13F-HR 1 axf13f_20010630.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: June 30, 2001 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: AXA Financial, Inc. Address: 1290 Avenue of the Americas New York, NY 10104 13F File Number: 28-3344 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: Alvin H. Fenichel Title: Senior Vice President and Controller Phone: (212) 314-4094 Signature, Place, and Date of Signing: /s/ Alvin H. Fenichel New York August 13, 2001 -------------------------- -------------------- -------------------- [Signature] [City, State] [Date] (Please direct all questions to Patrick Meehan, (212) 314-5644) Report Type (Check only one.): [ ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [X] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] Form 13F File Number Name 28-139 American Express Financial Corporation 28-4987 Bankers Trust Company, as included in the consolidated report filed by Taunus Corporation 28-3803 Brown Capital Management, Inc. 28-5129 Calvert Asset Management Company, Inc. 28-96 Capital Guardian Trust Company 28-581 Evergreen Asset Management Corporation, as included in the consolidated report filed by First Union Corp. 28-451 Fidelity Management Research Company 28-790 Fund Asset Management, L.P. 28-694 J.P. Morgan Investment Management, Inc., as included in the consolidated report filed by J.P. Morgan Chase & Co. 28-1343 Janus Capital Corporation 28-74 Jennison Associates LLC 28-61 Lazard Asset Management, a division of Lazard Freres & Co. LLC 28-158 Marsico Capital Management LLC, as included in the consolidated report filed by Bank Of America Corporation 28-4968 Massachusetts Financial Services Company 28-3432 Morgan Stanley Asset Management Inc., as included in the consolidated report filed by Morgan Stanley Dean Witter & Co. 28-0969 Provident Investment Counsel 28-90 Putnam Investment Management LLC 28-115 T. Rowe Price International, Inc., as included in the consolidated report filed by T. Rowe Price Associates, Inc. Please see Forms 13F filed by these institutional investment managers for their holdings as advisers of series of EQ Advisors Trust. The Equitable Life Assurance Society of the United States, the manager of EQ Advisors Trust, has shared investment discretion and no voting authority with respect to the holdings of each of the series of EQ Advisors Trust. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 9 Form 13F Information Table Entry Total: 5481 Form 13F Information Table Value Total: $258741622 (Thousands) List of Other Included Managers: Provide a numbered list of the name(s) and 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. 01 ALLIANCE CAPITAL MANAGEMENT, L.P. (28-2321) 02 AXA CONSEIL VIE ASSURANCE MUTUELLE (28-3634), AXA ASSURANCES I.A.R.D. MUTUELLE (28-3636), AXA ASSURANCES VIE MUTUELLE (28-3638) and AXA COURTAGE ASSURANCE MUTUELLE (28-3640) (collectively, the "Mutuelles AXA"), as a group 03 AXA (28-3570) 04 AXA ROSENBERG INVESTMENT MANAGEMENT LLC (28-1734) 05 AXA ADVISORS, LLC (formerly, EQ FINANCIAL CONSULTANTS, INC.) 06 THE EQUITABLE LIFE ASSURANCE SOCIETY OF THE UNITED STATES (28-42) FORM 13F INFORMATION TABLE
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 INVEST DISCRETION VOTING AUTHORITY (SHARES) TITLE FAIR SHARES OR (A) (B) (C) Mangrs OF CUSIP MARKET PRINCIPAL SHARED (A) (B) (C) Name of Issuer CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER SOLE SHARED NONE AXA FINANCIAL, INC.: AAR CORP COM 000361105 803 46950 X 01 08 41550 0 5400 A D C TELECOMMUNICATIONS COM 000886101 9672 1465482 X 01 08 885494 14620 565368 ACTV INC COM 00088E104 6 1900 X 01 08 0 0 1900 ABM INDS INC COM 000957100 2317 62200 X 01 08 31000 0 31200 ACT MFG INC COM 000973107 19 1700 X 01 08 0 0 1700 AEP INDS INC COM 001031103 906 25625 X 01 08 0 0 25625 AFLAC INC COM 001055102 635496 20180882 X 01 08 7875696 7433285 4871901 AGCO CORP COM 001084102 2375 259600 X 01 08 162200 0 97400 AGL RES INC COM 001204106 5287 222600 X 01 08 131700 15800 75100 AES CORP COM 00130H105 1169282 27161032 X 01 08 14321773 4780393 8058866 AES CORP CVB 00130HAN5 5183 3192000 X 01 08 1700000 0 1492000 AK STL HLDG CORP COM 001547108 20214 1611999 X 01 08 1198199 176200 237600 AMB PROPERTY CORP COM 00163T109 9766 379100 X 01 08 141100 221000 17000 AMB PROPERTY CORP PFD 00163T208 4464 177409 X 01 08 177409 0 0 AMLI RESIDENTIAL PPTYS TR COM 001735109 59 2400 X 01 08 0 0 2400 AMR CORP COM 001765106 332824 9211841 X 01 08 2571366 6403050 237425 ANC RENTAL CORP COM 001813104 11 3663 X 01 08 512 0 3151 AOL TIME WARNER INC COM 00184A105 6527000 123150941 X 01 08 59977951 27685576 35487414 AOL TIME WARNER (GS) CAL 00184A5GW -961 -3150 X 01 08 0 -3000 -150 AOL TIME WARNER (SB) CAL 00184A5GX -379 -3150 X 01 08 0 -3000 -150 AOL TIME WARNER (MT) CAL 00184A5GY -1472 -5000 X 01 08 0 -5000 0 AOL TIME WARNER (ML) CAL 00184A5GZ -347 -3000 X 01 08 0 -3000 0 AOL TIME WARNER (MGS) CAL 00184A5HZ -1144 -3000 X 01 08 0 -3000 0 AOL TIME WARNER CAL 00184A9AE 0 939 X 01 08 0 939 0 AOL TIME WARNER CAL 00184A9AF 6396 2710 X 01 08 2710 0 0 AOL TIME WARNER CAL 00184A9AG 14414 3203 X 01 08 3203 0 0 AMERICA ONLINE INC DE CAL 00184A9AY 0 147 X 01 08 0 147 0 AT&T CORP COM 001957109 772709 35123133 X 01 08 13725012 16355758 5042363 AT&T CORP COM 001957208 3438439 196594599 X 01 08 82230052 69466880 44897667 AT&T CORP COM 001957406 3060130 187163921 X 01 08 66473056 70783180 49907685 AT&T CORP - LIBE (SB) CAL 0019575GY -409 -5500 X 01 08 0 -5000 -500 LIBERTY JUL 17 17.656 CALL(SB) CAL 0019575GZ -303 -5500 X 01 08 0 -5000 -500 LIBERTY AUG 21 15.9042 CL (ML) CAL 0019575HZ -1084 -5000 X 01 08 0 -5000 0 AT&T CORP CNN 001957AV1 1 1500 X 01 08 1500 0 0 ATMI INC COM 00207R101 1335 44500 X 01 08 41300 0 3200 ATS MED INC COM 002083103 66 4400 X 01 08 0 0 4400 ASAT HLDGS LTD ADR 00208B105 4916 1075700 X 01 08 508800 553500 13400 AVX CORP NEW COM 002444107 55 2600 X 01 08 0 0 2600 AXT INC COM 00246W103 758 28400 X 01 08 25800 0 2600 AARON RENTS INC COM 002535201 462 27200 X 01 08 23300 0 3900 ABBOTT LABS COM 002824100 606675 12639066 X 01 08 6596551 3200725 2841790 ABERCROMBIE & FITCH CO COM 002896207 57089 1282319 X 01 08 694624 448000 139695 ABBEY NATL PLC CNN 002920AA4 211 215000 X 01 08 215000 0 0 ABGENIX INC COM 00339B107 12209 271300 X 01 08 266000 0 5300 ABIOMED INC COM 003654100 64 2699 X 01 08 199 0 2500 ACACIA RESH CORP COM 003881109 42 2500 X 01 08 0 0 2500 ACCREDO HEALTH INC COM 00437V104 1207 32450 X 01 08 29900 0 2550 ACKERLEY GROUP INC COM 004527107 30 2700 X 01 08 0 0 2700 ACLARA BIOSCIENCES INC COM 00461P106 33 3300 X 01 08 0 0 3300 ACTIVISION INC NEW COM 004930202 7921 201800 X 01 08 195700 0 6100 ACTION PERFORMANCE COS INC COM 004933107 480 19200 X 01 08 19200 0 0 ACTEL CORP COM 004934105 859 35000 X 01 08 32100 0 2900 ACTIVE POWER INC COM 00504W100 2924 175300 X 01 08 169900 0 5400 ACTUATE CORP COM 00508B102 18333 1919700 X 01 08 1160900 736500 22300 ACTUANT CORP COM 00508X203 182 11073 X 01 08 5833 0 5240 ACXIOM CORP COM 005125109 4275 326600 X 01 08 207400 0 119200 ADAMS EXPRESS CO COM 006212104 70 3939 X 01 08 0 0 3939 ADAPTEC INC COM 00651F108 66413 6681389 X 01 08 3537640 146917 2996832 ADELPHIA BUSINESS SOLUTIONS COM 006847107 2236 545400 X 01 08 0 0 545400 ADELPHIA COMMUNICATIONS CORP COM 006848105 262997 6414550 X 01 08 218735 5481050 714765 ADELPHIA COMMUNICATIONS CORP PFD 006848303 1274 13000 X 01 08 13000 0 0 ADELPHIA COMMUNICATIONS CORP CVP 006848402 2709 21000 X 01 08 0 0 21000 ADLAC JUL 31 37.30 CALL (ML) CAL 0068485GZ -1435 -3000 X 01 08 0 -3000 0 ADELPHIA COMMUNI (GS) CAL 0068485HY -893 -3200 X 01 08 0 -3000 -200 ADLAC AUG 9 41.25 CALL (MT) CAL 0068485HZ -668 -3000 X 01 08 0 -3000 0 ADEPT TECHNOLOGY INC COM 006854103 13 1300 X 01 08 0 0 1300 ADMINISTAFF INC COM 007094105 907 34900 X 01 08 32300 0 2600 ADOBE SYS INC COM 00724F101 22337 475252 X 01 08 297651 0 177601 ADTRAN INC COM 00738A106 2917 142300 X 01 08 91700 0 50600 ADVANCED DIGITAL INFORMATION COM 007525108 121 7000 X 01 08 0 0 7000 ADVANCED LTG TECHNOLOGIES COM 00753C102 11 2500 X 01 08 0 0 2500 ADVANCED MARKETING SVCS INC COM 00753T105 19 900 X 01 08 0 0 900 ADVANCED FIBRE COMMUNICATION COM 00754A105 6212 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COMMUNICATIONS COM 019496108 3 5800 X 01 08 0 0 5800 ALLIED WASTE INDS INC COM 019589308 6560 351170 X 01 08 205470 0 145700 ALLMERICA FINL CORP COM 019754100 12411 215850 X 01 08 126700 0 89150 ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 37 4100 X 01 08 0 0 4100 ALLSTATE CORP COM 020002101 177482 4034597 X 01 08 2617746 3021 1413830 ALLTEL CORP COM 020039103 48884 797981 X 01 08 470370 0 327611 ALLTRISTA CORP COM 020040101 8601 728880 X 01 08 611775 7505 109600 ALPHA INDS INC COM 020753109 8525 288500 X 01 08 279100 0 9400 ALPHARMA INC COM 020813101 1665 61100 X 01 08 50500 0 10600 ALTERA CORP COM 021441100 1270559 43812363 X 01 08 20935691 15481910 7394762 AMAZON COM INC COM 023135106 415 29300 X 01 08 3400 0 25900 AMAZON COM INC CVB 023135AF3 5 10000 X 01 08 0 0 10000 AMBAC FINL GROUP INC COM 023139108 256837 4413013 X 01 08 1058574 1758449 1595990 AMCAST INDL CORP COM 023395106 125 14600 X 01 08 9800 0 4800 AMERADA HESS CORP COM 023551104 660920 8179698 X 01 08 4537797 844106 2797795 AMERCO COM 023586100 11 500 X 01 08 0 0 500 AMEREN CORP COM 023608102 228734 5356761 X 01 08 2435168 346834 2574759 AMERICA MOVIL S A DE C V ADR 02364W105 41939 2010484 X 01 08 1338158 211406 460920 AMERICA WEST HLDG CORP COM 023657208 1493 149700 X 01 08 10000 0 139700 AMCORE FINL INC COM 023912108 89 3700 X 01 08 0 0 3700 AMERICAN AXLE & MFG HLDGS IN COM 024061103 61 3600 X 01 08 0 0 3600 AMERICAN CLASSIC VOYAGES CO COM 024928103 2 700 X 01 08 0 0 700 AMERICAN CAPITAL STRATEGIES COM 024937104 101 3600 X 01 08 0 0 3600 AMERICAN ELEC PWR INC COM 025537101 1315003 28481762 X 01 08 14772251 3592609 10116902 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 31281 887650 X 01 08 482950 306650 98050 AMERICAN EXPRESS CO COM 025816109 136906 3528495 X 01 08 1969803 4278 1554414 AMERICAN FINL GROUP INC OHIO COM 025932104 7233 241100 X 01 08 154100 0 87000 AMERICAN FINL HLDGS INC COM 026075101 739 31300 X 01 08 27200 0 4100 AMERICAN GENERAL CORP COM 026351106 126097 2714682 X 01 08 1948393 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INC COM 030411102 12181 369450 X 01 08 233900 0 135550 AMERICREDIT CORP COM 03060R101 27819 535500 X 01 08 242400 130100 163000 AMERON INTL INC COM 030710107 801 12000 X 01 08 0 0 12000 AMERIPATH INC COM 03071D109 88 3000 X 01 08 0 0 3000 AMERISOURCE HEALTH CORP COM 03071P102 11015 199000 X 01 08 125700 0 73300 AMERITRADE HLDG CORP COM 03072H109 33 4200 X 01 08 0 0 4200 AMETEK INC NEW COM 031100100 3828 125300 X 01 08 80000 0 45300 AMGEN INC COM 031162100 370995 6113956 X 01 08 4223231 55731 1834994 AMKOR TECHNOLOGY INC COM 031652100 230 10400 X 01 08 0 0 10400 AMPAL AMERN ISRAEL CORP COM 032015109 36 5900 X 01 08 0 0 5900 AMPHENOL CORP NEW COM 032095101 19456 485800 X 01 08 256000 222200 7600 AMSOUTH BANCORPORATION COM 032165102 115024 6220895 X 01 08 4492726 11550 1716619 AMYLIN PHARMACEUTICALS INC COM 032346108 96 8500 X 01 08 0 0 8500 ANADARKO PETE CORP COM 032511107 127788 2370386 X 01 08 1142694 168 1227524 ANADIGICS INC COM 032515108 16682 725300 X 01 08 380000 333400 11900 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X 01 08 119900 0 69769 DEPARTMENT 56 INC COM 249509100 119 15600 X 01 08 15600 0 0 DEUTSCHE TELEKOM AG ADR 251566105 97235 4331195 X 01 08 250 4240076 90869 DEUTSCHE TELEKOM (SB) CAL 2515665HZ -950 -3300 X 01 08 0 -3000 -300 DEVELOPERS DIVERSIFIED RLTY COM 251591103 316 17200 X 01 08 9200 0 8000 DEVELOPERS DIVERSIFIED RLTY PFD 251591301 398 15900 X 01 08 15900 0 0 DEVELOPERS DIVERSIFIED RLTY PFD 251591509 552 22000 X 01 08 22000 0 0 DEVELOPERS DIVERSIFIED RLTY PFD 251591608 3144 131000 X 01 08 131000 0 0 DEVON ENERGY CORP NEW COM 25179M103 15871 302300 X 01 08 167760 23 134517 DEVON ENERGY CORP NEW CVB 25179MAA1 17 17000 X 01 08 0 0 17000 DEVON ENERGY CORP NEW CVB 25179MAB9 9 9000 X 01 08 3000 0 6000 DEVON ENERGY CORP NEW CVB 25179MAD5 0 110 X 01 08 0 0 110 DEVRY INC DEL COM 251893103 13270 367400 X 01 08 162100 0 205300 DIAGNOSTIC PRODS CORP COM 252450101 1195 36000 X 01 08 32800 0 3200 DIAL CORP NEW COM 25247D101 5104 358200 X 01 08 228700 0 129500 DIAMETRICS MED INC COM 252532106 21 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CORP COM 29426L108 0 58 X 01 08 0 0 58 EPRESENCE INC COM 294348107 121 29300 X 01 08 27800 0 1500 EQUANT N V ADR 294409107 90 3300 X 01 08 0 3300 0 EQUIFAX INC COM 294429105 8437 230024 X 01 08 126524 0 103500 EQUITABLE RES INC COM 294549100 13804 414400 X 01 08 151200 125600 137600 EQUITY INNS INC COM 294703103 53 5400 X 01 08 0 0 5400 EQUITY OFFICE PROPERTIES TRU COM 294741103 57994 1833527 X 01 08 406740 1375293 51494 EQUITY OFFICE PROPERTIES TRU PFD 294741202 8117 315335 X 01 08 315335 0 0 EQUITY OFFICE PROPERTIES TRU CVP 294741509 18 375 X 01 08 0 0 375 EQUITY OFFICE PROPERTIES TRU PFD 294741608 5653 218700 X 01 08 218700 0 0 EQUITY RESIDENTIAL PPTYS TR COM 29476L107 21590 381783 X 01 08 143218 218000 20565 EQUITY RESIDENTIAL PPTYS TR PFD 29476L206 2509 98600 X 01 08 98600 0 0 EQUITY RESIDENTIAL PPTYS TR PFD 29476L305 5420 199940 X 01 08 199940 0 0 EQUITY RESIDENTIAL PPTYS TR PFD 29476L503 1294 47400 X 01 08 47400 0 0 EQUITY RESIDENTIAL PPTYS TR CVP 29476L859 10 400 X 01 08 0 0 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COM 317492106 43 1500 X 01 08 0 0 1500 FINISAR COM 31787A101 110 5900 X 01 08 0 0 5900 FINOVA GROUP INC COM 317928109 46 12300 X 01 08 0 0 12300 FIRST AMERN CORP CALIF COM 318522307 3227 170370 X 01 08 80400 0 89970 FIRST BANCORP P R COM 318672102 931 34500 X 01 08 31000 0 3500 FIRST BUSEY CORP COM 319383105 184 8600 X 01 08 8000 0 600 FIRST CHARTER CORP COM 319439105 90 4800 X 01 08 0 0 4800 FIRST CTZNS BANCSHARES INC N COM 31946M103 98 900 X 01 08 0 0 900 FIRST COMWLTH FINL CORP PA COM 319829107 282 18800 X 01 08 10900 0 7900 FIRST FED CAP CORP COM 319960101 15 900 X 01 08 0 0 900 FIRST DATA CORP COM 319963104 882416 13712761 X 01 08 3114013 9596750 1001998 FIRST FINL BANCORP OH COM 320209109 220 12900 X 01 08 7588 0 5312 FIRST FINL BANKSHARES COM 32020R109 66 2125 X 01 08 0 0 2125 FIRST FINL CORP IND COM 320218100 14 300 X 01 08 0 0 300 FIRST FINL HLDGS INC COM 320239106 46 2000 X 01 08 0 0 2000 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 379 11800 X 01 08 3700 0 8100 FIRST IND CORP 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337915102 8639 327242 X 01 08 209742 0 117500 FIRSTENERGY CORP COM 337932107 705118 21925305 X 01 08 9673013 4538748 7713544 FISHER SCIENTIFIC INTL INC COM 338032204 23563 812500 X 01 08 468000 330800 13700 FLEETBOSTON FINL CORP COM 339030108 671375 17018383 X 01 08 8826204 866306 7325873 FLEETWOOD ENTERPRISES INC COM 339099103 4277 303777 X 01 08 250527 350 52900 FLEMING COS INC COM 339130106 1988 55700 X 01 08 50100 0 5600 FLORIDA EAST COAST INDS COM 340632108 85 2400 X 01 08 0 0 2400 FLORIDA EAST COAST INDS COM 340632207 0 0 X 01 08 0 0 0 FLORIDA ROCK INDS INC COM 341140101 1290 27500 X 01 08 25100 0 2400 FLUOR CORP NEW COM 343412102 5694 126113 X 01 08 67113 0 59000 FLOW INTL CORP COM 343468104 187 17300 X 01 08 17300 0 0 FLOWERS FOODS INC COM 343498101 38 1210 X 01 08 0 0 1210 FLOWSERVE CORP COM 34354P105 5230 170071 X 01 08 92796 0 77275 FOCAL COMMUNICATIONS CORP COM 344155106 2 800 X 01 08 0 0 800 FOMENTO ECONOMICO MEXICANO S ADR 344419106 21233 495990 X 01 08 374906 0 121084 FOOTSTAR INC COM 344912100 974 28300 X 01 08 25800 0 2500 FORD MTR CO DEL COM 345370860 176062 7171581 X 01 08 4025212 65391 3080978 FORD MTR CO DEL CNN 345370BY5 946 1093000 X 01 08 1093000 0 0 FOREST CITY ENTERPRISES INC COM 345550107 292 5300 X 01 08 3000 0 2300 FOREST LABS INC COM 345838106 228573 3219340 X 01 08 1457487 1233900 527953 FOREST OIL CORP COM 346091705 121 4330 X 01 08 0 0 4330 FORRESTER RESH INC COM 346563109 34 1500 X 01 08 0 0 1500 FORTUNE BRANDS INC COM 349631101 136295 3553061 X 01 08 2624812 6725 921524 FORWARD AIR CORP COM 349853101 812 27100 X 01 08 25000 0 2100 FOSSIL INC COM 349882100 794 38250 X 01 08 35950 0 2300 FOUNDRY NETWORKS INC COM 35063R100 410 20500 X 01 08 13500 0 7000 4 KIDS ENTMT INC COM 350865101 314 16400 X 01 08 14200 0 2200 FOX ENTMT GROUP INC COM 35138T107 4179 149800 X 01 08 0 0 149800 FRANCHISE FIN CORP AMER COM 351807102 321 12800 X 01 08 5200 0 7600 FRANKLIN COVEY CO COM 353469109 133 24200 X 01 08 24200 0 0 FRANKLIN ELEC INC COM 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527 20100 X 04 11400 0 8700 STERIS CORP COM 859152100 38027 1896600 X 04 1311100 0 585500 STERLING BANCORP COM 859158107 52 1688 X 04 1688 0 0 STERLING FINL CORP WASH COM 859319105 1985 132300 X 04 94320 0 37980 STEWART & STEVENSON SVCS INC COM 860342104 1307 39600 X 04 23200 0 16400 STEWART ENTERPRISES INC COM 860370105 2267 310600 X 04 180400 0 130200 STIFEL FINL CORP COM 860630102 725 59767 X 04 39015 0 20752 STORAGE TECHNOLOGY CORP COM 862111200 30389 2208500 X 04 1426400 0 782100 STRIDE RITE CORP COM 863314100 2700 317600 X 04 198800 0 118800 STRYKER CORP COM 863667101 258 4700 X 04 4700 0 0 STUDENT LN CORP COM 863902102 10881 156000 X 04 103200 0 52800 SUIZA FOODS CORP COM 865077101 16 300 X 04 300 0 0 SUMMA INDS COM 86562T105 248 24800 X 04 16100 0 8700 SUMMIT BK CORP GA COM 866013105 200 11945 X 04 7145 0 4800 SUN CMNTY BANCORP LTD COM 866678105 114 12700 X 04 11900 0 800 SUNGARD DATA SYS INC COM 867363103 4734 157750 X 04 98350 0 59400 SUNOCO INC COM 86764P109 34744 948500 X 04 604300 0 344200 SUNTRUST BKS INC COM 867914103 6 100 X 04 100 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 107 13500 X 04 9400 0 4100 SUPERIOR SURGICAL MFG INC COM 868358102 328 33900 X 04 23800 0 10100 SUPREMA SPECIALTIES INC COM 86859F107 1404 95200 X 04 68200 0 27000 SURMODICS INC COM 868873100 1682 28600 X 04 9900 0 18700 SWISS ARMY BRANDS INC COM 870827102 510 76100 X 04 56800 0 19300 SYBASE INC COM 871130100 150 9100 X 04 1500 0 7600 SYLVAN LEARNING SYS INC COM 871399101 56 2300 X 04 0 0 2300 SYMANTEC CORP COM 871503108 17 400 X 04 400 0 0 SYMS CORP COM 871551107 28 5000 X 04 0 0 5000 SYNALLOY CP DEL COM 871565107 50 7300 X 04 1500 0 5800 SYNAVANT INC COM 87157A105 63 8800 X 04 500 0 8300 SYNOPSYS INC COM 871607107 242 5000 X 04 5000 0 0 SYNOVUS FINL CORP COM 87161C105 3 100 X 04 100 0 0 SYPRIS SOLUTIONS INC COM 871655106 118 14800 X 04 9800 0 5000 SYSCO CORP COM 871829107 1515 55800 X 04 16300 0 39500 TBC CORP COM 872180104 2723 284200 X 04 169000 0 115200 TF FINL CORP COM 872391107 199 10100 X 04 6400 0 3700 THQ INC COM 872443403 21461 359900 X 04 208700 0 151200 TJX COS INC NEW COM 872540109 3028 95000 X 04 69600 0 25400 TRC COS INC COM 872625108 3728 92800 X 04 68700 0 24100 TSR INC COM 872885108 48 8600 X 04 7600 0 1000 TXU CORP COM 873168108 9951 206500 X 04 115900 0 90600 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1187 64000 X 04 27600 0 36400 TALISMAN ENERGY INC COM 87425E103 34 900 X 04 0 0 900 TANDY BRANDS ACCESSORIES INC COM 875378101 94 16600 X 04 9000 0 7600 TARGET CORP COM 87612E106 10 300 X 04 300 0 0 TAUBMAN CTRS INC COM 876664103 7951 567900 X 04 345800 0 222100 TEAM FINANCIAL INC COM 87815X109 121 15200 X 04 13200 0 2000 TECHE HLDG CO COM 878330109 146 7900 X 04 7300 0 600 TECUMSEH PRODS CO COM 878895101 12270 274800 X 04 202900 0 71900 TELEFLEX INC COM 879369106 10903 247800 X 04 137800 0 110000 TELEPHONE & DATA SYS INC COM 879433100 1686 15500 X 04 5900 0 9600 TELUS CORP COM 87971M103 54 1590 X 04 0 0 1590 TELUS CORP COM 87971M202 22 1030 X 04 0 0 1030 TEMPLE INLAND INC COM 879868107 714 13400 X 04 0 0 13400 TELESYSTEM INTL WIRELESS INC WTS 879946127 0 1300 X 04 0 0 1300 TENET HEALTHCARE CORP COM 88033G100 5 100 X 04 100 0 0 TENNANT CO COM 880345103 60 1500 X 04 1500 0 0 TESCO CORP COM 88157K101 20 1800 X 04 0 0 1800 TESORO PETE CORP COM 881609101 1615 128200 X 04 119500 0 8700 TETRA TECHNOLOGIES INC DEL COM 88162F105 4760 194700 X 04 85200 0 109500 TESMA INTL INC COM 881908107 187 9900 X 04 0 0 9900 TEXTRON INC COM 883203101 6308 114600 X 04 67000 0 47600 THERAGENICS CORP COM 883375107 69 6200 X 04 0 0 6200 THERMO ELECTRON CORP COM 883556102 22068 1002200 X 04 698100 0 304100 THOMAS GROUP INC COM 884402108 719 137100 X 04 98400 0 38700 THOR INDS INC COM 885160101 264 8000 X 04 3200 0 4800 THORATEC CORP COM 885175307 54 3500 X 04 0 0 3500 THORNBURG MTG INC COM 885218107 1477 95200 X 04 35800 0 59400 3TEC ENERGY CORP COM 88575R308 118 7400 X 04 7400 0 0 TIDEWATER INC COM 886423102 411 10900 X 04 2300 0 8600 TIER TECHNOLOGIES INC COM 88650Q100 1866 195400 X 04 139100 0 56300 TIMBERLAND BANCORP INC COM 887098101 161 10700 X 04 1400 0 9300 TIMBERLAND CO COM 887100105 4160 105300 X 04 56600 0 48700 TIMKEN CO COM 887389104 90 5300 X 04 0 0 5300 TODD SHIPYARDS CORP DEL COM 889039103 61 7600 X 04 7600 0 0 TODHUNTER INTL INC DEL COM 889050100 102 13000 X 04 10000 0 3000 TOLL BROTHERS INC COM 889478103 2394 60900 X 04 36900 0 24000 TOPPS INC COM 890786106 97 8300 X 04 0 0 8300 TORCHMARK CORP COM 891027104 2027 50400 X 04 25700 0 24700 TOREADOR RES CORP COM 891050106 17 3000 X 04 2500 0 500 TORO CO COM 891092108 4032 89700 X 04 60600 0 29100 TOWER AUTOMOTIVE INC COM 891707101 6161 601100 X 04 510500 0 90600 TOTAL SYS SVCS INC COM 891906109 3 100 X 04 100 0 0 TOYS R US INC COM 892335100 8155 329500 X 04 184900 0 144600 TRACTOR SUPPLY CO COM 892356106 4362 272800 X 04 178200 0 94600 TRANS LUX CORP COM 893247106 22 3900 X 04 3900 0 0 TRANS WORLD ENTMT CORP COM 89336Q100 9867 1037571 X 04 653771 0 383800 TRANSACTION SYS ARCHITECTS COM 893416107 48 3100 X 04 0 0 3100 TRANSCANADA PIPELINES LTD COM 893526103 313 25400 X 04 0 0 25400 TRANSCONTINENTAL RLTY INVS COM 893617209 212 16300 X 04 11600 0 4700 TRANSPORT CORP OF AMER INC COM 89385P102 277 42300 X 04 22800 0 19500 TREMONT CORP COM 894745207 7 200 X 04 200 0 0 TRIAD HOSPITALS INC COM 89579K109 4052 137500 X 04 114700 0 22800 TRIBUNE CO NEW COM 896047107 729 18224 X 04 10024 0 8200 TRIGON HEALTHCARE INC COM 89618L100 863 13300 X 04 0 0 13300 TRINITY INDS INC COM 896522109 62 3000 X 04 0 0 3000 TRIO TECH INTL COM 896712205 29 8850 X 04 8850 0 0 TRIPOS INC COM 896928108 104 7100 X 04 5300 0 1800 TRUST CO NJ JERSEY CITY NEW COM 898304100 238 7000 X 04 2800 0 4200 TUCKER ANTHONY SUTRO COM 898647102 6842 311000 X 04 214900 0 96100 TWIN DISC INC COM 901476101 1371 86500 X 04 60200 0 26300 TYCO INTL LTD NEW COM 902124106 41193 755700 X 04 423500 0 332200 TYSON FOODS INC COM 902494103 405 44000 X 04 0 0 44000 UCBH HOLDINGS INC COM 90262T308 1159 38200 X 04 38200 0 0 UGI CORP NEW COM 902681105 2881 106700 X 04 39200 0 67500 UICI COM 902737105 9422 739000 X 04 500900 0 238100 UIL HLDG CORP COM 902748102 1686 34700 X 04 24700 0 10000 UMB FINL CORP COM 902788108 14146 328982 X 04 234657 0 94325 USX MARATHON GROUP COM 902905827 7611 257900 X 04 158100 0 99800 UST INC COM 902911106 6 200 X 04 200 0 0 US BANCORP DEL COM 902973304 14 600 X 04 600 0 0 USEC INC COM 90333E108 6316 749200 X 04 568200 0 181000 U S LABORATORIES INC COM 90333T105 14 1400 X 04 1400 0 0 US ONCOLOGY INC COM 90338W103 1684 189400 X 04 170800 0 18600 ULTRAMAR DIAMOND SHAMROCK CO COM 904000106 25307 535600 X 04 309200 0 226400 ULTRATECH STEPPER INC COM 904034105 10363 404000 X 04 275100 0 128900 UMPQUA HLDGS CORP COM 904214103 168 13100 X 04 7500 0 5600 UNICO AMERN CORP COM 904607108 19 3000 X 04 3000 0 0 UNILEVER N V ADR 904784709 12 200 X 04 200 0 0 UNION ACCEP CORP COM 904832102 88 15600 X 04 15600 0 0 UNION ACCEP CORP RIGHTS COM 904832995 0 15600 X 04 15600 0 0 UNION BANKSHARES LTD COM 905403101 24 1900 X 04 1900 0 0 UNION PAC CORP COM 907818108 3921 71400 X 04 24100 0 47300 UNIONBANCAL CORP COM 908906100 2696 80000 X 04 45700 0 34300 UNIONBANCORP INC COM 908908106 43 3100 X 04 1900 0 1200 UNISYS CORP COM 909214108 66 4500 X 04 4500 0 0 UNIT CORP COM 909218109 605 38200 X 04 3200 0 35000 UNITED FINL CORP MINN COM 909919102 151 8700 X 04 4000 0 4700 UNITED FINL HLDGS INC COM 91032K106 23 2500 X 04 2500 0 0 UNITED FIRE & CAS CO COM 910331107 143 4900 X 04 4900 0 0 UNITED GUARDIAN INC COM 910571108 1 200 X 04 200 0 0 UNITED INDL CORP COM 910671106 246 14700 X 04 14700 0 0 UNITED INVS RLTY TR COM 910741107 5 700 X 04 0 0 700 U S INDS INC NEW COM 912080108 228 55500 X 04 50000 0 5500 UNITED STATIONERS INC COM 913004107 85 2700 X 04 0 0 2700 UNITED TECHNOLOGIES CORP COM 913017109 20073 274000 X 04 152800 0 121200 UNITED TR GROUP INC COM 91311A100 4 800 X 04 200 0 600 UNITEDHEALTH GROUP INC COM 91324P102 6 100 X 04 100 0 0 UNIVERSAL COMPRESSION HLDGS COM 913431102 1309 46100 X 04 25400 0 20700 UNIVERSAL STAINLESS & ALLOY COM 913837100 44 4800 X 04 4400 0 400 UNIVERSAL HLTH SVCS INC COM 913903100 109 2400 X 04 0 0 2400 UNUMPROVIDENT CORP COM 91529Y106 1224 38100 X 04 10000 0 28100 USFREIGHTWAYS CORP COM 916906100 375 12700 X 04 0 0 12700 UROLOGIX INC COM 917273104 7 400 X 04 400 0 0 UTAH MED PRODS INC COM 917488108 87 7700 X 04 4600 0 3100 V F CORP COM 918204108 702 19300 X 04 16600 0 2700 VIB CORP COM 91823H106 115 13154 X 04 0 0 13154 VAIL BANKS INC COM 918779109 31 2600 X 04 2600 0 0 VALERO ENERGY CORP NEW COM 91913Y100 24065 654300 X 04 395100 0 259200 VALUE CITY DEPT STORES INC COM 920387107 38 3300 X 04 0 0 3300 VALUE LINE INC COM 920437100 11 250 X 04 250 0 0 VARCO INTL INC DEL COM 922122106 1267 68100 X 04 50500 0 17600 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 17 400 X 04 400 0 0 VARIAN MED SYS INC COM 92220P105 37030 517900 X 04 331000 0 186900 VECTOR GROUP LTD COM 92240M108 10029 313900 X 04 261100 0 52800 VENTIV HEALTH INC COM 922793104 859 41600 X 04 16700 0 24900 VENATOR GROUP INC COM 922944103 7693 502800 X 04 270900 0 231900 VERITAS DGC INC COM 92343P107 7839 282500 X 04 157300 0 125200 VERIZON COMMUNICATIONS COM 92343V104 781 14600 X 04 8400 0 6200 VERSICOR INC COM 925314106 125 10000 X 04 0 0 10000 VIACOM INC COM 925524100 8937 168500 X 04 76300 0 92200 VIDEO DISPLAY CORP COM 926555103 394 76076 X 04 51936 0 24140 VILLAGE SUPER MKT INC COM 927107409 1341 77500 X 04 58200 0 19300 VINTAGE PETE INC COM 927460105 10210 546000 X 04 307800 0 238200 VISIONICS CORP DEL COM 92831E101 4 600 X 04 600 0 0 VISTEON CORP COM 92839U107 9831 534900 X 04 216200 0 318700 VITAL SIGNS INC COM 928469105 228 6900 X 04 6500 0 400 VOLT INFORMATION SCIENCES IN COM 928703107 1055 60300 X 04 43600 0 16700 WFS FINL INC COM 92923B106 8432 274200 X 04 165200 0 109000 WGL HLDGS INC COM 92924F106 41 1508 X 04 908 0 600 W HLDG CO INC COM 929251106 107 8200 X 04 4800 0 3400 WMS INDS INC COM 929297109 12094 375925 X 04 231425 0 144500 W P CAREY & CO LLC COM 92930Y107 142 7700 X 04 7700 0 0 WVS FINL CORP COM 929358109 33 2400 X 04 700 0 1700 WABTEC CORP COM 929740108 41 2700 X 04 0 0 2700 WACKENHUT CORP COM 929794105 490 28400 X 04 19700 0 8700 WACOAL CORP ADR 930004205 515 9806 X 04 9806 0 0 WADDELL & REED FINL INC COM 930059100 1243 39150 X 04 15200 0 23950 WAINWRIGHT BK&TR CO BOSTON M COM 930705108 518 62700 X 04 39700 0 23000 WALGREEN CO COM 931422109 10 300 X 04 300 0 0 WALLACE COMPUTER SERVICES IN COM 932270101 1781 107700 X 04 97400 0 10300 WASHINGTON FED INC COM 938824109 5453 222406 X 04 121419 0 100987 WASHINGTON MUT INC COM 939322103 11 300 X 04 300 0 0 WASHINGTON SVGBK FSB WALDRF COM 939696100 6 1200 X 04 900 0 300 WASTE MGMT INC DEL COM 94106L109 6 200 X 04 200 0 0 WATSON PHARMACEUTICALS INC COM 942683103 900 14600 X 04 14600 0 0 WEATHERFORD INTL INC COM 947074100 48 1000 X 04 1000 0 0 WEBB DEL CORP COM 947423109 2851 73700 X 04 36500 0 37200 WEIS MKTS INC COM 948849104 233 6600 X 04 2800 0 3800 WELLMAN INC COM 949702104 13058 729500 X 04 488600 0 240900 WELLS FARGO & CO NEW COM 949746101 334 7200 X 04 3300 0 3900 WELLS FINL CORP COM 949759104 445 26300 X 04 19400 0 6900 WENDYS INTL INC COM 950590109 2763 108200 X 04 57500 0 50700 WERNER ENTERPRISES INC COM 950755108 468 19300 X 04 11800 0 7500 WESCAST INDS INC COM 950813105 34 1000 X 04 0 0 1000 WESCO FINL CORP COM 950817106 1941 5580 X 04 3970 0 1610 WEST CORP COM 952355105 610 27700 X 04 4200 0 23500 WEST PHARMACEUTICAL SVSC INC COM 955306105 1004 37200 X 04 20400 0 16800 WESTBANK CORP COM 957116106 162 17000 X 04 5000 0 12000 WESTCOAST ENERGY INC COM 95751D102 584 24800 X 04 10300 0 14500 WESTCORP INC COM 957907108 6595 311100 X 04 195100 0 116000 WESTERN GAS RES INC COM 958259103 1089 33400 X 04 24300 0 9100 WESTERN OHIO FINL CORP COM 959024100 416 22900 X 04 13100 0 9800 WESTMORELAND COAL CO COM 960878106 530 35400 X 04 26400 0 9000 WET SEAL INC COM 961840105 2184 63100 X 04 41400 0 21700 WEYCO GROUP INC COM 962149100 69 2900 X 04 2900 0 0 WHIRLPOOL CORP COM 963320106 44 700 X 04 700 0 0 WICKES INC COM 967446105 341 77400 X 04 42800 0 34600 WILLBROS GROUP INC COM 969199108 7 500 X 04 500 0 0 WILLIAMS COS INC DEL COM 969457100 412 12500 X 04 12500 0 0 WILLIS LEASE FINANCE CORP COM 970646105 1608 145300 X 04 90300 0 55000 WILSONS THE LEATHER EXPERTS COM 972463103 1901 102500 X 04 51600 0 50900 WINN DIXIE STORES INC COM 974280109 1782 68200 X 04 22200 0 46000 WINSTON HOTELS INC COM 97563A102 81 7700 X 04 7200 0 500 WISCONSIN ENERGY CORP COM 976657106 5 200 X 04 0 0 200 WOLOHAN LMBR CO COM 977865104 644 62800 X 04 42000 0 20800 WOLVERINE TUBE INC COM 978093102 1720 103800 X 04 46200 0 57600 WOLVERINE WORLD WIDE INC COM 978097103 41 2300 X 04 0 0 2300 WORLD FUEL SVCS CORP COM 981475106 19 1600 X 04 1600 0 0 WORLDCOM INC GA NEW COM 98157D106 13 900 X 04 900 0 0 WORLDCOM INC GA NEW COM 98157D304 1 36 X 04 36 0 0 XTO ENERGY CORP COM 98385X106 4666 325150 X 04 155650 0 169500 XCEL ENERGY INC COM 98389B100 3 100 X 04 100 0 0 XTRA CORP COM 984138107 898 18100 X 04 9800 0 8300 YELLOW CORP COM 985509108 11003 579700 X 04 420300 0 159400 YONKERS FINL CORP COM 986073104 9 400 X 04 400 0 0 ZALE CORP NEW COM 988858106 11977 355400 X 04 254100 0 101300 ZORAN CORP COM 98975F101 238 8000 X 04 0 0 8000 CELANESE AG COM D1497A101 720 32800 X 04 32800 0 0 CREDICORP LTD COM G2519Y108 831 99500 X 04 81100 0 18400 DSG INTL LTD COM G28471103 72 11800 X 04 10700 0 1100 EVEREST RE GROUP LTD COM G3223R108 38724 517700 X 04 289100 0 228600 FOSTER WHEELER LTD COM G36535105 748 82600 X 04 0 0 82600 GLOBAL-TECH APPLIANCES INC COM G39320109 552 107600 X 04 60300 0 47300 IPC HLDGS LTD COM G4933P101 360 15200 X 04 15200 0 0 KNIGHTSBRIDGE TANKERS LTD COM G5299G106 1276 63800 X 04 51600 0 12200 MIH LTD COM G6116R101 26 1800 X 04 0 0 1800 NORDIC AMERICAN TANKER SHIPP COM G65773106 4420 257300 X 04 182000 0 75300 PEAK INTL LTD COM G69586108 45 7100 X 04 5800 0 1300 RENAISSANCE RE HLDGS LTD COM G7496G103 9997 135000 X 04 69200 0 65800 SCOTTISH ANNUITY & LIFE HLDG COM G7885T104 820 64600 X 04 56000 0 8600 HILFIGER TOMMY CORP COM G8915Z102 24 1700 X 04 1700 0 0 TRANSOCEAN SEDCO FOREX INC COM G90078109 4 100 X 04 100 0 0 TRITON ENERGY LTD COM G90751101 10395 317400 X 04 214400 0 103000 WHITE MTNS INS GROUP LTD COM G9618E107 339 900 X 04 900 0 0 TARO PHARMACEUTICAL INDS LTD COM M8737E108 2566 29300 X 04 28300 0 1000 CORE LABORATORIES N V COM N22717107 38 2000 X 04 0 0 2000 STATIA TERMINALS GROUP N V COM N82345104 966 71000 X 04 62900 0 8100 PANAMERICAN BEVERAGES INC COM P74823108 3859 190100 X 04 118700 0 71400 SUN INTL HOTELS LTD COM P8797T133 1987 73600 X 04 44900 0 28700 TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 30275 756500 X 04 461200 0 295300 GRAND TOTAL 258741622