UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington D.C. 20549
Form 13F
Form 13F Cover Page
Report for Calendar Year or Quarter Ended: September 30, 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 November 1, 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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Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 10
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Form 13F Information Table Entry Total: 3,201
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Form 13F Information Table Value Total: 286,979,638
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(thousands)
List of Other Included Managers:
Provide a numbered list of the names(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
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No. Form 13F File Number Name
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1 28-1932 Frederick Ballou
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2 28-3602 Francis L. Coolidge
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3 28-2710 F. Davis Dossori, Jr.
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4 28-3488 Nicholas A. Grace
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5 28-5798 Roy A. Hammer
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6 28-6740 Edward J. Joyce
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7 28-5796 George H. Kidder
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8 28-1487 Peter B. Loring
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9 28-4282 Dean Ridlon
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10 28-6281 Michael B. Elefante
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Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
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DAIMLERCHRYSLER AG ORD D1668R12 1,828,480 60,990 60,662 328
ACE LTD ORD G0070K10 26,289,945 910,632 902,440 8,192
AMDOCS LTD ORD G0260210 11,954,443 448,572 341,316 99,856 7,400
ARCH CAP GROUP LTD ORD G0450A10 211,167 12,607 12,607
BUNGE LIMITED COM G1696210 583,100 34,300 34,300
EVEREST RE GROUP LTD COM G3223R10 12,485,676 192,978 192,978
FOSTER WHEELER LTD SHS G3653510 256,580 51,316 50,316 1,000
FRESH DEL MONTE PROD ORD G3673810 435,715 33,620 32,620 1,000
GLOBAL CROSSING LTD COM G3921A10 25,053,733 13,918,741 13,917,321 1,420
LORAL SPACE & COMMUN COM G5646210 321,752 247,502 234,339 13,163
PARTNERRE LTD COM G6852T10 486,495 10,329 10,329
RENAISSANCE RE HLDGS COM G7496G10 5,878,551 66,118 66,118
SANTA FE INTL CORP ORD G7805C10 1,568,143 73,795 73,795
TRANSOCEAN SEDCO FOR ORD G9007810 136,606,905 5,174,504 5,090,691 47,487 36,326
TYCOM LTD COM G9144B10 202,482 25,794 24,735 1,059
WILLIS GROUP HOLDING SHS G9665510 1,714,487 73,300 70,500 2,800
XOMA LTD ORD G9825R10 512,898 60,842 60,842
XL CAP LTD CL A G9825510 151,519,393 1,917,967 1,916,567 1,400
UBS AG NAMEN AKT H8920M85 34,318,570 743,631 92,347 651,284
CHECK POINT SOFTWARE ORD M2246510 647,762 29,417 29,342 75
ASML HLDG NV N Y SHS N0705911 8,153,784 727,367 76,770 618,292 32,305
ROYAL CARIBBEAN CRUI COM V7780T10 1,428,012 133,086 127,086 6,000
FLEXTRONICS INTL LTD ORD Y2573F10 37,797,356 2,285,209 1,284,174 1,001,035
TEEKAY SHIPPING MARS COM Y8564W10 6,355,575 203,835 145,200 51,155 7,480
AAR CORP COM 00036110 1,821,946 227,459 227,359 100
ABB LTD SPONSORED 00037520 411,209 56,253 56,253
ACTV INC COM 00088E10 688,051 337,280 337,180 100
A D C TELECOMMUNICAT COM 00088610 55,382,893 15,869,024 15,820,407 43,987 4,630
ADE CORP MASS COM 00089C10 726,544 77,292 77,092 200
ABN AMRO HLDG NV SPONSORED 00093710 2,105,787 126,702 126,702
ABM INDS INC COM 00095710 4,051,111 156,959 156,859 100
ACT MFG INC COM 00097310 434,249 97,804 97,804
AEP INDS INC COM 00103110 275,300 11,012 11,012
AFC ENTERPRISES INC COM 00104Q10 1,819,312 89,182 89,182
AFLAC INC COM 00105510 302,061,717 11,187,471 11,035,585 124,836 27,050
AGCO CORP COM 00108410 7,065,000 780,663 779,943 720
AGL RES INC COM 00120410 15,975,161 799,958 799,358 600
AES CORP COM 00130H10 126,038,753 9,831,416 9,810,019 18,079 3,318
AK STL HLDG CORP COM 00154710 10,453,418 1,237,091 1,231,061 5,650 380
AMB PROPERTY CORP COM 00163T10 19,192,295 783,359 783,259 100
Page Total 1,015,113,750
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Name of Voting Authority
Issuer Sole Shared None
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DAIMLERCHRYSLER AG 60,990
ACE LTD 908,732 1,900
AMDOCS LTD 426,872 7,400 14,300
ARCH CAP GROUP LTD 12,607
BUNGE LIMITED 34,300
EVEREST RE GROUP LTD 192,978
FOSTER WHEELER LTD 51,316
FRESH DEL MONTE PROD 33,620
GLOBAL CROSSING LTD 12,446,475 189,300 1,282,966
LORAL SPACE & COMMUN 247,502
PARTNERRE LTD 10,329
RENAISSANCE RE HLDGS 63,418 2,700
SANTA FE INTL CORP 73,795
TRANSOCEAN SEDCO FOR 4,539,283 109,670 525,551
TYCOM LTD 25,794
WILLIS GROUP HOLDING 73,300
XOMA LTD 60,842
XL CAP LTD 1,721,902 29,300 166,765
UBS AG 321,108 416,982 5,541
CHECK POINT SOFTWARE 20,960 8,407 50
ASML HLDG NV 684,462 32,305 10,600
ROYAL CARIBBEAN CRUI 133,086
FLEXTRONICS INTL LTD 2,266,709 18,500
TEEKAY SHIPPING MARS 196,355 7,480
AAR CORP 208,059 19,400
ABB LTD 56,253
ACTV INC 312,180 25,100
A D C TELECOMMUNICAT 13,810,089 247,175 1,811,760
ADE CORP MASS 71,192 6,100
ABN AMRO HLDG NV 126,702
ABM INDS INC 145,559 11,400
ACT MFG INC 89,904 7,900
AEP INDS INC 11,012
AFC ENTERPRISES INC 86,382 2,800
AFLAC INC 9,580,438 191,123 1,415,910
AGCO CORP 741,363 39,300
AGL RES INC 749,158 50,800
AES CORP 8,544,983 161,879 1,124,554
AK STL HLDG CORP 1,173,811 9,480 53,800
AMB PROPERTY CORP 735,659 4,300 43,400
Page Total
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Page 1 of 73
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Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
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AMC ENTMT INC COM 00166910 1,594,288 151,837 151,837
AMLI RESIDENTIAL PPT SH BEN INT 00173510 5,407,774 229,143 229,143
AMR CORP COM 00176510 61,961,960 3,237,302 3,066,717 170,145 440
AOL TIME WARNER INC COM 00184A10 3,149,491,943 95,150,814 94,315,726 728,511 106,577
APAC CUSTOMER SERVIC COM 00185E10 374,923 214,242 214,242
AT&T CORP COM 00195710 1,764,887,824 91,444,965 77,786,969 13,220,051 437,945
ATMI INC COM 00207R10 3,564,006 230,680 229,640 1,040
ATP OIL & GAS CORP COM 00208J10 308,468 44,384 44,384
ATS MED INC COM 00208310 745,128 186,282 186,282
AT&T WIRELESS SVCS I COM 00209A10 745,070,020 49,870,818 49,330,770 404,124 135,924
AVI BIOPHARMA INC COM 00234610 758,929 102,558 102,558
AVX CORP NEW COM 00244410 9,095,645 559,044 558,744 300
AXT INC COM 00246W10 1,758,158 165,864 165,764 100
AAIPHARMA INC COM 00252W10 1,513,858 88,015 88,015
AARON RENTS INC COM 00253520 1,820,986 117,483 117,483
ABBOTT LABS COM 00282410 1,752,151,495 33,792,700 32,360,558 762,099 670,043
ABERCROMBIE & FITCH CL A 00289620 17,506,183 995,235 987,039 5,946 2,250
ABGENIX INC COM 00339B10 10,753,421 473,719 471,849 1,770 100
ABIOMED INC COM 00365410 2,266,452 129,734 129,234 500
ACACIA RESH CORP COM 00388110 1,369,098 148,977 148,957 20
ACADIA RLTY TR COM SH BEN 00423910 1,000,102 154,099 154,099
ACCLAIM ENTMT INC COM PAR $0 00432520 913,783 340,964 340,964
ACCREDO HEALTH INC COM 00437V10 8,156,475 224,079 224,049 30
ACKERLEY GROUP INC COM 00452710 1,356,396 126,766 126,766
ACLARA BIOSCIENCES I COM 00461P10 1,628,243 289,723 289,723
ACTIVISION INC NEW COM NEW 00493020 21,136,112 776,492 776,492
ACTION PERFORMANCE C COM 00493310 2,913,745 160,008 160,008
ACTEL CORP COM 00493410 7,176,283 404,070 404,050 20
ACTERNA CORP COM 00503U10 3,608,616 1,134,785 1,134,645 140
ACTIVE POWER INC COM 00504W10 1,373,802 274,212 274,212
ACTRADE FINL TECHNOL COM 00507P10 1,015,622 55,287 55,287
ACTUATE CORP COM 00508B10 2,147,144 512,445 512,345 100
ACTUANT CORP CL A NEW 00508X20 246,840 13,600 13,560 40
ACXIOM CORP COM 00512510 8,485,521 902,715 901,475 1,140 100
ADAPTEC INC COM 00651F10 7,567,034 962,727 951,482 11,245
ADECCO SA SPONSORED 00675410 281,894 33,164 33,164
ADELPHIA BUSINESS SO CL A 00684710 269,781 254,511 254,511
ADELPHIA COMMUNICATI CL A 00684810 11,726,106 528,203 521,773 2,370 4,060
ADMINISTAFF INC COM 00709410 5,074,316 195,166 195,146 20
ADOBE SYS INC COM 00724F10 117,123,499 4,884,216 4,875,086 8,350 780
ADOLOR CORP COM 00724X10 6,443,320 380,586 320,782 59,704 100
ADTRAN INC COM 00738A10 5,880,909 307,901 307,651 150 100
ADVANCED DIGITAL INF COM 00752510 4,761,209 461,805 460,785 920 100
ADVANCED MARKETING S COM 00753T10 3,094,513 201,597 201,597
Page Total 7,755,781,824
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Name of Voting Authority
Issuer Sole Shared None
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AMC ENTMT INC 140,237 11,600
AMLI RESIDENTIAL PPT 218,443 10,700
AMR CORP 2,683,422 203,705 350,175
AOL TIME WARNER INC 82,072,866 1,457,037 11,620,911
APAC CUSTOMER SERVIC 214,242
AT&T CORP 68,358,282 13,655,693 9,430,990
ATMI INC 214,680 16,000
ATP OIL & GAS CORP 42,484 1,900
ATS MED INC 170,882 15,400
AT&T WIRELESS SVCS I 42,958,791 820,774 6,091,253
AVI BIOPHARMA INC 102,558
AVX CORP NEW 522,244 3,900 32,900
AXT INC 153,564 12,300
AAIPHARMA INC 81,915 6,100
AARON RENTS INC 104,583 12,900
ABBOTT LABS 28,347,481 1,771,401 3,673,818
ABERCROMBIE & FITCH 928,785 8,350 58,100
ABGENIX INC 418,619 6,900 48,200
ABIOMED INC 119,434 10,300
ACACIA RESH CORP 138,057 20 10,900
ACADIA RLTY TR 142,399 11,700
ACCLAIM ENTMT INC 314,364 26,600
ACCREDO HEALTH INC 207,964 16,115
ACKERLEY GROUP INC 119,466 7,300
ACLARA BIOSCIENCES I 267,523 22,200
ACTIVISION INC NEW 765,792 10,700
ACTION PERFORMANCE C 151,508 8,500
ACTEL CORP 389,570 14,500
ACTERNA CORP 997,645 18,440 118,700
ACTIVE POWER INC 254,812 19,400
ACTRADE FINL TECHNOL 51,087 4,200
ACTUATE CORP 477,045 100 35,300
ACTUANT CORP 13,090 510
ACXIOM CORP 839,615 7,000 56,100
ADAPTEC INC 869,784 92,943
ADECCO SA 33,164
ADELPHIA BUSINESS SO 249,011 5,500
ADELPHIA COMMUNICATI 476,193 8,560 43,450
ADMINISTAFF INC 180,866 14,300
ADOBE SYS INC 4,145,260 161,334 577,622
ADOLOR CORP 363,086 100 17,400
ADTRAN INC 294,401 100 13,400
ADVANCED DIGITAL INF 426,755 100 34,950
ADVANCED MARKETING S 193,747 7,850
Page Total
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Page 2 of 73
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Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
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ADVANCED FIBRE COMMU COM 00754A10 12,835,323 878,530 876,410 1,820 300
ADVANCED TISSUE SCIE COM 00755F10 2,004,244 564,576 564,576
ADVANCED NEUROMODULA COM 00757T10 1,129,661 54,573 54,573
ADVO INC COM 00758510 6,345,794 186,641 186,641
AEROFLEX INC COM 00776810 11,185,669 1,016,879 1,016,679 100 100
ADVANCEPCS COM 00790K10 18,745,921 261,158 260,198 960
ADVANCED MICRO DEVIC COM 00790310 56,973,235 6,990,581 6,977,101 13,040 440
AEGON N V ORD AMER R 00792410 3,795,566 145,424 145,419 5
ADVANTA CORP CL A 00794210 1,852,373 197,061 197,061
ADVANCED ENERGY INDS COM 00797310 2,739,493 164,732 164,732
ADVENT SOFTWARE INC COM 00797410 14,078,916 373,942 373,405 537
AETHER SYS INC COM 00808V10 1,289,174 205,610 200,410 5,200
AETNA INC NEW COM 00817Y10 83,857,616 2,902,652 2,897,033 4,776 843
AFFILIATED COMPUTER CL A 00819010 38,604,377 474,197 473,127 790 280
AFFILIATED MANAGERS COM 00825210 18,939,545 333,384 292,889 34,320 6,175
AFFYMETRIX INC COM 00826T10 3,936,920 245,291 244,371 820 100
AGENCY COM LTD COM 00844710 372,510 149,004 23,027 1,700 124,277
AGERE SYS INC CL A 00845V10 15,604,479 3,769,198 3,762,298 6,900
AGILENT TECHNOLOGIES COM 00846U10 198,899,060 10,173,865 9,870,729 130,218 172,918
AGILE SOFTWARE CORP COM 00846X10 2,330,739 256,407 256,347 60
AIR PRODS & CHEMS IN COM 00915810 591,140,892 15,322,470 4,753,805 10,392,585 176,080
AIRBORNE INC COM 00926910 10,556,837 1,105,428 1,103,908 1,520
AIRGAS INC COM 00936310 13,812,623 1,040,891 1,040,841 50
AIRGATE PCS INC COM 00936710 4,592,139 103,380 103,380
AIRTRAN HLDGS INC COM 00949P10 2,194,916 517,669 517,669
AKAMAI TECHNOLOGIES COM 00971T10 2,500,109 859,144 680,866 3,578 174,700
AKSYS LTD COM 01019610 719,887 142,552 142,552
AKZO NOBEL NV SPONSORED 01019930 2,470,623 60,763 60,763
ALABAMA NATL BANCORP COM 01031710 4,270,332 129,404 128,929 475
ALAMOSA HLDGS INC COM 01158910 11,188,431 807,829 807,729 100
ALASKA AIR GROUP INC COM 01165910 6,522,681 326,624 325,044 80 1,500
ALASKA COMMUNICATION COM 01167P10 739,752 97,208 97,208
ALBANY INTL CORP CL A 01234810 4,609,669 308,133 308,133
ALBANY MOLECULAR RES COM 01242310 5,497,213 221,394 220,994 400
ALBEMARLE CORP COM 01265310 7,929,022 419,525 418,575 950
ALBERTA ENERGY LTD COM 01287310 8,220,653 242,140 25,086 217,054
ALBERTO CULVER CO CL B CONV 01306810 52,895,961 1,360,143 1,359,033 1,010 100
ALBERTSONS INC COM 01310410 286,157,781 8,976,091 8,930,152 21,478 24,461
ALCAN INC COM 01371610 138,408,600 4,613,620 4,612,445 1,175
ALCOA INC COM 01381710 623,229,925 20,097,708 20,033,084 49,372 15,252
ALCATEL SPONSORED 01390430 10,331,203 890,621 222,705 667,916
ALEXANDER & BALDWIN COM 01448210 11,067,217 472,756 472,656 100
ALEXANDERS INC COM 01475210 1,312,212 21,547 21,547
ALEXANDRIA REAL ESTA COM 01527110 17,526,451 444,270 349,818 94,452
Page Total 2,313,415,744
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Voting Authority
Name of Sole Shared None
Issuer
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ADVANCED FIBRE COMMU 822,930 8,300 47,300
ADVANCED TISSUE SCIE 522,876 41,700
ADVANCED NEUROMODULA 50,073 4,500
ADVO INC 175,041 11,600
AEROFLEX INC 982,379 100 34,400
ADVANCEPCS 231,535 3,400 26,223
ADVANCED MICRO DEVIC 6,084,185 99,996 806,400
AEGON N V 144,902 522
ADVANTA CORP 183,961 13,100
ADVANCED ENERGY INDS 153,232 11,500
ADVENT SOFTWARE INC 344,642 2,600 26,700
AETHER SYS INC 191,810 13,800
AETNA INC NEW 2,546,789 32,869 322,994
AFFILIATED COMPUTER 447,094 2,780 24,323
AFFILIATED MANAGERS 311,309 6,175 15,900
AFFYMETRIX INC 217,591 4,100 23,600
AGENCY COM LTD 22,927 124,277 1,800
AGERE SYS INC 3,352,662 39,800 376,736
AGILENT TECHNOLOGIES 8,778,897 323,757 1,071,211
AGILE SOFTWARE CORP 240,667 15,740
AIR PRODS & CHEMS IN 4,306,982 10,427,602 587,886
AIRBORNE INC 1,058,628 46,800
AIRGAS INC 1,004,591 36,300
AIRGATE PCS INC 96,680 6,700
AIRTRAN HLDGS INC 481,169 36,500
AKAMAI TECHNOLOGIES 620,086 174,700 64,358
AKSYS LTD 131,852 10,700
AKZO NOBEL NV 60,763
ALABAMA NATL BANCORP 124,404 5,000
ALAMOSA HLDGS INC 764,629 100 43,100
ALASKA AIR GROUP INC 300,724 1,500 24,400
ALASKA COMMUNICATION 97,208
ALBANY INTL CORP 298,633 9,500
ALBANY MOLECULAR RES 208,494 12,900
ALBEMARLE CORP 394,325 6,100 19,100
ALBERTA ENERGY LTD 237,240 4,900
ALBERTO CULVER CO 1,237,241 25,903 96,999
ALBERTSONS INC 7,761,367 167,235 1,047,489
ALCAN INC 4,217,918 77,800 317,902
ALCOA INC 17,811,760 292,407 1,993,541
ALCATEL 877,715 12,906
ALEXANDER & BALDWIN 446,856 25,900
ALEXANDERS INC 20,447 1,100
ALEXANDRIA REAL ESTA 435,270 9,000
Page Total
Page 3 of 73
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Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
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ALEXION PHARMACEUTIC COM 01535110 2,343,585 137,696 137,396 300
ALFA CORP COM 01536510 7,401,679 335,221 335,121 100
ALICO INC COM 01623010 658,922 25,993 25,993
ALIGN TECHNOLOGY INC COM 01625510 248,692 114,079 87,566 26,513
ALKERMES INC COM 01642T10 7,314,265 373,558 370,218 2,240 1,100
ALLEGHANY CORP DEL COM 01717510 6,458,943 32,457 32,053 404
ALLEGHENY ENERGY INC COM 01736110 123,376,812 3,361,766 3,344,108 4,458 13,200
ALLEGHENY TECHNOLOGI COM 01741R10 21,968,919 1,648,081 1,644,141 3,940
ALLEGIANCE TELECOM I COM 01747T10 2,421,563 804,506 689,736 92,990 21,780
ALLEN TELECOM INC COM 01809110 2,126,915 244,473 244,413 60
ALLERGAN INC COM 01849010 188,738,132 2,846,729 2,840,684 5,545 500
ALLETE INC COM 01852210 21,514,806 839,111 837,711 1,400
ALLIANCE CAP MGMT HL UNIT LTD P 01855A10 2,106,998 46,105 44,488 600 1,017
ALLIANCE GAMING CORP COM NEW 01859P60 4,980,905 350,768 350,768
ALLIANCE IMAGING INC COM NEW 01860620 303,020 21,800 21,800
ALLIANCE SEMICONDUCT COM 01877H10 1,895,843 264,045 264,045
ALLIANT ENERGY CORP COM 01880210 30,225,721 965,678 941,805 12,090 11,783
ALLIANT TECHSYSTEMS COM 01880410 23,064,492 269,445 268,838 607
ALLIANZ AKTIENGESELL SP ADR 1/1 01880510 10,077,611 438,157 147,094 291,063
ALLIED CAP CORP NEW COM 01903Q10 14,103,885 619,951 610,187 1,500 8,264
ALLIED IRISH BKS P L SPON ADR O 01922840 371,231 20,510 20,510
ALLIED WASTE INDS IN COM PAR$.0 01958930 58,544,608 4,591,734 4,584,079 7,555 100
ALLMERICA FINL CORP COM 01975410 65,161,578 1,452,878 516,637 931,464 4,777
ALLOY INC COM 01985510 955,547 77,435 77,435
ALLSCRIPTS HEALTHCAR COM 01988P10 1,032,763 245,896 245,796 100
ALLSTATE CORP COM 02000210 618,044,979 16,547,389 16,496,394 37,331 13,664
ALLTEL CORP COM 02003910 420,979,919 7,264,537 6,488,755 651,344 124,438
ALPHA INDS INC COM 02075310 7,489,313 386,645 385,855 690 100
ALPHARMA INC CL A 02081310 7,157,059 248,509 248,089 420
ALTERA CORP COM 02144110 129,942,703 7,933,010 7,798,370 99,340 35,300
AMAZON COM INC COM 02313510 10,685,285 1,789,830 1,786,462 3,228 140
AMBAC FINL GROUP INC COM 02313910 116,241,242 2,124,680 2,118,208 3,272 3,200
AMBASSADORS INTL INC COM 02317810 828,253 49,596 49,496 100
AMCOL INTL CORP COM 02341W10 1,139,017 201,596 201,596
AMERADA HESS CORP COM 02355110 109,668,437 1,727,062 1,719,827 3,860 3,375
AMERCO COM 02358610 1,862,686 102,458 102,458
AMEREN CORP COM 02360810 104,690,265 2,726,309 2,722,568 3,035 706
AMERICA MOVIL S A DE SPON ADR L 02364W10 1,208,481 81,489 81,489
AMERICA ONLINE LATIN CL A 02365B10 559,309 170,003 169,903 100
AMERICA WEST HLDG CO CL B 02365720 534,772 289,066 289,066
AMCORE FINL INC COM 02391210 5,068,718 223,095 223,095
AMERICAN AXLE & MFG COM 02406110 1,325,196 103,937 103,737 200
AMERICAN CAPITAL STR COM 02493710 8,258,851 301,528 301,528
AMERICAN EAGLE OUTFI COM 02553E10 12,320,030 619,097 616,727 2,180 190
Page Total 2,155,401,950
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Voting Authority
Name of Sole Shared None
Issuer
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ALEXION PHARMACEUTIC 128,296 9,400
ALFA CORP 309,621 25,600
ALICO INC 25,993
ALIGN TECHNOLOGY INC 83,266 26,513 4,300
ALKERMES INC 331,458 6,400 35,700
ALLEGHANY CORP DEL 28,995 300 3,162
ALLEGHENY ENERGY INC 3,040,981 60,143 260,642
ALLEGHENY TECHNOLOGI 1,471,520 27,322 149,239
ALLEGIANCE TELECOM I 726,676 26,380 51,450
ALLEN TELECOM INC 225,473 19,000
ALLERGAN INC 2,449,813 109,646 287,270
ALLETE INC 781,311 8,700 49,100
ALLIANCE CAP MGMT HL 45,088 1,017
ALLIANCE GAMING CORP 341,768 9,000
ALLIANCE IMAGING INC 21,800
ALLIANCE SEMICONDUCT 246,645 17,400
ALLIANT ENERGY CORP 896,195 16,783 52,700
ALLIANT TECHSYSTEMS 255,495 13,950
ALLIANZ AKTIENGESELL 432,257 5,900
ALLIED CAP CORP NEW 548,204 17,064 54,683
ALLIED IRISH BKS P L 20,510
ALLIED WASTE INDS IN 4,119,005 135,721 337,008
ALLMERICA FINL CORP 485,277 933,101 34,500
ALLOY INC 73,735 3,700
ALLSCRIPTS HEALTHCAR 226,596 19,300
ALLSTATE CORP 14,606,397 240,323 1,700,669
ALLTEL CORP 6,460,380 226,219 577,938
ALPHA INDS INC 359,445 100 27,100
ALPHARMA INC 231,109 17,400
ALTERA CORP 6,948,719 293,052 691,239
AMAZON COM INC 1,480,607 11,940 297,283
AMBAC FINL GROUP INC 1,916,389 29,310 178,981
AMBASSADORS INTL INC 48,196 100 1,300
AMCOL INTL CORP 183,996 17,600
AMERADA HESS CORP 1,534,087 29,710 163,265
AMERCO 97,158 5,300
AMEREN CORP 2,389,009 49,354 287,946
AMERICA MOVIL S A DE 4,984 76,505
AMERICA ONLINE LATIN 165,003 100 4,900
AMERICA WEST HLDG CO 264,866 24,200
AMCORE FINL INC 204,795 18,300
AMERICAN AXLE & MFG 102,037 200 1,700
AMERICAN CAPITAL STR 286,728 14,800
AMERICAN EAGLE OUTFI 583,557 4,890 30,650
Page Total
Page 4 of 73
------------------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN ELEC PWR IN COM 02553710 287,042,012 6,639,880 6,611,802 20,052 8,026
AMERICAN EXPRESS CO COM 02581610 999,550,346 34,396,089 33,474,607 751,154 170,328
AMERICAN FINL GROUP COM 02593210 11,720,956 527,971 526,751 1,220
AMERICAN FINL HLDGS COM 02607510 5,368,962 218,695 218,595 100
AMERICAN GREETINGS C CL A 02637510 23,032,131 1,739,587 1,736,443 3,144
AMERICAN HEALTHWAYS COM 02649V10 2,218,952 62,949 62,949
AMERICAN HOME PRODS COM 02660910 1,629,326,535 27,971,271 26,509,020 782,438 679,813
AMERICAN INTL GROUP COM 02687410 4,419,894,414 56,665,313 53,207,244 2,239,882 1,218,187
AMERICAN ITALIAN PAS CL A 02707010 6,335,562 146,487 146,467 20
AMERICAN MGMT SYS IN COM 02735210 4,530,916 377,262 363,642 320 13,300
AMERICAN MED SYS HLD COM 02744M10 4,850,015 254,327 254,327
AMERICAN NATL INS CO COM 02859110 7,103,376 87,696 87,096 600
AMERICAN PHYSICIANS COM 02888410 1,926,251 92,742 92,742
AMERICAN PWR CONVERS COM 02906610 50,158,323 4,294,377 4,284,890 9,247 240
AMERICAN RLTY INVS I COM 02917410 351,236 31,700 31,700
AMERICAN STD COS INC COM 02971210 41,158,590 748,338 746,628 1,510 200
AMERICAN STS WTR CO COM 02989910 3,291,779 88,967 88,967
AMERICAN TOWER CORP CL A 02991220 17,854,581 1,285,427 1,091,338 169,934 24,155
AMERICAN SUPERCONDUC COM 03011110 1,714,721 183,589 181,764 1,825
AMERICAN WTR WKS INC COM 03041110 36,162,645 915,510 911,300 2,910 1,300
AMERICAN WOODMARK CO COM 03050610 1,332,812 45,411 45,300 11 100
AMERICREDIT CORP COM 03060R10 35,280,457 1,115,764 1,114,264 1,200 300
AMERISTAR CASINOS IN COM 03070Q10 326,701 25,073 25,073
AMERIPATH INC COM 03071D10 5,238,633 199,491 199,451 40
AMERON INTL INC COM 03071010 1,999,508 31,029 30,919 110
AMERSHAM PLC SPONSORED 03071910 852,525 20,226 20,226
AMERITRADE HLDG CORP CL A 03072H10 2,746,701 684,963 682,823 2,140
AMERUS GROUP CO COM 03072M10 12,684,284 360,349 360,349
AMERISOURCEBERGEN CO COM 03073E10 141,857,430 1,999,400 1,995,253 3,752 385
AMETEK INC NEW COM 03110010 10,261,709 390,476 388,126 2,100 250
AMGEN INC COM 03116210 1,309,770,552 22,286,380 22,005,843 173,410 107,127
AMKOR TECHNOLOGY INC COM 03165210 8,514,109 809,326 807,426 1,800 100
AMPHENOL CORP NEW CL A 03209510 11,497,489 330,663 330,143 620 100
AMSOUTH BANCORPORATI COM 03216510 132,361,105 7,324,909 7,268,150 33,306 23,453
AMSURG CORP COM 03232P40 4,545,143 164,978 164,978
AMTRAN INC COM 03234G10 206,013 23,955 23,955
AMYLIN PHARMACEUTICA COM 03234610 2,659,050 480,841 480,641 100 100
AMVESCAP PLC SPONSORED 03235E10 457,119 21,301 21,301
ANADARKO PETE CORP COM 03251110 286,245,962 5,953,535 5,428,372 395,796 129,367
ANADIGICS INC COM 03251510 3,306,651 271,037 271,017 20
ANALOG DEVICES INC COM 03265410 257,373,884 7,870,761 7,525,342 254,059 91,360
ANALOGIC CORP COM PAR $0 03265720 2,423,115 59,830 59,530 300
ANAREN MICROWAVE INC COM 03274410 2,945,926 180,179 180,179
ANCHOR BANCORP WIS I COM 03283910 3,197,060 192,594 192,574 20
Page Total 9,791,676,241
---------------------------------------------------------------------------
Voting Authority
Name of Sole Shared None
Issuer
---------------------------------------------------------------------------
AMERICAN ELEC PWR IN 5,763,246 123,556 753,078
AMERICAN EXPRESS CO 26,502,126 4,397,179 3,496,784
AMERICAN FINL GROUP 498,471 3,200 26,300
AMERICAN FINL HLDGS 198,995 100 19,600
AMERICAN GREETINGS C 1,603,581 13,633 122,373
AMERICAN HEALTHWAYS 58,349 4,600
AMERICAN HOME PRODS 23,363,599 1,475,523 3,132,149
AMERICAN INTL GROUP 48,096,852 2,026,433 6,542,028
AMERICAN ITALIAN PAS 134,387 12,100
AMERICAN MGMT SYS IN 337,062 13,300 26,900
AMERICAN MED SYS HLD 236,927 17,400
AMERICAN NATL INS CO 80,896 6,800
AMERICAN PHYSICIANS 85,542 7,200
AMERICAN PWR CONVERS 3,761,749 62,295 470,333
AMERICAN RLTY INVS I 31,700
AMERICAN STD COS INC 706,438 4,100 37,800
AMERICAN STS WTR CO 81,667 7,300
AMERICAN TOWER CORP 1,141,672 38,355 105,400
AMERICAN SUPERCONDUC 170,689 12,900
AMERICAN WTR WKS INC 831,410 6,200 77,900
AMERICAN WOODMARK CO 41,911 100 3,400
AMERICREDIT CORP 1,060,462 5,200 50,102
AMERISTAR CASINOS IN 25,073
AMERIPATH INC 184,191 15,300
AMERON INTL INC 28,729 2,300
AMMERSHAM PL 20,226
AMERITRADE HLDG CORP 609,163 7,600 68,200
AMERUS GROUP CO 333,649 26,700
AMERISOURCEBERGEN CO 1,751,567 79,284 168,549
AMETEK INC NEW 367,386 250 22,840
AMGEN INC 18,637,115 840,533 2,808,732
AMKOR TECHNOLOGY INC 721,726 10,900 76,700
AMPHENOL CORP NEW 297,463 4,100 29,300
AMSOUTH BANCORPORATI 6,455,587 123,579 745,743
AMSURG CORP 150,178 14,800
AMTRAN INC 23,955
AMYLIN PHARMACEUTICA 442,941 100 37,800
AMVESCAP PLC 21,301
ANADARKO PETE CORP 5,128,170 208,237 617,128
ANADIGICS INC 251,237 19,800
ANALOG DEVICES INC 6,735,171 333,194 802,396
ANALOGIC CORP 55,830 4,000
ANAREN MICROWAVE INC 167,079 13,100
ANCHOR BANCORP WIS I 175,994 16,600
Page Total
Page 5 of 73
------------------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
-----------------------------------------------------------------------------------------------------------------------------------
ANCHOR GAMING COM 03303710 5,470,737 131,825 131,525 300
ANDERSON EPL LTD COM 03390110 633,729 25,148 25,148
ANDOVER BANCORP INC COM 03425810 2,726,607 53,421 53,321 100
ANDREW CORP COM 03442510 38,319,131 2,107,763 2,102,203 5,460 100
ANDRX GROUP COM 03455310 23,837,001 367,175 366,450 725
ANHEUSER BUSCH COS I COM 03522910 817,957,400 19,530,979 19,106,073 212,850 212,056
ANIXTER INTL INC COM 03529010 5,570,122 224,783 224,463 320
ANNALY MTG MGMT INC COM 03571040 5,390,847 373,069 373,069
ANNTAYLOR STORES COR COM 03611510 4,793,158 218,666 218,306 360
ANSOFT CORP COM 03638410 979,342 107,384 45,829 5,553 56,002
ANSYS INC COM 03662Q10 3,079,071 172,497 172,497
ANSWERTHINK INC COM 03691610 1,491,122 317,260 317,160 100
ANTHRACITE CAP INC COM 03702310 2,764,403 265,808 265,808
ANTIGENICS INC DEL COM 03703210 1,624,668 127,425 127,425
AO TATNEFT SPON ADR R 03737P30 281,820 32,098 32,098
AON CORP COM 03738910 223,003,200 5,309,600 5,287,991 10,513 11,096
APACHE CORP COM 03741110 119,064,463 2,768,941 2,695,170 55,641 18,130
APACHE CORP PFD C DP 1 03741160 931,000 25,000 25,000
APARTMENT INVT & MGM CL A 03748R10 38,188,260 843,753 773,958 69,795
APHTON CORP COM 03759P10 1,176,670 119,702 119,662 40
APOGEE ENTERPRISES I COM 03759810 16,697,669 1,294,393 1,294,293 100
APOGENT TECHNOLOGIES COM 03760A10 31,013,811 1,297,649 1,273,909 22,140 1,600
APOLLO GROUP INC CL A 03760410 62,919,876 1,497,023 1,492,818 3,905 300
APOLLO GROUP INC COM UNV PH 03760420 1,396,729 45,114 45,114
APPLE COMPUTER INC COM 03783310 115,862,569 7,470,185 7,449,119 19,506 1,560
APPLEBEES INTL INC COM 03789910 11,122,768 377,043 360,543 16,500
APPLIED INNOVATION I COM 03791610 525,813 66,140 66,140
APRIA HEALTHCARE GRO COM 03793310 20,204,123 780,082 780,002 80
APPLERA CORP COM AP BIO 03802010 124,299,334 5,094,235 4,896,626 162,169 35,440
APPLERA CORP COM CE GEN 03802020 12,182,212 505,486 501,337 3,349 800
APPLICA INC COM 03815A10 1,447,637 171,318 171,318
APPLIED INDL TECHNOL COM 03820C10 4,742,053 280,761 280,761
APPLIED MICRO CIRCUI COM 03822W10 39,760,923 5,688,258 5,668,903 9,075 10,280
APPLIED MATLS INC COM 03822210 544,163,338 19,133,732 18,214,487 746,878 172,367
APPLIED MOLECULAR EV COM 03823E10 1,010,249 136,705 136,705
APTARGROUP INC COM 03833610 20,897,942 657,168 376,231 174,977 105,960
AQUILA INC DEL CL A 03840J10 2,549,902 116,968 116,968
ARBITRON INC COM 03875Q10 6,596,714 252,168 250,642 1,526
ARCH CHEMICALS INC COM 03937R10 3,757,871 165,545 165,545
ARCH COAL INC COM 03938010 8,895,868 570,248 569,624 183 441
ARCHER DANIELS MIDLA COM 03948310 174,948,751 13,895,850 13,863,383 22,132 10,334
ARCHSTONE CMNTYS TR SH BEN INT 03958110 37,801,204 1,448,322 1,369,222 79,100
ARCTIC CAT INC COM 03967010 1,998,666 148,269 148,249 20
ARDEN GROUP INC CL A 03976210 574,650 12,873 12,873
Page Total 2,542,653,423
---------------------------------------------------------------------------
Voting Authority
Name of Sole Shared None
Issuer
---------------------------------------------------------------------------
ANCHOR GAMING 123,325 8,500
ANDERSON EPL LTD 8,972 16,176
ANDOVER BANCORP INC 49,221 4,200
ANDREW CORP 1,927,383 16,237 164,143
ANDRX GROUP 326,462 3,900 36,813
ANHEUSER BUSCH COS I 16,616,574 757,076 2,157,329
ANIXTER INTL INC 209,983 14,800
ANNALY MTG MGMT INC 345,269 27,800
ANNTAYLOR STORES COR 202,066 16,600
ANSOFT CORP 51,382 56,002
ANSYS INC 163,597 8,900
ANSWERTHINK INC 294,760 22,500
ANTHRACITE CAP INC 246,108 19,700
ANTIGENICS INC DEL 119,025 8,400
AO TATNEFT 5,174 26,924
AON CORP 4,576,718 83,151 649,731
APACHE CORP 2,419,896 55,900 293,145
APACHE CORP 25,000
APARTMENT INVT & MGM 798,253 4,300 41,200
APHTON CORP 109,902 9,800
APOGEE ENTERPRISES I 314,737 954,056 25,600
APOGENT TECHNOLOGIES 1,223,249 8,300 66,100
APOLLO GROUP INC 1,435,623 6,100 55,300
APOLLO GROUP INC 39,714 5,400
APPLE COMPUTER INC 6,423,574 110,642 935,969
APPLEBEES INTL INC 354,243 22,800
APPLIED INNOVATION I 66,140
APRIA HEALTHCARE GRO 754,382 25,700
APPLERA CORP 4,328,537 199,226 566,472
APPLERA CORP 429,040 4,500 71,946
APPLICA INC 156,718 14,600
APPLIED INDL TECHNOL 265,961 14,800
APPLIED MICRO CIRCUI 5,000,235 103,053 584,970
APPLIED MATLS INC 16,208,296 721,824 2,203,612
APPLIED MOLECULAR EV 126,605 10,100
APTARGROUP INC 530,496 105,960 20,712
AQUILA INC DEL 106,068 10,900
ARBITRON INC 235,554 16,614
ARCH CHEMICALS INC 152,145 13,400
ARCH COAL INC 547,207 441 22,600
ARCHER DANIELS MIDLA 12,154,651 210,781 1,530,417
ARCHSTONE CMNTYS TR 1,353,922 7,300 87,100
ARCTIC CAT INC 137,369 10,900
ARDEN GROUP INC 12,873
Page Total
Page 6 of 73
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
--------------------------------------------------------------------------------------------------------------------
ARDEN RLTY INC COM 03979310 16,674,273 652,103 651,103 1,000
AREA BANCSHARES CORP COM 03987210 2,327,096 136,888 136,888
ARENA PHARMACEUTICAL COM 04004710 1,600,533 145,503 145,503
ARGONAUT GROUP INC COM 04015710 3,129,981 190,969 190,349 620
ARGOSY GAMING CO COM 04022810 14,082,893 537,515 537,515
ARIAD PHARMACEUTICAL COM 04033A10 515,715 210,496 210,496
ARIBA INC COM 04033V10 3,006,085 1,616,175 1,603,174 9,881 3,120
ARKANSAS BEST CORP D COM 04079010 3,289,203 158,822 158,822
ARMOR HOLDINGS INC COM 04226010 2,624,965 132,574 132,574
ARMSTRONG HLDGS INC COM 04238410 882,196 323,149 319,499 3,650
ARNOLD INDS INC COM 04259510 3,805,922 183,861 180,341 3,520
ARQULE INC COM 04269E10 2,427,953 232,340 229,840 2,500
ARRIS GROUP INC COM 04269Q10 1,672,590 467,204 465,384 1,620 200
ARRAY BIOPHARMA INC COM 04269X10 1,011,593 112,150 112,150
ARROW ELECTRS INC COM 04273510 21,765,866 1,043,426 1,039,056 3,920 450
ARROW FINL CORP COM 04274410 1,249,056 44,657 44,657
ARROW INTL INC COM 04276410 3,895,089 104,426 104,426
ART TECHNOLOGY GROUP COM 04289L10 326,370 466,243 464,323 1,820 100
ARTISAN COMPONENTS I COM 04292310 580,140 73,250 73,250
ARTESYN TECHNOLOGIES COM 04312710 1,595,388 293,270 292,470 800
ARTHROCARE CORP COM 04313610 3,443,249 175,676 175,676
ARVINMERITOR INC COM 04335310 14,449,290 1,011,147 1,009,588 1,160 399
ASCENTIAL SOFTWARE C COM 04362P10 12,216,824 3,702,068 3,662,796 26,972 12,300
ASHLAND INC COM 04420410 64,603,439 1,675,835 1,670,271 3,670 1,894
ASIAINFO HLDGS INC COM 04518A10 5,164,338 434,343 433,843 500
ASPECT COMMUNICATION COM 04523Q10 797,348 445,446 443,046 2,400
ASPECT MED SYS INC COM 04523510 1,107,242 101,118 100,642 476
ASPEN TECHNOLOGY INC COM 04532710 2,668,910 266,891 266,591 300
ASSOCIATED BANC CORP COM 04548710 27,620,519 815,005 812,415 2,410 180
ASSOCIATED ESTATES R COM 04560410 1,800,902 187,594 187,594
AT HOME CORP COM SER A 04591910 292,436 1,949,576 1,946,566 2,850 160
ASTEC INDS INC COM 04622410 1,803,732 138,642 138,482 100 60
ASTORIA FINL CORP COM 04626510 37,417,771 631,417 628,317 2,800 300
ASTRAZENECA PLC SPONSORED 04635310 15,377,609 329,285 102,315 226,970
ASTROPOWER INC COM 04644A10 3,754,791 108,803 108,491 312
ASYST TECHNOLOGY COR COM 04648X10 2,705,678 298,970 298,150 820
AT & T LATIN AMER CO COM 04649A10 555,728 315,755 315,755
ATLANTIC COAST AIRLI COM 04839610 10,451,339 785,815 785,815
ATLAS AIR WORLDWIDE COM 04916410 4,975,806 505,158 503,163 1,995
ATMEL CORP COM 04951310 32,754,912 4,903,430 4,890,780 11,250 1,400
ATMOS ENERGY CORP COM 04956010 7,327,065 339,216 338,916 300
ATRIX LABS INC COM 04962L10 3,228,406 137,379 137,379
ATWOOD OCEANICS INC COM 05009510 3,140,046 120,771 120,771
AUDIOVOX CORP CL A 05075710 1,953,135 213,691 213,691
Page Total 346,073,422
Name of Voting Authority
Issuer Sole Shared None
---------------------------------------------------------------------------------------------
ARDEN RLTY INC 609,103 5,600 37,400
AREA BANCSHARES CORP 128,088 8,800
ARENA PHARMACEUTICAL 136,203 9,300
ARGONAUT GROUP INC 178,069 12,900
ARGOSY GAMING CO 522,715 14,800
ARIAD PHARMACEUTICAL 195,296 15,200
ARIBA INC 1,390,801 19,220 206,154
ARKANSAS BEST CORP D 148,722 10,100
ARMOR HOLDINGS INC 118,174 14,400
ARMSTRONG HLDGS INC 298,141 25,008
ARNOLD INDS INC 169,261 14,600
ARQULE INC 220,440 11,900
ARRIS GROUP INC 449,804 200 17,200
ARRAY BIOPHARMA INC 112,150
ARROW ELECTRS INC 933,976 6,750 102,700
ARROW FINL CORP 43,357 1,300
ARROW INTL INC 96,035 8,391
ART TECHNOLOGY GROUP 433,443 100 32,700
ARTISAN COMPONENTS I 73,250
ARTESYN TECHNOLOGIES 272,770 20,500
ARTHROCARE CORP 161,544 14,132
ARVINMERITOR INC 965,848 399 44,900
ASCENTIAL SOFTWARE C 3,517,068 12,300 172,700
ASHLAND INC 1,534,316 21,443 120,076
ASIAINFO HLDGS INC 417,843 16,500
ASPECT COMMUNICATION 411,946 33,500
ASPECT MED SYS INC 93,418 7,700
ASPEN TECHNOLOGY INC 248,091 18,800
ASSOCIATED BANC CORP 767,442 4,380 43,183
ASSOCIATED ESTATES R 184,394 3,200
AT HOME CORP 1,769,016 23,160 157,400
ASTEC INDS INC 132,582 60 6,000
ASTORIA FINL CORP 588,340 10,800 32,277
ASTRAZENECA PLC 324,988 4,297
ASTROPOWER INC 96,791 312 11,700
ASYST TECHNOLOGY COR 276,570 22,400
AT & T LATIN AMER CO 288,855 26,900
ATLANTIC COAST AIRLI 763,265 22,550
ATLAS AIR WORLDWIDE 494,658 10,500
ATMEL CORP 4,451,591 28,500 423,339
ATMOS ENERGY CORP 316,416 22,800
ATRIX LABS INC 127,979 9,400
ATWOOD OCEANICS INC 114,271 6,500
AUDIOVOX CORP 203,791 9,900
Page Total
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Page 7 of 73
Investment Discretion Voting Authority
Name of Title of Cusip Fair Market Shares Sole Shared as Shared Sole Shared None
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------------------
AUGUST TECHNOLOGY CO COM 05106U10 346,261 42,227 42,227 42,227
AURORA FOODS INC COM 05164B10 876,491 219,672 219,672 207,472 12,200
AUSPEX SYS INC COM 05211610 863,883 367,610 367,610 339,510 28,100
AUSTRALIA&NEW ZEALAN SPONSORED 05252830 581,356 14,774 14,774 14,774
AUTODESK INC COM 05276910 35,808,455 1,116,920 1,115,210 1,510 200 985,519 17,870 113,531
AUTOLIV INC COM 05280010 9,819,934 623,884 601,438 14,148 8,298 546,686 14,298 62,900
AUTOMATIC DATA PROCE COM 05301510 803,365,254 17,078,343 13,986,631 2,062,215 1,029,497 13,936,557 1,465,202 1,676,584
AUTONATION INC COM 05329W10 16,563,137 1,884,316 1,877,716 5,960 640 1,668,276 17,440 198,600
AUTOZONE INC COM 05333210 150,099,538 2,894,322 2,891,787 2,335 200 2,629,321 40,582 224,419
AVANIR PHARMACEUTICA CL A 05348P10 1,376,441 474,635 474,535 100 438,835 35,800
AVANEX CORP COM 05348W10 810,859 273,939 269,201 4,738 255,626 18,313
AVALONBAY CMNTYS INC COM 05348410 41,865,146 876,757 815,437 61,320 818,060 4,000 54,697
AVANT CORP COM 05348710 1,240,479 419,081 418,481 600 393,081 26,000
AVANT IMMUNOTHERAPEU COM 05349110 1,088,853 459,432 459,412 20 424,132 35,300
AVATAR HLDGS INC COM 05349410 802,349 34,794 34,794 33,694 1,100
AVAYA INC COM 05349910 57,052,066 5,762,835 5,713,256 41,926 7,653 4,920,741 204,744 637,350
AVENTIS SPONSORED 05356110 2,997,142 39,914 39,914 39,914
AVERY DENNISON CORP COM 05361110 129,247,087 2,731,919 2,459,524 205,892 66,503 2,299,372 138,420 294,127
AVIALL INC NEW COM 05366B10 925,667 150,515 150,515 139,015 11,500
AVICI SYS INC COM 05367L10 522,398 408,124 402,006 6,118 377,524 30,600
AVID TECHNOLOGY INC COM 05367P10 1,448,078 198,639 198,539 100 181,439 100 17,100
AVIGEN INC COM 05369010 2,181,206 159,096 159,096 149,296 9,800
AVIRON COM 05376210 7,765,904 312,009 257,406 47,088 7,515 284,794 10,115 17,100
AVISTA CORP COM 05379B10 6,746,116 496,038 495,998 40 465,938 30,100
AVNET INC COM 05380710 21,473,586 1,180,516 1,176,624 2,820 1,072 1,049,534 10,372 120,610
AVOCENT CORP COM 05389310 7,639,406 513,401 511,742 1,459 200 485,356 200 27,845
AVON PRODS INC COM 05430310 236,725,583 5,118,391 5,088,787 24,924 4,680 4,310,245 171,087 637,059
AWARE INC MASS COM 05453N10 753,938 191,355 190,815 540 179,755 11,600
AXA SPONSORED 05453610 16,537,166 843,733 191,801 651,932 831,961 11,772
AXCELIS TECHNOLOGIES COM 05454010 7,275,280 769,871 699,976 69,795 100 634,820 72,566 62,485
AZTAR CORP COM 05480210 6,614,425 505,690 505,670 20 480,690 25,000
BB&T CORP COM 05493710 309,314,882 8,486,005 8,467,412 18,093 500 7,594,347 122,483 769,175
B A S F A G SPONSORED 05526250 1,788,864 50,820 50,820 50,820
BCE INC COM 05534B10 721,498 32,721 32,721 30,621 2,100
BEI TECHNOLOGIES INC COM 05538P10 2,468,522 153,802 153,802 147,102 6,700
BG PLC ADR FIN IN 05543420 626,284 33,313 33,313 33,313
BISYS GROUP INC COM 05547210 32,337,110 609,904 609,094 610 200 571,093 3,800 35,011
BKF CAP GROUP INC COM 05548G10 1,193,022 44,186 44,186 40,586 3,600
BJS WHOLESALE CLUB I COM 05548J10 50,942,985 1,070,006 1,065,526 4,280 200 1,014,006 5,100 50,900
BJ SVCS CO COM 05548210 36,974,789 2,078,403 2,075,743 2,260 400 1,914,124 11,400 152,879
BMC INDS INC MINN COM 05560710 368,940 180,853 180,853 175,953 4,900
BOK FINL CORP COM NEW 05561Q20 3,791,773 125,597 125,597 118,696 6,901
BOC GROUP PLC SPONSORED 05561760 320,048 11,617 11,617 11,617
BP PLC SPONSORED 05562210 3,597,847,572 73,171,600 72,967,835 203,765 670,460 72,497,040 4,100
Page Total 5,610,109,773
Page 8 of 73
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Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
-----------------------------------------------------------------------------------------------------------------------------------
BP PRUDHOE BAY RTY T UNIT BEN I 05563010 212,415 14,599 14,599
BRE PROPERTIES INC CL A 05564E10 16,773,916 560,064 560,064
BSB BANCORP COM 05565210 1,877,679 80,691 80,571 120
BMC SOFTWARE INC COM 05592110 78,697,683 6,196,668 6,188,943 7,345 380
BAKER HUGHES INC COM 05722410 219,487,291 7,581,599 6,991,234 535,420 54,945
BALDOR ELEC CO COM 05774110 4,394,988 221,410 221,390 20
BALDWIN & LYONS INC CL B 05775520 1,279,973 65,944 65,944
BALL CORP COM 05849810 42,742,184 713,559 711,804 1,655 100
BALLY TOTAL FITNESS COM 05873K10 4,665,816 229,730 229,670 60
BANCFIRST CORP COM 05945F10 1,340,503 39,196 39,196
BANCFIRST CORP ZANES COM 05945010 1,231,291 56,352 56,352
BANCO BILBAO VIZCAYA SPONSORED 05946K10 1,567,437 149,994 149,994
BANCO SANTANDER CENT ADR 05964H10 18,172,093 2,410,092 350,628 2,059,464
BANCO SANTANDER CHIL SPON ADR S 05965F10 242,845 13,643 13,643
BANCO SANTIAGO SP ADR REP 05965L10 286,058 14,411 14,411
BANCORPSOUTH INC COM 05969210 11,236,841 729,665 729,435 230
BANCWEST CORP NEW COM 05979010 12,887,318 368,947 366,787 2,160
BANDAG INC COM 05981510 9,420,516 344,443 344,443
BANGOR HYDRO ELEC CO COM 06007710 1,952,990 73,338 73,263 75
BANK OF AMERICA CORP COM 06050510 2,074,774,814 35,526,966 35,261,656 204,149 61,161
BANK OF GRANITE CORP COM 06240110 2,235,836 100,668 100,668
BANK MONTREAL QUE COM 06367110 647,069 26,039 26,039
BANK MUT CORP COM 06374810 1,374,827 85,393 85,393
BANK NEW YORK INC COM 06405710 537,989,340 15,371,124 15,162,502 104,081 104,541
BANK ONE CORP COM 06423A10 775,817,101 24,652,593 24,551,570 67,588 33,435
BANKATLANTIC BANCORP CL A 06590850 3,410,032 337,627 337,627
BANKNORTH GROUP INC COM 06646R10 39,537,915 1,771,412 1,646,066 66,284 59,062
BANKUNITED FINL CORP CL A 06652B10 2,356,295 160,620 160,620
BANNER CORP COM 06652V10 1,656,921 85,762 85,762
BANTA CORP COM 06682110 15,359,352 551,107 539,507 6,400 5,200
BARCLAYS PLC ADR 06738E20 19,168,720 173,081 39,320 133,761
BARD C R INC COM 06738310 49,384,394 960,599 947,998 12,601
BARNES & NOBLE INC COM 06777410 19,151,916 530,524 527,804 2,520 200
BARNES GROUP INC COM 06780610 3,097,786 145,436 142,836 500 2,100
BARRICK GOLD CORP COM 06790110 103,406,364 5,960,021 5,958,721 1,300
BARR LABS INC COM 06830610 61,876,388 782,651 781,901 650 100
BARRA INC COM 06831310 6,299,218 149,910 149,560 350
BASSETT FURNITURE IN COM 07020310 1,698,821 121,605 121,605
BAUSCH & LOMB INC COM 07170710 38,698,580 1,367,441 1,366,191 1,150 100
BAXTER INTL INC COM 07181310 941,465,540 17,102,008 12,497,224 4,598,408 6,376
BAY VIEW CAP CORP DE COM 07262L10 3,638,089 519,727 516,727 3,000
BE AEROSPACE INC COM 07330210 1,725,146 226,993 226,993
BEA SYS INC COM 07332510 24,059,737 2,508,836 2,481,181 27,375 280
BEACON POWER CORP COM 07367710 291,517 191,788 191,788
Page Total 5,157,591,555
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
Voting Authority
Name of
Issuer Sole Shared None
-----------------------------------------------------------------------------------------------------------------------------------
BP PRUDHOE BAY RTY T 14,599
BRE PROPERTIES INC 531,064 29,000
BSB BANCORP 74,791 5,900
BMC SOFTWARE INC 5,477,910 87,288 631,470
BAKER HUGHES INC 6,666,714 160,299 754,586
BALDOR ELEC CO 195,310 26,100
BALDWIN & LYONS INC 59,344 6,600
BALL CORP 658,528 9,300 45,731
BALLY TOTAL FITNESS 213,530 16,200
BANCFIRST CORP 36,396 2,800
BANCFIRST CORP ZANES 55,052 1,300
BANCO BILBAO VIZCAYA 149,994
BANCO SANTANDER CENT 2,371,692 38,400
BANCO SANTANDER CHIL 5,443 8,200
BANCO SANTIAGO 4,531 9,880
BANCORPSOUTH INC 676,065 53,600
BANCWEST CORP NEW 332,947 4,800 31,200
BANDAG INC 333,843 10,600
BANGOR HYDRO ELEC CO 68,663 75 4,600
BANK OF AMERICA CORP 31,124,396 584,322 3,818,248
BANK OF GRANITE CORP 92,168 8,500
BANK MONTREAL QUE 26,039
BANK MUT CORP 83,293 2,100
BANK NEW YORK INC 13,056,398 596,242 1,718,484
BANK ONE CORP 20,985,729 567,394 3,099,470
BANKATLANTIC BANCORP 323,327 14,300
BANKNORTH GROUP INC 1,613,660 68,062 89,690
BANKUNITED FINL CORP 151,820 8,800
BANNER CORP 79,162 6,600
BANTA CORP 521,630 5,200 24,277
BARCLAYS PLC 169,781 3,300
BARD C R INC 870,585 11,516 78,498
BARNES & NOBLE INC 497,324 4,600 28,600
BARNES GROUP INC 131,136 2,100 12,200
BARRICK GOLD CORP 5,424,428 126,632 408,961
BARR LABS INC 762,801 2,000 17,850
BARRA INC 142,360 7,550
BASSETT FURNITURE IN 116,205 5,400
BAUSCH & LOMB INC 1,242,522 35,156 89,763
BAXTER INTL INC 10,556,493 4,967,859 1,577,656
BAY VIEW CAP CORP DE 484,527 35,200
BE AEROSPACE INC 210,393 16,600
BEA SYS INC 2,062,344 20,980 425,512
BEACON POWER CORP 191,788
Page Total
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Page 9 of 73
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Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
--------------------------------------------------------------------------------------------------------------------------------
BEAR STEARNS COS INC COM 07390210 110,811,757 2,215,792 2,212,229 3,358 205
BEASLEY BROADCAST GR CL A 07401410 752,760 73,440 73,440
BEAZER HOMES USA INC COM 07556Q10 3,503,233 72,083 72,083
BEBE STORES INC COM 07557110 643,965 42,760 42,760
BECKMAN COULTER INC COM 07581110 29,134,421 658,405 642,941 814 14,650
BECTON DICKINSON & C COM 07588710 406,533,800 10,987,400 10,961,010 19,010 7,380
BED BATH & BEYOND IN COM 07589610 146,396,731 5,750,068 5,619,534 125,569 4,965
BEDFORD PPTY INVS IN COM PAR $0 07644630 5,627,732 278,050 278,050
BEL FUSE INC CL B 07734730 1,354,676 69,685 69,665 20
BELDEN INC COM 07745910 4,734,460 251,833 250,473 1,360
BELL MICROPRODUCTS I COM 07813710 742,423 96,544 96,544
BELLSOUTH CORP COM 07986010 7,352,283,386 176,950,262 176,124,842 410,088 415,332
BELO CORP COM SER A 08055510 14,098,165 878,938 875,848 2,690 400
BEMIS INC COM 08143710 43,160,658 1,083,078 1,067,402 5,700 9,976
BENCHMARK ELECTRS IN COM 08160H10 2,818,807 170,630 170,430 200
BERKLEY W R CORP COM 08442310 8,321,040 173,355 172,855 500
BERKSHIRE HATHAWAY I CL B 08467020 406,925,180 174,646 170,303 1,973 2,370
BERRY PETE CO CL A 08578910 2,393,374 154,911 154,911
BEST BUY INC COM 08651610 211,400,130 4,651,268 4,610,353 35,455 5,460
BETHLEHEM STL CORP COM 08750910 1,414,635 1,105,184 1,105,084 100
BEVERLY ENTERPRISES COM NEW 08785130 8,603,394 843,470 843,470
BHP BILLITON LTD SPONSORED 08860610 839,196 97,581 97,581
BIG LOTS INC COM 08930210 18,358,685 2,214,558 2,212,023 2,435 100
BIO RAD LABS INC CL A 09057220 3,377,608 71,864 71,864
BIO TECHNOLOGY GEN C COM 09057810 3,671,393 490,828 488,045 2,783
BIOGEN INC COM 09059710 168,547,739 3,032,525 3,015,563 12,562 4,400
BIOMARIN PHARMACEUTI COM 09061G10 1,790,899 183,682 183,682
BIOMET INC COM 09061310 156,878,192 5,363,357 5,346,198 16,979 180
BIOPURE CORP CL A 09065H10 7,496,129 404,104 299,379 90,195 14,530
BIOVAIL CORP COM 09067J10 24,306,732 523,852 231,960 291,892
BIOSITE INC COM 09094510 5,410,257 223,472 223,172 300
BLACK & DECKER CORP COM 09179710 58,974,583 1,890,211 1,880,596 9,115 500
BLACK BOX CORP DEL COM 09182610 7,362,990 174,976 173,556 1,420
BLACK HILLS CORP COM 09211310 8,947,823 293,179 288,814 840 3,525
BLACKROCK INC CL A 09247X10 3,406,487 77,035 77,035
BLOCK H & R INC COM 09367110 161,963,375 4,200,295 4,140,225 30,070 30,000
BLOCKBUSTER INC CL A 09367910 28,250,452 1,289,975 1,289,855 120
BLYTH INC COM 09643P10 10,648,708 535,380 535,300 80
BOB EVANS FARMS INC COM 09676110 14,582,532 806,556 806,556
BOCA RESORTS INC CL A 09688T10 2,571,040 258,396 258,356 40
BOEING CO COM 09702310 3,031,268,940 90,485,640 89,185,604 1,242,887 57,149
BOISE CASCADE CORP COM 09738310 67,859,853 2,300,334 1,269,801 1,030,533
BONE CARE INTL INC COM 09807210 1,578,984 81,140 81,140
BORDERS GROUP INC COM 09970910 18,756,716 979,463 978,023 1,140 300
Page Total 12,568,504,040
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Voting Authority
Name of
Issuer Sole Shared None
-----------------------------------------------------------------------------------------------------------------------------------
BEAR STEARNS COS INC 2,010,935 34,421 170,436
BEASLEY BROADCAST GR 68,240 5,200
BEAZER HOMES USA INC 66,783 5,300
BEBE STORES INC 41,160 1,600
BECKMAN COULTER INC 603,906 18,150 36,349
BECTON DICKINSON & C 5,265,303 5,039,842 682,255
BED BATH & BEYOND IN 4,994,718 196,600 558,750
BEDFORD PPTY INVS IN 266,050 12,000
BEL FUSE INC 63,585 6,100
BELDEN INC 235,633 16,200
BELL MICROPRODUCTS I 87,944 8,600
BELLSOUTH CORP 34,782,393 137,156,280 5,011,589
BELO CORP 825,438 5,000 48,500
BEMIS INC 958,210 25,385 99,483
BENCHMARK ELECTRS IN 157,630 13,000
BERKLEY W R CORP 161,755 11,600
BERKSHIRE HATHAWAY I 2,217 172,377 52
BERRY PETE CO 141,611 13,300
BEST BUY INC 4,084,204 147,267 419,797
BETHLEHEM STL CORP 1,008,758 96,426
BEVERLY ENTERPRISES 783,470 60,000
BHP BILLITON LTD 97,581
BIG LOTS INC 2,004,343 27,970 182,245
BIO RAD LABS INC 66,864 5,000
BIO TECHNOLOGY GEN C 454,128 36,700
BIOGEN INC 2,602,777 121,306 308,442
BIOMARIN PHARMACEUTI 172,482 11,200
BIOMET INC 4,530,764 212,818 619,775
BIOPURE CORP 379,474 14,530 10,100
BIOVAIL CORP 518,552 5,300
BIOSITE INC 215,872 7,600
BLACK & DECKER CORP 1,658,356 25,335 206,520
BLACK BOX CORP DEL 163,176 11,800
BLACK HILLS CORP 271,854 6,025 15,300
BLACKROCK INC 68,435 8,600
BLOCK H & R INC 3,570,397 153,526 476,372
BLOCKBUSTER INC 1,226,275 14,900 48,800
BLYTH INC 513,180 22,200
BOB EVANS FARMS INC 390,634 382,322 33,600
BOCA RESORTS INC 239,496 18,900
BOEING CO 17,621,795 70,763,591 2,100,254
BOISE CASCADE CORP 1,130,889 1,040,953 128,492
BONE CARE INTL INC 75,840 5,300
BORDERS GROUP INC 921,363 8,000 50,100
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Page 10 of 73
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Investment Discretion Voting Authority
Name of Title of Cusip Fair Market Shares Sole Shared as Shared Sole Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------------------
BORG WARNER INC COM 09972410 17,735,868 440,096 439,496 400 200 419,496 3,400
BORLAND SOFTWARE COR COM 09984910 3,679,846 454,302 454,302 405,002
BORON LEPORE & ASSOC COM 10001P10 478,819 50,402 50,402 50,402
BOSTON BEER INC CL A 10055710 853,681 72,592 72,592 72,592
BOSTON COMMUNICATION COM 10058210 2,134,854 190,612 190,612 181,312
BOSTON PRIVATE FINL COM 10111910 2,358,817 120,903 101,253 150 19,500 94,103 19,500
BOSTON PROPERTIES IN COM 10112110 40,906,855 1,072,826 983,926 88,900 1,021,311 4,600
BOSTON SCIENTIFIC CO COM 10113710 171,020,799 8,342,478 8,316,043 11,380 15,055 7,374,456 104,621
BOWATER INC COM 10218310 21,832,555 495,969 494,769 1,100 100 459,169 3,100
BOWNE & CO INC COM 10304310 3,203,614 315,627 315,467 160 289,327
BOYD GAMING CORP COM 10330410 1,396,280 313,771 313,771 289,971
BOYDS COLLECTION LTD COM 10335410 3,783,837 458,647 458,647 425,847
BOYKIN LODGING CO COM 10343010 1,774,584 221,823 221,723 100 211,023
BRADY CORP CL A 10467410 4,828,881 162,043 160,403 1,540 100 143,843 100
BRANDYWINE RLTY TR SH BEN INT 10536820 14,363,323 673,386 561,926 111,460 657,586
BRASCAN CORP CL A LTD V 10549P60 221,149 13,403 13,403 13,403
BRAUN CONSULTING INC COM 10565110 252,284 70,079 70,079 70,079
BRIGGS & STRATTON CO COM 10904310 6,295,400 201,711 201,411 300 187,584
BRIGHT HORIZON FAMIL COM 10919510 3,503,007 129,741 98,866 30,875 120,941
BRIGHTPOINT INC COM 10947310 1,541,471 497,249 497,249 459,949
BRINKER INTL INC COM 10964110 48,145,708 2,038,345 2,010,341 16,004 12,000 1,939,395 18,450
BRIO TECHNOLOGY INC COM 10970410 345,157 142,040 142,040 142,040
BRISTOL MYERS SQUIBB COM 11012210 2,430,955,294 43,753,695 41,200,526 1,337,690 1,215,479 36,528,925 2,595,895
BRITESMILE INC COM 11041510 675,876 112,646 112,646 112,646
BRITISH AMERN TOB PL SPONSORED 11044810 21,600,307 1,218,979 37,337 1,181,642 37,337 1,181,642
BRITISH SKY BROADCAS SPONSORED 11101310 965,475 18,390 18,370 20 18,390
BRITISH TELECOMMUNIC ADR FINAL 11102140 6,241,067 122,015 46,314 75,701 120,715
BROADCOM CORP CL A 11132010 97,876,916 4,821,523 4,813,433 7,570 520 4,217,626 71,359
BROADVISION INC COM 11141210 1,340,147 1,472,690 1,449,340 23,210 140 1,281,719 16,775
BROADWING INC COM 11162010 37,491,838 2,331,582 2,321,056 8,190 2,336 2,158,246 17,036
BROCADE COMMUNICATIO COM 11162110 30,218,361 2,153,839 2,025,579 111,630 16,630 1,890,996 31,330
BROOKLINE BANCORP IN COM 11373910 1,787,655 119,177 115,597 3,580 110,377
BROOKS AUTOMATION IN COM 11434A10 5,636,548 211,980 186,100 25,880 200,280
BROWN & BROWN INC COM 11523610 11,958,356 229,527 229,527 217,027
BROWN FORMAN CORP CL B 11563720 74,042,979 1,171,937 1,170,797 1,140 1,063,012 13,215
BROWN TOM INC COM NEW 11566020 6,199,441 296,624 296,164 360 100 277,324 100
BROWN SHOE INC NEW COM 11573610 1,638,917 144,398 144,238 60 100 129,798 100
BRUKER DALTONICS INC COM 11679510 6,847,367 412,492 412,492 384,092
BRUNSWICK CORP COM 11704310 33,738,086 2,048,457 2,046,457 2,000 1,821,240 30,236
BRUSH ENGINEERED MAT COM 11742110 2,261,558 164,477 164,477 152,677
BSQUARE CORP COM 11776U10 347,775 131,236 131,036 200 123,836
BUCA INC COM 11776910 1,093,534 97,463 97,323 140 92,613
BUCKEYE PARTNERS L P UNIT LTD P 11823010 1,011,780 29,200 17,400 10,800 1,000 28,200 1,000
BUCKEYE TECHNOLOGIES COM 11825510 2,300,175 232,341 231,841 500 213,641
Page Total 3,126,886,241
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Name of None
Issuer
------------------------------------------------------------------------------------------------------------------------------------
BORG WARNER INC 17,200
BORLAND SOFTWARE COR 49,300
BORON LEPORE & ASSOC
BOSTON BEER INC
BOSTON COMMUNICATION 9,300
BOSTON PRIVATE FINL 7,300
BOSTON PROPERTIES IN 46,915
BOSTON SCIENTIFIC CO 863,401
BOWATER INC 33,700
BOWNE & CO INC 26,300
BOYD GAMING CORP 23,800
BOYDS COLLECTION LTD 32,800
BOYKIN LODGING CO 10,800
BRADY CORP 18,100
BRANDYWINE RLTY TR 15,800
BRASCAN CORP
BRAUN CONSULTING INC
BRIGGS & STRATTON CO 14,127
BRIGHT HORIZON FAMIL 8,800
BRIGHTPOINT INC 37,300
BRINKER INTL INC 80,500
BRIO TECHNOLOGY INC
BRISTOL MYERS SQUIBB 4,628,875
BRITESMILE INC
BRITISH AMERN TOB PL
BRITISH SKY BROADCAS
BRITISH TELECOMMUNIC 1,300
BROADCOM CORP 532,538
BROADVISION INC 174,196
BROADWING INC 156,300
BROCADE COMMUNICATIO 231,513
BROOKLINE BANCORP IN 8,800
BROOKS AUTOMATION IN 11,700
BROWN & BROWN INC 12,500
BROWN FORMAN CORP 95,710
BROWN TOM INC 19,200
BROWN SHOE INC NEW 14,500
BRUKER DALTONICS INC 28,400
BRUNSWICK CORP 196,981
BRUSH ENGINEERED MAT 11,800
BSQUARE CORP 7,400
BUCA INC 4,850
BUCKEYE PARTNERS L P
BUCKEYE TECHNOLOGIES 18,700
Page Total
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Page 11 of 73
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Investment Discretion Voting Authority
Name of Title of Cusip Fair Market Shares Sole Shared as Shared Sole Shared None
Issuer Class Number Value Prin Amt Defined Other
-----------------------------------------------------------------------------------------------------------------------------------
BUCKLE INC COM 11844010 3,168,247 192,015 192,015 187,015 5,000
BUILDING MATLS HLDG COM 12011310 1,411,160 100,510 100,510 92,510 8,000
BURLINGTON COAT FACT COM 12157910 2,433,462 172,586 172,586 159,586 13,000
BURLINGTON NORTHN SA COM 12189T10 251,355,251 9,396,458 9,175,690 179,281 41,487 8,282,619 172,332 941,507
BURLINGTON RES INC COM 12201410 155,035,580 4,531,879 4,431,434 86,572 13,873 4,007,030 75,563 449,286
BURNHAM PAC PPTYS IN COM 12232C10 1,295,014 259,522 259,522 239,122 20,400
BUSH INDS INC CL A 12316410 592,086 67,054 67,054 61,854 5,200
BUTLER MFG CO DEL COM 12365510 740,859 34,141 34,141 33,141 1,000
C&D TECHNOLOGIES INC COM 12466110 5,912,766 321,346 321,006 340 303,796 17,550
CBL & ASSOC PPTYS IN COM 12483010 17,098,312 627,461 546,056 81,405 614,761 12,700
CCC INFORMATION SVCS COM 12487Q10 921,951 126,122 126,122 112,422 13,700
CBRL GROUP INC COM 12489V10 14,574,282 663,372 659,412 3,760 200 626,872 200 36,300
CCBT FINL COS INC COM 12500Q10 2,204,487 88,109 71,009 9,100 8,000 74,709 8,000 5,400
C COR NET CORP COM 12501010 1,855,164 270,827 269,367 1,460 251,527 19,300
C D I CORP COM 12507110 1,813,730 113,005 113,005 106,005 7,000
CDW COMPUTER CTRS IN COM 12512910 24,181,807 668,375 666,355 1,720 300 638,175 2,900 27,300
CEC ENTMT INC COM 12513710 9,031,316 264,848 264,628 220 247,448 17,400
CFS BANCORP INC COM 12525D10 1,880,668 126,474 126,474 116,474 10,000
CH ENERGY GROUP INC COM 12541M10 5,808,114 143,057 141,794 1,163 100 131,857 100 11,100
C H ROBINSON WORLDWI COM 12541W10 22,681,645 783,206 781,466 1,440 300 738,116 4,300 40,790
CIGNA CORP COM 12550910 304,917,729 3,675,922 3,625,679 27,780 22,463 3,191,063 57,835 427,024
CKE RESTAURANTS INC COM 12561E10 277,595 42,707 42,707 42,707
CLECO CORP NEW COM 12561W10 12,286,589 596,147 591,307 3,440 1,400 552,547 1,400 42,200
CMGI INC COM 12575010 1,797,735 1,797,735 1,779,455 16,805 1,475 1,609,860 23,075 164,800
CMS ENERGY CORP COM 12589610 50,830,940 2,541,547 2,538,457 3,090 2,273,639 41,439 226,469
CPI CORP COM 12590210 982,548 68,375 68,375 62,175 6,200
CPB INC COM 12590310 2,078,262 65,747 65,747 60,947 4,800
CSS INDS INC COM 12590610 1,029,608 40,696 40,696 37,696 3,000
CSK AUTO CORP COM 12596510 1,148,412 183,746 183,666 80 171,846 11,900
CNA FINL CORP COM 12611710 7,459,768 275,879 275,559 320 257,879 2,400 15,600
CNA SURETY CORP COM 12612L10 2,186,658 161,377 161,377 150,977 10,400
CNF INC COM 12612W10 19,132,361 838,036 837,236 700 100 790,554 4,700 42,782
CNET NETWORKS INC COM 12613R10 3,744,857 870,897 868,383 2,414 100 791,997 8,100 70,800
CRH PLC ADR 12626K20 4,983,041 343,658 44,409 299,249 337,758 5,900
CSG SYS INTL INC COM 12634910 21,718,848 529,728 528,818 710 200 497,428 3,200 29,100
CSX CORP COM 12640810 138,346,992 4,391,968 4,365,064 20,496 6,408 3,816,551 73,909 501,508
CTC COMMUNICATIONS G COM 12641910 212,388 40,844 19,461 8,333 13,050 27,794 13,050
CT COMMUNICATIONS IN COM NEW 12642640 2,104,458 144,141 144,101 40 132,341 11,800
CTS CORP COM 12650110 4,118,880 278,868 278,848 20 261,268 17,600
CUNO INC COM 12658310 3,956,872 142,590 142,550 40 129,890 12,700
CVB FINL CORP COM 12660010 5,449,992 253,488 253,488 239,298 14,190
CVS CORP COM 12665010 307,137,814 9,251,139 8,774,439 388,956 87,744 7,846,121 350,854 1,054,164
CV THERAPEUTICS INC COM 12666710 6,934,450 178,447 178,447 168,447 10,000
CABLE & WIRELESS PUB SPONSORED 12683020 7,308,028 566,075 91,756 474,319 555,875 10,200
Page Total 1,434,140,726
------------------------------------------------------------------------------------------------------------------------------------
Page 12 of 73
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Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------------------
CABLEVISION SYS CORP CL A NY CA 12686C10 25,793,182 630,024 624,405 3,092 2,527
CABLEVISION SYS CORP CL A RAINB 2686C84 5,501,763 271,692 269,520 909 1,263
CABLE DESIGN TECHNOL COM 2692410 6,292,113 530,980 529,880 1,100
CACHEFLOW INC COM 2694610 265,141 176,761 175,536 175 1,050
CABOT CORP COM 2705510 98,723,971 2,474,285 650,017 71,429 1,752,839
CABOT INDUSTRIAL TRU COM 2707210 14,982,199 730,839 730,839
CABOT MICROELECTRONI COM 2709P10 34,208,600 708,106 250,468 31,526 426,112
CABOT OIL & GAS CORP CL A 2709710 5,830,008 292,231 237,813 14,432 39,986
CACI INTL INC CL A 2719030 12,279,806 224,658 224,658
CADBURY SCHWEPPES PL ADR 2720930 616,483 24,271 24,271
CADENCE DESIGN SYSTE COM 2738710 48,922,861 2,938,310 2,926,020 8,610 3,680
CADIZ INC COM 2753710 2,617,415 305,416 305,416
CADMUS COMMUNICATION COM 2758710 215,989 25,115 25,115
CAL DIVE INTL INC COM 2791410 4,677,428 280,758 279,358 1,400
CALGON CARBON CORP COM 2960310 2,359,861 310,100 310,100
CALIFORNIA PIZZA KIT COM 3054D10 1,952,945 123,292 123,292
CALIFORNIA WTR SVC G COM 3078810 3,222,477 119,351 119,351
CALIPER TECHNOLOGIES COM 3087610 1,635,918 176,856 176,499 357
CALLAWAY GOLF CO COM 3119310 14,747,520 1,152,150 1,150,690 1,260 200
CALLON PETE CO DEL COM 3123X10 539,906 79,398 79,398
CALPINE CORP COM 3134710 133,080,656 5,834,312 5,824,822 9,090 400
CAMBREX CORP COM 3201110 8,575,968 255,770 227,120 28,550 100
CAMDEN PPTY TR SH BEN INT 3313110 23,809,592 641,768 600,758 41,010
CAMINUS CORP COM 3376610 1,122,432 76,460 76,460
CAMPBELL SOUP CO COM 3442910 217,775,768 7,777,706 7,745,427 21,027 11,252
CANADIAN PAC LTD NEW COM 3592310 538,117 16,769 16,519 250
CDN IMPERIAL BK OF C COM 3606910 640,495 19,605 19,605
CANADIAN NATL RY CO COM 3637510 415,924 10,931 10,931
CANON INC ADR 3800630 15,458,707 570,432 107,558 462,874
CAPITAL CITY BK GROU COM 3967410 1,353,092 57,652 57,652
CAPITAL AUTOMOTIVE R COM SH BEN 3973310 5,917,377 335,833 335,733 100
CAPITAL ONE FINL COR COM 4040H10 186,322,259 4,047,844 3,994,143 50,836 2,865
CAPITOL FED FINL COM 4057C10 6,410,487 335,452 335,452
CAPITOL TRANSAMERICA COM 4064010 1,108,668 67,767 67,767
CAPSTONE TURBINE COR COM 4067D10 2,594,832 429,608 429,028 520 60
CAPSTEAD MTG CORP COM NO PAR 4067E50 2,080,377 79,162 79,112 50
CARBO CERAMICS INC COM 4078110 1,670,503 60,307 59,907 400
CARAUSTAR INDS INC COM 4090910 7,357,867 796,306 247,430 548,876
CARDINAL HEALTH INC COM 4149Y10 761,594,115 10,298,771 9,990,715 270,088 37,968
CARDIODYNAMICS INTL COM 4159710 1,211,337 252,362 252,362
CAREER EDUCATION COR COM 4166510 13,248,730 240,886 240,346 540
CAREMARK RX INC COM 4170510 33,853,477 2,029,585 1,434,003 595,120 462
CARLISLE COS INC COM 4233910 10,158,324 362,409 362,209 200
CARLTON COMMUNICATIO ADR 4287220 200,859 19,596 19,596
Page Total 1,721,885,549
---------------------------------------------------------------------------
Voting Authority
Name of Sole Shared None
Issuer
---------------------------------------------------------------------------
CABLEVISION SYS CORP 562,997 8,427 58,600
CABLEVISION SYS CORP 237,679 4,463 29,550
CABLE DESIGN TECHNOL 502,980 28,000
CACHEFLOW INC 165,411 1,050 10,300
CABOT CORP 651,441 1,757,039 65,805
CABOT INDUSTRIAL TRU 704,339 26,500
CABOT MICROELECTRONI 264,594 428,412 15,100
CABOT OIL & GAS CORP 234,245 39,986 18,000
CACI INTL INC 218,658 6,000
CADBURY SCHWEPPES PL 24,271
CADENCE DESIGN SYSTE 2,662,111 20,280 255,919
CADIZ INC 280,316 25,100
CADMUS COMMUNICATION 25,115
CAL DIVE INTL INC 260,558 20,200
CALGON CARBON CORP 277,300 32,800
CALIFORNIA PIZZA KIT 114,092 9,200
CALIFORNIA WTR SVC G 109,551 9,800
CALIPER TECHNOLOGIES 163,656 13,200
CALLAWAY GOLF CO 1,080,223 7,500 64,427
CALLON PETE CO DEL 72,198 7,200
CALPINE CORP 4,997,005 204,994 632,313
CAMBREX CORP 241,670 100 14,000
CAMDEN PPTY TR 617,468 24,300
CAMINUS CORP 70,760 5,700
CAMPBELL SOUP CO 6,554,941 283,059 939,706
CANADIAN PAC LTD NEW 16,769
CDN IMPERIAL BK OF C 19,605
CANADIAN NATL RY CO 9,942 989
CANON INC 561,832 8,600
CAPITAL CITY BK GROU 53,452 4,200
CAPITAL AUTOMOTIVE R 326,233 9,600
CAPITAL ONE FINL COR 3,469,539 140,401 437,904
CAPITOL FED FINL 317,852 17,600
CAPITOL TRANSAMERICA 66,167 1,600
CAPSTONE TURBINE COR 383,948 6,160 39,500
CAPSTEAD MTG CORP 73,862 50 5,250
CARBO CERAMICS INC 57,107 3,200
CARAUSTAR INDS INC 769,106 27,200
CARDINAL HEALTH INC 8,951,247 312,969 1,034,555
CARDIODYNAMICS INTL 246,662 5,700
CAREER EDUCATION COR 225,986 14,900
CAREMARK RX INC 1,252,718 608,762 168,105
CARLISLE COS INC 342,900 19,509
CARLTON COMMUNICATIO 19,596
Page Total
Page 13 of 73
------------------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------------------
CARNIVAL CORP COM 14365810 201,463,336 9,149,107 9,094,172 48,660 6,275
CARPENTER TECHNOLOGY COM 14428510 39,793,479 1,788,471 246,900 1,541,571
CARRAMERICA RLTY COR COM 14441810 19,196,360 640,733 640,243 490
CARREKER CORP COM 14443310 1,551,274 204,384 204,384
CARRIER ACCESS CORP COM 14446010 241,532 89,789 89,789
CARTER WALLACE INC COM 14628510 6,540,664 320,150 320,150
CASCADE CORP COM 14719510 345,625 37,164 37,164
CASCADE NAT GAS CORP COM 14733910 2,129,824 98,603 98,603
CASELLA WASTE SYS IN CL A 14744810 1,831,897 164,591 164,571 20
CASEYS GEN STORES IN COM 14752810 8,146,160 685,127 684,607 520
CASH AMER INTL INC COM 14754D10 1,755,635 192,927 192,927
CASS INFORMATION SYS COM 14808P10 1,124,443 53,494 53,494
CASTLE A M & CO COM 14841110 345,404 41,615 41,615
CATALINA MARKETING C COM 14886710 16,544,892 590,889 588,469 520 1,900
CATALYTICA ENERGY SY COM 14888410 913,700 119,282 119,282
CATAPULT COMMUNICATI COM 14901610 510,179 37,077 37,077
CATELLUS DEV CORP COM 14911110 17,453,640 998,492 862,212 136,280
CATERPILLAR INC DEL COM 14912310 406,016,307 9,062,864 8,957,358 70,201 35,305
CATHAY BANCORP INC COM 14915010 4,003,811 74,296 67,296 7,000
CATO CORP NEW CL A 14920510 2,064,794 138,021 138,021
CEDAR FAIR L P DEPOSITRY 15018510 659,812 33,750 26,750 7,000
CELL GENESYS INC COM 15092110 4,850,480 303,155 302,855 200 100
CELERITEK INC COM 15092610 1,253,080 105,924 105,824 100
CELL THERAPEUTICS IN COM 15093410 6,762,980 281,205 281,205
CELGENE CORP COM 15102010 12,416,655 469,794 468,074 1,620 100
CELL PATHWAYS INC NE COM 15114R10 742,286 225,619 225,619
CEMEX S A SPON ADR 5 15129088 273,223 13,302 13,302
CENDANT CORP COM 15131310 232,714,598 18,180,828 18,103,933 41,725 35,170
CENTENNIAL BANCORP COM 15133T10 1,230,897 163,249 163,249
CENTENNIAL COMMUNCTN CL A NEW 15133V20 1,519,263 168,807 168,807
CENTER TR INC COM 15184510 380,904 98,680 98,680
CENTERPOINT PPTYS TR SH BEN INT 15189510 19,351,547 405,268 356,688 48,580
CENTEX CONSTRUCTION COM 15231R10 3,978,552 134,638 119,438 200 15,000
CENTEX CORP COM 15231210 41,473,902 1,229,585 1,227,345 2,140 100
CENTILLIUM COMMUNICA COM 15231910 1,337,684 220,740 220,740
CENTRA SOFTWARE INC COM 15234X10 1,613,457 188,488 187,808 680
CENTRAL COAST BANCOR COM 15314510 738,815 35,232 35,232
CENTRAL PKG CORP COM 15478510 2,158,237 154,270 154,170 100
CENTRAL VT PUB SVC C COM 15577110 2,026,583 115,871 115,871
CENTURY ALUM CO COM 15643110 927,277 115,765 115,765
CENTURY BUSINESS SVC COM 15649010 1,734,067 693,627 643,627 50,000
CENTURYTEL INC COM 15670010 102,737,632 3,066,795 2,783,093 219,269 64,433
CEPHALON INC COM 15670810 13,910,285 278,875 276,047 2,768 60
CERIDIAN CORP NEW COM 15677910 23,178,235 1,598,499 1,579,339 18,860 300
Page Total 1,209,943,407
---------------------------------------------------------------------------
Voting Authority
Name of Sole Shared None
Issuer
--------------------------------------------------------------------------
CARNIVAL CORP 8,125,125 141,075 882,907
CARPENTER TECHNOLOGY 234,500 1,541,571 12,400
CARRAMERICA RLTY COR 600,733 3,600 36,400
CARREKER CORP 197,384 7,000
CARRIER ACCESS CORP 89,789
CARTER WALLACE INC 306,550 13,600
CASCADE CORP 37,164
CASCADE NAT GAS CORP 88,403 10,200
CASELLA WASTE SYS IN 152,671 20 11,900
CASEYS GEN STORES IN 655,527 29,600
CASH AMER INTL INC 176,927 16,000
CASS INFORMATION SYS 53,494
CASTLE A M & CO 41,615
CATALINA MARKETING C 564,489 4,000 22,400
CATALYTICA ENERGY SY 111,282 8,000
CATAPULT COMMUNICATI 36,077 1,000
CATELLUS DEV CORP 923,192 9,600 65,700
CATERPILLAR INC DEL 8,154,078 140,341 768,445
CATHAY BANCORP INC 60,996 7,000 6,300
CATO CORP NEW 129,421 8,600
CEDAR FAIR L P 33,750
CELL GENESYS INC 280,955 100 22,100
CELERITEK INC 97,524 100 8,300
CELL THERAPEUTICS IN 263,005 18,200
CELGENE CORP 415,594 7,000 47,200
CELL PATHWAYS INC NE 221,119 4,500
CEMEX S A 13,302
CENDANT CORP 15,861,196 292,350 2,027,282
CENTENNIAL BANCORP 159,364 3,885
CENTENNIAL COMMUNCTN 164,207 4,600
CENTER TR INC 98,680
CENTERPOINT PPTYS TR 391,868 13,400
CENTEX CONSTRUCTION 115,238 15,000 4,400
CENTEX CORP 1,068,588 16,766 144,231
CENTILLIUM COMMUNICA 205,040 15,700
CENTRA SOFTWARE INC 175,288 13,200
CENTRAL COAST BANCOR 34,132 1,100
CENTRAL PKG CORP 146,670 7,600
CENTRAL VT PUB SVC C 108,671 7,200
CENTURY ALUM CO 107,965 7,800
CENTURY BUSINESS SVC 646,827 46,800
CENTURYTEL INC 2,734,646 100,575 231,574
CEPHALON INC 248,015 2,960 27,900
CERIDIAN CORP NEW 1,372,948 8,430 217,121
Page Total
Page 14 of 73
------------------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------------------
CERNER CORP COM 15678210 16,299,805 329,289 327,689 1,600
CERTEGY INC COM 15688010 23,056,036 888,137 883,254 3,883 1,000
CERUS CORP COM 15708510 4,664,189 98,713 98,713
CHAMPION ENTERPRISES COM 15849610 2,881,977 414,673 414,573 100
CHAMPIONSHIP AUTO RA COM 15871110 1,434,466 103,199 96,859 240 6,100
CHARLES RIV LABS INT COM 15986410 12,941,670 365,894 346,894 19,000
CHARTER ONE FINL INC COM 16090310 123,749,384 4,385,166 4,369,276 15,480 409
CHARTER MUN MTG ACCE SH BEN INT 16090810 3,933,299 246,293 246,273 20
CHARLOTTE RUSSE HLDG COM 16104810 2,219,861 170,890 170,890
CHARMING SHOPPES INC COM 16113310 4,130,360 841,214 841,214
CHARTER COMMUNICATIO CL A 16117M10 11,203,664 904,981 903,181 1,800
CHARTERED SEMICONDUC ADR 16133R10 8,535,817 494,830 49,845 444,985
CHATEAU CMNTYS INC COM 16172610 8,250,152 280,141 280,141
CHEAP TICKETS INC COM 16267210 1,578,471 96,307 96,307
CHECKFREE CORP NEW COM 16281310 10,680,391 629,369 628,519 650 200
CHECKPOINT SYS INC COM 16282510 2,863,397 261,976 261,976
CHEESECAKE FACTORY I COM 16307210 13,863,505 578,852 573,990 4,712 150
CHELSEA PPTY GROUP I COM 16342110 17,628,964 387,876 337,336 50,540
CHEMED CORP COM 16359610 3,514,233 122,022 122,022
CHEMFIRST INC COM 16361A10 1,843,826 91,369 91,369
CHEMICAL FINL CORP COM 16373110 5,008,251 184,466 184,466
CHESAPEAKE CORP COM 16515910 3,678,765 142,312 142,132 100 80
CHESAPEAKE ENERGY CO COM 16516710 6,672,870 1,181,039 1,177,239 3,800
CHEVRON CORPORATION COM 16675110 22,010,168 259,707 131,600 128,107
CHICOS FAS INC COM 16861510 6,251,135 265,441 230,711 28,470 6,260
CHILES OFFSHORE INC COM 16888M10 1,317,423 65,219 65,219
CHILDRENS PL RETAIL COM 16890510 1,945,978 108,532 108,332 200
CHINA UNICOM LTD SPONSORED 16945R10 625,276 57,896 57,896
CHIPPAC INC CL A 16965710 658,892 286,475 286,475
CHOICE HOTELS INTL I COM 16990510 4,970,889 301,266 299,316 1,800 150
CHIRON CORP COM 17004010 162,040,304 3,652,024 3,643,427 7,497 1,100
CHITTENDEN CORP COM 17022810 7,294,854 287,199 270,154 6,672 10,373
CHOICEPOINT INC COM 17038810 28,966,657 695,645 693,669 1,726 250
CHORDIANT SOFTWARE I COM 17040410 361,644 193,393 193,393
CHRISTOPHER & BANKS COM 17104610 4,885,467 162,254 162,254
CHUBB CORP COM 17123210 289,949,307 4,060,346 3,991,479 29,695 39,172
CHURCH & DWIGHT INC COM 17134010 18,450,644 713,758 713,658 100
CHURCHILL DOWNS INC COM 17148410 877,993 31,628 31,628
CIBER INC COM 17163B10 2,590,553 411,199 408,928 2,271
CIENA CORP COM 17177910 64,534,496 6,271,574 6,264,124 6,030 1,420
CIMA LABS INC COM 17179610 7,362,049 121,186 121,166 20
CINCINNATI FINL CORP COM 17206210 136,251,768 3,273,709 3,266,209 7,280 220
CINERGY CORP COM 17247410 113,605,520 3,680,127 3,674,579 4,768 780
CIPHERGEN BIOSYSTEMS COM 17252Y10 325,105 106,592 106,592
Page Total 1,165,909,475
---------------------------------------------------------------------------
Voting Authority
Name of Sole Shared None
Issuer
--------------------------------------------------------------------------
CERNER CORP 307,689 2,400 19,200
CERTEGY INC 794,923 5,520 87,694
CERUS CORP 92,113 6,600
CHAMPION ENTERPRISES 371,173 100 43,400
CHAMPIONSHIP AUTO RA 88,599 6,100 8,500
CHARLES RIV LABS INT 342,094 23,800
CHARTER ONE FINL INC 3,858,705 78,519 447,941
CHARTER MUN MTG ACCE 230,873 20 15,400
CHARLOTTE RUSSE HLDG 157,990 12,900
CHARMING SHOPPES INC 748,614 92,600
CHARTER COMMUNICATIO 826,631 8,600 69,750
CHARTERED SEMICONDUC 485,530 9,300
CHATEAU CMNTYS INC 265,841 14,300
CHEAP TICKETS INC 94,507 1,800
CHECKFREE CORP NEW 584,769 5,600 39,000
CHECKPOINT SYS INC 243,876 18,100
CHEESECAKE FACTORY I 553,352 150 25,350
CHELSEA PPTY GROUP I 379,476 8,400
CHEMED CORP 115,022 7,000
CHEMFIRST INC 84,669 6,700
CHEMICAL FINL CORP 170,966 13,500
CHESAPEAKE CORP 130,932 80 11,300
CHESAPEAKE ENERGY CO 1,101,239 79,800
CHEVRON CORPORATION 131,600 128,107
CHICOS FAS INC 245,081 6,260 14,100
CHILES OFFSHORE INC 63,119 2,100
CHILDRENS PL RETAIL 101,932 6,600
CHINA UNICOM LTD 57,896
CHIPPAC INC 266,275 20,200
CHOICE HOTELS INTL I 278,916 150 22,200
CHIRON CORP 3,206,475 151,726 293,823
CHITTENDEN CORP 248,500 10,373 28,326
CHOICEPOINT INC 650,069 4,250 41,326
CHORDIANT SOFTWARE I 193,393
CHRISTOPHER & BANKS 153,254 9,000
CHUBB CORP 3,516,556 88,455 455,335
CHURCH & DWIGHT INC 677,058 36,700
CHURCHILL DOWNS INC 29,928 1,700
CIBER INC 378,299 32,900
CIENA CORP 5,533,635 86,720 651,219
CIMA LABS INC 112,166 20 9,000
CINCINNATI FINL CORP 2,879,966 40,765 352,978
CINERGY CORP 3,286,299 53,499 340,329
CIPHERGEN BIOSYSTEMS 106,592
PAGE TOTAL
Page 15 of 73
------------------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------------------
CIRCOR INTL INC COM 17273K10 979,440 65,296 65,296
CIRCUIT CITY STORE I CIRCT CITY 17273710 55,736,376 4,644,698 4,637,528 7,010 160
CIRCUIT CITY STORE I CARMAX GRO 17273730 2,325,825 206,740 206,740
CISCO SYS INC COM 17275R10 2,001,014,088 164,286,871 158,930,316 3,729,137 1,627,418
CIRRUS LOGIC INC COM 17275510 7,116,010 959,031 958,321 510 200
CINTAS CORP COM 17290810 125,739,788 3,120,094 3,103,552 3,542 13,000
CITIGROUP INC COM 17296710 9,051,190,816 223,486,193 221,021,568 1,896,537 568,088
CITIZENS BKG CORP MI COM 17442010 13,111,609 408,716 407,716 1,000
CITIZENS COMMUNICATI COM 17453B10 51,119,070 5,438,199 5,410,699 27,300 200
CITIZENS INC CL A 17474010 1,432,557 142,543 142,543
CITRIX SYS INC COM 17737610 85,276,026 4,306,870 4,299,280 7,370 220
CITY BK LYNNWOOD WAS COM 17770A10 1,886,281 77,117 77,117
CITY HLDG CO COM 17783510 1,411,140 141,114 140,914 200
CITY NATL CORP COM 17856610 18,336,851 424,956 424,406 550
CLAIRES STORES INC COM 17958410 6,900,739 545,513 545,033 280 200
CLARCOR INC COM 17989510 6,435,170 269,254 269,154 100
CLARENT CORP DEL COM 18046110 1,762,467 330,050 330,050
CLARK / BARDES INC COM 18066810 1,617,086 75,004 75,004
CLAYTON HOMES INC COM 18419010 14,381,689 1,178,827 1,176,057 1,850 920
CLEAR CHANNEL COMMUN COM 18450210 463,819,456 11,668,414 11,513,934 142,613 11,867
CLEVELAND CLIFFS INC COM 18589610 1,364,630 94,766 94,666 100
CLICK COMMERCE INC COM 18681D10 209,767 139,845 139,845
CLOROX CO DEL COM 18905410 179,011,143 4,838,139 4,819,736 8,723 9,680
CLOSURE MED CORP COM 18909310 1,028,161 53,411 53,411
COACH INC COM 18975410 37,662,571 1,420,693 1,413,958 6,351 384
COACHMEN INDS INC COM 18987310 1,144,656 127,184 127,184
COASTAL BANCORP INC COM 19041P10 1,231,687 34,892 34,892
COBALT CORP COM 19074W10 336,447 65,970 65,970
COBIZ INC COM 19089710 687,544 53,298 53,298
COCA COLA BOTTLING C COM 19109810 1,031,443 27,323 27,323
COCA COLA CO COM 19121610 2,579,972,249 55,068,778 52,329,008 1,382,485 1,357,285
COCA COLA ENTERPRISE COM 19121910 113,180,452 7,378,126 7,370,061 7,435 630
COGNEX CORP COM 19242210 5,749,935 293,065 280,455 510 12,100
COGNIZANT TECHNOLOGY CL A 19244610 4,656,041 207,859 207,859
COHERENT INC COM 19247910 6,804,867 239,608 239,198 410
COHU INC COM 19257610 4,188,261 279,964 279,944 20
COINSTAR INC COM 19259P30 3,700,083 187,631 187,591 40
COLDWATER CREEK INC COM 19306810 605,949 33,112 33,112
COLE NATIONAL CORP N CL A 19329010 1,122,376 84,580 84,580
COLE KENNETH PRODTNS CL A 19329410 1,843,977 145,769 145,769
COLES MYER LTD SPON ADR N 19387040 345,530 12,845 12,845
COLGATE PALMOLIVE CO COM 19416210 693,727,326 11,909,482 11,502,631 344,462 62,389
COLLINS & AIKMAN COR COM 19483010 4,443,590 722,535 722,535
COLONIAL BANCGROUP I COM 19549330 24,647,603 1,925,594 1,905,644 19,950
Page Total 15,580,288,772
---------------------------------------------------------------------------
Voting Authority
Name of Sole Shared None
Issuer
--------------------------------------------------------------------------
CIRCOR INTL INC 63,596 1,700
CIRCUIT CITY STORE I 4,109,486 55,382 479,830
CIRCUIT CITY STORE I 190,740 16,000
CISCO SYS INC 138,110,583 6,579,697 19,596,591
CIRRUS LOGIC INC 910,531 6,400 42,100
CINTAS CORP 2,661,711 126,673 331,710
CITIGROUP INC 99,036,483 112,278,349 12,171,361
CITIZENS BKG CORP MI 378,716 30,000
CITIZENS COMMUNICATI 4,816,401 73,685 548,113
CITIZENS INC 138,943 3,600
CITRIX SYS INC 3,772,408 128,021 406,441
CITY BK LYNNWOOD WAS 71,217 5,900
CITY HLDG CO 138,114 3,000
CITY NATL CORP 397,156 2,300 25,500
CLAIRES STORES INC 506,313 200 39,000
CLARCOR INC 245,204 24,050
CLARENT CORP DEL 315,550 14,500
CLARK / BARDES INC 69,804 5,200
CLAYTON HOMES INC 1,074,493 10,320 94,014
CLEAR CHANNEL COMMUN 10,215,356 178,334 1,274,724
CLEVELAND CLIFFS INC 90,166 4,600
CLICK COMMERCE INC 129,145 10,700
CLOROX CO DEL 4,065,423 178,250 594,466
CLOSURE MED CORP 50,111 3,300
COACH INC 1,372,375 4,484 43,834
COACHMEN INDS INC 118,884 8,300
COASTAL BANCORP INC 33,992 900
COBALT CORP 65,970
COBIZ INC 53,298
COCA COLA BOTTLING C 26,823 500
COCA COLA CO 45,955,972 3,045,075 6,067,731
COCA COLA ENTERPRISE 6,663,147 115,621 599,358
COGNEX CORP 260,965 12,100 20,000
COGNIZANT TECHNOLOGY 204,059 3,800
COHERENT INC 222,208 17,400
COHU INC 265,164 14,800
COINSTAR INC 172,331 15,300
COLDWATER CREEK INC 33,112
COLE NATIONAL CORP N 82,180 2,400
COLE KENNETH PRODTNS 140,469 5,300
COLES MYER LTD 12,845
COLGATE PALMOLIVE CO 10,259,431 465,463 1,184,588
COLLINS & AIKMAN COR 676,635 45,900
COLONIAL BANCGROUP I 1,861,994 63,600
Page Total
Page 16 of 73
------------------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------------------
COLONIAL PPTYS TR COM SH BEN 19587210 6,022,555 203,809 203,809
COLUMBIA BKG SYS INC COM 19723610 1,495,889 109,189 109,189
COLUMBIA FINL KY INC COM 19764R10 278,046 27,100 27,100
COLUMBIA LABS INC COM 19777910 939,698 209,287 209,287
COLUMBIA SPORTSWEAR COM 19851610 1,801,596 81,153 80,703 450
COMCAST CORP CL A 20030010 1,407,708 39,598 38,298 700 600
COMCAST CORP CL A SPL 20030020 704,622,998 19,643,797 19,166,805 428,559 48,433
COMDISCO INC COM 20033610 577,915 979,517 976,197 3,320
COMERICA INC COM 20034010 220,755,260 3,984,752 3,818,196 159,236 7,320
COMMERCE BANCORP INC COM 20051910 14,939,736 219,702 217,381 721 1,600
COMMERCE BANCSHARES COM 20052510 22,691,706 603,182 562,941 37,961 2,280
COMMERCE GROUP INC M COM 20064110 12,500,746 328,967 291,667 37,300
COMMERCE ONE INC DEL COM 20069310 5,985,271 2,433,037 2,317,438 74,850 40,749
COMMERCIAL BK NY COM 20146210 504,201 15,419 15,419
COMMERCIAL FEDERAL C COM 20164710 10,670,669 439,665 439,565 100
COMMERCIAL METALS CO COM 20172310 2,757,815 99,202 99,202
COMMERCIAL NET LEASE COM 20221810 4,119,716 310,922 310,902 20
COMMONWEALTH BANCORP COM 20268X10 1,244,561 60,357 60,357
COMMONWEALTH TEL ENT COM 20334910 4,992,450 135,849 135,449 400
COMMSCOPE INC COM 20337210 10,638,833 595,346 593,796 1,250 300
COMMUNITY BK SYS INC COM 20360710 2,113,237 76,845 76,845
COMMUNITY BKS INC MI COM 20362810 1,218,243 49,928 49,928
COMMUNITY HEALTH SYS COM 20366810 11,220,693 377,293 337,687 34,176 5,430
COMMUNITY FIRST BANK COM 20390210 8,402,700 349,821 349,821
COMMUNITY TR BANCORP COM 20414910 2,110,632 88,311 88,311
COMPANHIA DE BEBIDAS SPON ADR P 20441W20 516,802 32,280 32,280
COMPANHIA VALE DO RI SPON ADR P 20441210 361,025 18,142 18,142
COMPANIA ANONIMA NAC SPON ADR D 20442110 478,494 20,759 20,759
COMPANIA CERVECERIAS SPONSORED 20442910 307,414 17,988 17,988
COMPANIA DE TELECOMU SPON ADR N 20444930 475,636 48,288 48,288
COMPASS BANCSHARES I COM 20449H10 33,825,178 1,299,469 1,295,739 3,330 400
COMPAQ COMPUTER CORP COM 20449310 287,587,128 34,607,356 34,424,871 140,605 41,880
COMPUCREDIT CORP COM 20478N10 890,422 122,143 122,143
COMPUTER ASSOC INTL COM 20491210 347,874,555 13,514,940 13,494,430 19,558 952
COMPUTER NETWORK TEC COM 20492510 3,997,884 380,027 365,667 14,360
COMPUTER SCIENCES CO COM 20536310 118,157,576 3,562,182 3,466,816 46,313 49,053
COMPUTERIZED THERMAL COM 20557C10 1,082,500 483,259 483,259
COMPX INTERNATIONAL CL A 20563P10 281,063 26,896 26,796 100
COMPUWARE CORP COM 20563810 62,809,824 7,540,195 7,526,760 12,795 640
COMSTOCK RES INC COM NEW 20576820 2,387,369 401,914 401,814 100
COMVERSE TECHNOLOGY COM PAR $0 20586240 71,841,484 3,507,885 3,501,245 6,420 220
CONAGRA FOODS INC COM 20588710 838,083,621 37,331,119 32,388,778 4,918,201 24,140
CONCEPTUS INC COM 20601610 954,999 54,885 54,885
CONCORD CAMERA CORP COM 20615610 893,984 204,106 204,106
Page Total 2,826,819,832
-------------------------------------------------------------------------------
Voting Authority
Name of Sole Shares None
Issuer
------------------------------------------------------------------------------
COLONIAL PPTYS TR 194,709 9,100
COLUMBIA BKG SYS INC 106,879 2,310
COLUMBIA FINL KY INC 27,100
COLUMBIA LABS INC 194,087 15,200
COLUMBIA SPORTSWEAR 73,953 7,200
COMCAST CORP 38,998 600
COMCAST CORP 17,111,804 317,795 2,214,198
COMDISCO INC 907,117 72,400
COMERICA INC 3,497,752 57,506 429,494
COMMERCE BANCORP INC 198,002 4,300 17,400
COMMERCE BANCSHARES 556,507 7,355 39,320
COMMERCE GROUP INC M 312,367 16,600
COMMERCE ONE INC DEL 2,205,338 40,749 186,950
COMMERCIAL BK NY 15,419
COMMERCIAL FEDERAL C 404,265 100 35,300
COMMERCIAL METALS CO 89,502 9,700
COMMERCIAL NET LEASE 288,622 22,300
COMMONWEALTH BANCORP 58,457 1,900
COMMONWEALTH TEL ENT 128,249 7,600
COMMSCOPE INC 564,046 300 31,000
COMMUNITY BK SYS INC 72,445 4,400
COMMUNITY BKS INC MI 45,628 4,300
COMMUNITY HEALTH SYS 343,963 9,130 24,200
COMMUNITY FIRST BANK 326,821 23,000
COMMUNITY TR BANCORP 81,911 6,400
COMPANHIA DE BEBIDAS 6,310 25,970
COMPANHIA VALE DO RI 18,142
COMPANIA ANONIMA NAC 2,689 18,070
COMPANIA CERVECERIAS 6,788 11,200
COMPANIA DE TELECOMU 10,988 37,300
COMPASS BANCSHARES I 1,209,619 8,800 81,050
COMPAQ COMPUTER CORP 30,606,369 552,371 3,448,616
COMPUCREDIT CORP 113,343 8,800
COMPUTER ASSOC INTL 11,872,569 183,147 1,459,224
COMPUTER NETWORK TEC 364,227 15,800
COMPUTER SCIENCES CO 3,093,502 87,639 381,041
COMPUTERIZED THERMAL 443,759 39,500
COMPX INTERNATIONAL 26,796 100
COMPUWARE CORP 6,550,680 111,328 878,187
COMSTOCK RES INC 387,914 14,000
COMVERSE TECHNOLOGY 3,043,746 119,119 345,020
CONAGRA FOODS INC 10,384,360 25,678,463 1,268,296
CONCEPTUS INC 54,885
CONCORD CAMERA CORP 190,006 14,100
Page Total
Page 17 of 73
------------------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------------------
CONCORD EFS INC COM 20619710 233,270,735 4,765,490 4,753,585 11,645 260
CONCURRENT COMPUTER COM 20671020 4,674,020 514,760 512,460 2,300
CONECTIV INC COM 20682910 21,128,991 899,106 892,479 5,540 1,087
CONESTOGA ENTERPRISE COM 20701510 1,430,129 62,315 62,315
CONEXANT SYSTEMS INC COM 20714210 39,666,106 4,779,049 4,744,699 18,139 16,211
CONMED CORP COM 20741010 4,193,908 236,944 236,404 540
CONNECTICUT BANCSHAR COM 20754010 2,227,127 100,775 100,775
CONNECTICUT WTR SVC COM 20779710 1,731,774 62,725 62,725
CONNETICS CORP COM 20819210 1,524,388 233,087 233,087
CONOCO INC CL A 20825130 1,050,284 41,301 36,900 4,001 400
CONOCO INC CL B 20825140 2,354,288 92,908 73,994 18,914
CONSECO INC COM 20846410 47,113,196 6,489,421 6,471,366 12,630 5,425
CONSOL ENERGY INC COM 20854P10 7,594,299 354,377 354,377
CONSOLIDATED EDISON COM 20911510 177,404,050 4,356,681 4,337,522 13,051 6,108
CONSOLIDATED FREIGHT COM 20923210 367,078 121,148 121,148
CONSOLIDATED GRAPHIC COM 20934110 1,363,838 79,850 79,850
CONSTELLATION BRANDS CL A 21036P10 19,154,809 459,789 430,921 25,118 3,750
CONSTELLATION ENERGY COM 21037110 81,593,276 3,371,623 3,352,089 12,514 7,020
CONTINENTAL AIRLS IN CL B 21079530 6,033,045 402,203 401,783 420
CONVERA CORP CL A 21191910 335,515 136,945 136,945
CONVERGYS CORP COM 21248510 104,092,026 3,751,064 3,425,118 232,275 93,671
COOPER CAMERON CORP COM 21664010 21,850,277 666,167 662,667 3,400 100
COOPER COS INC COM NEW 21664840 10,807,026 230,427 229,127 1,300
COOPER INDS INC COM 21666910 115,325,706 2,780,943 2,760,631 11,412 8,900
COOPER TIRE & RUBR C COM 21683110 22,067,215 1,549,664 1,545,059 3,605 1,000
COORS ADOLPH CO CL B 21701610 31,176,360 692,808 692,278 530
COORSTEK INC COM 21702010 1,836,540 73,491 73,491
COPART INC COM 21720410 9,553,902 341,089 340,789 300
COPPER MTN NETWORKS COM 21751010 341,196 426,496 421,071 5,425
COR THERAPEUTICS INC COM 21775310 15,026,704 664,017 662,797 1,020 200
CORILLIAN CORP COM 21872510 238,087 120,246 120,246
CORINTHIAN COLLEGES COM 21886810 6,188,448 183,579 183,579
CORIXA CORP COM 21887F10 3,597,566 342,658 342,238 320 100
CORN PRODS INTL INC COM 21902310 8,965,426 312,058 305,702 1,414 4,942
CORNERSTONE RLTY INC COM 21922V10 5,628,381 526,017 526,017
CORNING INC COM 21935010 175,620,558 19,911,628 19,328,701 481,646 101,281
CORPORATE EXECUTIVE COM 21988R10 20,177,078 773,661 773,461 200
CORPORATE OFFICE PPT SH BEN INT 22002T10 1,212,090 111,201 111,201
CORRECTIONS CORP AME COM NEW 22025Y40 2,627,394 199,650 199,650
CORUS BANKSHARES INC COM 22087310 6,914,119 153,818 150,518 3,300
CORUS ENTERTAINMENT COM CL B N 22087410 3,828,190 233,000 233,000
CORVAS INTL INC COM 22100510 1,300,351 226,148 226,148
CORVEL CORP COM 22100610 1,564,981 59,505 59,505
CORVIS CORP COM 22100910 2,285,970 1,503,928 1,503,726 22 180
Page Total 1,226,436,447
-------------------------------------------------------------------------------
Voting Authority
Name of Sole Shares None
Issuer
------------------------------------------------------------------------------
CONCORD EFS INC 4,126,369 161,067 478,054
CONCURRENT COMPUTER 480,060 34,700
CONECTIV INC 834,019 9,587 55,500
CONESTOGA ENTERPRISE 57,415 4,900
CONEXANT SYSTEMS INC 4,280,121 98,134 400,794
CONMED CORP 223,294 13,650
CONNECTICUT BANCSHAR 93,775 7,000
CONNECTICUT WTR SVC 57,925 4,800
CONNETICS CORP 225,287 7,800
CONOCO INC 25,201 400 15,700
CONOCO INC 73,994 18,914
CONSECO INC 5,822,671 93,685 573,065
CONSOL ENERGY INC 341,577 12,800
CONSOLIDATED EDISON 3,783,452 73,239 499,990
CONSOLIDATED FREIGHT 111,848 9,300
CONSOLIDATED GRAPHIC 77,750 2,100
CONSTELLATION BRANDS 433,639 6,950 19,200
CONSTELLATION ENERGY 2,919,652 57,265 394,706
CONTINENTAL AIRLS IN 365,203 3,400 33,600
CONVERA CORP 135,645 1,300
CONVERGYS CORP 3,217,743 214,367 318,954
COOPER CAMERON CORP 521,272 111,695 33,200
COOPER COS INC 220,727 9,700
COOPER INDS INC 2,154,824 368,203 257,916
COOPER TIRE & RUBR C 1,399,627 12,900 137,137
COORS ADOLPH CO 615,917 8,475 68,416
COORSTEK INC 68,391 5,100
COPART INC 316,089 25,000
COPPER MTN NETWORKS 396,096 30,400
COR THERAPEUTICS INC 625,957 5,200 32,860
CORILLIAN CORP 120,246
CORINTHIAN COLLEGES 177,179 6,400
CORIXA CORP 317,726 100 24,832
CORN PRODS INTL INC 284,416 4,942 22,700
CORNERSTONE RLTY INC 496,517 29,500
CORNING INC 17,385,810 379,275 2,146,543
CORPORATE EXECUTIVE 752,061 21,600
CORPORATE OFFICE PPT 108,801 2,400
CORRECTIONS CORP AME 184,150 15,500
CORUS BANKSHARES INC 147,118 6,700
CORUS ENTERTAINMENT 233,000
CORVAS INTL INC 209,148 17,000
CORVEL CORP 54,255 5,250
CORVIS CORP 1,321,048 180 182,700
Page Total
Page 18 of 73
-------------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
-------------------------------------------------------------------------------------------------------------------------------
COSINE COMMUNICATION COM 22122210 228,322 617,089 617,089
COST PLUS INC CALIF COM 22148510 3,351,140 182,524 182,484 40
COSTCO WHSL CORP NEW COM 22160K10 336,790,893 9,471,060 9,436,363 30,681 4,016
COSTAR GROUP INC COM 22160N10 2,050,538 114,109 114,109
COUNTRYWIDE CR INDS COM 22237210 120,858,678 2,751,165 2,746,795 4,270 100
COUSINS PPTYS INC COM 22279510 12,111,239 489,343 489,343
COVANTA ENERGY CORP COM 22281N10 8,154,450 698,155 697,705 450
COVANSYS CORP COM 22281W10 1,603,230 183,436 183,436
COVANCE INC COM 22281610 16,151,685 901,825 852,910 48,915
COVENANT TRANS INC CL A 22284P10 422,454 44,942 44,942
COVENTRY HEALTH CARE COM 22286210 25,872,986 1,096,313 1,095,573 640 100
COX COMMUNICATIONS I CL A 22404410 88,073,754 2,109,551 2,097,713 6,970 4,868
COX RADIO INC CL A 22405110 4,468,360 221,535 221,375 160
CRANE CO COM 22439910 40,473,285 1,846,409 1,836,196 4,980 5,233
CRAWFORD & CO CL B 22463310 3,804,508 305,583 305,583
CREDENCE SYS CORP COM 22530210 10,575,260 877,615 876,365 1,050 200
CREDIT ACCEP CORP MI COM 22531010 1,308,343 149,696 149,696
CREE INC COM 22544710 6,627,558 448,414 446,894 1,420 100
CRESCENT REAL ESTATE COM 22575610 24,080,349 1,122,627 1,121,267 1,360
CRESTLINE CAP CORP COM 22615310 3,359,292 118,913 118,873 40
CROMPTON CORP COM 22711610 9,284,488 1,339,753 1,333,477 3,790 2,486
CROSSMANN CMNTYS INC COM 22764E10 2,438,197 92,813 92,813
CROSSROADS SYS INC COM 22765D10 432,323 131,007 129,207 1,800
CROWN AMERN RLTY TR SH BEN INT 22818610 2,124,355 299,205 299,205
CROWN CASTLE INTL CO COM 22822710 11,190,600 1,243,400 1,240,940 2,260 200
CROWN CORK & SEAL IN COM 22825510 2,457,522 1,073,154 1,070,374 2,780
CROWN MEDIA HLDGS IN CL A 22841110 1,490,749 145,439 145,359 80
CRYOLIFE INC COM 22890310 5,071,858 134,854 134,854
CUBIC CORP COM 22966910 1,733,694 50,252 50,252
CUBIST PHARMACEUTICA COM 22967810 8,441,846 257,609 253,409 4,200
CULLEN FROST BANKERS COM 22989910 9,930,589 368,482 367,482 900 100
CUMMINS INC COM 23102110 40,318,443 1,221,771 1,220,491 1,280
CUMULUS MEDIA INC CL A 23108210 2,044,481 294,170 286,170 8,000
CURAGEN CORP COM 23126R10 4,818,631 249,670 248,870 500 300
CURIS INC COM 23126910 1,048,593 299,598 239,598 60,000
CURTISS WRIGHT CORP COM 23156110 2,215,736 47,548 47,548
CYBERONICS INC COM 23251P10 2,631,778 166,991 163,431 3,560
CYBEROPTICS CORP COM 23251710 451,800 51,341 51,341
CYGNUS INC COM 23256010 1,353,510 243,000 241,000 2,000
CYMER INC COM 23257210 4,588,093 273,916 273,456 360 100
CYPRESS SEMICONDUCTO COM 23280610 20,726,668 1,394,796 1,389,966 4,610 220
CYTEC INDS INC COM 23282010 11,624,355 502,132 483,952 680 17,500
CYTOGEN CORP COM 23282410 1,847,988 684,440 683,440 1,000
CYTYC CORP COM 23294610 19,370,090 722,495 713,875 8,520 100
Page Total 878,002,711
-------------------------------------------------------------------------------------------------------------------------------
----------------------------------------
Voting Authority
Sole Shared None
----------------------------------------
562,789 54,300
167,624 14,900
8,163,490 138,517 1,169,053
105,509 8,600
2,437,868 45,230 268,067
467,243 22,100
665,455 32,700
169,236 14,200
862,925 38,900
43,542 1,400
1,058,513 100 37,700
1,723,453 17,968 368,130
196,135 4,400 21,000
1,706,869 38,962 100,578
279,083 26,500
843,015 200 34,400
143,096 6,600
396,814 6,200 45,400
1,012,751 5,600 104,276
110,613 8,300
1,263,867 2,486 73,400
88,313 4,500
129,907 1,100
295,205 4,000
1,112,300 12,400 118,700
955,091 118,063
138,959 80 6,400
124,054 10,800
46,852 3,400
240,409 17,200
327,856 5,100 35,526
1,125,827 11,418 84,526
271,970 22,200
220,170 4,200 25,300
219,998 60,000 19,600
44,848 2,700
154,491 12,500
51,341
225,300 2,000 15,700
254,716 100 19,100
1,302,176 7,820 84,800
459,132 17,500 25,500
631,440 53,000
643,395 7,500 71,600
----------------------------------------
Page 19 of 73
----------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
----------------------------------------------------------------------------------------------------------
DDI CORP COM 23316210 3,529,379 450,176 450,176
DMC STRATEX NETWORKS COM 23322L10 3,533,898 684,864 681,114 3,650 100
DQE INC COM 23329J10 15,541,706 807,781 805,331 1,350 1,100
DPL INC COM 23329310 36,606,415 1,505,198 1,496,763 7,685 750
DRS TECHNOLOGIES INC COM 23330X10 4,940,407 142,170 142,070 100
D R HORTON INC COM 23331A10 8,368,593 401,179 399,546 1,633
DSP GROUP INC COM 23332B10 6,669,883 334,330 333,330 800 200
DST SYS INC DEL COM 23332610 50,437,241 1,166,179 1,131,835 1,440 32,904
DTE ENERGY CO COM 23333110 150,061,881 3,485,758 3,480,556 4,308 894
DVI INC COM 23334310 3,842,849 226,183 205,183 21,000
DAISYTEK INTL CORP COM 23405310 1,602,455 141,310 141,270 40
DAL-TILE INTL INC COM 23426R10 7,580,082 492,533 491,363 1,170
DAKTRONICS INC COM 23426410 1,051,397 119,477 119,477
DANA CORP COM 23581110 54,245,022 3,477,245 3,454,947 17,577 4,721
DANAHER CORP DEL COM 23585110 131,112,229 2,778,979 2,757,724 20,805 450
DARDEN RESTAURANTS I COM 23719410 68,809,833 2,621,327 2,613,062 4,965 3,300
DATASCOPE CORP COM 23811310 5,912,011 152,450 151,950 500
DATASTREAM SYS INC COM 23812410 450,708 150,236 150,236
DAVITA INC COM 23918K10 37,483,824 1,841,957 1,840,997 860 100
DEAN FOODS CO COM 24236110 24,769,280 535,552 534,972 380 200
DEB SHOPS INC COM 24272810 706,676 34,338 34,338
DECODE GENETICS INC COM 24358610 1,462,709 237,068 237,068
DEERE & CO COM 24419910 182,195,627 4,844,340 4,830,880 11,105 2,355
DEL MONTE FOODS CO COM 24522P10 1,835,834 238,420 236,080 2,340
DELIAS CORP CL A 24688Q10 1,192,635 223,340 222,483 857
DELL COMPUTER CORP COM 24702510 1,049,070,372 56,614,699 55,766,788 714,286 133,625
DELPHI AUTOMOTIVE SY COM 24712610 752,859,359 64,073,137 64,038,908 28,917 5,312
DELPHI FINL GROUP IN CL A 24713110 4,429,929 131,063 116,727 300 14,036
DELTA & PINE LD CO COM 24735710 6,356,140 374,331 374,051 280
DELTA AIR LINES INC COM 24736110 67,701,144 2,571,255 2,566,935 4,120 200
DELTAGEN INC COM 24783R10 596,036 84,305 84,305
DELTIC TIMBER CORP COM 24785010 2,224,021 87,906 87,906
DENBURY RES INC COM NEW 24791620 1,377,549 166,170 166,170
DELUXE CORP COM 24801910 71,293,012 2,064,071 2,044,831 7,650 11,590
DENDREON CORP COM 24823Q10 1,063,528 125,121 125,021 100
DENDRITE INTL INC COM 24823910 3,088,461 388,975 388,915 60
DENTSPLY INTL INC NE COM 24903010 31,585,403 687,536 675,696 1,640 10,200
DEUTSCHE TELEKOM AG SPONSORED 25156610 4,510,624 291,008 285,790 5,218
DEVELOPERS DIVERSIFI COM 25159110 15,257,141 849,980 849,980
DEVON ENERGY CORP NE COM 25179M10 89,769,517 2,609,579 2,598,931 5,628 5,020
DEVRY INC DEL COM 25189310 24,396,850 679,578 677,958 1,320 300
DIAGEO P L C SPON ADR N 25243Q20 14,595,342 351,695 83,974 267,721
DIAGNOSTIC PRODS COR COM 25245010 10,303,368 244,040 241,440 2,600
DIAL CORP NEW COM 25247D10 21,690,413 1,310,599 1,295,824 14,475 300
Page Total 2,976,110,783
----------------------------------------------------------------------------------------------------------
----------------------------------------------
Voting Authority
Sole Shared None
----------------------------------------------
424,376 25,800
638,864 100 45,900
610,691 152,390 44,700
1,413,748 9,150 82,300
134,670 100 7,400
358,139 5,300 37,740
316,630 200 17,500
1,062,485 37,404 66,290
3,028,917 67,806 389,035
219,983 6,200
130,270 40 11,000
456,233 36,300
111,077 8,400
3,039,373 43,031 394,841
2,478,142 41,603 259,234
2,271,526 44,707 305,094
144,050 8,400
140,136 10,100
1,774,957 8,000 59,000
512,752 200 22,600
34,338
218,068 19,000
4,178,020 57,208 609,112
222,920 15,500
206,540 16,800
48,097,497 1,866,722 6,650,480
9,859,838 52,758,842 1,454,457
105,627 14,036 11,400
353,831 20,500
2,245,810 42,858 282,587
84,305
81,506 6,400
155,870 10,300
1,852,661 59,016 152,394
115,521 100 9,500
368,675 20,300
644,071 13,100 30,365
285,704 5,304
816,880 33,100
2,282,181 43,798 283,600
614,978 3,900 60,700
342,035 9,660
228,240 2,600 13,200
1,255,499 300 54,800
----------------------------------------------
Page 20 of 73
---------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
---------------------------------------------------------------------------------------------------------------------------
DIAMOND OFFSHORE DRI COM 25271C10 10,411,850 412,841 405,571 5,030 2,240
DIAMONDCLUSTER INTL CL A 25278P10 2,167,453 220,046 216,046 4,000
DIANON SYS INC COM 25282610 2,342,030 46,654 46,654
DIEBOLD INC COM 25365110 35,015,728 919,048 905,979 2,645 10,424
DIGENE CORP COM 25375210 2,347,250 93,890 93,890
DIGEX INC DEL CL A 25375610 3,483,813 1,043,058 806,458 205,890 30,710
DIGIMARC CORP COM 25380710 1,166,842 84,738 84,738
DIGITAL INSIGHT CORP COM 25385P10 2,521,639 219,273 219,253 20
DIGITAL LIGHTWAVE IN COM 25385510 1,138,862 116,092 115,432 560 100
DIGITAL RIV INC COM 25388B10 258,470 34,694 34,694
DIGITAS INC COM 25388K10 288,771 125,553 93,253 30,300 2,000
DIGITALTHINK INC COM 25388M10 1,296,197 167,684 167,684
DIGITAL GENERATION S COM 25392110 335,398 236,196 236,196
DIME CMNTY BANCSHARE COM 25392210 5,614,507 221,742 221,742
DILLARDS INC CL A 25406710 27,963,492 2,123,272 2,121,232 1,940 100
DIME BANCORP INC NEW COM 25429Q10 42,626,300 1,084,087 1,076,127 7,860 100
DIMON INC COM 25439410 1,825,285 317,441 317,441
DIONEX CORP COM 25454610 4,764,360 188,912 188,772 40 100
DISCOUNT AUTO PTS IN COM 25464210 903,555 65,475 65,475
DISNEY WALT CO COM DISNEY 25468710 932,332,112 50,071,542 47,071,221 1,971,809 1,028,512
DISTRIBUCION Y SERVI SPONSORED 25475310 264,443 23,611 23,611
DIRECT FOCUS INC COM 25493110 15,319,537 769,826 769,144 682
DITECH COMMUNICATION COM 25500M10 1,304,780 310,662 218,726 91,936
DIVERSA CORP COM 25506410 2,010,829 213,918 213,911 7
DIVINE INC CL A 25540210 428,906 691,785 691,785
DOBSON COMMUNICATION CL A 25606910 2,229,534 215,414 215,194 220
DOCENT INC COM 25608L10 612,494 295,891 295,891
DOCUMENTUM INC COM 25615910 2,625,304 320,550 314,330 20 6,200
DOLE FOOD INC COM 25660510 19,632,167 917,391 915,891 800 700
DOLLAR GEN CORP COM 25666910 70,308,587 6,009,281 6,001,512 7,272 497
DOLLAR THRIFTY AUTOM COM 25674310 2,800,696 281,477 281,237 240
DOLLAR TREE STORES I COM 25674710 20,543,309 1,087,523 1,085,653 1,620 250
DOMINION RES INC VA COM 25746U10 300,282,215 5,059,515 4,991,139 37,690 30,686
DONALDSON INC COM 25765110 15,684,881 544,236 540,856 3,380
DONNA KARAN INTL INC COM 25782610 217,614 21,546 21,546
DONNELLEY R R & SONS COM 25786710 69,602,003 2,573,087 2,566,142 6,785 160
DORAL FINL CORP COM 25811P10 13,416,225 345,779 345,779
DOUBLECLICK INC COM 25860930 4,912,824 861,899 856,899 4,900 100
DOVER CORP COM 26000310 136,072,479 4,519,179 4,424,019 17,508 77,652
DOVER DOWNS ENTMT IN COM 26008610 1,861,493 150,363 150,363
DOW CHEM CO COM 26054310 1,282,648,021 39,152,870 19,113,727 19,949,916 89,227
DOW JONES & CO INC COM 26056110 226,957,967 4,995,773 1,692,227 52,296 3,251,250
DOWNEY FINL CORP COM 26101810 16,470,948 373,237 373,237
DRESS BARN INC COM 26157010 2,886,779 129,452 129,412 40
Page Total 3,287,897,949
---------------------------------------------------------------------------------------------------------------------------
---------------------------------------
Voting Authority
Sole Shared None
---------------------------------------
363,501 5,640 43,700
202,646 4,000 13,400
41,354 5,300
857,024 14,924 47,100
86,190 7,700
997,448 30,710 14,900
78,038 6,700
204,573 14,700
108,592 100 7,400
34,394 300
123,553 2,000
155,584 12,100
236,196
213,042 8,700
1,917,686 16,600 188,986
988,187 5,600 90,300
317,441
167,612 100 21,200
65,475
42,810,817 1,697,678 5,563,047
4,361 19,250
750,251 19,575
293,662 17,000
196,918 17,000
631,885 59,900
197,114 18,300
273,191 22,700
297,150 6,200 17,200
885,991 700 30,700
5,161,527 219,554 628,200
264,277 17,200
1,020,173 6,550 60,800
4,380,979 105,763 572,773
505,436 38,800
21,546
2,206,418 45,218 321,451
323,579 22,200
783,199 11,400 67,300
3,822,336 145,459 551,384
142,563 7,800
16,910,555 20,208,413 2,033,902
1,510,746 3,305,943 179,084
355,537 2,600 15,100
118,952 10,500
Page Total
---------------------------------------
Page 21 of 73
----------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
----------------------------------------------------------------------------------------------------------------------
DREXLER TECHNOLOGY C COM 26187610 324,725 20,950 5,900 950 14,100
DREYERS GRAND ICE CR COM 26187810 11,313,202 389,439 350,639 33,390 5,410
DRIL-QUIP INC COM 26203710 1,153,324 74,408 74,008 400
DU PONT E I DE NEMOU COM 26353410 1,282,412,776 34,179,445 33,508,722 351,166 319,557
DUANE READE INC COM 26357810 2,758,560 91,952 91,532 320 100
DUKE ENERGY CORP COM 26439910 2,442,375,488 64,527,754 16,761,271 47,541,909 224,574
DUKE REALTY CORP COM NEW 26441150 32,140,104 1,356,695 1,354,665 2,030
DUN & BRADSTREET COR COM 26483E10 26,362,728 941,526 929,600 10,101 1,825
DURA AUTOMOTIVE SYST CL A 26590310 974,664 135,370 135,370
DUPONT PHOTOMASKS IN COM 26613X10 1,520,454 54,732 54,732
DURAMED PHARMACEUTIC COM 26635410 3,662,853 180,971 180,971
DURECT CORP COM 26660510 1,664,650 171,968 171,968
DUSA PHARMACEUTICALS COM 26689810 1,115,990 108,771 108,771
DURASWITCH INDUSTRIE COM NEW 26690520 276,602 27,550 27,550
DYAX CORP COM 26746E10 1,515,871 157,575 154,430 3,145
DYCOM INDS INC COM 26747510 15,083,770 1,300,325 1,299,325 1,000
DYNACQ INTL INC COM PAR $. 26791930 522,219 34,699 34,699
DYNEGY INC NEW CL A 26816Q10 210,630,177 6,078,793 6,069,723 7,010 2,060
EDP-ELECTRICIDADE DE SPONSORED 26835310 876,947 33,664 33,664
EEX CORP COM NEW 26842V20 744,891 532,065 282,065 250,000
EGL INC COM 26848410 3,859,700 435,141 435,101 40
E M C CORP MASS COM 26864810 603,003,220 51,319,423 48,225,998 2,276,431 816,994
EMC INS GROUP INC COM 26866410 286,517 18,485 18,485
ENSCO INTL INC COM 26874Q10 24,563,690 1,680,143 1,677,223 2,620 300
ENI S P A SPONSORED 26874R10 3,587,303 58,712 58,712
EOG RES INC COM 26875P10 67,421,393 2,330,501 2,238,351 62,770 29,380
E ON AG SPONSORED 26878010 2,415,822 47,138 47,138
E PIPHANY INC COM 26881V10 2,507,198 589,929 587,739 2,090 100
EPIQ SYS INC COM 26882D10 1,977,372 77,544 77,544
ESS TECHNOLOGY INC COM 26915110 4,021,242 393,468 393,368 100
E TRADE GROUP INC COM 26924610 16,798,200 2,776,562 2,765,802 8,300 2,460
EARTHSHELL CORP COM 27032B10 825,624 375,284 372,784 2,500
EARTHLINK INC COM 27032110 11,892,254 780,844 774,514 3,000 3,330
EAST WEST BANCORP IN COM 27579R10 6,248,685 267,152 267,152
EASTGROUP PPTY INC COM 27727610 3,745,119 171,010 171,010
EASTMAN CHEM CO COM 27743210 65,098,169 1,793,338 1,790,280 1,278 1,780
EASTMAN KODAK CO COM 27746110 272,704,877 8,383,181 8,333,963 17,499 31,719
EATON CORP COM 27805810 89,476,908 1,511,179 1,436,790 74,289 100
EATON VANCE CORP COM NON VT 27826510 20,677,111 659,557 659,117 400 40
EBAY INC COM 27864210 55,448,268 1,211,984 1,209,358 2,526 100
ECHELON CORP COM 27874N10 2,558,325 204,994 203,684 1,310
ECHOSTAR COMMUNICATI CL A 27876210 31,148,616 1,338,574 1,335,914 2,560 100
ECLIPSYS CORP COM 27885610 5,008,553 376,583 374,783 1,760 40
ECOLAB INC COM 27886510 130,016,060 3,578,752 3,099,190 389,888 89,674
Page Total 5,462,720,221
----------------------------------------------------------------------------------------------------------------------
----------------------------------------
Voting Authority
Sole Shared None
----------------------------------------
6,850 14,100
372,729 5,410 11,300
70,508 3,900
31,113,784 647,585 2,418,076
86,852 100 5,000
15,374,947 47,323,498 1,829,309
1,267,395 8,400 80,900
871,576 6,965 62,985
132,970 2,400
50,532 4,200
167,771 13,200
160,168 11,800
98,971 9,800
27,550
145,575 12,000
1,274,025 26,300
34,699
5,398,643 98,369 581,781
33,664
526,665 5,400
416,941 18,200
43,116,072 2,311,855 5,891,496
18,485
1,570,443 9,300 100,400
58,712
2,026,874 66,249 237,378
47,138
547,279 100 42,550
76,344 1,200
373,968 19,500
2,593,002 24,560 159,000
366,784 2,500 6,000
725,414 10,830 44,600
245,952 21,200
159,610 11,400
1,621,882 25,426 146,030
7,566,838 135,435 680,908
1,263,242 89,733 158,204
616,443 5,640 37,474
983,806 9,700 218,478
191,894 13,100
1,169,417 14,500 154,657
349,593 40 26,950
3,127,633 182,548 268,571
----------------------------------------
Page 22 of 73
------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------
EDEN BIOSCIENCE CORP COM 27944510 1,357,548 178,156 178,056 100
EDISON INTL COM 28102010 387,674,741 29,458,567 29,448,457 9,270 840
EDISON SCHOOLS INC CL A 28103310 6,496,473 430,230 357,860 62,220 10,150
EDO CORP COM 28134710 2,015,058 70,089 70,089
EDUCATION MGMT CORP COM 28139T10 5,479,494 180,484 180,484
J D EDWARDS & CO COM 28166710 6,029,992 846,909 845,909 900 100
EDWARDS LIFESCIENCES COM 28176E10 51,167,401 2,284,259 1,090,644 1,193,075 540
EDWARDS AG INC COM 28176010 33,607,923 957,218 937,500 18,525 1,193
EFUNDS CORP COM 28224R10 6,906,053 414,778 405,497 2,891 6,390
EL PASO CORP COM 28336L10 445,330,074 10,717,932 10,595,858 77,335 44,739
EL PASO ELEC CO COM NEW 28367785 10,455,486 795,094 794,574 520
ELAN PLC ADR 28413120 26,680,252 550,676 255,086 295,590
ELANTEC SEMICONDUCTO COM 28415510 6,146,560 267,824 267,624 200
ELCOR CORP COM 28444310 4,040,212 187,655 187,555 100
ELECTRO RENT CORP COM 28521810 1,649,198 130,785 130,785
ELECTRO SCIENTIFIC I COM 28522910 8,449,652 384,950 384,490 460
ELECTROGLAS INC COM 28532410 2,314,766 185,925 185,925
ELECTRONIC ARTS INC COM 28551210 74,348,887 1,627,959 1,624,984 2,440 535
ELECTRONIC DATA SYS COM 28566110 795,711,493 13,819,234 13,787,487 26,895 4,852
ELECTRONICS BOUTIQUE COM 28604510 2,267,007 84,119 84,119
ELECTRONICS FOR IMAG COM 28608210 28,172,947 1,730,525 1,728,975 1,450 100
ELIZABETH ARDEN INC COM 28660G10 1,017,909 79,711 79,711
ELSEVIER N V SPON ADR N 29025910 1,054,973 45,473 45,473
EMBARCADERO TECHNOLO COM 29078710 635,203 80,712 80,712
EMBOTELLADORA ANDINA SPON ADR A 29081P20 268,095 26,054 26,054
EMCOR GROUP INC COM 29084Q10 2,808,890 88,053 88,053
EMCORE CORP COM 29084610 1,759,747 205,578 205,338 240
EMERSON ELEC CO COM 29101110 471,193,708 10,012,616 8,962,529 682,721 367,366
EMEX CORP COM 29120610 506,714 77,361 77,361
EMISPHERE TECHNOLOGI COM 29134510 2,519,939 131,934 131,634 300
EMMIS COMMUNICATIONS CL A 29152510 5,344,311 370,618 370,198 320 100
EMPIRE DIST ELEC CO COM 29164110 3,795,215 184,682 183,782 800 100
EMPRESA NACIONAL DE SPONSORED 29244T10 416,138 48,053 48,053
EMULEX CORP COM NEW 29247520 7,225,393 759,768 671,950 74,748 13,070
ENCOMPASS SVCS CORP COM 29255U10 2,018,236 533,925 533,765 160
ENCORE ACQUISITION C COM 29255W10 848,700 56,580 56,580
ENCORE WIRE CORP COM 29256210 1,383,940 106,868 106,868
ENDESA S A SPONSORED 29258N10 8,012,312 522,315 158,833 363,482
ENDO PHARMACEUTICALS COM 29264F20 2,099,312 193,485 193,485
ENDOCARE INC COM 29264P10 1,696,927 96,691 96,591 100
ENERGEN CORP COM 29265N10 7,316,482 325,177 324,977 200
ENEL SOCIETA PER AZI ADR 29265W10 1,683,029 57,638 57,638
ENERGY CONVERSION DE COM 29265910 2,195,775 133,563 133,563
ENERGY EAST CORP COM 29266M10 29,019,252 1,443,026 1,438,323 4,703
Page Total 2,461,121,417
------------------------------------------------------------------------------------------------------------------
---------------------------------------------
Voting Authority
Sole Shared None
---------------------------------------------
165,756 12,400
5,910,506 22,799,520 748,541
404,580 10,150 15,500
64,889 5,200
166,884 13,600
785,409 100 61,400
1,053,882 1,192,237 38,140
869,438 6,393 81,387
379,468 6,390 28,920
9,165,371 201,414 1,351,147
758,894 36,200
541,276 9,400
254,724 13,100
173,255 14,400
121,785 9,000
367,650 17,300
170,225 15,700
1,459,817 9,135 159,007
8,619,681 3,911,080 1,288,473
80,619 3,500
1,682,325 100 48,100
73,911 5,800
24,858 20,615
75,112 5,600
3,134 22,920
82,453 5,600
189,878 15,700
8,391,578 503,114 1,117,924
77,361
121,534 10,400
336,018 3,600 31,000
172,582 100 12,000
12,993 35,060
688,198 20,470 51,100
486,925 47,000
53,680 2,900
98,668 8,200
516,115 6,200
189,985 3,500
89,391 100 7,200
298,277 26,900
57,638
125,663 7,900
1,360,926 7,500 74,600
Page Total
---------------------------------------------
Page 23 of 73
----------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
----------------------------------------------------------------------------------------------------------------
ENERGIZER HLDGS INC COM 29266R10 19,418,359 1,168,373 1,166,223 1,285 865
ENERGY PARTNERS LTD COM 29270U10 1,292,347 185,150 185,150
ENERSIS S A SPONSORED 29274F10 464,789 37,973 37,973
ENGELHARD CORP COM 29284510 61,109,248 2,645,422 2,642,297 3,125
ENGINEERED SUPPORT S COM 29286610 7,717,429 163,852 163,852
ENESCO GROUP INC COM 29297310 237,313 57,184 57,184
ENRON CORP COM 29356110 439,563,270 16,142,610 15,865,957 184,021 92,632
ENTEGRIS INC COM 29362U10 4,937,681 625,023 625,023
ENTERASYS NETWORKS I COM 29363710 13,200,628 2,046,609 2,039,394 6,995 220
ENTERCOM COMMUNICATI CL A 29363910 11,934,340 351,010 350,490 320 200
ENTERGY CORP NEW COM 29364G10 181,272,149 5,097,642 5,090,426 3,973 3,243
ENTERPRISE PRODS PAR COM 29379210 1,517,019 32,765 32,765
ENTERTAINMENT PPTYS COM SH BEN 29380T10 2,644,292 156,467 156,467
ENTREMED INC COM 29382F10 1,223,943 142,319 134,019 5,500 2,800
ENTRAVISION COMMUNIC CL A 29382R10 2,198,205 257,100 254,100 3,000
ENTRUST INC COM 29384810 1,174,171 411,990 411,700 190 100
ENZON INC COM 29390410 17,960,823 352,173 313,108 33,345 5,720
ENZO BIOCHEM INC COM 29410010 3,499,170 206,319 195,399 9,720 1,200
EOTT ENERGY PARTNERS UNIT LTD P 29410310 306,900 15,500 15,500
EQUIFAX INC COM 29442910 65,513,871 2,991,501 2,977,234 8,267 6,000
EQUITABLE RES INC COM 29454910 22,411,648 746,806 740,962 1,020 4,824
EQUITY INNS INC COM 29470310 3,431,283 477,230 477,230
EQUITY OFFICE PROPER COM 29474110 172,616,832 5,394,276 5,226,776 167,500
EQUITY ONE COM 29475210 218,579 18,682 18,682
EQUITY RESIDENTIAL P SH BEN INT 29476L10 97,859,303 1,675,673 1,604,768 70,905
ERICSSON L M TEL CO ADR CL B S 29482140 16,474,398 4,720,458 1,207,077 3,513,381
ERIE INDTY CO CL A 29530P10 8,583,378 217,026 216,386 640
ESCO TECHNOLOGIES IN COM 29631510 3,442,624 138,258 138,258
ESPERION THERAPEUTIC COM 29664R10 1,270,940 170,596 170,596
ESPEED INC CL A 29664310 1,048,433 123,636 123,336 300
ESSEX PPTY TR INC COM 29717810 15,119,804 307,939 280,664 27,275
ESTERLINE TECHNOLOGI COM 29742510 5,687,582 358,838 358,798 40
ETHAN ALLEN INTERIOR COM 29760210 7,693,372 279,759 279,179 480 100
EVERGREEN RES INC COM NO PAR 29990030 4,805,894 141,558 141,558
EXACT SCIENCES CORP COM 30063P10 352,833 38,103 37,903 200
EXAR CORP COM 30064510 5,758,270 332,848 332,108 740
EXCEL TECHNOLOGY INC COM 30067T10 1,175,062 74,702 74,592 110
EXE TECHNOLOGIES INC COM 30150410 454,950 223,015 223,015
EXELON CORP COM 30161N10 316,300,747 7,091,945 7,049,518 39,847 2,580
EXELIXIS INC COM 30161Q10 3,386,945 295,545 295,445 100
EXFO ELECTRO OPTICAL SUB VTG SH 30204310 1,442,565 160,285 100,700 59,585
EXIDE TECHNOLOGIES COM 30205110 837,205 222,661 222,661
EXODUS COMMUNICATION COM 30208810 602,161 3,542,126 3,524,884 15,822 1,420
EXPEDIA INC COM 30212510 2,781,982 114,532 114,332 100 100
Page Total 1,530,942,737
----------------------------------------------------------------------------------------------------------------
-------------------------------------------
Voting Authority
Sole Shared None
-------------------------------------------
1,104,175 6,665 57,533
171,550 13,600
6,465 31,508
2,348,914 39,581 256,927
159,752 4,100
53,284 3,900
13,835,609 311,846 1,995,155
600,523 24,500
1,897,202 13,710 135,697
331,610 1,800 17,600
4,493,917 79,098 524,627
32,765
147,167 9,300
129,419 2,800 10,100
232,900 24,200
384,790 100 27,100
317,392 8,420 26,361
189,789 1,200 15,330
15,500
2,565,710 104,821 320,970
674,280 8,924 63,602
454,030 23,200
4,846,876 28,425 518,975
18,682
1,506,145 9,100 160,428
4,639,358 81,100
202,626 1,900 12,500
130,263 7,995
157,996 12,600
117,236 300 6,100
299,039 8,900
346,538 12,300
258,059 2,300 19,400
130,358 11,200
38,103
309,448 23,400
67,802 6,900
203,815 19,200
6,181,047 115,809 795,089
274,345 100 21,100
160,285
208,261 14,400
2,951,059 44,120 546,947
109,232 100 5,200
-------------------------------------------
Page 24 of 73
------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------
EXPEDITORS INTL WASH COM 30213010 24,549,412 518,467 516,197 2,090 180
EXPRESS SCRIPTS INC COM 30218210 49,223,514 889,796 888,896 700 200
EXTENDED STAY AMER I COM 30224P10 10,450,885 722,245 719,125 3,040 80
EXTENSITY INC COM 30225510 278,866 99,595 99,495 100
EXTREME NETWORKS INC COM 30226D10 4,857,287 702,936 678,291 12,645 12,000
EXULT INC DEL COM 30228410 5,500,741 470,551 470,451 100
EXXON MOBIL CORP COM 30231G10 6,138,818,218 155,807,569 148,009,263 4,095,427 3,702,879
F&M BANCORP MD COM 30236710 2,564,063 97,865 97,865
FBL FINL GROUP INC CL A 30239F10 1,913,854 114,465 114,465
FEI CO COM 30241L10 6,589,989 302,988 302,888 100
FLIR SYS INC COM 30244510 8,331,880 203,068 203,068
F M C CORP COM NEW 30249130 38,548,222 786,859 785,949 860 50
FNB CORP PA COM 30252010 6,002,340 229,535 226,053 3,482
FPL GROUP INC COM 30257110 197,581,721 3,689,668 3,584,511 59,397 45,760
FSI INTL INC COM 30263310 2,908,140 291,982 291,782 200
F Y I INC COM 30271210 7,266,498 193,670 193,570 100
FTI CONSULTING INC COM 30294110 2,078,903 70,711 70,711
FACTORY 2-U INC COM 30307210 1,574,482 112,463 112,143 320
FACTSET RESH SYS INC COM 30307510 4,887,055 201,445 186,445 15,000
FAIR ISAAC & CO INC COM 30325010 7,448,076 157,698 157,098 600
FAIRCHILD CORP CL A 30369810 311,800 91,706 91,706
FAIRCHILD SEMICONDUC CL A 30372610 10,971,426 683,578 681,178 2,400
FALCONSTOR SOFTWARE COM 30613710 958,069 110,504 109,404 1,100
FAMILY DLR STORES IN COM 30700010 84,313,079 3,063,702 3,054,482 5,620 3,600
FARMERS CAP BK CORP COM 30956210 2,110,637 56,404 56,404
FASTENAL CO COM 31190010 21,706,531 380,950 380,430 420 100
FEDDERS CORP COM 31313510 947,688 242,997 242,997
FEDERAL AGRIC MTG CO CL C 31314830 2,029,337 60,795 60,695 100
FEDERAL HOME LN MTG COM 31340030 1,022,435,505 15,729,777 15,208,777 419,984 101,016
FEDERAL MOGUL CORP COM 31354910 8,059,038 12,398,521 12,398,521
FEDERAL NATL MTG ASS COM 31358610 1,833,667,900 22,903,671 22,663,251 184,519 55,901
FEDERAL REALTY INVT SH BEN INT 31374720 9,869,178 448,599 448,599
FEDERAL SIGNAL CORP COM 31385510 11,437,405 648,379 636,059 12,120 200
FEDERATED DEPT STORE COM 31410H10 130,825,891 4,639,216 4,627,081 11,295 840
FEDERATED INVS INC P CL B 31421110 17,804,192 601,493 601,293 200
FEDEX CORP COM 31428X10 235,737,799 6,414,634 6,326,543 15,571 72,520
FELCOR LODGING TR IN COM 31430F10 7,398,414 550,068 549,668 400
FERRO CORP COM 31540510 8,349,343 360,196 359,616 580
F5 NETWORKS INC COM 31561610 1,780,729 191,889 191,889
FIAT S P A SP ADR ORD 31562188 307,417 17,457 17,457
FIBERCORE INC COM 31563B10 547,826 228,261 227,261 1,000
FIDELITY BANKSHARES COM 31604Q10 1,699,895 127,333 127,333
FIDELITY NATL FINL I COM 31632610 29,990,847 1,115,316 1,113,949 1,257 110
FIFTH THIRD BANCORP COM 31677310 764,501,463 12,434,962 11,173,701 895,429 365,832
Page Total 10,729,135,555
------------------------------------------------------------------------------------------------------------
------------------------------------------------------
Voting Authority
Sole Shared None
------------------------------------------------------
484,307 3,180 30,980
831,477 5,400 52,919
678,965 4,380 38,900
99,395 200
608,630 21,600 72,706
418,551 7,000 45,000
134,275,089 5,828,649 15,703,831
90,865 7,000
107,965 6,500
292,788 100 10,100
196,368 6,700
730,251 7,702 48,906
213,575 15,960
3,173,742 103,547 412,379
275,982 16,000
184,220 100 9,350
68,811 1,900
103,563 8,900
173,145 15,000 13,300
145,848 11,850
91,706
615,478 5,600 62,500
102,404 8,100
2,691,289 109,700 262,713
52,604 3,800
348,950 3,100 28,900
227,897 15,100
55,695 100 5,000
13,733,430 310,532 1,685,815
526,688 11,827,233 44,600
19,442,796 762,575 2,698,300
426,399 22,200
618,014 200 30,165
4,166,391 64,396 408,429
546,611 5,100 49,782
5,457,958 161,415 795,261
531,368 18,700
342,496 17,700
180,389 11,500
17,457
208,661 19,600
117,533 9,800
1,047,886 8,360 59,070
10,395,624 747,095 1,292,243
----------------------------------------------------
Page 25 of 73
------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------
FILENET CORP COM 31686910 3,038,199 301,708 301,668 40
FINANCIAL FED CORP COM 31749210 4,824,270 196,909 196,909
FINANCIAL INSTNS INC COM 31758540 1,440,270 61,445 61,445
FINISAR COM 31787A10 2,890,483 729,920 727,820 2,000 100
FINISH LINE INC CL A 31792310 1,441,997 132,903 132,903
FINOVA GROUP INC COM 31792810 486,353 434,244 434,244
FIRST AMERN CORP CAL COM 31852230 16,684,886 823,945 823,445 500
FIRST BANCORP P R COM 31867210 4,879,316 188,682 188,582 100
FIRST BANCORP N C COM 31891010 1,244,040 51,835 50,935 900
FIRST BUSEY CORP COM 31938310 1,511,511 76,571 76,571
FIRST CHARTER CORP COM 31943910 4,396,874 268,922 268,922
FIRST CTZNS BANCSHAR CLA 31946M10 4,683,929 56,304 56,304
FIRST COMWLTH FINL C COM 31982910 6,218,687 499,493 499,493
FIRST CMNTY BANCSHAR COM 31983A10 1,930,633 61,096 61,096
FIRST CMNTY BANCORP COM 31983B10 430,419 19,835 19,835
FIRST CONSULTING GRO COM 31986R10 1,379,857 153,488 153,358 130
FIRST FED CAP CORP COM 31996010 2,044,518 137,216 137,216
FIRST DATA CORP COM 31996310 541,959,163 9,302,423 9,197,795 76,493 28,135
FIRST ESSEX BANCORP COM 32010310 1,241,021 47,277 46,277 1,000
FIRST FINL BANKSHARE COM 32020R10 2,822,093 95,567 95,567
FIRST FINL BANCORP O COM 32020910 5,081,882 327,652 324,947 2,705
FIRST FINL CORP IND COM 32021810 2,300,030 57,616 57,616
FIRST FINL HLDGS INC COM 32023910 2,594,956 113,070 113,070
FIRST HORIZON PHARMA COM 32051K10 2,420,685 92,996 91,496 1,500
FIRST INDUSTRIAL REA COM 32054K10 15,154,890 505,163 505,163
FIRST IND CORP COM 32054R10 1,694,679 82,266 82,266
FIRST MERCHANTS CORP COM 32081710 2,406,076 104,612 104,612
FIRST MIDWEST BANCOR COM 32086710 12,086,720 357,807 357,787 20
FIRST HEALTH GROUP C COM 32096010 28,015,210 953,547 951,347 2,000 200
FIRST NIAGARA FINL G COM 33582U10 1,493,097 94,083 94,083
FIRST PL FINL CORP COM 33610T10 1,793,125 125,569 125,569
FIRST REP BK SAN FRA COM 33615810 2,170,129 94,559 94,559
FIRST SENTINEL BANCO COM 33640T10 2,718,870 231,000 231,000
1ST SOURCE CORP COM 33690110 2,647,768 123,152 123,152
FIRST TENN NATL CORP COM 33716210 54,499,631 1,472,963 1,463,023 8,440 1,500
FIRST UN REAL EST EQ SH BEN INT 33740010 298,226 117,412 117,412
FIRST VA BANKS INC COM 33747710 25,572,842 558,359 554,609 3,450 300
FISERV INC COM 33773810 174,989,601 5,116,655 5,109,800 6,555 300
FISHER COMMUNICATION COM 33775620 1,592,656 30,628 30,628
FIRSTFED FINL CORP COM 33790710 9,292,452 357,402 357,302 100
FIRSTMERIT CORP COM 33791510 22,192,809 945,582 909,502 35,680 400
FLAGSTAR BANCORP INC COM 33793010 4,595,768 198,951 197,301 1,650
FIRSTENERGY CORP COM 33793210 648,240,046 18,031,712 18,005,600 23,645 2,467
FISHER SCIENTIFIC IN COM NEW 33803220 19,444,258 765,522 764,822 600 100
Page Total 1,648,844,925
------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------
Voting Authority
Sole Shared None
-----------------------------------------------------
279,608 22,100
190,409 6,500
59,845 1,600
647,020 9,300 73,600
122,103 10,800
434,144 100
781,945 42,000
174,182 14,500
50,635 1,200
70,771 5,800
247,522 21,400
52,204 4,100
460,493 39,000
56,096 5,000
19,835
142,188 11,300
127,816 9,400
8,021,697 303,067 977,659
45,977 1,300
88,817 6,750
302,767 24,885
53,416 4,200
104,670 8,400
91,646 1,350
480,763 24,400
76,466 5,800
94,742 9,870
331,607 26,200
893,300 5,700 54,547
86,583 7,500
115,969 9,600
87,959 6,600
214,300 16,700
115,487 7,665
1,330,163 10,100 132,700
117,412
521,459 3,200 33,700
4,545,703 153,731 417,221
28,128 2,500
337,102 20,300
888,085 5,300 52,197
198,951
4,341,560 13,162,373 527,779
718,922 10,500 36,100
-----------------------------------------------------
Page 26 of 73
--------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
--------------------------------------------------------------------------------------------------------------------
FLEETBOSTON FINL COR COM 33903010 942,464,334 25,645,288 24,830,039 543,639 271,610
FLEETWOOD ENTERPRISE COM 33909910 3,316,669 296,661 296,661
FLEMING COS INC COM 33913010 11,381,601 385,817 383,117 1,200 1,500
FLORIDA EAST COAST I CL A 34063210 4,709,430 214,065 209,745 320 4,000
FLORIDA ROCK INDS IN COM 34114010 5,214,981 165,345 164,565 630 150
FLUOR CORP NEW COM 34341210 62,826,071 1,631,846 1,629,821 2,025
FLOW INTL CORP COM 34346810 948,001 97,934 97,934
FLOWERS FOODS INC COM 34349810 11,794,336 325,361 149,932 175,369 60
FLOWSERVE CORP COM 34354P10 15,416,909 780,603 780,288 315
FLUSHING FINL CORP COM 34387310 1,334,029 82,859 82,859
FOAMEX INTL INC COM 34412310 678,941 110,397 110,397
FOOTSTAR INC COM 34491210 6,059,152 175,120 175,100 20
FORD MTR CO DEL COM PAR $0 34537086 699,499,568 40,316,978 39,817,245 442,989 56,744
FOREST CITY ENTERPRI CL A 34555010 7,251,312 151,069 151,069
FOREST LABS INC COM 34583810 279,042,425 3,868,068 3,838,943 6,505 22,620
FOREST OIL CORP COM PAR $0 34609170 8,250,786 332,693 332,393 200 100
FORRESTER RESH INC COM 34656310 3,457,703 208,170 208,170
FORTUNE BRANDS INC COM 34963110 122,214,432 3,648,192 3,205,050 395,215 47,927
FORWARD AIR CORP COM 34985310 5,484,137 232,971 195,096 37,875
FOSSIL INC COM 34988210 2,056,187 130,884 130,884
FOUNDRY NETWORKS INC COM 35063R10 4,635,873 766,260 760,380 5,780 100
4 KIDS ENTMT INC COM 35086510 1,401,756 70,440 70,420 20
FOX ENTMT GROUP INC CL A 35138T10 16,881,133 883,829 879,989 2,090 1,750
FRANCE TELECOM SPONSORED 35177Q10 1,856,219 58,025 58,025
FRANKLIN ELEC INC COM 35351410 2,783,592 38,661 38,661
FRANKLIN RES INC COM 35461310 173,479,665 5,003,740 4,751,760 193,018 58,962
FREDS INC CL A 35610810 2,724,931 104,005 102,905 1,000 100
FREEMARKETS INC COM 35660210 6,850,571 647,502 269,423 352,971 25,108
FREEPORT-MCMORAN COP CL B 35671D85 30,192,200 2,747,243 2,730,456 3,470 13,317
FREMONT GEN CORP COM 35728810 2,830,922 518,484 518,484
FRESENIUS MED CARE A SPONSORED 35802910 685,440 26,880 26,880
FRIEDMAN BILLINGS RA CL A 35843310 1,024,013 200,787 200,787
FRIEDMANS INC CL A 35843810 675,917 95,739 95,739
FRONTIER AIRLINES IN COM 35906510 3,953,923 477,527 477,527
FRONTIER FINL CORP W COM 35907K10 4,097,005 148,982 148,982
FRONTIER OIL CORP COM 35914P10 9,899,511 577,231 577,231
FUELCELL ENERGY INC COM 35952H10 3,466,517 234,066 227,266 6,800
FUJI PHOTO FILM LTD ADR 35958630 1,292,762 39,704 39,704
FULLER H B CO COM 35969410 7,960,360 173,807 173,407 300 100
FULTON FINL CORP PA COM 36027110 15,056,591 673,673 672,661 1,012
FURNITURE BRANDS INT COM 36092110 11,436,084 587,068 586,068 1,000
G & K SVCS INC CL A 36126810 5,183,675 195,242 195,047 75 120
GATX CORP COM 36144810 15,408,936 458,054 449,734 8,095 225
GBC BANCORP CALIF COM 36147510 3,120,501 99,952 93,452 6,500
Page Total 2,520,299,101
--------------------------------------------------------------------------------------------------------------------
-------------------------------------
Voting Authority
Sole Shared None
-------------------------------------
22,453,012 614,833 2,577,443
264,361 32,300
344,617 1,500 39,700
195,965 4,000 14,100
153,405 150 11,790
1,415,694 52,432 163,720
95,534 2,400
137,492 175,309 12,560
754,323 26,280
80,609 2,250
110,397
163,020 12,100
35,184,290 668,228 4,464,460
140,469 10,600
3,351,366 159,539 357,163
315,033 1,300 16,360
199,270 8,900
2,873,393 457,530 317,269
223,671 9,300
122,484 8,400
676,813 6,500 82,947
66,940 3,500
784,879 9,950 89,000
58,025
35,461 3,200
4,382,025 134,127 487,588
96,905 100 7,000
604,294 25,108 18,100
2,423,139 56,386 267,718
483,684 34,800
26,880
185,787 15,000
87,139 8,600
458,777 18,750
137,982 11,000
560,431 16,800
212,666 6,800 14,600
39,704
160,027 100 13,680
618,073 7,300 48,300
554,868 32,200
181,322 120 13,800
415,329 2,725 40,000
88,552 6,500 4,900
-------------------------------------
Page 27 of 73
----------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
----------------------------------------------------------------------------------------------------------------
GPU INC COM 36225X10 120,348,071 2,981,865 2,971,456 10,085 324
GABELLI ASSET MGMT I CL A 36239Y10 1,722,527 46,757 46,757
GABLES RESIDENTIAL T SH BEN INT 36241810 9,047,551 295,093 294,993 100
GALILEO INTERNATIONA COM 36354710 19,850,628 956,196 954,656 1,340 200
GALLAGHER ARTHUR J & COM 36357610 39,437,687 1,165,072 1,085,262 54,390 25,420
GALLAHER GROUP PLC SPONSORED 36359510 595,116 22,289 21,229 1,060
GANNETT INC COM 36473010 347,757,268 5,785,348 5,645,058 59,742 80,548
GAP INC DEL COM 36476010 191,530,572 16,027,663 15,985,939 39,879 1,845
GARAN INC COM 36480210 933,108 26,775 26,075 700
GARDNER DENVER INC COM 36555810 2,669,705 120,257 120,182 75
GARTNER INC COM 36665110 5,510,445 608,889 607,969 920
GARTNER INC CL B 36665120 3,580,006 411,495 410,543 327 625
GATEWAY INC COM 36762610 30,987,026 5,685,693 5,681,015 3,000 1,678
GAYLORD ENTMT CO NEW COM 36790510 3,802,477 189,178 188,928 150 100
GEMSTAR-TV GUIDE INT COM 36866W10 34,704,717 1,760,767 1,748,327 12,440
GENAISSANCE PHARMACE COM 36867W10 605,369 155,622 155,522 100
GENCORP INC COM 36868210 3,154,277 278,155 278,055 100
GENE LOGIC INC COM 36868910 3,390,674 257,650 257,350 300
GENELABS TECHNOLOGIE COM 36870610 481,834 260,451 260,451
GENENCOR INTL INC COM 36870910 1,194,706 121,167 121,167
GENENTECH INC COM NEW 36871040 73,744,704 1,676,016 1,650,349 22,787 2,880
GENERAL CABLE CORP D COM 36930010 6,537,888 663,745 663,693 52
GENERAL COMMUNICATIO CL A 36938510 4,064,208 335,885 335,885
GENERAL DYNAMICS COR COM 36955010 372,879,356 4,221,913 4,212,538 9,055 320
GENERAL ELEC CO COM 36960410 8,454,059,724 227,259,670 214,979,907 6,425,073 5,854,690
GENERAL GROWTH PPTYS COM 37002110 19,081,949 548,805 546,995 1,810
GENERAL MLS INC COM 37033410 299,998,016 6,593,363 6,135,463 186,468 271,432
GENERAL MTRS CORP COM 37044210 3,560,934,491 83,005,466 82,916,683 59,675 29,108
GENERAL MTRS CORP CL H NEW 37044283 674,152,233 50,574,061 50,490,472 61,713 21,876
GENERAL SEMICONDUCTO COM 37078710 6,086,601 634,021 632,621 1,400
GENESCO INC COM 37153210 3,026,660 186,256 186,256
GENESISINTERMEDIA IN COM 37184Y10 599,068 101,537 101,537
GENTEX CORP COM 37190110 46,969,460 1,966,072 1,486,534 374,563 104,975
GENLYTE GROUP INC COM 37230210 2,969,310 102,390 102,090 300
GENOME THERAPEUTICS COM 37243010 1,169,251 201,595 200,995 600
GENRAD INC COM 37244710 763,737 233,559 233,559
GENTA INC COM NEW 37245M20 1,948,428 188,254 188,254
GENZYME TRANSGENICS COM 37246E10 682,062 177,159 177,159
GENUINE PARTS CO COM 37246010 116,040,141 3,642,189 3,625,459 8,705 8,025
GENTIVA HEALTH SERVI COM 37247A10 2,878,142 159,808 159,808
GENUITY INC CL A 37248E10 2,156,373 1,373,486 1,343,086 30,400
GENZYME CORP COM GENL D 37291710 130,131,025 2,865,060 2,841,672 18,588 4,800
GENZYME CORP COM-MOLECU 37291750 810,216 104,544 102,635 1,801 108
GENZYME CORP COM BIOSUR 37291770 1,051,022 269,493 268,606 440 447
Page Total 14,604,037,829
----------------------------------------------------------------------------------------------------------------
---------------------------------------
Voting Authority
Sole Shared None
---------------------------------------
2,215,314 488,308 278,243
43,357 3,400
279,293 15,800
884,893 5,900 65,403
1,080,439 33,220 51,413
22,289
5,015,527 158,072 611,749
13,610,300 557,595 1,859,768
26,775
111,957 8,300
561,089 47,800
410,870 625
5,129,462 92,588 463,643
176,778 100 12,300
1,445,791 13,400 301,576
144,222 100 11,300
258,755 19,400
240,350 17,300
235,251 25,200
119,767 1,400
1,434,205 17,980 223,831
646,045 17,700
312,585 23,300
3,699,399 51,560 470,954
184,373,850 19,517,407 23,368,413
509,905 5,300 33,600
5,348,299 465,002 780,062
11,964,225 69,820,214 1,221,027
5,666,066 43,835,184 1,072,811
609,221 24,800
170,856 15,400
94,137 7,400
1,809,597 109,675 46,800
93,690 8,700
185,495 16,100
222,459 11,100
175,954 12,300
163,859 13,300
3,139,525 55,874 446,790
149,308 10,500
1,248,986 30,400 94,100
2,657,154 17,300 190,606
101,836 108 2,600
245,310 447 23,736
Page Total
---------------------------------------
Page 28 of 73
---------------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
---------------------------------------------------------------------------------------------------------------------------------
GEORGIA GULF CORP COM PAR $0 37320020 3,552,482 221,063 220,963 100
GEORGIA PAC CORP COM GA PAC 37329810 145,315,509 5,047,430 5,030,480 13,502 3,448
GEORGIA PAC CORP COM-TIMBER 37329870 31,859,546 879,612 874,728 2,940 1,944
GERBER SCIENTIFIC IN COM 37373010 1,722,703 164,067 159,341 2,726 2,000
GERMAN AMERN BANCORP COM 37386510 1,017,481 61,853 61,853
GERON CORP COM 37416310 1,730,227 180,232 180,232
GETTY IMAGES INC COM 37427610 4,098,935 371,617 371,167 450
GETTY RLTY CORP NEW COM 37429710 1,503,432 83,524 83,524
GIBRALTAR STL CORP COM 37476F10 962,504 63,742 63,742
GILEAD SCIENCES INC COM 37555810 60,547,777 1,077,938 1,046,903 25,935 5,100
GILLETTE CO COM 37576610 975,417,742 32,732,139 21,754,425 10,683,054 294,660
GLACIER BANCORP INC COM 37637Q10 2,137,063 112,477 112,477
GLATFELTER P H CO COM 37731610 4,655,449 304,079 303,779 300
GLAXOSMITHKLINE PLC SPONSORED 37733W10 1,075,068,335 19,156,599 18,965,840 190,759
GLENBOROUGH RLTY TR COM 37803P10 5,763,214 310,853 310,853
GLIMCHER RLTY TR SH BEN INT 37930210 6,159,127 380,663 380,643 20
GLOBAL INDS LTD COM 37933610 2,595,611 476,259 468,929 7,330
GLOBAL IMAGING SYSTE COM 37934A10 933,679 54,095 54,095
GLOBAL MARINE INC COM 37935240 29,447,810 2,103,415 2,064,248 6,170 32,997
GLOBAL SPORTS INC COM 37937A10 1,214,931 104,286 104,286
GLOBAL PMTS INC COM 37940X10 11,307,681 384,615 383,395 1,220
GLOBAL POWER EQUIPME COM 37941P10 509,823 33,541 33,541
GLOBESPAN INC COM 37957110 4,249,297 470,055 468,755 1,300
GOLD BANC CORP INC COM 37990710 1,887,797 242,336 239,036 3,300
GOLDEN ST BANCORP IN COM 38119710 51,759,830 1,702,626 1,697,136 5,290 200
GOLDEN TELECOM INC COM 38122G10 433,524 55,580 55,580
GOLDEN WEST FINL COR COM 38131710 190,693,786 3,282,165 3,277,335 4,730 100
GOLDMAN SACHS GROUP COM 38141G10 153,114,745 2,145,967 1,780,076 321,069 44,822
GOODRICH CORP COM 38238810 53,849,908 2,764,369 2,757,526 6,283 560
GOODYEAR TIRE & RUBR COM 38255010 58,873,860 3,194,458 3,184,558 9,800 100
GORMAN RUPP CO COM 38308210 1,234,616 63,640 63,640
GRACO INC COM 38410910 9,252,585 306,377 304,997 1,380
GRAINGER W W INC COM 38480210 78,567,714 2,022,335 2,013,021 8,390 924
GRANITE CONSTR INC COM 38732810 10,337,817 403,191 403,191
GRANITE ST BANKSHARE COM 38747210 303,256 13,722 11,847 1,875
GRANT PRIDECO INC COM 38821G10 7,427,668 1,219,650 1,216,110 1,815 1,725
GRAY COMMUNICATIONS COM 38919010 1,356,372 89,235 89,235
GREAT AMERN FINL RES COM 38991510 1,785,560 98,378 98,378
GREAT ATLANTIC & PAC COM 39006410 2,738,304 191,356 191,356
GREAT LAKES CHEM COR COM 39056810 21,396,844 968,183 967,908 275
GREAT LAKES REIT INC COM 39075210 2,456,589 150,711 150,711
GREAT SOUTHN BANCORP COM 39090510 1,146,000 43,229 43,229
GREATER BAY BANCORP COM 39164810 15,853,199 681,272 680,752 520
GREEN MTN COFFEE INC COM 39312210 807,856 35,048 35,048
Page Total 3,037,048,188
---------------------------------------------------------------------------------------------------------------------------------
----------------------------------------
Voting Authority
Sole Shared None
----------------------------------------
206,063 15,000
4,399,568 65,370 582,492
820,068 7,144 52,400
143,967 2,000 18,100
60,053 1,800
165,532 14,700
348,217 23,400
82,224 1,300
58,942 4,800
1,006,459 11,500 59,979
18,907,818 11,068,340 2,755,981
104,077 8,400
296,279 7,800
19,152,651 3,948
298,753 12,100
363,163 17,500
425,559 6,700 44,000
54,095
1,851,863 43,797 207,755
104,286
361,775 22,840
28,841 4,700
436,355 33,700
224,436 17,900
1,618,288 18,700 65,638
55,580
2,863,438 55,465 363,262
1,740,468 200,742 204,757
2,284,924 303,330 176,115
2,817,371 40,886 336,201
59,040 4,600
277,215 29,162
1,778,478 26,428 217,429
371,066 32,125
11,847 1,875
1,143,950 7,925 67,775
83,535 5,700
94,778 3,600
168,856 22,500
871,333 13,593 83,257
143,111 7,600
42,229 1,000
653,572 27,700
33,148 1,900
----------------------------------------
Page 29 of 73
--------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
--------------------------------------------------------------------------------------------------------------------------
GREEN MOUNTAIN PWR C COM 39315410 450,862 27,325 27,325
GREENPOINT FINL CORP COM 39538410 53,555,860 1,525,808 1,522,818 2,690 300
GREIF BROS CORP CL A 39762410 2,765,183 120,645 120,645
GREY WOLF INC COM 39788810 2,935,938 1,631,077 1,438,404 192,673
GRIFFON CORP COM 39843310 2,964,221 242,969 242,969
GROUP 1 AUTOMOTIVE I COM 39890510 9,511,962 358,266 358,186 80
GROUPE DANONE SPONSORED 39944910 1,733,416 66,979 66,979
GRUPO TELEVISA SA DE SP ADR REP 40049J20 596,730 20,792 20,792
GTECH HLDGS CORP COM 40051810 13,798,177 399,484 399,284 80 120
GUESS INC COM 40161710 468,715 72,669 72,669
GUIDANT CORP COM 40169810 249,777,528 6,487,728 6,469,224 17,084 1,420
GUILFORD PHARMACEUTI COM 40182910 1,799,713 209,026 209,026
GUITAR CTR MGMT INC COM 40204010 1,889,517 158,783 158,683 100
GULF ISLAND FABRICAT COM 40230710 656,943 77,106 77,106
GULFMARK OFFSHORE IN COM 40262910 950,424 39,601 39,601
GYMBOREE CORP COM 40377710 1,489,897 229,215 229,215
HCA INC COM 40411910 531,784,648 12,001,459 11,722,000 243,059 36,400
HCC INS HLDGS INC COM 40413210 14,136,828 537,522 531,736 5,786
HNC SOFTWARE INC COM 40425P10 6,741,406 360,503 360,153 350
HRPT PPTYS TR COM SH BEN 40426W10 12,139,230 1,491,306 1,491,306
H POWER CORP COM 40427A10 692,399 221,923 221,335 588
HSBC HLDGS PLC SPON ADRN 40428040 35,098,212 653,598 268,869 384,729
HAEMONETICS CORP COM 40502410 7,540,999 217,885 217,725 160
HAIN CELESTIAL GROUP COM 40521710 3,949,184 214,513 207,928 2,085 4,500
HALLIBURTON CO COM 40621610 320,815,422 14,226,848 9,020,489 5,120,922 85,437
HANCOCK FABRICS INC COM 40990010 3,015,172 367,704 367,704
HANCOCK HLDG CO COM 41012010 2,950,815 72,716 72,716
HANCOCK JOHN FINL SV COM 41014S10 262,188,813 6,562,924 6,550,408 10,918 1,598
HANDLEMAN CO DEL COM 41025210 4,473,588 319,542 319,542
HANDSPRING INC COM 41029310 259,576 192,279 190,099 2,180
HANMI FINL CORP COM 41049510 275,848 20,283 20,283
HANOVER COMPRESSOR C COM 41076810 13,414,830 619,909 618,309 1,400 200
HANSON PLC SPON ADRN 41135240 440,052 12,555 12,555
HARBOR FLA BANCSHARE COM 41190110 3,566,780 199,596 199,516 80
HARDINGE INC COM 41232430 6,586,030 580,267 580,267
HARLAND JOHN H CO COM 41269310 9,364,002 427,580 427,460 120
HARLEY DAVIDSON INC COM 41282210 286,550,541 7,075,322 6,900,375 162,631 12,316
HARLEYSVILLE GROUP I COM 41282410 5,841,924 243,515 243,115 400
HARLEYSVILLE NATL CO COM 41285010 3,388,830 157,620 157,620
HARMAN INTL INDS INC COM 41308610 9,481,270 283,023 282,563 360 100
HARMONIC INC COM 41316010 4,209,877 519,738 517,788 1,950
HARRAHS ENTMT INC COM 41361910 168,041,229 6,221,445 6,218,465 2,780 200
HARRIS CORP DEL COM 41387510 20,616,337 647,905 646,795 810 300
HARSCO CORP COM 41586410 12,922,280 465,500 465,300 200
Page Total 2,095,831,208
--------------------------------------------------------------------------------------------------------------------------
----------------------------------------
Voting Authority
Sole Shared None
----------------------------------------
27,325
1,401,308 17,400 107,100
111,445 9,200
1,542,377 88,700
225,039 17,930
351,266 7,000
66,979
7,342 13,450
381,864 120 17,500
72,669
5,530,475 232,784 724,469
193,326 15,700
148,383 10,400
72,206 4,900
38,801 800
211,715 17,500
10,400,902 364,130 1,236,427
501,422 4,800 31,300
339,203 21,300
1,405,806 85,500
206,623 15,300
646,598 7,000
205,885 12,000
195,613 4,500 14,400
7,946,695 5,278,029 1,002,124
365,004 2,700
67,916 4,800
5,854,244 102,461 606,219
291,642 27,900
189,579 2,700
20,283
566,109 6,800 47,000
12,555
182,696 16,900
800 579,467
398,780 28,800
6,094,431 221,458 759,433
224,915 400 18,200
144,020 13,600
252,063 100 30,860
486,438 33,300
2,195,746 3,732,035 293,664
596,605 4,400 46,900
439,300 200 26,000
----------------------------------------
Page 30 of 73
------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------
HARTE-HANKS INC COM 41619610 13,466,052 622,276 621,956 120 200
HARTFORD FINL SVCS G COM 41651510 300,938,471 5,123,229 5,037,226 34,398 51,605
HARVARD BIOSCIENCE I COM 41690610 525,060 52,506 52,506
HASBRO INC COM 41805610 45,966,424 3,283,316 3,278,759 4,557
HAVERTY FURNITURE IN COM 41959610 1,341,215 136,164 136,164
HAWAIIAN ELEC INDUST COM 41987010 14,862,471 381,089 380,756 333
HEALTH CARE PPTY INV COM 42191510 13,761,908 357,917 357,917
HEALTHSOUTH CORP COM 42192410 130,195,738 8,007,118 7,985,683 21,105 330
HEALTH MGMT ASSOC IN CL A 42193310 60,782,166 2,927,850 2,917,555 9,615 680
HEALTHCARE RLTY TR COM 42194610 10,019,740 392,931 392,931
HEADWATERS INC COM 42210P10 2,076,822 188,802 188,802
HEALTH CARE REIT INC COM 42217K10 6,873,829 272,771 272,771
HEALTHEXTRAS INC COM 42221110 434,694 84,571 84,571
HEALTH NET INC COM 42222G10 24,819,747 1,291,350 1,289,835 1,250 265
HEARST-ARGYLE TELEVI COM 42231710 3,453,380 197,336 196,716 620
HEARTLAND EXPRESS IN COM 42234710 3,423,808 148,926 148,926
HEICO CORP NEW COM 42280610 1,112,250 74,150 74,150
HEIDRICK & STRUGGLES COM 42281910 2,358,616 165,285 164,245 1,040
HEINZ H J CO COM 42307410 328,574,466 7,795,361 7,715,273 38,993 41,095
HELIX TECHNOLOGY COR COM 42331910 3,311,677 203,921 195,881 440 7,600
HELLENIC TELECOM ORG SPONSORED 42332530 380,900 47,912 47,912
HELLER FINANCIAL INC CL A 42332810 16,014,745 303,482 303,432 50
HELMERICH & PAYNE IN COM 42345210 17,198,046 658,929 656,629 1,600 700
HEMISPHERX BIOPHARMA COM 42366C10 533,011 132,261 132,261
HENRY JACK & ASSOC I COM 42628110 17,629,653 776,979 775,899 680 400
HERBALIFE INTL INC CL A 42690820 1,159,910 114,854 114,521 333
HERCULES INC COM 42705610 17,092,127 2,071,773 2,070,083 1,690
HERSHEY FOODS CORP COM 42786610 163,429,249 2,500,065 2,446,753 24,578 28,734
HEWLETT PACKARD CO COM 42823610 725,620,002 45,209,969 42,025,557 1,650,140 1,534,272
HEXCEL CORP NEW COM 42829110 815,980 203,995 203,995
HI / FN INC COM 42835810 848,991 86,192 86,192
HIBBETT SPORTING GOO COM 42856510 639,716 27,280 27,280
HIBERNIA CORP CL A 42865610 32,244,145 1,972,119 1,930,179 5,240 36,700
HICKORY TECH CORP COM 42906010 1,823,399 111,865 111,865
HIGHLANDS INS GROUP COM 43103210 749,031 305,727 305,727
HIGHWOODS PPTYS INC COM 43128410 16,358,586 660,953 660,953
HILB ROGAL & HAMILTO COM 43129410 9,005,694 197,450 197,450
HILLENBRAND INDS INC COM 43157310 36,301,571 672,625 668,525 3,600 500
HILTON HOTELS CORP COM 43284810 70,349,690 8,961,744 8,946,641 14,863 240
HISPANIC BROADCASTIN CL A 43357B10 15,233,900 946,205 942,935 2,970 300
HITACHI LIMITED ADR 10 COM 43357850 1,750,040 26,120 26,120
HOLLINGER INTL INC CL A 43556910 3,217,021 306,383 305,983 400
HOLLY CORP COM PAR $0 43575830 1,116,204 61,737 61,537 200
HOLLYWOOD CASINO COR CL A 43613220 440,984 65,331 65,331
Page Total 2,118,251,129
----------------------------------------------------------------------------
Name of Voting Authority
Issuer Sole Shared None
----------------------------------------------------------------------------
HARTE-HANKS INC 592,160 2,500 27,616
HARTFORD FINL SVCS G 4,349,277 134,271 639,681
HARVARD BIOSCIENCE I 52,506
HASBRO INC 2,924,754 54,801 303,761
HAVERTY FURNITURE IN 125,864 10,300
HAWAIIAN ELEC INDUST 360,289 20,800
HEALTH CARE PPTY INV 322,617 5,000 30,300
HEALTHSOUTH CORP 7,021,300 90,541 895,277
HEALTH MGMT ASSOC IN 2,674,546 17,180 236,124
HEALTHCARE RLTY TR 366,831 26,100
HEADWATERS INC 174,502 14,300
HEALTH CARE REIT INC 253,271 19,500
HEALTHEXTRAS INC 84,571
HEALTH NET INC 1,225,785 8,965 56,600
HEARST-ARGYLE TELEVI 186,736 200 10,400
HEARTLAND EXPRESS IN 137,926 11,000
HEICO CORP NEW 69,050 5,100
HEIDRICK & STRUGGLES 153,085 12,200
HEINZ H J CO 6,578,996 280,543 935,822
HELIX TECHNOLOGY COR 181,321 7,600 15,000
HELLENIC TELECOM ORG 47,912
HELLER FINANCIAL INC 269,482 4,100 29,900
HELMERICH & PAYNE IN 605,429 6,000 47,500
HEMISPHERX BIOPHARMA 127,661 4,600
HENRY JACK & ASSOC I 728,479 6,900 41,600
HERBALIFE INTL INC 112,354 2,500
HERCULES INC 1,871,400 27,309 173,064
HERSHEY FOODS CORP 2,132,739 120,097 247,229
HEWLETT PACKARD CO 38,305,902 2,095,463 4,808,604
HEXCEL CORP NEW 192,095 11,900
HI / FN INC 81,392 4,800
HIBBETT SPORTING GOO 25,830 1,450
HIBERNIA CORP 1,826,119 46,900 99,100
HICKORY TECH CORP 101,765 10,100
HIGHLANDS INS GROUP 9,785 295,942
HIGHWOODS PPTYS INC 627,453 33,500
HILB ROGAL & HAMILTO 188,550 8,900
HILLENBRAND INDS INC 617,252 3,400 51,973
HILTON HOTELS CORP 6,664,294 1,504,748 792,702
HISPANIC BROADCASTIN 877,605 9,200 59,400
HITACHI LIMITED 26,120
HOLLINGER INTL INC 278,883 27,500
HOLLY CORP 56,537 5,200
HOLLYWOOD CASINO COR 63,231 2,100
Page Total
----------------------------------------------------------------------------
Page 31 of 73
------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------
HOLLYWOOD ENTMT CORP COM 43614110 13,205,554 1,123,877 1,123,877
HOME DEPOT INC COM 43707610 2,084,314,727 54,321,468 51,433,386 2,195,133 692,949
HOME PPTYS N Y INC COM 43730610 9,108,333 287,874 287,874
HOMESTAKE MNG CO COM 43761410 47,564,412 5,114,453 5,096,238 18,215
HOMESTORE COM INC COM 43785210 3,380,986 441,959 441,309 550 100
HON INDS INC COM 43809210 17,455,498 794,877 792,857 1,820 200
HONDA MOTOR LTD AMERN SHS 43812830 18,827,241 293,031 51,960 241,071
HONEYWELL INTL INC COM 43851610 2,378,107,089 90,079,814 18,189,377 71,831,841 58,596
HOOPER HOLMES INC COM 43910410 3,137,759 502,846 502,706 140
HORACE MANN EDUCATOR COM 44032710 8,333,729 472,166 471,990 176
HORIZON OFFSHORE INC COM 44043J10 744,810 122,100 122,100
HORMEL FOODS CORP COM 44045210 28,350,164 1,200,261 1,197,386 2,750 125
HOSPITALITY PPTYS TR COM SH BEN 44106M10 16,355,978 679,235 679,235
HOST MARRIOTT CORP N COM 44107P10 19,066,605 2,704,483 2,697,293 7,190
HOT TOPIC INC COM 44133910 3,938,842 156,926 156,886 40
HOTEL RESERVATIONS N CL A 44145110 7,344,224 322,965 322,965
HOTJOBS COM INC COM 44147410 1,213,474 203,262 203,262
HOUSEHOLD INTL INC COM 44181510 584,092,233 10,359,919 10,330,685 23,378 5,856
HOUSTON EXPL CO COM 44212010 2,467,922 99,513 99,513
HOVNANIAN ENTERPRISE CL A 44248720 1,368,218 118,666 118,666
HUBBELL INC CL B 44351020 16,127,404 553,066 531,668 13,470 7,928
HUDSON CITY BANCORP COM 44368310 8,278,027 346,361 346,241 120
HUDSON RIV BANCORP I COM 44412810 2,572,445 128,558 126,458 2,100
HUDSON UNITED BANCOR COM 44416510 11,782,981 424,765 423,140 1,625
HUGHES SUPPLY INC COM 44448210 8,252,784 370,080 370,059 21
HUGOTON RTY TR TEX UNIT BEN I 44471710 253,953 25,523 25,523
HUMANA INC COM 44485910 40,426,579 3,352,121 3,348,111 3,790 220
HUMAN GENOME SCIENCE COM 44490310 26,643,029 861,955 857,918 2,937 1,100
HUNT J B TRANS SVCS COM 44565810 3,487,313 267,432 267,412 20
HUNTINGTON BANCSHARE COM 44615010 87,748,059 5,069,212 5,060,570 7,322 1,320
HUTCHINSON TECHNOLOG COM 44840710 4,716,323 264,962 263,842 1,120
HYDRIL CO COM 44877410 1,505,234 108,057 108,057
ICN PHARMACEUTICALS COM 44892410 25,706,954 975,596 973,554 1,842 200
IDT CORP COM 44894710 3,279,271 285,154 284,814 340
HYPERION SOLUTIONS C COM 44914M10 3,776,538 282,675 282,675
HYSEQ INC COM 44916330 589,553 96,490 96,090 400
IBP INC COM 44922310 15,196,709 642,567 640,533 1,838 196
ICOS CORP COM 44929510 13,828,551 281,011 278,871 2,040 100
ICU MED INC COM 44930G10 1,981,640 49,541 49,541
IDEC PHARMACEUTICALS COM 44937010 89,935,148 1,814,306 1,789,311 10,300 14,695
IDX SYS CORP COM 44949110 1,525,743 148,853 148,853
IGEN INC COM 44953610 2,987,433 108,555 106,455 2,100
IHOP CORP COM 44962310 4,397,250 167,834 167,834
IMC GLOBAL INC COM 44966910 11,114,604 1,234,956 1,233,786 870 300
Page Total 5,634,491,323
----------------------------------------------------------------------------
Name of Voting Authority
Issuer Sole Shared None
----------------------------------------------------------------------------
HOLLYWOOD ENTMT CORP 1,097,077 26,800
HOME DEPOT INC 45,850,615 2,290,291 6,180,562
HOME PPTYS N Y INC 276,874 11,000
HOMESTAKE MNG CO 4,528,650 91,843 493,960
HOMESTORE COM INC 393,259 4,900 43,800
HON INDS INC 737,377 5,900 51,600
HONDA MOTOR LTD 288,631 4,400
HONEYWELL INTL INC 16,686,487 71,952,288 1,441,039
HOOPER HOLMES INC 467,246 35,600
HORACE MANN EDUCATOR 444,581 27,585
HORIZON OFFSHORE INC 115,300 6,800
HORMEL FOODS CORP 1,147,036 4,725 48,500
HOSPITALITY PPTYS TR 638,635 5,400 35,200
HOST MARRIOTT CORP N 2,434,046 13,100 257,337
HOT TOPIC INC 144,126 12,800
HOTEL RESERVATIONS N 319,565 3,400
HOTJOBS COM INC 189,662 13,600
HOUSEHOLD INTL INC 8,933,353 161,857 1,264,709
HOUSTON EXPL CO 94,113 5,400
HOVNANIAN ENTERPRISE 110,366 8,300
HUBBELL INC 497,278 10,828 44,960
HUDSON CITY BANCORP 316,961 2,400 27,000
HUDSON RIV BANCORP I 119,058 9,500
HUDSON UNITED BANCOR 395,525 29,240
HUGHES SUPPLY INC 353,680 16,400
HUGOTON RTY TR TEX 25,523
HUMANA INC 2,983,173 41,820 327,128
HUMAN GENOME SCIENCE 735,515 9,600 116,840
HUNT J B TRANS SVCS 257,032 10,400
HUNTINGTON BANCSHARE 4,497,879 64,356 506,977
HUTCHINSON TECHNOLOG 240,962 24,000
HYDRIL CO 100,057 8,000
ICN PHARMACEUTICALS 919,796 5,300 50,500
IDT CORP 267,154 18,000
HYPERION SOLUTIONS C 260,075 22,600
HYSEQ INC 89,190 7,300
IBP INC 608,172 4,517 29,878
ICOS CORP 250,511 2,900 27,600
ICU MED INC 45,941 3,600
IDEC PHARMACEUTICALS 1,677,268 22,095 114,943
IDX SYS CORP 138,353 10,500
IGEN INC 102,155 6,400
IHOP CORP 156,734 11,100
IMC GLOBAL INC 1,172,556 300 62,100
Page Total
----------------------------------------------------------------------------
Page 32 of 73
------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------
I-MANY INC COM 44973Q10 826,302 356,165 268,665 87,500
IMS HEALTH INC COM 44993410 152,534,610 6,089,206 6,062,940 15,246 11,020
IRT PPTY CO COM 45005810 3,991,021 369,539 369,539
ITC DELTACOM INC COM 45031T10 475,304 396,087 390,797 5,290
ISTAR FINL INC COM 45031U10 14,697,932 595,058 594,458 600
I-STAT CORP COM 45031210 1,064,864 174,568 164,568 10,000
ITT EDUCATIONAL SERV COM 45068B10 10,789,600 337,175 337,175
ITXC CORP COM 45069F10 420,303 164,825 164,725 100
IXIA COM 45071R10 2,291,264 360,829 360,829
IBERIABANK CORP COM 45082810 1,323,951 46,292 46,292
ITT INDS INC IND COM 45091110 83,239,072 1,858,015 1,842,886 2,360 12,769
IDACORP INC COM 45110710 15,279,318 427,274 422,609 1,330 3,335
IDEX CORP COM 45167R10 7,348,761 265,778 262,618 3,160
IDEXX LABS INC COM 45168D10 13,300,287 569,118 553,064 800 15,254
IKON OFFICE SOLUTION COM 45171310 14,005,284 1,814,156 1,810,636 3,520
IDENTIX INC COM 45190610 2,063,880 253,548 251,448 2,100
ILEX ONCOLOGY INC COM 45192310 6,564,527 249,982 249,982
ILLINOIS TOOL WKS IN COM 45230810 377,603,713 6,978,446 6,053,033 634,723 290,690
ILLUMINA INC COM 45232710 1,044,446 160,684 160,684
ILLUMINET HLDGS INC COM 45233410 10,224,159 266,810 266,670 40 100
IMATION CORP COM 45245A10 13,591,855 650,328 640,028 9,400 900
IMCLONE SYS INC COM 45245W10 26,778,800 473,542 417,322 42,900 13,320
IMMUNE RESPONSE CORP COM 45252T10 320,721 225,860 225,860
IMMUNEX CORP NEW COM 45252810 173,992,861 9,314,393 9,237,602 50,766 26,025
IMMUNOGEN INC COM 45253H10 2,988,816 330,256 327,756 2,500
IMPATH INC COM 45255G10 4,869,878 141,115 140,705 410
IMPCO TECHNOLOGIES I COM 45255W10 789,273 67,807 67,807
IMPAX LABORATORIES I COM 45256B10 2,060,352 157,399 157,399
IMPERIAL CHEM INDS P ADR NEW 45270450 365,843 21,332 21,332
IMATRON INC COM 45290610 1,410,722 792,541 792,541
IMMUNOMEDICS INC COM 45290710 6,397,390 534,452 534,452
IMPERIAL OIL LTD COM NEW 45303840 566,076 20,804 20,804
IMPERIAL TOBACCO GRO SPONSORED 45314210 308,435 12,382 12,382
INAMED CORP COM 45323510 3,396,923 199,819 199,599 220
INCO LTD COM 45325840 35,137,413 2,831,379 2,830,679 700
INCYTE GENOMICS INC COM 45337C10 10,370,234 759,168 757,978 1,090 100
INDEPENDENCE CMNTY B COM 45341410 17,036,059 783,988 783,938 50
INDEPENDENT BANK COR COM 45383610 1,726,447 105,917 102,496 3,421
INDEPENDENT BANK COR COM 45383810 3,807,676 145,888 145,888
INDUS INTL INC COM 45578L10 1,544,498 259,144 259,144
INDYMAC BANCORP INC COM 45660710 19,440,093 717,082 717,022 60
INFINEON TECHNOLOGIE SPONSORED 45662N10 363,163 29,311 29,311
INET TECHNOLOGIES IN COM 45662V10 622,884 105,395 105,395
INFOCUS CORP COM 45665B10 5,926,109 454,108 453,908 200
Page Total 1,052,901,119
----------------------------------------------------------------------------
Name of Voting Authority
Issuer Sole Shared None
----------------------------------------------------------------------------
I-MANY INC 335,465 20,700
IMS HEALTH INC 5,063,478 213,229 812,499
IRT PPTY CO 345,539 24,000
ITC DELTACOM INC 360,087 36,000
ISTAR FINL INC 535,957 5,600 53,501
I-STAT CORP 162,668 11,900
ITT EDUCATIONAL SERV 322,475 14,700
ITXC CORP 164,825
IXIA 334,729 26,100
IBERIABANK CORP 45,092 1,200
ITT INDS INC IND 1,606,351 52,921 198,743
IDACORP INC 385,739 6,935 34,600
IDEX CORP 246,478 19,300
IDEXX LABS INC 531,364 15,254 22,500
IKON OFFICE SOLUTION 1,682,856 131,300
IDENTIX INC 234,748 18,800
ILEX ONCOLOGY INC 232,482 17,500
ILLINOIS TOOL WKS IN 5,849,806 377,909 750,731
ILLUMINA INC 149,184 11,500
ILLUMINET HLDGS INC 251,710 100 15,000
IMATION CORP 615,428 900 34,000
IMCLONE SYS INC 418,622 16,920 38,000
IMMUNE RESPONSE CORP 225,860
IMMUNEX CORP NEW 8,075,917 393,025 845,451
IMMUNOGEN INC 305,956 2,500 21,800
IMPATH INC 131,015 10,100
IMPCO TECHNOLOGIES I 62,907 4,900
IMPAX LABORATORIES I 147,299 10,100
IMPERIAL CHEM INDS P 21,332
IMATRON INC 733,241 59,300
IMMUNOMEDICS INC 513,452 21,000
IMPERIAL OIL LTD 20,804
IMPERIAL TOBACCO GRO 12,382
INAMED CORP 190,619 9,200
INCO LTD 2,578,812 46,500 206,067
INCYTE GENOMICS INC 717,968 100 41,100
INDEPENDENCE CMNTY B 743,088 40,900
INDEPENDENT BANK COR 97,826 8,091
INDEPENDENT BANK COR 138,788 7,100
INDUS INTL INC 240,044 19,100
INDYMAC BANCORP INC 678,482 38,600
INFINEON TECHNOLOGIE 29,311
INET TECHNOLOGIES IN 99,595 5,800
INFOCUS CORP 429,208 200 24,700
Page Total
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Page 33 of 73
------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------
INFOGRAMES INC COM 45665T10 504,111 148,268 148,268
INFORMATICA CORP COM 45666Q10 1,491,709 377,648 376,928 620 100
INFONET SVCS CORP CL B 45666T10 918,204 427,072 425,732 1,340
INFORMATION HLDGS IN COM 45672710 3,557,903 181,156 168,006 400 12,750
INFOSPACE INC COM 45678T10 3,142,821 2,182,515 2,181,794 250 471
INFOSYS TECHNOLOGIES SPONSORED 45678810 425,059 12,572 12,572
INFOUSA INC NEW COM 45681830 992,495 244,457 244,457
ING GROUP N V SPONSORED 45683710 23,246,568 870,658 167,444 703,214
INGERSOLL-RAND CO COM 45686610 122,815,680 3,633,600 3,600,779 18,236 14,585
INFORMATION RES INC COM 45690510 1,467,637 231,124 231,124
INGLES MKTS INC CL A 45703010 1,039,560 86,630 81,130 5,000 500
INGRAM MICRO INC CL A 45715310 7,288,074 564,967 562,407 2,560
INHALE THERAPEUTIC S COM 45719110 3,914,961 294,358 292,358 1,800 200
INKTOMI CORP COM 45727710 2,880,019 1,051,102 1,042,952 8,050 100
INNKEEPERS USA TR COM 4576J010 3,115,620 346,180 346,180
INSIGHT ENTERPRISES COM 45765U10 4,763,398 336,874 336,464 410
INPUT/OUTPUT INC COM 45765210 3,189,561 389,922 389,922
INSITUFORM TECHNOLOG CL A 45766710 3,405,567 199,740 199,740
INSMED INC COM NEW 45766920 683,922 255,195 255,195
INSIGNIA FINL GROUP COM 45767A10 1,747,011 166,382 166,382
INSIGHT COMMUNICATIO CL A 45768V10 6,329,011 343,968 343,228 740
INNOGY HLDGS PLC SPONSORED 45769A10 1,939,556 63,592 63,592
INNOVATIVE SOLUTIONS COM 45769N10 439,653 60,475 60,375 100
INRANGE TECHNOLOGIES CL B 45769V20 643,593 108,349 108,349
INSPIRE PHARMACEUTIC COM 45773310 1,184,999 136,836 136,836
INSTINET GROUP INC COM 45775010 1,946,095 198,784 198,784
INSURANCE AUTO AUCTI COM 45787510 1,240,326 91,876 91,776 100
INTEGRA LIFESCIENCES COM NEW 45798520 2,963,184 107,284 107,284
INTEGRAL SYS INC MD COM 45810H10 1,506,610 83,515 83,515
INTEGRATED ELECTRICA COM 45811E10 1,456,650 269,750 269,610 140
INTEGRATED CIRCUIT S COM 45811K20 5,043,358 394,629 394,429 200
INTEGRATED DEVICE TE COM 45811810 27,460,963 1,364,859 1,362,079 2,480 300
INTEGRATED SILICON S COM 45812P10 3,525,696 410,442 332,207 78,235
INTEGRA BK CORP COM 45814P10 3,533,720 153,640 153,640
INTELIDATA TECHNOLOG COM 45814T10 1,207,909 368,265 368,265
INTEL CORP COM 45814010 3,178,421,757 155,500,086 148,197,751 4,670,856 2,631,479
INTER TEL INC COM 45837210 2,269,481 198,035 197,935 100
INTERACTIVE INTELLIG COM 45839M10 243,265 48,653 48,653
INTERACTIVE DATA COR COM 45840J10 4,600,982 351,220 351,220
INTERCEPT GROUP INC COM 45845L10 3,400,961 101,673 101,573 100
INTERDIGITAL COMMUNI COM 45866A10 3,438,642 469,119 468,719 300 100
INTERFACE INC CL A 45866510 1,863,921 433,470 433,470
INTERGRAPH CORP COM 45868310 3,777,302 422,045 422,045
INTERLAND INC COM 45872710 416,606 396,768 396,448 320
Page Total 3,449,444,120
----------------------------------------------------------------------------
Name of Voting Authority
Issuer Sole Shared None
----------------------------------------------------------------------------
INFOGRAMES INC 148,268
INFORMATICA CORP 337,348 100 40,200
INFONET SVCS CORP 388,972 500 37,600
INFORMATION HLDGS IN 153,906 12,750 14,500
INFOSPACE INC 1,962,488 471 219,556
INFOSYS TECHNOLOGIES 12,572
INFOUSA INC NEW 226,857 17,600
ING GROUP N V 857,558 13,100
INGERSOLL-RAND CO 3,167,887 71,128 394,585
INFORMATION RES INC 214,224 16,900
INGLES MKTS INC 79,930 500 6,200
INGRAM MICRO INC 515,967 7,000 42,000
INHALE THERAPEUTIC S 265,058 4,300 25,000
INKTOMI CORP 971,152 100 79,850
INNKEEPERS USA TR 331,780 14,400
INSIGHT ENTERPRISES 315,274 21,600
INPUT/OUTPUT INC 361,822 28,100
INSITUFORM TECHNOLOG 182,840 16,900
INSMED INC 234,795 20,400
INSIGNIA FINL GROUP 154,682 11,700
INSIGHT COMMUNICATIO 314,868 2,700 26,400
INNOGY HLDGS PLC 63,592
INNOVATIVE SOLUTIONS 55,075 100 5,300
INRANGE TECHNOLOGIES 106,649 1,700
INSPIRE PHARMACEUTIC 126,736 10,100
INSTINET GROUP INC 178,884 19,900
INSURANCE AUTO AUCTI 86,476 5,400
INTEGRA LIFESCIENCES 102,184 5,100
INTEGRAL SYS INC MD 77,615 5,900
INTEGRATED ELECTRICA 248,950 20,800
INTEGRATED CIRCUIT S 377,529 17,100
INTEGRATED DEVICE TE 1,277,859 7,200 79,800
INTEGRATED SILICON S 391,842 18,600
INTEGRA BK CORP 141,640 12,000
INTELIDATA TECHNOLOG 339,165 29,100
INTEL CORP 130,219,794 7,175,000 18,105,292
INTER TEL INC 187,435 10,600
INTERACTIVE INTELLIG 48,653
INTERACTIVE DATA COR 328,420 22,800
INTERCEPT GROUP INC 94,773 100 6,800
INTERDIGITAL COMMUNI 433,519 100 35,500
INTERFACE INC 388,770 44,700
INTERGRAPH CORP 388,945 33,100
INTERLAND INC 364,368 32,400
Page Total
----------------------------------------------------------------------------
Page 34 of 73
----------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
----------------------------------------------------------------------------------------------------------------
INTERLOGIX INC COM 45876310 4,046,603 167,215 167,215
INTERMAGNETICS GEN C COM 45877110 4,982,361 214,203 214,203
INTERMUNE INC COM 45884X10 9,652,961 252,365 251,565 800
INTERNAP NETWORK SVC COM 45885A10 1,166,526 1,166,526 1,164,892 1,634
INTERNATIONAL BANCSH COM 45904410 6,365,744 165,344 165,063 281
INTERNATIONAL BUSINE COM 45920010 6,560,113,590 71,523,262 70,433,368 818,397 271,497
INTERNATIONAL FLAVOR COM 45950610 64,067,737 2,313,750 2,308,070 3,080 2,600
INTERNATIONAL GAME T COM 45990210 85,947,282 2,022,289 2,020,615 1,374 300
INTERNATIONAL MULTIF COM 46004310 2,798,493 146,518 146,418 100
INTL PAPER CO COM 46014610 1,402,725,118 40,261,915 12,142,974 28,103,390 15,551
INTERNATIONAL RECTIF COM 46025410 27,990,479 1,027,928 1,026,673 805 450
INTERNATIONAL SPEEDW CL A 46033520 12,736,599 365,679 359,233 620 5,826
INTL SPECIALTY PRODS COM 46033710 1,266,522 143,434 143,334 100
INTERNEURON PHARMACE COM 46057310 1,507,311 302,673 302,573 100
INTERNET CAP GROUP I COM 46059C10 656,513 1,641,284 1,636,794 3,350 1,140
INTERNET SEC SYS INC COM 46060X10 3,118,945 342,365 288,025 54,340
INTERPOOL INC COM 46062R10 3,119,640 213,674 213,674
INTERSIL CORP CL A 46069S10 16,460,403 589,556 586,706 2,750 100
INTERPUBLIC GROUP CO COM 46069010 163,666,711 8,022,878 7,518,224 355,315 149,339
INTERSTATE BAKERIES COM 46072H10 16,127,220 632,440 632,440
INTERTAN INC COM 46112010 1,876,911 239,097 239,097
INTERTRUST TECHNOLOG COM 46113Q10 640,582 604,323 604,323
INTERWOVEN INC COM 46114T10 2,214,547 573,717 569,867 3,750 100
INTERVOICE-BRITE INC COM 46114210 2,670,078 257,233 257,233
INTIMATE BRANDS INC CL A 46115610 8,187,552 909,728 905,578 4,150
INTRADO INC COM 46117A10 2,571,132 100,200 100,200
INTUITIVE SURGICAL I COM 46120E10 1,559,039 249,846 249,846
INTUIT COM 46120210 145,809,641 4,072,895 4,062,365 8,610 1,920
INVACARE CORP COM 46120310 9,556,947 235,974 235,714 260
INVERNESS MED TECHNO COM 46126810 8,795,984 238,051 238,051
INVESTMENT TECHNOLOG COM 46145F10 21,865,335 394,041 393,441 400 200
INVESTORS REAL ESTAT SH BEN INT 46173010 1,673,662 179,385 179,385
INVITROGEN CORP COM 46185R10 38,850,481 590,792 544,283 40,109 6,400
INVESTORS FINL SERVI COM 46191510 20,558,516 356,671 355,111 1,560
IOMEGA CORP COM 46203010 2,684,739 2,200,606 2,198,606 1,800 200
IONICS INC COM 46221810 3,502,666 158,420 156,570 450 1,400
IRELAND BK SPONSORED 46267Q10 388,145 12,326 12,326
IRON MTN INC PA COM 46284610 10,052,122 242,512 242,178 234 100
IRWIN FINL CORP COM 46411910 1,958,350 93,701 93,701
ISHARES TR RUSSELL100 46428759 8,632,908 165,858 165,858
ISIS PHARMACEUTICALS COM 46433010 5,242,482 307,477 307,477
ISLE OF CAPRI CASINO COM 46459210 1,345,452 189,527 189,447 80
ITO YOKADO LTD ADR NEW 46571430 1,307,501 30,023 30,023
ITRON INC COM 46574110 2,622,507 113,923 113,923
Page Total 8,693,084,037
----------------------------------------------------------------------------------------------------------------
--------------------------------------------
Voting Authority
Sole Shared None
--------------------------------------------
154,915 12,300
205,737 8,466
237,465 14,900
1,117,126 49,400
154,944 10,400
35,087,400 32,263,893 4,171,969
2,024,493 71,911 217,346
1,825,130 45,800 151,359
133,918 12,600
16,826,497 22,318,642 1,116,776
980,678 4,350 42,900
340,553 7,326 17,800
134,634 8,800
280,373 100 22,200
1,531,994 1,140 108,150
317,765 2,600 22,000
205,874 7,800
518,569 6,800 64,187
6,827,450 408,772 786,656
612,340 20,100
218,397 20,700
558,123 46,200
510,617 8,600 54,500
233,333 23,900
849,928 8,400 51,400
92,900 7,300
230,846 19,000
3,560,676 61,083 451,136
222,053 13,921
221,751 16,300
370,141 3,200 20,700
166,385 13,000
546,699 9,800 34,293
333,466 3,000 20,205
2,029,906 200 170,500
140,120 1,400 16,900
12,326
215,212 3,800 23,500
87,001 6,700
165,858
284,977 22,500
170,427 19,100
30,023
105,223 8,700
--------------------------------------------
Page 35 of 73
------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------
I2 TECHNOLOGIES INC COM 46575410 6,783,164 1,971,850 1,963,709 8,001 140
IVAX CORP COM 46582310 51,067,553 2,303,453 2,297,779 5,174 500
IVEX PACKAGING CORP COM 46585510 2,666,756 156,408 156,348 60
JDN RLTY CORP COM 46591710 4,828,840 455,551 455,551
IXYS CORP COM 46600W10 466,979 78,484 78,284 200
J & J SNACK FOODS CO COM 46603210 788,231 42,039 42,039
JDS UNIPHASE CORP COM 46612J10 164,973,544 26,103,409 26,042,651 54,932 5,826
JDA SOFTWARE GROUP I COM 46612K10 3,633,801 276,545 276,545
J JILL GROUP INC COM 46618910 1,126,062 90,085 89,985 100
JLG INDS INC COM 46621010 3,307,547 361,086 361,066 20
JNI CORP COM 46622G10 1,218,187 194,910 194,910
JP REALTY INC COM 46624A10 6,315,260 282,562 282,562
1,588,970,540
J P MORGAN CHASE & C COM 46625H10 46,529,152 45,292,179 719,020 517,953
JABIL CIRCUIT INC COM 46631310 66,789,536 3,731,259 3,624,235 84,229 22,795
JACK IN THE BOX INC COM 46636710 9,044,028 323,001 322,221 780
JACOBS ENGR GROUP IN COM 46981410 18,781,339 300,983 300,483 400 100
JAKKS PAC INC COM 47012E10 2,116,071 156,746 156,746
JAPAN AIR LINES LTD ADR NEW 47103430 210,787 45,724 45,724
JEFFERIES GROUP INC COM 47231910 6,616,335 200,495 199,095 1,400
JEFFERSON PILOT CORP COM 47507010 140,552,529 3,159,904 3,134,335 11,556 14,013
JEFFERSON SMURFIT GR SPONSORED 47508W10 396,860 22,171 22,071 100
JOHN NUVEEN CO CL A 47803510 3,979,682 89,977 89,977
6,090,408,030
JOHNSON & JOHNSON COM 47816010 109,935,163 105,137,433 2,772,611 2,025,119
JOHNSON CTLS INC COM 47836610 119,411,512 1,830,342 1,818,698 8,244 3,400
JONES APPAREL GROUP COM 48007410 34,862,774 1,367,704 1,364,532 2,772 400
JONES LANG LASALLE I COM 48020Q10 3,574,535 260,915 260,915
JOURNAL REGISTER CO COM 48113810 3,837,058 232,549 232,449 100
JOY GLOBAL INC COM 48116510 298,485 20,100 20,100
JUNIPER NETWORKS INC COM 48203R10 17,538,288 1,808,071 1,801,229 6,462 380
KCS ENERGY INC COM 48243420 614,241 174,006 174,006
KLA-TENCOR CORP COM 48248010 131,653,862 4,168,900 4,160,605 7,955 340
K MART CORP COM 48258410 67,724,656 9,688,792 9,661,437 26,145 1,210
KPMG CONSULTING INC COM 48265R10 7,682,742 710,707 710,607 100
K-SWISS INC CL A 48268610 1,363,875 55,555 55,555
K2 INC COM 48273210 872,846 145,961 145,961
K V PHARMACEUTICAL C CLB CONV 48274010 5,292,617 180,021 180,021
K V PHARMACEUTICAL C CLA 48274020 639,468 23,649 23,649
KADANT INC COM 48282T10 1,561,467 121,044 120,374 656 14
KAISER ALUMINUM CORP COM 48300710 679,500 264,397 264,397
KAMAN CORP CLA 48354810 2,631,132 198,726 198,706 20
KANA SOFTWARE INC COM 48360010 424,714 1,179,762 1,164,342 15,420
KANSAS CITY LIFE INS COM 48483610 1,985,970 56,742 56,742
KANSAS CITY SOUTHN I COM NEW 48517030 7,295,688 607,974 564,997 2,800 40,177
KAYDON CORP COM 48658710 7,106,509 339,537 338,597 940
8,592,093,600
Page Total
------------------------------------------------------------------------------------------------------------------
--------------------------------------------
Voting Authority
Sole Shared None
--------------------------------------------
1,701,108 18,240 252,502
2,173,616 11,100 118,737
144,108 12,300
432,251 23,300
78,484
40,839 1,200
22,796,069 387,515 2,919,825
261,045 15,500
83,385 100 6,600
333,586 27,500
180,810 14,100
274,762 7,800
40,089,199 1,126,415 5,313,538
3,327,766 77,201 326,292
298,401 24,600
285,083 2,200 13,700
145,546 11,200
45,724
184,395 16,100
2,722,716 55,020 382,168
22,171
82,627 7,350
60,105,373 41,731,287 8,098,503
1,581,847 28,147 220,348
1,225,747 7,800 134,157
239,115 21,800
215,949 16,600
20,100
1,538,771 17,380 251,920
158,406 15,600
3,630,006 123,858 415,036
8,569,540 130,301 988,951
629,807 10,900 70,000
54,055 1,500
134,761 11,200
168,021 12,000
23,649
110,731 14 10,299
258,897 5,500
182,326 16,400
1,131,062 48,700
53,642 3,100
510,497 40,177 57,300
319,737 19,800
--------------------------------------------
Page 36 of 73
--------------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
================================================================================================================================
KB HOME COM 48666K10 31,815,535 1,119,871 1,118,921 950
KEANE INC COM 48666510 10,334,660 757,118 750,588 1,080 5,450
KEITHLEY INSTRS INC COM 48758410 2,632,120 183,423 183,423
KELLOGG CO COM 48783610 214,717,590 7,157,253 7,121,220 33,273 2,760
KELLWOOD CO COM 48804410 3,831,498 207,108 207,048 60
KELLY SVCS INC CL A 48815220 6,538,699 323,698 319,775 3,923
KEMET CORP COM 48836010 18,505,006 1,124,241 1,122,271 1,670 300
KENDLE INTERNATIONAL COM 48880L10 1,622,193 82,178 82,178
KENNAMETAL INC COM 48917010 19,111,078 598,718 598,658 60
KERR MCGEE CORP COM 49238610 249,423,397 4,804,920 4,798,843 4,102 1,975
KERYX BIOPHARMACEUTI COM 49251510 471,875 75,020 75,020
KEY ENERGY SVCS INC COM 49291410 8,977,438 1,411,547 1,410,597 950
KEY PRODTN INC COM 49313810 1,291,855 111,849 111,849
KEY3MEDIA GROUP INC COM 49326R10 966,885 244,163 243,713 450
KEYCORP NEW COM 49326710 937,003,128 38,815,374 38,749,789 41,411 24,174
KEYNOTE SYS INC COM 49330810 1,419,490 186,775 186,755 20
KEYSPAN CORP COM 49337W10 97,537,129 2,934,330 2,918,032 12,873 3,425
KEYSTONE PPTY TR COR COM 49359610 680,453 53,579 53,579
KFORCE INC COM 49373210 1,220,459 242,636 242,636
KILROY RLTY CORP COM 49427F10 8,983,596 360,064 360,064
KIMBALL INTL INC CL B 49427410 3,876,896 294,597 294,597
KIMBERLY CLARK CORP COM 49436810 759,862,142 12,255,841 11,643,390 408,471 203,980
KIMCO REALTY CORP COM 49446R10 29,249,675 602,465 602,465
KINDER MORGAN INC KA COM 49455P10 106,203,988 2,158,179 2,149,548 5,056 3,575
KINDER MORGAN MANAGE SHS 49455U10 594,262 17,250 17,250
KING PHARMACEUTICALS COM 49558210 209,699,366 4,998,793 4,993,779 4,748 266
KIRBY CORP COM 49726610 7,332,547 325,891 325,871 20
KNIGHT RIDDER INC COM 49904010 97,765,983 1,750,510 1,740,585 9,745 180
KNIGHT TRADING GROUP COM 49906310 4,524,235 586,801 586,101 600 100
KNIGHT TRANSN INC COM 49906410 1,988,018 103,813 103,813
KOGER EQUITY INC COM 50022810 5,807,212 335,677 335,677
KOHLS CORP COM 50025510 313,674,624 6,534,888 6,511,483 21,705 1,700
KONINKLIJKE AHOLD N SPON ADR N 50046730 9,812,115 351,941 74,926 277,015
KONINKLIJKE PHILIPS SP ADR NEW 50047230 17,829,803 923,824 186,535 737,289
KOPIN CORP COM 50060010 7,673,152 735,681 606,951 14,330 114,400
KOREA TELECOM SPONSORED 50063P10 804,174 43,968 43,968
KOREA ELECTRIC PWR SPONSORED 50063110 1,551,511 175,312 175,312
KOSAN BIOSCIENCES IN COM 50064W10 549,551 103,689 103,689
KORN FERRY INTL COM NEW 50064320 4,311,120 522,560 521,560 1,000
KOS PHARMACEUTICALS COM 50064810 1,513,898 54,359 54,359
KRAFT FOODS INC CL A 50075N10 6,360,374 185,056 178,070 3,486 3,500
KRAMONT RLTY TR COM SH BEN 50075Q10 1,859,761 148,900 148,900
KRISPY KREME DOUGHNU COM 50101410 7,729,951 261,147 260,217 130 800
KROGER CO COM 50104410 423,273,114 17,178,292 17,120,036 55,160 3,096
Page Total 3,640,931,556
---------------------------------------------------------------------------
Voting Authority
Name of Sole Shared None
Issuer
===========================================================================
KB HOME 1,030,979 7,500 81,392
KEANE INC 714,168 5,450 37,500
KEITHLEY INSTRS INC 177,523 5,900
KELLOGG CO 6,139,501 270,596 747,156
KELLWOOD CO 190,608 16,500
KELLY SVCS INC 301,823 21,875
KEMET CORP 1,057,141 9,600 57,500
KENDLE INTERNATIONAL 76,178 6,000
KENNAMETAL INC 578,818 19,900
KERR MCGEE CORP 2,277,869 2,319,948 207,103
KERYX BIOPHARMACEUTI 75,020
KEY ENERGY SVCS INC 1,348,847 62,700
KEY PRODTN INC 104,649 7,200
KEY3MEDIA GROUP INC 231,663 12,500
KEYCORP NEW 9,393,775 28,308,676 1,112,923
KEYNOTE SYS INC 174,775 12,000
KEYSPAN CORP 2,578,671 45,016 310,643
KEYSTONE PPTY TR COR 53,579
KFORCE INC 219,436 23,200
KILROY RLTY CORP 342,664 17,400
KIMBALL INTL INC 273,497 21,100
KIMBERLY CLARK CORP 10,309,152 526,935 1,419,754
KIMCO REALTY CORP 562,829 4,900 34,736
KINDER MORGAN INC KA 1,888,398 37,413 232,368
KINDER MORGAN MANAGE 17,250
KING PHARMACEUTICALS 4,498,907 133,848 366,038
KIRBY CORP 314,291 11,600
KNIGHT RIDDER INC 1,585,312 21,560 143,638
KNIGHT TRADING GROUP 523,501 9,000 54,300
KNIGHT TRANSN INC 97,213 6,600
KOGER EQUITY INC 317,077 18,600
KOHLS CORP 5,665,290 222,283 647,315
KONINKLIJKE AHOLD N 346,841 5,100
KONINKLIJKE PHILIPS 908,724 15,100
KOPIN CORP 580,481 114,400 40,800
KOREA TELECOM 27,368 16,600
KOREA ELECTRIC PWR 59,712 115,600
KOSAN BIOSCIENCES IN 101,389 2,300
KORN FERRY INTL 498,760 23,800
KOS PHARMACEUTICALS 51,359 3,000
KRAFT FOODS INC 181,556 3,500
KRAMONT RLTY TR 137,200 11,700
KRISPY KREME DOUGHNU 230,847 4,800 25,500
KROGER CO 14,468,686 560,939 2,148,667
Page Total
Page 37 of 73
--------------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
================================================================================================================================
KROLL INC COM 50104910 1,142,610 100,317 100,317
KRONOS INC COM 50105210 9,235,182 224,974 224,414 560
KUBOTA CORP ADR 50117320 673,805 12,251 12,251
KULICKE & SOFFA INDS COM 50124210 4,618,177 423,686 423,286 400
KYOCERA CORP ADR 50155620 869,782 13,485 13,485
LNR PPTY CORP COM 50194010 6,137,264 204,917 204,837 80
LSI INDS INC COM 50216C10 1,984,225 79,369 79,369
LSI LOGIC CORP COM 50216110 81,950,621 6,974,521 6,959,972 14,009 540
LTX CORP COM 50239210 8,375,784 615,414 565,819 800 48,795
L-3 COMMUNICATIONS H COM 50242410 50,351,348 575,773 575,053 620 100
LVMH MOET HENNESSY L SPONSORED 50244120 1,155,480 177,821 177,821
LA JOLLA PHARMACEUTI COM 50345910 1,050,617 258,137 258,137
LA QUINTA PPTYS INC PAIRED CTF 50419Q40 5,063,388 1,150,770 1,150,750 20
LA Z BOY INC COM 50533610 6,741,114 426,923 426,883 40
LABORATORY CORP AMER COM NEW 50540R40 24,648,254 304,864 303,784 1,040 40
LABOR READY INC COM NEW 50540120 1,027,294 322,036 322,036
LABRANCHE & CO INC COM 50544710 9,763,049 439,777 439,277 300 200
LACLEDE GAS CO COM 50558810 3,694,656 153,944 153,344 600
LADISH INC COM NEW 50575420 570,309 71,737 71,737
LAFARGE COPPEE S A SPON ADR N 50586140 397,150 19,516 19,516
LAFARGE NORTH AMERIC COM 50586210 9,643,147 288,717 287,237 1,480
LAKELAND BANCORP INC COM 51163710 1,119,627 80,260 80,260
LAM RESEARCH CORP COM 51280710 24,006,386 1,416,306 1,412,786 3,020 500
LAMAR ADVERTISING CO CL A 51281510 12,415,827 409,493 408,973 420 100
LANCASTER COLONY COR COM 51384710 20,655,610 737,437 737,337 100
LANCE INC COM 51460610 3,716,369 280,058 279,338 720
LANDAUER INC COM 51476K10 2,234,113 65,806 65,806
LANDAMERICA FINL GRO COM 51493610 9,819,057 295,310 295,310
LANDRYS RESTAURANTS COM 51508L10 2,274,937 153,712 153,592 20 100
LANDS END INC COM 51508610 9,388,540 324,863 324,463 300 100
LANDSTAR SYS INC COM 51509810 7,951,360 124,240 124,240
LANTRONIX INC COM 51654810 1,055,525 173,037 173,037
LARGE SCALE BIOLOGY COM 51705310 293,828 79,413 79,413
LASALLE HOTEL PPTYS COM SH BEN 51794210 2,561,494 277,218 277,138 80
LATTICE SEMICONDUCTO COM 51841510 16,970,412 1,080,918 1,075,808 1,810 3,300
LAUDER ESTEE COS INC CL A 51843910 21,455,210 647,216 634,681 12,255 280
LAWSON PRODS INC COM 52077610 1,354,932 55,530 55,530
LEAP WIRELESS INTL I COM 52186310 5,173,982 329,553 327,257 2,181 115
LEAR CORP COM 52186510 73,520,744 2,720,975 2,686,446 17,469 17,060
LEARNING TREE INTL I COM 52201510 3,242,113 159,710 159,690 20
LECROY CORP COM 52324W10 1,073,252 55,408 55,408
LEE ENTERPRISES INC COM 52376810 22,219,925 701,608 700,108 1,500
LEGATO SYS INC COM 52465110 6,326,177 1,154,412 1,153,012 1,100 300
LEGGETT & PLATT INC COM 52466010 78,404,878 4,020,763 3,851,738 161,095 7,930
Page Total 556,327,554
---------------------------------------------------------------------------
Voting Authority
Name of Sole Shared None
Issuer
===========================================================================
KROLL INC 100,317
KRONOS INC 216,474 8,500
KUBOTA CORP 12,251
KULICKE & SOFFA INDS 391,386 32,300
KYOCERA CORP 13,485
LNR PPTY CORP 189,317 15,600
LSI INDS INC 73,469 5,900
LSI LOGIC CORP 6,156,052 99,311 719,158
LTX CORP 535,019 48,795 31,600
L-3 COMMUNICATIONS H 553,773 4,000 18,000
LVMH MOET HENNESSY L 177,821
LA JOLLA PHARMACEUTI 238,337 19,800
LA QUINTA PPTYS INC 1,070,770 80,000
LA Z BOY INC 396,823 30,100
LABORATORY CORP AMER 269,941 3,140 31,783
LABOR READY INC 296,836 25,200
LABRANCHE & CO INC 408,077 4,200 27,500
LACLEDE GAS CO 140,844 13,100
LADISH INC 66,037 5,700
LAFARGE COPPEE S A 19,516
LAFARGE NORTH AMERIC 266,417 1,700 20,600
LAKELAND BANCORP INC 73,360 6,900
LAM RESEARCH CORP 1,328,656 8,600 79,050
LAMAR ADVERTISING CO 367,641 5,300 36,552
LANCASTER COLONY COR 710,400 27,037
LANCE INC 268,238 720 11,100
LANDAUER INC 60,806 5,000
LANDAMERICA FINL GRO 284,110 11,200
LANDRYS RESTAURANTS 140,012 100 13,600
LANDS END INC 308,867 100 15,896
LANDSTAR SYS INC 118,340 5,900
LANTRONIX INC 163,337 9,700
LARGE SCALE BIOLOGY 79,413
LASALLE HOTEL PPTYS 269,918 7,300
LATTICE SEMICONDUCTO 1,010,018 11,800 59,100
LAUDER ESTEE COS INC 572,336 7,180 67,700
LAWSON PRODS INC 49,330 6,200
LEAP WIRELESS INTL I 312,538 115 16,900
LEAR CORP 2,639,221 33,360 48,394
LEARNING TREE INTL I 152,210 7,500
LECROY CORP 51,008 4,400
LEE ENTERPRISES INC 663,808 37,800
LEGATO SYS INC 1,096,712 300 57,400
LEGGETT & PLATT INC 3,572,915 61,068 386,780
Page Total
Page 38 of 73
------------------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------------------
LEGG MASON INC COM 52490110 31,061,426 781,223 765,588 9,695 5,940
LEHMAN BROS HLDGS IN COM 52490810 305,124,410 5,367,184 5,259,578 96,221 11,385
LENNAR CORP COM 52605710 42,442,650 1,177,654 1,177,014 540 100
LENNOX INTL INC COM 52610710 3,380,708 363,517 363,317 200
LEUCADIA NATL CORP COM 52728810 13,532,188 433,724 433,724
LEVEL 3 COMMUNICATIO COM 52729N10 9,055,810 2,395,717 2,391,918 979 2,820
LEXAR MEDIA INC COM 52886P10 220,477 220,477 220,477
LEXENT INC COM 52886Q10 986,485 136,067 136,067
LEXICON GENETICS INC COM 52887210 2,091,147 275,151 273,451 1,700
LEXINGTON CORP PPTYS COM 52904310 1,967,626 134,309 134,309
LEXMARK INTL NEW CL A 52977110 112,414,129 2,514,295 2,494,155 20,040 100
LIBBEY INC COM 52989810 4,412,187 136,812 136,512 300
LIBERATE TECHNOLOGIE COM 53012910 8,870,146 890,577 890,137 340 100
LIBERTY CORP S C COM 53037010 7,879,841 198,235 197,135 1,100
LIBERTY DIGITAL INC CL A 53043610 691,424 172,425 172,325 100
LIBERTY FINL COS INC COM 53051210 3,736,816 117,695 117,695
LIBERTY LIVEWIRE COR CL A 53070910 301,739 44,835 44,835
LIBERTY MEDIA CORP N COM SER A 53071810 459,215,413 36,158,694 21,260,351 14,820,487 77,856
LIBERTY PPTY TR SH BEN INT 53117210 26,251,981 915,022 852,842 62,180
LIFEPOINT HOSPITALS COM 53219L10 21,550,496 489,784 489,172 597 15
LIGAND PHARMACEUTICA CL B 53220K20 3,083,231 335,864 335,214 650
LIGHTBRIDGE INC COM 53222610 2,813,532 274,491 274,491
LIGHTPATH TECHNOLOGI CL A 53225710 269,502 151,406 150,196 1,210
LILLY ELI & CO COM 53245710 1,821,444,837 22,570,568 22,407,087 130,092 33,389
LIMITED INC COM 53271610 79,890,250 8,409,500 8,394,580 13,780 1,140
LINCARE HLDGS INC COM 53279110 29,809,706 1,121,931 1,120,171 1,360 400
LINCOLN ELEC HLDGS I COM 53390010 7,349,945 333,785 333,705 80
LINCOLN NATL CORP IN COM 53418710 207,545,373 4,450,898 4,431,014 14,944 4,940
LINDSAY MFG CO COM 53555510 1,957,186 110,264 90,264 3,000 17,000
LINEAR TECHNOLOGY CO COM 53567810 260,297,388 7,935,896 6,944,587 796,966 194,343
LINENS N THINGS INC COM 53567910 11,269,215 606,524 538,794 55,680 12,050
LIQUI BOX CORP COM 53631410 1,019,535 24,716 24,716
LITHIA MTRS INC CL A 53679710 662,501 47,662 47,662
LITTELFUSE INC COM 53700810 4,902,281 221,522 211,682 440 9,400
LIZ CLAIBORNE INC COM 53932010 59,953,367 1,590,275 1,587,155 2,120 1,000
LOCAL FINL CORP COM 53955310 2,103,729 157,347 157,347
LOCKHEED MARTIN CORP COM 53983010 3,626,153,168 82,883,501 82,862,974 18,411 2,116
LODGENET ENTMT CORP COM 54021110 1,003,815 91,339 91,339
LOEWS CORP COM 54042410 153,159,726 3,309,415 3,301,465 6,750 1,200
LONE STAR STEAKHOUSE COM 54230710 2,338,902 216,565 216,565
LONE STAR TECHNOLOGI COM 54231210 2,711,842 218,697 218,397 200 100
LONGS DRUG STORES CO COM 54316210 12,781,334 469,902 466,442 3,460
LONGVIEW FIBRE CO COM 54321310 6,489,866 642,561 626,211 1,350 15,000
LOUDCLOUD INC COM 54573510 224,939 200,839 200,839
Page Total 7,354,422,269
-------------------------------------------------------------------------
Voting Authority
Name of Sole Shared None
Issuer
-------------------------------------------------------------------------
LEGG MASON INC 731,583 10,040 39,600
LEHMAN BROS HLDGS IN 4,769,754 83,703 513,727
LENNAR CORP 1,116,674 14,900 46,080
LENNOX INTL INC 334,517 29,000
LEUCADIA NATL CORP 405,824 3,500 24,400
LEVEL 3 COMMUNICATIO 1,969,825 31,920 393,972
LEXAR MEDIA INC 218,077 2,400
LEXENT INC 136,067
LEXICON GENETICS INC 255,251 19,900
LEXINGTON CORP PPTYS 123,509 10,800
LEXMARK INTL NEW 2,167,160 86,293 260,842
LIBBEY INC 126,112 10,700
LIBERATE TECHNOLOGIE 825,277 100 65,200
LIBERTY CORP S C 187,535 10,700
LIBERTY DIGITAL INC 172,325 100
LIBERTY FINL COS INC 107,395 10,300
LIBERTY LIVEWIRE COR 44,835
LIBERTY MEDIA CORP N 32,667,954 258,956 3,231,784
LIBERTY PPTY TR 865,423 4,400 45,199
LIFEPOINT HOSPITALS 464,569 15 25,200
LIGAND PHARMACEUTICA 311,064 24,800
LIGHTBRIDGE INC 257,791 16,700
LIGHTPATH TECHNOLOGI 140,806 10,600
LILLY ELI & CO 19,217,867 817,917 2,534,784
LIMITED INC 7,220,324 113,310 1,075,866
LINCARE HLDGS INC 1,057,190 6,400 58,341
LINCOLN ELEC HLDGS I 314,185 19,600
LINCOLN NATL CORP IN 3,872,712 74,304 503,882
LINDSAY MFG CO 85,864 17,000 7,400
LINEAR TECHNOLOGY CO 6,827,330 405,667 702,899
LINENS N THINGS INC 570,474 12,050 24,000
LIQUI BOX CORP 22,816 1,900
LITHIA MTRS INC 46,362 1,300
LITTELFUSE INC 198,517 9,400 13,605
LIZ CLAIBORNE INC 1,418,295 15,982 155,998
LOCAL FINL CORP 145,547 11,800
LOCKHEED MARTIN CORP 7,483,453 154,139 75,245,909
LODGENET ENTMT CORP 83,639 7,700
LOEWS CORP 3,154,313 69,402 85,700
LONE STAR STEAKHOUSE 201,365 15,200
LONE STAR TECHNOLOGI 203,497 100 15,100
LONGS DRUG STORES CO 439,155 30,747
LONGVIEW FIBRE CO 591,674 15,000 35,887
LOUDCLOUD INC 193,939 6,900
Page Total
-------------------------------------------------------------------------
Page 39 of 73
---------------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
---------------------------------------------------------------------------------------------------------------------------------
LOUIS DREYFUS NAT GA COM 54601110 6,828,972 175,552 175,552
LOUISIANA PAC CORP COM 54634710 15,322,404 2,357,293 2,348,856 4,235 4,202
LOWES COS INC COM 54866110 2,244,150,782 70,905,238 15,416,812 55,383,656 104,770
LUBRIZOL CORP COM 54927110 23,899,680 756,319 753,859 1,060 1,400
LUBYS INC COM 54928210 1,444,707 202,057 199,457 2,600
LUCENT TECHNOLOGIES COM 54946310 427,163,512 74,548,606 73,829,063 513,636 205,907
LUFKIN INDS INC COM 54976410 1,038,803 45,323 45,323
LUMINEX CORP DEL COM 55027E10 1,868,248 136,868 136,868
LUMINENT INC COM 55027R10 296,724 148,362 148,362
LUXOTTICA GROUP S P SPONSORED 55068R20 329,548 23,556 22,224 1,332
LYDALL INC DEL COM 55081910 764,431 115,823 115,823
LYNCH INTERACTIVE CO COM 55114610 702,355 14,189 14,189
LYONDELL CHEMICAL CO COM 55207810 12,729,686 1,111,763 1,109,023 2,440 300
M & T BK CORP COM 55261F10 69,547,198 939,827 904,288 5,328 30,211
MAF BANCORP INC COM 55261R10 8,851,497 308,845 308,305 100 440
MBIA INC COM 55262C10 155,093,350 3,101,867 3,081,333 11,984 8,550
MBNA CORP COM 55262L10 510,857,872 16,865,562 16,747,621 94,337 23,604
MB FINL INC COM 55263D10 1,098,125 43,925 43,925
M D C HLDGS INC COM 55267610 4,128,062 148,920 148,910 10
MDU RES GROUP INC COM 55269010 17,560,101 751,395 661,010 68,260 22,125
MCSI INC COM 55270M10 1,364,065 84,672 84,672
MEMC ELECTR MATLS IN COM 55271510 374,896 357,044 354,544 2,500
MGIC INVT CORP WIS COM 55284810 159,216,787 2,436,743 2,426,680 6,063 4,000
MGI PHARMA INC COM 55288010 2,281,537 170,646 170,546 100
MGM MIRAGE COM 55295310 36,264,084 1,613,171 1,612,451 620 100
M/I SCHOTTENSTEIN HO COM 55305B10 2,077,888 61,476 61,476
MKS INSTRUMENT INC COM 55306N10 3,253,184 183,278 182,678 600
MRO SOFTWARE INC COM 55347W10 1,394,727 136,738 136,638 100
MRV COMMUNICATIONS I COM 55347710 1,954,341 651,447 651,347 100
MSC INDL DIRECT INC CL A 55353010 5,430,250 340,882 340,762 120
MSC SOFTWARE CORP COM 55353110 2,300,529 142,890 142,890
MTR GAMING GROUP INC COM 55376910 1,417,559 152,919 152,919
MTS SYS CORP COM 55377710 2,882,509 250,653 250,653
MACDERMID INC COM 55427310 3,158,883 247,950 244,150 200 3,600
MACERICH CO COM 55438210 8,550,401 386,896 386,796 100
MACK CALI RLTY CORP COM 55448910 15,681,257 505,847 503,457 2,390
MACROCHEM CORP DEL COM 55590310 426,473 174,071 149,071 25,000
MACROVISION CORP COM 55590410 14,765,216 519,719 517,179 2,400 140
MACROMEDIA INC COM 55610010 10,104,293 834,376 833,246 870 260
MADDEN STEVEN LTD COM 55626910 721,817 71,115 71,115
MADISON GAS & ELEC C COM 55749710 4,288,955 170,535 167,284 2,801 450
MAGELLAN HEALTH SVCS COM 55907910 2,318,568 202,142 202,142
MAGNA ENTMT CORP CL A 55921110 940,796 155,247 155,247
MAGNETEK INC COM 55942410 1,613,926 175,809 175,809
Page Total 3,786,458,998
---------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------
Voting Authority
Name of Sole Shared None
Issuer
------------------------------------------------------------------------------------
LOUIS DREYFUS NAT GA 160,052 1,700 13,800
LOUISIANA PAC CORP 2,135,735 23,302 198,256
LOWES COS INC 13,290,115 55,787,368 1,827,755
LUBRIZOL CORP 689,419 14,000 52,900
LUBYS INC 181,457 20,600
LUCENT TECHNOLOGIES 64,273,734 1,227,734 9,047,138
LUFKIN INDS INC 44,223 1,100
LUMINEX CORP DEL 126,968 9,900
LUMINENT INC 148,362
LUXOTTICA GROUP S P 23,556
LYDALL INC DEL 105,013 10,810
LYNCH INTERACTIVE CO 14,189
LYONDELL CHEMICAL CO 1,037,363 8,300 66,100
M & T BK CORP 847,362 35,911 56,554
MAF BANCORP INC 296,905 440 11,500
MBIA INC 2,658,023 49,076 394,768
MBNA CORP 14,453,563 266,469 2,145,530
MB FINL INC 42,825 1,100
M D C HLDGS INC 138,600 10,320
MDU RES GROUP INC 680,936 28,625 41,834
MCSI INC 76,972 7,700
MEMC ELECTR MATLS IN 332,544 24,500
MGIC INVT CORP WIS 2,141,991 39,900 254,852
MGI PHARMA INC 159,246 100 11,300
MGM MIRAGE 1,518,871 25,800 68,500
M/I SCHOTTENSTEIN HO 57,776 3,700
MKS INSTRUMENT INC 170,478 12,800
MRO SOFTWARE INC 127,138 9,600
MRV COMMUNICATIONS I 603,847 100 47,500
MSC INDL DIRECT INC 316,682 24,200
MSC SOFTWARE CORP 133,990 8,900
MTR GAMING GROUP INC 142,419 10,500
MTS SYS CORP 237,853 12,800
MACDERMID INC 231,750 3,600 12,600
MACERICH CO 365,996 20,900
MACK CALI RLTY CORP 469,647 5,100 31,100
MACROCHEM CORP DEL 144,971 25,000 4,100
MACROVISION CORP 491,133 3,040 25,546
MACROMEDIA INC 796,796 260 37,320
MADDEN STEVEN LTD 65,415 5,700
MADISON GAS & ELEC C 158,285 450 11,800
MAGELLAN HEALTH SVCS 187,742 14,400
MAGNA ENTMT CORP 141,547 13,700
MAGNETEK INC 163,109 12,700
Page Total
------------------------------------------------------------------------------------
Page 40 of 73
------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------
MAGNUM HUNTER RES IN COM PAR $0 55972F20 2,230,349 235,021 235,021
MAIL-WELL INC COM 56032120 1,218,854 329,420 329,420
MAIN STR BKS INC NEW COM 56034R10 1,500,851 83,427 83,427
MANAGEMENT NETWORK G COM 56169310 449,823 74,351 74,351
MANDALAY RESORT GROU COM 56256710 12,029,448 741,186 740,066 920 200
MANHATTAN ASSOCS INC COM 56275010 4,906,595 289,304 288,904 400
MANITOWOC INC COM 56357110 5,269,436 217,386 217,026 260 100
MANOR CARE INC NEW COM 56405510 58,147,695 2,069,313 2,066,168 1,895 1,250
MANPOWER INC COM 56418H10 28,930,403 1,098,762 1,097,162 1,400 200
MANUFACTURED HOME CM COM 56468210 6,113,324 200,964 200,964
MANUFACTURERS SVCS L COM 56500510 520,591 128,541 126,641 1,900
MANUGISTICS GROUP IN COM 56501110 1,902,441 326,880 325,474 1,346 60
MAPINFO CORP COM 56510510 844,055 115,624 115,624
MARCUS CORP COM 56633010 2,146,608 178,884 178,884
MARKEL CORP COM 57053510 9,277,905 47,579 47,179 400
MARSH & MCLENNAN COS COM 57174810 646,588,418 6,686,540 6,072,116 481,168 133,256
MARSHALL & ILSLEY CO COM 57183410 59,632,040 1,051,897 1,049,867 1,730 300
MARRIOTT INTL INC NE CL A 57190320 157,394,661 4,712,415 4,673,222 38,933 260
MARTEK BIOSCIENCES C COM 57290110 2,516,350 138,261 138,261
MARTHA STEWART LIVIN CL A 57308310 1,232,796 82,738 82,538 100 100
MARTIN MARIETTA MATL COM 57328410 48,612,282 1,242,963 1,240,543 2,320 100
MASCO CORP COM 57459910 192,360,778 9,410,997 9,357,078 32,635 21,284
MASSEY ENERGY CORP COM 57620610 7,656,251 522,611 521,656 955
MASTEC INC COM 57632310 1,807,164 354,346 354,246 100
MATRIXONE INC COM 57685P30 3,553,614 653,238 341,545 311,575 118
MATSUSHITA ELEC INDL ADR 57687920 15,764,327 1,304,994 239,616 1,065,378
MATTEL INC COM 57708110 147,584,350 9,424,288 9,390,916 28,950 4,422
MATTHEWS INTL CORP CL A 57712810 5,473,262 248,108 248,108
MATTSON TECHNOLOGY I COM 57722310 1,032,908 258,227 258,227
MAUI LD & PINEAPPLE COM 57734510 255,460 12,773 12,773
MAXIM INTEGRATED PRO COM 57772K10 230,600,121 6,599,889 6,565,554 27,404 6,931
MAXIM PHARMACEUTICAL COM 57772M10 817,337 206,921 206,921
MAXTOR CORP COM NEW 57772920 5,073,751 1,421,219 1,411,089 9,788 342
MAXWELL TECHNOLOGIES COM 57776710 547,859 84,286 84,286
MAXYGEN INC COM 57777610 3,938,058 248,505 248,167 307 31
MAY DEPT STORES CO COM 57777810 211,035,123 7,272,058 6,965,793 201,426 104,839
MAVERICK TUBE CORP COM 57791410 4,642,307 512,396 512,096 200 100
MAXIMUS INC COM 57793310 4,355,758 109,634 109,634
MAYTAG CORP COM 57859210 113,110,166 4,590,510 1,788,627 2,796,783 5,100
MCAFEE COM CORP CL A 57906210 475,224 41,145 41,145
MCCLATCHY CO CL A 57948910 7,116,690 169,445 169,005 340 100
MCCORMICK & CO INC COM NON VT 57978020 34,055,780 743,576 735,436 7,840 300
MCDATA CORP CL A 58003120 2,128,232 253,663 233,868 13,921 5,874
MCDERMOTT INTL INC COM 58003710 9,480,966 1,149,208 1,149,008 200
Page Total 2,054,330,411
----------------------------------------------------------------------------
Name of Voting Authority
Issuer Sole Shared None
----------------------------------------------------------------------------
MAGNUM HUNTER RES IN 217,021 18,000
MAIL-WELL INC 300,120 29,300
MAIN STR BKS INC NEW 77,527 5,900
MANAGEMENT NETWORK G 74,351
MANDALAY RESORT GROU 689,786 6,600 44,800
MANHATTAN ASSOCS INC 280,404 8,900
MANITOWOC INC 200,986 100 16,300
MANOR CARE INC NEW 1,829,916 26,602 212,795
MANPOWER INC 1,004,778 5,000 88,984
MANUFACTURED HOME CM 191,864 9,100
MANUFACTURERS SVCS L 128,541
MANUGISTICS GROUP IN 290,620 4,860 31,400
MAPINFO CORP 106,024 9,600
MARCUS CORP 165,999 12,885
MARKEL CORP 42,679 700 4,200
MARSH & MCLENNAN COS 5,636,725 325,046 724,769
MARSHALL & ILSLEY CO 967,830 7,300 76,767
MARRIOTT INTL INC NE 4,124,315 72,458 515,642
MARTEK BIOSCIENCES C 128,861 9,400
MARTHA STEWART LIVIN 76,738 100 5,900
MARTIN MARIETTA MATL 527,111 685,052 30,800
MASCO CORP 8,200,707 151,527 1,058,763
MASSEY ENERGY CORP 451,606 5,750 65,255
MASTEC INC 340,546 100 13,700
MATRIXONE INC 634,420 118 18,700
MATSUSHITA ELEC INDL 1,286,894 18,100
MATTEL INC 7,952,840 307,835 1,163,613
MATTHEWS INTL CORP 228,308 19,800
MATTSON TECHNOLOGY I 238,827 19,400
MAUI LD & PINEAPPLE 12,773
MAXIM INTEGRATED PRO 5,699,600 223,727 676,562
MAXIM PHARMACEUTICAL 192,321 14,600
MAXTOR CORP 1,288,265 18,142 114,812
MAXWELL TECHNOLOGIES 78,086 6,200
MAXYGEN INC 230,474 31 18,000
MAY DEPT STORES CO 6,281,153 191,962 798,943
MAVERICK TUBE CORP 490,996 100 21,300
MAXIMUS INC 101,134 8,500
MAYTAG CORP 1,551,187 2,846,975 192,348
MCAFEE COM CORP 41,145
MCCLATCHY CO 154,745 1,700 13,000
MCCORMICK & CO INC 694,076 4,800 44,700
MCDATA CORP 222,228 7,718 23,717
MCDERMOTT INTL INC 1,068,097 20,700 60,411
Page Total
----------------------------------------------------------------------------
Page 41 of 73
------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------
MCDONALDS CORP COM 58013510 809,553,442 29,828,793 28,735,946 781,339 311,508
MCGRATH RENTCORP COM 58058910 1,556,571 72,365 72,365
MCGRAW HILL COS INC COM 58064510 261,478,341 4,492,755 4,343,010 54,370 95,375
MCKESSON CORP COM 58155Q10 224,185,018 5,932,390 5,921,575 10,415 400
MCLEODUSA INC CL A 58226610 2,837,441 3,684,989 3,662,804 20,263 1,922
MCMORAN EXPLORATION COM 58241110 655,624 120,298 120,236 62
MEAD CORP COM 58283410 59,361,171 2,144,551 2,140,211 4,240 100
MEASUREMENT SPECIALT COM 58342110 530,964 53,687 53,687
MECHANICAL TECHNOLOG COM 58353810 650,464 185,847 185,847
MEDAREX INC COM 58391610 6,755,392 447,377 445,937 1,340 100
MED-DESIGN CORP COM 58392610 919,123 63,828 63,828
MEDALLION FINL CORP COM 58392810 806,586 97,768 97,168 600
MEDFORD BANCORP INC COM 58413110 950,814 49,265 45,665 3,600
MEDIA GEN INC CL A 58440410 8,317,488 191,824 191,724 100
MEDIACOM COMMUNICATI CL A 58446K10 2,844,214 218,282 218,282
MEDICINES CO COM 58468810 1,058,598 174,975 174,975
MEDICIS PHARMACEUTIC CL A NEW 58469030 19,239,351 384,941 384,391 550
MEDIMMUNE INC COM 58469910 152,052,093 4,267,530 4,233,070 19,450 15,010
MEDQUIST INC COM 58494910 17,936,426 713,178 713,043 135
MEDIS TECHNOLOGIES L COM 58500P10 360,130 57,073 57,073
MEDTRONIC INC COM 58505510 1,125,965,701 25,884,269 24,867,272 833,219 183,778
MEEMIC HLDGS INC COM 58513510 263,790 11,121 11,121
MELLON FINL CORP COM 58551A10 353,056,855 10,920,410 10,564,038 276,650 79,722
MEMBERWORKS INC COM 58600210 1,796,727 87,347 87,347
MENS WEARHOUSE INC COM 58711810 5,385,815 297,888 297,788 100
MENTOR CORP MINN COM 58718810 5,739,836 226,871 226,831 40
MENTOR GRAPHICS CORP COM 58720010 17,471,841 1,267,913 1,267,023 490 400
MERCANTILE BANKSHARE COM 58740510 27,370,212 689,426 676,576 8,950 3,900
MERCK & CO INC COM 58933110 3,629,552,281 54,497,782 50,948,740 1,891,534 1,657,508
MERCURY COMPUTER SYS COM 58937810 7,768,757 206,891 206,451 440
MERCURY GENL CORP NE COM 58940010 10,433,358 262,805 253,605 600 8,600
MERCURY INTERACTIVE COM 58940510 32,338,430 1,698,447 1,652,842 39,805 5,800
MEREDITH CORP COM 58943310 30,174,632 939,142 935,978 960 2,204
MERIDIAN MED TECHNOL COM 58965810 582,806 31,083 9,882 21,201
MERIDIAN RESOURCE CO COM 58977Q10 859,865 264,574 264,574
MERISTAR HOSPITALITY COM 58984Y10 5,896,141 558,876 558,876
MERIDIAN GOLD INC COM 58997510 733,588 67,240 67,240
MERITAGE CORP COM 59001A10 911,717 24,641 24,641
MERIX CORP COM 59004910 1,580,456 112,488 111,988 500
MERRILL LYNCH & CO I COM 59018810 4,086,293,534 100,647,624 17,631,996 83,001,433 14,195
MESA AIR GROUP INC COM 59047910 817,914 250,894 250,894
MESABA HLDGS INC COM 59066B10 613,824 104,038 104,038
MESTEK INC COM 59082910 680,992 29,290 20,290 9,000
METASOLV INC COM 59139P10 4,231,626 705,271 705,071 200
Page Total 10,922,569,949
----------------------------------------------------------------------------
Name of Voting Authority
Issuer Sole Shared None
----------------------------------------------------------------------------
MCDONALDS CORP 25,677,600 734,573 3,416,620
MCGRATH RENTCORP 66,965 5,400
MCGRAW HILL COS INC 3,715,435 233,937 543,383
MCKESSON CORP 5,066,074 127,486 738,830
MCLEODUSA INC 3,305,882 41,922 337,185
MCMORAN EXPLORATION 110,298 10,000
MEAD CORP 1,872,523 25,623 246,405
MEASUREMENT SPECIALT 52,387 1,300
MECHANICAL TECHNOLOG 181,447 4,400
MEDAREX INC 395,777 7,600 44,000
MED-DESIGN CORP 59,328 4,500
MEDALLION FINL CORP 95,568 2,200
MEDFORD BANCORP INC 49,265
MEDIA GEN INC 177,424 100 14,300
MEDIACOM COMMUNICATI 203,882 14,400
MEDICINES CO 162,775 12,200
MEDICIS PHARMACEUTIC 363,041 3,000 18,900
MEDIMMUNE INC 3,595,287 178,214 494,029
MEDQUIST INC 704,378 8,800
MEDIS TECHNOLOGIES L 55,473 1,600
MEDTRONIC INC 21,595,691 1,049,579 3,238,999
MEEMIC HLDGS INC 11,121
MELLON FINL CORP 9,372,807 400,702 1,146,901
MEMBERWORKS INC 80,447 6,900
MENS WEARHOUSE INC 264,888 100 32,900
MENTOR CORP MINN 211,871 15,000
MENTOR GRAPHICS CORP 1,210,413 6,600 50,900
MERCANTILE BANKSHARE 634,356 8,500 46,570
MERCK & CO INC 45,138,015 3,256,008 6,103,759
MERCURY COMPUTER SYS 194,881 12,010
MERCURY GENL CORP NE 235,305 10,400 17,100
MERCURY INTERACTIVE 1,464,529 62,835 171,083
MEREDITH CORP 838,380 14,003 86,759
MERIDIAN MED TECHNOL 31,083
MERIDIAN RESOURCE CO 253,374 11,200
MERISTAR HOSPITALITY 535,576 23,300
MERIDIAN GOLD INC 67,240
MERITAGE CORP 24,041 600
MERIX CORP 100,538 11,950
MERRILL LYNCH & CO I 15,238,732 83,176,398 2,232,494
MESA AIR GROUP INC 230,794 20,100
MESABA HLDGS INC 96,638 7,400
MESTEK INC 20,290 9,000
METASOLV INC 688,771 200 16,300
Page Total
----------------------------------------------------------------------------
Page 42 of 73
------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------
METAWAVE COMMUNICATI COM 59140910 668,989 247,774 247,774
METHODE ELECTRS INC CL A 59152020 2,371,530 314,110 312,310 1,800
METLIFE INC COM 59156R10 379,694,363 12,784,322 12,763,698 18,699 1,925
METRIS COS INC COM 59159810 19,873,210 802,958 802,378 480 100
METRO GOLDWYN MAYER COM 59161010 6,282,737 370,663 360,323 240 10,100
METRO ONE TELECOMMUN COM 59163F10 5,299,274 228,417 227,817 600
METROMEDIA FIBER NET CL A 59168910 1,224,319 3,600,939 3,471,529 129,150 260
METROMEDIA INTL GROU COM 59169510 776,374 646,979 646,979
METROWEST BK MASS COM 59266810 357,604 31,507 7,700 23,807
METTLER TOLEDO INTER COM 59268810 12,814,057 304,083 303,023 960 100
MICHAELS STORES INC COM 59408710 9,935,701 271,913 271,653 260
MICREL INC COM 59479310 15,844,942 794,631 792,521 1,810 300
MICRO GENERAL CORP COM NEW 59483830 647,635 75,482 75,482
MICROS SYS INC COM 59490110 2,705,411 152,246 152,206 40
MICROSOFT CORP COM 59491810 5,982,396,813 116,912,191 114,141,121 1,945,396 625,674
MICROVISION INC WASH COM 59496010 1,187,827 92,799 92,799
MICROSTRATEGY INC CL A 59497210 278,355 246,332 245,632 700
MICROCHIP TECHNOLOGY COM 59501710 41,141,510 1,535,131 1,530,874 3,857 400
MICROFINANCIAL INC COM 59507210 593,477 43,162 43,162
MICROMUSE INC COM 59509410 3,475,995 611,971 599,361 6,150 6,460
MICRON TECHNOLOGY IN COM 59511210 230,590,692 12,245,921 12,220,036 23,905 1,980
MICROSEMI CORP COM 59513710 9,797,769 376,114 376,114
MICROTUNE INC DEL COM 59514P10 2,314,234 203,003 203,003
MID-AMER APT CMNTYS COM 59522J10 4,811,924 185,074 185,074
MID ATLANTIC MED SVC COM 59523C10 16,671,774 793,894 793,374 520
MID-ATLANTIC RLTY TR SH BEN INT 59523210 1,737,358 124,097 124,097
MID-STATE BANCSHARES COM 59544010 4,507,743 264,074 264,074
MIDAS GROUP INC COM 59562610 1,307,344 132,055 132,015 40
MID AMER BANCORP COM 59591510 1,950,646 77,715 77,715
MIDDLESEX WATER CO COM 59668010 1,301,652 39,444 39,444
MIDLAND CO COM 59748610 1,500,088 36,948 36,948
MIDWEST EXPRESS HLDG COM 59791110 1,615,524 152,408 152,108 300
MIDWAY GAMES INC COM 59814810 4,191,186 346,093 298,013 48,080
MIDWEST BANC HOLDING COM 59825110 878,055 41,069 41,069
MILACRON INC COM 59870910 2,027,435 169,518 169,246 260 12
MILLENNIUM PHARMACEU COM 59990210 45,152,437 2,542,367 2,534,547 7,060 760
MILLENNIUM CHEMICALS COM 59990310 5,911,796 563,565 563,465 100
MILLBROOK PRESS INC COM 60017910 204,782 63,400 63,400
MILLENNIUM CELL INC COM 60038B10 403,445 107,873 107,873
MILLER HERMAN INC COM 60054410 15,958,351 819,638 818,228 1,110 300
MILLIPORE CORP COM 60107310 51,789,984 978,277 973,941 3,736 600
MILLS CORP COM 60114810 9,360,634 437,822 437,722 100
MINE SAFETY APPLIANC COM 60272010 3,707,460 82,388 82,388
MINERALS TECHNOLOGIE COM 60315810 33,931,958 899,098 899,098
Page Total 6,939,194,394
----------------------------------------------------------------------------
Name of Voting Authority
Issuer Sole Shared None
----------------------------------------------------------------------------
METAWAVE COMMUNICATI 247,774
METHODE ELECTRS INC 291,610 22,500
METLIFE INC 11,451,672 221,866 1,110,784
METRIS COS INC 782,058 100 20,800
METRO GOLDWYN MAYER 337,863 10,300 22,500
METRO ONE TELECOMMUN 217,167 11,250
METROMEDIA FIBER NET 2,989,554 35,260 576,125
METROMEDIA INTL GROU 593,479 53,500
METROWEST BK MASS 31,507
METTLER TOLEDO INTER 281,683 3,100 19,300
MICHAELS STORES INC 250,513 21,400
MICREL INC 751,831 6,400 36,400
MICRO GENERAL CORP 75,482
MICROS SYS INC 139,646 12,600
MICROSOFT CORP 99,048,665 4,402,382 13,46144
MICROVISION INC WASH 84,499 8,300
MICROSTRATEGY INC 228,232 18,100
MICROCHIP TECHNOLOGY 1,442,781 9,100 83,250
MICROFINANCIAL INC 43,162
MICROMUSE INC 555,311 13,660 43,000
MICRON TECHNOLOGY IN 10,541,314 173,715 1,530,892
MICROSEMI CORP 361,114 15,000
MICROTUNE INC DEL 188,903 14,100
MID-AMER APT CMNTYS 176,274 8,800
MID ATLANTIC MED SVC 765,494 28,400
MID-ATLANTIC RLTY TR 121,697 2,400
MID-STATE BANCSHARES 247,874 16,200
MIDAS GROUP INC 122,455 9,600
MID AMER BANCORP 72,215 5,500
MIDDLESEX WATER CO 38,444 1,000
MIDLAND CO 34,648 2,300
MIDWEST EXPRESS HLDG 141,808 10,600
MIDWAY GAMES INC 326,893 19,200
MIDWEST BANC HOLDING 39,869 1,200
MILACRON INC 149,906 12 19,600
MILLENNIUM PHARMACEU 2,305,019 15,560 221,788
MILLENNIUM CHEMICALS 522,565 41,000
MILLBROOK PRESS INC 63,400
MILLENNIUM CELL INC 105,173 2,700
MILLER HERMAN INC 740,438 7,900 71,300
MILLIPORE CORP 853,489 31,806 92,982
MILLS CORP 426,122 11,700
MINE SAFETY APPLIANC 77,188 5,200
MINERALS TECHNOLOGIE 277,525 602,073 19,500
Page Total
Page 43 of 73
---------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
---------------------------------------------------------------------------------------------------------------------------
MINNESOTA MNG & MFG COM 60405910 2,899,103,013 29,462,429 28,830,805 333,679 297,945
MIPS TECHNOLOGIES IN CL A 60456710 2,184,287 333,479 332,359 1,020 100
MIPS TECHNOLOGIES IN CL B 60456720 984,936 164,156 163,981 62 113
MIRANT CORP COM 60467510 168,684,618 7,702,494 7,499,669 163,910 38,915
MIRAVANT MED TECHNOL COM 60469010 899,219 117,545 117,545
MISSION WEST PPTYS I COM 60520310 1,509,492 125,791 125,791
MISSISSIPPI VY BANCS COM 60572010 2,037,332 53,614 53,614
MITCHELL ENERGY & DE CL A 60659220 8,550,572 170,602 170,562 40
MITSUBISHI TOKYO FIN SPONSORED 60681610 14,352,333 1,851,914 527,539 1,324,375
MOBILE MINI INC COM 60740F10 2,802,849 107,968 107,968
MOBILE TELESYSTEMS O SPONSORED 60740910 261,768 10,667 10,667
MOCON INC COM 60749410 594,500 82,000 82,000
MODINE MFG CO COM 60782810 8,778,304 357,132 356,812 220 100
MODIS PROFESSIONAL S COM 60783010 4,443,488 1,110,872 1,102,072 8,500 300
MOHAWK INDS INC COM 60819010 21,971,061 597,852 597,052 600 200
MOLDFLOW CORP COM 60850710 272,141 32,130 32,130
MOLECULAR DEVICES CO COM 60851C10 2,562,850 137,492 137,342 150
MOLEX INC COM 60855410 100,195,031 3,564,391 3,557,226 5,989 1,176
MOLEX INC CL A 60855420 379,177 15,604 11,547 2,307 1,750
MONACO COACH CORP COM 60886R10 3,145,516 220,738 220,588 150
MONDAVI ROBERT CORP CL A 60920010 2,700,616 75,860 75,860
MONSANTO CO NEW COM 61166W10 8,487,884 251,642 251,642
MONTANA POWER CO COM 61208510 6,507,579 1,239,539 1,234,741 4,798
MONY GROUP INC COM 61533710 15,696,594 473,931 472,198 1,733
MOODYS CORP COM 61536910 119,681,014 3,234,622 3,221,855 9,197 3,570
MOOG INC CL A 61539420 3,886,373 172,192 172,192
MORGAN STANLEY DEAN COM NEW 61744644 5,626,027,426 121,381,390 23,089,382 98,216,483 75,525
MOTOROLA INC COM 62007610 762,738,241 48,893,477 46,510,954 1,694,267 688,256
MOVADO GROUP INC COM 62458010 1,380,724 89,079 89,079
MOVIE GALLERY INC COM 62458110 3,045,319 146,904 146,904
MUELLER INDS INC COM 62475610 12,110,309 421,962 421,562 300 100
MULTEX COM INC COM 62536710 443,048 214,033 213,833 200
MURPHY OIL CORP COM 62671710 34,451,536 476,113 455,763 2,500 17,850
MYERS INDS INC COM 62846410 3,238,782 273,315 273,315
MYKROLIS CORP COM 62852P10 211,692 23,600 23,600
MYLAN LABS INC COM 62853010 58,528,761 1,794,260 1,788,020 5,390 850
MYRIAD GENETICS INC COM 62855J10 4,463,849 145,687 145,287 400
NABI INC COM 62871610 1,978,594 320,161 320,161
NBC CAP CORP COM 62872910 1,294,214 39,518 39,518
NBT BANCORP INC COM 62877810 3,193,004 223,287 223,287
NBTY INC COM 62878210 12,130,256 921,752 921,752
NCH CORP COM 62885010 938,482 23,947 23,907 40
NCI BUILDING SYS INC COM 62885210 3,576,189 310,973 310,373 600
NCO GROUP INC COM 62885810 3,311,681 242,082 241,862 220
Page Total 9,933,734,654
----------------------------------------------------------------------------
Name of Voting Authority
Issuer Sole Shared None
----------------------------------------------------------------------------
MINNESOTA MNG & MFG 9,238,646 19,156,202 1,067,581
MIPS TECHNOLOGIES IN 309,179 100 24,200
MIPS TECHNOLOGIES IN 164,043 113
MIRANT CORP 6,645,122 157,696 899,676
MIRAVANT MED TECHNOL 114,845 2,700
MISSION WEST PPTYS I 116,291 9,500
MISSISSIPPI VY BANCS 49,614 4,000
MITCHELL ENERGY & DE 140,502 2,100 28,000
MITSUBISHI TOKYO FIN 1,828,214 23,700
MOBILE MINI INC 101,168 6,800
MOBILE TELESYSTEMS O 4,702 5,965
MOCON INC 82,000
MODINE MFG CO 332,586 100 24,446
MODIS PROFESSIONAL S 1,045,972 300 64,600
MOHAWK INDS INC 560,952 4,000 32,900
MOLDFLOW CORP 32,130
MOLECULAR DEVICES CO 127,292 10,200
MOLEX INC 3,191,055 57,172 316,164
MOLEX INC 5,182 1,750 8,672
MONACO COACH CORP 203,038 17,700
MONDAVI ROBERT CORP 70,160 5,700
MONSANTO CO NEW 224,442 3,600 23,600
MONTANA POWER CO 1,174,339 65,200
MONY GROUP INC 439,331 3,100 31,500
MOODYS CORP 2,701,689 117,430 415,503
MOOG INC 165,742 6,450
MORGAN STANLEY DEAN 22,621,103 96,424,391 2,335,896
MOTOROLA INC 42,330,659 1,347,384 5,215,434
MOVADO GROUP INC 86,679 2,400
MOVIE GALLERY INC 146,004 900
MUELLER INDS INC 403,662 100 18,200
MULTEX COM INC 197,333 16,700
MURPHY OIL CORP 433,063 20,150 22,900
MYERS INDS INC 261,498 11,817
MYKROLIS CORP 23,600
MYLAN LABS INC 1,657,310 9,550 127,400
MYRIAD GENETICS INC 128,987 2,200 14,500
NABI INC 297,661 22,500
NBC CAP CORP 36,218 3,300
NBT BANCORP INC 205,487 17,800
NBTY INC 895,152 26,600
NCH CORP 22,347 1,600
NCI BUILDING SYS INC 297,673 13,300
NCO GROUP INC 228,532 13,550
Page Total
Page 44 of 73
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
--------------------------------------------------------------------------------------------------------------------
NCR CORP NEW COM 62886E10 54,684,414 1,844,331 1,838,205 5,538 588
NS GROUP INC COM 62891610 1,027,119 151,047 151,047
NEC CORP ADR 62905020 972,974 121,470 121,470
NL INDS INC COM NEW 62915640 2,633,713 175,698 175,598 100
NMS COMMUNICATIONS C COM 62924810 537,423 344,502 324,277 20,225
NN INC COM 62933710 615,265 70,558 70,558
NPS PHARMACEUTICALS COM 62936P10 7,971,724 255,504 255,204 300
NRG ENERGY INC COM 62937710 27,848,844 1,718,004 1,495,096 191,908 31,000
NTL INC COM 62940710 3,754,918 1,211,264 1,209,160 1,591 513
NUI CORP COM 62943110 2,451,947 120,017 120,017
NVR INC COM 62944T10 29,741,330 211,667 210,947 720
NYMAGIC INC COM 62948410 399,051 24,863 24,863
NABORS INDS INC COM 62956810 60,853,073 2,901,911 2,856,956 42,105 2,850
NACCO INDS INC CL A 62957910 5,094,212 91,376 71,704 19,672
NANOGEN INC COM 63007510 541,518 110,967 110,867 100
NANOMETRICS INC COM 63007710 2,892,963 163,352 113,337 50,015
NANOPHASE TCHNOLOGIE COM 63007910 373,626 83,961 83,961
NAPRO BIOTHERAPUTICS COM 63079510 1,614,072 204,313 204,313
NASH FINCH CO COM 63115810 7,871,268 230,829 230,829
NATCO GROUP INC CL A 63227W20 574,986 74,868 74,868
NATIONAL AUSTRALIA B SPONSORED 63252540 1,753,754 27,484 27,484
NATIONAL BK GREECE S SPONSORED 63364340 223,797 52,046 52,046
NATIONAL BEVERAGE CO COM 63501710 219,390 21,939 21,939
NATIONAL CITY CORP COM 63540510 392,663,069 13,110,620 12,747,598 39,918 323,104
NATIONAL COMMERCE FI COM 63545P10 62,909,952 2,410,343 2,407,453 2,100 790
NATIONAL DATA CORP COM 63562110 17,019,576 472,766 471,366 1,400
NATIONAL HEALTHCARE COM 63590610 934,280 60,707 60,707
NATIONAL FUEL GAS CO COM 63618010 22,518,549 977,792 971,052 6,740
NATIONAL GOLF PPTYS COM 63623G10 3,239,548 201,841 201,841
NATIONAL GRID GROUP SPONSORED 63627410 432,360 13,665 13,665
NATIONAL HEALTH INVS COM 63633D10 3,860,405 287,019 287,019
NATIONAL INSTRS CORP COM 63651810 10,803,420 412,817 412,297 320 200
NATIONAL-OILWELL INC COM 63707110 12,757,593 879,834 833,744 38,540 7,550
NATIONAL PENN BANCSH COM 63713810 3,786,884 161,144 161,144
NATIONAL PRESTO INDS COM 63721510 1,484,584 55,189 55,089 100
NATIONAL PROCESSING COM 63722910 2,515,856 89,852 89,852
NATIONAL SEMICONDUCT COM 63764010 78,626,108 3,573,914 3,566,339 6,455 1,120
NATIONAL SVC INDS IN COM 63765710 41,769,994 2,022,760 2,022,210 550
NATIONAL WESTN LIFE CL A 63852210 2,453,090 24,264 24,264
NATIONWIDE FINL SVCS CL A 63861210 7,577,023 203,793 203,333 360 100
NATIONWIDE HEALTH PP COM 63862010 8,977,672 456,879 456,879
NATURES SUNSHINE PRO COM 63902710 1,170,854 102,258 102,258
NAUTICA ENTERPRISES COM 63908910 3,526,413 297,839 297,739 100
NAVISTAR INTL CORP N COM 63934E10 37,313,249 1,320,823 1,319,848 875 100
Page Total 930,991,860
Name of Voting Authority
Issuer Sole Shared None
----------------------------------------------------------------------------
NCR CORP NEW 1,666,926 32,529 144,876
NS GROUP INC 140,847 10,200
NEC CORP 121,470
NL INDS INC 169,698 6,000
NMS COMMUNICATIONS C 321,302 23,200
NN INC 70,558
NPS PHARMACEUTICALS 238,504 17,000
NRG ENERGY INC 1,652,804 33,600 31,600
NTL INC 1,087,783 16,813 106,668
NUI CORP 110,917 9,100
NVR INC 207,567 4,100
NYMAGIC INC 24,863
NABORS INDS INC 2,580,814 50,781 270,316
NACCO INDS INC 87,476 3,900
NANOGEN INC 108,167 2,800
NANOMETRICS INC 158,852 4,500
NANOPHASE TCHNOLOGIE 83,961
NAPRO BIOTHERAPUTICS 189,713 14,600
NASH FINCH CO 224,129 6,700
NATCO GROUP INC 74,868
NATIONAL AUSTRALIA B 27,484
NATIONAL BK GREECE S 52,046
NATIONAL BEVERAGE CO 21,939
NATIONAL CITY CORP 11,016,857 506,101 1,587,662
NATIONAL COMMERCE FI 2,196,478 14,690 199,175
NATIONAL DATA CORP 451,966 20,800
NATIONAL HEALTHCARE 60,707
NATIONAL FUEL GAS CO 898,140 5,000 74,652
NATIONAL GOLF PPTYS 195,641 6,200
NATIONAL GRID GROUP 13,665
NATIONAL HEALTH INVS 271,619 15,400
NATIONAL INSTRS CORP 392,217 3,200 17,400
NATIONAL-OILWELL INC 815,978 12,650 51,206
NATIONAL PENN BANCSH 148,019 13,125
NATIONAL PRESTO INDS 52,489 2,700
NATIONAL PROCESSING 85,952 3,900
NATIONAL SEMICONDUCT 3,148,971 55,528 369,415
NATIONAL SVC INDS IN 1,929,448 13,500 79,812
NATIONAL WESTN LIFE 23,464 800
NATIONWIDE FINL SVCS 185,993 2,700 15,100
NATIONWIDE HEALTH PP 426,379 30,500
NATURES SUNSHINE PRO 90,158 12,100
NAUTICA ENTERPRISES 282,439 15,400
NAVISTAR INTL CORP N 1,153,074 15,562 152,187
Page Total
----------------------------------------------------------------------------
Page 45 of 73
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
-----------------------------------------------------------------------------------------------------------------------
NAVIGANT CONSULTING COM 63935N10 1,251,668 337,377 336,077 1,300
NAVIGANT INTL INC COM 63935R10 802,995 99,875 99,875
NEIMAN MARCUS GROUP CL A 64020420 11,843,604 484,401 481,839 2,262 300
NEOSE TECHNOLOGIES I COM 64052210 3,801,752 98,491 98,391 100
NEOPHARM INC COM 64091910 1,246,024 88,685 88,685
NETBANK INC COM 64093310 1,814,741 216,815 216,815
NETWORKS ASSOCS INC COM 64093810 19,518,759 1,514,256 1,509,466 4,290 500
NET2PHONE COM 64108N10 428,687 141,481 141,481
NETEGRITY INC COM 64110P10 1,805,159 210,637 210,417 200 20
NETRO CORP COM 64114R10 797,844 295,498 292,978 2,520
NETIQ CORP COM 64115P10 7,843,764 344,478 344,328 50 100
NETSCOUT SYS INC COM 64115T10 709,031 166,831 166,831
NETRATINGS INC COM 64116M10 745,433 72,302 72,302
NETWORK APPLIANCE IN COM 64120L10 43,056,430 6,331,828 6,314,420 16,568 840
NETWORK PLUS CORP COM 64122D50 1,692,645 1,675,887 1,107,987 499,870 68,030
NEUBERGER BERMAN INC COM 64123410 23,288,643 667,679 666,419 1,110 150
NEUROGEN CORP COM 64124E10 1,901,114 115,851 115,851
NEUROCRINE BIOSCIENC COM 64125C10 6,307,972 197,001 196,981 20
NEW CENTURY FINANCIA COM 64352D10 578,621 59,043 59,043
NEW ENGLAND BUSINESS COM 64387210 1,841,511 106,139 106,139
NEW FOCUS INC COM 64438310 1,428,816 442,358 441,008 1,350
NEW HORIZONS WORLDWI COM 64552610 530,023 45,993 45,993
NEW JERSEY RES COM 64602510 6,846,670 154,867 153,667 200 1,000
NEW PLAN EXCEL RLTY COM 64805310 16,029,830 937,417 936,427 990
NEW YORK CMNTY BANCO COM 64944510 17,133,227 738,183 738,183
NEW YORK TIMES CO CL A 65011110 151,720,148 3,887,270 3,849,292 37,758 220
NEWELL RUBBERMAID IN COM 65122910 135,512,023 5,967,064 5,929,549 35,237 2,278
NEWFIELD EXPL CO COM 65129010 8,131,528 278,477 278,117 360
NEWHALL LAND & FARMI DEPOSITARY 65142610 402,570 14,200 14,200
NEWMONT MINING CORP COM 65163910 93,831,948 3,975,930 3,968,518 6,916 496
NEWPARK RES INC COM PAR $. 65171850 3,875,829 574,197 573,247 950
NEWPORT CORP COM 65182410 5,658,513 401,313 401,193 120
NEWPORT NEWS SHIPBUI COM 65222810 27,905,270 415,257 413,007 2,250
NEWPOWER HLDGS INC COM 65246310 1,182,877 384,051 383,951 100
NEWS CORP LTD ADR NEW 65248770 1,265,298 52,502 52,502
NEWS CORP LTD SP ADR PFD 65248780 1,215,403 57,088 56,206 882
NEXTCARD INC COM 65332K10 1,800,486 282,651 281,651 1,000
NEXTEL COMMUNICATION CL A 65332V10 124,776,849 14,441,765 14,313,760 81,490 46,515
NEXTEL PARTNERS INC CL A 65333F10 3,289,704 488,812 487,312 1,500
NEXT LEVEL COMM INC COM 65333U10 593,199 193,856 192,156 1,700
NIAGARA MOHAWK HLDGS COM 65352010 52,090,976 3,069,592 3,058,432 10,840 320
NICOR INC COM 65408610 36,131,468 932,425 929,655 2,770
NIKE INC CL B 65410610 213,134,730 4,553,188 4,542,398 3,690 7,100
99 CENTS ONLY STORES COM 65440K10 20,586,472 636,367 636,367
Page Total 1,056,350,254
Name of Voting Authority
Issuer Sole Shared None
----------------------------------------------------------------------------
NAVIGANT CONSULTING 314,477 22,900
NAVIGANT INTL INC 92,575 7,300
NEIMAN MARCUS GROUP 457,701 3,700 23,000
NEOSE TECHNOLOGIES I 90,591 100 7,800
NEOPHARM INC 82,285 6,400
NETBANK INC 202,015 14,800
NETWORKS ASSOCS INC 1,418,056 10,100 86,100
NET2PHONE 130,581 10,900
NETEGRITY INC 194,517 20 16,100
NETRO CORP 271,998 23,500
NETIQ CORP 319,510 100 24,868
NETSCOUT SYS INC 155,431 11,400
NETRATINGS INC 72,302
NETWORK APPLIANCE IN 5,491,525 218,030 622,273
NETWORK PLUS CORP 1,607,857 68,030
NEUBERGER BERMAN INC 629,693 3,750 34,236
NEUROGEN CORP 105,751 10,100
NEUROCRINE BIOSCIENC 183,701 13,300
NEW CENTURY FINANCIA 59,043
NEW ENGLAND BUSINESS 94,739 11,400
NEW FOCUS INC 409,758 32,600
NEW HORIZONS WORLDWI 45,993
NEW JERSEY RES 142,267 1,000 11,600
NEW PLAN EXCEL RLTY 871,617 8,400 57,400
NEW YORK CMNTY BANCO 686,208 51,975
NEW YORK TIMES CO 3,327,577 111,248 448,445
NEWELL RUBBERMAID IN 5,172,669 99,212 695,183
NEWFIELD EXPL CO 248,177 4,400 25,900
NEWHALL LAND & FARMI 14,200
NEWMONT MINING CORP 3,477,630 59,767 438,533
NEWPARK RES INC 527,997 46,200
NEWPORT CORP 382,693 120 18,500
NEWPORT NEWS SHIPBUI 395,131 20,126
NEWPOWER HLDGS INC 355,651 100 28,300
NEWS CORP LTD 52,502
NEWS CORP LTD 56,913 175
NEXTCARD INC 262,351 20,300
NEXTEL COMMUNICATION 12,326,270 526,247 1,589,248
NEXTEL PARTNERS INC 465,012 300 23,500
NEXT LEVEL COMM INC 182,856 11,000
NIAGARA MOHAWK HLDGS 2,743,132 46,726 279,734
NICOR INC 836,838 12,121 83,466
NIKE INC 4,006,430 74,249 472,509
99 CENTS ONLY STORES 611,817 24,550
Page Total
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Page 46 of 73
------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------
NIPPON TELEG & TEL C SPONSORED 65462410 20,807,034 898,792 230,466 668,326
NISOURCE INC COM 65473P10 99,759,317 4,279,679 4,267,785 9,112 2,782
NISSAN MOTORS SPONSORED 65474440 512,328 59,712 59,712
NOBLE AFFILIATES INC COM 65489410 20,684,988 667,473 644,947 4,145 18,381
NOKIA CORP SPONSORED 65490220 4,356,036 278,341 276,296 2,045
NOBLE DRILLING CORP COM 65504210 72,994,680 3,041,445 2,962,680 63,175 15,590
NORANDA INC COM 65542210 1,262,135 134,556 134,556
NORDSON CORP COM 65566310 7,991,987 365,766 365,406 360
NORDSTROM INC COM 65566410 35,151,026 2,432,597 2,425,702 2,815 4,080
NORFOLK SOUTHERN COR COM 65584410 131,236,240 8,141,206 8,042,023 55,698 43,485
NORSK HYDRO A S SPONSORED 65653160 1,098,770 30,186 30,186
NORTEK INC COM 65655910 2,624,229 121,774 121,774
NORTEL NETWORKS CORP COM 65656810 269,662,534 48,068,188 48,056,943 11,245
NORTH AMERN SCIENTIF COM 65715D10 549,342 50,865 50,865
NORTH FORK BANCORPOR COM 65942410 68,427,576 2,300,860 2,279,275 9,685 11,900
NORTH PITTSBURGH SYS COM 66156210 2,482,348 168,409 168,349 60
NORTHEAST UTILS COM 66439710 26,851,983 1,433,635 1,426,349 4,550 2,736
NORTHERN TR CORP COM 66585910 345,826,458 6,589,681 4,869,926 1,358,595 361,160
NORTHFIELD LABS INC COM 66613510 1,064,985 81,859 81,859
NORTHROP GRUMMAN COR COM 66680710 604,951,822 5,989,622 5,985,581 3,749 292
NORTHWEST AIRLS CORP CL A 66728010 20,907,900 1,832,419 414,183 1,418,236
NORTHWEST BANCORP IN COM 66732810 1,287,866 128,658 128,658
NORTHWEST NAT GAS CO COM 66765510 5,383,956 230,182 230,182
NORTHWESTERN CORP COM 66807410 5,882,162 267,371 266,665 240 466
NOVARTIS A G SPONSORED 66987V10 6,082,223 156,275 156,275
NU HORIZONS ELECTRS COM 66990810 847,170 112,208 112,208
NOVADIGM INC COM 66993710 846,359 115,151 115,151
NUANCE COMMUNICATION COM 66996710 2,507,414 385,756 283,878 101,778 100
NOVAVAX INC COM 67000210 1,577,832 111,903 111,903
NOVELL INC COM 67000610 28,096,615 7,676,671 7,612,781 62,750 1,140
NOVELLUS SYS INC COM 67000810 79,207,847 2,773,384 2,768,589 4,495 300
NOVEN PHARMACEUTICAL COM 67000910 6,341,099 350,337 350,337
NOVOSTE CORP COM 67010C10 781,354 131,763 131,463 300
NOVO-NORDISK A S ADR 67010020 813,834 19,377 19,377
NU SKIN ENTERPRISES CL A 67018T10 2,877,115 368,861 368,861
NSTAR COM 67019E10 22,677,076 541,219 529,754 6,080 5,385
NTELOS INC COM 67019U10 1,117,630 133,848 133,848
NUCOR CORP COM 67034610 72,953,990 1,837,632 1,785,144 25,601 26,887
NUEVO ENERGY CO COM 67050910 1,922,672 137,826 137,826
NUMERICAL TECHNOLOGI COM 67053T10 2,732,990 164,638 164,638
NVIDIA CORP COM 67066G10 33,976,214 1,236,848 1,231,768 4,000 1,080
NYFIX INC COM 67071210 2,978,761 208,305 208,165 40 100
O CHARLEYS INC COM 67082310 2,384,930 139,063 139,063
OGE ENERGY CORP COM 67083710 18,419,045 842,206 830,550 9,556 2,100
Page Total 2,040,899,872
----------------------------------------------------------------------------
Name of Voting Authority
Issuer Sole Shared None
----------------------------------------------------------------------------
NIPPON TELEG & TEL C 885,592 13,200
NISOURCE INC 3,676,385 65,959 537,335
NISSAN MOTORS 59,712
NOBLE AFFILIATES INC 591,122 21,881 54,470
NOKIA CORP 278,341
NOBLE DRILLING CORP 2,732,426 59,204 249,815
NORANDA INC 83,217 51,339
NORDSON CORP 340,966 24,800
NORDSTROM INC 2,158,330 37,253 237,014
NORFOLK SOUTHERN COR 6,957,254 162,715 1,021,237
NORSK HYDRO A S 30,186
NORTEK INC 116,274 5,500
NORTEL NETWORKS CORP 43,946,349 729,394 3,392,445
NORTH AMERN SCIENTIF 50,865
NORTH FORK BANCORPOR 2,116,750 22,800 161,310
NORTH PITTSBURGH SYS 157,309 11,100
NORTHEAST UTILS 1,318,099 11,936 103,600
NORTHERN TR CORP 5,568,248 507,166 514,267
NORTHFIELD LABS INC 79,859 2,000
NORTHROP GRUMMAN COR 1,666,214 4,173,867 149,541
NORTHWEST AIRLS CORP 381,161 1,415,958 35,300
NORTHWEST BANCORP IN 119,558 9,100
NORTHWEST NAT GAS CO 205,982 24,200
NORTHWESTERN CORP 244,005 466 22,900
NOVARTIS A G 156,275
NU HORIZONS ELECTRS 109,708 2,500
NOVADIGM INC 112,551 2,600
NUANCE COMMUNICATION 369,156 100 16,500
NOVAVAX INC 103,103 8,800
NOVELL INC 6,850,105 63,640 762,926
NOVELLUS SYS INC 2,438,731 43,193 291,460
NOVEN PHARMACEUTICAL 336,437 13,900
NOVOSTE CORP 120,563 11,200
NOVO-NORDISK A S 19,377
NU SKIN ENTERPRISES 340,661 28,200
NSTAR 498,434 8,785 34,000
NTELOS INC 123,848 10,000
NUCOR CORP 1,588,163 52,613 196,856
NUEVO ENERGY CO 126,326 11,500
NUMERICAL TECHNOLOGI 153,138 11,500
NVIDIA CORP 1,167,888 7,880 61,080
NYFIX INC 194,305 100 13,900
O CHARLEYS INC 130,463 8,600
OGE ENERGY CORP 760,606 9,600 72,000
Page Total
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Page 47 of 73
------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------
OM GROUP INC COM 67087210 10,600,095 192,729 185,503 4,046 3,180
OSI PHARMACEUTICALS COM 67104010 6,835,660 210,328 209,808 520
OTG SOFTWARE INC COM 67105910 604,777 108,969 108,969
OAK TECHNOLOGY INC COM 67180210 3,188,406 408,770 408,670 100
OAKLEY INC COM 67366210 2,577,820 205,404 205,404
OCCIDENTAL PETE CORP COM 67459910 211,865,022 8,704,397 8,683,682 19,130 1,585
OCEAN ENERGY INC DEL COM 67481E10 25,683,861 1,575,697 1,569,887 5,410 400
OCEANEERING INTL INC COM 67523210 3,949,862 244,271 244,271
OCEANFIRST FINL CORP COM 67523410 1,779,815 70,909 70,909
OCTEL CORP COM 67572710 1,287,464 70,546 70,546
OCULAR SCIENCES INC COM 67574410 3,853,575 190,300 190,260 40
OCWEN FINL CORP COM 67574610 4,349,713 603,289 558,089 2,600 42,600
ODYSSEY RE HLDGS COR COM 67612W10 518,504 37,600 37,600
OFFICEMAX INC COM 67622M10 2,851,112 934,791 934,791
OFFICE DEPOT INC COM 67622010 119,397,228 8,779,208 8,741,505 37,083 620
OFFSHORE LOGISTICS I COM 67625510 6,223,835 324,327 323,007 1,320
OGLEBAY NORTON CO COM 67700710 248,253 16,888 16,888
OHIO CAS CORP COM 67724010 9,087,791 699,599 695,149 4,450
OIL STS INTL INC COM 67802610 655,096 99,257 99,257
OLD NATL BANCORP IND COM 68003310 10,982,036 422,386 417,551 4,835
OLD REP INTL CORP COM 68022310 76,563,446 2,921,154 2,915,793 4,661 700
OLD SECOND BANCORP I COM 68027710 1,787,484 52,635 52,635
OLIN CORP COM PAR $1 68066520 6,874,602 467,660 467,560 100
OMNICARE INC COM 68190410 19,261,373 882,335 880,035 1,900 400
OMNICOM GROUP INC COM 68191910 249,494,810 3,844,296 3,825,501 15,855 2,940
1-800 CONTACTS INC COM 68197710 666,856 54,216 54,216
OMEGA FINL CORP COM 68209210 2,198,542 70,875 70,875
OMNOVA SOLUTIONS INC COM 68212910 2,048,668 327,787 327,687 100
ON ASSIGNMENT INC COM 68215910 3,147,981 195,770 195,730 40
ON SEMICONDUCTOR COR COM 68218910 637,382 344,531 344,311 220
1 800 FLOWERS COM CL A 68243Q10 937,761 77,758 77,758
ONEIDA LTD COM 68250510 1,880,223 131,026 131,026
ONEOK INC NEW COM 68268010 14,421,988 870,893 867,837 560 2,496
ONI SYSTEMS CORP COM 68273F10 4,856,484 1,205,083 1,068,388 118,995 17,700
ONYX PHARMACEUTICALS COM 68339910 464,495 132,335 132,335
ONYX SOFTWARE CORP COM 68340210 524,379 275,989 275,969 20
OPENWAVE SYS INC COM 68371810 15,583,024 1,222,198 1,216,318 5,720 160
OPLINK COMMUNICATION COM 68375Q10 647,302 980,761 980,761
OPNET TECHNOLOGIES I COM 68375710 1,027,357 175,317 146,848 28,469
ORACLE CORP COM 68389X10 1,418,986,725 112,797,037 112,170,925 466,992 159,120
OPTION CARE INC COM 68394810 680,418 43,785 43,785
ORASURE TECHNOLOGIES COM 68554V10 2,175,490 212,243 212,243
ORBITAL SCIENCES COR COM 68556410 594,370 326,577 326,577
ORCHID BIOSCIENCES I COM 68571P10 718,081 327,891 327,891
Page Total 2,252,719,166
----------------------------------------------------------------------------
Name of Voting Authority
Issuer Sole Shared None
----------------------------------------------------------------------------
OM GROUP INC 172,049 5,480 15,200
OSI PHARMACEUTICALS 185,228 3,400 21,700
OTG SOFTWARE INC 108,969
OAK TECHNOLOGY INC 380,970 27,800
OAKLEY INC 189,904 15,500
OCCIDENTAL PETE CORP 7,652,111 182,066 870,220
OCEAN ENERGY INC DEL 1,455,197 11,500 109,000
OCEANEERING INTL INC 228,971 15,300
OCEANFIRST FINL CORP 64,109 6,800
OCTEL CORP 64,346 6,200
OCULAR SCIENCES INC 180,600 9,700
OCWEN FINL CORP 538,089 42,600 22,600
ODYSSEY RE HLDGS COR 37,600
OFFICEMAX INC 852,591 82,200
OFFICE DEPOT INC 6,133,590 2,030,269 615,349
OFFSHORE LOGISTICS I 313,327 11,000
OGLEBAY NORTON CO 16,088 800
OHIO CAS CORP 658,699 40,900
OIL STS INTL INC 94,757 4,500
OLD NATL BANCORP IND 380,071 3,570 38,745
OLD REP INTL CORP 2,801,554 8,500 111,100
OLD SECOND BANCORP I 49,035 3,600
OLIN CORP 443,560 24,100
OMNICARE INC 822,735 8,300 51,300
OMNICOM GROUP INC 3,249,842 130,102 464,352
1-800 CONTACTS INC 50,016 4,200
OMEGA FINL CORP 65,575 5,300
OMNOVA SOLUTIONS INC 306,187 21,600
ON ASSIGNMENT INC 181,170 14,600
ON SEMICONDUCTOR COR 321,731 22,800
1 800 FLOWERS COM 77,758
ONEIDA LTD 117,526 13,500
ONEOK INC NEW 835,387 2,496 33,010
ONI SYSTEMS CORP 1,103,673 27,200 74,210
ONYX PHARMACEUTICALS 120,835 11,500
ONYX SOFTWARE CORP 255,589 20,400
OPENWAVE SYS INC 1,053,447 11,340 157,411
OPLINK COMMUNICATION 908,861 71,900
OPNET TECHNOLOGIES I 170,217 5,100
ORACLE CORP 96,831,794 3,853,804 12,111,439
OPTION CARE INC 43,785
ORASURE TECHNOLOGIES 196,343 15,900
ORBITAL SCIENCES COR 298,877 27,700
ORCHID BIOSCIENCES I 307,091 20,800
Page Total
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Page 48 of 73
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Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
-----------------------------------------------------------------------------------------------------------------------------------
ORGANOGENESIS INC COM 68590610 1,675,802 286,462 284,562 200 1,700
OREGON STL MLS INC COM 68607910 1,118,353 209,038 209,038
O REILLY AUTOMOTIVE COM 68609110 9,592,048 334,801 334,781 20
ORIENTAL FINL GROUP COM 68618W10 1,906,230 94,602 94,602
ORION PWR HLDGS INC COM 68628610 5,375,247 210,794 210,294 500
ORTHODONTIC CTRS AME COM 68750P10 5,937,716 240,881 240,861 20
OSCA INC CL A 68783610 967,711 62,433 62,433
OSHKOSH B GOSH INC CL A 68822220 2,360,176 90,776 90,776
OSHKOSH TRUCK CORP COM 68823920 10,009,722 276,359 229,554 43,185 3,620
OSMONICS INC COM 68835010 1,038,787 83,103 83,103
OTTER TAIL CORP COM 68964810 5,955,796 210,081 207,481 100 2,500
OUTBACK STEAKHOUSE I COM 68989910 22,841,354 891,892 888,652 3,040 200
OVERSEAS SHIPHOLDING COM 69036810 8,040,670 365,485 365,465 20
OWENS & MINOR INC NE COM 69073210 5,864,345 288,884 288,804 80
OWENS ILL INC COM NEW 69076840 80,841,473 20,059,919 12,328,417 7,731,502
OXFORD HEALTH PLANS COM 69147110 73,814,695 2,599,109 2,596,549 2,020 540
OXFORD INDS INC COM 69149730 1,076,187 49,141 48,981 160
P C CONNECTION COM 69318J10 512,922 66,269 65,969 300
PC-TEL INC COM 69325Q10 1,627,695 217,026 217,026
PG&E CORP COM 69331C10 465,246,996 30,608,355 30,599,460 8,315 580
PFF BANCORP INC COM 69331W10 5,005,660 182,024 182,024
P F CHANGS CHINA BIS COM 69333Y10 7,035,255 195,859 157,509 32,985 5,365
PICO HLDGS INC COM NEW 69336620 1,304,237 118,567 118,527 40
PLX TECHNOLOGY INC COM 69341710 733,012 141,782 141,682 100
PMA CAP CORP CL A 69341920 2,610,306 145,017 145,017
PMC-SIERRA INC COM 69344F10 32,641,079 3,178,294 3,174,654 3,420 220
PMI GROUP INC COM 69344M10 36,573,080 586,201 583,001 3,100 100
PNC FINL SVCS GROUP COM 69347510 361,006,935 6,305,798 6,206,235 67,433 32,130
PPG INDS INC COM 69350610 169,030,420 3,694,654 3,665,778 8,044 20,832
PPL CORP COM 69351T10 133,547,595 4,096,552 4,086,330 7,460 2,762
PRI AUTOMATION INC COM 69357H10 1,981,966 197,801 197,781 20
PS BUSINESS PKS INC COM 69360J10 6,089,678 219,844 219,764 80
PSS WORLD MED INC COM 69366A10 9,545,819 1,000,610 1,000,450 160
PTEK HLDGS INC COM 69366M10 307,357 119,131 24,131 95,000
PACCAR INC COM 69371810 69,521,002 1,416,772 1,411,192 3,230 2,350
PACIFIC CAP BANCORP COM 69404P10 6,556,171 226,309 226,269 40
PACIFIC CENTY FINL C COM 69405810 18,986,278 812,421 810,161 2,260
PACIFIC NORTHWEST BA COM 69466M10 2,516,501 123,661 123,661
PACIFIC SUNWEAR CALI COM 69487310 3,632,392 264,174 261,514 2,560 100
PACIFICARE HEALTH SY COM 69511210 4,498,155 357,280 357,180 100
PACKAGING CORP AMER COM 69515610 20,364,814 1,318,111 1,318,111
PACKARD BIOSCIENCE I COM 69517220 4,446,914 562,189 562,189
PACKETEER INC COM 69521010 998,792 313,101 201,807 92,954 18,340
PACTIV CORP COM 69525710 47,420,568 3,272,641 3,268,621 4,020
Page Total 1,652,157,911
----------------------------------------------------------------------------
Voting Authority
Name of Sole Shared None
Issuer
----------------------------------------------------------------------------
ORGANOGENESIS INC 260,962 1,700 23,800
OREGON STL MLS INC 193,038 16,000
O REILLY AUTOMOTIVE 311,001 23,800
ORIENTAL FINL GROUP 87,402 7,200
ORION PWR HLDGS INC 191,094 2,200 17,500
ORTHODONTIC CTRS AME 211,481 3,600 25,800
OSCA INC 61,033 1,400
OSHKOSH B GOSH INC 82,376 8,400
OSHKOSH TRUCK CORP 263,039 3,620 9,700
OSMONICS INC 72,403 10,700
OTTER TAIL CORP 191,381 2,500 16,200
OUTBACK STEAKHOUSE I 841,442 4,600 45,850
OVERSEAS SHIPHOLDING 348,585 16,900
OWENS & MINOR INC NE 266,384 22,500
OWENS ILL INC 1,549,738 18,386,001 124,180
OXFORD HEALTH PLANS 2,471,885 9,440 117,784
OXFORD INDS INC 47,881 160 1,100
P C CONNECTION 66,269
PC-TEL INC 213,126 3,900
PG&E CORP 6,981,034 22,714,130 913,191
PFF BANCORP INC 174,524 7,500
P F CHANGS CHINA BIS 185,694 5,365 4,800
PICO HLDGS INC 110,167 8,400
PLX TECHNOLOGY INC 130,782 11,000
PMA CAP CORP 132,417 12,600
PMC-SIERRA INC 2,746,714 101,820 329,760
PMI GROUP INC 551,851 2,800 31,550
PNC FINL SVCS GROUP 5,418,540 117,690 769,568
PPG INDS INC 3,235,209 70,689 388,756
PPL CORP 3,683,212 57,927 355,413
PRI AUTOMATION INC 183,401 14,400
PS BUSINESS PKS INC 212,844 7,000
PSS WORLD MED INC 955,810 44,800
PTEK HLDGS INC 119,131
PACCAR INC 1,269,941 22,831 124,000
PACIFIC CAP BANCORP 210,009 16,300
PACIFIC CENTY FINL C 756,099 5,000 51,322
PACIFIC NORTHWEST BA 114,961 8,700
PACIFIC SUNWEAR CALI 242,974 100 21,100
PACIFICARE HEALTH SY 329,863 27,417
PACKAGING CORP AMER 1,258,211 18,800 41,100
PACKARD BIOSCIENCE I 522,489 39,700
PACKETEER INC 283,261 18,340 11,500
PACTIV CORP 2,936,229 64,263 272,149
Page Total
Page 49 of 73
-----------------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
-----------------------------------------------------------------------------------------------------------------------------------
PAIN THERAPEUTICS IN COM 69562K10 766,479 109,497 109,497
PALL CORP COM 69642930 54,429,969 2,798,456 2,792,386 6,070
PALM HARBOR HOMES COM 69663910 2,667,368 142,640 142,640
PALM INC COM 69664210 17,240,830 11,808,788 11,619,052 183,531 6,205
PANAMSAT CORP NEW COM 69793310 7,997,267 342,936 342,416 520
PAN PACIFIC RETAIL P COM 69806L10 9,778,722 371,109 370,203 906
PANERA BREAD CO CL A 69840W10 2,874,568 82,154 82,154
PAPA JOHNS INTL INC COM 69881310 14,910,082 572,364 572,264 100
PARADIGM GENETICS IN COM 69900R10 826,575 132,252 131,373 879
PARAMETRIC TECHNOLOG COM 69917310 30,266,035 5,831,606 5,823,536 6,905 1,165
PAREXEL INTL CORP COM 69946210 2,457,956 216,751 216,451 300
PARK ELECTROCHEMICAL COM 70041620 3,053,787 140,404 140,114 290
PARK NATL CORP COM 70065810 9,853,794 101,848 101,848
PARK PL ENTMT CORP COM 70069010 23,920,318 3,263,345 3,251,585 11,160 600
PARKER DRILLING CO COM 70108110 2,595,078 842,558 706,258 1,300 135,000
PARKER HANNIFIN CORP COM 70109410 90,357,484 2,634,329 2,574,541 30,291 29,497
PARKERVISION INC COM 70135410 1,294,839 71,776 71,776
PARKWAY PPTYS INC COM 70159Q10 3,214,087 98,895 98,895
PATHMARK STORES INC COM 70322A10 6,114,220 256,900 248,900 8,000
PATINA OIL & GAS COR COM 70322410 8,878,414 386,018 386,018
PATTERSON DENTAL CO COM 70341210 21,651,453 587,397 586,157 1,140 100
PATTERSON UTI ENERGY COM 70348110 5,318,297 430,283 430,283
PAXAR CORP COM 70422710 4,113,507 322,628 322,588 40
PAXSON COMMUNICATION COM 70423110 2,109,391 292,971 291,271 1,700
PAYCHEX INC COM 70432610 241,055,092 7,650,114 7,472,598 108,242 69,274
PAYLESS SHOESOURCE I COM 70437910 13,794,365 251,722 250,705 917 100
PEABODY ENERGY CORP COM 70454910 2,697,513 111,930 111,930
PEARSON PLC SPONSORED 70501510 420,725 37,835 37,835
PEC SOLUTIONS INC COM 70510710 473,524 27,789 27,789
PECHINEY SPONSORED 70515120 356,359 18,855 18,855
PECO II INC COM 70522110 436,569 90,952 90,952
PEDIATRIX MED GROUP COM 70532410 7,285,624 178,613 178,613
PEGASUS COMMUNICATIO CL A 70590410 2,495,878 356,554 356,434 20 100
PEGASUS SOLUTIONS IN COM 70590610 1,729,858 206,427 206,387 40
PEMSTAR INC COM 70655210 1,968,650 171,187 171,187
PENN ENGR & MFG CORP COM NON VT 70738930 1,534,054 108,032 108,032
PENN NATL GAMING INC COM 70756910 3,326,986 202,865 202,865
PENN VA CORP COM 70788210 1,921,293 68,252 68,252
PENNEY J C INC COM 70816010 941,712,504 43,000,571 42,989,025 10,946 600
PENNFED FINL SVCS IN COM 70816710 935,730 41,625 41,625
PENNSYLVANIA RL ESTA SH BEN INT 70910210 2,978,145 140,148 140,048 100
PENNZOIL-QUAKER STAT COM 70932310 10,568,096 945,268 943,518 1,450 300
PENTAIR INC COM 70963110 16,057,909 521,869 521,069 800
PENTON MEDIA INC COM 70966810 699,325 196,993 196,773 220
Page Total 1,579,138,719
----------------------------------------------------------------------------
Name of Voting Authority
Issuer Sole Shared None
----------------------------------------------------------------------------
PAIN THERAPEUTICS IN 106,597 2,900
PALL CORP 2,567,622 31,215 199,619
PALM HARBOR HOMES 132,440 10,200
PALM INC 10,017,022 343,851 1,447,915
PANAMSAT CORP NEW 321,636 2,900 18,400
PAN PACIFIC RETAIL P 359,309 11,800
PANERA BREAD CO 76,254 5,900
PAPA JOHNS INTL INC 563,264 9,100
PARADIGM GENETICS IN 121,452 10,800
PARAMETRIC TECHNOLOG 5,046,645 187,252 597,709
PAREXEL INTL CORP 201,951 14,800
PARK ELECTROCHEMICAL 132,604 7,800
PARK NATL CORP 94,548 7,300
PARK PL ENTMT CORP 2,931,814 18,000 313,531
PARKER DRILLING CO 655,258 135,000 52,300
PARKER HANNIFIN CORP 2,286,649 75,451 272,229
PARKERVISION INC 66,276 5,500
PARKWAY PPTYS INC 91,595 7,300
PATHMARK STORES INC 238,200 18,700
PATINA OIL & GAS COR 377,618 8,400
PATTERSON DENTAL CO 551,897 5,100 30,400
PATTERSON UTI ENERGY 384,783 6,400 39,100
PAXAR CORP 296,128 26,500
PAXSON COMMUNICATION 269,471 23,500
PAYCHEX INC 6,350,363 326,395 973,356
PAYLESS SHOESOURCE I 235,522 2,200 14,000
PEABODY ENERGY CORP 102,630 9,300
PEARSON PLC 37,835
PEC SOLUTIONS INC 27,789
PECHINEY 18,855
PECO II INC 88,752 2,200
PEDIATRIX MED GROUP 166,213 12,400
PEGASUS COMMUNICATIO 329,554 100 26,900
PEGASUS SOLUTIONS IN 189,427 17,000
PEMSTAR INC 160,887 10,300
PENN ENGR & MFG CORP 97,432 10,600
PENN NATL GAMING INC 197,565 5,300
PENN VA CORP 63,752 4,500
PENNEY J C INC 4,899,451 37,471,532 629,588
PENNFED FINL SVCS IN 40,425 1,200
PENNSYLVANIA RL ESTA 132,648 7,500
PENNZOIL-QUAKER STAT 894,368 300 50,600
PENTAIR INC 481,069 9,900 30,900
PENTON MEDIA INC 182,893 14,100
Page Total
Page 50 of 73
-----------------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
-----------------------------------------------------------------------------------------------------------------------------------
PENWEST PHARMACEUTIC COM 70975410 1,727,049 100,235 100,235
PEOPLES BK BRIDGEPOR COM 71019810 4,371,335 196,907 188,457 1,600 6,850
PEOPLES ENERGY CORP COM 71103010 38,719,401 973,828 972,988 640 200
PEOPLES HLDG CO COM 71114810 927,438 27,693 27,693
PEOPLESOFT INC COM 71271310 108,110,833 5,992,840 5,984,725 7,755 360
PEP BOYS MANNY MOE & COM 71327810 5,682,274 514,233 514,233
PEPSI BOTTLING GROUP COM 71340910 258,239,810 5,605,379 5,603,829 1,450 100
PEPSIAMERICAS INC COM 71343P20 19,938,471 1,333,677 1,330,057 3,220 400
PEPSICO INC COM 71344810 2,444,844,114 50,409,157 47,749,849 1,661,393 997,915
PER-SE TECHNOLOGIES COM NEW 71356930 1,985,619 250,078 250,078
PEREGRINE SYSTEMS IN COM 71366Q10 14,860,748 1,176,623 1,169,802 6,721 100
PEREGRINE PHARMACEUT COM 71366110 787,233 795,185 795,185
PERFORMANCE FOOD GRO COM 71375510 9,218,528 323,117 323,117
PERFORMANCE TECHNOLO COM 71376K10 689,649 83,899 83,899
PERICOM SEMICONDUCTO COM 71383110 4,739,496 340,971 340,951 20
PERINI CORP COM 71383910 446,556 68,701 68,701
PERKINELMER INC COM 71404610 52,554,469 2,002,838 1,997,978 4,740 120
PEROT SYS CORP CL A 71426510 9,035,747 559,489 559,439 50
PERRIGO CO COM 71429010 21,650,243 1,429,059 1,429,059
PETRO-CDA COM 71644E10 316,842 12,906 12,906
PETROLEO BRASILEIRO SPONSORED 71654V10 6,789,120 353,600 353,600
PETROLEO BRASILEIRO SPONSORED 71654V40 595,265 30,140 30,140
PETROQUEST ENERGY IN COM 71674810 760,490 151,191 151,191
PETSMART INC COM 71676810 6,838,606 971,393 971,393
PHARMACYCLICS INC COM 71693310 2,852,521 160,254 159,254 1,000
PFIZER INC COM 71708110 5,700,676,390 142,161,506 35,032,951 4,194,857 2,933,698
PHARMACEUTICAL PROD COM 71712410 30,254,783 1,032,939 1,032,259 680
PHARMACEUTICAL RES I COM 71712510 5,488,232 153,517 153,417 100
PHARMACOPEIA INC COM 71713B10 2,440,134 188,282 188,282
PHARMACIA CORP COM 71713U10 1,292,254,498 31,860,318 26,273,102 5,531,885 55,331
PHARMOS CORP COM NEW 71713920 970,327 397,675 397,675
PHELPS DODGE CORP COM 71726510 44,759,302 1,627,611 1,625,686 1,725 200
PHILADELPHIA CONS HL COM 71752810 2,934,453 84,469 84,469
PHILADELPHIA SUBN CO COM PAR $0 71800960 10,512,849 400,337 400,337
PHILIP MORRIS COS IN COM 71815410 2,230,673,056 46,193,271 45,411,047 470,290 311,934
PHILLIPS PETE CO COM 71850710 441,631,862 8,187,465 8,104,586 45,940 36,939
PHILLIPS VAN HEUSEN COM 71859210 14,613,053 1,476,066 227,238 1,248,828
PHOENIX COS INC NEW COM 71902E10 894,122 61,877 57,000 4,877
PHOENIX TECHNOLOGY L COM 71915310 2,929,612 292,085 291,185 900
PHOTON DYNAMICS INC COM 71936410 2,618,033 113,090 111,605 1,485
PHOTRONICS INC COM 71940510 4,236,156 229,602 229,382 220
PICTURETEL CORP COM NEW 72003530 1,497,176 250,364 250,364
PIEDMONT NAT GAS INC COM 72018610 8,473,443 272,108 271,558 550
PIER 1 IMPORTS INC COM 72027910 7,110,053 856,633 856,073 560
Page Total 12,821,649,391
----------------------------------------------------------------------------
Name of Voting Authority
Issuer Sole Shared None
----------------------------------------------------------------------------
PENWEST PHARMACEUTIC 96,635 3,600
PEOPLES BK BRIDGEPOR 174,057 7,450 15,400
PEOPLES ENERGY CORP 885,361 20,850 67,617
PEOPLES HLDG CO 27,693
PEOPLESOFT INC 5,041,243 194,699 756,898
PEP BOYS MANNY MOE & 469,233 45,000
PEPSI BOTTLING GROUP 2,753,583 2,640,279 211,517
PEPSIAMERICAS INC 1,228,877 5,100 99,700
PEPSICO INC 33,274,266 12,782,585 4,352,306
PER-SE TECHNOLOGIES 231,178 18,900
PEREGRINE SYSTEMS IN 1,012,925 9,600 154,098
PEREGRINE PHARMACEUT 735,085 60,100
PERFORMANCE FOOD GRO 298,847 24,270
PERFORMANCE TECHNOLO 81,899 2,000
PERICOM SEMICONDUCTO 326,671 14,300
PERINI CORP 68,701
PERKINELMER INC 1,777,494 30,101 195,243
PEROT SYS CORP 520,389 39,100
PERRIGO CO 1,390,759 38,300
PETRO-CDA 12,906
PETROLEO BRASILEIRO 299,200 54,400
PETROLEO BRASILEIRO 30,140
PETROQUEST ENERGY IN 137,291 13,900
PETSMART INC 895,493 75,900
PHARMACYCLICS INC 149,854 10,400
PFIZER INC 117,748,662 9,527,140 14,885,704
PHARMACEUTICAL PROD 994,403 3,600 34,936
PHARMACEUTICAL RES I 142,617 100 10,800
PHARMACOPEIA INC 173,882 14,400
PHARMACIA CORP 22,552,856 6,260,371 3,047,091
PHARMOS CORP 363,875 33,800
PHELPS DODGE CORP 1,424,936 26,065 176,610
PHILADELPHIA CONS HL 80,569 3,900
PHILADELPHIA SUBN CO 372,540 27,797
PHILIP MORRIS COS IN 42,297,036 1,636,325 2,259,910
PHILLIPS PETE CO 7,350,422 151,261 685,782
PHILLIPS VAN HEUSEN 206,738 1,248,828 20,500
PHOENIX COS INC NEW 61,877
PHOENIX TECHNOLOGY L 275,185 16,900
PHOTON DYNAMICS INC 104,890 8,200
PHOTRONICS INC 212,702 16,900
PICTURETEL CORP 226,664 23,700
PIEDMONT NAT GAS INC 251,808 20,300
PIER 1 IMPORTS INC 795,833 60,800
Page Total
Page 51 of 73
-----------------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
-----------------------------------------------------------------------------------------------------------------------------------
PILGRIMS PRIDE CORP CL B 72146710 1,707,322 123,719 123,719
PINNACLE ENTMT INC COM 72345610 986,682 165,829 165,569 40 220
PINNACLE SYS INC COM 72348110 1,300,886 447,040 446,940 100
PINNACLE WEST CAP CO COM 72348410 69,581,038 1,752,671 1,750,971 1,700
PIONEER NAT RES CO COM 72378710 14,343,256 1,007,959 1,006,599 1,160 200
PIONEER STD ELECTRS COM 72387710 2,370,086 262,759 262,739 20
PITNEY BOWES INC COM 72447910 200,128,997 5,238,979 5,217,404 16,045 5,530
PITT DESMOINES INC COM 72450810 1,218,810 39,961 36,961 3,000
PITTSTON CO COM BRINKS 72570110 12,046,798 665,569 664,349 1,020 200
PIXELWORKS INC COM 72581M10 3,762,372 298,601 296,315 2,286
PIXAR COM 72581110 4,829,012 119,530 119,018 452 60
PLACER DOME INC COM 72590610 61,874,541 4,837,728 4,835,628 2,100
PLAINS ALL AMERN PIP UNIT LTD P 72650310 695,526 27,169 27,169
PLAINS RES INC COM PAR $0 72654050 5,143,866 197,841 197,841
PLANAR SYS INC COM 72690010 1,711,602 85,112 85,112
PLANTRONICS INC NEW COM 72749310 13,366,518 783,960 783,260 300 400
PLATO LEARNING INC COM 72764Y10 2,023,511 83,824 83,824
PLAYBOY ENTERPRISES CL B 72811730 1,580,256 127,956 127,956
PLAYTEX PRODS INC COM 72813P10 2,655,087 261,585 259,285 2,200 100
PLEXUS CORP COM 72913210 11,683,654 495,490 494,830 460 200
PLUG POWER INC COM 72919P10 789,599 82,079 82,079
PLUM CREEK TIMBER CO COM 72925110 9,460,495 354,193 353,423 770
POGO PRODUCING CO COM 73044810 8,356,200 355,583 354,753 830
POHANG IRON & STL LT SPONSORED 73045010 534,114 34,020 34,020
POLARIS INDS INC COM 73106810 9,326,340 243,000 242,460 460 80
POLAROID CORP COM 73109510 5,739,766 11,038,012 11,026,920 11,092
POLO RALPH LAUREN CO CL A 73157210 11,119,725 593,052 592,532 420 100
POLYCOM INC COM 73172K10 20,865,886 856,212 854,772 1,140 300
POLYMEDICA CORP COM 73173810 1,479,204 96,870 96,870
POLYONE CORP COM 73179P10 55,191,973 7,075,894 688,816 6,387,078
POMEROY COMPUTER RES COM 73182210 951,383 78,953 78,953
POPE & TALBOT INC COM 73282710 1,714,944 133,980 133,980
POPULAR INC COM 73317410 29,846,824 956,629 955,859 770
PORT FINL CORP COM 73411910 1,306,379 54,706 54,706
PORTAL SOFTWARE INC COM 73612610 1,392,622 934,646 931,696 2,850 100
PORTUGAL TELECOM SGP SPONSORED 73727310 356,609 49,667 49,667
POSSIS MEDICAL INC COM 73740710 1,689,994 144,444 144,444
POST PPTYS INC COM 73746410 17,802,182 480,102 479,882 220
POTLATCH CORP COM 73762810 8,888,130 329,312 327,450 510 1,352
POTOMAC ELEC PWR CO COM 73767910 23,809,559 1,084,224 1,078,300 4,010 1,914
POWELL INDS INC COM 73912810 1,028,513 45,409 45,409
POWER INTEGRATIONS I COM 73927610 4,119,869 226,118 225,818 300
POWER-ONE INC COM 73930810 9,154,311 1,488,506 1,486,586 1,620 300
POWERWAVE TECHNOLOGI COM 73936310 8,410,990 705,620 705,370 50 200
Page Total 646,345,431
----------------------------------------------------------------------------
Name of Voting Authority
Issuer Sole Shared None
----------------------------------------------------------------------------
PILGRIMS PRIDE CORP 116,619 7,100
PINNACLE ENTMT INC 152,409 220 13,200
PINNACLE SYS INC 416,240 30,800
PINNACLE WEST CAP CO 1,579,441 26,606 146,624
PIONEER NAT RES CO 935,374 9,700 62,885
PIONEER STD ELECTRS 240,859 21,900
PITNEY BOWES INC 4,456,007 181,120 601,852
PITT DESMOINES INC 39,061 900
PITTSTON CO 631,769 200 33,600
PIXELWORKS INC 285,101 13,500
PIXAR 108,570 160 10,800
PLACER DOME INC 4,424,197 91,250 322,281
PLAINS ALL AMERN PIP 27,169
PLAINS RES INC 186,041 11,800
PLANAR SYS INC 78,712 6,400
PLANTRONICS INC NEW 761,760 400 21,800
PLATO LEARNING INC 77,724 6,100
PLAYBOY ENTERPRISES 119,956 8,000
PLAYTEX PRODS INC 240,185 100 21,300
PLEXUS CORP 469,390 200 25,900
PLUG POWER INC 76,779 5,300
PLUM CREEK TIMBER CO 316,693 5,500 32,000
POGO PRODUCING CO 317,083 5,200 33,300
POHANG IRON & STL LT 17,720 16,300
POLARIS INDS INC 227,420 80 15,500
POLAROID CORP 326,530 10,667,157 44,325
POLO RALPH LAUREN CO 553,752 5,100 34,200
POLYCOM INC 799,112 4,700 52,400
POLYMEDICA CORP 89,970 6,900
POLYONE CORP 640,776 6,386,918 48,200
POMEROY COMPUTER RES 77,153 1,800
POPE & TALBOT INC 125,280 8,700
POPULAR INC 861,007 9,100 86,522
PORT FINL CORP 50,506 4,200
PORTAL SOFTWARE INC 839,219 100 95,327
PORTUGAL TELECOM SGP 49,667
POSSIS MEDICAL INC 134,044 10,400
POST PPTYS INC 455,202 24,900
POTLATCH CORP 309,690 1,352 18,270
POTOMAC ELEC PWR CO 970,510 8,314 105,400
POWELL INDS INC 44,409 1,000
POWER INTEGRATIONS I 206,518 19,600
POWER-ONE INC 1,350,087 26,490 111,929
POWERWAVE TECHNOLOGI 668,220 200 37,200
Page Total
Page 52 of 73
-----------------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
-----------------------------------------------------------------------------------------------------------------------------------
POZEN INC COM 73941U10 734,967 168,958 168,958
PRAECIS PHARMACEUTIC COM 73942110 1,794,469 481,091 480,491 600
PRAXAIR INC COM 74005P10 149,413,824 3,557,472 3,550,297 6,805 370
PRE PAID LEGAL SVCS COM 74006510 2,517,160 146,007 146,007
PRECISION CASTPARTS COM 74018910 19,832,347 893,349 889,639 3,410 300
PRENTISS PPTYS TR SH BEN INT 74070610 12,475,870 453,668 453,668
PRESIDENTIAL LIFE CO COM 74088410 5,005,699 275,341 274,901 440
PRESSTEK INC COM 74111310 1,601,584 258,320 257,733 560 27
PRICE COMMUNICATIONS COM NEW 74143730 11,076,147 653,460 652,760 600 100
PRICE T ROWE GROUP I COM 74144T10 75,626,142 2,581,097 2,316,564 218,883 45,650
PRICELINE COM INC COM 74150310 9,085,808 2,397,311 2,387,671 9,540 100
PRICESMART INC COM 74151110 1,162,665 33,219 33,219
PRIMEDIA INC COM 74157K10 2,979,778 1,267,991 1,262,121 5,750 120
PRIME GROUP REALTY T SH BEN INT 74158J10 2,349,967 196,650 196,610 40
PRIMA ENERGY CORP COM PAR $0 74190120 1,879,538 84,855 84,855
PRIME HOSPITALITY CO COM 74191710 4,508,416 512,320 512,220 100
PRIORITY HEALTHCARE CL B 74264T10 4,864,512 202,688 202,668 20
PRIVATE MEDIA GROUP COM 74266R10 657,820 84,880 84,880
PROASSURANCE CORP COM 74267C10 3,013,525 202,250 202,250
PRIZE ENERGY CORP COM 74267L10 587,855 33,688 33,688
PROBUSINESS SERVICES COM 74267410 2,185,059 147,739 147,439 300
PROCTER & GAMBLE CO COM 74271810 2,357,504,249 32,387,749 30,205,993 1,229,092 952,664
PRODIGY COMMUNICATIO CL A 74283P20 904,229 164,107 162,807 1,300
PROFIT RECOVERY GROU COM 74316810 3,283,713 335,758 335,758
PROGENICS PHARMACEUT COM 74318710 848,914 61,073 61,073
PROGRESS ENERGY INC COM 74326310 1,016,421,683 23,643,212 23,628,787 9,115 5,310
PROGRESS SOFTWARE CO COM 74331210 4,735,055 338,460 338,380 80
PROGRESSIVE CORP OHI COM 74331510 232,834,023 1,738,865 1,731,629 4,136 3,100
PROLOGIS TR SH BEN INT 74341010 34,807,678 1,649,653 1,600,993 48,660
PROMISTAR FINL CORP COM 74342Y10 3,178,509 138,076 138,076
PROQUEST COMPANY COM 74346P10 4,122,435 125,302 125,302
PROSPERITY BANCSHARE COM 74360610 1,095,770 42,637 42,637
PROTECTIVE LIFE CORP COM 74367410 47,302,712 1,631,128 1,625,208 4,720 1,200
PROTEIN DESIGN LABS COM 74369L10 22,626,334 479,067 478,437 530 100
PROTON ENERGY SYS IN COM 74371K10 1,291,585 274,222 274,222
PROVIDENT BANCORP IN COM 74383510 352,436 16,400 16,400
PROVIDENT BANKSHARES COM 74385910 10,518,684 508,149 508,149
PROVIDENT FINL GROUP COM 74386610 10,279,552 407,111 407,111
PROVINCE HEALTHCARE COM 74397710 11,375,549 309,623 286,743 22,880
PROVIDIAN FINL CORP COM 74406A10 115,769,930 5,745,406 5,732,700 6,790 5,916
PROXIM INC COM 74428410 2,341,023 240,105 239,005 1,100
PRUDENTIAL PLC ADR 74435K20 970,253 47,054 47,054
PUBLIC SVC CO N MEX COM 74449910 22,489,261 892,077 892,077
PUBLIC SVC ENTERPRIS COM 74457310 213,184,010 5,010,200 4,993,032 10,587 6,581
Page Total 4,431,590,739
----------------------------------------------------------------------------
Voting Authority
Name of Sole Shared None
Issuer
----------------------------------------------------------------------------
POZEN INC 156,858 12,100
PRAECIS PHARMACEUTIC 448,891 600 31,600
PRAXAIR INC 3,090,463 57,023 409,986
PRE PAID LEGAL SVCS 133,607 12,400
PRECISION CASTPARTS 856,049 5,200 32,100
PRENTISS PPTYS TR 434,468 19,200
PRESIDENTIAL LIFE CO 259,901 440 15,000
PRESSTEK INC 238,993 27 19,300
PRICE COMMUNICATIONS 624,460 100 28,900
PRICE T ROWE GROUP I 2,310,238 82,618 188,241
PRICELINE COM INC 2,335,711 100 61,500
PRICESMART INC 30,919 2,300
PRIMEDIA INC 1,121,326 17,020 129,645
PRIME GROUP REALTY T 190,750 5,900
PRIMA ENERGY CORP 78,105 6,750
PRIME HOSPITALITY CO 480,920 31,400
PRIORITY HEALTHCARE 188,488 14,200
PRIVATE MEDIA GROUP 84,880
PROASSURANCE CORP 186,526 15,724
PRIZE ENERGY CORP 33,688
PROBUSINESS SERVICES 137,539 10,200
PROCTER & GAMBLE CO 27,096,256 1,862,614 3,428,879
PRODIGY COMMUNICATIO 163,207 900
PROFIT RECOVERY GROU 310,758 25,000
PROGENICS PHARMACEUT 59,373 1,700
PROGRESS ENERGY INC 3,831,895 19,310,978 500,339
PROGRESS SOFTWARE CO 320,025 18,435
PROGRESSIVE CORP OHI 1,530,085 26,760 182,020
PROLOGIS TR 1,562,534 9,200 77,919
PROMISTAR FINL CORP 125,976 12,100
PROQUEST COMPANY 117,002 8,300
PROSPERITY BANCSHARE 42,637
PROTECTIVE LIFE CORP 1,543,628 23,500 64,000
PROTEIN DESIGN LABS 448,767 2,900 27,400
PROTON ENERGY SYS IN 253,622 20,600
PROVIDENT BANCORP IN 16,400
PROVIDENT BANKSHARES 492,914 15,235
PROVIDENT FINL GROUP 388,711 18,400
PROVINCE HEALTHCARE 290,123 19,500
PROVIDIAN FINL CORP 4,885,267 194,546 665,593
PROXIM INC 224,305 15,800
PRUDENTIAL PLC 47,054
PUBLIC SVC CO N MEX 869,677 22,400
PUBLIC SVC ENTERPRIS 4,423,460 82,163 504,577
Page Total
Page 53 of 73
-----------------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
-----------------------------------------------------------------------------------------------------------------------------------
PUBLIC STORAGE INC COM 74460D10 35,377,313 1,059,201 1,058,681 520
PUGET ENERGY INC NEW COM 74531010 23,863,785 1,110,460 1,109,545 340 575
PULITZER INC COM 74576910 3,393,087 76,628 76,028 500 100
PULTE HOMES INC COM 74586710 38,986,095 1,271,977 1,271,483 305 189
PUMATECH INC COM 74588710 430,173 318,647 318,647
PURE RES INC COM 74622E10 2,215,423 138,898 138,548 350
PURINA MLS INC NEW COM 74627610 886,201 39,919 39,919
QRS CORP COM 74726X10 981,262 116,817 115,867 950
QLOGIC CORP COM 74727710 37,707,609 1,984,611 1,978,116 6,195 300
QUAKER CITY BANCORP COM 74731K10 709,203 23,648 23,648
QUAKER CHEM CORP COM 74731610 1,091,740 60,151 60,151
QUAKER FABRIC CORP N COM 74739910 593,307 81,275 81,275
QUALCOMM INC COM 74752510 764,018,382 16,071,064 16,003,458 49,961 17,645
QUANTA SVCS INC COM 74762E10 5,194,353 364,516 363,476 840 200
QUANEX CORP COM 74762010 4,794,174 207,540 207,540
QUANTUM CORP COM DSSG 74790620 13,790,424 1,690,003 1,680,175 9,428 400
QUEST DIAGNOSTICS IN COM 74834L10 73,652,832 1,193,725 1,189,745 3,780 200
QUEST SOFTWARE INC COM 74834T10 2,608,244 225,237 224,917 320
QUESTAR CORP COM 74835610 16,482,923 816,795 810,355 2,540 3,900
QUICKSILVER RESOURCE COM 74837R10 857,289 63,036 63,036
QUIKSILVER INC COM 74838C10 2,381,660 192,847 192,847
QUINTILES TRANSNATIO COM 74876710 36,306,097 2,486,719 2,392,564 83,415 10,740
QUIXOTE CORP COM 74905610 1,039,721 49,487 49,487
QWEST COMMUNICATIONS COM 74912110 555,714,544 33,276,320 32,862,576 297,030 116,714
R & G FINANCIAL CORP CL B 74913610 1,753,574 101,952 101,952
RCN CORP COM 74936110 1,099,603 343,626 342,306 320 1,000
RFS HOTEL INVS INC COM 74955J10 3,426,584 331,071 319,151 11,920
R H DONNELLEY CORP COM NEW 74955W30 7,953,304 304,491 303,866 625
R G S ENERGY GROUP I COM 74956K10 12,301,104 317,858 314,922 2,936
RLI CORP COM 74960710 2,738,718 66,798 66,298 500
RPC INC COM 74966010 1,311,464 105,508 105,508
RPM INC OHIO COM 74968510 11,535,671 1,220,706 1,215,374 2,120 3,212
RSA SEC INC COM 74971910 8,244,667 612,531 611,131 1,400
RTI INTL METALS INC COM 74973W10 1,557,600 186,539 185,479 1,060
RF MICRODEVICES INC COM 74994110 26,101,541 1,572,382 1,568,682 3,300 400
RADIAN GROUP INC COM 75023610 35,425,197 920,135 918,935 1,200
RADIANT SYSTEMS INC COM 75025N10 1,400,521 137,306 137,286 20
RADIO ONE INC CL A 75040P10 4,254,543 367,722 289,937 64,365 13,420
RADIO ONE INC CL D NON V 75040P40 3,685,806 319,394 315,794 3,600
RADIOSHACK CORP COM 75043810 92,174,516 3,801,011 3,788,006 6,465 6,540
RADISYS CORP COM 75045910 2,462,808 205,234 204,494 740
RAILAMERICA INC COM 75075310 1,952,812 156,225 156,225
RAINBOW TECHNOLOGIES COM 75086210 691,264 197,504 197,504
RAMBUS INC DEL COM 75091710 5,721,148 777,330 775,290 1,960 80
Page Total 1,848,868,286
----------------------------------------------------------------------------
Voting Authority
Name of Sole Shared None
Issuer
----------------------------------------------------------------------------
PUBLIC STORAGE INC 998,801 5,800 54,600
PUGET ENERGY INC NEW 1,037,985 6,075 66,400
PULITZER INC 70,328 100 6,200
PULTE HOMES INC 1,158,177 10,496 103,304
PUMATECH INC 292,047 26,600
PURE RES INC 130,598 8,300
PURINA MLS INC NEW 39,919
QRS CORP 104,217 12,600
QLOGIC CORP 1,741,628 63,002 179,981
QUAKER CITY BANCORP 22,748 900
QUAKER CHEM CORP 58,651 1,500
QUAKER FABRIC CORP N 81,275
QUALCOMM INC 13,518,610 529,549 2,022,905
QUANTA SVCS INC 345,216 4,200 15,100
QUANEX CORP 196,640 10,900
QUANTUM CORP 1,556,803 14,700 118,500
QUEST DIAGNOSTICS IN 1,122,848 4,800 66,077
QUEST SOFTWARE INC 204,737 100 20,400
QUESTAR CORP 734,495 8,600 73,700
QUICKSILVER RESOURCE 61,536 1,500
QUIKSILVER INC 177,247 15,600
QUINTILES TRANSNATIO 2,220,937 54,498 211,284
QUIXOTE CORP 45,687 3,800
QWEST COMMUNICATIONS 29,048,704 587,363 3,640,253
R & G FINANCIAL CORP 95,552 6,400
RCN CORP 312,226 1,000 30,400
RFS HOTEL INVS INC 313,171 17,900
R H DONNELLEY CORP 283,591 20,900
R G S ENERGY GROUP I 295,458 22,400
RLI CORP 60,998 5,800
RPC INC 97,108 8,400
RPM INC OHIO 1,150,994 3,212 66,500
RSA SEC INC 570,806 6,000 35,725
RTI INTL METALS INC 172,439 14,100
RF MICRODEVICES INC 1,480,382 9,600 82,400
RADIAN GROUP INC 862,370 7,200 50,565
RADIANT SYSTEMS INC 125,206 12,100
RADIO ONE INC 307,047 13,420 47,255
RADIO ONE INC 313,194 6,200
RADIOSHACK CORP 3,182,075 129,030 489,906
RADISYS CORP 194,884 10,350
RAILAMERICA INC 145,825 10,400
RAINBOW TECHNOLOGIES 183,304 14,200
RAMBUS INC DEL 729,050 80 48,200
Page Total
Page 54 of 73
-----------------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
-----------------------------------------------------------------------------------------------------------------------------------
RALCORP HLDGS INC NE COM 75102810 5,091,027 261,615 261,515 100
RALSTON PURINA CO COM 75127730 204,996,720 6,249,900 6,232,760 12,670 4,470
RANGE RES CORP COM 75281A10 1,821,055 383,380 383,380
RANK GROUP PLC SPONSORED 75303710 305,923 57,182 57,182
RARE HOSPITALITY INT COM 75382010 3,729,537 239,996 239,996
RATIONAL SOFTWARE CO COM NEW 75409P20 24,100,476 2,782,965 2,738,208 30,017 14,740
RAYMOND JAMES FINANC COM 75473010 9,256,521 340,940 339,395 1,445 100
RAYONIER INC COM 75490710 17,637,068 435,806 435,306 400 100
RAYOVAC CORP COM 75508110 2,696,947 176,849 176,789 60
RAYTHEON CO COM NEW 75511150 363,475,270 10,459,720 10,289,823 153,178 16,719
READ-RITE CORP COM 75524610 2,963,803 1,004,679 1,004,679
READERS DIGEST ASSN CL A NON V 75526710 26,779,462 1,456,197 1,281,122 159,675 15,400
READERS DIGEST ASSN CL B 75526720 28,137,292 1,584,307 1,584,307
REALNETWORKS INC COM 75605L10 3,568,941 734,350 729,910 4,340 100
REALTY INCOME CORP COM 75610910 7,070,200 243,800 243,700 100
RECKSON ASSOCS RLTY COM 75621K10 12,849,031 532,051 532,051
RECOTON CORP COM 75626810 920,420 74,528 74,528
RED HAT INC COM 75657710 1,213,929 346,837 341,997 3,140 1,700
REDBACK NETWORKS INC COM 75720910 1,120,880 773,021 769,201 3,720 100
REDWOOD TR INC COM 75807540 1,154,438 47,902 47,902
REEBOK INTL LTD COM 75811010 39,561,922 1,911,204 1,907,764 1,540 1,900
REED INTL PLC SPON ADR N 75821287 1,779,659 54,093 54,093
REGAL BELOIT CORP COM 75875010 3,308,177 181,270 180,970 300
REGENCY CTRS CORP COM 75884910 11,744,034 456,079 456,079
REGENERON PHARMACEUT COM 75886F10 5,546,344 249,386 249,386
REGENERATION TECH IN COM 75886N10 1,074,363 92,220 92,220
REGENT COMMUNICATION COM 75886510 885,210 147,045 147,045
REGIS CORP MINN COM 75893210 6,657,105 317,610 317,590 20
REGIONS FINL CORP COM 75894010 128,104,864 4,438,838 4,399,698 27,120 12,020
REGISTER COM INC COM 75914G10 4,376,307 441,160 441,060 100
REHABCARE GROUP INC COM 75914810 5,902,479 135,658 135,058 600
REINSURANCE GROUP AM COM 75935110 7,333,615 214,999 214,999
RELIANCE STEEL & ALU COM 75950910 4,555,124 191,714 191,714
RELIANT RES INC COM 75952B10 5,522,499 340,895 340,895
RELIANT ENERGY INC COM 75952J10 157,348,645 5,978,292 5,951,237 22,571 4,484
REMEC INC COM 75954310 2,880,318 363,218 363,218
REMINGTON OIL & GAS COM 75959430 1,823,423 139,299 139,299
RENAISSANCE LEARNING COM 75968L10 5,305,322 161,207 161,207
REPUBLIC BANCSHARES COM 75992910 531,822 31,339 31,339
RENAL CARE GROUP INC COM 75993010 14,607,103 474,719 474,219 500
RENT A CTR INC NEW COM 76009N10 5,930,261 255,065 254,925 40 100
RENT WAY INC COM 76009U10 1,097,580 209,063 209,063
REPSOL YPF S A SPONSORED 76026T20 830,327 57,028 57,028
REPUBLIC BANCORP KY CL A 76028120 485,930 36,674 36,674
Page Total 1,136,081,373
----------------------------------------------------------------------------
Name of Voting Authority
Issuer Sole Shared None
----------------------------------------------------------------------------
RALCORP HLDGS INC NE 241,915 19,700
RALSTON PURINA CO 5,239,006 214,886 796,008
RANGE RES CORP 353,780 29,600
RANK GROUP PLC 57,182
RARE HOSPITALITY INT 226,696 13,300
RATIONAL SOFTWARE CO 2,504,592 28,240 250,133
RAYMOND JAMES FINANC 316,040 100 24,800
RAYONIER INC 415,706 2,600 17,500
RAYOVAC CORP 165,749 11,100
RAYTHEON CO 6,372,091 3,316,857 770,772
READ-RITE CORP 930,579 74,100
READERS DIGEST ASSN 1,165,619 168,195 122,383
READERS DIGEST ASSN 1,584,307
REALNETWORKS INC 672,050 7,000 55,300
REALTY INCOME CORP 226,000 17,800
RECKSON ASSOCS RLTY 511,151 20,900
RECOTON CORP 72,928 1,600
RED HAT INC 327,037 1,700 18,100
REDBACK NETWORKS INC 668,351 11,000 93,670
REDWOOD TR INC 46,902 1,000
REEBOK INTL LTD 1,746,067 20,974 144,163
REED INTL PLC 15,601 38,492
REGAL BELOIT CORP 166,170 15,100
REGENCY CTRS CORP 441,679 14,400
REGENERON PHARMACEUT 233,186 16,200
REGENERATION TECH IN 89,820 2,400
REGENT COMMUNICATION 144,045 3,000
REGIS CORP MINN 294,310 23,300
REGIONS FINL CORP 3,961,660 76,357 400,821
REGISTER COM INC 426,760 14,400
REHABCARE GROUP INC 125,958 9,700
REINSURANCE GROUP AM 203,099 100 11,800
RELIANCE STEEL & ALU 180,914 10,800
RELIANT RES INC 303,595 5,000 32,300
RELIANT ENERGY INC 5,212,817 97,162 668,313
REMEC INC 339,318 23,900
REMINGTON OIL & GAS 129,399 9,900
RENAISSANCE LEARNING 155,657 5,550
REPUBLIC BANCSHARES 31,339
RENAL CARE GROUP INC 445,419 29,300
RENT A CTR INC NEW 250,565 100 4,400
RENT WAY INC 193,663 15,400
REPSOL YPF S A 57,028
REPUBLIC BANCORP KY 36,674
Page Total
Page 55 of 73
-----------------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
-----------------------------------------------------------------------------------------------------------------------------------
REPUBLIC BANCORP INC COM 76028210 7,858,307 549,148 548,757 391
REPUBLIC SVCS INC COM 76075910 18,972,063 1,171,115 1,166,495 4,520 100
RESEARCH FRONTIERS I COM 76091110 1,402,797 86,326 86,326
RESMED INC COM 76115210 9,648,139 189,924 189,464 460
RESORTQUEST INTL INC COM 76118310 365,190 121,730 121,730
RESOURCE AMERICA INC CL A 76119520 1,131,240 126,537 126,537
RESOURCES CONNECTION COM 76122Q10 1,070,802 58,900 58,900
RESPIRONICS INC COM 76123010 9,471,832 266,362 265,783 579
RETEK INC COM 76128Q10 6,257,652 495,852 494,924 728 200
REUTERS GROUP PLC SPONSORED 76132M10 630,448 12,066 12,066
REVLON INC CL A 76152550 343,796 65,485 65,285 200
REYNOLDS & REYNOLDS CL A 76169510 21,760,615 933,932 921,472 12,260 200
REYNOLDS R J TOB HLD COM 76182K10 55,194,383 965,950 960,640 4,864 446
RIBOZYME PHARMACEUTI COM 76256710 635,726 90,948 90,948
RICHARDSON ELECTRS L COM 76316510 296,641 35,913 35,913
RIGEL PHARMACEUTICAL COM 76655910 1,010,625 202,125 202,125
RIGHTCHOICE MANAGED COM 76657T10 2,062,360 41,206 41,106 100
RIGGS NATL CORP WASH COM 76657010 2,241,269 144,598 144,398 200
RIGHT MGMT CONSULTAN COM 76657310 1,299,753 41,860 41,860
RIO TINTO PLC SPONSORED 76720410 1,366,218 21,686 21,686
RITE AID CORP COM 76775410 28,461,779 3,686,759 3,681,199 5,340 220
RIVERSTONE NETWORKS COM 76932010 3,843,829 732,158 728,522 3,524 112
RIVIANA FOODS INC COM 76953610 1,045,466 60,327 60,327
ROADWAY CORP COM 76974210 4,458,866 185,092 184,592 500
ROANOKE ELEC STL COR COM 76984110 1,102,677 92,662 92,662
ROBBINS & MYERS INC COM 77019610 2,084,157 84,550 84,550
ROBERT HALF INTL INC COM 77032310 69,510,397 3,473,783 3,468,913 4,630 240
ROCK-TENN CO CL A 77273920 2,260,445 205,495 111,495 94,000
ROCKWELL INTL CORP N COM 77390310 54,183,513 3,690,975 3,653,648 13,744 23,583
ROCKWELL COLLINS INC COM 77434110 52,139,886 3,671,823 3,623,886 26,354 21,583
ROGERS CORP COM 77513310 3,739,979 133,048 133,008 40
ROHM & HAAS CO COM 77537110 145,286,373 4,434,871 4,409,049 14,696 11,126
ROHN INDS INC COM 77538110 220,568 89,299 89,299
ROLLINS INC COM 77571110 4,124,870 265,265 265,225 40
ROPER INDS INC NEW COM 77669610 12,943,263 359,635 358,975 560 100
ROSLYN BANCORP INC COM 77816210 17,475,476 944,110 915,139 28,971
ROSS STORES INC COM 77829610 31,082,015 1,062,633 1,060,043 2,190 400
ROUSE CO COM 77927310 15,768,097 652,383 648,823 3,560
ROWAN COS INC COM 77938210 24,192,599 1,954,168 1,949,353 4,455 360
ROXIO INC COM 78000810 2,246,560 147,800 146,706 1,094
ROYAL & SUN ALLIANCE SPON ADR N 78004V20 346,214 13,524 13,524
ROYAL BANCSHARES PA CL A 78008110 480,723 27,083 27,083
ROYAL BK CDA MONTREA COM 78008710 426,634 13,988 13,854 134
ROYAL DUTCH PETE CO NY REG GLD 78025780 1,614,771,790 32,134,762 31,975,644 159,118
Page Total 2,235,216,032
----------------------------------------------------------------------------
Name of Voting Authority
Issuer Sole Shared None
----------------------------------------------------------------------------
REPUBLIC BANCORP INC 517,748 31,400
REPUBLIC SVCS INC 1,050,949 11,400 108,766
RESEARCH FRONTIERS I 79,926 6,400
RESMED INC 166,824 3,000 20,100
RESORTQUEST INTL INC 111,730 10,000
RESOURCE AMERICA INC 116,937 9,600
RESOURCES CONNECTION 56,900 2,000
RESPIRONICS INC 244,362 22,000
RETEK INC 461,652 4,600 29,600
REUTERS GROUP PLC 12,066
REVLON INC 65,485
REYNOLDS & REYNOLDS 886,832 3,400 43,700
REYNOLDS R J TOB HLD 957,504 7,246 1,200
RIBOZYME PHARMACEUTI 90,948
RICHARDSON ELECTRS L 31,913 4,000
RIGEL PHARMACEUTICAL 186,025 16,100
RIGHTCHOICE MANAGED 38,806 2,400
RIGGS NATL CORP WASH 133,098 11,500
RIGHT MGMT CONSULTAN 40,560 1,300
RIO TINTO PLC 21,686
RITE AID CORP 3,330,511 19,320 336,928
RIVERSTONE NETWORKS 656,427 7,033 68,698
RIVIANA FOODS INC 55,927 4,400
ROADWAY CORP 169,492 500 15,100
ROANOKE ELEC STL COR 85,862 6,800
ROBBINS & MYERS INC 78,662 5,888
ROBERT HALF INTL INC 2,936,486 119,671 417,626
ROCK-TENN CO 203,295 2,200
ROCKWELL INTL CORP N 3,173,168 91,529 426,278
ROCKWELL COLLINS INC 3,193,219 64,728 413,876
ROGERS CORP 121,182 11,866
ROHM & HAAS CO 3,880,615 85,582 468,674
ROHN INDS INC 89,299
ROLLINS INC 252,765 12,500
ROPER INDS INC NEW 339,678 100 19,857
ROSLYN BANCORP INC 874,360 8,850 60,900
ROSS STORES INC 996,933 5,300 60,400
ROUSE CO 592,483 3,500 56,400
ROWAN COS INC 1,736,602 35,853 181,713
ROXIO INC 137,246 10,554
ROYAL & SUN ALLIANCE 13,524
ROYAL BANCSHARES PA 27,083
ROYAL BK CDA MONTREA 12,779 1,209
ROYAL DUTCH PETE CO 29,359,417 486,450 2,288,895
Page Total
Page 56 of 73
-----------------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
-----------------------------------------------------------------------------------------------------------------------------------
RUBY TUESDAY INC COM 78118210 13,344,795 849,987 754,908 82,129 12,950
RUDDICK CORP COM 78125810 6,309,153 412,363 412,163 100 100
RUDOLPH TECHNOLOGIES COM 78127010 2,003,230 81,234 81,234
RURAL CELLULAR CORP CL A 78190410 1,754,727 72,211 71,281 930
RUSS BERRIE & CO COM 78223310 3,948,105 148,425 148,425
RUSSELL CORP COM 78235210 3,136,879 228,469 228,201 268
RYANS FAMILY STEAK H COM 78351910 4,992,774 291,634 287,954 2,720 960
RYDER SYS INC COM 78354910 36,626,577 1,832,245 1,831,045 1,200
RYERSON TULL INC NEW COM 78375P10 2,661,478 212,070 212,070
RYLAND GROUP INC COM 78376410 14,254,207 298,893 298,893
S & T BANCORP INC COM 78385910 7,063,173 301,845 301,845
SBC COMMUNICATIONS I COM 78387G10 3,621,515,033 76,857,280 75,366,726 981,622 508,932
SBS TECHNOLOGIES INC COM 78387P10 1,288,388 115,447 115,447
SBA COMMUNICATIONS C COM 78388J10 4,264,657 319,450 318,910 540
SCI SYS INC COM 78389010 25,848,288 1,436,016 1,431,816 3,900 300
SCM MICROSYSTEMS INC COM 78401810 787,030 126,736 126,736
SCPIE HLDGS INC COM 78402P10 1,247,331 77,474 77,474
SCP POOL CORP COM 78402810 3,923,276 183,760 181,525 2,085 150
SEI INVESTMENTS CO COM 78411710 33,399,936 1,043,748 1,016,735 26,753 260
SEMCO ENERGY INC COM 78412D10 2,552,362 177,865 177,865
SJNB FINL CORP COM 78427310 988,793 23,678 23,478 200
SJW CORP COM 78430510 1,432,512 17,491 17,491
SKF AB SPONSORED 78437540 284,823 20,790 20,790
SK TELECOM LTD SPONSORED 78440P10 1,597,125 86,612 86,612
SL GREEN RLTY CORP COM 78440X10 25,745,693 816,805 731,295 85,510
SLI INC COM 78442T10 539,709 208,382 208,322 60
SPDR TR UNIT SER 1 78462F10 54,736,690 524,097 524,097
SPSS INC COM 78462K10 1,552,101 90,186 90,186
SPS TECHNOLOGIES INC COM 78462610 2,655,525 87,815 87,395 420
S1 CORPORATION COM 78463B10 4,424,537 522,995 521,595 1,300 100
SPX CORP COM 78463510 49,291,842 594,594 522,750 55,588 16,256
SRI/SURGICAL EXPRESS COM 78464W10 435,510 14,639 14,639
SABA SOFTWARE INC COM 78493210 418,734 211,482 211,270 112 100
S Y BANCORP INC COM 78506010 1,309,536 40,923 40,923
SABRE HLDGS CORP CL A 78590510 71,368,525 2,668,980 2,662,279 5,377 1,324
SAFECO CORP COM 78642910 113,606,990 3,745,697 3,733,528 5,770 6,399
SAFEGUARD SCIENTIFIC COM 78644910 1,842,000 1,040,678 1,036,228 4,050 400
SAFEWAY INC COM NEW 78651420 383,052,252 9,643,813 9,587,853 50,925 5,035
SAGA COMMUNICATIONS CL A 78659810 1,460,150 84,353 84,353
SAGE INC COM 78663210 1,522,590 99,842 99,842
ST FRANCIS CAP CORP COM 78937410 1,330,211 62,305 62,305
ST JOE CO COM 79014810 6,173,600 238,824 237,704 1,120
ST JUDE MED INC COM 79084910 163,492,619 2,388,497 2,384,972 3,325 200
ST MARY LD & EXPL CO COM 79222810 3,955,434 248,301 245,096 3,205
Page Total 4,684,138,900
----------------------------------------------------------------------------
Name of Voting Authority
Issuer Sole Shared None
----------------------------------------------------------------------------
RUBY TUESDAY INC 777,837 12,950 59,200
RUDDICK CORP 390,150 100 22,113
RUDOLPH TECHNOLOGIES 75,334 5,900
RURAL CELLULAR CORP 67,911 4,300
RUSS BERRIE & CO 142,025 6,400
RUSSELL CORP 200,193 28,276
RYANS FAMILY STEAK H 256,974 960 33,700
RYDER SYS INC 1,706,599 14,300 111,346
RYERSON TULL INC NEW 197,670 14,400
RYLAND GROUP INC 289,793 9,100
S & T BANCORP INC 287,145 14,700
SBC COMMUNICATIONS I 65,005,314 2,795,580 9,056,386
SBS TECHNOLOGIES INC 106,747 8,700
SBA COMMUNICATIONS C 295,350 24,100
SCI SYS INC 1,336,166 9,500 90,350
SCM MICROSYSTEMS INC 116,636 10,100
SCPIE HLDGS INC 71,574 5,900
SCP POOL CORP 169,023 150 14,587
SEI INVESTMENTS CO 995,563 4,760 43,425
SEMCO ENERGY INC 164,365 13,500
SJNB FINL CORP 23,578 100
SJW CORP 16,191 1,300
SKF AB 20,790
SK TELECOM LTD 28,312 58,300
SL GREEN RLTY CORP 802,205 14,600
SLI INC 197,182 11,200
SPDR TR 481,697 42,400
SPSS INC 82,586 7,600
SPS TECHNOLOGIES INC 81,815 6,000
S1 CORPORATION 485,695 100 37,200
SPX CORP 537,512 18,856 38,226
SRI/SURGICAL EXPRESS 14,639
SABA SOFTWARE INC 196,282 100 15,100
S Y BANCORP INC 39,823 1,100
SABRE HLDGS CORP 2,311,312 93,328 264,340
SAFECO CORP 3,385,920 38,071 321,706
SAFEGUARD SCIENTIFIC 964,378 400 75,900
SAFEWAY INC 8,456,803 159,702 1,027,308
SAGA COMMUNICATIONS 78,253 6,100
SAGE INC 92,742 7,100
ST FRANCIS CAP CORP 60,905 1,400
ST JOE CO 215,224 23,600
ST JUDE MED INC 2,093,869 78,802 215,826
ST MARY LD & EXPL CO 229,801 18,500
Page Total
Page 57 of 73
-----------------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
-----------------------------------------------------------------------------------------------------------------------------------
ST PAUL COS INC COM 79286010 214,647,585 5,207,365 5,186,835 14,026 6,504
SAKS INC COM 79377W10 6,788,730 1,357,746 1,351,816 5,830 100
SALEM COMMUNICATIONS CL A 79409310 1,656,817 84,965 84,965
SALTON INC COM 79575710 519,343 60,671 60,671
SAN PAOLO-IMI S P A SPONSORED 79917510 691,410 33,321 33,321
SANCHEZ COMPUTER ASS COM 79970210 934,818 124,311 124,191 120
SANDERSON FARMS INC COM 80001310 427,342 30,010 30,010
SANDISK CORP COM 80004C10 6,847,592 694,482 691,202 3,080 200
SANDY SPRING BANCORP COM 80036310 3,088,199 77,808 77,808
SANGAMO BIOSCIENCES COM 80067710 586,257 78,272 78,272
SANMINA CORP COM 80090710 86,453,742 6,366,255 6,350,815 15,020 420
SANGSTAT MED CORP COM 80100310 4,246,327 230,403 230,403
SANTANDER BANCORP COM 80280910 1,613,031 82,847 82,847
SANYO ELEC LTD ADR 5 COM 80303830 321,836 17,781 17,781
SAP AKTIENGESELLSCHA SPONSORED 80305420 370,111 14,279 13,959 320
SAPIENT CORP COM 80306210 9,721,573 2,525,084 2,513,970 10,714 400
SARA LEE CORP COM 80311110 451,002,344 21,173,819 17,602,514 3,470,965 100,340
SASOL LTD SPONSORED 80386630 234,687 28,796 28,796
SATCON TECHNOLOGY CO COM 80389310 372,761 69,158 69,158
SAUER-DANFOSS INC COM 80413710 1,006,801 128,747 128,687 60
SAUL CTRS INC COM 80439510 2,827,466 148,814 148,814
SCANA CORP NEW COM 80589M10 25,704,610 1,012,790 1,004,499 7,638 653
SCANSOURCE INC COM 80603710 2,133,661 47,637 47,637
SCHAWK INC CL A 80637310 702,777 71,348 71,348
SCHEIN HENRY INC COM 80640710 38,628,872 1,000,748 994,048 200 6,500
SCHERING PLOUGH CORP COM 80660510 1,085,833,636 29,267,753 28,674,539 303,526 289,688
SCHLUMBERGER LTD COM 80685710 434,758,724 9,513,320 9,340,290 173,030
SCHOLASTIC CORP COM 80706610 25,543,374 587,204 586,604 400 200
SCHOOL SPECIALTY INC COM 80786310 6,537,853 213,935 213,695 240
SCHULER HOMES INC CL A 80818810 2,897,155 238,449 238,449
SCHULMAN A INC COM 80819410 3,541,662 345,528 345,228 300
SCHWAB CHARLES CORP COM 80851310 321,656,265 27,970,110 27,792,054 165,058 12,998
SCHWEITZER-MAUDUIT I COM 80854110 3,130,826 131,991 131,991
SCICLONE PHARMACEUTI COM 80862K10 939,155 280,345 280,345
SCIENTIFIC ATLANTA I COM 80865510 61,163,812 3,495,075 3,487,680 7,075 320
SCIENTIFIC GAMES COR CL A 80874P10 699,505 177,090 117,090 60,000
SCIOS INC COM 80890510 6,233,249 372,802 372,802
SCOTTISH PWR PLC SPON ADR F 81013T70 596,292 25,160 25,149 11
SCOTTS CO CL A 81018610 6,116,005 179,355 175,055 4,200 100
SCRIPPS E W CO OHIO CL A 81105420 18,864,923 309,718 309,538 180
SEACHANGE INTL INC COM 81169910 2,618,840 149,905 149,905
SEACOAST FINL SVCS C COM 81170Q10 3,338,865 224,537 222,061 1,876 600
SEACOAST BKG CORP FL CL A 81170710 1,296,540 30,731 30,731
SEACOR SMIT INC COM 81190410 5,984,462 167,632 167,242 390
Page Total 2,853,279,835
----------------------------------------------------------------------------
Name of Voting Authority
Issuer Sole Shared None
----------------------------------------------------------------------------
ST PAUL COS INC 4,584,721 73,995 548,649
SAKS INC 1,274,846 7,100 75,800
SALEM COMMUNICATIONS 79,465 5,500
SALTON INC 57,171 3,500
SAN PAOLO-IMI S P A 33,321
SANCHEZ COMPUTER ASS 121,811 2,500
SANDERSON FARMS INC 30,010
SANDISK CORP 646,582 5,400 42,500
SANDY SPRING BANCORP 72,108 5,700
SANGAMO BIOSCIENCES 76,572 1,700
SANMINA CORP 5,430,440 97,217 838,598
SANGSTAT MED CORP 219,603 10,800
SANTANDER BANCORP 77,747 5,100
SANYO ELEC LTD 17,781
SAP AKTIENGESELLSCHA 14,279
SAPIENT CORP 2,271,151 31,000 222,933
SARA LEE CORP 15,129,817 4,129,075 1,914,927
SASOL LTD 28,796
SATCON TECHNOLOGY CO 69,158
SAUER-DANFOSS INC 116,347 12,400
SAUL CTRS INC 141,814 7,000
SCANA CORP NEW 939,637 7,453 65,700
SCANSOURCE INC 44,037 3,600
SCHAWK INC 71,348
SCHEIN HENRY INC 947,748 18,000 35,000
SCHERING PLOUGH CORP 24,851,355 1,332,634 3,083,764
SCHLUMBERGER LTD 8,431,448 133,494 948,378
SCHOLASTIC CORP 552,904 200 34,100
SCHOOL SPECIALTY INC 204,335 9,600
SCHULER HOMES INC 219,749 18,700
SCHULMAN A INC 326,528 19,000
SCHWAB CHARLES CORP 23,606,644 930,214 3,433,252
SCHWEITZER-MAUDUIT I 131,991
SCICLONE PHARMACEUTI 260,045 20,300
SCIENTIFIC ATLANTA I 2,993,278 107,547 394,250
SCIENTIFIC GAMES COR 117,090 60,000
SCIOS INC 348,202 24,600
SCOTTISH PWR PLC 25,160
SCOTTS CO 168,855 100 10,400
SCRIPPS E W CO OHIO 281,395 2,800 25,523
SEACHANGE INTL INC 137,805 12,100
SEACOAST FINL SVCS C 204,037 600 19,900
SEACOAST BKG CORP FL 28,431 2,300
SEACOR SMIT INC 156,432 11,200
Page Total
Page 58 of 73
-------------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
-------------------------------------------------------------------------------------------------------------------------------
SEALED AIR CORP NEW COM 81211K10 69,922,356 1,916,206 1,893,776 12,180 10,250
SEARS ROEBUCK & CO COM 81238710 1,145,072,587 33,056,368 33,039,637 13,280 3,451
SEATTLE GENETICS INC COM 81257810 273,710 54,742 51,887 2,855
SECOND BANCORP INC COM 81311410 1,337,625 65,250 65,250 63,650
SECTOR SPDR TR SBI CONS S 81369Y30 501,200 20,000 20,000
SECTOR SPDR TR SBI INT-FI 81369Y60 2,959,132 119,900 119,900
SECTOR SPDR TR SBI INT-IN 81369Y70 568,080 24,000 24,000
SECTOR SPDR TR SBI INT-TE 81369Y80 2,482,961 128,985 92,000 26,658 10,327
SECURE COMPUTING COR COM 81370510 2,351,041 241,380 240,580 800
SECURITY CAP GROUP I CL B 81413P20 9,536,674 509,710 508,410 1,200 100
SEEBEYOND TECHNOLOGI COM 81570410 471,119 261,733 261,733
SEITEL INC COM NEW 81607430 2,822,532 280,849 280,849
SELECT MEDICAL CORP COM 81619610 1,594,498 101,238 101,238
SELECTICA INC COM 81628810 295,872 123,280 123,280
SELECTIVE INS GROUP COM 81630010 5,306,828 227,468 227,268 100 100
SEMTECH CORP COM 81685010 21,558,526 759,638 758,818 620 200
SEMPRA ENERGY COM 81685110 111,760,803 4,515,588 4,507,210 7,478 900
SEMITOOL INC COM 81690910 1,354,145 141,647 141,647
SENIOR HSG PPTYS TR SH BEN INT 81721M10 1,677,120 124,693 124,633 60
SENSIENT TECHNOLOGIE COM 81725T10 10,579,809 567,891 567,591 300
SENSORMATIC ELECTRS COM 81726510 22,018,838 933,793 932,953 440 400
SEPRACOR INC COM 81731510 30,631,854 853,255 786,881 4,874 61,500
SEQUA CORPORATION CL A 81732010 3,288,812 72,697 72,697
SEQUENOM INC COM 81733710 1,034,362 147,766 147,766
SERENA SOFTWARE INC COM 81749210 1,709,334 146,724 146,714 10
SERONO S A SPONSORED 81752M10 420,634 22,162 22,162
SEROLOGICALS CORP COM 81752310 3,446,640 190,317 189,917 400
SERVICE CORP INTL COM 81756510 13,882,493 2,306,062 2,283,458 22,384 220
SERVICEMASTER CO COM 81760N10 27,851,958 2,511,448 2,502,633 7,920 895
7-ELEVEN INC COM NEW 81782620 2,584,617 267,836 267,836
SHAW GROUP INC COM 82028010 7,460,486 264,838 263,598 1,240
SHERWIN WILLIAMS CO COM 82434810 83,977,134 3,779,349 3,767,649 5,600 6,100
SHOPKO STORES INC COM 82491110 2,063,256 248,885 248,885
SHUFFLE MASTER INC COM 82554910 1,780,544 141,201 141,201
SHURGARD STORAGE CTR COM 82567D10 10,679,295 354,323 354,223 100
SICOR INC COM 82584610 11,777,216 623,463 623,003 460
SIEBEL SYS INC COM 82617010 117,345,438 9,019,634 9,004,303 14,971 360
SIEMENS A G SPONSORED 82619750 1,721,625 44,834 44,834
SIERRA HEALTH SVCS I COM 82632210 1,603,020 193,135 193,135
SIERRA PAC RES NEW COM 82642810 17,929,211 1,187,365 1,186,034 1,031 300
SIGMA ALDRICH CORP COM 82655210 71,007,572 1,570,964 1,563,152 6,572 1,240
SIGNALSOFT CORP COM 82668M10 525,122 133,619 133,619
SILICON LABORATORIES COM 82691910 1,339,670 97,148 97,098 50
SILGAN HOLDINGS INC COM 82704810 1,593,747 87,090 87,090
Page Total 1,830,099,496
----------------------------------------------------------------------------
Voting Authority
Name of Sole Shared None
Issuer
----------------------------------------------------------------------------
SEALED AIR CORP NEW 1,659,684 35,957 220,565
SEARS ROEBUCK & CO 6,933,691 25,268,977 853,700
SEATTLE GENETICS INC 49,087 2,855 2,800
SECOND BANCORP INC 63,650 1,600
SECTOR SPDR TR 20,000
SECTOR SPDR TR 119,900
SECTOR SPDR TR 24,000
SECTOR SPDR TR 26,658 10,327 92,000
SECURE COMPUTING COR 224,480 16,900
SECURITY CAP GROUP I 458,510 6,900 44,300
SEEBEYOND TECHNOLOGI 244,433 17,300
SEITEL INC 266,949 13,900
SELECT MEDICAL CORP 95,438 5,800
SELECTICA INC 120,180 3,100
SELECTIVE INS GROUP 209,368 100 18,000
SEMTECH CORP 714,438 4,000 41,200
SEMPRA ENERGY 3,963,580 63,634 488,374
SEMITOOL INC 132,047 9,600
SENIOR HSG PPTYS TR 116,493 8,200
SENSIENT TECHNOLOGIE 536,976 30,915
SENSORMATIC ELECTRS 888,693 400 44,700
SEPRACOR INC 736,255 68,400 48,600
SEQUA CORPORATION 69,097 3,600
SEQUENOM INC 136,066 11,700
SERENA SOFTWARE INC 136,724 10,000
SERONO S A 22,162
SEROLOGICALS CORP 179,217 11,100
SERVICE CORP INTL 1,949,952 27,520 328,590
SERVICEMASTER CO 2,112,496 20,695 378,257
7-ELEVEN INC 253,036 14,800
SHAW GROUP INC 233,738 4,000 27,100
SHERWIN WILLIAMS CO 3,284,581 50,992 443,776
SHOPKO STORES INC 236,585 12,300
SHUFFLE MASTER INC 130,751 10,450
SHURGARD STORAGE CTR 334,723 19,600
SICOR INC 590,363 3,500 29,600
SIEBEL SYS INC 7,736,386 302,479 980,769
SIEMENS A G 44,834
SIERRA HEALTH SVCS I 188,835 4,300
SIERRA PAC RES NEW 1,125,265 300 61,800
SIGMA ALDRICH CORP 1,366,186 35,305 169,473
SIGNALSOFT CORP 121,119 12,500
SILICON LABORATORIES 91,348 5,800
SILGAN HOLDINGS INC 81,090 6,000
Page Total
Page 59 of 73
------------------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------------------
SILICON IMAGE INC COM 82705T10 831,991 398,082 398,062 20
SILICON GRAPHICS INC COM 82705610 774,255 1,683,164 1,682,294 770 100
SILICON STORAGE TECH COM 82705710 3,259,742 704,048 702,778 1,270
SILICON VY BANCSHARE COM 82706410 14,562,887 720,935 711,906 8,029 1,000
SILICONIX INC COM NEW 82707920 1,519,637 73,165 73,165
SIMMONS 1ST NATL COR CL A $5 PA 82873020 2,307,547 64,601 64,601
SIMON PPTY GROUP INC COM 82880610 48,459,231 1,800,789 1,763,894 36,895
SIMPLEX SOLUTIONS IN COM 82885410 521,640 34,500 34,500
SIMPSON MANUFACTURIN COM 82907310 3,618,469 68,273 68,273
SINCLAIR BROADCAST G CL A 82922610 2,349,175 291,461 238,501 52,960
SIRIUS SATELLITE RAD COM 82966U10 1,384,016 385,520 385,320 100 100
SITEL CORP COM 82980K10 445,262 500,295 500,295
SIPEX CORP COM 82990910 1,495,748 231,540 231,540
SIX FLAGS INC COM 83001P10 10,627,906 869,003 867,433 1,270 300
SIX CONTINENTS PLC SPONSORED 83001810 1,378,169 159,326 159,326
SKECHERS U S A INC CL A 83056610 1,516,566 129,843 129,843
SKILLSOFT CORP COM 83066P10 743,085 46,501 46,501
SKY FINL GROUP INC COM 83080P10 11,859,484 595,954 594,404 1,550
SKYLINE CORP COM 83083010 1,685,544 63,129 63,129
SKYWEST INC COM 83087910 5,560,971 332,594 331,974 520 100
SMART & FINAL INC COM 83168310 1,188,800 116,778 116,778
SMITH A O COM 83186520 1,942,783 110,763 110,743 20
SMITH INTL INC COM 83211010 22,102,262 607,205 594,390 9,375 3,440
SMITH CHARLES E RESD COM 83219710 24,525,793 476,229 448,044 28,185
SMITHFIELD FOODS INC COM 83224810 43,317,237 2,057,826 2,056,326 1,300 200
SMUCKER J M CO COM 83269630 6,451,257 251,511 251,511
SMURFIT-STONE CONTAI COM 83272710 17,543,747 1,326,058 1,308,561 15,147 2,350
SNAP ON INC COM 83303410 26,333,902 1,179,306 1,177,996 1,310
SOLA INTL INC COM 83409210 2,796,428 184,461 184,461
SOLECTRON CORP COM 83418210 166,471,172 14,289,371 13,802,015 360,036 127,320
SOLUTIA INC COM 83437610 13,584,200 1,095,500 1,093,570 1,530 400
SOMERA COMMUNICATION COM 83445810 1,123,379 261,251 258,991 2,260
SONIC AUTOMOTIVE INC CL A 83545G10 8,120,451 597,092 597,032 60
SONIC CORP COM 83545110 6,242,008 205,871 205,871
SONICBLUE INC COM 83546Q10 843,777 774,108 773,608 500
SONICWALL INC COM 83547010 7,606,585 640,285 639,665 620
SONOCO PRODS CO COM 83549510 130,470,731 5,551,946 1,617,318 3,930,913 3,715
SONOSITE INC COM 83568G10 1,657,153 81,233 81,133 100
SONY CORP ADR NEW 83569930 16,992,822 511,832 173,564 338,268
SOTHEBYS HLDGS INC CL A 83589810 5,546,250 462,573 462,073 300 200
SONUS NETWORKS INC COM 83591610 3,018,711 1,006,237 1,000,197 5,820 220
SOUNDVIEW TECHNOLOGY COM 83611Q10 1,225,541 609,722 609,722
SOUTH FINL GROUP INC COM 83784110 6,033,392 380,896 380,679 217
SOUTH JERSEY INDS IN COM 83851810 3,155,754 102,961 102,961
Page Total 633,195,460
----------------------------------------------------------------------------
Voting Authority
Name of Sole Shared None
Issuer
----------------------------------------------------------------------------
SILICON IMAGE INC 373,382 24,700
SILICON GRAPHICS INC 1,555,064 100 128,000
SILICON STORAGE TECH 657,048 47,000
SILICON VY BANCSHARE 693,835 1,000 26,100
SILICONIX INC 69,265 3,900
SIMMONS 1ST NATL COR 60,101 4,500
SIMON PPTY GROUP INC 1,609,798 10,700 180,291
SIMPLEX SOLUTIONS IN 34,500
SIMPSON MANUFACTURIN 62,373 5,900
SINCLAIR BROADCAST G 275,661 15,800
SIRIUS SATELLITE RAD 364,120 100 21,300
SITEL CORP 470,795 29,500
SIPEX CORP 217,340 14,200
SIX FLAGS INC 806,203 8,700 54,100
SIX CONTINENTS PLC 159,326
SKECHERS U S A INC 121,343 8,500
SKILLSOFT CORP 45,701 800
SKY FINL GROUP INC 534,554 7,900 53,500
SKYLINE CORP 56,629 6,500
SKYWEST INC 294,294 4,800 33,500
SMART & FINAL INC 109,278 7,500
SMITH A O 100,363 10,400
SMITH INTL INC 555,677 6,740 44,788
SMITH CHARLES E RESD 462,429 13,800
SMITHFIELD FOODS INC 1,940,530 25,000 92,296
SMUCKER J M CO 229,911 21,600
SMURFIT-STONE CONTAI 1,186,708 15,550 123,800
SNAP ON INC 1,035,665 15,284 128,357
SOLA INTL INC 170,461 14,000
SOLECTRON CORP 12,387,472 328,461 1,573,438
SOLUTIA INC 1,019,800 10,400 65,300
SOMERA COMMUNICATION 240,051 21,200
SONIC AUTOMOTIVE INC 584,592 12,500
SONIC CORP 192,861 13,010
SONICBLUE INC 718,508 55,600
SONICWALL INC 615,585 24,700
SONOCO PRODS CO 1,522,140 3,930,261 99,545
SONOSITE INC 79,333 100 1,800
SONY CORP 505,332 6,500
SOTHEBYS HLDGS INC 447,873 200 14,500
SONUS NETWORKS INC 870,094 10,120 126,023
SOUNDVIEW TECHNOLOGY 560,622 49,100
SOUTH FINL GROUP INC 350,996 29,900
SOUTH JERSEY INDS IN 94,661 8,300
Page Total
Page 60 of 73
------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------
SOUTHERN CO COM 84258710 335,908,482 14,007,860 13,970,978 24,953 11,929
SOUTHERN PERU COPPER COM 84361110 1,154,043 122,121 122,121
SOUTHERN UN CO NEW COM 84403010 7,358,339 351,569 344,967 635 5,967
SOUTHTRUST CORP COM 84473010 180,942,089 7,104,126 7,090,806 12,880 440
SOUTHWEST AIRLS CO COM 84474110 1,364,583,262 91,953,050 91,890,909 49,359 12,782
SOUTHWEST BANCORPORA COM 84476R10 6,866,984 230,823 230,703 20 100
SOUTHWEST GAS CORP COM 84489510 5,544,542 261,535 259,635 1,900
SOUTHWEST SECS GROUP COM 84522410 2,233,331 129,996 129,875 121
SOUTHWESTERN ENERGY COM 84546710 2,491,367 210,242 210,242
SOVEREIGN BANCORP IN COM 84590510 27,915,778 2,938,503 2,930,583 6,520 1,400
SOVRAN SELF STORAGE COM 84610H10 4,638,318 168,055 168,055
SPANISH BROADCASTING CL A 84642588 2,093,315 295,249 295,049 200
SPARTAN STORES INC COM 84682210 1,956,916 160,403 160,403
SPARTECH CORP COM NEW 84722020 2,461,147 119,011 119,011
SPECIALTY LABORATORI COM 84749R10 2,731,657 99,333 99,138 195
SPECTRA-PHYSICS INC COM 84756810 683,126 38,486 38,486
SPECTRALINK CORP COM 84758010 3,187,279 203,660 203,510 150
SPECTRASITE HLDGS IN COM 84760T10 1,430,233 593,458 587,268 6,190
SPECTRIAN CORP COM 84760810 952,610 95,261 95,261
SPEECHWORKS INTL INC COM 84764M10 1,033,761 209,688 209,653 35
SPEEDWAY MOTORSPORTS COM 84778810 2,775,625 139,619 134,619 5,000
SPHERION CORP COM 84842010 3,379,003 469,306 468,406 900
SPIEGEL INC CL A 84845710 1,397,077 198,167 198,167
SPINNAKER EXPL CO COM 84855W10 5,843,396 165,161 164,961 200
SPORTS RESORTS INTL COM 84918U10 1,498,626 208,432 208,432
SPRINT CORP COM FON GR 85206110 423,274,835 17,629,106 17,522,551 85,891 20,664
SPRINT CORP PCS COM SE 85206150 473,066,466 17,994,160 17,791,953 177,178 25,029
STAMPS COM INC COM 85285710 680,106 273,135 273,135
STANCORP FINL GROUP COM 85289110 18,471,569 381,644 381,644
STANDARD COML CORP COM 85325810 1,294,203 78,675 78,675
STANDARD MICROSYSTEM COM 85362610 1,187,911 126,643 126,643
STANDARD MTR PRODS I COM 85366610 535,310 45,753 45,753
STANDARD PAC CORP NE COM 85375C10 5,152,727 264,107 263,747 360
STANDARD REGISTER CO COM 85388710 1,968,520 135,760 135,660 100
STANDEX INTL CORP COM 85423110 1,991,125 105,630 103,110 2,520
STANLEY FURNITURE IN COM NEW 85430520 825,024 34,205 34,205
STANLEY WKS COM 85461610 66,018,839 1,806,261 1,765,430 28,471 12,360
STARBASE CORP COM NEW 85491020 363,706 551,071 551,071
STAPLES INC COM 85503010 127,529,532 9,552,774 9,119,236 299,602 133,936
STAR SCIENTIFIC INC COM 85517P10 285,687 103,510 103,510
STARBUCKS CORP COM 85524410 112,507,208 7,530,603 7,429,123 90,710 10,770
STARTEK INC COM 85569C10 1,181,676 67,563 67,563
STATE AUTO FINL CORP COM 85570710 1,688,844 126,695 126,695
STARWOOD HOTELS&RESO PAIRED CTF 85590A20 121,331,870 5,515,085 4,079,644 1,435,441
Page Total 3,330,415,464
----------------------------------------------------------------------------
Name of Voting Authority
Issuer Sole Shared None
----------------------------------------------------------------------------
SOUTHERN CO 12,218,374 216,982 1,572,504
SOUTHERN PERU COPPER 113,321 8,800
SOUTHERN UN CO NEW 306,967 5,967 38,635
SOUTHTRUST CORP 6,310,259 96,191 697,676
SOUTHWEST AIRLS CO 13,532,197 76,568,912 1,851,941
SOUTHWEST BANCORPORA 211,723 100 19,000
SOUTHWEST GAS CORP 240,735 20,800
SOUTHWEST SECS GROUP 117,897 12,099
SOUTHWESTERN ENERGY 194,442 15,800
SOVEREIGN BANCORP IN 2,757,603 17,500 163,400
SOVRAN SELF STORAGE 160,855 7,200
SPANISH BROADCASTING 272,249 23,000
SPARTAN STORES INC 148,303 12,100
SPARTECH CORP 109,711 9,300
SPECIALTY LABORATORI 97,433 1,900
SPECTRA-PHYSICS INC 38,486
SPECTRALINK CORP 194,260 9,400
SPECTRASITE HLDGS IN 557,058 36,400
SPECTRIAN CORP 93,961 1,300
SPEECHWORKS INTL INC 194,688 15,000
SPEEDWAY MOTORSPORTS 126,119 5,000 8,500
SPHERION CORP 430,806 38,500
SPIEGEL INC 198,167
SPINNAKER EXPL CO 153,261 11,900
SPORTS RESORTS INTL 193,232 15,200
SPRINT CORP 15,570,571 301,793 1,756,742
SPRINT CORP 15,703,484 621,163 1,669,513
STAMPS COM INC 273,035 100
STANCORP FINL GROUP 344,344 12,000 25,300
STANDARD COML CORP 76,575 2,100
STANDARD MICROSYSTEM 116,343 10,300
STANDARD MTR PRODS I 45,753
STANDARD PAC CORP NE 247,707 16,400
STANDARD REGISTER CO 120,760 15,000
STANDEX INTL CORP 96,210 2,520 6,900
STANLEY FURNITURE IN 33,105 1,100
STANLEY WKS 1,551,993 36,347 217,921
STARBASE CORP 505,171 45,900
STAPLES INC 8,097,824 266,890 1,188,060
STAR SCIENTIFIC INC 103,510
STARBUCKS CORP 6,408,537 276,820 845,246
STARTEK INC 66,163 1,400
STATE AUTO FINL CORP 121,895 4,800
STARWOOD HOTELS&RESO 3,571,149 1,486,713 457,223
Page Total
----------------------------------------------------------------------------
Page 61 of 73
------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------
STATE STR CORP COM 85747710 700,634,798 15,398,567 6,975,723 7,940,574 482,270
STATEN IS BANCORP IN COM 85755010 6,141,128 249,133 249,133
STATION CASINOS INC COM 85768910 2,730,453 325,054 324,904 150
STEAK N SHAKE CO COM 85787310 1,937,984 195,756 195,756
STEEL DYNAMICS INC COM 85811910 2,306,535 233,219 230,149 3,070
STEELCASE INC CL A 85815520 6,455,084 513,531 509,651 3,880
STEIN MART INC COM 85837510 1,988,106 242,452 242,452
STEINWAY MUSICAL INS COM ORD 85849510 637,386 43,988 43,988
STELLENT INC COM 85856W10 2,351,347 163,288 162,858 330 100
STEPAN CO COM 85858610 1,027,730 56,938 56,938
STERLING BANCSHARES COM 85890710 6,777,642 512,681 512,681
STERICYCLE INC COM 85891210 5,075,081 121,763 121,763
STERIS CORP COM 85915210 15,020,436 764,010 763,110 900
STERLING BANCORP COM 85915810 1,900,950 66,120 66,120
STERLING FINL CORP COM 85931710 2,005,405 93,930 93,930
STEWART & STEVENSON COM 86034210 7,556,978 313,828 312,418 1,410
STEWART ENTERPRISES CL A 86037010 4,819,759 830,993 830,993
STEWART INFORMATION COM 86037210 2,084,277 106,886 106,886
STILLWATER MNG CO COM 86074Q10 7,902,089 392,748 390,808 1,840 100
STILWELL FINL INC COM 86083110 87,823,047 4,503,746 4,479,111 16,635 8,000
STMICROELECTRONICS N NY REGISTR 86101210 2,239,816 104,226 104,226
STONE ENERGY CORP COM 86164210 6,841,147 212,458 212,058 300 100
STONERIDGE INC COM 86183P10 718,732 102,676 102,576 100
STORAGE USA INC COM 86190710 14,320,152 361,620 304,160 57,460
STORA ENSO CORP SPON ADR R 86210M10 474,824 41,325 40,991 334
STORAGENETWORKS INC COM 86211E10 1,954,945 493,673 389,990 3,683 100,000
STORAGE TECHNOLOGY C COM PAR $0 86211120 19,886,416 1,584,575 1,582,175 2,000 400
STRATOS LIGHTWAVE IN COM 86310010 1,874,036 543,199 541,746 1,453
STRAYER ED INC COM 86323610 2,884,237 64,669 64,669
STRIDE RITE CORP COM 86331410 2,444,375 391,100 391,100
STRYKER CORP COM 86366710 243,335,556 4,599,916 3,997,417 488,409 114,090
STUDENT LN CORP COM 86390210 3,202,744 45,429 45,429
STURM RUGER & CO INC COM 86415910 2,835,234 273,144 273,124 20
SUFFOLK BANCORP COM 86473910 2,082,131 47,375 47,375
SUIZA FOODS CORP COM 86507710 26,447,199 418,866 418,466 300 100
SUMMIT PPTYS INC COM 86623910 8,165,036 311,049 311,049
SUN COMMUNITIES INC COM 86667410 8,542,125 233,073 216,713 16,360
SUN LIFE FINL SVCS C COM 86679610 400,980 20,049 20,049
SUN MICROSYSTEMS INC COM 86681010 581,733,789 70,342,659 68,857,196 1,190,221 295,242
SUNCOR ENERGY INC COM 86722910 411,843 14,772 14,772
SUNGARD DATA SYS INC COM 86736310 86,515,389 3,701,985 3,509,334 166,401 26,250
SUNOCO INC COM 86764P10 83,125,181 2,334,977 2,320,575 14,302 100
SUNRISE ASSISTED LIV COM 86768K10 4,354,524 168,584 168,484 100
SUNRISE TELECOM INC COM 86769Y10 727,871 145,866 145,866
Page Total 1,972,694,497
----------------------------------------------------------------------------
Name of Voting Authority
Issuer Sole Shared None
----------------------------------------------------------------------------
STATE STR CORP 6,132,747 8,420,540 845,280
STATEN IS BANCORP IN 230,233 18,900
STATION CASINOS INC 302,054 23,000
STEAK N SHAKE CO 181,067 14,689
STEEL DYNAMICS INC 217,619 15,600
STEELCASE INC 445,331 8,400 59,800
STEIN MART INC 223,752 18,700
STEINWAY MUSICAL INS 40,188 3,800
STELLENT INC 152,388 100 10,800
STEPAN CO 53,438 3,500
STERLING BANCSHARES 492,131 20,550
STERICYCLE INC 109,363 12,400
STERIS CORP 719,610 44,400
STERLING BANCORP 61,220 4,900
STERLING FINL CORP 86,930 7,000
STEWART & STEVENSON 296,888 16,940
STEWART ENTERPRISES 772,693 58,300
STEWART INFORMATION 100,286 6,600
STILLWATER MNG CO 356,448 100 36,200
STILWELL FINL INC 3,903,209 158,102 442,435
STMICROELECTRONICS N 104,226
STONE ENERGY CORP 196,851 100 15,507
STONERIDGE INC 100,276 2,400
STORAGE USA INC 352,020 9,600
STORA ENSO CORP 41,325
STORAGENETWORKS INC 357,373 100,000 36,300
STORAGE TECHNOLOGY C 1,482,275 24,200 78,100
STRATOS LIGHTWAVE IN 509,195 34,004
STRAYER ED INC 60,069 4,600
STRIDE RITE CORP 352,700 38,400
STRYKER CORP 3,993,633 227,728 378,555
STUDENT LN CORP 42,929 2,500
STURM RUGER & CO INC 266,444 6,700
SUFFOLK BANCORP 43,675 3,700
SUIZA FOODS CORP 392,166 5,400 21,300
SUMMIT PPTYS INC 294,449 16,600
SUN COMMUNITIES INC 223,773 9,300
SUN LIFE FINL SVCS C 20,049
SUN MICROSYSTEMS INC 59,915,703 2,507,869 7,919,087
SUNCOR ENERGY INC 14,772
SUNGARD DATA SYS INC 3,396,446 44,650 260,889
SUNOCO INC 2,113,428 39,933 181,616
SUNRISE ASSISTED LIV 155,684 12,900
SUNRISE TELECOM INC 142,666 3,200
Page Total
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Page 62 of 73
------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------
SUNTRUST BKS INC COM 86791410 396,858,943 5,958,843 5,929,716 26,775 2,352
SUPERGEN INC COM 86805910 1,149,996 163,120 163,120
SUPERIOR ENERGY SVCS COM 86815710 2,352,129 398,666 397,746 400 520
SUPERIOR INDS INTL I COM 86816810 11,433,273 344,272 344,272
SUPERTEX INC COM 86853210 984,945 64,629 64,629
SUPERVALU INC COM 86853610 75,783,077 3,746,074 3,741,744 4,330
SUPPORT COM INC COM 86858710 389,131 162,138 162,138
SUREBEAM CORP CL A 86866R10 325,360 39,200 39,200
SURMODICS INC COM 86887310 4,631,123 115,923 115,623 300
SUSQUEHANNA BANCSHAR COM 86909910 7,685,483 345,415 344,755 660
SWIFT ENERGY CO COM 87073810 4,515,800 219,001 218,801 200
SWIFT TRANSN CO COM 87075610 13,529,756 764,393 764,093 100 200
SWISSCOM AG SPONSORED 87101310 1,658,477 58,853 58,853
SYBASE INC COM 87113010 21,466,976 2,308,277 2,305,603 2,374 300
SYBRON DENTAL SPECIA COM 87114210 6,035,718 324,501 313,402 10,566 533
SYCAMORE NETWORKS IN COM 87120610 5,820,126 1,672,450 1,484,645 187,055 750
SYKES ENTERPRISES IN COM 87123710 1,792,887 321,306 321,306
SYLVAN LEARNING SYS COM 87139910 8,770,104 382,974 382,874 100
SYMANTEC CORP COM 87150310 46,985,928 1,355,233 1,353,953 980 300
SYMBOL TECHNOLOGIES COM 87150810 45,088,999 4,298,284 4,293,572 4,412 300
SYMMETRICOM INC COM 87154310 1,104,793 203,087 203,087
SYMYX TECHNOLOGIES COM 87155S10 3,087,337 209,311 208,971 340
SYNCOR INTL CORP DEL COM 87157J10 5,513,528 173,218 173,218
SYNGENTA AG SPONSORED 87160A10 1,980,480 198,644 198,635 9
SYNPLICITY INC COM 87160Y10 444,466 79,369 79,369
SYNOPSYS INC COM 87160710 26,063,558 649,802 643,532 6,070 200
SYNOVUS FINL CORP COM 87161C10 152,377,474 5,520,923 5,514,113 6,510 300
SYNTEL INC COM 87162H10 495,977 60,485 60,485
SYNTROLEUM CORP COM 87163010 1,040,195 221,790 218,150 3,640
SYSCO CORP COM 87182910 457,227,270 17,902,399 14,286,171 2,119,374 1,496,854
SYSTEMS & COMPUTER T COM 87187310 2,791,035 310,115 310,015 100
TBC CORP COM 87218010 1,221,978 123,682 123,682
TCF FINL CORP COM 87227510 44,562,589 967,490 946,658 11,370 9,462
TC PIPELINES LP UT COM LTD 87233Q10 297,972 11,373 11,373
TDC A/S SPONSORED 87236N10 357,946 20,548 20,548
TD WATERHOUSE GRP IN COM 87236210 2,393,040 389,746 389,626 120
TECO ENERGY INC COM 87237510 40,223,933 1,484,278 1,358,876 54,462 70,940
TEPPCO PARTNERS L P UT LTD PAR 87238410 817,248 25,539 22,139 1,000 2,400
THQ INC COM NEW 87244340 8,323,721 192,902 192,902
TJX COS INC NEW COM 87254010 199,175,185 6,053,957 6,038,082 13,675 2,200
TRC COS INC COM 87262510 1,634,901 45,238 45,238
TRW INC COM 87264910 74,907,422 2,511,986 2,499,438 6,700 5,848
TMP WORLDWIDE INC COM 87294110 54,710,085 1,927,090 1,925,150 1,840 100
TTM TECHNOLOGIES IN COM 87305R10 587,674 95,093 95,093
Page Total 1,738,598,038
----------------------------------------------------------------------------
Name of Voting Authority
Issuer Sole Shared None
----------------------------------------------------------------------------
SUNTRUST BKS INC 5,128,693 86,719 743,431
SUPERGEN INC 152,720 10,400
SUPERIOR ENERGY SVCS 365,046 520 33,100
SUPERIOR INDS INTL I 331,872 12,400
SUPERTEX INC 63,129 1,500
SUPERVALU INC 3,348,446 55,067 342,561
SUPPORT COM INC 148,638 13,500
SUREBEAM CORP 39,200
SURMODICS INC 107,123 8,800
SUSQUEHANNA BANCSHAR 318,255 660 26,500
SWIFT ENERGY CO 204,946 14,055
SWIFT TRANSN CO 726,893 200 37,300
SWISSCOM AG 58,853
SYBASE INC 2,222,120 9,300 76,857
SYBRON DENTAL SPECIA 302,302 533 21,666
SYCAMORE NETWORKS IN 1,556,300 10,250 105,900
SYKES ENTERPRISES IN 306,806 14,500
SYLVAN LEARNING SYS 364,524 18,450
SYMANTEC CORP 1,268,883 11,100 75,250
SYMBOL TECHNOLOGIES 3,796,057 70,961 431,266
SYMMETRICOM INC 185,887 17,200
SYMYX TECHNOLOGIES 195,811 13,500
SYNCOR INTL CORP DEL 160,318 12,900
SYNGENTA AG 198,644
SYNPLICITY INC 72,969 6,400
SYNOPSYS INC 606,002 5,300 38,500
SYNOVUS FINL CORP 4,762,394 186,964 571,565
SYNTEL INC 60,485
SYNTROLEUM CORP 199,890 21,900
SYSCO CORP 14,142,684 1,960,181 1,799,534
SYSTEMS & COMPUTER T 287,715 22,400
TBC CORP 120,182 3,500
TCF FINL CORP 903,328 14,662 49,500
TC PIPELINES LP 11,373
TDC A/S 20,548
TD WATERHOUSE GRP IN 360,646 300 28,800
TECO ENERGY INC 1,307,038 79,940 97,300
TEPPCO PARTNERS L P 23,139 2,400
THQ INC 179,302 13,600
TJX COS INC NEW 4,782,845 586,425 684,687
TRC COS INC 42,038 3,200
TRW INC 2,176,308 67,860 267,818
TMP WORLDWIDE INC 1,678,436 70,902 177,752
TTM TECHNOLOGIES IN 95,093
Page Total
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Page 63 of 73
------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------
TXU CORP COM 87316810 266,059,810 5,743,951 5,728,325 9,427 6,199
TAIWAN SEMICONDUCTOR SPONSORED 87403910 1,476,235 155,557 155,557
TAKE-TWO INTERACTIVE COM 87405410 2,032,441 287,474 287,414 60
TALBOTS INC COM 87416110 5,964,785 265,692 264,975 317 400
TALX CORP COM 87491810 1,812,076 85,074 85,074
TANGER FACTORY OUTLE COM 87546510 1,738,220 83,972 83,972
TANOX INC COM 87588Q10 3,064,095 207,454 207,434 20
TARGET CORP COM 87612E10 2,645,328,370 83,317,429 82,500,830 652,051 164,548
TARGETED GENETICS CO COM 87612M10 540,939 287,734 287,734
TASTY BAKING CO COM 87655330 980,200 58,000 58,000
TAUBMAN CTRS INC COM 87666410 10,406,300 832,504 832,504
TECH DATA CORP COM 87823710 22,208,263 585,970 583,650 2,020 300
TECHNE CORP COM 87837710 11,593,595 393,938 393,318 620
TECHNITROL INC COM 87855510 7,855,933 352,284 350,264 1,520 500
TECUMSEH PRODS CO CL A 87889520 8,792,981 193,125 192,625 400 100
TEJON RANCH CO DEL COM 87908010 1,528,155 67,918 67,918
TEKELEC COM 87910110 4,106,761 311,827 311,227 600
TEKTRONIX INC COM 87913110 34,416,244 1,967,767 1,965,082 2,585 100
TELE NORTE LESTE PAR SPON ADR P 87924610 231,073 25,533 25,533
TELECOM ITALIA SPA SPON ADR O 87927W10 2,931,250 38,483 38,483
TELECOM CORP NEW ZEA SPONSORED 87927820 203,384 14,632 14,632
TELECORP PCS INC NEW CL A 87930010 7,196,467 651,264 650,144 1,020 100
TELEDYNE TECHNOLOGIE COM 87936010 4,539,609 284,615 284,092 509 14
TELEFLEX INC COM 87936910 17,410,765 465,653 465,033 420 200
TELEFONICA S A SPONSORED 87938220 16,095,559 474,096 106,256 367,840
TELEFONOS DE MEXICO SPON ADR O 87940378 2,596,890 80,424 80,424
TELEPHONE & DATA SYS COM 87943310 56,362,544 597,694 594,264 3,250 180
TELENOR ASA SPONSORED 87944W10 314,050 28,550 28,550
TELE2 AB SPON ADR R 87952P20 449,641 17,633 17,633
TELIK INC COM 87959M10 932,035 143,390 143,390
TELLABS INC COM 87966410 86,582,322 8,763,393 8,750,389 11,344 1,660
TELLIUM INC COM 87967E10 677,199 137,363 137,363
TELSTRA CORP LTD SPON ADR F 87969N20 517,728 40,766 40,766
TEMPLE INLAND INC COM 87986810 66,824,841 1,407,135 1,023,122 383,913 100
TELETECH HOLDINGS IN COM 87993910 2,416,210 309,374 309,354 20
TENET HEALTHCARE COR COM 88033G10 432,945,307 7,258,094 7,245,974 11,480 640
TENNANT CO COM 88034510 2,852,080 81,488 80,888 600
TERADYNE INC COM 88077010 67,103,634 3,441,212 3,427,857 12,835 520
TERAYON COMMUNICATIO COM 88077510 3,647,422 507,291 504,331 2,960
TEREX CORP NEW COM 88077910 4,405,018 247,334 247,314 20
TERRA INDS INC COM 88091510 858,169 288,946 288,946
TERRA NETWORKS S A SPONSORED 88100W10 216,548 42,544 42,523 21
TERREMARK WORLDWIDE COM 88144810 595,230 1,190,460 1,190,460
TESORO PETE CORP COM 88160910 3,640,138 305,894 301,994 3,900
Page Total 3,812,450,516
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Name of Voting Authority
Issuer Sole Shared None
----------------------------------------------------------------------------
TXU CORP 5,034,860 98,603 610,488
TAIWAN SEMICONDUCTOR 155,557
TAKE-TWO INTERACTIVE 267,574 19,900
TALBOTS INC 245,892 3,300 16,500
TALX CORP 79,684 5,390
TANGER FACTORY OUTLE 80,672 3,300
TANOX INC 192,754 14,700
TARGET CORP 16,529,853 64,436,333 2,351,243
TARGETED GENETICS CO 267,534 20,200
TASTY BAKING CO 58,000
TAUBMAN CTRS INC 814,604 17,900
TECH DATA CORP 549,370 3,400 33,200
TECHNE CORP 369,758 24,180
TECHNITROL INC 331,884 500 19,900
TECUMSEH PRODS CO 182,425 100 10,600
TEJON RANCH CO DEL 64,718 3,200
TEKELEC 277,427 4,800 29,600
TEKTRONIX INC 1,760,259 28,158 179,350
TELE NORTE LESTE PAR 11,778 13,755
TELECOM ITALIA SPA 38,483
TELECOM CORP NEW ZEA 14,632
TELECORP PCS INC NEW 611,064 3,600 36,600
TELEDYNE TECHNOLOGIE 264,401 14 20,200
TELEFLEX INC 440,258 3,400 21,995
TELEFONICA S A 466,801 7,295
TELEFONOS DE MEXICO 16,113 64,311
TELEPHONE & DATA SYS 546,014 3,680 48,000
TELENOR ASA 28,550
TELE2 AB 17,633
TELIK INC 132,590 10,800
TELLABS INC 7,494,863 282,079 986,451
TELLIUM INC 131,763 5,600
TELSTRA CORP LTD 40,766
TEMPLE INLAND INC 898,072 393,554 115,509
TELETECH HOLDINGS IN 292,174 17,200
TENET HEALTHCARE COR 6,383,156 84,734 790,204
TENNANT CO 72,588 8,900
TERADYNE INC 3,025,241 57,071 358,900
TERAYON COMMUNICATIO 482,791 24,500
TEREX CORP NEW 228,434 18,900
TERRA INDS INC 283,046 5,900
TERRA NETWORKS S A 41,899 645
TERREMARK WORLDWIDE 1,099,860 90,600
TESORO PETE CORP 289,394 16,500
Page Total
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Page 64 of 73
------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------
TETRA TECHNOLOGIES I COM 88162F10 1,766,684 101,417 101,417
TETRA TECH INC NEW COM 88162G10 7,429,511 336,177 335,677 500
TEVA PHARMACEUTICAL ADR 88162420 651,288 10,774 10,774
TEXACO INC COM 88169410 2,678,455,130 41,207,002 41,000,966 102,819 103,217
TEXAS BIOTECHNOLOGY COM 88221T10 2,091,607 370,196 370,196
TEXAS INDS INC COM 88249110 6,236,268 201,821 201,781 40
TEXAS INSTRS INC COM 88250810 915,533,661 36,650,667 36,444,498 148,200 57,969
TEXAS REGL BANCSHARE CL A VTG 88267310 5,930,579 173,561 173,561
TEXTRON INC COM 88320310 111,293,801 3,311,330 3,290,569 14,770 5,991
THERAGENICS CORP COM 88337510 4,484,356 485,320 485,320
THERMA-WAVE INC COM 88343A10 1,377,463 134,125 134,105 20
THERMO ELECTRON CORP COM 88355610 65,308,636 3,618,207 3,606,950 11,017 240
THIRD WAVE TECHNOLOG COM 88428W10 477,457 75,547 75,547
THOMAS & BETTS CORP COM 88431510 23,014,063 1,316,594 1,312,350 3,444 800
THOMAS INDS INC COM 88442510 2,932,480 136,078 136,078
THOMSON MULTIMEDIA SPONSORED 88511810 233,838 11,816 11,816
THOR INDS INC COM 88516010 1,607,615 58,887 58,887
THORATEC CORP COM NEW 88517530 5,072,702 306,693 306,693
THORNBURG MTG INC COM 88521810 3,502,119 211,353 211,353
3DO CO COM 88553W10 540,904 263,856 263,856
3COM CORP COM 88553510 13,894,740 3,705,264 3,690,139 10,665 4,460
3-D SYS CORP DEL COM NEW 88554D20 866,455 55,542 55,542
THREE FIVE SYS INC COM 88554L10 3,010,922 188,891 188,676 215
3-DIMENSIONAL PHARMA COM 88554W10 336,293 49,094 49,094
3TEC ENERGY CORP COM NEW 88575R30 1,618,101 113,551 113,451 100
TIBCO SOFTWARE INC COM 88632Q10 3,836,786 522,723 513,294 9,329 100
TICKETMASTER CL B 88633P20 2,211,846 213,705 213,585 120
TIDEWATER INC COM 88642310 16,810,749 629,852 628,092 1,460 300
TIFFANY & CO NEW COM 88654710 63,400,942 2,928,450 2,919,055 9,095 300
TIMBERLAND CO CL A 88710010 3,805,951 140,441 140,021 300 120
TIME WARNER TELECOM CL A 88731910 2,543,916 350,885 349,760 1,025 100
TIMKEN CO COM 88738910 6,030,781 440,203 438,883 1,320
TITAN CORP COM 88826610 14,897,293 760,066 759,526 440 100
TITAN PHARMACEUTICAL COM 88831410 1,300,287 208,046 207,746 300
TITANIUM METALS CORP COM 88833910 547,542 171,107 171,107
TIVO INC COM 88870610 518,955 156,312 155,612 700
TOKIO MARINE & FIRE ADR NEW 88909040 1,814,223 40,623 40,623
TOLL BROTHERS INC COM 88947810 7,588,369 255,759 255,759
TOLLGRADE COMMUNICAT COM 88954210 2,043,302 106,422 106,422
TOMPKINSTRUSTCO INC COM 89011010 2,034,862 53,549 53,549
TOO INC COM 89033310 5,642,132 268,801 268,341 432 28
TOOTSIE ROLL INDS IN COM 89051610 14,432,245 377,215 375,904 1,105 206
TOPPS INC COM 89078610 6,153,504 640,990 640,890 100
TORCHMARK CORP COM 89102710 98,912,580 2,536,220 2,516,140 13,280 6,800
Page Total 4,112,192,938
----------------------------------------------------------------------------
Name of Voting Authority
Issuer Sole Shared None
----------------------------------------------------------------------------
TETRA TECHNOLOGIES I 94,017 7,400
TETRA TECH INC NEW 313,777 22,400
TEVA PHARMACEUTICAL 5,940 4,834
TEXACO INC 39,976,678 268,638 961,686
TEXAS BIOTECHNOLOGY 342,896 27,300
TEXAS INDS INC 187,421 14,400
TEXAS INSTRS INC 31,419,170 585,331 4,646,166
TEXAS REGL BANCSHARE 165,041 8,520
TEXTRON INC 2,933,827 56,119 321,384
THERAGENICS CORP 468,820 16,500
THERMA-WAVE INC 126,625 7,500
THERMO ELECTRON CORP 3,175,483 75,892 366,832
THIRD WAVE TECHNOLOG 71,947 3,600
THOMAS & BETTS CORP 1,195,246 14,800 106,548
THOMAS INDS INC 120,478 15,600
THOMSON MULTIMEDIA 11,816
THOR INDS INC 54,587 4,300
THORATEC CORP 288,993 17,700
THORNBURG MTG INC 197,853 13,500
3DO CO 243,356 20,500
3COM CORP 3,214,851 143,963 346,450
3-D SYS CORP DEL 54,042 1,500
THREE FIVE SYS INC 174,791 14,100
3-DIMENSIONAL PHARMA 46,894 2,200
3TEC ENERGY CORP 104,951 100 8,500
TIBCO SOFTWARE INC 474,323 7,400 41,000
TICKETMASTER 198,705 100 14,900
TIDEWATER INC 590,546 4,200 35,106
TIFFANY & CO NEW 2,548,557 96,045 283,848
TIMBERLAND CO 119,521 120 20,800
TIME WARNER TELECOM 307,985 5,800 37,100
TIMKEN CO 407,693 32,510
TITAN CORP 727,266 100 32,700
TITAN PHARMACEUTICAL 192,046 16,000
TITANIUM METALS CORP 158,907 12,200
TIVO INC 156,312
TOKIO MARINE & FIRE 40,623
TOLL BROTHERS INC 242,159 13,600
TOLLGRADE COMMUNICAT 98,822 7,600
TOMPKINSTRUSTCO INC 49,449 4,100
TOO INC 248,573 28 20,200
TOOTSIE ROLL INDS IN 352,438 1,335 23,442
TOPPS INC 611,190 29,800
TORCHMARK CORP 2,234,599 47,153 254,468
Page Total
Page 65 of 73
----------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
----------------------------------------------------------------------------------------------------------------------
TORO CO COM 89109210 11,811,533 280,559 280,259 300
TORONTO DOMINION BK COM NEW 89116050 1,280,830 52,024 52,024
TOTAL FINA ELF S A SPONSORED 89151E10 10,909,257 161,499 97,029 64,470
TOWER AUTOMOTIVE INC COM 89170710 2,530,737 352,962 352,962
TOTAL SYS SVCS INC COM 89190610 8,133,105 328,345 327,925 420
TOWN & CTRY TR SH BEN INT 89208110 4,618,290 233,247 233,247
TOYOTA MOTOR CORP SP ADR REP 89233130 10,567,444 203,808 203,808
TOYS R US INC COM 89233510 70,119,052 4,069,591 4,051,236 18,215 140
TPG N V SPONSORED 89233910 724,210 38,318 38,318
TRADESTATION GROUP I COM 89267P10 297,121 121,274 121,274
TRAMMELL CROW CO COM 89288R10 2,070,030 207,003 206,923 80
TRANS WORLD ENTMT CO COM 89336Q10 2,094,180 270,916 270,816 100
TRANSACTION SYS ARCH CL A 89341610 2,666,117 424,541 419,361 5,080 100
TRANSALTA CORP COM 89346D10 1,506,553 110,776 110,776
TRANSATLANTIC HLDGS COM 89352110 17,695,214 209,510 208,955 555
TRANSCANADA PIPELINE COM 89352610 283,134 22,051 22,051
TRANSGENOMIC INC COM 89365K20 602,127 79,752 79,752
TRANSKARYOTIC THERAP COM 89373510 5,186,996 191,120 190,920 200
TRANSMETA CORP DEL COM 89376R10 773,198 548,368 548,368
TRANSMONTAIGNE INC COM 89393410 820,178 169,109 169,109
TRAVELOCITY COM INC COM 89395310 915,931 68,867 68,867
TRANSWITCH CORP COM 89406510 4,388,535 1,434,162 1,433,622 240 300
TREDEGAR CORP COM 89465010 2,596,155 152,715 152,715
TREND MICRO INC SPONS ADR 89486M20 315,231 18,697 18,697
TRENDWEST RESORTS IN COM 89491710 1,326,624 53,601 53,601
TREX INC COM 89531P10 861,070 49,345 49,345
TRI CONTL CORP COM 89543610 215,775 11,791 11,791
TRIAD HOSPITALS INC COM 89579K10 24,453,541 690,778 689,911 772 95
TRIANGLE PHARMACEUTI COM 89589H10 859,433 268,573 268,573
TRIAD GTY INC COM 89592510 3,809,934 109,011 109,011
TRIARC COS INC CL A 89592710 2,669,228 115,551 115,551
TRICON GLOBAL RESTAU COM 89595310 171,389,831 4,369,960 4,347,040 18,644 4,276
TRIBUNE CO NEW COM 89604710 184,452,046 5,874,269 5,705,458 93,284 75,527
TRICO MARINE SERVICE COM 89610610 1,360,972 229,894 229,834 60
TRIGON HEALTHCARE IN COM 89618L10 26,809,739 409,309 408,379 830 100
TRIKON TECHNOLOGIES COM NEW 89618740 611,402 72,441 72,441
TRIMBLE NAVIGATION L COM 89623910 4,039,130 264,861 262,401 460 2,000
TRIMERIS INC COM 89626310 5,194,308 147,986 147,976 10
TRINITY INDS INC COM 89652210 25,944,775 1,198,373 1,197,573 500 300
TRIQUINT SEMICONDUCT COM 89674K10 34,081,677 2,131,437 2,127,117 2,305 2,015
TRITON PCS HLDGS INC CL A 89677M10 8,980,654 236,333 235,713 520 100
TRIUMPH GROUP INC NE COM 89681810 3,926,772 168,531 168,531
TRIZETTO GROUP INC COM 89688210 1,792,410 203,683 203,643 40
TRIZEC HAHN CORP SUB VTG 89693810 293,526 16,298 16,298
Page Total 665,978,005
----------------------------------------------------------------------------
Name of Voting Authority
Issuer Sole Shared None
----------------------------------------------------------------------------
TORO CO 268,859 11,700
TORONTO DOMINION BK 52,024
TOTAL FINA ELF S A 159,599 1,900
TOWER AUTOMOTIVE INC 324,862 28,100
TOTAL SYS SVCS INC 301,245 2,100 25,000
TOWN & CTRY TR 221,447 11,800
TOYOTA MOTOR CORP 203,808
TOYS R US INC 3,505,878 55,017 508,696
TPG N V 38,318
TRADESTATION GROUP I 121,274
TRAMMELL CROW CO 189,203 17,800
TRANS WORLD ENTMT CO 247,616 23,300
TRANSACTION SYS ARCH 401,541 100 22,900
TRANSALTA CORP 80,294 30,482
TRANSATLANTIC HLDGS 192,560 1,350 15,600
TRANSCANADA PIPELINE 22,051
TRANSGENOMIC INC 79,752
TRANSKARYOTIC THERAP 178,020 13,100
TRANSMETA CORP DEL 482,068 8,900 57,400
TRANSMONTAIGNE INC 164,009 5,100
TRAVELOCITY COM INC 62,867 6,000
TRANSWITCH CORP 1,381,162 300 52,700
TREDEGAR CORP 142,915 9,800
TREND MICRO INC 18,697
TRENDWEST RESORTS IN 50,101 3,500
TREX INC 45,845 3,500
TRI CONTL CORP 4,791 7,000
TRIAD HOSPITALS INC 637,309 6,895 46,574
TRIANGLE PHARMACEUTI 243,673 24,900
TRIAD GTY INC 104,811 4,200
TRIARC COS INC 106,251 9,300
TRICON GLOBAL RESTAU 2,712,282 1,352,566 305,112
TRIBUNE CO NEW 5,003,417 154,257 716,595
TRICO MARINE SERVICE 212,694 17,200
TRIGON HEALTHCARE IN 383,580 2,400 23,329
TRIKON TECHNOLOGIES 72,441
TRIMBLE NAVIGATION L 247,161 2,000 15,700
TRIMERIS INC 137,986 10,000
TRINITY INDS INC 1,173,673 300 24,000
TRIQUINT SEMICONDUCT 2,055,388 2,015 74,034
TRITON PCS HLDGS INC 210,333 3,900 22,100
TRIUMPH GROUP INC NE 156,731 11,800
TRIZETTO GROUP INC 188,585 15,098
TRIZEC HAHN CORP 16,298
Page Total
Page 66 of 73
------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------
TRIPATH IMAGING INC COM 89694210 689,066 160,248 160,248
TROPICAL SPORTSWEAR COM 89708P10 499,618 29,476 29,476
TROY FINL CORP COM 89732910 694,998 32,876 32,876
TRUST CO NJ JERSEY C COM 89830410 3,817,408 152,088 152,088
TRUSTCO BK CORP N Y COM 89834910 7,342,147 534,363 534,263 100
TRUSTMARK CORP COM 89840210 10,065,449 449,752 446,002 3,750
TUCKER ANTHONY SUTRO COM 89864710 5,193,067 217,830 216,661 1,169
TUESDAY MORNING CORP COM NEW 89903550 942,795 102,701 102,701
TULARIK INC COM 89916510 3,431,977 186,318 186,318
TUPPERWARE CORP COM 89989610 25,207,769 1,264,181 1,262,931 1,250
TURNSTONE SYSTEMS IN COM 90042310 725,811 241,937 241,535 402
TWEETER HOME ENTMT G COM 90116710 1,991,003 145,968 145,548 420
21ST CENTY INS GROUP COM 90130N10 4,420,556 251,168 251,048 120
II VI INC COM 90210410 1,129,049 86,650 86,650
TYCO INTL LTD NEW COM 90212410 1,521,273,845 33,434,590 32,607,862 646,293 180,435
TYSON FOODS INC CL A 90249410 24,547,637 2,449,864 2,447,274 1,990 600
UAL CORP COM PAR $0 90254950 7,561,575 414,106 401,383 12,723
UAXS GLOBAL HOLDINGS COM 90258010 243,744 329,384 329,384
UCAR INTL INC COM 90262K10 6,024,668 676,929 676,529 400
UCBH HOLDINGS INC COM 90262T30 5,244,025 179,713 177,013 2,700
UGI CORP NEW COM 90268110 10,522,848 388,297 387,097 1,200
UICI COM 90273710 6,686,196 490,550 490,550
UIL HLDG CORP COM 90274810 5,489,643 115,111 115,011 100
UMB FINL CORP COM 90278810 9,821,390 236,660 232,560 4,000 100
USX MARATHON GROUP COM NEW 90290582 235,428,970 8,801,083 8,783,807 11,936 5,340
U S B HLDG INC COM 90291010 1,364,744 91,902 91,902
UST INC COM 90291110 99,661,785 3,001,861 2,988,466 8,315 5,080
U S RESTAURANT PPTYS COM 90297110 1,881,439 135,844 135,844
US BANCORP DEL COM NEW 90297330 944,728,421 42,593,707 41,900,859 610,770 82,078
USA NETWORKS INC COM 90298410 16,845,551 936,905 934,295 2,510 100
UNB CORP OHIO COM 90305610 1,267,275 74,458 74,458
URS CORP NEW COM 90323610 2,674,210 116,270 116,270
U S G CORP COM NEW 90329340 1,303,146 349,369 349,069 300
USEC INC COM 90333E10 5,339,099 830,342 830,342
U S CONCRETE INC COM 90333L10 905,878 124,605 124,605
U S PHYSICAL THERAPY COM 90337L10 496,443 30,588 30,588
USX-U S STL COM 90337T10 25,040,416 1,791,160 1,785,435 5,625 100
US UNWIRED INC CL A 90338R10 5,531,678 544,993 416,298 128,695
US ONCOLOGY INC COM 90338W10 5,982,312 802,995 802,895 100
UBIQUITEL INC COM 90347430 3,104,714 384,723 384,723
ULTICOM INC COM 90384410 1,832,992 224,907 224,907
ULTIMATE ELECTRS INC COM 90384910 1,290,336 74,371 74,371
USA ED INC COM 90390U10 271,966,771 3,280,265 3,269,563 10,482 220
ULTRAMAR DIAMOND SHA COM 90400010 44,706,159 932,544 929,884 2,260 400
Page Total 3,334,918,623
----------------------------------------------------------------------------
Name of Voting Authority
Issuer Sole Shared None
----------------------------------------------------------------------------
TRIPATH IMAGING INC 145,948 14,300
TROPICAL SPORTSWEAR 29,476
TROY FINL CORP 30,976 1,900
TRUST CO NJ JERSEY C 142,288 9,800
TRUSTCO BK CORP N Y 494,063 40,300
TRUSTMARK CORP 416,752 4,400 28,600
TUCKER ANTHONY SUTRO 204,861 1,169 11,800
TUESDAY MORNING CORP 100,701 2,000
TULARIK INC 174,418 11,900
TUPPERWARE CORP 1,083,237 42,000 138,944
TURNSTONE SYSTEMS IN 222,637 19,300
TWEETER HOME ENTMT G 133,768 12,200
21ST CENTY INS GROUP 229,368 21,800
II VI INC 80,350 6,300
TYCO INTL LTD NEW 29,178,493 1,362,378 2,893,719
TYSON FOODS INC 2,332,764 24,000 93,100
UAL CORP 332,636 5,500 75,970
UAXS GLOBAL HOLDINGS 303,184 26,200
UCAR INTL INC 644,829 32,100
UCBH HOLDINGS INC 159,313 20,400
UGI CORP NEW 370,297 18,000
UICI 462,450 28,100
UIL HLDG CORP 107,311 100 7,700
UMB FINL CORP 225,760 100 10,800
USX MARATHON GROUP 7,903,754 116,244 781,085
U S B HLDG INC 85,702 6,200
UST INC 2,809,378 112,298 80,185
U S RESTAURANT PPTYS 124,744 11,100
US BANCORP DEL 36,739,967 676,183 5,177,557
USA NETWORKS INC 856,205 7,700 73,000
UNB CORP OHIO 67,958 6,500
URS CORP NEW 107,970 8,300
U S G CORP 317,203 32,166
USEC INC 773,742 56,600
U S CONCRETE INC 121,605 3,000
U S PHYSICAL THERAPY 30,588
USX-U S STL 1,593,949 26,900 170,311
US UNWIRED INC 526,093 18,900
US ONCOLOGY INC 744,095 100 58,800
UBIQUITEL INC 357,723 27,000
ULTICOM INC 219,207 5,700
ULTIMATE ELECTRS INC 68,171 6,200
USA ED INC 2,821,868 109,565 348,832
ULTRAMAR DIAMOND SHA 879,444 5,100 48,000
Page Total
Page 67 of 73
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Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------
ULTRATECH STEPPER IN COM 90403410 3,009,976 251,460 251,420 40
UMPQUA HLDGS CORP COM 90421410 1,287,635 104,262 104,262
UNIFI INC COM 90467710 5,081,064 619,642 619,622 20
UNIFIRST CORP MASS COM 90470810 1,067,995 63,195 63,195
UNILAB CORP NEW COM NEW 90476320 536,575 19,350 19,350
UNILEVER PLC SPON ADR N 90476770 9,751,710 325,057 58,697 266,360
UNILEVER N V N Y SHS NE 90478470 489,253,846 9,056,902 9,003,673 53,229
UNIGRAPHICS SOLUTION CL A 90492810 1,423,744 43,821 42,821 1,000
UNION PAC CORP COM 90781810 238,739,806 5,090,401 4,987,605 34,768 68,028
UNION PLANTERS CORP COM 90806810 121,202,624 2,825,236 2,817,843 6,900 493
UNIONBANCAL CORP COM 90890610 21,328,844 630,285 629,465 820
UNIROYAL TECHNOLOGY COM 90916310 425,812 135,609 135,609
UNISOURCE ENERGY COR COM 90920510 7,854,672 561,048 560,708 100 240
UNISYS CORP COM 90921410 56,277,607 6,498,569 6,486,544 11,385 640
UNIT CORP COM 90921810 2,600,268 292,823 292,365 458
UNITED AUTO GROUP IN COM 90944010 1,119,372 67,270 67,210 60
UNITED CMNTY FINL CO COM 90983910 1,929,387 273,672 273,672
UNITED BANKSHARES IN COM 90990710 9,721,080 360,040 359,440 600
UNITED DOMINION REAL COM 91019710 19,009,036 1,331,165 1,331,115 50
UNITED FIRE & CAS CO COM 91033110 1,749,128 68,139 60,202 7,937
UNITED INDL CORP COM 91067110 1,633,258 111,106 111,106
UNITED MICROELECTRON SPONSORED 91087320 640,001 120,301 120,301
UNITED NATL BANCORP COM 91090910 3,464,098 135,847 135,847
UNITED NAT FOODS INC COM 91116310 3,497,868 192,402 191,702 700
UNITED PARCEL SERVIC CL B 91131210 100,003,802 1,923,890 1,733,239 158,222 32,429
UNITED RENTALS INC COM 91136310 8,272,532 477,078 476,797 281
UNITED STATES CELLUL COM 91168410 24,315,390 491,220 489,720 1,100 400
US AIRWAYS GROUP INC COM 91190510 6,497,817 1,397,380 1,396,300 980 100
U S INDS INC NEW COM 91208010 1,574,761 684,679 684,639 40
UNITED STATIONERS IN COM 91300410 13,273,899 444,389 444,189 200
UNITED SURGICAL PART COM 91301630 295,200 14,400 14,400
UNITED TECHNOLOGIES COM 91301710 572,332,323 12,308,222 12,101,738 122,666 83,818
UNITED THERAPEUTICS COM 91307C10 1,614,600 128,551 128,551
UNITED UTILS PLC SPONSORED 91311Q10 243,643 13,071 13,071
UNITEDHEALTH GROUP I COM 91324P10 446,357,775 6,712,147 6,697,487 13,420 1,240
UNITEDGLOBALCOM CL A 91324750 1,596,494 688,144 650,352 22,692 15,100
UNITRIN INC COM 91327510 20,837,849 545,208 543,688 320 1,200
UNIVERSAL AMERN FINL COM 91337710 1,957,873 352,770 352,770
UNIVERSAL COMPRESSIO COM 91343110 3,828,307 170,147 169,647 500
UNIVERSAL CORP VA COM 91345610 16,699,048 500,421 499,231 1,190
UNIVERSAL DISPLAY CO COM 91347P10 901,892 127,928 127,928
UNIVERSAL ELECTRS IN COM 91348310 2,855,669 189,368 189,168 200
UNIVERSAL FST PRODS COM 91354310 2,253,984 118,506 118,246 260
UNIVERSAL HEALTH RLT SH BEN INT 91359E10 2,288,356 92,646 92,646
Page Total 2,230,606,620
----------------------------------------------------------------------------
Name of Voting Authority
Issuer Sole Shared None
----------------------------------------------------------------------------
ULTRATECH STEPPER IN 237,060 14,400
UMPQUA HLDGS CORP 95,262 9,000
UNIFI INC 581,842 37,800
UNIFIRST CORP MASS 61,095 2,100
UNILAB CORP NEW 19,350
UNILEVER PLC 322,852 2,205
UNILEVER N V 8,086,374 353,417 617,111
UNIGRAPHICS SOLUTION 40,721 3,100
UNION PAC CORP 4,382,693 141,306 566,402
UNION PLANTERS CORP 2,519,787 44,882 260,567
UNIONBANCAL CORP 593,985 3,300 33,000
UNIROYAL TECHNOLOGY 126,609 9,000
UNISOURCE ENERGY COR 539,708 240 21,100
UNISYS CORP 5,694,709 116,558 687,302
UNIT CORP 270,165 458 22,200
UNITED AUTO GROUP IN 66,870 400
UNITED CMNTY FINL CO 252,572 21,100
UNITED BANKSHARES IN 336,640 600 22,800
UNITED DOMINION REAL 1,265,265 65,900
UNITED FIRE & CAS CO 66,939 1,200
UNITED INDL CORP 103,306 7,800
UNITED MICROELECTRON 120,301
UNITED NATL BANCORP 124,347 11,500
UNITED NAT FOODS INC 186,802 5,600
UNITED PARCEL SERVIC 1,619,734 48,429 255,727
UNITED RENTALS INC 455,478 21,600
UNITED STATES CELLUL 478,920 1,700 10,600
US AIRWAYS GROUP INC 1,227,654 44,564 125,162
U S INDS INC NEW 633,979 50,700
UNITED STATIONERS IN 423,385 21,004
UNITED SURGICAL PART 14,400
UNITED TECHNOLOGIES 10,746,107 416,639 1,145,476
UNITED THERAPEUTICS 119,051 9,500
UNITED UTILS PLC 13,071
UNITEDHEALTH GROUP I 5,750,612 199,694 761,841
UNITEDGLOBALCOM 626,244 15,100 46,800
UNITRIN INC 506,108 4,100 35,000
UNIVERSAL AMERN FINL 327,870 24,900
UNIVERSAL COMPRESSIO 165,147 5,000
UNIVERSAL CORP VA 500,421
UNIVERSAL DISPLAY CO 119,128 8,800
UNIVERSAL ELECTRS IN 180,668 8,700
UNIVERSAL FST PRODS 111,806 6,700
UNIVERSAL HEALTH RLT 87,046 5,600
Page Total
Page 68 of 73
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Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------------------
UNIVERSAL HLTH SVCS CL B 91390310 16,154,020 331,025 330,065 840 120
UNIVISION COMMUNICAT CL A 91490610 114,350,348 4,982,586 4,655,270 288,142 39,174
UNOCAL CORP COM 91528910 164,415,647 5,058,943 4,997,088 19,419 42,436
UNOVA INC COM 91529B10 1,749,490 393,144 390,584 2,560
UNUMPROVIDENT CORP COM 91529Y10 127,891,199 5,064,998 5,030,766 24,472 9,760
UPM KYMMENE CORP SPONSORED 91543610 515,955 18,593 18,593
USFREIGHTWAYS CORP COM 91690610 7,408,274 236,384 236,264 20 100
URBAN OUTFITTERS INC COM 91704710 599,020 53,484 53,484
UROCOR INC COM 91727P10 1,279,841 72,801 72,801
UROLOGIX INC COM 91727310 1,167,328 85,833 85,833
VI TECHNOLOGIES INC COM 91792010 275,584 43,060 43,060
UTILICORP UTD INC COM 91800510 31,450,972 1,122,848 1,109,248 8,320 5,280
UTSTARCOM INC COM 91807610 5,926,001 364,677 364,506 50 121
VA LINUX SYSTEMS INC COM 91819B10 221,482 210,936 207,586 3,300 50
V F CORP COM 91820410 71,017,654 2,426,295 2,408,925 13,970 3,400
VAIL RESORTS INC COM 91879Q10 1,216,597 87,525 87,525
VALASSIS COMMUNICATI COM 91886610 21,414,322 671,085 670,365 520 200
VALHI INC NEW COM 91890510 1,294,568 97,336 97,336
VALENCE TECHNOLOGY I COM 91891410 2,498,691 705,845 526,645 179,200
VALENTIS INC COM 91913E10 777,759 259,253 259,253
VALERO ENERGY CORP N COM 91913Y10 37,718,775 1,074,609 1,070,489 1,920 2,200
VALLEY NATL BANCORP COM 91979410 19,048,508 640,286 636,613 3,588 85
VALMONT INDS INC COM 92025310 1,806,560 129,040 129,040
VALSPAR CORP COM 92035510 16,366,137 489,418 488,238 680 500
VALUE CITY DEPT STOR COM 92038710 437,254 127,109 127,109
VALUE LINE INC COM 92043710 1,187,644 31,009 31,009
VALUEVISION INTL INC CL A 92047K10 2,755,749 213,624 213,244 380
VANS INC COM 92193010 1,418,383 123,445 123,445
VARCO INTL INC DEL COM 92212210 11,273,575 933,243 862,241 70,702 300
VARIAN MED SYS INC COM 92220P10 27,124,736 422,833 422,073 660 100
VARIAN INC COM 92220610 9,807,863 384,924 384,624 300
VARIAN SEMICONDUCTOR COM 92220710 7,868,714 304,399 302,759 1,640
VASOMEDICAL INC COM 92232110 1,582,026 515,318 455,318 60,000
VASTERA INC COM 92239N10 1,783,488 159,240 159,240
VAXGEN INC COM NEW 92239020 909,375 72,750 70,750 2,000
VECTREN CORP COM 92240G10 15,227,685 680,111 678,787 1,324
VECTOR GROUP LTD COM 92240M10 7,845,952 183,574 163,671 15,753 4,150
VEECO INSTRS INC DEL COM 92241710 5,852,790 220,860 220,560 300
VENTAS INC COM 92276F10 5,586,187 514,856 514,736 120
VENTANA MED SYS INC COM 92276H10 2,144,707 104,927 104,927
VENTIV HEALTH INC COM 92279310 578,395 142,462 142,362 100
VENATOR GROUP INC COM 92294410 17,181,778 1,126,674 1,121,524 2,870 2,280
VERITY INC COM 92343C10 3,246,715 321,457 321,257 200
VERISIGN INC COM 92343E10 85,450,273 2,039,386 1,940,098 85,273 14,015
Page Total 855,828,021
-----------------------------------------------------------------------------
Voting Authority
Name of Sole Shared None
Issuer
-----------------------------------------------------------------------------
UNIVERSAL HLTH SVCS 297,707 3,020 30,298
UNIVISION COMMUNICAT 4,429,729 168,438 384,419
UNOCAL CORP 4,389,627 109,707 559,609
UNOVA INC 365,544 27,600
UNUMPROVIDENT CORP 4,377,775 84,624 602,599
UPM KYMMENE CORP 18,593
USFREIGHTWAYS CORP 218,884 100 17,400
URBAN OUTFITTERS INC 53,484
UROCOR INC 67,101 5,700
UROLOGIX INC 79,133 6,700
VI TECHNOLOGIES INC 43,060
UTILICORP UTD INC 1,036,718 14,680 71,450
UTSTARCOM INC 340,756 221 23,700
VA LINUX SYSTEMS INC 210,686 50 200
V F CORP 2,112,578 36,275 277,442
VAIL RESORTS INC 82,625 4,900
VALASSIS COMMUNICATI 633,385 3,500 34,200
VALHI INC NEW 97,336
VALENCE TECHNOLOGY I 684,945 20,900
VALENTIS INC 240,653 18,600
VALERO ENERGY CORP N 1,012,120 14,400 48,089
VALLEY NATL BANCORP 584,599 6,560 49,127
VALMONT INDS INC 118,440 10,600
VALSPAR CORP 453,518 5,100 30,800
VALUE CITY DEPT STOR 117,409 9,700
VALUE LINE INC 27,809 3,200
VALUEVISION INTL INC 199,124 14,500
VANS INC 115,645 7,800
VARCO INTL INC DEL 876,143 7,000 50,100
VARIAN MED SYS INC 397,629 2,200 23,004
VARIAN INC 358,024 26,900
VARIAN SEMICONDUCTOR 283,399 21,000
VASOMEDICAL INC 423,418 60,000 31,900
VASTERA INC 147,940 11,300
VAXGEN INC 67,650 5,100
VECTREN CORP 631,411 6,500 42,200
VECTOR GROUP LTD 179,424 4,150
VEECO INSTRS INC DEL 205,910 14,950
VENTAS INC 470,456 44,400
VENTANA MED SYS INC 96,527 8,400
VENTIV HEALTH INC 132,562 100 9,800
VENATOR GROUP INC 982,294 15,580 128,800
VERITY INC 302,157 19,300
VERISIGN INC 1,756,322 27,815 255,249
Page Total
Page 69 of 73
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Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------------------
VERITAS DGC INC COM 92343P10 2,831,007 253,902 253,577 325
VERIZON COMMUNICATIO COM 92343V10 3,251,777,244 60,095,680 58,465,857 1,001,664 628,1594
VERITAS SOFTWARE CO COM 92343610 149,590,424 8,112,279 8,045,130 55,470 11,6793
VERSICOR INC COM 92531410 1,493,001 111,418 111,318 1000
VERTEX PHARMACEUTICA COM 92532F10 13,611,649 754,526 746,155 7,171 1,2005
VERTICALNET INC COM 92532L10 322,901 896,948 891,708 240 5,0000
VESTA INS GROUP INC COM 92539110 3,383,992 258,320 258,320 0
VIAD CORP COM 92552R10 17,383,754 906,348 905,308 840 2000
VIASAT INC COM 92552V10 2,646,902 148,369 144,903 40 3,4260
VIACOM INC CL A 92552410 2,490,012 71,245 68,745 2,300 2009
VIACOM INC CL B 92552430 1,256,971,378 36,433,953 36,287,054 122,504 24,395
VIASYSTEMS GROUP INC COM 92553H10 334,478 514,583 479,196 35,387 0
VICAL INC COM 92560210 1,756,032 172,329 172,229 100 0
VICOR CORP COM 92581510 2,881,290 204,202 203,862 240 1000
VIDAMED INC COM 92653010 1,063,067 278,290 278,290
VIEWPOINT CORP COM 92672P10 1,031,485 303,378 303,378
VIGNETTE CORP COM 92673410 6,406,483 1,809,741 1,761,801 47,280 660
VINTAGE PETE INC COM 92746010 12,454,581 785,778 785,078 700
VION PHARMACEUTICALS COM 92762410 939,758 200,803 200,703 100
VIRAGE LOGIC CORP COM 92763R10 678,228 62,052 62,052
VIRATA CORP COM 92764610 4,362,128 437,087 436,867 220
VIROPHARMA INC COM 92824110 3,802,781 150,486 150,486
VISHAY INTERTECHNOLO COM 92829810 40,136,656 2,181,340 2,177,691 2,355 1,294
VISTEON CORP COM 92839U10 40,882,709 3,206,487 3,199,641 5,661 1,185
VISX INC DEL COM 92844S10 9,007,513 680,840 678,090 2,550 200
VISUAL NETWORKS INC COM 92844410 575,086 252,231 252,231
VITAL SIGNS INC COM 92846910 1,411,486 46,127 46,027 100
VITRIA TECHNOLOGY COM 92849Q10 1,302,852 635,538 632,298 3,240
VITESSE SEMICONDUCTO COM 92849710 28,609,287 3,691,521 3,642,533 30,375 18,613
VIVENDI UNIVERSAL SPON ADR N 92851S20 3,109,621 67,090 66,890 200
VODAFONE GROUP PLC N SPONSORED 92857W10 38,856,375 1,769,416 749,493 1,019,923
VOLT INFORMATION SCI COM 92870310 880,110 73,465 73,465
VOLVO AKTIEBOLAGET ADR B 92885640 325,889 25,480 25,480
WMC LTD SPONSORED 92894710 222,705 14,276 14,276
VYSIS INC COM 92896110 518,278 25,785 25,785
VORNADO RLTY TR SH BEN INT 92904210 30,388,404 765,451 765,301 150
VULCAN MATLS CO COM 92916010 90,863,985 2,103,333 2,101,708 1,625
WFS FINL INC COM 92923B10 1,700,751 95,817 95,817
WD-40 CO COM 92923610 2,713,113 132,025 131,425 200 400
WGL HLDGS INC COM 92924F10 17,188,867 639,229 635,254 3,655 320
W-H ENERGY SVCS INC COM 92925E10 2,411,275 171,499 171,499
W HLDG CO INC COM 92925110 3,451,364 246,526 246,406 120
WJ COMMUNICATIONS IN COM 92928410 494,649 130,171 130,171
WMS INDS INC COM 92929710 3,197,032 182,792 182,792
Page Total 5,056,460,582
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Name of Voting Authority
Issuer Sole Shared None
-------------------------------------------------------------------------
VERITAS DGC INC 235,502 18,400
VERIZON COMMUNICATIO 51,351,252 1,501,014 7,243,414
VERITAS SOFTWARE CO 7,046,155 281,431 784,693
VERSICOR INC 107,618 100 3,700
VERTEX PHARMACEUTICA 703,231 5,100 46,195
VERTICALNET INC 837,348 5,000 54,600
VESTA INS GROUP INC 243,120 15,200
VIAD CORP 841,348 5,500 59,500
VIASAT INC 133,343 3,426 11,600
VIACOM INC 6,796 200 64,249
VIACOM INC 31,921,926 526,445 3,985,582
VIASYSTEMS GROUP INC 485,183 29,400
VICAL INC 158,529 13,800
VICOR CORP 191,602 100 12,500
VIDAMED INC 256,490 21,800
VIEWPOINT CORP 279,678 23,700
VIGNETTE CORP 1,579,136 20,560 210,045
VINTAGE PETE INC 754,223 31,555
VION PHARMACEUTICALS 184,403 100 16,300
VIRAGE LOGIC CORP 62,052
VIRATA CORP 406,187 30,900
VIROPHARMA INC 139,486 11,000
VISHAY INTERTECHNOLO 2,084,201 8,994 88,145
VISTEON CORP 2,824,148 36,748 345,591
VISX INC DEL 646,940 200 33,700
VISUAL NETWORKS INC 233,531 18,700
VITAL SIGNS INC 44,527 1,600
VITRIA TECHNOLOGY 594,038 41,500
VITESSE SEMICONDUCTO 3,249,640 78,134 363,747
VIVENDI UNIVERSAL 58,695 8,395
VODAFONE GROUP PLC N 1,726,116 43,300
VOLT INFORMATION SCI 68,265 5,200
VOLVO AKTIEBOLAGET 25,480
WMC LTD 14,276
VYSIS INC 25,785
VORNADO RLTY TR 720,651 4,200 40,600
VULCAN MATLS CO 1,847,524 29,516 226,293
WFS FINL INC 90,117 5,700
WD-40 CO 121,825 400 9,800
WGL HLDGS INC 594,449 320 44,460
W-H ENERGY SVCS INC 160,099 11,400
W HLDG CO INC 225,426 21,100
WJ COMMUNICATIONS IN 130,171
WMS INDS INC 170,592 12,200
Page Total
Page 70 of 73
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Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------------------
W P CAREY & CO LLC COM 92930Y10 527,772 24,720 23,801 919
WPP GROUP PLC SPON ADR N 92930930 5,713,463 154,954 28,949 126,005
WPS RESOURCES CORP COM 92931B10 78,308,951 2,276,423 230,065 2,045,638 720
WSFS FINL CORP COM 92932810 1,058,263 64,215 64,215
WABASH NATL CORP COM 92956610 1,304,044 188,992 188,992
WABTEC CORP COM 92974010 2,825,737 259,242 259,242
WACKENHUT CORP COM SER A 92979410 2,105,681 88,474 88,474
WACKENHUT CORRECTION COM 92979810 865,412 64,583 64,583
WACHOVIA CORP 2ND NE COM 92990310 985,875,578 31,802,438 31,391,243 258,104 153,091
WADDELL & REED FINL CL A 93005910 21,119,488 812,288 807,557 1,455 3,276
WAL MART STORES INC COM 93114210 4,422,970,431 89,352,938 85,963,654 2,188,118 1,201,166
WALGREEN CO COM 93142210 763,937,935 22,188,148 20,573,155 1,042,679 572,314
WALLACE COMPUTER SER COM 93227010 9,906,797 623,069 622,969 100
WALTER INDS INC COM 93317Q10 2,654,722 296,617 296,417 200
WASHINGTON FED INC COM 93882410 11,484,347 458,457 454,457 4,000
WASHINGTON MUT INC COM 93932210 768,258,510 19,965,138 19,895,198 68,140 1,800
WASHINGTON POST CO CL B 93964010 44,636,785 85,873 75,509 2,887 7,477
WASHINGTON REAL ESTA SH BEN INT 93965310 10,439,788 440,126 439,906 220
WASHINGTON TR BANCOR COM 94061010 1,829,113 98,871 98,871
WASTE CONNECTIONS IN COM 94105310 6,248,637 231,431 231,431
WASTE MGMT INC DEL COM 94106L10 450,962,425 16,864,713 12,805,351 4,057,047 2,315
WATCHGUARD TECHNOLOG COM 94110510 1,323,456 172,775 172,775
WATERS CORP COM 94184810 55,691,922 1,556,945 1,553,975 2,570 400
WATSCO INC COM 94262220 3,469,229 265,029 265,029
WATSON PHARMACEUTICA COM 94268310 121,877,193 2,227,695 2,223,880 2,615 1,200
WATSON WYATT & CO HL CL A 94271210 1,955,461 122,985 122,985
WATTS INDS INC CL A 94274910 3,234,167 246,883 246,883
WAUSAU-MOSINEE PAPER COM 94331510 6,798,881 581,101 580,701 400
WAVE SYSTEMS CORP CL A 94352610 707,805 418,820 415,620 3,200
WAYPOINT FINL CORP COM 94675610 3,860,421 291,793 291,793
WEATHERFORD INTL INC COM 94707410 31,083,118 1,218,468 1,214,142 2,601 1,725
WEBEX INC COM 94767L10 3,406,980 160,404 160,404
WEBMETHODS INC COM 94768C10 1,442,089 208,696 208,296 400
WEBSENSE INC COM 94768410 3,015,877 276,686 276,686
WEBMD CORP COM 94769M10 7,563,331 1,775,430 1,767,510 7,720 200
WEBSTER FINL CORP CO COM 94789010 22,334,651 677,629 666,578 7,147 3,904
WEINGARTEN RLTY INVS SH BEN INT 94874110 18,833,617 387,523 387,523
WEIS MKTS INC COM 94884910 2,635,440 94,800 93,941 100 759
WELLMAN INC COM 94970210 2,927,670 253,478 253,478
WELLPOINT HEALTH NET COM 94973H10 192,732,922 1,765,762 1,762,782 2,880 100
WELLS FARGO & CO NEW COM 94974610 1,683,662,964 37,877,682 36,144,951 1,153,577 579,154
WENDYS INTL INC COM 95059010 62,370,487 2,340,356 2,336,256 4,100
WERNER ENTERPRISES I COM 95075510 5,047,065 301,858 301,738 120
WESBANCO INC COM 95081010 4,530,587 210,725 210,725
Page Total 9,833,539,212
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Voting Authority
Name of Sole Shared None
Issuer
------------------------------------------------------------------------------------------------------
W P CAREY & CO LLC 23,801 919
WPP GROUP PLC 152,746 2,208
WPS RESOURCES CORP 214,085 2,045,138 17,200
WSFS FINL CORP 58,915 5,300
WABASH NATL CORP 175,292 13,700
WABTEC CORP 238,542 20,700
WACKENHUT CORP 83,774 4,700
WACKENHUT CORRECTION 64,583
WACHOVIA CORP 2ND NE 27,500,580 598,786 3,703,072
WADDELL & REED FINL 757,245 7,976 47,067
WAL MART STORES INC 76,553,625 4,100,345 8,698,968
WALGREEN CO 18,217,083 1,268,722 2,702,343
WALLACE COMPUTER SER 597,069 26,000
WALTER INDS INC 276,417 20,200
WASHINGTON FED INC 412,967 9,500 35,990
WASHINGTON MUT INC 17,266,384 307,451 2,391,303
WASHINGTON POST CO 73,131 7,677 5,065
WASHINGTON REAL ESTA 416,626 23,500
WASHINGTON TR BANCOR 91,371 7,500
WASTE CONNECTIONS IN 214,631 16,800
WASTE MGMT INC DEL 11,232,685 4,163,746 1,468,282
WATCHGUARD TECHNOLOG 164,975 7,800
WATERS CORP 1,428,558 8,900 119,487
WATSCO INC 252,329 12,700
WATSON PHARMACEUTICA 2,016,948 25,128 185,619
WATSON WYATT & CO HL 116,985 6,000
WATTS INDS INC 231,383 15,500
WAUSAU-MOSINEE PAPER 550,601 30,500
WAVE SYSTEMS CORP 387,720 31,100
WAYPOINT FINL CORP 270,093 21,700
WEATHERFORD INTL INC 1,115,152 8,825 94,491
WEBEX INC 149,904 10,500
WEBMETHODS INC 193,796 14,900
WEBSENSE INC 266,486 10,200
WEBMD CORP 1,590,530 16,200 168,700
WEBSTER FINL CORP CO 621,172 21,504 34,953
WEINGARTEN RLTY INVS 370,023 17,500
WEIS MKTS INC 82,941 859 11,000
WELLMAN INC 227,578 25,900
WELLPOINT HEALTH NET 1,574,636 21,069 170,057
WELLS FARGO & CO NEW 32,208,376 1,147,653 4,521,653
WENDYS INTL INC 2,089,915 42,429 208,012
WERNER ENTERPRISES I 280,681 21,177
WESBANCO INC 197,425 13,300
Page Total
Page 71 of 73
------------------------------------------------------------------------------------------------------------------------------------
Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------------------
WESCO FINL CORP COM 95081710 4,639,569 15,993 15,273 20 700
WESCO INTL INC COM 95082P10 921,520 178,936 178,796 140
WEST COAST BANCORP O COM 95214510 1,836,283 136,021 136,021
WEST CORP COM 95235510 4,661,910 235,450 235,450
WEST PHARMACEUTICAL COM 95530610 2,294,122 93,257 93,237 20
WESTAMERICA BANCORPO COM 95709010 16,019,790 444,377 444,327 50
WESTCORP INC COM 95790710 1,713,422 99,908 99,908
WESTERN DIGITAL CORP COM 95810210 3,343,006 1,540,556 1,537,156 3,400
WESTERN GAS RES INC COM 95825910 7,872,383 302,435 302,435
WESTERN MULTIPLEX CO CL A 95874P10 1,368,604 365,937 365,937
WESTERN RES INC COM 95942510 15,660,718 946,267 942,798 2,869 600
WESTERN WIRELESS COR CL A 95988E20 13,479,503 399,038 390,148 5,290 3,600
WESTFIELD AMER INC COM 95991010 3,148,006 194,923 194,923
WESTPAC BKG CORP SPONSORED 96121430 586,343 17,986 17,986
WESTPOINT STEVENS IN COM 96123810 8,458,914 4,779,048 1,073,951 3,705,097
WESTPORT RES CORP NE COM 96141810 3,975,556 270,446 270,446
WESTVACO CORP COM 96154810 457,826,970 17,814,279 17,804,962 3,230 6,087
WESTWOOD ONE INC COM 96181510 25,958,496 1,166,674 1,161,674 4,700 300
WET SEAL INC CL A 96184010 4,216,644 229,041 229,041
WEYERHAEUSER CO COM 96216610 218,302,681 4,481,681 4,457,209 11,412 13,060
WHIRLPOOL CORP COM 96332010 83,561,230 1,509,688 1,504,948 2,690 2,050
WHITNEY HLDG CORP COM 96661210 9,880,196 229,772 229,772
WHOLE FOODS MKT INC COM 96683710 11,298,553 359,712 357,672 1,840 200
WILD OATS MARKETS IN COM 96808B10 1,251,121 157,572 157,402 170
WILEY JOHN & SONS IN CL A 96822320 71,646,191 3,431,331 392,607 10,820 3,027,904
WILEY JOHN & SONS IN CL B 96822330 26,353,524 1,263,958 1,263,958
WILLAMETTE INDS INC COM 96913310 93,539,563 2,079,119 2,075,834 3,010 275
WILLIAMS COMMUNICATI CL A 96945510 4,120,943 3,492,325 3,450,933 29,605 11,787
WILLIAMS COS INC DEL COM 96945710 294,739,235 10,796,309 10,703,442 75,181 17,686
WILLIAMS CLAYTON ENE COM 96949010 309,433 33,201 33,201
WILLIAMS SONOMA INC COM 96990410 12,786,565 537,025 534,365 2,520 140
WILMINGTON TRUST COR COM 97180710 18,552,444 336,095 331,135 2,860 2,100
WILSON GREATBATCH TE COM 97223210 2,179,802 74,396 74,296 100
WILSONS THE LEATHER COM 97246310 862,054 95,360 95,320 40
WIND RIVER SYSTEMS I COM 97314910 6,511,753 620,167 619,387 680 100
WINN DIXIE STORES IN COM 97428010 29,242,693 2,553,947 2,550,257 3,590 100
WINNEBAGO INDS INC COM 97463710 4,162,951 194,077 193,977 100
WINSTON HOTELS INC COM 97563A10 1,200,594 151,974 151,974
WINTRUST FINANCIAL C COM 97650W10 1,786,865 57,548 57,548
WIPRO LTD SPON ADR 1 97651M10 234,238 11,049 11,049
WIRELESS FACILITIES COM 97653A10 870,688 194,785 191,805 2,980
WISCONSIN CENT TRANS COM 97659210 8,385,870 490,976 490,776 200
WISCONSIN ENERGY COR COM 97665710 25,837,380 1,148,328 1,122,243 5,250 20,835
WITNESS SYS INC COM 97742410 778,512 95,523 94,703 820
Page Total 1,506,376,838
------------------------------------------------------------------------------------------------------
Voting Authority
Name of Sole Shared None
Issuer
------------------------------------------------------------------------------------------------------
WESCO FINL CORP 12,193 700 3,100
WESCO INTL INC 166,736 12,200
WEST COAST BANCORP O 125,921 10,100
WEST CORP 223,950 100 11,400
WEST PHARMACEUTICAL 86,757 6,500
WESTAMERICA BANCORPO 422,177 22,200
WESTCORP INC 95,808 4,100
WESTERN DIGITAL CORP 1,432,556 108,000
WESTERN GAS RES INC 288,735 13,700
WESTERN MULTIPLEX CO 365,937
WESTERN RES INC 897,467 4,900 43,900
WESTERN WIRELESS COR 355,638 7,500 35,900
WESTFIELD AMER INC 174,623 20,300
WESTPAC BKG CORP 17,986
WESTPOINT STEVENS IN 1,053,851 3,705,097 20,100
WESTPORT RES CORP NE 250,485 19,961
WESTVACO CORP 1,990,268 15,621,844 202,167
WESTWOOD ONE INC 1,118,348 6,700 41,626
WET SEAL INC 219,591 9,450
WEYERHAEUSER CO 3,906,770 77,169 497,742
WHIRLPOOL CORP 1,284,592 24,702 200,394
WHITNEY HLDG CORP 213,272 16,500
WHOLE FOODS MKT INC 308,912 4,800 46,000
WILD OATS MARKETS IN 138,622 18,950
WILEY JOHN & SONS IN 374,027 3,027,904 29,400
WILEY JOHN & SONS IN 1,263,958
WILLAMETTE INDS INC 1,854,705 30,665 193,749
WILLIAMS COMMUNICATI 3,116,967 51,776 323,582
WILLIAMS COS INC DEL 9,305,415 169,111 1,321,783
WILLIAMS CLAYTON ENE 33,201
WILLIAMS SONOMA INC 506,285 2,740 28,000
WILMINGTON TRUST COR 314,295 3,900 17,900
WILSON GREATBATCH TE 69,596 4,800
WILSONS THE LEATHER 89,060 6,300
WIND RIVER SYSTEMS I 576,567 6,400 37,200
WINN DIXIE STORES IN 2,193,479 95,465 265,003
WINNEBAGO INDS INC 186,877 7,200
WINSTON HOTELS INC 149,274 2,700
WINTRUST FINANCIAL C 56,248 1,300
WIPRO LTD 11,049
WIRELESS FACILITIES 185,385 9,400
WISCONSIN CENT TRANS 465,176 25,800
WISCONSIN ENERGY COR 1,038,493 28,035 81,800
WITNESS SYS INC 88,323 7,200
Page Total
Page 72 of 73
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Investment Discretion
Name of Title of Cusip Fair Market Shares Sole Shared as Shared
Issuer Class Number Value Prin Amt Defined Other
------------------------------------------------------------------------------------------------------------------------------------
WOLVERINE TUBE INC COM 97809310 801,222 79,329 79,329
WOLVERINE WORLD WIDE COM 97809710 11,510,728 856,453 763,793 78,660 14,000
WOODHEAD INDS INC COM 97943810 2,471,870 165,232 165,232
WOODWARD GOVERNOR CO COM 98074510 3,738,595 77,164 77,144 20
WORLD ACCEP CORP DEL COM 98141910 578,662 82,666 82,666
WORLD WRESTLING FEDN CL A 98156Q10 3,296,990 249,772 249,772
WORLDCOM INC GA NEW WRLDCOM GP 98157D10 1,001,348,716 66,579,037 64,885,935 1,432,307 260,795
WORLDCOM INC GA NEW MCI GROUP 98157D30 15,975,432 1,048,945 1,020,164 23,716 5,065
WORTHINGTON INDS INC COM 98181110 20,733,086 1,842,941 1,821,810 17,585 3,546
WRIGHT MED GROUP INC COM 98235T10 260,876 15,400 15,400
WRIGLEY WM JR CO COM 98252610 211,312,189 4,119,146 4,103,532 12,414 3,200
WYNDHAM INTL INC CL A 98310110 823,514 1,266,945 1,249,945 17,000
XM SATELLITE RADIO H CL A 98375910 718,865 137,188 137,088 100
XO COMMUNICATIONS IN CL A 98376410 959,766 2,340,894 2,305,467 26,167 9,260
XTO ENERGY CORP COM 98385X10 10,124,965 725,804 723,804 2,000
X-RITE INC COM 98385710 1,259,520 159,433 159,433
XCEL ENERGY INC COM 98389B10 186,514,496 6,625,737 6,583,935 22,773 19,029
XANSER CORP COM 98389J10 336,302 181,785 181,785
XILINX INC COM 98391910 158,118,164 6,719,854 6,689,098 19,556 11,200
XEROX CORP COM 98412110 364,904,417 47,084,441 14,674,064 32,408,927 1,450
XYBERNAUT CORP COM 98414910 741,018 370,509 367,709 2,800
YAHOO INC COM 98433210 95,202,163 10,806,148 10,792,533 12,645 970
YANKEE CANDLE INC COM 98475710 2,600,892 152,099 150,899 1,200
XICOR INC COM 98490310 1,502,446 188,987 188,887 100
YELLOW CORP COM 98550910 10,144,473 498,745 281,735 217,010
YORK INTL CORP NEW COM 98667010 20,984,356 732,694 731,164 1,330 200
YOUNG BROADCASTING I CL A 98743410 2,030,493 140,034 140,034
ZALE CORP NEW COM 98885810 19,225,274 726,030 725,530 400 100
ZEBRA TECHNOLOGIES C CL A 98920710 12,020,651 320,893 319,563 1,230 100
ZENITH NATL INS CORP COM 98939010 1,937,225 78,749 78,249 500
ZIMMER HLDGS INC COM 98956P10 117,595,092 4,237,661 4,019,297 107,638 110,726
ZIONS BANCORPORATION COM 98970110 98,550,399 1,836,571 1,834,435 1,936 200
ZIXIT CORP COM 98974P10 601,642 124,822 124,822
ZORAN CORP COM 98975F10 3,678,848 151,893 150,423 1,470
ZYGO CORP COM 98985510 1,319,607 127,993 127,993
ZOLL MED CORP COM 98992210 2,719,448 76,389 76,389
ZOMAX INC MINN COM 98992910 1,353,574 249,277 249,277
Page Total 2,387,995,976
Grand Total 286,979,637,963
TOTAL MARKET VALUE 286,979,637,963
--------------------------------------------------------------------------
Voting Authority
Name of Sole Shared None
Issuer
--------------------------------------------------------------------------
WOLVERINE TUBE INC 77,029 2,300
WOLVERINE WORLD WIDE 813,753 14,000 28,700
WOODHEAD INDS INC 158,032 7,200
WOODWARD GOVERNOR CO 71,164 6,000
WORLD ACCEP CORP DEL 82,666
WORLD WRESTLING FEDN 241,972 7,800
WORLDCOM INC GA NEW 58,495,621 1,144,173 6,939,243
WORLDCOM INC GA NEW 874,249 16,635 158,061
WORTHINGTON INDS INC 1,637,567 25,446 179,928
WRIGHT MED GROUP INC 15,400
WRIGLEY WM JR CO 3,572,888 154,510 391,748
WYNDHAM INTL INC 1,172,045 94,900
XM SATELLITE RADIO H 128,488 8,700
XO COMMUNICATIONS IN 2,169,665 9,260 161,969
XTO ENERGY CORP 641,804 11,100 72,900
X-RITE INC 148,733 10,700
XCEL ENERGY INC 5,875,303 135,765 614,669
XANSER CORP 164,385 17,400
XILINX INC 5,692,246 232,315 795,293
XEROX CORP 12,691,608 32,561,303 1,831,530
XYBERNAUT CORP 342,809 27,700
YAHOO INC 9,147,372 358,930 1,299,846
YANKEE CANDLE INC 142,899 9,200
XICOR INC 175,487 100 13,400
YELLOW CORP 474,745 24,000
YORK INTL CORP NEW 708,594 200 23,900
YOUNG BROADCASTING I 131,034 9,000
ZALE CORP NEW 263,042 440,688 22,300
ZEBRA TECHNOLOGIES C 304,793 100 16,000
ZENITH NATL INS CORP 73,549 5,200
ZIMMER HLDGS INC 3,523,423 252,277 461,961
ZIONS BANCORPORATION 1,638,680 23,403 174,488
ZIXIT CORP 112,622 12,200
ZORAN CORP 140,693 11,200
ZYGO CORP 118,793 9,200
ZOLL MED CORP 70,289 6,100
ZOMAX INC MINN 231,477 17,800
Page Total
Grand Total
Page 73 of 73