UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 Form 13F Form 13F Cover Page Report for Calendar Year or Quarter Ended: December 31, 2001 ----------------- Check here if amendment [ ] Amendment Number [ ] Institutional Investment Manager filing this report: Name: State Street Corporation ------------------------ Address: 225 Franklin Street ------------------- Boston, Massachusetts 02110 --------------------------- Form 13F File Number: 28-399 ------ The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person signing this report on behalf of the reporting manager: Name: Frederick P. Baughman ------------------------ Title Senior Vice President, Controller and Chief Accounting Officer --------------------------------------------------------------- Telephone: 617-786-3000 ------------ Signature, Place, and Date of Signing: /s/ FREDERICK P. BAUGHMAN Boston, Massachusetts February 12, 2002 ------------------------------ --------------------- ----------------- [Signature] [City, State] [Date] Report Type (Check only one): [ ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report and all holdings are reported by other reporting manager(s).) [X] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: (if there are no entries in this list, omit this section.) ---------------------------------------- 13F File Number Name ---------------------------------------- 28-5798 Roy A. Hammer ---------------------------------------- Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 10 -- Form 13F Information Table Entry Total: 3,243 ----- Form 13F Information Table Value Total: 326,637,881 ----------- (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.] ------------------------------------------------------------------- No. Form 13F File Number Name ------------------------------------------------------------------- 1 28-1932 Frederick Ballou ------------------------------------------------------------------- 2 28-3602 Francis L. Coolidge ------------------------------------------------------------------- 3 28-2710 F. Davis Dossori, Jr. ------------------------------------------------------------------- 4 28-3488 Nicholas A. Grace ------------------------------------------------------------------- 5 28-5798 Roy A. Hammer ------------------------------------------------------------------- 6 28-6740 Edward J. Joyce ------------------------------------------------------------------- 7 28-5796 George H. Kidder ------------------------------------------------------------------- 8 28-1487 Peter B. Loring ------------------------------------------------------------------- 9 28-4282 Dean Ridlon ------------------------------------------------------------------- 10 28-6281 Michael B. Elefante ------------------------------------------------------------------- -------------------------------------------------------------------------------- State Street Corporation -------------------------------------------------------------------------------- SEC13F Report - December 31, 2001 -------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- DAIMLERCHRYSLER AG ORD D1668R12 2,019,786 48,471 48,303 168 ------------------------------------------------------------------------------------------------------- DEUTSCHE BANK AG NAM ORD D1819089 2,420,946 34,511 34,511 ------------------------------------------------------------------------------------------------------- ACE LTD ORD G0070K10 36,880,746 918,574 898,340 20,234 ------------------------------------------------------------------------------------------------------- AMDOCS LTD ORD G0260210 12,734,435 374,873 285,815 82,558 6,500 ------------------------------------------------------------------------------------------------------- ARCH CAP GROUP LTD ORD G0450A10 324,630 12,607 12,607 ------------------------------------------------------------------------------------------------------- BUNGE LIMITED COM G1696210 1,236,168 53,100 53,100 ------------------------------------------------------------------------------------------------------- EVEREST RE GROUP LTD COM G3223R10 12,639,463 178,776 178,676 100 ------------------------------------------------------------------------------------------------------- FOSTER WHEELER LTD SHS G3653510 252,368 49,484 49,484 ------------------------------------------------------------------------------------------------------- FRESH DEL MONTE PROD ORD G3673810 603,806 40,120 39,120 1,000 ------------------------------------------------------------------------------------------------------- GARMIN LTD ORD G3726010 297,477 13,953 13,953 ------------------------------------------------------------------------------------------------------- GLOBAL CROSSING LTD COM G3921A10 993,167 1,182,342 1,181,922 420 ------------------------------------------------------------------------------------------------------- GLOBALSANTAFE CORP SHS G3930E10 15,839,180 555,371 531,701 1,728 21,942 ------------------------------------------------------------------------------------------------------- HELEN OF TROY CORP L COM G4388N10 247,964 19,981 19,981 ------------------------------------------------------------------------------------------------------- LORAL SPACE & COMMUN COM G5646210 839,699 280,836 267,673 13,163 ------------------------------------------------------------------------------------------------------- PARTNERRE LTD COM G6852T10 648,810 12,015 12,015 ------------------------------------------------------------------------------------------------------- RENAISSANCE RE HLDGS COM G7496G10 3,877,914 40,649 40,649 ------------------------------------------------------------------------------------------------------- HILFIGER TOMMY CORP ORD G8915Z10 323,578 23,533 23,533 ------------------------------------------------------------------------------------------------------- TRANSOCEAN SEDCO FOR ORD G9007810 183,817,956 5,435,185 5,358,564 43,426 33,195 ------------------------------------------------------------------------------------------------------- TRENWICK GROUP LTD COM G9032C10 214,739 21,115 11,215 9,900 ------------------------------------------------------------------------------------------------------- WILLIS GROUP HOLDING SHS G9665510 1,228,132 52,150 50,700 1,450 ------------------------------------------------------------------------------------------------------- XOMA LTD ORD G9825R10 641,136 65,090 65,090 ------------------------------------------------------------------------------------------------------- XL CAP LTD CL A G9825510 191,978,879 2,101,345 2,099,745 1,600 ------------------------------------------------------------------------------------------------------- UBS AG NAMEN AKT H8920M85 37,650,300 753,006 91,406 661,600 ------------------------------------------------------------------------------------------------------- CHECK POINT SOFTWARE ORD M2246510 6,194,677 155,294 155,219 75 ------------------------------------------------------------------------------------------------------- ORBOTECH LTD ORD M7525310 714,612 22,941 22,941 ------------------------------------------------------------------------------------------------------- VERISITY LTD ORD M9738511 248,245 13,100 13,100 ------------------------------------------------------------------------------------------------------- ASML HLDG NV N Y SHS N0705911 11,502,032 674,606 71,341 585,320 17,945 ------------------------------------------------------------------------------------------------------- ROYAL CARIBBEAN CRUI COM V7780T10 2,534,247 156,435 150,435 6,000 ------------------------------------------------------------------------------------------------------- FLEXTRONICS INTL LTD ORD Y2573F10 55,348,240 2,307,138 1,612,726 694,412 ------------------------------------------------------------------------------------------------------- GENERAL MARITIME COR SHS Y2692M10 217,000 21,700 21,700 ------------------------------------------------------------------------------------------------------- OMI CORP NEW COM Y6476W10 200,822 50,458 50,458 ------------------------------------------------------------------------------------------------------- TEEKAY SHIPPING MARS COM Y8564W10 5,991,586 171,925 120,600 43,845 7,480 ------------------------------------------------------------------------------------------------------- AAR CORP COM 00036110 3,652,518 405,385 405,285 100 ------------------------------------------------------------------------------------------------------- ABB LTD SPONSORED 00037520 529,340 56,253 56,253 ------------------------------------------------------------------------------------------------------- ACTV INC COM 00088E10 634,079 339,080 339,080 ------------------------------------------------------------------------------------------------------- A D C TELECOMMUNICAT COM 00088610 76,383,667 16,605,145 16,550,498 52,217 2,430 ------------------------------------------------------------------------------------------------------- ADE CORP MASS COM 00089C10 830,920 83,092 82,892 200 ------------------------------------------------------------------------------------------------------- ABN AMRO HLDG NV SPONSORED 00093710 2,263,115 139,012 128,012 11,000 ------------------------------------------------------------------------------------------------------- ABM INDS INC COM 00095710 5,158,924 164,559 164,459 100 ------------------------------------------------------------------------------------------------------- AEP INDS INC COM 00103110 354,895 14,812 14,812 ------------------------------------------------------------------------------------------------------- AFC ENTERPRISES INC COM 00104Q10 2,713,572 95,582 95,582 ------------------------------------------------------------------------------------------------------- AFLAC INC COM 00105510 299,385,835 12,189,977 12,042,894 122,533 24,550 ------------------------------------------------------------------------------------------------------- AGCO CORP COM 00108410 12,576,076 796,963 796,243 720 ------------------------------------------------------------------------------------------------------- AGL RES INC COM 00120410 18,884,595 820,356 819,756 600 ------------------------------------------------------------------------------------------------------- AES CORP COM 00130H10 166,980,669 10,212,885 10,194,693 17,352 840 ------------------------------------------------------------------------------------------------------- Page Total 1,181,010,945 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- DAIMLERCHRYSLER AG 48,471 -------------------------------------------------------- DEUTSCHE BANK AG NAM 34,511 -------------------------------------------------------- ACE LTD 915,374 3,200 -------------------------------------------------------- AMDOCS LTD 321,416 6,500 46,957 -------------------------------------------------------- ARCH CAP GROUP LTD 12,607 -------------------------------------------------------- BUNGE LIMITED 53,100 -------------------------------------------------------- EVEREST RE GROUP LTD 178,476 300 -------------------------------------------------------- FOSTER WHEELER LTD 49,484 -------------------------------------------------------- FRESH DEL MONTE PROD 40,120 -------------------------------------------------------- GARMIN LTD 13,953 -------------------------------------------------------- GLOBAL CROSSING LTD 667,609 514,733 -------------------------------------------------------- GLOBALSANTAFE CORP 399,351 21,942 134,078 -------------------------------------------------------- HELEN OF TROY CORP L 19,981 -------------------------------------------------------- LORAL SPACE & COMMUN 280,836 -------------------------------------------------------- PARTNERRE LTD 11,515 500 -------------------------------------------------------- RENAISSANCE RE HLDGS 40,649 -------------------------------------------------------- HILFIGER TOMMY CORP 23,533 -------------------------------------------------------- TRANSOCEAN SEDCO FOR 4,735,890 106,539 592,756 -------------------------------------------------------- TRENWICK GROUP LTD 11,215 9,900 -------------------------------------------------------- WILLIS GROUP HOLDING 52,150 -------------------------------------------------------- XOMA LTD 65,090 -------------------------------------------------------- XL CAP LTD 1,876,294 29,400 195,651 -------------------------------------------------------- UBS AG 340,847 407,359 4,800 -------------------------------------------------------- CHECK POINT SOFTWARE 98,699 43,971 12,624 -------------------------------------------------------- ORBOTECH LTD 17,707 5,234 -------------------------------------------------------- VERISITY LTD 13,100 -------------------------------------------------------- ASML HLDG NV 646,061 17,945 10,600 -------------------------------------------------------- ROYAL CARIBBEAN CRUI 156,435 -------------------------------------------------------- FLEXTRONICS INTL LTD 2,222,828 84,310 -------------------------------------------------------- GENERAL MARITIME COR 21,700 -------------------------------------------------------- OMI CORP NEW 50,458 -------------------------------------------------------- TEEKAY SHIPPING MARS 164,445 7,480 -------------------------------------------------------- AAR CORP 385,985 19,400 -------------------------------------------------------- ABB LTD 56,253 -------------------------------------------------------- ACTV INC 313,980 25,100 -------------------------------------------------------- A D C TELECOMMUNICAT 14,330,383 232,075 2,042,687 -------------------------------------------------------- ADE CORP MASS 76,992 6,100 -------------------------------------------------------- ABN AMRO HLDG NV 139,012 -------------------------------------------------------- ABM INDS INC 153,159 11,400 -------------------------------------------------------- AEP INDS INC 14,812 -------------------------------------------------------- AFC ENTERPRISES INC 92,782 2,800 -------------------------------------------------------- AFLAC INC 10,380,947 195,023 1,614,007 -------------------------------------------------------- AGCO CORP 755,863 41,100 -------------------------------------------------------- AGL RES INC 769,556 50,800 -------------------------------------------------------- AES CORP 8,844,164 156,501 1,212,220 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 1 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- AK STL HLDG CORP COM 00154710 14,310,145 1,257,482 1,251,452 5,650 380 ------------------------------------------------------------------------------------------------------- AMB PROPERTY CORP COM 00163T10 20,585,734 791,759 791,659 100 ------------------------------------------------------------------------------------------------------- AMC ENTMT INC COM 00166910 2,030,844 169,237 169,237 ------------------------------------------------------------------------------------------------------- AMLI RESIDENTIAL PPT SH BEN INT 00173510 5,836,992 231,443 231,443 ------------------------------------------------------------------------------------------------------- AMN HEALTHCARE SERVI COM 00174410 1,126,962 41,130 41,130 ------------------------------------------------------------------------------------------------------- AMR CORP COM 00176510 82,006,243 3,677,410 3,116,965 560,005 440 ------------------------------------------------------------------------------------------------------- AOL TIME WARNER INC COM 00184A10 3,112,970,399 96,977,271 95,960,662 895,607 121,002 ------------------------------------------------------------------------------------------------------- APAC CUSTOMER SERVIC COM 00185E10 600,189 230,842 230,842 ------------------------------------------------------------------------------------------------------- AT&T CORP COM 00195710 1,688,552,703 93,084,493 80,349,015 12,390,612 344,866 ------------------------------------------------------------------------------------------------------- ATMI INC COM 00207R10 5,828,463 244,380 243,340 1,040 ------------------------------------------------------------------------------------------------------- ATS MED INC COM 00208310 1,044,004 196,982 196,982 ------------------------------------------------------------------------------------------------------- AT&T WIRELESS SVCS I COM 00209A10 751,816,112 52,318,449 51,796,654 396,761 125,034 ------------------------------------------------------------------------------------------------------- AVI BIOPHARMA INC COM 00234610 1,496,673 137,058 137,058 ------------------------------------------------------------------------------------------------------- AVX CORP NEW COM 00244410 14,209,294 602,344 602,044 300 ------------------------------------------------------------------------------------------------------- AXT INC COM 00246W10 2,428,338 168,284 168,184 100 ------------------------------------------------------------------------------------------------------- AAIPHARMA INC COM 00252W10 2,428,317 96,515 96,515 ------------------------------------------------------------------------------------------------------- AARON RENTS INC COM 00253520 1,914,157 117,433 117,433 ------------------------------------------------------------------------------------------------------- AARON RENTS INC CL A 00253530 206,550 15,300 15,300 ------------------------------------------------------------------------------------------------------- ABBOTT LABS COM 00282410 1,932,329,899 34,660,626 33,208,194 785,340 667,092 ------------------------------------------------------------------------------------------------------- ABERCROMBIE & FITCH CL A 00289620 26,939,888 1,015,450 1,007,454 5,746 2,250 ------------------------------------------------------------------------------------------------------- ABGENIX INC COM 00339B10 16,187,904 481,210 479,420 1,690 100 ------------------------------------------------------------------------------------------------------- ABIOMED INC COM 00365410 2,058,719 130,134 129,634 500 ------------------------------------------------------------------------------------------------------- ACACIA RESH CORP COM 00388110 1,843,476 166,529 166,507 22 ------------------------------------------------------------------------------------------------------- ACADIA RLTY TR COM SH BEN 00423910 1,228,083 193,399 193,399 ------------------------------------------------------------------------------------------------------- ACCLAIM ENTMT INC COM PAR $0 00432520 2,439,929 460,364 460,364 ------------------------------------------------------------------------------------------------------- ACCREDO HEALTH INC COM 00437V10 9,368,366 235,979 235,949 30 ------------------------------------------------------------------------------------------------------- ACKERLEY GROUP INC COM 00452710 2,391,655 136,666 136,666 ------------------------------------------------------------------------------------------------------- ACLARA BIOSCIENCES I COM 00461P10 1,461,797 288,323 288,323 ------------------------------------------------------------------------------------------------------- ACME COMMUNICATION I COM 00463110 436,495 64,762 62,062 2,700 ------------------------------------------------------------------------------------------------------- ACTIVISION INC NEW COM NEW 00493020 15,180,502 583,641 583,641 ------------------------------------------------------------------------------------------------------- ACTION PERFORMANCE C COM 00493310 5,304,957 173,308 173,308 ------------------------------------------------------------------------------------------------------- ACTEL CORP COM 00493410 8,062,952 404,970 404,950 20 ------------------------------------------------------------------------------------------------------- ACTERNA CORP COM 00503U10 4,438,555 1,123,685 1,122,945 600 140 ------------------------------------------------------------------------------------------------------- ACTIVE POWER INC COM 00504W10 2,031,921 298,812 298,812 ------------------------------------------------------------------------------------------------------- ACTRADE FINL TECHNOL COM 00507P10 1,775,452 60,287 60,287 ------------------------------------------------------------------------------------------------------- ACTUATE CORP COM 00508B10 2,292,191 434,951 431,651 3,200 100 ------------------------------------------------------------------------------------------------------- ACTUANT CORP CL A NEW 00508X20 959,649 28,561 28,521 40 ------------------------------------------------------------------------------------------------------- ACUITY BRANDS INC COM 00508Y10 15,851,774 1,310,064 1,309,819 245 ------------------------------------------------------------------------------------------------------- ACXIOM CORP COM 00512510 15,592,237 892,515 891,775 340 400 ------------------------------------------------------------------------------------------------------- ADAPTEC INC COM 00651F10 15,617,805 1,077,090 1,064,767 12,323 ------------------------------------------------------------------------------------------------------- ADECCO SA SPONSORED 00675410 274,198 20,311 20,311 ------------------------------------------------------------------------------------------------------- ADELPHIA COMMUNICATI CL A 00684810 18,736,997 600,930 594,535 2,335 4,060 ------------------------------------------------------------------------------------------------------- ADMINISTAFF INC COM 00709410 6,170,374 225,114 225,094 20 ------------------------------------------------------------------------------------------------------- ADOBE SYS INC COM 00724F10 157,087,632 5,059,183 5,048,248 10,155 780 ------------------------------------------------------------------------------------------------------- ADOLOR CORP COM 00724X10 7,165,388 399,186 348,182 50,904 100 ------------------------------------------------------------------------------------------------------- ADTRAN INC COM 00738A10 8,237,881 322,801 322,551 150 100 ------------------------------------------------------------------------------------------------------- ADVANCED AUTO PARTS COM 00751Y10 1,085,097 21,811 21,811 ------------------------------------------------------------------------------------------------------- Page Total 7,991,943,892 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- AK STL HLDG CORP 1,192,502 8,580 56,400 -------------------------------------------------------- AMB PROPERTY CORP 741,559 3,700 46,500 -------------------------------------------------------- AMC ENTMT INC 157,637 11,600 -------------------------------------------------------- AMLI RESIDENTIAL PPT 220,743 10,700 -------------------------------------------------------- AMN HEALTHCARE SERVI 41,130 -------------------------------------------------------- AMR CORP 2,757,470 588,805 331,135 -------------------------------------------------------- AOL TIME WARNER INC 82,956,861 1,436,662 12,583,748 -------------------------------------------------------- APAC CUSTOMER SERVIC 215,542 15,300 -------------------------------------------------------- AT&T CORP 69,786,652 12,960,814 10,337,027 -------------------------------------------------------- ATMI INC 228,380 16,000 -------------------------------------------------------- ATS MED INC 181,582 15,400 -------------------------------------------------------- AT&T WIRELESS SVCS I 44,666,024 833,184 6,819,241 -------------------------------------------------------- AVI BIOPHARMA INC 137,058 -------------------------------------------------------- AVX CORP NEW 566,044 3,400 32,900 -------------------------------------------------------- AXT INC 155,984 12,300 -------------------------------------------------------- AAIPHARMA INC 90,415 6,100 -------------------------------------------------------- AARON RENTS INC 104,533 12,900 -------------------------------------------------------- AARON RENTS INC 15,300 -------------------------------------------------------- ABBOTT LABS 28,842,778 1,806,162 4,011,686 -------------------------------------------------------- ABERCROMBIE & FITCH 949,800 7,550 58,100 -------------------------------------------------------- ABGENIX INC 426,710 6,200 48,300 -------------------------------------------------------- ABIOMED INC 119,834 10,300 -------------------------------------------------------- ACACIA RESH CORP 154,518 22 11,989 -------------------------------------------------------- ACADIA RLTY TR 177,999 15,400 -------------------------------------------------------- ACCLAIM ENTMT INC 433,764 26,600 -------------------------------------------------------- ACCREDO HEALTH INC 219,864 16,115 -------------------------------------------------------- ACKERLEY GROUP INC 129,366 7,300 -------------------------------------------------------- ACLARA BIOSCIENCES I 266,123 22,200 -------------------------------------------------------- ACME COMMUNICATION I 64,762 -------------------------------------------------------- ACTIVISION INC NEW 567,592 16,049 -------------------------------------------------------- ACTION PERFORMANCE C 164,808 8,500 -------------------------------------------------------- ACTEL CORP 390,470 14,500 -------------------------------------------------------- ACTERNA CORP 988,245 16,740 118,700 -------------------------------------------------------- ACTIVE POWER INC 279,412 19,400 -------------------------------------------------------- ACTRADE FINL TECHNOL 56,087 4,200 -------------------------------------------------------- ACTUATE CORP 399,551 100 35,300 -------------------------------------------------------- ACTUANT CORP 28,051 510 -------------------------------------------------------- ACUITY BRANDS INC 1,283,645 26,419 -------------------------------------------------------- ACXIOM CORP 829,915 6,500 56,100 -------------------------------------------------------- ADAPTEC INC 984,147 92,943 -------------------------------------------------------- ADECCO SA 20,311 -------------------------------------------------------- ADELPHIA COMMUNICATI 540,670 7,960 52,300 -------------------------------------------------------- ADMINISTAFF INC 210,814 14,300 -------------------------------------------------------- ADOBE SYS INC 4,280,620 164,534 614,029 -------------------------------------------------------- ADOLOR CORP 381,686 100 17,400 -------------------------------------------------------- ADTRAN INC 309,301 100 13,400 -------------------------------------------------------- ADVANCED AUTO PARTS 21,811 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 2 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- ADVANCED DIGITAL INF COM 00752510 8,754,696 545,804 544,784 920 100 ------------------------------------------------------------------------------------------------------- ADVANCED MARKETING S COM 00753T10 4,053,270 222,097 222,097 ------------------------------------------------------------------------------------------------------- ADVANCED FIBRE COMMU COM 00754A10 14,296,797 809,100 807,480 1,320 300 ------------------------------------------------------------------------------------------------------- ADVANCED TISSUE SCIE COM 00755F10 2,687,708 616,447 616,447 ------------------------------------------------------------------------------------------------------- ADVANCED NEUROMODULA COM 00757T10 2,068,223 58,673 58,673 ------------------------------------------------------------------------------------------------------- ADVO INC COM 00758510 8,954,965 208,255 208,255 ------------------------------------------------------------------------------------------------------- ADVISORY BRD CO COM 00762W10 761,196 27,480 27,480 ------------------------------------------------------------------------------------------------------- AEROFLEX INC COM 00776810 17,500,747 924,498 923,698 700 100 ------------------------------------------------------------------------------------------------------- ADVANCEPCS COM 00790K10 16,974,455 578,346 576,526 1,820 ------------------------------------------------------------------------------------------------------- ADVANCED MICRO DEVIC COM 00790310 114,220,801 7,201,816 7,186,546 15,030 240 ------------------------------------------------------------------------------------------------------- AEGON N V ORD AMER R 00792410 2,974,120 111,099 111,094 5 ------------------------------------------------------------------------------------------------------- ADVANTA CORP CL A 00794210 2,037,312 204,961 204,961 ------------------------------------------------------------------------------------------------------- ADVANCED ENERGY INDS COM 00797310 4,564,284 171,332 171,332 ------------------------------------------------------------------------------------------------------- ADVENT SOFTWARE INC COM 00797410 19,192,138 384,227 383,490 737 ------------------------------------------------------------------------------------------------------- AETHER SYS INC COM 00808V10 2,493,844 271,070 268,170 2,900 ------------------------------------------------------------------------------------------------------- AETNA INC NEW COM 00817Y10 98,536,973 2,986,874 2,982,524 3,695 655 ------------------------------------------------------------------------------------------------------- AFFILIATED COMPUTER CL A 00819010 62,165,222 585,746 581,261 4,205 280 ------------------------------------------------------------------------------------------------------- AFFILIATED MANAGERS COM 00825210 22,559,661 320,086 283,491 30,420 6,175 ------------------------------------------------------------------------------------------------------- AFFYMETRIX INC COM 00826T10 9,539,613 252,705 251,585 1,020 100 ------------------------------------------------------------------------------------------------------- AFTERMARKET TECHNOLO COM 00831810 279,417 17,248 17,248 ------------------------------------------------------------------------------------------------------- AGERE SYS INC CL A 00845V10 22,383,993 3,933,918 3,924,198 9,620 100 ------------------------------------------------------------------------------------------------------- AGILENT TECHNOLOGIES COM 00846U10 316,129,713 11,088,380 10,803,196 130,158 155,026 ------------------------------------------------------------------------------------------------------- AGILE SOFTWARE CORP COM 00846X10 5,003,804 290,581 290,431 150 ------------------------------------------------------------------------------------------------------- AIR PRODS & CHEMS IN COM 00915810 712,140,428 15,180,994 4,925,926 10,080,566 174,502 ------------------------------------------------------------------------------------------------------- AIRBORNE INC COM 00926910 16,266,137 1,096,840 1,095,320 1,520 ------------------------------------------------------------------------------------------------------- AIRGAS INC COM 00936310 20,369,527 1,347,191 1,347,141 50 ------------------------------------------------------------------------------------------------------- AIRGATE PCS INC COM 00936710 5,054,045 110,956 110,956 ------------------------------------------------------------------------------------------------------- AIRNET SYS INC COM 00941710 288,350 34,994 3,800 31,194 ------------------------------------------------------------------------------------------------------- AIRTRAN HLDGS INC COM 00949P10 3,628,475 549,769 549,769 ------------------------------------------------------------------------------------------------------- AKAMAI TECHNOLOGIES COM 00971T10 5,416,602 911,886 732,658 3,578 175,650 ------------------------------------------------------------------------------------------------------- AKSYS LTD COM 01019610 653,101 140,452 140,452 ------------------------------------------------------------------------------------------------------- AKZO NOBEL NV SPONSORED 01019930 1,326,349 29,573 25,373 4,200 ------------------------------------------------------------------------------------------------------- ALABAMA NATL BANCORP COM 01031710 4,282,147 127,029 127,029 ------------------------------------------------------------------------------------------------------- ALAMOSA HLDGS INC COM 01158910 8,904,540 746,399 732,429 6,400 7,570 ------------------------------------------------------------------------------------------------------- ALASKA AIR GROUP INC COM 01165910 9,878,722 339,475 337,895 80 1,500 ------------------------------------------------------------------------------------------------------- ALASKA COMMUNICATION COM 01167P10 820,973 103,008 103,008 ------------------------------------------------------------------------------------------------------- ALBANY INTL CORP CL A 01234810 6,416,907 295,710 295,710 ------------------------------------------------------------------------------------------------------- ALBANY MOLECULAR RES COM 01242310 5,790,555 218,594 218,194 400 ------------------------------------------------------------------------------------------------------- ALBEMARLE CORP COM 01265310 10,029,600 417,900 416,950 400 550 ------------------------------------------------------------------------------------------------------- ALBERTA ENERGY LTD COM 01287310 10,497,129 277,335 24,286 253,049 ------------------------------------------------------------------------------------------------------- ALBERTO CULVER CO CL B CONV 01306810 51,549,338 1,152,198 1,151,028 1,070 100 ------------------------------------------------------------------------------------------------------- ALBERTSONS INC COM 01310410 288,484,298 9,161,140 9,112,431 25,148 23,561 ------------------------------------------------------------------------------------------------------- ALCAN INC COM 01371610 174,743,039 4,863,430 4,862,055 1,375 ------------------------------------------------------------------------------------------------------- ALCOA INC COM 01381710 745,493,062 20,970,269 20,888,205 66,712 15,352 ------------------------------------------------------------------------------------------------------- ALCATEL SPONSORED 01390430 12,829,063 775,170 337,561 437,609 ------------------------------------------------------------------------------------------------------- ALEXANDER & BALDWIN COM 01448210 13,447,615 503,656 503,556 100 ------------------------------------------------------------------------------------------------------- ALEXANDERS INC COM 01475210 1,055,324 18,547 18,547 ------------------------------------------------------------------------------------------------------- Page Total 2,867,498,278 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- ADVANCED DIGITAL INF 510,754 100 34,950 -------------------------------------------------------- ADVANCED MARKETING S 214,247 7,850 -------------------------------------------------------- ADVANCED FIBRE COMMU 747,300 7,600 54,200 -------------------------------------------------------- ADVANCED TISSUE SCIE 574,747 41,700 -------------------------------------------------------- ADVANCED NEUROMODULA 54,173 4,500 -------------------------------------------------------- ADVO INC 196,655 11,600 -------------------------------------------------------- ADVISORY BRD CO 27,480 -------------------------------------------------------- AEROFLEX INC 889,998 100 34,400 -------------------------------------------------------- ADVANCEPCS 513,900 6,000 58,446 -------------------------------------------------------- ADVANCED MICRO DEVIC 6,198,545 90,096 913,175 -------------------------------------------------------- AEGON N V 111,099 -------------------------------------------------------- ADVANTA CORP 191,861 13,100 -------------------------------------------------------- ADVANCED ENERGY INDS 159,832 11,500 -------------------------------------------------------- ADVENT SOFTWARE INC 352,727 2,300 29,200 -------------------------------------------------------- AETHER SYS INC 257,270 13,800 -------------------------------------------------------- AETNA INC NEW 2,606,357 31,381 349,136 -------------------------------------------------------- AFFILIATED COMPUTER 552,243 2,980 30,523 -------------------------------------------------------- AFFILIATED MANAGERS 296,711 8,075 15,300 -------------------------------------------------------- AFFYMETRIX INC 225,205 3,800 23,700 -------------------------------------------------------- AFTERMARKET TECHNOLO 17,248 -------------------------------------------------------- AGERE SYS INC 3,516,382 34,500 383,036 -------------------------------------------------------- AGILENT TECHNOLOGIES 9,549,902 291,565 1,246,913 -------------------------------------------------------- AGILE SOFTWARE CORP 274,841 15,740 -------------------------------------------------------- AIR PRODS & CHEMS IN 4,454,806 10,093,527 632,661 -------------------------------------------------------- AIRBORNE INC 1,050,040 46,800 -------------------------------------------------------- AIRGAS INC 1,310,891 36,300 -------------------------------------------------------- AIRGATE PCS INC 104,156 6,800 -------------------------------------------------------- AIRNET SYS INC 3,800 31,194 -------------------------------------------------------- AIRTRAN HLDGS INC 513,269 36,500 -------------------------------------------------------- AKAMAI TECHNOLOGIES 692,936 175,650 43,300 -------------------------------------------------------- AKSYS LTD 129,752 10,700 -------------------------------------------------------- AKZO NOBEL NV 29,573 -------------------------------------------------------- ALABAMA NATL BANCORP 122,029 5,000 -------------------------------------------------------- ALAMOSA HLDGS INC 694,229 7,570 44,600 -------------------------------------------------------- ALASKA AIR GROUP INC 313,575 1,500 24,400 -------------------------------------------------------- ALASKA COMMUNICATION 103,008 -------------------------------------------------------- ALBANY INTL CORP 286,210 9,500 -------------------------------------------------------- ALBANY MOLECULAR RES 205,694 12,900 -------------------------------------------------------- ALBEMARLE CORP 392,850 6,650 18,400 -------------------------------------------------------- ALBERTA ENERGY LTD 273,235 4,100 -------------------------------------------------------- ALBERTO CULVER CO 1,037,991 23,503 90,704 -------------------------------------------------------- ALBERTSONS INC 7,875,307 166,135 1,119,698 -------------------------------------------------------- ALCAN INC 4,467,515 77,800 318,115 -------------------------------------------------------- ALCOA INC 18,521,965 285,907 2,162,397 -------------------------------------------------------- ALCATEL 766,060 9,110 -------------------------------------------------------- ALEXANDER & BALDWIN 476,756 26,900 -------------------------------------------------------- ALEXANDERS INC 17,247 1,300 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 3 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- ALEXANDRIA REAL ESTA COM 01527110 20,903,871 508,610 413,393 95,217 ------------------------------------------------------------------------------------------------------- ALEXION PHARMACEUTIC COM 01535110 3,672,916 150,283 149,983 300 ------------------------------------------------------------------------------------------------------- ALFA CORP COM 01538510 7,977,891 355,521 355,421 100 ------------------------------------------------------------------------------------------------------- ALICO INC COM 01623010 974,765 31,093 31,093 ------------------------------------------------------------------------------------------------------- ALIGN TECHNOLOGY INC COM 01625510 541,255 120,279 87,166 6,600 26,513 ------------------------------------------------------------------------------------------------------- ALKERMES INC COM 01642T10 10,200,212 386,958 383,618 2,240 1,100 ------------------------------------------------------------------------------------------------------- ALLEGHANY CORP DEL COM 01717510 6,960,531 36,168 33,760 2,408 ------------------------------------------------------------------------------------------------------- ALLEGHENY ENERGY INC COM 01736110 113,736,414 3,140,155 3,122,697 4,258 13,200 ------------------------------------------------------------------------------------------------------- ALLEGHENY TECHNOLOGI COM 01741R10 27,387,958 1,635,102 1,633,302 1,800 ------------------------------------------------------------------------------------------------------- ALLEGIANCE TELECOM I COM 01747T10 7,626,302 919,940 844,044 54,116 21,780 ------------------------------------------------------------------------------------------------------- ALLEN TELECOM INC COM 01809110 2,133,270 250,973 250,913 60 ------------------------------------------------------------------------------------------------------- ALLERGAN INC COM 01849010 213,728,440 2,847,814 2,842,630 4,684 500 ------------------------------------------------------------------------------------------------------- ALLETE INC COM 01852210 22,660,041 899,208 897,493 315 1,400 ------------------------------------------------------------------------------------------------------- ALLIANCE CAP MGMT HL UNIT LTD P 01855A10 4,815,329 99,655 97,988 600 1,067 ------------------------------------------------------------------------------------------------------- ALLIANCE GAMING CORP COM NEW 01859P60 10,649,995 362,368 362,368 ------------------------------------------------------------------------------------------------------- ALLIANCE IMAGING INC COM NEW 01860620 375,760 30,800 30,800 ------------------------------------------------------------------------------------------------------- ALLIANCE SEMICONDUCT COM 01877H10 3,401,063 281,545 281,545 ------------------------------------------------------------------------------------------------------- ALLIANT ENERGY CORP COM 01880210 30,095,200 991,278 969,305 12,590 9,383 ------------------------------------------------------------------------------------------------------- ALLIANT TECHSYSTEMS COM 01880410 16,953,120 219,600 218,993 607 ------------------------------------------------------------------------------------------------------- ALLIANZ AKTIENGESELL SP ADR 1/1 01880510 12,604,996 534,110 120,294 413,816 ------------------------------------------------------------------------------------------------------- ALLIED CAP CORP NEW COM 01903Q10 17,344,132 667,082 656,118 2,700 8,264 ------------------------------------------------------------------------------------------------------- ALLIED IRISH BKS P L SPON ADR O 01922840 473,781 20,510 20,510 ------------------------------------------------------------------------------------------------------- ALLIED RESH CORP COM 01948310 626,316 44,994 44,994 ------------------------------------------------------------------------------------------------------- ALLIED WASTE INDS IN COM PAR$.0 01958930 57,630,913 4,098,927 4,090,892 7,935 100 ------------------------------------------------------------------------------------------------------- ALLMERICA FINL CORP COM 01975410 65,165,779 1,462,756 509,629 952,496 631 ------------------------------------------------------------------------------------------------------- ALLOY INC COM 01985510 2,816,877 130,835 130,835 ------------------------------------------------------------------------------------------------------- ALLSCRIPTS HEALTHCAR COM 01988P10 786,448 242,731 242,631 100 ------------------------------------------------------------------------------------------------------- ALLSTATE CORP COM 02000210 563,552,125 16,722,615 16,667,782 41,223 13,610 ------------------------------------------------------------------------------------------------------- ALLTEL CORP COM 02003910 459,918,377 7,450,484 6,591,348 728,670 130,466 ------------------------------------------------------------------------------------------------------- ALPHA INDS INC COM 02075310 9,206,074 422,297 421,557 640 100 ------------------------------------------------------------------------------------------------------- ALPHARMA INC CL A 02081310 7,236,958 273,609 273,189 420 ------------------------------------------------------------------------------------------------------- ALTERA CORP COM 02144110 168,626,236 7,946,571 7,827,380 83,891 35,300 ------------------------------------------------------------------------------------------------------- AMAZON COM INC COM 02313510 19,563,631 1,808,099 1,806,761 1,198 140 ------------------------------------------------------------------------------------------------------- AMBAC FINL GROUP INC COM 02313910 119,280,588 2,061,538 2,053,187 5,151 3,200 ------------------------------------------------------------------------------------------------------- AMBASSADORS INTL INC COM 02317810 1,257,217 59,896 59,796 100 ------------------------------------------------------------------------------------------------------- AMCOL INTL CORP COM 02341W10 1,488,211 206,696 206,696 ------------------------------------------------------------------------------------------------------- AMERADA HESS CORP COM 02355110 105,348,250 1,685,572 1,678,062 4,135 3,375 ------------------------------------------------------------------------------------------------------- AMERCO COM 02358610 2,274,547 120,858 120,858 ------------------------------------------------------------------------------------------------------- AMEREN CORP COM 02360810 121,988,335 2,883,885 2,879,057 4,122 706 ------------------------------------------------------------------------------------------------------- AMERICA MOVIL S A DE SPON ADR L 02364W10 7,052,597 362,043 362,043 ------------------------------------------------------------------------------------------------------- AMERICA ONLINE LATIN CL A 02365B10 1,006,018 221,103 221,003 100 ------------------------------------------------------------------------------------------------------- AMERICA WEST HLDG CO CL B 02365720 1,065,981 304,566 304,566 ------------------------------------------------------------------------------------------------------- AMCORE FINL INC COM 02391210 5,324,865 238,249 238,249 ------------------------------------------------------------------------------------------------------- AMERICAN AXLE & MFG COM 02406110 2,604,639 121,826 121,626 200 ------------------------------------------------------------------------------------------------------- AMERICAN CAPITAL STR COM 02493710 9,886,835 348,742 348,742 ------------------------------------------------------------------------------------------------------- AMERICAN EAGLE OUTFI COM 02553E10 16,869,469 644,611 642,271 2,150 190 ------------------------------------------------------------------------------------------------------- AMERICAN ELEC PWR IN COM 02553710 294,673,070 6,769,425 6,740,861 20,139 8,425 ------------------------------------------------------------------------------------------------------- Page Total 2,580,467,598 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- ALEXANDRIA REAL ESTA 498,510 10,100 -------------------------------------------------------- ALEXION PHARMACEUTIC 140,883 9,400 -------------------------------------------------------- ALFA CORP 329,921 25,600 -------------------------------------------------------- ALICO INC 31,093 -------------------------------------------------------- ALIGN TECHNOLOGY INC 89,466 26,513 4,300 -------------------------------------------------------- ALKERMES INC 344,458 5,800 36,700 -------------------------------------------------------- ALLEGHANY CORP DEL 30,702 2,204 3,262 -------------------------------------------------------- ALLEGHENY ENERGY INC 2,793,296 59,443 287,416 -------------------------------------------------------- ALLEGHENY TECHNOLOGI 1,483,804 23,222 128,076 -------------------------------------------------------- ALLEGIANCE TELECOM I 842,810 25,680 51,450 -------------------------------------------------------- ALLEN TELECOM INC 231,973 19,000 -------------------------------------------------------- ALLERGAN INC 2,442,257 113,546 292,011 -------------------------------------------------------- ALLETE INC 839,308 8,000 51,900 -------------------------------------------------------- ALLIANCE CAP MGMT HL 98,088 1,067 500 -------------------------------------------------------- ALLIANCE GAMING CORP 353,368 9,000 -------------------------------------------------------- ALLIANCE IMAGING INC 30,800 -------------------------------------------------------- ALLIANCE SEMICONDUCT 264,145 17,400 -------------------------------------------------------- ALLIANT ENERGY CORP 924,895 13,683 52,700 -------------------------------------------------------- ALLIANT TECHSYSTEMS 205,350 14,250 -------------------------------------------------------- ALLIANZ AKTIENGESELL 525,510 8,600 -------------------------------------------------------- ALLIED CAP CORP NEW 587,535 16,264 63,283 -------------------------------------------------------- ALLIED IRISH BKS P L 20,510 -------------------------------------------------------- ALLIED RESH CORP 44,994 -------------------------------------------------------- ALLIED WASTE INDS IN 3,757,101 61,021 280,805 -------------------------------------------------------- ALLMERICA FINL CORP 477,709 949,747 35,300 -------------------------------------------------------- ALLOY INC 127,135 3,700 -------------------------------------------------------- ALLSCRIPTS HEALTHCAR 223,431 19,300 -------------------------------------------------------- ALLSTATE CORP 14,658,966 231,769 1,831,880 -------------------------------------------------------- ALLTEL CORP 6,578,114 227,547 644,823 -------------------------------------------------------- ALPHA INDS INC 394,997 100 27,200 -------------------------------------------------------- ALPHARMA INC 256,209 17,400 -------------------------------------------------------- ALTERA CORP 6,875,312 299,052 772,207 -------------------------------------------------------- AMAZON COM INC 1,448,370 10,240 349,489 -------------------------------------------------------- AMBAC FINL GROUP INC 1,839,249 28,510 193,779 -------------------------------------------------------- AMBASSADORS INTL INC 58,496 100 1,300 -------------------------------------------------------- AMCOL INTL CORP 189,096 17,600 -------------------------------------------------------- AMERADA HESS CORP 1,507,140 29,410 149,022 -------------------------------------------------------- AMERCO 115,558 5,300 -------------------------------------------------------- AMEREN CORP 2,508,948 48,654 326,283 -------------------------------------------------------- AMERICA MOVIL S A DE 132,716 184,721 44,606 -------------------------------------------------------- AMERICA ONLINE LATIN 216,103 100 4,900 -------------------------------------------------------- AMERICA WEST HLDG CO 280,366 24,200 -------------------------------------------------------- AMCORE FINL INC 219,949 18,300 -------------------------------------------------------- AMERICAN AXLE & MFG 119,926 200 1,700 -------------------------------------------------------- AMERICAN CAPITAL STR 329,042 19,700 -------------------------------------------------------- AMERICAN EAGLE OUTFI 608,971 4,490 31,150 -------------------------------------------------------- AMERICAN ELEC PWR IN 5,837,322 121,355 810,748 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 4 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- AMERICAN EXPRESS CO COM 02581610 1,233,348,966 34,557,270 33,662,735 722,930 171,605 ------------------------------------------------------------------------------------------------------- AMERICAN FINL GROUP COM 02593210 12,823,643 522,348 521,128 1,220 ------------------------------------------------------------------------------------------------------- AMERICAN FINL HLDGS COM 02607510 4,906,543 193,095 192,995 100 ------------------------------------------------------------------------------------------------------- AMERICAN GREETINGS C CL A 02637510 26,488,053 1,922,210 1,918,966 3,244 ------------------------------------------------------------------------------------------------------- AMERICAN HEALTHWAYS COM 02649V10 3,284,038 102,819 102,819 ------------------------------------------------------------------------------------------------------- AMERICAN HOME PRODS COM 02660910 1,793,844,260 29,234,750 27,690,305 858,986 685,459 ------------------------------------------------------------------------------------------------------- AMERICAN INTL GROUP COM 02687410 4,563,304,351 57,472,347 54,036,547 2,240,686 1,195,114 ------------------------------------------------------------------------------------------------------- AMERICAN ITALIAN PAS CL A 02707010 6,520,954 155,150 152,730 20 2,400 ------------------------------------------------------------------------------------------------------- AMERICAN MGMT SYS IN COM 02735210 7,382,823 408,342 406,142 2,200 ------------------------------------------------------------------------------------------------------- AMERICAN MED SYS HLD COM 02744M10 5,650,997 273,127 273,127 ------------------------------------------------------------------------------------------------------- AMERICAN NATL INS CO COM 02859110 7,703,223 91,596 90,996 600 ------------------------------------------------------------------------------------------------------- AMERICAN PHYSICIANS COM 02888410 2,167,213 99,642 99,642 ------------------------------------------------------------------------------------------------------- AMERICAN PWR CONVERS COM 02906610 59,415,373 4,108,947 4,100,702 8,005 240 ------------------------------------------------------------------------------------------------------- AMERICAN REAL ESTATE DEPOSITRY 02916910 250,356 27,725 27,725 ------------------------------------------------------------------------------------------------------- AMERICAN RLTY INVS I COM 02917410 311,892 31,600 31,600 ------------------------------------------------------------------------------------------------------- AMERICAN STD COS INC COM 02971210 50,897,328 745,967 744,272 1,495 200 ------------------------------------------------------------------------------------------------------- AMERICAN STS WTR CO COM 02989910 3,225,605 92,292 92,292 ------------------------------------------------------------------------------------------------------- AMERICAN TOWER CORP CL A 02991220 11,571,601 1,221,922 1,087,638 106,314 27,970 ------------------------------------------------------------------------------------------------------- AMERICAN SUPERCONDUC COM 03011110 2,449,952 199,833 198,008 1,825 ------------------------------------------------------------------------------------------------------- AMERICAN WTR WKS INC COM 03041110 38,465,569 921,331 916,821 3,210 1,300 ------------------------------------------------------------------------------------------------------- AMERICAN WOODMARK CO COM 03050610 2,682,716 49,911 49,800 11 100 ------------------------------------------------------------------------------------------------------- AMERICREDIT CORP COM 03060R10 29,304,081 928,814 927,114 1,400 300 ------------------------------------------------------------------------------------------------------- AMERISTAR CASINOS IN COM 03070Q10 830,983 33,173 33,173 ------------------------------------------------------------------------------------------------------- AMERIPATH INC COM 03071D10 7,558,227 234,291 234,251 40 ------------------------------------------------------------------------------------------------------- AMERON INTL INC COM 03071010 2,306,366 33,329 33,219 110 ------------------------------------------------------------------------------------------------------- AMERSHAM PLC SPONSORED 03071910 967,005 20,226 20,226 ------------------------------------------------------------------------------------------------------- AMERITRADE HLDG CORP CL A 03072H10 4,300,033 726,357 724,457 1,900 ------------------------------------------------------------------------------------------------------- AMERUS GROUP CO COM 03072M10 13,679,160 381,673 381,673 ------------------------------------------------------------------------------------------------------- AMERISOURCEBERGEN CO COM 03073E10 122,084,379 1,921,076 1,916,538 4,253 285 ------------------------------------------------------------------------------------------------------- AMERIGROUP CORP COM 03073T10 263,780 12,100 12,100 ------------------------------------------------------------------------------------------------------- AMETEK INC NEW COM 03110010 14,002,675 439,093 436,743 2,100 250 ------------------------------------------------------------------------------------------------------- AMGEN INC COM 03116210 1,303,737,642 23,099,533 22,814,945 177,061 107,527 ------------------------------------------------------------------------------------------------------- AMKOR TECHNOLOGY INC COM 03165210 13,385,466 835,026 832,926 2,000 100 ------------------------------------------------------------------------------------------------------- AMPHENOL CORP NEW CL A 03209510 16,128,607 335,663 334,943 620 100 ------------------------------------------------------------------------------------------------------- AMSOUTH BANCORPORATI COM 03216510 141,488,461 7,486,162 7,422,622 40,087 23,453 ------------------------------------------------------------------------------------------------------- AMSURG CORP COM 03232P40 4,731,440 174,078 174,078 ------------------------------------------------------------------------------------------------------- AMTRAN INC COM 03234G10 404,472 27,055 27,055 ------------------------------------------------------------------------------------------------------- AMYLIN PHARMACEUTICA COM 03234610 4,670,914 511,041 510,841 100 100 ------------------------------------------------------------------------------------------------------- AMVESCAP PLC SPONSORED 03235E10 618,155 21,301 21,301 ------------------------------------------------------------------------------------------------------- ANADARKO PETE CORP COM 03251110 358,317,704 6,302,862 5,714,447 446,979 141,436 ------------------------------------------------------------------------------------------------------- ANADIGICS INC COM 03251510 4,359,044 285,839 285,819 20 ------------------------------------------------------------------------------------------------------- ANALOG DEVICES INC COM 03265410 368,520,675 8,301,885 7,928,615 277,425 95,845 ------------------------------------------------------------------------------------------------------- ANALOGIC CORP COM PAR $0 03265720 2,365,669 61,430 61,130 300 ------------------------------------------------------------------------------------------------------- ANAREN MICROWAVE INC COM 03274410 3,357,291 193,839 193,839 ------------------------------------------------------------------------------------------------------- ANCHOR BANCORP WIS I COM 03283910 3,498,647 197,218 197,198 20 ------------------------------------------------------------------------------------------------------- ANDREW CORP COM 03442510 49,143,509 2,245,021 2,241,971 2,950 100 ------------------------------------------------------------------------------------------------------- ANDRX GROUP COM 03455310 27,083,840 384,659 383,734 925 ------------------------------------------------------------------------------------------------------- Page Total 10,333,803,681 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- AMERICAN EXPRESS CO 26,939,119 3,840,102 3,778,049 -------------------------------------------------------- AMERICAN FINL GROUP 493,248 2,800 26,300 -------------------------------------------------------- AMERICAN FINL HLDGS 173,395 100 19,600 -------------------------------------------------------- AMERICAN GREETINGS C 1,785,833 13,633 122,744 -------------------------------------------------------- AMERICAN HEALTHWAYS 95,919 6,900 -------------------------------------------------------- AMERICAN HOME PRODS 24,342,010 1,504,169 3,388,571 -------------------------------------------------------- AMERICAN INTL GROUP 48,513,146 1,969,360 6,989,841 -------------------------------------------------------- AMERICAN ITALIAN PAS 140,650 2,400 12,100 -------------------------------------------------------- AMERICAN MGMT SYS IN 381,442 26,900 -------------------------------------------------------- AMERICAN MED SYS HLD 255,727 17,400 -------------------------------------------------------- AMERICAN NATL INS CO 83,996 600 7,000 -------------------------------------------------------- AMERICAN PHYSICIANS 92,442 7,200 -------------------------------------------------------- AMERICAN PWR CONVERS 3,550,076 60,795 498,076 -------------------------------------------------------- AMERICAN REAL ESTATE 27,725 -------------------------------------------------------- AMERICAN RLTY INVS I 31,600 -------------------------------------------------------- AMERICAN STD COS INC 703,967 3,600 38,400 -------------------------------------------------------- AMERICAN STS WTR CO 84,992 7,300 -------------------------------------------------------- AMERICAN TOWER CORP 1,075,852 40,670 105,400 -------------------------------------------------------- AMERICAN SUPERCONDUC 186,933 12,900 -------------------------------------------------------- AMERICAN WTR WKS INC 837,931 5,500 77,900 -------------------------------------------------------- AMERICAN WOODMARK CO 46,311 100 3,500 -------------------------------------------------------- AMERICREDIT CORP 875,312 4,500 49,002 -------------------------------------------------------- AMERISTAR CASINOS IN 33,173 -------------------------------------------------------- AMERIPATH INC 218,991 15,300 -------------------------------------------------------- AMERON INTL INC 30,929 2,400 -------------------------------------------------------- AMERSHAM PLC 20,226 -------------------------------------------------------- AMERITRADE HLDG CORP 651,557 6,600 68,200 -------------------------------------------------------- AMERUS GROUP CO 354,973 26,700 -------------------------------------------------------- AMERISOURCEBERGEN CO 1,704,422 51,267 165,387 -------------------------------------------------------- AMERIGROUP CORP 12,100 -------------------------------------------------------- AMETEK INC NEW 416,003 250 22,840 -------------------------------------------------------- AMGEN INC 19,202,188 864,333 3,033,012 -------------------------------------------------------- AMKOR TECHNOLOGY INC 746,526 9,700 78,800 -------------------------------------------------------- AMPHENOL CORP NEW 305,763 3,700 26,200 -------------------------------------------------------- AMSOUTH BANCORPORATI 6,558,726 129,379 798,057 -------------------------------------------------------- AMSURG CORP 159,278 14,800 -------------------------------------------------------- AMTRAN INC 27,055 -------------------------------------------------------- AMYLIN PHARMACEUTICA 473,141 100 37,800 -------------------------------------------------------- AMVESCAP PLC 21,301 -------------------------------------------------------- ANADARKO PETE CORP 5,333,312 214,106 755,444 -------------------------------------------------------- ANADIGICS INC 266,039 19,800 -------------------------------------------------------- ANALOG DEVICES INC 6,981,404 345,579 974,902 -------------------------------------------------------- ANALOGIC CORP 57,430 4,000 -------------------------------------------------------- ANAREN MICROWAVE INC 180,739 13,100 -------------------------------------------------------- ANCHOR BANCORP WIS I 180,618 16,600 -------------------------------------------------------- ANDREW CORP 2,054,906 17,737 172,378 -------------------------------------------------------- ANDRX GROUP 343,846 3,400 37,413 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 5 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- ANHEUSER BUSCH COS I COM 03522910 903,650,427 19,987,844 19,506,070 264,768 217,006 ------------------------------------------------------------------------------------------------------- ANIXTER INTL INC COM 03529010 7,854,370 270,747 270,427 320 ------------------------------------------------------------------------------------------------------- ANNALY MTG MGMT INC COM 03571040 8,684,704 542,794 542,794 ------------------------------------------------------------------------------------------------------- ANNTAYLOR STORES COR COM 03611510 8,217,580 234,788 234,428 360 ------------------------------------------------------------------------------------------------------- ANSOFT CORP COM 03638410 1,667,086 114,184 52,629 5,553 56,002 ------------------------------------------------------------------------------------------------------- ANSYS INC COM 03662Q10 7,274,141 295,097 295,097 ------------------------------------------------------------------------------------------------------- ANTHEM INC COM 03674B10 3,385,206 68,388 68,388 ------------------------------------------------------------------------------------------------------- ANSWERTHINK INC COM 03691610 2,389,718 365,960 365,860 100 ------------------------------------------------------------------------------------------------------- ANTHRACITE CAP INC COM 03702310 3,779,548 343,908 337,308 6,600 ------------------------------------------------------------------------------------------------------- ANTIGENICS INC DEL COM 03703210 2,152,090 131,225 131,225 ------------------------------------------------------------------------------------------------------- AON CORP COM 03738910 197,348,196 5,555,974 5,533,652 11,226 11,096 ------------------------------------------------------------------------------------------------------- APACHE CORP COM 03741110 148,696,070 2,981,076 2,907,999 53,372 19,705 ------------------------------------------------------------------------------------------------------- APACHE CORP PFD C DP 1 03741160 1,147,500 25,000 25,000 ------------------------------------------------------------------------------------------------------- APARTMENT INVT & MGM CL A 03748R10 43,232,364 945,383 875,658 69,725 ------------------------------------------------------------------------------------------------------- APEX MORTGAGE CAPITA COM 03756410 901,125 80,100 80,100 ------------------------------------------------------------------------------------------------------- APHTON CORP COM 03759P10 1,836,709 125,802 125,762 40 ------------------------------------------------------------------------------------------------------- APOGEE ENTERPRISES I COM 03759810 23,965,607 1,514,893 1,514,793 100 ------------------------------------------------------------------------------------------------------- APOGENT TECHNOLOGIES COM 03760A10 33,325,576 1,291,689 1,273,369 17,220 1,100 ------------------------------------------------------------------------------------------------------- APOLLO GROUP INC CL A 03760410 61,259,240 1,361,014 1,353,599 7,115 300 ------------------------------------------------------------------------------------------------------- APOLLO GROUP INC COM UNV PH 03760420 1,445,822 44,364 44,264 100 ------------------------------------------------------------------------------------------------------- APPLE COMPUTER INC COM 03783310 167,502,478 7,648,515 7,627,889 19,066 1,560 ------------------------------------------------------------------------------------------------------- APPLEBEES INTL INC COM 03789910 12,622,980 369,093 352,593 16,500 ------------------------------------------------------------------------------------------------------- APPLIED INNOVATION I COM 03791610 464,628 74,940 74,940 ------------------------------------------------------------------------------------------------------- APRIA HEALTHCARE GRO COM 03793310 15,185,973 607,682 607,602 80 ------------------------------------------------------------------------------------------------------- APPLERA CORP COM AP BIO 03802010 218,620,488 5,567,112 5,297,961 232,631 36,520 ------------------------------------------------------------------------------------------------------- APPLERA CORP COM CE GEN 03802020 15,303,538 573,381 569,957 2,724 700 ------------------------------------------------------------------------------------------------------- APPLICA INC COM 03815A10 1,566,100 173,818 173,818 ------------------------------------------------------------------------------------------------------- APPLIED INDL TECHNOL COM 03820C10 5,234,327 280,661 280,661 ------------------------------------------------------------------------------------------------------- APPLIED MICRO CIRCUI COM 03822W10 67,228,789 5,938,939 5,919,725 8,934 10,280 ------------------------------------------------------------------------------------------------------- APPLIED MATLS INC COM 03822210 788,811,069 19,671,099 18,696,335 798,037 176,727 ------------------------------------------------------------------------------------------------------- APPLIED MOLECULAR EV COM 03823E10 1,697,610 137,905 137,905 ------------------------------------------------------------------------------------------------------- APTARGROUP INC COM 03833610 23,972,955 684,355 413,831 166,464 104,060 ------------------------------------------------------------------------------------------------------- AQUILA INC DEL CL A 03840J10 1,844,542 107,868 107,768 100 ------------------------------------------------------------------------------------------------------- ARACRUZ CELULOSE S A SPON ADR C 03849620 420,285 23,118 23,118 ------------------------------------------------------------------------------------------------------- ARBITRON INC COM 03875Q10 9,428,371 276,087 274,561 1,526 ------------------------------------------------------------------------------------------------------- ARCH CHEMICALS INC COM 03937R10 4,383,524 188,945 188,945 ------------------------------------------------------------------------------------------------------- ARCH COAL INC COM 03938010 12,986,897 572,110 570,428 1,241 441 ------------------------------------------------------------------------------------------------------- ARCHER DANIELS MIDLA COM 03948310 200,444,617 13,968,266 13,932,757 25,176 10,333 ------------------------------------------------------------------------------------------------------- ARCHSTONE SMITH TR COM 03958310 55,788,007 2,121,217 1,984,098 137,119 ------------------------------------------------------------------------------------------------------- ARCTIC CAT INC COM 03967010 2,622,573 154,269 154,249 20 ------------------------------------------------------------------------------------------------------- ARDEN GROUP INC CL A 03976210 916,380 15,273 15,273 ------------------------------------------------------------------------------------------------------- ARDEN RLTY INC COM 03979310 18,221,824 687,616 686,356 1,260 ------------------------------------------------------------------------------------------------------- AREA BANCSHARES CORP COM 03987210 2,719,725 139,688 139,688 ------------------------------------------------------------------------------------------------------- ARENA PHARMACEUTICAL COM 04004710 1,859,874 154,603 154,603 ------------------------------------------------------------------------------------------------------- ARGONAUT GROUP INC COM 04015710 4,148,233 211,969 211,349 620 ------------------------------------------------------------------------------------------------------- ARGOSY GAMING CO COM 04022810 10,725,583 329,815 329,815 ------------------------------------------------------------------------------------------------------- ARGUSS COMMUNICATION COM 04028210 235,183 57,927 7,261 50,666 ------------------------------------------------------------------------------------------------------- Page Total 3,107,169,632 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- ANHEUSER BUSCH COS I 16,872,680 770,926 2,344,238 -------------------------------------------------------- ANIXTER INTL INC 255,947 14,800 -------------------------------------------------------- ANNALY MTG MGMT INC 506,294 36,500 -------------------------------------------------------- ANNTAYLOR STORES COR 218,188 16,600 -------------------------------------------------------- ANSOFT CORP 58,182 56,002 -------------------------------------------------------- ANSYS INC 286,197 8,900 -------------------------------------------------------- ANTHEM INC 68,388 -------------------------------------------------------- ANSWERTHINK INC 343,460 22,500 -------------------------------------------------------- ANTHRACITE CAP INC 324,208 19,700 -------------------------------------------------------- ANTIGENICS INC DEL 122,825 8,400 -------------------------------------------------------- AON CORP 4,773,645 81,951 700,378 -------------------------------------------------------- APACHE CORP 2,559,184 54,541 367,351 -------------------------------------------------------- APACHE CORP 25,000 -------------------------------------------------------- APARTMENT INVT & MGM 900,083 3,700 41,600 -------------------------------------------------------- APEX MORTGAGE CAPITA 80,100 -------------------------------------------------------- APHTON CORP 116,002 9,800 -------------------------------------------------------- APOGEE ENTERPRISES I 593,337 895,956 25,600 -------------------------------------------------------- APOGENT TECHNOLOGIES 1,217,389 6,900 67,400 -------------------------------------------------------- APOLLO GROUP INC 1,300,314 5,300 55,400 -------------------------------------------------------- APOLLO GROUP INC 38,964 5,400 -------------------------------------------------------- APPLE COMPUTER INC 6,529,099 107,242 1,012,174 -------------------------------------------------------- APPLEBEES INTL INC 346,293 22,800 -------------------------------------------------------- APPLIED INNOVATION I 74,940 -------------------------------------------------------- APRIA HEALTHCARE GRO 581,982 25,700 -------------------------------------------------------- APPLERA CORP 4,705,746 210,206 651,160 -------------------------------------------------------- APPLERA CORP 478,257 3,800 91,324 -------------------------------------------------------- APPLICA INC 159,218 14,600 -------------------------------------------------------- APPLIED INDL TECHNOL 265,861 14,800 -------------------------------------------------------- APPLIED MICRO CIRCUI 5,163,404 96,953 678,582 -------------------------------------------------------- APPLIED MATLS INC 16,582,584 743,184 2,345,331 -------------------------------------------------------- APPLIED MOLECULAR EV 127,805 10,100 -------------------------------------------------------- APTARGROUP INC 558,783 104,060 21,512 -------------------------------------------------------- AQUILA INC DEL 96,968 10,900 -------------------------------------------------------- ARACRUZ CELULOSE S A 3,568 9,850 9,700 -------------------------------------------------------- ARBITRON INC 259,473 16,614 -------------------------------------------------------- ARCH CHEMICALS INC 175,545 13,400 -------------------------------------------------------- ARCH COAL INC 546,769 2,741 22,600 -------------------------------------------------------- ARCHER DANIELS MIDLA 12,102,362 205,880 1,660,024 -------------------------------------------------------- ARCHSTONE SMITH TR 1,979,405 10,100 131,712 -------------------------------------------------------- ARCTIC CAT INC 143,369 10,900 -------------------------------------------------------- ARDEN GROUP INC 15,273 -------------------------------------------------------- ARDEN RLTY INC 645,116 5,100 37,400 -------------------------------------------------------- AREA BANCSHARES CORP 130,888 8,800 -------------------------------------------------------- ARENA PHARMACEUTICAL 145,303 9,300 -------------------------------------------------------- ARGONAUT GROUP INC 197,769 14,200 -------------------------------------------------------- ARGOSY GAMING CO 315,015 14,800 -------------------------------------------------------- ARGUSS COMMUNICATION 57,927 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 6 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- ARIAD PHARMACEUTICAL COM 04033A10 1,275,980 239,396 239,396 ------------------------------------------------------------------------------------------------------- ARIBA INC COM 04033V10 9,841,012 1,597,567 1,589,126 8,321 120 ------------------------------------------------------------------------------------------------------- ARKANSAS BEST CORP D COM 04079010 5,315,762 184,447 184,447 ------------------------------------------------------------------------------------------------------- ARM HLDGS PLC SPONSORED 04206810 233,288 14,964 14,964 ------------------------------------------------------------------------------------------------------- ARMOR HOLDINGS INC COM 04226010 4,123,370 152,774 152,774 ------------------------------------------------------------------------------------------------------- ARMSTRONG HLDGS INC COM 04238410 1,131,335 331,770 331,510 260 ------------------------------------------------------------------------------------------------------- ARQULE INC COM 04269E10 4,007,580 235,740 233,040 2,700 ------------------------------------------------------------------------------------------------------- ARRIS GROUP INC COM 04269Q10 8,568,343 877,904 876,084 1,620 200 ------------------------------------------------------------------------------------------------------- ARRAY BIOPHARMA INC COM 04269X10 1,939,824 130,540 130,540 ------------------------------------------------------------------------------------------------------- ARROW ELECTRS INC COM 04273510 34,420,461 1,151,186 1,143,576 6,160 1,450 ------------------------------------------------------------------------------------------------------- ARROW FINL CORP COM 04274410 1,533,905 52,549 52,549 ------------------------------------------------------------------------------------------------------- ARROW INTL INC COM 04276410 4,478,232 112,124 112,124 ------------------------------------------------------------------------------------------------------- ART TECHNOLOGY GROUP COM 04289L10 1,612,106 463,249 458,219 4,930 100 ------------------------------------------------------------------------------------------------------- ARTISAN COMPONENTS I COM 04292310 1,786,190 113,050 113,050 ------------------------------------------------------------------------------------------------------- ARTESYN TECHNOLOGIES COM 04312710 2,890,475 310,470 310,470 ------------------------------------------------------------------------------------------------------- ARTHROCARE CORP COM 04313610 3,346,060 186,618 186,618 ------------------------------------------------------------------------------------------------------- ARVINMERITOR INC COM 04335310 21,094,675 1,074,067 1,072,508 1,160 399 ------------------------------------------------------------------------------------------------------- ASCENTIAL SOFTWARE C COM 04362P10 12,707,960 3,137,768 3,104,896 20,572 12,300 ------------------------------------------------------------------------------------------------------- ASHLAND INC COM 04420410 80,103,859 1,738,365 1,731,231 5,240 1,894 ------------------------------------------------------------------------------------------------------- ASIAINFO HLDGS INC COM 04518A10 7,829,297 449,443 448,943 500 ------------------------------------------------------------------------------------------------------- ASPECT COMMUNICATION COM 04523Q10 1,779,080 458,526 458,526 ------------------------------------------------------------------------------------------------------- ASPECT MED SYS INC COM 04523510 1,017,180 101,718 101,242 476 ------------------------------------------------------------------------------------------------------- ASPEN TECHNOLOGY INC COM 04532710 4,785,312 284,840 281,540 3,300 ------------------------------------------------------------------------------------------------------- ASSOCIATED BANC CORP COM 04548710 29,534,377 836,905 834,315 2,410 180 ------------------------------------------------------------------------------------------------------- ASSOCIATED ESTATES R COM 04560410 2,013,118 219,294 219,294 ------------------------------------------------------------------------------------------------------- ASTEC INDS INC COM 04622410 2,077,511 143,673 143,513 100 60 ------------------------------------------------------------------------------------------------------- ASTORIA FINL CORP COM 04626510 33,925,900 1,282,158 1,274,918 6,640 600 ------------------------------------------------------------------------------------------------------- ASTRAZENECA PLC SPONSORED 04635310 17,065,525 366,213 107,938 258,275 ------------------------------------------------------------------------------------------------------- ASTROPOWER INC COM 04644A10 4,592,969 113,603 112,091 1,200 312 ------------------------------------------------------------------------------------------------------- ASYST TECHNOLOGY COR COM 04648X10 4,084,743 320,121 319,301 820 ------------------------------------------------------------------------------------------------------- AT & T LATIN AMER CO COM 04649A10 372,472 315,655 315,655 ------------------------------------------------------------------------------------------------------- ATLANTIC COAST AIRLI COM 04839610 15,159,810 650,915 649,315 1,600 ------------------------------------------------------------------------------------------------------- ATLAS AIR WORLDWIDE COM 04916410 7,342,184 501,173 499,463 1,710 ------------------------------------------------------------------------------------------------------- ATMEL CORP COM 04951310 37,772,377 5,125,153 5,107,433 15,720 2,000 ------------------------------------------------------------------------------------------------------- ATMOS ENERGY CORP COM 04956010 7,871,871 370,441 370,141 300 ------------------------------------------------------------------------------------------------------- ATRIX LABS INC COM 04962L10 3,402,278 165,079 165,079 ------------------------------------------------------------------------------------------------------- ATWOOD OCEANICS INC COM 05009510 4,524,261 129,821 128,321 1,500 ------------------------------------------------------------------------------------------------------- AUDIOVOX CORP CL A 05075710 1,257,517 168,568 168,568 ------------------------------------------------------------------------------------------------------- AUGUST TECHNOLOGY CO COM 05106U10 441,898 40,027 40,027 ------------------------------------------------------------------------------------------------------- AURORA FOODS INC COM 05164B10 1,206,808 238,972 238,972 ------------------------------------------------------------------------------------------------------- AUSPEX SYS INC COM 05211610 659,381 366,323 366,323 ------------------------------------------------------------------------------------------------------- AUSTRALIA&NEW ZEALAN SPONSORED 05252830 596,665 13,059 13,059 ------------------------------------------------------------------------------------------------------- AUTODESK INC COM 05276910 40,605,776 1,089,503 1,086,273 3,030 200 ------------------------------------------------------------------------------------------------------- AUTOLIV INC COM 05280010 13,256,012 652,684 629,338 15,048 8,298 ------------------------------------------------------------------------------------------------------- AUTOMATIC DATA PROCE COM 05301510 1,019,878,532 17,315,425 14,244,392 2,055,909 1,015,124 ------------------------------------------------------------------------------------------------------- AUTONATION INC COM 05329W10 24,691,601 2,002,563 1,991,163 10,760 640 ------------------------------------------------------------------------------------------------------- AUTOZONE INC COM 05333210 188,949,167 2,631,604 2,627,739 3,665 200 ------------------------------------------------------------------------------------------------------- Page Total 1,677,104,039 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- ARIAD PHARMACEUTICAL 224,196 15,200 -------------------------------------------------------- ARIBA INC 1,445,447 14,220 137,900 -------------------------------------------------------- ARKANSAS BEST CORP D 174,347 10,100 -------------------------------------------------------- ARM HLDGS PLC 14,964 -------------------------------------------------------- ARMOR HOLDINGS INC 138,374 14,400 -------------------------------------------------------- ARMSTRONG HLDGS INC 308,751 23,019 -------------------------------------------------------- ARQULE INC 223,840 11,900 -------------------------------------------------------- ARRIS GROUP INC 860,504 200 17,200 -------------------------------------------------------- ARRAY BIOPHARMA INC 130,540 -------------------------------------------------------- ARROW ELECTRS INC 1,002,914 11,250 137,022 -------------------------------------------------------- ARROW FINL CORP 50,344 2,205 -------------------------------------------------------- ARROW INTL INC 103,733 8,391 -------------------------------------------------------- ART TECHNOLOGY GROUP 430,449 100 32,700 -------------------------------------------------------- ARTISAN COMPONENTS I 113,050 -------------------------------------------------------- ARTESYN TECHNOLOGIES 289,970 20,500 -------------------------------------------------------- ARTHROCARE CORP 172,486 14,132 -------------------------------------------------------- ARVINMERITOR INC 1,027,268 399 46,400 -------------------------------------------------------- ASCENTIAL SOFTWARE C 2,952,768 12,300 172,700 -------------------------------------------------------- ASHLAND INC 1,580,852 21,543 135,970 -------------------------------------------------------- ASIAINFO HLDGS INC 432,943 16,500 -------------------------------------------------------- ASPECT COMMUNICATION 425,026 33,500 -------------------------------------------------------- ASPECT MED SYS INC 94,018 7,700 -------------------------------------------------------- ASPEN TECHNOLOGY INC 266,040 18,800 -------------------------------------------------------- ASSOCIATED BANC CORP 786,642 3,780 46,483 -------------------------------------------------------- ASSOCIATED ESTATES R 213,194 6,100 -------------------------------------------------------- ASTEC INDS INC 137,613 60 6,000 -------------------------------------------------------- ASTORIA FINL CORP 1,200,804 16,400 64,954 -------------------------------------------------------- ASTRAZENECA PLC 362,256 3,957 -------------------------------------------------------- ASTROPOWER INC 101,591 312 11,700 -------------------------------------------------------- ASYST TECHNOLOGY COR 297,721 22,400 -------------------------------------------------------- AT & T LATIN AMER CO 288,755 26,900 -------------------------------------------------------- ATLANTIC COAST AIRLI 628,365 22,550 -------------------------------------------------------- ATLAS AIR WORLDWIDE 490,673 10,500 -------------------------------------------------------- ATMEL CORP 4,543,857 25,500 555,796 -------------------------------------------------------- ATMOS ENERGY CORP 344,941 25,500 -------------------------------------------------------- ATRIX LABS INC 155,679 9,400 -------------------------------------------------------- ATWOOD OCEANICS INC 123,321 6,500 -------------------------------------------------------- AUDIOVOX CORP 158,668 9,900 -------------------------------------------------------- AUGUST TECHNOLOGY CO 40,027 -------------------------------------------------------- AURORA FOODS INC 226,772 12,200 -------------------------------------------------------- AUSPEX SYS INC 338,223 28,100 -------------------------------------------------------- AUSTRALIA&NEW ZEALAN 13,059 -------------------------------------------------------- AUTODESK INC 967,294 17,370 104,839 -------------------------------------------------------- AUTOLIV INC 574,286 13,398 65,000 -------------------------------------------------------- AUTOMATIC DATA PROCE 14,020,120 1,459,829 1,835,476 -------------------------------------------------------- AUTONATION INC 1,729,023 27,440 246,100 -------------------------------------------------------- AUTOZONE INC 2,304,492 80,382 246,730 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 7 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- AVANIR PHARMACEUTICA CL A 05348P10 2,160,265 504,735 504,635 100 ------------------------------------------------------------------------------------------------------- AVANEX CORP COM 05348W10 1,775,428 300,920 299,232 1,688 ------------------------------------------------------------------------------------------------------- AVALONBAY CMNTYS INC COM 05348410 43,482,999 919,108 857,043 62,065 ------------------------------------------------------------------------------------------------------- AVANT CORP COM 05348710 7,119,885 347,481 346,881 600 ------------------------------------------------------------------------------------------------------- AVANT IMMUNOTHERAPEU COM 05349110 2,103,373 524,532 524,012 520 ------------------------------------------------------------------------------------------------------- AVATAR HLDGS INC COM 05349410 1,017,650 43,194 43,194 ------------------------------------------------------------------------------------------------------- AVAYA INC COM 05349910 71,966,503 5,923,169 5,877,941 39,897 5,331 ------------------------------------------------------------------------------------------------------- AVENTIS SPONSORED 05356110 2,563,739 36,109 30,734 5,375 ------------------------------------------------------------------------------------------------------- AVERY DENNISON CORP COM 05361110 160,794,045 2,844,402 2,575,018 202,616 66,768 ------------------------------------------------------------------------------------------------------- AVIALL INC NEW COM 05366B10 1,288,898 170,715 170,715 ------------------------------------------------------------------------------------------------------- AVICI SYS INC COM 05367L10 1,172,404 402,888 393,570 4,318 5,000 ------------------------------------------------------------------------------------------------------- AVID TECHNOLOGY INC COM 05367P10 2,663,753 219,239 219,139 100 ------------------------------------------------------------------------------------------------------- AVIGEN INC COM 05369010 1,977,371 171,796 171,796 ------------------------------------------------------------------------------------------------------- AVIRON COM 05376210 14,780,949 297,224 258,114 31,595 7,515 ------------------------------------------------------------------------------------------------------- AVISTA CORP COM 05379B10 6,734,634 507,891 507,851 40 ------------------------------------------------------------------------------------------------------- AVNET INC COM 05380710 34,925,737 1,371,250 1,364,604 5,574 1,072 ------------------------------------------------------------------------------------------------------- AVOCENT CORP COM 05389310 12,843,551 529,631 528,522 909 200 ------------------------------------------------------------------------------------------------------- AVON PRODS INC COM 05430310 245,527,300 5,280,157 5,247,819 27,458 4,880 ------------------------------------------------------------------------------------------------------- AWARE INC MASS COM 05453N10 1,631,340 196,547 190,507 6,040 ------------------------------------------------------------------------------------------------------- AXA SPONSORED 05453610 16,162,950 768,932 179,107 589,825 ------------------------------------------------------------------------------------------------------- AXCELIS TECHNOLOGIES COM 05454010 9,973,186 773,715 702,767 70,848 100 ------------------------------------------------------------------------------------------------------- AZTAR CORP COM 05480210 9,734,300 531,929 531,207 722 ------------------------------------------------------------------------------------------------------- BB&T CORP COM 05493710 312,303,726 8,648,677 8,628,284 19,893 500 ------------------------------------------------------------------------------------------------------- B A S F A G SPONSORED 05526250 1,857,665 49,002 49,002 ------------------------------------------------------------------------------------------------------- BCE INC COM 05534B10 698,158 30,621 30,621 ------------------------------------------------------------------------------------------------------- BEI TECHNOLOGIES INC COM 05538P10 3,277,010 187,902 187,902 ------------------------------------------------------------------------------------------------------- BG PLC ADR FIN IN 05543420 687,913 33,313 33,313 ------------------------------------------------------------------------------------------------------- BISYS GROUP INC COM 05547210 39,888,486 623,355 618,023 5,132 200 ------------------------------------------------------------------------------------------------------- BKF CAP GROUP INC COM 05548G10 1,331,278 46,386 46,386 ------------------------------------------------------------------------------------------------------- BJS WHOLESALE CLUB I COM 05548J10 37,647,155 853,677 844,042 6,970 2,665 ------------------------------------------------------------------------------------------------------- BJ SVCS CO COM 05548210 70,215,959 2,163,820 2,158,123 5,259 438 ------------------------------------------------------------------------------------------------------- BMC INDS INC MINN COM 05560710 437,447 212,353 212,353 ------------------------------------------------------------------------------------------------------- BOK FINL CORP COM NEW 05561Q20 4,301,020 136,497 136,497 ------------------------------------------------------------------------------------------------------- BOC GROUP PLC SPONSORED 05561760 359,081 11,617 11,617 ------------------------------------------------------------------------------------------------------- BP PLC SPONSORED 05562210 3,460,008,616 74,392,789 73,991,892 400,897 ------------------------------------------------------------------------------------------------------- BP PRUDHOE BAY RTY T UNIT BEN I 05563010 216,941 14,599 14,599 ------------------------------------------------------------------------------------------------------- BRE PROPERTIES INC CL A 05564E10 18,192,993 587,629 587,629 ------------------------------------------------------------------------------------------------------- BSB BANCORP COM 05565210 2,126,834 89,702 89,582 120 ------------------------------------------------------------------------------------------------------- BT GROUP PLC ADR 05577E10 2,630,271 71,572 71,572 ------------------------------------------------------------------------------------------------------- BMC SOFTWARE INC COM 05592110 85,971,114 5,251,748 5,245,223 6,145 380 ------------------------------------------------------------------------------------------------------- BWAY CORP COM 05603910 382,052 34,732 1,500 33,232 ------------------------------------------------------------------------------------------------------- BAKER HUGHES INC COM 05722410 288,639,553 7,914,438 7,286,048 572,739 55,651 ------------------------------------------------------------------------------------------------------- BALDOR ELEC CO COM 05774110 4,934,699 236,110 236,090 20 ------------------------------------------------------------------------------------------------------- BALDWIN & LYONS INC CL B 05775520 1,601,126 62,544 62,544 ------------------------------------------------------------------------------------------------------- BALL CORP COM 05849810 57,283,119 810,228 808,073 2,055 100 ------------------------------------------------------------------------------------------------------- BALLY TOTAL FITNESS COM 05873K10 5,205,640 241,449 241,389 60 ------------------------------------------------------------------------------------------------------- BANCFIRST CORP COM 05945F10 1,502,371 43,296 43,296 ------------------------------------------------------------------------------------------------------- Page Total 5,054,100,487 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- AVANIR PHARMACEUTICA 468,935 35,800 -------------------------------------------------------- AVANEX CORP 282,607 18,313 -------------------------------------------------------- AVALONBAY CMNTYS INC 853,583 3,500 62,025 -------------------------------------------------------- AVANT CORP 320,381 27,100 -------------------------------------------------------- AVANT IMMUNOTHERAPEU 489,232 35,300 -------------------------------------------------------- AVATAR HLDGS INC 42,094 1,100 -------------------------------------------------------- AVAYA INC 5,022,361 199,822 700,986 -------------------------------------------------------- AVENTIS 36,109 -------------------------------------------------------- AVERY DENNISON CORP 2,353,203 140,585 350,614 -------------------------------------------------------- AVIALL INC NEW 159,215 11,500 -------------------------------------------------------- AVICI SYS INC 367,288 5,000 30,600 -------------------------------------------------------- AVID TECHNOLOGY INC 202,039 100 17,100 -------------------------------------------------------- AVIGEN INC 161,996 9,800 -------------------------------------------------------- AVIRON 270,109 9,915 17,200 -------------------------------------------------------- AVISTA CORP 476,091 31,800 -------------------------------------------------------- AVNET INC 1,229,192 9,272 132,786 -------------------------------------------------------- AVOCENT CORP 501,386 200 28,045 -------------------------------------------------------- AVON PRODS INC 4,407,330 182,587 690,240 -------------------------------------------------------- AWARE INC MASS 184,947 11,600 -------------------------------------------------------- AXA 755,632 13,300 -------------------------------------------------------- AXCELIS TECHNOLOGIES 640,860 71,666 61,189 -------------------------------------------------------- AZTAR CORP 506,929 25,000 -------------------------------------------------------- BB&T CORP 7,650,849 131,683 866,145 -------------------------------------------------------- B A S F A G 49,002 -------------------------------------------------------- BCE INC 30,621 -------------------------------------------------------- BEI TECHNOLOGIES INC 181,202 6,700 -------------------------------------------------------- BG PLC 33,313 -------------------------------------------------------- BISYS GROUP INC 584,444 3,300 35,611 -------------------------------------------------------- BKF CAP GROUP INC 42,786 3,600 -------------------------------------------------------- BJS WHOLESALE CLUB I 800,812 6,965 45,900 -------------------------------------------------------- BJ SVCS CO 1,964,689 9,938 189,193 -------------------------------------------------------- BMC INDS INC MINN 207,453 4,900 -------------------------------------------------------- BOK FINL CORP 129,596 6,901 -------------------------------------------------------- BOC GROUP PLC 11,617 -------------------------------------------------------- BP PLC 882,918 73,503,011 6,860 -------------------------------------------------------- BP PRUDHOE BAY RTY T 14,599 -------------------------------------------------------- BRE PROPERTIES INC 556,229 31,400 -------------------------------------------------------- BSB BANCORP 82,802 6,900 -------------------------------------------------------- BT GROUP PLC 71,572 -------------------------------------------------------- BMC SOFTWARE INC 4,507,012 72,788 671,948 -------------------------------------------------------- BWAY CORP 34,732 -------------------------------------------------------- BAKER HUGHES INC 6,934,056 158,005 822,377 -------------------------------------------------------- BALDOR ELEC CO 210,010 26,100 -------------------------------------------------------- BALDWIN & LYONS INC 55,944 6,600 -------------------------------------------------------- BALL CORP 751,323 9,300 49,605 -------------------------------------------------------- BALLY TOTAL FITNESS 225,249 16,200 -------------------------------------------------------- BANCFIRST CORP 40,496 2,800 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 8 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- BANCFIRST CORP ZANES COM 05945010 1,529,950 63,352 63,352 ------------------------------------------------------------------------------------------------------- BANCO BILBAO VIZCAYA SPONSORED 05946K10 1,660,481 133,372 133,372 ------------------------------------------------------------------------------------------------------- BANCO BRADESCO S A SP ADR PFD 05946020 1,498,207 58,296 58,296 ------------------------------------------------------------------------------------------------------- BANCO SANTANDER CENT ADR 05964H10 17,261,053 2,079,645 329,766 1,749,879 ------------------------------------------------------------------------------------------------------- BANCO SANTANDER CHIL SPON ADR S 05965F10 724,113 38,889 38,889 ------------------------------------------------------------------------------------------------------- BANCO SANTIAGO SP ADR REP 05965L10 737,832 33,161 33,161 ------------------------------------------------------------------------------------------------------- BANCORPSOUTH INC COM 05969210 12,931,831 779,026 778,796 230 ------------------------------------------------------------------------------------------------------- BANDAG INC COM 05981510 11,917,222 342,843 342,843 ------------------------------------------------------------------------------------------------------- BANK OF AMERICA CORP COM 06050510 2,232,382,567 35,462,789 35,188,593 212,988 61,208 ------------------------------------------------------------------------------------------------------- BANK OF GRANITE CORP COM 06240110 2,096,964 106,068 106,068 ------------------------------------------------------------------------------------------------------- BANK MONTREAL QUE COM 06367110 591,866 26,039 26,039 ------------------------------------------------------------------------------------------------------- BANK MUT CORP COM 06374810 1,552,341 101,593 101,593 ------------------------------------------------------------------------------------------------------- BANK NEW YORK INC COM 06405710 649,521,720 15,919,650 15,697,780 115,289 106,581 ------------------------------------------------------------------------------------------------------- BANK ONE CORP COM 06423A10 1,004,962,957 25,735,287 25,612,296 91,264 31,727 ------------------------------------------------------------------------------------------------------- BANKATLANTIC BANCORP CL A 06590850 6,619,027 721,027 721,027 ------------------------------------------------------------------------------------------------------- BANKNORTH GROUP INC COM 06646R10 62,258,296 2,764,578 1,881,439 828,772 54,367 ------------------------------------------------------------------------------------------------------- BANKUNITED FINL CORP CL A 06652B10 2,530,737 170,420 170,420 ------------------------------------------------------------------------------------------------------- BANNER CORP COM 06652V10 1,521,680 89,987 89,987 ------------------------------------------------------------------------------------------------------- BANTA CORP COM 06682110 15,494,132 524,869 515,269 4,500 5,100 ------------------------------------------------------------------------------------------------------- BARCLAYS PLC ADR 06738E20 32,519,658 241,692 40,884 200,808 ------------------------------------------------------------------------------------------------------- BARD C R INC COM 06738310 64,278,442 996,565 983,734 12,831 ------------------------------------------------------------------------------------------------------- BARNES & NOBLE INC COM 06777410 16,184,569 546,776 543,956 2,620 200 ------------------------------------------------------------------------------------------------------- BARNES GROUP INC COM 06780610 3,666,535 152,836 152,336 500 ------------------------------------------------------------------------------------------------------- BARRICK GOLD CORP COM 06790110 131,931,701 8,271,580 8,265,302 6,278 ------------------------------------------------------------------------------------------------------- BARR LABS INC COM 06830610 50,594,301 637,529 636,579 850 100 ------------------------------------------------------------------------------------------------------- BARRA INC COM 06831310 7,153,441 151,910 151,560 350 ------------------------------------------------------------------------------------------------------- BASSETT FURNITURE IN COM 07020310 1,777,939 126,905 126,905 ------------------------------------------------------------------------------------------------------- BAUSCH & LOMB INC COM 07170710 51,999,459 1,380,761 1,379,111 1,550 100 ------------------------------------------------------------------------------------------------------- BAXTER INTL INC COM 07181310 979,845,145 18,270,467 13,397,180 4,855,736 17,551 ------------------------------------------------------------------------------------------------------- BAY VIEW CAP CORP DE COM 07262L10 4,252,396 580,136 577,136 3,000 ------------------------------------------------------------------------------------------------------- BE AEROSPACE INC COM 07330210 2,835,299 309,193 305,293 3,900 ------------------------------------------------------------------------------------------------------- BEA SYS INC COM 07332510 39,845,744 2,587,386 2,572,888 13,268 1,230 ------------------------------------------------------------------------------------------------------- BEACON POWER CORP COM 07367710 278,036 213,874 213,874 ------------------------------------------------------------------------------------------------------- BEAR STEARNS COS INC COM 07390210 125,247,827 2,135,877 2,132,034 3,638 205 ------------------------------------------------------------------------------------------------------- BEASLEY BROADCAST GR CL A 07401410 1,097,263 84,340 84,340 ------------------------------------------------------------------------------------------------------- BEAZER HOMES USA INC COM 07556Q10 5,713,333 78,083 78,083 ------------------------------------------------------------------------------------------------------- BEBE STORES INC COM 07557110 842,685 45,160 45,160 ------------------------------------------------------------------------------------------------------- BECKMAN COULTER INC COM 07581110 30,689,799 692,772 677,072 1,050 14,650 ------------------------------------------------------------------------------------------------------- BECTON DICKINSON & C COM 07588710 373,237,374 11,259,046 11,239,531 11,735 7,780 ------------------------------------------------------------------------------------------------------- BED BATH & BEYOND IN COM 07589610 206,054,980 6,078,318 5,953,588 111,340 13,390 ------------------------------------------------------------------------------------------------------- BEDFORD PPTY INVS IN COM PAR $0 07644630 6,215,625 276,250 276,250 ------------------------------------------------------------------------------------------------------- BEL FUSE INC CL B 07734730 1,743,104 69,585 69,565 20 ------------------------------------------------------------------------------------------------------- BELDEN INC COM 07745910 6,792,597 288,433 287,073 1,360 ------------------------------------------------------------------------------------------------------- BELL MICROPRODUCTS I COM 07813710 1,768,617 140,144 140,144 ------------------------------------------------------------------------------------------------------- BELLSOUTH CORP COM 07986010 6,788,380,556 177,939,202 177,065,310 465,446 408,446 ------------------------------------------------------------------------------------------------------- BELO CORP COM SER A 08055510 16,705,087 890,938 887,948 2,590 400 ------------------------------------------------------------------------------------------------------- BEMIS INC COM 08143710 54,501,325 1,108,201 1,092,600 5,725 9,876 ------------------------------------------------------------------------------------------------------- Page Total 13,033,945,813 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- BANCFIRST CORP ZANES 62,052 1,300 -------------------------------------------------------- BANCO BILBAO VIZCAYA 133,372 -------------------------------------------------------- BANCO BRADESCO S A 48,607 9,689 -------------------------------------------------------- BANCO SANTANDER CENT 2,041,245 38,400 -------------------------------------------------------- BANCO SANTANDER CHIL 5,443 26,018 7,428 -------------------------------------------------------- BANCO SANTIAGO 13,215 14,880 5,066 -------------------------------------------------------- BANCORPSOUTH INC 725,426 53,600 -------------------------------------------------------- BANDAG INC 331,943 10,900 -------------------------------------------------------- BANK OF AMERICA CORP 30,833,786 561,909 4,067,094 -------------------------------------------------------- BANK OF GRANITE CORP 96,468 9,600 -------------------------------------------------------- BANK MONTREAL QUE 26,039 -------------------------------------------------------- BANK MUT CORP 99,493 2,100 -------------------------------------------------------- BANK NEW YORK INC 13,423,859 614,682 1,881,109 -------------------------------------------------------- BANK ONE CORP 21,800,251 563,786 3,371,250 -------------------------------------------------------- BANKATLANTIC BANCORP 706,727 14,300 -------------------------------------------------------- BANKNORTH GROUP INC 2,592,187 69,167 103,224 -------------------------------------------------------- BANKUNITED FINL CORP 161,620 8,800 -------------------------------------------------------- BANNER CORP 83,387 6,600 -------------------------------------------------------- BANTA CORP 495,492 5,100 24,277 -------------------------------------------------------- BARCLAYS PLC 238,392 3,300 -------------------------------------------------------- BARD C R INC 884,797 31,416 80,352 -------------------------------------------------------- BARNES & NOBLE INC 513,976 4,200 28,600 -------------------------------------------------------- BARNES GROUP INC 140,636 12,200 -------------------------------------------------------- BARRICK GOLD CORP 7,566,483 149,838 555,259 -------------------------------------------------------- BARR LABS INC 617,398 1,800 18,331 -------------------------------------------------------- BARRA INC 144,360 7,550 -------------------------------------------------------- BASSETT FURNITURE IN 121,505 5,400 -------------------------------------------------------- BAUSCH & LOMB INC 1,249,834 34,656 96,271 -------------------------------------------------------- BAXTER INTL INC 11,444,392 5,121,328 1,704,747 -------------------------------------------------------- BAY VIEW CAP CORP DE 544,936 35,200 -------------------------------------------------------- BE AEROSPACE INC 292,593 16,600 -------------------------------------------------------- BEA SYS INC 2,068,356 19,230 499,800 -------------------------------------------------------- BEACON POWER CORP 213,874 -------------------------------------------------------- BEAR STEARNS COS INC 1,898,827 29,021 208,029 -------------------------------------------------------- BEASLEY BROADCAST GR 79,140 5,200 -------------------------------------------------------- BEAZER HOMES USA INC 72,783 5,300 -------------------------------------------------------- BEBE STORES INC 43,560 1,600 -------------------------------------------------------- BECKMAN COULTER INC 638,073 17,650 37,049 -------------------------------------------------------- BECTON DICKINSON & C 5,355,904 5,170,597 732,545 -------------------------------------------------------- BED BATH & BEYOND IN 5,244,752 212,425 621,141 -------------------------------------------------------- BEDFORD PPTY INVS IN 264,250 12,000 -------------------------------------------------------- BEL FUSE INC 63,485 6,100 -------------------------------------------------------- BELDEN INC 272,233 16,200 -------------------------------------------------------- BELL MICROPRODUCTS I 131,544 8,600 -------------------------------------------------------- BELLSOUTH CORP 35,185,217 137,293,393 5,460,592 -------------------------------------------------------- BELO CORP 838,138 4,300 48,500 -------------------------------------------------------- BEMIS INC 983,555 24,885 99,761 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 9 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- BENCHMARK ELECTRS IN COM 08160H10 3,426,640 180,730 180,530 200 ------------------------------------------------------------------------------------------------------- BERKLEY W R CORP COM 08442310 10,842,513 201,909 201,409 500 ------------------------------------------------------------------------------------------------------- BERKSHIRE HATHAWAY I CL B 08467020 440,185,775 174,331 169,912 2,080 2,339 ------------------------------------------------------------------------------------------------------- BERRY PETE CO CL A 08578910 2,587,532 164,811 164,811 ------------------------------------------------------------------------------------------------------- BEST BUY INC COM 08651610 340,693,193 4,574,291 4,534,093 34,288 5,910 ------------------------------------------------------------------------------------------------------- BETHLEHEM STL CORP COM 08750910 487,012 1,082,249 1,082,149 100 ------------------------------------------------------------------------------------------------------- BEVERLY ENTERPRISES COM NEW 08785130 7,901,628 918,794 918,794 ------------------------------------------------------------------------------------------------------- BHP BILLITON LTD SPONSORED 08860610 918,564 85,767 85,767 ------------------------------------------------------------------------------------------------------- BIG LOTS INC COM 08930210 23,085,400 2,219,750 2,216,215 3,435 100 ------------------------------------------------------------------------------------------------------- BIO RAD LABS INC CL A 09057220 4,909,168 77,554 77,554 ------------------------------------------------------------------------------------------------------- BIO TECHNOLOGY GEN C COM 09057810 4,308,635 523,528 522,045 1,483 ------------------------------------------------------------------------------------------------------- BIOGEN INC COM 09059710 215,377,810 3,755,498 3,027,631 723,467 4,400 ------------------------------------------------------------------------------------------------------- BIOMARIN PHARMACEUTI COM 09061G10 2,711,950 201,782 201,782 ------------------------------------------------------------------------------------------------------- BIOMET INC COM 09061310 170,569,050 5,520,034 5,498,265 21,589 180 ------------------------------------------------------------------------------------------------------- BIOPURE CORP CL A 09065H10 5,050,575 355,424 297,179 44,465 13,780 ------------------------------------------------------------------------------------------------------- BIOSPHERE MEDICAL IN COM 09066V10 362,961 32,206 32,206 ------------------------------------------------------------------------------------------------------- BIOVAIL CORP COM 09067J10 37,600,762 668,458 327,060 341,398 ------------------------------------------------------------------------------------------------------- BIOSITE INC COM 09094510 4,117,819 224,160 224,160 ------------------------------------------------------------------------------------------------------- BLACK & DECKER CORP COM 09179710 72,171,604 1,912,844 1,900,599 11,745 500 ------------------------------------------------------------------------------------------------------- BLACK BOX CORP DEL COM 09182610 9,903,154 187,276 185,856 1,420 ------------------------------------------------------------------------------------------------------- BLACK HILLS CORP COM 09211310 8,962,693 264,855 260,915 840 3,100 ------------------------------------------------------------------------------------------------------- BLACKROCK INC CL A 09247X10 3,333,289 79,935 79,935 ------------------------------------------------------------------------------------------------------- BLOCK H & R INC COM 09367110 183,609,049 4,107,585 4,048,315 29,270 30,000 ------------------------------------------------------------------------------------------------------- BLOCKBUSTER INC CL A 09367910 24,050,250 954,375 954,255 120 ------------------------------------------------------------------------------------------------------- BLUE MARTINI SOFTWAR COM 09569810 793,863 263,742 263,742 ------------------------------------------------------------------------------------------------------- BLYTH INC COM 09643P10 12,757,065 548,691 548,611 80 ------------------------------------------------------------------------------------------------------- BOB EVANS FARMS INC COM 09676110 20,495,384 834,163 834,163 ------------------------------------------------------------------------------------------------------- BOCA RESORTS INC CL A 09688T10 3,641,747 277,996 277,956 40 ------------------------------------------------------------------------------------------------------- BOEING CO COM 09702310 3,468,475,405 89,439,799 88,165,223 1,221,432 53,144 ------------------------------------------------------------------------------------------------------- BOISE CASCADE CORP COM 09738310 76,590,383 2,251,996 1,240,547 1,011,449 ------------------------------------------------------------------------------------------------------- BONE CARE INTL INC COM 09807210 1,405,345 82,040 82,040 ------------------------------------------------------------------------------------------------------- BORDERS GROUP INC COM 09970910 19,284,916 972,022 970,382 1,340 300 ------------------------------------------------------------------------------------------------------- BORG WARNER INC COM 09972410 26,135,502 500,201 499,601 400 200 ------------------------------------------------------------------------------------------------------- BORLAND SOFTWARE COR COM 09984910 7,706,708 492,127 492,127 ------------------------------------------------------------------------------------------------------- BORON LEPORE & ASSOC COM 10001P10 831,564 60,302 60,302 ------------------------------------------------------------------------------------------------------- BOSTON BEER INC CL A 10055710 1,459,327 85,092 85,092 ------------------------------------------------------------------------------------------------------- BOSTON COMMUNICATION COM 10058210 2,127,126 187,412 187,412 ------------------------------------------------------------------------------------------------------- BOSTON PRIVATE FINL COM 10111910 3,770,902 170,861 151,211 150 19,500 ------------------------------------------------------------------------------------------------------- BOSTON PROPERTIES IN COM 10112110 38,703,418 1,018,511 967,426 51,085 ------------------------------------------------------------------------------------------------------- BOSTON SCIENTIFIC CO COM 10113710 197,394,920 8,183,869 8,152,654 16,160 15,055 ------------------------------------------------------------------------------------------------------- BOTTOMLINE TECH DEL COM 10138810 324,174 29,933 28,033 1,700 200 ------------------------------------------------------------------------------------------------------- BOWATER INC COM 10218310 27,286,164 572,037 569,137 2,800 100 ------------------------------------------------------------------------------------------------------- BOWNE & CO INC COM 10304310 4,226,905 330,227 330,067 160 ------------------------------------------------------------------------------------------------------- BOYD GAMING CORP COM 10330410 2,100,611 323,171 323,171 ------------------------------------------------------------------------------------------------------- BOYDS COLLECTION LTD COM 10335410 3,260,073 481,547 481,547 ------------------------------------------------------------------------------------------------------- BOYKIN LODGING CO COM 10343010 1,780,681 223,423 223,323 100 ------------------------------------------------------------------------------------------------------- BRADY CORP CL A 10467410 6,313,243 172,493 169,053 3,340 100 ------------------------------------------------------------------------------------------------------- Page Total 5,504,032,452 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- BENCHMARK ELECTRS IN 167,730 13,000 -------------------------------------------------------- BERKLEY W R CORP 190,309 11,600 -------------------------------------------------------- BERKSHIRE HATHAWAY I 2,324 171,928 79 -------------------------------------------------------- BERRY PETE CO 151,511 13,300 -------------------------------------------------------- BEST BUY INC 3,933,205 150,517 490,569 -------------------------------------------------------- BETHLEHEM STL CORP 988,289 93,960 -------------------------------------------------------- BEVERLY ENTERPRISES 858,794 60,000 -------------------------------------------------------- BHP BILLITON LTD 85,767 -------------------------------------------------------- BIG LOTS INC 2,011,431 25,270 183,049 -------------------------------------------------------- BIO RAD LABS INC 72,554 5,000 -------------------------------------------------------- BIO TECHNOLOGY GEN C 486,828 36,700 -------------------------------------------------------- BIOGEN INC 3,270,584 128,506 356,408 -------------------------------------------------------- BIOMARIN PHARMACEUTI 190,582 11,200 -------------------------------------------------------- BIOMET INC 4,625,165 220,518 674,351 -------------------------------------------------------- BIOPURE CORP 331,544 13,780 10,100 -------------------------------------------------------- BIOSPHERE MEDICAL IN 32,206 -------------------------------------------------------- BIOVAIL CORP 663,158 5,300 -------------------------------------------------------- BIOSITE INC 216,560 7,600 -------------------------------------------------------- BLACK & DECKER CORP 1,657,621 19,835 235,388 -------------------------------------------------------- BLACK BOX CORP DEL 175,376 11,900 -------------------------------------------------------- BLACK HILLS CORP 244,155 5,400 15,300 -------------------------------------------------------- BLACKROCK INC 70,435 900 8,600 -------------------------------------------------------- BLOCK H & R INC 3,426,466 158,126 522,993 -------------------------------------------------------- BLOCKBUSTER INC 903,275 15,000 36,100 -------------------------------------------------------- BLUE MARTINI SOFTWAR 260,242 3,500 -------------------------------------------------------- BLYTH INC 526,491 22,200 -------------------------------------------------------- BOB EVANS FARMS INC 411,480 389,083 33,600 -------------------------------------------------------- BOCA RESORTS INC 259,096 18,900 -------------------------------------------------------- BOEING CO 17,372,798 69,849,809 2,217,192 -------------------------------------------------------- BOISE CASCADE CORP 1,102,601 1,020,349 129,046 -------------------------------------------------------- BONE CARE INTL INC 76,740 5,300 -------------------------------------------------------- BORDERS GROUP INC 913,422 7,300 51,300 -------------------------------------------------------- BORG WARNER INC 478,501 3,400 18,300 -------------------------------------------------------- BORLAND SOFTWARE COR 442,827 49,300 -------------------------------------------------------- BORON LEPORE & ASSOC 60,302 -------------------------------------------------------- BOSTON BEER INC 85,092 -------------------------------------------------------- BOSTON COMMUNICATION 178,112 9,300 -------------------------------------------------------- BOSTON PRIVATE FINL 144,061 19,500 7,300 -------------------------------------------------------- BOSTON PROPERTIES IN 966,996 4,000 47,515 -------------------------------------------------------- BOSTON SCIENTIFIC CO 6,949,603 262,321 971,945 -------------------------------------------------------- BOTTOMLINE TECH DEL 29,733 200 -------------------------------------------------------- BOWATER INC 529,969 2,700 39,368 -------------------------------------------------------- BOWNE & CO INC 303,927 26,300 -------------------------------------------------------- BOYD GAMING CORP 299,371 23,800 -------------------------------------------------------- BOYDS COLLECTION LTD 448,747 32,800 -------------------------------------------------------- BOYKIN LODGING CO 209,723 13,700 -------------------------------------------------------- BRADY CORP 154,293 100 18,100 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 10 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- BRANDYWINE RLTY TR SH BEN INT 10536820 7,922,172 375,993 375,973 20 ------------------------------------------------------------------------------------------------------- BRASCAN CORP CL A LTD V 10549P60 242,058 13,403 13,403 ------------------------------------------------------------------------------------------------------- BRASIL TELECOM PARTI SPON ADR P 10553010 958,395 23,105 23,105 ------------------------------------------------------------------------------------------------------- BRAUN CONSULTING INC COM 10565110 248,780 70,079 70,079 ------------------------------------------------------------------------------------------------------- BRIGGS & STRATTON CO COM 10904310 16,100,718 377,066 376,766 300 ------------------------------------------------------------------------------------------------------- BRIGHT HORIZON FAMIL COM 10919510 3,662,239 130,841 99,966 30,875 ------------------------------------------------------------------------------------------------------- BRIGHTPOINT INC COM 10947310 1,593,955 507,629 507,629 ------------------------------------------------------------------------------------------------------- BRINKER INTL INC COM 10964110 48,466,034 1,628,563 1,599,081 17,482 12,000 ------------------------------------------------------------------------------------------------------- BRIO SOFTWARE INC COM 10970410 408,787 141,940 141,940 ------------------------------------------------------------------------------------------------------- BRISTOL MYERS SQUIBB COM 11012210 2,275,246,884 44,612,684 42,109,851 1,301,636 1,201,197 ------------------------------------------------------------------------------------------------------- BRITESMILE INC COM 11041510 615,230 123,046 123,046 ------------------------------------------------------------------------------------------------------- BRITISH AMERN TOB PL SPONSORED 11044810 20,499,926 1,205,878 31,395 1,174,483 ------------------------------------------------------------------------------------------------------- BROADCOM CORP CL A 11132010 207,917,705 5,087,294 5,077,209 9,490 595 ------------------------------------------------------------------------------------------------------- BROADVISION INC COM 11141210 3,870,759 1,412,686 1,408,006 4,540 140 ------------------------------------------------------------------------------------------------------- BROADWING INC COM 11162010 21,876,068 2,302,744 2,296,578 4,330 1,836 ------------------------------------------------------------------------------------------------------- BROCADE COMMUNICATIO COM 11162110 58,988,541 1,781,055 1,729,879 37,135 14,041 ------------------------------------------------------------------------------------------------------- BROOKLINE BANCORP IN COM 11373910 2,027,989 123,357 121,697 1,660 ------------------------------------------------------------------------------------------------------- BROOKS AUTOMATION IN COM 11434A10 9,309,769 228,910 205,885 23,025 ------------------------------------------------------------------------------------------------------- BROWN & BROWN INC COM 11523610 13,484,944 493,954 493,954 ------------------------------------------------------------------------------------------------------- BROWN FORMAN CORP CL B 11563720 74,304,509 1,186,973 1,185,713 1,260 ------------------------------------------------------------------------------------------------------- BROWN TOM INC COM NEW 11566020 8,480,950 313,993 313,533 360 100 ------------------------------------------------------------------------------------------------------- BROWN SHOE INC NEW COM 11573610 2,473,319 152,298 152,138 60 100 ------------------------------------------------------------------------------------------------------- BRUKER DALTONICS INC COM 11679510 7,040,179 430,592 430,592 ------------------------------------------------------------------------------------------------------- BRUNSWICK CORP COM 11704310 44,034,711 2,023,654 2,021,134 2,520 ------------------------------------------------------------------------------------------------------- BRUSH ENGINEERED MAT COM 11742110 2,416,200 169,677 169,677 ------------------------------------------------------------------------------------------------------- BSQUARE CORP COM 11776U10 549,339 131,736 131,536 200 ------------------------------------------------------------------------------------------------------- BUCA INC COM 11776910 1,672,272 103,163 103,023 140 ------------------------------------------------------------------------------------------------------- BUCKEYE PARTNERS L P UNIT LTD P 11823010 1,210,604 32,300 20,500 10,800 1,000 ------------------------------------------------------------------------------------------------------- BUCKEYE TECHNOLOGIES COM 11825510 2,729,709 237,366 236,866 500 ------------------------------------------------------------------------------------------------------- BUCKLE INC COM 11844010 3,994,264 179,115 179,115 ------------------------------------------------------------------------------------------------------- BUILDING MATLS HLDG COM 12011310 1,205,543 111,110 111,110 ------------------------------------------------------------------------------------------------------- BURLINGTON COAT FACT COM 12157910 3,153,460 187,706 187,706 ------------------------------------------------------------------------------------------------------- BURLINGTON NORTHN SA COM 12189T10 272,774,074 9,560,956 9,396,522 127,047 37,387 ------------------------------------------------------------------------------------------------------- BURLINGTON RES INC COM 12201410 175,976,182 4,687,698 4,595,193 79,732 12,773 ------------------------------------------------------------------------------------------------------- BURNHAM PAC PPTYS IN COM 12232C10 1,096,702 266,190 266,190 ------------------------------------------------------------------------------------------------------- BUSH INDS INC CL A 12316410 883,504 81,354 81,354 ------------------------------------------------------------------------------------------------------- BUTLER MFG CO DEL COM 12365510 1,253,175 45,241 45,241 ------------------------------------------------------------------------------------------------------- C&D TECHNOLOGIES INC COM 12466110 7,291,229 319,091 318,751 340 ------------------------------------------------------------------------------------------------------- CBL & ASSOC PPTYS IN COM 12483010 17,953,519 569,953 486,543 83,410 ------------------------------------------------------------------------------------------------------- CCC INFORMATION SVCS COM 12487Q10 724,190 117,183 117,183 ------------------------------------------------------------------------------------------------------- CBRL GROUP INC COM 12489V10 29,198,474 991,796 987,836 3,760 200 ------------------------------------------------------------------------------------------------------- CCBT FINL COS INC COM 12500Q10 2,114,772 89,609 72,509 9,100 8,000 ------------------------------------------------------------------------------------------------------- C COR NET CORP COM 12501010 4,356,721 299,020 297,560 1,460 ------------------------------------------------------------------------------------------------------- C D I CORP COM 12507110 2,245,895 118,205 118,205 ------------------------------------------------------------------------------------------------------- CDW COMPUTER CTRS IN COM 12512910 36,776,848 684,730 682,510 1,920 300 ------------------------------------------------------------------------------------------------------- CEC ENTMT INC COM 12513710 11,938,064 275,134 274,914 220 ------------------------------------------------------------------------------------------------------- CFS BANCORP INC COM 12525D10 1,908,176 132,974 132,974 ------------------------------------------------------------------------------------------------------- Page Total 3,413,197,537 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- BRANDYWINE RLTY TR 360,193 15,800 -------------------------------------------------------- BRASCAN CORP 13,403 -------------------------------------------------------- BRASIL TELECOM PARTI 2,000 16,746 4,359 -------------------------------------------------------- BRAUN CONSULTING INC 70,079 -------------------------------------------------------- BRIGGS & STRATTON CO 362,939 14,127 -------------------------------------------------------- BRIGHT HORIZON FAMIL 122,041 8,800 -------------------------------------------------------- BRIGHTPOINT INC 470,329 37,300 -------------------------------------------------------- BRINKER INTL INC 1,524,413 17,550 86,600 -------------------------------------------------------- BRIO SOFTWARE INC 141,940 -------------------------------------------------------- BRISTOL MYERS SQUIBB 36,990,094 2,614,113 5,008,477 -------------------------------------------------------- BRITESMILE INC 123,046 -------------------------------------------------------- BRITISH AMERN TOB PL 31,395 1,174,483 -------------------------------------------------------- BROADCOM CORP 4,452,266 70,834 564,194 -------------------------------------------------------- BROADVISION INC 1,281,011 14,875 116,800 -------------------------------------------------------- BROADWING INC 2,109,808 14,636 178,300 -------------------------------------------------------- BROCADE COMMUNICATIO 1,454,018 26,841 300,196 -------------------------------------------------------- BROOKLINE BANCORP IN 114,557 8,800 -------------------------------------------------------- BROOKS AUTOMATION IN 217,110 11,800 -------------------------------------------------------- BROWN & BROWN INC 468,154 25,800 -------------------------------------------------------- BROWN FORMAN CORP 1,075,511 12,915 98,547 -------------------------------------------------------- BROWN TOM INC 294,693 100 19,200 -------------------------------------------------------- BROWN SHOE INC NEW 142,998 100 9,200 -------------------------------------------------------- BRUKER DALTONICS INC 402,192 28,400 -------------------------------------------------------- BRUNSWICK CORP 1,816,773 29,436 177,445 -------------------------------------------------------- BRUSH ENGINEERED MAT 157,877 11,800 -------------------------------------------------------- BSQUARE CORP 124,336 7,400 -------------------------------------------------------- BUCA INC 98,313 4,850 -------------------------------------------------------- BUCKEYE PARTNERS L P 30,600 1,000 700 -------------------------------------------------------- BUCKEYE TECHNOLOGIES 218,666 18,700 -------------------------------------------------------- BUCKLE INC 174,115 5,000 -------------------------------------------------------- BUILDING MATLS HLDG 103,110 8,000 -------------------------------------------------------- BURLINGTON COAT FACT 174,706 13,000 -------------------------------------------------------- BURLINGTON NORTHN SA 8,350,484 166,932 1,043,540 -------------------------------------------------------- BURLINGTON RES INC 4,109,352 67,963 510,383 -------------------------------------------------------- BURNHAM PAC PPTYS IN 241,090 25,100 -------------------------------------------------------- BUSH INDS INC 76,154 5,200 -------------------------------------------------------- BUTLER MFG CO DEL 43,241 2,000 -------------------------------------------------------- C&D TECHNOLOGIES INC 301,541 17,550 -------------------------------------------------------- CBL & ASSOC PPTYS IN 557,253 12,700 -------------------------------------------------------- CCC INFORMATION SVCS 103,483 13,700 -------------------------------------------------------- CBRL GROUP INC 954,296 200 37,300 -------------------------------------------------------- CCBT FINL COS INC 76,209 8,000 5,400 -------------------------------------------------------- C COR NET CORP 279,720 19,300 -------------------------------------------------------- C D I CORP 111,205 7,000 -------------------------------------------------------- CDW COMPUTER CTRS IN 654,830 2,500 27,400 -------------------------------------------------------- CEC ENTMT INC 257,734 17,400 -------------------------------------------------------- CFS BANCORP INC 122,974 10,000 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 11 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- CH ENERGY GROUP INC COM 12541M10 6,952,244 159,932 158,669 1,163 100 ------------------------------------------------------------------------------------------------------- C H ROBINSON WORLDWI COM 12541W10 22,582,961 781,012 777,916 2,796 300 ------------------------------------------------------------------------------------------------------- CIGNA CORP COM 12550910 353,266,852 3,812,918 3,765,338 26,268 21,312 ------------------------------------------------------------------------------------------------------- CKE RESTAURANTS INC COM 12561E10 409,123 45,207 45,207 ------------------------------------------------------------------------------------------------------- CLECO CORP NEW COM 12561W10 13,589,477 618,547 613,707 3,440 1,400 ------------------------------------------------------------------------------------------------------- CMGI INC COM 12575010 3,093,886 1,898,090 1,885,540 11,235 1,315 ------------------------------------------------------------------------------------------------------- CMS ENERGY CORP COM 12589610 63,963,294 2,661,810 2,652,560 9,250 ------------------------------------------------------------------------------------------------------- CPI CORP COM 12590210 1,138,145 68,563 68,563 ------------------------------------------------------------------------------------------------------- CPB INC COM 12590310 1,963,029 66,747 66,747 ------------------------------------------------------------------------------------------------------- CSS INDS INC COM 12590610 1,242,458 40,196 40,196 ------------------------------------------------------------------------------------------------------- CSK AUTO CORP COM 12596510 2,149,657 216,046 215,966 80 ------------------------------------------------------------------------------------------------------- CNA FINL CORP COM 12611710 9,563,763 327,863 327,563 300 ------------------------------------------------------------------------------------------------------- CNA SURETY CORP COM 12612L10 2,592,793 167,277 167,277 ------------------------------------------------------------------------------------------------------- CNF INC COM 12612W10 29,401,072 876,336 875,296 940 100 ------------------------------------------------------------------------------------------------------- CNET NETWORKS INC COM 12613R10 7,771,096 866,343 865,814 429 100 ------------------------------------------------------------------------------------------------------- CRH PLC ADR 12626K20 7,405,208 432,800 54,309 378,491 ------------------------------------------------------------------------------------------------------- CSG SYS INTL INC COM 12634910 21,291,585 526,368 525,418 750 200 ------------------------------------------------------------------------------------------------------- CSX CORP COM 12640810 158,640,120 4,526,109 4,498,073 21,628 6,408 ------------------------------------------------------------------------------------------------------- CTC COMMUNICATIONS G COM 12641910 202,364 39,294 19,561 8,333 11,400 ------------------------------------------------------------------------------------------------------- CT COMMUNICATIONS IN COM NEW 12642640 2,531,659 153,341 153,301 40 ------------------------------------------------------------------------------------------------------- CTS CORP COM 12650110 4,237,572 266,514 266,494 20 ------------------------------------------------------------------------------------------------------- CUNO INC COM 12658310 4,614,345 151,290 151,250 40 ------------------------------------------------------------------------------------------------------- CVB FINL CORP COM 12660010 5,973,739 255,288 255,288 ------------------------------------------------------------------------------------------------------- CVS CORP COM 12665010 281,436,918 9,508,004 9,145,843 260,967 101,194 ------------------------------------------------------------------------------------------------------- CV THERAPEUTICS INC COM 12666710 12,331,965 237,062 219,240 14,997 2,825 ------------------------------------------------------------------------------------------------------- CABLE & WIRELESS PUB SPONSORED 12683020 5,078,393 342,903 68,319 274,584 ------------------------------------------------------------------------------------------------------- CABLEVISION SYS CORP CL A NY CA 12686C10 32,020,825 674,833 669,973 2,333 2,527 ------------------------------------------------------------------------------------------------------- CABLEVISION SYS CORP CL A RAINB 12686C84 7,097,347 287,342 285,170 909 1,263 ------------------------------------------------------------------------------------------------------- CABLE DESIGN TECHNOL COM 12692410 7,081,178 517,630 516,530 1,100 ------------------------------------------------------------------------------------------------------- CACHEFLOW INC COM 12694610 494,411 184,482 182,207 275 2,000 ------------------------------------------------------------------------------------------------------- CABOT CORP COM 12705510 87,648,676 2,455,145 644,077 63,629 1,747,439 ------------------------------------------------------------------------------------------------------- CABOT MICROELECTRONI COM 12709P10 63,573,002 802,183 354,455 21,616 426,112 ------------------------------------------------------------------------------------------------------- CABOT OIL & GAS CORP CL A 12709710 7,761,680 322,731 268,313 14,432 39,986 ------------------------------------------------------------------------------------------------------- CACI INTL INC CL A 12719030 14,634,325 370,630 370,630 ------------------------------------------------------------------------------------------------------- CADBURY SCHWEPPES PL ADR 12720930 752,850 29,271 24,271 5,000 ------------------------------------------------------------------------------------------------------- CADENCE DESIGN SYSTE COM 12738710 69,502,204 3,170,721 3,151,421 15,620 3,680 ------------------------------------------------------------------------------------------------------- CADIZ INC COM 12753710 2,455,852 306,216 306,216 ------------------------------------------------------------------------------------------------------- CADMUS COMMUNICATION COM 12758710 269,986 25,115 25,115 ------------------------------------------------------------------------------------------------------- CAL DIVE INTL INC COM 12791410 7,131,483 288,958 287,558 1,400 ------------------------------------------------------------------------------------------------------- CALGON CARBON CORP COM 12960310 2,676,175 320,500 320,500 ------------------------------------------------------------------------------------------------------- CALIFORNIA FIRST NTN COM 13022210 263,120 23,920 23,920 ------------------------------------------------------------------------------------------------------- CALIFORNIA PIZZA KIT COM 13054D10 3,380,652 136,592 136,592 ------------------------------------------------------------------------------------------------------- CALIFORNIA WTR SVC G COM 13078810 3,310,703 128,571 128,571 ------------------------------------------------------------------------------------------------------- CALIPER TECHNOLOGIES COM 13087610 3,053,675 195,623 195,266 357 ------------------------------------------------------------------------------------------------------- CALLAWAY GOLF CO COM 13119310 20,931,562 1,093,032 1,091,372 1,460 200 ------------------------------------------------------------------------------------------------------- CALLON PETE CO DEL COM 13123X10 514,421 75,098 75,098 ------------------------------------------------------------------------------------------------------- CALPINE CORP COM 13134710 106,984,117 6,371,895 6,356,510 15,160 225 ------------------------------------------------------------------------------------------------------- Page Total 1,464,961,962 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- CH ENERGY GROUP INC 148,432 100 11,400 -------------------------------------------------------- C H ROBINSON WORLDWI 736,522 3,700 40,790 -------------------------------------------------------- CIGNA CORP 3,297,073 55,384 460,461 -------------------------------------------------------- CKE RESTAURANTS INC 45,207 -------------------------------------------------------- CLECO CORP NEW 573,847 1,400 43,300 -------------------------------------------------------- CMGI INC 1,712,775 20,515 164,800 -------------------------------------------------------- CMS ENERGY CORP 2,384,673 37,339 239,798 -------------------------------------------------------- CPI CORP 62,363 6,200 -------------------------------------------------------- CPB INC 61,947 4,800 -------------------------------------------------------- CSS INDS INC 37,196 3,000 -------------------------------------------------------- CSK AUTO CORP 204,146 11,900 -------------------------------------------------------- CNA FINL CORP 310,063 2,200 15,600 -------------------------------------------------------- CNA SURETY CORP 156,877 10,400 -------------------------------------------------------- CNF INC 841,336 4,300 30,700 -------------------------------------------------------- CNET NETWORKS INC 788,543 7,100 70,700 -------------------------------------------------------- CRH PLC 425,500 7,300 -------------------------------------------------------- CSG SYS INTL INC 493,568 2,800 30,000 -------------------------------------------------------- CSX CORP 3,919,239 72,009 534,861 -------------------------------------------------------- CTC COMMUNICATIONS G 27,894 11,400 -------------------------------------------------------- CT COMMUNICATIONS IN 141,541 11,800 -------------------------------------------------------- CTS CORP 248,914 17,600 -------------------------------------------------------- CUNO INC 138,590 12,700 -------------------------------------------------------- CVB FINL CORP 241,098 14,190 -------------------------------------------------------- CVS CORP 8,137,622 215,104 1,155,278 -------------------------------------------------------- CV THERAPEUTICS INC 224,137 2,825 10,100 -------------------------------------------------------- CABLE & WIRELESS PUB 337,368 5,535 -------------------------------------------------------- CABLEVISION SYS CORP 590,933 7,627 76,273 -------------------------------------------------------- CABLEVISION SYS CORP 254,629 4,063 28,650 -------------------------------------------------------- CABLE DESIGN TECHNOL 489,630 28,000 -------------------------------------------------------- CACHEFLOW INC 172,282 2,000 10,200 -------------------------------------------------------- CABOT CORP 631,741 1,751,039 72,365 -------------------------------------------------------- CABOT MICROELECTRONI 358,871 428,212 15,100 -------------------------------------------------------- CABOT OIL & GAS CORP 264,745 39,986 18,000 -------------------------------------------------------- CACI INTL INC 358,630 12,000 -------------------------------------------------------- CADBURY SCHWEPPES PL 29,271 -------------------------------------------------------- CADENCE DESIGN SYSTE 2,825,737 18,080 326,904 -------------------------------------------------------- CADIZ INC 281,116 25,100 -------------------------------------------------------- CADMUS COMMUNICATION 25,115 -------------------------------------------------------- CAL DIVE INTL INC 268,758 20,200 -------------------------------------------------------- CALGON CARBON CORP 287,700 32,800 -------------------------------------------------------- CALIFORNIA FIRST NTN 23,920 -------------------------------------------------------- CALIFORNIA PIZZA KIT 127,392 9,200 -------------------------------------------------------- CALIFORNIA WTR SVC G 118,771 9,800 -------------------------------------------------------- CALIPER TECHNOLOGIES 182,423 13,200 -------------------------------------------------------- CALLAWAY GOLF CO 1,035,932 6,800 50,300 -------------------------------------------------------- CALLON PETE CO DEL 67,898 7,200 -------------------------------------------------------- CALPINE CORP 5,548,961 91,819 731,115 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 12 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- CAMBREX CORP COM 13201110 10,830,894 248,415 231,995 16,320 100 ------------------------------------------------------------------------------------------------------- CAMCO FINL CORP COM 13261810 256,565 20,202 20,202 ------------------------------------------------------------------------------------------------------- CAMDEN PPTY TR SH BEN INT 13313110 24,544,299 668,782 626,047 42,735 ------------------------------------------------------------------------------------------------------- CAMINUS CORP COM 13376610 1,914,980 83,260 83,260 ------------------------------------------------------------------------------------------------------- CAMPBELL SOUP CO COM 13442910 237,239,159 7,942,389 7,907,268 23,569 11,552 ------------------------------------------------------------------------------------------------------- CDN IMPERIAL BK OF C COM 13606910 674,019 19,605 19,605 ------------------------------------------------------------------------------------------------------- CANADIAN NATL RY CO COM 13637510 527,748 10,931 10,931 ------------------------------------------------------------------------------------------------------- CANON INC ADR 13800630 23,609,824 673,412 267,138 406,274 ------------------------------------------------------------------------------------------------------- CAPITAL CITY BK GROU COM 13967410 1,450,213 59,852 59,852 ------------------------------------------------------------------------------------------------------- CAPITAL AUTOMOTIVE R COM SH BEN 13973310 6,903,441 347,081 346,981 100 ------------------------------------------------------------------------------------------------------- CAPITAL ONE FINL COR COM 14040H10 216,859,092 4,019,631 3,971,110 46,081 2,440 ------------------------------------------------------------------------------------------------------- CAPITOL FED FINL COM 14057C10 6,663,631 319,752 319,752 ------------------------------------------------------------------------------------------------------- CAPITOL TRANSAMERICA COM 14064010 1,407,577 85,567 85,567 ------------------------------------------------------------------------------------------------------- CAPSTONE TURBINE COR COM 14067D10 2,274,710 420,464 419,784 620 60 ------------------------------------------------------------------------------------------------------- CAPSTEAD MTG CORP COM NO PAR 14067E50 2,212,807 94,162 94,112 50 ------------------------------------------------------------------------------------------------------- CARBO CERAMICS INC COM 14078110 2,623,994 67,007 66,607 400 ------------------------------------------------------------------------------------------------------- CARAUSTAR INDS INC COM 14090910 5,630,916 812,542 269,666 542,876 ------------------------------------------------------------------------------------------------------- CARDINAL HEALTH INC COM 14149Y10 683,167,687 10,565,538 10,192,949 335,276 37,313 ------------------------------------------------------------------------------------------------------- CARDIODYNAMICS INTL COM 14159710 1,720,331 260,262 260,262 ------------------------------------------------------------------------------------------------------- CAREER EDUCATION COR COM 14166510 13,721,324 400,272 399,192 1,080 ------------------------------------------------------------------------------------------------------- CAREMARK RX INC COM 14170510 33,595,028 2,059,781 1,463,099 596,220 462 ------------------------------------------------------------------------------------------------------- CARLISLE COS INC COM 14233910 16,702,053 451,651 451,451 200 ------------------------------------------------------------------------------------------------------- CARLTON COMMUNICATIO ADR 14287220 352,728 19,596 19,596 ------------------------------------------------------------------------------------------------------- CARNIVAL CORP COM 14365810 263,806,714 9,394,826 9,316,907 71,519 6,400 ------------------------------------------------------------------------------------------------------- CARRIAGE SVCS INC CL A 14390510 272,986 51,800 51,800 ------------------------------------------------------------------------------------------------------- CARPENTER TECHNOLOGY COM 14428510 45,404,962 1,705,671 265,200 1,440,471 ------------------------------------------------------------------------------------------------------- CARRAMERICA RLTY COR COM 14441810 18,945,451 629,417 628,927 490 ------------------------------------------------------------------------------------------------------- CARREKER CORP COM 14443310 781,065 132,384 132,384 ------------------------------------------------------------------------------------------------------- CARRIER ACCESS CORP COM 14446010 262,183 89,789 89,789 ------------------------------------------------------------------------------------------------------- CASCADE CORP COM 14719510 475,163 39,564 39,564 ------------------------------------------------------------------------------------------------------- CASCADE NAT GAS CORP COM 14733910 2,328,546 105,603 105,603 ------------------------------------------------------------------------------------------------------- CASELLA WASTE SYS IN CL A 14744810 2,588,654 174,791 174,771 20 ------------------------------------------------------------------------------------------------------- CASEYS GEN STORES IN COM 14752810 9,494,801 637,235 636,715 520 ------------------------------------------------------------------------------------------------------- CASH AMER INTL INC COM 14754D10 1,721,479 202,527 202,527 ------------------------------------------------------------------------------------------------------- CASS INFORMATION SYS COM 14808P10 1,310,603 53,494 53,494 ------------------------------------------------------------------------------------------------------- CASTLE A M & CO COM 14841110 454,403 55,415 55,415 ------------------------------------------------------------------------------------------------------- CATALINA MARKETING C COM 14886710 20,534,661 591,777 589,357 520 1,900 ------------------------------------------------------------------------------------------------------- CATALYTICA ENERGY SY COM 14888410 629,928 137,840 137,840 ------------------------------------------------------------------------------------------------------- CATAPULT COMMUNICATI COM 14901610 1,169,494 44,877 44,877 ------------------------------------------------------------------------------------------------------- CATELLUS DEV CORP COM 14911110 17,816,922 968,311 825,146 143,165 ------------------------------------------------------------------------------------------------------- CATERPILLAR INC DEL COM 14912310 490,253,024 9,382,833 9,279,142 67,786 35,905 ------------------------------------------------------------------------------------------------------- CATHAY BANCORP INC COM 14915010 5,056,491 78,946 71,946 7,000 ------------------------------------------------------------------------------------------------------- CATO CORP NEW CL A 14920510 2,609,844 138,087 138,087 ------------------------------------------------------------------------------------------------------- CEDAR FAIR L P DEPOSITRY 15018510 1,042,419 42,050 35,050 7,000 ------------------------------------------------------------------------------------------------------- CELL GENESYS INC COM 15092110 8,285,524 356,520 356,020 400 100 ------------------------------------------------------------------------------------------------------- CELERITEK INC COM 15092610 1,422,339 106,224 106,124 100 ------------------------------------------------------------------------------------------------------- CELL THERAPEUTICS IN COM 15093410 7,410,352 306,974 306,574 400 ------------------------------------------------------------------------------------------------------- Page Total 2,198,961,028 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- CAMBREX CORP 234,315 100 14,000 -------------------------------------------------------- CAMCO FINL CORP 20,202 -------------------------------------------------------- CAMDEN PPTY TR 644,482 24,300 -------------------------------------------------------- CAMINUS CORP 77,560 5,700 -------------------------------------------------------- CAMPBELL SOUP CO 6,662,853 292,359 987,177 -------------------------------------------------------- CDN IMPERIAL BK OF C 19,605 -------------------------------------------------------- CANADIAN NATL RY CO 9,942 989 -------------------------------------------------------- CANON INC 662,312 11,100 -------------------------------------------------------- CAPITAL CITY BK GROU 55,652 4,200 -------------------------------------------------------- CAPITAL AUTOMOTIVE R 335,881 11,200 -------------------------------------------------------- CAPITAL ONE FINL COR 3,493,003 61,476 465,152 -------------------------------------------------------- CAPITOL FED FINL 307,052 12,700 -------------------------------------------------------- CAPITOL TRANSAMERICA 82,567 3,000 -------------------------------------------------------- CAPSTONE TURBINE COR 375,404 5,560 39,500 -------------------------------------------------------- CAPSTEAD MTG CORP 88,862 50 5,250 -------------------------------------------------------- CARBO CERAMICS INC 63,707 3,300 -------------------------------------------------------- CARAUSTAR INDS INC 785,342 27,200 -------------------------------------------------------- CARDINAL HEALTH INC 9,072,941 316,914 1,175,683 -------------------------------------------------------- CARDIODYNAMICS INTL 254,562 5,700 -------------------------------------------------------- CAREER EDUCATION COR 369,572 30,700 -------------------------------------------------------- CAREMARK RX INC 1,266,591 606,662 186,528 -------------------------------------------------------- CARLISLE COS INC 431,142 20,509 -------------------------------------------------------- CARLTON COMMUNICATIO 19,596 -------------------------------------------------------- CARNIVAL CORP 8,301,279 149,500 944,047 -------------------------------------------------------- CARRIAGE SVCS INC 51,800 -------------------------------------------------------- CARPENTER TECHNOLOGY 252,800 1,440,471 12,400 -------------------------------------------------------- CARRAMERICA RLTY COR 589,917 3,100 36,400 -------------------------------------------------------- CARREKER CORP 125,384 7,000 -------------------------------------------------------- CARRIER ACCESS CORP 89,789 -------------------------------------------------------- CASCADE CORP 39,564 -------------------------------------------------------- CASCADE NAT GAS CORP 94,303 11,300 -------------------------------------------------------- CASELLA WASTE SYS IN 162,871 20 11,900 -------------------------------------------------------- CASEYS GEN STORES IN 607,635 29,600 -------------------------------------------------------- CASH AMER INTL INC 186,527 16,000 -------------------------------------------------------- CASS INFORMATION SYS 53,494 -------------------------------------------------------- CASTLE A M & CO 55,415 -------------------------------------------------------- CATALINA MARKETING C 564,777 3,700 23,300 -------------------------------------------------------- CATALYTICA ENERGY SY 129,840 8,000 -------------------------------------------------------- CATAPULT COMMUNICATI 43,877 1,000 -------------------------------------------------------- CATELLUS DEV CORP 892,211 8,700 67,400 -------------------------------------------------------- CATERPILLAR INC DEL 8,407,507 141,041 834,285 -------------------------------------------------------- CATHAY BANCORP INC 65,546 7,000 6,400 -------------------------------------------------------- CATO CORP NEW 129,487 8,600 -------------------------------------------------------- CEDAR FAIR L P 42,050 -------------------------------------------------------- CELL GENESYS INC 334,320 100 22,100 -------------------------------------------------------- CELERITEK INC 97,824 100 8,300 -------------------------------------------------------- CELL THERAPEUTICS IN 288,774 18,200 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 13 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- CELGENE CORP COM 15102010 15,206,496 476,394 474,574 1,720 100 ------------------------------------------------------------------------------------------------------- CELL PATHWAYS INC NE COM 15114R10 1,613,314 231,798 231,798 ------------------------------------------------------------------------------------------------------- CEMEX S A SPON ADR 5 15129088 1,591,445 64,431 64,431 ------------------------------------------------------------------------------------------------------- CENDANT CORP COM 15131310 405,359,937 20,671,083 20,566,163 67,985 36,935 ------------------------------------------------------------------------------------------------------- CENTENNIAL BANCORP COM 15133T10 1,395,181 189,049 189,049 ------------------------------------------------------------------------------------------------------- CENTENNIAL COMMUNCTN CL A NEW 15133V20 1,706,055 166,607 166,607 ------------------------------------------------------------------------------------------------------- CENTER TR INC COM 15184510 416,840 98,080 98,080 ------------------------------------------------------------------------------------------------------- CENTERPOINT PPTYS TR SH BEN INT 15189510 22,017,426 442,117 391,692 50,425 ------------------------------------------------------------------------------------------------------- CENTEX CONSTRUCTION COM 15231R10 2,203,052 68,738 68,538 200 ------------------------------------------------------------------------------------------------------- CENTEX CORP COM 15231210 72,364,258 1,267,547 1,264,937 2,510 100 ------------------------------------------------------------------------------------------------------- CENTILLIUM COMMUNICA COM 15231910 1,810,653 230,363 230,363 ------------------------------------------------------------------------------------------------------- CENTRA SOFTWARE INC COM 15234X10 1,511,904 188,988 188,308 680 ------------------------------------------------------------------------------------------------------- CENTRAL COAST BANCOR COM 15314510 1,014,904 46,132 46,132 ------------------------------------------------------------------------------------------------------- CENTRAL PKG CORP COM 15478510 3,371,598 171,670 171,570 100 ------------------------------------------------------------------------------------------------------- CENTRAL VT PUB SVC C COM 15577110 3,237,645 193,871 193,871 ------------------------------------------------------------------------------------------------------- CENTURY ALUM CO COM 15643110 1,546,620 115,765 115,765 ------------------------------------------------------------------------------------------------------- CENTURY BANCORP INC CL A NON V 15643210 1,080,000 54,000 54,000 ------------------------------------------------------------------------------------------------------- CENTURY BUSINESS SVC COM 15649010 1,647,092 716,127 666,127 50,000 ------------------------------------------------------------------------------------------------------- CEPHEID COM 15670R10 238,560 56,800 51,800 5,000 ------------------------------------------------------------------------------------------------------- CENTURYTEL INC COM 15670010 101,503,470 3,094,618 2,818,177 215,755 60,686 ------------------------------------------------------------------------------------------------------- CEPHALON INC COM 15670810 21,608,088 285,878 282,840 2,978 60 ------------------------------------------------------------------------------------------------------- CERIDIAN CORP NEW COM 15677910 30,921,675 1,649,156 1,632,046 16,810 300 ------------------------------------------------------------------------------------------------------- CERNER CORP COM 15678210 11,738,592 235,101 233,489 1,612 ------------------------------------------------------------------------------------------------------- CERTEGY INC COM 15688010 30,715,084 897,577 892,564 3,813 1,200 ------------------------------------------------------------------------------------------------------- CERUS CORP COM 15708510 4,827,219 105,513 105,513 ------------------------------------------------------------------------------------------------------- CHAMPION ENTERPRISES COM 15849610 5,939,242 482,473 482,373 100 ------------------------------------------------------------------------------------------------------- CHAMPIONSHIP AUTO RA COM 15871110 1,822,980 113,299 113,059 240 ------------------------------------------------------------------------------------------------------- CHARLES RIVER ASSOCI COM 15985210 246,102 12,005 12,005 ------------------------------------------------------------------------------------------------------- CHARLES RIV LABS INT COM 15986410 13,616,952 406,719 388,019 18,700 ------------------------------------------------------------------------------------------------------- CHARTER ONE FINL INC COM 16090310 123,229,234 4,538,830 4,521,898 15,023 1,909 ------------------------------------------------------------------------------------------------------- CHARTER MUN MTG ACCE SH BEN INT 16090810 4,844,011 298,093 298,073 20 ------------------------------------------------------------------------------------------------------- CHARLOTTE RUSSE HLDG COM 16104810 3,310,532 177,890 177,890 ------------------------------------------------------------------------------------------------------- CHARMING SHOPPES INC COM 16113310 4,898,018 922,414 922,414 ------------------------------------------------------------------------------------------------------- CHARTER COMMUNICATIO CL A 16117M10 15,296,872 931,033 927,893 3,140 ------------------------------------------------------------------------------------------------------- CHARTERED SEMICONDUC ADR 16133R10 7,139,270 270,028 20,430 249,598 ------------------------------------------------------------------------------------------------------- CHATEAU CMNTYS INC COM 16172610 8,705,115 291,141 291,141 ------------------------------------------------------------------------------------------------------- CHECKFREE CORP NEW COM 16281310 11,578,842 643,269 643,019 50 200 ------------------------------------------------------------------------------------------------------- CHECKPOINT SYS INC COM 16282510 3,952,236 294,943 293,943 1,000 ------------------------------------------------------------------------------------------------------- CHEESECAKE FACTORY I COM 16307210 12,739,102 366,382 361,520 4,712 150 ------------------------------------------------------------------------------------------------------- CHELSEA PPTY GROUP I COM 16342110 20,679,054 421,162 369,312 51,850 ------------------------------------------------------------------------------------------------------- CHEMED CORP COM 16359610 4,180,785 123,327 123,327 ------------------------------------------------------------------------------------------------------- CHEMFIRST INC COM 16361A10 2,429,814 101,369 101,369 ------------------------------------------------------------------------------------------------------- CHEMICAL FINL CORP COM 16373110 6,195,587 205,424 205,424 ------------------------------------------------------------------------------------------------------- CHESAPEAKE CORP COM 16515910 4,079,115 146,678 146,498 100 80 ------------------------------------------------------------------------------------------------------- CHESAPEAKE ENERGY CO COM 16516710 8,232,715 1,245,494 1,241,694 3,800 ------------------------------------------------------------------------------------------------------- CHEVRONTEXACO CORP COM 16676410 4,106,083,970 45,821,716 29,062,251 16,562,738 196,727 ------------------------------------------------------------------------------------------------------- CHICOS FAS INC COM 16861510 12,565,685 316,516 282,311 27,445 6,760 ------------------------------------------------------------------------------------------------------- Page Total 5,122,412,341 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- CELGENE CORP 422,794 6,300 47,300 -------------------------------------------------------- CELL PATHWAYS INC NE 227,298 4,500 -------------------------------------------------------- CEMEX S A 59,012 5,419 -------------------------------------------------------- CENDANT CORP 17,863,888 338,484 2,468,711 -------------------------------------------------------- CENTENNIAL BANCORP 185,164 3,885 -------------------------------------------------------- CENTENNIAL COMMUNCTN 162,007 4,600 -------------------------------------------------------- CENTER TR INC 98,080 -------------------------------------------------------- CENTERPOINT PPTYS TR 428,417 13,700 -------------------------------------------------------- CENTEX CONSTRUCTION 64,338 4,400 -------------------------------------------------------- CENTEX CORP 1,095,563 18,966 153,018 -------------------------------------------------------- CENTILLIUM COMMUNICA 214,663 15,700 -------------------------------------------------------- CENTRA SOFTWARE INC 175,788 13,200 -------------------------------------------------------- CENTRAL COAST BANCOR 45,032 1,100 -------------------------------------------------------- CENTRAL PKG CORP 164,070 7,600 -------------------------------------------------------- CENTRAL VT PUB SVC C 186,671 7,200 -------------------------------------------------------- CENTURY ALUM CO 107,965 7,800 -------------------------------------------------------- CENTURY BANCORP INC 54,000 -------------------------------------------------------- CENTURY BUSINESS SVC 669,327 46,800 -------------------------------------------------------- CEPHEID 51,800 5,000 -------------------------------------------------------- CENTURYTEL INC 2,768,394 95,528 230,696 -------------------------------------------------------- CEPHALON INC 255,318 2,560 28,000 -------------------------------------------------------- CERIDIAN CORP NEW 1,388,327 7,330 253,499 -------------------------------------------------------- CERNER CORP 216,101 2,200 16,800 -------------------------------------------------------- CERTEGY INC 790,396 5,120 102,061 -------------------------------------------------------- CERUS CORP 98,813 6,700 -------------------------------------------------------- CHAMPION ENTERPRISES 438,973 100 43,400 -------------------------------------------------------- CHAMPIONSHIP AUTO RA 104,799 8,500 -------------------------------------------------------- CHARLES RIVER ASSOCI 12,005 -------------------------------------------------------- CHARLES RIV LABS INT 382,919 23,800 -------------------------------------------------------- CHARTER ONE FINL INC 4,000,218 73,919 464,693 -------------------------------------------------------- CHARTER MUN MTG ACCE 282,673 20 15,400 -------------------------------------------------------- CHARLOTTE RUSSE HLDG 164,990 12,900 -------------------------------------------------------- CHARMING SHOPPES INC 829,814 92,600 -------------------------------------------------------- CHARTER COMMUNICATIO 852,508 7,600 70,925 -------------------------------------------------------- CHARTERED SEMICONDUC 265,488 4,540 -------------------------------------------------------- CHATEAU CMNTYS INC 276,841 14,300 -------------------------------------------------------- CHECKFREE CORP NEW 590,369 5,100 47,800 -------------------------------------------------------- CHECKPOINT SYS INC 276,843 18,100 -------------------------------------------------------- CHEESECAKE FACTORY I 339,882 150 26,350 -------------------------------------------------------- CHELSEA PPTY GROUP I 412,262 8,900 -------------------------------------------------------- CHEMED CORP 116,327 7,000 -------------------------------------------------------- CHEMFIRST INC 94,669 6,700 -------------------------------------------------------- CHEMICAL FINL CORP 191,249 14,175 -------------------------------------------------------- CHESAPEAKE CORP 135,298 80 11,300 -------------------------------------------------------- CHESAPEAKE ENERGY CO 1,165,694 79,800 -------------------------------------------------------- CHEVRONTEXACO CORP 26,261,162 16,861,327 2,699,227 -------------------------------------------------------- CHICOS FAS INC 295,656 6,760 14,100 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 14 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- CHILE FD INC COM 16883410 236,942 28,107 28,107 ------------------------------------------------------------------------------------------------------- CHILES OFFSHORE INC COM 16888M10 1,776,554 89,319 89,319 ------------------------------------------------------------------------------------------------------- CHILDRENS PL RETAIL COM 16890510 3,075,552 113,280 113,080 200 ------------------------------------------------------------------------------------------------------- CHIPPAC INC CL A 16965710 2,200,586 296,575 296,575 ------------------------------------------------------------------------------------------------------- CHOICE HOTELS INTL I COM 16990510 6,905,616 311,766 309,816 1,800 150 ------------------------------------------------------------------------------------------------------- CHIRON CORP COM 17004010 160,166,020 3,653,422 3,644,360 7,397 1,665 ------------------------------------------------------------------------------------------------------- CHITTENDEN CORP COM 17022810 9,663,312 350,120 333,825 7,422 8,873 ------------------------------------------------------------------------------------------------------- CHOICE ONE COMMUNICA COM 17038P10 262,808 75,088 74,483 605 ------------------------------------------------------------------------------------------------------- CHOICEPOINT INC COM 17038810 35,259,710 695,595 693,019 2,326 250 ------------------------------------------------------------------------------------------------------- CHORDIANT SOFTWARE I COM 17040410 2,038,351 257,693 257,693 ------------------------------------------------------------------------------------------------------- CHRISTOPHER & BANKS COM 17104610 6,717,760 196,139 196,139 ------------------------------------------------------------------------------------------------------- CHUBB CORP COM 17123210 263,893,812 3,824,548 3,754,569 36,307 33,672 ------------------------------------------------------------------------------------------------------- CHURCH & DWIGHT INC COM 17134010 20,754,303 779,358 779,258 100 ------------------------------------------------------------------------------------------------------- CHURCHILL DOWNS INC COM 17148410 1,213,651 32,828 32,828 ------------------------------------------------------------------------------------------------------- CIBER INC COM 17163B10 4,336,595 458,899 456,628 2,271 ------------------------------------------------------------------------------------------------------- CIENA CORP COM 17177910 93,519,169 6,535,232 6,525,822 7,990 1,420 ------------------------------------------------------------------------------------------------------- CIMA LABS INC COM 17179610 4,547,163 125,786 125,766 20 ------------------------------------------------------------------------------------------------------- CINCINNATI FINL CORP COM 17206210 127,979,592 3,354,642 3,347,668 6,754 220 ------------------------------------------------------------------------------------------------------- CINERGY CORP COM 17247410 119,291,578 3,568,399 3,561,131 6,488 780 ------------------------------------------------------------------------------------------------------- CIPHERGEN BIOSYSTEMS COM 17252Y10 1,232,736 154,092 154,092 ------------------------------------------------------------------------------------------------------- CIRCOR INTL INC COM 17273K10 1,332,016 72,196 72,196 ------------------------------------------------------------------------------------------------------- CIRCUIT CITY STORE I CIRCT CITY 17273710 130,533,274 5,030,184 5,021,076 8,948 160 ------------------------------------------------------------------------------------------------------- CIRCUIT CITY STORE I CARMAX GRO 17273730 7,063,953 310,640 310,640 ------------------------------------------------------------------------------------------------------- CISCO SYS INC COM 17275R10 3,095,877,316 170,948,499 165,577,603 3,776,447 1,594,449 ------------------------------------------------------------------------------------------------------- CIRRUS LOGIC INC COM 17275510 10,235,875 774,272 771,962 2,110 200 ------------------------------------------------------------------------------------------------------- CINTAS CORP COM 17290810 153,280,464 3,193,343 3,175,241 5,102 13,000 ------------------------------------------------------------------------------------------------------- CITIGROUP INC COM 17296710 11,354,924,102 224,939,067 222,308,843 2,054,325 575,899 ------------------------------------------------------------------------------------------------------- CITIZENS BKG CORP MI COM 17442010 14,201,957 431,933 430,933 1,000 ------------------------------------------------------------------------------------------------------- CITIZENS COMMUNICATI COM 17453B10 59,253,524 5,558,492 5,519,582 38,710 200 ------------------------------------------------------------------------------------------------------- CITIZENS INC CL A 17474010 2,023,278 159,943 159,943 ------------------------------------------------------------------------------------------------------- CITRIX SYS INC COM 17737610 100,419,512 4,431,576 4,424,256 7,100 220 ------------------------------------------------------------------------------------------------------- CITY BK LYNNWOOD WAS COM 17770A10 1,845,327 77,017 77,017 ------------------------------------------------------------------------------------------------------- CITY HLDG CO COM 17783510 1,807,372 150,114 149,914 200 ------------------------------------------------------------------------------------------------------- CITY NATL CORP COM 17856610 24,935,818 532,248 531,698 550 ------------------------------------------------------------------------------------------------------- CLAIRES STORES INC COM 17958410 8,564,916 567,213 566,733 280 200 ------------------------------------------------------------------------------------------------------- CLARCOR INC COM 17989510 7,714,781 284,154 284,054 100 ------------------------------------------------------------------------------------------------------- CLARK / BARDES INC COM 18066810 2,195,110 87,004 87,004 ------------------------------------------------------------------------------------------------------- CLAYTON HOMES INC COM 18419010 19,074,468 1,115,466 1,112,696 1,850 920 ------------------------------------------------------------------------------------------------------- CLEAR CHANNEL COMMUN COM 18450210 628,891,942 12,353,014 12,167,082 173,415 12,517 ------------------------------------------------------------------------------------------------------- CLEVELAND CLIFFS INC COM 18589610 1,842,389 100,677 100,577 100 ------------------------------------------------------------------------------------------------------- CLICK COMMERCE INC COM 18681D10 507,006 160,445 160,445 ------------------------------------------------------------------------------------------------------- CLOROX CO DEL COM 18905410 206,152,595 5,212,455 5,195,055 7,720 9,680 ------------------------------------------------------------------------------------------------------- CLOSURE MED CORP COM 18909310 1,250,016 53,511 53,511 ------------------------------------------------------------------------------------------------------- COACH INC COM 18975410 34,370,030 881,735 876,100 5,251 384 ------------------------------------------------------------------------------------------------------- COACHMEN INDS INC COM 18987310 1,576,608 131,384 131,384 ------------------------------------------------------------------------------------------------------- COASTAL BANCORP INC COM 19041P10 1,051,728 36,392 36,392 ------------------------------------------------------------------------------------------------------- COBALT CORP COM 19074W10 554,868 86,970 86,970 ------------------------------------------------------------------------------------------------------- Page Total 16,736,552,055 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- CHILE FD INC 28,107 -------------------------------------------------------- CHILES OFFSHORE INC 87,219 2,100 -------------------------------------------------------- CHILDRENS PL RETAIL 104,880 8,400 -------------------------------------------------------- CHIPPAC INC 276,375 20,200 -------------------------------------------------------- CHOICE HOTELS INTL I 289,416 150 22,200 -------------------------------------------------------- CHIRON CORP 3,169,407 149,791 334,224 -------------------------------------------------------- CHITTENDEN CORP 311,921 8,873 29,326 -------------------------------------------------------- CHOICE ONE COMMUNICA 75,088 -------------------------------------------------------- CHOICEPOINT INC 650,019 3,650 41,926 -------------------------------------------------------- CHORDIANT SOFTWARE I 257,693 -------------------------------------------------------- CHRISTOPHER & BANKS 182,639 13,500 -------------------------------------------------------- CHUBB CORP 3,259,582 81,455 483,511 -------------------------------------------------------- CHURCH & DWIGHT INC 741,758 37,600 -------------------------------------------------------- CHURCHILL DOWNS INC 31,128 1,700 -------------------------------------------------------- CIBER INC 425,999 32,900 -------------------------------------------------------- CIENA CORP 5,692,476 95,320 747,436 -------------------------------------------------------- CIMA LABS INC 116,666 20 9,100 -------------------------------------------------------- CINCINNATI FINL CORP 2,918,940 39,565 396,137 -------------------------------------------------------- CINERGY CORP 3,123,001 52,099 393,299 -------------------------------------------------------- CIPHERGEN BIOSYSTEMS 154,092 -------------------------------------------------------- CIRCOR INTL INC 70,496 1,700 -------------------------------------------------------- CIRCUIT CITY STORE I 4,314,347 52,482 663,355 -------------------------------------------------------- CIRCUIT CITY STORE I 288,040 22,600 -------------------------------------------------------- CISCO SYS INC 142,880,875 6,703,528 21,364,096 -------------------------------------------------------- CIRRUS LOGIC INC 726,272 5,900 42,100 -------------------------------------------------------- CINTAS CORP 2,710,260 130,573 352,510 -------------------------------------------------------- CITIGROUP INC 101,840,314 109,717,341 13,381,412 -------------------------------------------------------- CITIZENS BKG CORP MI 401,133 30,800 -------------------------------------------------------- CITIZENS COMMUNICATI 4,896,504 75,285 586,703 -------------------------------------------------------- CITIZENS INC 156,343 3,600 -------------------------------------------------------- CITRIX SYS INC 3,853,282 132,221 446,073 -------------------------------------------------------- CITY BK LYNNWOOD WAS 71,117 5,900 -------------------------------------------------------- CITY HLDG CO 147,114 3,000 -------------------------------------------------------- CITY NATL CORP 504,748 2,000 25,500 -------------------------------------------------------- CLAIRES STORES INC 528,013 200 39,000 -------------------------------------------------------- CLARCOR INC 260,104 24,050 -------------------------------------------------------- CLARK / BARDES INC 81,804 5,200 -------------------------------------------------------- CLAYTON HOMES INC 1,040,246 9,420 65,800 -------------------------------------------------------- CLEAR CHANNEL COMMUN 10,783,108 186,084 1,383,822 -------------------------------------------------------- CLEVELAND CLIFFS INC 94,477 6,200 -------------------------------------------------------- CLICK COMMERCE INC 149,745 10,700 -------------------------------------------------------- CLOROX CO DEL 4,372,571 185,850 654,034 -------------------------------------------------------- CLOSURE MED CORP 50,211 3,300 -------------------------------------------------------- COACH INC 841,817 4,084 35,834 -------------------------------------------------------- COACHMEN INDS INC 123,084 8,300 -------------------------------------------------------- COASTAL BANCORP INC 35,492 900 -------------------------------------------------------- COBALT CORP 86,970 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 15 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- COBIZ INC COM 19089710 799,173 59,198 59,198 ------------------------------------------------------------------------------------------------------- COCA COLA BOTTLING C COM 19109810 1,083,666 28,623 28,623 ------------------------------------------------------------------------------------------------------- COCA COLA CO COM 19121610 2,635,232,690 55,890,407 53,187,101 1,359,320 1,343,986 ------------------------------------------------------------------------------------------------------- COCA COLA ENTERPRISE COM 19121910 139,999,101 7,391,716 7,380,956 10,130 630 ------------------------------------------------------------------------------------------------------- COCA-COLA FEMSA S A SPON ADR R 19124110 1,093,554 54,487 54,487 ------------------------------------------------------------------------------------------------------- COGNEX CORP COM 19242210 7,854,971 306,715 294,155 460 12,100 ------------------------------------------------------------------------------------------------------- COGNIZANT TECHNOLOGY CL A 19244610 9,337,661 227,859 227,859 ------------------------------------------------------------------------------------------------------- COHERENT INC COM 19247910 7,955,344 257,288 256,878 410 ------------------------------------------------------------------------------------------------------- COHU INC COM 19257610 5,481,553 277,547 277,527 20 ------------------------------------------------------------------------------------------------------- COINSTAR INC COM 19259P30 4,913,275 196,531 196,491 40 ------------------------------------------------------------------------------------------------------- COLDWATER CREEK INC COM 19306810 949,118 44,812 44,812 ------------------------------------------------------------------------------------------------------- COLE NATIONAL CORP N CL A 19329010 1,641,429 99,180 99,180 ------------------------------------------------------------------------------------------------------- COLE KENNETH PRODTNS CL A 19329410 1,714,652 96,873 96,873 ------------------------------------------------------------------------------------------------------- COLES MYER LTD SPON ADR N 19387040 411,507 12,050 12,050 ------------------------------------------------------------------------------------------------------- COLGATE PALMOLIVE CO COM 19416210 704,160,245 12,193,251 11,711,533 412,164 69,554 ------------------------------------------------------------------------------------------------------- COLLINS & AIKMAN COR COM 19483010 7,764,949 1,008,435 1,008,435 ------------------------------------------------------------------------------------------------------- COLONIAL BANCGROUP I COM 19549330 31,074,240 2,205,411 2,188,835 16,576 ------------------------------------------------------------------------------------------------------- COLONIAL PPTYS TR COM SH BEN 19587210 6,627,162 212,750 212,750 ------------------------------------------------------------------------------------------------------- COLUMBIA BKG SYS INC COM 19723610 1,421,001 108,889 108,889 ------------------------------------------------------------------------------------------------------- COLUMBIA LABS INC COM 19777910 730,772 211,818 211,818 ------------------------------------------------------------------------------------------------------- COLUMBIA SPORTSWEAR COM 19851610 2,838,924 85,253 84,703 550 ------------------------------------------------------------------------------------------------------- COMARCO INC COM 20008010 372,100 24,400 24,400 ------------------------------------------------------------------------------------------------------- COMCAST CORP CL A 20030010 1,535,868 42,663 41,363 700 600 ------------------------------------------------------------------------------------------------------- COMCAST CORP CL A SPL 20030020 734,917,644 20,414,379 19,941,655 423,391 49,333 ------------------------------------------------------------------------------------------------------- COMDISCO INC COM 20033610 507,788 976,517 976,097 420 ------------------------------------------------------------------------------------------------------- COMERICA INC COM 20034010 238,780,388 4,167,197 3,999,261 160,616 7,320 ------------------------------------------------------------------------------------------------------- COMMERCE BANCORP INC COM 20051910 15,441,107 392,504 389,262 1,542 1,700 ------------------------------------------------------------------------------------------------------- COMMERCE BANCSHARES COM 20052510 22,327,584 572,649 530,397 39,858 2,394 ------------------------------------------------------------------------------------------------------- COMMERCE GROUP INC M COM 20064110 12,698,024 336,907 300,407 36,500 ------------------------------------------------------------------------------------------------------- COMMERCE ONE INC DEL COM 20069310 9,615,645 2,693,458 2,573,149 79,590 40,719 ------------------------------------------------------------------------------------------------------- COMMERCIAL FEDERAL C COM 20164710 17,387,579 739,897 739,797 100 ------------------------------------------------------------------------------------------------------- COMMERCIAL METALS CO COM 20172310 3,866,514 110,535 110,402 133 ------------------------------------------------------------------------------------------------------- COMMERCIAL NET LEASE COM 20221810 4,336,111 333,547 333,527 20 ------------------------------------------------------------------------------------------------------- COMMONWEALTH BANCORP COM 20268X10 1,664,727 75,157 75,157 ------------------------------------------------------------------------------------------------------- COMMONWEALTH TEL ENT COM 20334910 7,282,229 160,049 159,649 400 ------------------------------------------------------------------------------------------------------- COMMSCOPE INC COM 20337210 13,090,536 615,446 613,896 1,250 300 ------------------------------------------------------------------------------------------------------- COMMUNITY BK SYS INC COM 20360710 2,672,924 102,020 102,020 ------------------------------------------------------------------------------------------------------- COMMUNITY BKS INC MI COM 20362810 1,888,056 69,928 69,928 ------------------------------------------------------------------------------------------------------- COMMUNITY HEALTH SYS COM 20366810 11,552,341 453,033 425,036 22,567 5,430 ------------------------------------------------------------------------------------------------------- COMMUNITY FIRST BANK COM 20390210 9,525,029 370,768 370,768 ------------------------------------------------------------------------------------------------------- COMMUNITY TR BANCORP COM 20414910 2,247,011 94,611 94,611 ------------------------------------------------------------------------------------------------------- COMPANHIA BRASILEIRA ADR 20440T20 721,732 32,806 32,806 ------------------------------------------------------------------------------------------------------- COMPANHIA SIDERURGIC SPONSORED 20440W10 445,750 27,652 27,652 ------------------------------------------------------------------------------------------------------- COMPANHIA ENERGETICA SP ADR N-V 20440960 347,571 23,987 23,987 ------------------------------------------------------------------------------------------------------- COMPANHIA PARANAENSE SPON ADR P 20441B40 284,955 36,300 36,300 ------------------------------------------------------------------------------------------------------- COMPANHIA DE BEBIDAS SPONSORED 20441W10 411,264 29,376 29,376 ------------------------------------------------------------------------------------------------------- COMPANHIA DE BEBIDAS SPON ADR P 20441W20 1,713,226 84,437 84,437 ------------------------------------------------------------------------------------------------------- Page Total 4,688,718,690 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- COBIZ INC 59,198 -------------------------------------------------------- COCA COLA BOTTLING C 28,023 600 -------------------------------------------------------- COCA COLA CO 46,275,114 3,064,776 6,550,517 -------------------------------------------------------- COCA COLA ENTERPRISE 6,624,644 113,721 653,351 -------------------------------------------------------- COCA-COLA FEMSA S A 27,887 17,000 9,600 -------------------------------------------------------- COGNEX CORP 274,615 12,100 20,000 -------------------------------------------------------- COGNIZANT TECHNOLOGY 223,959 3,900 -------------------------------------------------------- COHERENT INC 239,888 17,400 -------------------------------------------------------- COHU INC 262,747 14,800 -------------------------------------------------------- COINSTAR INC 181,231 15,300 -------------------------------------------------------- COLDWATER CREEK INC 44,812 -------------------------------------------------------- COLE NATIONAL CORP N 96,780 2,400 -------------------------------------------------------- COLE KENNETH PRODTNS 91,573 5,300 -------------------------------------------------------- COLES MYER LTD 12,050 -------------------------------------------------------- COLGATE PALMOLIVE CO 10,447,317 475,628 1,270,306 -------------------------------------------------------- COLLINS & AIKMAN COR 947,235 61,200 -------------------------------------------------------- COLONIAL BANCGROUP I 2,122,011 10,000 73,400 -------------------------------------------------------- COLONIAL PPTYS TR 203,650 9,100 -------------------------------------------------------- COLUMBIA BKG SYS INC 106,579 2,310 -------------------------------------------------------- COLUMBIA LABS INC 196,618 15,200 -------------------------------------------------------- COLUMBIA SPORTSWEAR 78,053 7,200 -------------------------------------------------------- COMARCO INC 24,400 -------------------------------------------------------- COMCAST CORP 41,263 600 800 -------------------------------------------------------- COMCAST CORP 17,587,602 321,595 2,505,182 -------------------------------------------------------- COMDISCO INC 904,117 72,400 -------------------------------------------------------- COMERICA INC 3,611,781 60,506 494,910 -------------------------------------------------------- COMMERCE BANCORP INC 350,404 6,500 35,600 -------------------------------------------------------- COMMERCE BANCSHARES 523,506 7,122 42,021 -------------------------------------------------------- COMMERCE GROUP INC M 320,307 16,600 -------------------------------------------------------- COMMERCE ONE INC DEL 2,471,089 40,719 181,650 -------------------------------------------------------- COMMERCIAL FEDERAL C 704,497 100 35,300 -------------------------------------------------------- COMMERCIAL METALS CO 100,835 9,700 -------------------------------------------------------- COMMERCIAL NET LEASE 311,247 22,300 -------------------------------------------------------- COMMONWEALTH BANCORP 73,257 1,900 -------------------------------------------------------- COMMONWEALTH TEL ENT 152,349 7,700 -------------------------------------------------------- COMMSCOPE INC 583,146 300 32,000 -------------------------------------------------------- COMMUNITY BK SYS INC 97,620 4,400 -------------------------------------------------------- COMMUNITY BKS INC MI 65,628 4,300 -------------------------------------------------------- COMMUNITY HEALTH SYS 420,103 8,730 24,200 -------------------------------------------------------- COMMUNITY FIRST BANK 346,768 24,000 -------------------------------------------------------- COMMUNITY TR BANCORP 88,211 6,400 -------------------------------------------------------- COMPANHIA BRASILEIRA 23,016 9,790 -------------------------------------------------------- COMPANHIA SIDERURGIC 3,415 17,828 6,409 -------------------------------------------------------- COMPANHIA ENERGETICA 6,367 17,620 -------------------------------------------------------- COMPANHIA PARANAENSE 36,300 -------------------------------------------------------- COMPANHIA DE BEBIDAS 29,376 -------------------------------------------------------- COMPANHIA DE BEBIDAS 6,310 78,127 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 16 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- COMPANHIA VALE DO RI SPON ADR P 20441210 1,003,425 42,500 42,500 ------------------------------------------------------------------------------------------------------- COMPANIA CERVECERIAS SPONSORED 20442910 578,108 32,478 32,478 ------------------------------------------------------------------------------------------------------- COMPANIA DE TELECOMU SPON ADR N 20444930 2,343,251 174,090 174,090 ------------------------------------------------------------------------------------------------------- COMPASS BANCSHARES I COM 20449H10 51,773,236 1,829,443 1,825,463 3,580 400 ------------------------------------------------------------------------------------------------------- COMPAQ COMPUTER CORP COM 20449310 340,981,869 34,936,667 34,777,333 121,194 38,140 ------------------------------------------------------------------------------------------------------- COMPUCREDIT CORP COM 20478N10 1,963,978 167,005 167,005 ------------------------------------------------------------------------------------------------------- COMPUTER ASSOC INTL COM 20491210 454,435,376 13,175,859 13,148,426 26,481 952 ------------------------------------------------------------------------------------------------------- COMPUTER NETWORK TEC COM 20492510 4,966,736 279,187 269,827 9,360 ------------------------------------------------------------------------------------------------------- COMPUTER SCIENCES CO COM 20536310 182,423,414 3,724,447 3,629,711 46,658 48,078 ------------------------------------------------------------------------------------------------------- COMPUTERIZED THERMAL COM 20557C10 758,351 489,259 489,259 ------------------------------------------------------------------------------------------------------- COMPX INTERNATIONAL CL A 20563P10 338,465 26,096 25,996 100 ------------------------------------------------------------------------------------------------------- COMPUWARE CORP COM 20563810 92,409,088 7,837,921 7,825,726 11,555 640 ------------------------------------------------------------------------------------------------------- COMSTOCK RES INC COM NEW 20576820 2,949,198 421,314 421,214 100 ------------------------------------------------------------------------------------------------------- COMVERSE TECHNOLOGY COM PAR $0 20586240 83,462,783 3,731,014 3,725,049 5,745 220 ------------------------------------------------------------------------------------------------------- CONAGRA FOODS INC COM 20588710 891,502,478 37,505,363 32,559,452 4,921,771 24,140 ------------------------------------------------------------------------------------------------------- CONCEPTUS INC COM 20601610 1,937,206 82,085 80,085 2,000 ------------------------------------------------------------------------------------------------------- CONCORD CAMERA CORP COM 20615610 1,619,513 204,484 204,484 ------------------------------------------------------------------------------------------------------- CONCORD COMMUNICATIO COM 20618610 476,147 23,058 15,786 7,272 ------------------------------------------------------------------------------------------------------- CONCORD EFS INC COM 20619710 331,508,008 10,113,118 10,071,717 40,881 520 ------------------------------------------------------------------------------------------------------- CONCURRENT COMPUTER COM 20671020 8,171,004 550,236 547,936 2,300 ------------------------------------------------------------------------------------------------------- CONECTIV INC COM 20682910 21,612,351 882,497 875,670 5,740 1,087 ------------------------------------------------------------------------------------------------------- CONESTOGA ENTERPRISE COM 20701510 2,336,024 73,115 73,115 ------------------------------------------------------------------------------------------------------- CONEXANT SYSTEMS INC COM 20714210 69,788,594 4,859,930 4,825,096 19,279 15,555 ------------------------------------------------------------------------------------------------------- CONMED CORP COM 20741010 5,163,392 258,687 258,147 540 ------------------------------------------------------------------------------------------------------- CONNECTICUT BANCSHAR COM 20754010 2,863,533 110,775 110,775 ------------------------------------------------------------------------------------------------------- CONNECTICUT WTR SVC COM 20779710 1,905,047 64,425 64,425 ------------------------------------------------------------------------------------------------------- CONNETICS CORP COM 20819210 2,992,695 251,487 251,487 ------------------------------------------------------------------------------------------------------- CONOCO INC COM 20825150 389,278,103 13,755,410 13,639,093 93,503 22,814 ------------------------------------------------------------------------------------------------------- CONSECO INC COM 20846410 28,523,930 6,395,500 6,369,246 20,840 5,414 ------------------------------------------------------------------------------------------------------- CONSOL ENERGY INC COM 20854P10 8,872,276 357,177 357,177 ------------------------------------------------------------------------------------------------------- CONSOLIDATED EDISON COM 20911510 179,711,456 4,452,712 4,432,037 13,182 7,493 ------------------------------------------------------------------------------------------------------- CONSOLIDATED FREIGHT COM 20923210 758,654 149,048 149,048 ------------------------------------------------------------------------------------------------------- CONSOLIDATED GRAPHIC COM 20934110 6,468,577 336,030 84,850 251,180 ------------------------------------------------------------------------------------------------------- CONSTELLATION BRANDS CL A 21036P10 15,924,131 371,625 351,057 16,818 3,750 ------------------------------------------------------------------------------------------------------- CONSTELLATION ENERGY COM 21037110 91,354,540 3,440,849 3,423,030 12,599 5,220 ------------------------------------------------------------------------------------------------------- CONTINENTAL AIRLS IN CL B 21079530 11,081,902 422,812 419,722 3,090 ------------------------------------------------------------------------------------------------------- CONVERA CORP CL A 21191910 569,985 170,145 170,145 ------------------------------------------------------------------------------------------------------- CONVERGYS CORP COM 21248510 147,727,882 3,940,461 3,649,240 202,900 88,321 ------------------------------------------------------------------------------------------------------- COOPER CAMERON CORP COM 21664010 23,927,950 592,863 592,563 200 100 ------------------------------------------------------------------------------------------------------- COOPER COS INC COM NEW 21664840 12,158,984 243,277 241,977 1,300 ------------------------------------------------------------------------------------------------------- COOPER INDS INC COM 21666910 89,036,397 2,549,725 2,530,073 10,852 8,800 ------------------------------------------------------------------------------------------------------- COOPER TIRE & RUBR C COM 21683110 25,668,164 1,608,281 1,603,596 3,685 1,000 ------------------------------------------------------------------------------------------------------- COORS ADOLPH CO CL B 21701610 40,453,971 757,565 756,315 1,250 ------------------------------------------------------------------------------------------------------- COORSTEK INC COM 21702010 2,843,025 89,291 89,291 ------------------------------------------------------------------------------------------------------- COPART INC COM 21720410 13,698,542 376,644 376,144 500 ------------------------------------------------------------------------------------------------------- COPPER MTN NETWORKS COM 21751010 749,210 443,320 437,895 5,425 ------------------------------------------------------------------------------------------------------- COR THERAPEUTICS INC COM 21775310 15,679,534 655,225 653,805 1,220 200 ------------------------------------------------------------------------------------------------------- Page Total 3,666,750,483 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- COMPANHIA VALE DO RI 42,500 -------------------------------------------------------- COMPANIA CERVECERIAS 6,788 25,690 -------------------------------------------------------- COMPANIA DE TELECOMU 45,748 100,278 28,064 -------------------------------------------------------- COMPASS BANCSHARES I 1,734,793 7,700 86,950 -------------------------------------------------------- COMPAQ COMPUTER CORP 30,677,857 541,531 3,717,279 -------------------------------------------------------- COMPUCREDIT CORP 158,205 8,800 -------------------------------------------------------- COMPUTER ASSOC INTL 11,451,532 182,047 1,542,280 -------------------------------------------------------- COMPUTER NETWORK TEC 263,387 15,800 -------------------------------------------------------- COMPUTER SCIENCES CO 3,214,951 85,264 424,232 -------------------------------------------------------- COMPUTERIZED THERMAL 449,759 39,500 -------------------------------------------------------- COMPX INTERNATIONAL 25,996 100 -------------------------------------------------------- COMPUWARE CORP 6,747,885 108,328 981,708 -------------------------------------------------------- COMSTOCK RES INC 407,314 14,000 -------------------------------------------------------- COMVERSE TECHNOLOGY 3,266,924 53,210 410,880 -------------------------------------------------------- CONAGRA FOODS INC 10,373,793 25,764,231 1,367,339 -------------------------------------------------------- CONCEPTUS INC 80,085 2,000 -------------------------------------------------------- CONCORD CAMERA CORP 190,384 14,100 -------------------------------------------------------- CONCORD COMMUNICATIO 22,858 200 -------------------------------------------------------- CONCORD EFS INC 8,594,068 346,634 1,172,416 -------------------------------------------------------- CONCURRENT COMPUTER 515,536 34,700 -------------------------------------------------------- CONECTIV INC 817,210 8,787 56,500 -------------------------------------------------------- CONESTOGA ENTERPRISE 68,115 5,000 -------------------------------------------------------- CONEXANT SYSTEMS INC 4,311,744 88,678 459,508 -------------------------------------------------------- CONMED CORP 245,037 13,650 -------------------------------------------------------- CONNECTICUT BANCSHAR 103,775 7,000 -------------------------------------------------------- CONNECTICUT WTR SVC 58,725 5,700 -------------------------------------------------------- CONNETICS CORP 243,687 7,800 -------------------------------------------------------- CONOCO INC 12,346,241 227,871 1,181,298 -------------------------------------------------------- CONSECO INC 5,713,105 74,966 607,429 -------------------------------------------------------- CONSOL ENERGY INC 344,377 12,800 -------------------------------------------------------- CONSOLIDATED EDISON 3,838,094 74,424 540,194 -------------------------------------------------------- CONSOLIDATED FREIGHT 139,748 9,300 -------------------------------------------------------- CONSOLIDATED GRAPHIC 82,750 251,180 2,100 -------------------------------------------------------- CONSTELLATION BRANDS 345,775 6,650 19,200 -------------------------------------------------------- CONSTELLATION ENERGY 2,968,830 53,965 418,054 -------------------------------------------------------- CONTINENTAL AIRLS IN 386,012 2,900 33,900 -------------------------------------------------------- CONVERA CORP 168,845 1,300 -------------------------------------------------------- CONVERGYS CORP 3,363,587 212,817 364,057 -------------------------------------------------------- COOPER CAMERON CORP 462,172 97,691 33,000 -------------------------------------------------------- COOPER COS INC 233,577 9,700 -------------------------------------------------------- COOPER INDS INC 2,133,205 129,693 286,827 -------------------------------------------------------- COOPER TIRE & RUBR C 1,457,649 12,900 137,732 -------------------------------------------------------- COORS ADOLPH CO 646,974 8,275 102,316 -------------------------------------------------------- COORSTEK INC 84,091 5,200 -------------------------------------------------------- COPART INC 350,944 25,700 -------------------------------------------------------- COPPER MTN NETWORKS 413,220 30,100 -------------------------------------------------------- COR THERAPEUTICS INC 617,665 4,700 32,860 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 17 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- CORILLIAN CORP COM 21872510 722,552 150,846 150,846 ------------------------------------------------------------------------------------------------------- CORINTHIAN COLLEGES COM 21886810 7,751,885 189,579 189,579 ------------------------------------------------------------------------------------------------------- CORIXA CORP COM 21887F10 5,533,071 367,158 366,738 320 100 ------------------------------------------------------------------------------------------------------- CORN PRODS INTL INC COM 21902310 11,895,112 337,450 330,718 1,790 4,942 ------------------------------------------------------------------------------------------------------- CORNERSTONE RLTY INC COM 21922V10 6,279,012 553,217 553,217 ------------------------------------------------------------------------------------------------------- CORNING INC COM 21935010 178,059,791 19,961,860 19,569,781 318,733 73,346 ------------------------------------------------------------------------------------------------------- CORPORATE EXECUTIVE COM 21988R10 24,848,138 677,061 676,861 200 ------------------------------------------------------------------------------------------------------- CORPORATE OFFICE PPT SH BEN INT 22002T10 3,172,981 267,311 245,601 21,710 ------------------------------------------------------------------------------------------------------- CORRECTIONAL PPTYS T COM 22025E10 212,838 12,594 12,594 ------------------------------------------------------------------------------------------------------- CORRECTIONS CORP AME COM NEW 22025Y40 4,496,160 242,250 242,250 ------------------------------------------------------------------------------------------------------- CORUS BANKSHARES INC COM 22087310 5,280,837 116,318 116,318 ------------------------------------------------------------------------------------------------------- CORUS ENTERTAINMENT COM CL B N 22087410 4,471,040 224,000 224,000 ------------------------------------------------------------------------------------------------------- CORVAS INTL INC COM 22100510 1,538,254 234,848 234,848 ------------------------------------------------------------------------------------------------------- CORVEL CORP COM 22100610 2,158,388 65,905 65,905 ------------------------------------------------------------------------------------------------------- CORVIS CORP COM 22100910 5,139,576 1,591,200 1,579,320 11,700 180 ------------------------------------------------------------------------------------------------------- COSINE COMMUNICATION COM 22122210 1,109,782 715,989 715,989 ------------------------------------------------------------------------------------------------------- COST PLUS INC CALIF COM 22148510 5,091,286 192,124 192,084 40 ------------------------------------------------------------------------------------------------------- COSTCO WHSL CORP NEW COM 22160K10 441,448,126 9,947,006 9,891,379 54,811 816 ------------------------------------------------------------------------------------------------------- COSTAR GROUP INC COM 22160N10 2,749,361 114,509 114,509 ------------------------------------------------------------------------------------------------------- COUNTRYWIDE CR INDS COM 22237210 115,373,363 2,816,045 2,811,035 4,910 100 ------------------------------------------------------------------------------------------------------- COUSINS PPTYS INC COM 22279510 12,323,115 505,875 505,875 ------------------------------------------------------------------------------------------------------- COVANTA ENERGY CORP COM 22281N10 2,992,280 662,009 661,559 450 ------------------------------------------------------------------------------------------------------- COVANSYS CORP COM 22281W10 1,718,256 191,984 191,984 ------------------------------------------------------------------------------------------------------- COVANCE INC COM 22281610 21,114,745 930,165 883,810 46,355 ------------------------------------------------------------------------------------------------------- COVENANT TRANS INC CL A 22284P10 1,079,566 67,642 67,642 ------------------------------------------------------------------------------------------------------- COVENTRY HEALTH CARE COM 22286210 25,019,554 1,254,113 1,253,373 640 100 ------------------------------------------------------------------------------------------------------- COX COMMUNICATIONS I CL A 22404410 91,369,332 2,180,132 2,166,074 9,190 4,868 ------------------------------------------------------------------------------------------------------- COX RADIO INC CL A 22405110 6,090,204 239,019 234,459 4,560 ------------------------------------------------------------------------------------------------------- CRANE CO COM 22439910 47,724,244 1,861,320 1,851,507 4,580 5,233 ------------------------------------------------------------------------------------------------------- CRAWFORD & CO CL B 22463310 3,900,216 332,783 332,783 ------------------------------------------------------------------------------------------------------- CREDENCE SYS CORP COM 22530210 12,759,354 687,095 685,845 1,050 200 ------------------------------------------------------------------------------------------------------- CREDIT ACCEP CORP MI COM 22531010 1,281,564 143,996 143,996 ------------------------------------------------------------------------------------------------------- CREDIT SUISSE GROUP SPONSORED 22540110 2,561,345 60,055 60,055 ------------------------------------------------------------------------------------------------------- CREE INC COM 22544710 22,477,803 762,994 761,794 900 300 ------------------------------------------------------------------------------------------------------- CRESCENT REAL ESTATE COM 22575610 21,574,298 1,191,292 1,189,772 1,520 ------------------------------------------------------------------------------------------------------- CRESTLINE CAP CORP COM 22615310 4,150,019 133,613 133,573 40 ------------------------------------------------------------------------------------------------------- CROMPTON CORP COM 22711610 12,650,715 1,405,635 1,395,698 8,190 1,747 ------------------------------------------------------------------------------------------------------- CROSS CTRY INC COM 22748P10 559,150 21,100 21,100 ------------------------------------------------------------------------------------------------------- CROSSMANN CMNTYS INC COM 22764E10 3,016,629 91,413 91,413 ------------------------------------------------------------------------------------------------------- CROSSROADS SYS INC COM 22765D10 675,776 150,507 148,707 1,800 ------------------------------------------------------------------------------------------------------- CROWN AMERN RLTY TR SH BEN INT 22818610 2,682,459 343,905 343,905 ------------------------------------------------------------------------------------------------------- CROWN CASTLE INTL CO COM 22822710 14,504,508 1,358,100 1,355,640 2,260 200 ------------------------------------------------------------------------------------------------------- CROWN CORK & SEAL IN COM 22825510 2,930,382 1,153,694 1,151,674 2,020 ------------------------------------------------------------------------------------------------------- CROWN MEDIA HLDGS IN CL A 22841110 1,754,906 155,439 155,359 80 ------------------------------------------------------------------------------------------------------- CRYOLIFE INC COM 22890310 4,240,620 141,354 141,354 ------------------------------------------------------------------------------------------------------- CUBIC CORP COM 22966910 2,699,070 52,552 52,552 ------------------------------------------------------------------------------------------------------- CUBIST PHARMACEUTICA COM 22967810 9,510,988 264,488 264,088 400 ------------------------------------------------------------------------------------------------------- Page Total 1,160,692,651 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- CORILLIAN CORP 150,846 -------------------------------------------------------- CORINTHIAN COLLEGES 183,179 6,400 -------------------------------------------------------- CORIXA CORP 342,226 100 24,832 -------------------------------------------------------- CORN PRODS INTL INC 309,808 4,942 22,700 -------------------------------------------------------- CORNERSTONE RLTY INC 523,717 29,500 -------------------------------------------------------- CORNING INC 17,256,068 334,440 2,371,352 -------------------------------------------------------- CORPORATE EXECUTIVE 655,461 21,600 -------------------------------------------------------- CORPORATE OFFICE PPT 264,911 2,400 -------------------------------------------------------- CORRECTIONAL PPTYS T 12,594 -------------------------------------------------------- CORRECTIONS CORP AME 226,750 15,500 -------------------------------------------------------- CORUS BANKSHARES INC 109,618 6,700 -------------------------------------------------------- CORUS ENTERTAINMENT 224,000 -------------------------------------------------------- CORVAS INTL INC 217,848 17,000 -------------------------------------------------------- CORVEL CORP 60,655 5,250 -------------------------------------------------------- CORVIS CORP 1,428,420 180 162,600 -------------------------------------------------------- COSINE COMMUNICATION 661,689 54,300 -------------------------------------------------------- COST PLUS INC CALIF 177,224 14,900 -------------------------------------------------------- COSTCO WHSL CORP NEW 8,555,250 134,617 1,257,139 -------------------------------------------------------- COSTAR GROUP INC 105,909 8,600 -------------------------------------------------------- COUNTRYWIDE CR INDS 2,487,511 34,830 293,704 -------------------------------------------------------- COUSINS PPTYS INC 483,775 22,100 -------------------------------------------------------- COVANTA ENERGY CORP 629,309 32,700 -------------------------------------------------------- COVANSYS CORP 177,784 14,200 -------------------------------------------------------- COVANCE INC 891,265 38,900 -------------------------------------------------------- COVENANT TRANS INC 66,242 1,400 -------------------------------------------------------- COVENTRY HEALTH CARE 1,216,313 100 37,700 -------------------------------------------------------- COX COMMUNICATIONS I 1,795,088 16,268 368,776 -------------------------------------------------------- COX RADIO INC 213,919 4,100 21,000 -------------------------------------------------------- CRANE CO 1,718,620 32,862 109,838 -------------------------------------------------------- CRAWFORD & CO 306,283 26,500 -------------------------------------------------------- CREDENCE SYS CORP 650,095 200 36,800 -------------------------------------------------------- CREDIT ACCEP CORP MI 137,396 6,600 -------------------------------------------------------- CREDIT SUISSE GROUP 60,055 -------------------------------------------------------- CREE INC 711,894 5,700 45,400 -------------------------------------------------------- CRESCENT REAL ESTATE 1,071,688 4,800 114,804 -------------------------------------------------------- CRESTLINE CAP CORP 125,313 8,300 -------------------------------------------------------- CROMPTON CORP 1,327,488 1,747 76,400 -------------------------------------------------------- CROSS CTRY INC 21,100 -------------------------------------------------------- CROSSMANN CMNTYS INC 86,913 4,500 -------------------------------------------------------- CROSSROADS SYS INC 149,407 1,100 -------------------------------------------------------- CROWN AMERN RLTY TR 335,705 8,200 -------------------------------------------------------- CROWN CASTLE INTL CO 1,228,800 10,700 118,600 -------------------------------------------------------- CROWN CORK & SEAL IN 1,037,131 116,563 -------------------------------------------------------- CROWN MEDIA HLDGS IN 148,959 80 6,400 -------------------------------------------------------- CRYOLIFE INC 130,554 10,800 -------------------------------------------------------- CUBIC CORP 49,152 3,400 -------------------------------------------------------- CUBIST PHARMACEUTICA 247,288 17,200 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 18 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- CULLEN FROST BANKERS COM 22989910 11,267,154 364,869 363,869 900 100 ------------------------------------------------------------------------------------------------------- CUMMINS INC COM 23102110 48,585,104 1,260,641 1,258,761 1,880 ------------------------------------------------------------------------------------------------------- CUMULUS MEDIA INC CL A 23108210 4,787,176 295,870 292,470 3,400 ------------------------------------------------------------------------------------------------------- CURAGEN CORP COM 23126R10 7,800,732 348,714 258,651 89,763 300 ------------------------------------------------------------------------------------------------------- CURIS INC COM 23126910 1,836,702 327,398 261,398 66,000 ------------------------------------------------------------------------------------------------------- CURTISS WRIGHT CORP COM 23156110 4,408,423 92,323 92,323 ------------------------------------------------------------------------------------------------------- CYBERONICS INC COM 23251P10 4,776,408 180,038 173,778 6,260 ------------------------------------------------------------------------------------------------------- CYBEROPTICS CORP COM 23251710 615,343 46,441 46,441 ------------------------------------------------------------------------------------------------------- CYGNUS INC COM 23256010 1,608,379 306,358 304,358 2,000 ------------------------------------------------------------------------------------------------------- CYMER INC COM 23257210 7,740,045 289,564 289,104 360 100 ------------------------------------------------------------------------------------------------------- CYPRESS SEMICONDUCTO COM 23280610 25,746,470 1,291,845 1,287,965 3,360 520 ------------------------------------------------------------------------------------------------------- CYTEC INDS INC COM 23282010 13,925,034 515,742 498,262 980 16,500 ------------------------------------------------------------------------------------------------------- CYTOGEN CORP COM 23282410 2,078,871 690,655 689,655 1,000 ------------------------------------------------------------------------------------------------------- D & K HEALTHCARE RES COM 23286110 603,670 10,600 10,600 ------------------------------------------------------------------------------------------------------- CYTYC CORP COM 23294610 30,976,054 1,186,822 1,179,202 7,320 300 ------------------------------------------------------------------------------------------------------- DDI CORP COM 23316210 4,762,323 483,976 483,976 ------------------------------------------------------------------------------------------------------- DMC STRATEX NETWORKS COM 23322L10 5,663,948 728,014 727,714 200 100 ------------------------------------------------------------------------------------------------------- DQE INC COM 23329J10 15,560,100 821,981 817,231 4,150 600 ------------------------------------------------------------------------------------------------------- DPL INC COM 23329310 40,265,131 1,672,140 1,663,415 7,975 750 ------------------------------------------------------------------------------------------------------- DRS TECHNOLOGIES INC COM 23330X10 7,264,400 203,770 203,670 100 ------------------------------------------------------------------------------------------------------- D R HORTON INC COM 23331A10 12,968,613 399,526 397,493 2,033 ------------------------------------------------------------------------------------------------------- DSP GROUP INC COM 23332B10 8,014,395 344,557 343,557 800 200 ------------------------------------------------------------------------------------------------------- DST SYS INC DEL COM 23332610 59,689,442 1,197,381 1,161,337 1,540 34,504 ------------------------------------------------------------------------------------------------------- DTE ENERGY CO COM 23333110 147,476,935 3,516,379 3,510,577 4,908 894 ------------------------------------------------------------------------------------------------------- DVI INC COM 23334310 3,835,307 222,983 201,983 21,000 ------------------------------------------------------------------------------------------------------- DAISYTEK INTL CORP COM 23405310 1,878,173 142,610 142,570 40 ------------------------------------------------------------------------------------------------------- DAL-TILE INTL INC COM 23426R10 11,807,117 507,833 506,663 1,170 ------------------------------------------------------------------------------------------------------- DAKTRONICS INC COM 23426410 1,015,495 120,177 120,177 ------------------------------------------------------------------------------------------------------- DANA CORP COM 23581110 52,898,803 3,811,153 3,799,980 7,857 3,316 ------------------------------------------------------------------------------------------------------- DANAHER CORP DEL COM 23585110 167,633,755 2,779,535 2,749,311 29,774 450 ------------------------------------------------------------------------------------------------------- DARDEN RESTAURANTS I COM 23719410 90,603,255 2,559,414 2,551,349 5,265 2,800 ------------------------------------------------------------------------------------------------------- DATASCOPE CORP COM 23811310 4,608,032 135,850 135,350 500 ------------------------------------------------------------------------------------------------------- DATASTREAM SYS INC COM 23812410 899,808 145,836 145,836 ------------------------------------------------------------------------------------------------------- DAVITA INC COM 23918K10 40,186,191 1,643,607 1,642,347 1,160 100 ------------------------------------------------------------------------------------------------------- DEB SHOPS INC COM 24272810 1,174,621 48,438 48,438 ------------------------------------------------------------------------------------------------------- DECODE GENETICS INC COM 24358610 2,423,226 247,268 247,268 ------------------------------------------------------------------------------------------------------- DEERE & CO COM 24419910 220,981,160 5,061,410 5,046,772 12,283 2,355 ------------------------------------------------------------------------------------------------------- DEL MONTE FOODS CO COM 24522P10 2,049,378 240,820 238,480 2,340 ------------------------------------------------------------------------------------------------------- DELIAS CORP CL A 24688Q10 1,841,028 296,940 296,083 857 ------------------------------------------------------------------------------------------------------- DELL COMPUTER CORP COM 24702510 1,591,296,098 58,546,582 57,485,431 910,273 150,878 ------------------------------------------------------------------------------------------------------- DELPHI AUTOMOTIVE SY COM 24712610 879,794,989 64,406,661 64,358,498 42,503 5,660 ------------------------------------------------------------------------------------------------------- DELPHI FINL GROUP IN CL A 24713110 4,622,306 138,808 124,472 300 14,036 ------------------------------------------------------------------------------------------------------- DELTA & PINE LD CO COM 24735710 8,584,260 379,331 379,051 280 ------------------------------------------------------------------------------------------------------- DELTA AIR LINES INC COM 24736110 71,485,310 2,443,107 2,438,377 4,530 200 ------------------------------------------------------------------------------------------------------- DELTAGEN INC COM 24783R10 923,634 100,395 100,395 ------------------------------------------------------------------------------------------------------- DELTIC TIMBER CORP COM 24785010 2,564,804 93,606 93,606 ------------------------------------------------------------------------------------------------------- DENBURY RES INC COM NEW 24791620 1,427,562 195,289 195,289 ------------------------------------------------------------------------------------------------------- Page Total 3,632,955,164 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- CULLEN FROST BANKERS 326,588 4,600 33,681 -------------------------------------------------------- CUMMINS INC 1,175,466 11,118 74,057 -------------------------------------------------------- CUMULUS MEDIA INC 273,670 22,200 -------------------------------------------------------- CURAGEN CORP 230,351 93,063 25,300 -------------------------------------------------------- CURIS INC 241,798 66,000 19,600 -------------------------------------------------------- CURTISS WRIGHT CORP 86,023 6,300 -------------------------------------------------------- CYBERONICS INC 167,538 12,500 -------------------------------------------------------- CYBEROPTICS CORP 46,441 -------------------------------------------------------- CYGNUS INC 288,658 2,000 15,700 -------------------------------------------------------- CYMER INC 270,364 100 19,100 -------------------------------------------------------- CYPRESS SEMICONDUCTO 1,179,077 7,120 105,648 -------------------------------------------------------- CYTEC INDS INC 473,742 16,500 25,500 -------------------------------------------------------- CYTOGEN CORP 637,655 53,000 -------------------------------------------------------- D & K HEALTHCARE RES 10,600 -------------------------------------------------------- CYTYC CORP 1,108,522 6,700 71,600 -------------------------------------------------------- DDI CORP 458,176 25,800 -------------------------------------------------------- DMC STRATEX NETWORKS 682,014 100 45,900 -------------------------------------------------------- DQE INC 638,741 144,040 39,200 -------------------------------------------------------- DPL INC 1,581,790 8,050 82,300 -------------------------------------------------------- DRS TECHNOLOGIES INC 196,270 100 7,400 -------------------------------------------------------- D R HORTON INC 355,586 4,800 39,140 -------------------------------------------------------- DSP GROUP INC 326,857 200 17,500 -------------------------------------------------------- DST SYS INC DEL 1,075,947 38,404 83,030 -------------------------------------------------------- DTE ENERGY CO 3,030,803 66,306 419,270 -------------------------------------------------------- DVI INC 216,783 6,200 -------------------------------------------------------- DAISYTEK INTL CORP 131,570 40 11,000 -------------------------------------------------------- DAL-TILE INTL INC 471,533 36,300 -------------------------------------------------------- DAKTRONICS INC 111,777 8,400 -------------------------------------------------------- DANA CORP 3,347,224 40,926 423,003 -------------------------------------------------------- DANAHER CORP DEL 2,453,913 41,603 284,019 -------------------------------------------------------- DARDEN RESTAURANTS I 2,182,197 43,207 334,010 -------------------------------------------------------- DATASCOPE CORP 127,450 8,400 -------------------------------------------------------- DATASTREAM SYS INC 133,436 12,400 -------------------------------------------------------- DAVITA INC 1,571,807 17,500 54,300 -------------------------------------------------------- DEB SHOPS INC 48,438 -------------------------------------------------------- DECODE GENETICS INC 228,268 19,000 -------------------------------------------------------- DEERE & CO 4,346,643 55,108 659,659 -------------------------------------------------------- DEL MONTE FOODS CO 225,320 15,500 -------------------------------------------------------- DELIAS CORP 280,140 16,800 -------------------------------------------------------- DELL COMPUTER CORP 49,271,021 1,946,975 7,328,586 -------------------------------------------------------- DELPHI AUTOMOTIVE SY 10,147,527 52,688,541 1,570,593 -------------------------------------------------------- DELPHI FINL GROUP IN 113,372 14,036 11,400 -------------------------------------------------------- DELTA & PINE LD CO 358,831 20,500 -------------------------------------------------------- DELTA AIR LINES INC 2,150,245 28,218 264,644 -------------------------------------------------------- DELTAGEN INC 100,395 -------------------------------------------------------- DELTIC TIMBER CORP 87,206 6,400 -------------------------------------------------------- DENBURY RES INC 184,989 10,300 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 19 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- DELUXE CORP COM 24801910 78,774,806 1,894,536 1,873,356 9,590 11,590 ------------------------------------------------------------------------------------------------------- DENDREON CORP COM 24823Q10 1,328,444 131,921 131,821 100 ------------------------------------------------------------------------------------------------------- DENDRITE INTL INC COM 24823910 5,497,473 391,837 391,777 60 ------------------------------------------------------------------------------------------------------- DENTSPLY INTL INC NE COM 24903010 31,890,353 635,266 623,426 1,640 10,200 ------------------------------------------------------------------------------------------------------- DESERT CMNTY BK VICT COM 25037Y10 340,243 11,930 11,930 ------------------------------------------------------------------------------------------------------- DEUTSCHE TELEKOM AG SPONSORED 25156610 2,737,698 161,994 159,759 2,235 ------------------------------------------------------------------------------------------------------- DEVELOPERS DIVERSIFI COM 25159110 18,088,655 947,050 864,880 82,170 ------------------------------------------------------------------------------------------------------- DEVON ENERGY CORP NE COM 25179M10 104,286,280 2,698,222 2,685,590 5,512 7,120 ------------------------------------------------------------------------------------------------------- DEVRY INC DEL COM 25189310 19,505,234 685,597 681,577 3,720 300 ------------------------------------------------------------------------------------------------------- DIAGEO P L C SPON ADR N 25243Q20 18,602,760 402,048 104,276 297,772 ------------------------------------------------------------------------------------------------------- DIAGNOSTIC PRODS COR COM 25245010 10,554,153 240,140 240,140 ------------------------------------------------------------------------------------------------------- DIAL CORP NEW COM 25247D10 26,440,155 1,541,700 1,529,825 11,575 300 ------------------------------------------------------------------------------------------------------- DIAMOND OFFSHORE DRI COM 25271C10 13,214,424 434,685 431,165 3,380 140 ------------------------------------------------------------------------------------------------------- DIAMONDCLUSTER INTL CL A 25278P10 3,195,456 243,928 238,928 5,000 ------------------------------------------------------------------------------------------------------- DIANON SYS INC COM 25282610 4,868,803 80,079 80,079 ------------------------------------------------------------------------------------------------------- DIEBOLD INC COM 25365110 39,102,649 966,930 926,690 29,816 10,424 ------------------------------------------------------------------------------------------------------- DIGENE CORP COM 25375210 7,132,805 241,790 241,790 ------------------------------------------------------------------------------------------------------- DIGEX INC DEL CL A 25375610 557,697 186,521 184,336 1,185 1,000 ------------------------------------------------------------------------------------------------------- DIGIMARC CORP COM 25380710 1,678,480 90,338 90,338 ------------------------------------------------------------------------------------------------------- DIGITAL INSIGHT CORP COM 25385P10 5,485,131 245,310 245,290 20 ------------------------------------------------------------------------------------------------------- DIGITAL LIGHTWAVE IN COM 25385510 1,180,960 125,902 125,802 100 ------------------------------------------------------------------------------------------------------- DIGITAL RIV INC COM 25388B10 581,239 36,510 36,510 ------------------------------------------------------------------------------------------------------- DIGITAS INC COM 25388K10 504,321 125,453 93,153 30,300 2,000 ------------------------------------------------------------------------------------------------------- DIGITALTHINK INC COM 25388M10 2,172,787 201,184 201,184 ------------------------------------------------------------------------------------------------------- DIGITAL GENERATION S COM 25392110 262,177 236,196 236,196 ------------------------------------------------------------------------------------------------------- DIME CMNTY BANCSHARE COM 25392210 3,754,063 133,787 133,787 ------------------------------------------------------------------------------------------------------- DILLARDS INC CL A 25406710 29,678,480 1,854,905 1,852,495 2,310 100 ------------------------------------------------------------------------------------------------------- DIME BANCORP INC NEW COM 25429Q10 37,930,434 1,051,287 1,043,127 8,060 100 ------------------------------------------------------------------------------------------------------- DIMON INC COM 25439410 2,526,775 350,941 350,941 ------------------------------------------------------------------------------------------------------- DIONEX CORP COM 25454610 5,059,219 198,323 198,183 40 100 ------------------------------------------------------------------------------------------------------- DISNEY WALT CO COM DISNEY 25468710 1,043,507,187 50,362,316 47,462,443 1,924,141 975,732 ------------------------------------------------------------------------------------------------------- DISTRIBUCION Y SERVI SPONSORED 25475310 720,238 54,980 54,980 ------------------------------------------------------------------------------------------------------- DIRECT FOCUS INC COM 25493110 15,909,254 509,912 509,230 682 ------------------------------------------------------------------------------------------------------- DITECH COMMUNICATION COM 25500M10 1,905,486 316,526 224,610 91,916 ------------------------------------------------------------------------------------------------------- DIVERSA CORP COM 25506410 3,615,579 255,518 255,511 7 ------------------------------------------------------------------------------------------------------- DIVINE INC CL A 25540210 862,026 1,164,900 1,164,900 ------------------------------------------------------------------------------------------------------- DOBSON COMMUNICATION CL A 25606910 1,920,594 224,894 224,794 100 ------------------------------------------------------------------------------------------------------- DOCENT INC COM 25608L10 930,683 293,591 293,591 ------------------------------------------------------------------------------------------------------- DOCUMENTUM INC COM 25615910 7,624,110 351,018 343,398 1,420 6,200 ------------------------------------------------------------------------------------------------------- DOLE FOOD INC COM 25660510 23,028,806 858,323 856,823 800 700 ------------------------------------------------------------------------------------------------------- DOLLAR GEN CORP COM 25666910 93,744,095 6,291,550 6,283,528 7,525 497 ------------------------------------------------------------------------------------------------------- DOLLAR THRIFTY AUTOM COM 25674310 4,400,868 283,927 283,687 240 ------------------------------------------------------------------------------------------------------- DOLLAR TREE STORES I COM 25674710 34,558,183 1,118,026 1,109,692 8,084 250 ------------------------------------------------------------------------------------------------------- DOMINION RES INC VA COM 25746U10 331,176,662 5,510,427 5,440,413 38,955 31,059 ------------------------------------------------------------------------------------------------------- DONALDSON INC COM 25765110 21,672,137 557,985 552,080 5,905 ------------------------------------------------------------------------------------------------------- DONNELLEY R R & SONS COM 25786710 77,818,083 2,621,020 2,613,875 6,985 160 ------------------------------------------------------------------------------------------------------- DORAL FINL CORP COM 25811P10 11,899,717 381,279 381,279 ------------------------------------------------------------------------------------------------------- Page Total 2,152,225,862 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- DELUXE CORP 1,675,495 59,616 159,425 -------------------------------------------------------- DENDREON CORP 122,321 100 9,500 -------------------------------------------------------- DENDRITE INTL INC 371,537 20,300 -------------------------------------------------------- DENTSPLY INTL INC NE 591,701 12,700 30,865 -------------------------------------------------------- DESERT CMNTY BK VICT 11,930 -------------------------------------------------------- DEUTSCHE TELEKOM AG 161,862 132 -------------------------------------------------------- DEVELOPERS DIVERSIFI 913,950 33,100 -------------------------------------------------------- DEVON ENERGY CORP NE 2,351,093 40,498 306,631 -------------------------------------------------------- DEVRY INC DEL 620,997 3,400 61,200 -------------------------------------------------------- DIAGEO P L C 392,748 9,300 -------------------------------------------------------- DIAGNOSTIC PRODS COR 226,940 13,200 -------------------------------------------------------- DIAL CORP NEW 1,482,800 300 58,600 -------------------------------------------------------- DIAMOND OFFSHORE DRI 381,851 3,040 49,794 -------------------------------------------------------- DIAMONDCLUSTER INTL 225,528 5,000 13,400 -------------------------------------------------------- DIANON SYS INC 73,089 6,990 -------------------------------------------------------- DIEBOLD INC 905,406 14,324 47,200 -------------------------------------------------------- DIGENE CORP 234,090 7,700 -------------------------------------------------------- DIGEX INC DEL 170,621 1,000 14,900 -------------------------------------------------------- DIGIMARC CORP 83,638 6,700 -------------------------------------------------------- DIGITAL INSIGHT CORP 230,610 14,700 -------------------------------------------------------- DIGITAL LIGHTWAVE IN 118,402 100 7,400 -------------------------------------------------------- DIGITAL RIV INC 36,210 300 -------------------------------------------------------- DIGITAS INC 123,453 2,000 -------------------------------------------------------- DIGITALTHINK INC 189,084 12,100 -------------------------------------------------------- DIGITAL GENERATION S 236,196 -------------------------------------------------------- DIME CMNTY BANCSHARE 125,087 8,700 -------------------------------------------------------- DILLARDS INC 1,646,259 20,100 188,546 -------------------------------------------------------- DIME BANCORP INC NEW 956,287 4,800 90,200 -------------------------------------------------------- DIMON INC 350,941 -------------------------------------------------------- DIONEX CORP 177,023 100 21,200 -------------------------------------------------------- DISNEY WALT CO 42,766,787 1,606,698 5,988,831 -------------------------------------------------------- DISTRIBUCION Y SERVI 16,969 29,159 8,852 -------------------------------------------------------- DIRECT FOCUS INC 490,337 19,575 -------------------------------------------------------- DITECH COMMUNICATION 299,526 17,000 -------------------------------------------------------- DIVERSA CORP 238,518 17,000 -------------------------------------------------------- DIVINE INC 1,104,917 59,983 -------------------------------------------------------- DOBSON COMMUNICATION 206,594 18,300 -------------------------------------------------------- DOCENT INC 270,891 22,700 -------------------------------------------------------- DOCUMENTUM INC 327,618 6,200 17,200 -------------------------------------------------------- DOLE FOOD INC 826,923 700 30,700 -------------------------------------------------------- DOLLAR GEN CORP 5,532,464 96,554 662,532 -------------------------------------------------------- DOLLAR THRIFTY AUTOM 266,727 17,200 -------------------------------------------------------- DOLLAR TREE STORES I 1,048,176 5,650 64,200 -------------------------------------------------------- DOMINION RES INC VA 4,735,311 112,284 662,832 -------------------------------------------------------- DONALDSON INC 519,185 38,800 -------------------------------------------------------- DONNELLEY R R & SONS 2,230,284 44,218 346,518 -------------------------------------------------------- DORAL FINL CORP 358,379 22,900 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 20 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- DOUBLECLICK INC COM 25860930 10,041,853 885,525 881,985 3,440 100 ------------------------------------------------------------------------------------------------------- DOVER CORP COM 26000310 171,167,759 4,617,420 4,522,613 17,729 77,078 ------------------------------------------------------------------------------------------------------- DOVER DOWNS ENTMT IN COM 26008610 2,644,803 172,863 172,863 ------------------------------------------------------------------------------------------------------- DOW CHEM CO COM 26054310 1,456,455,203 43,115,903 19,923,245 23,102,773 89,885 ------------------------------------------------------------------------------------------------------- DOW JONES & CO INC COM 26056110 269,630,519 4,926,558 1,730,339 50,537 3,145,682 ------------------------------------------------------------------------------------------------------- DOWNEY FINL CORP COM 26101810 12,620,685 305,956 305,956 ------------------------------------------------------------------------------------------------------- DRESS BARN INC COM 26157010 3,501,199 139,992 139,952 40 ------------------------------------------------------------------------------------------------------- DREXLER TECHNOLOGY C COM 26187610 400,524 16,850 6,000 950 9,900 ------------------------------------------------------------------------------------------------------- DREYERS GRAND ICE CR COM 26187810 15,725,481 408,348 377,383 25,555 5,410 ------------------------------------------------------------------------------------------------------- DRIL-QUIP INC COM 26203710 1,742,622 72,308 72,308 ------------------------------------------------------------------------------------------------------- DU PONT E I DE NEMOU COM 26353410 1,494,307,013 35,151,894 34,473,905 373,032 304,957 ------------------------------------------------------------------------------------------------------- DUANE READE INC COM 26357810 3,107,111 102,376 101,956 320 100 ------------------------------------------------------------------------------------------------------- DUKE ENERGY CORP COM 26439910 2,526,360,702 64,349,483 16,371,120 47,781,639 196,724 ------------------------------------------------------------------------------------------------------- DUKE REALTY CORP COM NEW 26441150 33,477,958 1,375,995 1,373,965 2,030 ------------------------------------------------------------------------------------------------------- DUN & BRADSTREET COR COM 26483E10 32,496,262 920,574 910,852 7,897 1,825 ------------------------------------------------------------------------------------------------------- DURA AUTOMOTIVE SYST CL A 26590310 2,232,670 202,970 202,970 ------------------------------------------------------------------------------------------------------- DUPONT PHOTOMASKS IN COM 26613X10 4,615,780 106,232 106,232 ------------------------------------------------------------------------------------------------------- DURECT CORP COM 26660510 2,654,086 228,998 228,998 ------------------------------------------------------------------------------------------------------- DUSA PHARMACEUTICALS COM 26689810 867,556 107,771 107,771 ------------------------------------------------------------------------------------------------------- DURASWITCH INDUSTRIE COM NEW 26690520 263,075 30,950 30,950 ------------------------------------------------------------------------------------------------------- DYAX CORP COM 26746E10 1,825,133 166,375 163,130 3,145 100 ------------------------------------------------------------------------------------------------------- DYCOM INDS INC COM 26747510 18,262,425 1,092,904 1,089,904 3,000 ------------------------------------------------------------------------------------------------------- DYNACQ INTL INC COM PAR $. 26791930 928,636 41,699 41,699 ------------------------------------------------------------------------------------------------------- DYNEGY INC NEW CL A 26816Q10 159,443,161 6,252,673 6,241,261 11,052 360 ------------------------------------------------------------------------------------------------------- EDP-ELECTRICIDADE DE SPONSORED 26835310 733,875 33,664 33,664 ------------------------------------------------------------------------------------------------------- EEX CORP COM NEW 26842V20 1,070,999 582,065 282,065 300,000 ------------------------------------------------------------------------------------------------------- EGL INC COM 26848410 6,408,002 459,355 459,315 40 ------------------------------------------------------------------------------------------------------- E M C CORP MASS COM 26864810 701,102,693 52,165,379 49,274,903 2,113,197 777,279 ------------------------------------------------------------------------------------------------------- EMC INS GROUP INC COM 26866410 503,952 29,385 29,385 ------------------------------------------------------------------------------------------------------- ENSCO INTL INC COM 26874Q10 37,346,891 1,502,893 1,496,423 6,170 300 ------------------------------------------------------------------------------------------------------- ENI S P A SPONSORED 26874R10 1,394,100 22,500 20,700 1,800 ------------------------------------------------------------------------------------------------------- EOG RES INC COM 26875P10 97,054,515 2,481,578 2,386,778 65,795 29,005 ------------------------------------------------------------------------------------------------------- E ON AG SPONSORED 26878010 8,340,911 161,928 46,516 115,412 ------------------------------------------------------------------------------------------------------- E PIPHANY INC COM 26881V10 5,189,348 595,792 593,602 2,090 100 ------------------------------------------------------------------------------------------------------- EPIQ SYS INC COM 26882D10 2,573,801 133,013 133,013 ------------------------------------------------------------------------------------------------------- ESS TECHNOLOGY INC COM 26915110 11,739,070 552,167 552,067 100 ------------------------------------------------------------------------------------------------------- E TRADE GROUP INC COM 26924610 34,291,457 3,345,508 3,333,998 9,050 2,460 ------------------------------------------------------------------------------------------------------- EARTHSHELL CORP COM 27032B10 796,568 398,284 395,784 2,500 ------------------------------------------------------------------------------------------------------- EARTHLINK INC COM 27032110 9,897,167 813,243 806,913 3,000 3,330 ------------------------------------------------------------------------------------------------------- EAST WEST BANCORP IN COM 27579R10 7,229,364 280,752 280,752 ------------------------------------------------------------------------------------------------------- EASTGROUP PPTY INC COM 27727610 4,312,013 186,910 186,910 ------------------------------------------------------------------------------------------------------- EASTMAN CHEM CO COM 27743210 62,980,387 1,614,054 1,609,856 2,338 1,860 ------------------------------------------------------------------------------------------------------- EASTMAN KODAK CO COM 27746110 257,910,923 8,763,538 8,718,938 14,931 29,669 ------------------------------------------------------------------------------------------------------- EATON CORP COM 27805810 116,509,168 1,565,773 1,495,624 70,049 100 ------------------------------------------------------------------------------------------------------- EATON VANCE CORP COM NON VT 27826510 24,206,599 680,917 680,237 640 40 ------------------------------------------------------------------------------------------------------- EBAY INC COM 27864210 89,612,750 1,339,503 1,335,654 3,749 100 ------------------------------------------------------------------------------------------------------- ECHELON CORP COM 27874N10 3,079,205 217,458 216,188 1,270 ------------------------------------------------------------------------------------------------------- Page Total 7,709,055,974 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- DOUBLECLICK INC 802,895 10,400 72,230 -------------------------------------------------------- DOVER CORP 3,887,953 139,185 590,282 -------------------------------------------------------- DOVER DOWNS ENTMT IN 163,063 9,800 -------------------------------------------------------- DOW CHEM CO 17,589,257 23,327,015 2,199,631 -------------------------------------------------------- DOW JONES & CO INC 1,535,816 3,201,275 189,467 -------------------------------------------------------- DOWNEY FINL CORP 292,356 13,600 -------------------------------------------------------- DRESS BARN INC 129,492 10,500 -------------------------------------------------------- DREXLER TECHNOLOGY C 6,950 9,900 -------------------------------------------------------- DREYERS GRAND ICE CR 391,638 5,410 11,300 -------------------------------------------------------- DRIL-QUIP INC 68,408 3,900 -------------------------------------------------------- DU PONT E I DE NEMOU 31,922,711 631,485 2,597,698 -------------------------------------------------------- DUANE READE INC 97,276 100 5,000 -------------------------------------------------------- DUKE ENERGY CORP 14,747,745 47,594,473 2,007,265 -------------------------------------------------------- DUKE REALTY CORP 1,284,795 7,300 83,900 -------------------------------------------------------- DUN & BRADSTREET COR 845,011 6,265 69,298 -------------------------------------------------------- DURA AUTOMOTIVE SYST 200,570 2,400 -------------------------------------------------------- DUPONT PHOTOMASKS IN 101,932 4,300 -------------------------------------------------------- DURECT CORP 217,198 11,800 -------------------------------------------------------- DUSA PHARMACEUTICALS 97,971 9,800 -------------------------------------------------------- DURASWITCH INDUSTRIE 30,950 -------------------------------------------------------- DYAX CORP 154,275 100 12,000 -------------------------------------------------------- DYCOM INDS INC 1,066,604 26,300 -------------------------------------------------------- DYNACQ INTL INC 41,699 -------------------------------------------------------- DYNEGY INC NEW 5,489,507 95,969 667,197 -------------------------------------------------------- EDP-ELECTRICIDADE DE 33,664 -------------------------------------------------------- EEX CORP 576,665 5,400 -------------------------------------------------------- EGL INC 441,155 18,200 -------------------------------------------------------- E M C CORP MASS 43,487,981 2,318,740 6,358,658 -------------------------------------------------------- EMC INS GROUP INC 29,385 -------------------------------------------------------- ENSCO INTL INC 1,377,893 8,100 116,900 -------------------------------------------------------- ENI S P A 22,500 -------------------------------------------------------- EOG RES INC 2,097,957 56,074 327,547 -------------------------------------------------------- E ON AG 159,978 1,950 -------------------------------------------------------- E PIPHANY INC 553,142 100 42,550 -------------------------------------------------------- EPIQ SYS INC 131,213 1,800 -------------------------------------------------------- ESS TECHNOLOGY INC 532,667 19,500 -------------------------------------------------------- E TRADE GROUP INC 3,138,648 22,160 184,700 -------------------------------------------------------- EARTHSHELL CORP 389,784 2,500 6,000 -------------------------------------------------------- EARTHLINK INC 757,113 10,230 45,900 -------------------------------------------------------- EAST WEST BANCORP IN 259,552 21,200 -------------------------------------------------------- EASTGROUP PPTY INC 174,310 12,600 -------------------------------------------------------- EASTMAN CHEM CO 1,437,982 22,506 153,566 -------------------------------------------------------- EASTMAN KODAK CO 7,902,579 128,785 732,174 -------------------------------------------------------- EATON CORP 1,309,695 85,133 170,945 -------------------------------------------------------- EATON VANCE CORP 638,303 5,140 37,474 -------------------------------------------------------- EBAY INC 1,093,370 8,400 237,733 -------------------------------------------------------- ECHELON CORP 204,358 13,100 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 21 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- ECHOSTAR COMMUNICATI CL A 27876210 39,610,311 1,441,948 1,435,918 5,930 100 ------------------------------------------------------------------------------------------------------- ECLIPSYS CORP COM 27885610 6,577,440 392,683 392,583 60 40 ------------------------------------------------------------------------------------------------------- ECOLAB INC COM 27886510 150,296,881 3,734,084 3,223,845 415,690 94,549 ------------------------------------------------------------------------------------------------------- EDEN BIOSCIENCE CORP COM 27944510 862,178 170,055 169,955 100 ------------------------------------------------------------------------------------------------------- EDISON INTL COM 28102010 468,348,047 31,016,427 31,001,164 14,423 840 ------------------------------------------------------------------------------------------------------- EDISON SCHOOLS INC CL A 28103310 8,555,708 435,405 379,760 45,495 10,150 ------------------------------------------------------------------------------------------------------- EDO CORP COM 28134710 2,443,689 92,389 92,389 ------------------------------------------------------------------------------------------------------- EDUCATION MGMT CORP COM 28139T10 12,621,561 348,181 348,181 ------------------------------------------------------------------------------------------------------- J D EDWARDS & CO COM 28166710 14,857,788 903,209 902,009 1,100 100 ------------------------------------------------------------------------------------------------------- EDWARDS LIFESCIENCES COM 28176E10 62,308,661 2,255,109 1,216,544 1,038,025 540 ------------------------------------------------------------------------------------------------------- EDWARDS AG INC COM 28176010 42,672,151 966,089 945,601 19,295 1,193 ------------------------------------------------------------------------------------------------------- EFUNDS CORP COM 28224R10 5,969,658 434,157 424,896 2,871 6,390 ------------------------------------------------------------------------------------------------------- EL PASO CORP COM 28336L10 491,697,486 11,022,136 10,905,488 72,214 44,434 ------------------------------------------------------------------------------------------------------- EL PASO ELEC CO COM NEW 28367785 10,535,497 726,586 726,066 520 ------------------------------------------------------------------------------------------------------- ELAN PLC ADR 28413120 32,599,017 723,458 384,502 338,956 ------------------------------------------------------------------------------------------------------- ELANTEC SEMICONDUCTO COM 28415510 10,691,136 278,415 278,215 200 ------------------------------------------------------------------------------------------------------- ELCOR CORP COM 28444310 5,463,652 196,605 196,605 ------------------------------------------------------------------------------------------------------- ELECTRO RENT CORP COM 28521810 1,754,135 136,085 136,085 ------------------------------------------------------------------------------------------------------- ELECTRO SCIENTIFIC I COM 28522910 9,598,698 319,850 319,390 460 ------------------------------------------------------------------------------------------------------- ELECTROGLAS INC COM 28532410 2,837,686 192,125 192,125 ------------------------------------------------------------------------------------------------------- ELECTRONIC ARTS INC COM 28551210 98,966,778 1,650,822 1,645,347 4,940 535 ------------------------------------------------------------------------------------------------------- ELECTRONIC DATA SYS COM 28566110 975,267,705 14,227,100 14,191,133 31,315 4,652 ------------------------------------------------------------------------------------------------------- ELECTRONICS BOUTIQUE COM 28604510 3,976,586 99,564 99,564 ------------------------------------------------------------------------------------------------------- ELECTRONICS FOR IMAG COM 28608210 27,391,660 1,227,775 1,226,275 1,400 100 ------------------------------------------------------------------------------------------------------- ELIZABETH ARDEN INC COM 28660G10 1,308,806 85,711 85,711 ------------------------------------------------------------------------------------------------------- ELSEVIER N V SPON ADR N 29025910 1,083,167 46,448 46,448 ------------------------------------------------------------------------------------------------------- EMBARCADERO TECHNOLO COM 29078710 2,669,550 110,312 110,312 ------------------------------------------------------------------------------------------------------- EMBRAER-EMPRESA BRAS SP ADR PFD 29081M10 1,691,882 76,452 76,452 ------------------------------------------------------------------------------------------------------- EMBRATEL PARTICIPACO SPON ADR P 29081N10 305,077 73,336 73,336 ------------------------------------------------------------------------------------------------------- EMBOTELLADORA ANDINA SPON ADR A 29081P20 273,828 28,085 28,085 ------------------------------------------------------------------------------------------------------- EMBREX INC COM 29081710 318,620 17,800 6,800 8,500 2,500 ------------------------------------------------------------------------------------------------------- EMCOR GROUP INC COM 29084Q10 4,672,931 102,928 102,928 ------------------------------------------------------------------------------------------------------- EMCORE CORP COM 29084610 2,939,416 218,544 218,304 240 ------------------------------------------------------------------------------------------------------- EMERSON ELEC CO COM 29101110 589,334,810 10,321,100 9,278,974 683,733 358,393 ------------------------------------------------------------------------------------------------------- EMEX CORP COM 29120610 295,836 95,431 95,431 ------------------------------------------------------------------------------------------------------- EMISPHERE TECHNOLOGI COM 29134510 5,223,028 163,680 163,380 300 ------------------------------------------------------------------------------------------------------- EMMIS COMMUNICATIONS CL A 29152510 8,954,784 378,798 378,398 300 100 ------------------------------------------------------------------------------------------------------- EMPIRE DIST ELEC CO COM 29164110 4,166,022 198,382 197,482 800 100 ------------------------------------------------------------------------------------------------------- EMPRESA NACIONAL DE SPONSORED 29244T10 1,635,036 157,518 157,518 ------------------------------------------------------------------------------------------------------- EMULEX CORP COM NEW 29247520 25,888,295 655,234 581,200 60,964 13,070 ------------------------------------------------------------------------------------------------------- ENCOMPASS SVCS CORP COM 29255U10 1,606,446 553,947 553,787 160 ------------------------------------------------------------------------------------------------------- ENCORE ACQUISITION C COM 29255W10 1,145,724 86,080 86,080 ------------------------------------------------------------------------------------------------------- ENCORE WIRE CORP COM 29256210 2,864,892 236,768 236,768 ------------------------------------------------------------------------------------------------------- ENDESA S A SPONSORED 29258N10 9,289,128 592,797 181,444 411,353 ------------------------------------------------------------------------------------------------------- ENDO PHARMACEUTICALS COM 29264F20 2,637,244 225,985 225,985 ------------------------------------------------------------------------------------------------------- ENDOCARE INC COM 29264P10 2,117,371 118,091 117,991 100 ------------------------------------------------------------------------------------------------------- ENERGEN CORP COM 29265N10 8,772,466 355,881 355,681 200 ------------------------------------------------------------------------------------------------------- Page Total 3,165,098,468 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- ECHOSTAR COMMUNICATI 1,246,991 12,600 182,357 -------------------------------------------------------- ECLIPSYS CORP 365,693 40 26,950 -------------------------------------------------------- ECOLAB INC 3,224,010 183,523 326,551 -------------------------------------------------------- EDEN BIOSCIENCE CORP 157,655 12,400 -------------------------------------------------------- EDISON INTL 5,980,249 24,212,659 823,519 -------------------------------------------------------- EDISON SCHOOLS INC 409,755 10,150 15,500 -------------------------------------------------------- EDO CORP 87,189 5,200 -------------------------------------------------------- EDUCATION MGMT CORP 334,581 13,600 -------------------------------------------------------- J D EDWARDS & CO 841,309 100 61,800 -------------------------------------------------------- EDWARDS LIFESCIENCES 1,178,564 1,037,305 39,240 -------------------------------------------------------- EDWARDS AG INC 872,412 5,693 87,984 -------------------------------------------------------- EFUNDS CORP 398,847 6,390 28,920 -------------------------------------------------------- EL PASO CORP 9,530,214 191,509 1,300,413 -------------------------------------------------------- EL PASO ELEC CO 688,786 37,800 -------------------------------------------------------- ELAN PLC 714,358 9,100 -------------------------------------------------------- ELANTEC SEMICONDUCTO 265,215 13,200 -------------------------------------------------------- ELCOR CORP 182,205 14,400 -------------------------------------------------------- ELECTRO RENT CORP 127,085 9,000 -------------------------------------------------------- ELECTRO SCIENTIFIC I 302,550 17,300 -------------------------------------------------------- ELECTROGLAS INC 176,425 15,700 -------------------------------------------------------- ELECTRONIC ARTS INC 1,471,316 8,035 171,471 -------------------------------------------------------- ELECTRONIC DATA SYS 9,022,003 3,794,836 1,410,261 -------------------------------------------------------- ELECTRONICS BOUTIQUE 96,064 3,500 -------------------------------------------------------- ELECTRONICS FOR IMAG 1,189,875 100 37,800 -------------------------------------------------------- ELIZABETH ARDEN INC 79,911 5,800 -------------------------------------------------------- ELSEVIER N V 24,858 21,590 -------------------------------------------------------- EMBARCADERO TECHNOLO 104,712 5,600 -------------------------------------------------------- EMBRAER-EMPRESA BRAS 43,721 22,424 10,307 -------------------------------------------------------- EMBRATEL PARTICIPACO 9,981 49,945 13,410 -------------------------------------------------------- EMBOTELLADORA ANDINA 3,134 18,259 6,692 -------------------------------------------------------- EMBREX INC 15,300 2,500 -------------------------------------------------------- EMCOR GROUP INC 97,328 5,600 -------------------------------------------------------- EMCORE CORP 202,844 15,700 -------------------------------------------------------- EMERSON ELEC CO 8,581,987 491,341 1,247,772 -------------------------------------------------------- EMEX CORP 95,431 -------------------------------------------------------- EMISPHERE TECHNOLOGI 153,280 10,400 -------------------------------------------------------- EMMIS COMMUNICATIONS 344,498 3,300 31,000 -------------------------------------------------------- EMPIRE DIST ELEC CO 186,282 100 12,000 -------------------------------------------------------- EMPRESA NACIONAL DE 46,351 84,199 26,968 -------------------------------------------------------- EMULEX CORP 583,164 19,770 52,300 -------------------------------------------------------- ENCOMPASS SVCS CORP 506,947 47,000 -------------------------------------------------------- ENCORE ACQUISITION C 83,180 2,900 -------------------------------------------------------- ENCORE WIRE CORP 228,568 8,200 -------------------------------------------------------- ENDESA S A 586,597 6,200 -------------------------------------------------------- ENDO PHARMACEUTICALS 222,485 3,500 -------------------------------------------------------- ENDOCARE INC 110,791 100 7,200 -------------------------------------------------------- ENERGEN CORP 328,981 26,900 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 22 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- ENERGY CONVERSION DE COM 29265910 2,698,729 142,263 142,263 ------------------------------------------------------------------------------------------------------- ENERGY EAST CORP COM 29266M10 24,957,170 1,314,227 1,309,023 5,204 ------------------------------------------------------------------------------------------------------- ENERGIZER HLDGS INC COM 29266R10 22,818,680 1,197,831 1,195,721 1,245 865 ------------------------------------------------------------------------------------------------------- ENERGY PARTNERS LTD COM 29270U10 1,392,597 184,450 184,450 ------------------------------------------------------------------------------------------------------- ENERSIS S A SPONSORED 29274F10 599,125 45,047 45,047 ------------------------------------------------------------------------------------------------------- ENGELHARD CORP COM 29284510 75,393,759 2,723,763 2,720,338 3,425 ------------------------------------------------------------------------------------------------------- ENGINEERED SUPPORT S COM 29286610 6,832,558 199,724 199,724 ------------------------------------------------------------------------------------------------------- ENESCO GROUP INC COM 29297310 401,839 63,784 63,784 ------------------------------------------------------------------------------------------------------- ENRON CORP COM 29356110 316,542 527,571 502,396 15,375 9,800 ------------------------------------------------------------------------------------------------------- ENTEGRIS INC COM 29362U10 6,293,484 574,223 574,223 ------------------------------------------------------------------------------------------------------- ENTERASYS NETWORKS I COM 29363710 16,858,170 1,904,878 1,891,056 13,002 820 ------------------------------------------------------------------------------------------------------- ENTERCOM COMMUNICATI CL A 29363910 19,323,750 386,475 385,790 485 200 ------------------------------------------------------------------------------------------------------- ENTERGY CORP NEW COM 29364G10 212,342,778 5,429,373 5,329,015 80,115 20,243 ------------------------------------------------------------------------------------------------------- ENTERPRISE PRODS PAR COM 29379210 1,729,793 36,765 36,765 ------------------------------------------------------------------------------------------------------- ENTERTAINMENT PPTYS COM SH BEN 29380T10 3,215,331 166,167 166,167 ------------------------------------------------------------------------------------------------------- ENTREMED INC COM 29382F10 1,181,639 139,839 131,539 5,500 2,800 ------------------------------------------------------------------------------------------------------- ENTRAVISION COMMUNIC CL A 29382R10 3,408,140 285,200 282,200 3,000 ------------------------------------------------------------------------------------------------------- ENTRUST INC COM 29384810 4,495,970 441,214 440,924 190 100 ------------------------------------------------------------------------------------------------------- ENZON INC COM 29390410 20,324,115 361,125 327,525 27,880 5,720 ------------------------------------------------------------------------------------------------------- ENZO BIOCHEM INC COM 29410010 5,026,556 213,896 204,176 9,720 ------------------------------------------------------------------------------------------------------- EOTT ENERGY PARTNERS UNIT LTD P 29410310 251,335 16,700 1,200 15,500 ------------------------------------------------------------------------------------------------------- EQUIFAX INC COM 29442910 72,492,334 3,001,753 2,984,843 10,910 6,000 ------------------------------------------------------------------------------------------------------- EQUITABLE RES INC COM 29454910 25,592,259 751,167 745,163 1,180 4,824 ------------------------------------------------------------------------------------------------------- EQUITY INNS INC COM 29470310 3,387,308 511,678 511,678 ------------------------------------------------------------------------------------------------------- EQUITY OFFICE PROPER COM 29474110 306,523,351 10,190,271 10,101,204 89,067 ------------------------------------------------------------------------------------------------------- EQUITY ONE COM 29475210 450,424 32,782 32,782 ------------------------------------------------------------------------------------------------------- EQUITY RESIDENTIAL P SH BEN INT 29476L10 180,528,422 6,287,998 6,286,398 1,600 ------------------------------------------------------------------------------------------------------- ERICSSON L M TEL CO ADR CL B S 29482140 18,928,680 3,626,184 1,491,374 2,134,810 ------------------------------------------------------------------------------------------------------- ERIE INDTY CO CL A 29530P10 8,253,256 214,426 213,786 640 ------------------------------------------------------------------------------------------------------- ESCO TECHNOLOGIES IN COM 29631510 4,989,288 144,659 144,658 1 ------------------------------------------------------------------------------------------------------- ESPERION THERAPEUTIC COM 29664R10 1,475,850 200,796 200,796 ------------------------------------------------------------------------------------------------------- ESPEED INC CL A 29664310 1,108,990 133,936 133,636 300 ------------------------------------------------------------------------------------------------------- ESSEX PPTY TR INC COM 29717810 13,494,068 273,104 260,364 12,740 ------------------------------------------------------------------------------------------------------- ESTERLINE TECHNOLOGI COM 29742510 6,302,880 393,684 393,644 40 ------------------------------------------------------------------------------------------------------- ETHAN ALLEN INTERIOR COM 29760210 12,318,001 296,177 294,001 2,076 100 ------------------------------------------------------------------------------------------------------- EVERGREEN RES INC COM NO PAR 29990030 5,712,619 147,957 147,957 ------------------------------------------------------------------------------------------------------- EXACT SCIENCES CORP COM 30063P10 546,888 53,303 53,103 200 ------------------------------------------------------------------------------------------------------- EXAR CORP COM 30064510 7,349,062 352,473 351,533 940 ------------------------------------------------------------------------------------------------------- EXCEL TECHNOLOGY INC COM 30067T10 1,463,374 84,102 83,992 110 ------------------------------------------------------------------------------------------------------- EXE TECHNOLOGIES INC COM 30150410 1,320,422 259,415 259,415 ------------------------------------------------------------------------------------------------------- EXELON CORP COM 30161N10 354,018,208 7,393,864 7,359,583 28,951 5,330 ------------------------------------------------------------------------------------------------------- EXELIXIS INC COM 30161Q10 5,154,609 310,145 310,045 100 ------------------------------------------------------------------------------------------------------- EXFO ELECTRO OPTICAL SUB VTG SH 30204310 1,688,029 142,090 116,100 25,990 ------------------------------------------------------------------------------------------------------- EXIDE TECHNOLOGIES COM 30205110 271,536 220,761 220,761 ------------------------------------------------------------------------------------------------------- EXPEDIA INC CL A 30212510 8,156,518 200,850 200,690 60 100 ------------------------------------------------------------------------------------------------------- EXPEDITORS INTL WASH COM 30213010 30,506,406 535,670 533,300 2,190 180 ------------------------------------------------------------------------------------------------------- EXPRESS SCRIPTS INC COM 30218210 40,428,929 864,605 863,445 960 200 ------------------------------------------------------------------------------------------------------- Page Total 1,542,323,771 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- ENERGY CONVERSION DE 134,363 7,900 -------------------------------------------------------- ENERGY EAST CORP 1,233,127 6,500 74,600 -------------------------------------------------------- ENERGIZER HLDGS INC 1,104,933 5,865 87,033 -------------------------------------------------------- ENERGY PARTNERS LTD 170,850 13,600 -------------------------------------------------------- ENERSIS S A 13,943 23,445 7,659 -------------------------------------------------------- ENGELHARD CORP 2,411,536 38,981 273,246 -------------------------------------------------------- ENGINEERED SUPPORT S 195,624 4,100 -------------------------------------------------------- ENESCO GROUP INC 59,884 3,900 -------------------------------------------------------- ENRON CORP 444,491 9,800 73,280 -------------------------------------------------------- ENTEGRIS INC 549,723 24,500 -------------------------------------------------------- ENTERASYS NETWORKS I 1,735,396 12,610 156,872 -------------------------------------------------------- ENTERCOM COMMUNICATI 367,075 1,600 17,800 -------------------------------------------------------- ENTERGY CORP NEW 4,756,644 94,398 578,331 -------------------------------------------------------- ENTERPRISE PRODS PAR 36,765 -------------------------------------------------------- ENTERTAINMENT PPTYS 154,967 11,200 -------------------------------------------------------- ENTREMED INC 126,939 2,800 10,100 -------------------------------------------------------- ENTRAVISION COMMUNIC 258,600 2,400 24,200 -------------------------------------------------------- ENTRUST INC 412,714 100 28,400 -------------------------------------------------------- ENZON INC 326,644 8,020 26,461 -------------------------------------------------------- ENZO BIOCHEM INC 198,566 15,330 -------------------------------------------------------- EOTT ENERGY PARTNERS 16,700 -------------------------------------------------------- EQUIFAX INC 2,545,446 110,421 345,886 -------------------------------------------------------- EQUITABLE RES INC 679,641 8,324 63,202 -------------------------------------------------------- EQUITY INNS INC 488,478 23,200 -------------------------------------------------------- EQUITY OFFICE PROPER 9,089,698 119,325 981,248 -------------------------------------------------------- EQUITY ONE 32,782 -------------------------------------------------------- EQUITY RESIDENTIAL P 5,641,826 68,600 577,572 -------------------------------------------------------- ERICSSON L M TEL CO 3,579,204 46,980 -------------------------------------------------------- ERIE INDTY CO 200,226 1,700 12,500 -------------------------------------------------------- ESCO TECHNOLOGIES IN 136,664 7,995 -------------------------------------------------------- ESPERION THERAPEUTIC 188,196 12,600 -------------------------------------------------------- ESPEED INC 127,536 300 6,100 -------------------------------------------------------- ESSEX PPTY TR INC 263,904 9,200 -------------------------------------------------------- ESTERLINE TECHNOLOGI 381,384 12,300 -------------------------------------------------------- ETHAN ALLEN INTERIOR 274,777 2,000 19,400 -------------------------------------------------------- EVERGREEN RES INC 136,757 11,200 -------------------------------------------------------- EXACT SCIENCES CORP 53,303 -------------------------------------------------------- EXAR CORP 329,073 23,400 -------------------------------------------------------- EXCEL TECHNOLOGY INC 77,202 6,900 -------------------------------------------------------- EXE TECHNOLOGIES INC 240,215 19,200 -------------------------------------------------------- EXELON CORP 6,412,513 109,459 871,892 -------------------------------------------------------- EXELIXIS INC 288,945 100 21,100 -------------------------------------------------------- EXFO ELECTRO OPTICAL 142,090 -------------------------------------------------------- EXIDE TECHNOLOGIES 206,361 14,400 -------------------------------------------------------- EXPEDIA INC 193,050 100 7,700 -------------------------------------------------------- EXPEDITORS INTL WASH 501,310 2,780 31,580 -------------------------------------------------------- EXPRESS SCRIPTS INC 809,386 4,700 50,519 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 23 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- EXTENDED STAY AMER I COM 30224P10 12,056,279 735,139 729,519 5,540 80 ------------------------------------------------------------------------------------------------------- EXTENSITY INC COM 30225510 218,207 100,095 99,995 100 ------------------------------------------------------------------------------------------------------- EXTREME NETWORKS INC COM 30226D10 11,362,590 880,821 830,921 37,820 12,080 ------------------------------------------------------------------------------------------------------- EXULT INC DEL COM 30228410 8,125,328 506,251 504,451 1,700 100 ------------------------------------------------------------------------------------------------------- EXXON MOBIL CORP COM 30231G10 6,201,259,005 157,792,850 149,917,637 4,229,679 3,645,534 ------------------------------------------------------------------------------------------------------- F&M BANCORP MD COM 30236710 2,607,734 102,465 102,465 ------------------------------------------------------------------------------------------------------- FBL FINL GROUP INC CL A 30239F10 1,866,842 111,921 111,921 ------------------------------------------------------------------------------------------------------- FEI CO COM 30241L10 10,807,551 342,988 342,888 100 ------------------------------------------------------------------------------------------------------- FLIR SYS INC COM 30244510 8,812,911 232,408 232,408 ------------------------------------------------------------------------------------------------------- FMC TECHNOLOGIES INC COM 30249U10 2,047,696 124,480 124,480 ------------------------------------------------------------------------------------------------------- F M C CORP COM NEW 30249130 27,079,461 455,117 454,347 720 50 ------------------------------------------------------------------------------------------------------- FNB CORP PA COM 30252010 8,236,061 312,564 311,682 882 ------------------------------------------------------------------------------------------------------- FPL GROUP INC COM 30257110 212,713,784 3,771,521 3,666,604 59,757 45,160 ------------------------------------------------------------------------------------------------------- FSI INTL INC COM 30263310 2,823,920 306,282 306,082 200 ------------------------------------------------------------------------------------------------------- FTD COM INC CL A 30265F10 456,554 65,222 65,222 ------------------------------------------------------------------------------------------------------- F Y I INC COM 30271210 7,469,495 222,970 222,870 100 ------------------------------------------------------------------------------------------------------- FTI CONSULTING INC COM 30294110 2,617,800 79,811 79,811 ------------------------------------------------------------------------------------------------------- FACTORY 2-U INC COM 30307210 2,249,750 112,263 112,243 20 ------------------------------------------------------------------------------------------------------- FACTSET RESH SYS INC COM 30307510 7,570,065 216,597 201,597 15,000 ------------------------------------------------------------------------------------------------------- FAIR ISAAC & CO INC COM 30325010 10,574,629 167,798 167,198 600 ------------------------------------------------------------------------------------------------------- FAIRCHILD CORP CL A 30369810 262,467 90,506 90,506 ------------------------------------------------------------------------------------------------------- FAIRCHILD SEMICONDUC CL A 30372610 31,698,999 1,124,078 1,121,178 2,900 ------------------------------------------------------------------------------------------------------- FALCONSTOR SOFTWARE COM 30613710 2,837,628 313,204 312,104 1,100 ------------------------------------------------------------------------------------------------------- FAMILY DLR STORES IN COM 30700010 94,973,252 3,167,887 3,157,767 6,520 3,600 ------------------------------------------------------------------------------------------------------- FARMERS CAP BK CORP COM 30956210 2,171,010 59,204 59,204 ------------------------------------------------------------------------------------------------------- FASTENAL CO COM 31190010 25,392,867 382,250 381,630 520 100 ------------------------------------------------------------------------------------------------------- FEDDERS CORP COM 31313510 778,230 255,997 255,997 ------------------------------------------------------------------------------------------------------- FEDERAL AGRIC MTG CO CL C 31314830 5,847,997 144,395 144,295 100 ------------------------------------------------------------------------------------------------------- FEDERAL HOME LN MTG COM 31340030 1,058,373,366 16,183,079 15,622,191 460,003 100,885 ------------------------------------------------------------------------------------------------------- FEDERAL MOGUL CORP COM 31354910 9,339,643 11,822,334 11,822,334 ------------------------------------------------------------------------------------------------------- FEDERAL NATL MTG ASS COM 31358610 1,860,155,230 23,398,179 23,147,927 193,931 56,321 ------------------------------------------------------------------------------------------------------- FEDERAL REALTY INVT SH BEN INT 31374720 11,274,577 490,199 490,199 ------------------------------------------------------------------------------------------------------- FEDERAL SIGNAL CORP COM 31385510 16,321,215 732,879 720,559 12,120 200 ------------------------------------------------------------------------------------------------------- FEDERATED DEPT STORE COM 31410H10 204,481,267 4,999,542 4,985,099 13,603 840 ------------------------------------------------------------------------------------------------------- FEDERATED INVS INC P CL B 31421110 21,684,552 680,193 679,893 300 ------------------------------------------------------------------------------------------------------- FEDEX CORP COM 31428X10 338,923,583 6,532,837 6,439,291 20,226 73,320 ------------------------------------------------------------------------------------------------------- FELCOR LODGING TR IN COM 31430F10 9,861,322 590,145 589,745 400 ------------------------------------------------------------------------------------------------------- FERRO CORP COM 31540510 10,612,210 411,326 410,746 580 ------------------------------------------------------------------------------------------------------- F5 NETWORKS INC COM 31561610 4,117,564 191,159 191,159 ------------------------------------------------------------------------------------------------------- FIBERCORE INC COM 31563B10 570,866 237,861 236,861 1,000 ------------------------------------------------------------------------------------------------------- FIDELITY BANKSHARES COM 31604Q10 2,257,088 141,333 141,333 ------------------------------------------------------------------------------------------------------- FIDELITY NATL FINL I COM 31632610 31,199,466 1,258,043 1,256,676 1,257 110 ------------------------------------------------------------------------------------------------------- FIFTH THIRD BANCORP COM 31677310 795,803,422 12,975,761 11,668,454 935,890 371,417 ------------------------------------------------------------------------------------------------------- FILENET CORP COM 31686910 9,710,956 478,608 476,868 1,740 ------------------------------------------------------------------------------------------------------- FINANCIAL FED CORP COM 31749210 6,287,781 201,209 201,209 ------------------------------------------------------------------------------------------------------- FINANCIAL INSTNS INC COM 31758540 1,519,713 64,945 64,945 ------------------------------------------------------------------------------------------------------- FINISAR COM 31787A10 7,967,981 783,479 781,579 1,800 100 ------------------------------------------------------------------------------------------------------- Page Total 11,105,379,914 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- EXTENDED STAY AMER I 692,359 3,880 38,900 -------------------------------------------------------- EXTENSITY INC 99,995 100 -------------------------------------------------------- EXTREME NETWORKS INC 776,213 20,780 83,828 -------------------------------------------------------- EXULT INC DEL 454,951 6,300 45,000 -------------------------------------------------------- EXXON MOBIL CORP 134,902,810 5,750,504 17,139,536 -------------------------------------------------------- F&M BANCORP MD 94,565 7,900 -------------------------------------------------------- FBL FINL GROUP INC 105,421 6,500 -------------------------------------------------------- FEI CO 332,788 100 10,100 -------------------------------------------------------- FLIR SYS INC 225,708 6,700 -------------------------------------------------------- FMC TECHNOLOGIES INC 124,480 -------------------------------------------------------- F M C CORP 435,710 3,502 15,905 -------------------------------------------------------- FNB CORP PA 296,604 15,960 -------------------------------------------------------- FPL GROUP INC 3,221,975 102,447 447,099 -------------------------------------------------------- FSI INTL INC 290,282 16,000 -------------------------------------------------------- FTD COM INC 65,222 -------------------------------------------------------- F Y I INC 213,520 100 9,350 -------------------------------------------------------- FTI CONSULTING INC 77,911 1,900 -------------------------------------------------------- FACTORY 2-U INC 103,363 8,900 -------------------------------------------------------- FACTSET RESH SYS INC 188,297 15,000 13,300 -------------------------------------------------------- FAIR ISAAC & CO INC 155,948 11,850 -------------------------------------------------------- FAIRCHILD CORP 90,506 -------------------------------------------------------- FAIRCHILD SEMICONDUC 1,055,678 4,700 63,700 -------------------------------------------------------- FALCONSTOR SOFTWARE 299,404 13,800 -------------------------------------------------------- FAMILY DLR STORES IN 2,782,349 118,200 267,338 -------------------------------------------------------- FARMERS CAP BK CORP 55,404 3,800 -------------------------------------------------------- FASTENAL CO 349,950 2,800 29,500 -------------------------------------------------------- FEDDERS CORP 240,897 15,100 -------------------------------------------------------- FEDERAL AGRIC MTG CO 139,295 100 5,000 -------------------------------------------------------- FEDERAL HOME LN MTG 13,931,734 312,601 1,938,744 -------------------------------------------------------- FEDERAL MOGUL CORP 543,088 11,234,646 44,600 -------------------------------------------------------- FEDERAL NATL MTG ASS 19,679,683 766,595 2,951,901 -------------------------------------------------------- FEDERAL REALTY INVT 467,999 22,200 -------------------------------------------------------- FEDERAL SIGNAL CORP 702,514 200 30,165 -------------------------------------------------------- FEDERATED DEPT STORE 4,467,954 50,996 480,592 -------------------------------------------------------- FEDERATED INVS INC P 623,211 4,400 52,582 -------------------------------------------------------- FEDEX CORP 5,516,216 165,615 851,006 -------------------------------------------------------- FELCOR LODGING TR IN 571,445 18,700 -------------------------------------------------------- FERRO CORP 393,626 17,700 -------------------------------------------------------- F5 NETWORKS INC 179,559 11,600 -------------------------------------------------------- FIBERCORE INC 218,261 19,600 -------------------------------------------------------- FIDELITY BANKSHARES 131,533 9,800 -------------------------------------------------------- FIDELITY NATL FINL I 1,190,413 7,560 60,070 -------------------------------------------------------- FIFTH THIRD BANCORP 10,739,093 771,780 1,464,888 -------------------------------------------------------- FILENET CORP 456,508 22,100 -------------------------------------------------------- FINANCIAL FED CORP 194,709 6,500 -------------------------------------------------------- FINANCIAL INSTNS INC 63,345 1,600 -------------------------------------------------------- FINISAR 701,679 8,200 73,600 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 24 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- FINISH LINE INC CL A 31792310 2,608,519 170,603 170,603 ------------------------------------------------------------------------------------------------------- FINOVA GROUP INC COM 31792810 265,864 435,844 435,844 ------------------------------------------------------------------------------------------------------- FIRST AMERN CORP CAL COM 31852230 16,904,435 902,051 901,551 500 ------------------------------------------------------------------------------------------------------- FIRST BANCORP P R COM 31867210 5,608,287 196,782 196,682 100 ------------------------------------------------------------------------------------------------------- FIRST BANCORP N C COM 31891010 1,283,884 56,935 56,035 900 ------------------------------------------------------------------------------------------------------- FIRST BKS AMER INC COM 31928N10 370,486 11,754 11,754 ------------------------------------------------------------------------------------------------------- FIRST BUSEY CORP COM 31938310 1,722,073 80,171 80,171 ------------------------------------------------------------------------------------------------------- FIRST CHARTER CORP COM 31943910 4,882,289 288,722 288,722 ------------------------------------------------------------------------------------------------------- FIRST CTZNS BANCSHAR CL A 31946M10 5,924,041 60,604 60,604 ------------------------------------------------------------------------------------------------------- FIRST COMWLTH FINL C COM 31982910 6,190,767 537,393 537,393 ------------------------------------------------------------------------------------------------------- FIRST CMNTY BANCSHAR COM 31983A10 1,859,439 63,096 63,096 ------------------------------------------------------------------------------------------------------- FIRST CMNTY BANCORP COM 31983B10 388,766 19,835 19,835 ------------------------------------------------------------------------------------------------------- FIRST CONSULTING GRO COM 31986R10 2,578,932 164,788 164,658 130 ------------------------------------------------------------------------------------------------------- FIRST FED CAP CORP COM 31996010 2,529,521 161,116 161,116 ------------------------------------------------------------------------------------------------------- FIRST DATA CORP COM 31996310 718,076,934 9,153,307 9,039,974 85,533 27,800 ------------------------------------------------------------------------------------------------------- FIRST ESSEX BANCORP COM 32010310 1,521,071 53,977 52,977 1,000 ------------------------------------------------------------------------------------------------------- FIRST FINL BANKSHARE COM 32020R10 3,051,357 101,374 101,374 ------------------------------------------------------------------------------------------------------- FIRST FINL BANCORP O COM 32020910 6,164,121 349,242 346,537 2,705 ------------------------------------------------------------------------------------------------------- FIRST FINL CORP IND COM 32021810 2,629,947 59,976 59,976 ------------------------------------------------------------------------------------------------------- FIRST FINL HLDGS INC COM 32023910 2,916,593 120,670 120,670 ------------------------------------------------------------------------------------------------------- FIRST HORIZON PHARMA COM 32051K10 4,218,816 143,546 142,046 1,500 ------------------------------------------------------------------------------------------------------- FIRST INDUSTRIAL REA COM 32054K10 16,408,919 527,618 527,618 ------------------------------------------------------------------------------------------------------- FIRST IND CORP COM 32054R10 1,879,133 85,766 85,766 ------------------------------------------------------------------------------------------------------- FIRST MERCHANTS CORP COM 32081710 2,624,233 109,252 109,252 ------------------------------------------------------------------------------------------------------- FIRST MIDWEST BANCOR COM 32086710 13,700,443 469,354 469,329 25 ------------------------------------------------------------------------------------------------------- FIRST HEALTH GROUP C COM 32096010 24,872,284 1,005,347 1,003,947 1,200 200 ------------------------------------------------------------------------------------------------------- FIRST NIAGARA FINL G COM 33582U10 1,686,079 100,183 100,183 ------------------------------------------------------------------------------------------------------- FIRST PL FINL CORP COM 33610T10 2,152,536 136,669 136,669 ------------------------------------------------------------------------------------------------------- FIRST REP BK SAN FRA COM 33615810 2,491,289 103,159 103,159 ------------------------------------------------------------------------------------------------------- FIRST SENTINEL BANCO COM 33640T10 3,132,015 250,161 250,161 ------------------------------------------------------------------------------------------------------- 1ST SOURCE CORP COM 33690110 2,642,396 127,652 127,652 ------------------------------------------------------------------------------------------------------- FIRST TENN NATL CORP COM 33716210 54,109,601 1,492,267 1,481,927 8,040 2,300 ------------------------------------------------------------------------------------------------------- FIRST VA BANKS INC COM 33747710 28,779,295 566,968 560,618 6,050 300 ------------------------------------------------------------------------------------------------------- FISERV INC COM 33773810 195,834,488 4,627,469 4,611,508 15,661 300 ------------------------------------------------------------------------------------------------------- FISHER COMMUNICATION COM 33775620 1,409,232 32,028 32,028 ------------------------------------------------------------------------------------------------------- FIRSTFED FINL CORP COM 33790710 9,677,939 377,602 377,502 100 ------------------------------------------------------------------------------------------------------- FIRSTMERIT CORP COM 33791510 26,789,761 988,917 951,037 37,480 400 ------------------------------------------------------------------------------------------------------- FLAGSTAR BANCORP INC COM 33793010 4,673,199 232,151 230,501 1,650 ------------------------------------------------------------------------------------------------------- FIRSTENERGY CORP COM 33793210 719,508,377 20,569,136 20,549,299 17,155 2,682 ------------------------------------------------------------------------------------------------------- FISHER SCIENTIFIC IN COM NEW 33803220 24,019,102 822,572 821,872 600 100 ------------------------------------------------------------------------------------------------------- FLEETBOSTON FINL COR COM 33903010 935,508,797 25,630,378 24,720,261 635,771 274,346 ------------------------------------------------------------------------------------------------------- FLEETWOOD ENTERPRISE COM 33909910 3,967,958 350,217 350,217 ------------------------------------------------------------------------------------------------------- FLEMING COS INC COM 33913010 7,569,367 409,155 406,455 1,200 1,500 ------------------------------------------------------------------------------------------------------- FLORIDA EAST COAST I CL A 34063210 5,364,433 231,725 227,425 300 4,000 ------------------------------------------------------------------------------------------------------- FLORIDA ROCK INDS IN COM 34114010 6,447,042 176,245 175,465 630 150 ------------------------------------------------------------------------------------------------------- FLUOR CORP NEW COM 34341210 60,175,702 1,608,976 1,606,351 2,625 ------------------------------------------------------------------------------------------------------- FLOW INTL CORP COM 34346810 1,309,166 105,834 105,834 ------------------------------------------------------------------------------------------------------- Page Total 2,948,428,928 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- FINISH LINE INC 159,803 10,800 -------------------------------------------------------- FINOVA GROUP INC 435,744 100 -------------------------------------------------------- FIRST AMERN CORP CAL 860,051 42,000 -------------------------------------------------------- FIRST BANCORP P R 182,282 14,500 -------------------------------------------------------- FIRST BANCORP N C 54,735 2,200 -------------------------------------------------------- FIRST BKS AMER INC 11,754 -------------------------------------------------------- FIRST BUSEY CORP 73,171 7,000 -------------------------------------------------------- FIRST CHARTER CORP 267,322 21,400 -------------------------------------------------------- FIRST CTZNS BANCSHAR 56,404 4,200 -------------------------------------------------------- FIRST COMWLTH FINL C 498,393 39,000 -------------------------------------------------------- FIRST CMNTY BANCSHAR 58,096 5,000 -------------------------------------------------------- FIRST CMNTY BANCORP 19,835 -------------------------------------------------------- FIRST CONSULTING GRO 153,488 11,300 -------------------------------------------------------- FIRST FED CAP CORP 151,716 9,400 -------------------------------------------------------- FIRST DATA CORP 7,792,422 304,932 1,055,953 -------------------------------------------------------- FIRST ESSEX BANCORP 52,677 1,300 -------------------------------------------------------- FIRST FINL BANKSHARE 94,624 6,750 -------------------------------------------------------- FIRST FINL BANCORP O 324,357 24,885 -------------------------------------------------------- FIRST FINL CORP IND 55,676 4,300 -------------------------------------------------------- FIRST FINL HLDGS INC 112,270 8,400 -------------------------------------------------------- FIRST HORIZON PHARMA 136,796 6,750 -------------------------------------------------------- FIRST INDUSTRIAL REA 503,218 24,400 -------------------------------------------------------- FIRST IND CORP 79,966 5,800 -------------------------------------------------------- FIRST MERCHANTS CORP 99,382 9,870 -------------------------------------------------------- FIRST MIDWEST BANCOR 435,729 33,625 -------------------------------------------------------- FIRST HEALTH GROUP C 944,900 4,900 55,547 -------------------------------------------------------- FIRST NIAGARA FINL G 92,683 7,500 -------------------------------------------------------- FIRST PL FINL CORP 127,069 9,600 -------------------------------------------------------- FIRST REP BK SAN FRA 96,559 6,600 -------------------------------------------------------- FIRST SENTINEL BANCO 233,461 16,700 -------------------------------------------------------- 1ST SOURCE CORP 119,987 7,665 -------------------------------------------------------- FIRST TENN NATL CORP 1,336,567 9,800 145,900 -------------------------------------------------------- FIRST VA BANKS INC 524,886 2,800 39,282 -------------------------------------------------------- FISERV INC 4,036,915 146,681 443,873 -------------------------------------------------------- FISHER COMMUNICATION 29,428 2,600 -------------------------------------------------------- FIRSTFED FINL CORP 357,502 20,100 -------------------------------------------------------- FIRSTMERIT CORP 930,320 5,800 52,797 -------------------------------------------------------- FLAGSTAR BANCORP INC 232,151 -------------------------------------------------------- FIRSTENERGY CORP 6,025,168 13,716,975 826,993 -------------------------------------------------------- FISHER SCIENTIFIC IN 780,872 5,300 36,400 -------------------------------------------------------- FLEETBOSTON FINL COR 22,287,659 604,169 2,738,550 -------------------------------------------------------- FLEETWOOD ENTERPRISE 317,917 32,300 -------------------------------------------------------- FLEMING COS INC 367,955 1,500 39,700 -------------------------------------------------------- FLORIDA EAST COAST I 213,625 4,000 14,100 -------------------------------------------------------- FLORIDA ROCK INDS IN 164,305 150 11,790 -------------------------------------------------------- FLUOR CORP NEW 1,406,587 22,232 180,157 -------------------------------------------------------- FLOW INTL CORP 103,434 2,400 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 25 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- FLOWERS FOODS INC COM 34349810 13,442,780 336,743 162,141 174,542 60 ------------------------------------------------------------------------------------------------------- FLOWSERVE CORP COM 34354P10 23,895,620 897,994 897,679 315 ------------------------------------------------------------------------------------------------------- FLUSHING FINL CORP COM 34387310 1,642,210 92,259 92,259 ------------------------------------------------------------------------------------------------------- FOAMEX INTL INC COM 34412310 1,166,375 143,997 143,997 ------------------------------------------------------------------------------------------------------- FOMENTO ECONOMICO ME SPON ADR U 34441910 7,529,619 217,934 217,934 ------------------------------------------------------------------------------------------------------- FOOT LOCKER INC COM 34484910 16,809,414 1,074,084 1,068,304 3,500 2,280 ------------------------------------------------------------------------------------------------------- FOOTSTAR INC COM 34491210 5,741,985 183,450 182,509 941 ------------------------------------------------------------------------------------------------------- FORD MTR CO DEL COM PAR $0 34537086 637,932,392 40,580,941 40,105,514 430,633 44,794 ------------------------------------------------------------------------------------------------------- FOREST CITY ENTERPRI CL A 34555010 10,040,753 259,451 259,451 ------------------------------------------------------------------------------------------------------- FOREST LABS INC COM 34583810 320,317,555 3,908,695 3,877,715 9,160 21,820 ------------------------------------------------------------------------------------------------------- FOREST OIL CORP COM PAR $0 34609170 9,260,581 328,273 327,873 300 100 ------------------------------------------------------------------------------------------------------- FORRESTER RESH INC COM 34656310 4,335,537 215,270 215,270 ------------------------------------------------------------------------------------------------------- FORTUNE BRANDS INC COM 34963110 138,566,781 3,500,045 3,060,476 394,362 45,207 ------------------------------------------------------------------------------------------------------- FORWARD AIR CORP COM 34985310 7,066,587 208,331 180,996 27,335 ------------------------------------------------------------------------------------------------------- FOSSIL INC COM 34988210 2,804,739 133,559 133,559 ------------------------------------------------------------------------------------------------------- FOUNDRY NETWORKS INC COM 35063R10 6,538,541 802,275 796,065 6,110 100 ------------------------------------------------------------------------------------------------------- 4 KIDS ENTMT INC COM 35086510 1,553,126 77,540 77,520 20 ------------------------------------------------------------------------------------------------------- FOX ENTMT GROUP INC CL A 35138T10 29,734,983 1,120,806 1,114,586 4,170 2,050 ------------------------------------------------------------------------------------------------------- FRANCE TELECOM SPONSORED 35177Q10 1,358,660 33,975 33,975 ------------------------------------------------------------------------------------------------------- FRANKLIN ELEC INC COM 35351410 3,194,802 38,961 38,961 ------------------------------------------------------------------------------------------------------- FRANKLIN RES INC COM 35461310 178,043,735 5,048,022 4,801,397 189,863 56,762 ------------------------------------------------------------------------------------------------------- FREDS INC CL A 35610810 5,034,188 122,905 121,805 1,000 100 ------------------------------------------------------------------------------------------------------- FREEMARKETS INC COM 35660210 17,548,724 732,112 332,033 214,536 185,543 ------------------------------------------------------------------------------------------------------- FREEPORT-MCMORAN COP CL B 35671D85 38,033,250 2,840,422 2,824,025 3,080 13,317 ------------------------------------------------------------------------------------------------------- FREMONT GEN CORP COM 35728810 4,367,196 558,465 558,465 ------------------------------------------------------------------------------------------------------- FRESENIUS MED CARE A SPONSORED 35802910 311,791 15,613 15,613 ------------------------------------------------------------------------------------------------------- FRIEDMAN BILLINGS RA CL A 35843310 1,056,616 203,587 203,587 ------------------------------------------------------------------------------------------------------- FRIEDMANS INC CL A 35843810 1,060,406 125,939 125,939 ------------------------------------------------------------------------------------------------------- FRONTIER AIRLINES IN COM 35906510 6,195,259 364,427 364,427 ------------------------------------------------------------------------------------------------------- FRONTIER FINL CORP W COM 35907K10 4,004,625 153,082 153,082 ------------------------------------------------------------------------------------------------------- FRONTIER OIL CORP COM 35914P10 10,395,523 624,731 624,731 ------------------------------------------------------------------------------------------------------- FUELCELL ENERGY INC COM 35952H10 5,545,797 305,722 297,422 8,300 ------------------------------------------------------------------------------------------------------- FUJI PHOTO FILM LTD ADR 35958630 1,162,371 32,342 32,342 ------------------------------------------------------------------------------------------------------- FULLER H B CO COM 35969410 10,344,541 359,560 358,760 600 200 ------------------------------------------------------------------------------------------------------- FULTON FINL CORP PA COM 36027110 14,826,586 679,184 678,012 1,172 ------------------------------------------------------------------------------------------------------- FURNITURE BRANDS INT COM 36092110 19,553,589 610,668 609,668 1,000 ------------------------------------------------------------------------------------------------------- G & K SVCS INC CL A 36126810 9,360,766 289,807 289,612 75 120 ------------------------------------------------------------------------------------------------------- GATX CORP COM 36144810 14,970,647 460,352 452,957 7,195 200 ------------------------------------------------------------------------------------------------------- GBC BANCORP CALIF COM 36147510 2,391,683 81,074 74,574 6,500 ------------------------------------------------------------------------------------------------------- GABELLI ASSET MGMT I CL A 36239Y10 2,127,902 49,257 49,257 ------------------------------------------------------------------------------------------------------- GABLES RESIDENTIAL T SH BEN INT 36241810 9,075,152 306,593 306,493 100 ------------------------------------------------------------------------------------------------------- GALLAGHER ARTHUR J & COM 36357610 40,073,482 1,161,887 1,087,862 48,605 25,420 ------------------------------------------------------------------------------------------------------- GALLAHER GROUP PLC SPONSORED 36359510 591,795 21,959 20,899 1,060 ------------------------------------------------------------------------------------------------------- GANNETT INC COM 36473010 385,939,596 5,740,586 5,605,980 56,532 78,074 ------------------------------------------------------------------------------------------------------- GAP INC DEL COM 36476010 236,442,055 16,961,410 16,919,642 40,748 1,020 ------------------------------------------------------------------------------------------------------- GARAN INC COM 36480210 1,205,937 28,375 27,675 700 ------------------------------------------------------------------------------------------------------- GARDNER DENVER INC COM 36555810 2,985,456 133,757 133,682 75 ------------------------------------------------------------------------------------------------------- Page Total 2,265,581,708 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- FLOWERS FOODS INC 149,701 174,482 12,560 -------------------------------------------------------- FLOWSERVE CORP 871,714 26,280 -------------------------------------------------------- FLUSHING FINL CORP 90,009 2,250 -------------------------------------------------------- FOAMEX INTL INC 143,997 -------------------------------------------------------- FOMENTO ECONOMICO ME 188,300 12,600 17,034 -------------------------------------------------------- FOOT LOCKER INC 929,404 14,380 130,300 -------------------------------------------------------- FOOTSTAR INC 171,350 12,100 -------------------------------------------------------- FORD MTR CO DEL 35,084,377 621,278 4,875,286 -------------------------------------------------------- FOREST CITY ENTERPRI 243,551 15,900 -------------------------------------------------------- FOREST LABS INC 3,341,491 167,739 399,465 -------------------------------------------------------- FOREST OIL CORP 310,013 1,000 17,260 -------------------------------------------------------- FORRESTER RESH INC 206,370 8,900 -------------------------------------------------------- FORTUNE BRANDS INC 2,686,726 453,410 359,909 -------------------------------------------------------- FORWARD AIR CORP 199,031 9,300 -------------------------------------------------------- FOSSIL INC 125,159 8,400 -------------------------------------------------------- FOUNDRY NETWORKS INC 741,275 5,700 55,300 -------------------------------------------------------- 4 KIDS ENTMT INC 74,040 3,500 -------------------------------------------------------- FOX ENTMT GROUP INC 995,145 10,950 114,711 -------------------------------------------------------- FRANCE TELECOM 33,975 -------------------------------------------------------- FRANKLIN ELEC INC 35,661 3,300 -------------------------------------------------------- FRANKLIN RES INC 4,395,190 133,727 519,105 -------------------------------------------------------- FREDS INC 115,805 100 7,000 -------------------------------------------------------- FREEMARKETS INC 528,369 185,543 18,200 -------------------------------------------------------- FREEPORT-MCMORAN COP 2,516,731 55,686 268,005 -------------------------------------------------------- FREMONT GEN CORP 523,665 34,800 -------------------------------------------------------- FRESENIUS MED CARE A 15,613 -------------------------------------------------------- FRIEDMAN BILLINGS RA 188,587 15,000 -------------------------------------------------------- FRIEDMANS INC 117,339 8,600 -------------------------------------------------------- FRONTIER AIRLINES IN 345,677 18,750 -------------------------------------------------------- FRONTIER FINL CORP W 142,082 11,000 -------------------------------------------------------- FRONTIER OIL CORP 607,931 16,800 -------------------------------------------------------- FUELCELL ENERGY INC 282,822 8,300 14,600 -------------------------------------------------------- FUJI PHOTO FILM LTD 32,342 -------------------------------------------------------- FULLER H B CO 332,000 200 27,360 -------------------------------------------------------- FULTON FINL CORP PA 623,184 6,600 49,400 -------------------------------------------------------- FURNITURE BRANDS INT 578,468 32,200 -------------------------------------------------------- G & K SVCS INC 275,887 120 13,800 -------------------------------------------------------- GATX CORP 418,052 2,300 40,000 -------------------------------------------------------- GBC BANCORP CALIF 69,674 6,500 4,900 -------------------------------------------------------- GABELLI ASSET MGMT I 45,857 3,400 -------------------------------------------------------- GABLES RESIDENTIAL T 290,793 15,800 -------------------------------------------------------- GALLAGHER ARTHUR J & 1,079,954 30,520 51,413 -------------------------------------------------------- GALLAHER GROUP PLC 21,959 -------------------------------------------------------- GANNETT INC 4,912,947 163,698 663,941 -------------------------------------------------------- GAP INC DEL 14,765,305 228,461 1,967,644 -------------------------------------------------------- GARAN INC 28,375 -------------------------------------------------------- GARDNER DENVER INC 125,457 8,300 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 26 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- GART SPORTS CO COM 36663010 213,885 10,185 10,185 ------------------------------------------------------------------------------------------------------- GARTNER INC COM 36665110 7,572,653 647,789 646,869 920 ------------------------------------------------------------------------------------------------------- GARTNER INC CL B 36665120 4,680,334 417,887 416,943 319 625 ------------------------------------------------------------------------------------------------------- GATEWAY INC COM 36762610 46,017,848 5,723,613 5,714,875 7,260 1,478 ------------------------------------------------------------------------------------------------------- GAYLORD ENTMT CO NEW COM 36790510 5,143,318 209,078 208,828 150 100 ------------------------------------------------------------------------------------------------------- GEMSTAR-TV GUIDE INT COM 36866W10 52,967,801 1,912,195 1,894,765 17,430 ------------------------------------------------------------------------------------------------------- GENAISSANCE PHARMACE COM 36867W10 764,562 164,422 164,322 100 ------------------------------------------------------------------------------------------------------- GENCORP INC COM 36868210 4,403,096 312,055 308,855 3,200 ------------------------------------------------------------------------------------------------------- GENE LOGIC INC COM 36868910 5,044,127 267,735 267,435 300 ------------------------------------------------------------------------------------------------------- GENELABS TECHNOLOGIE COM 36870610 598,569 323,551 323,551 ------------------------------------------------------------------------------------------------------- GENENCOR INTL INC COM 36870910 2,149,285 134,667 134,667 ------------------------------------------------------------------------------------------------------- GENENTECH INC COM NEW 36871040 100,317,743 1,849,175 1,834,077 12,408 2,690 ------------------------------------------------------------------------------------------------------- GENERAL CABLE CORP D COM 36930010 9,290,428 709,193 709,193 ------------------------------------------------------------------------------------------------------- GENERAL COMMUNICATIO CL A 36938510 2,982,813 349,685 349,685 ------------------------------------------------------------------------------------------------------- GENERAL DYNAMICS COR COM 36955010 343,872,220 4,317,833 4,305,048 12,165 620 ------------------------------------------------------------------------------------------------------- GENERAL ELEC CO COM 36960410 9,330,366,245 232,793,569 220,532,560 6,564,337 5,696,672 ------------------------------------------------------------------------------------------------------- GENERAL GROWTH PPTYS COM 37002110 21,947,724 565,663 563,353 2,310 ------------------------------------------------------------------------------------------------------- GENERAL MLS INC COM 37033410 428,500,144 8,238,803 7,785,045 193,846 259,912 ------------------------------------------------------------------------------------------------------- GENERAL MTRS CORP COM 37044210 4,156,655,065 85,527,882 85,461,489 39,210 27,183 ------------------------------------------------------------------------------------------------------- GENERAL MTRS CORP CL H NEW 37044283 781,030,964 50,552,166 50,523,581 13,334 15,251 ------------------------------------------------------------------------------------------------------- GENESCO INC COM 37153210 4,081,976 196,627 196,627 ------------------------------------------------------------------------------------------------------- GENESISINTERMEDIA IN COM 37184Y10 599,068 101,537 101,537 ------------------------------------------------------------------------------------------------------- GENTEX CORP COM 37190110 57,403,156 2,147,518 1,613,128 423,415 110,975 ------------------------------------------------------------------------------------------------------- GENLYTE GROUP INC COM 37230210 3,267,350 109,790 109,490 300 ------------------------------------------------------------------------------------------------------- GENOME THERAPEUTICS COM 37243010 1,370,655 201,271 200,671 600 ------------------------------------------------------------------------------------------------------- GENTA INC COM NEW 37245M20 3,323,473 233,554 233,554 ------------------------------------------------------------------------------------------------------- GENZYME TRANSGENICS COM 37246E10 1,032,450 177,397 177,397 ------------------------------------------------------------------------------------------------------- GENUINE PARTS CO COM 37246010 139,853,203 3,810,714 3,768,540 34,149 8,025 ------------------------------------------------------------------------------------------------------- GENTIVA HEALTH SERVI COM 37247A10 4,036,780 183,908 183,908 ------------------------------------------------------------------------------------------------------- GENUITY INC CL A 37248E10 2,344,007 1,483,549 1,453,149 30,400 ------------------------------------------------------------------------------------------------------- GENZYME CORP COM GENL D 37291710 263,843,605 4,407,678 4,382,650 20,328 4,700 ------------------------------------------------------------------------------------------------------- GENZYME CORP COM-MOLECU 37291750 921,072 115,134 113,235 1,791 108 ------------------------------------------------------------------------------------------------------- GENZYME CORP COM BIOSUR 37291770 1,569,598 295,593 294,706 440 447 ------------------------------------------------------------------------------------------------------- GEORGIA GULF CORP COM PAR $0 37320020 4,178,465 225,863 225,763 100 ------------------------------------------------------------------------------------------------------- GEORGIA PAC CORP COM GA PAC 37329810 143,247,803 5,188,258 5,169,688 15,122 3,448 ------------------------------------------------------------------------------------------------------- GERBER SCIENTIFIC IN COM 37373010 1,766,693 189,967 185,241 2,726 2,000 ------------------------------------------------------------------------------------------------------- GERMAN AMERN BANCORP COM 37386510 1,381,519 85,279 85,279 ------------------------------------------------------------------------------------------------------- GERON CORP COM 37416310 1,577,118 181,278 181,278 ------------------------------------------------------------------------------------------------------- GETTY IMAGES INC COM 37427610 8,795,985 382,767 382,317 450 ------------------------------------------------------------------------------------------------------- GETTY RLTY CORP NEW COM 37429710 1,906,187 101,124 101,124 ------------------------------------------------------------------------------------------------------- GIBRALTAR STL CORP COM 37476F10 1,134,279 64,742 64,742 ------------------------------------------------------------------------------------------------------- GILEAD SCIENCES INC COM 37555810 71,230,490 1,083,848 1,055,193 23,555 5,100 ------------------------------------------------------------------------------------------------------- GILLETTE CO COM 37576610 1,104,747,251 33,076,265 22,360,004 10,436,054 280,207 ------------------------------------------------------------------------------------------------------- GLACIER BANCORP INC COM 37637Q10 2,619,718 125,827 125,827 ------------------------------------------------------------------------------------------------------- GLATFELTER COM 37731610 4,675,230 300,079 299,779 300 ------------------------------------------------------------------------------------------------------- GLAXOSMITHKLINE PLC SPONSORED 37733W10 974,055,829 19,551,502 19,192,624 358,878 ------------------------------------------------------------------------------------------------------- GLENBOROUGH RLTY TR COM 37803P10 8,394,380 432,700 410,830 21,870 ------------------------------------------------------------------------------------------------------- Page Total 18,117,876,164 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- GART SPORTS CO 10,185 -------------------------------------------------------- GARTNER INC 599,989 47,800 -------------------------------------------------------- GARTNER INC 417,262 625 -------------------------------------------------------- GATEWAY INC 5,149,717 81,888 492,008 -------------------------------------------------------- GAYLORD ENTMT CO NEW 196,678 100 12,300 -------------------------------------------------------- GEMSTAR-TV GUIDE INT 1,574,035 11,700 326,460 -------------------------------------------------------- GENAISSANCE PHARMACE 153,022 100 11,300 -------------------------------------------------------- GENCORP INC 292,655 19,400 -------------------------------------------------------- GENE LOGIC INC 250,435 17,300 -------------------------------------------------------- GENELABS TECHNOLOGIE 298,351 25,200 -------------------------------------------------------- GENENCOR INTL INC 133,267 1,400 -------------------------------------------------------- GENENTECH INC 1,533,847 15,790 299,538 -------------------------------------------------------- GENERAL CABLE CORP D 691,493 17,700 -------------------------------------------------------- GENERAL COMMUNICATIO 326,385 23,300 -------------------------------------------------------- GENERAL DYNAMICS COR 3,755,154 46,860 515,819 -------------------------------------------------------- GENERAL ELEC CO 187,693,420 19,544,198 25,555,951 -------------------------------------------------------- GENERAL GROWTH PPTYS 525,663 4,500 35,500 -------------------------------------------------------- GENERAL MLS INC 6,698,791 516,082 1,023,930 -------------------------------------------------------- GENERAL MTRS CORP 12,284,361 71,910,383 1,333,138 -------------------------------------------------------- GENERAL MTRS CORP 5,912,833 43,474,640 1,164,693 -------------------------------------------------------- GENESCO INC 181,227 15,400 -------------------------------------------------------- GENESISINTERMEDIA IN 94,137 7,400 -------------------------------------------------------- GENTEX CORP 1,902,543 114,975 130,000 -------------------------------------------------------- GENLYTE GROUP INC 101,090 8,700 -------------------------------------------------------- GENOME THERAPEUTICS 185,171 16,100 -------------------------------------------------------- GENTA INC 221,254 12,300 -------------------------------------------------------- GENZYME TRANSGENICS 164,097 13,300 -------------------------------------------------------- GENUINE PARTS CO 3,273,599 56,374 480,741 -------------------------------------------------------- GENTIVA HEALTH SERVI 173,408 10,500 -------------------------------------------------------- GENUITY INC 1,359,049 30,400 94,100 -------------------------------------------------------- GENZYME CORP 3,808,103 142,700 456,875 -------------------------------------------------------- GENZYME CORP 112,426 108 2,600 -------------------------------------------------------- GENZYME CORP 271,410 447 23,736 -------------------------------------------------------- GEORGIA GULF CORP 210,863 15,000 -------------------------------------------------------- GEORGIA PAC CORP 4,465,458 64,270 658,530 -------------------------------------------------------- GERBER SCIENTIFIC IN 169,867 2,000 18,100 -------------------------------------------------------- GERMAN AMERN BANCORP 81,919 3,360 -------------------------------------------------------- GERON CORP 166,578 14,700 -------------------------------------------------------- GETTY IMAGES INC 359,167 23,600 -------------------------------------------------------- GETTY RLTY CORP NEW 99,824 1,300 -------------------------------------------------------- GIBRALTAR STL CORP 59,942 4,800 -------------------------------------------------------- GILEAD SCIENCES INC 1,012,269 10,700 60,879 -------------------------------------------------------- GILLETTE CO 19,280,305 10,857,302 2,938,658 -------------------------------------------------------- GLACIER BANCORP INC 117,427 8,400 -------------------------------------------------------- GLATFELTER 292,279 7,800 -------------------------------------------------------- GLAXOSMITHKLINE PLC 19,540,764 10,738 -------------------------------------------------------- GLENBOROUGH RLTY TR 418,700 14,000 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 27 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- GLIMCHER RLTY TR SH BEN INT 37930210 7,497,409 398,163 398,143 20 ------------------------------------------------------------------------------------------------------- GLOBAL INDS LTD COM 37933610 4,330,330 486,554 481,529 5,025 ------------------------------------------------------------------------------------------------------- GLOBAL IMAGING SYSTE COM 37934A10 939,022 62,895 62,895 ------------------------------------------------------------------------------------------------------- GLOBAL SPORTS INC COM 37937A10 2,633,120 131,986 131,986 ------------------------------------------------------------------------------------------------------- GLOBAL PMTS INC COM 37940X10 13,425,804 390,285 389,325 960 ------------------------------------------------------------------------------------------------------- GLOBAL POWER EQUIPME COM 37941P10 908,735 60,341 60,241 100 ------------------------------------------------------------------------------------------------------- GOLD BANC CORP INC COM 37990710 2,004,564 281,936 278,636 3,300 ------------------------------------------------------------------------------------------------------- GOLDEN ST BANCORP IN COM 38119710 45,043,558 1,722,507 1,717,117 5,190 200 ------------------------------------------------------------------------------------------------------- GOLDEN TELECOM INC COM 38122G10 751,314 64,380 64,380 ------------------------------------------------------------------------------------------------------- GOLDEN WEST FINL COR COM 38131710 190,614,561 3,238,990 3,233,550 5,340 100 ------------------------------------------------------------------------------------------------------- GOLDMAN SACHS GROUP COM 38141G10 216,288,084 2,331,947 1,948,693 338,570 44,684 ------------------------------------------------------------------------------------------------------- GOODRICH CORP COM 38238810 73,048,154 2,744,108 2,736,575 6,973 560 ------------------------------------------------------------------------------------------------------- GOODYEAR TIRE & RUBR COM 38255010 77,868,866 3,270,427 3,258,789 11,538 100 ------------------------------------------------------------------------------------------------------- GORMAN RUPP CO COM 38308210 2,104,656 78,240 78,240 ------------------------------------------------------------------------------------------------------- GRACO INC COM 38410910 12,381,856 317,077 315,697 1,380 ------------------------------------------------------------------------------------------------------- GRAINGER W W INC COM 38480210 99,996,144 2,083,253 2,072,139 10,390 724 ------------------------------------------------------------------------------------------------------- GRANITE CONSTR INC COM 38732810 10,156,727 421,791 421,791 ------------------------------------------------------------------------------------------------------- GRANITE ST BANKSHARE COM 38747210 476,295 20,182 4,300 14,757 1,125 ------------------------------------------------------------------------------------------------------- GRANT PRIDECO INC COM 38821G10 12,452,775 1,082,850 1,077,010 4,115 1,725 ------------------------------------------------------------------------------------------------------- GRAY COMMUNICATIONS COM 38919010 1,277,445 92,035 92,035 ------------------------------------------------------------------------------------------------------- GREAT AMERN FINL RES COM 38991510 1,855,837 98,978 98,978 ------------------------------------------------------------------------------------------------------- GREAT ATLANTIC & PAC COM 39006410 4,888,121 205,556 205,556 ------------------------------------------------------------------------------------------------------- GREAT LAKES CHEM COR COM 39056810 23,864,739 982,897 982,422 475 ------------------------------------------------------------------------------------------------------- GREAT LAKES REIT INC COM 39075210 2,468,976 154,311 154,311 ------------------------------------------------------------------------------------------------------- GREAT SOUTHN BANCORP COM 39090510 1,352,034 44,329 44,329 ------------------------------------------------------------------------------------------------------- GREAT PLAINS ENERGY COM 39116410 16,002,201 635,008 628,098 6,210 700 ------------------------------------------------------------------------------------------------------- GREATER BAY BANCORP COM 39164810 20,534,758 718,501 717,617 884 ------------------------------------------------------------------------------------------------------- GREEN MTN COFFEE INC COM 39312210 1,044,873 38,148 38,148 ------------------------------------------------------------------------------------------------------- GREEN MOUNTAIN PWR C COM 39315410 587,941 31,525 31,525 ------------------------------------------------------------------------------------------------------- GREENPOINT FINL CORP COM 39538410 56,931,088 1,592,478 1,587,908 4,270 300 ------------------------------------------------------------------------------------------------------- GREIF BROS CORP CL A 39762410 4,281,687 129,945 129,945 ------------------------------------------------------------------------------------------------------- GREY WOLF INC COM 39788810 4,902,255 1,650,591 1,523,776 126,815 ------------------------------------------------------------------------------------------------------- GRIFFON CORP COM 39843310 3,803,535 253,569 253,569 ------------------------------------------------------------------------------------------------------- GROUP 1 AUTOMOTIVE I COM 39890510 9,626,857 337,666 337,586 80 ------------------------------------------------------------------------------------------------------- GROUPE DANONE SPONSORED 39944910 1,471,679 61,448 61,448 ------------------------------------------------------------------------------------------------------- GROUPE CGI INC CL A SUB V 39945C10 217,477 28,805 28,805 ------------------------------------------------------------------------------------------------------- GRUPO TELEVISA SA DE SP ADR REP 40049J20 9,536,173 220,847 220,847 ------------------------------------------------------------------------------------------------------- GRUPO AEROPORTUARIO SPON ADR S 40051E20 807,868 52,459 52,459 ------------------------------------------------------------------------------------------------------- GTECH HLDGS CORP COM 40051810 26,612,222 587,596 587,396 80 120 ------------------------------------------------------------------------------------------------------- GUESS INC COM 40161710 696,517 92,869 92,869 ------------------------------------------------------------------------------------------------------- GUIDANT CORP COM 40169810 335,534,671 6,737,644 6,718,633 17,591 1,420 ------------------------------------------------------------------------------------------------------- GUILFORD PHARMACEUTI COM 40182910 2,628,216 219,018 219,018 ------------------------------------------------------------------------------------------------------- GUITAR CTR MGMT INC COM 40204010 2,195,371 160,951 160,851 100 ------------------------------------------------------------------------------------------------------- GULF ISLAND FABRICAT COM 40230710 1,203,537 96,206 96,206 ------------------------------------------------------------------------------------------------------- GULFMARK OFFSHORE IN COM 40262910 1,132,428 40,001 40,001 ------------------------------------------------------------------------------------------------------- GYMBOREE CORP COM 40377710 3,123,452 261,815 261,815 ------------------------------------------------------------------------------------------------------- HCA INC COM 40411910 458,273,243 11,890,847 11,531,182 307,843 51,822 ------------------------------------------------------------------------------------------------------- Page Total 1,769,777,175 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- GLIMCHER RLTY TR 378,263 19,900 -------------------------------------------------------- GLOBAL INDS LTD 436,454 6,100 44,000 -------------------------------------------------------- GLOBAL IMAGING SYSTE 62,895 -------------------------------------------------------- GLOBAL SPORTS INC 124,686 7,300 -------------------------------------------------------- GLOBAL PMTS INC 367,445 22,840 -------------------------------------------------------- GLOBAL POWER EQUIPME 38,041 22,300 -------------------------------------------------------- GOLD BANC CORP INC 260,936 21,000 -------------------------------------------------------- GOLDEN ST BANCORP IN 1,645,269 15,100 62,138 -------------------------------------------------------- GOLDEN TELECOM INC 64,380 -------------------------------------------------------- GOLDEN WEST FINL COR 2,782,575 46,865 409,550 -------------------------------------------------------- GOLDMAN SACHS GROUP 1,854,644 211,819 265,484 -------------------------------------------------------- GOODRICH CORP 2,243,806 301,030 199,272 -------------------------------------------------------- GOODYEAR TIRE & RUBR 2,859,565 35,886 374,976 -------------------------------------------------------- GORMAN RUPP CO 73,640 4,600 -------------------------------------------------------- GRACO INC 287,915 29,162 -------------------------------------------------------- GRAINGER W W INC 1,812,359 30,228 240,666 -------------------------------------------------------- GRANITE CONSTR INC 389,666 32,125 -------------------------------------------------------- GRANITE ST BANKSHARE 19,057 1,125 -------------------------------------------------------- GRANT PRIDECO INC 1,008,050 7,025 67,775 -------------------------------------------------------- GRAY COMMUNICATIONS 86,335 5,700 -------------------------------------------------------- GREAT AMERN FINL RES 95,378 3,600 -------------------------------------------------------- GREAT ATLANTIC & PAC 183,056 22,500 -------------------------------------------------------- GREAT LAKES CHEM COR 898,122 11,293 73,482 -------------------------------------------------------- GREAT LAKES REIT INC 145,211 9,100 -------------------------------------------------------- GREAT SOUTHN BANCORP 43,329 1,000 -------------------------------------------------------- GREAT PLAINS ENERGY 589,308 6,000 39,700 -------------------------------------------------------- GREATER BAY BANCORP 685,419 33,082 -------------------------------------------------------- GREEN MTN COFFEE INC 36,248 1,900 -------------------------------------------------------- GREEN MOUNTAIN PWR C 31,525 -------------------------------------------------------- GREENPOINT FINL CORP 1,455,078 13,000 124,400 -------------------------------------------------------- GREIF BROS CORP 120,745 9,200 -------------------------------------------------------- GREY WOLF INC 1,561,891 88,700 -------------------------------------------------------- GRIFFON CORP 235,639 17,930 -------------------------------------------------------- GROUP 1 AUTOMOTIVE I 330,666 7,000 -------------------------------------------------------- GROUPE DANONE 61,448 -------------------------------------------------------- GROUPE CGI INC 28,805 -------------------------------------------------------- GRUPO TELEVISA SA DE 172,085 39,263 9,499 -------------------------------------------------------- GRUPO AEROPORTUARIO 29,212 14,726 8,521 -------------------------------------------------------- GTECH HLDGS CORP 569,976 120 17,500 -------------------------------------------------------- GUESS INC 92,869 -------------------------------------------------------- GUIDANT CORP 5,647,715 231,284 858,645 -------------------------------------------------------- GUILFORD PHARMACEUTI 203,318 15,700 -------------------------------------------------------- GUITAR CTR MGMT INC 150,551 10,400 -------------------------------------------------------- GULF ISLAND FABRICAT 91,306 4,900 -------------------------------------------------------- GULFMARK OFFSHORE IN 39,201 800 -------------------------------------------------------- GYMBOREE CORP 244,315 17,500 -------------------------------------------------------- HCA INC 10,400,503 172,452 1,317,892 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 28 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- HCC INS HLDGS INC COM 40413210 14,949,236 542,622 536,536 6,086 ------------------------------------------------------------------------------------------------------- HNC SOFTWARE INC COM 40425P10 6,616,987 321,213 320,863 350 ------------------------------------------------------------------------------------------------------- HPL TECHNOLOGIES INC COM 40426C10 574,770 32,200 32,200 ------------------------------------------------------------------------------------------------------- HRPT PPTYS TR COM SH BEN 40426W10 13,476,969 1,556,232 1,556,232 ------------------------------------------------------------------------------------------------------- H POWER CORP COM 40427A10 684,013 219,235 218,935 300 ------------------------------------------------------------------------------------------------------- HSBC HLDGS PLC SPON ADR N 40428040 41,240,861 690,686 267,792 422,894 ------------------------------------------------------------------------------------------------------- HAEMONETICS CORP COM 40502410 7,383,875 217,685 217,525 160 ------------------------------------------------------------------------------------------------------- HAIN CELESTIAL GROUP COM 40521710 6,498,848 236,666 230,211 1,955 4,500 ------------------------------------------------------------------------------------------------------- HALL KINION ASSOCIAT COM 40606910 397,571 42,385 42,385 ------------------------------------------------------------------------------------------------------- HALLIBURTON CO COM 40621610 227,052,514 17,332,253 9,543,373 7,748,705 40,175 ------------------------------------------------------------------------------------------------------- HANCOCK FABRICS INC COM 40990010 3,229,692 245,604 245,604 ------------------------------------------------------------------------------------------------------- HANCOCK HLDG CO COM 41012010 3,232,992 75,116 75,116 ------------------------------------------------------------------------------------------------------- HANCOCK JOHN FINL SV COM 41014S10 283,748,882 6,870,433 6,855,557 13,278 1,598 ------------------------------------------------------------------------------------------------------- HANDLEMAN CO DEL COM 41025210 3,647,783 245,642 245,642 ------------------------------------------------------------------------------------------------------- HANDSPRING INC COM 41029310 1,968,605 292,078 290,178 1,900 ------------------------------------------------------------------------------------------------------- HANMI FINL CORP COM 41049510 294,103 20,283 20,283 ------------------------------------------------------------------------------------------------------- HANOVER COMPRESSOR C COM 41076810 16,377,901 648,373 646,833 1,340 200 ------------------------------------------------------------------------------------------------------- HANSON PLC SPON ADR N 41135240 418,669 12,453 12,453 ------------------------------------------------------------------------------------------------------- HARBOR FLA BANCSHARE COM 41190110 3,508,732 206,396 206,316 80 ------------------------------------------------------------------------------------------------------- HARDINGE INC COM 41232430 5,752,108 602,315 602,315 ------------------------------------------------------------------------------------------------------- HARLAND JOHN H CO COM 41269310 8,653,918 391,580 391,460 120 ------------------------------------------------------------------------------------------------------- HARLEY DAVIDSON INC COM 41282210 400,302,445 7,370,695 7,157,776 196,278 16,641 ------------------------------------------------------------------------------------------------------- HARLEYSVILLE GROUP I COM 41282410 6,386,155 267,315 266,915 400 ------------------------------------------------------------------------------------------------------- HARLEYSVILLE NATL CO COM 41285010 3,890,931 165,220 165,220 ------------------------------------------------------------------------------------------------------- HARMAN INTL INDS INC COM 41308610 14,250,382 315,973 315,513 360 100 ------------------------------------------------------------------------------------------------------- HARMONIC INC COM 41316010 6,477,553 538,898 537,198 1,700 ------------------------------------------------------------------------------------------------------- HARRAHS ENTMT INC COM 41361910 228,014,946 6,160,901 6,157,021 3,680 200 ------------------------------------------------------------------------------------------------------- HARRIS CORP DEL COM 41387510 21,875,853 717,006 713,896 2,810 300 ------------------------------------------------------------------------------------------------------- HARSCO CORP COM 41586410 16,824,733 490,517 490,317 200 ------------------------------------------------------------------------------------------------------- HARTE-HANKS INC COM 41619610 17,476,104 620,380 620,060 120 200 ------------------------------------------------------------------------------------------------------- HARTFORD FINL SVCS G COM 41651510 330,902,739 5,266,636 5,176,533 37,848 52,255 ------------------------------------------------------------------------------------------------------- HARVARD BIOSCIENCE I COM 41690610 669,021 67,306 67,306 ------------------------------------------------------------------------------------------------------- HASBRO INC COM 41805610 54,391,923 3,351,320 3,343,193 8,127 ------------------------------------------------------------------------------------------------------- HAVERTY FURNITURE IN COM 41959610 2,384,259 144,064 144,064 ------------------------------------------------------------------------------------------------------- HAWAIIAN ELEC INDUST COM 41987010 17,075,175 423,912 423,579 333 ------------------------------------------------------------------------------------------------------- HEALTH CARE PPTY INV COM 42191510 13,241,779 365,694 365,694 ------------------------------------------------------------------------------------------------------- HEALTHSOUTH CORP COM 42192410 121,554,395 8,202,051 8,136,846 64,875 330 ------------------------------------------------------------------------------------------------------- HEALTH MGMT ASSOC IN CL A 42193310 92,102,230 5,005,556 4,993,961 10,915 680 ------------------------------------------------------------------------------------------------------- HEALTHCARE RLTY TR COM 42194610 11,974,676 427,667 427,667 ------------------------------------------------------------------------------------------------------- HEADWATERS INC COM 42210P10 2,449,024 213,702 213,702 ------------------------------------------------------------------------------------------------------- HEALTH CARE REIT INC COM 42217K10 7,241,129 297,377 297,377 ------------------------------------------------------------------------------------------------------- HEALTHEXTRAS INC COM 42221110 560,556 98,171 98,171 ------------------------------------------------------------------------------------------------------- HEALTH NET INC COM 42222G10 29,149,524 1,338,362 1,336,347 1,750 265 ------------------------------------------------------------------------------------------------------- HEARST-ARGYLE TELEVI COM 42231710 4,559,983 211,502 211,282 220 ------------------------------------------------------------------------------------------------------- HEARTLAND EXPRESS IN COM 42234710 4,130,121 148,726 148,726 ------------------------------------------------------------------------------------------------------- HEICO CORP NEW COM 42280610 1,497,204 99,350 99,350 ------------------------------------------------------------------------------------------------------- HEIDRICK & STRUGGLES COM 42281910 3,025,332 166,685 165,645 1,040 ------------------------------------------------------------------------------------------------------- Page Total 2,062,117,201 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- HCC INS HLDGS INC 506,222 4,300 32,100 -------------------------------------------------------- HNC SOFTWARE INC 299,913 21,300 -------------------------------------------------------- HPL TECHNOLOGIES INC 32,200 -------------------------------------------------------- HRPT PPTYS TR 1,470,732 85,500 -------------------------------------------------------- H POWER CORP 203,935 15,300 -------------------------------------------------------- HSBC HLDGS PLC 683,686 7,000 -------------------------------------------------------- HAEMONETICS CORP 205,685 12,000 -------------------------------------------------------- HAIN CELESTIAL GROUP 207,566 4,500 24,600 -------------------------------------------------------- HALL KINION ASSOCIAT 42,385 -------------------------------------------------------- HALLIBURTON CO 8,381,936 7,862,997 1,087,320 -------------------------------------------------------- HANCOCK FABRICS INC 242,904 2,700 -------------------------------------------------------- HANCOCK HLDG CO 70,316 4,800 -------------------------------------------------------- HANCOCK JOHN FINL SV 5,993,516 109,061 767,856 -------------------------------------------------------- HANDLEMAN CO DEL 217,742 27,900 -------------------------------------------------------- HANDSPRING INC 289,378 2,700 -------------------------------------------------------- HANMI FINL CORP 20,283 -------------------------------------------------------- HANOVER COMPRESSOR C 594,273 6,200 47,900 -------------------------------------------------------- HANSON PLC 12,453 -------------------------------------------------------- HARBOR FLA BANCSHARE 189,496 16,900 -------------------------------------------------------- HARDINGE INC 7,700 594,615 -------------------------------------------------------- HARLAND JOHN H CO 362,780 28,800 -------------------------------------------------------- HARLEY DAVIDSON INC 6,195,308 233,183 942,204 -------------------------------------------------------- HARLEYSVILLE GROUP I 248,715 400 18,200 -------------------------------------------------------- HARLEYSVILLE NATL CO 151,620 13,600 -------------------------------------------------------- HARMAN INTL INDS INC 284,313 100 31,560 -------------------------------------------------------- HARMONIC INC 505,698 33,200 -------------------------------------------------------- HARRAHS ENTMT INC 2,287,308 3,560,158 313,435 -------------------------------------------------------- HARRIS CORP DEL 660,405 3,800 52,801 -------------------------------------------------------- HARSCO CORP 463,517 200 26,800 -------------------------------------------------------- HARTE-HANKS INC 589,364 2,100 28,916 -------------------------------------------------------- HARTFORD FINL SVCS G 4,443,005 125,521 698,110 -------------------------------------------------------- HARVARD BIOSCIENCE I 67,306 -------------------------------------------------------- HASBRO INC 2,972,303 55,101 323,916 -------------------------------------------------------- HAVERTY FURNITURE IN 133,764 10,300 -------------------------------------------------------- HAWAIIAN ELEC INDUST 401,812 22,100 -------------------------------------------------------- HEALTH CARE PPTY INV 330,894 4,500 30,300 -------------------------------------------------------- HEALTHSOUTH CORP 7,149,140 87,041 965,870 -------------------------------------------------------- HEALTH MGMT ASSOC IN 4,419,986 59,880 525,690 -------------------------------------------------------- HEALTHCARE RLTY TR 401,567 26,100 -------------------------------------------------------- HEADWATERS INC 199,402 14,300 -------------------------------------------------------- HEALTH CARE REIT INC 277,877 19,500 -------------------------------------------------------- HEALTHEXTRAS INC 98,171 -------------------------------------------------------- HEALTH NET INC 1,272,497 8,165 57,700 -------------------------------------------------------- HEARST-ARGYLE TELEVI 201,002 100 10,400 -------------------------------------------------------- HEARTLAND EXPRESS IN 137,726 11,000 -------------------------------------------------------- HEICO CORP NEW 94,250 5,100 -------------------------------------------------------- HEIDRICK & STRUGGLES 154,485 12,200 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 29 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- HEINZ H J CO COM 42307410 339,312,371 8,251,760 8,171,665 40,200 39,895 ------------------------------------------------------------------------------------------------------- HELIX TECHNOLOGY COR COM 42331910 4,774,308 211,721 203,681 440 7,600 ------------------------------------------------------------------------------------------------------- HELLENIC TELECOM ORG SPONSORED 42332530 365,089 47,912 47,912 ------------------------------------------------------------------------------------------------------- HELMERICH & PAYNE IN COM 42345210 21,424,919 641,849 640,049 1,100 700 ------------------------------------------------------------------------------------------------------- HEMISPHERX BIOPHARMA COM 42366C10 718,474 159,661 159,661 ------------------------------------------------------------------------------------------------------- HENRY JACK & ASSOC I COM 42628110 16,994,555 778,139 777,099 640 400 ------------------------------------------------------------------------------------------------------- HERBALIFE INTL INC CL A 42690820 1,700,057 119,554 119,221 333 ------------------------------------------------------------------------------------------------------- HERCULES INC COM 42705610 21,590,060 2,159,006 2,150,775 7,835 396 ------------------------------------------------------------------------------------------------------- HERSHEY FOODS CORP COM 42786610 175,629,574 2,594,233 2,533,986 31,213 29,034 ------------------------------------------------------------------------------------------------------- HEWLETT PACKARD CO COM 42823610 958,709,347 46,675,236 43,894,413 1,402,663 1,378,160 ------------------------------------------------------------------------------------------------------- HEXCEL CORP NEW COM 42829110 615,060 199,695 199,695 ------------------------------------------------------------------------------------------------------- HI / FN INC COM 42835810 1,800,863 124,455 124,455 ------------------------------------------------------------------------------------------------------- HIBBETT SPORTING GOO COM 42856510 1,002,324 33,080 33,080 ------------------------------------------------------------------------------------------------------- HIBERNIA CORP CL A 42865610 34,919,973 1,962,899 1,918,209 7,990 36,700 ------------------------------------------------------------------------------------------------------- HICKORY TECH CORP COM 42906010 1,935,096 114,165 114,165 ------------------------------------------------------------------------------------------------------- HIGHWOODS PPTYS INC COM 43128410 18,373,196 708,023 708,023 ------------------------------------------------------------------------------------------------------- HILB ROGAL & HAMILTO COM 43129410 11,268,796 201,049 201,049 ------------------------------------------------------------------------------------------------------- HILLENBRAND INDS INC COM 43157310 38,105,514 689,443 685,043 3,900 500 ------------------------------------------------------------------------------------------------------- HILTON HOTELS CORP COM 43284810 105,391,791 9,651,263 9,629,280 20,343 1,640 ------------------------------------------------------------------------------------------------------- HISPANIC BROADCASTIN CL A 43357B10 24,095,460 944,920 938,890 5,730 300 ------------------------------------------------------------------------------------------------------- HITACHI LIMITED ADR 10 COM 43357850 1,384,681 18,919 18,919 ------------------------------------------------------------------------------------------------------- HOLLINGER INTL INC CL A 43556910 3,727,795 318,615 318,115 500 ------------------------------------------------------------------------------------------------------- HOLLY CORP COM PAR $0 43575830 3,436,837 178,537 178,337 200 ------------------------------------------------------------------------------------------------------- HOLLYWOOD CASINO COR CL A 43613220 922,225 87,831 87,831 ------------------------------------------------------------------------------------------------------- HOLLYWOOD ENTMT CORP COM 43614110 15,612,925 1,092,577 1,092,577 ------------------------------------------------------------------------------------------------------- HOME DEPOT INC COM 43707610 2,838,377,638 55,643,553 52,768,136 2,193,944 681,473 ------------------------------------------------------------------------------------------------------- HOME PPTYS N Y INC COM 43730610 9,464,958 299,524 299,524 ------------------------------------------------------------------------------------------------------- HOMESTORE COM INC COM 43785210 1,596,711 443,531 443,331 100 100 ------------------------------------------------------------------------------------------------------- HON INDS INC COM 43809210 23,548,620 851,668 849,648 1,820 200 ------------------------------------------------------------------------------------------------------- HONDA MOTOR LTD AMERN SHS 43812830 34,999,334 429,387 164,956 264,431 ------------------------------------------------------------------------------------------------------- HONEYWELL INTL INC COM 43851610 3,082,636,486 91,148,329 18,823,672 72,265,694 58,963 ------------------------------------------------------------------------------------------------------- HOOPER HOLMES INC COM 43910410 4,592,656 513,146 513,006 140 ------------------------------------------------------------------------------------------------------- HORACE MANN EDUCATOR COM 44032710 11,843,709 558,139 557,963 176 ------------------------------------------------------------------------------------------------------- HORIZON OFFSHORE INC COM 44043J10 942,500 125,000 125,000 ------------------------------------------------------------------------------------------------------- HORMEL FOODS CORP COM 44045210 32,309,858 1,202,451 1,199,026 3,300 125 ------------------------------------------------------------------------------------------------------- HOSPITALITY PPTYS TR COM SH BEN 44106M10 27,499,133 932,174 930,874 1,300 ------------------------------------------------------------------------------------------------------- HOST MARRIOTT CORP N COM 44107P10 25,698,825 2,855,425 2,840,595 14,830 ------------------------------------------------------------------------------------------------------- HOT TOPIC INC COM 44133910 5,140,395 163,759 163,719 40 ------------------------------------------------------------------------------------------------------- HOTEL RESERVATIONS N CL A 44145110 3,480,590 75,665 75,665 ------------------------------------------------------------------------------------------------------- HOTJOBS COM INC COM 44147410 2,420,475 232,962 232,962 ------------------------------------------------------------------------------------------------------- HOUSEHOLD INTL INC COM 44181510 612,045,713 10,563,440 10,531,529 26,055 5,856 ------------------------------------------------------------------------------------------------------- HOUSTON EXPL CO COM 44212010 4,893,042 145,713 145,713 ------------------------------------------------------------------------------------------------------- HOVNANIAN ENTERPRISE CL A 44248720 2,772,060 130,266 130,266 ------------------------------------------------------------------------------------------------------- HUBBELL INC CL B 44351020 16,036,720 545,838 526,150 11,760 7,928 ------------------------------------------------------------------------------------------------------- HUDSON CITY BANCORP COM 44368310 8,909,172 338,109 337,989 120 ------------------------------------------------------------------------------------------------------- HUDSON RIV BANCORP I COM 44412810 3,093,550 141,258 139,158 2,100 ------------------------------------------------------------------------------------------------------- HUDSON UNITED BANCOR COM 44416510 12,418,289 432,693 431,068 1,625 ------------------------------------------------------------------------------------------------------- Page Total 8,568,531,724 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- HEINZ H J CO 6,967,136 285,743 998,881 -------------------------------------------------------- HELIX TECHNOLOGY COR 189,121 7,600 15,000 -------------------------------------------------------- HELLENIC TELECOM ORG 47,912 -------------------------------------------------------- HELMERICH & PAYNE IN 587,649 5,500 48,700 -------------------------------------------------------- HEMISPHERX BIOPHARMA 155,061 4,600 -------------------------------------------------------- HENRY JACK & ASSOC I 729,239 6,300 42,600 -------------------------------------------------------- HERBALIFE INTL INC 117,054 2,500 -------------------------------------------------------- HERCULES INC 1,961,847 23,405 173,754 -------------------------------------------------------- HERSHEY FOODS CORP 2,211,944 123,997 258,292 -------------------------------------------------------- HEWLETT PACKARD CO 39,531,618 1,947,851 5,195,767 -------------------------------------------------------- HEXCEL CORP NEW 187,795 11,900 -------------------------------------------------------- HI / FN INC 119,655 4,800 -------------------------------------------------------- HIBBETT SPORTING GOO 31,630 1,450 -------------------------------------------------------- HIBERNIA CORP 1,818,299 45,500 99,100 -------------------------------------------------------- HICKORY TECH CORP 104,065 10,100 -------------------------------------------------------- HIGHWOODS PPTYS INC 674,523 33,500 -------------------------------------------------------- HILB ROGAL & HAMILTO 191,749 9,300 -------------------------------------------------------- HILLENBRAND INDS INC 628,845 3,000 57,598 -------------------------------------------------------- HILTON HOTELS CORP 7,342,653 1,421,795 886,815 -------------------------------------------------------- HISPANIC BROADCASTIN 877,120 8,400 59,400 -------------------------------------------------------- HITACHI LIMITED 18,919 -------------------------------------------------------- HOLLINGER INTL INC 291,115 27,500 -------------------------------------------------------- HOLLY CORP 173,337 5,200 -------------------------------------------------------- HOLLYWOOD CASINO COR 85,731 2,100 -------------------------------------------------------- HOLLYWOOD ENTMT CORP 1,065,777 26,800 -------------------------------------------------------- HOME DEPOT INC 46,577,285 2,315,015 6,751,253 -------------------------------------------------------- HOME PPTYS N Y INC 288,524 11,000 -------------------------------------------------------- HOMESTORE COM INC 395,531 4,300 43,700 -------------------------------------------------------- HON INDS INC 793,268 5,400 53,000 -------------------------------------------------------- HONDA MOTOR LTD 424,987 4,400 -------------------------------------------------------- HONEYWELL INTL INC 17,209,902 72,366,778 1,571,649 -------------------------------------------------------- HOOPER HOLMES INC 477,546 35,600 -------------------------------------------------------- HORACE MANN EDUCATOR 530,554 27,585 -------------------------------------------------------- HORIZON OFFSHORE INC 118,200 6,800 -------------------------------------------------------- HORMEL FOODS CORP 1,148,926 4,025 49,500 -------------------------------------------------------- HOSPITALITY PPTYS TR 892,174 4,800 35,200 -------------------------------------------------------- HOST MARRIOTT CORP N 2,518,766 11,100 325,559 -------------------------------------------------------- HOT TOPIC INC 150,959 12,800 -------------------------------------------------------- HOTEL RESERVATIONS N 72,265 3,400 -------------------------------------------------------- HOTJOBS COM INC 219,362 13,600 -------------------------------------------------------- HOUSEHOLD INTL INC 9,033,472 156,657 1,373,311 -------------------------------------------------------- HOUSTON EXPL CO 140,313 5,400 -------------------------------------------------------- HOVNANIAN ENTERPRISE 121,966 8,300 -------------------------------------------------------- HUBBELL INC 490,450 10,428 44,960 -------------------------------------------------------- HUDSON CITY BANCORP 309,109 2,000 27,000 -------------------------------------------------------- HUDSON RIV BANCORP I 131,758 9,500 -------------------------------------------------------- HUDSON UNITED BANCOR 403,453 29,240 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 30 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- HUGHES SUPPLY INC COM 44448210 12,416,438 402,217 402,196 21 ------------------------------------------------------------------------------------------------------- HUGOTON RTY TR TEX UNIT BEN I 44471710 260,334 25,523 25,523 ------------------------------------------------------------------------------------------------------- HUMANA INC COM 44485910 40,968,198 3,474,826 3,469,886 4,720 220 ------------------------------------------------------------------------------------------------------- HUMAN GENOME SCIENCE COM 44490310 31,335,827 929,295 925,140 3,055 1,100 ------------------------------------------------------------------------------------------------------- HUNT J B TRANS SVCS COM 44565810 6,174,262 266,132 266,112 20 ------------------------------------------------------------------------------------------------------- HUNTINGTON BANCSHARE COM 44615010 90,358,908 5,256,481 5,246,339 8,822 1,320 ------------------------------------------------------------------------------------------------------- HUTCHINSON TECHNOLOG COM 44840710 6,461,243 278,262 277,142 1,120 ------------------------------------------------------------------------------------------------------- HYDRIL CO COM 44877410 2,044,321 115,957 115,957 ------------------------------------------------------------------------------------------------------- ICN PHARMACEUTICALS COM 44892410 32,793,016 978,896 976,854 1,842 200 ------------------------------------------------------------------------------------------------------- IDT CORP COM 44894710 7,554,076 387,190 386,850 340 ------------------------------------------------------------------------------------------------------- IDT CORP CL B 44894730 897,903 54,058 53,718 340 ------------------------------------------------------------------------------------------------------- HYPERCOM CORP COM 44913M10 270,442 36,059 35,959 100 ------------------------------------------------------------------------------------------------------- HYPERION SOLUTIONS C COM 44914M10 6,084,150 306,352 306,352 ------------------------------------------------------------------------------------------------------- HYSEQ INC COM 44916330 900,028 116,584 116,584 ------------------------------------------------------------------------------------------------------- ICT GROUP INC COM 44929Y10 411,653 22,120 22,120 ------------------------------------------------------------------------------------------------------- ICOS CORP COM 44929510 17,431,374 303,471 301,231 2,140 100 ------------------------------------------------------------------------------------------------------- ICU MED INC COM 44930G10 2,467,124 55,441 55,441 ------------------------------------------------------------------------------------------------------- IDEC PHARMACEUTICALS COM 44937010 127,697,236 1,852,564 1,828,699 9,170 14,695 ------------------------------------------------------------------------------------------------------- IDX SYS CORP COM 44949110 2,333,382 179,353 179,353 ------------------------------------------------------------------------------------------------------- IGEN INC COM 44953610 4,823,428 120,285 117,885 2,100 300 ------------------------------------------------------------------------------------------------------- IHOP CORP COM 44962310 5,143,790 175,556 175,556 ------------------------------------------------------------------------------------------------------- IMC GLOBAL INC COM 44966910 17,263,428 1,327,956 1,326,186 1,470 300 ------------------------------------------------------------------------------------------------------- I-MANY INC COM 44973Q10 3,878,962 401,965 314,465 87,500 ------------------------------------------------------------------------------------------------------- IMS HEALTH INC COM 44993410 122,333,748 6,270,310 6,244,818 14,972 10,520 ------------------------------------------------------------------------------------------------------- IRT PPTY CO COM 45005810 4,076,113 384,539 384,539 ------------------------------------------------------------------------------------------------------- ITC DELTACOM INC COM 45031T10 339,826 390,605 385,315 5,290 ------------------------------------------------------------------------------------------------------- ISTAR FINL INC COM 45031U10 14,866,307 595,844 595,244 600 ------------------------------------------------------------------------------------------------------- I-STAT CORP COM 45031210 1,492,582 189,174 179,174 10,000 ------------------------------------------------------------------------------------------------------- ITT EDUCATIONAL SERV COM 45068B10 8,759,390 237,575 237,575 ------------------------------------------------------------------------------------------------------- ITXC CORP COM 45069F10 1,677,606 233,325 233,225 100 ------------------------------------------------------------------------------------------------------- IXIA COM 45071R10 5,989,757 466,129 466,129 ------------------------------------------------------------------------------------------------------- IBASIS INC COM 45073210 443,775 338,760 206,683 132,077 ------------------------------------------------------------------------------------------------------- IBERIABANK CORP COM 45082810 1,358,058 48,992 48,992 ------------------------------------------------------------------------------------------------------- ITT INDS INC IND COM 45091110 96,430,608 1,909,517 1,893,677 2,960 12,880 ------------------------------------------------------------------------------------------------------- IDACORP INC COM 45110710 17,056,060 420,100 414,535 2,230 3,335 ------------------------------------------------------------------------------------------------------- IDEX CORP COM 45167R10 9,762,741 282,978 279,818 3,160 ------------------------------------------------------------------------------------------------------- IDEXX LABS INC COM 45168D10 15,088,005 529,218 513,164 800 15,254 ------------------------------------------------------------------------------------------------------- IKON OFFICE SOLUTION COM 45171310 23,102,748 1,976,283 1,972,763 3,520 ------------------------------------------------------------------------------------------------------- IDENTIX INC COM 45190610 4,373,323 299,748 297,648 2,100 ------------------------------------------------------------------------------------------------------- ILEX ONCOLOGY INC COM 45192310 7,870,857 291,082 291,082 ------------------------------------------------------------------------------------------------------- ILLINOIS TOOL WKS IN COM 45230810 498,527,890 7,361,605 6,416,718 656,821 288,066 ------------------------------------------------------------------------------------------------------- ILLUMINA INC COM 45232710 1,929,627 164,084 164,084 ------------------------------------------------------------------------------------------------------- IMATION CORP COM 45245A10 14,452,751 669,729 660,328 8,501 900 ------------------------------------------------------------------------------------------------------- IMCLONE SYS INC COM 45245W10 19,866,760 427,610 381,924 32,790 12,896 ------------------------------------------------------------------------------------------------------- IMAGISTICS INTERNATI COM 45247T10 1,954,424 158,253 156,989 902 362 ------------------------------------------------------------------------------------------------------- IMMUNE RESPONSE CORP COM 45252T10 291,798 217,760 217,760 ------------------------------------------------------------------------------------------------------- IMMUNEX CORP NEW COM 45252810 270,417,650 9,758,847 9,671,001 60,481 27,365 ------------------------------------------------------------------------------------------------------- Page Total 1,562,431,927 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- HUGHES SUPPLY INC 385,817 16,400 -------------------------------------------------------- HUGOTON RTY TR TEX 25,523 -------------------------------------------------------- HUMANA INC 3,061,021 40,320 373,485 -------------------------------------------------------- HUMAN GENOME SCIENCE 784,114 8,500 136,681 -------------------------------------------------------- HUNT J B TRANS SVCS 255,732 10,400 -------------------------------------------------------- HUNTINGTON BANCSHARE 4,624,305 62,156 570,020 -------------------------------------------------------- HUTCHINSON TECHNOLOG 254,262 24,000 -------------------------------------------------------- HYDRIL CO 107,957 8,000 -------------------------------------------------------- ICN PHARMACEUTICALS 923,196 4,600 51,100 -------------------------------------------------------- IDT CORP 369,190 18,000 -------------------------------------------------------- IDT CORP 54,058 -------------------------------------------------------- HYPERCOM CORP 36,059 -------------------------------------------------------- HYPERION SOLUTIONS C 283,752 22,600 -------------------------------------------------------- HYSEQ INC 109,284 7,300 -------------------------------------------------------- ICT GROUP INC 22,120 -------------------------------------------------------- ICOS CORP 269,971 2,500 31,000 -------------------------------------------------------- ICU MED INC 51,841 3,600 -------------------------------------------------------- IDEC PHARMACEUTICALS 1,682,141 21,095 149,328 -------------------------------------------------------- IDX SYS CORP 168,853 10,500 -------------------------------------------------------- IGEN INC 113,585 300 6,400 -------------------------------------------------------- IHOP CORP 164,456 11,100 -------------------------------------------------------- IMC GLOBAL INC 1,263,256 300 64,400 -------------------------------------------------------- I-MANY INC 381,265 20,700 -------------------------------------------------------- IMS HEALTH INC 5,175,051 219,029 876,230 -------------------------------------------------------- IRT PPTY CO 360,539 24,000 -------------------------------------------------------- ITC DELTACOM INC 354,605 36,000 -------------------------------------------------------- ISTAR FINL INC 537,543 4,800 53,501 -------------------------------------------------------- I-STAT CORP 177,274 11,900 -------------------------------------------------------- ITT EDUCATIONAL SERV 222,875 14,700 -------------------------------------------------------- ITXC CORP 233,325 -------------------------------------------------------- IXIA 440,029 26,100 -------------------------------------------------------- IBASIS INC 338,660 100 -------------------------------------------------------- IBERIABANK CORP 46,992 2,000 -------------------------------------------------------- ITT INDS INC IND 1,644,921 57,232 207,364 -------------------------------------------------------- IDACORP INC 378,265 6,635 35,200 -------------------------------------------------------- IDEX CORP 263,678 19,300 -------------------------------------------------------- IDEXX LABS INC 491,464 15,254 22,500 -------------------------------------------------------- IKON OFFICE SOLUTION 1,842,283 134,000 -------------------------------------------------------- IDENTIX INC 280,948 18,800 -------------------------------------------------------- ILEX ONCOLOGY INC 273,582 17,500 -------------------------------------------------------- ILLINOIS TOOL WKS IN 6,110,056 374,385 877,164 -------------------------------------------------------- ILLUMINA INC 152,584 11,500 -------------------------------------------------------- IMATION CORP 634,829 900 34,000 -------------------------------------------------------- IMCLONE SYS INC 381,488 15,724 30,398 -------------------------------------------------------- IMAGISTICS INTERNATI 136,000 1,544 20,709 -------------------------------------------------------- IMMUNE RESPONSE CORP 217,760 -------------------------------------------------------- IMMUNEX CORP NEW 8,355,243 412,565 991,039 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 31 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- IMMUNOGEN INC COM 45253H10 5,770,768 348,056 345,556 2,500 ------------------------------------------------------------------------------------------------------- IMPAC MTG HLDGS INC COM 45254P10 205,700 24,200 24,200 ------------------------------------------------------------------------------------------------------- IMPATH INC COM 45255G10 6,877,774 154,522 154,112 410 ------------------------------------------------------------------------------------------------------- IMPCO TECHNOLOGIES I COM 45255W10 864,277 68,107 68,107 ------------------------------------------------------------------------------------------------------- IMPAX LABORATORIES I COM 45256B10 2,307,634 171,699 171,699 ------------------------------------------------------------------------------------------------------- IMPERIAL CHEM INDS P ADR NEW 45270450 466,104 21,332 21,332 ------------------------------------------------------------------------------------------------------- IMMUNOMEDICS INC COM 45290710 11,278,498 556,688 556,688 ------------------------------------------------------------------------------------------------------- IMPERIAL OIL LTD COM NEW 45303840 580,015 20,804 20,804 ------------------------------------------------------------------------------------------------------- IMPERIAL TOBACCO GRO SPONSORED 45314210 332,209 12,382 12,382 ------------------------------------------------------------------------------------------------------- INAMED CORP COM 45323510 4,008,902 133,319 133,099 220 ------------------------------------------------------------------------------------------------------- INCO LTD COM 45325840 50,124,358 2,958,935 2,958,235 700 ------------------------------------------------------------------------------------------------------- INCYTE GENOMICS INC COM 45337C10 15,341,775 789,186 787,796 1,090 300 ------------------------------------------------------------------------------------------------------- INDEPENDENCE CMNTY B COM 45341410 20,515,386 901,379 901,329 50 ------------------------------------------------------------------------------------------------------- INDEPENDENT BANK COR COM 45383610 2,516,844 117,117 113,696 3,421 ------------------------------------------------------------------------------------------------------- INDEPENDENT BANK COR COM 45383810 4,301,799 154,741 154,741 ------------------------------------------------------------------------------------------------------- INDIA FD INC COM 45408910 2,987,275 314,450 314,450 ------------------------------------------------------------------------------------------------------- INDUS INTL INC COM 45578L10 1,978,621 271,044 271,044 ------------------------------------------------------------------------------------------------------- INDYMAC BANCORP INC COM 45660710 17,496,376 748,348 748,288 60 ------------------------------------------------------------------------------------------------------- INFINEON TECHNOLOGIE SPONSORED 45662N10 562,898 27,729 27,729 ------------------------------------------------------------------------------------------------------- INET TECHNOLOGIES IN COM 45662V10 1,147,849 108,595 108,595 ------------------------------------------------------------------------------------------------------- INFOCUS CORP COM 45665B10 10,197,197 463,088 461,488 1,400 200 ------------------------------------------------------------------------------------------------------- INFOGRAMES INC COM 45665T10 1,137,009 160,368 160,368 ------------------------------------------------------------------------------------------------------- INFORMATICA CORP COM 45666Q10 6,103,457 420,638 416,118 4,420 100 ------------------------------------------------------------------------------------------------------- INFONET SVCS CORP CL B 45666T10 1,100,138 449,036 448,136 900 ------------------------------------------------------------------------------------------------------- INFORMATION HLDGS IN COM 45672710 5,377,654 189,956 176,806 400 12,750 ------------------------------------------------------------------------------------------------------- INFORTE CORP COM 45677R10 207,719 14,869 10,569 4,300 ------------------------------------------------------------------------------------------------------- INFOSPACE INC COM 45678T10 4,627,831 2,257,479 2,257,099 200 180 ------------------------------------------------------------------------------------------------------- INFOSYS TECHNOLOGIES SPONSORED 45678810 779,464 12,572 12,572 ------------------------------------------------------------------------------------------------------- INFOUSA INC NEW COM 45681830 1,780,505 256,557 256,557 ------------------------------------------------------------------------------------------------------- ING GROUP N V SPONSORED 45683710 20,586,606 808,904 145,487 663,417 ------------------------------------------------------------------------------------------------------- INGERSOLL-RAND CO COM 45686610 128,171,063 3,065,560 3,045,555 8,855 11,150 ------------------------------------------------------------------------------------------------------- INFORMATION RES INC COM 45690510 2,393,089 288,324 288,324 ------------------------------------------------------------------------------------------------------- INGLES MKTS INC CL A 45703010 1,194,163 99,930 94,430 5,000 500 ------------------------------------------------------------------------------------------------------- INGRAM MICRO INC CL A 45715310 9,904,736 571,867 569,307 2,560 ------------------------------------------------------------------------------------------------------- INHALE THERAPEUTIC S COM 45719110 6,022,554 324,666 322,166 2,300 200 ------------------------------------------------------------------------------------------------------- INKINE PHARMACEUTICA COM 45721410 384,455 246,446 246,446 ------------------------------------------------------------------------------------------------------- INKTOMI CORP COM 45727710 7,843,533 1,168,932 1,162,382 6,450 100 ------------------------------------------------------------------------------------------------------- INNKEEPERS USA TR COM 4576J010 3,407,754 347,730 347,730 ------------------------------------------------------------------------------------------------------- INSIGHT ENTERPRISES COM 45765U10 8,845,791 359,585 359,175 410 ------------------------------------------------------------------------------------------------------- INPUT/OUTPUT INC COM 45765210 3,460,695 421,522 421,522 ------------------------------------------------------------------------------------------------------- INSITUFORM TECHNOLOG CL A 45766710 5,260,271 205,640 205,640 ------------------------------------------------------------------------------------------------------- INSMED INC COM NEW 45766920 1,046,278 273,895 273,895 ------------------------------------------------------------------------------------------------------- INSIGNIA FINL GROUP COM 45767A10 1,972,965 182,682 182,682 ------------------------------------------------------------------------------------------------------- INSIGHT COMMUNICATIO CL A 45768V10 8,827,266 365,367 364,627 740 ------------------------------------------------------------------------------------------------------- INNOGY HLDGS PLC SPONSORED 45769A10 1,767,857 63,592 63,592 ------------------------------------------------------------------------------------------------------- INNOVATIVE SOLUTIONS COM 45769N10 513,791 66,125 60,225 5,800 100 ------------------------------------------------------------------------------------------------------- INRANGE TECHNOLOGIES CL B 45769V20 2,185,320 176,949 176,749 200 ------------------------------------------------------------------------------------------------------- Page Total 394,764,223 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- IMMUNOGEN INC 323,756 2,500 21,800 -------------------------------------------------------- IMPAC MTG HLDGS INC 24,200 -------------------------------------------------------- IMPATH INC 144,422 10,100 -------------------------------------------------------- IMPCO TECHNOLOGIES I 63,207 4,900 -------------------------------------------------------- IMPAX LABORATORIES I 161,599 10,100 -------------------------------------------------------- IMPERIAL CHEM INDS P 21,332 -------------------------------------------------------- IMMUNOMEDICS INC 535,688 21,000 -------------------------------------------------------- IMPERIAL OIL LTD 20,804 -------------------------------------------------------- IMPERIAL TOBACCO GRO 12,382 -------------------------------------------------------- INAMED CORP 124,119 9,200 -------------------------------------------------------- INCO LTD 2,669,875 44,100 244,960 -------------------------------------------------------- INCYTE GENOMICS INC 747,786 300 41,100 -------------------------------------------------------- INDEPENDENCE CMNTY B 859,479 41,900 -------------------------------------------------------- INDEPENDENT BANK COR 107,826 9,291 -------------------------------------------------------- INDEPENDENT BANK COR 147,286 7,455 -------------------------------------------------------- INDIA FD INC 95,200 219,250 -------------------------------------------------------- INDUS INTL INC 251,944 19,100 -------------------------------------------------------- INDYMAC BANCORP INC 709,748 38,600 -------------------------------------------------------- INFINEON TECHNOLOGIE 27,729 -------------------------------------------------------- INET TECHNOLOGIES IN 102,795 5,800 -------------------------------------------------------- INFOCUS CORP 437,988 200 24,900 -------------------------------------------------------- INFOGRAMES INC 160,368 -------------------------------------------------------- INFORMATICA CORP 376,338 4,100 40,200 -------------------------------------------------------- INFONET SVCS CORP 411,436 100 37,500 -------------------------------------------------------- INFORMATION HLDGS IN 162,706 12,750 14,500 -------------------------------------------------------- INFORTE CORP 13,369 1,500 -------------------------------------------------------- INFOSPACE INC 2,102,299 180 155,000 -------------------------------------------------------- INFOSYS TECHNOLOGIES 12,572 -------------------------------------------------------- INFOUSA INC NEW 238,957 17,600 -------------------------------------------------------- ING GROUP N V 795,804 13,100 -------------------------------------------------------- INGERSOLL-RAND CO 2,823,623 28,044 213,893 -------------------------------------------------------- INFORMATION RES INC 271,424 16,900 -------------------------------------------------------- INGLES MKTS INC 93,230 500 6,200 -------------------------------------------------------- INGRAM MICRO INC 523,567 6,300 42,000 -------------------------------------------------------- INHALE THERAPEUTIC S 294,766 3,900 26,000 -------------------------------------------------------- INKINE PHARMACEUTICA 225,246 21,200 -------------------------------------------------------- INKTOMI CORP 1,096,482 100 72,350 -------------------------------------------------------- INNKEEPERS USA TR 329,530 18,200 -------------------------------------------------------- INSIGHT ENTERPRISES 334,785 24,800 -------------------------------------------------------- INPUT/OUTPUT INC 393,422 28,100 -------------------------------------------------------- INSITUFORM TECHNOLOG 189,440 16,200 -------------------------------------------------------- INSMED INC 253,495 20,400 -------------------------------------------------------- INSIGNIA FINL GROUP 170,982 11,700 -------------------------------------------------------- INSIGHT COMMUNICATIO 336,567 2,400 26,400 -------------------------------------------------------- INNOGY HLDGS PLC 63,592 -------------------------------------------------------- INNOVATIVE SOLUTIONS 61,075 100 4,950 -------------------------------------------------------- INRANGE TECHNOLOGIES 157,549 19,400 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 32 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- INSPIRE PHARMACEUTIC COM 45773310 1,954,790 138,736 138,736 ------------------------------------------------------------------------------------------------------- INSTINET GROUP INC COM 45775010 2,002,804 199,284 199,284 ------------------------------------------------------------------------------------------------------- INSURANCE AUTO AUCTI COM 45787510 1,469,514 101,276 101,176 100 ------------------------------------------------------------------------------------------------------- INTEGRA LIFESCIENCES COM NEW 45798520 2,941,756 111,684 111,684 ------------------------------------------------------------------------------------------------------- INTEGRAL SYS INC MD COM 45810H10 1,569,163 81,515 81,515 ------------------------------------------------------------------------------------------------------- INTEGRATED ELECTRICA COM 45811E10 1,437,747 280,810 280,810 ------------------------------------------------------------------------------------------------------- INTEGRATED CIRCUIT S COM 45811K20 9,848,765 435,979 435,779 200 ------------------------------------------------------------------------------------------------------- INTEGRATED DEVICE TE COM 45811810 34,193,330 1,285,947 1,284,047 1,600 300 ------------------------------------------------------------------------------------------------------- INTEGRATED SILICON S COM 45812P10 5,034,397 411,307 345,307 66,000 ------------------------------------------------------------------------------------------------------- INTEGRA BK CORP COM 45814P10 3,337,207 159,370 159,370 ------------------------------------------------------------------------------------------------------- INTELIDATA TECHNOLOG COM 45814T10 1,043,038 368,565 368,565 ------------------------------------------------------------------------------------------------------- INTEL CORP COM 45814010 5,034,373,217 160,075,460 152,710,484 4,755,484 2,609,492 ------------------------------------------------------------------------------------------------------- INTER TEL INC COM 45837210 4,229,841 220,075 219,975 100 ------------------------------------------------------------------------------------------------------- INTERACTIVE INTELLIG COM 45839M10 338,138 48,653 48,653 ------------------------------------------------------------------------------------------------------- INTERACTIVE DATA COR COM 45840J10 5,354,040 378,645 378,645 ------------------------------------------------------------------------------------------------------- INTERCEPT GROUP INC COM 45845L10 4,984,605 121,873 121,773 100 ------------------------------------------------------------------------------------------------------- INTERDIGITAL COMMUNI COM 45866A10 4,894,804 504,619 503,919 600 100 ------------------------------------------------------------------------------------------------------- INTERFACE INC CL A 45866510 2,513,672 448,070 448,070 ------------------------------------------------------------------------------------------------------- INTERGRAPH CORP COM 45868310 6,006,372 437,145 437,145 ------------------------------------------------------------------------------------------------------- INTERLAND INC COM 45872710 1,013,781 480,465 480,145 320 ------------------------------------------------------------------------------------------------------- INTERLOGIX INC COM 45876310 6,934,111 179,315 179,315 ------------------------------------------------------------------------------------------------------- INTERMAGNETICS GEN C COM 45877110 5,162,750 199,334 199,334 ------------------------------------------------------------------------------------------------------- INTERMUNE INC COM 45884X10 13,717,185 278,465 276,665 1,800 ------------------------------------------------------------------------------------------------------- INTERNAP NETWORK SVC COM 45885A10 1,382,583 1,191,882 1,190,288 1,594 ------------------------------------------------------------------------------------------------------- INTERNATIONAL BANCSH COM 45904410 7,432,899 176,344 176,063 281 ------------------------------------------------------------------------------------------------------- INTERNATIONAL BUSINE COM 45920010 8,371,935,411 69,212,429 68,019,753 905,230 287,446 ------------------------------------------------------------------------------------------------------- INTERNATIONAL FLAVOR COM 45950610 69,407,521 2,336,167 2,327,607 7,160 1,400 ------------------------------------------------------------------------------------------------------- INTERNATIONAL GAME T COM 45990210 136,417,912 1,997,334 1,995,380 1,654 300 ------------------------------------------------------------------------------------------------------- INTERNATIONAL MULTIF COM 46004310 3,710,570 155,254 155,154 100 ------------------------------------------------------------------------------------------------------- INTL PAPER CO COM 46014610 1,569,648,692 38,900,835 12,746,331 26,142,508 11,996 ------------------------------------------------------------------------------------------------------- INTERNATIONAL RECTIF COM 46025410 24,413,837 699,938 698,423 1,065 450 ------------------------------------------------------------------------------------------------------- INTERNATIONAL SPEEDW CL A 46033520 14,150,368 361,902 355,456 620 5,826 ------------------------------------------------------------------------------------------------------- INTL SPECIALTY PRODS COM 46033710 1,309,689 146,334 146,234 100 ------------------------------------------------------------------------------------------------------- INTERNEURON PHARMACE COM 46057310 3,596,187 324,273 324,173 100 ------------------------------------------------------------------------------------------------------- INTERNET CAP GROUP I COM 46059C10 2,107,594 1,741,814 1,738,074 2,600 1,140 ------------------------------------------------------------------------------------------------------- INTERNET SEC SYS INC COM 46060X10 16,473,421 513,831 481,731 32,000 100 ------------------------------------------------------------------------------------------------------- INTERPOOL INC COM 46062R10 4,195,999 217,974 217,974 ------------------------------------------------------------------------------------------------------- INTERSIL CORP CL A 46069S10 23,877,674 740,393 738,003 2,290 100 ------------------------------------------------------------------------------------------------------- INTERPUBLIC GROUP CO COM 46069010 241,795,829 8,185,370 7,708,304 339,697 137,369 ------------------------------------------------------------------------------------------------------- INTERSTATE BAKERIES COM 46072H10 22,302,471 922,352 922,352 ------------------------------------------------------------------------------------------------------- INTERTAN INC COM 46112010 2,927,698 233,097 233,097 ------------------------------------------------------------------------------------------------------- INTERTRUST TECHNOLOG COM 46113Q10 793,968 645,503 645,503 ------------------------------------------------------------------------------------------------------- INTERWOVEN INC COM 46114T10 5,786,611 594,108 588,258 5,750 100 ------------------------------------------------------------------------------------------------------- INTERVOICE-BRITE INC COM 46114210 6,306,982 492,733 490,733 2,000 ------------------------------------------------------------------------------------------------------- INTIMATE BRANDS INC CL A 46115610 15,003,072 1,009,628 1,003,178 6,450 ------------------------------------------------------------------------------------------------------- INTRADO INC COM 46117A10 2,886,360 107,700 107,700 ------------------------------------------------------------------------------------------------------- INTUITIVE SURGICAL I COM 46120E10 2,753,315 274,508 274,346 162 ------------------------------------------------------------------------------------------------------- Page Total 15,704,971,690 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- INSPIRE PHARMACEUTIC 128,636 10,100 -------------------------------------------------------- INSTINET GROUP INC 179,384 19,900 -------------------------------------------------------- INSURANCE AUTO AUCTI 95,876 5,400 -------------------------------------------------------- INTEGRA LIFESCIENCES 106,584 5,100 -------------------------------------------------------- INTEGRAL SYS INC MD 75,615 5,900 -------------------------------------------------------- INTEGRATED ELECTRICA 260,010 20,800 -------------------------------------------------------- INTEGRATED CIRCUIT S 418,879 17,100 -------------------------------------------------------- INTEGRATED DEVICE TE 1,181,747 8,600 95,600 -------------------------------------------------------- INTEGRATED SILICON S 392,707 18,600 -------------------------------------------------------- INTEGRA BK CORP 147,370 12,000 -------------------------------------------------------- INTELIDATA TECHNOLOG 339,465 29,100 -------------------------------------------------------- INTEL CORP 133,114,911 7,284,413 19,676,136 -------------------------------------------------------- INTER TEL INC 209,475 10,600 -------------------------------------------------------- INTERACTIVE INTELLIG 48,653 -------------------------------------------------------- INTERACTIVE DATA COR 355,845 22,800 -------------------------------------------------------- INTERCEPT GROUP INC 114,973 100 6,800 -------------------------------------------------------- INTERDIGITAL COMMUNI 469,019 100 35,500 -------------------------------------------------------- INTERFACE INC 403,370 44,700 -------------------------------------------------------- INTERGRAPH CORP 404,045 33,100 -------------------------------------------------------- INTERLAND INC 448,065 32,400 -------------------------------------------------------- INTERLOGIX INC 167,015 12,300 -------------------------------------------------------- INTERMAGNETICS GEN C 190,868 8,466 -------------------------------------------------------- INTERMUNE INC 260,765 17,700 -------------------------------------------------------- INTERNAP NETWORK SVC 1,142,582 49,300 -------------------------------------------------------- INTERNATIONAL BANCSH 165,944 10,400 -------------------------------------------------------- INTERNATIONAL BUSINE 35,566,327 29,080,306 4,565,796 -------------------------------------------------------- INTERNATIONAL FLAVOR 2,041,922 70,811 223,434 -------------------------------------------------------- INTERNATIONAL GAME T 1,750,463 58,500 188,371 -------------------------------------------------------- INTERNATIONAL MULTIF 142,654 12,600 -------------------------------------------------------- INTL PAPER CO 16,859,688 20,847,555 1,193,592 -------------------------------------------------------- INTERNATIONAL RECTIF 654,688 3,750 41,500 -------------------------------------------------------- INTERNATIONAL SPEEDW 336,776 7,126 18,000 -------------------------------------------------------- INTL SPECIALTY PRODS 137,534 8,800 -------------------------------------------------------- INTERNEURON PHARMACE 301,973 100 22,200 -------------------------------------------------------- INTERNET CAP GROUP I 1,633,624 1,140 107,050 -------------------------------------------------------- INTERNET SEC SYS INC 489,331 2,400 22,100 -------------------------------------------------------- INTERPOOL INC 210,174 7,800 -------------------------------------------------------- INTERSIL CORP 664,906 5,900 69,587 -------------------------------------------------------- INTERPUBLIC GROUP CO 6,889,858 404,102 891,410 -------------------------------------------------------- INTERSTATE BAKERIES 902,252 20,100 -------------------------------------------------------- INTERTAN INC 212,397 20,700 -------------------------------------------------------- INTERTRUST TECHNOLOG 599,303 46,200 -------------------------------------------------------- INTERWOVEN INC 531,808 7,800 54,500 -------------------------------------------------------- INTERVOICE-BRITE INC 466,833 2,000 23,900 -------------------------------------------------------- INTIMATE BRANDS INC 950,528 7,700 51,400 -------------------------------------------------------- INTRADO INC 100,400 7,300 -------------------------------------------------------- INTUITIVE SURGICAL I 255,508 19,000 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 33 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- INTUIT COM 46120210 186,742,058 4,365,172 4,333,962 29,290 1,920 ------------------------------------------------------------------------------------------------------- INVACARE CORP COM 46120310 8,072,668 239,474 239,214 260 ------------------------------------------------------------------------------------------------------- INVESTMENT TECHNOLOG COM 46145F10 19,738,828 505,217 504,317 600 300 ------------------------------------------------------------------------------------------------------- INVESTORS REAL ESTAT SH BEN INT 46173010 1,935,319 205,885 205,885 ------------------------------------------------------------------------------------------------------- INVITROGEN CORP COM 46185R10 51,706,038 834,911 703,154 111,207 20,550 ------------------------------------------------------------------------------------------------------- INVISION TECHNOLOGIE COM 46185110 315,774 10,600 10,600 ------------------------------------------------------------------------------------------------------- INVESTORS FINL SERVI COM 46191510 22,257,617 336,167 334,157 2,010 ------------------------------------------------------------------------------------------------------- IOMEGA CORP COM NEW 46203030 6,013,528 720,183 719,783 360 40 ------------------------------------------------------------------------------------------------------- IONICS INC COM 46221810 5,126,961 170,728 168,878 450 1,400 ------------------------------------------------------------------------------------------------------- IRELAND BK SPONSORED 46267Q10 450,392 12,326 12,326 ------------------------------------------------------------------------------------------------------- IRON MTN INC PA COM 46284610 10,854,165 247,812 247,478 234 100 ------------------------------------------------------------------------------------------------------- IRWIN FINL CORP COM 46411910 2,903,192 170,776 170,776 ------------------------------------------------------------------------------------------------------- ISHARES TR MSCI EAFE 46428746 7,894,916 66,177 66,177 ------------------------------------------------------------------------------------------------------- ISHARES TR RUSSELL100 46428759 9,770,233 176,358 176,358 ------------------------------------------------------------------------------------------------------- ISHARES TR RUSL 2000 46428764 6,211,541 108,215 108,215 ------------------------------------------------------------------------------------------------------- ISIS PHARMACEUTICALS COM 46433010 11,338,579 510,977 510,977 ------------------------------------------------------------------------------------------------------- ISLE OF CAPRI CASINO COM 46459210 2,729,881 204,027 203,947 80 ------------------------------------------------------------------------------------------------------- ITO YOKADO LTD ADR NEW 46571430 1,036,262 22,775 22,775 ------------------------------------------------------------------------------------------------------- ITRON INC COM 46574110 3,760,926 124,123 124,123 ------------------------------------------------------------------------------------------------------- I2 TECHNOLOGIES INC COM 46575410 17,856,117 2,260,268 2,249,108 10,960 200 ------------------------------------------------------------------------------------------------------- IVAX CORP COM 46582310 39,924,287 1,982,338 1,978,705 2,433 1,200 ------------------------------------------------------------------------------------------------------- IVEX PACKAGING CORP COM 46585510 2,956,552 155,608 155,548 60 ------------------------------------------------------------------------------------------------------- JDN RLTY CORP COM 46591710 5,768,504 467,843 467,843 ------------------------------------------------------------------------------------------------------- IXYS CORP COM 46600W10 698,037 86,284 86,084 200 ------------------------------------------------------------------------------------------------------- J & J SNACK FOODS CO COM 46603210 1,213,673 49,639 49,639 ------------------------------------------------------------------------------------------------------- JDS UNIPHASE CORP COM 46612J10 235,194,573 27,096,149 27,024,505 66,656 4,988 ------------------------------------------------------------------------------------------------------- JDA SOFTWARE GROUP I COM 46612K10 4,363,725 195,245 195,245 ------------------------------------------------------------------------------------------------------- J JILL GROUP INC COM 46618910 2,083,781 96,785 96,685 100 ------------------------------------------------------------------------------------------------------- JLG INDS INC COM 46621010 4,239,615 398,086 398,066 20 ------------------------------------------------------------------------------------------------------- JNI CORP COM 46622G10 1,626,350 195,710 195,710 ------------------------------------------------------------------------------------------------------- JP REALTY INC COM 46624A10 6,874,405 288,962 288,962 ------------------------------------------------------------------------------------------------------- J P MORGAN CHASE & C COM 46625H10 1,768,277,120 48,645,863 47,401,074 735,835 508,954 ------------------------------------------------------------------------------------------------------- JABIL CIRCUIT INC COM 46631310 87,135,789 3,835,202 3,736,862 75,445 22,895 ------------------------------------------------------------------------------------------------------- JACK IN THE BOX INC COM 46636710 9,332,782 338,881 338,101 780 ------------------------------------------------------------------------------------------------------- JACOBS ENGR GROUP IN COM 46981410 19,683,444 298,234 297,634 500 100 ------------------------------------------------------------------------------------------------------- JAKKS PAC INC COM 47012E10 3,176,929 167,648 167,648 ------------------------------------------------------------------------------------------------------- JEFFERIES GROUP INC COM 47231910 9,996,118 236,259 234,859 1,400 ------------------------------------------------------------------------------------------------------- JEFFERSON PILOT CORP COM 47507010 149,285,620 3,226,402 3,202,320 11,194 12,888 ------------------------------------------------------------------------------------------------------- JEFFERSON SMURFIT GR SPONSORED 47508W10 498,847 22,171 22,071 100 ------------------------------------------------------------------------------------------------------- JOHN NUVEEN CO CL A 47803510 5,328,051 99,627 99,627 ------------------------------------------------------------------------------------------------------- JOHNSON & JOHNSON COM 47816010 6,643,465,573 112,410,585 107,546,952 2,868,196 1,995,437 ------------------------------------------------------------------------------------------------------- JOHNSON CTLS INC COM 47836610 154,230,723 1,909,978 1,899,419 7,159 3,400 ------------------------------------------------------------------------------------------------------- JONES APPAREL GROUP COM 48007410 78,520,223 2,367,206 2,363,594 3,212 400 ------------------------------------------------------------------------------------------------------- JONES LANG LASALLE I COM 48020Q10 5,557,865 307,915 307,915 ------------------------------------------------------------------------------------------------------- JOURNAL REGISTER CO COM 48113810 5,349,398 254,249 254,149 100 ------------------------------------------------------------------------------------------------------- JOY GLOBAL INC COM 48116510 421,680 25,100 25,100 ------------------------------------------------------------------------------------------------------- JUNIPER NETWORKS INC COM 48203R10 43,014,984 2,269,920 2,261,178 8,562 180 ------------------------------------------------------------------------------------------------------- Page Total 9,664,933,643 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- INTUIT 3,703,550 144,083 517,539 -------------------------------------------------------- INVACARE CORP 224,853 14,621 -------------------------------------------------------- INVESTMENT TECHNOLOG 469,217 4,350 31,650 -------------------------------------------------------- INVESTORS REAL ESTAT 192,885 13,000 -------------------------------------------------------- INVITROGEN CORP 737,368 23,450 74,093 -------------------------------------------------------- INVISION TECHNOLOGIE 10,600 -------------------------------------------------------- INVESTORS FINL SERVI 312,762 2,700 20,705 -------------------------------------------------------- IOMEGA CORP 686,023 40 34,120 -------------------------------------------------------- IONICS INC 152,428 1,400 16,900 -------------------------------------------------------- IRELAND BK 12,326 -------------------------------------------------------- IRON MTN INC PA 220,112 3,500 24,200 -------------------------------------------------------- IRWIN FINL CORP 164,076 6,700 -------------------------------------------------------- ISHARES TR 66,177 -------------------------------------------------------- ISHARES TR 176,358 -------------------------------------------------------- ISHARES TR 108,215 -------------------------------------------------------- ISIS PHARMACEUTICALS 488,477 22,500 -------------------------------------------------------- ISLE OF CAPRI CASINO 184,927 19,100 -------------------------------------------------------- ITO YOKADO LTD 22,775 -------------------------------------------------------- ITRON INC 115,423 8,700 -------------------------------------------------------- I2 TECHNOLOGIES INC 1,921,390 15,900 322,978 -------------------------------------------------------- IVAX CORP 1,832,405 10,400 139,533 -------------------------------------------------------- IVEX PACKAGING CORP 143,308 12,300 -------------------------------------------------------- JDN RLTY CORP 444,543 23,300 -------------------------------------------------------- IXYS CORP 86,284 -------------------------------------------------------- J & J SNACK FOODS CO 48,439 1,200 -------------------------------------------------------- JDS UNIPHASE CORP 23,486,635 383,277 3,226,237 -------------------------------------------------------- JDA SOFTWARE GROUP I 179,745 15,500 -------------------------------------------------------- J JILL GROUP INC 90,085 100 6,600 -------------------------------------------------------- JLG INDS INC 370,586 27,500 -------------------------------------------------------- JNI CORP 181,610 14,100 -------------------------------------------------------- JP REALTY INC 279,862 9,100 -------------------------------------------------------- J P MORGAN CHASE & C 41,742,781 1,125,716 5,777,366 -------------------------------------------------------- JABIL CIRCUIT INC 3,400,982 76,001 358,219 -------------------------------------------------------- JACK IN THE BOX INC 314,281 24,600 -------------------------------------------------------- JACOBS ENGR GROUP IN 282,134 2,000 14,100 -------------------------------------------------------- JAKKS PAC INC 156,448 11,200 -------------------------------------------------------- JEFFERIES GROUP INC 220,159 16,100 -------------------------------------------------------- JEFFERSON PILOT CORP 2,747,768 52,495 426,139 -------------------------------------------------------- JEFFERSON SMURFIT GR 22,171 -------------------------------------------------------- JOHN NUVEEN CO 91,677 600 7,350 -------------------------------------------------------- JOHNSON & JOHNSON 61,189,222 42,412,097 8,809,266 -------------------------------------------------------- JOHNSON CTLS INC 1,645,900 30,747 233,331 -------------------------------------------------------- JONES APPAREL GROUP 2,073,445 34,300 259,461 -------------------------------------------------------- JONES LANG LASALLE I 286,115 21,800 -------------------------------------------------------- JOURNAL REGISTER CO 237,649 16,600 -------------------------------------------------------- JOY GLOBAL INC 25,100 -------------------------------------------------------- JUNIPER NETWORKS INC 1,920,096 14,980 334,844 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 34 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- KCS ENERGY INC COM 48243420 653,970 209,606 209,606 ------------------------------------------------------------------------------------------------------- KLA-TENCOR CORP COM 48248010 215,283,337 4,343,893 4,332,838 10,715 340 ------------------------------------------------------------------------------------------------------- K MART CORP COM 48258410 53,022,911 9,711,156 9,688,991 20,955 1,210 ------------------------------------------------------------------------------------------------------- KPMG CONSULTING INC COM 48265R10 12,460,755 752,007 749,107 2,800 100 ------------------------------------------------------------------------------------------------------- K-SWISS INC CL A 48268610 1,907,053 57,355 57,355 ------------------------------------------------------------------------------------------------------- K2 INC COM 48273210 1,109,337 153,861 153,861 ------------------------------------------------------------------------------------------------------- K V PHARMACEUTICAL C CL B CONV 48274010 6,054,471 186,521 186,521 ------------------------------------------------------------------------------------------------------- K V PHARMACEUTICAL C CL A 48274020 735,995 24,949 24,949 ------------------------------------------------------------------------------------------------------- KADANT INC COM 48282T10 2,743,907 189,235 188,456 652 127 ------------------------------------------------------------------------------------------------------- KAISER ALUMINUM CORP COM 48300710 445,981 275,297 275,297 ------------------------------------------------------------------------------------------------------- KAMAN CORP CL A 48354810 3,527,955 226,151 226,131 20 ------------------------------------------------------------------------------------------------------- KANA SOFTWARE INC COM NEW 48360030 2,533,186 130,174 130,174 ------------------------------------------------------------------------------------------------------- KANEB SERVICES LLC COM 48417310 221,677 11,339 11,339 ------------------------------------------------------------------------------------------------------- KANSAS CITY LIFE INS COM 48483610 2,676,356 72,139 72,139 ------------------------------------------------------------------------------------------------------- KANSAS CITY SOUTHN I COM NEW 48517030 9,320,246 659,607 616,780 2,650 40,177 ------------------------------------------------------------------------------------------------------- KAYDON CORP COM 48658710 8,098,302 357,068 356,128 940 ------------------------------------------------------------------------------------------------------- KB HOME COM 48666K10 45,953,477 1,145,972 1,144,722 1,250 ------------------------------------------------------------------------------------------------------- KEANE INC COM 48666510 14,580,338 808,671 804,941 1,080 2,650 ------------------------------------------------------------------------------------------------------- KEITHLEY INSTRS INC COM 48758410 3,370,248 199,423 199,423 ------------------------------------------------------------------------------------------------------- KELLOGG CO COM 48783610 219,624,469 7,296,494 7,242,408 51,326 2,760 ------------------------------------------------------------------------------------------------------- KELLWOOD CO COM 48804410 5,231,971 217,908 217,848 60 ------------------------------------------------------------------------------------------------------- KELLY SVCS INC CL A 48815220 7,201,766 328,998 325,075 3,923 ------------------------------------------------------------------------------------------------------- KEMET CORP COM 48836010 15,009,630 845,613 844,933 380 300 ------------------------------------------------------------------------------------------------------- KENDLE INTERNATIONAL COM 48880L10 1,699,044 84,278 84,278 ------------------------------------------------------------------------------------------------------- KENNAMETAL INC COM 48917010 23,646,060 587,188 587,128 60 ------------------------------------------------------------------------------------------------------- KERR MCGEE CORP COM 49238610 263,103,458 4,801,158 4,793,153 5,930 2,075 ------------------------------------------------------------------------------------------------------- KERYX BIOPHARMACEUTI COM 49251510 699,486 95,820 95,820 ------------------------------------------------------------------------------------------------------- KEY ENERGY SVCS INC COM 49291410 13,164,712 1,430,947 1,429,997 950 ------------------------------------------------------------------------------------------------------- KEY PRODTN INC COM 49313810 2,015,333 118,549 118,549 ------------------------------------------------------------------------------------------------------- KEY3MEDIA GROUP INC COM 49326R10 1,589,208 298,163 297,713 450 ------------------------------------------------------------------------------------------------------- KEYCORP NEW COM 49326710 960,112,889 39,445,887 39,366,476 47,105 32,306 ------------------------------------------------------------------------------------------------------- KEYNOTE SYS INC COM 49330810 1,941,742 207,673 207,653 20 ------------------------------------------------------------------------------------------------------- KEYSPAN CORP COM 49337W10 104,561,884 3,017,659 3,001,621 12,613 3,425 ------------------------------------------------------------------------------------------------------- KEYSTONE PPTY TR COR COM 49359610 934,351 71,379 71,379 ------------------------------------------------------------------------------------------------------- KFORCE INC COM 49373210 1,804,198 286,836 286,836 ------------------------------------------------------------------------------------------------------- KILROY RLTY CORP COM 49427F10 10,448,367 397,730 397,730 ------------------------------------------------------------------------------------------------------- KIMBALL INTL INC CL B 49427410 4,669,184 308,197 308,197 ------------------------------------------------------------------------------------------------------- KIMBERLY CLARK CORP COM 49436810 761,007,564 12,725,879 12,058,247 452,109 215,523 ------------------------------------------------------------------------------------------------------- KIMCO REALTY CORP COM 49446R10 29,772,286 910,746 910,746 ------------------------------------------------------------------------------------------------------- KINDER MORGAN INC KA COM 49455P10 123,156,207 2,211,460 2,203,092 4,793 3,575 ------------------------------------------------------------------------------------------------------- KINDER MORGAN MANAGE SHS 49455U10 907,212 23,937 23,937 ------------------------------------------------------------------------------------------------------- KINDER MORGAN ENERGY UT LTD PAR 49455010 456,411 12,068 6,000 5,468 600 ------------------------------------------------------------------------------------------------------- KINDRED HEALTHCARE I COM 49458010 603,200 11,600 11,600 ------------------------------------------------------------------------------------------------------- KING PHARMACEUTICALS COM 49558210 209,231,019 4,966,319 4,960,362 5,691 266 ------------------------------------------------------------------------------------------------------- KIRBY CORP COM 49726610 10,173,967 369,291 369,271 20 ------------------------------------------------------------------------------------------------------- KNIGHT RIDDER INC COM 49904010 115,364,442 1,776,751 1,764,876 11,695 180 ------------------------------------------------------------------------------------------------------- KNIGHT TRADING GROUP COM 49906310 6,641,963 602,719 599,419 3,200 100 ------------------------------------------------------------------------------------------------------- Page Total 3,279,471,525 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- KCS ENERGY INC 194,006 15,600 -------------------------------------------------------- KLA-TENCOR CORP 3,724,140 128,358 491,395 -------------------------------------------------------- K MART CORP 8,559,939 114,101 1,037,116 -------------------------------------------------------- KPMG CONSULTING INC 670,107 9,900 72,000 -------------------------------------------------------- K-SWISS INC 55,855 1,500 -------------------------------------------------------- K2 INC 142,661 11,200 -------------------------------------------------------- K V PHARMACEUTICAL C 174,521 12,000 -------------------------------------------------------- K V PHARMACEUTICAL C 24,949 -------------------------------------------------------- KADANT INC 181,270 127 7,838 -------------------------------------------------------- KAISER ALUMINUM CORP 269,797 5,500 -------------------------------------------------------- KAMAN CORP 209,751 16,400 -------------------------------------------------------- KANA SOFTWARE INC 125,384 4,790 -------------------------------------------------------- KANEB SERVICES LLC 11,339 -------------------------------------------------------- KANSAS CITY LIFE INS 69,039 3,100 -------------------------------------------------------- KANSAS CITY SOUTHN I 562,130 40,177 57,300 -------------------------------------------------------- KAYDON CORP 337,268 19,800 -------------------------------------------------------- KB HOME 1,058,461 7,500 80,011 -------------------------------------------------------- KEANE INC 768,521 2,650 37,500 -------------------------------------------------------- KEITHLEY INSTRS INC 193,523 5,900 -------------------------------------------------------- KELLOGG CO 6,229,009 279,696 787,789 -------------------------------------------------------- KELLWOOD CO 201,408 16,500 -------------------------------------------------------- KELLY SVCS INC 306,023 22,975 -------------------------------------------------------- KEMET CORP 780,413 8,800 56,400 -------------------------------------------------------- KENDLE INTERNATIONAL 78,278 6,000 -------------------------------------------------------- KENNAMETAL INC 567,288 19,900 -------------------------------------------------------- KERR MCGEE CORP 2,272,025 2,295,301 233,832 -------------------------------------------------------- KERYX BIOPHARMACEUTI 95,820 -------------------------------------------------------- KEY ENERGY SVCS INC 1,368,247 62,700 -------------------------------------------------------- KEY PRODTN INC 109,849 8,700 -------------------------------------------------------- KEY3MEDIA GROUP INC 285,663 12,500 -------------------------------------------------------- KEYCORP NEW 9,807,549 28,440,796 1,197,542 -------------------------------------------------------- KEYNOTE SYS INC 195,673 12,000 -------------------------------------------------------- KEYSPAN CORP 2,620,681 43,816 353,162 -------------------------------------------------------- KEYSTONE PPTY TR COR 71,379 -------------------------------------------------------- KFORCE INC 263,636 23,200 -------------------------------------------------------- KILROY RLTY CORP 380,330 17,400 -------------------------------------------------------- KIMBALL INTL INC 287,097 21,100 -------------------------------------------------------- KIMBERLY CLARK CORP 10,658,062 544,078 1,523,739 -------------------------------------------------------- KIMCO REALTY CORP 849,042 6,600 55,104 -------------------------------------------------------- KINDER MORGAN INC KA 1,926,933 36,713 247,814 -------------------------------------------------------- KINDER MORGAN MANAGE 23,937 -------------------------------------------------------- KINDER MORGAN ENERGY 10,468 600 1,000 -------------------------------------------------------- KINDRED HEALTHCARE I 11,600 -------------------------------------------------------- KING PHARMACEUTICALS 4,437,013 145,048 384,258 -------------------------------------------------------- KIRBY CORP 357,691 11,600 -------------------------------------------------------- KNIGHT RIDDER INC 1,598,911 21,760 156,080 -------------------------------------------------------- KNIGHT TRADING GROUP 540,219 8,200 54,300 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 35 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- KNIGHT TRANSN INC COM 49906410 3,006,077 160,068 160,068 ------------------------------------------------------------------------------------------------------- KOGER EQUITY INC COM 50022810 5,849,695 358,877 358,877 ------------------------------------------------------------------------------------------------------- KOHLS CORP COM 50025510 492,988,639 6,998,703 6,971,342 25,691 1,670 ------------------------------------------------------------------------------------------------------- KONINKLIJKE AHOLD N SPON ADR N 50046730 11,685,669 397,607 74,248 323,359 ------------------------------------------------------------------------------------------------------- KONINKLIJKE PHILIPS NY REG SH 50047230 20,869,104 716,905 181,103 535,802 ------------------------------------------------------------------------------------------------------- KOPIN CORP COM 50060010 10,586,030 756,145 627,565 15,980 112,600 ------------------------------------------------------------------------------------------------------- KOREA TELECOM SPONSORED 50063P10 17,725,218 871,875 871,875 ------------------------------------------------------------------------------------------------------- KOREA ELECTRIC PWR SPONSORED 50063110 1,841,849 201,295 201,295 ------------------------------------------------------------------------------------------------------- KOSAN BIOSCIENCES IN COM 50064W10 1,303,880 163,189 163,189 ------------------------------------------------------------------------------------------------------- KORN FERRY INTL COM NEW 50064320 5,974,224 560,960 559,960 1,000 ------------------------------------------------------------------------------------------------------- KOS PHARMACEUTICALS COM 50064810 1,846,775 53,375 53,375 ------------------------------------------------------------------------------------------------------- KRAFT FOODS INC CL A 50075N10 11,185,286 328,689 321,203 3,786 3,700 ------------------------------------------------------------------------------------------------------- KRAMONT RLTY TR COM SH BEN 50075Q10 2,467,400 169,000 169,000 ------------------------------------------------------------------------------------------------------- KRISPY KREME DOUGHNU COM 50101410 12,124,634 274,313 272,583 930 800 ------------------------------------------------------------------------------------------------------- KROGER CO COM 50104410 378,217,827 18,122,560 18,059,965 59,895 2,700 ------------------------------------------------------------------------------------------------------- KROLL INC COM 50104910 2,081,036 137,817 137,817 ------------------------------------------------------------------------------------------------------- KRONOS INC COM 50105210 17,877,813 369,529 368,769 760 ------------------------------------------------------------------------------------------------------- KULICKE & SOFFA INDS COM 50124210 8,372,389 488,186 487,786 400 ------------------------------------------------------------------------------------------------------- KYOCERA CORP ADR 50155620 742,905 11,133 11,133 ------------------------------------------------------------------------------------------------------- LNR PPTY CORP COM 50194010 6,827,983 218,986 218,906 80 ------------------------------------------------------------------------------------------------------- LSI INDS INC COM 50216C10 2,254,222 129,553 129,553 ------------------------------------------------------------------------------------------------------- LSI LOGIC CORP COM 50216110 112,013,714 7,098,461 7,081,140 16,781 540 ------------------------------------------------------------------------------------------------------- LTX CORP COM 50239210 14,438,234 689,505 640,020 800 48,685 ------------------------------------------------------------------------------------------------------- L-3 COMMUNICATIONS H COM 50242410 46,211,850 513,465 512,745 620 100 ------------------------------------------------------------------------------------------------------- LVMH MOET HENNESSY L SPONSORED 50244120 975,006 118,326 118,326 ------------------------------------------------------------------------------------------------------- LA JOLLA PHARMACEUTI COM 50345910 2,512,470 281,037 281,037 ------------------------------------------------------------------------------------------------------- LA QUINTA PPTYS INC PAIRED CTF 50419Q40 6,846,275 1,192,731 1,192,711 20 ------------------------------------------------------------------------------------------------------- LA Z BOY INC COM 50533610 9,970,059 456,923 456,883 40 ------------------------------------------------------------------------------------------------------- LABORATORY CORP AMER COM NEW 50540R40 25,728,410 318,224 316,204 1,980 40 ------------------------------------------------------------------------------------------------------- LABOR READY INC COM NEW 50540120 1,738,605 340,236 340,236 ------------------------------------------------------------------------------------------------------- LABRANCHE & CO INC COM 50544710 15,382,151 446,377 445,677 500 200 ------------------------------------------------------------------------------------------------------- LACLEDE GROUP INC COM 50559710 4,198,441 175,667 175,067 600 ------------------------------------------------------------------------------------------------------- LADISH INC COM NEW 50575420 828,140 75,837 75,837 ------------------------------------------------------------------------------------------------------- LAFARGE COPPEE S A SPON ADR N 50586140 377,047 16,501 16,501 ------------------------------------------------------------------------------------------------------- LAFARGE NORTH AMERIC COM 50586210 11,513,025 306,442 304,962 1,480 ------------------------------------------------------------------------------------------------------- LAKELAND BANCORP INC COM 51163710 1,487,668 91,268 91,268 ------------------------------------------------------------------------------------------------------- LAKES GAMING INC COM 51206P10 211,494 34,112 34,112 ------------------------------------------------------------------------------------------------------- LAM RESEARCH CORP COM 51280710 35,570,857 1,531,906 1,528,186 3,220 500 ------------------------------------------------------------------------------------------------------- LAMAR ADVERTISING CO CL A 51281510 18,014,018 425,461 424,641 720 100 ------------------------------------------------------------------------------------------------------- LANCASTER COLONY COR COM 51384710 23,154,863 652,066 651,966 100 ------------------------------------------------------------------------------------------------------- LANCE INC COM 51460610 3,097,428 216,755 216,035 720 ------------------------------------------------------------------------------------------------------- LANDAUER INC COM 51476K10 3,611,998 106,706 106,706 ------------------------------------------------------------------------------------------------------- LANDAMERICA FINL GRO COM 51493610 8,825,537 307,510 307,510 ------------------------------------------------------------------------------------------------------- LANDRYS RESTAURANTS COM 51508L10 3,008,468 161,312 161,192 20 100 ------------------------------------------------------------------------------------------------------- LANDS END INC COM 51508610 12,472,936 248,663 248,263 300 100 ------------------------------------------------------------------------------------------------------- LANDSTAR SYS INC COM 51509810 9,001,898 124,147 124,147 ------------------------------------------------------------------------------------------------------- LANTRONIX INC COM 51654810 1,130,249 178,837 178,837 ------------------------------------------------------------------------------------------------------- Page Total 1,388,149,496 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- KNIGHT TRANSN INC 150,168 9,900 -------------------------------------------------------- KOGER EQUITY INC 340,277 18,600 -------------------------------------------------------- KOHLS CORP 5,997,008 228,753 772,942 -------------------------------------------------------- KONINKLIJKE AHOLD N 392,457 5,150 -------------------------------------------------------- KONINKLIJKE PHILIPS 706,205 10,700 -------------------------------------------------------- KOPIN CORP 602,745 112,600 40,800 -------------------------------------------------------- KOREA TELECOM 736,701 94,456 40,718 -------------------------------------------------------- KOREA ELECTRIC PWR 59,712 141,583 -------------------------------------------------------- KOSAN BIOSCIENCES IN 160,889 2,300 -------------------------------------------------------- KORN FERRY INTL 537,160 23,800 -------------------------------------------------------- KOS PHARMACEUTICALS 50,375 3,000 -------------------------------------------------------- KRAFT FOODS INC 240,252 3,700 84,737 -------------------------------------------------------- KRAMONT RLTY TR 157,300 11,700 -------------------------------------------------------- KRISPY KREME DOUGHNU 244,413 4,400 25,500 -------------------------------------------------------- KROGER CO 15,252,512 578,743 2,291,305 -------------------------------------------------------- KROLL INC 128,517 9,300 -------------------------------------------------------- KRONOS INC 356,679 12,850 -------------------------------------------------------- KULICKE & SOFFA INDS 455,886 32,300 -------------------------------------------------------- KYOCERA CORP 11,133 -------------------------------------------------------- LNR PPTY CORP 203,386 15,600 -------------------------------------------------------- LSI INDS INC 120,703 8,850 -------------------------------------------------------- LSI LOGIC CORP 6,232,036 97,611 768,814 -------------------------------------------------------- LTX CORP 609,220 48,685 31,600 -------------------------------------------------------- L-3 COMMUNICATIONS H 491,665 2,800 19,000 -------------------------------------------------------- LVMH MOET HENNESSY L 118,326 -------------------------------------------------------- LA JOLLA PHARMACEUTI 261,237 19,800 -------------------------------------------------------- LA QUINTA PPTYS INC 1,112,731 80,000 -------------------------------------------------------- LA Z BOY INC 426,823 30,100 -------------------------------------------------------- LABORATORY CORP AMER 282,601 2,740 32,883 -------------------------------------------------------- LABOR READY INC 315,036 25,200 -------------------------------------------------------- LABRANCHE & CO INC 414,177 3,800 28,400 -------------------------------------------------------- LACLEDE GROUP INC 162,567 13,100 -------------------------------------------------------- LADISH INC 70,137 5,700 -------------------------------------------------------- LAFARGE COPPEE S A 16,501 -------------------------------------------------------- LAFARGE NORTH AMERIC 284,442 1,400 20,600 -------------------------------------------------------- LAKELAND BANCORP INC 84,023 7,245 -------------------------------------------------------- LAKES GAMING INC 34,112 -------------------------------------------------------- LAM RESEARCH CORP 1,444,056 7,500 80,350 -------------------------------------------------------- LAMAR ADVERTISING CO 376,409 4,800 44,252 -------------------------------------------------------- LANCASTER COLONY COR 632,729 19,337 -------------------------------------------------------- LANCE INC 204,935 720 11,100 -------------------------------------------------------- LANDAUER INC 101,706 5,000 -------------------------------------------------------- LANDAMERICA FINL GRO 296,310 11,200 -------------------------------------------------------- LANDRYS RESTAURANTS 147,612 100 13,600 -------------------------------------------------------- LANDS END INC 232,567 100 15,996 -------------------------------------------------------- LANDSTAR SYS INC 118,247 5,900 -------------------------------------------------------- LANTRONIX INC 169,137 9,700 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 36 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- LARGE SCALE BIOLOGY COM 51705310 398,758 88,613 88,613 ------------------------------------------------------------------------------------------------------- LASALLE HOTEL PPTYS COM SH BEN 51794210 2,031,231 173,018 172,938 80 ------------------------------------------------------------------------------------------------------- LATTICE SEMICONDUCTO COM 51841510 24,566,298 1,194,278 1,188,808 1,870 3,600 ------------------------------------------------------------------------------------------------------- LAUDER ESTEE COS INC CL A 51843910 21,408,994 667,779 656,369 9,530 1,880 ------------------------------------------------------------------------------------------------------- LAWSON PRODS INC COM 52077610 1,469,780 56,530 56,530 ------------------------------------------------------------------------------------------------------- LEAP WIRELESS INTL I COM 52186310 7,141,102 340,539 339,075 1,349 115 ------------------------------------------------------------------------------------------------------- LEAR CORP COM 52186510 101,414,298 2,659,001 2,624,746 17,195 17,060 ------------------------------------------------------------------------------------------------------- LEARNING TREE INTL I COM 52201510 5,127,043 183,765 183,745 20 ------------------------------------------------------------------------------------------------------- LECROY CORP COM 52324W10 1,323,285 72,708 72,708 ------------------------------------------------------------------------------------------------------- LEE ENTERPRISES INC COM 52376810 23,615,950 649,325 649,025 300 ------------------------------------------------------------------------------------------------------- LEGATO SYS INC COM 52465110 15,295,741 1,179,317 1,177,317 1,700 300 ------------------------------------------------------------------------------------------------------- LEGGETT & PLATT INC COM 52466010 93,297,867 4,056,429 3,888,504 159,995 7,930 ------------------------------------------------------------------------------------------------------- LEGG MASON INC COM 52490110 40,201,562 804,353 789,188 9,225 5,940 ------------------------------------------------------------------------------------------------------- LEHMAN BROS HLDGS IN COM 52490810 385,158,512 5,765,846 5,623,771 128,084 13,991 ------------------------------------------------------------------------------------------------------- LENNAR CORP COM 52605710 50,061,254 1,069,228 1,066,488 640 2,100 ------------------------------------------------------------------------------------------------------- LENNOX INTL INC COM 52610710 3,934,446 405,613 405,413 200 ------------------------------------------------------------------------------------------------------- LEUCADIA NATL CORP COM 52728810 12,260,540 424,681 424,681 ------------------------------------------------------------------------------------------------------- LEVEL 3 COMMUNICATIO COM 52729N10 13,657,070 2,731,414 2,718,125 10,469 2,820 ------------------------------------------------------------------------------------------------------- LEXAR MEDIA INC COM 52886P10 758,147 287,177 287,177 ------------------------------------------------------------------------------------------------------- LEXENT INC COM 52886Q10 992,293 158,767 158,767 ------------------------------------------------------------------------------------------------------- LEXICON GENETICS INC COM 52887210 3,580,954 310,308 308,608 1,700 ------------------------------------------------------------------------------------------------------- LEXINGTON CORP PPTYS COM 52904310 2,766,889 178,509 178,509 ------------------------------------------------------------------------------------------------------- LEXMARK INTL NEW CL A 52977110 152,200,825 2,579,675 2,549,085 30,490 100 ------------------------------------------------------------------------------------------------------- LIBBEY INC COM 52989810 4,688,931 143,612 143,312 300 ------------------------------------------------------------------------------------------------------- LIBERATE TECHNOLOGIE COM 53012910 11,072,012 964,461 962,941 1,420 100 ------------------------------------------------------------------------------------------------------- LIBERTY CORP S C COM 53037010 8,371,350 203,435 202,335 1,100 ------------------------------------------------------------------------------------------------------- LIBERTY DIGITAL INC CL A 53043610 591,746 171,025 170,925 100 ------------------------------------------------------------------------------------------------------- LIBERTY LIVEWIRE COR CL A 53070910 305,216 43,935 43,935 ------------------------------------------------------------------------------------------------------- LIBERTY MEDIA CORP N COM SER A 53071810 455,011,494 32,500,821 22,252,898 10,170,067 77,856 ------------------------------------------------------------------------------------------------------- LIBERTY PPTY TR SH BEN INT 53117210 27,928,465 935,627 870,842 64,785 ------------------------------------------------------------------------------------------------------- LIFEPOINT HOSPITALS COM 53219L10 17,264,168 507,173 506,565 593 15 ------------------------------------------------------------------------------------------------------- LIGAND PHARMACEUTICA CL B 53220K20 6,497,789 363,005 362,355 650 ------------------------------------------------------------------------------------------------------- LIGHTBRIDGE INC COM 53222610 2,805,325 230,891 230,891 ------------------------------------------------------------------------------------------------------- LIGHTPATH TECHNOLOGI CL A 53225710 571,429 160,966 159,756 1,210 ------------------------------------------------------------------------------------------------------- LILLY ELI & CO COM 53245710 1,788,430,805 22,770,955 22,608,511 130,255 32,189 ------------------------------------------------------------------------------------------------------- LIMITED INC COM 53271610 125,395,602 8,518,723 8,494,363 23,220 1,140 ------------------------------------------------------------------------------------------------------- LINCARE HLDGS INC COM 53279110 34,064,592 1,188,991 1,187,371 1,220 400 ------------------------------------------------------------------------------------------------------- LINCOLN ELEC HLDGS I COM 53390010 8,463,205 346,285 346,205 80 ------------------------------------------------------------------------------------------------------- LINCOLN NATL CORP IN COM 53418710 222,001,424 4,570,752 4,549,057 16,644 5,051 ------------------------------------------------------------------------------------------------------- LINDSAY MFG CO COM 53555510 2,131,673 110,164 90,164 3,000 17,000 ------------------------------------------------------------------------------------------------------- LINEAR TECHNOLOGY CO COM 53567810 317,713,063 8,138,142 7,148,741 796,973 192,428 ------------------------------------------------------------------------------------------------------- LINENS N THINGS INC COM 53567910 15,166,788 594,776 541,636 41,090 12,050 ------------------------------------------------------------------------------------------------------- LIQUI BOX CORP COM 53631410 1,012,110 24,536 24,536 ------------------------------------------------------------------------------------------------------- LITHIA MTRS INC CL A 53679710 4,621,357 223,254 97,737 125,517 ------------------------------------------------------------------------------------------------------- LITTELFUSE INC COM 53700810 5,605,441 213,622 203,782 440 9,400 ------------------------------------------------------------------------------------------------------- LIZ CLAIBORNE INC COM 53932010 77,384,980 1,555,477 1,551,837 2,640 1,000 ------------------------------------------------------------------------------------------------------- LLOYDS TSB GROUP PLC SPONSORED 53943910 17,312,241 384,802 87,881 296,921 ------------------------------------------------------------------------------------------------------- Page Total 4,117,074,045 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- LARGE SCALE BIOLOGY 88,613 -------------------------------------------------------- LASALLE HOTEL PPTYS 165,718 7,300 -------------------------------------------------------- LATTICE SEMICONDUCTO 1,122,578 11,300 60,400 -------------------------------------------------------- LAUDER ESTEE COS INC 586,358 7,880 73,541 -------------------------------------------------------- LAWSON PRODS INC 50,330 6,200 -------------------------------------------------------- LEAP WIRELESS INTL I 323,324 115 17,100 -------------------------------------------------------- LEAR CORP 2,573,447 32,860 52,694 -------------------------------------------------------- LEARNING TREE INTL I 176,265 7,500 -------------------------------------------------------- LECROY CORP 68,308 4,400 -------------------------------------------------------- LEE ENTERPRISES INC 611,525 37,800 -------------------------------------------------------- LEGATO SYS INC 1,121,617 300 57,400 -------------------------------------------------------- LEGGETT & PLATT INC 3,582,442 59,268 414,719 -------------------------------------------------------- LEGG MASON INC 755,313 9,440 39,600 -------------------------------------------------------- LEHMAN BROS HLDGS IN 5,033,828 88,809 643,209 -------------------------------------------------------- LENNAR CORP 1,010,448 16,400 42,380 -------------------------------------------------------- LENNOX INTL INC 376,613 29,000 -------------------------------------------------------- LEUCADIA NATL CORP 397,081 3,200 24,400 -------------------------------------------------------- LEVEL 3 COMMUNICATIO 2,242,432 29,220 459,762 -------------------------------------------------------- LEXAR MEDIA INC 284,777 2,400 -------------------------------------------------------- LEXENT INC 158,767 -------------------------------------------------------- LEXICON GENETICS INC 290,408 19,900 -------------------------------------------------------- LEXINGTON CORP PPTYS 165,709 12,800 -------------------------------------------------------- LEXMARK INTL NEW 2,211,355 89,693 278,627 -------------------------------------------------------- LIBBEY INC 132,912 10,700 -------------------------------------------------------- LIBERATE TECHNOLOGIE 899,161 100 65,200 -------------------------------------------------------- LIBERTY CORP S C 191,935 11,500 -------------------------------------------------------- LIBERTY DIGITAL INC 170,925 100 -------------------------------------------------------- LIBERTY LIVEWIRE COR 43,935 -------------------------------------------------------- LIBERTY MEDIA CORP N 28,590,103 247,456 3,663,262 -------------------------------------------------------- LIBERTY PPTY TR 886,628 3,800 45,199 -------------------------------------------------------- LIFEPOINT HOSPITALS 481,358 15 25,800 -------------------------------------------------------- LIGAND PHARMACEUTICA 338,205 24,800 -------------------------------------------------------- LIGHTBRIDGE INC 214,191 16,700 -------------------------------------------------------- LIGHTPATH TECHNOLOGI 150,366 10,600 -------------------------------------------------------- LILLY ELI & CO 19,166,130 841,950 2,762,875 -------------------------------------------------------- LIMITED INC 7,265,005 99,510 1,154,208 -------------------------------------------------------- LINCARE HLDGS INC 1,125,050 5,600 58,341 -------------------------------------------------------- LINCOLN ELEC HLDGS I 326,685 19,600 -------------------------------------------------------- LINCOLN NATL CORP IN 3,955,859 65,615 549,278 -------------------------------------------------------- LINDSAY MFG CO 85,764 17,000 7,400 -------------------------------------------------------- LINEAR TECHNOLOGY CO 6,920,327 411,652 806,163 -------------------------------------------------------- LINENS N THINGS INC 558,726 12,050 24,000 -------------------------------------------------------- LIQUI BOX CORP 22,636 1,900 -------------------------------------------------------- LITHIA MTRS INC 96,437 125,517 1,300 -------------------------------------------------------- LITTELFUSE INC 190,617 9,400 13,605 -------------------------------------------------------- LIZ CLAIBORNE INC 1,358,811 14,382 182,284 -------------------------------------------------------- LLOYDS TSB GROUP PLC 379,802 5,000 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 37 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- LOCAL FINL CORP COM 53955310 2,633,575 188,247 188,247 ------------------------------------------------------------------------------------------------------- LOCKHEED MARTIN CORP COM 53983010 4,022,837,511 86,197,504 86,176,364 19,024 2,116 ------------------------------------------------------------------------------------------------------- LODGENET ENTMT CORP COM 54021110 1,641,306 96,039 96,039 ------------------------------------------------------------------------------------------------------- LOEWS CORP COM 54042410 183,696,899 3,317,026 3,307,056 8,770 1,200 ------------------------------------------------------------------------------------------------------- LONE STAR STEAKHOUSE COM 54230710 3,386,652 228,365 228,365 ------------------------------------------------------------------------------------------------------- LONE STAR TECHNOLOGI COM 54231210 4,046,187 229,897 229,597 200 100 ------------------------------------------------------------------------------------------------------- LONGS DRUG STORES CO COM 54316210 11,186,768 478,476 475,016 3,460 ------------------------------------------------------------------------------------------------------- LONGVIEW FIBRE CO COM 54321310 7,933,497 671,761 655,411 1,350 15,000 ------------------------------------------------------------------------------------------------------- LOUDCLOUD INC COM 54573510 977,909 230,639 230,639 ------------------------------------------------------------------------------------------------------- LOUISIANA PAC CORP COM 54634710 21,899,149 2,594,686 2,586,059 4,425 4,202 ------------------------------------------------------------------------------------------------------- LOWES COS INC COM 54866110 3,293,345,723 70,961,985 16,171,290 54,687,290 103,405 ------------------------------------------------------------------------------------------------------- LUBRIZOL CORP COM 54927110 26,148,822 745,193 742,733 1,060 1,400 ------------------------------------------------------------------------------------------------------- LUBYS INC COM 54928210 1,186,006 207,707 205,057 2,600 50 ------------------------------------------------------------------------------------------------------- LUCENT TECHNOLOGIES COM 54946310 479,905,750 76,175,516 75,541,027 482,010 152,479 ------------------------------------------------------------------------------------------------------- LUFKIN INDS INC COM 54976410 1,270,936 47,423 47,423 ------------------------------------------------------------------------------------------------------- LUMINEX CORP DEL COM 55027E10 2,548,545 150,268 150,268 ------------------------------------------------------------------------------------------------------- LUXOTTICA GROUP S P SPONSORED 55068R20 282,417 17,137 15,805 1,332 ------------------------------------------------------------------------------------------------------- LYDALL INC DEL COM 55081910 1,250,230 125,023 125,023 ------------------------------------------------------------------------------------------------------- LYNCH INTERACTIVE CO COM 55114610 1,248,141 18,089 18,089 ------------------------------------------------------------------------------------------------------- LYONDELL CHEMICAL CO COM 55207810 16,248,142 1,133,855 1,128,295 5,260 300 ------------------------------------------------------------------------------------------------------- M & T BK CORP COM 55261F10 68,918,066 946,027 910,388 5,428 30,211 ------------------------------------------------------------------------------------------------------- MAF BANCORP INC COM 55261R10 7,404,146 250,988 250,448 100 440 ------------------------------------------------------------------------------------------------------- MBIA INC COM 55262C10 171,772,760 3,202,923 3,178,513 15,860 8,550 ------------------------------------------------------------------------------------------------------- MBNA CORP COM 55262L10 612,116,348 17,389,669 17,265,561 97,452 26,656 ------------------------------------------------------------------------------------------------------- MB FINANCIAL INC NEW COM 55264U10 2,825,720 103,925 103,925 ------------------------------------------------------------------------------------------------------- M D C HLDGS INC COM 55267610 6,606,712 174,827 174,816 11 ------------------------------------------------------------------------------------------------------- MDU RES GROUP INC COM 55269010 22,870,017 812,434 670,699 113,560 28,175 ------------------------------------------------------------------------------------------------------- MCSI INC COM 55270M10 2,868,075 122,306 122,306 ------------------------------------------------------------------------------------------------------- MEMC ELECTR MATLS IN COM 55271510 1,301,586 366,644 366,544 100 ------------------------------------------------------------------------------------------------------- MGIC INVT CORP WIS COM 55284810 151,360,585 2,452,375 2,442,415 5,960 4,000 ------------------------------------------------------------------------------------------------------- MGI PHARMA INC COM 55288010 3,003,222 196,546 196,446 100 ------------------------------------------------------------------------------------------------------- MGM MIRAGE COM 55295310 29,814,713 1,032,723 1,029,743 2,880 100 ------------------------------------------------------------------------------------------------------- MIM CORP COM 55304410 256,320 14,400 14,400 ------------------------------------------------------------------------------------------------------- M/I SCHOTTENSTEIN HO COM 55305B10 2,716,247 54,576 54,576 ------------------------------------------------------------------------------------------------------- MKS INSTRUMENT INC COM 55306N10 5,340,533 197,578 196,978 600 ------------------------------------------------------------------------------------------------------- MMO2 PLC ADR 55309W10 494,512 39,247 38,588 659 ------------------------------------------------------------------------------------------------------- MRO SOFTWARE INC COM 55347W10 3,431,015 146,750 146,750 ------------------------------------------------------------------------------------------------------- MRV COMMUNICATIONS I COM 55347710 3,134,076 739,169 739,069 100 ------------------------------------------------------------------------------------------------------- MSC INDL DIRECT INC CL A 55353010 7,049,209 356,922 354,702 2,220 ------------------------------------------------------------------------------------------------------- MSC SOFTWARE CORP COM 55353110 3,888,924 249,290 249,290 ------------------------------------------------------------------------------------------------------- MTR GAMING GROUP INC COM 55376910 2,795,504 174,719 174,719 ------------------------------------------------------------------------------------------------------- MTS SYS CORP COM 55377710 2,168,119 214,453 214,453 ------------------------------------------------------------------------------------------------------- MACDERMID INC COM 55427310 3,282,367 193,650 193,450 200 ------------------------------------------------------------------------------------------------------- MACERICH CO COM 55438210 10,938,585 411,225 411,125 100 ------------------------------------------------------------------------------------------------------- MACK CALI RLTY CORP COM 55448910 16,091,221 518,737 515,147 3,590 ------------------------------------------------------------------------------------------------------- MACROCHEM CORP DEL COM 55590310 524,206 171,871 171,871 ------------------------------------------------------------------------------------------------------- MACROVISION CORP COM 55590410 19,124,917 543,013 542,853 120 40 ------------------------------------------------------------------------------------------------------- Page Total 9,245,771,870 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- LOCAL FINL CORP 176,447 11,800 -------------------------------------------------------- LOCKHEED MARTIN CORP 7,825,452 147,904 78,224,148 -------------------------------------------------------- LODGENET ENTMT CORP 88,339 7,700 -------------------------------------------------------- LOEWS CORP 3,143,961 71,002 102,063 -------------------------------------------------------- LONE STAR STEAKHOUSE 213,165 15,200 -------------------------------------------------------- LONE STAR TECHNOLOGI 214,697 100 15,100 -------------------------------------------------------- LONGS DRUG STORES CO 447,729 30,747 -------------------------------------------------------- LONGVIEW FIBRE CO 618,674 15,000 38,087 -------------------------------------------------------- LOUDCLOUD INC 223,739 6,900 -------------------------------------------------------- LOUISIANA PAC CORP 2,400,438 21,302 172,946 -------------------------------------------------------- LOWES COS INC 13,747,730 55,113,005 2,101,250 -------------------------------------------------------- LUBRIZOL CORP 678,593 13,500 53,100 -------------------------------------------------------- LUBYS INC 187,057 50 20,600 -------------------------------------------------------- LUCENT TECHNOLOGIES 65,250,989 1,164,706 9,759,821 -------------------------------------------------------- LUFKIN INDS INC 46,323 1,100 -------------------------------------------------------- LUMINEX CORP DEL 140,368 9,900 -------------------------------------------------------- LUXOTTICA GROUP S P 17,137 -------------------------------------------------------- LYDALL INC DEL 114,213 10,810 -------------------------------------------------------- LYNCH INTERACTIVE CO 18,089 -------------------------------------------------------- LYONDELL CHEMICAL CO 1,030,355 7,400 96,100 -------------------------------------------------------- M & T BK CORP 854,262 35,211 56,554 -------------------------------------------------------- MAF BANCORP INC 239,048 440 11,500 -------------------------------------------------------- MBIA INC 2,722,619 47,776 432,528 -------------------------------------------------------- MBNA CORP 14,807,180 270,721 2,311,768 -------------------------------------------------------- MB FINANCIAL INC NEW 100,725 3,200 -------------------------------------------------------- M D C HLDGS INC 163,475 11,352 -------------------------------------------------------- MDU RES GROUP INC 735,625 34,075 42,734 -------------------------------------------------------- MCSI INC 114,606 7,700 -------------------------------------------------------- MEMC ELECTR MATLS IN 338,044 28,600 -------------------------------------------------------- MGIC INVT CORP WIS 2,132,417 33,700 286,258 -------------------------------------------------------- MGI PHARMA INC 185,146 100 11,300 -------------------------------------------------------- MGM MIRAGE 979,223 5,400 48,100 -------------------------------------------------------- MIM CORP 14,400 -------------------------------------------------------- M/I SCHOTTENSTEIN HO 50,876 3,700 -------------------------------------------------------- MKS INSTRUMENT INC 184,778 12,800 -------------------------------------------------------- MMO2 PLC 38,347 900 -------------------------------------------------------- MRO SOFTWARE INC 137,150 9,600 -------------------------------------------------------- MRV COMMUNICATIONS I 691,669 100 47,400 -------------------------------------------------------- MSC INDL DIRECT INC 332,722 24,200 -------------------------------------------------------- MSC SOFTWARE CORP 231,490 17,800 -------------------------------------------------------- MTR GAMING GROUP INC 164,219 10,500 -------------------------------------------------------- MTS SYS CORP 201,653 12,800 -------------------------------------------------------- MACDERMID INC 181,050 12,600 -------------------------------------------------------- MACERICH CO 390,325 20,900 -------------------------------------------------------- MACK CALI RLTY CORP 485,037 2,600 31,100 -------------------------------------------------------- MACROCHEM CORP DEL 167,771 4,100 -------------------------------------------------------- MACROVISION CORP 514,127 2,540 26,346 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 38 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- MACROMEDIA INC COM 55610010 13,983,858 785,610 783,730 1,620 260 ------------------------------------------------------------------------------------------------------- MADDEN STEVEN LTD COM 55626910 1,099,078 78,115 78,115 ------------------------------------------------------------------------------------------------------- MADISON GAS & ELEC C COM 55749710 6,393,890 241,735 238,484 2,801 450 ------------------------------------------------------------------------------------------------------- MAGELLAN HEALTH SVCS COM 55907910 1,537,601 242,142 242,142 ------------------------------------------------------------------------------------------------------- MAGMA DESIGN AUTOMAT COM 55918110 605,600 20,000 20,000 ------------------------------------------------------------------------------------------------------- MAGNA ENTMT CORP CL A 55921110 1,298,829 185,547 185,547 ------------------------------------------------------------------------------------------------------- MAGNETEK INC COM 55942410 1,629,089 180,809 180,809 ------------------------------------------------------------------------------------------------------- MAGNUM HUNTER RES IN COM PAR $0 55972F20 3,026,354 364,621 353,221 11,400 ------------------------------------------------------------------------------------------------------- MAGYAR TAVKOZLESI RT SPONSORED 55977610 788,998 46,439 46,439 ------------------------------------------------------------------------------------------------------- MAIL-WELL INC COM 56032120 1,284,612 313,320 313,320 ------------------------------------------------------------------------------------------------------- MAIN STR BKS INC NEW COM 56034R10 1,378,042 84,027 84,027 ------------------------------------------------------------------------------------------------------- MANAGEMENT NETWORK G COM 56169310 642,051 93,051 93,051 ------------------------------------------------------------------------------------------------------- MANDALAY RESORT GROU COM 56256710 17,955,070 839,022 837,602 1,220 200 ------------------------------------------------------------------------------------------------------- MANHATTAN ASSOCS INC COM 56275010 5,235,456 179,604 179,204 400 ------------------------------------------------------------------------------------------------------- MANITOWOC INC COM 56357110 8,082,921 259,901 259,541 260 100 ------------------------------------------------------------------------------------------------------- MANOR CARE INC NEW COM 56405510 48,894,121 2,062,173 2,059,068 1,855 1,250 ------------------------------------------------------------------------------------------------------- MANPOWER INC COM 56418H10 36,985,263 1,097,160 1,094,860 2,100 200 ------------------------------------------------------------------------------------------------------- MANUFACTURED HOME CM COM 56468210 6,371,958 204,164 204,164 ------------------------------------------------------------------------------------------------------- MAPICS INC COM 56491010 308,104 50,017 50,017 ------------------------------------------------------------------------------------------------------- MANUFACTURERS SVCS L COM 56500510 819,006 131,041 129,141 1,900 ------------------------------------------------------------------------------------------------------- MANUGISTICS GROUP IN COM 56501110 7,158,409 339,583 333,777 5,746 60 ------------------------------------------------------------------------------------------------------- MAPINFO CORP COM 56510510 2,074,594 132,224 132,224 ------------------------------------------------------------------------------------------------------- MARCUS CORP COM 56633010 2,520,596 178,134 178,134 ------------------------------------------------------------------------------------------------------- MARKEL CORP COM 57053510 10,024,829 55,802 55,302 500 ------------------------------------------------------------------------------------------------------- MARSH & MCLENNAN COS COM 57174810 731,962,616 6,812,123 6,211,932 470,976 129,215 ------------------------------------------------------------------------------------------------------- MARSHALL & ILSLEY CO COM 57183410 66,281,623 1,047,434 1,045,104 2,030 300 ------------------------------------------------------------------------------------------------------- MARRIOTT INTL INC NE CL A 57190320 195,048,415 4,798,239 4,766,419 31,560 260 ------------------------------------------------------------------------------------------------------- MARTEK BIOSCIENCES C COM 57290110 2,970,201 136,561 136,561 ------------------------------------------------------------------------------------------------------- MARTHA STEWART LIVIN CL A 57308310 1,361,040 82,738 82,538 100 100 ------------------------------------------------------------------------------------------------------- MARTIN MARIETTA MATL COM 57328410 56,935,041 1,221,782 1,219,362 2,320 100 ------------------------------------------------------------------------------------------------------- MASCO CORP COM 57459910 239,730,785 9,784,930 9,737,456 26,190 21,284 ------------------------------------------------------------------------------------------------------- MASISA S A SPONSORED 57479910 621,648 48,078 48,078 ------------------------------------------------------------------------------------------------------- MASSEY ENERGY CORP COM 57620610 10,602,006 511,433 510,318 1,115 ------------------------------------------------------------------------------------------------------- MASTEC INC COM 57632310 1,479,974 212,946 212,746 200 ------------------------------------------------------------------------------------------------------- MATRIX PHARMACEUTICA COM 57684410 353,925 225,430 225,430 ------------------------------------------------------------------------------------------------------- MATRIXONE INC COM 57685P30 7,767,032 597,924 286,231 311,575 118 ------------------------------------------------------------------------------------------------------- MATSUSHITA ELEC INDL ADR 57687920 14,616,415 1,160,033 237,116 922,917 ------------------------------------------------------------------------------------------------------- MATTEL INC COM 57708110 165,732,406 9,635,605 9,605,148 27,035 3,422 ------------------------------------------------------------------------------------------------------- MATTHEWS INTL CORP CL A 57712810 6,356,584 258,608 258,608 ------------------------------------------------------------------------------------------------------- MATTSON TECHNOLOGY I COM 57722310 2,474,085 280,827 280,827 ------------------------------------------------------------------------------------------------------- MAUI LD & PINEAPPLE COM 57734510 441,135 18,373 18,373 ------------------------------------------------------------------------------------------------------- MAXIM INTEGRATED PRO COM 57772K10 364,546,631 6,942,423 6,904,962 30,340 7,121 ------------------------------------------------------------------------------------------------------- MAXIM PHARMACEUTICAL COM 57772M10 1,625,315 235,553 235,553 ------------------------------------------------------------------------------------------------------- MAXTOR CORP COM NEW 57772920 9,136,979 1,441,164 1,429,934 10,888 342 ------------------------------------------------------------------------------------------------------- MAXWELL TECHNOLOGIES COM 57776710 836,782 85,386 85,386 ------------------------------------------------------------------------------------------------------- MAXYGEN INC COM 57777610 4,933,638 280,799 280,461 307 31 ------------------------------------------------------------------------------------------------------- MAY DEPT STORES CO COM 57777810 274,107,926 7,412,329 7,124,391 187,499 100,439 ------------------------------------------------------------------------------------------------------- Page Total 2,340,020,531 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- MACROMEDIA INC 748,030 260 37,320 -------------------------------------------------------- MADDEN STEVEN LTD 72,415 5,700 -------------------------------------------------------- MADISON GAS & ELEC C 224,385 450 16,900 -------------------------------------------------------- MAGELLAN HEALTH SVCS 227,742 14,400 -------------------------------------------------------- MAGMA DESIGN AUTOMAT 20,000 -------------------------------------------------------- MAGNA ENTMT CORP 171,847 13,700 -------------------------------------------------------- MAGNETEK INC 168,109 12,700 -------------------------------------------------------- MAGNUM HUNTER RES IN 346,621 18,000 -------------------------------------------------------- MAGYAR TAVKOZLESI RT 9,853 33,886 2,700 -------------------------------------------------------- MAIL-WELL INC 284,020 29,300 -------------------------------------------------------- MAIN STR BKS INC NEW 78,127 5,900 -------------------------------------------------------- MANAGEMENT NETWORK G 93,051 -------------------------------------------------------- MANDALAY RESORT GROU 793,722 6,100 39,200 -------------------------------------------------------- MANHATTAN ASSOCS INC 170,604 9,000 -------------------------------------------------------- MANITOWOC INC 243,501 100 16,300 -------------------------------------------------------- MANOR CARE INC NEW 1,822,641 25,702 213,830 -------------------------------------------------------- MANPOWER INC 995,083 4,300 97,777 -------------------------------------------------------- MANUFACTURED HOME CM 195,064 9,100 -------------------------------------------------------- MAPICS INC 50,017 -------------------------------------------------------- MANUFACTURERS SVCS L 131,041 -------------------------------------------------------- MANUGISTICS GROUP IN 303,823 4,360 31,400 -------------------------------------------------------- MAPINFO CORP 122,624 9,600 -------------------------------------------------------- MARCUS CORP 165,249 12,885 -------------------------------------------------------- MARKEL CORP 49,402 600 5,800 -------------------------------------------------------- MARSH & MCLENNAN COS 5,669,938 325,105 817,080 -------------------------------------------------------- MARSHALL & ILSLEY CO 952,794 6,300 88,340 -------------------------------------------------------- MARRIOTT INTL INC NE 4,172,373 70,758 555,108 -------------------------------------------------------- MARTEK BIOSCIENCES C 127,161 9,400 -------------------------------------------------------- MARTHA STEWART LIVIN 76,738 100 5,900 -------------------------------------------------------- MARTIN MARIETTA MATL 532,411 657,971 31,400 -------------------------------------------------------- MASCO CORP 8,356,744 151,327 1,276,859 -------------------------------------------------------- MASISA S A 9,598 29,541 8,939 -------------------------------------------------------- MASSEY ENERGY CORP 458,152 5,050 48,231 -------------------------------------------------------- MASTEC INC 199,246 13,700 -------------------------------------------------------- MATRIX PHARMACEUTICA 207,230 18,200 -------------------------------------------------------- MATRIXONE INC 579,106 118 18,700 -------------------------------------------------------- MATSUSHITA ELEC INDL 1,141,933 18,100 -------------------------------------------------------- MATTEL INC 8,064,479 315,735 1,255,391 -------------------------------------------------------- MATTHEWS INTL CORP 238,808 19,800 -------------------------------------------------------- MATTSON TECHNOLOGY I 261,427 19,400 -------------------------------------------------------- MAUI LD & PINEAPPLE 18,373 -------------------------------------------------------- MAXIM INTEGRATED PRO 5,912,558 230,717 799,148 -------------------------------------------------------- MAXIM PHARMACEUTICAL 220,953 14,600 -------------------------------------------------------- MAXTOR CORP 1,309,910 16,442 114,812 -------------------------------------------------------- MAXWELL TECHNOLOGIES 79,186 6,200 -------------------------------------------------------- MAXYGEN INC 262,768 31 18,000 -------------------------------------------------------- MAY DEPT STORES CO 6,368,955 184,362 859,012 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 39 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- MAVERICK TUBE CORP COM 57791410 3,916,028 302,396 302,096 200 100 ------------------------------------------------------------------------------------------------------- MAXIMUS INC COM 57793310 4,867,772 115,734 115,734 ------------------------------------------------------------------------------------------------------- MAYTAG CORP COM 57859210 141,807,844 4,570,024 1,808,241 2,756,543 5,240 ------------------------------------------------------------------------------------------------------- MCAFEE COM CORP CL A 57906210 2,018,085 59,513 59,513 ------------------------------------------------------------------------------------------------------- MCCLATCHY CO CL A 57948910 8,331,455 177,265 176,305 860 100 ------------------------------------------------------------------------------------------------------- MCCORMICK & CO INC COM NON VT 57978020 32,486,500 774,041 764,046 9,695 300 ------------------------------------------------------------------------------------------------------- MCDATA CORP CL A 58003120 17,560,914 716,772 706,809 7,305 2,658 ------------------------------------------------------------------------------------------------------- MCDERMOTT INTL INC COM 58003710 15,827,821 1,289,961 1,289,761 200 ------------------------------------------------------------------------------------------------------- MCDONALDS CORP COM 58013510 808,066,551 30,527,637 29,368,908 859,333 299,396 ------------------------------------------------------------------------------------------------------- MCGRATH RENTCORP COM 58058910 2,628,838 70,065 70,065 ------------------------------------------------------------------------------------------------------- MCGRAW HILL COS INC COM 58064510 287,320,014 4,711,709 4,551,997 66,867 92,845 ------------------------------------------------------------------------------------------------------- MCKESSON CORP COM 58155Q10 234,201,979 6,262,085 6,249,030 12,655 400 ------------------------------------------------------------------------------------------------------- MCLEODUSA INC CL A 58226610 1,327,916 3,588,964 3,573,679 13,363 1,922 ------------------------------------------------------------------------------------------------------- MCMORAN EXPLORATION COM 58241110 729,528 125,998 125,936 62 ------------------------------------------------------------------------------------------------------- MEAD CORP COM 58283410 67,989,137 2,201,008 2,194,168 6,740 100 ------------------------------------------------------------------------------------------------------- MEASUREMENT SPECIALT COM 58342110 795,022 84,487 84,487 ------------------------------------------------------------------------------------------------------- MECHANICAL TECHNOLOG COM 58353810 504,562 184,147 184,147 ------------------------------------------------------------------------------------------------------- MEDAREX INC COM 58391610 8,076,558 449,697 449,157 440 100 ------------------------------------------------------------------------------------------------------- MED-DESIGN CORP COM 58392610 1,241,651 63,028 63,028 ------------------------------------------------------------------------------------------------------- MEDALLION FINL CORP COM 58392810 1,002,383 126,884 126,284 600 ------------------------------------------------------------------------------------------------------- MEDFORD BANCORP INC COM 58413110 1,127,087 53,265 49,665 3,600 ------------------------------------------------------------------------------------------------------- MEDIA GEN INC CL A 58440410 10,055,195 201,790 201,530 160 100 ------------------------------------------------------------------------------------------------------- MEDIACOM COMMUNICATI CL A 58446K10 4,469,737 244,783 244,583 200 ------------------------------------------------------------------------------------------------------- MEDICINES CO COM 58468810 2,343,208 202,175 202,175 ------------------------------------------------------------------------------------------------------- MEDICIS PHARMACEUTIC CL A NEW 58469030 24,058,483 372,480 371,820 660 ------------------------------------------------------------------------------------------------------- MEDIMMUNE INC COM 58469910 206,549,783 4,456,306 4,417,976 23,120 15,210 ------------------------------------------------------------------------------------------------------- MEDQUIST INC COM 58494910 6,007,160 205,373 205,238 135 ------------------------------------------------------------------------------------------------------- MEDIS TECHNOLOGIES L COM 58500P10 452,561 61,573 61,573 ------------------------------------------------------------------------------------------------------- MEDTRONIC INC COM 58505510 1,368,652,286 26,726,270 25,692,492 840,270 193,508 ------------------------------------------------------------------------------------------------------- MELLON FINL CORP COM 58551A10 421,019,978 11,191,387 10,833,879 281,398 76,110 ------------------------------------------------------------------------------------------------------- MEMBERWORKS INC COM 58600210 1,328,806 94,847 94,847 ------------------------------------------------------------------------------------------------------- MENS WEARHOUSE INC COM 58711810 7,782,737 376,888 375,288 1,500 100 ------------------------------------------------------------------------------------------------------- MENTOR CORP MINN COM 58718810 5,559,803 194,671 194,631 40 ------------------------------------------------------------------------------------------------------- MENTOR GRAPHICS CORP COM 58720010 26,601,502 1,128,617 1,125,127 3,090 400 ------------------------------------------------------------------------------------------------------- MERCANTILE BANKSHARE COM 58740510 29,683,655 689,676 677,376 8,400 3,900 ------------------------------------------------------------------------------------------------------- MERCK & CO INC COM 58933110 3,274,954,552 55,696,506 52,154,990 1,911,929 1,629,587 ------------------------------------------------------------------------------------------------------- MERCURY COMPUTER SYS COM 58937810 8,201,797 209,711 209,271 440 ------------------------------------------------------------------------------------------------------- MERCURY GENL CORP NE COM 58940010 11,745,806 269,029 259,829 600 8,600 ------------------------------------------------------------------------------------------------------- MERCURY INTERACTIVE COM 58940510 58,816,763 1,730,923 1,700,613 24,510 5,800 ------------------------------------------------------------------------------------------------------- MEREDITH CORP COM 58943310 33,553,138 941,182 938,018 960 2,204 ------------------------------------------------------------------------------------------------------- MERIDIAN MED TECHNOL COM 58965810 937,174 35,634 7,282 28,352 ------------------------------------------------------------------------------------------------------- MERIDIAN RESOURCE CO COM 58977Q10 1,069,802 268,121 268,121 ------------------------------------------------------------------------------------------------------- MERISTAR HOSPITALITY COM 58984Y10 7,759,206 546,423 546,423 ------------------------------------------------------------------------------------------------------- MERIDIAN GOLD INC COM 58997510 731,777 70,840 70,840 ------------------------------------------------------------------------------------------------------- MERITAGE CORP COM 59001A10 1,376,943 26,841 26,841 ------------------------------------------------------------------------------------------------------- MERIX CORP COM 59004910 2,033,568 117,888 117,388 500 ------------------------------------------------------------------------------------------------------- MERRILL LYNCH & CO I COM 59018810 5,315,812,563 101,991,799 18,121,591 83,848,948 21,260 ------------------------------------------------------------------------------------------------------- Page Total 12,473,385,628 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- MAVERICK TUBE CORP 280,996 100 21,300 -------------------------------------------------------- MAXIMUS INC 107,234 8,500 -------------------------------------------------------- MAYTAG CORP 1,527,573 2,806,425 236,026 -------------------------------------------------------- MCAFEE COM CORP 59,513 -------------------------------------------------------- MCCLATCHY CO 161,765 1,500 14,000 -------------------------------------------------------- MCCORMICK & CO INC 725,141 4,200 44,700 -------------------------------------------------------- MCDATA CORP 685,574 4,302 26,896 -------------------------------------------------------- MCDERMOTT INTL INC 1,215,151 10,200 64,610 -------------------------------------------------------- MCDONALDS CORP 26,164,905 713,861 3,648,871 -------------------------------------------------------- MCGRATH RENTCORP 64,665 5,400 -------------------------------------------------------- MCGRAW HILL COS INC 3,900,277 237,207 574,225 -------------------------------------------------------- MCKESSON CORP 5,314,974 127,786 819,325 -------------------------------------------------------- MCLEODUSA INC 3,214,757 37,022 337,185 -------------------------------------------------------- MCMORAN EXPLORATION 115,998 10,000 -------------------------------------------------------- MEAD CORP 1,913,673 23,023 264,312 -------------------------------------------------------- MEASUREMENT SPECIALT 83,187 1,300 -------------------------------------------------------- MECHANICAL TECHNOLOG 179,747 4,400 -------------------------------------------------------- MEDAREX INC 398,697 7,000 44,000 -------------------------------------------------------- MED-DESIGN CORP 58,528 4,500 -------------------------------------------------------- MEDALLION FINL CORP 124,684 2,200 -------------------------------------------------------- MEDFORD BANCORP INC 52,065 1,200 -------------------------------------------------------- MEDIA GEN INC 187,190 100 14,500 -------------------------------------------------------- MEDIACOM COMMUNICATI 230,383 14,400 -------------------------------------------------------- MEDICINES CO 189,975 12,200 -------------------------------------------------------- MEDICIS PHARMACEUTIC 342,080 2,700 27,700 -------------------------------------------------------- MEDIMMUNE INC 3,697,153 185,314 573,839 -------------------------------------------------------- MEDQUIST INC 196,573 8,800 -------------------------------------------------------- MEDIS TECHNOLOGIES L 59,973 1,600 -------------------------------------------------------- MEDTRONIC INC 22,083,144 1,072,609 3,570,517 -------------------------------------------------------- MELLON FINL CORP 9,503,696 399,390 1,288,301 -------------------------------------------------------- MEMBERWORKS INC 87,947 6,900 -------------------------------------------------------- MENS WEARHOUSE INC 343,888 100 32,900 -------------------------------------------------------- MENTOR CORP MINN 179,671 15,000 -------------------------------------------------------- MENTOR GRAPHICS CORP 1,081,117 6,000 41,500 -------------------------------------------------------- MERCANTILE BANKSHARE 634,406 7,900 47,370 -------------------------------------------------------- MERCK & CO INC 45,840,666 3,274,673 6,581,167 -------------------------------------------------------- MERCURY COMPUTER SYS 197,601 12,110 -------------------------------------------------------- MERCURY GENL CORP NE 241,729 10,200 17,100 -------------------------------------------------------- MERCURY INTERACTIVE 1,484,586 61,835 184,502 -------------------------------------------------------- MEREDITH CORP 840,886 13,703 86,593 -------------------------------------------------------- MERIDIAN MED TECHNOL 35,634 -------------------------------------------------------- MERIDIAN RESOURCE CO 256,921 11,200 -------------------------------------------------------- MERISTAR HOSPITALITY 523,123 23,300 -------------------------------------------------------- MERIDIAN GOLD INC 70,840 -------------------------------------------------------- MERITAGE CORP 26,041 800 -------------------------------------------------------- MERIX CORP 105,938 11,950 -------------------------------------------------------- MERRILL LYNCH & CO I 15,566,323 84,016,179 2,409,297 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 40 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- MESA AIR GROUP INC COM 59047910 1,931,842 256,894 256,894 ------------------------------------------------------------------------------------------------------- MESABA HLDGS INC COM 59066B10 734,342 103,138 103,138 ------------------------------------------------------------------------------------------------------- MESTEK INC COM 59082910 886,638 37,490 28,490 9,000 ------------------------------------------------------------------------------------------------------- METASOLV INC COM 59139P10 6,184,019 786,871 786,771 100 ------------------------------------------------------------------------------------------------------- METAWAVE COMMUNICATI COM 59140910 1,055,414 338,274 338,274 ------------------------------------------------------------------------------------------------------- METHODE ELECTRS INC CL A 59152020 3,035,280 379,410 377,610 1,800 ------------------------------------------------------------------------------------------------------- METLIFE INC COM 59156R10 417,272,581 13,171,483 13,145,700 24,100 1,683 ------------------------------------------------------------------------------------------------------- METRIS COS INC COM 59159810 21,428,333 833,463 832,454 909 100 ------------------------------------------------------------------------------------------------------- METRO GOLDWYN MAYER COM 59161010 9,329,991 426,027 415,887 40 10,100 ------------------------------------------------------------------------------------------------------- METRO ONE TELECOMMUN COM 59163F10 7,284,714 240,817 240,217 600 ------------------------------------------------------------------------------------------------------- METROMEDIA FIBER NET CL A 59168910 1,564,923 3,556,645 3,520,085 36,300 260 ------------------------------------------------------------------------------------------------------- METROMEDIA INTL GROU COM 59169510 555,885 686,279 686,279 ------------------------------------------------------------------------------------------------------- METTLER TOLEDO INTER COM 59268810 15,020,063 289,683 288,123 1,460 100 ------------------------------------------------------------------------------------------------------- MICHAELS STORES INC COM 59408710 19,233,771 583,726 582,906 820 ------------------------------------------------------------------------------------------------------- MICREL INC COM 59479310 23,741,061 905,111 901,801 3,010 300 ------------------------------------------------------------------------------------------------------- MICRO GENERAL CORP COM NEW 59483830 1,034,858 75,482 75,482 ------------------------------------------------------------------------------------------------------- MICROS SYS INC COM 59490110 5,364,045 213,707 213,667 40 ------------------------------------------------------------------------------------------------------- MICROSOFT CORP COM 59491810 7,960,942,247 120,165,166 117,274,606 2,068,808 821,752 ------------------------------------------------------------------------------------------------------- MICROVISION INC WASH COM 59496010 1,307,217 91,799 91,799 ------------------------------------------------------------------------------------------------------- MICROSTRATEGY INC CL A 59497210 983,236 255,386 254,686 700 ------------------------------------------------------------------------------------------------------- MICROCHIP TECHNOLOGY COM 59501710 60,607,180 1,564,460 1,552,363 11,697 400 ------------------------------------------------------------------------------------------------------- MICROFINANCIAL INC COM 59507210 648,691 63,287 63,287 ------------------------------------------------------------------------------------------------------- MICROMUSE INC COM 59509410 9,350,985 623,399 613,989 2,950 6,460 ------------------------------------------------------------------------------------------------------- MICRON TECHNOLOGY IN COM 59511210 391,924,878 12,642,738 12,612,898 27,660 2,180 ------------------------------------------------------------------------------------------------------- MICROSEMI CORP COM 59513710 11,622,025 391,314 391,314 ------------------------------------------------------------------------------------------------------- MICROTUNE INC DEL COM 59514P10 5,618,740 239,503 239,503 ------------------------------------------------------------------------------------------------------- MID-AMER APT CMNTYS COM 59522J10 5,098,886 193,874 193,874 ------------------------------------------------------------------------------------------------------- MID ATLANTIC MED SVC COM 59523C10 20,854,353 918,694 918,674 20 ------------------------------------------------------------------------------------------------------- MID-ATLANTIC RLTY TR SH BEN INT 59523210 2,354,223 151,397 151,397 ------------------------------------------------------------------------------------------------------- MID-STATE BANCSHARES COM 59544010 3,520,940 216,274 216,274 ------------------------------------------------------------------------------------------------------- MIDAS GROUP INC COM 59562610 1,796,932 156,255 152,115 4,140 ------------------------------------------------------------------------------------------------------- MID AMER BANCORP COM 59591510 2,840,476 85,815 85,815 ------------------------------------------------------------------------------------------------------- MIDDLESEX WATER CO COM 59668010 1,344,724 39,644 39,644 ------------------------------------------------------------------------------------------------------- MIDLAND CO COM 59748610 1,692,782 38,648 38,648 ------------------------------------------------------------------------------------------------------- MIDWEST EXPRESS HLDG COM 59791110 2,305,456 157,908 157,608 300 ------------------------------------------------------------------------------------------------------- MIDWAY GAMES INC COM 59814810 4,067,830 271,008 268,013 2,995 ------------------------------------------------------------------------------------------------------- MIDWEST BANC HOLDING COM 59825110 1,057,591 49,769 49,769 ------------------------------------------------------------------------------------------------------- MILACRON INC COM 59870910 2,911,632 184,164 183,892 260 12 ------------------------------------------------------------------------------------------------------- MILLENNIUM PHARMACEU COM 59990210 67,601,251 2,758,109 2,749,399 8,150 560 ------------------------------------------------------------------------------------------------------- MILLENNIUM CHEMICALS COM 59990310 7,619,346 604,710 604,610 100 ------------------------------------------------------------------------------------------------------- MILLENNIUM CELL INC COM 60038B10 752,583 144,173 144,173 ------------------------------------------------------------------------------------------------------- MILLER HERMAN INC COM 60054410 19,198,954 811,452 809,182 1,970 300 ------------------------------------------------------------------------------------------------------- MILLIPORE CORP COM 60107310 61,130,059 1,007,085 1,004,370 2,115 600 ------------------------------------------------------------------------------------------------------- MILLS CORP COM 60114810 7,333,503 276,945 276,845 100 ------------------------------------------------------------------------------------------------------- MINE SAFETY APPLIANC COM 60272010 3,484,538 86,788 86,788 ------------------------------------------------------------------------------------------------------- MINERALS TECHNOLOGIE COM 60315810 42,218,434 905,198 905,198 ------------------------------------------------------------------------------------------------------- MINNESOTA MNG & MFG COM 60405910 3,505,298,270 29,653,145 29,013,406 346,962 292,777 ------------------------------------------------------------------------------------------------------- Page Total 12,743,145,722 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- MESA AIR GROUP INC 236,794 20,100 -------------------------------------------------------- MESABA HLDGS INC 95,738 7,400 -------------------------------------------------------- MESTEK INC 28,490 9,000 -------------------------------------------------------- METASOLV INC 770,471 100 16,300 -------------------------------------------------------- METAWAVE COMMUNICATI 338,274 -------------------------------------------------------- METHODE ELECTRS INC 356,910 22,500 -------------------------------------------------------- METLIFE INC 11,606,327 216,224 1,348,932 -------------------------------------------------------- METRIS COS INC 812,463 200 20,800 -------------------------------------------------------- METRO GOLDWYN MAYER 393,227 10,300 22,500 -------------------------------------------------------- METRO ONE TELECOMMUN 229,567 11,250 -------------------------------------------------------- METROMEDIA FIBER NET 3,254,085 30,560 272,000 -------------------------------------------------------- METROMEDIA INTL GROU 632,779 53,500 -------------------------------------------------------- METTLER TOLEDO INTER 267,083 2,800 19,800 -------------------------------------------------------- MICHAELS STORES INC 539,926 43,800 -------------------------------------------------------- MICREL INC 856,411 5,800 42,900 -------------------------------------------------------- MICRO GENERAL CORP 75,482 -------------------------------------------------------- MICROS SYS INC 201,107 12,600 -------------------------------------------------------- MICROSOFT CORP 101,095,155 4,511,060 14,558,951 -------------------------------------------------------- MICROVISION INC WASH 83,499 8,300 -------------------------------------------------------- MICROSTRATEGY INC 237,286 18,100 -------------------------------------------------------- MICROCHIP TECHNOLOGY 1,471,510 7,900 85,050 -------------------------------------------------------- MICROFINANCIAL INC 63,287 -------------------------------------------------------- MICROMUSE INC 567,439 12,960 43,000 -------------------------------------------------------- MICRON TECHNOLOGY IN 10,826,700 169,115 1,646,923 -------------------------------------------------------- MICROSEMI CORP 376,314 15,000 -------------------------------------------------------- MICROTUNE INC DEL 225,403 14,100 -------------------------------------------------------- MID-AMER APT CMNTYS 185,074 8,800 -------------------------------------------------------- MID ATLANTIC MED SVC 890,294 28,400 -------------------------------------------------------- MID-ATLANTIC RLTY TR 146,897 4,500 -------------------------------------------------------- MID-STATE BANCSHARES 200,074 16,200 -------------------------------------------------------- MIDAS GROUP INC 146,655 9,600 -------------------------------------------------------- MID AMER BANCORP 80,315 5,500 -------------------------------------------------------- MIDDLESEX WATER CO 38,644 1,000 -------------------------------------------------------- MIDLAND CO 36,348 2,300 -------------------------------------------------------- MIDWEST EXPRESS HLDG 147,308 10,600 -------------------------------------------------------- MIDWAY GAMES INC 251,808 19,200 -------------------------------------------------------- MIDWEST BANC HOLDING 48,569 1,200 -------------------------------------------------------- MILACRON INC 164,552 12 19,600 -------------------------------------------------------- MILLENNIUM PHARMACEU 2,466,743 13,360 278,006 -------------------------------------------------------- MILLENNIUM CHEMICALS 563,710 41,000 -------------------------------------------------------- MILLENNIUM CELL INC 141,473 2,700 -------------------------------------------------------- MILLER HERMAN INC 731,552 7,200 72,700 -------------------------------------------------------- MILLIPORE CORP 864,079 43,706 99,300 -------------------------------------------------------- MILLS CORP 265,245 11,700 -------------------------------------------------------- MINE SAFETY APPLIANC 81,588 5,200 -------------------------------------------------------- MINERALS TECHNOLOGIE 271,475 614,223 19,500 -------------------------------------------------------- MINNESOTA MNG & MFG 9,545,326 18,952,533 1,155,286 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 41 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- MIPS TECHNOLOGIES IN CL A 60456710 3,012,068 348,619 348,499 20 100 ------------------------------------------------------------------------------------------------------- MIPS TECHNOLOGIES IN CL B 60456720 1,312,255 164,443 164,381 62 ------------------------------------------------------------------------------------------------------- MIRANT CORP COM 60467510 132,195,197 8,251,885 8,172,105 53,648 26,132 ------------------------------------------------------------------------------------------------------- MIRAVANT MED TECHNOL COM 60469010 1,142,100 118,845 118,845 ------------------------------------------------------------------------------------------------------- MISSION WEST PPTYS I COM 60520310 1,652,213 129,891 129,891 ------------------------------------------------------------------------------------------------------- MISSISSIPPI VY BANCS COM 60572010 2,121,268 54,114 54,114 ------------------------------------------------------------------------------------------------------- MITCHELL ENERGY & DE CL A 60659220 9,412,886 176,602 176,462 140 ------------------------------------------------------------------------------------------------------- MITSUBISHI TOKYO FIN SPONSORED 60681610 12,701,690 1,963,167 497,302 1,465,865 ------------------------------------------------------------------------------------------------------- MOBILE MINI INC COM 60740F10 4,462,340 114,068 114,068 ------------------------------------------------------------------------------------------------------- MOBILE TELESYSTEMS O SPONSORED 60740910 843,430 23,652 23,652 ------------------------------------------------------------------------------------------------------- MOCON INC COM 60749410 792,120 82,000 82,000 ------------------------------------------------------------------------------------------------------- MODINE MFG CO COM 60782810 8,747,163 374,932 374,612 220 100 ------------------------------------------------------------------------------------------------------- MOHAWK INDS INC COM 60819010 35,363,080 644,371 643,571 600 200 ------------------------------------------------------------------------------------------------------- MOLDFLOW CORP COM 60850710 924,069 64,530 57,230 7,300 ------------------------------------------------------------------------------------------------------- MOLECULAR DEVICES CO COM 60851C10 2,840,573 136,108 136,108 ------------------------------------------------------------------------------------------------------- MOLEX INC COM 60855410 115,550,587 3,733,460 3,724,138 8,146 1,176 ------------------------------------------------------------------------------------------------------- MOLEX INC CL A 60855420 909,989 33,641 26,322 5,569 1,750 ------------------------------------------------------------------------------------------------------- MONACO COACH CORP COM 60886R10 5,055,819 231,176 231,166 10 ------------------------------------------------------------------------------------------------------- MONDAVI ROBERT CORP CL A 60920010 2,944,354 77,483 77,483 ------------------------------------------------------------------------------------------------------- MONOLITHIC SYS TECHN COM 60984210 335,780 16,300 16,300 ------------------------------------------------------------------------------------------------------- MONSANTO CO NEW COM 61166W10 9,793,009 289,734 289,734 ------------------------------------------------------------------------------------------------------- MONTANA POWER CO COM 61208510 14,392,037 2,502,963 1,291,439 1,211,524 ------------------------------------------------------------------------------------------------------- MONY GROUP INC COM 61533710 16,166,418 467,643 465,710 1,933 ------------------------------------------------------------------------------------------------------- MOODYS CORP COM 61536910 132,995,799 3,336,573 3,323,769 8,568 4,236 ------------------------------------------------------------------------------------------------------- MOOG INC CL A 61539420 4,116,755 188,842 188,842 ------------------------------------------------------------------------------------------------------- MORGAN STANLEY DEAN COM NEW 61744644 5,692,046,653 101,752,711 23,444,065 78,230,007 78,639 ------------------------------------------------------------------------------------------------------- MOTOROLA INC COM 62007610 749,824,204 49,921,718 47,746,466 1,525,452 649,800 ------------------------------------------------------------------------------------------------------- MOVADO GROUP INC COM 62458010 1,815,916 94,579 94,579 ------------------------------------------------------------------------------------------------------- MOVIE GALLERY INC COM 62458110 2,119,417 87,004 87,004 ------------------------------------------------------------------------------------------------------- MUELLER INDS INC COM 62475610 15,349,929 461,652 461,252 300 100 ------------------------------------------------------------------------------------------------------- MULTEX COM INC COM 62536710 994,756 221,057 220,857 200 ------------------------------------------------------------------------------------------------------- MULTILINK TECHNOLOGY CL A 62544T10 289,008 44,600 44,600 ------------------------------------------------------------------------------------------------------- MULTIMEDIA GAMES INC COM 62545310 512,865 13,500 13,500 ------------------------------------------------------------------------------------------------------- MURPHY OIL CORP COM 62671710 34,352,694 408,766 388,813 7,850 12,103 ------------------------------------------------------------------------------------------------------- MYERS INDS INC COM 62846410 3,675,016 269,232 269,232 ------------------------------------------------------------------------------------------------------- MYKROLIS CORP COM 62852P10 377,600 23,600 23,600 ------------------------------------------------------------------------------------------------------- MYLAN LABS INC COM 62853010 66,734,212 1,779,579 1,773,139 5,590 850 ------------------------------------------------------------------------------------------------------- MYRIAD GENETICS INC COM 62855J10 7,950,798 151,041 150,441 600 ------------------------------------------------------------------------------------------------------- NABI INC COM 62871610 3,537,716 342,802 342,802 ------------------------------------------------------------------------------------------------------- NBC CAP CORP COM 62872910 1,271,946 41,418 41,418 ------------------------------------------------------------------------------------------------------- NBT BANCORP INC COM 62877810 3,523,779 243,187 243,187 ------------------------------------------------------------------------------------------------------- NBTY INC COM 62878210 11,905,358 1,017,552 1,017,552 ------------------------------------------------------------------------------------------------------- NCH CORP COM 62885010 1,373,996 26,347 26,307 40 ------------------------------------------------------------------------------------------------------- NCI BUILDING SYS INC COM 62885210 4,307,702 243,373 243,273 100 ------------------------------------------------------------------------------------------------------- NCO GROUP INC COM 62885810 6,243,204 272,629 272,409 220 ------------------------------------------------------------------------------------------------------- NCR CORP NEW COM 62886E10 68,973,095 1,871,218 1,864,561 6,300 357 ------------------------------------------------------------------------------------------------------- NS GROUP INC COM 62891610 1,173,963 156,947 156,947 ------------------------------------------------------------------------------------------------------- Page Total 7,198,136,826 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- MIPS TECHNOLOGIES IN 324,319 100 24,200 -------------------------------------------------------- MIPS TECHNOLOGIES IN 164,443 -------------------------------------------------------- MIRANT CORP 7,180,763 135,313 935,809 -------------------------------------------------------- MIRAVANT MED TECHNOL 116,145 2,700 -------------------------------------------------------- MISSION WEST PPTYS I 120,391 9,500 -------------------------------------------------------- MISSISSIPPI VY BANCS 50,114 4,000 -------------------------------------------------------- MITCHELL ENERGY & DE 146,202 1,900 28,500 -------------------------------------------------------- MITSUBISHI TOKYO FIN 1,929,417 33,750 -------------------------------------------------------- MOBILE MINI INC 107,268 6,800 -------------------------------------------------------- MOBILE TELESYSTEMS O 14,315 5,690 3,647 -------------------------------------------------------- MOCON INC 82,000 -------------------------------------------------------- MODINE MFG CO 349,386 100 25,446 -------------------------------------------------------- MOHAWK INDS INC 598,771 8,400 37,200 -------------------------------------------------------- MOLDFLOW CORP 64,530 -------------------------------------------------------- MOLECULAR DEVICES CO 125,908 10,200 -------------------------------------------------------- MOLEX INC 3,312,662 55,972 364,826 -------------------------------------------------------- MOLEX INC 12,844 1,750 19,047 -------------------------------------------------------- MONACO COACH CORP 213,476 17,700 -------------------------------------------------------- MONDAVI ROBERT CORP 71,783 5,700 -------------------------------------------------------- MONOLITHIC SYS TECHN 16,300 -------------------------------------------------------- MONSANTO CO NEW 262,834 3,300 23,600 -------------------------------------------------------- MONTANA POWER CO 1,231,037 1,206,726 65,200 -------------------------------------------------------- MONY GROUP INC 433,043 3,100 31,500 -------------------------------------------------------- MOODYS CORP 2,766,117 124,496 445,960 -------------------------------------------------------- MOOG INC 182,392 6,450 -------------------------------------------------------- MORGAN STANLEY DEAN 22,254,716 76,814,333 2,683,662 -------------------------------------------------------- MOTOROLA INC 42,896,357 1,317,628 5,707,733 -------------------------------------------------------- MOVADO GROUP INC 92,179 2,400 -------------------------------------------------------- MOVIE GALLERY INC 86,104 900 -------------------------------------------------------- MUELLER INDS INC 443,352 100 18,200 -------------------------------------------------------- MULTEX COM INC 204,357 16,700 -------------------------------------------------------- MULTILINK TECHNOLOGY 44,600 -------------------------------------------------------- MULTIMEDIA GAMES INC 13,500 -------------------------------------------------------- MURPHY OIL CORP 371,363 14,103 23,300 -------------------------------------------------------- MYERS INDS INC 257,415 11,817 -------------------------------------------------------- MYKROLIS CORP 23,600 -------------------------------------------------------- MYLAN LABS INC 1,623,517 8,450 147,612 -------------------------------------------------------- MYRIAD GENETICS INC 134,441 2,000 14,600 -------------------------------------------------------- NABI INC 320,302 22,500 -------------------------------------------------------- NBC CAP CORP 37,318 4,100 -------------------------------------------------------- NBT BANCORP INC 225,387 17,800 -------------------------------------------------------- NBTY INC 990,952 26,600 -------------------------------------------------------- NCH CORP 24,647 1,700 -------------------------------------------------------- NCI BUILDING SYS INC 230,073 13,300 -------------------------------------------------------- NCO GROUP INC 259,079 13,550 -------------------------------------------------------- NCR CORP NEW 1,685,966 31,498 153,754 -------------------------------------------------------- NS GROUP INC 146,747 10,200 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 42 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- NEC CORP ADR 62905020 1,259,643 121,470 121,470 ------------------------------------------------------------------------------------------------------- NL INDS INC COM NEW 62915640 2,702,759 176,998 176,898 100 ------------------------------------------------------------------------------------------------------- NMS COMMUNICATIONS C COM 62924810 1,720,383 356,926 336,701 20,225 ------------------------------------------------------------------------------------------------------- NN INC COM 62933710 1,071,336 96,084 96,084 ------------------------------------------------------------------------------------------------------- NPS PHARMACEUTICALS COM 62936P10 9,535,780 248,976 248,676 300 ------------------------------------------------------------------------------------------------------- NRG ENERGY INC COM 62937710 18,328,951 1,182,513 943,446 208,767 30,300 ------------------------------------------------------------------------------------------------------- NTL INC COM 62940710 1,162,936 1,237,167 1,223,959 13,008 200 ------------------------------------------------------------------------------------------------------- NUI CORP COM 62943110 3,218,862 135,817 135,817 ------------------------------------------------------------------------------------------------------- NVR INC COM 62944T10 36,244,068 177,667 176,847 820 ------------------------------------------------------------------------------------------------------- NYMAGIC INC COM 62948410 498,194 30,963 30,963 ------------------------------------------------------------------------------------------------------- NABORS INDS INC COM 62956810 123,202,611 3,588,774 3,420,160 147,914 20,700 ------------------------------------------------------------------------------------------------------- NACCO INDS INC CL A 62957910 6,055,517 106,630 86,404 19,226 1,000 ------------------------------------------------------------------------------------------------------- NANOGEN INC COM 63007510 630,470 109,267 109,167 100 ------------------------------------------------------------------------------------------------------- NANOMETRICS INC COM 63007710 3,189,767 164,421 131,596 32,825 ------------------------------------------------------------------------------------------------------- NANOPHASE TCHNOLOGIE COM 63007910 564,032 95,761 95,761 ------------------------------------------------------------------------------------------------------- NAPRO BIOTHERAPUTICS COM 63079510 2,507,008 219,913 219,913 ------------------------------------------------------------------------------------------------------- NASH FINCH CO COM 63115810 8,755,551 281,529 281,529 ------------------------------------------------------------------------------------------------------- NATCO GROUP INC CL A 63227W20 671,776 95,968 95,968 ------------------------------------------------------------------------------------------------------- NATIONAL AUSTRALIA B SPONSORED 63252540 2,107,671 25,861 25,861 ------------------------------------------------------------------------------------------------------- NATIONAL BK GREECE S SPONSORED 63364340 247,218 52,046 52,046 ------------------------------------------------------------------------------------------------------- NATIONAL BEVERAGE CO COM 63501710 459,057 38,739 38,739 ------------------------------------------------------------------------------------------------------- NATIONAL CITY CORP COM 63540510 407,495,248 13,936,226 13,563,584 46,038 326,604 ------------------------------------------------------------------------------------------------------- NATIONAL COMMERCE FI COM 63545P10 56,706,914 2,241,380 2,218,725 21,865 790 ------------------------------------------------------------------------------------------------------- NATIONAL HEALTHCARE COM 63590610 936,140 60,907 60,907 ------------------------------------------------------------------------------------------------------- NATIONAL FUEL GAS CO COM 63618010 24,596,062 995,792 984,292 11,500 ------------------------------------------------------------------------------------------------------- NATIONAL GOLF PPTYS COM 63623G10 1,741,544 196,341 196,341 ------------------------------------------------------------------------------------------------------- NATIONAL GRID GROUP SPONSORED 63627410 420,198 13,665 13,665 ------------------------------------------------------------------------------------------------------- NATIONAL HEALTH INVS COM 63633D10 4,801,401 324,419 324,419 ------------------------------------------------------------------------------------------------------- NATIONAL INSTRS CORP COM 63651810 15,537,021 414,763 414,343 320 100 ------------------------------------------------------------------------------------------------------- NATIONAL-OILWELL INC COM 63707110 16,067,947 779,619 739,883 32,286 7,450 ------------------------------------------------------------------------------------------------------- NATIONAL PENN BANCSH COM 63713810 3,802,656 172,848 172,848 ------------------------------------------------------------------------------------------------------- NATIONAL PRESTO INDS COM 63721510 1,514,844 54,589 54,489 100 ------------------------------------------------------------------------------------------------------- NATIONAL PROCESSING COM 63722910 3,040,440 93,552 93,552 ------------------------------------------------------------------------------------------------------- NATIONAL SEMICONDUCT COM 63764010 112,323,428 3,648,049 3,636,259 10,670 1,120 ------------------------------------------------------------------------------------------------------- NATIONAL SVC INDS IN COM 63765710 1,234,323 611,051 610,606 445 ------------------------------------------------------------------------------------------------------- NATIONAL WESTN LIFE CL A 63852210 2,825,036 25,405 25,405 ------------------------------------------------------------------------------------------------------- NATIONWIDE FINL SVCS CL A 63861210 10,616,496 256,066 255,506 460 100 ------------------------------------------------------------------------------------------------------- NATIONWIDE HEALTH PP COM 63862010 9,010,056 482,079 482,079 ------------------------------------------------------------------------------------------------------- NATURES SUNSHINE PRO COM 63902710 2,393,292 203,858 203,858 ------------------------------------------------------------------------------------------------------- NAUTICA ENTERPRISES COM 63908910 3,212,579 251,179 251,079 100 ------------------------------------------------------------------------------------------------------- NAVISTAR INTL CORP N COM 63934E10 51,905,567 1,314,065 1,313,460 505 100 ------------------------------------------------------------------------------------------------------- NAVIGANT CONSULTING COM 63935N10 1,955,673 355,577 354,277 1,300 ------------------------------------------------------------------------------------------------------- NAVIGANT INTL INC COM 63935R10 1,444,703 126,175 126,175 ------------------------------------------------------------------------------------------------------- NDCHEALTH CORP COM 63948010 17,701,657 512,349 511,249 1,100 ------------------------------------------------------------------------------------------------------- NEIMAN MARCUS GROUP CL A 64020420 15,577,876 501,380 498,818 2,262 300 ------------------------------------------------------------------------------------------------------- NEOFORMA COM INC COM NEW 64047550 844,737 28,979 28,979 ------------------------------------------------------------------------------------------------------- NEOSE TECHNOLOGIES I COM 64052210 3,848,432 105,091 104,991 100 ------------------------------------------------------------------------------------------------------- Page Total 995,687,860 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- NEC CORP 121,470 -------------------------------------------------------- NL INDS INC 170,998 6,000 -------------------------------------------------------- NMS COMMUNICATIONS C 334,126 22,800 -------------------------------------------------------- NN INC 96,084 -------------------------------------------------------- NPS PHARMACEUTICALS 231,876 17,100 -------------------------------------------------------- NRG ENERGY INC 1,105,713 32,400 44,400 -------------------------------------------------------- NTL INC 1,115,499 15,000 106,668 -------------------------------------------------------- NUI CORP 126,717 9,100 -------------------------------------------------------- NVR INC 173,567 4,100 -------------------------------------------------------- NYMAGIC INC 30,963 -------------------------------------------------------- NABORS INDS INC 3,225,521 62,431 300,822 -------------------------------------------------------- NACCO INDS INC 101,630 1,000 4,000 -------------------------------------------------------- NANOGEN INC 106,467 2,800 -------------------------------------------------------- NANOMETRICS INC 159,921 4,500 -------------------------------------------------------- NANOPHASE TCHNOLOGIE 95,761 -------------------------------------------------------- NAPRO BIOTHERAPUTICS 205,313 14,600 -------------------------------------------------------- NASH FINCH CO 274,829 6,700 -------------------------------------------------------- NATCO GROUP INC 95,968 -------------------------------------------------------- NATIONAL AUSTRALIA B 25,861 -------------------------------------------------------- NATIONAL BK GREECE S 52,046 -------------------------------------------------------- NATIONAL BEVERAGE CO 38,739 -------------------------------------------------------- NATIONAL CITY CORP 11,718,616 508,501 1,709,109 -------------------------------------------------------- NATIONAL COMMERCE FI 2,000,165 12,890 228,325 -------------------------------------------------------- NATIONAL HEALTHCARE 60,907 -------------------------------------------------------- NATIONAL FUEL GAS CO 916,840 4,300 74,652 -------------------------------------------------------- NATIONAL GOLF PPTYS 190,141 6,200 -------------------------------------------------------- NATIONAL GRID GROUP 13,665 -------------------------------------------------------- NATIONAL HEALTH INVS 309,019 15,400 -------------------------------------------------------- NATIONAL INSTRS CORP 394,463 2,800 17,500 -------------------------------------------------------- NATIONAL-OILWELL INC 715,533 11,850 52,236 -------------------------------------------------------- NATIONAL PENN BANCSH 159,330 13,518 -------------------------------------------------------- NATIONAL PRESTO INDS 51,889 2,700 -------------------------------------------------------- NATIONAL PROCESSING 89,652 3,900 -------------------------------------------------------- NATIONAL SEMICONDUCT 3,206,426 49,628 391,995 -------------------------------------------------------- NATIONAL SVC INDS IN 584,632 26,419 -------------------------------------------------------- NATIONAL WESTN LIFE 24,505 900 -------------------------------------------------------- NATIONWIDE FINL SVCS 238,466 2,500 15,100 -------------------------------------------------------- NATIONWIDE HEALTH PP 451,579 30,500 -------------------------------------------------------- NATURES SUNSHINE PRO 191,758 12,100 -------------------------------------------------------- NAUTICA ENTERPRISES 235,779 15,400 -------------------------------------------------------- NAVISTAR INTL CORP N 1,163,448 15,062 135,555 -------------------------------------------------------- NAVIGANT CONSULTING 332,677 22,900 -------------------------------------------------------- NAVIGANT INTL INC 118,875 7,300 -------------------------------------------------------- NDCHEALTH CORP 490,949 21,400 -------------------------------------------------------- NEIMAN MARCUS GROUP 474,980 3,400 23,000 -------------------------------------------------------- NEOFORMA COM INC 28,979 -------------------------------------------------------- NEOSE TECHNOLOGIES I 97,191 100 7,800 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 43 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- NEOPHARM INC COM 64091910 2,579,949 102,992 102,992 ------------------------------------------------------------------------------------------------------- NETBANK INC COM 64093310 2,618,920 249,897 249,897 ------------------------------------------------------------------------------------------------------- NETWORKS ASSOCS INC COM 64093810 40,812,316 1,578,813 1,573,473 4,840 500 ------------------------------------------------------------------------------------------------------- NET2PHONE COM 64108N10 1,023,171 151,581 151,581 ------------------------------------------------------------------------------------------------------- NETEGRITY INC COM 64110P10 5,124,766 264,709 264,489 200 20 ------------------------------------------------------------------------------------------------------- NETRO CORP COM 64114R10 1,272,873 346,832 344,312 2,520 ------------------------------------------------------------------------------------------------------- NETIQ CORP COM 64115P10 13,525,489 383,593 382,443 1,050 100 ------------------------------------------------------------------------------------------------------- NETSCOUT SYS INC COM 64115T10 1,339,408 169,331 169,331 ------------------------------------------------------------------------------------------------------- NETRATINGS INC COM 64116M10 1,467,679 93,602 93,602 ------------------------------------------------------------------------------------------------------- NETWORK APPLIANCE IN COM 64120L10 145,716,966 6,662,870 6,644,070 17,960 840 ------------------------------------------------------------------------------------------------------- NETWORK PLUS CORP COM 64122D50 1,319,910 1,137,854 845,744 224,080 68,030 ------------------------------------------------------------------------------------------------------- NEUBERGER BERMAN INC COM 64123410 28,798,312 655,998 654,668 1,180 150 ------------------------------------------------------------------------------------------------------- NEUROGEN CORP COM 64124E10 2,004,099 114,651 114,651 ------------------------------------------------------------------------------------------------------- NEUROCRINE BIOSCIENC COM 64125C10 10,836,723 211,201 210,881 320 ------------------------------------------------------------------------------------------------------- NEW CENTURY FINANCIA COM 64352D10 1,585,959 117,218 117,218 ------------------------------------------------------------------------------------------------------- NEW ENGLAND BUSINESS COM 64387210 2,130,226 111,239 111,239 ------------------------------------------------------------------------------------------------------- NEW FOCUS INC COM 64438310 1,735,668 455,556 454,256 1,300 ------------------------------------------------------------------------------------------------------- NEW HORIZONS WORLDWI COM 64552610 616,319 53,593 53,593 ------------------------------------------------------------------------------------------------------- NEW JERSEY RES COM 64602510 7,888,935 168,567 167,367 200 1,000 ------------------------------------------------------------------------------------------------------- NEW PLAN EXCEL RLTY COM 64805310 22,491,687 1,180,666 1,179,676 990 ------------------------------------------------------------------------------------------------------- NEW YORK CMNTY BANCO COM 64944510 24,790,233 1,083,963 1,083,963 ------------------------------------------------------------------------------------------------------- NEW YORK TIMES CO CL A 65011110 155,909,676 3,604,848 3,565,735 38,893 220 ------------------------------------------------------------------------------------------------------- NEWELL RUBBERMAID IN COM 65122910 171,470,953 6,219,476 6,181,823 35,753 1,900 ------------------------------------------------------------------------------------------------------- NEWFIELD EXPL CO COM 65129010 12,509,711 352,287 345,317 4,375 2,595 ------------------------------------------------------------------------------------------------------- NEWHALL LAND & FARMI DEPOSITARY 65142610 488,400 16,500 16,500 ------------------------------------------------------------------------------------------------------- NEWMARK HOMES CORP COM 65157810 408,493 28,289 28,289 ------------------------------------------------------------------------------------------------------- NEWMONT MINING CORP COM 65163910 79,336,712 4,151,581 4,142,898 8,187 496 ------------------------------------------------------------------------------------------------------- NEWPARK RES INC COM PAR $. 65171850 4,740,845 600,107 599,157 950 ------------------------------------------------------------------------------------------------------- NEWPORT CORP COM 65182410 8,003,475 415,118 414,698 400 20 ------------------------------------------------------------------------------------------------------- NEWPORT NEWS SHIPBUI COM 65222810 7,610,640 106,816 104,485 2,331 ------------------------------------------------------------------------------------------------------- NEWPOWER HLDGS INC COM 65246310 277,685 375,251 375,151 100 ------------------------------------------------------------------------------------------------------- NEWS CORP LTD ADR NEW 65248770 3,529,573 110,958 110,958 ------------------------------------------------------------------------------------------------------- NEWS CORP LTD SP ADR PFD 65248780 1,157,836 43,758 42,876 882 ------------------------------------------------------------------------------------------------------- NEXTEL COMMUNICATION CL A 65332V10 166,165,382 15,161,075 15,042,940 72,250 45,885 ------------------------------------------------------------------------------------------------------- NEXTEL PARTNERS INC CL A 65333F10 6,753,708 562,809 562,099 710 ------------------------------------------------------------------------------------------------------- NEXT LEVEL COMM INC COM 65333U10 687,272 205,156 203,456 1,700 ------------------------------------------------------------------------------------------------------- NIAGARA MOHAWK HLDGS COM 65352010 54,869,137 3,094,706 3,082,846 11,540 320 ------------------------------------------------------------------------------------------------------- NICOR INC COM 65408610 39,873,506 957,577 954,807 2,770 ------------------------------------------------------------------------------------------------------- NIKE INC CL B 65410610 262,741,300 4,671,787 4,660,704 3,983 7,100 ------------------------------------------------------------------------------------------------------- 99 CENTS ONLY STORES COM 65440K10 19,416,082 507,610 507,610 ------------------------------------------------------------------------------------------------------- NIPPON TELEG & TEL C SPONSORED 65462410 366,184 22,604 18,200 4,404 ------------------------------------------------------------------------------------------------------- NISOURCE INC COM 65473P10 99,322,717 4,307,143 4,296,239 8,472 2,432 ------------------------------------------------------------------------------------------------------- NISSAN MOTORS SPONSORED 65474440 344,392 31,712 31,712 ------------------------------------------------------------------------------------------------------- NOBLE AFFILIATES INC COM 65489410 23,968,015 679,173 653,147 7,645 18,381 ------------------------------------------------------------------------------------------------------- NOKIA CORP SPONSORED 65490220 6,823,657 278,176 276,196 1,980 ------------------------------------------------------------------------------------------------------- NOBLE DRILLING CORP COM 65504210 109,405,411 3,214,025 3,154,315 45,570 14,140 ------------------------------------------------------------------------------------------------------- NORANDA INC COM 65542210 1,027,260 109,283 109,283 ------------------------------------------------------------------------------------------------------- Page Total 1,556,887,630 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- NEOPHARM INC 95,952 7,040 -------------------------------------------------------- NETBANK INC 235,097 14,800 -------------------------------------------------------- NETWORKS ASSOCS INC 1,483,713 8,900 86,200 -------------------------------------------------------- NET2PHONE 140,681 10,900 -------------------------------------------------------- NETEGRITY INC 248,589 20 16,100 -------------------------------------------------------- NETRO CORP 323,332 23,500 -------------------------------------------------------- NETIQ CORP 358,425 100 25,068 -------------------------------------------------------- NETSCOUT SYS INC 157,931 11,400 -------------------------------------------------------- NETRATINGS INC 93,602 -------------------------------------------------------- NETWORK APPLIANCE IN 5,668,307 225,030 769,533 -------------------------------------------------------- NETWORK PLUS CORP 1,069,824 68,030 -------------------------------------------------------- NEUBERGER BERMAN INC 617,812 3,250 34,936 -------------------------------------------------------- NEUROGEN CORP 104,551 10,100 -------------------------------------------------------- NEUROCRINE BIOSCIENC 197,801 13,400 -------------------------------------------------------- NEW CENTURY FINANCIA 117,218 -------------------------------------------------------- NEW ENGLAND BUSINESS 99,839 11,400 -------------------------------------------------------- NEW FOCUS INC 422,956 32,600 -------------------------------------------------------- NEW HORIZONS WORLDWI 53,593 -------------------------------------------------------- NEW JERSEY RES 155,767 1,000 11,800 -------------------------------------------------------- NEW PLAN EXCEL RLTY 1,115,666 7,600 57,400 -------------------------------------------------------- NEW YORK CMNTY BANCO 1,031,988 51,975 -------------------------------------------------------- NEW YORK TIMES CO 3,029,102 111,848 463,898 -------------------------------------------------------- NEWELL RUBBERMAID IN 5,365,428 98,934 755,114 -------------------------------------------------------- NEWFIELD EXPL CO 318,992 6,695 26,600 -------------------------------------------------------- NEWHALL LAND & FARMI 16,500 -------------------------------------------------------- NEWMARK HOMES CORP 28,289 -------------------------------------------------------- NEWMONT MINING CORP 3,619,337 58,067 474,177 -------------------------------------------------------- NEWPARK RES INC 553,907 46,200 -------------------------------------------------------- NEWPORT CORP 396,598 20 18,500 -------------------------------------------------------- NEWPORT NEWS SHIPBUI 79,190 27,626 -------------------------------------------------------- NEWPOWER HLDGS INC 346,851 100 28,300 -------------------------------------------------------- NEWS CORP LTD 48,158 62,800 -------------------------------------------------------- NEWS CORP LTD 43,758 -------------------------------------------------------- NEXTEL COMMUNICATION 12,878,791 543,817 1,738,467 -------------------------------------------------------- NEXTEL PARTNERS INC 539,009 300 23,500 -------------------------------------------------------- NEXT LEVEL COMM INC 194,156 11,000 -------------------------------------------------------- NIAGARA MOHAWK HLDGS 2,752,771 45,426 296,509 -------------------------------------------------------- NICOR INC 860,368 11,721 85,488 -------------------------------------------------------- NIKE INC 4,097,893 74,949 498,945 -------------------------------------------------------- 99 CENTS ONLY STORES 490,960 16,650 -------------------------------------------------------- NIPPON TELEG & TEL C 22,604 -------------------------------------------------------- NISOURCE INC 3,676,112 63,809 567,222 -------------------------------------------------------- NISSAN MOTORS 31,712 -------------------------------------------------------- NOBLE AFFILIATES INC 602,622 21,381 55,170 -------------------------------------------------------- NOKIA CORP 278,176 -------------------------------------------------------- NOBLE DRILLING CORP 2,881,475 51,654 280,896 -------------------------------------------------------- NORANDA INC 74,017 35,266 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 44 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- NORDSON CORP COM 65566310 9,897,570 374,766 374,406 360 ------------------------------------------------------------------------------------------------------- NORDSTROM INC COM 65566410 50,541,236 2,498,331 2,490,476 3,775 4,080 ------------------------------------------------------------------------------------------------------- NORFOLK SOUTHERN COR COM 65584410 160,212,063 8,740,429 8,645,471 52,263 42,695 ------------------------------------------------------------------------------------------------------- NORSK HYDRO A S SPONSORED 65653160 810,600 19,300 19,300 ------------------------------------------------------------------------------------------------------- NORTEK INC COM 65655910 2,328,924 83,474 83,474 ------------------------------------------------------------------------------------------------------- NORTEL NETWORKS CORP COM 65656810 363,569,970 48,735,921 48,722,771 13,150 ------------------------------------------------------------------------------------------------------- NORTH AMERN SCIENTIF COM 65715D10 768,691 57,365 57,365 ------------------------------------------------------------------------------------------------------- NORTH FORK BANCORPOR COM 65942410 76,209,585 2,382,294 2,358,359 12,035 11,900 ------------------------------------------------------------------------------------------------------- NORTH PITTSBURGH SYS COM 66156210 3,772,316 203,909 203,849 60 ------------------------------------------------------------------------------------------------------- NORTHEAST UTILS COM 66439710 25,576,175 1,450,719 1,436,254 11,629 2,836 ------------------------------------------------------------------------------------------------------- NORTHERN TR CORP COM 66585910 417,376,630 6,930,864 5,157,482 1,406,814 366,568 ------------------------------------------------------------------------------------------------------- NORTHFIELD LABS INC COM 66613510 694,846 80,975 80,975 ------------------------------------------------------------------------------------------------------- NORTHROP GRUMMAN COR COM 66680710 634,709,236 6,296,094 6,291,218 4,534 342 ------------------------------------------------------------------------------------------------------- NORTHWEST AIRLS CORP CL A 66728010 28,115,010 1,790,765 385,527 1,405,238 ------------------------------------------------------------------------------------------------------- NORTHWEST BANCORP IN COM 66732810 1,562,223 136,558 136,558 ------------------------------------------------------------------------------------------------------- NORTHWEST NAT GAS CO COM 66765510 8,662,758 339,716 339,116 600 ------------------------------------------------------------------------------------------------------- NORTHWESTERN CORP COM 66807410 8,796,184 417,871 417,165 240 466 ------------------------------------------------------------------------------------------------------- NOVARTIS A G SPONSORED 66987V10 4,335,287 118,775 118,775 ------------------------------------------------------------------------------------------------------- NU HORIZONS ELECTRS COM 66990810 1,289,194 125,408 125,408 ------------------------------------------------------------------------------------------------------- NOVADIGM INC COM 66993710 1,092,782 115,151 115,151 ------------------------------------------------------------------------------------------------------- NUANCE COMMUNICATION COM 66996710 2,413,201 265,187 244,212 20,875 100 ------------------------------------------------------------------------------------------------------- NOVAVAX INC COM 67000210 1,886,622 133,803 133,803 ------------------------------------------------------------------------------------------------------- NOVELL INC COM 67000610 37,061,959 8,074,501 8,002,551 70,810 1,140 ------------------------------------------------------------------------------------------------------- NOVELLUS SYS INC COM 67000810 114,318,801 2,897,815 2,891,800 5,715 300 ------------------------------------------------------------------------------------------------------- NOVEN PHARMACEUTICAL COM 67000910 6,627,654 373,389 373,389 ------------------------------------------------------------------------------------------------------- NOVOSTE CORP COM 67010C10 1,162,271 132,983 132,983 ------------------------------------------------------------------------------------------------------- NOVO-NORDISK A S ADR 67010020 777,017 19,377 19,377 ------------------------------------------------------------------------------------------------------- NU SKIN ENTERPRISES CL A 67018T10 3,469,908 396,561 396,561 ------------------------------------------------------------------------------------------------------- NSTAR COM 67019E10 24,548,243 547,341 530,954 11,002 5,385 ------------------------------------------------------------------------------------------------------- NTELOS INC COM 67019U10 2,395,497 154,648 154,648 ------------------------------------------------------------------------------------------------------- NUCOR CORP COM 67034610 101,526,597 1,917,043 1,868,025 22,631 26,387 ------------------------------------------------------------------------------------------------------- NUEVO ENERGY CO COM 67050910 2,317,890 154,526 154,526 ------------------------------------------------------------------------------------------------------- NUMERICAL TECHNOLOGI COM 67053T10 6,228,217 176,938 176,938 ------------------------------------------------------------------------------------------------------- NVIDIA CORP COM 67066G10 177,058,543 2,646,615 2,641,505 4,130 980 ------------------------------------------------------------------------------------------------------- NYFIX INC COM 67071210 5,697,792 284,605 284,465 40 100 ------------------------------------------------------------------------------------------------------- O CHARLEYS INC COM 67082310 2,692,520 145,463 145,463 ------------------------------------------------------------------------------------------------------- OGE ENERGY CORP COM 67083710 19,882,681 861,468 850,758 8,610 2,100 ------------------------------------------------------------------------------------------------------- OM GROUP INC COM 67087210 12,576,695 190,009 183,303 3,526 3,180 ------------------------------------------------------------------------------------------------------- OSI PHARMACEUTICALS COM 67104010 9,951,423 217,565 217,045 520 ------------------------------------------------------------------------------------------------------- OTG SOFTWARE INC COM 67105910 1,429,690 142,969 142,969 ------------------------------------------------------------------------------------------------------- OAK TECHNOLOGY INC COM 67180210 6,004,611 436,699 436,599 100 ------------------------------------------------------------------------------------------------------- OAKLEY INC COM 67366210 3,497,591 215,104 214,904 200 ------------------------------------------------------------------------------------------------------- OCCIDENTAL PETE CORP COM 67459910 246,235,727 9,281,407 9,258,127 22,200 1,080 ------------------------------------------------------------------------------------------------------- OCEAN ENERGY INC DEL COM 67481E10 30,508,934 1,589,007 1,585,007 3,600 400 ------------------------------------------------------------------------------------------------------- OCEANEERING INTL INC COM 67523210 5,600,142 253,171 253,171 ------------------------------------------------------------------------------------------------------- OCEANFIRST FINL CORP COM 67523410 1,757,495 72,744 72,744 ------------------------------------------------------------------------------------------------------- OCTEL CORP COM 67572710 1,385,028 76,946 76,946 ------------------------------------------------------------------------------------------------------- Page Total 2,629,334,029 ------------------------------------------------------------------------------------------------------- --------------------------------------------------------- Voting Authority --------------------------------------------------------- Name of Sole Shared None --------------------------------------------------------- Issuer --------------------------------------------------------- --------------------------------------------------------- NORDSON CORP 349,966 24,800 --------------------------------------------------------- NORDSTROM INC 2,202,298 34,253 261,780 --------------------------------------------------------- NORFOLK SOUTHERN COR 7,487,821 158,525 1,094,083 --------------------------------------------------------- NORSK HYDRO A S 19,300 --------------------------------------------------------- NORTEK INC 77,974 5,500 --------------------------------------------------------- NORTEL NETWORKS CORP 44,611,878 741,294 3,382,749 --------------------------------------------------------- NORTH AMERN SCIENTIF 57,365 --------------------------------------------------------- NORTH FORK BANCORPOR 2,175,093 21,400 185,801 --------------------------------------------------------- NORTH PITTSBURGH SYS 193,609 10,300 --------------------------------------------------------- NORTHEAST UTILS 1,322,034 10,736 117,949 --------------------------------------------------------- NORTHERN TR CORP 5,781,775 516,274 632,815 --------------------------------------------------------- NORTHFIELD LABS INC 78,975 2,000 --------------------------------------------------------- NORTHROP GRUMMAN COR 1,948,208 4,157,591 190,295 --------------------------------------------------------- NORTHWEST AIRLS CORP 361,457 1,398,808 30,500 --------------------------------------------------------- NORTHWEST BANCORP IN 127,458 9,100 --------------------------------------------------------- NORTHWEST NAT GAS CO 315,516 24,200 --------------------------------------------------------- NORTHWESTERN CORP 394,505 466 22,900 --------------------------------------------------------- NOVARTIS A G 118,775 --------------------------------------------------------- NU HORIZONS ELECTRS 122,908 2,500 --------------------------------------------------------- NOVADIGM INC 112,551 2,600 --------------------------------------------------------- NUANCE COMMUNICATION 248,587 100 16,500 --------------------------------------------------------- NOVAVAX INC 125,003 8,800 --------------------------------------------------------- NOVELL INC 7,253,283 63,640 757,578 --------------------------------------------------------- NOVELLUS SYS INC 2,551,079 42,193 304,543 --------------------------------------------------------- NOVEN PHARMACEUTICAL 359,489 13,900 --------------------------------------------------------- NOVOSTE CORP 121,783 11,200 --------------------------------------------------------- NOVO-NORDISK A S 19,377 --------------------------------------------------------- NU SKIN ENTERPRISES 368,361 28,200 --------------------------------------------------------- NSTAR 504,156 8,285 34,900 --------------------------------------------------------- NTELOS INC 144,648 10,000 --------------------------------------------------------- NUCOR CORP 1,630,579 51,413 235,051 --------------------------------------------------------- NUEVO ENERGY CO 143,026 11,500 --------------------------------------------------------- NUMERICAL TECHNOLOGI 165,338 11,600 --------------------------------------------------------- NVIDIA CORP 2,330,837 98,080 217,698 --------------------------------------------------------- NYFIX INC 270,605 100 13,900 --------------------------------------------------------- O CHARLEYS INC 135,063 10,400 --------------------------------------------------------- OGE ENERGY CORP 780,568 8,900 72,000 --------------------------------------------------------- OM GROUP INC 169,029 5,280 15,700 --------------------------------------------------------- OSI PHARMACEUTICALS 192,065 3,100 22,400 --------------------------------------------------------- OTG SOFTWARE INC 142,969 --------------------------------------------------------- OAK TECHNOLOGY INC 408,899 27,800 --------------------------------------------------------- OAKLEY INC 199,604 15,500 --------------------------------------------------------- OCCIDENTAL PETE CORP 8,126,704 173,261 981,442 --------------------------------------------------------- OCEAN ENERGY INC DEL 1,470,007 10,000 109,000 --------------------------------------------------------- OCEANEERING INTL INC 237,871 15,300 --------------------------------------------------------- OCEANFIRST FINL CORP 65,944 6,800 --------------------------------------------------------- OCTEL CORP 70,746 6,200 --------------------------------------------------------- Page Total --------------------------------------------------------- Page 45 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- OCULAR SCIENCES INC COM 67574410 4,813,780 206,600 206,560 40 ------------------------------------------------------------------------------------------------------- OCWEN FINL CORP COM 67574610 5,699,314 672,089 626,889 2,600 42,600 ------------------------------------------------------------------------------------------------------- ODYSSEY HEALTHCARE I COM 67611V10 274,964 10,600 10,600 ------------------------------------------------------------------------------------------------------- ODYSSEY RE HLDGS COR COM 67612W10 791,190 44,700 44,700 ------------------------------------------------------------------------------------------------------- OFFICEMAX INC COM 67622M10 4,541,809 1,009,291 1,009,291 ------------------------------------------------------------------------------------------------------- OFFICE DEPOT INC COM 67622010 171,838,935 9,268,551 9,238,998 28,933 620 ------------------------------------------------------------------------------------------------------- OFFSHORE LOGISTICS I COM 67625510 5,755,643 324,079 322,759 1,320 ------------------------------------------------------------------------------------------------------- OGLEBAY NORTON CO COM 67700710 286,564 18,488 18,488 ------------------------------------------------------------------------------------------------------- OHIO CAS CORP COM 67724010 11,679,071 727,668 723,218 4,450 ------------------------------------------------------------------------------------------------------- OIL STS INTL INC COM 67802610 1,128,008 123,957 123,957 ------------------------------------------------------------------------------------------------------- OLD NATL BANCORP IND COM 68003310 10,786,926 427,205 422,270 4,935 ------------------------------------------------------------------------------------------------------- OLD REP INTL CORP COM 68022310 80,353,379 2,868,739 2,863,108 4,931 700 ------------------------------------------------------------------------------------------------------- OLD SECOND BANCORP I COM 68027710 2,153,711 54,635 54,635 ------------------------------------------------------------------------------------------------------- OLIN CORP COM PAR $1 68066520 7,663,094 474,789 474,689 100 ------------------------------------------------------------------------------------------------------- OMNICARE INC COM 68190410 21,547,149 866,043 863,543 2,100 400 ------------------------------------------------------------------------------------------------------- OMNICOM GROUP INC COM 68191910 351,478,954 3,933,732 3,913,687 17,105 2,940 ------------------------------------------------------------------------------------------------------- 1-800 CONTACTS INC COM 68197710 725,451 58,316 58,316 ------------------------------------------------------------------------------------------------------- OMEGA FINL CORP COM 68209210 2,368,651 73,675 73,675 ------------------------------------------------------------------------------------------------------- OMNOVA SOLUTIONS INC COM 68212910 2,492,791 366,587 366,487 100 ------------------------------------------------------------------------------------------------------- ON ASSIGNMENT INC COM 68215910 5,543,694 241,345 227,500 13,845 ------------------------------------------------------------------------------------------------------- ON SEMICONDUCTOR COR COM 68218910 718,751 347,223 347,023 200 ------------------------------------------------------------------------------------------------------- 1 800 FLOWERS COM CL A 68243Q10 1,278,544 81,958 81,958 ------------------------------------------------------------------------------------------------------- ONEIDA LTD COM 68250510 1,734,341 133,926 133,926 ------------------------------------------------------------------------------------------------------- ONEOK INC NEW COM 68268010 14,385,391 806,356 803,350 510 2,496 ------------------------------------------------------------------------------------------------------- ONI SYSTEMS CORP COM 68273F10 7,765,206 1,238,470 1,160,485 60,285 17,700 ------------------------------------------------------------------------------------------------------- ONYX PHARMACEUTICALS COM 68339910 781,491 152,635 152,635 ------------------------------------------------------------------------------------------------------- ONYX SOFTWARE CORP COM 68340210 1,066,217 273,389 273,369 20 ------------------------------------------------------------------------------------------------------- OPENWAVE SYS INC COM 68371810 14,047,387 1,434,871 1,430,761 3,950 160 ------------------------------------------------------------------------------------------------------- OPLINK COMMUNICATION COM 68375Q10 1,855,266 984,226 984,226 ------------------------------------------------------------------------------------------------------- OPNET TECHNOLOGIES I COM 68375710 2,827,486 196,217 167,748 28,469 ------------------------------------------------------------------------------------------------------- ORACLE CORP COM 68389X10 1,585,037,944 114,774,652 114,190,684 435,993 147,975 ------------------------------------------------------------------------------------------------------- OPTION CARE INC COM 68394810 1,319,683 67,503 67,503 ------------------------------------------------------------------------------------------------------- ORASURE TECHNOLOGIES COM 68554V10 2,971,197 244,543 244,543 ------------------------------------------------------------------------------------------------------- ORBITAL SCIENCES COR COM 68556410 1,374,782 332,877 332,877 ------------------------------------------------------------------------------------------------------- ORCHID BIOSCIENCES I COM 68571P10 1,863,900 338,891 338,891 ------------------------------------------------------------------------------------------------------- ORGANOGENESIS INC COM 68590610 1,456,156 303,366 301,466 200 1,700 ------------------------------------------------------------------------------------------------------- OREGON STL MLS INC COM 68607910 1,111,958 224,638 224,638 ------------------------------------------------------------------------------------------------------- O REILLY AUTOMOTIVE COM 68609110 13,158,594 360,806 360,786 20 ------------------------------------------------------------------------------------------------------- ORIENTAL FINL GROUP COM 68618W10 1,767,037 95,002 95,002 ------------------------------------------------------------------------------------------------------- ORION PWR HLDGS INC COM 68628610 5,880,173 225,294 224,794 500 ------------------------------------------------------------------------------------------------------- ORTHODONTIC CTRS AME COM 68750P10 7,777,408 254,997 254,977 20 ------------------------------------------------------------------------------------------------------- OSCA INC CL A 68783610 1,626,988 78,033 78,033 ------------------------------------------------------------------------------------------------------- OSHKOSH B GOSH INC CL A 68822220 3,693,907 88,076 88,076 ------------------------------------------------------------------------------------------------------- OSHKOSH TRUCK CORP COM 68823920 13,440,667 275,706 233,804 38,282 3,620 ------------------------------------------------------------------------------------------------------- OSMONICS INC COM 68835010 1,361,384 97,103 97,103 ------------------------------------------------------------------------------------------------------- OTTER TAIL CORP COM 68964810 6,544,290 224,581 222,481 100 2,000 ------------------------------------------------------------------------------------------------------- OUTBACK STEAKHOUSE I COM 68989910 33,613,018 981,402 975,362 5,840 200 ------------------------------------------------------------------------------------------------------- Page Total 2,422,382,244 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- OCULAR SCIENCES INC 196,900 9,700 -------------------------------------------------------- OCWEN FINL CORP 606,889 42,600 22,600 -------------------------------------------------------- ODYSSEY HEALTHCARE I 10,600 -------------------------------------------------------- ODYSSEY RE HLDGS COR 44,700 -------------------------------------------------------- OFFICEMAX INC 927,091 82,200 -------------------------------------------------------- OFFICE DEPOT INC 6,608,545 1,993,022 666,984 -------------------------------------------------------- OFFSHORE LOGISTICS I 313,079 11,000 -------------------------------------------------------- OGLEBAY NORTON CO 17,688 800 -------------------------------------------------------- OHIO CAS CORP 686,768 40,900 -------------------------------------------------------- OIL STS INTL INC 119,457 4,500 -------------------------------------------------------- OLD NATL BANCORP IND 384,390 3,070 39,745 -------------------------------------------------------- OLD REP INTL CORP 2,729,986 23,800 114,953 -------------------------------------------------------- OLD SECOND BANCORP I 51,035 3,600 -------------------------------------------------------- OLIN CORP 450,689 24,100 -------------------------------------------------------- OMNICARE INC 805,943 7,600 52,500 -------------------------------------------------------- OMNICOM GROUP INC 3,292,944 134,902 505,886 -------------------------------------------------------- 1-800 CONTACTS INC 54,116 4,200 -------------------------------------------------------- OMEGA FINL CORP 67,575 6,100 -------------------------------------------------------- OMNOVA SOLUTIONS INC 344,987 21,600 -------------------------------------------------------- ON ASSIGNMENT INC 226,745 14,600 -------------------------------------------------------- ON SEMICONDUCTOR COR 324,423 22,800 -------------------------------------------------------- 1 800 FLOWERS COM 81,958 -------------------------------------------------------- ONEIDA LTD 120,426 13,500 -------------------------------------------------------- ONEOK INC NEW 770,850 2,496 33,010 -------------------------------------------------------- ONI SYSTEMS CORP 1,148,460 26,300 63,710 -------------------------------------------------------- ONYX PHARMACEUTICALS 141,135 11,500 -------------------------------------------------------- ONYX SOFTWARE CORP 252,989 20,400 -------------------------------------------------------- OPENWAVE SYS INC 1,221,357 9,840 203,674 -------------------------------------------------------- OPLINK COMMUNICATION 912,326 71,900 -------------------------------------------------------- OPNET TECHNOLOGIES I 191,117 5,100 -------------------------------------------------------- ORACLE CORP 97,811,661 3,934,159 13,028,832 -------------------------------------------------------- OPTION CARE INC 67,503 -------------------------------------------------------- ORASURE TECHNOLOGIES 228,643 15,900 -------------------------------------------------------- ORBITAL SCIENCES COR 305,177 27,700 -------------------------------------------------------- ORCHID BIOSCIENCES I 318,091 20,800 -------------------------------------------------------- ORGANOGENESIS INC 277,866 1,700 23,800 -------------------------------------------------------- OREGON STL MLS INC 208,638 16,000 -------------------------------------------------------- O REILLY AUTOMOTIVE 336,206 24,600 -------------------------------------------------------- ORIENTAL FINL GROUP 87,802 7,200 -------------------------------------------------------- ORION PWR HLDGS INC 205,894 1,900 17,500 -------------------------------------------------------- ORTHODONTIC CTRS AME 225,897 3,300 25,800 -------------------------------------------------------- OSCA INC 75,233 2,800 -------------------------------------------------------- OSHKOSH B GOSH INC 79,676 8,400 -------------------------------------------------------- OSHKOSH TRUCK CORP 262,386 3,620 9,700 -------------------------------------------------------- OSMONICS INC 86,403 10,700 -------------------------------------------------------- OTTER TAIL CORP 205,581 2,000 17,000 -------------------------------------------------------- OUTBACK STEAKHOUSE I 930,752 4,000 46,650 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 46 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- OVERSEAS SHIPHOLDING COM 69036810 8,560,912 380,485 380,465 20 ------------------------------------------------------------------------------------------------------- OVERTURE SVCS INC COM 69039R10 13,311,369 375,709 375,089 620 ------------------------------------------------------------------------------------------------------- OWENS & MINOR INC NE COM 69073210 5,707,990 308,540 308,460 80 ------------------------------------------------------------------------------------------------------- OWENS ILL INC COM NEW 69076840 203,504,411 20,370,812 12,639,310 7,731,502 ------------------------------------------------------------------------------------------------------- OXFORD HEALTH PLANS COM 69147110 38,381,752 1,273,449 1,269,428 3,481 540 ------------------------------------------------------------------------------------------------------- OXFORD INDS INC COM 69149730 1,211,647 51,341 51,181 160 ------------------------------------------------------------------------------------------------------- P C CONNECTION COM 69318J10 1,046,538 70,569 70,269 300 ------------------------------------------------------------------------------------------------------- PC-TEL INC COM 69325Q10 1,510,778 155,590 155,590 ------------------------------------------------------------------------------------------------------- PDF SOLUTIONS INC COM 69328210 342,300 16,300 16,300 ------------------------------------------------------------------------------------------------------- PDI INC COM 69329V10 1,514,032 67,833 67,833 ------------------------------------------------------------------------------------------------------- PG&E CORP COM 69331C10 577,083,925 29,993,967 29,977,332 16,055 580 ------------------------------------------------------------------------------------------------------- PFF BANCORP INC COM 69331W10 5,208,782 188,724 188,724 ------------------------------------------------------------------------------------------------------- P F CHANGS CHINA BIS COM 69333Y10 7,867,598 166,334 131,809 29,160 5,365 ------------------------------------------------------------------------------------------------------- PICO HLDGS INC COM NEW 69336620 1,538,337 123,067 123,027 40 ------------------------------------------------------------------------------------------------------- PLX TECHNOLOGY INC COM 69341710 1,959,039 155,356 155,256 100 ------------------------------------------------------------------------------------------------------- PMA CAP CORP CL A 69341920 2,972,528 154,017 154,017 ------------------------------------------------------------------------------------------------------- PMC-SIERRA INC COM 69344F10 70,978,678 3,338,602 3,331,645 6,460 497 ------------------------------------------------------------------------------------------------------- PMI GROUP INC COM 69344M10 38,657,867 576,897 573,097 3,700 100 ------------------------------------------------------------------------------------------------------- PNC FINL SVCS GROUP COM 69347510 362,742,506 6,454,493 6,353,044 69,969 31,480 ------------------------------------------------------------------------------------------------------- PPG INDS INC COM 69350610 202,018,630 3,906,006 3,864,102 34,184 7,720 ------------------------------------------------------------------------------------------------------- PPL CORP COM 69351T10 137,986,309 3,959,435 3,946,823 9,850 2,762 ------------------------------------------------------------------------------------------------------- PRI AUTOMATION INC COM 69357H10 4,290,430 209,801 209,781 20 ------------------------------------------------------------------------------------------------------- PS BUSINESS PKS INC COM 69360J10 7,983,486 253,444 253,364 80 ------------------------------------------------------------------------------------------------------- PSS WORLD MED INC COM 69366A10 10,210,257 1,251,257 1,251,097 160 ------------------------------------------------------------------------------------------------------- PTEK HLDGS INC COM 69366M10 413,205 121,531 26,531 95,000 ------------------------------------------------------------------------------------------------------- PACCAR INC COM 69371810 100,383,901 1,529,776 1,524,026 3,400 2,350 ------------------------------------------------------------------------------------------------------- PACIFIC CAP BANCORP COM 69404P10 7,962,085 286,509 286,469 40 ------------------------------------------------------------------------------------------------------- PACIFIC CENTY FINL C COM 69405810 20,396,608 787,818 785,088 2,730 ------------------------------------------------------------------------------------------------------- PACIFIC NORTHWEST BA COM 69466M10 2,646,030 129,327 129,327 ------------------------------------------------------------------------------------------------------- PACIFIC SUNWEAR CALI COM 69487310 5,703,734 279,321 276,661 2,560 100 ------------------------------------------------------------------------------------------------------- PACIFICARE HEALTH SY COM 69511210 6,589,648 411,853 411,753 100 ------------------------------------------------------------------------------------------------------- PACKAGING CORP AMER COM 69515610 18,731,017 1,032,012 1,031,511 501 ------------------------------------------------------------------------------------------------------- PACKETEER INC COM 69521010 1,495,623 202,934 199,409 3,525 ------------------------------------------------------------------------------------------------------- PACTIV CORP COM 69525710 59,141,722 3,331,928 3,327,008 4,920 ------------------------------------------------------------------------------------------------------- PAIN THERAPEUTICS IN COM 69562K10 1,562,668 170,597 170,597 ------------------------------------------------------------------------------------------------------- PALL CORP COM 69642930 70,026,220 2,910,483 2,896,233 14,250 ------------------------------------------------------------------------------------------------------- PALM HARBOR HOMES COM 69663910 3,629,383 151,540 151,540 ------------------------------------------------------------------------------------------------------- PALM INC COM 69664210 47,660,472 12,283,627 12,054,666 216,019 12,942 ------------------------------------------------------------------------------------------------------- PANAMSAT CORP NEW COM 69793310 8,681,480 396,777 396,497 280 ------------------------------------------------------------------------------------------------------- PAN PACIFIC RETAIL P COM 69806L10 13,579,936 472,839 424,803 48,036 ------------------------------------------------------------------------------------------------------- PANCANADIAN ENERGY C COM 69831A10 365,768 14,068 13,282 786 ------------------------------------------------------------------------------------------------------- PANERA BREAD CO CL A 69840W10 10,952,026 210,454 210,454 ------------------------------------------------------------------------------------------------------- PAPA JOHNS INTL INC COM 69881310 16,113,749 586,381 586,281 100 ------------------------------------------------------------------------------------------------------- PARADIGM GENETICS IN COM 69900R10 1,042,256 182,852 181,973 879 ------------------------------------------------------------------------------------------------------- PARAMETRIC TECHNOLOG COM 69917310 44,018,761 5,636,205 5,620,215 14,825 1,165 ------------------------------------------------------------------------------------------------------- PAREXEL INTL CORP COM 69946210 3,299,796 229,951 229,651 300 ------------------------------------------------------------------------------------------------------- PARK ELECTROCHEMICAL COM 70041620 4,076,265 154,404 154,114 290 ------------------------------------------------------------------------------------------------------- Page Total 2,155,062,454 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- OVERSEAS SHIPHOLDING 363,585 16,900 -------------------------------------------------------- OVERTURE SVCS INC 364,309 11,400 -------------------------------------------------------- OWENS & MINOR INC NE 286,040 22,500 -------------------------------------------------------- OWENS ILL INC 1,315,886 18,959,672 95,254 -------------------------------------------------------- OXFORD HEALTH PLANS 1,139,955 6,240 127,254 -------------------------------------------------------- OXFORD INDS INC 50,081 160 1,100 -------------------------------------------------------- P C CONNECTION 70,569 -------------------------------------------------------- PC-TEL INC 151,690 3,900 -------------------------------------------------------- PDF SOLUTIONS INC 16,300 -------------------------------------------------------- PDI INC 63,033 4,800 -------------------------------------------------------- PG&E CORP 6,984,692 22,021,612 987,663 -------------------------------------------------------- PFF BANCORP INC 181,224 7,500 -------------------------------------------------------- P F CHANGS CHINA BIS 156,169 5,365 4,800 -------------------------------------------------------- PICO HLDGS INC 114,667 8,400 -------------------------------------------------------- PLX TECHNOLOGY INC 144,356 11,000 -------------------------------------------------------- PMA CAP CORP 141,417 12,600 -------------------------------------------------------- PMC-SIERRA INC 2,857,504 106,297 374,801 -------------------------------------------------------- PMI GROUP INC 538,147 2,400 36,350 -------------------------------------------------------- PNC FINL SVCS GROUP 5,485,344 119,840 849,309 -------------------------------------------------------- PPG INDS INC 3,431,482 56,077 418,447 -------------------------------------------------------- PPL CORP 3,525,682 56,627 377,126 -------------------------------------------------------- PRI AUTOMATION INC 195,401 14,400 -------------------------------------------------------- PS BUSINESS PKS INC 245,344 8,100 -------------------------------------------------------- PSS WORLD MED INC 1,206,457 44,800 -------------------------------------------------------- PTEK HLDGS INC 121,531 -------------------------------------------------------- PACCAR INC 1,375,867 22,231 131,678 -------------------------------------------------------- PACIFIC CAP BANCORP 270,209 16,300 -------------------------------------------------------- PACIFIC CENTY FINL C 730,996 4,300 52,522 -------------------------------------------------------- PACIFIC NORTHWEST BA 120,627 8,700 -------------------------------------------------------- PACIFIC SUNWEAR CALI 258,121 100 21,100 -------------------------------------------------------- PACIFICARE HEALTH SY 391,753 20,100 -------------------------------------------------------- PACKAGING CORP AMER 972,212 18,300 41,500 -------------------------------------------------------- PACKETEER INC 191,434 11,500 -------------------------------------------------------- PACTIV CORP 2,994,581 62,863 274,484 -------------------------------------------------------- PAIN THERAPEUTICS IN 167,697 2,900 -------------------------------------------------------- PALL CORP 2,667,627 30,215 212,641 -------------------------------------------------------- PALM HARBOR HOMES 141,340 10,200 -------------------------------------------------------- PALM INC 10,347,218 326,488 1,609,921 -------------------------------------------------------- PANAMSAT CORP NEW 375,777 2,600 18,400 -------------------------------------------------------- PAN PACIFIC RETAIL P 461,039 11,800 -------------------------------------------------------- PANCANADIAN ENERGY C 11,606 2,462 -------------------------------------------------------- PANERA BREAD CO 204,554 5,900 -------------------------------------------------------- PAPA JOHNS INTL INC 577,281 9,100 -------------------------------------------------------- PARADIGM GENETICS IN 172,052 10,800 -------------------------------------------------------- PARAMETRIC TECHNOLOG 4,808,387 176,252 651,566 -------------------------------------------------------- PAREXEL INTL CORP 215,151 14,800 -------------------------------------------------------- PARK ELECTROCHEMICAL 146,604 7,800 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 47 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- PARK NATL CORP COM 70065810 9,989,082 107,699 107,699 ------------------------------------------------------------------------------------------------------- PARK PL ENTMT CORP COM 70069010 30,029,686 3,274,775 3,260,015 14,160 600 ------------------------------------------------------------------------------------------------------- PARKER DRILLING CO COM 70108110 3,315,679 898,558 787,258 1,300 110,000 ------------------------------------------------------------------------------------------------------- PARKER HANNIFIN CORP COM 70109410 127,037,193 2,767,092 2,705,994 30,901 30,197 ------------------------------------------------------------------------------------------------------- PARKERVISION INC COM 70135410 1,650,096 78,576 78,576 ------------------------------------------------------------------------------------------------------- PARKWAY PPTYS INC COM 70159Q10 3,462,594 104,295 104,295 ------------------------------------------------------------------------------------------------------- PATHMARK STORES INC COM 70322A10 6,780,316 274,952 266,952 8,000 ------------------------------------------------------------------------------------------------------- PATINA OIL & GAS COR COM 70322410 10,642,995 387,018 387,018 ------------------------------------------------------------------------------------------------------- PATTERSON DENTAL CO COM 70341210 24,489,114 598,317 592,602 5,615 100 ------------------------------------------------------------------------------------------------------- PATTERSON UTI ENERGY COM 70348110 15,521,336 665,866 663,566 2,100 200 ------------------------------------------------------------------------------------------------------- PAXAR CORP COM 70422710 4,886,617 344,128 344,088 40 ------------------------------------------------------------------------------------------------------- PAXSON COMMUNICATION COM 70423110 3,452,376 330,371 328,671 1,700 ------------------------------------------------------------------------------------------------------- PAYCHEX INC COM 70432610 275,125,973 7,894,576 7,712,192 112,900 69,484 ------------------------------------------------------------------------------------------------------- PAYLESS SHOESOURCE I COM 70437910 12,707,306 226,310 225,205 1,005 100 ------------------------------------------------------------------------------------------------------- PEABODY ENERGY CORP COM 70454910 3,592,251 127,430 127,430 ------------------------------------------------------------------------------------------------------- PEARSON PLC SPONSORED 70501510 458,952 37,374 37,374 ------------------------------------------------------------------------------------------------------- PEC SOLUTIONS INC COM 70510710 1,105,320 29,389 29,389 ------------------------------------------------------------------------------------------------------- PECHINEY SPONSORED 70515120 451,603 17,935 17,935 ------------------------------------------------------------------------------------------------------- PECO II INC COM 70522110 691,669 116,052 116,052 ------------------------------------------------------------------------------------------------------- PEDIATRIX MED GROUP COM 70532410 8,047,316 237,244 237,244 ------------------------------------------------------------------------------------------------------- PEGASUS COMMUNICATIO CL A 70590410 4,078,908 391,826 389,326 2,400 100 ------------------------------------------------------------------------------------------------------- PEGASUS SOLUTIONS IN COM 70590610 3,181,183 224,027 223,987 40 ------------------------------------------------------------------------------------------------------- PEMSTAR INC COM 70655210 2,447,844 203,987 203,987 ------------------------------------------------------------------------------------------------------- PENN ENGR & MFG CORP COM NON VT 70738930 1,983,736 118,432 118,432 ------------------------------------------------------------------------------------------------------- PENN NATL GAMING INC COM 70756910 2,671,892 88,065 88,065 ------------------------------------------------------------------------------------------------------- PENN VA CORP COM 70788210 2,416,053 70,852 70,852 ------------------------------------------------------------------------------------------------------- PENNEY J C INC COM 70816010 1,134,196,051 42,163,422 42,147,346 15,476 600 ------------------------------------------------------------------------------------------------------- PENNFED FINL SVCS IN COM 70816710 1,288,778 51,925 51,925 ------------------------------------------------------------------------------------------------------- PENNSYLVANIA RL ESTA SH BEN INT 70910210 3,557,673 153,348 153,248 100 ------------------------------------------------------------------------------------------------------- PENNZOIL-QUAKER STAT COM 70932310 14,321,987 991,141 989,391 1,450 300 ------------------------------------------------------------------------------------------------------- PENTAIR INC COM 70963110 17,813,922 487,919 487,119 800 ------------------------------------------------------------------------------------------------------- PENTON MEDIA INC COM 70966810 1,768,719 282,543 207,323 220 75,000 ------------------------------------------------------------------------------------------------------- PENWEST PHARMACEUTIC COM 70975410 2,238,281 111,635 111,635 ------------------------------------------------------------------------------------------------------- PEOPLES BK BRIDGEPOR COM 71019810 4,498,892 211,613 200,663 4,100 6,850 ------------------------------------------------------------------------------------------------------- PEOPLES ENERGY CORP COM 71103010 34,325,853 904,979 903,799 980 200 ------------------------------------------------------------------------------------------------------- PEOPLES HLDG CO COM 71114810 1,094,941 29,593 29,593 ------------------------------------------------------------------------------------------------------- PEOPLESOFT INC COM 71271310 252,394,815 6,278,478 6,264,465 13,653 360 ------------------------------------------------------------------------------------------------------- PEP BOYS MANNY MOE & COM 71327810 18,271,181 1,065,375 1,065,375 ------------------------------------------------------------------------------------------------------- PEPSI BOTTLING GROUP COM 71340910 269,316,157 11,460,262 11,457,156 2,906 200 ------------------------------------------------------------------------------------------------------- PEPSIAMERICAS INC COM 71343P20 20,364,756 1,475,707 1,472,087 3,220 400 ------------------------------------------------------------------------------------------------------- PEPSICO INC COM 71344810 1,990,634,559 40,883,848 38,149,543 1,739,874 994,431 ------------------------------------------------------------------------------------------------------- PER-SE TECHNOLOGIES COM NEW 71356930 2,797,988 260,278 260,278 ------------------------------------------------------------------------------------------------------- PEREGRINE SYSTEMS IN COM 71366Q10 18,956,699 1,278,267 1,273,526 4,641 100 ------------------------------------------------------------------------------------------------------- PEREGRINE PHARMACEUT COM 71366110 3,020,406 880,585 880,585 ------------------------------------------------------------------------------------------------------- PERFORMANCE FOOD GRO COM 71375510 14,263,580 405,561 405,561 ------------------------------------------------------------------------------------------------------- PERFORMANCE TECHNOLO COM 71376K10 1,178,806 88,499 88,499 ------------------------------------------------------------------------------------------------------- PERICOM SEMICONDUCTO COM 71383110 6,420,179 442,771 442,751 20 ------------------------------------------------------------------------------------------------------- Page Total 4,372,941,313 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- PARK NATL CORP 100,199 7,500 -------------------------------------------------------- PARK PL ENTMT CORP 2,919,349 15,600 339,826 -------------------------------------------------------- PARKER DRILLING CO 736,258 110,000 52,300 -------------------------------------------------------- PARKER HANNIFIN CORP 2,390,820 75,151 301,121 -------------------------------------------------------- PARKERVISION INC 73,076 5,500 -------------------------------------------------------- PARKWAY PPTYS INC 96,695 7,600 -------------------------------------------------------- PATHMARK STORES INC 256,252 18,700 -------------------------------------------------------- PATINA OIL & GAS COR 378,618 8,400 -------------------------------------------------------- PATTERSON DENTAL CO 562,317 4,700 31,300 -------------------------------------------------------- PATTERSON UTI ENERGY 619,366 6,000 40,500 -------------------------------------------------------- PAXAR CORP 317,628 26,500 -------------------------------------------------------- PAXSON COMMUNICATION 306,871 23,500 -------------------------------------------------------- PAYCHEX INC 6,534,554 335,105 1,024,917 -------------------------------------------------------- PAYLESS SHOESOURCE I 210,210 2,000 14,100 -------------------------------------------------------- PEABODY ENERGY CORP 117,130 1,000 9,300 -------------------------------------------------------- PEARSON PLC 37,374 -------------------------------------------------------- PEC SOLUTIONS INC 29,389 -------------------------------------------------------- PECHINEY 17,935 -------------------------------------------------------- PECO II INC 113,852 2,200 -------------------------------------------------------- PEDIATRIX MED GROUP 224,844 12,400 -------------------------------------------------------- PEGASUS COMMUNICATIO 364,826 100 26,900 -------------------------------------------------------- PEGASUS SOLUTIONS IN 207,027 17,000 -------------------------------------------------------- PEMSTAR INC 193,687 10,300 -------------------------------------------------------- PENN ENGR & MFG CORP 107,832 10,600 -------------------------------------------------------- PENN NATL GAMING INC 82,765 5,300 -------------------------------------------------------- PENN VA CORP 66,352 4,500 -------------------------------------------------------- PENNEY J C INC 4,871,690 36,564,352 727,380 -------------------------------------------------------- PENNFED FINL SVCS IN 50,725 1,200 -------------------------------------------------------- PENNSYLVANIA RL ESTA 144,648 8,700 -------------------------------------------------------- PENNZOIL-QUAKER STAT 938,241 300 52,600 -------------------------------------------------------- PENTAIR INC 451,319 6,400 30,200 -------------------------------------------------------- PENTON MEDIA INC 193,443 75,000 14,100 -------------------------------------------------------- PENWEST PHARMACEUTIC 108,035 3,600 -------------------------------------------------------- PEOPLES BK BRIDGEPOR 188,963 7,250 15,400 -------------------------------------------------------- PEOPLES ENERGY CORP 827,917 6,250 70,812 -------------------------------------------------------- PEOPLES HLDG CO 29,593 -------------------------------------------------------- PEOPLESOFT INC 5,236,266 207,499 834,713 -------------------------------------------------------- PEP BOYS MANNY MOE & 1,020,375 45,000 -------------------------------------------------------- PEPSI BOTTLING GROUP 5,277,708 5,755,109 427,445 -------------------------------------------------------- PEPSIAMERICAS INC 1,335,207 4,400 136,100 -------------------------------------------------------- PEPSICO INC 33,694,066 2,279,209 4,910,573 -------------------------------------------------------- PER-SE TECHNOLOGIES 241,378 18,900 -------------------------------------------------------- PEREGRINE SYSTEMS IN 1,071,818 8,100 198,349 -------------------------------------------------------- PEREGRINE PHARMACEUT 820,485 60,100 -------------------------------------------------------- PERFORMANCE FOOD GRO 373,491 32,070 -------------------------------------------------------- PERFORMANCE TECHNOLO 86,499 2,000 -------------------------------------------------------- PERICOM SEMICONDUCTO 428,471 14,300 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 48 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- PERINI CORP COM 71383910 745,507 106,501 106,501 ------------------------------------------------------------------------------------------------------- PERKINELMER INC COM 71404610 85,808,210 2,450,263 2,445,903 4,240 120 ------------------------------------------------------------------------------------------------------- PEROT SYS CORP CL A 71426510 12,053,313 590,270 590,220 50 ------------------------------------------------------------------------------------------------------- PERRIGO CO COM 71429010 10,312,678 872,477 872,477 ------------------------------------------------------------------------------------------------------- PETRO-CDA COM 71644E10 316,326 12,906 12,906 ------------------------------------------------------------------------------------------------------- PETROLEO BRASILEIRO SPONSORED 71654V10 5,782,067 260,102 260,102 ------------------------------------------------------------------------------------------------------- PETROLEO BRASILEIRO SPONSORED 71654V40 3,243,313 139,198 139,198 ------------------------------------------------------------------------------------------------------- PETROQUEST ENERGY IN COM 71674810 958,084 180,091 180,091 ------------------------------------------------------------------------------------------------------- PETSMART INC COM 71676810 10,410,592 1,057,987 1,057,987 ------------------------------------------------------------------------------------------------------- PHARMACYCLICS INC COM 71693310 1,428,378 143,700 142,700 1,000 ------------------------------------------------------------------------------------------------------- PFIZER INC COM 71708110 5,783,052,323 145,120,510 138,268,876 4,025,287 2,826,347 ------------------------------------------------------------------------------------------------------- PHARMACEUTICAL PROD COM 71712410 38,437,979 1,189,662 1,188,982 680 ------------------------------------------------------------------------------------------------------- PHARMACEUTICAL RES I COM 71712510 5,847,974 173,017 172,917 100 ------------------------------------------------------------------------------------------------------- PHARMACOPEIA INC COM 71713B10 2,710,022 195,106 195,106 ------------------------------------------------------------------------------------------------------- PHARMACIA CORP COM 71713U10 1,397,863,815 32,775,236 27,240,479 5,479,408 55,349 ------------------------------------------------------------------------------------------------------- PHARMOS CORP COM NEW 71713920 1,036,761 441,175 441,175 ------------------------------------------------------------------------------------------------------- PHELPS DODGE CORP COM 71726510 54,634,143 1,686,239 1,682,834 3,305 100 ------------------------------------------------------------------------------------------------------- PHILADELPHIA CONS HL COM 71752810 4,109,220 108,969 108,969 ------------------------------------------------------------------------------------------------------- PHILADELPHIA SUBN CO COM PAR $0 71800960 12,111,289 537,086 535,031 937 1,118 ------------------------------------------------------------------------------------------------------- PHILIP MORRIS COS IN COM 71815410 2,162,211,998 47,158,386 46,364,493 481,672 312,221 ------------------------------------------------------------------------------------------------------- PHILLIPS PETE CO COM 71850710 484,312,693 8,037,051 7,937,148 62,439 37,464 ------------------------------------------------------------------------------------------------------- PHILLIPS VAN HEUSEN COM 71859210 16,143,205 1,481,028 237,738 1,243,290 ------------------------------------------------------------------------------------------------------- PHOENIX COS INC NEW COM 71902E10 1,392,828 75,288 71,400 3,888 ------------------------------------------------------------------------------------------------------- PHOENIX TECHNOLOGY L COM 71915310 3,624,521 311,385 310,485 900 ------------------------------------------------------------------------------------------------------- PHOTON DYNAMICS INC COM 71936410 5,322,333 116,590 115,105 1,485 ------------------------------------------------------------------------------------------------------- PHOTRONICS INC COM 71940510 11,163,797 356,102 355,882 220 ------------------------------------------------------------------------------------------------------- PIEDMONT NAT GAS INC COM 72018610 10,448,731 291,864 291,314 550 ------------------------------------------------------------------------------------------------------- PIER 1 IMPORTS INC COM 72027910 20,847,760 1,202,293 1,199,233 3,060 ------------------------------------------------------------------------------------------------------- PILGRIMS PRIDE CORP CL B 72146710 1,893,192 139,719 139,719 ------------------------------------------------------------------------------------------------------- PINNACLE ENTMT INC COM 72345610 1,038,540 172,229 171,969 40 220 ------------------------------------------------------------------------------------------------------- PINNACLE SYS INC COM 72348110 3,990,167 502,540 502,440 100 ------------------------------------------------------------------------------------------------------- PINNACLE WEST CAP CO COM 72348410 74,205,448 1,773,129 1,770,782 2,347 ------------------------------------------------------------------------------------------------------- PIONEER NAT RES CO COM 72378710 21,853,359 1,134,650 1,132,590 1,860 200 ------------------------------------------------------------------------------------------------------- PIONEER STD ELECTRS COM 72387710 3,982,554 313,587 313,567 20 ------------------------------------------------------------------------------------------------------- PITNEY BOWES INC COM 72447910 207,524,834 5,517,810 5,495,885 16,395 5,530 ------------------------------------------------------------------------------------------------------- PITT DESMOINES INC COM 72450810 1,328,691 42,861 39,861 3,000 ------------------------------------------------------------------------------------------------------- PITTSTON CO COM BRINKS 72570110 15,954,233 721,911 720,691 1,020 200 ------------------------------------------------------------------------------------------------------- PIXELWORKS INC COM 72581M10 3,460,946 215,501 213,215 2,286 ------------------------------------------------------------------------------------------------------- PIXAR COM 72581110 5,434,634 151,130 150,618 452 60 ------------------------------------------------------------------------------------------------------- PLACER DOME INC COM 72590610 54,720,981 5,015,672 5,013,572 2,100 ------------------------------------------------------------------------------------------------------- PLAINS ALL AMERN PIP UNIT LTD P 72650310 789,290 30,369 30,369 ------------------------------------------------------------------------------------------------------- PLAINS RES INC COM PAR $0 72654050 5,292,159 215,041 215,041 ------------------------------------------------------------------------------------------------------- PLANAR SYS INC COM 72690010 1,857,053 88,012 88,012 ------------------------------------------------------------------------------------------------------- PLANTRONICS INC NEW COM 72749310 14,715,360 573,922 573,222 300 400 ------------------------------------------------------------------------------------------------------- PLATO LEARNING INC COM 72764Y10 2,385,079 143,593 143,593 ------------------------------------------------------------------------------------------------------- PLAYBOY ENTERPRISES CL B 72811730 2,206,779 130,656 130,656 ------------------------------------------------------------------------------------------------------- PLAYTEX PRODS INC COM 72813P10 2,709,378 277,885 275,585 2,200 100 ------------------------------------------------------------------------------------------------------- Page Total 10,571,672,537 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- PERINI CORP 106,501 -------------------------------------------------------- PERKINELMER INC 2,169,995 32,001 248,267 -------------------------------------------------------- PEROT SYS CORP 551,170 39,100 -------------------------------------------------------- PERRIGO CO 834,177 38,300 -------------------------------------------------------- PETRO-CDA 12,906 -------------------------------------------------------- PETROLEO BRASILEIRO 74,817 158,865 26,420 -------------------------------------------------------- PETROLEO BRASILEIRO 30,140 95,958 13,100 -------------------------------------------------------- PETROQUEST ENERGY IN 166,191 13,900 -------------------------------------------------------- PETSMART INC 982,087 75,900 -------------------------------------------------------- PHARMACYCLICS INC 133,200 10,500 -------------------------------------------------------- PFIZER INC 119,374,823 9,461,989 16,283,698 -------------------------------------------------------- PHARMACEUTICAL PROD 1,154,926 3,300 31,436 -------------------------------------------------------- PHARMACEUTICAL RES I 162,117 100 10,800 -------------------------------------------------------- PHARMACOPEIA INC 180,706 14,400 -------------------------------------------------------- PHARMACIA CORP 23,214,702 6,228,894 3,331,640 -------------------------------------------------------- PHARMOS CORP 407,375 33,800 -------------------------------------------------------- PHELPS DODGE CORP 1,470,305 23,065 192,869 -------------------------------------------------------- PHILADELPHIA CONS HL 105,069 3,900 -------------------------------------------------------- PHILADELPHIA SUBN CO 501,222 1,118 34,746 -------------------------------------------------------- PHILIP MORRIS COS IN 42,800,922 1,651,312 2,706,152 -------------------------------------------------------- PHILLIPS PETE CO 7,128,804 149,686 758,561 -------------------------------------------------------- PHILLIPS VAN HEUSEN 217,238 1,243,290 20,500 -------------------------------------------------------- PHOENIX COS INC NEW 75,288 -------------------------------------------------------- PHOENIX TECHNOLOGY L 294,485 16,900 -------------------------------------------------------- PHOTON DYNAMICS INC 108,390 8,200 -------------------------------------------------------- PHOTRONICS INC 339,202 16,900 -------------------------------------------------------- PIEDMONT NAT GAS INC 271,564 20,300 -------------------------------------------------------- PIER 1 IMPORTS INC 1,141,493 60,800 -------------------------------------------------------- PILGRIMS PRIDE CORP 132,619 7,100 -------------------------------------------------------- PINNACLE ENTMT INC 158,809 220 13,200 -------------------------------------------------------- PINNACLE SYS INC 471,740 30,800 -------------------------------------------------------- PINNACLE WEST CAP CO 1,591,992 25,806 155,331 -------------------------------------------------------- PIONEER NAT RES CO 1,061,750 8,800 64,100 -------------------------------------------------------- PIONEER STD ELECTRS 291,687 21,900 -------------------------------------------------------- PITNEY BOWES INC 4,654,617 184,120 679,073 -------------------------------------------------------- PITT DESMOINES INC 41,961 900 -------------------------------------------------------- PITTSTON CO 687,011 200 34,700 -------------------------------------------------------- PIXELWORKS INC 202,001 13,500 -------------------------------------------------------- PIXAR 140,170 160 10,800 -------------------------------------------------------- PLACER DOME INC 4,601,868 91,250 322,554 -------------------------------------------------------- PLAINS ALL AMERN PIP 30,369 -------------------------------------------------------- PLAINS RES INC 203,241 11,800 -------------------------------------------------------- PLANAR SYS INC 81,612 6,400 -------------------------------------------------------- PLANTRONICS INC NEW 551,722 400 21,800 -------------------------------------------------------- PLATO LEARNING INC 135,460 8,133 -------------------------------------------------------- PLAYBOY ENTERPRISES 122,656 8,000 -------------------------------------------------------- PLAYTEX PRODS INC 256,485 100 21,300 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 49 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- PLEXUS CORP COM 72913210 16,291,293 613,377 580,412 32,765 200 ------------------------------------------------------------------------------------------------------- PLUG POWER INC COM 72919P10 795,401 91,007 90,707 300 ------------------------------------------------------------------------------------------------------- PLUM CREEK TIMBER CO COM 72925110 32,729,111 1,154,466 1,152,442 2,024 ------------------------------------------------------------------------------------------------------- POGO PRODUCING CO COM 73044810 9,255,525 352,323 351,153 1,170 ------------------------------------------------------------------------------------------------------- POHANG IRON & STL LT SPONSORED 73045010 1,377,263 59,881 59,881 ------------------------------------------------------------------------------------------------------- POLARIS INDS INC COM 73106810 12,124,439 209,947 209,407 460 80 ------------------------------------------------------------------------------------------------------- POLO RALPH LAUREN CO CL A 73157210 11,699,525 437,202 436,682 420 100 ------------------------------------------------------------------------------------------------------- POLYCOM INC COM 73172K10 36,063,844 1,058,522 1,056,702 1,520 300 ------------------------------------------------------------------------------------------------------- POLYMEDICA CORP COM 73173810 2,765,692 166,608 166,608 ------------------------------------------------------------------------------------------------------- POLYONE CORP COM 73179P10 70,397,261 7,183,394 730,616 6,452,778 ------------------------------------------------------------------------------------------------------- POMEROY COMPUTER RES COM 73182210 1,315,615 97,453 97,453 ------------------------------------------------------------------------------------------------------- POPE & TALBOT INC COM 73282710 2,226,990 156,280 156,280 ------------------------------------------------------------------------------------------------------- POPULAR INC COM 73317410 27,604,451 949,259 948,489 770 ------------------------------------------------------------------------------------------------------- PORT FINL CORP COM 73411910 1,413,150 54,206 54,206 ------------------------------------------------------------------------------------------------------- PORTAL SOFTWARE INC COM 73612610 1,897,500 912,260 909,320 2,840 100 ------------------------------------------------------------------------------------------------------- PORTUGAL TELECOM SGP SPONSORED 73727310 287,049 37,720 37,720 ------------------------------------------------------------------------------------------------------- POSSIS MEDICAL INC COM 73740710 2,657,316 152,544 152,544 ------------------------------------------------------------------------------------------------------- POST PPTYS INC COM 73746410 17,372,628 489,232 489,012 220 ------------------------------------------------------------------------------------------------------- POTLATCH CORP COM 73762810 10,269,447 350,254 348,382 520 1,352 ------------------------------------------------------------------------------------------------------- POTOMAC ELEC PWR CO COM 73767910 24,890,715 1,102,823 1,096,399 4,510 1,914 ------------------------------------------------------------------------------------------------------- POWELL INDS INC COM 73912810 938,668 50,009 50,009 ------------------------------------------------------------------------------------------------------- POWER INTEGRATIONS I COM 73927610 5,708,583 249,938 249,718 220 ------------------------------------------------------------------------------------------------------- POWER-ONE INC COM 73930810 15,645,553 1,502,935 1,500,725 1,910 300 ------------------------------------------------------------------------------------------------------- POWERWAVE TECHNOLOGI COM 73936310 15,537,484 899,160 897,210 1,750 200 ------------------------------------------------------------------------------------------------------- POZEN INC COM 73941U10 991,504 188,858 188,858 ------------------------------------------------------------------------------------------------------- PRAECIS PHARMACEUTIC COM 73942110 2,536,780 435,873 435,273 600 ------------------------------------------------------------------------------------------------------- PRAXAIR INC COM 74005P10 205,682,545 3,722,761 3,712,931 9,460 370 ------------------------------------------------------------------------------------------------------- PRE PAID LEGAL SVCS COM 74006510 3,357,029 153,289 153,289 ------------------------------------------------------------------------------------------------------- PRECISION CASTPARTS COM 74018910 24,576,002 869,947 866,687 2,960 300 ------------------------------------------------------------------------------------------------------- PREFORMED LINE PRODS COM 74044410 388,500 21,000 21,000 ------------------------------------------------------------------------------------------------------- PRENTISS PPTYS TR SH BEN INT 74070610 17,117,820 623,600 576,310 47,290 ------------------------------------------------------------------------------------------------------- PRESIDENTIAL LIFE CO COM 74088410 5,457,323 265,434 264,994 440 ------------------------------------------------------------------------------------------------------- PRESSTEK INC COM 74111310 2,574,495 280,752 280,157 560 35 ------------------------------------------------------------------------------------------------------- PRICE COMMUNICATIONS COM NEW 74143730 13,390,871 701,460 700,760 600 100 ------------------------------------------------------------------------------------------------------- PRICE T ROWE GROUP I COM 74144T10 90,784,358 2,614,004 2,376,007 195,197 42,800 ------------------------------------------------------------------------------------------------------- PRICELINE COM INC COM 74150310 9,892,038 1,699,663 1,690,023 9,540 100 ------------------------------------------------------------------------------------------------------- PRICESMART INC COM 74151110 1,201,165 34,319 34,319 ------------------------------------------------------------------------------------------------------- PRIDE INTL INC DEL COM 74153Q10 23,834,927 1,578,472 1,575,462 2,450 560 ------------------------------------------------------------------------------------------------------- PRIMEDIA INC COM 74157K10 5,957,572 1,369,557 1,365,087 4,350 120 ------------------------------------------------------------------------------------------------------- PRIME GROUP REALTY T SH BEN INT 74158J10 1,167,133 126,450 126,410 40 ------------------------------------------------------------------------------------------------------- PRIMA ENERGY CORP COM PAR $0 74190120 1,857,558 85,405 85,405 ------------------------------------------------------------------------------------------------------- PRIME HOSPITALITY CO COM 74191710 5,782,288 523,284 523,184 100 ------------------------------------------------------------------------------------------------------- PRINCIPAL FINANCIAL COM 74251V10 5,702,880 237,620 237,320 300 ------------------------------------------------------------------------------------------------------- PRIORITY HEALTHCARE CL B 74264T10 6,970,153 198,072 197,852 220 ------------------------------------------------------------------------------------------------------- PRIVATE MEDIA GROUP COM 74266R10 1,038,604 105,980 105,980 ------------------------------------------------------------------------------------------------------- PROASSURANCE CORP COM 74267C10 3,692,679 210,050 210,050 ------------------------------------------------------------------------------------------------------- PRIZE ENERGY CORP COM 74267L10 1,007,754 43,588 43,588 ------------------------------------------------------------------------------------------------------- Page Total 756,226,481 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- PLEXUS CORP 587,177 200 26,000 -------------------------------------------------------- PLUG POWER INC 85,707 5,300 -------------------------------------------------------- PLUM CREEK TIMBER CO 1,033,654 11,224 109,588 -------------------------------------------------------- POGO PRODUCING CO 313,423 4,700 34,200 -------------------------------------------------------- POHANG IRON & STL LT 17,720 23,300 18,861 -------------------------------------------------------- POLARIS INDS INC 193,767 80 16,100 -------------------------------------------------------- POLO RALPH LAUREN CO 398,402 4,600 34,200 -------------------------------------------------------- POLYCOM INC 992,833 8,600 57,089 -------------------------------------------------------- POLYMEDICA CORP 159,708 6,900 -------------------------------------------------------- POLYONE CORP 682,576 6,452,618 48,200 -------------------------------------------------------- POMEROY COMPUTER RES 95,653 1,800 -------------------------------------------------------- POPE & TALBOT INC 145,780 10,500 -------------------------------------------------------- POPULAR INC 854,037 7,900 87,322 -------------------------------------------------------- PORT FINL CORP 50,006 4,200 -------------------------------------------------------- PORTAL SOFTWARE INC 853,460 100 58,700 -------------------------------------------------------- PORTUGAL TELECOM SGP 37,720 -------------------------------------------------------- POSSIS MEDICAL INC 142,144 10,400 -------------------------------------------------------- POST PPTYS INC 464,332 24,900 -------------------------------------------------------- POTLATCH CORP 330,632 1,352 18,270 -------------------------------------------------------- POTOMAC ELEC PWR CO 979,710 7,414 115,699 -------------------------------------------------------- POWELL INDS INC 49,009 1,000 -------------------------------------------------------- POWER INTEGRATIONS I 230,338 19,600 -------------------------------------------------------- POWER-ONE INC 1,365,405 25,090 112,440 -------------------------------------------------------- POWERWAVE TECHNOLOGI 861,760 200 37,200 -------------------------------------------------------- POZEN INC 176,758 12,100 -------------------------------------------------------- PRAECIS PHARMACEUTIC 403,673 600 31,600 -------------------------------------------------------- PRAXAIR INC 3,224,879 50,823 447,059 -------------------------------------------------------- PRE PAID LEGAL SVCS 140,889 12,400 -------------------------------------------------------- PRECISION CASTPARTS 832,047 4,700 33,200 -------------------------------------------------------- PREFORMED LINE PRODS 21,000 -------------------------------------------------------- PRENTISS PPTYS TR 604,400 19,200 -------------------------------------------------------- PRESIDENTIAL LIFE CO 249,994 440 15,000 -------------------------------------------------------- PRESSTEK INC 261,417 35 19,300 -------------------------------------------------------- PRICE COMMUNICATIONS 671,060 100 30,300 -------------------------------------------------------- PRICE T ROWE GROUP I 2,345,270 78,868 189,866 -------------------------------------------------------- PRICELINE COM INC 1,638,063 100 61,500 -------------------------------------------------------- PRICESMART INC 32,019 2,300 -------------------------------------------------------- PRIDE INTL INC DEL 1,481,512 12,560 84,400 -------------------------------------------------------- PRIMEDIA INC 1,225,026 15,120 129,411 -------------------------------------------------------- PRIME GROUP REALTY T 118,150 8,300 -------------------------------------------------------- PRIMA ENERGY CORP 78,655 6,750 -------------------------------------------------------- PRIME HOSPITALITY CO 491,884 31,400 -------------------------------------------------------- PRINCIPAL FINANCIAL 237,620 -------------------------------------------------------- PRIORITY HEALTHCARE 182,572 1,300 14,200 -------------------------------------------------------- PRIVATE MEDIA GROUP 105,980 -------------------------------------------------------- PROASSURANCE CORP 194,326 15,724 -------------------------------------------------------- PRIZE ENERGY CORP 43,588 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 50 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- PROBUSINESS SERVICES COM 74267410 2,974,630 158,225 157,925 300 ------------------------------------------------------------------------------------------------------- PROCTER & GAMBLE CO COM 74271810 2,614,815,083 33,044,548 30,891,485 1,225,166 927,897 ------------------------------------------------------------------------------------------------------- PROFIT RECOVERY GROU COM 74316810 2,973,120 364,800 364,800 ------------------------------------------------------------------------------------------------------- PROGENICS PHARMACEUT COM 74318710 1,231,450 66,673 66,673 ------------------------------------------------------------------------------------------------------- PROGRESS ENERGY INC COM 74326310 1,076,782,441 23,912,557 23,897,109 10,138 5,310 ------------------------------------------------------------------------------------------------------- PROGRESS SOFTWARE CO COM 74331210 5,962,636 345,060 344,980 80 ------------------------------------------------------------------------------------------------------- PROGRESSIVE CORP OHI COM 74331510 257,235,688 1,722,945 1,713,244 6,401 3,300 ------------------------------------------------------------------------------------------------------- PROLOGIS TR SH BEN INT 74341010 40,534,799 1,884,463 1,762,393 122,070 ------------------------------------------------------------------------------------------------------- PROMISTAR FINL CORP COM 74342Y10 3,719,847 152,141 152,141 ------------------------------------------------------------------------------------------------------- PROQUEST COMPANY COM 74346P10 4,455,841 131,402 131,402 ------------------------------------------------------------------------------------------------------- PROSPERITY BANCSHARE COM 74360610 1,180,461 43,737 43,737 ------------------------------------------------------------------------------------------------------- PROTECTIVE LIFE CORP COM 74367410 38,859,586 1,343,228 1,337,108 4,920 1,200 ------------------------------------------------------------------------------------------------------- PROTEIN DESIGN LABS COM 74369L10 32,046,748 977,035 975,775 1,060 200 ------------------------------------------------------------------------------------------------------- PROTON ENERGY SYS IN COM 74371K10 2,427,331 294,222 294,222 ------------------------------------------------------------------------------------------------------- PROVIDENT BANCORP IN COM 74383510 937,320 32,100 32,100 ------------------------------------------------------------------------------------------------------- PROVIDENT BANKSHARES COM 74385910 12,902,619 530,972 530,972 ------------------------------------------------------------------------------------------------------- PROVIDENT FINL GROUP COM 74386610 14,407,720 548,239 547,439 800 ------------------------------------------------------------------------------------------------------- PROVINCE HEALTHCARE COM 74397710 8,842,439 286,534 284,829 1,705 ------------------------------------------------------------------------------------------------------- PROVIDIAN FINL CORP COM 74406A10 20,961,681 5,904,699 5,885,149 18,330 1,220 ------------------------------------------------------------------------------------------------------- PROXIM INC COM 74428410 2,407,306 242,672 241,572 1,100 ------------------------------------------------------------------------------------------------------- PRUDENTIAL FINL INC COM 74432010 647,039 19,495 18,178 1,317 ------------------------------------------------------------------------------------------------------- PRUDENTIAL PLC ADR 74435K20 1,084,644 46,293 46,293 ------------------------------------------------------------------------------------------------------- PUBLIC SVC ENTERPRIS COM 74457310 201,512,181 4,776,302 4,757,774 11,947 6,581 ------------------------------------------------------------------------------------------------------- PUBLIC STORAGE INC COM 74460D10 34,982,191 1,047,371 1,046,981 390 ------------------------------------------------------------------------------------------------------- PUGET ENERGY INC NEW COM 74531010 24,418,404 1,115,505 1,107,040 7,890 575 ------------------------------------------------------------------------------------------------------- PULITZER INC COM 74576910 4,138,548 81,148 80,548 500 100 ------------------------------------------------------------------------------------------------------- PULTE HOMES INC COM 74586710 49,651,687 1,111,522 1,108,808 2,525 189 ------------------------------------------------------------------------------------------------------- PUMATECH INC COM 74588710 858,745 332,847 332,847 ------------------------------------------------------------------------------------------------------- PURE RES INC COM 74622E10 2,823,004 140,448 140,148 300 ------------------------------------------------------------------------------------------------------- QRS CORP COM 74726X10 2,050,379 145,417 144,467 950 ------------------------------------------------------------------------------------------------------- QLOGIC CORP COM 74727710 84,899,976 1,907,436 1,901,256 5,880 300 ------------------------------------------------------------------------------------------------------- QUAKER CITY BANCORP COM 74731K10 1,040,212 34,848 34,848 ------------------------------------------------------------------------------------------------------- QUAKER CHEM CORP COM 74731610 2,728,490 132,451 132,451 ------------------------------------------------------------------------------------------------------- QUAKER FABRIC CORP N COM 74739910 849,074 102,175 102,175 ------------------------------------------------------------------------------------------------------- QUALCOMM INC COM 74752510 831,744,898 16,470,196 16,393,070 59,896 17,230 ------------------------------------------------------------------------------------------------------- QUANTA SVCS INC COM 74762E10 5,925,829 384,046 383,046 900 100 ------------------------------------------------------------------------------------------------------- QUANEX CORP COM 74762010 5,426,242 191,740 191,740 ------------------------------------------------------------------------------------------------------- QUANTUM CORP COM DSSG 74790620 16,287,181 1,653,521 1,647,501 5,620 400 ------------------------------------------------------------------------------------------------------- QUEST DIAGNOSTICS IN COM 74834L10 80,797,449 1,126,725 1,122,555 3,970 200 ------------------------------------------------------------------------------------------------------- QUEST SOFTWARE INC COM 74834T10 5,365,964 242,694 241,994 700 ------------------------------------------------------------------------------------------------------- QUESTAR CORP COM 74835610 20,563,369 820,893 814,293 2,700 3,900 ------------------------------------------------------------------------------------------------------- QUICKSILVER RESOURCE COM 74837R10 1,326,565 69,636 69,636 ------------------------------------------------------------------------------------------------------- QUIKSILVER INC COM 74838C10 3,452,796 200,744 200,744 ------------------------------------------------------------------------------------------------------- QUINTILES TRANSNATIO COM 74876710 40,422,294 2,518,523 2,437,988 69,795 10,740 ------------------------------------------------------------------------------------------------------- QUIXOTE CORP COM 74905610 934,553 49,187 49,187 ------------------------------------------------------------------------------------------------------- QWEST COMMUNICATIONS COM 74912110 477,930,732 33,823,831 33,494,337 240,790 88,704 ------------------------------------------------------------------------------------------------------- QUOVADX INC COM 74913K10 374,052 40,880 40,880 ------------------------------------------------------------------------------------------------------- Page Total 6,047,895,244 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- PROBUSINESS SERVICES 148,025 10,200 -------------------------------------------------------- PROCTER & GAMBLE CO 27,463,641 1,863,447 3,717,460 -------------------------------------------------------- PROFIT RECOVERY GROU 339,800 25,000 -------------------------------------------------------- PROGENICS PHARMACEUT 64,973 1,700 -------------------------------------------------------- PROGRESS ENERGY INC 3,984,228 19,373,538 554,791 -------------------------------------------------------- PROGRESS SOFTWARE CO 326,625 18,435 -------------------------------------------------------- PROGRESSIVE CORP OHI 1,486,385 25,560 211,000 -------------------------------------------------------- PROLOGIS TR 1,794,844 8,100 81,519 -------------------------------------------------------- PROMISTAR FINL CORP 140,041 12,100 -------------------------------------------------------- PROQUEST COMPANY 123,102 8,300 -------------------------------------------------------- PROSPERITY BANCSHARE 43,737 -------------------------------------------------------- PROTECTIVE LIFE CORP 1,268,228 17,800 57,200 -------------------------------------------------------- PROTEIN DESIGN LABS 917,135 5,000 54,900 -------------------------------------------------------- PROTON ENERGY SYS IN 273,622 20,600 -------------------------------------------------------- PROVIDENT BANCORP IN 32,100 -------------------------------------------------------- PROVIDENT BANKSHARES 515,737 15,235 -------------------------------------------------------- PROVIDENT FINL GROUP 467,839 200 80,200 -------------------------------------------------------- PROVINCE HEALTHCARE 267,034 19,500 -------------------------------------------------------- PROVIDIAN FINL CORP 5,115,472 65,160 724,067 -------------------------------------------------------- PROXIM INC 226,872 15,800 -------------------------------------------------------- PRUDENTIAL FINL INC 19,495 -------------------------------------------------------- PRUDENTIAL PLC 46,293 -------------------------------------------------------- PUBLIC SVC ENTERPRIS 4,157,705 80,263 538,334 -------------------------------------------------------- PUBLIC STORAGE INC 986,471 5,000 55,900 -------------------------------------------------------- PUGET ENERGY INC NEW 1,034,683 5,275 75,547 -------------------------------------------------------- PULITZER INC 74,648 100 6,400 -------------------------------------------------------- PULTE HOMES INC 991,765 13,996 105,761 -------------------------------------------------------- PUMATECH INC 306,247 26,600 -------------------------------------------------------- PURE RES INC 132,148 8,300 -------------------------------------------------------- QRS CORP 132,817 12,600 -------------------------------------------------------- QLOGIC CORP 1,629,946 62,202 215,288 -------------------------------------------------------- QUAKER CITY BANCORP 33,948 900 -------------------------------------------------------- QUAKER CHEM CORP 129,751 2,700 -------------------------------------------------------- QUAKER FABRIC CORP N 102,175 -------------------------------------------------------- QUALCOMM INC 13,728,576 549,134 2,192,486 -------------------------------------------------------- QUANTA SVCS INC 365,046 3,900 15,100 -------------------------------------------------------- QUANEX CORP 180,840 10,900 -------------------------------------------------------- QUANTUM CORP 1,522,121 13,300 118,100 -------------------------------------------------------- QUEST DIAGNOSTICS IN 1,040,064 4,200 82,461 -------------------------------------------------------- QUEST SOFTWARE INC 221,994 100 20,600 -------------------------------------------------------- QUESTAR CORP 732,293 7,900 80,700 -------------------------------------------------------- QUICKSILVER RESOURCE 68,136 1,500 -------------------------------------------------------- QUIKSILVER INC 185,144 15,600 -------------------------------------------------------- QUINTILES TRANSNATIO 2,241,928 54,998 221,597 -------------------------------------------------------- QUIXOTE CORP 45,387 3,800 -------------------------------------------------------- QWEST COMMUNICATIONS 29,353,029 552,153 3,918,649 -------------------------------------------------------- QUOVADX INC 40,880 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 51 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- R & G FINANCIAL CORP CL B 74913610 1,820,302 106,202 106,202 ------------------------------------------------------------------------------------------------------- RCN CORP COM 74936110 1,031,336 351,992 350,692 300 1,000 ------------------------------------------------------------------------------------------------------- RFS HOTEL INVS INC COM 74955J10 5,905,764 518,960 503,755 15,205 ------------------------------------------------------------------------------------------------------- R H DONNELLEY CORP COM NEW 74955W30 9,173,554 315,785 315,166 619 ------------------------------------------------------------------------------------------------------- R G S ENERGY GROUP I COM 74956K10 12,701,844 337,815 334,879 2,936 ------------------------------------------------------------------------------------------------------- RLI CORP COM 74960710 3,038,535 67,523 67,023 500 ------------------------------------------------------------------------------------------------------- RPC INC COM 74966010 1,925,756 109,108 109,108 ------------------------------------------------------------------------------------------------------- RPM INC OHIO COM 74968510 24,667,285 1,705,898 1,700,566 2,120 3,212 ------------------------------------------------------------------------------------------------------- RSA SEC INC COM 74971910 9,610,455 550,427 549,247 980 200 ------------------------------------------------------------------------------------------------------- RTI INTL METALS INC COM 74973W10 2,047,103 205,739 204,679 1,060 ------------------------------------------------------------------------------------------------------- RF MICRODEVICES INC COM 74994110 30,733,386 1,598,200 1,594,790 3,010 400 ------------------------------------------------------------------------------------------------------- RACING CHAMPIONS COR COM 75006910 463,710 37,700 37,700 ------------------------------------------------------------------------------------------------------- RADIAN GROUP INC COM 75023610 40,250,377 937,145 935,975 1,170 ------------------------------------------------------------------------------------------------------- RADIANT SYSTEMS INC COM 75025N10 1,749,219 152,106 152,086 20 ------------------------------------------------------------------------------------------------------- RADIO ONE INC CL A 75040P10 6,873,924 372,167 294,937 63,810 13,420 ------------------------------------------------------------------------------------------------------- RADIO ONE INC CL D NON V 75040P40 6,160,212 342,044 336,744 5,300 ------------------------------------------------------------------------------------------------------- RADIOSHACK CORP COM 75043810 123,113,695 4,090,156 4,076,134 7,482 6,540 ------------------------------------------------------------------------------------------------------- RADISYS CORP COM 75045910 2,906,554 147,841 147,101 740 ------------------------------------------------------------------------------------------------------- RAILAMERICA INC COM 75075310 2,746,315 189,925 189,925 ------------------------------------------------------------------------------------------------------- RAINDANCE COMM COM 75086X10 400,642 70,165 38,765 31,400 ------------------------------------------------------------------------------------------------------- RAINBOW TECHNOLOGIES COM 75086210 1,571,049 212,304 212,304 ------------------------------------------------------------------------------------------------------- RAMBUS INC DEL COM 75091710 6,502,341 813,810 811,810 1,920 80 ------------------------------------------------------------------------------------------------------- RALCORP HLDGS INC NE COM 75102810 6,438,764 283,646 283,546 100 ------------------------------------------------------------------------------------------------------- RANGE RES CORP COM 75281A10 2,006,914 441,080 441,080 ------------------------------------------------------------------------------------------------------- RANK GROUP PLC SPONSORED 75303710 378,252 56,880 56,880 ------------------------------------------------------------------------------------------------------- RARE HOSPITALITY INT COM 75382010 5,400,471 239,595 239,595 ------------------------------------------------------------------------------------------------------- RATIONAL SOFTWARE CO COM NEW 75409P20 52,109,499 2,672,282 2,634,927 22,615 14,740 ------------------------------------------------------------------------------------------------------- RAYMOND JAMES FINANC COM 75473010 13,061,343 367,718 366,173 1,445 100 ------------------------------------------------------------------------------------------------------- RAYONIER INC COM 75490710 22,508,459 445,977 445,477 400 100 ------------------------------------------------------------------------------------------------------- RAYOVAC CORP COM 75508110 3,299,102 187,449 187,389 60 ------------------------------------------------------------------------------------------------------- RAYTHEON CO COM NEW 75511150 371,946,090 11,455,069 11,269,219 169,137 16,713 ------------------------------------------------------------------------------------------------------- READ-RITE CORP COM 75524610 6,934,412 1,049,079 1,044,879 4,200 ------------------------------------------------------------------------------------------------------- READERS DIGEST ASSN CL A NON V 75526710 34,793,353 1,507,511 1,331,771 160,340 15,400 ------------------------------------------------------------------------------------------------------- READERS DIGEST ASSN CL B 75526720 35,488,476 1,584,307 1,584,307 ------------------------------------------------------------------------------------------------------- REALNETWORKS INC COM 75605L10 4,356,580 733,431 733,191 140 100 ------------------------------------------------------------------------------------------------------- REALTY INCOME CORP COM 75610910 8,631,840 293,600 293,500 100 ------------------------------------------------------------------------------------------------------- RECKSON ASSOCS RLTY COM 75621K10 13,343,255 571,201 571,201 ------------------------------------------------------------------------------------------------------- RECOTON CORP COM 75626810 1,123,740 82,628 82,628 ------------------------------------------------------------------------------------------------------- RED HAT INC COM 75657710 2,617,571 368,672 365,732 1,240 1,700 ------------------------------------------------------------------------------------------------------- REDBACK NETWORKS INC COM 75720910 3,262,553 825,963 821,843 4,020 100 ------------------------------------------------------------------------------------------------------- REDWOOD TR INC COM 75807540 2,495,738 103,002 103,002 ------------------------------------------------------------------------------------------------------- REEBOK INTL LTD COM 75811010 31,350,003 1,183,019 1,179,299 1,820 1,900 ------------------------------------------------------------------------------------------------------- REED INTL PLC SPON ADR N 75821287 1,845,952 55,434 55,434 ------------------------------------------------------------------------------------------------------- REGAL BELOIT CORP COM 75875010 4,180,433 191,763 191,463 300 ------------------------------------------------------------------------------------------------------- REGENCY CTRS CORP COM 75884910 12,892,067 464,579 464,579 ------------------------------------------------------------------------------------------------------- REGENERON PHARMACEUT COM 75886F10 7,260,464 257,829 257,829 ------------------------------------------------------------------------------------------------------- REGENERATION TECH IN COM 75886N10 1,197,528 117,520 117,520 ------------------------------------------------------------------------------------------------------- Page Total 944,316,217 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- R & G FINANCIAL CORP 99,802 6,400 -------------------------------------------------------- RCN CORP 320,592 1,000 30,400 -------------------------------------------------------- RFS HOTEL INVS INC 501,060 17,900 -------------------------------------------------------- R H DONNELLEY CORP 294,885 20,900 -------------------------------------------------------- R G S ENERGY GROUP I 315,415 22,400 -------------------------------------------------------- RLI CORP 61,723 5,800 -------------------------------------------------------- RPC INC 100,708 8,400 -------------------------------------------------------- RPM INC OHIO 1,634,286 3,212 68,400 -------------------------------------------------------- RSA SEC INC 509,677 5,700 35,050 -------------------------------------------------------- RTI INTL METALS INC 191,639 14,100 -------------------------------------------------------- RF MICRODEVICES INC 1,507,200 8,400 82,600 -------------------------------------------------------- RACING CHAMPIONS COR 37,700 -------------------------------------------------------- RADIAN GROUP INC 879,380 6,500 51,265 -------------------------------------------------------- RADIANT SYSTEMS INC 140,006 12,100 -------------------------------------------------------- RADIO ONE INC 311,492 13,420 47,255 -------------------------------------------------------- RADIO ONE INC 336,444 5,600 -------------------------------------------------------- RADIOSHACK CORP 3,396,270 127,430 566,456 -------------------------------------------------------- RADISYS CORP 137,491 10,350 -------------------------------------------------------- RAILAMERICA INC 179,525 10,400 -------------------------------------------------------- RAINDANCE COMM 70,165 -------------------------------------------------------- RAINBOW TECHNOLOGIES 198,104 14,200 -------------------------------------------------------- RAMBUS INC DEL 762,730 80 51,000 -------------------------------------------------------- RALCORP HLDGS INC NE 263,946 19,700 -------------------------------------------------------- RANGE RES CORP 411,480 29,600 -------------------------------------------------------- RANK GROUP PLC 56,880 -------------------------------------------------------- RARE HOSPITALITY INT 226,295 13,300 -------------------------------------------------------- RATIONAL SOFTWARE CO 2,357,036 26,440 288,806 -------------------------------------------------------- RAYMOND JAMES FINANC 342,018 100 25,600 -------------------------------------------------------- RAYONIER INC 425,677 2,600 17,700 -------------------------------------------------------- RAYOVAC CORP 176,349 11,100 -------------------------------------------------------- RAYTHEON CO 7,295,482 3,264,962 894,625 -------------------------------------------------------- READ-RITE CORP 974,979 74,100 -------------------------------------------------------- READERS DIGEST ASSN 1,184,043 171,720 151,748 -------------------------------------------------------- READERS DIGEST ASSN 1,584,307 -------------------------------------------------------- REALNETWORKS INC 671,931 6,200 55,300 -------------------------------------------------------- REALTY INCOME CORP 275,800 17,800 -------------------------------------------------------- RECKSON ASSOCS RLTY 550,301 20,900 -------------------------------------------------------- RECOTON CORP 81,028 1,600 -------------------------------------------------------- RED HAT INC 348,872 1,700 18,100 -------------------------------------------------------- REDBACK NETWORKS INC 734,193 9,900 81,870 -------------------------------------------------------- REDWOOD TR INC 100,702 2,300 -------------------------------------------------------- REEBOK INTL LTD 1,046,969 18,374 117,676 -------------------------------------------------------- REED INTL PLC 15,601 39,833 -------------------------------------------------------- REGAL BELOIT CORP 175,363 16,400 -------------------------------------------------------- REGENCY CTRS CORP 450,179 14,400 -------------------------------------------------------- REGENERON PHARMACEUT 241,629 16,200 -------------------------------------------------------- REGENERATION TECH IN 115,120 2,400 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 52 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- REGENT COMMUNICATION COM 75886510 1,144,428 169,545 169,545 ------------------------------------------------------------------------------------------------------- REGIS CORP MINN COM 75893210 9,119,417 353,740 353,720 20 ------------------------------------------------------------------------------------------------------- REGIONS FINL CORP COM 75894010 134,039,134 4,476,925 4,435,685 29,220 12,020 ------------------------------------------------------------------------------------------------------- REGISTER COM INC COM 75914G10 3,431,140 298,360 298,260 100 ------------------------------------------------------------------------------------------------------- REHABCARE GROUP INC COM 75914810 4,183,900 141,348 141,348 ------------------------------------------------------------------------------------------------------- REINSURANCE GROUP AM COM 75935110 7,219,962 216,946 216,946 ------------------------------------------------------------------------------------------------------- RELIANCE STEEL & ALU COM 75950910 5,852,805 222,964 222,964 ------------------------------------------------------------------------------------------------------- RELIANT RES INC COM 75952B10 6,726,091 407,395 402,595 4,800 ------------------------------------------------------------------------------------------------------- RELIANT ENERGY INC COM 75952J10 163,667,013 6,171,456 6,144,800 21,772 4,884 ------------------------------------------------------------------------------------------------------- REMEC INC COM 75954310 4,248,507 425,276 425,276 ------------------------------------------------------------------------------------------------------- REMINGTON OIL & GAS COM 75959430 2,543,082 146,999 146,999 ------------------------------------------------------------------------------------------------------- RENAISSANCE LEARNING COM 75968L10 4,933,306 161,907 161,907 ------------------------------------------------------------------------------------------------------- REPUBLIC BANCSHARES COM 75992910 486,707 37,439 37,439 ------------------------------------------------------------------------------------------------------- RENAL CARE GROUP INC COM 75993010 15,905,004 495,483 494,983 500 ------------------------------------------------------------------------------------------------------- RENT A CTR INC NEW COM 76009N10 2,610,571 77,765 77,625 40 100 ------------------------------------------------------------------------------------------------------- RENT WAY INC COM 76009U10 1,397,245 233,263 233,263 ------------------------------------------------------------------------------------------------------- REPSOL YPF S A SPONSORED 76026T20 693,705 47,743 47,743 ------------------------------------------------------------------------------------------------------- REPUBLIC BANCORP KY CL A 76028120 537,900 39,874 39,874 ------------------------------------------------------------------------------------------------------- REPUBLIC BANCORP INC COM 76028210 8,756,163 632,214 631,784 430 ------------------------------------------------------------------------------------------------------- REPUBLIC SVCS INC COM 76075910 33,478,207 1,676,425 1,671,165 5,160 100 ------------------------------------------------------------------------------------------------------- RESEARCH FRONTIERS I COM 76091110 1,482,019 88,426 88,426 ------------------------------------------------------------------------------------------------------- RESMED INC COM 76115210 10,657,557 197,655 197,095 560 ------------------------------------------------------------------------------------------------------- RESORTQUEST INTL INC COM 76118310 680,822 143,030 143,030 ------------------------------------------------------------------------------------------------------- RESOURCE AMERICA INC CL A 76119520 1,226,687 131,337 131,337 ------------------------------------------------------------------------------------------------------- RESOURCES CONNECTION COM 76122Q10 3,351,809 127,300 127,300 ------------------------------------------------------------------------------------------------------- RESPIRONICS INC COM 76123010 9,812,230 283,263 282,983 280 ------------------------------------------------------------------------------------------------------- RETEK INC COM 76128Q10 15,496,615 518,802 517,894 708 200 ------------------------------------------------------------------------------------------------------- REUTERS GROUP PLC SPONSORED 76132M10 723,839 12,066 12,066 ------------------------------------------------------------------------------------------------------- REVLON INC CL A 76152550 439,460 65,985 65,785 200 ------------------------------------------------------------------------------------------------------- REYNOLDS & REYNOLDS CL A 76169510 37,239,076 1,535,632 1,524,672 10,760 200 ------------------------------------------------------------------------------------------------------- REYNOLDS R J TOB HLD COM 76182K10 54,610,662 969,994 963,352 6,128 514 ------------------------------------------------------------------------------------------------------- RIBOZYME PHARMACEUTI COM 76256710 421,116 92,148 92,148 ------------------------------------------------------------------------------------------------------- RICHARDSON ELECTRS L COM 76316510 597,897 49,413 49,413 ------------------------------------------------------------------------------------------------------- RIGEL PHARMACEUTICAL COM 76655910 1,112,396 239,225 239,225 ------------------------------------------------------------------------------------------------------- RIGHTCHOICE MANAGED COM 76657T10 3,478,922 49,706 49,706 ------------------------------------------------------------------------------------------------------- RIGGS NATL CORP WASH COM 76657010 1,997,682 142,998 142,798 200 ------------------------------------------------------------------------------------------------------- RIGHT MGMT CONSULTAN COM 76657310 1,831,862 105,888 105,888 ------------------------------------------------------------------------------------------------------- RIO TINTO PLC SPONSORED 76720410 14,141,528 180,607 84,130 96,477 ------------------------------------------------------------------------------------------------------- RITE AID CORP COM 76775410 18,363,483 3,629,147 3,623,787 5,140 220 ------------------------------------------------------------------------------------------------------- RIVERSTONE NETWORKS COM 76932010 13,546,878 816,077 813,051 2,894 132 ------------------------------------------------------------------------------------------------------- RIVIANA FOODS INC COM 76953610 1,099,204 61,927 61,927 ------------------------------------------------------------------------------------------------------- ROADWAY CORP COM 76974210 6,624,056 180,492 179,992 500 ------------------------------------------------------------------------------------------------------- ROANOKE ELEC STL COR COM 76984110 1,474,695 106,862 106,862 ------------------------------------------------------------------------------------------------------- ROBBINS & MYERS INC COM 77019610 2,199,369 93,950 93,950 ------------------------------------------------------------------------------------------------------- ROBERT HALF INTL INC COM 77032310 94,820,083 3,551,314 3,545,884 5,190 240 ------------------------------------------------------------------------------------------------------- ROCK-TENN CO CL A 77273920 3,057,508 212,327 121,095 91,232 ------------------------------------------------------------------------------------------------------- ROCKWELL INTL CORP N COM 77390310 67,342,576 3,770,581 3,732,544 14,454 23,583 ------------------------------------------------------------------------------------------------------- Page Total 778,804,318 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- REGENT COMMUNICATION 166,545 3,000 -------------------------------------------------------- REGIS CORP MINN 330,440 23,300 -------------------------------------------------------- REGIONS FINL CORP 3,962,340 78,257 436,328 -------------------------------------------------------- REGISTER COM INC 283,960 14,400 -------------------------------------------------------- REHABCARE GROUP INC 131,648 9,700 -------------------------------------------------------- REINSURANCE GROUP AM 205,046 100 11,800 -------------------------------------------------------- RELIANCE STEEL & ALU 212,164 10,800 -------------------------------------------------------- RELIANT RES INC 319,795 4,500 83,100 -------------------------------------------------------- RELIANT ENERGY INC 5,339,096 95,262 737,098 -------------------------------------------------------- REMEC INC 401,376 23,900 -------------------------------------------------------- REMINGTON OIL & GAS 137,099 9,900 -------------------------------------------------------- RENAISSANCE LEARNING 156,357 5,550 -------------------------------------------------------- REPUBLIC BANCSHARES 37,439 -------------------------------------------------------- RENAL CARE GROUP INC 464,083 31,400 -------------------------------------------------------- RENT A CTR INC NEW 73,265 100 4,400 -------------------------------------------------------- RENT WAY INC 217,863 15,400 -------------------------------------------------------- REPSOL YPF S A 47,743 -------------------------------------------------------- REPUBLIC BANCORP KY 39,874 -------------------------------------------------------- REPUBLIC BANCORP INC 597,674 34,540 -------------------------------------------------------- REPUBLIC SVCS INC 1,556,359 9,900 110,166 -------------------------------------------------------- RESEARCH FRONTIERS I 82,026 6,400 -------------------------------------------------------- RESMED INC 174,355 2,700 20,600 -------------------------------------------------------- RESORTQUEST INTL INC 133,030 10,000 -------------------------------------------------------- RESOURCE AMERICA INC 121,737 9,600 -------------------------------------------------------- RESOURCES CONNECTION 125,300 2,000 -------------------------------------------------------- RESPIRONICS INC 260,563 22,700 -------------------------------------------------------- RETEK INC 485,002 4,200 29,600 -------------------------------------------------------- REUTERS GROUP PLC 12,066 -------------------------------------------------------- REVLON INC 65,985 -------------------------------------------------------- REYNOLDS & REYNOLDS 1,491,532 2,900 41,200 -------------------------------------------------------- REYNOLDS R J TOB HLD 960,880 6,414 2,700 -------------------------------------------------------- RIBOZYME PHARMACEUTI 92,148 -------------------------------------------------------- RICHARDSON ELECTRS L 45,413 4,000 -------------------------------------------------------- RIGEL PHARMACEUTICAL 223,125 16,100 -------------------------------------------------------- RIGHTCHOICE MANAGED 47,306 2,400 -------------------------------------------------------- RIGGS NATL CORP WASH 131,498 11,500 -------------------------------------------------------- RIGHT MGMT CONSULTAN 103,938 1,950 -------------------------------------------------------- RIO TINTO PLC 179,017 1,590 -------------------------------------------------------- RITE AID CORP 3,367,027 17,320 244,800 -------------------------------------------------------- RIVERSTONE NETWORKS 738,590 6,053 71,434 -------------------------------------------------------- RIVIANA FOODS INC 57,527 4,400 -------------------------------------------------------- ROADWAY CORP 164,892 500 15,100 -------------------------------------------------------- ROANOKE ELEC STL COR 100,062 6,800 -------------------------------------------------------- ROBBINS & MYERS INC 88,062 5,888 -------------------------------------------------------- ROBERT HALF INTL INC 2,997,138 118,271 435,905 -------------------------------------------------------- ROCK-TENN CO 210,127 2,200 -------------------------------------------------------- ROCKWELL INTL CORP N 3,225,771 87,729 457,081 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 53 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- ROCKWELL COLLINS INC COM 77434110 73,348,665 3,761,470 3,714,833 25,054 21,583 ------------------------------------------------------------------------------------------------------- ROGERS CORP COM 77513310 4,182,854 138,048 138,008 40 ------------------------------------------------------------------------------------------------------- ROHM & HAAS CO COM 77537110 161,547,183 4,664,949 4,617,245 36,578 11,126 ------------------------------------------------------------------------------------------------------- ROLLINS INC COM 77571110 5,387,100 269,355 269,315 40 ------------------------------------------------------------------------------------------------------- ROPER INDS INC NEW COM 77669610 18,276,687 369,226 368,566 560 100 ------------------------------------------------------------------------------------------------------- ROSLYN BANCORP INC COM 77816210 17,339,857 990,849 990,099 750 ------------------------------------------------------------------------------------------------------- ROSS STORES INC COM 77829610 37,620,312 1,172,703 1,169,713 2,590 400 ------------------------------------------------------------------------------------------------------- ROSTELECOM OPEN JT S SPONSORED 77852910 521,556 99,344 99,344 ------------------------------------------------------------------------------------------------------- ROUSE CO COM 77927310 20,074,868 685,383 681,523 3,860 ------------------------------------------------------------------------------------------------------- ROWAN COS INC COM 77938210 38,798,787 2,003,035 1,995,260 7,415 360 ------------------------------------------------------------------------------------------------------- ROXIO INC COM 78000810 2,604,010 157,342 156,315 1,027 ------------------------------------------------------------------------------------------------------- ROYAL & SUN ALLIANCE SPON ADR N 78004V20 388,551 13,302 13,302 ------------------------------------------------------------------------------------------------------- ROYAL BANCSHARES PA CL A 78008110 594,082 29,483 29,483 ------------------------------------------------------------------------------------------------------- ROYAL BK CDA MONTREA COM 78008710 455,589 13,988 13,854 134 ------------------------------------------------------------------------------------------------------- ROYAL DUTCH PETE CO NY REG GLD 78025780 1,599,723,974 32,634,108 32,462,327 171,781 ------------------------------------------------------------------------------------------------------- RUBY TUESDAY INC COM 78118210 16,711,682 810,067 724,008 73,109 12,950 ------------------------------------------------------------------------------------------------------- RUDDICK CORP COM 78125810 6,879,905 430,263 430,063 100 100 ------------------------------------------------------------------------------------------------------- RUDOLPH TECHNOLOGIES COM 78127010 3,079,670 89,734 89,734 ------------------------------------------------------------------------------------------------------- RURAL CELLULAR CORP CL A 78190410 1,594,101 71,645 70,715 930 ------------------------------------------------------------------------------------------------------- RUSS BERRIE & CO COM 78223310 4,494,750 149,825 149,825 ------------------------------------------------------------------------------------------------------- RUSSELL CORP COM 78235210 3,737,294 248,987 248,719 268 ------------------------------------------------------------------------------------------------------- RYANS FAMILY STEAK H COM 78351910 6,579,261 303,892 300,212 2,720 960 ------------------------------------------------------------------------------------------------------- RYDER SYS INC COM 78354910 36,433,294 1,644,844 1,643,364 1,480 ------------------------------------------------------------------------------------------------------- RYERSON TULL INC NEW COM 78375P10 2,443,639 222,149 222,149 ------------------------------------------------------------------------------------------------------- RYLAND GROUP INC COM 78376410 19,038,807 260,093 260,093 ------------------------------------------------------------------------------------------------------- S & T BANCORP INC COM 78385910 5,454,380 224,645 224,645 ------------------------------------------------------------------------------------------------------- SBC COMMUNICATIONS I COM 78387G10 3,099,700,754 79,134,561 75,494,664 3,112,118 527,779 ------------------------------------------------------------------------------------------------------- SBS TECHNOLOGIES INC COM 78387P10 2,244,464 154,047 154,047 ------------------------------------------------------------------------------------------------------- SBA COMMUNICATIONS C COM 78388J10 4,550,060 349,467 348,827 540 100 ------------------------------------------------------------------------------------------------------- SCM MICROSYSTEMS INC COM 78401810 1,975,331 134,927 134,927 ------------------------------------------------------------------------------------------------------- SCPIE HLDGS INC COM 78402P10 2,465,014 84,274 84,274 ------------------------------------------------------------------------------------------------------- SCP POOL CORP COM 78402810 5,101,857 185,860 183,625 2,085 150 ------------------------------------------------------------------------------------------------------- SEI INVESTMENTS CO COM 78411710 48,200,846 1,068,518 1,041,405 26,853 260 ------------------------------------------------------------------------------------------------------- SEMCO ENERGY INC COM 78412D10 1,896,998 176,465 176,465 ------------------------------------------------------------------------------------------------------- SJW CORP COM 78430510 2,259,417 26,491 26,491 ------------------------------------------------------------------------------------------------------- SKF AB SPONSORED 78437540 371,481 19,198 19,198 ------------------------------------------------------------------------------------------------------- SK TELECOM LTD SPONSORED 78440P10 1,416,607 65,523 65,523 ------------------------------------------------------------------------------------------------------- SL GREEN RLTY CORP COM 78440X10 25,817,221 840,678 752,328 88,350 ------------------------------------------------------------------------------------------------------- SLI INC COM 78442T10 537,469 205,927 205,867 60 ------------------------------------------------------------------------------------------------------- SPDR TR UNIT SER 1 78462F10 53,380,957 467,025 395,079 71,946 ------------------------------------------------------------------------------------------------------- SPSS INC COM 78462K10 1,729,435 97,433 97,433 ------------------------------------------------------------------------------------------------------- SPS TECHNOLOGIES INC COM 78462610 3,523,951 100,915 100,495 420 ------------------------------------------------------------------------------------------------------- S1 CORPORATION COM 78463B10 9,922,336 613,247 611,847 1,300 100 ------------------------------------------------------------------------------------------------------- SPX CORP COM 78463510 81,829,100 597,729 530,782 49,518 17,429 ------------------------------------------------------------------------------------------------------- SRI/SURGICAL EXPRESS COM 78464W10 227,824 14,239 14,239 ------------------------------------------------------------------------------------------------------- SABA SOFTWARE INC COM 78493210 1,317,371 252,370 252,270 100 ------------------------------------------------------------------------------------------------------- SWS GROUP INC COM 78503N10 3,357,516 131,926 131,805 121 ------------------------------------------------------------------------------------------------------- Page Total 5,439,136,867 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- ROCKWELL COLLINS INC 3,245,979 63,328 452,163 -------------------------------------------------------- ROGERS CORP 126,182 11,866 -------------------------------------------------------- ROHM & HAAS CO 4,036,044 80,582 548,323 -------------------------------------------------------- ROLLINS INC 256,855 12,500 -------------------------------------------------------- ROPER INDS INC NEW 348,669 100 20,457 -------------------------------------------------------- ROSLYN BANCORP INC 921,899 8,050 60,900 -------------------------------------------------------- ROSS STORES INC 1,097,003 8,500 67,200 -------------------------------------------------------- ROSTELECOM OPEN JT S 53,472 27,403 18,469 -------------------------------------------------------- ROUSE CO 625,983 3,000 56,400 -------------------------------------------------------- ROWAN COS INC 1,797,416 21,953 183,666 -------------------------------------------------------- ROXIO INC 146,936 10,406 -------------------------------------------------------- ROYAL & SUN ALLIANCE 13,302 -------------------------------------------------------- ROYAL BANCSHARES PA 29,483 -------------------------------------------------------- ROYAL BK CDA MONTREA 12,779 1,209 -------------------------------------------------------- ROYAL DUTCH PETE CO 29,830,018 490,750 2,313,340 -------------------------------------------------------- RUBY TUESDAY INC 736,617 12,950 60,500 -------------------------------------------------------- RUDDICK CORP 408,050 100 22,113 -------------------------------------------------------- RUDOLPH TECHNOLOGIES 83,734 6,000 -------------------------------------------------------- RURAL CELLULAR CORP 67,245 4,400 -------------------------------------------------------- RUSS BERRIE & CO 143,425 6,400 -------------------------------------------------------- RUSSELL CORP 220,711 28,276 -------------------------------------------------------- RYANS FAMILY STEAK H 269,232 960 33,700 -------------------------------------------------------- RYDER SYS INC 1,519,636 14,300 110,908 -------------------------------------------------------- RYERSON TULL INC NEW 207,749 14,400 -------------------------------------------------------- RYLAND GROUP INC 250,993 9,100 -------------------------------------------------------- S & T BANCORP INC 209,945 14,700 -------------------------------------------------------- SBC COMMUNICATIONS I 65,815,937 3,510,914 9,807,710 -------------------------------------------------------- SBS TECHNOLOGIES INC 145,347 8,700 -------------------------------------------------------- SBA COMMUNICATIONS C 325,267 100 24,100 -------------------------------------------------------- SCM MICROSYSTEMS INC 124,827 10,100 -------------------------------------------------------- SCPIE HLDGS INC 78,374 5,900 -------------------------------------------------------- SCP POOL CORP 171,123 150 14,587 -------------------------------------------------------- SEI INVESTMENTS CO 1,020,163 4,160 44,195 -------------------------------------------------------- SEMCO ENERGY INC 162,965 13,500 -------------------------------------------------------- SJW CORP 24,991 1,500 -------------------------------------------------------- SKF AB 19,198 -------------------------------------------------------- SK TELECOM LTD 28,312 37,211 -------------------------------------------------------- SL GREEN RLTY CORP 822,178 18,500 -------------------------------------------------------- SLI INC 194,727 11,200 -------------------------------------------------------- SPDR TR 442,625 24,400 -------------------------------------------------------- SPSS INC 89,833 7,600 -------------------------------------------------------- SPS TECHNOLOGIES INC 94,715 6,200 -------------------------------------------------------- S1 CORPORATION 575,947 100 37,200 -------------------------------------------------------- SPX CORP 535,777 19,729 42,223 -------------------------------------------------------- SRI/SURGICAL EXPRESS 14,239 -------------------------------------------------------- SABA SOFTWARE INC 237,170 100 15,100 -------------------------------------------------------- SWS GROUP INC 119,827 12,099 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 54 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- S Y BANCORP INC COM 78506010 1,472,625 44,223 44,223 ------------------------------------------------------------------------------------------------------- SABRE HLDGS CORP CL A 78590510 111,920,081 2,642,741 2,636,505 4,912 1,324 ------------------------------------------------------------------------------------------------------- SAFECO CORP COM 78642910 103,428,404 3,320,334 3,304,225 9,710 6,399 ------------------------------------------------------------------------------------------------------- SAFEGUARD SCIENTIFIC COM 78644910 3,980,263 1,137,218 1,136,128 990 100 ------------------------------------------------------------------------------------------------------- SAFEWAY INC COM NEW 78651420 431,193,081 10,327,978 10,270,988 50,945 6,045 ------------------------------------------------------------------------------------------------------- SAGA COMMUNICATIONS CL A 78659810 1,965,527 94,953 94,953 ------------------------------------------------------------------------------------------------------- SAGE INC COM 78663210 3,953,218 106,642 106,642 ------------------------------------------------------------------------------------------------------- ST FRANCIS CAP CORP COM 78937410 1,501,252 64,905 64,905 ------------------------------------------------------------------------------------------------------- ST JOE CO COM 79014810 6,608,773 238,154 237,034 1,120 ------------------------------------------------------------------------------------------------------- ST JUDE MED INC COM 79084910 179,215,656 2,307,993 2,301,578 4,915 1,500 ------------------------------------------------------------------------------------------------------- ST MARY LD & EXPL CO COM 79222810 5,585,705 263,601 260,396 3,205 ------------------------------------------------------------------------------------------------------- ST PAUL COS INC COM 79286010 225,586,633 5,130,467 5,092,138 32,073 6,256 ------------------------------------------------------------------------------------------------------- SAKS INC COM 79377W10 13,017,951 1,393,785 1,388,955 4,730 100 ------------------------------------------------------------------------------------------------------- SALEM COMMUNICATIONS CL A 79409310 1,972,595 85,765 85,765 ------------------------------------------------------------------------------------------------------- SALTON INC COM 79575710 1,171,900 62,071 62,071 ------------------------------------------------------------------------------------------------------- SAN PAOLO-IMI S P A SPONSORED 79917510 411,575 18,802 18,802 ------------------------------------------------------------------------------------------------------- SANCHEZ COMPUTER ASS COM 79970210 1,067,724 124,880 124,760 120 ------------------------------------------------------------------------------------------------------- SANDERSON FARMS INC COM 80001310 1,099,738 51,510 51,510 ------------------------------------------------------------------------------------------------------- SANDISK CORP COM 80004C10 9,954,374 691,276 690,676 500 100 ------------------------------------------------------------------------------------------------------- SANDY SPRING BANCORP COM 80036310 4,056,733 127,330 127,330 ------------------------------------------------------------------------------------------------------- SANGAMO BIOSCIENCES COM 80067710 832,866 89,172 89,172 ------------------------------------------------------------------------------------------------------- SANMINA SCI CORP COM 80090710 215,167,197 10,812,422 10,788,600 23,194 628 ------------------------------------------------------------------------------------------------------- SANGSTAT MED CORP COM 80100310 4,622,490 235,361 235,361 ------------------------------------------------------------------------------------------------------- SANTANDER BANCORP COM 80280910 1,670,172 86,047 86,047 ------------------------------------------------------------------------------------------------------- SAP AKTIENGESELLSCHA SPONSORED 80305420 455,928 14,279 13,959 320 ------------------------------------------------------------------------------------------------------- SAPIENT CORP COM 80306210 19,327,707 2,503,589 2,493,047 10,142 400 ------------------------------------------------------------------------------------------------------- SARA LEE CORP COM 80311110 471,122,835 21,193,110 17,435,990 3,662,780 94,340 ------------------------------------------------------------------------------------------------------- SATCON TECHNOLOGY CO COM 80389310 420,461 80,858 80,858 ------------------------------------------------------------------------------------------------------- SAUER-DANFOSS INC COM 80413710 904,376 113,047 112,987 60 ------------------------------------------------------------------------------------------------------- SAUL CTRS INC COM 80439510 3,367,193 157,714 157,714 ------------------------------------------------------------------------------------------------------- SCANA CORP NEW COM 80589M10 28,253,823 1,015,229 1,008,779 6,050 400 ------------------------------------------------------------------------------------------------------- SCANSOURCE INC COM 80603710 2,462,681 51,737 51,737 ------------------------------------------------------------------------------------------------------- SCHAWK INC CL A 80637310 865,128 78,648 78,648 ------------------------------------------------------------------------------------------------------- SCHEIN HENRY INC COM 80640710 37,190,376 1,004,331 997,431 400 6,500 ------------------------------------------------------------------------------------------------------- SCHERING PLOUGH CORP COM 80660510 1,072,520,422 29,950,305 29,366,467 299,753 284,085 ------------------------------------------------------------------------------------------------------- SCHLUMBERGER LTD COM 80685710 546,687,439 9,948,816 9,757,925 190,891 ------------------------------------------------------------------------------------------------------- SCHOLASTIC CORP COM 80706610 27,296,928 542,359 541,759 400 200 ------------------------------------------------------------------------------------------------------- SCHOOL SPECIALTY INC COM 80786310 5,040,692 220,310 220,070 240 ------------------------------------------------------------------------------------------------------- SCHULER HOMES INC CL A 80818810 5,441,857 274,149 274,149 ------------------------------------------------------------------------------------------------------- SCHULMAN A INC COM 80819410 5,083,642 372,428 372,128 300 ------------------------------------------------------------------------------------------------------- SCHWAB CHARLES CORP COM 80851310 433,289,808 28,008,391 27,876,569 118,997 12,825 ------------------------------------------------------------------------------------------------------- SCHWEITZER-MAUDUIT I COM 80854110 3,270,161 137,691 137,691 ------------------------------------------------------------------------------------------------------- SCICLONE PHARMACEUTI COM 80862K10 835,035 278,345 278,345 ------------------------------------------------------------------------------------------------------- SCIENTIFIC ATLANTA I COM 80865510 87,119,838 3,639,091 3,632,481 6,390 220 ------------------------------------------------------------------------------------------------------- SCIENTIFIC GAMES COR CL A 80874P10 1,853,162 211,790 132,790 79,000 ------------------------------------------------------------------------------------------------------- SCIOS INC COM 80890510 9,706,931 408,369 408,369 ------------------------------------------------------------------------------------------------------- SCOTTISH PWR PLC SPON ADR F 81013T70 545,972 25,160 25,149 11 ------------------------------------------------------------------------------------------------------- Page Total 4,094,518,928 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- S Y BANCORP INC 43,123 1,100 -------------------------------------------------------- SABRE HLDGS CORP 2,308,645 42,628 291,468 -------------------------------------------------------- SAFECO CORP 2,921,565 36,971 361,798 -------------------------------------------------------- SAFEGUARD SCIENTIFIC 1,062,618 100 74,500 -------------------------------------------------------- SAFEWAY INC 8,974,540 159,212 1,194,226 -------------------------------------------------------- SAGA COMMUNICATIONS 88,853 6,100 -------------------------------------------------------- SAGE INC 99,542 7,100 -------------------------------------------------------- ST FRANCIS CAP CORP 63,505 1,400 -------------------------------------------------------- ST JOE CO 214,654 700 22,800 -------------------------------------------------------- ST JUDE MED INC 1,978,911 80,502 248,580 -------------------------------------------------------- ST MARY LD & EXPL CO 245,101 18,500 -------------------------------------------------------- ST PAUL COS INC 4,468,345 71,847 590,275 -------------------------------------------------------- SAKS INC 1,311,985 6,000 75,800 -------------------------------------------------------- SALEM COMMUNICATIONS 80,265 5,500 -------------------------------------------------------- SALTON INC 58,571 3,500 -------------------------------------------------------- SAN PAOLO-IMI S P A 18,802 -------------------------------------------------------- SANCHEZ COMPUTER ASS 122,380 2,500 -------------------------------------------------------- SANDERSON FARMS INC 51,510 -------------------------------------------------------- SANDISK CORP 644,076 4,700 42,500 -------------------------------------------------------- SANDY SPRING BANCORP 118,780 8,550 -------------------------------------------------------- SANGAMO BIOSCIENCES 87,472 1,700 -------------------------------------------------------- SANMINA SCI CORP 9,447,143 142,469 1,222,810 -------------------------------------------------------- SANGSTAT MED CORP 224,561 10,800 -------------------------------------------------------- SANTANDER BANCORP 80,947 5,100 -------------------------------------------------------- SAP AKTIENGESELLSCHA 14,279 -------------------------------------------------------- SAPIENT CORP 2,277,431 25,900 200,258 -------------------------------------------------------- SARA LEE CORP 14,832,337 4,321,008 2,039,765 -------------------------------------------------------- SATCON TECHNOLOGY CO 80,858 -------------------------------------------------------- SAUER-DANFOSS INC 100,647 12,400 -------------------------------------------------------- SAUL CTRS INC 149,314 8,400 -------------------------------------------------------- SCANA CORP NEW 942,329 6,300 66,600 -------------------------------------------------------- SCANSOURCE INC 48,037 3,700 -------------------------------------------------------- SCHAWK INC 78,648 -------------------------------------------------------- SCHEIN HENRY INC 948,631 21,500 34,200 -------------------------------------------------------- SCHERING PLOUGH CORP 25,299,091 1,366,031 3,285,183 -------------------------------------------------------- SCHLUMBERGER LTD 8,751,291 140,594 1,056,931 -------------------------------------------------------- SCHOLASTIC CORP 503,859 6,900 31,600 -------------------------------------------------------- SCHOOL SPECIALTY INC 210,710 9,600 -------------------------------------------------------- SCHULER HOMES INC 255,449 18,700 -------------------------------------------------------- SCHULMAN A INC 353,428 19,000 -------------------------------------------------------- SCHWAB CHARLES CORP 23,380,650 948,741 3,679,000 -------------------------------------------------------- SCHWEITZER-MAUDUIT I 137,691 -------------------------------------------------------- SCICLONE PHARMACEUTI 258,045 20,300 -------------------------------------------------------- SCIENTIFIC ATLANTA I 3,160,793 45,347 432,951 -------------------------------------------------------- SCIENTIFIC GAMES COR 132,790 79,000 -------------------------------------------------------- SCIOS INC 383,769 24,600 -------------------------------------------------------- SCOTTISH PWR PLC 25,160 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 55 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- SCOTTS CO CL A 81018610 14,035,050 294,854 290,554 4,200 100 ------------------------------------------------------------------------------------------------------- SCRIPPS E W CO OHIO CL A 81105420 24,017,004 363,894 363,614 280 ------------------------------------------------------------------------------------------------------- SEACHANGE INTL INC COM 81169910 5,473,018 160,405 160,405 ------------------------------------------------------------------------------------------------------- SEACOAST FINL SVCS C COM 81170Q10 5,155,924 300,637 297,661 1,876 1,100 ------------------------------------------------------------------------------------------------------- SEACOAST BKG CORP FL CL A 81170710 1,489,718 32,106 32,106 ------------------------------------------------------------------------------------------------------- SEACOR SMIT INC COM 81190410 7,564,684 163,032 162,642 390 ------------------------------------------------------------------------------------------------------- SEALED AIR CORP NEW COM 81211K10 81,265,517 1,990,826 1,973,416 11,839 5,571 ------------------------------------------------------------------------------------------------------- SEARS ROEBUCK & CO COM 81238710 1,570,132,459 32,958,280 32,941,494 14,055 2,731 ------------------------------------------------------------------------------------------------------- SEATTLE GENETICS INC COM 81257810 372,449 65,342 62,487 2,855 ------------------------------------------------------------------------------------------------------- SECOND BANCORP INC COM 81311410 1,587,254 73,450 73,450 ------------------------------------------------------------------------------------------------------- SECTOR SPDR TR SBI CONS S 81369Y30 1,003,300 39,500 39,500 ------------------------------------------------------------------------------------------------------- SECTOR SPDR TR SBI INT-UT 81369Y88 568,448 20,280 20,280 ------------------------------------------------------------------------------------------------------- SECURE COMPUTING COR COM 81370510 5,225,454 254,280 253,480 800 ------------------------------------------------------------------------------------------------------- SECURITY CAP GROUP I CL B 81413P20 13,529,846 533,301 528,201 5,000 100 ------------------------------------------------------------------------------------------------------- SEEBEYOND TECHNOLOGI COM 81570410 2,860,821 294,930 294,930 ------------------------------------------------------------------------------------------------------- SEITEL INC COM NEW 81607430 4,078,313 299,876 299,876 ------------------------------------------------------------------------------------------------------- SELECT MEDICAL CORP COM 81619610 1,629,515 101,338 101,338 ------------------------------------------------------------------------------------------------------- SELECTICA INC COM 81628810 872,289 144,180 144,180 ------------------------------------------------------------------------------------------------------- SELECTIVE INS GROUP COM 81630010 5,311,789 244,445 244,245 100 100 ------------------------------------------------------------------------------------------------------- SEMTECH CORP COM 81685010 31,745,148 889,469 888,389 880 200 ------------------------------------------------------------------------------------------------------- SEMPRA ENERGY COM 81685110 111,625,044 4,546,845 4,538,172 7,773 900 ------------------------------------------------------------------------------------------------------- SEMITOOL INC COM 81690910 1,670,879 145,547 145,547 ------------------------------------------------------------------------------------------------------- SENIOR HSG PPTYS TR SH BEN INT 81721M10 3,003,071 215,893 215,833 60 ------------------------------------------------------------------------------------------------------- SENSIENT TECHNOLOGIE COM 81725T10 12,260,690 589,173 588,873 300 ------------------------------------------------------------------------------------------------------- SEPRACOR INC COM 81731510 49,962,820 875,619 809,250 4,869 61,500 ------------------------------------------------------------------------------------------------------- SEQUA CORPORATION CL A 81732010 3,535,345 74,397 74,397 ------------------------------------------------------------------------------------------------------- SEQUENOM INC COM 81733710 2,343,836 219,666 219,666 ------------------------------------------------------------------------------------------------------- SERENA SOFTWARE INC COM 81749210 9,139,648 420,407 420,397 10 ------------------------------------------------------------------------------------------------------- SERONO S A SPONSORED 81752M10 491,774 22,162 22,162 ------------------------------------------------------------------------------------------------------- SEROLOGICALS CORP COM 81752310 5,619,390 261,367 241,117 20,250 ------------------------------------------------------------------------------------------------------- SERVICE CORP INTL COM 81756510 10,812,995 2,166,933 2,143,079 23,634 220 ------------------------------------------------------------------------------------------------------- SERVICEMASTER CO COM 81760N10 35,448,322 2,568,719 2,558,554 9,270 895 ------------------------------------------------------------------------------------------------------- 7-ELEVEN INC COM NEW 81782620 3,153,924 269,336 269,336 ------------------------------------------------------------------------------------------------------- SHAW GROUP INC COM 82028010 6,270,669 266,837 265,897 940 ------------------------------------------------------------------------------------------------------- SHELL TRANS & TRADIN NEW YRK SH 82270360 3,204,582 77,312 77,312 ------------------------------------------------------------------------------------------------------- SHERWIN WILLIAMS CO COM 82434810 113,256,907 4,118,433 4,106,633 5,700 6,100 ------------------------------------------------------------------------------------------------------- SHOPKO STORES INC COM 82491110 2,513,063 264,533 264,533 ------------------------------------------------------------------------------------------------------- SHUFFLE MASTER INC COM 82554910 2,455,504 156,701 156,701 ------------------------------------------------------------------------------------------------------- SHURGARD STORAGE CTR COM 82567D10 12,383,200 386,975 386,875 100 ------------------------------------------------------------------------------------------------------- SICOR INC COM 82584610 10,474,945 668,045 667,585 460 ------------------------------------------------------------------------------------------------------- SIEBEL SYS INC COM 82617010 262,101,251 9,367,450 9,345,495 21,195 760 ------------------------------------------------------------------------------------------------------- SIEMENS A G SPONSORED 82619750 2,488,370 38,002 38,002 ------------------------------------------------------------------------------------------------------- SIERRA HEALTH SVCS I COM 82632210 2,777,773 342,935 342,935 ------------------------------------------------------------------------------------------------------- SIERRA PAC RES NEW COM 82642810 19,176,905 1,274,213 1,272,882 1,031 300 ------------------------------------------------------------------------------------------------------- SIGMA ALDRICH CORP COM 82655210 64,308,686 1,631,786 1,611,609 18,937 1,240 ------------------------------------------------------------------------------------------------------- SIGNALSOFT CORP COM 82668M10 673,266 150,619 150,619 ------------------------------------------------------------------------------------------------------- SILICON LABORATORIES COM 82691910 4,385,401 130,092 130,042 50 ------------------------------------------------------------------------------------------------------- Page Total 2,533,456,260 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- SCOTTS CO 284,354 100 10,400 -------------------------------------------------------- SCRIPPS E W CO OHIO 334,306 2,500 27,088 -------------------------------------------------------- SEACHANGE INTL INC 148,305 12,100 -------------------------------------------------------- SEACOAST FINL SVCS C 279,637 1,100 19,900 -------------------------------------------------------- SEACOAST BKG CORP FL 29,806 2,300 -------------------------------------------------------- SEACOR SMIT INC 151,732 11,300 -------------------------------------------------------- SEALED AIR CORP NEW 1,682,292 63,878 244,656 -------------------------------------------------------- SEARS ROEBUCK & CO 7,180,715 24,853,688 923,877 -------------------------------------------------------- SEATTLE GENETICS INC 59,687 2,855 2,800 -------------------------------------------------------- SECOND BANCORP INC 70,650 2,800 -------------------------------------------------------- SECTOR SPDR TR 39,500 -------------------------------------------------------- SECTOR SPDR TR 20,280 -------------------------------------------------------- SECURE COMPUTING COR 237,380 16,900 -------------------------------------------------------- SECURITY CAP GROUP I 477,901 6,300 49,100 -------------------------------------------------------- SEEBEYOND TECHNOLOGI 277,130 17,800 -------------------------------------------------------- SEITEL INC 285,976 13,900 -------------------------------------------------------- SELECT MEDICAL CORP 95,538 5,800 -------------------------------------------------------- SELECTICA INC 141,880 2,300 -------------------------------------------------------- SELECTIVE INS GROUP 225,245 100 19,100 -------------------------------------------------------- SEMTECH CORP 841,169 3,400 44,900 -------------------------------------------------------- SEMPRA ENERGY 3,953,026 63,134 530,685 -------------------------------------------------------- SEMITOOL INC 135,947 9,600 -------------------------------------------------------- SENIOR HSG PPTYS TR 207,693 8,200 -------------------------------------------------------- SENSIENT TECHNOLOGIE 557,956 31,217 -------------------------------------------------------- SEPRACOR INC 760,419 66,300 48,900 -------------------------------------------------------- SEQUA CORPORATION 70,697 3,700 -------------------------------------------------------- SEQUENOM INC 207,966 11,700 -------------------------------------------------------- SERENA SOFTWARE INC 410,407 10,000 -------------------------------------------------------- SERONO S A 22,162 -------------------------------------------------------- SEROLOGICALS CORP 250,267 11,100 -------------------------------------------------------- SERVICE CORP INTL 1,871,213 24,920 270,800 -------------------------------------------------------- SERVICEMASTER CO 2,116,435 17,995 434,289 -------------------------------------------------------- 7-ELEVEN INC 254,536 14,800 -------------------------------------------------------- SHAW GROUP INC 235,437 3,600 27,800 -------------------------------------------------------- SHELL TRANS & TRADIN 77,312 -------------------------------------------------------- SHERWIN WILLIAMS CO 3,575,534 61,492 481,407 -------------------------------------------------------- SHOPKO STORES INC 252,233 12,300 -------------------------------------------------------- SHUFFLE MASTER INC 146,251 10,450 -------------------------------------------------------- SHURGARD STORAGE CTR 367,375 19,600 -------------------------------------------------------- SICOR INC 635,445 3,000 29,600 -------------------------------------------------------- SIEBEL SYS INC 7,980,077 313,779 1,073,594 -------------------------------------------------------- SIEMENS A G 38,002 -------------------------------------------------------- SIERRA HEALTH SVCS I 338,635 4,300 -------------------------------------------------------- SIERRA PAC RES NEW 1,210,513 300 63,400 -------------------------------------------------------- SIGMA ALDRICH CORP 1,410,997 26,005 194,784 -------------------------------------------------------- SIGNALSOFT CORP 138,919 11,700 -------------------------------------------------------- SILICON LABORATORIES 124,192 5,900 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 56 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- SILGAN HOLDINGS INC COM 82704810 2,377,682 90,890 90,890 ------------------------------------------------------------------------------------------------------- SILICON IMAGE INC COM 82705T10 1,785,326 474,821 474,801 20 ------------------------------------------------------------------------------------------------------- SILICON GRAPHICS INC COM 82705610 3,702,623 1,763,154 1,762,284 770 100 ------------------------------------------------------------------------------------------------------- SILICON STORAGE TECH COM 82705710 7,184,624 745,293 744,103 1,190 ------------------------------------------------------------------------------------------------------- SILICON VY BANCSHARE COM 82706410 18,634,979 697,156 690,072 6,084 1,000 ------------------------------------------------------------------------------------------------------- SILICONIX INC COM NEW 82707920 1,943,118 70,865 70,865 ------------------------------------------------------------------------------------------------------- SIMMONS 1ST NATL COR CL A $5 PA 82873020 2,157,297 67,101 67,101 ------------------------------------------------------------------------------------------------------- SIMON PPTY GROUP INC COM 82880610 58,012,070 1,977,909 1,895,719 82,190 ------------------------------------------------------------------------------------------------------- SIMPLEX SOLUTIONS IN COM 82885410 693,445 41,900 41,900 ------------------------------------------------------------------------------------------------------- SIMPSON MANUFACTURIN COM 82907310 4,106,862 71,673 71,673 ------------------------------------------------------------------------------------------------------- SINCLAIR BROADCAST G CL A 82922610 2,890,607 305,561 252,601 52,960 ------------------------------------------------------------------------------------------------------- SIRENZA MICRODEVICES COM 82966T10 632,483 103,856 90,093 13,763 ------------------------------------------------------------------------------------------------------- SIRIUS SATELLITE RAD COM 82966U10 5,403,763 464,640 459,040 5,500 100 ------------------------------------------------------------------------------------------------------- SITEL CORP COM 82980K10 1,282,308 534,295 534,295 ------------------------------------------------------------------------------------------------------- SIPEX CORP COM 82990910 3,081,944 239,840 239,840 ------------------------------------------------------------------------------------------------------- SIX FLAGS INC COM 83001P10 13,260,528 862,193 860,583 1,310 300 ------------------------------------------------------------------------------------------------------- SIX CONTINENTS PLC SPONSORED 83001810 1,613,972 159,326 159,326 ------------------------------------------------------------------------------------------------------- SKECHERS U S A INC CL A 83056610 1,958,246 133,943 133,943 ------------------------------------------------------------------------------------------------------- SKILLSOFT CORP COM 83066P10 2,371,705 91,501 91,501 ------------------------------------------------------------------------------------------------------- SKY FINL GROUP INC COM 83080P10 12,274,030 603,443 601,893 1,550 ------------------------------------------------------------------------------------------------------- SKYLINE CORP COM 83083010 2,168,135 67,229 67,229 ------------------------------------------------------------------------------------------------------- SKYWEST INC COM 83087910 8,579,093 337,096 336,476 520 100 ------------------------------------------------------------------------------------------------------- SMART & FINAL INC COM 83168310 1,494,778 143,178 143,178 ------------------------------------------------------------------------------------------------------- SMITH A O COM 83186520 2,148,178 110,163 110,143 20 ------------------------------------------------------------------------------------------------------- SMITH INTL INC COM 83211010 30,592,891 570,550 558,865 8,245 3,440 ------------------------------------------------------------------------------------------------------- SMITHFIELD FOODS INC COM 83224810 48,161,323 2,185,178 2,183,318 1,660 200 ------------------------------------------------------------------------------------------------------- SMUCKER J M CO COM 83269630 10,242,899 289,511 289,311 200 ------------------------------------------------------------------------------------------------------- SMURFIT-STONE CONTAI COM 83272710 22,305,314 1,396,701 1,383,799 10,552 2,350 ------------------------------------------------------------------------------------------------------- SNAP ON INC COM 83303410 40,131,774 1,192,269 1,190,959 1,310 ------------------------------------------------------------------------------------------------------- SOCIEDAD QUIMICA MIN SPON ADR S 83363510 577,216 24,752 24,752 ------------------------------------------------------------------------------------------------------- SOLA INTL INC COM 83409210 3,974,303 204,861 204,861 ------------------------------------------------------------------------------------------------------- SOLECTRON CORP COM 83418210 199,016,311 17,643,290 17,244,687 295,535 103,068 ------------------------------------------------------------------------------------------------------- SOLUTIA INC COM 83437610 15,202,587 1,084,350 1,082,070 1,880 400 ------------------------------------------------------------------------------------------------------- SOMERA COMMUNICATION COM 83445810 2,052,475 271,851 269,591 2,260 ------------------------------------------------------------------------------------------------------- SONIC AUTOMOTIVE INC CL A 83545G10 14,625,622 623,960 623,900 60 ------------------------------------------------------------------------------------------------------- SONIC CORP COM 83545110 7,639,920 212,220 212,220 ------------------------------------------------------------------------------------------------------- SONICBLUE INC COM 83546Q10 3,455,242 855,258 854,758 500 ------------------------------------------------------------------------------------------------------- SONICWALL INC COM 83547010 12,470,837 641,504 640,884 620 ------------------------------------------------------------------------------------------------------- SONOCO PRODS CO COM 83549510 145,395,125 5,470,095 1,598,735 3,869,625 1,735 ------------------------------------------------------------------------------------------------------- SONOSITE INC COM 83568G10 2,410,569 93,833 93,733 100 ------------------------------------------------------------------------------------------------------- SONY CORP ADR NEW 83569930 29,960,606 664,315 298,784 365,531 ------------------------------------------------------------------------------------------------------- SORRENTO NETWORKS CO COM 83586Q10 432,085 120,358 119,438 920 ------------------------------------------------------------------------------------------------------- SOTHEBYS HLDGS INC CL A 83589810 7,864,386 473,473 472,973 300 200 ------------------------------------------------------------------------------------------------------- SONUS NETWORKS INC COM 83591610 4,447,941 962,758 953,938 8,600 220 ------------------------------------------------------------------------------------------------------- SOUNDVIEW TECHNOLOGY COM 83611Q10 1,332,345 571,822 571,822 ------------------------------------------------------------------------------------------------------- SOUTH FINL GROUP INC COM 83784110 7,129,500 401,662 401,445 217 ------------------------------------------------------------------------------------------------------- SOUTH JERSEY INDS IN COM 83851810 3,620,588 111,061 111,061 ------------------------------------------------------------------------------------------------------- Page Total 772,799,655 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- SILGAN HOLDINGS INC 84,890 6,000 -------------------------------------------------------- SILICON IMAGE INC 452,221 22,600 -------------------------------------------------------- SILICON GRAPHICS INC 1,639,754 100 123,300 -------------------------------------------------------- SILICON STORAGE TECH 698,293 47,000 -------------------------------------------------------- SILICON VY BANCSHARE 670,056 1,000 26,100 -------------------------------------------------------- SILICONIX INC 66,965 3,900 -------------------------------------------------------- SIMMONS 1ST NATL COR 62,601 4,500 -------------------------------------------------------- SIMON PPTY GROUP INC 1,780,946 9,600 187,363 -------------------------------------------------------- SIMPLEX SOLUTIONS IN 41,900 -------------------------------------------------------- SIMPSON MANUFACTURIN 65,773 5,900 -------------------------------------------------------- SINCLAIR BROADCAST G 289,761 15,800 -------------------------------------------------------- SIRENZA MICRODEVICES 103,856 -------------------------------------------------------- SIRIUS SATELLITE RAD 443,240 100 21,300 -------------------------------------------------------- SITEL CORP 504,795 29,500 -------------------------------------------------------- SIPEX CORP 225,640 14,200 -------------------------------------------------------- SIX FLAGS INC 800,193 7,900 54,100 -------------------------------------------------------- SIX CONTINENTS PLC 159,326 -------------------------------------------------------- SKECHERS U S A INC 125,443 8,500 -------------------------------------------------------- SKILLSOFT CORP 90,701 800 -------------------------------------------------------- SKY FINL GROUP INC 542,743 7,200 53,500 -------------------------------------------------------- SKYLINE CORP 60,729 6,500 -------------------------------------------------------- SKYWEST INC 299,496 4,400 33,200 -------------------------------------------------------- SMART & FINAL INC 135,678 7,500 -------------------------------------------------------- SMITH A O 99,763 10,400 -------------------------------------------------------- SMITH INTL INC 509,580 6,340 54,630 -------------------------------------------------------- SMITHFIELD FOODS INC 2,077,882 23,800 83,496 -------------------------------------------------------- SMUCKER J M CO 267,711 200 21,600 -------------------------------------------------------- SMURFIT-STONE CONTAI 1,232,451 14,050 150,200 -------------------------------------------------------- SNAP ON INC 1,058,387 16,984 116,898 -------------------------------------------------------- SOCIEDAD QUIMICA MIN 5,521 15,008 4,223 -------------------------------------------------------- SOLA INTL INC 190,861 14,000 -------------------------------------------------------- SOLECTRON CORP 15,336,832 329,209 1,977,249 -------------------------------------------------------- SOLUTIA INC 1,007,550 9,500 67,300 -------------------------------------------------------- SOMERA COMMUNICATION 250,651 21,200 -------------------------------------------------------- SONIC AUTOMOTIVE INC 611,460 12,500 -------------------------------------------------------- SONIC CORP 199,210 13,010 -------------------------------------------------------- SONICBLUE INC 799,758 55,500 -------------------------------------------------------- SONICWALL INC 616,804 24,700 -------------------------------------------------------- SONOCO PRODS CO 1,493,607 3,874,943 101,545 -------------------------------------------------------- SONOSITE INC 91,933 100 1,800 -------------------------------------------------------- SONY CORP 657,815 6,500 -------------------------------------------------------- SORRENTO NETWORKS CO 112,458 7,900 -------------------------------------------------------- SOTHEBYS HLDGS INC 458,773 200 14,500 -------------------------------------------------------- SONUS NETWORKS INC 859,238 8,720 94,800 -------------------------------------------------------- SOUNDVIEW TECHNOLOGY 522,722 49,100 -------------------------------------------------------- SOUTH FINL GROUP INC 370,262 31,400 -------------------------------------------------------- SOUTH JERSEY INDS IN 102,761 8,300 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 57 of 70 ------------------------------------------------------------------------------------------------------- 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 362,627,668 14,304,839 14,260,032 32,503 12,304 ------------------------------------------------------------------------------------------------------- SOUTHERN PERU COPPER COM 84361110 1,467,710 122,821 122,821 ------------------------------------------------------------------------------------------------------- SOUTHERN UN CO NEW COM 84403010 6,968,109 369,465 362,743 755 5,967 ------------------------------------------------------------------------------------------------------- SOUTHTRUST CORP COM 84473010 179,048,001 7,257,722 7,238,144 19,138 440 ------------------------------------------------------------------------------------------------------- SOUTHWEST AIRLS CO COM 84474110 1,674,811,057 90,628,304 90,565,950 49,947 12,407 ------------------------------------------------------------------------------------------------------- SOUTHWEST BANCORPORA COM 84476R10 7,419,570 245,113 244,993 20 100 ------------------------------------------------------------------------------------------------------- SOUTHWEST GAS CORP COM 84489510 6,171,617 276,135 274,235 1,900 ------------------------------------------------------------------------------------------------------- SOUTHWESTERN ENERGY COM 84546710 2,331,076 224,142 224,142 ------------------------------------------------------------------------------------------------------- SOVEREIGN BANCORP IN COM 84590510 35,362,412 2,889,086 2,869,372 13,820 5,894 ------------------------------------------------------------------------------------------------------- SOVRAN SELF STORAGE COM 84610H10 5,549,528 178,155 178,155 ------------------------------------------------------------------------------------------------------- SPANISH BROADCASTING CL A 84642588 3,348,249 338,549 338,349 200 ------------------------------------------------------------------------------------------------------- SPARTAN STORES INC COM 84682210 2,121,739 177,403 177,403 ------------------------------------------------------------------------------------------------------- SPARTECH CORP COM NEW 84722020 2,721,046 132,411 132,411 ------------------------------------------------------------------------------------------------------- SPECIALTY LABORATORI COM 84749R10 3,247,476 118,133 117,938 195 ------------------------------------------------------------------------------------------------------- SPECTRALINK CORP COM 84758010 3,579,484 208,960 208,810 150 ------------------------------------------------------------------------------------------------------- SPECTRASITE HLDGS IN COM 84760T10 2,456,457 684,250 682,300 1,950 ------------------------------------------------------------------------------------------------------- SPECTRIAN CORP COM 84760810 1,097,054 99,461 99,461 ------------------------------------------------------------------------------------------------------- SPEECHWORKS INTL INC COM 84764M10 2,507,692 222,906 222,871 35 ------------------------------------------------------------------------------------------------------- SPEEDWAY MOTORSPORTS COM 84778810 3,779,840 149,519 144,519 5,000 ------------------------------------------------------------------------------------------------------- SPHERION CORP COM 84842010 4,851,754 497,106 496,206 900 ------------------------------------------------------------------------------------------------------- SPIEGEL INC CL A 84845710 893,014 196,267 196,267 ------------------------------------------------------------------------------------------------------- SPINNAKER EXPL CO COM 84855W10 7,176,698 174,361 173,961 200 200 ------------------------------------------------------------------------------------------------------- SPORTS RESORTS INTL COM 84918U10 1,690,278 219,232 219,232 ------------------------------------------------------------------------------------------------------- SPRINT CORP COM FON GR 85206110 363,080,194 18,081,683 17,991,587 71,222 18,874 ------------------------------------------------------------------------------------------------------- SPRINT CORP PCS COM SE 85206150 473,282,243 19,388,867 19,174,139 192,799 21,929 ------------------------------------------------------------------------------------------------------- STAMPS COM INC COM 85285710 1,081,056 301,971 301,971 ------------------------------------------------------------------------------------------------------- STANCORP FINL GROUP COM 85289110 22,866,448 483,946 483,946 ------------------------------------------------------------------------------------------------------- STANDARD COML CORP COM 85325810 1,410,337 85,475 85,475 ------------------------------------------------------------------------------------------------------- STANDARD MICROSYSTEM COM 85362610 2,409,371 155,243 155,243 ------------------------------------------------------------------------------------------------------- STANDARD MTR PRODS I COM 85366610 888,946 63,953 63,953 ------------------------------------------------------------------------------------------------------- STANDARD PAC CORP NE COM 85375C10 6,301,482 259,107 258,747 360 ------------------------------------------------------------------------------------------------------- STANDARD REGISTER CO COM 85388710 2,797,288 150,960 150,860 100 ------------------------------------------------------------------------------------------------------- STANDEX INTL CORP COM 85423110 2,551,927 117,330 114,810 2,520 ------------------------------------------------------------------------------------------------------- STANLEY FURNITURE IN COM NEW 85430520 1,157,717 48,705 48,705 ------------------------------------------------------------------------------------------------------- STANLEY WKS COM 85461610 87,385,345 1,876,430 1,839,379 28,691 8,360 ------------------------------------------------------------------------------------------------------- STARBASE CORP COM NEW 85491020 376,564 553,771 553,771 ------------------------------------------------------------------------------------------------------- STAPLES INC COM 85503010 184,092,486 9,844,518 9,384,343 347,939 112,236 ------------------------------------------------------------------------------------------------------- STAR SCIENTIFIC INC COM 85517P10 324,624 128,310 128,310 ------------------------------------------------------------------------------------------------------- STARBUCKS CORP COM 85524410 150,804,524 7,916,248 7,829,888 75,590 10,770 ------------------------------------------------------------------------------------------------------- STARTEK INC COM 85569C10 1,452,763 76,663 76,663 ------------------------------------------------------------------------------------------------------- STATE AUTO FINL CORP COM 85570710 2,174,454 133,895 133,895 ------------------------------------------------------------------------------------------------------- STARWOOD HOTELS&RESO PAIRED CTF 85590A20 165,855,913 5,556,312 4,186,317 1,369,995 ------------------------------------------------------------------------------------------------------- STATE STR CORP COM 85747710 815,239,612 15,602,672 7,203,766 7,921,234 477,672 ------------------------------------------------------------------------------------------------------- STATEN IS BANCORP IN COM 85755010 10,525,136 645,318 645,318 ------------------------------------------------------------------------------------------------------- STATION CASINOS INC COM 85768910 4,009,701 358,329 358,329 ------------------------------------------------------------------------------------------------------- STEAK N SHAKE CO COM 85787310 2,359,866 213,756 213,756 ------------------------------------------------------------------------------------------------------- STEEL DYNAMICS INC COM 85811910 2,813,323 242,319 239,249 3,070 ------------------------------------------------------------------------------------------------------- Page Total 4,626,468,849 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- SOUTHERN CO 12,360,643 235,757 1,708,439 -------------------------------------------------------- SOUTHERN PERU COPPER 114,021 8,800 -------------------------------------------------------- SOUTHERN UN CO NEW 324,863 5,967 38,635 -------------------------------------------------------- SOUTHTRUST CORP 6,362,033 101,591 794,098 -------------------------------------------------------- SOUTHWEST AIRLS CO 13,673,337 75,035,952 1,919,015 -------------------------------------------------------- SOUTHWEST BANCORPORA 226,013 100 19,000 -------------------------------------------------------- SOUTHWEST GAS CORP 255,335 20,800 -------------------------------------------------------- SOUTHWESTERN ENERGY 208,342 15,800 -------------------------------------------------------- SOVEREIGN BANCORP IN 2,710,592 19,794 158,700 -------------------------------------------------------- SOVRAN SELF STORAGE 169,955 8,200 -------------------------------------------------------- SPANISH BROADCASTING 315,549 23,000 -------------------------------------------------------- SPARTAN STORES INC 165,303 12,100 -------------------------------------------------------- SPARTECH CORP 123,111 9,300 -------------------------------------------------------- SPECIALTY LABORATORI 116,233 1,900 -------------------------------------------------------- SPECTRALINK CORP 199,560 9,400 -------------------------------------------------------- SPECTRASITE HLDGS IN 647,850 36,400 -------------------------------------------------------- SPECTRIAN CORP 98,161 1,300 -------------------------------------------------------- SPEECHWORKS INTL INC 207,906 15,000 -------------------------------------------------------- SPEEDWAY MOTORSPORTS 136,019 5,000 8,500 -------------------------------------------------------- SPHERION CORP 458,606 38,500 -------------------------------------------------------- SPIEGEL INC 196,267 -------------------------------------------------------- SPINNAKER EXPL CO 162,261 200 11,900 -------------------------------------------------------- SPORTS RESORTS INTL 204,032 15,200 -------------------------------------------------------- SPRINT CORP 15,941,342 295,503 1,844,838 -------------------------------------------------------- SPRINT CORP 16,751,561 669,563 1,967,743 -------------------------------------------------------- STAMPS COM INC 301,871 100 -------------------------------------------------------- STANCORP FINL GROUP 446,046 12,000 25,900 -------------------------------------------------------- STANDARD COML CORP 83,375 2,100 -------------------------------------------------------- STANDARD MICROSYSTEM 144,943 10,300 -------------------------------------------------------- STANDARD MTR PRODS I 63,953 -------------------------------------------------------- STANDARD PAC CORP NE 242,707 16,400 -------------------------------------------------------- STANDARD REGISTER CO 135,960 15,000 -------------------------------------------------------- STANDEX INTL CORP 107,910 2,520 6,900 -------------------------------------------------------- STANLEY FURNITURE IN 45,405 3,300 -------------------------------------------------------- STANLEY WKS 1,581,206 65,647 229,577 -------------------------------------------------------- STARBASE CORP 505,171 48,600 -------------------------------------------------------- STAPLES INC 8,316,919 241,490 1,286,109 -------------------------------------------------------- STAR SCIENTIFIC INC 128,310 -------------------------------------------------------- STARBUCKS CORP 6,722,549 283,620 910,079 -------------------------------------------------------- STARTEK INC 75,263 1,400 -------------------------------------------------------- STATE AUTO FINL CORP 129,095 4,800 -------------------------------------------------------- STARWOOD HOTELS&RESO 3,649,556 1,415,217 491,539 -------------------------------------------------------- STATE STR CORP 6,262,288 8,430,297 910,087 -------------------------------------------------------- STATEN IS BANCORP IN 607,518 37,800 -------------------------------------------------------- STATION CASINOS INC 335,329 23,000 -------------------------------------------------------- STEAK N SHAKE CO 199,067 14,689 -------------------------------------------------------- STEEL DYNAMICS INC 226,719 15,600 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 58 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- STEELCASE INC CL A 85815520 7,611,623 517,094 515,454 1,640 ------------------------------------------------------------------------------------------------------- STEIN MART INC COM 85837510 2,099,873 251,181 251,181 ------------------------------------------------------------------------------------------------------- STEINWAY MUSICAL INS COM ORD 85849510 908,367 54,688 54,688 ------------------------------------------------------------------------------------------------------- STELLENT INC COM 85856W10 5,069,067 171,484 170,954 430 100 ------------------------------------------------------------------------------------------------------- STEPAN CO COM 85858610 1,426,158 58,738 58,738 ------------------------------------------------------------------------------------------------------- STERLING BANCSHARES COM 85890710 6,835,506 545,967 545,967 ------------------------------------------------------------------------------------------------------- STERICYCLE INC COM 85891210 9,052,186 148,689 148,689 ------------------------------------------------------------------------------------------------------- STERIS CORP COM 85915210 18,441,920 1,009,410 1,006,010 3,400 ------------------------------------------------------------------------------------------------------- STERLING BANCORP COM 85915810 2,327,240 79,700 79,700 ------------------------------------------------------------------------------------------------------- STERLING FINL CORP COM 85931710 2,424,550 99,530 99,530 ------------------------------------------------------------------------------------------------------- STEWART & STEVENSON COM 86034210 6,079,918 323,228 321,818 1,410 ------------------------------------------------------------------------------------------------------- STEWART ENTERPRISES CL A 86037010 5,333,424 890,388 890,388 ------------------------------------------------------------------------------------------------------- STEWART INFORMATION COM 86037210 2,448,723 123,986 123,986 ------------------------------------------------------------------------------------------------------- STILLWATER MNG CO COM 86074Q10 7,954,667 429,982 428,042 1,840 100 ------------------------------------------------------------------------------------------------------- STILWELL FINL INC COM 86083110 123,176,542 4,525,222 4,500,917 16,305 8,000 ------------------------------------------------------------------------------------------------------- STMICROELECTRONICS N NY REGISTR 86101210 2,520,646 79,591 79,591 ------------------------------------------------------------------------------------------------------- STONE ENERGY CORP COM 86164210 8,815,412 223,175 222,775 300 100 ------------------------------------------------------------------------------------------------------- STONERIDGE INC COM 86183P10 993,501 109,176 109,076 100 ------------------------------------------------------------------------------------------------------- STORAGE USA INC COM 86190710 10,322,793 245,197 245,197 ------------------------------------------------------------------------------------------------------- STORA ENSO CORP SPON ADR R 86210M10 506,644 41,325 40,991 334 ------------------------------------------------------------------------------------------------------- STORAGENETWORKS INC COM 86211E10 2,526,674 408,847 401,464 7,383 ------------------------------------------------------------------------------------------------------- STORAGE TECHNOLOGY C COM PAR $0 86211120 31,687,130 1,533,001 1,530,401 2,200 400 ------------------------------------------------------------------------------------------------------- STRATOS LIGHTWAVE IN COM 86310010 3,549,165 577,100 577,099 1 ------------------------------------------------------------------------------------------------------- STRAYER ED INC COM 86323610 2,716,042 55,748 55,748 ------------------------------------------------------------------------------------------------------- STRIDE RITE CORP COM 86331410 2,630,473 401,599 401,599 ------------------------------------------------------------------------------------------------------- STRYKER CORP COM 86366710 278,303,140 4,767,914 4,117,291 528,525 122,098 ------------------------------------------------------------------------------------------------------- STUDENT LN CORP COM 86390210 4,056,517 50,329 50,329 ------------------------------------------------------------------------------------------------------- STURM RUGER & CO INC COM 86415910 1,944,881 162,344 162,324 20 ------------------------------------------------------------------------------------------------------- SUEZ SPONSORED 86468610 16,909,728 536,306 157,690 378,616 ------------------------------------------------------------------------------------------------------- SUFFOLK BANCORP COM 86473910 2,835,756 51,975 51,975 ------------------------------------------------------------------------------------------------------- SUMMIT PPTYS INC COM 86623910 8,017,633 320,449 320,449 ------------------------------------------------------------------------------------------------------- SUN COMMUNITIES INC COM 86667410 11,910,799 319,753 272,888 46,865 ------------------------------------------------------------------------------------------------------- SUN LIFE FINL SVCS C COM 86679610 433,058 20,049 20,049 ------------------------------------------------------------------------------------------------------- SUN MICROSYSTEMS INC COM 86681010 894,999,389 72,764,178 71,475,239 1,025,900 263,039 ------------------------------------------------------------------------------------------------------- SUNCOR ENERGY INC COM 86722910 512,941 15,572 15,572 ------------------------------------------------------------------------------------------------------- SUNGARD DATA SYS INC COM 86736310 114,999,961 3,975,111 3,520,255 391,556 63,300 ------------------------------------------------------------------------------------------------------- SUNOCO INC COM 86764P10 82,365,729 2,205,831 2,173,345 32,386 100 ------------------------------------------------------------------------------------------------------- SUNRISE ASSISTED LIV COM 86768K10 5,266,260 180,909 180,509 400 ------------------------------------------------------------------------------------------------------- SUNRISE TELECOM INC COM 86769Y10 612,992 152,866 152,866 ------------------------------------------------------------------------------------------------------- SUNTRUST BKS INC COM 86791410 379,520,717 6,052,962 6,018,514 32,398 2,050 ------------------------------------------------------------------------------------------------------- SUPERGEN INC COM 86805910 2,358,375 164,691 164,691 ------------------------------------------------------------------------------------------------------- SUPERIOR ENERGY SVCS COM 86815710 3,667,565 423,996 423,076 400 520 ------------------------------------------------------------------------------------------------------- SUPERIOR INDS INTL I COM 86816810 12,474,763 309,932 309,932 ------------------------------------------------------------------------------------------------------- SUPERTEX INC COM 86853210 2,189,257 125,029 125,029 ------------------------------------------------------------------------------------------------------- SUPERVALU INC COM 86853610 94,667,760 4,279,736 4,274,456 5,280 ------------------------------------------------------------------------------------------------------- SUPPORT COM INC COM 86858710 1,223,515 195,138 195,138 ------------------------------------------------------------------------------------------------------- SUREBEAM CORP CL A 86866R10 602,025 57,500 57,500 ------------------------------------------------------------------------------------------------------- Page Total 2,187,331,005 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- STEELCASE INC 449,594 7,700 59,800 -------------------------------------------------------- STEIN MART INC 232,481 18,700 -------------------------------------------------------- STEINWAY MUSICAL INS 50,888 3,800 -------------------------------------------------------- STELLENT INC 160,484 100 10,900 -------------------------------------------------------- STEPAN CO 55,238 3,500 -------------------------------------------------------- STERLING BANCSHARES 525,417 20,550 -------------------------------------------------------- STERICYCLE INC 136,789 11,900 -------------------------------------------------------- STERIS CORP 963,910 45,500 -------------------------------------------------------- STERLING BANCORP 74,310 5,390 -------------------------------------------------------- STERLING FINL CORP 92,530 7,000 -------------------------------------------------------- STEWART & STEVENSON 306,288 16,940 -------------------------------------------------------- STEWART ENTERPRISES 832,088 58,300 -------------------------------------------------------- STEWART INFORMATION 117,386 6,600 -------------------------------------------------------- STILLWATER MNG CO 393,682 100 36,200 -------------------------------------------------------- STILWELL FINL INC 3,985,917 74,402 464,903 -------------------------------------------------------- STMICROELECTRONICS N 79,591 -------------------------------------------------------- STONE ENERGY CORP 207,468 100 15,607 -------------------------------------------------------- STONERIDGE INC 106,776 2,400 -------------------------------------------------------- STORAGE USA INC 233,997 11,200 -------------------------------------------------------- STORA ENSO CORP 41,325 -------------------------------------------------------- STORAGENETWORKS INC 372,547 36,300 -------------------------------------------------------- STORAGE TECHNOLOGY C 1,441,301 23,300 68,400 -------------------------------------------------------- STRATOS LIGHTWAVE IN 543,096 34,004 -------------------------------------------------------- STRAYER ED INC 51,148 4,600 -------------------------------------------------------- STRIDE RITE CORP 363,199 38,400 -------------------------------------------------------- STRYKER CORP 4,098,795 239,736 429,383 -------------------------------------------------------- STUDENT LN CORP 47,729 2,600 -------------------------------------------------------- STURM RUGER & CO INC 155,644 6,700 -------------------------------------------------------- SUEZ 527,656 8,650 -------------------------------------------------------- SUFFOLK BANCORP 48,275 3,700 -------------------------------------------------------- SUMMIT PPTYS INC 303,849 16,600 -------------------------------------------------------- SUN COMMUNITIES INC 310,453 9,300 -------------------------------------------------------- SUN LIFE FINL SVCS C 20,049 -------------------------------------------------------- SUN MICROSYSTEMS INC 61,145,891 2,524,866 9,093,421 -------------------------------------------------------- SUNCOR ENERGY INC 14,772 800 -------------------------------------------------------- SUNGARD DATA SYS INC 3,575,630 79,200 320,281 -------------------------------------------------------- SUNOCO INC 1,964,775 39,233 201,823 -------------------------------------------------------- SUNRISE ASSISTED LIV 168,009 12,900 -------------------------------------------------------- SUNRISE TELECOM INC 149,666 3,200 -------------------------------------------------------- SUNTRUST BKS INC 5,176,637 87,617 788,708 -------------------------------------------------------- SUPERGEN INC 154,291 10,400 -------------------------------------------------------- SUPERIOR ENERGY SVCS 390,376 520 33,100 -------------------------------------------------------- SUPERIOR INDS INTL I 297,332 12,600 -------------------------------------------------------- SUPERTEX INC 123,529 1,500 -------------------------------------------------------- SUPERVALU INC 3,895,089 48,367 336,280 -------------------------------------------------------- SUPPORT COM INC 181,638 13,500 -------------------------------------------------------- SUREBEAM CORP 57,500 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 59 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- SURMODICS INC COM 86887310 4,459,896 122,323 122,023 300 ------------------------------------------------------------------------------------------------------- SUSQUEHANNA BANCSHAR COM 86909910 7,782,054 373,240 372,580 660 ------------------------------------------------------------------------------------------------------- SWIFT ENERGY CO COM 87073810 4,612,589 228,346 228,146 200 ------------------------------------------------------------------------------------------------------- SWIFT TRANSN CO COM 87075610 17,197,158 799,496 799,196 100 200 ------------------------------------------------------------------------------------------------------- SWISSCOM AG SPONSORED 87101310 914,445 32,953 32,953 ------------------------------------------------------------------------------------------------------- SYBASE INC COM 87113010 20,949,169 1,329,262 1,324,963 3,999 300 ------------------------------------------------------------------------------------------------------- SYBRON DENTAL SPECIA COM 87114210 7,518,493 348,401 340,702 7,666 33 ------------------------------------------------------------------------------------------------------- SYCAMORE NETWORKS IN COM 87120610 11,384,398 2,123,955 1,903,350 218,855 1,750 ------------------------------------------------------------------------------------------------------- SYKES ENTERPRISES IN COM 87123710 3,118,682 333,906 333,906 ------------------------------------------------------------------------------------------------------- SYLVAN LEARNING SYS COM 87139910 8,634,887 391,250 391,150 100 ------------------------------------------------------------------------------------------------------- SYMANTEC CORP COM 87150310 76,722,120 1,156,673 1,154,093 2,280 300 ------------------------------------------------------------------------------------------------------- SYMBOL TECHNOLOGIES COM 87150810 71,399,814 4,496,210 4,492,653 3,257 300 ------------------------------------------------------------------------------------------------------- SYMMETRICOM INC COM 87154310 1,550,058 203,687 203,687 ------------------------------------------------------------------------------------------------------- SYMYX TECHNOLOGIES COM 87155S10 5,116,928 240,910 240,570 340 ------------------------------------------------------------------------------------------------------- SYNCOR INTL CORP DEL COM 87157J10 5,121,519 178,824 178,824 ------------------------------------------------------------------------------------------------------- SYNGENTA AG SPONSORED 87160A10 2,105,372 198,620 198,611 9 ------------------------------------------------------------------------------------------------------- SYNPLICITY INC COM 87160Y10 1,515,857 112,369 112,369 ------------------------------------------------------------------------------------------------------- SYNOPSYS INC COM 87160710 37,575,372 636,116 629,405 6,511 200 ------------------------------------------------------------------------------------------------------- SYNOVUS FINL CORP COM 87161C10 138,044,738 5,510,768 5,502,818 7,650 300 ------------------------------------------------------------------------------------------------------- SYNTEL INC COM 87162H10 876,460 67,785 67,785 ------------------------------------------------------------------------------------------------------- SYNTROLEUM CORP COM 87163010 1,481,699 208,690 208,650 40 ------------------------------------------------------------------------------------------------------- SYSCO CORP COM 87182910 480,719,053 18,334,060 14,623,563 2,217,227 1,493,270 ------------------------------------------------------------------------------------------------------- SYSTEMS & COMPUTER T COM 87187310 4,996,443 483,215 483,115 100 ------------------------------------------------------------------------------------------------------- TBC CORP COM 87218010 2,118,056 158,182 158,182 ------------------------------------------------------------------------------------------------------- TCF FINL CORP COM 87227510 45,445,216 947,170 924,358 13,350 9,462 ------------------------------------------------------------------------------------------------------- TC PIPELINES LP UT COM LTD 87233Q10 290,011 11,373 11,373 ------------------------------------------------------------------------------------------------------- TECO ENERGY INC COM 87237510 72,300,226 2,755,344 2,626,784 58,670 69,890 ------------------------------------------------------------------------------------------------------- TEPPCO PARTNERS L P UT LTD PAR 87238410 1,036,170 34,539 31,139 1,000 2,400 ------------------------------------------------------------------------------------------------------- THQ INC COM NEW 87244340 10,586,235 218,408 218,408 ------------------------------------------------------------------------------------------------------- TJX COS INC NEW COM 87254010 237,739,230 5,964,356 5,942,381 19,775 2,200 ------------------------------------------------------------------------------------------------------- TRC COS INC COM 87262510 2,416,900 48,338 48,338 ------------------------------------------------------------------------------------------------------- TRW INC COM 87264910 96,505,979 2,605,453 2,592,065 7,540 5,848 ------------------------------------------------------------------------------------------------------- TMP WORLDWIDE INC COM 87294110 83,543,717 1,947,406 1,945,696 1,610 100 ------------------------------------------------------------------------------------------------------- TTM TECHNOLOGIES IN COM 87305R10 1,127,297 111,393 111,393 ------------------------------------------------------------------------------------------------------- TXU CORP COM 87316810 278,422,824 5,905,044 5,886,770 11,875 6,399 ------------------------------------------------------------------------------------------------------- TAIWAN SEMICONDUCTOR SPONSORED 87403910 3,359,756 195,676 195,676 ------------------------------------------------------------------------------------------------------- TAKE-TWO INTERACTIVE COM 87405410 5,276,772 326,331 324,871 1,460 ------------------------------------------------------------------------------------------------------- TALBOTS INC COM 87416110 10,055,278 277,387 276,590 397 400 ------------------------------------------------------------------------------------------------------- TALX CORP COM 87491810 3,963,651 158,673 158,673 ------------------------------------------------------------------------------------------------------- TANDY BRANDS ACCESSO COM 87537810 6,270,749 875,803 6,739 869,064 ------------------------------------------------------------------------------------------------------- TANGER FACTORY OUTLE COM 87546510 1,734,136 83,172 83,172 ------------------------------------------------------------------------------------------------------- TANOX INC COM 87588Q10 4,077,210 220,354 220,334 20 ------------------------------------------------------------------------------------------------------- TARGET CORP COM 87612E10 3,380,749,390 82,356,867 81,489,004 700,665 167,198 ------------------------------------------------------------------------------------------------------- TARGETED GENETICS CO COM 87612M10 783,824 289,234 289,234 ------------------------------------------------------------------------------------------------------- TASTY BAKING CO COM 87655330 1,148,730 64,900 6,900 58,000 ------------------------------------------------------------------------------------------------------- TAUBMAN CTRS INC COM 87666410 12,230,519 823,604 823,604 ------------------------------------------------------------------------------------------------------- TECH DATA CORP COM 87823710 36,990,636 854,682 852,262 2,120 300 ------------------------------------------------------------------------------------------------------- Page Total 5,211,969,716 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- SURMODICS INC 113,523 8,800 -------------------------------------------------------- SUSQUEHANNA BANCSHAR 346,080 660 26,500 -------------------------------------------------------- SWIFT ENERGY CO 214,446 13,900 -------------------------------------------------------- SWIFT TRANSN CO 761,996 200 37,300 -------------------------------------------------------- SWISSCOM AG 32,953 -------------------------------------------------------- SYBASE INC 1,255,205 8,400 65,657 -------------------------------------------------------- SYBRON DENTAL SPECIA 326,702 33 21,666 -------------------------------------------------------- SYCAMORE NETWORKS IN 2,023,805 10,050 90,100 -------------------------------------------------------- SYKES ENTERPRISES IN 319,406 14,500 -------------------------------------------------------- SYLVAN LEARNING SYS 372,800 18,450 -------------------------------------------------------- SYMANTEC CORP 1,077,023 9,500 70,150 -------------------------------------------------------- SYMBOL TECHNOLOGIES 3,946,861 67,761 481,588 -------------------------------------------------------- SYMMETRICOM INC 186,487 17,200 -------------------------------------------------------- SYMYX TECHNOLOGIES 227,410 13,500 -------------------------------------------------------- SYNCOR INTL CORP DEL 165,924 12,900 -------------------------------------------------------- SYNGENTA AG 198,620 -------------------------------------------------------- SYNPLICITY INC 105,969 6,400 -------------------------------------------------------- SYNOPSYS INC 592,716 4,800 38,600 -------------------------------------------------------- SYNOVUS FINL CORP 4,811,196 79,064 620,508 -------------------------------------------------------- SYNTEL INC 67,785 -------------------------------------------------------- SYNTROLEUM CORP 186,790 21,900 -------------------------------------------------------- SYSCO CORP 14,293,412 1,965,897 2,074,751 -------------------------------------------------------- SYSTEMS & COMPUTER T 460,815 22,400 -------------------------------------------------------- TBC CORP 154,682 3,500 -------------------------------------------------------- TCF FINL CORP 883,108 13,962 50,100 -------------------------------------------------------- TC PIPELINES LP 11,373 -------------------------------------------------------- TECO ENERGY INC 2,410,454 102,190 242,700 -------------------------------------------------------- TEPPCO PARTNERS L P 31,439 2,400 700 -------------------------------------------------------- THQ INC 204,808 13,600 -------------------------------------------------------- TJX COS INC NEW 4,990,496 185,151 788,709 -------------------------------------------------------- TRC COS INC 45,138 3,200 -------------------------------------------------------- TRW INC 2,253,169 66,960 285,324 -------------------------------------------------------- TMP WORLDWIDE INC 1,727,221 30,502 189,683 -------------------------------------------------------- TTM TECHNOLOGIES IN 111,393 -------------------------------------------------------- TXU CORP 5,150,507 89,303 665,234 -------------------------------------------------------- TAIWAN SEMICONDUCTOR 195,676 -------------------------------------------------------- TAKE-TWO INTERACTIVE 306,431 19,900 -------------------------------------------------------- TALBOTS INC 250,587 3,100 23,700 -------------------------------------------------------- TALX CORP 153,283 5,390 -------------------------------------------------------- TANDY BRANDS ACCESSO 6,739 869,064 -------------------------------------------------------- TANGER FACTORY OUTLE 78,772 4,400 -------------------------------------------------------- TANOX INC 205,654 14,700 -------------------------------------------------------- TARGET CORP 17,005,833 62,730,711 2,620,323 -------------------------------------------------------- TARGETED GENETICS CO 269,034 20,200 -------------------------------------------------------- TASTY BAKING CO 6,900 58,000 -------------------------------------------------------- TAUBMAN CTRS INC 805,704 17,900 -------------------------------------------------------- TECH DATA CORP 811,482 5,200 38,000 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 60 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- TECHNE CORP COM 87837710 16,104,850 437,038 436,418 620 ------------------------------------------------------------------------------------------------------- TECHNITROL INC COM 87855510 9,617,256 348,199 346,179 1,520 500 ------------------------------------------------------------------------------------------------------- TECUMSEH PRODS CO CL A 87889520 10,401,680 205,445 204,945 400 100 ------------------------------------------------------------------------------------------------------- TEJON RANCH CO DEL COM 87908010 1,659,784 69,418 69,418 ------------------------------------------------------------------------------------------------------- TEKELEC COM 87910110 5,909,981 326,338 325,818 520 ------------------------------------------------------------------------------------------------------- TEKTRONIX INC COM 87913110 50,925,296 1,975,380 1,972,525 2,755 100 ------------------------------------------------------------------------------------------------------- TELE CENTRO OESTE CE SPON ADR P 87923P10 934,150 133,450 133,450 ------------------------------------------------------------------------------------------------------- TELE NORTE LESTE PAR SPON ADR P 87924610 2,058,002 131,670 131,670 ------------------------------------------------------------------------------------------------------- TELECOM ITALIA SPA SPON ADR O 87927W10 2,338,852 27,355 27,355 ------------------------------------------------------------------------------------------------------- TELECORP PCS INC NEW CL A 87930010 9,773,774 783,783 782,663 1,020 100 ------------------------------------------------------------------------------------------------------- TELEDYNE TECHNOLOGIE COM 87936010 4,842,414 297,263 296,740 509 14 ------------------------------------------------------------------------------------------------------- TELEFLEX INC COM 87936910 21,766,999 460,093 459,373 520 200 ------------------------------------------------------------------------------------------------------- TELEFONICA S A SPONSORED 87938220 20,147,133 502,673 117,955 384,718 ------------------------------------------------------------------------------------------------------- TELEFONOS DE MEXICO SPON ADR O 87940378 12,744,688 363,926 363,926 ------------------------------------------------------------------------------------------------------- TELEPHONE & DATA SYS COM 87943310 53,074,021 591,354 588,164 3,010 180 ------------------------------------------------------------------------------------------------------- TELEMIG CELULAR PART SPON ADR P 87944E10 506,929 13,475 13,475 ------------------------------------------------------------------------------------------------------- TELENOR ASA SPONSORED 87944W10 356,875 28,550 28,550 ------------------------------------------------------------------------------------------------------- TELE2 AB SPON ADR R 87952P20 574,329 16,151 16,151 ------------------------------------------------------------------------------------------------------- TELIK INC COM 87959M10 2,911,815 215,690 215,690 ------------------------------------------------------------------------------------------------------- TELLABS INC COM 87966410 132,465,578 8,854,651 8,834,541 18,150 1,960 ------------------------------------------------------------------------------------------------------- TELLIUM INC COM 87967E10 1,064,476 170,863 170,363 500 ------------------------------------------------------------------------------------------------------- TELSTRA CORP LTD SPON ADR F 87969N20 221,400 15,871 15,871 ------------------------------------------------------------------------------------------------------- TELULAR CORP COM NEW 87970T20 268,974 29,300 29,300 ------------------------------------------------------------------------------------------------------- TEMPLE INLAND INC COM 87986810 80,756,176 1,423,518 1,039,505 383,913 100 ------------------------------------------------------------------------------------------------------- TELETECH HOLDINGS IN COM 87993910 5,127,488 357,815 357,795 20 ------------------------------------------------------------------------------------------------------- TENET HEALTHCARE COR COM 88033G10 431,439,034 7,347,395 7,331,919 14,836 640 ------------------------------------------------------------------------------------------------------- TENNANT CO COM 88034510 3,067,724 82,688 82,688 ------------------------------------------------------------------------------------------------------- TERADYNE INC COM 88077010 107,570,835 3,569,039 3,557,089 11,430 520 ------------------------------------------------------------------------------------------------------- TERAYON COMMUNICATIO COM 88077510 4,885,042 590,623 588,023 2,600 ------------------------------------------------------------------------------------------------------- TEREX CORP NEW COM 88077910 5,394,707 307,566 307,546 20 ------------------------------------------------------------------------------------------------------- TERRA INDS INC COM 88091510 1,267,161 362,046 362,046 ------------------------------------------------------------------------------------------------------- TERRA NETWORKS S A SPONSORED 88100W10 312,879 39,756 39,735 21 ------------------------------------------------------------------------------------------------------- TERREMARK WORLDWIDE COM 88144810 677,422 1,188,460 1,188,460 ------------------------------------------------------------------------------------------------------- TESORO PETE CORP COM 88160910 4,408,630 336,280 332,380 3,900 ------------------------------------------------------------------------------------------------------- TETRA TECHNOLOGIES I COM 88162F10 2,512,261 119,917 119,917 ------------------------------------------------------------------------------------------------------- TETRA TECH INC NEW COM 88162G10 8,842,548 444,126 443,501 625 ------------------------------------------------------------------------------------------------------- TEVA PHARMACEUTICAL ADR 88162420 3,173,513 51,493 51,493 ------------------------------------------------------------------------------------------------------- TEXAS BIOTECHNOLOGY COM 88221T10 2,475,824 380,896 380,896 ------------------------------------------------------------------------------------------------------- TEXAS INDS INC COM 88249110 7,851,729 212,784 212,744 40 ------------------------------------------------------------------------------------------------------- TEXAS INSTRS INC COM 88250810 1,075,128,628 38,397,451 38,171,904 169,738 55,809 ------------------------------------------------------------------------------------------------------- TEXAS REGL BANCSHARE CL A VTG 88267310 6,694,945 176,881 176,881 ------------------------------------------------------------------------------------------------------- TEXTRON INC COM 88320310 144,214,629 3,478,404 3,456,219 16,194 5,991 ------------------------------------------------------------------------------------------------------- THERAGENICS CORP COM 88337510 4,061,580 411,925 411,925 ------------------------------------------------------------------------------------------------------- THERASENSE INC COM 88338110 664,640 26,800 26,800 ------------------------------------------------------------------------------------------------------- THERMA-WAVE INC COM 88343A10 2,163,773 145,025 145,005 20 ------------------------------------------------------------------------------------------------------- THERMO ELECTRON CORP COM 88355610 89,723,239 3,760,404 3,746,736 11,897 1,771 ------------------------------------------------------------------------------------------------------- THIRD WAVE TECHNOLOG COM 88428W10 549,390 74,747 74,747 ------------------------------------------------------------------------------------------------------- Page Total 2,353,633,053 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- TECHNE CORP 412,058 24,980 -------------------------------------------------------- TECHNITROL INC 327,799 500 19,900 -------------------------------------------------------- TECUMSEH PRODS CO 194,545 100 10,800 -------------------------------------------------------- TEJON RANCH CO DEL 66,218 3,200 -------------------------------------------------------- TEKELEC 289,838 4,400 32,100 -------------------------------------------------------- TEKTRONIX INC 1,755,123 26,458 193,799 -------------------------------------------------------- TELE CENTRO OESTE CE 53,348 73,902 6,200 -------------------------------------------------------- TELE NORTE LESTE PAR 62,965 68,705 -------------------------------------------------------- TELECOM ITALIA SPA 27,355 -------------------------------------------------------- TELECORP PCS INC NEW 714,683 3,100 66,000 -------------------------------------------------------- TELEDYNE TECHNOLOGIE 277,049 14 20,200 -------------------------------------------------------- TELEFLEX INC 434,398 3,100 22,595 -------------------------------------------------------- TELEFONICA S A 494,378 8,295 -------------------------------------------------------- TELEFONOS DE MEXICO 158,741 150,161 55,024 -------------------------------------------------------- TELEPHONE & DATA SYS 539,874 3,180 48,300 -------------------------------------------------------- TELEMIG CELULAR PART 496 12,979 -------------------------------------------------------- TELENOR ASA 28,550 -------------------------------------------------------- TELE2 AB 16,151 -------------------------------------------------------- TELIK INC 204,890 10,800 -------------------------------------------------------- TELLABS INC 7,620,879 120,779 1,112,993 -------------------------------------------------------- TELLIUM INC 165,263 5,600 -------------------------------------------------------- TELSTRA CORP LTD 15,871 -------------------------------------------------------- TELULAR CORP 29,300 -------------------------------------------------------- TEMPLE INLAND INC 904,549 393,154 125,815 -------------------------------------------------------- TELETECH HOLDINGS IN 340,615 17,200 -------------------------------------------------------- TENET HEALTHCARE COR 6,394,364 79,334 873,697 -------------------------------------------------------- TENNANT CO 73,788 8,900 -------------------------------------------------------- TERADYNE INC 3,096,102 52,671 420,266 -------------------------------------------------------- TERAYON COMMUNICATIO 552,423 38,200 -------------------------------------------------------- TEREX CORP NEW 288,666 18,900 -------------------------------------------------------- TERRA INDS INC 356,146 5,900 -------------------------------------------------------- TERRA NETWORKS S A 39,756 -------------------------------------------------------- TERREMARK WORLDWIDE 1,097,860 90,600 -------------------------------------------------------- TESORO PETE CORP 319,780 16,500 -------------------------------------------------------- TETRA TECHNOLOGIES I 112,517 7,400 -------------------------------------------------------- TETRA TECH INC NEW 416,126 28,000 -------------------------------------------------------- TEVA PHARMACEUTICAL 25,705 21,378 4,410 -------------------------------------------------------- TEXAS BIOTECHNOLOGY 353,596 27,300 -------------------------------------------------------- TEXAS INDS INC 198,384 14,400 -------------------------------------------------------- TEXAS INSTRS INC 32,109,943 1,262,171 5,025,337 -------------------------------------------------------- TEXAS REGL BANCSHARE 168,361 8,520 -------------------------------------------------------- TEXTRON INC 3,079,184 55,019 344,201 -------------------------------------------------------- THERAGENICS CORP 395,425 16,500 -------------------------------------------------------- THERASENSE INC 26,800 -------------------------------------------------------- THERMA-WAVE INC 137,525 7,500 -------------------------------------------------------- THERMO ELECTRON CORP 3,261,176 76,123 423,105 -------------------------------------------------------- THIRD WAVE TECHNOLOG 71,147 3,600 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 61 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- THOMAS & BETTS CORP COM 88431510 29,465,566 1,393,171 1,388,877 3,494 800 ------------------------------------------------------------------------------------------------------- THOMAS INDS INC COM 88442510 3,644,450 145,778 145,778 ------------------------------------------------------------------------------------------------------- THOMSON MULTIMEDIA SPONSORED 88511810 342,082 11,380 11,380 ------------------------------------------------------------------------------------------------------- THOR INDS INC COM 88516010 2,363,308 63,787 63,787 ------------------------------------------------------------------------------------------------------- THORATEC CORP COM NEW 88517530 5,606,481 329,793 329,793 ------------------------------------------------------------------------------------------------------- THORNBURG MTG INC COM 88521810 9,937,724 504,453 504,453 ------------------------------------------------------------------------------------------------------- 3DO CO COM 88553W10 548,820 263,856 263,856 ------------------------------------------------------------------------------------------------------- 3COM CORP COM 88553510 23,924,751 3,749,961 3,723,831 21,670 4,460 ------------------------------------------------------------------------------------------------------- 3-D SYS CORP DEL COM NEW 88554D20 990,973 69,542 69,542 ------------------------------------------------------------------------------------------------------- THREE FIVE SYS INC COM 88554L10 3,108,511 195,381 195,166 215 ------------------------------------------------------------------------------------------------------- 3-DIMENSIONAL PHARMA COM 88554W10 809,895 95,394 95,394 ------------------------------------------------------------------------------------------------------- 3TEC ENERGY CORP COM NEW 88575R30 1,795,514 128,251 128,151 100 ------------------------------------------------------------------------------------------------------- TIBCO SOFTWARE INC COM 88632Q10 8,154,213 546,163 540,034 6,029 100 ------------------------------------------------------------------------------------------------------- TICKETMASTER CL B 88633P20 3,420,429 208,690 208,570 120 ------------------------------------------------------------------------------------------------------- TIDEWATER INC COM 88642310 20,783,818 613,092 611,592 1,200 300 ------------------------------------------------------------------------------------------------------- TIER TECHNOLOGIES IN CL B 88650Q10 482,944 22,400 22,400 ------------------------------------------------------------------------------------------------------- TIFFANY & CO NEW COM 88654710 95,814,222 3,044,621 3,031,366 9,155 4,100 ------------------------------------------------------------------------------------------------------- TIMBERLAND CO CL A 88710010 11,390,679 307,192 306,352 720 120 ------------------------------------------------------------------------------------------------------- TIME WARNER TELECOM CL A 88731910 6,651,333 375,994 375,314 580 100 ------------------------------------------------------------------------------------------------------- TIMKEN CO COM 88738910 7,564,230 467,505 465,285 2,220 ------------------------------------------------------------------------------------------------------- TITAN CORP COM 88826610 21,537,164 863,213 862,473 640 100 ------------------------------------------------------------------------------------------------------- TITAN PHARMACEUTICAL COM 88831410 2,127,249 216,845 216,845 ------------------------------------------------------------------------------------------------------- TITANIUM METALS CORP COM 88833910 710,247 178,007 178,007 ------------------------------------------------------------------------------------------------------- TIVO INC COM 88870610 1,051,353 160,512 159,812 700 ------------------------------------------------------------------------------------------------------- TOKIO MARINE & FIRE ADR NEW 88909040 1,310,902 35,817 35,817 ------------------------------------------------------------------------------------------------------- TOLL BROTHERS INC COM 88947810 11,311,230 257,659 257,659 ------------------------------------------------------------------------------------------------------- TOLLGRADE COMMUNICAT COM 88954210 4,659,728 139,722 139,722 ------------------------------------------------------------------------------------------------------- TOMPKINSTRUSTCO INC COM 89011010 2,477,347 61,549 61,549 ------------------------------------------------------------------------------------------------------- TOO INC COM 89033310 7,735,392 281,287 280,827 432 28 ------------------------------------------------------------------------------------------------------- TOOTSIE ROLL INDS IN COM 89051610 15,002,616 383,895 382,604 1,085 206 ------------------------------------------------------------------------------------------------------- TOPPS INC COM 89078610 7,786,813 640,890 640,790 100 ------------------------------------------------------------------------------------------------------- TORCHMARK CORP COM 89102710 99,752,482 2,536,295 2,516,155 13,340 6,800 ------------------------------------------------------------------------------------------------------- TORO CO COM 89109210 13,992,030 310,934 310,634 300 ------------------------------------------------------------------------------------------------------- TORONTO DOMINION BK COM NEW 89116050 1,198,943 46,579 46,579 ------------------------------------------------------------------------------------------------------- TOTAL FINA ELF S A SPONSORED 89151E10 13,354,941 190,133 91,144 98,989 ------------------------------------------------------------------------------------------------------- TOWER AUTOMOTIVE INC COM 89170710 3,468,323 384,089 384,089 ------------------------------------------------------------------------------------------------------- TOTAL SYS SVCS INC COM 89190610 7,127,599 336,525 336,125 400 ------------------------------------------------------------------------------------------------------- TOWN & CTRY TR SH BEN INT 89208110 7,661,354 366,572 320,547 46,025 ------------------------------------------------------------------------------------------------------- TOYOTA MOTOR CORP SP ADR REP 89233130 3,821,133 74,983 74,983 ------------------------------------------------------------------------------------------------------- TOYS R US INC COM 89233510 87,204,897 4,204,672 4,186,172 18,360 140 ------------------------------------------------------------------------------------------------------- TPG N V SPONSORED 89233910 330,501 15,444 15,444 ------------------------------------------------------------------------------------------------------- TRADESTATION GROUP I COM 89267P10 210,871 135,174 135,174 ------------------------------------------------------------------------------------------------------- TRAMMELL CROW CO COM 89288R10 2,647,745 226,303 226,223 80 ------------------------------------------------------------------------------------------------------- TRANS WORLD ENTMT CO COM 89336Q10 2,119,001 278,816 278,716 100 ------------------------------------------------------------------------------------------------------- TRANSACTION SYS ARCH CL A 89341610 5,449,582 444,501 444,321 80 100 ------------------------------------------------------------------------------------------------------- TRANSALTA CORP COM 89346D10 1,722,600 125,280 125,280 ------------------------------------------------------------------------------------------------------- TRANSATLANTIC HLDGS COM 89352110 19,666,738 216,118 215,563 555 ------------------------------------------------------------------------------------------------------- Page Total 582,238,724 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- THOMAS & BETTS CORP 1,263,567 14,800 114,804 -------------------------------------------------------- THOMAS INDS INC 130,178 15,600 -------------------------------------------------------- THOMSON MULTIMEDIA 11,380 -------------------------------------------------------- THOR INDS INC 59,487 4,300 -------------------------------------------------------- THORATEC CORP 312,093 17,700 -------------------------------------------------------- THORNBURG MTG INC 490,953 13,500 -------------------------------------------------------- 3DO CO 243,356 20,500 -------------------------------------------------------- 3COM CORP 3,226,957 137,007 385,997 -------------------------------------------------------- 3-D SYS CORP DEL 68,042 1,500 -------------------------------------------------------- THREE FIVE SYS INC 181,281 14,100 -------------------------------------------------------- 3-DIMENSIONAL PHARMA 93,194 2,200 -------------------------------------------------------- 3TEC ENERGY CORP 119,651 100 8,500 -------------------------------------------------------- TIBCO SOFTWARE INC 498,263 6,900 41,000 -------------------------------------------------------- TICKETMASTER 193,690 100 14,900 -------------------------------------------------------- TIDEWATER INC 574,286 3,700 35,106 -------------------------------------------------------- TIER TECHNOLOGIES IN 22,400 -------------------------------------------------------- TIFFANY & CO NEW 2,633,335 101,645 309,641 -------------------------------------------------------- TIMBERLAND CO 285,072 1,320 20,800 -------------------------------------------------------- TIME WARNER TELECOM 333,394 5,300 37,300 -------------------------------------------------------- TIMKEN CO 434,995 32,510 -------------------------------------------------------- TITAN CORP 824,913 100 38,200 -------------------------------------------------------- TITAN PHARMACEUTICAL 200,845 16,000 -------------------------------------------------------- TITANIUM METALS CORP 165,807 12,200 -------------------------------------------------------- TIVO INC 160,512 -------------------------------------------------------- TOKIO MARINE & FIRE 35,817 -------------------------------------------------------- TOLL BROTHERS INC 243,859 13,800 -------------------------------------------------------- TOLLGRADE COMMUNICAT 132,122 7,600 -------------------------------------------------------- TOMPKINSTRUSTCO INC 56,649 4,900 -------------------------------------------------------- TOO INC 261,059 28 20,200 -------------------------------------------------------- TOOTSIE ROLL INDS IN 358,718 1,135 24,042 -------------------------------------------------------- TOPPS INC 611,090 29,800 -------------------------------------------------------- TORCHMARK CORP 2,224,423 46,053 265,819 -------------------------------------------------------- TORO CO 299,234 11,700 -------------------------------------------------------- TORONTO DOMINION BK 46,579 -------------------------------------------------------- TOTAL FINA ELF S A 188,233 1,900 -------------------------------------------------------- TOWER AUTOMOTIVE INC 355,989 28,100 -------------------------------------------------------- TOTAL SYS SVCS INC 309,725 1,800 25,000 -------------------------------------------------------- TOWN & CTRY TR 354,772 11,800 -------------------------------------------------------- TOYOTA MOTOR CORP 74,983 -------------------------------------------------------- TOYS R US INC 3,612,491 53,217 538,964 -------------------------------------------------------- TPG N V 15,444 -------------------------------------------------------- TRADESTATION GROUP I 135,174 -------------------------------------------------------- TRAMMELL CROW CO 208,503 17,800 -------------------------------------------------------- TRANS WORLD ENTMT CO 255,516 23,300 -------------------------------------------------------- TRANSACTION SYS ARCH 420,601 100 23,800 -------------------------------------------------------- TRANSALTA CORP 90,147 35,133 -------------------------------------------------------- TRANSATLANTIC HLDGS 197,630 1,150 17,338 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 62 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- TRANSCANADA PIPELINE COM 89352610 275,858 22,051 22,051 ------------------------------------------------------------------------------------------------------- TRANSGENOMIC INC COM 89365K20 1,089,572 99,052 99,052 ------------------------------------------------------------------------------------------------------- TRANSKARYOTIC THERAP COM 89373510 9,298,043 217,244 216,944 300 ------------------------------------------------------------------------------------------------------- TRANSMETA CORP DEL COM 89376R10 1,268,472 553,918 549,868 4,050 ------------------------------------------------------------------------------------------------------- TRANSMONTAIGNE INC COM 89393410 790,844 145,109 145,109 ------------------------------------------------------------------------------------------------------- TRAVELOCITY COM INC COM 89395310 1,827,879 63,667 63,667 ------------------------------------------------------------------------------------------------------- TRANSWITCH CORP COM 89406510 4,688,838 1,041,964 1,037,524 4,340 100 ------------------------------------------------------------------------------------------------------- TREDEGAR CORP COM 89465010 3,017,485 158,815 158,815 ------------------------------------------------------------------------------------------------------- TREMONT CORP COM PAR $1 89474520 318,304 11,014 11,014 ------------------------------------------------------------------------------------------------------- TREND MICRO INC SPONS ADR 89486M20 430,049 18,697 18,697 ------------------------------------------------------------------------------------------------------- TRENDWEST RESORTS IN COM 89491710 2,248,340 88,797 88,797 ------------------------------------------------------------------------------------------------------- TREX INC COM 89531P10 1,081,385 56,945 56,945 ------------------------------------------------------------------------------------------------------- TRI CONTL CORP COM 89543610 522,975 27,892 27,892 ------------------------------------------------------------------------------------------------------- TRIAD HOSPITALS INC COM 89579K10 20,311,109 692,031 690,968 968 95 ------------------------------------------------------------------------------------------------------- TRIANGLE PHARMACEUTI COM 89589H10 1,472,764 367,273 367,273 ------------------------------------------------------------------------------------------------------- TRIAD GTY INC COM 89592510 2,481,266 68,411 68,411 ------------------------------------------------------------------------------------------------------- TRIARC COS INC CL A 89592710 2,883,219 118,651 118,651 ------------------------------------------------------------------------------------------------------- TRICON GLOBAL RESTAU COM 89595310 218,264,631 4,436,273 4,415,845 16,423 4,005 ------------------------------------------------------------------------------------------------------- TRIBUNE CO NEW COM 89604710 226,522,691 6,051,902 5,889,511 87,614 74,777 ------------------------------------------------------------------------------------------------------- TRICO MARINE SERVICE COM 89610610 1,777,979 235,494 235,434 60 ------------------------------------------------------------------------------------------------------- TRIGON HEALTHCARE IN COM 89618L10 29,954,132 431,305 430,275 930 100 ------------------------------------------------------------------------------------------------------- TRIKON TECHNOLOGIES COM NEW 89618740 820,631 69,841 69,841 ------------------------------------------------------------------------------------------------------- TRIMBLE NAVIGATION L COM 89623910 4,538,038 279,953 277,493 460 2,000 ------------------------------------------------------------------------------------------------------- TRIMERIS INC COM 89626310 6,885,896 153,122 152,812 310 ------------------------------------------------------------------------------------------------------- TRINITY INDS INC COM 89652210 28,484,593 1,048,384 1,047,584 500 300 ------------------------------------------------------------------------------------------------------- TRIQUINT SEMICONDUCT COM 89674K10 23,794,980 1,940,863 1,936,560 2,288 2,015 ------------------------------------------------------------------------------------------------------- TRITON PCS HLDGS INC CL A 89677M10 7,354,229 250,570 248,650 1,820 100 ------------------------------------------------------------------------------------------------------- TRIUMPH GROUP INC NE COM 89681810 4,687,507 144,231 144,231 ------------------------------------------------------------------------------------------------------- TRIZETTO GROUP INC COM 89688210 2,815,355 214,585 214,545 40 ------------------------------------------------------------------------------------------------------- TRIZEC HAHN CORP SUB VTG 89693810 259,018 16,498 16,498 ------------------------------------------------------------------------------------------------------- TRIPATH IMAGING INC COM 89694210 1,764,640 234,348 234,348 ------------------------------------------------------------------------------------------------------- TROPICAL SPORTSWEAR COM 89708P10 738,300 39,376 39,376 ------------------------------------------------------------------------------------------------------- TROY FINL CORP COM 89732910 1,070,764 43,176 43,176 ------------------------------------------------------------------------------------------------------- TRUST CO NJ JERSEY C COM 89830410 5,436,572 215,737 170,188 45,549 ------------------------------------------------------------------------------------------------------- TRUSTCO BK CORP N Y COM 89834910 7,949,393 632,410 632,295 115 ------------------------------------------------------------------------------------------------------- TRUSTMARK CORP COM 89840210 8,338,512 344,140 340,390 3,750 ------------------------------------------------------------------------------------------------------- TUESDAY MORNING CORP COM NEW 89903550 1,913,940 105,801 105,801 ------------------------------------------------------------------------------------------------------- TULARIK INC COM 89916510 4,876,516 203,019 202,939 80 ------------------------------------------------------------------------------------------------------- TUPPERWARE CORP COM 89989610 26,250,686 1,363,672 1,362,322 1,350 ------------------------------------------------------------------------------------------------------- TURKCELL ILETISIM HI SPON ADR N 90011120 415,937 20,260 20,260 ------------------------------------------------------------------------------------------------------- TURNSTONE SYSTEMS IN COM 90042310 1,096,494 276,195 275,895 300 ------------------------------------------------------------------------------------------------------- TWEETER HOME ENTMT G COM 90116710 5,120,472 176,568 176,148 420 ------------------------------------------------------------------------------------------------------- 21ST CENTY INS GROUP COM 90130N10 4,955,237 254,768 254,648 120 ------------------------------------------------------------------------------------------------------- II VI INC COM 90210410 1,563,622 90,750 90,750 ------------------------------------------------------------------------------------------------------- TYCO INTL LTD NEW COM 90212410 2,038,623,063 34,611,597 34,514,623 96,974 ------------------------------------------------------------------------------------------------------- TYSON FOODS INC CL A 90249410 43,330,217 3,751,534 3,743,505 6,963 1,066 ------------------------------------------------------------------------------------------------------- UAL CORP COM PAR $0 90254950 5,471,334 405,284 404,765 519 ------------------------------------------------------------------------------------------------------- Page Total 2,769,081,781 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- TRANSCANADA PIPELINE 22,051 -------------------------------------------------------- TRANSGENOMIC INC 99,052 -------------------------------------------------------- TRANSKARYOTIC THERAP 204,044 13,200 -------------------------------------------------------- TRANSMETA CORP DEL 488,418 8,100 57,400 -------------------------------------------------------- TRANSMONTAIGNE INC 140,009 5,100 -------------------------------------------------------- TRAVELOCITY COM INC 57,667 6,000 -------------------------------------------------------- TRANSWITCH CORP 989,164 100 52,700 -------------------------------------------------------- TREDEGAR CORP 149,015 9,800 -------------------------------------------------------- TREMONT CORP 11,014 -------------------------------------------------------- TREND MICRO INC 18,697 -------------------------------------------------------- TRENDWEST RESORTS IN 83,547 5,250 -------------------------------------------------------- TREX INC 53,445 3,500 -------------------------------------------------------- TRI CONTL CORP 4,791 23,101 -------------------------------------------------------- TRIAD HOSPITALS INC 638,262 6,295 47,474 -------------------------------------------------------- TRIANGLE PHARMACEUTI 342,373 24,900 -------------------------------------------------------- TRIAD GTY INC 64,211 4,200 -------------------------------------------------------- TRIARC COS INC 109,351 9,300 -------------------------------------------------------- TRICON GLOBAL RESTAU 2,705,542 1,377,976 352,755 -------------------------------------------------------- TRIBUNE CO NEW 5,133,778 157,407 760,717 -------------------------------------------------------- TRICO MARINE SERVICE 218,294 17,200 -------------------------------------------------------- TRIGON HEALTHCARE IN 395,176 2,100 34,029 -------------------------------------------------------- TRIKON TECHNOLOGIES 69,841 -------------------------------------------------------- TRIMBLE NAVIGATION L 262,253 2,000 15,700 -------------------------------------------------------- TRIMERIS INC 142,222 10,900 -------------------------------------------------------- TRINITY INDS INC 1,023,684 300 24,400 -------------------------------------------------------- TRIQUINT SEMICONDUCT 1,857,814 2,015 81,034 -------------------------------------------------------- TRITON PCS HLDGS INC 224,170 3,600 22,800 -------------------------------------------------------- TRIUMPH GROUP INC NE 132,431 11,800 -------------------------------------------------------- TRIZETTO GROUP INC 200,185 14,400 -------------------------------------------------------- TRIZEC HAHN CORP 16,298 200 -------------------------------------------------------- TRIPATH IMAGING INC 220,048 14,300 -------------------------------------------------------- TROPICAL SPORTSWEAR 39,376 -------------------------------------------------------- TROY FINL CORP 41,276 1,900 -------------------------------------------------------- TRUST CO NJ JERSEY C 160,388 45,549 9,800 -------------------------------------------------------- TRUSTCO BK CORP N Y 586,065 46,345 -------------------------------------------------------- TRUSTMARK CORP 310,540 4,000 29,600 -------------------------------------------------------- TUESDAY MORNING CORP 103,101 2,700 -------------------------------------------------------- TULARIK INC 191,039 80 11,900 -------------------------------------------------------- TUPPERWARE CORP 1,182,372 42,000 139,300 -------------------------------------------------------- TURKCELL ILETISIM HI 14,887 5,373 -------------------------------------------------------- TURNSTONE SYSTEMS IN 257,595 18,600 -------------------------------------------------------- TWEETER HOME ENTMT G 164,368 12,200 -------------------------------------------------------- 21ST CENTY INS GROUP 232,968 21,800 -------------------------------------------------------- II VI INC 84,450 6,300 -------------------------------------------------------- TYCO INTL LTD NEW 30,590,512 481,443 3,539,642 -------------------------------------------------------- TYSON FOODS INC 3,490,299 24,654 236,581 -------------------------------------------------------- UAL CORP 352,475 5,000 47,809 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 63 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- UCAR INTL INC COM 90262K10 7,737,480 723,129 722,729 400 ------------------------------------------------------------------------------------------------------- UCBH HOLDINGS INC COM 90262T30 5,295,897 186,213 186,013 200 ------------------------------------------------------------------------------------------------------- UGI CORP NEW COM 90268110 12,040,649 398,697 397,497 1,200 ------------------------------------------------------------------------------------------------------- UICI COM 90273710 7,058,475 522,850 522,850 ------------------------------------------------------------------------------------------------------- UIL HLDG CORP COM 90274810 6,372,024 124,211 123,411 700 100 ------------------------------------------------------------------------------------------------------- UMB FINL CORP COM 90278810 10,406,040 260,151 256,051 4,000 100 ------------------------------------------------------------------------------------------------------- U S B HLDG INC COM 90291010 1,642,908 97,502 97,502 ------------------------------------------------------------------------------------------------------- UST INC COM 90291110 106,050,000 3,030,000 3,013,325 11,595 5,080 ------------------------------------------------------------------------------------------------------- U S RESTAURANT PPTYS COM 90297110 2,263,457 155,244 155,244 ------------------------------------------------------------------------------------------------------- US BANCORP DEL COM NEW 90297330 964,239,134 46,069,715 45,379,673 608,509 81,533 ------------------------------------------------------------------------------------------------------- USA NETWORKS INC COM 90298410 26,545,920 972,022 965,432 6,490 100 ------------------------------------------------------------------------------------------------------- UNB CORP OHIO COM 90305610 1,574,115 84,858 84,858 ------------------------------------------------------------------------------------------------------- URS CORP NEW COM 90323610 3,554,254 129,670 129,670 ------------------------------------------------------------------------------------------------------- U S G CORP COM NEW 90329340 2,117,561 370,203 370,103 100 ------------------------------------------------------------------------------------------------------- USEC INC COM 90333E10 5,847,872 816,742 816,742 ------------------------------------------------------------------------------------------------------- U S CONCRETE INC COM 90333L10 1,114,113 168,805 168,805 ------------------------------------------------------------------------------------------------------- U S PHYSICAL THERAPY COM 90337L10 610,654 37,788 37,788 ------------------------------------------------------------------------------------------------------- USX-U S STL COM 90337T10 27,792,493 1,534,649 1,529,024 5,525 100 ------------------------------------------------------------------------------------------------------- US UNWIRED INC CL A 90338R10 5,474,376 537,758 422,598 115,160 ------------------------------------------------------------------------------------------------------- US ONCOLOGY INC COM 90338W10 6,661,175 883,445 883,345 100 ------------------------------------------------------------------------------------------------------- UBIQUITEL INC COM 90347430 3,782,864 507,767 507,767 ------------------------------------------------------------------------------------------------------- ULTICOM INC COM 90384410 1,125,784 111,907 111,907 ------------------------------------------------------------------------------------------------------- ULTIMATE ELECTRS INC COM 90384910 2,270,130 75,671 75,671 ------------------------------------------------------------------------------------------------------- USA ED INC COM 90390U10 273,689,436 3,257,432 3,247,577 9,635 220 ------------------------------------------------------------------------------------------------------- ULTRA PETE CORP COM 90391410 320,334 52,600 52,600 ------------------------------------------------------------------------------------------------------- ULTRAMAR DIAMOND SHA COM 90400010 46,371,072 937,168 934,108 2,660 400 ------------------------------------------------------------------------------------------------------- ULTRATECH STEPPER IN COM 90403410 5,257,655 318,260 318,220 40 ------------------------------------------------------------------------------------------------------- UMPQUA HLDGS CORP COM 90421410 1,546,587 114,562 114,562 ------------------------------------------------------------------------------------------------------- UNIBANCO-UNIAO DE BA GDR REP PF 90458E10 288,829 12,952 12,952 ------------------------------------------------------------------------------------------------------- UNIFI INC COM 90467710 4,693,229 647,342 647,322 20 ------------------------------------------------------------------------------------------------------- UNIFIRST CORP MASS COM 90470810 1,752,022 77,695 77,695 ------------------------------------------------------------------------------------------------------- UNILAB CORP NEW COM NEW 90476320 573,535 22,850 22,850 ------------------------------------------------------------------------------------------------------- UNILEVER PLC SPON ADR N 90476770 13,114,501 394,184 64,611 329,573 ------------------------------------------------------------------------------------------------------- UNILEVER N V N Y SHS NE 90478470 521,567,007 9,053,411 9,001,852 51,559 ------------------------------------------------------------------------------------------------------- UNION PAC CORP COM 90781810 298,301,691 5,233,363 5,127,982 37,753 67,628 ------------------------------------------------------------------------------------------------------- UNION PLANTERS CORP COM 90806810 127,849,408 2,832,914 2,825,158 7,263 493 ------------------------------------------------------------------------------------------------------- UNIONBANCAL CORP COM 90890610 27,856,470 733,065 732,245 820 ------------------------------------------------------------------------------------------------------- UNIROYAL TECHNOLOGY COM 90916310 428,595 133,936 133,936 ------------------------------------------------------------------------------------------------------- UNISOURCE ENERGY COR COM 90920510 10,719,421 589,303 588,963 100 240 ------------------------------------------------------------------------------------------------------- UNISYS CORP COM 90921410 83,690,141 6,673,855 6,661,250 11,530 1,075 ------------------------------------------------------------------------------------------------------- UNIT CORP COM 90921810 3,955,436 306,623 305,965 200 458 ------------------------------------------------------------------------------------------------------- UNITED AUTO GROUP IN COM 90944010 1,728,495 66,970 66,910 60 ------------------------------------------------------------------------------------------------------- UNITED CMNTY FINL CO COM 90983910 2,068,358 287,272 287,272 ------------------------------------------------------------------------------------------------------- UNITED BANKSHARES IN COM 90990710 11,140,825 386,030 385,430 600 ------------------------------------------------------------------------------------------------------- UNITED DOMINION REAL COM 91019710 24,352,977 1,691,179 1,586,789 104,390 ------------------------------------------------------------------------------------------------------- UNITED FIRE & CAS CO COM 91033110 1,999,490 69,839 61,902 7,937 ------------------------------------------------------------------------------------------------------- UNITED INDL CORP COM 91067110 2,013,450 120,206 120,206 ------------------------------------------------------------------------------------------------------- Page Total 2,676,856,339 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- UCAR INTL INC 689,229 33,900 -------------------------------------------------------- UCBH HOLDINGS INC 165,813 20,400 -------------------------------------------------------- UGI CORP NEW 380,697 18,000 -------------------------------------------------------- UICI 494,750 28,100 -------------------------------------------------------- UIL HLDG CORP 116,011 100 8,100 -------------------------------------------------------- UMB FINL CORP 248,711 100 11,340 -------------------------------------------------------- U S B HLDG INC 91,302 6,200 -------------------------------------------------------- UST INC 2,817,659 115,898 96,443 -------------------------------------------------------- U S RESTAURANT PPTYS 144,144 11,100 -------------------------------------------------------- US BANCORP DEL 39,548,045 681,838 5,839,832 -------------------------------------------------------- USA NETWORKS INC 891,022 6,700 74,300 -------------------------------------------------------- UNB CORP OHIO 78,358 6,500 -------------------------------------------------------- URS CORP NEW 121,370 8,300 -------------------------------------------------------- U S G CORP 341,103 29,100 -------------------------------------------------------- USEC INC 759,042 57,700 -------------------------------------------------------- U S CONCRETE INC 165,805 3,000 -------------------------------------------------------- U S PHYSICAL THERAPY 37,788 -------------------------------------------------------- USX-U S STL 1,455,069 900 78,680 -------------------------------------------------------- US UNWIRED INC 518,858 18,900 -------------------------------------------------------- US ONCOLOGY INC 824,545 100 58,800 -------------------------------------------------------- UBIQUITEL INC 480,767 27,000 -------------------------------------------------------- ULTICOM INC 106,207 5,700 -------------------------------------------------------- ULTIMATE ELECTRS INC 69,471 6,200 -------------------------------------------------------- USA ED INC 2,779,746 109,865 367,821 -------------------------------------------------------- ULTRA PETE CORP 52,600 -------------------------------------------------------- ULTRAMAR DIAMOND SHA 881,768 8,400 47,000 -------------------------------------------------------- ULTRATECH STEPPER IN 303,860 14,400 -------------------------------------------------------- UMPQUA HLDGS CORP 103,662 10,900 -------------------------------------------------------- UNIBANCO-UNIAO DE BA 12,952 -------------------------------------------------------- UNIFI INC 609,542 37,800 -------------------------------------------------------- UNIFIRST CORP MASS 75,595 2,100 -------------------------------------------------------- UNILAB CORP NEW 22,850 -------------------------------------------------------- UNILEVER PLC 391,984 2,200 -------------------------------------------------------- UNILEVER N V 8,053,595 374,417 625,399 -------------------------------------------------------- UNION PAC CORP 4,482,338 141,706 609,319 -------------------------------------------------------- UNION PLANTERS CORP 2,517,070 43,682 272,162 -------------------------------------------------------- UNIONBANCAL CORP 690,165 7,400 35,500 -------------------------------------------------------- UNIROYAL TECHNOLOGY 124,936 9,000 -------------------------------------------------------- UNISOURCE ENERGY COR 567,963 240 21,100 -------------------------------------------------------- UNISYS CORP 5,798,767 88,993 786,095 -------------------------------------------------------- UNIT CORP 283,965 458 22,200 -------------------------------------------------------- UNITED AUTO GROUP IN 65,370 1,600 -------------------------------------------------------- UNITED CMNTY FINL CO 262,872 24,400 -------------------------------------------------------- UNITED BANKSHARES IN 361,730 600 23,700 -------------------------------------------------------- UNITED DOMINION REAL 1,625,279 65,900 -------------------------------------------------------- UNITED FIRE & CAS CO 68,639 1,200 -------------------------------------------------------- UNITED INDL CORP 112,406 7,800 -------------------------------------------------------- Page Total -------------------------------------------------------- Page 64 of 70 ------------------------------------------------------------------------------------------------------- Investment Discretion ------------------------------------------------------------------------------------------------------- Name of Title of Cusip Fair Market Shares Sole Shared as Shared ------------------------------------------------------------------------------------------------------- Issuer Class Number Value Prin Amt Defined Other ------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- UNITED MICROELECTRON SPONSORED 91087320 1,154,889 120,301 120,301 ------------------------------------------------------------------------------------------------------- UNITED NATL BANCORP COM 91090910 3,328,914 138,647 138,647 ------------------------------------------------------------------------------------------------------- UNITED NAT FOODS INC COM 91116310 4,907,550 196,302 195,602 700 ------------------------------------------------------------------------------------------------------- UNITED PARCEL SERVIC CL B 91131210 120,039,411 2,202,558 1,932,433 239,681 30,444 ------------------------------------------------------------------------------------------------------- UNITED RENTALS INC COM 91136310 11,106,156 489,258 487,177 2,081 ------------------------------------------------------------------------------------------------------- UNITED STATES CELLUL COM 91168410 11,962,335 264,361 262,111 1,850 400 ------------------------------------------------------------------------------------------------------- US AIRWAYS GROUP INC COM 91190510 9,217,358 1,453,842 1,446,272 7,470 100 ------------------------------------------------------------------------------------------------------- U S INDS INC NEW COM 91208010 1,772,057 692,210 692,170 40 ------------------------------------------------------------------------------------------------------- UNITED STATIONERS IN COM 91300410 16,509,531 490,625 488,060 2,565 ------------------------------------------------------------------------------------------------------- UNITED SURGICAL PART COM 91301630 329,940 15,600 15,600 ------------------------------------------------------------------------------------------------------- UNITED TECHNOLOGIES COM 91301710 820,164,717 12,690,155 12,469,632 136,455 84,068 ------------------------------------------------------------------------------------------------------- UNITED THERAPEUTICS COM 91307C10 1,497,988 143,899 143,899 ------------------------------------------------------------------------------------------------------- UNITED UTILS PLC SPONSORED 91311Q10 234,624 13,071 13,071 ------------------------------------------------------------------------------------------------------- UNITEDHEALTH GROUP I COM 91324P10 506,607,186 7,158,502 7,143,324 13,938 1,240 ------------------------------------------------------------------------------------------------------- UNITEDGLOBALCOM CL A 91324750 3,379,665 675,933 675,813 20 100 ------------------------------------------------------------------------------------------------------- UNITRIN INC COM 91327510 21,966,559 555,834 554,314 320 1,200 ------------------------------------------------------------------------------------------------------- UNIVERSAL ACCESS GLO COM 91336M10 1,913,407 407,976 407,976 ------------------------------------------------------------------------------------------------------- UNIVERSAL AMERN FINL COM 91337710 2,677,772 394,370 394,370 ------------------------------------------------------------------------------------------------------- UNIVERSAL COMPRESSIO COM 91343110 3,077,193 104,347 103,847 500 ------------------------------------------------------------------------------------------------------- UNIVERSAL CORP VA COM 91345610 18,031,397 495,232 494,042 1,190 ------------------------------------------------------------------------------------------------------- UNIVERSAL DISPLAY CO COM 91347P10 1,185,984 130,328 130,328 ------------------------------------------------------------------------------------------------------- UNIVERSAL ELECTRS IN COM 91348310 3,333,026 193,668 188,968 4,700 ------------------------------------------------------------------------------------------------------- UNIVERSAL FST PRODS COM 91354310 2,586,027 123,556 123,296 260 ------------------------------------------------------------------------------------------------------- UNIVERSAL HEALTH RLT SH BEN INT 91359E10 2,311,131 98,346 98,346 ------------------------------------------------------------------------------------------------------- UNIVERSAL HLTH SVCS CL B 91390310 24,766,197 578,920 577,360 1,440 120 ------------------------------------------------------------------------------------------------------- UNIVISION COMMUNICAT CL A 91490610 208,160,105 5,144,837 4,795,692 308,626 40,519 ------------------------------------------------------------------------------------------------------- UNOCAL CORP COM 91528910 190,686,074 5,286,556 5,221,271 22,849 42,436 ------------------------------------------------------------------------------------------------------- UNOVA INC COM 91529B10 2,406,095 414,844 412,284 2,560 ------------------------------------------------------------------------------------------------------- UNUMPROVIDENT CORP COM 91529Y10 140,796,439 5,311,069 5,277,517 23,792 9,760 ------------------------------------------------------------------------------------------------------- UPM KYMMENE CORP SPONSORED 91543610 621,006 18,593 18,593 ------------------------------------------------------------------------------------------------------- USFREIGHTWAYS CORP COM 91690610 9,058,397 288,484 288,364 20 100 ------------------------------------------------------------------------------------------------------- URBAN OUTFITTERS INC COM 91704710 1,721,782 71,384 71,384 ------------------------------------------------------------------------------------------------------- UROLOGIX INC COM 91727310 2,001,651 99,833 99,833 ------------------------------------------------------------------------------------------------------- VI TECHNOLOGIES INC COM 91792010 360,427 51,860 51,860 ------------------------------------------------------------------------------------------------------- UTILICORP UTD INC COM 91800510 30,498,337 1,211,694 1,198,434 7,980 5,280 ------------------------------------------------------------------------------------------------------- UTSTARCOM INC COM 91807610 11,559,628 405,601 405,430 50 121 ------------------------------------------------------------------------------------------------------- VA SOFTWARE CORP COM 91819B10 623,368 254,436 251,086 3,300 50 ------------------------------------------------------------------------------------------------------- VCA ANTECH INC COM 91819410 295,728 24,400 24,400 ------------------------------------------------------------------------------------------------------- V F CORP COM 91820410 96,435,372 2,472,068 2,459,423 9,245 3,400 ------------------------------------------------------------------------------------------------------- VAIL RESORTS INC COM 91879Q10 1,514,585 85,425 85,425 ------------------------------------------------------------------------------------------------------- VALASSIS COMMUNICATI COM 91886610 24,067,899 675,685 674,165 1,320 200 ------------------------------------------------------------------------------------------------------- VALHI INC NEW COM 91890510 1,292,047 101,736 101,736 ------------------------------------------------------------------------------------------------------- VALENCE TECHNOLOGY I COM 91891410 2,035,378 603,970 527,225 76,745 ------------------------------------------------------------------------------------------------------- VALENTIS INC COM 91913E10 798,414 257,553 257,553 ------------------------------------------------------------------------------------------------------- VALERO ENERGY CORP N COM 91913Y10 37,100,404 973,253 972,033 1,020 200 ------------------------------------------------------------------------------------------------------- VALLEY NATL BANCORP COM 91979410 17,788,419 539,861 535,838 3,938 85 ------------------------------------------------------------------------------------------------------- VALMONT INDS INC COM 92025310 2,011,602 139,115 139,115 ------------------------------------------------------------------------------------------------------- Page Total 2,375,894,171 ------------------------------------------------------------------------------------------------------- -------------------------------------------------------- Voting Authority -------------------------------------------------------- Name of Sole Shared None -------------------------------------------------------- Issuer -------------------------------------------------------- -------------------------------------------------------- UNITED MICROELECTRON 120,301 -------------------------------------------------------- UNITED NATL BANCORP 126,147 12,500 ---