13F-HR 1 fpim2002.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2002 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Putnam Investment Management, LLC Address: One Post Office Square Boston, MA 02109 Form 13F File Number: 28 - 90 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 Reporting Manager: Name: Andrew J. Hachey Title: Vice President Phone: (617) 760-8235 Signature, Place and Date of Signing: /s/ Andrew J. Hachey _5/15/2002 [Signature] [City, State] [Date] Report Type (Check only one.): [ X ] 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).) [ ] 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).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 3 Form 13F Information Table Entry Total: 4086 Form 13F Information Table Value Total: $183,257,544 (thousands) List of Other Included Managers: Provide a numbered list of the name(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 - 93 Marsh & McLennan Companies, Inc. 2 28 - 92 The Putnam Advisory Company, LLC 3 28 - 1535 Putnam, LLC PRICING DATE: 03/31/2002 NAME OF REPORTING COMPANIES: PUTNAM INVESTMENTS, INC. AND ITS AFFILIATED REGISERED INVESTMENT MANAGERS PUTNAM INVESTMENT MANAGEMENT, INC. (PIM) AND THE PUTNAM ADVISORY COMPANY, INC. (PAC); COLUMN 7: 2 = PAC; 4 = PIM NOTE: All security types adjusted and converted into Common Stock Equivalent shares where applicable. COL 1 & 2 COL 3 COL 4 COL 5 COL 6 COL 7 COL 8 CUSIP VALUE SHS OR SH/ INVT OTHR VOTING AUTHORITY SHARES NAME OF ISSUER / CLASS NUMBER (X$000) PRN AMT PRN DISC MGRS SOLE SHRD NONE A A R CORP 00036110 25,550.932,372,417SH DEFINE2 1,074,117 0 1,298,300 00036110 18,768.531,742,668SH DEFINE4 7,000 0 1,735,668 ADC TELECOMMUNICATIONS INC 00088610 1,043.14 256,300SH DEFINE2 24,200 0 232,100 00088610 4,441.591,091,300SH DEFINE4 0 0 1,091,300 ACT MANUFACTURING INC 00097310 0.00 0SH DEFINE2 0 0 0 00097310 93.50 445,221SH DEFINE4 4,662 0 440,559 AFLAC INC 00105510 5,280.41 178,997SH DEFINE2 15,200 0 163,797 00105510 39,396.871,335,487SH DEFINE4 15,806 0 1,319,681 AGCO CORP 00108410 0.00 0SH DEFINE2 0 0 0 00108410 7.94 348SH DEFINE4 0 0 348 AGL RESOURCES INC 00120410 8,497.60 361,600SH DEFINE2 159,100 0 202,500 00120410 923.55 39,300SH DEFINE4 2,500 0 36,800 AES CORP 00130H10 2,219.96 246,662SH DEFINE2 5,400 0 241,262 00130H10 14,760.861,640,096SH DEFINE4 26,540 0 1,613,556 AK STEEL HOLDING CORP 00154710 4,589.30 320,930SH DEFINE2 1,340 0 319,590 00154710 30,108.122,105,463SH DEFINE4 370,400 0 1,735,063 AMC ENTERTAINMENT INC 00166910 7,411.98 543,400SH DEFINE2 305,700 0 237,700 00166910 6,706.79 491,700SH DEFINE4 12,500 0 479,200 AMR CORP DEL 00176510 1,169.96 44,300SH DEFINE2 0 0 44,300 00176510 292.94 11,092SH DEFINE4 100 0 10,992 AOL TIME WARNER INC COM 00184A10 110,685.714,680,157SH DEFINE2 1,830,259 0 2,849,898 00184A10 450,099.7519,031,70SH DEFINE4 821,723 0 18,209,979 APAC TELESERVICES INC 00185E10 0.00 0SH DEFINE2 0 0 0 00185E10 0.00 0SH DEFINE4 0 0 0 AT&T CORP 00195710 20,404.291,299,636SH DEFINE2 129,200 0 1,170,436 00195710 333,837.6921,263,54SH DEFINE4 267,797 0 20,995,750 ATMI INC 00207R10 1,698.30 54,000SH DEFINE2 0 0 54,000 00207R10 2,764.05 87,887SH DEFINE4 1,352 0 86,535 AT&T WIRELESS SERVICES INC 00209A10 8,354.88 933,506SH DEFINE2 95,534 0 837,972 00209A10 78,529.488,774,244SH DEFINE4 109,711 0 8,664,533 AVI BIOPHARMA 00234610 40.60 5,000SH DEFINE2 0 0 5,000 00234610 224.92 27,700SH DEFINE4 1,800 0 25,900 AXT INC 00246W10 74.90 7,000SH DEFINE2 0 0 7,000 00246W10 417.30 39,000SH DEFINE4 2,500 0 36,500 AAIPHARMA INC 00252W10 265.96 7,400SH DEFINE2 0 0 7,400 00252W10 1,490.83 41,481SH DEFINE4 2,600 0 38,881 AARON RENTS INC 00253520 6,709.90 293,650SH DEFINE2 173,200 0 120,450 00253520 2,497.51 109,300SH DEFINE4 2,500 0 106,800 ABBOTT LABORATORIES 00282410 35,337.68 671,819SH DEFINE2 108,639 0 563,180 00282410 656,574.8212,482,41SH DEFINE4 145,121 0 12,337,290 ABBEY NATL-ADR 00292010 10.50 372SH DEFINE2 0 0 372 00292010 18.20 645SH DEFINE4 0 0 645 ABGENIX INC 00339B10 4,714.19 249,560SH DEFINE2 119,260 0 130,300 00339B10 24,864.171,316,261SH DEFINE4 112,300 0 1,203,961 ABIOMED INC 00365410 47.73 4,300SH DEFINE2 0 0 4,300 00365410 263.07 23,700SH DEFINE4 1,500 0 22,200 ABITIBI-CONSOLIDATED INC 00392410 5,481.51 615,900SH DEFINE2 178,300 0 437,600 00392410 24,769.592,783,100SH DEFINE4 173,100 0 2,610,000 ACCREDO HEALTH INC 00437V10 14,042.72 245,202SH DEFINE2 184,400 0 60,802 00437V10 88,305.301,541,912SH DEFINE4 1,700 0 1,540,212 ACTIVISION INC NEW 00493020 932.93 31,275SH DEFINE2 21,500 0 9,775 00493020 36,599.711,226,943SH DEFINE4 2,075 0 1,224,868 ACTION PERFORMANCE COMPANIES00493310 2,274.46 46,182SH DEFINE2 0 0 46,182 00493310 9,432.36 191,520SH DEFINE4 12,023 0 179,497 ACTIVE POWER INC 00504W10 4,396.88 837,500SH DEFINE2 666,600 0 170,900 00504W10 0.00 0SH DEFINE4 0 0 0 ACTRADE FINANCIAL 00507P10 437.19 28,500SH DEFINE2 0 0 28,500 00507P10 2,422.19 157,900SH DEFINE4 10,000 0 147,900 ACXIOM CORP 00512510 18,235.251,063,900SH DEFINE2 631,700 0 432,200 00512510 24,965.131,456,542SH DEFINE4 13,728 0 1,442,814 ADAPTEC INC 00651F10 0.00 0SH DEFINE2 0 0 0 00651F10 4,790.58 358,308SH DEFINE4 4,310 0 353,998 ADELPHIA COMMUNICATIONS CL A00684810 206.26 13,843SH DEFINE2 9,400 0 4,443 00684810 9,011.30 604,785SH DEFINE4 800 0 603,985 ADMINISTAFF INC 00709410 414.45 15,000SH DEFINE2 0 0 15,000 00709410 0.00 0SH DEFINE4 0 0 0 ADOBE SYSTEMS INC 00724F10 59,901.441,486,757SH DEFINE2 688,043 0 798,714 00724F10 155,404.983,857,160SH DEFINE4 303,130 0 3,554,030 ADVO INC 00758510 7,697.40 182,230SH DEFINE2 102,000 0 80,230 00758510 4,190.21 99,200SH DEFINE4 0 0 99,200 ADVISORY BOARD 00762W10 1,993.48 61,300SH DEFINE2 0 0 61,300 00762W10 0.00 0SH DEFINE4 0 0 0 AEROFLEX INCORPORATED 00776810 2,201.61 171,198SH DEFINE2 133,250 0 37,948 00776810 246.91 19,200SH DEFINE4 1,200 0 18,000 ADVANCED MICRO DEVICES INC 00790310 4,092.35 278,202SH DEFINE2 14,000 0 264,202 00790310 13,908.07 945,484SH DEFINE4 5,121 0 940,363 ADVANCEPCS INC 00790K10 15,636.63 519,662SH DEFINE2 226,550 0 293,112 00790K10 180,001.545,982,105SH DEFINE4 115,150 0 5,866,955 ADVANTA CORP CL B 00794220 9,207.36 767,920SH DEFINE2 461,200 0 306,720 00794220 5,782.78 482,300SH DEFINE4 0 0 482,300 ADVANCED ENERGY INDUSTRIES 00797310 9,205.76 256,000SH DEFINE2 203,800 0 52,200 00797310 1,787.42 49,706SH DEFINE4 747 0 48,959 ADVENT SOFTWARE INC 00797410 5,856.84 99,000SH DEFINE2 8,050 0 90,950 00797410 73,730.221,246,285SH DEFINE4 0 0 1,246,285 AETHER SYSTEMS INC 00808V10 9,849.592,253,910SH DEFINE2 1,337,200 0 916,710 00808V10 8,550.331,956,597SH DEFINE4 23,797 0 1,932,800 AETNA INC - NEW 00817Y10 1,779.86 45,849SH DEFINE2 1,400 0 44,449 00817Y10 0.00 0SH DEFINE4 0 0 0 AFFILIATED COMPUTER SVCS INC00819010 38,660.66 688,770SH DEFINE2 348,580 0 340,190 00819010 226,908.924,042,561SH DEFINE4 161,290 0 3,881,270 AFFYMETRIX INC 00826T10 0.00 0SH DEFINE2 0 0 0 00826T10 2,173.04 74,984SH DEFINE4 984 0 74,000 AFTERMARKET TECH 00831810 0.00 0SH DEFINE2 0 0 0 00831810 0.00 0SH DEFINE4 0 0 0 AGERE SYSTEMS INC-A 00845V10 350.34 90,062SH DEFINE2 49,700 0 40,362 00845V10 27,782.127,141,933SH DEFINE4 79,514 0 7,062,419 AGILENT TECHNOLOGIES 00846U10 5,954.11 170,312SH DEFINE2 25,200 0 145,112 00846U10 75,246.682,152,365SH DEFINE4 20,400 0 2,131,965 AIR PRODUCTS AND CHEMICALS I00915810 4,142.33 80,200SH DEFINE2 13,000 0 67,200 00915810 27,818.69 538,600SH DEFINE4 0 0 538,600 AIRBORNE INC 00926910 0.00 0SH DEFINE2 0 0 0 00926910 3,893.27 222,600SH DEFINE4 14,100 0 208,500 AIRGAS INC 00936310 140.70 7,000SH DEFINE2 0 0 7,000 00936310 3,738.60 186,000SH DEFINE4 11,900 0 174,100 AIRGATE PCS INC 00936710 868.00 62,000SH DEFINE2 0 0 62,000 00936710 0.00 0SH DEFINE4 0 0 0 AIRNET SYSTEMS 00941710 0.00 0SH DEFINE2 0 0 0 00941710 0.00 0SH DEFINE4 0 0 0 AIRTRAN HLDGS INC 00949P10 6,652.461,099,580SH DEFINE2 658,100 0 441,480 00949P10 4,415.90 729,900SH DEFINE4 0 0 729,900 AKAMAI TECH 00971T10 176.44 44,100SH DEFINE2 0 0 44,100 00971T10 885.42 221,300SH DEFINE4 14,000 0 207,300 ALASKA COMM SYS 01167P10 0.00 0SH DEFINE2 0 0 0 01167P10 0.00 0SH DEFINE4 0 0 0 ALBANY INTL CORP 01234810 27.27 900SH DEFINE2 0 0 900 01234810 2,081.61 68,700SH DEFINE4 4,400 0 64,300 ALBANY MOLECULAR RESEARCH 01242310 221.72 9,250SH DEFINE2 0 0 9,250 01242310 1,226.54 51,170SH DEFINE4 3,200 0 47,970 ALBERTA ENERGY CO LTD 01287310 61.46 1,400SH DEFINE2 1,400 0 0 01287310 0.00 0SH DEFINE4 0 0 0 ALBERTO-CULVER CO CL B 01306810 1,295.46 23,990SH DEFINE2 0 0 23,990 01306810 7,526.25 139,375SH DEFINE4 11,075 0 128,300 ALBERTSONS INC 01310410 4,592.01 138,564SH DEFINE2 4,300 0 134,264 01310410 83,259.712,512,363SH DEFINE4 38,300 0 2,474,063 ALCAN INC 01371610 3,729.18 94,100SH DEFINE2 2,400 0 91,700 01371610 0.00 0SH DEFINE4 0 0 0 ALCOA INC 01381710 17,211.40 456,052SH DEFINE2 45,500 0 410,552 01381710 172,348.434,566,731SH DEFINE4 101,371 0 4,465,360 ALDERWOODS GROUP INC 01438310 0.00 0SH DEFINE2 0 0 0 01438310 491.55 55,230SH DEFINE4 0 0 55,230 ALEXANDRIA REAL ESTATE EQUIT01527110 12,389.88 277,800SH DEFINE2 161,500 0 116,300 01527110 9,250.04 207,400SH DEFINE4 1,000 0 206,400 ALEXION PHARMACEUTICALS INC 01535110 2,313.38 98,400SH DEFINE2 78,400 0 20,000 01535110 30.56 1,300SH DEFINE4 0 0 1,300 ALKERMES INC 01642T10 6.05 232SH DEFINE2 0 0 232 01642T10 10,320.37 396,023SH DEFINE4 2,702 0 393,321 ALLEGHENY ENERGY INC 01736110 1,476.20 35,700SH DEFINE2 0 0 35,700 01736110 2,154.34 52,100SH DEFINE4 0 0 52,100 ALLEGHENY TECHNOLOGIES INC 01741R10 378.87 22,906SH DEFINE2 0 0 22,906 01741R10 0.00 0SH DEFINE4 0 0 0 ALLERGAN INC. 01849010 140,611.552,174,966SH DEFINE2 949,830 0 1,225,136 01849010 638,415.279,874,946SH DEFINE4 595,452 0 9,279,494 ALLIANT ENERGY CORP 01880210 0.00 0SH DEFINE2 0 0 0 01880210 6,397.57 211,700SH DEFINE4 0 0 211,700 ALLIANT TECHSYSTEMS INC 01880410 1,254.48 12,300SH DEFINE2 0 0 12,300 01880410 5,913.79 57,984SH DEFINE4 1,350 0 56,634 ALLIANZ AG-ADR 01880510 49.78 2,132SH DEFINE2 0 0 2,132 01880510 576.75 24,700SH DEFINE4 0 0 24,700 ALLIED WASTE INDUSTRIES INC 01958930 1,179.43 90,725SH DEFINE2 27,500 0 63,225 01958930 17,980.301,383,100SH DEFINE4 700 0 1,382,400 ALLOY ONLINE 01985510 196.14 13,050SH DEFINE2 0 0 13,050 01985510 1,091.18 72,600SH DEFINE4 4,600 0 68,000 ALLSTATE CORPORATION 02000210 8,220.94 217,658SH DEFINE2 7,700 0 209,958 02000210 0.00 0SH DEFINE4 0 0 0 ALLTEL CORP 02003910 5,735.54 103,250SH DEFINE2 10,300 0 92,950 02003910 23,453.21 422,200SH DEFINE4 19,100 0 403,100 ALPHA INDUSTRIES INC 02075310 15,691.111,028,925SH DEFINE2 712,285 0 316,640 02075310 36,439.142,389,452SH DEFINE4 172,185 0 2,217,267 ALPHARMA INC CL A 02081310 9,882.73 691,100SH DEFINE2 290,700 0 400,400 02081310 8,987.55 628,500SH DEFINE4 0 0 628,500 ALTERA CORP 02144110 3,376.60 154,394SH DEFINE2 25,900 0 128,494 02144110 30,121.751,377,309SH DEFINE4 0 0 1,377,309 AMAZON.COM INC 02313510 0.00 0SH DEFINE2 0 0 0 02313510 256.58 17,942SH DEFINE4 0 0 17,942 AMBAC INC 02313910 4,084.69 69,150SH DEFINE2 14,700 0 54,450 02313910 48,043.99 813,340SH DEFINE4 47,340 0 766,000 AMCOL INTL CORP 02341W10 23.60 3,900SH DEFINE2 0 0 3,900 02341W10 0.00 0SH DEFINE4 0 0 0 AMERADA HESS CORP 02355110 2,015.74 25,400SH DEFINE2 0 0 25,400 02355110 8,285.18 104,400SH DEFINE4 300 0 104,100 AMEREN CORPORATION 02360810 1,680.08 39,300SH DEFINE2 0 0 39,300 02360810 10,165.95 237,800SH DEFINE4 0 0 237,800 AMERICA MOVIL SERIES L ADR W02364W10 4,739.91 238,666SH DEFINE2 14,048 0 224,618 02364W10 2,820.32 142,010SH DEFINE4 44,160 0 97,850 AMCORE FINANCIAL INC 02391210 13,456.00 572,352SH DEFINE2 243,252 0 329,100 02391210 9,815.43 417,500SH DEFINE4 3,400 0 414,100 AMERICAN ELECTRIC POWER CO 02553710 4,449.07 96,530SH DEFINE2 2,700 0 93,830 02553710 28,357.33 615,260SH DEFINE4 200 0 615,060 AMERICAN EAGLE OUTFITTERS 02553E10 0.00 0SH DEFINE2 0 0 0 02553E10 5,975.51 241,240SH DEFINE4 0 0 241,240 AMERICAN EXPRESS COMPANY 02581610 109,159.552,665,028SH DEFINE2 949,048 0 1,715,980 02581610 381,946.969,324,877SH DEFINE4 396,442 0 8,928,435 AMERICAN FINL GROUP INC OHIO02593210 0.00 0SH DEFINE2 0 0 0 02593210 31.59 1,100SH DEFINE4 200 0 900 AMERICAN GREETINGS CORP CL A02637510 12,589.75 693,650SH DEFINE2 281,800 0 411,850 02637510 14,875.74 819,600SH DEFINE4 10,900 0 808,700 AMERICAN HOMEPATIENT INC 02664910 660.911,139,500SH DEFINE2 657,600 0 481,900 02664910 0.00 0SH DEFINE4 0 0 0 AMERICAN INTERNATIONAL GROUP02687410 407,678.875,651,218SH DEFINE2 2,088,747 0 3,562,471 02687410 1,231,711.4717,073,90SH DEFINE4 1,015,797 0 16,058,108 AMERICAN MANAGEMENT SYSTEMS 02735210 7,079.35 378,960SH DEFINE2 225,000 0 153,960 02735210 6,084.40 325,700SH DEFINE4 0 0 325,700 AMERICAN MEDICAL SYS HLDGS 02744M10 4,054.05 180,100SH DEFINE2 143,300 0 36,800 02744M10 135.06 6,000SH DEFINE4 0 0 6,000 AMERICAN NATL INS CO 02859110 0.00 0SH DEFINE2 0 0 0 02859110 66.15 700SH DEFINE4 100 0 600 AMERICAN POWER CONVERSION 02906610 2,463.83 166,700SH DEFINE2 64,900 0 101,800 02906610 3,983.21 269,500SH DEFINE4 400 0 269,100 AMERICAN STD COS INC DEL 02971210 5,166.52 73,025SH DEFINE2 0 0 73,025 02971210 0.00 0SH DEFINE4 0 0 0 AMERICAN TOWER CORP-CL A 02991220 156.00 28,835SH DEFINE2 0 0 28,835 02991220 1,544.80 285,545SH DEFINE4 200 0 285,345 AMERICAN WOODMARK CORP 03050610 850.97 13,491SH DEFINE2 0 0 13,491 03050610 4,702.71 74,555SH DEFINE4 4,743 0 69,812 AMERICREDIT CORP 03060R10 38,205.481,005,672SH DEFINE2 539,651 0 466,021 03060R10 192,142.945,057,724SH DEFINE4 175,400 0 4,882,324 AMERISTAR CASINOS INC. 03070Q10 349.00 12,700SH DEFINE2 0 0 12,700 03070Q10 1,938.41 70,539SH DEFINE4 4,450 0 66,089 AMERON INTERNATIONAL CORP 03071010 18,096.79 252,220SH DEFINE2 108,320 0 143,900 03071010 11,128.43 155,100SH DEFINE4 2,600 0 152,500 AMERIKING INC 03071G10 0.01 710SH DEFINE2 0 0 710 03071G10 0.11 11,165SH DEFINE4 0 0 11,165 AMERUS GROUP CO 03072M10 21,041.76 547,250SH DEFINE2 232,500 0 314,750 03072M10 22,276.63 579,366SH DEFINE4 6,528 0 572,838 AMERISOURCEBERGEN CORP 03073E10 47,766.36 699,361SH DEFINE2 323,484 0 375,877 03073E10 348,799.225,106,870SH DEFINE4 170,812 0 4,936,058 AMETEK INC 03110010 17,198.46 462,200SH DEFINE2 276,900 0 185,300 03110010 12,666.28 340,400SH DEFINE4 0 0 340,400 AMGEN INC 03116210 65,884.451,103,962SH DEFINE2 615,591 0 488,371 03116210 593,734.969,948,642SH DEFINE4 226,395 0 9,722,247 AMKOR TECHNOLOGIES INC 03165210 0.00 0SH DEFINE2 0 0 0 03165210 980.49 43,948SH DEFINE4 453 0 43,495 AMSOUTH BANCORP 03216510 2,362.85 107,500SH DEFINE2 0 0 107,500 03216510 1,204.50 54,800SH DEFINE4 700 0 54,100 AMSURG CORP 03232P40 8,818.76 324,100SH DEFINE2 258,200 0 65,900 03232P40 141.49 5,200SH DEFINE4 0 0 5,200 AMYLIN PHARMACEUTICALS INC 03234610 2,681.68 267,900SH DEFINE2 207,500 0 60,400 03234610 39.04 3,900SH DEFINE4 0 0 3,900 ANADARKO PETROLEUM CORP 03251110 11,255.77 199,429SH DEFINE2 40,400 0 159,029 03251110 87,970.771,558,660SH DEFINE4 32,957 0 1,525,703 ANALOG DEVICES INC 03265410 5,724.76 127,104SH DEFINE2 7,000 0 120,104 03265410 24,868.03 552,132SH DEFINE4 700 0 551,432 ANAREN MICROWAVE 03274410 11,897.16 818,800SH DEFINE2 618,900 0 199,900 03274410 171.45 11,800SH DEFINE4 0 0 11,800 ANDREW CORP 03442510 506.67 30,285SH DEFINE2 0 0 30,285 03442510 0.00 0SH DEFINE4 0 0 0 ANDRX GROUP 03455310 68,946.921,817,262SH DEFINE2 932,942 0 884,320 03455310 229,461.616,048,013SH DEFINE4 558,960 0 5,489,053 ANGIOTECH PHARMACEUTICALS IN03491810 5,032.65 110,341SH DEFINE2 87,900 0 22,441 03491810 2,767.11 60,669SH DEFINE4 290 0 60,379 ANHEUSER BUSCH COS INC 03522910 37,949.77 727,007SH DEFINE2 293,288 0 433,719 03522910 576,950.3111,052,68SH DEFINE4 250,993 0 10,801,695 ANIXTER INTL INC 03529010 14,877.87 502,122SH DEFINE2 294,500 0 207,622 03529010 17,503.88 590,749SH DEFINE4 7,967 0 582,782 ANKER COAL GROUP INC WT 144A03539611 0.00 32SH DEFINE2 0 0 32 03539611 0.00 466SH DEFINE4 0 0 466 ANKER COAL GROUP 035396AE 107.99 3,085SH DEFINE2 0 0 3,085 035396AE 2,830.17 80,862SH DEFINE4 0 0 80,862 ANNALY MORTGAGE MANAGEMENT 03571040 0.00 0SH DEFINE2 0 0 0 03571040 3,178.66 187,200SH DEFINE4 12,000 0 175,200 ANSOFT CORP 03638410 173.59 9,460SH DEFINE2 0 0 9,460 03638410 963.93 52,530SH DEFINE4 3,312 0 49,218 ANSYS INC 03662Q10 429.54 15,850SH DEFINE2 0 0 15,850 03662Q10 2,387.51 88,100SH DEFINE4 5,600 0 82,500 ANTHEM INC 03674B10 24,720.39 429,397SH DEFINE2 119,681 0 309,717 03674B10 145,606.342,529,205SH DEFINE4 96,684 0 2,432,521 ANTHRACITE CAPITAL INC 03702310 0.00 0SH DEFINE2 0 0 0 03702310 2,289.65 199,100SH DEFINE4 12,600 0 186,500 ANTIGENICS INC 03703210 15.39 1,100SH DEFINE2 0 0 1,100 03703210 0.00 0SH DEFINE4 0 0 0 ANWORTH MORTGAGE 03734710 0.00 0SH DEFINE2 0 0 0 03734710 0.00 0SH DEFINE4 0 0 0 TATNEFT ADR REG S 03737P30 135.99 9,700SH DEFINE2 9,700 0 0 03737P30 0.00 0SH DEFINE4 0 0 0 AON CORPORATION 03738910 2,786.88 79,625SH DEFINE2 2,700 0 76,925 03738910 189.00 5,400SH DEFINE4 400 0 5,000 APACHE CORPORATION 03741110 36,677.36 644,820SH DEFINE2 293,650 0 351,170 03741110 55,342.14 972,963SH DEFINE4 181,720 0 791,243 APEX MORTGAGE 03756410 6,096.34 526,000SH DEFINE2 297,100 0 228,900 03756410 7,380.51 636,800SH DEFINE4 0 0 636,800 APOGEE ENTERPRISES INC 03759810 20,618.671,690,055SH DEFINE2 839,200 0 850,855 03759810 13,863.841,136,380SH DEFINE4 14,200 0 1,122,180 APOLLO GROUP INC CL A 03760410 4,034.19 75,335SH DEFINE2 15,300 0 60,035 03760410 106,067.021,980,710SH DEFINE4 0 0 1,980,710 APOGNET TECHNOLOGIES 03760A10 21,436.13 868,563SH DEFINE2 347,080 0 521,483 03760A10 251,043.0410,171,92SH DEFINE4 126,215 0 10,045,707 APPLE COMPUTER INC 03783310 2,473.52 104,500SH DEFINE2 3,500 0 101,000 03783310 0.00 0SH DEFINE4 0 0 0 APPLEBEES INTL INC 03789910 555.39 15,300SH DEFINE2 0 0 15,300 03789910 33,083.82 911,400SH DEFINE4 0 0 911,400 APRIA HEALTHCARE GROUP 03793310 1,435.06 58,550SH DEFINE2 0 0 58,550 03793310 4,190.50 170,971SH DEFINE4 10,800 0 160,171 APPLERA CORP-APPLIED BIOSYST03802010 29,619.231,325,245SH DEFINE2 705,657 0 619,588 03802010 48,110.612,152,600SH DEFINE4 421,885 0 1,730,715 APPLERA CORP-CELERA GENOMICS03802020 8.22 400SH DEFINE2 400 0 0 03802020 24.66 1,200SH DEFINE4 0 0 1,200 APPLICA INCORPORATED 03815A10 6,818.83 792,887SH DEFINE2 482,706 0 310,181 03815A10 3,335.94 387,900SH DEFINE4 4,600 0 383,300 APPLIED FILMS 03819710 2,968.80 120,683SH DEFINE2 508 0 120,175 03819710 20,513.37 833,877SH DEFINE4 144,100 0 689,777 APPLIED INDUSTRIAL TECH INC 03820C10 34.65 1,800SH DEFINE2 0 0 1,800 03820C10 791.18 41,100SH DEFINE4 2,700 0 38,400 APPLIED MATERIAL 03822210 28,975.35 533,911SH DEFINE2 215,550 0 318,361 03822210 161,106.522,968,611SH DEFINE4 80,950 0 2,887,661 APPLIED MICRO CIRCUITS CORP 03822W10 6,309.01 788,626SH DEFINE2 105,800 0 682,826 03822W10 74,850.569,356,320SH DEFINE4 900 0 9,355,420 APPLIED MOLECULA 03823E10 76.97 8,950SH DEFINE2 0 0 8,950 03823E10 427.42 49,700SH DEFINE4 3,100 0 46,600 AQUILA INC 03840P10 1,155.71 46,526SH DEFINE2 38,134 0 8,392 03840P10 62,492.822,515,814SH DEFINE4 906 0 2,514,908 ARACRUZ CELULOSE SA-SPON ADR03849620 25,163.351,218,564SH DEFINE2 494,234 0 724,330 03849620 1,996.63 96,689SH DEFINE4 25,108 0 71,581 ARBITRON INC 03875Q10 15,649.06 462,990SH DEFINE2 277,800 0 185,190 03875Q10 9,744.54 288,300SH DEFINE4 0 0 288,300 ARCH CHEMICALS INC 03937R10 0.00 0SH DEFINE2 0 0 0 03937R10 793.80 36,000SH DEFINE4 2,300 0 33,700 ARCH COAL INC 03938010 4,172.78 195,172SH DEFINE2 65,200 0 129,972 03938010 47,552.432,224,155SH DEFINE4 67,339 0 2,156,816 ARCH WIRELESS INC 03939210 0.00 0SH DEFINE2 0 0 0 03939210 9.591,065,624SH DEFINE4 0 0 1,065,624 ARCHER DANIELS MIDLAND CO 03948310 3,145.19 225,785SH DEFINE2 6,385 0 219,400 03948310 20,320.611,458,766SH DEFINE4 21,849 0 1,436,917 ARCHSTONE-SMITH TRUST 03958310 1,502.92 56,100SH DEFINE2 45,400 0 10,700 03958310 35,467.281,323,900SH DEFINE4 82,100 0 1,241,800 ARDEN REALTY INC REIT 03979310 1,577.02 55,529SH DEFINE2 309 0 55,220 03979310 14,551.88 512,390SH DEFINE4 87,900 0 424,490 ARGOSY GAMING CORP 04022810 3,726.42 101,565SH DEFINE2 0 0 101,565 04022810 18,934.50 516,067SH DEFINE4 14,800 0 501,267 ARIBA INC 04033V10 206.12 45,500SH DEFINE2 0 0 45,500 04033V10 956.74 211,200SH DEFINE4 13,400 0 197,800 ARROW ELECTRONICS INC 04273510 1,760.26 62,934SH DEFINE2 39,400 0 23,534 04273510 17,632.02 630,390SH DEFINE4 2,097 0 628,294 ARROW INTERNATIONAL INC 04276410 10,335.38 218,970SH DEFINE2 91,370 0 127,600 04276410 9,631.16 204,050SH DEFINE4 0 0 204,050 ARTISAN COMPONEN 04292310 91.30 5,500SH DEFINE2 0 0 5,500 04292310 504.64 30,400SH DEFINE4 1,900 0 28,500 ASCENTIAL SOFTWARE CORPORATI04362P10 16,206.584,209,500SH DEFINE2 2,529,800 0 1,679,700 04362P10 10,123.582,629,500SH DEFINE4 0 0 2,629,500 ASHLAND INC 04420410 901.10 19,800SH DEFINE2 0 0 19,800 04420410 0.00 0SH DEFINE4 0 0 0 ASPEN TECHNOLOGY INC 04532710 8,454.68 369,200SH DEFINE2 222,300 0 146,900 04532710 8,041.71 351,166SH DEFINE4 2,435 0 348,731 ASSOC MATERIALS 04570910 0.00 0SH DEFINE2 0 0 0 04570910 0.00 0SH DEFINE4 0 0 0 ASTORIA FINANCIAL CORP 04626510 0.00 0SH DEFINE2 0 0 0 04626510 92.96 3,200SH DEFINE4 200 0 3,000 ASTRAL POINT COM P/P (PRIVAT0463459A 240.69 50,238SH DEFINE2 0 0 50,238 0463459A 4,573.36 954,576SH DEFINE4 0 0 954,576 ASTRAZENECA PLC-SPONS ADR 04635310 2,531.57 51,050SH DEFINE2 13,646 0 37,404 04635310 329,279.636,640,041SH DEFINE4 48,985 0 6,591,056 ATLANTIC COAST AIRLINES INC 04839610 772.16 32,200SH DEFINE2 0 0 32,200 04839610 858.48 35,800SH DEFINE4 2,300 0 33,500 ATMEL CORP 04951310 6,611.48 652,020SH DEFINE2 0 0 652,020 04951310 15,229.511,501,924SH DEFINE4 23,316 0 1,478,608 ATMOS ENERGY CORP 04956010 10,751.69 455,580SH DEFINE2 199,880 0 255,700 04956010 651.36 27,600SH DEFINE4 1,800 0 25,800 AURORA FOODS INC/DE 05164B10 87.93 20,985SH DEFINE2 0 0 20,985 05164B10 2,384.63 569,125SH DEFINE4 0 0 569,125 AUTODESK INC 05276910 15,460.37 331,128SH DEFINE2 134,450 0 196,678 05276910 8,251.38 176,727SH DEFINE4 300 0 176,427 AUTOLIV INC 05280010 0.00 0SH DEFINE2 0 0 0 05280010 123.62 5,100SH DEFINE4 400 0 4,700 AUTOMATIC DATA PROCESSING IN05301510 77,033.001,322,001SH DEFINE2 642,525 0 679,476 05301510 329,714.615,658,394SH DEFINE4 279,235 0 5,379,158 AUTONATION INC 05329W10 0.00 0SH DEFINE2 0 0 0 05329W10 1,027.30 73,800SH DEFINE4 5,000 0 68,800 AUTOZONE 05333210 57,419.87 833,985SH DEFINE2 319,610 0 514,375 05333210 392,147.645,695,681SH DEFINE4 221,445 0 5,474,236 AVALONBAY COMMUNITIES INC RE05348410 0.00 0SH DEFINE2 0 0 0 05348410 104.58 2,100SH DEFINE4 200 0 1,900 AVANT CORP 05348710 114.17 5,700SH DEFINE2 0 0 5,700 05348710 518.78 25,900SH DEFINE4 1,600 0 24,300 AVAYA INC 05349910 836.19 113,305SH DEFINE2 0 0 113,305 05349910 13,227.091,792,288SH DEFINE4 29,283 0 1,763,005 AVENTIS-SPON ADR 05356110 45.86 667SH DEFINE2 300 0 367 05356110 269.23 3,916SH DEFINE4 0 0 3,916 AVERY DENNISON CORP 05361110 15,136.66 248,020SH DEFINE2 74,200 0 173,820 05361110 174,223.262,854,715SH DEFINE4 73,506 0 2,781,209 AVID TECHNOLOGY INC 05367P10 57.03 4,100SH DEFINE2 0 0 4,100 05367P10 2,788.96 200,500SH DEFINE4 12,800 0 187,700 AVIGEN INC 05369010 35.52 3,200SH DEFINE2 0 0 3,200 05369010 198.69 17,900SH DEFINE4 1,100 0 16,800 AVNET INC 05380710 16,084.46 594,400SH DEFINE2 276,600 0 317,800 05380710 41,979.481,551,348SH DEFINE4 11,800 0 1,539,548 AVOCENT CORP 05389310 13,985.93 522,058SH DEFINE2 329,138 0 192,920 05389310 30,499.991,138,484SH DEFINE4 194,100 0 944,384 AVON PRODUCTS INC 05430310 91,228.001,679,455SH DEFINE2 809,875 0 869,580 05430310 198,177.233,648,329SH DEFINE4 623,000 0 3,025,329 AXA ADR 05453610 13.78 614SH DEFINE2 500 0 114 05453610 108.84 4,848SH DEFINE4 0 0 4,848 AZTAR CORP 05480210 0.00 0SH DEFINE2 0 0 0 05480210 540.93 24,700SH DEFINE4 1,600 0 23,100 BB&T CORP 05493710 5,998.32 157,395SH DEFINE2 12,300 0 145,095 05493710 80,907.872,123,009SH DEFINE4 47,026 0 2,075,983 BASF AG-ADR 05526250 14.49 355SH DEFINE2 0 0 355 05526250 26.78 656SH DEFINE4 0 0 656 BCE INC 05534B10 0.00 0SH DEFINE2 0 0 0 05534B10 1,548.80 87,900SH DEFINE4 0 0 87,900 BISYS GROUP INC 05547210 18,373.01 521,220SH DEFINE2 266,900 0 254,320 05547210 131,370.973,726,836SH DEFINE4 400 0 3,726,436 BJ SERVICES CO 05548210 30,213.78 876,524SH DEFINE2 440,314 0 436,210 05548210 244,283.587,086,846SH DEFINE4 222,400 0 6,864,446 BJ S WHOLESALE CLUB INC 05548J10 0.00 0SH DEFINE2 0 0 0 05548J10 0.00 0SH DEFINE4 0 0 0 BMC INDUSTRIES INC 05560710 3,689.612,236,130SH DEFINE2 947,950 0 1,288,180 05560710 2,494.471,511,800SH DEFINE4 0 0 1,511,800 BP PLC-SPONSORED ADR 05562210 14,030.93 264,236SH DEFINE2 44,600 0 219,636 05562210 61,226.481,153,041SH DEFINE4 11,482 0 1,141,559 BMC SOFTWARE INC 05592110 33,053.951,699,432SH DEFINE2 430,997 0 1,268,435 05592110 283,252.8814,563,13SH DEFINE4 334,220 0 14,228,910 BWAY CORPORATION 05603910 7,146.30 564,925SH DEFINE2 340,850 0 224,075 05603910 2,306.10 182,300SH DEFINE4 0 0 182,300 BAKER HUGHES INC 05722410 6,968.65 182,187SH DEFINE2 48,700 0 133,487 05722410 130,610.403,414,651SH DEFINE4 29,429 0 3,385,222 BALL CORP 05849810 1,341.99 28,420SH DEFINE2 0 0 28,420 05849810 0.00 0SH DEFINE4 0 0 0 BRADESCO-ADR 05946020 15,946.84 526,994SH DEFINE2 215,400 0 311,594 05946020 11,353.55 375,200SH DEFINE4 29,800 0 345,400 BANCO ITAU-ADR 05960220 36,450.82 908,998SH DEFINE2 504,290 0 404,708 05960220 27,629.70 689,020SH DEFINE4 56,200 0 632,820 BANCO SATANDER CHILE SP ADR 05965F10 442.15 28,526SH DEFINE2 0 0 28,526 05965F10 286.52 18,485SH DEFINE4 5,335 0 13,150 BANDAG INC 05981510 37.68 1,000SH DEFINE2 0 0 1,000 05981510 0.00 0SH DEFINE4 0 0 0 BANK OF AMERICA 06050510 87,426.451,285,305SH DEFINE2 280,491 0 1,004,814 06050510 1,061,111.5915,599,99SH DEFINE4 348,796 0 15,251,198 BANK OF NEW YORK 06405710 245,174.305,834,705SH DEFINE2 2,539,483 0 3,295,222 06405710 980,084.6523,324,24SH DEFINE4 1,254,203 0 22,070,039 BANC ONE CORP 06423A10 19,681.68 471,079SH DEFINE2 12,200 0 458,879 06423A10 308,414.327,381,865SH DEFINE4 120,708 0 7,261,157 BANKATLANTIC BANCORP-A 06590850 13,394.811,030,370SH DEFINE2 615,900 0 414,470 06590850 12,395.50 953,500SH DEFINE4 15,400 0 938,100 BANKNORTH GROUP INC 06646R10 11,470.16 435,300SH DEFINE2 187,400 0 247,900 06646R10 15,016.87 569,900SH DEFINE4 15,200 0 554,700 BANKUNITED FINANCIAL CORP-A 06652B10 4,894.42 326,730SH DEFINE2 203,000 0 123,730 06652B10 0.00 0SH DEFINE4 0 0 0 BANTA CORP 06682110 17,955.06 502,802SH DEFINE2 216,068 0 286,734 06682110 7,402.68 207,300SH DEFINE4 2,300 0 205,000 BARD C R INC 06738310 14,335.80 242,774SH DEFINE2 255 0 242,519 06738310 37,987.46 643,310SH DEFINE4 73,400 0 569,910 BARNES AND NOBLE INC 06777410 2,100.53 67,781SH DEFINE2 1,766 0 66,015 06777410 36,902.681,190,793SH DEFINE4 102,600 0 1,088,193 BARRICK GOLD CORPORATION 06790110 3,067.95 165,299SH DEFINE2 1,325 0 163,974 06790110 22,004.251,185,574SH DEFINE4 19,247 0 1,166,327 BARR LABS INC 06830610 1,216.88 18,488SH DEFINE2 0 0 18,488 06830610 35,746.38 543,093SH DEFINE4 17,085 0 526,008 BARRA INC 06831310 307.51 5,077SH DEFINE2 0 0 5,077 06831310 1,710.50 28,240SH DEFINE4 1,800 0 26,440 BASSETT FURN 07020310 55.35 2,700SH DEFINE2 0 0 2,700 07020310 0.00 0SH DEFINE4 0 0 0 BAUSCH & LOMB INC 07170710 842.11 18,894SH DEFINE2 0 0 18,894 07170710 8,254.81 185,210SH DEFINE4 1,200 0 184,010 BAXTER INTERNATIONAL INC 07181310 92,941.551,561,518SH DEFINE2 697,625 0 863,893 07181310 271,701.724,564,881SH DEFINE4 454,960 0 4,109,921 BE AEROSPACE INC 07330210 81.43 8,200SH DEFINE2 0 0 8,200 07330210 450.82 45,400SH DEFINE4 2,900 0 42,500 BEA SYS INC 07332510 129.56 9,450SH DEFINE2 4,400 0 5,050 07332510 4,708.70 343,450SH DEFINE4 26,750 0 316,700 BEAR STEARNS COS INC 07390210 3,642.20 58,043SH DEFINE2 14,800 0 43,243 07390210 19,471.39 310,301SH DEFINE4 19,865 0 290,436 BEAZER HOMES USA INC 07556Q10 38.78 500SH DEFINE2 0 0 500 07556Q10 0.00 0SH DEFINE4 0 0 0 BECKMAN COULTER INC 07581110 20,424.68 399,935SH DEFINE2 80,750 0 319,185 07581110 39,785.93 779,047SH DEFINE4 2,245 0 776,802 BECTON DICKINSON AND COMPANY07588710 5,438.92 144,192SH DEFINE2 39,900 0 104,292 07588710 43,076.391,142,004SH DEFINE4 13,172 0 1,128,832 BED BATH AND BEYOND INC 07589610 52,596.611,558,418SH DEFINE2 757,597 0 800,821 07589610 568,947.1416,857,69SH DEFINE4 385,875 0 16,471,818 BELDEN INC 07745910 15,910.03 667,647SH DEFINE2 243,684 0 423,963 07745910 23,805.86 998,987SH DEFINE4 116,600 0 882,387 BELL SOUTH 07986010 51,174.801,388,356SH DEFINE2 232,730 0 1,155,626 07986010 624,283.2216,936,60SH DEFINE4 393,555 0 16,543,049 BELO CORPORATION 08055510 10.00 430SH DEFINE2 430 0 0 08055510 16,248.15 698,845SH DEFINE4 123,800 0 575,045 BEMIS INC 08143710 1,010.91 18,600SH DEFINE2 0 0 18,600 08143710 70.66 1,300SH DEFINE4 100 0 1,200 BENCHMARK ELECTRONICS 08160H10 16,892.40 603,300SH DEFINE2 424,900 0 178,400 08160H10 6,041.64 215,773SH DEFINE4 6,993 0 208,780 W.R. BERKLEY CORP 08442310 26,114.31 454,320SH DEFINE2 217,500 0 236,820 08442310 11,053.40 192,300SH DEFINE4 0 0 192,300 BERKSHIRE HATHAWAY INC-CL B 08467020 8,495.23 3,586SH DEFINE2 1,890 0 1,696 08467020 292,765.76 123,582SH DEFINE4 2,345 0 121,237 BEST BUY INC 08651610 29,727.72 375,350SH DEFINE2 81,780 0 293,570 08651610 199,540.602,519,452SH DEFINE4 64,265 0 2,455,187 BEVERLY ENTERPRISES INC 08785130 7,691.621,068,280SH DEFINE2 641,400 0 426,880 08785130 6,550.56 909,800SH DEFINE4 20,700 0 889,100 BHP BILLITON LIMITED - SPON08860610 9.41 769SH DEFINE2 0 0 769 08860610 3,717.94 303,753SH DEFINE4 0 0 303,753 BIG LOTS INC 08930210 459.44 32,700SH DEFINE2 0 0 32,700 08930210 0.00 0SH DEFINE4 0 0 0 BIO RAD LABS INC 09057220 135.18 3,600SH DEFINE2 0 0 3,600 09057220 546.31 14,549SH DEFINE4 900 0 13,649 BIO TECHNOLOGY GEN CORP 09057810 0.00 0SH DEFINE2 0 0 0 09057810 0.00 0SH DEFINE4 0 0 0 BIOGEN N V 09059710 2,589.14 52,775SH DEFINE2 8,700 0 44,075 09059710 21,586.40 440,000SH DEFINE4 800 0 439,200 BIOMET INC 09061310 17,669.50 652,975SH DEFINE2 279,300 0 373,675 09061310 101,572.523,753,604SH DEFINE4 144,200 0 3,609,404 BIOMARIN PHARMAC 09061G10 5,175.32 494,300SH DEFINE2 393,500 0 100,800 09061G10 1,638.56 156,500SH DEFINE4 0 0 156,500 BIRCH TELECOM P/P 144A WARR 09069B11 0.19 1,900SH DEFINE2 0 0 1,900 09069B11 2.41 24,110SH DEFINE4 0 0 24,110 BIOSITE INC 09094510 8,763.98 354,100SH DEFINE2 276,900 0 77,200 09094510 1,069.70 43,220SH DEFINE4 2,275 0 40,945 BLACK AND DECKER MANUFACTURI09179710 1,150.93 24,730SH DEFINE2 700 0 24,030 09179710 116.35 2,500SH DEFINE4 200 0 2,300 BLACK HILLS CORP 09211310 0.00 0SH DEFINE2 0 0 0 09211310 1,181.84 35,300SH DEFINE4 2,200 0 33,100 BLACKROCK INC 09247X10 14,912.28 334,356SH DEFINE2 213,735 0 120,621 09247X10 17,562.32 393,774SH DEFINE4 6,300 0 387,474 H&R BLOCK 09367110 9,768.87 219,772SH DEFINE2 21,350 0 198,422 09367110 59,111.481,329,842SH DEFINE4 500 0 1,329,342 BLOCKBUSTER INC-CL A 09367910 310.51 13,230SH DEFINE2 8,630 0 4,600 09367910 11,612.96 494,800SH DEFINE4 0 0 494,800 BOEING COMPANY 09702310 29,827.14 618,179SH DEFINE2 151,495 0 466,684 09702310 370,291.107,674,427SH DEFINE4 137,602 0 7,536,825 BOISE CASCADE CORP 09738310 10,795.96 297,902SH DEFINE2 118,228 0 179,674 09738310 126,908.823,501,899SH DEFINE4 47,915 0 3,453,984 BORDERS GROUP INC 09970910 0.00 0SH DEFINE2 0 0 0 09970910 5,740.55 240,090SH DEFINE4 0 0 240,090 BORG-WARNER INC 09972410 16,948.07 269,359SH DEFINE2 113,900 0 155,459 09972410 11,866.71 188,600SH DEFINE4 0 0 188,600 BORLAND SOFTWARE CORPORATION09984910 19,346.591,487,055SH DEFINE2 855,700 0 631,355 09984910 19,382.301,489,800SH DEFINE4 81,100 0 1,408,700 BOSTON COMMUNICATIONS GROUP 10058210 6,714.08 779,800SH DEFINE2 614,700 0 165,100 10058210 452.89 52,600SH DEFINE4 2,700 0 49,900 BOSTON PRIV FINL 10111910 4,400.38 164,500SH DEFINE2 130,900 0 33,600 10111910 131.08 4,900SH DEFINE4 0 0 4,900 BOSTON PROPERTIES INC 10112110 8,127.57 206,022SH DEFINE2 55,600 0 150,422 10112110 76,842.681,947,850SH DEFINE4 76,800 0 1,871,050 BOSTON SCIENTIFIC CORP 10113710 3,086.70 123,025SH DEFINE2 0 0 123,025 10113710 3,675.69 146,500SH DEFINE4 0 0 146,500 BOWNE AND COMPANY INC 10304310 9,289.01 660,200SH DEFINE2 290,200 0 370,000 10304310 1,091.83 77,600SH DEFINE4 4,900 0 72,700 BOWSTREET INC P/P (PRIVATE) 1030869A 68.75 27,500SH DEFINE2 0 0 27,500 1030869A 1,556.25 622,500SH DEFINE4 0 0 622,500 BOYD GAMING CORP 10330410 0.00 0SH DEFINE2 0 0 0 10330410 1,764.19 117,300SH DEFINE4 7,500 0 109,800 BRADY CORPORATION - CL A 10467410 0.00 0SH DEFINE2 0 0 0 10467410 0.00 0SH DEFINE4 0 0 0 BRANDYWINE RLTY 10536820 0.00 0SH DEFINE2 0 0 0 10536820 580.77 24,300SH DEFINE4 1,600 0 22,700 BRASCAN CORPORATION CL A 10549P60 87.24 4,000SH DEFINE2 4,000 0 0 10549P60 0.00 0SH DEFINE4 0 0 0 BRASIL TELECOM PART SA-ADR 10553010 2,225.74 55,783SH DEFINE2 0 0 55,783 10553010 1,383.33 34,670SH DEFINE4 10,630 0 24,040 BRIGGS & STRATTON CORP 10904310 2,656.59 57,752SH DEFINE2 307 0 57,445 10904310 23,210.08 504,567SH DEFINE4 86,000 0 418,567 BRIGHTPOINT INC 10947310 0.00 0SH DEFINE2 0 0 0 10947310 542.80 596,487SH DEFINE4 7,453 0 589,035 BRISTOL MYERS SQUIBB CO 11012210 48,616.421,200,702SH DEFINE2 308,392 0 892,310 11012210 1,072,304.8926,483,20SH DEFINE4 506,005 0 25,977,198 BRITESMILE INC 11041510 7,657.621,426,000SH DEFINE2 864,300 0 561,700 11041510 3,601.66 670,700SH DEFINE4 0 0 670,700 BRITESMILE INC P/P (PRIVATE)1104159A 0.00 0SH DEFINE2 0 0 0 1104159A 2,045.71 380,952SH DEFINE4 0 0 380,952 BROADCOM CORP - CL A 11132010 74,902.982,086,434SH DEFINE2 919,701 0 1,166,733 11132010 323,569.329,013,073SH DEFINE4 525,150 0 8,487,923 BROADWING INC 11162010 41.91 5,995SH DEFINE2 0 0 5,995 11162010 9,422.861,348,048SH DEFINE4 20,714 0 1,327,335 BROCADE COMMUNICATIONS SYS 11162110 1,591.70 58,952SH DEFINE2 46,600 0 12,352 11162110 24,625.78 912,066SH DEFINE4 23,581 0 888,485 BROOKS AUTOMATION INC 11434A10 27,251.73 599,730SH DEFINE2 374,180 0 225,550 11434A10 58,355.231,284,226SH DEFINE4 82,963 0 1,201,263 BROWN & BROWN INC 11523610 1,465.06 46,658SH DEFINE2 0 0 46,658 11523610 7,525.32 239,660SH DEFINE4 4,100 0 235,560 BROWN FORMAN CORP CLASS B 11563720 2,151.51 29,570SH DEFINE2 8,300 0 21,270 11563720 17,639.93 242,440SH DEFINE4 15,400 0 227,040 BROWN TOM INC 11566020 87.36 3,200SH DEFINE2 0 0 3,200 11566020 494.13 18,100SH DEFINE4 1,100 0 17,000 BROWN SHOE COMPANY INC 11573610 0.00 0SH DEFINE2 0 0 0 11573610 1,599.61 82,200SH DEFINE4 5,300 0 76,900 BRUKER DALTRONICS INC 11679510 36.88 3,850SH DEFINE2 0 0 3,850 11679510 204.05 21,300SH DEFINE4 1,300 0 20,000 BRUNSWICK CORP 11704310 7,104.87 260,061SH DEFINE2 931 0 259,130 11704310 53,538.401,959,678SH DEFINE4 279,100 0 1,680,578 BUCA INC 11776910 2,734.59 150,500SH DEFINE2 119,900 0 30,600 11776910 0.00 0SH DEFINE4 0 0 0 BURLINGTON COAT FACTORY WARE12157910 0.00 0SH DEFINE2 0 0 0 12157910 1,975.05 102,600SH DEFINE4 6,500 0 96,100 BURLINGTON NORTHERN SANTA FE12189T10 25,664.17 850,370SH DEFINE2 300,505 0 549,865 12189T10 222,226.307,363,363SH DEFINE4 124,900 0 7,238,463 BURLINGTON RESOURCES INC 12201410 11,039.70 275,373SH DEFINE2 97,100 0 178,273 12201410 180,637.484,505,799SH DEFINE4 141,706 0 4,364,093 BUSINESS OBJECTS S A ADR 12328X10 4,534.47 103,150SH DEFINE2 56,850 0 46,300 12328X10 24,751.94 563,056SH DEFINE4 39,400 0 523,656 BUTLER MFG CO 12365510 0.00 0SH DEFINE2 0 0 0 12365510 0.00 0SH DEFINE4 0 0 0 C&D TECHNOLOGY INC 12466110 6,858.83 326,300SH DEFINE2 259,600 0 66,700 12466110 0.00 0SH DEFINE4 0 0 0 CBL & ASSOC PROP 12483010 0.00 0SH DEFINE2 0 0 0 12483010 625.70 17,700SH DEFINE4 1,100 0 16,600 CBRL GROUP INC 12489V10 15,044.97 528,450SH DEFINE2 268,100 0 260,350 12489V10 6,945.26 243,950SH DEFINE4 7,500 0 236,450 CDW COMPUTER CTRS INC 12512910 19,328.55 383,960SH DEFINE2 144,610 0 239,350 12512910 258,547.505,136,025SH DEFINE4 41,400 0 5,094,625 CH ROBINSON WORLDWIDE INC 12541W10 1,320.48 39,300SH DEFINE2 9,700 0 29,600 12541W10 25,058.88 745,800SH DEFINE4 0 0 745,800 CIGNA CORP 12550910 35,775.16 352,847SH DEFINE2 103,000 0 249,847 12550910 436,674.974,306,884SH DEFINE4 121,471 0 4,185,413 CKE RESTAURANTS 12561E10 0.00 0SH DEFINE2 0 0 0 12561E10 1,082.47 120,946SH DEFINE4 2,282 0 118,664 CLECO CORPORATION 12561W10 23.90 1,000SH DEFINE2 0 0 1,000 12561W10 0.00 0SH DEFINE4 0 0 0 CMG INFORMATION SERVICES INC12575010 0.00 2SH DEFINE2 2 0 0 12575010 0.00 0SH DEFINE4 0 0 0 CMS ENERGY CORP 12589610 1,069.83 47,275SH DEFINE2 0 0 47,275 12589610 34,237.741,512,936SH DEFINE4 24,429 0 1,488,507 CSS INDUSTRIES INC 12590610 0.00 0SH DEFINE2 0 0 0 12590610 0.00 0SH DEFINE4 0 0 0 CSK AUTO CORP 12596510 4,751.46 502,800SH DEFINE2 400,400 0 102,400 12596510 86.94 9,200SH DEFINE4 0 0 9,200 CGA GROUP LTD P/P 144A WARR 12599535 0.42 41,500SH DEFINE2 0 0 41,500 12599535 6.19 618,500SH DEFINE4 0 0 618,500 CNF INC 12612W10 1,636.30 49,600SH DEFINE2 29,500 0 20,100 12612W10 3,843.34 116,500SH DEFINE4 0 0 116,500 CNOOC LTD-ADR 12613210 7,097.76 286,200SH DEFINE2 94,200 0 192,000 12613210 0.00 0SH DEFINE4 0 0 0 CRH PLC-ADR 12626K20 7.04 387SH DEFINE2 0 0 387 12626K20 0.00 0SH DEFINE4 0 0 0 CSG SYSTEMS INTL INC 12634910 0.00 0SH DEFINE2 0 0 0 12634910 108.19 3,800SH DEFINE4 300 0 3,500 CSX CORP 12640810 4,877.97 127,997SH DEFINE2 40,500 0 87,497 12640810 37,289.61 978,473SH DEFINE4 25,414 0 953,059 CTS CORP 12650110 0.00 0SH DEFINE2 0 0 0 12650110 6.50 400SH DEFINE4 0 0 400 CVB FINANCIAL 12660010 45.36 2,250SH DEFINE2 0 0 2,250 12660010 0.00 0SH DEFINE4 0 0 0 CVS CORPORATION 12665010 35,686.071,039,501SH DEFINE2 375,160 0 664,341 12665010 88,478.922,577,306SH DEFINE4 74,470 0 2,502,836 CABLEVISION SYSTEM CORP CL A12686C10 1,207.00 35,500SH DEFINE2 20,400 0 15,100 12686C10 2,951.20 86,800SH DEFINE4 0 0 86,800 CABLEVISION SYSTEMS CORPORAT12686C84 0.00 0SH DEFINE2 0 0 0 12686C84 9,035.82 366,119SH DEFINE4 4,836 0 361,283 CABLE DESIGN TECHNOLOGIES CO12692410 40.05 3,000SH DEFINE2 0 0 3,000 12692410 0.00 0SH DEFINE4 0 0 0 CADBURY SCHW-ADR 12720930 6.44 232SH DEFINE2 0 0 232 12720930 65.57 2,363SH DEFINE4 0 0 2,363 CADENCE DESIGN SYS INC 12738710 3,836.58 169,685SH DEFINE2 0 0 169,685 12738710 7,223.22 319,470SH DEFINE4 500 0 318,970 CALIFORNIA PIZZA KITCHEN 13054D10 3,646.46 145,800SH DEFINE2 112,800 0 33,000 13054D10 567.73 22,700SH DEFINE4 1,400 0 21,300 CALLAWAY GOLF CO 13119310 22,258.781,156,300SH DEFINE2 510,200 0 646,100 13119310 16,302.83 846,900SH DEFINE4 0 0 846,900 CALPINE CORPORATION 13134710 1,107.44 87,200SH DEFINE2 0 0 87,200 13134710 0.00 0SH DEFINE4 0 0 0 CAMBREX CORP 13201110 35.70 848SH DEFINE2 248 0 600 13201110 15,198.02 360,998SH DEFINE4 63,700 0 297,298 CAMPBELL SOUP CO 13442910 5,284.42 197,180SH DEFINE2 45,900 0 151,280 13442910 16,749.87 624,995SH DEFINE4 7,567 0 617,428 CAN NATL RAILWAY 13637510 219.82 4,400SH DEFINE2 3,600 0 800 13637510 14,955.16 299,343SH DEFINE4 2,039 0 297,304 CANON INC-SP ADR 13800630 49.71 1,338SH DEFINE2 700 0 638 13800630 275.62 7,419SH DEFINE4 0 0 7,419 CANTEL MEDICAL 13809810 4,298.70 178,000SH DEFINE2 141,800 0 36,200 13809810 77.28 3,200SH DEFINE4 0 0 3,200 CAP AUTOMOTIVE 13973310 11,608.56 504,720SH DEFINE2 304,400 0 200,320 13973310 0.00 0SH DEFINE4 0 0 0 CAPITAL ONE FINANCIAL CORP 14040H10 110,249.221,726,691SH DEFINE2 657,612 0 1,069,079 14040H10 637,699.589,987,464SH DEFINE4 512,985 0 9,474,479 CAPSTAR BROADCASTING P/P 14414066P9A 0.00 0SH DEFINE2 0 0 0 14066P9A 5,863.632,727,271SH DEFINE4 0 0 2,727,271 CARDINAL HEALTH INC 14149Y10 42,890.58 605,030SH DEFINE2 265,178 0 339,852 14149Y10 456,411.586,438,307SH DEFINE4 65,271 0 6,373,036 CAREER EDUCATION CORP 14166510 24,266.88 612,800SH DEFINE2 467,300 0 145,500 14166510 65,280.401,648,495SH DEFINE4 2,700 0 1,645,795 CAREMARK RX INC 14170510 26,204.121,343,801SH DEFINE2 591,600 0 752,201 14170510 304,782.7515,629,88SH DEFINE4 355,017 0 15,274,868 CARLISLE CORP 14233910 14,664.43 335,417SH DEFINE2 142,700 0 192,717 14233910 11,713.64 267,924SH DEFINE4 0 0 267,924 CARNIVAL CORP 14365810 57,131.261,749,809SH DEFINE2 745,860 0 1,003,949 14365810 127,521.693,905,718SH DEFINE4 170,173 0 3,735,545 CARRIAGE SERVICES INC 14390510 0.00 0SH DEFINE2 0 0 0 14390510 5,640.32 540,390SH DEFINE4 5,189 0 535,201 CARPENTER TECHNOLOGY CORP 14428510 12,441.42 429,904SH DEFINE2 181,904 0 248,000 14428510 9,336.04 322,600SH DEFINE4 1,700 0 320,900 CARREKER CORPORATION 14443310 237.18 27,200SH DEFINE2 0 0 27,200 14443310 1,314.98 150,800SH DEFINE4 9,500 0 141,300 CASEYS GENERAL STORES INC 14752810 5,533.65 409,900SH DEFINE2 173,500 0 236,400 14752810 2,905.20 215,200SH DEFINE4 0 0 215,200 CASUAL MALE CORPORATION 14871010 0.00 0SH DEFINE2 0 0 0 14871010 10.85 217,056SH DEFINE4 0 0 217,056 CATALINA MARKETING CORP 14886710 1,540.30 42,200SH DEFINE2 24,400 0 17,800 14886710 3,690.15 101,100SH DEFINE4 0 0 101,100 CATELLUS DEVELOPMENT CORP 14911110 1,134.96 57,700SH DEFINE2 0 0 57,700 14911110 6,544.21 332,700SH DEFINE4 0 0 332,700 CATERPILLAR INC 14912310 6,320.98 111,187SH DEFINE2 7,100 0 104,087 14912310 32,672.89 574,721SH DEFINE4 7,384 0 567,337 CELCARIBE ORD SHARE TR CTF P15089820 2.54 84,518SH DEFINE2 0 0 84,518 15089820 80.492,682,989SH DEFINE4 0 0 2,682,989 CELERITEK INC 15092610 29.87 2,900SH DEFINE2 0 0 2,900 15092610 163.77 15,900SH DEFINE4 1,000 0 14,900 CELL THERAPEUTICS INC 15093410 4,609.54 185,644SH DEFINE2 108,477 0 77,167 15093410 19,362.98 779,822SH DEFINE4 82,500 0 697,322 CELESTICA INC 15101Q10 12,686.29 349,870SH DEFINE2 189,012 0 160,858 15101Q10 176,908.604,878,891SH DEFINE4 159,184 0 4,719,707 CELGENE CORP 15102010 2,595.04 104,850SH DEFINE2 22,150 0 82,700 15102010 56,634.562,288,265SH DEFINE4 100 0 2,288,165 CELOX NETWORKS P/P (PRIVATE)1511CE9A 629.78 699,755SH DEFINE2 0 0 699,755 1511CE9A 11,801.1613,112,40SH DEFINE4 0 0 13,112,400 CEMEX SA-SPONS ADR PART CER 15129088 105,447.793,569,661SH DEFINE2 1,499,831 0 2,069,830 15129088 68,375.062,314,660SH DEFINE4 261,087 0 2,053,573 CENDANT CORPORATION 15131310 119,623.516,230,391SH DEFINE2 2,342,693 0 3,887,698 15131310 466,203.7124,281,44SH DEFINE4 1,808,551 0 22,472,892 CENTENNIAL BANCP 15133T10 9,127.581,143,807SH DEFINE2 698,835 0 444,972 15133T10 3,872.01 485,214SH DEFINE4 9,187 0 476,027 CENTERPOINT P/P (PRIVATE) 1518CB9A 231.91 115,955SH DEFINE2 0 0 115,955 1518CB9A 4,406.312,203,154SH DEFINE4 0 0 2,203,154 CENTEX CORP 15231210 945.13 18,200SH DEFINE2 800 0 17,400 15231210 0.00 0SH DEFINE4 0 0 0 CENTILLIUM COMMUNICATIONS 15231910 16,178.911,337,100SH DEFINE2 898,500 0 438,600 15231910 22,122.071,828,270SH DEFINE4 0 0 1,828,270 CENTEX CONSTRUCTION PRODUCTS15231R10 0.00 0SH DEFINE2 0 0 0 15231R10 0.00 0SH DEFINE4 0 0 0 CENTRA SOFTWARE INC 15234X10 3,375.93 700,400SH DEFINE2 424,200 0 276,200 15234X10 1,549.63 321,500SH DEFINE4 0 0 321,500 CENTURY BUSINESS SERVICES 15649010 0.00 0SH DEFINE2 0 0 0 15649010 0.00 0SH DEFINE4 0 0 0 CENTURYTEL INC 15670010 20,695.90 608,703SH DEFINE2 260,500 0 348,203 15670010 150,391.354,423,275SH DEFINE4 91,200 0 4,332,075 CEPHALON INC 15670810 8,618.65 136,804SH DEFINE2 32,000 0 104,804 15670810 249,527.363,960,752SH DEFINE4 14,011 0 3,946,741 CERES GROUP INC 15677210 5,191.101,140,900SH DEFINE2 684,900 0 456,000 15677210 3,267.81 718,200SH DEFINE4 0 0 718,200 CERIDIAN CORPORATION - NEW 15677910 4,051.89 183,759SH DEFINE2 2,449 0 181,310 15677910 30,936.021,402,994SH DEFINE4 239,200 0 1,163,794 CERNER CORP 15678210 155.06 3,250SH DEFINE2 0 0 3,250 15678210 2,938.94 61,600SH DEFINE4 0 0 61,600 CERTEGY INC 15688010 25.81 650SH DEFINE2 650 0 0 15688010 0.00 0SH DEFINE4 0 0 0 CERUS CORP 15708510 4,574.88 85,400SH DEFINE2 67,900 0 17,500 15708510 14.20 265SH DEFINE4 265 0 0 CHAMPION ENTERPRISES INC 15849610 0.00 0SH DEFINE2 0 0 0 15849610 1,984.00 248,000SH DEFINE4 15,800 0 232,200 CHAMPIONSHIP AUT 15871110 0.00 0SH DEFINE2 0 0 0 15871110 0.00 0SH DEFINE4 0 0 0 CHARLES RIVER LABS 15986410 16,752.06 540,389SH DEFINE2 387,541 0 152,848 15986410 93,741.883,023,932SH DEFINE4 25,171 0 2,998,760 CHARTER ONE FINANCIAL INC 16090310 24,982.15 800,197SH DEFINE2 379,540 0 420,657 16090310 294,009.519,417,345SH DEFINE4 363,110 0 9,054,235 CHARLOTTE RUSSE HOLDING INC 16104810 5.19 200SH DEFINE2 200 0 0 16104810 7,776.81 299,800SH DEFINE4 51,000 0 248,800 CHARTER COMMUNICATIONS INC A16117M10 910.94 80,686SH DEFINE2 54,700 0 25,986 16117M10 14,136.101,252,090SH DEFINE4 74,690 0 1,177,400 CHATTEM INC 16245610 0.00 0SH DEFINE2 0 0 0 16245610 0.00 0SH DEFINE4 0 0 0 CHECKFREE CORP 16281310 0.00 0SH DEFINE2 0 0 0 16281310 2,514.59 164,031SH DEFINE4 2,489 0 161,542 CHECKPOINT SYSTEMS INC 16282510 14.36 900SH DEFINE2 0 0 900 16282510 15,403.99 965,768SH DEFINE4 10,842 0 954,925 CHESAPEAKE ENERGY CORP 16516710 886.23 114,500SH DEFINE2 0 0 114,500 16516710 56.12 7,250SH DEFINE4 0 0 7,250 CHEVRON TEXACO CORP 16676410 39,795.80 440,853SH DEFINE2 31,600 0 409,253 16676410 368,942.044,087,095SH DEFINE4 75,854 0 4,011,241 CHICOS FAS INC 16861510 13,896.97 412,373SH DEFINE2 310,125 0 102,248 16861510 28,636.98 849,762SH DEFINE4 2,625 0 847,137 CHILES OFFSHORE INC 16888M10 11,163.28 485,360SH DEFINE2 317,700 0 167,660 16888M10 4,627.60 201,200SH DEFINE4 900 0 200,300 CHIPPAC INC 16965710 10,933.591,113,400SH DEFINE2 708,000 0 405,400 16965710 107.04 10,900SH DEFINE4 0 0 10,900 CHOICE HOTELS INTL INC 16990510 0.00 0SH DEFINE2 0 0 0 16990510 12.86 533SH DEFINE4 0 0 533 CHIRON CORP 17004010 2,826.69 61,597SH DEFINE2 1,600 0 59,997 17004010 21,676.14 472,350SH DEFINE4 10,950 0 461,400 CHOICEPOINT INC 17038810 3,335.04 57,900SH DEFINE2 11,250 0 46,650 17038810 79,043.901,372,290SH DEFINE4 0 0 1,372,290 CHOLESTECH CORP 17039310 7,497.30 419,570SH DEFINE2 260,200 0 159,370 17039310 0.00 0SH DEFINE4 0 0 0 CHORDIANT SOFTWR 17040410 1,199.55 165,000SH DEFINE2 0 0 165,000 17040410 36.35 5,000SH DEFINE4 0 0 5,000 CHRISTOPHER & BANKS CORP 17104610 289.08 8,800SH DEFINE2 0 0 8,800 17104610 4,828.95 147,000SH DEFINE4 0 0 147,000 CHUBB CORP 17123210 10,380.20 142,000SH DEFINE2 21,000 0 121,000 17123210 69,671.98 953,105SH DEFINE4 18,800 0 934,305 CIBA SPECIAL-ADR SEDOL 2439817162W20 6.58 174SH DEFINE2 0 0 174 17162W20 6.77 179SH DEFINE4 0 0 179 CIBER INC 17163B10 12,970.491,417,540SH DEFINE2 862,300 0 555,240 17163B10 5,017.86 548,400SH DEFINE4 5,200 0 543,200 CIENA CORP 17177910 863.10 95,900SH DEFINE2 2,000 0 93,900 17177910 340.60 37,844SH DEFINE4 479 0 37,365 CIMA LABS INC 17179610 83.95 3,150SH DEFINE2 0 0 3,150 17179610 473.04 17,750SH DEFINE4 1,150 0 16,600 CIDRA P/P (PRIVATE) 1717CD9A 154.71 5,555SH DEFINE2 0 0 5,555 1717CD9A 2,939.73 105,556SH DEFINE4 0 0 105,556 CINCINNATI FINANCIAL CORP 17206210 2,012.73 46,100SH DEFINE2 0 0 46,100 17206210 0.00 0SH DEFINE4 0 0 0 CINERGY CORP 17247410 11,643.95 325,705SH DEFINE2 71,200 0 254,505 17247410 66,502.691,860,215SH DEFINE4 129,025 0 1,731,190 CIRCUIT CITY STORES-CIRCUIT 17273710 2,680.74 148,600SH DEFINE2 50,900 0 97,700 17273710 5,168.46 286,500SH DEFINE4 200 0 286,300 CISCO SYSTEMS 17275R10 334,296.3919,745,80SH DEFINE2 7,996,759 0 11,749,041 17275R10 1,195,110.3070,591,27SH DEFINE4 4,120,400 0 66,470,876 CINTAS CORP 17290810 25,244.77 506,313SH DEFINE2 221,650 0 284,663 17290810 165,195.163,313,180SH DEFINE4 112,434 0 3,200,746 CITIGROUP INC 17296710 767,471.9015,498,22SH DEFINE2 5,849,858 0 9,648,363 17296710 3,545,583.1671,599,01SH DEFINE4 3,640,592 0 67,958,422 CITIZENS BANKING CORP MICH 17442010 10,566.45 325,422SH DEFINE2 198,400 0 127,022 17442010 6,847.92 210,900SH DEFINE4 5,700 0 205,200 CITIZENS COMMUNICATIONS CO 17453B10 1,459.85 135,800SH DEFINE2 45,200 0 90,600 17453B10 25,030.942,328,460SH DEFINE4 58,971 0 2,269,489 CITRIX SYSTEMS INC 17737610 1,112.83 64,400SH DEFINE2 9,000 0 55,400 17737610 5,975.42 345,800SH DEFINE4 700 0 345,100 CITY NATIONAL CORP 17856610 8,217.68 156,200SH DEFINE2 72,400 0 83,800 17856610 11,369.02 216,100SH DEFINE4 3,400 0 212,700 CLAIRE S STORES INC 17958410 27,456.671,409,480SH DEFINE2 684,000 0 725,480 17958410 14,335.33 735,900SH DEFINE4 0 0 735,900 CLARCOR INC 17989510 12,073.89 377,309SH DEFINE2 159,800 0 217,509 17989510 9,388.80 293,400SH DEFINE4 2,300 0 291,100 CLARK/BARDES INC 18066810 3,928.32 136,400SH DEFINE2 96,500 0 39,900 18066810 653.76 22,700SH DEFINE4 1,300 0 21,400 CLEAR CHANNEL COMMUNICATIONS18450210 101,750.061,979,188SH DEFINE2 837,063 0 1,142,125 18450210 209,107.404,067,446SH DEFINE4 226,458 0 3,840,988 CLOROX COMPANY 18905410 6,136.56 140,650SH DEFINE2 34,900 0 105,750 18905410 100,241.192,297,529SH DEFINE4 35,430 0 2,262,099 CLOSURE MEDICAL CORPORATION 18909310 135.79 6,900SH DEFINE2 0 0 6,900 18909310 759.65 38,600SH DEFINE4 2,400 0 36,200 RAINTREE RESORT WARRANTS 14418947311 0.02 2,415SH DEFINE2 0 0 2,415 18947311 0.38 37,700SH DEFINE4 0 0 37,700 COACH INC 18975410 16,622.74 327,800SH DEFINE2 245,000 0 82,800 18975410 44,397.37 875,515SH DEFINE4 0 0 875,515 COBALT CORPORATION 19074W10 5,987.07 668,946SH DEFINE2 294,046 0 374,900 19074W10 1,374.72 153,600SH DEFINE4 9,900 0 143,700 COCA COLA COMPANY 19121610 84,089.421,609,059SH DEFINE2 204,211 0 1,404,848 19121610 1,121,530.6421,460,59SH DEFINE4 360,720 0 21,099,874 COCA COLA ENTERPRISES 19121910 7,770.53 413,766SH DEFINE2 161,612 0 252,154 19121910 182,731.059,730,088SH DEFINE4 157,012 0 9,573,076 COCA COLA FEMSA ADS 19124110 4,066.73 149,183SH DEFINE2 0 0 149,183 19124110 2,560.40 93,925SH DEFINE4 29,200 0 64,725 COGNEX CORP 19242210 12,471.94 429,179SH DEFINE2 235,639 0 193,540 19242210 39,261.571,351,052SH DEFINE4 208,800 0 1,142,252 COGNOS INC 19244C10 5,715.09 208,200SH DEFINE2 35,600 0 172,600 19244C10 73,660.022,683,425SH DEFINE4 0 0 2,683,425 COHU INC 19257610 22,247.84 780,900SH DEFINE2 331,100 0 449,800 19257610 15,643.86 549,100SH DEFINE4 1,400 0 547,700 COINSTAR INC 19259P30 243.92 7,240SH DEFINE2 0 0 7,240 19259P30 1,363.10 40,460SH DEFINE4 2,600 0 37,860 COLDWATER CREEK INC 19306810 6,693.03 376,860SH DEFINE2 227,400 0 149,460 19306810 3,672.77 206,800SH DEFINE4 0 0 206,800 COLGATE PALMOLIVE CO 19416210 161,451.672,825,051SH DEFINE2 1,067,709 0 1,757,342 19416210 481,358.858,422,727SH DEFINE4 511,240 0 7,911,487 COLO.COM 144A WARRANTS 03/1519520411 0.01 1,349SH DEFINE2 0 0 1,349 19520411 0.17 17,040SH DEFINE4 0 0 17,040 COLONIAL BANCGROUP INC 19549330 13,960.64 935,700SH DEFINE2 412,300 0 523,400 19549330 2,749.76 184,300SH DEFINE4 11,700 0 172,600 COLT TELECOM GROUP PLC 1968779B 13.23 10,002SH DEFINE2 0 0 10,002 1968779B 2.90 2,196SH DEFINE4 0 0 2,196 COLUMBIA SPORTSWEAR CO 19851610 8,496.54 253,250SH DEFINE2 118,020 0 135,230 19851610 73,493.052,190,553SH DEFINE4 110,950 0 2,079,603 COMFORT SYSTEMS 19990810 13.63 3,300SH DEFINE2 0 0 3,300 19990810 0.00 0SH DEFINE4 0 0 0 COMCAST CORP SPECIAL CLASS A20030020 111,001.653,490,618SH DEFINE2 1,391,010 0 2,099,608 20030020 400,614.0212,597,92SH DEFINE4 638,115 0 11,959,810 COMDISCO INC 20033610 0.00 0SH DEFINE2 0 0 0 20033610 0.00 0SH DEFINE4 0 0 0 COMERICA INC 20034010 138,659.812,216,075SH DEFINE2 947,467 0 1,268,608 20034010 752,748.7012,030,50SH DEFINE4 365,779 0 11,664,726 COMMERCE BANCORP INC NJ 20051910 727.38 16,200SH DEFINE2 0 0 16,200 20051910 7,660.12 170,604SH DEFINE4 2,275 0 168,329 COMMERCE BANCSHARES INC 20052510 1,746.69 39,500SH DEFINE2 25,600 0 13,900 20052510 3,228.94 73,020SH DEFINE4 0 0 73,020 COMMERCE GROUP INC MASS 20064110 11,476.79 296,558SH DEFINE2 129,558 0 167,000 20064110 2,414.88 62,400SH DEFINE4 4,000 0 58,400 COMMERCIAL FEDERAL CORP 20164710 16,667.24 619,600SH DEFINE2 263,200 0 356,400 20164710 10,711.58 398,200SH DEFINE4 0 0 398,200 COMMERCIAL METAL 20172310 0.00 0SH DEFINE2 0 0 0 20172310 0.00 0SH DEFINE4 0 0 0 COMMONWEALTH TELEPHONE ENTER20334910 874.01 22,850SH DEFINE2 0 0 22,850 20334910 1,445.85 37,800SH DEFINE4 2,300 0 35,500 COMMSCOPE INC 20337210 0.00 0SH DEFINE2 0 0 0 20337210 450.26 25,877SH DEFINE4 208 0 25,669 COMMUNITY HEALTH SYSTEMS 20366810 3,252.49 147,105SH DEFINE2 36,150 0 110,955 20366810 99,693.334,508,970SH DEFINE4 1,700 0 4,507,270 COMMUNICATIONS SYSTEMS INC 20390010 4,255.01 530,550SH DEFINE2 237,226 0 293,324 20390010 1,101.44 137,337SH DEFINE4 0 0 137,337 COMMUNITY FIRST BANKSHARES 20390210 14,440.22 558,400SH DEFINE2 240,100 0 318,300 20390210 7,701.11 297,800SH DEFINE4 4,600 0 293,200 COMMUNI TRUST BA 20414910 0.00 0SH DEFINE2 0 0 0 20414910 0.00 0SH DEFINE4 0 0 0 CEMIG SA -SPONS ADR 20440960 1,482.55 99,500SH DEFINE2 0 0 99,500 20440960 886.55 59,500SH DEFINE4 18,500 0 41,000 BRASIL DISTR PAO ACU SP ADR 20440T20 12,690.09 559,035SH DEFINE2 224,200 0 334,835 20440T20 880.06 38,769SH DEFINE4 12,100 0 26,669 VALE R DOCE-ADR 20441220 44,045.861,608,100SH DEFINE2 721,000 0 887,100 20441220 35,738.471,304,800SH DEFINE4 126,500 0 1,178,300 CIA PARANAENSE ENERGIA-COPEL20441B40 27,402.553,513,147SH DEFINE2 1,240,797 0 2,272,350 20441B40 18,800.342,410,300SH DEFINE4 252,300 0 2,158,000 COMPANHIA DE BEBIDAS-PR ADR 20441W20 111,688.005,724,654SH DEFINE2 2,448,176 0 3,276,478 20441W20 92,426.914,737,412SH DEFINE4 388,391 0 4,349,021 CTC-SPONS ADR 20444930 1,727.54 115,400SH DEFINE2 0 0 115,400 20444930 1,061.37 70,900SH DEFINE4 21,700 0 49,200 COMPAQ COMPUTER CORP 20449310 54,288.665,195,087SH DEFINE2 1,800,120 0 3,394,967 20449310 536,930.7551,380,93SH DEFINE4 1,248,369 0 50,132,564 COMPUDYNE CORP 20479530 4,193.62 327,550SH DEFINE2 203,500 0 124,050 20479530 0.00 0SH DEFINE4 0 0 0 COMPUDYNE P/P PRIVATE 20479590 0.00 0SH DEFINE2 0 0 0 20479590 2,560.60 200,000SH DEFINE4 0 0 200,000 COMPUTER ASSOCIATES 20491210 40,321.691,842,014SH DEFINE2 365,637 0 1,476,377 20491210 351,789.0616,070,76SH DEFINE4 329,383 0 15,741,383 COMPUTER NETWORK TECH CORP 20492510 93.86 7,100SH DEFINE2 0 0 7,100 20492510 519.55 39,300SH DEFINE4 2,500 0 36,800 COMPUTER SCIENCES CORP 20536310 5,148.38 101,446SH DEFINE2 31,310 0 70,136 20536310 43,657.54 860,247SH DEFINE4 2,600 0 857,647 COMPUTER TASK GROUP INC 20547710 4,414.59 763,770SH DEFINE2 336,070 0 427,700 20547710 472.80 81,800SH DEFINE4 5,300 0 76,500 COMPUWARE CORP 20563810 6,353.94 492,172SH DEFINE2 27,600 0 464,572 20563810 24,477.211,895,988SH DEFINE4 12,012 0 1,883,976 COMSTOCK RES INC 20576820 0.00 0SH DEFINE2 0 0 0 20576820 0.00 0SH DEFINE4 0 0 0 COMUNICACION CELULAR WTS 14420584711 0.25 250SH DEFINE2 0 0 250 20584711 15.75 15,750SH DEFINE4 0 0 15,750 COMVERSE TECHNOLOGY INC 20586240 881.60 69,582SH DEFINE2 11,950 0 57,632 20586240 7,545.30 595,525SH DEFINE4 2,033 0 593,492 CONAGRA INC 20588710 5,982.48 246,700SH DEFINE2 55,400 0 191,300 20588710 5,405.33 222,900SH DEFINE4 700 0 222,200 COMPUTER HORIZONS CORP 20590810 43.07 11,100SH DEFINE2 0 0 11,100 20590810 0.00 0SH DEFINE4 0 0 0 CONCEPTUS INC 20601610 3,200.18 148,500SH DEFINE2 118,300 0 30,200 20601610 68.96 3,200SH DEFINE4 0 0 3,200 CONCORD COMM 20618610 11,313.14 534,900SH DEFINE2 331,500 0 203,400 20618610 120.56 5,700SH DEFINE4 0 0 5,700 CONCORD EFS INC 20619710 5,450.34 163,920SH DEFINE2 1,500 0 162,420 20619710 28,972.85 871,364SH DEFINE4 55,764 0 815,600 CONCURRENT COMPUTER CORP 20671020 407.19 49,000SH DEFINE2 0 0 49,000 20671020 1,844.20 221,925SH DEFINE4 0 0 221,925 CONESTOGA ENTERP 20701510 21.18 700SH DEFINE2 0 0 700 20701510 122.55 4,050SH DEFINE4 250 0 3,800 CONEXANT SYSTEMS INC 20714210 1,105.45 91,739SH DEFINE2 8,600 0 83,139 20714210 20,532.311,703,926SH DEFINE4 21,404 0 1,682,522 CONMED CORP 20741010 5,519.63 220,785SH DEFINE2 132,650 0 88,135 20741010 3,776.25 151,050SH DEFINE4 0 0 151,050 CONNETICS CORP 20819210 10,254.961,057,212SH DEFINE2 799,600 0 257,612 20819210 6,509.67 671,100SH DEFINE4 6,800 0 664,300 CONOCO INC 20825150 12,469.49 427,330SH DEFINE2 113,814 0 313,516 20825150 247,135.118,469,332SH DEFINE4 182,357 0 8,286,975 CONSECO INC 20846410 356.35 98,438SH DEFINE2 0 0 98,438 20846410 38.01 10,500SH DEFINE4 800 0 9,700 CONSOLIDATED EDISON INC 20911510 5,255.30 125,395SH DEFINE2 31,600 0 93,795 20911510 92,791.252,214,060SH DEFINE4 31,531 0 2,182,529 CONSTELLATION BRANDS INC-A 21036P10 8,993.10 163,630SH DEFINE2 96,200 0 67,430 21036P10 9,051.91 164,700SH DEFINE4 0 0 164,700 CONSTELLATION ENERGY GROUP 21037110 2,992.76 97,010SH DEFINE2 24,500 0 72,510 21037110 82,750.192,682,340SH DEFINE4 68,857 0 2,613,483 CONTIFINANCIAL CORP LIQUIDAT21075M10 288.965,779,244SH DEFINE2 0 0 5,779,244 21075M10 4,398.6287,972,32SH DEFINE4 0 0 87,972,329 CONTINENTAL AIRLINES-CL B 21079530 0.00 0SH DEFINE2 0 0 0 21079530 70.80 2,500SH DEFINE4 200 0 2,300 CONTOUR ENERGY CO 21220C10 9.30 15,000SH DEFINE2 0 0 15,000 21220C10 41.85 67,500SH DEFINE4 0 0 67,500 CONVERGENT P/P (PRIVATE) 2124839A 242.69 97,859SH DEFINE2 0 0 97,859 2124839A 2,790.951,125,382SH DEFINE4 0 0 1,125,382 CONVERGYS CORP 21248510 49,599.211,677,349SH DEFINE2 786,629 0 890,720 21248510 181,398.536,134,546SH DEFINE4 422,248 0 5,712,298 COOPER CAMERON CORP 21664010 12,272.69 240,123SH DEFINE2 103,966 0 136,157 21664010 71,485.411,398,658SH DEFINE4 108,700 0 1,289,958 COOPER INDUSTRIES INC 21666910 2,949.09 70,300SH DEFINE2 35,500 0 34,800 21666910 42,063.271,002,700SH DEFINE4 62,200 0 940,500 COOPER TIRE AND RUBBER 21683110 599.71 27,700SH DEFINE2 0 0 27,700 21683110 0.00 0SH DEFINE4 0 0 0 COORS ADOLPH CO CL B 21701610 2,921.72 43,304SH DEFINE2 17,200 0 26,104 21701610 3,986.40 59,084SH DEFINE4 0 0 59,084 COPPERCOM P/P (PRIVATE) 2175CC9A 33.81 4,334SH DEFINE2 0 0 4,334 2175CC9A 642.34 82,351SH DEFINE4 0 0 82,351 CORNING INC 21935010 2,145.79 281,600SH DEFINE2 8,100 0 273,500 21935010 0.00 0SH DEFINE4 0 0 0 CORPORATE EXECUTIVE BOARD 21988R10 3,458.51 92,200SH DEFINE2 63,300 0 28,900 21988R10 36,929.05 984,486SH DEFINE4 0 0 984,486 CORVEL CORP 22100610 0.00 0SH DEFINE2 0 0 0 22100610 0.00 0SH DEFINE4 0 0 0 COST PLUS INC 22148510 3,681.15 134,533SH DEFINE2 528 0 134,005 22148510 23,864.69 872,171SH DEFINE4 148,700 0 723,471 COSTCO WHOLESALE CORP 22160K10 5,331.90 133,900SH DEFINE2 4,600 0 129,300 22160K10 836.22 21,000SH DEFINE4 0 0 21,000 COSTAR GROUP INC 22160N10 12,305.69 540,672SH DEFINE2 430,372 0 110,300 22160N10 136.56 6,000SH DEFINE4 0 0 6,000 COUNTRYWIDE CREDIT INDS INC 22237210 1,958.04 43,755SH DEFINE2 6,100 0 37,655 22237210 43,304.40 967,696SH DEFINE4 1,000 0 966,696 COVAD COMMUNICATIONS GROUP 22281420 41.51 18,207SH DEFINE2 0 0 18,207 22281420 960.79 421,401SH DEFINE4 0 0 421,401 COVENTRY HEALTH CARE INC 22286210 54.65 2,102SH DEFINE2 0 0 2,102 22286210 5,002.40 192,400SH DEFINE4 3,900 0 188,500 COX COMMUNICATIONS NEW CL A 22404410 176.91 4,700SH DEFINE2 4,700 0 0 22404410 0.00 0SH DEFINE4 0 0 0 COX RADIO INC CL A 22405110 2,515.96 88,590SH DEFINE2 14,610 0 73,980 22405110 37,130.731,307,420SH DEFINE4 88,400 0 1,219,020 CRANE CO 22439910 513.31 18,775SH DEFINE2 0 0 18,775 22439910 103.89 3,800SH DEFINE4 300 0 3,500 CREDENCE SYSTEMS CORP 22530210 3,891.20 177,195SH DEFINE2 915 0 176,280 22530210 43,693.831,989,701SH DEFINE4 258,100 0 1,731,601 CREE INC 22544710 1,318.02 96,700SH DEFINE2 55,600 0 41,100 22544710 3,216.68 236,000SH DEFINE4 0 0 236,000 CRESCENT REAL ESTATE EQUITIE22575610 15.52 800SH DEFINE2 800 0 0 22575610 0.00 0SH DEFINE4 0 0 0 CRITICAL PATH 22674V10 3,009.531,393,300SH DEFINE2 863,800 0 529,500 22674V10 0.00 0SH DEFINE4 0 0 0 CROMPTON CORP 22711610 35,722.382,892,500SH DEFINE2 1,334,900 0 1,557,600 22711610 25,852.262,093,300SH DEFINE4 6,300 0 2,087,000 CROSS COUNTRY 22748P10 5,035.50 186,500SH DEFINE2 129,900 0 56,600 22748P10 13,813.61 511,615SH DEFINE4 0 0 511,615 CROSS MEDIA P/P (PRIVATE) 22754R90 0.00 0SH DEFINE2 0 0 0 22754R90 5,571.42 476,190SH DEFINE4 0 0 476,190 CROWN CASTLE INTL CORP 22822710 0.00 0SH DEFINE2 0 0 0 22822710 0.08 12SH DEFINE4 0 0 12 CROWN CASTLE INTL CORP 22822740 0.00 0SH DEFINE2 0 0 0 22822740 0.18 9SH DEFINE4 0 0 9 CULLEN FROST BANKERS INC 22989910 17,940.74 500,160SH DEFINE2 230,860 0 269,300 22989910 3,784.29 105,500SH DEFINE4 0 0 105,500 CUMMINS INC 23102110 774.57 16,400SH DEFINE2 0 0 16,400 23102110 0.00 0SH DEFINE4 0 0 0 CUMULUS MEDIA INC - CL A 23108210 2,650.99 148,100SH DEFINE2 117,900 0 30,200 23108210 55.49 3,100SH DEFINE4 0 0 3,100 CYBERNET INTERNET SVS 144A W23250311 0.00 0SH DEFINE2 0 0 0 23250311 0.01 530SH DEFINE4 0 0 530 CYBERONICS 23251P10 540.46 33,800SH DEFINE2 0 0 33,800 23251P10 2,991.73 187,100SH DEFINE4 11,800 0 175,300 CYMER INC 23257210 4,615.40 92,940SH DEFINE2 48,340 0 44,600 23257210 3,282.03 66,090SH DEFINE4 28,300 0 37,790 CYPRESS SEMICONDUCTOR CORP 23280610 721.86 31,385SH DEFINE2 12,100 0 19,285 23280610 50,608.802,200,383SH DEFINE4 23,981 0 2,176,402 CYTEC INDUSTRIES INC 23282010 3,490.36 114,739SH DEFINE2 31,664 0 83,075 23282010 28,578.71 939,471SH DEFINE4 135,300 0 804,171 CYTYC CORPORATION 23294610 23,773.38 883,112SH DEFINE2 422,800 0 460,312 23294610 245,945.919,136,178SH DEFINE4 247,490 0 8,888,688 DDI CORP 23316210 322.43 37,800SH DEFINE2 0 0 37,800 23316210 13,234.681,551,545SH DEFINE4 0 0 1,551,545 D P L INC 23329310 1,530.34 59,896SH DEFINE2 48,496 0 11,400 23329310 36,316.411,421,386SH DEFINE4 90,300 0 1,331,086 DRS TECHNOLOGIES INC 23330X10 10,940.91 263,700SH DEFINE2 170,700 0 93,000 23330X10 5,045.18 121,600SH DEFINE4 0 0 121,600 D.R. HORTON INC 23331A10 0.00 0SH DEFINE2 0 0 0 23331A10 5,091.15 135,044SH DEFINE4 1,749 0 133,294 DST SYSTEMS INC 23332610 18,904.08 379,600SH DEFINE2 218,600 0 161,000 23332610 59,504.871,194,877SH DEFINE4 87,700 0 1,107,177 DSP GROUP INC 23332B10 0.00 0SH DEFINE2 0 0 0 23332B10 0.00 0SH DEFINE4 0 0 0 DTE ENERGY CO 23333110 2,327.33 51,150SH DEFINE2 4,050 0 47,100 23333110 21,749.73 478,016SH DEFINE4 5,500 0 472,516 DT INDUSTRIES INC 23333J10 4,228.891,070,335SH DEFINE2 461,135 0 609,200 23333J10 1,674.18 423,735SH DEFINE4 0 0 423,735 DANA CORPORATION 23581110 3,034.42 141,333SH DEFINE2 60,300 0 81,033 23581110 5,150.65 239,900SH DEFINE4 700 0 239,200 DANAHER CORP 23585110 3,350.72 47,180SH DEFINE2 0 0 47,180 23585110 9,033.74 127,200SH DEFINE4 0 0 127,200 DARDEN RESTAURANTS INC 23719410 15,109.47 372,246SH DEFINE2 179,510 0 192,736 23719410 96,192.292,369,852SH DEFINE4 95,750 0 2,274,102 DATASCOPE CORP 23811310 8,245.88 280,950SH DEFINE2 116,900 0 164,050 23811310 8,740.43 297,800SH DEFINE4 0 0 297,800 DATASTREAM SYS 23812410 28.80 3,200SH DEFINE2 0 0 3,200 23812410 158.40 17,600SH DEFINE4 1,100 0 16,500 DAVITA INC 23918K10 6,017.32 237,839SH DEFINE2 16,700 0 221,139 23918K10 55,181.952,181,105SH DEFINE4 14,150 0 2,166,955 DAVOX CORP 23920810 78.40 9,800SH DEFINE2 0 0 9,800 23920810 435.68 54,460SH DEFINE4 3,400 0 51,060 DAYTON SUPERIOR P/P 144A WAR24002811 9.48 948SH DEFINE2 0 0 948 24002811 251.40 25,140SH DEFINE4 0 0 25,140 DEAN FOODS CO 24237010 1,830.00 24,168SH DEFINE2 113 0 24,055 24237010 21,589.36 285,121SH DEFINE4 33,698 0 251,423 DECRANE HOLDINGS WARR 9/30/024366211 0.00 2,710SH DEFINE2 0 0 2,710 24366211 0.02 16,520SH DEFINE4 0 0 16,520 DEERE AND COMPANY 24419910 3,206.72 70,400SH DEFINE2 2,500 0 67,900 24419910 719.69 15,800SH DEFINE4 0 0 15,800 DEL MONTE FOODS 24522P10 0.00 0SH DEFINE2 0 0 0 24522P10 0.00 0SH DEFINE4 0 0 0 DELIA S CORPORATION - A 24688Q10 7,987.431,254,110SH DEFINE2 768,500 0 485,610 24688Q10 1,954.01 306,800SH DEFINE4 0 0 306,800 DELL COMPUTER CORP 24702510 188,740.507,228,667SH DEFINE2 2,978,296 0 4,250,371 24702510 802,155.9430,722,17SH DEFINE4 1,491,689 0 29,230,484 DELPHI CORPORATION 24712610 3,620.95 226,451SH DEFINE2 49,372 0 177,079 24712610 33,037.552,066,138SH DEFINE4 27,400 0 2,038,738 DELTA & PINE LAND CO 24735710 14,383.05 758,200SH DEFINE2 322,150 0 436,050 24735710 9,134.06 481,500SH DEFINE4 0 0 481,500 DELTA AIR LINES INC 24736110 2,493.26 76,200SH DEFINE2 22,000 0 54,200 24736110 2,961.16 90,500SH DEFINE4 200 0 90,300 DENBURY RESOURCES INC 24791620 0.00 0SH DEFINE2 0 0 0 24791620 42.40 5,000SH DEFINE4 0 0 5,000 DELTA FINANCIAL CORP WARRANT24791811 0.01 101,336SH DEFINE2 0 0 101,336 24791811 0.04 423,523SH DEFINE4 0 0 423,523 DELTA FNDG RESIDUAL EXCHANGE24792210 2,088.86 9,560SH DEFINE2 0 0 9,560 24792210 8,730.17 39,955SH DEFINE4 0 0 39,955 DELTA FNDG RESIDUAL MGMT INC24792610 0.10 9,560SH DEFINE2 0 0 9,560 24792610 0.40 39,955SH DEFINE4 0 0 39,955 DE LUXE CORPORATION 24801910 1,126.43 24,350SH DEFINE2 0 0 24,350 24801910 370.08 8,000SH DEFINE4 600 0 7,400 DENDRITE INTERNATIONAL INC 24823910 0.00 0SH DEFINE2 0 0 0 24823910 0.00 0SH DEFINE4 0 0 0 DENDREON CORP 24823Q10 121.94 19,700SH DEFINE2 0 0 19,700 24823Q10 673.47 108,800SH DEFINE4 6,900 0 101,900 DENTSPLY INTERNATIONAL INC 24903010 741.09 19,997SH DEFINE2 0 0 19,997 24903010 10,332.33 278,800SH DEFINE4 1,650 0 277,150 DEPARTMENT 56 24950910 0.00 0SH DEFINE2 0 0 0 24950910 0.00 0SH DEFINE4 0 0 0 DESTIA COMMUNICATIONS 144A W25063E11 0.00 0SH DEFINE2 0 0 0 25063E11 0.32 32,300SH DEFINE4 0 0 32,300 DEUTSCHE TELEKOM AG-SPON ADR25156610 185.59 12,389SH DEFINE2 0 0 12,389 25156610 3,034.23 202,552SH DEFINE4 0 0 202,552 DEVON ENERGY CORPORATION 25179M10 5,290.39 109,600SH DEFINE2 22,200 0 87,400 25179M10 53,919.231,117,034SH DEFINE4 40,100 0 1,076,934 DIAGEO PLC-SPONS ADR SEDOL 225243Q20 21.57 411SH DEFINE2 0 0 411 25243Q20 447.31 8,525SH DEFINE4 0 0 8,525 DIAGNOSTIC PRODS CORP 25245010 1,289.91 29,859SH DEFINE2 0 0 29,859 25245010 18,638.64 431,450SH DEFINE4 8,290 0 423,160 DIAL CORP (NEW) 25247D10 14,672.01 814,207SH DEFINE2 328,700 0 485,507 25247D10 16,574.15 919,764SH DEFINE4 17,905 0 901,859 DIAMOND OFFSHORE DRILLING 25271C10 2,072.54 66,300SH DEFINE2 16,800 0 49,500 25271C10 40,563.171,297,606SH DEFINE4 430 0 1,297,176 DIANON SYSTEMS 25282610 713.68 11,000SH DEFINE2 0 0 11,000 25282610 3,244.00 50,000SH DEFINE4 0 0 50,000 DIEBOLD INC 25365110 0.00 0SH DEFINE2 0 0 0 25365110 97.78 2,400SH DEFINE4 100 0 2,300 DIGENE CORP 25375210 271.70 7,600SH DEFINE2 0 0 7,600 25375210 1,512.23 42,300SH DEFINE4 2,700 0 39,600 DIGITAL RIVER 25388B10 6,591.93 445,100SH DEFINE2 258,700 0 186,400 25388B10 60.72 4,100SH DEFINE4 0 0 4,100 DIGITAS INC 25388K10 14,071.982,567,880SH DEFINE2 1,597,200 0 970,680 25388K10 0.00 0SH DEFINE4 0 0 0 DILLARDS INC - CL A 25406710 25,297.331,060,240SH DEFINE2 532,650 0 527,590 25406710 6,931.33 290,500SH DEFINE4 0 0 290,500 DISCOVERY LABORATORIES INC 25466810 2,063.62 663,545SH DEFINE2 527,945 0 135,600 25466810 80.24 25,800SH DEFINE4 0 0 25,800 DISNEY WALT PRODUCTIONS INC 25468710 262,539.7811,375,20SH DEFINE2 4,532,041 0 6,843,166 25468710 850,410.3436,846,20SH DEFINE4 3,108,148 0 33,738,054 DISTRIBUCION-ADR 25475310 1,262.88 87,700SH DEFINE2 0 0 87,700 25475310 790.56 54,900SH DEFINE4 16,800 0 38,100 DIVA SYSTEMS CORP WARRANTS P25501311 0.01 1,090SH DEFINE2 0 0 1,090 25501311 0.36 36,322SH DEFINE4 0 0 36,322 DIVA SYSTEMS WARR P/P 144A 025501315 0.08 7,961SH DEFINE2 0 0 7,961 25501315 2.05 204,560SH DEFINE4 0 0 204,560 DIXONS GROUP-ADR 25587520 9.92 887SH DEFINE2 0 0 887 25587520 18.67 1,670SH DEFINE4 0 0 1,670 DOCTOR REDDY S LAB-ADR 25613520 743.49 33,627SH DEFINE2 0 0 33,627 25613520 462.47 20,917SH DEFINE4 5,891 0 15,026 DOCUMENTUM INC 25615910 8,770.07 344,600SH DEFINE2 168,400 0 176,200 25615910 27,200.201,068,770SH DEFINE4 4,100 0 1,064,670 DOLE FOOD CO 25660510 8,819.50 284,500SH DEFINE2 125,200 0 159,300 25660510 2,703.20 87,200SH DEFINE4 5,600 0 81,600 DOLLAR GENERAL CORP 25666910 1,601.28 98,359SH DEFINE2 0 0 98,359 25666910 8,568.15 526,299SH DEFINE4 8,802 0 517,497 DOLLAR TREE STORES 25674710 22,939.87 699,173SH DEFINE2 228,125 0 471,048 25674710 324,661.289,895,193SH DEFINE4 112,200 0 9,782,993 DOMINION RES BLK 25746Q10 0.00 0SH DEFINE2 0 0 0 25746Q10 0.00 0SH DEFINE4 0 0 0 DOMINION RESOURCES INC/VA 25746U10 10,287.40 157,879SH DEFINE2 9,742 0 148,137 25746U10 105,711.671,622,340SH DEFINE4 25,000 0 1,597,340 DONALDSON INC 25765110 402.10 10,000SH DEFINE2 0 0 10,000 25765110 0.00 0SH DEFINE4 0 0 0 DONNELLEY R R AND SONS CO 25786710 2,578.19 82,900SH DEFINE2 29,500 0 53,400 25786710 3,837.74 123,400SH DEFINE4 200 0 123,200 DORAL FINL CORP 25811P10 37.35 1,100SH DEFINE2 0 0 1,100 25811P10 3,069.08 90,400SH DEFINE4 5,800 0 84,600 DOSKOCIL MFG 25848790 117.18 39,060SH DEFINE2 0 0 39,060 25848790 1,573.02 524,340SH DEFINE4 0 0 524,340 DOUBLECLICK INC 25860930 53.96 4,500SH DEFINE2 0 0 4,500 25860930 742.29 61,909SH DEFINE4 2,327 0 59,582 DOVER CORPORATION 26000310 4,461.95 108,828SH DEFINE2 28,400 0 80,428 26000310 46,858.161,142,882SH DEFINE4 16,887 0 1,125,995 DOW CHEMICAL COMPANY 26054310 17,723.90 541,684SH DEFINE2 37,555 0 504,129 26054310 159,392.994,871,424SH DEFINE4 151,900 0 4,719,524 DOW JONES & CO INC 26056110 2,190.47 37,624SH DEFINE2 3,500 0 34,124 26056110 97,001.861,666,126SH DEFINE4 25,199 0 1,640,927 DOWNEY FINANCIAL CORP 26101810 8,540.88 187,300SH DEFINE2 78,150 0 109,150 26101810 10,631.64 233,150SH DEFINE4 2,600 0 230,550 DUPONT E I DENEMOURS & CO LT26353410 27,529.52 583,871SH DEFINE2 88,900 0 494,971 26353410 342,586.627,265,888SH DEFINE4 138,330 0 7,127,558 DUANE READE INC 26357810 2,353.66 69,266SH DEFINE2 291 0 68,975 26357810 16,788.84 494,080SH DEFINE4 86,000 0 408,080 DUKE POWER COMPANY 26439910 25,625.38 677,920SH DEFINE2 154,370 0 523,550 26439910 415,004.3110,978,95SH DEFINE4 121,132 0 10,857,818 DUKE REALTY CORPORATION 26441150 0.00 0SH DEFINE2 0 0 0 26441150 85.80 3,300SH DEFINE4 300 0 3,000 DUN AND BRADSTREET CORPORATI26483E10 88.02 2,200SH DEFINE2 0 0 2,200 26483E10 66.02 1,650SH DEFINE4 100 0 1,550 DURA AUTOMOTIVE 26590310 0.00 0SH DEFINE2 0 0 0 26590310 669.03 34,900SH DEFINE4 2,200 0 32,700 DUPONT PHOTOMASKS INC 26613X10 11,247.60 216,300SH DEFINE2 91,300 0 125,000 26613X10 9,339.30 179,602SH DEFINE4 5,800 0 173,802 DYNEGY INC 26816Q10 47,334.211,632,214SH DEFINE2 583,990 0 1,048,224 26816Q10 518,015.8617,862,61SH DEFINE4 438,963 0 17,423,653 ECI TELECOMMUNICATIONS LTD 26825810 27.68 6,800SH DEFINE2 6,800 0 0 26825810 0.00 0SH DEFINE4 0 0 0 EGL INC 26848410 15,759.48 994,289SH DEFINE2 416,000 0 578,289 26848410 14,815.00 934,700SH DEFINE4 0 0 934,700 EMC CORP 26864810 33,880.282,842,305SH DEFINE2 474,425 0 2,367,880 26864810 121,435.8710,187,57SH DEFINE4 125,100 0 10,062,473 ENSCO INTERNATIONAL INC 26874Q10 1,760.18 58,400SH DEFINE2 0 0 58,400 26874Q10 45,335.141,504,152SH DEFINE4 300 0 1,503,852 EOG RESOURCES INC 26875P10 15,377.68 379,134SH DEFINE2 250,370 0 128,764 26875P10 107,618.542,653,317SH DEFINE4 142,871 0 2,510,446 EPIX MEDICAL 26881Q10 3,860.78 305,200SH DEFINE2 242,900 0 62,300 26881Q10 61.99 4,900SH DEFINE4 0 0 4,900 ESTUDIO P/P (PRIVATE) 2689ES9A 74.61 124,350SH DEFINE2 0 0 124,350 2689ES9A 805.261,342,108SH DEFINE4 0 0 1,342,108 ESS TECHNOLOGY 26915110 1,043.22 50,300SH DEFINE2 0 0 50,300 26915110 32.15 1,550SH DEFINE4 0 0 1,550 ESTUDIO (PRIVATE) P/P 2691ES90 0.00 0SH DEFINE2 0 0 0 2691ES90 100.00 100,000SH DEFINE4 0 0 100,000 E-STUDIO P/P (PRIVATE) CV NT2691ES9C 0.00 0SH DEFINE2 0 0 0 2691ES9C 50,000.00100,000,0SH DEFINE4 0 0 100,000,000 E-STUDIO P/P (PRIVATE) WARRA2691ES9D 0.00 0SH DEFINE2 0 0 0 2691ES9D 0.00 1SH DEFINE4 0 0 1 E*TRADE GROUP INC 26924610 0.00 0SH DEFINE2 0 0 0 26924610 8,357.06 887,161SH DEFINE4 10,254 0 876,907 EXCO RESOURCES INC 26927920 10,023.21 628,580SH DEFINE2 378,600 0 249,980 26927920 7,846.45 492,070SH DEFINE4 1,200 0 490,870 EARTHLINK INC 27032110 1,525.55 150,300SH DEFINE2 37,000 0 113,300 27032110 28,906.192,847,900SH DEFINE4 0 0 2,847,900 EARTHWATCH INC 14427032410 0.00 0SH DEFINE2 0 0 0 27032410 0.00 903,802SH DEFINE4 0 0 903,802 EAST WEST BANCORP INC 27579R10 15,907.69 543,110SH DEFINE2 327,600 0 215,510 27579R10 9,009.60 307,600SH DEFINE4 0 0 307,600 EASTMAN CHEMICAL CO 27743210 8,118.17 166,390SH DEFINE2 64,660 0 101,730 27743210 135,351.362,774,162SH DEFINE4 36,754 0 2,737,408 EASTMAN KODAK COMPANY 27746110 5,296.81 169,933SH DEFINE2 40,100 0 129,833 27746110 74,899.552,402,937SH DEFINE4 36,919 0 2,366,018 EATON CORPORATION 27805810 13,041.51 161,046SH DEFINE2 33,961 0 127,085 27805810 71,578.22 883,900SH DEFINE4 38,300 0 845,600 EATON VANCE CORP 27826510 487.39 12,200SH DEFINE2 0 0 12,200 27826510 17,331.91 433,840SH DEFINE4 1,800 0 432,040 EBAY INC 27864210 25,201.18 444,936SH DEFINE2 218,379 0 226,557 27864210 165,879.702,928,667SH DEFINE4 126,200 0 2,802,467 ECHOSTAR COMMUNICATIONS CL A27876210 111,480.213,936,448SH DEFINE2 2,209,051 0 1,727,397 27876210 347,396.1212,266,81SH DEFINE4 1,429,210 0 10,837,602 ECOLAB INC 27886510 29,776.89 651,288SH DEFINE2 347,529 0 303,759 27886510 83,763.431,832,096SH DEFINE4 155,000 0 1,677,096 EDISON INTERNATIONAL 28102010 24,276.181,449,324SH DEFINE2 567,115 0 882,209 28102010 259,703.7815,504,70SH DEFINE4 267,930 0 15,236,773 EDO CORP 28134710 0.00 0SH DEFINE2 0 0 0 28134710 0.00 159,949SH DEFINE4 2,239 0 157,710 EDUCATION MANAGEMENT CORP 28139T10 1,092.20 25,900SH DEFINE2 0 0 25,900 28139T10 1,058.89 25,110SH DEFINE4 1,500 0 23,610 J.D. EDWARDS & CO 28166710 393.27 21,800SH DEFINE2 0 0 21,800 28166710 2,006.05 111,200SH DEFINE4 7,000 0 104,200 EDWARDS A G INC 28176010 3,358.49 76,364SH DEFINE2 244 0 76,120 28176010 17,318.71 393,786SH DEFINE4 70,700 0 323,086 EDWARDS LIFESCIENCES CORP 28176E10 32.73 1,171SH DEFINE2 0 0 1,171 28176E10 22,097.27 790,600SH DEFINE4 4,200 0 786,400 EFUNDS CORPORATION 28224R10 1,787.49 111,370SH DEFINE2 525 0 110,845 28224R10 14,059.40 875,975SH DEFINE4 149,500 0 726,475 EL PASO CORPORATION 28336L10 15,252.74 346,417SH DEFINE2 93,900 0 252,517 28336L10 295,109.276,702,459SH DEFINE4 91,500 0 6,610,959 ELAN PLC ADR 28413120 27.82 2,000SH DEFINE2 2,000 0 0 28413120 2,732.25 196,424SH DEFINE4 2,246 0 194,178 ELECTRO RENT CORP 28521810 19.21 1,400SH DEFINE2 0 0 1,400 28521810 432.18 31,500SH DEFINE4 2,000 0 29,500 ELECTRO SCIENTIFIC INDS 28522910 4,881.78 133,200SH DEFINE2 106,000 0 27,200 28522910 183.25 5,000SH DEFINE4 0 0 5,000 ELECTRONIC ARTS 28551210 84,456.431,389,086SH DEFINE2 516,543 0 872,543 28551210 463,681.787,626,345SH DEFINE4 326,648 0 7,299,697 ELECTRONIC DATA SYSTEMS CORP28566110 61,103.481,053,690SH DEFINE2 404,850 0 648,840 28566110 184,411.623,180,059SH DEFINE4 305,466 0 2,874,593 ELECTRONICS FOR IMAGING 28608210 0.00 0SH DEFINE2 0 0 0 28608210 0.00 0SH DEFINE4 0 0 0 EMBARCADERO TECHNOLOGIES 29078710 8,130.43 595,200SH DEFINE2 410,100 0 185,100 29078710 91.52 6,700SH DEFINE4 0 0 6,700 EMCORE CORP 29084610 0.00 0SH DEFINE2 0 0 0 29084610 154.72 16,100SH DEFINE4 0 0 16,100 EMCOR GROUP INC 29084Q10 23.20 400SH DEFINE2 0 0 400 29084Q10 4,355.80 75,100SH DEFINE4 4,800 0 70,300 EMERSON ELECTRIC CO 29101110 85,380.541,487,725SH DEFINE2 620,635 0 867,090 29101110 328,998.565,732,681SH DEFINE4 157,259 0 5,575,422 EMMIS COMMUNICATIONS CL A 29152510 3,574.74 133,685SH DEFINE2 620 0 133,065 29152510 37,499.321,402,368SH DEFINE4 182,311 0 1,220,057 EMPRESA NAC ELEC-CHILE-SP AD29244T10 1,060.51 112,820SH DEFINE2 0 0 112,820 29244T10 660.82 70,300SH DEFINE4 21,900 0 48,400 EMULEX CORP 29247520 38,336.581,164,184SH DEFINE2 505,679 0 658,505 29247520 223,327.246,781,878SH DEFINE4 177,587 0 6,604,291 ENCORE WIRE 29256210 0.00 0SH DEFINE2 0 0 0 29256210 0.00 0SH DEFINE4 0 0 0 ENDO PHARMA HLDG 29264F20 134.33 13,300SH DEFINE2 0 0 13,300 29264F20 744.37 73,700SH DEFINE4 4,700 0 69,000 ENERGEN CORP 29265N10 8,633.28 326,400SH DEFINE2 139,300 0 187,100 29265N10 9,257.50 350,000SH DEFINE4 0 0 350,000 ENERGY EAST CORPORATION 29266M10 0.00 0SH DEFINE2 0 0 0 29266M10 5,937.75 273,000SH DEFINE4 0 0 273,000 ENERGIZER HOLDINGS INC 29266R10 2,132.75 89,800SH DEFINE2 0 0 89,800 29266R10 5,975.50 251,600SH DEFINE4 0 0 251,600 AP ENERSIS S A ADR 29274F10 42.49 4,700SH DEFINE2 0 0 4,700 29274F10 0.00 0SH DEFINE4 0 0 0 ENGELHARD CORP 29284510 2,884.64 92,963SH DEFINE2 39,100 0 53,863 29284510 43,525.781,402,700SH DEFINE4 73,100 0 1,329,600 ENGINEERED SUPPORT SYSTEMS I29286610 6,498.13 140,500SH DEFINE2 106,100 0 34,400 29286610 1,866.19 40,350SH DEFINE4 2,550 0 37,800 ENTEGRIS INC 29362U10 2,044.59 126,600SH DEFINE2 0 0 126,600 29362U10 0.00 0SH DEFINE4 0 0 0 ENTERCOM COMM.CORP. 29363910 18,096.13 329,800SH DEFINE2 162,500 0 167,300 29363910 192,697.953,511,900SH DEFINE4 0 0 3,511,900 ENTERGY CORP 29364G10 110,966.212,556,236SH DEFINE2 949,458 0 1,606,778 29364G10 528,604.3512,177,01SH DEFINE4 461,418 0 11,715,600 ENTERPRISE O-ADR 29377930 0.00 0SH DEFINE2 0 0 0 29377930 1,546.98 57,000SH DEFINE4 0 0 57,000 ENTERTAINMENT PROPERTIES TR 29380T10 336.74 14,900SH DEFINE2 0 0 14,900 29380T10 6,698.64 296,400SH DEFINE4 0 0 296,400 ENTREMED INC 29382F10 37.24 4,900SH DEFINE2 0 0 4,900 29382F10 205.96 27,100SH DEFINE4 1,700 0 25,400 ENTRUST INC 29384810 47.75 9,400SH DEFINE2 0 0 9,400 29384810 265.18 52,200SH DEFINE4 3,300 0 48,900 ENZON INC 29390410 15,540.17 350,873SH DEFINE2 233,830 0 117,043 29390410 104,985.552,370,412SH DEFINE4 100,348 0 2,270,064 EPLUS INC 29426810 8,006.14 843,640SH DEFINE2 519,000 0 324,640 29426810 3,763.73 396,600SH DEFINE4 0 0 396,600 EPICENTRIC P/P C (PRIVATE) 2942EP9B 161.91 34,014SH DEFINE2 0 0 34,014 2942EP9B 1,457.14 306,122SH DEFINE4 0 0 306,122 EPICENTRIC P/P D (PRIVATE) 2942EP9C 253.82 53,323SH DEFINE2 0 0 53,323 2942EP9C 4,746.18 997,097SH DEFINE4 0 0 997,097 EQUIFAX INC 29442910 9,244.75 309,189SH DEFINE2 23,400 0 285,789 29442910 29,149.00 974,883SH DEFINE4 0 0 974,883 EQUITABLE RESOURCES INC 29454910 2,509.80 72,100SH DEFINE2 0 0 72,100 29454910 6,387.64 183,500SH DEFINE4 0 0 183,500 EQUITY OFFICE PROPERTIES TR 29474110 36,043.931,201,865SH DEFINE2 560,999 0 640,866 29474110 188,199.376,275,404SH DEFINE4 202,999 0 6,072,405 EQUITY RESIDENTIAL PPTYS TR 29476L10 8,400.41 292,290SH DEFINE2 111,000 0 181,290 29476L10 87,393.113,040,818SH DEFINE4 141,800 0 2,899,018 ERICSSON L M TEL CO ADR CL B29482140 185.86 44,463SH DEFINE2 0 0 44,463 29482140 1,578.87 377,721SH DEFINE4 0 0 377,721 ERIE INDTY CO 29530P10 0.00 0SH DEFINE2 0 0 0 29530P10 240.01 5,900SH DEFINE4 400 0 5,500 ESPEED INC-CL A 29664310 0.00 0SH DEFINE2 0 0 0 29664310 18.72 1,769SH DEFINE4 0 0 1,769 ESSEX PROPERTY TRUST INC REI29717810 0.00 0SH DEFINE2 0 0 0 29717810 714.87 13,700SH DEFINE4 900 0 12,800 ETHAN ALLEN INC 29760210 1,370.16 36,000SH DEFINE2 20,600 0 15,400 29760210 3,356.89 88,200SH DEFINE4 0 0 88,200 EURONET WORLDWIDE INC 29873610 2,087.60 122,800SH DEFINE2 0 0 122,800 29873610 1,329.40 78,200SH DEFINE4 24,700 0 53,500 EXACT SCIENCES 30063P10 27.24 2,800SH DEFINE2 0 0 2,800 30063P10 150.82 15,500SH DEFINE4 1,000 0 14,500 EXAR CORP 30064510 12,611.56 614,000SH DEFINE2 360,500 0 253,500 30064510 42,690.952,078,430SH DEFINE4 5,000 0 2,073,430 EXELON CORPORATION 30161N10 8,510.16 160,660SH DEFINE2 23,700 0 136,960 30161N10 242,519.864,578,438SH DEFINE4 46,703 0 4,531,735 EXIDE TECHNOLOGIES 30205110 14.69 49,123SH DEFINE2 0 0 49,123 30205110 50.27 168,134SH DEFINE4 0 0 168,134 EXPEDITORS INTL WASH INC 30213010 1,453.20 23,823SH DEFINE2 5,800 0 18,023 30213010 27,681.80 453,800SH DEFINE4 200 0 453,600 EXPRESS SCRIPTS INC CL A 30218210 458.07 7,954SH DEFINE2 2,300 0 5,654 30218210 29,602.01 514,013SH DEFINE4 20,340 0 493,673 EXTENDED STAY AMERICA INC 30224P10 393.24 22,600SH DEFINE2 0 0 22,600 30224P10 59,159.063,399,946SH DEFINE4 0 0 3,399,946 EXTREME NETWORKS INC 30226D10 12,480.421,200,040SH DEFINE2 567,040 0 633,000 30226D10 81,961.587,880,922SH DEFINE4 314,332 0 7,566,590 EXXON MOBIL CORPORATION 30231G10 401,063.359,150,430SH DEFINE2 2,680,727 0 6,469,703 30231G10 2,808,254.0064,071,50SH DEFINE4 1,941,749 0 62,129,755 FBL FINL GROUP INC 30239F10 7,033.93 375,143SH DEFINE2 228,452 0 146,691 30239F10 3,644.51 194,374SH DEFINE4 2,700 0 191,674 FBR ASSET INVEST 30241E30 299.20 11,000SH DEFINE2 0 0 11,000 30241E30 6,038.40 222,000SH DEFINE4 0 0 222,000 FEI CO 30241L10 391.05 11,000SH DEFINE2 0 0 11,000 30241L10 8,355.14 235,025SH DEFINE4 18,100 0 216,925 FLIR SYSTEMS INC 30244510 13,803.62 289,081SH DEFINE2 197,730 0 91,351 30244510 1,661.60 34,798SH DEFINE4 2,124 0 32,674 FMC CORP 30249130 3,991.16 95,209SH DEFINE2 294 0 94,915 30249130 20,223.17 482,423SH DEFINE4 82,200 0 400,223 FMC TECHNOLOGIES SEDOL 2763530249U10 95.33 4,783SH DEFINE2 0 0 4,783 30249U10 0.00 0SH DEFINE4 0 0 0 FPL GROUP INC 30257110 81,102.991,361,931SH DEFINE2 566,633 0 795,298 30257110 285,822.854,799,712SH DEFINE4 251,122 0 4,548,590 FTI CONSULTING INC 30294110 5,257.31 169,700SH DEFINE2 135,200 0 34,500 30294110 187.43 6,050SH DEFINE4 0 0 6,050 FACTORY 2-U STOR 30307210 28.38 2,200SH DEFINE2 0 0 2,200 30307210 158.67 12,300SH DEFINE4 800 0 11,500 FAIRCHILD SEMICON INTL CL A 30372610 481.91 16,850SH DEFINE2 10,000 0 6,850 30372610 31,535.721,102,648SH DEFINE4 10,067 0 1,092,581 FALCON PRODUCTS INC 30607510 3,134.85 512,230SH DEFINE2 301,705 0 210,525 30607510 951.66 155,500SH DEFINE4 0 0 155,500 FAMILY DOLLAR STORES INC 30700010 31,487.47 939,644SH DEFINE2 427,017 0 512,627 30700010 263,088.327,851,039SH DEFINE4 210,000 0 7,641,039 FEDERAL AGRICULTURE MORTGAGE31314830 4,832.70 108,600SH DEFINE2 86,400 0 22,200 31314830 57.85 1,300SH DEFINE4 0 0 1,300 FREDDIE MAC 31340030 276,805.174,368,079SH DEFINE2 1,789,025 0 2,579,054 31340030 1,130,543.7417,840,36SH DEFINE4 1,122,467 0 16,717,895 FANNIE MAE 31358610 143,125.071,791,751SH DEFINE2 414,381 0 1,377,370 31358610 799,901.7910,013,79SH DEFINE4 236,903 0 9,776,890 FEDERATED DEPT STORES 31410H10 11,119.90 272,213SH DEFINE2 84,495 0 187,718 31410H10 207,607.265,082,185SH DEFINE4 92,793 0 4,989,392 FEDERATED INVESTORS INC 31421110 31,320.88 968,188SH DEFINE2 412,198 0 555,990 31421110 81,575.442,521,652SH DEFINE4 130,800 0 2,390,852 FEDEX CORPORATION 31428X10 5,244.69 90,270SH DEFINE2 3,300 0 86,970 31428X10 583.21 10,038SH DEFINE4 500 0 9,538 FELCOR LODGING TRUST INC REI31430F10 2,895.36 136,252SH DEFINE2 527 0 135,725 31430F10 19,464.47 915,975SH DEFINE4 152,800 0 763,175 FERRO CORP 31540510 14,228.64 494,050SH DEFINE2 209,750 0 284,300 31540510 9,325.44 323,800SH DEFINE4 0 0 323,800 F5 NETWORKS INC 31561610 178.95 7,700SH DEFINE2 0 0 7,700 31561610 990.02 42,600SH DEFINE4 2,700 0 39,900 FIDELITY NATL FINL INC 31632610 13,564.33 514,385SH DEFINE2 217,971 0 296,414 31632610 26,118.14 990,449SH DEFINE4 99,330 0 891,119 FIFTH THIRD BANCORP 31677310 155,238.892,300,517SH DEFINE2 979,107 0 1,321,410 31677310 556,038.448,240,048SH DEFINE4 658,088 0 7,581,960 FILENET CORP 31686910 10,807.72 632,400SH DEFINE2 355,300 0 277,100 31686910 6,972.89 408,010SH DEFINE4 4,700 0 403,310 FINANCIAL FEDERAL CORP 31749210 0.00 0SH DEFINE2 0 0 0 31749210 5,331.20 162,487SH DEFINE4 3,316 0 159,171 FINISAR CORPORATION 31787A10 3,565.10 463,000SH DEFINE2 76,800 0 386,200 31787A10 75,081.979,750,905SH DEFINE4 0 0 9,750,905 FINISH LINE-A 31792310 46.13 2,500SH DEFINE2 0 0 2,500 31792310 1,966.77 106,600SH DEFINE4 6,800 0 99,800 FIRST AMERICAN CORP 31852230 0.00 0SH DEFINE2 0 0 0 31852230 1,019.31 47,900SH DEFINE4 3,100 0 44,800 FIRST BANCORP/PUERTO RICO 31867210 98.26 3,400SH DEFINE2 0 0 3,400 31867210 0.00 0SH DEFINE4 0 0 0 FIRST CITIZENS-A 31946M10 0.00 0SH DEFINE2 0 0 0 31946M10 0.00 0SH DEFINE4 0 0 0 FIRST CONSULTING 31986R10 28.91 2,900SH DEFINE2 0 0 2,900 31986R10 161.51 16,200SH DEFINE4 1,000 0 15,200 FIRST DATA CORP 31996310 9,510.25 109,000SH DEFINE2 0 0 109,000 31996310 0.00 0SH DEFINE4 0 0 0 FIRST HORIZON PH 32051K10 4,439.58 198,550SH DEFINE2 121,600 0 76,950 32051K10 1,308.06 58,500SH DEFINE4 3,500 0 55,000 FIRST MIDWEST BANCORP INC/IL32086710 0.00 0SH DEFINE2 0 0 0 32086710 1,265.42 43,575SH DEFINE4 2,750 0 40,825 FIRST TENN NATL CORP 33716210 238.34 6,800SH DEFINE2 0 0 6,800 33716210 38,690.541,103,867SH DEFINE4 18,192 0 1,085,675 FIRST VIRGINIA BANKS INC 33747710 1,158.41 21,600SH DEFINE2 13,800 0 7,800 33747710 2,198.83 41,000SH DEFINE4 0 0 41,000 FISERV INC 33773810 16,879.20 367,019SH DEFINE2 126,820 0 240,199 33773810 152,384.193,313,420SH DEFINE4 172,590 0 3,140,830 FISHER & PAY-ADR 33774M10 8.88 500SH DEFINE2 0 0 500 33774M10 7.10 400SH DEFINE4 0 0 400 FIRSTFED FINANCIAL CORP 33790710 18.31 700SH DEFINE2 0 0 700 33790710 2,031.86 77,700SH DEFINE4 4,900 0 72,800 FLAGSTAR BANCORP INC 33793010 81.48 3,500SH DEFINE2 0 0 3,500 33793010 2,305.88 99,050SH DEFINE4 3,300 0 95,750 FIRSTENERGY CORP 33793210 30,183.01 872,846SH DEFINE2 242,660 0 630,186 33793210 164,984.954,771,109SH DEFINE4 127,314 0 4,643,795 FISHER SCIENTIFIC INTL 33803220 649.11 23,100SH DEFINE2 0 0 23,100 33803220 3,617.23 128,727SH DEFINE4 8,100 0 120,627 FITZGERALDS GAMING CORP 33827020 0.00 0SH DEFINE2 0 0 0 33827020 3.93 392,628SH DEFINE4 0 0 392,628 FLEET BOSTON FINANCIAL CORP 33903010 13,170.75 376,307SH DEFINE2 28,700 0 347,607 33903010 227,860.616,510,303SH DEFINE4 131,450 0 6,378,853 FLEETWOOD ENTERPRISES INC 33909910 14,826.241,372,800SH DEFINE2 578,350 0 794,450 33909910 15,648.121,448,900SH DEFINE4 20,900 0 1,428,000 FLEMING CO S INC 33913010 13,738.41 613,322SH DEFINE2 260,422 0 352,900 33913010 9,201.92 410,800SH DEFINE4 0 0 410,800 FLUOR CORP 34341210 1,054.42 25,850SH DEFINE2 1,300 0 24,550 34341210 134.61 3,300SH DEFINE4 300 0 3,000 FOCAL COMMUNICATIONS CORP 34415520 13.49 3,158SH DEFINE2 0 0 3,158 34415520 329.57 77,183SH DEFINE4 0 0 77,183 FOMENTO MEXICANO SPONS ADR 34441910 82,544.511,750,679SH DEFINE2 773,146 0 977,533 34441910 46,652.57 989,450SH DEFINE4 87,600 0 901,850 FOOT LOCKER INC 34484910 18,018.651,113,637SH DEFINE2 759,790 0 353,847 34484910 82,455.985,096,167SH DEFINE4 308,600 0 4,787,567 FORD MOTOR CO 34537086 23,046.951,397,632SH DEFINE2 371,003 0 1,026,629 34537086 416,670.5125,268,07SH DEFINE4 529,712 0 24,738,361 FOREST LABS INC 34583810 4,970.46 60,838SH DEFINE2 0 0 60,838 34583810 35,393.75 433,216SH DEFINE4 17,865 0 415,351 FORTUNE BRANDS INC 34963110 42,533.29 861,521SH DEFINE2 359,335 0 502,186 34963110 244,805.934,958,597SH DEFINE4 213,802 0 4,744,795 FORWARD AIR CORP 34985310 221.55 7,000SH DEFINE2 0 0 7,000 34985310 0.00 0SH DEFINE4 0 0 0 FOSTER WHEELER CORPORATION 35024410 0.00 0SH DEFINE2 0 0 0 35024410 6,154.19 482,303SH DEFINE4 7,478 0 474,826 FOUNDRY NETWORKS INC 35063R10 96.35 13,400SH DEFINE2 10,900 0 2,500 35063R10 3,476.37 483,500SH DEFINE4 0 0 483,500 FOUR SEASONS HOTEL 35100E10 16,298.67 305,906SH DEFINE2 126,626 0 179,280 35100E10 135,597.812,545,004SH DEFINE4 112,100 0 2,432,904 FOX ENTERTAINMENT GRP INC-A 35138T10 17,574.84 743,122SH DEFINE2 557,191 0 185,931 35138T10 92,632.983,916,828SH DEFINE4 251,750 0 3,665,078 FRANKLIN ELEC INC 35351410 0.00 0SH DEFINE2 0 0 0 35351410 0.00 0SH DEFINE4 0 0 0 FRANKLIN RESOURCES INC 35461310 21,093.64 503,188SH DEFINE2 60,050 0 443,138 35461310 105,969.442,527,897SH DEFINE4 0 0 2,527,897 FREDS INC CL A 35610810 1,755.00 48,750SH DEFINE2 0 0 48,750 35610810 3,665.70 101,825SH DEFINE4 6,425 0 95,400 FREEMARKETS INC 35660210 140.12 6,100SH DEFINE2 0 0 6,100 35660210 565.52 24,620SH DEFINE4 1,600 0 23,020 FREEPORT-MCMORAN COPPER & GO35671D10 1,352.62 76,941SH DEFINE2 0 0 76,941 35671D10 23,179.761,318,530SH DEFINE4 8,183 0 1,310,347 FREEPORT-MCMORAN COPPER 35671D85 12,126.44 688,220SH DEFINE2 196,866 0 491,355 35671D85 213,674.2712,126,80SH DEFINE4 463,524 0 11,663,278 FREMONT GENERAL CORP 35728810 23,314.203,822,000SH DEFINE2 1,621,150 0 2,200,850 35728810 15,625.152,561,500SH DEFINE4 0 0 2,561,500 FRIEDMAN BILLINGS RAMSEY-A 35843310 0.00 0SH DEFINE2 0 0 0 35843310 73.50 10,500SH DEFINE4 0 0 10,500 FRONTIER AIRLINES INC 35906510 14,530.32 793,140SH DEFINE2 481,500 0 311,640 35906510 5,888.05 321,400SH DEFINE4 0 0 321,400 FRONTIER OIL CORP 35914P10 10,034.19 467,141SH DEFINE2 257,050 0 210,091 35914P10 9,204.97 428,537SH DEFINE4 27,224 0 401,313 FUJI PHOTO-ADR 35958630 12.29 389SH DEFINE2 0 0 389 35958630 91.48 2,895SH DEFINE4 0 0 2,895 FULLER H B CO 35969410 12,419.07 414,660SH DEFINE2 177,860 0 236,800 35969410 7,775.02 259,600SH DEFINE4 2,300 0 257,300 FULTON FINL CORP PA 36027110 1,973.15 78,800SH DEFINE2 47,000 0 31,800 36027110 4,459.62 178,100SH DEFINE4 0 0 178,100 FURNITURE BRANDS INTL INC 36092110 18,789.25 515,480SH DEFINE2 310,400 0 205,080 36092110 11,058.93 303,400SH DEFINE4 0 0 303,400 GATX CORP 36144810 1,345.14 42,300SH DEFINE2 24,200 0 18,100 36144810 3,370.80 106,000SH DEFINE4 200 0 105,800 GB HOLDINGS INC 36150A10 0.00 0SH DEFINE2 0 0 0 36150A10 0.07 29SH DEFINE4 0 0 29 GSI LUMONICS INC 36229U10 6,800.08 673,275SH DEFINE2 105,000 0 568,275 36229U10 10,960.021,085,150SH DEFINE4 0 0 1,085,150 GABELLI ASSET MANAGEMENT INC36239Y10 150.86 3,800SH DEFINE2 0 0 3,800 36239Y10 3,392.84 85,462SH DEFINE4 2,156 0 83,306 GABLES RESIDENTIAL TRUST REI36241810 0.00 0SH DEFINE2 0 0 0 36241810 338.45 10,900SH DEFINE4 700 0 10,200 GAIAM INC 36268Q10 2,880.73 156,400SH DEFINE2 124,500 0 31,900 36268Q10 46.05 2,500SH DEFINE4 0 0 2,500 ARTHUR J GALLAGHER AND COMPA36357610 389.96 11,900SH DEFINE2 8,600 0 3,300 36357610 12,580.40 383,900SH DEFINE4 100 0 383,800 GANNETT INCORPORATED 36473010 5,958.63 78,300SH DEFINE2 2,700 0 75,600 36473010 1,301.31 17,100SH DEFINE4 300 0 16,800 GAP INC 36476010 4,220.75 280,635SH DEFINE2 8,600 0 272,035 36476010 15,685.341,042,908SH DEFINE4 15,261 0 1,027,647 GARAN INC 36480210 0.00 0SH DEFINE2 0 0 0 36480210 0.00 0SH DEFINE4 0 0 0 GARDNER DENVER MACHINERY INC36555810 12,614.56 514,880SH DEFINE2 314,300 0 200,580 36555810 5,688.90 232,200SH DEFINE4 3,300 0 228,900 GARTNER INC-CL A 36665110 581.79 45,100SH DEFINE2 0 0 45,100 36665110 3,231.45 250,500SH DEFINE4 15,800 0 234,700 GATEWAY INC 36762610 614.94 97,300SH DEFINE2 0 0 97,300 36762610 42.34 6,700SH DEFINE4 500 0 6,200 GAYLORD ENTMT CO NEW 36790510 53.20 2,000SH DEFINE2 0 0 2,000 36790510 0.00 0SH DEFINE4 0 0 0 GEMSTAR-TV GUIDE INTL INC 36866W10 59.16 4,000SH DEFINE2 4,000 0 0 36866W10 0.00 0SH DEFINE4 0 0 0 GENCORP INC 36868210 26,882.771,710,100SH DEFINE2 722,500 0 987,600 36868210 19,436.211,236,400SH DEFINE4 0 0 1,236,400 GENENTECH INC 36871040 903.46 17,908SH DEFINE2 14,600 0 3,308 36871040 43,728.55 866,770SH DEFINE4 1,570 0 865,200 GENERAL CABLE CORP 36930010 45,294.933,171,914SH DEFINE2 1,474,824 0 1,697,090 36930010 20,510.751,436,327SH DEFINE4 17,500 0 1,418,827 GENERAL COMMUNICATIONS - CL36938510 8,642.58 993,400SH DEFINE2 541,100 0 452,300 36938510 7,082.67 814,100SH DEFINE4 7,500 0 806,600 GENERAL DYNAMICS CORPORATION36955010 6,119.90 65,140SH DEFINE2 4,000 0 61,140 36955010 14,072.30 149,785SH DEFINE4 2,683 0 147,102 GENERAL ELECTRIC COMPANY 36960410 621,028.5916,582,87SH DEFINE2 6,080,486 0 10,502,387 36960410 2,969,162.2179,283,37SH DEFINE4 2,965,036 0 76,318,334 GENERAL MILLS INC 37033410 15,958.32 326,680SH DEFINE2 58,096 0 268,584 37033410 199,652.644,087,055SH DEFINE4 132,550 0 3,954,505 GENERAL MOTORS CORPORATION 37044210 21,236.31 351,304SH DEFINE2 82,862 0 268,441 37044210 276,395.704,572,303SH DEFINE4 61,252 0 4,511,051 GENERAL MOTORS CORP CL H (NE37044283 763.28 46,400SH DEFINE2 38,700 0 7,700 37044283 32,062.701,949,100SH DEFINE4 0 0 1,949,100 GENESEE & WYOMIN 37155910 4,241.19 179,180SH DEFINE2 107,400 0 71,780 37155910 2,414.34 102,000SH DEFINE4 0 0 102,000 GENESIS HEALTH VENTURES 37183F10 28.68 1,576SH DEFINE2 0 0 1,576 37183F10 3,537.04 194,343SH DEFINE4 0 0 194,343 GENESIS HEALTH VENTURES WARR37183F11 5.86 2,762SH DEFINE2 0 0 2,762 37183F11 528.55 249,318SH DEFINE4 0 0 249,318 GENESIS MICROCHIP INC 37184C10 93.47 3,595SH DEFINE2 395 0 3,200 37184C10 581.07 22,349SH DEFINE4 1,385 0 20,964 GENTEX CORP 37190110 619.27 20,900SH DEFINE2 0 0 20,900 37190110 21,242.49 716,925SH DEFINE4 0 0 716,925 GENLYTE GROUPINC 37230210 0.00 0SH DEFINE2 0 0 0 37230210 14.95 398SH DEFINE4 0 0 398 GENTA INC 37245M20 53.66 3,200SH DEFINE2 0 0 3,200 37245M20 295.82 17,640SH DEFINE4 1,100 0 16,540 GENUINE PARTS COMPANY 37246010 1,902.85 51,750SH DEFINE2 2,100 0 49,650 37246010 198.56 5,400SH DEFINE4 400 0 5,000 GENTIVA HEALTH SERVICES 37247A10 849.27 34,300SH DEFINE2 0 0 34,300 37247A10 4,479.08 180,900SH DEFINE4 11,400 0 169,500 GENZYME CORP 37291710 35,393.66 810,480SH DEFINE2 384,310 0 426,170 37291710 164,221.073,760,501SH DEFINE4 238,664 0 3,521,837 GENZYME CORP-BIOSURGERY DIV 37291770 0.00 0SH DEFINE2 0 0 0 37291770 35.45 5,206SH DEFINE4 0 0 5,206 GEORGIA PACIFIC CORP 37329810 3,387.91 113,119SH DEFINE2 2,500 0 110,619 37329810 59,889.191,999,639SH DEFINE4 31,122 0 1,968,517 GERBER SCIENTIFIC INC 37373010 7,165.65 974,918SH DEFINE2 406,018 0 568,900 37373010 8,134.981,106,800SH DEFINE4 8,400 0 1,098,400 GETTY IMAGES INC 37427610 11.98 400SH DEFINE2 0 0 400 37427610 0.00 0SH DEFINE4 0 0 0 GETTY REALTY CORP 37429710 360.96 19,200SH DEFINE2 0 0 19,200 37429710 7,256.80 386,000SH DEFINE4 0 0 386,000 GILEAD SCIENCES INC 37555810 56,872.951,580,243SH DEFINE2 755,525 0 824,718 37555810 318,270.328,843,299SH DEFINE4 472,039 0 8,371,260 GILLETTE COMPANY THE 37576610 14,653.85 430,869SH DEFINE2 66,700 0 364,169 37576610 293,980.508,643,943SH DEFINE4 102,070 0 8,541,873 GLATFELTER 37731610 12,932.87 720,896SH DEFINE2 316,996 0 403,900 37731610 742.72 41,400SH DEFINE4 2,400 0 39,000 GLAXOSMITHKLINE PLC-ADR 37733W10 567.01 12,064SH DEFINE2 4,800 0 7,264 37733W10 332,721.887,079,189SH DEFINE4 35,250 0 7,043,939 GLIMCHER REALTY 37930210 0.00 0SH DEFINE2 0 0 0 37930210 610.30 32,900SH DEFINE4 2,100 0 30,800 GLOBAL INDUSTRIES LTD 37933610 9,635.281,032,720SH DEFINE2 647,300 0 385,420 37933610 12,327.081,321,230SH DEFINE4 0 0 1,321,230 GLOBAL IMAGING SYSTEMS INC 37934A10 3,057.56 166,172SH DEFINE2 612 0 165,560 37934A10 18,641.891,013,146SH DEFINE4 172,700 0 840,446 GLOBAL MARINE INC 37935240 0.00 0SH DEFINE2 0 0 0 37935240 1,267.38 89,315SH DEFINE4 4,044 0 85,271 GLOBAL TELESYS 37936U10 0.00 0SH DEFINE2 0 0 0 37936U10 1.31 7,681SH DEFINE4 0 0 7,681 GLOBAL PAYMENTS INC 37940X10 6,848.42 186,860SH DEFINE2 81,650 0 105,210 37940X10 0.00 0SH DEFINE4 0 0 0 GOLD BANC CORPORATION INC 37990710 0.00 0SH DEFINE2 0 0 0 37990710 0.00 0SH DEFINE4 0 0 0 GOLD FIELDS-ADR 38059T10 610.61 58,600SH DEFINE2 0 0 58,600 38059T10 402.21 38,600SH DEFINE4 11,800 0 26,800 GOLDEN ST BANCORP INC 38119710 0.00 0SH DEFINE2 0 0 0 38119710 127.67 4,300SH DEFINE4 300 0 4,000 GOLDEN WEST FINANCIAL CORP D38131710 3,000.38 47,250SH DEFINE2 500 0 46,750 38131710 143.26 2,256SH DEFINE4 100 0 2,156 GOLDMAN SACHS GROUP INC 38141G10 22,252.76 246,568SH DEFINE2 124,690 0 121,878 38141G10 499,408.485,533,612SH DEFINE4 154,700 0 5,378,912 GOODRICH CORPORATION 38238810 1,155.02 36,505SH DEFINE2 0 0 36,505 38238810 38,735.831,224,268SH DEFINE4 20,151 0 1,204,117 GOODYEAR TIRE & RUBBER CO 38255010 3,515.88 137,500SH DEFINE2 56,300 0 81,200 38255010 17,246.97 674,500SH DEFINE4 200 0 674,300 GORMAN-RUPP CO 38308210 0.00 0SH DEFINE2 0 0 0 38308210 0.00 0SH DEFINE4 0 0 0 GRACO INC 38410910 13,153.70 322,000SH DEFINE2 215,700 0 106,300 38410910 0.00 0SH DEFINE4 0 0 0 W W GRAINGER 38480210 2,925.37 52,025SH DEFINE2 14,500 0 37,525 38480210 22,586.24 401,676SH DEFINE4 25,500 0 376,176 GREAT ATLANTIC & PAC TEA INC39006410 39.03 1,400SH DEFINE2 0 0 1,400 39006410 1,605.89 57,600SH DEFINE4 3,700 0 53,900 GREAT LAKES CHEMICAL CORP 39056810 1,985.99 70,500SH DEFINE2 32,400 0 38,100 39056810 3,879.01 137,700SH DEFINE4 200 0 137,500 GREAT SOUTHN BAN 39090510 51.04 1,600SH DEFINE2 0 0 1,600 39090510 0.00 0SH DEFINE4 0 0 0 GREATER BAY BANCORP 39164810 12,081.89 354,100SH DEFINE2 139,100 0 215,000 39164810 12,528.69 367,195SH DEFINE4 0 0 367,195 GREENPOINT FINANACIAL CORP 39538410 2,158.56 49,395SH DEFINE2 23,610 0 25,785 39538410 77,248.751,767,706SH DEFINE4 47,845 0 1,719,861 GRIFFON CORP 39843310 0.00 0SH DEFINE2 0 0 0 39843310 2,214.35 132,200SH DEFINE4 8,400 0 123,800 GROUP 1 AUTOMOTIVE INC 39890510 1,237.89 31,700SH DEFINE2 0 0 31,700 39890510 2,376.62 60,861SH DEFINE4 3,700 0 57,161 GROUPE DANONE-SPONS ADR 39944910 7.11 300SH DEFINE2 0 0 300 39944910 277.95 11,728SH DEFINE4 0 0 11,728 GRUPO FINANCIERO GALICIA ADR39990910 14.13 10,625SH DEFINE2 10,625 0 0 39990910 0.00 0SH DEFINE4 0 0 0 GRUPO TELEVISA SA DE CV GDR 40049J20 145,417.802,997,687SH DEFINE2 1,413,372 0 1,584,315 40049J20 95,959.571,978,140SH DEFINE4 179,804 0 1,798,336 GTECH HOLDINGS CORP 40051810 16,114.80 330,560SH DEFINE2 189,900 0 140,660 40051810 15,568.75 319,359SH DEFINE4 10,325 0 309,034 GRUPO AEROPORTUARIO SUR ADR 40051E20 6,253.47 414,137SH DEFINE2 91,273 0 322,864 40051E20 14,347.39 950,158SH DEFINE4 30,650 0 919,508 GUCCI GROUP NV-NY ADR 40156610 230,059.682,486,594SH DEFINE2 1,426,492 0 1,060,102 40156610 124,800.511,348,903SH DEFINE4 99,310 0 1,249,593 GUIDANT CORP 40169810 24,034.02 554,802SH DEFINE2 210,720 0 344,082 40169810 225,139.245,197,120SH DEFINE4 189,450 0 5,007,670 GUILFORD PHARMACEUTICALS INC40182910 89.71 12,600SH DEFINE2 0 0 12,600 40182910 497.69 69,900SH DEFINE4 4,400 0 65,500 GUITAR CENTER INC 40204010 4,567.46 260,700SH DEFINE2 207,500 0 53,200 40204010 0.00 0SH DEFINE4 0 0 0 GULFMARK OFFSHORE INC 40262910 13,344.62 369,350SH DEFINE2 224,100 0 145,250 40262910 6,214.36 172,000SH DEFINE4 2,200 0 169,800 GYMBOREE CORP 40377710 179.95 12,200SH DEFINE2 0 0 12,200 40377710 995.63 67,500SH DEFINE4 4,300 0 63,200 HCA INC 40411910 213,716.994,848,389SH DEFINE2 1,914,772 0 2,933,617 40411910 856,808.7519,437,58SH DEFINE4 928,801 0 18,508,784 HDFC BANK LTD-ADR 40415F10 2,085.17 135,842SH DEFINE2 38,900 0 96,942 40415F10 983.94 64,100SH DEFINE4 20,700 0 43,400 HNC SOFTWARE 40425P10 2,338.85 139,217SH DEFINE2 672 0 138,545 40425P10 17,439.191,038,047SH DEFINE4 184,400 0 853,647 HPL TECHNOLOGIES 40426C10 247.20 15,000SH DEFINE2 0 0 15,000 40426C10 0.00 0SH DEFINE4 0 0 0 HSBC HOLDING-ADR 40428040 80.08 1,374SH DEFINE2 1,000 0 374 40428040 3.50 60SH DEFINE4 0 0 60 HAEMONETICS CORP MASS 40502410 10,263.13 323,350SH DEFINE2 196,000 0 127,350 40502410 4,811.78 151,600SH DEFINE4 0 0 151,600 HALL KINION & ASSOCIATES INC40606910 9,886.571,192,590SH DEFINE2 719,300 0 473,290 40606910 4,779.19 576,500SH DEFINE4 0 0 576,500 HALLIBURTON CO 40621610 2,531.48 148,300SH DEFINE2 15,500 0 132,800 40621610 9,490.92 556,000SH DEFINE4 1,100 0 554,900 HANCOCK FABRICS INC 40990010 0.00 0SH DEFINE2 0 0 0 40990010 59.57 3,300SH DEFINE4 0 0 3,300 HANCOCK HLDG CO 41012010 0.00 0SH DEFINE2 0 0 0 41012010 0.00 0SH DEFINE4 0 0 0 JOHN HANCOCK FINANCIAL SRVCS41014S10 3,339.83 87,453SH DEFINE2 1,000 0 86,453 41014S10 6,081.76 159,250SH DEFINE4 2,457 0 156,793 HARLAND JOHN H COMPANY 41269310 632.16 21,746SH DEFINE2 0 0 21,746 41269310 12,785.74 439,826SH DEFINE4 3,000 0 436,826 HARLEY-DAVIDSON INC 41282210 112,055.812,032,574SH DEFINE2 881,370 0 1,151,204 41282210 370,108.646,713,380SH DEFINE4 623,550 0 6,089,830 HARMONIC INC 41316010 6,784.84 584,900SH DEFINE2 346,300 0 238,600 41316010 157.76 13,600SH DEFINE4 0 0 13,600 HARMONY GOLD-ADR 41321630 2,150.39 190,300SH DEFINE2 0 0 190,300 41321630 1,368.43 121,100SH DEFINE4 38,800 0 82,300 HARRAHS ENTERTAINMENT INC 41361910 7,919.62 178,934SH DEFINE2 26,900 0 152,034 41361910 146,232.873,303,951SH DEFINE4 21,579 0 3,282,372 HARRIS CORP DEL 41387510 64.64 1,800SH DEFINE2 1,500 0 300 41387510 2,319.79 64,600SH DEFINE4 0 0 64,600 HARSCO CORP 41586410 180.04 4,600SH DEFINE2 0 0 4,600 41586410 3,757.44 96,000SH DEFINE4 0 0 96,000 HARTE-HANKS INC 41619610 1,786.77 56,472SH DEFINE2 35,572 0 20,900 41619610 3,511.15 110,972SH DEFINE4 0 0 110,972 HARTFORD FINANCIAL SVCS GRP 41651510 6,519.49 95,706SH DEFINE2 13,800 0 81,906 41651510 102,797.641,509,067SH DEFINE4 40,252 0 1,468,815 HASBRO INC 41805610 5,481.76 346,508SH DEFINE2 1,663 0 344,845 41805610 45,513.842,876,981SH DEFINE4 469,200 0 2,407,781 HAVAS ADVERTISING ADR W/I 41931310 2,588.16 286,936SH DEFINE2 286,044 0 892 41931310 52.32 5,800SH DEFINE4 5,800 0 0 HAWAIIAN ELEC INDS 41987010 281.31 6,392SH DEFINE2 0 0 6,392 41987010 5,870.93 133,400SH DEFINE4 0 0 133,400 HAWTHORNE FIN 42054210 0.00 0SH DEFINE2 0 0 0 42054210 0.00 0SH DEFINE4 0 0 0 HEALTHSOUTH CORP 42192410 2,128.15 148,303SH DEFINE2 12,800 0 135,503 42192410 57,422.154,001,544SH DEFINE4 36,710 0 3,964,834 HEALTH MANAGEMENT ASSOCIATES42193310 20,452.30 986,604SH DEFINE2 395,600 0 591,004 42193310 150,603.477,265,001SH DEFINE4 183,300 0 7,081,701 HEALTH CARE REIT 42217K10 0.00 0SH DEFINE2 0 0 0 42217K10 692.42 24,800SH DEFINE4 1,600 0 23,200 HEALTH NET INC 42222G10 203.06 7,400SH DEFINE2 0 0 7,400 42222G10 12,794.12 466,258SH DEFINE4 37,063 0 429,195 HEARTLAND EXPRESS 42234710 6,081.69 304,694SH DEFINE2 210,784 0 93,910 42234710 81.82 4,099SH DEFINE4 0 0 4,099 HEICO CORP 42280610 5,318.03 339,160SH DEFINE2 203,500 0 135,660 42280610 3,341.41 213,100SH DEFINE4 0 0 213,100 HEICO CORP-CL A 42280620 387.59 29,655SH DEFINE2 16,990 0 12,665 42280620 276.95 21,190SH DEFINE4 0 0 21,190 HEIDRICK & STRUGGLES INTL 42281910 3,568.82 171,578SH DEFINE2 658 0 170,920 42281910 22,996.191,105,586SH DEFINE4 191,900 0 913,686 HEINZ H J COMPANY 42307410 7,841.01 188,940SH DEFINE2 33,100 0 155,840 42307410 75,527.931,819,950SH DEFINE4 69,100 0 1,750,850 HELIX TECHNOLOGY CORP 42331910 25,282.02 998,500SH DEFINE2 530,000 0 468,500 42331910 11,001.54 434,500SH DEFINE4 0 0 434,500 HELMERICH AND PAYNE INC 42345210 12,463.98 310,900SH DEFINE2 131,400 0 179,500 42345210 9,481.29 236,500SH DEFINE4 0 0 236,500 HENRY (JACK) & ASSOCIATES 42628110 16,674.92 751,800SH DEFINE2 358,700 0 393,100 42628110 80,331.483,621,798SH DEFINE4 86,900 0 3,534,898 HERBALIFE INTL-A 42690820 39.45 2,700SH DEFINE2 0 0 2,700 42690820 0.00 0SH DEFINE4 0 0 0 HERCULES INCORPORATED 42705610 2,153.27 161,779SH DEFINE2 82,939 0 78,840 42705610 44,657.023,355,148SH DEFINE4 19,605 0 3,335,543 HERSHEY FOODS CORP 42786610 3,126.32 45,613SH DEFINE2 2,498 0 43,115 42786610 8,995.88 131,250SH DEFINE4 300 0 130,950 HEWLETT PACKARD CO 42823610 149,407.238,328,162SH DEFINE2 3,171,377 0 5,156,785 42823610 756,120.6242,147,19SH DEFINE4 2,144,356 0 40,002,836 HEXCEL CORP NEW 42829110 35.93 8,982SH DEFINE2 0 0 8,982 42829110 647.44 161,860SH DEFINE4 0 0 161,860 HILB ROGAL & HAMILTON CO 43129410 914.16 29,300SH DEFINE2 0 0 29,300 43129410 3,639.48 116,650SH DEFINE4 7,350 0 109,300 HILTON HOTELS CORPORATION 43284810 1,547.26 108,200SH DEFINE2 2,700 0 105,500 43284810 0.00 0SH DEFINE4 0 0 0 HISPANIC BROADCASTING CORP 43357B10 13,016.64 447,000SH DEFINE2 202,300 0 244,700 43357B10 193,839.616,656,580SH DEFINE4 200 0 6,656,380 HOLLY CORP 43575830 0.00 0SH DEFINE2 0 0 0 43575830 665.95 35,900SH DEFINE4 2,300 0 33,600 HOLLYWOOD ENTERTAINMENT CORP43614110 18.48 1,100SH DEFINE2 0 0 1,100 43614110 1,233.12 73,400SH DEFINE4 4,700 0 68,700 HOME DEPOT 43707610 114,651.062,358,590SH DEFINE2 946,455 0 1,412,135 43707610 525,495.5910,810,44SH DEFINE4 468,420 0 10,342,022 HON INDUSTRIES INC 43809210 8,265.89 290,950SH DEFINE2 182,200 0 108,750 43809210 732.98 25,800SH DEFINE4 1,700 0 24,100 HONDA MOTOR-ADR 43812830 11.98 566SH DEFINE2 0 0 566 43812830 23.16 1,094SH DEFINE4 0 0 1,094 HONEYWELL INTERNATIONAL INC 43851610 15,309.00 400,026SH DEFINE2 71,348 0 328,678 43851610 279,296.307,298,048SH DEFINE4 110,720 0 7,187,328 HOOPER HOLMES INC 43910410 5,337.31 508,800SH DEFINE2 221,900 0 286,900 43910410 22.03 2,100SH DEFINE4 0 0 2,100 HORIZON OFFSHORE 44043J10 73.90 6,300SH DEFINE2 0 0 6,300 44043J10 409.38 34,900SH DEFINE4 2,200 0 32,700 HORIZON PCS INC WARRANTS 10/44043U11 11.80 590SH DEFINE2 0 0 590 44043U11 548.20 27,410SH DEFINE4 0 0 27,410 HOST MARRIOTT CORP 44107P10 253.34 21,200SH DEFINE2 12,500 0 8,700 44107P10 180.45 15,100SH DEFINE4 1,100 0 14,000 HOT TOPIC INC 44133910 429.50 20,550SH DEFINE2 0 0 20,550 44133910 10,432.49 499,162SH DEFINE4 0 0 499,162 HOTEL RESERVATIONS INC-CL A 44145110 2,106.75 35,750SH DEFINE2 1,100 0 34,650 44145110 9,449.43 160,350SH DEFINE4 200 0 160,150 HOUSEHOLD INTERNATIONAL INC 44181510 166,371.572,929,077SH DEFINE2 1,215,088 0 1,713,989 44181510 683,330.3012,030,46SH DEFINE4 950,824 0 11,079,639 HOUSTON EXPL CO 44212010 93.00 3,000SH DEFINE2 0 0 3,000 44212010 513.05 16,550SH DEFINE4 1,000 0 15,550 HOVNANIAN ENT-A 44248720 8,648.13 325,240SH DEFINE2 202,000 0 123,240 44248720 0.00 0SH DEFINE4 0 0 0 HUDSON UNITED BANCORP 44416510 15,446.62 485,590SH DEFINE2 200,690 0 284,900 44416510 12,894.18 405,350SH DEFINE4 15,550 0 389,800 HUGHES SUPPLY INC 44448210 638.94 16,400SH DEFINE2 0 0 16,400 44448210 14,952.85 383,800SH DEFINE4 3,700 0 380,100 HUMANA INC 44485910 679.21 50,200SH DEFINE2 0 0 50,200 44485910 1,757.55 129,900SH DEFINE4 8,300 0 121,600 HUMAN GENOME SCIENCES INC 44490310 4.47 205SH DEFINE2 0 0 205 44490310 6,046.73 277,500SH DEFINE4 1,700 0 275,800 HUNT J B TRANS SVCS INC 44565810 6,583.25 231,560SH DEFINE2 144,500 0 87,060 44565810 0.00 0SH DEFINE4 0 0 0 HUNTINGTON BANCSHARES 44615010 1,413.42 71,747SH DEFINE2 0 0 71,747 44615010 55.16 2,800SH DEFINE4 200 0 2,600 HUTCHINSON TECHNOLOGY INC 44840710 1,272.63 59,000SH DEFINE2 0 0 59,000 44840710 1,638.24 75,950SH DEFINE4 4,700 0 71,250 HYDRIL COMPANY 44877410 10,371.14 425,570SH DEFINE2 258,800 0 166,770 44877410 4,040.55 165,800SH DEFINE4 0 0 165,800 ICN PHARMACEUTICALS INC NEW 44892410 2,579.85 81,255SH DEFINE2 2,375 0 78,880 44892410 31,150.53 981,119SH DEFINE4 81,071 0 900,048 HYPERCHIP P/P (PRIVATE) 4489CP9A 141.35 565,381SH DEFINE2 0 0 565,381 4489CP9A 2,699.5610,798,25SH DEFINE4 0 0 10,798,255 HYPERION SOLUTIONS CORP 44914M10 10,854.51 401,870SH DEFINE2 246,200 0 155,670 44914M10 7,620.87 282,150SH DEFINE4 1,900 0 280,250 ICOS CORP 44929510 78.18 1,700SH DEFINE2 1,400 0 300 44929510 2,805.39 61,000SH DEFINE4 0 0 61,000 ICO GLOBAL COMM HLDG NEW WAR44930K11 0.45 15,109SH DEFINE2 0 0 15,109 44930K11 0.00 0SH DEFINE4 0 0 0 IDEC PHARMACEUTICAL CORP 44937010 31,044.94 482,814SH DEFINE2 247,228 0 235,586 44937010 249,950.633,887,257SH DEFINE4 147,205 0 3,740,052 IGEN INTERNATIONAL INC 44953610 8,648.00 228,300SH DEFINE2 181,800 0 46,500 44953610 140.16 3,700SH DEFINE4 0 0 3,700 I-MANY INC 44973Q10 7,378.501,487,600SH DEFINE2 992,900 0 494,700 44973Q10 80.85 16,300SH DEFINE4 0 0 16,300 IPCS INC. 144A WARRANTS 05/144980Y11 4.23 846SH DEFINE2 0 0 846 44980Y11 123.30 24,660SH DEFINE4 0 0 24,660 IMS HEALTH INC 44993410 6,180.49 275,300SH DEFINE2 90,400 0 184,900 44993410 32,455.971,445,700SH DEFINE4 900 0 1,444,800 ITT EDUCATIONAL SERVICES INC45068B10 1,107.00 24,600SH DEFINE2 0 0 24,600 45068B10 0.00 0SH DEFINE4 0 0 0 IWO HOLDING-WT11 45071T11 15.72 524SH DEFINE2 0 0 524 45071T11 463.20 15,440SH DEFINE4 0 0 15,440 ITT INDUSTRIES INC 45091110 10,448.88 165,750SH DEFINE2 700 0 165,050 45091110 0.00 0SH DEFINE4 0 0 0 ICON PLC - SPONSORED ADR 45103T10 11,692.60 343,900SH DEFINE2 273,700 0 70,200 45103T10 227.80 6,700SH DEFINE4 0 0 6,700 ICICI BANK LTD-SPONS ADR 45104G10 1,588.82 243,684SH DEFINE2 0 0 243,684 45104G10 1,008.37 154,658SH DEFINE4 46,400 0 108,258 IDEXX LABS INC 45168D10 18,806.90 700,704SH DEFINE2 444,300 0 256,404 45168D10 49,604.051,848,139SH DEFINE4 115,850 0 1,732,289 IKON OFFICE SOLUTIONS INC 45171310 18,020.671,537,600SH DEFINE2 678,800 0 858,800 45171310 17,071.351,456,600SH DEFINE4 16,800 0 1,439,800 IDENTIX INC 45190610 151.68 17,100SH DEFINE2 0 0 17,100 45190610 844.42 95,200SH DEFINE4 6,000 0 89,200 ILEX ONCOLOGY INC 45192310 7,064.02 409,271SH DEFINE2 306,100 0 103,171 45192310 32,921.121,907,365SH DEFINE4 3,900 0 1,903,465 ILLINOIS TOOL WORKS INC 45230810 17,942.58 247,997SH DEFINE2 44,020 0 203,977 45230810 140,424.551,940,906SH DEFINE4 30,617 0 1,910,289 IMATION CORPORATION 45245A10 10,783.62 406,469SH DEFINE2 246,600 0 159,869 45245A10 7,393.91 278,700SH DEFINE4 8,500 0 270,200 IMCLONE SYSTEMS 45245W10 0.00 0SH DEFINE2 0 0 0 45245W10 8,798.66 357,233SH DEFINE4 4,720 0 352,514 IMMUNEX CORP 45252810 17,443.23 576,445SH DEFINE2 211,700 0 364,745 45252810 98,781.293,264,418SH DEFINE4 202,265 0 3,062,153 IMPERIAL CR INDS INC 45272910 0.00 0SH DEFINE2 0 0 0 45272910 0.00 1SH DEFINE4 0 0 1 IMPERIAL CREDIT INDS WARRANT45272912 0.43 434,826SH DEFINE2 0 0 434,826 45272912 0.44 443,888SH DEFINE4 0 0 443,888 IMPERIAL OIL LTD 45303840 1,599.42 53,600SH DEFINE2 10,000 0 43,600 45303840 0.00 0SH DEFINE4 0 0 0 INAMED CORP 45323510 151.34 4,600SH DEFINE2 0 0 4,600 45323510 838.95 25,500SH DEFINE4 1,600 0 23,900 INCO LTD 45325840 1,113.53 56,900SH DEFINE2 4,800 0 52,100 45325840 0.00 0SH DEFINE4 0 0 0 INDEPENDANT BANK CORP -MASS 45383610 137.16 5,300SH DEFINE2 0 0 5,300 45383610 1,030.02 39,800SH DEFINE4 2,500 0 37,300 INDEP BANK/MICH 45383810 93.47 3,250SH DEFINE2 0 0 3,250 45383810 514.14 17,877SH DEFINE4 1,107 0 16,770 INDUS INTERNATIONAL INC 45578L10 9.40 1,800SH DEFINE2 0 0 1,800 45578L10 0.00 0SH DEFINE4 0 0 0 I-NET TECHNOLOGIES 45662V10 0.00 0SH DEFINE2 0 0 0 45662V10 4.72 500SH DEFINE4 0 0 500 INFONOW CORP P/P (PRIVATE) 4566649A 336.50 50,000SH DEFINE2 0 0 50,000 4566649A 1,346.01 200,000SH DEFINE4 0 0 200,000 INFORMATICA CORP 45666Q10 1,325.79 183,120SH DEFINE2 107,300 0 75,820 45666Q10 14,636.772,021,653SH DEFINE4 34,500 0 1,987,153 INFORTE CORP 45677R10 4,584.42 389,500SH DEFINE2 310,000 0 79,500 45677R10 103.58 8,800SH DEFINE4 0 0 8,800 INFOSYS TECH-ADR 45678810 12,626.04 192,764SH DEFINE2 92,100 0 100,664 45678810 63.27 966SH DEFINE4 0 0 966 INFOUSA INC 45681830 0.00 0SH DEFINE2 0 0 0 45681830 0.00 0SH DEFINE4 0 0 0 ING GROEP N.V. SPONSORED ADR45683710 51.99 1,932SH DEFINE2 0 0 1,932 45683710 606.26 22,529SH DEFINE4 0 0 22,529 INFO RESOURCES 45690510 0.00 0SH DEFINE2 0 0 0 45690510 0.00 0SH DEFINE4 0 0 0 INGRAM MICRO INC CL A 45715310 2,580.15 155,900SH DEFINE2 74,300 0 81,600 45715310 17,834.281,077,600SH DEFINE4 0 0 1,077,600 INHALE THERAPEUTIC SYSTEMS I45719110 0.00 0SH DEFINE2 0 0 0 45719110 1,353.63 128,306SH DEFINE4 1,544 0 126,762 INKTOMI CORP 45727710 161.81 46,900SH DEFINE2 0 0 46,900 45727710 898.04 260,300SH DEFINE4 16,500 0 243,800 INSILCO CORP P/P 144A WARR 045765913 0.00 110SH DEFINE2 0 0 110 45765913 0.00 375SH DEFINE4 0 0 375 INSIGHT ENTERPRISES INC 45765U10 6,911.99 305,300SH DEFINE2 242,800 0 62,500 45765U10 104.14 4,600SH DEFINE4 0 0 4,600 INSILCO HOLDING CO WARRANT 84576619A 0.93 930SH DEFINE2 0 0 930 4576619A 18.61 18,610SH DEFINE4 0 0 18,610 INSITUFORM TECHNOLOGIES INC 45766710 3,142.12 124,342SH DEFINE2 652 0 123,690 45766710 27,325.641,081,347SH DEFINE4 183,900 0 897,447 INNOVATIVE SOLUTIONS AND SUP45769N10 10,170.291,031,470SH DEFINE2 621,900 0 409,570 45769N10 6,230.53 631,900SH DEFINE4 0 0 631,900 INRANGE TECHNOLOGIES CORP 45769V20 7.27 900SH DEFINE2 0 0 900 45769V20 0.00 0SH DEFINE4 0 0 0 INTEGRA LIFESCIE 45798520 393.82 14,000SH DEFINE2 0 0 14,000 45798520 2,182.89 77,600SH DEFINE4 4,900 0 72,700 INTEGRATED DEVICE TECHNOLOGY45811810 48,415.191,456,534SH DEFINE2 578,313 0 878,221 45811810 275,897.098,300,153SH DEFINE4 221,800 0 8,078,353 INTEGRAT CIRCUIT 45811K20 0.00 0SH DEFINE2 0 0 0 45811K20 23.77 1,165SH DEFINE4 0 0 1,165 INTEGRATED SILICON SOLUTION 45812P10 8,722.94 678,300SH DEFINE2 540,900 0 137,400 45812P10 101.59 7,900SH DEFINE4 0 0 7,900 INTEL CORPORATION 45814010 553,036.0218,185,99SH DEFINE2 7,188,992 0 10,997,000 45814010 1,986,500.2965,323,91SH DEFINE4 3,791,150 0 61,532,766 INTELCOM GROUP WARRANTS 144A45814F11 0.29 29,123SH DEFINE2 0 0 29,123 45814F11 5.79 579,081SH DEFINE4 0 0 579,081 INTELIDATA TECHNOLOGIES CORP45814T10 1,203.77 797,200SH DEFINE2 634,600 0 162,600 45814T10 0.00 0SH DEFINE4 0 0 0 INTELIDATA TECHNOLOGIES P/P 45814T90 0.00 0SH DEFINE2 0 0 0 45814T90 109.82 72,727SH DEFINE4 0 0 72,727 INTELIDATA P/P (PRIVATE) WAR45814T91 0.00 0SH DEFINE2 0 0 0 45814T91 0.00 1SH DEFINE4 0 0 1 INTER ACT ELECT 45816F10 0.00 673SH DEFINE2 0 0 673 45816F10 0.00 35,290SH DEFINE4 0 0 35,290 INTERACT SYSTEMS INC WARRANT45816F11 0.00 867SH DEFINE2 0 0 867 45816F11 0.03 34,290SH DEFINE4 0 0 34,290 INTERACT ELECTRONIC 144A P/P45816F14 0.01 673SH DEFINE2 0 0 673 45816F14 0.35 35,290SH DEFINE4 0 0 35,290 INTER-TEL INC 45837210 1,521.93 82,400SH DEFINE2 0 0 82,400 45837210 14,415.84 780,500SH DEFINE4 6,900 0 773,600 INTERACTIVE DATA CORPORATION45840J10 34.99 1,994SH DEFINE2 694 0 1,300 45840J10 20,640.541,176,099SH DEFINE4 201,000 0 975,099 INTERCEPT INC. 45845L10 6,160.18 169,936SH DEFINE2 127,936 0 42,000 45845L10 92.87 2,562SH DEFINE4 0 0 2,562 INTERFACE INC CL A 45866510 7,390.071,163,790SH DEFINE2 702,900 0 460,890 45866510 3,713.48 584,800SH DEFINE4 0 0 584,800 INTERDIGITAL COMMUNICATIONS 45866A10 26.85 2,800SH DEFINE2 0 0 2,800 45866A10 148.65 15,500SH DEFINE4 1,000 0 14,500 INTERMAGNETICS GENERAL CORP 45877110 9,501.26 348,670SH DEFINE2 264,000 0 84,670 45877110 2,789.47 102,366SH DEFINE4 5,966 0 96,400 INTERMUNE INC 45884X10 15,190.73 505,179SH DEFINE2 357,785 0 147,394 45884X10 55,422.531,843,117SH DEFINE4 1,300 0 1,841,817 INTERMUNE PHARM P/P (PRIVATE45885B9A 0.00 0SH DEFINE2 0 0 0 45885B9A 12,028.00 400,000SH DEFINE4 0 0 400,000 INTERNATIONAL BUSINESS MACHI45920010 268,266.652,579,487SH DEFINE2 905,153 0 1,674,334 45920010 1,895,295.4618,223,99SH DEFINE4 688,433 0 17,535,562 INTERNATIONAL FLAVORS & FRAG45950610 1,119.04 32,000SH DEFINE2 1,200 0 30,800 45950610 293.75 8,400SH DEFINE4 600 0 7,800 INTERNATIONAL GAME TECHNOLOG45990210 67,695.411,086,255SH DEFINE2 582,425 0 503,830 45990210 270,857.554,346,238SH DEFINE4 351,184 0 3,995,054 INTERNATIONAL MULTIFOODS COR46004310 29,802.641,254,320SH DEFINE2 633,800 0 620,520 46004310 16,089.08 677,150SH DEFINE4 5,200 0 671,950 INTO NETWORKS P/P (PRIVATE) 4600NT9A 12.50 41,679SH DEFINE2 0 0 41,679 4600NT9A 241.41 804,712SH DEFINE4 0 0 804,712 INTERNATIONAL PAPER CO 46014610 19,308.57 448,932SH DEFINE2 98,501 0 350,431 46014610 264,766.646,155,932SH DEFINE4 186,050 0 5,969,883 INTERNATIONAL RECTIFIER CORP46025410 43.50 958SH DEFINE2 0 0 958 46025410 1,881.84 41,441SH DEFINE4 0 0 41,441 INTL SPEEDWAY CORP-CL A 46033520 557.54 12,200SH DEFINE2 2,900 0 9,300 46033520 31,589.44 691,235SH DEFINE4 200 0 691,035 INTL SPECIALTY PRODUCTS INC 46033710 0.00 0SH DEFINE2 0 0 0 46033710 0.00 0SH DEFINE4 0 0 0 INTERNEURON PHARMACEUTICALS 46057310 141.75 16,200SH DEFINE2 0 0 16,200 46057310 793.67 90,705SH DEFINE4 5,700 0 85,005 INTERNET SECURITY SYSTEMS 46060X10 14,136.38 618,660SH DEFINE2 271,340 0 347,320 46060X10 84,994.673,719,679SH DEFINE4 116,000 0 3,603,679 INTERPUBLIC GROUP COS INC 46069010 110,571.373,225,536SH DEFINE2 1,429,149 0 1,796,387 46069010 182,593.115,326,520SH DEFINE4 446,480 0 4,880,040 INTERSIL CORP-CL A 46069S10 3,224.27 113,731SH DEFINE2 16,700 0 97,031 46069S10 67,027.482,364,285SH DEFINE4 1,800 0 2,362,485 INTERSTATE BAKERIES 46072H10 10,167.96 419,990SH DEFINE2 183,290 0 236,700 46072H10 2,483.95 102,600SH DEFINE4 6,600 0 96,000 INTERTAN INC 46112010 94.21 8,300SH DEFINE2 0 0 8,300 46112010 520.97 45,900SH DEFINE4 2,900 0 43,000 INTIRA CORP 46115R10 0.01 50,846SH DEFINE2 0 0 50,846 46115R10 0.05 494,618SH DEFINE4 0 0 494,618 INTRADO INC 46117A10 8,382.61 384,700SH DEFINE2 306,200 0 78,500 46117A10 106.77 4,900SH DEFINE4 0 0 4,900 INTIRA CORP NEW CLASS B PREF4611NT9E 0.02 238,432SH DEFINE2 0 0 238,432 4611NT9E 0.302,973,099SH DEFINE4 0 0 2,973,099 INTUIT INC 46120210 14,983.38 390,599SH DEFINE2 41,400 0 349,199 46120210 52,455.921,367,464SH DEFINE4 22,570 0 1,344,894 INVACARE CORPORATION 46120310 11,704.88 311,300SH DEFINE2 134,400 0 176,900 46120310 3,895.40 103,601SH DEFINE4 0 0 103,601 INVERNESS MEDICA 46126P10 83.72 3,680SH DEFINE2 0 0 3,680 46126P10 461.83 20,300SH DEFINE4 1,280 0 19,020 INVESTMENT TECHNOLOGY GRP IN46145F10 516.85 9,800SH DEFINE2 0 0 9,800 46145F10 158.17 2,999SH DEFINE4 150 0 2,849 INVITROGEN CORP 46185R10 15,770.07 459,501SH DEFINE2 254,250 0 205,251 46185R10 161,484.974,705,273SH DEFINE4 115,339 0 4,589,934 INVESTORS FINANCIAL SVCS COR46191510 13,067.98 171,834SH DEFINE2 95,884 0 75,950 46191510 41,484.59 545,491SH DEFINE4 46,675 0 498,816 IOMEGA CORP 46203030 303.90 34,300SH DEFINE2 0 0 34,300 46203030 2,641.64 298,154SH DEFINE4 18,820 0 279,334 IRIDIUM WORLD COMM-WT05 WARR46268L11 0.00 690SH DEFINE2 0 0 690 46268L11 0.00 25,840SH DEFINE4 0 0 25,840 IRON MOUNTAIN INC 46284610 436.15 13,750SH DEFINE2 11,300 0 2,450 46284610 16,026.53 505,250SH DEFINE4 0 0 505,250 IRWIN FINANCIAL CORP 46411910 10,874.25 581,200SH DEFINE2 254,800 0 326,400 46411910 2,610.05 139,500SH DEFINE4 8,800 0 130,700 ISIS PHARMACEUTICALS INC 46433010 217.08 13,500SH DEFINE2 0 0 13,500 46433010 1,201.18 74,700SH DEFINE4 4,700 0 70,000 ISLE OF CAPRI 46459210 0.00 0SH DEFINE2 0 0 0 46459210 490.77 26,600SH DEFINE4 1,700 0 24,900 IT GROUP INC/THE 46526610 0.00 0SH DEFINE2 0 0 0 46526610 2,268.85 164,261SH DEFINE4 0 0 164,261 ITRON INC 46574110 455.18 15,300SH DEFINE2 0 0 15,300 46574110 2,531.73 85,100SH DEFINE4 5,400 0 79,700 I2 TECHNOLOGIES INC 46575410 12.97 2,563SH DEFINE2 0 0 2,563 46575410 869.74 171,886SH DEFINE4 1,848 0 170,038 IVAX CORP 46582310 5,067.42 315,727SH DEFINE2 181,397 0 134,330 46582310 26,609.991,657,943SH DEFINE4 139,653 0 1,518,290 J & J SNACK FOOD 46603210 26.17 700SH DEFINE2 0 0 700 46603210 0.00 0SH DEFINE4 0 0 0 JDS UNIPHASE CORPORATION 46612J10 2,380.74 404,200SH DEFINE2 10,500 0 393,700 46612J10 0.00 0SH DEFINE4 0 0 0 JDA SOFTWARE GROUP INC 46612K10 17,906.68 561,690SH DEFINE2 344,500 0 217,190 46612K10 7,090.11 222,400SH DEFINE4 2,600 0 219,800 J. JILL GROUP INC 46618910 12,132.50 426,450SH DEFINE2 250,050 0 176,400 46618910 6,361.42 223,600SH DEFINE4 0 0 223,600 JP MORGAN CHASE & COMPANY 46625H10 61,322.851,720,136SH DEFINE2 366,418 0 1,353,718 46625H10 725,083.1420,338,93SH DEFINE4 503,102 0 19,835,836 JSC MMC NORILSK NICKEL SPONS46626D10 174.00 8,000SH DEFINE2 8,000 0 0 46626D10 0.00 0SH DEFINE4 0 0 0 JABIL CIRCUIT INC 46631310 12,078.28 513,314SH DEFINE2 334,320 0 178,994 46631310 37,516.891,594,428SH DEFINE4 165,540 0 1,428,888 JEFFRIES GRP INC 47231910 10,918.26 226,520SH DEFINE2 135,900 0 90,620 47231910 7,133.60 148,000SH DEFINE4 0 0 148,000 JEFFERSON PILOT CORP 47507010 4,059.79 81,066SH DEFINE2 19,700 0 61,366 47507010 19,999.75 399,356SH DEFINE4 5,148 0 394,208 JOHN NUVEEN CO 47803510 248.18 4,500SH DEFINE2 0 0 4,500 47803510 1,389.78 25,200SH DEFINE4 1,600 0 23,600 JOHNSON & JOHNSON 47816010 309,696.474,768,229SH DEFINE2 1,741,209 0 3,027,020 47816010 2,988,286.8246,009,03SH DEFINE4 1,203,403 0 44,805,632 JOHNSON CONTROLS INC 47836610 3,696.04 41,853SH DEFINE2 12,283 0 29,570 47836610 44,831.81 507,664SH DEFINE4 300 0 507,364 JONES APPAREL GROUP INC 48007410 31,007.05 887,183SH DEFINE2 408,238 0 478,945 48007410 65,233.861,866,491SH DEFINE4 105,100 0 1,761,391 JOSTEN INC-WT WARRENT EXP.5/48108811 30.00 3,000SH DEFINE2 0 0 3,000 48108811 286.70 28,670SH DEFINE4 0 0 28,670 JUNIPER NETWORKS INC 48203R10 292.78 23,200SH DEFINE2 19,200 0 4,000 48203R10 48.03 3,806SH DEFINE4 0 0 3,806 KLA-TENCOR CORPORATION 48248010 54,045.02 812,707SH DEFINE2 410,778 0 401,929 48248010 436,143.516,558,549SH DEFINE4 219,908 0 6,338,641 KMC TELECOM WARR P/P 144A 4/48256212 0.05 5,014SH DEFINE2 0 0 5,014 48256212 0.86 85,964SH DEFINE4 0 0 85,964 KPMG CONSULTING INC 48265R10 96,494.334,776,947SH DEFINE2 2,222,124 0 2,554,823 48265R10 168,323.638,332,853SH DEFINE4 859,000 0 7,473,853 KV PHARMACEUTICALS CO-CL B 48274010 202.74 6,200SH DEFINE2 0 0 6,200 48274010 1,131.42 34,600SH DEFINE4 2,200 0 32,400 KV PHARAMCEUTICALS CO-CL A 48274020 5,982.96 205,600SH DEFINE2 163,600 0 42,000 48274020 0.00 0SH DEFINE4 0 0 0 KADANT INC 48282T10 0.00 0SH DEFINE2 0 0 0 48282T10 708.11 49,588SH DEFINE4 0 0 49,588 KAMAN CORP CL A 48354810 11,692.45 689,820SH DEFINE2 413,500 0 276,320 48354810 9,291.99 548,200SH DEFINE4 4,200 0 544,000 KANA SOFTWARE INC 48360030 435.60 24,200SH DEFINE2 0 0 24,200 48360030 3,050.64 169,480SH DEFINE4 10,840 0 158,640 KAO CORP-ADR 48553720 5.96 32SH DEFINE2 0 0 32 48553720 13.42 72SH DEFINE4 0 0 72 KEANE INC 48666510 9,264.80 543,390SH DEFINE2 322,000 0 221,390 48666510 11,139.70 653,355SH DEFINE4 0 0 653,355 KB HOME 48666K10 620.62 14,300SH DEFINE2 0 0 14,300 48666K10 0.00 0SH DEFINE4 0 0 0 THE KEITH COMPANIES INC 48753910 3,595.54 278,400SH DEFINE2 221,600 0 56,800 48753910 0.00 0SH DEFINE4 0 0 0 KELLOGG COMPANY 48783610 7,327.42 218,273SH DEFINE2 45,200 0 173,073 48783610 99,779.782,972,290SH DEFINE4 45,590 0 2,926,700 KELLSTROM INDS 48803510 0.00 0SH DEFINE2 0 0 0 48803510 2,281.57 184,369SH DEFINE4 0 0 184,369 KELLWOOD CO 48804410 10,466.56 430,900SH DEFINE2 181,400 0 249,500 48804410 9,641.92 396,950SH DEFINE4 2,550 0 394,400 KENDLE INTERNATIONAL INC 48880L10 3,939.22 211,900SH DEFINE2 168,600 0 43,300 48880L10 0.00 0SH DEFINE4 0 0 0 KENNAMETAL INC 48917010 2,479.41 61,326SH DEFINE2 341 0 60,985 48917010 22,914.83 566,778SH DEFINE4 96,000 0 470,778 KERR-MCGEE CORP 49238610 2,603.62 41,426SH DEFINE2 0 0 41,426 49238610 21,832.96 347,382SH DEFINE4 11,800 0 335,582 KEY ENERGY SERVICES INC 49291410 1,031.03 96,178SH DEFINE2 0 0 96,178 49291410 7,029.10 655,700SH DEFINE4 0 0 655,700 KEY PRODUCTION COMPANY INC 49313810 333.52 17,600SH DEFINE2 0 0 17,600 49313810 1,851.42 97,700SH DEFINE4 6,200 0 91,500 KEYCORP 49326710 3,510.92 131,742SH DEFINE2 4,700 0 127,042 49326710 26,641.29 999,673SH DEFINE4 16,473 0 983,200 KEYSPAN CORPORATION 49337W10 1,473.80 40,500SH DEFINE2 800 0 39,700 49337W10 10,349.32 284,400SH DEFINE4 200 0 284,200 KFORCE INC 49373210 30.39 5,900SH DEFINE2 0 0 5,900 49373210 552.60 107,300SH DEFINE4 6,800 0 100,500 KIMBALL INTERNATIONAL INC CL49427410 53.82 3,300SH DEFINE2 0 0 3,300 49427410 0.00 0SH DEFINE4 0 0 0 KIMBERLY CLARK CORP 49436810 15,391.42 238,073SH DEFINE2 39,900 0 198,173 49436810 279,248.824,319,394SH DEFINE4 105,352 0 4,214,042 KINDER MORGAN INC 49455P10 1,748.81 36,110SH DEFINE2 500 0 35,610 49455P10 4,339.33 89,600SH DEFINE4 0 0 89,600 KINDER MORGAN MANAGEMENT LLC49455U10 0.00 0SH DEFINE2 0 0 0 49455U10 10,623.26 315,605SH DEFINE4 0 0 315,605 KING PHARMACEUTICALS INC 49558210 92,129.882,631,530SH DEFINE2 1,284,211 0 1,347,319 49558210 461,274.4013,175,50SH DEFINE4 832,748 0 12,342,756 KIRBY CORP 49726610 0.00 0SH DEFINE2 0 0 0 49726610 0.00 0SH DEFINE4 0 0 0 KNIGHT RIDDER NEWSPAPERS INC49904010 3,681.78 53,600SH DEFINE2 21,300 0 32,300 49904010 33,568.80 488,700SH DEFINE4 400 0 488,300 KNIGHT TRANSPORT 49906410 5,240.61 247,900SH DEFINE2 197,300 0 50,600 49906410 140.58 6,650SH DEFINE4 0 0 6,650 KNOLOGY INC WARRANT 10/22/0749918311 0.09 3,577SH DEFINE2 0 0 3,577 49918311 2.05 81,945SH DEFINE4 0 0 81,945 KOHLS CORP 50025510 207,461.452,915,832SH DEFINE2 1,303,989 0 1,611,843 50025510 727,354.2810,222,82SH DEFINE4 835,980 0 9,386,849 PHILIPS ELEC-NY 50047230 0.00 0SH DEFINE2 0 0 0 50047230 15.65 518SH DEFINE4 0 0 518 KOOKMIN-ADR SEDOL 2811697 50049M10 1,031.96 24,500SH DEFINE2 21,461 0 3,039 50049M10 0.00 0SH DEFINE4 0 0 0 KOREA ELECTRIC POWER CO ADR 50063110 68,089.366,460,091SH DEFINE2 5,062,576 0 1,397,515 50063110 8,331.49 790,464SH DEFINE4 772,087 0 18,377 KOREA TELECOM SPON ADR 50063P10 221,647.249,243,004SH DEFINE2 4,504,837 0 4,738,167 50063P10 158,706.286,618,277SH DEFINE4 526,392 0 6,091,885 KORN/FERRY INTERNATIONAL 50064320 6.22 625SH DEFINE2 625 0 0 50064320 9,822.48 987,184SH DEFINE4 176,200 0 810,984 KRAFT FOODS INC-A 50075N10 176,952.734,578,337SH DEFINE2 1,613,793 0 2,964,544 50075N10 523,428.8313,542,79SH DEFINE4 1,033,210 0 12,509,580 KRISPY KREME DOUGHNUTS INC 50101410 17,103.08 418,680SH DEFINE2 217,400 0 201,280 50101410 102,355.562,505,644SH DEFINE4 65,900 0 2,439,744 KROGER CO 50104410 27,068.261,221,492SH DEFINE2 556,042 0 665,450 50104410 226,656.7610,228,19SH DEFINE4 160,175 0 10,068,018 KROLL INC 50104910 0.00 0SH DEFINE2 0 0 0 50104910 0.00 0SH DEFINE4 0 0 0 KRONOS INC 50105210 5,167.80 110,000SH DEFINE2 50,850 0 59,150 50105210 8,498.92 180,905SH DEFINE4 7,450 0 173,455 KULICKE AND SOFFA INDUSTRIES50124210 0.00 0SH DEFINE2 0 0 0 50124210 5,870.84 282,117SH DEFINE4 3,017 0 279,099 LTV CORP 50192110 44.57 247,611SH DEFINE2 0 0 247,611 50192110 447.902,488,355SH DEFINE4 0 0 2,488,355 LNR PROPERTY CORP 50194010 17,644.94 503,135SH DEFINE2 218,058 0 285,077 50194010 6,954.38 198,300SH DEFINE4 4,600 0 193,700 LSI LOGIC CORP 50216110 29,958.961,762,292SH DEFINE2 623,468 0 1,138,824 50216110 334,189.9019,658,22SH DEFINE4 538,459 0 19,119,770 LTX CORP 50239210 30,909.591,136,800SH DEFINE2 713,800 0 423,000 50239210 31,571.121,161,130SH DEFINE4 0 0 1,161,130 L-3 COMMUNICATIONS CORP 50242410 20,277.04 181,045SH DEFINE2 101,545 0 79,500 50242410 90,144.32 804,860SH DEFINE4 43,200 0 761,660 LABOR READY INC 50540120 0.00 0SH DEFINE2 0 0 0 50540120 0.00 0SH DEFINE4 0 0 0 LABORATORY CRP OF AMER HLDGS50540R40 67,924.67 708,582SH DEFINE2 344,920 0 363,662 50540R40 280,276.242,923,808SH DEFINE4 221,575 0 2,702,233 LABRANCHE AND COMPANY INC 50544710 0.00 0SH DEFINE2 0 0 0 50544710 3,879.70 124,950SH DEFINE4 1,666 0 123,284 LAM RESEARCH CORP 51280710 24,275.58 827,953SH DEFINE2 390,500 0 437,453 51280710 177,129.636,041,256SH DEFINE4 125,313 0 5,915,943 LAMAR ADVERTISING CO 51281510 26,540.46 653,384SH DEFINE2 301,604 0 351,780 51281510 316,376.107,788,678SH DEFINE4 114,418 0 7,674,260 LANCASTER COLONY CORPORATION51384710 15,030.83 405,800SH DEFINE2 172,800 0 233,000 51384710 8,889.60 240,000SH DEFINE4 0 0 240,000 LANCE INC 51460610 14.30 1,000SH DEFINE2 0 0 1,000 51460610 0.00 0SH DEFINE4 0 0 0 LANDAMERICA FINANCIAL GROUP 51493610 10,198.54 294,500SH DEFINE2 123,200 0 171,300 51493610 10,096.38 291,550SH DEFINE4 0 0 291,550 LANDS END INC 51508610 105.71 2,356SH DEFINE2 0 0 2,356 51508610 8,047.88 179,360SH DEFINE4 13,730 0 165,630 LANDSTAR SYSTEM INC 51509810 14,274.50 153,820SH DEFINE2 92,400 0 61,420 51509810 9,168.64 98,800SH DEFINE4 0 0 98,800 LATTICE SEMICONDUCTOR CORP 51841510 3,207.95 182,998SH DEFINE2 7,138 0 175,860 51841510 27,795.391,585,590SH DEFINE4 205,681 0 1,379,909 ESTEE LAUDER COMPANIES 51843910 79,685.242,332,706SH DEFINE2 1,123,406 0 1,209,300 51843910 137,788.084,033,609SH DEFINE4 385,500 0 3,648,109 LEAP WIRELESS INTL INC 52186310 16,400.481,947,800SH DEFINE2 1,323,500 0 624,300 52186310 251.76 29,900SH DEFINE4 0 0 29,900 LEAP WIRELESS 144A WARRANT 052186311 10.20 340SH DEFINE2 0 0 340 52186311 415.62 13,854SH DEFINE4 0 0 13,854 LEAR CORPORATION 52186510 20,148.22 423,282SH DEFINE2 220,646 0 202,636 52186510 170,804.373,588,327SH DEFINE4 183,199 0 3,405,128 LEARNING TREE INTERNATIONAL 52201510 6,909.32 285,509SH DEFINE2 167,069 0 118,440 52201510 17,682.41 730,678SH DEFINE4 134,300 0 596,378 LECROY CORP 52324W10 3,663.83 207,700SH DEFINE2 165,200 0 42,500 52324W10 74.09 4,200SH DEFINE4 0 0 4,200 LEE ENTERPRISES 52376810 0.00 0SH DEFINE2 0 0 0 52376810 16.31 442SH DEFINE4 0 0 442 LEGGETT AND PLATT INC 52466010 1,391.28 56,100SH DEFINE2 0 0 56,100 52466010 166.16 6,700SH DEFINE4 500 0 6,200 LEGG MASON INC 52490110 20,505.33 386,310SH DEFINE2 183,480 0 202,830 52490110 45,981.87 866,275SH DEFINE4 58,902 0 807,373 LEHMAN BROTHERS HOLDING INC 52490810 61,573.54 952,561SH DEFINE2 397,765 0 554,796 52490810 200,808.943,106,574SH DEFINE4 319,827 0 2,786,747 LENNAR CORP 52605710 15,454.83 292,927SH DEFINE2 126,200 0 166,727 52605710 6,932.66 131,400SH DEFINE4 0 0 131,400 LENNOX INTERNATIONAL INC 52610710 39.66 3,000SH DEFINE2 0 0 3,000 52610710 1,398.68 105,800SH DEFINE4 6,700 0 99,100 LEVEL 3 COMMUNICATIONS INC 52729N10 0.00 0SH DEFINE2 0 0 0 52729N10 37.02 10,400SH DEFINE4 0 0 10,400 LEXMARK INTL INC 52977110 58,385.981,021,091SH DEFINE2 425,710 0 595,381 52977110 210,304.383,677,936SH DEFINE4 213,511 0 3,464,425 LIBERTY MEDIA CORP-A SEDOL 253071810 34,833.382,755,805SH DEFINE2 771,352 0 1,984,453 53071810 509,313.6840,293,80SH DEFINE4 571,170 0 39,722,634 LIFEPOINT HOSPITALS INC 53219L10 406.56 11,000SH DEFINE2 0 0 11,000 53219L10 11,918.12 322,460SH DEFINE4 0 0 322,460 LIGAND PHARMACEUTICALS INC C53220K20 13,817.37 700,678SH DEFINE2 457,400 0 243,278 53220K20 60,012.893,043,250SH DEFINE4 32,390 0 3,010,860 LIGHTSPAN INC 53226T10 6.96 8,000SH DEFINE2 0 0 8,000 53226T10 0.00 0SH DEFINE4 0 0 0 LIGHTWAVE P/P (PRIVATE) 5322LM9A 72.00 24,000SH DEFINE2 0 0 24,000 5322LM9A 1,428.00 476,000SH DEFINE4 0 0 476,000 (ELI) LILLY AND COMPANY 53245710 203,508.862,670,720SH DEFINE2 1,204,455 0 1,466,265 53245710 977,746.5112,831,31SH DEFINE4 588,468 0 12,242,851 LIMITED INC 53271610 64,744.843,617,030SH DEFINE2 837,387 0 2,779,643 53271610 579,790.6132,390,53SH DEFINE4 476,172 0 31,914,365 LINCARE HOLDINGS INC 53279110 89.50 3,300SH DEFINE2 2,700 0 600 53279110 3,297.79 121,600SH DEFINE4 0 0 121,600 LINCOLN ELECTRIC HOLDINGS 53390010 15,613.51 546,500SH DEFINE2 328,400 0 218,100 53390010 12,605.08 441,200SH DEFINE4 5,200 0 436,000 LINCOLN NATIONAL CORP 53418710 2,928.39 57,725SH DEFINE2 2,500 0 55,225 53418710 238.43 4,700SH DEFINE4 0 0 4,700 LINEAR TECHNOLOGY CORP 53567810 117,122.202,648,625SH DEFINE2 1,203,240 0 1,445,385 53567810 493,088.4611,150,80SH DEFINE4 792,444 0 10,358,358 LINENS N THINGS 53567910 8,212.57 269,000SH DEFINE2 167,900 0 101,100 53567910 0.00 0SH DEFINE4 0 0 0 LIZ CLAIBORNE 53932010 879.16 31,000SH DEFINE2 1,000 0 30,000 53932010 0.00 0SH DEFINE4 0 0 0 LOCKHEED MARTIN CORPORATION 53983010 177,355.103,080,151SH DEFINE2 1,333,350 0 1,746,801 53983010 679,220.1311,796,11SH DEFINE4 1,018,938 0 10,777,174 LOEWS CORP 54042410 3,286.92 56,110SH DEFINE2 0 0 56,110 54042410 3,869.50 66,055SH DEFINE4 965 0 65,090 CAROLINA GROUP 54042420 98.97 3,300SH DEFINE2 2,900 0 400 54042420 3,732.71 124,465SH DEFINE4 400 0 124,065 LOGICVISION INC 54140W10 3,472.69 324,550SH DEFINE2 197,000 0 127,550 54140W10 46.01 4,300SH DEFINE4 0 0 4,300 LONE STAR STEAKHOUSE & SALOO54230710 14.62 700SH DEFINE2 0 0 700 54230710 0.00 0SH DEFINE4 0 0 0 LONGS DRUG STORES INC 54316210 13,483.51 483,800SH DEFINE2 202,500 0 281,300 54316210 15,492.93 555,900SH DEFINE4 6,500 0 549,400 LORAL ORION NETWORK WARRANT 54387P12 0.02 856SH DEFINE2 0 0 856 54387P12 0.91 36,560SH DEFINE4 0 0 36,560 LOUISIANA PACIFIC CORPORATIO54634710 320.05 29,800SH DEFINE2 0 0 29,800 54634710 0.00 0SH DEFINE4 0 0 0 LOWE S COMPANIES INC 54866110 244,936.335,632,015SH DEFINE2 2,419,556 0 3,212,459 54866110 821,278.4218,884,30SH DEFINE4 1,384,834 0 17,499,471 LUCENT TECHNOLOGIES INC 54946310 5,423.901,146,701SH DEFINE2 88,724 0 1,057,977 54946310 27,561.625,826,982SH DEFINE4 60,238 0 5,766,744 M & T BANK CORPORATION 55261F10 74,823.91 930,993SH DEFINE2 442,413 0 488,580 55261F10 337,099.514,194,345SH DEFINE4 196,030 0 3,998,315 MAF BANCORP INC 55261R10 0.00 0SH DEFINE2 0 0 0 55261R10 715.58 20,300SH DEFINE4 1,300 0 19,000 MBIA INC 55262C10 2,871.23 52,500SH DEFINE2 8,550 0 43,950 55262C10 11,088.40 202,750SH DEFINE4 12,700 0 190,050 MBNA CORP 55262L10 215,586.445,589,485SH DEFINE2 2,257,421 0 3,332,064 55262L10 503,791.9313,061,75SH DEFINE4 1,153,069 0 11,908,687 M D C HOLDINGS INC 55267610 0.00 0SH DEFINE2 0 0 0 55267610 783.22 18,130SH DEFINE4 1,210 0 16,920 MDU RES GROUP INC 55269010 62.00 2,000SH DEFINE2 0 0 2,000 55269010 0.00 0SH DEFINE4 0 0 0 MSCI INC 55270M10 17.87 1,500SH DEFINE2 1,500 0 0 55270M10 0.00 0SH DEFINE4 0 0 0 MEMC ELECTRONIC MATERIALS 55271510 9.44 1,600SH DEFINE2 0 0 1,600 55271510 0.00 0SH DEFINE4 0 0 0 MPOWER HOLDING CORP 144 REST5527639B 0.07 1,818SH DEFINE2 0 0 1,818 5527639B 3.97 99,164SH DEFINE4 0 0 99,164 MGIC INVESTMENTS 55284810 10,561.35 154,338SH DEFINE2 21,300 0 133,038 55284810 54,160.02 791,466SH DEFINE4 13,278 0 778,188 MGM MIRAGE 55295310 693.15 19,132SH DEFINE2 4,700 0 14,432 55295310 66,355.251,831,500SH DEFINE4 47,425 0 1,784,075 MKS INSTRUMENTS 55306N10 6,957.57 203,200SH DEFINE2 122,300 0 80,900 55306N10 4,012.93 117,200SH DEFINE4 0 0 117,200 MPS GROUP INC 55340910 9,078.741,037,570SH DEFINE2 600,700 0 436,870 55340910 8,880.381,014,900SH DEFINE4 7,000 0 1,007,900 MSC INDUSTRIAL DIRECT CO CL 55353010 13,552.22 591,800SH DEFINE2 362,700 0 229,100 55353010 4,694.50 205,000SH DEFINE4 0 0 205,000 MSC SOFTWARE CORPORATION 55353110 21,185.99 921,130SH DEFINE2 585,400 0 335,730 55353110 9,193.10 399,700SH DEFINE4 0 0 399,700 MTS SYSTEMS CORP 55377710 11,000.371,004,600SH DEFINE2 425,800 0 578,800 55377710 8,049.82 735,143SH DEFINE4 9,300 0 725,843 MACROVISION CORP 55590410 0.00 0SH DEFINE2 0 0 0 55590410 34.65 1,300SH DEFINE4 100 0 1,200 MACROMEDIA INC 55610010 28.59 1,400SH DEFINE2 0 0 1,400 55610010 0.00 0SH DEFINE4 0 0 0 STEVEN MADDEN 55626910 59.50 3,400SH DEFINE2 0 0 3,400 55626910 329.00 18,800SH DEFINE4 1,200 0 17,600 MAGELLAN HEALTH SERVICES INC55907910 0.00 0SH DEFINE2 0 0 0 55907910 4.28 750SH DEFINE4 0 0 750 MAGMA DESIGN AUTOMATION 55918110 4,773.54 245,300SH DEFINE2 148,700 0 96,600 55918110 2,436.78 125,220SH DEFINE4 0 0 125,220 MAGNA ENTERTAINMENT -CL A SE55921110 225.18 27,800SH DEFINE2 0 0 27,800 55921110 1,246.59 153,900SH DEFINE4 9,700 0 144,200 MAGNA INTL INC CL A 55922240 5,823.41 79,230SH DEFINE2 25,375 0 53,855 55922240 17,452.43 237,448SH DEFINE4 0 0 237,448 MAGNUM HUNTER RE 55972F20 3,674.61 470,500SH DEFINE2 281,300 0 189,200 55972F20 5,209.27 667,000SH DEFINE4 8,100 0 658,900 MAIL-WELL INC 56032120 0.00 0SH DEFINE2 0 0 0 56032120 2,843.85 452,842SH DEFINE4 3,263 0 449,579 MALAN REALTY INV 56106310 0.00 0SH DEFINE2 0 0 0 56106310 3,722.42 264,706SH DEFINE4 0 0 264,706 MANAGEMENT NETWORK GROUP INC56169310 6,256.951,139,700SH DEFINE2 908,100 0 231,600 56169310 62.04 11,300SH DEFINE4 0 0 11,300 MANHATTAN ASSOCIATES INC 56275010 10,652.76 279,600SH DEFINE2 222,500 0 57,100 56275010 137.16 3,600SH DEFINE4 0 0 3,600 MANITOWOC COMPAY INC 56357110 967.75 24,500SH DEFINE2 0 0 24,500 56357110 0.00 0SH DEFINE4 0 0 0 MANOR CARE INC 56405510 742.80 31,880SH DEFINE2 0 0 31,880 56405510 0.00 0SH DEFINE4 0 0 0 MANPOWER INC 56418H10 2,690.50 69,200SH DEFINE2 36,500 0 32,700 56418H10 6,901.20 177,500SH DEFINE4 9,800 0 167,700 MANUFACTURERS 56500510 125.19 23,800SH DEFINE2 0 0 23,800 56500510 696.95 132,500SH DEFINE4 8,400 0 124,100 MANUGISTICS GROUP INC 56501110 6,413.93 298,600SH DEFINE2 89,100 0 209,500 56501110 86,136.834,010,095SH DEFINE4 69,451 0 3,940,644 MANULIFE FIN 56501R10 831.74 30,300SH DEFINE2 30,300 0 0 56501R10 0.00 0SH DEFINE4 0 0 0 MARATHON OIL CORP SEDOL 291056584910 5,716.68 198,496SH DEFINE2 59,800 0 138,696 56584910 99,253.383,446,298SH DEFINE4 83,913 0 3,362,385 MARKETSOFT P/P (PRIVATE) 57061G9A 270.21 98,258SH DEFINE2 0 0 98,258 57061G9A 5,365.041,950,923SH DEFINE4 0 0 1,950,923 MARSH & MCLENNAN COMPANIES I57174810 8,844.45 78,450SH DEFINE2 0 0 78,450 57174810 0.00 0SH DEFINE4 0 0 0 MARSHALL & ILSLEY CORP 57183410 7,207.39 115,800SH DEFINE2 11,400 0 104,400 57183410 3,709.50 59,600SH DEFINE4 800 0 58,800 MARRIOTT INTERNATIONAL CL A 57190320 54,527.951,213,080SH DEFINE2 513,750 0 699,330 57190320 164,929.193,669,170SH DEFINE4 342,850 0 3,326,320 MARTHA STEWART LIVING CL A 57308310 295.35 16,500SH DEFINE2 0 0 16,500 57308310 1,641.43 91,700SH DEFINE4 5,800 0 85,900 MARTIN MARIETTA MATERIALS 57328410 1,798.57 42,600SH DEFINE2 24,700 0 17,900 57328410 4,373.99 103,600SH DEFINE4 0 0 103,600 MASCO CORP 57459910 3,711.24 135,200SH DEFINE2 4,100 0 131,100 57459910 0.00 0SH DEFINE4 0 0 0 MASSEY ENERGY CORPORATION 57620610 0.00 0SH DEFINE2 0 0 0 57620610 43.94 2,600SH DEFINE4 300 0 2,300 MATERIAL SCIENCES CORP 57667410 1,942.97 185,930SH DEFINE2 104,115 0 81,815 57667410 1,149.50 110,000SH DEFINE4 1,900 0 108,100 MATRIXONE INC 57685P30 12,363.851,386,082SH DEFINE2 807,100 0 578,982 57685P30 9,135.611,024,171SH DEFINE4 50,500 0 973,671 MATTEL INC 57708110 31,784.311,525,159SH DEFINE2 606,038 0 919,121 57708110 179,846.918,629,890SH DEFINE4 409,676 0 8,220,214 MATTRESS DISC 144A WARRANTS 57722R11 7.00 7,000SH DEFINE2 0 0 7,000 57722R11 0.00 0SH DEFINE4 0 0 0 MAXTOR CORP 57772920 39.62 5,700SH DEFINE2 4,700 0 1,000 57772920 3,865.59 556,200SH DEFINE4 4,600 0 551,600 MAXIM INTEGRATED PRODS INC 57772K10 155,614.072,793,288SH DEFINE2 1,136,890 0 1,656,398 57772K10 883,988.9515,867,68SH DEFINE4 603,450 0 15,264,239 MAXYGEN 57777610 142.73 11,400SH DEFINE2 0 0 11,400 57777610 795.02 63,500SH DEFINE4 4,000 0 59,500 MAY DEPARTMENT STORES CO 57777810 7,238.62 207,708SH DEFINE2 38,500 0 169,208 57777810 19,672.30 564,485SH DEFINE4 21,189 0 543,296 MAYTAG CO 57859210 3,535.58 79,900SH DEFINE2 800 0 79,100 57859210 184.57 4,171SH DEFINE4 200 0 3,971 MCAFEE.COM CORPORATION 57906210 1,245.96 75,650SH DEFINE2 0 0 75,650 57906210 3,814.62 231,610SH DEFINE4 14,650 0 216,960 MCCAW INTL LTD WARRANT 57947211 0.01 1,105SH DEFINE2 0 0 1,105 57947211 0.82 81,745SH DEFINE4 0 0 81,745 MCCLATCHY COMPANY-CL A 57948910 10,823.15 182,300SH DEFINE2 79,900 0 102,400 57948910 1.25 21SH DEFINE4 0 0 21 MCCORMICK AND COMPNAY NON-VO57978020 0.00 0SH DEFINE2 0 0 0 57978020 291.44 5,700SH DEFINE4 300 0 5,400 MCDATA CORPORATION - CLASS A58003120 26,010.802,191,306SH DEFINE2 1,191,282 0 1,000,024 58003120 35,173.352,963,214SH DEFINE4 350,198 0 2,613,016 MCDERMOTT INTERNATIONAL 58003710 273.68 17,600SH DEFINE2 0 0 17,600 58003710 0.00 0SH DEFINE4 0 0 0 MCDONALDS CORPORATION 58013510 32,748.521,180,127SH DEFINE2 255,100 0 925,027 58013510 324,723.5111,701,74SH DEFINE4 393,165 0 11,308,583 MCGRAW HILL COMPANIES INC 58064510 8,353.32 122,393SH DEFINE2 35,887 0 86,506 58064510 213,500.203,128,208SH DEFINE4 37,753 0 3,090,455 MCKESSON CORPORATION 58155Q10 53,116.241,419,082SH DEFINE2 502,317 0 916,765 58155Q10 205,987.285,503,267SH DEFINE4 384,769 0 5,118,498 MEADWESTVACO COR 58333410 3,786.00 114,208SH DEFINE2 34,800 0 79,408 58333410 4,438.79 133,900SH DEFINE4 400 0 133,500 MEASUREMENT SPECIALTIES INC 58342110 0.00 0SH DEFINE2 0 0 0 58342110 8.13 1,300SH DEFINE4 100 0 1,200 MED-DESIGN CORP 58392610 30.91 2,200SH DEFINE2 0 0 2,200 58392610 171.41 12,200SH DEFINE4 800 0 11,400 MEDIACOM COMMUNICATIONS CORP58446K10 9.79 699SH DEFINE2 699 0 0 58446K10 16,502.671,177,921SH DEFINE4 201,800 0 976,121 MEDICINES COMPANY 58468810 42.78 3,000SH DEFINE2 0 0 3,000 58468810 238.14 16,700SH DEFINE4 1,000 0 15,700 MEDICIS PHARMACEUTICAL CL A 58469030 8,088.24 145,734SH DEFINE2 68,535 0 77,199 58469030 139,582.222,514,995SH DEFINE4 647 0 2,514,348 MEDIMMUNE INC 58469910 95,083.112,417,572SH DEFINE2 1,187,446 0 1,230,126 58469910 515,737.6213,113,08SH DEFINE4 667,366 0 12,445,718 MEDIQ INC WARRANTS UNIT 144A58490612 0.01 840SH DEFINE2 0 0 840 58490612 0.28 27,980SH DEFINE4 0 0 27,980 MEDTRONIC INC 58505510 218,698.224,837,386SH DEFINE2 2,147,461 0 2,689,925 58505510 1,023,169.8022,631,49SH DEFINE4 1,084,741 0 21,546,752 MELLON FINANCIAL CORP 58551A10 11,172.19 289,510SH DEFINE2 93,461 0 196,049 58551A10 362,199.039,385,826SH DEFINE4 167,377 0 9,218,449 MEMBERWORKS INC 58600210 177.94 9,400SH DEFINE2 0 0 9,400 58600210 982.66 51,910SH DEFINE4 3,250 0 48,660 THE MENS WEARHOUSE INC 58711810 1,963.74 84,100SH DEFINE2 66,900 0 17,200 58711810 0.00 0SH DEFINE4 0 0 0 MENTOR CORP MINN 58718810 22,441.76 622,000SH DEFINE2 260,000 0 362,000 58718810 18,957.15 525,420SH DEFINE4 9,800 0 515,620 MENTOR GRAPHICS CORP 58720010 14,321.72 677,470SH DEFINE2 390,300 0 287,170 58720010 21,494.351,016,762SH DEFINE4 53,640 0 963,122 MERCANTILE BANKSHARES CORP 58740510 441.25 10,200SH DEFINE2 8,400 0 1,800 58740510 10,440.80 241,350SH DEFINE4 15,100 0 226,250 MERCK AND COMPANY INC 58933110 132,018.452,292,783SH DEFINE2 720,351 0 1,572,432 58933110 1,995,629.0634,658,37SH DEFINE4 727,843 0 33,930,529 MERCURY COMPUTER SYS INC 58937810 0.00 0SH DEFINE2 0 0 0 58937810 0.00 0SH DEFINE4 0 0 0 MERCURY GENERAL CORP 58940010 1,632.15 35,100SH DEFINE2 20,900 0 14,200 58940010 3,799.05 81,700SH DEFINE4 0 0 81,700 MERCURY INTERACTIVE CORP 58940510 6,373.20 169,275SH DEFINE2 80,780 0 88,495 58940510 28,766.22 764,043SH DEFINE4 49,390 0 714,653 MEREDITH CORP 58943310 599.39 14,100SH DEFINE2 0 0 14,100 58943310 0.00 0SH DEFINE4 0 0 0 MERIDIAN BIOSCIENCES INC 58958410 4,193.49 616,780SH DEFINE2 240,380 0 376,400 58958410 8,848.221,301,400SH DEFINE4 0 0 1,301,400 MERIT MEDICAL 58988910 6,940.72 343,600SH DEFINE2 273,600 0 70,000 58988910 181.80 9,000SH DEFINE4 0 0 9,000 MERITAGE CORP 59001A10 396.18 6,200SH DEFINE2 0 0 6,200 59001A10 2,191.77 34,300SH DEFINE4 2,200 0 32,100 MERIX CORPORATION 59004910 2,050.65 109,719SH DEFINE2 589 0 109,130 59004910 18,024.00 964,366SH DEFINE4 177,600 0 786,766 MERRILL LYNCH COMPANY INC 59018810 117,403.052,119,954SH DEFINE2 833,815 0 1,286,139 59018810 819,584.6014,799,28SH DEFINE4 633,294 0 14,165,995 MESA AIR GROUP INC 59047910 4,538.24 405,200SH DEFINE2 234,300 0 170,900 59047910 9,008.72 804,350SH DEFINE4 142,350 0 662,000 MESTEK INC 59082910 0.00 0SH DEFINE2 0 0 0 59082910 0.00 0SH DEFINE4 0 0 0 METHODE ELECTRONICS INC CL A59152020 0.00 0SH DEFINE2 0 0 0 59152020 0.00 0SH DEFINE4 0 0 0 METLIFE INC 59156R10 6,632.96 210,570SH DEFINE2 1,000 0 209,570 59156R10 182.70 5,800SH DEFINE4 400 0 5,400 METRIS COMPANIES INC 59159810 27,893.581,394,679SH DEFINE2 643,279 0 751,400 59159810 58,312.282,915,614SH DEFINE4 169,810 0 2,745,804 METRO-GOLDWYN-MAYER INC 59161010 124.65 7,500SH DEFINE2 7,500 0 0 59161010 0.00 0SH DEFINE4 0 0 0 METRONET COMM WARRANT 08/15/59169Y11 0.00 374SH DEFINE2 0 0 374 59169Y11 0.09 9,270SH DEFINE4 0 0 9,270 METTLER-TOLEDO INTERNATIONAL59268810 633.64 14,000SH DEFINE2 0 0 14,000 59268810 1,011.79 22,355SH DEFINE4 1,375 0 20,980 MICHAELS STORES INC 59408710 2,814.70 74,463SH DEFINE2 38,883 0 35,580 59408710 8,851.47 234,166SH DEFINE4 20,300 0 213,866 MICREL INC 59479310 22,493.82 891,904SH DEFINE2 474,139 0 417,765 59479310 113,616.004,504,996SH DEFINE4 186,650 0 4,318,346 MICROSOFT CORP 59491810 819,011.7313,580,03SH DEFINE2 5,511,316 0 8,068,716 59491810 2,853,805.7547,318,94SH DEFINE4 2,462,097 0 44,856,851 MICROVISION INC 59496010 30.83 2,700SH DEFINE2 0 0 2,700 59496010 170.16 14,900SH DEFINE4 900 0 14,000 MICROCHIP TECHNOLOGY INC 59501710 8,125.48 194,250SH DEFINE2 35,000 0 159,250 59501710 116,873.862,794,020SH DEFINE4 500 0 2,793,520 MICRON TECHNOLOGY INC 59511210 16,715.93 508,083SH DEFINE2 250,757 0 257,326 59511210 11,648.67 354,063SH DEFINE4 101,900 0 252,163 MICROSEMI CORP 59513710 62.02 3,800SH DEFINE2 0 0 3,800 59513710 342.07 20,960SH DEFINE4 1,360 0 19,600 MID ATLANTIC MED SVCS 59523C10 1,963.71 68,902SH DEFINE2 0 0 68,902 59523C10 10,017.04 351,475SH DEFINE4 14,250 0 337,225 MIKOHN-WTS08 59862K11 1.90 380SH DEFINE2 0 0 380 59862K11 48.10 9,620SH DEFINE4 0 0 9,620 MILACRON INC 59870910 15,693.001,075,600SH DEFINE2 455,100 0 620,500 59870910 11,790.18 808,100SH DEFINE4 0 0 808,100 MILLENNIUM PHARMACEUTICALS 59990210 261.03 11,700SH DEFINE2 9,600 0 2,100 59990210 9,301.78 416,933SH DEFINE4 0 0 416,933 HERMAN MILLER INC 60054410 2,565.86 107,900SH DEFINE2 63,300 0 44,600 60054410 6,104.33 256,700SH DEFINE4 0 0 256,700 MILLIPORE CORPORATION 60107310 606.26 13,704SH DEFINE2 0 0 13,704 60107310 100.73 2,277SH DEFINE4 200 0 2,077 MILLS CORP 60114810 6,839.02 244,600SH DEFINE2 140,900 0 103,700 60114810 4,546.30 162,600SH DEFINE4 1,200 0 161,400 TOTALITY CORP P/P(PRIVATE) 6024MM9A 32.35 46,220SH DEFINE2 0 0 46,220 6024MM9A 711.791,016,846SH DEFINE4 0 0 1,016,846 MINNESOTA MINING AND MANUFAC60405910 14,505.87 126,127SH DEFINE2 5,500 0 120,627 60405910 126,405.541,099,083SH DEFINE4 17,205 0 1,081,878 MIPS TECHNOLOGIES INC 60456710 90.53 12,300SH DEFINE2 0 0 12,300 60456710 500.48 68,000SH DEFINE4 4,300 0 63,700 MIRANT CORP 60467510 8,901.60 616,028SH DEFINE2 296,700 0 319,328 60467510 98,883.456,843,145SH DEFINE4 39,067 0 6,804,078 MISSISSIPPI CHEMICAL CORP 60528820 2,431.58 884,210SH DEFINE2 538,800 0 345,410 60528820 963.88 350,500SH DEFINE4 0 0 350,500 MOBILE MINI INC 60740F10 9,740.89 302,700SH DEFINE2 229,200 0 73,500 60740F10 67.58 2,100SH DEFINE4 0 0 2,100 MOHAWK INDS INC 60819010 78.12 1,300SH DEFINE2 0 0 1,300 60819010 0.00 0SH DEFINE4 0 0 0 MOLEX INC 60855410 4,447.81 128,290SH DEFINE2 41,000 0 87,290 60855410 6,114.92 176,375SH DEFINE4 200 0 176,175 MONOLITHIC SYS 60984210 6,752.80 587,200SH DEFINE2 412,700 0 174,500 60984210 97.75 8,500SH DEFINE4 0 0 8,500 MONSANTO CO 61166W10 1,464.20 46,350SH DEFINE2 15,200 0 31,150 61166W10 44,971.521,423,600SH DEFINE4 37,600 0 1,386,000 MOODY S INVESTORS 61536910 26,529.64 645,490SH DEFINE2 221,254 0 424,236 61536910 25,039.93 609,244SH DEFINE4 61,650 0 547,594 MORGAN STANLEY DEAN WITTER A61744644 180,664.903,152,415SH DEFINE2 1,102,927 0 2,049,488 61744644 1,308,009.6322,823,41SH DEFINE4 801,268 0 22,022,142 MOTOROLA INC 62007610 33,259.632,342,228SH DEFINE2 618,510 0 1,723,718 62007610 409,626.2628,846,92SH DEFINE4 631,009 0 28,215,911 MOVIE GALLERY 62458110 0.00 0SH DEFINE2 0 0 0 62458110 1,380.47 80,400SH DEFINE4 5,100 0 75,300 MURPHY OIL CORP 62671710 25,315.68 263,705SH DEFINE2 153,315 0 110,390 62671710 179,065.151,865,262SH DEFINE4 77,100 0 1,788,162 MYKROLIS CORPORATION 62852P10 9,286.24 607,341SH DEFINE2 262,772 0 344,569 62852P10 29,008.911,897,247SH DEFINE4 302,235 0 1,595,012 MYLAN LABS INC 62853010 1,229.78 41,744SH DEFINE2 0 0 41,744 62853010 15,159.29 514,572SH DEFINE4 1,750 0 512,822 NBTY INC 62878210 1,586.58 93,000SH DEFINE2 0 0 93,000 62878210 1,739.95 101,990SH DEFINE4 6,400 0 95,590 NCO GROUP INC 62885810 8,639.74 311,230SH DEFINE2 187,800 0 123,430 62885810 8,036.37 289,495SH DEFINE4 0 0 289,495 NCR CORPORATION 62886E10 21,199.91 473,741SH DEFINE2 123,184 0 350,557 62886E10 175,945.323,931,739SH DEFINE4 45,943 0 3,885,796 NMS COMMUNICATIONS CORP 62924810 71.99 16,900SH DEFINE2 0 0 16,900 62924810 399.59 93,800SH DEFINE4 5,900 0 87,900 NPS PHARMACEUTICALS INC 62936P10 0.00 0SH DEFINE2 0 0 0 62936P10 4.86 149SH DEFINE4 149 0 0 NRG ENERGY INC 62937710 0.00 0SH DEFINE2 0 0 0 62937710 2.47 205SH DEFINE4 0 0 205 NTT DOCOMO-ADR 62942M20 14.71 215SH DEFINE2 0 0 215 62942M20 23.80 348SH DEFINE4 0 0 348 NUI CORP 62943110 0.00 0SH DEFINE2 0 0 0 62943110 3,732.00 150,000SH DEFINE4 0 0 150,000 NVR INC 62944T10 692.52 2,195SH DEFINE2 0 0 2,195 62944T10 4,938.21 15,652SH DEFINE4 1,000 0 14,652 NABI BIOPHARMACEUTICALS 62951910 0.00 0SH DEFINE2 0 0 0 62951910 12.32 2,000SH DEFINE4 0 0 2,000 NABORS INDUSTRIES INC 62956810 7,308.41 172,980SH DEFINE2 32,500 0 140,480 62956810 168,842.553,996,273SH DEFINE4 17,923 0 3,978,350 NACCO INDUSTRIES CL A 62957910 0.00 0SH DEFINE2 0 0 0 62957910 753.72 11,370SH DEFINE4 720 0 10,650 NANOMETRICS INC 63007710 7,652.32 414,985SH DEFINE2 193,695 0 221,290 63007710 11,054.17 599,467SH DEFINE4 116,800 0 482,667 NASH FINCH CO 63115810 43.60 1,600SH DEFINE2 0 0 1,600 63115810 1,833.93 67,300SH DEFINE4 4,300 0 63,000 NATCO GROUP INC 63227W20 59.87 7,400SH DEFINE2 0 0 7,400 63227W20 330.88 40,900SH DEFINE4 2,600 0 38,300 NATIONAL AUSTRALIA BK-SP ADR63252540 34.09 373SH DEFINE2 300 0 73 63252540 243.03 2,659SH DEFINE4 0 0 2,659 NATIONAL CITY CORPORATION 63540510 6,746.10 219,314SH DEFINE2 6,600 0 212,714 63540510 118,544.703,853,859SH DEFINE4 64,162 0 3,789,697 NATIONAL COMMERCE FINANCIAL 63545P10 14,111.28 507,600SH DEFINE2 251,100 0 256,500 63545P10 130,198.524,683,400SH DEFINE4 400 0 4,683,000 NATIONAL FUEL GAS CO 63618010 410.78 16,870SH DEFINE2 11,000 0 5,870 63618010 7,845.57 322,200SH DEFINE4 20,500 0 301,700 NATL GOLF PROP 63623G10 104.34 14,100SH DEFINE2 0 0 14,100 63623G10 578.68 78,200SH DEFINE4 4,900 0 73,300 NATIONAL-OILWELL INC 63707110 33,373.241,317,538SH DEFINE2 810,798 0 506,740 63707110 72,675.572,869,150SH DEFINE4 0 0 2,869,150 NATL PRESTO INDS 63721510 7.91 275SH DEFINE2 275 0 0 63721510 0.00 0SH DEFINE4 0 0 0 NATIONAL SEMICONDUCTOR CORP 63764010 1,711.45 50,800SH DEFINE2 0 0 50,800 63764010 208.88 6,200SH DEFINE4 400 0 5,800 NATIONWIDE HEALTH PPTYS INC 63862010 0.00 0SH DEFINE2 0 0 0 63862010 618.61 30,700SH DEFINE4 2,000 0 28,700 NAVISTAR INTERNATIONAL 63934E10 1,982.43 44,750SH DEFINE2 15,100 0 29,650 63934E10 5,593.97 126,275SH DEFINE4 897 0 125,378 NDC HEALTH CORP 63948010 9,638.66 264,871SH DEFINE2 111,800 0 153,071 63948010 9,058.82 248,937SH DEFINE4 0 0 248,937 NEIMAN MARCUS GROUP INC-CL A64020420 0.00 0SH DEFINE2 0 0 0 64020420 0.00 0SH DEFINE4 0 0 0 NETWORKS ASSOCIATES INC 64093810 49,496.022,045,290SH DEFINE2 755,736 0 1,289,554 64093810 199,832.908,257,558SH DEFINE4 330,233 0 7,927,325 NESTLE-ADR (REG) 64106940 15.35 276SH DEFINE2 0 0 276 64106940 26.74 481SH DEFINE4 0 0 481 NETEGRITY INC 64110P10 1,012.38 68,450SH DEFINE2 0 0 68,450 64110P10 12,647.22 855,120SH DEFINE4 0 0 855,120 NETIQ CORPORATION 64115P10 17,560.10 805,140SH DEFINE2 366,150 0 438,990 64115P10 83,504.883,828,743SH DEFINE4 169,400 0 3,659,343 NETWORK APPLIANCE INC 64120L10 37,490.931,839,594SH DEFINE2 784,626 0 1,054,968 64120L10 193,208.499,480,299SH DEFINE4 470,025 0 9,010,274 NEW CENTURY FINL 64352D10 2,533.32 111,600SH DEFINE2 58,900 0 52,700 64352D10 3,315.79 146,070SH DEFINE4 9,300 0 136,770 NEW CENTURY P/P (PRIVATE) 64352D90 42.90 2,100SH DEFINE2 0 0 2,100 64352D90 6,086.10 297,900SH DEFINE4 5,100 0 292,800 NEW ENGLAND BUSINESS SERVICE64387210 0.00 0SH DEFINE2 0 0 0 64387210 0.00 0SH DEFINE4 0 0 0 NEW JERSEY RES 64602510 0.00 0SH DEFINE2 0 0 0 64602510 4,514.83 149,300SH DEFINE4 0 0 149,300 NEW YORK COMMUNITY BANCORP 64944510 4,154.58 150,256SH DEFINE2 636 0 149,620 64944510 29,160.491,054,629SH DEFINE4 178,550 0 876,079 NEW YORK TIMES CO CL A 65011110 2,277.80 47,593SH DEFINE2 1,900 0 45,693 65011110 21,550.11 450,274SH DEFINE4 7,275 0 442,999 NEWELL RUBBERMAID INC 65122910 22,657.75 708,941SH DEFINE2 303,300 0 405,641 65122910 130,670.894,088,576SH DEFINE4 179,635 0 3,908,941 NEWFIELD EXPLORATION CO 65129010 10,592.09 286,350SH DEFINE2 170,760 0 115,590 65129010 17,197.29 464,917SH DEFINE4 2,252 0 462,666 AP NEWMONT MINING COMPANY 65163910 4,624.56 167,012SH DEFINE2 34,000 0 133,012 65163910 3,361.57 121,400SH DEFINE4 400 0 121,000 NEWPARK RESOURCES 65171850 6,335.16 817,440SH DEFINE2 496,400 0 321,040 65171850 2,566.03 331,100SH DEFINE4 0 0 331,100 NEWPORT CORP 65182410 6,453.00 270,000SH DEFINE2 116,600 0 153,400 65182410 2,358.93 98,700SH DEFINE4 0 0 98,700 NEWS CORP LTD -SPONS ADR NEW65248770 347,345.7212,239,10SH DEFINE2 7,534,949 0 4,704,153 65248770 193,629.306,822,738SH DEFINE4 513,850 0 6,308,888 NEXTEL COMMUNICATIONS INC CL65332V10 4,748.23 882,570SH DEFINE2 372,500 0 510,070 65332V10 37,835.137,032,551SH DEFINE4 900 0 7,031,651 NICOR INC 65408610 578.49 12,700SH DEFINE2 0 0 12,700 65408610 0.00 0SH DEFINE4 0 0 0 NIKE INC 65410610 4,930.30 82,158SH DEFINE2 3,200 0 78,958 65410610 5,748.42 95,791SH DEFINE4 1,499 0 94,292 99 CENTS ONLY STORES 65440K10 12,503.25 326,115SH DEFINE2 245,581 0 80,534 65440K10 43,869.201,144,215SH DEFINE4 0 0 1,144,215 NINTENDO CO-ADR 65444530 7.48 412SH DEFINE2 0 0 412 65444530 0.00 0SH DEFINE4 0 0 0 NIPPON TELE-ADR 65462410 6.66 344SH DEFINE2 0 0 344 65462410 237.41 12,269SH DEFINE4 0 0 12,269 NISOURCE INC 65473P10 28,676.761,249,532SH DEFINE2 548,900 0 700,632 65473P10 221,138.249,635,653SH DEFINE4 196,142 0 9,439,511 NISOURCE INC SAILS W/I 65473P60 1.62 700SH DEFINE2 700 0 0 65473P60 0.00 0SH DEFINE4 0 0 0 NOKIA CORP SPON ADR A 65490220 21,033.411,014,147SH DEFINE2 399,140 0 615,007 65490220 69,002.173,327,009SH DEFINE4 102,250 0 3,224,759 NOBLE DRILLING CORP 65504210 35,763.53 864,062SH DEFINE2 440,250 0 423,812 65504210 227,913.795,506,494SH DEFINE4 154,350 0 5,352,144 NOMURA HOLDINGS INC-ADR SEDO65535H20 2.24 169SH DEFINE2 0 0 169 65535H20 82.22 6,210SH DEFINE4 0 0 6,210 NORDSON CORP 65566310 0.00 0SH DEFINE2 0 0 0 65566310 3.65 121SH DEFINE4 0 0 121 NORDSTROM INC 65566410 1,029.00 42,000SH DEFINE2 0 0 42,000 65566410 0.00 0SH DEFINE4 0 0 0 NORFOLK SOUTHERN CORP 65584410 4,263.69 178,099SH DEFINE2 49,400 0 128,699 65584410 94,838.433,961,505SH DEFINE4 48,210 0 3,913,295 NORTEK INC 65655910 946.80 26,300SH DEFINE2 0 0 26,300 65655910 32.40 900SH DEFINE4 0 0 900 NORTEL NETWORKS CORP NEW 65656810 4,173.54 929,520SH DEFINE2 0 0 929,520 65656810 0.00 0SH DEFINE4 0 0 0 NORTH FORK BANCORP INC 65942410 28,636.11 805,290SH DEFINE2 437,900 0 367,390 65942410 109,461.863,078,230SH DEFINE4 81,900 0 2,996,330 NORTH PITTSBURGH SYS INC 66156210 0.00 0SH DEFINE2 0 0 0 66156210 0.00 0SH DEFINE4 0 0 0 NORTHEAST UTILITIES 66439710 1,009.20 50,790SH DEFINE2 42,400 0 8,390 66439710 27,622.581,390,165SH DEFINE4 57,300 0 1,332,865 NORTHERN TRUST CORP 66585910 5,506.08 91,600SH DEFINE2 17,200 0 74,400 66585910 3,873.37 64,438SH DEFINE4 100 0 64,338 NORTHROP GRUMMAN CORP 66680710 78,284.19 692,474SH DEFINE2 353,202 0 339,272 66680710 229,840.152,033,084SH DEFINE4 222,000 0 1,811,084 NOVAVAX INC 67000210 3,938.79 344,300SH DEFINE2 273,500 0 70,800 67000210 75.50 6,600SH DEFINE4 0 0 6,600 NOVELL INC 67000610 552.19 141,952SH DEFINE2 0 0 141,952 67000610 3,545.35 911,400SH DEFINE4 0 0 911,400 NOVELLUS SYSTEMS INC 67000810 70,591.411,303,868SH DEFINE2 592,160 0 711,708 67000810 323,637.825,977,795SH DEFINE4 427,500 0 5,550,295 NOVEN PHARMACEUTICALS INC 67000910 5.19 250SH DEFINE2 250 0 0 67000910 8,187.99 394,792SH DEFINE4 76,600 0 318,192 NOVOSTE CORPORATION 67010C10 78.38 9,500SH DEFINE2 0 0 9,500 67010C10 433.95 52,600SH DEFINE4 3,300 0 49,300 NU SKIN ENTERPRISES INC-A 67018T10 391.99 36,600SH DEFINE2 0 0 36,600 67018T10 7,775.46 726,000SH DEFINE4 0 0 726,000 NSTAR 67019E10 0.00 0SH DEFINE2 0 0 0 67019E10 72.54 1,600SH DEFINE4 100 0 1,500 NUTOOL INC P/P (PRIVATE) 6701NT91 0.00 0SH DEFINE2 0 0 0 6701NT91 793.48 202,937SH DEFINE4 0 0 202,937 NUTOOL INC P/P (PRIVATE) 6701NT9A 115.00 29,412SH DEFINE2 0 0 29,412 6701NT9A 3,335.00 852,941SH DEFINE4 0 0 852,941 NUCOR CORP 67034610 1,477.52 23,000SH DEFINE2 800 0 22,200 67034610 186.30 2,900SH DEFINE4 200 0 2,700 NVIDIA CORP 67066G10 7,796.27 175,750SH DEFINE2 66,300 0 109,450 67066G10 27,046.74 609,710SH DEFINE4 39,700 0 570,010 OGE ENERGY CORP 67083710 2,262.77 94,400SH DEFINE2 54,200 0 40,200 67083710 9,206.88 384,100SH DEFINE4 0 0 384,100 OAK TECHNOLOGY INC 67180210 383.90 25,800SH DEFINE2 0 0 25,800 67180210 2,137.14 143,625SH DEFINE4 9,100 0 134,525 OCCIDENTAL PETROLEUM CORP 67459910 4,162.91 142,810SH DEFINE2 24,995 0 117,815 67459910 54,402.761,866,304SH DEFINE4 13,105 0 1,853,199 OCEAN ENERGY INC 67481E10 19.79 1,000SH DEFINE2 1,000 0 0 67481E10 10,848.88 548,200SH DEFINE4 0 0 548,200 OCTEL CORP 67572710 0.00 0SH DEFINE2 0 0 0 67572710 0.00 0SH DEFINE4 0 0 0 OCULAR SCIENCES INC 67574410 537.66 19,200SH DEFINE2 0 0 19,200 67574410 2,982.31 106,500SH DEFINE4 6,700 0 99,800 ODYSSEY HEALTH 67611V10 1,386.25 51,900SH DEFINE2 41,400 0 10,500 67611V10 0.00 0SH DEFINE4 0 0 0 ODYSSEY RE HOLDINGS CORP 67612W10 5,774.92 361,158SH DEFINE2 223,758 0 137,400 67612W10 9,062.19 566,741SH DEFINE4 101,600 0 465,141 OFFICE DEPOT INC 67622010 38,903.321,959,865SH DEFINE2 983,061 0 976,804 67622010 243,484.9612,266,24SH DEFINE4 434,000 0 11,832,245 OFFICEMAX INC 67622M10 0.00 0SH DEFINE2 0 0 0 67622M10 675.74 121,100SH DEFINE4 7,800 0 113,300 OHIO CASUALTY CORP 67724010 8,026.77 423,800SH DEFINE2 255,100 0 168,700 67724010 8,815.74 465,456SH DEFINE4 3,095 0 462,361 LUKOIL HOLDING-SPONSORED ADR67786210 2,223.00 38,000SH DEFINE2 14,750 0 23,250 67786210 854.10 14,600SH DEFINE4 4,700 0 9,900 OLD REPUBLIC INTL CORP 68022310 33.98 1,063SH DEFINE2 1,063 0 0 68022310 77.30 2,418SH DEFINE4 200 0 2,218 OLD SECOND BNCRP 68027710 0.00 0SH DEFINE2 0 0 0 68027710 0.00 0SH DEFINE4 0 0 0 OMNICARE INC 68190410 41,766.581,613,232SH DEFINE2 803,060 0 810,172 68190410 40,185.231,552,152SH DEFINE4 3,200 0 1,548,952 OMNICOM GROUP 68191910 56,052.93 593,781SH DEFINE2 249,201 0 344,580 68191910 86,473.23 916,030SH DEFINE4 48,250 0 867,780 1-800 CONTACTS 68197710 34.08 3,200SH DEFINE2 0 0 3,200 68197710 188.51 17,700SH DEFINE4 1,100 0 16,600 OMNOVA SOLUTIONS INC 68212910 23,074.002,780,000SH DEFINE2 1,145,000 0 1,635,000 68212910 15,754.231,898,100SH DEFINE4 9,400 0 1,888,700 ON ASSIGNMENT INC 68215910 8,645.70 483,000SH DEFINE2 384,400 0 98,600 68215910 0.00 0SH DEFINE4 0 0 0 1-800-FLOWERS.COM INC 68243Q10 175.70 12,900SH DEFINE2 0 0 12,900 68243Q10 976.96 71,730SH DEFINE4 4,500 0 67,230 ONEOK INC 68268010 2,502.00 120,000SH DEFINE2 0 0 120,000 68268010 0.00 0SH DEFINE4 0 0 0 ONO FINANCE PLC RT 144A WTS 68273517 0.53 210SH DEFINE2 0 0 210 68273517 14.48 5,790SH DEFINE4 0 0 5,790 ONI SYSTEMS CORP 68273F10 0.00 0SH DEFINE2 0 0 0 68273F10 671.64 108,856SH DEFINE4 1,080 0 107,776 ONLINE RES CORP 68273G10 0.00 0SH DEFINE2 0 0 0 68273G10 104.78 33,800SH DEFINE4 0 0 33,800 ONYX SOFTWARE CORP 68340210 2,938.61 588,900SH DEFINE2 359,200 0 229,700 68340210 2,138.71 428,600SH DEFINE4 0 0 428,600 OPEN TEXT CORP 68371510 745.66 29,767SH DEFINE2 0 0 29,767 68371510 24.77 989SH DEFINE4 0 0 989 OPTICNET INC 68386810 0.01 70,650SH DEFINE2 44,350 0 26,300 68386810 0.00 22,950SH DEFINE4 0 0 22,950 ORACLE CORPORATION 68389X10 120,513.739,415,135SH DEFINE2 3,687,185 0 5,727,950 68389X10 358,447.8728,003,74SH DEFINE4 1,708,100 0 26,295,640 OPTICAL SWITCH P/P B (PRIVAT6838PW9A 89.95 219,395SH DEFINE2 0 0 219,395 6838PW9A 809.571,974,550SH DEFINE4 0 0 1,974,550 ORAPHARMA INC 68554E10 0.00 0SH DEFINE2 0 0 0 68554E10 44.50 10,000SH DEFINE4 0 0 10,000 ORBITAL SCIENCES CORP-WT04 S68556413 0.00 0SH DEFINE2 0 0 0 68556413 47.56 19,024SH DEFINE4 0 0 19,024 ORBITAL IMAGING WT P/P 144A 68556F11 0.00 846SH DEFINE2 0 0 846 68556F11 0.00 10,335SH DEFINE4 0 0 10,335 O REILLY AUTOMOTIVE INC 68609110 4,751.29 150,500SH DEFINE2 90,300 0 60,200 O REILLY AUTOMOTIVE INC 68609110 28,336.44 897,575SH DEFINE4 0 0 897,575 ORIX CORP-ADR 68633010 10.59 281SH DEFINE2 0 0 281 68633010 18.47 490SH DEFINE4 0 0 490 OSHKOSH B`GOSH A 68822220 0.00 0SH DEFINE2 0 0 0 68822220 0.00 0SH DEFINE4 0 0 0 OUTBACK STEAKHOUSE INC 68989910 958.64 26,800SH DEFINE2 16,100 0 10,700 68989910 2,121.16 59,300SH DEFINE4 0 0 59,300 OVERTURE SERVICES INC. 69039R10 164.73 5,900SH DEFINE2 0 0 5,900 69039R10 940.35 33,680SH DEFINE4 2,100 0 31,580 OWENS AND MINOR INC 69073210 17,909.77 911,903SH DEFINE2 386,053 0 525,850 69073210 12,142.43 618,250SH DEFINE4 0 0 618,250 OWENS ILL INC 69076840 749.36 44,080SH DEFINE2 35,000 0 9,080 69076840 24,299.851,429,403SH DEFINE4 11,000 0 1,418,403 OXFORD HEALTH PLANS 69147110 769.81 18,421SH DEFINE2 2,000 0 16,421 69147110 36,349.28 869,808SH DEFINE4 5,025 0 864,783 OXFORD INDS INC 69149730 58.08 2,200SH DEFINE2 0 0 2,200 69149730 0.00 0SH DEFINE4 0 0 0 PG&E CORPORATION 69331C10 44,517.161,889,523SH DEFINE2 737,569 0 1,151,954 69331C10 323,520.0113,731,74SH DEFINE4 275,957 0 13,455,792 PFF BANCORP INC 69331W10 0.00 0SH DEFINE2 0 0 0 69331W10 0.00 0SH DEFINE4 0 0 0 PF CHANGS CHINA 69333Y10 593.01 8,900SH DEFINE2 0 0 8,900 69333Y10 14,025.28 210,495SH DEFINE4 0 0 210,495 PLX TECHNOLOGY INC 69341710 135.42 11,100SH DEFINE2 0 0 11,100 69341710 747.86 61,300SH DEFINE4 3,900 0 57,400 PMC - SIERRA INC 69344F10 40,758.202,503,575SH DEFINE2 980,465 0 1,523,110 69344F10 190,152.1311,680,10SH DEFINE4 697,595 0 10,982,511 THE PMI GROUP INC 69344M10 1,393.23 18,390SH DEFINE2 15,000 0 3,390 69344M10 37,470.90 494,600SH DEFINE4 19,600 0 475,000 PNC FINANCIAL SERVICES GROUP69347510 5,511.72 89,636SH DEFINE2 3,200 0 86,436 69347510 42,747.42 695,193SH DEFINE4 11,970 0 683,223 PNM RESOURCES INC SEDOL 270769349H10 11,880.75 387,500SH DEFINE2 170,400 0 217,100 69349H10 9,754.48 318,150SH DEFINE4 9,250 0 308,900 PPG INDUSTRIES INC 69350610 12,133.41 220,969SH DEFINE2 52,100 0 168,869 69350610 169,772.883,091,839SH DEFINE4 112,039 0 2,979,800 PPL CORPORATION 69351T10 8,351.89 210,853SH DEFINE2 37,800 0 173,053 69351T10 77,453.311,955,398SH DEFINE4 85,669 0 1,869,729 PRI AUTOMATION INC 69357H10 0.00 0SH DEFINE2 0 0 0 69357H10 9.32 400SH DEFINE4 0 0 400 PSF GROUP HOLDINGS INC-CL A 69362E9A 744.01 354SH DEFINE2 0 0 354 69362E9A 78,345.39 37,307SH DEFINE4 0 0 37,307 PSS WORLD MEDICAL INC 69366A10 14,827.631,513,023SH DEFINE2 868,500 0 644,523 69366A10 22,185.242,263,800SH DEFINE4 21,300 0 2,242,500 PACCAR INCORPORATED 69371810 1,610.62 22,000SH DEFINE2 0 0 22,000 69371810 0.00 0SH DEFINE4 0 0 0 PACIFIC SUNWEAR CALIF INC 69487310 132.84 5,400SH DEFINE2 0 0 5,400 69487310 735.54 29,900SH DEFINE4 1,900 0 28,000 PACIFICARE HEALTH SYSTEMS 69511210 34.90 2,000SH DEFINE2 0 0 2,000 69511210 830.62 47,600SH DEFINE4 3,000 0 44,600 PACKAGING CORP OF AMERICA 69515610 106.87 5,400SH DEFINE2 4,400 0 1,000 69515610 3,809.58 192,500SH DEFINE4 0 0 192,500 PACKETEER INC 69521010 21.46 2,900SH DEFINE2 0 0 2,900 69521010 0.00 0SH DEFINE4 0 0 0 PACTIV CORP 69525710 941.94 47,050SH DEFINE2 0 0 47,050 69525710 0.00 0SH DEFINE4 0 0 0 PAGEMART INC 144A WARRANTS 169553411 0.02 1,990SH DEFINE2 0 0 1,990 69553411 1.54 154,100SH DEFINE4 0 0 154,100 PAIN THERAPEUTIC 69562K10 63.10 6,600SH DEFINE2 0 0 6,600 69562K10 351.81 36,800SH DEFINE4 2,300 0 34,500 PALL CORP 69642930 1,552.12 75,750SH DEFINE2 22,700 0 53,050 69642930 15,564.20 759,600SH DEFINE4 58,100 0 701,500 PALM INC 69664210 679.46 170,290SH DEFINE2 5,300 0 164,990 69664210 0.00 0SH DEFINE4 0 0 0 PANAMSAT CORP 69793310 8,459.07 370,200SH DEFINE2 0 0 370,200 69793310 0.00 0SH DEFINE4 0 0 0 PAN PAC RETAIL 69806L10 6.66 218SH DEFINE2 218 0 0 69806L10 11,228.36 367,300SH DEFINE4 62,700 0 304,600 PANERA BREAD COMPANY 69840W10 630.73 9,900SH DEFINE2 0 0 9,900 69840W10 722.09 11,334SH DEFINE4 700 0 10,634 PAPA JOHNS INTL INC 69881310 1,235.08 44,300SH DEFINE2 0 0 44,300 69881310 1,648.10 59,114SH DEFINE4 3,700 0 55,414 PARACELSUS HEALTHCARE ESCROW698ESC9C 0.08 820,000SH DEFINE2 0 0 820,000 698ESC9C 4.0240,237,00SH DEFINE4 0 0 40,237,000 PARAMETRIC TECHNOLOGY CORP 69917310 2,778.40 460,000SH DEFINE2 96,700 0 363,300 69917310 48,801.488,079,715SH DEFINE4 2,200 0 8,077,515 PAREXEL INTERNATIONAL CORP 69946210 51.33 3,200SH DEFINE2 0 0 3,200 69946210 0.00 0SH DEFINE4 0 0 0 PARK ELECTROCHEMICAL CORP 70041620 13,025.35 449,150SH DEFINE2 190,500 0 258,650 70041620 9,206.05 317,450SH DEFINE4 0 0 317,450 PARK PLACE ENTERTAINMENT COR70069010 4,611.06 437,067SH DEFINE2 5,317 0 431,750 70069010 26,614.652,522,716SH DEFINE4 432,500 0 2,090,216 PARKER HANNIFIN CORP 70109410 10,235.24 205,115SH DEFINE2 82,400 0 122,715 70109410 141,664.102,838,960SH DEFINE4 88,400 0 2,750,560 PATINA OIL & GAS CORP 70322410 0.00 0SH DEFINE2 0 0 0 70322410 709.20 22,500SH DEFINE4 1,500 0 21,000 PATHMARK STORES INC 70322A10 13,462.06 562,090SH DEFINE2 338,500 0 223,590 70322A10 8,825.58 368,500SH DEFINE4 3,400 0 365,100 PATTERSON-UTI ENERGY INC 70348110 22,730.28 764,300SH DEFINE2 410,800 0 353,500 70348110 77,048.162,590,725SH DEFINE4 0 0 2,590,725 PAXAR CORP 70422710 773.42 45,900SH DEFINE2 0 0 45,900 70422710 0.00 0SH DEFINE4 0 0 0 PAXSON COMMUNICATIONS CORP 70423110 486.35 44,375SH DEFINE2 0 0 44,375 70423110 13,401.501,222,764SH DEFINE4 0 0 1,222,764 PAXSON COMMUNICATIONS WARRAN70423111 7.86 1,747SH DEFINE2 0 0 1,747 70423111 201.60 44,800SH DEFINE4 0 0 44,800 PAYCHEX INC 70432610 9,470.67 238,556SH DEFINE2 37,150 0 201,406 70432610 105,568.062,659,145SH DEFINE4 0 0 2,659,145 PAYLESS SHOWSOURCE INC 70437910 2,405.37 39,400SH DEFINE2 22,200 0 17,200 70437910 6,050.06 99,100SH DEFINE4 0 0 99,100 PEABODY ENERGY CORP 70454910 4,048.69 139,851SH DEFINE2 45,100 0 94,751 70454910 39,122.101,351,368SH DEFINE4 67,923 0 1,283,445 PEDIATRIX MEDICAL GROUP INC 70532410 24,155.03 592,616SH DEFINE2 410,816 0 181,800 70532410 57,665.661,414,761SH DEFINE4 92,600 0 1,322,161 PEETS COFFEE & 70556010 0.00 0SH DEFINE2 0 0 0 70556010 80.10 6,200SH DEFINE4 0 0 6,200 PEGASUS COMMUNICATIONS CORP 70590410 1,968.44 651,800SH DEFINE2 518,700 0 133,100 70590410 1,075.67 356,181SH DEFINE4 4,218 0 351,963 PENINSULA GAMING LLC 7071329A 0.00 0SH DEFINE2 0 0 0 7071329A 0.00 140,840SH DEFINE4 0 0 140,840 PENN NATL GAMING 70756910 220.63 6,300SH DEFINE2 0 0 6,300 70756910 1,232.70 35,200SH DEFINE4 2,200 0 33,000 PENN TREATY AMER 70787410 0.00 0SH DEFINE2 0 0 0 70787410 0.00 0SH DEFINE4 0 0 0 PENNEY J C COMPANY 70816010 22,574.191,090,014SH DEFINE2 357,434 0 732,580 70816010 257,008.5312,409,87SH DEFINE4 349,200 0 12,060,676 PENTAIR INC 70963110 31,479.63 700,014SH DEFINE2 294,759 0 405,255 70963110 54,497.121,211,855SH DEFINE4 132,300 0 1,079,555 PEOPLES BANK BRIDGEPORT 71019810 1,345.89 54,600SH DEFINE2 31,400 0 23,200 71019810 3,303.10 134,000SH DEFINE4 0 0 134,000 PEOPLES ENERGY CORP 71103010 397.74 10,100SH DEFINE2 0 0 10,100 71103010 3,268.54 83,000SH DEFINE4 0 0 83,000 PEOPLESOFT INC 71271310 44,694.421,223,499SH DEFINE2 549,399 0 674,100 71271310 161,527.444,421,775SH DEFINE4 337,925 0 4,083,850 PEP BOYS-MANNY MOE & JACK 71327810 0.00 0SH DEFINE2 0 0 0 71327810 2,048.38 123,100SH DEFINE4 7,900 0 115,200 PEPSI BOTTLING GROUP INC 71340910 121,491.734,696,240SH DEFINE2 2,119,131 0 2,577,109 71340910 332,157.9912,839,50SH DEFINE4 1,368,200 0 11,471,305 PEPSICO INC 71344810 179,088.733,477,451SH DEFINE2 1,346,136 0 2,131,315 71344810 862,532.5616,748,20SH DEFINE4 774,286 0 15,973,919 PER-SE TECHNOLOGIES INC 71356930 3,004.73 248,736SH DEFINE2 146,660 0 102,076 71356930 2,619.22 216,823SH DEFINE4 4,800 0 212,023 PEREGRINE SYSTEMS INC 71366Q10 24,200.322,542,050SH DEFINE2 1,351,710 0 1,190,340 71366Q10 99,544.9910,456,40SH DEFINE4 828,965 0 9,627,441 PEREZ COMPANC SA ADR 71367B10 152.93 18,834SH DEFINE2 18,834 0 0 71367B10 0.00 0SH DEFINE4 0 0 0 PERFORMANCE FOOD GROUP CO 71375510 1,061.45 32,500SH DEFINE2 0 0 32,500 71375510 2,640.56 80,850SH DEFINE4 5,100 0 75,750 PERFORMANCE TECHNOLOGIES INC71376K10 6,248.46 783,015SH DEFINE2 478,900 0 304,115 71376K10 3,307.71 414,500SH DEFINE4 4,900 0 409,600 PERKINELMER INC 71404610 5,944.94 321,348SH DEFINE2 104,728 0 216,620 71404610 40,835.142,207,305SH DEFINE4 253,805 0 1,953,500 PEROT SYSTEMS CORP-CL A 71426510 472.82 23,700SH DEFINE2 0 0 23,700 71426510 2,629.41 131,800SH DEFINE4 8,300 0 123,500 PERRIGO CO 71429010 593.92 49,700SH DEFINE2 0 0 49,700 71429010 5,016.61 419,800SH DEFINE4 26,600 0 393,200 PT TELEKOMUNIKASI INDONESIA 71568410 250.50 30,000SH DEFINE2 0 0 30,000 71568410 15.03 1,800SH DEFINE4 0 0 1,800 PETCO ANIMAL 71601620 4,051.35 171,740SH DEFINE2 415 0 171,325 71601620 16,221.92 687,661SH DEFINE4 120,300 0 567,361 PETROLEO BRASILEIRO S.A. ADR71654V10 7,546.96 302,726SH DEFINE2 0 0 302,726 71654V10 5,608.65 224,976SH DEFINE4 73,665 0 151,311 PETROLEO BRASILEIRO SA ADR 71654V40 318,622.9912,037,13SH DEFINE2 5,657,424 0 6,379,712 71654V40 217,243.428,207,156SH DEFINE4 770,024 0 7,437,132 PETSMART INC 71676810 2,417.75 178,300SH DEFINE2 0 0 178,300 71676810 9,169.75 676,235SH DEFINE4 42,700 0 633,535 PHARMACYCLICS INC 71693310 105.30 13,500SH DEFINE2 0 0 13,500 71693310 582.66 74,700SH DEFINE4 4,700 0 70,000 PFIZER INCORPORATED 71708110 836,835.3821,057,76SH DEFINE2 8,691,610 0 12,366,150 71708110 3,198,909.7080,495,96SH DEFINE4 4,625,809 0 75,870,157 PHARMACEUTICAL PRODUCT DEVEL71712410 9,757.90 279,997SH DEFINE2 189,900 0 90,097 71712410 55,854.231,602,704SH DEFINE4 9,100 0 1,593,604 PHARMACEUTICAL RESOURCES INC71712510 0.00 0SH DEFINE2 0 0 0 71712510 8.92 421SH DEFINE4 0 0 421 PHARMACOPEIA INC 71713B10 94.50 7,100SH DEFINE2 0 0 7,100 71713B10 522.68 39,270SH DEFINE4 2,500 0 36,770 PHARMACIA CORP 71713U10 236,901.045,255,125SH DEFINE2 2,066,258 0 3,188,867 71713U10 1,062,476.5923,568,69SH DEFINE4 1,181,458 0 22,387,233 PHELPS DODGE CORP 71726510 3,698.06 87,840SH DEFINE2 26,400 0 61,440 71726510 8,121.09 192,900SH DEFINE4 0 0 192,900 PHILADELPHIA CONS HLDG CORP 71752810 7,073.65 177,730SH DEFINE2 103,300 0 74,430 71752810 8,883.36 223,200SH DEFINE4 0 0 223,200 PHILADELPHIA SUBURBAN CORP 71800960 0.00 0SH DEFINE2 0 0 0 71800960 7,794.36 331,675SH DEFINE4 0 0 331,675 PHILIP MORRIS COMPANIES INC 71815410 498,550.109,465,542SH DEFINE2 4,336,938 0 5,128,604 71815410 2,807,506.1453,303,70SH DEFINE4 2,289,476 0 51,014,229 PHILIPPINE LONG DISTANCE TEL71825260 891.49 85,720SH DEFINE2 0 0 85,720 71825260 492.96 47,400SH DEFINE4 14,000 0 33,400 PHILLIPS PETROLEUM CO 71850710 21,265.15 338,617SH DEFINE2 49,792 0 288,825 71850710 151,175.112,407,247SH DEFINE4 116,039 0 2,291,208 PHOTON DYNAMICS INC 71936410 21,221.13 417,000SH DEFINE2 256,500 0 160,500 71936410 208.65 4,100SH DEFINE4 0 0 4,100 PHOTRONICS INC 71940510 15,129.52 448,548SH DEFINE2 240,300 0 208,248 71940510 10,606.55 314,455SH DEFINE4 5,965 0 308,490 PIER 1 IMPORTS INC 72027910 20,278.91 984,891SH DEFINE2 384,891 0 600,000 72027910 25,386.301,232,943SH DEFINE4 112,600 0 1,120,343 PINNACLE SYSTEMS INC 72348110 0.00 0SH DEFINE2 0 0 0 72348110 0.00 0SH DEFINE4 0 0 0 PINNACLE WEST CAP CORP 72348410 1,768.65 39,000SH DEFINE2 12,200 0 26,800 72348410 38,470.41 848,300SH DEFINE4 900 0 847,400 PIONEER COMPANIES INC 72364330 227.70 121,438SH DEFINE2 0 0 121,438 72364330 2,822.511,505,340SH DEFINE4 0 0 1,505,340 AP PIONEER NAT RES CO 72378710 1,759.66 78,944SH DEFINE2 369 0 78,575 72378710 13,716.71 615,375SH DEFINE4 107,100 0 508,275 PIONEER STANDARD ELECTRONICS72387710 23,839.211,684,750SH DEFINE2 716,300 0 968,450 72387710 19,386.251,370,053SH DEFINE4 9,249 0 1,360,804 PITNEY BOWES INC 72447910 5,915.64 138,216SH DEFINE2 21,800 0 116,416 72447910 33,810.93 789,975SH DEFINE4 9,777 0 780,198 PITTSTON BRINKS GROUP 72570110 15.06 600SH DEFINE2 0 0 600 72570110 0.00 0SH DEFINE4 0 0 0 PIXAR INC 72581110 220.80 6,000SH DEFINE2 4,900 0 1,100 72581110 8,116.24 220,550SH DEFINE4 300 0 220,250 PLACER DOME INC 72590610 1,149.05 93,800SH DEFINE2 0 0 93,800 72590610 0.00 0SH DEFINE4 0 0 0 PLANAR SYSTEMS INC 72690010 8,577.45 326,760SH DEFINE2 201,400 0 125,360 72690010 353.06 13,450SH DEFINE4 850 0 12,600 PLANTRONICS INC NEW 72749310 6,204.87 296,600SH DEFINE2 236,200 0 60,400 72749310 0.00 0SH DEFINE4 0 0 0 PLEXUS CORP 72913210 0.61 26SH DEFINE2 26 0 0 72913210 6,548.88 277,495SH DEFINE4 51,532 0 225,963 PLIANT CORP-WT 144A P/P 72913611 0.72 360SH DEFINE2 0 0 360 72913611 21.14 10,570SH DEFINE4 0 0 10,570 PLUM CREEK TIMBR 72925110 1,550.86 52,200SH DEFINE2 0 0 52,200 72925110 0.00 0SH DEFINE4 0 0 0 PLUMTREE P/P E (PRIVATE) 7293PM9A 210.00 20,833SH DEFINE2 0 0 20,833 7293PM9A 3,990.01 395,834SH DEFINE4 0 0 395,834 POHANG IRON & STEEL-SPON ADR73045010 76,256.832,916,131SH DEFINE2 1,565,143 0 1,350,988 73045010 55,986.782,140,986SH DEFINE4 217,231 0 1,923,755 POLARIS INDUSTRIES INC 73106810 0.00 0SH DEFINE2 0 0 0 73106810 0.00 0SH DEFINE4 0 0 0 POLO RALPH LAUREN CORP 73157210 17.51 600SH DEFINE2 0 0 600 73157210 0.00 0SH DEFINE4 0 0 0 POLYCOM INC 73172K10 1,916.34 77,900SH DEFINE2 19,200 0 58,700 73172K10 36,289.921,475,200SH DEFINE4 0 0 1,475,200 POLYMEDICA CORP 73173810 0.00 0SH DEFINE2 0 0 0 73173810 0.00 0SH DEFINE4 0 0 0 POLYONE CORPORATION 73179P10 29,190.952,392,701SH DEFINE2 1,136,819 0 1,255,882 73179P10 19,235.741,576,700SH DEFINE4 9,300 0 1,567,400 POMEROY COMPUTER 73182210 80.45 5,300SH DEFINE2 0 0 5,300 73182210 0.00 0SH DEFINE4 0 0 0 PORTUGAL TELECOM S.A. ADR 73727310 0.00 0SH DEFINE2 0 0 0 73727310 9,123.231,237,888SH DEFINE4 0 0 1,237,888 POSSIS MEDICAL INC 73740710 508.26 25,800SH DEFINE2 0 0 25,800 73740710 2,819.07 143,100SH DEFINE4 9,100 0 134,000 POST PROPERTIES INC 73746410 981.12 29,200SH DEFINE2 0 0 29,200 73746410 6,780.48 201,800SH DEFINE4 2,100 0 199,700 POTASH CORP OF SASKATCHEWAN 73755L10 78.31 1,200SH DEFINE2 1,200 0 0 73755L10 0.00 0SH DEFINE4 0 0 0 POTOMAC ELECTRIC POWER CO 73767910 0.00 0SH DEFINE2 0 0 0 73767910 39.70 1,700SH DEFINE4 200 0 1,500 POWELL INDS INC 73912810 0.00 0SH DEFINE2 0 0 0 73912810 66.63 3,000SH DEFINE4 0 0 3,000 POWER INTEGRATIONS INC 73927610 6,545.58 343,600SH DEFINE2 273,400 0 70,200 73927610 114.30 6,000SH DEFINE4 0 0 6,000 POWER ONE INC 73930810 184.05 22,500SH DEFINE2 0 0 22,500 73930810 3,847.71 470,380SH DEFINE4 0 0 470,380 PRAXAIR INC 74005P10 2,852.46 47,700SH DEFINE2 1,800 0 45,900 74005P10 0.00 0SH DEFINE4 0 0 0 PRECISION CASTPARTS CORP 74018910 247.87 7,000SH DEFINE2 0 0 7,000 74018910 5,116.75 144,500SH DEFINE4 0 0 144,500 PREMIUM HOLDINGS LP 144A STK7405A99K 0.00 0SH DEFINE2 0 0 0 7405A99K 318.89 15,185SH DEFINE4 0 0 15,185 PRENTISS PPTY TR 74070610 0.00 0SH DEFINE2 0 0 0 74070610 720.29 24,400SH DEFINE4 1,600 0 22,800 PRESIDENTIAL LIFE CORP 74088410 21,684.89 953,182SH DEFINE2 407,182 0 546,000 74088410 11,893.70 522,800SH DEFINE4 0 0 522,800 PRESSTEK INC 74111310 135.72 23,400SH DEFINE2 0 0 23,400 74111310 1,862.96 321,200SH DEFINE4 2,800 0 318,400 PRICE COMM 74143730 0.00 0SH DEFINE2 0 0 0 74143730 15.88 900SH DEFINE4 0 0 900 T ROWE PRICE GROUP INC 74144T10 20,842.77 535,391SH DEFINE2 37,550 0 497,841 74144T10 105,533.552,710,854SH DEFINE4 20,429 0 2,690,425 PRIDE INTERNATIONAL INC 74153Q10 7,079.79 445,270SH DEFINE2 268,200 0 177,070 74153Q10 8,173.13 514,033SH DEFINE4 635 0 513,399 PROBUSINESS SERVICES INC 74267410 2,779.29 128,850SH DEFINE2 102,500 0 26,350 74267410 0.00 0SH DEFINE4 0 0 0 PROCTER & GAMBLE CO 74271810 59,985.98 665,845SH DEFINE2 96,273 0 569,572 74271810 461,262.965,120,024SH DEFINE4 59,287 0 5,060,737 PROGENICS PHARM 74318710 3,376.50 225,100SH DEFINE2 169,500 0 55,600 74318710 0.00 0SH DEFINE4 0 0 0 PROGRESS ENERGY INC 74326310 53,244.961,064,048SH DEFINE2 429,380 0 634,668 74326310 498,858.329,969,191SH DEFINE4 324,365 0 9,644,826 PROGRESSIVE CORP OHIO 74331510 3,944.73 23,675SH DEFINE2 100 0 23,575 74331510 0.00 0SH DEFINE4 0 0 0 PROTECTIVE LIFE CORP 74367410 0.00 0SH DEFINE2 0 0 0 74367410 24.94 800SH DEFINE4 200 0 600 PROTEIN DESIGN LABS INC 74369L10 688.71 40,205SH DEFINE2 17,800 0 22,405 74369L10 42,514.182,481,855SH DEFINE4 33,285 0 2,448,570 PROVIDENT BANKSHARES CORP 74385910 16,120.08 671,670SH DEFINE2 284,853 0 386,817 74385910 11,666.57 486,107SH DEFINE4 5,300 0 480,807 PROVINCE HEALTHCARE CO 74397710 8,037.81 253,000SH DEFINE2 191,650 0 61,350 74397710 29,302.11 922,320SH DEFINE4 0 0 922,320 PROVIDIAN FINANCIAL CORP 74406A10 36,120.214,784,133SH DEFINE2 2,847,596 0 1,936,537 74406A10 101,004.5013,378,08SH DEFINE4 110,647 0 13,267,433 PSINET INC 74437C10 0.11 8,083SH DEFINE2 0 0 8,083 74437C10 1.51 107,595SH DEFINE4 0 0 107,595 PUBLIC SERVICE ENTERPRISE GR74457310 3,147.65 68,726SH DEFINE2 2,600 0 66,126 74457310 69,999.121,528,365SH DEFINE4 19,200 0 1,509,165 PUGET ENERGY 74531010 0.00 0SH DEFINE2 0 0 0 74531010 4,222.45 203,100SH DEFINE4 100 0 203,000 PULTE HOMES INC 74586710 823.02 17,200SH DEFINE2 0 0 17,200 74586710 0.00 0SH DEFINE4 0 0 0 QLT INC 74692710 15.35 900SH DEFINE2 900 0 0 74692710 0.00 0SH DEFINE4 0 0 0 QLOGIC CORP 74727710 42,265.27 853,499SH DEFINE2 396,312 0 457,187 74727710 354,894.697,166,694SH DEFINE4 192,380 0 6,974,314 QUAKER CITY BNCP 74731K10 28.51 900SH DEFINE2 0 0 900 74731K10 0.00 0SH DEFINE4 0 0 0 QUALCOMM INC 74752510 76,339.112,028,138SH DEFINE2 926,141 0 1,101,997 74752510 315,147.378,372,672SH DEFINE4 435,700 0 7,936,972 QUANEX CORP 74762010 17,556.88 494,560SH DEFINE2 211,560 0 283,000 74762010 20,521.87 578,081SH DEFINE4 7,760 0 570,321 QUANTUM CORP-DLT AND STORAGE74790620 1,463.84 183,900SH DEFINE2 106,900 0 77,000 74790620 4,657.94 585,169SH DEFINE4 2,809 0 582,360 QUEST DIAGNOSTICS INC 74834L10 29,778.44 359,426SH DEFINE2 180,840 0 178,586 74834L10 307,150.953,707,314SH DEFINE4 117,410 0 3,589,903 QUEST SOFTWARE INC 74834T10 3,632.44 240,400SH DEFINE2 22,900 0 217,500 74834T10 42,381.162,804,842SH DEFINE4 0 0 2,804,842 QUICKSILVER RES 74837R10 7,190.72 312,640SH DEFINE2 190,100 0 122,540 74837R10 2,684.10 116,700SH DEFINE4 0 0 116,700 QUINTILES TRANSNATIONAL CORP74876710 686.22 38,660SH DEFINE2 0 0 38,660 74876710 79.88 4,500SH DEFINE4 300 0 4,200 QUORUM BROADCAST HOLDINGS-CL7489QB9A 165.05 165SH DEFINE2 0 0 165 7489QB9A 4,369.71 4,370SH DEFINE4 0 0 4,370 QUIXOTE CORP 74905610 4,974.36 266,700SH DEFINE2 212,300 0 54,400 74905610 66.21 3,550SH DEFINE4 0 0 3,550 QWEST COMMUNICATIONS INTL 74912110 14,225.781,730,630SH DEFINE2 531,900 0 1,198,730 74912110 90,516.6811,011,76SH DEFINE4 300,800 0 10,710,962 R & G FINANCIAL 74913610 25.91 1,300SH DEFINE2 0 0 1,300 74913610 0.00 0SH DEFINE4 0 0 0 RCN CORPORATION 74936110 2.09 1,482SH DEFINE2 0 0 1,482 74936110 4.66 3,303SH DEFINE4 0 0 3,303 RPM INC/OHIO 74968510 14,635.04 941,160SH DEFINE2 563,100 0 378,060 74968510 9,194.72 591,300SH DEFINE4 0 0 591,300 RF MICRO DEVICES INC 74994110 28,089.561,569,249SH DEFINE2 874,691 0 694,558 74994110 146,047.148,159,058SH DEFINE4 394,941 0 7,764,117 RADIAN GROUP INC 75023610 4,538.43 92,470SH DEFINE2 51,375 0 41,095 75023610 94,122.971,917,746SH DEFINE4 61,400 0 1,856,346 RADIO ONE INC 75040P10 0.00 0SH DEFINE2 0 0 0 75040P10 18,443.56 847,590SH DEFINE4 0 0 847,590 RADIO ONE -CL D NON-VOTING 75040P40 9,333.86 453,100SH DEFINE2 343,000 0 110,100 75040P40 67,049.103,254,811SH DEFINE4 8,061 0 3,246,750 RADIOSHACK CORP 75043810 9,912.45 329,975SH DEFINE2 133,030 0 196,945 75043810 42,728.541,422,388SH DEFINE4 123,100 0 1,299,288 RADISYS CORP 75045910 2,493.93 138,475SH DEFINE2 564 0 137,911 75045910 16,694.19 926,940SH DEFINE4 168,700 0 758,240 RAILAMERICA INC 75075310 10,736.191,020,550SH DEFINE2 632,700 0 387,850 75075310 0.00 0SH DEFINE4 0 0 0 RAIL AMERICA 2 P/P (PRIVATE)75075390 0.00 0SH DEFINE2 0 0 0 75075390 2,104.00 200,000SH DEFINE4 0 0 200,000 RAIL AMERICA INC P/P (PRIVAT7507539A 0.00 0SH DEFINE2 0 0 0 7507539A 5,260.00 500,000SH DEFINE4 0 0 500,000 RAINBOW TECHNOLOGIES INC 75086210 792.73 78,800SH DEFINE2 0 0 78,800 75086210 0.00 0SH DEFINE4 0 0 0 RAINDANCE COMMUNICATIONS INC75086X10 68.75 19,700SH DEFINE2 0 0 19,700 75086X10 0.00 0SH DEFINE4 0 0 0 RAMBUS INC 75091710 912.21 117,100SH DEFINE2 0 0 117,100 75091710 562.44 72,200SH DEFINE4 4,600 0 67,600 RALCORP HLDGS INC NEW 75102810 0.00 0SH DEFINE2 0 0 0 75102810 0.00 0SH DEFINE4 0 0 0 RANGE RESOURCES CORP 75281A10 12,543.402,416,840SH DEFINE2 1,020,147 0 1,396,693 75281A10 10,526.882,028,300SH DEFINE4 10,200 0 2,018,100 RATIONAL SOFTWARE CORP 75409P20 1,145.30 72,350SH DEFINE2 14,200 0 58,150 75409P20 8,332.60 526,380SH DEFINE4 0 0 526,380 RAYOVAC CORP 75508110 7,045.05 455,990SH DEFINE2 274,600 0 181,390 75508110 4,003.10 259,100SH DEFINE4 0 0 259,100 RAYTHEON COMPANY 75511150 16,760.88 408,304SH DEFINE2 224,354 0 183,950 75511150 162,136.223,949,725SH DEFINE4 4,537 0 3,945,188 READ-RITE 75524610 191.26 62,300SH DEFINE2 0 0 62,300 75524610 1,062.83 346,200SH DEFINE4 21,900 0 324,300 READERS DIGEST ASSN CL A 75526710 31.37 1,400SH DEFINE2 1,400 0 0 75526710 0.00 0SH DEFINE4 0 0 0 RED HAT INC 75657710 75.93 13,300SH DEFINE2 0 0 13,300 75657710 421.32 73,800SH DEFINE4 4,700 0 69,100 REDBACK NETWORKS 75720910 0.00 0SH DEFINE2 0 0 0 75720910 148.40 43,648SH DEFINE4 393 0 43,255 REEBOK INTERNATIONAL LTD 75811010 2,139.02 79,135SH DEFINE2 49,785 0 29,350 75811010 61,859.672,288,556SH DEFINE4 493 0 2,288,063 REGAL BELOIT CORP 75875010 10,050.60 393,370SH DEFINE2 165,270 0 228,100 75875010 7,739.10 302,900SH DEFINE4 0 0 302,900 REGENT COMMUNICATIONS INC 75886510 6,728.78 816,600SH DEFINE2 626,500 0 190,100 75886510 2,753.14 334,119SH DEFINE4 0 0 334,119 REGIS CORP 75893210 14,160.74 504,300SH DEFINE2 216,600 0 287,700 75893210 6,501.08 231,520SH DEFINE4 1,150 0 230,370 REGIONS FINANCIAL CORP 75894010 2,232.75 65,000SH DEFINE2 0 0 65,000 75894010 113.36 3,300SH DEFINE4 300 0 3,000 REGISTER.COM 75914G10 440.02 49,000SH DEFINE2 0 0 49,000 75914G10 3,069.90 341,860SH DEFINE4 21,700 0 320,160 REINSURANCE GROUP AMER INC 75935110 0.00 0SH DEFINE2 0 0 0 75935110 18.79 600SH DEFINE4 100 0 500 RELIANCE STEEL AND ALMIMINUM75950910 8,857.77 321,050SH DEFINE2 195,600 0 125,450 75950910 4,025.38 145,900SH DEFINE4 2,200 0 143,700 RELIANT ENERGY INC 75952J10 63,033.032,444,088SH DEFINE2 1,009,195 0 1,434,893 75952J10 480,697.0818,638,89SH DEFINE4 453,745 0 18,185,149 REMEDYTEMP INC-CL A 75954910 7,302.44 462,180SH DEFINE2 282,000 0 180,180 75954910 3,419.12 216,400SH DEFINE4 0 0 216,400 REMINGTON OIL 75959430 15,259.31 756,910SH DEFINE2 457,200 0 299,710 75959430 8,364.38 414,900SH DEFINE4 0 0 414,900 RENAL CARE GROUP INC SEDOL 275993010 3.28 100SH DEFINE2 0 0 100 75993010 8,131.12 247,900SH DEFINE4 1,400 0 246,500 RENT-A CENTER INC 76009N10 464.92 9,100SH DEFINE2 0 0 9,100 76009N10 2,590.67 50,708SH DEFINE4 3,200 0 47,508 REPUBLIC BNCRP-A 76028120 0.00 0SH DEFINE2 0 0 0 76028120 0.00 0SH DEFINE4 0 0 0 REPUBIC BANCORP INC 76028210 9,069.98 647,856SH DEFINE2 395,611 0 252,245 76028210 6,678.06 477,004SH DEFINE4 12,520 0 464,484 REPUBLIC SERVICES INC-CL A 76075910 8,683.79 464,871SH DEFINE2 225,500 0 239,371 76075910 111,783.945,984,151SH DEFINE4 186,619 0 5,797,532 RESEARCH IN MOTION 76097510 31.49 1,134SH DEFINE2 0 0 1,134 76097510 770.20 27,735SH DEFINE4 0 0 27,735 RESTORATION HARDWARE INC 76098110 0.00 0SH DEFINE2 0 0 0 76098110 137.50 11,000SH DEFINE4 0 0 11,000 RESMED INC 76115210 4,085.23 101,800SH DEFINE2 80,900 0 20,900 76115210 9,684.77 241,335SH DEFINE4 5 0 241,330 RESOURCES CONNECTION INC 76122Q10 6,882.45 237,900SH DEFINE2 176,800 0 61,100 76122Q10 6,940.31 239,900SH DEFINE4 0 0 239,900 RESPIRONICS INC 76123010 11,405.12 352,010SH DEFINE2 261,500 0 90,510 76123010 46,556.921,436,942SH DEFINE4 6,950 0 1,429,992 RETEK INC 76128Q10 1,421.44 54,150SH DEFINE2 45,100 0 9,050 76128Q10 19,379.69 738,274SH DEFINE4 31,192 0 707,082 REYNOLDS AND REYNOLDS CO CL 76169510 0.00 0SH DEFINE2 0 0 0 76169510 99.00 3,300SH DEFINE4 300 0 3,000 RJ REYNOLDS TOBACCO HOLDINGS76182K10 4,520.26 69,811SH DEFINE2 9,700 0 60,111 76182K10 31,131.93 480,802SH DEFINE4 700 0 480,102 RIGHT MANAGEMENT CONSULTANTS76657310 2,259.81 89,250SH DEFINE2 0 0 89,250 76657310 4,296.80 169,700SH DEFINE4 10,650 0 159,050 RIO TINTO PLC-SPON ADR 76720410 9.04 113SH DEFINE2 0 0 113 76720410 118.56 1,482SH DEFINE4 0 0 1,482 RITE AID CORP 76775410 24,928.237,204,690SH DEFINE2 3,951,518 0 3,253,172 76775410 105,644.9130,533,21SH DEFINE4 864,699 0 29,668,511 RIVERDEEP GROUP PLC-SPON ADR76870Q10 0.00 0SH DEFINE2 0 0 0 76870Q10 23.69 1,060SH DEFINE4 0 0 1,060 RIVERSTONE NETWORKS INC 76932010 579.60 96,600SH DEFINE2 0 0 96,600 76932010 3,294.72 549,120SH DEFINE4 410 0 548,710 ROBERT HALF INTL INC 77032310 7,521.70 254,800SH DEFINE2 76,100 0 178,700 77032310 80,167.462,715,700SH DEFINE4 0 0 2,715,700 ROCK-TENN CO CL A 77273920 47.19 2,200SH DEFINE2 0 0 2,200 77273920 645.65 30,100SH DEFINE4 1,900 0 28,200 ROCKWELL AUTOMATION INC 77390310 6,334.35 315,770SH DEFINE2 120,900 0 194,870 77390310 46,396.012,312,862SH DEFINE4 38,052 0 2,274,810 ROCKWELL COLLINS 77434110 4,519.68 179,210SH DEFINE2 59,200 0 120,010 77434110 124,416.264,933,238SH DEFINE4 60,252 0 4,872,986 ROGERS COMM-B 77510990 51.66 3,780SH DEFINE2 0 0 3,780 77510990 1,606.28 117,539SH DEFINE4 0 0 117,539 ROHM & HAAS COMPANY 77537110 6,187.99 146,392SH DEFINE2 57,600 0 88,792 77537110 103,775.562,455,064SH DEFINE4 33,453 0 2,421,611 ROPER INDUSTRIES INC 77669610 646.62 13,000SH DEFINE2 0 0 13,000 77669610 15,327.13 308,145SH DEFINE4 0 0 308,145 ROSS STORES INC 77829610 135.24 3,575SH DEFINE2 0 0 3,575 77829610 26,263.70 694,256SH DEFINE4 17,165 0 677,091 ROSTELECOM-SPONSORED ADR 77852910 20.10 2,600SH DEFINE2 2,600 0 0 77852910 0.00 0SH DEFINE4 0 0 0 ROWAN COMPANIES INC 77938210 9,515.38 412,994SH DEFINE2 297,225 0 115,769 77938210 10,961.53 475,761SH DEFINE4 156,300 0 319,461 ROXIO INC 78000810 270.01 11,900SH DEFINE2 0 0 11,900 78000810 1,497.54 66,000SH DEFINE4 4,200 0 61,800 ROYAL DUTCH PETRO NY ADR 78025780 206,095.243,794,095SH DEFINE2 1,298,719 0 2,495,376 78025780 1,414,235.3226,035,26SH DEFINE4 1,148,290 0 24,886,970 RUDDICK CORP 78125810 11,155.22 670,386SH DEFINE2 281,786 0 388,600 78125810 10,015.62 601,900SH DEFINE4 3,500 0 598,400 RURAL CELLULAR CORP CL A 78190410 35.39 7,900SH DEFINE2 0 0 7,900 78190410 308.00 68,750SH DEFINE4 4,350 0 64,400 RUSS BERRIE AND COMPANY INC 78223310 48.30 1,500SH DEFINE2 0 0 1,500 78223310 0.00 0SH DEFINE4 0 0 0 RYANAIR HOLDINGS ADR 78351310 9,471.16 315,600SH DEFINE2 77,400 0 238,200 78351310 200,240.836,672,470SH DEFINE4 0 0 6,672,470 RYDER SYSTEM INC 78354910 511.04 17,300SH DEFINE2 0 0 17,300 78354910 0.00 0SH DEFINE4 0 0 0 RYERSON TULL INC 78375P10 37.23 3,400SH DEFINE2 0 0 3,400 78375P10 2,373.96 216,800SH DEFINE4 13,800 0 203,000 RYLAND GROUP INC 78376410 0.00 0SH DEFINE2 0 0 0 78376410 1,731.84 19,200SH DEFINE4 1,200 0 18,000 SBC COMMUNICATIONS INC 78387G10 227,234.596,069,300SH DEFINE2 1,900,535 0 4,168,765 78387G10 1,673,408.2144,695,73SH DEFINE4 1,488,391 0 43,207,341 SBS TECHMOLOGIES INC 78387P10 2,176.54 170,308SH DEFINE2 803 0 169,505 78387P10 15,044.761,177,211SH DEFINE4 229,000 0 948,211 SEI CORP 78411710 13,746.29 321,100SH DEFINE2 174,500 0 146,600 78411710 41,524.33 969,968SH DEFINE4 82,100 0 887,868 SK TELECOM CO LTD ADR 78440P10 124,539.005,062,561SH DEFINE2 2,808,864 0 2,253,697 78440P10 47,910.301,947,573SH DEFINE4 388,113 0 1,559,460 SL GREEN REALTY 78440X10 0.00 0SH DEFINE2 0 0 0 78440X10 688.80 20,500SH DEFINE4 1,300 0 19,200 S & P 500 DEPOSITORY 78462F10 3,650.44 31,876SH DEFINE2 232 0 31,644 78462F10 11,900.23 103,914SH DEFINE4 8,002 0 95,912 SPX CORP 78463510 198.21 1,400SH DEFINE2 0 0 1,400 78463510 5,755.23 40,650SH DEFINE4 0 0 40,650 S1 CORPORATION 78463B10 318.06 20,600SH DEFINE2 0 0 20,600 78463B10 3,138.49 203,270SH DEFINE4 12,900 0 190,370 SWS GROUP INC SEDOL 2857453 78503N10 2,918.63 144,130SH DEFINE2 82,300 0 61,830 78503N10 1,828.58 90,300SH DEFINE4 0 0 90,300 SABRE HOLDINGS CORP 78590510 26,090.99 558,574SH DEFINE2 35,150 0 523,424 78590510 145,528.093,115,566SH DEFINE4 21,995 0 3,093,571 SAFECO CORPORATION 78642910 1,198.30 37,400SH DEFINE2 900 0 36,500 78642910 0.00 0SH DEFINE4 0 0 0 SAFEGUARD SCIENTIFICS INC 78644910 0.00 0SH DEFINE2 0 0 0 78644910 2,459.06 816,965SH DEFINE4 35,196 0 781,769 SAFETY COMPONENTS INTL INC 78647420 660.22 120,040SH DEFINE2 0 0 120,040 78647420 7,374.831,340,879SH DEFINE4 0 0 1,340,879 SAFEWAY INC 78651420 8,822.21 195,962SH DEFINE2 37,100 0 158,862 78651420 101,403.052,252,400SH DEFINE4 32,992 0 2,219,408 SAGA COMMUNICATIONS CLASS A 78659810 10,223.31 405,687SH DEFINE2 329,287 0 76,400 78659810 0.00 0SH DEFINE4 0 0 0 ST JUDE MEDICAL INC 79084910 14,283.86 185,144SH DEFINE2 93,390 0 91,754 79084910 99,062.841,284,029SH DEFINE4 53,776 0 1,230,253 ST MARY LAND AND EXPLORATION79222810 17,938.97 826,300SH DEFINE2 352,900 0 473,400 79222810 9,697.86 446,700SH DEFINE4 0 0 446,700 ST PAUL COMPANIES INC 79286010 2,823.63 61,584SH DEFINE2 2,400 0 59,184 79286010 614.39 13,400SH DEFINE4 300 0 13,100 SANDERSON FARMS 80001310 45.90 1,700SH DEFINE2 0 0 1,700 80001310 1,190.70 44,100SH DEFINE4 2,800 0 41,300 SANDISK CORP 80004C10 2,881.76 132,800SH DEFINE2 38,900 0 93,900 80004C10 3,623.90 167,000SH DEFINE4 0 0 167,000 SANGAMO BIOSCIENCES INC 80067710 3.97 430SH DEFINE2 430 0 0 80067710 5,891.75 637,635SH DEFINE4 116,400 0 521,235 SANMINA CORPORATION 80090710 71,842.466,114,252SH DEFINE2 2,511,888 0 3,602,364 80090710 84,714.897,209,778SH DEFINE4 991,158 0 6,218,620 SAP AG-SPONS ADR 80305420 0.00 0SH DEFINE2 0 0 0 80305420 0.63 17SH DEFINE4 0 0 17 SAPIENT CORP 80306210 171.48 36,100SH DEFINE2 0 0 36,100 80306210 0.00 0SH DEFINE4 0 0 0 SAPPI LTD SPONSORED ADR 80306920 0.00 0SH DEFINE2 0 0 0 80306920 6,021.48 449,700SH DEFINE4 0 0 449,700 SARA LEE CORPORATION 80311110 8,420.48 405,611SH DEFINE2 84,200 0 321,411 80311110 174,673.178,413,929SH DEFINE4 82,773 0 8,331,156 SATYAM COMPUTER SERVICES-ADR80409810 55.00 4,400SH DEFINE2 0 0 4,400 80409810 10.00 800SH DEFINE4 0 0 800 SAXON CAPITAL IN 80556P30 0.00 0SH DEFINE2 0 0 0 80556P30 11,725.90 793,900SH DEFINE4 0 0 793,900 SCANA CORP 80589M10 4,897.65 160,054SH DEFINE2 295 0 159,759 80589M10 14,954.99 488,725SH DEFINE4 82,500 0 406,225 SCANSOURCE INC 80603710 8,830.82 146,900SH DEFINE2 103,600 0 43,300 80603710 528.23 8,787SH DEFINE4 550 0 8,237 HENRY SCHEIN INC 80640710 35.24 800SH DEFINE2 0 0 800 80640710 6,289.77 142,787SH DEFINE4 1,600 0 141,187 SCHERING PLOUGH CORP 80660510 229,325.337,326,688SH DEFINE2 3,282,752 0 4,043,936 80660510 1,365,515.4943,626,69SH DEFINE4 2,040,818 0 41,585,875 SCHLUMBERGER LTD 80685710 22,142.44 376,444SH DEFINE2 55,300 0 321,144 80685710 279,112.664,745,200SH DEFINE4 99,775 0 4,645,425 SCHOLASTIC CORP 80706610 281.79 5,200SH DEFINE2 0 0 5,200 80706610 1,211.42 22,355SH DEFINE4 1,425 0 20,930 SCHWAB (CHARLES) CORP 80851310 5,701.68 435,575SH DEFINE2 35,150 0 400,425 80851310 7,987.23 610,178SH DEFINE4 2,000 0 608,178 SCHWEITZER-MAUDUIT INTL INC 80854110 0.00 0SH DEFINE2 0 0 0 80854110 0.00 0SH DEFINE4 0 0 0 SCIENTIFIC ATLANTA INC 80865510 8,596.80 372,156SH DEFINE2 64,700 0 307,456 80865510 22,081.43 955,906SH DEFINE4 200 0 955,706 SCIOS INC 80890510 18,426.79 636,944SH DEFINE2 391,258 0 245,686 80890510 73,256.232,532,189SH DEFINE4 27,316 0 2,504,873 SCITEX CORP LTD 80909010 14.99 4,700SH DEFINE2 4,700 0 0 80909010 0.00 0SH DEFINE4 0 0 0 SCOTTISH POWER PLC ADR 81013T70 15.71 768SH DEFINE2 0 0 768 81013T70 170.51 8,338SH DEFINE4 0 0 8,338 SCRIPPS CO W E CLA 81105420 0.00 0SH DEFINE2 0 0 0 81105420 197.09 2,400SH DEFINE4 0 0 2,400 SEACHANGE INTERNATIONAL INC 81169910 4,580.54 301,550SH DEFINE2 239,950 0 61,600 81169910 0.00 0SH DEFINE4 0 0 0 SEACOAST FINL 81170Q10 0.00 0SH DEFINE2 0 0 0 81170Q10 0.00 0SH DEFINE4 0 0 0 SEALED AIR CORP (NEW) 81211K10 2,787.23 59,202SH DEFINE2 19,800 0 39,402 81211K10 22,996.04 488,446SH DEFINE4 7,002 0 481,444 SEARS ROEBUCK AND COMPANY 81238710 5,188.27 101,195SH DEFINE2 4,080 0 97,115 81238710 1,230.48 24,000SH DEFINE4 700 0 23,300 SECURITY CAPITAL GROUP-B 81413P20 0.00 0SH DEFINE2 0 0 0 81413P20 216.62 8,505SH DEFINE4 500 0 8,005 SEEBEYOND TECHNOLOGY CORP 81570410 1,640.16 214,400SH DEFINE2 0 0 214,400 81570410 2,413.99 315,554SH DEFINE4 0 0 315,554 SEITEL INC 81607430 2,993.88 327,200SH DEFINE2 260,500 0 66,700 81607430 40.26 4,400SH DEFINE4 0 0 4,400 SELECT MEDICAL 81619610 1,144.72 71,500SH DEFINE2 0 0 71,500 81619610 1,440.12 89,951SH DEFINE4 5,500 0 84,451 SEMTECH CORP 81685010 24,505.26 671,377SH DEFINE2 288,230 0 383,147 81685010 195,265.265,349,733SH DEFINE4 104,490 0 5,245,243 AP SEMPRA ENERGY 81685110 1,932.40 76,835SH DEFINE2 1,800 0 75,035 81685110 41,582.231,653,369SH DEFINE4 27,794 0 1,625,575 SEMITOOL INC 81690910 200.35 15,400SH DEFINE2 0 0 15,400 81690910 1,114.05 85,630SH DEFINE4 5,400 0 80,230 SENIOR HOUSING PROPERTIES TR81721M10 0.00 0SH DEFINE2 0 0 0 81721M10 0.00 0SH DEFINE4 0 0 0 SEPRACOR 81731510 2.62 135SH DEFINE2 0 0 135 81731510 2,872.58 148,071SH DEFINE4 800 0 147,271 SEQUENOM INC 81733710 214.59 31,100SH DEFINE2 0 0 31,100 81733710 1,193.01 172,900SH DEFINE4 10,900 0 162,000 SERENA SOFTWARE INC 81749210 0.00 0SH DEFINE2 0 0 0 81749210 0.00 0SH DEFINE4 0 0 0 SEROLOGICALS CORP 81752310 21,421.221,367,021SH DEFINE2 952,800 0 414,221 81752310 19,455.871,241,600SH DEFINE4 4,700 0 1,236,900 SERVICE CORP INTL 81756510 4,224.79 797,130SH DEFINE2 340,941 0 456,189 81756510 139,050.4426,235,93SH DEFINE4 521,292 0 25,714,640 SERVICEMASTER COMPANY 81760N10 40,843.762,970,455SH DEFINE2 1,264,943 0 1,705,512 81760N10 60,084.824,369,805SH DEFINE4 535,400 0 3,834,405 7-ELEVEN INC 81782620 194.01 17,400SH DEFINE2 0 0 17,400 81782620 1,079.32 96,800SH DEFINE4 6,100 0 90,700 SHARPER IMAGE CORP 82001310 30.25 1,760SH DEFINE2 0 0 1,760 82001310 0.00 0SH DEFINE4 0 0 0 SHAW GROUP INC 82028010 195.25 7,100SH DEFINE2 0 0 7,100 82028010 1,101.93 40,070SH DEFINE4 2,500 0 37,570 SHELL TRANSPORT 7E 7E/38 7E82270360 27.68 625SH DEFINE2 0 0 625 82270360 258.68 5,842SH DEFINE4 0 0 5,842 SHERWIN WILLIAMS CO 82434810 3,261.44 114,517SH DEFINE2 37,600 0 76,917 82434810 4,152.38 145,800SH DEFINE4 300 0 145,500 SHIRE PHARMACEUTICALS GRP-AD82481R10 12,348.28 526,108SH DEFINE2 274,356 0 251,752 82481R10 105,890.364,511,540SH DEFINE4 165,085 0 4,346,455 SHOPKO STORES INC 82491110 30.77 1,700SH DEFINE2 0 0 1,700 82491110 1,621.76 89,600SH DEFINE4 5,800 0 83,800 SHUFFLE MASTER INC 82554910 1,617.68 78,300SH DEFINE2 62,300 0 16,000 82554910 35.12 1,700SH DEFINE4 0 0 1,700 SICOR INC 82584610 449.94 26,343SH DEFINE2 10,700 0 15,643 82584610 12,142.55 710,922SH DEFINE4 1,200 0 709,722 SIEBEL SYSTEMS INC 82617010 42,341.701,298,427SH DEFINE2 540,030 0 758,397 82617010 242,562.387,438,282SH DEFINE4 186,000 0 7,252,282 SIERRA HEALTH SERVICES 82632210 35.32 2,700SH DEFINE2 0 0 2,700 82632210 1,054.25 80,600SH DEFINE4 5,200 0 75,400 SIERRA PACIFIC RESOURCES 82642810 36,266.722,403,361SH DEFINE2 1,352,361 0 1,051,000 82642810 59,841.593,965,645SH DEFINE4 310,715 0 3,654,930 SIGMA ALDRICH CORP 82655210 981.46 20,900SH DEFINE2 0 0 20,900 82655210 568.22 12,100SH DEFINE4 0 0 12,100 SILICON LABORATORIES INC 82691910 26,988.59 763,900SH DEFINE2 445,500 0 318,400 82691910 79,275.572,243,860SH DEFINE4 3,800 0 2,240,060 SILGAN HOLDINGS 82704810 0.00 0SH DEFINE2 0 0 0 82704810 564.97 16,900SH DEFINE4 1,100 0 15,800 SILICON GRAPHICS 82705610 8,473.651,993,800SH DEFINE2 1,197,200 0 796,600 82705610 7,215.551,697,776SH DEFINE4 32,600 0 1,665,176 SILICON STORAGE TECHNOLOGY 82705710 4,547.05 431,000SH DEFINE2 259,600 0 171,400 82705710 2,539.39 240,700SH DEFINE4 0 0 240,700 SIMON PROPERTY GROUP INC REI82880610 26.10 800SH DEFINE2 800 0 0 82880610 0.00 0SH DEFINE4 0 0 0 SIMPLEX SOLUTION 82885410 72.49 7,300SH DEFINE2 0 0 7,300 82885410 402.17 40,500SH DEFINE4 2,600 0 37,900 SINCLAIR BROADCAST GROUP INC82922610 18,359.131,354,917SH DEFINE2 742,212 0 612,705 82922610 54,175.703,998,207SH DEFINE4 360,599 0 3,637,608 SIRENZA MICRODEVICES INC 82966T10 4,054.70 748,100SH DEFINE2 596,400 0 151,700 82966T10 68.83 12,700SH DEFINE4 0 0 12,700 SIRIUS SATELLITE RADIO INC 82966U10 0.00 0SH DEFINE2 0 0 0 82966U10 4.26 800SH DEFINE4 0 0 800 SITEL CORP 82980K10 16.58 5,100SH DEFINE2 0 0 5,100 82980K10 0.00 0SH DEFINE4 0 0 0 SIPEX CORPORATION 82990910 10.05 905SH DEFINE2 905 0 0 82990910 11,674.111,051,722SH DEFINE4 297,300 0 754,422 SIPEX P/P (PRIVATE) 8299099A 0.00 0SH DEFINE2 0 0 0 8299099A 6,715.50 605,000SH DEFINE4 0 0 605,000 SKILLSOFT CORPORATION 83066P10 3,084.09 133,800SH DEFINE2 106,700 0 27,100 83066P10 0.00 0SH DEFINE4 0 0 0 SKY FINANCIAL GROUP INC 83080P10 0.00 0SH DEFINE2 0 0 0 83080P10 1,662.82 74,700SH DEFINE4 4,700 0 70,000 SMARTFORCE PLC ADR 83170A20 1,578.15 150,300SH DEFINE2 31,400 0 118,900 83170A20 39,758.463,786,520SH DEFINE4 0 0 3,786,520 SMITH INTERNATIONAL INC 83211010 26,866.33 396,551SH DEFINE2 208,662 0 187,889 83211010 117,009.601,727,079SH DEFINE4 140,900 0 1,586,179 SMITHFIELD FOODS INC 83224810 15,863.58 607,800SH DEFINE2 366,700 0 241,100 83224810 8,887.05 340,500SH DEFINE4 0 0 340,500 SMURFIT-STONE CONTAINER CORP83272710 11,744.57 685,214SH DEFINE2 315,310 0 369,904 83272710 204,599.8211,936,97SH DEFINE4 297,205 0 11,639,774 SNAP-ON INC 83303410 715.80 21,022SH DEFINE2 0 0 21,022 83303410 0.00 0SH DEFINE4 0 0 0 SOC GENERALE-ADR 83364L10 13.56 1,072SH DEFINE2 0 0 1,072 83364L10 22.92 1,812SH DEFINE4 0 0 1,812 SOLECTRON CORP 83418210 9,029.281,157,600SH DEFINE2 111,300 0 1,046,300 83418210 132,068.4016,931,84SH DEFINE4 446,633 0 16,485,213 SOMERA COMM INC 83445810 180.07 24,600SH DEFINE2 0 0 24,600 83445810 988.20 135,000SH DEFINE4 8,500 0 126,500 SONIC INC 83545110 11,325.90 440,525SH DEFINE2 267,000 0 173,525 83545110 5,440.24 211,600SH DEFINE4 0 0 211,600 SONIC AUTOMOTIVE INC. 83545G10 21,499.86 717,140SH DEFINE2 386,100 0 331,040 83545G10 12,185.22 406,445SH DEFINE4 5,200 0 401,245 SONIC BLUE INC 83546Q10 0.00 0SH DEFINE2 0 0 0 83546Q10 1,097.55 435,536SH DEFINE4 12,331 0 423,205 SONOCO PRODUCTS CO 83549510 1,401.60 48,990SH DEFINE2 39,600 0 9,390 83549510 32,821.391,147,200SH DEFINE4 71,700 0 1,075,500 SONY CORP-ADR 83569930 16.44 318SH DEFINE2 0 0 318 83569930 337.70 6,532SH DEFINE4 0 0 6,532 SONUS NETWORKS INC 83591610 5,159.571,969,300SH DEFINE2 987,600 0 981,700 83591610 33,601.9212,825,16SH DEFINE4 76,970 0 12,748,190 SOUTH JERSEY INDUSTRIES 83851810 489.03 15,500SH DEFINE2 0 0 15,500 83851810 0.00 0SH DEFINE4 0 0 0 SOUTHERN COMPANY 84258710 5,462.24 206,200SH DEFINE2 7,600 0 198,600 84258710 25,785.37 973,400SH DEFINE4 0 0 973,400 SOUTHTRUST CORP 84473010 13,121.99 497,045SH DEFINE2 270,345 0 226,700 84473010 40,288.591,526,083SH DEFINE4 33,415 0 1,492,668 SOUTHWEST AIRLINES CO 84474110 13,596.45 702,659SH DEFINE2 128,624 0 574,035 84474110 212,700.1010,992,25SH DEFINE4 63,600 0 10,928,653 SOUTHWESTERN ENERGY CO 84546710 4,005.47 318,400SH DEFINE2 197,500 0 120,900 84546710 1,412.73 112,300SH DEFINE4 7,300 0 105,000 SOVEREIGN BANCORP INC 84590510 8,044.10 572,534SH DEFINE2 73,578 0 498,956 84590510 115,982.448,254,978SH DEFINE4 487,180 0 7,767,798 SOVEREIGN BANCORP INC 84590530 0.00 0SH DEFINE2 0 0 0 84590530 17,959.84 227,700SH DEFINE4 2,960 0 224,740 SPECIALTY FOODS P/P 144A 84749810 0.00 0SH DEFINE2 0 0 0 84749810 4.15 414,525SH DEFINE4 0 0 414,525 SPECTRASITE HOLDINGS INC 84760T10 7.34 6,864SH DEFINE2 0 0 6,864 84760T10 115.13 107,594SH DEFINE4 0 0 107,594 SPEEDFAM-IPEC 84770510 0.00 0SH DEFINE2 0 0 0 84770510 183.69 55,161SH DEFINE4 0 0 55,161 SPHERION CORPORATION 84842010 0.00 0SH DEFINE2 0 0 0 84842010 0.00 0SH DEFINE4 0 0 0 SPIEGEL INC CL A 84845710 1,596.581,165,390SH DEFINE2 707,700 0 457,690 84845710 842.55 615,000SH DEFINE4 0 0 615,000 SPINNAKER EXPLORATION CO 84855W10 0.00 0SH DEFINE2 0 0 0 84855W10 445.66 10,700SH DEFINE4 700 0 10,000 SPRINT CORP (FON GROUP) 85206110 19,922.951,303,005SH DEFINE2 371,685 0 931,320 85206110 323,139.1421,134,01SH DEFINE4 481,093 0 20,652,925 SPRINT CORP (PCS GROUP) 85206150 46,527.574,521,630SH DEFINE2 1,798,583 0 2,723,047 85206150 180,566.9717,547,81SH DEFINE4 1,229,700 0 16,318,110 STAGE STORES INC 85254C30 0.03 1SH DEFINE2 0 0 1 85254C30 0.00 0SH DEFINE4 0 0 0 STANCORP FINANCIAL GROUP 85289110 24,319.35 442,170SH DEFINE2 268,200 0 173,970 85289110 12,501.50 227,300SH DEFINE4 1,500 0 225,800 STANDARD COMMERCIAL 85325810 0.00 0SH DEFINE2 0 0 0 85325810 1,232.73 294,384SH DEFINE4 0 0 294,384 STANDARD MICROSY 85362610 18.40 800SH DEFINE2 0 0 800 85362610 0.00 0SH DEFINE4 0 0 0 STANDARD MTR PRODS INC 85366610 0.00 0SH DEFINE2 0 0 0 85366610 559.58 86,089SH DEFINE4 1,243 0 84,847 STANDARD REGISTER CO 85388710 20,873.48 742,300SH DEFINE2 312,800 0 429,500 85388710 18,921.95 672,900SH DEFINE4 10,500 0 662,400 STANLEY WORKS 85461610 1,160.88 25,100SH DEFINE2 800 0 24,300 85461610 0.00 0SH DEFINE4 0 0 0 STAPLES INC 85503010 84,106.814,211,658SH DEFINE2 1,611,250 0 2,600,408 85503010 499,350.3925,005,02SH DEFINE4 1,101,904 0 23,903,123 STARBUCKS CORP 85524410 137,451.995,942,585SH DEFINE2 2,851,230 0 3,091,355 85524410 593,807.7925,672,62SH DEFINE4 1,845,076 0 23,827,548 STARTEC GLOBAL P/P 144A WARR85569E11 0.00 260SH DEFINE2 0 0 260 85569E11 0.33 32,650SH DEFINE4 0 0 32,650 STATE AUTO FINL CORP 85570710 10,960.81 753,320SH DEFINE2 456,200 0 297,120 85570710 5,230.73 359,500SH DEFINE4 0 0 359,500 STARWOOD HOTELS & RESORTS WO85590A20 5,319.63 141,442SH DEFINE2 16,900 0 124,542 85590A20 24,934.75 662,982SH DEFINE4 11,325 0 651,657 STATE STREET CORP 85747710 9,421.25 170,120SH DEFINE2 28,800 0 141,320 85747710 92,252.001,665,800SH DEFINE4 600 0 1,665,200 STEEL DYNAMICS INC 85811910 9,462.99 576,660SH DEFINE2 350,600 0 226,060 85811910 12,509.34 762,300SH DEFINE4 94,200 0 668,100 STEELCASE INC 85815520 0.00 0SH DEFINE2 0 0 0 85815520 102.18 6,100SH DEFINE4 400 0 5,700 STELLENT INC COM 85856W10 7,741.56 803,900SH DEFINE2 538,000 0 265,900 85856W10 79.93 8,300SH DEFINE4 0 0 8,300 STERLING BANCSHARES INC 85890710 18,516.851,387,030SH DEFINE2 846,550 0 540,480 85890710 8,585.39 643,100SH DEFINE4 9,400 0 633,700 STERICYCLE INC 85891210 350.34 5,600SH DEFINE2 0 0 5,600 85891210 1,939.39 31,000SH DEFINE4 2,000 0 29,000 STERIS CORP 85915210 13.06 626SH DEFINE2 0 0 626 85915210 16,060.11 769,900SH DEFINE4 4,000 0 765,900 STERLING CHEMICALS WARRANTS 85916E11 0.33 555SH DEFINE2 0 0 555 85916E11 8.29 13,810SH DEFINE4 0 0 13,810 STEWART ENTERPRISES INC CL A86037010 14,447.132,419,550SH DEFINE2 1,450,500 0 969,050 86037010 9,668.241,619,200SH DEFINE4 0 0 1,619,200 STEWART INFORMATION 86037210 0.00 0SH DEFINE2 0 0 0 86037210 508.00 25,400SH DEFINE4 1,600 0 23,800 STILLWATER MNG CO 86074Q10 231.86 12,300SH DEFINE2 0 0 12,300 86074Q10 1,285.95 68,220SH DEFINE4 4,300 0 63,920 STILWELL FINANCIAL INC 86083110 73,206.052,989,222SH DEFINE2 1,238,544 0 1,750,678 86083110 65,104.022,658,392SH DEFINE4 265,860 0 2,392,532 STMICROELECTRONICS NV-NY SHS86101210 0.00 0SH DEFINE2 0 0 0 86101210 0.41 12SH DEFINE4 0 0 12 STONE ENERGY CORP 86164210 0.04 1SH DEFINE2 1 0 0 86164210 0.00 0SH DEFINE4 0 0 0 STORA ENSO-ADR 86210M10 6.07 472SH DEFINE2 0 0 472 86210M10 13.64 1,060SH DEFINE4 0 0 1,060 STORAGE TECHNOLOGY CORP 86211120 98.62 4,600SH DEFINE2 0 0 4,600 86211120 3,998.39 186,492SH DEFINE4 11,800 0 174,692 STORAGENETWORKS INC 86211E10 45.02 12,900SH DEFINE2 0 0 12,900 86211E10 250.58 71,800SH DEFINE4 4,500 0 67,300 STRAYER EDUCATION INC 86323610 5,671.05 115,500SH DEFINE2 87,900 0 27,600 86323610 68.74 1,400SH DEFINE4 0 0 1,400 STRYKER CORP 86366710 17,670.66 292,900SH DEFINE2 115,220 0 177,680 86366710 186,218.803,086,670SH DEFINE4 117,857 0 2,968,813 STUDENT LN CORP 86390210 0.00 0SH DEFINE2 0 0 0 86390210 1,282.40 14,000SH DEFINE4 900 0 13,100 SUN LIFE FINL 86679610 17.94 828SH DEFINE2 0 0 828 86679610 205.02 9,461SH DEFINE4 0 0 9,461 SUN MICRO SYSTEMS 86681010 10,422.591,181,700SH DEFINE2 180,700 0 1,001,000 86681010 62,274.377,060,586SH DEFINE4 3,300 0 7,057,286 SUNGARD DATA SYSTEMS INC 86736310 32,688.47 991,461SH DEFINE2 513,449 0 478,012 86736310 214,723.926,512,706SH DEFINE4 251,898 0 6,260,808 SUNOCO INC 86764P10 1,352.34 33,800SH DEFINE2 0 0 33,800 86764P10 0.00 0SH DEFINE4 0 0 0 SUNRISE ASSISTED LIVING INC 86768K10 8,704.66 319,320SH DEFINE2 192,300 0 127,020 86768K10 4,920.43 180,500SH DEFINE4 0 0 180,500 SUNTRUST BANKS INC 86791410 34,013.95 509,725SH DEFINE2 186,780 0 322,945 86791410 93,996.751,408,613SH DEFINE4 151,491 0 1,257,122 SUPERVALU INC 86853610 1,320.78 51,193SH DEFINE2 0 0 51,193 86853610 825.39 31,992SH DEFINE4 1,000 0 30,992 SUPPORT.COM INC 86858710 74.59 24,700SH DEFINE2 0 0 24,700 86858710 414.04 137,100SH DEFINE4 8,700 0 128,400 SURGUTNEFTEGAZ-SP ADR 86886120 7,463.34 414,630SH DEFINE2 37,600 0 377,030 86886120 4,353.25 241,847SH DEFINE4 74,650 0 167,197 SURMODICS INC 86887310 12,135.62 278,340SH DEFINE2 220,970 0 57,370 86887310 91.56 2,100SH DEFINE4 0 0 2,100 SYBASE INC 87113010 100.37 5,745SH DEFINE2 0 0 5,745 87113010 587.50 33,629SH DEFINE4 2,010 0 31,619 SYBRON DENTAL SPECIALTIES 87114210 863.58 42,964SH DEFINE2 9,998 0 32,966 87114210 16,733.15 832,495SH DEFINE4 100 0 832,395 SYCAMORE NETWORKS INC 87120610 7.90 2,000SH DEFINE2 0 0 2,000 87120610 0.00 0SH DEFINE4 0 0 0 SYKES ENTERPRISES INC 87123710 5,886.68 607,500SH DEFINE2 484,500 0 123,000 87123710 117.31 12,106SH DEFINE4 0 0 12,106 SYMANTEC CORP 87150310 35,599.96 863,867SH DEFINE2 294,775 0 569,092 87150310 152,478.003,700,024SH DEFINE4 86,536 0 3,613,488 SYMBOL TECHNOLOGIES INC 87150810 3,969.32 353,142SH DEFINE2 180,400 0 172,742 87150810 31,698.782,820,176SH DEFINE4 84,755 0 2,735,421 SYMMETRICOM INC 87154310 155.99 25,200SH DEFINE2 0 0 25,200 87154310 864.74 139,700SH DEFINE4 8,800 0 130,900 SYNAPTICS INC 87157D10 2,596.13 150,500SH DEFINE2 120,100 0 30,400 87157D10 29.33 1,700SH DEFINE4 0 0 1,700 SYNCOR INTL CORP 87157J10 0.00 0SH DEFINE2 0 0 0 87157J10 4.99 183SH DEFINE4 0 0 183 SYNOPSYS INC 87160710 121.35 2,200SH DEFINE2 0 0 2,200 87160710 7,658.64 138,844SH DEFINE4 11,040 0 127,804 SYNOVUS FINANCIAL CORP 87161C10 3,142.49 103,100SH DEFINE2 0 0 103,100 87161C10 93,395.903,064,170SH DEFINE4 50,000 0 3,014,170 SYPRIS SOLUTIONS 87165510 3,930.35 261,500SH DEFINE2 150,700 0 110,800 87165510 0.00 0SH DEFINE4 0 0 0 SYSCO CORPORATION 87182910 81,479.062,732,363SH DEFINE2 846,367 0 1,885,996 87182910 320,043.6310,732,51SH DEFINE4 617,535 0 10,114,981 SYSTEMAX INC 87185110 10.00 4,000SH DEFINE2 0 0 4,000 87185110 0.00 0SH DEFINE4 0 0 0 SYSTEMS AND COMPUTER TECHNOL87187310 0.00 0SH DEFINE2 0 0 0 87187310 0.00 0SH DEFINE4 0 0 0 TCF FINANCIAL CORP 87227510 11,927.06 226,707SH DEFINE2 44,185 0 182,522 87227510 284,992.895,417,086SH DEFINE4 57,200 0 5,359,886 TECO ENERGY INC 87237510 1,291.87 45,123SH DEFINE2 0 0 45,123 87237510 22,831.37 797,463SH DEFINE4 13,109 0 784,354 THQ INC 87244340 24.55 500SH DEFINE2 0 0 500 87244340 147.30 3,000SH DEFINE4 200 0 2,800 THE TJX COMPANIES INC 87254010 164,062.574,100,539SH DEFINE2 1,773,098 0 2,327,441 87254010 841,069.2521,021,47SH DEFINE4 962,373 0 20,059,102 T R W INC 87264910 1,930.13 37,500SH DEFINE2 1,400 0 36,100 87264910 0.00 0SH DEFINE4 0 0 0 TMP WORLDWIDE INC 87294110 6,335.59 183,800SH DEFINE2 41,300 0 142,500 87294110 139,105.934,035,565SH DEFINE4 0 0 4,035,565 TTM TECHNOLOGIES 87305R10 9,665.22 975,300SH DEFINE2 776,400 0 198,900 87305R10 0.00 0SH DEFINE4 0 0 0 TXU CORPORATION 87316810 11,050.50 202,724SH DEFINE2 17,209 0 185,515 87316810 141,752.462,600,485SH DEFINE4 54,237 0 2,546,248 TAIWAN SEMICONDUCTOR SP ADR 87403910 1,364.98 65,782SH DEFINE2 62,900 0 2,882 87403910 0.00 0SH DEFINE4 0 0 0 TAKE-TWO INTERACTIVE SOFTWAR87405410 1,370.82 68,200SH DEFINE2 0 0 68,200 87405410 70.89 3,527SH DEFINE4 0 0 3,527 TALBOTS INC 87416110 27,374.86 773,301SH DEFINE2 481,895 0 291,406 87416110 109,083.053,081,442SH DEFINE4 234,603 0 2,846,839 TALISMAN ENERGY INC 87425E10 91.83 2,200SH DEFINE2 2,200 0 0 87425E10 3,831.73 91,800SH DEFINE4 0 0 91,800 TALX CORP 87491810 1,096.19 68,512SH DEFINE2 367 0 68,145 87491810 9,509.65 594,353SH DEFINE4 106,100 0 488,253 TARGET CORP 87612E10 52,067.231,207,496SH DEFINE2 356,896 0 850,600 87612E10 117,426.632,723,252SH DEFINE4 165,500 0 2,557,752 TECH DATA CORP 87823710 2,833.25 61,740SH DEFINE2 15,800 0 45,940 87823710 25,491.46 555,490SH DEFINE4 2,520 0 552,971 TECHNE CORP 87837710 135.09 4,900SH DEFINE2 0 0 4,900 87837710 791.67 28,715SH DEFINE4 1,800 0 26,915 TECUMSEH PRODUCTS CO CLASS A87889520 0.00 0SH DEFINE2 0 0 0 87889520 1,209.91 22,700SH DEFINE4 1,500 0 21,200 TEKELEC 87910110 48.13 4,200SH DEFINE2 3,500 0 700 87910110 1,864.54 162,700SH DEFINE4 0 0 162,700 TEKTRONIX INC 87913110 711.24 30,061SH DEFINE2 0 0 30,061 87913110 0.00 0SH DEFINE4 0 0 0 TELE CELULAR SUL PARTICIPAC 87923810 1,123.74 84,175SH DEFINE2 0 0 84,175 87923810 666.29 49,909SH DEFINE4 15,350 0 34,559 TELE DANMARK-ADR 87924210 9.50 398SH DEFINE2 0 0 398 87924210 0.00 0SH DEFINE4 0 0 0 TELE NORTE LESTE PARTICIPAC 87924610 10,212.11 813,066SH DEFINE2 324,500 0 488,566 87924610 810.12 64,500SH DEFINE4 19,900 0 44,600 TELECOM ITAL-ADR 87927W10 12.59 154SH DEFINE2 0 0 154 87927W10 18.88 231SH DEFINE4 0 0 231 TELEDYNE TECHNOLOGIES INC 87936010 3,529.22 212,860SH DEFINE2 128,360 0 84,500 87936010 11,845.42 714,440SH DEFINE4 102,000 0 612,440 TELEFLEX INC 87936910 13,246.54 242,300SH DEFINE2 106,400 0 135,900 87936910 0.00 0SH DEFINE4 0 0 0 TELEFONICA SA SP ADR 87938220 0.20 6SH DEFINE2 0 0 6 87938220 0.00 0SH DEFINE4 0 0 0 TELEFONOS DE MEXICO S A SER 87940378 290,030.697,180,755SH DEFINE2 3,302,309 0 3,878,446 87940378 176,546.874,371,054SH DEFINE4 481,478 0 3,889,576 TELEHUB COMM P/P 144A WARRAN87942R11 0.00 682SH DEFINE2 0 0 682 87942R11 0.00 18,925SH DEFINE4 0 0 18,925 TELEPHONE AND DATA SYSTEMS 87943310 4,048.29 45,873SH DEFINE2 28,500 0 17,373 87943310 49,348.96 559,195SH DEFINE4 11,791 0 547,404 TELEX COMMUNICAT 87956911 0.00 350SH DEFINE2 0 0 350 87956911 0.10 9,863SH DEFINE4 0 0 9,863 TELEX COMM INC 87956990 0.00 8,922SH DEFINE2 0 0 8,922 87956990 0.00 250,259SH DEFINE4 0 0 250,259 TELEWEST COMMUNICATIONS PLC 8795TC9A 28.20 6,853SH DEFINE2 0 0 6,853 8795TC9A 3,261.85 792,687SH DEFINE4 0 0 792,687 TELLABS INC 87966410 1,226.04 117,100SH DEFINE2 0 0 117,100 87966410 0.00 0SH DEFINE4 0 0 0 TEMPLE INLAND INC 87986810 1,213.81 21,400SH DEFINE2 500 0 20,900 87986810 59,831.661,054,860SH DEFINE4 17,300 0 1,037,560 TELETECH HOLDINGS INC 87993910 128.93 9,600SH DEFINE2 0 0 9,600 87993910 718.51 53,500SH DEFINE4 3,400 0 50,100 TENET HEALTHCARE CORPORATION88033G10 7,482.78 111,650SH DEFINE2 11,600 0 100,050 88033G10 27,145.91 405,042SH DEFINE4 1,100 0 403,942 TENNANT CO 88034510 7,308.17 174,336SH DEFINE2 70,936 0 103,400 88034510 10,630.91 253,600SH DEFINE4 1,000 0 252,600 TERADYNE INC 88077010 23,695.46 600,950SH DEFINE2 278,450 0 322,500 88077010 124,183.723,149,473SH DEFINE4 121,700 0 3,027,773 TERAYON COMMUNICATION SYS 88077510 0.00 0SH DEFINE2 0 0 0 88077510 1,534.03 180,900SH DEFINE4 11,500 0 169,400 TEVA PHARMACEUTICAL-SP ADR 88162420 4,116.27 75,293SH DEFINE2 2,710 0 72,583 88162420 8,739.76 159,864SH DEFINE4 13,105 0 146,759 TETRA TECHNOLOGIES INC DEL 88162F10 2,135.18 73,500SH DEFINE2 0 0 73,500 88162F10 4,642.19 159,800SH DEFINE4 9,900 0 149,900 TEXAS INDS INC 88249110 6,399.18 155,320SH DEFINE2 92,200 0 63,120 88249110 23,010.17 558,499SH DEFINE4 5,344 0 553,155 TEXAS INSTRUMENTS INC 88250810 22,553.21 681,366SH DEFINE2 139,905 0 541,461 88250810 188,071.165,681,908SH DEFINE4 2,100 0 5,679,808 TEXAS REGL BANCSHARES INC 88267310 61.12 1,400SH DEFINE2 0 0 1,400 88267310 331.82 7,600SH DEFINE4 500 0 7,100 TEXTRON INC 88320310 4,349.89 85,125SH DEFINE2 26,500 0 58,625 88320310 13,712.69 268,350SH DEFINE4 2,842 0 265,508 THERAGENICS CORP 88337510 259.38 26,200SH DEFINE2 0 0 26,200 88337510 1,440.45 145,500SH DEFINE4 9,200 0 136,300 THERMO ELECTRON CORP 88355610 3,159.15 152,395SH DEFINE2 560 0 151,835 88355610 19,849.55 957,528SH DEFINE4 157,100 0 800,428 THIRD WAVE.TECH P/P (PRIVATE8842TW9C 0.00 0SH DEFINE2 0 0 0 8842TW9C 1,031.13 342,000SH DEFINE4 0 0 342,000 THOMAS AND BETTS CORPORATION88431510 7,055.80 333,450SH DEFINE2 193,100 0 140,350 88431510 2,448.21 115,700SH DEFINE4 0 0 115,700 3D SYSTEMS CORPORATION 88554D20 7,463.53 469,700SH DEFINE2 373,800 0 95,900 88554D20 0.00 0SH DEFINE4 0 0 0 3TEC ENERGY CORP 88575R30 0.00 0SH DEFINE2 0 0 0 88575R30 0.00 0SH DEFINE4 0 0 0 TIBCO SOFTWARE INC 88632Q10 3,673.82 312,400SH DEFINE2 169,000 0 143,400 88632Q10 17,648.771,500,746SH DEFINE4 125,985 0 1,374,761 TIDEWATER INC 88642310 11,345.06 267,888SH DEFINE2 126,600 0 141,288 88642310 9,761.68 230,500SH DEFINE4 0 0 230,500 TIFFANY AND COMPANY 88654710 17,679.51 497,314SH DEFINE2 146,520 0 350,794 88654710 45,566.991,281,772SH DEFINE4 70,885 0 1,210,887 TIME WARNER TELECOM-CL A 88731910 2,515.49 413,732SH DEFINE2 55,000 0 358,732 88731910 43,269.447,116,685SH DEFINE4 31,885 0 7,084,800 TITAN CORP 88826610 0.00 0SH DEFINE2 0 0 0 88826610 420.84 20,380SH DEFINE4 1,032 0 19,348 TITAN PHARMACEUTICALS INC 88831410 92.53 13,200SH DEFINE2 0 0 13,200 88831410 512.43 73,100SH DEFINE4 4,600 0 68,500 TOKHEIM CORPORATION 88907320 18.43 40,960SH DEFINE2 0 0 40,960 88907320 0.00 0SH DEFINE4 0 0 0 TOO INC 89033310 17,390.25 589,700SH DEFINE2 444,200 0 145,500 89033310 39,465.021,338,251SH DEFINE4 0 0 1,338,251 TORCHMARK CORP 89102710 1,835.13 45,548SH DEFINE2 0 0 45,548 89102710 23,474.53 582,639SH DEFINE4 9,943 0 572,696 TORO COMPANY 89109210 518.52 8,700SH DEFINE2 0 0 8,700 89109210 10,799.52 181,200SH DEFINE4 0 0 181,200 TORONTO DOMINION BANK 89116050 6.39 233SH DEFINE2 0 0 233 89116050 0.00 0SH DEFINE4 0 0 0 TOTAL FINA ELF SA SPON ADR 89151E10 3,782.89 49,385SH DEFINE2 42,900 0 6,485 89151E10 90,672.651,183,716SH DEFINE4 45,800 0 1,137,916 TOWER AUTOMOTIVE INC 89170710 11,722.26 837,903SH DEFINE2 498,449 0 339,454 89170710 18,352.251,311,812SH DEFINE4 12,911 0 1,298,901 TOWER AUTOMOTIVE P/P(PRIVATE8917079A 0.00 0SH DEFINE2 0 0 0 8917079A 4,197.00 300,000SH DEFINE4 0 0 300,000 TOYOTA MOTOR CORP-SPON ADR 89233130 39.31 676SH DEFINE2 0 0 676 89233130 486.83 8,372SH DEFINE4 0 0 8,372 TOYS R US 89233510 1,050.66 58,500SH DEFINE2 2,300 0 56,200 89233510 57.47 3,200SH DEFINE4 200 0 3,000 TRANS WORLD ENTERTAINMENT 89336Q10 0.00 0SH DEFINE2 0 0 0 89336Q10 0.00 0SH DEFINE4 0 0 0 TRANSCANADA PIPELINES LTD 89352610 31.28 2,300SH DEFINE2 2,300 0 0 89352610 0.00 0SH DEFINE4 0 0 0 TRAVELCENTERS OF AMERICA WT 89417211 0.00 402SH DEFINE2 0 0 402 89417211 0.16 15,660SH DEFINE4 0 0 15,660 TRAVELERS PPTY-A 89420G10 2,340.00 117,000SH DEFINE2 46,400 0 70,600 89420G10 64,560.963,228,048SH DEFINE4 72,200 0 3,155,848 TRIAD HOSPITALS INC 89579K10 277.86 8,082SH DEFINE2 5,700 0 2,382 89579K10 53,840.701,566,047SH DEFINE4 6,815 0 1,559,232 TRIANGLE PHARMACEUTICALS INC89589H10 2,867.22 562,200SH DEFINE2 448,400 0 113,800 89589H10 38.25 7,500SH DEFINE4 0 0 7,500 TRICON GLOBAL RESTAURANTS IN89595310 15,782.78 268,506SH DEFINE2 52,933 0 215,573 89595310 112,706.541,917,430SH DEFINE4 12,200 0 1,905,230 TRIBUNE CO 89604710 12,928.41 284,391SH DEFINE2 89,510 0 194,881 89604710 179,251.763,943,066SH DEFINE4 66,157 0 3,876,908 TRIKON TECHNOLOGIES INC 89618740 29.36 2,000SH DEFINE2 0 0 2,000 89618740 162.95 11,100SH DEFINE4 700 0 10,400 TRIGON HEALTHCARE INC 89618L10 18,123.70 245,512SH DEFINE2 173,120 0 72,392 89618L10 80,364.291,088,652SH DEFINE4 83,940 0 1,004,712 TRIMBLE NAVIGATION LTD 89623910 106.43 6,400SH DEFINE2 0 0 6,400 89623910 595.35 35,800SH DEFINE4 2,300 0 33,500 TRIMERIS INC 89626310 2,963.52 68,600SH DEFINE2 54,600 0 14,000 89626310 3,501.53 81,054SH DEFINE4 74 0 80,980 TRIMERIS INC P/P (PRIVATE) 89626390 198.72 4,600SH DEFINE2 0 0 4,600 89626390 8,441.28 195,400SH DEFINE4 0 0 195,400 TRITON PCS HOLDINGS INC CL-A89677M10 42.80 4,200SH DEFINE2 3,400 0 800 89677M10 1,554.99 152,600SH DEFINE4 0 0 152,600 TRIUMPH GROUP INC 89681810 1,619.82 41,322SH DEFINE2 212 0 41,110 89681810 13,189.82 336,475SH DEFINE4 60,000 0 276,475 TRIZEC HAHN CORP 89693810 20.58 1,300SH DEFINE2 1,300 0 0 89693810 0.00 0SH DEFINE4 0 0 0 TRUSTMARK CORP 89840210 0.00 0SH DEFINE2 0 0 0 89840210 2,690.19 106,500SH DEFINE4 6,800 0 99,700 TUBOS DE ACERO DE MEXICO SP 89859250 21.38 2,000SH DEFINE2 2,000 0 0 89859250 0.00 0SH DEFINE4 0 0 0 TUESDAY MORNING 89903550 0.00 0SH DEFINE2 0 0 0 89903550 0.00 0SH DEFINE4 0 0 0 TUPPERWARE CORPORATION 89989610 17,152.48 753,955SH DEFINE2 441,600 0 312,355 89989610 11,550.18 507,700SH DEFINE4 0 0 507,700 TULTEX CORP WARRANTS-A 04/1589990011 5.28 528,337SH DEFINE2 0 0 528,337 89990011 0.00 0SH DEFINE4 0 0 0 TULTEX CORP WARRANTS-B 04/158999009A 2.64 264,168SH DEFINE2 0 0 264,168 8999009A 0.00 0SH DEFINE4 0 0 0 TURNSTONE SYSTEMS INC 90042310 4,926.881,024,300SH DEFINE2 621,400 0 402,900 90042310 2,155.84 448,200SH DEFINE4 0 0 448,200 TWEETER HOME ENTERTAINMENT G90116710 10,991.56 562,228SH DEFINE2 447,440 0 114,788 90116710 84.07 4,300SH DEFINE4 0 0 4,300 TYCO INTERNATIONAL LTD NEW 90212410 415,486.7212,855,40SH DEFINE2 5,272,812 0 7,582,594 90212410 1,538,253.2347,594,46SH DEFINE4 2,591,911 0 45,002,557 TYSON FOODS INC 90249410 0.00 0SH DEFINE2 0 0 0 90249410 2,812.13 225,331SH DEFINE4 2,304 0 223,027 UCBH HOLDINGS INC 90262T30 13,577.41 377,360SH DEFINE2 234,400 0 142,960 90262T30 1,003.84 27,900SH DEFINE4 1,800 0 26,100 UICI 90273710 0.00 0SH DEFINE2 0 0 0 90273710 0.00 0SH DEFINE4 0 0 0 UIH AUSTRALIA WARRANTS 5/15/90274511 0.03 2,890SH DEFINE2 0 0 2,890 90274511 0.99 99,310SH DEFINE4 0 0 99,310 UST INC 90291110 2,012.68 51,700SH DEFINE2 2,900 0 48,800 90291110 5,236.09 134,500SH DEFINE4 400 0 134,100 US BANCORP 90297330 267,106.1611,834,56SH DEFINE2 4,857,679 0 6,976,887 90297330 1,634,302.2572,410,37SH DEFINE4 1,889,292 0 70,521,087 USA NETWORKS INC 90298410 38,044.101,197,485SH DEFINE2 224,680 0 972,805 90298410 293,500.359,238,286SH DEFINE4 140,985 0 9,097,301 URS CORPORATION 90323610 0.00 0SH DEFINE2 0 0 0 90323610 1,800.56 56,800SH DEFINE4 3,600 0 53,200 USG CORP 90329340 0.00 0SH DEFINE2 0 0 0 90329340 140.70 20,100SH DEFINE4 1,500 0 18,600 USEC INC 90333E10 0.00 0SH DEFINE2 0 0 0 90333E10 1,404.80 219,500SH DEFINE4 14,000 0 205,500 USN COMMUNICATIONS WARR 8/1590336N11 0.00 4,000SH DEFINE2 0 0 4,000 90336N11 0.08 200,040SH DEFINE4 0 0 200,040 US PHYSICAL THERAPY 90337L10 6,488.52 359,475SH DEFINE2 286,175 0 73,300 90337L10 161.55 8,950SH DEFINE4 0 0 8,950 US ONCOLOGY INC 90338W10 0.00 0SH DEFINE2 0 0 0 90338W10 1,636.02 185,700SH DEFINE4 11,900 0 173,800 UBIQUITEL INC WARRANT 144A 090347411 52.82 1,488SH DEFINE2 0 0 1,488 90347411 1,508.04 42,480SH DEFINE4 0 0 42,480 USA EDUCATION INC 90390U10 21,134.97 216,104SH DEFINE2 79,190 0 136,914 90390U10 142,598.951,458,067SH DEFINE4 62,097 0 1,395,970 UNEXT.COM LLC CORP (PRIVATE)9044UX9B 0.00 0SH DEFINE2 0 0 0 9044UX9B 996.25 125,000SH DEFINE4 0 0 125,000 UNIFIED ENERGY SYSTEMS- SPON90468810 4,034.90 247,350SH DEFINE2 0 0 247,350 90468810 2,681.78 164,400SH DEFINE4 52,700 0 111,700 UNIFIRST CORP MASS 90470810 50.30 2,000SH DEFINE2 0 0 2,000 90470810 0.00 0SH DEFINE4 0 0 0 UNILAB CORPORATION 90476320 2,824.41 114,860SH DEFINE2 340 0 114,520 90476320 13,924.85 566,281SH DEFINE4 92,300 0 473,981 UNILEVER N V -NY ADR 90478470 18,920.31 333,104SH DEFINE2 0 0 333,104 90478470 61,033.531,074,534SH DEFINE4 17,126 0 1,057,408 UNITED ARTISTS THE - WTS VAR90499211 200.41 22,268SH DEFINE2 0 0 22,268 90499211 4,878.64 542,071SH DEFINE4 0 0 542,071 UNION PACIFIC CORP 90781810 22,401.16 360,495SH DEFINE2 123,970 0 236,525 90781810 252,448.854,062,582SH DEFINE4 141,200 0 3,921,382 UNION PLANTERS CORP 90806810 1,899.15 40,075SH DEFINE2 0 0 40,075 90806810 0.00 0SH DEFINE4 0 0 0 UNIONBANCAL CORPORATION 90890610 0.00 0SH DEFINE2 0 0 0 90890610 268.52 6,100SH DEFINE4 400 0 5,700 UNISOURCE ENERGY CORP HLD CO90920510 0.00 0SH DEFINE2 0 0 0 90920510 1,407.65 68,800SH DEFINE4 4,400 0 64,400 UNISYS CORPORATION 90921410 2,288.53 181,198SH DEFINE2 58,671 0 122,527 90921410 32,904.942,605,300SH DEFINE4 6,700 0 2,598,600 UNIT CORP 90921810 501.15 27,400SH DEFINE2 0 0 27,400 90921810 18.29 1,000SH DEFINE4 0 0 1,000 UNITED ARTIST THEATRE CO 9094129E 223.99 22,399SH DEFINE2 0 0 22,399 9094129E 1,679.95 167,995SH DEFINE4 0 0 167,995 UNITED AUTO GROUP INC 90944010 38.32 1,700SH DEFINE2 0 0 1,700 90944010 0.00 0SH DEFINE4 0 0 0 UNITED COMMTY FI 90983910 0.00 0SH DEFINE2 0 0 0 90983910 0.00 0SH DEFINE4 0 0 0 UNITED DEFENSE I 91018B10 9,304.75 347,192SH DEFINE2 132,612 0 214,580 91018B10 35,656.461,330,465SH DEFINE4 201,500 0 1,128,965 UNITED MICROELECTRONICS-ADR 91087320 5,600.05 525,826SH DEFINE2 422,100 0 103,726 91087320 330.29 31,013SH DEFINE4 0 0 31,013 UNITED NATURAL 91116310 321.34 12,900SH DEFINE2 0 0 12,900 91116310 1,788.54 71,800SH DEFINE4 4,500 0 67,300 UNITED O/S B-ADR 91127130 14.89 903SH DEFINE2 0 0 903 91127130 201.41 12,216SH DEFINE4 0 0 12,216 UNITED PARCEL SERVICE-CL B 91131210 162.82 2,678SH DEFINE2 1,300 0 1,378 91131210 12,942.92 212,877SH DEFINE4 3,369 0 209,508 UNITED RENTALS INC 91136310 304.20 11,070SH DEFINE2 5,800 0 5,270 91136310 9,277.80 337,620SH DEFINE4 0 0 337,620 US AIRWAYS GROUP INC 91190510 125.78 19,500SH DEFINE2 0 0 19,500 91190510 0.00 0SH DEFINE4 0 0 0 UNITED STATES STEEL CORP SED91290910 462.83 25,500SH DEFINE2 0 0 25,500 91290910 0.00 0SH DEFINE4 0 0 0 UNITED STATIONERS INC 91300410 9,198.86 241,440SH DEFINE2 136,500 0 104,940 91300410 51.44 1,350SH DEFINE4 0 0 1,350 UNITED TECHNOLOGIES CORP 91301710 12,532.60 168,903SH DEFINE2 12,700 0 156,203 91301710 241,656.273,256,823SH DEFINE4 47,922 0 3,208,901 UNITEDHEALTH GROUP INC 91324P10 234,663.893,070,713SH DEFINE2 1,111,171 0 1,959,542 91324P10 905,273.8411,846,03SH DEFINE4 595,719 0 11,250,314 UNITRIN INC 91327510 0.00 0SH DEFINE2 0 0 0 91327510 1.25 31SH DEFINE4 0 0 31 UNIVERSAL COMPRESSION HOLDIN91343110 15,578.11 590,080SH DEFINE2 349,700 0 240,380 91343110 14,475.12 548,300SH DEFINE4 0 0 548,300 UNIVERSAL ELECTRONICS INC 91348310 6,308.29 430,600SH DEFINE2 342,800 0 87,800 91348310 41.02 2,800SH DEFINE4 0 0 2,800 UNIVERSAL STAINL 91383710 3,390.08 292,500SH DEFINE2 181,300 0 111,200 91383710 0.00 0SH DEFINE4 0 0 0 UNIVERSAL HEALTH SERVICES CL91390310 9,283.19 225,047SH DEFINE2 119,490 0 105,557 91390310 43,550.641,055,773SH DEFINE4 52,900 0 1,002,873 UNIVISION COMMUNICATIONS INC91490610 54,714.241,302,720SH DEFINE2 435,090 0 867,630 91490610 464,236.8411,053,25SH DEFINE4 199,300 0 10,853,958 UNOCAL CORP 91528910 24,255.22 622,727SH DEFINE2 195,644 0 427,083 91528910 399,479.4010,256,21SH DEFINE4 235,828 0 10,020,383 UNOVA INC 91529B10 19.90 2,500SH DEFINE2 0 0 2,500 91529B10 2,544.02 319,600SH DEFINE4 20,100 0 299,500 UNUMPROVIDENT CORP 91529Y10 5,272.99 188,793SH DEFINE2 64,083 0 124,710 91529Y10 66,270.992,372,753SH DEFINE4 46,614 0 2,326,139 USFREIGHTWAYS CORPORATION 91690610 20,642.10 582,452SH DEFINE2 259,400 0 323,052 91690610 24,804.46 699,900SH DEFINE4 59,100 0 640,800 UROLOGIX INC 91727310 4,299.15 236,607SH DEFINE2 187,850 0 48,757 91727310 7,742.24 426,100SH DEFINE4 2,300 0 423,800 UTSTARCOM INC 91807610 1,655.11 63,100SH DEFINE2 0 0 63,100 91807610 928.54 35,400SH DEFINE4 10,800 0 24,600 V F CORP 91820410 1,479.15 34,200SH DEFINE2 1,300 0 32,900 91820410 108.90 2,518SH DEFINE4 200 0 2,318 VALASSIS COMMUNICATIONS INC 91886610 366.87 9,497SH DEFINE2 7,717 0 1,780 91886610 21,512.39 556,883SH DEFINE4 74,100 0 482,783 VALERO ENERGY CORP 91913Y10 23,999.05 484,633SH DEFINE2 289,392 0 195,241 91913Y10 112,307.352,267,919SH DEFINE4 107,748 0 2,160,171 VAN DER MOOLEN HOLDING-ADR S92102010 0.00 0SH DEFINE2 0 0 0 92102010 16.54 561SH DEFINE4 0 0 561 VARCO INTERNATIONAL INC 92212210 10,228.49 508,880SH DEFINE2 293,700 0 215,180 92212210 27,845.031,385,325SH DEFINE4 0 0 1,385,325 VARIAN INC 92220610 0.00 0SH DEFINE2 0 0 0 92220610 0.00 0SH DEFINE4 0 0 0 VARIAN SEMICONDUCTOR EQUIPME92220710 2,488.50 55,300SH DEFINE2 0 0 55,300 92220710 23,686.88 526,375SH DEFINE4 0 0 526,375 VARIAN MEDICAL SYSTEMS INC 92220P10 2,972.16 72,669SH DEFINE2 11,500 0 61,169 92220P10 92,029.912,250,120SH DEFINE4 6,350 0 2,243,770 VAST SOLUTIONS INC CL B1 92237T10 0.00 0SH DEFINE2 0 0 0 92237T10 151.83 50,609SH DEFINE4 0 0 50,609 VAST SOLUTIONS INC CL B2 92237T20 0.00 0SH DEFINE2 0 0 0 92237T20 151.83 50,609SH DEFINE4 0 0 50,609 VAST SOLUTIONS INC CL B3 92237T30 0.00 0SH DEFINE2 0 0 0 92237T30 151.83 50,609SH DEFINE4 0 0 50,609 VECTREN CORP 92240G10 798.91 31,098SH DEFINE2 0 0 31,098 92240G10 0.00 0SH DEFINE4 0 0 0 VECTOR GROUP LTD 92240M10 0.00 0SH DEFINE2 0 0 0 92240M10 3,878.11 135,598SH DEFINE4 1,804 0 133,794 VERADO HLDGS INC WARRANT 14492335X11 0.01 680SH DEFINE2 0 0 680 92335X11 0.34 33,900SH DEFINE4 0 0 33,900 VERITAS SOFTWARE CO 92343610 76,582.491,747,262SH DEFINE2 671,392 0 1,075,870 92343610 516,127.8411,775,67SH DEFINE4 357,839 0 11,417,836 VERITY INC 92343C10 1,200.47 67,900SH DEFINE2 0 0 67,900 92343C10 78.48 4,439SH DEFINE4 0 0 4,439 VERISIGN INC 92343E10 41,672.121,543,412SH DEFINE2 834,124 0 709,288 92343E10 168,739.666,249,617SH DEFINE4 282,375 0 5,967,242 VERITAS DGC INC 92343P10 1,302.07 77,000SH DEFINE2 0 0 77,000 92343P10 1,459.33 86,300SH DEFINE4 5,400 0 80,900 VERIZON COMM 92343V10 152,437.033,306,660SH DEFINE2 1,070,270 0 2,236,390 92343V10 1,033,778.6422,424,69SH DEFINE4 870,686 0 21,554,013 VERSATEL TELECOM WARRANT 92530112 0.00 0SH DEFINE2 0 0 0 92530112 0.51 1,025SH DEFINE4 0 0 1,025 VIACOM INC CLASS B 92552430 280,928.325,807,904SH DEFINE2 2,276,721 0 3,531,183 92552430 966,558.8819,982,61SH DEFINE4 1,248,332 0 18,734,278 VIAD CORP 92552R10 2,696.96 96,320SH DEFINE2 645 0 95,675 92552R10 29,021.361,036,477SH DEFINE4 181,200 0 855,277 VIASYS HEALTH-WI 92553Q20 0.00 0SH DEFINE2 0 0 0 92553Q20 13.76 612SH DEFINE4 43 0 569 VINTAGE PETROLEUM INC 92746010 14,933.731,015,900SH DEFINE2 425,900 0 590,000 92746010 13,613.67 926,100SH DEFINE4 0 0 926,100 VIRAGE LOGIC 92763R10 28.94 1,900SH DEFINE2 0 0 1,900 92763R10 159.92 10,500SH DEFINE4 700 0 9,800 VISHAY INTERTECHNOLOGY INC 92829810 2,354.36 115,750SH DEFINE2 21,500 0 94,250 92829810 18,440.24 906,600SH DEFINE4 300 0 906,300 VISTEON CORP 92839U10 3,396.54 205,229SH DEFINE2 1,060 0 204,169 92839U10 28,704.321,734,400SH DEFINE4 298,000 0 1,436,400 VISX INC 92844S10 3.32 188SH DEFINE2 0 0 188 92844S10 4,863.56 275,400SH DEFINE4 1,400 0 274,000 VITAL SIGNS INC 92846910 14,976.82 406,096SH DEFINE2 172,896 0 233,200 92846910 9,050.35 245,400SH DEFINE4 0 0 245,400 VITAL IMAGES INC 92846N10 0.00 0SH DEFINE2 0 0 0 92846N10 75.65 8,500SH DEFINE4 0 0 8,500 VITESSE SEMICONDUCTOR CORP 92849710 598.78 61,100SH DEFINE2 0 0 61,100 92849710 0.00 0SH DEFINE4 0 0 0 VIVENDI UNIVERSAL - SP ADR 92851S20 499.00 12,961SH DEFINE2 3,700 0 9,261 92851S20 155.04 4,027SH DEFINE4 0 0 4,027 VODAFONE GRP-ADR 92857W10 29.03 1,575SH DEFINE2 0 0 1,575 92857W10 2,281.12 123,772SH DEFINE4 1,441 0 122,331 VIVACE P/P (PRIVATE) 9285VV9A 70.60 24,177SH DEFINE2 0 0 24,177 9285VV9A 1,431.46 490,226SH DEFINE4 0 0 490,226 VORNADO REALTY TRUST REIT 92904210 0.00 0SH DEFINE2 0 0 0 92904210 264.96 6,000SH DEFINE4 200 0 5,800 VOTORANTIM C-ADR 92906P10 444.14 23,700SH DEFINE2 0 0 23,700 92906P10 273.60 14,600SH DEFINE4 4,200 0 10,400 VULCAN MATERIALS CO 92916010 1,445.45 30,405SH DEFINE2 800 0 29,605 92916010 5,785.57 121,699SH DEFINE4 1,933 0 119,766 W-H ENERGY SERVICES INC 92925E10 0.00 0SH DEFINE2 0 0 0 92925E10 3,410.64 157,900SH DEFINE4 0 0 157,900 WPP GROUP PLC - SPONSORED AD92930930 6.38 113SH DEFINE2 0 0 113 92930930 3,501.60 62,019SH DEFINE4 478 0 61,541 WSFS FINANCIAL 92932810 0.00 0SH DEFINE2 0 0 0 92932810 0.00 0SH DEFINE4 0 0 0 WABTEC 92974010 59.96 4,000SH DEFINE2 0 0 4,000 92974010 0.00 0SH DEFINE4 0 0 0 WACHOVIA CORP 92990310 25,369.80 684,191SH DEFINE2 134,400 0 549,791 92990310 207,113.275,585,579SH DEFINE4 172,378 0 5,413,201 WADDELL & REED FINANCIAL INC93005910 5,120.30 167,989SH DEFINE2 2,774 0 165,215 93005910 39,544.511,297,392SH DEFINE4 210,100 0 1,087,292 WAL MART STORES INC 93114210 373,228.056,088,549SH DEFINE2 2,280,509 0 3,808,040 93114210 1,295,584.6321,135,14SH DEFINE4 1,122,297 0 20,012,852 WALGREEN COMPANY 93142210 12,293.90 313,700SH DEFINE2 16,700 0 297,000 93142210 11,694.26 298,399SH DEFINE4 1,200 0 297,199 WALLACE COMPUTER SVCS INC 93227010 19,154.21 948,228SH DEFINE2 403,628 0 544,600 93227010 12,372.50 612,500SH DEFINE4 8,100 0 604,400 WALTER INDS INC 93317Q10 269.99 20,500SH DEFINE2 0 0 20,500 93317Q10 6,974.83 529,600SH DEFINE4 6,600 0 523,000 WAM NET WARRANT 03/01/05 93359011 0.00 0SH DEFINE2 0 0 0 93359011 0.12 12,000SH DEFINE4 0 0 12,000 WASHINGTON FEDERAL INC 93882410 18,870.30 788,233SH DEFINE2 476,531 0 311,702 93882410 12,979.67 542,175SH DEFINE4 8,360 0 533,815 WASHINGTON MUTUAL INC 93932210 17,943.87 541,620SH DEFINE2 110,490 0 431,130 93932210 229,533.116,928,256SH DEFINE4 157,446 0 6,770,810 WASTE CONNECTIONS INC 94105310 13,987.07 417,400SH DEFINE2 320,400 0 97,000 94105310 174.25 5,200SH DEFINE4 0 0 5,200 WASTE MANAGEMENT INC 94106L10 167,618.186,151,126SH DEFINE2 2,670,647 0 3,480,479 94106L10 601,218.3022,063,05SH DEFINE4 1,247,977 0 20,815,080 WATERS CORP 94184810 4,572.79 163,489SH DEFINE2 73,300 0 90,189 94184810 23,409.49 836,950SH DEFINE4 3,994 0 832,956 WATSCO INC 94262220 1,092.42 61,200SH DEFINE2 0 0 61,200 94262220 0.00 0SH DEFINE4 0 0 0 WATSON PHARMACEUTICAL INC 94268310 823.54 30,400SH DEFINE2 0 0 30,400 94268310 0.00 0SH DEFINE4 0 0 0 WAYLAND INVESTMENT FUND II P9442WF9A 0.00 0SH DEFINE2 0 0 0 9442WF9A 5,000.00 50,000SH DEFINE4 0 0 50,000 WEATHERFORD INTERNATIONAL 94707410 45.01 945SH DEFINE2 945 0 0 94707410 23,850.46 500,745SH DEFINE4 4,518 0 496,226 WEBSENSE INC 94768410 935.95 37,200SH DEFINE2 0 0 37,200 94768410 1,076.85 42,800SH DEFINE4 2,700 0 40,100 WEBMETHODS INC 94768C10 17,448.821,012,700SH DEFINE2 440,850 0 571,850 94768C10 100,381.695,825,983SH DEFINE4 94,600 0 5,731,383 WEBMD CORPORATION 94769M10 0.00 0SH DEFINE2 0 0 0 94769M10 1,653.50 215,300SH DEFINE4 13,700 0 201,600 WEBSTER FINANCIAL CORP 94789010 23,373.84 624,468SH DEFINE2 373,879 0 250,589 94789010 20,826.05 556,400SH DEFINE4 6,200 0 550,200 WEIGHT WATCHERS 94862610 3,363.05 87,900SH DEFINE2 9,900 0 78,000 94862610 45,910.581,199,963SH DEFINE4 0 0 1,199,963 WEINGARTEN REALTY INVS SBI R94874110 0.00 0SH DEFINE2 0 0 0 94874110 953.47 18,550SH DEFINE4 1,200 0 17,350 WEIS MARKETS INC 94884910 0.00 0SH DEFINE2 0 0 0 94884910 467.39 15,400SH DEFINE4 1,000 0 14,400 WELLPOINT HEALTH NETWORKS 94973H10 47,606.25 747,703SH DEFINE2 268,167 0 479,536 94973H10 109,915.301,726,328SH DEFINE4 186,966 0 1,539,362 WELLS FARGO AND COMPANY 94974610 197,133.373,990,554SH DEFINE2 1,274,140 0 2,716,414 94974610 1,314,870.2226,616,80SH DEFINE4 1,021,238 0 25,595,568 WENDYS INTERNATIONAL INC 95059010 1,259.28 36,000SH DEFINE2 5,000 0 31,000 95059010 8,318.24 237,800SH DEFINE4 400 0 237,400 WERNER ENTERPRISES INC 95075510 3,446.76 164,523SH DEFINE2 91,865 0 72,659 95075510 2,111.76 100,800SH DEFINE4 0 0 100,800 WEST CORPORATION 95235510 3,076.74 97,242SH DEFINE2 192 0 97,050 95235510 10,106.16 319,411SH DEFINE4 54,200 0 265,211 WESTAMERICA BANCORPORATION 95709010 0.00 0SH DEFINE2 0 0 0 95709010 1,192.73 27,900SH DEFINE4 1,800 0 26,100 WESTCORP 95790710 64.35 2,945SH DEFINE2 0 0 2,945 95790710 0.00 0SH DEFINE4 0 0 0 WESTERN DIGITAL CORP 95810210 365.70 58,700SH DEFINE2 0 0 58,700 95810210 2,572.16 412,867SH DEFINE4 21,695 0 391,172 WESTERN GAS RESOURCES INC 95825910 0.00 0SH DEFINE2 0 0 0 95825910 19,995.62 537,228SH DEFINE4 6,510 0 530,718 WESTERN WIRELESS CORP CL A 95988E20 46.37 5,306SH DEFINE2 0 0 5,306 95988E20 2,888.38 330,478SH DEFINE4 26,375 0 304,103 WESTPORT RESOURCES CORP 96141810 365.49 18,600SH DEFINE2 0 0 18,600 96141810 2,025.92 103,100SH DEFINE4 6,500 0 96,600 WESTWOOD ONE INC 96181510 27,370.59 713,705SH DEFINE2 296,700 0 417,005 96181510 360,930.839,411,495SH DEFINE4 29,474 0 9,382,021 THE WET SEAL INC 96184010 19,475.60 558,200SH DEFINE2 399,200 0 159,000 96184010 14,758.47 423,000SH DEFINE4 10,550 0 412,450 WEYERHAEUSER COMPANY 96216610 19,180.85 305,136SH DEFINE2 106,548 0 198,588 96216610 445,868.437,093,039SH DEFINE4 77,753 0 7,015,286 WHIRLPOOL CORPORATION 96332010 1,878.10 24,859SH DEFINE2 700 0 24,159 96332010 18,359.63 243,013SH DEFINE4 4,245 0 238,768 WHOLE FOODS MARKET INCC 96683710 6,097.33 133,450SH DEFINE2 37,650 0 95,800 96683710 109,543.652,397,541SH DEFINE4 400 0 2,397,141 WILD OATS MARKETS INC 96808B10 15.21 1,800SH DEFINE2 0 0 1,800 96808B10 0.00 0SH DEFINE4 0 0 0 WILLIAMS COMPANIES 96945710 4,549.91 193,120SH DEFINE2 18,500 0 174,620 96945710 103,147.574,378,080SH DEFINE4 75,313 0 4,302,767 WILLIAMS-SONOMA INC 96990410 0.00 0SH DEFINE2 0 0 0 96990410 3,889.37 84,570SH DEFINE4 0 0 84,570 WILMINGTON TRUST CORP 97180710 0.00 0SH DEFINE2 0 0 0 97180710 87.50 1,300SH DEFINE4 100 0 1,200 WIND RIVER SYSTEMS 97314910 0.00 0SH DEFINE2 0 0 0 97314910 5,248.91 386,233SH DEFINE4 5,515 0 380,718 WINN DIXIE STORES INC 97428010 677.69 42,250SH DEFINE2 0 0 42,250 97428010 0.00 0SH DEFINE4 0 0 0 WINTRUST FINANCIAL CORPORATI97650W10 8,305.03 361,560SH DEFINE2 224,550 0 137,010 97650W10 0.00 0SH DEFINE4 0 0 0 WISCONSIN ENERGY 97665710 0.00 0SH DEFINE2 0 0 0 97665710 72.15 2,900SH DEFINE4 200 0 2,700 WITNESS SYSTEMS INC. 97742410 4,005.73 284,700SH DEFINE2 137,200 0 147,500 97742410 1,616.64 114,900SH DEFINE4 0 0 114,900 WOLVERINE WORLD WIDE 97809710 33,995.401,893,894SH DEFINE2 1,083,444 0 810,450 97809710 12,845.02 715,600SH DEFINE4 0 0 715,600 WOODHEAD INDUSTRIES INC 97943810 8,757.99 492,022SH DEFINE2 215,222 0 276,800 97943810 0.00 0SH DEFINE4 0 0 0 WOODWARD GOVERNOR CO 98074510 0.00 0SH DEFINE2 0 0 0 98074510 0.00 0SH DEFINE4 0 0 0 AP WORLD ACCESS INC 98141A10 0.00 33SH DEFINE2 0 0 33 98141A10 0.20 3,490SH DEFINE4 0 0 3,490 WORLD WRESTLING 98156Q10 26.28 1,800SH DEFINE2 0 0 1,800 98156Q10 0.00 0SH DEFINE4 0 0 0 WORLDCOM INC-WORLDCOM GROUP 98157D10 7,228.251,072,440SH DEFINE2 161,730 0 910,710 98157D10 54,758.778,124,447SH DEFINE4 192,592 0 7,931,855 MCI GROUP 98157D30 7.47 1,264SH DEFINE2 1,264 0 0 98157D30 0.00 0SH DEFINE4 0 0 0 WORTHINGTON INDS INC 98181110 913.23 59,455SH DEFINE2 1,500 0 57,955 98181110 1,956.86 127,400SH DEFINE4 8,200 0 119,200 WRIGHT MED GROUP 98235T10 3,095.87 154,100SH DEFINE2 114,600 0 39,500 98235T10 1,888.46 94,000SH DEFINE4 0 0 94,000 WRIGLEY WM JR COMPANY 98252610 3,433.16 64,400SH DEFINE2 0 0 64,400 98252610 0.00 0SH DEFINE4 0 0 0 WYETH 98302410 208,430.283,174,871SH DEFINE2 1,316,380 0 1,858,491 98302410 1,288,000.7419,619,20SH DEFINE4 764,633 0 18,854,571 XCL LTD 98370110 0.00 16,274SH DEFINE2 0 0 16,274 98370110 0.002,465,811SH DEFINE4 0 0 2,465,811 XM SATELLITE 144A WARRANT 0398375Y11 0.75 748SH DEFINE2 0 0 748 98375Y11 22.13 22,130SH DEFINE4 0 0 22,130 X-RITE INC 98385710 14,061.401,757,675SH DEFINE2 769,575 0 988,100 98385710 8,369.601,046,200SH DEFINE4 0 0 1,046,200 XTO ENERGY INC 98385X10 615.54 30,700SH DEFINE2 0 0 30,700 98385X10 3,417.42 170,445SH DEFINE4 10,750 0 159,695 XCEL ENERGY INC 98389B10 2,669.23 105,295SH DEFINE2 0 0 105,295 98389B10 14,417.94 568,755SH DEFINE4 500 0 568,255 XILINX 98391910 14,709.89 369,039SH DEFINE2 41,800 0 327,239 98391910 86,006.322,157,710SH DEFINE4 0 0 2,157,710 XEROX CORPORATION 98412110 8,188.69 761,739SH DEFINE2 371,507 0 390,232 98412110 219,205.4020,391,20SH DEFINE4 231,935 0 20,159,265 YAHOO INC 98433210 3,494.52 189,200SH DEFINE2 6,200 0 183,000 98433210 5,334.14 288,800SH DEFINE4 700 0 288,100 YANKEE CANDLE CO 98475710 13,882.63 600,200SH DEFINE2 478,100 0 122,100 98475710 152.66 6,600SH DEFINE4 0 0 6,600 XICOR INC 98490310 62.72 5,900SH DEFINE2 0 0 5,900 98490310 349.73 32,900SH DEFINE4 2,100 0 30,800 YORK INTERNATIONAL 98667010 10,823.85 301,500SH DEFINE2 127,600 0 173,900 98667010 7,987.75 222,500SH DEFINE4 0 0 222,500 YUKOS OIL ADR 98849W10 4,599.16 37,090SH DEFINE2 0 0 37,090 98849W10 1,922.00 15,500SH DEFINE4 15,500 0 0 ZSC SPEC CHEM P/P 144A PREF 98878811 0.00 0SH DEFINE2 0 0 0 98878811 187.50 300,000SH DEFINE4 0 0 300,000 ZSC SPEC CHEM P/P 144A ORD W98878814 0.00 0SH DEFINE2 0 0 0 98878814 487.50 300,000SH DEFINE4 0 0 300,000 ZARLINK SEMICONDUCTOR INC 98913910 19.27 1,997SH DEFINE2 1,997 0 0 98913910 28,812.562,985,757SH DEFINE4 562,000 0 2,423,757 ZIMMER HOLDINGS INC 98956P10 55,348.311,625,501SH DEFINE2 768,324 0 857,177 98956P10 331,182.699,726,364SH DEFINE4 447,511 0 9,278,853 ZIONS BANCORP 98970110 68,236.191,151,277SH DEFINE2 528,031 0 623,246 98970110 448,042.147,559,341SH DEFINE4 240,134 0 7,319,207 ZYGO CORP 98985510 32.44 2,000SH DEFINE2 0 0 2,000 98985510 180.04 11,100SH DEFINE4 700 0 10,400 ZOLL MEDICAL CORP 98992210 0.00 0SH DEFINE2 0 0 0 98992210 0.00 0SH DEFINE4 0 0 0 REGAL CINEMAS 99144590 419.12 2,704SH DEFINE2 0 0 2,704 99144590 57,496.95 370,948SH DEFINE4 0 0 370,948 COMMVAULT P/P (PRIVATE) 99144690 6,000.001,916,321SH DEFINE2 0 0 1,916,321 99144690 5,000.001,596,934SH DEFINE4 0 0 1,596,934 CAPELLA P/P (PRIVATE) 99151290 4,999.99 426,985SH DEFINE2 0 0 426,985 99151290 2,500.00 213,493SH DEFINE4 0 0 213,493 DAIMLERCHRYSLER D1668R12 5.40 120SH DEFINE2 0 0 120 D1668R12 216.16 4,800SH DEFINE4 0 0 4,800 ACE LIMITED G0070K10 106,964.842,565,104SH DEFINE2 962,015 0 1,603,089 G0070K10 546,436.9413,104,00SH DEFINE4 954,624 0 12,149,379 AMDOCS LTD G0260210 9,782.26 367,064SH DEFINE2 179,200 0 187,864 G0260210 96,234.223,611,040SH DEFINE4 109,410 0 3,501,630 ACCENTURE LTD G1150G11 8,625.25 323,043SH DEFINE2 48,474 0 274,569 G1150G11 111,457.844,174,451SH DEFINE4 1,400 0 4,173,051 BUNGE LIMITED G1696210 17,304.85 799,300SH DEFINE2 337,600 0 461,700 G1696210 12,247.41 565,700SH DEFINE4 0 0 565,700 EVEREST RE GROUP LTD G3223R10 6,906.26 99,600SH DEFINE2 66,350 0 33,250 G3223R10 7,636.07 110,125SH DEFINE4 8,825 0 101,300 FRESH DEL MONTE G3673810 0.00 0SH DEFINE2 0 0 0 G3673810 0.00 0SH DEFINE4 0 0 0 FRONTLINE LTD ORD G3682E12 56.00 5,000SH DEFINE2 1,000 0 4,000 G3682E12 30.24 2,700SH DEFINE4 0 0 2,700 GARMIN LTD G3726010 710.52 31,000SH DEFINE2 200 0 30,800 G3726010 6,578.04 287,000SH DEFINE4 45,200 0 241,800 GLOBAL CROSSING LTD G3921A10 0.26 2,347SH DEFINE2 0 0 2,347 G3921A10 68.88 631,944SH DEFINE4 7,670 0 624,274 GLOBALSANTAFE CORP G3930E10 89,758.922,744,921SH DEFINE2 1,300,541 0 1,444,380 G3930E10 299,633.569,163,106SH DEFINE4 497,426 0 8,665,680 GLOBALSTAR TELECOM WARR 2/15G3930H14 0.01 670SH DEFINE2 0 0 670 G3930H14 0.22 22,030SH DEFINE4 0 0 22,030 INGERSOLL-RAND COMPANY - CL G4776G10 95,962.371,918,480SH DEFINE2 814,680 0 1,103,800 G4776G10 275,354.555,504,889SH DEFINE4 464,500 0 5,040,389 IPC HOLDINGS LTD G4933P10 60.91 1,872SH DEFINE2 272 0 1,600 G4933P10 13,705.85 421,200SH DEFINE4 75,000 0 346,200 LORAL SPACE&COMM G5646210 6,912.313,215,030SH DEFINE2 1,937,800 0 1,277,230 G5646210 3,822.491,777,900SH DEFINE4 0 0 1,777,900 LORAL SPACE & CO G5646218 0.00 0SH DEFINE2 0 0 0 G5646218 0.59 59,200SH DEFINE4 0 0 59,200 MARVELL TECHNOLOGIES GROUP G5876H10 38,689.77 883,328SH DEFINE2 378,127 0 505,201 G5876H10 488,847.9011,160,91SH DEFINE4 119,506 0 11,041,405 ONO FINANCE PLC RT WARRANT 0G6751N13 0.75 1,730SH DEFINE2 0 0 1,730 G6751N13 0.12 270SH DEFINE4 0 0 270 ORIENT EXPRESS HOTELS LTD -AG6774310 15,477.91 755,020SH DEFINE2 178,620 0 576,400 G6774310 56,099.302,736,551SH DEFINE4 141,900 0 2,594,651 O2MICRO INTERNATIONAL LTD SEG6797E10 4,077.50 233,400SH DEFINE2 127,800 0 105,600 G6797E10 597.47 34,200SH DEFINE4 0 0 34,200 PARTNERRE LTD G6852T10 1,073.82 19,667SH DEFINE2 6,155 0 13,512 G6852T10 18,959.53 347,244SH DEFINE4 4,026 0 343,218 RSL COMMUNICATIONS LTD-CL A G7702U10 0.00 69SH DEFINE2 0 0 69 G7702U10 0.09 17,291SH DEFINE4 0 0 17,291 UTI WORLDWIDE G8721010 9,739.62 491,900SH DEFINE2 391,500 0 100,400 G8721010 118.80 6,000SH DEFINE4 0 0 6,000 TRANSOCEAN SEDCO FOREX INC G9007810 5,909.82 177,846SH DEFINE2 41,600 0 136,246 G9007810 83,872.422,523,997SH DEFINE4 55,742 0 2,468,255 TRENWICK GROUP INC SEDOL 264G9032C10 1,288.09 143,600SH DEFINE2 49,300 0 94,300 G9032C10 11,732.761,308,000SH DEFINE4 0 0 1,308,000 TSAKOS ENERGY NAVIGATION LTDG9108L10 3,554.68 233,400SH DEFINE2 119,000 0 114,400 G9108L10 2,666.77 175,100SH DEFINE4 0 0 175,100 WILLIS GRP HLDGS G9665510 12,317.47 498,683SH DEFINE2 112,680 0 386,003 G9665510 87,320.303,535,235SH DEFINE4 0 0 3,535,235 XL CAPITAL LTD-CL A G9825510 51,376.48 550,364SH DEFINE2 242,772 0 307,592 G9825510 359,543.593,851,565SH DEFINE4 147,010 0 3,704,555 ALCON INC H0130110 15,774.37 466,008SH DEFINE2 265,858 0 200,150 H0130110 27,953.06 825,792SH DEFINE4 44,600 0 781,192 UBS AG-REGISTERED H8920M85 9.10 183SH DEFINE2 0 0 183 H8920M85 337.70 6,788SH DEFINE4 0 0 6,788 CHECK POINT SOFTWARE TECH LTM2246510 12,683.28 417,213SH DEFINE2 230,567 0 186,646 M2246510 57,768.451,900,278SH DEFINE4 187,035 0 1,713,243 PRECISE SOFTWARE M4145010 4,637.04 199,100SH DEFINE2 69,500 0 129,600 M4145010 13,540.13 581,371SH DEFINE4 50,200 0 531,171 FUNDTECH LTD M4709510 10.68 2,400SH DEFINE2 2,400 0 0 M4709510 0.00 0SH DEFINE4 0 0 0 GILAT SATELLITE NETWORKS LTDM5147410 7.98 2,300SH DEFINE2 2,300 0 0 M5147410 0.00 0SH DEFINE4 0 0 0 ORBOTECH LTD M7525310 889.19 28,300SH DEFINE2 2,650 0 25,650 M7525310 543.57 17,300SH DEFINE4 5,200 0 12,100 TARO PHARMACEUTICALS INDUS M8737E10 1,440.01 50,794SH DEFINE2 0 0 50,794 M8737E10 895.86 31,600SH DEFINE4 10,000 0 21,600 VERSITY LTD M9738511 1,691.22 75,400SH DEFINE2 0 0 75,400 M9738511 0.00 0SH DEFINE4 0 0 0 ASM INTERNATIONAL NV N0704510 0.00 0SH DEFINE2 0 0 0 N0704510 193.21 7,400SH DEFINE4 0 0 7,400 ASML HOLDING N.V. N0705911 4,282.46 168,800SH DEFINE2 41,600 0 127,200 N0705911 81,204.433,200,805SH DEFINE4 0 0 3,200,805 ASML HOLDING NV N070599C 0.00 0SH DEFINE2 0 0 0 N070599C 6,625.89 262,863SH DEFINE4 3,215 0 259,648 QIAGEN N.V. N7248210 1,865.85 125,309SH DEFINE2 29,600 0 95,709 N7248210 51,446.603,455,111SH DEFINE4 26,865 0 3,428,246 ROYAL CARIBBEAN CRUISES LTD V7780T10 9,028.61 400,382SH DEFINE2 124,488 0 275,894 V7780T10 131,302.825,822,742SH DEFINE4 256,172 0 5,566,570 ASE TEST LIMITED Y0251610 17,924.891,148,295SH DEFINE2 275,429 0 872,866 Y0251610 32,436.802,077,950SH DEFINE4 30,740 0 2,047,210 FLEXTRONICS INTL LTD Y2573F10 37,793.782,070,892SH DEFINE2 1,216,619 0 854,273 Y2573F10 216,163.1811,844,55SH DEFINE4 192,234 0 11,652,324 GENERAL MARITIME CORP Y2692M10 11,981.64 998,470SH DEFINE2 610,700 0 387,770 Y2692M10 8,424.00 702,000SH DEFINE4 0 0 702,000 TELECOMASIA-PC R Y8576990 0.001,257,352SH DEFINE2 180,315 0 1,077,037 Y8576990 0.00 878,713SH DEFINE4 124,768 0 753,945 Total market value 183,257,544.51