UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington D.C. 20549
Form 13F
Form 13F Cover Page
Report for Calendar Year or Quarter Ended: March 31, 2001
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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 May 4, 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.)
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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: 2,909
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Form 13F Information Table Value Total: 295,997,794
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(thousands)
List of Other Included Managers:
Provide a numbered list of the names(s) and Form 13F file numbers(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 28-6281 Michael B. Elefante
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Name of Title Cusip Fair Shares Investment Discretion Voting Authority
Issuer of Number Market Prin Sole Shared as Shared Sole Shared None
Class Value Amt Defined Other
DAIMLERCHRYSLER AG ORD D1668R12 702,536 15,759 12,771 2,988 15,759
ACE LTD ORD G0070K10 2,348,339 63,883 60,553 3,330 61,983 1,900
AMDOCS LTD ORD G0260210 18,948,138 395,577 323,390 62,537 9,650 374,327 9,650 11,600
APW LTD COM G0439710 358,223 41,751 41,551 200 40,851 900
EVEREST RE GROUP LTD COM G3223R10 10,412,309 156,529 156,529 153,529 3,000
GLOBAL CROSSING LTD COM G3921A10 168,499,003 12,490,660 12,488,135 2,525 11,381,510 175,505 933,645
LORAL SPACE & COMMUN COM G5646210 11,162,110 5,096,854 5,084,241 12,613 5,084,241 12,613
RENAISSANCE RE HLDGS COM G7496G10 5,156,866 73,659 73,659 72,359 1,300
SANTA FE INTL CORP ORD G7805C10 2,205,027 67,847 67,817 30 67,847
TRANSOCEAN SEDCO FOR ORD G9007810 205,369,758 4,737,480 4,656,204 43,212 38,064 4,155,025 97,670 484,785
TRENWICK GROUP LTD COM G9032C10 603,718 30,599 20,099 10,500 20,099 10,500
XOMA LTD ORD G9825R10 372,481 51,712 51,712 51,712
UBS AG ORD H8920G15 12,642,192 87,793 17,807 69,986 81,961 5,832
CHECK POINT SOFTWARE ORD M2246510 2,553,695 53,762 53,432 330 32,736 19,851 1,175
ASM LITHOGRAPHY HLDG N Y SHS N0705911 13,694,950 631,482 45,248 558,929 27,305 593,577 27,305 10,600
ROYAL CARIBBEAN CRUI COM V7780T10 2,613,939 113,403 107,403 6,000 113,403
FLEXTRONICS INTL LTD ORD Y2573F10 18,665,265 1,244,351 700,763 543,588 1,232,801 11,550
TEEKAY SHIPPING MARS COM Y8564W10 6,986,613 164,005 108,600 46,640 8,765 155,240 8,765
AAR CORP COM 00036110 2,840,222 222,588 222,488 100 202,988 19,600
ACTV INC COM 00088E10 1,102,772 269,363 269,263 100 245,463 23,900
A D C TELECOMMUNICAT COM 00088610 118,764,456 13,972,289 13,921,401 37,458 13,430 12,215,726 261,690 1,494,873
ADE CORP MASS COM 00089C10 815,139 57,709 57,509 200 57,709
ABN AMRO HLDG NV SPONSORED 00093710 1,012,920 55,200 55,200 55,200
ABM INDS INC COM 00095710 3,935,562 125,938 125,838 100 114,538 11,400
ACT MFG INC COM 00097310 1,003,972 91,796 91,796 83,896 7,900
AFLAC INC COM 00105510 287,245,532 10,430,121 10,396,241 19,880 14,000 8,906,915 190,980 1,331,826
AGCO CORP COM 00108410 6,248,083 650,842 650,522 320 607,842 43,000
AGL RES INC COM 00120410 13,321,258 607,999 607,399 600 554,199 53,800
AES CORP COM 00130H10 459,892,441 9,205,213 9,183,492 18,402 3,318 8,018,636 153,172 1,033,104
AK STL HLDG CORP COM 00154710 10,021,980 997,212 996,862 50 300 936,312 300 60,600
AMB PROPERTY CORP COM 00163T10 15,969,213 649,155 649,055 100 597,055 8,700 43,400
AMLI RESIDENTIAL PPT SH BEN INT 00173510 3,622,947 162,464 162,464 151,764 10,700
AMR CORP COM 00176510 103,418,917 2,944,730 2,939,295 4,995 440 2,515,256 48,170 381,304
ANC RENTAL CORP COM 00181310 689,088 229,696 226,904 2,792 228,509 1,000 187
AOL TIME WARNER INC COM 00184A10 3,472,709,809 86,493,395 85,787,331 622,044 84,020 72,551,029 3,286,911 10,608,105
APAC CUSTOMER SERVIC COM 00185E10 901,608 171,735 171,735 171,735
AT&T CORP COM 00195710 1,660,075,502 77,937,817 76,324,893 1,092,179 520,745 66,546,850 1,718,587 9,668,780
Page Total 6,646,886,583
Page 1 of 72
AT&T CORP COM LIB GR 00195720 260,089,816 18,577,844 18,422,172 78,368 77,304 14,937,912 387,104 3,250,428
AT&T CORP COM WIRLES 00195740 49,001,831 2,554,840 2,521,996 32,114 730 2,045,942 44,230 464,068
ATMI INC COM 00207R10 3,438,539 185,867 184,827 1,040 169,867 16,000
ATS MED INC COM 00208310 1,463,933 152,097 152,097 136,697 15,400
AVX CORP NEW COM 00244410 6,633,639 384,336 384,036 300 353,236 5,200 25,900
AXT INC COM 00246W10 2,160,840 144,056 143,856 200 131,756 12,300
AARON RENTS INC COM 00253520 2,079,154 129,140 129,140 116,240 12,900
ABBOTT LABS COM 00282410 1,481,074,572 31,385,348 30,012,514 68,354 704,480 25,997,002 1,862,190 3,509,156
ABERCROMBIE & FITCH CL A 00289620 37,813,266 1,156,369 1,149,773 4,646 1,950 1,092,919 1,950 61,400
ABGENIX INC COM 00339B10 9,341,015 394,352 393,548 704 100 345,802 8,300 40,250
ABIOMED INC COM 00365410 1,737,729 110,332 109,832 500 100,032 10,300
ACACIA RESH CORP COM 00388110 764,702 116,535 116,535 105,635 10,900
ACCREDO HEALTH INC COM 00437V10 4,776,780 146,137 146,107 30 134,022 12,115
ACKERLEY GROUP INC COM 00452710 1,063,894 88,290 88,290 88,290
ACLARA BIOSCIENCES I COM 00461P10 405,427 73,714 73,714 73,714
ACME COMMUNICATION I COM 00463110 700,640 66,336 63,636 2,700 66,336
ACTIVISION INC NEW COM NEW 00493020 593,310 24,404 24,404 24,404
ACTEL CORP COM 00493410 6,381,616 312,258 312,238 20 297,758 14,500
ACTIVE POWER INC COM 00504W10 357,491 17,600 17,600 17,600
ACTUATE CORP COM 00508B10 4,129,483 431,864 431,464 300 100 396,464 100 35,300
ACTUANT CORP CL A NEW 00508X20 998,952 61,474 61,434 40 60,964 510
ACXIOM CORP COM 00512510 16,963,254 812,611 811,811 500 300 753,811 8,800 50,000
ADAPTIVE BROADBAND C COM 00650M10 318,740 268,526 268,506 20 243,226 25,200
ADAPTEC INC COM 00651F10 17,284,995 1,993,196 1,989,921 3,175 100 1,771,605 32,100 189,291
ADELPHIA BUSINESS SO CL A 00684710 963,798 202,905 202,905 202,905
ADELPHIA COMMUNICATI CL A 00684810 22,669,065 559,730 552,835 2,935 3,960 499,670 12,260 47,800
ADEPT TECHNOLOGY INC COM 00685410 885,010 63,215 63,215 55,915 7,300
ADMINISTAFF INC COM 00709410 2,607,610 143,670 143,650 20 129,370 13,500
ADOBE SYS INC COM 00724F10 166,843,828 4,771,056 4,763,276 7,000 780 4,036,748 176,600 555,308
ADOLOR CORP COM 00724X10 3,538,466 180,304 124,900 55,404 180,304
ADTRAN INC COM 00738A10 7,274,552 296,171 295,871 300 276,771 3,400 16,000
ADVANCED DIGITAL INF COM 00752510 7,020,344 405,519 405,099 320 100 370,469 100 34,950
ADVANCED LTG TECHNOL COM 00753C10 586,917 110,489 110,489 110,489
ADVANCED MARKETING S COM 00753T10 1,243,663 53,148 53,148 53,148
ADVANCED FIBRE COMMU COM 00754A10 10,300,460 719,708 718,488 920 300 657,608 9,700 52,300
ADVANCED TISSUE SCIE COM 00755F10 1,696,213 430,839 430,839 389,139 41,700
ADVO INC COM 00758510 6,439,603 174,515 174,515 162,915 11,600
AEROFLEX INC COM 00776810 9,578,394 928,859 928,309 450 100 894,359 100 34,400
ADVANCEPCS COM 00790K10 11,226,495 206,879 206,619 260 190,379 16,500
ADVANCED MICRO DEVIC COM 00790310 152,791,549 5,757,029 5,745,919 10,570 540 5,031,641 100,340 624,548
AEGON N V ORD AMER R 00792410 2,541,628 86,923 86,913 10 86,407 516
Page Total 2,317,781,213
Page 2 of 72
ADVANTA CORP CL A 00794210 2,753,643 174,149 174,149 161,049 13,100
ADVANCED ENERGY INDS COM 00797310 2,762,142 107,010 96,010 11,000 94,110 11,000 1,900
ADVENT SOFTWARE INC COM 00797410 11,354,595 256,242 255,902 340 229,642 26,600
AETHER SYS INC COM 00808V10 1,699,386 130,722 130,598 124 114,722 2,600 13,400
AETNA INC NEW COM 00817Y10 98,111,421 2,731,387 2,725,890 4,654 843 2,354,958 40,873 335,456
AFFILIATED COMPUTER CL A 00819010 29,871,717 460,273 459,623 370 280 429,993 4,680 25,600
AFFILIATED MANAGERS COM 00825210 12,886,084 274,172 244,037 24,780 5,355 254,917 5,355 13,900
AFFYMETRIX INC COM 00826T10 6,543,301 235,269 234,383 786 100 206,869 4,800 23,600
AGENCY COM LTD COM 00844710 398,039 289,483 44,229 1,700 243,554 44,129 243,554 1,800
AGILENT TECHNOLOGIES COM 00846U10 271,267,323 8,827,443 8,478,395 156,306 192,742 7,457,903 337,751 1,031,389
AGILE SOFTWARE CORP COM 00846X10 1,754,551 159,273 159,263 10 140,433 3,100 15,740
AGRIBRANDS INTL INC COM 00849R10 4,239,373 78,536 77,674 862 71,736 6,800
AIR PRODS & CHEMS IN COM 00915810 588,047,193 15,313,729 4,470,988 10,668,431 174,310 4,006,062 10,730,648 577,019
AIRBORNE INC COM 00926910 5,891,135 579,266 578,966 300 529,466 49,800
AIRGAS INC COM 00936310 5,036,470 639,146 639,096 50 598,646 40,500
AIRGATE PCS INC COM 00936710 2,828,835 75,185 75,185 68,485 6,700
AIRTRAN HLDGS INC COM 00949P10 3,492,077 445,418 445,418 410,518 34,900
AKAMAI TECHNOLOGIES COM 00971T10 5,296,555 618,612 380,136 1,276 237,200 291,992 242,500 83,920
AKZO NOBEL NV SPONSORED 01019930 2,022,823 48,890 48,890 48,890
ALABAMA NATL BANCORP COM 01031710 1,955,910 65,197 64,665 532 60,197 5,000
ALAMOSA HLDGS INC COM 01158910 1,004,002 95,058 95,058 95,058
ALASKA AIR GROUP INC COM 01165910 7,514,037 292,375 290,795 80 1,500 265,075 1,500 25,800
ALASKA COMMUNICATION COM 01167P10 450,915 80,607 80,607 80,607
ALBANY INTL CORP CL A 01234810 8,225,867 447,058 447,058 437,245 9,813
ALBANY MOLECULAR RES COM 01242310 5,321,190 152,034 151,834 200 139,134 12,500
ALBEMARLE CORP COM 01265310 11,916,504 530,802 529,852 950 508,802 22,000
ALBERTA ENERGY LTD COM 01287310 11,527,733 260,161 18,800 241,361 255,061 5,100
ALBERTO CULVER CO CL B CONV 01306810 41,648,750 1,050,145 1,049,035 1,010 100 951,155 13,400 85,590
ALBERTSONS INC COM 01310410 237,981,366 7,478,987 7,434,479 19,947 24,561 6,391,332 146,283 941,272
ALCAN INC COM 01371610 157,061,808 4,362,828 4,362,328 500 3,998,492 65,700 298,636
ALCOA INC COM 01381710 658,121,515 18,306,579 18,227,781 65,306 13,492 16,097,290 294,515 1,914,074
ALCATEL SPONSORED 01390430 14,286,731 496,757 98,349 398,408 485,311 11,446
ALEXANDER & BALDWIN COM 01448210 9,394,398 439,504 439,404 100 411,004 28,500
ALEXANDERS INC COM 01475210 1,748,227 28,636 28,636 26,036 2,600
ALEXANDRIA REAL ESTA COM 01527110 13,406,459 355,138 311,128 44,010 346,138 9,000
ALEXION PHARMACEUTIC COM 01535110 2,617,494 114,742 114,242 500 105,342 9,400
ALFA CORP COM 01538510 6,154,316 324,989 324,889 100 299,389 25,600
ALKERMES INC COM 01642T10 6,939,067 316,318 312,578 2,640 1,100 277,218 7,400 31,700
ALLEGHANY CORP DEL COM 01717510 7,722,400 38,612 38,412 200 35,450 3,162
ALLEGHENY ENERGY INC COM 01736110 119,454,607 2,582,244 2,567,106 4,138 11,000 2,350,729 47,900 183,615
ALLEGHENY TECHNOLOGI COM 01741R10 27,969,252 1,606,505 1,604,605 1,900 1,408,597 23,950 173,958
Page Total 2,408,679,211
Page 3 of 72
ALLEGIANCE TELECOM I COM 01747T10 11,645,390 789,518 736,444 42,604 10,470 698,698 23,770 67,050
ALLEN TELECOM INC COM 01809110 2,936,465 227,633 227,573 60 208,633 19,000
ALLERGAN INC COM 01849010 183,650,048 2,476,737 2,472,007 4,030 700 2,087,804 107,000 280,533
ALLETE COM 01852210 26,068,775 1,009,635 1,008,235 1,400 956,935 1,400 51,300
ALLIANCE CAP MGMT HL UNIT LTD P 01855A10 4,383,886 106,405 103,988 400 2,017 104,388 2,017
ALLIANCE SEMICONDUCT COM 01877H10 2,530,367 217,666 217,666 200,266 17,400
ALLIANCE PHARMACEUTI COM 01877310 1,219,104 375,109 375,089 20 342,009 33,100
ALLIANT ENERGY CORP COM 01880210 25,484,033 800,881 774,558 12,910 13,413 723,568 23,113 54,200
ALLIANT TECHSYSTEMS COM 01880410 17,125,215 193,396 192,991 405 184,096 9,300
ALLIANZ AKTIENGESELL SP ADR 1/1 01880510 7,916,541 270,651 30,720 239,931 264,751 5,900
ALLIED CAP CORP NEW COM 01903Q10 13,318,181 661,773 653,459 50 8,264 603,409 8,264 50,100
ALLIED RISER COMMUNI COM 01949610 579,138 363,324 362,924 400 363,324
ALLIED WASTE INDS IN COM PAR$.0 01958930 63,820,704 4,070,198 4,061,543 8,415 240 3,587,201 68,240 414,757
ALLMERICA FINL CORP COM 01975410 26,658,176 513,744 505,965 7,148 631 470,413 7,131 36,200
ALLSCTIPTS HEALTHCAR COM 01988P10 689,175 137,013 136,913 100 137,013
ALLSTATE CORP COM 02000210 602,136,774 14,357,100 14,303,225 35,326 18,549 12,430,150 251,909 1,674,341
ALLTEL CORP COM 02003910 356,970,417 6,804,621 6,069,615 617,470 117,536 6,044,034 215,566 544,721
ALPHA INDS INC COM 02075310 3,406,677 216,297 216,077 120 100 188,097 5,200 23,000
ALPHARMA INC CL A 02081310 26,481,912 808,855 472,120 319,345 17,390 768,465 17,390 23,000
ALTERA CORP COM 02144110 169,299,179 7,897,522 7,767,156 94,266 36,100 6,884,893 329,200 678,829
ALZA CORP DEL COM 02261510 196,902,697 4,861,795 4,688,554 135,723 37,518 4,242,844 195,778 420,673
AMAZON COM INC COM 02313510 17,138,359 1,675,304 1,672,916 2,248 140 1,322,933 22,740 329,631
AMBAC FINL GROUP INC COM 02313910 120,491,374 1,899,596 1,893,334 3,062 3,200 1,700,431 33,400 165,765
AMCOL INTL CORP COM 02341W10 735,032 183,758 183,758 183,758
AMERADA HESS CORP COM 02355110 143,187,710 1,832,920 1,826,575 2,870 3,475 1,631,603 28,865 172,452
AMERCO COM 02358610 1,274,320 59,968 59,968 59,968
AMEREN CORP COM 02360810 105,802,515 2,583,700 2,579,699 3,295 706 2,302,836 47,686 233,078
AMERICA MOVIL S A DE SPON ADR L 02364W10 903,905 61,700 61,700 61,700
AMERICA WEST HLDG CO CL B 02365720 2,508,518 261,304 261,304 237,104 24,200
AMCORE FINL INC COM 02391210 4,118,511 204,018 204,018 185,718 18,300
AMERICAN AXLE & MFG COM 02406110 644,077 69,630 69,430 200 69,430 200
AMERICAN CLASSIC VOY COM 02492810 1,015,912 81,273 81,073 200 76,673 4,600
AMERICAN CAPITAL STR COM 02493710 5,936,512 233,381 233,381 218,581 14,800
AMERICAN EAGLE OUTFI COM 02553E10 19,238,838 669,177 668,547 480 150 640,477 150 28,550
AMERICAN ELEC PWR IN COM 02553710 285,396,361 6,072,263 6,040,585 18,192 13,486 5,228,858 122,754 720,251
AMERICAN EXPRESS CO COM 02581610 1,346,328,581 32,598,755 31,673,276 739,003 186,476 24,617,033 4,559,900 3,407,992
AMERICAN FINL GROUP COM 02593210 11,411,639 473,512 472,312 1,200 443,712 3,900 25,900
AMERICAN FINL HLDGS COM 02607510 4,162,460 194,735 194,735 175,135 19,600
AMERICAN GENERAL COR COM 02635110 401,077,336 10,485,682 9,552,299 696,085 237,298 9,095,023 404,598 985,661
AMERICAN GREETINGS C CL A 02637510 14,237,082 1,343,121 1,340,477 2,644 1,211,950 12,300 118,871
AMERICAN HOME PRODS COM 02660910 1,562,556,595 26,596,708 25,121,821 767,496 707,391 21,991,552 1,613,611 2,977,145
Page Total 5,791,388,491
Page 4 of 72
AMERICAN INDL PPTYS COM NEW 02679120 1,570,611 123,963 123,963 122,063 1,900
AMERICAN INTL GROUP COM 02687410 3,962,660,639 49,225,598 46,330,895 1,769,453 1,125,250 40,640,441 2,787,869 5,771,603
AMERICAN ITALIAN PAS CL A 02707010 4,358,144 136,192 136,172 20 123,992 12,200
AMERICAN MGMT SYS IN COM 02735210 4,968,723 271,337 257,737 300 13,300 224,737 19,700 26,900
AMERICAN NATL INS CO COM 02859110 6,638,775 96,477 95,877 600 89,677 6,800
AMERICAN PWR CONVERS COM 02906610 46,384,602 3,598,216 3,591,011 6,965 240 3,068,371 58,340 471,305
AMERICAN STD COS INC COM 02971210 54,074,686 915,434 913,979 1,255 200 854,434 8,800 52,200
AMERICAN STS WTR CO COM 02989910 2,703,928 81,665 81,665 74,365 7,300
AMERICAN TOWER CORP CL A 02991220 19,210,085 1,038,383 894,384 121,644 22,355 912,728 39,555 86,000
AMERICAN SUPERCONDUC COM 03011110 2,622,940 163,301 163,101 200 150,401 12,900
AMERICAN WTR WKS INC COM 03041110 31,910,891 989,485 986,315 2,870 300 881,285 12,400 95,800
AMERICREDIT CORP COM 03060R10 46,589,100 1,436,605 1,435,805 500 300 1,377,005 300 59,300
AMERIPATH INC COM 03071D10 3,322,017 161,561 161,521 40 146,261 15,300
AMERISOURCE HEALTH C CL A 03071P10 47,591,743 970,270 969,730 340 200 929,770 200 40,300
AMERITRADE HLDG CORP CL A 03072H10 2,470,800 467,866 466,366 1,500 412,866 9,500 45,400
AMERUS GROUP CO COM 03072M10 682,541 22,489 22,489 22,489
AMES DEPT STORES INC COM NEW 03078950 440,336 210,285 210,285 192,585 17,600
AMETEK INC NEW COM 03110010 14,406,896 521,989 506,039 2,100 13,850 483,199 13,850 23,200
AMGEN INC COM 03116210 1,260,050,957 20,935,600 20,659,097 162,996 113,507 17,355,060 879,427 2,689,713
AMKOR TECHNOLOGY INC COM 03165210 10,797,434 661,932 660,932 900 100 579,632 13,700 68,400
AMPAL AMERN ISRAEL C CL A 03201510 587,340 114,603 114,603 114,603
AMPHENOL CORP NEW CL A 03209510 9,450,346 300,011 299,511 400 100 270,211 4,800 25,000
AMSOUTH BANCORPORATI COM 03216510 120,538,895 7,170,666 7,108,724 36,983 24,959 6,308,263 139,599 722,804
AMYLIN PHARMACEUTICA COM 03234610 4,356,500 438,412 438,312 100 400,612 37,800
ANADARKO PETE CORP COM 03251110 342,414,676 5,454,200 4,950,403 377,165 126,632 4,729,010 203,900 521,090
ANADIGICS INC COM 03251510 3,093,888 233,501 233,481 20 213,701 19,700
ANALOG DEVICES INC COM 03265410 259,505,869 7,160,758 6,890,686 193,262 76,810 6,180,457 337,310 638,991
ANALOGIC CORP COM PAR $0 03265720 2,150,415 47,854 47,554 300 46,054 1,800
ANALYSTS INTL CORP COM 03268110 725,827 139,932 139,932 139,932
ANAREN MICROWAVE INC COM 03274410 2,194,707 174,710 174,710 161,610 13,100
ANCHOR BANCORP WIS I COM 03283910 2,569,802 185,211 185,191 20 168,611 16,600
ANCHOR GAMING COM 03303710 4,494,280 73,376 73,176 200 68,976 4,400
ANDOVER BANCORP INC COM 03425810 1,844,155 54,440 54,340 100 54,440
ANDREW CORP COM 03442510 22,484,153 1,564,115 1,563,055 960 100 1,386,108 22,157 155,850
ANDRX GROUP COM 03455310 12,585,552 256,848 256,385 463 229,048 4,600 23,200
ANHEUSER BUSCH COS I COM 03522910 829,777,029 18,066,123 17,751,044 122,408 192,671 15,158,484 819,731 2,076,148
ANIXTER INTL INC COM 03529010 4,211,258 174,741 174,421 320 159,941 14,800
ANNTAYLOR STORES COR COM 03611510 5,209,986 196,233 195,873 360 179,633 16,600
ANSOFT CORP COM 03638410 469,910 51,855 5,300 553 46,002 5,853 46,002
ANTEC CORP COM 03664P10 1,878,803 258,042 257,742 300 238,242 200 19,600
ANSWERTHINK INC COM 03691610 1,239,717 254,301 254,201 100 231,801 22,400
Page Total 7,155,238,956
Page 5 of 72
ANTIGENICS INC DEL COM 03703210 427,440 28,496 28,496 28,496
AON CORP COM 03738910 174,072,333 4,903,446 4,881,677 9,673 12,096 4,197,345 90,241 615,760
APACHE CORP COM 03741110 133,193,283 2,311,982 2,222,173 66,354 23,455 2,010,710 60,090 241,082
APACHE CORP ACES C DP 03741160 1,213,750 25,000 25,000 25,000
APARTMENT INVT & MGM CL A 03748R10 39,283,220 883,762 818,162 65,600 833,862 8,300 41,600
APHTON CORP COM 03759P10 2,078,392 101,385 101,345 40 91,585 9,800
APOGEE ENTERPRISES I COM 03759810 7,514,096 1,054,610 1,054,610 24,938 1,021,672 8,000
APOGENT TECHNOLOGIES COM 03760A10 22,316,583 1,102,598 1,085,098 15,900 1,600 1,016,198 14,500 71,900
APOLLO GROUP INC CL A 03760410 50,051,096 1,525,390 1,523,385 1,555 450 1,431,140 14,250 80,000
APPLE COMPUTER INC COM 03783310 153,880,073 6,972,364 6,957,628 13,876 860 5,999,182 105,760 867,022
APPLEBEES INTL INC COM 03789910 13,846,912 388,010 377,010 11,000 361,810 11,000 15,200
APRIA HEALTHCARE GRO COM 03793310 20,130,744 832,537 832,457 80 803,337 29,200
APPLERA CORP COM AP BIO 03802010 114,432,786 4,123,704 4,110,954 9,710 3,040 3,425,816 162,300 533,488
APPLERA CORP COM CE GEN 03802020 12,767,457 413,856 409,607 3,449 800 336,570 8,000 69,286
APPLICA INC COM 03815A10 980,970 158,221 158,221 158,221
APPLIED INDL TECHNOL COM 03820C10 2,468,282 150,505 150,505 135,705 14,800
APPLIED MICRO CIRCUI COM 03822W10 85,758,007 5,197,455 5,184,007 5,016 8,432 4,523,377 219,832 450,946
APPLIED MATLS INC COM 03822210 754,368,082 17,341,795 16,517,199 668,629 155,967 14,837,285 415,707 2,087,803
APTARGROUP INC COM 03833610 16,834,370 552,490 269,720 178,130 104,640 423,838 104,640 23,400
ARADIGM CORP COM 03850510 757,114 131,672 131,272 400 118,672 400 12,600
ARBITRON INC COM 03875Q10 4,158,607 180,809 180,809 88,567 15,930 76,312
ARCH CHEMICALS INC COM 03937R10 3,003,811 141,024 141,024 127,624 13,400
ARCH COAL INC COM 03938010 7,836,322 261,385 260,639 305 441 249,820 465 11,100
ARCH WIRELESS INC COM 03939210 429,720 687,552 685,122 2,430 687,352 200
ARCHER DANIELS MIDLA COM 03948310 161,301,503 12,266,274 12,243,565 12,660 10,049 10,601,401 210,453 1,454,120
ARCHSTONE CMNTYS TR SH BEN INT 03958110 28,657,401 1,164,935 1,050,795 114,140 1,099,535 9,400 56,000
ARCTIC CAT INC COM 03967010 1,740,411 127,158 127,138 20 127,158
ARDEN RLTY INC COM 03979310 14,987,486 635,063 635,063 597,663 37,400
AREA BANCSHARES CORP COM 03987210 1,620,107 101,657 101,657 100,657 1,000
AREMISSOFT CORP DEL COM 04002610 4,758,364 366,028 366,028 352,228 13,800
ARGONAUT GROUP INC COM 04015710 2,398,569 151,091 150,471 620 138,191 12,900
ARGOSY GAMING CO COM 04022810 11,923,524 456,840 456,840 442,040 14,800
ARGUSS COMMUNICATION COM 04028210 736,432 124,819 74,153 50,666 124,819
ARIAD PHARMACEUTICAL COM 04033A10 851,416 154,803 154,303 500 154,803
ARIBA INC COM 04033V10 10,376,119 1,312,436 1,310,321 495 1,620 1,034,668 21,520 256,248
ARKANSAS BEST CORP D COM 04079010 3,421,451 217,235 217,235 217,235
ARMOR HOLDINGS INC COM 04226010 1,964,195 111,602 111,502 100 97,202 14,400
ARMSTRONG HLDGS INC COM 04238410 1,305,655 322,384 318,734 3,650 279,248 43,136
ARNOLD INDS INC COM 04259510 3,060,041 160,531 160,411 120 145,931 14,600
ARROW ELECTRS INC COM 04273510 22,562,054 998,321 995,271 2,600 450 880,471 12,650 105,000
ARROW INTL INC COM 04276410 3,481,795 92,233 92,233 83,842 7,800
Page Total 1,896,949,973
Page 6 of 72
ART TECHNOLOGY GROUP COM 04289L10 5,708,052 475,671 475,431 140 100 436,371 6,600 32,700
ARTESYN TECHNOLOGIES COM 04312710 2,833,976 262,114 261,814 300 241,614 20,500
ARTHROCARE CORP COM 04313610 2,157,848 154,132 154,132 140,000 14,132
ARVINMERITOR INC COM 04335310 10,605,422 772,427 770,831 1,197 399 722,703 399 49,325
ASHLAND INC COM 04420410 60,072,576 1,564,390 1,558,776 3,720 1,894 1,423,779 21,724 118,887
ASIAINFO HLDGS INC COM 04518A10 275,431 22,716 22,216 500 22,716
ASPECT COMMUNICATION COM 04523Q10 1,291,237 292,003 291,603 400 258,403 33,600
ASPECT MED SYS INC COM 04523510 270,083 23,233 22,757 476 23,233
ASPEN TECHNOLOGY INC COM 04532710 5,628,746 235,759 235,459 300 216,959 18,800
ASSOCIATED BANC CORP COM 04548710 22,828,053 686,558 684,708 1,670 180 632,483 8,680 44,832
ASSOCIATED ESTATES R COM 04560410 522,361 62,260 62,260 62,260
AT HOME CORP COM SER A 04591910 6,803,462 1,518,630 1,511,030 7,440 160 1,331,920 27,860 158,350
ASTEC INDS INC COM 04622410 1,451,893 111,154 111,054 100 105,154 6,000
ASTORIA FINL CORP COM 04626510 155,202,422 2,904,400 635,827 2,268,273 300 2,869,900 300 34,200
ASTRAZENECA PLC SPONSORED 04635310 12,117,987 251,150 22,235 228,915 246,393 4,757
ASYST TECHNOLOGY COR COM 04648X10 3,568,669 274,513 274,493 20 252,113 22,300
ATLANTIC COAST AIRLI COM 04839610 5,435,514 258,834 258,834 236,434 22,400
ATLAS AIR WORLDWIDE COM 04916410 10,591,296 376,245 333,225 38,000 5,020 358,225 5,020 13,000
ATMEL CORP COM 04951310 38,494,565 3,923,213 3,908,033 13,580 1,600 3,561,063 50,500 310,850
ATMOS ENERGY CORP COM 04956010 6,834,884 287,180 287,080 100 264,380 22,800
ATWOOD OCEANICS INC COM 05009510 3,072,314 75,081 75,081 68,581 6,500
AUDIOVOX CORP CL A 05075710 793,720 103,673 103,673 103,673
AURORA FOODS INC COM 05164B10 886,843 128,528 128,528 128,528
AURORA BIOSCIENCES C COM 05192010 2,754,716 154,110 154,110 141,310 12,800
AUTODESK INC COM 05276910 50,151,141 1,640,964 1,639,444 1,320 200 1,504,694 16,430 119,840
AUTOLIV INC COM 05280010 9,651,616 617,111 595,765 13,048 8,298 534,613 20,498 62,000
AUTOMATIC DATA PROCE COM 05301510 875,026,241 16,090,957 3,077,573 1,957,325 1,056,059 12,957,558 1,523,009 1,602,080
AUTONATION INC COM 05329W10 19,981,953 2,220,217 2,214,077 5,500 640 1,942,177 42,140 235,900
AUTOZONE INC COM 05333210 63,122,895 2,252,780 2,250,365 2,215 200 1,987,004 37,460 228,316
AVANEX CORP COM 05348W10 789,198 74,664 69,321 2,343 3,000 66,051 4,100 4,513
AVALONBAY CMNTYS INC COM 05348410 35,438,295 773,593 711,493 62,100 724,293 8,200 41,100
AVANT CORP COM 05348710 5,149,056 298,496 297,896 600 272,496 26,000
AVANT IMMUNOTHERAPEU COM 05349110 1,575,979 365,487 365,467 20 330,187 35,300
AVAYA INC COM 05349910 69,656,548 5,358,196 5,290,769 39,870 27,557 4,642,869 115,846 599,181
AVERY DENNISON CORP COM 05361110 133,344,634 2,563,334 2,318,863 190,923 53,548 2,140,277 134,218 287,739
AVICI SYS INC COM 05367L10 317,536 39,692 32,290 7,402 39,692
AVID TECHNOLOGY INC COM 05367P10 2,374,771 177,553 177,553 160,453 17,100
AVIGEN INC COM 05369010 1,528,542 125,424 125,424 115,624 9,800
AVIRON COM 05376210 10,324,873 248,421 221,391 22,425 4,605 231,816 4,605 12,000
AVISTA CORP COM 05379B10 6,385,241 362,386 362,346 40 332,286 30,100
AVNET INC COM 05380710 19,168,053 935,027 932,551 1,404 1,072 826,155 12,472 96,400
Page Total 1,664,188,642
Page 7 of 72
AVOCENT CORP COM 05389310 9,991,662 458,081 456,922 959 200 428,356 200 29,525
AVON PRODS INC COM 05430310 190,364,876 4,760,312 4,728,702 26,910 4,700 3,964,127 179,550 614,135
AWARE INC MASS COM 05453N10 1,335,699 138,774 138,234 540 127,474 11,300
AXA SPONSORED 05453610 20,464,181 373,775 59,804 313,971 365,697 8,019
AXCELIS TECHNOLOGIES COM 05454010 7,653,049 661,914 657,834 4,080 591,846 10,103 59,965
AZTAR CORP COM 05480210 3,277,121 308,871 308,851 20 283,871 25,000
BB&T CORP COM 05493710 256,089,053 7,281,463 7,268,141 12,822 500 6,479,366 129,520 672,377
B A S F A G SPONSORED 05526250 828,200 20,500 20,500 20,500
BHC COMMUNICATIONS I CL A 05544810 4,938,978 40,818 40,548 270 37,818 3,000
BISYS GROUP INC COM 05547210 30,630,195 573,202 572,372 630 200 527,702 7,100 38,400
BJS WHOLESALE CLUB I COM 05548J10 38,766,251 810,162 804,842 5,120 200 754,462 8,600 47,100
BJ SVCS CO COM 05548210 57,538,784 808,129 807,399 530 200 748,529 9,400 50,200
BOK FINL CORP COM NEW 05561Q20 2,372,271 96,583 96,583 96,583
BP AMOCO P L C SPONSORED 05562210 3,713,476,049 74,838,292 74,649,398 188,894 440,542 74,391,682 6,068
BRE PROPERTIES INC CL A 05564E10 13,309,598 459,110 459,110 430,610 28,500
BSB BANCORP COM 05565210 1,436,804 76,377 76,257 120 76,377
BMC SOFTWARE INC COM 05592110 121,885,908 5,669,112 5,662,147 6,585 380 4,948,276 75,420 645,116
BACOU USA INC COM 05643910 947,284 37,280 37,200 80 37,280
BAKER HUGHES INC COM 05722410 258,263,081 7,112,726 6,596,617 470,274 45,835 6,231,369 148,415 732,942
BALDOR ELEC CO COM 05774110 4,350,424 206,671 206,651 20 180,571 26,100
BALDWIN & LYONS INC CL B 05775520 1,853,124 85,944 85,944 79,344 6,600
BALL CORP COM 05849810 28,529,993 621,975 619,780 2,095 100 567,836 5,800 48,339
BALLY TOTAL FITNESS COM 05873K10 5,603,157 190,260 190,200 60 174,060 16,200
BANCFIRST CORP COM 05945F10 1,218,616 30,949 30,949 30,949
BANCO SANTANDER CENT ADR 05964H10 18,856,058 2,078,948 158,110 1,920,838 2,042,248 36,700
BANCORPSOUTH INC COM 05969210 9,567,130 648,619 648,389 230 595,019 53,600
BANCWEST CORP NEW COM 05979010 15,379,536 640,814 639,014 1,800 565,014 12,600 63,200
BANDAG INC COM 05981510 4,417,200 164,944 164,944 153,044 11,900
BANGOR HYDRO ELEC CO COM 06007710 327,822 12,498 12,423 75 12,423 75
BANK OF AMERICA CORP COM 06050510 1,760,652,744 32,158,041 31,934,797 152,704 70,540 27,843,081 599,540 3,713,820
BANK OF GRANITE CORP COM 06240110 1,967,128 92,846 89,090 3,756 84,346 8,500
BANK NEW YORK INC COM 06405710 728,268,512 14,790,181 14,603,821 81,844 104,516 12,479,197 647,276 1,655,608
BANK ONE CORP COM 06423A10 829,302,330 22,921,568 22,821,391 66,927 33,250 19,387,786 582,179 2,950,603
BANK TOKYO-MITSUBISH SPONSORED 06537910 14,377,376 1,500,770 247,416 1,253,354 1,477,070 23,700
BANKATLANTIC BANCORP CL A 06590850 1,729,536 270,240 270,240 270,240
BANKNORTH GROUP INC COM 06646R10 30,930,985 1,556,276 1,421,758 74,246 60,272 1,380,004 78,072 98,200
BANKUNITED FINL CORP CL A 06652B10 220,143 20,013 20,013 20,013
BANTA CORP COM 06682110 7,007,110 288,953 281,753 2,000 5,200 256,626 5,200 25,500
BARCLAYS PLC ADR 06738E20 27,736,132 220,478 22,650 197,828 216,378 4,100
BARD C R INC COM 06738310 42,884,930 944,602 931,861 12,741 850,718 12,930 80,954
BARNES & NOBLE INC COM 06777410 17,930,497 750,230 747,550 2,480 200 709,230 200 40,800
Page Total 8,286,679,527
Page 8 of 72
BARNES GROUP INC COM 06780610 2,509,026 132,054 129,454 500 2,100 117,754 2,100 12,200
BARRICK GOLD CORP COM 06790110 78,962,281 5,525,702 5,524,202 1,500 5,054,386 89,750 381,566
BARR LABS INC COM 06830610 44,832,485 784,196 783,546 650 766,346 17,850
BARRA INC COM 06831310 9,806,616 181,604 181,354 250 170,654 10,950
BARRETT RES CORP COM PAR $0 06848020 13,883,319 231,196 230,116 1,080 212,696 18,500
BASS PUB LTD CO SPONSORED 06990420 1,197,560 122,200 122,200 122,200
BASSETT FURNITURE IN COM 07020310 665,065 52,162 52,162 48,662 3,500
BAUSCH & LOMB INC COM 07170710 44,593,245 976,637 975,287 1,250 100 866,490 21,010 89,137
BAXTER INTL INC COM 07181310 769,812,810 8,177,319 5,891,344 2,283,887 2,088 4,924,713 2,495,454 753,952
BAY VIEW CAP CORP DE COM 07262L10 950,104 200,444 197,444 3,000 200,444
BE AEROSPACE INC COM 07330210 294,716 16,039 16,039 16,039
BE FREE INC COM 07330810 208,347 128,214 128,214 124,714 3,300
BEA SYS INC COM 07332510 99,341,315 3,381,832 3,356,214 25,338 280 2,848,479 45,980 487,073
BEAR STEARNS COS INC COM 07390210 91,184,153 1,993,532 1,990,563 2,763 206 1,772,765 32,501 188,166
BEASLEY BROADCAST GR CL A 07401410 856,665 57,111 57,111 57,111
BEBE STORES INC COM 07557110 623,040 28,160 28,160 26,560 1,600
BECKMAN COULTER INC COM 07581110 25,787,438 659,694 645,180 814 13,700 601,294 20,500 37,900
BECTON DICKINSON & C COM 07588710 360,306,066 10,201,191 10,175,021 16,790 9,380 4,247,138 5,303,850 650,203
BED BATH & BEYOND IN COM 07589610 121,176,062 4,933,477 4,878,103 53,094 2,280 4,318,683 205,780 406,114
BEDFORD PPTY INVS IN COM PAR $0 07644630 3,750,649 199,928 199,928 184,128 15,000
BEL FUSE INC CL A 07734720 625,214 26,964 26,964 26,964
BEL FUSE INC CL B 07734730 748,431 32,105 32,085 20 26,005 6,100
BELCO OIL & GAS CORP COM 07741010 1,043,178 118,543 118,543 118,543
BELDEN INC COM 07745910 4,525,686 225,720 225,460 260 209,520 16,200
BELL & HOWELL CO NEW COM 07785210 2,744,605 121,712 121,712 110,612 11,100
BELLSOUTH CORP COM 07986010 7,076,077,782 172,924,677 172,089,965 412,959 421,753 31,962,443 136,138,880 4,821,554
BELO CORP COM SER A 08055510 16,604,988 1,008,196 1,005,046 2,750 400 930,396 12,700 65,100
BEMIS INC COM 08143710 33,103,864 1,000,419 986,563 5,680 8,176 879,084 23,216 98,119
BENCHMARK ELECTRS IN COM 08160H10 3,002,805 153,990 153,690 300 140,790 13,200
BERGEN BRUNSWIG CORP CL A 08373910 30,724,790 1,850,891 1,849,371 1,020 500 1,717,173 500 133,218
BERKLEY W R CORP COM 08442310 7,082,755 157,178 156,678 500 145,578 11,600
BERKSHIRE HATHAWAY I CL B 08467020 381,189,504 175,179 170,864 2,108 2,207 2,352 172,775 52
BERRY PETE CO CL A 08578910 1,943,617 149,509 149,509 136,209 13,300
BEST BUY INC COM 08651610 149,544,262 4,158,628 4,114,593 35,825 8,210 3,749,758 71,310 337,460
BETHLEHEM STL CORP COM 08750910 2,644,440 1,092,744 1,092,644 100 936,195 156,549
BEVERLY ENTERPRISES COM NEW 08785130 6,140,352 767,544 767,544 698,544 69,000
BINDVIEW DEV CORP COM 09032710 883,661 285,605 285,545 60 257,805 27,800
BIO RAD LABS INC CL A 09057220 2,344,248 65,118 65,118 60,118 5,000
BIO TECHNOLOGY GEN C COM 09057810 2,642,995 423,557 423,174 383 386,857 36,700
BIOCRYST PHARMACEUTI COM 09058V10 483,118 78,086 78,086 78,086
BIOGEN INC COM 09059710 176,137,656 2,782,058 2,761,378 14,440 6,240 2,417,818 121,340 241,300
Page Total 9,570,978,913
Page 9 of 72
BIOMARIN PHARMACEUTI COM 09061G10 823,387 110,715 110,715 110,715
BIOMET INC COM 09061310 130,255,007 3,306,720 3,298,423 8,177 120 2,832,273 140,500 332,147
BIOPURE CORP CL A 09065H10 5,367,451 403,204 302,954 88,195 12,055 381,049 12,055 10,100
BIOVAIL CORP COM 09067J10 19,259,963 533,074 236,140 296,934 527,774 5,300
BIOSITE DIAGNOSTICS COM 09094510 4,090,912 109,091 108,891 200 98,891 10,200
BLACK & DECKER CORP COM 09179710 60,932,345 1,658,023 1,649,278 8,245 500 1,413,771 26,680 217,572
BLACK BOX CORP DEL COM 09182610 7,867,643 176,555 176,235 320 164,755 11,800
BLACK HILLS CORP COM 09211310 12,821,883 280,505 275,390 1,240 3,875 260,030 3,875 16,600
BLACKROCK INC CL A 09247X10 4,821,444 133,929 133,929 122,129 11,800
BLANCH E W HLDGS INC COM 09321010 741,099 93,220 93,220 93,220
BLOCK H & R INC COM 09367110 91,044,522 1,818,708 1,785,673 17,535 15,500 1,545,270 44,800 228,638
BLOCKBUSTER INC CL A 09367910 3,047,047 203,272 203,172 100 179,672 300 23,300
BLYTH INC COM 09643P10 11,093,411 481,276 481,196 80 456,076 25,200
BOB EVANS FARMS INC COM 09676110 13,933,537 784,988 784,988 358,473 390,682 35,833
BOCA RESORTS INC CL A 09688T10 2,568,379 221,412 221,372 40 202,512 18,900
BOEING CO COM 09702310 4,790,331,536 85,986,924 85,836,136 91,330 59,458 16,575,068 67,418,879 1,991,017
BOISE CASCADE CORP COM 09738310 78,282,523 2,493,074 1,177,889 1,315,185 1,030,558 1,331,035 131,481
BONE CARE INTL INC COM 09807210 895,859 54,709 54,709 54,709
BORDERS GROUP INC COM 09970910 14,261,792 847,403 846,063 1,140 200 791,903 200 55,300
BORG WARNER INC COM 09972410 12,452,834 310,777 310,377 200 200 292,377 200 18,200
BORLAND SOFTWARE COR COM 09984910 3,064,854 439,784 439,784 382,484 57,300
BOSTON PRIVATE FINL COM 10111910 534,275 30,100 10,100 20,000 10,100 20,000
BOSTON PROPERTIES IN COM 10112110 35,913,722 934,037 854,537 79,500 883,037 8,200 42,800
BOSTON SCIENTIFIC CO COM 10113710 138,481,153 6,862,297 6,837,612 9,830 14,855 6,017,406 115,675 729,216
BOTTOMLINE TECH DEL COM 10138810 475,456 65,301 65,301 58,901 6,400
BOWATER INC COM 10218310 23,560,644 497,060 495,340 1,620 100 450,460 6,300 40,300
BOWNE & CO INC COM 10304310 3,133,780 283,600 283,440 160 257,300 26,300
BOYD GAMING CORP COM 10330410 851,366 252,631 252,631 252,631
BOYDS COLLECTION LTD COM 10335410 4,086,814 430,191 430,191 389,491 40,700
BOYKIN LODGING CO COM 10343010 1,969,228 177,408 177,308 100 177,408
BRADY CORP CL A 10467410 5,008,258 148,613 146,973 1,540 100 130,413 100 18,100
BRANDYWINE RLTY TR SH BEN INT 10536820 10,845,141 544,982 488,932 56,050 522,482 22,500
BRAUN CONSULTING INC COM 10565110 229,210 56,428 56,428 56,428
BRIGGS & STRATTON CO COM 10904310 19,027,414 495,893 495,493 400 445,171 3,600 47,122
BRIGHT HORIZON FAMIL COM 10919510 2,996,414 126,431 91,272 35,159 117,631 8,800
BRIGHTPOINT INC COM 10947310 1,037,522 431,223 429,223 2,000 393,923 37,300
BRINKER INTL INC COM 10964110 64,103,576 2,296,796 2,269,540 17,206 10,050 2,200,246 22,200 74,350
BRIO TECHNOLOGY INC COM 10970410 617,226 101,819 101,819 101,819
BRISTOL MYERS SQUIBB COM 11012210 2,416,323,274 40,678,843 38,095,745 1,306,845 1,276,253 33,481,989 2,726,488 4,448,766
BRITISH AMERN TOB PL SPONSORED 11044810 18,146,798 1,189,954 1,189,954 1,189,954
BRITISH TELECOMMUNIC ADR FINAL 11102140 6,512,172 87,647 15,050 72,597 86,347 1,300
Page Total 8,021,810,871
Page 10 of 72
BROADBASE SOFTWARE COM 11130R10 797,813 392,818 392,518 300 368,718 24,100
BROADCOM CORP CL A 11132010 123,185,180 4,262,463 4,259,093 2,850 520 3,625,050 162,020 472,993
BROADVISION INC COM 11141210 26,005,582 4,866,314 4,864,484 1,690 140 4,277,009 76,140 513,165
BROADWING INC COM 11162010 40,388,499 2,109,060 2,101,444 5,280 2,336 1,920,524 28,536 160,000
BROCADE COMMUNICATIO COM 11162110 38,426,089 1,839,449 1,746,274 73,875 19,300 1,633,549 48,000 157,900
BROOKLINE BANCORP IN COM 11373910 1,375,959 103,846 92,264 11,582 103,846
BROOKS AUTOMATION IN COM 11434A10 5,162,213 129,867 129,222 645 118,067 11,800
BROOKTROUT INC COM 11458010 569,420 92,035 92,035 92,035
BROWN & BROWN INC COM 11523610 5,770,385 169,468 169,468 154,868 14,600
BROWN FORMAN CORP CL B 11563720 71,814,422 1,159,232 1,157,892 1,340 1,042,260 16,580 100,392
BROWN TOM INC COM NEW 11566020 8,012,961 242,817 242,357 360 100 223,517 100 19,200
BROWN SHOE INC NEW COM 11573610 2,564,485 136,047 135,987 60 121,547 14,500
BRUKER DALTONICS INC COM 11679510 927,101 59,100 59,100 59,100
BRUNSWICK CORP COM 11704310 34,640,079 1,764,650 1,762,490 2,160 1,532,597 26,870 205,183
BRUSH ENGINEERED MAT COM 11742110 2,735,022 146,650 146,650 134,850 11,800
BSQUARE CORP COM 11776U10 2,684,880 242,712 242,512 200 242,712
BUCA INC COM 11776910 883,109 47,428 47,288 140 47,078 350
BUCKEYE PARTNERS L P UNIT LTD P 11823010 847,224 25,200 13,400 10,800 1,000 24,200 1,000
BUCKEYE TECHNOLOGIES COM 11825510 2,325,426 202,211 201,711 500 183,511 18,700
BUCKLE INC COM 11844010 1,371,937 73,170 73,170 73,170
BURLINGTON COAT FACT COM 12157910 4,998,461 253,729 253,729 240,729 13,000
BURLINGTON NORTHN SA COM 12189T10 250,629,167 8,249,808 8,115,723 111,169 22,916 7,220,775 151,980 876,953
BURLINGTON RES INC COM 12201410 189,334,117 4,230,930 4,114,469 98,154 18,307 3,793,351 82,477 354,702
BURNHAM PAC PPTYS IN COM 12232C10 1,132,332 236,395 236,395 236,395
BUSH INDS INC CL A 12316410 841,219 58,418 58,418 58,418
C&D TECHNOLOGIES INC COM 12466110 7,474,190 270,804 270,464 340 250,954 19,850
CBL & ASSOC PPTYS IN COM 12483010 18,591,963 698,946 625,631 73,315 682,146 16,800
CCC INFORMATION SVCS COM 12487Q10 1,305,662 150,839 150,839 150,839
CB RICHARD ELLIS SVC COM 12489L10 2,267,253 150,949 150,909 40 138,749 12,200
CBRL GROUP INC COM 12489V10 11,584,791 636,982 636,422 360 200 596,882 200 39,900
CCBT FINL COS INC COM 12500Q10 376,250 17,200 9,200 8,000 9,200 8,000
C-CUBE MICROSYSTEMS COM 12501N10 4,394,731 356,947 356,347 600 327,297 29,650
C COR NET CORP COM 12501010 1,574,360 235,436 235,376 60 216,136 19,300
C D I CORP COM 12507110 1,149,707 88,439 88,439 88,239 200
CDW COMPUTER CTRS IN COM 12512910 21,285,313 686,623 685,823 500 300 644,123 6,500 36,000
CEC ENTMT INC COM 12513710 10,526,250 237,345 237,125 220 219,945 17,400
CH ENERGY GROUP INC COM 12541M10 5,789,316 130,832 129,196 1,536 100 119,632 100 11,100
C H ROBINSON WORLDWI COM 12541W10 23,865,689 871,806 870,546 1,060 200 807,616 10,600 53,590
CIGNA CORP COM 12550910 341,380,429 3,179,773 3,122,221 34,839 22,713 2,690,384 66,693 422,596
CIT GROUP INC CL A 12557710 130,806,617 4,529,315 4,523,985 5,190 140 4,082,315 77,040 369,960
CLECO CORP NEW COM 12561W10 11,706,056 257,559 255,739 1,720 100 235,159 100 22,300
Page Total 1,411,501,659
Page 11 of 72
CMGI INC COM 12575010 4,061,475 1,599,006 1,583,101 14,695 1,210 1,277,493 27,410 293,903
CMS ENERGY CORP COM 12589610 72,828,269 2,461,246 2,458,256 2,990 2,204,662 37,600 218,984
CPI CORP COM 12590210 1,160,747 58,772 58,772 52,572 6,200
CPB INC COM 12590310 1,601,630 55,589 55,589 55,589
CSS INDS INC COM 12590610 898,952 41,142 41,142 38,142 3,000
CSK AUTO CORP COM 12596510 859,326 124,540 124,460 80 124,540
CNA FINL CORP COM 12611710 8,630,420 246,513 245,953 560 228,013 2,900 15,600
CNA SURETY CORP COM 12612L10 1,712,522 128,955 128,955 128,955
CNF INC COM 12612W10 16,271,454 563,221 562,421 700 100 500,672 100 62,449
CNET NETWORKS INC COM 12613R10 6,082,673 543,727 542,323 1,304 100 481,777 10,300 51,550
CSG SYS INTL INC COM 12634910 24,064,328 584,270 567,050 17,020 200 540,770 6,600 36,900
CSX CORP COM 12640810 140,631,414 4,173,039 4,144,755 20,196 8,088 3,611,558 76,593 484,888
CTC COMMUNICATIONS G COM 12641910 760,375 120,465 108,815 100 11,550 108,915 11,550
CT COMMUNICATIONS IN COM NEW 12642640 1,535,316 120,417 120,277 140 108,617 11,800
CTS CORP COM 12650110 4,591,456 221,275 220,955 320 203,675 17,600
CUNO INC COM 12658310 3,661,656 126,264 126,224 40 113,564 12,700
CVB FINL CORP COM 12660010 2,319,355 145,232 145,232 131,042 14,190
CVS CORP COM 12665010 453,715,878 7,757,153 7,603,176 116,735 37,242 6,584,874 163,392 1,006,937
CV THERAPEUTICS INC COM 12666710 4,180,473 126,681 126,681 116,681 10,000
CABLE & WIRELESS PUB SPONSORED 12683020 8,549,865 415,042 43,150 371,892 404,842 10,200
CABLEVISION SYS CORP CL A 12686C10 42,516,155 604,266 599,196 2,543 2,527 530,739 13,927 59,600
CABLEVISION SYS CORP CL A RAINB 12686C84 6,624,254 254,779 254,779 219,479 5,700 29,600
CABLETRON SYS INC COM 12692010 42,767,744 3,315,329 3,293,826 21,283 220 2,979,706 56,170 279,253
CABLE DESIGN TECHNOL COM 12692410 7,354,255 548,825 548,425 400 520,825 28,000
CACHEFLOW INC COM 12694610 506,013 114,044 113,794 200 50 101,694 2,050 10,200
CABOT CORP COM 12705510 87,419,556 2,775,224 986,561 34,924 1,753,739 940,585 1,762,039 72,600
CABOT INDUSTRIAL TRU COM 12707210 11,006,221 567,331 567,331 540,831 26,500
CABOT MICROELECTRONI COM 12709P10 32,866,023 742,735 282,767 15,256 444,712 281,405 444,712 16,618
CABOT OIL & GAS CORP CL A 12709710 7,052,427 261,201 206,783 14,432 39,986 203,215 39,986 18,000
CACI INTL INC CL A 12719030 2,143,881 79,403 79,403 73,403 6,000
CADENCE DESIGN SYSTE COM 12738710 48,989,569 2,649,517 2,639,307 6,530 3,680 2,432,137 33,480 183,700
CADIZ INC COM 12753710 2,824,353 284,226 284,226 259,126 25,100
CADMUS COMMUNICATION COM 12758710 266,846 25,115 25,115 25,115
CAL DIVE INTL INC COM 12791410 4,634,540 182,642 181,242 1,400 171,242 11,400
CALGON CARBON CORP COM 12960310 2,017,752 269,753 269,753 258,453 11,300
CALIFORNIA AMPLIFIER COM 12990010 489,833 97,363 97,030 333 87,663 9,700
CALIFORNIA WTR SVC G COM 13078810 2,921,804 102,161 102,161 92,361 9,800
CALIPER TECHNOLOGIES COM 13087610 754,843 46,812 46,455 357 43,112 3,700
CALLAWAY GOLF CO COM 13119310 29,066,049 1,308,692 1,307,232 1,260 200 1,211,745 200 96,747
CALLON PETE CO DEL COM 13123X10 606,681 49,124 49,124 49,124
CALPINE CORP COM 13134710 271,388,154 4,928,058 4,920,133 7,425 500 4,369,490 92,100 466,268
Page Total 1,362,334,537
Page 12 of 72
CAMBREX CORP COM 13201110 11,510,845 277,036 247,336 29,600 100 260,636 100 16,100
CAMBRIDGE TECH PARTN COM 13252410 1,382,002 368,534 368,534 368,534
CAMDEN PPTY TR SH BEN INT 13313110 12,898,273 387,918 387,918 363,618 24,300
CAMINUS CORP COM 13376610 668,167 32,694 32,694 32,694
CAMPBELL SOUP CO COM 13442910 232,719,619 7,791,082 7,759,843 11,087 20,152 6,453,911 316,312 1,016,459
CANON INC ADR 13800630 21,779,669 595,887 68,600 527,287 586,287 9,600
CAPITAL CITY BK GROU COM 13967410 705,160 27,997 27,997 27,997
CAPITAL AUTOMOTIVE R COM SH BEN 13973310 5,048,496 315,531 315,431 100 299,831 15,700
CAPITAL ONE FINL COR COM 14040H10 204,339,900 3,681,800 3,628,948 49,687 3,165 3,143,384 146,235 390,081
CAPITOL FED FINL COM 14057C10 5,097,066 319,826 319,826 296,626 23,200
CAPSTONE TURBINE COR COM 14067D10 1,270,519 44,776 44,776 44,464 312
CAPSTEAD MTG CORP COM NEW 14067E40 1,845,061 137,897 137,897 127,397 10,500
CARBO CERAMICS INC COM 14078110 1,178,482 34,918 34,618 300 34,918
CARAUSTAR INDS INC COM 14090910 6,253,811 778,709 225,533 553,176 751,509 27,200
CARDINAL HEALTH INC COM 14149Y10 578,754,533 5,981,959 5,860,130 103,100 18,729 5,133,346 214,849 630,764
CARDIODYNAMICS INTL COM 14159710 667,087 184,024 184,024 184,024
CAREER EDUCATION COR COM 14166510 10,605,011 211,045 210,705 340 196,845 13,300
CAREMARK RX INC COM 14170510 22,794,402 1,748,037 1,746,125 1,450 462 1,594,475 462 153,100
CARLISLE COS INC COM 14233910 11,106,490 340,481 340,181 200 100 318,872 100 21,100
CARLTON COMMUNICATIO ADR 14287220 379,288 13,200 13,200 13,200
CARNIVAL CORP COM 14365810 241,502,155 8,727,942 8,677,025 42,017 8,900 7,664,681 128,800 934,461
CARPENTER TECHNOLOGY COM 14428510 50,034,019 1,783,744 225,260 1,558,484 211,460 1,558,484 13,800
CARRAMERICA RLTY COR COM 14441810 17,055,234 597,800 597,310 490 548,500 8,200 41,100
CARREKER CORP COM 14443310 9,362,497 492,763 492,763 492,763
CARRIER ACCESS CORP COM 14446010 419,385 79,883 79,883 79,883
CARTER WALLACE INC COM 14628510 9,068,211 364,039 364,039 347,539 16,500
CASCADE CORP COM 14719510 469,169 36,740 36,740 36,740
CASCADE NAT GAS CORP COM 14733910 1,602,521 78,748 78,748 75,548 3,200
CASELLA WASTE SYS IN CL A 14744810 1,130,548 126,502 126,502 126,502
CASEYS GEN STORES IN COM 14752810 4,261,568 357,005 356,485 520 327,405 29,600
CASH AMER INTL INC COM 14754D10 1,031,918 169,167 169,167 169,167
CASINO DATA SYS COM 14758310 315,237 35,900 900 35,000 900 35,000
CASS INFORMATION SYS COM 14808P10 982,952 53,494 53,494 53,494
CATALINA MARKETING C COM 14886710 17,170,382 527,184 524,784 500 1,900 486,284 7,800 33,100
CATALYTICA ENERGY SY COM 14888410 371,673 17,752 17,752 17,752
CATELLUS DEV CORP COM 14911110 18,193,801 1,155,162 1,037,892 117,270 1,089,462 65,700
CATERPILLAR INC DEL COM 14912310 357,019,614 8,044,606 7,942,456 66,645 35,505 7,163,474 148,575 732,357
CATHAY BANCORP INC COM 14915010 3,719,229 76,488 69,488 7,000 63,188 7,000 6,300
CATO CORP NEW CL A 14920510 1,862,838 123,678 123,678 119,978 3,700
CEDAR FAIR L P DEPOSITRY 15018510 715,950 32,250 25,250 7,000 32,250
CELL GENESYS INC COM 15092110 3,817,703 267,909 267,709 200 245,809 22,100
Page Total 1,871,110,485
Page 13 of 72
CELERITEK INC COM 15092610 1,033,260 81,040 81,040 72,740 8,300
CELL THERAPEUTICS IN COM 15093410 3,983,466 222,081 222,081 203,881 18,200
CELGENE CORP COM 15102010 10,767,750 430,710 429,790 820 100 381,710 8,300 40,700
CELL PATHWAYS INC NE COM 15114R10 648,923 158,506 158,506 158,506
CELSION CORPORATION COM 15117N10 303,888 237,413 237,413 237,413
CENDANT CORP COM 15131310 210,559,465 14,431,766 14,352,731 45,265 33,770 12,608,908 267,447 1,554,711
CENTENNIAL COMMUNCTN CL A NEW 15133V20 1,265,395 119,096 119,096 114,496 4,600
CENTER TR INC COM 15184510 258,661 65,985 65,985 65,985
CENTERPOINT PPTYS TR SH BEN INT 15189510 16,523,150 354,194 310,714 43,480 340,794 13,400
CENTEX CONSTRUCTION COM 15231R10 3,505,418 124,748 109,548 200 15,000 109,048 15,000 700
CENTEX CORP COM 15231210 51,095,220 1,226,776 1,225,176 1,500 100 1,069,983 10,600 146,193
CENTILLIUM COMMUNICA COM 15231910 1,161,930 47,548 47,548 47,548
CENTRAL GARDEN & PET COM 15352710 1,027,624 120,897 120,897 120,897
CENTRAL PKG CORP COM 15478510 1,898,078 104,290 104,190 100 101,590 2,700
CENTRAL VT PUB SVC C COM 15577110 312,419 18,946 18,946 18,946
CENTURA BKS INC COM 15640T10 13,338,346 269,734 268,774 860 100 238,916 5,100 25,000
CENTURY ALUM CO COM 15643110 1,175,664 73,479 73,479 73,479
CENTURY BUSINESS SVC COM 15649010 1,321,480 528,592 478,592 50,000 528,592
CENTURY SOUTH BKS IN COM 15668310 2,413,674 74,699 74,699 67,999 6,700
CENTURYTEL INC COM 15670010 84,642,300 2,944,080 2,623,732 252,070 68,278 2,614,230 112,708 217,142
CEPHALON INC COM 15670810 12,014,346 249,976 247,048 2,868 60 219,616 5,060 25,300
CERIDIAN CORP COM 15677T10 32,841,773 1,775,231 1,775,231 1,635,313 6,400 133,518
CERIDIAN CORP NEW COM 15677910 567,901 40,420 40,420 33,425 6,995
CERNER CORP COM 15678210 22,166,017 647,183 646,783 400 629,983 17,200
CERUS CORP COM 15708510 3,363,648 76,230 76,230 69,630 6,600
CHAMPION ENTERPRISES COM 15849610 1,919,209 372,662 372,662 338,362 34,300
CHAMPIONSHIP AUTO RA COM 15871110 1,399,469 86,387 80,047 240 6,100 71,787 6,100 8,500
CHARLES RIV LABS INT COM 15986410 979,902 39,592 16,592 23,000 39,592
CHARTER ONE FINL INC COM 16090310 109,090,415 3,854,785 3,838,740 15,655 390 3,401,956 67,895 384,934
CHARTER MUN MTG ACCE SH BEN INT 16090810 2,063,147 135,466 135,466 120,066 15,400
CHARMING SHOPPES INC COM 16113310 3,896,438 751,193 751,193 658,593 92,600
CHARTER COMMUNICATIO CL A 16117M10 14,940,350 660,347 658,627 1,720 595,197 10,500 54,650
CHARTERED SEMICONDUC ADR 16133R10 9,991,071 415,481 32,400 383,081 407,781 7,700
CHATEAU CMNTYS INC COM 16172610 7,043,137 232,831 232,831 218,531 14,300
CHEAP TICKETS INC COM 16267210 678,468 66,192 66,192 66,192
CHECKFREE CORP NEW COM 16281310 17,882,477 607,483 606,608 575 300 559,183 6,800 41,400
CHECKPOINT SYS INC COM 16282510 2,813,576 297,733 297,733 297,733
CHEESECAKE FACTORY I COM 16307210 12,795,814 347,599 345,024 2,475 100 330,599 100 16,900
CHELSEA PPTY GROUP I COM 16342110 16,504,504 391,102 344,042 47,060 380,302 10,800
CHEMED CORP COM 16359610 2,531,572 72,851 72,771 80 65,751 7,100
CHEMFIRST INC COM 16361A10 3,059,366 114,798 114,798 103,798 11,000
Page Total 685,778,711
Page 14 of 72
CHEMICAL FINL CORP COM 16373110 2,546,797 113,191 113,191 102,891 10,300
CHESAPEAKE CORP COM 16515910 2,923,706 126,294 126,194 100 114,994 11,300
CHESAPEAKE ENERGY CO COM 16516710 8,434,483 953,049 952,249 800 873,249 79,800
CHEVRON CORPORATION COM 16675110 1,123,504,165 12,796,175 12,534,262 124,641 137,272 10,996,800 345,992 1,452,883
CHICOS FAS INC COM 16861510 3,556,197 108,381 108,381 98,981 9,400
CHILDRENS PL RETAIL COM 16890510 3,368,688 140,362 140,162 200 128,462 11,900
CHOICE HOTELS INTL I COM 16990510 5,536,128 404,097 403,947 150 368,747 150 35,200
CHIQUITA BRANDS INTL COM 17003210 359,061 276,201 276,201 276,201
CHIRON CORP COM 17004010 146,906,399 3,348,294 3,340,427 7,067 800 3,032,498 61,500 254,296
CHITTENDEN CORP COM 17022810 7,399,641 237,168 223,529 5,339 8,300 203,707 8,300 25,161
CHOICE ONE COMMUNICA COM 17038P10 494,731 79,963 79,358 605 79,963
CHOICEPOINT INC COM 17038810 20,899,959 618,342 616,566 1,626 150 567,942 7,650 42,750
CHRIS CRAFT INDS INC COM 17052010 15,547,925 245,817 245,422 295 100 228,852 2,200 14,765
CHROMAVISION MED SYS COM 17111P10 455,581 97,201 97,201 97,201
CHUBB CORP COM 17123210 252,732,873 3,488,858 3,418,389 29,757 40,712 2,957,491 96,412 434,855
CHURCH & DWIGHT INC COM 17134010 10,110,860 465,295 465,195 100 426,595 38,700
CHURCHILL DOWNS INC COM 17148410 2,517,350 82,401 82,401 75,601 6,800
CIBER INC COM 17163B10 1,729,823 354,472 352,488 1,984 321,572 32,900
CIENA CORP COM 17177910 77,660,260 1,860,126 1,855,706 4,200 220 1,622,118 34,420 203,388
CINCINNATI FINL CORP COM 17206210 114,186,879 3,009,908 3,000,888 8,440 580 2,650,006 49,590 310,312
CINERGY CORP COM 17247410 105,298,755 3,138,562 3,133,094 4,688 780 2,814,175 55,440 268,847
CIRCUIT CITY STORE I CIRCT
CITY 17273710 39,982,659 3,771,949 3,766,879 4,810 260 3,298,982 65,415 407,352
CISCO SYS INC COM 17275R10 2,396,404,926 151,556,092 146,348,982 3,530,175 1,676,935 125,963,282 6,982,795 18,530,615
CIRRUS LOGIC CORP COM 17275510 12,863,266 861,168 858,498 540 2,130 819,238 2,130 39,700
CITADEL COMMUNICATIO COM 17285320 7,296,633 293,332 293,012 220 100 268,532 100 24,700
CINTAS CORP COM 17290810 94,532,628 2,398,088 2,384,466 2,672 10,950 2,045,099 105,450 245,839
CITIGROUP INC COM 17296710 9,572,047,300 212,806,743 210,642,986 1,635,451 528,306 89,568,244 111,784,059 11,447,500
CITIZENS BKG CORP MI COM 17442010 9,690,023 363,099 362,099 1,000 333,099 30,000
CITIZENS COMMUNICATI COM 17453B10 63,168,015 4,993,519 4,970,263 23,056 200 4,413,944 77,700 501,875
CITRIX SYS INC COM 17737610 73,498,057 3,479,198 3,472,958 6,020 220 3,040,333 136,920 299,945
CITY BK LYNNWOOD WAS COM 17770A10 1,088,918 52,478 52,478 52,478
CITY HLDG CO COM 17783510 256,465 28,697 28,497 200 28,697
CITY NATL CORP COM 17856610 16,895,291 439,867 439,767 100 406,167 5,100 28,600
CLAIRES STORES INC COM 17958410 9,035,867 510,501 509,221 1,080 200 466,576 200 43,725
CLARCOR INC COM 17989510 4,516,257 195,509 195,409 100 171,859 23,650
CLARENT CORP DEL COM 18046110 2,269,272 189,106 189,106 174,606 14,400
CLARUS CORP COM 18270710 662,432 103,911 103,911 103,911
CLAYTON HOMES INC COM 18419010 16,592,536 1,376,974 1,375,404 650 920 1,225,008 920 151,046
CLEAR CHANNEL COMMUN COM 18450210 579,831,189 10,648,874 10,581,477 63,521 3,876 9,243,358 179,116 1,225,921
CLEVELAND CLIFFS INC COM 18589610 1,478,052 82,114 82,014 100 78,314 3,800
CLOROX CO DEL COM 18905410 144,310,746 4,588,577 4,574,342 7,295 6,940 3,896,365 88,040 604,072
Page Total 14,952,590,793
Page 15 of 72
CLOSURE MED CORP COM 18909310 821,814 48,342 48,342 48,342
COACH INC COM 18975410 575,309 19,900 19,800 100 19,900
COACHMEN INDS INC COM 18987310 1,120,173 125,159 125,159 116,859 8,300
COCA COLA BOTTLING C COM 19109810 1,218,164 30,125 30,125 30,125
COCA COLA CO COM 19121610 2,310,019,352 51,151,890 48,386,501 1,242,744 1,522,645 41,810,911 3,286,265 6,027,714
COCA COLA ENTERPRISE COM 19121910 120,079,683 6,753,638 6,743,653 9,035 950 6,035,742 116,510 601,286
COGNEX CORP COM 19242210 5,951,038 240,446 227,886 460 12,100 200,446 16,700 23,300
COGNIZANT TECHNOLOGY CL A 19244610 3,579,422 119,068 119,068 119,068
COHERENT INC COM 19247910 7,540,093 212,397 212,087 310 194,997 17,400
COHU INC COM 19257610 2,555,358 164,205 164,185 20 149,205 15,000
COINSTAR INC COM 19259P30 2,714,823 162,079 162,039 40 146,779 15,300
COLDWATER CREEK INC COM 19306810 565,007 25,078 25,078 25,078
COLE KENNETH PRODTNS CL A 19329410 1,524,020 61,083 61,083 55,783 5,300
COLLATERAL THERAPEUT COM 19392110 469,712 48,959 48,959 48,959
COLGATE PALMOLIVE CO COM 19416210 604,178,689 10,933,382 10,700,131 174,102 59,149 9,306,477 482,799 1,137,806
COLLINS & AIKMAN COR COM 19483010 2,108,396 481,369 481,369 435,469 45,900
COLONIAL BANCGROUP I COM 19549330 15,248,649 1,172,973 1,158,601 14,372 1,109,373 63,600
COLONIAL PPTYS TR COM SH BEN 19587210 5,587,699 208,108 208,108 193,308 14,800
COLUMBIA FINL KY INC COM 19764R10 216,800 27,100 27,100 27,100
COLUMBIA LABS INC COM 19777910 972,585 161,559 161,559 161,559
COLUMBIA SPORTSWEAR COM 19851610 2,866,765 63,028 62,728 300 58,228 4,800
COLUMBUS MCKINNON CO COM 19933310 622,202 79,647 79,647 79,647
COMFORT SYS USA INC COM 19990810 494,605 202,707 202,527 180 202,707
COMCAST CORP CL A 20030010 1,620,008 39,333 38,033 700 600 38,733 600
COMCAST CORP CL A SPL 20030020 764,046,931 18,218,922 17,645,661 502,794 70,467 16,068,298 362,037 1,787,787
COMDISCO INC COM 20033610 29,785,392 3,723,174 3,721,154 1,620 400 3,606,414 14,800 101,960
COMERICA INC COM 20034010 215,206,581 3,499,294 3,334,178 158,296 6,820 3,089,873 62,620 346,801
COMMERCE BANCORP INC COM 20051910 14,348,220 239,137 238,222 768 147 219,690 147 19,300
COMMERCE BANCSHARES COM 20052510 16,631,640 446,487 406,286 37,921 2,280 395,712 11,855 38,920
COMMERCE GROUP INC M COM 20064110 9,200,320 287,510 250,210 37,300 270,910 16,600
COMMERCE ONE INC DEL COM 20069310 11,330,053 1,214,368 1,097,663 76,026 40,679 1,027,339 63,479 123,350
COMMERCIAL FEDERAL C COM 20164710 9,583,603 429,758 429,658 100 394,358 100 35,300
COMMERCIAL METALS CO COM 20172310 2,533,393 100,932 100,932 91,232 9,700
COMMERCIAL NET LEASE COM 20221810 3,385,880 286,939 286,919 20 264,639 22,300
COMMONWEALTH TEL ENT COM 20334910 3,453,691 100,107 99,807 300 92,507 7,600
COMMSCOPE INC COM 20337210 7,584,412 454,701 454,001 400 300 413,901 6,400 34,400
COMMUNITY HEALTH SYS COM 20366810 1,267,993 44,491 44,491 44,491
COMMUNITY FIRST BANK COM 20390210 7,268,389 360,053 360,053 331,853 28,200
COMPANHIA DE BEBIDAS SPON ADR P 20441W20 922,325 39,500 39,500 39,500
COMPANHIA VALE DO RI SPON ADR P 20441210 589,465 23,962 23,962 23,962
COMPANIA ANONIMA NAC SPON ADR D 20442110 351,461 18,070 18,070 18,070
Page Total 4,190,140,115
Page 16 of 72
COMPANIA DE TELECOMU SPON ADR N 20444930 407,880 30,900 30,900 30,900
COMPASS BANCSHARES I COM 20449H10 25,387,237 1,187,707 1,184,827 2,480 400 1,089,357 15,300 83,050
COMPAQ COMPUTER CORP COM 20449310 574,290,826 31,554,441 31,373,010 130,361 51,070 27,667,743 596,543 3,288,455
COMPLETE BUSINESS SO COM 20452F10 1,614,222 174,134 174,094 40 174,134
COMPUCREDIT CORP COM 20478N10 775,753 103,008 103,008 94,208 8,700
COMPUTER ASSOC INTL COM 20491210 311,373,496 11,447,555 11,426,706 19,897 952 9,845,328 171,662 1,430,065
COMPUTER NETWORK TEC COM 20492510 2,478,794 222,813 221,103 1,710 207,013 15,800
COMPUTER SCIENCES CO COM 20536310 106,269,394 3,284,989 3,174,234 49,573 61,182 2,810,400 106,842 367,647
COMPX INTERNATIONAL CL A 20563P10 620,828 53,290 53,190 100 53,290
COMPUWARE CORP COM 20563810 64,428,760 6,608,078 6,594,843 12,595 640 5,816,825 112,510 678,343
COMSTOCK RES INC COM NEW 20576820 1,905,367 169,366 150,815 18,551 169,366
COMVERSE TECHNOLOGY COM PAR $0 20586240 188,905,928 3,207,776 3,203,066 4,290 420 2,811,443 121,880 272,653
CONAGRA FOODS INC COM 20588710 647,541,760 35,501,193 30,559,562 4,915,491 26,140 8,914,493 25,354,117 1,232,183
COMPUTER HORIZONS CO COM 20590810 781,567 223,305 223,305 204,805 18,500
COM21 INC COM 20593710 291,086 145,543 145,543 145,543
CONCORD CAMERA CORP COM 20615610 1,159,396 164,174 164,174 150,074 14,100
CONCORD COMMUNICATIO COM 20618610 921,733 112,585 112,585 112,385 200
CONCORD EFS INC COM 20619710 139,517,516 3,450,244 3,442,474 7,210 560 2,970,184 149,660 328,100
CONCURRENT COMPUTER COM 20671020 2,603,018 416,483 416,133 350 381,783 34,700
CONECTIV INC COM 20682910 26,389,271 1,207,747 1,204,120 2,640 987 1,145,485 987 61,275
CONEXANT SYSTEMS INC COM 20714210 38,040,608 4,256,530 4,200,276 26,989 29,265 3,788,305 102,565 365,360
CONMED CORP COM 20741010 2,136,702 111,362 111,002 360 106,162 5,200
CONNECTICUT BANCSHAR COM 20754010 242,150 11,600 11,600 11,600
CONNETICS CORP COM 20819210 860,580 170,008 170,008 162,208 7,800
CONOCO INC CL A 20825130 13,338,789 474,690 470,900 3,390 400 461,690 400 12,600
CONOCO INC CL B 20825140 307,047,470 10,868,937 10,815,122 34,322 19,493 9,656,057 222,790 989,990
CONSECO INC COM 20846410 98,138,660 6,095,569 6,076,895 13,260 5,414 5,440,332 109,332 545,605
CONSOL ENERGY INC COM 20854P10 14,527,674 421,092 421,092 404,092 17,000
CONSOLIDATED EDISON COM 20911510 302,308,979 8,148,490 4,058,907 4,083,635 5,948 3,516,541 4,145,235 486,514
CONSOLIDATED STORES COM 21014910 20,798,535 2,069,506 2,067,131 2,375 1,861,774 30,570 177,162
CONSTELLATION BRANDS CL A 21036P10 14,021,241 195,418 195,393 25 185,818 9,600
CONSTELLATION ENERGY COM 21037110 131,595,767 2,984,031 2,964,535 12,476 7,020 2,575,648 56,170 352,113
CONTINENTAL AIRLS IN CL B 21079530 13,152,034 317,682 317,382 300 287,682 4,300 25,700
CONVERA CORP CL A 21191910 804,514 93,277 93,277 85,777 7,500
CONVERGYS CORP COM 21248510 92,550,786 2,565,866 2,297,628 195,337 72,901 2,239,812 171,101 153,453
COOPER CAMERON CORP COM 21664010 37,071,810 686,515 685,655 760 100 524,319 124,496 37,700
COOPER COS INC COM NEW 21664840 10,076,364 212,806 211,506 1,300 203,106 9,700
COOPER INDS INC COM 21666910 77,419,222 2,314,476 2,291,814 13,762 8,900 1,580,711 499,010 234,755
COOPER TIRE & RUBR C COM 21683110 16,915,824 1,490,381 1,485,576 3,805 1,000 1,344,318 12,900 133,163
COORS ADOLPH CO CL B 21701610 46,690,392 713,484 712,699 785 619,338 9,400 84,746
COORSTEK INC COM 21702010 887,964 32,217 32,217 32,217
Page Total 3,336,289,897
Page 17 of 72
COPART INC COM 21720410 6,439,412 314,271 313,971 300 289,271 25,000
COPPER MTN NETWORKS COM 21751010 910,923 268,709 267,272 1,437 237,309 1,300 30,000
COR THERAPEUTICS INC COM 21775310 11,953,777 531,279 529,859 1,220 200 491,519 6,200 33,560
CORINTHIAN COLLEGES COM 21886810 2,933,661 72,886 72,886 66,486 6,400
CORIXA CORP COM 21887F10 2,302,072 287,759 287,339 320 100 262,827 100 24,832
CORN PRODS INTL INC COM 21902310 7,103,380 276,827 270,684 1,589 4,554 249,573 4,554 22,700
CORNERSTONE RLTY INC COM 21922V10 4,064,285 384,148 384,148 356,748 27,400
CORNING INC COM 21935010 374,129,904 18,082,644 17,545,829 422,457 114,358 15,259,909 782,448 2,030,487
CORPORATE EXECUTIVE COM 21988R10 13,245,602 438,785 438,585 200 426,385 12,400
CORPORATE OFFICE PPT SH BEN INT 22002T10 563,885 59,294 59,294 59,294
CORRECTIONS CORP AME COM 22025Y10 787,244 984,056 984,056 984,056
CORUS BANKSHARES INC COM 22087310 5,190,525 101,775 101,775 95,075 6,700
CORVEL CORP COM 22100610 1,342,835 37,960 37,960 37,960
CORVIS CORP COM 22100910 1,448,371 205,998 205,958 40 190,298 15,700
COST PLUS INC CALIF COM 22148510 3,825,893 165,896 165,856 40 150,996 14,900
COSTCO WHSL CORP NEW COM 22160K10 339,042,010 8,638,013 8,615,861 17,936 4,216 7,372,612 145,256 1,119,845
COSTAR GROUP INC COM 22160N10 1,731,367 90,529 90,529 81,929 8,600
COUNTRYWIDE CR INDS COM 22237210 111,382,999 2,257,001 2,252,771 4,130 100 1,971,459 36,660 248,882
COUSINS PPTYS INC COM 22279510 10,605,965 424,069 424,069 398,969 25,100
COVANTA ENERGY CORP COM 22281N10 9,738,187 579,654 579,454 200 543,854 35,800
COVAD COMMUNICATIONS COM 22281420 1,262,022 939,005 938,255 750 839,255 2,100 95,650
COVANCE INC COM 22281610 8,525,101 663,432 662,246 1,186 620,632 42,800
COVENTRY HEALTH CARE COM 22286210 15,389,311 929,194 928,754 440 891,494 37,700
COX COMMUNICATIONS I CL A 22404410 80,021,004 1,798,629 1,788,231 5,530 4,868 1,300,653 21,268 476,708
COX RADIO INC CL A 22405110 4,193,827 199,611 199,438 173 173,111 5,500 21,000
CRANE CO COM 22439910 29,716,042 1,140,731 1,130,538 4,960 5,233 1,036,834 24,503 79,394
CRAWFORD & CO CL B 22463310 3,669,590 272,832 272,832 246,332 26,500
CREDENCE SYS CORP COM 22530210 9,780,550 477,100 476,600 300 200 431,100 8,100 37,800
CREDIT ACCEP CORP MI COM 22531010 691,096 130,101 130,101 130,101
CREDIT SUISSE FIRST COM CSFBDI 22541L10 556,979 122,413 122,313 100 121,813 500
CREE INC COM 22544710 5,385,562 359,757 359,337 320 100 314,857 7,500 37,200
CRESCENT REAL ESTATE COM 22575610 21,486,503 946,542 945,382 1,160 816,388 11,100 119,054
CRESTLINE CAP CORP COM 22615310 2,992,825 110,233 110,193 40 99,233 11,000
CRITICAL PATH INC COM 22674V10 574,730 282,979 282,519 360 100 252,579 5,100 25,300
CROMPTON CORP COM 22711610 14,041,787 1,253,731 1,246,833 4,412 2,486 1,170,441 2,486 80,804
CROSS TIMBERS OIL CO COM 22757310 17,255,922 697,209 696,159 1,050 653,409 43,800
CROSSMANN CMNTYS INC COM 22764E10 1,909,953 73,285 73,285 73,285
CROSSROADS SYS INC COM 22765D10 369,061 65,611 65,511 100 65,511
CROWN AMERN RLTY TR SH BEN INT 22818610 598,866 88,721 88,721 88,721
CROWN CASTLE INTL CO COM 22822710 10,790,764 728,515 726,585 1,730 200 655,815 12,200 60,400
CROWN CORK & SEAL IN COM 22825510 4,002,586 988,293 984,473 3,820 794,449 11,000 182,744
Page Total 1,141,956,378
Page 18 of 72
CROWN MEDIA HLDGS IN CL A 22841110 1,349,019 71,001 71,001 71,001
CRYOLIFE INC COM 22890310 2,869,517 110,664 110,664 99,864 10,800
CUBIC CORP COM 22966910 982,668 38,536 38,536 38,536
CUBIST PHARMACEUTICA COM 22967810 5,319,783 217,134 213,034 4,100 199,934 17,200
CULLEN FROST BANKERS COM 22989910 14,120,795 412,286 411,286 900 100 376,935 100 33,400
CUMMINS ENGINE INC COM 23102110 33,730,553 898,523 896,843 1,680 789,688 7,700 101,135
CUMULUS MEDIA INC CL A 23108210 1,421,490 245,890 237,790 8,100 245,890
CURAGEN CORP COM 23126R10 5,270,301 224,871 224,271 300 300 207,471 300 17,100
CURTISS WRIGHT CORP COM 23156110 1,880,688 38,978 38,978 36,278 2,700
CYBER-CARE INC COM 23243T10 872,849 297,191 293,791 3,400 297,191
CYBERSOURCE CORP COM 23251J10 275,821 157,612 157,612 157,112 300
CYBERONICS INC COM 23251P10 4,250,965 262,616 214,266 48,350 250,116 12,500
CYBEROPTICS CORP COM 23251710 1,150,516 109,573 109,573 109,573
CYGNUS INC COM 23256010 1,253,973 167,868 165,868 2,000 165,868 2,000
CYLINK CORP COM 23256510 239,408 119,704 119,704 119,704
CYMER INC COM 23257210 5,004,057 231,348 230,988 260 100 212,148 100 19,100
CYPRESS SEMICONDUCTO COM 23280610 21,396,138 1,206,776 1,203,986 2,370 420 1,094,056 15,120 97,200
CYTEC INDS INC COM 23282010 14,486,200 452,411 450,731 680 1,000 423,311 1,000 28,100
CYTOGEN CORP COM 23282410 1,896,196 583,445 574,445 1,000 8,000 522,445 8,000 53,000
CYTYC CORP COM 23294610 11,453,673 694,162 668,080 26,082 611,362 13,800 69,000
DDI CORP COM 23316210 7,435,192 440,604 440,604 431,904 8,700
DMC STRATEX NETWORKS COM 23322L10 3,657,303 440,639 438,489 2,050 100 385,539 9,200 45,800
DQE INC COM 23329J10 20,673,209 709,201 706,209 1,892 1,100 495,853 167,548 45,800
DPL INC COM 23329310 38,716,685 1,377,818 1,370,893 6,425 500 1,273,988 16,200 87,630
D R HORTON INC COM 23331A10 9,806,789 463,678 463,145 533 425,938 37,740
DSP GROUP INC COM 23332B10 5,260,824 339,408 339,008 200 200 320,008 200 19,200
DST SYS INC DEL COM 23332610 50,001,462 1,037,590 1,019,920 1,370 16,300 959,190 25,200 53,200
DTE ENERGY CO COM 23333110 110,328,425 2,772,071 2,768,446 2,800 825 2,399,515 47,835 324,721
DVI INC COM 23334310 1,300,923 84,366 63,366 21,000 84,366
DAL-TILE INTL INC COM 23426R10 6,526,327 433,643 432,473 1,170 397,343 36,300
DALLAS SEMICONDUCTOR COM 23520410 17,174,142 660,290 646,640 8,950 4,700 606,890 12,100 41,300
DANA CORP COM 23581110 50,704,021 2,951,340 2,931,730 5,289 14,321 2,508,868 56,116 386,356
DANAHER CORP DEL COM 23585110 138,179,638 2,532,618 2,521,928 10,340 350 2,285,420 40,010 207,188
DANIELSON HLDG CORP COM 23627410 241,040 52,400 12,400 40,000 52,400
DARDEN RESTAURANTS I COM 23719410 58,756,146 2,473,943 2,463,838 3,205 6,900 2,128,764 46,370 298,809
DATA BROADCASTING CO COM 23759610 3,733,984 491,702 491,702 440,902 50,800
DATA RETURN CORP COM 23785M10 254,778 84,926 84,826 100 84,926
DATASCOPE CORP COM 23811310 3,537,387 97,753 97,353 400 89,353 8,400
DATASTREAM SYS INC COM 23812410 1,145,206 120,548 120,548 119,648 900
DAVITA INC COM 23918K10 23,859,039 1,405,126 1,404,466 660 1,350,726 54,400
DAVOX CORP COM 23920810 803,222 70,613 70,613 70,613
Page Total 681,320,352
Page 19 of 72
DEAN FOODS CO COM 24236110 13,281,923 392,260 391,680 380 200 367,210 200 24,850
DEB SHOPS INC COM 24272810 201,504 11,273 11,273 11,273
DEERE & CO COM 24419910 165,459,726 4,553,102 4,542,582 8,165 2,355 3,898,562 68,215 586,325
DEL MONTE FOODS CO COM 24522P10 3,108,063 381,826 381,486 340 343,626 38,200
DELHAIZE AMER INC CL A 24668810 2,955,127 144,505 143,380 1,125 138,269 6,236
DELHAIZE AMER INC CL B 24668820 15,996,557 792,301 789,361 2,380 560 686,274 17,160 88,867
DELL COMPUTER CORP COM 24702510 1,333,685,094 51,920,625 51,422,189 397,226 101,210 43,560,482 1,949,035 6,382,708
DELPHI AUTOMOTIVE SY COM 24712610 908,228,615 64,095,174 64,067,709 21,149 6,316 9,321,265 53,344,193 1,429,716
DELPHI FINL GROUP IN CL A 24713110 3,944,792 133,270 118,934 300 14,036 107,834 14,036 11,400
DELTA & PINE LD CO COM 24735710 7,240,507 300,436 300,156 280 275,736 24,700
DELTA AIR LINES INC COM 24736110 95,487,260 2,417,399 2,413,465 3,734 200 2,064,094 38,750 314,455
DELTIC TIMBER CORP COM 24785010 1,323,945 65,380 65,380 65,380
DENBURY RES INC COM NEW 24791620 3,070,645 379,092 379,092 379,092
DELUXE CORP COM 24801910 33,386,961 1,410,518 1,392,998 5,930 11,590 1,218,396 33,210 158,912
DENDRITE INTL INC COM 24823910 3,346,574 239,041 238,981 60 218,741 20,300
DENTSPLY INTL INC NE COM 24903010 20,716,998 567,589 548,749 1,640 17,200 508,724 22,700 35,400
DEUTSCHE TELEKOM AG SPONSORED 25156610 388,061 16,734 16,734 16,734
DEVELOPERS DIVERSIFI COM 25159110 8,346,248 567,772 567,772 534,672 33,100
DEVON ENERGY CORP NE COM 25179M10 129,676,584 2,228,120 2,216,233 4,868 7,019 1,972,499 41,919 213,107
DEVRY INC DEL COM 25189310 20,692,490 688,602 686,982 1,320 300 616,402 7,700 63,900
DIAGEO P L C SPON ADR N 25243Q20 12,935,465 319,789 46,905 272,884 309,889 9,900
DIAGNOSTIC PRODS COR COM 25245010 4,772,768 91,520 89,920 1,600 82,220 1,600 7,700
DIAL CORP NEW COM 25247D10 13,726,300 1,098,104 1,077,121 20,683 300 1,036,804 300 61,000
DIAMETRICS MED INC COM 25253210 716,780 173,765 173,765 173,765
DIAMOND OFFSHORE DRI COM 25271C10 18,273,431 464,382 458,302 3,980 2,100 403,782 10,200 50,400
DIAMONDCLUSTER INTL CL A 25278P10 1,404,019 161,623 157,623 4,000 143,323 4,000 14,300
DIEBOLD INC COM 25365110 19,808,984 721,376 700,844 1,605 18,927 644,281 27,727 49,368
DIGENE CORP COM 25375210 1,140,867 74,811 74,811 67,111 7,700
DIGEX INC DEL CL A 25375610 5,424,489 389,215 324,155 51,410 13,650 357,165 17,150 14,900
DIGIMARC CORP COM 25380710 903,300 60,220 60,120 100 60,120 100
DIGITAL IS INC DEL COM 25385N10 1,047,923 578,324 578,324 533,124 45,000
DIGITAL INSIGHT CORP COM 25385P10 1,919,752 166,935 166,915 20 152,235 14,700
DIGITAL LIGHTWAVE IN COM 25385510 1,267,462 70,907 70,897 10 63,507 7,400
DIGITAL RIV INC COM 25388B10 709,077 147,356 147,256 100 147,056 200
DIGITAS INC COM 25388K10 539,098 115,020 82,720 30,300 2,000 113,020 2,000
DIGITALTHINK INC COM 25388M10 462,630 44,326 44,326 44,326
DIME CMNTY BANCSHARE COM 25392210 2,458,658 90,226 90,226 81,426 8,800
DILLARDS INC CL A 25406710 39,689,481 1,809,001 1,806,891 2,010 100 1,602,812 16,600 189,589
DIME BANCORP INC NEW COM 25429Q10 62,589,016 1,911,115 1,903,585 7,430 100 1,760,215 15,000 135,900
DIONEX CORP COM 25454610 5,819,868 185,128 184,988 40 100 164,128 100 20,900
DISNEY WALT CO COM DISNEY 25468710 1,319,187,812 46,125,448 43,130,997 1,920,075 1,074,376 39,064,855 1,745,474 5,313,319
Page Total 4,285,334,854
Page 20 of 72
DIRECT FOCUS INC COM 25493110 11,087,275 443,491 443,236 255 430,441 13,050
DITECH COMMUNICATION COM 25500M10 2,777,638 245,548 155,112 90,436 223,848 3,900 17,800
DIVERSA CORP COM 25506410 908,604 60,073 60,066 7 60,073
DOBSON COMMUNICATION CL A 25606910 3,307,067 199,678 199,478 200 180,778 600 18,300
DOCUMENTUM INC COM 25615910 2,789,446 253,586 247,066 320 6,200 230,186 6,200 17,200
DOLE FOOD INC COM 25660510 8,651,586 538,034 536,534 800 700 503,034 700 34,300
DOLLAR GEN CORP COM 25666910 109,167,893 5,340,895 5,333,712 6,686 497 4,712,019 89,534 539,342
DOLLAR THRIFTY AUTOM COM 25674310 3,654,687 177,412 177,172 240 160,212 17,200
DOLLAR TREE STORES I COM 25674710 20,944,569 1,087,126 1,085,636 1,240 250 1,001,026 13,450 72,650
DOMINION RES INC VA COM 25746U10 293,441,007 4,551,590 4,497,022 25,786 28,782 3,915,860 109,344 526,186
DONALDSON INC COM 25765110 13,552,141 507,761 507,381 380 466,161 41,600
DONNELLEY R R & SONS COM 25786710 61,175,114 2,333,147 2,322,822 6,925 3,400 1,985,600 37,910 309,637
DORAL FINL CORP COM 25811P10 7,796,640 259,888 259,888 237,688 22,200
DOUBLECLICK INC COM 25860930 7,644,158 661,145 658,515 2,530 100 580,445 13,400 67,100
DOVER CORP COM 26000310 151,872,394 4,237,511 4,138,263 18,996 80,252 3,600,886 145,422 491,103
DOVER DOWNS ENTMT IN COM 26008610 1,238,637 99,091 99,091 99,091
DOW CHEM CO COM 26054310 1,208,262,098 38,272,477 17,236,470 20,937,145 98,862 15,100,536 21,205,715 1,965,626
DOW JONES & CO INC COM 26056110 263,515,817 5,033,731 1,546,046 55,660 3,432,025 1,348,847 3,490,235 193,749
DOWNEY FINL CORP COM 26101810 17,107,092 377,640 377,640 361,040 16,600
DRESS BARN INC COM 26157010 4,869,482 207,769 207,729 40 197,269 10,500
DREYERS GRAND ICE CR COM 26187810 8,823,819 340,202 301,307 35,385 3,510 323,592 3,510 13,100
DRIL-QUIP INC COM 26203710 1,807,128 75,297 74,897 400 68,497 6,800
DU PONT E I DE NEMOU COM 26353410 899,572,523 22,102,519 21,382,482 392,887 327,150 19,164,576 654,965 2,281,978
DUANE READE INC COM 26357810 4,853,037 139,857 139,637 220 127,857 12,000
DUKE ENERGY CORP COM 26439910 2,606,664,047 60,988,864 14,954,237 45,872,551 162,076 13,537,677 45,751,970 1,698,817
DUKE WEEKS REALTY CO COM NEW 26441150 32,930,550 1,422,486 1,342,316 80,170 1,328,586 15,500 78,400
DUN & BRADSTREET COR COM 26483E10 20,790,333 882,442 870,243 10,374 1,825 802,992 11,965 67,485
DURA AUTOMOTIVE SYST CL A 26590310 1,009,723 119,678 119,678 119,678
DUPONT PHOTOMASKS IN COM 26613X10 2,245,507 51,175 51,175 46,975 4,200
DUSA PHARMACEUTICALS COM 26689810 1,142,915 85,856 85,856 76,056 9,800
DYCOM INDS INC COM 26747510 16,365,327 1,268,630 1,265,155 3,475 1,232,030 5,300 31,300
DYNEGY INC NEW CL A 26816Q10 285,781,127 5,602,453 5,593,163 7,130 2,160 5,042,189 96,160 463,904
EDP-ELECTRICIDADE DE SPONSORED 26835310 516,040 19,400 19,400 19,400
EEX CORP COM NEW 26842V20 922,850 250,095 221,895 28,200 250,095
EGL INC COM 26848410 10,287,663 422,058 422,018 40 400,858 21,200
E M C CORP MASS COM 26864810 1,400,667,450 47,641,750 44,959,573 1,942,898 739,279 39,548,755 2,356,270 5,713,265
EMC INS GROUP INC COM 26866410 217,198 18,485 18,485 18,485
ENSCO INTL INC COM 26874Q10 46,639,110 1,332,546 1,329,386 2,860 300 1,211,346 17,100 104,000
ENI S P A SPONSORED 26874R10 1,339,290 20,700 20,700 20,700
EOG RES INC COM 26875P10 105,165,319 2,550,699 2,397,494 118,350 34,855 2,258,035 68,455 224,109
E ON AG SPONSORED 26878010 540,360 11,400 11,400 11,400
Page Total 7,642,044,661
Page 21 of 72
E PIPHANY INC COM 26881V10 4,816,703 412,142 410,932 1,110 100 360,942 8,650 42,550
ESS TECHNOLOGY INC COM 26915110 1,360,427 236,596 236,496 100 217,096 19,400
E TRADE GROUP INC COM 26924610 16,263,825 2,330,061 2,324,301 3,400 2,360 2,145,801 28,960 154,900
EARTHGRAINS CO COM 27031910 7,024,166 330,549 330,549 303,149 27,400
EARTHSHELL CORP COM 27032B10 527,565 211,026 208,526 2,500 208,526 2,500
EARTHLINK INC COM 27032110 6,449,687 531,933 525,703 3,000 3,230 476,103 3,730 51,900
EAST WEST BANCORP IN COM 27579R10 4,641,560 241,120 241,120 219,220 20,000
EASTGROUP PPTY INC COM 27727610 3,545,005 150,531 150,531 139,131 11,400
EASTMAN CHEM CO COM 27743210 85,041,036 1,727,774 1,723,741 1,445 2,588 1,562,669 28,118 136,987
EASTMAN KODAK CO COM 27746110 290,997,709 7,295,004 7,244,321 16,120 34,563 6,478,924 140,263 675,617
EATON CORP COM 27805810 93,235,076 1,361,096 1,357,261 3,735 100 1,178,840 22,270 159,986
EATON VANCE CORP COM NON VT 27826510 20,753,571 668,392 667,992 400 633,492 34,900
EBAY INC COM 27864210 40,317,022 1,114,130 1,112,431 1,599 100 856,412 15,300 242,318
ECHELON CORP COM 27874N10 1,696,936 114,565 113,975 590 101,365 100 13,100
ECHOSTAR COMMUNICATI CL A 27876210 18,628,699 672,832 671,639 1,093 100 584,032 12,000 76,800
ECLIPSYS CORP COM 27885610 5,515,828 282,863 279,157 556 3,150 256,013 3,150 23,700
ECOLAB INC COM 27886510 130,396,449 3,073,938 2,703,651 301,968 68,319 2,666,861 161,689 244,088
EDISON INTL COM 28102010 394,257,400 31,191,250 31,181,821 8,289 1,140 5,487,077 24,968,139 735,734
EDISON SCHOOLS INC CL A 28103310 3,448,271 170,285 168,495 1,790 159,985 10,300
EDUCATION MGMT CORP COM 28139T10 5,247,111 160,831 160,831 147,231 13,600
J D EDWARDS & CO COM 28166710 4,209,582 431,752 431,452 300 397,152 34,600
EDWARDS LIFESCIENCES COM 28176E10 36,660,134 1,870,415 688,210 1,181,865 340 648,315 1,180,060 42,040
EDWARDS AG INC COM 28176010 30,889,672 834,856 826,028 7,635 1,193 738,514 11,393 84,949
EFFICIENT NETWORKS I COM 28205610 4,574,698 194,668 192,068 2,600 172,768 3,600 18,200
EFUNDS CORP COM 28224R10 5,472,332 284,277 274,906 2,981 6,390 248,627 10,530 25,120
EGAIN COMMUNICATIONS COM 28225C10 407,737 169,467 169,467 169,267
EL PASO CORP COM 28336L10 632,862,067 9,691,609 9,582,780 64,261 44,568 8,244,159 205,453 1,240,227
EL PASO ELEC CO COM NEW 28367785 6,367,176 436,108 435,588 520 399,908 36,200
ELAN PLC ADR 28413120 29,884,805 571,958 254,617 317,341 561,858 10,100
ELANTEC SEMICONDUCTO COM 28415510 4,310,534 162,282 161,967 315 149,182 13,100
ELCOR CORP COM 28444310 2,483,057 177,615 177,515 100 163,215 14,400
ELECTRO RENT CORP COM 28521810 1,439,572 103,753 103,753 103,753
ELECTRO SCIENTIFIC I COM 28522910 9,748,317 347,385 347,025 360 330,085 17,300
ELECTROGLAS INC COM 28532410 2,994,898 181,509 181,509 165,809 15,600
ELECTRONIC ARTS INC COM 28551210 84,319,581 1,554,278 1,551,808 2,070 400 1,370,347 16,100 167,731
ELECTRONIC DATA SYS COM 28566110 699,737,998 12,526,638 12,497,652 24,269 4,717 7,596,667 3,880,170 1,049,501
ELECTRONICS BOUTIQUE COM 28604510 1,181,375 50,139 50,139 50,139
ELECTRONICS FOR IMAG COM 28608210 32,426,520 1,316,813 1,315,913 800 100 1,269,813 8,800 38,100
ELOYALTY CORP COM 29015110 882,637 362,182 362,122 60 329,682 32,500
ELSEVIER N V SPON ADR N 29025910 695,321 26,940 26,940 9,000 17,940
EMAGIN CORP COM 29076N10 376,580 150,632 150,632 150,632
Page Total 2,726,088,639
Page 22 of 72
EMBARCADERO TECHNOLO COM 29078710 652,664 39,258 39,258 39,258
EMCOR GROUP INC COM 29084Q10 2,100,268 68,569 68,569 62,969 5,600
EMCORE CORP COM 29084610 4,729,851 188,726 188,386 340 173,026 15,700
EMERSON ELEC CO COM 29101110 575,245,176 9,278,148 8,301,008 614,550 362,590 7,702,778 503,440 1,071,530
EMISPHERE TECHNOLOGI COM 29134510 1,675,520 117,071 116,771 300 106,671 10,400
EMMIS COMMUNICATIONS CL A 29152510 9,287,706 366,929 366,529 300 100 336,629 5,300 25,000
EMPIRE DIST ELEC CO COM 29164110 2,764,176 147,896 147,096 800 135,896 12,000
EMPRESA NACIONAL DE SPONSORED 29244T10 246,100 21,400 21,400 21,400
EMULEX CORP COM NEW 29247520 22,419,671 1,191,775 1,180,033 11,682 60 1,137,215 8,860 45,700
ENCOMPASS SVCS CORP COM 29255U10 2,237,751 456,684 456,524 160 409,684 47,000
ENDESA S A SPONSORED 29258N10 8,011,871 484,101 112,150 371,951 476,101 8,000
ENDO PHARMACEUTICALS COM 29264F20 341,600 48,800 48,800 48,800
ENDOCARE INC COM 29264P10 529,518 72,726 72,726 72,726
ENERGEN CORP COM 29265N10 12,165,015 344,618 344,418 200 318,318 26,300
ENERGY CONVERSION DE COM 29265910 3,133,917 127,915 127,915 117,215 10,700
ENERGY EAST CORP COM 29266M10 20,183,844 1,163,334 1,158,691 4,643 1,070,934 13,800 78,600
ENERGIZER HLDGS INC COM 29266R10 27,700,625 1,108,025 1,105,817 1,343 865 1,020,029 12,831 75,165
ENERSIS S A SPONSORED 29274F10 371,984 22,208 22,208 22,208
ENGELHARD CORP COM 29284510 61,098,491 2,362,664 2,359,739 2,925 2,114,873 40,825 206,966
ENESCO GROUP INC COM 29297310 373,432 56,071 56,071 52,171 3,900
ENRON CORP COM 29356110 842,634,583 14,503,177 14,238,482 178,421 86,274 12,268,403 324,794 1,909,480
ENTEGRIS INC COM 29362U10 246,502 33,712 33,712 33,712
ENTERCOM COMMUNICATI CL A 29363910 12,915,237 328,632 328,232 200 200 304,232 3,900 20,500
ENTERGY CORP NEW COM 29364G10 182,486,298 4,802,271 4,794,909 4,119 3,243 4,202,524 79,508 520,039
ENTERPRISE PRODS PAR COM 29379210 851,038 24,561 24,561 24,561
ENTERTAINMENT PPTYS COM SH BEN 29380T10 2,449,194 171,994 171,994 171,994
ENTREMED INC COM 29382F10 2,235,530 134,468 127,268 5,700 1,500 122,868 1,500 10,100
ENTRAVISION COMMUNIC CL A 29382R10 1,502,275 151,745 148,155 3,590 151,745
ENTRUST TECHNOLOGIES COM 29384810 2,183,288 262,667 248,072 14,495 100 230,067 5,500 27,000
ENZON INC COM 29390410 24,471,240 515,184 480,899 29,440 4,845 484,939 4,845 25,400
ENZO BIOCHEM INC COM 29410010 3,409,847 203,088 192,738 8,052 2,298 185,460 2,298 15,330
EOTT ENERGY PARTNERS UNIT LTD P 29410310 244,435 15,500 15,500 15,500
EPLUS INC COM 29426810 279,110 30,381 30,381 30,381
EPRESENCE INC COM 29434810 816,721 179,027 177,027 2,000 177,027 2,000
EQUIFAX INC COM 29442910 85,987,187 2,751,590 2,739,263 6,927 5,400 2,332,678 112,540 304,872
EQUITABLE RES INC COM 29454910 18,262,851 264,679 261,777 440 2,462 225,977 6,462 31,700
EQUITY INNS INC COM 29470310 2,908,672 371,478 371,478 371,478
EQUITY OFFICE PROPER COM 29474110 95,908,932 3,425,319 3,276,499 148,820 3,001,949 36,500 386,870
EQUITY RESIDENTIAL P SH BEN INT 29476L10 76,819,381 1,476,444 1,412,159 64,285 1,302,880 15,900 157,664
ERICSSON L M TEL CO ADR CL B S 29482140 15,157,659 2,709,628 655,186 2,054,442 2,669,778 39,850
ERIE INDTY CO CL A 29530P10 11,847,907 413,973 413,373 600 365,573 8,000 40,400
Page Total 2,138,887,067
Page 23 of 72
ESCO TECHNOLOGIES IN COM 29631510 1,725,210 69,119 69,119 68,324
ESPEED INC CL A 29664310 1,321,211 64,648 64,648 64,648
ESSEX PPTY TR INC COM 29717810 17,066,639 355,185 330,260 24,925 343,385 11,800
ESTERLINE TECHNOLOGI COM 29742510 4,264,805 196,083 196,043 40 183,783 12,300
ETHAN ALLEN INTERIOR COM 29760210 10,769,030 318,799 318,219 480 100 293,699 100 25,000
ETHYL CORP COM 29765910 669,930 446,620 446,620 409,220 37,400
EVERCEL INC COM 29975910 201,940 24,666 666 24,000 666 24,000
EVERGREEN RES INC COM NO PAR 29990030 4,445,170 117,566 117,566 106,366 11,200
EXAR CORP COM 30064510 5,809,726 296,037 295,197 840 272,637 23,400
EXCEL TECHNOLOGY INC COM 30067T10 1,059,474 60,112 59,902 210 59,012 1,100
EXCELON CORP COM 30069110 321,982 153,325 153,325 153,325
EXCHANGE APPLICATION COM 30086710 295,852 197,235 195,735 1,500 197,235
EXELON CORP COM 30161N10 416,677,686 6,351,794 6,333,333 16,347 2,114 5,355,166 239,258 753,870
EXELIXIS INC COM 30161Q10 608,811 70,083 70,083 70,083
EXTENDED SYSTEMS INC COM 30197310 611,566 56,236 56,216 20 50,636 5,600
EXFO ELECTRO OPTICAL SUB VTG SH 30204310 1,830,328 75,285 54,300 20,985 75,285
EXIDE CORP COM 30205110 1,311,147 159,896 159,896 159,896
EXODUS COMMUNICATION COM 30208810 35,241,897 3,278,316 3,205,218 44,003 29,095 2,646,830 79,295 551,791
EXPEDIA INC COM 30212510 1,206,941 92,401 92,201 100 100 92,201 100 100
EXPEDITORS INTL WASH COM 30213010 28,396,182 563,003 560,833 1,990 180 524,323 6,080 32,600
EXPRESS SCRIPTS INC CL A 30218210 30,354,989 350,196 349,296 800 100 330,796 2,700 16,700
EXTENDED STAY AMER I COM 30224P10 8,371,080 558,072 556,932 1,140 512,272 45,800
EXTREME NETWORKS INC COM 30226D10 6,069,246 399,030 385,115 8,595 5,320 351,704 11,220 36,106
EXULT INC DEL COM 30228410 412,901 43,322 43,322 43,322
EXXON MOBIL CORP COM 30231G10 5,918,695,920 73,070,320 69,124,834 2,054,411 1,891,075 62,156,040 3,007,612 7,903,608
F&M BANCORP MD COM 30236710 1,821,291 67,769 67,769 67,769
F & M NATL CORP COM 30237410 7,208,367 189,196 189,196 172,696 16,500
FBL FINL GROUP INC CL A 30239F10 1,377,526 88,303 88,303 88,303
FEI CO COM 30241L10 2,238,101 101,446 101,346 100 91,246 100 10,100
F M C CORP COM NEW 30249130 56,200,796 763,183 762,373 760 50 690,474 9,440 63,269
FNB CORP PA COM 30252010 4,646,184 193,591 189,329 4,262 178,391 15,200
FPL GROUP INC COM 30257110 213,118,951 3,476,655 3,370,963 58,971 46,721 2,969,089 106,786 400,580
FSI INTL INC COM 30263310 1,473,821 178,645 178,445 200 178,645
F Y I INC COM 30271210 3,446,150 103,064 102,964 100 93,614 100 9,350
FACTORY 2-U INC COM 30307210 2,719,237 99,562 99,342 220 90,662 8,900
FACTSET RESH SYS INC COM 30307510 5,320,273 176,168 161,168 15,000 147,868 15,000 13,300
FAIR ISAAC & CO INC COM 30325010 5,618,481 96,026 95,726 300 88,126 7,900
FAIRCHILD SEMICONDUC CL A 30372610 4,857,950 364,711 363,911 800 319,611 7,400 37,500
FAIRFIELD CMNTYS INC COM PAR $0 30423130 5,199,193 325,560 325,560 296,960 28,600
FAMILY DLR STORES IN COM 30700010 42,237,436 1,643,480 1,634,940 4,940 3,600 1,522,996 21,300 99,184
FARMERS CAP BK CORP COM 30956210 1,402,905 40,083 40,083 40,083
Page Total 6,856,626,325
Page 24 of 72
FASTENAL CO COM 31190010 19,156,314 351,492 349,092 2,300 100 316,892 3,600 31,000
FEDDERS CORP COM 31313510 1,102,337 196,846 196,846 192,146 4,700
FEDERAL HOME LN MTG COM 31340030 923,657,580 14,247,379 13,916,969 256,084 74,326 12,571,398 297,996 1,377,485
FEDERAL MOGUL CORP COM 31354910 34,177,184 11,664,568 11,664,568 531,337 11,112,631 20,500
FEDERAL NATL MTG ASS COM 31358610 1,638,144,756 20,579,708 20,355,432 121,126 103,150 17,549,339 429,795 2,599,774
FEDERAL REALTY INVT SH BEN INT 31374720 7,674,815 392,373 392,373 366,573 25,800
FEDERAL SIGNAL CORP COM 31385510 9,908,135 507,329 494,209 12,920 200 473,964 200 31,900
FEDERATED DEPT STORE COM 31410H10 174,767,028 4,206,186 4,193,601 11,745 840 3,798,859 63,140 344,087
FEDERATED INVS INC P CL B 31421110 14,530,452 512,538 512,378 160 450,238 10,400 51,900
FEDEX CORP COM 31428X10 240,758,434 5,776,354 5,687,853 13,581 74,920 4,860,698 168,340 747,216
FELCOR LODGING TR IN COM 31430F10 20,782,074 905,537 905,137 400 875,437 30,100
FERRO CORP COM 31540510 7,735,402 380,492 380,312 180 355,492 25,000
F5 NETWORKS INC COM 31561610 717,341 134,233 134,033 200 122,733 11,500
FIDELITY NATL FINL I COM 31632610 23,533,587 879,103 878,333 670 100 836,303 100 42,700
FIFTH THIRD BANCORP COM 31677310 506,216,876 9,473,153 8,265,343 828,616 379,194 8,069,777 518,974 884,202
FILENET CORP COM 31686910 4,164,490 265,474 265,034 440 243,374 22,100
FINANCIAL FED CORP COM 31749210 3,787,577 154,595 154,595 148,095 6,500
FINISAR COM 31787A10 5,942,494 619,397 618,157 1,140 100 546,897 12,100 60,400
FINOVA GROUP INC COM 31792810 779,025 432,792 432,720 72 432,692
FIRST AMERN CORP CAL COM 31852230 15,044,120 578,620 578,120 500 543,720 34,900
FIRST BANCORP P R COM 31867210 4,325,507 167,008 166,908 100 152,508 14,500
FIRST BUSEY CORP COM 31938310 1,202,300 60,115 60,115 60,115
FIRST CHARTER CORP COM 31943910 3,440,182 221,063 221,063 199,663 21,400
FIRST CTZNS BANCSHAR CL A 31946M10 4,986,830 48,652 48,652 44,552 4,100
FIRST COMWLTH FINL C COM 31982910 5,004,588 437,082 437,082 398,082 39,000
FIRST CMNTY BANCORP COM 31983B10 416,535 19,835 19,835 19,835
FIRST CONSULTING GRO COM 31986R10 1,193,355 121,622 121,492 130 121,622
FIRST FED CAP CORP COM 31996010 1,606,094 114,721 114,721 114,721
FIRST DATA CORP COM 31996310 524,067,504 8,776,880 8,676,279 72,966 27,635 7,677,047 157,785 941,748
FIRST ESSEX BANCORP COM 32010310 201,509 10,268 7,761 2,507 10,268
FIRST FINL BANKSHARE COM 32020R10 2,372,487 71,353 71,353 63,553 7,800
FIRST FINL BANCORP O COM 32020910 4,318,425 287,895 287,795 100 263,010 24,885
FIRST FINL CORP IND COM 32021810 1,816,680 45,417 45,417 45,417
FIRST FINL HLDGS INC COM 32023910 1,913,800 95,690 95,690 91,690 4,000
FIRST INDUSTRIAL REA COM 32054K10 17,372,922 549,081 523,321 25,760 524,681 24,400
FIRST IND CORP COM 32054R10 1,713,101 65,261 65,261 65,261
FIRST MERCHANTS CORP COM 32081710 2,053,002 89,021 89,021 79,621 9,400
FIRST MIDWEST BANCOR COM 32086710 9,136,195 324,554 324,534 20 298,354 26,200
FIRST HEALTH GROUP C COM 32096010 21,836,104 497,689 496,989 600 100 458,389 6,100 33,200
FIRST NIAGARA FINL G COM 33582U10 908,574 81,217 81,217 81,217
FIRST SENTINEL BANCO COM 33640T10 3,228,185 290,174 290,174 263,974 26,200
Page Total 4,265,693,900
Page 25 of 72
1ST SOURCE CORP COM 33690110 1,732,266 92,699 92,699 92,699
FIRST TENN NATL CORP COM 33716210 40,317,547 1,304,775 1,293,595 9,380 1,800 1,151,975 17,700 135,100
FIRST UN CORP COM 33735810 634,904,919 19,239,543 19,178,200 44,308 17,035 16,696,219 335,011 2,207,313
FIRST UN REAL EST EQ SH BEN INT 33740010 242,895 94,512 94,512 94,512
FIRST VA BANKS INC COM 33747710 19,816,099 456,908 452,478 4,130 300 415,908 6,000 35,000
FISERV INC COM 33773810 93,286,002 2,085,349 2,081,199 3,850 300 1,804,949 86,400 192,700
FIRSTFED FINL CORP COM 33790710 9,465,932 338,069 337,969 100 317,769 19,200
FIRSTMERIT CORP COM 33791510 23,426,832 901,032 849,312 51,320 400 832,635 10,500 56,800
FLAGSTAR BANCORP INC COM 33793010 392,500 15,700 14,600 1,100 15,700
FIRSTENERGY CORP COM 33793210 482,295,021 17,274,177 17,250,653 21,337 2,187 4,087,491 12,668,988 517,598
FISHER SCIENTIFIC IN COM NEW 33803220 11,113,877 313,597 313,197 300 100 288,397 100 25,100
FLEETBOSTON FINL COR COM 33903010 850,647,477 22,533,708 21,795,072 496,188 242,448 19,515,184 591,775 2,425,949
FLEETWOOD ENTERPRISE COM 33909910 2,467,690 272,673 272,673 240,373 32,300
FLEMING COS INC COM 33913010 8,384,426 329,447 329,147 300 291,347 38,100
FLORIDA EAST COAST I CL A 34063210 7,294,593 217,101 212,801 300 4,000 189,401 7,900 19,800
FLORIDA ROCK INDS IN COM 34114010 5,750,742 145,736 145,316 320 100 133,276 100 12,200
FLUOR CORP NEW COM 34341210 64,188,713 1,442,443 1,441,128 1,315 1,256,085 20,450 165,908
FLOWSERVE CORP COM 34354P10 9,309,795 414,875 414,560 315 386,195 26,900
FOCAL COMMUNICATIONS COM 34415510 1,009,922 107,370 107,270 100 107,270 100
FOOTSTAR INC COM 34491210 6,035,869 150,333 150,313 20 138,233 12,100
FORD MTR CO DEL COM PAR $0 34537086 1,103,972,162 39,259,323 38,640,361 551,698 67,264 34,309,598 659,113 4,288,912
FOREST CITY ENTERPRI CL A 34555010 6,018,806 132,719 132,719 122,119 10,600
FOREST LABS INC COM 34583810 216,620,182 3,656,654 3,627,189 5,045 24,420 3,164,789 161,120 328,945
FOREST OIL CORP COM PAR $0 34609170 7,683,133 256,961 256,661 200 100 197,859 42,742 16,360
FORRESTER RESH INC COM 34656310 4,899,557 205,760 205,760 196,860 8,900
FORTUNE BRANDS INC COM 34963110 114,739,686 3,335,456 2,829,407 458,132 47,917 2,543,383 530,043 262,030
FORWARD AIR CORP COM 34985310 5,841,624 178,714 153,814 24,900 169,414 9,300
FOSSIL INC COM 34988210 2,261,356 130,150 130,150 129,950 200
FOSTER WHEELER CORP COM 35024410 5,691,901 316,921 315,921 1,000 288,271 28,650
FOUNDRY NETWORKS INC COM 35063R10 4,564,132 608,551 608,351 100 100 497,177 8,300 102,974
4 KIDS ENTMT INC COM 35086510 837,732 74,333 74,313 20 74,333
FOX ENTMT GROUP INC CL A 35138T10 15,986,073 815,616 813,166 950 1,500 713,816 16,900 84,900
FRANCE TELECOM SPONSORED 35177Q10 701,824 12,090 12,090 12,090
FRANCHISE FIN CORP A COM 35180710 10,797,736 433,296 433,296 397,496 35,800
FRANKLIN ELEC INC COM 35351410 2,496,202 34,851 34,851 31,651 3,200
FRANKLIN RES INC COM 35461310 172,997,453 4,423,356 4,178,705 197,697 46,954 3,876,302 115,544 431,410
FREDS INC CL A 35610810 1,422,962 62,206 62,206 62,206
FREEMARKETS INC COM 35660210 4,618,274 484,553 63,874 420,204 475 482,878 475 1,000
FREEPORT-MCMORAN COP CL B 35671D85 38,328,398 2,937,042 2,920,555 3,270 13,217 2,604,790 47,417 284,835
FREMONT GEN CORP COM 35728810 1,725,024 444,594 444,594 409,794 34,800
FRESENIUS MED CARE A SPONSORED 35802910 375,340 16,513 16,513 16,513
Page Total 3,994,662,674
Page 26 of 72
FRIEDE GOLDMAN HALTE COM 35843010 533,994 217,957 217,957 207,957 10,000
FRIEDMAN BILLINGS RA CL A 35843310 795,098 145,091 145,091 145,091
FRITZ COS INC COM 35884610 1,698,450 155,294 155,274 20 155,294
FRONTIER AIRLINES IN COM 35906510 4,702,049 385,825 385,825 367,075 18,750
FRONTIER FINL CORP W COM 35907K10 2,797,948 116,888 116,888 105,888 11,000
FRONTIER OIL CORP COM 35914P10 1,334,286 173,284 173,284 173,284
FRONTLINE CAP GROUP COM 35921N10 2,020,275 198,319 198,263 56 179,519 18,800
FUELCELL ENERGY INC COM 35952H10 4,189,429 82,959 82,859 100 76,059 100 6,800
FUJI PHOTO FILM LTD ADR 35958630 574,698 15,300 15,300 15,300
FULLER H B CO COM 35969410 6,647,030 157,793 157,393 300 100 143,113 100 14,300
FULTON FINL CORP PA COM 36027110 11,629,148 572,526 571,752 774 526,526 46,000
FURNITURE BRANDS INT COM 36092110 13,365,994 563,966 561,466 2,500 528,466 35,500
G & K SVCS INC CL A 36126810 3,374,476 169,257 169,062 75 120 155,337 120 13,800
GATX CORP COM 36144810 20,815,887 490,247 485,152 4,895 200 437,847 6,100 46,300
GBC BANCORP CALIF COM 36147510 2,503,953 87,858 87,858 80,158 7,700
GPU INC COM 36225X10 95,358,929 2,935,024 2,920,495 7,705 6,824 2,070,816 589,848 274,260
GABELLI ASSET MGMT I CL A 36239Y10 1,055,786 31,516 31,516 31,516
GABLES RESIDENTIAL T SH BEN INT 36241810 7,018,563 241,936 241,836 100 226,136 15,800
GALILEO INTERNATIONA COM 36354710 19,662,192 897,817 896,697 920 200 799,332 7,200 91,285
GALLAGHER ARTHUR J & COM 36357610 27,394,635 988,976 970,876 2,500 15,600 921,276 15,600 52,100
GALLAHER GROUP PLC SPONSORED 36359510 462,714 19,160 18,100 1,060 19,160
GANNETT INC COM 36473010 313,807,638 5,254,649 5,112,598 60,303 81,748 4,496,591 165,898 592,060
GAP INC DEL COM 36476010 356,628,563 15,034,931 14,995,245 37,511 2,175 12,606,403 583,429 1,835,999
GARAN INC COM 36480210 319,194 12,420 11,720 700 12,420
GARDNER DENVER INC COM 36555810 1,723,800 87,949 87,874 75 87,949
GARTNER INC COM 36665110 3,695,117 548,237 547,617 620 500,437 47,800
GARTNER INC CL B 36665120 2,702,794 429,015 428,063 327 625 422,092 625 6,298
GATEWAY INC COM 36762610 91,282,065 5,430,224 5,419,826 8,620 1,778 4,905,443 88,938 435,543
GAYLORD ENTMT CO NEW COM 36790510 3,852,504 144,831 144,581 150 100 132,431 100 12,300
GAYLORD CONTAINER CO CL A 36814510 404,321 348,553 348,553 348,553
GEMSTAR-TV GUIDE INT COM 36866W10 20,154,871 701,039 700,419 620 452,932 248,107
GENCORP INC COM 36868210 2,997,261 282,228 282,128 100 256,928 25,300
GENE LOGIC INC COM 36868910 3,459,846 206,558 206,358 200 189,258 17,300
GENENCOR INTL INC COM 36870910 310,915 30,900 30,900 30,900
GENENTECH INC COM NEW 36871040 71,973,004 1,425,208 1,399,455 21,873 3,880 1,244,728 29,680 150,600
GENERAL CABLE CORP D COM 36930010 2,554,079 235,399 235,347 52 217,699 17,700
GENERAL COMMUNICATIO CL A 36938510 2,774,880 308,320 308,320 277,620 30,700
GENERAL DYNAMICS COR COM 36955010 246,336,689 3,926,310 3,918,680 7,310 320 3,440,147 52,890 433,273
GENERAL ELEC CO COM 36960410 8,941,756,292 213,610,996 200,945,707 6,523,541 6,141,748 171,132,191 19,911,778 22,458,037
GENERAL GROWTH PPTYS COM 37002110 16,335,140 467,386 467,186 200 427,286 6,500 33,600
GENERAL MLS INC COM 37033410 259,498,770 6,033,452 5,572,372 187,647 273,433 4,796,871 484,113 749,568
Page Total 10,570,503,277
Page 27 of 72
GENERAL MTRS CORP COM 37044210 4,166,142,522 80,349,904 80,256,020 63,722 30,162 10,572,004 68,557,441 1,219,959
GENERAL MTRS CORP CL H NEW 37044283 939,967,684 48,203,471 48,034,802 143,214 25,455 4,262,314 42,952,740 988,317
GENERAL SEMICONDUCTO COM 37078710 5,997,152 633,279 633,079 200 608,479 24,800
GENESCO INC COM 37153210 4,950,111 180,661 180,661 165,261 15,400
GENTEX CORP COM 37190110 43,582,161 1,884,634 1,462,148 330,811 91,675 1,732,459 100,875 51,300
GENLYTE GROUP INC COM 37230210 2,458,916 89,214 88,914 300 80,414 8,800
GENOME THERAPEUTICS COM 37243010 1,028,118 171,353 171,353 155,253 16,100
GENRAD INC COM 37244710 1,728,416 216,052 216,052 204,952 11,100
GENTA INC COM NEW 37245M20 762,540 127,943 127,943 127,943
GENTEK INC COM 37245X10 728,234 56,018 55,998 20 56,018
GENZYME TRANSGENICS COM 37246E10 909,486 138,599 137,599 1,000 125,299 13,300
GENUINE PARTS CO COM 37246010 92,819,336 3,582,375 3,406,310 168,915 7,150 3,074,883 61,020 446,472
GENTIVA HEALTH SERVI COM 37247A10 2,339,669 122,740 122,740 112,240 10,500
GENUITY INC CL A 37248E10 320,724 148,759 148,359 400 148,359 400
GENZYME CORP COM GENL D 37291710 122,076,568 1,351,451 1,340,092 8,559 2,800 1,272,533 13,300 65,618
GEORGIA GULF CORP COM PAR $0 37320020 7,511,144 431,427 431,327 100 409,427 22,000
GEORGIA PAC CORP COM GA PAC 37329810 130,829,941 4,449,998 4,435,115 11,435 3,448 3,855,200 76,377 518,221
GEORGIA PAC CORP COM-TIMBER 37329870 24,308,986 847,003 842,859 2,200 1,944 780,259 11,844 54,900
GERBER SCIENTIFIC IN COM 37373010 1,115,604 167,257 162,531 2,726 2,000 147,157 2,000 18,100
GERON CORP COM 37416310 1,783,307 170,864 170,864 156,164 14,700
GETTY IMAGES INC COM 37427610 3,783,570 234,640 234,240 400 206,540 4,700 23,400
GIBRALTAR STL CORP COM 37476F10 851,752 53,445 53,445 53,445
GILEAD SCIENCES INC COM 37555810 32,375,427 996,167 994,383 1,384 400 921,067 11,800 63,300
GILLETTE CO COM 37576610 988,318,567 31,707,365 30,667,695 660,021 379,649 27,872,343 1,156,199 2,667,123
GLATFELTER P H CO COM 37731610 4,833,925 379,429 379,129 300 357,229 22,200
GLAXOSMITHKLINE PLC SPONSORED 37733W10 137,654,279 2,632,013 2,463,060 168,953 2,628,665 3,348
GLENAYRE TECHNOLOGIE COM 37789910 1,083,650 502,621 499,621 3,000 458,721 43,900
GLENBOROUGH RLTY TR COM 37803P10 5,227,116 300,409 300,409 280,209 20,200
GLIMCHER RLTY TR SH BEN INT 37930210 4,027,117 266,520 266,500 20 249,020 17,500
GLOBAL INDS LTD COM 37933610 9,637,917 661,854 587,174 69,180 5,500 601,754 16,100 44,000
GLOBAL MARINE INC COM 37935240 51,672,422 2,018,454 1,979,721 3,736 34,997 1,744,109 54,597 219,648
GLOBAL TELESYSTEMS I COM 37936U10 757,450 996,646 966,526 30,120 856,046 1,200 135,500
GLOBAL PMTS INC COM 37940X10 3,982,088 215,248 215,088 160 198,608 16,640
GLOBIX CORP COM 37957F10 417,832 137,853 137,853 137,853
GLOBESPAN INC COM 37957110 4,615,843 211,010 210,956 54 185,910 4,200 20,900
GOLD BANC CORP INC COM 37990710 1,231,943 175,216 171,916 3,300 175,216
GOLDEN ST BANCORP IN COM 38119710 38,988,200 1,398,429 1,394,939 3,490 1,331,591 8,700 58,138
GOLDEN TELECOM INC COM 38122G10 488,940 49,513 49,513 49,513
GOLDEN WEST FINL COR COM 38131710 194,621,860 2,998,796 2,993,916 4,880 2,642,431 49,800 306,565
GOLDMAN SACHS GROUP COM 38141G10 133,236,134 1,565,642 1,283,321 243,739 38,582 1,266,358 180,784 118,300
GOODRICH B F CO COM 38238810 81,046,763 2,112,243 2,107,810 3,273 1,160 1,660,953 287,687 163,603
Page Total 7,250,213,414
Page 28 of 72
GOODYEAR TIRE & RUBR COM 38255010 72,638,943 3,045,658 3,035,342 10,216 100 2,646,759 48,820 349,979
GOTO COM INC COM 38348T10 1,597,218 203,623 203,003 620 184,923 18,600
GRACE W R & CO DEL N COM 38388F10 1,071,652 465,936 464,836 1,100 460,673 5,163
GRACO INC COM 38410910 7,700,812 275,029 273,649 1,380 246,267 28,762
GRAINGER W W INC COM 38480210 60,871,101 1,798,260 1,787,386 9,750 1,124 1,544,403 30,464 223,393
GRANITE CONSTR INC COM 38732810 8,401,860 247,259 247,259 224,309 22,950
GRANITE ST BANKSHARE COM 38747210 230,874 11,472 10,347 1,125 10,347 1,125
GRANT PRIDECO INC COM 38821G10 20,769,447 1,207,526 1,204,036 1,865 1,625 1,115,551 15,025 76,850
GRAY COMMUNICATIONS COM 38919010 409,970 23,045 23,045 23,045
GREAT AMERN FINL RES COM 38991510 1,623,294 90,183 90,183 86,583 3,600
GREAT ATLANTIC & PAC COM 39006410 1,338,022 146,232 146,232 135,132 11,100
GREAT LAKES CHEM COR COM 39056810 31,314,100 1,018,676 1,005,401 1,075 12,200 887,956 22,900 107,820
GREAT LAKES REIT INC COM 39075210 2,620,916 154,809 154,809 142,409 12,400
GREAT PLAINS SOFTWAR COM 39119E10 6,266,638 102,209 102,189 20 93,509 8,700
GREATER BAY BANCORP COM 39164810 17,349,888 688,843 688,323 520 659,843 28,000
GREEN MOUNTAIN PWR C COM 39315410 447,862 26,770 26,770 26,770
GREENPOINT FINL CORP COM 39538410 55,424,466 1,700,137 1,697,487 2,350 300 1,579,737 11,000 109,400
GREIF BROS CORP CL A 39762410 3,032,409 107,819 107,819 98,619 9,200
GREY WOLF INC COM 39788810 11,855,109 1,823,863 1,664,480 159,383 1,707,263 116,600
GRIFFON CORP COM 39843310 1,548,573 196,022 196,022 196,022
GROUP 1 AUTOMOTIVE I COM 39890510 2,813,647 224,195 224,115 80 217,195 7,000
GROUPE DANONE SPONSORED 39944910 803,912 31,700 31,700 31,700
GRUPO TELEVISA SA DE SP ADR REP 40049J20 449,364 13,450 13,450 13,450
GTECH HLDGS CORP COM 40051810 10,906,185 400,227 400,027 80 120 374,807 120 25,300
GUESS INC COM 40161710 412,798 66,688 66,688 66,688
GUIDANT CORP COM 40169810 254,660,721 5,660,385 5,617,001 41,894 1,490 4,816,157 233,475 607,453
GUILFORD PHARMACEUTI COM 40182910 3,540,548 191,381 191,381 175,681 15,700
GUITAR CTR MGMT INC COM 40204010 2,877,563 163,266 163,166 100 146,866 16,400
GULF ISLAND FABRICAT COM 40230710 1,034,968 54,472 54,472 54,472
HCA-HEALTHCARE CO COM 40411910 420,982,902 10,454,008 10,434,478 18,530 1,000 9,080,495 153,600 1,217,363
HCC INS HLDGS INC COM 40413210 9,604,206 363,108 357,322 5,786 336,208 26,900
HNC SOFTWARE INC COM 40425P10 4,278,946 243,648 243,298 350 222,348 21,300
HRPT PPTYS TR COM SH BEN 40426W10 9,826,571 1,186,784 1,186,784 1,101,284 85,500
H POWER CORP COM 40427A10 272,384 34,048 33,460 588 34,048
HSBC HLDGS PLC SPON ADR N 40428040 31,260,357 524,063 162,162 361,901 517,363 6,700
HS RES INC COM 40429710 10,989,945 244,221 244,081 40 100 233,021 100 11,100
HA-LO INDS INC COM 40442910 314,192 317,366 317,366 317,366
HAEMONETICS CORP COM 40502410 6,495,709 196,245 196,185 60 179,445 16,800
HAIN CELESTIAL GROUP COM 40521710 10,382,812 358,028 324,735 23,353 9,940 327,888 9,940 20,200
HALL KINION ASSOCIAT COM 40606910 330,193 57,117 57,117 57,117
HALLIBURTON CO COM 40621610 471,439,106 12,828,275 8,313,658 4,419,530 95,087 7,449,444 4,401,143 977,488
Page Total 1,560,190,183
Page 29 of 72
HANCOCK HLDG CO COM 41012010 3,183,323 73,286 73,286 66,486 6,800
HANCOCK JOHN FINL SV COM 41014S10 46,349,552 1,205,450 1,200,133 3,580 1,737 1,120,913 14,037 70,500
HANDLEMAN CO DEL COM 41025210 3,099,294 310,862 310,862 282,962 27,900
HANDSPRING INC COM 41029310 821,050 70,628 70,628 70,628
HANMI FINL CORP COM 41049510 203,748 12,074 12,074 12,074
HANOVER COMPRESSOR C COM 41076810 20,495,730 646,553 645,993 360 200 592,353 8,000 45,600
HANOVER DIRECT INC COM 41078310 266,735 808,289 808,289 808,289
HARCOURT GEN INC COM 41163G10 69,482,617 1,248,116 1,246,832 1,084 200 1,111,192 19,690 117,234
HARBOR FLA BANCSHARE COM 41190110 2,676,592 167,287 167,207 80 150,387 16,900
HARDINGE INC COM 41232430 7,925,831 595,390 595,390 400 594,990
HARLAND JOHN H CO COM 41269310 4,279,551 228,853 228,733 120 200,553 28,300
HARLEY DAVIDSON INC COM 41282210 243,654,180 6,420,400 6,271,055 139,675 9,670 5,495,450 235,670 686,180
HARLEYSVILLE GROUP I COM 41282410 2,523,859 113,754 113,354 400 103,654 400 9,700
HARLEYSVILLE NATL CO COM 41285010 2,436,562 64,975 64,975 58,075 6,900
HARMAN INTL INDS INC COM 41308610 6,810,292 266,131 265,671 360 100 235,471 100 30,560
HARMONIC INC COM 41316010 1,681,998 299,022 298,522 500 264,822 300 33,300
HARRAHS ENTMT INC COM 41361910 216,966,818 7,372,301 7,369,371 2,730 200 2,936,200 4,120,787 315,314
HARRIS CORP DEL COM 41387510 16,030,698 647,705 646,645 760 300 582,905 8,800 56,000
HARSCO CORP COM 41586410 10,525,402 429,433 429,233 200 400,633 200 28,600
HARTE-HANKS INC COM 41619610 11,655,995 515,296 514,996 100 200 476,580 6,700 31,700
HARTFORD FINL SVCS G COM 41651510 273,871,805 4,641,895 4,556,892 29,598 55,405 3,922,969 127,395 591,331
HASBRO INC COM 41805610 41,729,319 3,234,831 3,231,124 3,707 2,887,203 55,330 292,298
HAVERTY FURNITURE IN COM 41959610 1,489,121 108,695 108,695 108,695
HAWAIIAN ELEC INDUST COM 41987010 13,139,124 355,592 355,492 100 332,692 22,900
HAYES LEMMERZ INTL I COM 42078110 688,767 123,435 123,435 123,435
HEALTH CARE PPTY INV COM 42191510 12,703,311 374,508 374,508 344,208 30,300
HEALTHSOUTH CORP COM 42192410 96,585,994 7,493,095 7,470,950 20,815 1,330 6,515,971 113,730 863,394
HEALTH MGMT ASSOC IN CL A 42193310 39,812,089 2,560,263 2,550,528 9,055 680 2,361,658 30,180 166,725
HEALTHCARE RLTY TR COM 42194610 8,398,319 348,478 348,478 322,378 26,100
HEALTH CARE REIT INC COM 42217K10 4,577,040 220,050 220,050 200,550 19,500
HEALTH NET INC COM 42222G10 37,093,218 1,799,768 1,798,253 1,250 265 1,727,473 265 72,030
HEARST-ARGYLE TELEVI COM 42231710 4,930,445 239,342 238,642 700 220,642 200 18,500
HEARTLAND EXPRESS IN COM 42234710 2,959,906 117,224 117,224 108,424 8,800
HEICO CORP NEW COM 42280610 702,508 45,766 45,766 45,766
HEIDRICK & STRUGGLES COM 42281910 4,285,309 148,091 147,051 1,040 135,891 12,200
HEINZ H J CO COM 42307410 281,536,961 7,003,407 6,925,994 39,368 38,045 5,808,708 296,705 894,294
HELIX TECHNOLOGY COR COM 42331910 4,412,455 187,892 180,192 600 7,100 165,792 7,100 15,000
HELLER FINANCIAL INC CL A 42332810 21,927,870 623,837 617,407 6,430 575,937 4,900 41,900
HELMERICH & PAYNE IN COM 42345210 29,693,949 641,338 638,948 1,690 700 581,838 6,900 52,050
HENRY JACK & ASSOC I COM 42628110 18,251,401 770,524 769,484 640 400 715,124 8,000 47,400
HERBALIFE INTL INC CL A 42690820 606,148 83,148 82,815 333 83,148
Page Total 1,570,464,886
Page 30 of 72
HERCULES INC COM 42705610 25,936,262 1,996,633 1,989,903 3,330 3,400 1,794,934 34,030 167,669
HERSHEY FOODS CORP COM 42786610 165,801,724 2,391,831 2,349,773 14,124 27,934 2,032,758 123,920 233,753
HEWLETT PACKARD CO COM 42823610 1,297,852,125 41,504,705 38,206,589 1,699,743 1,598,373 34,468,027 2,190,403 4,844,475
HEXCEL CORP NEW COM 42829110 1,664,794 167,316 167,316 167,316
HI / FN INC COM 42835810 978,621 58,530 58,530 53,730 4,800
HIBERNIA CORP CL A 42865610 22,492,412 1,610,051 1,568,631 4,720 36,700 1,444,251 56,400 109,400
HICKORY TECH CORP COM 42906010 1,483,275 99,716 99,716 89,616 10,100
HIGH SPEED ACCESS CO COM 42979U10 236,551 157,701 157,701 155,501 1,400
HIGHLANDS INS GROUP COM 43103210 735,474 222,871 222,871 19,785 203,086
HIGHWOODS PPTYS INC COM 43128410 14,543,179 589,987 589,987 552,887 37,100
HILB ROGAL & HAMILTO COM 43129410 3,864,245 110,407 110,407 101,507 8,900
HILLENBRAND INDS INC COM 43157310 28,593,812 592,127 588,027 3,600 500 532,227 6,100 53,800
HILTON HOTELS CORP COM 43284810 87,595,118 8,382,308 8,368,961 13,107 240 5,944,677 1,647,331 790,300
HISPANIC BROADCASTIN CL A 43357B10 16,627,046 870,526 867,996 2,230 300 799,626 10,900 60,000
HITACHI LIMITED ADR 10 COM 43357850 894,312 10,250 10,250 10,250
HOLLINGER INTL INC CL A 43556910 4,552,483 318,133 317,733 400 291,633 26,500
HOLLYWOOD ENTMT CORP COM 43614110 481,323 220,084 220,084 220,084
HOLLYWOOD MEDIA CORP COM 43623310 416,800 93,874 93,874 93,874
HOME DEPOT INC COM 43707610 2,148,218,732 49,842,662 47,029,951 2,107,638 705,073 41,478,170 2,393,817 5,945,275
HOME PPTYS N Y INC COM 43730610 6,220,467 218,262 218,262 204,062 14,200
HOMESTAKE MNG CO COM 43761410 26,705,530 5,077,097 5,062,692 14,305 100 4,422,240 79,650 575,207
HOMESTORE COM INC COM 43785210 10,370,651 436,659 436,032 527 100 393,859 6,100 36,700
HON INDS INC COM 43809210 14,501,696 631,332 630,712 420 200 575,932 200 55,200
HONDA MOTOR LTD AMERN SHS 43812830 22,416,255 273,036 28,600 244,436 268,136 4,900
HONEYWELL INTL INC COM 43851610 3,490,242,813 85,545,167 16,042,157 69,419,230 83,780 14,556,044 69,608,826 1,379,697
HOOPER HOLMES INC COM 43910410 4,423,386 514,946 511,206 140 3,600 467,546 3,600 43,800
HORACE MANN EDUCATOR COM 44032710 7,830,055 442,376 442,200 176 412,271 29,220
HORIZON OFFSHORE INC COM 44043J10 1,620,679 65,482 65,482 65,482
HORMEL FOODS CORP COM 44045210 19,228,766 987,103 984,228 2,750 125 919,878 9,825 57,400
HOSPITALITY PPTYS TR COM SH BEN 44106M10 13,773,883 521,738 521,738 489,538 32,200
HOST MARRIOTT CORP N COM 44107P10 27,023,992 2,313,698 2,310,268 3,430 2,027,889 23,800 262,009
HOT TOPIC INC COM 44133910 3,363,108 120,111 120,071 40 107,311 12,800
HOTEL RESERVATIONS N CL A 44145110 1,212,104 47,072 47,072 47,072
HOTJOBS COM INC COM 44147410 667,019 131,770 131,770 118,170 13,600
HOUGHTON MIFFLIN CO COM 44156010 79,884,356 1,736,239 311,035 16,200 1,409,004 299,335 1,409,004 27,900
HOUSEHOLD INTL INC COM 44181510 574,784,452 9,702,641 9,673,630 22,213 6,798 8,310,679 159,231 1,232,431
HOUSTON EXPL CO COM 44212010 2,471,760 82,392 82,392 76,992 5,400
HUANENG PWR INTL INC SPON ADR N 44330410 265,409 12,484 12,484 12,484
HUBBELL INC CL B 44351020 13,738,262 589,625 569,089 12,608 7,928 520,319 15,028 54,278
HUDSON CITY BANCORP COM 44368310 7,813,575 394,386 394,286 100 351,686 8,100 34,600
HUDSON UNITED BANCOR COM 44416510 9,655,263 425,342 423,717 1,625 392,402 32,940
Page Total 8,161,181,769
Page 31 of 72
HUGHES SUPPLY INC COM 44448210 2,614,202 178,810 178,789 21 162,410 16,400
HUGOTON RTY TR TEX UNIT BEN I 44471710 227,648 14,687 14,687 14,687
HUMANA INC COM 44485910 35,634,326 3,400,222 3,395,712 2,790 1,720 3,063,015 29,020 308,187
HUMAN GENOME SCIENCE COM 44490310 33,486,988 727,978 718,511 5,237 4,230 635,898 18,830 73,250
HUNGRY MINDS INC CL A 44554910 1,715,915 236,678 5,178 196,500 35,000 201,678 35,000
HUNT J B TRANS SVCS COM 44565810 4,070,875 260,536 260,516 20 247,936 12,600
HUNTINGTON BANCSHARE COM 44615010 66,050,217 4,635,103 4,629,041 4,742 1,320 4,125,298 76,395 433,410
HUTCHINSON TECHNOLOG COM 44840710 3,076,917 205,993 205,673 320 181,993 24,000
ICN PHARMACEUTICALS COM 44892410 22,031,585 866,362 864,825 1,337 200 802,362 9,900 54,100
IDT CORP COM 44894710 3,849,059 190,077 189,737 340 174,777 15,300
HYPERCOM CORP COM 44913M10 310,612 92,720 92,620 100 92,720
HYPERION SOLUTIONS C COM 44914M10 4,170,102 258,611 258,611 236,011 22,600
HYSEQ INC COM 44916330 687,346 73,317 73,317 66,017 7,300
IBP INC COM 44922310 15,806,861 963,833 960,813 2,620 400 892,233 10,800 60,800
ICOS CORP COM 44929510 12,655,615 266,434 264,464 1,870 100 234,334 5,200 26,900
IDEC PHARMACEUTICALS COM 44937010 56,973,160 1,424,329 1,370,594 36,025 17,710 1,324,419 30,010 69,900
IDX SYS CORP COM 44949110 2,199,481 121,774 121,374 400 110,874 400 10,500
IGEN INC COM 44953610 1,544,520 81,561 79,461 2,100 81,561
IHOP CORP COM 44962310 3,176,600 158,830 158,830 144,830 14,000
IMC GLOBAL INC COM 44966910 13,016,069 1,058,217 1,056,847 1,070 300 970,117 12,600 75,500
I-MANY INC COM 44973Q10 1,177,312 103,500 16,000 87,500 103,500
IMS HEALTH INC COM 44993410 154,523,448 6,205,761 6,147,355 46,186 12,220 5,182,918 231,780 787,963
IRT PPTY CO COM 45005810 2,844,226 309,155 309,155 285,155 24,000
ITC DELTACOM INC COM 45031T10 2,438,424 415,051 412,971 2,080 379,051 36,000
ISTAR FINL INC COM 45031U10 13,063,272 566,245 565,685 560 502,044 10,700 53,501
I-STAT CORP COM 45031210 2,401,396 120,825 120,825 108,925 11,900
ITT EDUCATIONAL SERV COM 45068B10 3,057,259 112,814 112,814 104,314 8,500
ITXC CORP COM 45069F10 245,345 42,900 42,800 100 42,900
IXIA COM 45071R10 377,954 29,500 29,500 29,500
IXL ENTERPRISES INC COM 45071810 623,912 262,700 262,700 259,900 2,300
IBASIS INC COM 45073210 514,498 168,027 75,950 92,077 167,927
IBIS TECHNOLOGY CORP COM 45090910 1,664,052 60,511 60,511 54,411 6,100
ITT INDS INC IND COM 45091110 69,528,117 1,794,274 1,773,765 1,940 18,569 1,547,484 45,859 200,931
IDACORP INC COM 45110710 16,902,843 442,367 437,647 1,410 3,310 402,357 3,310 36,700
IDEX CORP COM 45167R10 6,823,862 235,468 232,308 3,160 216,168 19,300
IDEXX LABS INC COM 45168D10 10,256,205 467,530 451,301 800 15,429 429,601 15,429 22,500
IGATE CAPITAL CORP COM 45169U10 464,293 247,623 247,623 247,623
IKON OFFICE SOLUTION COM 45171310 6,754,710 1,185,037 1,183,317 1,720 1,041,537 143,400
IDENTIX INC COM 45190610 1,827,236 215,476 213,376 2,100 196,676 18,800
ILEX ONCOLOGY INC COM 45192310 2,859,222 187,490 187,490 169,990 17,500
ILLINOIS TOOL WKS IN COM 45230810 390,781,422 6,875,113 5,935,306 649,954 289,853 5,755,208 380,813 738,892
Page Total 972,427,106
Page 32 of 72
ILLUMINET HLDGS INC COM 45233410 5,496,921 267,334 267,194 40 100 252,234 100 15,000
IMATION CORP COM 45245A10 9,884,811 440,696 425,759 13,929 1,008 413,888 1,008 25,800
IMCLONE SYS INC COM 45245W10 14,723,611 443,656 415,821 27,735 100 396,156 8,000 39,500
IMMUNE RESPONSE CORP COM 45252T10 440,490 174,038 174,038 174,038
IMMERSION CORP COM 45252110 480,142 84,428 84,408 20 79,728 4,700
IMMUNEX CORP NEW COM 45252810 23,427,241 1,636,895 1,596,379 30,321 10,195 1,437,600 39,395 159,700
IMMUNOGEN INC COM 45253H10 3,867,448 289,155 286,955 200 2,000 265,355 2,000 21,800
IMPATH INC COM 45255G10 5,775,542 124,540 124,330 210 114,440 10,100
IMPCO TECHNOLOGIES I COM 45255W10 699,687 39,419 39,419 39,119 300
IMPERIAL CHEM INDS P ADR NEW 45270450 312,547 12,700 12,700 12,700
IMATRON INC COM 45290610 1,106,872 590,332 590,332 590,332
IMMUNOMEDICS INC COM 45290710 2,501,325 259,878 259,878 238,878 21,000
IMPSAT FIBER NETWORK COM 45321T10 299,765 70,533 70,433 100 70,433
IMRGLOBAL CORPORATIO COM 45321W10 893,368 158,821 158,821 158,821
INAMED CORP COM 45323510 2,400,863 101,089 100,869 220 91,889 9,200
INCO LTD COM 45325840 38,192,336 2,575,343 2,574,643 700 2,367,101 37,500 170,742
INCYTE GENOMICS INC COM 45337C10 8,093,717 527,278 527,078 200 481,978 7,000 38,300
INDEPENDENCE CMNTY B COM 45341410 8,362,296 479,572 479,522 50 438,672 40,900
INDEPENDENT BANK COR COM 45383610 1,080,405 72,027 68,606 3,421 71,536
INDEPENDENT BANK COR COM 45383810 226,800 11,235 11,235 11,235
INDUS INTL INC COM 45578L10 381,522 78,261 78,261 78,261
INDYMAC BANCORP INC COM 45660710 21,086,854 733,711 733,651 60 681,511 51,600
INET TECHNOLOGIES IN COM 45662V10 674,732 114,848 114,848 104,348 100 10,400
INFOCUS CORP COM 45665B10 7,525,016 459,543 459,143 300 100 433,543 100 25,900
INFOGRAMES INC COM 45665T10 598,708 108,856 108,856 108,856
INFORMATICA CORP COM 45666Q10 5,680,363 426,710 426,210 400 100 394,210 100 32,400
INFONET SVCS CORP CL B 45666T10 3,080,140 463,179 460,809 2,370 421,279 500 41,200
INFORMATION HLDGS IN COM 45672710 1,896,296 88,612 70,462 400 17,750 68,462 17,750 2,400
INFORMIX CORP COM 45677910 16,761,713 3,100,576 3,062,516 25,760 12,300 2,862,576 48,200 189,500
INFOSPACE INC COM 45678T10 3,275,638 1,476,178 1,474,085 1,802 291 1,169,347 22,891 283,940
INFOUSA INC NEW COM 45681830 808,257 186,063 186,063 186,063
ING GROEP N V SPONSORED 45683710 23,890,347 367,092 34,853 332,239 360,992 6,100
INGERSOLL-RAND CO COM 45686610 125,135,621 3,151,237 3,115,901 16,651 18,685 2,698,598 69,585 382,954
INGLES MKTS INC CL A 45703010 840,025 70,739 65,239 5,000 500 70,239 500
INGRAM MICRO INC CL A 45715310 7,031,475 520,850 519,650 1,200 463,950 8,300 48,600
INHALE THERAPEUTIC S COM 45719110 6,569,307 307,336 305,336 1,800 200 286,836 200 20,300
INKTOMI CORP COM 45727710 4,555,595 685,052 683,072 1,880 100 552,840 9,900 122,312
INNKEEPERS USA TR COM 4576J010 7,037,318 628,332 628,332 603,432 24,900
INSIGHT ENTERPRISES COM 45765U10 5,519,518 261,279 260,869 410 239,679 21,600
INPUT/OUTPUT INC COM 45765210 6,001,877 641,912 641,912 613,812 28,100
INSITUFORM TECHNOLOG CL A 45766710 5,013,451 153,669 153,669 139,069 14,600
Page Total 381,629,960
Page 33 of 72
INSIGNIA FINL GROUP COM 45767A10 1,470,386 124,609 124,609 124,609
INSIGHT COMMUNICATIO CL A 45768V10 8,350,070 315,097 314,357 740 288,597 26,500
INNOGY HLDGS PLC SPONSORED 45769A10 279,300 10,500 10,500 10,500
INNOVATIVE SOLUTIONS COM 45769N10 209,300 16,100 16,100 14,800 1,300
INSURANCE AUTO AUCTI COM 45787510 707,854 57,784 57,684 100 57,784
INTEGRATED ELECTRICA COM 45811E10 1,255,675 220,294 220,154 140 220,294
INTEGRATED CIRCUIT S COM 45811K20 1,778,144 111,134 110,934 200 111,134
INTEGRATED DEVICE TE COM 45811810 39,504,832 1,334,172 1,332,432 1,440 300 1,244,272 12,900 76,800
INTEGRATED SILICON S COM 45812P10 4,617,067 355,159 310,804 44,355 336,559 18,500
INTEGRA BK CORP COM 45814P10 2,696,194 129,159 129,159 117,159 12,000
INTELIDATA TECHNOLOG COM 45814T10 975,838 236,567 236,567 236,567
INTEL CORP COM 45814010 3,815,657,729 145,015,876 137,782,251 4,562,098 2,671,527 120,037,495 7,583,792 17,321,529
INTER TEL INC COM 45837210 1,646,871 161,664 161,564 100 151,764 9,900
INTERACTIVE INTELLIG COM 45839M10 459,568 31,970 31,970 31,970
INTERACT COMM CORP COM 45839Y10 1,191,379 101,394 96,094 5,300 101,394
INTERCEPT GROUP INC COM 45845L10 1,441,355 56,248 56,248 56,248
INTERDIGITAL COMMUNI COM 45866A10 3,063,119 410,111 409,611 400 100 374,511 100 35,400
INTERFACE INC CL A 45866510 2,565,805 373,208 373,208 328,508 44,700
INTERGRAPH CORP COM 45868310 3,374,233 348,326 348,326 315,226 33,100
INTERLIANT INC COM 45874210 459,150 349,962 349,852 110 314,362 35,600
INTERLINK ELECTRS COM 45875110 213,720 57,966 57,966 57,966
INTERLOGIX INC COM 45876310 3,454,776 132,876 132,876 128,576 4,300
INTERMEDIA COMMUNICA COM 45880110 7,038,734 405,107 404,607 400 100 372,807 100 32,200
INTERNAP NETWORK SVC COM 45885A10 949,972 490,435 473,366 17,069 431,235 9,800 49,300
INTERMUNE PHARMACEUT COM 45885B10 1,242,990 59,190 59,190 53,890 5,300
INTERNATIONAL BANCSH COM 45904410 5,183,793 135,524 135,299 225 125,124 10,400
INTERNATIONAL BUSINE COM 45920010 6,915,746,244 71,904,203 71,034,256 613,381 256,566 31,952,474 35,928,209 4,004,220
INTERNATIONAL FIBERC COM 45950T10 760,914 196,365 194,265 100 2,000 174,365 2,000 20,000
INTERNATIONAL FLAVOR COM 45950610 42,418,578 1,922,873 1,917,933 2,340 2,600 1,653,461 35,760 233,652
INTERNATIONAL GAME T COM 45990210 78,322,395 1,555,559 1,554,517 742 300 1,490,895 9,200 55,464
INTERNATIONAL MULTIF COM 46004310 2,603,986 135,272 135,172 100 122,672 12,600
INTL PAPER CO COM 46014610 1,612,232,635 44,684,940 10,672,879 33,993,652 18,409 20,927,605 22,693,444 1,063,291
INTERNATIONAL RECTIF COM 46025410 33,915,348 837,416 836,181 785 450 786,266 8,050 43,000
INTERNATIONAL SPEEDW CL A 46033520 13,466,700 363,356 356,930 600 5,826 332,130 10,026 21,200
INTL SPECIALTY PRODS COM 46033710 964,254 117,592 117,492 100 117,592
INTERNET CAP GROUP I COM 46059C10 2,755,455 1,259,925 1,252,635 6,150 1,140 1,112,335 22,240 124,050
INTERNET SEC SYS INC COM 46060X10 6,362,253 232,547 215,177 17,370 212,847 3,300 16,400
INTERPOOL INC COM 46062R10 1,683,536 115,707 115,707 114,507 1,200
INTERSIL HLDG CORP CL A 46069S10 2,663,353 144,457 144,437 20 126,257 3,200 14,900
INTERPUBLIC GROUP CO COM 46069010 219,956,721 6,403,398 5,898,537 340,426 164,435 5,363,975 392,085 644,138
INTERSTATE BAKERIES COM 46072H10 10,677,862 698,813 687,013 11,800 675,513 23,300
Page Total 12,854,318,088
Page 34 of 72
INTRANET SOLUTIONS I COM NEW 46093930 3,271,110 136,655 136,425 230 125,855 10,800
INTERNET COM CORP COM 46096710 284,587 78,507 78,407 100 78,507
INTERTAN INC COM 46112010 2,747,908 217,226 217,226 196,526 20,700
INTERTRUST TECHNOLOG COM 46113Q10 2,265,480 503,440 503,440 460,540 42,600
INTERWOVEN INC COM 46114T10 5,664,282 562,938 562,198 640 100 519,738 100 43,100
INTERVOICE-BRITE INC COM 46114210 2,101,563 258,654 258,654 234,754 23,900
INTIMATE BRANDS INC CL A 46115610 11,078,478 753,638 748,468 5,170 691,938 10,300 51,300
INTUIT COM 46120210 106,661,620 3,843,662 3,834,732 6,910 2,020 3,344,933 63,820 434,709
INVACARE CORP COM 46120310 7,410,632 187,516 187,236 280 170,795 15,700
INTRUSION COM INC COM 46121E10 387,820 96,955 96,955 96,955
INVERNESS MED TECHNO COM 46126810 346,465 13,300 13,300 13,300
INVESTMENT TECHNOLOG COM 46145F10 18,064,281 352,818 352,318 400 100 332,918 100 19,800
INVITROGEN CORP COM 46185R10 31,010,928 565,377 564,823 454 100 543,177 100 22,100
INVESTORS FINL SERVI COM 46191510 21,520,885 367,094 366,723 371 346,694 20,400
IOMEGA CORP COM 46203010 8,364,191 2,272,878 2,270,878 1,800 200 2,102,078 200 170,500
IONICS INC COM 46221810 3,544,190 136,315 134,465 450 1,400 118,515 1,400 16,400
IRON MTN INC PA COM 46284610 9,036,469 235,816 232,502 3,214 100 207,516 4,800 23,500
IRWIN FINL CORP COM 46411910 1,770,570 83,814 83,814 83,814
ISIS PHARMACEUTICALS COM 46433010 2,787,247 301,324 301,324 274,224 27,100
ISLE OF CAPRI CASINO COM 46459210 1,856,672 175,788 175,708 80 156,688 19,100
ITO YOKADO LTD ADR NEW 46571430 504,400 10,400 10,400 10,400
I2 TECHNOLOGIES INC COM 46575410 18,994,333 1,309,954 1,303,383 6,431 140 1,156,424 23,740 129,790
IVAX CORP COM 46582310 48,246,597 1,531,638 1,527,278 3,960 400 1,408,738 17,200 105,600
IVEX PACKAGING CORP COM 46585510 2,075,356 150,935 150,875 60 138,635 12,300
JDN RLTY CORP COM 46591710 4,315,194 381,538 381,538 358,238 23,300
IXYS CORP COM 46600W10 634,536 40,288 40,088 200 40,288
JDS UNIPHASE CORP COM 46612J10 443,685,870 24,064,971 24,000,674 55,079 9,218 20,931,889 392,538 2,740,064
JDA SOFTWARE GROUP I COM 46612K10 1,896,403 165,813 165,813 150,313 15,500
J JILL GROUP INC COM 46618910 206,517 11,801 11,801 11,801
JLG INDS INC COM 46621010 4,714,437 362,649 362,629 20 335,149 27,500
JNI CORP COM 46622G10 415,237 55,365 55,340 25 50,865 4,500
JP REALTY INC COM 46624A10 2,526,191 130,015 130,015 126,915 3,100
J P MORGAN CHASE & C COM 46625H10 1,809,429,096 40,299,089 39,066,049 701,938 531,102 34,279,616 1,143,181 4,874,622
JABIL CIRCUIT INC COM 46631310 71,995,659 3,330,049 3,250,289 60,365 19,395 3,018,595 66,695 244,759
JACK IN THE BOX INC COM 46636710 9,132,803 304,935 304,155 780 280,335 24,600
JACOBS ENGR GROUP IN COM 46981410 17,317,118 298,571 290,916 4,655 3,000 277,071 3,000 18,500
JAKKS PAC INC COM 47012E10 1,353,370 127,376 127,376 122,576 4,800
JEFFERIES GROUP INC COM 47231910 5,507,407 190,898 190,898 174,798 16,100
JEFFERSON PILOT CORP COM 47507010 133,573,167 1,967,494 1,951,783 6,805 8,906 1,713,122 40,206 214,166
JEFFERSON SMURFIT GR SPONSORED 47508W10 283,390 17,000 16,900 100 17,000
JOHN NUVEEN CO CL A 47803510 3,840,588 71,122 71,122 66,222 4,900
Page Total 2,820,823,047
Page 35 of 72
JOHNSON & JOHNSON COM 47816010 4,444,326,470 50,809,723 48,546,973 1,250,522 1,012,228 26,586,857 20,631,316 3,576,250
JOHNSON CTLS INC COM 47836610 107,729,821 1,724,781 1,714,502 6,479 3,800 1,479,129 29,770 215,882
JONES APPAREL GROUP COM 48007410 43,663,384 1,155,116 1,153,244 1,472 400 1,001,823 12,600 140,693
JONES LANG LASALLE I COM 48020Q10 2,858,521 222,453 222,453 200,653 21,800
JOURNAL REGISTER CO COM 48113810 5,523,097 336,569 336,469 100 307,169 29,400
JUNIPER NETWORKS INC COM 48203R10 59,640,398 1,571,138 1,565,921 4,857 360 1,398,317 25,360 147,461
JUPITER MEDIA METRIX COM 48206U10 509,044 156,629 156,629 141,829 14,800
KLA-TENCOR CORP COM 48248010 131,156,077 3,330,948 3,323,453 7,155 340 2,951,800 60,170 318,778
K MART CORP COM 48258410 85,215,963 9,065,528 9,045,063 19,255 1,210 7,998,033 144,700 922,395
KPMG CONSULTING INC COM 48265R10 982,800 75,600 75,600 75,600
K V PHARMACEUTICAL C CL B CONV 48274010 2,562,611 129,229 129,129 100 117,229 12,000
K V PHARMACEUTICAL C CL A 48274020 338,136 17,173 17,173 17,173
KAISER ALUMINUM CORP COM 48300710 789,311 206,626 206,626 206,626
KAMAN CORP CL A 48354810 2,825,326 172,539 172,519 20 156,139 16,400
KANA COMMUNICATIONS COM 48360010 862,577 445,316 444,896 420 388,016 9,500 47,800
KANSAS CITY LIFE INS COM 48483610 1,916,486 53,608 53,608 50,808 2,800
KANSAS CITY PWR & LT COM 48513410 16,128,104 655,614 654,964 350 300 612,414 300 42,900
KANSAS CITY SOUTHN I COM NEW 48517030 6,327,662 445,610 402,553 3,030 40,027 348,433 40,477 56,700
KATY INDS INC COM 48602610 261,828 37,404 37,404 37,404
KAYDON CORP COM 48658710 9,030,745 334,720 333,900 820 313,020 21,700
KB HOME COM 48666K10 29,677,985 909,252 908,102 1,150 817,252 7,200 84,800
KEANE INC COM 48666510 7,798,388 599,876 588,566 860 10,450 537,926 19,850 42,100
KEITHLEY INSTRS INC COM 48758410 1,099,153 67,849 67,849 61,949 5,900
KELLOGG CO COM 48783610 183,462,638 6,787,371 6,777,231 7,380 2,760 5,796,346 283,410 703,415
KELLWOOD CO COM 48804410 3,791,025 182,700 182,640 60 166,200 16,500
KELLY SVCS INC CL A 48815220 6,403,219 271,553 267,530 4,023 247,803 23,750
KEMET CORP COM 48836010 21,589,809 1,274,487 1,273,347 840 300 1,198,587 11,100 64,800
KENNAMETAL INC COM 48917010 14,367,512 522,455 522,395 60 500,555 21,900
KENT ELECTRS CORP COM 49055310 4,189,608 232,756 232,496 260 213,456 19,300
KERR MCGEE CORP COM 49238610 285,555,976 4,399,938 4,395,002 2,988 1,948 1,825,734 2,419,585 154,619
KEY ENERGY SVCS INC COM 49291410 10,919,489 1,020,513 1,019,963 550 957,813 62,700
KEY PRODTN INC COM 49313810 3,849,809 185,533 185,533 185,533
KEY3MEDIA GROUP INC COM 49326R10 1,825,257 153,383 152,933 450 148,883 4,500
KEYCORP NEW COM 49326710 979,258,427 37,955,753 37,896,980 40,971 17,802 7,207,972 29,664,899 1,082,782
KEYNOTE SYS INC COM 49330810 1,481,125 132,397 132,377 20 120,397 12,000
KEYSPAN CORP COM 49337W10 96,856,949 2,540,177 2,525,513 12,139 2,525 2,237,330 45,650 257,197
KFORCE COM INC COM 49373210 1,263,655 237,887 237,887 237,887
KILROY RLTY CORP COM 49427F10 7,265,081 270,984 270,984 253,584 17,400
KIMBALL INTL INC CL B 49427410 3,169,546 235,882 235,882 214,782 21,100
KIMBERLY CLARK CORP COM 49436810 757,000,300 11,160,258 10,698,721 290,924 170,613 9,220,395 563,187 1,370,676
KIMCO REALTY CORP COM 49446R10 23,353,558 543,106 519,836 23,270 507,506 5,900 29,700
Page Total 7,366,826,870
Page 36 of 72
KINDER MORGAN INC KA COM 49455P10 113,139,322 2,126,679 2,117,748 5,256 3,675 1,875,317 39,725 211,637
KING PHARMACEUTICALS COM 49558210 143,672,723 3,525,711 3,522,050 3,461 200 3,173,450 111,700 238,861
KIRBY CORP COM 49726610 3,659,900 182,995 182,975 20 166,095 16,900
KNIGHT RIDDER INC COM 49904010 87,056,820 1,620,868 1,612,783 7,905 180 1,458,599 24,490 137,779
KNIGHT TRADING GROUP COM 49906310 7,944,475 543,212 541,962 1,150 100 478,012 10,900 54,300
KNIGHT TRANSN INC COM 49906410 1,235,593 50,691 50,691 50,691
KOGER EQUITY INC COM 50022810 3,889,690 277,835 277,835 259,235 18,600
KOHLS CORP COM 50025510 395,627,223 6,413,150 6,397,136 14,724 1,290 5,646,640 238,230 524,680
KONINKLIJKE AHOLD N SPON ADR N 50046730 10,914,012 351,498 48,092 303,406 345,198 6,300
KONOVER PPTY TR INC COM 50047R10 372,918 88,790 88,790 88,790
KONINKLIJKE PHILIPS SP ADR NEW 50047230 26,050,789 975,685 110,633 809,835 55,217 908,368 55,217 12,100
KOPIN CORP COM 50060010 2,861,855 497,714 399,834 14,680 83,200 364,214 92,700 40,700
KOREA ELECTRIC PWR SPONSORED 50063110 939,828 115,600 115,600 115,600
KORN FERRY INTL COM NEW 50064320 7,401,724 441,367 441,147 220 415,167 26,200
KOS PHARMACEUTICALS COM 50064810 1,351,922 76,980 76,980 76,980
KRISPY KREME DOUGHNU COM 50101410 1,994,184 55,394 55,394 50,794 4,600
KROGER CO COM 50104410 411,206,204 15,944,405 15,884,429 56,880 3,096 13,234,402 609,056 2,092,147
KRONOS INC COM 50105210 3,518,397 111,919 111,459 460 103,419 8,500
KULICKE & SOFFA INDS COM 50124210 5,402,354 398,345 397,395 950 366,045 32,200
LCC INTERNATIONAL IN CL A 50181010 362,585 72,517 72,517 72,517
LNR PPTY CORP COM 50194010 5,705,409 201,249 201,169 80 185,649 15,600
LSI LOGIC CORP COM 50216110 90,128,542 5,729,723 5,719,098 10,085 540 5,017,666 100,400 611,057
LTX CORP COM 50239210 7,838,299 419,452 367,441 400 51,611 336,241 51,611 31,500
L-3 COMMUNICATIONS H COM 50242410 42,473,126 537,975 537,475 400 100 510,875 3,900 23,200
LVMH MOET HENNESSY L SPONSORED 50244120 618,813 61,500 61,500 61,500
LA Z BOY INC COM 50533610 8,212,439 461,373 461,333 40 422,373 39,000
LABORATORY CORP AMER COM NEW 50540R40 21,071,768 175,233 175,013 220 163,473 11,510
LABOR READY INC COM NEW 50540120 734,460 233,162 233,162 233,162
LABRANCHE & CO INC COM 50544710 17,679,927 549,749 549,249 300 200 522,649 200 26,900
LACLEDE GAS CO COM 50558810 3,339,379 143,321 142,721 600 130,121 13,200
LAFARGE CORP COM 50586210 7,273,741 239,741 238,741 1,000 213,841 5,300 20,600
LAKES GAMING INC COM 51206P10 260,847 28,012 28,012 28,012
LAM RESEARCH CORP COM 51280710 27,548,005 1,159,916 1,157,116 2,300 500 1,057,066 15,800 86,750
LAMAR ADVERTISING CO CL A 51281510 12,339,731 335,775 335,275 400 100 298,275 6,300 31,200
LANCASTER COLONY COR COM 51384710 16,598,296 571,134 571,034 100 544,916 25,581
LANCE INC COM 51460610 3,003,041 266,937 266,217 720 253,317 720 12,900
LANDAMERICA FINL GRO COM 51493610 8,118,608 228,179 228,179 220,879 7,300
LANDRYS SEAFOOD REST COM 51508L10 2,075,461 182,860 182,840 20 181,660 1,200
LANDS END INC COM 51508610 5,903,781 215,074 214,674 300 100 194,578 100 20,300
LANDSTAR SYS INC COM 51509810 8,260,418 121,925 121,925 116,025 5,900
LASALLE HOTEL PPTYS COM SH BEN 51794210 4,041,024 249,600 249,520 80 249,600
Page Total 1,521,827,633
Page 37 of 72
LATITUDE COMMUNICATI COM 51829210 252,816 63,458 63,458 63,458
LATTICE SEMICONDUCTO COM 51841510 17,834,681 980,628 976,128 1,000 3,500 904,528 13,600 62,300
LAUDER ESTEE COS INC CL A 51843910 20,854,346 572,607 559,027 7,200 6,380 489,327 17,680 65,600
LAWSON PRODS INC COM 52077610 1,193,123 48,207 48,207 45,407 2,800
LEAP WIRELESS INTL I COM 52186310 6,047,809 215,516 214,260 1,181 75 198,541 75 16,900
LEAR CORP COM 52186510 77,316,107 2,638,775 2,594,626 27,089 17,060 2,567,315 17,060 54,400
LEARNING TREE INTL I COM 52201510 2,840,284 137,086 137,066 20 129,586 7,500
LEE ENTERPRISES INC COM 52376810 17,915,592 588,361 582,861 4,300 1,200 546,961 1,200 40,200
LEGATO SYS INC COM 52465110 11,527,158 955,659 954,459 900 300 892,459 300 62,900
LEGGETT & PLATT INC COM 52466010 72,621,518 3,776,470 3,636,197 124,343 15,930 3,329,021 72,830 374,619
LEGG MASON INC COM 52490110 30,533,151 725,253 704,603 12,235 8,415 667,738 15,915 41,600
LEHMAN BROS HLDGS IN COM 52490810 300,648,130 4,795,026 4,733,874 52,447 8,705 4,286,041 88,495 420,290
LENNAR CORP COM 52605710 34,663,372 869,628 869,288 340 831,278 38,350
LENNOX INTL INC COM 52610710 3,120,560 302,967 302,767 200 273,967 29,000
LEUCADIA NATL CORP COM 52728810 15,569,540 483,977 483,977 455,977 28,000
LEVEL 3 COMMUNICATIO COM 52729N10 38,466,547 2,213,902 2,207,313 3,769 2,820 1,760,081 38,020 415,501
LEXICON GENETICS INC COM 52887210 548,530 83,592 81,892 1,700 83,592
LEXINGTON CORP PPTYS COM 52904310 1,459,738 113,158 113,158 113,158
LEXMARK INTL NEW CL A 52977110 107,615,607 2,364,139 2,358,229 5,710 200 2,019,839 92,500 250,400
LIBBEY INC COM 52989810 4,224,980 141,493 141,193 300 130,793 10,700
LIBERATE TECHNOLOGIE COM 53012910 2,746,334 330,406 329,314 992 100 292,106 7,200 31,000
LIBERTY CORP S C COM 53037010 4,250,007 125,037 125,037 114,337 10,700
LIBERTY DIGITAL INC CL A 53043610 549,575 87,932 87,832 100 87,232 600 100
LIBERTY FINL COS INC COM 53051210 6,113,036 146,948 146,948 136,648 10,300
LIBERTY PPTY TR SH BEN INT 53117210 17,472,850 618,727 618,287 440 565,579 8,400 44,200
LIFEPOINT HOSPITALS COM 53219L10 8,701,049 243,386 242,780 591 15 223,461 25 19,900
LIGAND PHARMACEUTICA CL B 53220K20 3,811,655 389,700 389,050 650 354,900 34,800
LIGHTBRIDGE INC COM 53222610 4,806,422 420,252 420,252 403,552 16,700
LIGHTPATH TECHNOLOGI CL A 53225710 1,457,424 113,198 113,188 10 102,598 10,600
LILLY ELI & CO COM 53245710 1,634,026,681 21,315,245 21,108,970 163,428 42,847 17,990,055 859,632 2,453,358
LIMITED INC COM 53271610 123,078,388 7,829,414 7,816,894 11,380 1,140 6,637,532 120,514 1,071,268
LINCARE HLDGS INC COM 53279110 28,895,396 545,845 545,065 580 200 518,145 200 27,500
LINCOLN ELEC HLDGS I COM 53390010 6,068,912 282,275 282,195 80 259,075 23,200
LINCOLN NATL CORP IN COM 53418710 161,568,578 3,804,299 3,785,715 13,644 4,940 3,241,493 68,250 494,356
LINDSAY MFG CO COM 53555510 1,904,704 102,957 82,957 3,000 17,000 85,957 17,000
LINEAR TECHNOLOGY CO COM 53567810 317,929,967 7,742,681 6,714,998 824,932 202,751 6,744,394 434,251 560,336
LINENS N THINGS INC COM 53567910 12,011,587 436,785 381,155 47,130 8,500 404,285 8,500 24,000
LIONBRIDGE TECHNOLOG COM 53625210 326,605 106,664 10,421 96,243 10,421 96,243
LIQUI BOX CORP COM 53631410 884,255 20,806 20,806 20,806
LITTELFUSE INC COM 53700810 4,107,033 163,464 153,624 440 9,400 140,459 9,400 13,500
LITTON INDS INC COM 53802110 31,921,455 397,379 396,779 500 100 367,379 4,200 25,800
Page Total 3,137,885,502
Page 38 of 72
LIZ CLAIBORNE INC COM 53932010 51,039,040 1,084,783 1,082,253 1,530 1,000 914,078 18,320 152,385
LOCKHEED MARTIN CORP COM 53983010 2,987,981,791 83,814,356 83,793,138 19,101 2,117 6,752,676 173,126 76,888,554
LODGENET ENTMT CORP COM 54021110 1,129,561 77,235 77,235 77,235
LOEWS CORP COM 54042410 183,333,437 3,085,902 3,076,612 8,090 1,200 2,951,349 63,480 71,073
LONE STAR STEAKHOUSE COM 54230710 2,560,665 275,904 275,904 274,004 1,900
LONE STAR TECHNOLOGI COM 54231210 7,916,188 185,174 184,874 200 100 169,974 100 15,100
LONGS DRUG STORES CO COM 54316210 21,433,276 725,077 721,517 3,560 649,222 6,900 68,955
LONGVIEW FIBRE CO COM 54321310 7,525,791 578,907 562,557 1,350 15,000 524,920 15,000 37,200
LOOKSMART LTD COM 54344210 445,349 331,361 330,201 1,160 300,761 30,600
LOUIS DREYFUS NAT GA COM 54601110 7,330,033 198,109 198,109 184,309 13,800
LOUISIANA PAC CORP COM 54634710 22,511,895 2,342,549 2,334,372 3,715 4,462 2,087,059 23,362 232,128
LOWES COS INC COM 54866110 2,109,876,839 36,097,123 6,715,346 29,332,677 49,100 5,972,680 29,410,238 714,005
LUBRIZOL CORP COM 54927110 20,241,490 668,036 665,876 960 1,200 629,736 1,200 37,100
LUBYS INC COM 54928210 1,395,284 183,590 180,990 2,600 177,090 6,500
LUCENT TECHNOLOGIES COM 54946310 660,742,089 66,273,028 64,664,182 956,054 652,792 55,898,280 1,728,624 8,642,924
LUMINEX CORP DEL COM 55027E10 767,661 41,637 41,637 41,337 300
LUMINENT INC COM 55027R10 228,416 86,000 86,000 86,000
LYNX THERAPEUTICS IN COM NEW 55181230 621,307 73,772 73,772 73,772
LYONDELL CHEMICAL CO COM 55207810 13,745,206 956,521 953,681 2,540 300 888,821 10,200 57,500
M & T BK CORP COM 55261F10 67,073,943 959,570 923,671 5,688 30,211 850,805 41,511 67,254
MAF BANCORP INC COM 55261R10 7,049,801 257,527 256,987 100 440 241,487 440 15,600
MBIA INC COM 55262C10 157,158,992 1,947,930 1,934,955 7,275 5,700 1,660,407 35,910 251,613
MBNA CORP COM 55262L10 549,247,795 16,593,589 16,512,486 57,349 23,754 14,219,372 285,316 2,087,391
MCN ENERGY GROUP INC COM 55267J10 22,920,849 888,405 883,413 4,792 200 789,305 11,300 87,800
M D C HLDGS INC COM 55267610 6,976,558 177,295 177,285 10 161,675 15,620
MDU RES GROUP INC COM 55269010 31,641,383 885,817 806,557 60,310 18,950 823,567 18,950 43,300
MCSI INC COM 55270M10 1,062,198 71,712 71,712 64,012 7,700
MEMC ELECTR MATLS IN COM 55271510 1,807,771 260,111 257,611 2,500 235,111 24,800
MGIC INVT CORP WIS COM 55284810 144,365,789 2,109,994 2,098,963 7,031 4,000 1,852,965 37,320 219,709
MGI PHARMA INC COM 55288010 1,272,246 116,325 116,125 200 105,025 11,300
MGM MIRAGE COM 55295310 12,209,242 486,424 485,824 500 100 442,024 7,500 36,900
M/I SCHOTTENSTEIN HO COM 55305B10 477,336 16,018 16,018 16,018
MKS INSTRUMENT INC COM 55306N10 2,040,512 109,060 109,060 108,660 400
MRO SOFTWARE INC COM 55347W10 782,828 97,101 97,101 97,101
MRV COMMUNICATIONS I COM 55347710 3,526,753 506,063 505,563 400 100 475,063 100 30,800
MSC INDL DIRECT INC CL A 55353010 3,545,878 221,479 221,379 100 197,079 200 24,200
M S CARRIERS INC COM 55353310 1,977,364 64,567 64,467 100 59,467 100 5,000
MTI TECHNOLOGY CORP COM 55390310 511,176 221,097 220,997 100 221,097
MACDERMID INC COM 55427310 2,650,347 146,590 146,390 200 133,990 12,600
MACERICH CO COM 55438210 6,901,958 314,440 314,340 100 293,540 20,900
MACK CALI RLTY CORP COM 55448910 12,167,793 450,659 448,709 1,950 413,659 5,900 30,500
Page Total 7,138,193,830
Page 39 of 72
MACROVISION CORP COM 55590410 18,819,437 432,015 429,955 1,960 100 406,315 3,700 22,000
MACROMEDIA INC COM 55610010 9,180,139 571,544 570,894 390 260 528,964 6,660 35,900
MADDEN STEVEN LTD COM 55626910 844,003 57,466 57,466 57,466
MADISON GAS & ELEC C COM 55749710 3,848,506 164,642 161,391 2,801 450 152,392 450 11,800
MAGNETEK INC COM 55942410 1,353,865 143,570 143,570 137,770 5,800
MAGNUM HUNTER RES IN COM PAR $0 55972F20 528,750 45,000 13,000 32,000 13,000 32,000
MAIL-WELL INC COM 56032120 1,567,657 321,901 321,901 321,901
MANDALAY RESORT GROU COM 56256710 14,097,781 705,948 704,908 840 200 642,048 7,700 56,200
MANHATTAN ASSOCS INC COM 56275010 3,307,998 212,569 212,469 100 209,269 3,300
MANITOWOC INC COM 56357110 4,939,540 199,175 198,815 260 100 182,775 100 16,300
MANOR CARE INC NEW COM 56405510 40,367,091 1,978,779 1,976,254 1,275 1,250 1,749,845 17,950 210,984
MANPOWER INC COM 56418H10 26,236,828 911,001 909,481 1,320 200 805,698 9,500 95,803
MANUFACTURED HOME CM COM 56468210 5,115,663 189,469 189,469 176,869 12,600
MANUGISTICS GROUP IN COM 56501110 7,641,689 417,305 416,259 986 60 388,645 60 28,600
MAPINFO CORP COM 56510510 4,521,830 254,751 254,751 245,151 9,600
MARCUS CORP COM 56633010 2,464,086 178,557 178,557 160,472 16,100
MARIMBA INC COM 56781Q10 394,824 116,985 116,985 115,985 900
MARINE DRILLING COS COM PAR $0 56824020 23,054,248 865,075 823,720 41,255 100 816,975 7,400 40,700
MARKEL CORP COM 57053510 9,261,175 49,525 49,325 200 45,825 3,700
MARSH & MCLENNAN COS COM 57174810 605,557,958 6,372,282 5,767,480 467,096 137,706 5,338,308 339,776 691,198
MARSHALL & ILSLEY CO COM 57183410 52,015,684 984,959 982,769 1,890 300 894,331 12,900 77,728
MARRIOTT INTL INC NE CL A 57190320 182,699,064 4,436,597 4,405,797 30,540 260 3,858,529 72,090 505,978
MARTEK BIOSCIENCES C COM 57290110 1,923,999 124,129 124,129 111,529 12,600
MARTHA STEWART LIVIN CL A 57308310 1,113,912 61,884 61,684 100 100 61,784 100
MARTIN MARIETTA MATL COM 57328410 48,934,712 1,146,012 1,143,412 2,500 100 427,665 686,047 32,300
MASCO CORP COM 57459910 207,232,002 8,584,590 8,540,081 22,305 22,204 7,436,350 166,524 981,316
MASSEY ENERGY CORP COM 57620610 13,522,502 565,322 564,007 1,315 467,152 7,850 90,320
MASTEC INC COM 57632310 3,952,715 292,577 292,577 276,177 100 16,300
MATRIX PHARMACEUTICA COM 57684410 1,616,922 179,658 179,058 600 160,858 600 18,200
MATRIXONE INC COM 57685P30 8,009,244 469,420 155,327 313,975 118 469,302 118
MATSUSHITA ELEC INDL ADR 57687920 20,228,395 1,096,390 136,100 960,290 1,078,290 18,100
MATTEL INC COM 57708110 148,964,997 8,397,125 8,359,187 32,100 5,838 7,175,295 152,219 1,069,411
MATTHEWS INTL CORP CL A 57712810 3,439,650 105,127 105,127 95,227 9,900
MATTSON TECHNOLOGY I COM 57722310 1,690,415 111,763 111,763 111,763
MAXIM INTEGRATED PRO COM 57772K10 221,517,032 5,326,209 5,290,456 28,963 6,790 4,638,804 213,390 470,715
MAXIM PHARMACEUTICAL COM 57772M10 1,130,136 168,175 168,175 153,575 14,600
MAXTOR CORP COM NEW 57772920 3,730,188 532,884 532,584 300 489,484 43,400
MAXYGEN INC COM 57777610 843,815 69,685 69,347 307 31 64,154 31 5,500
MAY DEPT STORES CO COM 57777810 244,710,882 6,897,150 6,560,766 211,913 124,471 5,897,934 217,101 782,115
MAXXAM INC COM 57791310 359,034 27,618 27,618 27,118 500
MAVERICK TUBE CORP COM 57791410 4,903,665 238,042 237,742 200 100 224,542 100 13,400
Page Total 1,955,642,033
Page 40 of 72
MAXIMUS INC COM 57793310 2,836,253 95,787 95,787 87,287 8,500
MAYTAG CORP COM 57859210 149,125,290 4,624,040 1,758,989 2,859,951 5,100 1,540,996 2,885,146 197,898
MCCLATCHY CO CL A 57948910 7,553,264 186,962 186,522 340 100 174,562 100 12,300
MCCORMICK & CO INC COM NON VT 57978020 33,045,752 786,991 779,031 7,660 300 727,291 8,700 51,000
MCDATA CORP CL A 58003120 11,063,430 586,142 523,470 41,791 20,881 502,029 30,569 53,513
MCDERMOTT INTL INC COM 58003710 12,278,165 970,606 970,406 200 901,970 11,200 57,436
MCDONALDS CORP COM 58013510 747,572,890 28,157,171 26,895,496 912,320 349,355 23,997,716 780,635 3,377,720
MCGRATH RENTCORP COM 58058910 1,413,540 64,619 64,619 64,619
MCGRAW HILL COS INC COM 58064510 243,942,075 4,089,557 3,948,541 45,831 95,185 3,403,462 159,495 526,600
MCKESSON HBOC INC COM 58155Q10 147,596,308 5,517,619 5,508,844 8,375 400 4,700,114 106,897 710,408
MCLEODUSA INC CL A 58226610 24,540,158 2,824,929 2,778,491 29,536 16,902 2,498,092 66,402 260,135
MCMORAN EXPLORATION COM 58241110 1,512,285 107,636 107,537 62 37 107,599 37
MEAD CORP COM 58283410 50,388,899 2,008,326 2,005,416 2,810 100 1,713,860 32,120 262,346
MEADE INSTRUMENTS CO COM 58306210 240,768 58,368 58,368 58,368
MECHANICAL TECHNOLOG COM 58353810 775,127 177,172 177,172 177,172
MEDAREX INC COM 58391610 7,169,619 429,653 429,033 520 100 376,753 8,900 44,000
MEDALLION FINL CORP COM 58392810 821,238 81,110 80,510 600 81,110
MEDIA GEN INC CL A 58440410 10,384,163 225,253 225,153 100 204,353 100 20,800
MEDIACOM COMMUNICATI CL A 58446K10 3,510,576 179,459 179,409 50 165,059 14,400
MEDICAL ASSURN INC COM 58449U10 1,902,170 154,648 154,648 140,448 14,200
MEDICIS PHARMACEUTIC CL A NEW 58469030 11,219,969 250,334 249,784 550 231,834 18,500
MEDIMMUNE INC COM 58469910 138,875,425 3,871,092 3,858,262 9,675 3,155 3,305,673 161,855 401,364
MEDQUIST INC COM 58494910 2,953,942 136,208 136,073 135 127,408 8,800
MEDITRUST CORP PAIRED CTF 58501T30 4,384,527 1,074,639 1,074,619 20 973,539 101,100
MEDTRONIC INC COM 58505510 1,128,951,615 24,681,933 23,645,883 843,063 192,987 20,504,882 1,089,347 3,074,504
MELLON FINL CORP COM 58551A10 392,823,044 9,694,547 9,385,095 234,605 74,847 8,507,139 233,347 953,761
MEMBERWORKS INC COM 58600210 1,906,061 81,109 81,109 74,209 6,900
MENS WEARHOUSE INC COM 58711810 5,693,624 263,838 263,738 100 231,338 100 32,400
MENTOR CORP MINN COM 58718810 3,863,880 171,728 171,688 40 156,728 15,000
MENTOR GRAPHICS CORP COM 58720010 26,369,021 1,278,498 1,277,608 490 400 1,231,698 400 46,400
MERCANTILE BANKSHARE COM 58740510 25,335,380 684,740 672,810 8,030 3,900 623,220 12,500 48,050
MERCATOR SOFTWARE IN COM 58758710 606,976 166,022 166,022 166,022
MERCK & CO INC COM 58933110 3,869,840,132 50,986,036 47,355,980 1,873,541 1,756,515 41,567,698 3,463,263 5,929,625
MERCURY COMPUTER SYS COM 58937810 12,768,859 332,739 332,399 340 317,829 14,200
MERCURY GENL CORP NE COM 58940010 7,695,382 236,781 227,581 600 8,600 211,081 8,600 17,100
MERCURY INTERACTIVE COM 58940510 75,386,138 1,800,266 1,779,171 15,395 5,700 1,587,559 64,100 147,707
MEREDITH CORP COM 58943310 33,369,177 955,863 953,659 2,204 860,845 11,004 83,620
MERIDIAN MED TECHNOL COM 58965810 250,955 27,502 9,882 17,620 27,502
MERIDIAN RESOURCE CO COM 58977Q10 1,083,125 151,911 151,911 151,911
MERISTAR HOSPITALITY COM 58984Y10 18,466,440 923,322 846,972 76,350 900,022 23,300
MERIDIAN GOLD INC COM 58997510 339,858 53,775 53,775 53,775
Page Total 7,219,855,500
Page 41 of 72
MERIX CORP COM 59004910 1,437,490 106,980 63,320 43,660 103,030 3,950
MERRILL LYNCH & CO I COM 59018810 5,789,992,001 104,512,491 15,884,265 88,612,881 15,345 13,625,876 88,810,920 2,074,895
MESA AIR GROUP INC COM 59047910 1,836,604 219,296 219,296 213,096 6,200
MESABA HLDGS INC COM 59066B10 1,151,693 103,523 103,523 96,123 7,400
MESTEK INC COM 59082910 207,999 10,505 1,505 9,000 1,505 9,000
METALS USA INC COM 59132410 486,067 180,025 179,845 180 180,025
METASOLV INC COM 59139P10 2,028,251 143,593 143,393 200 143,293 200
METAWAVE COMMUNICATI COM 59140910 399,550 64,579 64,579 64,579
METHODE ELECTRS INC CL A 59152020 5,098,054 284,220 283,920 300 261,720 22,500
METLIFE INC COM 59156R10 355,535,102 11,831,451 11,804,294 15,020 12,137 10,693,459 205,137 932,655
METRICOM INC COM 59159610 314,090 152,323 152,323 137,223 15,000
METRIS COS INC COM 59159810 22,738,618 1,094,255 1,093,775 380 100 1,053,855 100 40,300
METRO GOLDWYN MAYER COM 59161010 3,807,753 222,156 222,056 100 209,256 900 12,000
METRO ONE TELECOMMUN COM 59163F10 494,525 15,100 15,100 15,100
METROMEDIA FIBER NET CL A 59168910 17,157,984 3,131,019 3,126,849 3,910 260 2,533,231 42,760 554,728
METROMEDIA INTL GROU COM 59169510 1,633,525 521,893 521,893 468,393 53,500
METTLER TOLEDO INTER COM 59268810 19,529,802 474,485 473,525 860 100 450,285 100 24,100
MICHAEL FOOD INC NEW COM 59407910 3,168,662 106,064 106,064 96,764 9,300
MICHAELS STORES INC COM 59408710 6,796,627 227,031 226,771 260 205,631 21,400
MICREL INC COM 59479310 20,737,663 742,301 741,361 640 300 692,901 7,500 41,800
MICROS SYS INC COM 59490110 2,669,071 131,806 131,766 40 119,206 12,600
MICROSOFT CORP COM 59491810 5,826,216,426 106,537,503 103,894,623 1,715,265 927,615 88,979,025 4,657,975 12,843,033
MICROVISION INC WASH COM 59496010 1,243,967 81,910 81,910 73,610 8,300
MICROSTRATEGY INC CL A 59497210 584,777 203,401 202,201 700 500 185,401 500 17,500
MICROCHIP TECHNOLOGY COM 59501710 33,851,863 1,337,384 1,323,188 13,796 400 1,235,509 14,900 86,675
MICROMUSE INC COM 59509410 19,379,883 512,831 474,166 27,315 11,350 449,881 19,950 43,000
MICRON ELECTRONICS I COM 59510010 507,761 302,239 301,919 320 275,839 26,400
MICRON TECHNOLOGY IN COM 59511210 464,980,304 11,196,251 11,159,491 34,980 1,780 9,578,787 179,310 1,437,554
MICROSEMI CORP COM 59513710 4,878,608 174,236 174,236 166,736 7,500
MID-AMER APT CMNTYS COM 59522J10 4,025,538 179,072 179,072 166,672 12,400
MID ATLANTIC MED SVC COM 59523C10 13,998,859 689,599 689,079 520 661,199 28,400
MID-ATLANTIC RLTY TR SH BEN INT 59523210 382,237 30,579 30,579 30,579
MID-STATE BANCSHARES COM 59544010 2,383,239 156,278 156,278 140,078 16,200
MIDAS GROUP INC COM 59562610 1,452,344 110,866 110,826 40 110,866
MIDCOAST ENERGY RES COM 59563W10 2,533,479 95,603 95,603 89,003 6,600
MID AMER BANCORP COM 59591510 1,449,230 63,010 63,010 63,010
MIDLAND CO COM 59748610 1,068,705 33,660 33,660 31,360 2,300
MIDWEST EXPRESS HLDG COM 59791110 1,838,908 116,313 116,013 300 105,713 10,600
MIDWAY GAMES INC COM 59814810 1,540,606 211,042 211,042 210,342 700
MILACRON INC COM 59870910 5,055,895 279,177 278,905 260 12 249,065 12 30,100
MILLENNIUM PHARMACEU COM 59990210 62,571,723 2,054,226 2,047,596 5,890 740 1,887,986 23,240 142,900
Page Total 12,707,165,483
Page 42 of 72
MILLENNIUM CHEMICALS COM 59990310 8,379,262 511,867 511,767 100 470,867 41,000
MILLER HERMAN INC COM 60054410 19,140,747 827,708 826,638 770 300 741,608 9,900 76,200
MILLIPORE CORP COM 60107310 39,716,476 858,549 854,233 3,716 600 729,110 35,670 93,147
MILLS CORP COM 60114810 3,829,471 183,316 183,216 100 171,616 11,700
MINE SAFETY APPLIANC COM 60272010 1,890,572 73,995 73,995 68,795 5,200
MINERALS TECHNOLOGIE COM 60315810 28,528,391 816,263 816,263 205,712 589,751 20,800
MINIMED INC COM 60365K10 15,669,416 539,172 538,446 426 300 503,572 5,500 30,100
MINNESOTA MNG & MFG COM 60405910 2,964,622,441 28,533,421 27,903,617 324,509 305,295 8,224,312 19,290,560 1,018,249
MIPS TECHNOLOGIES IN CL A 60456710 7,413,347 298,024 297,604 320 100 273,724 100 24,200
MIPS TECHNOLOGIES IN CL B 60456720 3,851,511 167,457 167,269 75 113 164,744 113 2,600
MIRANT CORP COM 60467510 18,589,610 523,651 436,465 78,312 8,874 512,177 8,874
MIRAVANT MED TECHNOL COM 60469010 745,496 93,187 93,187 93,187
MISSISSIPPI VY BANCS COM 60572010 1,498,355 43,418 43,418 43,418
MITCHELL ENERGY & DE CL A 60659220 10,363,080 197,392 197,362 30 169,792 27,600
MOBILE MINI INC COM 60740F10 1,618,798 58,733 58,733 58,733
MOCON INC COM 60749410 533,000 82,000 82,000 82,000
MODEM MEDIA INC CL A 60753310 211,557 60,445 60,445 60,445
MODINE MFG CO COM 60782810 7,184,713 279,018 278,698 220 100 253,072 100 25,200
MODIS PROFESSIONAL S COM 60783010 4,948,473 1,075,755 1,066,955 8,500 300 1,004,755 300 70,700
MOHAWK INDS INC COM 60819010 16,447,972 585,754 584,504 1,050 200 555,654 200 29,900
MOLECULAR DEVICES CO COM 60851C10 5,704,608 125,376 125,026 350 115,176 10,200
MOLEX INC COM 60855410 117,533,253 3,331,347 3,322,879 6,667 1,801 2,964,676 58,151 308,520
MOLEX INC CL A 60855420 518,610 18,647 12,990 3,907 1,750 6,657 1,750 10,240
MONACO COACH CORP COM 60886R10 2,518,423 140,224 140,124 100 128,424 11,800
MONDAVI ROBERT CORP CL A 60920010 2,882,128 64,316 64,316 58,616 5,700
MONSANTO CO NEW COM 61166W10 609,912 17,200 16,700 500 17,200
MONTANA POWER CO COM 61208510 15,059,674 1,068,062 1,055,888 11,974 200 982,962 13,100 72,000
MONY GROUP INC COM 61533710 15,885,237 478,471 477,858 613 440,271 5,800 32,400
MOODYS CORP COM 61536910 91,777,556 3,330,100 3,310,508 16,022 3,570 2,787,000 127,350 414,050
MOOG INC CL A 61539420 1,842,734 51,908 51,908 47,608 4,300
MORGAN KEEGAN INC COM 61741010 4,892,371 180,864 180,864 165,764 15,100
MORGAN STANLEY DEAN COM NEW 61744644 7,368,100,892 137,721,512 20,911,225 116,737,865 72,422 20,882,200 114,952,823 1,885,389
MORRISON MGMT SPECIA COM 61845910 4,249,601 106,533 106,513 20 96,938 9,595
MOTIENT CORP COM 61990810 784,666 598,069 426,559 171,510 574,569 23,500
MOTOROLA INC COM 62007610 629,806,860 44,165,979 41,578,230 1,790,498 797,251 37,753,019 1,495,279 4,915,481
MPOWER COMMUNICATION COM 62473J10 946,540 373,979 373,979 339,079 34,900
MP3 COM INC COM 62473M10 338,827 154,928 152,028 2,900 154,928
MUELLER INDS INC COM 62475610 8,091,093 269,344 268,944 300 100 247,744 100 21,500
MULTEX COM INC COM 62536710 1,935,779 124,889 124,689 200 121,289 3,600
MURPHY OIL CORP COM 62671710 36,271,186 544,776 524,688 2,140 17,948 490,028 23,448 31,300
MUTUAL RISK MGMT LTD COM 62835110 505,274 69,693 59,276 10,417 69,693
Page Total 11,465,437,912
Page 43 of 72
MYERS INDS INC COM 62846410 1,596,145 118,233 118,233 117,790
MYLAN LABS INC COM 62853010 32,780,669 1,268,111 1,263,581 3,780 750 1,122,861 15,950 129,300
MYRIAD GENETICS INC COM 62855J10 8,920,719 219,928 219,628 300 207,828 12,100
NABI INC COM 62871610 1,356,283 219,215 219,215 219,215
NBC INTERNET INC CL A 62873D10 266,618 185,538 185,413 125 185,313 125 100
NBT BANCORP INC COM 62877810 3,169,812 189,957 189,957 172,157 17,800
NBTY INC COM 62878210 5,287,637 622,075 622,075 581,475 40,600
NCH CORP COM 62885010 1,821,131 38,243 38,203 40 37,743 500
NCI BUILDING SYS INC COM 62885210 2,428,699 143,710 142,810 900 130,410 13,300
NCO GROUP INC COM 62885810 5,883,707 230,174 229,954 220 215,024 15,150
NCR CORP NEW COM 62886E10 68,727,927 1,760,900 1,757,790 2,432 678 1,590,783 30,978 139,039
NS GROUP INC COM 62891610 1,211,547 108,659 108,659 108,659
NL INDS INC COM NEW 62915640 4,037,275 240,314 239,774 100 440 225,474 440 14,400
NPS PHARMACEUTICALS COM 62936P10 3,873,513 184,453 184,253 200 170,353 14,100
NPC INTERNATIONAL IN COM 62936030 812,829 78,345 78,345 78,345
NRG ENERGY INC COM 62937710 51,888,127 1,425,498 1,255,600 144,598 25,300 1,377,898 28,800 18,800
NTL INC COM 62940710 44,614,993 1,773,956 1,769,053 4,390 513 1,576,175 33,213 164,368
NUI CORP COM 62943110 2,797,200 103,600 103,600 94,500 9,100
NVR INC COM 62944T10 23,132,308 141,916 141,196 720 135,716 6,200
NX NETWORKS INC COM 62947810 200,600 247,045 245,545 1,500 247,045
NABORS INDS INC COM 62956810 137,514,309 2,652,668 2,614,698 30,630 7,340 2,380,362 51,740 220,566
NACCO INDS INC CL A 62957910 4,174,159 67,044 47,229 19,815 63,144 3,900
NANOGEN INC COM 63007510 591,197 88,410 88,310 100 88,410
NANOMETRICS INC COM 63007710 2,426,271 154,049 105,859 48,190 154,049
NASH FINCH CO COM 63115810 210,984 12,143 12,143 12,143
NATIONAL AUSTRALIA B SPONSORED 63252540 946,485 13,500 13,500 13,500
NATIONAL CITY CORP COM 63540510 328,398,782 12,276,590 11,919,264 37,198 320,128 10,207,157 518,688 1,550,545
NATIONAL COMM BANCOR COM 63544910 54,977,486 2,215,762 2,212,072 2,900 790 2,051,472 25,490 137,350
NATIONAL DATA CORP COM 63562110 10,315,025 441,757 441,557 200 420,957 20,800
NATIONAL FUEL GAS CO COM 63618010 21,281,761 397,196 392,856 4,040 300 353,026 5,200 38,300
NATIONAL GOLF PPTYS COM 63623G10 4,980,597 201,155 201,155 190,955 10,200
NATIONAL HEALTH INVS COM 63633D10 3,176,315 273,114 273,114 273,114
NATIONAL INFO CONSOR COM 63649110 389,624 112,316 112,316 112,316
NATIONAL INSTRS CORP COM 63651810 13,118,382 402,096 401,596 300 200 377,696 3,700 20,700
NATIONAL-OILWELL INC COM 63707110 25,606,703 739,437 737,562 1,675 200 691,358 7,100 39,800
NATIONAL PENN BANCSH COM 63713810 3,630,450 150,879 150,879 137,754 13,125
NATIONAL PRESTO INDS COM 63721510 1,566,385 52,300 52,200 100 49,600 2,700
NATIONAL PROCESSING COM 63722910 1,273,006 68,478 68,478 68,478
NATIONAL SEMICONDUCT COM 63764010 85,543,156 3,197,875 3,190,790 6,765 320 2,788,936 55,570 352,969
NATIONAL SVC INDS IN COM 63765710 20,289,268 865,214 864,364 550 300 776,768 11,200 77,246
NATIONAL STL CORP CL B 63784430 279,473 120,984 120,984 120,984
Page Total 985,497,557
Page 44 of 72
NATIONAL WESTN LIFE CL A 63852210 1,951,779 22,054 22,054 21,254 800
NATIONSRENT INC COM 63858810 513,763 513,763 224,623 289,140 513,763
NATIONWIDE FINL SVCS CL A 63861210 5,757,995 151,606 151,206 300 100 133,406 3,100 15,100
NATIONWIDE HEALTH PP COM 63862010 6,640,366 397,865 397,865 367,365 30,500
NATURAL MICROSYSTEMS COM 63888210 2,616,935 294,866 276,741 18,125 271,666 23,200
NAUTICA ENTERPRISES COM 63908910 4,143,536 231,005 230,905 100 210,605 20,400
NAVISTAR INTL CORP N COM 63934E10 27,608,930 1,210,918 1,210,163 655 100 1,058,320 17,300 135,298
NAVIGANT CONSULTING COM 63935N10 1,726,105 259,175 257,875 1,300 259,175
NEIMAN MARCUS GROUP CL A 64020420 19,269,990 591,104 590,404 400 300 564,704 300 26,100
NEON COMMUNICATIONS COM 64050610 242,895 48,579 48,579 48,579
NEORX CORP COM PAR $0 64052030 656,241 156,733 156,733 140,133 16,600
NEOSE TECHNOLOGIES I COM 64052210 2,063,929 84,242 84,142 100 76,342 100 7,800
NETBANK INC COM 64093310 1,488,261 170,087 170,087 164,387 5,700
NETWORKS ASSOCS INC COM 64093810 10,737,564 1,301,523 1,298,973 2,550 1,189,575 17,000 94,848
NET2PHONE COM 64108N10 724,733 75,297 75,297 75,297
NETEGRITY INC COM 64110P10 6,200,451 251,795 251,475 300 20 235,675 20 16,100
NETOPIA INC COM 64114K10 269,261 93,656 93,456 200 93,656
NETRO CORP COM 64114R10 1,334,755 266,951 266,921 30 244,351 22,500
NETMANAGE INC COM 64114410 234,570 242,075 242,075 242,075
NETIQ CORP COM 64115P10 4,169,204 220,885 220,535 350 203,985 16,900
NETSCOUT SYS INC COM 64115T10 610,510 119,124 119,124 108,224 10,900
NETRATINGS INC COM 64116M10 427,117 37,966 37,966 37,966
NETWORK APPLIANCE IN COM 64120L10 96,863,985 5,761,598 5,746,613 14,145 840 4,999,417 231,610 527,371
NETWORK EQUIP TECHNO COM 64120810 610,903 143,742 143,742 143,742
NETWORK PERIPHERALS COM 64121R10 672,286 105,972 105,972 105,972
NETWORK PLUS CORP COM 64122D50 2,856,903 731,414 571,283 145,201 14,930 716,484 14,930
NEUBERGER BERMAN INC COM 64123410 28,772,373 462,504 460,004 400 2,100 429,104 6,800 26,600
NEUROGEN CORP COM 64124E10 2,559,934 108,357 108,357 98,257 10,100
NEUROCRINE BIOSCIENC COM 64125C10 3,505,837 169,980 169,960 20 156,680 13,300
NEW CENTY EQUITY HLD COM 64353J10 256,216 227,748 227,748 227,748
NEW ENGLAND BUSINESS COM 64387210 1,654,085 89,410 89,410 85,510 3,900
NEW ERA OF NETWORKS COM 64431210 1,201,892 202,441 202,066 375 184,241 18,100
NEW FOCUS INC COM 64438310 733,398 58,625 58,611 14 54,425 100 4,100
NEW JERSEY RES COM 64602510 5,548,213 134,829 133,629 200 1,000 122,229 1,000 11,600
NEW PLAN EXCEL RLTY COM 64805310 13,549,760 846,860 846,810 50 790,960 55,900
NEW YORK CMNTY BANCO COM 64944510 7,969,983 274,827 274,827 257,877 16,950
NEW YORK TIMES CO CL A 65011110 155,803,665 3,802,872 3,758,436 44,216 220 3,302,066 50,290 450,516
NEWELL RUBBERMAID IN COM 65122910 138,607,640 5,230,477 5,204,412 24,287 1,778 4,468,225 95,365 666,787
NEWFIELD EXPL CO COM 65129010 8,847,743 253,517 253,157 360 223,017 5,100 25,300
NEWHALL LAND & FARMI DEPOSITARY 65142610 344,250 13,500 13,500 13,500
NEWMONT MINING CORP COM 65163910 58,774,471 3,646,059 3,640,383 5,205 471 3,185,924 56,695 403,440
Page Total 628,522,427
Page 45 of 72
NEWPARK RES INC COM PAR $. 65171850 4,846,464 539,095 538,145 950 492,895 46,200
NEWPORT CORP COM 65182410 9,616,913 328,671 328,351 300 20 304,151 3,720 20,800
NEWPORT NEWS SHIPBUI COM 65222810 31,276,293 639,597 607,402 29,445 2,750 614,647 2,750 22,200
NEWPOWER HLDGS INC COM 65246310 459,550 70,700 70,700 70,700
NEWS CORP LTD ADR NEW 65248770 946,396 30,140 30,140 30,140
NEWS CORP LTD SP ADR PFD 65248780 685,308 25,667 25,667 25,667
NEXTCARD INC COM 65332K10 2,383,103 231,100 230,100 1,000 231,100
NEXTEL COMMUNICATION CL A 65332V10 196,707,629 13,684,009 13,562,325 76,279 45,405 11,565,367 565,615 1,544,927
NEXTEL PARTNERS INC CL A 65333F10 4,169,972 303,624 303,014 610 279,424 300 23,900
NEXT LEVEL COMM INC COM 65333U10 675,491 128,665 128,665 117,665 100 10,800
NIAGARA MOHAWK HLDGS COM 65352010 50,981,013 3,016,628 3,007,928 8,380 320 2,689,582 51,980 275,066
NICOR INC COM 65408610 33,099,487 888,100 887,150 950 788,861 13,460 85,779
NIKE INC CL B 65410610 178,763,701 4,408,476 4,397,116 4,660 6,700 3,843,004 70,270 495,202
NIKU CORP COM 65411310 253,410 94,310 94,210 100 94,210
99 CENTS ONLY STORES COM 65440K10 4,069,948 176,112 176,112 163,662 12,450
NIPPON TELEG & TEL C SPONSORED 65462410 18,385,364 569,559 65,170 504,389 558,459 11,100
NISOURCE INC COM 65473P10 122,801,978 3,946,079 3,936,374 8,123 1,582 3,376,092 68,369 501,618
NOBLE AFFILIATES INC COM 65489410 24,738,336 592,819 570,953 3,485 18,381 526,438 25,281 41,100
NOKIA CORP SPONSORED 65490220 11,644,224 485,176 202,534 282,642 479,876 5,300
NOBLE DRILLING CORP COM 65504210 128,257,914 2,778,551 2,691,971 70,280 16,300 2,516,163 58,900 203,388
NORDSON CORP COM 65566310 9,658,246 371,471 371,111 360 341,971 29,500
NORDSTROM INC COM 65566410 37,869,054 2,326,109 2,319,664 2,445 4,000 2,049,365 40,460 236,284
NORFOLK SOUTHERN COR COM 65584410 128,452,481 7,673,386 7,576,738 51,138 45,510 6,524,265 167,760 981,361
NORSK HYDRO A S SPONSORED 65653160 795,353 19,300 19,300 19,300
NORTEK INC COM 65655910 3,575,410 130,728 130,328 400 125,228 5,500
NORTEL NETWORKS CORP COM 65656810 626,194,140 44,568,978 44,550,956 18,022 40,767,960 633,094 3,167,924
NORTH FORK BANCORPOR COM 65942410 44,121,279 1,700,242 1,681,347 6,995 11,900 1,557,742 33,200 109,300
NORTH PITTSBURGH SYS COM 66156210 1,227,647 107,340 107,280 60 106,440 900
NORTHEAST UTILS COM 66439710 24,626,799 1,416,962 1,411,156 4,270 1,536 1,288,426 19,736 108,800
NORTHERN TR CORP COM 66585910 370,044,812 5,920,717 4,332,909 1,245,678 342,130 4,985,688 501,970 430,859
NORTHROP GRUMMAN COR COM 66680710 481,786,599 5,537,777 5,534,946 2,631 200 1,199,848 4,218,294 119,635
NORTHWEST AIRLS CORP CL A 66728010 56,748,522 2,508,222 1,048,626 1,459,596 1,022,319 1,456,503 29,400
NORTHWEST BANCORP IN COM 66732810 1,102,622 111,658 111,658 111,658
NORTHWEST NAT GAS CO COM 66765510 5,272,008 219,667 219,667 195,467 24,200
NORTHWESTERN CORP COM 66807410 4,567,682 186,436 185,930 506 164,036 22,400
NOVA CORP GA COM 66978410 12,609,124 683,792 616,497 21,800 45,495 595,397 53,695 34,700
NOVARTIS A G SPONSORED 66987V10 1,580,515 40,186 40,186 40,186
NOVADIGM INC COM 66993710 354,817 82,882 82,882 82,882
NUANCE COMMUNICATION COM 66996710 3,318,531 330,531 262,468 58,208 9,855 317,176 9,855 3,500
NOVELL INC COM 67000610 32,949,565 6,589,913 6,529,933 59,540 440 5,663,317 99,900 826,196
NOVELLUS SYS INC COM 67000810 98,962,924 2,439,794 2,435,339 4,255 200 2,181,092 42,900 215,502
Page Total 2,770,580,624
Page 46 of 72
NOVEN PHARMACEUTICAL COM 67000910 3,996,323 141,153 141,153 128,753 12,400
NOVOSTE CORP COM 67010C10 2,151,784 122,525 122,225 300 111,325 11,200
NU SKIN ENTERPRISES CL A 67018T10 2,571,114 302,484 302,484 302,484
NSTAR COM 67019E10 20,631,214 538,674 526,604 5,720 6,350 488,224 13,050 37,400
NTELOS INC COM 67019U10 1,981,210 102,920 102,920 92,920 10,000
NUCENTRIX BROADBAND COM 67019810 704,855 56,958 56,958 56,958
NUCOR CORP COM 67034610 64,568,958 1,611,404 1,558,897 24,361 28,146 1,362,885 54,266 194,253
NUEVO ENERGY CO COM 67050910 2,263,765 127,752 127,752 116,252 11,500
NUMERICAL TECHNOLOGI COM 67053T10 462,150 46,800 46,560 240 46,800
NVIDIA CORP COM 67066G10 37,882,376 583,506 579,936 2,470 1,100 544,266 6,700 32,540
NYCOMED AMERSHAM PLC SPONSORED 67066H10 491,320 14,200 14,200 14,200
NYFIX INC COM 67071210 3,825,478 166,782 166,642 40 100 152,882 100 13,800
O CHARLEYS INC COM 67082310 2,212,852 105,691 105,691 97,091 8,600
OGE ENERGY CORP COM 67083710 20,238,188 880,304 870,808 7,396 2,100 801,904 2,100 76,300
OM GROUP INC COM 67087210 10,963,802 205,893 199,627 3,816 2,450 188,243 2,450 15,200
OSI PHARMACEUTICALS COM 67104010 9,041,394 228,174 227,854 320 213,574 14,600
OTG SOFTWARE INC COM 67105910 313,590 49,556 49,556 49,556
OAK TECHNOLOGY INC COM 67180210 2,038,225 345,111 345,011 100 317,311 27,800
OAKLEY INC COM 67366210 7,485,736 421,257 421,257 405,757 15,500
OCCIDENTAL PETE CORP COM 67459910 199,728,416 8,069,835 8,052,825 15,930 1,080 7,044,363 185,126 840,346
OCEAN ENERGY INC TEX COM 67481E10 27,603,033 1,667,857 1,663,727 3,730 400 1,526,967 21,000 119,890
OCEANEERING INTL INC COM 67523210 3,368,727 156,685 156,685 141,385 15,300
OCEANFIRST FINL CORP COM 67523410 2,136,535 91,894 91,894 89,194 2,700
OCULAR SCIENCES INC COM 67574410 3,015,553 169,299 169,259 40 159,599 9,700
OCWEN FINL CORP COM 67574610 2,725,256 320,996 275,796 2,600 42,600 269,796 42,600 8,600
OFFICEMAX INC COM 67622M10 3,192,603 851,361 851,361 769,161 82,200
OFFICE DEPOT INC COM 67622010 65,192,636 7,450,587 7,411,605 38,362 620 5,051,598 1,882,524 516,365
OFFSHORE LOGISTICS I COM 67625510 8,158,607 328,817 327,497 1,320 313,717 15,100
OHIO CAS CORP COM 67724010 6,228,860 662,222 657,772 4,450 617,522 44,700
OLD KENT FINL CORP COM 67983310 95,708,890 2,518,655 2,511,238 6,908 509 2,254,999 42,039 221,617
OLD NATL BANCORP IND COM 68003310 8,377,761 398,941 398,226 715 352,426 7,770 38,745
OLD REP INTL CORP COM 68022310 60,679,809 2,136,613 2,131,492 4,421 700 2,024,613 15,100 96,900
OLD SECOND BANCORP I COM 68027710 264,802 10,112 10,112 10,112
OLIN CORP COM PAR $1 68066520 9,140,408 448,279 448,179 100 421,379 26,900
OMNICARE INC COM 68190410 21,964,971 1,024,008 1,021,908 1,700 400 960,008 400 63,600
OMNICOM GROUP INC COM 68191910 309,181,353 3,730,470 3,711,125 16,405 2,940 3,168,563 133,910 426,197
OMEGA FINL CORP COM 68209210 1,636,035 60,038 60,038 57,538 2,500
OMNOVA SOLUTIONS INC COM 68212910 1,618,241 243,711 243,611 100 243,711
ON ASSIGNMENT INC COM 68215910 6,471,354 310,005 309,965 40 295,405 14,600
ON COMMAND CORP COM 68216010 457,812 73,250 73,250 73,250
ON SEMICONDUCTOR COR COM 68218910 1,033,326 193,362 193,162 200 170,262 300 22,700
Page Total 1,031,709,322
47
1 800 FLOWERS COM CL A 68243Q10 361,920 45,240 45,240 45,240
ONEIDA LTD COM 68250510 1,711,020 107,274 107,274 102,474 4,800
ONEOK INC NEW COM 68268010 30,546,138 747,032 745,504 280 1,248 691,517 5,948 49,567
ONI SYSTEMS CORP COM 68273F10 1,655,043 84,874 84,874 75,974 8,900
ONYX SOFTWARE CORP COM 68340210 1,416,812 176,418 176,398 20 161,118 15,300
OPEN MKT INC COM 68370M10 325,566 248,145 248,145 246,445 1,300
OPENWAVE SYS INC COM 68371810 9,696,621 488,741 486,842 1,339 560 425,800 8,940 54,001
OPLINK COMMUNICATION COM 68375Q10 297,090 79,224 79,224 79,224
OPTICAL CABLE CORP COM 68382710 566,806 49,559 49,559 49,559
ORACLE CORP COM 68389X10 1,598,391,151 106,701,679 105,824,659 668,764 208,256 90,562,221 4,135,044 11,944,014
ORATEC INTERVENTIONS COM 68554M10 240,231 29,798 29,798 29,798
ORBITAL SCIENCES COR COM 68556410 1,688,214 281,369 281,369 253,669 27,700
ORCHID BIOSCIENCES I COM 68571P10 250,914 52,824 52,824 52,824
ORGANOGENESIS INC COM 68590610 2,259,065 277,186 274,786 500 1,900 251,486 1,900 23,800
O REILLY AUTOMOTIVE COM 68609110 5,896,327 295,748 295,728 20 271,948 23,800
ORIENTAL FINL GROUP COM 68618W10 1,037,895 77,745 77,745 77,745
ORION PWR HLDGS INC COM 68628610 1,504,300 49,000 49,000 49,000
ORTHODONTIC CTRS AME COM 68750P10 6,745,689 329,058 329,038 20 303,258 25,800
OSHKOSH B GOSH INC CL A 68822220 2,108,238 82,676 82,676 74,876 7,800
OSHKOSH TRUCK CORP COM 68823920 7,096,450 199,900 165,058 34,742 100 190,100 100 9,700
OTTER TAIL PWR CO COM 68964810 5,226,501 183,386 180,120 766 2,500 164,686 2,500 16,200
OUTBACK STEAKHOUSE I COM 68989910 19,246,996 755,970 740,470 10,370 5,130 691,140 13,930 50,400
OVERSEAS SHIPHOLDING COM 69036810 8,385,769 305,048 305,028 20 285,848 19,200
OWENS CORNING COM 69073F10 1,057,312 330,410 330,410 319,214 11,096
OWENS & MINOR INC NE COM 69073210 4,131,293 249,927 249,847 80 227,427 22,500
OWENS ILL INC COM NEW 69076840 163,043,659 19,181,607 11,448,905 7,732,702 901,077 18,100,651 179,779
OXFORD HEALTH PLANS COM 69147110 70,189,592 2,623,910 2,622,380 1,230 300 2,512,610 10,900 100,400
P C CONNECTION COM 69318J10 428,788 44,843 44,543 300 44,843
PC-TEL INC COM 69325Q10 647,070 86,276 86,276 86,276
P-COM INC COM 69326210 758,422 592,055 592,015 40 536,355 55,600
PG&E CORP COM 69331C10 347,308,097 29,321,072 29,313,956 6,255 861 6,461,526 21,984,469 874,877
PFF BANCORP INC COM 69331W10 3,927,043 171,210 171,210 163,710 7,500
P F CHANGS CHINA BIS COM 69333Y10 1,664,005 47,543 47,343 200 42,743 4,800
PICO HLDGS INC COM NEW 69336620 1,356,544 96,896 96,856 40 96,896
PLX TECHNOLOGY INC COM 69341710 496,600 112,710 112,610 100 101,710 11,000
PMA CAP CORP CL A 69341920 2,202,142 126,742 126,742 114,142 12,600
PMC-SIERRA INC COM 69344F10 21,150,448 854,909 852,749 2,040 120 728,139 19,320 107,450
PMI GROUP INC COM 69344M10 34,048,805 523,989 519,089 4,800 100 489,089 3,800 31,100
PNC FINL SVCS GROUP COM 69347510 396,365,751 5,850,417 5,749,587 66,450 34,380 4,977,561 128,410 744,346
PPG INDS INC COM 69350610 150,299,628 3,261,003 3,244,331 7,244 9,428 2,822,819 63,758 374,426
PPL CORP COM 69351T10 149,274,488 3,395,689 3,385,597 7,330 2,762 3,006,920 49,582 339,187
Page Total 3,055,004,443
48
PRI AUTOMATION INC COM 69357H10 2,953,035 172,440 172,420 20 158,040 14,300
PS BUSINESS PKS INC COM 69360J10 7,910,912 291,378 291,298 80 275,978 15,400
PSS WORLD MED INC COM 69366A10 2,283,368 510,935 510,775 160 510,935
PAC-WEST TELECOM INC COM 69371Y10 387,138 110,611 110,511 100 110,611
PACCAR INC COM 69371810 62,775,652 1,400,867 1,397,527 1,490 1,850 1,248,828 23,410 128,629
PACIFIC CAP BANCORP COM 69404P10 5,359,506 186,827 186,787 40 170,527 16,300
PACIFIC CENTY FINL C COM 69405810 15,534,704 817,616 815,396 2,220 749,812 11,800 56,004
PACIFIC GULF PPTYS I COM 69439610 881,806 156,072 156,072 143,172 12,900
PACIFIC NORTHWEST BA COM 69466M10 2,060,705 106,359 106,359 101,659 4,700
PACIFIC SUNWEAR CALI COM 69487310 6,956,537 252,965 252,605 260 100 231,665 100 21,100
PACIFICARE HEALTH SY COM 69511210 14,829,355 596,155 595,955 100 100 550,158 1,100 44,897
PACKAGING CORP AMER COM 69515610 5,932,014 449,395 449,395 409,095 40,300
PACKARD BIOSCIENCE I COM 69517220 824,072 111,031 111,031 107,431 3,600
PACKETEER INC COM 69521010 1,749,653 577,253 467,099 96,264 13,890 551,863 13,890 11,500
PACTIV CORP COM 69525710 38,362,724 3,167,855 3,163,135 4,720 2,872,707 29,300 265,848
PALL CORP COM 69642930 50,329,854 2,296,070 2,280,981 10,000 5,089 2,051,131 44,335 200,604
PALM HARBOR HOMES COM 69663910 2,004,501 131,988 131,988 118,088 13,900
PALM INC COM 69664210 94,836,449 11,281,995 11,073,165 202,700 6,130 9,249,888 574,879 1,451,328
PANAMSAT CORP NEW COM 69793310 6,909,843 176,330 175,830 500 153,430 4,300 18,600
PAN PACIFIC RETAIL P COM 69806L10 5,064,376 228,640 227,734 906 216,840 11,800
PAPA JOHNS INTL INC COM 69881310 5,866,633 246,373 246,273 100 232,073 14,300
PARAMETRIC TECHNOLOG COM 69917310 48,892,217 5,395,301 5,387,701 6,235 1,365 4,717,454 85,175 592,372
PAREXEL INTL CORP COM 69946210 2,422,814 194,807 193,507 1,300 180,007 14,800
PARK ELECTROCHEMICAL COM 70041620 2,723,051 120,489 120,199 290 112,689 7,800
PARK NATL CORP COM 70065810 6,310,889 72,748 72,748 66,648 6,100
PARK PL ENTMT CORP COM 70069010 29,902,407 2,917,308 2,910,127 6,581 600 2,542,904 32,200 342,204
PARKER DRILLING CO COM 70108110 4,600,947 718,898 585,598 1,300 132,000 534,598 132,000 52,300
PARKER HANNIFIN CORP COM 70109410 91,512,576 2,303,942 2,252,209 26,316 25,417 1,979,635 63,417 260,890
PARKERVISION INC COM 70135410 1,671,138 61,894 61,894 56,394 5,500
PARKWAY PPTYS INC COM 70159Q10 2,766,192 96,383 96,383 89,083 7,300
PATHMARK STORES INC COM 70322A10 423,120 24,600 16,600 8,000 24,600
PATINA OIL & GAS COR COM 70322410 7,609,259 284,991 284,991 276,591 8,400
PATTERSON DENTAL CO COM 70341210 12,567,924 408,713 407,973 640 100 369,413 6,100 33,200
PATTERSON ENERGY INC COM 70341410 13,846,879 437,846 437,756 90 416,046 21,800
PAXAR CORP COM 70422710 3,657,125 292,570 292,530 40 266,070 26,500
PAXSON COMMUNICATION COM 70423110 2,548,689 261,404 261,404 237,904 23,500
PAYCHEX INC COM 70432610 271,171,794 7,316,707 7,164,652 96,721 55,334 6,038,950 325,599 948,258
PAYLESS SHOESOURCE I COM 70437910 20,432,379 328,231 327,181 926 124 310,998 124 17,109
PECHINEY SPONSORED 70515120 237,440 11,200 11,200 11,200
PEDIATRIX MED GROUP COM 70532410 310,000 13,964 13,964 13,964
PEGASUS COMMUNICATIO CL A 70590410 4,634,937 201,519 201,119 300 100 177,719 4,200 19,600
Page Total 862,054,614
Page 49 of 72
PEGASUS SOLUTIONS IN COM 70590610 1,516,843 170,317 170,077 240 153,317 17,000
PENN ENGR & MFG CORP COM NON
VT 70738930 1,578,775 40,848 40,848 39,448 1,400
PENN NATL GAMING INC COM 70756910 674,362 53,949 53,949 53,949
PENN VA CORP COM 70788210 1,575,838 42,259 42,259 42,259
PENNEY J C INC COM 70816010 691,363,803 43,237,261 43,227,355 8,306 1,600 4,309,247 38,422,621 505,293
PENNSYLVANIA RL ESTA SH BEN
INT 70910210 2,671,767 127,227 127,127 100 119,727 7,500
PENNZOIL-QUAKER STAT COM 70932310 12,199,684 871,406 869,656 1,450 300 815,374 300 55,732
PENTAIR INC COM 70963110 12,305,362 482,942 482,162 780 443,242 6,100 33,600
PENTON MEDIA INC COM 70966810 2,484,921 170,785 170,465 320 156,685 14,100
PEOPLES BK BRIDGEPOR COM 71019810 6,628,256 257,408 248,958 1,600 6,850 231,958 6,850 18,600
PEOPLES ENERGY CORP COM 71103010 31,998,444 823,217 822,297 720 200 746,209 7,300 69,708
PEOPLESOFT INC COM 71271310 128,405,018 5,478,731 5,471,206 7,165 360 4,583,209 198,640 693,782
PEP BOYS MANNY MOE & COM 71327810 2,144,258 352,095 352,095 336,695 15,400
PEPSI BOTTLING GROUP COM 71340910 138,474,154 3,643,098 3,640,598 2,400 100 1,246,764 2,332,634 63,700
PEPSIAMERICAS INC COM 71343P20 24,356,155 1,561,292 1,558,722 2,170 400 1,392,692 17,400 151,200
PEPSICO INC COM 71344810 1,814,956,826 41,295,946 38,752,340 1,566,178 977,428 25,804,012 12,625,623 2,850,311
PER-SE TECHNOLOGIES COM NEW 71356930 1,142,627 193,469 193,469 193,469
PEREGRINE SYSTEMS IN COM 71366Q10 16,903,477 866,845 865,210 1,535 100 762,145 18,800 85,800
PEREGRINE PHARMACEUT COM 71366110 768,190 522,934 522,934 522,934
PERFORMANCE FOOD GRO COM 71375510 6,316,327 120,311 120,311 109,676 9,600
PERFORMANCE TECHNOLO COM 71376K10 208,887 14,988 14,988 14,988
PERICOM SEMICONDUCTO COM 71383110 4,512,198 350,462 347,942 2,520 336,162 14,300
PERKINELMER INC COM 71404610 51,668,967 985,109 982,999 2,050 60 858,948 33,960 91,701
PEROT SYS CORP CL A 71426510 5,184,660 473,485 473,435 50 434,385 39,100
PERRIGO CO COM 71429010 7,229,685 732,120 732,120 684,220 47,900
PETROLEO BRASILEIRO SPONSORED 71654V10 1,341,975 61,700 61,700 61,700
PETSMART INC COM 71676810 3,363,112 840,778 840,778 764,878 75,900
PHARMACYCLICS INC COM 71693310 2,791,845 124,082 122,982 1,100 113,682 10,400
PFIZER INC COM 71708110 5,434,216,596 132,703,702 125,433,153 4,122,900 3,147,649 107,966,564 10,423,144 14,244,644
PHARMACEUTICAL PROD COM 71712410 14,537,337 345,100 344,900 200 329,415 14,700
PHARMACOPEIA INC COM 71713B10 2,869,974 160,558 160,558 146,158 14,400
PHARMACIA CORP COM 71713U10 1,499,537,767 29,770,454 24,160,357 5,550,092 60,005 20,464,119 6,385,432 2,906,803
PHELPS DODGE CORP COM 71726510 61,157,576 1,522,090 1,520,020 1,370 700 1,323,371 25,575 173,144
PHILADELPHIA CONS HL COM 71752810 1,405,173 50,866 50,866 50,866
PHILADELPHIA SUBN CO COM PAR
$0 71800960 7,907,725 335,642 335,642 307,845 27,797
PHILIP MORRIS COS IN COM 71815410 2,002,873,895 42,210,198 41,430,341 465,408 314,449 39,214,012 923,819 2,070,467
PHILLIPS PETE CO COM 71850710 255,423,632 4,639,848 4,591,575 17,274 30,999 4,120,763 106,839 412,246
PHILLIPS VAN HEUSEN COM 71859210 22,005,384 1,459,243 177,420 1,281,823 156,920 1,281,823 20,500
PHOENIX TECHNOLOGY L COM 71915310 2,661,849 191,845 190,945 900 174,945 16,900
PHOTON DYNAMICS INC COM 71936410 4,189,700 198,329 163,148 35,181 190,129 8,200
PHOTRONICS INC COM 71940510 5,021,780 203,418 203,198 220 186,518 16,800
Page Total 12,288,574,804
Page 50 of 72
PIEDMONT NAT GAS INC COM 72018610 8,828,850 248,700 248,150 550 228,400 20,300
PIER 1 IMPORTS INC COM 72027910 21,268,208 1,636,016 1,635,456 560 1,563,416 72,600
PILGRIMS PRIDE CORP CL B 72146710 1,116,802 113,381 113,381 106,281 7,100
PINNACLE ENTMT INC COM 72345610 1,605,156 152,872 152,832 40 139,672 13,200
PINNACLE HLDGS INC COM 72346N10 2,014,256 227,754 227,654 100 202,954 900 23,900
PINNACLE SYS INC COM 72348110 3,065,887 363,386 362,986 400 332,586 30,800
PINNACLE WEST CAP CO COM 72348410 72,766,700 1,586,368 1,584,708 1,660 1,421,388 28,100 136,880
PIONEER NAT RES CO COM 72378710 20,181,517 1,285,447 1,284,087 1,160 200 1,212,247 200 73,000
PIONEER STD ELECTRS COM 72387710 2,906,422 237,259 237,239 20 215,359 21,900
PITNEY BOWES INC COM 72447910 165,105,242 4,751,230 4,730,685 13,975 6,570 4,152,915 90,330 507,585
PITTSTON CO COM BRINKS 72570110 12,790,023 589,402 588,382 1,020 552,502 36,900
PIXELWORKS INC COM 72581M10 571,760 57,176 57,176 57,176
PIVOTAL CORP COM 72581R10 1,047,637 92,100 92,100 92,100
PIXAR COM 72581110 3,361,774 109,326 108,914 352 60 98,366 160 10,800
PLACER DOME INC COM 72590610 39,698,258 4,589,394 4,587,394 2,000 4,207,121 72,250 310,023
PLAINS ALL AMERN PIP UNIT LTD P 72650310 318,444 14,280 14,280 14,280
PLAINS RES INC COM PAR $0 72654050 2,726,031 129,811 129,811 118,011 11,800
PLANTRONICS INC NEW COM 72749310 11,029,021 620,654 619,954 400 300 587,154 300 33,200
PLAYBOY ENTERPRISES CL B 72811730 1,660,260 155,893 155,893 140,493 15,400
PLAYTEX PRODS INC COM 72813P10 2,271,942 247,219 244,919 2,200 100 225,819 100 21,300
PLEXUS CORP COM 72913210 12,633,458 493,013 492,353 460 200 465,713 200 27,100
PLUG POWER INC COM 72919P10 763,774 53,366 53,366 53,366
PLUM CREEK TIMBER CO COM 72925110 7,296,372 301,503 300,973 530 263,103 6,400 32,000
POGO PRODUCING CO COM 73044810 9,504,551 322,079 321,549 530 296,279 25,800
POHANG IRON & STL LT SPONSORED 73045010 292,585 16,300 16,300 16,300
POLARIS INDS INC COM 73106810 12,594,482 278,639 278,199 360 80 263,059 80 15,500
POLAROID CORP COM 73109510 36,297,781 8,520,606 8,507,114 13,492 331,236 8,144,445 44,925
POLO RALPH LAUREN CO CL A 73157210 18,216,522 662,419 661,899 420 100 628,119 100 34,200
POLYCOM INC COM 73172K10 12,370,186 999,611 998,871 440 300 956,011 6,200 37,400
POLYMEDICA CORP COM 73173810 4,835,103 212,532 212,032 500 205,632 6,900
POLYMER GROUP INC COM 73174510 225,448 125,949 125,949 125,949
POLYONE CORP COM 73179P10 63,054,291 6,929,043 726,703 6,202,340 663,363 6,202,180 63,500
POPE & TALBOT INC COM 73282710 1,102,694 88,927 88,927 88,927
POPULAR INC COM 73317410 26,436,894 897,596 896,826 770 797,796 16,600 83,200
PORTAL SOFTWARE INC COM 73612610 9,977,343 1,182,570 1,099,099 65,681 17,790 1,004,634 29,090 148,646
POST PPTYS INC COM 73746410 12,243,210 349,806 349,606 200 319,906 5,000 24,900
POTLATCH CORP COM 73762810 18,516,271 579,539 577,807 380 1,352 520,404 6,052 53,083
POTOMAC ELEC PWR CO COM 73767910 26,324,336 1,125,934 1,119,970 5,050 914 995,520 14,614 115,800
POWER INTEGRATIONS I COM 73927610 3,706,335 214,860 214,460 400 195,260 19,500
POWER-ONE INC COM 73930810 19,070,810 1,316,136 1,315,396 640 100 1,160,620 52,700 102,016
POWERTEL INC COM 73936C10 8,523,405 154,971 154,371 400 200 135,227 3,424 16,320
Page Total 678,320,041
Page 51 of 72
POWERWAVE TECHNOLOGI COM 73936310 7,430,107 545,329 545,029 300 508,079 5,400 31,800
PRAECIS PHARMACEUTIC COM 73942110 1,710,215 85,781 85,281 500 79,381 500 5,900
PRAXAIR INC COM 74005P10 139,030,187 3,113,778 3,106,933 6,235 610 2,663,112 51,885 398,781
PRE PAID LEGAL SVCS COM 74006510 1,574,025 151,933 151,933 139,533 12,400
PRECISION CASTPARTS COM 74018910 25,420,572 769,155 768,175 680 300 734,755 300 34,100
PRENTISS PPTYS TR SH BEN INT 74070610 8,987,266 364,595 364,595 341,195 23,400
PRESIDENTIAL LIFE CO COM 74088410 2,700,159 163,646 163,206 440 148,206 440 15,000
PRESSTEK INC COM 74111310 2,485,405 228,543 227,983 560 209,243 19,300
PRICE COMMUNICATIONS COM NEW 74143730 10,396,234 604,081 603,381 300 400 571,281 400 32,400
PRICE T ROWE GROUP I COM 74144T10 76,551,608 2,444,801 2,121,486 262,915 60,400 2,174,261 95,400 175,140
PRICELINE COM INC COM 74150310 1,029,727 406,846 403,746 3,100 359,246 400 45,700
PRICESMART INC COM 74151110 411,996 10,564 10,564 10,564
PRIMEDIA INC COM 74157K10 8,039,751 1,276,151 1,271,681 4,350 120 1,125,686 20,820 129,645
PRIME GROUP REALTY T SH BEN INT 74158J10 1,797,545 128,764 128,724 40 128,764
PRIMUS KNOWLEDGE SOL COM 74163Q10 304,203 81,121 81,021 100 81,021 100
PRIMA ENERGY CORP COM PAR $0 74190120 1,906,079 62,882 62,882 56,132 6,750
PRIME HOSPITALITY CO COM 74191710 3,872,988 358,610 358,510 100 327,210 31,400
PRIMUS TELECOMMUNICA COM 74192910 639,504 193,087 193,087 193,087
PRIDE INTL INC COM 74193210 10,674,013 449,243 448,543 700 399,743 8,200 41,300
PRIORITY HEALTHCARE CL B 74264T10 17,702,938 468,952 468,932 20 454,752 14,200
PRIVATE MEDIA GROUP COM 74266R10 449,411 62,802 62,802 62,802
PRIZE ENERGY CORP COM 74267L10 601,657 29,493 29,493 29,493
PROBUSINESS SERVICES COM 74267410 2,591,549 118,136 117,836 300 107,936 10,200
PROCOM TECHNOLOGY IN COM 74270W10 317,494 36,811 36,811 36,811
PROCTER & GAMBLE CO COM 74271810 1,858,130,634 29,682,598 27,382,444 1,290,999 1,009,155 24,401,133 1,966,445 3,300,620
PRODIGY COMMUNICATIO CL A 74283P20 514,159 158,203 156,903 1,300 157,303 500
PROFESSIONAL DETAILI COM 74312N10 2,298,850 37,238 37,038 200 34,338 2,900
PROFIT RECOVERY GROU COM 74316810 1,808,187 289,310 289,310 289,310
PROGRESS ENERGY INC COM 74326310 1,003,337,787 23,295,514 23,284,529 7,975 3,010 3,376,572 19,465,454 453,388
PROGRESS SOFTWARE CO COM 74331210 4,294,349 296,162 296,082 80 273,027 22,900
PROGRESSIVE CORP OHI COM 74331510 160,554,861 1,654,352 1,647,936 3,316 3,100 1,490,561 23,600 140,191
PROLOGIS TR SH BEN INT 74341010 19,972,310 994,637 994,537 100 926,253 11,400 56,984
PROMISTAR FINL CORP COM 74342Y10 2,440,273 127,596 127,596 115,496 12,100
PROSOFTTRAINING COM COM 74347710 1,046,351 132,870 132,870 132,870
PROTECTIVE LIFE CORP COM 74367410 49,873,713 1,626,140 1,620,540 4,400 1,200 1,562,340 8,000 55,800
PROTEIN DESIGN LABS COM 74369L10 19,553,700 439,409 439,159 150 100 405,109 5,300 29,000
PROVIDENT BANKSHARES COM 74385910 8,605,581 384,607 384,607 365,907 18,700
PROVIDENT FINL GROUP COM 74386610 9,598,725 341,288 341,288 323,688 17,600
PROVINCE HEALTHCARE COM 74397710 7,287,865 239,441 239,001 440 220,241 19,200
PROVIDIAN FINL CORP COM 74406A10 264,243,827 5,387,234 5,373,558 7,760 5,916 4,610,884 213,766 559,584
PROXICOM INC COM 74428210 520,815 177,329 176,829 500 156,129 200 20,900
Page Total 3,740,706,620
Page 52 of 72
PROXIM INC COM 74428410 2,117,286 210,424 210,424 194,624 15,800
PUBLIC SVC CO N MEX COM 74449910 17,925,830 617,919 617,919 593,019 24,900
PUBLIC SVC ENTERPRIS COM 74457310 199,077,701 4,612,551 4,593,672 10,990 7,889 4,030,964 79,299 502,088
PUBLIC STORAGE INC COM 74460D10 23,153,208 882,027 881,827 200 816,627 10,800 54,600
PUGET ENERGY INC NEW COM 74531010 19,802,136 865,478 864,363 540 575 789,403 11,175 64,900
PULITZER INC COM 74576910 3,800,883 68,608 68,108 400 100 62,308 100 6,200
PULTE CORP COM 74586710 39,905,157 987,507 987,137 270 100 883,324 6,900 97,283
PUMATECH INC COM 74588710 961,215 256,324 256,324 233,524 22,800
PURCHASEPRO COM COM 74614410 1,388,404 191,504 191,484 20 177,304 14,200
PURE RES INC COM 74622E10 7,309,817 378,747 378,397 350 346,247 32,500
QRS CORP COM 74726X10 780,495 91,823 90,873 950 87,523 4,300
QLOGIC CORP COM 74727710 39,810,982 1,769,377 1,762,897 6,380 100 1,558,168 67,900 142,409
QUAKER OATS CO COM 74740210 258,572,256 2,664,320 2,593,377 37,411 33,532 2,196,560 130,932 335,528
QUALCOMM INC COM 74752510 837,593,829 14,791,944 14,736,464 39,600 15,880 12,352,989 554,050 1,876,705
QUANTA SVCS INC COM 74762E10 8,231,861 368,811 368,511 100 200 340,811 4,700 23,300
QUANEX CORP COM 74762010 1,930,037 107,523 107,523 96,623 10,900
QUANTUM CORP COM DSSG 74790620 21,690,898 1,869,905 1,861,957 7,548 400 1,743,605 18,800 107,400
QUANTUM CORP COM HDDG 74790630 7,247,834 686,348 678,511 7,612 225 622,873 225 63,250
QUEST DIAGNOSTICS IN COM 74834L10 50,177,868 564,621 563,966 555 100 539,721 3,700 21,200
QUEST SOFTWARE INC COM 74834T10 2,711,507 152,761 152,441 320 140,261 100 12,400
QUESTAR CORP COM 74835610 22,813,514 832,610 826,910 2,500 3,200 741,510 13,100 78,000
QUICKLOGIC CORP COM 74837P10 755,041 135,750 135,750 135,750
QUIKSILVER INC COM 74838C10 4,669,507 175,876 175,876 160,276 15,600
QUINTILES TRANSNATIO COM 74876710 41,795,384 2,214,325 2,190,534 23,691 100 1,960,434 35,600 218,291
QUORUM HEALTH GROUP COM 74908410 12,115,474 797,753 797,253 500 747,253 50,500
QWEST COMMUNICATIONS COM 74912110 1,045,522,467 29,829,457 29,444,191 264,493 120,773 25,908,371 575,680 3,344,506
R & G FINANCIAL CORP CL B 74913610 1,281,984 77,696 77,696 77,696
RCN CORP COM 74936110 2,056,185 340,936 340,336 600 310,136 300 30,500
RFS HOTEL INVS INC COM 74955J10 6,016,295 415,490 415,470 20 397,590 17,900
R H DONNELLEY CORP COM NEW 74955W30 12,218,077 421,313 420,688 625 400,413 20,900
R G S ENERGY GROUP I COM 74956K10 15,800,998 427,054 426,825 229 404,654 22,400
RLI CORP COM 74960710 2,654,967 65,009 65,009 59,209 5,800
RPC INC COM 74966010 1,119,997 91,205 91,205 91,205
RPM INC OHIO COM 74968510 11,457,415 1,123,276 1,117,644 2,420 3,212 1,046,837 3,212 72,527
RSA SEC INC COM 74971910 8,867,595 359,201 357,821 1,380 316,676 6,900 35,625
RTI INTL METALS INC COM 74973W10 2,037,903 151,517 150,457 1,060 137,417 14,100
RF MICRODEVICES INC COM 74994110 16,340,564 1,398,183 1,396,313 1,470 400 1,300,833 14,600 82,750
RADIAN GROUP INC COM 75023610 28,747,815 424,322 423,862 460 386,466 4,300 33,556
RADIANT SYSTEMS INC COM 75025N10 1,852,990 134,158 134,138 20 122,058 12,100
RADIO ONE INC CL A 75040P10 7,496,673 426,869 423,729 3,040 100 369,314 10,300 47,255
RADIOSHACK CORP COM 75043810 134,950,039 3,678,115 3,665,395 5,980 6,740 3,063,159 142,740 470,216
Page Total 2,924,760,088
Page 53 of 72
RADISYS CORP COM 75045910 1,910,001 112,353 111,407 40 906 100,847 906 10,600
RAINBOW TECHNOLOGIES COM 75086210 817,815 163,563 163,563 149,363 14,200
RAMBUS INC DEL COM 75091710 9,616,636 466,827 465,987 760 80 408,847 9,680 48,200
RALCORP HLDGS INC NE COM 75102810 3,941,418 220,191 220,091 100 200,491 19,700
RALSTON PURINA CO COM 75127730 191,778,214 6,156,604 6,144,164 8,520 3,920 5,126,835 236,200 790,469
RARE MEDIUM GROUP IN COM 75382N10 425,106 247,299 247,299 247,099
RARE HOSPITALITY INT COM 75382010 4,119,051 165,590 165,590 153,990 11,600
RATIONAL SOFTWARE CO COM NEW 75409P20 56,573,421 3,187,235 3,158,730 19,660 8,845 2,895,433 32,345 259,357
RAYMOND JAMES FINANC COM 75473010 8,977,315 322,925 322,155 670 100 298,025 100 24,800
RAYONIER INC COM 75490710 12,392,436 300,059 299,559 400 100 280,659 100 19,300
RAYOVAC CORP COM 75508110 3,582,327 205,291 205,231 60 185,991 19,300
RAYTHEON CO CL A 75511130 109,836,500 3,761,524 3,760,257 1,195 72 331,291 3,367,217 63,016
RAYTHEON CO CL B 75511140 180,296,598 6,136,712 5,986,445 132,354 17,913 5,399,756 113,633 623,323
READ-RITE CORP COM 75524610 685,607 82,703 82,703 82,703
READERS DIGEST ASSN CL A NON V 75526710 35,721,746 1,299,918 1,181,603 107,915 10,400 1,039,025 129,045 131,848
READERS DIGEST ASSN CL B 75526720 38,023,368 1,584,307 1,584,307 1,584,307
REALNETWORKS INC COM 75605L10 3,208,153 454,284 454,144 140 402,534 8,500 43,250
REALTY INCOME CORP COM 75610910 5,124,808 193,389 193,289 100 175,589 17,800
RECKSON ASSOCS RLTY COM 75621K10 12,553,093 562,919 562,919 527,919 35,000
RED HAT INC COM 75657710 3,240,519 532,105 528,005 2,400 1,700 465,305 12,800 53,300
REDBACK NETWORKS INC COM 75720910 8,324,242 636,410 636,040 270 100 550,240 13,300 72,870
REEBOK INTL LTD COM 75811010 60,424,442 2,430,589 2,427,349 1,340 1,900 2,236,682 13,300 180,607
REED INTL PLC SPON ADR N 75821287 1,484,959 39,972 39,972 2,000 37,972
REGAL BELOIT CORP COM 75875010 2,848,848 171,102 170,802 300 156,002 15,100
REGENCY CTRS CORP COM 75884910 9,362,275 374,491 374,491 353,991 20,500
REGENERON PHARMACEUT COM 75886F10 3,515,019 158,427 158,427 145,527 12,900
REGENT COMMUNICATION COM 75886510 685,714 98,395 98,395 98,395
REGIS CORP MINN COM 75893210 4,070,342 278,314 278,294 20 255,014 23,300
REGIONS FINL CORP COM 75894010 116,396,508 4,093,136 4,049,905 29,221 14,010 3,641,134 80,050 371,952
REHABCARE GROUP INC COM 75914810 4,198,156 101,897 101,297 600 93,297 8,600
REINSURANCE GROUP AM COM 75935110 5,130,483 133,121 133,121 121,221 100 11,800
RELIANCE STEEL & ALU COM 75950910 3,223,038 137,443 137,443 126,643 10,800
RELIANT ENERGY INC COM 75952J10 252,576,540 5,581,802 5,554,767 22,551 4,484 4,841,901 100,749 639,052
REMEC INC COM 75954310 2,887,570 288,757 288,507 250 264,857 23,900
REMEDY CORP COM 75954810 4,006,079 208,108 207,648 460 189,908 18,200
RENAL CARE GROUP INC COM 75993010 9,584,690 357,371 356,871 500 328,071 29,300
RENT A CTR INC NEW COM 76009N10 20,176,495 439,221 439,081 40 100 425,021 100 14,100
RENT WAY INC COM 76009U10 816,679 157,965 157,965 157,965
REPUBLIC BANCORP INC COM 76028210 4,948,525 401,927 401,536 391 370,527 31,400
REPUBLIC SVCS INC COM 76075910 20,654,343 1,101,565 1,097,745 3,820 976,565 21,600 103,400
RESEARCH FRONTIERS I COM 76091110 1,149,914 63,009 63,009 63,009
Page Total 1,219,288,993
Page 54 of 72
RES-CARE INC COM 76094310 701,790 140,358 140,358 140,358
RESMED INC COM 76115210 9,596,979 237,549 237,189 360 217,449 20,100
RESOURCES CONNECTION COM 76122Q10 263,287 11,900 11,900 11,900
RESPIRONICS INC COM 76123010 7,987,645 261,890 261,311 579 239,890 22,000
RETEK INC COM 76128Q10 10,755,309 571,726 570,958 568 200 538,726 200 32,800
REVLON INC CL A 76152550 468,560 101,640 101,440 200 101,640
REYNOLDS & REYNOLDS CL A 76169510 21,038,113 1,092,889 1,078,729 13,960 200 1,026,889 9,600 56,400
REYNOLDS R J TOB HLD COM 76182K10 54,136,107 964,993 959,943 4,584 466 944,527 13,066 7,400
RIBOZYME PHARMACEUTI COM 76256710 398,419 64,365 64,365 64,365
RICHMOND CNTY FINL C COM 76455610 6,372,641 216,941 216,941 198,341 18,600
RIGHTCHOICE MANAGED COM 76657T10 942,689 27,767 27,567 200 27,767
RIGGS NATL CORP WASH COM 76657010 2,467,149 155,411 155,011 400 143,911 11,500
RITE AID CORP COM 76775410 17,561,832 2,625,087 2,611,147 13,940 2,170,427 50,500 403,860
RIVERSTONE NETWORKS COM 76932010 465,600 50,000 50,000 50,000
RIVIANA FOODS INC COM 76953610 833,120 52,070 52,070 52,070
ROADWAY EXPRESS INC COM 76974210 2,403,874 109,267 108,767 500 93,667 500 15,100
ROBBINS & MYERS INC COM 77019610 1,882,598 73,539 73,539 72,651
ROBERT HALF INTL INC COM 77032310 75,405,234 3,373,836 3,369,516 4,080 240 2,860,649 132,240 379,047
ROBOTIC VISION SYS I COM 77107410 581,641 238,671 238,671 238,671
ROCK-TENN CO CL A 77273920 1,586,624 198,328 100,328 98,000 198,328
ROCKWELL INTL CORP N COM 77390310 128,611,098 3,538,132 3,496,915 14,634 26,583 3,043,799 82,903 411,330
ROGERS CORP COM 77513310 4,070,972 114,643 114,603 40 102,331 11,500
ROHM & HAAS CO COM 77537110 117,755,881 3,822,002 3,807,141 3,735 11,126 3,315,488 66,786 439,728
ROLLINS INC COM 77571110 5,112,126 264,877 264,837 40 250,477 14,400
ROPER INDS INC NEW COM 77669610 8,668,683 242,142 241,482 560 100 222,185 100 19,500
ROSLYN BANCORP INC COM 77816210 15,790,792 701,813 667,644 34,169 657,113 44,700
ROSS STORES INC COM 77829610 17,154,825 914,924 913,574 950 400 848,324 12,100 54,500
ROUSE CO COM 77927310 15,846,904 612,796 610,496 2,300 540,696 8,700 63,400
ROWAN COS INC COM 77938210 47,411,595 1,724,058 1,719,353 4,345 360 1,528,391 27,880 167,687
ROYAL DUTCH PETE CO NY REG GLD 78025780 1,634,574,221 29,483,662 29,353,592 130,070 26,921,143 428,350 2,134,169
RUBY TUESDAY INC COM 78118210 17,304,118 882,413 768,699 108,314 5,400 818,813 5,400 58,200
RUDDICK CORP COM 78125810 5,257,059 383,727 383,627 100 358,714 24,100
RUDOLPH TECHNOLOGIES COM 78127010 1,506,040 43,418 43,418 43,418
RURAL CELLULAR CORP CL A 78190410 2,121,127 78,744 78,744 72,144 6,600
RUSS BERRIE & CO COM 78223310 1,965,192 77,922 77,922 77,922
RUSSELL CORP COM 78235210 4,124,920 220,584 220,324 260 192,308 28,276
RYANS FAMILY STEAK H COM 78351910 2,831,881 266,530 262,750 2,720 1,060 231,770 1,060 33,700
RYDER SYS INC COM 78354910 22,771,849 1,265,806 1,264,606 1,200 1,148,103 12,400 105,303
RYERSON TULL INC NEW COM 78375P10 2,578,659 256,583 256,583 243,769 12,814
RYLAND GROUP INC COM 78376410 5,501,281 132,561 132,561 123,461 9,100
S & T BANCORP INC COM 78385910 4,732,291 204,507 204,507 186,107 18,400
Page Total 2,281,540,725
Page 55 of 72
SBC COMMUNICATIONS I COM 78387G10 3,111,248,166 69,712,036 68,322,580 908,453 481,003 59,446,539 1,565,566 8,696,831
SBS TECHNOLOGIES INC COM 78387P10 1,282,790 86,238 86,238 77,538 8,700
SBA COMMUNICATIONS C COM 78388J10 3,376,921 213,567 213,527 40 196,467 17,100
SCI SYS INC COM 78389010 24,664,694 1,355,203 1,352,153 2,750 300 1,237,753 18,100 99,250
SCM MICROSYSTEMS INC COM 78401810 1,615,373 104,643 104,643 95,843 8,800
SCPIE HLDGS INC COM 78402P10 1,373,152 67,643 67,643 67,643
SCP POOL CORP COM 78402810 7,761,000 238,800 238,310 390 100 226,675 100 12,025
SEI INVESTMENTS CO COM 78411710 30,072,376 964,260 937,424 26,636 200 901,960 9,400 52,900
SEMCO ENERGY INC COM 78412D10 2,222,058 156,483 156,483 142,983 13,500
SJW CORP COM 78430510 1,059,797 13,289 13,289 13,289
SKF AB SPONSORED 78437540 218,937 15,500 15,500 15,500
SK TELECOM LTD SPONSORED 78440P10 884,994 58,300 58,300 58,300
SL GREEN RLTY CORP COM 78440X10 17,658,475 643,296 572,636 70,660 628,696 14,600
SLI INC COM 78442T10 2,972,157 355,947 152,587 203,360 355,947
SPDR TR UNIT SER 1 78462F10 40,801,825 349,660 349,660 321,160 28,500
SPSS INC COM 78462K10 1,337,497 78,969 78,969 78,369 600
SPS TECHNOLOGIES INC COM 78462610 4,358,473 96,726 96,406 320 88,326 8,400
S1 CORPORATION COM 78463B10 2,409,595 332,358 330,958 1,300 100 294,758 400 37,000
SPX CORP COM 78463510 52,121,652 574,280 503,867 55,178 15,235 522,430 19,135 32,715
SABA SOFTWARE INC COM 78493210 265,508 49,397 48,785 612 49,397
SABRE HLDGS CORP CL A 78590510 113,400,861 2,456,159 2,449,509 5,254 1,396 2,154,098 97,871 202,790
SAFECO CORP COM 78642910 70,947,129 2,517,016 2,508,107 2,510 6,399 2,160,857 44,769 311,390
SAFEGUARD SCIENTIFIC COM 78644910 4,289,721 767,392 762,752 4,540 100 679,092 14,600 73,400
SAFEWAY INC COM NEW 78651420 485,391,308 8,801,293 8,757,768 40,640 2,885 7,826,800 163,970 810,223
SAGA COMMUNICATIONS CL A 78659810 895,884 54,296 54,296 54,296
ST JOE CO COM 79014810 5,111,971 224,111 223,011 1,100 198,511 25,600
ST JUDE MED INC COM 79084910 121,133,421 2,249,460 2,245,595 3,665 200 2,050,402 32,410 166,648
ST MARY LD & EXPL CO COM 79222810 6,867,724 295,386 258,509 31,477 5,400 271,486 5,400 18,500
ST PAUL COS INC COM 79286010 188,716,851 4,284,151 4,272,628 5,267 6,256 3,673,576 74,466 536,009
SAKS INC COM 79377W10 17,798,131 1,369,087 1,362,957 6,030 100 1,252,595 17,800 98,592
SALEM COMMUNICATIONS CL A 79409310 2,598,472 159,906 159,906 142,406 17,500
SALTON INC COM 79575710 1,114,342 73,312 73,312 69,812 3,500
SANCHEZ COMPUTER ASS COM 79970210 730,641 99,070 99,070 99,070
SANDISK CORP COM 80004C10 12,415,322 609,341 608,561 580 200 566,241 6,600 36,500
SANDY SPRING BANCORP COM 80036310 1,933,535 63,266 63,266 57,566 5,700
SANMINA CORP COM 80090710 116,523,380 5,956,619 5,945,739 10,160 720 4,956,361 221,820 775,238
SANGSTAT MED CORP COM 80100310 1,013,267 114,171 114,171 114,171
SANTANDER BANCORP COM 80280910 1,201,180 63,220 63,220 63,220
SAP AKTIENGESELLSCHA SPONSORED 80305420 368,173 12,700 12,700 12,700
SAPIENT CORP COM 80306210 15,940,090 2,217,906 2,208,454 9,252 200 1,931,214 33,400 253,192
SARA LEE CORP COM 80311110 445,737,381 20,655,115 17,095,432 3,430,823 128,860 13,669,016 5,050,651 1,926,348
Page Total 4,921,834,224
Page 56 of 72
SATCON TECHNOLOGY CO COM 80389310 517,286 51,090 51,090 51,090
SAUER-DANFOSS INC COM 80413710 1,349,196 151,425 151,365 60 151,425
SAUL CTRS INC COM 80439510 2,098,662 114,681 114,681 114,681
SAWTEK INC COM 80546810 12,350,324 693,371 693,071 300 671,971 3,100 18,200
SCANA CORP NEW COM 80589M10 25,952,875 955,907 951,904 3,750 253 878,854 11,853 65,200
SCHEIN HENRY INC COM 80640710 21,276,559 578,954 578,754 200 556,154 22,800
SCHERING PLOUGH CORP COM 80660510 989,887,054 27,097,921 26,457,789 300,094 340,038 22,751,318 1,432,288 2,898,215
SCHLUMBERGER LTD COM 80685710 506,077,349 8,784,540 8,629,887 154,653 7,745,626 118,150 920,764
SCHOLASTIC CORP COM 80706610 24,061,972 667,239 665,239 1,900 100 634,039 100 33,100
SCHOOL SPECIALTY INC COM 80786310 2,898,105 134,408 134,168 240 121,207 13,201
SCHULMAN A INC COM 80819410 3,863,421 323,651 323,351 300 300,326 23,325
SCHWAB CHARLES CORP COM 80851310 405,069,830 26,269,120 26,099,242 150,713 19,165 21,932,606 993,200 3,327,829
SCHWEITZER-MAUDUIT I COM 80854110 1,956,696 110,861 110,858 3 110,858 3
SCICLONE PHARMACEUTI COM 80862K10 815,916 194,869 194,869 194,869
SCIENT CORP COM 80864H10 415,791 211,169 210,969 200 177,069 13,000 21,100
SCIENTIFIC ATLANTA I COM 80865510 137,224,167 3,299,451 3,293,196 5,935 320 2,930,615 51,640 317,196
SCIOS INC COM 80890510 602,347 26,189 26,189 26,189
SCOTT TECHNOLOGIES I COM 81002230 2,158,271 97,549 97,509 40 88,149 9,400
SCOTTISH PWR PLC SPON ADR F 81013T70 289,862 11,055 11,044 11 11,055
SCOTTS CO CL A 81018610 12,803,025 336,479 332,179 4,200 100 325,979 100 10,400
SCRIPPS E W CO OHIO CL A 81105420 12,946,556 223,332 223,272 60 195,207 3,300 24,825
SEACHANGE INTL INC COM 81169910 1,621,456 120,671 120,671 108,571 12,100
SEACOAST FINL SVCS C COM 81170Q10 2,693,380 193,254 190,258 1,876 1,120 172,234 1,120 19,900
SEACOR SMIT INC COM 81190410 6,955,737 153,888 153,498 390 142,688 11,200
SEALED AIR CORP NEW COM 81211K10 55,040,262 1,651,373 1,629,062 11,580 10,731 1,394,983 37,515 218,775
SEALED AIR CORP NEW PFD CV A $ 81211K20 397,035 10,789 5,841 1,522 3,426 7,363 3,426
SEARS ROEBUCK & CO COM 81238710 1,166,419,425 33,071,149 33,056,659 10,070 4,420 5,760,981 26,447,751 862,417
SECTOR SPDR TR SBI INT-TE 81369Y80 249,289 10,052 8,650 1,402 8,650 1,402
SECURE COMPUTING COR COM 81370510 1,743,520 181,145 181,145 164,245 16,900
SECURITY CAP GROUP I CL B 81413P20 8,794,327 423,823 423,823 402,123 21,700
SEEBEYOND TECHNOLOGI COM 81570410 855,423 67,092 67,092 67,092
SEITEL INC COM NEW 81607430 3,251,800 174,828 174,828 160,928 13,900
SELECTICA INC COM 81628810 277,134 53,295 53,295 53,295
SELECTIVE INS GROUP COM 81630010 4,719,011 203,108 203,008 100 185,108 18,000
SEMTECH CORP COM 81685010 21,652,650 735,559 732,219 3,140 200 681,559 8,400 45,500
SEMPRA ENERGY COM 81685110 94,029,316 4,039,060 4,032,422 5,738 900 3,504,611 68,837 465,612
SEMITOOL INC COM 81690910 946,323 105,147 105,147 105,147
SENIOR HSG PPTYS TR SH BEN INT 81721M10 1,026,437 91,077 91,017 60 91,077
SENSIENT TECHNOLOGIE COM 81725T10 11,774,936 516,898 516,598 300 482,983 32,000
SENSORMATIC ELECTRS COM 81726510 19,983,326 1,051,754 1,050,914 440 400 999,354 400 52,000
SEPRACOR INC COM 81731510 26,483,200 827,600 749,044 4,494 74,062 698,538 82,362 46,700
Page Total 3,593,529,251
Page 57 of 72
SEQUA CORPORATION CL A 81732010 3,380,676 86,684 86,684 82,384 4,300
SEQUENOM INC COM 81733710 410,227 48,262 48,262 48,262
SEQUOIA SOFTWARE COR COM 81743910 216,643 38,825 38,825 38,825
SERENA SOFTWARE INC COM 81749210 1,157,679 126,869 126,859 10 116,869 10,000
SERVICE CORP INTL COM 81756510 11,960,718 2,518,046 2,504,726 13,320 2,096,079 421,967
SERVICEMASTER CO COM 81760N10 26,206,923 2,333,653 2,328,158 4,600 895 1,917,818 37,995 377,840
7-ELEVEN INC COM NEW 81782620 2,526,262 255,178 255,178 230,778 1,700 22,700
SHAW GROUP INC COM 82028010 12,474,606 267,065 266,225 840 244,165 22,900
SHERWIN WILLIAMS CO COM 82434810 83,643,246 3,282,702 3,271,782 4,820 6,100 2,791,536 52,800 438,366
SHOPKO STORES INC COM 82491110 1,868,072 233,509 233,509 221,209 12,300
SHURGARD STORAGE CTR COM 82567D10 7,718,594 292,371 292,271 100 272,771 19,600
SICOR INC COM 82584610 9,652,222 692,561 692,301 260 662,961 29,600
SIEBEL SYS INC COM 82617010 217,692,779 8,003,411 7,991,835 10,916 660 6,769,595 305,060 924,156
SIERRA PAC RES NEW COM 82642810 12,968,411 876,244 874,913 1,031 300 821,144 300 54,800
SIGMA ALDRICH CORP COM 82655210 72,997,166 1,524,745 1,505,013 6,492 13,240 1,317,625 51,570 155,550
SILICON LABORATORIES COM 82691910 892,248 44,893 44,893 44,893
SILICON IMAGE INC COM 82705T10 1,029,097 279,115 279,095 20 254,415 24,600
SILICON GRAPHICS INC COM 82705610 5,672,875 1,439,816 1,437,746 1,970 100 1,317,116 100 122,400
SILICON STORAGE TECH COM 82705710 3,894,620 448,689 447,259 1,430 392,289 9,400 46,900
SILICON VY BANCSHARE COM 82706410 16,613,677 706,965 657,191 39,009 10,765 667,000 10,765 29,200
SILICON VY GROUP INC COM 82706610 7,329,877 266,541 266,241 300 244,841 21,600
SILICONIX INC COM NEW 82707920 1,782,057 58,911 58,911 58,711 200
SILVERSTREAM SOFTWAR COM 82790710 843,782 89,110 89,090 20 80,110 9,000
SIMON PPTY GROUP INC COM 82880610 39,774,080 1,553,675 1,461,080 92,595 1,361,920 12,900 178,855
SIMPSON MANUFACTURIN COM 82907310 3,000,940 60,871 60,871 54,971 5,900
SINCLAIR BROADCAST G CL A 82922610 2,411,567 332,630 332,630 299,530 32,700
SIRIUS SATELLITE RAD COM 82966U10 3,468,741 278,905 278,405 400 100 257,505 100 21,300
SITEL CORP COM 82980K10 935,172 333,990 333,990 333,990
SIPEX CORP COM 82990910 1,563,830 167,362 167,162 200 153,162 14,200
SIX FLAGS INC COM 83001P10 14,464,105 747,499 746,179 1,020 300 681,899 10,200 55,400
SKECHERS U S A INC CL A 83056610 2,436,960 101,540 101,540 93,040 8,500
SKY FINL GROUP INC COM 83080P10 11,711,169 686,389 684,839 1,550 632,889 53,500
SKYLINE CORP COM 83083010 1,223,924 56,742 56,742 54,042 2,700
SKYWEST INC COM 83087910 8,811,215 378,977 378,457 520 345,877 33,100
SMART & FINAL INC COM 83168310 975,151 97,030 97,030 97,030
SMITH A O COM 83186520 3,337,071 170,869 170,849 20 150,969 19,900
SMITH INTL INC COM 83211010 40,515,649 577,146 559,856 13,240 4,050 532,596 10,250 34,300
SMITH CHARLES E RESD COM 83219710 16,997,429 373,652 348,852 24,800 359,852 13,800
SMITHFIELD FOODS INC COM 83224810 28,588,105 879,634 878,884 650 100 839,734 100 39,800
SMUCKER J M CO COM 83269630 6,568,313 250,699 250,699 227,599 23,100
SMURFIT-STONE CONTAI COM 83272710 21,575,336 1,620,987 1,594,085 23,452 3,450 1,502,937 19,650 98,400
Page Total 711,291,214
Page 58 of 72
SNAP ON INC COM 83303410 36,221,203 1,243,860 1,242,550 1,310 1,087,802 10,500 145,558
SODEXHO MARRIOTT SVC COM 83379310 8,122,205 279,594 279,229 265 100 257,694 100 21,800
SOFTNET SYS INC COM 83396410 239,367 159,578 158,578 1,000 159,478
SOLECTRON CORP COM 83418210 236,670,108 12,449,769 11,920,527 389,752 139,490 10,642,019 336,830 1,470,420
SOLUTIA INC COM 83437610 15,500,392 1,270,524 1,268,872 920 732 1,197,692 732 72,100
SOMERA COMMUNICATION COM 83445810 1,431,193 318,043 192,704 125,339 296,843 21,200
SONIC AUTOMOTIVE INC CL A 83545G10 1,063,896 136,397 136,337 60 136,397
SONIC CORP COM 83545110 5,535,644 220,878 220,878 204,668 16,210
SONICBLUE INC COM 83546Q10 3,432,844 722,704 721,904 800 667,104 55,600
SONICWALL INC COM 83547010 2,472,084 202,846 202,826 20 186,146 16,700
SONOCO PRODS CO COM 83549510 123,061,721 5,723,801 1,562,979 4,157,107 3,715 1,455,273 4,162,540 105,988
SONOSITE INC COM 83568G10 695,721 61,503 61,503 61,503
SONY CORP ADR NEW 83569930 30,654,519 424,284 130,576 293,708 418,384 5,900
SORRENTO NETWORKS CO COM 83586Q10 480,371 77,642 77,622 20 70,142 7,500
SOTHEBYS HLDGS INC CL A 83589810 10,641,649 579,295 578,795 300 200 548,895 200 30,200
SONUS NETWORKS INC COM 83591610 3,504,544 175,640 175,599 41 165,540 100 10,000
SOURCE INFORMATION M COM NEW 83615120 331,166 74,103 74,103 74,103
SOUTH FINL GROUP INC COM 83784110 4,845,498 340,035 339,818 217 310,135 29,900
SOUTH JERSEY INDS IN COM 83851810 2,327,963 78,914 78,914 70,614 8,300
SOUTHERN CO COM 84258710 447,659,095 12,757,455 12,723,608 21,218 12,629 11,008,978 231,629 1,516,048
SOUTHERN PERU COPPER COM 84361110 2,592,495 187,862 187,862 169,762 18,100
SOUTHERN UN CO NEW COM 84403010 6,245,379 297,399 283,946 605 12,848 248,551 12,848 36,000
SOUTHTRUST CORP COM 84473010 142,645,206 3,117,928 3,111,458 6,250 220 2,792,404 51,890 273,634
SOUTHWEST AIRLS CO COM 84474110 1,506,301,068 84,862,032 84,800,921 48,129 12,982 12,643,366 70,284,271 1,933,795
SOUTHWEST BANCORPORA COM 84476R10 6,877,337 219,198 219,078 20 100 197,998 100 20,100
SOUTHWEST GAS CORP COM 84489510 5,014,153 240,487 238,587 1,900 219,687 20,800
SOUTHWEST SECS GROUP COM 84522410 2,371,687 126,964 126,854 110 115,964 11,000
SOUTHWESTERN ENERGY COM 84546710 1,746,538 176,418 176,418 169,718 6,700
SOVEREIGN BANCORP IN COM 84590510 20,732,399 2,448,034 2,441,564 5,670 800 2,262,434 28,800 156,800
SOVRAN SELF STORAGE COM 84610H10 3,611,104 147,392 147,392 140,192 7,200
SPANISH BROADCASTING CL A 84642588 1,570,192 241,568 241,368 200 218,568 23,000
SPARTECH CORP COM NEW 84722020 1,808,590 111,987 111,987 108,987 3,000
SPECIALTY LABORATORI COM 84749R10 3,074,431 125,487 72,800 52,687 125,487
SPECTRA-PHYSICS LASE COM 84756810 417,300 27,820 27,820 27,820
SPECTRALINK CORP COM 84758010 748,049 77,222 77,072 150 77,222
SPECTRASITE HLDGS IN COM 84760T10 1,728,094 400,764 400,242 522 357,164 7,200 36,400
SPEEDFAM-IPEC INC COM 84770510 1,180,036 182,414 182,414 182,414
SPEEDWAY MOTORSPORTS COM 84778810 3,340,610 128,485 123,485 5,000 114,985 5,000 8,500
SPHERION CORP COM 84842010 3,100,729 446,791 445,891 900 408,291 38,500
SPIEGEL INC CL A 84845710 1,218,546 174,078 174,078 174,078
SPIEKER PPTYS INC COM 84849710 35,566,714 648,436 610,381 38,055 605,040 7,200 36,196
Page Total 2,686,781,840
Page 59 of 72
SPINNAKER EXPL CO COM 84855W10 3,343,924 76,520 76,320 200 69,620 6,900
SPORTSLINE COM INC COM 84893410 494,533 134,129 134,029 100 134,029
SPRINGS INDS INC CL A 85178310 4,358,837 101,842 101,842 90,986 10,856
SPRINT CORP COM FON GR 85206110 347,716,127 15,812,466 15,699,864 87,078 25,524 13,911,315 291,374 1,609,177
SPRINT CORP PCS COM SE 85206150 301,602,485 15,873,815 15,697,055 147,956 28,804 13,889,581 655,134 1,319,100
STAAR SURGICAL CO COM PAR $0 85231230 360,965 84,318 84,318 84,318
STAMPS COM INC COM 85285710 578,631 192,877 192,877 192,777
STANCORP FINL GROUP COM 85289110 11,186,391 265,710 265,710 243,710 22,000
STANDARD MICROSYSTEM COM 85362610 1,474,358 97,886 97,886 87,586 10,300
STANDARD PAC CORP NE COM 85375C10 9,317,485 441,587 441,227 360 425,187 16,400
STANDARD REGISTER CO COM 85388710 1,758,835 107,904 107,804 100 101,104 6,800
STANDEX INTL CORP COM 85423110 2,178,850 94,939 92,419 2,520 88,619 2,520 3,800
STANFORD MICRODEVICE COM 85439910 249,680 39,357 37,383 1,974 39,357
STANLEY WKS COM 85461610 56,974,075 1,729,107 1,687,776 28,071 13,260 1,472,438 38,250 218,419
STARBASE CORP COM NEW 85491020 674,045 303,761 303,761 303,761
STAPLES INC COM 85503010 137,434,676 9,239,306 8,675,381 347,520 216,405 7,721,798 362,385 1,154,823
STARBUCKS CORP COM 85524410 145,907,148 3,438,206 3,391,681 41,715 4,810 2,946,229 144,260 345,817
STARMEDIA NETWORK IN COM 85554610 980,988 326,996 325,996 1,000 319,967 6,529
STARTEK INC COM 85569C10 815,077 57,562 57,562 57,562
STATE AUTO FINL CORP COM 85570710 1,644,083 108,256 108,256 103,456 4,800
STARWOOD HOTELS&RESO PAIRED CTF 85590A20 125,771,258 3,698,067 3,695,512 2,555 3,219,725 59,700 418,642
STATE STR CORP COM 85747710 697,608,055 7,469,037 3,154,955 4,080,571 233,511 2,909,510 4,203,777 354,150
STATEN IS BANCORP IN COM 85755010 7,128,695 286,293 286,293 262,493 23,800
STATION CASINOS INC COM 85768910 4,298,279 311,244 311,094 150 288,244 23,000
STEAK N SHAKE CO COM 85787310 1,405,076 163,381 163,381 161,492 1,889
STEEL DYNAMICS INC COM 85811910 3,446,714 309,817 309,717 100 280,817 29,000
STEELCASE INC CL A 85815520 5,841,238 482,747 482,207 540 415,747 9,700 57,300
STEIN MART INC COM 85837510 2,502,319 228,794 228,794 210,094 18,700
STEPAN CO COM 85858610 1,016,559 42,251 42,251 42,251
STERLING BANCSHARES COM 85890710 5,732,877 327,593 327,593 309,493 18,100
STERICYCLE INC COM 85891210 4,912,409 110,082 110,082 97,682 11,200
STERIS CORP COM 85915210 10,337,034 733,123 732,323 800 684,423 48,700
STEWART & STEVENSON COM 86034210 6,904,124 317,431 316,021 1,410 295,791 20,300
STEWART ENTERPRISES CL A 86037010 3,316,504 667,439 667,439 667,439
STEWART INFORMATION COM 86037210 1,403,320 83,531 83,531 82,331 1,200
STILLWATER MNG CO COM 86074Q10 8,492,266 313,947 312,207 1,640 100 278,047 100 35,800
STILWELL FINL INC COM 86083110 113,211,940 4,221,176 4,200,493 13,283 7,400 3,624,813 170,590 423,373
STMICROELECTRONICS N NY REGISTR 86101210 1,752,510 51,288 51,288 51,288
STONE ENERGY CORP COM 86164210 9,643,567 195,729 195,329 300 100 180,022 100 15,607
STONERIDGE INC COM 86183P10 853,335 116,100 116,000 100 116,100
STORAGE USA INC COM 86190710 8,855,863 271,819 271,819 254,119 17,700
Page Total 2,053,485,135
Page 60 of 72
STORAGE TECHNOLOGY C COM PAR $0 86211120 14,790,460 1,358,169 1,356,869 1,000 300 1,280,269 300 77,500
STRATOS LIGHTWAVE IN COM 86310010 352,590 35,259 35,259 35,259
STRAYER ED INC COM 86323610 2,110,815 60,309 60,309 58,309 2,000
STRIDE RITE CORP COM 86331410 2,382,600 317,680 317,680 297,580 20,100
STRUCTURAL DYNAMICS COM 86355510 5,645,394 397,479 397,379 100 369,479 28,000
STRYKER CORP COM 86366710 227,803,677 4,359,879 3,809,518 446,531 103,830 3,795,860 233,730 328,289
STUDENT LN CORP COM 86390210 2,765,361 39,573 39,573 39,573
STURM RUGER & CO INC COM 86415910 1,351,281 137,605 137,585 20 130,905 6,700
SUIZA FOODS CORP COM 86507710 22,521,893 468,328 467,928 300 100 445,128 100 23,100
SUMMIT PPTYS INC COM 86623910 6,242,698 254,804 254,804 238,204 16,600
SUN COMMUNITIES INC COM 86667410 5,530,503 167,591 167,591 155,691 11,900
SUN MICROSYSTEMS INC COM 86681010 986,208,134 64,164,485 62,427,872 1,415,991 320,622 55,011,934 2,698,142 6,418,889
SUNAIR ELECTRS INC COM 86701710 613,580 278,900 278,900 278,900
SUNGLASS HUT INTL IN COM 86736F10 3,482,726 304,514 304,414 100 277,014 27,500
SUNGARD DATA SYS INC COM 86736310 73,138,992 1,485,659 1,418,772 56,687 10,200 1,370,359 26,400 88,900
SUNOCO INC COM 86764P10 55,020,478 1,696,592 1,691,496 4,996 100 1,469,450 28,415 198,727
SUNRISE ASSISTED LIV COM 86768K10 3,094,560 157,188 157,188 144,288 12,900
SUNRISE TECHNOLOGIES COM 86769L10 715,805 381,763 381,763 347,063 34,700
SUNRISE TELECOM INC COM 86769Y10 202,275 27,900 27,900 27,900
SUNTRUST BKS INC COM 86791410 371,538,187 5,733,614 5,705,472 25,990 2,152 4,910,683 92,132 730,699
SUPERCONDUCTOR TECHN COM 86793110 606,764 118,393 118,393 118,393
SUPERGEN INC COM 86805910 1,963,796 190,438 190,438 171,738 18,700
SUPERIOR ENERGY SVCS COM 86815710 4,037,931 371,304 370,384 400 520 337,684 520 31,300
SUPERIOR INDS INTL I COM 86816810 8,168,925 236,301 236,301 222,201 14,100
SUPERIOR TELECOM INC COM 86836510 250,547 71,585 71,585 71,585
SUPERTEX INC COM 86853210 590,925 46,806 46,806 46,806
SUPERVALU INC COM 86853610 36,036,122 2,703,385 2,701,255 2,130 2,275,357 45,330 382,698
SURMODICS INC COM 86887310 3,579,480 99,430 99,230 200 90,630 8,800
SUSQUEHANNA BANCSHAR COM 86909910 6,013,476 334,082 332,642 1,440 306,142 1,440 26,500
SWIFT ENERGY CO COM 87073810 6,124,542 191,153 190,953 200 177,753 13,400
SWIFT TRANSN CO COM 87075610 9,890,840 534,640 534,340 100 200 501,640 200 32,800
SWISSCOM AG SPONSORED 87101310 547,310 23,900 23,900 23,900
SYBASE INC COM 87113010 34,504,643 2,226,106 2,223,416 2,390 300 2,142,006 11,400 72,700
SYBRON DENTAL SPECIA COM 87114210 4,571,091 217,671 213,939 3,199 533 191,106 4,833 21,732
SYCAMORE NETWORKS IN COM 87120610 8,997,300 899,730 714,948 184,032 750 812,630 12,650 74,450
SYKES ENTERPRISES IN COM 87123710 1,633,037 298,599 298,599 295,699 2,900
SYLVAN LEARNING SYS COM 87139910 7,237,807 350,924 350,824 100 324,374 26,550
SYMANTEC CORP COM 87150310 35,090,177 839,237 838,197 740 300 759,087 7,400 72,750
SYMBOL TECHNOLOGIES COM 87150810 92,134,115 2,639,946 2,635,711 3,935 300 2,297,406 107,000 233,940
SYMMETRICOM INC COM 87154310 1,935,695 159,645 159,645 142,445 17,200
SYMYX TECHNOLOGIES COM 87155S10 2,043,482 161,860 161,620 240 148,360 13,500
Page Total 2,051,470,014
Page 61 of 72
SYNCOR INTL CORP DEL COM 87157J10 5,748,369 178,244 178,244 165,344 12,900
SYNGENTA AG SPONSORED 87160A10 1,787,760 171,900 171,890 10 171,900
SYNOPSYS INC COM 87160710 31,187,148 664,447 663,487 760 200 618,403 7,200 38,844
SYNOVUS FINL CORP COM 87161C10 137,976,102 5,110,226 5,104,236 5,690 300 4,480,966 86,750 542,510
SYNTEL INC COM 87162H10 424,605 56,614 56,614 56,614
SYNTROLEUM CORP COM 87163010 3,517,315 243,632 228,492 140 15,000 206,732 15,000 21,900
SYSCO CORP COM 87182910 463,871,317 17,497,975 13,886,635 2,035,586 1,575,754 13,701,151 2,071,154 1,718,470
SYSTEMS & COMPUTER T COM 87187310 2,349,492 255,741 255,641 100 233,341 22,400
TCF FINL CORP COM 87227510 35,115,186 929,219 924,047 3,080 2,092 862,627 11,892 54,700
TC PIPELINES LP UT COM LTD 87233Q10 226,304 10,171 10,171 10,171
TD WATERHOUSE GRP IN COM 87236210 2,943,648 272,560 270,460 2,100 243,460 300 28,700
TECO ENERGY INC COM 87237510 41,138,375 1,373,110 1,254,990 47,037 71,083 1,192,627 86,383 94,100
TEPPCO PARTNERS L P UT LTD PAR 87238410 414,981 15,839 13,439 2,400 13,439 2,400
THQ INC COM NEW 87244340 6,090,260 160,270 160,270 146,670 13,600
TJX COS INC NEW COM 87254010 180,388,736 5,637,148 5,622,038 12,410 2,700 4,455,970 607,042 571,236
TRW INC COM 87264910 77,660,794 2,284,141 2,269,555 5,960 8,626 1,976,070 54,196 253,875
TMP WORLDWIDE INC COM 87294110 14,836,050 394,975 394,305 570 100 348,375 7,800 38,800
TXU CORP COM 87316810 202,889,298 4,910,196 4,897,740 6,957 5,499 4,227,506 90,721 591,769
TAKE-TWO INTERACTIVE COM 87405410 2,895,042 202,933 202,873 60 183,033 19,900
TALBOTS INC COM 87416110 34,499,919 812,145 811,448 297 400 788,345 3,800 20,000
TANGER FACTORY OUTLE COM 87546510 1,246,372 60,357 60,357 60,357
TANNING TECHNOLOGY C COM 87588P10 285,309 78,706 78,706 78,606 100
TANOX INC COM 87588Q10 1,027,847 52,881 52,861 20 47,181 5,700
TARGET CORP COM 87612E10 2,912,426,704 80,721,361 79,915,068 624,122 182,171 15,299,427 63,115,440 2,305,794
TARGETED GENETICS CO COM 87612M10 825,515 194,239 194,239 174,039 20,200
TASTY BAKING CO COM 87655330 640,000 40,000 40,000 40,000
TAUBMAN CTRS INC COM 87666410 9,068,878 752,604 752,604 728,404 24,200
TECH DATA CORP COM 87823710 15,480,715 524,770 523,395 1,075 300 481,170 6,900 36,700
TECHNE CORP COM 87837710 6,751,065 258,414 257,774 640 229,034 5,200 24,180
TECHNITROL INC COM 87855510 6,619,893 265,966 263,946 1,520 500 248,966 500 16,500
TECHNOLOGY SOLUTIONS COM 87872T10 676,828 305,015 305,015 305,015
TECUMSEH PRODS CO CL A 87889520 8,696,325 179,769 179,269 400 100 167,869 100 11,800
TEJON RANCH CO DEL COM 87908010 1,197,085 48,465 48,465 45,265 3,200
TEKELEC COM 87910110 5,142,222 285,679 285,279 400 251,079 5,600 29,000
TEKTRONIX INC COM 87913110 49,358,003 1,808,648 1,806,123 2,425 100 1,606,463 26,780 175,405
TELE CENTRO OESTE CE SPON ADR P 87923P10 232,579 28,749 28,749 28,749
TELE NORTE LESTE PAR SPON ADR P 87924610 287,423 17,655 17,655 17,655
TELECOM ITALIA SPA SPON ADR O 87927W10 1,348,650 13,500 13,500 13,500
TELECORP PCS INC NEW CL A 87930010 4,725,807 313,757 313,657 100 287,657 6,400 19,700
TELEDYNE TECHNOLOGIE COM 87936010 3,469,130 247,795 247,187 594 14 227,496 14 20,285
TELEFLEX INC COM 87936910 18,955,181 462,886 462,166 620 100 433,791 100 28,000
Page Total 4,294,422,232
Page 62 of 72
TELEFONICA S A SPONSORED 87938220 13,896,460 290,114 42,907 247,207 285,412 4,702
TELEFONOS DE MEXICO SPON ADR O 87940378 1,946,018 61,700 61,700 61,700
TELEPHONE & DATA SYS COM 87943310 54,828,026 586,396 582,859 3,357 180 526,316 6,580 53,500
TELE2 AB SPON ADR R 87952P20 393,700 12,700 12,700 12,700
TELLABS INC COM 87966410 307,366,686 7,554,420 7,531,126 18,334 4,960 6,480,571 296,545 772,804
TEMPLE INLAND INC COM 87986810 61,948,097 1,399,957 1,018,334 381,523 100 883,714 396,848 119,395
TELETECH HOLDINGS IN COM 87993910 1,339,348 170,076 169,976 100 152,676 200 17,200
TENET HEALTHCARE COR COM 88033G10 300,059,276 6,819,529 6,807,214 11,675 640 5,976,884 90,100 752,545
TENNANT CO COM 88034510 3,019,396 71,465 70,865 600 62,465 9,000
TENNECO AUTOMOTIVE I COM 88034910 741,734 264,905 264,565 300 40 264,865 40
TERADYNE INC COM 88077010 102,740,187 3,113,339 3,100,994 11,625 720 2,762,647 56,220 294,272
TERAYON COMMUNICATIO COM 88077510 1,051,340 230,456 230,246 210 204,656 1,300 24,400
TEREX CORP NEW COM 88077910 3,947,125 227,500 227,480 20 208,600 18,900
TERREMARK WORLDWIDE COM 88144810 2,092,505 837,002 837,002 746,402 90,600
TESORO PETE CORP COM 88160910 3,170,529 254,661 254,461 200 232,161 22,500
TETRA TECH INC NEW COM 88162G10 5,741,583 283,535 283,335 200 261,135 22,400
TEVA PHARMACEUTICAL ADR 88162420 763,766 13,982 13,982 13,982
TEXACO INC COM 88169410 2,121,261,809 31,946,714 10,043,082 21,798,015 105,617 30,742,200 284,447 919,867
TEXAS BIOTECHNOLOGY COM 88221T10 1,551,082 307,145 307,145 279,845 27,300
TEXAS INDS INC COM 88249110 5,301,052 182,606 182,566 40 168,206 14,400
TEXAS INSTRS INC COM 88250810 1,044,005,646 33,699,343 33,503,740 135,544 60,059 28,645,293 616,529 4,435,621
TEXAS REGL BANCSHARE CL A VTG 88267310 4,236,957 122,367 122,367 111,147 11,220
TEXTRON INC COM 88320310 150,027,304 2,639,467 2,618,816 14,660 5,991 2,276,952 55,206 307,309
THERAGENICS CORP COM 88337510 1,196,655 187,270 187,270 187,270
THERMA-WAVE INC COM 88343A10 1,090,231 86,355 86,335 20 86,355
THERMO FIBERTEK INC COM 88355W10 222,127 53,654 53,654 53,654
THERMO ELECTRON CORP COM 88355610 85,755,422 3,814,743 3,788,497 9,587 16,659 3,353,984 93,864 366,795
THOMAS & BETTS CORP COM 88431510 20,672,930 1,190,837 1,188,063 1,974 800 1,062,939 16,790 111,108
THOMAS INDS INC COM 88442510 2,544,588 122,927 122,927 107,327 15,600
THOR INDS INC COM 88516010 1,083,411 49,812 49,812 49,812
THORATEC CORP COM NEW 88517530 1,664,453 195,818 195,818 195,818
3DO CO COM 88553W10 375,592 187,796 187,796 187,796
3COM CORP COM 88553510 19,674,280 3,440,161 3,426,676 8,975 4,510 2,920,814 154,447 364,500
THREE FIVE SYS INC COM 88554L10 2,057,298 168,631 168,116 515 154,531 14,100
TIBCO SOFTWARE INC COM 88632Q10 6,590,815 775,390 765,421 9,869 100 679,090 15,600 80,700
TICKETMASTER CL B 88633P20 1,328,425 146,593 146,493 100 131,593 100 14,900
TIDEWATER INC COM 88642310 27,236,932 602,587 601,327 960 300 557,137 7,200 38,250
TIFFANY & CO NEW COM 88654710 71,563,159 2,626,171 2,616,616 8,855 700 2,349,281 47,500 229,390
TIMBERLAND CO CL A 88710010 11,574,424 227,843 227,423 300 120 207,223 120 20,500
TIME WARNER TELECOM CL A 88731910 11,997,966 329,841 328,669 1,072 100 289,241 6,800 33,800
TIMKEN CO COM 88738910 18,549,412 1,185,266 1,183,846 1,420 1,084,722 10,000 90,544
Page Total 4,476,607,746
Page 63 of 72
TITAN CORP COM 88826610 10,507,436 584,721 584,301 420 540,321 8,300 36,100
TITAN PHARMACEUTICAL COM 88831410 4,076,519 183,627 180,927 200 2,500 165,127 2,500 16,000
TIVO INC COM 88870610 588,874 113,529 112,829 700 113,529
TNT POST GROEP N V SPONSORED 88874210 324,482 15,313 15,313 15,313
TOKIO MARINE & FIRE ADR NEW 88909040 1,301,475 25,900 25,900 25,900
TOLL BROTHERS INC COM 88947810 8,999,182 233,745 233,745 220,145 13,600
TOLLGRADE COMMUNICAT COM 88954210 2,310,702 89,736 89,716 20 82,136 7,600
TOO INC COM 89033310 4,357,705 232,535 231,961 546 28 212,293 42 20,200
TOOTSIE ROLL INDS IN COM 89051610 20,231,744 438,391 436,763 1,428 200 398,933 4,629 34,829
TOPPS INC COM 89078610 10,344,570 1,021,686 1,021,586 100 991,886 29,800
TORCHMARK CORP COM 89102710 93,633,652 2,411,374 2,392,754 11,820 6,800 2,118,662 50,920 241,792
TORO CO COM 89109210 10,038,764 218,234 217,934 300 206,534 11,700
TOSCO CORP COM NEW 89149030 134,516,332 3,145,845 3,131,285 11,260 3,300 2,807,269 45,800 292,776
TOTAL FINA ELF S A SPONSORED 89151E10 8,210,466 120,831 28,682 92,149 118,931 1,900
TOWER AUTOMOTIVE INC COM 89170710 3,365,947 313,695 313,695 285,595 28,100
TOTAL SYS SVCS INC COM 89190610 7,598,152 308,868 308,668 200 277,668 6,200 25,000
TOWN & CTRY TR SH BEN INT 89208110 3,108,007 163,150 163,150 151,350 11,800
TOYOTA MOTOR CORP SP ADR REP 89233130 6,941,565 98,114 98,114 98,114
TOYS R US INC COM 89233510 100,809,230 4,016,304 3,997,929 18,235 140 3,409,699 61,600 545,005
TRAMMELL CROW CO COM 89288R10 2,243,364 188,518 188,438 80 170,718 17,800
TRANS WORLD ENTMT CO COM 89336Q10 2,148,444 243,809 243,709 100 220,509 23,300
TRANSACTION SYS ARCH CL A 89341610 2,768,033 386,813 386,433 280 100 361,513 100 25,200
TRANSATLANTIC HLDGS COM 89352110 15,642,103 152,591 152,321 270 136,791 2,200 13,600
TRANSKARYOTIC THERAP COM 89373510 2,671,829 152,137 151,937 200 139,037 13,100
TRANSMETA CORP DEL COM 89376R10 1,300,068 67,536 67,509 27 67,536
TRANSMONTAIGNE INC COM 89393410 888,586 250,306 250,306 250,306
TRAVELOCITY COM INC COM 89395310 1,730,471 116,829 116,829 107,729 9,100
TRANSWITCH CORP COM 89406510 11,220,536 854,898 853,738 860 300 788,998 10,500 55,300
TREDEGAR CORP COM 89465010 3,358,590 190,829 190,829 173,429 17,400
TREMONT CORP COM PAR $1 89474520 433,680 15,600 15,600 15,600
TRENDWEST RESORTS IN COM 89491710 1,027,425 47,511 47,511 47,511
TREX INC COM 89531P10 1,111,305 35,837 35,637 200 35,837
TRIAD HOSPITALS INC COM 89579K10 7,518,483 266,141 265,565 561 15 244,116 25 22,000
TRIANGLE PHARMACEUTI COM 89589H10 1,417,202 246,470 246,470 221,570 24,900
TRIAD GTY INC COM 89592510 3,306,819 99,642 99,642 90,242 9,400
TRIARC COS INC CL A 89592710 2,780,365 113,023 112,963 60 103,723 9,300
TRICON GLOBAL RESTAU COM 89595310 150,068,445 3,929,522 3,903,036 20,812 5,674 2,379,985 1,308,029 240,008
TRIBUNE CO NEW COM 89604710 230,723,616 5,663,319 5,482,270 102,022 79,027 4,779,184 161,459 722,576
TRICO MARINE SERVICE COM 89610610 2,956,230 197,082 197,022 60 179,882 17,200
TRICORD SYSTEMS INC COM 89612110 652,921 118,713 118,213 500 106,013 12,700
TRIGON HEALTHCARE IN COM 89618L10 22,616,070 439,147 438,417 630 100 408,947 4,700 25,500
Page Total 899,849,389
Page 64 of 72
TRIMBLE NAVIGATION L COM 89623910 3,475,488 183,529 181,069 460 2,000 165,829 2,000 15,700
TRIMERIS INC COM 89626310 3,733,350 124,445 124,435 10 114,445 10,000
TRINITY INDS INC COM 89652210 8,128,926 416,868 416,068 500 300 389,818 300 26,750
TRIQUINT SEMICONDUCT COM 89674K10 10,683,791 721,293 719,253 140 1,900 666,293 9,900 45,100
TRITON PCS HLDGS INC CL A 89677M10 7,458,956 223,912 223,412 400 100 197,312 4,500 22,100
TRIUMPH GROUP INC NE COM 89681810 3,323,480 87,460 87,460 79,260 8,200
TRIZETTO GROUP INC COM 89688210 2,115,134 151,764 151,724 40 136,666 15,098
TRUE NORTH COMMUNICA COM 89784410 20,182,773 534,643 533,843 500 300 493,943 6,500 34,200
TRUST CO NJ JERSEY C COM 89830410 2,162,944 129,131 129,131 119,331 9,800
TRUSTCO BK CORP N Y COM 89834910 6,000,342 466,046 465,946 100 425,746 40,300
TRUSTMARK CORP COM 89840210 9,539,854 459,752 456,002 3,750 422,352 37,400
TUCKER ANTHONY SUTRO COM 89864710 3,579,806 188,908 187,739 1,169 175,939 1,169 11,800
TUESDAY MORNING CORP COM NEW 89903550 853,846 87,574 87,574 87,574
TULARIK INC COM 89916510 1,995,475 105,025 105,025 97,125 7,900
TUPPERWARE CORP COM 89989610 29,561,537 1,238,958 1,238,208 750 1,055,862 42,500 139,996
TURNSTONE SYSTEMS IN COM 90042310 631,459 83,848 83,394 454 78,648 4,300 200
TUT SYSTEMS COM 90110310 358,240 115,227 115,227 104,627 10,600
TWEETER HOME ENTMT G COM 90116710 2,234,982 114,986 114,966 20 102,786 12,200
21ST CENTY INS GROUP COM 90130N10 3,426,937 222,384 222,284 100 200,584 21,800
II VI INC COM 90210410 726,190 57,520 57,520 57,520
TYCO INTL LTD NEW COM 90212410 1,103,790,811 25,532,982 24,919,674 461,720 151,588 23,137,852 505,820 1,889,310
TYSON FOODS INC CL A 90249410 35,399,577 2,628,031 2,625,601 1,830 600 2,515,881 16,000 96,150
UAL CORP COM PAR $0 90254950 13,477,327 407,786 406,546 1,240 320,218 6,817 80,751
UCAR INTL INC COM 90262K10 6,305,980 543,619 543,219 400 508,419 35,200
UCBH HOLDINGS INC COM 90262T30 3,930,988 80,740 80,640 100 69,340 10,000
UGI CORP NEW COM 90268110 8,718,856 356,017 354,817 1,200 338,017 18,000
UICI COM 90273710 2,542,371 289,564 289,564 261,464 28,100
UIL HLDG CORP COM 90274810 5,711,495 120,242 120,242 110,742 9,500
UMB FINL CORP COM 90278810 4,796,854 126,233 126,133 100 115,333 100 10,800
USX MARATHON GROUP COM NEW 90290582 193,533,366 7,181,201 7,167,564 8,297 5,340 6,323,665 107,990 749,546
U S B HLDG INC COM 90291010 846,781 64,394 64,394 64,394
UST INC COM 90291110 86,115,907 2,865,754 2,853,239 7,315 5,200 2,683,059 118,420 62,575
US BANCORP DEL COM NEW 90297330 890,050,785 38,364,258 38,135,556 155,968 72,734 32,813,640 687,617 4,861,442
USA NETWORKS INC COM 90298410 20,074,477 838,638 835,838 2,800 757,988 13,300 67,350
URS CORP NEW COM 90323610 2,098,588 110,452 110,452 102,152 8,300
U S G CORP COM NEW 90329340 7,018,042 459,296 457,636 960 700 393,839 5,900 59,557
US LEC CORP CL A 90331S10 553,992 78,447 78,247 200 78,447
USEC INC COM 90333E10 5,245,681 609,963 609,963 553,363 56,600
USX-U S STL COM 90337T10 25,972,066 1,768,010 1,761,505 6,405 100 1,549,297 29,650 189,063
US UNWIRED INC CL A 90338R10 1,395,798 206,785 175,900 30,885 206,785
US ONCOLOGY INC COM 90338W10 4,607,525 567,080 567,080 517,180 49,900
Page Total 2,542,360,777
Page 65 of 72
UTI ENERGY CORP COM 90338710 6,757,245 223,380 223,380 206,080 17,300
U S WIRELESS CORP COM 90339C10 220,037 74,919 74,919 74,919
ULTICOM INC COM 90384410 3,138,807 170,245 170,245 170,245
ULTIMATE ELECTRS INC COM 90384910 1,495,000 59,800 59,800 53,600 6,200
USA ED INC COM 90390U10 225,533,860 3,104,389 3,099,332 4,837 220 2,654,064 119,560 329,065
ULTRAMAR DIAMOND SHA COM 90400010 48,270,523 1,334,177 1,331,697 2,080 400 1,256,807 11,100 66,270
ULTRATECH STEPPER IN COM 90403410 4,056,673 164,738 164,698 40 150,338 14,400
UNIFI INC COM 90467710 4,542,761 640,728 640,608 120 599,528 41,200
UNILEVER PLC SPON ADR N 90476770 7,683,356 264,852 24,409 40,443 262,652 2,200
UNILEVER N V N Y SHS NE 90478470 414,423,770 7,872,792 7,818,221 54,571 7,175,627 122,417 574,748
UNIGRAPHICS SOLUTION CL A 90492810 645,624 35,868 34,868 1,000 35,868
UNION PAC CORP COM 90781810 269,454,206 4,790,297 4,686,296 33,312 70,689 4,096,090 151,059 543,148
UNION PLANTERS CORP COM 90806810 96,588,615 2,509,447 2,500,514 8,440 493 2,231,717 41,313 236,417
UNIONBANCAL CORP COM 90890610 15,632,182 538,113 537,013 1,100 492,113 7,200 38,800
UNIROYAL TECHNOLOGY COM 90916310 784,465 104,819 104,819 104,819
UNISOURCE ENERGY COR COM 90920510 5,075,469 241,689 241,349 100 240 220,349 240 21,100
UNISYS CORP COM 90921410 79,199,484 5,657,106 5,643,461 9,805 3,840 5,002,668 102,120 552,018
UNIT CORP COM 90921810 4,015,311 242,617 242,159 458 219,959 458 22,200
UNITED AUTO GROUP IN COM 90944010 596,336 61,100 61,040 60 61,100
UNITED CMNTY FINL CO COM 90983910 1,379,411 208,213 208,213 208,213
UNITED BANKSHARES IN COM 90990710 6,146,214 277,795 277,095 700 254,295 700 22,800
UNITED DOMINION INDS COM 90991410 509,712 24,272 24,272 24,272
UNITED DOMINION REAL COM 91019710 13,610,132 1,071,664 1,071,614 50 1,005,764 65,900
UNITED FIRE & CAS CO COM 91033110 449,452 22,059 14,122 7,937 22,059
UNITED NATL BANCORP COM 91090910 2,443,040 122,152 122,152 110,652 11,500
UNITED NAT FOODS INC COM 91116310 952,002 67,710 67,010 700 64,710 3,000
UNITED PAN-EUROPE CO SPON ADR A 91130020 4,050,585 629,266 53,240 76,026 617,566 11,700
UNITED PARCEL SERVIC CL B 91131210 49,415,658 868,465 690,500 38,281 39,684 741,481 52,284 74,700
UNITED RENTALS INC COM 91136310 7,906,937 484,197 484,136 61 457,997 26,200
UNITED STATES CELLUL COM 91168410 29,578,109 465,797 464,397 1,000 400 454,297 2,100 9,400
US AIRWAYS GROUP INC COM 91190510 46,315,779 1,306,510 1,304,940 1,470 100 1,112,264 50,110 143,436
U S INDS INC NEW COM 91208010 3,532,306 604,847 604,807 40 554,147 50,700
UNITED STATIONERS IN COM 91300410 10,024,634 413,387 413,187 200 392,383 20,900
UNITED TECHNOLOGIES COM 91301710 795,576,796 10,853,708 10,658,329 14,882 80,497 9,552,999 233,647 1,066,862
UNITED TELEVISION IN COM 91306610 3,813,696 33,527 33,527 30,827 2,700
UNITED THERAPEUTICS COM 91307C10 1,904,015 109,194 109,194 99,694 9,500
UNITEDHEALTH GROUP I COM 91324P10 381,135,549 6,431,582 6,418,777 11,565 1,240 5,592,470 92,360 746,552
UNITEDGLOBALCOM CL A 91324750 6,762,826 515,263 493,299 6,864 15,100 443,963 24,400 46,800
UNITRIN INC COM 91327510 19,620,311 539,390 538,090 300 1,000 494,790 6,700 37,900
UNIVERSAL ACCESS INC COM 91336310 638,924 112,092 111,992 100 112,092
UNIVERSAL COMPRESSIO COM 91343110 1,757,105 50,203 49,703 500 48,503 1,700
Page Total 2,575,636,917
Page 66 of 72
UNIVERSAL CORP VA COM 91345610 11,850,173 300,537 299,347 1,190 298,737 1,800
UNIVERSAL DISPLAY CO COM 91347P10 808,450 78,399 78,399 78,399
UNIVERSAL ELECTRS IN COM 91348310 1,423,191 86,254 86,054 200 86,254
UNIVERSAL FST PRODS COM 91354310 1,429,191 94,492 94,232 260 94,492
UNIVERSAL HLTH SVCS CL B 91390310 17,545,828 198,707 198,227 420 60 180,647 3,060 15,000
UNIVISION COMMUNICAT CL A 91490610 152,472,706 3,995,616 3,878,114 107,432 10,070 3,504,397 151,870 337,249
UNOCAL CORP COM 91528910 163,931,112 4,742,005 4,697,678 17,751 26,576 4,091,824 102,776 547,405
UNOVA INC COM 91529B10 972,536 325,263 325,203 60 325,263
UNUMPROVIDENT CORP COM 91529Y10 136,913,085 4,685,595 4,652,614 23,121 9,860 3,998,322 89,525 597,548
USFREIGHTWAYS CORP COM 91690610 6,605,235 209,690 209,570 20 100 192,190 100 17,400
USINTERNETWORKING IN COM 91731180 212,972 184,232 183,032 1,200 184,032
UTILICORP UTD INC COM 91800510 32,796,665 1,013,494 1,004,564 5,910 3,020 931,474 14,420 67,600
UTSTARCOM INC COM 91807610 1,147,191 69,004 68,883 121 66,783 221 2,000
VA LINUX SYSTEMS INC COM 91819B10 229,425 76,475 76,305 120 50 74,425 50 1,300
V F CORP COM 91820410 77,215,740 2,206,164 2,189,044 13,720 3,400 1,881,349 37,650 287,165
VAIL RESORTS INC COM 91879Q10 2,553,980 127,699 127,699 116,599 11,100
VALASSIS COMMUNICATI COM 91886610 15,869,496 547,224 546,724 300 200 502,524 7,000 37,700
VALHI INC NEW COM 91890510 1,159,150 114,202 114,202 114,202
VALENCE TECHNOLOGY I COM 91891410 1,712,223 375,323 316,343 58,980 354,423 20,900
VALENTIS INC COM 91913E10 1,060,159 209,435 209,435 209,435
VALERO ENERGY CORP N COM 91913Y10 43,966,182 1,238,484 1,237,964 320 200 1,186,984 6,800 44,700
VALLEY NATL BANCORP COM 91979410 13,191,800 486,962 482,802 3,480 680 433,806 8,180 44,976
VALMONT INDS INC COM 92025310 1,960,085 115,728 115,728 105,128 10,600
VALSPAR CORP COM 92035510 12,246,900 426,870 425,690 680 500 399,970 500 26,400
VALUE CITY DEPT STOR COM 92038710 990,090 119,288 119,288 119,288
VALUE LINE INC COM 92043710 1,224,235 29,323 29,323 26,423 2,900
VALUEVISION INTL INC CL A 92047K10 4,066,189 291,755 291,375 380 266,555 25,200
VANS INC COM 92193010 1,815,767 80,479 80,479 72,679 7,800
VARCO INTL INC DEL COM 92212210 18,130,121 877,972 810,335 67,637 824,985 8,100 44,887
VARIAN MED SYS INC COM 92220P10 19,640,649 323,037 322,697 240 100 301,337 100 21,600
VARIAN INC COM 92220610 12,086,915 472,847 472,547 300 449,947 22,900
VARIAN SEMICONDUCTOR COM 92220710 8,045,153 251,907 250,467 1,440 230,907 21,000
VASCO DATA SEC INTL COM 92230Y10 364,219 66,989 66,989 66,989
VASOMEDICAL INC COM 92232110 1,293,567 339,341 309,341 30,000 309,341 30,000
VAXGEN INC COM NEW 92239020 1,071,589 52,918 52,918 52,918
VECTREN CORP COM 92240G10 15,387,648 719,049 717,725 1,324 676,216 42,833
VECTOR GROUP LTD COM 92240M10 2,763,390 131,590 131,587 3 131,590
VEECO INSTRS INC DEL COM 92241710 7,944,243 191,142 190,742 400 175,692 15,450
VENTAS INC COM 92276F10 3,884,882 457,045 456,925 120 412,645 44,400
VENTANA MED SYS INC COM 92276H10 1,964,462 84,493 84,493 76,093 8,400
VENTIV HEALTH INC COM 92279310 1,747,122 113,634 113,634 113,634
Page Total 801,693,716
Page 67 of 72
VENATOR GROUP INC COM 92294410 15,444,049 1,119,134 1,114,164 2,570 2,400 991,234 2,400 125,500
VERITY INC COM 92343C10 5,831,466 257,040 256,840 200 237,740 19,300
VERISIGN INC COM 92343E10 76,103,331 2,147,567 2,045,557 85,465 16,545 1,856,243 40,245 250,979
VERITAS DGC INC COM 92343P10 7,419,972 232,237 232,037 200 213,837 18,400
VERIZON COMMUNICATIO COM 92343V10 2,710,648,835 54,982,735 53,354,417 993,058 35,260 46,542,734 1,500,712 6,936,789
VERITAS SOFTWARE CO COM 92343610 369,355,640 7,987,795 7,936,791 45,266 5,738 6,993,572 302,131 687,892
VERTEL CORP COM 92490710 237,584 178,635 178,635 178,635
VERTEX PHARMACEUTICA COM 92532F10 22,206,653 606,325 597,652 7,473 1,200 558,925 8,400 39,000
VERTICALNET INC COM 92532L10 1,150,025 566,515 561,295 220 5,000 497,515 15,600 53,400
VIALINK CO COM 92552Q10 324,426 110,462 110,462 110,462
VIAD CORP COM 92552R10 24,948,699 1,046,945 1,046,091 654 200 955,145 11,600 80,200
VIASAT INC COM 92552V10 1,874,895 123,960 120,394 140 3,426 108,934 3,426 11,600
VIACOM INC CL A 92552410 2,216,589 49,811 49,296 515 6,811 43,000
VIACOM INC CL B 92552430 1,507,518,485 34,285,160 34,188,895 74,887 21,378 28,573,374 517,740 5,192,987
VIASYSTEMS GROUP INC COM 92553H10 1,249,902 416,634 384,847 31,787 387,234 29,400
VIANT CORP COM 92553N10 780,565 312,226 300,226 12,000 299,526 12,000 500
VICAL INC COM 92560210 1,458,319 152,512 152,412 100 138,712 13,800
VICOR CORP COM 92581510 3,402,303 165,966 165,426 440 100 153,166 100 12,700
VIA NET WRKS INC COM 92591210 313,467 119,416 119,416 119,316
VIEWPOINT CORP COM 92672P10 664,258 148,637 148,437 200 148,637
VIGNETTE CORP COM 92673410 9,359,230 1,453,974 1,416,894 36,420 660 1,182,338 24,860 246,776
VINTAGE PETE INC COM 92746010 14,802,590 727,400 726,700 700 696,100 31,200
VIRATA CORP COM 92764610 2,716,073 207,937 207,737 200 186,637 1,000 20,200
VIROPHARMA INC COM 92824110 395,241 13,688 13,688 13,688
VISHAY INTERTECHNOLO COM 92829810 26,336,555 1,323,445 1,320,066 2,085 1,294 1,266,279 8,394 48,772
VISTEON CORP COM 92839U10 42,059,901 2,796,536 2,787,027 7,090 2,419 2,453,567 42,129 300,840
VISX INC DEL COM 92844S10 11,780,646 686,118 683,568 2,350 200 648,218 200 37,700
VISUAL NETWORKS INC COM 92844410 726,847 204,056 204,056 203,856 100
VITAL SIGNS INC COM 92846910 1,402,866 43,669 43,569 100 42,069 1,600
VITRIA TECHNOLOGY COM 92849Q10 1,608,000 421,826 421,626 200 372,126 8,200 41,500
VITESSE SEMICONDUCTO COM 92849710 82,393,782 3,460,179 3,417,596 31,375 11,208 3,018,837 141,908 297,434
VIVENDI UNIVERSAL SPON ADR N 92851S20 4,298,811 70,879 70,619 260 46,500 80 24,299
VIVUS INC COM 92855110 815,302 183,214 183,214 183,214
VODAFONE GROUP PLC N SPONSORED 92857W10 33,451,677 1,232,106 458,631 773,475 1,190,856 41,250
VOICESTREAM WIRELESS COM 92861510 149,067,754 1,613,724 1,448,609 134,378 30,737 1,393,739 61,163 158,621
VOLT INFORMATION SCI COM 92870310 1,107,500 61,562 61,362 200 61,562
VORNADO RLTY TR SH BEN INT 92904210 22,001,590 614,055 613,945 110 567,855 7,700 38,500
VULCAN MATLS CO COM 92916010 89,665,494 1,914,702 1,913,277 1,425 1,669,779 29,340 215,583
WFS FINL INC COM 92923B10 1,195,116 67,808 67,808 67,808
WD-40 CO COM 92923610 2,141,480 107,074 107,074 97,274 9,800
WGL HLDGS INC COM 92924F10 14,289,409 516,796 512,441 3,755 600 469,036 600 46,000
Page Total 5,264,765,327
Page 68 of 72
W-H ENERGY SVCS INC COM 92925E10 327,375 13,500 13,500 13,500
W HLDG CO INC COM 92925110 2,754,440 233,190 233,070 120 212,090 21,100
WMS INDS INC COM 92929710 3,203,316 177,962 177,962 162,262 15,700
W P CAREY & CO LLC COM 92930Y10 428,486 22,144 21,225 919 21,225 919
WPP GROUP PLC SPON ADR N 92930930 1,414,276 26,343 26,094 249 26,335 8
WPS RESOURCES CORP COM 92931B10 69,575,165 2,038,534 210,101 1,827,713 720 193,801 1,827,533 17,200
WABASH NATL CORP COM 92956610 1,567,963 152,972 152,972 146,772 6,200
WABTEC CORP COM 92974010 3,148,152 247,886 247,886 227,186 20,700
WACHOVIA CORP COM 92977110 263,806,854 4,378,537 4,115,134 170,417 92,986 3,690,623 158,206 529,708
WACKENHUT CORP COM SER A 92979410 1,226,121 85,623 85,623 80,923 4,700
WADDELL & REED FINL CL A 93005910 24,411,589 861,079 859,395 905 779 793,800 10,979 56,300
WADDELL & REED FINL CL B 93005920 285,507 10,046 7,549 2,497 7,549 2,497
WAL MART STORES INC COM 93114210 4,266,434,677 84,483,855 81,194,352 2,074,437 1,215,066 71,112,284 4,265,366 9,058,205
WALGREEN CO COM 93142210 853,715,356 20,924,396 19,254,436 1,004,276 665,684 16,920,270 1,407,349 2,585,777
WALLACE COMPUTER SER COM 93227010 11,266,531 693,325 693,225 100 664,725 28,600
WALTER INDS INC COM 93317Q10 2,148,280 249,800 249,600 200 249,800
WARNACO GROUP INC CL A 93439010 505,295 366,156 366,156 366,156
WASHINGTON FED INC COM 93882410 12,281,221 500,009 496,709 3,300 460,719 3,300 35,990
WASHINGTON GROUP INT COM 93886210 430,017 275,652 275,552 100 252,252 23,400
WASHINGTON MUT INC COM 93932210 666,950,210 12,181,739 12,137,344 43,495 900 10,507,438 193,240 1,480,281
WASHINGTON POST CO CL B 93964010 49,948,448 86,416 75,627 3,387 7,402 72,641 7,902 5,873
WASHINGTON REAL ESTA SH BEN INT 93965310 8,125,120 348,120 347,900 220 324,620 23,500
WASTE CONNECTIONS IN COM 94105310 4,771,238 165,599 165,599 152,199 13,400
WASTE MGMT INC DEL COM 94106L10 391,803,626 15,862,495 11,849,107 4,011,685 1,703 10,342,562 4,149,667 1,369,966
WATCHGUARD TECHNOLOG COM 94110510 831,567 100,796 100,746 50 92,996 7,800
WATERS CORP COM 94184810 60,761,012 1,308,095 1,305,115 2,680 300 1,205,295 15,700 87,100
WATSCO INC COM 94262220 1,606,146 138,700 138,700 138,700
WATSON PHARMACEUTICA COM 94268310 94,721,922 1,800,797 1,798,242 2,355 200 1,587,783 26,720 186,294
WATTS INDS INC CL A 94274910 2,199,991 131,736 131,736 122,836 8,900
WAUSAU-MOSINEE PAPER COM 94331510 7,309,016 562,232 561,832 400 523,472 38,760
WAVE SYSTEMS CORP CL A 94352610 1,592,808 349,147 348,447 700 318,047 31,100
WAYPOINT FINL CORP COM 94675610 386,047 36,351 36,351 36,351
WEATHERFORD INTL INC COM 94707410 50,638,183 1,026,103 1,021,498 2,880 1,725 936,278 15,025 74,800
WEBB DEL CORP COM 94742310 9,192,224 297,483 297,343 40 100 285,583 100 11,800
WEBEX INC COM 94767L10 233,513 20,990 20,990 20,990
WEBMETHODS INC COM 94768C10 2,116,161 101,373 101,362 11 90,973 1,700 8,700
WEBSENSE INC COM 94768410 331,253 27,895 23,197 4,698 27,895
WEBMD CORP COM 94769M10 9,783,151 1,758,927 1,752,607 6,120 200 1,556,227 33,800 168,700
WEBSTER FINL CORP CO COM 94789010 16,076,225 548,452 537,401 7,147 3,904 508,895 3,904 35,000
WEBTRENDS CORP COM 94844D10 2,565,468 285,052 284,742 310 275,952 9,100
WEINGARTEN RLTY INVS SH BEN INT 94874110 11,404,841 269,618 269,618 252,618 17,000
Page Total 6,912,278,791
Page 69 of 72
WEIS MKTS INC COM 94884910 3,986,851 114,073 113,214 100 759 102,214 859 11,000
WELLMAN INC COM 94970210 5,173,803 268,769 268,769 237,769 31,000
WELLPOINT HEALTH NET COM 94973H10 142,864,447 1,498,945 1,496,615 1,930 400 1,312,393 18,560 167,992
WELLS FARGO & CO NEW COM 94974610 1,751,142,968 35,398,079 33,584,797 1,225,648 587,634 29,911,693 1,139,954 4,344,832
WENDYS INTL INC COM 95059010 46,920,523 2,102,174 2,099,154 3,020 1,834,513 36,330 231,331
WERNER ENTERPRISES I COM 95075510 4,870,213 284,392 284,272 120 263,215 19,700
WESBANCO INC COM 95081010 2,649,024 145,152 145,152 131,852 13,300
WESCO FINL CORP COM 95081710 4,691,881 15,283 14,583 700 11,583 700 3,000
WESCO INTL INC COM 95082P10 1,321,658 142,882 142,742 140 142,882
WEST CORP COM 95235510 11,358,758 507,654 507,654 500,054 100 7,500
WEST PHARMACEUTICAL COM 95530610 1,874,888 80,295 80,275 20 76,895 3,400
WESTAMERICA BANCORPO COM 95709010 22,998,545 609,233 609,183 50 583,733 25,500
WESTELL TECHNOLOGIES CL A 95754110 612,886 181,596 181,596 181,596
WESTCORP INC COM 95790710 1,491,023 85,691 85,691 81,591 4,100
WESTERN DIGITAL CORP COM 95810210 6,060,531 1,273,221 1,272,121 1,100 1,165,221 107,900
WESTERN GAS RES INC COM 95825910 5,910,393 183,268 183,268 169,468 13,800
WESTERN MULTIPLEX CO CL A 95874P10 202,387 25,700 25,700 25,700
WESTERN RES INC COM 95942510 18,966,044 795,222 791,753 2,869 600 746,522 600 48,100
WESTERN WIRELESS COR CL A 95988E20 15,307,906 376,810 367,640 5,570 3,600 330,210 10,700 35,900
WESTFIELD AMER INC COM 95991010 6,486,741 399,676 399,676 379,376 20,300
WESTPOINT STEVENS IN COM 96123810 4,381,740 486,860 483,260 3,600 463,660 23,200
WESTPORT RES CORP COM 96141510 365,400 17,400 17,400 17,400
WESTVACO CORP COM 96154810 411,426,659 16,980,052 16,970,695 3,270 6,087 1,718,217 5,054,434 207,401
WESTWOOD ONE INC COM 96181510 20,605,938 895,132 890,168 4,664 300 836,432 7,900 50,800
WET SEAL INC CL A 96184010 308,858 12,053 12,053 12,053
WEYERHAEUSER CO COM 96216610 212,738,333 4,188,587 4,162,775 11,652 14,160 3,616,643 82,900 488,844
WHIRLPOOL CORP COM 96332010 72,444,458 1,449,179 1,445,004 2,125 2,050 1,228,556 24,040 196,583
WHITE ELECTR DESIGNS COM 96380110 491,940 93,703 93,703 93,703
WHITEHALL JEWELLERS COM 96506310 738,741 94,832 94,792 40 94,832
WHITNEY HLDG CORP COM 96661210 6,755,804 170,765 170,765 156,065 14,700
WHOLE FOODS MKT INC COM 96683710 9,131,394 216,769 215,099 1,570 100 192,569 100 24,100
WILD OATS MARKETS IN COM 96808B10 1,314,669 145,573 145,573 138,823 6,750
WILEY JOHN & SONS IN CL A 96822320 64,259,055 3,399,950 355,626 10,820 3,033,504 337,046 3,033,504 29,400
WILEY JOHN & SONS IN CL B 96822330 23,964,406 1,267,958 1,267,958 1,267,958
WILLAMETTE INDS INC COM 96913310 91,947,698 1,998,863 1,996,038 2,550 275 1,784,794 35,165 178,904
WILLIAMS COMMUNICATI CL A 96945510 2,108,709 234,301 233,731 570 208,401 300 25,600
WILLIAMS COS INC DEL COM 96945710 400,394,427 9,344,094 9,235,518 74,636 33,940 8,004,474 187,190 1,152,330
WILLIAMS CLAYTON ENE COM 96949010 936,174 50,604 50,604 50,604
WILLIAMS SONOMA INC COM 96990410 11,570,790 440,792 438,192 2,500 100 402,492 6,600 31,700
WILMINGTON TRUST COR COM 97180710 20,598,596 348,656 344,376 2,180 2,100 320,356 6,100 22,200
WILSONS THE LEATHER COM 97246310 1,257,653 65,977 65,937 40 65,977
Page Total 3,412,632,912
Page 70 of 72
WIND RIVER SYSTEMS I COM 97314910 15,763,476 677,999 676,339 1,460 200 628,199 7,600 42,200
WINK COMMUNICATIONS COM 97416810 742,225 148,445 148,305 140 148,345 100
WINN DIXIE STORES IN COM 97428010 68,713,813 2,422,059 2,418,409 3,650 2,118,334 47,240 256,485
WINNEBAGO INDS INC COM 97463710 2,287,158 129,218 129,118 100 122,018 7,200
WINSTAR COMMUNICATIO COM 97551510 1,161,816 538,876 538,676 100 100 470,476 11,400 56,900
WINSTON HOTELS INC COM 97563A10 420,691 49,845 49,845 49,845
WIRELESS FACILITIES COM 97653A10 391,776 94,976 94,876 100 85,476 100 9,400
WISCONSIN CENT TRANS COM 97659210 8,179,378 513,232 513,032 200 477,632 35,600
WISCONSIN ENERGY COR COM 97665710 26,134,502 1,211,052 1,183,117 7,100 20,835 1,082,517 35,835 92,700
WIT SOUNDVIEW GROUP COM 97738310 2,168,529 722,843 721,643 1,000 200 673,543 200 49,100
WOLVERINE TUBE INC COM 97809310 907,713 71,756 71,756 71,756
WOLVERINE WORLD WIDE COM 97809710 8,587,765 589,010 501,885 80,405 6,720 553,590 6,720 28,700
WOODHEAD INDS INC COM 97943810 1,080,431 61,962 61,962 61,962
WOODWARD GOVERNOR CO COM 98074510 3,359,462 65,391 65,371 20 59,391 6,000
WORLDGATE COMMUNICAT COM 98156L30 425,874 98,765 98,665 100 98,665
WORLD WRESTLING FEDN CL A 98156Q10 1,077,296 80,636 80,636 80,636
WORLDCOM INC GA NEW COM 98157D10 1,080,500,298 57,820,961 56,256,808 1,227,618 336,535 50,056,622 1,250,491 6,511,248
WORTHINGTON INDS INC COM 98181110 17,218,866 1,851,491 1,817,910 26,035 7,546 1,619,965 23,646 207,880
WORLDPAGES COM INC COM 98192210 385,020 208,119 208,119 208,119
WRIGLEY WM JR CO COM 98252610 190,153,057 3,940,996 3,927,292 10,504 3,200 3,386,159 163,890 388,747
WYNDHAM INTL INC CL A 98310110 2,133,199 1,001,502 984,502 17,000 1,001,502
XM SATELLITE RADIO H CL A 98375910 713,817 102,900 102,800 100 94,200 8,700
XO COMMUNICATIONS IN CL A 98376410 15,130,465 2,161,495 2,135,439 17,546 8,510 1,888,816 52,210 220,169
X-RITE INC COM 98385710 1,078,795 109,969 109,969 109,969
XCEL ENERGY INC COM 98389B10 187,393,920 6,223,644 6,174,151 20,758 28,735 5,504,040 144,861 574,443
XILINX INC COM 98391910 209,919,750 5,976,363 5,947,804 17,759 10,800 5,105,279 245,800 621,584
XEROX CORP COM 98412110 262,587,942 43,837,720 13,354,360 30,477,910 5,450 11,509,310 30,647,990 1,679,520
XTRA CORP COM 98413810 4,889,917 102,514 101,874 540 100 94,214 100 8,200
XYBERNAUT CORP COM 98414910 410,220 206,141 206,141 206,141
YAHOO INC COM 98433210 155,431,741 9,868,682 9,858,547 9,065 1,070 8,251,302 369,810 1,241,670
YANKEE CANDLE INC COM 98475710 1,455,627 110,526 108,951 1,575 110,526
YELLOW CORP COM 98550910 7,601,239 443,868 208,858 235,010 419,868 24,000
YORK INTL CORP NEW COM 98667010 11,910,371 430,288 428,758 1,330 200 398,988 200 31,100
YOUNG BROADCASTING I CL A 98743410 3,462,450 110,357 110,357 101,357 9,000
ZALE CORP NEW COM 98885810 20,620,479 711,051 710,551 400 100 246,126 441,425 23,500
ZEBRA TECHNOLOGIES C CL A 98920710 7,884,745 206,813 205,583 1,130 100 190,713 100 16,000
ZENITH NATL INS CORP COM 98939010 1,660,826 70,374 69,874 500 65,174 5,200
ZIONS BANCORPORATION COM 98970110 43,168,337 828,726 826,830 1,696 200 759,226 10,800 58,700
ZIXIT CORP COM 98974P10 872,708 124,123 123,923 200 112,523 11,600
ZORAN CORP COM 98975F10 2,016,360 131,685 131,085 600 119,885 600 11,200
ZYGO CORP COM 98985510 1,922,654 101,529 101,529 92,929 8,600
Page Total 2,371,924,708
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ZOLL MED CORP COM 98992210 2,183,314 62,604 62,104 500 56,504 6,100
ZOMAX INC MINN COM 98992910 956,371 186,609 186,609 186,609
Page Total 3,139,685
TOTAL MARKET VALUE 295,997,794,056
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