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                 12,5