52,800 19,310 800 72,110 800
ZOOM TELEPHONICS INC COM 98976E10 211,400 15,100 15,100 15,100
ZOMAX INC MINN COM 98992910 4,729,625 78,500 78,500 78,500
DAIMLERCHRYSLER AG ORD D1668R12 9,875,817 150,921 147,906 3,015 150,921
ACE LTD ORD G0070K10 1,594,959 69,725 69,725 69,725
AMDOCS LTD ORD G0260210 8,649,564 116,886 87,161 24,473 5,252 111,634 5,252
Page Total 3,210,820,080
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</TABLE>
March 2000
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SEC 13F
<TABLE>
<CAPTION>
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Investment Discretion Voting Authority
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Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CORECOMM LTD ORD G2422R10 1,846,636 41,969 2,836 39,133 2,836 39,133
EVEREST RE GROUP LTD COM G3223R10 11,673,551 357,810 357,810 293,710 64,100
FRESH DEL MONTE PROD ORD G3673810 235,161 27,666 27,666 27,666
GEMSTAR INTL GROUP L ORD G3788V10 15,356,332 178,562 174,602 3,960 98,093 80,469
GLOBAL CROSSING LTD COM G3921A10 434,071,467 10,603,402 10,599,742 3,660 9,757,439 98,170 747,793
LORAL SPACE & COMMUN COM G5646210 58,032,763 5,731,631 5,716,214 2,804 12,613 5,719,018 12,613
SANTA FE INTL CORP ORD G7805C10 1,621,488 43,824 43,824 43,824
TRANSOCEAN SEDCO FOR ORD G9007810 164,767,039 3,211,082 3,102,027 60,909 48,146 2,853,158 75,120 282,804
XL CAP LTD CL A G9825510 1,336,088 24,128 22,098 2,030 24,128
CHECK POINT SOFTWARE ORD M2246510 1,854,312 10,840 10,840 10,840
ROYAL CARIBBEAN CRUI COM V7780T10 1,633,016 58,322 58,322 58,322
TEEKAY SHIPPING MARS COM Y8564W10 3,833,185 139,075 91,400 47,475 200 138,875 200
Page Total 696,261,038
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TOTAL MARKET VALUE 322,063,615,444
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