UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington D.C. 20549
Form 13F
Form 13F Cover Page
Report for Calendar Year or Quarter Ended: December 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 the reporting manager:
Name: Frederick P. Baughman
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Title Senior Vice President, Controller and Chief Accounting Officer
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Telephone: 617-786-3000
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Signature, Place, and Date of Signing:
/s/ Frederick P. Baughman Boston, Massachusetts January 26, 2001
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[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.)
13F File Number Name
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28-5798 Roy A. Hammer
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28-1721 George T. Shaw
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Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 11
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Form 13F Information Table Entry Total: 3,004
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Form 13F Information Table Value Total: 308,666,065
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(thousands)
List of Other Included Managers:
Provide a numbered list of the names(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
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No. Form 13F File Number Name
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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
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8 28-1487 Peter B. Loring
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9 28-4282 Dean Ridlon
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10 28-1721 George T. Shaw
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11 Michael B. Elefante
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Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
DAIMLERCHRYSLER AG ORD D1668R12 620,760 15,067 14,463 604 15,067
ACE LTD ORD G0070K10 3,254,917 76,700 74,120 2,580 74,800 1,900
AMDOCS LTD ORD G0260210 24,031,922 362,746 302,441 51,355 8,950 348,396 8,950 5,400
APW LTD COM G0439710 1,572,952 46,606 46,406 200 45,706 900
EVEREST RE GROUP LTD COM G3223R10 12,794,302 178,629 178,529 100 175,229 3,400
GLOBAL CROSSING LTD COM G3921A10 169,625,094 11,851,949 11,849,024 2,925 10,832,553 121,780 897,616
LORAL SPACE & COMMUN COM G5646210 17,041,338 5,347,141 5,334,528 12,613 5,334,528 12,613
RENAISSANCE RE HLDGS COM G7496G10 1,171,469 14,959 14,959 14,959
SANTA FE INTL CORP ORD G7805C10 2,175,310 67,847 67,817 30 67,847
TRANSOCEAN SEDCO FOR ORD G9007810 145,486,684 3,162,754 3,088,825 38,869 35,060 2,790,990 64,566 307,198
TRENWICK GROUP LTD COM G9032C10 1,336,845 53,879 43,379 10,500 43,379 10,500
XOMA LTD ORD G9825R10 534,651 54,836 54,836 54,836
UBS AG ORD H8920G15 3,901,992 23,880 23,541 339 9,822 14,058
CHECK POINT SOFTWARE ORD M2246510 1,877,614 14,058 13,868 190 674 13,234 150
ROYAL CARIBBEAN CRUI COM V7780T10 2,859,324 108,103 102,103 6,000 108,103
FLEXTRONICS INTL LTD ORD Y2573F10 668,353 23,451 23,451 22,951 500
TEEKAY SHIPPING MARS COM Y8564W10 7,048,050 185,475 127,400 46,210 11,865 173,610 11,865
AAR CORP COM 00036110 2,961,673 234,588 234,388 200 214,988 19,600
ACTV INC COM 00088E10 1,152,153 271,095 270,995 100 247,195 23,900
A D C TELECOMMUNICAT COM 00088610 239,243,166 13,199,623 13,167,277 29,196 3,150 11,725,637 205,110 1,268,176
ADE CORP MASS COM 00089C10 939,571 53,309 53,109 200 53,309
ABN AMRO HLDG NV SPONSORED 00093710 1,255,800 55,200 55,200 55,200
ABM INDS INC COM 00095710 3,832,351 125,138 124,938 200 113,738 11,400
ACT MFG INC COM 00097310 1,349,444 85,679 85,679 77,779 7,900
AFLAC INC COM 00105510 354,776,799 4,914,691 4,898,336 9,055 7,300 4,272,410 79,190 562,891
AGCO CORP COM 00108410 8,215,124 677,536 677,096 440 633,936 43,600
AGL RES INC COM 00120410 13,844,302 627,518 625,968 1,550 589,018 38,500
AES CORP COM 00130H10 425,099,145 7,676,734 7,663,215 10,579 2,940 6,685,944 108,650 881,840
AK STL HLDG CORP COM 00154710 9,140,390 1,044,616 1,044,316 300 979,916 300 64,400
AMB PROPERTY CORP COM 00163T10 16,093,678 623,496 623,396 100 570,496 8,700 44,300
AMLI RESIDENTIAL PPT SH BEN INT 00173510 3,914,666 158,572 158,212 360 147,872 10,700
AMR CORP COM 00176510 108,620,054 2,771,839 2,767,894 3,645 300 2,415,102 39,130 317,607
ANC RENTAL CORP COM 00181310 815,808 233,088 232,896 192 230,939 1,000 1,149
APAC CUSTOMER SERVIC COM 00185E10 591,523 160,435 160,435 160,435
AT&T CORP COM 00195710 1,288,341,935 74,686,489 73,062,580 1,063,897 560,012 65,013,814 1,536,304 8,132,771
AT&T CORP COM LIB GR 00195720 246,612,194 18,184,058 18,055,094 53,708 75,256 14,806,244 385,056 2,990,358
AT&T CORP COM WIRLES 00195740 41,883,492 2,419,333 2,397,399 20,889 1,045 1,949,676 44,545 424,512
Page Total 3,164,684,845
Page 1 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
ATMI INC COM 00207R10 3,646,324 186,991 185,911 1,080 170,991 16,000
ATS MED INC COM 00208310 2,190,430 154,397 154,397 138,997 15,400
AVT CORP COM 00242010 1,044,926 210,289 210,289 210,289
AVX CORP NEW COM 00244410 5,294,004 323,298 322,998 300 291,598 5,200 26,500
AXA FINL INC COM 00245110 15,756,973 282,004 272,980 5,824 3,200 272,404 3,200 6,200
AXT INC COM 00246W10 4,825,200 145,944 145,844 100 133,644 12,300
AARON RENTS INC COM 00253520 1,727,376 122,840 122,840 109,940 12,900
ABBOTT LABS COM 00282410 1,479,440,643 30,543,606 29,178,797 652,394 712,415 25,397,816 1,784,525 3,344,165
ABERCROMBIE & FITCH CL A 00289620 22,128,580 1,106,429 1,099,773 4,606 2,050 1,039,679 2,050 64,700
ABGENIX INC COM 00339B10 23,391,918 396,057 395,497 560 347,057 8,200 40,800
ABIOMED INC COM 00365410 2,704,651 111,532 111,132 400 101,232 10,300
ABOUT COM INC COM 00373610 3,144,625 116,740 116,740 106,340 10,400
ACACIA RESH CORP COM 00388110 2,113,126 118,635 118,635 107,735 10,900
ACCREDO HEALTH INC COM 00437V10 5,379,996 107,199 107,159 40 99,122 8,077
ACCRUE SOFTWARE INC COM 00437W10 356,025 142,410 142,210 200 142,410
ACKERLEY GROUP INC COM 00452710 804,510 89,390 89,390 89,390
ACLARA BIOSCIENCES I COM 00461P10 732,039 67,314 67,314 67,314
ACME COMMUNICATION I COM 00463110 580,678 63,636 60,936 2,700 63,636
ACNIELSEN CORP COM 00483310 22,571,968 622,675 621,609 866 200 584,275 200 38,200
ACTIVISION INC NEW COM NEW 00493020 298,023 19,704 19,704 19,704
ACTEL CORP COM 00493410 7,563,226 312,698 312,698 298,198 14,500
ACTIVE POWER INC COM 00504W10 386,091 17,600 17,600 17,600
ACTUATE CORP COM 00508B10 8,488,726 443,855 443,655 200 408,555 35,300
ACTUANT CORP CL A 00508X10 799,638 266,546 266,346 200 263,996 2,550
ACXIOM CORP COM 00512510 28,610,012 734,777 734,177 400 200 674,577 8,700 51,500
ADAPTIVE BROADBAND C COM 00650M10 2,002,299 326,906 326,906 301,806 25,100
ADAPTEC INC COM 00651F10 19,646,000 1,916,683 1,912,488 4,095 100 1,730,442 26,700 159,341
ADELPHIA BUSINESS SO CL A 00684710 751,098 176,729 176,729 176,729
ADELPHIA COMMUNICATI CL A 00684810 23,583,384 456,821 449,831 3,130 3,860 402,394 12,160 42,267
ADEPT TECHNOLOGY INC COM 00685410 992,017 68,415 68,415 61,115 7,300
ADMINISTAFF INC COM 00709410 8,448,048 310,590 310,550 40 296,290 13,500
ADOBE SYS INC COM 00724F10 324,642,379 5,579,294 5,571,964 6,730 600 4,864,395 161,720 550,579
ADOLOR CORP COM 00724X10 3,508,010 159,455 114,700 44,755 159,455
ADTRAN INC COM 00738A10 5,781,933 272,091 271,791 200 100 252,191 3,500 16,400
ADVANCE PARADIGM INC COM 00749110 8,926,554 196,188 196,068 120 179,688 16,500
ADVANCED DIGITAL INF COM 00752510 9,409,001 409,087 408,647 440 374,137 34,950
ADVANCED LTG TECHNOL COM 00753C10 684,952 103,389 103,389 103,389
Page Total 2,052,355,383
Page 2 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
ADVANCED MARKETING S COM 00753T10 878,271 50,548 50,548 50,548
ADVANCED FIBRE COMMU COM 00754A10 13,150,599 728,081 727,561 520 664,681 9,400 54,000
ADVANCED TISSUE SCIE COM 00755F10 1,375,119 453,685 453,685 411,985 41,700
ADVANTAGE LEARNING S COM 00757K10 2,979,679 88,615 88,615 80,865 7,750
ADVO INC COM 00758510 7,838,710 176,647 176,647 165,047 11,600
AEROFLEX INC COM 00776810 12,871,903 446,507 446,057 450 419,107 27,400
ADVANCED MICRO DEVIC COM 00790310 75,256,905 5,448,661 5,440,021 8,440 200 4,850,757 81,600 515,804
AEGON N V ORD AMER R 00792410 2,679,523 64,665 64,613 52 64,149 516
ADVANTA CORP CL A 00794210 1,380,390 156,649 156,649 156,649
ADVANCED ENERGY INDS COM 00797310 2,227,162 98,985 98,985 98,985
ADVENT SOFTWARE INC COM 00797410 8,362,982 208,751 208,471 280 192,251 16,500
AETHER SYS INC COM 00808V10 5,738,268 146,665 146,565 100 129,365 2,600 14,700
AETNA INC NEW COM 00817Y10 107,959,922 2,629,193 2,623,191 5,159 843 2,278,686 32,473 317,934
AFFILIATED COMPUTER CL A 00819010 25,834,031 425,693 425,323 170 200 393,993 4,600 27,100
AFFILIATED MANAGERS COM 00825210 15,010,946 273,548 245,878 22,315 5,355 254,293 5,355 13,900
AFFYMETRIX INC COM 00826T10 17,634,497 236,905 236,315 590 208,205 4,700 24,000
AGENCY COM LTD COM 00844710 664,275 171,426 50,629 1,520 119,277 52,149 119,277
AGILENT TECHNOLOGIES COM 00846U10 465,379,818 8,500,088 8,131,276 167,062 201,750 7,200,398 319,459 979,831
AGILE SOFTWARE CORP COM 00846X10 7,817,642 158,332 158,122 210 139,192 3,100 16,040
AGRIBRANDS INTL INC COM 00849R10 4,261,596 79,656 78,774 882 72,856 6,800
AIR PRODS & CHEMS IN COM 00915810 637,005,725 15,536,725 15,162,747 196,128 177,850 3,916,279 11,133,734 486,712
AIRGAS INC COM 00936310 4,479,884 657,646 657,646 616,646 41,000
AIRGATE PCS INC COM 00936710 2,441,725 68,781 68,781 62,081 6,700
AIRNET COMMUNICATION COM 00941P10 335,515 49,706 49,706 49,706
AIRTRAN HLDGS INC COM 00949P10 3,326,430 458,818 458,818 414,818 44,000
AKAMAI TECHNOLOGIES COM 00971T10 12,949,949 614,849 377,502 247 237,100 298,015 242,400 74,334
AKZO NOBEL NV SPONSORED 01019930 2,603,392 48,890 48,890 48,890
ALABAMA NATL BANCORP COM 01031710 1,271,819 56,213 56,213 56,213
ALAMOSA PCS HOLDINGS COM 01159310 727,664 90,958 90,958 90,958
ALASKA AIR GROUP INC COM 01165910 8,885,581 298,675 297,095 80 1,500 278,875 1,500 18,300
ALASKA COMMUNICATION COM 01167P10 550,325 75,907 75,907 75,907
ALBANY INTL CORP CL A 01234810 3,173,940 236,209 236,209 234,096 2,113
ALBANY MOLECULAR RES COM 01242310 9,361,885 151,917 151,717 200 139,017 12,500
ALBEMARLE CORP COM 01265310 12,384,949 500,402 499,452 950 481,002 19,400
ALBERTA ENERGY LTD COM 01287310 1,802,185 37,351 20,400 16,951 31,351 6,000
ALBERTO CULVER CO CL B CONV 01306810 41,135,995 960,852 959,942 810 100 876,213 9,400 75,239
ALBERTSONS INC COM 01310410 192,865,701 7,277,951 7,232,643 19,387 25,921 6,354,476 123,743 799,632
Page Total 1,714,604,902
Page 3 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
ALCAN ALUMINIUM LTD COM 01371610 147,630,781 4,318,331 4,317,831 500 3,975,061 46,600 296,670
ALCOA INC COM 01381710 596,916,366 17,818,399 17,744,737 60,810 12,852 15,739,771 241,760 1,836,168
ALCATEL SPONSORED 01390430 6,236,304 111,488 87,279 24,209 101,281 10,207
ALEXANDER & BALDWIN COM 01448210 12,195,855 464,604 464,404 200 434,304 30,300
ALEXANDERS INC COM 01475210 1,972,940 29,148 29,136 12 26,548 2,600
ALEXANDRIA REAL ESTA COM 01527110 12,806,719 344,387 302,117 42,270 335,387 9,000
ALEXION PHARMACEUTIC COM 01535110 7,665,163 118,040 117,740 300 108,640 9,400
ALFA CORP COM 01538510 5,376,322 292,589 292,389 200 266,989 25,600
ALKERMES INC COM 01642T10 9,583,336 305,445 302,745 2,700 266,945 6,300 32,200
ALLAIRE CORP COM 01671410 782,798 155,595 155,295 300 155,295 300
ALLEGHANY CORP DEL COM 01717510 7,894,077 38,414 38,314 100 35,314 3,100
ALLEGHENY ENERGY INC COM 01736110 95,581,612 1,983,556 1,968,338 4,118 11,100 1,763,956 41,000 178,600
ALLEGHENY TECHNOLOGI COM 01741R10 24,769,000 1,560,252 1,557,952 2,300 1,373,660 19,250 167,342
ALLEGIANCE TELECOM I COM 01747T10 16,915,457 759,699 712,930 36,399 10,370 667,879 23,670 68,150
ALLEN TELECOM INC COM 01809110 4,075,160 227,193 227,073 120 208,193 19,000
ALLERGAN INC COM 01849010 231,635,585 2,392,633 2,387,833 4,000 800 2,048,960 97,100 245,173
ALLETE COM 01852210 27,308,087 1,100,600 1,099,200 1,400 1,047,300 1,400 51,900
ALLIANCE CAP MGMT HL UNIT LTD P 01855A10 9,396,253 185,605 183,188 400 2,017 181,588 2,017 2,000
ALLIANCE SEMICONDUCT COM 01877H10 2,357,036 208,366 208,366 190,966 17,400
ALLIANCE PHARMACEUTI COM 01877310 3,325,532 385,569 385,569 352,469 33,100
ALLIANT CORP COM 01880210 26,070,594 817,901 791,558 12,530 13,813 738,688 23,513 55,700
ALLIANT TECHSYSTEMS COM 01880410 11,943,043 178,922 178,487 435 169,622 9,300
ALLIANZ AKTIENGESELL SP ADR 1/1 01880510 873,862 23,303 7,500 15,803 23,303
ALLIED CAP CORP NEW COM 01903Q10 13,410,120 642,401 629,337 13,064 579,237 13,064 50,100
ALLIED RISER COMMUNI COM 01949610 748,508 368,542 368,142 400 368,542
ALLIED WASTE INDS IN COM PAR$.0 01958930 52,720,250 3,620,399 3,612,434 7,865 100 3,185,671 47,100 387,628
ALLMERICA FINL CORP COM 01975410 42,748,175 589,630 581,991 7,008 631 543,810 7,131 38,689
ALLOS THERAPEUTICS I COM 01977710 211,587 26,245 26,245 26,245
ALLSTATE CORP COM 02000210 597,634,004 13,719,159 13,670,075 31,050 18,034 12,045,103 207,994 1,465,362
ALLTEL CORP COM 02003910 403,884,536 6,468,673 5,945,007 405,378 118,288 5,725,850 198,018 544,505
ALPHA INDS INC COM 02075310 8,134,487 219,851 219,411 440 191,251 5,100 23,400
ALPHARMA INC CL A 02081310 22,282,357 507,860 447,249 43,921 16,690 469,670 16,690 21,500
ALTERA CORP COM 02144110 202,333,912 7,689,796 7,552,966 106,130 30,700 6,708,572 298,100 678,524
ALZA CORP DEL COM 02261510 232,997,537 5,482,295 5,304,027 137,590 40,678 4,960,501 185,038 334,256
AMAZON COM INC COM 02313510 26,532,836 1,704,976 1,702,990 1,986 1,383,701 22,600 298,475
AMBAC FINL GROUP INC COM 02313910 106,947,531 1,834,057 1,828,912 1,845 3,300 1,639,378 27,300 167,379
AMCOL INTL CORP COM 02341W10 883,300 185,958 185,958 185,958
Page Total 2,974,781,022
Page 4 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
AMERADA HESS CORP COM 02355110 139,417,346 1,908,206 1,900,921 3,910 3,375 1,716,602 25,365 166,239
AMERCO COM 02358610 1,196,497 60,968 60,968 60,968
AMEREN CORP COM 02360810 113,258,311 2,445,550 2,441,338 3,506 706 2,172,686 39,586 233,178
AMERICA ONLINE INC D COM 02364J10 1,346,095,146 38,680,895 38,479,422 171,216 30,257 34,846,654 1,094,717 2,739,524
AMERICA WEST HLDG CO CL B 02365720 3,465,697 270,504 270,404 100 246,304 24,200
AMCORE FINL INC COM 02391210 4,514,275 218,218 218,218 199,918 18,300
AMERICAN AXLE & MFG COM 02406110 547,891 69,030 68,830 200 68,830 200
AMERICAN CLASSIC VOY COM 02492810 1,135,330 81,095 80,895 200 81,095
AMERICAN CAPITAL STR COM 02493710 7,949,042 315,601 315,601 300,801 14,800
AMERICAN EAGLE OUTFI COM 02553E10 15,219,590 360,227 359,827 300 100 342,427 100 17,700
AMERICAN ELEC PWR IN COM 02553710 274,176,787 5,896,275 5,864,919 15,662 15,694 5,106,528 106,062 683,285
AMERICAN EXPRESS CO COM 02581610 1,515,830,988 27,592,169 26,822,539 587,125 182,505 23,618,957 1,080,265 2,879,117
AMERICAN FINL GROUP COM 02593210 12,877,602 484,813 483,613 1,200 451,613 3,900 29,300
AMERICAN FINL HLDGS COM 02607510 4,119,534 199,735 199,735 180,135 19,600
AMERICAN FREIGHTWAYS COM 02629V10 2,925,534 104,719 104,639 80 104,249 470
AMERICAN GENERAL COR COM 02635110 399,617,646 4,903,284 4,559,316 222,724 121,244 4,293,353 189,994 419,737
AMERICAN GREETINGS C CL A 02637510 12,559,986 1,330,930 1,328,146 2,784 1,220,513 8,800 101,617
AMERICAN HOME PRODS COM 02660910 1,642,173,879 25,840,659 24,403,090 724,070 713,499 21,450,606 1,546,119 2,829,434
AMERICAN INDL PPTYS COM NEW 02679120 1,507,521 123,063 123,063 123,063
AMERICAN INTL GROUP COM 02687410 4,572,033,834 46,387,389 43,624,159 1,643,261 1,119,969 38,882,147 2,653,588 4,825,869
AMERICAN ITALIAN PAS CL A 02707010 3,856,691 143,842 143,802 40 131,242 12,600
AMERICAN MGMT SYS IN COM 02735210 5,438,909 274,526 261,026 200 13,300 227,526 19,700 27,300
AMERICAN NATL INS CO COM 02859110 7,188,456 98,472 97,972 500 90,572 7,900
AMERICAN PWR CONVERS COM 02906610 42,045,634 3,397,627 3,390,302 7,225 100 2,961,374 46,900 389,253
AMERICAN STD COS INC COM 02971210 63,295,157 1,283,565 1,282,125 1,340 100 1,220,465 8,700 54,400
AMERICAN STS WTR CO COM 02989910 3,011,396 81,665 81,665 74,365 7,300
AMERICAN TOWER CORP CL A 02991220 38,264,506 1,010,284 868,614 119,385 22,285 883,399 39,485 87,300
AMERICAN SUPERCONDUC COM 03011110 4,467,068 156,399 156,299 100 143,499 12,900
AMERICAN WTR WKS INC COM 03041110 28,762,090 979,135 976,615 2,220 300 897,935 12,400 68,800
AMERICREDIT CORP COM 03060R10 38,219,133 1,402,537 1,402,137 400 1,341,637 60,900
AMERIPATH INC COM 03071D10 4,110,025 164,401 164,321 80 149,101 15,300
AMERISOURCE HEALTH C CL A 03071P10 48,904,149 968,399 968,119 280 930,699 37,700
AMERITRADE HLDG CORP CL A 03072H10 3,381,217 483,031 481,931 1,100 427,431 9,500 46,000
AMERUS GROUP CO COM 03072M10 611,531 18,889 18,889 18,889
AMES DEPT STORES INC COM NEW 03078950 299,305 208,285 208,285 208,285
AMETEK INC NEW COM 03110010 13,025,276 502,189 486,139 2,200 13,850 463,199 13,850 23,400
AMGEN INC COM 03116210 1,273,987,690 19,925,672 19,656,917 157,588 111,167 16,830,486 815,787 2,267,999
Page Total 11,649,490,669
Page 5 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
AMKOR TECHNOLOGY INC COM 03165210 9,617,313 619,832 619,632 200 536,732 13,600 69,300
AMPAL AMERN ISRAEL C CL A 03201510 585,001 96,503 96,503 96,503
AMPHENOL CORP NEW CL A 03209510 12,994,840 331,611 331,411 200 301,011 4,700 25,900
AMSOUTH BANCORPORATI COM 03216510 105,670,513 6,929,214 6,866,910 37,625 24,679 6,212,739 117,219 599,256
AMYLIN PHARMACEUTICA COM 03234610 3,457,235 439,014 438,814 200 401,214 37,800
ANADARKO PETE CORP COM 03251110 372,783,040 5,244,556 4,759,563 368,117 116,876 4,628,414 180,044 436,098
ANADIGICS INC COM 03251510 3,746,616 228,801 228,601 200 209,001 19,700
ANALOG DEVICES INC COM 03265410 381,937,994 7,461,621 7,254,870 143,061 63,690 6,615,376 302,590 539,655
ANALOGIC CORP COM PAR $0 03265720 2,145,838 48,154 48,054 100 48,154
ANALYSTS INTL CORP COM 03268110 521,603 136,832 136,832 136,832
ANAREN MICROWAVE INC COM 03274410 11,615,826 172,888 172,888 159,788 13,100
ANCHOR BANCORP WIS I COM 03283910 3,132,336 195,771 195,231 540 179,171 16,600
ANCHOR GAMING COM 03303710 3,493,152 89,568 89,368 200 85,168 4,400
ANDOVER BANCORP INC COM 03425810 1,727,463 50,163 49,963 200 50,163
ANDREW CORP COM 03442510 32,053,953 1,473,745 1,472,235 1,510 1,316,637 17,257 139,851
ANDRX GROUP COM 03455310 39,214,653 677,575 677,250 325 647,875 4,600 25,100
ANHEUSER BUSCH COS I COM 03522910 798,878,262 17,557,764 17,261,862 96,391 199,511 14,775,802 774,071 1,996,131
ANIXTER INTL INC COM 03529010 3,839,324 177,541 177,221 320 162,741 14,800
ANNTAYLOR STORES COR COM 03611510 4,908,723 196,845 196,425 420 180,245 16,600
ANSOFT CORP COM 03638410 350,021 51,855 5,300 553 46,002 5,853 46,002
ANTEC CORP COM 03664P10 2,112,815 267,242 267,042 200 247,242 200 19,800
ANSWERTHINK INC COM 03691610 917,987 253,238 253,238 230,838 22,400
ANTIGENICS INC DEL COM 03703210 285,665 25,824 25,824 25,824
AON CORP COM 03738910 157,520,784 4,599,147 4,578,508 8,703 11,936 4,054,126 75,081 469,840
APACHE CORP COM 03741110 163,545,936 2,334,303 2,253,446 60,367 20,490 2,064,512 49,825 219,966
APARTMENT INVT & MGM CL A 03748R10 39,503,912 791,075 727,225 63,850 740,675 8,300 42,100
APHTON CORP COM 03759P10 1,874,412 104,134 104,134 94,334 9,800
APOGEE ENTERPRISES I COM 03759810 5,831,396 1,084,911 1,084,911 24,938 1,059,973
APOGENT TECHNOLOGIES COM 03760A10 28,558,591 1,393,102 1,380,102 11,400 1,600 1,304,602 14,500 74,000
APOLLO GROUP INC CL A 03760410 41,809,392 850,009 849,129 680 200 785,559 9,400 55,050
APPLE COMPUTER INC COM 03783310 91,577,580 6,156,476 6,145,090 10,786 600 5,356,902 85,200 713,974
APPLEBEES INTL INC COM 03789910 14,493,400 461,030 450,030 11,000 434,830 11,000 15,200
APRIA HEALTHCARE GRO COM 03793310 25,621,205 861,217 861,057 160 831,617 29,600
APPLERA CORP COM AP BIO 03802010 366,120,908 3,892,336 3,878,856 10,860 2,620 3,243,098 147,180 499,958
APPLERA CORP COM CE GEN 03802020 14,649,554 405,524 402,350 2,474 700 334,163 7,900 63,461
APPLICA INC COM 03815A10 764,014 156,721 156,721 156,721
APPLIED INDL TECHNOL COM 03820C10 3,682,757 179,105 179,105 164,305 14,800
Page Total 2,751,544,014
Page 6 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
APPLIED MICRO CIRCUI COM 03822W10 354,968,782 4,729,953 4,719,316 2,349 8,288 4,115,465 186,488 424,700
APPLIED MATLS INC COM 03822210 624,202,601 16,345,945 15,593,838 602,118 149,989 14,207,788 361,929 1,775,228
APPLIED SCIENCE & TE COM 03823610 897,180 74,765 74,765 74,765
APTARGROUP INC COM 03833610 17,541,986 597,174 275,720 203,774 117,680 455,482 117,680 23,400
ARADIGM CORP COM 03850510 2,066,103 141,272 140,872 400 128,172 400 12,700
ARCH CHEMICALS INC COM 03937R10 66,638,860 3,754,302 3,754,228 74 128,098 3,612,804 13,400
ARCH COAL INC COM 03938010 2,276,328 161,156 160,386 329 441 160,544 465 147
ARCH WIRELESS INC COM 03939210 377,895 604,632 602,202 2,430 604,632
ARCHER DANIELS MIDLA COM 03948310 175,013,445 11,667,563 11,647,731 9,919 9,913 10,124,442 171,067 1,371,754
ARCHSTONE CMNTYS TR SH BEN INT 03958110 24,950,900 968,967 888,567 80,400 905,567 9,400 54,000
ARCTIC CAT INC COM 03967010 1,496,114 128,698 128,338 360 128,698
ARDEN RLTY INC COM 03979310 15,415,117 613,537 613,537 576,137 37,400
AREA BANCSHARES CORP COM 03987210 1,723,540 104,457 104,457 104,457
AREMISSOFT CORP DEL COM 04002610 3,336,586 78,164 78,164 71,264 6,900
ARGONAUT GROUP INC COM 04015710 3,129,231 149,011 148,271 740 136,111 12,900
ARGOSY GAMING CO COM 04022810 8,202,960 427,527 427,527 412,727 14,800
ARGUSS COMMUNICATION COM 04028210 1,159,048 127,019 76,353 50,666 127,019
ARIAD PHARMACEUTICAL COM 04033A10 752,889 158,503 158,003 500 158,503
ARIBA INC COM 04033V10 76,562,343 1,427,736 1,425,383 1,478 875 1,178,558 20,775 228,203
ARKANSAS BEST CORP D COM 04079010 5,302,202 289,548 289,548 289,548
ARMOR HOLDINGS INC COM 04226010 1,984,365 113,802 113,802 99,402 14,400
ARMSTRONG HLDGS INC COM 04238410 526,931 255,544 251,834 3,710 232,295 23,249
ARNOLD INDS INC COM 04259510 2,741,958 152,331 151,911 420 137,731 14,600
ARQULE INC COM 04269E10 373,248 11,664 9,164 2,500 11,664
ARROW ELECTRS INC COM 04273510 28,442,601 993,628 991,308 1,970 350 904,378 12,550 76,500
ARROW INTL INC COM 04276410 3,474,601 92,233 92,233 83,842 7,800
ART TECHNOLOGY GROUP COM 04289L10 9,793,073 320,433 320,113 320 280,633 6,500 33,300
ARTESYN TECHNOLOGIES COM 04312710 4,182,157 263,443 263,123 320 242,943 20,500
ARTHROCARE CORP COM 04313610 3,124,095 160,210 160,210 146,078 14,132
ARVINMERITOR INC COM 04335310 12,824,175 1,127,400 1,125,245 1,756 399 1,072,501 399 54,500
ASHLAND INC COM 04420410 54,751,164 1,525,527 1,519,703 4,030 1,794 1,387,099 17,524 120,904
ASK JEEVES INC COM 04517410 380,698 156,216 156,216 140,216 15,900
ASPECT COMMUNICATION COM 04523Q10 2,402,053 298,503 298,303 200 264,403 34,100
ASPEN TECHNOLOGY INC COM 04532710 7,824,190 235,314 235,214 100 216,514 18,800
ASSOCIATED BANC CORP COM 04548710 20,828,653 685,717 684,617 1,100 628,062 8,500 48,592
ASSOCIATED ESTATES R COM 04560410 456,268 56,595 56,595 56,595
AT HOME CORP COM SER A 04591910 9,643,160 1,743,475 1,737,105 6,370 1,556,975 27,700 158,300
Page Total 1,549,767,500
Page 7 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
ASTEC INDS INC COM 04622410 1,511,889 114,650 114,350 300 114,650
ASTORIA FINL CORP COM 04626510 155,337,099 2,860,088 565,355 2,294,433 300 2,827,688 300 32,100
ASTRAZENECA PLC SPONSORED 04635310 3,385,764 65,743 36,735 29,008 57,586 8,157
ASYST TECHNOLOGY COR COM 04648X10 3,482,171 259,148 258,988 160 236,748 22,300
ATLANTIC COAST AIRLI COM 04839610 5,325,481 130,287 130,287 119,087 11,200
ATLAS AIR INC COM 04916410 12,677,389 388,579 342,639 40,920 5,020 370,259 5,020 13,300
ATMEL CORP COM 04951310 47,231,119 4,062,892 4,050,392 11,700 800 3,701,292 49,700 311,100
ATMOS ENERGY CORP COM 04956010 6,281,803 257,715 257,615 100 236,915 20,800
ATWOOD OCEANICS INC COM 05009510 3,292,803 75,161 75,161 68,661 6,500
AUDIOVOX CORP CL A 05075710 842,355 93,595 93,595 93,595
AURORA FOODS INC COM 05164B10 312,247 128,128 128,128 128,128
AURORA BIOSCIENCES C COM 05192010 5,026,776 159,900 159,720 180 147,100 12,800
AUTODESK INC COM 05276910 27,990,506 1,039,110 1,037,910 1,100 100 941,005 13,630 84,475
AUTOLIV INC COM 05280010 9,630,505 604,286 583,340 12,748 8,198 520,675 20,398 63,213
AUTOMATIC DATA PROCE COM 05301510 962,101,687 15,196,198 12,398,553 1,730,349 1,067,296 12,351,703 1,495,746 1,340,439
AUTONATION INC COM 05329W10 12,922,494 2,153,749 2,150,139 3,610 1,880,149 41,500 232,100
AUTOZONE INC COM 05333210 68,360,413 2,398,611 2,396,416 2,095 100 2,174,668 33,660 190,283
AVANEX CORP COM 05348W10 6,512,926 109,347 92,921 7,081 9,345 94,589 10,445 4,313
AVALONBAY CMNTYS INC COM 05348410 37,362,924 745,395 683,575 61,820 695,395 8,200 41,800
AVANT CORP COM 05348710 5,630,940 307,500 306,700 800 281,500 26,000
AVANT IMMUNOTHERAPEU COM 05349110 2,348,823 341,647 341,067 580 306,347 35,300
AVAYA INC COM 05349910 58,917,467 5,713,486 5,613,666 60,167 39,653 5,022,628 110,942 579,616
AVERY DENNISON CORP COM 05361110 128,774,284 2,346,684 2,114,129 175,607 56,948 1,972,516 131,118 241,850
AVICI SYS INC COM 05367L10 829,616 33,690 26,990 6,700 33,690
AVID TECHNOLOGY INC COM 05367P10 3,250,489 177,953 177,953 160,853 17,100
AVIGEN INC COM 05369010 2,687,623 129,524 129,524 119,724 9,800
AVIRON COM 05376210 10,444,920 156,333 146,498 7,920 1,915 142,418 1,915 12,000
AVISTA CORP COM 05379B10 7,012,086 342,053 341,973 80 311,953 30,100
AVIS GROUP HLDGS INC CL A 05379010 6,162,814 189,264 189,224 40 174,664 14,600
AVNET INC COM 05380710 19,882,899 924,786 921,970 1,744 1,072 842,814 12,472 69,500
AVOCENT CORP COM 05389310 13,724,235 508,305 506,276 1,929 100 477,826 100 30,379
AVON PRODS INC COM 05430310 216,908,986 4,530,736 4,501,807 26,809 2,120 3,848,876 161,770 517,490
AWARE INC MASS COM 05453N10 2,588,411 145,826 145,046 780 134,526 11,300
AXA SPONSORED 05453610 5,774,259 80,408 58,151 22,257 68,243 12,165
AXCELIS TECHNOLOGIES COM 05454010 437,138 49,255 49,255 49,255
AXYS PHARMACEUTICALS COM 05463510 234,151 41,627 41,627 41,627
AZTAR CORP COM 05480210 7,654,370 591,665 591,505 160 566,665 25,000
Page Total 1,862,851,862
Page 8 0f 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
BB&T CORP COM 05493710 257,330,230 6,896,715 6,887,873 8,642 200 6,134,071 104,920 657,524
AZURIX CORP COM 05501M10 2,553,009 311,837 311,757 80 311,837
B A S F A G SPONSORED 05526250 910,958 20,500 20,500 20,500
BHC COMMUNICATIONS I CL A 05544810 5,303,386 41,032 40,822 210 38,032 3,000
BISYS GROUP INC COM 05547210 27,992,115 537,019 536,339 680 490,619 6,900 39,500
BJS WHOLESALE CLUB I COM 05548J10 27,670,639 721,059 717,259 3,700 100 662,059 8,500 50,500
BJ SVCS CO COM 05548210 52,863,835 767,533 767,163 270 100 705,533 9,300 52,700
BOK FINL CORP COM NEW 05561Q20 2,054,513 96,683 96,683 96,683
BP AMOCO P L C SPONSORED 05562210 3,659,161,365 76,431,569 76,398,699 32,870 327,564 76,072,937 31,068
BRE PROPERTIES INC CL A 05564E10 14,175,369 447,356 447,356 418,856 28,500
BSB BANCORP COM 05565210 1,047,898 79,555 79,115 440 79,555
BMC SOFTWARE INC COM 05592110 61,827,836 4,416,274 4,410,144 5,930 200 3,835,282 60,740 519,952
BACOU USA INC COM 05643910 1,119,118 43,043 42,963 80 43,043
BAKER HUGHES INC COM 05722410 279,182,386 6,717,251 6,450,425 219,386 47,440 5,892,307 130,220 694,724
BALDOR ELEC CO COM 05774110 4,103,552 194,251 194,051 200 177,951 16,300
BALDWIN & LYONS INC CL B 05775520 2,044,698 87,944 87,944 87,944
BALL CORP COM 05849810 30,284,659 657,476 654,001 3,475 604,594 3,100 49,782
BALLY TOTAL FITNESS COM 05873K10 6,509,216 192,154 192,034 120 175,954 16,200
BANCFIRST CORP COM 05945F10 1,202,635 30,303 30,303 30,303
BANCO SANTANDER CENT ADR 05964H10 3,024,935 286,398 174,010 112,388 244,098 42,300
BANCORPSOUTH INC COM 05969210 7,766,409 637,270 636,910 360 583,670 53,600
BANCWEST CORP NEW COM 05979010 16,581,119 634,684 633,514 1,170 557,784 12,600 64,300
BANDAG INC COM 05981510 7,505,754 185,044 185,044 175,544 9,500
BANGOR HYDRO ELEC CO COM 06007710 321,036 12,498 12,423 75 12,423 75
BANK OF AMERICA CORP COM 06050510 1,414,160,228 30,826,381 30,603,361 153,989 69,031 26,774,056 504,377 3,546,348
BANK OF GRANITE CORP COM 06240110 2,158,669 92,846 89,090 3,756 84,346 8,500
BANK NEW YORK INC COM 06405710 783,540,666 14,197,921 14,025,635 66,914 105,372 12,015,240 604,032 1,570,549
BANK ONE CORP COM 06423A10 797,362,142 21,770,980 21,669,145 67,884 33,951 18,758,081 522,240 2,489,659
BANK TOKYO-MITSUBISH SPONSORED 06537910 4,282,002 442,036 323,860 118,176 400,936 41,100
BANK UTD CORP CL A 06541210 18,624,938 273,145 273,145 252,345 20,200
BANKATLANTIC BANCORP CL A 06590850 357,150 95,240 95,240 95,240
BANKNORTH GROUP INC COM 06646R10 35,016,728 1,756,369 1,480,131 78,746 197,492 1,440,477 215,292 100,600
BANTA CORP COM 06682110 7,623,534 299,903 292,603 2,100 5,200 274,526 5,200 18,550
BARCLAYS PLC ADR 06738E20 2,504,187 19,450 19,450 16,250 3,200
BARD C R INC COM 06738310 41,420,623 889,580 887,780 1,800 794,871 10,030 84,679
BARNES & NOBLE INC COM 06777410 16,680,372 629,448 626,538 2,710 200 592,148 200 37,100
BARNES GROUP INC COM 06780610 2,570,910 129,354 126,754 500 2,100 115,054 2,100 12,200
Page Total 7,598,838,819
Page 9 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
BARRICK GOLD CORP COM 06790110 86,987,890 5,310,616 5,309,116 1,500 4,880,053 64,400 366,163
BARR LABS INC COM 06830610 22,631,986 310,295 309,745 550 294,045 16,250
BARRA INC COM 06831310 9,594,037 203,587 203,437 150 192,637 10,950
BARRETT RES CORP COM PAR $0 06848020 21,870,233 384,958 339,363 39,050 6,545 359,913 6,545 18,500
BASS PUB LTD CO SPONSORED 06990420 1,344,200 122,200 122,200 122,200
BASIN EXPL INC COM 07010710 3,094,119 121,338 121,338 109,238 12,100
BASSETT FURNITURE IN COM 07020310 547,447 48,662 48,662 48,662
BATTLE MTN GOLD CO COM 07159310 1,791,136 1,061,729 1,060,471 1,258 1,060,471 1,258
BAUSCH & LOMB INC COM 07170710 39,104,358 967,044 965,994 1,050 862,626 17,810 86,608
BAXTER INTL INC COM 07181310 674,322,348 7,635,682 5,573,775 2,061,039 868 4,747,891 2,255,751 628,840
BAY VIEW CAP CORP DE COM 07262L10 2,364,650 378,344 375,344 3,000 378,344
BE AEROSPACE INC COM 07330210 291,520 18,220 18,220 18,220
BE FREE INC COM 07330810 262,033 119,814 119,814 119,614
BEA SYS INC COM 07332510 174,875,768 2,597,988 2,574,715 23,273 2,117,510 45,700 434,478
BEACON POWER CORP COM 07367710 228,000 22,800 22,800 22,800
BEAR STEARNS COS INC COM 07390210 120,102,643 2,369,496 2,366,647 2,743 106 2,142,112 27,401 199,883
BEASLEY BROADCAST GR CL A 07401410 312,622 37,611 37,611 37,611
BEBE STORES INC COM 07557110 621,157 29,060 29,060 29,060
BECKMAN COULTER INC COM 07581110 25,593,899 610,294 596,480 414 13,400 551,094 20,200 39,000
BECTON DICKINSON & C COM 07588710 351,400,745 10,148,758 10,123,658 15,900 9,200 4,125,802 5,475,994 546,962
BED BATH & BEYOND IN COM 07589610 103,737,861 4,636,329 4,627,569 8,660 100 4,041,990 186,000 405,339
BEDFORD PPTY INVS IN COM PAR $0 07644630 3,908,229 192,999 192,599 400 177,199 15,000
BEL FUSE INC CL A 07734720 936,794 27,964 27,964 27,964
BEL FUSE INC CL B 07734730 1,082,050 31,825 31,785 40 25,725 6,100
BELCO OIL & GAS CORP COM 07741010 1,400,940 112,643 112,643 112,643
BELDEN INC COM 07745910 5,769,767 227,380 227,260 120 211,180 16,200
BELL & HOWELL CO NEW COM 07785210 2,074,248 125,712 125,712 114,612 11,100
BELLSOUTH CORP COM 07986010 7,050,739,655 172,233,912 171,405,625 400,552 427,735 31,336,262 136,824,963 4,070,887
BELO A H CORP DEL COM SER A 08055510 16,937,536 1,058,596 1,056,296 1,900 400 969,796 12,700 76,100
BEMIS INC COM 08143710 32,368,367 964,435 949,127 6,932 8,376 861,431 20,316 82,688
BENCHMARK ELECTRS IN COM 08160H10 3,319,163 147,113 147,013 100 133,913 13,200
BERGEN BRUNSWIG CORP CL A 08373910 24,054,903 1,519,577 1,517,457 1,720 400 1,423,895 400 95,282
BERKLEY W R CORP COM 08442310 6,319,990 133,935 133,435 500 122,335 11,600
BERKSHIRE HATHAWAY I CL B 08467020 417,265,332 177,258 172,817 2,349 2,092 3,793 173,413 52
BERRY PETE CO CL A 08578910 2,185,595 163,409 163,409 150,109 13,300
BEST BUY INC COM 08651610 100,399,292 3,396,228 3,354,803 30,735 10,690 3,000,209 61,290 334,629
BETHLEHEM STL CORP COM 08750910 1,924,480 1,099,703 1,094,403 5,300 942,006 1,759 155,938
Page Total 9,311,764,993
Page 10 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
BEVERLY ENTERPRISES COM NEW 08785130 6,249,276 763,317 763,317 694,317 69,000
BILLING CONCEPTS COR COM 09006310 540,096 270,048 270,048 270,048
BINDLEY WESTN INDS I COM 09032410 9,028,762 217,236 217,236 200,836 16,400
BINDVIEW DEV CORP COM 09032710 2,877,906 305,965 305,845 120 278,165 27,800
BIO RAD LABS INC CL A 09057220 1,918,112 60,318 60,318 60,318
BIO TECHNOLOGY GEN C COM 09057810 5,168,303 731,847 731,514 333 695,147 36,700
BIOCRYST PHARMACEUTI COM 09058V10 1,574,537 237,666 188,786 48,880 237,666
BIOGEN INC COM 09059710 163,059,741 2,714,857 2,694,402 13,615 6,840 2,365,490 109,240 238,527
BIOMARIN PHARMACEUTI COM 09061G10 1,112,212 114,815 114,815 114,815
BIOMET INC COM 09061310 130,443,906 3,286,817 3,279,015 7,802 2,877,982 124,180 282,855
BIOPURE CORP CL A 09065H10 6,661,680 333,084 239,454 81,575 12,055 310,929 12,055 10,100
BIOVAIL CORP COM 09067J10 12,487,060 321,500 321,500 314,100 7,400
BIOSITE DIAGNOSTICS COM 09094510 7,086,220 175,241 175,041 200 165,041 10,200
BLACK & DECKER CORP COM 09179710 62,923,402 1,603,144 1,590,559 12,185 400 1,397,750 21,880 183,514
BLACK BOX CORP DEL COM 09182610 7,403,427 153,242 152,962 280 141,442 11,800
BLACK HILLS CORP COM 09211310 11,945,788 266,945 261,590 1,380 3,975 246,170 3,975 16,800
BLACKROCK INC CL A 09247X10 6,150,018 146,429 146,429 134,629 11,800
BLANCH E W HLDGS INC COM 09321010 1,623,733 93,120 93,120 93,120
BLOCK DRUG INC CL A 09364410 4,238,669 80,450 80,450 80,450
BLOCK H & R INC COM 09367110 73,746,344 1,782,389 1,746,234 20,755 15,400 1,560,965 40,000 181,424
BLOCKBUSTER INC CL A 09367910 1,400,903 167,272 167,272 143,672 300 23,300
BLOUNT INTL INC NEW COM 09518010 322,953 42,013 41,933 80 42,013
BLUE MARTINI SOFTWAR COM 09569810 572,373 43,198 43,198 43,198
BLUESTONE SOFTWARE I COM 09623P10 1,430,673 94,590 94,590 84,690 9,900
BLYTH INC COM 09643P10 10,787,397 447,146 446,986 160 421,346 25,800
BOB EVANS FARMS INC COM 09676110 16,000,793 750,788 750,788 379,773 345,082 25,933
BOCA RESORTS INC CL A 09688T10 3,200,622 222,652 222,572 80 203,752 18,900
BOEING CO COM 09702310 5,837,136,624 88,441,464 8,292,223 90,227 59,014 17,046,238 69,441,373 1,951,893
BOISE CASCADE CORP COM 09738310 88,121,340 2,620,709 1,111,243 1,509,466 964,041 1,522,206 134,462
BONE CARE INTL INC COM 09807210 772,271 44,609 44,609 44,609
BORDERS GROUP INC COM 09970910 10,328,503 883,760 882,940 620 200 827,560 200 56,000
BORG WARNER INC COM 09972410 12,483,080 312,077 311,677 200 200 294,377 200 17,500
BOSTON COMMUNICATION COM 10058210 574,754 20,619 20,619 20,619
BOSTON PRIVATE FINL COM 10111910 598,237 30,100 10,100 20,000 10,100 20,000
BOSTON PROPERTIES IN COM 10112110 34,201,527 786,242 733,857 52,385 734,642 8,200 43,400
BOSTON SCIENTIFIC CO COM 10113710 89,415,555 6,532,882 6,489,227 9,800 33,855 5,821,047 111,575 600,260
BOTTOMLINE TECH DEL COM 10138810 1,854,627 72,201 72,101 100 65,801 6,400
Page Total 6,625,441,424
Page 11 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
BOWATER INC COM 10218310 29,050,037 515,300 514,200 1,000 100 471,600 6,300 37,400
BOWNE & CO INC COM 10304310 3,063,613 290,060 289,740 320 263,760 26,300
BOYD GAMING CORP COM 10330410 892,695 259,731 259,731 259,731
BOYDS COLLECTION LTD COM 10335410 4,080,145 438,160 437,880 280 397,460 40,700
BOYKIN LODGING CO COM 10343010 1,470,848 173,041 172,361 680 173,041
BRADY CORP CL A 10467410 4,941,725 146,153 144,573 1,580 134,153 12,000
BRANDYWINE RLTY TR SH BEN INT 10536820 10,924,101 528,066 472,066 56,000 505,566 22,500
BRAUN CONSULTING INC COM 10565110 211,737 57,428 57,428 57,428
BRIGGS & STRATTON CO COM 10904310 21,409,695 482,472 482,172 300 434,479 2,500 45,493
BRIGHT HORIZON FAMIL COM 10919510 3,076,662 117,767 92,272 25,495 108,967 8,800
BRIGHTPOINT INC COM 10947310 2,624,380 749,823 747,723 2,100 712,523 37,300
BRINKER INTL INC COM 10964110 46,394,598 1,098,097 1,077,957 10,840 9,300 1,031,297 17,400 49,400
BRIO TECHNOLOGY INC COM 10970410 436,746 103,519 103,519 103,519
BRISTOL MYERS SQUIBB COM 11012210 2,995,515,041 40,514,425 38,090,897 1,149,966 1,273,562 33,619,997 2,614,072 4,258,656
BRITISH AMERN TOB PL SPONSORED 11044810 18,791,233 1,188,416 1,188,416 1,188,416
BRITISH TELECOMMUNIC ADR FINAL 11102140 2,114,878 24,379 18,810 5,569 22,379 2,000
BROADBASE SOFTWARE COM 11130R10 1,659,956 265,593 265,493 100 241,493 24,100
BROADCOM CORP CL A 11132010 334,613,580 3,983,495 3,980,610 2,785 100 3,400,333 147,000 433,562
BROADVISION INC COM 11141210 57,749,541 4,889,057 4,884,637 4,220 200 4,328,031 59,300 501,526
BROADWING INC COM 11162010 49,859,389 2,185,665 2,174,894 4,600 6,171 1,992,394 32,371 160,900
BROCADE COMMUNICATIO COM 11162110 176,808,244 1,925,764 1,900,954 18,740 6,070 1,745,694 32,670 147,200
BROOKLINE BANCORP IN COM 11373910 1,130,036 98,264 86,864 11,400 98,264
BROOKS AUTOMATION IN COM 11434A10 3,594,012 128,074 127,489 585 116,274 11,800
BROOKTROUT INC COM 11458010 889,896 93,980 93,980 93,980
BROWN & BROWN INC COM 11523610 6,008,380 171,668 171,668 157,068 14,600
BROWN FORMAN CORP CL B 11563720 76,145,559 1,145,046 1,144,746 300 1,032,979 12,580 99,487
BROWN TOM INC COM NEW 11566020 8,059,930 245,169 245,049 120 225,969 19,200
BROWN SHOE INC NEW COM 11573610 1,770,691 136,207 136,087 120 136,207
BRUKER DALTONICS INC COM 11679510 1,333,609 56,600 56,600 56,600
BRUNSWICK CORP COM 11704310 31,684,717 1,927,646 1,926,346 1,300 1,706,768 21,770 199,108
BRUSH ENGINEERED MAT COM 11742110 2,661,655 131,850 131,850 120,050 11,800
BSQUARE CORP COM 11776U10 521,592 86,932 86,932 86,932
BUCA INC COM 11776910 751,798 51,188 50,388 800 50,838 350
BUCKEYE PARTNERS L P UNIT LTD P 11823010 828,712 28,700 16,900 10,800 1,000 27,700 1,000
BUCKEYE TECHNOLOGIES COM 11825510 2,906,770 206,711 206,511 200 188,011 18,700
BUCKLE INC COM 11844010 1,285,011 73,170 73,170 73,170
BURLINGTON COAT FACT COM 12157910 2,955,365 156,063 156,063 143,063 13,000
Page Total 3,908,216,577
Page 12 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
BURLINGTON NORTHN SA COM 12189T10 215,765,780 7,621,001 7,559,030 44,255 17,716 6,649,976 124,880 846,045
BURLINGTON RES INC COM 12201410 210,123,379 4,160,859 4,028,579 114,958 17,322 3,740,454 68,992 351,413
BURNHAM PAC PPTYS IN COM 12232C10 1,360,638 294,192 294,192 294,192
BUSH INDS INC CL A 12316410 687,246 59,118 59,118 59,118
C&D TECHNOLOGIES INC COM 12466110 12,195,274 282,383 282,003 380 262,533 19,850
CBL & ASSOC PPTYS IN COM 12483010 15,566,145 614,971 570,926 44,045 598,171 16,800
CCC INFORMATION SVCS COM 12487Q10 975,243 156,039 156,039 156,039
CB RICHARD ELLIS SVC COM 12489L10 2,032,714 138,989 138,909 80 138,989
CBRL GROUP INC COM 12489V10 15,885,289 873,442 873,022 220 200 832,742 200 40,500
CCBT FINL COS INC COM 12500Q10 246,437 13,100 5,100 8,000 5,100 8,000
C-CUBE MICROSYSTEMS COM 12501N10 4,250,188 345,207 344,607 600 315,557 29,650
C COR NET CORP COM 12501010 2,257,432 232,270 232,150 120 212,970 19,300
C D I CORP COM 12507110 1,232,580 84,279 84,079 200 84,279
CDW COMPUTER CTRS IN COM 12512910 17,320,159 621,351 620,951 200 200 577,451 6,400 37,500
CEC ENTMT INC COM 12513710 8,213,614 240,692 240,552 140 223,292 17,400
CH ENERGY GROUP INC COM 12541M10 5,752,702 128,552 126,996 1,556 117,452 11,100
C H ROBINSON WORLDWI COM 12541W10 24,616,617 783,046 782,146 700 200 718,156 10,600 54,290
CIGNA CORP COM 12550910 442,440,835 3,344,224 3,285,946 35,685 22,593 2,915,381 58,073 370,670
CIT GROUP INC CL A 12557710 87,277,053 4,336,748 4,332,708 4,040 3,906,046 61,500 369,202
CLECO CORP NEW COM 12561W10 14,574,395 266,199 264,339 1,860 250,199 16,000
CMGI INC COM 12575010 9,720,246 1,737,620 1,723,145 11,425 3,050 1,439,707 29,250 268,263
CMS ENERGY CORP COM 12589610 68,188,744 2,151,947 2,149,117 2,830 1,908,991 29,900 213,056
CPI CORP COM 12590210 1,157,440 57,872 57,872 57,872
CPB INC COM 12590310 1,510,518 54,189 54,189 54,189
CSS INDS INC COM 12590610 882,767 41,542 41,542 41,542
CSK AUTO CORP COM 12596510 494,527 127,620 127,460 160 127,620
CNA FINL CORP COM 12611710 9,095,128 234,713 234,413 300 215,913 2,900 15,900
CNA SURETY CORP COM 12612L10 1,854,708 130,155 130,155 130,155
CNF INC COM 12612W10 19,829,385 586,460 585,860 500 100 526,687 100 59,673
CNET NETWORKS INC COM 12613R10 10,188,496 636,781 635,277 1,504 574,381 10,200 52,100
CSG SYS INTL INC COM 12634910 28,180,740 600,395 583,375 16,920 100 554,995 6,500 38,900
CSX CORP COM 12640810 105,388,982 4,063,268 4,033,174 21,366 8,728 3,533,004 64,733 465,531
CTC COMMUNICATIONS G COM 12641910 554,838 119,965 108,415 11,550 108,415 11,550
CT COMMUNICATIONS IN COM NEW 12642640 1,814,799 129,057 128,877 180 117,257 11,800
CTS CORP COM 12650110 8,011,731 219,879 219,539 340 202,279 17,600
CUNO INC COM 12658310 3,423,999 127,704 127,624 80 115,004 12,700
CVB FINL CORP COM 12660010 2,224,178 130,834 130,834 117,934 12,900
Page Total 1,355,294,946
Page 13 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
CVS CORP COM 12665010 443,112,742 7,392,975 7,287,102 74,186 31,687 6,406,257 133,737 850,931
CV THERAPEUTICS INC COM 12666710 9,062,296 128,089 128,089 118,089 10,000
CABLE & WIRELESS PUB SPONSORED 12683020 2,215,494 55,561 33,150 22,411 47,661 7,900
CABLEVISION SYS CORP CL A 12686C10 50,758,181 597,598 592,642 2,385 2,571 524,127 13,971 59,500
CABLETRON SYS INC COM 12692010 47,347,547 3,143,510 3,141,035 2,375 100 2,822,333 45,850 275,127
CABLE DESIGN TECHNOL COM 12692410 8,052,393 478,967 478,467 500 450,967 28,000
CACHEFLOW INC COM 12694610 1,840,989 107,900 107,550 300 50 95,950 2,050 9,900
CABOT CORP COM 12705510 109,718,681 4,159,950 2,115,190 291,121 1,753,639 632,775 3,476,975 50,200
CABOT INDUSTRIAL TRU COM 12707210 8,684,343 452,616 452,616 426,116 26,500
CABOT MICROELECTRONI COM 12709P10 58,492,695 1,126,224 655,521 13,892 456,811 652,175 456,811 17,238
CABOT OIL & GAS CORP CL A 12709710 8,246,310 264,415 204,347 20,150 39,918 206,497 39,918 18,000
CACI INTL INC CL A 12719030 1,631,903 70,903 70,903 70,903
CADENCE DESIGN SYSTE COM 12738710 67,088,367 2,439,577 2,430,707 5,370 3,500 2,221,877 33,300 184,200
CADIZ INC COM 12753710 2,532,084 283,326 283,326 258,226 25,100
CADMUS COMMUNICATION COM 12758710 229,174 25,115 25,115 25,115
CAL DIVE INTL INC COM 12791410 4,588,605 172,342 171,042 1,300 163,442 8,900
CALGON CARBON CORP COM 12960310 1,452,192 255,353 255,353 255,353
CALIFORNIA AMPLIFIER COM 12990010 945,007 102,163 101,830 333 92,463 9,700
CALIFORNIA WTR SVC G COM 13078810 2,734,047 101,261 101,261 91,461 9,800
CALIPER TECHNOLOGIES COM 13087610 2,195,370 46,710 46,353 357 43,010 3,700
CALLAWAY GOLF CO COM 13119310 23,189,670 1,245,083 1,243,463 1,420 200 1,157,395 200 87,488
CALLON PETE CO DEL COM 13123X10 739,634 44,324 44,324 44,324
CALPINE CORP COM 13134710 208,186,530 4,620,002 4,614,827 4,475 700 4,168,202 73,100 378,500
CAMBREX CORP COM 13201110 12,322,208 272,314 244,609 27,705 256,014 16,100
CAMBRIDGE TECH PARTN COM 13252410 980,238 373,424 372,074 1,350 373,424
CAMDEN PPTY TR SH BEN INT 13313110 14,846,463 443,178 443,178 418,878 24,300
CAMINUS CORP COM 13376610 785,710 33,794 33,794 33,794
CAMPBELL SOUP CO COM 13442910 257,558,651 7,438,517 7,408,778 9,807 19,932 6,296,282 291,392 846,443
CANON INC ADR 13800630 3,931,643 116,711 79,900 36,811 103,811 12,900
CAPITAL CITY BK GROU COM 13967410 699,623 28,197 28,197 28,197
CAPITAL AUTOMOTIVE R COM SH BEN 13973310 2,504,543 181,331 181,131 200 165,631 15,700
CAPITAL ONE FINL COR COM 14040H10 235,740,821 3,582,034 3,507,735 69,924 4,375 3,115,548 135,545 328,841
CAPITOL FED FINL COM 14057C10 5,635,135 336,426 336,426 313,226 23,200
CAPSTONE TURBINE COR COM 14067D10 1,143,660 40,845 40,845 40,845
CAPSTEAD MTG CORP COM NEW 14067E40 1,601,311 147,247 147,247 147,247
CAPTEC NET LEASE REA COM 14072410 1,394,191 124,626 124,626 124,626
CARBO CERAMICS INC COM 14078110 1,314,712 35,118 34,918 200 35,118
Page Total 1,603,503,163
Page 14 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
CARAUSTAR INDS INC COM 14090910 7,380,646 787,269 222,333 564,936 767,669 19,600
CARDINAL HEALTH INC COM 14149Y10 744,230,530 7,470,319 5,533,955 1,926,096 10,268 4,803,783 2,076,852 586,684
CARDIODYNAMICS INTL COM 14159710 574,061 167,024 167,024 167,024
CAREER EDUCATION COR COM 14166510 8,153,063 208,385 208,105 280 194,185 13,300
CAREMARK RX INC COM 14170510 23,788,724 1,754,072 1,752,272 1,800 1,613,272 140,800
CARLISLE COS INC COM 14233910 17,173,211 399,963 399,663 200 100 378,154 100 21,300
CARLTON COMMUNICATIO ADR 14287220 607,200 13,200 13,200 13,200
CARNIVAL CORP COM 14365810 258,413,342 8,386,776 8,332,669 44,807 9,300 7,432,209 94,800 859,767
CARPENTER TECHNOLOGY COM 14428510 66,428,530 1,897,958 239,660 1,658,298 225,660 1,658,298 14,000
CARRAMERICA RLTY COR COM 14441810 17,148,549 547,667 547,507 160 497,667 8,200 41,800
CARREKER CORP COM 14443310 8,512,464 244,963 244,963 244,963
CARRIER ACCESS CORP COM 14446010 724,347 80,483 80,483 80,483
CARTER WALLACE INC COM 14628510 10,971,664 328,739 328,739 311,739 17,000
CASCADE CORP COM 14719510 590,117 36,740 36,740 36,740
CASCADE NAT GAS CORP COM 14733910 1,364,189 72,517 72,517 72,517
CASELLA WASTE SYS IN CL A 14744810 1,009,446 116,202 116,202 116,202
CASEYS GEN STORES IN COM 14752810 5,641,779 377,705 377,385 320 348,105 29,600
CASH AMER INTL INC COM 14754D10 693,293 158,467 158,467 158,467
CASINO DATA SYS COM 14758310 252,412 35,900 900 35,000 900 35,000
CASS COML CORP COM 14774110 936,145 53,494 53,494 53,494
CATALINA MARKETING C COM 14886710 18,789,205 482,554 479,354 1,400 1,800 440,654 7,700 34,200
CATALYTICA ENERGY SY COM 14888410 486,191 28,185 28,185 24,661 3,524
CATELLUS DEV CORP COM 14911110 17,691,100 1,010,920 951,570 59,350 945,220 65,700
CATERPILLAR INC DEL COM 14912310 371,819,141 7,858,876 7,759,316 62,315 37,245 7,034,250 129,615 694,811
CATHAY BANCORP INC COM 14915010 4,424,292 74,988 67,988 7,000 61,688 7,000 6,300
CATO CORP NEW CL A 14920510 1,711,572 124,478 124,478 124,478
CEDAR FAIR L P DEPOSITRY 15018510 591,787 32,250 25,250 7,000 32,250
CELL GENESYS INC COM 15092110 6,270,995 274,899 274,699 200 252,799 22,100
CELERITEK INC COM 15092610 3,165,900 83,040 83,040 74,740 8,300
CELL THERAPEUTICS IN COM 15093410 11,066,731 245,589 245,489 100 227,389 18,200
CELGENE CORP COM 15102010 13,547,397 416,843 416,223 620 367,243 8,200 41,400
CELL PATHWAYS INC NE COM 15114R10 770,136 162,134 162,134 162,134
CENDANT CORP COM 15131310 127,997,841 13,298,477 13,221,672 43,575 33,230 11,667,083 221,707 1,409,187
CENTENNIAL COMMUNCTN CL A NEW 15133V20 2,493,675 132,996 132,996 132,996
CENTER TR INC COM 15184510 274,119 58,485 58,485 58,485
CENTERPOINT PPTYS TR SH BEN INT 15189510 13,759,672 291,210 264,010 27,200 277,810 13,400
CENTEX CONSTRUCTION COM 15231R10 3,573,720 130,848 110,748 100 20,000 110,848 20,000
Page Total 1,773,027,186
Page 15 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
CENTEX CORP COM 15231210 43,713,378 1,163,766 1,162,206 1,560 1,033,454 7,100 123,212
CENTILLIUM COMMUNICA COM 15231910 851,663 38,277 38,277 38,277
CENTRAL GARDEN & PET COM 15352710 874,479 127,197 127,197 127,197
CENTRAL PKG CORP COM 15478510 2,137,800 106,890 106,790 100 106,890
CENTRAL VT PUB SVC C COM 15577110 230,894 18,946 18,946 18,946
CENTURA BKS INC COM 15640T10 13,254,950 274,714 264,944 9,770 243,696 5,000 25,300
CENTURY ALUM CO COM 15643110 656,098 57,679 57,679 57,679
CENTURY BUSINESS SVC COM 15649010 550,566 489,392 489,392 489,392
CENTURY SOUTH BKS IN COM 15668310 2,290,682 67,999 67,999 67,999
CENTURYTEL INC COM 15670010 101,068,574 2,827,093 2,492,446 260,594 74,053 2,498,601 111,583 216,909
CEPHALON INC COM 15670810 15,268,891 241,169 238,453 2,716 210,469 5,000 25,700
CERIDIAN CORP COM 15677T10 53,485,169 2,682,709 2,662,239 20,470 2,341,222 37,130 304,357
CERNER CORP COM 15678210 20,695,025 447,460 447,180 280 430,260 17,200
CERUS CORP COM 15708510 5,861,523 77,894 77,894 71,294 6,600
CHAMPION ENTERPRISES COM 15849610 916,470 333,262 333,262 333,262
CHAMPIONSHIP AUTO RA COM 15871110 1,844,367 87,827 81,447 280 6,100 73,227 6,100 8,500
CHARLES RIV LABS INT COM 15986410 892,206 32,592 16,592 16,000 32,592
CHARTER ONE FINL INC COM 16090310 105,280,791 3,646,088 3,636,404 9,054 630 3,268,157 55,135 322,796
CHARTER MUN MTG ACCE SH BEN INT 16090810 1,801,847 134,066 134,066 118,666 15,400
CHARMING SHOPPES INC COM 16113310 4,476,180 746,030 746,030 682,730 63,300
CHARTER COMMUNICATIO CL A 16117M10 13,431,770 592,047 590,427 1,620 525,997 10,500 55,550
CHATEAU CMNTYS INC COM 16172610 6,883,692 226,162 226,162 211,862 14,300
CHEAP TICKETS INC COM 16267210 621,309 63,724 63,724 63,724
CHECKFREE CORP NEW COM 16281310 25,422,395 598,174 597,624 350 200 552,774 6,700 38,600
CHECKPOINT SYS INC COM 16282510 2,158,462 290,233 290,233 290,233
CHEESECAKE FACTORY I COM 16307210 12,324,630 321,163 318,688 2,475 304,263 16,900
CHELSEA GCA RLTY INC COM 16326210 2,100,031 56,950 56,950 56,950
CHEMED CORP COM 16359610 2,364,879 70,331 70,171 160 63,231 7,100
CHEMFIRST INC COM 16361A10 2,797,417 126,798 126,798 115,798 11,000
CHEMICAL FINL CORP COM 16373110 2,568,538 109,884 109,884 99,584 10,300
CHESAPEAKE CORP COM 16515910 2,617,419 127,294 127,094 200 115,994 11,300
CHESAPEAKE ENERGY CO COM 16516710 9,499,578 938,230 922,230 16,000 842,430 16,000 79,800
CHEVRON CORPORATION COM 16675110 1,046,632,162 12,395,421 12,139,340 118,189 137,892 10,689,271 308,912 1,396,738
CHICOS FAS INC COM 16861510 2,239,490 107,281 107,281 97,881 9,400
CHILDRENS PL RETAIL COM 16890510 2,915,149 143,958 143,758 200 132,058 11,900
CHOICE HOTELS INTL I COM 16990510 5,564,682 406,567 406,567 371,367 35,200
CHIQUITA BRANDS INTL COM 17003210 269,701 269,701 269,701 269,701
Page Total 1,516,562,857
Page 16 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
CHIRON CORP COM 17004010 134,916,212 3,031,825 2,995,178 33,147 3,500 2,738,745 50,300 242,780
CHITTENDEN CORP COM 17022810 7,084,126 233,707 219,068 5,339 9,300 206,907 9,300 17,500
CHOICE ONE COMMUNICA COM 17038P10 733,664 78,787 77,448 1,339 78,787
CHOICEPOINT INC COM 17038810 25,426,779 387,828 386,844 984 353,528 5,000 29,300
CHRIS CRAFT INDS INC COM 17052010 16,798,033 252,602 252,247 255 100 235,613 2,200 14,789
CHROMAVISION MED SYS COM 17111P10 228,115 86,901 86,901 86,901
CHUBB CORP COM 17123210 284,113,229 3,284,546 3,217,991 29,763 36,792 2,835,821 82,192 366,433
CHURCH & DWIGHT INC COM 17134010 9,527,338 428,195 428,095 100 400,295 27,900
CHURCHILL DOWNS INC COM 17148410 2,198,962 73,761 73,601 160 73,761
CIBER INC COM 17163B10 1,808,522 370,979 370,879 100 338,079 32,900
CIENA CORP COM 17177910 162,818,825 2,003,924 1,998,942 4,582 400 1,776,836 34,600 192,288
CINCINNATI FINL CORP COM 17206210 111,516,020 2,818,766 2,814,262 4,404 100 2,519,470 39,610 259,686
CINERGY CORP COM 17247410 107,617,801 3,063,852 3,058,068 5,004 780 2,752,050 46,140 265,562
CIRCUIT CITY STORE I CIRCT
CITY 17273710 41,171,610 3,580,140 3,576,270 3,770 100 3,182,977 53,655 343,408
CISCO SYS INC COM 17275R10 5,539,507,290 144,823,720 139,958,903 3,220,259 1,644,558 122,818,627 6,488,618 15,442,135
CIRRUS LOGIC CORP COM 17275510 13,873,875 739,940 737,070 840 2,030 697,410 2,030 40,400
CITADEL COMMUNICATIO COM 17285320 3,336,792 278,066 278,026 40 252,566 25,500
CINTAS CORP COM 17290810 70,210,988 1,320,078 1,308,143 1,485 10,450 1,206,028 24,850 89,200
CITIGROUP INC COM 17296710 7,040,803,304 137,887,339 135,883,810 1,494,792 508,737 86,787,503 40,239,532 10,857,964
CITIZENS BKG CORP MI COM 17442010 10,601,788 364,799 363,699 1,100 334,799 30,000
CITIZENS COMMUNICATI COM 17453B10 23,032,065 1,754,824 1,731,788 23,036 1,544,968 32,300 177,556
CITRIX SYS INC COM 17737610 72,696,172 3,230,941 3,225,371 5,370 200 2,813,427 125,900 289,514
CITY BK LYNNWOOD WAS COM 17770A10 1,061,867 49,678 49,678 49,678
CITY NATL CORP COM 17856610 17,769,297 457,830 457,830 423,230 5,100 29,500
CLAIRES STORES INC COM 17958410 9,510,143 530,197 528,837 1,160 200 499,772 200 30,225
CLARCOR INC COM 17989510 3,778,666 182,659 182,459 200 165,959 16,700
CLARENT CORP DEL COM 18046110 2,143,601 189,498 189,398 100 174,898 14,500
CLARUS CORP COM 18270710 794,577 113,511 113,511 113,511
CLAYTON HOMES INC COM 18419010 16,312,796 1,418,504 1,417,604 300 600 1,274,349 600 143,555
CLEAR CHANNEL COMMUN COM 18450210 495,582,487 10,231,486 10,169,433 59,171 2,882 8,923,181 143,222 1,164,604
CLEVELAND CLIFFS INC COM 18589610 1,813,666 84,114 84,014 100 84,114
CLICK COMMERCE INC COM 18681D10 479,081 22,950 22,950 22,950
CLICK2LEARN COM INC COM 18681S10 632,014 64,822 64,822 64,822
CLOROX CO DEL COM 18905410 154,646,697 4,356,245 4,341,850 7,535 6,860 3,773,110 74,060 508,975
CLOSURE MED CORP COM 18909310 1,758,312 48,842 48,842 48,842
COACH INC COM 18975410 569,250 19,800 19,800 19,800
COACHMEN INDS INC COM 18987310 1,455,919 138,659 138,659 138,659
Page Total 14,388,329,883
Page 17 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
COASTAL CORP COM 19044110 350,472,265 3,968,569 3,956,617 9,245 2,707 3,457,362 56,857 454,350
COCA COLA BOTTLING C COM 19109810 1,140,984 30,125 30,125 30,125
COCA COLA CO COM 19121610 2,969,965,848 48,738,301 46,080,189 1,125,742 1,532,370 40,521,313 3,151,990 5,037,898
COCA COLA ENTERPRISE COM 19121910 123,563,232 6,503,328 6,493,373 8,285 1,670 5,816,104 93,930 593,194
COGNEX CORP COM 19242210 5,321,969 240,541 228,081 460 12,000 200,341 16,600 23,600
COGNIZANT TECHNOLOGY CL A 19244610 4,449,381 122,532 122,532 122,532
COHERENT INC COM 19247910 6,804,070 209,356 209,246 110 191,956 17,400
COHU INC COM 19257610 2,186,506 156,885 156,885 142,085 14,800
COINSTAR INC COM 19259P30 2,496,714 163,719 163,639 80 148,419 15,300
COLDWATER CREEK INC COM 19306810 3,897,597 125,478 125,478 125,478
COLE KENNETH PRODTNS CL A 19329410 5,827,032 144,771 144,771 139,471 5,300
COLLATERAL THERAPEUT COM 19392110 809,339 45,759 45,759 45,759
COLGATE PALMOLIVE CO COM 19416210 669,822,375 10,376,799 10,181,094 142,625 53,080 8,961,755 442,630 966,114
COLLINS & AIKMAN COR COM 19483010 2,040,614 487,369 487,369 441,469 45,900
COLONIAL BANCGROUP I COM 19549330 12,513,043 1,164,004 1,163,904 100 1,100,404 63,600
COLONIAL PPTYS TR COM SH BEN 19587210 5,255,845 201,667 201,667 186,867 14,800
COLUMBIA FINL KY INC COM 19764R10 211,705 27,100 27,100 27,100
COLUMBIA LABS INC COM 19777910 704,817 163,455 163,455 163,455
COLUMBIA SPORTSWEAR COM 19851610 3,061,018 61,528 61,428 100 56,728 4,800
COLUMBUS MCKINNON CO COM 19933310 752,129 84,747 84,747 84,747
COMFORT SYS USA INC COM 19990810 434,322 204,387 204,027 360 204,387
COMCAST CORP CL A 20030010 2,431,169 58,849 57,649 600 600 58,249 600
COMCAST CORP CL A SPL 20030020 706,169,603 16,914,242 16,407,483 439,582 67,177 15,135,605 298,947 1,478,890
COMDISCO INC COM 20033610 43,775,117 3,827,500 3,826,580 720 200 3,696,240 14,600 116,660
COMERICA INC COM 20034010 179,009,806 3,014,902 2,845,006 163,016 6,880 2,706,831 46,880 261,191
COMMERCE BANCORP INC COM 20051910 17,036,383 249,161 248,546 568 47 229,814 47 19,300
COMMERCE BANCSHARES COM 20052510 18,833,322 443,137 403,396 37,461 2,280 391,452 11,855 39,830
COMMERCE GROUP INC M COM 20064110 6,418,013 236,130 197,930 38,200 219,530 16,600
COMMERCE ONE INC DEL COM 20069310 32,780,052 1,295,040 1,114,394 97,947 82,699 1,068,291 105,499 121,050
COMMERCIAL FEDERAL C COM 20164710 12,032,630 619,058 619,058 583,758 35,300
COMMERCIAL METALS CO COM 20172310 2,203,462 99,032 99,032 89,332 9,700
COMMERCIAL NET LEASE COM 20221810 2,927,326 287,359 286,519 840 265,059 22,300
COMMONWEALTH TEL ENT COM 20334910 3,615,745 103,307 103,207 100 95,707 7,600
COMMSCOPE INC COM 20337210 7,840,467 473,401 473,301 100 432,001 6,100 35,300
COMMUNITY HEALTH SYS COM 20366810 1,546,965 44,199 44,199 44,199
COMMUNITY FIRST BANK COM 20390210 7,656,700 405,653 405,653 372,753 32,900
COMPANHIA BRASILEIRA ADR 20440T20 397,485 10,890 10,890 10,890
Page Total 5,216,405,050
Page 18 of 82
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Issuer Class Number Value Print Amt. Sole Shared as Shared Sole Shared None
Defined Other
COMPANHIA DE BEBIDAS SPON ADR P 20441W20 1,017,125 39,500 39,500 39,500
COMPANHIA VALE DO RI SPON ADR P 20441210 806,961 32,770 32,770 32,770
COMPANIA ANONIMA NAC SPON ADR D 20442110 342,191 18,070 18,070 18,070
COMPANIA DE TELECOMU SPON ADR N 20444930 407,478 30,900 30,900 30,900
COMPASS BANCSHARES I COM 20449H10 28,502,500 1,193,822 1,191,592 1,830 400 1,093,347 15,300 85,175
COMPAQ COMPUTER CORP COM 20449310 455,588,407 30,271,655 30,078,434 141,911 51,310 26,985,452 498,283 2,786,220
COMPLETE BUSINESS SO COM 20452F10 1,857,954 180,174 180,094 80 180,174
COMPUCREDIT CORP COM 20478N10 4,797,343 264,681 264,581 100 254,281 10,400
COMPUTER ASSOC INTL COM 20491210 200,447,500 10,279,359 10,259,550 16,647 3,162 8,938,982 141,172 1,198,705
COMPUTER NETWORK TEC COM 20492510 16,248,642 563,954 508,609 55,345 548,154 15,800
COMPUTER SCIENCES CO COM 20536310 190,436,016 3,167,335 3,045,265 54,088 67,982 2,703,584 110,942 352,709
COMPX INTERNATIONAL CL A 20563P10 480,721 53,790 53,690 100 53,790
COMPUWARE CORP COM 20563810 39,640,131 6,342,421 6,329,446 12,575 400 5,687,790 92,170 562,061
COMSTOCK RES INC COM NEW 20576820 2,469,459 167,421 157,415 10,006 167,421
COMVERSE TECHNOLOGY COM PAR $0 20586240 371,236,474 3,417,597 3,413,217 4,080 300 3,037,830 111,660 266,307
CONAGRA FOODS INC COM 20588710 911,103,778 35,042,453 30,100,102 4,916,611 25,740 8,563,419 25,311,655 1,166,979
COMPUTER HORIZONS CO COM 20590810 534,933 219,505 219,505 219,505
COM21 INC COM 20593710 710,282 151,543 151,543 151,543
CONCORD CAMERA CORP COM 20615610 3,686,991 223,454 223,454 208,854 14,600
CONCORD COMMUNICATIO COM 20618610 1,012,243 115,685 115,685 115,485 200
CONCORD EFS INC COM 20619710 89,730,426 2,042,252 2,034,750 7,102 400 1,864,627 26,100 151,425
CONCURRENT COMPUTER COM 20671020 2,237,300 416,242 416,042 200 381,542 34,700
CONECTIV INC COM 20682910 25,505,282 1,271,323 1,268,043 2,780 500 1,206,548 500 64,275
CONEXANT SYSTEMS INC COM 20714210 69,306,979 4,507,771 4,331,746 128,515 47,510 4,042,304 106,610 358,557
CONMED CORP COM 20741010 1,878,133 109,672 109,352 320 109,672
CONNECTICUT BANCSHAR COM 20754010 211,700 11,600 11,600 11,600
CONNETICS CORP COM 20819210 790,544 173,289 173,289 173,289
CONOCO INC CL A 20825130 18,668,795 652,185 648,400 3,385 400 642,085 400 9,700
CONOCO INC CL B 20825140 304,445,308 10,520,970 10,468,766 28,505 23,699 9,331,281 189,096 1,000,493
CONSECO INC COM 20846410 75,488,480 5,724,462 5,708,370 10,918 5,174 5,112,018 90,492 521,652
CONSOL ENERGY INC COM 20854P10 7,735,028 276,874 276,874 259,274 17,600
CONSOLIDATED EDISON COM 20911510 306,998,576 7,973,989 3,920,644 4,046,533 6,812 7,447,774 62,332 463,683
CONSOLIDATED PRODS I COM 20979810 1,115,681 162,281 162,281 162,281
CONSOLIDATED STORES COM 21014910 21,479,691 2,021,618 2,020,393 1,225 1,820,531 23,970 177,117
CONSTELLATION BRANDS CL A 21036P10 12,036,523 204,877 204,852 25 195,277 9,600
CONSTELLATION ENERGY COM 21037110 126,554,644 2,808,456 2,789,140 12,416 6,900 2,429,132 46,750 332,474
CONTINENTAL AIRLS IN CL B 21079530 14,170,856 274,496 274,396 100 247,996 4,300 22,200
Page Total 3,309,681,075
Page 19 of 82
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Defined Other
CONVERGYS CORP COM 21248510 114,276,909 2,522,001 2,280,354 170,396 71,251 2,208,955 159,651 151,895
COOPER CAMERON CORP COM 21664010 35,315,159 534,576 533,876 600 100 469,322 26,554 38,700
COOPER COS INC COM NEW 21664840 7,471,378 187,370 187,170 200 177,670 9,700
COOPER INDS INC COM 21666910 103,432,438 2,251,615 2,225,663 17,152 8,800 1,528,552 525,313 197,750
COOPER TIRE & RUBR C COM 21683110 16,147,269 1,519,743 1,511,488 7,255 1,000 1,399,484 8,800 111,459
COORS ADOLPH CO CL B 21701610 54,131,412 674,014 673,409 605 589,096 7,200 77,718
COORSTEK INC COM 21702010 1,067,283 34,017 34,017 34,017
COPART INC COM 21720410 6,919,538 321,839 321,539 300 296,839 25,000
COPPER MTN NETWORKS COM 21751010 1,623,210 274,841 270,624 4,217 243,141 1,300 30,400
COR THERAPEUTICS INC COM 21775310 16,982,618 482,639 481,759 880 441,979 6,000 34,660
CORECOMM LTD NEW COM 21869Q10 240,483 48,553 7,667 2,836 38,050 10,503 38,050
CORILLIAN CORP COM 21872510 361,740 30,145 30,145 30,145
CORINTHIAN COLLEGES COM 21886810 3,181,927 83,874 83,874 77,474 6,400
CORIXA CORP COM 21887F10 8,464,884 303,673 303,533 140 278,840 24,833
CORN PRODS INTL INC COM 21902310 8,297,985 285,527 279,284 1,689 4,554 258,273 4,554 22,700
CORNERSTONE RLTY INC COM 21922V10 4,203,401 397,974 397,974 370,574 27,400
CORNING INC COM 21935010 938,736,732 17,775,065 17,371,653 310,524 92,888 15,119,465 706,278 1,938,152
CORPORATE EXECUTIVE COM 21988R10 6,115,414 153,785 153,585 200 141,385 12,400
CORPORATE OFFICE PPT SH BEN INT 22002T10 533,209 53,659 53,659 53,659
CORRECTIONS CORP AME COM 22025Y10 412,155 1,198,126 1,198,126 1,198,126
CORSAIR COMMUNICATIO COM 22040610 1,936,888 271,844 271,844 271,844
CORUS BANKSHARES INC COM 22087310 5,085,718 102,775 102,775 95,775 7,000
CORVAS INTL INC COM 22100510 236,540 16,455 16,455 16,455
CORVEL CORP COM 22100610 1,252,040 36,160 36,160 36,160
CORVIS CORP COM 22100910 5,131,057 215,482 215,460 22 207,182 8,300
COSINE COMMUNICATION COM 22122210 732,419 52,787 52,700 87 52,787
COST PLUS INC CALIF COM 22148510 4,909,620 167,136 167,056 80 152,236 14,900
COSTCO WHSL CORP NEW COM 22160K10 328,459,460 8,224,440 8,204,768 15,796 3,876 7,169,985 118,416 935,739
COSTAR GROUP INC COM 22160N10 2,110,397 89,329 89,329 80,729 8,600
COUNTRYWIDE CR INDS COM 22237210 121,358,322 2,415,091 2,411,681 3,410 2,152,068 29,060 233,963
COUSINS PPTYS INC COM 22279510 11,528,705 412,668 412,668 387,568 25,100
COVAD COMMUNICATIONS COM 22281420 1,489,318 899,347 895,122 2,750 1,475 798,922 3,575 96,750
COVANCE INC COM 22281610 7,530,310 700,494 700,059 435 657,294 43,200
COVENTRY HEALTH CARE COM 22286210 18,076,306 677,345 676,945 400 639,645 37,700
COX COMMUNICATIONS I CL A 22404410 81,565,216 1,751,755 1,741,457 5,430 4,868 1,313,281 21,268 417,206
COX RADIO INC CL A 22405110 4,398,236 194,940 194,900 40 173,740 200 21,000
CRANE CO COM 22439910 32,443,488 1,140,890 1,130,897 4,760 5,233 1,030,629 19,903 90,358
Page Total 1,956,159,184
Page 20 of 82
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Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
CRAWFORD & CO CL B 22463310 3,141,447 270,232 270,232 243,732 26,500
CREDENCE SYS CORP COM 22530210 11,383,160 494,920 494,920 448,420 7,900 38,600
CREDIT ACCEP CORP MI COM 22531010 762,606 127,101 127,101 127,101
CREE INC COM 22544710 12,242,099 344,547 344,027 520 299,147 7,400 37,800
CRESCENT REAL ESTATE COM 22575610 20,013,541 899,485 898,325 1,160 778,533 11,100 109,852
CRESTLINE CAP CORP COM 22615310 3,030,079 117,673 117,593 80 106,573 11,100
CRITICAL PATH INC COM 22674V10 8,602,743 279,764 279,004 660 100 248,964 5,100 25,600
CROMPTON CORP COM 22711610 13,884,055 1,322,291 1,315,465 3,740 3,086 1,236,401 3,086 82,804
CROSS TIMBERS OIL CO COM 22757310 15,272,850 550,373 549,223 1,000 150 506,423 150 43,800
CROSSMANN CMNTYS INC COM 22764E10 1,283,331 61,111 61,111 61,111
CROSSROADS SYS INC COM 22765D10 279,326 59,596 59,596 59,496
CROWN AMERN RLTY TR SH BEN INT 22818610 409,948 77,174 77,174 77,174
CROWN CASTLE INTL CO COM 22822710 18,836,829 696,062 694,612 1,350 100 622,762 12,100 61,100
CROWN CORK & SEAL IN COM 22825510 6,783,719 912,158 906,168 5,990 757,547 11,000 143,611
CROWN MEDIA HLDGS IN CL A 22841110 1,405,610 69,201 69,201 69,201
CRYOLIFE INC COM 22890310 3,412,563 112,812 112,812 102,012 10,800
CUBIC CORP COM 22966910 933,876 36,356 36,236 120 36,356
CUBIST PHARMACEUTICA COM 22967810 6,282,879 216,651 212,751 3,900 199,451 17,200
CULLEN FROST BANKERS COM 22989910 17,414,112 416,486 415,586 900 381,235 33,400
CUMMINS ENGINE INC COM 23102110 32,921,235 867,787 866,027 1,760 777,275 5,400 85,112
CUMULUS MEDIA INC CL A 23108210 829,363 228,790 228,690 100 228,790
CURAGEN CORP COM 23126R10 9,443,397 345,760 345,260 200 300 329,960 300 15,500
CURTISS WRIGHT CORP COM 23156110 1,942,677 41,778 41,778 41,778
CYBER-CARE INC COM 23243T10 641,518 301,891 301,891 301,891
CYBERSOURCE CORP COM 23251J10 304,978 128,412 126,412 2,000 127,912 300
CYBERONICS INC COM 23251P10 5,824,985 250,537 207,852 42,685 238,037 12,500
CYBEROPTICS CORP COM 23251710 1,804,738 106,556 106,556 106,556
CYGNUS INC COM 23256010 818,873 167,974 165,974 2,000 165,974 2,000
CYLINK CORP COM 23256510 254,416 118,004 118,004 118,004
CYMER INC COM 23257210 5,960,406 231,616 231,496 120 212,516 19,100
CYPRESS SEMICONDUCTO COM 23280610 23,569,807 1,197,227 1,195,017 2,010 200 1,091,127 14,900 90,800
CYTEC INDS INC COM 23282010 21,781,280 545,391 543,931 460 1,000 515,891 1,000 28,500
CYTOGEN CORP COM 23282410 1,441,986 615,182 606,182 1,000 8,000 554,182 8,000 53,000
CYTYC CORP COM 23294610 14,377,998 229,820 221,181 8,639 201,820 4,600 23,400
DDI CORP COM 23316210 5,776,264 211,973 211,973 203,273 8,700
DMC STRATEX NETWORKS COM 23322L10 6,474,585 431,639 429,889 1,750 376,039 9,100 46,500
DQE INC COM 23329J10 24,965,619 762,309 761,017 1,292 544,594 172,215 45,500
Page Total 304,508,898
Page 21 of 82
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Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
DPL INC COM 23329310 42,439,137 1,278,788 1,274,693 3,595 500 1,172,458 16,200 90,130
D R HORTON INC COM 23331A10 10,642,753 435,518 435,278 240 401,518 34,000
DSP GROUP INC COM 23332B10 11,249,137 534,477 534,277 200 515,077 19,400
DST SYS INC DEL COM 23332610 63,476,805 947,415 929,915 1,300 16,200 867,215 25,100 55,100
DTE ENERGY CO COM 23333110 101,740,161 2,612,943 2,609,818 2,200 925 2,267,921 40,435 304,587
DVI INC COM 23334310 1,451,396 85,066 64,066 21,000 85,066
DAIN RAUSCHER CORP COM 23385610 9,819,988 103,710 103,610 100 95,610 8,100
DAL-TILE INTL INC COM 23426R10 6,524,416 459,887 458,547 1,340 423,587 36,300
DALLAS SEMICONDUCTOR COM 23520410 15,820,234 617,375 596,025 13,850 7,500 560,175 14,900 42,300
DANA CORP COM 23581110 43,263,964 2,825,494 2,807,144 4,029 14,321 2,453,341 47,616 324,537
DANAHER CORP DEL COM 23585110 161,834,667 2,366,869 2,358,259 8,510 100 2,130,465 31,060 205,344
DANIELSON HLDG CORP COM 23627410 239,048 52,400 12,400 40,000 52,400
DARDEN RESTAURANTS I COM 23719410 58,740,049 2,567,871 2,557,776 3,195 6,900 2,263,757 39,270 264,844
DATA BROADCASTING CO COM 23759610 1,556,457 444,702 444,702 393,902 50,800
DATA RETURN CORP COM 23785M10 314,722 83,926 83,926 83,926
DATASCOPE CORP COM 23811310 3,271,560 95,520 95,220 300 87,120 8,400
DATASTREAM SYS INC COM 23812410 1,227,993 125,948 125,948 125,948
DAVITA INC COM 23918K10 20,425,741 1,192,744 1,192,744 1,145,044 47,700
DAVOX CORP COM 23920810 713,826 73,213 71,213 2,000 73,213
DEAN FOODS CO COM 24236110 12,792,919 416,884 416,624 160 100 391,634 100 25,150
DEERE & CO COM 24419910 198,465,738 4,332,178 4,322,328 7,675 2,175 3,779,683 62,235 490,260
DEL MONTE FOODS CO COM 24522P10 2,819,409 388,884 388,404 480 350,684 38,200
DELCO REMY INTL INC CL A 24662610 1,257,645 145,814 145,614 200 145,814
DELHAIZE AMER INC CL A 24668810 2,707,472 153,077 151,918 1,159 149,041 4,036
DELHAIZE AMER INC CL B 24668820 14,171,598 787,311 785,461 1,850 681,344 16,600 89,367
DELL COMPUTER CORP COM 24702510 849,634,860 48,725,977 48,232,882 370,235 122,860 41,516,940 1,817,970 5,362,667
DELPHI AUTOMOTIVE SY COM 24712610 745,655,771 66,280,513 66,260,645 14,512 5,356 8,970,579 56,112,622 1,197,312
DELPHI FINL GROUP IN CL A 24713110 5,593,665 145,290 131,054 200 14,036 119,854 14,036 11,400
DELTA & PINE LD CO COM 24735710 6,407,056 306,016 305,656 360 281,316 24,700
DELTA AIR LINES INC COM 24736110 115,141,073 2,294,241 2,291,502 2,639 100 2,003,408 31,750 258,983
DELTEK SYS INC COM 24785A10 225,568 53,075 53,075 53,075
DELTIC TIMBER CORP COM 24785010 1,664,015 69,697 69,697 69,697
DENBURY RES INC COM NEW 24791620 3,881,405 352,855 352,855 352,855
DELUXE CORP COM 24801910 33,267,171 1,316,469 1,299,329 5,050 12,090 1,147,851 29,410 139,208
DENDRITE INTL INC COM 24823910 9,528,281 425,845 425,725 120 405,545 20,300
DENTSPLY INTL INC NE COM 24903010 32,607,596 833,421 814,981 1,240 17,200 761,818 22,700 48,138
DEUTSCHE TELEKOM AG SPONSORED 25156610 538,200 18,400 18,400 18,400
Page Total 2,591,111,496
Page 22 of 82
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Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
DEVELOPERS DIVERSIFI COM 25159110 7,503,069 563,632 563,632 524,732 38,900
DEVON ENERGY CORP NE COM 25179M10 140,595,173 2,305,973 2,294,836 4,168 6,969 2,098,316 34,169 172,893
DEVRY INC DEL COM 25189310 22,877,745 606,033 604,693 1,140 200 552,833 7,600 45,000
DIAGEO P L C SPON ADR N 25243Q20 3,907,618 88,059 60,305 27,754 75,159 12,900
DIAGNOSTIC PRODS COR COM 25245010 4,991,359 91,375 89,775 1,600 82,075 1,600 7,700
DIAL CORP NEW COM 25247D10 11,343,431 1,031,221 1,002,513 28,408 300 968,921 300 62,000
DIAMETRICS MED INC COM 25253210 1,004,332 169,165 169,165 169,165
DIAMOND OFFSHORE DRI COM 25271C10 18,380,560 459,514 454,034 3,380 2,100 400,214 10,200 49,100
DIEBOLD INC COM 25365110 24,448,956 732,553 720,744 1,485 10,324 661,561 19,124 51,868
DIGENE CORP COM 25375210 3,392,234 75,911 75,911 68,211 7,700
DIGEX INC DEL CL A 25375610 5,675,827 252,259 214,514 32,595 5,150 228,509 8,650 15,100
DIGIMARC CORP COM 25380710 757,251 45,894 45,794 100 45,894
DIGITAL IS INC DEL COM 25385N10 2,119,539 521,797 521,797 476,397 45,200
DIGITAL INSIGHT CORP COM 25385P10 3,105,128 171,915 171,915 157,215 14,700
DIGITAL LIGHTWAVE IN COM 25385510 2,332,194 73,601 73,591 10 66,201 7,400
DIGITAL RIV INC COM 25388B10 350,198 147,452 147,352 100 147,152 200
DIGITAS INC COM 25388K10 559,963 110,621 80,620 30,001 110,621
DIGITALTHINK INC COM 25388M10 734,109 43,026 43,026 43,026
DIME CMNTY BANCSHARE COM 25392210 2,353,956 93,226 93,226 84,426 8,800
DILLARDS INC CL A 25406710 22,485,181 1,903,588 1,901,038 2,550 1,727,311 11,300 164,977
DIME BANCORP INC NEW COM 25429Q10 71,062,525 2,403,847 2,396,017 7,730 100 2,283,847 15,000 105,000
DIONEX CORP COM 25454610 6,132,237 177,746 177,666 80 163,246 14,500
DISNEY WALT CO COM DISNEY 25468710 1,250,180,258 43,203,520 40,313,063 1,799,957 1,090,500 37,095,609 1,638,790 4,467,321
DISNEY WALT CO COM INTRNT 25468720 1,234,262 286,239 286,139 100 230,504 300 55,435
DISTRIBUCION Y SERVI SPONSORED 25475310 228,424 13,100 13,100 13,100
DIRECT FOCUS INC COM 25493110 3,273,872 97,547 97,357 190 88,847 8,700
DITECH COMMUNICATION COM 25500M10 9,548,264 594,463 503,927 90,536 569,063 3,900 21,500
DIVERSA CORP COM 25506410 814,698 45,420 45,413 7 45,420
DOBSON COMMUNICATION CL A 25606910 2,895,428 197,978 197,878 100 179,078 600 18,300
DOCUMENTUM INC COM 25615910 12,720,070 256,004 249,444 360 6,200 235,304 6,200 14,500
DOLE FOOD INC COM 25660510 9,509,666 580,743 579,943 600 200 545,243 200 35,300
DOLLAR GEN CORP COM 25666910 94,460,994 5,004,556 4,996,552 7,647 357 4,501,164 68,994 434,398
DOLLAR THRIFTY AUTOM COM 25674310 3,568,893 190,341 190,061 280 173,141 17,200
DOLLAR TREE STORES I COM 25674710 23,924,519 976,511 975,411 950 150 888,436 13,350 74,725
DOMINION RES INC VA COM 25746U10 292,760,453 4,369,559 4,325,619 15,338 28,602 3,772,556 94,964 501,839
DONALDSON INC COM 25765110 13,028,281 468,441 468,281 160 439,441 29,000
DONNELLEY R R & SONS COM 25786710 58,013,361 2,148,643 2,136,918 6,825 4,900 1,861,594 32,210 254,839
Page Total 2,132,274,028
Page 23 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
DORAL FINL CORP COM 25811P10 10,428,321 431,154 431,154 408,954 22,200
DOT HILL SYS CORP COM 25848T10 210,338 54,281 54,281 54,281
DOUBLECLICK INC COM 25860930 8,073,923 733,993 732,788 1,205 652,593 13,300 67,900
DOVER CORP COM 26000310 183,547,390 4,525,107 4,428,479 16,116 80,512 3,915,994 133,882 475,131
DOVER DOWNS ENTMT IN COM 26008610 1,073,851 95,991 95,991 95,991
DOW CHEM CO COM 26054310 471,142,095 12,863,948 12,666,373 104,295 93,280 11,145,930 272,640 1,444,778
DOW JONES & CO INC COM 26056110 287,052,510 5,069,360 1,479,575 56,760 3,533,025 1,316,907 3,588,535 163,018
DOWNEY FINL CORP COM 26101810 16,903,425 307,335 307,335 293,735 13,600
DRESS BARN INC COM 26157010 6,104,761 210,509 210,429 80 200,009 10,500
DREYERS GRAND ICE CR COM 26187810 7,609,097 235,941 235,941 222,541 13,400
DRIL-QUIP INC COM 26203710 2,611,784 76,397 76,197 200 69,597 6,800
DU PONT E I DE NEMOU COM 26353410 1,043,702,736 21,603,385 20,885,279 386,956 331,150 18,829,102 598,815 2,174,468
DUANE READE INC COM 26357810 4,405,298 144,143 144,003 140 132,143 12,000
DUKE ENERGY CORP COM 26439910 2,473,497,207 29,014,630 7,171,350 21,752,004 91,276 6,418,606 21,794,082 801,742
DUKE WEEKS REALTY CO COM NEW 26441150 36,615,872 1,486,939 1,368,089 118,850 1,392,239 15,500 79,200
DUN & BRADSTREET COR COM 26483E10 21,758,830 840,921 828,904 10,292 1,725 749,084 15,965 75,872
DURA AUTOMOTIVE SYST CL A 26590310 618,229 117,758 117,278 480 117,758
DUPONT PHOTOMASKS IN COM 26613X10 2,600,347 49,208 49,208 44,908 4,300
DURECT CORP COM 26660510 256,800 21,400 21,400 21,400
DUSA PHARMACEUTICALS COM 26689810 1,500,571 89,256 89,256 79,456 9,800
DYCOM INDS INC COM 26747510 50,334,907 1,400,643 1,397,068 3,575 1,358,243 5,300 37,100
DYNEGY INC NEW CL A 26816Q10 306,733,478 5,471,326 5,465,626 3,700 2,000 4,935,369 74,100 461,657
EDP-ELECTRICIDADE DE SPONSORED 26835310 657,175 19,400 19,400 19,400
EEX CORP COM NEW 26842V20 1,831,025 375,595 232,395 143,200 375,595
EGL INC COM 26848410 9,386,750 392,144 391,964 80 100 370,444 100 21,600
E M C CORP MASS COM 26864810 2,997,863,956 45,080,661 42,643,042 1,721,559 716,060 38,155,575 2,190,126 4,710,800
ENSCO INTL INC COM 26874Q10 47,351,629 1,390,160 1,387,830 2,030 300 1,269,160 17,100 103,900
ENI S P A SPONSORED 26874R10 1,331,258 20,700 20,700 20,700
EOG RES INC COM 26875P10 140,718,370 2,576,080 2,396,015 146,540 33,525 2,325,196 60,125 190,759
E ON AG SPONSORED 26878010 688,275 11,400 11,400 11,400
E PIPHANY INC COM 26881V10 21,751,659 403,279 402,129 1,150 360,979 8,550 33,650
ESS TECHNOLOGY INC COM 26915110 1,150,542 224,496 224,496 205,196 19,200
E TRADE GROUP INC COM 26924610 18,065,062 2,449,500 2,444,220 3,080 2,200 2,260,800 28,800 159,500
EARTHGRAINS CO COM 27031910 6,189,304 334,557 334,557 307,157 27,400
EARTHSHELL CORP COM 27032B10 271,861 212,226 209,726 2,500 209,726 2,500
EARTHLINK INC COM 27032110 2,699,362 536,546 530,316 3,000 3,230 480,193 3,730 52,423
EAST WEST BANCORP IN COM 27579R10 6,251,331 250,685 250,685 228,785 20,000
Page Total 8,192,989,329
Page 24 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
EASTGROUP PPTY INC COM 27727610 3,234,373 144,553 144,193 360 133,153 11,400
EASTMAN CHEM CO COM 27743210 85,874,100 1,761,520 1,757,494 1,308 2,718 1,598,349 23,748 139,423
EASTMAN KODAK CO COM 27746110 280,602,748 7,126,419 7,069,136 14,884 42,399 6,348,223 131,599 646,397
EATON CORP COM 27805810 102,259,658 1,360,071 1,356,936 3,135 1,187,540 19,070 153,461
EATON VANCE CORP COM NON VT 27826510 21,667,162 671,850 671,850 645,250 26,600
EBAY INC COM 27864210 37,123,119 1,124,943 1,123,563 1,380 893,544 15,200 216,099
ECHELON CORP COM 27874N10 1,809,850 112,679 112,089 590 99,379 100 13,200
ECHOSTAR COMMUNICATI CL A 27876210 14,662,397 644,501 643,901 600 564,201 11,900 68,400
ECLIPSYS CORP COM 27885610 6,968,363 284,423 277,657 616 6,150 254,573 6,150 23,700
ECOLAB INC COM 27886510 118,715,923 2,748,881 2,420,681 263,215 64,985 2,393,486 149,855 204,240
EDEN BIOSCIENCE CORP COM 27944510 317,332 10,600 10,600 10,600
EDISON INTL COM 28102010 472,553,484 30,243,423 30,214,787 17,536 11,100 5,912,676 23,649,150 681,297
EDISON SCHOOLS INC CL A 28103310 3,716,842 117,995 117,995 107,695 10,300
EDUCATION MGMT CORP COM 28139T10 5,760,433 161,131 161,131 147,531 13,600
J D EDWARDS & CO COM 28166710 14,464,270 812,052 811,752 300 768,752 43,300
EDWARDS LIFESCIENCES COM 28176E10 33,929,249 1,911,507 745,615 1,165,752 140 704,287 1,164,460 42,760
EDWARDS AG INC COM 28176010 41,255,199 869,684 864,041 4,450 1,193 796,429 11,393 61,862
EFFICIENT NETWORKS I COM 28205610 2,552,004 179,088 177,188 1,900 156,788 3,600 18,600
EFUNDS CORP COM 28224R10 224,162 24,400 24,400 24,400
EGAIN COMMUNICATIONS COM 28225C10 417,587 134,967 134,967 134,767
EL PASO ELEC CO COM NEW 28367785 6,055,209 458,728 458,488 240 422,528 36,200
EL PASO ENERGY CORP COM 28390510 308,799,727 4,311,340 4,261,937 11,574 37,829 3,726,972 96,919 485,679
ELAN PLC ADR 28413120 11,747,986 250,961 226,101 24,860 229,825 21,136
ELANTEC SEMICONDUCTO COM 28415510 6,584,575 237,282 237,182 100 224,182 13,100
ELCOR CORP COM 28444310 2,706,834 160,405 160,205 200 146,005 14,400
ELECTRIC LIGHTWAVE I CL A 28489510 200,836 60,639 60,639 60,639
ELECTRO RENT CORP COM 28521810 1,472,573 104,253 104,253 104,253
ELECTRO SCIENTIFIC I COM 28522910 9,844,744 351,598 351,278 320 334,298 17,300
ELECTROGLAS INC COM 28532410 4,086,910 266,909 266,909 251,209 15,600
ELECTRONIC ARTS INC COM 28551210 60,163,951 1,411,471 1,409,601 1,670 200 1,240,951 15,900 154,520
ELECTRONIC DATA SYS COM 28566110 714,713,538 12,375,992 12,349,171 22,524 4,297 7,403,239 3,969,670 1,002,783
ELECTRONICS BOUTIQUE COM 28604510 828,432 47,339 47,339 47,339
ELECTRONICS FOR IMAG COM 28608210 4,579,767 328,605 328,105 500 285,805 8,700 34,000
ELOYALTY CORP COM 29015110 2,325,392 359,467 359,467 326,967 32,500
ELSEVIER N V SPON ADR N 29025910 528,335 17,948 17,948 9,000 8,948
EMAGIN CORP COM 29076N10 324,427 153,032 153,032 153,032
EMBARCADERO TECHNOLO COM 29078710 1,634,850 36,330 36,330 36,330
Page Total 2,384,706,341
Page 25 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
EMBRATEL PARTICIPACO SPON ADR P 29081N10 631,401 40,250 40,250 40,250
EMCOR GROUP INC COM 29084Q10 1,545,019 60,589 60,589 60,589
EMCORE CORP COM 29084610 8,900,014 189,362 189,082 280 173,662 15,700
EMERSON ELEC CO COM 29101110 693,757,446 8,802,688 7,860,579 578,047 364,062 7,422,742 479,112 900,434
EMISPHERE TECHNOLOGI COM 29134510 2,952,175 118,087 117,887 200 107,687 10,400
EMMIS COMMUNICATIONS CL A 29152510 11,243,267 391,929 391,729 200 360,829 5,200 25,900
EMPIRE DIST ELEC CO COM 29164110 4,051,942 153,996 153,196 800 141,996 12,000
EMPRESA NACIONAL DE SPONSORED 29244T10 232,725 21,400 21,400 21,400
EMULEX CORP COM NEW 29247520 38,680,714 483,890 482,080 1,810 427,890 8,800 47,200
ENCOMPASS SVCS CORP COM 29255U10 2,508,327 495,521 495,521 448,521 47,000
ENDESA S A SPONSORED 29258N10 2,353,751 141,053 112,150 28,903 133,053 8,000
ENDO PHARMACEUTICALS COM 29264F20 292,800 48,800 48,800 48,800
ENDOCARE INC COM 29264P10 769,156 60,326 60,326 60,326
ENERGEN CORP COM 29265N10 10,757,474 334,218 334,018 200 316,518 17,700
ENERGY CONVERSION DE COM 29265910 2,379,678 117,515 117,515 106,815 10,700
ENERGY EAST CORP COM 29266M10 25,544,650 1,297,539 1,292,291 5,248 1,202,539 13,800 81,200
ENERGIZER HLDGS INC COM 29266R10 25,332,581 1,185,150 1,183,091 1,294 765 1,100,154 12,731 72,265
ENERSIS S A SPONSORED 29274F10 391,416 22,208 22,208 22,208
ENGELHARD CORP COM 29284510 46,926,559 2,303,144 2,300,669 2,475 2,072,164 26,925 204,055
ENESCO GROUP INC COM 29297310 365,918 78,071 78,071 78,071
ENHANCE FINL SVCS GR COM 29331010 3,600,124 233,214 233,214 213,414 19,800
ENRON CORP COM 29356110 1,152,017,072 13,858,852 13,596,036 171,218 91,598 11,977,560 285,018 1,595,774
ENTEGRIS INC COM 29362U10 227,603 30,412 30,412 30,412
ENTERCOM COMMUNICATI CL A 29363910 5,814,067 168,832 168,832 147,232 3,700 17,900
ENTERGY CORP NEW COM 29364G10 184,339,547 4,356,673 4,350,413 3,460 2,800 3,800,064 64,550 491,859
ENTERPRISE PRODS PAR COM 29379210 702,962 22,361 22,361 22,361
ENTERTAINMENT PPTYS COM SH BEN 29380T10 1,903,308 173,028 173,028 173,028
ENTREMED INC COM 29382F10 2,223,128 128,877 122,377 5,500 1,000 117,777 1,000 10,100
ENTRAVISION COMMUNIC CL A 29382R10 4,487,910 244,240 210,000 18,940 15,300 228,040 15,300
ENTRUST TECHNOLOGIES COM 29384810 3,706,339 285,103 238,293 44,210 2,600 249,703 8,000 27,400
ENZON INC COM 29390410 32,796,043 528,440 496,395 27,300 4,745 498,295 4,745 25,400
ENZO BIOCHEM INC COM 29410010 4,648,142 186,860 176,500 8,170 2,190 170,070 2,190 14,600
EOTT ENERGY PARTNERS UNIT LTD P 29410310 253,812 15,500 15,500 15,500
EPLUS INC COM 29426810 325,836 28,645 28,645 28,645
EPRESENCE INC COM 29434810 783,418 180,345 178,345 2,000 178,345 2,000
EQUIFAX INC COM 29442910 75,491,533 2,631,559 2,619,842 6,317 5,400 2,224,690 104,240 301,129
EQUITABLE RES INC COM 29454910 15,816,412 236,950 234,288 300 2,362 209,448 6,362 20,600
Page Total 2,368,754,269
Page 26 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
EQUITY INNS INC COM 29470310 2,239,984 362,047 362,047 362,047
EQUITY OFFICE PROPER COM 29474110 109,098,880 3,344,027 3,173,997 170,030 2,951,543 36,500 355,984
EQUITY RESIDENTIAL P SH BEN INT 29476L10 80,909,508 1,462,784 1,380,759 82,025 1,302,990 15,900 143,894
ERICSSON L M TEL CO ADR CL B S 29482140 8,854,689 791,516 654,985 136,531 752,216 39,300
ERIE INDTY CO CL A 29530P10 12,050,994 404,233 403,633 600 355,033 8,000 41,200
ESCO TECHNOLOGIES IN COM 29631510 1,516,750 73,319 73,319 72,524
ESPEED INC CL A 29664310 949,141 60,505 60,505 60,505
ESSEX PPTY TR INC COM 29717810 19,110,925 349,058 324,233 24,825 337,258 11,800
ESTERLINE TECHNOLOGI COM 29742510 8,379,262 319,210 319,130 80 306,910 12,300
ETHAN ALLEN INTERIOR COM 29760210 10,808,942 322,655 322,295 360 297,655 25,000
ETHYL CORP COM 29765910 606,155 421,820 421,820 421,820
EVERGREEN RES INC COM NO PAR 29990030 4,473,779 115,826 115,826 104,526 11,300
EXAR CORP COM 30064510 9,291,048 299,866 299,086 780 276,466 23,400
EXCEL TECHNOLOGY INC COM 30067T10 1,234,132 61,852 61,402 450 60,752 1,100
EXCELON CORP COM 30069110 231,187 154,125 154,125 154,125
EXCHANGE APPLICATION COM 30086710 234,943 192,735 191,235 1,500 192,735
EXE TECHNOLOGIES INC COM 30150410 317,850 24,450 24,450 24,450
EXELON CORP COM 30161N10 438,761,948 6,249,280 6,232,508 14,485 2,287 5,310,349 221,831 713,600
EXELIXIS INC COM 30161Q10 1,001,593 68,485 68,383 102 68,485
EXTENDED SYSTEMS INC COM 30197310 691,858 59,199 59,199 53,599 5,600
EXIDE CORP COM 30205110 1,030,107 135,096 135,096 135,096
EXODUS COMMUNICATION COM 30208810 61,813,400 3,090,670 3,028,149 38,746 23,775 2,545,090 73,975 471,205
EXPEDIA INC COM 30212510 848,158 88,701 88,601 100 88,501 100 100
EXPEDITORS INTL WASH COM 30213010 27,385,738 510,100 508,390 1,710 470,600 5,900 33,600
EXPRESS SCRIPTS INC CL A 30218210 27,729,586 271,194 270,794 300 100 252,294 2,700 16,200
EXTENDED STAY AMER I COM 30224P10 7,128,563 554,752 554,032 720 508,952 45,800
EXTREME NETWORKS INC COM 30226D10 12,707,330 324,788 323,888 900 285,182 5,900 33,606
EXXON MOBIL CORP COM 30231G10 6,110,480,932 70,286,310 66,507,206 1,869,028 1,910,076 60,527,941 2,823,163 6,932,146
F&M BANCORP MD COM 30236710 1,368,303 66,342 66,342 66,342
F & M NATL CORP COM 30237410 4,869,334 186,386 186,386 169,886 16,500
FBL FINL GROUP INC CL A 30239F10 1,617,664 93,103 93,103 93,103
FEI CO COM 30241L10 2,348,073 103,212 103,212 93,112 10,100
F M C CORP COM NEW 30249130 58,697,889 818,808 817,883 875 50 745,288 7,640 65,880
FNB CORP PA COM 30252010 3,773,469 179,689 176,529 3,160 164,489 15,200
FPL GROUP INC COM 30257110 242,880,422 3,385,093 3,277,721 59,441 47,931 2,903,277 97,096 384,520
FSI INTL INC COM 30263310 1,536,351 183,445 183,445 183,445
F Y I INC COM 30271210 7,720,297 209,364 209,364 200,014 9,350
Page Total 7,284,699,184
Page 27 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
FACTORY 2-U INC COM 30307210 3,234,722 97,652 97,412 240 88,752 8,900
FACTSET RESH SYS INC COM 30307510 6,782,141 182,955 167,955 15,000 154,655 15,000 13,300
FAIR ISAAC & CO INC COM 30325010 4,905,231 96,181 96,081 100 88,281 7,900
FAIRCHILD SEMICONDUC CL A 30372610 4,940,529 342,213 341,613 600 296,613 7,400 38,000
FAIRFIELD CMNTYS INC COM PAR $0 30423130 4,785,664 340,326 340,326 311,726 28,600
FAMILY DLR STORES IN COM 30700010 32,602,461 1,520,850 1,513,030 4,420 3,400 1,397,566 21,100 102,184
FARMERS CAP BK CORP COM 30956210 1,090,635 39,480 39,480 39,480
FASTENAL CO COM 31190010 16,752,898 305,292 303,092 2,100 100 281,092 3,600 20,600
FEDDERS CORP COM 31313510 993,200 214,746 214,746 214,746
FEDERAL HOME LN MTG COM 31340030 940,159,797 13,650,233 13,359,853 219,030 71,350 12,233,898 254,020 1,161,815
FEDERAL MOGUL CORP COM 31354910 21,287,393 9,207,350 9,207,350 538,697 8,668,653
FEDERAL NATL MTG ASS COM 31358610 1,699,348,092 19,589,027 19,370,861 115,296 102,870 17,018,059 370,115 2,200,053
FEDERAL REALTY INVT SH BEN INT 31374720 7,395,826 389,254 389,254 363,454 25,800
FEDERAL SIGNAL CORP COM 31385510 10,114,901 515,409 501,609 13,600 200 481,644 200 32,300
FEDERATED DEPT STORE COM 31410H10 135,557,730 3,873,078 3,860,248 12,130 700 3,475,215 51,300 346,463
FEDERATED INVS INC P CL B 31421110 14,779,568 507,453 507,293 160 444,253 10,400 52,800
FEDEX CORP COM 31428X10 214,489,136 5,367,596 5,281,761 10,785 75,050 4,616,249 149,470 601,777
FELCOR LODGING TR IN COM 31430F10 22,456,807 938,163 937,763 400 908,063 30,100
FERRO CORP COM 31540510 9,201,656 400,072 399,812 260 374,672 25,400
F5 NETWORKS INC COM 31561610 2,156,623 227,013 226,813 200 215,313 11,700
FIBERNET TELECOM GRP COM 31565310 299,629 54,478 54,478 54,478
FIDELITY NATL FINL I COM 31632610 23,777,639 643,735 643,165 570 610,035 33,700
FIFTH THIRD BANCORP COM 31677310 560,847,139 9,386,563 8,313,007 692,880 380,676 8,168,399 493,356 724,608
FILENET CORP COM 31686910 7,205,281 264,414 264,034 380 242,314 22,100
FINANCIAL FED CORP COM 31749210 1,757,080 73,595 73,595 73,595
FINISAR COM 31787A10 17,591,719 606,611 606,111 500 532,811 12,000 61,600
FINOVA GROUP INC COM 31792810 516,092 516,092 516,020 72 516,092
FIREPOND INC COM 31822410 383,944 40,685 40,685 40,685
FIRST AMERN CORP CAL COM 31852230 14,329,423 435,876 435,676 200 400,976 34,900
FIRST BANCORP P R COM 31867210 3,995,932 169,140 168,940 200 154,640 14,500
FIRST BUSEY CORP COM 31938310 1,158,638 58,115 58,115 58,115
FIRST CHARTER CORP COM 31943910 3,181,212 213,863 213,863 192,463 21,400
FIRST CTZNS BANCSHAR CL A 31946M10 3,787,740 46,907 46,907 42,807 4,100
FIRST COMWLTH FINL C COM 31982910 4,348,820 434,882 434,882 395,882 39,000
FIRST CONSULTING GRO COM 31986R10 568,679 119,722 119,592 130 119,722
FIRST FED CAP CORP COM 31996010 1,582,675 109,150 109,150 109,150
FIRST DATA CORP COM 31996310 451,144,450 8,562,728 8,461,940 73,153 27,635 7,507,784 134,685 919,959
Page Total 4,249,511,102
Page 28 0f 82
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Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
FIRST ESSEX BANCORP COM 32010310 426,678 21,268 7,761 13,507 21,268
FIRST FINL BANKSHARE COM 32020R10 2,252,555 71,653 71,653 63,853 7,800
FIRST FINL BANCORP O COM 32020910 4,566,540 268,620 268,420 200 244,920 23,700
FIRST FINL CORP IND COM 32021810 1,444,191 45,220 45,220 45,220
FIRST FINL HLDGS INC COM 32023910 1,909,540 96,995 96,995 96,995
FIRST INDUSTRIAL REA COM 32054K10 18,521,568 544,752 519,092 25,660 520,352 24,400
FIRST IND CORP COM 32054R10 1,540,683 65,561 65,561 65,561
FIRST MERCHANTS CORP COM 32081710 2,076,336 91,521 88,821 2,700 82,121 9,400
FIRST MIDWEST BANCOR COM 32086710 9,268,252 322,374 322,334 40 296,174 26,200
FIRST HEALTH GROUP C COM 32096010 21,268,962 456,788 456,488 300 416,688 6,000 34,100
FIRST NIAGARA FINL G COM 33582U10 893,255 82,617 82,617 82,617
FIRST SENTINEL BANCO COM 33640T10 3,488,801 303,374 303,374 276,074 27,300
1ST SOURCE CORP COM 33690110 1,598,590 87,594 87,594 87,594
FIRST TENN NATL CORP COM 33716210 37,903,737 1,309,871 1,299,401 8,570 1,900 1,193,871 17,800 98,200
FIRST UN CORP COM 33735810 512,568,290 18,429,753 18,380,723 33,015 16,015 16,040,391 278,191 2,110,171
FIRST UN REAL EST EQ SH BEN INT 33740010 210,639 82,217 82,217 82,217
FIRST VA BANKS INC COM 33747710 22,592,544 470,678 466,378 4,000 300 429,678 6,000 35,000
FIRST WASH RLTY TR I COM 33748950 1,941,217 75,206 75,206 75,206
FIRSTAR CORP NEW WIS COM 33763V10 389,948,976 16,771,999 16,663,825 87,675 20,499 14,941,951 270,517 1,558,731
FISERV INC COM 33773810 57,290,376 1,207,715 1,206,375 1,140 200 1,106,340 15,400 85,975
FIRSTFED FINL CORP COM 33790710 11,357,280 351,488 351,388 100 335,488 14,900
FIRSTMERIT CORP COM 33791510 24,975,758 934,232 882,712 51,120 400 864,235 10,500 58,400
FLAGSTAR BANCORP INC COM 33793010 392,500 15,700 14,600 1,100 15,700
FIRSTENERGY CORP COM 33793210 543,199,252 17,210,546 17,195,266 13,180 2,100 3,957,533 12,765,261 487,652
FISHER SCIENTIFIC IN COM NEW 33803220 11,665,922 316,364 316,164 200 291,264 25,100
FLEETBOSTON FINL COR COM 33903010 706,743,453 18,815,384 18,219,195 380,359 215,830 16,381,713 457,113 1,975,758
FLEETWOOD ENTERPRISE COM 33909910 2,795,929 266,279 266,279 243,479 22,800
FLEMING COS INC COM 33913010 3,743,210 316,899 316,899 290,299 26,600
FLORIDA EAST COAST I CL A 34063210 7,301,315 203,521 199,481 40 4,000 175,521 7,900 20,100
FLORIDA ROCK INDS IN COM 34114010 5,977,361 152,776 152,416 360 140,416 12,200
FLUOR CORP COM 34341210 46,592,259 1,409,239 1,409,239 1,237,191 16,950 155,098
FLOWERS INDS INC COM 34349610 19,456,069 1,235,306 1,001,261 225,870 8,175 924,286 239,870 71,150
FLOWSERVE CORP COM 34354P10 9,249,390 432,720 432,560 160 403,640 27,300
FOCAL COMMUNICATIONS COM 34415510 756,000 108,000 108,000 107,900 100
FOOTSTAR INC COM 34491210 7,729,573 156,153 156,113 40 144,053 12,100
FORD MTR CO DEL COM PAR $0 34537086 894,640,281 38,172,133 37,917,687 199,514 54,932 33,501,416 542,581 4,126,436
FOREST CITY ENTERPRI CL A 34555010 5,288,824 134,919 134,919 124,319 10,600
Page Total 3,393,576,106
Page 29 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
FOREST LABS INC COM 34583810 218,180,351 1,641,997 1,627,352 1,845 12,800 1,430,737 75,300 135,060
FOREST OIL CORP COM PAR $0 34609170 9,904,588 268,599 268,499 100 193,145 43,694 31,760
FORRESTER RESH INC COM 34656310 10,767,985 215,093 214,993 100 206,193 8,900
FORTUNE BRANDS INC COM 34963110 99,490,710 3,316,357 2,761,622 506,998 47,737 2,483,329 568,059 264,969
FORWARD AIR CORP COM 34985310 6,564,150 175,926 152,701 23,225 166,626 9,300
FOSSIL INC COM 34988210 1,692,687 116,866 116,866 116,866
FOSTER WHEELER CORP COM 35024410 1,670,460 318,183 317,183 1,000 289,533 28,650
FOUNDRY NETWORKS INC COM 35063R10 7,621,860 508,124 507,624 500 404,878 8,200 94,946
4 KIDS ENTMT INC COM 35086510 820,532 91,813 91,513 300 91,813
FOX ENTMT GROUP INC CL A 35138T10 14,070,592 787,166 786,966 200 689,166 15,400 82,600
FRANCE TELECOM SPONSORED 35177Q10 1,080,684 12,612 12,612 12,612
FRANCHISE FIN CORP A COM 35180710 9,625,431 412,896 412,896 377,096 35,800
FRANKLIN ELEC INC COM 35351410 2,473,261 36,106 36,106 32,906 3,200
FRANKLIN RES INC COM 35461310 156,410,787 4,105,270 3,926,404 132,032 46,834 3,648,679 102,024 354,467
FREDS INC CL A 35610810 1,251,209 59,406 59,406 59,406
FREEMARKETS INC COM 35660210 8,775,454 461,866 41,548 417,343 2,975 458,891 2,975
FREEPORT-MCMORAN COP CL B 35671D85 25,661,195 2,997,103 2,981,226 2,860 13,017 2,658,877 38,517 299,709
FREMONT GEN CORP COM 35728810 1,289,285 458,494 458,494 458,494
FRESENIUS MED CARE A SPONSORED 35802910 448,938 16,513 16,513 16,513
FRIEDE GOLDMAN HALTE COM 35843010 778,649 218,599 218,599 218,599
FRIEDMAN BILLINGS RA CL A 35843310 941,194 143,431 143,431 143,431
FRITZ COS INC COM 35884610 1,112,934 183,592 183,152 440 183,592
FRONTIER AIRLINES IN COM 35906510 5,987,918 193,552 193,552 181,052 12,500
FRONTIER FINL CORP W COM 35907K10 2,914,409 116,288 116,288 105,288 11,000
FRONTIER OIL CORP COM 35914P10 1,177,453 171,266 171,266 171,266
FRONTLINE CAP GROUP COM 35921N10 2,362,531 177,674 177,478 196 158,874 18,800
FUELCELL ENERGY INC COM 35952H10 5,642,789 82,302 82,302 75,502 6,800
FUJI PHOTO FILM LTD ADR 35958630 631,125 15,300 15,300 15,300
FULLER H B CO COM 35969410 6,491,044 164,526 164,326 200 153,946 10,300
FULTON FINL CORP PA COM 36027110 12,769,314 553,695 553,252 443 507,695 46,000
FURNITURE BRANDS INT COM 36092110 13,322,978 632,560 629,960 2,600 596,760 35,800
G & K SVCS INC CL A 36126810 4,413,290 156,917 156,662 255 143,117 13,800
GATX CORP COM 36144810 24,187,529 484,963 483,753 1,010 200 445,563 6,100 33,300
GBC BANCORP CALIF COM 36147510 3,421,438 89,158 89,158 81,458 7,700
GPU INC COM 36225X10 105,907,535 2,876,984 2,864,849 5,535 6,600 2,056,761 556,219 263,904
GABELLI ASSET MGMT I CL A 36239Y10 952,997 28,716 28,716 28,716
GABLES RESIDENTIAL T SH BEN INT 36241810 6,782,132 242,219 242,019 200 226,419 15,800
Page Total 777,597,418
Page 30 of 82
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GALILEO INTERNATIONA COM 36354710 16,071,740 803,587 802,567 820 200 712,016 7,200 84,371
GALLAGHER ARTHUR J & COM 36357610 29,119,062 457,667 448,767 1,100 7,800 423,467 7,800 26,400
GALLAHER GROUP PLC SPONSORED 36359510 471,815 19,160 18,100 1,060 19,160
GANNETT INC COM 36473010 322,391,862 5,112,300 4,970,082 58,070 84,148 4,392,470 152,798 566,932
GAP INC DEL COM 36476010 366,104,749 14,357,049 14,317,067 29,207 10,775 12,317,013 542,629 1,488,407
GARAN INC COM 36480210 290,317 12,420 11,720 700 12,420
GARDNER DENVER INC COM 36555810 1,901,003 89,249 89,174 75 89,249
GARTNER GROUP INC NE COM 36665110 3,804,425 551,366 550,926 440 503,566 47,800
GARTNER GROUP INC NE CL B 36665120 2,272,427 358,427 357,127 675 625 350,804 625 6,998
GASONICS INTL CORP COM 36727810 1,722,582 93,746 93,746 83,346 10,400
GATEWAY INC COM 36762610 94,408,173 5,247,814 5,241,836 4,440 1,538 4,719,673 69,898 457,943
GAYLORD ENTMT CO NEW COM 36790510 3,152,772 151,031 150,881 150 138,431 12,600
GAYLORD CONTAINER CO CL A 36814510 399,353 399,353 399,353 399,353
GEMSTAR-TV GUIDE INT COM 36866W10 29,398,875 637,374 636,509 865 436,895 200,479
GENCORP INC COM 36868210 2,669,859 277,388 276,828 560 252,088 25,300
GENE LOGIC INC COM 36868910 3,746,203 203,875 203,875 186,575 17,300
GENENCOR INTL INC COM 36870910 507,600 28,200 28,200 28,200
GENENTECH INC COM NEW 36871040 112,829,007 1,384,405 1,360,058 20,627 3,720 1,214,185 29,520 140,500
GENERAL CABLE CORP D COM 36930010 989,002 222,899 222,847 52 222,899
GENERAL COMMUNICATIO CL A 36938510 2,138,640 305,520 305,520 274,820 30,700
GENERAL DYNAMICS COR COM 36955010 306,755,436 3,932,762 3,926,437 6,125 200 3,499,535 41,770 391,457
GENERAL ELEC CO COM 36960410 9,988,557,764 208,368,437 196,011,592 5,997,230 6,359,615 167,356,993 19,504,135 21,397,719
GENERAL GROWTH PPTYS COM 37002110 16,743,001 462,680 462,680 422,180 6,500 34,000
GENERAL MLS INC COM 37033410 256,945,294 5,766,018 5,331,061 158,524 276,433 4,661,799 471,413 629,906
GENERAL MTRS CORP COM 37044210 4,098,309,826 80,458,406 80,403,277 22,997 32,132 10,349,089 68,958,792 1,150,025
GENERAL MTRS CORP CL H NEW 37044283 1,071,674,259 46,594,533 46,581,523 8,645 4,365 4,017,892 41,681,973 894,668
GENERAL SEMICONDUCTO COM 37078710 4,204,675 672,748 672,648 100 647,948 24,800
GENESCO INC COM 37153210 12,102,277 495,244 495,244 479,844 15,400
GENTEX CORP COM 37190110 26,076,769 1,400,095 1,107,736 205,734 86,625 1,257,070 95,825 47,200
GENLYTE GROUP INC COM 37230210 2,092,707 88,114 87,614 500 79,314 8,800
GENOME THERAPEUTICS COM 37243010 1,185,364 170,091 170,091 153,991 16,100
GENRAD INC COM 37244710 2,145,520 214,552 214,552 214,55
GENTA INC COM NEW 37245M20 965,256 120,657 120,657 120,657
GENTEK INC COM 37245X10 946,077 57,338 57,298 40 57,338
GENZYME TRANSGENICS COM 37246E10 2,002,520 139,919 139,919 126,619 13,300
GENUINE PARTS CO COM 37246010 89,593,006 3,421,278 3,215,578 198,550 7,150 2,989,653 49,520 382,105
GENTIVA HEALTH SERVI COM 37247A10 1,491,847 111,540 111,540 111,540
Page Total 16,876,181,064
Page 31 of 82
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GENUITY INC CL A 37248E10 546,331 107,928 106,503 1,025 400 107,528 400
GENZYME CORP COM GENL D 37291710 121,363,506 1,349,428 1,339,249 7,479 2,700 1,267,510 13,200 68,718
GEORGIA GULF CORP COM PAR $0 37320020 11,993,169 702,917 702,617 300 680,917 22,000
GEORGIA PAC CORP COM GA PAC 37329810 131,780,044 4,233,897 4,218,533 11,898 3,466 3,710,171 64,195 459,331
GEORGIA PAC CORP COM-TIMBER 37329870 23,731,838 792,726 788,882 1,900 1,944 724,182 11,844 56,700
GEOWORKS CORP COM 37369210 229,567 78,164 78,164 78,164
GERBER SCIENTIFIC IN COM 37373010 1,402,087 163,757 159,031 2,726 2,000 161,757 2,000
GERON CORP COM 37416310 2,704,577 175,201 175,201 160,501 14,700
GETTY IMAGES INC COM 37427610 7,212,160 225,380 225,080 300 196,880 4,700 23,800
GIBRALTAR STL CORP COM 37476F10 949,138 54,045 54,045 54,045
GILEAD SCIENCES INC COM 37555810 38,429,688 463,360 462,700 560 100 424,960 5,800 32,600
GILLETTE CO COM 37576610 1,127,217,659 31,203,257 19,343,415 11,452,474 407,368 27,818,340 1,121,018 2,252,199
GLATFELTER P H CO COM 37731610 4,872,046 391,329 391,029 300 368,829 22,500
GLAXO WELLCOME PLC SPONSORED 37733W10 136,547,040 2,438,340 2,438,340 2,432,992 5,348
GLENAYRE TECHNOLOGIE COM 37789910 1,796,293 508,721 508,621 100 464,821 43,900
GLENBOROUGH RLTY TR COM 37803P10 5,560,938 320,054 320,054 299,854 20,200
GLIATECH INC COM 37929C10 242,074 59,595 59,595 59,595
GLIMCHER RLTY TR SH BEN INT 37930210 3,296,712 263,737 263,097 640 246,237 17,500
GLOBAL INDS LTD COM 37933610 9,109,506 665,559 571,484 88,575 5,500 604,759 16,100 44,700
GLOBAL MARINE INC COM 37935240 52,987,475 1,867,400 1,828,987 3,186 35,227 1,608,626 54,827 203,947
GLOBAL TELESYSTEMS I COM 37936U10 903,286 1,112,422 1,078,982 33,440 974,222 1,200 137,000
GLOBIX CORP COM 37957F10 381,609 138,767 138,667 100 138,767
GLOBESPAN INC COM 37957110 5,838,552 212,311 212,201 110 186,911 4,200 21,200
GOLD BANC CORP INC COM 37990710 616,415 131,516 131,516 131,516
GOAMERICA INC COM 38020R10 374,519 69,678 69,678 69,678
GOLDEN ST BANCORP IN COM 38119710 24,270,621 772,040 768,670 3,290 80 712,222 8,780 51,038
GOLDEN TELECOM INC COM 38122G10 213,266 41,613 41,613 41,613
GOLDEN WEST FINL COR COM 38131710 182,367,382 2,701,739 2,697,009 4,730 2,408,084 40,800 252,855
GOLDMAN SACHS GROUP COM 38141G10 158,204,736 1,479,420 1,247,290 197,175 34,955 1,215,001 147,619 116,600
GOODRICH B F CO COM 38238810 74,447,803 2,046,675 2,041,922 3,693 1,060 1,592,415 296,963 157,297
GOODYEAR TIRE & RUBR COM 38255010 67,099,142 2,918,623 2,907,477 11,046 100 2,548,295 39,620 330,608
GOTO COM INC COM 38348T10 1,485,337 203,137 202,637 500 184,037 19,000
GRACE W R & CO DEL N COM 38388F10 1,525,725 478,734 468,335 10,399 473,371 200 5,163
GRACO INC COM 38410910 7,295,612 176,329 175,492 837 163,029 13,300
GRAINGER W W INC COM 38480210 61,816,765 1,693,610 1,682,081 10,505 1,024 1,484,033 25,864 183,713
GRANITE CONSTR INC COM 38732810 7,237,404 250,109 250,109 234,909 15,200
GRANT PRIDECO INC COM 38821G10 24,053,021 1,096,459 1,093,184 1,650 1,625 1,002,514 15,025 78,920
Page Total 2,300,103,043
Page 32 of 82
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Defined Other
GRAY COMMUNICATIONS COM 38919010 364,387 23,045 23,045 23,045
GREAT AMERN FINL RES COM 38991510 1,678,849 87,783 87,783 87,783
GREAT ATLANTIC & PAC COM 39006410 980,924 140,132 140,132 139,832 300
GREAT LAKES CHEM COR COM 39056810 37,749,602 1,015,129 1,001,114 1,115 12,900 886,288 20,700 108,141
GREAT LAKES REIT INC COM 39075210 2,566,704 147,724 147,724 135,324 12,400
GREAT PLAINS SOFTWAR COM 39119E10 4,783,805 101,649 101,649 92,949 8,700
GREATER BAY BANCORP COM 39164810 24,560,476 599,036 598,496 540 569,836 28,200
GREEN MOUNTAIN PWR C COM 39315410 504,625 40,370 40,370 40,370
GREENPOINT FINL CORP COM 39538410 56,979,841 1,391,891 1,389,921 1,670 300 1,312,291 11,000 68,600
GREIF BROS CORP CL A 39762410 3,115,591 109,319 109,319 100,119 9,200
GREY WOLF INC COM 39788810 7,993,407 1,360,580 1,360,580 1,243,980 116,600
GRIFFON CORP COM 39843310 1,353,098 171,822 171,822 171,822
GROUP 1 AUTOMOTIVE I COM 39890510 2,126,015 226,775 226,615 160 226,775
GROUPE DANONE SPONSORED 39944910 973,190 31,700 31,700 31,700
GRUPO TELEVISA SA DE SP ADR REP 40049J20 604,402 13,450 13,450 13,450
GTECH HLDGS CORP COM 40051810 8,229,673 400,237 400,077 160 374,537 25,700
GUESS INC COM 40161710 359,027 67,588 67,588 67,588
GUIDANT CORP COM 40169810 288,852,807 5,355,374 5,301,250 50,354 3,770 4,619,585 215,930 516,559
GUILFORD PHARMACEUTI COM 40182910 3,152,880 175,160 175,160 159,460 15,700
GUITAR CTR MGMT INC COM 40204010 1,907,337 167,678 167,478 200 151,278 16,400
GULF ISLAND FABRICAT COM 40230710 925,209 50,872 50,872 50,872
HCA-HEALTHCARE CO COM 40411910 444,930,493 10,109,759 10,091,829 17,330 600 8,814,485 122,100 1,169,284
HCC INS HLDGS INC COM 40413210 9,149,152 339,650 334,164 5,486 312,750 26,900
HNC SOFTWARE INC COM 40425P10 7,318,112 246,509 246,109 400 225,209 21,300
HRPT PPTYS TR COM SH BEN 40426W10 8,342,746 1,103,246 1,103,246 1,017,746 85,500
H POWER CORP COM 40427A10 242,509 31,548 30,960 588 31,548
HSBC HLDGS PLC SPON ADR N 40428040 14,139,958 192,119 167,458 24,661 184,819 7,300
HS RES INC COM 40429710 10,506,966 247,952 247,872 80 236,852 11,100
HA-LO INDS INC COM 40442910 816,210 362,760 362,760 362,760
HAEMONETICS CORP COM 40502410 6,179,847 200,157 200,037 120 183,357 16,800
HAIN CELESTIAL GROUP COM 40521710 14,555,482 447,861 372,939 59,862 15,060 412,601 15,060 20,200
HALL KINION ASSOCIAT COM 40606910 2,254,342 112,017 112,017 112,017
HALLIBURTON CO COM 40621610 459,472,193 12,675,095 8,133,451 4,446,277 95,367 7,279,944 4,458,900 936,251
HANCOCK HLDG CO COM 41012010 2,837,614 74,186 74,186 67,386 6,800
HANCOCK JOHN FINL SV COM 41014S10 38,075,333 1,011,969 1,005,229 4,603 2,137 926,832 14,437 70,700
HANDLEMAN CO DEL COM 41025210 2,554,215 340,562 340,562 320,862 19,700
HANOVER COMPRESSOR C COM 41076810 26,303,433 590,266 589,786 380 100 535,566 7,900 46,200
Page Total 1,497,440,454
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Defined Other
HANOVER DIRECT INC COM 41078310 342,333 912,889 912,889 912,889
HARCOURT GEN INC COM 41163G10 68,128,060 1,191,050 1,182,906 1,044 7,100 1,073,926 22,290 94,834
HARBOR FLA BANCSHARE COM 41190110 2,558,215 171,267 171,107 160 154,367 16,900
HARDINGE INC COM 41232430 8,582,632 602,290 602,290 400 601,890
HARLAND JOHN H CO COM 41269310 3,110,791 220,233 219,733 500 200,233 20,000
HARLEY DAVIDSON INC COM 41282210 222,359,671 5,593,954 5,478,882 109,790 5,282 4,751,299 211,482 628,073
HARLEYSVILLE GROUP I COM 41282410 3,327,304 113,754 113,354 400 103,654 400 9,700
HARLEYSVILLE NATL CO COM 41285010 2,264,540 65,285 65,285 58,385 6,900
HARMAN INTL INDS INC COM 41308610 20,382,731 558,431 558,111 320 534,031 24,400
HARMONIC INC COM 41316010 1,675,913 294,692 294,292 400 260,692 300 33,700
HARRAHS ENTMT INC COM 41361910 183,526,296 6,958,343 6,955,423 2,820 100 2,073,339 4,606,637 278,367
HARRIS CORP DEL COM 41387510 21,335,671 696,675 695,915 560 200 636,375 8,700 51,600
HARSCO CORP COM 41586410 11,030,966 446,833 446,633 200 417,633 200 29,000
HARTE-HANKS INC COM 41619610 12,646,773 533,912 533,712 200 494,196 6,700 32,700
HARTFORD FINL SVCS G COM 41651510 303,396,454 4,295,879 4,212,650 27,984 55,245 3,695,451 113,335 486,893
HASBRO INC COM 41805610 32,874,568 3,094,077 3,092,110 1,967 2,770,083 45,330 278,664
HAVAS ADVERTISING SPONSORED 41931310 220,787 15,631 15,631 14,946 685
HAVERTY FURNITURE IN COM 41959610 1,205,688 122,095 122,095 122,095
HAWAIIAN ELEC INDUST COM 41987010 13,835,125 372,042 371,892 150 348,842 23,200
HAYES LEMMERZ INTL I COM 42078110 849,483 127,035 127,035 127,035
HEALTH CARE PPTY INV COM 42191510 11,445,351 383,108 383,108 352,808 30,300
HEALTHSOUTH CORP COM 42192410 118,066,027 7,237,986 7,217,911 19,025 1,050 6,325,697 91,050 821,239
HEALTH MGMT ASSOC IN CL A 42193310 49,457,064 2,383,473 2,374,708 8,265 500 2,180,248 30,000 171,525
HEALTHCARE RLTY TR COM 42194610 7,547,532 355,178 355,178 329,078 26,100
HEALTH CARE REIT INC COM 42217K10 3,642,437 224,150 224,150 204,650 19,500
HEALTH NET INC COM 42222G10 44,493,205 1,699,057 1,698,042 750 265 1,625,662 265 73,130
HEARST-ARGYLE TELEVI COM 42231710 5,036,943 246,462 245,962 500 227,162 200 19,100
HEARTLAND EXPRESS IN COM 42234710 2,509,867 110,024 109,824 200 110,024
HEICO CORP NEW COM 42280610 669,781 42,866 42,866 42,866
HEIDRICK & STRUGGLES COM 42281910 10,365,128 246,425 246,345 80 234,225 12,200
HEINZ H J CO COM 42307410 316,741,070 6,677,089 6,603,436 37,005 36,648 5,652,135 275,258 745,996
HELIX TECHNOLOGY COR COM 42331910 4,489,442 189,652 182,372 280 7,000 167,652 7,000 15,000
HELLER FINANCIAL INC CL A 42332810 18,120,980 590,510 581,110 9,400 545,810 4,900 38,700
HELMERICH & PAYNE IN COM 42345210 30,336,491 691,430 688,830 1,900 700 646,830 6,900 37,150
HENRY JACK & ASSOC I COM 42628110 21,216,992 341,521 341,281 240 313,421 3,800 24,300
HERBALIFE INTL INC CL A 42690820 613,416 80,448 80,115 333 80,448
HERCULES INC COM 42705610 36,613,431 1,920,755 1,910,285 4,070 6,400 1,720,654 30,730 169,371
Page Total 1,595,019,158
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Defined Other
HERSHEY FOODS CORP COM 42786610 149,142,068 2,316,770 2,276,247 12,589 27,934 1,999,795 115,514 200,061
HERTZ CORP CL A 42804010 4,690,788 137,459 137,099 360 123,759 100 13,600
HEWLETT PACKARD CO COM 42823610 1,278,441,029 40,505,704 37,217,322 1,659,096 1,629,286 34,296,693 2,111,166 4,096,045
HEXCEL CORP NEW COM 42829110 2,615,109 292,616 292,616 292,616
HI / FN INC COM 42835810 1,534,527 55,801 55,801 51,001 4,800
HIBERNIA CORP CL A 42865610 26,294,682 2,062,328 2,022,308 3,320 36,700 1,883,428 56,400 122,500
HICKORY TECH CORP COM 42906010 2,068,778 100,916 100,916 90,816 10,100
HIGHLANDS INS GROUP COM 43103210 1,783,404 198,156 198,156 19,785 178,371
HIGHWOODS PPTYS INC COM 43128410 14,435,310 580,314 580,314 543,214 37,100
HILB ROGAL & HAMILTO COM 43129410 4,518,116 113,307 113,307 104,407 8,900
HILLENBRAND INDS INC COM 43157310 27,027,406 524,804 521,204 3,200 400 483,304 6,000 35,500
HILTON HOTELS CORP COM 43284810 86,808,277 8,267,455 8,255,515 11,940 7,444,405 86,120 736,930
HISPANIC BROADCASTIN CL A 43357B10 23,358,408 916,016 914,016 1,800 200 843,216 10,800 62,000
HITACHI LIMITED ADR 10 COM 43357850 882,135 10,250 10,250 10,250
HOLLINGER INTL INC CL A 43556910 5,259,911 331,333 330,933 400 304,833 26,500
HOLLYWOOD ENTMT CORP COM 43614110 232,985 219,384 219,384 219,384
HOME DEPOT INC COM 43707610 2,161,395,957 47,308,774 44,781,240 1,831,479 696,055 40,029,040 2,255,999 4,998,235
HOME PPTYS N Y INC COM 43730610 5,959,381 213,315 213,315 199,115 14,200
HOMESTAKE MNG CO COM 43761410 20,481,145 4,891,604 4,881,179 10,425 4,270,885 64,050 556,669
HOMESTORE COM INC COM 43785210 6,100,430 303,127 302,327 300 500 266,227 6,500 30,400
HON INDS INC COM 43809210 16,205,301 635,502 634,662 640 200 597,002 200 38,300
HONDA MOTOR LTD AMERN SHS 43812830 8,139,325 110,177 91,800 18,377 105,077 5,100
HONEYWELL INTL INC COM 43851610 4,005,338,113 84,657,975 15,430,034 69,144,239 83,702 13,981,116 69,327,969 1,348,290
HOOPER HOLMES INC COM 43910410 5,768,132 521,531 517,651 280 3,600 474,131 3,600 43,800
HORACE MANN EDUCATOR COM 44032710 10,005,124 468,076 467,800 276 437,571 29,620
HORIZON OFFSHORE INC COM 44043J10 906,169 45,882 45,882 45,882
HORMEL FOODS CORP COM 44045210 19,429,804 1,043,211 1,040,586 2,500 125 973,486 9,825 59,900
HOSPITALITY PPTYS TR COM SH BEN 44106M10 11,629,974 514,032 514,032 481,832 32,200
HOST MARRIOTT CORP N COM 44107P10 29,054,496 2,245,845 2,243,615 2,230 1,986,834 23,800 235,211
HOT TOPIC INC COM 44133910 2,056,564 125,118 125,038 80 112,318 12,800
HOTEL RESERVATIONS N CL A 44145110 1,496,185 52,729 52,729 52,729
HOTJOBS COM INC COM 44147410 1,589,399 138,970 138,970 125,370 13,600
HOUGHTON MIFFLIN CO COM 44156010 81,078,757 1,748,329 316,325 15,000 1,417,004 311,925 1,417,004 19,400
HOUSEHOLD INTL INC COM 44181510 489,748,325 8,904,515 8,878,774 19,283 6,458 7,731,212 130,491 1,042,512
HOUSTON EXPL CO COM 44212010 3,137,382 82,292 82,292 82,292
HUANENG PWR INTL INC SPON ADR N 44330410 351,075 18,600 18,600 18,600
HUBBELL INC CL B 44351020 16,131,583 608,739 588,773 12,038 7,928 551,493 15,028 42,218
Page Total 8,525,095,554
Page 35 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
HUDSON CITY BANCORP COM 44368310 7,968,982 393,530 393,530 350,830 8,100 34,600
HUDSON UNITED BANCOR COM 44416510 9,083,203 433,835 432,017 1,818 400,895 32,940
HUGHES SUPPLY INC COM 44448210 3,459,370 192,830 192,589 241 176,430 16,400
HUGOTON RTY TR TEX UNIT BEN I 44471710 222,140 14,687 14,687 14,687
HUMANA INC COM 44485910 49,564,741 3,250,147 3,245,137 3,410 1,600 2,963,601 19,000 267,546
HUMAN GENOME SCIENCE COM 44490310 50,209,196 724,394 717,569 3,895 2,930 632,414 17,530 74,450
HUNGRY MINDS INC CL A 44554910 1,515,834 237,778 5,178 197,600 35,000 202,778 35,000
HUNT J B TRANS SVCS COM 44565810 4,676,694 278,176 277,816 360 275,676 2,500
HUNTINGTON BANCSHARE COM 44615010 71,113,974 4,393,277 4,389,745 3,032 500 3,897,167 60,875 435,235
HUTCHINSON TECHNOLOG COM 44840710 2,766,953 201,233 200,773 460 184,433 16,800
ICN PHARMACEUTICALS COM 44892410 27,582,426 898,831 897,694 1,037 100 833,431 9,800 55,600
IDT CORP COM 44894710 3,926,731 192,723 192,443 280 177,423 15,300
HYPERCOM CORP COM 44913M10 281,625 90,120 89,920 200 90,120
HYPERION SOLUTIONS C COM 44914M10 4,005,515 259,475 259,475 236,875 22,600
HYSEQ INC COM 44916330 1,078,369 75,017 75,017 67,717 7,300
IBP INC COM 44922310 27,439,213 1,025,765 1,022,945 2,420 400 948,565 10,800 66,400
ICOS CORP COM 44929510 12,768,815 245,852 243,982 1,870 214,852 5,100 25,900
IDEC PHARMACEUTICALS COM 44937010 82,947,592 437,575 419,085 12,030 6,460 403,365 10,560 23,650
IDX SYS CORP COM 44949110 3,051,850 122,074 122,074 111,574 10,500
IGEN INC COM 44953610 944,712 76,731 74,631 2,100 76,731
IHOP CORP COM 44962310 3,500,932 161,430 161,430 147,430 14,000
IMC GLOBAL INC COM 44966910 18,042,069 1,159,367 1,158,647 420 300 1,067,367 12,600 79,400
IMS HEALTH INC COM 44993410 151,605,648 5,615,024 5,544,918 56,856 13,250 4,728,554 214,860 668,510
IRT PPTY CO COM 45005810 2,467,115 303,645 303,645 279,645 24,000
ITC DELTACOM INC COM 45031T10 2,215,355 410,936 408,176 2,760 374,936 36,000
ISTAR FINL INC COM 45031U10 11,347,508 576,396 576,296 100 511,584 10,700 54,112
I-STAT CORP COM 45031210 3,229,200 122,147 122,147 110,247 11,900
ITT EDUCATIONAL SERV COM 45068B10 2,217,908 100,814 100,814 100,814
ITXC CORP COM 45069F10 295,641 42,618 42,618 42,618
IXIA COM 45071R10 617,625 27,000 27,000 27,000
IXL ENTERPRISES INC COM 45071810 297,400 297,400 297,300 100 294,600 2,300
IBASIS INC COM 45073210 676,198 163,927 71,850 92,077 163,827
IBIS TECHNOLOGY CORP COM 45090910 1,218,736 63,311 63,311 57,211 6,100
ITT INDS INC IND COM 45091110 70,154,976 1,810,451 1,790,452 1,530 18,469 1,582,027 40,559 187,865
IDACORP INC COM 45110710 22,697,896 462,637 458,047 1,280 3,310 433,127 3,310 26,200
IDEX CORP COM 45167R10 7,858,177 237,228 234,008 3,220 217,928 19,300
IDEXX LABS INC COM 45168D10 11,341,660 515,530 483,401 700 31,429 461,601 31,429 22,500
Page Total 674,391,979
Page 36 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
IGATE CAPITAL CORP COM 45169U10 717,091 249,423 249,323 100 249,423
IKON OFFICE SOLUTION COM 45171310 2,764,842 1,105,937 1,105,117 820 1,004,237 101,600
IDENTIX INC COM 45190610 1,675,001 213,376 213,176 200 194,576 18,800
ILEX ONCOLOGY INC COM 45192310 5,067,428 192,590 192,590 175,090 17,500
ILLINOIS TOOL WKS IN COM 45230810 384,985,479 6,463,609 5,556,974 617,277 289,358 5,535,875 363,018 564,516
ILLUMINA INC COM 45232710 250,567 15,600 15,600 15,600
ILLUMINET HLDGS INC COM 45233410 8,105,087 353,363 353,363 338,363 15,000
IMATION CORP COM 45245A10 6,227,466 401,772 392,659 8,205 908 374,864 908 26,000
IMCLONE SYS INC COM 45245W10 18,745,628 426,037 403,832 22,205 378,037 7,900 40,100
IMMUNE RESPONSE CORP COM 45252T10 423,102 161,182 161,182 161,182
IMMERSION CORP COM 45252110 526,480 70,048 70,008 40 70,048
IMMUNEX CORP NEW COM 45252810 65,255,409 1,606,287 1,560,911 36,541 8,835 1,405,052 38,035 163,000
IMMUNOGEN INC COM 45253H10 9,317,699 434,655 432,455 200 2,000 410,855 2,000 21,800
IMPATH INC COM 45255G10 8,341,095 125,430 125,130 300 115,330 10,100
IMPCO TECHNOLOGIES I COM 45255W10 360,228 30,019 30,019 30,019
IMPERIAL BANCORP COM 45255610 9,628,421 366,797 366,797 342,397 24,400
IMPERIAL CHEM INDS P ADR NEW 45270450 427,824 12,700 12,700 12,700
IMATRON INC COM 45290610 748,079 544,058 544,058 544,058
IMMUNOMEDICS INC COM 45290710 5,666,669 263,566 263,566 242,566 21,000
IMPSAT FIBER NETWORK COM 45321T10 274,894 62,833 62,833 62,733
IMRGLOBAL CORPORATIO COM 45321W10 830,109 154,439 154,439 154,439
INAMED CORP COM 45323510 2,079,628 101,758 101,558 200 92,558 9,200
INCO LTD COM 45325840 40,517,551 2,417,515 2,416,815 700 2,221,384 26,800 169,331
INCYTE GENOMICS INC COM 45337C10 13,535,980 544,160 543,860 200 100 497,760 6,900 39,500
INDEPENDENCE CMNTY B COM 45341410 8,473,400 531,681 531,681 489,481 42,200
INDEPENDENT BANK COR COM 45383610 786,725 62,938 59,506 3,432 62,447
INDEPENDENT BANK COR COM 45383810 221,891 11,235 11,235 11,235
INDYMAC BANCORP INC COM 45660710 16,011,095 542,749 542,629 120 501,049 41,100
INFINITY BROADCASTIN CL A 45662S10 68,664,899 2,457,848 2,447,208 6,640 4,000 2,215,923 41,700 200,125
INET TECHNOLOGIES IN COM 45662V10 16,340,940 403,480 403,480 391,480 100 11,900
INFOCUS CORP COM 45665B10 8,151,277 552,629 552,329 300 526,329 26,300
INFOGRAMES INC COM 45665T10 468,631 84,256 84,256 84,256
INFORMATICA CORP COM 45666Q10 18,868,818 476,943 476,543 400 444,543 32,400
INFONET SVCS CORP CL B 45666T10 2,204,515 440,903 440,403 500 402,803 500 37,500
INFORMATION HLDGS IN COM 45672710 2,101,408 89,662 70,562 350 18,750 68,512 18,750 2,400
INFORTE CORP COM 45677R10 970,268 70,565 70,355 210 70,565
INFORMIX CORP COM 45677910 8,359,685 2,815,657 2,779,397 24,160 12,100 2,557,457 48,000 210,000
Page Total 738,095,309
Page 37 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
INFOSPACE INC COM 45678T10 12,526,623 1,416,398 1,415,305 802 291 1,145,599 22,891 247,708
INFOUSA INC NEW COM 45681830 618,512 183,263 183,263 183,263
ING GROEP N V SPONSORED 45683710 4,874,244 60,833 37,733 23,100 54,533 6,300
INGERSOLL-RAND CO COM 45686610 130,946,433 3,127,079 3,090,153 16,361 20,565 2,696,151 63,365 367,463
INGLES MKTS INC CL A 45703010 665,490 66,139 60,639 5,000 500 65,639 500
INGRAM MICRO INC CL A 45715310 4,761,855 423,276 421,826 1,450 372,476 8,300 42,500
INHALE THERAPEUTIC S COM 45719110 13,685,550 271,001 269,401 1,500 100 250,601 100 20,300
INKTOMI CORP COM 45727710 11,505,190 643,647 641,307 2,340 525,645 9,800 108,102
INNKEEPERS USA TR COM 4576J010 7,049,580 637,279 637,279 612,379 24,900
INSIGHT ENTERPRISES COM 45765U10 4,600,930 256,505 255,235 1,270 234,905 21,600
INPUT/OUTPUT INC COM 45765210 3,247,737 318,812 318,812 290,712 28,100
INPRISE CORP COM 45766C10 2,058,571 372,188 371,938 250 332,688 39,500
INSITUFORM TECHNOLOG CL A 45766710 5,952,101 149,269 149,269 134,669 14,600
INSIGNIA FINL GROUP COM 45767A10 1,648,356 138,809 138,809 138,809
INSIGHT COMMUNICATIO CL A 45768V10 7,583,661 322,709 321,929 780 296,209 26,500
INNOGY HLDGS PLC SPONSORED 45769A10 286,125 10,500 10,500 10,500
INNOVATIVE SOLUTIONS COM 45769N10 282,007 16,100 16,100 14,800 1,300
INSPIRE PHARMACEUTIC COM 45773310 273,651 10,500 10,500 10,500
INSURANCE AUTO AUCTI COM 45787510 508,608 42,384 42,384 42,384
INTEGRATED ELECTRICA COM 45811E10 1,274,994 214,754 214,754 214,754
INTEGRATED CIRCUIT S COM 45811K20 5,802,231 350,334 350,134 200 350,334
INTEGRATED DEVICE TE COM 45811810 45,682,290 1,379,088 1,377,808 1,080 200 1,286,588 12,800 79,500
INTEGRATED SILICON S COM 45812P10 5,197,540 361,568 301,778 59,790 342,968 18,500
INTEGRA BK CORP COM 45814P10 3,283,668 128,459 128,459 116,459 12,000
INTELIDATA TECHNOLOG COM 45814T10 586,417 226,067 225,067 1,000 226,067
INTEL CORP COM 45814010 4,152,749,258 138,139,487 131,476,752 3,966,685 2,696,050 116,282,202 7,226,090 14,562,435
INTER TEL INC COM 45837210 1,269,215 165,112 164,912 200 165,112
INTERACTIVE INTELLIG COM 45839M10 710,601 29,455 29,455 29,455
INTERACT COMM CORP COM 45839Y10 729,412 87,094 87,094 87,094
INTERCEPT GROUP INC COM 45845L10 1,407,685 52,748 52,748 52,748
INTERDIGITAL COMMUNI COM 45866A10 2,237,727 413,934 413,734 200 378,534 35,400
INTERFACE INC CL A 45866510 3,128,492 360,135 360,135 328,235 31,900
INTERGRAPH CORP COM 45868310 2,034,906 339,151 339,151 306,051 33,100
INTERLIANT INC COM 45874210 1,252,019 392,852 392,852 357,252 35,600
INTERLINK ELECTRS COM 45875110 756,982 59,666 59,666 59,666
INTERLOGIX INC COM 45876310 2,338,159 123,876 123,876 123,876
INTERMEDIA COMMUNICA COM 45880110 2,940,956 409,205 408,585 620 377,005 32,200
Page Total 4,446,457,776
Page 38 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
INTERNAP NETWORK SVC COM 45885A10 4,172,628 575,535 570,994 4,541 515,835 9,800 49,900
INTERMUNE PHARMACEUT COM 45885B10 2,711,236 60,756 60,756 55,456 5,300
INTERNATIONAL BANCSH COM 45904410 4,101,620 120,194 120,069 125 109,794 10,400
INTERNATIONAL BUSINE COM 45920010 6,132,204,130 72,143,578 71,441,650 442,883 259,045 30,976,591 37,328,313 3,819,274
INTERNATIONAL FIBERC COM 45950T10 1,039,401 210,533 200,433 100 10,000 180,533 10,000 20,000
INTERNATIONAL FLAVOR COM 45950610 38,597,837 1,900,248 1,896,728 1,020 2,500 1,638,344 30,560 231,344
INTERNATIONAL GAME T COM 45990210 41,271,840 859,830 859,208 422 200 798,266 9,100 52,464
INTERNATIONAL MULTIF COM 46004310 2,820,768 138,872 138,772 100 126,272 12,600
INTL PAPER CO COM 46014610 1,819,587,919 44,584,630 10,371,023 34,195,558 18,049 20,697,705 22,866,513 1,019,812
INTERNATIONAL RECTIF COM 46025410 17,417,460 580,582 579,997 485 100 529,282 7,700 43,500
INTERNATIONAL SPEEDW CLA 46033520 14,198,092 373,634 367,408 500 5,726 341,808 9,926 21,900
INTL SPECIALTY PRODS COM 46033710 788,731 117,950 117,750 200 117,950
INTERNET CAP GROUP I COM 46059C10 4,288,227 1,306,988 1,290,708 15,280 1,000 1,164,338 22,100 120,150
INTERNET PICTURES CO COM 46059S10 299,661 309,248 308,248 1,000 308,348 600
INTERNET SEC SYS INC COM 46060X10 16,386,430 208,912 196,667 12,245 188,912 3,300 16,700
INTERPOOL INC COM 46062R10 2,032,203 119,107 119,107 119,107
INTERSIL HLDG CORP CL A 46069S10 28,109,224 1,225,497 1,225,457 40 1,204,997 3,200 17,200
INTERPUBLIC GROUP CO COM 46069010 262,555,231 6,168,771 5,686,791 314,415 167,565 5,179,830 376,215 609,526
INTERSTATE BAKERIES COM 46072H10 8,733,359 621,061 604,261 16,800 597,261 23,800
INTRANET SOLUTIONS I COM NEW 46093930 7,281,219 142,769 142,569 200 131,969 10,800
INTERNET COM CORP COM 46096710 729,698 122,907 122,807 100 122,907
INTERTAN INC COM 46112010 2,478,752 213,226 213,226 192,526 20,700
INTERTRUST TECHNOLOG COM 46113Q10 1,681,988 498,367 498,367 455,067 43,100
INTERWOVEN INC COM 46114T10 21,696,569 329,050 328,710 340 307,750 21,300
INTERVOICE-BRITE INC COM 46114210 2,331,991 321,654 321,654 297,754 23,900
INTIMATE BRANDS INC CL A 46115610 11,363,970 757,598 752,728 4,870 694,948 10,300 52,350
INTRABIOTICS PHARMAC COM 46116T10 483,617 50,246 50,246 50,246
INTUIT COM 46120210 145,751,737 3,695,812 3,688,102 5,510 2,200 3,243,094 51,500 401,018
INVACARE CORP COM 46120310 6,588,878 192,376 192,236 140 175,655 15,700
INTRUSION COM INC COM 46121E10 422,061 88,855 88,855 88,855
INVERNESS MED TECHNO COM 46126810 517,862 13,300 13,300 13,300
INVESTMENT TECHNOLOG COM 46145F10 13,681,767 327,707 327,507 200 307,707 20,000
INVITROGEN CORP COM 46185R10 45,443,269 526,116 525,812 304 504,016 22,100
INVESTORS FINL SERVI COM 46191510 29,298,480 340,680 340,269 411 320,080 20,600
IOMEGA CORP COM 46203010 7,531,456 2,248,196 2,247,996 200 2,077,396 200 170,500
IONICS INC COM 46221810 3,581,350 126,215 124,365 450 1,400 113,115 1,400 11,700
IPALCO ENTERPRISES I COM 46261310 20,611,629 852,178 845,128 6,750 300 786,778 9,900 55,500
Page Total 8,722,792,290
Page 39 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
IRON MTN INC PA COM 46284610 8,691,556 234,116 230,902 3,214 205,616 4,700 23,800
IRWIN FINL CORP COM 46411910 2,981,307 140,714 140,714 140,714
ISIS PHARMACEUTICALS COM 46433010 3,153,914 296,839 296,604 235 269,739 27,100
ISLE OF CAPRI CASINO COM 46459210 1,908,335 179,608 179,608 160,508 19,100
ITO YOKADO LTD ADR NEW 46571430 505,044 10,400 10,400 10,400
I2 TECHNOLOGIES INC COM 46575410 72,886,914 1,340,449 1,335,157 5,292 1,191,359 23,600 125,290
IVAX CORP COM 46582310 54,089,060 1,412,247 1,408,287 3,660 300 1,288,897 17,100 106,150
IVEX PACKAGING CORP COM 46585510 1,533,312 140,195 140,075 120 140,195
JDN RLTY CORP COM 46591710 3,967,393 375,629 375,629 352,329 23,300
IXYS CORP COM 46600W10 577,512 39,488 39,388 100 39,488
JDS UNIPHASE CORP COM 46612J10 744,268,525 17,853,732 17,803,520 44,552 5,660 15,679,226 235,360 1,938,346
JDA SOFTWARE GROUP I COM 46612K10 2,155,608 165,029 165,029 149,529 15,500
JLG INDS INC COM 46621010 6,855,558 645,229 645,029 200 617,729 27,500
JNI CORP COM 46622G10 1,298,603 57,240 57,240 52,740 4,500
JP REALTY INC COM 46624A10 1,981,428 125,805 125,805 125,805
JABIL CIRCUIT INC COM 46631310 35,526,218 1,400,048 1,396,348 2,500 1,200 1,299,248 15,400 85,400
JACK IN THE BOX INC COM 46636710 9,131,798 310,215 309,355 860 285,615 24,600
JACOBS ENGR GROUP IN COM 46981410 15,364,752 332,664 322,479 5,485 4,700 311,564 4,700 16,400
JAKKS PAC INC COM 47012E10 1,111,279 121,784 121,784 121,784
JEFFERIES GROUP INC COM 47231910 6,206,187 198,598 198,598 182,498 16,100
JEFFERSON PILOT CORP COM 47507010 139,331,084 1,863,961 1,843,785 11,370 8,806 1,647,943 34,106 181,912
JEFFERSON SMURFIT GR SPONSORED 47508W10 1,650,285 84,630 51,400 33,230 75,330 9,300
JOHN NUVEEN CO CL A 47803510 4,112,515 71,522 71,522 66,622 4,900
JOHNS MANVILLE CORP COM 47812910 4,730,181 365,632 365,378 254 341,432 200 24,000
JOHNSON & JOHNSON COM 47816010 3,175,745,110 30,227,343 28,327,662 1,105,869 793,812 25,518,660 1,679,672 3,013,611
JOHNSON CTLS INC COM 47836610 87,652,344 1,685,622 1,678,007 3,915 3,700 1,456,020 24,570 205,032
JONES APPAREL GROUP COM 48007410 38,389,853 1,192,713 1,191,121 1,292 300 1,053,586 12,500 126,627
JONES LANG LASALLE I COM 48020Q10 3,083,760 222,253 222,253 200,453 21,800
JOURNAL REGISTER CO COM 48113810 5,521,617 343,769 343,569 200 314,369 29,400
JUNIPER NETWORKS INC COM 48203R10 189,392,145 1,502,373 1,496,993 5,180 200 1,332,812 25,200 144,161
JUPITER MEDIA METRIX COM 48206U10 1,448,127 155,512 155,412 100 140,312 15,200
KLA-TENCOR CORP COM 48248010 108,654,454 3,225,412 3,218,047 7,265 100 2,859,461 46,630 319,121
K MART CORP COM 48258410 45,223,069 8,513,379 8,494,474 18,055 850 7,641,234 120,240 751,905
K V PHARMACEUTICAL C CL B CONV 48274010 3,141,078 129,529 129,529 117,529 12,000
K V PHARMACEUTICAL C CL A 48274020 429,325 17,173 17,173 17,173
KAISER ALUMINUM CORP COM 48300710 766,254 207,826 207,826 207,826
KAMAN CORP CL A 48354810 3,092,833 183,279 182,919 360 166,879 16,400
Page Total 4,786,558,337
Page 40 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
KANA COMMUNICATIONS COM 48360010 5,094,960 443,040 440,239 2,801 384,740 9,500 48,700
KANSAS CITY LIFE INS COM 48483610 1,853,933 52,408 52,408 52,408
KANSAS CITY PWR & LT COM 48513410 18,946,236 690,536 690,036 200 300 646,836 300 43,400
KANSAS CITY SOUTHN I COM NEW 48517030 4,059,973 400,985 358,153 2,805 40,027 319,158 40,477 41,350
KATY INDS INC COM 48602610 200,424 33,404 33,404 33,404
KAUFMAN & BROAD HOME COM 48616810 27,027,787 802,321 801,431 890 764,360 400 37,561
KAYDON CORP COM 48658710 8,469,937 340,500 339,500 1,000 318,500 22,000
KEANE INC COM 48666510 5,941,864 609,422 598,512 460 10,450 555,272 10,850 43,300
KEEBLER FOODS CO COM 48725610 10,817,045 261,048 260,348 200 500 244,748 3,000 13,300
KEITHLEY INSTRS INC COM 48758410 2,951,857 68,549 68,549 62,649 5,900
KELLOGG CO COM 48783610 169,673,988 6,463,771 6,456,061 5,610 2,100 5,622,464 256,350 580,757
KELLWOOD CO COM 48804410 4,173,455 197,560 197,440 120 181,060 16,500
KELLY SVCS INC CL A 48815220 6,439,182 272,558 268,355 4,203 257,883 14,675
KEMET CORP COM 48836010 24,676,845 1,631,527 1,630,947 580 1,559,427 10,800 61,300
KENNAMETAL INC COM 48917010 16,386,161 562,615 562,495 120 540,515 22,100
KENT ELECTRS CORP COM 49055310 3,758,964 227,816 227,596 220 208,516 19,300
KERR MCGEE CORP COM 49238610 296,402,591 4,428,083 4,422,847 3,088 2,148 1,833,626 2,441,211 153,246
KEY ENERGY SVCS INC COM 49291410 10,512,115 1,007,197 1,007,097 100 944,497 62,700
KEY PRODTN INC COM 49313810 6,151,881 183,299 183,299 183,299
KEY3MEDIA GROUP INC COM 49326R10 1,854,117 152,139 151,689 450 152,139
KEYCORP NEW COM 49326710 1,075,992,064 38,428,288 38,356,463 54,343 17,482 8,007,551 29,489,906 930,731
KEYNOTE SYS INC COM 49330810 4,297,625 302,927 302,927 290,927 12,000
KEYSPAN CORP COM 49337W10 103,177,277 2,434,862 2,421,191 10,846 2,825 2,183,312 36,325 215,225
KFORCE COM INC COM 49373210 773,941 252,757 252,757 252,757
KILROY RLTY CORP COM 49427F10 9,636,350 343,395 343,395 325,995 17,400
KIMBALL INTL INC CL B 49427410 3,399,989 234,482 234,482 213,382 21,100
KIMBERLY CLARK CORP COM 49436810 746,034,973 10,553,614 10,159,631 230,337 163,646 8,860,845 525,520 1,161,249
KIMCO REALTY CORP COM 49446R10 25,968,390 587,693 536,233 51,460 551,793 5,900 30,000
KINDER MORGAN INC KA COM 49455P10 104,996,382 2,011,926 2,003,855 4,496 3,575 1,803,001 31,875 177,050
KING PHARMACEUTICALS COM 49558210 170,684,584 3,302,273 3,299,238 2,935 100 2,958,407 111,700 230,466
KIRBY CORP COM 49726610 3,905,475 185,975 185,775 200 169,075 16,900
KNIGHT RIDDER INC COM 49904010 81,892,094 1,439,861 1,433,146 6,615 100 1,282,409 20,110 137,342
KNIGHT TRADING GROUP COM 49906310 7,517,617 539,400 538,250 1,150 473,500 10,800 55,100
KNIGHT TRANSN INC COM 49906410 969,064 50,341 50,341 50,341
KOGER EQUITY INC COM 50022810 4,260,937 273,804 273,804 255,204 18,600
KOHLS CORP COM 50025510 385,886,610 6,326,010 6,312,856 12,424 730 5,584,779 217,070 520,561
KONINKLIJKE AHOLD N SPON ADR N 50046730 2,332,330 71,764 52,224 19,540 64,664 7,100
Page Total 3,357,119,017
Page 41 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
KONOVER PPTY TR INC COM 50047R10 348,656 79,693 79,693 79,693
KONINKLIJKE PHILIPS SP ADR NEW 50047230 11,294,847 311,582 87,933 167,362 56,287 242,895 56,287 12,400
KOPIN CORP COM 50060010 5,143,608 464,980 371,276 15,705 77,999 336,081 87,499 41,300
KOREA ELECTRIC PWR SPONSORED 50063110 1,184,900 115,600 115,600 115,600
KORN FERRY INTL COM NEW 50064320 8,866,923 417,267 416,947 320 390,667 26,600
KOS PHARMACEUTICALS COM 50064810 1,329,418 75,428 75,428 75,428
KRISPY KREME DOUGHNU COM 50101410 2,392,226 28,822 28,822 26,522 2,300
KROGER CO COM 50104410 418,240,936 15,454,916 15,402,710 49,710 2,496 13,123,351 559,356 1,763,409
KRONOS INC COM 50105210 6,058,609 195,837 195,517 320 187,337 8,500
KULICKE & SOFFA INDS COM 50124210 4,246,256 377,445 376,895 550 345,145 32,200
LCC INTERNATIONAL IN CL A 50181010 761,434 70,017 70,017 70,017
LTV CORP NEW COM 50192110 218,732 635,849 635,849 635,849
LNR PPTY CORP COM 50194010 4,570,038 207,729 207,569 160 192,129 15,600
LSI INDS INC COM 50216C10 210,501 10,300 10,300 10,300
LSI LOGIC CORP COM 50216110 91,347,605 5,345,091 5,334,196 10,095 800 4,753,863 81,860 508,768
LTX CORP COM 50239210 5,325,651 411,152 359,441 100 51,611 328,041 51,611 31,500
L-3 COMMUNICATIONS H COM 50242410 24,977,722 324,386 323,806 480 100 298,386 3,900 22,100
LVMH MOET HENNESSY L SPONSORED 50244120 803,313 61,500 61,500 61,500
LA Z BOY INC COM 50533610 7,135,584 453,053 452,733 320 414,053 39,000
LABORATORY CORP AMER COM NEW 50540R40 34,894,288 198,263 198,163 100 186,503 11,510
LABOR READY INC COM NEW 50540120 734,724 221,837 218,462 3,375 221,837
LABRANCHE & CO INC COM 50544710 8,945,497 292,700 292,400 300 269,500 23,200
LACLEDE GAS CO COM 50558810 3,401,553 145,521 144,921 600 132,321 13,200
LAFARGE CORP COM 50586210 5,942,656 251,541 250,641 900 230,341 200 21,000
LAKES GAMING INC COM 51206P10 262,612 28,012 28,012 28,012
LAM RESEARCH CORP COM 51280710 17,495,062 1,206,556 1,204,416 1,740 400 1,101,956 15,700 88,600
LAMAR ADVERTISING CO CL A 51281510 12,313,531 319,053 318,753 300 281,253 6,200 31,600
LANCASTER COLONY COR COM 51384710 17,469,549 622,534 622,434 100 595,916 25,981
LANCE INC COM 51460610 3,416,069 269,917 269,917 267,817 2,100
LANDAMERICA FINL GRO COM 51493610 3,694,850 91,373 91,373 84,073 7,300
LANDRYS SEAFOOD REST COM 51508L10 1,864,578 187,640 186,440 1,200 187,640
LANDS END INC COM 51508610 5,706,610 227,174 226,774 300 100 215,178 100 11,800
LANDSTAR SYS INC COM 51509810 6,317,877 113,965 113,845 120 107,865 6,100
LASALLE HOTEL PPTYS COM SH BEN 51794210 3,236,668 213,121 212,961 160 213,121
LATITUDE COMMUNICATI COM 51829210 252,099 65,058 65,058 65,058
LATTICE SEMICONDUCTO COM 51841510 17,484,804 951,554 947,554 600 3,400 878,154 13,500 59,700
LAUDER ESTEE COS INC CL A 51843910 24,486,745 558,905 549,030 3,575 6,300 476,805 17,600 64,500
Page Total 762,376,731
Page 42 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
LAWSON PRODS INC COM 52077610 1,288,391 47,390 46,407 983 46,407 983
LEAP WIRELESS INTL I COM 52186310 5,207,900 208,316 206,935 1,306 75 191,341 75 16,900
LEAR CORP COM 52186510 68,300,339 2,752,714 2,718,770 22,109 11,835 2,691,679 11,835 49,200
LEARNING TREE INTL I COM 52201510 11,017,512 222,576 222,536 40 215,076 7,500
LEE ENTERPRISES INC COM 52376810 15,831,990 531,061 524,261 5,600 1,200 498,761 1,200 31,100
LEGATO SYS INC COM 52465110 7,474,475 1,005,039 1,003,939 900 200 940,839 200 64,000
LEGGETT & PLATT INC COM 52466010 66,498,563 3,511,568 3,430,213 65,565 15,790 3,136,251 61,390 313,927
LEGG MASON INC COM 52490110 38,062,854 698,401 678,306 11,780 8,315 639,886 15,815 42,700
LEHMAN BROS HLDGS IN COM 52490810 299,689,316 4,431,635 4,411,066 14,269 6,300 3,934,349 71,390 425,696
LENNAR CORP COM 52605710 30,343,787 837,070 836,990 80 799,870 37,200
LENNOX INTL INC COM 52610710 2,372,344 306,109 306,109 277,109 29,000
LEUCADIA NATL CORP COM 52728810 18,141,794 511,945 511,945 482,445 29,500
LEVEL 3 COMMUNICATIO COM 52729N10 71,245,876 2,171,336 2,165,577 3,159 2,600 1,757,324 37,800 375,912
LEXENT INC COM 52886Q10 465,800 27,200 27,200 27,200
LEXICON GENETICS INC COM 52887210 1,324,979 79,698 77,998 1,700 79,698
LEXINGTON CORP PPTYS COM 52904310 1,355,119 114,724 114,724 114,724
LEXMARK INTL NEW CL A 52977110 100,004,606 2,256,829 2,250,169 6,560 100 1,960,668 85,700 209,061
LIBBEY INC COM 52989810 4,337,337 142,793 142,693 100 132,093 10,700
LIBERATE TECHNOLOGIE COM 53012910 4,006,363 294,045 292,975 1,070 255,445 7,100 31,400
LIBERTY CORP S C COM 53037010 5,024,559 123,493 123,493 112,793 10,700
LIBERTY DIGITAL INC CL A 53043610 438,885 86,702 86,602 100 86,002 600 100
LIBERTY FINL COS INC COM 53051210 5,501,089 123,448 123,448 112,848 10,600
LIBERTY PPTY TR SH BEN INT 53117210 16,795,798 588,047 587,807 240 534,199 8,400 44,900
LIFEPOINT HOSPITALS COM 53219L10 12,558,117 250,536 249,980 541 15 230,611 25 19,900
LIGAND PHARMACEUTICA CL B 53220K20 5,500,558 392,897 392,297 600 358,097 34,800
LIFEMINDERS INC COM 53220Q10 244,135 69,753 69,753 69,753
LIGHTBRIDGE INC COM 53222610 1,433,604 109,227 109,227 109,227
LIGHTPATH TECHNOLOGI CL A 53225710 1,585,191 114,248 114,148 100 103,648 10,600
LILLY ELI & CO COM 53245710 1,916,270,073 20,591,327 20,428,367 129,628 33,332 17,462,647 783,992 2,332,488
LIMITED INC COM 53271610 128,577,884 7,535,921 7,525,411 9,610 900 6,544,244 95,474 896,203
LINCARE HLDGS INC COM 53279110 29,322,392 513,869 513,109 660 100 484,469 100 29,300
LINCOLN ELEC HLDGS I COM 53390010 5,576,149 284,135 283,975 160 260,935 23,200
LINCOLN NATL CORP IN COM 53418710 173,192,530 3,660,647 3,641,963 13,884 4,800 3,185,392 57,410 417,645
LINDSAY MFG CO COM 53555510 2,333,927 103,157 83,157 3,000 17,000 86,157 17,000
LINEAR TECHNOLOGY CO COM 53567810 341,864,645 7,391,668 6,512,606 672,415 206,647 6,419,248 419,447 549,273
LINENS N THINGS INC COM 53567910 13,045,961 472,252 413,882 46,570 11,800 400,752 11,800 59,700
LIONBRIDGE TECHNOLOG COM 53625210 383,350 106,664 10,421 96,243 10,421 96,243
Page Total 3,406,618,192
Page 43 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
LIQUI BOX CORP COM 53631410 842,073 22,606 22,606 22,606
LITTELFUSE INC COM 53700810 5,255,664 183,604 173,924 280 9,400 160,599 9,400 13,500
LITTON INDS INC COM 53802110 32,311,557 410,634 409,834 700 100 380,034 4,200 26,400
LIZ CLAIBORNE INC COM 53932010 43,592,072 1,047,257 1,044,527 1,830 900 898,185 16,520 132,552
LOCKHEED MARTIN CORP COM 53983010 2,898,047,267 85,362,217 85,338,855 21,225 2,137 6,390,793 230,238 78,741,186
LODGENET ENTMT CORP COM 54021110 1,310,154 74,335 74,335 74,335
LOEWS CORP COM 54042410 202,418,039 1,954,559 1,951,424 2,635 500 1,888,459 24,940 41,160
LOISLAW COM INC COM 54143110 461,720 108,640 8,640 100,000 8,640 100,000
LONE STAR STEAKHOUSE COM 54230710 3,191,082 331,541 331,541 329,641 1,900
LONE STAR TECHNOLOGI COM 54231210 7,097,629 184,354 184,354 169,254 15,100
LONGS DRUG STORES CO COM 54316210 17,304,886 717,301 713,781 3,520 654,254 5,300 57,747
LONGVIEW FIBRE CO COM 54321310 8,083,219 598,757 582,457 1,300 15,000 544,270 15,000 37,700
LOOKSMART LTD COM 54344210 867,199 355,847 354,947 900 324,447 31,200
LOUIS DREYFUS NAT GA COM 54601110 9,318,298 203,403 203,303 100 189,503 100 13,800
LOUISIANA PAC CORP COM 54634710 22,485,812 2,220,821 2,214,644 2,675 3,502 1,980,593 17,002 223,226
LOWES COS INC COM 54866110 1,594,189,894 35,824,492 6,426,423 29,347,179 50,890 5,812,309 29,414,395 597,588
LUBRIZOL CORP COM 54927110 15,753,489 611,786 609,276 1,310 1,200 571,386 1,200 39,200
LUBYS INC COM 54928210 1,022,940 170,490 167,890 2,600 170,490
LUCENT TECHNOLOGIES COM 54946310 839,287,939 62,169,477 60,254,464 1,116,748 798,265 53,298,886 1,675,097 7,192,294
LUMINEX CORP DEL COM 55027E10 949,621 36,437 36,437 36,437
LUMINENT INC COM 55027R10 472,857 78,600 78,600 78,600
LYNX THERAPEUTICS IN COM NEW 55181230 538,848 59,872 59,872 59,872
LYONDELL CHEMICAL CO COM 55207810 14,945,430 976,060 973,520 2,240 300 906,860 10,200 59,000
M & T BK CORP COM 55261F10 66,127,076 972,457 935,901 6,445 30,111 863,946 41,411 67,100
MAF BANCORP INC COM 55261R10 5,425,409 190,787 190,587 200 175,187 15,600
MBIA INC COM 55262C10 134,973,323 1,820,888 1,808,233 7,055 5,600 1,581,112 30,010 209,766
MBNA CORP COM 55262L10 576,678,690 15,612,494 15,532,426 55,456 24,612 13,625,660 235,874 1,749,450
MCN ENERGY GROUP INC COM 55267J10 24,536,357 886,205 881,513 4,492 200 811,705 11,300 63,200
M D C HLDGS INC COM 55267610 5,445,976 165,280 165,080 200 151,080 14,200
MDU RES GROUP INC COM 55269010 20,253,090 623,172 618,152 5,020 584,172 39,000
MCSI INC COM 55270M10 1,560,631 73,012 73,012 65,312 7,700
MEMC ELECTR MATLS IN COM 55271510 2,583,629 266,711 264,311 2,400 241,711 24,800
MGIC INVT CORP WIS COM 55284810 144,838,288 2,147,757 2,138,756 5,101 3,900 1,926,503 30,920 190,334
MGI PHARMA INC COM 55288010 2,818,612 170,825 170,725 100 159,525 11,300
MGM MIRAGE COM 55295310 15,520,438 550,624 550,424 200 505,724 7,400 37,500
M/I SCHOTTENSTEIN HO COM 55305B10 387,427 16,018 16,018 16,018
MKS INSTRUMENT INC COM 55306N10 2,786,187 179,754 179,754 179,754
Page Total 6,723,682,822
Page 44 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
MRV COMMUNICATIONS I COM 55347710 6,383,004 477,234 476,934 300 446,434 30,800
MSC INDL DIRECT INC CL A 55353010 3,838,193 212,501 212,501 188,101 200 24,200
M S CARRIERS INC COM 55353310 2,147,319 65,567 65,567 65,567
MTI TECHNOLOGY CORP COM 55390310 889,356 225,897 225,697 200 225,897
MACDERMID INC COM 55427310 2,677,024 140,896 140,696 200 128,296 12,600
MACERICH CO COM 55438210 5,951,020 310,159 309,959 200 289,259 20,900
MACK CALI RLTY CORP COM 55448910 12,675,387 443,785 442,435 1,350 406,185 5,900 31,100
MACROVISION CORP COM 55590410 28,628,500 386,788 385,058 1,730 360,988 3,600 22,200
MACROMEDIA INC COM 55610010 31,605,369 520,253 519,533 620 100 477,053 6,500 36,600
MADDEN STEVEN LTD COM 55626910 333,715 43,766 43,766 43,766
MADISON GAS & ELEC C COM 55749710 3,731,812 164,942 164,491 1 450 152,692 450 11,800
MAGNETEK INC COM 55942410 1,847,430 142,110 142,110 142,110
MAGNUM HUNTER RES IN COM PAR $0 55972F20 848,250 78,000 13,000 65,000 13,000 65,000
MAIL-WELL INC COM 56032120 1,282,755 297,485 297,485 297,485
MANAGEMENT NETWORK G COM 56169310 466,307 39,268 39,268 39,268
MANDALAY RESORT GROU COM 56256710 18,122,331 826,108 825,408 500 200 765,308 7,700 53,100
MANHATTAN ASSOCS INC COM 56275010 6,467,363 151,727 151,627 100 148,427 3,300
MANITOWOC INC COM 56357110 5,892,191 203,179 202,859 320 186,879 16,300
MANOR CARE INC NEW COM 56405510 38,927,728 1,887,405 1,885,190 1,215 1,000 1,692,291 13,600 181,514
MANPOWER INC COM 56418H10 32,164,264 846,428 845,178 1,150 100 747,253 9,400 89,775
MANUFACTURED HOME CM COM 56468210 5,604,801 193,269 193,269 180,669 12,600
MANUGISTICS GROUP IN COM 56501110 22,077,240 387,320 386,254 1,066 358,720 28,600
MAPINFO CORP COM 56510510 5,085,092 107,621 107,621 98,021 9,600
MARCHFIRST INC COM 56624410 1,435,252 956,835 840,604 116,231 853,711 1,900 101,224
MARCONI PLC SPONSORED 56630620 301,233 14,650 14,650 14,650
MARCUS CORP COM 56633010 2,559,340 184,457 184,457 166,372 16,100
MARIMBA INC COM 56781Q10 566,032 125,785 125,685 100 124,785 900
MARINE DRILLING COS COM PAR $0 56824020 16,248,832 607,433 561,028 46,405 562,533 7,300 37,600
MARKEL CORP COM 57053510 7,809,607 43,147 43,047 100 39,447 3,700
MARSH & MCLENNAN COS COM 57174810 679,773,276 5,810,028 5,371,811 300,045 138,172 4,906,299 323,392 577,337
MARSHALL & ILSLEY CO COM 57183410 52,403,950 1,030,965 1,029,775 1,090 100 940,037 12,700 78,228
MARRIOTT INTL INC NE CL A 57190320 180,828,943 4,279,975 4,249,945 29,930 100 3,739,347 61,080 479,548
MARTEK BIOSCIENCES C COM 57290110 1,565,905 127,829 127,829 115,229 12,600
MARTHA STEWART LIVIN CL A 57308310 3,131,357 156,084 155,884 100 100 155,984 100
MARTIN MARIETTA MATL COM 57328410 49,893,357 1,179,512 1,176,812 2,600 100 447,465 698,647 33,400
MASCO CORP COM 57459910 213,747,255 8,321,223 8,278,809 21,470 20,944 7,232,853 140,364 947,606
MASSEY ENERGY CORP COM 57620610 13,499,139 1,058,756 1,057,441 1,315 966,113 7,850 84,793
Page Total 1,461,409,929
Page 45 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
MASTEC INC COM 57632310 6,213,160 310,658 310,658 293,658 100 16,900
MATRIX PHARMACEUTICA COM 57684410 3,025,713 176,684 176,084 600 157,884 600 18,200
MATRIXONE INC COM 57685P30 10,222,458 562,075 147,527 414,430 118 561,957 118
MATSUSHITA ELEC INDL ADR 57687920 4,729,674 202,339 138,800 63,539 181,539 20,800
MATTEL INC COM 57708110 114,578,714 7,934,814 7,889,902 41,110 3,802 6,920,021 127,383 887,210
MATTHEWS INTL CORP CL A 57712810 3,368,517 106,727 106,727 96,827 9,900
MATTSON TECHNOLOGY I COM 57722310 1,059,609 102,755 102,755 102,755
MAXIM INTEGRATED PRO COM 57772K10 242,440,595 5,070,706 5,035,096 29,110 6,500 4,405,325 196,500 465,581
MAXIM PHARMACEUTICAL COM 57772M10 1,109,677 174,067 173,967 100 159,467 14,600
MAXTOR CORP COM NEW 57772920 2,979,543 532,632 532,232 400 489,232 43,400
MAXYGEN INC COM 57777610 1,685,600 68,800 68,462 307 31 63,269 31 5,500
MAY DEPT STORES CO COM 57777810 193,149,675 5,897,700 5,540,132 214,451 143,117 5,043,622 217,647 636,431
MAXXAM INC COM 57791310 455,883 30,018 30,018 29,518 500
MAVERICK TUBE CORP COM 57791410 3,459,679 152,914 152,814 100 139,514 13,400
MAXIMUS INC COM 57793310 3,440,840 98,487 98,487 89,987 8,500
MAYTAG CORP COM 57859210 152,924,618 4,732,750 1,907,997 2,819,753 5,000 1,721,230 2,840,548 170,972
MCCLATCHY CO CL A 57948910 6,922,385 162,402 162,122 280 150,102 12,300
MCCORMICK & CO INC COM NON VT 57978020 30,720,244 851,873 844,173 7,500 200 785,673 8,600 57,600
MCDATA CORP CL B 58003110 955,935 17,460 17,460 17,460
MCDERMOTT INTL INC COM 58003710 11,052,365 1,028,127 1,027,927 200 963,227 7,600 57,300
MCDONALDS CORP COM 58013510 924,310,298 27,185,597 25,782,598 979,566 423,433 23,550,261 780,413 2,853,823
MCGRATH RENTCORP COM 58058910 1,279,118 66,019 66,019 66,019
MCGRAW HILL COS INC COM 58064510 224,337,063 3,826,645 3,693,130 41,670 91,845 3,234,285 143,755 448,605
MCK COMMUNICATIONS I COM 58124310 2,294,070 271,906 61,879 210,027 271,906
MCKESSON HBOC INC COM 58155Q10 185,830,272 5,177,773 5,170,178 7,395 200 4,494,169 88,297 595,107
MCLEODUSA INC CL A 58226610 38,577,917 2,731,180 2,689,409 25,189 16,582 2,400,363 66,082 264,435
MCMORAN EXPLORATION COM 58241110 1,430,152 107,936 107,837 62 37 107,899 37
MEAD CORP COM 58283410 61,996,121 1,975,972 1,973,322 2,650 1,726,810 27,620 221,542
MEADE INSTRUMENTS CO COM 58306210 357,419 54,468 54,468 54,468
MECHANICAL TECHNOLOG COM 58353810 636,202 181,772 181,772 181,772
MEDAREX INC COM 58391610 17,087,616 419,328 418,988 340 365,728 8,800 44,800
MEDALLION FINL CORP COM 58392810 1,210,789 82,789 82,189 600 82,789
MEDIA 100 INC COM 58440W10 247,635 96,657 72,657 24,000 72,557 24,000
MEDIA GEN INC CL A 58440410 8,668,769 238,153 238,153 223,653 14,500
MEDIACOM COMMUNICATI CL A 58446K10 2,854,915 166,109 166,109 151,709 14,400
MEDICAL ASSURN INC COM 58449U10 2,694,082 161,448 161,448 147,248 14,200
MEDICINES CO COM 58468810 315,700 15,400 15,400 15,400
Page Total 2,268,623,022
Page 46 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
MEDICIS PHARMACEUTIC CL A NEW 58469030 14,961,108 253,042 252,542 500 234,542 18,500
MEDIMMUNE INC COM 58469910 171,452,695 3,595,376 3,585,966 7,015 2,395 3,114,440 147,695 331,041
MEDQUIST INC COM 58494910 2,229,856 139,366 139,331 35 139,366
MEDITRUST CORP PAIRED CTF 58501T30 2,813,944 1,098,339 1,098,319 20 995,939 102,400
MEDTRONIC INC COM 58505510 1,426,304,916 23,624,098 22,705,696 730,119 188,283 20,017,548 1,009,743 2,583,607
MELLON FINL CORP COM 58551A10 467,999,991 9,514,709 9,201,884 235,970 76,855 8,497,952 206,455 810,002
MEMBERWORKS INC COM 58600210 1,783,066 83,909 83,909 77,009 6,900
MENS WEARHOUSE INC COM 58711810 6,810,810 249,938 249,938 229,338 20,600
MENTOR CORP MINN COM 58718810 3,267,576 167,568 167,488 80 152,568 15,000
MENTOR GRAPHICS CORP COM 58720010 32,733,328 1,193,036 1,192,356 380 300 1,145,736 300 47,000
MERCANTILE BANKSHARE COM 58740510 30,585,983 708,222 696,352 7,970 3,900 645,202 12,500 49,550
MERCATOR SOFTWARE IN COM 58758710 894,346 166,390 166,390 166,390
MERCHANTS N Y BANCOR COM 58916710 3,910,649 156,039 156,039 142,839 13,200
MERCK & CO INC COM 58933110 4,653,620,513 49,704,892 46,263,302 1,665,014 1,776,576 41,330,016 3,351,224 4,998,102
MERCURY COMPUTER SYS COM 58937810 7,597,139 163,601 163,221 380 148,441 14,200
MERCURY GENL CORP NE COM 58940010 10,677,025 243,351 234,151 600 8,600 217,651 8,600 17,100
MERCURY INTERACTIVE COM 58940510 131,434,504 1,456,338 1,436,423 14,315 5,600 1,252,756 58,800 143,882
MEREDITH CORP COM 58943310 29,718,836 923,318 921,114 2,204 839,379 8,404 75,141
MERIDIAN MED TECHNOL COM 58965810 302,522 27,502 9,882 17,620 27,502
MERIDIAN RESOURCE CO COM 58977Q10 1,330,156 154,221 154,221 154,221
MERISTAR HOSPITALITY COM 58984Y10 21,397,249 1,086,872 982,222 104,650 1,063,572 23,300
MERIDIAN GOLD INC COM 58997510 372,686 54,209 54,209 54,209
MERIX CORP COM 59004910 1,195,056 89,350 54,770 34,580 89,350
MERRILL LYNCH & CO I COM 59018810 7,154,843,635 104,929,732 15,245,205 89,666,722 17,805 13,362,530 89,822,956 1,743,446
MESA AIR GROUP INC COM 59047910 1,531,572 218,796 218,796 218,796
MESABA HLDGS INC COM 59066B10 1,329,348 105,823 105,823 105,823
META GROUP INC COM 59100210 462,813 71,202 57,820 13,382 71,202
METALS USA INC COM 59132410 510,110 181,405 181,045 360 181,405
METAWAVE COMMUNICATI COM 59140910 348,383 38,179 38,179 38,179
METHODE ELECTRS INC CL A 59152020 6,565,028 286,220 286,020 200 263,720 22,500
METLIFE INC COM 59156R10 392,640,430 11,218,298 11,197,501 8,960 11,837 10,164,561 159,137 894,400
METRICOM INC COM 59159610 1,554,780 154,520 153,748 772 139,520 15,000
METRIS COS INC COM 59159810 27,286,096 1,037,021 1,036,711 310 996,721 40,300
METRO GOLDWYN MAYER COM 59161010 3,468,844 212,656 212,656 199,856 800 12,000
METRO ONE TELECOMMUN COM 59163F10 381,250 15,250 15,100 150 15,250
METROMEDIA FIBER NET CL A 59168910 26,633,670 2,630,486 2,628,696 1,790 2,095,692 42,500 492,094
METROMEDIA INTL GROU COM 59169510 1,374,081 528,493 528,493 474,993 53,500
Page Total 14,642,323,994
Page 47 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
METTLER TOLEDO INTER COM 59268810 16,546,693 304,307 302,887 1,420 280,207 24,100
MICHAEL FOOD INC NEW COM 59407910 3,784,573 125,629 125,629 116,329 9,300
MICHAELS STORES INC COM 59408710 6,948,061 262,191 262,071 120 239,991 22,200
MICREL INC COM 59479310 24,658,008 731,974 706,179 25,595 200 681,474 7,400 43,000
MICROS SYS INC COM 59490110 2,407,175 131,900 131,820 80 119,400 12,500
MICROSOFT CORP COM 59491810 4,414,041,476 101,764,645 99,312,144 1,537,081 915,420 86,677,407 4,344,255 10,685,213
MICROVISION INC WASH COM 59496010 1,510,145 86,294 86,294 77,994 8,300
MICROSTRATEGY INC CL A 59497210 1,961,759 206,501 205,001 1,000 500 188,501 500 17,500
MICROCHIP TECHNOLOGY COM 59501710 24,294,898 1,107,485 1,102,668 4,517 300 1,009,160 14,800 83,225
MICROMUSE INC COM 59509410 28,627,911 474,294 434,364 27,730 12,200 409,694 20,800 43,800
MICRON ELECTRONICS I COM 59510010 1,201,716 307,659 307,019 640 281,359 26,300
MICRON TECHNOLOGY IN COM 59511210 357,287,868 10,064,447 10,038,072 24,875 1,500 8,759,663 140,880 1,163,304
MICROSEMI CORP COM 59513710 5,228,127 187,981 187,981 180,481 7,500
MICROTUNE INC DEL COM 59514P10 389,538 23,520 23,520 23,520
MID-AMER APT CMNTYS COM 59522J10 3,895,058 172,638 172,238 400 160,238 12,400
MID ATLANTIC MED SVC COM 59523C10 12,929,033 652,586 652,386 200 624,186 28,400
MID-ATLANTIC RLTY TR SH BEN INT 59523210 325,295 26,692 26,692 26,692
MID-STATE BANCSHARES COM 59544010 2,910,609 81,989 81,989 73,889 8,100
MIDAS GROUP INC COM 59562610 1,362,083 114,106 114,026 80 114,106
MIDCOAST ENERGY RES COM 59563W10 2,034,536 93,276 93,276 93,276
MID AMER BANCORP COM 59591510 1,419,349 62,389 62,389 62,389
MIDLAND CO COM 59748610 947,940 34,160 34,160 34,160
MIDWEST EXPRESS HLDG COM 59791110 1,640,728 111,713 111,413 300 101,113 10,600
MIDWAY GAMES INC COM 59814810 1,496,978 210,842 210,842 210,142 700
MILACRON INC COM 59870910 4,477,073 278,737 278,405 320 12 255,225 12 23,500
MILLENNIUM PHARMACEU COM 59990210 116,711,409 1,886,245 1,883,725 1,920 600 1,725,295 23,100 137,750
MILLENNIUM CHEMICALS COM 59990310 9,525,901 525,567 525,367 200 484,567 41,000
MILLER HERMAN INC COM 60054410 21,504,367 747,978 747,338 440 200 683,178 9,800 55,000
MILLIPORE CORP COM 60107310 51,303,483 814,341 809,905 3,836 600 702,060 32,970 78,689
MILLS CORP COM 60114810 3,052,740 184,322 183,882 440 172,622 11,700
MINE SAFETY APPLIANC COM 60272010 1,937,011 77,095 77,095 77,095
MINERALS TECHNOLOGIE COM 60315810 35,226,763 1,030,414 1,030,414 401,168 614,146 15,100
MINIMED INC COM 60365K10 20,705,059 492,614 492,114 300 200 456,114 5,400 31,100
MINNESOTA MNG & MFG COM 60405910 3,408,128,492 28,283,224 27,651,913 319,126 312,185 8,058,942 19,367,273 856,709
MIPS TECHNOLOGIES IN CL A 60456710 8,074,658 302,569 302,269 300 278,369 24,200
MIPS TECHNOLOGIES IN CL B 60456720 3,532,031 138,598 138,303 282 13 135,685 13 2,900
MIRAVANT MED TECHNOL COM 60469010 908,043 97,839 97,839 97,839
Page Total 8,602,936,587
Page 48 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
MISSISSIPPI VY BANCS COM 60572010 1,263,653 43,018 43,018 43,018
MITCHELL ENERGY & DE CL A 60659220 11,304,361 184,561 184,311 250 171,361 13,200
MOBILE MINI INC COM 60740F10 1,272,659 55,333 55,333 55,333
MOCON INC COM 60749410 533,000 82,000 82,000 82,000
MODEM MEDIA INC CL A 60753310 212,945 64,295 64,295 64,295
MODINE MFG CO COM 60782810 5,890,883 283,898 283,398 400 100 266,252 100 16,900
MODIS PROFESSIONAL S COM 60783010 4,320,384 1,047,366 1,046,766 600 975,966 71,400
MOHAWK INDS INC COM 60819010 16,317,224 596,063 594,913 950 200 565,463 200 30,400
MOLECULAR DEVICES CO COM 60851C10 8,408,717 122,868 122,518 350 112,668 10,200
MOLEX INC COM 60855410 112,499,535 3,169,001 3,161,567 5,633 1,801 2,846,069 47,251 275,681
MOLEX INC CL A 60855420 337,777 13,279 10,222 1,307 1,750 4,057 1,750 7,472
MONACO COACH CORP COM 60886R10 2,625,069 148,418 148,218 200 136,618 11,800
MONDAVI ROBERT CORP CL A 60920010 3,535,228 65,316 65,316 59,616 5,700
MONSANTO CO NEW COM 61166W10 451,935 16,700 16,700 16,700
MONTANA POWER CO COM 61208510 22,486,360 1,083,680 1,070,556 13,124 996,680 12,900 74,100
MONY GROUP INC COM 61533710 22,857,444 462,355 462,042 313 423,455 5,800 33,100
MOODYS CORP COM 61536910 80,846,621 3,147,375 3,126,498 17,427 3,450 2,694,162 123,030 328,483
MOOG INC CL A 61539420 1,332,260 45,940 45,940 45,940
MORGAN J P & CO INC COM 61688010 613,582,975 3,707,450 3,398,353 167,781 141,316 3,191,242 167,986 348,122
MORGAN KEEGAN INC COM 61741010 5,195,033 196,039 196,039 180,939 15,100
MORGAN STANLEY DEAN COM NEW 61744644 1,658,098,377 20,922,377 20,407,397 446,519 68,461 18,668,595 364,339 1,888,343
MORRISON MGMT SPECIA COM 61845910 3,761,657 107,753 107,713 40 98,158 9,595
MORTONS RESTAURANT G COM 61942910 2,157,087 101,510 60,900 40,610 101,510
MOTIENT CORP COM 61990810 2,424,476 606,119 403,359 202,760 582,619 23,500
MOTOROLA INC COM 62007610 868,817,664 42,904,576 40,479,130 1,586,149 839,297 36,798,683 1,408,725 4,694,968
MOVADO GROUP INC COM 62458010 403,316 26,447 26,447 26,447
MPOWER COMMUNICATION COM 62473J10 1,863,270 363,565 363,565 328,665 34,900
MP3 COM INC COM 62473M10 548,559 152,632 150,032 2,600 152,032 500
MUELLER INDS INC COM 62475610 7,127,809 265,844 265,644 200 243,444 22,400
MULTEX COM INC COM 62536710 1,542,326 116,402 116,302 100 116,402
MURPHY OIL CORP COM 62671710 37,720,665 624,132 607,922 2,010 14,200 572,232 19,700 32,200
MUSICLAND STORES COR COM 62758B10 2,574,754 208,061 208,061 208,061
MUTUAL RISK MGMT LTD COM 62835110 987,580 65,028 57,776 7,252 65,028
MUTUALFIRST FINL INC COM 62845B10 350,194 23,742 1,117 22,625 23,742
MYERS INDS INC COM 62846410 1,797,028 123,933 123,933 123,490
MYLAN LABS INC COM 62853010 31,944,445 1,268,291 1,263,931 3,610 750 1,159,241 15,950 93,100
MYRIAD GENETICS INC COM 62855J10 17,802,007 215,130 214,930 200 203,030 12,100
Page Total 3,555,195,277
Page 49 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
NABI INC COM 62871610 955,992 206,701 206,701 206,701
NBC INTERNET INC CL A 62873D10 664,783 189,938 189,813 125 189,713 125
NBT BANCORP INC COM 62877810 2,719,621 185,957 185,957 168,157 17,800
NBTY INC COM 62878210 4,840,079 1,018,964 1,018,964 978,364 40,600
NCH CORP COM 62885010 1,482,114 39,003 39,003 38,603 400
NCI BUILDING SYS INC COM 62885210 2,701,215 143,590 142,990 600 130,290 13,300
NCO GROUP INC COM 62885810 7,350,598 241,995 241,755 240 226,645 15,350
NCR CORP NEW COM 62886E10 83,364,142 1,696,980 1,694,686 1,696 598 1,534,918 24,398 137,564
NS GROUP INC COM 62891610 860,507 91,059 91,059 91,059
NL INDS INC COM NEW 62915640 5,966,179 246,028 245,488 100 440 231,188 440 14,400
NPS PHARMACEUTICALS COM 62936P10 8,874,096 184,877 184,877 171,777 13,100
NPC INTERNATIONAL IN COM 62936030 897,882 83,045 83,045 83,045
NRG ENERGY INC COM 62937710 31,175,249 1,120,928 1,056,607 60,821 3,500 1,095,128 7,000 18,800
NTL INC COM 62940710 41,616,509 1,738,585 1,716,826 3,320 18,439 1,521,928 51,139 165,318
NUI CORP COM 62943010 3,405,094 105,791 105,791 96,691 9,100
NVR INC COM 62944T10 18,356,454 148,515 147,875 640 142,815 5,700
NABORS INDS INC COM 62956810 146,990,530 2,485,047 2,467,932 15,315 1,800 2,227,725 37,100 220,222
NACCO INDS INC CL A 62957910 2,749,921 62,946 43,011 19,935 62,946
NANOGEN INC COM 63007510 763,965 84,885 84,510 375 84,885
NANOMETRICS INC COM 63007710 1,954,729 141,524 100,159 41,365 141,524
NAPRO BIOTHERAPUTICS COM 63079510 212,948 25,100 25,100 25,100
NATIONAL AUSTRALIA B SPONSORED 63252540 1,099,399 13,500 13,500 13,500
NATIONAL CITY CORP COM 63540510 332,700,577 11,572,194 11,217,616 34,490 320,088 9,775,288 482,848 1,313,858
NATIONAL COMM BANCOR COM 63544910 50,704,384 2,048,662 2,046,352 1,520 790 1,880,592 25,490 141,130
NATIONAL DATA CORP COM 63562110 9,958,337 271,900 271,700 200 251,100 20,800
NATIONAL FUEL GAS CO COM 63618010 27,772,587 441,276 438,626 2,350 300 406,606 5,200 28,800
NATIONAL GOLF PPTYS COM 63623G10 2,050,339 99,715 99,355 360 89,515 10,200
NATIONAL HEALTH INVS COM 63633D10 1,948,578 264,214 264,214 264,214
NATIONAL INSTRS CORP COM 63651810 17,433,563 358,996 358,796 200 334,396 3,500 21,100
NATIONAL-OILWELL INC COM 63707110 25,934,333 670,363 669,663 700 621,284 6,900 41,000
NATIONAL PENN BANCSH COM 63713810 3,029,685 150,081 150,081 136,956 13,125
NATIONAL PRESTO INDS COM 63721510 1,798,258 58,600 58,500 100 58,600
NATIONAL PROCESSING COM 63722910 1,221,926 71,878 71,878 71,878
NATIONAL SEMICONDUCT COM 63764010 62,020,158 3,081,747 3,074,922 6,625 200 2,736,122 45,550 299,675
NATIONAL SVC INDS IN COM 63765710 21,419,464 833,864 833,014 550 300 759,745 8,800 65,319
NATIONAL WESTN LIFE CL A 63852210 2,421,338 23,494 23,494 23,494
NATIONSRENT INC COM 63858810 769,602 492,703 203,223 289,480 492,703
Page Total 930,185,135
Page 50 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
NATIONWIDE FINL SVCS CL A 63861210 7,462,915 157,114 156,914 200 139,014 3,000 15,100
NATIONWIDE HEALTH PP COM 63862010 5,201,049 403,965 403,965 373,465 30,500
NATURAL MICROSYSTEMS COM 63888210 2,876,251 291,266 273,041 18,225 268,066 23,200
NAUTICA ENTERPRISES COM 63908910 3,555,691 233,405 233,205 200 212,205 21,200
NAVISTAR INTL CORP N COM 63934E10 30,707,347 1,172,618 1,172,183 435 1,026,392 14,200 132,026
NAVIGANT CONSULTING COM 63935N10 992,168 260,275 260,275 260,275
NEIMAN MARCUS GROUP CL A 64020420 22,632,047 636,411 635,911 300 200 609,711 200 26,500
NEON COMMUNICATIONS COM 64050610 338,877 52,135 52,135 52,135
NEON SYS INC COM 64050910 202,981 32,477 32,377 100 32,477
NEORX CORP COM PAR $0 64052030 819,698 156,133 156,133 139,533 16,600
NEOSE TECHNOLOGIES I COM 64052210 2,575,386 78,042 78,042 70,242 7,800
NETBANK INC COM 64093310 1,097,816 167,299 167,299 167,299
NETWORKS ASSOCS INC COM 64093810 12,054,004 2,878,912 2,874,938 3,674 300 2,763,164 17,300 98,448
NET PERCEPTIONS INC COM 64107U10 238,931 114,103 113,703 400 113,503 400
NET2PHONE COM 64108N10 521,965 70,775 70,775 70,775
NETCENTIVES INC COM 64108P10 657,650 172,521 172,521 172,521
NETCOM AB ADS SPON ADR R 64108R10 518,718 12,700 12,700 12,700
NETEGRITY INC COM 64110P10 13,692,930 251,824 251,624 200 235,724 16,100
NETOPIA INC COM 64114K10 410,312 95,156 94,956 200 95,156
NETRO CORP COM 64114R10 1,896,957 273,455 273,315 140 250,955 22,500
NETMANAGE INC COM 64114410 207,803 221,775 221,775 221,775
NETSOLVE INC COM 64115J10 216,832 28,437 28,437 28,437
NETIQ CORP COM 64115P10 21,073,626 241,186 240,886 300 224,286 16,900
NETSCOUT SYS INC COM 64115T10 1,237,960 123,796 123,796 112,896 10,900
NETRATINGS INC COM 64116M10 556,137 37,866 37,866 37,866
NETWORK APPLIANCE IN COM 64120L10 385,763,035 6,009,987 5,996,022 12,390 1,575 5,276,180 212,895 517,412
NETWORK EQUIP TECHNO COM 64120810 873,771 135,742 135,742 135,742
NETWORK PERIPHERALS COM 64121R10 703,383 109,272 109,272 109,272
NETWORK PLUS CORP COM 64122D50 1,536,642 614,657 527,097 87,560 614,657
NEUBERGER BERMAN INC COM 64123410 34,418,114 424,590 422,390 200 2,000 390,490 6,700 27,400
NEUROGEN CORP COM 64124E10 3,798,101 108,131 108,131 98,031 10,100
NEUROCRINE BIOSCIENC COM 64125C10 5,316,198 160,489 160,209 280 147,189 13,300
NEW ENGLAND BUSINESS COM 64387210 1,600,707 87,710 87,710 87,710
NEW ERA OF NETWORKS COM 64431210 1,165,130 198,320 196,770 1,550 180,220 18,100
NEW FOCUS INC COM 64438310 1,159,225 33,359 33,359 29,159 100 4,100
NEW JERSEY RES COM 64602510 5,865,954 135,629 134,529 100 1,000 123,029 1,000 11,600
NEW PLAN EXCEL RLTY COM 64805310 10,935,645 833,192 833,192 777,292 55,900
Page Total 584,881,956
Page 51 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
NEW YORK CMNTY BANCO COM 64944510 5,520,144 150,208 150,208 138,908 11,300
NEW YORK TIMES CO CL A 65011110 159,523,799 3,981,923 3,878,298 103,525 100 3,545,811 40,770 395,342
NEWELL RUBBERMAID IN COM 65122910 111,913,210 4,919,262 4,899,237 18,447 1,578 4,279,572 79,665 559,925
NEWFIELD EXPL CO COM 65129010 11,924,570 251,377 250,957 420 220,577 5,100 25,700
NEWHALL LAND & FARMI DEPOSITARY 65142610 516,150 22,200 22,200 22,200
NEWMONT MINING CORP COM 65163910 54,302,920 3,182,682 3,176,747 5,635 300 2,788,115 44,524 350,043
NEWPARK RES INC COM PAR $. 65171850 5,398,179 564,545 563,645 900 518,345 46,200
NEWPORT CORP COM 65182410 13,573,416 172,670 172,470 200 150,170 3,700 18,800
NEWPORT NEWS SHIPBUI COM 65222810 30,984,668 595,859 563,469 28,640 3,750 571,609 3,750 20,500
NEWS CORP LTD ADR NEW 65248770 972,015 30,140 30,140 30,140
NEWS CORP LTD SP ADR PFD 65248780 730,240 25,127 25,127 25,127
NEXTCARD INC COM 65332K10 1,868,736 233,592 232,592 1,000 233,592
NEXTEL COMMUNICATION CL A 65332V10 326,328,873 13,185,005 13,049,751 89,399 45,855 11,201,468 520,065 1,455,772
NEXTEL PARTNERS INC CL A 65333F10 4,901,773 291,564 291,014 550 267,364 300 23,900
NEXT LEVEL COMM INC COM 65333U10 1,433,079 125,985 125,185 800 114,985 100 10,900
NHANCEMENT TECHNOLOG COM 65334P10 279,498 56,613 56,613 56,613
NIAGARA MOHAWK HLDGS COM 65352010 48,825,844 2,925,981 2,917,951 7,830 200 2,635,247 42,460 248,274
NICOR INC COM 65408610 38,029,090 880,568 879,856 680 32 796,551 10,992 73,025
NIKE INC CL B 65410610 236,168,980 4,231,509 4,221,074 3,835 6,600 3,710,686 54,070 466,753
NIKU CORP COM 65411310 634,316 86,750 86,710 40 86,650
99 CENTS ONLY STORES COM 65440K10 3,212,292 117,344 117,344 108,144 9,200
NIPPON TELEG & TEL C SPONSORED 65462410 2,943,356 82,477 58,170 24,307 73,977 8,500
NISOURCE INC COM 65473P10 111,503,897 3,626,143 3,617,538 7,223 1,382 3,222,900 56,969 346,274
NOBLE AFFILIATES INC COM 65489410 29,203,284 634,854 614,548 2,025 18,281 567,773 25,181 41,900
NOKIA CORP SPONSORED 65490220 13,341,711 306,706 273,500 33,206 297,606 9,100
NOBLE DRILLING CORP COM 65504210 75,410,020 1,736,078 1,644,928 72,850 18,300 1,609,078 34,500 92,500
NORDSON CORP COM 65566310 8,777,890 344,231 343,911 320 323,831 20,400
NORDSTROM INC COM 65566410 40,426,772 2,222,839 2,216,039 2,800 4,000 1,993,813 33,560 195,466
NORFOLK SOUTHERN COR COM 65584410 95,861,628 7,201,144 7,101,166 54,523 45,455 6,265,619 145,205 790,320
NORSK HYDRO A S SPONSORED 65653160 811,796 19,300 19,300 19,300
NORTEK INC COM 65655910 3,334,371 140,768 140,368 400 140,768
NORTEL NETWORKS CORP COM 65656810 1,351,610,224 42,156,142 42,139,422 16,720 38,640,665 437,144 3,078,333
NORTH FORK BANCORPOR COM 65942410 43,895,781 1,787,142 1,768,647 6,595 11,900 1,634,042 33,200 119,900
NORTH PITTSBURGH SYS COM 66156210 1,190,200 108,200 108,080 120 108,200
NORTHEAST UTILS COM 66439710 35,689,404 1,471,728 1,465,443 5,637 648 1,343,880 18,848 109,000
NORTHERN TR CORP COM 66585910 425,750,622 5,219,963 3,970,352 917,815 331,796 4,377,562 478,336 361,865
NORTHROP GRUMMAN COR COM 66680710 459,908,727 5,541,069 5,538,758 2,211 100 1,263,552 4,152,682 124,835
Page Total 3,756,701,475
Page 52 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
NORTHWEST AIRLS CORP CL A 66728010 60,799,992 2,018,257 545,960 1,472,297 532,326 1,458,831 27,100
NORTHWEST BANCORP IN COM 66732810 1,029,062 113,558 113,558 113,558
NORTHWEST NAT GAS CO COM 66765510 5,622,425 212,167 212,167 195,267 16,900
NORTHWESTERN CORP COM 66807410 4,175,820 180,576 180,030 546 164,876 15,700
NOVA CORP GA COM 66978410 12,844,292 644,244 577,349 21,500 45,395 550,249 53,595 40,400
NOVATEL WIRELESS INC COM 66987M10 342,787 27,700 27,700 27,700
NOVARTIS A G SPONSORED 66987V10 1,952,711 43,636 43,636 43,636
NOVADIGM INC COM 66993710 471,392 74,682 74,682 74,682
NUANCE COMMUNICATION COM 66996710 7,058,570 163,677 141,897 16,025 5,755 154,422 5,755 3,500
NOVELL INC COM 67000610 32,429,649 6,213,767 6,205,932 7,635 200 5,416,229 81,360 715,778
NOVELLUS SYS INC COM 67000810 80,081,292 2,228,380 2,223,785 4,495 100 1,991,269 34,400 202,411
NOVEN PHARMACEUTICAL COM 67000910 8,194,506 219,251 219,251 206,851 12,400
NOVOSTE CORP COM 67010C10 3,365,450 122,380 122,180 200 111,180 11,200
NU SKIN ENTERPRISES CL A 67018T10 1,648,759 310,384 310,384 310,384
NSTAR COM 67019E10 24,800,529 578,438 566,448 5,440 6,550 526,888 13,250 38,300
NTELOS INC COM 67019U10 1,824,540 103,520 103,520 93,520 10,000
NUCENTRIX BROADBAND COM 67019810 591,277 52,558 52,558 52,558
NUCOR CORP COM 67034610 61,945,096 1,560,841 1,508,424 21,321 31,096 1,342,338 53,416 165,087
NUEVO ENERGY CO COM 67050910 2,239,341 129,352 129,352 117,852 11,500
NUMERICAL TECHNOLOGI COM 67053T10 766,912 42,460 42,460 42,460
NVIDIA CORP COM 67066G10 16,764,363 511,639 510,619 220 800 471,799 6,400 33,440
NYCOMED AMERSHAM PLC SPONSORED 67066H10 584,855 14,200 14,200 14,200
NYFIX INC COM 67071210 4,023,289 166,341 166,341 152,541 13,800
O CHARLEYS INC COM 67082310 1,900,380 106,691 106,691 106,691
OGE ENERGY CORP COM 67083710 22,238,183 910,021 901,475 7,346 1,200 854,421 1,200 54,400
OM GROUP INC COM 67087210 10,211,816 186,944 186,608 336 171,744 15,200
OSI PHARMACEUTICALS COM 67104010 22,647,571 282,653 282,553 100 268,053 14,600
OTG SOFTWARE INC COM 67105910 778,900 48,256 48,256 48,256
OAK TECHNOLOGY INC COM 67180210 3,022,910 347,981 347,481 500 320,181 27,700
OAKLEY INC COM 67366210 5,935,815 439,690 439,690 424,190 15,500
OBJECTIVE SYS INTEGR COM 67442410 2,141,860 121,524 121,524 121,524
OCCIDENTAL PETE CORP COM 67459910 193,964,449 7,998,534 7,980,939 16,795 800 7,021,013 167,246 810,275
OCEAN ENERGY INC TEX COM 67481E10 30,407,170 1,750,053 1,747,253 2,300 500 1,611,543 21,100 117,410
OCEANEERING INTL INC COM 67523210 3,082,416 158,585 158,585 143,285 15,300
OCEANFIRST FINL CORP COM 67523410 2,383,552 96,794 96,794 96,794
OCULAR SCIENCES INC COM 67574410 1,386,153 119,239 119,159 80 119,239
OCWEN FINL CORP COM 67574610 2,064,837 323,896 281,296 42,600 281,296 42,600
Page Total 635,722,921
Page 53 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
OFFICEMAX INC COM 67622M10 2,548,862 886,561 885,561 1,000 803,361 1,000 82,200
OFFICE DEPOT INC COM 67622010 51,274,200 7,196,379 7,155,507 40,472 400 4,975,812 1,720,960 499,607
OFFSHORE LOGISTICS I COM 67625510 3,637,068 168,797 167,297 1,500 153,697 15,100
OGDEN CORP COM 67634610 8,615,442 560,354 560,154 200 524,154 36,200
OHIO CAS CORP COM 67724010 7,088,420 708,842 697,272 6,570 5,000 658,642 5,000 45,200
OLD KENT FINL CORP COM 67983310 105,385,568 2,408,813 2,401,586 6,718 509 2,155,040 34,439 219,334
OLD NATL BANCORP IND COM 68003310 10,834,349 361,905 358,805 3,100 317,080 7,400 37,425
OLD REP INTL CORP COM 68022310 58,232,576 1,819,768 1,814,587 4,581 600 1,710,318 15,000 94,450
OLD SECOND BANCORP I COM 68027710 240,160 10,112 10,112 10,112
OLIN CORP COM PAR $1 68066520 195,519,974 8,837,061 8,836,813 248 451,327 8,358,434 27,300
OMNICARE INC COM 68190410 23,137,841 1,069,958 1,067,658 2,000 300 1,005,258 300 64,400
OMNICOM GROUP INC COM 68191910 288,302,400 3,478,762 3,460,092 15,670 3,000 2,967,048 123,850 386,064
OMEGA FINL CORP COM 68209210 1,630,071 60,373 60,373 60,373
OMNOVA SOLUTIONS INC COM 68212910 1,387,266 231,211 231,011 200 231,211
OMNISKY CORP COM 68213L10 252,684 30,400 30,400 30,400
ON ASSIGNMENT INC COM 68215910 7,798,882 273,645 273,565 80 259,045 14,600
ON COMMAND CORP COM 68216010 633,062 72,350 72,350 72,350
ON SEMICONDUCTOR COR COM 68218910 874,975 166,662 166,662 143,562 300 22,700
ONEIDA LTD COM 68250510 1,994,932 107,474 104,174 3,300 107,474
ONEOK INC NEW COM 68268010 34,086,793 708,297 706,869 280 1,148 654,644 4,348 49,305
ONI SYSTEMS CORP COM 68273F10 3,239,099 81,874 81,874 77,674 4,200
ONYX SOFTWARE CORP COM 68340210 1,806,013 164,183 163,983 200 148,883 15,300
OPEN MKT INC COM 68370M10 300,374 274,565 274,565 272,865 1,300
OPENWAVE SYS INC COM 68371810 22,848,595 476,638 474,977 1,161 500 420,474 11,680 44,484
OPLINK COMMUNICATION COM 68375Q10 1,296,851 71,800 71,800 71,800
OPTICAL CABLE CORP COM 68382710 370,943 40,934 40,934 40,934
ORACLE CORP COM 68389X10 3,076,646,886 105,864,940 105,003,159 656,495 205,286 90,661,549 3,812,774 11,329,917
ORBITAL SCIENCES COR COM 68556410 1,187,344 287,841 286,141 100 1,600 258,541 1,600 27,700
ORCHID BIOSCIENCES I COM 68571P10 736,736 52,624 52,624 52,624
ORGANOGENESIS INC COM 68590610 2,565,125 285,331 282,931 500 1,900 259,631 1,900 23,800
O REILLY AUTOMOTIVE COM 68609110 8,108,139 303,108 302,908 200 279,308 23,800
ORIENTAL FINL GROUP COM 68618W10 1,022,960 76,845 76,845 76,845
ORION PWR HLDGS INC COM 68628610 1,098,275 44,600 44,600 44,600
ORTHODONTIC CTRS AME COM 68750P10 10,449,375 334,380 334,220 160 308,580 25,800
OSHKOSH B GOSH INC CL A 68822220 1,499,906 81,076 81,076 81,076
OSHKOSH TRUCK CORP COM 68823920 8,701,528 197,762 163,158 34,604 188,062 9,700
OSICOM TECHNOLOGIES COM PAR $0 68827150 1,230,220 76,592 76,552 40 69,092 7,500
Page Total 3,946,583,894
Page 54 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
OTTER TAIL PWR CO COM 68964810 5,284,543 190,434 185,620 1,814 3,000 171,234 3,000 16,200
OUTBACK STEAKHOUSE I COM 68989910 21,086,443 814,935 791,470 12,590 10,875 742,860 19,675 51,900
OVERSEAS SHIPHOLDING COM 69036810 7,191,391 313,528 313,328 200 294,228 19,300
OWENS CORNING COM 69073F10 251,646 309,910 309,710 200 299,114 10,796
OWENS & MINOR INC NE COM 69073210 5,027,652 283,248 283,088 160 260,748 22,500
OWENS ILL INC COM NEW 69076840 108,368,401 19,055,460 11,322,258 7,733,202 922,991 17,961,545 170,924
OXFORD HEALTH PLANS COM 69147110 96,006,211 2,430,537 2,429,267 1,070 200 2,349,937 10,800 69,800
P C CONNECTION COM 69318J10 472,508 45,543 45,243 300 45,543
PC-TEL INC COM 69325Q10 967,242 89,976 89,976 89,976
P-COM INC COM 69326210 1,872,765 611,615 610,815 800 556,015 55,600
PG&E CORP COM 69331C10 527,327,220 26,366,361 26,350,298 11,650 4,413 6,865,554 18,650,843 849,464
PFF BANCORP INC COM 69331W10 3,573,925 171,206 171,206 171,206
P F CHANGS CHINA BIS COM 69333Y10 1,566,914 49,843 49,743 100 45,043 4,800
PICO HLDGS INC COM NEW 69336620 1,196,887 96,236 96,156 80 96,236
PLX TECHNOLOGY INC COM 69341710 949,745 114,262 114,262 103,362 10,900
PMA CAP CORP CL A 69341920 2,212,174 128,242 128,242 115,642 12,600
PMC-SIERRA INC COM 69344F10 84,337,971 1,072,661 1,071,441 1,220 949,261 19,200 104,000
PMI GROUP INC COM 69344M10 67,176,910 992,464 990,664 1,600 200 952,714 3,900 35,850
PNC FINL SVCS GROUP COM 69347510 407,580,677 5,578,559 5,477,259 65,040 36,260 4,833,128 113,540 631,791
PPG INDS INC COM 69350610 147,648,954 3,188,136 3,172,079 6,849 9,208 2,775,178 54,338 358,620
PPL CORP COM 69351T10 148,514,938 3,286,674 3,277,634 6,640 2,400 2,886,658 39,220 360,796
PRI AUTOMATION INC COM 69357H10 3,063,956 163,411 163,411 149,011 14,300
PS BUSINESS PKS INC COM 69360J10 7,983,326 287,170 287,010 160 271,770 15,400
PSS WORLD MED INC COM 69366A10 2,601,475 520,295 519,975 320 520,295
PAC-WEST TELECOM INC COM 69371Y10 359,685 104,651 104,611 40 104,651
PACCAR INC COM 69371810 66,036,320 1,340,839 1,339,409 1,330 100 1,196,215 17,260 127,364
PACIFIC CAP BANCORP COM 69404P10 5,337,196 189,767 189,687 80 173,467 16,300
PACIFIC CENTY FINL C COM 69405810 15,551,701 879,273 877,153 2,120 807,469 11,800 60,004
PACIFIC GULF PPTYS I COM 69439610 941,853 153,772 153,772 140,872 12,900
PACIFIC NORTHWEST BA COM 69466M10 1,365,440 98,859 98,859 98,859
PACIFIC SUNWEAR CALI COM 69487310 6,392,284 249,455 249,335 120 228,355 21,100
PACIFICARE HEALTH SY COM 69511210 5,224,515 348,301 348,151 150 305,102 1,000 42,199
PACKAGING CORP AMER COM 69515610 8,342,994 517,395 517,395 481,695 35,700
PACKARD BIOSCIENCE I COM 69517220 1,037,077 89,211 89,211 89,211
PACKETEER INC COM 69521010 6,319,850 510,695 436,205 56,600 17,890 481,305 17,890 11,500
PACTIV CORP COM 69525710 39,804,360 3,216,514 3,211,378 4,980 156 2,929,489 20,156 266,869
PALL CORP COM 69642930 47,495,944 2,228,601 2,210,222 13,290 5,089 1,993,147 37,335 198,119
Page Total 1,856,473,093
Page 55 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
PALM HARBOR HOMES COM 69663910 2,090,119 132,706 132,706 118,806 13,900
PALM INC COM 69664210 301,130,508 10,636,144 10,387,245 242,465 6,434 8,835,044 574,834 1,219,966
PANAMSAT CORP NEW COM 69793310 6,270,022 180,760 180,260 500 157,560 4,300 18,900
PAN PACIFIC RETAIL P COM 69806L10 4,498,924 201,637 200,731 906 201,637
PAPA JOHNS INTL INC COM 69881310 5,074,602 228,072 227,972 100 213,572 14,500
PARADIGM GENETICS IN COM 69900R10 259,670 25,967 25,967 25,967
PARAMETRIC TECHNOLOG COM 69917310 68,758,365 5,117,092 5,108,972 6,935 1,185 4,486,353 69,495 560,944
PAREXEL INTL CORP COM 69946210 1,978,520 182,993 182,693 300 182,993
PARK ELECTROCHEMICAL COM 70041620 6,547,992 213,380 213,150 230 205,580 7,800
PARK NATL CORP COM 70065810 6,608,765 73,687 73,687 67,587 6,100
PARK PL ENTMT CORP COM 70069010 36,096,246 3,023,896 3,017,656 5,640 600 2,670,737 32,200 320,959
PARKER DRILLING CO COM 70108110 3,240,712 640,204 538,904 1,300 100,000 487,904 100,000 52,300
PARKER HANNIFIN CORP COM 70109410 95,343,049 2,160,749 2,110,244 25,188 25,317 1,857,858 56,417 246,474
PARKERVISION INC COM 70135410 2,281,517 62,294 62,294 56,794 5,500
PARKWAY PPTYS INC COM 70159Q10 2,783,868 93,774 93,534 240 86,474 7,300
PATHMARK STORES INC COM 70322A10 405,900 24,600 16,600 8,000 24,600
PATINA OIL & GAS COR COM 70322410 6,748,896 281,204 281,204 281,204
PATTERSON DENTAL CO COM 70341210 19,113,596 564,239 563,659 580 525,739 6,000 32,500
PATTERSON ENERGY INC COM 70341410 16,855,774 452,504 452,204 300 430,704 21,800
PAXAR CORP COM 70422710 3,193,115 313,450 312,830 620 284,750 28,700
PAXSON COMMUNICATION COM 70423110 3,147,834 263,704 263,704 240,204 23,500
PAYCHEX INC COM 70432610 338,147,099 6,954,182 6,808,562 92,691 52,929 5,848,438 300,394 801,450
PAYLESS SHOESOURCE I COM 70437910 26,895,683 380,151 379,181 846 124 362,518 124 17,509
PECHINEY SPONSORED 70515120 255,494 11,200 11,200 11,200
PEDIATRIX MED GROUP COM 70532410 376,907 15,664 15,664 15,664
PEGASUS COMMUNICATIO CL A 70590410 4,942,480 191,941 191,741 200 168,041 4,100 19,800
PEGASUS SOLUTIONS IN COM 70590610 1,185,068 170,833 170,553 280 153,833 17,000
PENN ENGR & MFG CORP COM NON VT 70738930 1,372,917 38,948 38,948 37,548 1,400
PENN NATL GAMING INC COM 70756910 507,811 49,849 49,849 49,849
PENN VA CORP COM 70788210 1,359,306 40,959 40,959 40,959
PENNACO ENERGY INC COM 70804610 2,022,945 103,080 103,080 103,080
PENNEY J C INC COM 70816010 453,769,336 41,725,916 41,711,092 8,824 6,000 4,280,965 37,021,217 423,634
PENNSYLVANIA RL ESTA SH BEN INT 70910210 2,248,832 117,586 117,186 400 117,586
PENNZOIL-QUAKER STAT COM 70932310 11,484,152 891,973 890,573 1,400 834,741 57,232
PENTAIR INC COM 70963110 11,684,522 483,091 482,891 200 442,391 6,100 34,600
PENTON MEDIA INC COM 70966810 4,714,009 175,405 175,165 240 161,305 14,100
PEOPLES BK BRIDGEPOR COM 71019810 6,517,731 251,893 243,693 1,600 6,600 226,693 6,600 18,600
Page Total 1,459,912,286
Page 56 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
PEOPLES ENERGY CORP COM 71103010 32,601,314 728,521 727,601 720 200 663,209 5,200 60,112
PEOPLESOFT INC COM 71271310 188,069,236 5,057,392 5,051,097 6,095 200 4,305,835 180,830 567,627
PEP BOYS MANNY MOE & COM 71327810 1,327,094 366,095 366,095 366,095
PEPSI BOTTLING GROUP COM 71340910 143,759,897 3,610,969 3,610,119 850 1,509,261 2,035,908 65,800
PEPSICO INC COM 71344810 2,038,212,716 41,124,505 38,640,313 1,506,575 977,617 25,201,948 13,498,263 2,408,294
PER-SE TECHNOLOGIES COM NEW 71356930 677,132 194,355 194,355 194,355
PEREGRINE SYSTEMS IN COM 71366Q10 16,129,430 816,680 815,593 1,087 710,580 18,700 87,300
PEREGRINE PHARMACEUT COM 71366110 450,260 480,534 480,534 480,534
PERFORMANCE FOOD GRO COM 71375510 5,920,146 115,479 115,479 104,844 9,600
PERFORMANCE TECHNOLO COM 71376K10 210,342 15,438 14,988 450 15,438
PERICOM SEMICONDUCTO COM 71383110 6,993,777 378,042 375,542 2,500 363,742 14,300
PERKINELMER INC COM 71404610 99,416,310 946,822 945,112 1,710 824,522 31,000 90,800
PEROT SYS CORP CL A 71426510 4,287,370 466,678 466,678 427,578 39,100
PERRIGO CO COM 71429010 5,998,922 724,420 724,420 676,020 48,400
PERSISTENCE SOFTWARE COM 71532910 322,467 72,677 66,996 5,681 72,677
PETSMART INC COM 71676810 2,414,361 839,778 839,778 763,878 75,900
PHARMACYCLICS INC COM 71693310 4,300,738 125,569 124,569 1,000 115,169 10,400
PFIZER INC COM 71708110 5,933,614,474 128,991,619 121,760,485 4,010,966 3,220,168 105,162,673 10,190,741 13,568,455
PHARMACEUTICAL PROD COM 71712410 7,738,750 155,750 155,650 100 141,890 12,500
PHARMACOPEIA INC COM 71713B10 3,489,571 159,984 159,984 145,584 14,400
PHARMACIA CORP COM 71713U10 1,749,726,623 28,684,043 23,460,572 5,165,812 57,659 19,978,307 5,928,986 2,762,550
PHELPS DODGE CORP COM 71726510 81,734,441 1,464,460 1,462,230 1,630 600 1,278,555 21,175 164,730
PHILADELPHIA CONS HL COM 71752810 1,777,350 57,566 57,566 57,566
PHILADELPHIA SUBN CO COM PAR $0 71800960 8,365,329 341,442 341,442 313,645 27,797
PHILIP MORRIS COS IN COM 71815410 1,824,582,364 41,467,781 40,826,743 324,004 317,034 38,772,962 802,704 1,890,215
PHILLIPS PETE CO COM 71850710 252,591,031 4,441,161 4,392,108 17,614 31,439 3,948,849 92,279 400,033
PHILLIPS VAN HEUSEN COM 71859210 18,993,559 1,461,043 152,420 1,308,623 152,420 1,308,623
PHOENIX INVT PARTNER COM 71908510 5,907,143 376,563 376,563 346,763 29,800
PHOENIX TECHNOLOGY L COM 71915310 2,613,805 193,845 193,845 176,945 16,900
PHOTON DYNAMICS INC COM 71936410 4,175,122 185,561 154,426 31,135 177,361 8,200
PHOTRONICS INC COM 71940510 4,778,007 203,866 203,866 186,966 16,800
PIEDMONT NAT GAS INC COM 72018610 9,588,755 251,100 250,550 550 230,800 20,300
PIER 1 IMPORTS INC COM 72027910 20,713,631 2,008,692 2,008,092 600 1,931,392 77,300
PILGRIMS PRIDE CORP CL B 72146710 885,732 113,381 113,381 113,381
PINNACLE ENTMT INC COM 72345610 2,155,423 159,661 159,661 146,461 13,200
PINNACLE HLDGS INC COM 72346N10 2,060,780 227,409 227,409 202,309 900 24,200
PINNACLE SYS INC COM 72348110 2,716,492 368,338 368,038 300 337,538 30,800
Page Total 12,489,299,894
Page 57 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
PINNACLE WEST CAP CO COM 72348410 73,007,315 1,532,962 1,531,882 1,080 1,374,453 23,100 135,409
PIONEER NAT RES CO COM 72378710 26,916,361 1,367,215 1,365,895 1,320 1,293,915 73,300
PIONEER STD ELECTRS COM 72387710 2,627,889 238,899 238,539 360 216,999 21,900
PITNEY BOWES INC COM 72447910 151,802,931 4,582,730 4,561,900 15,080 5,750 4,073,338 75,410 433,582
PITTSTON CO COM BRINKS 72570110 12,402,576 624,029 622,889 1,140 586,729 37,300
PIXELWORKS INC COM 72581M10 1,223,375 54,676 54,676 54,676
PIVOTAL CORP COM 72581R10 2,572,102 69,400 69,400 69,400
PIXAR COM 72581110 3,444,420 114,814 114,614 200 103,914 100 10,800
PLACER DOME INC COM 72590610 43,109,460 4,478,905 4,477,905 1,000 4,109,055 49,400 320,450
PLAINS ALL AMERN PIP UNIT LTD P 72650310 273,105 14,280 14,280 14,280
PLAINS RES INC COM PAR $0 72654050 2,746,482 130,011 130,011 118,211 11,800
PLANTRONICS INC NEW COM 72749310 27,956,305 594,815 594,315 300 200 560,915 200 33,700
PLAYBOY ENTERPRISES CL B 72811730 1,546,127 155,593 155,593 140,193 15,400
PLAYTEX PRODS INC COM 72813P10 2,366,806 245,902 245,802 100 224,602 21,300
PLEXUS CORP COM 72913210 16,249,763 534,690 534,390 300 507,290 27,400
PLUG POWER INC COM 72919P10 709,881 48,334 48,334 48,334
PLUM CREEK TIMBER CO COM 72925110 7,420,920 285,420 285,320 100 246,520 6,400 32,500
POGO PRODUCING CO COM 73044810 9,911,631 318,446 317,936 510 292,646 25,800
POHANG IRON & STL LT SPONSORED 73045010 253,660 16,300 16,300 16,300
POLARIS INDS INC COM 73106810 11,285,780 283,919 283,599 320 268,419 15,500
POLAROID CORP COM 73109510 47,662,718 8,200,743 8,186,251 14,492 321,709 7,847,509 31,525
POLO RALPH LAUREN CO CL A 73157210 14,787,054 662,740 662,300 440 628,540 34,200
POLYCOM INC COM 73172K10 20,922,451 650,028 649,508 320 200 605,628 6,100 38,300
POLYMEDICA CORP COM 73173810 3,254,496 97,513 97,013 500 90,613 6,900
POLYMER GROUP INC COM 73174510 723,200 134,549 134,549 134,549
POLYONE CORP COM 73179P10 40,268,618 6,854,233 748,880 6,105,353 685,700 6,105,033 63,500
POPE & TALBOT INC COM 73282710 1,365,050 81,195 81,195 81,195
POPULAR INC COM 73317410 24,058,271 914,346 913,826 520 812,946 16,600 84,800
PORTAL SOFTWARE INC COM 73612610 6,732,089 858,247 805,987 26,570 25,690 691,052 36,990 130,005
POST PPTYS INC COM 73746410 12,927,262 344,158 343,958 200 313,858 5,000 25,300
POTLATCH CORP COM 73762810 18,865,435 562,107 560,445 310 1,352 504,630 4,452 53,025
POTOMAC ELEC PWR CO COM 73767910 27,884,098 1,128,454 1,123,770 3,770 914 1,030,540 14,614 83,300
POWER INTEGRATIONS I COM 73927610 2,369,563 206,049 205,849 200 186,449 19,500
POWER-ONE INC COM 73930810 47,287,186 1,202,869 1,201,984 885 1,057,090 47,500 97,479
POWERTEL INC COM 73936C10 9,537,926 153,994 153,594 200 200 134,094 3,400 16,500
POWERWAVE TECHNOLOGI COM 73936310 29,181,145 498,823 498,123 300 400 459,273 5,800 32,900
PRAECIS PHARMACEUTIC COM 73942110 2,010,352 68,730 68,230 500 68,230 500
Page Total 707,663,803
Page 58 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
PRAXAIR INC COM 74005P10 131,463,955 2,962,568 2,955,318 6,760 490 2,589,656 43,665 329,247
PRE PAID LEGAL SVCS COM 74006510 3,904,636 153,123 153,123 140,723 12,400
PRECISION CASTPARTS COM 74018910 32,761,460 778,885 778,025 660 200 744,285 200 34,400
PREDICTIVE SYS INC COM 74036W10 245,715 34,337 34,337 34,337
PREMIER NATL BANCORP COM 74053F10 2,459,041 118,155 118,155 106,655 11,500
PRENTISS PPTYS TR SH BEN INT 74070610 9,626,664 357,377 357,377 333,977 23,400
PRESIDENTIAL LIFE CO COM 74088410 2,597,633 173,906 173,906 158,906 15,000
PRESSTEK INC COM 74111310 2,404,468 228,997 228,877 120 209,697 19,300
PRICE COMMUNICATIONS COM NEW 74143730 12,668,110 753,516 753,016 100 400 720,116 400 33,000
PRICELINE COM INC COM 74150310 522,443 398,204 395,204 3,000 352,304 400 44,900
PRIMEDIA INC COM 74157K10 11,934,660 999,804 996,304 3,500 873,804 20,700 105,300
PRIME GROUP REALTY T SH BEN INT 74158J10 1,786,596 124,285 124,205 80 124,285
PRIMEX TECHNOLOGIES COM 74159710 26,427,849 829,109 829,081 28 78,583 743,126 7,400
PRIMUS KNOWLEDGE SOL COM 74163Q10 496,736 76,421 76,421 76,421
PRIMA ENERGY CORP COM PAR $0 74190120 2,221,870 63,482 63,482 56,732 6,750
PRIME HOSPITALITY CO COM 74191710 4,245,566 365,210 365,010 200 333,810 31,400
PRIMUS TELECOMMUNICA COM 74192910 460,913 199,357 199,357 199,357
PRIDE INTL INC COM 74193210 10,931,160 443,905 443,245 660 393,705 8,200 42,000
PRIORITY HEALTHCARE CL B 74264T10 8,346,339 204,507 204,467 40 190,307 14,200
PRIVATE MEDIA GROUP COM 74266R10 432,279 56,002 56,002 56,002
PRIZE ENERGY CORP COM 74267L10 431,039 20,773 20,773 20,773
PROBUSINESS SERVICES COM 74267410 3,154,928 118,776 118,676 100 108,576 10,200
PROCOM TECHNOLOGY IN COM 74270W10 452,592 34,898 34,898 34,898
PROCTER & GAMBLE CO COM 74271810 2,276,082,905 29,017,975 26,659,491 1,321,903 1,036,581 24,286,206 1,921,471 2,795,798
PRODIGY COMMUNICATIO CL A 74283P20 232,804 155,203 153,903 1,300 154,303 500
PROFESSIONAL BANCORP COM 74311210 267,750 35,700 35,700 35,700
PROFESSIONAL DETAILI COM 74312N10 4,298,118 40,638 40,538 100 37,738 2,900
PROFIT RECOVERY GROU COM 74316810 1,898,755 297,844 297,844 297,844
PROGRESS ENERGY INC COM 74326310 1,152,211,328 23,425,119 23,412,485 8,510 4,124 3,439,729 19,581,238 404,052
PROGRESS SOFTWARE CO COM 74331210 4,268,183 295,642 295,482 160 272,507 22,900
PROGRESSIVE CORP OHI COM 74331510 126,963,215 1,225,218 1,220,453 1,765 3,000 1,092,257 20,400 112,561
PROJECT SOFTWARE & D COM 74339P10 1,063,642 99,091 98,771 320 99,091
PROLOGIS TR SH BEN INT 74341010 20,910,972 939,819 939,719 100 870,935 11,400 57,484
PROMISTAR FINL CORP COM 74342Y10 2,170,327 124,796 124,796 112,696 12,100
PROSOFTTRAINING COM COM 74347710 1,519,347 125,307 125,307 125,307
PROTECTIVE LIFE CORP COM 74367410 19,222,128 596,035 590,235 4,600 1,200 548,235 8,000 39,800
PROTEIN DESIGN LABS COM 74369L10 34,934,088 402,119 401,769 250 100 367,019 5,300 29,800
Page Total 3,916,020,214
Page 59 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
PROVIDENT BANKSHARES COM 74385910 7,713,667 369,517 369,517 350,217 19,300
PROVIDENT FINL GROUP COM 74386610 13,735,800 366,288 366,288 348,188 18,100
PROVINCE HEALTHCARE COM 74397710 9,382,314 238,281 237,901 380 219,081 19,200
PROVIDIAN FINL CORP COM 74406A10 292,114,317 5,080,249 5,068,003 6,550 5,696 4,403,611 196,846 476,792
PROXICOM INC COM 74428210 807,835 195,839 195,539 300 174,439 200 21,100
PROXIM INC COM 74428410 8,943,441 207,987 207,787 200 192,187 15,800
PSINET INC COM 74437C10 573,906 798,201 794,381 3,820 701,801 800 94,300
PUBLIC SVC CO N MEX COM 74449910 18,203,390 678,927 678,927 653,627 25,300
PUBLIC SVC ENTERPRIS COM 74457310 212,366,089 4,367,426 4,349,735 10,630 7,061 3,825,134 65,671 476,421
PUBLIC STORAGE INC COM 74460D10 20,301,662 835,047 834,947 100 768,647 10,800 55,600
PULITZER INC COM 74576910 3,054,994 65,208 65,008 200 59,008 6,200
PULTE CORP COM 74586710 33,544,022 795,127 794,697 330 100 713,767 4,800 76,560
PUMA TECHNOLOGY INC COM 74588710 1,064,779 256,203 256,203 233,403 22,800
PURCHASEPRO COM COM 74614410 3,380,510 193,172 193,172 178,972 14,200
PURE RES INC COM 74622E10 7,871,114 388,697 388,697 356,197 32,500
QRS CORP COM 74726X10 1,134,156 88,523 87,573 950 88,523
QLOGIC CORP COM 74727710 127,550,192 1,656,496 1,653,549 2,747 200 1,450,896 62,300 142,300
QUAKER OATS CO COM 74740210 248,788,451 2,554,952 2,488,100 34,976 31,876 2,148,437 121,576 283,639
QUALCOMM INC COM 74752510 1,138,467,062 13,852,155 13,794,759 40,516 16,880 11,771,200 510,200 1,562,555
QUANTA SVCS INC COM 74762E10 13,087,588 406,611 406,511 100 377,911 4,600 24,100
QUANEX CORP COM 74762010 2,079,777 103,343 103,343 92,443 10,900
QUANTUM CORP COM DSSG 74790620 25,265,881 1,906,859 1,896,751 9,708 400 1,772,559 18,800 115,400
QUANTUM CORP COM HDDG 74790630 5,299,232 662,404 654,077 8,102 225 612,329 225 49,850
QUEST DIAGNOSTICS IN COM 74834L10 53,491,826 376,703 376,283 320 100 351,103 3,700 21,900
QUEST SOFTWARE INC COM 74834T10 4,150,061 147,889 147,769 120 135,389 100 12,400
QUESTAR CORP COM 74835610 25,282,442 841,010 833,610 4,200 3,200 771,710 13,100 56,200
QUICKLOGIC CORP COM 74837P10 967,364 139,450 139,450 139,450
QUIKSILVER INC COM 74838C10 3,435,516 177,317 177,317 161,717 15,600
QUINTILES TRANSNATIO COM 74876710 41,755,936 1,994,361 1,991,430 2,431 500 1,781,012 28,600 184,749
QUINTUS CORP COM 74879810 354,246 119,315 118,959 356 119,315
QUORUM HEALTH GROUP COM 74908410 13,156,809 835,353 835,033 320 784,453 50,900
R & B FALCON CORP COM 74912E10 24,726,154 1,078,003 1,062,058 3,445 12,500 932,959 34,100 110,944
QWEST COMMUNICATIONS COM 74912110 1,168,401,901 28,584,756 28,244,720 217,151 122,885 24,944,713 478,692 3,160,451
R & G FINANCIAL CORP CL B 74913610 1,093,203 76,716 76,716 76,716
RCN CORP COM 74936110 2,043,762 323,790 323,390 400 292,590 300 30,900
RFS HOTEL INVS INC COM 74955J10 5,646,780 432,306 431,666 640 414,406 17,900
R H DONNELLEY CORP COM NEW 74955W30 10,289,494 423,227 422,688 539 402,327 20,900
Page Total 3,549,525,673
Page 60 of 82
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Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
R G S ENERGY GROUP I COM 74956K10 13,952,905 430,154 429,925 229 407,754 22,400
RLI CORP COM 74960710 2,936,338 65,709 65,709 59,909 5,800
RPC INC COM 74966010 1,318,122 90,905 90,905 90,905
RPM INC OHIO COM 74968510 10,177,007 1,188,625 1,182,773 2,640 3,212 1,111,386 3,212 73,327
RSA SEC INC COM 74971910 12,552,895 237,407 236,387 1,020 208,657 4,600 24,150
RTI INTL METALS INC COM 74973W10 2,001,060 139,817 138,757 1,060 125,717 14,100
RF MICRODEVICES INC COM 74994110 36,340,306 1,324,500 1,306,050 10,300 8,150 1,216,350 22,350 85,600
RADIAN GROUP INC COM 75023610 71,399,349 951,205 950,785 420 911,905 4,300 35,000
RADIANT SYSTEMS INC COM 75025N10 2,717,849 132,578 132,538 40 120,478 12,100
RADIO ONE INC CL A 75040P10 5,089,886 476,269 473,729 2,540 432,914 400 42,955
RADIOSHACK CORP COM 75043810 193,586,274 4,521,776 4,508,701 6,575 6,500 3,964,172 131,700 423,804
RADISYS CORP COM 75045910 2,939,167 113,591 112,605 80 906 101,985 906 10,700
RAINBOW TECHNOLOGIES COM 75086210 2,626,309 166,096 166,096 151,896 14,200
RAMBUS INC DEL COM 75091710 16,347,465 452,525 451,505 1,020 393,725 9,600 49,100
RALCORP HLDGS INC NE COM 75102810 3,572,877 218,191 217,991 200 198,491 19,700
RALSTON PURINA CO COM RAL-PU 75127730 159,312,627 6,098,091 6,087,871 6,520 3,700 5,213,129 214,580 667,282
RAMP NETWORKS INC COM 75156710 579,100 101,259 101,259 101,159
RARE MEDIUM GROUP IN COM 75382N10 609,963 320,023 230,623 89,400 319,823
RARE HOSPITALITY INT COM 75382010 3,481,787 156,050 156,050 144,450 11,600
RATIONAL SOFTWARE CO COM NEW 75409P20 82,205,741 2,111,250 2,097,415 8,930 4,905 1,858,757 28,405 223,988
RAYMOND JAMES FINANC COM 75473010 11,604,551 332,747 332,007 740 307,947 24,800
RAYONIER INC COM 75490710 12,660,574 318,009 317,609 400 298,509 19,500
RAYOVAC CORP COM 75508110 3,045,253 214,651 214,531 120 195,351 19,300
RAYTHEON CO CL A 75511130 103,236,288 3,559,872 3,558,739 1,118 15 51,178 3,459,642 49,052
RAYTHEON CO CL B 75511140 191,262,960 6,157,458 6,007,153 132,650 17,655 5,463,964 93,575 599,919
RAZORFISH INC CL A 75523610 292,566 180,041 124,987 55,054 179,541 300
READERS DIGEST ASSN CL A NON V 75526710 46,787,748 1,195,853 1,087,353 98,200 10,300 951,039 119,750 125,064
READERS DIGEST ASSN CL B 75526720 55,450,745 1,584,307 1,584,307 1,584,307
REALNETWORKS INC COM 75605L10 3,852,788 443,512 442,712 800 391,212 8,500 43,700
REALTY INCOME CORP COM 75610910 4,860,301 195,389 195,189 200 177,589 17,800
RECKSON ASSOCS RLTY COM 75621K10 18,727,353 747,241 747,241 712,241 35,000
RED HAT INC COM 75657710 3,250,912 520,146 517,046 1,400 1,700 453,446 12,800 53,800
REDBACK NETWORKS INC COM 75720910 26,144,675 637,675 637,015 660 555,705 13,200 68,670
REEBOK INTL LTD COM 75811010 58,013,074 2,121,912 2,118,732 1,380 1,800 1,957,623 10,900 153,389
REED INTL PLC SPON ADR N 75821287 976,922 22,919 22,919 2,000 20,919
REGAL BELOIT CORP COM 75875010 2,930,942 171,802 171,602 200 156,702 15,100
REGENERON PHARMACEUT COM 75886F10 5,573,826 158,051 158,051 145,151 12,900
Page Total 1,172,418,505
Page 61 of 82
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Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
REGENT COMMUNICATION COM 75886510 529,550 89,195 89,195 89,195
REGIS CORP MINN COM 75893210 3,758,313 259,194 258,994 200 235,894 23,300
REGENCY RLTY CORP COM 75893910 8,472,626 357,691 357,691 337,191 20,500
REGIONS FINL CORP COM 75894010 106,095,102 3,884,560 3,835,550 35,000 14,010 3,450,856 67,050 366,654
REHABCARE GROUP INC COM 75914810 5,240,095 101,997 101,397 600 93,397 8,600
REINSURANCE GROUP AM COM 75935110 4,832,295 136,121 136,121 124,221 100 11,800
RELIANCE STEEL & ALU COM 75950910 3,508,139 141,743 141,743 128,143 13,600
RELIANT ENERGY INC COM 75952J10 233,838,889 5,398,940 5,372,195 22,441 4,304 4,711,333 80,622 606,885
REMEC INC COM 75954310 2,816,438 292,617 292,367 250 268,717 23,900
REMEDY CORP COM 75954810 3,463,544 209,126 208,706 420 190,926 18,200
REMINGTON OIL & GAS COM 75959430 284,297 21,869 21,869 21,869
RENAL CARE GROUP INC COM 75993010 9,765,714 356,127 355,427 700 326,827 29,300
RENT A CTR INC NEW COM 76009N10 4,956,580 143,669 143,589 80 132,169 11,500
RENT WAY INC COM 76009U10 724,850 163,365 163,165 200 163,365
REPUBLIC BANCORP INC COM 76028210 4,681,412 432,983 432,492 491 401,583 31,400
REPUBLIC SECURITY FI COM 76075810 2,837,139 393,010 392,172 838 356,372 838 35,800
REPUBLIC SVCS INC COM 76075910 19,259,666 1,120,595 1,117,425 3,170 988,795 21,600 110,200
RESEARCH FRONTIERS I COM 76091110 1,023,907 58,509 58,509 58,509
RES-CARE INC COM 76094310 639,216 142,048 142,048 142,048
RESMED INC COM 76115210 9,552,295 239,556 239,236 320 219,456 20,100
RESPIRONICS INC COM 76123010 7,874,977 276,315 275,856 459 254,315 22,000
RETEK INC COM 76128Q10 13,065,853 536,035 535,283 752 502,935 33,100
REVLON INC CL A 76152550 497,190 100,240 100,040 200 100,240
REYNOLDS & REYNOLDS CL A 76169510 15,910,202 785,689 769,329 16,160 200 722,389 9,600 53,700
REYNOLDS R J TOB HLD COM 76182K10 50,449,035 1,034,852 1,029,481 5,005 366 1,012,253 12,966 9,633
RHYTHMS NETCONNECTIO COM 76243020 534,418 475,039 474,939 100 473,839
RIBOZYME PHARMACEUTI COM 76256710 872,531 60,965 60,965 60,965
RICA FOODS INC COM NEW 76258220 219,144 40,771 40,771 40,771
RICHMOND CNTY FINL C COM 76455610 6,012,433 230,141 230,141 211,541 18,600
RIGHTCHOICE MANAGED COM 76657T10 910,855 26,165 26,165 26,165
RIGGS NATL CORP WASH COM 76657010 3,010,545 216,011 215,611 400 216,011
RITE AID CORP COM 76775410 5,198,252 2,188,738 2,182,198 6,540 1,784,955 50,500 353,283
RIVIANA FOODS INC COM 76953610 1,061,123 54,070 54,070 54,070
ROADWAY EXPRESS INC COM 76974210 2,233,342 105,411 104,671 240 500 95,411 500 9,500
ROBBINS & MYERS INC COM 77019610 1,783,778 73,939 73,939 73,051
ROBERT HALF INTL INC COM 77032310 116,131,109 4,382,306 4,377,494 4,412 400 3,886,347 126,400 367,659
ROBOTIC VISION SYS I COM 77107410 656,491 238,724 238,724 238,724
Page Total 652,701,345
Page 62 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
ROCK-TENN CO CL A 77273920 1,670,112 224,568 101,328 109,240 14,000 210,568 14,000
ROCKWELL INTL CORP N COM 77390310 162,843,924 3,419,295 3,372,463 16,874 29,958 2,949,123 76,478 393,594
ROGERS CORP COM 77513310 4,901,283 119,363 119,283 80 107,051 11,500
ROHM & HAAS CO COM 77537110 132,674,171 3,653,728 3,639,397 3,305 11,026 3,183,317 54,986 415,425
ROLLINS INC COM 77571110 4,901,487 244,317 244,237 80 229,717 14,600
ROLLINS TRUCK LEASIN COM 77574110 2,677,856 334,732 334,732 334,732
ROPER INDS INC NEW COM 77669610 8,145,683 246,376 245,956 420 226,519 19,500
ROSETTA INPHARMATICS COM 77777710 238,400 14,900 14,900 14,900
ROSLYN BANCORP INC COM 77816210 20,669,530 756,793 709,195 47,598 711,593 45,200
ROSS STORES INC COM 77829610 18,033,637 1,068,660 1,067,740 620 300 988,360 12,000 68,300
ROUSE CO COM 77927310 14,804,866 580,583 578,783 1,800 526,883 8,700 45,000
ROWAN COS INC COM 77938210 44,425,422 1,645,386 1,641,331 3,955 100 1,483,144 22,120 140,122
ROYAL DUTCH PETE CO NY REG GLD 78025780 1,750,359,048 28,901,936 28,874,114 27,822 26,463,641 306,700 2,131,595
ROYAL PTT NEDERLAND SPONSORED 78064120 1,001,617 90,033 60,302 29,731 83,233 6,800
RUBY TUESDAY INC COM 78118210 11,909,701 780,964 662,729 118,235 740,764 40,200
RUDDICK CORP COM 78125810 4,633,986 405,175 404,975 200 379,862 24,400
RUDOLPH TECHNOLOGIES COM 78127010 1,241,229 41,118 41,118 41,118
RURAL CELLULAR CORP CL A 78190410 2,362,771 79,756 79,756 73,156 6,600
RUSS BERRIE & CO COM 78223310 1,557,377 73,722 73,722 73,722
RUSSELL CORP COM 78235210 3,400,524 220,284 219,924 360 201,308 18,976
RYANS FAMILY STEAK H COM 78351910 2,512,601 266,250 265,650 600 241,850 24,400
RYDER SYS INC COM 78354910 20,301,851 1,221,164 1,218,714 1,500 950 1,121,944 10,350 88,870
RYERSON TULL INC NEW COM 78375P10 2,116,809 256,583 256,583 254,869 1,714
RYLAND GROUP INC COM 78376410 5,923,460 145,361 145,361 136,261 9,100
S & T BANCORP INC COM 78385910 4,426,788 204,707 204,707 186,307 18,400
SBC COMMUNICATIONS I COM 78387G10 3,200,342,615 67,022,882 65,752,112 797,846 472,924 58,305,534 1,362,587 7,351,661
SBS TECHNOLOGIES INC COM 78387P10 2,473,933 82,638 82,638 73,938 8,700
SBA COMMUNICATIONS C COM 78388J10 8,679,316 211,371 211,371 194,271 17,100
SCI SYS INC COM 78389010 36,442,838 1,381,719 1,379,179 2,340 200 1,261,669 18,000 101,950
SCM MICROSYSTEMS INC COM 78401810 3,535,389 107,133 107,073 60 98,333 8,800
SCPIE HLDGS INC COM 78402P10 1,631,140 69,043 69,043 69,043
SCP POOL CORP COM 78402810 7,157,852 238,103 237,773 330 226,078 12,025
SDL INC COM 78407610 74,239,908 500,988 498,628 2,360 440,488 9,400 51,000
SEI INVESTMENTS CO COM 78411710 48,164,368 430,039 416,721 13,218 100 398,239 4,700 27,100
SEMCO ENERGY INC COM 78412D10 2,393,171 153,783 153,783 140,283 13,500
SJW CORP COM 78430510 1,396,278 13,689 13,689 13,689
SKF AB SPONSORED 78437540 236,375 15,500 15,500 15,500
Page Total 5,614,427,316
Page 63 of 82
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Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
SK TELECOM LTD SPONSORED 78440P10 1,373,664 58,300 58,300 58,300
SL GREEN RLTY CORP COM 78440X10 17,453,100 623,325 552,935 70,390 608,725 14,600
SLI INC COM 78442T10 2,771,173 430,507 160,387 270,120 430,507
SPDR TR UNIT SER 1 78462F10 58,862,163 448,689 447,919 770 436,132 12,557
SPSS INC COM 78462K10 1,342,538 60,853 60,853 60,253 600
SPS TECHNOLOGIES INC COM 78462610 5,253,510 95,846 95,706 140 87,446 8,400
S1 CORPORATION COM 78463B10 1,736,883 330,835 330,035 800 292,835 300 37,500
SPX CORP COM 78463510 60,052,331 555,079 495,176 48,043 11,860 515,815 15,760 23,504
SABA SOFTWARE INC COM 78493210 710,514 45,112 44,485 627 45,112
SABRE HLDGS CORP CL A 78590510 102,814,873 2,384,113 2,378,523 4,374 1,216 2,092,763 87,491 202,459
SAFECO CORP COM 78642910 78,439,914 2,386,005 2,377,136 2,470 6,399 2,086,908 37,669 261,428
SAFEGUARD SCIENTIFIC COM 78644910 4,817,918 727,233 723,543 3,690 637,333 14,500 75,100
SAFEWAY INC COM NEW 78651420 529,134,750 8,466,156 8,433,976 27,630 4,550 7,526,911 134,835 804,110
SAGA COMMUNICATIONS CL A 78659810 807,653 54,296 54,296 54,296
SAGA SYS INC COM 78661010 2,307,471 201,755 201,755 201,755
ST JOE CO COM 79014810 4,761,042 216,411 215,411 1,000 191,611 24,800
ST JUDE MED INC COM 79084910 125,815,296 2,047,875 2,044,850 2,925 100 1,880,490 26,310 141,075
ST MARY LD & EXPL CO COM 79222810 13,093,214 393,048 326,668 60,980 5,400 369,148 5,400 18,500
ST PAUL COS INC COM 79286010 222,825,407 4,102,692 4,092,299 5,497 4,896 3,594,889 60,306 447,397
SAKS INC COM 79377W10 14,239,030 1,423,903 1,418,123 5,680 100 1,304,855 17,800 101,248
SALEM COMMUNICATIONS CL A 79409310 2,428,845 162,606 162,606 145,106 17,500
SALTON INC COM 79575710 1,586,941 76,712 76,712 76,712
SANCHEZ COMPUTER ASS COM 79970210 840,559 101,886 101,786 100 101,886
SANDISK CORP COM 80004C10 15,475,037 557,659 557,104 555 513,359 6,400 37,800
SANDY SPRING BANCORP COM 80036310 1,291,426 56,766 56,766 56,766
SANMINA CORP COM 80090710 213,726,511 2,789,253 2,783,868 5,185 200 2,365,465 101,200 320,988
SANGSTAT MED CORP COM 80100310 1,376,538 115,919 115,919 115,919
SANTANDER BANCORP COM 80280910 1,419,110 73,720 73,720 73,720
SAP AKTIENGESELLSCHA SPONSORED 80305420 427,824 12,700 12,700 12,700
SAPIENT CORP COM 80306210 24,617,878 2,062,317 2,053,617 8,700 1,817,359 26,200 218,758
SARA LEE CORP COM 80311110 495,460,562 20,171,833 16,709,550 3,328,843 133,440 13,420,197 4,903,791 1,838,745
SATCON TECHNOLOGY CO COM 80389310 511,426 51,790 51,790 51,790
SAUER-DANFOSS INC COM 80413710 1,252,359 133,585 133,465 120 133,585
SAUL CTRS INC COM 80439510 2,066,797 110,969 110,969 110,969
SAWTEK INC COM 80546810 26,914,689 582,733 582,433 200 100 558,733 3,200 20,800
SCANA CORP NEW COM 80589M10 29,625,676 1,002,154 998,451 3,450 253 922,901 11,853 67,400
SCHEIN HENRY INC COM 80640710 12,216,842 352,833 352,833 333,833 19,000
Page Total 2,079,851,464
Page 64 of 82
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Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
SCHERING PLOUGH CORP COM 80660510 1,494,319,718 26,331,625 25,698,437 292,660 340,528 22,517,119 1,344,928 2,453,478
SCHLUMBERGER LTD COM 80685710 667,028,780 8,344,431 8,330,629 13,802 7,411,184 82,600 850,647
SCHOLASTIC CORP COM 80706610 15,913,505 179,560 178,660 900 169,160 10,400
SCHOOL SPECIALTY INC COM 80786310 2,724,519 135,805 135,625 180 122,604 13,201
SCHULMAN A INC COM 80819410 3,868,036 336,351 335,951 400 312,726 23,625
SCHWAB CHARLES CORP COM 80851310 702,023,236 24,740,907 24,549,841 172,351 18,715 21,048,471 910,150 2,766,801
SCHWEITZER-MAUDUIT I COM 80854110 2,239,803 116,961 116,958 3 116,958 3
SCICLONE PHARMACEUTI COM 80862K10 792,676 198,169 198,169 198,169
SCIENT CORP COM 80864H10 2,185,144 672,352 670,952 1,400 637,652 13,000 21,600
SCIENTIFIC ATLANTA I COM 80865510 91,174,902 2,800,040 2,794,315 5,625 100 2,492,786 41,420 265,834
SCIOS INC COM 80890510 610,981 26,493 26,493 26,493
SCOTT TECHNOLOGIES I COM 81002230 2,593,016 115,889 115,809 80 106,489 9,400
SCOTTISH PWR PLC SPON ADR F 81013T70 455,740 15,035 15,024 11 14,781 254
SCOTTS CO CL A 81018610 10,371,170 280,780 276,580 4,200 270,380 10,400
SCRIPPS E W CO OHIO CL A 81105420 13,320,320 211,854 211,449 405 186,429 3,300 22,125
SEACHANGE INTL INC COM 81169910 2,507,475 123,448 123,448 111,348 12,100
SEACOAST FINL SVCS C COM 81170Q10 2,961,768 246,814 241,058 5,756 226,314 20,500
SEACOR SMIT INC COM 81190410 7,937,849 150,838 150,608 230 139,638 11,200
SEALED AIR CORP NEW COM 81211K10 48,566,583 1,592,347 1,570,343 11,373 10,631 1,374,913 33,115 184,319
SEARS ROEBUCK & CO COM 81238710 1,177,872,447 33,895,610 33,874,460 11,950 9,200 6,053,817 27,105,415 736,378
SECTOR SPDR TR SBI INT-TE 81369Y80 554,598 17,712 16,310 1,402 16,310 1,402
SECURE COMPUTING COR COM 81370510 1,836,345 185,959 185,959 169,059 16,900
SECURITY CAP GROUP I CL B 81413P20 10,454,769 521,123 521,123 495,423 25,700
SEEBEYOND TECHNOLOGI COM 81570410 481,668 46,992 46,992 46,992
SEITEL INC COM NEW 81607430 3,309,957 179,528 179,528 165,628 13,900
SELECTICA INC COM 81628810 1,180,881 48,823 48,821 2 48,823
SELECTIVE INS GROUP COM 81630010 4,799,269 197,908 197,708 200 179,908 18,000
SEMTECH CORP COM 81685010 15,454,695 700,512 697,372 3,040 100 645,412 8,300 46,700
SEMPRA ENERGY COM 81685110 107,446,248 4,621,344 4,614,780 5,664 900 4,111,969 56,837 452,538
SEMITOOL INC COM 81690910 951,718 98,247 98,247 98,247
SENIOR HSG PPTYS TR SH BEN INT 81721M10 875,672 94,037 93,917 120 94,037
SENSIENT TECHNOLOGIE COM 81725T10 12,307,249 540,978 540,678 300 506,463 32,600
SENSORMATIC ELECTRS COM 81726510 22,800,824 1,136,518 1,135,598 520 400 1,083,618 400 52,500
SEPRACOR INC COM 81731510 60,139,661 750,573 673,401 3,110 74,062 620,411 82,362 47,800
SEQUA CORPORATION CL A 81732010 3,202,236 88,034 88,034 87,334 700
SEQUENOM INC COM 81733710 627,886 44,849 44,819 30 44,849
SERENA SOFTWARE INC COM 81749210 9,958,362 290,891 290,791 100 280,891 10,000
Page Total 4,505,849,706
Page 65 of 82
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Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
SERVICE CORP INTL COM 81756510 4,110,879 2,349,074 2,348,554 520 2,034,417 314,657
SERVICEMASTER CO COM 81760N10 26,428,046 2,298,091 2,293,906 3,510 675 1,916,154 37,775 344,162
7-ELEVEN INC COM NEW 81782620 2,648,065 302,636 302,636 278,236 1,700 22,700
SHAW GROUP INC COM 82028010 13,389,700 267,794 267,514 280 244,394 23,400
SHAW INDS INC COM 82028610 24,928,572 1,316,395 1,314,325 1,770 300 1,154,009 14,000 148,386
SHERWIN WILLIAMS CO COM 82434810 80,717,953 3,067,724 3,057,714 3,910 6,100 2,652,155 44,000 371,569
SHOPKO STORES INC COM 82491110 1,228,630 245,726 245,726 245,726
SHURGARD STORAGE CTR COM 82567D10 7,119,182 291,328 291,128 200 271,728 19,600
SICOR INC COM 82584610 10,532,397 729,542 728,362 1,180 699,942 29,600
SIEBEL SYS INC COM 82617010 519,215,755 7,677,867 7,665,807 11,660 400 6,535,638 278,800 858,829
SIERRA PAC RES NEW COM 82642810 15,300,227 952,573 951,822 451 300 896,973 300 55,300
SIGMA ALDRICH CORP COM 82655210 59,542,387 1,514,611 1,495,001 6,470 13,140 1,341,658 47,070 125,883
SILICON LABORATORIES COM 82691910 625,801 43,534 43,533 1 43,534
SILICON IMAGE INC COM 82705T10 1,422,292 261,595 261,595 238,995 22,500
SILICON GRAPHICS INC COM 82705610 5,645,264 1,411,316 1,409,146 2,070 100 1,286,916 100 124,100
SILICON STORAGE TECH COM 82705710 5,176,266 438,221 437,091 1,130 380,821 9,400 47,900
SILICON VY BANCSHARE COM 82706410 25,858,528 748,178 708,149 32,164 7,865 710,613 7,865 29,700
SILICON VY GROUP INC COM 82706610 7,569,875 263,300 263,100 200 241,600 21,600
SILICONIX INC COM NEW 82707920 973,350 43,260 43,260 43,260
SILVERSTREAM SOFTWAR COM 82790710 1,862,396 90,298 90,298 81,298 9,000
SIMON PPTY GROUP INC COM 82880610 37,214,856 1,550,619 1,413,244 137,375 1,376,400 12,900 161,319
SIMPSON MANUFACTURIN COM 82907310 3,140,121 61,571 61,571 55,671 5,900
SINCLAIR BROADCAST G CL A 82922610 3,593,405 358,230 358,230 325,130 32,700
SIRIUS SATELLITE RAD COM 82966U10 8,408,554 280,875 280,575 300 259,575 21,300
SITEL CORP COM 82980K10 958,783 333,490 333,490 333,490
SIPEX CORP COM 82990910 4,044,443 168,962 168,762 200 154,762 14,200
SIX FLAGS INC COM 83001P10 13,357,650 777,195 776,335 660 200 710,095 10,100 57,000
SKECHERS U S A INC CL A 83056610 1,437,470 92,740 92,740 92,740
SKY FINL GROUP INC COM 83080P10 11,472,560 684,929 683,239 1,690 631,429 53,500
SKYLINE CORP COM 83083010 1,085,885 57,342 57,342 57,342
SKYWEST INC COM 83087910 10,717,885 372,796 372,296 500 339,596 33,200
SMART & FINAL INC COM 83168310 790,797 93,035 93,035 93,035
SMITH A O COM 83186520 2,801,733 164,209 164,009 200 148,609 15,600
SMITH INTL INC COM 83211010 40,088,632 537,655 521,555 11,050 5,050 491,205 11,250 35,200
SMITH CHARLES E RESD COM 83219710 13,904,386 295,838 295,758 80 282,038 13,800
SMITHFIELD FOODS INC COM 83224810 22,354,032 735,330 734,630 700 695,330 40,000
SMUCKER J M CO COM 83269630 7,171,942 256,599 256,599 240,299 16,300
Page Total 996,838,699
Page 66 of 82
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Defined Other
SMURFIT-STONE CONTAI COM 83272710 38,550,007 2,580,840 2,398,058 132,632 50,150 2,419,900 66,350 94,590
SNAP ON INC COM 83303410 33,656,275 1,207,400 1,204,990 2,410 1,080,544 7,100 119,756
SODEXHO MARRIOTT SVC COM 83379310 5,908,127 267,034 266,729 305 245,234 21,800
SOFTNET SYS INC COM 83396410 314,342 173,478 172,478 1,000 173,378
SOLECTRON CORP COM 83418210 402,973,130 11,887,113 11,311,153 432,835 143,125 10,429,657 298,265 1,158,691
SOLUTIA INC COM 83437610 14,566,284 1,213,857 1,211,985 1,140 732 1,140,225 732 72,900
SOMERA COMMUNICATION COM 83445810 1,733,091 199,504 199,504 178,304 21,200
SONIC AUTOMOTIVE INC CL A 83545G10 1,149,005 167,128 167,008 120 167,128
SONIC CORP COM 83545110 5,214,101 223,666 223,666 207,456 16,210
SONICBLUE INC COM 83546Q10 2,952,109 715,663 714,863 800 646,363 69,300
SONICWALL INC COM 83547010 3,565,477 219,414 219,414 202,714 16,700
SONOCO PRODS CO COM 83549510 115,489,393 5,340,550 1,031,544 4,305,571 3,435 958,253 4,310,144 72,153
SONOSITE INC COM 83568G10 724,238 56,803 56,803 56,803
SONY CORP ADR NEW 83569930 10,641,006 153,108 131,288 21,820 147,208 5,900
SOTHEBYS HLDGS INC CL A 83589810 12,353,917 532,795 532,595 200 501,895 200 30,700
SONUS NETWORKS INC COM 83591610 2,064,869 81,777 81,777 71,677 100 10,000
SOURCE INFORMATION M COM NEW 83615120 288,011 76,803 76,803 76,803
SOUTH FINL GROUP INC COM 83784110 4,451,138 335,935 335,718 217 306,035 29,900
SOUTH JERSEY INDS IN COM 83851810 2,265,135 76,139 76,139 67,839 8,300
SOUTHERN CO COM 84258710 407,639,813 12,259,844 12,230,517 17,708 11,619 10,636,913 189,219 1,432,912
SOUTHERN ENERGY INC COM 84281610 12,020,312 424,566 403,265 19,027 2,274 419,692 2,274
SOUTHERN PERU COPPER COM 84361110 2,342,760 181,962 181,962 163,862 18,100
SOUTHERN UN CO NEW COM 84403010 7,434,151 280,534 266,970 716 12,848 246,286 12,848 21,400
SOUTHTRUST CORP COM 84473010 121,227,974 2,979,526 2,973,556 5,870 100 2,668,752 42,070 268,704
SOUTHWEST AIRLS CO COM 84474110 1,787,841,461 53,320,652 53,287,300 25,077 8,275 8,049,031 44,189,179 1,082,042
SOUTHWEST BANCORPORA COM 84476R10 9,488,991 220,998 220,958 40 199,898 20,100
SOUTHWEST GAS CORP COM 84489510 5,265,028 240,687 238,787 1,900 219,887 20,800
SOUTHWEST SECS GROUP COM 84522410 7,158,939 276,674 274,914 1,760 265,674 11,000
SOUTHWESTERN ENERGY COM 84546710 1,891,549 182,318 182,318 182,318
SOVEREIGN BANCORP IN COM 84590510 19,083,057 2,348,684 2,341,064 6,820 800 2,159,784 28,800 160,100
SOVRAN SELF STORAGE COM 84610H10 3,112,564 156,607 156,167 440 156,607
SPANISH BROADCASTING CL A 84642588 1,200,840 240,168 240,168 217,168 23,000
SPARTECH CORP COM NEW 84722020 2,228,653 108,387 108,387 108,387
SPECIALTY LABORATORI COM 84749R10 1,470,750 44,400 44,000 400 44,400
SPECTRA-PHYSICS LASE COM 84756810 644,380 25,520 25,520 25,520
SPECTRALINK CORP COM 84758010 1,034,006 71,622 71,472 150 71,622
SPECTRASITE HLDGS IN COM 84760T10 5,170,693 390,241 389,491 750 346,141 7,200 36,900
Page Total 3,055,115,576
Page 67 of 82
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Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
SPECTRIAN CORP COM 84760810 223,453 13,751 13,751 13,751
SPEECHWORKS INTL INC COM 84764M10 909,118 18,530 18,530 18,530
SPEEDFAM-IPEC INC COM 84770510 1,115,553 184,024 184,024 184,024
SPEEDWAY MOTORSPORTS COM 84778810 2,867,640 119,485 114,485 5,000 114,485 5,000
SPHERION CORP COM 84842010 5,051,192 446,534 445,374 1,160 408,034 38,500
SPIEGEL INC CL A 84845710 751,486 174,278 174,278 174,278
SPIEKER PPTYS INC COM 84849710 31,126,522 620,978 596,653 24,325 577,082 7,200 36,696
SPINNAKER EXPL CO COM 84855W10 3,306,160 77,792 77,592 200 70,892 6,900
SPORTSLINE COM INC COM 84893410 745,363 140,317 140,217 100 140,217
SPRINGS INDS INC CL A 85178310 3,290,474 101,442 101,442 100,086 1,356
SPRINT CORP COM FON GR 85206110 307,812,740 15,154,231 15,043,795 84,932 25,504 13,547,075 240,754 1,365,802
SPRINT CORP PCS COM SE 85206150 313,599,429 15,344,690 15,150,660 162,346 31,684 13,440,115 601,164 1,293,411
STAAR SURGICAL CO COM PAR $0 85231230 996,392 79,318 79,318 79,318
STAMPS COM INC COM 85285710 492,089 176,947 176,947 176,847
STANCORP FINL GROUP COM 85289110 13,996,002 293,110 293,110 271,110 22,000
STANDARD MICROSYSTEM COM 85362610 1,920,429 94,836 94,486 350 84,536 10,300
STANDARD PAC CORP NE COM 85375C10 10,351,548 442,847 442,427 420 426,447 16,400
STANDARD REGISTER CO COM 85388710 1,653,057 116,004 115,504 500 116,004
STANDEX INTL CORP COM 85423110 1,933,366 93,739 91,219 2,520 91,219 2,520
STANFORD MICRODEVICE COM 85439910 5,810,472 161,402 35,763 125,639 161,402
STANLEY WKS COM 85461610 50,980,546 1,634,673 1,594,757 26,916 13,000 1,419,538 32,890 182,245
STARBASE CORP COM NEW 85491020 663,016 282,857 282,857 282,857
STAPLES INC COM 85503010 105,486,061 8,930,415 8,220,110 474,227 236,078 7,611,479 356,658 961,978
STARBUCKS CORP COM 85524410 141,969,177 3,208,343 3,163,358 40,045 4,940 2,786,199 130,740 289,504
STARMEDIA NETWORK IN COM 85554610 560,726 296,524 295,524 1,000 287,795 6,529 1,700
STARTEK INC COM 85569C10 900,390 58,562 58,562 58,562
STATE AUTO FINL CORP COM 85570710 2,015,513 112,756 112,756 112,756
STARWOOD HOTELS&RESO PAIRED CTF 85590A20 125,448,933 3,558,835 3,558,255 580 3,113,477 48,400 396,958
STATE STR CORP COM 85747710 884,352,096 7,119,814 3,030,415 3,872,066 217,333 2,800,524 3,979,288 338,402
STATEN IS BANCORP IN COM 85755010 6,177,225 288,993 288,493 500 265,193 23,800
STATION CASINOS INC COM 85768910 4,870,119 326,044 325,894 150 303,044 23,000
STEEL DYNAMICS INC COM 85811910 3,413,707 310,337 308,917 1,420 281,337 29,000
STEELCASE INC CL A 85815520 6,406,739 461,747 461,307 440 402,947 9,700 49,100
STEIN MART INC COM 85837510 2,732,967 235,094 235,094 216,394 18,700
STEPAN CO COM 85858610 953,425 40,251 40,251 40,251
STERLING BANCSHARES COM 85890710 4,285,611 216,993 216,993 198,893 18,100
STERICYCLE INC COM 85891210 4,271,677 112,044 112,044 99,244 11,400
Page Total 2,053,440,413
Page 68 of 82
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Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
STERIS CORP COM 85915210 12,243,454 759,284 758,584 700 709,784 49,500
STEWART & STEVENSON COM 86034210 8,146,767 358,841 357,321 1,520 337,001 20,500
STEWART ENTERPRISES CL A 86037010 1,304,540 684,439 684,439 684,439
STEWART INFORMATION COM 86037210 1,915,425 86,331 86,331 86,331
STILLWATER MNG CO COM 86074Q10 12,121,374 308,040 306,360 1,680 283,440 24,600
STILWELL FINL INC COM 86083110 173,584,637 4,401,568 4,326,248 54,820 20,500 3,878,593 167,140 353,435
STMICROELECTRONICS N COM 86101210 1,804,911 42,159 42,159 42,159
STONE ENERGY CORP COM 86164210 10,691,029 165,624 165,424 200 154,324 11,300
STONERIDGE INC COM 86183P10 831,600 123,200 123,000 200 123,200
STORAGE USA INC COM 86190710 8,558,593 269,562 269,562 251,862 17,700
STORA ENSO CORP SPON ADR R 86210M10 240,945 20,506 20,172 334 18,156 2,350
STORAGENETWORKS INC COM 86211E10 362,974 14,629 14,271 358 14,629
STORAGE TECHNOLOGY C COM PAR $0 86211120 9,869,463 1,096,607 1,095,107 1,200 300 1,027,507 300 68,700
STRATOS LIGHTWAVE IN COM 86310010 552,109 32,359 32,359 32,359
STRAYER ED INC COM 86323610 1,490,494 58,309 58,309 58,309
STRIDE RITE CORP COM 86331410 2,255,260 322,180 322,180 322,180
STRUCTURAL DYNAMICS COM 86355510 4,158,040 415,804 415,604 200 387,404 28,400
STRYKER CORP COM 86366710 207,409,843 4,099,819 3,676,902 332,102 90,815 3,605,004 221,815 271,000
STUDENT LN CORP COM 86390210 2,180,365 40,053 40,053 40,053
STURM RUGER & CO INC COM 86415910 1,316,131 139,465 138,785 680 139,465
SUIZA FOODS CORP COM 86507710 24,693,408 514,446 514,146 200 100 491,746 100 22,600
SUMMIT BANCORP COM 86600510 117,951,967 3,088,799 3,056,735 9,264 22,800 2,729,180 67,940 291,679
SUMMIT PPTYS INC COM 86623910 6,385,522 245,597 245,597 228,997 16,600
SUN COMMUNITIES INC COM 86667410 7,081,163 211,378 200,188 11,190 199,478 11,900
SUN MICROSYSTEMS INC COM 86681010 1,727,769,964 61,982,779 60,264,431 1,392,477 325,871 54,041,532 2,496,891 5,410,836
SUNAIR ELECTRS INC COM 86701710 540,229 278,900 278,900 278,900
SUNGLASS HUT INTL IN COM 86736F10 1,577,546 307,814 307,614 200 280,314 27,500
SUNGARD DATA SYS INC COM 86736310 64,821,709 1,375,527 1,309,560 56,267 9,700 1,258,527 25,900 91,100
SUNOCO INC COM 86764P10 55,513,144 1,647,910 1,642,544 5,266 100 1,475,441 24,815 147,654
SUNRISE ASSISTED LIV COM 86768K10 4,177,550 167,102 167,102 154,202 12,900
SUNRISE TECHNOLOGIES COM 86769L10 693,142 389,187 389,187 354,487 34,700
SUNTRUST BKS INC COM 86791410 343,057,617 5,445,359 5,416,177 27,330 1,852 4,762,835 77,732 604,692
SUPERCONDUCTOR TECHN COM 86793110 434,249 119,793 119,793 119,793
SUPERGEN INC COM 86805910 2,671,270 192,524 192,524 173,824 18,700
SUPERIOR ENERGY SVCS COM 86815710 5,442,904 473,296 473,296 440,196 31,300
SUPERIOR INDS INTL I COM 86816810 7,789,533 246,801 246,801 232,501 14,300
SUPERTEX INC COM 86853210 1,025,973 51,906 51,906 51,906
Page Total 2,832,664,844
Page 69 of 82
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Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
SUPERVALU INC COM 86853610 35,593,759 2,565,316 2,563,116 2,200 2,206,195 38,830 320,291
SUPPORT COM INC COM 86858710 413,181 20,404 20,404 20,404
SURMODICS INC COM 86887310 3,310,503 89,930 89,730 200 81,130 8,800
SUSQUEHANNA BANCSHAR COM 86909910 5,486,943 332,542 332,042 500 305,542 500 26,500
SWIFT ENERGY CO COM 87073810 6,695,970 177,966 177,766 200 164,566 13,400
SWIFT TRANSN CO COM 87075610 11,077,721 559,142 558,742 200 200 525,542 200 33,400
SWISSCOM AG SPONSORED 87101310 612,437 23,900 23,900 23,900
SYBASE INC COM 87113010 53,366,276 2,693,634 2,691,344 2,090 200 2,609,034 11,300 73,300
SYBRON DENTAL SPECIA COM 87114210 3,770,516 223,438 219,106 3,799 533 196,539 4,833 22,066
SYCAMORE NETWORKS IN COM 87120610 36,929,463 991,395 807,318 183,327 750 908,995 12,650 69,650
SYKES ENTERPRISES IN COM 87123710 1,412,390 318,321 318,321 315,421 2,900
SYLVAN LEARNING SYS COM 87139910 5,832,728 393,784 393,684 100 369,684 24,100
SYMANTEC CORP COM 87150310 62,519,518 1,873,244 1,872,544 600 100 1,798,333 7,200 67,711
SYMBOL TECHNOLOGIES COM 87150810 90,334,728 2,509,298 2,506,438 2,460 400 2,182,855 102,100 222,643
SYMMETRICOM INC COM 87154310 1,634,538 167,645 167,645 150,445 17,200
SYMYX TECHNOLOGIES COM 87155S10 6,026,400 167,400 167,200 200 153,900 13,500
SYNCOR INTL CORP DEL COM 87157J10 6,375,446 175,270 175,270 162,370 12,900
SYNGENTA AG SPONSORED 87160A10 1,915,867 175,173 172,691 2,482 175,173
SYNOPSYS INC COM 87160710 28,147,360 593,363 590,123 640 2,600 542,719 9,600 41,044
SYNOVUS FINL CORP COM 87161C10 129,260,723 4,798,631 4,793,391 5,140 100 4,276,403 69,450 452,778
SYNTEL INC COM 87162H10 327,985 57,041 57,041 57,041
SYNTROLEUM CORP COM 87163010 3,941,824 231,872 231,692 180 209,972 21,900
SYSCO CORP COM 87182910 502,852,740 16,761,758 13,219,095 1,936,542 1,606,121 13,260,927 2,060,621 1,433,010
SYSTEMS & COMPUTER T COM 87187310 3,299,098 267,958 267,658 300 245,558 22,400
TCF FINL CORP COM 87227510 36,882,140 827,659 824,147 1,420 2,092 759,567 11,892 56,200
TC PIPELINES LP UT COM LTD 87233Q10 542,291 28,171 24,671 3,500 28,171
TD WATERHOUSE GRP IN COM 87236210 3,333,408 251,578 249,178 2,400 222,478 300 28,700
TECO ENERGY INC COM 87237510 44,493,804 1,374,326 1,259,217 46,197 68,912 1,196,014 84,212 94,100
TEPPCO PARTNERS L P UT LTD PAR 87238410 389,037 15,839 13,439 2,400 13,439 2,400
THQ INC COM NEW 87244340 3,833,675 157,279 157,279 143,679 13,600
TJX COS INC NEW COM 87254010 153,236,027 5,522,019 5,508,159 11,360 2,500 4,456,015 585,634 477,470
TNPC INC COM 87260K10 635,817 64,800 64,800 64,800
TRW INC COM 87264910 85,137,547 2,197,098 2,183,072 5,500 8,526 1,926,524 47,196 223,378
TMP WORLDWIDE INC COM 87294110 22,270,710 404,922 404,572 350 357,722 7,700 39,500
TTM TECHNOLOGIES IN COM 87305R10 293,670 20,700 20,700 20,700
TXU CORP COM 87316810 211,977,352 4,783,746 4,772,400 6,047 5,299 4,140,682 76,221 566,643
TAKE-TWO INTERACTIVE COM 87405410 2,330,302 202,635 202,635 182,735 19,900
Page Total 1,566,493,894
Page 70 of 82
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Defined Other
TALBOTS INC COM 87416110 10,694,636 234,403 232,614 1,389 400 223,203 3,800 7,400
TALK COM INC COM 87426410 615,743 428,492 428,492 428,492
TANGER FACTORY OUTLE COM 87546510 1,319,332 57,835 57,835 57,835
TANNING TECHNOLOGY C COM 87588P10 266,960 72,406 72,406 72,406
TANOX INC COM 87588Q10 2,070,405 52,834 52,814 20 47,134 5,700
TARGET CORP COM 87612E10 2,656,795,344 82,381,251 81,792,601 402,672 185,978 14,744,015 65,677,317 1,959,219
TARGETED GENETICS CO COM 87612M10 1,337,660 200,039 200,039 179,839 20,200
TASTY BAKING CO COM 87655330 560,400 40,000 40,000 40,000
TAUBMAN CTRS INC COM 87666410 4,071,462 372,265 372,265 348,065 24,200
TECH DATA CORP COM 87823710 14,616,739 540,420 539,045 1,175 200 496,020 6,800 37,600
TECHNE CORP COM 87837710 9,575,254 265,522 264,902 620 235,742 5,200 24,580
TECHNITROL INC COM 87855510 17,416,684 423,506 421,466 1,540 500 407,806 500 15,200
TECHNOLOGY SOLUTIONS COM 87872T10 653,469 307,515 307,515 307,515
TECUMSEH PRODS CO CL A 87889520 8,302,561 197,977 197,637 340 185,977 12,000
TEJON RANCH CO DEL COM 87908010 911,302 47,365 47,365 47,365
TEKELEC COM 87910110 8,594,370 286,479 286,179 300 251,379 5,600 29,500
TEKTRONIX INC COM 87913110 57,722,371 1,713,491 1,711,456 2,035 1,542,183 20,780 150,528
TELCOM SEMICONDUCTOR COM 87921P10 3,272,200 287,666 272,666 15,000 287,666
TELE CENTRO OESTE CE SPON ADR P 87923P10 327,517 33,810 33,810 33,810
TELE NORTE LESTE PAR SPON ADR P 87924610 472,117 20,696 20,696 20,696
TELECOM ITALIA SPA SPON ADR O 87927W10 1,489,212 13,500 13,500 13,500
TELECORP PCS INC NEW CL A 87930010 6,492,755 290,179 290,179 270,379 200 19,600
TELEDYNE TECHNOLOGIE COM 87936010 5,781,273 244,710 244,062 634 14 224,411 14 20,285
TELEFLEX INC COM 87936910 19,361,682 438,176 437,616 560 410,281 26,900
TELEFONICA S A SPONSORED 87938220 2,122,050 42,441 41,826 615 37,341 5,100
TELEFONOS DE MEXICO SPON ADR O 87940378 3,133,931 69,450 69,450 69,450
TELEPHONE & DATA SYS COM 87943310 55,004,040 611,156 607,859 3,197 100 566,656 6,500 38,000
TELESP CELULAR PART SPON ADR P 87952L10 607,365 22,495 22,495 22,495
TELIGENT INC CL A 87959Y10 286,929 148,131 147,431 700 148,031
TELLABS INC COM 87966410 402,599,338 7,125,652 7,106,608 16,844 2,200 6,201,237 269,785 650,130
TEMPLE INLAND INC COM 87986810 74,284,460 1,385,258 1,003,735 381,523 874,551 394,148 116,559
TELETECH HOLDINGS IN COM 87993910 3,099,642 168,688 168,588 100 151,288 200 17,200
TENET HEALTHCARE COR COM 88033G10 277,963,788 6,255,233 6,244,548 9,985 700 5,482,003 71,260 701,970
TENNANT CO COM 88034510 3,358,320 69,965 69,365 600 63,565 6,400
TENNECO AUTOMOTIVE I COM 88034910 818,808 272,936 272,565 300 71 271,965 71 900
TERADYNE INC COM 88077010 111,064,786 2,981,605 2,970,760 10,245 600 2,644,304 45,700 291,501
TERAYON COMMUNICATIO COM 88077510 881,506 217,013 217,003 10 191,013 1,300 24,700
Page Total 3,767,946,411
Page 71 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
TEREX CORP NEW COM 88077910 3,577,327 221,000 220,680 320 202,100 18,900
TERRA NETWORKS S A SPONSORED 88100W10 376,577 35,654 35,612 42 33,289 2,365
TERREMARK WORLDWIDE COM 88144810 639,676 852,902 852,902 762,302 90,600
TESORO PETE CORP COM 88160910 2,896,798 249,187 249,187 226,687 22,500
TETRA TECH INC NEW COM 88162G10 9,042,204 283,677 283,477 200 261,277 22,400
TEVA PHARMACEUTICAL ADR 88162420 1,024,181 13,982 13,982 13,982
TEXACO INC COM 88169410 2,510,710,058 40,413,844 9,786,299 30,520,029 107,516 39,241,349 254,046 918,249
TEXAS BIOTECHNOLOGY COM 88221T10 2,850,548 331,845 311,845 20,000 284,545 20,000 27,300
TEXAS INDS INC COM 88249110 5,473,380 182,446 182,366 80 168,046 14,400
TEXAS INSTRS INC COM 88250810 1,501,062,473 31,684,696 31,495,660 128,937 60,099 27,454,415 513,719 3,714,662
TEXAS REGL BANCSHARE CL A VTG 88267310 4,142,677 127,467 127,467 116,247 11,220
TEXTRON INC COM 88320310 125,843,787 2,706,318 2,676,937 23,490 5,891 2,362,177 47,906 296,235
THERAGENICS CORP COM 88337510 958,615 191,723 191,723 191,723
THERMA-WAVE INC COM 88343A10 1,147,090 81,935 81,935 81,935
THERMO CARDIOSYSTEMS COM NONRED 88355K20 1,074,255 122,772 122,772 122,772
THERMO ELECTRON CORP COM 88355610 107,933,297 3,628,010 3,603,324 8,267 16,419 3,181,081 83,024 363,805
THOMAS & BETTS CORP COM 88431510 18,739,479 1,157,687 1,153,373 2,314 2,000 1,048,712 14,690 94,285
THOMAS INDS INC COM 88442510 2,839,452 122,127 122,127 110,927 11,200
THOR INDS INC COM 88516010 999,587 50,612 50,612 50,612
THORATEC LABS CORP COM NEW 88517530 1,018,314 92,574 92,574 92,574
3DO CO COM 88553W10 343,339 130,796 130,796 130,796
3COM CORP COM 88553510 32,180,294 3,785,917 3,772,582 11,285 2,050 3,329,892 180,500 275,125
THREE FIVE SYS INC COM 88554L10 2,975,472 165,304 164,849 455 151,204 14,100
TIBCO SOFTWARE INC COM 88632Q10 47,681,831 994,677 929,328 65,349 897,777 15,500 81,300
TICKETMASTER ONLINE- CL B 88633P20 1,260,060 150,455 150,455 135,455 100 14,900
TIDEWATER INC COM 88642310 28,921,495 651,752 650,552 1,000 200 604,652 7,100 40,000
TIFFANY & CO NEW COM 88654710 137,981,709 4,363,058 4,353,683 8,675 700 4,076,076 38,900 248,082
TIMBERLAND CO CL A 88710010 11,574,256 173,073 171,923 200 950 160,823 950 11,300
TIME WARNER INC COM 88731510 1,264,074,161 24,197,438 23,927,335 239,128 30,975 20,581,805 954,389 2,646,744
TIME WARNER TELECOM CL A 88731910 19,711,525 310,726 310,126 600 269,626 6,700 34,400
TIMKEN CO COM 88738910 17,680,988 1,168,991 1,167,621 1,370 1,072,181 6,700 90,110
TITAN CORP COM 88826610 8,349,591 513,821 513,801 20 465,521 8,300 40,000
TITAN PHARMACEUTICAL COM 88831410 6,603,296 186,692 183,992 200 2,500 168,192 2,500 16,000
TIVO INC COM 88870610 572,055 106,429 105,929 500 106,429
TNT POST GROEP N V SPONSORED 88874210 376,117 15,313 15,313 15,313
TOKIO MARINE & FIRE ADR NEW 88909040 1,476,300 25,900 25,900 25,900
TOLL BROTHERS INC COM 88947810 9,636,076 235,745 235,745 222,145 13,600
Page Total 5,893,748,340
Page 72 of 82
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Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
TOLLGRADE COMMUNICAT COM 88954210 3,366,614 92,236 92,136 100 84,636 7,600
TOO INC COM 89033310 2,795,912 223,673 223,059 586 28 203,431 42 20,200
TOOTSIE ROLL INDS IN COM 89051610 10,232,489 222,146 220,818 1,328 195,910 4,300 21,936
TOPPS INC COM 89078610 10,211,910 1,111,561 1,111,361 200 1,081,761 29,800
TORCHMARK CORP COM 89102710 87,944,240 2,288,010 2,269,680 11,530 6,800 2,040,701 44,120 203,189
TORO CO COM 89109210 3,198,886 87,194 86,934 260 79,194 8,000
TOSCO CORP COM NEW 89149030 110,397,468 3,253,012 3,236,457 13,155 3,400 2,921,341 38,200 293,471
TOTAL FINA ELF S A SPONSORED 89151E10 2,298,799 31,626 31,626 29,726 1,900
TOWER AUTOMOTIVE INC COM 89170710 2,996,055 332,895 332,895 304,795 28,100
TOTAL SYS SVCS INC COM 89190610 6,370,565 284,718 284,618 100 253,068 6,200 25,450
TOWN & CTRY TR SH BEN INT 89208110 3,039,052 157,366 157,366 145,566 11,800
TOYOTA MOTOR CORP SP ADR REP 89233130 6,877,161 109,248 109,248 109,248
TOYS R US INC COM 89233510 67,802,868 4,063,215 4,037,400 25,815 3,551,081 49,860 462,274
TRAMMELL CROW CO COM 89288R10 2,515,023 186,298 186,138 160 168,498 17,800
TRANS WORLD ENTMT CO COM 89336Q10 4,361,336 488,009 487,809 200 464,709 23,300
TRANSACTION SYS ARCH CL A 89341610 4,491,073 388,434 387,974 360 100 363,134 100 25,200
TRANSATLANTIC HLDGS COM 89352110 15,483,265 146,241 145,971 270 130,891 2,200 13,150
TRANSKARYOTIC THERAP COM 89373510 5,739,374 157,515 157,315 200 144,415 13,100
TRANSMETA CORP DEL COM 89376R10 1,440,550 61,300 61,300 61,300
TRANSMONTAIGNE INC COM 89393410 657,816 239,206 239,206 239,206
TRAVELOCITY COM INC COM 89395310 1,309,851 108,029 108,029 108,029
TRANSWITCH CORP COM 89406510 30,563,628 781,179 780,059 920 200 713,879 10,400 56,800
TREDEGAR CORP COM 89465010 3,318,208 190,297 190,297 172,897 17,400
TREMONT CORP COM PAR $1 89474520 500,452 15,670 15,670 15,670
TRENDWEST RESORTS IN COM 89491710 866,025 32,075 32,075 32,075
TREX INC COM 89531P10 897,589 35,637 35,537 100 35,637
TRIAD HOSPITALS INC COM 89579K10 8,826,288 271,061 270,565 481 15 249,036 25 22,000
TRIANGLE PHARMACEUTI COM 89589H10 1,212,872 245,670 245,670 220,770 24,900
TRIAD GTY INC COM 89592510 3,337,078 100,742 100,742 91,342 9,400
TRIARC COS INC CL A 89592710 2,786,882 114,923 114,863 60 105,623 9,300
TRICON GLOBAL RESTAU COM 89595310 131,428,539 3,982,683 3,956,877 20,272 5,534 2,338,107 1,404,492 238,484
TRIBUNE CO NEW COM 89604710 229,728,840 5,437,369 5,251,715 102,105 83,549 4,684,269 148,581 604,419
TRICO MARINE SERVICE COM 89610610 2,785,483 180,442 180,322 120 163,242 17,200
TRICORD SYSTEMS INC COM 89612110 1,075,680 129,413 128,913 500 116,713 12,700
TRIGON HEALTHCARE IN COM 89618L10 42,260,164 543,106 542,576 430 100 511,006 4,700 27,400
TRIMBLE NAVIGATION L COM 89623910 4,467,768 186,157 183,637 520 2,000 168,457 2,000 15,700
TRIMERIS INC COM 89626310 7,005,397 127,661 127,521 140 117,661 10,000
Page Total 824,591,200
Page 73 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
TRINITY INDS INC COM 89652210 11,051,700 442,068 441,268 500 300 414,218 300 27,550
TRIPATH TECHNOLOGY I COM 89672P10 225,843 15,780 15,780 15,780
TRIQUINT SEMICONDUCT COM 89674K10 33,177,131 759,428 742,413 15,215 1,800 703,028 9,800 46,500
TRITON PCS HLDGS INC CL A 89677M10 7,395,958 217,932 217,632 300 191,032 4,400 22,500
TRIUMPH GROUP INC NE COM 89681810 3,470,199 84,639 84,639 76,439 8,200
TRIZETTO GROUP INC COM 89688210 2,430,027 145,624 145,624 130,526 15,098
TRUE NORTH COMMUNICA COM 89784410 21,699,777 510,583 509,883 400 300 468,983 6,500 35,100
TRUST CO NJ JERSEY C COM 89830410 1,573,151 125,231 117,231 8,000 117,231 8,000
TRUSTCO BK CORP N Y COM 89834910 5,799,135 475,846 475,646 200 435,546 40,300
TRUSTMARK CORP COM 89840210 10,022,124 477,244 477,044 200 438,444 38,800
TUCKER ANTHONY SUTRO COM 89864710 4,627,677 188,408 187,239 1,169 175,439 1,169 11,800
TUESDAY MORNING CORP COM NEW 89903550 441,289 83,074 83,074 83,074
TULARIK INC COM 89916510 3,079,669 104,619 104,619 96,719 7,900
TUMBLEWEED COMMUNICA COM 89969010 1,126,781 65,859 63,859 2,000 65,859
TUPPERWARE CORP COM 89989610 24,782,928 1,212,650 1,212,350 300 1,049,675 39,100 123,275
TURNSTONE SYSTEMS IN COM 90042310 513,688 69,072 67,854 1,218 64,772 4,300
TUT SYSTEMS COM 90110310 1,010,550 122,491 122,491 111,891 10,600
TWEETER HOME ENTMT G COM 90116710 1,352,647 110,991 110,351 640 98,591 12,400
21ST CENTY INS GROUP COM 90130N10 3,640,647 255,484 255,384 100 233,084 22,400
TWINLAB CORP COM 90177410 248,719 147,433 147,433 147,433
II VI INC COM 90210410 806,733 53,120 53,120 53,120
TYCO INTL LTD NEW COM 90212410 1,335,056,274 24,055,068 23,458,648 446,572 149,848 21,797,795 403,780 1,853,493
TYSON FOODS INC CL A 90249410 21,705,370 1,702,382 1,698,502 3,280 600 1,588,482 16,000 97,900
UAL CORP COM PAR $0 90254950 15,784,631 405,389 404,498 891 336,167 6,817 62,405
UCAR INTL INC COM 90262K10 4,988,850 511,677 511,377 300 476,477 35,200
UCBH HOLDINGS INC COM 90262T30 3,638,988 78,048 77,648 400 66,448 10,200
UGI CORP NEW COM 90268110 8,203,264 324,086 322,786 1,300 306,086 18,000
UICI COM 90273710 1,730,926 291,549 291,549 263,449 28,100
UIL HLDG CORP COM 90274810 5,684,683 114,265 114,265 104,765 9,500
UMB FINL CORP COM 90278810 4,811,395 128,733 128,733 117,933 10,800
USX MARATHON GROUP COM NEW 90290582 199,855,167 7,201,988 7,190,606 6,282 5,100 6,388,203 91,550 722,235
U S B HLDG INC COM 90291010 813,942 64,794 64,794 64,794
UST INC COM 90291110 77,294,421 2,754,416 2,742,441 7,075 4,900 2,578,421 114,120 60,075
US BANCORP DEL COM 90297310 410,848,879 14,076,434 13,983,600 52,475 40,359 12,241,966 238,272 1,595,596
USA NETWORKS INC COM 90298410 16,831,858 865,970 853,945 8,225 3,800 780,670 17,100 68,200
URS CORP NEW COM 90323610 1,435,683 97,752 97,752 97,752
U S G CORP COM NEW 90329340 17,896,252 795,389 793,729 960 700 729,602 5,900 59,887
Page Total 2,265,056,956
Page 74 of 82
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Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
US LEC CORP CL A 90331S10 385,667 80,147 79,947 200 80,147
USEC INC COM 90333E10 2,711,510 628,829 628,829 572,229 56,600
USX-U S STL COM 90337T10 30,955,068 1,719,726 1,712,316 7,410 1,511,662 24,350 183,714
US UNWIRED INC CL A 90338R10 810,808 175,310 149,300 26,010 175,310
US ONCOLOGY INC COM 90338W10 3,689,868 584,580 584,580 532,980 51,600
UTI ENERGY CORP COM 90338710 7,506,743 228,342 228,342 209,342 19,000
U S WIRELESS CORP COM 90339C10 343,958 78,619 78,619 78,619
ULTICOM INC COM 90384410 1,502,645 44,115 44,115 44,115
ULTIMATE ELECTRS INC COM 90384910 1,342,544 61,200 61,200 55,000 6,200
USA ED INC COM 90390U10 198,924,956 2,925,367 2,921,140 4,127 100 2,541,727 109,440 272,600
ULTRAMAR DIAMOND SHA COM 90400010 47,473,986 1,537,619 1,535,639 1,680 300 1,458,949 11,000 67,670
ULTRATECH STEPPER IN COM 90403410 4,180,106 161,550 161,470 80 147,150 14,400
UNIFI INC COM 90467710 5,946,393 665,368 664,708 660 623,468 41,900
UNILEVER PLC SPON ADR N 90476770 1,571,879 45,480 38,609 6,871 42,780 2,700
UNILEVER N V N Y SHS NE 90478470 479,858,750 7,624,430 7,608,916 15,514 6,961,881 85,692 576,857
UNIGRAPHICS SOLUTION CL A 90492810 684,500 41,963 40,963 1,000 41,963
UNION CARBIDE CORP COM 90558110 838,295,551 15,578,227 2,468,105 13,108,182 1,940 2,167,716 13,138,307 272,204
UNION PAC CORP COM 90781810 236,506,368 4,660,224 4,553,212 33,928 73,084 4,001,051 139,854 519,319
UNION PLANTERS CORP COM 90806810 85,314,229 2,386,412 2,377,839 8,080 493 2,118,145 33,813 234,454
UNIONBANCAL CORP COM 90890610 19,523,930 811,401 810,801 600 758,601 7,200 45,600
UNIROYAL TECHNOLOGY COM 90916310 615,443 98,471 98,471 98,471
UNISOURCE ENERGY COR COM 90920510 4,538,376 241,249 241,049 200 220,149 21,100
UNISYS CORP COM 90921410 79,555,188 5,439,671 5,427,826 8,245 3,600 4,842,215 83,380 513,776
UNIT CORP COM 90921810 4,300,914 227,117 226,659 458 204,459 458 22,200
UNITED AUTO GROUP IN COM 90944010 534,023 79,860 79,740 120 79,860
UNITED CMNTY FINL CO COM 90983910 1,459,634 210,413 210,413 210,413
UNITED BANKSHARES IN COM 90990710 5,898,893 277,595 277,595 254,795 22,800
UNITED DOMINION INDS COM 90991410 295,802 24,272 24,272 24,272
UNITED DOMINION REAL COM 91019710 10,673,444 987,185 987,185 921,285 65,900
UNITED FIRE & CAS CO COM 91033110 435,665 22,059 14,122 7,937 22,059
UNITED NATL BANCORP COM 91090910 2,346,915 122,318 122,318 110,818 11,500
UNITED NAT FOODS INC COM 91116310 1,214,538 68,910 68,210 700 68,910
UNITED PAN-EUROPE CO SPON ADR A 91130020 918,099 87,438 53,240 34,198 75,738 11,700
UNITED PARCEL SERVIC CL B 91131210 50,051,651 851,943 697,337 119,232 35,374 734,569 47,974 69,400
UNITED RENTALS INC COM 91136310 6,898,891 513,425 513,304 121 486,525 26,900
UNITED STATES CELLUL COM 91168410 14,386,434 238,779 237,449 930 400 227,679 2,100 9,000
US AIRWAYS GROUP INC COM 91190510 51,240,676 1,263,268 1,261,908 1,360 1,086,000 46,610 129,958
Page Total 2,202,894,045
Page 75 of 82
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Defined Other
U S INDS INC NEW COM 91208010 5,232,136 654,017 638,007 16,010 603,317 50,700
UNITED STATIONERS IN COM 91300410 10,509,040 422,474 422,274 200 401,470 20,900
UNITED TECHNOLOGIES COM 91301710 819,015,553 10,416,732 10,226,376 109,287 81,069 9,282,569 206,019 927,944
UNITED TELEVISION IN COM 91306610 3,898,064 33,604 33,604 30,904 2,700
UNITED THERAPEUTICS COM 91307C10 1,658,254 112,424 112,024 400 102,924 9,500
UNITEDHEALTH GROUP I COM 91324P10 380,118,943 6,193,384 6,182,824 10,160 400 5,437,480 72,920 682,784
UNITEDGLOBALCOM CL A 91324750 6,443,793 472,939 472,699 240 416,139 9,300 47,500
UNITRIN INC COM 91327510 23,261,346 572,587 571,487 100 1,000 528,187 6,700 37,700
UNIVERSAL ACCESS INC COM 91336310 567,592 70,949 70,946 3 70,949
UNIVERSAL COMPRESSIO COM 91343110 1,933,456 51,303 51,303 51,303
UNIVERSAL CORP VA COM 91345610 11,266,710 321,906 320,516 1,390 319,906 2,000
UNIVERSAL DISPLAY CO COM 91347P10 534,705 74,399 74,399 74,399
UNIVERSAL ELECTRS IN COM 91348310 1,493,591 96,754 96,554 200 96,754
UNIVERSAL FST PRODS COM 91354310 1,297,069 97,892 97,632 260 97,892
UNIVERSAL HLTH SVCS CL B 91390310 41,741,307 373,524 373,204 320 355,224 3,000 15,300
UNIVISION COMMUNICAT CL A 91490610 76,279,303 1,863,334 1,848,204 14,730 400 1,725,434 20,000 117,900
UNOCAL CORP COM 91528910 180,217,702 4,658,353 4,617,740 14,473 26,140 4,045,776 89,440 523,137
UNOVA INC COM 91529B10 1,335,170 368,323 368,203 120 368,323
UNUMPROVIDENT CORP COM 91529Y10 118,033,306 4,391,937 4,363,116 22,021 6,800 3,828,734 73,465 489,538
USFREIGHTWAYS CORP COM 91690610 6,664,412 221,571 221,451 120 204,171 17,400
USINTERNETWORKING IN COM 91731180 873,625 174,725 173,625 1,100 174,525
UTILICORP UTD INC COM 91800510 29,960,694 966,474 959,164 5,010 2,300 887,574 13,700 65,200
UTSTARCOM INC COM 91807610 737,521 47,582 47,461 121 47,361 221
VA LINUX SYSTEMS INC COM 91819B10 450,133 55,401 55,331 20 50 55,351 50
V F CORP COM 91820410 78,314,096 2,160,985 2,143,405 14,280 3,300 1,875,572 30,600 254,813
VYYO INC COM 91845810 327,038 53,394 53,394 53,394
VAIL RESORTS INC COM 91879Q10 3,060,848 130,599 130,599 119,499 11,100
VALASSIS COMMUNICATI COM 91886610 16,129,696 511,048 510,748 200 100 465,248 6,900 38,900
VALHI INC NEW COM 91890510 1,324,823 115,202 115,202 115,202
VALENCE TECHNOLOGY I COM 91891410 2,145,615 230,414 229,814 600 209,514 20,900
VALENTIS INC COM 91913E10 1,529,666 214,690 211,835 2,855 214,690
VALERO ENERGY CORP N COM 91913Y10 50,335,281 1,353,572 1,350,652 220 2,700 1,299,472 9,300 44,800
VALLEY NATL BANCORP COM 91979410 13,131,557 394,199 391,099 3,100 348,421 7,500 38,278
VALMONT INDS INC COM 92025310 2,120,989 115,428 115,428 104,828 10,600
VALSPAR CORP COM 92035510 14,704,007 456,930 455,770 760 400 429,630 400 26,900
VALUE CITY DEPT STOR COM 92038710 629,937 119,988 119,988 119,988
VALUE LINE INC COM 92043710 1,010,005 29,223 29,223 29,223
Page Total 1,908,286,983
Page 76 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
VALUEVISION INTL INC CL A 92047K10 3,722,266 294,833 294,373 460 269,633 25,200
VANS INC COM 92193010 1,246,207 73,579 73,579 73,579
VARCO INTL INC DEL COM 92212210 20,607,472 947,470 873,637 73,833 892,983 8,100 46,387
VARIAN MED SYS INC COM 92220P10 17,367,414 255,640 255,560 80 235,840 19,800
VARIAN INC COM 92220610 9,563,014 282,303 282,103 200 260,103 22,200
VARIAN SEMICONDUCTOR COM 92220710 5,973,695 251,524 250,044 1,480 230,524 21,000
VASCO DATA SEC INTL COM 92230Y10 318,140 59,189 59,189 59,189
VASOMEDICAL INC COM 92232110 750,011 342,941 317,941 25,000 317,941 25,000
VASTERA INC COM 92239N10 312,000 19,500 19,500 19,500
VAXGEN INC COM NEW 92239020 1,063,101 54,518 54,518 54,518
VECTREN CORP COM 92240G10 17,461,387 681,420 679,996 1,424 638,487 42,933
VECTOR GROUP LTD COM 92240M10 1,942,551 122,853 122,727 126 122,853
VEECO INSTRS INC DEL COM 92241710 7,716,559 192,313 192,113 200 176,863 15,450
VENTAS INC COM 92276F10 2,564,803 455,965 455,725 240 411,565 44,400
VENTANA MED SYS INC COM 92276H10 1,624,170 87,793 87,793 79,393 8,400
VENTIV HEALTH INC COM 92279310 1,502,842 119,634 119,634 119,634
VENATOR GROUP INC COM 92294410 20,502,361 1,322,733 1,317,713 2,320 2,700 1,226,433 2,700 93,600
VERITY INC COM 92343C10 16,138,648 670,711 670,511 200 651,411 19,300
VERISIGN INC COM 92343E10 134,393,682 1,811,553 1,768,028 32,620 10,905 1,553,670 34,605 223,078
VERITAS DGC INC COM 92343P10 7,068,790 218,848 218,848 200,448 18,400
VERIZON COMMUNICATIO COM 92343V10 2,702,193,787 53,909,103 52,495,526 770,592 642,985 45,280,312 2,750,820 5,875,471
VERITAS SOFTWARE CO COM 92343610 678,039,775 7,749,026 7,705,039 41,649 2,338 6,753,202 263,431 728,093
VERTEL CORP COM 92490710 392,357 167,388 167,388 167,388
VERSATA INC COM 92529810 365,273 40,872 40,872 40,872
VERTEX PHARMACEUTICA COM 92532F10 39,364,968 550,559 549,109 350 1,100 502,159 8,300 40,100
VERTICALNET INC COM 92532L10 4,527,950 680,281 674,261 1,020 5,000 610,481 15,600 54,100
VERTEX INTERACTIVE I COM 92532210 461,625 73,860 73,860 73,860
VIALINK CO COM 92552Q10 317,367 112,862 112,862 112,862
VIAD CORP COM 92552R10 41,351,815 1,797,905 1,797,251 454 200 1,695,405 11,600 90,900
VIASAT INC COM 92552V10 1,607,812 122,500 118,794 280 3,426 107,474 3,426 11,600
VIACOM INC CL A 92552410 872,884 18,572 18,257 315 15,472 3,100
VIACOM INC CL B 92552430 1,365,607,471 29,210,855 29,126,597 63,795 20,463 24,219,006 364,907 4,625,942
VIATEL INC COM 92552920 1,479,645 397,861 396,461 1,400 363,261 34,600
VIASYSTEMS GROUP INC COM 92553H10 3,565,598 428,970 397,183 31,787 399,570 29,400
VIANT CORP COM 92553N10 1,249,750 314,878 290,878 24,000 289,878 24,000 800
VICAL INC COM 92560210 2,894,232 156,445 156,095 350 142,645 13,800
VICOR CORP COM 92581510 5,224,773 172,009 171,729 280 159,009 13,000
Page Total 5,121,356,195
Page 77 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
VIA NET WRKS INC COM 92591210 410,232 107,616 107,616 107,516
VIEWPOINT CORP COM 92672P10 815,207 149,937 149,937 149,937
VIGNETTE CORP COM 92673410 26,409,276 1,467,182 1,430,562 36,120 500 1,213,066 24,700 229,216
VINTAGE PETE INC COM 92746010 15,900,497 739,558 738,858 700 708,358 31,200
VION PHARMACEUTICALS COM 92762410 313,664 39,208 17,208 22,000 17,208 22,000
VIRATA CORP COM 92764610 2,082,399 191,485 191,285 200 169,885 1,000 20,500
VISHAY INTERTECHNOLO COM 92829810 44,460,134 2,939,513 2,937,934 385 1,194 2,871,447 8,294 59,772
VISTEON CORP COM 92839U10 30,264,803 2,631,722 2,621,163 8,023 2,536 2,312,089 34,546 285,087
VISX INC DEL COM 92844S10 6,784,550 650,048 639,848 2,300 7,900 604,148 7,900 38,000
VISUAL NETWORKS INC COM 92844410 657,332 202,256 202,256 202,256
VITAL SIGNS INC COM 92846910 1,415,684 44,068 43,968 100 44,068
VITRIA TECHNOLOGY COM 92849Q10 3,218,830 415,333 415,033 300 364,833 8,200 42,200
VITESSE SEMICONDUCTO COM 92849710 191,706,856 3,465,918 3,427,334 29,870 8,714 3,052,054 127,814 283,950
VIVENDI UNIVERSAL SPON ADR N 92851S20 22,522,973 344,852 343,641 1,211 205,261 80 139,511
VIVUS INC COM 92855110 362,022 167,914 167,914 167,914
VODAFONE GROUP PLC N SPONSORED 92857W10 20,105,429 561,416 511,736 49,680 519,566 41,850
VOICESTREAM WIRELESS COM 92861510 177,300,042 1,761,988 1,504,008 210,323 47,657 1,544,581 74,957 142,250
VOLT INFORMATION SCI COM 92870310 1,345,886 64,862 64,762 100 64,862
VORNADO RLTY TR SH BEN INT 92904210 22,330,072 582,848 582,778 70 535,948 7,700 39,200
VOTORANTIM CELULOSE SPONSORED 92906P10 218,713 15,693 15,693 15,693
VULCAN MATLS CO COM 92916010 88,059,503 1,839,363 1,837,938 1,425 1,609,928 23,440 205,995
WFS FINL INC COM 92923B10 1,206,348 65,208 65,208 65,208
WD-40 CO COM 92923610 2,277,511 117,174 117,174 107,374 9,800
WGL HLDGS INC COM 92924F10 16,118,704 529,576 525,621 3,955 495,216 33,200
W-H ENERGY SVCS INC COM 92925E10 265,774 13,500 13,500 13,500
W HLDG CO INC COM 92925110 2,937,753 252,710 252,470 240 231,610 21,100
WJ COMMUNICATIONS IN COM 92928410 433,057 30,390 30,390 30,390
WMS INDS INC COM 92929710 3,551,297 176,462 176,462 160,762 15,700
W P CAREY & CO LLC COM 92930Y10 400,806 22,144 21,225 919 21,225 919
WPP GROUP PLC SPON ADR N 92930930 1,742,216 27,737 27,487 250 27,395 342
WPS RESOURCES CORP COM 92931B10 73,448,369 1,995,229 212,001 1,782,628 600 195,701 1,782,328 17,200
WABASH NATL CORP COM 92956610 1,390,013 161,161 161,161 161,161
WABTEC CORP COM 92974010 2,999,610 255,286 255,286 234,586 20,700
WACHOVIA CORP COM 92977110 238,759,597 4,107,692 3,826,850 182,050 98,792 3,520,038 151,912 435,742
WACKENHUT CORP COM SER A 92979410 1,131,610 83,823 83,823 83,823
WADDELL & REED FINL CL A 93005910 29,461,466 783,029 781,645 705 679 714,364 10,879 57,786
WADDELL & REED FINL CL B 93005920 376,725 10,046 7,549 2,497 7,549 2,497
Page Total 1,033,184,960
Page 78 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
WAL MART STORES INC COM 93114210 4,363,438,396 82,135,311 78,998,983 1,895,561 1,240,767 69,469,132 4,039,617 8,578,262
WALGREEN CO COM 93142210 849,665,875 20,321,101 18,631,141 1,015,386 674,574 16,786,835 1,354,914 2,168,352
WALLACE COMPUTER SER COM 93227010 12,656,925 744,525 744,325 200 715,625 28,900
WALTER INDS INC COM 93317Q10 1,886,250 251,500 251,300 200 251,500
WARNACO GROUP INC CL A 93439010 614,668 364,356 364,056 300 364,356
WASHINGTON FED INC COM 93882410 12,595,827 442,938 439,938 3,000 406,038 3,000 33,900
WASHINGTON GROUP INT COM 93886210 2,334,539 285,152 285,152 261,752 23,400
WASHINGTON MUT INC COM 93932210 560,918,189 10,570,996 10,526,759 43,737 500 9,291,696 146,915 1,132,385
WASHINGTON POST CO CL B 93964010 44,346,526 71,889 61,100 3,387 7,402 60,514 7,902 3,473
WASHINGTON REAL ESTA SH BEN INT 93965310 8,038,217 340,242 339,802 440 316,742 23,500
WASTE CONNECTIONS IN COM 94105310 5,607,282 169,599 169,599 156,199 13,400
WASTE MGMT INC DEL COM 94106L10 425,542,781 15,334,875 11,331,169 4,002,463 1,243 9,890,168 4,149,903 1,294,504
WATCHGUARD TECHNOLOG COM 94110510 3,202,568 101,267 101,167 100 93,467 7,800
WATERS CORP COM 94184810 99,824,166 1,195,499 1,192,809 2,490 200 1,090,899 15,600 89,000
WATSCO INC COM 94262220 1,581,696 137,300 137,300 137,300
WATSON PHARMACEUTICA COM 94268310 87,874,207 1,716,729 1,714,514 2,115 100 1,540,522 20,620 155,587
WATTS INDS INC CL A 94274910 1,734,874 125,036 125,036 125,036
WAUSAU-MOSINEE PAPER COM 94331510 5,956,861 588,332 588,132 200 549,172 39,160
WAVE SYSTEMS CORP CL A 94352610 1,599,511 355,447 353,247 2,200 324,347 31,100
WAYPOINT FINL CORP COM 94675610 399,861 36,351 36,351 36,351
WEATHERFORD INTL INC COM 94707410 50,947,029 1,078,244 1,074,519 2,100 1,625 986,549 14,925 76,770
WEBB DEL CORP COM 94742310 8,417,067 287,763 287,683 80 275,963 11,800
WEBEX INC COM 94767L10 404,766 19,390 19,390 19,390
WEBMETHODS INC COM 94768C10 9,194,929 103,387 103,287 100 92,987 1,700 8,700
WEBSENSE INC COM 94768410 379,146 26,148 23,097 3,051 26,148
WEBLINK WIRELESS INC CL A 94769A10 1,171,178 340,756 340,756 307,656 33,100
WEBMD CORP COM 94769M10 15,389,628 1,938,973 1,911,958 19,377 7,638 1,727,735 41,238 169,800
WEBSTER FINL CORP CO COM 94789010 16,360,145 577,852 566,801 7,147 3,904 537,895 3,904 35,400
WEBTRENDS CORP COM 94844D10 8,389,299 289,916 289,616 300 280,816 9,100
WEBVAN GROUP INC COM 94845V10 368,389 785,478 785,438 40 775,778 7,400 2,300
WEINGARTEN RLTY INVS SH BEN INT 94874110 11,124,706 254,279 254,279 237,279 17,000
WEIS MKTS INC COM 94884910 4,408,676 115,073 112,714 100 2,259 101,514 2,359 11,200
WELLMAN INC COM 94970210 3,589,628 254,133 254,133 232,333 21,800
WELLPOINT HEALTH NET COM 94973H10 182,195,152 1,580,869 1,579,709 1,160 1,400,924 14,460 165,485
WELLS FARGO & CO NEW COM 94974610 1,871,363,082 33,605,026 31,799,621 1,216,980 588,425 28,911,243 1,039,395 3,652,788
WENDYS INTL INC COM 95059010 53,915,216 2,053,913 2,050,886 3,027 1,827,485 30,130 196,298
WERNER ENTERPRISES I COM 95075510 4,976,104 292,712 292,472 240 271,535 19,700
Page Total 8,732,413,359
Page 79 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
WESBANCO INC COM 95081010 3,439,272 146,352 146,352 133,052 13,300
WESCO FINL CORP COM 95081710 3,793,482 13,464 12,175 1,289 11,175 1,289 1,000
WESCO INTL INC COM 95082P10 1,244,984 171,722 171,442 280 171,722
WEST PHARMACEUTICAL COM 95530610 2,021,821 82,315 82,275 40 82,315
WESTAMERICA BANCORPO COM 95709010 17,698,069 411,583 411,483 100 385,783 25,800
WESTELL TECHNOLOGIES CL A 95754110 550,192 179,684 179,684 179,684
WESTCORP INC COM 95790710 1,160,865 77,391 77,391 77,391
WESTERN DIGITAL CORP COM 95810210 2,914,888 1,196,097 1,196,097 1,088,097 107,900
WESTERN GAS RES INC COM 95825910 6,077,471 180,410 180,410 166,610 13,800
WESTERN RES INC COM 95942510 20,774,119 837,261 833,792 2,869 600 787,961 600 48,700
WESTERN WIRELESS COR CL A 95988E20 14,426,380 368,142 359,642 5,000 3,500 321,142 10,600 36,400
WESTFIELD AMER INC COM 95991010 5,381,232 372,739 372,739 352,439 20,300
WESTPOINT STEVENS IN COM 96123810 3,478,221 464,382 464,382 460,782 3,600
WESTPORT RES CORP COM 96141510 381,703 17,400 17,400 17,400
WESTVACO CORP COM 96154810 478,349,157 16,389,117 16,386,287 2,830 1,638,787 14,575,089 175,241
WESTWOOD ONE INC COM 96181510 21,956,739 1,136,948 1,132,348 4,400 200 1,071,048 7,800 58,100
WET SEAL INC CL A 96184010 247,833 12,053 12,053 12,053
WEYERHAEUSER CO COM 96216610 208,759,922 4,113,496 4,089,114 9,382 15,000 3,584,278 70,940 458,078
WHIRLPOOL CORP COM 96332010 71,243,758 1,493,987 1,489,792 2,245 1,950 1,320,258 20,940 152,789
WHITE ELECTR DESIGNS COM 96380110 604,224 93,403 93,403 93,403
WHITEHALL JEWELLERS COM 96506310 809,248 114,592 114,592 114,592
WHITMAN CORP NEW COM 96647R10 24,589,060 1,501,622 1,499,302 1,920 400 1,384,222 17,400 100,000
WHITNEY HLDG CORP COM 96661210 6,184,441 170,314 170,314 155,614 14,700
WHOLE FOODS MKT INC COM 96683710 13,037,412 213,291 212,351 840 100 196,591 100 16,600
WILD OATS MARKETS IN COM 96808B10 632,089 148,727 148,727 148,727
WILEY JOHN & SONS IN CL A 96822320 71,527,941 3,326,881 413,407 10,920 2,902,554 394,927 2,902,554 29,400
WILEY JOHN & SONS IN CL B 96822330 26,627,118 1,267,958 1,267,958 1,267,958
WILLAMETTE INDS INC COM 96913310 90,849,238 1,935,557 1,932,872 2,510 175 1,729,196 28,665 177,696
WILLIAMS COMMUNICATI CL A 96945510 2,697,717 229,593 229,023 570 203,293 300 26,000
WILLIAMS COS INC DEL COM 96945710 334,877,096 8,385,134 8,285,072 66,462 33,600 7,304,452 149,135 931,547
WILLIAMS CLAYTON ENE COM 96949010 1,312,308 48,604 48,604 48,604
WILLIAMS SONOMA INC COM 96990410 9,198,720 459,936 459,536 300 100 420,736 6,600 32,600
WILMINGTON TRUST COR COM 97180710 20,246,672 326,233 322,203 2,030 2,000 297,333 6,000 22,900
WILSONS THE LEATHER COM 97246310 848,918 60,637 60,637 60,637
WIND RIVER SYSTEMS I COM 97314910 21,040,280 616,565 614,725 1,740 100 565,765 7,500 43,300
WINK COMMUNICATIONS COM 97416810 850,176 141,696 141,696 141,696
WINN DIXIE STORES IN COM 97428010 47,082,490 2,430,064 2,426,634 3,430 2,135,316 41,140 253,608
Page Total 1,536,915,256
Page 80 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
WINNEBAGO INDS INC COM 97463710 2,157,667 122,860 122,660 200 122,860
WINSTAR COMMUNICATIO COM 97551510 5,989,926 512,529 512,529 443,679 11,300 57,550
WINSTON HOTELS INC COM 97563A10 320,867 45,034 45,034 45,034
WIRELESS FACILITIES COM 97653A10 3,633,410 100,232 100,132 100 90,732 100 9,400
WISCONSIN CENT TRANS COM 97659210 8,219,815 545,732 545,532 200 509,532 36,200
WISCONSIN ENERGY COR COM 97665710 27,891,979 1,236,237 1,208,517 6,960 20,760 1,107,877 35,760 92,600
WIT SOUNDVIEW GROUP COM 97738310 2,554,050 710,643 709,443 1,000 200 661,343 200 49,100
WITNESS SYS INC COM 97742410 211,396 15,659 15,251 408 15,659
WOLVERINE TUBE INC COM 97809310 909,513 75,856 75,856 75,856
WOLVERINE WORLD WIDE COM 97809710 8,515,218 558,375 469,685 88,690 529,675 28,700
WOODHEAD INDS INC COM 97943810 1,237,591 63,062 62,862 200 63,062
WOODWARD GOVERNOR CO COM 98074510 2,895,817 64,711 64,671 40 58,711 6,000
WORLD ACCESS INC COM 98141A10 1,320,626 548,889 548,789 100 496,489 52,400
WORLDGATE COMMUNICAT COM 98156L30 379,541 99,565 99,565 99,465
WORLD WRESTLING FEDN CL A 98156Q10 1,237,376 77,336 77,336 77,336
WORLDCOM INC GA NEW COM 98157D10 762,712,235 54,239,243 53,003,468 944,294 291,481 47,033,708 1,035,762 6,167,173
WORTHINGTON INDS INC COM 98181110 14,399,530 1,786,099 1,750,038 28,515 7,546 1,595,434 19,146 171,519
WORLDPAGES COM INC COM 98192210 546,855 203,519 203,519 203,519
WRIGLEY WM JR CO COM 98252610 182,208,171 1,901,726 1,895,299 4,927 1,500 1,657,025 75,545 168,056
WYNDHAM INTL INC CL A 98310110 1,753,853 1,002,202 985,202 17,000 1,002,202
XM SATELLITE RADIO H CL A 98375910 1,652,779 102,900 102,700 200 94,200 8,700
XO COMMUNICATIONS IN CL A 98376410 38,966,546 2,187,657 2,138,679 36,528 12,450 1,907,488 56,150 223,719
X-RITE INC COM 98385710 793,457 101,569 101,569 101,569
XCEL ENERGY INC COM 98389B10 172,409,268 5,932,464 5,884,751 19,638 28,075 5,242,265 122,376 567,523
XILINX INC COM 98391910 263,910,875 5,721,645 5,696,485 14,660 10,500 4,974,996 225,700 517,249
XIRCOM INC COM 98392210 3,355,734 216,499 215,629 120 750 196,749 750 19,000
XEROX CORP COM 98412110 191,345,481 41,371,996 12,489,357 28,871,289 11,350 10,972,321 29,012,169 1,386,606
XTRA CORP COM 98413810 5,061,792 105,454 104,974 480 97,254 8,200
XYBERNAUT CORP COM 98414910 313,176 185,641 185,641 185,641
YAHOO INC COM 98433210 277,857,955 9,242,830 9,236,217 5,523 1,090 7,903,608 336,330 996,992
YANKEE CANDLE INC COM 98475710 1,144,098 103,426 101,851 1,575 103,426
YELLOW CORP COM 98550910 12,293,680 603,845 353,825 250,020 586,745 17,100
YORK INTL CORP NEW COM 98667010 13,404,726 436,821 435,211 1,410 200 409,521 200 27,100
YOUNG BROADCASTING I CL A 98743410 4,149,672 123,930 123,930 114,930 9,000
Z TEL TECHNOLOGIES I COM 98879210 269,604 51,977 51,977 51,977
ZALE CORP NEW COM 98885810 20,420,763 702,662 702,302 360 252,186 426,976 23,500
ZEBRA TECHNOLOGIES C CL A 98920710 8,540,566 209,343 208,773 570 193,343 16,000
Page Total 2,044,985,608
Page 81 of 82
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
ZENITH NATL INS CORP COM 98939010 2,078,986 70,774 70,274 500 70,774
ZIONS BANCORPORATION COM 98970110 53,479,163 856,530 855,330 1,100 100 785,530 10,700 60,300
ZIXIT CORP COM 98974P10 1,110,523 126,917 126,817 100 115,317 11,600
ZORAN CORP COM 98975F10 3,661,410 236,220 182,035 46,000 8,185 216,935 8,185 11,100
ZYGO CORP COM 98985510 3,003,951 106,218 106,218 97,618 8,600
ZOLL MED CORP COM 98992210 2,257,607 64,389 63,889 500 58,289 6,100
ZOMAX INC MINN COM 98992910 867,733 190,209 190,109 100 190,209
Page Total 66,459,373
Grand Total 308,666,064,852
TOTAL MARKET VALUE 308,666,064,852
Page 82 of 82