13F-HR 1 axf13f_20020331.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: 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 May 13, 2002 -------------------------- -------------------- -------------------- [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 28-1983 A I M Capital Management, Inc., as included in the consolidated report filed by A I M Management Group, Inc. 28-139 American Express Financial Corporation 28-06734 Bank of Ireland Asset Management (U.S.) Limited 28-4987 Bankers Trust Company, as included in the consolidated report filed by Taunus Corporation 28-4295 BlackRock, Inc. (28-5706), as included in the consolidated report filed by BlackRock Advisors, Inc. 28-00620 Boston Company Asset Management, LLC (The) 28-3803 Brown Capital Management, Inc. 28-5129 Calvert Asset Management Company, Inc. 28-96 Capital Guardian Trust Company 28-04357 Dresdner RCM Global Ubcestors LLC 28-581 Evergreen Asset Management Corporation, as included in the consolidated report filed by First Union Corp. 28-451 Fidelity Management Research Company 28-04505 Firsthand Capital Management, Inc. 28-790 Fund Asset Management, L.P. 28-16 Institutional Capital Corporation 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 MFS Investment Management, as included in the consolidated report filed by Massachusetts Financial Services Company 28-3432 Morgan Stanley Asset Management Inc., as included in the consolidated report filed by Morgan Stanley Dean Witter & Co. 28-203 OppenheimerFunds, Inc. 28-2701 Pacific Invesmtment Management LLC (28-4976) as included in the consolidated report filed by Allianz Dresdner Asset Management of America L.P. 28-0969 Provident Investment Counsel 28-90 Putnam Investment Management LLC 28-04862 RS Investment Management, LP 28-115 T. Rowe Price International, Inc., as included in the consolidated report filed by T. Rowe Price Associates, Inc. 28-2494 TCW Investment Management Cpompany as included in the consolidated report filed by TCW Group, Inc. 28-6605 Thornburg Investment Management, Inc. 28-517 Wellington Management Company, LLC Please see Forms 13F filed by these institutional investment managers for their holdings as advisers of series of EQ Advisors Trust and AXA Premier Funds. The Equitable Life Assurance Society of the United States, the manager of EQ Advisors Trust and AXA Premier Funds, has shared investment discretion and no voting authority with respect to the holdings of each of the series of EQ Advisors Trust and AXA Premier Funds. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 9 Form 13F Information Table Entry Total: 6,397 Form 13F Information Table Value Total: $259,908,776 (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 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) MANAGER OF CUSIP MARKET PRINCIPAL SHARED (A) (B) (C) Name of Issuer CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER SOLE SHARED NONE ALLIANCE CAPITAL MANAGEMENT, L.P.: AAR CORP COM 000361105 481 44684 X 01 13458 0 31226 A D C TELECOMMUNICATIONS COM 000886101 19296 4740916 X 01 3035488 337970 1367458 ACTV INC COM 00088E104 3 1900 X 01 0 0 1900 ADE CORP MASS COM 00089C107 34 2200 X 01 0 0 2200 ABM INDS INC COM 000957100 2317 63138 X 01 7078 0 56060 AEP INDS INC COM 001031103 882 25625 X 01 0 0 25625 AFC ENTERPRISES INC COM 00104Q107 60 1800 X 01 0 0 1800 AFLAC INC COM 001055102 172964 5863198 X 01 2089979 2672873 1100346 AFLAC INC (SB) CAL 0010555DW 0 -3000 X 01 0 -3000 0 AFLAC INC (FBC) CAL 0010555DX 0 -3000 X 01 0 -3000 0 AFLAC INC (MOR) CAL 0010555DY 0 -3000 X 01 0 -3000 0 AFLAC INC (MOR) CAL 0010555DZ 0 -3000 X 01 0 -3000 0 AFLAC INC (SBC) CAL 0010555EV 0 -2000 X 01 0 -2000 0 AFLAC INC (GS) CAL 0010555EW 0 -3000 X 01 0 -3000 0 AFLAC INC (MT) CAL 0010555EX 0 -3000 X 01 0 -3000 0 AFLAC INC (MT) CAL 0010555EY 0 -3000 X 01 0 -3000 0 AFLAC MAY 1 26.1 CALL (SB) CAL 0010555EZ 0 -3000 X 01 0 -3000 0 AGCO CORP COM 001084102 6638 290900 X 01 167900 0 123000 AGL RES INC COM 001204106 5750 244700 X 01 133700 15800 95200 AES CORP COM 00130H105 59729 6636510 X 01 699787 5195893 740830 AK STL HLDG CORP COM 001547108 6149 429999 X 01 253499 0 176500 AMB PROPERTY CORP COM 00163T109 13486 490400 X 01 239100 242200 9100 AMC ENTMT INC COM 001669100 40 2900 X 01 0 0 2900 AMLI RESIDENTIAL PPTYS TR COM 001735109 61 2400 X 01 0 0 2400 AMN HEALTHCARE SERVICES INC COM 001744101 13165 489400 X 01 305400 179000 5000 AMR CORP COM 001765106 8716 330025 X 01 195525 8000 126500 AOL TIME WARNER INC COM 00184A105 2112619 89328494 X 01 46005087 9813314 33510093 AOL TIME WARNER (MGS) CAL 00184A5DZ 0 -5000 X 01 0 -5000 0 AOL TIME WARNER (FBC) CAL 00184A5EW 0 -5000 X 01 0 -5000 0 AOL TIME WARNER (GS) CAL 00184A5EX 0 -5000 X 01 0 -5000 0 AOL TIME WARNER (SBC) CAL 00184A5EY 0 -5000 X 01 0 -5000 0 AOL TIME WARNER (SBC) CAL 00184A5EZ 0 -5000 X 01 0 -5000 0 AOL TIME WARNER INC CVB 00184AAB1 9067 9166000 X 01 9166000 0 0 AOL TIME WARNER CAL 00184D9PG 0 1500 X 01 1500 0 0 AOL TIME WARNER CAL 00184S9PF 0 -1475 X 01 -1475 0 0 AT&T CORP COM 001957109 714089 45483361 X 01 18504476 21492895 5485990 ATMI INC COM 00207R101 1234 39235 X 01 3986 0 35249 ATS MED INC COM 002083103 9 4400 X 01 0 0 4400 ASAT HLDGS LTD ADR 00208B105 133 62000 X 01 0 0 62000 AT&T WIRELESS SVCS INC COM 00209A106 1539935 172059740 X 01 48978995 67400831 55679914 AT & T WIRELESS (MT) CAL 00209A5DU 0 -5000 X 01 0 -5000 0 AT & T WIRELESS (SB) CAL 00209A5DV 0 -5000 X 01 0 -5000 0 AT & T WIRELESS (SB) CAL 00209A5DW 0 -5000 X 01 0 -5000 0 AT & T WIRELESS (FBC) CAL 00209A5DX 0 -5000 X 01 0 -5000 0 AT & T WIRELESS (GS) CAL 00209A5DY 0 -5000 X 01 0 -5000 0 AT & T WIRELESS (SBC) CAL 00209A5DZ 0 -5000 X 01 0 -5000 0 AT & T WIRELESS (SB) CAL 00209A5EV 0 -5000 X 01 0 -5000 0 AT & T WIRELESS (MT) CAL 00209A5EW 0 -5000 X 01 0 -5000 0 AT & T WIRELESS (SB) CAL 00209A5EX 0 -5000 X 01 0 -5000 0 AT & T WIRELESS (SB) CAL 00209A5EY 0 -5000 X 01 0 -5000 0 AT & T WIRELESS (SB) CAL 00209A5EZ 0 -5000 X 01 0 -5000 0 AVI BIOPHARMA INC COM 002346104 29 3600 X 01 0 0 3600 AVX CORP NEW COM 002444107 643 30700 X 01 9200 0 21500 AXT INC COM 00246W103 303 28290 X 01 2931 0 25359 AAIPHARMA INC COM 00252W104 86 2400 X 01 0 0 2400 AARON RENTS INC COM 002535201 575 25166 X 01 2585 0 22581 ABBOTT LABS COM 002824100 680006 12927863 X 01 6699690 3622725 2605448 ABERCROMBIE & FITCH CO COM 002896207 12221 396800 X 01 233100 0 163700 ABERDEEN ASIA-PACIFIC INCOMEAU PFD 003009602 0 10 X 01 10 0 0 ABGENIX INC COM 00339B107 28020 1483310 X 01 771390 687800 24120 ABIOMED INC COM 003654100 905 81500 X 01 0 75000 6500 ACACIA RESH CORP COM 003881109 31 2748 X 01 0 0 2748 ACCLAIM ENTMT INC COM 004325205 39 8600 X 01 0 0 8600 ACCREDO HEALTH INC COM 00437V104 1955 34134 X 01 3465 0 30669 ACKERLEY GROUP INC COM 004527107 48 2700 X 01 0 0 2700 ACLARA BIOSCIENCES INC COM 00461P106 16 4900 X 01 0 0 4900 ACME COMMUNICATION INC COM 004631107 206 19920 X 01 19920 0 0 ACTIVISION INC NEW COM 004930202 6661 223300 X 01 133050 0 90250 ACTION PERFORMANCE COS INC COM 004933107 17896 363373 X 01 338141 0 25232 ACTEL CORP COM 004934105 709 34245 X 01 6870 0 27375 ACTERNA CORP COM 00503U105 20 13100 X 01 0 0 13100 ACTIVE POWER INC COM 00504W100 26 4900 X 01 0 0 4900 ACTRADE FINL TECHNOLOGIES LT COM 00507P102 26 1700 X 01 0 0 1700 ACTUATE CORP COM 00508B102 15428 2136800 X 01 1330800 776500 29500 ACTUANT CORP COM 00508X203 226 5240 X 01 0 0 5240 ACUITY BRANDS INC COM 00508Y102 13281 803464 X 01 585493 2050 215921 ACXIOM CORP COM 005125109 6217 362700 X 01 209900 0 152800 ADAPTEC INC COM 00651F108 56405 4218742 X 01 3333409 64325 821008 ADELPHIA BUSINESS SOLUTIONS COM 006847107 1 21800 X 01 0 0 21800 ADELPHIA COMMUNICATIONS CORP COM 006848105 148770 9984579 X 01 2600 8538900 1443079 ADELPHIA COMMUNICATIONS CORP PFD 006848303 651 6850 X 01 6850 0 0 ADELPHIA COMMUNICATIONS CORP CVP 006848402 2309 32519 X 01 0 14900 17619 ADELPHIA COMMUN (MGS) CAL 0068485FZ 0 -5000 X 01 0 -5000 0 ADMINISTAFF INC COM 007094105 973 35220 X 01 3628 0 31592 ADOBE SYS INC COM 00724F101 17747 440486 X 01 266186 0 174300 ADOLOR CORP COM 00724X102 48 4300 X 01 0 0 4300 ADTRAN INC COM 00738A106 3913 162100 X 01 96800 0 65300 ADVANCED DIGITAL INFORMATION COM 007525108 203 15600 X 01 6000 0 9600 ADVANCED MARKETING SVCS INC COM 00753T105 583 24293 X 01 2467 0 21826 ADVANCED FIBRE COMMUNICATION COM 00754A105 6338 330300 X 01 190800 0 139500 ADVANCED TISSUE SCIENCES INC COM 00755F103 299 94978 X 01 9612 0 85366 ADVANCED NEUROMODULATION SYS COM 00757T101 47 1400 X 01 0 0 1400 ADVO INC COM 007585102 1240 29357 X 01 5694 0 23663 AEROFLEX INC COM 007768104 28488 2215249 X 01 1351347 771350 92552 ADVANCED MICRO DEVICES INC COM 007903107 15676 1065641 X 01 805141 0 260500 ADVANCEPCS COM 00790K109 14021 465971 X 01 31077 325500 109394 ADVANTA CORP COM 007942105 40 3100 X 01 0 0 3100 ADVANCED ENERGY INDS COM 007973100 1517 42193 X 01 6818 0 35375 ADVENT SOFTWARE INC COM 007974108 19026 321600 X 01 264200 0 57400 AETHER SYS INC COM 00808V105 20 4600 X 01 0 0 4600 AETNA INC NEW COM 00817Y108 540885 13933148 X 01 7357829 1307480 5267839 AFFILIATED COMPUTER SERVICES COM 008190100 279056 4971599 X 01 948809 3398100 624690 AFFILIATED MANAGERS GROUP COM 008252108 19775 275300 X 01 170100 99000 6200 AFFYMETRIX INC COM 00826T108 70990 2449621 X 01 1446324 898800 104497 AGERE SYS INC COM 00845V100 704 181100 X 01 0 68300 112800 AGILENT TECHNOLOGIES INC COM 00846U101 35712 1021506 X 01 537708 199 483599 AGILE SOFTWARE CORP DEL COM 00846X105 56 4600 X 01 0 0 4600 AIR PRODS & CHEMS INC COM 009158106 36447 705648 X 01 441362 250 264036 AIRBORNE INC COM 009269101 3411 195000 X 01 113000 0 82000 AIRGAS INC COM 009363102 5688 283000 X 01 164700 0 118300 AIRGATE PCS INC COM 009367103 50 3600 X 01 0 0 3600 AIRTRAN HLDGS INC COM 00949P108 48 8000 X 01 0 0 8000 AKAMAI TECHNOLOGIES INC COM 00971T101 49 12300 X 01 1700 0 10600 AKZO NOBEL NV ADR 010199305 2 52 X 01 0 0 52 ALABAMA NATL BANCORP DELA COM 010317105 48 1300 X 01 0 0 1300 ALAMOSA HLDGS INC COM 011589108 54 10700 X 01 0 0 10700 ALASKA AIR GROUP INC COM 011659109 3715 111600 X 01 66000 0 45600 ALASKA COMMUNICATIONS SYS GR COM 01167P101 125 16700 X 01 12400 0 4300 ALBANY INTL CORP COM 012348108 5439 179518 X 01 128080 0 51438 ALBANY MOLECULAR RESH INC COM 012423109 151 6300 X 01 3000 0 3300 ALBEMARLE CORP COM 012653101 5054 183395 X 01 107920 0 75475 ALBERTO CULVER CO COM 013068101 5515 102138 X 01 58438 0 43700 ALBERTO CULVER CO COM 013068200 1586 32900 X 01 0 0 32900 ALBERTSONS INC COM 013104104 55856 1685468 X 01 1262186 1750 421532 ALCAN INC COM 013716105 27099 683797 X 01 461746 125 221926 ALCOA INC COM 013817101 74375 1970709 X 01 1015579 48501 906629 ALEXANDER & BALDWIN INC COM 014482103 19588 709456 X 01 560250 6165 143041 ALEXANDERS INC COM 014752109 42 700 X 01 0 0 700 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 13746 308200 X 01 151800 154000 2400 ALEXION PHARMACEUTICALS INC COM 015351109 49 2100 X 01 0 0 2100 ALFA CORP COM 015385107 335 12000 X 01 5900 0 6100 ALIGN TECHNOLOGY INC COM 016255101 9772 1843800 X 01 1808300 0 35500 ALKERMES INC COM 01642T108 177 6800 X 01 0 0 6800 ALLEGHANY CORP DEL COM 017175100 77 408 X 01 0 0 408 ALLEGHENY ENERGY INC COM 017361106 39230 948721 X 01 489521 293800 165400 ALLEGHENY TECHNOLOGIES INC COM 01741R102 2824 170736 X 01 81309 0 89427 ALLEGIANCE TELECOM INC COM 01747T102 33 11150 X 01 0 0 11150 ALLEN TELECOM INC COM 018091108 244 36500 X 01 3634 0 32866 ALLERGAN INC COM 018490102 50482 780851 X 01 182151 483300 115400 ALLETE COM 018522102 9643 331500 X 01 193400 0 138100 ALLIANCE CAP MGMT HLDG L P COM 01855A101 4581 98731 X 01 49731 0 49000 ALLIANCE GAMING CORP COM 01859P609 67 2200 X 01 0 0 2200 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 681 59139 X 01 11827 0 47312 ALLIANT ENERGY CORP COM 018802108 33590 1111519 X 01 719310 186990 205219 ALLIANT TECHSYSTEMS INC COM 018804104 39698 389237 X 01 106841 252750 29646 ALLIED CAP CORP NEW COM 01903Q108 1358 49369 X 01 0 0 49369 ALLIED WASTE INDS INC COM 019589308 4427 340527 X 01 200127 0 140400 ALLMERICA FINL CORP COM 019754100 9993 222565 X 01 127300 0 95265 ALLOY ONLINE INC COM 019855105 45 3000 X 01 0 0 3000 ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 26 4100 X 01 0 0 4100 ALLSTATE CORP COM 020002101 213053 5640811 X 01 3849662 76345 1714804 ALLTEL CORP COM 020039103 39442 710025 X 01 374200 95000 240825 ALLTRISTA CORP COM 020040101 18543 673077 X 01 573422 3405 96250 ALPHA INDS INC COM 020753109 11300 741002 X 01 679855 0 61147 ALPHARMA INC COM 020813101 913 63843 X 01 8826 0 55017 ALTERA CORP COM 021441100 771052 35256167 X 01 14508875 10895348 9851944 AMAZON COM INC COM 023135106 797 55700 X 01 6900 0 48800 AMBAC FINL GROUP INC COM 023139108 95240 1612318 X 01 296865 1070625 244828 AMBASSADORS GROUP INC COM 023177108 22 1600 X 01 0 0 1600 AMBASSADORS INTL INC COM 023178106 14 1600 X 01 0 0 1600 AMERADA HESS CORP COM 023551104 579634 7303850 X 01 4078126 524742 2700982 AMERCO COM 023586100 9 500 X 01 0 0 500 AMEREN CORP COM 023608102 335915 7857669 X 01 3844436 1453345 2559888 AMERICA MOVIL S A DE C V ADR 02364W105 26240 1321236 X 01 897715 144406 279115 AMERICA WEST HLDG CORP COM 023657208 1723 307600 X 01 300000 0 7600 AMERICA ONLINE LATIN AMER IN COM 02365B100 32 14200 X 01 0 0 14200 AMCORE FINL INC COM 023912108 87 3700 X 01 0 0 3700 AMERICAN AXLE & MFG HLDGS IN COM 024061103 2596 89500 X 01 86800 0 2700 AMERICAN CAPITAL STRATEGIES COM 024937104 146 4700 X 01 0 0 4700 AMERICAN ELEC PWR INC COM 025537101 1410620 30605770 X 01 15014390 3781230 11810150 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 6915 279150 X 01 163900 0 115250 AMERICAN EXPRESS CO COM 025816109 153597 3749919 X 01 2258473 300 1491146 AMERICAN FINL GROUP INC OHIO COM 025932104 7757 270100 X 01 159700 0 110400 AMERICAN FINL HLDGS INC COM 026075101 847 31846 X 01 3172 0 28674 AMERICAN GREETINGS CORP COM 026375105 17199 947617 X 01 729793 1725 216099 AMERICAN HEALTHWAYS INC COM 02649V104 41 1500 X 01 0 0 1500 AMERICAN INTL GROUP INC COM 026874107 4774764 66187475 X 01 26869671 17303681 22014123 AMERICAN ITALIAN PASTA CO COM 027070101 1037 22837 X 01 2335 0 20502 AMERICAN MGMT SYS INC COM 027352103 1437 76900 X 01 27877 0 49023 AMERICAN MED SYS HLDGS INC COM 02744M108 27888 1238900 X 01 775800 446000 17100 AMERICAN NATL INS CO COM 028591105 17235 182384 X 01 155560 2060 24764 AMERICAN PHYSICIANS CAPITAL COM 028884104 37 1900 X 01 0 0 1900 AMERICAN PWR CONVERSION CORP COM 029066107 5562 376295 X 01 213627 0 162668 AMERICAN SOFTWARE INC COM 029683109 979 275000 X 01 0 0 275000 AMERICAN STD COS INC DEL COM 029712106 125078 1767893 X 01 341873 1022540 403480 AMERICAN STS WTR CO COM 029899101 461 13080 X 01 1395 0 11685 AMERICAN TOWER CORP COM 029912201 103 18700 X 01 1100 0 17600 AMERICAN SUPERCONDUCTOR CORP COM 030111108 44 5800 X 01 3100 0 2700 AMERICAN WTR WKS INC COM 030411102 17875 408100 X 01 233400 0 174700 AMERICAN WOODMARK CORP COM 030506109 63 1000 X 01 0 0 1000 AMERICREDIT CORP COM 03060R101 13057 343700 X 01 194800 0 148900 AMERISTAR CASINOS INC COM 03070Q101 63 2300 X 01 0 0 2300 AMERON INTL INC COM 030710107 904 12600 X 01 0 0 12600 AMERIPATH INC COM 03071D109 115 4300 X 01 0 0 4300 AMERISOURCE HEALTH CORP CVB 03071PAD4 576 390000 X 01 0 0 390000 AMERITRADE HLDG CORP COM 03072H109 44 6800 X 01 0 0 6800 AMERUS GROUP CO COM 03072M108 377 9800 X 01 3100 0 6700 AMERISOURCEBERGEN CORP COM 03073E105 24051 352144 X 01 136657 134347 81140 AMETEK INC NEW COM 031100100 5191 139500 X 01 82800 0 56700 AMGEN INC COM 031162100 902466 15121747 X 01 8864467 1091900 5165380 AMKOR TECHNOLOGY INC COM 031652100 279 12500 X 01 0 0 12500 AMPHENOL CORP NEW COM 032095101 31417 671300 X 01 420100 241800 9400 AMSOUTH BANCORPORATION COM 032165102 156019 7098205 X 01 5505736 12800 1579669 AMSURG CORP COM 03232P405 82 3000 X 01 0 0 3000 AMYLIN PHARMACEUTICALS INC COM 032346108 85 8500 X 01 0 0 8500 AMTRAN INC COM 03234G106 32 2300 X 01 0 0 2300 ANADARKO PETE CORP COM 032511107 29878 529373 X 01 303191 0 226182 ANADIGICS INC COM 032515108 16180 1311200 X 01 820700 473300 17200 ANALOG DEVICES INC COM 032654105 29646 658221 X 01 392410 0 265811 ANALOGIC CORP COM 032657207 677 16285 X 01 1762 0 14523 ANALYSTS INTL CORP COM 032681108 111 27764 X 01 3099 0 24665 ANAREN MICROWAVE INC COM 032744104 78 5400 X 01 2200 0 3200 ANCHOR BANCORP WIS INC COM 032839102 637 31816 X 01 3157 0 28659 ANDREW CORP COM 034425108 24415 1459334 X 01 1230316 8400 220618 ANDRX GROUP COM 034553107 3086 81345 X 01 69645 0 11700 ANGELICA CORP COM 034663104 152 9819 X 01 1058 0 8761 ANHEUSER BUSCH COS INC COM 035229103 1121288 21480616 X 01 9155256 8502100 3823260 ANIXTER INTL INC COM 035290105 1491 50322 X 01 8704 0 41618 ANNALY MTG MGMT INC COM 035710409 160 9400 X 01 0 0 9400 ANNTAYLOR STORES CORP COM 036115103 21795 504270 X 01 294661 168600 41009 ANSYS INC COM 03662Q105 514 18968 X 01 1868 0 17100 ANTHEM INC COM 03674B104 75747 1315730 X 01 815710 357700 142320 ANTHEM INC CVP 03674B203 936 12860 X 01 0 0 12860 ANTEON INTL CORP COM 03674E108 14356 690200 X 01 680700 0 9500 ANSWERTHINK INC COM 036916104 29 4500 X 01 0 0 4500 ANTHRACITE CAP INC COM 037023108 56 4900 X 01 0 0 4900 ANTIGENICS INC DEL COM 037032109 36 2600 X 01 0 0 2600 AON CORP COM 037389103 109759 3135968 X 01 2461104 4362 670502 APACHE CORP COM 037411105 482470 8482251 X 01 1795612 5452361 1234278 APARTMENT INVT & MGMT CO COM 03748R101 27440 567300 X 01 275400 276600 15300 APOGEE ENTERPRISES INC COM 037598109 449 36793 X 01 3635 0 33158 APHTON CORP COM 03759P101 25 2100 X 01 0 0 2100 APOLLO GROUP INC COM 037604105 25380 473950 X 01 274200 0 199750 APOLLO GROUP INC COM 037604204 23 550 X 01 0 0 550 APOGENT TECHNOLOGIES INC COM 03760A101 10867 440300 X 01 248500 0 191800 APPLE COMPUTER INC COM 037833100 16901 714044 X 01 450004 90 263950 APPLEBEES INTL INC COM 037899101 1830 50418 X 01 7660 0 42758 APRIA HEALTHCARE GROUP INC COM 037933108 5444 222100 X 01 130500 0 91600 APPLERA CORP COM 038020103 156840 7017462 X 01 3397539 1501040 2118883 APPLERA CORP COM 038020202 180 8750 X 01 3850 0 4900 APPLICA INC COM 03815A106 265 30863 X 01 3049 0 27814 APPLIED INDL TECHNOLOGIES IN COM 03820C105 493 25590 X 01 2469 0 23121 APPLIED MATLS INC COM 038222105 766442 14122760 X 01 4209090 5509570 4404100 APPLIED MATERIALS INC CAL 0382229DJ 0 -429 X 01 -316 -113 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 44155 5519344 X 01 1367522 14248 4137574 APPLIED MOLECULAR EVOLUTION COM 03823E108 1230 143000 X 01 140000 0 3000 APTARGROUP INC COM 038336103 1769 50471 X 01 8903 0 41568 ARACRUZ CELULOSE S A ADR 038496204 2702 130834 X 01 89804 0 41030 ARBITRON INC COM 03875Q108 73969 2188421 X 01 9023 1676063 503335 ARCH CHEMICALS INC COM 03937R102 637 28901 X 01 2933 0 25968 ARCH COAL INC COM 039380100 4441 207700 X 01 122900 0 84800 ARCHER DANIELS MIDLAND CO COM 039483102 163331 11725102 X 01 8966421 21516 2737165 ARCHSTONE SMITH TR COM 039583109 9970 372143 X 01 170400 170800 30943 ARCTIC CAT INC COM 039670104 602 29860 X 01 3051 0 26809 ARDEN RLTY INC COM 039793104 52716 1856204 X 01 897253 16750 942201 ARENA PHARMACEUTICALS INC COM 040047102 27 2700 X 01 0 0 2700 ARGONAUT GROUP INC COM 040157109 80 3800 X 01 0 0 3800 ARGOSY GAMING CO COM 040228108 1346 36682 X 01 3853 0 32829 ARIAD PHARMACEUTICALS INC COM 04033A100 22 4100 X 01 0 0 4100 ARIBA INC COM 04033V104 1280 282550 X 01 400 0 282150 ARKANSAS BEST CORP DEL COM 040790107 876 31530 X 01 3279 0 28251 ARMOR HOLDINGS INC COM 042260109 1036 38238 X 01 3983 0 34255 ARMSTRONG HLDGS INC COM 042384107 20 6400 X 01 0 0 6400 ARQULE INC COM 04269E107 333 26350 X 01 2587 0 23763 ARRIS GROUP INC COM 04269Q100 73 7900 X 01 0 0 7900 ARRAY BIOPHARMA INC COM 04269X105 47 3600 X 01 0 0 3600 ARROW ELECTRS INC COM 042735100 408452 14603216 X 01 7769601 1566839 5266776 ARROW FINL CORP COM 042744102 36 1260 X 01 0 0 1260 ARROW INTL INC COM 042764100 85 1800 X 01 0 0 1800 ART TECHNOLOGY GROUP INC COM 04289L107 17 8300 X 01 0 0 8300 ARTISAN COMPONENTS INC COM 042923102 43 2600 X 01 0 0 2600 ARTESYN TECHNOLOGIES INC COM 043127109 478 51378 X 01 8029 0 43349 ARTHROCARE CORP COM 043136101 0 34578 X 01 8740 0 25838 ARVINMERITOR INC COM 043353101 7982 279575 X 01 162250 0 117325 ASBURY AUTOMOTIVE GROUP INC COM 043436104 7613 499200 X 01 315900 177900 5400 ASCENTIAL SOFTWARE CORP COM 04362P108 6824 1772434 X 01 739431 2044 1030959 ASHLAND INC COM 044204105 233043 5120700 X 01 3272428 187744 1660528 ASHWORTH INC COM 04516H101 118 15083 X 01 1655 0 13428 ASIAINFO HLDGS INC COM 04518A104 54 4100 X 01 0 0 4100 ASPECT MED SYS INC COM 045235108 29 3300 X 01 0 0 3300 ASPECT COMMUNICATIONS CORP COM 04523Q102 265 67751 X 01 6799 0 60952 ASPEN TECHNOLOGY INC COM 045327103 1003 43802 X 01 7312 0 36490 ASSOCIATED BANC CORP COM 045487105 10496 276002 X 01 155798 0 120204 ASTEC INDS INC COM 046224101 448 25478 X 01 2576 0 22902 ASTORIA FINL CORP COM 046265104 11768 405100 X 01 236100 0 169000 ASTRAZENECA PLC ADR 046353108 49147 991059 X 01 843812 0 147247 ASTROPOWER INC COM 04644A101 771 18452 X 01 1887 0 16565 ASYST TECHNOLOGY CORP COM 04648X107 87 4800 X 01 0 0 4800 AT & T LATIN AMER CORP COM 04649A106 12 8200 X 01 0 0 8200 ATLANTIC COAST AIRLINES HLDG COM 048396105 1497 62413 X 01 11556 0 50857 ATLAS AIR WORLDWIDE HLDGS IN COM 049164106 2001 151900 X 01 89900 0 62000 ATMEL CORP COM 049513104 19512 1924300 X 01 1102400 0 821900 ATMOS ENERGY CORP COM 049560105 1369 58005 X 01 9990 0 48015 ATRIX LABS INC COM 04962L101 52 2300 X 01 0 0 2300 ATWOOD OCEANICS INC COM 050095108 811 17668 X 01 1874 0 15794 AUDIOVOX CORP COM 050757103 215 29975 X 01 2941 0 27034 AUGUST TECHNOLOGY CORP COM 05106U105 42 2900 X 01 0 0 2900 AURORA FOODS INC COM 05164B106 27 6400 X 01 0 0 6400 AUSPEX SYS INC COM 052116100 9 7000 X 01 0 0 7000 AUTODESK INC COM 052769106 5161 110537 X 01 67637 0 42900 AUTOLIV INC COM 052800109 98691 4071423 X 01 3311930 42600 716893 AUTOMATIC DATA PROCESSING IN COM 053015103 237974 4083993 X 01 1346570 36034 2701389 AUTONATION INC COM 05329W102 8517 609250 X 01 354750 0 254500 AUTOZONE INC COM 053332102 14195 206173 X 01 114773 0 91400 AVALONBAY CMNTYS INC COM 053484101 32584 654305 X 01 457875 136525 59905 AVANT CORP COM 053487104 1115 55689 X 01 11920 0 43769 AVANIR PHARMACEUTICALS COM 05348P104 25 8900 X 01 0 0 8900 AVANEX CORP COM 05348W109 19 4700 X 01 0 0 4700 AVANT IMMUNOTHERAPEUTICS INC COM 053491106 13 7600 X 01 0 0 7600 AVATAR HLDGS INC COM 053494100 11 400 X 01 0 0 400 AVAYA INC COM 053499109 6961 943233 X 01 436797 65382 441054 AVERY DENNISON CORP COM 053611109 12564 205864 X 01 124564 0 81300 AVIALL INC NEW COM 05366B102 33 3700 X 01 0 0 3700 AVICI SYS INC COM 05367L109 14 7600 X 01 0 0 7600 AVID TECHNOLOGY INC COM 05367P100 479 34460 X 01 3389 0 31071 AVIGEN INC COM 053690103 52 4700 X 01 2500 0 2200 AVISTA CORP COM 05379B107 1056 67979 X 01 11106 0 56873 AVNET INC COM 053807103 483750 17876944 X 01 10236723 1623751 6016470 AVOCENT CORP COM 053893103 99040 3696891 X 01 417364 3192166 87361 AVON PRODS INC COM 054303102 762483 14036874 X 01 5463832 6534220 2038822 AWARE INC MASS COM 05453N100 182 28681 X 01 2936 0 25745 AXCELIS TECHNOLOGIES INC COM 054540109 1784 124766 X 01 14182 0 110584 AZTAR CORP COM 054802103 1034 47233 X 01 4799 0 42434 AXCAN PHARMA INC COM 054923107 11967 949000 X 01 595600 342300 11100 BB&T CORP COM 054937107 35270 925475 X 01 519104 0 406371 BCE INC COM 05534B109 925 52492 X 01 192 52300 0 BEI TECHNOLOGIES INC COM 05538P104 346 18330 X 01 1866 0 16464 BISYS GROUP INC COM 055472104 19095 541700 X 01 273600 0 268100 BISYS GROUP INC CVB 055472AB0 822 665000 X 01 0 0 665000 BJ SVCS CO COM 055482103 23495 681600 X 01 400500 0 281100 BJS WHOLESALE CLUB INC COM 05548J106 13397 299700 X 01 171300 0 128400 BMC INDS INC MINN COM 055607105 8 5100 X 01 0 0 5100 BOK FINL CORP COM 05561Q201 205 6054 X 01 4200 0 1854 BP AMOCO P L C ADR 055622104 977462 18407945 X 01 7989225 7864023 2554697 BRE PROPERTIES INC COM 05564E106 358 11000 X 01 3800 0 7200 BSB BANCORP COM 055652101 51 1700 X 01 0 0 1700 BMC SOFTWARE INC COM 055921100 9563 491673 X 01 290223 15000 186450 BAKER HUGHES INC COM 057224107 647489 16927822 X 01 7999279 3203346 5725197 BALDOR ELEC CO COM 057741100 1189 52631 X 01 10062 0 42569 BALDWIN & LYONS INC COM 057755209 13 500 X 01 0 0 500 BALL CORP COM 058498106 5513 116742 X 01 61538 0 55204 BALLY TOTAL FITNESS HLDG COR COM 05873K108 825 37576 X 01 3858 0 33718 BANCFIRST CORP COM 05945F103 35 900 X 01 0 0 900 BANCO BRADESCO S A ADR 059460204 290 9600 X 01 9600 BANCO BILBAO VIZCAYA ARGENTA ADR 05946K101 22035 1870578 X 01 1869016 0 1562 BANCO ITAU SA ADR 059602201 241 6000 X 01 0 0 6000 BANCORPSOUTH INC COM 059692103 14333 726822 X 01 598175 2800 125847 BANDAG INC COM 059815100 3127 83000 X 01 48600 0 34400 BANK OF AMERICA CORPORATION COM 060505104 4083658 60036144 X 01 23697725 19478749 16859670 BANK OF GRANITE CORP COM 062401104 58 2500 X 01 0 0 2500 BANK MUT CORP COM 063748107 48 2800 X 01 0 0 2800 BANK NEW YORK INC COM 064057102 216659 5156098 X 01 842024 88500 4225574 BANK ONE CORP COM 06423A103 2703010 64696261 X 01 26527774 20886298 17282189 BANKATLANTIC BANCORP COM 065908501 57 4400 X 01 0 0 4400 BANKNORTH GROUP INC NEW COM 06646R107 17134 650233 X 01 362200 14466 273567 BANKUNITED FINL CORP COM 06652B103 42 2800 X 01 0 0 2800 BANNER CORP COM 06652V109 37 1700 X 01 0 0 1700 BANTA CORP COM 066821109 3757 105200 X 01 62750 0 42450 BARD C R INC COM 067383109 6773 114695 X 01 67995 0 46700 BARNES & NOBLE INC COM 067774109 8119 262000 X 01 153400 0 108600 BARNES GROUP INC COM 067806109 593 24213 X 01 2452 0 21761 BARRICK GOLD CORP COM 067901108 17793 958674 X 01 591187 0 367487 BARR LABS INC COM 068306109 11420 173500 X 01 99700 0 73800 BARRA INC COM 068313105 1788 29513 X 01 5024 0 24489 BASSETT FURNITURE INDS INC COM 070203104 277 13532 X 01 1530 0 12002 BAUSCH & LOMB INC COM 071707103 9544 214146 X 01 172145 0 42001 BAXTER INTL INC COM 071813109 521000 8753358 X 01 5416114 393500 2943744 BAY VIEW CAP CORP DEL COM 07262L101 64 9400 X 01 0 0 9400 BBVA BANCO BHIF ADR 073297103 12466 1001300 X 01 1001900 0 -600 BE AEROSPACE INC COM 073302101 442 44470 X 01 4562 0 39908 BEA SYS INC COM 073325102 69426 5063904 X 01 2260827 905769 1897308 BEACON POWER CORP COM 073677106 20 39623 X 01 0 0 39623 BEAR STEARNS COS INC COM 073902108 57558 917264 X 01 538329 20900 358035 BEAZER HOMES USA INC COM 07556Q105 101 1300 X 01 0 0 1300 BEBE STORES INC COM 075571109 27 1300 X 01 0 0 1300 BECKMAN COULTER INC COM 075811109 15569 304862 X 01 181200 0 123662 BECTON DICKINSON & CO COM 075887109 45621 1209463 X 01 882232 3450 323781 BED BATH & BEYOND INC COM 075896100 95160 2819548 X 01 1694306 302765 822477 BEDFORD PPTY INVS INC COM 076446301 77 3000 X 01 0 0 3000 BEL FUSE INC COM 077347300 332 13560 X 01 1408 0 12152 BELDEN INC COM 077459105 868 36429 X 01 7784 0 28645 BELL MICROPRODUCTS INC COM 078137106 212 20353 X 01 2214 0 18139 BELLSOUTH CORP COM 079860102 534563 14502534 X 01 7427765 2927878 4146891 BELO CORP COM 080555105 10318 443800 X 01 263900 0 179900 BEMIS INC COM 081437105 57381 1055762 X 01 816737 3500 235525 BENCHMARK ELECTRS INC COM 08160H101 800 28575 X 01 5578 0 22997 BERKLEY W R CORP COM 084423102 1995 34700 X 01 0 0 34700 BERKSHIRE HATHAWAY INC DEL COM 084670108 2204 31 X 01 10 5 16 BERKSHIRE HATHAWAY INC DEL COM 084670207 29053 12264 X 01 3782 1642 6840 BERRY PETE CO COM 085789105 42 2700 X 01 0 0 2700 BEST BUY INC COM 086516101 651924 8231365 X 01 2748975 4242450 1239940 BETHLEHEM STL CORP COM 087509105 8 17400 X 01 0 0 17400 BEVERLY ENTERPRISES INC COM 087851309 181 25200 X 01 10900 0 14300 BHP LTD ADR 088606108 3437 280800 X 01 158700 0 122100 BIG LOTS INC COM 089302103 39280 2795728 X 01 2398556 21900 375272 BIO RAD LABS INC COM 090572207 698 18594 X 01 2800 3000 12794 BIO TECHNOLOGY GEN CORP COM 090578105 1666 339341 X 01 21314 0 318027 BIOGEN INC COM 090597105 24739 504264 X 01 395564 0 108700 BIOMET INC COM 090613100 13525 499831 X 01 301381 0 198450 BIOMARIN PHARMACEUTICAL INC COM 09061G101 39 3700 X 01 0 0 3700 BIOPURE CORP COM 09065H105 20 1900 X 01 0 0 1900 BIOSITE DIAGNOSTICS INC COM 090945106 468 18890 X 01 1890 0 17000 BLACK & DECKER CORP COM 091797100 56927 1223178 X 01 993003 3100 227075 BLACK BOX CORP DEL COM 091826107 1354 27963 X 01 4585 0 23378 BLACK HILLS CORP COM 092113109 3505 104675 X 01 61050 0 43625 BLACKROCK NY INVT QUALITY MU COM 09247E103 87 6181 X 01 6181 0 0 BLACKROCK INC COM 09247X101 11016 247000 X 01 104700 137600 4700 BLOCK H & R INC COM 093671105 15494 348565 X 01 207105 0 141460 BLOCKBUSTER INC COM 093679108 54 2300 X 01 0 0 2300 BLYTH INC COM 09643P108 5448 205444 X 01 115200 0 90244 BOARDWALK EQUITIES INC COM 096613104 6 700 X 01 700 0 0 BOB EVANS FARMS INC COM 096761101 4174 147898 X 01 88165 0 59733 BOCA RESORTS INC COM 09688T106 61 4700 X 01 0 0 4700 BOEING CO COM 097023105 91062 1887289 X 01 1172065 250 714974 BOISE CASCADE CORP COM 097383103 59820 1650675 X 01 825917 193025 631733 BONE CARE INTL INC COM 098072101 271 19750 X 01 0 0 19750 BORDERS GROUP INC COM 099709107 7697 321900 X 01 188100 0 133800 BORG WARNER INC COM 099724106 22507 357705 X 01 279525 0 78180 BORLAND SOFTWARE CORP COM 099849101 1726 132700 X 01 0 0 132700 BOSTON COMMUNICATIONS GROUP COM 100582105 191 22145 X 01 2220 0 19925 BOSTON PRIVATE FINL HLDGS IN COM 101119105 736 27501 X 01 2932 0 24569 BOSTON PROPERTIES INC COM 101121101 28073 711600 X 01 351300 344000 16300 BOSTON SCIENTIFIC CORP COM 101137107 20866 831643 X 01 476475 3700 351468 BOWATER INC COM 102183100 18615 373800 X 01 141900 135400 96500 BOWNE & CO INC COM 103043105 617 43850 X 01 4339 0 39511 BOYD GAMING CORP COM 103304101 107 7100 X 01 0 0 7100 BOYDS COLLECTION LTD COM 103354106 52 8000 X 01 0 0 8000 BOYKIN LODGING CO COM 103430104 8 900 X 01 0 0 900 BRADY CORP COM 104674106 1190 32777 X 01 6748 0 26029 BRANDYWINE RLTY TR COM 105368203 492 20600 X 01 15900 0 4700 BRASCAN CORP COM 10549P606 336 15400 X 01 15400 0 0 BRASIL TELECOM PARTICIPACOES ADR 105530109 3865 96869 X 01 68869 0 28000 BRIGGS & STRATTON CORP COM 109043109 13645 296634 X 01 242640 225 53769 BRIGHT HORIZON FAMILY SOLUTI COM 109195107 50 1700 X 01 0 0 1700 BRIGHTPOINT INC COM 109473108 10 11200 X 01 0 0 11200 BRINKER INTL INC COM 109641100 13450 415010 X 01 237917 0 177093 BRIO TECHNOLOGY INC COM 109704106 2 800 X 01 0 0 800 BRISTOL MYERS SQUIBB CO COM 110122108 365631 9030145 X 01 5867089 433723 2729333 BRITESMILE INC COM 110415106 17 3200 X 01 0 0 3200 BRITISH SKY BROADCASTING GRO ADR 111013108 40 549 X 01 222 0 327 BROADCOM CORP COM 111320107 17675 492334 X 01 304434 0 187900 BROADVISION INC COM 111412102 584 337700 X 01 1200 0 336500 BROADWING INC COM 111620100 9207 1317126 X 01 514299 0 802827 BROCADE COMMUNICATIONS SYS I COM 111621108 67703 2507500 X 01 272950 2191650 42900 BROOKFIELD PPTYS CORP COM 112900105 6105 321300 X 01 150300 171000 0 BROOKLINE BANCORP INC COM 113739106 48 2800 X 01 0 0 2800 BROOKS AUTOMATION INC COM 11434A100 22830 502419 X 01 303647 172300 26472 BROOKTROUT INC COM 114580103 88 14207 X 01 1539 0 12668 BROWN & BROWN INC COM 115236101 380 12100 X 01 5400 0 6700 BROWN FORMAN CORP COM 115637209 9842 135267 X 01 84667 0 50600 BROWN TOM INC COM 115660201 1473 53956 X 01 8952 0 45004 BROWN SHOE INC NEW COM 115736100 437 22441 X 01 2231 0 20210 BRUKER DALTONICS INC COM 116795105 67 7000 X 01 0 0 7000 BRUNSWICK CORP COM 117043109 29215 1069370 X 01 895960 3500 169910 BRUSH ENGINEERED MATLS INC COM 117421107 3278 258112 X 01 223108 250 34754 BUCA INC COM 117769109 35 1900 X 01 0 0 1900 BSQUARE CORP COM 11776U102 11 3100 X 01 0 0 3100 BUCKEYE TECHNOLOGIES INC COM 118255108 453 43984 X 01 4553 0 39431 BUCKLE INC COM 118440106 49 2000 X 01 0 0 2000 BUILDING MATLS HLDG CORP COM 120113105 214 14889 X 01 1651 0 13238 BURLINGTON COAT FACTORY COM 121579106 1032 53594 X 01 5860 0 47734 BURLINGTON NORTHN SANTA FE C COM 12189T104 886145 29361997 X 01 12509583 5013477 11838937 BURLINGTON RES INC COM 122014103 15769 393333 X 01 242807 0 150526 BURNHAM PAC PPTYS INC COM 12232C108 13 7741 X 01 0 0 7741 BUSINESS OBJECTS S A ADR 12328X107 64391 1464773 X 01 77244 1382200 5329 BUTLER MFG CO DEL COM 123655102 204 7593 X 01 814 0 6779 C&D TECHNOLOGIES INC COM 124661109 768 36559 X 01 5797 0 30762 CBL & ASSOC PPTYS INC COM 124830100 117 3300 X 01 0 0 3300 CCC INFORMATION SVCS GROUP I COM 12487Q109 12 1300 X 01 0 0 1300 CBRL GROUP INC COM 12489V106 6621 232575 X 01 136700 0 95875 CCBT FINL COS INC COM 12500Q102 35 1300 X 01 0 0 1300 C COR NET CORP COM 125010108 827 45943 X 01 4282 0 41661 C D I CORP COM 125071100 558 24293 X 01 2467 0 21826 CDW COMPUTER CTRS INC COM 125129106 97801 1942800 X 01 411950 1292800 238050 CEC ENTMT INC COM 125137109 1850 40034 X 01 7184 0 32850 CFS BANCORP INC COM 12525D102 37 2700 X 01 0 0 2700 CH ENERGY GROUP INC COM 12541M102 1124 23693 X 01 2228 0 21465 C H ROBINSON WORLDWIDE INC COM 12541W100 20822 619700 X 01 214300 264500 140900 CIGNA CORP COM 125509109 534852 5275191 X 01 2247732 732271 2295188 CIT GROUP INC CNN 125577AK2 3387 3326000 X 01 3326000 0 0 CIT GROUP INC CVB 125577AL0 5 5000 X 01 5000 0 0 CLECO CORP NEW COM 12561W105 4940 206700 X 01 111100 19000 76600 CMGI INC COM 125750109 717 530999 X 01 1200 0 529799 CMS ENERGY CORP COM 125896100 32963 1456619 X 01 1117569 3600 335450 CPI CORP COM 125902106 175 10646 X 01 1047 0 9599 CPB INC COM 125903104 41 1200 X 01 0 0 1200 CSS INDS INC COM 125906107 224 6900 X 01 0 0 6900 CSK AUTO CORP COM 125965103 60 6300 X 01 0 0 6300 CNA FINL CORP COM 126117100 992 33400 X 01 13500 0 19900 CNA SURETY CORP COM 12612L108 41 2700 X 01 0 0 2700 CNF INC COM 12612W104 6443 195300 X 01 114800 0 80500 CNET NETWORKS INC COM 12613R104 44 8100 X 01 0 0 8100 CRH PLC ADR 12626K203 27 1467 X 01 777 0 690 CSG SYS INTL INC COM 126349109 6056 212700 X 01 124500 0 88200 CSX CORP COM 126408103 839424 22026346 X 01 11682515 2436918 7906913 CT COMMUNICATIONS INC COM 126426402 46 3100 X 01 0 0 3100 CTS CORP COM 126501105 25812 1588427 X 01 1348700 13500 226227 CUNO INC COM 126583103 798 21490 X 01 2229 0 19261 CVB FINL CORP COM 126600105 67 3299 X 01 0 0 3299 CVS CORP COM 126650100 31884 928761 X 01 460358 205 468198 CV THERAPEUTICS INC COM 126667104 15906 439380 X 01 259800 172100 7480 CABLEVISION SYS CORP COM 12686C109 116969 3440261 X 01 17160 3275000 148101 CABLEVISION SYS (FBC) CAL 12686C5DZ 0 -1500 X 01 0 -1500 0 CABLEVISION SYS (MOR) CAL 12686C5EX 0 -1000 X 01 0 -1000 0 CABLEVISION SYS (MOR) CAL 12686C5EY 0 -3000 X 01 0 -3000 0 CABLEVISION SYS (SBC) CAL 12686C5EZ 0 -3000 X 01 0 -3000 0 CABLEVISION SYS CORP COM 12686C844 90 3650 X 01 350 0 3300 CABLE DESIGN TECHNOLOGIES CO COM 126924109 847 63455 X 01 11653 0 51802 CACHEFLOW INC COM 126946102 2 2300 X 01 0 0 2300 CABOT CORP COM 127055101 209838 5694377 X 01 3030591 669705 1994081 CABOT OIL & GAS CORP COM 127097103 1013 40899 X 01 4113 0 36786 CABOT MICROELECTRONICS CORP COM 12709P103 6493 95977 X 01 56501 0 39476 CACI INTL INC COM 127190304 1042 29673 X 01 3054 0 26619 CADENCE DESIGN SYSTEM INC COM 127387108 42066 1860501 X 01 1409700 20000 430801 CADIZ INC COM 127537108 56 6200 X 01 0 0 6200 CAL DIVE INTL INC COM 127914109 16583 665969 X 01 619333 0 46636 CALGON CARBON CORP COM 129603106 62 7400 X 01 0 0 7400 CALIFORNIA AMPLIFIER INC COM 129900106 1045 175000 X 01 0 0 175000 CALIFORNIA COASTAL CMNTYS IN COM 129915203 4 801 X 01 0 0 801 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 58 2300 X 01 0 0 2300 CALIFORNIA WTR SVC GROUP COM 130788102 72 2800 X 01 0 0 2800 CALIPER TECHNOLOGIES CORP COM 130876105 43 3300 X 01 0 0 3300 CALLAWAY GOLF CO COM 131193104 5933 308200 X 01 180500 0 127700 CALPINE CORP COM 131347106 7364 579850 X 01 356350 0 223500 CAMBREX CORP COM 132011107 1418 33691 X 01 3409 0 30282 CAMDEN PPTY TR COM 133131102 16462 420820 X 01 208720 206500 5600 CAMINUS CORP COM 133766105 29 1300 X 01 0 0 1300 CAMPBELL SOUP CO COM 134429109 19809 739130 X 01 443514 0 295616 CANADA LIFE FINL CORP COM 135113108 246 9800 X 01 9800 0 0 CANADIAN NATL RY CO COM 136375102 1 27 X 01 0 0 27 CANADIAN PAC RY LTD COM 13645T100 191 8900 X 01 8900 0 0 CANON INC ADR 138006309 48 1290 X 01 682 0 608 CAPITAL CITY BK GROUP INC COM 139674105 43 1600 X 01 0 0 1600 CAPITAL AUTOMOTIVE REIT COM 139733109 90 3900 X 01 0 0 3900 CAPITAL ONE FINL CORP COM 14040H105 342944 5371089 X 01 1182407 3748700 439982 CAPITAL PAC HLDGS INC WTS 14040M112 15800 X 01 15800 0 0 CAPITOL FED FINL COM 14057C106 220 9700 X 01 5300 0 4400 CAPSTONE TURBINE CORP COM 14067D102 18 5572 X 01 1272 0 4300 CAPSTEAD MTG CORP COM 14067E506 26 1350 X 01 0 0 1350 CAPTARIS INC COM 14071N104 126 36491 X 01 4111 0 32380 CARBO CERAMICS INC COM 140781105 747 18234 X 01 1999 0 16235 CARAUSTAR INDS INC COM 140909102 402 38506 X 01 5128 0 33378 CARDINAL HEALTH INC COM 14149Y108 4008671 56547762 X 01 23442041 14207742 18897979 CARDINAL HEALTH INC CAL 14149Y9DN 0 -225 X 01 -225 0 0 CARDIODYNAMICS INTL CORP COM 141597104 32 7600 X 01 0 0 7600 CAREER EDUCATION CORP COM 141665109 81406 2055700 X 01 471500 1438400 145800 CAREMARK RX INC COM 141705103 1022 52400 X 01 0 0 52400 CAREMARK RX CAP TR I CVP 14170K308 512 3835 X 01 0 0 3835 CARLISLE COS INC COM 142339100 5482 125400 X 01 71200 0 54200 CARNIVAL CORP COM 143658102 449725 13774106 X 01 2838546 10404600 530960 CARPENTER TECHNOLOGY CORP COM 144285103 2587 89400 X 01 52000 0 37400 CARRAMERICA RLTY CORP COM 144418100 148 4700 X 01 0 0 4700 CARREKER CORP COM 144433109 242 27705 X 01 2821 0 24884 CASCADE NAT GAS CORP COM 147339105 876 41301 X 01 1414 0 39887 CASELLA WASTE SYS INC COM 147448104 39 3300 X 01 0 0 3300 CASEYS GEN STORES INC COM 147528103 1076 79683 X 01 15448 0 64235 CASH AMER INTL INC COM 14754D100 284 32288 X 01 3160 0 29128 CASTLE A M & CO COM 148411101 238 21949 X 01 1754 0 20195 CATALINA MARKETING CORP COM 148867104 8380 229579 X 01 130700 0 98879 CATALYTICA ENERGY SYS INC COM 148884109 21 6200 X 01 0 0 6200 CATAPULT COMMUNICATIONS CORP COM 149016107 426 16894 X 01 1757 0 15137 CATELLUS DEV CORP COM 149111106 151 7700 X 01 0 0 7700 CATERPILLAR INC DEL COM 149123101 47117 828787 X 01 526632 0 302155 CATHAY BANCORP INC COM 149150104 94 1300 X 01 0 0 1300 CATO CORP NEW COM 149205106 697 31289 X 01 3277 0 28012 CEDAR FAIR L P COM 150185106 166 7000 X 01 2000 0 5000 CELL GENESYS INC COM 150921104 78 4600 X 01 0 0 4600 CELERITEK INC COM 150926103 16 1600 X 01 0 0 1600 CELL THERAPEUTICS INC COM 150934107 186 7500 X 01 2300 0 5200 CELESTICA INC COM 15101Q108 98140 2706553 X 01 362419 2119950 224184 CELGENE CORP COM 151020104 418 16900 X 01 0 0 16900 CELL PATHWAYS INC NEW COM 15114R101 96 23300 X 01 16000 0 7300 CENDANT CORP COM 151313103 617816 32177901 X 01 6979891 17478313 7719697 CD APR 30 15.8 CALL (S) CAL 1513135DW 0 -3000 X 01 0 -3000 0 CENDANT CORPORAT (GS) CAL 1513135DX 0 -3000 X 01 0 -3000 0 CENDANT CORPORA (MGS) CAL 1513135DY 0 -5000 X 01 0 -5000 0 CENDANT CORPORATI (S) CAL 1513135DZ 0 -5000 X 01 0 -5000 0 CENDANT CORPORA (MGS) CAL 1513135EV 0 -5000 X 01 0 -5000 0 CENDANT CORPORA (MOR) CAL 1513135EW 0 -5000 X 01 0 -5000 0 CENDANT CORPORA (SBC) CAL 1513135EX 0 -3000 X 01 0 -3000 0 CENDANT CORPORAT (SB) CAL 1513135EY 0 -3000 X 01 0 -3000 0 CENDANT CORPORA (FBC) CAL 1513135EZ 0 -3000 X 01 0 -3000 0 CENDANT JUN 21 19.1561 CL(MOR) CAL 1513135FS 0 -3000 X 01 0 -3000 0 CENDANT JUNE 25 19.25 CL(GS) CAL 1513135FT 0 -3000 X 01 0 -3000 0 CENDANT CORPORAT (MT) CAL 1513135FU 0 -5000 X 01 0 -5000 0 CENDANT CORPORA (FBC) CAL 1513135FV 0 -2500 X 01 0 -2500 0 CENDANT CORPORA (CJL) CAL 1513135FW 0 -5000 X 01 0 -5000 0 CENDANT CORPORAT (SB) CAL 1513135FX 0 -5000 X 01 0 -5000 0 CENDANT CORPORA (FBC) CAL 1513135FY 0 -3000 X 01 0 -3000 0 CENDANT CORPORAT (SB) CAL 1513135FZ 0 -3000 X 01 0 -3000 0 CENDANT CORP CVB 151313AF0 332 463000 X 01 0 0 463000 CENTENNIAL BANCORP COM 15133T104 35 4410 X 01 0 0 4410 CENTENNIAL COMMUNCTNS CORP N COM 15133V208 30 8300 X 01 6300 0 2000 CENTERPOINT PPTYS TR COM 151895109 4497 83200 X 01 42300 37400 3500 CENTEX CORP COM 152312104 72270 1391683 X 01 511793 300125 579765 CENTILLIUM COMMUNICATIONS IN COM 152319109 47 3900 X 01 0 0 3900 CENTEX CONSTRUCTION PRODUCTS COM 15231R109 227 5700 X 01 4400 0 1300 CENTRA SOFTWARE INC COM 15234X103 16 3300 X 01 0 0 3300 CENTRAL PKG CORP COM 154785109 1008 43851 X 01 4684 0 39167 CENTRAL VT PUB SVC CORP COM 155771108 15524 869223 X 01 718095 12590 138538 CENTURY ALUM CO COM 156431108 428 26344 X 01 2691 0 23653 CENTURY BUSINESS SVCS INC COM 156490104 554 159745 X 01 0 0 159745 CENTURYTEL INC COM 156700106 9621 282967 X 01 174328 0 108639 CEPHALON INC COM 156708109 17022 270194 X 01 184678 0 85516 CERIDIAN CORP NEW COM 156779100 146504 6644155 X 01 366216 5460329 817610 CERNER CORP COM 156782104 2285 47898 X 01 4685 0 43213 CERTEGY INC COM 156880106 11357 286076 X 01 171000 0 115076 CERUS CORP COM 157085101 22240 415167 X 01 179633 233800 1734 CHAD THERAPEUTICS INC COM 157228107 3 1000 X 01 1000 0 0 CHAMPION ENTERPRISES INC COM 158496109 10100 1262461 X 01 1189321 0 73140 CHAMPIONSHIP AUTO RACING TEA COM 158711101 23 1600 X 01 0 0 1600 CHARLES RIV LABS INTL INC COM 159864107 23250 750000 X 01 468500 267600 13900 CHARTER ONE FINL INC COM 160903100 111808 3581309 X 01 2650763 7791 922755 CHARTER MUN MTG ACCEP CO COM 160908109 74 4700 X 01 0 0 4700 CHARLOTTE RUSSE HLDG INC COM 161048103 83 3200 X 01 0 0 3200 CHARMING SHOPPES INC COM 161133103 1128 142400 X 01 400 0 142000 CHARTER COMMUNICATIONS INC D COM 16117M107 26109 2312600 X 01 4600 0 2308000 CHARTER COMMUNICATIONS INC D CVB 16117MAB3 344 395000 X 01 0 0 395000 CHATEAU CMNTYS INC COM 161726104 293 10200 X 01 4100 0 6100 CHECKFREE CORP NEW COM 162813109 4712 307400 X 01 180600 0 126800 CHECKPOINT SYS INC COM 162825103 646 40494 X 01 4109 0 36385 CHEESECAKE FACTORY INC COM 163072101 2435 65995 X 01 10769 0 55226 CHELSEA PPTY GROUP INC COM 163421100 119 2200 X 01 0 0 2200 CHEMED CORP COM 163596109 593 15886 X 01 3989 0 11897 CHEMFIRST INC COM 16361A106 636 23762 X 01 6978 0 16784 CHEMICAL FINL CORP COM 163731102 90 2996 X 01 0 0 2996 CHESAPEAKE CORP COM 165159104 709 26108 X 01 8184 0 17924 CHESAPEAKE ENERGY CORP COM 165167107 303 39200 X 01 17300 0 21900 CHEVRONTEXACO CORP COM 166764100 671749 7441548 X 01 4648786 62332 2730430 CHICOS FAS INC COM 168615102 1909 56634 X 01 9735 0 46899 CHILES OFFSHORE INC COM 16888M104 53 2300 X 01 0 0 2300 CHILDRENS PL RETAIL STORES I COM 168905107 248 7500 X 01 5400 0 2100 CHINA MOBILE HONG KONG LTD ADR 16941M109 334 21600 X 01 0 21600 0 CHINA PETE & CHEM CORP ADR 16941R108 2605 160900 X 01 160900 0 0 CHIPPAC INC COM 169657103 49 5000 X 01 0 0 5000 CHOICE HOTELS INTL INC COM 169905106 130 5400 X 01 0 0 5400 CHIRON CORP COM 170040109 30743 669931 X 01 537175 0 132756 CHITTENDEN CORP COM 170228100 2029 69606 X 01 9597 0 60009 CHOICEPOINT INC COM 170388102 16270 282470 X 01 146250 0 136220 CHOICE ONE COMMUNICATION INC COM 17038P104 1 700 X 01 0 0 700 CHORDIANT SOFTWARE INC COM 170404107 33 4600 X 01 0 0 4600 CHRISTOPHER & BANKS CORP COM 171046105 1055 32120 X 01 3339 0 28781 CHUBB CORP COM 171232101 578784 7917697 X 01 4060062 696064 3161571 CHURCH & DWIGHT INC COM 171340102 4664 158300 X 01 91300 0 67000 CHURCHILL DOWNS INC COM 171484108 59 1600 X 01 0 0 1600 CIBER INC COM 17163B102 850 92876 X 01 24763 0 68113 CIENA CORP COM 171779101 89049 9894366 X 01 1215916 8410500 267950 CIMA LABS INC COM 171796105 99 3700 X 01 1400 0 2300 CINCINNATI FINL CORP COM 172062101 14068 322225 X 01 202418 0 119807 CINERGY CORP COM 172474108 405999 11356628 X 01 6047435 953585 4355608 CIRCUIT CITY STORE INC COM 172737108 7557 418915 X 01 257415 0 161500 CIRCUIT CITY STORE INC COM 172737306 147 5700 X 01 0 0 5700 CIRCOR INTL INC COM 17273K109 48 2300 X 01 0 0 2300 CIRRUS LOGIC CORP COM 172755100 6010 318500 X 01 186300 0 132200 CISCO SYS INC COM 17275R102 2848901 168275289 X 01 82367129 24498159 61410001 CINTAS CORP COM 172908105 15311 307081 X 01 185731 0 121350 CITIGROUP INC COM 172967101 9006612 181878275 X 01 77376574 47310861 57190840 CITIGROUP INC CVB 172967BA8 5 5000 X 01 5000 0 0 CITIGROUP INC CVB 172967BH3 10956 10949000 X 01 10949000 0 0 CITIGROUP INC CAL 17296C9AE 0 3129 X 01 2287 842 0 CITIZENS BKG CORP MICH COM 174420109 395 12169 X 01 5000 0 7169 CITIZENS COMMUNICATIONS CO COM 17453B101 6284 584561 X 01 315793 0 268768 CITIZENS INC COM 174740100 38 3500 X 01 0 0 3500 CITRIX SYS INC COM 177376100 5984 346323 X 01 204523 0 141800 CITY BK LYNNWOOD WASH COM 17770A109 50 2000 X 01 0 0 2000 CITY HLDG CO COM 177835105 15 1000 X 01 0 0 1000 CITY NATL CORP COM 178566105 10053 191094 X 01 112350 0 78744 CLAIRES STORES INC COM 179584107 3947 202625 X 01 119500 0 83125 CLARCOR INC COM 179895107 1030 32178 X 01 3285 0 28893 CLARK / BARDES HLDGS INC COM 180668105 49 1700 X 01 0 0 1700 CLAYTON HOMES INC COM 184190106 15572 929670 X 01 364797 340500 224373 CLEAR CHANNEL COMMUNICATIONS COM 184502102 517830 10072562 X 01 6514077 30853 3527632 CLEVELAND CLIFFS INC COM 185896107 305 13877 X 01 1295 0 12582 CLICK COMMERCE INC COM 18681D109 5 4100 X 01 0 0 4100 CLOROX CO DEL COM 189054109 18715 428949 X 01 258749 0 170200 CLOSURE MED CORP COM 189093107 31 1600 X 01 0 0 1600 COACH INC COM 189754104 9092 179299 X 01 104440 0 74859 COACHMEN INDS INC COM 189873102 935 57388 X 01 2099 0 55289 COBALT CORP COM 19074W100 53 5900 X 01 0 0 5900 COCA COLA BOTTLING CO CONS COM 191098102 540 11018 X 01 1167 0 9851 COCA COLA CO COM 191216100 387836 7421282 X 01 4531668 19724 2869890 COCA COLA ENTERPRISES INC COM 191219104 27261 1451612 X 01 1024362 2975 424275 COGNEX CORP COM 192422103 1757 60466 X 01 6603 0 53863 COGNIZANT TECHNOLOGY SOLUTIO COM 192446102 55 1300 X 01 0 0 1300 COHERENT INC COM 192479103 2847 83997 X 01 6543 0 77454 COHU INC COM 192576106 782 27451 X 01 2697 0 24754 COINSTAR INC COM 19259P300 94 2800 X 01 0 0 2800 COLDWATER CREEK INC COM 193068103 28 1600 X 01 0 0 1600 COLE NATIONAL CORP NEW COM 193290103 32 1700 X 01 0 0 1700 COLE KENNETH PRODTNS INC COM 193294105 26 1300 X 01 0 0 1300 COLGATE PALMOLIVE CO COM 194162103 934248 16347300 X 01 11443993 180164 4723143 COLGATE PALMOLIVE CO CAL 19416S9AF 0 250 X 01 185 65 0 COLGATE PALMOLIVE CO CAL 19416S9AH 0 478 X 01 478 0 0 COLLINS & AIKMAN CORP NEW COM 194830105 199 29700 X 01 11100 0 18600 COLONIAL BANCGROUP INC COM 195493309 8343 559200 X 01 267900 0 291300 COLONIAL PPTYS TR COM 195872106 1093 31739 X 01 7405 0 24334 COLUMBIA LABS INC COM 197779101 28 5700 X 01 0 0 5700 COLUMBIA SPORTSWEAR CO COM 198516106 23 700 X 01 0 0 700 COMFORT SYS USA INC COM 199908104 273 66000 X 01 0 0 66000 COMCAST CORP COM 200300101 2517 75250 X 01 65250 0 10000 COMCAST CORP COM 200300200 2206562 69388744 X 01 26844622 19995554 22548568 COMCAST CORP PFD 200300507 2 80 X 01 80 0 0 COMCAST CORP C (SBC) CAL 2003005DZ 0 -3000 X 01 0 -3000 0 COMCAST CORP CL (SB) CAL 2003005FZ 0 -3000 X 01 0 -3000 0 COMDISCO INC COM 200336105 20 60600 X 01 0 0 60600 COMERICA INC COM 200340107 139928 2236341 X 01 774259 25750 1436332 COMMERCE BANCORP INC NJ COM 200519106 25229 561884 X 01 171700 238400 151784 COMMERCE BANCSHARES INC COM 200525103 879 19882 X 01 3750 0 16132 COMMERCE GROUP INC MASS COM 200641108 151 3900 X 01 0 0 3900 COMMERCE ONE INC DEL COM 200693109 877 562060 X 01 0 0 562060 COMMERCIAL FEDERAL CORPORATI COM 201647104 22917 851932 X 01 713278 6500 132154 COMMERCIAL METALS CO COM 201723103 28583 680554 X 01 572467 7125 100962 COMMERCIAL NET LEASE RLTY IN COM 202218103 77 5500 X 01 0 0 5500 COMMONWEALTH BANCORP INC COM 20268X102 47 1900 X 01 0 0 1900 COMMONWEALTH INDS INC DEL COM 203004106 140 18865 X 01 2105 0 16760 COMMONWEALTH TEL ENTERPRISES COM 203349105 536 14000 X 01 3300 0 10700 COMMSCOPE INC COM 203372107 3729 214300 X 01 125700 0 88600 COMMUNITY BK SYS INC COM 203607106 42 1400 X 01 0 0 1400 COMMUNITY BKS INC MILLERSBUR COM 203628102 36 1300 X 01 0 0 1300 COMMUNITY HEALTH SYS INC NEW COM 203668108 3933 177900 X 01 9500 165200 3200 COMMUNITY FIRST BANKSHARES I COM 203902101 1495 57823 X 01 10077 0 47746 COMMUNITY TR BANCORP INC COM 204149108 49 1900 X 01 0 0 1900 COMPANHIA BRASILEIRA DE DIST ADR 20440T201 14167 624080 X 01 436780 0 187300 COMPANHIA VALE DO RIO DOCE ADR 204412100 1100 41500 X 01 16500 20000 5000 COMPANHIA VALE DO RIO DOCE ADR 204412209 8642 315500 X 01 173300 56300 85900 COMPANHIA PARANAENSE ENERG C CVP 20441B407 1026 131547 X 01 63147 50700 17700 COMPANHIA DE BEBIDAS DAS AME ADR 20441W203 15626 800933 X 01 560835 0 240098 COMPANIA ANONIMA NACIONL TEL ADR 204421101 2327 168636 X 01 59851 16850 91935 COMPANIA CERVECERIAS UNIDAS ADR 204429104 9611 580730 X 01 450230 0 130500 COMPANIA DE TELECOMUNICS CHI ADR 204449300 4762 318072 X 01 215262 0 102810 COMPAQ COMPUTER CORP COM 204493100 161137 15419825 X 01 9827187 1245223 4347415 COMPASS BANCSHARES INC COM 20449H109 16707 541200 X 01 308900 0 232300 COMPUCREDIT CORP COM 20478N100 1022 178600 X 01 0 0 178600 COMPUTER ASSOC INTL INC COM 204912109 27412 1252257 X 01 692043 200 560014 COMPUTER NETWORK TECHNOLOGY COM 204925101 59 4500 X 01 0 0 4500 COMPUTER SCIENCES CORP COM 205363104 135904 2677902 X 01 1119802 1425750 132350 COMPUTER TASK GROUP INC COM 205477102 1728 298935 X 01 2698 0 296237 COMPUTERIZED THERMAL IMAGING COM 20557C108 11 10600 X 01 0 0 10600 COMPUWARE CORP COM 205638109 33568 2600158 X 01 2160658 2000 437500 COMSTOCK RES INC COM 205768203 23 3000 X 01 0 0 3000 COMVERSE TECHNOLOGY INC COM 205862402 12079 953354 X 01 218454 600000 134900 COMVERSE TECHNO (FBC) CAL 2058625DY 0 -3000 X 01 0 -3000 0 COMVERSE TECHNO (FBC) CAL 2058625DZ 0 -3000 X 01 0 -3000 0 CONAGRA FOODS INC COM 205887102 721119 29736880 X 01 14553845 2677532 12505503 COMPUTER HORIZONS CORP COM 205908106 4 1000 X 01 1000 0 0 CONCEPTUS INC COM 206016107 43 2000 X 01 0 0 2000 CONCORD CAMERA CORP COM 206156101 310 34419 X 01 3517 0 30902 CONCORD COMMUNICATIONS INC COM 206186108 407 19261 X 01 2216 0 17045 CONCORD EFS INC COM 206197105 588213 17690607 X 01 7243420 6703790 3743397 CONCURRENT COMPUTER CORP NEW COM 206710204 78 9400 X 01 0 0 9400 CONECTIV INC COM 206829103 8836 355000 X 01 208700 0 146300 CONESTOGA ENTERPRISES INC COM 207015108 39 1300 X 01 0 0 1300 CONEXANT SYSTEMS INC COM 207142100 14577 1209715 X 01 303615 713100 193000 CONMED CORP COM 207410101 24566 982658 X 01 824397 9525 148736 CONNECTICUT BANCSHARES INC COM 207540105 47 1700 X 01 0 0 1700 CONNECTICUT WTR SVC INC COM 207797101 45 1650 X 01 0 0 1650 CONNETICS CORP COM 208192104 42 4300 X 01 0 0 4300 CONOCO INC COM 208251504 541099 18543499 X 01 7668918 2286681 8587900 CONSECO INC COM 208464107 2205 609111 X 01 352074 0 257037 CONSOL ENERGY INC COM 20854P109 34 1300 X 01 0 0 1300 CONSOLIDATED EDISON INC COM 209115104 688667 16432037 X 01 6986008 3057453 6388576 CONSOLIDATED GRAPHICS INC COM 209341106 302 15188 X 01 1760 0 13428 CONSTELLATION BRANDS INC COM 21036P108 3887 70728 X 01 5745 0 64983 CONSTELLATION ENERGY GROUP I COM 210371100 126434 4098361 X 01 1932552 1862208 303601 CONSTELLATION 3D INC COM 210379103 2 7200 X 01 0 0 7200 CONTINENTAL AIRLS INC COM 210795308 294962 10415310 X 01 2089513 6686464 1639333 CONTINENTAL AIRL (GS) CAL 2107955DZ 0 -2000 X 01 0 -2000 0 CONTINENTAL AIRL (SB) CAL 2107955EY 0 -2000 X 01 0 -2000 0 CONTINENTAL AIRL (GS) CAL 2107955EZ 0 -2000 X 01 0 -2000 0 CONVERA CORP COM 211919105 6 1600 X 01 0 0 1600 CONVERGYS CORP COM 212485106 9334 315663 X 01 187063 0 128600 COOPER CAMERON CORP COM 216640102 22652 443200 X 01 142300 210500 90400 COOPER COS INC COM 216648402 926 19528 X 01 2003 0 17525 COOPER INDS INC COM 216669101 268412 6398373 X 01 3181351 1454530 1762492 COOPER TIRE & RUBR CO COM 216831107 178257 8233572 X 01 4470335 1087742 2675495 COORS ADOLPH CO COM 217016104 4493 66593 X 01 38993 0 27600 COORSTEK INC COM 217020106 46 1200 X 01 0 0 1200 COPART INC COM 217204106 26301 1466050 X 01 866700 444600 154750 CORILLIAN CORP COM 218725109 3 1000 X 01 0 0 1000 CORINTHIAN COLLEGES INC COM 218868107 1306 25827 X 01 2813 0 23014 CORIXA CORP COM 21887F100 1589 257612 X 01 0 0 257612 CORN PRODS INTL INC COM 219023108 37422 1162181 X 01 979242 7325 175614 CORNERSTONE RLTY INCOME TR I COM 21922V102 71 6400 X 01 0 0 6400 CORNING INC COM 219350105 27861 3656330 X 01 2215794 33730 1406806 CORNING INC CVB 219350AJ4 5125 10000000 X 01 10000000 0 0 CORPORATE EXECUTIVE BRD CO COM 21988R102 311 8300 X 01 3000 0 5300 CORPORATE OFFICE PPTYS TR COM 22002T108 3685 281300 X 01 137400 140700 3200 CORRECTIONS CORP AMER NEW CVP 22025Y308 11 562 X 01 562 0 0 CORRECTIONS CORP AMER NEW COM 22025Y407 55 4216 X 01 276 0 3940 CORUS BANKSHARES INC COM 220873103 67 1400 X 01 0 0 1400 CORVAS INTL INC COM 221005101 24 4200 X 01 0 0 4200 CORVEL CORP COM 221006109 45 1500 X 01 0 0 1500 CORVIS CORP COM 221009103 650 520800 X 01 0 0 520800 COSINE COMMUNICATIONS INC COM 221222102 22 19200 X 01 0 0 19200 COST PLUS INC CALIF COM 221485105 756 27621 X 01 2817 0 24804 COSTCO WHSL CORP NEW COM 22160K105 80770 2028379 X 01 525396 28600 1474383 COSTAR GROUP INC COM 22160N109 46 2000 X 01 0 0 2000 COUNTRYWIDE CR INDS INC DEL COM 222372104 105459 2356622 X 01 1773576 2450 580596 COUSINS PPTYS INC COM 222795106 246 9450 X 01 4200 0 5250 COVANCE INC COM 222816100 4967 244900 X 01 141400 0 103500 COVANTA ENERGY CORP COM 22281N103 5 7000 X 01 0 0 7000 COVANSYS CORP COM 22281W103 39 5200 X 01 0 0 5200 COVENANT TRANS INC COM 22284P105 35 2400 X 01 0 0 2400 COVENTRY HEALTH CARE INC COM 222862104 2382 91624 X 01 14572 0 77052 COX COMMUNICATIONS INC NEW COM 224044107 300374 7980169 X 01 3309853 2582546 2087770 COX COMMUNICATIONS INC NEW CVP 224044305 2018 40000 X 01 0 40000 0 COX RADIO INC COM 224051102 65 2300 X 01 0 0 2300 CRANE CO COM 224399105 2880 105335 X 01 61922 0 43413 CRAWFORD & CO COM 224633107 199 14650 X 01 8800 0 5850 CRAYFISH CO LTD ADR 225226208 0 2 X 01 2 0 0 CREDENCE SYS CORP COM 225302108 5556 253000 X 01 144700 0 108300 CREDIT ACCEP CORP MICH COM 225310101 56 5200 X 01 0 0 5200 CREDIT SUISSE GROUP ADR 225401108 16 422 X 01 224 0 198 CREE INC COM 225447101 4127 302800 X 01 179100 0 123700 CREO PRODS INC COM 225606102 35873 3456000 X 01 3456000 CRESCENT REAL ESTATE EQUITIE COM 225756105 287 14800 X 01 3900 0 10900 CRESTLINE CAP CORP COM 226153104 64 1900 X 01 0 0 1900 CROMPTON CORP COM 227116100 40844 3307192 X 01 2714400 22302 570490 CROSS A T CO COM 227478104 133 19256 X 01 2112 0 17144 CROSSMANN CMNTYS INC COM 22764E109 50 1100 X 01 0 0 1100 CROSSROADS SYS INC COM 22765D100 5 1400 X 01 0 0 1400 CROWN AMERN RLTY TR COM 228186102 14 1400 X 01 0 0 1400 CROWN CASTLE INTL CORP COM 228227104 309 46700 X 01 0 0 46700 CROWN CORK & SEAL INC COM 228255105 90049 10061294 X 01 5766020 491415 3803859 CROWN MEDIA HLDGS INC COM 228411104 25 2000 X 01 0 0 2000 CRYOLIFE INC COM 228903100 498 23847 X 01 2462 0 21385 CUBIC CORP COM 229669106 1134 17350 X 01 0 0 17350 CUBIST PHARMACEUTICALS INC COM 229678107 130 7030 X 01 2900 0 4130 CULLEN FROST BANKERS INC COM 229899109 3550 98971 X 01 6794 0 92177 CUMBERLAND TECHNOLOGIES INC COM 230800104 2 3000 X 01 0 0 3000 CUMMINS INC COM 231021106 7461 157962 X 01 56862 0 101100 CUMULUS MEDIA INC COM 231082108 88 4900 X 01 0 0 4900 CURATIVE HEALTH SVCS INC COM 231264102 90 8389 X 01 959 0 7430 CURAGEN CORP COM 23126R101 5359 333700 X 01 331200 0 2500 CURTISS WRIGHT CORP COM 231561101 5506 82796 X 01 67971 1125 13700 CURTISS WRIGHT CORP COM 231561408 12 188 X 01 0 0 188 CYBERONICS INC COM 23251P102 46 2900 X 01 0 0 2900 CYGNUS INC COM 232560102 186 47522 X 01 4298 0 43224 CYMER INC COM 232572107 2127 42825 X 01 6695 0 36130 CYPRESS SEMICONDUCTOR CORP COM 232806109 24264 1054940 X 01 329070 498100 227770 CYTEC INDS INC COM 232820100 32292 1061535 X 01 884695 6250 170590 CYTOGEN CORP COM 232824102 21 10000 X 01 0 0 10000 CYTYC CORP COM 232946103 71736 2664776 X 01 1491713 948000 225063 DDI CORP COM 233162106 40005 4689900 X 01 1585850 3066200 37850 DHB INDS INC COM 23321E103 40 5900 X 01 0 0 5900 DMC STRATEX NETWORKS INC COM 23322L106 887 162994 X 01 10783 0 152211 DPL INC COM 233293109 18095 708233 X 01 299116 180200 228917 DQE INC COM 23329J104 8119 381000 X 01 136400 128100 116500 DRS TECHNOLOGIES INC COM 23330X101 0 20875 X 01 2120 0 18755 D R HORTON INC COM 23331A109 75813 2010958 X 01 599571 1168000 243387 DST SYS INC DEL COM 233326107 268086 5383250 X 01 514250 4359550 509450 DSP GROUP INC COM 23332B106 2297 112200 X 01 66600 0 45600 DTE ENERGY CO COM 233331107 115307 2534211 X 01 256948 2137445 139818 DVI INC COM 233343102 39 2100 X 01 0 0 2100 DAISYTEK INTL CORP COM 234053106 41 2600 X 01 0 0 2600 DAKTRONICS INC COM 234264109 21 2600 X 01 0 0 2600 DALEEN TECHNOLOGIES INC COM 23437N104 4 18111 X 01 18111 0 0 DANA CORP COM 235811106 420484 19584705 X 01 11770983 1200548 6613174 DANAHER CORP DEL COM 235851102 545665 7683260 X 01 3965789 1859225 1858246 DARDEN RESTAURANTS INC COM 237194105 8479 208896 X 01 119996 0 88900 DATASCOPE CORP COM 238113104 553 18840 X 01 1995 0 16845 DATASTREAM SYS INC COM 238124101 9 1000 X 01 0 0 1000 DAVITA INC COM 23918K108 1409 55700 X 01 0 0 55700 DAVOX CORP COM 239208101 113 14110 X 01 1537 0 12573 DEAN FOODS CO NEW COM 242370104 13592 179510 X 01 104471 0 75039 DEB SHOPS INC COM 242728103 43 1600 X 01 0 0 1600 DECODE GENETICS INC COM 243586104 1054 185300 X 01 4500 169700 11100 DEERE & CO COM 244199105 21551 473127 X 01 283883 0 189244 DEL MONTE FOODS CO COM 24522P103 51 5200 X 01 0 0 5200 DELIAS CORP COM 24688Q101 34 5300 X 01 0 0 5300 DELL COMPUTER CORP COM 247025109 1999421 76576827 X 01 33456746 17024567 26095514 DELPHI AUTOMOTIVE SYS CORP COM 247126105 61198 3827297 X 01 3095601 4715 726981 DELPHI FINL GROUP INC COM 247131105 1007 25681 X 01 2687 0 22994 DELTA & PINE LD CO COM 247357106 937 49373 X 01 4997 0 44376 DELTA AIR LINES INC DEL COM 247361108 7453 227784 X 01 134584 0 93200 DELTA AIR LINES INC DEL PFD 247361405 23 1000 X 01 1000 0 0 DELTAGEN INC COM 24783R103 30 4400 X 01 0 0 4400 DELTIC TIMBER CORP COM 247850100 464 15326 X 01 1534 0 13792 DENBURY RES INC COM 247916208 33 3900 X 01 0 0 3900 DELUXE CORP COM 248019101 9723 210180 X 01 155410 0 54770 DENDRITE INTL INC COM 248239105 593 55391 X 01 11005 0 44386 DENDREON CORP COM 24823Q107 14 2300 X 01 0 0 2300 DENTSPLY INTL INC NEW COM 249030107 11961 322753 X 01 193200 0 129553 DEPARTMENT 56 INC COM 249509100 207 14792 X 01 1649 0 13143 DEVELOPERS DIVERSIFIED RLTY COM 251591103 12260 583800 X 01 287900 287900 8000 DEVON ENERGY CORP NEW COM 25179M103 16536 342564 X 01 194322 0 148242 DEVON ENERGY CORP NEW CVB 25179MAB9 3 3000 X 01 3000 0 0 DEVRY INC DEL COM 251893103 8647 287000 X 01 164100 0 122900 DIAGNOSTIC PRODS CORP COM 252450101 1689 39100 X 01 7042 0 32058 DIAL CORP NEW COM 25247D101 7118 395000 X 01 231400 0 163600 DIAMOND OFFSHORE DRILLING IN COM 25271C102 869 27800 X 01 8100 0 19700 DIAMONDCLUSTER INTL INC COM 25278P106 90 7000 X 01 2700 0 4300 DIANON SYS INC COM 252826102 97 1499 X 01 0 0 1499 DIEBOLD INC COM 253651103 12151 298253 X 01 168530 0 129723 DIGENE CORP COM 253752109 66 1840 X 01 0 0 1840 DIGEX INC DEL COM 253756100 4 3400 X 01 0 0 3400 DIGI INTL INC COM 253798102 132 24236 X 01 2117 0 22119 DIGIMARC CORP COM 253807101 31 1600 X 01 0 0 1600 DIGITAL LIGHTWAVE INC COM 253855100 33 5300 X 01 3300 0 2000 DIGITAL INSIGHT CORP COM 25385P106 110 4000 X 01 0 0 4000 DIGITAS INC COM 25388K104 38 7000 X 01 0 0 7000 DIGITALTHINK INC COM 25388M100 11 4900 X 01 0 0 4900 DIGITAL GENERATION SYS INC COM 253921100 12 10700 X 01 0 0 10700 DIME CMNTY BANCSHARES COM 253922108 676 21958 X 01 2222 0 19736 DILLARDS INC COM 254067101 3706 155304 X 01 89704 0 65600 DIME BANCORP INC NEW WTS 25429Q110 1 4785 X 01 0 0 4785 DIMON INC COM 254394109 399 57768 X 01 5845 0 51923 DIONEX CORP COM 254546104 769 31607 X 01 6129 0 25478 DIRECT INSITE CORP COM 25457C207 0 6 X 01 6 0 0 DISNEY WALT CO COM 254687106 344196 14913159 X 01 9538521 65408 5309230 DISTRIBUCION Y SERVICIO D&S ADR 254753106 12453 864808 X 01 602108 0 262700 DIRECT FOCUS INC COM 254931108 174 4575 X 01 0 0 4575 DITECH COMMUNICATIONS CORP COM 25500M103 23 5200 X 01 0 0 5200 DIVERSA CORP COM 255064107 62 4900 X 01 1000 0 3900 DIVINE INC COM 255402109 28 56000 X 01 0 0 56000 DOBSON COMMUNICATIONS CORP COM 256069105 28 8800 X 01 0 0 8800 DOCENT INC COM 25608L106 10 5600 X 01 0 0 5600 DOCUMENTUM INC COM 256159104 249 9800 X 01 3900 0 5900 DOLE FOOD INC COM 256605106 6981 225200 X 01 131500 0 93700 DOLLAR GEN CORP COM 256669102 10216 627496 X 01 388537 0 238959 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 19752 933880 X 01 813380 9600 110900 DOLLAR TREE STORES INC COM 256747106 15188 462918 X 01 264047 0 198871 DOMINION RES INC VA NEW COM 25746U109 43517 667853 X 01 293466 143000 231387 DOMINION RES INC VA NEW CVB 25746UAB5 9768 9229000 X 01 9229000 0 0 DOMINION RES INC VA NEW CVB 25746UAG4 5 5000 X 01 5000 0 0 DONALDSON INC COM 257651109 7423 184600 X 01 109100 0 75500 DONNELLEY R R & SONS CO COM 257867101 98551 3168848 X 01 2596648 3050 569150 DORAL FINL CORP COM 25811P100 723 21300 X 01 3300 0 18000 DOUBLECLICK INC COM 258609304 172 14320 X 01 1000 0 13320 DOUBLECLICK INC CVB 258609AC0 4175 5000000 X 01 5000000 0 0 DOVER CORP COM 260003108 16915 412563 X 01 244363 0 168200 DOVER DOWNS ENTMT INC COM 260086103 55 3400 X 01 0 0 3400 DOW CHEM CO COM 260543103 1444611 44150697 X 01 20398104 5095060 18657533 DOW JONES & CO INC COM 260561105 8296 142490 X 01 81390 0 61100 DOWNEY FINL CORP COM 261018105 1731 37960 X 01 6192 0 31768 DRESS BARN INC COM 261570105 705 23816 X 01 2450 0 21366 DREYERS GRAND ICE CREAM INC COM 261878102 5046 122500 X 01 67300 0 55200 DRIL-QUIP INC COM 262037104 545 21246 X 01 2229 0 19017 DU PONT E I DE NEMOURS & CO COM 263534109 923140 19578784 X 01 9648006 3977732 5953046 DU PONT E I DE NEMOURS & CO CVB 263534BH1 911 862000 X 01 862000 0 0 DUANE READE INC COM 263578106 54 1600 X 01 0 0 1600 DUKE ENERGY CORP COM 264399106 246200 6513235 X 01 2132352 3676900 703983 DUKE ENERGY CORP PFD 264399619 29 1200 X 01 1200 0 0 DUKE WEEKS REALTY CORP COM 264411505 32540 1251524 X 01 944426 161315 145783 DUN & BRADSTREET CORP DEL NE COM 26483E100 13271 331693 X 01 190350 0 141343 DURA AUTOMOTIVE SYSTEMS CORP COM 265903104 40 2100 X 01 0 0 2100 DUPONT PHOTOMASKS INC COM 26613X101 1109 21328 X 01 2341 0 18987 DURECT CORP COM 266605104 25 3200 X 01 0 0 3200 DUSA PHARMACEUTICALS INC COM 266898105 9 2200 X 01 0 0 2200 DYAX CORP COM 26746E103 11 3000 X 01 0 0 3000 DYCOM INDS INC COM 267475101 2747 183750 X 01 99900 0 83850 DYNACQ INTL INC COM 267919306 30 2000 X 01 0 0 2000 DYNEGY INC NEW COM 26816Q101 780113 26900455 X 01 7372222 16470620 3057613 EGL INC COM 268484102 3042 191900 X 01 111700 0 80200 E M C CORP MASS COM 268648102 62094 5209233 X 01 3309588 100252 1799393 ENSCO INTL INC COM 26874Q100 17400 577300 X 01 333600 0 243700 ENI S P A ADR 26874R108 385643 5352434 X 01 895189 3519200 938045 EOG RES INC COM 26875P101 9033 222695 X 01 136295 0 86400 E PIPHANY INC COM 26881V100 73 9600 X 01 0 0 9600 EPIQ SYS INC COM 26882D109 26 1650 X 01 0 0 1650 ESS TECHNOLOGY INC COM 269151106 1166 56236 X 01 5860 0 50376 E TRADE GROUP INC COM 269246104 13916 1477300 X 01 873400 0 603900 EAGLE FOOD CENTERS INC COM 269514105 3 6917 X 01 6917 0 0 EARTHLINK INC COM 270321102 9644 950180 X 01 755550 230 194400 EARTHSHELL CORPORATION COM 27032B101 0 10600 X 01 0 0 10600 EAST WEST BANCORP INC COM 27579R104 907 30963 X 01 3058 0 27905 EASTGROUP PPTY INC COM 277276101 7539 292656 X 01 242435 3300 46921 EASTMAN CHEM CO COM 277432100 473722 9709408 X 01 5522369 935000 3252039 EASTMAN KODAK CO COM 277461109 108522 3481612 X 01 2497265 5300 979047 EATON CORP COM 278058102 115957 1431920 X 01 813413 49332 569175 EATON VANCE CORP COM 278265103 11438 286300 X 01 163200 0 123100 EBAY INC COM 278642103 845700 14931142 X 01 4043737 8925985 1961420 ECHELON CORP COM 27874N105 137 7600 X 01 4000 0 3600 ECHOSTAR COMMUNICATIONS NEW COM 278762109 1045 36900 X 01 0 0 36900 ECLIPSYS CORP COM 278856109 105 6400 X 01 0 0 6400 ECOLAB INC COM 278865100 10824 236753 X 01 139653 0 97100 EDISON INTL COM 281020107 10574 631312 X 01 333512 0 297800 EDISON SCHOOLS INC COM 281033100 46249 3327274 X 01 1640557 782300 904417 EDO CORP COM 281347104 17588 651180 X 01 620180 0 31000 EDUCATION MGMT CORP COM 28139T101 5921 140400 X 01 82800 0 57600 J D EDWARDS & CO COM 281667105 400 22200 X 01 6800 0 15400 EDWARDS AG INC COM 281760108 20952 476400 X 01 201200 130400 144800 EDWARDS LIFESCIENCES CORP COM 28176E108 6827 244240 X 01 142340 0 101900 EFUNDS CORP COM 28224R101 1042 64932 X 01 6083 0 58849 EL PASO CORP COM 28336L109 65882 1496303 X 01 859201 206045 431057 EL PASO ELEC CO COM 283677854 1022 65295 X 01 6568 0 58727 ELAN PLC ADR 284131208 15 1063 X 01 1000 0 63 ELANTEC SEMICONDUCTOR INC COM 284155108 32455 758826 X 01 458942 265800 34084 ELCOR CORP COM 284443108 1820 81962 X 01 2520 0 79442 ELECTRO RENT CORP COM 285218103 36 2600 X 01 0 0 2600 ELECTRO SCIENTIFIC INDS COM 285229100 1442 39332 X 01 7320 0 32012 ELECTROGLAS INC COM 285324109 477 28228 X 01 2704 0 25524 ELECTRONIC ARTS INC COM 285512109 308332 5071245 X 01 1103241 3552050 415954 ELECTRONIC DATA SYS NEW COM 285661104 1934497 33359154 X 01 14629067 9776718 8953369 ELECTRONIC DATA (FBC) CAL 2856615FZ 0 -5000 X 01 0 -5000 0 ELECTRONIC DATA SYSTE CAL 28566D9AH 0 746 X 01 746 0 0 ELECTRONICS BOUTIQUE HLDGS C COM 286045109 17838 516600 X 01 507800 0 8800 ELECTRONICS FOR IMAGING INC COM 286082102 220 12000 X 01 3800 0 8200 ELIZABETH ARDEN INC COM 28660G106 19 1600 X 01 0 0 1600 ELRON ELECTR INDS LTD COM 290160100 0 18 X 01 18 0 0 EMBARCADERO TECHNOLOGIES INC COM 290787100 34 2500 X 01 0 0 2500 EMBRAER-EMPRESA BRASILEIRA D ADR 29081M102 4618 228833 X 01 136223 34262 58348 EMBRATEL PARTICIPACOES S A CVP 29081N100 47 13700 X 01 0 13700 0 EMCORE CORP COM 290846104 59 6100 X 01 2900 0 3200 EMCOR GROUP INC COM 29084Q100 1070 18440 X 01 1996 0 16444 EMERSON ELEC CO COM 291011104 51826 903047 X 01 543210 7440 352397 EMEX CORP COM 291206100 9 2731 X 01 0 0 2731 EMISPHERE TECHNOLOGIES INC COM 291345106 112 6600 X 01 4600 0 2000 EMMIS COMMUNICATIONS CORP COM 291525103 5030 188100 X 01 111300 0 76800 EMPIRE DIST ELEC CO COM 291641108 22820 1066872 X 01 924295 10305 132272 EMULEX CORP COM 292475209 26811 814177 X 01 342732 453800 17645 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 80 1800 X 01 1800 0 0 ENCOMPASS SVCS CORP COM 29255U104 40 22715 X 01 12275 0 10440 ENCORE ACQUISITION CO COM 29255W100 49 3300 X 01 0 0 3300 ENCORE WIRE CORP COM 292562105 46 2800 X 01 0 0 2800 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 147 14600 X 01 9600 0 5000 ENDOCARE INC COM 29264P104 55 2800 X 01 0 0 2800 ENERGY CONVERSION DEVICES IN COM 292659109 48 2300 X 01 0 0 2300 ENERGEN CORP COM 29265N108 1077 40713 X 01 4104 0 36609 ENERGY EAST CORP COM 29266M109 11967 550200 X 01 280000 74000 196200 ENERGIZER HLDGS INC COM 29266R108 8796 370361 X 01 215802 0 154559 ENERGY PARTNERS LTD COM 29270U105 27 3400 X 01 0 0 3400 ENERSIS S A ADR 29274F104 1260 139391 X 01 81391 17000 41000 ENGELHARD CORP COM 292845104 7236 233179 X 01 131843 0 101336 ENGINEERED SUPPORT SYS INC COM 292866100 21585 466700 X 01 459200 0 7500 ENESCO GROUP INC COM 292973104 109 15746 X 01 1747 0 13999 ENTEGRIS INC COM 29362U104 97 6000 X 01 0 0 6000 ENTERASYS NETWORKS INC COM 293637104 3695 873500 X 01 450700 0 422800 ENTERCOM COMMUNICATIONS CORP COM 293639100 10124 184500 X 01 106600 0 77900 ENTERGY CORP NEW COM 29364G103 161212 3713705 X 01 1626380 1795365 291960 ENTERTAINMENT PPTYS TR COM 29380T105 804 35575 X 01 0 0 35575 ENTREMED INC COM 29382F103 21 2700 X 01 0 0 2700 ENTRAVISION COMMUNICATIONS C COM 29382R107 11628 785700 X 01 772200 0 13500 ENTRUST TECHNOLOGIES INC COM 293848107 37 7300 X 01 0 0 7300 ENZON INC COM 293904108 3313 74800 X 01 65400 0 9400 ENZO BIOCHEM INC COM 294100102 824 40678 X 01 6969 0 33709 EPICOR SOFTWARE CORP COM 29426L108 0 58 X 01 0 0 58 EPRESENCE INC COM 294348107 113 26569 X 01 3046 0 23523 EQUANT N V ADR 294409107 37 3300 X 01 0 3300 0 EQUIFAX INC COM 294429105 7477 250062 X 01 141462 0 108600 EQUITABLE RES INC COM 294549100 19438 558400 X 01 153600 248100 156700 EQUITY INNS INC COM 294703103 43 5400 X 01 0 0 5400 EQUITY OFFICE PROPERTIES TRU COM 294741103 66584 2220212 X 01 1206348 692872 320992 EQUITY OFFICE PROPERTIES TRU PFD 294741806 370 14700 X 01 0 0 14700 EQUITY ONE COM 294752100 5163 383900 X 01 189600 191400 2900 EQUITY RESIDENTIAL PPTYS TR COM 29476L107 35330 1229296 X 01 680596 342900 205800 ERICSSON L M TEL CO ADR 294821400 25 5900 X 01 5900 0 0 ERIE INDTY CO COM 29530P102 3177 78100 X 01 4000 69400 4700 ESCO TECHNOLOGIES INC COM 296315104 62 1600 X 01 0 0 1600 ESPEED INC COM 296643109 23 2200 X 01 0 0 2200 ESPERION THERAPEUTICS INC COM 29664R106 26 4300 X 01 0 0 4300 ESSEX PPTY TR INC COM 297178105 12080 231500 X 01 114900 114200 2400 ESTERLINE TECHNOLOGIES CORP COM 297425100 30699 1504855 X 01 1309501 14595 180759 ETHAN ALLEN INTERIORS INC COM 297602104 1795 47166 X 01 5093 0 42073 EVERGREEN RES INC COM 299900308 1130 27108 X 01 5556 0 21552 EXACT SCIENCES CORP COM 30063P105 28 2900 X 01 0 0 2900 EXAR CORP COM 300645108 30031 1462053 X 01 890554 511500 59999 EXCEL TECHNOLOGY INC COM 30067T103 40 1800 X 01 0 0 1800 EXE TECHNOLOGIES INC COM 301504106 15 6900 X 01 0 0 6900 EXELON CORP COM 30161N101 30712 579791 X 01 338469 0 241322 EXELIXIS INC COM 30161Q104 7647 554500 X 01 342300 201200 11000 EXPEDITORS INTL WASH INC COM 302130109 32983 540700 X 01 311100 106300 123300 EXPRESS SCRIPTS INC COM 302182100 173260 3008500 X 01 363100 2261200 384200 EXTENDED STAY AMER INC COM 30224P101 6433 369700 X 01 218300 0 151400 EXTENSITY INC COM 302255104 2 1300 X 01 0 0 1300 EXTREME NETWORKS INC COM 30226D106 144 13826 X 01 126 0 13700 EXULT INC DEL COM 302284104 55633 5099238 X 01 1147388 3938100 13750 EXXON MOBIL CORP COM 30231G102 1747672 39873869 X 01 24232417 457322 15184130 F&M BANCORP MD COM 302367107 43 1600 X 01 0 0 1600 FBL FINL GROUP INC COM 30239F106 41 2200 X 01 0 0 2200 FEI CO COM 30241L109 4656 130960 X 01 78760 0 52200 FEI COMPANY CVB 30241LAB5 731 710000 X 01 0 0 710000 FLIR SYS INC COM 302445101 81 1700 X 01 0 0 1700 F M C CORP COM 302491303 73927 1763519 X 01 1451962 9000 302557 FMC TECHNOLOGIES INC COM 30249U101 4747 238198 X 01 135169 0 103029 FNB CORP PA COM 302520101 204 6969 X 01 0 0 6969 FPL GROUP INC COM 302571104 246114 4132900 X 01 1374950 2323700 434250 FSI INTL INC COM 302633102 65 5800 X 01 0 0 5800 FTI CONSULTING INC COM 302941109 79 2550 X 01 0 0 2550 FACTORY 2-U INC COM 303072102 215 16680 X 01 1633 0 15047 FACTSET RESH SYS INC COM 303075105 1822 45143 X 01 7652 0 37491 FAIR ISAAC & CO INC COM 303250104 1927 30393 X 01 4787 0 25606 FAIRCHILD CORP COM 303698104 4 1600 X 01 0 0 1600 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 38656 1351600 X 01 480700 610300 260600 FALCONSTOR SOFTWARE INC COM 306137100 44 7000 X 01 0 0 7000 FAMILY DLR STORES INC COM 307000109 10433 311331 X 01 183831 0 127500 FARMER BROS CO COM 307675108 61 200 X 01 0 0 200 FARMERS CAP BK CORP COM 309562106 56 1600 X 01 0 0 1600 FASTENAL CO COM 311900104 11456 152100 X 01 89300 0 62800 FEDDERS CORP COM 313135501 117 38992 X 01 4420 0 34572 FEDERAL AGRIC MTG CORP COM 313148306 58 1300 X 01 0 0 1300 FEDERAL HOME LN MTG CORP COM 313400301 2304456 36365093 X 01 15527893 8629033 12208167 FEDERAL MOGUL CORP COM 313549107 8 9700 X 01 0 0 9700 FEDERAL NATL MTG ASSN COM 313586109 2383964 29844320 X 01 15049953 6073972 8720395 FEDERAL REALTY INVT TR COM 313747206 288 11200 X 01 5900 0 5300 FEDERAL REALTY INVT TR PFD 313747404 1764 71700 X 01 61100 0 10600 FEDERAL SIGNAL CORP COM 313855108 4503 189832 X 01 111966 0 77866 FEDERATED DEPT STORES INC DE COM 31410H101 669413 16387088 X 01 9181090 1386415 5819583 FEDERATED INVS INC PA COM 314211103 595 18400 X 01 0 0 18400 FEDEX CORP COM 31428X106 33601 578336 X 01 354036 0 224300 FELCOR LODGING TR INC COM 31430F101 28140 1324245 X 01 1133430 13250 177565 FERRO CORP COM 315405100 4160 144437 X 01 85937 0 58500 F5 NETWORKS INC COM 315616102 14906 641410 X 01 404000 228200 9210 FIBERCORE INC COM 31563B109 10 6300 X 01 0 0 6300 FIDELITY BANKSHARES INC NEW COM 31604Q107 43 2400 X 01 0 0 2400 FIDELITY NATL FINL INC COM 316326107 43683 1656530 X 01 1344325 9300 302905 FIFTH THIRD BANCORP COM 316773100 74357 1101905 X 01 661896 0 440009 FILENET CORP COM 316869106 842 49287 X 01 7885 0 41402 FINANCIAL FED CORP COM 317492106 681 20764 X 01 2214 0 18550 FINANCIAL INSTNS INC COM 317585404 49 1700 X 01 0 0 1700 FINISAR COM 31787A101 100 13000 X 01 0 0 13000 FINISH LINE INC COM 317923100 50 2700 X 01 0 0 2700 FIRST AMERN CORP CALIF COM 318522307 3781 177685 X 01 14617 0 163068 FIRST BANCORP P R COM 318672102 1100 38047 X 01 7405 0 30642 FIRST BANCORP N C COM 318910106 34 1500 X 01 0 0 1500 FIRST BKS AMER INC COM 31928N103 70 1700 X 01 0 0 1700 FIRST BUSEY CORP COM 319383105 212 9900 X 01 8000 0 1900 FIRST CHARTER CORP COM 319439105 90 4800 X 01 0 0 4800 FIRST CTZNS BANCSHARES INC N COM 31946M103 206 2000 X 01 1000 0 1000 FIRST COMWLTH FINL CORP PA COM 319829107 105 7900 X 01 0 0 7900 FIRST CMNTY BANCSHARES INC N COM 31983A103 154 5060 X 01 3630 0 1430 FIRST CONSULTING GROUP INC COM 31986R103 33 3300 X 01 0 0 3300 FIRST FED CAP CORP COM 319960101 49 2600 X 01 0 0 2600 FIRST DATA CORP COM 319963104 698537 8006155 X 01 2710098 4204175 1091882 FIRST FINL BANCORP OH COM 320209109 203 12899 X 01 7588 0 5311 FIRST FINL BANKSHARES COM 32020R109 71 2125 X 01 0 0 2125 FIRST FINL CORP IND COM 320218100 44 1000 X 01 0 0 1000 FIRST FINL HLDGS INC COM 320239106 54 2000 X 01 0 0 2000 FIRST HORIZON PHARMACEUTICAL COM 32051K106 44 1950 X 01 0 0 1950 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 432 12600 X 01 3700 0 8900 FIRST IND CORP COM 32054R108 36 1875 X 01 0 0 1875 FIRST MERCHANTS CORP COM 320817109 63 2415 X 01 0 0 2415 FIRST MIDWEST BANCORP DEL COM 320867104 3150 108456 X 01 12194 0 96262 FIRST HEALTH GROUP CORP COM 320960107 9530 394936 X 01 230936 0 164000 FIRST NIAGARA FINL GROUP INC COM 33582U100 47 2700 X 01 0 0 2700 FIRST PL FINL CORP COM 33610T109 2616 155265 X 01 0 0 155265 FIRST REP BK SAN FRANCISCO COM 336158100 2782 97975 X 01 1771 0 96204 FIRST SENTINEL BANCORP INC COM 33640T103 56 4300 X 01 0 0 4300 1ST SOURCE CORP COM 336901103 46 1945 X 01 0 0 1945 FIRST TENN NATL CORP COM 337162101 18622 531300 X 01 302100 0 229200 FIRST VA BANKS INC COM 337477103 10624 198100 X 01 111600 0 86500 FIRSTCITY FINL CORP COM 33761X107 0 38 X 01 38 0 0 FISERV INC COM 337738108 416615 9058813 X 01 1333134 6636824 1088855 FISHER COMMUNICATIONS INC COM 337756209 27 600 X 01 0 0 600 FIRSTFED FINL CORP COM 337907109 1918 73332 X 01 2329 0 71003 FIRSTMERIT CORP COM 337915102 9950 345600 X 01 202000 0 143600 FLAGSTAR BANCORP INC COM 337930101 59 2550 X 01 0 0 2550 FIRSTENERGY CORP COM 337932107 163468 4727231 X 01 1389852 2982625 354754 FISHER SCIENTIFIC INTL INC COM 338032204 312 11100 X 01 2800 0 8300 FLEETBOSTON FINL CORP COM 339030108 924534 26415250 X 01 13331252 2055240 11028758 FLEETWOOD ENTERPRISES INC COM 339099103 575 53245 X 01 12959 0 40286 FLEMING COS INC COM 339130106 1288 57494 X 01 5860 0 51634 FLORIDA EAST COAST INDS COM 340632108 193 6800 X 01 3300 0 3500 FLORIDA ROCK INDS INC COM 341140101 1532 38449 X 01 5991 0 32458 FLUOR CORP NEW COM 343412102 6164 151104 X 01 88804 0 62300 FLOW INTL CORP COM 343468104 194 19803 X 01 1979 0 17824 FLOWERS FOODS INC COM 343498101 318 12495 X 01 5250 0 7245 FLOWSERVE CORP COM 34354P105 6596 206075 X 01 104500 0 101575 FLUSHING FINL CORP COM 343873105 40 2400 X 01 0 0 2400 FOMENTO ECONOMICO MEXICANO S ADR 344419106 12564 266473 X 01 184853 0 81620 FOOT LOCKER INC COM 344849104 453 28000 X 01 0 0 28000 FOOTSTAR INC COM 344912100 871 28566 X 01 5284 0 23282 FORD MTR CO DEL COM 345370860 71817 4355214 X 01 2675155 6270 1673789 FORD MTR CO DEL CVB 345370BY5 5 6000 X 01 6000 0 0 FORD MTR CO CAP TR II PFD 345395206 41618 740000 X 01 10000 640000 90000 FOREST CITY ENTERPRISES INC COM 345550107 319 8400 X 01 4500 0 3900 FOREST LABS INC COM 345838106 144368 1767056 X 01 1242702 251250 273104 FOREST OIL CORP COM 346091705 5595 188900 X 01 113100 0 75800 FORRESTER RESH INC COM 346563109 29 1500 X 01 0 0 1500 FORTUNE BRANDS INC COM 349631101 184424 3735553 X 01 2879758 6871 848924 FORWARD AIR CORP COM 349853101 868 27418 X 01 2820 0 24598 FOSSIL INC COM 349882100 986 37091 X 01 3932 0 33159 FOUNDRY NETWORKS INC COM 35063R100 40 5600 X 01 0 0 5600 4 KIDS ENTMT INC COM 350865101 309 15518 X 01 1540 0 13978 FOX ENTMT GROUP INC COM 35138T107 654 27662 X 01 0 0 27662 FRANCE TELECOM ADR 35177Q204 34 3300 X 01 0 3300 0 FRANKLIN COVEY CO COM 353469109 59 22864 X 01 2577 0 20287 FRANKLIN ELEC INC COM 353514102 91 1800 X 01 0 0 1800 FRANKLIN RES INC COM 354613101 20712 494081 X 01 305114 0 188967 FREDS INC COM 356108100 11749 326365 X 01 293978 0 32387 FREEMARKETS INC COM 356602102 101 4400 X 01 0 0 4400 FREEPORT-MCMORAN COPPER & GO COM 35671D857 4388 249041 X 01 146241 0 102800 FREMONT GEN CORP COM 357288109 552 90450 X 01 9261 0 81189 FRIEDMAN BILLINGS RAMSEY GRO COM 358433100 11 1500 X 01 0 0 1500 FRONTIER AIRLINES INC NEW COM 359065109 672 36690 X 01 3797 0 32893 FRONTIER FINL CORP WASH COM 35907K105 82 3100 X 01 0 0 3100 FRONTIER OIL CORP COM 35914P105 2472 115100 X 01 0 0 115100 FRONTLINE CAP GROUP COM 35921N101 0 4200 X 01 0 0 4200 FUELCELL ENERGY INC COM 35952H106 71 4500 X 01 0 0 4500 FULLER H B CO COM 359694106 3549 118500 X 01 69500 0 49000 FULTON FINL CORP PA COM 360271100 420 16768 X 01 0 0 16768 FURNITURE BRANDS INTL INC COM 360921100 7793 213800 X 01 121600 0 92200 G & K SVCS INC COM 361268105 996 26743 X 01 2699 0 24044 GATX CORP COM 361448103 6955 218700 X 01 114100 0 104600 GBC BANCORP CALIF COM 361475106 32062 958513 X 01 788632 8250 161631 GABELLI EQUITY TR INC PFD 362397309 154 6000 X 01 6000 0 0 GABELLI ASSET MGMT INC COM 36239Y102 36 900 X 01 0 0 900 GABLES RESIDENTIAL TR COM 362418105 12262 394900 X 01 197100 194500 3300 GALLAGHER ARTHUR J & CO COM 363576109 119976 3661163 X 01 1126621 2195950 338592 GALYANS TRADING INC COM 36458R101 15537 1015500 X 01 1001600 0 13900 GAMESTOP CORP COM 36466R101 13130 650000 X 01 35900 614100 0 GANNETT INC COM 364730101 276905 3638704 X 01 2308888 67950 1261866 GAP INC DEL COM 364760108 26827 1783741 X 01 1084148 70 699523 GARDNER DENVER INC COM 365558105 26657 1088026 X 01 934178 10750 143098 GARTNER INC COM 366651107 159 12300 X 01 0 0 12300 GARTNER INC COM 366651206 4390 337683 X 01 204282 0 133401 GATEWAY INC COM 367626108 4301 680562 X 01 379162 70000 231400 GAYLORD ENTMT CO NEW COM 367905106 88 3300 X 01 0 0 3300 GEMSTAR-TV GUIDE INTL INC COM 36866W106 1226 82870 X 01 5870 0 77000 GENAISSANCE PHARMACEUTICALS COM 36867W105 9 3000 X 01 0 0 3000 GENCORP INC COM 368682100 952 60538 X 01 11931 0 48607 GENE LOGIC INC COM 368689105 70 3600 X 01 0 0 3600 GENENCOR INTL INC COM 368709101 27 2400 X 01 0 0 2400 GENENTECH INC COM 368710406 66035 1308910 X 01 1025670 0 283240 GENERAL CABLE CORP DEL NEW COM 369300108 63 4400 X 01 0 0 4400 GENERAL COMMUNICATION INC COM 369385109 599 68868 X 01 7158 0 61710 GENERAL DYNAMICS CORP COM 369550108 165589 1762524 X 01 856028 53825 852671 GENERAL ELEC CO COM 369604103 6625659 176920137 X 01 81326401 31480118 64113618 GENERAL ELECTRI (SBC) CAL 3696045DX 0 -5000 X 01 0 -5000 0 GENERAL ELECTRI (MOR) CAL 3696045DY 0 -5000 X 01 0 -5000 0 GENERAL ELECTRI (MGS) CAL 3696045DZ 0 -5000 X 01 0 -5000 0 GENERAL ELECTRI (MOR) CAL 3696045EW 0 -5000 X 01 0 -5000 0 GENERAL ELECTRI (MGS) CAL 3696045EZ 0 -2500 X 01 0 -2500 0 GENERAL ELECTRIC (MT) CAL 3696045FZ 0 -2500 X 01 0 -2500 0 GE 05/13 41. CL (SBC) CAL 3696049EX 0 -5000 X 01 0 -5000 0 GE MAY 16 41.10 CALL (ML) CAL 3696049EY 0 -5000 X 01 0 -5000 0 GENERAL ELECTRIC CO CAL 3696049FY 0 -2500 X 01 0 -2500 0 GENERAL ELECTRIC CO CAL 36960Z9AD 0 3106 X 01 2320 786 0 GENERAL GROWTH PPTYS INC COM 370021107 21786 492900 X 01 242200 243900 6800 GENERAL MLS INC COM 370334104 43717 894927 X 01 449774 0 445153 GENERAL MTRS CORP COM 370442105 130955 2166333 X 01 1446374 13545 706414 GENERAL MOTORS (MGS) CAL 3704425DV 0 -4000 X 01 0 -4000 0 GENERAL MOTORS (MGS) CAL 3704425DW 0 -4000 X 01 0 -4000 0 GENERAL MOTORS (SB) CAL 3704425DX 0 -5000 X 01 0 -5000 0 GENERAL MOTORS (SBC) CAL 3704425DY 0 -5000 X 01 0 -5000 0 GENERAL MOTORS (MOR) CAL 3704425DZ 0 -5000 X 01 0 -5000 0 GENERAL MOTORS (MOR) CAL 3704425EY 0 -5000 X 01 0 -5000 0 GENERAL MOTORS (SBC) CAL 3704425EZ 0 -5000 X 01 0 -5000 0 GENERAL MOTORS (SBC) CAL 3704425FZ 0 -5000 X 01 0 -5000 0 GENERAL MTRS CORP PFD 370442766 372 15000 X 01 15000 0 0 GENERAL MOTORS PFD 370442774 487 20000 X 01 20000 0 0 GENERAL MOTORS PFD 370442816 731 30000 X 01 30000 0 0 GENERAL MTRS CORP COM 370442832 78225 4755343 X 01 21005 4587100 147238 GENESCO INC COM 371532102 783 28407 X 01 2928 0 25479 GENESIS MICROCHIP INC DEL COM 37184C103 27 1027 X 01 0 0 1027 GENTEX CORP COM 371901109 10396 350850 X 01 175500 0 175350 GENLYTE GROUP INC COM 372302109 60 1600 X 01 0 0 1600 GENOME THERAPEUTICS CORP COM 372430108 18 3100 X 01 0 0 3100 GENTA INC COM 37245M207 72 4300 X 01 0 0 4300 GENTEK INC COM 37245X104 0 700 X 01 0 0 700 GENUINE PARTS CO COM 372460105 803239 21844967 X 01 9784562 2695874 9364531 GENZYME TRANSGENICS CORP COM 37246E105 33 10100 X 01 7300 0 2800 GENTIVA HEALTH SERVICES INC COM 37247A102 67 2700 X 01 0 0 2700 GENUITY INC COM 37248E103 20 23300 X 01 0 0 23300 GENZYME CORP COM 372917104 32699 748786 X 01 593824 0 154962 GENZYME CORP COM 372917708 48 6976 X 01 1676 0 5300 GEORGIA GULF CORP COM 373200203 30644 1141296 X 01 772515 320200 48581 GEORGIA PAC CORP COM 373298108 629458 21016959 X 01 9728741 2015118 9273100 GERBER SCIENTIFIC INC COM 373730100 212 28899 X 01 2824 0 26075 GERDAU S A ADR 373737105 638 51447 X 01 13447 0 38000 GERON CORP COM 374163103 22 2900 X 01 0 0 2900 GETTY IMAGES INC COM 374276103 25607 854700 X 01 514600 326600 13500 GETTY RLTY CORP NEW COM 374297109 26 1400 X 01 0 0 1400 GIBRALTAR STL CORP COM 37476F103 44 2000 X 01 0 0 2000 GILEAD SCIENCES INC COM 375558103 50174 1394100 X 01 1056800 0 337300 GILEAD SCIENCES INC CVB 375558AB9 484 295000 X 01 0 0 295000 GILLETTE CO COM 375766102 78403 2305304 X 01 1351916 5600 947788 GLACIER BANCORP INC NEW COM 37637Q105 50 2200 X 01 0 0 2200 GLATFELTER P H CO COM 377316104 3043 169600 X 01 99800 0 69800 GLAXOSMITHKLINE PLC ADR 37733W105 51934 1104979 X 01 956248 0 148731 GLENBOROUGH RLTY TR INC COM 37803P105 80 3700 X 01 0 0 3700 GLIMCHER RLTY TR COM 379302102 72 3900 X 01 0 0 3900 GLOBAL INDS LTD COM 379336100 46 4900 X 01 0 0 4900 GLOBAL IMAGING SYSTEMS COM 37934A100 46 2500 X 01 0 0 2500 GLOBAL SPORTS INC COM 37937A107 38 2200 X 01 0 0 2200 GLOBAL PMTS INC COM 37940X102 1870 51033 X 01 8399 0 42634 GLOBAL POWER EQUIPMENT INC COM 37941P108 6 500 X 01 0 0 500 GLOBESPANVIRATA INC COM 37957V106 23863 1599410 X 01 995548 571944 31918 GOLD BANC CORP INC COM 379907108 50 5600 X 01 0 0 5600 GOLDEN ST BANCORP INC COM 381197102 17685 595662 X 01 326000 0 269662 GOLDEN TELECOM INC COM 38122G107 42 2700 X 01 0 0 2700 GOLDEN WEST FINL CORP DEL COM 381317106 631154 9939433 X 01 4855229 713487 4370717 GOLDMAN SACHS GROUP INC COM 38141G104 1170237 12966619 X 01 4381592 3929345 4655682 GOLDMAN SACHS GROUP INC CVB 38141GAZ7 10710 10659000 X 01 10659000 0 0 GOODRICH B F CO COM 382388106 122290 3865060 X 01 3016453 12490 836117 GOODYEAR TIRE & RUBR CO COM 382550101 480006 18772229 X 01 10874577 1451109 6446543 GOODYS FAMILY CLOTHING INC COM 382588101 293 37370 X 01 4225 0 33145 GORMAN RUPP CO COM 383082104 45 1700 X 01 0 0 1700 GRACO INC COM 384109104 3249 79543 X 01 6533 0 73010 GRAINGER W W INC COM 384802104 11661 207378 X 01 132928 0 74450 GRANITE CONSTR INC COM 387328107 4085 165987 X 01 96587 0 69400 GRANT PRIDECO INC COM 38821G101 6106 446327 X 01 258898 0 187429 GREAT AMERN FINL RES INC COM 389915109 34 1900 X 01 0 0 1900 GREAT ATLANTIC & PAC TEA INC COM 390064103 1335 47877 X 01 5037 0 42840 GREAT LAKES CHEM CORP COM 390568103 2454 87114 X 01 50914 0 36200 GREAT LAKES REIT INC COM 390752103 53 3100 X 01 0 0 3100 GREAT PLAINS ENERGY INC COM 391164100 6257 250800 X 01 145500 0 105300 GREATER BAY BANCORP COM 391648102 7022 205800 X 01 119500 0 86300 GREEN MOUNTAIN PWR CORP COM 393154109 119 6511 X 01 701 0 5810 GREENPOINT FINL CORP COM 395384100 18367 420300 X 01 243700 0 176600 GREIF BROS CORP COM 397624107 75 2100 X 01 0 0 2100 GREY GLOBAL GROUP INC COM 39787M108 68 100 X 01 0 0 100 GREY WOLF INC COM 397888108 221 55800 X 01 32000 0 23800 GRIFFON CORP COM 398433102 710 42361 X 01 4291 0 38070 GROUP 1 AUTOMOTIVE INC COM 398905109 13233 338883 X 01 199544 110800 28539 GRUPO TELEVISA SA DE CV ADR 40049J206 9746 200911 X 01 138781 0 62130 GTECH HLDGS CORP COM 400518106 7586 155600 X 01 105600 0 50000 GRUPO AEROPORTUARIO DEL SURE ADR 40051E202 767 50800 X 01 2800 47000 1000 GUESS INC COM 401617105 37 4800 X 01 0 0 4800 GUIDANT CORP COM 401698105 145756 3364632 X 01 901614 2052900 410118 GUIDANT CORPORAT (GS) CAL 4016985EX 0 -3000 X 01 0 -3000 0 GUIDANT CORPORAT (MT) CAL 4016985EY 0 -2500 X 01 0 -2500 0 GUIDANT CORPORAT (SB) CAL 4016985EZ 0 -5000 X 01 0 -5000 0 GUIDANT CORPORA (MGS) CAL 4016985FZ 0 -5000 X 01 0 -5000 0 GUILFORD PHARMACEUTICALS INC COM 401829106 27 3800 X 01 0 0 3800 GUITAR CTR MGMT INC COM 402040109 53 3000 X 01 0 0 3000 GULFMARK OFFSHORE INC COM 402629109 43 1200 X 01 0 0 1200 GYMBOREE CORP COM 403777105 1472 99795 X 01 3637 0 96158 HCA-HEALTHCARE CO COM 404119109 159604 3620771 X 01 2231588 836400 552783 HCC INS HLDGS INC COM 404132102 6627 237100 X 01 138300 0 98800 HDFC BANK LTD ADR 40415F101 19495 1270006 X 01 648636 17000 604370 HNC SOFTWARE INC COM 40425P107 1211 72084 X 01 9587 0 62497 HRPT PPTYS TR COM 40426W101 284 31500 X 01 11300 0 20200 H POWER CORP COM 40427A108 39 15200 X 01 0 0 15200 HAEMONETICS CORP COM 405024100 1218 38373 X 01 7922 0 30451 HAGGAR CORP COM 405173105 90 7285 X 01 811 0 6474 HAIN CELESTIAL GROUP INC COM 405217100 1035 46537 X 01 4455 0 42082 HALL KINION ASSOCIATES INC COM 406069104 123 14792 X 01 1650 0 13142 HALLIBURTON CO COM 406216101 16550 969561 X 01 526711 0 442850 HALLWOOD RLTY PARTNERS L P COM 40636T203 50 719 X 01 719 0 0 JOHN HANCOCK BK &THRIFT OPP COM 409735107 11 1300 X 01 0 0 1300 HANCOCK FABRICS INC COM 409900107 371 20529 X 01 2338 0 18191 HANCOCK HLDG CO COM 410120109 70 1300 X 01 0 0 1300 HANCOCK JOHN FINL SVCS INC COM 41014S106 22964 601319 X 01 375773 0 225546 HANDLEMAN CO DEL COM 410252100 48 4700 X 01 0 0 4700 HANDSPRING INC COM 410293104 28 6000 X 01 0 0 6000 HANOVER COMPRESSOR CO COM 410768105 4582 254670 X 01 151170 0 103500 HARBOR FLA BANCSHARES INC COM 411901101 59 3100 X 01 0 0 3100 HARLAND JOHN H CO COM 412693103 1098 37776 X 01 3858 0 33918 HARLEY DAVIDSON INC COM 412822108 1230600 22321790 X 01 13791277 3991597 4538916 HARLEYSVILLE GROUP INC COM 412824104 17206 651263 X 01 560325 6210 84728 HARLEYSVILLE NATL CORP PA COM 412850109 84 3620 X 01 0 0 3620 HARMAN INTL INDS INC COM 413086109 2195 44487 X 01 6822 0 37665 HARMONIC INC COM 413160102 886 76418 X 01 7730 0 68688 HARRAHS ENTMT INC COM 413619107 9873 223073 X 01 122773 0 100300 HARRIS CORP DEL COM 413875105 11283 314200 X 01 169000 0 145200 HARRIS INTERACTIVE INC COM 414549105 630 183070 X 01 0 0 183070 HARSCO CORP COM 415864107 41358 1056668 X 01 849070 7400 200198 HARTE-HANKS INC COM 416196103 7967 251800 X 01 149500 0 102300 HARTFORD FINL SVCS GROUP INC COM 416515104 37384 548796 X 01 321689 0 227107 HARVARD BIOSCIENCE INC COM 416906105 33 3700 X 01 0 0 3700 HASBRO INC COM 418056107 5422 342753 X 01 210608 0 132145 HAVAS ADVERTISING ADR 419313101 0 28 X 01 28 0 0 HAVERTY FURNITURE INC COM 419596101 2437 141600 X 01 0 0 141600 HAWAIIAN ELEC INDUSTRIES COM 419870100 5933 134800 X 01 76400 0 58400 HEALTH CARE PPTY INVS INC COM 421915109 170 4200 X 01 0 0 4200 HEALTHSOUTH CORP COM 421924101 13134 915243 X 01 558454 200 356589 HEALTH MGMT ASSOC INC NEW COM 421933102 585844 28260703 X 01 14578696 8161350 5520657 HEALTHCARE RLTY TR COM 421946104 322 10599 X 01 4300 0 6299 HEADWATERS INC COM 42210P102 55 3600 X 01 0 0 3600 HEALTH CARE REIT INC COM 42217K106 324 11600 X 01 6700 0 4900 HEALTHEXTRAS INC COM 422211102 11 4100 X 01 0 0 4100 HEALTH NET INC COM 42222G108 313120 11411072 X 01 6695908 999500 3715664 HEARST-ARGYLE TELEVISION INC COM 422317107 45 1800 X 01 600 0 1200 HEARTLAND EXPRESS INC COM 422347104 1233 61753 X 01 6638 0 55115 HEICO CORP NEW COM 422806109 1135 72407 X 01 0 0 72407 HEICO CORP NEW COM 422806208 764 58438 X 01 0 0 58438 HEIDRICK & STRUGGLES INTL IN COM 422819102 531 25520 X 01 4539 0 20981 HEINZ H J CO COM 423074103 66029 1591053 X 01 1068001 25977 497075 HELIX TECHNOLOGY CORP COM 423319102 734 28986 X 01 2941 0 26045 HELMERICH & PAYNE INC COM 423452101 8174 203900 X 01 119100 0 84800 HENRY JACK & ASSOC INC COM 426281101 9078 409300 X 01 208100 0 201200 HERBALIFE INTL INC COM 426908208 20 1400 X 01 0 0 1400 HERCULES INC COM 427056106 32698 2456636 X 01 2068086 500 388050 HERSHEY FOODS CORP COM 427866108 18923 276092 X 01 160442 0 115650 HEWLETT PACKARD CO COM 428236103 1140280 63560757 X 01 29937058 6578764 27044935 HEXCEL CORP NEW COM 428291108 8095 2023777 X 01 1766485 17250 240042 HI / FN INC COM 428358105 15 1300 X 01 0 0 1300 HIBERNIA CORP COM 428656102 43553 2280248 X 01 1758640 15000 506608 HIBERNIA FOODS LIMITED COM 428656912 50114 X 01 50114 0 0 HIBERNIA FOODS PLC ADR 428660104 1712 321130 X 01 321130 0 0 HICKORY TECH CORP COM 429060106 31 1900 X 01 0 0 1900 HIGHWOODS PPTYS INC COM 431284108 794 28280 X 01 5300 0 22980 HILB ROGAL & HAMILTON CO COM 431294107 1148 36800 X 01 3742 0 33058 HILLENBRAND INDS INC COM 431573104 15777 256000 X 01 147100 0 108900 HILTON HOTELS CORP COM 432848109 40127 2806051 X 01 2180859 3850 621342 HISPANIC BROADCASTING CORP COM 43357B104 19432 667300 X 01 269200 219700 178400 HOLLINGER INTL INC COM 435569108 41 3100 X 01 0 0 3100 HOLLY CORP COM 435758305 33 1804 X 01 0 0 1804 HOLLYWOOD ENTMT CORP COM 436141105 129 7700 X 01 0 0 7700 HOLOGIC INC COM 436440101 323 20914 X 01 2342 0 18572 HOME DEPOT INC COM 437076102 3813353 78447907 X 01 39542780 6504680 32400447 HD APR 15 51.49 CALL (S) CAL 4370765DZ 0 -5000 X 01 0 -5000 0 HOME PPTYS N Y INC COM 437306103 96 2800 X 01 0 0 2800 HOMESTORE COM INC COM 437852106 17 6200 X 01 0 0 6200 HON INDS INC COM 438092108 6804 239500 X 01 139400 0 100100 HONDA MOTOR LTD ADR 438128308 32 1529 X 01 809 0 720 HONEYWELL INTL INC COM 438516106 79797 2085110 X 01 1339718 2391 743001 HOOPER HOLMES INC COM 439104100 17193 1638951 X 01 1563950 0 75001 HORACE MANN EDUCATORS CORP N COM 440327104 3878 172300 X 01 102300 0 70000 HORIZON OFFSHORE INC COM 44043J105 55 4700 X 01 0 0 4700 HORMEL FOODS CORP COM 440452100 22014 804883 X 01 509753 800 294330 HOSPITALITY PPTYS TR COM 44106M102 8040 234200 X 01 132900 0 101300 HOST MARRIOTT CORP NEW COM 44107P104 12603 1054635 X 01 505500 504600 44535 HOT TOPIC INC COM 441339108 12667 606059 X 01 562751 0 43308 HOTEL RESERVATIONS NETWORK I COM 441451101 29 500 X 01 0 0 500 HOUSEHOLD INTL INC COM 441815107 1332926 23467014 X 01 9908886 9427720 4130408 HOUSTON EXPL CO COM 442120101 158 5100 X 01 3800 0 1300 HOVNANIAN ENTERPRISES INC COM 442487203 72 2700 X 01 0 0 2700 HUANENG PWR INTL INC ADR 443304100 1021 38000 X 01 38000 0 0 HUBBELL INC COM 443510201 53676 1631500 X 01 1360035 2200 269265 HUDSON CITY BANCORP COM 443683107 192 5900 X 01 0 0 5900 HUDSON RIV BANCORP INC COM 444128102 55 2300 X 01 0 0 2300 HUDSON UNITED BANCORP COM 444165104 1978 62166 X 01 7133 0 55033 HUFFY CORP COM 444356109 81 11866 X 01 1295 0 10571 HUGHES SUPPLY INC COM 444482103 30267 776881 X 01 636515 8200 132166 HUMANA INC COM 444859102 36801 2719947 X 01 2152033 300414 267500 HUMAN GENOME SCIENCES INC COM 444903108 133070 6106923 X 01 2210635 2509687 1386601 HUMAN GENOME SCI (SB) CAL 4449035DY 0 -2500 X 01 0 -2500 0 HUMAN GENOME SC (MOR) CAL 4449035DZ 0 -2500 X 01 0 -2500 0 HUNT J B TRANS SVCS INC COM 445658107 4029 141700 X 01 83000 0 58700 HUNTINGTON BANCSHARES INC COM 446150104 94222 4782866 X 01 3935724 3400 843742 HUTCHINSON TECHNOLOGY INC COM 448407106 13027 603942 X 01 431526 7200 165216 HYDRIL CO COM 448774109 18278 750000 X 01 737900 0 12100 ICN PHARMACEUTICALS INC NEW COM 448924100 37048 1166853 X 01 701500 288500 176853 IDT CORP COM 448947101 214 10600 X 01 3900 0 6700 HYPERION SOLUTIONS CORP COM 44914M104 28759 1064743 X 01 643537 372700 48506 HYSEQ INC COM 449163302 11 2000 X 01 0 0 2000 ICICI LTD ADR 44926P202 767 94500 X 01 94500 0 0 ICOS CORP COM 449295104 4231 92000 X 01 82000 0 10000 ICU MED INC COM 44930G107 49 1350 X 01 0 0 1350 IDEC PHARMACEUTICALS CORP COM 449370105 54387 845830 X 01 582820 0 263010 IDX SYS CORP COM 449491109 37 2100 X 01 0 0 2100 IGEN INC COM 449536101 98 2600 X 01 0 0 2600 IHOP CORP COM 449623107 915 27143 X 01 2700 0 24443 IMC GLOBAL INC COM 449669100 7052 478100 X 01 281000 0 197100 IMCO RECYCLING INC COM 449681105 151 16918 X 01 1869 0 15049 I-MANY INC COM 44973Q103 26 5300 X 01 0 0 5300 IMS HEALTH INC COM 449934108 168555 7508037 X 01 353089 6632565 522383 IMS HEALTH INC (MGS) CAL 4499345DZ 0 -10000 X 01 0 -10000 0 IMS HEALTH INC (MGS) CAL 4499345EU 0 -10000 X 01 0 -10000 0 IMS HEALTH INC (SB) CAL 4499345EV 0 -10000 X 01 0 -10000 0 IMS HEALTH INC (MT) CAL 4499345EW 0 -5000 X 01 0 -5000 0 IMS HEALTH INC (MOR) CAL 4499345EX 0 -5000 X 01 0 -5000 0 IMS HEALTH INC (FBC) CAL 4499345EY 0 -10000 X 01 0 -10000 0 IMS HEALTH INC (SBC) CAL 4499345EZ 0 -5000 X 01 0 -5000 0 IMS HEALTH INC (SB) CAL 4499345FZ 0 -5000 X 01 0 -5000 0 IRT PPTY CO COM 450058102 73 6300 X 01 0 0 6300 I-STAT CORP COM 450312103 23 3100 X 01 0 0 3100 ITC DELTACOM INC COM 45031T104 2 7000 X 01 0 0 7000 ISTAR FINL INC COM 45031U101 14100 487903 X 01 232700 235900 19303 ITT EDUCATIONAL SERVICES INC COM 45068B109 1398 31056 X 01 3165 0 27891 ITXC CORP COM 45069F109 13 2200 X 01 0 0 2200 IXIA COM 45071R109 54 6400 X 01 0 0 6400 ITT INDS INC IND COM 450911102 86897 1378444 X 01 760681 413825 203938 ICICI BK LTD ADR 45104G104 1161 178000 X 01 178000 IDACORP INC COM 451107106 6071 149900 X 01 88100 0 61800 IDEX CORP COM 45167R104 1626 43948 X 01 7868 0 36080 IDEXX LABS INC COM 45168D104 2554 95142 X 01 8856 0 86286 IKON OFFICE SOLUTIONS INC COM 451713101 2195 187268 X 01 165168 0 22100 IDENTIX INC COM 451906101 47 5300 X 01 0 0 5300 ILEX ONCOLOGY INC COM 451923106 152 8800 X 01 3800 0 5000 ILLINOIS TOOL WKS INC COM 452308109 137090 1894823 X 01 999251 1695 893877 ILLUMINA INC COM 452327109 1545 163300 X 01 160000 0 3300 IMATION CORP COM 45245A107 3948 148800 X 01 89000 0 59800 IMCLONE SYS INC COM 45245W109 1952 79236 X 01 67500 0 11736 IMAGISTICS INTERNATIONAL INC COM 45247T104 3007 189135 X 01 2830 2704 183601 IMMUNEX CORP NEW COM 452528102 51360 1697298 X 01 1312498 0 384800 IMMUNOGEN INC COM 45253H101 60 5400 X 01 0 0 5400 IMPATH INC COM 45255G101 882 21502 X 01 2123 0 19379 IMPCO TECHNOLOGIES INC COM 45255W106 19 1500 X 01 0 0 1500 IMPAX LABORATORIES INC COM 45256B101 21 3000 X 01 0 0 3000 IMPERIAL CR INDS INC COM 452729106 1 17789 X 01 17789 0 0 IMPERIAL CREDIT WTS 452729122 62262 X 01 62262 0 0 IMMUNOMEDICS INC COM 452907108 214 11300 X 01 5600 0 5700 IMPERIAL TOBACCO GROUP PLC ADR 453142101 3 100 X 01 100 0 0 IMPSAT FIBER NETWORKS INC COM 45321T103 0 7700 X 01 0 0 7700 INAMED CORP COM 453235103 11882 361160 X 01 201288 112000 47872 INCO LTD COM 453258402 6190 316283 X 01 195583 0 120700 INCYTE GENOMICS INC COM 45337C102 3320 279000 X 01 159700 0 119300 INDEPENDENCE CMNTY BK CORP COM 453414104 6864 244000 X 01 142700 0 101300 INDEPENDENT BANK CORP MASS COM 453836108 52 2000 X 01 0 0 2000 INDEPENDENT BANK CORP MICH COM 453838104 51 1785 X 01 0 0 1785 INDUS INTERNATIONAL INC COM 45578L101 0 5700 X 01 0 0 5700 INDYMAC BANCORP INC COM 456607100 6852 277400 X 01 148700 0 128700 INET TECHNOLOGIES INC COM 45662V105 12 1300 X 01 0 0 1300 INFOCUS CORP COM 45665B106 2879 158100 X 01 91200 0 66900 INFOGRAMES INC COM 45665T107 277 44700 X 01 0 0 44700 INFORMATICA CORP COM 45666Q102 36433 5032235 X 01 1375445 3623440 33350 INFONET SVCS CORP COM 45666T106 54 24600 X 01 0 0 24600 INFORMATION HLDGS INC COM 456727106 813 28213 X 01 2924 0 25289 INFOSYS TECHNOLOGIES LTD ADR 456788108 445 6800 X 01 6800 0 0 INFOSPACE INC COM 45678T102 768 505460 X 01 31300 0 474160 INFOUSA INC NEW COM 456818301 53 6900 X 01 0 0 6900 INFORMATION RES INC COM 456905108 350 38062 X 01 3858 0 34204 INGRAM MICRO INC COM 457153104 189590 11455565 X 01 6020275 1035155 4400135 INHALE THERAPEUTIC SYS INC COM 457191104 28 2700 X 01 0 0 2700 INKTOMI CORP COM 457277101 968 280700 X 01 12200 0 268500 INPUT/OUTPUT INC COM 457652105 732 80469 X 01 21087 0 59382 INSIGHT ENTERPRISES INC COM 45765U103 19424 857945 X 01 798422 0 59523 INSITUFORM TECHNOLOGIES INC COM 457667103 863 34150 X 01 3504 0 30646 INSMED INC COM 457669208 14 5000 X 01 0 0 5000 INSIGNIA FINL GROUP INC NEW COM 45767A105 10 900 X 01 0 0 900 INSIGHT COMMUNICATIONS INC COM 45768V108 11078 528800 X 01 515500 0 13300 INRANGE TECHNOLOGIES CORP COM 45769V206 5 600 X 01 0 0 600 INNKEEPERS USA TR COM 4576J0104 66 5800 X 01 0 0 5800 INSPIRE PHARMACEUTICALS INC COM 457733103 6 3000 X 01 0 0 3000 INSTINET GROUP INC COM 457750107 15 2300 X 01 0 0 2300 INSURANCE AUTO AUCTIONS INC COM 457875102 233 13914 X 01 1532 0 12382 INTEGRA LIFESCIENCES HLDGS C COM 457985208 27843 989800 X 01 618100 359700 12000 INTEGRATED DEVICE TECHNOLOGY COM 458118106 14685 441780 X 01 254180 0 187600 INTEGRATED ELECTRICAL SVC COM 45811E103 24 4700 X 01 0 0 4700 INTEGRATED CIRCUIT SYS INC COM 45811K208 59052 2894720 X 01 1550353 1324700 19667 INTEGRATED SILICON SOLUTION COM 45812P107 63 4900 X 01 0 0 4900 INTEL CORP COM 458140100 3400387 111818066 X 01 54827187 14538351 42452528 INTEGRA BK CORP COM 45814P105 59 3038 X 01 0 0 3038 INTELIDATA TECHNOLOGIES CORP COM 45814T107 12 8200 X 01 0 0 8200 INTER TEL INC COM 458372109 566 30639 X 01 3168 0 27471 INTERACTIVE INTELLIGENCE INC COM 45839M103 2 300 X 01 0 0 300 INTERACTIVE DATA CORP COM 45840J107 3018 171945 X 01 164400 0 7545 INTERCEPT GROUP INC COM 45845L107 21337 588600 X 01 368500 211800 8300 INTERFACE INC COM 458665106 423 66584 X 01 6677 0 59907 INTERDIGITAL COMMUNICATIONS COM 45866A105 78 8100 X 01 1000 0 7100 INTERGRAPH CORP COM 458683109 2335 132600 X 01 0 0 132600 INTERLAND INC COM 458727104 59 22900 X 01 0 0 22900 INTERMAGNETICS GEN CORP COM 458771102 2452 89965 X 01 2111 0 87854 INTERMET CORP COM 45881K104 205 29181 X 01 3276 0 25905 INTERNACIONAL DE CERAMICA S ADR 458847506 440 55822 X 01 42822 0 13000 INTERMUNE INC COM 45884X103 207 6869 X 01 2418 0 4451 INTERMUNE INC CVB 45884XAA1 571 550000 X 01 0 0 550000 INTERNAP NETWORK SVCS CORP COM 45885A102 18 23200 X 01 0 0 23200 INTERNATIONAL BANCSHARES COR COM 459044103 365 8262 X 01 4007 0 4255 INTERNATIONAL BUSINESS MACHS COM 459200101 1183232 11377235 X 01 4974165 1965914 4437156 IBM APR 25 96.175 CALL (MOR) CAL 4592005DU 0 -2000 X 01 0 -2000 0 IBM APR 15 100.25 CALL (GS) CAL 4592005DV 0 -2000 X 01 0 -2000 0 IBM (S) CAL 4592005DW 0 -2000 X 01 0 -2000 0 INTL BUSINESS M (MOR) CAL 4592005DX 0 -1000 X 01 0 -1000 0 INTL BUSINESS M (SBC) CAL 4592005DY 0 -2000 X 01 0 -2000 0 INTL BUSINESS M (CJL) CAL 4592005DZ 0 -2000 X 01 0 -2000 0 INTL BUSINESS M (MGS) CAL 4592005EZ 0 -2000 X 01 0 -2000 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 6312 180503 X 01 101753 1400 77350 INTERNATIONAL GAME TECHNOLOG COM 459902102 9992 160327 X 01 94327 0 66000 INTERNATIONAL MULTIFOODS COR COM 460043102 594 24999 X 01 2461 0 22538 INTL PAPER CO COM 460146103 632210 14699145 X 01 7904582 518000 6276563 INTERNATIONAL RECTIFIER CORP COM 460254105 11466 252500 X 01 147300 0 105200 INTERNATIONAL SPEEDWAY CORP COM 460335201 9716 212600 X 01 125000 0 87600 INTL SPECIALTY PRODS INC NEW COM 460337108 55 5700 X 01 0 0 5700 INTERNEURON PHARMACEUTICALS COM 460573108 48 5500 X 01 0 0 5500 INTERNET CAP GROUP INC COM 46059C106 500 781500 X 01 0 0 781500 INTERNET SEC SYS INC COM 46060X107 4339 189900 X 01 112400 0 77500 INTERPOOL INC COM 46062R108 43 2300 X 01 0 0 2300 INTERPUBLIC GROUP COS INC COM 460690100 24081 702473 X 01 425241 0 277232 INTERSIL HLDG CORP COM 46069S109 36831 1299152 X 01 559741 729714 9697 INTERSTATE BAKERIES CORP DEL COM 46072H108 14837 612865 X 01 527300 0 85565 INTERTAPE POLYMER GROUP INC COM 460919103 58 5000 X 01 0 0 5000 INTERTAN INC COM 461120107 44 3900 X 01 0 0 3900 INTERTRUST TECHNOLOGIES CORP COM 46113Q109 29 22900 X 01 12900 0 10000 INTERVOICE-BRITE INC COM 461142101 1195 186741 X 01 4346 0 182395 INTERWOVEN INC COM 46114T102 28 5500 X 01 0 0 5500 INTRADO INC COM 46117A100 46 2100 X 01 0 0 2100 INTUIT COM 461202103 100732 2625973 X 01 1323884 450700 851389 INVACARE CORP COM 461203101 36819 979236 X 01 590589 171279 217368 INTUITIVE SURGICAL INC COM 46120E107 44 4700 X 01 0 0 4700 INVERNESS MED INNOVATIONS IN COM 46126P106 18 800 X 01 0 0 800 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 10809 204950 X 01 111900 0 93050 INVITROGEN CORP COM 46185R100 1054 30700 X 01 22000 0 8700 INVESTORS FINL SERVICES CORP COM 461915100 65248 857963 X 01 445187 333650 79126 IOMEGA CORP COM 462030305 65 7280 X 01 0 0 7280 IONA TECHNOLOGIES PLC ADR 46206P109 2142 126500 X 01 57500 69000 0 IONICS INC COM 462218108 880 27440 X 01 7233 0 20207 IRON MTN INC PA COM 462846106 52844 1665937 X 01 896513 751320 18104 IRWIN FINL CORP COM 464119106 37 2000 X 01 0 0 2000 ISHARES MSCI EAFE INDEX FUND COM 464287465 0 12970 X 01 12970 0 0 ISHARES TRUST RUSSEL COM 464287614 20 2024 X 01 2024 0 0 ISHARES RUSSELL 2000 GROWTH COM 464287648 0 75 X 01 75 0 0 ISHARES RUSSELL 2000 COM 464287655 0 50 X 01 50 0 0 ISHARES DJ US HLTHCARE SCTR COM 464287762 0 44 X 01 44 0 0 ISIS PHARMACEUTICALS INC COM 464330109 106 6600 X 01 0 0 6600 ISLE OF CAPRI CASINOS INC COM 464592104 77 4200 X 01 0 0 4200 ITRON INC COM 465741106 609 20485 X 01 2099 0 18386 I2 TECHNOLOGIES INC COM 465754109 30578 6043080 X 01 328050 5679350 35680 IVAX CORP COM 465823102 13112 816970 X 01 470798 0 346172 IVEX PACKAGING CORP DEL COM 465855104 83 3600 X 01 0 0 3600 JDN RLTY CORP COM 465917102 74 5800 X 01 0 0 5800 IXYS CORP COM 46600W106 111 9500 X 01 5400 0 4100 J & J SNACK FOODS CORP COM 466032109 371 9924 X 01 1164 0 8760 JDS UNIPHASE CORP COM 46612J101 16552 2810231 X 01 1804011 650 1005570 JDA SOFTWARE GROUP INC COM 46612K108 137 4300 X 01 0 0 4300 J JILL GROUP INC COM 466189107 17 600 X 01 0 0 600 JLG INDS INC COM 466210101 30370 2052045 X 01 1728673 21000 302372 JNI CORP COM 46622G105 24 3400 X 01 0 0 3400 JP REALTY INC COM 46624A106 12567 469807 X 01 16905 4160 448742 J P MORGAN CHASE & CO COM 46625H100 2408490 67559315 X 01 23483207 26818611 17257497 J P MORGAN CHASE & CO CVB 46625HAJ9 10852 10830000 X 01 10830000 0 0 JABIL CIRCUIT INC COM 466313103 9397 399377 X 01 230277 0 169100 JACK IN THE BOX INC COM 466367109 1644 55450 X 01 9556 0 45894 JACOBS ENGR GROUP INC DEL COM 469814107 64619 906419 X 01 140900 601200 164319 JAKKS PAC INC COM 47012E106 571 25108 X 01 2452 0 22656 JEFFERIES GROUP INC NEW COM 472319102 1664 34523 X 01 3287 0 31236 JEFFERSON PILOT CORP COM 475070108 19366 386706 X 01 209744 500 176462 JO-ANN STORES INC COM 47758P109 341 21108 X 01 2347 0 18761 JOHN NUVEEN CO COM 478035108 50 900 X 01 0 0 900 JOHNSON & JOHNSON COM 478160104 3607399 55541172 X 01 28941908 4990568 21608696 JOHNSON & JOHNSON CAL 47816W9AF 0 500 X 01 372 128 0 JOHNSON CTLS INC COM 478366107 142935 1618556 X 01 878822 1435 738299 JONES APPAREL GROUP INC COM 480074103 76037 2175581 X 01 1285816 172781 716984 JONES LANG LASALLE INC COM 48020Q107 95 4300 X 01 0 0 4300 JOURNAL REGISTER CO COM 481138105 100 4700 X 01 0 0 4700 JUNIPER NETWORKS INC COM 48203R104 421752 33419366 X 01 10794628 14041071 8583667 KLA-TENCOR CORP COM 482480100 223637 3362956 X 01 472347 2745280 145329 KLM ROYAL DUTCH AIRLS ADR 482516309 140828 9725711 X 01 3921987 4669974 1133750 KPMG CONSULTING INC COM 48265R109 798 39500 X 01 11800 20000 7700 K-SWISS INC COM 482686102 517 12304 X 01 1277 0 11027 K2 INC COM 482732104 303 46549 X 01 2337 0 44212 K V PHARMACEUTICAL CO COM 482740107 113 3450 X 01 0 0 3450 KADANT INC COM 48282T104 21 1482 X 01 0 0 1482 KAISER ALUMINUM CORP COM 483007100 3 9600 X 01 0 0 9600 KAMAN CORP COM 483548103 505 29790 X 01 2931 0 26859 KANA SOFTWARE INC COM 483600300 53 2931 X 01 0 0 2931 KANSAS CITY LIFE INS CO COM 484836101 39 1000 X 01 0 0 1000 KANSAS CITY SOUTHN INDS INC COM 485170302 1228 77021 X 01 7729 0 69292 KAYDON CORP COM 486587108 3426 126900 X 01 75900 0 51000 KEANE INC COM 486665102 5268 309000 X 01 182400 0 126600 KB HOME COM 48666K109 95833 2208141 X 01 1657688 293185 257268 KEITHLEY INSTRS INC COM 487584104 455 20691 X 01 2096 0 18595 KELLOGG CO COM 487836108 35796 1066296 X 01 728349 900 337047 KELLWOOD CO COM 488044108 17786 732254 X 01 613019 7305 111930 KELLY SVCS INC COM 488152208 4041 143131 X 01 84231 0 58900 KEMET CORP COM 488360108 42413 2189625 X 01 1797890 14275 377460 KENDLE INTERNATIONAL INC COM 48880L107 39 2100 X 01 0 0 2100 KENNAMETAL INC COM 489170100 25797 638065 X 01 509535 5450 123080 KENT FINL SVCS INC COM 490560208 0 2 X 01 2 0 0 KERR MCGEE CORP COM 492386107 341957 5440849 X 01 2364530 2154300 922019 KEY ENERGY SVCS INC COM 492914106 307 28600 X 01 13900 0 14700 KEY ENERGY SERV-CW09 WTS 492914122 4000 X 01 4000 0 0 KEY PRODTN INC COM 493138101 7072 373170 X 01 300857 4700 67613 KEYCORP NEW COM 493267108 507961 19060442 X 01 6514067 10755075 1791300 KEY3MEDIA GROUP INC COM 49326R104 75 16300 X 01 9400 0 6900 KEYNOTE SYS INC COM 493308100 78 8100 X 01 4800 0 3300 KEYSPAN CORP COM 49337W100 18085 496969 X 01 168341 186000 142628 KEYSTONE PPTY TR CORP COM 493596100 3109 220466 X 01 108666 110900 900 KIMBALL INTL INC COM 494274103 75 4600 X 01 0 0 4600 KILROY RLTY CORP COM 49427F108 1115 39523 X 01 8025 0 31498 KIMBERLY CLARK CORP COM 494368103 65871 1018884 X 01 585821 275 432788 KIMCO REALTY CORP COM 49446R109 19020 581650 X 01 302500 259200 19950 KIMCO REALTY CORP PFD 49446R307 1063 43200 X 01 0 0 43200 KIMCO REALTY CORP PFD 49446R604 742 29800 X 01 0 0 29800 KINDER MORGAN ENERGY PARTNER COM 494550106 129 3900 X 01 0 0 3900 KINDER MORGAN INC KANS COM 49455P101 11634 240218 X 01 140418 11500 88300 KINDRED HEALTHCARE INC COM 494580103 2 41 X 01 0 0 41 KING PHARMACEUTICALS INC COM 495582108 82747 2363515 X 01 792569 1308966 261980 KIRBY CORP COM 497266106 10248 342747 X 01 310372 0 32375 KNIGHT RIDDER INC COM 499040103 19186 279306 X 01 175406 35000 68900 KNIGHT TRADING GROUP INC COM 499063105 104 14600 X 01 0 0 14600 KNIGHT TRANSN INC COM 499064103 73 3450 X 01 0 0 3450 KOGER EQUITY INC COM 500228101 4428 247790 X 01 19925 4867 222998 KOHLS CORP COM 500255104 5098855 71663454 X 01 34463209 14626314 22573931 KOHLS CORP CAL 5002559DN 0 -225 X 01 -225 0 0 KOOKMIN BK NEW ADR 50049M109 23557 559287 X 01 415491 90368 53428 KOPIN CORP COM 500600101 805 88408 X 01 8547 0 79861 KOREA TELECOM ADR 50063P103 34825 1452240 X 01 923529 175753 352958 KORN FERRY INTL COM 500643200 1546 155400 X 01 91200 0 64200 KOS PHARMACEUTICALS INC COM 500648100 53 1900 X 01 0 0 1900 KOSAN BIOSCIENCES INC COM 50064W107 35 4600 X 01 0 0 4600 KRAFT FOODS INC COM 50075N104 2269 58701 X 01 55100 0 3601 KRAFT FOODS INC CVB 50075NAB0 720 760000 X 01 760000 0 0 KRAMONT RLTY TR COM 50075Q107 41 3000 X 01 0 0 3000 KRISPY KREME DOUGHNUTS INC COM 501014104 225 5500 X 01 0 0 5500 KROGER CO COM 501044101 449311 20275749 X 01 5512966 13269789 1492994 KROLL INC COM 501049100 469 28184 X 01 2934 0 25250 KRONOS INC COM 501052104 1262 26871 X 01 4562 0 22309 KULICKE & SOFFA INDS INC COM 501242101 1337 64234 X 01 6438 0 57796 LNR PPTY CORP COM 501940100 116 3300 X 01 0 0 3300 L S B BANCSHARES N C COM 502158108 332 21397 X 01 0 0 21397 LSI LOGIC CORP COM 502161102 16184 952011 X 01 532506 300 419205 LSI LOGIC CORP CVB 502161AD4 335 290000 X 01 0 0 290000 LSI INDS INC COM 50216C108 2283 115500 X 01 0 0 115500 LTX CORP COM 502392103 5457 200700 X 01 117200 0 83500 L-3 COMMUNICATIONS HLDGS INC COM 502424104 39536 353000 X 01 190500 93900 68600 LA JOLLA PHARMACEUTICAL CO COM 503459109 36 4900 X 01 0 0 4900 LA QUINTA CORP COM 50419U202 144 20200 X 01 0 0 20200 LA Z BOY INC COM 505336107 2250 81967 X 01 11669 0 70298 LABOR READY INC COM 505401208 428 54910 X 01 5326 0 49584 LABORATORY CORP AMER HLDGS COM 50540R409 154032 1606840 X 01 413470 960500 232870 LABRANCHE & CO INC COM 505447102 7126 229500 X 01 135000 0 94500 LACLEDE GROUP INC COM 505597104 578 24799 X 01 2462 0 22337 LADISH INC COM 505754200 27 2400 X 01 0 0 2400 LAFARGE CORP COM 505862102 368 8500 X 01 4000 0 4500 LAKELAND BANCORP INC COM 511637100 12 700 X 01 0 0 700 LAM RESEARCH CORP COM 512807108 25951 885110 X 01 319610 342800 222700 LAMAR ADVERTISING CO COM 512815101 260 6400 X 01 0 0 6400 LAMSON & SESSIONS CO COM 513696104 224 39000 X 01 36000 0 3000 LANCASTER COLONY CORP COM 513847103 5724 154529 X 01 92380 0 62149 LANCE INC COM 514606102 526 36774 X 01 3752 0 33022 LANDAUER INC COM 51476K103 565 14900 X 01 0 0 14900 LANDAMERICA FINL GROUP INC COM 514936103 14722 425133 X 01 349581 3950 71602 LANDS END INC COM 515086106 5447 121400 X 01 72300 0 49100 LANDRYS SEAFOOD RESTAURANTS COM 51508L103 632 27521 X 01 2818 0 24703 LANDSTAR SYS INC COM 515098101 998 10757 X 01 1072 0 9685 LANTRONIX INC COM 516548104 15 5900 X 01 2000 0 3900 LASALLE HOTEL PPTYS COM 517942108 36 2200 X 01 0 0 2200 LATTICE SEMICONDUCTOR CORP COM 518415104 8753 499300 X 01 254700 0 244600 LAUDER ESTEE COS INC COM 518439104 30549 894300 X 01 419400 89000 385900 LAWSON PRODS INC COM 520776105 360 12492 X 01 1285 0 11207 LEAP WIRELESS INTL INC COM 521863100 59 7000 X 01 2700 0 4300 LEAR CORP COM 521865105 297042 6240383 X 01 3240820 735236 2264327 LEARNING TREE INTL INC COM 522015106 36 1500 X 01 0 0 1500 LECROY CORP COM 52324W109 30 1700 X 01 0 0 1700 LEE ENTERPRISES INC COM 523768109 6771 183500 X 01 107500 0 76000 LEGATO SYS INC COM 524651106 4789 531482 X 01 215900 0 315582 LEGGETT & PLATT INC COM 524660107 411898 16608788 X 01 7241113 1407151 7960524 LEGG MASON INC COM 524901105 115391 2173911 X 01 395084 1506500 272327 LEHMAN BROS HLDGS INC COM 524908100 720223 11142071 X 01 5109627 1096793 4935651 LENNAR CORP COM 526057104 13876 263000 X 01 149500 0 113500 LENNOX INTL INC COM 526107107 933 70592 X 01 7378 0 63214 LEUCADIA NATL CORP COM 527288104 7861 219900 X 01 130200 0 89700 LEVEL 3 COMMUNICATIONS INC COM 52729N100 221 61970 X 01 40470 0 21500 LEXENT INC COM 52886Q102 19 5900 X 01 0 0 5900 LEXICON GENETICS INC COM 528872104 46 4900 X 01 0 0 4900 LEXINGTON CORP PPTYS TR COM 529043101 43 2700 X 01 0 0 2700 LEXMARK INTL NEW COM 529771107 32817 573923 X 01 363148 325 210450 LIBBEY INC COM 529898108 760 19726 X 01 2007 0 17719 LIBERATE TECHNOLOGIES COM 530129105 890 149500 X 01 7500 0 142000 LIBERTY CORP S C COM 530370105 238 5984 X 01 3323 0 2661 LIBERTY MEDIA CORP CVB 530715AR2 318 310000 X 01 0 0 310000 LIBERTY MEDIA CORP NEW COM 530718105 1947685 154089023 X 01 50508384 57319312 46261327 LIBERTY PPTY TR COM 531172104 25711 797226 X 01 685015 5600 106611 LIFEPOINT HOSPITALS INC COM 53219L109 16825 455217 X 01 360617 21200 73400 LIGAND PHARMACEUTICALS INC COM 53220K207 142 7200 X 01 0 0 7200 LIGHTBRIDGE INC COM 532226107 46 3987 X 01 0 0 3987 LIGHTPATH TECHNOLOGIES INC COM 532257102 3 1700 X 01 0 0 1700 LILLY ELI & CO COM 532457108 272606 3577513 X 01 2248071 3362 1326080 LIMITED INC COM 532716107 16532 923578 X 01 576197 0 347381 LINCARE HLDGS INC COM 532791100 32357 1193100 X 01 1006800 0 186300 LINCOLN ELEC HLDGS INC COM 533900106 31957 1118535 X 01 970980 7950 139605 LINCOLN NATL CORP IND COM 534187109 25289 498504 X 01 320944 350 177210 LINDSAY MFG CO COM 535555106 367 15084 X 01 1528 0 13556 LINEAR TECHNOLOGY CORP COM 535678106 25402 574455 X 01 341455 0 233000 LINENS N THINGS INC COM 535679104 1728 56611 X 01 5386 0 51225 LIQUI BOX CORP COM 536314107 20 300 X 01 0 0 300 LITTELFUSE INC COM 537008104 171 6900 X 01 4300 0 2600 LIZ CLAIBORNE INC COM 539320101 417850 14733767 X 01 8241652 1054136 5437979 LOCAL FINL CORP COM 539553107 47 3000 X 01 0 0 3000 LOCKHEED MARTIN CORP COM 539830109 329932 5729976 X 01 3444196 6365 2279415 LODGENET ENTMT CORP COM 540211109 294 17200 X 01 0 0 17200 LOEWS CORP COM 540424108 127042 2168698 X 01 335607 1662000 171091 LOEWS CORP COM 540424207 17721 590900 X 01 21300 512300 57300 LONE STAR STEAKHOUSE SALOON COM 542307103 657 31427 X 01 3153 0 28274 LONE STAR TECHNOLOGIES INC COM 542312103 824 36107 X 01 6991 0 29116 LONGS DRUG STORES CORP COM 543162101 4378 157100 X 01 92800 0 64300 LONGVIEW FIBRE CO COM 543213102 2219 215400 X 01 127800 0 87600 LORAL SPACE & COMMUNICATIONS WTS 54387P120 7000 X 01 7000 0 0 LOUDCLOUD INC COM 545735102 33 14200 X 01 0 0 14200 LOUISIANA PAC CORP COM 546347105 36685 3415713 X 01 2773449 5600 636664 LOWES COS INC COM 548661107 685993 15773573 X 01 4968550 8812175 1992848 LOWES COMPANIES CVB 548661CF2 458 580000 X 01 0 0 580000 LUBRIZOL CORP COM 549271104 245873 7067360 X 01 4012121 767258 2287981 LUBYS INC COM 549282101 1025 150790 X 01 2932 0 147858 LUCENT TECHNOLOGIES INC COM 549463107 202102 42727797 X 01 8549028 22882525 11296244 LUCENT TECHNOLOGIES CVP 549463206 6247 68270 X 01 0 68270 0 LUMINEX CORP DEL COM 55027E102 36 2900 X 01 0 0 2900 LYDALL INC DEL COM 550819106 258 18183 X 01 1994 0 16189 LYONDELL CHEMICAL CO COM 552078107 270933 16311451 X 01 6488928 7936259 1886264 M & T BK CORP COM 55261F104 31662 393957 X 01 228500 0 165457 MAF BANCORP INC COM 55261R108 1194 33864 X 01 7764 0 26100 MBIA INC COM 55262C100 124329 2273337 X 01 1432782 57686 782869 MBNA CORP COM 55262L100 5291819 137200402 X 01 63703556 41221658 32275188 MB FINANCIAL INC NEW COM 55264U108 66 2200 X 01 0 0 2200 M D C HLDGS INC COM 552676108 1478 34210 X 01 3569 0 30641 MDU RES GROUP INC COM 552690109 8506 274400 X 01 159900 0 114500 MCSI INC COM 55270M108 37 3100 X 01 0 0 3100 MEMC ELECTR MATLS INC COM 552715104 69 11700 X 01 0 0 11700 MFS CHARTER INCOME TR COM 552727109 6 700 X 01 700 0 0 MFS SPL VALUE TR COM 55274E102 30 3270 X 01 3270 0 0 MGIC INVT CORP WIS COM 552848103 219968 3214498 X 01 1922165 681425 610908 MGI PHARMA INC COM 552880106 1572 114240 X 01 3166 0 111074 MGM MIRAGE COM 552953101 29123 803828 X 01 336150 444150 23528 M/I SCHOTTENSTEIN HOMES INC COM 55305B101 57 1000 X 01 0 0 1000 MKS INSTRUMENT INC COM 55306N104 17638 515136 X 01 504900 0 10236 MMO2 PLC ADR 55309W101 1 52 X 01 52 0 0 MPS GROUP INC COM 553409103 3471 396700 X 01 229800 0 166900 MRV COMMUNICATIONS INC COM 553477100 55 19368 X 01 4300 0 15068 MRO SOFTWARE INC COM 55347W105 350 28098 X 01 2933 0 25165 MSC INDL DIRECT INC COM 553530106 36752 1604900 X 01 960300 622800 21800 MSC SOFTWARE CORP COM 553531104 104 4500 X 01 0 0 4500 MTR GAMING GROUP INC COM 553769100 43 2800 X 01 0 0 2800 MTS SYS CORP COM 553777103 911 83200 X 01 0 0 83200 MACDERMID INC COM 554273102 1356 62584 X 01 4224 0 58360 MACERICH CO COM 554382101 32767 1086800 X 01 164200 816000 106600 MACERICH CO CVB 5543829A1 0 500000 X 01 0 500000 0 MACK CALI RLTY CORP COM 554489104 50105 1444790 X 01 1079570 241725 123495 MACROVISION CORP COM 555904101 68418 2567275 X 01 237025 2240900 89350 MACROMEDIA INC COM 556100105 5144 251900 X 01 144600 0 107300 MADDEN STEVEN LTD COM 556269108 37 2100 X 01 0 0 2100 MADISON GAS & ELEC CO COM 557497104 65 2300 X 01 0 0 2300 MAGELLAN HEALTH SVCS INC COM 559079108 21 3600 X 01 0 0 3600 MAGNA INTL INC COM 559222401 255897 3481598 X 01 1634645 358838 1488115 MAGNETEK INC COM 559424106 338 28884 X 01 2934 0 25950 MAGNUM HUNTER RES INC COM 55972F203 68 8650 X 01 0 0 8650 MAHANAGAR TEL NIGAM LTD ADR 559778402 71 12000 X 01 6000 6000 0 MAIL-WELL INC COM 560321200 56 8900 X 01 0 0 8900 MAIN STR BKS INC NEW COM 56034R102 41 2200 X 01 0 0 2200 MANAGEMENT NETWORK GROUP INC COM 561693102 5 1000 X 01 0 0 1000 MANDALAY RESORT GROUP COM 562567107 9185 299200 X 01 181800 0 117400 MANHATTAN ASSOCS INC COM 562750109 1403 36820 X 01 6428 0 30392 MANITOWOC INC COM 563571108 1274 32264 X 01 3253 0 29011 MANOR CARE INC NEW COM 564055101 15945 684349 X 01 207949 400000 76400 MANPOWER INC COM 56418H100 12239 314800 X 01 180100 0 134700 MANUFACTURED HOME CMNTYS INC COM 564682102 79 2400 X 01 0 0 2400 MANUFACTURERS SVCS LTD COM 565005105 33 6300 X 01 0 0 6300 MANUGISTICS GROUP INC COM 565011103 67 3100 X 01 0 0 3100 MAPINFO CORP COM 565105103 193 19266 X 01 1868 0 17398 MARATHON OIL CORP COM 565849106 27267 946761 X 01 537233 0 409528 MARCUS CORP COM 566330106 591 36665 X 01 3857 0 32808 MARKEL CORP COM 570535104 142 700 X 01 0 0 700 MARSH & MCLENNAN COS INC COM 571748102 57266 507950 X 01 301650 0 206300 MARSH SUPERMARKETS INC COM 571783307 99 6525 X 01 0 0 6525 MARSHALL & ILSLEY CORP COM 571834100 13063 209889 X 01 118172 0 91717 MARRIOTT INTL INC NEW COM 571903202 20862 464105 X 01 286759 0 177346 MARTEK BIOSCIENCES CORP COM 572901106 16271 516900 X 01 323300 185100 8500 MARTHA STEWART LIVING OMNIME COM 573083102 29 1600 X 01 0 0 1600 MARTIN MARIETTA MATLS INC COM 573284106 10558 250070 X 01 167870 350 81850 MASCO CORP COM 574599106 242007 8816274 X 01 5412001 228830 3175443 MASSBANK CORP READ MASS COM 576152102 1986 43166 X 01 0 0 43166 MASSEY ENERGY CORP COM 576206106 10245 606240 X 01 418363 175 187702 MASTEC INC COM 576323109 29 3600 X 01 0 0 3600 MATERIAL SCIENCIES CORP COM 576674105 177 16918 X 01 1869 0 15049 MATRIXONE INC COM 57685P304 10824 1213400 X 01 754400 441900 17100 MATTEL INC COM 577081102 20428 980230 X 01 504688 94900 380642 MATTHEWS INTL CORP COM 577128101 105 4200 X 01 0 0 4200 MATTSON TECHNOLOGY INC COM 577223100 34 4800 X 01 0 0 4800 MAXTOR CORP COM 577729205 1137 163540 X 01 0 0 163540 MAXIM INTEGRATED PRODS INC COM 57772K101 726243 13036132 X 01 5580592 2817550 4637990 MAXIM INTEGRATED PROD CAL 57772K9DK 0 -300 X 01 -220 -80 0 MAXIM PHARMACEUTICALS INC COM 57772M107 16 3000 X 01 0 0 3000 MAXWELL TECHNOLOGIES INC COM 577767106 12 1300 X 01 0 0 1300 MAXYGEN INC COM 577776107 55 4400 X 01 0 0 4400 MAY DEPT STORES CO COM 577778103 923217 26491161 X 01 13858742 2752463 9879956 MAVERICK TUBE CORP COM 577914104 77 4700 X 01 0 0 4700 MAXIMUS INC COM 577933104 863 28077 X 01 3048 0 25029 MAYTAG CORP COM 578592107 14277 322651 X 01 164811 17625 140215 MCAFEE COM CORP COM 579062100 16 1000 X 01 0 0 1000 MCCLATCHY CO COM 579489105 113 1900 X 01 0 0 1900 MCCORMICK & CO INC COM 579780206 14618 285900 X 01 162000 0 123900 MCDATA CORP COM 580031201 5266 443641 X 01 265912 3 177726 MCDERMOTT INTL INC COM 580037109 1598 102737 X 01 62337 0 40400 MCDONALDS CORP COM 580135101 99407 3582248 X 01 2170076 8365 1403807 MCGRATH RENTCORP COM 580589109 944 30700 X 01 0 0 30700 MCGRAW HILL COS INC COM 580645109 24873 364446 X 01 219846 0 144600 MCKESSON HBOC INC COM 58155Q103 24364 650912 X 01 386378 76 264458 MCMORAN EXPLORATION CO COM 582411104 3 900 X 01 0 0 900 MEADE INSTRUMENTS CORP COM 583062104 68 18865 X 01 2105 0 16760 MEADWESTVACO CORP COM 583334107 708635 21376620 X 01 11350471 2216971 7809178 MECHANICAL TECHNOLOGY INC COM 583538103 18 5200 X 01 0 0 5200 MEDAREX INC COM 583916101 9366 580700 X 01 576200 0 4500 MED-DESIGN CORP COM 583926100 18 1300 X 01 0 0 1300 MEDALLION FINL CORP COM 583928106 12 1600 X 01 0 0 1600 MEDIA GEN INC COM 584404107 5988 94300 X 01 56200 0 38100 MEDIAONE GROUP INC CVP 58440J500 13661 669660 X 01 0 650000 19660 MEDIACOM COMMUNICATIONS CORP COM 58446K105 9084 648400 X 01 35000 608800 4600 MEDICINES CO COM 584688105 28432 1993800 X 01 1243800 726500 23500 MEDICIS PHARMACEUTICAL CORP COM 584690309 2425 43687 X 01 3986 0 39701 MEDIMMUNE INC COM 584699102 87129 2215340 X 01 1704383 174300 336657 MEDQUIST INC COM 584949101 299 9954 X 01 4440 0 5514 MEDTRONIC INC COM 585055106 1255889 27779017 X 01 15873440 1031486 10874091 MELLON FINL CORP COM 58551A108 34760 900749 X 01 546772 0 353977 MEMBERWORKS INC COM 586002107 364 19229 X 01 1994 0 17235 MENS WEARHOUSE INC COM 587118100 1312 56202 X 01 9492 0 46710 MENTOR CORP MINN COM 587188103 9505 263437 X 01 179607 2050 81780 MENTOR GRAPHICS CORP COM 587200106 5822 275400 X 01 150300 20000 105100 MERCANTILE BANKSHARES CORP COM 587405101 12907 298350 X 01 171725 0 126625 MERCK & CO INC COM 589331107 860434 14943275 X 01 8609220 385390 5948665 MERCURY COMPUTER SYS COM 589378108 978 30607 X 01 5128 0 25479 MERCURY GENL CORP NEW COM 589400100 237 5100 X 01 3100 0 2000 MERCURY INTERACTIVE CORP COM 589405109 160100 4252313 X 01 1092845 2863000 296468 MEREDITH CORP COM 589433101 3665 86215 X 01 50215 0 36000 MERIDIAN RESOURCE CORP COM 58977Q109 26 5400 X 01 0 0 5400 MERISTAR HOSPITALITY CORP COM 58984Y103 11326 620600 X 01 308600 306100 5900 MERITAGE CORP COM 59001A102 58 900 X 01 0 0 900 MERIX CORP COM 590049102 39 2100 X 01 0 0 2100 MERRILL LYNCH & CO INC COM 590188108 1623958 29323901 X 01 14363213 6232620 8728068 MERRILL LYNCH & CO INC COM 590188587 14 1400 X 01 1400 0 0 MESA AIR GROUP INC COM 590479101 465 41482 X 01 4217 0 37265 MESABA HLDGS INC COM 59066B102 113 12750 X 01 0 0 12750 MESTEK INC COM 590829107 31 1400 X 01 0 0 1400 METASOLV INC COM 59139P104 49 6500 X 01 0 0 6500 METAWAVE COMMUNICATIONS CP COM 591409107 2 3300 X 01 0 0 3300 METHODE ELECTRS INC COM 591520200 644 51699 X 01 9827 0 41872 METLIFE INC COM 59156R108 162655 5163664 X 01 3911695 65150 1186819 METRIS COS INC COM 591598107 5078 253900 X 01 150700 0 103200 METRO GOLDWYN MAYER INC COM 591610100 537 32300 X 01 0 0 32300 METRO ONE TELECOMMUNICATIONS COM 59163F105 845 33337 X 01 5729 0 27608 METROMEDIA FIBER NETWORK INC COM 591689104 4 37800 X 01 1600 0 36200 METROMEDIA INTL GROUP INC COM 591695101 4 11800 X 01 0 0 11800 METTLER TOLEDO INTERNATIONAL COM 592688105 183 4046 X 01 0 0 4046 MICHAELS STORES INC COM 594087108 3374 89247 X 01 12961 0 76286 MICREL INC COM 594793101 32350 1282700 X 01 752800 312600 217300 MICRO GENERAL CORP COM 594838302 36 2600 X 01 0 0 2600 MICROS SYS INC COM 594901100 752 29538 X 01 8132 0 21406 MICROSOFT CORP COM 594918104 6167479 102262962 X 01 47810226 18717732 35735004 MICROSOFT CORP CAL 5949185DW 0 -2500 X 01 0 -2500 0 MSFT APR 11 60.5203 CALL(MOR) CAL 5949185DX 0 -2500 X 01 0 -2500 0 MSFT APR 5 61.11 CALL (FBC) CAL 5949185DY 0 -2500 X 01 0 -2500 0 MSFT APR 1 61.10 CALL (FBC) CAL 5949185DZ 0 -2500 X 01 0 -2500 0 MICROSOFT CORP (SBC) CAL 5949185EX 0 -2500 X 01 0 -2500 0 MICROSOFT CORP (SB) CAL 5949185EY 0 -2500 X 01 0 -2500 0 MICROSOFT CORP (SB) CAL 5949185EZ 0 -2500 X 01 0 -2500 0 MICROSOFT CORP (S) CAL 5949185FZ 0 -2500 X 01 0 -2500 0 MICROVISION INC WASH COM 594960106 22 1900 X 01 0 0 1900 MICROSTRATEGY INC COM 594972101 567 185900 X 01 5300 0 180600 MICROCHIP TECHNOLOGY INC COM 595017104 224039 5355930 X 01 961877 4145050 249003 MICROFINANCIAL INC COM 595072109 21 2400 X 01 0 0 2400 MICROMUSE INC COM 595094103 77 8800 X 01 400 0 8400 MICRON TECHNOLOGY INC COM 595112103 1342059 40792071 X 01 13550658 15847881 11393532 MICROSEMI CORP COM 595137100 651 39900 X 01 6837 0 33063 MICROTUNE INC DEL COM 59514P109 69 4800 X 01 0 0 4800 MID-AMER APT CMNTYS INC COM 59522J103 65 2500 X 01 0 0 2500 MID-ATLANTIC RLTY TR COM 595232109 12 800 X 01 0 0 800 MID ATLANTIC MED SVCS INC COM 59523C107 2139 75057 X 01 11332 0 63725 MID-STATE BANCSHARES COM 595440108 71 4000 X 01 0 0 4000 MIDAS GROUP INC COM 595626102 319 22343 X 01 3704 0 18639 MIDDLESEX WATER CO COM 596680108 42 1800 X 01 0 0 1800 MIDLAND CO COM 597486109 47 1100 X 01 0 0 1100 MIDWEST EXPRESS HLDGS INC COM 597911106 326 17848 X 01 1754 0 16094 MIDWAY GAMES INC COM 598148104 957 71089 X 01 5622 0 65467 MIDWEST BANC HOLDINGS INC COM 598251106 42 1900 X 01 0 0 1900 MILACRON INC COM 598709103 597 40938 X 01 4346 0 36592 MILLENNIUM PHARMACEUTICALS I COM 599902103 62176 2786900 X 01 1769632 536117 481151 MILLENNIUM CHEMICALS INC COM 599903101 113976 7737672 X 01 4767958 740684 2229030 MILLENNIUM CELL INC COM 60038B105 16 4000 X 01 0 0 4000 MILLER HERMAN INC COM 600544100 7322 307900 X 01 178600 0 129300 MILLIPORE CORP COM 601073109 3724 84185 X 01 45285 0 38900 MILLS CORP COM 601148109 10767 385100 X 01 192000 190300 2800 MINE SAFETY APPLIANCES CO COM 602720104 56 1500 X 01 0 0 1500 MINERALS TECHNOLOGIES INC COM 603158106 17126 326400 X 01 259800 1950 64650 MINNESOTA MNG & MFG CO COM 604059105 172196 1497222 X 01 614109 11560 871553 MIPS TECHNOLOGIES INC COM 604567107 85 11600 X 01 6400 0 5200 MIPS TECHNOLOGIES INC COM 604567206 1860 277600 X 01 91400 0 186200 MIRANT CORP COM 604675108 12759 882992 X 01 476242 67000 339750 MIRANT TR I CVP 60467Q102 627 16000 X 01 0 16000 0 MIRAVANT MED TECHNOLOGIES COM 604690107 2 2000 X 01 0 0 2000 MISSION WEST PPTYS INC COM 605203108 6581 502400 X 01 247600 252100 2700 MISSISSIPPI CHEM CORP COM 605288208 83 30035 X 01 3359 0 26676 MISSISSIPPI VY BANCSHARES IN COM 605720101 44 1100 X 01 0 0 1100 MITY ENTERPRISES INC COM 606850105 39 3000 X 01 3000 0 0 MOBILE TELESYSTEMS OJSC ADR 607409109 12291 336175 X 01 221315 42800 72060 MOBILE MINI INC COM 60740F105 577 17941 X 01 1881 0 16060 MODINE MFG CO COM 607828100 34237 1268520 X 01 1070220 8450 189850 MOHAWK INDS INC COM 608190104 15941 265281 X 01 157100 0 108181 MOLECULAR DEVICES CORP COM 60851C107 78 4300 X 01 1900 0 2400 MOLEX INC COM 608554101 12430 358534 X 01 213104 0 145430 MOLEX INC COM 608554200 563 18400 X 01 0 0 18400 MOMENTUM BUSINESS APPS INC COM 60877P108 1 39 X 01 39 0 0 MONACO COACH CORP COM 60886R103 882 36288 X 01 3749 0 32539 MONDAVI ROBERT CORP COM 609200100 50 1400 X 01 0 0 1400 MONSANTO CO NEW COM 61166W101 581 18400 X 01 15400 0 3000 MONY GROUP INC COM 615337102 8101 200924 X 01 116762 0 84162 MOODYS CORP COM 615369105 15135 368246 X 01 223296 4600 140350 MOOG INC COM 615394202 27256 851746 X 01 710922 7950 132874 MOORE LTD COM 615785102 8015 616100 X 01 602600 0 13500 MORGAN STANLEY DEAN WITTER&C COM 617446448 1616469 28205701 X 01 15578001 2159767 10467933 MORGAN ST DEAN WITTER CAL 6174469DK 0 -200 X 01 -145 -55 0 MORGAN STANLEY DEAN WITTER&C CVB 617446GL7 11515 11284000 X 01 11284000 0 0 MOTHERS WK INC COM 619903107 5 291 X 01 291 0 0 MOTOROLA INC COM 620076109 75727 5332872 X 01 3150696 44602 2137574 MOVADO GROUP INC COM 624580106 13 600 X 01 0 0 600 MOVIE GALLERY INC COM 624581104 39 2250 X 01 0 0 2250 MUELLER INDS INC COM 624756102 2489 71145 X 01 9053 0 62092 MULTEX COM INC COM 625367107 19 4100 X 01 0 0 4100 MURPHY OIL CORP COM 626717102 17875 186200 X 01 106965 0 79235 MYERS INDS INC COM 628464109 443 30518 X 01 3099 0 27419 MYKROLIS CORP COM 62852P103 73 4805 X 01 0 0 4805 MYLAN LABS INC COM 628530107 15297 519250 X 01 294000 0 225250 MYRIAD GENETICS INC COM 62855J104 14718 439200 X 01 371800 0 67400 NBT BANCORP INC COM 628778102 47 3200 X 01 0 0 3200 NBTY INC COM 628782104 1553 91030 X 01 17364 0 73666 NCI BUILDING SYS INC COM 628852105 72 3200 X 01 0 0 3200 NCO GROUP INC COM 628858102 2898 104400 X 01 60500 0 43900 NCR CORP NEW COM 62886E108 8311 185714 X 01 98951 488 86275 NDS GROUP PLC ADR 628891103 1026 73300 X 01 31900 41400 0 NS GROUP INC COM 628916108 28 3100 X 01 0 0 3100 NL INDS INC COM 629156407 43 2600 X 01 0 0 2600 NMS COMMUNICATIONS CORP COM 629248105 78 18400 X 01 4500 0 13900 NPS PHARMACEUTICALS INC COM 62936P103 219 6700 X 01 2500 0 4200 NRG ENERGY INC COM 629377102 8592 712400 X 01 37300 671800 3300 NTL INC COM 629407107 5689 20686316 X 01 21368 15312175 5352773 NTL INC CVB 629407AL1 3431 20180000 X 01 0 18980000 1200000 NUI CORP COM 629431107 445 17871 X 01 1772 0 16099 NVR INC COM 62944T105 23195 73518 X 01 29072 27350 17096 NABI BIOPHARMACEUTICALS COM 629519109 41 6700 X 01 0 0 6700 NABORS INDS INC COM 629568106 12728 301254 X 01 154442 0 146812 NACCO INDS INC COM 629579103 259 3900 X 01 3000 0 900 NANOGEN INC COM 630075109 21 4900 X 01 0 0 4900 NANOMETRICS INC COM 630077105 30 1600 X 01 0 0 1600 NAPRO BIOTHERAPUTICS INC COM 630795102 35 4000 X 01 0 0 4000 NASDAQ 100 TR COM 631100104 3334 80050 X 01 80050 0 0 NASH FINCH CO COM 631158102 415 15229 X 01 1531 0 13698 NATIONAL BEVERAGE CORP COM 635017106 16 1200 X 01 0 0 1200 NATIONAL CITY CORP COM 635405103 921293 29951015 X 01 14811440 3033361 12106214 NATIONAL COMMERCE FINL CORP COM 63545P104 23568 847784 X 01 486703 0 361081 NATIONAL HEALTHCARE CORP COM 635906100 33 2000 X 01 0 0 2000 NATIONAL FUEL GAS CO N J COM 636180101 7772 319170 X 01 186200 0 132970 NATIONAL GOLF PPTYS INC COM 63623G109 20 2700 X 01 1000 0 1700 NATIONAL GRID GROUP PLC ADR 636274102 5232 160000 X 01 0 160000 0 NATIONAL HEALTH INVS INC COM 63633D104 53 3600 X 01 0 0 3600 NATIONAL INSTRS CORP COM 636518102 9931 237475 X 01 119700 0 117775 NATIONAL-OILWELL INC COM 637071101 8253 325800 X 01 190100 0 135700 NATIONAL PENN BANCSHARES INC COM 637138108 77 3136 X 01 0 0 3136 NATIONAL PRESTO INDS INC COM 637215104 263 9156 X 01 925 0 8231 NATIONAL PROCESSING INC COM 637229105 154 5400 X 01 4000 0 1400 NATIONAL SEMICONDUCTOR CORP COM 637640103 11688 346931 X 01 212784 0 134147 NATIONAL SVC INDS INC COM 637657107 6 2975 X 01 1400 0 1575 NATIONAL WESTN LIFE INS CO COM 638522102 46 400 X 01 0 0 400 NATIONAL WESTMINSTER BK PLC PFD 638539809 26 1000 X 01 0 0 1000 NATIONAL WESTMINSTER BK PLC CVB 638539AH9 11115 10415000 X 01 10415000 0 0 NATIONWIDE FINL SVCS INC COM 638612101 81 1900 X 01 0 0 1900 NATIONWIDE HEALTH PPTYS INC COM 638620104 145 7200 X 01 0 0 7200 NATURES SUNSHINE PRODUCTS IN COM 639027101 229 20471 X 01 2101 0 18370 NAUTICA ENTERPRISES INC COM 639089101 1794 118347 X 01 4340 0 114007 NAVISTAR INTL CORP NEW COM 63934E108 32418 731781 X 01 507345 162650 61786 NAVIGANT CONSULTING INC COM 63935N107 34 5200 X 01 0 0 5200 NAVIGANT INTL INC COM 63935R108 10 700 X 01 0 0 700 NDCHEALTH CORP COM 639480102 1722 47327 X 01 7466 0 39861 NEIMAN MARCUS GROUP INC COM 640204202 6546 190000 X 01 112200 0 77800 NEIMAN MARCUS GROUP INC COM 640204301 24 722 X 01 722 0 0 NELSON THOMAS INC COM 640376109 200 16428 X 01 1859 0 14569 NEOSE TECHNOLOGIES INC COM 640522108 54 1700 X 01 0 0 1700 NEOPHARM INC COM 640919106 40 1870 X 01 0 0 1870 NETBANK INC COM 640933107 84 5000 X 01 0 0 5000 NETWORKS ASSOCS INC COM 640938106 13747 568069 X 01 322070 0 245999 NET2PHONE COM 64108N106 12 2400 X 01 0 0 2400 NETEGRITY INC COM 64110P107 628 42476 X 01 4454 0 38022 NETRO CORP COM 64114R109 22 7700 X 01 0 0 7700 NETIQ CORP COM 64115P102 15848 726656 X 01 454300 258900 13456 NETSCOUT SYS INC COM 64115T104 17 2400 X 01 0 0 2400 NETRATINGS INC COM 64116M108 30 2500 X 01 0 0 2500 NETWORK EQUIP TECHNOLOGIES COM 641208103 903 175399 X 01 2826 0 172573 NETWORK APPLIANCE INC COM 64120L104 24893 1221441 X 01 634791 345450 241200 NEUBERGER BERMAN INC COM 641234109 13907 296850 X 01 172900 0 123950 NEUROGEN CORP COM 64124E106 27 2100 X 01 0 0 2100 NEUROCRINE BIOSCIENCES INC COM 64125C109 306 7540 X 01 3200 0 4340 NEW CENTURY FINANCIAL CORP COM 64352D101 18 800 X 01 0 0 800 NEW ENGLAND BUSINESS SVC INC COM 643872104 590 23003 X 01 8049 0 14954 NEW FOCUS INC COM 644383101 24 8000 X 01 0 0 8000 NEW JERSEY RES COM 646025106 3725 123196 X 01 7710 84150 31336 NEW PLAN EXCEL RLTY TR INC COM 648053106 7150 356600 X 01 205100 0 151500 NEW YORK CMNTY BANCORP INC COM 649445103 11838 428147 X 01 252990 0 175157 NEW YORK TIMES CO COM 650111107 43741 913944 X 01 300554 9978 603412 NEWELL RUBBERMAID INC COM 651229106 216173 6763862 X 01 4205750 509712 2048400 NEWFIELD EXPL CO COM 651290108 28183 761910 X 01 432857 248500 80553 NEWMONT MINING CORP COM 651639106 20033 723486 X 01 444619 0 278867 NEWPARK RES INC COM 651718504 152 19600 X 01 10100 0 9500 NEWPORT CORP COM 651824104 6668 279000 X 01 89400 0 189600 NEWPOWER HLDGS INC COM 652463100 11 29600 X 01 0 0 29600 NWS MAY 22 27.66 CALL (SB) CAL 6524875EZ 0 -4000 X 01 0 -4000 0 NEWS CORP LTD ADR 652487703 43277 1524900 X 01 0 1485500 39400 NEWS CORP LTD ADR 652487802 17267 719479 X 01 0 719478 1 NEXTCARD INC COM 65332K107 0 4500 X 01 0 0 4500 NEXTEL COMMUNICATIONS INC COM 65332V103 73205 13606932 X 01 897487 11567678 1141767 NEXTEL COMMUNICATIONS INC PFD 65332V707 2244 64113 X 01 42782 3262 18069 NEXTEL COMMUNICATIONS INC CVB 65332VAR4 3729 6500000 X 01 0 6500000 0 NEXTEL PARTNERS INC COM 65333F107 88 14700 X 01 0 0 14700 NEXT LEVEL COMM INC COM 65333U104 9 6000 X 01 0 0 6000 NICOR INC COM 654086107 3598 78995 X 01 45414 0 33581 NIKE INC COM 654106103 29923 498634 X 01 312134 0 186500 99 CENTS ONLY STORES COM 65440K106 8358 218000 X 01 131700 0 86300 NISOURCE INC COM 65473P105 10054 438099 X 01 261044 0 177055 NISOURCE INC CVP 65473P303 1031 23000 X 01 0 23000 0 NISOURCE INC CVP 65473P600 20 8436 X 01 1697 0 6739 NOBLE AFFILIATES INC COM 654894104 9503 243300 X 01 137200 0 106100 NOKIA CORP ADR 654902204 2697666 130070670 X 01 58110916 28477936 43481818 NOBLE DRILLING CORP COM 655042109 540814 13066286 X 01 2968303 6311500 3786483 NORDSON CORP COM 655663102 3992 132400 X 01 76700 0 55700 NORDSTROM INC COM 655664100 5729 233819 X 01 136719 0 97100 NORFOLK SOUTHERN CORP COM 655844108 1267505 52945078 X 01 27514355 6189942 19240781 NORTEK INC COM 656559101 47 1300 X 01 0 0 1300 NORTEL INVERSORA S A ADR 656567401 18 10900 X 01 0 0 10900 NORTEL NETWORKS CORP NEW COM 656568102 114816 25571553 X 01 12771564 3180544 9619445 NORTH FORK BANCORPORATION NY COM 659424105 23986 674521 X 01 386200 0 288321 NORTH PITTSBURGH SYS INC COM 661562108 34 2400 X 01 0 0 2400 NORTHEAST UTILS COM 664397106 61573 3098770 X 01 2265890 10500 822380 NORTHERN TR CORP COM 665859104 57828 962030 X 01 514583 18000 429447 NORTHFIELD LABS INC COM 666135108 16 2300 X 01 0 0 2300 NORTHROP GRUMMAN CORP COM 666807102 27812 246016 X 01 151518 0 94498 NORTHWEST AIRLS CORP COM 667280101 261921 13734734 X 01 3476800 9074860 1183074 NORTHWEST BANCORP INC PA COM 667328108 47 4000 X 01 0 0 4000 NORTHWEST NAT GAS CO COM 667655104 1430 51062 X 01 8096 13650 29316 NORTHWESTERN CORP COM 668074107 790 35926 X 01 3624 0 32302 NOVARTIS A G ADR 66987V109 7055 178150 X 01 89150 0 89000 NOVADIGM INC COM 669937104 25 3200 X 01 0 0 3200 NUANCE COMMUNICATIONS INC COM 669967101 27 3900 X 01 0 0 3900 NOVAVAX INC COM 670002104 10740 938800 X 01 919600 0 19200 NOVELL INC COM 670006105 3617 929741 X 01 368685 0 561056 NOVELLUS SYS INC COM 670008101 17202 317723 X 01 171823 0 145900 NOVEN PHARMACEUTICALS INC COM 670009109 680 32792 X 01 6438 0 26354 NOVOSTE CORP COM 67010C100 53 6400 X 01 3900 0 2500 NU SKIN ENTERPRISES INC COM 67018T105 81 7600 X 01 0 0 7600 NSTAR COM 67019E107 44412 979532 X 01 678325 125650 175557 NTELOS INC COM 67019U101 13 3100 X 01 0 0 3100 NUCOR CORP COM 670346105 16801 261537 X 01 185907 800 74830 NUEVO ENERGY CO COM 670509108 336 22551 X 01 2216 0 20335 NUMERICAL TECHNOLOGIES INC COM 67053T101 78 5800 X 01 2900 0 2900 NVIDIA CORP COM 67066G104 27475 619374 X 01 306174 194200 119000 NVIDIA CORP CVB 67066GAA2 497 410000 X 01 0 0 410000 NYFIX INC COM 670712108 529 35386 X 01 3619 0 31767 O CHARLEYS INC COM 670823103 507 23508 X 01 2457 0 21051 OGE ENERGY CORP COM 670837103 36881 1538615 X 01 1256855 8825 272935 OM GROUP INC COM 670872100 23919 330834 X 01 189850 107800 33184 NUVEEN OHIO PREMIUM INC2 PFD 670980309 0 14 X 01 14 0 0 OSI PHARMACEUTICALS INC COM 671040103 86 2200 X 01 0 0 2200 OTG SOFTWARE INC COM 671059103 19 2200 X 01 0 0 2200 OAK TECHNOLOGY INC COM 671802106 183 12300 X 01 4700 0 7600 OAKLEY INC COM 673662102 29 1600 X 01 0 0 1600 OCCIDENTAL PETE CORP DEL COM 674599105 1468449 50375611 X 01 22835716 8227200 19312695 OCEAN ENERGY INC TEX COM 67481E106 14037 709301 X 01 400601 0 308700 OCEANEERING INTL INC COM 675232102 907 31259 X 01 3164 0 28095 OCEANFIRST FINL CORP COM 675234108 42 1400 X 01 0 0 1400 OCULAR SCIENCES INC COM 675744106 5858 209200 X 01 205500 0 3700 OCWEN FINL CORP COM 675746101 36 5400 X 01 0 0 5400 OFFICE DEPOT INC COM 676220106 21341 1075125 X 01 606300 0 468825 OFFICEMAX INC COM 67622M108 185 33100 X 01 17800 0 15300 OFFSHORE LOGISTICS INC COM 676255102 1188 55110 X 01 2827 0 52283 OHIO CAS CORP COM 677240103 4623 244100 X 01 141200 0 102900 OIL STS INTL INC COM 678026105 470 43500 X 01 0 0 43500 OLD NATL BANCORP IND COM 680033107 119 4856 X 01 0 0 4856 OLD REP INTL CORP COM 680223104 65603 2052013 X 01 405950 35642 1610421 OLIN CORP COM 680665205 3294 175200 X 01 102200 0 73000 OLYMPIC STEEL INC COM 68162K106 1 100 X 01 100 0 0 OMNICARE INC COM 681904108 9631 372000 X 01 219000 0 153000 OMNICOM GROUP INC COM 681919106 43143 457021 X 01 291764 21800 143457 1-800 CONTACTS INC COM 681977104 17 1600 X 01 0 0 1600 OMEGA FINL CORP COM 682092101 65 2000 X 01 0 0 2000 OMNOVA SOLUTIONS INC COM 682129101 429 51637 X 01 5157 0 46480 ON ASSIGNMENT INC COM 682159108 603 33695 X 01 7837 0 25858 ON SEMICONDUCTOR CORP COM 682189105 47 11300 X 01 0 0 11300 1 800 FLOWERS COM COM 68243Q106 37 2700 X 01 0 0 2700 ONEIDA LTD COM 682505102 3479 231943 X 01 176625 0 55318 ONEOK INC NEW COM 682680103 5171 248000 X 01 145300 0 102700 ONI SYSTEMS CORP COM 68273F103 70 11300 X 01 0 0 11300 ONYX SOFTWARE CORP COM 683402101 17 3500 X 01 0 0 3500 OPEN JT STK CO-VIMPEL COMMUN ADR 68370R109 1879 58400 X 01 2000 53600 2800 OPENWAVE SYS INC COM 683718100 274 43137 X 01 11100 0 32037 OPNET TECHNOLOGIES INC COM 683757108 20 2100 X 01 0 0 2100 OPLINK COMMUNICATIONS INC COM 68375Q106 28 17800 X 01 0 0 17800 OPTICAL CABLE CORP COM 683827109 4 4200 X 01 0 0 4200 ORACLE CORP COM 68389X105 242161 18918857 X 01 10584656 2600974 5733227 OPPENHEIMER MULTI-SECTOR INC COM 683933105 53 6255 X 01 6255 0 0 OPTION CARE INC COM 683948103 13040 789800 X 01 775700 0 14100 ORASURE TECHNOLOGIES INC COM 68554V108 8030 1327300 X 01 833100 476400 17800 ORBITAL SCIENCES CORP COM 685564106 116 22200 X 01 16100 0 6100 ORCHID BIOSCIENCES INC COM 68571P100 16 6100 X 01 0 0 6100 ORGANOGENESIS INC COM 685906109 6 4600 X 01 0 0 4600 OREGON STL MLS INC COM 686079104 27 3500 X 01 0 0 3500 O REILLY AUTOMOTIVE INC COM 686091109 26682 845162 X 01 345043 440750 59369 ORIENTAL FINL GROUP INC COM 68618W100 49 2310 X 01 0 0 2310 ORTHODONTIC CTRS AMER INC COM 68750P103 1657 60007 X 01 6560 0 53447 OSHKOSH B GOSH INC COM 688222207 665 15523 X 01 1636 0 13887 OSHKOSH TRUCK CORP COM 688239201 1245 21881 X 01 2235 0 19646 OSMONICS INC COM 688350107 35 2400 X 01 0 0 2400 OSTEOTECH INC COM 688582105 108 16137 X 01 1753 0 14384 OTTER TAIL CORP COM 689648103 130 4200 X 01 0 0 4200 OUTBACK STEAKHOUSE INC COM 689899102 11018 308025 X 01 179200 0 128825 OVERSEAS SHIPHOLDING GROUP I COM 690368105 3451 142000 X 01 84100 0 57900 OVERTURE SVCS INC COM 69039R100 25353 908049 X 01 394373 510600 3076 OWENS & MINOR INC NEW COM 690732102 1992 101406 X 01 4455 0 96951 OWENS ILL INC COM 690768403 297162 17480131 X 01 10880043 1135608 5464480 OXFORD HEALTH PLANS INC COM 691471106 19165 458600 X 01 232100 0 226500 OXFORD INDS INC COM 691497309 228 8655 X 01 939 0 7716 P A M TRANSN SVCS INC COM 693149106 3615 142900 X 01 140800 0 2100 P C CONNECTION COM 69318J100 5669 536800 X 01 526600 0 10200 PC-TEL INC COM 69325Q105 225 25976 X 01 2469 0 23507 PDI INC COM 69329V100 42 2500 X 01 1300 0 1200 PG&E CORP COM 69331C108 30312 1286596 X 01 813975 0 472621 PFF BANCORP INC COM 69331W104 81 2600 X 01 0 0 2600 P F CHANGS CHINA BISTRO INC COM 69333Y108 1014 15223 X 01 1635 0 13588 PICO HLDGS INC COM 693366205 12 800 X 01 0 0 800 PLX TECHNOLOGY INC COM 693417107 43 3500 X 01 0 0 3500 PMA CAP CORP COM 693419202 14574 635300 X 01 623500 0 11800 PMC-SIERRA INC COM 69344F106 10745 659986 X 01 338440 138611 182935 PMI GROUP INC COM 69344M101 401298 5296970 X 01 1125314 3729270 442386 PNC FINL SVCS GROUP INC COM 693475105 40653 661135 X 01 374553 200 286382 PNM RESOURCES INC COM COM 69349H107 38592 1258719 X 01 1055655 9550 193514 PPG INDS INC COM 693506107 106732 1943754 X 01 1067003 55450 821301 PPL CORP COM 69351T106 18855 476028 X 01 294109 25275 156644 PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 1114 79292 X 01 8328 0 70964 PRI AUTOMATION INC COM 69357H106 217 9300 X 01 5600 0 3700 PS BUSINESS PKS INC CALIF COM 69360J107 59 1700 X 01 0 0 1700 PSS WORLD MED INC COM 69366A100 266 27100 X 01 17000 0 10100 PACCAR INC COM 693718108 54071 738574 X 01 571799 7375 159400 PACIFIC CAP BANCORP NEW COM 69404P101 259 8400 X 01 4300 0 4100 PACIFIC CENTY FINL CORP COM 694058108 47054 1805599 X 01 1486626 11400 307573 PACIFIC CREST CAP INC COM 694166109 105 4290 X 01 0 0 4290 PACIFIC NORTHWEST BANCORP COM 69466M103 55 2100 X 01 0 0 2100 PACIFIC SUNWEAR CALIF INC COM 694873100 1034 42013 X 01 4287 0 37726 PACIFICARE HEALTH SYS DEL COM 695112102 31625 1812326 X 01 1128768 110968 572590 PACKAGING CORP AMER COM 695156109 8328 420800 X 01 250600 0 170200 PACKETEER INC COM 695210104 26 3500 X 01 0 0 3500 PACTIV CORP COM 695257105 36085 1802451 X 01 1097551 569900 135000 PAIN THERAPEUTICS INC COM 69562K100 47 4900 X 01 0 0 4900 PALL CORP COM 696429307 15762 769239 X 01 675306 0 93933 PALM HARBOR HOMES COM 696639103 53 2530 X 01 0 0 2530 PALM INC COM 696642107 5516 1382550 X 01 697372 444 684734 PANAMSAT CORP NEW COM 697933109 142 6200 X 01 0 0 6200 PAN PACIFIC RETAIL PPTYS INC COM 69806L104 18629 609388 X 01 302900 302900 3588 PANERA BREAD CO COM 69840W108 1132 17761 X 01 1882 0 15879 PAPA JOHNS INTL INC COM 698813102 2671 95800 X 01 57500 0 38300 PARAMETRIC TECHNOLOGY CORP COM 699173100 3166 524235 X 01 319035 0 205200 PAREXEL INTL CORP COM 699462107 514 32016 X 01 3282 0 28734 PARK ELECTROCHEMICAL CORP COM 700416209 1690 58283 X 01 2573 0 55710 PARK NATL CORP COM 700658107 294 2979 X 01 1254 0 1725 PARK PL ENTMT CORP COM 700690100 18561 1759349 X 01 724799 494900 539650 PARKER DRILLING CO COM 701081101 55 12500 X 01 0 0 12500 PARKER HANNIFIN CORP COM 701094104 36511 731675 X 01 381947 27475 322253 PARKERVISION INC COM 701354102 26 1300 X 01 0 0 1300 PARKWAY PPTYS INC COM 70159Q104 66 1800 X 01 0 0 1800 PARTNER COMMUNICATIONS CO LT ADR 70211M109 3731 761419 X 01 518782 0 242637 PATINA OIL & GAS CORP COM 703224105 871 27630 X 01 2812 0 24818 PATHMARK STORES INC NEW COM 70322A101 111 4652 X 01 0 0 4652 PATTERSON DENTAL CO COM 703412106 23877 546000 X 01 228300 66600 251100 PATTERSON UTI ENERGY INC COM 703481101 9386 315600 X 01 179600 0 136000 PAXAR CORP COM 704227107 930 54161 X 01 5506 0 48655 PAXSON COMMUNICATIONS CORP COM 704231109 72 6600 X 01 0 0 6600 PAYCHEX INC COM 704326107 33395 841196 X 01 509456 50000 281740 PAYLESS SHOESOURCE INC COM 704379106 5440 89101 X 01 52355 0 36746 PEABODY ENERGY CORP COM 704549104 32 1100 X 01 0 0 1100 PEC SOLUTIONS INC COM 705107100 106 4300 X 01 2600 0 1700 PEDIATRIX MED GROUP COM 705324101 1281 31432 X 01 3282 0 28150 PEGASUS COMMUNICATIONS CORP COM 705904100 88 29164 X 01 0 22564 6600 PEGASUS SOLUTIONS INC COM 705906105 590 31874 X 01 3179 0 28695 PEMSTAR INC COM 706552106 29 3000 X 01 0 0 3000 PENFORD CORP COM 707051108 138 8558 X 01 939 0 7619 PENN ENGR & MFG CORP COM 707389300 21912 1166750 X 01 1036450 13870 116430 PENN NATL GAMING INC COM 707569109 49 1400 X 01 0 0 1400 PENN VA CORP COM 707882106 40 1000 X 01 0 0 1000 PENNEY J C INC COM 708160106 10950 528748 X 01 314026 0 214722 PENNSYLVANIA RL ESTATE INVT COM 709102107 43 1700 X 01 0 0 1700 PENNZOIL-QUAKER STATE COMPAN COM 709323109 7391 344260 X 01 200099 0 144161 PENTAIR INC COM 709631105 8949 199000 X 01 115500 0 83500 PENTON MEDIA INC COM 709668107 299 39585 X 01 4115 0 35470 PENWEST PHARMACEUTICALS CO COM 709754105 41 2100 X 01 0 0 2100 PEOPLES BK BRIDGEPORT CONN COM 710198102 49 2000 X 01 0 0 2000 PEOPLES ENERGY CORP COM 711030106 3040 77189 X 01 38889 9300 29000 PEOPLESOFT INC COM 712713106 1150880 31505052 X 01 12669572 10918830 7916650 PEOPLESOFT INC (S) CAL 7127135DX 0 -5000 X 01 0 -5000 0 PEOPLESOFT INC (SB) CAL 7127135DY 0 -5000 X 01 0 -5000 0 PEOPLESOFT INC (S) CAL 7127135DZ 0 -5000 X 01 0 -5000 0 PEOPLESOFT INC (FBC) CAL 7127135EX 0 -5000 X 01 0 -5000 0 PEOPLESOFT INC (SB) CAL 7127135EY 0 -5000 X 01 0 -5000 0 PEOPLESOFT INC (MGS) CAL 7127135EZ 0 -5000 X 01 0 -5000 0 PEOPLESOFT INC CAL 7127139DU 0 -350 X 01 -255 -95 0 PEP BOYS MANNY MOE & JACK COM 713278109 1108 66566 X 01 6689 0 59877 PEPSI BOTTLING GROUP INC COM 713409100 21787 842154 X 01 599104 0 243050 PEPSIAMERICAS INC COM 71343P200 9147 634300 X 01 376600 0 257700 PEPSICO INC COM 713448108 432920 8406221 X 01 4819652 27151 3559418 PER-SE TECHNOLOGIES INC WTS 713569119 0 148 X 01 148 0 0 PER-SE TECHNOLOGIES INC COM 713569309 58 4800 X 01 0 0 4800 PEREGRINE PHARMACEUTICALS IN COM 713661106 45 20800 X 01 0 0 20800 PEREGRINE SYSTEMS INC COM 71366Q101 410 43062 X 01 7300 0 35762 PERFORMANCE FOOD GROUP CO COM 713755106 2003 61316 X 01 9653 0 51663 PERFORMANCE FOOD GROUP CO CVB 713755AA4 899 740000 X 01 0 0 740000 PERFORMANCE TECHNOLOGIES INC COM 71376K102 6 700 X 01 0 0 700 PERICOM SEMICONDUCTOR CORP COM 713831105 11945 844787 X 01 805072 0 39715 PERKINELMER INC COM 714046109 13007 703064 X 01 613164 0 89900 PEROT SYS CORP COM 714265105 391 19600 X 01 6400 0 13200 PERRIGO CO COM 714290103 3632 303900 X 01 179700 0 124200 PERSISTENCE SOFTWARE INC COM 715329108 395 429765 X 01 0 0 429765 PETROLEO BRASILEIRO SA PETRO ADR 71654V101 51277 2056853 X 01 1604352 129000 323501 PETROLEO BRASILEIRO SA PETRO ADR 71654V408 23066 871400 X 01 871400 0 0 PETSMART INC COM 716768106 381 28100 X 01 13100 0 15000 PHARMACYCLICS INC COM 716933106 16 2100 X 01 0 0 2100 PFIZER INC COM 717081103 7276863 183111805 X 01 90453228 26354237 66304340 PFIZER INC CAL 71708S9AE 0 6287 X 01 5232 1055 0 PHARMACEUTICAL PROD DEV INC COM 717124101 2347 67353 X 01 6905 0 60448 PHARMACEUTICAL RES INC COM 717125108 155 7300 X 01 4600 0 2700 PHARMACOPEIA INC COM 71713B104 41 3100 X 01 0 0 3100 PHARMACIA CORP COM 71713U102 998291 22144885 X 01 9211825 4279717 8653343 PHELPS DODGE CORP COM 717265102 7832 186044 X 01 121862 0 64182 PHILADELPHIA CONS HLDG CORP COM 717528103 1028 25839 X 01 2806 0 23033 PHILADELPHIA SUBN CORP COM 718009608 2167 92203 X 01 13616 0 78587 PHILIP MORRIS COS INC COM 718154107 2479815 47082113 X 01 20733063 14720086 11628964 PHILIP MORRIS COS INC CVB 718154CJ4 2496 2398000 X 01 2398000 0 0 PHILIP SVCS CORP DEL COM 718193105 0 4 X 01 4 0 0 PHILLIPS PETE CO COM 718507106 1759496 28017459 X 01 13270870 4284166 10462423 PHILLIPS VAN HEUSEN CORP COM 718592108 530 37555 X 01 3623 0 33932 PHOENIX COMPANIES PFD 71902E208 369 15000 X 01 0 0 15000 PHOENIX TECHNOLOGY LTD COM 719153108 450 32985 X 01 3270 0 29715 PHOTON DYNAMICS INC COM 719364101 1080 21219 X 01 2230 0 18989 PHOTRONICS INC COM 719405102 1304 38647 X 01 3978 0 34669 PIEDMONT NAT GAS INC COM 720186105 1804 50675 X 01 7929 5100 37646 PIER 1 IMPORTS INC COM 720279108 2767 134382 X 01 24362 0 110020 PILGRIMS PRIDE CORP COM 721467108 1252 89300 X 01 48900 0 40400 PILGRIMS PRIDE CORP COM 721467207 198 18450 X 01 0 0 18450 PINNACLE ENTMT INC COM 723456109 10599 1314978 X 01 1092276 11500 211202 PINNACLE HLDGS INC COM 72346N101 1 6700 X 01 0 0 6700 PINNACLE SYS INC COM 723481107 580 72794 X 01 7379 0 65415 PINNACLE WEST CAP CORP COM 723484101 10564 232940 X 01 90707 67625 74608 PIONEER NAT RES CO COM 723787107 8925 400399 X 01 231099 0 169300 PIONEER STD ELECTRS INC COM 723877106 581 41091 X 01 4110 0 36981 PITNEY BOWES INC COM 724479100 108884 2544010 X 01 685196 35270 1823544 PITTSTON CO COM 725701106 5504 219301 X 01 126901 0 92400 PIXAR COM 725811103 40 1100 X 01 0 0 1100 PIXELWORKS INC COM 72581M107 85 6600 X 01 3300 0 3300 PLACER DOME INC COM 725906101 6901 563387 X 01 334014 0 229373 PLAINS RES INC COM 726540503 753 30265 X 01 3056 0 27209 PLANAR SYS INC COM 726900103 421 16046 X 01 1646 0 14400 PLANTRONICS INC NEW COM 727493108 17071 816000 X 01 502900 224000 89100 PLATO LEARNING INC COM 72764Y100 38 2132 X 01 0 0 2132 PLAYBOY ENTERPRISES INC COM 728117300 41 2400 X 01 0 0 2400 PLAYTEX PRODS INC COM 72813P100 23739 2185945 X 01 1884945 22000 279000 PLEXUS CORP COM 729132100 4073 172600 X 01 100600 0 72000 PLUG POWER INC COM 72919P103 7 700 X 01 0 0 700 PLUM CREEK TIMBER CO INC COM 729251108 10589 356411 X 01 200654 0 155757 POGO PRODUCING CO COM 730448107 10233 322802 X 01 20943 241800 60059 POHANG IRON & STL LTD ADR 730450103 13459 514687 X 01 334627 0 180060 POLARIS INDS INC COM 731068102 2094 32874 X 01 6049 0 26825 POLO RALPH LAUREN CORP COM 731572103 123 4200 X 01 0 0 4200 POLYCOM INC COM 73172K104 40217 1634844 X 01 679735 776650 178459 POLYMEDICA CORP COM 731738100 402 15815 X 01 1642 0 14173 POLYONE CORP COM 73179P106 1484 121627 X 01 12309 0 109318 POPE & TALBOT INC COM 732827100 296 20192 X 01 1987 0 18205 POPULAR INC COM 733174106 921 31524 X 01 0 0 31524 PORTAL SOFTWARE INC COM 736126103 29 15000 X 01 0 0 15000 POSSIS MEDICAL INC COM 737407106 65 3300 X 01 0 0 3300 POST PPTYS INC COM 737464107 29060 864891 X 01 753925 6200 104766 POTLATCH CORP COM 737628107 3881 115200 X 01 66700 0 48500 POTOMAC ELEC PWR CO COM 737679100 93654 4010879 X 01 3284675 6800 719404 POWELL INDS INC COM 739128106 31 1400 X 01 0 0 1400 POWER INTEGRATIONS INC COM 739276103 701 36803 X 01 3630 0 33173 POWER-ONE INC COM 739308104 14380 1757981 X 01 1094181 590600 73200 POWERWAVE TECHNOLOGIES INC COM 739363109 3367 261600 X 01 150500 0 111100 POZEN INC COM 73941U102 21 3600 X 01 0 0 3600 PRAECIS PHARMACEUTICALS INC COM 739421105 42 8038 X 01 0 0 8038 PRAXAIR INC COM 74005P104 184494 3085187 X 01 1441692 7475 1636020 PRE PAID LEGAL SVCS INC COM 740065107 778 27224 X 01 2815 0 24409 PRECISION CASTPARTS CORP COM 740189105 7394 208800 X 01 120500 0 88300 PREFORMED LINE PRODS CO COM 740444104 8 400 X 01 400 0 0 PREMIER FARNELL PLC ADR 74050U107 19 1969 X 01 1969 0 0 PREMIER FARNELL PLC ADR 74050U206 32 1587 X 01 1587 0 0 PRENTISS PPTYS TR COM 740706106 251 8500 X 01 3600 0 4900 PRESIDENTIAL LIFE CORP COM 740884101 1769 77767 X 01 3864 0 73903 PRESSTEK INC COM 741113104 309 53300 X 01 0 0 53300 PRICE COMMUNICATIONS CORP COM 741437305 4032 228555 X 01 134700 0 93855 PRICE T ROWE GROUP INC COM 74144T108 8529 219096 X 01 126496 0 92600 PRICELINE COM INC COM 741503106 135 25800 X 01 11300 0 14500 PRICESMART INC COM 741511109 22 600 X 01 0 0 600 PRIDE INTL INC DEL COM 74153Q102 8506 535000 X 01 311200 0 223800 PRIMEDIA INC COM 74157K101 43 13500 X 01 0 0 13500 PRIME GROUP REALTY TRUST COM 74158J103 18 2400 X 01 0 0 2400 PRIMA ENERGY CORP COM 741901201 400 16053 X 01 1651 0 14402 PRIME HOSPITALITY CORP COM 741917108 30369 2309455 X 01 1947588 22700 339167 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 18699 739100 X 01 3700 640400 95000 PRIORITY HEALTHCARE CORP COM 74264T102 36130 1389066 X 01 841486 482000 65580 PRIORITY HEALTHCARE CORP COM 74264T201 0 536 X 01 0 0 536 PRIVATE MEDIA GROUP INC COM 74266R104 16 2900 X 01 0 0 2900 PROBUSINESS SERVICES INC COM 742674104 58 2700 X 01 0 0 2700 PROASSURANCE CORP COM 74267C106 47 2600 X 01 0 0 2600 PROCTER & GAMBLE CO COM 742718109 805994 8946546 X 01 3650863 3428075 1867608 PRIVATEBANCORP INC COM 742962103 54 2200 X 01 0 0 2200 PROGENICS PHARMACEUTICALS IN COM 743187106 29 1900 X 01 0 0 1900 PROGRESS ENERGY INC COM 743263105 28069 560927 X 01 241772 154500 164655 PROGRESS ENERGY INC-CVO CVB 743263AA3 0 16350 X 01 6800 0 9550 PROGRESS SOFTWARE CORP COM 743312100 839 46278 X 01 4691 0 41587 PROGRESSIVE CORP OHIO COM 743315103 162318 974182 X 01 511720 18525 443937 PROLOGIS TR COM 743410102 22277 954060 X 01 465800 459500 28760 PROQUEST COMPANY COM 74346P102 116 2700 X 01 0 0 2700 PROSPERITY BANCSHARES INC COM 743606105 42 1300 X 01 0 0 1300 PROTECTIVE LIFE CORP COM 743674103 8765 281100 X 01 165400 0 115700 PROTEIN DESIGN LABS INC COM 74369L103 22283 1300835 X 01 1018833 0 282002 PROTEIN DESIGN LABS INC CVB 74369LAB9 447 525000 X 01 0 0 525000 PROTON ENERGY SYS INC COM 74371K101 33 5100 X 01 0 0 5100 PROVIDENT BANKSHARES CORP COM 743859100 973 40526 X 01 9807 0 30719 PROVIDENT FINL GROUP INC COM 743866105 5697 197800 X 01 115000 0 82800 PROVINCE HEALTHCARE CO COM 743977100 1418 44649 X 01 7414 0 37235 PROVINCE HEALTHCARE CO CVB 743977AC4 47 45000 X 01 0 0 45000 PROVIDIAN FINL CORP COM 74406A102 4172 552618 X 01 345312 706 206600 PRUDENTIAL FINL INC COM 744320102 1042 33560 X 01 33560 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 22445 490064 X 01 228482 104200 157382 PUBLIC STORAGE INC COM 74460D109 8501 229700 X 01 104500 103400 21800 PUERTO RICAN CEM INC COM 745075101 356 15300 X 01 0 0 15300 PUGET ENERGY INC NEW COM 745310102 50646 2436053 X 01 1984675 1700 449678 PULITZER INC COM 745769109 75 1400 X 01 0 0 1400 PULTE CORP COM 745867101 126231 2638058 X 01 1918619 84015 635424 PUMATECH INC COM 745887109 18 13800 X 01 8900 0 4900 PURE RES INC COM 74622E102 187 8300 X 01 6200 0 2100 QLT INC COM 746927102 11388 667940 X 01 640400 0 27540 QRS CORP COM 74726X105 241 20392 X 01 1987 0 18405 QLOGIC CORP COM 747277101 13304 268668 X 01 90328 0 178340 QUAKER CHEM CORP COM 747316107 245 10510 X 01 1175 0 9335 QUALCOMM INC COM 747525103 265950 7065620 X 01 3137660 1485625 2442335 QUALITY DINING INC COM 74756P105 55 16315 X 01 0 0 16315 QUANEX CORP COM 747620102 4068 114597 X 01 66905 400 47292 QUANTA SVCS INC COM 74762E102 4097 236949 X 01 140300 0 96649 QUANTUM CORP COM 747906204 145382 18264128 X 01 12588561 1063718 4611849 QUEST DIAGNOSTICS INC COM 74834L100 69043 833352 X 01 416359 251200 165793 QUEST SOFTWARE INC COM 74834T103 30 2000 X 01 0 0 2000 QUESTAR CORP COM 748356102 8793 342000 X 01 190200 18000 133800 QUICKSILVER RESOURCES INC COM 74837R104 53 2300 X 01 0 0 2300 QUIKSILVER INC COM 74838C106 667 30471 X 01 3053 0 27418 QUILMES INDL QUINSA SOCIETE ADR 74838Y108 1966 189080 X 01 189080 QUINENCO S A ADR 748718103 851 140000 X 01 50000 0 90000 QUINTILES TRANSNATIONAL CORP COM 748767100 4485 252693 X 01 121193 0 131500 QUIXOTE CORP COM 749056107 1026 55000 X 01 0 0 55000 QWEST COMMUNICATIONS INTL IN COM 749121109 1123594 136690206 X 01 63438193 18386197 54865816 QWEST COMMUNICA (MOR) CAL 7491215DX 0 -4000 X 01 0 -4000 0 QWEST COMMUNICAT (GS) CAL 7491215DY 0 -3000 X 01 0 -3000 0 QWEST COMMUNICA (SBC) CAL 7491215DZ 0 -2500 X 01 0 -2500 0 R & G FINANCIAL CORP COM 749136107 38 1900 X 01 0 0 1900 RCN CORP COM 749361101 12 8567 X 01 1867 0 6700 RFS HOTEL INVS INC COM 74955J108 7588 516200 X 01 439350 6300 70550 R H DONNELLEY CORP COM 74955W307 131 4300 X 01 0 0 4300 R G S ENERGY GROUP INC COM 74956K104 1778 45307 X 01 4579 0 40728 RLI CORP COM 749607107 7577 146558 X 01 121614 2050 22894 RPC INC COM 749660106 39 2600 X 01 0 0 2600 RPM INC OHIO COM 749685103 6596 424159 X 01 247547 0 176612 RSA SEC INC COM 749719100 2133 236950 X 01 134400 0 102550 RTI INTL METALS INC COM 74973W107 29824 2582180 X 01 2226925 23000 332255 RF MICRODEVICES INC COM 749941100 12108 676400 X 01 384900 0 291500 RF MICRODEVICES INC CVB 749941AB6 471 555000 X 01 0 0 555000 RADIAN GROUP INC COM 750236101 52427 1068187 X 01 378137 446518 243532 RADIANT SYSTEMS INC COM 75025N102 315 34819 X 01 3517 0 31302 RADIO ONE INC COM 75040P405 105 5100 X 01 0 0 5100 RADIOSHACK CORP COM 750438103 10351 344572 X 01 212684 0 131888 RADISYS CORP COM 750459109 393 21844 X 01 2229 0 19615 RAILAMERICA INC COM 750753105 35 3300 X 01 0 0 3300 RAINBOW TECHNOLOGIES INC COM 750862104 331 32860 X 01 3390 0 29470 RAMBUS INC DEL COM 750917106 230 29500 X 01 10100 0 19400 RALCORP HLDGS INC NEW COM 751028101 1163 42752 X 01 7678 0 35074 RANGE RES CORP COM 75281A109 38 7300 X 01 0 0 7300 RARE HOSPITALITY INTL INC COM 753820109 711 27971 X 01 2817 0 25154 RATIONAL SOFTWARE CORP COM 75409P202 71016 4486166 X 01 426356 3874780 185030 RAYMOND JAMES FINANCIAL INC COM 754730109 2229 65116 X 01 9975 0 55141 RAYONIER INC COM 754907103 5930 111294 X 01 64194 0 47100 RAYOVAC CORP COM 755081106 154 10000 X 01 6500 0 3500 RAYTHEON CO COM 755111507 49261 1200032 X 01 832576 3250 364206 RAYTHEON CO CVB 755111AB7 9932 9798000 X 01 9798000 0 0 READ-RITE CORP COM 755246105 479 156003 X 01 15698 0 140305 READERS DIGEST ASSN INC COM 755267101 9551 426200 X 01 244300 0 181900 REALNETWORKS INC COM 75605L104 336 47930 X 01 34330 0 13600 REALTY INCOME CORP COM 756109104 309 9300 X 01 4700 0 4600 RECKSON ASSOCS RLTY CORP COM 75621K106 5164 209400 X 01 108000 93700 7700 RECKSON ASSOCS RLTY CORP CVP 75621K205 1356 55800 X 01 0 1500 54300 RED HAT INC COM 756577102 130 22700 X 01 13500 0 9200 REDBACK NETWORKS INC COM 757209101 1745 513100 X 01 300 0 512800 REDWOOD TR INC COM 758075402 46 1700 X 01 0 0 1700 REEBOK INTL LTD COM 758110100 3355 124138 X 01 76538 0 47600 REGAL BELOIT CORP COM 758750103 37564 1470227 X 01 1293780 10400 166047 REGENCY CTRS CORP COM 758849103 250 8600 X 01 4400 0 4200 REGENT COMMUNICATIONS INC DE COM 758865109 38 4600 X 01 0 0 4600 REGENERON PHARMACEUTICALS COM 75886F107 1480 59219 X 01 10552 0 48667 REGENERATION TECH INC DEL COM 75886N100 20 2700 X 01 0 0 2700 REGIS CORP MINN COM 758932107 1650 58744 X 01 10114 0 48630 REGIONS FINL CORP COM 758940100 296163 8621924 X 01 5353916 285560 2982448 REHABCARE GROUP INC COM 759148109 631 22144 X 01 2228 0 19916 REGISTER COM INC COM 75914G101 26 2900 X 01 0 0 2900 REINSURANCE GROUP AMER INC COM 759351109 12605 402591 X 01 253286 143756 5549 RELIANCE STEEL & ALUMINUM CO COM 759509102 25274 916052 X 01 780738 6750 128564 RELIANT RES INC COM 75952B105 41851 2474945 X 01 1049950 316560 1108435 RELIANT ENERGY INC COM 75952J108 15449 599038 X 01 377791 241 221006 REMEC INC COM 759543101 64 6900 X 01 0 0 6900 REMINGTON OIL & GAS CORP COM 759594302 574 28487 X 01 2932 0 25555 RENAISSANCE LEARNING INC COM 75968L105 114 3500 X 01 2200 0 1300 RENAL CARE GROUP INC COM 759930100 2238 68234 X 01 6447 0 61787 RENT A CTR INC NEW COM 76009N100 19567 383000 X 01 240500 137800 4700 RENT WAY INC COM 76009U104 27 3200 X 01 0 0 3200 REPSOL YPF S A ADR 76026T205 3810 300000 X 01 0 300000 0 REPUBLIC BANCORP INC COM 760282103 122 8735 X 01 0 0 8735 REPUBLIC SVCS INC COM 760759100 13306 712300 X 01 407700 0 304600 RESEARCH FRONTIERS INC COM 760911107 30 1700 X 01 0 0 1700 RESMED INC COM 761152107 1561 38890 X 01 4220 0 34670 RESMED INC CVB 761152AB3 182 205000 X 01 0 0 205000 RESONATE INC COM 76115Q104 39 15000 X 01 15000 0 0 RESORTQUEST INTL INC COM 761183102 7 1000 X 01 0 0 1000 RESOURCES CONNECTION INC COM 76122Q105 16840 582100 X 01 572700 0 9400 RESPIRONICS INC COM 761230101 1407 43434 X 01 7690 0 35744 RETEK INC COM 76128Q109 25161 958500 X 01 864400 0 94100 REUNION INDS INC COM 761312107 0 595 X 01 0 0 595 REUTERS GROUP PLC ADR 76132M102 671 14211 X 01 11778 1733 700 REYNOLDS & REYNOLDS CO COM 761695105 8787 292900 X 01 172500 0 120400 REYNOLDS R J TOB HLDGS INC COM 76182K105 48478 748689 X 01 465804 365 282520 RIBOZYME PHARMACEUTICALS INC COM 762567105 5 1700 X 01 0 0 1700 RIGEL PHARMACEUTICALS INC COM 766559108 19 5400 X 01 0 0 5400 RIGGS NATL CORP WASH DC COM 766570105 1314 85587 X 01 53740 0 31847 RIGHT MGMT CONSULTANTS INC COM 766573109 53 2100 X 01 0 0 2100 RIGHT START INC COM 766574206 4 500 X 01 500 0 0 RITE AID CORP COM 767754104 119 34305 X 01 0 5 34300 RIVERDEEP GROUP PLC ADR 76870Q109 559 25000 X 01 0 25000 0 RIVERSTONE NETWORKS INC COM 769320102 1642 273588 X 01 0 0 273588 RIVIANA FOODS INC COM 769536103 41 1900 X 01 0 0 1900 ROADWAY EXPRESS INC DEL COM 769742107 884 23887 X 01 2570 0 21317 ROANOKE ELEC STL CORP COM 769841107 447 33337 X 01 0 0 33337 ROBBINS & MYERS INC COM 770196103 408 14929 X 01 1531 0 13398 ROBBINS & MYERS INC CVB 770196AA1 159 150000 X 01 150000 0 0 ROBERT HALF INTL INC COM 770323103 8883 300930 X 01 170930 0 130000 ROBOTIC VISION SYS INC COM 771074101 484 400000 X 01 0 0 400000 ROCK-TENN CO COM 772739207 18498 862400 X 01 739200 7600 115600 ROCKWELL INTL CORP NEW COM 773903109 7355 366659 X 01 230759 0 135900 ROCKWELL COLLINS INC COM 774341101 8950 354859 X 01 219859 0 135000 ROGERS COMMUNICATIONS INC COM 775109200 331 24185 X 01 0 0 24185 ROGERS CORP COM 775133101 675 20314 X 01 2115 0 18199 ROHM & HAAS CO COM 775371107 18532 438428 X 01 277585 0 160843 ROHN INDS INC COM 775381106 11 7500 X 01 0 0 7500 ROLLINS INC COM 775711104 2539 120350 X 01 70850 0 49500 ROPER INDS INC NEW COM 776696106 2212 44472 X 01 8348 0 36124 ROSLYN BANCORP INC COM 778162107 7513 362950 X 01 216550 0 146400 ROSS STORES INC COM 778296103 12518 330900 X 01 189600 0 141300 ROUSE CO COM 779273101 12417 400800 X 01 201200 195000 4600 ROWAN COS INC COM 779382100 18206 790206 X 01 620526 10900 158780 ROXIO INC COM 780008108 679 29945 X 01 2464 0 27481 ROYAL APPLIANCE MFG CO COM 780076105 84 15746 X 01 1747 0 13999 ROYAL DUTCH PETE CO ADR 780257804 289430 5328236 X 01 3596184 4900 1727152 RUBY TUESDAY INC COM 781182100 2087 89783 X 01 14928 0 74855 RUDDICK CORP COM 781258108 3102 186400 X 01 108800 0 77600 RUDOLPH TECHNOLOGIES INC COM 781270103 863 19999 X 01 2123 0 17876 RURAL CELLULAR CORP COM 781904107 18 4120 X 01 2800 0 1320 RUSS BERRIE & CO COM 782233100 11809 366744 X 01 304913 3320 58511 RUSSELL CORP COM 782352108 1283 86122 X 01 21605 1000 63517 RYANS FAMILY STEAK HOUSE INC COM 783519101 954 39734 X 01 3990 0 35744 RYDER SYS INC COM 783549108 9596 324842 X 01 248787 0 76055 RYERSON TULL INC NEW COM 78375P107 349 31896 X 01 3161 0 28735 RYLAND GROUP INC COM 783764103 1659 18387 X 01 2864 0 15523 S & T BANCORP INC COM 783859101 252 9900 X 01 5900 0 4000 SBC COMMUNICATIONS INC COM 78387G103 1148229 30668500 X 01 14500910 7544594 8622996 SBS TECHNOLOGIES INC COM 78387P103 20273 1586272 X 01 1479963 5800 100509 SBA COMMUNICATIONS CORP COM 78388J106 20 6030 X 01 0 0 6030 SCM MICROSYSTEMS INC COM 784018103 268 22900 X 01 5481 0 17419 SCP POOL CORP COM 784028102 1013 32267 X 01 3292 0 28975 SCPIE HLDGS INC COM 78402P104 206 12104 X 01 1279 0 10825 SEI INVESTMENTS CO COM 784117103 18909 441700 X 01 256100 0 185600 SEMCO ENERGY INC COM 78412D109 24 2500 X 01 0 0 2500 SJW CORP COM 784305104 49 600 X 01 0 0 600 SK TELECOM LTD ADR 78440P108 61408 2496261 X 01 1090144 279392 1126725 SL GREEN RLTY CORP COM 78440X101 16578 493400 X 01 249000 240400 4000 SLI INC COM 78442T108 110 43044 X 01 4344 0 38700 SPS TECHNOLOGIES INC COM 784626103 1545 36468 X 01 1759 0 34709 SPDR TR COM 78462F103 4393 36903 X 01 25500 0 11403 SPSS INC COM 78462K102 371 21161 X 01 2215 0 18946 SPX CORP COM 784635104 27223 192280 X 01 93500 0 98780 S1 CORPORATION COM 78463B101 229 14800 X 01 5800 0 9000 SABA SOFTWARE INC COM 784932105 17 4000 X 01 0 0 4000 SWS GROUP INC COM 78503N107 450 22207 X 01 2265 0 19942 S Y BANCORP INC COM 785060104 40 1100 X 01 0 0 1100 SABINE ROYALTY TR COM 785688102 245 10006 X 01 0 0 10006 SABRE HLDGS CORP COM 785905100 13050 279379 X 01 156757 5781 116841 SAFECO CORP COM 786429100 17516 546696 X 01 342416 530 203750 SAFEGUARD SCIENTIFICS INC COM 786449108 54 18000 X 01 0 0 18000 SAFEWAY INC COM 786514208 49090 1090409 X 01 627638 91485 371286 SAGA COMMUNICATIONS COM 786598102 50 2000 X 01 0 0 2000 ST FRANCIS CAP CORP COM 789374105 12 500 X 01 0 0 500 ST JOE CO COM 790148100 63 2100 X 01 0 0 2100 ST JUDE MED INC COM 790849103 12733 165041 X 01 98449 0 66592 ST MARY LD & EXPL CO COM 792228108 778 35814 X 01 3631 0 32183 ST PAUL COS INC COM 792860108 134349 2930185 X 01 2081013 6062 843110 SAKS INC COM 79377W108 9019 685890 X 01 369536 0 316354 SALEM COMMUNICATIONS CORP DE COM 794093104 38 1600 X 01 0 0 1600 SALOMON SB TAX ADV. EXCH FUND COM 7954779A8 0 404 X 01 0 151 253 SALTON INC COM 795757103 295 14854 X 01 1413 0 13441 SANCHEZ COMPUTER ASSOCS INC COM 799702105 76 11200 X 01 7100 0 4100 SANDISK CORP COM 80004C101 6025 277660 X 01 162560 0 115100 SANDY SPRING BANCORP INC COM 800363103 68 2085 X 01 0 0 2085 SANGAMO BIOSCIENCES INC COM 800677106 25 2700 X 01 0 0 2700 SANMINA-SCI CORP COM 800907107 640479 54508820 X 01 8362874 39464623 6681323 SANMINA - SCI C (SBC) CAL 8009075DW 0 -5000 X 01 0 -5000 0 SANMINA - SCI C (FBC) CAL 8009075DX 0 -5000 X 01 0 -5000 0 SANMINA CORP (FBC) CAL 8009075DY 0 -1000 X 01 0 -1000 0 SANM APR 18 14.06 CALL (SB) CAL 8009075DZ 0 -10000 X 01 0 -10000 0 SANMINA - SCI CO (MT) CAL 8009075ES 0 -5000 X 01 0 -5000 0 SANMINA - SCI COR (S) CAL 8009075ET 0 -5000 X 01 0 -5000 0 SANMINA - SCI C (SBC) CAL 8009075EU 0 -5000 X 01 0 -5000 0 SANMINA - SCI COR (S) CAL 8009075EV 0 -5000 X 01 0 -5000 0 SANMINA - SCI CO (MT) CAL 8009075EW 0 -5000 X 01 0 -5000 0 SANMINA - SCI CO (SB) CAL 8009075EX 0 -5000 X 01 0 -5000 0 SANMINA - SCI C (MGS) CAL 8009075EY 0 -5000 X 01 0 -5000 0 SANM MAY 6 12.88 CALL (MGS) CAL 8009075EZ 0 -5000 X 01 0 -5000 0 SANMINA - SCI C (MOR) CAL 8009075FV 0 -5000 X 01 0 -5000 0 SANMINA - SCI C (MGS) CAL 8009075FW 0 -5000 X 01 0 -5000 0 SANMINA - SCI C (FBC) CAL 8009075FX 0 -5000 X 01 0 -5000 0 SANMINA - SCI C (MOR) CAL 8009075FY 0 -5000 X 01 0 -5000 0 SANMINA - SCI C (MOR) CAL 8009075FZ 0 -5000 X 01 0 -5000 0 SANMINA CORP CVB 800907AB3 433 465000 X 01 0 0 465000 SANGSTAT MED CORP COM 801003104 89 3300 X 01 0 0 3300 SANTA FE ENERGY TR COM 802013102 12 525 X 01 525 0 0 SANTANDER BANCORP COM 802809103 39 2000 X 01 0 0 2000 SAPIENT CORP COM 803062108 21359 4496595 X 01 373295 3999600 123700 SARA LEE CORP COM 803111103 117603 5664894 X 01 4123606 36746 1504542 SATCON TECHNOLOGY CORP COM 803893106 19 5700 X 01 0 0 5700 SATYAM COMPUTER SERVICES LTD ADR 804098101 15581 1246505 X 01 895805 149800 200900 SAUER-DANFOSS INC COM 804137107 38 3700 X 01 0 0 3700 SAUL CTRS INC COM 804395101 44 2000 X 01 0 0 2000 SCANA CORP NEW COM 80589M102 13555 442961 X 01 252228 0 190733 SCANSOURCE INC COM 806037107 27142 451500 X 01 273000 173300 5200 SCHAWK INC COM 806373106 10 1000 X 01 0 0 1000 SCHEIN HENRY INC COM 806407102 7590 172300 X 01 100100 0 72200 SCHERING PLOUGH CORP COM 806605101 1369394 43750598 X 01 19779770 13110199 10860629 SCHLUMBERGER LTD COM 806857108 72190 1227305 X 01 675696 0 551609 SCHOLASTIC CORP COM 807066105 7912 146000 X 01 85900 0 60100 SCHOOL SPECIALTY INC COM 807863105 613 22929 X 01 2339 0 20590 SCHULMAN A INC COM 808194104 2175 118942 X 01 68480 0 50462 SCHWAB CHARLES CORP NEW COM 808513105 59102 4515083 X 01 2507079 0 2008004 SCHWEITZER-MAUDUIT INTL INC COM 808541106 28066 1129398 X 01 990800 11660 126938 SCIENTIFIC ATLANTA INC COM 808655104 9419 407730 X 01 193305 0 214425 SCIENTIFIC GAMES CORP COM 80874P109 43 5100 X 01 0 0 5100 SCIOS INC COM 808905103 344 11900 X 01 5000 0 6900 SCITEX LTD COM 809090103 8820 2764900 X 01 805600 0 1959300 SCOTTS CO COM 810186106 1798 39282 X 01 7254 0 32028 SCRIPPS E W CO OHIO COM 811054204 27272 332105 X 01 117200 8700 206205 SEABOARD CORP COM 811543107 30 100 X 01 0 0 100 SEACHANGE INTL INC COM 811699107 44 2900 X 01 0 0 2900 SEACOAST FINL SVCS CORP COM 81170Q106 67 3400 X 01 0 0 3400 SEACOR SMIT INC COM 811904101 7321 149412 X 01 112639 0 36773 SEALED AIR CORP NEW COM 81211K100 7900 167793 X 01 103827 0 63966 SEARS ROEBUCK & CO COM 812387108 811549 15828917 X 01 6920295 3126549 5782073 SECOND BANCORP INC COM 813114105 41 1700 X 01 0 0 1700 SECURE COMPUTING CORP COM 813705100 82 4200 X 01 0 0 4200 SECURITY CAP GROUP INC COM 81413P204 204 8000 X 01 0 0 8000 SEEBEYOND TECHNOLOGIES CORP COM 815704101 34 4400 X 01 0 0 4400 SEITEL INC COM 816074306 18587 2031340 X 01 1721918 17950 291472 SELECT MEDICAL CORP COM 816196109 32 2000 X 01 0 0 2000 SELECTICA INC COM 816288104 23 5900 X 01 0 0 5900 SELECTIVE INS GROUP INC COM 816300107 1030 38583 X 01 9082 0 29501 SEMTECH CORP COM 816850101 34730 951500 X 01 579200 241500 130800 SEMTECH CORP CVB 816850AD3 373 340000 X 01 0 0 340000 SEMPRA ENERGY COM 816851109 9712 386174 X 01 227362 0 158812 SEMITOOL INC COM 816909105 45 3440 X 01 0 0 3440 SENIOR HSG PPTYS TR COM 81721M109 8466 587900 X 01 290700 293900 3300 SENSIENT TECHNOLOGIES CORP COM 81725T100 4590 199400 X 01 117600 0 81800 SEPRACOR INC COM 817315104 9087 468400 X 01 278600 0 189800 SEQUA CORPORATION COM 817320104 2182 41800 X 01 24500 0 17300 SEQUENOM INC COM 817337108 25 3600 X 01 0 0 3600 SERENA SOFTWARE INC COM 817492101 9629 493791 X 01 215418 276330 2043 SEROLOGICALS CORP COM 817523103 42 2700 X 01 0 0 2700 SERONO S A ADR 81752M101 58489 2611110 X 01 2411327 0 199783 SERVICE CORP INTL COM 817565104 121 22900 X 01 0 0 22900 SERVICEMASTER CO COM 81760N109 1110 80700 X 01 6700 0 74000 SERVICEWARE TECHNOLOGIES INC COM 81763Q109 200 400000 X 01 400000 0 0 7-ELEVEN INC COM 817826209 40 3600 X 01 0 0 3600 SHAW GROUP INC COM 820280105 1477 53705 X 01 5389 0 48316 SHERWIN WILLIAMS CO COM 824348106 374870 13162568 X 01 5989423 1322784 5850361 SHOPKO STORES INC COM 824911101 682 37680 X 01 3747 0 33933 SHUFFLE MASTER INC COM 825549108 56 2700 X 01 0 0 2700 SHURGARD STORAGE CTRS INC COM 82567D104 1603 47272 X 01 9432 0 37840 SICOR INC COM 825846108 76500 4478935 X 01 2400012 2044050 34873 SIDERCA S A I C ADR 825863103 3612 195231 X 01 134591 0 60640 SIEBEL SYS INC COM 826170102 40611 1245361 X 01 561630 47600 636131 SIERRA HEALTH SVCS INC COM 826322109 3414 261006 X 01 3577 0 257429 SIERRA PAC RES NEW COM 826428104 37221 2466615 X 01 2018610 13400 434605 SIGMA ALDRICH CORP COM 826552101 6287 133883 X 01 75983 0 57900 SIGNALSOFT CORP COM 82668M102 7 3900 X 01 0 0 3900 SILICON LABORATORIES INC COM 826919102 12703 359561 X 01 157091 200730 1740 SILGAN HOLDINGS INC COM 827048109 70 2100 X 01 0 0 2100 SILICON GRAPHICS INC COM 827056102 1062 249801 X 01 0 0 249801 SILICON STORAGE TECHNOLOGY I COM 827057100 123 11700 X 01 0 0 11700 SILICON IMAGE INC COM 82705T102 113 13200 X 01 0 0 13200 SILICON VY BANCSHARES COM 827064106 6808 225060 X 01 121500 0 103560 SILICONIX INC COM 827079203 39 1300 X 01 0 0 1300 SILICONWARE PRECISION INDS L ADR 827084864 469 90100 X 01 0 0 90100 SIMMONS 1ST NATL CORP COM 828730200 39 1200 X 01 0 0 1200 SIMON PPTY GROUP INC NEW COM 828806109 16766 513818 X 01 253350 229750 30718 SIMPLEX SOLUTIONS INC COM 828854109 16 1600 X 01 0 0 1600 SIMPSON MANUFACTURING CO INC COM 829073105 943 15418 X 01 1639 0 13779 SINCLAIR BROADCAST GROUP INC COM 829226109 251 18500 X 01 13100 0 5400 SIRENZA MICRODEVICES INC COM 82966T106 3982 734600 X 01 721200 0 13400 SIRIUS SATELLITE RADIO INC COM 82966U103 57 10800 X 01 3500 0 7300 SIPEX CORP COM 829909100 33 3000 X 01 0 0 3000 SIX FLAGS INC COM 83001P109 6679 373992 X 01 216151 0 157841 SKECHERS U S A INC COM 830566105 38 2000 X 01 0 0 2000 SKILLSOFT CORP COM 83066P101 28 1200 X 01 0 0 1200 SKY FINL GROUP INC COM 83080P103 142 6400 X 01 0 0 6400 SKYLINE CORP COM 830830105 346 11128 X 01 1158 0 9970 SKYWEST INC COM 830879102 1715 68805 X 01 7504 0 61301 SMART & FINAL INC COM 831683107 37 3600 X 01 0 0 3600 SMARTFORCE PUB LTD CO ADR 83170A206 17752 1690695 X 01 1017300 656695 16700 SMITH A O COM 831865209 759 29804 X 01 3117 0 26687 SMITH INTL INC COM 832110100 14343 211700 X 01 123300 0 88400 SMITHFIELD FOODS INC COM 832248108 17672 677100 X 01 416500 0 260600 SMUCKER J M CO COM 832696306 3403 100688 X 01 57100 0 43588 SMURFIT-STONE CONTAINER CORP COM 832727101 673840 39313906 X 01 18410319 6783310 14120277 SNAP ON INC COM 833034101 21658 636063 X 01 555388 525 80150 SOLA INTL INC COM 834092108 458 31117 X 01 3147 0 27970 SOLECTRON CORP COM 834182107 544666 69828933 X 01 26066701 20562475 23199757 SOLECTRON CORP (GS) CAL 8341825DV 0 -1600 X 01 0 -1600 0 SOLECTRON CORP (SB) CAL 8341825DW 0 -1500 X 01 0 -1500 0 SOLECTRON CORP (MOR) CAL 8341825DX 0 -2500 X 01 0 -2500 0 SOLECTRON CORP (MT) CAL 8341825DY 0 -1500 X 01 0 -1500 0 SLR APR 1 10.8 CALL (GS) CAL 8341825DZ 0 -1500 X 01 0 -1500 0 SOLECTRON CORP (FBC) CAL 8341825EY 0 -3000 X 01 0 -3000 0 SOLECTRON CORP (SBC) CAL 8341825EZ 0 -3000 X 01 0 -3000 0 SOLUTIA INC COM 834376105 4544 522350 X 01 328600 0 193750 SOMERA COMMUNICATION COM 834458101 37 5000 X 01 0 0 5000 SONIC CORP COM 835451105 1460 56780 X 01 10631 0 46149 SONIC AUTOMOTIVE INC COM 83545G102 6111 203820 X 01 0 0 203820 SONICBLUE INC COM 83546Q109 63 25000 X 01 12700 0 12300 SONICWALL INC COM 835470105 12563 963400 X 01 604600 342800 16000 SONOCO PRODS CO COM 835495102 247288 8643427 X 01 3298507 812410 4532510 SONOSITE INC COM 83568G104 31 1600 X 01 0 0 1600 SONY CORP ADR 835699307 103 2000 X 01 2000 0 0 SORRENTO NETWORKS CORP COM 83586Q100 7 2900 X 01 0 0 2900 SOTHEBYS HLDGS INC COM 835898107 3984 248200 X 01 148900 0 99300 SONUS NETWORKS INC COM 835916107 35 13400 X 01 0 0 13400 SOUNDVIEW TECHNOLOGY GROUP N COM 83611Q109 33 14700 X 01 0 0 14700 SOURCECORP COM 836167106 656 22241 X 01 2329 0 19912 SOUTH FINL GROUP INC COM 837841105 1086 53386 X 01 5395 0 47991 SOUTH JERSEY INDS INC COM 838518108 356 11290 X 01 0 0 11290 SOUTHERN CO COM 842587107 35418 1337027 X 01 813442 355 523230 SOUTHERN PERU COPPER CORP COM 843611104 58 4500 X 01 0 0 4500 SOUTHERN UN CO NEW COM 844030106 1191 64994 X 01 6831 0 58163 SOUTHTRUST CORP COM 844730101 65808 2492711 X 01 1979420 6000 507291 SOUTHWEST AIRLS CO COM 844741108 234590 12123532 X 01 4520010 4588150 3015372 SOUTHWEST BANCORPORATION TEX COM 84476R109 35776 1073062 X 01 650842 373500 48720 SOUTHWEST GAS CORP COM 844895102 1632 65275 X 01 9730 18100 37445 SOUTHWESTERN ENERGY CO COM 845467109 20799 1653333 X 01 1362851 16755 273727 SOVEREIGN BANCORP INC COM 845905108 14804 1053672 X 01 594000 0 459672 SOVRAN SELF STORAGE INC COM 84610H108 57 1800 X 01 0 0 1800 SPACELABS MED INC COM 846247104 156 11087 X 01 1182 0 9905 SPANISH BROADCASTING SYS INC COM 846425882 88 6500 X 01 0 0 6500 SPARTAN STORES INC COM 846822104 23 3000 X 01 0 0 3000 SPARTECH CORP COM 847220209 66 2700 X 01 0 0 2700 SPECIALTY LABORATORIES INC COM 84749R100 59 2460 X 01 1460 0 1000 SPECTRALINK CORP COM 847580107 31 3100 X 01 0 0 3100 SPECTRASITE HLDGS INC COM 84760T100 30 28000 X 01 17700 0 10300 SPEECHWORKS INTL INC COM 84764M101 29 3700 X 01 0 0 3700 SPEEDWAY MOTORSPORTS INC COM 847788106 185 6500 X 01 4500 0 2000 SPHERION CORP COM 848420105 933 84469 X 01 16966 0 67503 SPIEGEL INC COM 848457107 7 5200 X 01 0 0 5200 SPINNAKER EXPL CO COM 84855W109 27443 658900 X 01 405900 243500 9500 SPORTS RESORTS INTL INC COM 84918U108 38 5600 X 01 0 0 5600 SPRINT CORP COM 852061100 112596 7364015 X 01 4905437 895075 1563503 SPRINT CORP COM 852061506 716449 69625761 X 01 16548844 39078504 13998413 SPRINT CORP (FON (SB) CAL 8520615DZ 0 -3000 X 01 0 -3000 0 SPRINT CORP (PCS (MT) CAL 8520615EV 0 -5000 X 01 0 -5000 0 PCS MAY 23 11.2 CALL (SBC) CAL 8520615EW 0 -5000 X 01 0 -5000 0 PCS MAY 17 11.584 CALL (MOR) CAL 8520615EX 0 -5000 X 01 0 -5000 0 PCS MAY 13 11.253 CALL (S) CAL 8520615EY 0 -5000 X 01 0 -5000 0 PCS MAY 7 11 CALL (GS) CAL 8520615EZ 0 -5000 X 01 0 -5000 0 PCS JUNE 14 10.55 CALL (MGS) CAL 8520615FV 0 -5000 X 01 0 -5000 0 PCS JUNE 10 10.2527 CALL (SB) CAL 8520615FW 0 -5000 X 01 0 -5000 0 PCS JUNE 17 10.25 CALL (SB) CAL 8520615FX 0 -5000 X 01 0 -5000 0 PCS JUNE 20 10.60 CALL (SB) CAL 8520615FY 0 -5000 X 01 0 -5000 0 PCS JUNE 14 10.56 CALL (SB) CAL 8520615FZ 0 -5000 X 01 0 -5000 0 SPRINT CORP PFD 852061605 83559 5989900 X 01 6000 5104000 879900 STANCORP FINL GROUP INC COM 852891100 22963 417500 X 01 361400 0 56100 STANDARD MICROSYSTEMS CORP COM 853626109 1582 68782 X 01 2102 0 66680 STANDARD MTR PRODS INC COM 853666105 209 14304 X 01 1640 0 12664 STANDARD PAC CORP NEW COM 85375C101 28690 1020994 X 01 849870 10050 161074 STANDARD REGISTER CO COM 853887107 959 34117 X 01 3629 0 30488 STANDEX INTL CORP COM 854231107 381 15621 X 01 1639 0 13982 STANLEY FURNITURE INC COM 854305208 435 13440 X 01 0 0 13440 STANLEY WKS COM 854616109 13865 299782 X 01 209207 0 90575 STARBASE CORP COM 854910205 3 10200 X 01 0 0 10200 STAPLES INC COM 855030102 17781 890361 X 01 533125 10055 347181 STAR SCIENTIFIC INC COM 85517P101 22 11100 X 01 0 0 11100 STARBUCKS CORP COM 855244109 16515 714013 X 01 428413 0 285600 STARTEK INC COM 85569C107 418 18062 X 01 1879 0 16183 STATE AUTO FINL CORP COM 855707105 35 2400 X 01 0 0 2400 STARWOOD HOTELS&RESORTS WRLD COM 85590A203 14997 398762 X 01 247055 0 151707 STATE STR CORP COM 857477103 33253 600449 X 01 358047 0 242402 STATEN IS BANCORP INC COM 857550107 1732 87996 X 01 13718 0 74278 STATION CASINOS INC COM 857689103 9212 553300 X 01 344700 196900 11700 STEAK N SHAKE CO COM 857873103 517 36802 X 01 3702 0 33100 STEEL DYNAMICS INC COM 858119100 936 57032 X 01 5968 0 51064 STEEL TECHNOLOGIES INC COM 858147101 99 11652 X 01 1272 0 10380 STEELCASE INC COM 858155203 102 6100 X 01 300 0 5800 STEIN MART INC COM 858375108 522 52189 X 01 5392 0 46797 INTRANET SOLUTIONS INC COM 85856W105 28 2900 X 01 0 0 2900 STEPAN CO COM 858586100 38 1400 X 01 0 0 1400 STERLING BANCSHARES INC COM 858907108 725 54305 X 01 5565 0 48740 STERICYCLE INC COM 858912108 31030 496000 X 01 307700 180700 7600 STERIS CORP COM 859152100 7685 368424 X 01 181900 0 186524 STERLING BANCORP COM 859158107 1533 48056 X 01 0 0 48056 STERLING FINL CORP COM 859317109 40 1700 X 01 0 0 1700 STEWART & STEVENSON SVCS INC COM 860342104 2221 114800 X 01 66300 0 48500 STEWART ENTERPRISES INC COM 860370105 78 13000 X 01 0 0 13000 STEWART INFORMATION SVCS COR COM 860372101 451 22531 X 01 2339 0 20192 STILLWATER MNG CO COM 86074Q102 946 50212 X 01 5090 0 45122 STILWELL FINL INC COM 860831106 10301 420604 X 01 251204 0 169400 STILWELL FINL INC CVB 860831AC0 6773 9000000 X 01 9000000 0 0 STMICROELECTRONICS N V ADR 861012102 8483 250100 X 01 145100 45000 60000 STMICROELECTRONICS N V CVB 861012AB8 410 400000 X 01 0 0 400000 STOLT OFFSHORE S A ADR 861567105 3268 385400 X 01 0 0 385400 STONE ENERGY CORP COM 861642106 1374 35459 X 01 3519 0 31940 STONERIDGE INC COM 86183P102 33 3300 X 01 0 0 3300 STORAGE USA INC COM 861907103 328 7700 X 01 4000 0 3700 STORAGE TECHNOLOGY CORP COM 862111200 9213 429700 X 01 244700 0 185000 STORAGENETWORKS INC COM 86211E103 13 3600 X 01 0 0 3600 STRATOS LIGHTWAVE INC COM 863100103 416 94084 X 01 16633 0 77451 STRAYER ED INC COM 863236105 15192 309400 X 01 303100 0 6300 STRIDE RITE CORP COM 863314100 1093 132471 X 01 5506 0 126965 STRYKER CORP COM 863667101 182713 3028564 X 01 1218209 1329600 480755 STUDENT LN CORP COM 863902102 211 2300 X 01 1600 0 700 STURM RUGER & CO INC COM 864159108 451 34934 X 01 3507 0 31427 SUFFOLK BANCORP COM 864739107 959 33600 X 01 0 0 33600 SUMMIT PPTYS INC COM 866239106 19786 807583 X 01 682285 9300 115998 SUN COMMUNITIES INC COM 866674104 90 2300 X 01 0 0 2300 SUN LIFE FINL SVCS CDA INC COM 866796105 550 25385 X 01 25385 0 0 SUN MICROSYSTEMS INC COM 866810104 85473 9690810 X 01 5854341 36031 3800438 SUNGARD DATA SYS INC COM 867363103 36887 1118800 X 01 639200 0 479600 SUNOCO INC COM 86764P109 8857 221364 X 01 106908 0 114456 SUNRISE ASSISTED LIVING INC COM 86768K106 772 28304 X 01 2930 0 25374 SUNRISE TELECOM INC COM 86769Y105 17 5400 X 01 0 0 5400 SUNTRUST BKS INC COM 867914103 78489 1176218 X 01 843002 1400 331816 SUPERGEN INC COM 868059106 61 10800 X 01 6000 0 4800 SUPERIOR ENERGY SVCS INC COM 868157108 71 7100 X 01 0 0 7100 SUPERIOR INDS INTL INC COM 868168105 5093 104400 X 01 61000 0 43400 SUPERTEX INC COM 868532102 345 16212 X 01 1645 0 14567 SUPERVALU INC COM 868536103 321060 12444200 X 01 6481716 1264310 4698174 SURMODICS INC COM 868873100 928 21281 X 01 2236 0 19045 SUSQUEHANNA BANCSHARES INC P COM 869099101 1453 59372 X 01 12957 0 46415 SWIFT ENERGY CO COM 870738101 705 35801 X 01 7166 0 28635 SWIFT TRANSN CO COM 870756103 15101 688920 X 01 541900 0 147020 SYBASE INC COM 871130100 7142 408800 X 01 240000 0 168800 SYBRON DENTAL SPECIALTIES IN COM 871142105 997 49587 X 01 5023 0 44564 SYCAMORE NETWORKS INC COM 871206108 40 10100 X 01 300 0 9800 SYKES ENTERPRISES INC COM 871237103 1557 160700 X 01 93600 0 67100 SYLVAN LEARNING SYS INC COM 871399101 4348 153900 X 01 88900 0 65000 SYMANTEC CORP COM 871503108 25278 613400 X 01 356200 0 257200 SYMBOL TECHNOLOGIES INC COM 871508107 4930 438600 X 01 268080 0 170520 SYMMETRICOM INC COM 871543104 189 30588 X 01 2883 0 27705 SYMYX TECHNOLOGIES COM 87155S108 81 3900 X 01 0 0 3900 SYNAVANT INC COM 87157A105 0 70 X 01 70 0 0 SYNCOR INTL CORP DEL COM 87157J106 973 35723 X 01 7388 0 28335 SYNOPSYS INC COM 871607107 13928 252500 X 01 143700 0 108800 SYNGENTA AG ADR 87160A100 2 140 X 01 0 0 140 SYNPLICITY INC COM 87160Y108 25 3200 X 01 0 0 3200 SYNOVUS FINL CORP COM 87161C105 16811 551529 X 01 339867 0 211662 SYNTEL INC COM 87162H103 60 4300 X 01 0 0 4300 SYNTROLEUM CORP COM 871630109 27 4500 X 01 0 0 4500 SYSCO CORP COM 871829107 38027 1275206 X 01 732940 0 542266 SYSTEMS & COMPUTER TECHNOLOG COM 871873105 663 50255 X 01 12136 0 38119 TBC CORP COM 872180104 408 28132 X 01 2700 0 25432 TCF FINL CORP COM 872275102 16978 322720 X 01 185100 0 137620 TECO ENERGY INC COM 872375100 7786 271939 X 01 163840 0 108099 THQ INC COM 872443403 61094 1244276 X 01 402036 805200 37040 TJX COS INC NEW COM 872540109 440774 11016590 X 01 5230818 1336350 4449422 TRC COS INC COM 872625108 37 1500 X 01 0 0 1500 TRW INC COM 872649108 26176 508577 X 01 371411 22468 114698 TMP WORLDWIDE INC COM 872941109 32933 955407 X 01 446501 426350 82556 TTM TECHNOLOGIES INC COM 87305R109 46 4600 X 01 0 0 4600 TXU CORP COM 873168108 125500 2302333 X 01 1196428 69445 1036460 TXU CORP CVP 873168504 4430 78000 X 01 0 78000 0 TAIWAN SEMICONDUCTOR MFG LTD ADR 874039100 109453 5274849 X 01 1123139 3760380 391330 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 19551 972693 X 01 914314 0 58379 TALBOTS INC COM 874161102 135 3800 X 01 0 0 3800 TALX CORP COM 874918105 21 1320 X 01 0 0 1320 TANOX INC COM 87588Q109 103 7300 X 01 3700 0 3600 TARGET CORP COM 87612E106 949133 22011432 X 01 11376083 3832208 6803141 TARGETED GENETICS CORP COM 87612M108 10 4820 X 01 0 0 4820 TAUBMAN CTRS INC COM 876664103 81 5400 X 01 0 0 5400 TECH DATA CORP COM 878237106 372198 8110656 X 01 4665465 868901 2576290 TECHNE CORP COM 878377100 7099 257485 X 01 204604 0 52881 TECHNITROL INC COM 878555101 3041 127539 X 01 6858 0 120681 TECUMSEH PRODS CO COM 878895200 4008 75200 X 01 43800 0 31400 TEJON RANCH CO DEL COM 879080109 66 2100 X 01 0 0 2100 TEKELEC COM 879101103 33 2900 X 01 0 0 2900 TEKTRONIX INC COM 879131100 20054 847591 X 01 175391 583900 88300 TELE CELULAR SUL PART S A ADR 879238103 132 9900 X 01 0 0 9900 TELE NORTE LESTE PART S A CVP 879246106 529 42100 X 01 2100 35000 5000 TELECOMUNICACOES BRASILEIRAS ADR 879287100 0 1933 X 01 50 0 1883 TELEDYNE TECHNOLOGIES INC COM 879360105 815 49132 X 01 4213 0 44919 TELEFLEX INC COM 879369106 8583 157000 X 01 90800 0 66200 TELEFONICA S A ADR 879382208 82 2462 X 01 0 2462 0 TELEFONOS DE MEXICO S A ADR 879403780 47702 1181027 X 01 778799 163406 238822 TELEFONOS DE MEXICO S A CVB 879403AD5 3528 2500000 X 01 0 2500000 0 TELEPHONE & DATA SYS INC COM 879433100 22427 254126 X 01 138450 6000 109676 TELEPHONE & DATA SYSTEMS PFD 879433878 122 5000 X 01 5000 0 0 TELESP CELULAR PART S A CVP 87952L108 47 7400 X 01 0 7400 0 TELIK INC COM 87959M109 40 3300 X 01 0 0 3300 TELLABS INC COM 879664100 433191 41374456 X 01 20372939 4801324 16200193 TELLIUM INC COM 87967E107 1 600 X 01 0 0 600 TEMPLE INLAND INC COM 879868107 248211 4376083 X 01 2406833 366933 1602317 TELETECH HOLDINGS INC COM 879939106 73 5400 X 01 0 0 5400 TENET HEALTHCARE CORP COM 88033G100 2870553 42831293 X 01 18556761 12722620 11551912 TENNANT CO COM 880345103 168 4000 X 01 2600 0 1400 TERADYNE INC COM 880770102 229628 5823678 X 01 499708 5161950 162020 TERAYON COMMUNICATION SYS COM 880775101 79 9300 X 01 0 0 9300 TEREX CORP NEW COM 880779103 43293 1915625 X 01 1659625 16000 240000 TERRA INDS INC COM 880915103 19 7300 X 01 0 0 7300 TERREMARK WORLDWIDE INC COM 881448104 11 24200 X 01 0 0 24200 TESORO PETE CORP COM 881609101 69322 4933918 X 01 3567870 1088550 277498 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 14665 268243 X 01 193683 0 74560 TETRA TECHNOLOGIES INC DEL COM 88162F105 528 18162 X 01 1879 0 16283 TETRA TECH INC NEW COM 88162G103 1029 71981 X 01 11377 0 60604 TEXAS BIOTECHNOLOGY CORP COM 88221T104 1951 317250 X 01 9000 0 308250 TEXAS INDS INC COM 882491103 28125 682636 X 01 568507 6325 107804 TEXAS INSTRS INC COM 882508104 474349 14330791 X 01 6259794 3845529 4225468 TEXAS REGL BANCSHARES INC COM 882673106 115 2640 X 01 0 0 2640 TEXTRON INC COM 883203101 15116 295810 X 01 190435 0 105375 THERAGENICS CORP COM 883375107 395 39853 X 01 3866 0 35987 THERASENSE INC COM 883381105 13058 690900 X 01 431900 251900 7100 THERMA-WAVE INC COM 88343A108 510 35318 X 01 3746 0 31572 THERMO ELECTRON CORP COM 883556102 60896 2937580 X 01 380430 2164900 392250 THIRD WAVE TECHNOLOGIES INC COM 88428W108 12 3700 X 01 0 0 3700 THOMAS & BETTS CORP COM 884315102 151657 7167167 X 01 4167575 598093 2401499 THOMAS INDS INC COM 884425109 1302 44528 X 01 2054 0 42474 THOR INDS INC COM 885160101 852 18011 X 01 1932 0 16079 THORATEC CORP COM 885175307 113 10318 X 01 4900 0 5418 THORNBURG MTG INC COM 885218107 86 4300 X 01 0 0 4300 3COM CORP COM 885535104 8466 1385527 X 01 799901 0 585626 3DO CO COM 88553W105 535 525000 X 01 0 0 525000 3-D SYS CORP DEL COM 88554D205 43 2700 X 01 0 0 2700 THREE FIVE SYS INC COM 88554L108 461 31117 X 01 6409 0 24708 3-DIMENSIONAL PHARMACEUTICAL COM 88554W104 21 3100 X 01 0 0 3100 3TEC ENERGY CORP COM 88575R308 39 2300 X 01 0 0 2300 TIBCO SOFTWARE INC COM 88632Q103 51 4300 X 01 400 0 3900 TICKETMASTER COM 88633P203 53 1800 X 01 0 0 1800 TIDEWATER INC COM 886423102 10374 244949 X 01 145900 0 99049 TIER TECHNOLOGIES INC COM 88650Q100 7837 444000 X 01 437900 0 6100 TIFFANY & CO NEW COM 886547108 12350 347403 X 01 228903 7700 110800 TIMBERLAND CO COM 887100105 6845 162000 X 01 92900 0 69100 TIME WARNER TELECOM INC COM 887319101 22 3600 X 01 0 0 3600 TIMKEN CO COM 887389104 1900 82291 X 01 14448 0 67843 TITAN CORP COM 888266103 5697 275900 X 01 158500 0 117400 TITAN INTL INC ILL COM 88830M102 121 23741 X 01 2694 0 21047 TITAN PHARMACEUTICALS INC DE COM 888314101 27 3840 X 01 0 0 3840 TITANIUM METALS CORP COM 888339108 23 4200 X 01 0 0 4200 TIVO INC COM 888706108 24 4500 X 01 0 0 4500 TOLL BROTHERS INC COM 889478103 2343 47004 X 01 7782 0 39222 TOLLGRADE COMMUNICATIONS INC COM 889542106 461 18829 X 01 3366 0 15463 TOMPKINSTRUSTCO INC COM 890110109 42 1000 X 01 0 0 1000 TOO INC COM 890333107 1198 40618 X 01 4104 0 36514 TOOTSIE ROLL INDS INC COM 890516107 9562 207919 X 01 122410 0 85509 TOPPS INC COM 890786106 67 7000 X 01 0 0 7000 TORCHMARK CORP COM 891027104 465212 11546598 X 01 5050255 900931 5595412 TORO CO COM 891092108 1109 18609 X 01 3847 0 14762 TORONTO DOMINION BK ONT COM 891160509 1356 49454 X 01 0 0 49454 TOTAL FINA ELF S A ADR 89151E109 278 3635 X 01 3635 0 0 TOUCH AMERICA HLDGS INC COM 891539108 110 28800 X 01 10000 0 18800 TOWER AUTOMOTIVE INC COM 891707101 12681 906464 X 01 840518 0 65946 TOTAL SYS SVCS INC COM 891906109 660 26250 X 01 0 0 26250 TOWN & CTRY TR COM 892081100 296 13400 X 01 10200 0 3200 TOYS R US INC COM 892335100 8643 481262 X 01 294920 1220 185122 TRADESTATION GROUP INC COM 89267P105 8 7300 X 01 0 0 7300 TRAMMELL CROW CO COM 89288R106 64 4400 X 01 0 0 4400 TRANS WORLD ENTMT CORP COM 89336Q100 49 5800 X 01 0 0 5800 TRANSACTION SYS ARCHITECTS COM 893416107 1954 171400 X 01 93800 0 77600 TRANSALTA CORP COM 89346D107 139 10000 X 01 10000 0 0 TRANSATLANTIC HLDGS INC COM 893521104 942 11475 X 01 3450 0 8025 TRANSCANADA PIPELINES LTD COM 893526103 397 29200 X 01 29200 0 0 TRANSGENOMIC INC COM 89365K206 31 3400 X 01 0 0 3400 TRANSKARYOTIC THERAPIES INC COM 893735100 22115 513700 X 01 318100 186000 9600 TRANSMETA CORP DEL COM 89376R109 23 5800 X 01 0 0 5800 TRANSPORTATION TECHNOLOGIES PFD 893870303 10000 X 01 10000 0 0 TRANSTECHNOLOGY CORP WTS 8938892#1 71267 X 01 71267 0 0 TRANSMONTAIGNE INC COM 893934109 16 3000 X 01 900 0 2100 TRAVELOCITY COM INC COM 893953109 17 600 X 01 0 0 600 TRANSWITCH CORP COM 894065101 1189 364600 X 01 200100 0 164500 TREDEGAR CORP COM 894650100 888 47481 X 01 5027 0 42454 TREMONT CORP COM 894745207 28 986 X 01 0 0 986 TRENDWEST RESORTS INC COM 894917103 70 2925 X 01 0 0 2925 TREX INC COM 89531P105 35 1500 X 01 0 0 1500 TRIAD HOSPITALS INC COM 89579K109 9787 284667 X 01 166567 0 118100 TRIANGLE PHARMACEUTICALS INC COM 89589H104 37 7200 X 01 0 0 7200 TRIAD GTY INC COM 895925105 57 1300 X 01 0 0 1300 TRIARC COS INC COM 895927101 716 25754 X 01 2695 0 23059 TRICON GLOBAL RESTAURANTS COM 895953107 56090 954244 X 01 545764 269650 138830 TRIBUNE CO NEW COM 896047107 25997 571862 X 01 356706 0 215156 TRICO MARINE SERVICES INC COM 896106101 30 3400 X 01 0 0 3400 TRIGON HEALTHCARE INC COM 89618L100 16166 218990 X 01 94500 50000 74490 TRIMBLE NAVIGATION LTD COM 896239100 537 32292 X 01 3266 0 29026 TRIMERIS INC COM 896263100 14774 342000 X 01 214100 121800 6100 TRINITY INDS INC COM 896522109 4444 182800 X 01 108450 0 74350 TRIPATH TECHNOLOGY INC COM 89672P104 7 3900 X 01 0 0 3900 TRIQUINT SEMICONDUCTOR INC COM 89674K103 6744 561522 X 01 314956 0 246566 TRITON PCS HLDGS INC COM 89677M106 41 4000 X 01 0 0 4000 TRIUMPH GROUP INC NEW COM 896818101 827 21108 X 01 2117 0 18991 TRIZETTO GROUP INC COM 896882107 72 5900 X 01 0 0 5900 TRIZEC HAHN CORP COM 896938107 10052 635000 X 01 257450 377550 0 TRIZEC HAHN CORP CVB 896938AB3 3250 5000000 X 01 5000000 0 0 TRIPATH IMAGING INC COM 896942109 27 4700 X 01 0 0 4700 TROY FINL CORP COM 897329108 45 1680 X 01 0 0 1680 TRUST CO NJ JERSEY CITY NEW COM 898304100 59 2500 X 01 0 0 2500 TRUSTCO BK CORP N Y COM 898349105 1342 103937 X 01 20318 0 83619 TRUSTMARK CORP COM 898402102 88 3500 X 01 0 0 3500 TUBOS DE ACERO DE MEXICO S A ADR 898592506 16869 1578050 X 01 804650 394000 379400 TUESDAY MORNING CORP COM 899035505 59 2900 X 01 0 0 2900 TULARIK INC COM 899165104 110 6700 X 01 4300 0 2400 TUPPERWARE CORP COM 899896104 4778 210035 X 01 163035 0 47000 TURNSTONE SYSTEMS INC COM 900423104 32 6600 X 01 0 0 6600 TWEETER HOME ENTMT GROUP INC COM 901167106 59 3000 X 01 0 0 3000 21ST CENTY INS GROUP COM 90130N103 45 2500 X 01 0 0 2500 II VI INC COM 902104108 36 2400 X 01 0 0 2400 TYCO INTL GROUP S A CVB 902118AY4 8903 9993000 X 01 9993000 0 0 TYCO INTL LTD NEW COM 902124106 3738002 115656019 X 01 44207800 39335087 32113132 TYCO INTERNATIO (MOR) CAL 9021245DX 0 -2500 X 01 0 -2500 0 TYCO INTERNATIONA (S) CAL 9021245DY 0 -2500 X 01 0 -2500 0 TYCO INTERNATION (MT) CAL 9021245EU 0 -2500 X 01 0 -2500 0 TYCO INTERNATION (SB) CAL 9021245EV 0 -2500 X 01 0 -2500 0 TYCO INTERNATIO (MGS) CAL 9021245EW 0 -2500 X 01 0 -2500 0 TYCO INTERNATIO (MGS) CAL 9021245EX 0 -2500 X 01 0 -2500 0 TYCO INTERNATIO (FBC) CAL 9021245EY 0 -2500 X 01 0 -2500 0 TYCO INTERNATIONA (S) CAL 9021245EZ 0 -2500 X 01 0 -2500 0 TYCO INTERNATIO (SBC) CAL 9021245FZ 0 -2500 X 01 0 -2500 0 TYCO INTERNATIONAL LT CAL 9021249DF 0 420 X 01 305 115 0 TYCO INTERNATIONAL LT CAL 9021249DH 0 500 X 01 370 130 0 TYCO INTERNATIONAL LT CAL 9021249DZ 0 -5000 X 01 0 -5000 0 TYSON FOODS INC COM 902494103 249681 20006506 X 01 12106198 907012 6993296 UAL CORP COM 902549500 106 6500 X 01 2200 0 4300 UCAR INTL INC COM 90262K109 27527 1938510 X 01 1601460 8500 328550 UCBH HOLDINGS INC COM 90262T308 18849 523884 X 01 494572 0 29312 UGI CORP NEW COM 902681105 1117 35627 X 01 3619 0 32008 UICI COM 902737105 1232 65000 X 01 12400 0 52600 UIL HLDG CORP COM 902748102 1212 20855 X 01 4286 0 16569 UMB FINL CORP COM 902788108 105 2459 X 01 0 0 2459 U S B HLDG INC COM 902910108 85 4994 X 01 2134 0 2860 UST INC COM 902911106 16458 422746 X 01 300591 620 121535 U S RESTAURANT PPTYS INC COM 902971100 39 2800 X 01 0 0 2800 US BANCORP DEL COM 902973304 296587 13140745 X 01 9663017 15055 3462673 USA NETWORKS INC COM 902984103 1229 38700 X 01 0 0 38700 URS CORP NEW COM 903236107 714 22528 X 01 2342 0 20186 U S G CORP COM 903293405 36 5200 X 01 0 0 5200 USEC INC COM 90333E108 86 13400 X 01 0 0 13400 US UNWIRED INC COM 90338R104 26 4700 X 01 0 0 4700 US ONCOLOGY INC COM 90338W103 1091 123892 X 01 12432 0 111460 UBIQUITEL INC COM 903474302 21 8700 X 01 0 0 8700 ULTICOM INC COM 903844108 55 7200 X 01 3200 0 4000 ULTIMATE ELECTRS INC COM 903849107 22593 805448 X 01 496015 288400 21033 UNIDAD EDITORIAL SA SERIES A COM 903849909 0 687039 X 01 0 687039 0 USA ED INC COM 90390U102 43226 441981 X 01 237016 89300 115665 ULTRATECH STEPPER INC COM 904034105 607 29192 X 01 2937 0 26255 UNIFI INC COM 904677101 2175 231400 X 01 139200 0 92200 UNIFIRST CORP MASS COM 904708104 621 24700 X 01 0 0 24700 UNILAB CORP NEW COM 904763208 43 1750 X 01 1750 0 0 UNILEVER N V ADR 904784709 63462 1117280 X 01 730372 600 386308 UNION PAC CORP COM 907818108 940639 15137415 X 01 6739747 5281204 3116464 UNION PAC CORP CVB 907818CK2 5 5000 X 01 5000 0 0 UNION PAC CAP TR CVP 907824205 32500 650000 X 01 0 650000 0 UNION PLANTERS CORP COM 908068109 90585 1911472 X 01 1553999 1650 355823 UNIONBANCAL CORP COM 908906100 55626 1263644 X 01 1039800 0 223844 UNIROYAL TECHNOLOGY CORP COM 909163107 2 3600 X 01 0 0 3600 UNISOURCE ENERGY CORP COM 909205106 885 43238 X 01 4447 0 38791 UNISYS CORP COM 909214108 17644 1396985 X 01 965635 61090 370260 UNIT CORP COM 909218109 966 52843 X 01 4680 0 48163 UNITED AUTO GROUP INC COM 909440109 59 2600 X 01 0 0 2600 UNITED CMNTY FINL CORP OHIO COM 909839102 39 5300 X 01 0 0 5300 UNITED BANKSHARES INC WEST V COM 909907107 1895 64175 X 01 11681 0 52494 UNITED DEFENSE INDS INC COM 91018B104 21051 785500 X 01 521600 255700 8200 UNITED DOMINION REALTY TR IN COM 910197102 431 27200 X 01 11600 0 15600 UNITED FIRE & CAS CO COM 910331107 43 1300 X 01 0 0 1300 UNITED INDL CORP COM 910671106 45 2000 X 01 0 0 2000 UNITED MICROELECTRONICS CORP ADR 910873207 69622 6537243 X 01 1627433 4446600 463210 UNITED NATL BANCORP N J COM 910909100 74 3200 X 01 0 0 3200 UNITED NAT FOODS INC COM 911163103 586 23505 X 01 2458 0 21047 UNITED PARCEL SERVICE INC COM 911312106 68315 1123600 X 01 91500 900500 131600 UNITED RENTALS INC COM 911363109 7747 281900 X 01 164800 0 117100 UNITED STATES CELLULAR CORP COM 911684108 4231 103200 X 01 3200 0 100000 US AIRWAYS GROUP INC COM 911905107 732 113558 X 01 63958 0 49600 U S INDS INC NEW COM 912080108 43 11300 X 01 0 0 11300 UNITED STATES STL CORP NEW COM 912909108 12040 663346 X 01 591366 0 71980 UNITED STATIONERS INC COM 913004107 1822 47833 X 01 8262 0 39571 UNITED TECHNOLOGIES CORP COM 913017109 653792 8811214 X 01 3262729 4450850 1097635 UNITED THERAPEUTICS CORP DEL COM 91307C102 18424 1368780 X 01 865000 487400 16380 UNITEDGLOBALCOM COM 913247508 60730 11225520 X 01 163665 3433678 7628177 UNITEDHEALTH GROUP INC COM 91324P102 2280101 29836448 X 01 12231004 9949015 7656429 UNITRIN INC COM 913275103 11015 274000 X 01 162900 0 111100 UNIVERSAL ACCESS GLOBAL HLDG COM 91336M105 20 13500 X 01 0 0 13500 UNIVERSAL AMERN FINL CORP COM 913377107 43 6300 X 01 0 0 6300 UNIVERSAL COMPRESSION HLDGS COM 913431102 50 1900 X 01 0 0 1900 UNIVERSAL CORP VA COM 913456109 4495 114200 X 01 68200 0 46000 UNIVERSAL DISPLAY CORP COM 91347P105 32 3300 X 01 0 0 3300 UNIVERSAL ELECTRS INC COM 913483103 35 2400 X 01 0 0 2400 UNIVERSAL FST PRODS INC COM 913543104 606 25369 X 01 2581 0 22788 UNIVERSAL HEALTH RLTY INCM T COM 91359E105 41 1700 X 01 0 0 1700 UNIVERSAL HLTH SVCS INC COM 913903100 11653 282500 X 01 141200 0 141300 UNIVISION COMMUNICATIONS INC COM 914906102 15988 380663 X 01 229363 0 151300 UNOCAL CORP COM 915289102 25464 653769 X 01 354813 0 298956 UNOVA INC COM 91529B106 407 51110 X 01 2110 0 49000 UNUMPROVIDENT CORP COM 91529Y106 18409 659096 X 01 469500 2400 187196 USFREIGHTWAYS CORP COM 916906100 1385 39073 X 01 8122 0 30951 URBAN OUTFITTERS INC COM 917047102 12 500 X 01 0 0 500 UROLOGIX INC COM 917273104 36 2000 X 01 0 0 2000 URSTADT BIDDLE PPTYS INS COM 917286106 11 1000 X 01 1000 0 0 URSTADT BIDDLE PPTYS INS COM 917286205 22 2000 X 01 2000 0 0 VI TECHNOLOGIES INC COM 917920100 18 3400 X 01 0 0 3400 UTILICORP UTD INC COM 918005109 1478 59500 X 01 0 0 59500 UTSTARCOM INC COM 918076100 79 3000 X 01 0 0 3000 V F CORP COM 918204108 563446 13027650 X 01 6587339 1509739 4930572 VAIL RESORTS INC COM 91879Q109 180 8500 X 01 5400 0 3100 VALASSIS COMMUNICATIONS INC COM 918866104 9731 251900 X 01 125700 0 126200 VALHI INC NEW COM 918905100 6 500 X 01 0 0 500 VALENCE TECHNOLOGY INC COM 918914102 174 57138 X 01 5964 0 51174 VALENTIS INC COM 91913E104 20 7200 X 01 0 0 7200 VALERO ENERGY CORP NEW COM 91913Y100 194226 3922166 X 01 2767454 55750 1098962 VALLEY NATL BANCORP COM 919794107 629 17905 X 01 320 0 17585 VALMONT INDS INC COM 920253101 1294 72312 X 01 3161 0 69151 VALSPAR CORP COM 920355104 9219 195900 X 01 114400 0 81500 VALUE CITY DEPT STORES INC COM 920387107 17 4000 X 01 0 0 4000 VALUE LINE INC COM 920437100 44 900 X 01 0 0 900 VALUEVISION INTL INC COM 92047K107 19405 935200 X 01 528200 392900 14100 VANS INC COM 921930103 19878 1697500 X 01 1454700 17900 224900 VARCO INTL INC DEL COM 922122106 8932 444400 X 01 225000 0 219400 VARIAN INC COM 922206107 474 12500 X 01 3700 0 8800 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 27971 621572 X 01 343032 234900 43640 VARIAN MED SYS INC COM 92220P105 4580 111976 X 01 8914 0 103062 VASOMEDICAL INC COM 922321104 23 7900 X 01 0 0 7900 VAXGEN INC COM 922390208 21 1800 X 01 0 0 1800 VASTERA INC COM 92239N109 42 2800 X 01 0 0 2800 VECTREN CORP COM 92240G101 6959 270901 X 01 159301 0 111600 VECTOR GROUP LTD COM 92240M108 82 2851 X 01 200 0 2651 VEECO INSTRS INC DEL COM 922417100 1319 37685 X 01 3752 0 33933 VENTAS INC COM 92276F100 106 8400 X 01 0 0 8400 VENTANA MED SYS INC COM 92276H106 28 1400 X 01 0 0 1400 VENTIV HEALTH INC COM 922793104 5 2601 X 01 0 0 2601 VANGUARD INDEX TR COM 922908108 2 16 X 01 16 0 0 VERITAS SOFTWARE CO COM 923436109 1505101 34339512 X 01 14534467 8140860 11664185 VERITAS SOFTWARE CORP CAL 9234361DH 0 -450 X 01 -330 -120 0 VERITY INC COM 92343C106 876 49561 X 01 9668 0 39893 VERISIGN INC COM 92343E102 1484 54952 X 01 6747 0 48205 VERITAS DGC INC COM 92343P107 746 44117 X 01 8192 0 35925 VERITAS SOFTWARE CORP / VERI CVB 92343RAA1 693 540000 X 01 0 0 540000 VERIZON COMMUNICATIONS COM 92343V104 762134 16532189 X 01 9888313 427875 6216001 VERSATEL WARRANTS WTS 925301111 0 4500 X 01 4500 0 0 VERSICOR INC COM 925314106 58 3200 X 01 0 0 3200 VERTEX PHARMACEUTICALS INC COM 92532F100 24700 886570 X 01 758960 0 127610 VESTA INS GROUP INC COM 925391104 29 4900 X 01 0 0 4900 VIACOM INC COM 925524308 2625702 54283691 X 01 21022567 14401585 18859539 VIACOM INC NON VO (S) CAL 9255245EV 0 -3000 X 01 0 -3000 0 VIACOM INC NON VO (S) CAL 9255245EW 0 -1000 X 01 0 -1000 0 VIACOM INC NON (FBC) CAL 9255245EX 0 -3000 X 01 0 -3000 0 VIACOM INC NON (FBC) CAL 9255245EY 0 -3000 X 01 0 -3000 0 VIACOM INC NON V (SB) CAL 9255245EZ 0 -3000 X 01 0 -3000 0 VIACOM INC NON VOTING CAL 9255249DJ 0 -500 X 01 -500 0 0 VIAD CORP COM 92552R109 15075 538400 X 01 260500 124000 153900 VIASAT INC COM 92552V100 433 30862 X 01 3158 0 27704 VIASYSTEMS GROUP INC COM 92553H100 9 31200 X 01 12500 0 18700 VIASYS HEALTHCARE INC COM 92553Q209 806 35853 X 01 3582 0 32271 VICAL INC COM 925602104 30 3200 X 01 0 0 3200 VICOR CORP COM 925815102 991 58653 X 01 8317 0 50336 VIDAMED INC COM 926530106 46 5900 X 01 0 0 5900 VIEWPOINT CORP COM 92672P108 36 5900 X 01 0 0 5900 VIGNETTE CORP COM 926734104 1881 546884 X 01 1200 0 545684 VINTAGE PETE INC COM 927460105 1179 80198 X 01 8318 0 71880 VIRAGE LOGIC CORP COM 92763R104 40 2600 X 01 0 0 2600 VIROPHARMA INC COM 928241108 910 178750 X 01 0 0 178750 VISHAY INTERTECHNOLOGY INC COM 928298108 36635 1801131 X 01 1346516 10294 444321 VISTEON CORP COM 92839U107 4334 261902 X 01 161922 23 99957 VISUAL NETWORKS INC COM 928444108 121 41188 X 01 4113 0 37075 VISX INC DEL COM 92844S105 5070 287100 X 01 139200 0 147900 VITAL SIGNS INC COM 928469105 601 16294 X 01 1755 0 14539 VITESSE SEMICONDUCTOR CORP COM 928497106 3767 384398 X 01 235798 0 148600 VITRIA TECHNOLOGY COM 92849Q104 17001 4304045 X 01 215800 4064075 24170 VODAFONE GROUP PLC NEW ADR 92857W100 945658 51310778 X 01 15643381 19479762 16187635 VODAFONE AIRTOUC (ML) CAL 92857W5DU 0 -50000 X 01 0 -50000 0 VODAFONE AIRTOUCH (S) CAL 92857W5DV 0 -50000 X 01 0 -50000 0 VODAFONE AIRTOUCH (S) CAL 92857W5DW 0 -50000 X 01 0 -50000 0 VODAFONE AIRTOUC (GS) CAL 92857W5DX 0 -50000 X 01 0 -50000 0 VODAFONE AIRTOU (MGS) CAL 92857W5DY 0 -50000 X 01 0 -50000 0 VODAFONE AIRTOU (MOR) CAL 92857W5ES 0 -50000 X 01 0 -50000 0 VODAFONE AIRTOU (FBC) CAL 92857W5ET 0 -50000 X 01 0 -50000 0 VODAFONE AIRTOU (SBC) CAL 92857W5EU 0 -50000 X 01 0 -50000 0 VODAFONE AIRTOU (MOR) CAL 92857W5EV 0 -50000 X 01 0 -50000 0 VODAFONE AIRTOU (MOR) CAL 92857W5EW 0 -50000 X 01 0 -50000 0 VODAFONE AIRTOUCH (S) CAL 92857W5EX 0 -50000 X 01 0 -50000 0 VODAFONE MAY 3 L1.2765 C (MOR) CAL 92857W5EY 0 -50000 X 01 0 -50000 0 VODAFONE AIRTOU (MOR) CAL 92857W5EZ 0 -50000 X 01 0 -50000 0 VODAFONE AIRTOU (FBC) CAL 92857W5FT 0 -50000 X 01 0 -50000 0 VODAFONE AIRTOU (MOR) CAL 92857W5FU 0 -50000 X 01 0 -50000 0 VODAFONE AIRTOUC (GS) CAL 92857W5FV 0 -50000 X 01 0 -50000 0 VODAFONE AIRTOU (MGS) CAL 92857W5FW 0 -50000 X 01 0 -50000 0 VODAFONE AIRTOU (MGS) CAL 92857W5FX 0 -50000 X 01 0 -50000 0 VODAFONE AIRTOU (MOR) CAL 92857W5FY 0 -50000 X 01 0 -50000 0 VODAFONE AIRTOUC (GS) CAL 92857W5ZY 0 -50000 X 01 0 -50000 0 VODAFONE AIRTOUC (GS) CAL 92857W5ZZ 0 -50000 X 01 0 -50000 0 VOLT INFORMATION SCIENCES IN COM 928703107 375 20108 X 01 1984 0 18124 VORNADO RLTY TR COM 929042109 32365 732900 X 01 361750 355450 15700 VORNADO RLTY TR PFD 929042307 373 14700 X 01 0 0 14700 VORNADO RLTY TR PFD 929042406 694 27400 X 01 0 0 27400 VOTORANTIM CELULOSE E PAPEL ADR 92906P106 2569 137091 X 01 99891 0 37200 VULCAN MATLS CO COM 929160109 38906 818377 X 01 227555 11175 579647 WD-40 CO COM 929236107 608 20191 X 01 2095 0 18096 WFS FINL INC COM 92923B106 45 1800 X 01 0 0 1800 WCI CMNTYS INC COM 92923C104 2935 120300 X 01 118500 0 1800 WGL HLDGS INC COM 92924F106 5681 211500 X 01 113800 14500 83200 W HLDG CO INC COM 929251106 102 5800 X 01 0 0 5800 W-H ENERGY SVCS INC COM 92925E108 28754 1331200 X 01 832200 482400 16600 WJ COMMUNICATIONS INC COM 929284107 27 8300 X 01 0 0 8300 WMS INDS INC COM 929297109 1124 59176 X 01 7820 0 51356 WPS RESOURCES CORP COM 92931B106 25257 640385 X 01 513000 3350 124035 WABASH NATL CORP COM 929566107 295 29772 X 01 2944 0 26828 WABTEC CORP COM 929740108 52 3500 X 01 0 0 3500 WACKENHUT CORP COM 929794105 73 2200 X 01 0 0 2200 WACKENHUT CORP COM 929794303 595 18275 X 01 0 0 18275 WACKENHUT CORRECTIONS CORP COM 929798106 47 3100 X 01 0 0 3100 FIRST UNION COM 929903102 1479712 39905924 X 01 20444513 3679681 15781730 WADDELL & REED FINL INC COM 930059100 14949 490461 X 01 187500 0 302961 WAL MART STORES INC COM 931142103 1899871 30992997 X 01 20283617 895819 9813561 WAL MART STORES INC CVB 931142BE2 10 9000 X 01 9000 0 0 WALGREEN CO COM 931422109 1653078 42181110 X 01 19480540 4676005 18024565 WALLACE COMPUTER SERVICES IN COM 932270101 3517 174100 X 01 103700 0 70400 WALTER INDS INC COM 93317Q105 188 14300 X 01 7400 0 6900 WASHINGTON FED INC COM 938824109 27973 1168451 X 01 952397 7342 208712 WASHINGTON MUT INC COM 939322103 2015735 60843201 X 01 27479658 11391752 21971791 WASHINGTON POST CO COM 939640108 23672 38996 X 01 22464 0 16532 WASHINGTON REAL ESTATE INVT COM 939653101 285 9900 X 01 3900 0 6000 WASHINGTON TR BANCORP COM 940610108 39 2000 X 01 0 0 2000 WASTE CONNECTIONS INC COM 941053100 1204 35921 X 01 3623 0 32298 WASTE MGMT INC DEL COM 94106L109 55496 2036561 X 01 1391786 1349 643426 WATCHGUARD TECHNOLOGIES INC COM 941105108 34 5500 X 01 0 0 5500 WATER PIK TECHNOLOGIES INC COM 94113U100 26 2605 X 01 0 0 2605 WATERS CORP COM 941848103 33918 1212670 X 01 1003770 0 208900 WATSCO INC COM 942622200 600 33591 X 01 3502 0 30089 WATSON PHARMACEUTICALS INC COM 942683103 12990 479496 X 01 347312 0 132184 WATTS INDS INC COM 942749102 553 32946 X 01 3429 0 29517 WAUSAU-MOSINEE PAPER CORP COM 943315101 3200 250786 X 01 120900 0 129886 WAVE SYSTEMS CORP COM 943526103 15 6100 X 01 0 0 6100 WAYPOINT FINL CORP COM 946756103 89 5400 X 01 0 0 5400 WEATHERFORD INTL INC COM 947074100 50727 1065027 X 01 336498 459900 268629 WEBEX INC COM 94767L109 109 6600 X 01 4000 0 2600 WEBSENSE INC COM 947684106 65 2600 X 01 0 0 2600 WEBMETHODS INC COM 94768C108 495 28700 X 01 5100 20000 3600 WEBMD CORP COM 94769M105 1121 145988 X 01 0 0 145988 WEBSTER FINL CORP CONN COM 947890109 7381 197200 X 01 115900 0 81300 WEIGHT WATCHERS INTL INC NEW COM 948626106 111 2910 X 01 1110 0 1800 WEINGARTEN RLTY INVS COM 948741103 370 7200 X 01 2700 0 4500 WEIS MKTS INC COM 948849104 27 900 X 01 0 0 900 WELLMAN INC COM 949702104 20617 1253335 X 01 1049858 13675 189802 WELLPOINT HEALTH NETWORK NEW COM 94973H108 946306 14862667 X 01 5664858 5861200 3336609 WELLPOINT HEALTH NETWORK NEW CVB 94973HAA6 18743 21390000 X 01 0 20825000 565000 WELLS FARGO & CO NEW COM 949746101 589399 11931163 X 01 7986781 43689 3900693 WENDYS INTL INC COM 950590109 97769 2795002 X 01 1866402 23306 905294 WERNER ENTERPRISES INC COM 950755108 1797 85794 X 01 14883 0 70911 WESBANCO INC COM 950810101 185 7750 X 01 5050 0 2700 WESCO FINL CORP COM 950817106 281 900 X 01 500 0 400 WESCO INTL INC COM 95082P105 30 4300 X 01 0 0 4300 WEST COAST BANCORP ORE NEW COM 952145100 41 2700 X 01 0 0 2700 WEST CORP COM 952355105 28245 892700 X 01 524500 358400 9800 WEST PHARMACEUTICAL SVSC INC COM 955306105 206 6800 X 01 5200 0 1600 WESTAMERICA BANCORPORATION COM 957090103 17207 402500 X 01 339300 0 63200 WESTCORP INC COM 957907108 50 2300 X 01 0 0 2300 WESTERN DIGITAL CORP COM 958102105 2059 330500 X 01 0 0 330500 WESTERN GAS RES INC COM 958259103 5006 134500 X 01 80100 0 54400 WESTERN RES INC COM 959425109 55527 3237731 X 01 2398456 5950 833325 WESTERN WIRELESS CORP COM 95988E204 48 5500 X 01 0 0 5500 WESTPOINT STEVENS INC COM 961238102 5 2200 X 01 0 0 2200 WESTPORT RES CORP NEW COM 961418100 229 11650 X 01 6300 0 5350 WESTWOOD ONE INC COM 961815107 16414 428000 X 01 253900 0 174100 WET SEAL INC COM 961840105 882 25271 X 01 2631 0 22640 WEYERHAEUSER CO COM 962166104 29745 473199 X 01 287889 0 185310 WHIRLPOOL CORP COM 963320106 659032 8723124 X 01 4249502 823931 3649691 WHITNEY HLDG CORP COM 966612103 14277 286335 X 01 227874 1350 57111 WHOLE FOODS MKT INC COM 966837106 4642 101593 X 01 7150 0 94443 WILD OATS MARKETS INC COM 96808B107 30 3500 X 01 0 0 3500 WILEY JOHN & SONS INC COM 968223206 576 22000 X 01 5600 0 16400 WILLIAMS COS INC DEL COM 969457100 33279 1412527 X 01 637655 361167 413705 WILLIAMS COS INC DEL CVB 969457BF6 9292 9788000 X 01 9788000 0 0 WILLIAMS SONOMA INC COM 969904101 10840 235700 X 01 133100 0 102600 WILMINGTON TRUST CORP COM 971807102 8764 130200 X 01 76600 0 53600 WILSON GREATBATCH TECHNOLOGI COM 972232102 19010 739400 X 01 463900 266500 9000 WILSONS THE LEATHER EXPERTS COM 972463103 35 2950 X 01 0 0 2950 WIMM BILL DANN FOODS OJSC ADR 97263M109 3806 159264 X 01 111571 0 47693 WIND RIVER SYSTEMS INC COM 973149107 4222 310699 X 01 184200 0 126499 WINN DIXIE STORES INC COM 974280109 3882 242040 X 01 142640 0 99400 WINNEBAGO INDS INC COM 974637100 1102 26248 X 01 2700 0 23548 WINTRUST FINANCIAL CORP COM 97650W108 55 2400 X 01 0 0 2400 WIRELESS FACILITIES INC COM 97653A103 34 5600 X 01 0 0 5600 WISCONSIN ENERGY CORP COM 976657106 270368 10866864 X 01 6449059 1108750 3309055 WITNESS SYS INC COM 977424100 52 3700 X 01 0 0 3700 WOLVERINE TUBE INC COM 978093102 14826 1704139 X 01 1500456 6550 197133 WOLVERINE WORLD WIDE INC COM 978097103 2058 114629 X 01 15599 0 99030 WOODHEAD INDS INC COM 979438108 885 49700 X 01 0 0 49700 WOODWARD GOVERNOR CO COM 980745103 1001 14544 X 01 1522 0 13022 WORLD WRESTLING FEDN ENTMT I COM 98156Q108 13 900 X 01 0 0 900 WORLDCOM INC GA NEW COM 98157D106 1410800 209317526 X 01 102570891 26359916 80386719 WORLDCOM INC GA NEW COM 98157D304 1071 181146 X 01 18832 25790 136524 WORLDCOM INC GA NEW CVB 98157DAK2 7753 9612000 X 01 9612000 0 0 WORTHINGTON INDS INC COM 981811102 2448 159380 X 01 92930 0 66450 WRIGLEY WM JR CO COM 982526105 103358 1938806 X 01 1069306 10000 859500 WYETH COM 983024100 2263966 34485387 X 01 14740597 9398891 10345899 WYNDHAM INTL INC COM 983101106 25 27800 X 01 0 0 27800 XM SATELLITE RADIO HLDGS INC COM 983759101 30 2200 X 01 0 0 2200 X-RITE INC COM 983857103 786 98220 X 01 2707 0 95513 XTO ENERGY CORP COM 98385X106 3005 149876 X 01 16287 0 133589 XCEL ENERGY INC COM 98389B100 141288 5573492 X 01 4084327 273728 1215437 XILINX INC COM 983919101 182120 4568991 X 01 802341 3452600 314050 XEROX CORP COM 984121103 19603 1823495 X 01 1048772 123 774600 YAHOO INC COM 984332106 21905 1185977 X 01 638169 0 547808 YANKEE CANDLE INC COM 984757104 60 2600 X 01 0 0 2600 XICOR INC COM 984903104 357 33600 X 01 0 30000 3600 YELLOW CORP COM 985509108 853 32323 X 01 3288 0 29035 YORK INTL CORP NEW COM 986670107 15993 445500 X 01 378600 0 66900 YOUNG BROADCASTING INC COM 987434107 57 2300 X 01 0 0 2300 ZALE CORP NEW COM 988858106 2115 52101 X 01 7783 0 44318 ZEBRA TECHNOLOGIES CORP COM 989207105 3370 62299 X 01 6612 0 55687 ZENITH NATL INS CORP COM 989390109 629 21540 X 01 2334 0 19206 ZIMMER HLDGS INC COM 98956P102 13662 401226 X 01 243401 1010 156815 ZIONS BANCORPORATION COM 989701107 9805 165428 X 01 95228 0 70200 ZIXIT CORP COM 98974P100 187 28748 X 01 8118 0 20630 ZORAN CORP COM 98975F101 214 4900 X 01 2500 0 2400 ZYGO CORP COM 989855101 28 1700 X 01 0 0 1700 ZOLL MED CORP COM 989922109 50 1300 X 01 0 0 1300 ZOMAX INC MINN COM 989929104 32 4400 X 01 0 0 4400 ACE LTD COM G0070K103 173561 4162144 X 01 2311708 805893 1044543 AMDOCS LTD COM G02602103 182289 6840097 X 01 2701719 2725330 1413048 EVEREST RE GROUP LTD COM G3223R108 15323 220978 X 01 137978 0 83000 GARMIN LTD COM G37260109 99 4300 X 01 0 0 4300 GLOBALSANTAFE CORP COM G3930E101 94823 2899786 X 01 358707 2196500 344579 INGERSOLL-RAND COMPANY LTD COM G4776G101 28671 573194 X 01 444819 1600 126775 INTERNATIONAL BRIQUETTES HLD COM G4821Q104 10 94881 X 01 94881 0 0 LORAL SPACE & COMMUNICATIONS COM G56462107 43731 20340200 X 01 0 19061000 1279200 MARVELL TECHNOLOGY GROUP LTD COM G5876H105 92 2100 X 01 0 0 2100 MIH LTD COM G6116R101 1336 468704 X 01 326729 0 141975 OPENTV CORP COM G67543101 339 60600 X 01 0 60600 0 O2MICRO INTERNATIONAL LIMITE COM G6797E106 15658 896300 X 01 884000 0 12300 PARTNERRE LTD COM G6852T105 115 2100 X 01 0 0 2100 RADICA GAMES LTD COM G7342H107 2 500 X 01 500 0 0 RENAISSANCE RE HLDGS LTD COM G7496G103 13627 132300 X 01 84100 47100 1100 TRANSOCEAN SEDCO FOREX INC COM G90078109 431326 12980019 X 01 2285985 7876500 2817534 TRENWICK GROUP LTD COM G9032C109 380 42419 X 01 4800 0 37619 WHITE MTNS INS GROUP LTD COM G9618E107 173 500 X 01 500 0 0 WILLIS GROUP HOLDINGS LTD COM G96655108 356 14400 X 01 11500 0 2900 XL CAP LTD COM G98255105 346530 3712161 X 01 1638440 723950 1349771 XOMA LTD COM G9825R107 3007 350000 X 01 350000 0 0 UBS AG COM H8920M855 3677 73900 X 01 73900 0 0 MILLICOM INTL CELLULAR S A COM L6388F102 33115 4927796 X 01 44071 2043924 2839801 CHECK POINT SOFTWARE TECH LT COM M22465104 10468 344335 X 01 204498 46500 93337 PRECISE SOFTWARE SOLUTIONS L COM M41450103 14086 604800 X 01 596500 0 8300 RADWARE LTD COM M81873107 1261 109960 X 01 82760 0 27200 TARO PHARMACEUTICAL INDS LTD COM M8737E108 18229 643000 X 01 401800 234600 6600 ASM LITHOGRAPHY HLDG N V ADR N07059111 4024 158610 X 01 90000 20000 48610 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 42790 1897550 X 01 1389700 5800 502050 ASE TEST LTD COM Y02516105 245 15700 X 01 0 0 15700 FLEXTRONICS INTL LTD COM Y2573F102 1384171 75844979 X 01 20395595 37070188 18379196 FLEX APR 19 CALL (MGS) CAL Y2573F5DT 0 -2500 X 01 0 -2500 0 FLEX APR 26 20.28 CALL (MT) CAL Y2573F5DU 0 -2500 X 01 0 -2500 0 FLEX APR 22 22.4763 CALL (MOR) CAL Y2573F5DV 0 -2500 X 01 0 -2500 0 FLEX APR 16 22.2412 CL (MOR) CAL Y2573F5DW 0 -2500 X 01 0 -2500 0 FLEX APR 10 21.7404 CALL (SB) CAL Y2573F5DX 0 -2500 X 01 0 -2500 0 FLEX APR 4 23.09 CALL (FBC) CAL Y2573F5DY 0 -2500 X 01 0 -2500 0 FLEXTRONICS INT (MGS) CAL Y2573F5DZ 0 -2500 X 01 0 -2500 0 FLEXTRONICS INT (SBC) CAL Y2573F5EU 0 -2500 X 01 0 -2500 0 FLEXTRONICS INT (FBC) CAL Y2573F5EV 0 -2500 X 01 0 -2500 0 FLEXTRONICS INTER (S) CAL Y2573F5EW 0 -2500 X 01 0 -2500 0 FLEXTRONICS INTE (SB) CAL Y2573F5EX 0 -2500 X 01 0 -2500 0 FLEXTRONICS INT (MOR) CAL Y2573F5EZ 0 -2500 X 01 0 -2500 0 FLEXTRONICS INTE (GS) CAL Y2573F5FT 0 -2500 X 01 0 -2500 0 FLEXTRONICS INT (SBC) CAL Y2573F5FU 0 -2500 X 01 0 -2500 0 FLEXTRONICS INTER (S) CAL Y2573F5FV 0 -2500 X 01 0 -2500 0 FLEXTRONICS INT (MGS) CAL Y2573F5FW 0 -2500 X 01 0 -2500 0 FLEXTRONICS INTE (SB) CAL Y2573F5FX 0 -2500 X 01 0 -2500 0 FLEXTRONICS INT (SBC) CAL Y2573F5FY 0 -2500 X 01 0 -2500 0 FLEX JUNE 6 15.35 CALL (MT) CAL Y2573F5FZ 0 -2500 X 01 0 -2500 0 FLEXTRONICS INTE (GS) CAL Y257EF5EB 0 -2500 X 01 0 -2500 0 MUTUELLES AXA AND AXA: AFLAC INC COM 001055102 1629 55215 X 02 03 55215 AES CORP COM 00130H105 5085 564979 X 02 03 564979 0 0 AMB PROPERTY CORP COM 00163T109 968 35200 X 02 03 35200 AMR CORP COM 001765106 428 16189 X 02 03 16189 AOL TIME WARNER INC COM 00184A105 148516 6279732 X 02 03 6279732 0 0 AT&T CORP COM 001957109 76152 4850429 X 02 03 4850429 0 0 AT&T WIRELESS SVCS INC COM 00209A106 29873 3337717 X 02 03 3337717 0 0 ABBOTT LABS COM 002824100 12460 236879 X 02 03 236879 ADOBE SYS INC COM 00724F101 73 1800 X 02 03 1800 AETNA INC NEW COM 00817Y108 1304 33600 X 02 03 33600 AFFILIATED COMPUTER SERVICES COM 008190100 2908 51800 X 02 03 51800 AFFILIATED MANAGERS GROUP COM 008252108 884 12300 X 02 03 12300 AFFYMETRIX INC COM 00826T108 17 583 X 02 03 583 AGILENT TECHNOLOGIES INC COM 00846U101 49 1394 X 02 03 1394 AIR PRODS & CHEMS INC COM 009158106 2306 44644 X 02 03 44644 ALCOA INC COM 013817101 62159 1647021 X 02 03 1647021 0 0 ALKERMES INC COM 01642T108 15 589 X 02 03 589 ALLIANCE DATA SYSTEMS CORP COM 018581108 176 7000 X 02 03 7000 ALLIANT ENERGY CORP COM 018802108 1275 42200 X 02 03 42200 ALLIED CAP CORP NEW COM 01903Q108 424 15400 X 02 03 15400 ALLMERICA FINL CORP COM 019754100 180 4000 X 02 03 4000 ALLSTATE CORP COM 020002101 2542 67289 X 02 03 67289 ALTERA CORP COM 021441100 27811 1271650 X 02 03 1271650 0 0 AMBAC FINL GROUP INC COM 023139108 3007 50900 X 02 03 50900 AMEREN CORP COM 023608102 1595 37300 X 02 03 37300 AMERICAN ELEC PWR INC COM 025537101 1207 26185 X 02 03 26185 AMERICAN EXPRESS CO COM 025816109 10546 257480 X 02 03 257480 AMERICAN INTL GROUP INC COM 026874107 132735 1839966 X 02 03 1839966 0 0 AMERICAN NATL INS CO COM 028591105 520 5500 X 02 03 5500 AMERICAN STD COS INC DEL COM 029712106 541 7640 X 02 03 7640 AMGEN INC COM 031162100 5933 99414 X 02 03 99414 ANADARKO PETE CORP COM 032511107 214 3800 X 02 03 3800 ANALOG DEVICES INC COM 032654105 6161 136800 X 02 03 136800 ANHEUSER BUSCH COS INC COM 035229103 23880 457464 X 02 03 457464 APACHE CORP COM 037411105 3495 61437 X 02 03 61437 APOLLO GROUP INC COM 037604105 2265 42300 X 02 03 42300 APPLE COMPUTER INC COM 037833100 64 2700 X 02 03 2700 APPLERA CORP COM 038020103 62 2795 X 02 03 2795 APPLERA CORP COM 038020202 12 570 X 02 03 570 APPLIED MATLS INC COM 038222105 159275 2934867 X 02 03 2934867 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 519 64872 X 02 03 64872 ARCHER DANIELS MIDLAND CO COM 039483102 646 46383 X 02 03 46383 ASHLAND INC COM 044204105 1830 40200 X 02 03 40200 ASTORIA FINL CORP COM 046265104 581 20000 X 02 03 20000 AUTODESK INC COM 052769106 1312 28100 X 02 03 28100 AUTOLIV INC COM 052800109 877 36200 X 02 03 36200 AUTOMATIC DATA PROCESSING IN COM 053015103 11554 198277 X 02 03 198277 AUTONATION INC COM 05329W102 2621 187500 X 02 03 187500 AVAYA INC COM 053499109 9 1276 X 02 03 1276 AVON PRODS INC COM 054303102 163 3000 X 02 03 3000 BISYS GROUP INC COM 055472104 677 19200 X 02 03 19200 BMC SOFTWARE INC COM 055921100 35 1800 X 02 03 1800 BAKER HUGHES INC COM 057224107 972 25423 X 02 03 25423 BANK OF AMERICA CORPORATION COM 060505104 254549 3742272 X 02 03 3742272 0 0 BANK NEW YORK INC COM 064057102 1483 35291 X 02 03 35291 BANK ONE CORP COM 06423A103 41852 1001723 X 02 03 1001723 BANKNORTH GROUP INC NEW COM 06646R107 667 25300 X 02 03 25300 BARNES & NOBLE INC COM 067774109 753 24300 X 02 03 24300 BARR LABS INC COM 068306109 566 8600 X 02 03 8600 BAUSCH & LOMB INC COM 071707103 767 17200 X 02 03 17200 BAXTER INTL INC COM 071813109 11723 196955 X 02 03 196955 BEA SYS INC COM 073325102 6342 462600 X 02 03 462600 BECTON DICKINSON & CO COM 075887109 186 4927 X 02 03 4927 BELLSOUTH CORP COM 079860102 9109 247131 X 02 03 247131 BEST BUY INC COM 086516101 28373 358243 X 02 03 358243 0 0 BIOGEN INC COM 090597105 88 1800 X 02 03 1800 BIOMET INC COM 090613100 1461 54000 X 02 03 54000 BIOTECH HOLDERS TR COM 09067D201 358 2900 X 02 03 2900 BLOCK H & R INC COM 093671105 2629 59148 X 02 03 59148 BLOCKBUSTER INC COM 093679108 232 9900 X 02 03 9900 BOEING CO COM 097023105 12230 253462 X 02 03 253462 BOISE CASCADE CORP COM 097383103 989 27300 X 02 03 27300 BORDERS GROUP INC COM 099709107 897 37500 X 02 03 37500 BOSTON SCIENTIFIC CORP COM 101137107 4667 186000 X 02 03 186000 BRISTOL MYERS SQUIBB CO COM 110122108 88065 2174978 X 02 03 2174978 0 0 BROADVISION INC COM 111412102 3876 2240398 X 02 03 2240398 0 0 BRUNSWICK CORP COM 117043109 1855 67900 X 02 03 67900 BURLINGTON NORTHN SANTA FE C COM 12189T104 1998 66200 X 02 03 66200 CIGNA CORP COM 125509109 654 6450 X 02 03 6450 CSX CORP COM 126408103 1979 51921 X 02 03 51921 CAMPBELL SOUP CO COM 134429109 535 19973 X 02 03 19973 CAPITAL ONE FINL CORP COM 14040H105 88849 1391532 X 02 03 1391532 0 0 CARDINAL HEALTH INC COM 14149Y108 25408 358411 X 02 03 358411 CAREMARK RX INC COM 141705103 1587 81400 X 02 03 81400 CARNIVAL CORP COM 143658102 31916 977520 X 02 03 977520 CATELLUS DEV CORP COM 149111106 138 7000 X 02 03 7000 CATERPILLAR INC DEL COM 149123101 14121 248392 X 02 03 248392 CENDANT CORP COM 151313103 813 42357 X 02 03 42357 CENTEX CORP COM 152312104 1906 36700 X 02 03 36700 CERIDIAN CORP NEW COM 156779100 130 5900 X 02 03 5900 CHECKPOINT SYS INC COM 162825103 1277 80050 X 02 03 80050 CHEVRONTEXACO CORP COM 166764100 230353 2551818 X 02 03 2551818 0 0 CHIRON CORP COM 170040109 106 2319 X 02 03 2319 CHUBB CORP COM 171232101 755 10330 X 02 03 10330 CINERGY CORP COM 172474108 484 13535 X 02 03 13535 CISCO SYS INC COM 17275R102 111892 6609124 X 02 03 6609124 0 0 CITIGROUP INC COM 172967101 350406 7076042 X 02 03 7076042 0 0 CITRIX SYS INC COM 177376100 221 12815 X 02 03 12815 CITY NATL CORP COM 178566105 1010 19200 X 02 03 19200 CLAYTON HOMES INC COM 184190106 278 16600 X 02 03 16600 CLEAR CHANNEL COMMUNICATIONS COM 184502102 6755 131385 X 02 03 131385 CLOROX CO DEL COM 189054109 135 3100 X 02 03 3100 COCA COLA CO COM 191216100 91627 1753289 X 02 03 1753289 0 0 COCA COLA ENTERPRISES INC COM 191219104 973 51800 X 02 03 51800 COLGATE PALMOLIVE CO COM 194162103 19330 338235 X 02 03 338235 0 0 COMCAST CORP COM 200300101 4014 120000 X 02 03 120000 COMERICA INC COM 200340107 1032 16500 X 02 03 16500 COMPAQ COMPUTER CORP COM 204493100 1158 110815 X 02 03 110815 COMPUTER ASSOC INTL INC COM 204912109 109 5000 X 02 03 5000 COMPUTER SCIENCES CORP COM 205363104 240 4721 X 02 03 4721 COMVERSE TECHNOLOGY INC COM 205862402 1508 119000 X 02 03 119000 CONAGRA FOODS INC COM 205887102 681 28080 X 02 03 28080 CONCORD EFS INC COM 206197105 2038 61300 X 02 03 61300 CONOCO INC COM 208251504 3960 135714 X 02 03 135714 0 0 CONSOLIDATED EDISON INC COM 209115104 712 17000 X 02 03 17000 CONSTELLATION ENERGY GROUP I COM 210371100 1175 38100 X 02 03 38100 COOPER INDS INC COM 216669101 84 2000 X 02 03 2000 COORS ADOLPH CO COM 217016104 1768 26200 X 02 03 26200 COSTCO WHSL CORP NEW COM 22160K105 398 10000 X 02 03 10000 COUNTRYWIDE CR INDS INC DEL COM 222372104 2882 64400 X 02 03 64400 CUMMINS INC COM 231021106 878 18600 X 02 03 18600 D R HORTON INC COM 23331A109 1067 28300 X 02 03 28300 DST SYS INC DEL COM 233326107 40 800 X 02 03 800 DANAHER CORP DEL COM 235851102 17860 251472 X 02 03 251472 DARDEN RESTAURANTS INC COM 237194105 2598 64000 X 02 03 64000 DECODE GENETICS INC COM 243586104 166 29120 X 02 03 29120 DEERE & CO COM 244199105 530 11635 X 02 03 11635 DELL COMPUTER CORP COM 247025109 102965 3943494 X 02 03 3943494 0 0 DELPHI AUTOMOTIVE SYS CORP COM 247126105 5161 322759 X 02 03 322759 DENTSPLY INTL INC NEW COM 249030107 995 26850 X 02 03 26850 DIAMONDS TR COM 252787106 292 2850 X 02 03 2850 DISNEY WALT CO COM 254687106 71419 3094402 X 02 03 3094402 0 0 DOW CHEM CO COM 260543103 29289 895145 X 02 03 895145 0 0 DOW JONES & CO INC COM 260561105 490 8409 X 02 03 8409 DU PONT E I DE NEMOURS & CO COM 263534109 95834 2032532 X 02 03 2032532 DUKE ENERGY CORP COM 264399106 1080 28565 X 02 03 28565 DYNEGY INC NEW COM 26816Q101 2 66 X 02 03 66 E M C CORP MASS COM 268648102 4404 369484 X 02 03 369484 EASTMAN CHEM CO COM 277432100 195 4000 X 02 03 4000 EASTMAN KODAK CO COM 277461109 5862 188053 X 02 03 188053 EBAY INC COM 278642103 45 800 X 02 03 800 EDWARDS AG INC COM 281760108 994 22600 X 02 03 22600 EL PASO CORP COM 28336L109 92091 2091555 X 02 03 2091555 ELECTRONIC ARTS INC COM 285512109 67 1100 X 02 03 1100 ELECTRONIC DATA SYS NEW COM 285661104 19825 341874 X 02 03 341874 EMERSON ELEC CO COM 291011104 1331 23189 X 02 03 23189 ENERGY EAST CORP COM 29266M109 387 17800 X 02 03 17800 ENGELHARD CORP COM 292845104 1629 52500 X 02 03 52500 ENTERGY CORP NEW COM 29364G103 1207 27800 X 02 03 27800 ENZON INC COM 293904108 19 438 X 02 03 438 EQUITY OFFICE PROPERTIES TRU COM 294741103 1008 33606 X 02 03 33606 EXAR CORP COM 300645108 0 23 X 02 03 23 0 0 EXELON CORP COM 30161N101 720 13586 X 02 03 13586 EXXON MOBIL CORP COM 30231G102 167823 3828959 X 02 03 3828959 0 0 FPL GROUP INC COM 302571104 1269 21308 X 02 03 21308 FAMILY DLR STORES INC COM 307000109 885 26400 X 02 03 26400 FEDERAL HOME LN MTG CORP COM 313400301 1914 30200 X 02 03 30200 FEDERAL NATL MTG ASSN COM 313586109 198216 2481418 X 02 03 2481418 0 0 FEDERATED INVS INC PA COM 314211103 1090 33700 X 02 03 33700 FEDEX CORP COM 31428X106 813 13988 X 02 03 13988 FIDELITY NATL FINL INC COM 316326107 1005 38100 X 02 03 38100 FIFTH THIRD BANCORP COM 316773100 502 7440 X 02 03 7440 FIRST DATA CORP COM 319963104 67904 778267 X 02 03 778267 0 0 FIRST TENN NATL CORP COM 337162101 1539 43900 X 02 03 43900 FISERV INC COM 337738108 37 800 X 02 03 800 FIRSTENERGY CORP COM 337932107 5299 153250 X 02 03 153250 FLEETBOSTON FINL CORP COM 339030108 3424 97833 X 02 03 97833 FOOT LOCKER INC COM 344849104 1688 104300 X 02 03 104300 FORD MTR CO DEL COM 345370860 2321 140770 X 02 03 140770 FOREST LABS INC COM 345838106 1577 19300 X 02 03 19300 FORTUNE BRANDS INC COM 349631101 4330 87700 X 02 03 87700 FREEPORT-MCMORAN COPPER & GO COM 35671D105 1746 99300 X 02 03 99300 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 620 35200 X 02 03 35200 GANNETT INC COM 364730101 1291 16961 X 02 03 16961 GAP INC DEL COM 364760108 390 25950 X 02 03 25950 GENENTECH INC COM 368710406 335 6635 X 02 03 6635 GENENTECH INC CVB 368710AA7 175 175000 X 02 03 175000 0 0 GENERAL DYNAMICS CORP COM 369550108 7739 82370 X 02 03 82370 GENERAL ELEC CO COM 369604103 349721 9338355 X 02 03 9338355 0 0 GENERAL MLS INC COM 370334104 1457 29826 X 02 03 29826 GENERAL MTRS CORP COM 370442105 40913 676799 X 02 03 676799 GENERAL MTRS CORP COM 370442832 809 49151 X 02 03 49151 GENZYME CORP COM 372917104 89 2038 X 02 03 2038 GERDAU S A ADR 373737105 2910 234700 X 02 03 234700 GILEAD SCIENCES INC COM 375558103 85 2370 X 02 03 2370 GILLETTE CO COM 375766102 6619 194616 X 02 03 194616 GOLDMAN SACHS GROUP INC COM 38141G104 2201 24385 X 02 03 24385 GOODRICH B F CO COM 382388106 1699 53700 X 02 03 53700 GREENPOINT FINL CORP COM 395384100 656 15000 X 02 03 15000 GUIDANT CORP COM 401698105 16191 373765 X 02 03 373765 HCA-HEALTHCARE CO COM 404119109 1555 35274 X 02 03 35274 HALLIBURTON CO COM 406216101 406 23800 X 02 03 23800 HANCOCK JOHN FINL SVCS INC COM 41014S106 23 600 X 02 03 600 HARLEY DAVIDSON INC COM 412822108 4039 73257 X 02 03 73257 HARRAHS ENTMT INC COM 413619107 235 5300 X 02 03 5300 HARRIS CORP DEL COM 413875105 388 10800 X 02 03 10800 HARTFORD FINL SVCS GROUP INC COM 416515104 1275 18719 X 02 03 18719 HEALTHSOUTH CORP COM 421924101 141 9853 X 02 03 9853 HEALTH MGMT ASSOC INC NEW COM 421933102 649 31300 X 02 03 31300 HEALTH NET INC COM 42222G108 2330 84900 X 02 03 84900 HEINZ H J CO COM 423074103 1245 29989 X 02 03 29989 HELMERICH & PAYNE INC COM 423452101 1082 27000 X 02 03 27000 HEWLETT PACKARD CO COM 428236103 7248 403994 X 02 03 403994 HIBERNIA FOODS PLC ADR 428660104 5330 1000000 X 02 03 1000000 HOME DEPOT INC COM 437076102 111529 2294367 X 02 03 2294367 0 0 HON INDS INC COM 438092108 63 2200 X 02 03 2200 HONEYWELL INTL INC COM 438516106 13064 341351 X 02 03 341351 HORMEL FOODS CORP COM 440452100 1171 42800 X 02 03 42800 HOSPITALITY PPTYS TR COM 44106M102 917 26700 X 02 03 26700 HOST MARRIOTT CORP NEW COM 44107P104 61 5100 X 02 03 5100 HOTEL RESERVATIONS NETWORK I COM 441451101 253 4300 X 02 03 4300 HOUSEHOLD INTL INC COM 441815107 1330 23424 X 02 03 23424 HUMANA INC COM 444859102 1281 94700 X 02 03 94700 HUMAN GENOME SCIENCES INC COM 444903108 1211 55569 X 02 03 55569 HUNTINGTON BANCSHARES INC COM 446150104 493 25000 X 02 03 25000 ICOS CORP COM 449295104 28 610 X 02 03 610 IDEC PHARMACEUTICALS CORP COM 449370105 112 1744 X 02 03 1744 ISTAR FINL INC COM 45031U101 1090 37700 X 02 03 37700 ITT INDS INC IND COM 450911102 2844 45115 X 02 03 45115 ILLINOIS TOOL WKS INC COM 452308109 842 11635 X 02 03 11635 IMAGISTICS INTERNATIONAL INC COM 45247T104 121 7632 X 02 03 7632 IMMUNEX CORP NEW COM 452528102 188 6206 X 02 03 6206 IMPSAT FIBER NETWORKS INC COM 45321T103 1 15000 X 02 03 15000 INTEL CORP COM 458140100 161566 5312910 X 02 03 5312910 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 159801 1536547 X 02 03 1536547 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 480 7700 X 02 03 7700 INTL PAPER CO COM 460146103 8468 196879 X 02 03 196879 INTUIT COM 461202103 58 1500 X 02 03 1500 I2 TECHNOLOGIES INC COM 465754109 7 1400 X 02 03 1400 JDS UNIPHASE CORP COM 46612J101 214 36329 X 02 03 36329 0 0 J P MORGAN CHASE & CO COM 46625H100 198718 5574145 X 02 03 5574145 0 0 JEFFERSON PILOT CORP COM 475070108 1893 37800 X 02 03 37800 JOHNSON & JOHNSON COM 478160104 169448 2608892 X 02 03 2608892 0 0 JOHNSON CTLS INC COM 478366107 4907 55560 X 02 03 55560 JUNIPER NETWORKS INC COM 48203R104 2802 222027 X 02 03 222027 KLA-TENCOR CORP COM 482480100 718 10800 X 02 03 10800 KERR MCGEE CORP COM 492386107 19735 314003 X 02 03 314003 KEYCORP NEW COM 493267108 32088 1204039 X 02 03 1204039 KIMBERLY CLARK CORP COM 494368103 8607 133126 X 02 03 133126 KOHLS CORP COM 500255104 1210 17000 X 02 03 17000 KOSAN BIOSCIENCES INC COM 50064W107 346 45000 X 02 03 45000 KROGER CO COM 501044101 1267 57174 X 02 03 57174 LAFARGE CORP COM 505862102 770 17800 X 02 03 17800 LAUDER ESTEE COS INC COM 518439104 3699 108270 X 02 03 108270 LENNAR CORP COM 526057104 1546 29300 X 02 03 29300 LEXMARK INTL NEW COM 529771107 606 10600 X 02 03 10600 LIBERTY MEDIA CORP NEW COM 530718105 842 66625 X 02 03 66625 LILLY ELI & CO COM 532457108 12017 157700 X 02 03 157700 LINCOLN NATL CORP IND COM 534187109 2973 58600 X 02 03 58600 LIZ CLAIBORNE INC COM 539320101 1429 50400 X 02 03 50400 LOCKHEED MARTIN CORP COM 539830109 5482 95200 X 02 03 95200 LOEWS CORP COM 540424108 2372 40500 X 02 03 40500 LUCENT TECHNOLOGIES INC COM 549463107 5357 1132467 X 02 03 1132467 MBIA INC COM 55262C100 6415 117300 X 02 03 117300 MBNA CORP COM 55262L100 64181 1664017 X 02 03 1664017 MGIC INVT CORP WIS COM 552848103 192 2800 X 02 03 2800 MACROMEDIA INC COM 556100105 118 5766 X 02 03 5766 MAGYAR TAVKOZLESI RT ADR 559776109 2421 138600 X 02 03 138600 MARATHON OIL CORP COM 565849106 2415 83859 X 02 03 83859 MARSH & MCLENNAN COS INC COM 571748102 2547 22595 X 02 03 22595 MARRIOTT INTL INC NEW COM 571903202 988 21985 X 02 03 21985 MASCO CORP COM 574599106 3514 128000 X 02 03 128000 MASSEY ENERGY CORP COM 576206106 1293 76500 X 02 03 76500 MATTEL INC COM 577081102 83 4000 X 02 03 4000 MAXIM INTEGRATED PRODS INC COM 57772K101 6612 118680 X 02 03 118680 MAY DEPT STORES CO COM 577778103 279 8004 X 02 03 8004 MCDATA CORP COM 580031201 8 713 X 02 03 713 MCDONALDS CORP COM 580135101 17594 634018 X 02 03 634018 0 0 MCKESSON HBOC INC COM 58155Q103 936 25000 X 02 03 25000 MEDIMMUNE INC COM 584699102 257 6533 X 02 03 6533 MEDTRONIC INC COM 585055106 3468 76712 X 02 03 76712 MELLON FINL CORP COM 58551A108 876 22701 X 02 03 22701 MERCK & CO INC COM 589331107 84994 1476102 X 02 03 1476102 MERRILL LYNCH & CO INC COM 590188108 10937 197486 X 02 03 197486 MICROSOFT CORP COM 594918104 259830 4308244 X 02 03 4308244 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 594 14200 X 02 03 14200 MICRON TECHNOLOGY INC COM 595112103 115767 3518745 X 02 03 3518745 0 0 MIDCAP SPDR TR COM 595635103 8581 93225 X 02 03 93225 MILLENNIUM PHARMACEUTICALS I COM 599902103 39 1755 X 02 03 1755 MINNESOTA MNG & MFG CO COM 604059105 27161 236165 X 02 03 236165 MORGAN STANLEY DEAN WITTER&C COM 617446448 5265 91875 X 02 03 91875 MOTOROLA INC COM 620076109 14207 1000465 X 02 03 1000465 0 0 MURPHY OIL CORP COM 626717102 1094 11400 X 02 03 11400 MYLAN LABS INC COM 628530107 1494 50700 X 02 03 50700 NCR CORP NEW COM 62886E108 2461 55000 X 02 03 55000 NASDAQ 100 TR COM 631100104 837 20100 X 02 03 20100 NATIONAL CITY CORP COM 635405103 431 14000 X 02 03 14000 NATIONWIDE FINL SVCS INC COM 638612101 728 17000 X 02 03 17000 NEW YORK TIMES CO COM 650111107 144 3000 X 02 03 3000 NEWELL RUBBERMAID INC COM 651229106 631 19732 X 02 03 19732 NEWMONT MINING CORP COM 651639106 1322 47744 X 02 03 47744 NICOR INC COM 654086107 729 16000 X 02 03 16000 NIKE INC COM 654106103 993 16545 X 02 03 16545 NOBLE DRILLING CORP COM 655042109 21150 511000 X 02 03 511000 NORTHROP GRUMMAN CORP COM 666807102 4601 40700 X 02 03 40700 NVIDIA CORP COM 67066G104 856 19300 X 02 03 19300 OCCIDENTAL PETE CORP DEL COM 674599105 3261 111873 X 02 03 111873 OFFICE DEPOT INC COM 676220106 3386 170600 X 02 03 170600 OLD REP INTL CORP COM 680223104 1161 36300 X 02 03 36300 OMNICOM GROUP INC COM 681919106 1510 16000 X 02 03 16000 ORACLE CORP COM 68389X105 73859 5770243 X 02 03 5770243 0 0 ORTHODONTIC CTRS AMER INC COM 68750P103 276 10000 X 02 03 10000 ORTHOVITA INC COM 68750U102 61 25000 X 02 03 25000 PNC FINL SVCS GROUP INC COM 693475105 166 2700 X 02 03 2700 PPG INDS INC COM 693506107 1659 30204 X 02 03 30204 PACCAR INC COM 693718108 1157 15800 X 02 03 15800 PACIFIC CAP BANCORP NEW COM 69404P101 46 1500 X 02 03 1500 PACTIV CORP COM 695257105 1650 82400 X 02 03 82400 PALM INC COM 696642107 1604 402110 X 02 03 402110 PARK PL ENTMT CORP COM 700690100 97 9200 X 02 03 9200 PARKER HANNIFIN CORP COM 701094104 1143 22900 X 02 03 22900 PEOPLESOFT INC COM 712713106 23489 643000 X 02 03 643000 PEPSIAMERICAS INC COM 71343P200 858 59500 X 02 03 59500 PEPSICO INC COM 713448108 13049 253373 X 02 03 253373 P T TELEKOMUNIKASI INDONESIA ADR 715684106 2958 354300 X 02 03 354300 PFIZER INC COM 717081103 214364 5394152 X 02 03 5394152 0 0 PHARMACIA CORP COM 71713U102 159017 3527429 X 02 03 3527429 0 0 PHELPS DODGE CORP COM 717265102 210 5000 X 02 03 5000 0 0 PHILIP MORRIS COS INC COM 718154107 222375 4222035 X 02 03 4222035 0 0 PINNACLE WEST CAP CORP COM 723484101 2050 45200 X 02 03 45200 PITNEY BOWES INC COM 724479100 4083 95400 X 02 03 95400 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 660 26100 X 02 03 26100 PROCTER & GAMBLE CO COM 742718109 77503 860282 X 02 03 860282 0 0 PROLOGIS TR COM 743410102 467 20000 X 02 03 20000 PULTE CORP COM 745867101 957 20000 X 02 03 20000 QUALCOMM INC COM 747525103 2049 54440 X 02 03 54440 QUESTAR CORP COM 748356102 666 25900 X 02 03 25900 QWEST COMMUNICATIONS INTL IN COM 749121109 1137 138368 X 02 03 138368 R O C TAIWAN FD COM 749651105 5314 1045995 X 02 03 1045995 RADIAN GROUP INC COM 750236101 1841 37500 X 02 03 37500 RADIOSHACK CORP COM 750438103 739 24600 X 02 03 24600 RAYMOND JAMES FINANCIAL INC COM 754730109 798 23300 X 02 03 23300 RAYTHEON CO COM 755111507 456 11120 X 02 03 11120 RESMED INC COM 761152107 2849 71000 X 02 03 71000 ROSLYN BANCORP INC COM 778162107 230 11100 X 02 03 11100 ROSS STORES INC COM 778296103 1517 40100 X 02 03 40100 SBC COMMUNICATIONS INC COM 78387G103 121665 3249600 X 02 03 3249600 0 0 SEI INVESTMENTS CO COM 784117103 910 21250 X 02 03 21250 SPDR TR COM 78462F103 24821 208490 X 02 03 208490 SAFEWAY INC COM 786514208 22713 504506 X 02 03 504506 0 0 ST JUDE MED INC COM 790849103 3719 48200 X 02 03 48200 SAKS INC COM 79377W108 498 37900 X 02 03 37900 SANMINA-SCI CORP COM 800907107 3866 328982 X 02 03 328982 SARA LEE CORP COM 803111103 969 46673 X 02 03 46673 SCANA CORP NEW COM 80589M102 1227 40100 X 02 03 40100 SCHEIN HENRY INC COM 806407102 595 13500 X 02 03 13500 SCHERING PLOUGH CORP COM 806605101 87648 2800249 X 02 03 2800249 0 0 SCHLUMBERGER LTD COM 806857108 1762 29962 X 02 03 29962 SCHWAB CHARLES CORP NEW COM 808513105 1069 81647 X 02 03 81647 SEARS ROEBUCK & CO COM 812387108 1870 36464 X 02 03 36464 SECTOR SPDR TR COM 81369Y100 350 16000 X 02 03 16000 SECTOR SPDR TR COM 81369Y209 124 4300 X 02 03 4300 SECTOR SPDR TR COM 81369Y506 489 16100 X 02 03 16100 SECTOR SPDR TR COM 81369Y605 755 27000 X 02 03 27000 SEMPRA ENERGY COM 816851109 880 35000 X 02 03 35000 SEPRACOR INC COM 817315104 17 878 X 02 03 878 SHERWIN WILLIAMS CO COM 824348106 2253 79100 X 02 03 79100 SIEBEL SYS INC COM 826170102 1599 49019 X 02 03 49019 SIGMA ALDRICH CORP COM 826552101 977 20800 X 02 03 20800 SMITH INTL INC COM 832110100 75 1100 X 02 03 1100 SMITHFIELD FOODS INC COM 832248108 916 35100 X 02 03 35100 SMURFIT-STONE CONTAINER CORP COM 832727101 1123 65500 X 02 03 65500 SNAP ON INC COM 833034101 123 3600 X 02 03 3600 SOLECTRON CORP COM 834182107 23 3000 X 02 03 3000 SONOCO PRODS CO COM 835495102 532 18600 X 02 03 18600 SOUTHERN CO COM 842587107 901 34011 X 02 03 34011 SOUTHWEST AIRLS CO COM 844741108 545 28170 X 02 03 28170 SOVEREIGN BANCORP INC COM 845905108 74 5300 X 02 03 5300 SPRINT CORP COM 852061100 5620 367562 X 02 03 367562 0 0 SPRINT CORP COM 852061506 1517 147400 X 02 03 147400 STANLEY WKS COM 854616109 106 2300 X 02 03 2300 STATE STR CORP COM 857477103 750 13550 X 02 03 13550 STORAGE TECHNOLOGY CORP COM 862111200 1166 54400 X 02 03 54400 STRYKER CORP COM 863667101 4271 70800 X 02 03 70800 SUN MICROSYSTEMS INC COM 866810104 2837 321628 X 02 03 321628 SUNGARD DATA SYS INC COM 867363103 1639 49700 X 02 03 49700 SUNOCO INC COM 86764P109 1772 44300 X 02 03 44300 SUNTRUST BKS INC COM 867914103 1626 24371 X 02 03 24371 SYBASE INC COM 871130100 907 51900 X 02 03 51900 SYMANTEC CORP COM 871503108 3272 79400 X 02 03 79400 SYMBOL TECHNOLOGIES INC COM 871508107 1048 93196 X 02 03 93196 SYSCO CORP COM 871829107 1063 35632 X 02 03 35632 TJX COS INC NEW COM 872540109 1536 38400 X 02 03 38400 TRW INC COM 872649108 46 900 X 02 03 900 TXU CORP COM 873168108 863 15829 X 02 03 15829 TARGET CORP COM 87612E106 52142 1209226 X 02 03 1209226 0 0 TELEFLEX INC COM 879369106 1553 28400 X 02 03 28400 TELLABS INC COM 879664100 233 22260 X 02 03 22260 TENET HEALTHCARE CORP COM 88033G100 102171 1524484 X 02 03 1524484 0 0 TERADYNE INC COM 880770102 184 4658 X 02 03 4658 TEXAS INSTRS INC COM 882508104 37567 1134943 X 02 03 1134943 0 0 TEXTRON INC COM 883203101 3774 73855 X 02 03 73855 THERMO ELECTRON CORP COM 883556102 533 25700 X 02 03 25700 TIDEWATER INC COM 886423102 1275 30100 X 02 03 30100 TRIBUNE CO NEW COM 896047107 138 3042 X 02 03 3042 TYCO INTL LTD NEW COM 902124106 129439 4004911 X 02 03 4004911 0 0 US BANCORP DEL COM 902973304 10484 464514 X 02 03 464514 UNION PAC CORP COM 907818108 859 13831 X 02 03 13831 UNIONBANCAL CORP COM 908906100 1299 29500 X 02 03 29500 UNISYS CORP COM 909214108 21 1700 X 02 03 1700 UNITED TECHNOLOGIES CORP COM 913017109 54975 740908 X 02 03 740908 0 0 UNITEDHEALTH GROUP INC COM 91324P102 7141 93448 X 02 03 93448 UNUMPROVIDENT CORP COM 91529Y106 3114 111500 X 02 03 111500 V F CORP COM 918204108 117 2700 X 02 03 2700 VERITAS SOFTWARE CO COM 923436109 22209 506708 X 02 03 506708 VERISIGN INC COM 92343E102 38 1400 X 02 03 1400 VERITAS DGC INC COM 92343P107 563 33300 X 02 03 33300 VERIZON COMMUNICATIONS COM 92343V104 80097 1737463 X 02 03 1737463 0 0 VIACOM INC COM 925524100 68 1400 X 02 03 1400 VIACOM INC COM 925524308 65249 1348946 X 02 03 1348946 VIGNETTE CORP COM 926734104 378 109786 X 02 03 109786 VISTEON CORP COM 92839U107 898 54274 X 02 03 54274 VORNADO RLTY TR COM 929042109 914 20700 X 02 03 20700 FIRST UNION COM 929903102 2648 71402 X 02 03 71402 WAL MART STORES INC COM 931142103 211716 3453770 X 02 03 3453770 0 0 WALGREEN CO COM 931422109 1419 36196 X 02 03 36196 WASHINGTON MUT INC COM 939322103 2079 62761 X 02 03 62761 WASTE MGMT INC DEL COM 94106L109 1425 52297 X 02 03 52297 WATSON PHARMACEUTICALS INC COM 942683103 135 5000 X 02 03 5000 WELLPOINT HEALTH NETWORK NEW COM 94973H108 4043 63500 X 02 03 63500 WELLS FARGO & CO NEW COM 949746101 22212 449632 X 02 03 449632 WENDYS INTL INC COM 950590109 1014 29000 X 02 03 29000 WEYERHAEUSER CO COM 962166104 1665 26494 X 02 03 26494 WHIRLPOOL CORP COM 963320106 2924 38700 X 02 03 38700 WILD OATS MARKETS INC COM 96808B107 253 29913 X 02 03 29913 WILLIAMS COS INC DEL COM 969457100 187 7949 X 02 03 7949 WORLDCOM INC GA NEW COM 98157D106 3017 447599 X 02 03 447599 WORLDCOM INC GA NEW COM 98157D304 69 11673 X 02 03 11673 WRIGHT MED GROUP INC COM 98235T107 804 40000 X 02 03 40000 WRIGLEY WM JR CO COM 982526105 682 12800 X 02 03 12800 WYETH COM 983024100 130544 1988490 X 02 03 1988490 XTO ENERGY CORP COM 98385X106 1354 67550 X 02 03 67550 XILINX INC COM 983919101 857 21500 X 02 03 21500 YAHOO INC COM 984332106 957 51829 X 02 03 51829 ZIMMER HLDGS INC COM 98956P102 777 22821 X 02 03 22821 AMDOCS LTD COM G02602103 7004 262800 X 02 03 262800 INGERSOLL-RAND COMPANY LTD COM G4776G101 1821 36400 X 02 03 36400 TRANSOCEAN SEDCO FOREX INC COM G90078109 627 18883 X 02 03 18883 AXA ROSENBERG INVESTMENT MANAGEMENT LLC: A C MOORE ARTS & CRAFTS INC COM 00086T103 34 900 X 04 900 ABM INDS INC COM 000957100 37 1000 X 04 1000 AFLAC INC COM 001055102 27 900 X 04 900 AGCO CORP COM 001084102 1842 80700 X 04 42300 AMB PROPERTY CORP COM 00163T109 5668 206100 X 04 89100 AMLI RESIDENTIAL PPTYS TR COM 001735109 10693 424000 X 04 263600 AOL TIME WARNER INC COM 00184A105 3259 137800 X 04 28100 AT&T CORP COM 001957109 5678 361680 X 04 117700 ASB FINL CORP COM 00205P107 10 1000 X 04 400 ATMI INC COM 00207R101 10272 326600 X 04 256200 AVI BIOPHARMA INC COM 002346104 2 300 X 04 300 AAIPHARMA INC COM 00252W104 4640 129100 X 04 97500 AARON RENTS INC COM 002535300 55 2500 X 04 2500 ABBOTT LABS COM 002824100 28404 540000 X 04 227400 ABIGAIL ADAMS NATL BANCORP I COM 003390101 83 4718 X 04 2968 ABINGTON BANCORP INC NEW COM 00350P100 44 2700 X 04 2700 ACADIA RLTY TR COM 004239109 43 6200 X 04 6200 ACADIANA BANCSHARES INC COM 004280103 208 8600 X 04 7800 ACCEPTANCE INS COS INC COM 004308102 19 3400 X 04 3400 ACCREDO HEALTH INC COM 00437V104 5091 88900 X 04 35200 ACE CASH EXPRESS INC COM 004403101 1612 168100 X 04 90500 ACETO CORP COM 004446100 765 66250 X 04 41450 ACTIVISION INC NEW COM 004930202 35190 1179675 X 04 787400 ACTION PERFORMANCE COS INC COM 004933107 15507 314864 X 04 228364 ADAMS RES & ENERGY INC COM 006351308 192 23700 X 04 9100 ADAPTEC INC COM 00651F108 83 6200 X 04 6200 ADVANCED MARKETING SVCS INC COM 00753T105 598 24900 X 04 21300 ADVANCED TECHNICAL PRODS INC COM 007548100 5 200 X 04 200 ADVANCED NEUROMODULATION SYS COM 00757T101 7 200 X 04 200 ADVANTA CORP COM 007942105 504 39500 X 04 38800 AETNA INC NEW COM 00817Y108 1304 33600 X 04 0 AFFILIATED COMPUTER SERVICES COM 008190100 12295 219040 X 04 133840 AFFILIATED MANAGERS GROUP COM 008252108 16708 232600 X 04 173100 AFTERMARKET TECHNOLO COM COM 008318107 6 300 X 04 300 AGERE SYS INC COM 00845V100 3761 966800 X 04 670900 AIR METHODS CORP COM 009128307 723 100400 X 04 83900 AIR PRODS & CHEMS INC COM 009158106 2133 41300 X 04 300 AIRBORNE INC COM 009269101 3802 217400 X 04 151900 AIRGAS INC COM 009363102 615 30600 X 04 27600 AIRNET SYS INC COM 009417106 455 43600 X 04 26600 AKTIEBOLAGETT ELECTROLUX ADR 010198208 652 18250 X 04 5900 ALASKA AIR GROUP INC COM 011659109 13323 400200 X 04 313300 ALBANY INTL CORP COM 012348108 685 22600 X 04 7200 ALBEMARLE CORP COM 012653101 9974 361900 X 04 251400 ALBERTSONS INC COM 013104104 23 700 X 04 700 ALCAN INC COM 013716105 36 900 X 04 900 ALCOA INC COM 013817101 60 1600 X 04 1600 ALEXANDER & BALDWIN INC COM 014482103 9606 347900 X 04 215500 ALL AMERICAN SEMICONDUCTOR I COM 016557407 108 27595 X 04 21495 ALLEGHANY CORP DEL COM 017175100 4420 23571 X 04 10815 ALLEGHENY ENERGY INC COM 017361106 455 11000 X 04 10000 ALLEGIANT BANCORP INC COM 017476102 177 10300 X 04 7500 ALLEN ORGAN CO COM 017753104 358 11100 X 04 7300 ALLEN TELECOM INC COM 018091108 301 45100 X 04 11100 ALLIANCE ATLANTIS COMMUNICAT COM 01853E204 837 74200 X 04 64800 ALLIANCE DATA SYSTEMS CORP COM 018581108 18443 733600 X 04 443200 ALLIANCE GAMING CORP COM 01859P609 2049 67100 X 04 48200 ALLIANT ENERGY CORP COM 018802108 2901 96000 X 04 43700 ALLIANT TECHSYSTEMS INC COM 018804104 20 200 X 04 200 ALLIED CAP CORP NEW COM 01903Q108 3704 134700 X 04 34300 ALLIANCE FINANCIAL CORP NY COM 019205103 26 1100 X 04 1100 ALLIED RESH CORP COM 019483106 3264 140100 X 04 96300 ALLMERICA FINL CORP COM 019754100 180 4000 X 04 0 ALLOU HEALTH & BEAUTY CARE I COM 019782101 1298 216700 X 04 134700 ALLSTATE CORP COM 020002101 51 1358 X 04 1300 ALLTEL CORP COM 020039103 33 600 X 04 600 ALMOST FAMILY INC COM 020409108 651 57600 X 04 41600 AMAZON COM INC COM 023135106 27 1900 X 04 1900 AMBAC FINL GROUP INC COM 023139108 8807 149100 X 04 55000 AMBASSADORS GROUP INC COM 023177108 619 44950 X 04 19050 AMCAST INDL CORP COM 023395106 72 13000 X 04 13000 AMCON DISTRG CO COM 02341Q106 50 10790 X 04 8390 AMCOL INTL CORP COM 02341W103 4738 783200 X 04 488300 AMERADA HESS CORP COM 023551104 3460 43600 X 04 30400 AMERCO COM 023586100 10152 583100 X 04 375000 AMEREN CORP COM 023608102 1680 39300 X 04 1200 AMERICAN BILTRITE INC COM 024591109 1415 101100 X 04 68400 AMERICAN BUSINESS FINL SVCS COM 02476B106 643 58300 X 04 41600 AMERICAN CAPITAL STRATEGIES COM 024937104 34579 1116900 X 04 763700 AMERICAN CMNTY PPTYS TR COM 02520N106 288 40000 X 04 27300 AMERICAN DENTAL PARTNERS COM 025353103 45 4700 X 04 4700 AMERICAN ELEC PWR INC COM 025537101 1000 21700 X 04 13300 AMERICAN FINL GROUP INC OHIO COM 025932104 4614 160660 X 04 121560 AMERICAN FINL HLDGS INC COM 026075101 4018 151000 X 04 103300 AMERICAN GREETINGS CORP COM 026375105 17322 954400 X 04 799500 AMERICAN HEALTHWAYS INC COM 02649V104 5 200 X 04 200 AMERICAN INTL GROUP INC COM 026874107 2907 40300 X 04 14200 AMERICAN LOCKER GROUP COM 027284108 354 28300 X 04 26500 AMERICAN MGMT SYS INC COM 027352103 23385 1251800 X 04 871700 AMERICAN MED SYS HLDGS INC COM 02744M108 11489 510400 X 04 377600 AMERICAN NATL FINL INC COM 027717107 201 23900 X 04 10300 AMERICAN NATL INS CO COM 028591105 18586 196678 X 04 123578 AMERICAN PAC CORP COM 028740108 365 36800 X 04 25500 AMERICAN STS WTR CO COM 029899101 141 4000 X 04 4000 AMERICAN TECHNICNAL CERAMICS COM 030137103 7 800 X 04 800 AMERICAN VANGUARD CORP COM 030371108 2482 110005 X 04 84839 AMERICAN WOODMARK CORP COM 030506109 6711 106400 X 04 69300 AMERISTAR CASINOS INC COM 03070Q101 30 1100 X 04 1100 AMERON INTL INC COM 030710107 4764 66400 X 04 63400 AMERITRADE HLDG CORP COM 03072H109 13 2000 X 04 2000 AMERUS GROUP CO COM 03072M108 727 18900 X 04 200 AMPCO-PITTSBURGH CORP COM 032037103 2975 255400 X 04 160500 AMREP CORP NEW COM 032159105 793 108300 X 04 80000 AMSOUTH BANCORPORATION COM 032165102 13 600 X 04 600 AMTECH SYS INC COM 032332504 417 59600 X 04 32300 ANADARKO PETE CORP COM 032511107 28 500 X 04 500 ANALOG DEVICES INC COM 032654105 27 600 X 04 600 ANALOGIC CORP COM 032657207 1385 33300 X 04 25800 ANDERSONS INC COM 034164103 1106 108300 X 04 69400 ANGELICA CORP COM 034663104 4113 265500 X 04 191100 ANHEUSER BUSCH COS INC COM 035229103 7903 151400 X 04 45100 ANNTAYLOR STORES CORP COM 036115103 130 3000 X 04 2800 ANSOFT CORP COM 036384105 4 200 X 04 200 ANTHONY & SYLVAN POOLS CORP COM 036762102 83 12400 X 04 12400 ANSWERTHINK INC COM 036916104 52 8000 X 04 8000 ANWORTH MORTGAGE ASSET CP COM 037347101 407 42600 X 04 31200 AON CORP COM 037389103 3983 113800 X 04 61800 APACHE CORP COM 037411105 3304 58080 X 04 0 APOLLO GROUP INC COM 037604105 14319 267400 X 04 180300 APPLE COMPUTER INC COM 037833100 14 600 X 04 600 APPLEBEES INTL INC COM 037899101 283 7800 X 04 7800 APRIA HEALTHCARE GROUP INC COM 037933108 115 4700 X 04 4700 APPLIED FILMS CORP COM 038197109 2 100 X 04 100 APPLIED MATLS INC COM 038222105 7440 137100 X 04 47000 ARCHER DANIELS MIDLAND CO COM 039483102 17 1210 X 04 1210 ARCTIC CAT INC COM 039670104 991 49200 X 04 40200 ARDEN GROUP INC COM 039762109 1246 18600 X 04 9300 ARGOSY GAMING CO COM 040228108 660 18000 X 04 15000 ARK RESTAURANTS CORP COM 040712101 250 35480 X 04 26880 ARQULE INC COM 04269E107 145 11500 X 04 11500 ARROW INTL INC COM 042764100 1643 34800 X 04 22600 ARTISAN COMPONENTS INC COM 042923102 5 300 X 04 300 ARTESIAN RESOURCES CORP COM 043113208 18 600 X 04 600 ARTESYN TECHNOLOGIES INC COM 043127109 83 8900 X 04 8900 ASHLAND INC COM 044204105 44818 984800 X 04 543400 ASTA FDG INC COM 046220109 1683 111701 X 04 80588 ASTORIA FINL CORP COM 046265104 19437 669100 X 04 384700 ASTRO-MED INC NEW COM 04638F108 67 17000 X 04 11200 ASTRONICS CORP COM 046433108 9 1000 X 04 400 ATLANTIC TELE NETWORK INC COM 049079205 1179 91570 X 04 76470 ATRION CORP COM 049904105 1270 46130 X 04 29130 ATWOOD OCEANICS INC COM 050095108 23 500 X 04 500 AUBURN NATL BANCORP COM 050473107 440 34500 X 04 26900 AULT INC COM 051503100 59 14700 X 04 10400 AUTODESK INC COM 052769106 14591 312500 X 04 178800 AUTOMATIC DATA PROCESSING IN COM 053015103 3286 56400 X 04 22400 AUTONATION INC COM 05329W102 14422 1031600 X 04 669400 AUTOZONE INC COM 053332102 17756 257900 X 04 174500 AVAYA INC COM 053499109 255 34500 X 04 14500 AVIALL INC NEW COM 05366B102 3828 423900 X 04 252000 AVON PRODS INC COM 054303102 49 900 X 04 900 AZTAR CORP COM 054802103 23424 1069580 X 04 672380 AXCAN PHARMA INC COM 054923107 16 1300 X 04 0 BB&T CORP COM 054937107 27 700 X 04 700 BCE INC COM 05534B109 53 3000 X 04 0 BHA GROUP HLDGS INC COM 055446108 91 5433 X 04 4033 BISYS GROUP INC COM 055472104 677 19200 X 04 0 BP AMOCO P L C ADR 055622104 1168 22000 X 04 22000 BRT RLTY TR COM 055645303 331 24500 X 04 12400 BSB BANCORP COM 055652101 1167 39100 X 04 38100 BNCCORP INC COM 055936108 476 57800 X 04 36200 BTU INTL INC COM 056032105 29 5300 X 04 5300 BWC FINANCIAL CORP COM 056042104 0 21 X 04 21 BADGER METER INC COM 056525108 61 2200 X 04 2200 BAIRNCO CORP COM 057097107 1080 191900 X 04 136600 BAKER MICHAEL CORP COM 057149106 1152 80860 X 04 80860 BALL CORP COM 058498106 31850 674500 X 04 460300 BALTEK CORP COM 058822107 457 57800 X 04 44700 BANC CORP COM 05944B103 449 64200 X 04 33700 BANCINSURANCE CORP COM 05945K102 125 25700 X 04 18200 BANCORP RHODE ISLAND INC COM 059690107 23 1000 X 04 1000 BANCORPSOUTH INC COM 059692103 1808 91700 X 04 69300 BANDAG INC COM 059815100 203 5400 X 04 4400 BANK OF AMERICA CORPORATION COM 060505104 80876 1189000 X 04 412900 BANK MARIN CORTE MADERA CA COM 063431100 3 100 X 04 100 BANK MONTREAL QUE COM 063671101 1903 78400 X 04 57000 BANK NEW YORK INC COM 064057102 55 1300 X 04 1300 BANK ONE CORP COM 06423A103 17936 429300 X 04 134500 BANKNORTH GROUP INC NEW COM 06646R107 7902 299900 X 04 139300 BANKUNITED FINL CORP COM 06652B103 11326 756100 X 04 509900 BANNER CORP COM 06652V109 0 20 X 04 0 BANTA CORP COM 066821109 20294 568300 X 04 395400 BARCLAYS PLC ADR 06738E204 1715 13900 X 04 7400 BARNES & NOBLE INC COM 067774109 7628 246160 X 04 131900 BARNES GROUP INC COM 067806109 29 1200 X 04 1200 BARRICK GOLD CORP COM 067901108 373 20100 X 04 1000 BARNWELL INDS INC COM 068221100 269 13300 X 04 10200 BARR LABS INC COM 068306109 1527 23200 X 04 14600 BASSETT FURNITURE INDS INC COM 070203104 2837 138400 X 04 113800 BAUSCH & LOMB INC COM 071707103 42225 947380 X 04 571580 BAXTER INTL INC COM 071813109 22814 383300 X 04 145500 BAY ST BANCORP INC COM 072611106 156 3700 X 04 3000 BEAR STEARNS COS INC COM 073902108 1374 21900 X 04 5700 BEAZER HOMES USA INC COM 07556Q105 4637 59800 X 04 44500 BECTON DICKINSON & CO COM 075887109 242 6427 X 04 1500 BED BATH & BEYOND INC COM 075896100 1694 50200 X 04 20100 BEDFORD BANCSHARES INC COM 076014109 51 3700 X 04 1800 BEDFORD PPTY INVS INC COM 076446301 520 20300 X 04 19900 BELLSOUTH CORP COM 079860102 2429 65900 X 04 13300 BELO CORP COM 080555105 1493 64200 X 04 64200 BEMIS INC COM 081437105 223 4100 X 04 4000 BENCHMARK ELECTRS INC COM 08160H101 2573 91900 X 04 70000 BERGER HLDGS LTD COM 084037407 67 11400 X 04 8000 BERKSHIRE BANCORP INC DEL COM 084597103 705 25200 X 04 17300 BERKSHIRE HILLS BANCORP INC COM 084680107 44 2000 X 04 2000 BEST BUY INC COM 086516101 6304 79600 X 04 41100 BEVERLY ENTERPRISES INC COM 087851309 2064 286600 X 04 207900 BIG FOOT FINL CORP COM 089165104 84 4800 X 04 4800 BIG LOTS INC COM 089302103 37 2600 X 04 2600 BIO RAD LABS INC COM 090572207 17238 459060 X 04 301060 BIO TECHNOLOGY GEN CORP COM 090578105 4986 1015434 X 04 734614 BIOMET INC COM 090613100 1082 40000 X 04 0 BIO LOGIC SYS CORP COM 090909102 15 3100 X 04 3100 BIOLASE TECHNOLOGY INC COM 090911108 2 300 X 04 300 BIO VASCULAR INC COM 090923103 143 17300 X 04 6300 BIORELIANCE CORP COM 090951104 411 17900 X 04 17900 BIRMINGHAM UTILS INC COM 091270108 142 7900 X 04 2100 BLACK & DECKER CORP COM 091797100 23 500 X 04 500 BLAIR CORP COM 092828102 4934 268140 X 04 182940 BLOCK H & R INC COM 093671105 7039 158348 X 04 38400 BLOCKBUSTER INC COM 093679108 6184 263500 X 04 150700 BLYTH INC COM 09643P108 8 300 X 04 300 BOB EVANS FARMS INC COM 096761101 7533 266930 X 04 169630 BOEING CO COM 097023105 72 1500 X 04 1500 BOISE CASCADE CORP COM 097383103 36135 997100 X 04 560500 BOLT TECHNOLOGY CORP COM 097698104 10 2200 X 04 0 BORDERS GROUP INC COM 099709107 15369 642800 X 04 482300 BORG WARNER INC COM 099724106 23538 374100 X 04 263300 BOSTON ACOUSTICS INC COM 100534106 111 10500 X 04 10500 BOSTON COMMUNICATIONS GROUP COM 100582105 53 6200 X 04 6200 BOSTON SCIENTIFIC CORP COM 101137107 11082 441700 X 04 162200 BOSTONFED BANCORP INC COM 101178101 2094 82940 X 04 49940 BOWL AMER INC COM 102565108 12 992 X 04 992 BOWNE & CO INC COM 103043105 7042 500500 X 04 401900 BOYD GAMING CORP COM 103304101 326 21700 X 04 16700 BRADLEY PHARMACEUTICALS INC COM 104576103 2 200 X 04 200 BRANDYWINE RLTY TR COM 105368203 19278 806600 X 04 493900 BRASCAN CORP COM 10549P606 329 15100 X 04 0 BRINKER INTL INC COM 109641100 237 7300 X 04 7300 BRISTOL MYERS SQUIBB CO COM 110122108 7701 190183 X 04 51800 BRITTON & KOONTZ CAP CORP COM 111091104 18 1200 X 04 1200 BROADCOM CORP COM 111320107 18 500 X 04 500 BROOKFIELD PPTYS CORP COM 112900105 327 17200 X 04 0 BROOKS AUTOMATION INC COM 11434A100 123 2700 X 04 2700 BROOKSTONE INC COM 114537103 176 11000 X 04 11000 BROWN & BROWN INC COM 115236101 4763 151700 X 04 101800 BROWN SHOE INC NEW COM 115736100 6107 313800 X 04 231700 BRUNSWICK BANCORP COM 117030106 7 550 X 04 550 BRUNSWICK CORP COM 117043109 38026 1391890 X 04 780490 BURLINGTON COAT FACTORY COM 121579106 15213 790260 X 04 494060 BURLINGTON NORTHN SANTA FE C COM 12189T104 4210 139500 X 04 62500 BUTLER MFG CO DEL COM 123655102 5083 189300 X 04 125300 CB BANCSHARES INC HAWAII COM 124785106 1749 47140 X 04 16510 CBL & ASSOC PPTYS INC COM 124830100 15422 436260 X 04 312460 CBRL GROUP INC COM 12489V106 28308 994320 X 04 626120 CFS BANCORP INC COM 12525D102 2831 207400 X 04 160200 CH ENERGY GROUP INC COM 12541M102 1129 23800 X 04 20600 CIGNA CORP COM 125509109 345 3400 X 04 1000 CKE RESTAURANTS INC COM 12561E105 91 10200 X 04 10200 CPI CORP COM 125902106 4338 263700 X 04 154700 CPB INC COM 125903104 1075 31300 X 04 14800 CSS INDS INC COM 125906107 855 26300 X 04 17000 CTB INTL CORP COM 125960104 821 54200 X 04 30500 CNS INC COM 126136100 244 35300 X 04 28600 CPAC INC COM 126145101 1061 170800 X 04 136100 CSP INC COM 126389105 24 6312 X 04 3342 CSX CORP COM 126408103 2013 52821 X 04 500 CVS CORP COM 126650100 24 700 X 04 700 CABLE & WIRELESS PUB LTD CO ADR 126830207 152 15400 X 04 15400 C2 INC COM 126948108 283 33000 X 04 33000 CACI INTL INC COM 127190304 716 20400 X 04 18100 CADMUS COMMUNICATIONS CORP COM 127587103 173 14500 X 04 14500 CALIFORNIA FIRST NTNL BANCOR COM 130222102 2445 216400 X 04 165000 CALIFORNIA INDPT BANCORP COM 130334105 143 7495 X 04 6445 CAMBREX CORP COM 132011107 9923 235700 X 04 106200 CAMCO FINL CORP COM 132618109 9 700 X 04 700 CAMECO CORP COM 13321L108 29 1000 X 04 0 CAMPBELL SOUP CO COM 134429109 21 800 X 04 800 CANADIAN NATL RY CO COM 136375102 759 15200 X 04 14700 CANADIAN NAT RES LTD COM 136385101 385 11700 X 04 0 CANADIAN PAC RY LTD COM 13645T100 36 1700 X 04 0 CANDELA CORP COM 136907102 27 5000 X 04 5000 CANDIES INC COM 137409108 0 89 X 04 89 CAPITAL AUTOMOTIVE REIT COM 139733109 16 700 X 04 200 CAPITAL BK CORP COM 139793103 16 1000 X 04 1000 CAPITAL CORP OF THE WEST COM 140065103 377 19855 X 04 10865 CAPITAL CROSSING BK COM 140071101 40 1800 X 04 0 CAPITAL TRUST INC MD COM 14052H100 782 156300 X 04 101600 CAPSTEAD MTG CORP COM 14067E506 846 43700 X 04 32400 CARBO CERAMICS INC COM 140781105 41 1000 X 04 1000 CARDINAL HEALTH INC COM 14149Y108 4112 58000 X 04 700 CAREER EDUCATION CORP COM 141665109 63 1600 X 04 1600 CARECENTRIC INC COM 14166Y106 0 70 X 04 34 CAREMARK RX INC COM 141705103 24206 1241310 X 04 815810 CARMEL CONTAINER SYS LTD COM 143269108 48 9000 X 04 6200 CARNIVAL CORP COM 143658102 33 1000 X 04 1000 CARRIAGE SVCS INC COM 143905107 156 30900 X 04 30900 CARPENTER TECHNOLOGY CORP COM 144285103 17 600 X 04 600 CARREKER CORP COM 144433109 59 6800 X 04 6800 CARROLLTON BANCORP COM 145282109 73 5700 X 04 5700 CARVER BANCORP INC COM 146875109 186 16300 X 04 14700 CASCADE CORP COM 147195101 3470 246100 X 04 180800 CASCADE FINL CORP COM 147272108 757 77750 X 04 58750 CASELLA WASTE SYS INC COM 147448104 4 300 X 04 300 CASH AMER INTL INC COM 14754D100 730 83000 X 04 71000 CASS INFORMATION SYS INC COM 14808P109 669 26674 X 04 16700 CASTLE ENERGY CORP COM 148449309 919 162650 X 04 108950 CATELLUS DEV CORP COM 149111106 334 17000 X 04 10000 CATERPILLAR INC DEL COM 149123101 1290 22700 X 04 16300 CATHAY BANCORP INC COM 149150104 281 3900 X 04 3900 CATO CORP NEW COM 149205106 5574 250200 X 04 189400 CELADON GROUP INC COM 150838100 713 105600 X 04 84700 CELL GENESYS INC COM 150921104 51 3000 X 04 3000 CELESTICA INC COM 15101Q108 540 14900 X 04 0 CENDANT CORP COM 151313103 33 1700 X 04 1700 CENTER BANCORP INC COM 151408101 15 700 X 04 700 CENTEX CORP COM 152312104 29860 575010 X 04 357610 CENTEX CONSTRUCTION PRODUCTS COM 15231R109 1925 48400 X 04 26700 CENTRAL BANCORP INC MASS COM 152418109 466 16800 X 04 12600 CENTRAL GARDEN & PET CO COM 153527106 3121 296700 X 04 239600 CENTRAL VT PUB SVC CORP COM 155771108 1904 106600 X 04 90000 CERIDIAN CORP NEW COM 156779100 130 5900 X 04 0 CERNER CORP COM 156782104 115 2400 X 04 2400 CHARTER MUN MTG ACCEP CO COM 160908109 227 14400 X 04 14400 CHARMING SHOPPES INC COM 161133103 2669 336999 X 04 263699 CHASE CORP COM 16150R104 41 3800 X 04 3800 CHASE INDS INC COM 161568100 4051 360100 X 04 243900 CHATTEM INC COM 162456107 136 5800 X 04 5800 CHECKERS DRIVE-IN RESTAURANT COM 162809305 34 3100 X 04 3100 CHECKPOINT SYS INC COM 162825103 13203 827800 X 04 495600 CHEMFIRST INC COM 16361A106 6503 243100 X 04 172600 CHEMICAL FINL CORP COM 163731102 22 735 X 04 735 CHEROKEE INC DEL NEW COM 16444H102 23 1500 X 04 1500 CHESAPEAKE UTILS CORP COM 165303108 63 3300 X 04 2000 CHEVRONTEXACO CORP COM 166764100 11384 126110 X 04 0 CHICAGO RIVET & MACH CO COM 168088102 440 15400 X 04 14200 CHICOS FAS INC COM 168615102 32019 950125 X 04 622525 CHILDTIME LEARNING COM COM 168820108 823 228700 X 04 149300 CHILES OFFSHORE INC COM 16888M104 715 31100 X 04 19100 CHILDRENS PL RETAIL STORES I COM 168905107 964 29200 X 04 25800 CHIPPAC INC COM 169657103 10 1000 X 04 1000 CHITTENDEN CORP COM 170228100 140 4798 X 04 4748 CHOICEPOINT INC COM 170388102 46 800 X 04 600 CHRISTOPHER & BANKS CORP COM 171046105 1325 40325 X 04 35625 CHROMCRAFT REVINGTON INC COM 171117104 1709 134020 X 04 81720 CHURCH & DWIGHT INC COM 171340102 70 2370 X 04 1970 CIBER INC COM 17163B102 1034 113000 X 04 73900 CINERGY CORP COM 172474108 2274 63600 X 04 33500 CIPRICO INC COM 172529109 4 700 X 04 700 CIRCUIT CITY STORE INC COM 172737306 1531 59200 X 04 25200 CIRCOR INTL INC COM 17273K109 212 10200 X 04 10200 CISCO SYS INC COM 17275R102 907 53600 X 04 36900 CINTAS CORP COM 172908105 10 200 X 04 200 CITIGROUP INC COM 172967101 11934 241000 X 04 29300 CITIZENS HLDG CO MISS COM 174715102 48 3200 X 04 3200 CITY NATL CORP COM 178566105 2873 54600 X 04 31500 CLAIRES STORES INC COM 179584107 13069 670900 X 04 460900 CLARK / BARDES HLDGS INC COM 180668105 1241 43100 X 04 32500 CLAYTON HOMES INC COM 184190106 910 54300 X 04 37700 CLEAR CHANNEL COMMUNICATIONS COM 184502102 20271 394300 X 04 144500 CLOROX CO DEL COM 189054109 13 300 X 04 300 COACH INC COM 189754104 3134 61800 X 04 53300 COASTAL FINL CORP DEL COM 19046E105 60 6450 X 04 1650 COASTCAST CORP COM 19057T108 280 62300 X 04 34100 COBALT CORP COM 19074W100 4 500 X 04 500 COBRA ELECTRS CORP COM 191042100 1489 197460 X 04 163260 COCA COLA CO COM 191216100 831 15900 X 04 10100 COGNOS INC COM 19244C109 38 1400 X 04 0 COINSTAR INC COM 19259P300 11364 337300 X 04 265400 COLE NATIONAL CORP NEW COM 193290103 1173 61400 X 04 39800 COLGATE PALMOLIVE CO COM 194162103 57 1000 X 04 1000 COLLINS & AIKMAN CORP NEW COM 194830105 8 1200 X 04 1200 COLONIAL BANCGROUP INC COM 195493309 7006 469600 X 04 372600 COLONY BANKCORP INC COM COM 19623P101 24 1800 X 04 1800 COLUMBIA BANCORP COM 197227101 1 41 X 04 41 COMERICA INC COM 200340107 5099 81500 X 04 14300 COMM BANCORP INC COM 200468106 3 100 X 04 100 COMMERCE BANCORP INC NJ COM 200519106 1051 23400 X 04 23400 COMMERCE BANCSHARES INC COM 200525103 754 17043 X 04 7865 COMMERCE GROUP INC MASS COM 200641108 832 21500 X 04 21500 COMMERCIAL METALS CO COM 201723103 4574 108900 X 04 96000 COMMONWEALTH BANCORP INC COM 20268X102 3697 149000 X 04 88900 COMMONWEALTH INDS INC DEL COM 203004106 241 32600 X 04 22200 COMMUNITY BK SHS IND INC COM 203599105 12 700 X 04 700 COMMUNITY BK SYS INC COM 203607106 220 7300 X 04 7300 COMMUNITY FINL CORP VA COM 20365L100 18 1600 X 04 1600 COMMUNITY FINL GROUP INC COM 20365M108 60 3200 X 04 3200 COMMUNITY TR BANCORP INC COM 204149108 582 22720 X 04 18200 COMMUNITY WEST BANCSHARES COM 204157101 291 63200 X 04 28700 COMPAQ COMPUTER CORP COM 204493100 29 2800 X 04 2800 COMPASS BANCSHARES INC COM 20449H109 3013 97600 X 04 52300 COMPUTER ASSOC INTL INC COM 204912109 22 1000 X 04 1000 COMPUTER SCIENCES CORP COM 205363104 10 200 X 04 200 COMTECH TELECOMMUNICATIONS C COM 205826209 1452 137395 X 04 101495 CONAGRA FOODS INC COM 205887102 22 900 X 04 900 CONCORD COMMUNICATIONS INC COM 206186108 6 300 X 04 300 CONCORD EFS INC COM 206197105 6437 193600 X 04 75200 CONMED CORP COM 207410101 15766 630650 X 04 491750 CONNECTICUT BANCSHARES INC COM 207540105 113 4100 X 04 4100 CONRAD INDS INC COM 208305102 807 159886 X 04 121886 CONSOLIDATED EDISON INC COM 209115104 6798 162200 X 04 81000 CONSTELLATION BRANDS INC COM 21036P207 55 1000 X 04 1000 CONSTELLATION ENERGY GROUP I COM 210371100 1175 38100 X 04 0 CONTINENTAL MATLS CORP COM 211615307 1510 58300 X 04 43400 COOPER COS INC COM 216648402 1479 31200 X 04 18600 COOPER INDS INC COM 216669101 84 2000 X 04 0 COORS ADOLPH CO COM 217016104 14466 214400 X 04 105500 CORIXA CORP COM 21887F100 12 1900 X 04 1900 CORNERSTONE BANCORP INC COM 218925105 9 500 X 04 500 CORN PRODS INTL INC COM 219023108 27859 865200 X 04 621200 CORNELL COMPANIES INC COM 219141108 3599 333200 X 04 249400 CORPORATE OFFICE PPTYS TR COM 22002T108 849 64800 X 04 40000 CORRECTIONAL PPTYS TR COM 22025E104 119 6300 X 04 6300 CORRECTIONS CORP AMER NEW COM 22025Y407 17 1300 X 04 1300 CORUS BANKSHARES INC COM 220873103 5865 123400 X 04 74000 CORUS ENTERTAINMENT INC COM 220874101 703 30400 X 04 0 COSTCO WHSL CORP NEW COM 22160K105 283 7100 X 04 1700 COTTON STS LIFE INS CO COM 221774102 210 21400 X 04 20400 COUNTRYWIDE CR INDS INC DEL COM 222372104 10449 233500 X 04 100700 COURIER CORP COM 222660102 931 23600 X 04 18500 COVANCE INC COM 222816100 11053 545010 X 04 455510 COVANSYS CORP COM 22281W103 94 12500 X 04 12500 COVENANT TRANS INC COM 22284P105 2297 156700 X 04 107200 COVENTRY HEALTH CARE INC COM 222862104 4046 155600 X 04 78600 COWLITZ BANCORP LONGVIEW WAS COM 223767104 503 87300 X 04 66500 CP SHIPS LTD COM 22409V102 10 850 X 04 0 CRANE CO COM 224399105 8 300 X 04 300 CRAWFORD & CO COM 224633107 2295 169400 X 04 128100 CRESTLINE CAP CORP COM 226153104 1880 55900 X 04 30900 CROSS MEDIA MARKETING CORP COM 22754R201 807 62100 X 04 52800 CROSSMANN CMNTYS INC COM 22764E109 267 5900 X 04 5900 CROWN GROUP INC COM 228359105 12 1235 X 04 1235 CUBIC CORP COM 229669106 595 9100 X 04 9100 CUMMINS INC COM 231021106 25896 548300 X 04 335600 CURTISS WRIGHT CORP COM 231561101 6558 98610 X 04 75210 CURTISS WRIGHT CORP COM 231561408 1 12 X 04 12 CUTTER & BUCK INC COM 232217109 237 32400 X 04 11000 CYMER INC COM 232572107 656 13200 X 04 12900 CYTEC INDS INC COM 232820100 146 4800 X 04 4800 D & K HEALTHCARE RES INC COM 232861104 42 700 X 04 700 DRS TECHNOLOGIES INC COM 23330X101 1 189500 X 04 122500 D R HORTON INC COM 23331A109 29660 786736 X 04 436606 DAISYTEK INTL CORP COM 234053106 196 12300 X 04 12300 DANAHER CORP DEL COM 235851102 14 200 X 04 200 DARDEN RESTAURANTS INC COM 237194105 17681 435600 X 04 158000 DATASCOPE CORP COM 238113104 6225 212110 X 04 139810 DAVE & BUSTERS INC COM 23833N104 1237 118900 X 04 83200 DAVITA INC COM 23918K108 2543 100500 X 04 84000 DAVOX CORP COM 239208101 71 8900 X 04 8900 DECKERS OUTDOOR CORP COM 243537107 213 40700 X 04 30100 DEERE & CO COM 244199105 1612 35400 X 04 29500 DEL LABS INC COM 245091103 768 40181 X 04 35046 DEL MONTE FOODS CO COM 24522P103 38 3900 X 04 3900 DELL COMPUTER CORP COM 247025109 410 15700 X 04 9800 DELPHI AUTOMOTIVE SYS CORP COM 247126105 5018 313800 X 04 1000 DELPHI FINL GROUP INC COM 247131105 153 3900 X 04 3900 DELTA NAT GAS INC COM 247748106 114 5300 X 04 2500 DENBURY RES INC COM 247916208 1152 135900 X 04 117200 DELUXE CORP COM 248019101 1670 36100 X 04 33700 DENDRITE INTL INC COM 248239105 4 400 X 04 400 DENTSPLY INTL INC NEW COM 249030107 18067 487500 X 04 372600 DEPARTMENT 56 INC COM 249509100 55 3900 X 04 3900 DESERT CMNTY BK VICTORVILLE COM 25037Y109 1005 37863 X 04 28363 DESWELL INDS INC COM 250639101 678 30800 X 04 13900 DEVCON INTL CORP COM 251588109 70 10800 X 04 8800 DEVELOPERS DIVERSIFIED RLTY COM 251591103 962 45800 X 04 28000 DEWOLFE COS INC COM 252115100 1851 91400 X 04 59200 DIAGNOSTIC PRODS CORP COM 252450101 2756 63800 X 04 46400 DIAL CORP NEW COM 25247D101 169 9400 X 04 9400 DIEBOLD INC COM 253651103 16247 398800 X 04 293500 DIGI INTL INC COM 253798102 2481 455300 X 04 346500 DIME CMNTY BANCSHARES COM 253922108 1696 55050 X 04 27450 DIODES INC COM 254543101 17 2100 X 04 2100 DISCOVERY PARTNERS INTL INC COM 254675101 64 8700 X 04 8700 DISNEY WALT CO COM 254687106 13301 576320 X 04 166600 DIRECT FOCUS INC COM 254931108 37000 972412 X 04 657638 DOCUCORP INTL INC COM 255911109 146 19300 X 04 2200 DOCUMENTUM INC COM 256159104 13 500 X 04 500 DOLE FOOD INC COM 256605106 5583 180100 X 04 126400 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 527 24900 X 04 1900 DOLLAR TREE STORES INC COM 256747106 5573 169850 X 04 113250 DOMINION HOMES INC COM 257386102 3197 181625 X 04 122125 DOMINION RES BLACK WARRIOR T COM 25746Q108 1423 67600 X 04 42500 DOMINION RES INC VA NEW COM 25746U109 33 500 X 04 500 DOMTAR INC COM 257561100 112 10300 X 04 0 DONALDSON INC COM 257651109 2296 57100 X 04 41200 DONEGAL GROUP INC COM 257701201 19 2000 X 04 934 DONEGAL GROUP INC COM 257701300 41 3266 X 04 934 DONNELLY CORP COM 257870105 44 2500 X 04 2500 DORAL FINL CORP COM 25811P100 14 405 X 04 405 DOREL INDS INC COM 25822C205 697 34440 X 04 1940 DOW CHEM CO COM 260543103 49 1500 X 04 1500 DOWNEY FINL CORP COM 261018105 1555 34100 X 04 23200 DRESS BARN INC COM 261570105 8092 273300 X 04 195500 DREW INDS INC COM 26168L205 314 24700 X 04 17500 DREYERS GRAND ICE CREAM INC COM 261878102 148 3600 X 04 3600 DU PONT E I DE NEMOURS & CO COM 263534109 49357 1046800 X 04 384700 DUCOMMUN INC DEL COM 264147109 733 37200 X 04 29100 DUKE ENERGY CORP COM 264399106 49 1300 X 04 1300 DUKE WEEKS REALTY CORP COM 264411505 8694 334400 X 04 146300 DUN & BRADSTREET CORP DEL NE COM 26483E100 38753 968580 X 04 538980 DUPONT PHOTOMASKS INC COM 26613X101 12184 234300 X 04 155300 DYNAMICS RESH CORP COM 268057106 4229 167400 X 04 126200 ECB BANCORP INC COM 268253101 78 5200 X 04 3200 EFC BANCORP INC COM 268423100 32 2300 X 04 2300 EGL INC COM 268484102 40 2500 X 04 2500 EMS TECHNOLOGIES INC COM 26873N108 3946 174200 X 04 121800 ESB FINL CORP COM 26884F102 239 21160 X 04 20360 ESS TECHNOLOGY INC COM 269151106 26212 1263860 X 04 829800 EXCO RESOURCES INC COM 269279204 83 5200 X 04 5200 E Z EM INC COM 269305207 491 41110 X 04 41110 E Z EM INC COM 269305306 2594 253100 X 04 188100 EAGLE BANCSHARES INC COM 26942C109 3471 135213 X 04 96286 EAST WEST BANCORP INC COM 27579R104 1060 36200 X 04 21800 EASTERN CO COM 276317104 356 22050 X 04 14850 EASTMAN KODAK CO COM 277461109 16 500 X 04 500 EATON VANCE CORP COM 278265103 815 20400 X 04 20400 EBAY INC COM 278642103 62 1100 X 04 1100 ECOLOGY & ENVIRONMENT INC COM 278878103 144 13800 X 04 10000 EDELBROCK CORP COM 279434104 1914 146700 X 04 114100 EDISON INTL COM 281020107 40 2400 X 04 2400 EDO CORP COM 281347104 475 17600 X 04 10000 EDUCATIONAL DEV CORP COM 281479105 9 1300 X 04 1300 J D EDWARDS & CO COM 281667105 32 1800 X 04 1800 EDWARDS AG INC COM 281760108 2067 47000 X 04 20000 EDWARDS LIFESCIENCES CORP COM 28176E108 50195 1795900 X 04 1240500 EFUNDS CORP COM 28224R101 16061 1000700 X 04 694800 ELCOR CORP COM 284443108 7 300 X 04 300 ELDERTRUST COM 284560109 36 4500 X 04 4500 ELECTROGLAS INC COM 285324109 47 2800 X 04 2800 ELECTRONIC DATA SYS NEW COM 285661104 33773 582400 X 04 233200 ELITE INFORMATION GROUP INC COM 28659M106 1998 177000 X 04 158700 ELMIRA SVGS BK FSB N Y COM 289660102 563 21124 X 04 14773 ELOYALTY CORP COM 290151307 12 1700 X 04 1700 EMERSON ELEC CO COM 291011104 40 700 X 04 700 EMULEX CORP COM 292475209 20 600 X 04 600 ENERGY EAST CORP COM 29266M109 22245 1022740 X 04 609840 ENERGIZER HLDGS INC COM 29266R108 6633 279300 X 04 181200 ENERGY PARTNERS LTD COM 29270U105 3123 389900 X 04 288800 ENGELHARD CORP COM 292845104 3683 118700 X 04 37300 ENGINEERED SUPPORT SYS INC COM 292866100 9 200 X 04 200 ENESCO GROUP INC COM 292973104 2367 343000 X 04 225400 ENNIS BUSINESS FORMS INC COM 293389102 375 30700 X 04 23500 ENTEGRIS INC COM 29362U104 635 39300 X 04 39300 ENTERCOM COMMUNICATIONS CORP COM 293639100 1794 32700 X 04 27600 ENTERGY CORP NEW COM 29364G103 10128 233300 X 04 109500 ENTERTAINMENT PPTYS TR COM 29380T105 113 5000 X 04 5000 EQUIFAX INC COM 294429105 24 800 X 04 800 EQUITY MARKETING INC COM 294724109 2287 185900 X 04 138100 EQUITY OFFICE PROPERTIES TRU COM 294741103 3 100 X 04 100 ERESEARCHTECHNOLOGY INC COM 29481V108 2987 186800 X 04 136100 ERIE INDTY CO COM 29530P102 16 400 X 04 400 ESCALADE INC COM 296056104 947 13730 X 04 10630 ESCO TECHNOLOGIES INC COM 296315104 3496 90000 X 04 67100 ESPEY MFG & ELECTRS CORP COM 296650104 636 31800 X 04 26000 ESTERLINE TECHNOLOGIES CORP COM 297425100 11039 541120 X 04 342420 ETHAN ALLEN INTERIORS INC COM 297602104 126 3300 X 04 3300 EVANS & SUTHERLAND COMPUTER COM 299096107 25 3500 X 04 1100 EVERTRUST FINL GROUP INC COM 300412103 60 3100 X 04 1400 EXACTECH INC COM 30064E109 63 4200 X 04 4200 EXCHANGE NATL BANCSHARES INC COM 301309100 52 1800 X 04 1800 EXELON CORP COM 30161N101 32 600 X 04 600 EXPONENT INC COM 30214U102 972 73000 X 04 60100 EXXON MOBIL CORP COM 30231G102 846 19300 X 04 3700 FBL FINL GROUP INC COM 30239F106 4145 221080 X 04 135880 FBR ASSET INVT CORP COM 30241E303 8919 327900 X 04 203600 FEI CO COM 30241L109 252 7100 X 04 7100 FFW CORP COM 30242L108 494 34700 X 04 26300 FFLC BANCORP INC COM 30242W104 646 25700 X 04 22300 FLIR SYS INC COM 302445101 917 19200 X 04 15900 F M C CORP COM 302491303 117 2800 X 04 2800 FMC TECHNOLOGIES INC COM 30249U101 7677 385215 X 04 178615 FMS FINL CORP COM 302509104 404 36990 X 04 33490 FNB CORP PA COM 302520101 34 1155 X 04 1155 FNB FINANCIAL SERVICES CORP COM 302526108 25 1800 X 04 1800 FPL GROUP INC COM 302571104 1024 17200 X 04 5700 FSF FINL CORP COM 30262K105 1361 70900 X 04 44500 FSI INTL INC COM 302633102 332 29600 X 04 29600 F N B CORP VA COM 302930102 23 1200 X 04 1200 FTI CONSULTING INC COM 302941109 1317 42500 X 04 40200 FAIR ISAAC & CO INC COM 303250104 8057 127100 X 04 83200 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 41201 1440600 X 04 926000 FAIRMONT HOTELS RESORTS INC COM 305204109 24 850 X 04 0 FALCON PRODS INC COM 306075102 562 91800 X 04 45100 FALMOUTH BANCORP INC COM 306754102 25 1100 X 04 400 FAMILY DLR STORES INC COM 307000109 3713 110800 X 04 19800 FARMER BROS CO COM 307675108 6684 22060 X 04 15160 FASTENAL CO COM 311900104 158 2100 X 04 2100 FEDERAL HOME LN MTG CORP COM 313400301 2414 38100 X 04 3400 FEDERAL NATL MTG ASSN COM 313586109 67563 845800 X 04 304000 FEDERAL SCREW WKS COM 313819104 800 21950 X 04 16575 FEDERATED DEPT STORES INC DE COM 31410H101 3476 85100 X 04 64400 FEDERATED INVS INC PA COM 314211103 2827 87400 X 04 40200 FEDEX CORP COM 31428X106 1697 29200 X 04 21100 FELCOR LODGING TR INC COM 31430F101 83 3900 X 04 3900 FERRO CORP COM 315405100 89 3100 X 04 3100 F5 NETWORKS INC COM 315616102 7 300 X 04 300 FIDELITY BANCORP INC COM 315831107 214 11000 X 04 6620 FIDELITY BANCORP INC DEL COM 31583B105 592 30450 X 04 21000 FIDELITY NATL CORP GA COM 316320100 584 63100 X 04 62000 FIDELITY NATL FINL INC COM 316326107 29161 1105850 X 04 672520 FIFTH THIRD BANCORP COM 316773100 148 2200 X 04 900 FILENET CORP COM 316869106 82 4800 X 04 4800 FINANCIAL INDS CORP COM 317574101 3276 233974 X 04 148784 FINGER LAKES BANCORP INC COM 31787C107 1 100 X 04 100 FINISHMASTER INC COM 31787P108 301 26850 X 04 17950 FINISH LINE INC COM 317923100 208 11300 X 04 11300 FIRST AMERN CORP CALIF COM 318522307 5024 236100 X 04 112700 FIRST AVIATION SVCS INC COM 31865W108 9 2000 X 04 2000 FIRST BANCORP IND INC NEW COM 31867T103 39 2800 X 04 2600 FIRST BANCSHARES INC MO COM 318687100 591 43500 X 04 34000 FIRST BANCORP N C COM 318910106 25 1098 X 04 1098 FIRST BKS AMER INC COM 31928N103 57 1400 X 04 1400 FIRST BELL BANCORP INC COM 319301107 362 23300 X 04 19300 FIRST CASH FINL SVCS INC COM 31942D107 100 12200 X 04 12200 FIRST CTZNS BANCSHARES INC N COM 31946M103 24556 238505 X 04 155805 FIRST COLONIAL GROUP INC COM 319734109 15 664 X 04 655 FIRST DATA CORP COM 319963104 53057 608100 X 04 188100 FIRST FED BANCORP INC OHIO COM 319966107 67 8600 X 04 6900 FIRST DEFIANCE FINL CORP COM 32006W106 305 17700 X 04 5800 FIRST ESSEX BANCORP INC COM 320103104 247 8100 X 04 8100 FIRST FED BANCSHARES ARK INC COM 32020F105 21 900 X 04 900 FIRST FED BANKSHARES INC DEL COM 32020V100 181 14400 X 04 13500 FIRST FRANKLIN CORP COM 320272107 29 2324 X 04 2324 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 1754 51200 X 04 40800 FIRST KANS FINL CORP COM 320651102 143 10300 X 04 4800 FIRST KEYSTONE FINL INC COM 320655103 176 11800 X 04 7900 FIRST LEESPORT BANCORP INC COM 320682107 46 2665 X 04 2665 FIRST MIDWEST FINL INC COM 320878101 136 10100 X 04 7300 FIRST MUTUAL BANCSHARES INC COM 32190E102 387 28117 X 04 17200 FIRST NATL LINCOLN CORP ME COM 335716106 53 1900 X 04 1900 FIRST NIAGARA FINL GROUP INC COM 33582U100 47 2700 X 04 2700 FIRST PL FINL CORP COM 33610T109 157 9300 X 04 6400 FIRST REGL BANCORP COM 33615C101 721 58110 X 04 43910 FIRST SECURITYFED FINL INC COM 336392105 20 1000 X 04 1000 FIRST ST BANCORPORATION COM 336453105 1 50 X 04 50 1ST SOURCE CORP COM 336901103 5641 238220 X 04 151690 FIRST TENN NATL CORP COM 337162101 4854 138500 X 04 87700 FIRST VA BANKS INC COM 337477103 467 8700 X 04 1600 FIRSTFED BANCORP INC COM 33761Q102 24 3400 X 04 2600 FIRSTBANK NW CORP COM 33762X106 58 3200 X 04 3200 FISCHER IMAGING CORP COM 337719108 2 200 X 04 200 FISERV INC COM 337738108 14 300 X 04 300 FIRSTFED FINL CORP COM 337907109 14142 540800 X 04 330400 FIRSTMERIT CORP COM 337915102 40 1400 X 04 1400 FIRSTFED AMER BANCORP INC COM 337929103 440 18400 X 04 12200 FLAGSTAR BANCORP INC COM 337930101 3494 150100 X 04 84900 FIRSTENERGY CORP COM 337932107 4817 139300 X 04 3800 FLEETBOSTON FINL CORP COM 339030108 151 4300 X 04 1900 FLEXSTEEL INDS INC COM 339382103 944 62900 X 04 41400 FLORIDA BANKS INC COM 340560101 192 23500 X 04 23000 FLORIDA ROCK INDS INC COM 341140101 1701 42700 X 04 36400 FLOW INTL CORP COM 343468104 46 4700 X 04 4700 FLOWERS FOODS INC COM 343498101 14462 567800 X 04 413300 FOODARAMA SUPERMARKETS INC COM 344820105 1490 33100 X 04 25200 FOOT LOCKER INC COM 344849104 18840 1164400 X 04 765400 FOOTHILL INDPT BANCORP COM 344905104 188 14273 X 04 11277 FOOTSTAR INC COM 344912100 3165 103800 X 04 86400 FORDING INC COM 345426100 65 3319 X 04 0 FOREST LABS INC COM 345838106 5270 64500 X 04 19400 FORTUNE BRANDS INC COM 349631101 6996 141700 X 04 54000 FOSSIL INC COM 349882100 2361 88800 X 04 55900 FOSTER L B CO COM 350060109 63 10900 X 04 8400 FOX ENTMT GROUP INC COM 35138T107 4520 191100 X 04 191100 FRANKFORT FIRST BANCORP INC COM 352128201 21 1200 X 04 1200 FRANKLIN BK NA SOUTHFIELD MI COM 352456107 1431 78085 X 04 64885 FRANKLIN COVEY CO COM 353469109 51 20000 X 04 12400 FRANKLIN ELEC INC COM 353514102 30 600 X 04 600 FRANKLIN RES INC COM 354613101 21 500 X 04 500 FREDS INC COM 356108100 221 6149 X 04 6149 FREEPORT-MCMORAN COPPER & GO COM 35671D105 1174 66800 X 04 0 FRESH BRANDS INC COM 35803U108 2507 147480 X 04 97780 FRIEDMAN BILLINGS RAMSEY GRO COM 358433100 1531 218700 X 04 157100 FRIEDMANS INC COM 358438109 4817 448051 X 04 288051 FRIENDLY ICE CREAM CORP NEW COM 358497105 8 1300 X 04 1300 FRISCHS RESTAURANTS INC COM 358748101 756 38306 X 04 20006 FRONTIER OIL CORP COM 35914P105 16114 750200 X 04 453400 FULLER H B CO COM 359694106 6083 203100 X 04 150400 G & K SVCS INC COM 361268105 63 1700 X 04 1700 GA FINL INC COM 361437106 48 2800 X 04 2800 GLB BANCORP INC COM 361778103 6 600 X 04 600 GSI LUMONICS INC COM 36229U102 67 6600 X 04 0 G-III APPAREL GROUP LTD COM 36237H101 193 24100 X 04 9300 GTSI CORP COM 36238K103 951 106250 X 04 67250 GABELLI ASSET MGMT INC COM 36239Y102 83 2100 X 04 2100 GABLES RESIDENTIAL TR COM 362418105 22 700 X 04 700 GANNETT INC COM 364730101 38 500 X 04 500 GARAN INC COM 364802108 5848 108800 X 04 75900 GARDEN FRESH RESTAURANT CORP COM 365235100 1471 152400 X 04 109900 GART SPORTS CO COM 366630101 1199 39700 X 04 35500 GARTNER INC COM 366651107 13 1000 X 04 1000 GEHL CO COM 368483103 2148 141800 X 04 102200 GENCORP INC COM 368682100 148 9400 X 04 9400 GENENCOR INTL INC COM 368709101 86 7600 X 04 7600 GENERAL CABLE CORP DEL NEW COM 369300108 40 2800 X 04 2800 GENERAL DYNAMICS CORP COM 369550108 11819 125800 X 04 33200 GENERAL ELEC CO COM 369604103 14478 386600 X 04 63500 GENERAL GROWTH PPTYS INC COM 370021107 4 100 X 04 0 GENERAL MLS INC COM 370334104 29 600 X 04 600 GENERAL MTRS CORP COM 370442105 17518 289800 X 04 134100 GENESIS MICROCHIP INC DEL COM 37184C103 8 302 X 04 302 GENLYTE GROUP INC COM 372302109 10352 275600 X 04 213000 GENTIVA HEALTH SERVICES INC COM 37247A102 13338 538700 X 04 308000 GENZYME CORP COM 372917104 57 1300 X 04 1300 GERBER CHILDRENSWEAR INC COM 373701101 17 2200 X 04 0 GETTY RLTY CORP NEW COM 374297109 1865 99200 X 04 78500 GIANT INDS INC COM 374508109 44 4300 X 04 2200 GILEAD SCIENCES INC COM 375558103 36 1000 X 04 1000 GILLETTE CO COM 375766102 61 1800 X 04 1800 GLATFELTER P H CO COM 377316104 15377 857120 X 04 558720 GLENBOROUGH RLTY TR INC COM 37803P105 14605 679300 X 04 452900 GLOBAL SPORTS INC COM 37937A107 492 28800 X 04 24700 GOLD BANC CORP INC COM 379907108 3035 337200 X 04 208000 GOLDEN ENTERPRISES INC COM 381010107 1 300 X 04 300 GOLDEN ST VINTNERS INC COM 38121K208 23 6600 X 04 6600 GOLDEN WEST FINL CORP DEL COM 381317106 13 200 X 04 200 GOLDMAN SACHS GROUP INC COM 38141G104 99 1100 X 04 0 GOODRICH B F CO COM 382388106 1699 53700 X 04 0 GORMAN RUPP CO COM 383082104 230 8600 X 04 0 GRACO INC COM 384109104 5929 145150 X 04 108700 GRAHAM CORP COM 384556106 91 8300 X 04 600 GRAND CENT FINL CORP COM COM 38527S102 46 4200 X 04 4200 GRANITE ST BANKSHARES INC COM 387472103 3 100 X 04 100 GREAT AMERN FINL RES INC COM 389915109 2186 121100 X 04 90600 GREAT LAKES CHEM CORP COM 390568103 107 3800 X 04 3800 GREAT LAKES REIT INC COM 390752103 346 20400 X 04 10600 GREATER ATLANTIC FIN RTS RTS 391601994 3030 X 04 3030 GREEN MTN COFFEE INC COM 393122106 54 2600 X 04 2600 GREEN MOUNTAIN PWR CORP COM 393154109 177 9700 X 04 6400 GREENPOINT FINL CORP COM 395384100 673 15400 X 04 400 GREIF BROS CORP COM 397624107 9732 272615 X 04 161815 GREY GLOBAL GROUP INC COM 39787M108 16252 23865 X 04 16200 GRIFFON CORP COM 398433102 15998 955080 X 04 632850 GROUP 1 AUTOMOTIVE INC COM 398905109 344 8800 X 04 8800 GROUP 1 SOFTWARE INC NEW COM 39943Y103 2519 180544 X 04 128773 GTECH HLDGS CORP COM 400518106 27248 558940 X 04 384340 GUARANTY FINL CORP COM 401086103 36 3400 X 04 3400 GUARANTY FED BANCSHARES INC COM 40108P101 32 2300 X 04 2300 GUIDANT CORP COM 401698105 26 600 X 04 600 GUNDLE/SLT ENVIRONMENTAL INC COM 402809107 27 3700 X 04 3700 HCA-HEALTHCARE CO COM 404119109 7582 172000 X 04 62800 HCC INS HLDGS INC COM 404132102 498 17800 X 04 17800 HF FINL CORP COM 404172108 50 4100 X 04 4100 HMN FINL INC COM 40424G108 85 5300 X 04 3700 HPSC INC COM 404264103 845 120900 X 04 94100 HRPT PPTYS TR COM 40426W101 1206 134000 X 04 106400 HABERSHAM BANCORP INC COM 404459109 281 16200 X 04 10700 HAEMONETICS CORP COM 405024100 156 4900 X 04 2700 HAGGAR CORP COM 405173105 650 52821 X 04 26261 HALLIBURTON CO COM 406216101 41 2400 X 04 2400 HAMPSHIRE GROUP LTD COM 408859106 1336 71250 X 04 47250 HANCOCK FABRICS INC COM 409900107 159 8800 X 04 8800 HANCOCK HLDG CO COM 410120109 349 6500 X 04 6500 HANCOCK JOHN FINL SVCS INC COM 41014S106 3624 94900 X 04 60000 HANDLEMAN CO DEL COM 410252100 1320 128500 X 04 89000 HANGER ORTHOPEDIC GROUP INC COM 41043F208 39 3800 X 04 3500 HANMI FINL CORP COM 410495105 1016 59787 X 04 27414 HANOVER CAP MTG HLDGS INC COM 410761100 509 58800 X 04 43000 HARDINGE INC COM 412324303 1180 86100 X 04 61500 HARLEY DAVIDSON INC COM 412822108 1759 31900 X 04 19800 HARLEYSVILLE GROUP INC COM 412824104 151 5700 X 04 2300 HARMAN INTL INDS INC COM 413086109 5695 115400 X 04 88900 HARRAHS ENTMT INC COM 413619107 1925 43500 X 04 28300 HARRIS CORP DEL COM 413875105 34082 949100 X 04 598800 HARRODSBURG 1ST FINL BANCORP COM 415781103 211 17700 X 04 9200 HARSCO CORP COM 415864107 13009 332380 X 04 202580 HARTE-HANKS INC COM 416196103 79 2500 X 04 2500 HARTFORD FINL SVCS GROUP INC COM 416515104 27 400 X 04 400 HASBRO INC COM 418056107 21 1300 X 04 1300 HASTINGS ENTMT INC COM COM 418365102 345 43700 X 04 41100 HAWAIIAN ELEC INDUSTRIES COM 419870100 9519 216300 X 04 162200 HAWTHORNE FINL CORP COM 420542102 939 32100 X 04 27600 HEALTHCARE SVCS GRP INC COM 421906108 4406 384810 X 04 291110 HEALTHSOUTH CORP COM 421924101 172 11953 X 04 0 HEALTHCARE RLTY TR COM 421946104 10426 343400 X 04 305400 HEADWATERS INC COM 42210P102 5 300 X 04 300 HEALTH NET INC COM 42222G108 15958 581560 X 04 397860 HEARTLAND EXPRESS INC COM 422347104 47 2365 X 04 2365 HECTOR COMMUNICATIONS CORP COM 422730101 596 41100 X 04 36500 HEINZ H J CO COM 423074103 1166 28100 X 04 21000 HELMERICH & PAYNE INC COM 423452101 1115 27800 X 04 800 HEMLOCK FED FINL CORP COM 423666106 174 7200 X 04 5600 HERBALIFE INTL INC COM 426908307 0 1 X 04 0 HERITAGE FINL CORP WASH COM 42722X106 7 500 X 04 500 HERSHEY FOODS CORP COM 427866108 14 200 X 04 200 HEWLETT PACKARD CO COM 428236103 142 7900 X 04 3400 HI-TECH PHARMACAL INC COM 42840B101 1161 106900 X 04 82900 HIBERNIA CORP COM 428656102 10622 556100 X 04 359700 HIGHWOODS PPTYS INC COM 431284108 19295 686900 X 04 445800 HILLENBRAND INDS INC COM 431573104 2588 42000 X 04 30600 HINGHAM INSTN SVGS MASS COM 433323102 717 27300 X 04 20600 HOLLY CORP COM 435758305 5294 285400 X 04 200100 HOLLYWOOD CASINO CORP COM 436132203 2404 145800 X 04 93300 HOLLYWOOD ENTMT CORP COM 436141105 71 4200 X 04 4200 HOLOGIC INC COM 436440101 179 11600 X 04 11600 HOME DEPOT INC COM 437076102 39875 820300 X 04 307000 HOME PPTYS N Y INC COM 437306103 22437 651300 X 04 438400 HON INDS INC COM 438092108 818 28800 X 04 15000 HONEYWELL INTL INC COM 438516106 138 3600 X 04 3600 HORIZON FINL CORP WASH COM 44041F105 358 28189 X 04 8245 HORIZON HEALTH CORP COM 44041Y104 3231 207100 X 04 156600 HORIZON ORGANIC HOLDING COM 44043T103 7 400 X 04 400 HORMEL FOODS CORP COM 440452100 1518 55500 X 04 10100 HOSPITALITY PPTYS TR COM 44106M102 2376 69200 X 04 33700 HOST MARRIOTT CORP NEW COM 44107P104 315 26400 X 04 21300 HOT TOPIC INC COM 441339108 202 9650 X 04 7200 HOTEL RESERVATIONS NETWORK I COM 441451101 6270 106400 X 04 58400 HOUSEHOLD INTL INC COM 441815107 45 800 X 04 800 HOVNANIAN ENTERPRISES INC COM 442487203 862 32400 X 04 21600 HOWELL CORP COM 443051107 706 59540 X 04 46230 HUDSON RIV BANCORP INC COM 444128102 195 8100 X 04 8100 HUDSON UNITED BANCORP COM 444165104 1521 47810 X 04 47810 HUFFY CORP COM 444356109 14 2100 X 04 2100 HUGHES SUPPLY INC COM 444482103 22386 574600 X 04 351800 HUGOTON RTY TR TEX COM 444717102 413 34500 X 04 22100 HUMANA INC COM 444859102 12742 941760 X 04 609360 HUMBOLDT BANCORP COM 445069107 244 24300 X 04 24100 HUNT CORP COM 445591100 2023 197400 X 04 130900 HUNT J B TRANS SVCS INC COM 445658107 697 24500 X 04 20700 HUNTINGTON BANCSHARES INC COM 446150104 493 25000 X 04 0 HURRICANE HYDROCARBONS LTD COM 44779E106 408 27200 X 04 0 HUTCHINSON TECHNOLOGY INC COM 448407106 16564 767900 X 04 533200 HUTTIG BLDG PRODS INC COM 448451104 3058 551900 X 04 380700 HYPERION SOLUTIONS CORP COM 44914M104 15316 567053 X 04 371498 IDEC PHARMACEUTICALS CORP COM 449370105 3099 48200 X 04 48000 ILX RESORTS INC COM 449661503 30 4400 X 04 3900 IMCO RECYCLING INC COM 449681105 2367 265900 X 04 162900 ISTAR FINL INC COM 45031U101 45814 1585270 X 04 991370 ITLA CAP CORP COM 450565106 4042 163300 X 04 107100 ITT EDUCATIONAL SERVICES INC COM 45068B109 11178 248400 X 04 182400 IBERIABANK CORP COM 450828108 874 25200 X 04 15800 ITT INDS INC IND COM 450911102 8972 142315 X 04 51900 IDEXX LABS INC COM 45168D104 6254 233000 X 04 142099 ILLINOIS TOOL WKS INC COM 452308109 36 500 X 04 500 IMATION CORP COM 45245A107 27894 1051400 X 04 731600 IMAGISTICS INTERNATIONAL INC COM 45247T104 121 7632 X 04 0 IMMUCOR INC COM 452526106 3325 237500 X 04 170400 IMMUNEX CORP NEW COM 452528102 30 1000 X 04 1000 IMPERIAL CR INDS INC WT013108 COM 452729114 3894 X 04 3237 IMPERIAL PKG CORP COM 453077109 281 10800 X 04 9700 INAMED CORP COM 453235103 56 1700 X 04 1700 INCO LTD COM 453258402 59 3000 X 04 0 INDEPENDENCE CMNTY BK CORP COM 453414104 44694 1588830 X 04 1078730 INDEPENDENCE FED SVGS BK COM 453432106 89 8200 X 04 8200 INDEPENDENCE HLDG CO NEW COM 453440307 931 52160 X 04 39100 INDEPENDENT BANK CORP MICH COM 453838104 3 102 X 04 62 INDUS INTERNATIONAL INC COM 45578L101 0 239600 X 04 178500 INFINITY INC COM 45663L403 206 10300 X 04 9600 INFOCROSSING INC COM 45664X109 29 5200 X 04 5200 INFORMATION HLDGS INC COM 456727106 32 1100 X 04 1100 INFORMATION RES INC COM 456905108 7811 849900 X 04 589000 INPUT/OUTPUT INC COM 457652105 25 2800 X 04 2800 INSIGNIA FINL GROUP INC NEW COM 45767A105 7146 624080 X 04 424680 INNKEEPERS USA TR COM 4576J0104 8779 773500 X 04 429200 INSURANCE AUTO AUCTIONS INC COM 457875102 328 19600 X 04 19600 INTEGRA LIFESCIENCES HLDGS C COM 457985208 8867 315200 X 04 206500 INTEL CORP COM 458140100 24635 810100 X 04 289800 INTEGRITY INCORPORATED COM 45817Y103 35 6100 X 04 6100 INTER PARFUMS INC COM 458334109 414 52750 X 04 27175 INTER TEL INC COM 458372109 8348 452000 X 04 309000 INTERACTIVE SYS WORLDWIDE IN COM 45840F105 83 15800 X 04 15800 INTERACTIVE DATA CORP COM 45840J107 14 800 X 04 500 INTERCEPT GROUP INC COM 45845L107 6090 168000 X 04 94400 INTERGRAPH CORP COM 458683109 14788 839745 X 04 648245 INTERGROUP CORP COM 458685104 208 11200 X 04 8500 INTERLOTT TECHNOLOGIES INC COM 458764107 161 29900 X 04 18200 INTERMET CORP COM 45881K104 338 48100 X 04 48100 INTERNATIONAL ALUM CORP COM 458884103 674 30600 X 04 24800 INTERNATIONAL BANCSHARES COR COM 459044103 5810 131646 X 04 85115 INTERNATIONAL BUSINESS MACHS COM 459200101 14820 142500 X 04 19700 INTERNATIONAL GAME TECHNOLOG COM 459902102 4157 66700 X 04 29000 INTL PAPER CO COM 460146103 877 20400 X 04 800 INTL SPECIALTY PRODS INC NEW COM 460337108 1234 128800 X 04 79400 INTERPORE INTL COM 46062W107 1 100 X 04 100 INTERPUBLIC GROUP COS INC COM 460690100 69 2000 X 04 2000 INTERSIL HLDG CORP COM 46069S109 88 3100 X 04 3100 INTERSTATE BAKERIES CORP DEL COM 46072H108 20225 835400 X 04 585500 INTERVEST BANCSHARES CORP COM 460927106 276 29800 X 04 26400 INTERSTATE NATL DEALER SVCS COM 46102P104 608 120715 X 04 97500 INTRADO INC COM 46117A100 4 200 X 04 200 INTUIT COM 461202103 38 1000 X 04 1000 INVACARE CORP COM 461203101 15659 416470 X 04 277170 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 111 2100 X 04 2100 INVIVO CORP COM 461858102 1970 163602 X 04 105402 INVITROGEN CORP COM 46185R100 86 2500 X 04 2500 IOMEGA CORP COM 462030305 44 5000 X 04 5000 IPSCO INC COM 462622101 426 24900 X 04 0 IPSWICH BANCSHARES INC COM 462633108 14 700 X 04 700 IRWIN FINL CORP COM 464119106 3261 174300 X 04 99100 ISCO INC COM 464268101 455 45700 X 04 36800 ISRAMCO INC COM 465141406 78 20700 X 04 10200 ITRON INC COM 465741106 6184 207880 X 04 141680 IVEX PACKAGING CORP DEL COM 465855104 9 400 X 04 400 JDN RLTY CORP COM 465917102 648 50700 X 04 29800 J & J SNACK FOODS CORP COM 466032109 4844 129600 X 04 101600 JDS UNIPHASE CORP COM 46612J101 11 1900 X 04 1900 JDA SOFTWARE GROUP INC COM 46612K108 9044 283700 X 04 219500 J P MORGAN CHASE & CO COM 46625H100 399 11200 X 04 6700 JACKSONVILLE BANCORP INC COM 469248108 1689 72800 X 04 48800 JACOBS ENGR GROUP INC DEL COM 469814107 3493 49000 X 04 30100 JAKKS PAC INC COM 47012E106 27 1200 X 04 1200 JAMESON INNS INC COM 470457102 33 8800 X 04 8800 JEFFERIES GROUP INC NEW COM 472319102 819 17000 X 04 14000 JEFFERSON PILOT CORP COM 475070108 1893 37800 X 04 0 JOHN NUVEEN CO COM 478035108 2330 42249 X 04 21699 JOHNSON & JOHNSON COM 478160104 90345 1391000 X 04 490500 JOHNSON CTLS INC COM 478366107 12735 144212 X 04 52900 JOHNSON OUTDOORS INC COM 479167108 2312 234750 X 04 184550 JONES LANG LASALLE INC COM 48020Q107 2525 114000 X 04 101700 JOS A BANK CLOTHIERS INC COM 480838101 2194 163100 X 04 116400 KLA-TENCOR CORP COM 482480100 2687 40400 X 04 14000 KPMG CONSULTING INC COM 48265R109 9092 450100 X 04 346000 K TRON INTL INC COM 482730108 152 12400 X 04 9700 K2 INC COM 482732104 305 46800 X 04 18200 KAMAN CORP COM 483548103 3211 189448 X 04 164648 KANEB SERVICES LLC COM 484173109 7364 329500 X 04 240300 KANKAKEE BANCORP INC COM 484243100 723 18350 X 04 15750 KANSAS CITY LIFE INS CO COM 484836101 4031 103892 X 04 78600 KATY INDS INC COM 486026107 40 6400 X 04 6400 KB HOME COM 48666K109 26292 605800 X 04 406300 KELLOGG CO COM 487836108 23 700 X 04 700 KELLWOOD CO COM 488044108 5492 226100 X 04 105700 KELLY SVCS INC COM 488152208 7962 282040 X 04 169640 KENDLE INTERNATIONAL INC COM 48880L107 5281 284100 X 04 199400 KENNAMETAL INC COM 489170100 1233 30500 X 04 29100 KENNEDY-WILSON INC COM 489399204 46 7900 X 04 7900 KEWAUNEE SCIENTIFIC CORP COM 492854104 774 74600 X 04 62500 KEYCORP NEW COM 493267108 2782 104400 X 04 700 KEYNOTE SYS INC COM 493308100 19 2000 X 04 2000 KEYSPAN CORP COM 49337W100 1310 36000 X 04 30400 KEYSTONE AUTOMOTIVE INDS INC COM 49338N109 5 300 X 04 300 KEYSTONE PPTY TR CORP COM 493596100 2121 150400 X 04 119700 KIMBALL INTL INC COM 494274103 13883 851200 X 04 629800 KIMBERLY CLARK CORP COM 494368103 17190 265900 X 04 97200 KIRBY CORP COM 497266106 305 10200 X 04 9200 KLAMATH FIRST BANCORP INC COM 49842P103 611 46200 X 04 16000 KNAPE & VOGT MFG CO COM 498782101 273 22510 X 04 17670 KNIGHT TRANSN INC COM 499064103 45 2150 X 04 1950 KOGER EQUITY INC COM 500228101 2255 126200 X 04 98200 KOHLS CORP COM 500255104 43 600 X 04 600 KRAFT FOODS INC COM 50075N104 39 1000 X 04 600 KRAMONT RLTY TR COM 50075Q107 28 2100 X 04 2100 KROLL INC COM 501049100 7 400 X 04 400 KRONOS INC COM 501052104 2401 51100 X 04 45800 LSB FINL CORP COM 501925101 105 6200 X 04 5400 LNR PPTY CORP COM 501940100 2031 57900 X 04 54300 LNB BANCORP INC COM 502100100 44 2000 X 04 1300 LSB CORP COM 50215P100 42 3300 X 04 3300 L-3 COMMUNICATIONS HLDGS INC COM 502424104 2352 21000 X 04 12300 LA Z BOY INC COM 505336107 25 900 X 04 900 LABONE INC NEW COM 50540L105 1334 77100 X 04 61900 LABORATORY CORP AMER HLDGS COM 50540R409 1426 14880 X 04 14880 LACLEDE GROUP INC COM 505597104 284 12200 X 04 12200 LAFARGE CDA INC CVP 505854109 944 13780 X 04 0 LAFARGE CORP COM 505862102 30155 697379 X 04 396079 LAKELAND INDS INC COM 511795106 694 71500 X 04 55000 LAKES GAMING INC COM 51206P109 2128 306125 X 04 232725 LANCASTER COLONY CORP COM 513847103 6675 180200 X 04 114500 LANCE INC COM 514606102 164 11500 X 04 11500 LANDAMERICA FINL GROUP INC COM 514936103 20025 578270 X 04 418970 LANDS END INC COM 515086106 4649 103600 X 04 62100 LANDRYS SEAFOOD RESTAURANTS COM 51508L103 15206 662300 X 04 447100 LANDSTAR SYS INC COM 515098101 23172 249700 X 04 169500 LATTICE SEMICONDUCTOR CORP COM 518415104 145 8300 X 04 3400 LAUDER ESTEE COS INC COM 518439104 1684 49300 X 04 47700 LAYNE CHRISTENSEN CO COM 521050104 8 900 X 04 600 LECROY CORP COM 52324W109 34 1900 X 04 1900 LEE ENTERPRISES INC COM 523768109 1391 37700 X 04 37700 LEGG MASON INC COM 524901105 366 6900 X 04 3400 LEHMAN BROS HLDGS INC COM 524908100 19 300 X 04 300 LENNAR CORP COM 526057104 51600 978010 X 04 608210 LENNOX INTL INC COM 526107107 22286 1685800 X 04 1172200 LESCO INC OHIO COM 526872106 1754 188600 X 04 134000 LIBERTY HOMES INC COM 530582204 0 40 X 04 40 LIFETIME HOAN CORP COM 531926103 1408 207000 X 04 156000 LIFELINE SYS INC COM 532192101 176 6900 X 04 5700 LILLIAN VERNON CORP COM 532430105 791 123600 X 04 81800 LILLY ELI & CO COM 532457108 457 6000 X 04 3600 LIMITED INC COM 532716107 131 7300 X 04 7300 LINCOLN BANCORP IND COM 532879103 40 2300 X 04 2300 LINCOLN ELEC HLDGS INC COM 533900106 20662 723200 X 04 510200 LINCOLN NATL CORP IND COM 534187109 5580 110000 X 04 10700 LIPID SCIENCES INC ARIZ COM 53630P101 317 57106 X 04 32840 LIQUI BOX CORP COM 536314107 1472 22100 X 04 20300 LITHIA MTRS INC COM 536797103 474 19200 X 04 19200 LIZ CLAIBORNE INC COM 539320101 34398 1212900 X 04 742600 LOCAL FINL CORP COM 539553107 614 39000 X 04 34100 LOCKHEED MARTIN CORP COM 539830109 5816 101000 X 04 900 LOEWS CORP COM 540424108 9982 170400 X 04 62100 LONE STAR STEAKHOUSE SALOON COM 542307103 4760 227860 X 04 145560 LONG ISLAND FINANCIAL CORP COM 542669106 57 3100 X 04 2400 LONGS DRUG STORES CORP COM 543162101 19020 682460 X 04 520360 LOWES COS INC COM 548661107 57 1300 X 04 1300 LUBRIZOL CORP COM 549271104 11136 320100 X 04 200600 LUBYS INC COM 549282101 15 2200 X 04 0 LUFKIN INDS INC COM 549764108 5219 193300 X 04 132500 LYDALL INC DEL COM 550819106 1872 132000 X 04 109100 MAF BANCORP INC COM 55261R108 4070 115450 X 04 60650 MBIA INC COM 55262C100 14061 257100 X 04 90700 MBNA CORP COM 55262L100 10332 267883 X 04 1500 MB FINANCIAL INC NEW COM 55264U108 907 30300 X 04 17200 M D C HLDGS INC COM 552676108 11236 260088 X 04 228768 MDU RES GROUP INC COM 552690109 995 32100 X 04 32100 MCSI INC COM 55270M108 267 22400 X 04 8600 MFB CORP COM 55272D106 710 32317 X 04 24417 MGIC INVT CORP WIS COM 552848103 547 8000 X 04 3600 MIM CORP COM 553044108 5211 315800 X 04 245000 M/I SCHOTTENSTEIN HOMES INC COM 55305B101 102 1800 X 04 800 MPS GROUP INC COM 553409103 4367 499100 X 04 299500 MSC SOFTWARE CORP COM 553531104 15840 688700 X 04 540900 MTR GAMING GROUP INC COM 553769100 5 300 X 04 300 MTS SYS CORP COM 553777103 6592 602000 X 04 430300 M-WAVE INC COM 554034108 638 91100 X 04 56800 MACERICH CO COM 554382101 11382 377500 X 04 275100 MACK CALI RLTY CORP COM 554489104 16171 466300 X 04 249700 MACKIE DESIGNS INC COM 554541102 2 400 X 04 400 MADE2MANAGE SYS INC COM 556466100 333 49400 X 04 30600 MAGELLAN HEALTH SVCS INC COM 559079108 57 10000 X 04 10000 MAGNA ENTMT CORP COM 559211107 1366 168650 X 04 145350 MAGNETEK INC COM 559424106 608 52000 X 04 48800 MAHASKA INVESTMENT CO COM 559809108 74 5621 X 04 5121 MAINE PUB SVC CO COM 560483109 92 3100 X 04 2600 MALAN RLTY INVS INC COM 561063108 95 21000 X 04 9500 MANATRON INC COM 562048108 26 6800 X 04 6300 MANITOWOC INC COM 563571108 67 1700 X 04 1700 MANUFACTURERS SVCS LTD COM 565005105 24 4600 X 04 4600 MARATHON OIL CORP COM 565849106 1728 60000 X 04 0 MARCUS CORP COM 566330106 260 16100 X 04 16100 MARINE PETE TR COM 568423107 70 2500 X 04 1500 MARINE PRODS CORP COM 568427108 92 12300 X 04 12300 MARITRANS INC COM 570363101 1063 79000 X 04 34760 MARKWEST HYDROCARBON INC COM 570762104 241 30900 X 04 25000 MARSH & MCLENNAN COS INC COM 571748102 18264 162000 X 04 87000 MARSH SUPERMARKETS INC COM 571783307 162 10600 X 04 10600 MARSHALL & ILSLEY CORP COM 571834100 137 2199 X 04 2199 MARTEN TRANS LTD COM 573075108 977 53900 X 04 37600 MASCO CORP COM 574599106 22 800 X 04 800 MASSBANK CORP READ MASS COM 576152102 2099 45629 X 04 32096 MASSEY ENERGY CORP COM 576206106 64 3800 X 04 0 MATERIAL SCIENCIES CORP COM 576674105 389 37200 X 04 30400 MATRIX BANCORP INC COM 576819106 74 6300 X 04 6300 MATRIX SVC CO COM 576853105 926 105790 X 04 77690 MATTEL INC COM 577081102 29 1400 X 04 1400 MAXCOR FINL GROUP INC COM 57772G100 368 60500 X 04 59200 MAXIM INTEGRATED PRODS INC COM 57772K101 4819 86500 X 04 26700 MAY DEPT STORES CO COM 577778103 17 500 X 04 500 MAX & ERMAS RESTAURANTS INC COM 577903107 184 13600 X 04 13500 MAYFLOWER CO-OPERATIVE BK MA COM 578330102 20 1400 X 04 200 MAYNARD OIL CO COM 578444101 1539 78920 X 04 51120 MAYS J W INC COM 578473100 669 54100 X 04 45900 MCDERMOTT INTL INC COM 580037109 7859 505400 X 04 286700 MCDONALDS CORP COM 580135101 61 2200 X 04 2200 MCGRAW HILL COS INC COM 580645109 20 300 X 04 300 MCKESSON HBOC INC COM 58155Q103 19 500 X 04 500 MCRAE INDS INC COM 582757209 141 24100 X 04 18100 MEDAMICUS INC COM COM 584027106 2 200 X 04 200 MEDIA GEN INC COM 584404107 37871 596400 X 04 399700 MEDICAL ACTION INDS INC COM 58449L100 3 200 X 04 200 MEDICIS PHARMACEUTICAL CORP COM 584690309 622 11200 X 04 11200 MEDIWARE INFORMATION SYS INC COM 584946107 70 10000 X 04 10000 MEDTOX SCIENTIFIC INC COM 584977201 236 22740 X 04 18740 MEDSTONE INTL INC NEW COM 58505C101 374 82200 X 04 59200 MEGO FINL CORP COM 585162308 94 18700 X 04 14600 MELLON FINL CORP COM 58551A108 5325 138000 X 04 63400 MENTOR CORP MINN COM 587188103 11593 321300 X 04 270400 MENTOR GRAPHICS CORP COM 587200106 73 3434 X 04 3400 MERCANTILE BANK CORP COM 587376104 0 17 X 04 17 MERCANTILE BANKSHARES CORP COM 587405101 398 9200 X 04 9200 MERCHANTS GROUP INC COM 588539106 31 1300 X 04 600 MERCK & CO INC COM 589331107 10995 190946 X 04 58600 MERIDIAN BIOSCIENCE INC COM 589584101 394 58000 X 04 49500 MERIDIAN MED TECHNOLOGIES IN COM 589658103 87 2400 X 04 2400 MERIT MED SYS INC COM 589889104 4 200 X 04 200 MERGE TECHNOLOGIES INC COM 589981109 11 1600 X 04 1600 MERITAGE CORP COM 59001A102 3745 58600 X 04 41800 MERRILL LYNCH & CO INC COM 590188108 188 3400 X 04 1400 MERRY LAND PROPERTIES INC COM 590441101 6 700 X 04 700 MESA AIR GROUP INC COM 590479101 6 500 X 04 500 MESA LABS INC COM 59064R109 148 19200 X 04 13400 MESTEK INC COM 590829107 739 33050 X 04 24850 MET PRO CORP COM 590876306 36 2500 X 04 2500 METHANEX CORP COM 59151K108 60 8100 X 04 0 METLIFE INC COM 59156R108 41 1300 X 04 1300 METRIS COS INC COM 591598107 100 5000 X 04 5000 METRO GOLDWYN MAYER INC COM 591610100 652 39200 X 04 39200 METROCORP BANCSHARES INC COM 591650106 43 3700 X 04 2600 METROLOGIC INSTRS INC COM 591676101 675 91900 X 04 59800 MICHAELS STORES INC COM 594087108 5443 144000 X 04 88300 MICROSOFT CORP COM 594918104 2955 49000 X 04 36700 MICROCHIP TECHNOLOGY INC COM 595017104 7759 185500 X 04 108000 MICRON TECHNOLOGY INC COM 595112103 1089 33100 X 04 6700 MID-AMER APT CMNTYS INC COM 59522J103 107 4100 X 04 3900 MID ATLANTIC MED SVCS INC COM 59523C107 291 10200 X 04 10200 MIDAS GROUP INC COM 595626102 368 25800 X 04 15300 MIDDLEBY CORP COM 596278101 1025 160100 X 04 132000 MIDDLETON DOLL COMPANY COM 59669P102 390 58750 X 04 45900 MIDLAND CO COM 597486109 1099 25800 X 04 18600 MIDSOUTH BANCORP INC COM 598039105 12 1000 X 04 1000 MIDWAY GAMES INC COM 598148104 66 4900 X 04 4900 MIDWEST GRAIN PRODS INC COM 59832G104 986 70700 X 04 56100 MINE SAFETY APPLIANCES CO COM 602720104 15239 405840 X 04 271240 MINERALS TECHNOLOGIES INC COM 603158106 12063 229900 X 04 177900 MINNESOTA MNG & MFG CO COM 604059105 1564 13600 X 04 700 MINUTEMAN INTL INC COM 604540104 986 99600 X 04 63800 MISONIX INC COM 604871103 1143 156800 X 04 81400 MITY ENTERPRISES INC COM 606850105 428 33300 X 04 30500 MODTECH HLDGS INC COM 60783C100 3862 353000 X 04 302500 MOHAWK INDS INC COM 608190104 12737 211959 X 04 113959 MONDAVI ROBERT CORP COM 609200100 3159 87900 X 04 63100 MONRO MUFFLER BRAKE INC COM 610236101 1321 76800 X 04 50300 MONSANTO CO NEW COM 61166W101 1216 38500 X 04 38500 MONTEREY BAY BANCORP INC COM 61239H107 55 3250 X 04 3250 MOORE LTD COM 615785102 1025 78800 X 04 0 MOTHERS WK INC COM 619903107 572 35100 X 04 32800 MOTOROLA INC COM 620076109 55 3900 X 04 3900 MOVADO GROUP INC COM 624580106 5042 229700 X 04 146100 MOVIE GALLERY INC COM 624581104 1722 100300 X 04 66475 MUELLER PAUL CO COM 624752101 280 9200 X 04 5500 MUELLER INDS INC COM 624756102 6260 178910 X 04 159310 MULTIMEDIA GAMES INC COM 625453105 7 200 X 04 200 MUNICIPAL MTG & EQUITY L L C COM 62624B101 494 20500 X 04 19900 MURPHY OIL CORP COM 626717102 1094 11400 X 04 0 MUTUALFIRST FINL INC COM 62845B104 40 2200 X 04 2200 MYKROLIS CORP COM 62852P103 4495 294000 X 04 191100 MYLAN LABS INC COM 628530107 26219 890000 X 04 582300 MYSTIC FINL INC COM 628643108 94 5700 X 04 5700 NBTY INC COM 628782104 4396 257690 X 04 218490 NCO GROUP INC COM 628858102 14471 521300 X 04 321600 NCO PORTFOLIO MANAGEMENT INC COM 62885J108 16 2500 X 04 500 NCRIC GROUP INC COM 628866105 17 1600 X 04 0 NCR CORP NEW COM 62886E108 8762 195800 X 04 106300 NMT MED INC COM 629294109 2 300 X 04 300 NWH INC COM 62946E106 61 4800 X 04 3600 NYMAGIC INC COM 629484106 2 100 X 04 100 NABI BIOPHARMACEUTICALS COM 629519109 123 19900 X 04 19900 NAM TAI ELECTRS INC COM 629865205 6006 318600 X 04 209200 NAPCO SEC SYS INC COM 630402105 564 97300 X 04 57000 NARA BANCORP INC COM 63080P105 1686 77497 X 04 59625 NASHUA CORP COM 631226107 1008 170800 X 04 117800 NATCO GROUP INC COM 63227W203 1994 246500 X 04 206200 NATIONAL BANKSHARES INC VA COM 634865109 23 1000 X 04 1000 NATIONAL BEVERAGE CORP COM 635017106 209 15700 X 04 15700 NATIONAL CITY CORP COM 635405103 34 1100 X 04 1100 NATIONAL GOLF PPTYS INC COM 63623G109 17 2300 X 04 0 NATIONAL HOME HEALTH CARE CO COM 636380107 662 54822 X 04 43862 NATIONAL SEC GROUP INC COM 637546102 364 26020 X 04 22540 NATIONAL SEMICONDUCTOR CORP COM 637640103 34 1000 X 04 1000 NATIONAL WESTN LIFE INS CO COM 638522102 11754 102880 X 04 69280 NATIONWIDE FINL SVCS INC COM 638612101 3998 93400 X 04 58300 NATURES SUNSHINE PRODUCTS IN COM 639027101 163 14500 X 04 12800 NAUTICA ENTERPRISES INC COM 639089101 26 1700 X 04 1700 NAVISTAR INTL CORP NEW COM 63934E108 22 500 X 04 500 NAVIGANT INTL INC COM 63935R108 6144 423700 X 04 269500 NDCHEALTH CORP COM 639480102 31419 863400 X 04 605500 NELSON THOMAS INC COM 640376109 1775 146100 X 04 102000 NETWORKS ASSOCS INC COM 640938106 19 800 X 04 800 NETWORK EQUIP TECHNOLOGIES COM 641208103 2230 433000 X 04 279700 NEW BRUNSWICK SCIENTIFIC INC COM 642876106 1711 191119 X 04 128069 NEW HAMPSHIRE THRIFT BANCSHS COM 644722100 465 28500 X 04 20500 NEW YORK CMNTY BANCORP INC COM 649445103 13808 499376 X 04 267526 NEWMARK HOMES CORP COM 651578106 4392 257920 X 04 179420 NEWMIL BANCORP INC COM 651633109 29 1600 X 04 1000 NICOR INC COM 654086107 3744 82200 X 04 43900 NIKE INC COM 654106103 30 500 X 04 500 99 CENTS ONLY STORES COM 65440K106 115 3000 X 04 3000 NOBEL LEARNING CMNTYS INC COM 654889104 247 35400 X 04 28100 NOBLE DRILLING CORP COM 655042109 29 700 X 04 700 NOBLE INTL LTD COM 655053106 1047 82600 X 04 71900 NOLAND CO COM 655286102 1714 64670 X 04 48770 NORDSON CORP COM 655663102 2156 71500 X 04 51000 NORFOLK SOUTHERN CORP COM 655844108 17 700 X 04 700 NORTECH SYS INC COM 656553104 726 68900 X 04 51000 NORTEK INC COM 656559101 3938 109400 X 04 48600 NORTEL NETWORKS CORP NEW COM 656568102 458 102000 X 04 5600 NORTH CENT BANCSHARES INC COM 658418108 690 28900 X 04 21500 NORTH FORK BANCORPORATION NY COM 659424105 420 11800 X 04 11800 NORTH VALLEY BANCORP COM 66304M105 502 30600 X 04 26400 NORTHEAST BANCORP COM 663904100 157 10700 X 04 7600 NORTHEAST IND BANCORP INC COM 664196102 145 10570 X 04 8810 NORTHEAST UTILS COM 664397106 38593 1942280 X 04 1191880 NORTHERN TECH INTL CORP COM 665809109 8 2000 X 04 2000 NORTHRIM BANCORP INC COM 666762109 225 15384 X 04 8854 NORTHROP GRUMMAN CORP COM 666807102 4612 40800 X 04 100 NORTHWAY FINL INC COM 667270102 69 2400 X 04 1900 NORTHWEST NAT GAS CO COM 667655104 297 10600 X 04 9100 NORTHWEST PIPE CO COM 667746101 46 3000 X 04 3000 NORWOOD FINANCIAL CORP COM 669549107 37 1400 X 04 1400 NOVASTAR FINL INC COM 669947400 3634 193300 X 04 113800 NOVELL INC COM 670006105 60 15400 X 04 15400 NOVELLUS SYS INC COM 670008101 596 11000 X 04 4300 NSTAR COM 67019E107 9 200 X 04 200 NUTRACEUTICAL INTL CORP COM 67060Y101 806 136680 X 04 125880 NVIDIA CORP COM 67066G104 6377 143750 X 04 69900 O CHARLEYS INC COM 670823103 73 3400 X 04 3400 OGE ENERGY CORP COM 670837103 4027 168000 X 04 125700 OM GROUP INC COM 670872100 1764 24400 X 04 7500 OCCIDENTAL PETE CORP DEL COM 674599105 7946 272600 X 04 79700 OCEANEERING INTL INC COM 675232102 16278 561300 X 04 369000 OCEANFIRST FINL CORP COM 675234108 1793 60000 X 04 28200 OCTEL CORP COM 675727101 2496 132400 X 04 91100 OCULAR SCIENCES INC COM 675744106 3937 140600 X 04 69800 OFFICE DEPOT INC COM 676220106 30507 1536900 X 04 801100 OFFICEMAX INC COM 67622M108 538 96500 X 04 40000 OFFSHORE LOGISTICS INC COM 676255102 2215 102806 X 04 75206 OHIO ART CO COM 677143109 222 10000 X 04 8200 OHIO CAS CORP COM 677240103 13391 707000 X 04 390500 OIL DRI CORP AMER COM 677864100 425 45600 X 04 25400 OIL STS INTL INC COM 678026105 355 32900 X 04 27200 OLD DOMINION FGHT LINES INC COM 679580100 3040 215900 X 04 152300 OLD REP INTL CORP COM 680223104 23233 726700 X 04 414100 OLIN CORP COM 680665205 62 3300 X 04 3300 OMNICOM GROUP INC COM 681919106 113 1200 X 04 600 OMNIVISION TECHNOLOGIES INC COM 682128103 3 300 X 04 300 ONE LIBERTY PPTYS INC COM 682406103 56 3500 X 04 3000 1 800 FLOWERS COM COM 68243Q106 1126 82700 X 04 49700 ONEOK INC NEW COM 682680103 19766 948000 X 04 697200 ONYX ACCEP CORP COM 682914106 462 96300 X 04 69900 ONTRACK DATA INTL INC COM 683372106 831 84500 X 04 59500 OPINION RESH CORP COM 683755102 856 142600 X 04 103900 OREGON STL MLS INC COM 686079104 724 95200 X 04 92700 ORLEANS HOMEBUILDERS INC COM 686588104 1480 195500 X 04 140200 ORTHOLOGIC CORP COM 68750J107 121 21700 X 04 21700 ORTHODONTIC CTRS AMER INC COM 68750P103 276 10000 X 04 0 OSHKOSH B GOSH INC COM 688222207 831 19400 X 04 7500 OUTBACK STEAKHOUSE INC COM 689899102 461 12900 X 04 12900 OUTLOOK GROUP CORP COM 690113105 433 84700 X 04 72800 OVERTURE SVCS INC COM 69039R100 14 500 X 04 500 OXFORD INDS INC COM 691497309 2249 85200 X 04 50600 P & F INDS INC COM 692830508 448 61800 X 04 46600 P A M TRANSN SVCS INC COM 693149106 5207 205800 X 04 120000 P C CONNECTION COM 69318J100 118 11200 X 04 5100 PC-TEL INC COM 69325Q105 2 200 X 04 200 PDI INC COM 69329V100 32 1900 X 04 1900 PFF BANCORP INC COM 69331W104 6083 194960 X 04 124460 PICO HLDGS INC COM 693366205 194 13000 X 04 11000 PMA CAP CORP COM 693419202 11197 488100 X 04 348700 PNM RESOURCES INC COM COM 69349H107 10293 335700 X 04 205800 PPG INDS INC COM 693506107 966 17600 X 04 900 PS BUSINESS PKS INC CALIF COM 69360J107 6599 189900 X 04 110800 PVF CAPITAL CORP COM 693654105 46 4200 X 04 4200 PSS WORLD MED INC COM 69366A100 70 7100 X 04 7100 PACCAR INC COM 693718108 1764 24100 X 04 7700 PACIFIC CAP BANCORP NEW COM 69404P101 46 1500 X 04 0 PACIFIC CENTY FINL CORP COM 694058108 1173 45000 X 04 20400 PACIFIC CREST CAP INC COM 694166109 96 3944 X 04 3744 PACIFICARE HEALTH SYS DEL COM 695112102 3270 187385 X 04 147585 PACTIV CORP COM 695257105 21445 1071200 X 04 628500 PAMRAPO BANCORP INC COM 697738102 82 3000 X 04 1900 PAN PACIFIC RETAIL PPTYS INC COM 69806L104 1617 52900 X 04 21200 PANCANADIAN ENERGY CORP COM 69831A107 633 21276 X 04 0 PANERA BREAD CO COM 69840W108 4918 77200 X 04 74300 PANHANDLE ROYALTY CO COM 698477106 20 1300 X 04 1300 PAPA JOHNS INTL INC COM 698813102 360 12900 X 04 12900 PARADIGM GEOPHYSICAL LTD COM 69900J104 588 150115 X 04 111115 PAREXEL INTL CORP COM 699462107 12988 809700 X 04 554600 PARK BANCORP INC COM 700164106 98 5300 X 04 5300 PARK ELECTROCHEMICAL CORP COM 700416209 249 8600 X 04 6700 PARK PL ENTMT CORP COM 700690100 97 9200 X 04 0 PARKER HANNIFIN CORP COM 701094104 1143 22900 X 04 0 PARKVALE FINL CORP COM 701492100 359 14300 X 04 8100 PARKWAY PPTYS INC COM 70159Q104 1139 31200 X 04 17800 PATINA OIL & GAS CORP COM 703224105 4948 156978 X 04 105000 PATRIOT BANK CORP PA COM 70335P103 23 1700 X 04 1700 PATRIOT NATL BANCORP INC COM 70336F104 125 15400 X 04 13400 PATRIOT TRANSN HLDG INC COM 70337B102 102 3200 X 04 3100 PATTERSON DENTAL CO COM 703412106 131 3000 X 04 3000 PEABODY ENERGY CORP COM 704549104 779 26900 X 04 19100 PEDIATRIX MED GROUP COM 705324101 1365 33500 X 04 18400 PEERLESS MFG CO COM 705514107 358 19500 X 04 10000 PELICAN FINL INC COM 705808103 93 15800 X 04 15700 PEMCO AVIATION INC COM 706444106 2837 117000 X 04 94700 PENFORD CORP COM 707051108 27 1700 X 04 1700 PENN NATL GAMING INC COM 707569109 21 600 X 04 600 PENNFED FINL SVCS INC COM 708167101 831 30500 X 04 11200 PENNZOIL-QUAKER STATE COMPAN COM 709323109 6087 283500 X 04 189400 PENTAIR INC COM 709631105 10653 236900 X 04 123300 PEOPLES BANCORP AUBURN IND COM 709788103 19 1200 X 04 1200 PEOPLES BANCTRUST INC COM 709796106 457 37580 X 04 25000 PEOPLES CMNTY BANCORP INC COM 71086E107 20 986 X 04 986 PEOPLES ENERGY CORP COM 711030106 4300 109200 X 04 64300 PEOPLESOFT INC COM 712713106 1878 51400 X 04 18100 PEPSI BOTTLING GROUP INC COM 713409100 3379 130600 X 04 64400 PEPSIAMERICAS INC COM 71343P200 2519 174700 X 04 106300 PEPSICO INC COM 713448108 45325 880100 X 04 380400 PER-SE TECHNOLOGIES INC COM 713569309 144 11900 X 04 5800 PEROT SYS CORP COM 714265105 10334 518000 X 04 445400 PERRIGO CO COM 714290103 25581 2140680 X 04 1524680 PETROCORP INC COM 71645N101 2227 226100 X 04 148600 PETROLEUM DEV CORP COM 716578109 1384 216350 X 04 156650 PETROLEUM HELICOPTERS INC COM 716604202 259 9800 X 04 9800 PETSMART INC COM 716768106 2445 180300 X 04 174200 PFIZER INC COM 717081103 19377 487600 X 04 135700 PHARMACEUTICAL PROD DEV INC COM 717124101 512 14700 X 04 14700 PHARMACEUTICAL RES INC COM 717125108 1367 64500 X 04 49300 PHARMACIA CORP COM 71713U102 2430 53900 X 04 900 PHILADELPHIA SUBN CORP COM 718009608 217 9250 X 04 9250 PHILIP MORRIS COS INC COM 718154107 67734 1286000 X 04 394300 PHILIP SVCS CORP DEL COM 718193105 0 1 X 04 0 PHILLIPS PETE CO COM 718507106 44 700 X 04 700 PHILLIPS VAN HEUSEN CORP COM 718592108 3522 249600 X 04 197400 PHOENIX COS INC NEW COM 71902E109 11635 606009 X 04 243909 PHOENIX TECHNOLOGY LTD COM 719153108 83 6100 X 04 6100 PHOTON DYNAMICS INC COM 719364101 15 300 X 04 300 PHOTRONICS INC COM 719405102 11320 335600 X 04 259300 PIER 1 IMPORTS INC COM 720279108 1606 78000 X 04 69400 PILGRIMS PRIDE CORP COM 721467108 86 6100 X 04 6100 PINNACLE BANCSHARES INC COM 722903101 60 6700 X 04 2700 PINNACLE WEST CAP CORP COM 723484101 11215 247300 X 04 87000 PITNEY BOWES INC COM 724479100 4105 95900 X 04 500 PITTSTON CO COM 725701106 13550 539834 X 04 389715 PLAYBOY ENTERPRISES INC COM 728117201 109 7400 X 04 0 PLAYTEX PRODS INC COM 72813P100 50 4600 X 04 4600 POCAHONTAS BANCORP INC COM 730234101 89 8720 X 04 8720 POINTE FINANCIAL CORP COM 73084P100 17 1200 X 04 1200 POLARIS INDS INC COM 731068102 4402 69100 X 04 41000 POLYONE CORP COM 73179P106 1741 142700 X 04 110900 POMEROY COMPUTER RES COM 731822102 2969 195600 X 04 123500 POSSIS MEDICAL INC COM 737407106 6 300 X 04 300 POTOMAC ELEC PWR CO COM 737679100 1887 80800 X 04 68900 PRAXAIR INC COM 74005P104 60 1000 X 04 1000 PRE PAID LEGAL SVCS INC COM 740065107 2131 74600 X 04 62900 PRECISION DRILLING CORP COM 74022D100 64 2000 X 04 0 PREMIER BANCORP INC PA COM 74046J109 10 1100 X 04 500 PRENTISS PPTYS TR COM 740706106 19026 644501 X 04 423101 PRESIDENTIAL RLTY CORP NEW COM 741004204 202 29300 X 04 20600 PRICELINE COM INC COM 741503106 159 30400 X 04 30400 PRIMEENERGY CORP COM 74158E104 129 16100 X 04 12200 PRIME GROUP REALTY TRUST COM 74158J103 1517 198000 X 04 146200 PRIME HOSPITALITY CORP COM 741917108 9045 687800 X 04 401200 PRINCETON NATL BANCORP INC COM 742282106 49 2750 X 04 2750 PRINTRONIX INC COM 742578107 1411 117600 X 04 82700 PROASSURANCE CORP COM 74267C106 18 1000 X 04 1000 PROCTER & GAMBLE CO COM 742718109 33354 370231 X 04 133400 PROGRESS FINL CORP COM 743266108 1041 116397 X 04 90797 PROGRESS SOFTWARE CORP COM 743312100 1000 55100 X 04 50000 PROGRESSIVE CORP OHIO COM 743315103 17 100 X 04 100 PROLOGIS TR COM 743410102 1789 76600 X 04 51500 PROPHET 21 INC COM 743459109 361 29738 X 04 29738 PROQUEST COMPANY COM 74346P102 3143 73100 X 04 34400 PROTECTIVE LIFE CORP COM 743674103 533 17100 X 04 17100 PROVIDENCE & WORCEST COM COM 743737108 29 3600 X 04 3600 PROVIDENT BANKSHARES CORP COM 743859100 1080 45005 X 04 11435 PROVIDENT FINL GROUP INC COM 743866105 115 4000 X 04 4000 PROVIDENT FINL HLDGS INC COM 743868101 947 32000 X 04 19800 PUBCO CORP COM 744378803 71 7700 X 04 6500 PUBLIC SVC ENTERPRISE GROUP COM 744573106 23 500 X 04 500 PUBLIC STORAGE INC COM 74460D109 1099 29700 X 04 27100 PULTE CORP COM 745867101 5677 118636 X 04 49244 QCR HOLDINGS INC COM 74727A104 312 24000 X 04 19800 Q E P INC COM 74727K102 169 39188 X 04 29563 QUAKER CHEM CORP COM 747316107 1111 47600 X 04 32900 QUAKER CITY BANCORP INC COM 74731K106 2052 64762 X 04 46887 QUAKER FABRIC CORP NEW COM 747399103 290 25972 X 04 19872 QUALITY SYS INC COM 747582104 679 44600 X 04 41800 QUANEX CORP COM 747620102 15056 424100 X 04 285500 QUEBECOR WORLD INC COM 748203106 346 13200 X 04 0 QUEST DIAGNOSTICS INC COM 74834L100 3165 38200 X 04 37800 QUESTAR CORP COM 748356102 666 25900 X 04 0 QUICKLOGIC CORP COM 74837P108 45 9100 X 04 9100 QUIDEL CORP COM 74838J101 396 59900 X 04 59500 QUINTILES TRANSNATIONAL CORP COM 748767100 36584 2061046 X 04 1230042 QWEST COMMUNICATIONS INTL IN COM 749121109 23 2800 X 04 2800 R & B INC COM 749124103 235 28300 X 04 27800 R & G FINANCIAL CORP COM 749136107 5343 268100 X 04 154600 RCM TECHNOLOGIES INC COM 749360400 57 12000 X 04 12000 RGC RES INC COM 74955L103 303 15700 X 04 10200 RHBT FINANCIAL CORP COM 74955Q102 29 2200 X 04 2200 RLI CORP COM 749607107 936 18100 X 04 12300 RPM INC OHIO COM 749685103 2530 162700 X 04 120000 RSA SEC INC COM 749719100 23 2500 X 04 2500 RMH TELESERVICES INC COM 749938106 6 300 X 04 200 RADIAN GROUP INC COM 750236101 13836 281902 X 04 126700 RAINBOW TECHNOLOGIES INC COM 750862104 12 1200 X 04 1200 RALCORP HLDGS INC NEW COM 751028101 11976 440300 X 04 260500 RAMCO-GERSHENSON PPTYS TR COM 751452202 1157 65130 X 04 36330 RARE HOSPITALITY INTL INC COM 753820109 13 500 X 04 500 RAVEN INDS INC COM 754212108 924 39150 X 04 14400 RAYMOND JAMES FINANCIAL INC COM 754730109 13040 380950 X 04 267600 RAYOVAC CORP COM 755081106 39 2500 X 04 2500 RAYTHEON CO COM 755111507 1162 28300 X 04 10500 RECKSON ASSOCS RLTY CORP COM 75621K106 328 13300 X 04 13300 RECOTON CORP COM 756268108 60 13400 X 04 7600 REDWOOD EMPIRE BANCORP COM 757897103 210 7450 X 04 7350 REEBOK INTL LTD COM 758110100 51 1900 X 04 1900 REGAL BELOIT CORP COM 758750103 1599 62600 X 04 51100 REGIS CORP MINN COM 758932107 941 33500 X 04 14000 REGIONS FINL CORP COM 758940100 14 400 X 04 400 REHABILICARE INC COM 758944102 169 32100 X 04 23700 RELIANT RES INC COM 75952B105 5878 347600 X 04 277600 RELIANT ENERGY INC COM 75952J108 3 100 X 04 100 REPUBLIC BANCSHARES INC COM 759929102 58 3400 X 04 3400 RENAL CARE GROUP INC COM 759930100 75 2300 X 04 2300 RENT A CTR INC NEW COM 76009N100 118 2300 X 04 2300 RESOURCE AMERICA INC CL A COM 761195205 1223 110900 X 04 91900 RESOURCES BANKSHARES CORP COM 76121R104 2 100 X 04 100 RESPIRONICS INC COM 761230101 6278 193780 X 04 146400 REVLON INC COM 761525500 104 16000 X 04 16000 REX STORES CORP COM 761624105 371 20400 X 04 19050 RIGHT MGMT CONSULTANTS INC COM 766573109 5 200 X 04 200 RIVERVIEW BANCORP INC COM 769397100 21 1500 X 04 1500 ROADWAY EXPRESS INC DEL COM 769742107 14341 387600 X 04 245500 ROBERTS REALTY INVS COM 769900101 517 72200 X 04 44700 ROCK OF AGES CORP COM 772632105 1059 160512 X 04 118300 ROCK-TENN CO COM 772739207 2317 108000 X 04 77000 ROCKFORD CORP COM 77316P101 231 25100 X 04 10300 ROCKWELL INTL CORP NEW COM 773903109 3743 186600 X 04 157800 ROFIN SINAR TECHNOLOGIES INC COM 775043102 695 79473 X 04 68973 ROHM & HAAS CO COM 775371107 13 300 X 04 300 ROPER INDS INC NEW COM 776696106 154 3100 X 04 3100 ROSLYN BANCORP INC COM 778162107 559 27000 X 04 1300 ROSS STORES INC COM 778296103 5648 149290 X 04 89200 ROXIO INC COM 780008108 2592 114250 X 04 83850 ROYAL APPLIANCE MFG CO COM 780076105 2171 405720 X 04 267820 ROYAL BK CDA MONTREAL QUE COM 780087102 810 24300 X 04 0 ROYAL DUTCH PETE CO ADR 780257804 543 10000 X 04 10000 RUBY TUESDAY INC COM 781182100 277 11900 X 04 11900 RUDDICK CORP COM 781258108 11913 715900 X 04 548400 RUSH ENTERPISES INC COM COM 781846101 88100 X 04 78200 RUSS BERRIE & CO COM 782233100 12979 403080 X 04 288580 RUSSELL CORP COM 782352108 6666 447400 X 04 258300 RYANS FAMILY STEAK HOUSE INC COM 783519101 20760 865000 X 04 573500 RYDER SYS INC COM 783549108 3450 116800 X 04 79300 RYERSON TULL INC NEW COM 78375P107 2535 231500 X 04 132400 RYLAND GROUP INC COM 783764103 22902 253900 X 04 186500 S&K FAMOUS BRANDS INC COM 783774102 318 29200 X 04 24300 SCP POOL CORP COM 784028102 3157 100550 X 04 74350 SCPIE HLDGS INC COM 78402P104 3481 205000 X 04 117700 SJW CORP COM 784305104 57 700 X 04 700 SL GREEN RLTY CORP COM 78440X101 5594 166500 X 04 110000 SNB BANCSHARES INC COM 784605107 39 2400 X 04 1500 SPSS INC COM 78462K102 60 3400 X 04 3400 SPX CORP COM 784635104 28 200 X 04 0 SAFEWAY INC COM 786514208 1193 26500 X 04 0 ST FRANCIS CAP CORP COM 789374105 1399 59000 X 04 36300 ST JUDE MED INC COM 790849103 9281 120300 X 04 31100 SANDERSON FARMS INC COM 800013104 1604 59410 X 04 31010 SANFILIPPO JOHN B & SON INC COM 800422107 1508 251300 X 04 188300 SANGSTAT MED CORP COM 801003104 8 300 X 04 300 SANTOS LIMITED ADR 803021609 96 7700 X 04 7700 SASOL LTD ADR 803866300 11 1000 X 04 0 SCANA CORP NEW COM 80589M102 17205 562270 X 04 300070 SCHEIN HENRY INC COM 806407102 2180 49500 X 04 27500 SCHERING PLOUGH CORP COM 806605101 9991 319200 X 04 89150 SCHLOTZSKYS INC COM 806832101 976 171150 X 04 144350 SCHLUMBERGER LTD COM 806857108 59 1000 X 04 1000 SCHNITZER STL INDS COM 806882106 1180 69400 X 04 48600 SCHOLASTIC CORP COM 807066105 34232 631700 X 04 409200 SCHULMAN A INC COM 808194104 4055 221710 X 04 155400 SCHWEITZER-MAUDUIT INTL INC COM 808541106 1471 59200 X 04 54100 SEABOARD CORP COM 811543107 2559 8530 X 04 5790 SEACOAST FINL SVCS CORP COM 81170Q106 24 1200 X 04 1200 SEACOR SMIT INC COM 811904101 14431 294500 X 04 223500 SEARS ROEBUCK & CO COM 812387108 4327 84400 X 04 54200 SECURE COMPUTING CORP COM 813705100 8 400 X 04 400 SECURITY CAP CORP DEL COM 814131405 33 3300 X 04 3300 SEMPRA ENERGY COM 816851109 3710 147500 X 04 50400 SENECA FOODS CORP NEW COM 817070105 165 11480 X 04 11480 SENIOR HSG PPTYS TR COM 81721M109 9956 691400 X 04 382400 SEROLOGICALS CORP COM 817523103 53 3400 X 04 3400 SERVICE CORP INTL COM 817565104 1902 358900 X 04 221300 SHENANDOAH TELECOMMUNICATION COM 82312B106 55 1400 X 04 1400 SHERWIN WILLIAMS CO COM 824348106 44084 1547900 X 04 876100 SHERWOOD BRANDS INC COM 82437L104 100 17300 X 04 14300 SHOE CARNIVAL INC COM 824889109 229 14000 X 04 9000 SHOPKO STORES INC COM 824911101 2063 114000 X 04 108700 SICOR INC COM 825846108 56 3300 X 04 3300 SIERRA BANCORP COM 82620P102 544 52800 X 04 51800 SIERRA HEALTH SVCS INC COM 826322109 5 400 X 04 400 SIFCO INDS INC COM 826546103 568 100100 X 04 74700 SIGMA ALDRICH CORP COM 826552101 977 20800 X 04 0 SIGNAL TECHNOLOGY CORP COM 826675100 95 12800 X 04 12800 SILICON LABORATORIES INC COM 826919102 18 500 X 04 500 SILGAN HOLDINGS INC COM 827048109 10 300 X 04 300 SIMPSON MANUFACTURING CO INC COM 829073105 715 11700 X 04 3400 SKILLSOFT CORP COM 83066P101 23 1000 X 04 1000 SKYLINE CORP COM 830830105 6546 210820 X 04 146220 SMART & FINAL INC COM 831683107 100 9700 X 04 9700 SMITH INTL INC COM 832110100 881 13000 X 04 7000 SMITHFIELD FOODS INC COM 832248108 11327 434000 X 04 258700 SMTEK INTL INC COM 832688204 156 57700 X 04 38500 SMURFIT-STONE CONTAINER CORP COM 832727101 11107 648000 X 04 464000 SNAP ON INC COM 833034101 6841 200900 X 04 128500 SOFTWARE SPECTRUM INC COM 833960107 1674 92500 X 04 63200 SOLA INTL INC COM 834092108 8255 560800 X 04 362500 SONESTA INTL HOTELS CORP COM 835438409 495 86700 X 04 66200 SONIC CORP COM 835451105 316 12300 X 04 12300 SONIC AUTOMOTIVE INC COM 83545G102 558 18600 X 04 10100 SONICWALL INC COM 835470105 10 800 X 04 800 SONOCO PRODS CO COM 835495102 4632 161900 X 04 115300 SONUS PHARMACEUTICALS INC COM 835692104 1 200 X 04 200 SOUND FED BANCORP COM 83607T109 31 2000 X 04 2000 SOURCE INFORMATION MGMT CO COM 836151209 79 15000 X 04 15000 SOURCECORP COM 836167106 1756 59554 X 04 35154 SOUTH FINL GROUP INC COM 837841105 1343 66000 X 04 59200 SOUTH JERSEY INDS INC COM 838518108 167 5300 X 04 4400 SOUTHERN CO COM 842587107 32 1200 X 04 1200 SOUTHERN FINL BANCORP INC COM 842870107 453 18150 X 04 16500 SOUTHERN MO BANCORP INC COM 843380106 500 29400 X 04 21800 SOUTHERN PERU COPPER CORP COM 843611104 6969 538140 X 04 345240 SOUTHSIDE BANCSHARES INC COM 84470P109 454 33400 X 04 22100 SOUTHTRUST CORP COM 844730101 16 600 X 04 600 SOUTHWEST BANCORP INC OKLA COM 844767103 745 36750 X 04 23250 SOUTHWALL TECHNOLOGIES INC COM 844909101 1639 126200 X 04 90100 SOVEREIGN BANCORP INC COM 845905108 23430 1667650 X 04 1024950 SPACELABS MED INC COM 846247104 560 39800 X 04 32300 SPAN AMER MED SYS INC COM 846396109 374 47900 X 04 40400 SPARTAN MTRS INC COM 846819100 433 55500 X 04 48800 SPARTAN STORES INC COM 846822104 3316 440900 X 04 287400 SPARTON CORP COM 847235108 1538 180930 X 04 135830 SPHERION CORP COM 848420105 436 39500 X 04 39500 SPIEGEL INC COM 848457107 454 331390 X 04 187190 SPORT CHALET INC COM 849163100 1120 124400 X 04 88400 SPRINT CORP COM 852061100 24 1600 X 04 1600 SS&C TECHNOLOGIES INC COM 85227Q100 2685 260700 X 04 184500 STANCORP FINL GROUP INC COM 852891100 462 8400 X 04 8400 STANDARD MANAGEMENT CORP COM 853612109 619 113960 X 04 65160 STANDARD MICROSYSTEMS CORP COM 853626109 12004 521910 X 04 356872 STANDARD MTR PRODS INC COM 853666105 529 36200 X 04 26300 STANDARD REGISTER CO COM 853887107 233 8300 X 04 8200 STANDEX INTL CORP COM 854231107 5371 219930 X 04 165430 STANLEY WKS COM 854616109 106 2300 X 04 0 STAPLES INC COM 855030102 58 2900 X 04 2900 STARRETT L S CO COM 855668109 2559 117300 X 04 78400 STATE STR CORP COM 857477103 33 600 X 04 600 STATEN IS BANCORP INC COM 857550107 16513 839100 X 04 656900 STEEL TECHNOLOGIES INC COM 858147101 2505 293700 X 04 187400 STEPAN CO COM 858586100 1692 63000 X 04 52700 STERIS CORP COM 859152100 21167 1014700 X 04 759000 STERLING BANCORP COM 859158107 14 426 X 04 426 STERLING FINL CORP WASH COM 859319105 3104 137654 X 04 95909 STEWART & STEVENSON SVCS INC COM 860342104 420 21711 X 04 10911 STEWART ENTERPRISES INC COM 860370105 4189 701620 X 04 568720 STEWART INFORMATION SVCS COR COM 860372101 8398 419900 X 04 276900 STIFEL FINL CORP COM 860630102 12 945 X 04 945 STORAGE TECHNOLOGY CORP COM 862111200 48941 2282700 X 04 1479700 STRATASYS INC COM 862685104 171 18900 X 04 18900 STRATEGIC DIAGNOSTICS INC COM 862700101 2 300 X 04 300 STRATTEC SEC CORP COM 863111100 406 8700 X 04 8700 STRIDE RITE CORP COM 863314100 420 50900 X 04 39800 STRYKER CORP COM 863667101 4289 71100 X 04 300 STUDENT LN CORP COM 863902102 18823 205490 X 04 131090 SUMMA INDS COM 86562T105 268 29600 X 04 26200 SUMMIT BK CORP GA COM 866013105 233 14345 X 04 9545 SUN BANCORP INC COM 86663B102 80 6000 X 04 6000 SUN CMNTY BANCORP LTD COM 866678105 348 29400 X 04 26400 SUN LIFE FINL SVCS CDA INC COM 866796105 43 2000 X 04 0 SUNGARD DATA SYS INC COM 867363103 3877 117600 X 04 33000 SUNLINK HEALTH SYSTEMS INC COM 86737U102 239 46500 X 04 20700 SUNOCO INC COM 86764P109 1772 44300 X 04 0 SUNRISE ASSISTED LIVING INC COM 86768K106 1379 50600 X 04 39700 SUNTRUST BKS INC COM 867914103 33 500 X 04 500 SUPERIOR FINANCIAL CORP DEL COM 868161100 1801 108800 X 04 52400 SUPERIOR SURGICAL MFG INC COM 868358102 354 32900 X 04 24100 SUPERVALU INC COM 868536103 2549 98800 X 04 50700 SWISS ARMY BRANDS INC COM 870827102 437 63400 X 04 46800 SYBASE INC COM 871130100 43256 2476000 X 04 1539800 SYKES ENTERPRISES INC COM 871237103 10094 1041700 X 04 632700 SYLVAN LEARNING SYS INC COM 871399101 17727 627500 X 04 453600 SYMANTEC CORP COM 871503108 16290 395300 X 04 234700 SYNALLOY CP DEL COM 871565107 24 4900 X 04 4900 SYNOVUS FINL CORP COM 87161C105 15 500 X 04 500 SYPRIS SOLUTIONS INC COM 871655106 667 44400 X 04 39900 SYSCO CORP COM 871829107 2648 88800 X 04 56400 SYSTEMS & COMPUTER TECHNOLOG COM 871873105 3866 293100 X 04 210200 TBC CORP COM 872180104 3638 250900 X 04 135700 TESSCO TECHNOLOGIES INC COM 872386107 655 43100 X 04 33700 TF FINL CORP COM 872391107 873 37400 X 04 30900 TIB FINL CORP COM 872449103 33 2600 X 04 1400 TJX COS INC NEW COM 872540109 13431 335700 X 04 142200 TMBR/SHARP DRILLING INC COM 87257P101 1420 93100 X 04 58300 TRW INC COM 872649108 540 10500 X 04 7300 TSR INC COM 872885108 596 105000 X 04 79200 TXU CORP COM 873168108 354 6500 X 04 3400 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 3508 174520 X 04 109416 TALISMAN ENERGY INC COM 87425E103 83 2000 X 04 0 TANDY BRANDS ACCESSORIES INC COM 875378101 497 52600 X 04 42500 TARGET CORP COM 87612E106 155 3600 X 04 1600 TAUBMAN CTRS INC COM 876664103 203 13500 X 04 13500 TEAM FINANCIAL INC COM 87815X109 244 27400 X 04 24200 TECHE HLDG CO COM 878330109 183 7600 X 04 7300 TECUMSEH PRODS CO COM 878895101 20888 421980 X 04 285280 TELEDYNE TECHNOLOGIES INC COM 879360105 919 55400 X 04 53600 TELEFLEX INC COM 879369106 28697 524910 X 04 329310 TELEPHONE & DATA SYS INC COM 879433100 12708 144000 X 04 113700 TELETECH HOLDINGS INC COM 879939106 5420 403600 X 04 221700 TENET HEALTHCARE CORP COM 88033G100 10159 151587 X 04 13200 TERAYON COMMUNICATION SYS COM 880775101 8 900 X 04 900 TESCO CORP COM 88157K101 19 1500 X 04 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 2097 72200 X 04 46200 TEXAS INSTRS INC COM 882508104 573 17300 X 04 13300 TEXTRON INC COM 883203101 10253 200645 X 04 75300 THERAGENICS CORP COM 883375107 81 8200 X 04 8200 THERMO ELECTRON CORP COM 883556102 3275 158000 X 04 54700 THOR INDS INC COM 885160101 412 8700 X 04 3900 THORATEC CORP COM 885175307 64 5800 X 04 5800 3COM CORP COM 885535104 108 17600 X 04 17600 THREE FIVE SYS INC COM 88554L108 52 3500 X 04 3500 TICKETMASTER COM 88633P203 1801 60900 X 04 53700 TIDEWATER INC COM 886423102 1275 30100 X 04 0 TIER TECHNOLOGIES INC COM 88650Q100 171 9700 X 04 9700 TIMBERLAND BANCORP INC COM 887098101 328 21300 X 04 10500 TIMKEN CO COM 887389104 12882 557900 X 04 437500 TODD SHIPYARDS CORP DEL COM 889039103 1691 155880 X 04 95780 TODHUNTER INTL INC DEL COM 889050100 348 36260 X 04 24360 TOLL BROTHERS INC COM 889478103 3614 72500 X 04 36200 TOO INC COM 890333107 6 200 X 04 200 TOREADOR RES CORP COM 891050106 9 2300 X 04 2300 TORO CO COM 891092108 1126 18900 X 04 17100 TRACTOR SUPPLY CO COM 892356106 11426 248400 X 04 167200 TRAFFIX INC COM 892721101 594 81000 X 04 68200 TRANS LUX CORP COM 893247106 43 8300 X 04 8300 TRANS WORLD ENTMT CORP COM 89336Q100 218 26000 X 04 26000 TRANSACTION SYS ARCHITECTS COM 893416107 81 7100 X 04 7100 TRANSATLANTIC HLDGS INC COM 893521104 1396 17000 X 04 11300 TRANSCANADA PIPELINES LTD COM 893526103 94 6900 X 04 0 TRANSCONTINENTAL RLTY INVS COM 893617209 457 27500 X 04 20500 TRANSPORT CORP OF AMER INC COM 89385P102 187 28500 X 04 13900 TRANSMONTAIGNE INC COM 893934109 306 58800 X 04 22800 TRIDENT MICROSYSTEMS INC COM 895919108 483 61900 X 04 29900 TRICON GLOBAL RESTAURANTS COM 895953107 65 1100 X 04 1100 TRIBUNE CO NEW COM 896047107 23 500 X 04 500 TRIGON HEALTHCARE INC COM 89618L100 3602 48800 X 04 41500 TRINITY INDS INC COM 896522109 73 3000 X 04 3000 TROVER SOLUTIONS INC COM 897249108 16 2600 X 04 2600 TRUST CO NJ JERSEY CITY NEW COM 898304100 478 20200 X 04 16000 TRUSTMARK CORP COM 898402102 53 2100 X 04 2100 TUFCO TECHNOLOGIES INC COM 899040109 76 12700 X 04 12700 TWIN DISC INC COM 901476101 1364 81900 X 04 54100 TYCO INTL LTD NEW COM 902124106 378 11700 X 04 7200 TYSON FOODS INC COM 902494103 790 63300 X 04 60800 UCBH HOLDINGS INC COM 90262T308 666 18500 X 04 18500 UGI CORP NEW COM 902681105 2620 83600 X 04 17100 UICI COM 902737105 14197 749200 X 04 548100 UIL HLDG CORP COM 902748102 1726 29700 X 04 22400 UMB FINL CORP COM 902788108 20156 470061 X 04 318982 UST INC COM 902911106 179 4600 X 04 4600 US BANCORP DEL COM 902973304 6897 305600 X 04 230900 U S LIQUIDS INC COM 902974104 2332 696100 X 04 430600 URS CORP NEW COM 903236107 533 16800 X 04 15100 USEC INC COM 90333E108 4482 700320 X 04 564020 U S CONCRETE INC COM 90333L102 267 40800 X 04 37800 U S LABORATORIES INC COM 90333T105 157 11700 X 04 11700 U S XPRESS ENTERPRISES INC COM 90338N103 17 1400 X 04 1400 US ONCOLOGY INC COM 90338W103 14033 1592900 X 04 1050100 USA ED INC COM 90390U102 20 200 X 04 200 ULTRATECH STEPPER INC COM 904034105 522 25100 X 04 25100 UNILEVER N V ADR 904784709 57 1000 X 04 1000 UNION BANKSHARES LTD COM 905403101 386 32200 X 04 25000 UNION PAC CORP COM 907818108 7705 124000 X 04 44300 UNIONBANCAL CORP COM 908906100 7017 159400 X 04 103600 UNIONBANCORP INC COM 908908106 248 17200 X 04 16000 UNISYS CORP COM 909214108 4998 395700 X 04 221600 UNITED AUTO GROUP INC COM 909440109 16 700 X 04 400 UNITED CMNTY FINL CORP OHIO COM 909839102 97 13100 X 04 11900 UNITED BANKSHARES INC WEST V COM 909907107 381 12900 X 04 12900 UNITED CAPITAL CORP COM 909912107 265 10700 X 04 9700 UNITED FINL CORP MINN COM 909919102 177 8700 X 04 4000 UNITED FINL HLDGS INC COM 91032K106 28 2500 X 04 2500 UNITED FIRE & CAS CO COM 910331107 86 2600 X 04 2600 UNITED GUARDIAN INC COM 910571108 103 17000 X 04 16000 UNITED NAT FOODS INC COM 911163103 6128 246000 X 04 187700 UNITED RENTALS INC COM 911363109 14 500 X 04 500 UNITED RETAIL GROUP INC COM 911380103 395 56700 X 04 55300 UNITED STATES LIME & MINERAL COM 911922102 5 1100 X 04 1100 UNITED STATIONERS INC COM 913004107 792 20800 X 04 18000 UNITED TECHNOLOGIES CORP COM 913017109 31082 418900 X 04 162000 UNITEDHEALTH GROUP INC COM 91324P102 29552 386700 X 04 149200 UNIVERSAL FST PRODS INC COM 913543104 327 13700 X 04 9100 UNIVERSAL STAINLESS & ALLOY COM 913837100 2019 174200 X 04 122700 UNOCAL CORP COM 915289102 19 500 X 04 500 UNUMPROVIDENT CORP COM 91529Y106 3167 113400 X 04 1900 USFREIGHTWAYS CORP COM 916906100 2615 73800 X 04 71800 URSTADT BIDDLE PPTYS INS COM 917286106 37 3300 X 04 1500 UTAH MED PRODS INC COM 917488108 1986 124880 X 04 100380 V F CORP COM 918204108 1410 32600 X 04 28700 VIB CORP COM 91823H106 117 9591 X 04 0 VAIL BANKS INC COM 918779109 921 75800 X 04 47400 VALHI INC NEW COM 918905100 36 3200 X 04 0 VALMONT INDS INC COM 920253101 81 4500 X 04 2700 VARCO INTL INC DEL COM 922122106 147 7300 X 04 7300 VARIAN MED SYS INC COM 92220P105 6184 151200 X 04 87700 VERITAS DGC INC COM 92343P107 8514 503500 X 04 315200 VERIZON COMMUNICATIONS COM 92343V104 945 20500 X 04 14300 VIACOM INC COM 925524100 15829 325700 X 04 177000 VIACOM INC COM 925524308 5877 121500 X 04 0 VIDEO DISPLAY CORP COM 926555103 988 117756 X 04 85936 VILLAGE SUPER MKT INC COM 927107409 3107 88800 X 04 67600 VIRCO MFG CO COM 927651109 1 100 X 04 100 VIRGINIA COMM BANCORP INC COM 92778Q109 20 800 X 04 800 VISTEON CORP COM 92839U107 35548 2147900 X 04 1265900 VITAL SIGNS INC COM 928469105 1099 29800 X 04 28900 VIVUS INC COM 928551100 4 500 X 04 500 VORNADO RLTY TR COM 929042109 2786 63100 X 04 29400 WFS FINL INC COM 92923B106 5775 231830 X 04 148286 W HLDG CO INC COM 929251106 588 33300 X 04 19700 W-H ENERGY SVCS INC COM 92925E108 393 18200 X 04 11900 W P CAREY & CO LLC COM 92930Y107 532 22900 X 04 22900 WPS RESOURCES CORP COM 92931B106 28 700 X 04 300 WSFS FINL CORP COM 929328102 453 25000 X 04 16600 WVS FINL CORP COM 929358109 39 2400 X 04 700 WACKENHUT CORP COM 929794105 361 10900 X 04 7600 WACKENHUT CORRECTIONS CORP COM 929798106 5 300 X 04 300 FIRST UNION COM 929903102 701 18900 X 04 11000 WAINWRIGHT BK&TR CO BOSTON M COM 930705108 483 58550 X 04 45900 WAL MART STORES INC COM 931142103 32458 529500 X 04 127100 WASHINGTON BKG CO OAK HBR WA COM 937303105 225 17000 X 04 16300 WASHINGTON FED INC COM 938824109 3249 135730 X 04 124335 WASHINGTON MUT INC COM 939322103 53 1600 X 04 1600 WASHINGTON SVGBK FSB WALDRF COM 939696100 8 1200 X 04 900 WASTE HLDGS INC COM 941057101 244 38800 X 04 38800 WASTE MGMT INC DEL COM 94106L109 30 1100 X 04 1100 WATER PIK TECHNOLOGIES INC COM 94113U100 3135 308900 X 04 216700 WATSCO INC COM 942622101 90 5000 X 04 3600 WATTS INDS INC COM 942749102 15 900 X 04 900 WEIS MKTS INC COM 948849104 3857 127100 X 04 96200 WELLMAN INC COM 949702104 7745 470800 X 04 286900 WELLPOINT HEALTH NETWORK NEW COM 94973H108 4540 71300 X 04 7000 WELLS FARGO & CO NEW COM 949746101 49469 1001400 X 04 434800 WELLS FINL CORP COM 949759104 885 44900 X 04 31100 WENDYS INTL INC COM 950590109 9899 283000 X 04 170500 WESCO FINL CORP COM 950817106 2388 7640 X 04 5540 WEST PHARMACEUTICAL SVSC INC COM 955306105 2847 93800 X 04 63100 WESTBANK CORP COM 957116106 192 17000 X 04 5000 WESTCOAST HOSPITALITY CORP COM 95750P106 811 115000 X 04 61300 WESTCORP INC COM 957907108 8395 384200 X 04 233600 WESTERN DIGITAL CORP COM 958102105 13 2100 X 04 2100 WESTERN OHIO FINL CORP COM 959024100 524 26100 X 04 16300 WESTMORELAND COAL CO COM 960878106 15 1000 X 04 1000 WET SEAL INC COM 961840105 2163 62000 X 04 34850 WEYCO GROUP INC COM 962149100 82 2800 X 04 2800 WHIRLPOOL CORP COM 963320106 6497 86000 X 04 33500 WHITMAN ED GROUP INC COM 966524100 194 32700 X 04 23400 WHOLE FOODS MKT INC COM 966837106 18 400 X 04 400 WILLBROS GROUP INC COM 969199108 1674 100300 X 04 79600 WILLIAMS COAL SEAM GAS RTY T COM 969450105 1375 116100 X 04 83500 WILLIAMS COS INC DEL COM 969457100 611 25949 X 04 14000 WILLIAMS SONOMA INC COM 969904101 846 18400 X 04 18400 WILLIS LEASE FINANCE CORP COM 970646105 1096 234200 X 04 157500 WINN DIXIE STORES INC COM 974280109 295 18400 X 04 18400 WINNEBAGO INDS INC COM 974637100 1125 26800 X 04 22400 WINSTON HOTELS INC COM 97563A102 1798 191300 X 04 138300 WINTON FINL CORP COM 976446104 37 3600 X 04 3600 WINTRUST FINANCIAL CORP COM 97650W108 7 300 X 04 300 WISCONSIN ENERGY CORP COM 976657106 1000 40200 X 04 40000 WISER OIL CO DEL COM 977284108 927 175300 X 04 125200 WOLOHAN LMBR CO COM 977865104 23 1100 X 04 0 WOLVERINE WORLD WIDE INC COM 978097103 66 3700 X 04 3700 WOMEN FIRST HEALTHCA COM COM 978150100 3 300 X 04 300 WOODWARD GOVERNOR CO COM 980745103 743 10800 X 04 9600 WORKFLOW MGMT INC COM 98137N109 491 81200 X 04 47100 WORLD FUEL SVCS CORP COM 981475106 2094 106840 X 04 68740 WORLDCOM INC GA NEW COM 98157D106 90 13400 X 04 13400 WORONOCO BANCORP INC COM 981630106 249 13300 X 04 8100 WORTHINGTON INDS INC COM 981811102 5 300 X 04 300 WRIGHT MED GROUP INC COM 98235T107 1929 96000 X 04 69600 WRIGLEY WM JR CO COM 982526105 709 13300 X 04 500 WYETH COM 983024100 51666 786990 X 04 261790 XTO ENERGY CORP COM 98385X106 1525 76050 X 04 8500 XCEL ENERGY INC COM 98389B100 357 14100 X 04 6200 XILINX INC COM 983919101 2041 51200 X 04 16200 XICOR INC COM 984903104 4 400 X 04 400 YARDVILLE NATL BANCORP COM 985021104 211 15700 X 04 15700 YELLOW CORP COM 985509108 21715 822850 X 04 573650 YORK INTL CORP NEW COM 986670107 1432 39900 X 04 37000 ZALE CORP NEW COM 988858106 44384 1093200 X 04 724100 ZAPATA CORP COM 989070602 122 4700 X 04 3700 ZIEGLER INC COM 989506100 13 900 X 04 900 ZIONS BANCORPORATION COM 989701107 391 6600 X 04 0 ZORAN CORP COM 98975F101 197 4500 X 04 4500 ZONAGEN INC COM 98975L108 1 200 X 04 200 CELANESE AG COM D1497A101 746 35900 X 04 35900 ACE LTD COM G0070K103 2152 51600 X 04 19100 ARCH CAP GROUP LTD COM G0450A105 57 2200 X 04 1700 CREDICORP LTD COM G2519Y108 72 7200 X 04 7200 DSG INTL LTD COM G28471103 188 54000 X 04 44800 FRESH DEL MONTE PRODUCE INC COM G36738105 504 26800 X 04 6800 FRONTLINE LTD COM G3682E127 63 5600 X 04 5600 GLOBALSANTAFE CORP COM G3930E101 9790 299400 X 04 234100 GLOBAL-TECH APPLIANCES INC COM G39320109 352 73900 X 04 34600 INGERSOLL-RAND COMPANY LTD COM G4776G101 805 16100 X 04 400 IPC HLDGS LTD COM G4933P101 761 23400 X 04 16600 KNIGHTSBRIDGE TANKERS LTD COM G5299G106 654 36000 X 04 23500 MARVELL TECHNOLOGY GROUP LTD COM G5876H105 26 600 X 04 600 OPENTV CORP COM G67543101 62 11100 X 04 11100 RENAISSANCE RE HLDGS LTD COM G7496G103 2441 23700 X 04 11900 HILFIGER TOMMY CORP COM G8915Z102 3299 229900 X 04 209800 TRANSOCEAN SEDCO FOREX INC COM G90078109 17 500 X 04 500 ORTHOFIX INTL N V COM N6748L102 77 1900 X 04 1900 PANAMERICAN BEVERAGES INC COM P74823108 1874 103200 X 04 95600 SUN INTL HOTELS LTD COM P8797T133 11461 421200 X 04 331300 FLEXTRONICS INTL LTD COM Y2573F102 42 2300 X 04 2300 THE EQUITABLE LIFE ASSURANCE SOCIETY OF THE UNITED STATES: A D C TELECOMMUNICATIONS COM 000886101 22 5500 X 06 0 0 5500 AFLAC INC COM 001055102 2971 100700 X 06 0 0 100700 AFLAC INC (FBC) CAL 0010555DX 0 -100 X 06 0 0 -100 AFLAC INC (MOR) CAL 0010555DZ 0 -100 X 06 0 0 -100 AFLAC INC (SBC) CAL 0010555EV 0 -100 X 06 0 0 -100 AFLAC INC (GS) CAL 0010555EW 0 -200 X 06 0 0 -200 AFLAC INC (MT) CAL 0010555EX 0 -150 X 06 0 0 -150 AFLAC INC (MT) CAL 0010555EY 0 -300 X 06 0 0 -300 AES CORP COM 00130H105 33 3700 X 06 0 0 3700 AMN HEALTHCARE SERVICES INC COM 001744101 745 27700 X 06 27700 0 0 AMR CORP COM 001765106 26 1000 X 06 0 0 1000 AOL TIME WARNER INC COM 00184A105 19650 830850 X 06 204400 0 626450 AOL TIME WARNER (MGS) CAL 00184A5DZ 0 -200 X 06 0 0 -200 AT&T CORP COM 001957109 2311 147179 X 06 0 0 147179 AT&T WIRELESS SVCS INC COM 00209A106 9335 1042973 X 06 127400 0 915573 ABBOTT LABS COM 002824100 2093 39800 X 06 0 0 39800 ABBEY NATL PLC PFD 002920AA4 22065 215000 X 06 215000 0 0 ABGENIX INC COM 00339B107 1000 52950 X 06 52950 0 0 ACTION PERFORMANCE COS INC COM 004933107 1546 31400 X 06 31400 0 0 ACTUATE CORP COM 00508B102 871 120700 X 06 120700 0 0 ADELPHIA COMMUNICATIONS CORP COM 006848105 7159 480500 X 06 0 0 480500 ADELPHIA COMMUNICATIONS CORP CVP 006848402 561 7900 X 06 0 0 7900 ADELPHIA COMMUN (MGS) CAL 0068485FZ 0 -400 X 06 0 0 -400 ADOBE SYS INC COM 00724F101 68 1700 X 06 0 0 1700 AEROFLEX INC COM 007768104 1554 120850 X 06 120850 0 0 ADVANCED MICRO DEVICES INC COM 007903107 35 2400 X 06 0 0 2400 ADVENT SOFTWARE INC COM 007974108 1023 17300 X 06 17300 0 0 AETNA INC NEW COM 00817Y108 37 959 X 06 0 0 959 AFFILIATED COMPUTER SERVICES COM 008190100 13393 238600 X 06 0 0 238600 AFFILIATED MANAGERS GROUP COM 008252108 1099 15300 X 06 15300 0 0 AFFYMETRIX INC COM 00826T108 3069 105890 X 06 104190 0 1700 AGILENT TECHNOLOGIES INC COM 00846U101 112 3200 X 06 0 0 3200 AIR PRODS & CHEMS INC COM 009158106 83 1600 X 06 0 0 1600 ALBERTO CULVER CO COM 013068101 22 400 X 06 0 0 400 ALBERTSONS INC COM 013104104 96 2890 X 06 0 0 2890 ALCAN INC COM 013716105 206 5200 X 06 0 0 5200 ALCOA INC COM 013817101 320 8484 X 06 0 0 8484 ALIGN TECHNOLOGY INC COM 016255101 898 169500 X 06 169500 0 0 ALLEGHENY ENERGY INC COM 017361106 37 900 X 06 0 0 900 ALLEGHENY TECHNOLOGIES INC COM 01741R102 9 566 X 06 0 0 566 ALLERGAN INC COM 018490102 8469 131000 X 06 0 0 131000 ALLIANCE CAP MGMT HLDG L P COM 01855A101 71658 1544356 X 06 1544356 0 0 ALLIANT ENERGY CORP COM 018802108 568 18800 X 06 0 0 18800 ALLIANT TECHSYSTEMS INC COM 018804104 1469 14400 X 06 14400 0 0 ALLIED WASTE INDS INC COM 019589308 18 1400 X 06 0 0 1400 ALLSTATE CORP COM 020002101 195 5162 X 06 0 0 5162 ALLTEL CORP COM 020039103 122 2200 X 06 0 0 2200 ALPHA INDS INC COM 020753109 961 63000 X 06 63000 0 0 ALTERA CORP COM 021441100 7305 334036 X 06 0 0 334036 AMBAC FINL GROUP INC COM 023139108 17231 291700 X 06 0 0 291700 AMERADA HESS CORP COM 023551104 56 700 X 06 0 0 700 AMEREN CORP COM 023608102 603 14100 X 06 0 0 14100 AMERICA MOVIL S A DE C V ADR 02364W105 661 33300 X 06 33300 0 0 AMERICAN ELEC PWR INC COM 025537101 245 5320 X 06 0 0 5320 AMERICAN EXPRESS CO COM 025816109 385 9400 X 06 0 0 9400 AMERICAN GREETINGS CORP COM 026375105 7 400 X 06 0 0 400 AMERICAN INTL GROUP INC COM 026874107 64796 898197 X 06 73700 0 824497 AMERICAN MED SYS HLDGS INC COM 02744M108 1585 70400 X 06 70400 0 0 AMERICAN PWR CONVERSION CORP COM 029066107 19 1300 X 06 0 0 1300 AMERICAN STD COS INC DEL COM 029712106 16548 233900 X 06 0 0 233900 AMERISOURCEBERGEN CORP COM 03073E105 48 700 X 06 0 0 700 AMGEN INC COM 031162100 2339 39200 X 06 28300 0 10900 AMPHENOL CORP NEW COM 032095101 1774 37900 X 06 37900 0 0 AMSOUTH BANCORPORATION COM 032165102 57 2600 X 06 0 0 2600 ANADARKO PETE CORP COM 032511107 103 1819 X 06 0 0 1819 ANADIGICS INC COM 032515108 903 73200 X 06 73200 0 0 ANALOG DEVICES INC COM 032654105 117 2600 X 06 0 0 2600 ANDREW CORP COM 034425108 8 500 X 06 0 0 500 ANHEUSER BUSCH COS INC COM 035229103 3487 66800 X 06 0 0 66800 ANNTAYLOR STORES CORP COM 036115103 1128 26100 X 06 26100 0 0 ANTHEM INC COM 03674B104 1128 19600 X 06 0 0 19600 ANTEON INTL CORP COM 03674E108 1329 63900 X 06 63900 0 0 AON CORP COM 037389103 65 1850 X 06 0 0 1850 APACHE CORP COM 037411105 7463 131210 X 06 0 0 131210 APPLE COMPUTER INC COM 037833100 57 2400 X 06 0 0 2400 APPLERA CORP COM 038020103 1286 57550 X 06 56050 0 1500 APPLIED MATLS INC COM 038222105 14544 268000 X 06 28300 0 239700 APPLIED MICRO CIRCUITS CORP COM 03822W109 17 2100 X 06 0 0 2100 ARBITRON INC COM 03875Q108 6208 183660 X 06 0 0 183660 ARCHER DANIELS MIDLAND CO COM 039483102 65 4691 X 06 0 0 4691 ASBURY AUTOMOTIVE GROUP INC COM 043436104 436 28600 X 06 28600 0 0 ASHLAND INC COM 044204105 23 500 X 06 0 0 500 AUSTRALIA&NEW ZEALAND BKG GR CVP 052528403 7770 300000 X 06 300000 0 0 AUTODESK INC COM 052769106 19 400 X 06 0 0 400 AUTOLIV INC COM 052800109 102 4200 X 06 4200 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 262 4500 X 06 0 0 4500 AUTOZONE INC COM 053332102 55 800 X 06 0 0 800 AVAYA INC COM 053499109 15 2022 X 06 0 0 2022 AVERY DENNISON CORP COM 053611109 49 800 X 06 0 0 800 AVON PRODS INC COM 054303102 4361 80280 X 06 24530 0 55750 AXCAN PHARMA INC COM 054923107 681 54000 X 06 54000 0 0 BB&T CORP COM 054937107 118 3100 X 06 0 0 3100 BP AMOCO P L C ADR 055622104 1647 31010 X 06 0 0 31010 BMC SOFTWARE INC COM 055921100 33 1700 X 06 0 0 1700 BAKER HUGHES INC COM 057224107 16554 432790 X 06 68640 0 364150 BALL CORP COM 058498106 19 400 X 06 0 0 400 BANK OF AMERICA CORPORATION COM 060505104 33176 487745 X 06 0 0 487745 BANK NEW YORK INC COM 064057102 219 5200 X 06 0 0 5200 BANK ONE CORP COM 06423A103 33280 796545 X 06 0 0 796545 BARD C R INC COM 067383109 24 400 X 06 0 0 400 BARRICK GOLD CORP COM 067901108 70 3754 X 06 0 0 3754 BAUSCH & LOMB INC COM 071707103 18 400 X 06 0 0 400 BAXTER INTL INC COM 071813109 1762 29600 X 06 25400 0 4200 BEA SYS INC COM 073325102 13 970 X 06 0 0 970 BEAR STEARNS CAP TR II PFD 07383J209 4930 200000 X 06 200000 0 0 BEAR STEARNS COS INC COM 073902108 45 720 X 06 0 0 720 BECTON DICKINSON & CO COM 075887109 68 1800 X 06 0 0 1800 BED BATH & BEYOND INC COM 075896100 899 26650 X 06 19450 0 7200 BELLSOUTH CORP COM 079860102 663 18000 X 06 0 0 18000 BEMIS INC COM 081437105 22 400 X 06 0 0 400 BEST BUY INC COM 086516101 2226 28100 X 06 24500 0 3600 BIG LOTS INC COM 089302103 11 800 X 06 0 0 800 BIOGEN INC COM 090597105 54 1100 X 06 0 0 1100 BIOMET INC COM 090613100 51 1875 X 06 0 0 1875 BLACK & DECKER CORP COM 091797100 28 600 X 06 0 0 600 BLACKROCK INC COM 09247X101 941 21100 X 06 21100 0 0 BLOCK H & R INC COM 093671105 58 1300 X 06 0 0 1300 BOEING CO COM 097023105 297 6164 X 06 0 0 6164 BOISE CASCADE CORP COM 097383103 14 400 X 06 0 0 400 BOSTON SCIENTIFIC CORP COM 101137107 70 2800 X 06 0 0 2800 BRISTOL MYERS SQUIBB CO COM 110122108 781 19300 X 06 0 0 19300 BROADCOM CORP COM 111320107 68 1900 X 06 0 0 1900 BROOKS AUTOMATION INC COM 11434A100 1241 27300 X 06 27300 0 0 BROWN FORMAN CORP COM 115637209 36 500 X 06 0 0 500 BRUNSWICK CORP COM 117043109 16 600 X 06 0 0 600 BURLINGTON NORTHN SANTA FE C COM 12189T104 1438 47631 X 06 0 0 47631 BURLINGTON RES INC COM 122014103 61 1510 X 06 0 0 1510 CDW COMPUTER CTRS INC COM 125129106 10088 200400 X 06 17900 0 182500 CIGNA CORP COM 125509109 112 1100 X 06 0 0 1100 CMS ENERGY CORP COM 125896100 20 900 X 06 0 0 900 CSX CORP COM 126408103 57 1500 X 06 0 0 1500 CVS CORP COM 126650100 96 2800 X 06 0 0 2800 CV THERAPEUTICS INC COM 126667104 840 23200 X 06 23200 0 0 CAL DIVE INTL INC COM 127914109 1402 56300 X 06 56300 0 0 CALPINE CORP COM 131347106 27 2100 X 06 0 0 2100 CAMPBELL SOUP CO COM 134429109 78 2900 X 06 0 0 2900 CAPITAL ONE FINL CORP COM 14040H105 3103 48600 X 06 0 0 48600 CAPITAL PAC HLDGS INC WTS 14040M112 23700 X 06 23700 0 0 CARDINAL HEALTH INC COM 14149Y108 47599 671450 X 06 57200 0 614250 CAREER EDUCATION CORP COM 141665109 12367 312300 X 06 32600 0 279700 CARNIVAL CORP COM 143658102 1005 30770 X 06 0 0 30770 CATERPILLAR INC DEL COM 149123101 142 2500 X 06 0 0 2500 CELESTICA INC COM 15101Q108 4271 117800 X 06 14400 0 103400 CENDANT CORP COM 151313103 15736 819591 X 06 144800 0 674791 CD APR 30 15.8 CALL (S) CAL 1513135DW 0 -150 X 06 0 0 -150 CENDANT CORPORAT (GS) CAL 1513135DX 0 -150 X 06 0 0 -150 CENDANT CORPORA (MGS) CAL 1513135DY 0 -350 X 06 0 0 -350 CENDANT CORPORATI (S) CAL 1513135DZ 0 -250 X 06 0 0 -250 CENDANT CORPORA (MGS) CAL 1513135EV 0 -150 X 06 0 0 -150 CENDANT CORPORA (MOR) CAL 1513135EW 0 -300 X 06 0 0 -300 CENDANT CORPORA (SBC) CAL 1513135EX 0 -200 X 06 0 0 -200 CENDANT CORPORAT (SB) CAL 1513135EY 0 -150 X 06 0 0 -150 CENDANT CORPORA (FBC) CAL 1513135EZ 0 -125 X 06 0 0 -125 CENDANT JUNE 25 19.25 CL(GS) CAL 1513135FT 0 -400 X 06 0 0 -400 CENDANT CORPORA (FBC) CAL 1513135FV 0 -150 X 06 0 0 -150 CENDANT CORPORA (CJL) CAL 1513135FW 0 -300 X 06 0 0 -300 CENDANT CORPORAT (SB) CAL 1513135FX 0 -400 X 06 0 0 -400 CENDANT CORPORAT (SB) CAL 1513135FZ 0 -300 X 06 0 0 -300 CENTEX CORP COM 152312104 3137 60400 X 06 0 0 60400 CENTURYTEL INC COM 156700106 32 950 X 06 0 0 950 CERIDIAN CORP NEW COM 156779100 6026 273300 X 06 0 0 273300 CERUS CORP COM 157085101 1513 28250 X 06 28250 0 0 CHAMPION ENTERPRISES INC COM 158496109 887 110900 X 06 110900 0 0 CHARLES RIV WTS 159863117 8000 X 06 8000 0 0 CHARLES RIV LABS INTL INC COM 159864107 1287 41500 X 06 41500 0 0 CHARTER ONE FINL INC COM 160903100 46 1485 X 06 0 0 1485 CHARTER COMMUNICATIONS INC D COM 16117M107 8287 734000 X 06 0 0 734000 CHEVRONTEXACO CORP COM 166764100 2178 24126 X 06 0 0 24126 CHIRON CORP COM 170040109 64 1400 X 06 0 0 1400 CHUBB CORP COM 171232101 95 1300 X 06 0 0 1300 CIENA CORP COM 171779101 21 2300 X 06 0 0 2300 CINCINNATI FINL CORP COM 172062101 48 1100 X 06 0 0 1100 CINERGY CORP COM 172474108 40 1116 X 06 0 0 1116 CIRCUIT CITY STORE INC COM 172737108 25 1400 X 06 0 0 1400 CISCO SYS INC COM 17275R102 26516 1566200 X 06 298000 0 1268200 CINTAS CORP COM 172908105 60 1200 X 06 0 0 1200 CITIGROUP INC COM 172967101 83467 1685514 X 06 247500 0 1438014 CITIZENS COMMUNICATIONS CO COM 17453B101 22 2000 X 06 0 0 2000 CITRIX SYS INC COM 177376100 22 1300 X 06 0 0 1300 CLARK / BARDES HLDGS INC COM 180668105 10667 370370 X 06 370370 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 4776 92900 X 06 88700 0 4200 CLOROX CO DEL COM 189054109 74 1700 X 06 0 0 1700 COCA COLA CO COM 191216100 1124 21500 X 06 0 0 21500 COCA COLA ENTERPRISES INC COM 191219104 58 3100 X 06 0 0 3100 COLGATE PALMOLIVE CO COM 194162103 360 6300 X 06 0 0 6300 COMCAST CORP COM 200300200 42523 1337200 X 06 84700 0 1252500 COMCAST CORP C (SBC) CAL 2003005DZ 0 -500 X 06 0 0 -500 COMCAST CORP CL (SB) CAL 2003005FZ 0 -300 X 06 0 0 -300 COMERICA INC COM 200340107 81 1300 X 06 0 0 1300 COMPAQ COMPUTER CORP COM 204493100 126 12012 X 06 0 0 12012 COMPUTER ASSOC INTL INC COM 204912109 90 4125 X 06 0 0 4125 COMPUTER SCIENCES CORP COM 205363104 61 1200 X 06 0 0 1200 COMPUWARE CORP COM 205638109 34 2600 X 06 0 0 2600 COMVERSE TECHNOLOGY INC COM 205862402 16 1300 X 06 0 0 1300 CONAGRA FOODS INC COM 205887102 92 3800 X 06 0 0 3800 CONCORD EFS INC COM 206197105 3950 118790 X 06 108490 0 10300 CONEXANT SYSTEMS INC COM 207142100 20 1700 X 06 0 0 1700 CONNETICS CORP COM 208192104 565 58201 X 06 58201 0 0 CONOCO INC COM 208251504 129 4415 X 06 0 0 4415 CONSECO INC COM 208464107 8 2308 X 06 0 0 2308 CONSOLIDATED EDISON INC COM 209115104 612 14600 X 06 0 0 14600 CONSTELLATION ENERGY GROUP I COM 210371100 703 22800 X 06 0 0 22800 CONTINENTAL AIRLS INC COM 210795308 4123 145600 X 06 0 0 145600 CONTINENTAL AIRL (SB) CAL 2107955EY 0 -1000 X 06 0 0 -1000 CONVERGYS CORP COM 212485106 35 1200 X 06 0 0 1200 COOPER INDS INC COM 216669101 617 14700 X 06 0 0 14700 COOPER TIRE & RUBR CO COM 216831107 11 500 X 06 0 0 500 COORS ADOLPH CO COM 217016104 20 300 X 06 0 0 300 COPART INC COM 217204106 1167 65050 X 06 65050 0 0 CORNING INC COM 219350105 50 6600 X 06 0 0 6600 COSTCO WHSL CORP NEW COM 22160K105 129 3230 X 06 0 0 3230 COUNTRYWIDE CR INDS INC DEL COM 222372104 36 800 X 06 0 0 800 COX COMMUNICATIONS INC NEW COM 224044107 93 2470 X 06 0 0 2470 CRANE CO COM 224399105 11 400 X 06 0 0 400 CUMMINS INC COM 231021106 14 300 X 06 0 0 300 CYTYC CORP COM 232946103 3572 132700 X 06 132700 0 0 DDI CORP COM 233162106 1134 133000 X 06 133000 0 0 D R HORTON INC COM 23331A109 7962 211200 X 06 45200 0 166000 DST SYS INC DEL COM 233326107 5214 104700 X 06 0 0 104700 DTE ENERGY CO COM 233331107 55 1200 X 06 0 0 1200 DANA CORP COM 235811106 21 964 X 06 0 0 964 DANAHER CORP DEL COM 235851102 20593 289960 X 06 22960 0 267000 DARDEN RESTAURANTS INC COM 237194105 32 800 X 06 0 0 800 DEERE & CO COM 244199105 77 1700 X 06 0 0 1700 DELL COMPUTER CORP COM 247025109 11943 457400 X 06 153800 0 303600 DELPHI AUTOMOTIVE SYS CORP COM 247126105 62 3892 X 06 0 0 3892 DELTA AIR LINES INC DEL COM 247361108 29 900 X 06 0 0 900 DELUXE CORP COM 248019101 23 500 X 06 0 0 500 DEVON ENERGY CORP NEW COM 25179M103 43 900 X 06 0 0 900 DILLARDS INC COM 254067101 14 600 X 06 0 0 600 DISNEY WALT CO COM 254687106 3130 135600 X 06 120800 0 14800 DIXON TICONDROGA WTS 2558602#4 163637 X 06 163637 0 0 DOLLAR GEN CORP COM 256669102 38 2352 X 06 0 0 2352 DOMINION RES INC VA NEW COM 25746U109 123 1890 X 06 0 0 1890 DONNELLEY R R & SONS CO COM 257867101 25 800 X 06 0 0 800 DOVER CORP COM 260003108 57 1400 X 06 0 0 1400 DOW CHEM CO COM 260543103 210 6422 X 06 0 0 6422 DOW JONES & CO INC COM 260561105 35 600 X 06 0 0 600 DU PONT E I DE NEMOURS & CO COM 263534109 2866 60778 X 06 20500 0 40278 DUANE READE INC COM 263578106 0 0 06 0 0 0 DUKE ENERGY CORP COM 264399106 209 5532 X 06 0 0 5532 DYNEGY INC NEW COM 26816Q101 4008 138200 X 06 0 0 138200 E M C CORP MASS COM 268648102 236 19800 X 06 0 0 19800 EOG RES INC COM 26875P101 32 800 X 06 0 0 800 EASTMAN CHEM CO COM 277432100 26 525 X 06 0 0 525 EASTMAN KODAK CO COM 277461109 62 2000 X 06 0 0 2000 EATON CORP COM 278058102 40 500 X 06 0 0 500 EBAY INC COM 278642103 5239 92500 X 06 92500 0 0 ECOLAB INC COM 278865100 41 900 X 06 0 0 900 EDISON INTL COM 281020107 39 2300 X 06 0 0 2300 EDISON SCHOOLS INC COM 281033100 1508 108500 X 06 104300 0 4200 EDO CORP COM 281347104 1567 58000 X 06 58000 0 0 EL PASO CORP COM 28336L109 159 3614 X 06 0 0 3614 ELANTEC SEMICONDUCTOR INC COM 284155108 1758 41100 X 06 41100 0 0 ELECTRONIC ARTS INC COM 285512109 3604 59270 X 06 59270 0 0 ELECTRONIC DATA SYS NEW COM 285661104 8371 144350 X 06 33100 0 111250 ELECTRONIC DATA (FBC) CAL 2856615FZ 0 -300 X 06 0 0 -300 ELECTRONICS BOUTIQUE HLDGS C COM 286045109 1644 47600 X 06 47600 0 0 EMERSON ELEC CO COM 291011104 178 3100 X 06 0 0 3100 EMULEX CORP COM 292475209 1732 52600 X 06 52600 0 0 ENGELHARD CORP COM 292845104 27 862 X 06 0 0 862 ENGINEERED SUPPORT SYS INC COM 292866100 1993 43100 X 06 43100 0 0 ENTERGY CORP NEW COM 29364G103 213 4900 X 06 0 0 4900 ENTRAVISION COMMUNICATIONS C COM 29382R107 1072 72400 X 06 72400 0 0 EQUIFAX INC COM 294429105 30 1000 X 06 0 0 1000 EQUITY OFFICE PROPERTIES TRU COM 294741103 87 2900 X 06 0 0 2900 EQUITY RESIDENTIAL PPTYS TR COM 29476L107 55 1900 X 06 0 0 1900 EXAR CORP COM 300645108 1625 79100 X 06 79100 0 0 EXELON CORP COM 30161N101 122 2300 X 06 0 0 2300 EXELIXIS INC COM 30161Q104 427 31000 X 06 31000 0 0 EXPEDITORS INTL WASH INC COM 302130109 1037 17000 X 06 17000 0 0 EXPRESS SCRIPTS INC COM 302182100 28311 491600 X 06 0 0 491600 EXULT INC DEL COM 302284104 1485 136100 X 06 136100 0 0 EXXON MOBIL CORP COM 30231G102 4228 96454 X 06 0 0 96454 FPL GROUP INC COM 302571104 869 14600 X 06 0 0 14600 FAMILY DLR STORES INC COM 307000109 40 1200 X 06 0 0 1200 FEDERAL HOME LN MTG CORP COM 313400301 5703 90000 X 06 81600 0 8400 FEDERAL NATL MTG ASSN COM 313586109 14426 180600 X 06 45500 0 135100 FEDERATED DEPT STORES INC DE COM 31410H101 57 1400 X 06 0 0 1400 FEDEX CORP COM 31428X106 128 2200 X 06 0 0 2200 F5 NETWORKS INC COM 315616102 853 36700 X 06 36700 0 0 FIFTH THIRD BANCORP COM 316773100 275 4082 X 06 0 0 4082 FIRST DATA CORP COM 319963104 428 4900 X 06 0 0 4900 FISERV INC COM 337738108 14227 309350 X 06 0 0 309350 FIRSTENERGY CORP COM 337932107 1433 41430 X 06 0 0 41430 FLEETBOSTON FINL CORP COM 339030108 385 10994 X 06 0 0 10994 FLUOR CORP NEW COM 343412102 24 600 X 06 0 0 600 FORD MTR CO DEL COM 345370860 215 13010 X 06 0 0 13010 FOREST LABS INC COM 345838106 2063 25250 X 06 23950 0 1300 FORTUNE BRANDS INC COM 349631101 54 1100 X 06 0 0 1100 FRANKLIN RES INC COM 354613101 80 1900 X 06 0 0 1900 FREDS INC COM 356108100 977 27150 X 06 27150 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 69 3900 X 06 0 0 3900 FURRS RESTAURANT GROUP INC COM 361115603 4046 1699971 X 06 0 1699971 0 GALLAGHER ARTHUR J & CO COM 363576109 12944 395000 X 06 108200 0 286800 GALYANS TRADING INC COM 36458R101 1429 93400 X 06 93400 0 0 GANNETT INC COM 364730101 1492 19600 X 06 16200 0 3400 GAP INC DEL COM 364760108 92 6112 X 06 0 0 6112 GATEWAY INC COM 367626108 14 2200 X 06 0 0 2200 GENENTECH INC COM 368710406 1397 27700 X 06 27700 0 0 GENERAL DYNAMICS CORP COM 369550108 141 1500 X 06 0 0 1500 GENERAL ELEC CO COM 369604103 33896 905100 X 06 246200 0 658900 GENERAL ELECTRI (SBC) CAL 3696045DX 0 -500 X 06 0 0 -500 GENERAL ELECTRI (MGS) CAL 3696045DZ 0 -200 X 06 0 0 -200 GENERAL ELECTRI (MGS) CAL 3696045EZ 0 -200 X 06 0 0 -200 GENERAL ELECTRIC (MT) CAL 3696045FZ 0 -1000 X 06 0 0 -1000 GE 05/13 41. CL (SBC) CAL 3696049EX 0 -700 X 06 0 0 -700 GENERAL ELECTRIC CO CAL 3696049FY 0 -300 X 06 0 0 -300 GENERAL MLS INC COM 370334104 127 2600 X 06 0 0 2600 GENERAL MTRS CORP COM 370442105 236 3900 X 06 0 0 3900 GENERAL MOTORS (MOR) CAL 3704425EY 0 -1000 X 06 0 0 -1000 GENERAL MOTORS (SBC) CAL 3704425EZ 0 -1000 X 06 0 0 -1000 GENERAL MTRS CORP COM 370442832 4228 257000 X 06 0 0 257000 GENUINE PARTS CO COM 372460105 44 1200 X 06 0 0 1200 GENZYME CORP COM 372917104 66 1500 X 06 0 0 1500 GEORGIA GULF CORP COM 373200203 1874 69800 X 06 69800 0 0 GEORGIA PAC CORP COM 373298108 46 1549 X 06 0 0 1549 GETTY IMAGES INC COM 374276103 1378 46000 X 06 46000 0 0 GILLETTE CO COM 375766102 255 7500 X 06 0 0 7500 GLOBESPANVIRATA INC COM 37957V106 1320 88482 X 06 88482 0 0 GOLDEN WEST FINL CORP DEL COM 381317106 70 1100 X 06 0 0 1100 GOLDMAN SACHS GROUP INC COM 38141G104 3998 44300 X 06 43300 0 1000 GOODRICH B F CO COM 382388106 22 700 X 06 0 0 700 GOODYEAR TIRE & RUBR CO COM 382550101 28 1100 X 06 0 0 1100 GRAINGER W W INC COM 384802104 39 700 X 06 0 0 700 GREAT LAKES CHEM CORP COM 390568103 8 300 X 06 0 0 300 GROUP 1 AUTOMOTIVE INC COM 398905109 699 17900 X 06 17900 0 0 GUIDANT CORP COM 401698105 3561 82200 X 06 0 0 82200 GUIDANT CORPORAT (GS) CAL 4016985EX 0 -150 X 06 0 0 -150 GUIDANT CORPORAT (SB) CAL 4016985EZ 0 -650 X 06 0 0 -650 HCA-HEALTHCARE CO COM 404119109 170 3860 X 06 0 0 3860 HALLIBURTON CO COM 406216101 51 3000 X 06 0 0 3000 HANCOCK JOHN FINL SVCS INC COM 41014S106 84 2200 X 06 0 0 2200 HARLEY DAVIDSON INC COM 412822108 39678 719710 X 06 81110 0 638600 HARRAHS ENTMT INC COM 413619107 35 800 X 06 0 0 800 HARTFORD FINL SVCS GROUP INC COM 416515104 116 1700 X 06 0 0 1700 HASBRO INC COM 418056107 19 1175 X 06 0 0 1175 HEALTHSOUTH CORP COM 421924101 39 2700 X 06 0 0 2700 HEALTH MGMT ASSOC INC NEW COM 421933102 29200 1408590 X 06 64890 0 1343700 HEINZ H J CO COM 423074103 222 5350 X 06 0 0 5350 HERCULES INC COM 427056106 9 700 X 06 0 0 700 HERSHEY FOODS CORP COM 427866108 69 1000 X 06 0 0 1000 HEWLETT PACKARD CO COM 428236103 248 13800 X 06 0 0 13800 HILTON HOTELS CORP COM 432848109 37 2600 X 06 0 0 2600 HOME DEPOT INC COM 437076102 20185 415247 X 06 166500 0 248747 HD APR 15 51.49 CALL (S) CAL 4370765DZ 0 -1000 X 06 0 0 -1000 HONEYWELL INTL INC COM 438516106 307 8025 X 06 0 0 8025 HOT TOPIC INC COM 441339108 1093 52300 X 06 52300 0 0 HOUSEHOLD INTL INC COM 441815107 4222 74333 X 06 0 0 74333 HUMANA INC COM 444859102 16 1200 X 06 0 0 1200 HUMAN GENOME SCIENCES INC COM 444903108 2859 131200 X 06 0 0 131200 HUMAN GENOME SCI (SB) CAL 4449035DY 0 -250 X 06 0 0 -250 HUMAN GENOME SC (MOR) CAL 4449035DZ 0 -200 X 06 0 0 -200 HUNTINGTON BANCSHARES INC COM 446150104 34 1726 X 06 0 0 1726 HYDRIL CO COM 448774109 1652 67800 X 06 67800 0 0 ICN PHARMACEUTICALS INC NEW COM 448924100 1473 46400 X 06 46400 0 0 HYPERION SOLUTIONS CORP COM 44914M104 1564 57900 X 06 57900 0 0 IMS HEALTH INC COM 449934108 3698 164700 X 06 0 0 164700 IMS HEALTH INC (MGS) CAL 4499345DZ 0 -500 X 06 0 0 -500 IMS HEALTH INC (MOR) CAL 4499345EX 0 -250 X 06 0 0 -250 IMS HEALTH INC (SB) CAL 4499345FZ 0 -800 X 06 0 0 -800 ITT INDS INC IND COM 450911102 4426 70210 X 06 25410 0 44800 ILLINOIS TOOL WKS INC COM 452308109 159 2200 X 06 0 0 2200 IMMUNEX CORP NEW COM 452528102 115 3800 X 06 0 0 3800 INAMED CORP COM 453235103 592 18000 X 06 18000 0 0 INCO LTD COM 453258402 23 1200 X 06 0 0 1200 INFORMATICA CORP COM 45666Q102 805 111200 X 06 111200 0 0 INSIGHT ENTERPRISES INC COM 45765U103 1675 74000 X 06 74000 0 0 INSIGHT COMMUNICATIONS INC COM 45768V108 1008 48100 X 06 48100 0 0 INTEGRA LIFESCIENCES HLDGS C COM 457985208 1578 56100 X 06 56100 0 0 INTEGRATED CIRCUIT SYS INC COM 45811K208 3640 178450 X 06 178450 0 0 INTEL CORP COM 458140100 5907 194244 X 06 131600 0 62644 INTERCEPT GROUP INC COM 45845L107 1211 33400 X 06 33400 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 11014 105900 X 06 0 0 105900 IBM APR 25 96.175 CALL (MOR) CAL 4592005DU 0 -200 X 06 0 0 -200 IBM (S) CAL 4592005DW 0 -150 X 06 0 0 -150 INTL BUSINESS M (SBC) CAL 4592005DY 0 -100 X 06 0 0 -100 INTL BUSINESS M (MGS) CAL 4592005EZ 0 -100 X 06 0 0 -100 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 24 700 X 06 0 0 700 INTERNATIONAL GAME TECHNOLOG COM 459902102 31 500 X 06 0 0 500 INTL PAPER CO COM 460146103 148 3452 X 06 0 0 3452 INTERPUBLIC GROUP COS INC COM 460690100 89 2600 X 06 0 0 2600 INTERSIL HLDG CORP COM 46069S109 2434 85840 X 06 85840 0 0 INTUIT COM 461202103 2048 53400 X 06 51900 0 1500 INVESTORS FINL SERVICES CORP COM 461915100 3289 43250 X 06 43250 0 0 IRON MTN INC PA COM 462846106 3109 98025 X 06 98025 0 0 JDS UNIPHASE CORP COM 46612J101 55 9300 X 06 0 0 9300 JP REALTY INC COM 46624A106 8311 310700 X 06 0 0 310700 J P MORGAN CHASE & CO COM 46625H100 24962 700183 X 06 0 0 700183 JABIL CIRCUIT INC COM 466313103 31 1300 X 06 0 0 1300 JACOBS ENGR GROUP INC DEL COM 469814107 9482 133000 X 06 0 0 133000 JEFFERSON PILOT CORP COM 475070108 55 1100 X 06 0 0 1100 JOHNSON & JOHNSON COM 478160104 6674 102760 X 06 70200 0 32560 JOHNSON CTLS INC COM 478366107 53 600 X 06 0 0 600 JONES APPAREL GROUP INC COM 480074103 31 900 X 06 0 0 900 JUNIPER NETWORKS INC COM 48203R104 8153 646050 X 06 134550 0 511500 KLA-TENCOR CORP COM 482480100 1353 20350 X 06 19050 0 1300 KB HOME COM 48666K109 2400 55300 X 06 0 0 55300 KELLOGG CO COM 487836108 97 2900 X 06 0 0 2900 KERR MCGEE CORP COM 492386107 2115 33645 X 06 0 0 33645 KEY ENERGY SERV-CW09 WTS 492914122 7000 X 06 7000 0 0 KEYCORP NEW COM 493267108 1659 62256 X 06 0 0 62256 KEYSPAN CORP COM 49337W100 36 1000 X 06 0 0 1000 KIMBERLY CLARK CORP COM 494368103 245 3784 X 06 0 0 3784 KINDER MORGAN INC KANS COM 49455P101 39 800 X 06 0 0 800 KING PHARMACEUTICALS INC COM 495582108 9791 279656 X 06 47956 0 231700 KIRBY CORP COM 497266106 864 28900 X 06 28900 0 0 KNIGHT RIDDER INC COM 499040103 34 500 X 06 0 0 500 KOGER EQUITY INC COM 500228101 4914 275000 X 06 0 0 275000 KOHLS CORP COM 500255104 47948 673900 X 06 149600 0 524300 KRAFT FOODS INC COM 50075N104 135 3500 X 06 0 0 3500 KROGER CO COM 501044101 2132 96200 X 06 0 0 96200 LSI LOGIC CORP COM 502161102 43 2500 X 06 0 0 2500 L-3 COMMUNICATIONS HLDGS INC COM 502424104 986 8800 X 06 8800 0 0 LABORATORY CORP AMER HLDGS COM 50540R409 20476 213600 X 06 0 0 213600 LAUDER ESTEE COS INC COM 518439104 188 5500 X 06 0 0 5500 LEGGETT & PLATT INC COM 524660107 424 17100 X 06 0 0 17100 LEGG MASON INC COM 524901105 30608 576640 X 06 21040 0 555600 LEHMAN BROS HLDGS INC COM 524908100 116 1800 X 06 0 0 1800 LEXMARK INTL NEW COM 529771107 51 900 X 06 0 0 900 LIBERTY MEDIA CORP NEW COM 530718105 38035 3009076 X 06 203700 0 2805376 LIFEPOINT HOSPITALS INC COM 53219L109 909 24600 X 06 24600 0 0 LILLY ELI & CO COM 532457108 686 9000 X 06 0 0 9000 LIMITED INC COM 532716107 54 3000 X 06 0 0 3000 LINCOLN NATL CORP IND COM 534187109 66 1300 X 06 0 0 1300 LINEAR TECHNOLOGY CORP COM 535678106 102 2300 X 06 0 0 2300 LIZ CLAIBORNE INC COM 539320101 23 800 X 06 0 0 800 LOCKHEED MARTIN CORP COM 539830109 180 3130 X 06 0 0 3130 LOEWS CORP COM 540424108 82 1400 X 06 0 0 1400 LORAL SPACE & COMMUNICATIONS WTS 54387P112 10000 X 06 10000 0 0 LORAL SPACE & COMMUNICATIONS WTS 54387P120 15000 X 06 15000 0 0 LOUISIANA PAC CORP COM 546347105 8 700 X 06 0 0 700 LOWES COS INC COM 548661107 239 5500 X 06 0 0 5500 LUCENT TECHNOLOGIES INC COM 549463107 5986 1265611 X 06 0 0 1265611 LYONDELL CHEMICAL CO COM 552078107 1601 96400 X 06 0 0 96400 MBIA INC COM 55262C100 60 1100 X 06 0 0 1100 MBNA CORP COM 55262L100 68957 1787844 X 06 313800 0 1474044 MGIC INVT CORP WIS COM 552848103 855 12500 X 06 0 0 12500 MGM MIRAGE COM 552953101 1868 51550 X 06 51550 0 0 MKS INSTRUMENT INC COM 55306N104 1606 46900 X 06 46900 0 0 MSC INDL DIRECT INC COM 553530106 1976 86300 X 06 86300 0 0 MACERICH CO COM 554382101 3464 114900 X 06 0 0 114900 MANOR CARE INC NEW COM 564055101 16 700 X 06 0 0 700 MARATHON OIL CORP COM 565849106 63 2200 X 06 0 0 2200 MARSH & MCLENNAN COS INC COM 571748102 220 1950 X 06 0 0 1950 MARSHALL & ILSLEY CORP COM 571834100 50 800 X 06 0 0 800 MARRIOTT INTL INC NEW COM 571903202 78 1732 X 06 0 0 1732 MARTEK BIOSCIENCES CORP COM 572901106 925 29400 X 06 29400 0 0 MASCO CORP COM 574599106 780 28400 X 06 19500 0 8900 MATRIXONE INC COM 57685P304 645 72287 X 06 72287 0 0 MATTEL INC COM 577081102 63 3000 X 06 0 0 3000 MAXIM INTEGRATED PRODS INC COM 57772K101 6496 116600 X 06 47000 0 69600 MAY DEPT STORES CO COM 577778103 75 2150 X 06 0 0 2150 MAYTAG CORP COM 578592107 22 500 X 06 0 0 500 MCDERMOTT INTL INC COM 580037109 6 400 X 06 0 0 400 MCDONALDS CORP COM 580135101 255 9200 X 06 0 0 9200 MCGRAW HILL COS INC COM 580645109 96 1400 X 06 0 0 1400 MCKESSON HBOC INC COM 58155Q103 75 2000 X 06 0 0 2000 MEADWESTVACO CORP COM 583334107 44 1330 X 06 0 0 1330 MEDICINES CO COM 584688105 1606 112600 X 06 112600 0 0 MEDIMMUNE INC COM 584699102 844 21450 X 06 19950 0 1500 MEDTRONIC INC COM 585055106 7102 157100 X 06 77900 0 79200 MELLON FINL CORP COM 58551A108 131 3400 X 06 0 0 3400 MERCK & CO INC COM 589331107 2044 35500 X 06 0 0 35500 MERCURY INTERACTIVE CORP COM 589405109 10438 277250 X 06 33450 0 243800 MEREDITH CORP COM 589433101 13 300 X 06 0 0 300 MERRILL LYNCH & CO INC COM 590188108 13252 239300 X 06 71800 0 167500 METLIFE INC COM 59156R108 167 5300 X 06 0 0 5300 MICREL INC COM 594793101 1221 48400 X 06 48400 0 0 MICROSOFT CORP COM 594918104 27375 453900 X 06 146200 0 307700 MICROSOFT CORP CAL 5949185DW 0 -500 X 06 0 0 -500 MSFT APR 11 60.5203 CALL(MOR) CAL 5949185DX 0 -100 X 06 0 0 -100 MSFT APR 1 61.10 CALL (FBC) CAL 5949185DZ 0 -200 X 06 0 0 -200 MICROSOFT CORP (SBC) CAL 5949185EX 0 -600 X 06 0 0 -600 MICROSOFT CORP (SB) CAL 5949185EY 0 -100 X 06 0 0 -100 MICROSOFT CORP (SB) CAL 5949185EZ 0 -100 X 06 0 0 -100 MICROCHIP TECHNOLOGY INC COM 595017104 2522 60300 X 06 60300 0 0 MICRON TECHNOLOGY INC COM 595112103 7253 220450 X 06 42300 0 178150 MILLENNIUM PHARMACEUTICALS I COM 599902103 1402 62830 X 06 62830 0 0 MILLIPORE CORP COM 601073109 18 400 X 06 0 0 400 MINNESOTA MNG & MFG CO COM 604059105 334 2900 X 06 0 0 2900 MIRANT CORP COM 604675108 35 2397 X 06 0 0 2397 MOLEX INC COM 608554101 48 1375 X 06 0 0 1375 MOODYS CORP COM 615369105 45 1100 X 06 0 0 1100 MOORE LTD COM 615785102 736 56600 X 06 56600 0 0 MORGAN STANLEY DEAN WITTER&C COM 617446448 1731 30202 X 06 19700 0 10502 MORTON INDUSTRIAL GROUP COM 619328107 130 173914 X 06 173914 0 0 MOTHERS WK INC COM 619903107 0 0 06 0 0 0 MOTHERS WORK INC PFD 6199033*6 2963 X 06 2963 0 0 MOTOROLA INC COM 620076109 222 15605 X 06 0 0 15605 NCR CORP NEW COM 62886E108 31 700 X 06 0 0 700 NTL INC COM 629407107 455 1655100 X 06 0 0 1655100 NVR INC COM 62944T105 1010 3200 X 06 3200 0 0 NABORS INDS INC COM 629568106 42 1000 X 06 0 0 1000 NATIONAL CITY CORP COM 635405103 932 30300 X 06 0 0 30300 NATIONAL SEMICONDUCTOR CORP COM 637640103 40 1200 X 06 0 0 1200 NATIONAL WESTMINSTER BK PLC PFD 638539809 10208 400000 X 06 400000 0 0 NATIONAL WESTMINSTER BK PLC PFD 638539AG1 19550 185500 X 06 185500 0 0 NAVISTAR INTL CORP NEW COM 63934E108 864 19500 X 06 19100 0 400 NETIQ CORP COM 64115P102 888 40700 X 06 40700 0 0 NETWORK APPLIANCE INC COM 64120L104 873 42850 X 06 40550 0 2300 NEW YORK TIMES CO COM 650111107 53 1100 X 06 0 0 1100 NEWELL RUBBERMAID INC COM 651229106 5640 176482 X 06 0 0 176482 NEWFIELD EXPL CO COM 651290108 1428 38600 X 06 38600 0 0 NEWMONT MINING CORP COM 651639106 78 2800 X 06 0 0 2800 NEXTEL COMMUNICATIONS INC COM 65332V103 2257 419600 X 06 0 0 419600 NICOR INC COM 654086107 14 300 X 06 0 0 300 NIKE INC COM 654106103 114 1900 X 06 0 0 1900 NISOURCE INC COM 65473P105 32 1399 X 06 0 0 1399 NOKIA CORP ADR 654902204 19259 928600 X 06 368600 0 560000 NOBLE DRILLING CORP COM 655042109 2210 53400 X 06 0 0 53400 NORDSTROM INC COM 655664100 22 900 X 06 0 0 900 NORFOLK SOUTHERN CORP COM 655844108 65 2700 X 06 0 0 2700 NORTEL NETWORKS CORP NEW COM 656568102 123 27380 X 06 0 0 27380 NORTHERN TR CORP COM 665859104 96 1600 X 06 0 0 1600 NORTHROP GRUMMAN CORP COM 666807102 79 700 X 06 0 0 700 NOVAVAX INC COM 670002104 1007 88000 X 06 88000 0 0 NOVELL INC COM 670006105 10 2500 X 06 0 0 2500 NOVELLUS SYS INC COM 670008101 54 1000 X 06 0 0 1000 NUCOR CORP COM 670346105 39 600 X 06 0 0 600 NVIDIA CORP COM 67066G104 1020 23000 X 06 22200 0 800 OM GROUP INC COM 670872100 1222 16900 X 06 16900 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 2693 92400 X 06 0 0 92400 OFFICE DEPOT INC COM 676220106 42 2100 X 06 0 0 2100 OMNICOM GROUP INC COM 681919106 283 3000 X 06 0 0 3000 ORACLE CORP COM 68389X105 511 39948 X 06 0 0 39948 OPTION CARE INC COM 683948103 1185 71800 X 06 71800 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 456 75400 X 06 75400 0 0 O REILLY AUTOMOTIVE INC COM 686091109 1637 51850 X 06 51850 0 0 OVERTURE SVCS INC COM 69039R100 1672 59900 X 06 59900 0 0 P A M TRANSN SVCS INC COM 693149106 331 13100 X 06 13100 0 0 P C CONNECTION COM 69318J100 518 49100 X 06 49100 0 0 PG&E CORP COM 69331C108 191 8100 X 06 0 0 8100 PMA CAP CORP COM 693419202 1331 58000 X 06 58000 0 0 PMC-SIERRA INC COM 69344F106 68 4200 X 06 0 0 4200 PMI GROUP INC COM 69344M101 11614 153300 X 06 0 0 153300 PNC FINL SVCS GROUP INC COM 693475105 129 2100 X 06 0 0 2100 PPG INDS INC COM 693506107 66 1200 X 06 0 0 1200 PPL CORP COM 69351T106 40 1000 X 06 0 0 1000 PSC, INC. WTS 69361E3*6 292500 X 06 292500 0 0 PACCAR INC COM 693718108 43 590 X 06 0 0 590 PACTIV CORP COM 695257105 1700 84900 X 06 83800 0 1100 PALL CORP COM 696429307 16 800 X 06 0 0 800 PALM INC COM 696642107 16 3996 X 06 0 0 3996 PARAMETRIC TECHNOLOGY CORP COM 699173100 11 1800 X 06 0 0 1800 PARKER HANNIFIN CORP COM 701094104 162 3250 X 06 0 0 3250 PAYCHEX INC COM 704326107 106 2675 X 06 0 0 2675 PENNEY J C INC COM 708160106 39 1900 X 06 0 0 1900 PEOPLES ENERGY CORP COM 711030106 12 300 X 06 0 0 300 PEOPLESOFT INC COM 712713106 19953 546200 X 06 179200 0 367000 PEOPLESOFT INC (S) CAL 7127135DX 0 -350 X 06 0 0 -350 PEOPLESOFT INC (SB) CAL 7127135DY 0 -150 X 06 0 0 -150 PEOPLESOFT INC (S) CAL 7127135DZ 0 -270 X 06 0 0 -270 PEOPLESOFT INC (FBC) CAL 7127135EX 0 -300 X 06 0 0 -300 PEOPLESOFT INC (SB) CAL 7127135EY 0 -250 X 06 0 0 -250 PEOPLESOFT INC (MGS) CAL 7127135EZ 0 -300 X 06 0 0 -300 PEPSI BOTTLING GROUP INC COM 713409100 233 9000 X 06 0 0 9000 PEPSICO INC COM 713448108 704 13670 X 06 0 0 13670 PERICOM SEMICONDUCTOR CORP COM 713831105 1032 73000 X 06 73000 0 0 PERKINELMER INC COM 714046109 17 900 X 06 0 0 900 PFIZER INC COM 717081103 36002 905945 X 06 284700 0 621245 PHARMACIA CORP COM 71713U102 7355 163156 X 06 0 0 163156 PHELPS DODGE CORP COM 717265102 132 3145 X 06 0 0 3145 PHILIP MORRIS COS INC COM 718154107 5778 109700 X 06 0 0 109700 PHILLIPS PETE CO COM 718507106 2542 40480 X 06 0 0 40480 PINNACLE WEST CAP CORP COM 723484101 27 600 X 06 0 0 600 PITNEY BOWES INC COM 724479100 77 1800 X 06 0 0 1800 PLACER DOME INC COM 725906101 28 2300 X 06 0 0 2300 PLANTRONICS INC NEW COM 727493108 728 34800 X 06 34800 0 0 PLUM CREEK TIMBER CO INC COM 729251108 42 1400 X 06 0 0 1400 POLYCOM INC COM 73172K104 1637 66550 X 06 66550 0 0 POWER-ONE INC COM 739308104 755 92300 X 06 91800 0 500 PRAXAIR INC COM 74005P104 72 1200 X 06 0 0 1200 PRICE T ROWE GROUP INC COM 74144T108 35 900 X 06 0 0 900 PRIMUS TELECOMMUNICATIONS WT WTS 741929111 6000 X 06 6000 0 0 PRIORITY HEALTHCARE CORP COM 74264T102 1948 74900 X 06 74900 0 0 PROCTER & GAMBLE CO COM 742718109 2667 29600 X 06 0 0 29600 PROGRESS ENERGY INC COM 743263105 75 1500 X 06 0 0 1500 PROGRESSIVE CORP OHIO COM 743315103 100 600 X 06 0 0 600 PROVIDIAN FINL CORP COM 74406A102 15 2000 X 06 0 0 2000 PUBLIC SVC ENTERPRISE GROUP COM 744573106 69 1500 X 06 0 0 1500 PULTE CORP COM 745867101 19 400 X 06 0 0 400 QLOGIC CORP COM 747277101 35 700 X 06 0 0 700 QUALCOMM INC COM 747525103 309 8200 X 06 0 0 8200 QUEST DIAGNOSTICS INC COM 74834L100 2442 29480 X 06 29480 0 0 QUINTILES TRANSNATIONAL CORP COM 748767100 14 800 X 06 0 0 800 QWEST COMMUNICATIONS INTL IN COM 749121109 126 15302 X 06 0 0 15302 RADIAN GROUP INC COM 750236101 1109 22600 X 06 22600 0 0 RADIOSHACK CORP COM 750438103 39 1300 X 06 0 0 1300 RATIONAL SOFTWARE CORP COM 75409P202 22 1400 X 06 0 0 1400 RAYTHEON CO COM 755111507 111 2700 X 06 0 0 2700 REEBOK INTL LTD COM 758110100 11 400 X 06 0 0 400 REGAL BELOIT CORP COM 758750103 710 27800 X 06 27800 0 0 REGIONS FINL CORP COM 758940100 55 1600 X 06 0 0 1600 REINSURANCE GROUP AMER INC COM 759351109 720 22996 X 06 22996 0 0 RELIANT ENERGY INC COM 75952J108 54 2100 X 06 0 0 2100 RENT A CTR INC NEW COM 76009N100 1114 21800 X 06 21800 0 0 RESOURCES CONNECTION INC COM 76122Q105 1556 53800 X 06 53800 0 0 RETEK INC COM 76128Q109 1835 69900 X 06 69900 0 0 ROBERT HALF INTL INC COM 770323103 35 1200 X 06 0 0 1200 ROCKWELL INTL CORP NEW COM 773903109 26 1300 X 06 0 0 1300 ROCKWELL COLLINS INC COM 774341101 33 1300 X 06 0 0 1300 ROHM & HAAS CO COM 775371107 67 1579 X 06 0 0 1579 ROWAN COS INC COM 779382100 14 600 X 06 0 0 600 ROYAL DUTCH PETE CO ADR 780257804 940 17300 X 06 0 0 17300 RYDER SYS INC COM 783549108 12 400 X 06 0 0 400 SBC COMMUNICATIONS INC COM 78387G103 3079 82236 X 06 0 0 82236 SABRE HLDGS CORP COM 785905100 42 900 X 06 0 0 900 SAFECO CORP COM 786429100 29 900 X 06 0 0 900 SAFEWAY INC COM 786514208 162 3600 X 06 0 0 3600 ST JUDE MED INC COM 790849103 49 630 X 06 0 0 630 ST PAUL COS INC COM 792860108 69 1506 X 06 0 0 1506 SANMINA-SCI CORP COM 800907107 16328 1389596 X 06 0 0 1389596 SANMINA - SCI C (SBC) CAL 8009075DW 0 -200 X 06 0 0 -200 SANMINA - SCI C (FBC) CAL 8009075DX 0 -150 X 06 0 0 -150 SANM APR 18 14.06 CALL (SB) CAL 8009075DZ 0 -1000 X 06 0 0 -1000 SANMINA - SCI CO (MT) CAL 8009075ES 0 -500 X 06 0 0 -500 SANMINA - SCI COR (S) CAL 8009075ET 0 -1100 X 06 0 0 -1100 SANMINA - SCI C (SBC) CAL 8009075EU 0 -250 X 06 0 0 -250 SANMINA - SCI CO (SB) CAL 8009075EX 0 -100 X 06 0 0 -100 SANMINA - SCI C (MGS) CAL 8009075EY 0 -1000 X 06 0 0 -1000 SANM MAY 6 12.88 CALL (MGS) CAL 8009075EZ 0 -200 X 06 0 0 -200 SANMINA - SCI C (MOR) CAL 8009075FV 0 -100 X 06 0 0 -100 SAPIENT CORP COM 803062108 4 800 X 06 0 0 800 SARA LEE CORP COM 803111103 228 11000 X 06 0 0 11000 SCANSOURCE INC COM 806037107 1491 24800 X 06 24800 0 0 SCHERING PLOUGH CORP COM 806605101 7420 237050 X 06 0 0 237050 SCHLUMBERGER LTD COM 806857108 241 4100 X 06 0 0 4100 SCHWAB CHARLES CORP NEW COM 808513105 1599 122175 X 06 112400 0 9775 SCIENTIFIC ATLANTA INC COM 808655104 25 1100 X 06 0 0 1100 SEALED AIR CORP NEW COM 81211K100 28 600 X 06 0 0 600 SEARS ROEBUCK & CO COM 812387108 1753 34200 X 06 0 0 34200 SEMTECH CORP COM 816850101 1380 37800 X 06 37800 0 0 SEMPRA ENERGY COM 816851109 35 1400 X 06 0 0 1400 SERENA SOFTWARE INC COM 817492101 644 33050 X 06 33050 0 0 SHERWIN WILLIAMS CO COM 824348106 31 1100 X 06 0 0 1100 SICOR INC COM 825846108 4615 270200 X 06 270200 0 0 SIEBEL SYS INC COM 826170102 104 3200 X 06 0 0 3200 SIGMA ALDRICH CORP COM 826552101 23 500 X 06 0 0 500 SILICON LABORATORIES INC COM 826919102 869 24590 X 06 24590 0 0 SIRENZA MICRODEVICES INC COM 82966T106 363 67000 X 06 67000 0 0 SMARTFORCE PUB LTD CO ADR 83170A206 964 91800 X 06 91800 0 0 SMURFIT-STONE CONTAINER CORP COM 832727101 9786 570950 X 06 61050 0 509900 SNAP ON INC COM 833034101 14 400 X 06 0 0 400 SOLECTRON CORP COM 834182107 7871 1009100 X 06 0 0 1009100 SONICWALL INC COM 835470105 708 54300 X 06 54300 0 0 SOUTHERN CO COM 842587107 127 4800 X 06 0 0 4800 SOUTHTRUST CORP COM 844730101 63 2400 X 06 0 0 2400 SOUTHWEST AIRLS CO COM 844741108 20350 1051675 X 06 168950 0 882725 SOUTHWEST BANCORPORATION TEX COM 84476R109 1944 58300 X 06 58300 0 0 SPINNAKER EXPL CO COM 84855W109 1516 36400 X 06 36400 0 0 SPRINT CORP COM 852061100 96 6300 X 06 0 0 6300 SPRINT CORP COM 852061506 6352 617300 X 06 81800 0 535500 SPRINT CORP (PCS (MT) CAL 8520615EV 0 -300 X 06 0 0 -300 PCS MAY 13 11.253 CALL (S) CAL 8520615EY 0 -500 X 06 0 0 -500 PCS MAY 7 11 CALL (GS) CAL 8520615EZ 0 -500 X 06 0 0 -500 PCS JUNE 14 10.55 CALL (MGS) CAL 8520615FV 0 -800 X 06 0 0 -800 PCS JUNE 10 10.2527 CALL (SB) CAL 8520615FW 0 -500 X 06 0 0 -500 PCS JUNE 20 10.60 CALL (SB) CAL 8520615FY 0 -250 X 06 0 0 -250 PCS JUNE 14 10.56 CALL (SB) CAL 8520615FZ 0 -300 X 06 0 0 -300 SPRINT CORP PFD 852061605 3948 283000 X 06 0 0 283000 STANCORP FINL GROUP INC COM 852891100 1469 26700 X 06 26700 0 0 STANLEY WKS COM 854616109 28 600 X 06 0 0 600 STAPLES INC COM 855030102 63 3150 X 06 0 0 3150 STARBUCKS CORP COM 855244109 62 2700 X 06 0 0 2700 STARWOOD HOTELS&RESORTS WRLD COM 85590A203 53 1400 X 06 0 0 1400 STATE STR CORP COM 857477103 127 2300 X 06 0 0 2300 STATION CASINOS INC COM 857689103 518 31100 X 06 31100 0 0 STERICYCLE INC COM 858912108 1745 27900 X 06 27900 0 0 STILWELL FINL INC COM 860831106 37 1500 X 06 0 0 1500 STRAYER ED INC COM 863236105 1390 28300 X 06 28300 0 0 STRYKER CORP COM 863667101 22407 371400 X 06 0 0 371400 SUN MICROSYSTEMS INC COM 866810104 318 36100 X 06 0 0 36100 SUNOCO INC COM 86764P109 24 600 X 06 0 0 600 SUNTRUST BKS INC COM 867914103 140 2100 X 06 0 0 2100 SUPERVALU INC COM 868536103 23 900 X 06 0 0 900 SWIFT TRANSN CO COM 870756103 710 32400 X 06 32400 0 0 SYMBOL TECHNOLOGIES INC COM 871508107 18 1600 X 06 0 0 1600 SYNOVUS FINL CORP COM 87161C105 61 2000 X 06 0 0 2000 SYSCO CORP COM 871829107 143 4800 X 06 0 0 4800 TECO ENERGY INC COM 872375100 26 900 X 06 0 0 900 THQ INC COM 872443403 1625 33100 X 06 33100 0 0 TJX COS INC NEW COM 872540109 80 2000 X 06 0 0 2000 TRW INC COM 872649108 46 900 X 06 0 0 900 TMP WORLDWIDE INC COM 872941109 1716 49780 X 06 48980 0 800 TXU CORP COM 873168108 103 1882 X 06 0 0 1882 TAIWAN SEMICONDUCTOR MFG LTD ADR 874039100 728 35100 X 06 35100 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1717 85400 X 06 85400 0 0 TARGET CORP COM 87612E106 2264 52500 X 06 46100 0 6400 TEKTRONIX INC COM 879131100 14 600 X 06 0 0 600 TELLABS INC COM 879664100 30 2900 X 06 0 0 2900 TELUS CORP WTS 87971M111 20785 X 06 20785 0 0 TEMPLE INLAND INC COM 879868107 23 400 X 06 0 0 400 TENET HEALTHCARE CORP COM 88033G100 19670 293500 X 06 88450 0 205050 TERADYNE INC COM 880770102 47 1200 X 06 0 0 1200 TESORO PETE CORP COM 881609101 1963 139700 X 06 139700 0 0 TEXAS INSTRS INC COM 882508104 675 20400 X 06 0 0 20400 TEXTRON INC COM 883203101 51 1000 X 06 0 0 1000 THERASENSE INC COM 883381105 739 39100 X 06 39100 0 0 THERMO ELECTRON CORP COM 883556102 10288 496300 X 06 0 0 496300 THOMAS & BETTS CORP COM 884315102 8 400 X 06 0 0 400 TIER TECHNOLOGIES INC COM 88650Q100 724 41000 X 06 41000 0 0 TIFFANY & CO NEW COM 886547108 36 1000 X 06 0 0 1000 TORCHMARK CORP COM 891027104 36 900 X 06 0 0 900 TOWER AUTOMOTIVE INC COM 891707101 1077 77000 X 06 77000 0 0 TOYS R US INC COM 892335100 24 1325 X 06 0 0 1325 TRANSCANADA PIPELINES LTD PFD 893526723 10080 400000 X 06 400000 0 0 TRANSKARYOTIC THERAPIES INC COM 893735100 1197 27800 X 06 27800 0 0 TRANSTECHNOLOGY CORP WTS 8938892#1 71267 X 06 71267 0 0 TRICON GLOBAL RESTAURANTS COM 895953107 1929 32820 X 06 31750 0 1070 TRIBUNE CO NEW COM 896047107 95 2100 X 06 0 0 2100 TRIMERIS INC COM 896263100 816 18900 X 06 18900 0 0 TUPPERWARE CORP COM 899896104 9 400 X 06 0 0 400 TYCO INTL LTD NEW COM 902124106 52223 1615813 X 06 147200 0 1468613 TYCO INTERNATIONA (S) CAL 9021245DY 0 -150 X 06 0 0 -150 TYCO INTERNATIO (MGS) CAL 9021245EW 0 -300 X 06 0 0 -300 TYCO INTERNATIO (MGS) CAL 9021245EX 0 -150 X 06 0 0 -150 TYCO INTERNATIO (FBC) CAL 9021245EY 0 -300 X 06 0 0 -300 TYCO INTERNATIONA (S) CAL 9021245EZ 0 -250 X 06 0 0 -250 TYCO INTERNATIO (SBC) CAL 9021245FZ 0 -200 X 06 0 0 -200 TYCO INTERNATIONAL LT CAL 9021249DZ 0 -250 X 06 0 0 -250 UCBH HOLDINGS INC COM 90262T308 1659 46100 X 06 46100 0 0 UST INC COM 902911106 47 1200 X 06 0 0 1200 US BANCORP DEL COM 902973304 304 13474 X 06 0 0 13474 UBIQUITEL OPERATING CO WTS 903474112 7500 X 06 7500 0 0 ULTIMATE ELECTRS INC COM 903849107 1257 44800 X 06 44800 0 0 USA ED INC COM 90390U102 1115 11400 X 06 10200 0 1200 UNILEVER N V ADR 904784709 230 4050 X 06 0 0 4050 UNION PAC CORP COM 907818108 10104 162600 X 06 0 0 162600 UNION PLANTERS CORP COM 908068109 47 1000 X 06 0 0 1000 UNISYS CORP COM 909214108 28 2200 X 06 0 0 2200 UNITED DEFENSE INDS INC COM 91018B104 1276 47600 X 06 47600 0 0 UNITED PARCEL SERVICE INC COM 911312106 10762 177000 X 06 0 0 177000 US AIRWAYS GROUP INC COM 911905107 3 400 X 06 0 0 400 UNITED STATES STL CORP NEW COM 912909108 11 580 X 06 0 0 580 UNITED TECHNOLOGIES CORP COM 913017109 4860 65500 X 06 7100 0 58400 UNITED THERAPEUTICS CORP DEL COM 91307C102 1055 78400 X 06 78400 0 0 UNITEDGLOBALCOM COM 913247508 12921 2388387 X 06 0 0 2388387 UNITEDHEALTH GROUP INC COM 91324P102 5579 73000 X 06 70700 0 2300 UNIVISION COMMUNICATIONS INC COM 914906102 63 1500 X 06 0 0 1500 UNOCAL CORP COM 915289102 66 1700 X 06 0 0 1700 UNUMPROVIDENT CORP COM 91529Y106 47 1695 X 06 0 0 1695 V F CORP COM 918204108 35 800 X 06 0 0 800 VALERO ENERGY CORP NEW COM 91913Y100 946 19100 X 06 0 0 19100 VALUEVISION INTL INC COM 92047K107 981 47300 X 06 47300 0 0 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 1323 29400 X 06 29400 0 0 VERITAS SOFTWARE CO COM 923436109 24549 560100 X 06 102400 0 457700 VERIZON COMMUNICATIONS COM 92343V104 1208 26214 X 06 0 0 26214 VIACOM INC COM 925524308 27998 578834 X 06 96700 0 482134 VIACOM INC NON (FBC) CAL 9255245EX 0 -350 X 06 0 0 -350 VIACOM INC NON (FBC) CAL 9255245EY 0 -300 X 06 0 0 -300 VIACOM INC NON V (SB) CAL 9255245EZ 0 -300 X 06 0 0 -300 VIAD CORP COM 92552R109 182 6500 X 06 0 0 6500 VISTEON CORP COM 92839U107 15 900 X 06 0 0 900 VITESSE SEMICONDUCTOR CORP COM 928497106 13 1300 X 06 0 0 1300 VODAFONE GROUP PLC NEW ADR 92857W100 2728 148000 X 06 148000 0 0 VODAFONE AIRTOU (MGS) CAL 92857W5DY 0 -5000 X 06 0 0 -5000 VODAFONE AIRTOU (FBC) CAL 92857W5ET 0 -5000 X 06 0 0 -5000 VODAFONE AIRTOU (SBC) CAL 92857W5EU 0 -1000 X 06 0 0 -1000 VODAFONE AIRTOU (MOR) CAL 92857W5EV 0 -1500 X 06 0 0 -1500 VODAFONE AIRTOU (MOR) CAL 92857W5EW 0 -1500 X 06 0 0 -1500 VODAFONE AIRTOUCH (S) CAL 92857W5EX 0 -5000 X 06 0 0 -5000 VODAFONE MAY 3 L1.2765 C (MOR) CAL 92857W5EY 0 -5000 X 06 0 0 -5000 VODAFONE AIRTOU (MOR) CAL 92857W5EZ 0 -2500 X 06 0 0 -2500 VODAFONE AIRTOU (FBC) CAL 92857W5FT 0 -3500 X 06 0 0 -3500 VODAFONE AIRTOU (MOR) CAL 92857W5FU 0 -2500 X 06 0 0 -2500 VODAFONE AIRTOUC (GS) CAL 92857W5FV 0 -3000 X 06 0 0 -3000 VODAFONE AIRTOU (MGS) CAL 92857W5FW 0 -5000 X 06 0 0 -5000 VODAFONE AIRTOU (MGS) CAL 92857W5FX 0 -1500 X 06 0 0 -1500 VODAFONE AIRTOUC (GS) CAL 92857W5ZY 0 -1500 X 06 0 0 -1500 VODAFONE AIRTOUC (GS) CAL 92857W5ZZ 0 -5000 X 06 0 0 -5000 VULCAN MATLS CO COM 929160109 33 700 X 06 0 0 700 WCI CMNTYS INC COM 92923C104 266 10900 X 06 10900 0 0 W-H ENERGY SVCS INC COM 92925E108 1611 74600 X 06 74600 0 0 FIRST UNION COM 929903102 504 13592 X 06 0 0 13592 WAL MART STORES INC COM 931142103 6240 101800 X 06 59500 0 42300 WALGREEN CO COM 931422109 5181 132200 X 06 117100 0 15100 WASHINGTON MUT INC COM 939322103 1685 50874 X 06 0 0 50874 WASTE MGMT INC DEL COM 94106L109 122 4474 X 06 0 0 4474 WATERS CORP COM 941848103 28 1000 X 06 0 0 1000 WATSON PHARMACEUTICALS INC COM 942683103 19 700 X 06 0 0 700 WEATHERFORD INTL INC COM 947074100 8716 183000 X 06 0 0 183000 WELLPOINT HEALTH NETWORK NEW COM 94973H108 14708 231000 X 06 0 0 231000 WELLS FARGO & CO NEW COM 949746101 2244 45430 X 06 33200 0 12230 WENDYS INTL INC COM 950590109 28 800 X 06 0 0 800 WEST CORP COM 952355105 1500 47400 X 06 47400 0 0 WESTAMERICA BANCORPORATION COM 957090103 1013 23700 X 06 23700 0 0 WEYERHAEUSER CO COM 962166104 94 1500 X 06 0 0 1500 WHIRLPOOL CORP COM 963320106 38 500 X 06 0 0 500 WILLIAMS COS INC DEL COM 969457100 85 3600 X 06 0 0 3600 WILSON GREATBATCH TECHNOLOGI COM 972232102 1082 42100 X 06 42100 0 0 WINN DIXIE STORES INC COM 974280109 14 900 X 06 0 0 900 WORLDCOM INC GA NEW COM 98157D106 759 112588 X 06 0 0 112588 WORLDCOM INC GA NEW COM 98157D304 2 263 X 06 0 0 263 WORTHINGTON INDS INC COM 981811102 8 550 X 06 0 0 550 WRIGLEY WM JR CO COM 982526105 85 1600 X 06 0 0 1600 WYETH COM 983024100 25663 390900 X 06 70100 0 320800 XCEL ENERGY INC COM 98389B100 62 2460 X 06 0 0 2460 XILINX INC COM 983919101 96 2400 X 06 0 0 2400 XEROX CORP COM 984121103 53 4900 X 06 0 0 4900 YAHOO INC COM 984332106 74 4000 X 06 0 0 4000 ZIMMER HLDGS INC COM 98956P102 59 1730 X 06 0 0 1730 ZIONS BANCORPORATION COM 989701107 41 700 X 06 0 0 700 ACE LTD COM G0070K103 2906 69700 X 06 0 0 69700 GLOBALSANTAFE CORP COM G3930E101 3434 105000 X 06 0 0 105000 INGERSOLL-RAND COMPANY LTD COM G4776G101 63 1250 X 06 0 0 1250 LORAL SPACE & COMMUNICATIONS COM G56462107 697 324000 X 06 0 0 324000 O2MICRO INTERNATIONAL LIMITE COM G6797E106 1450 83000 X 06 83000 0 0 RENAISSANCE RE HLDGS LTD COM G7496G103 762 7400 X 06 7400 0 0 TRANSOCEAN SEDCO FOREX INC COM G90078109 4017 120892 X 06 0 0 120892 XL CAP LTD COM G98255105 9599 102830 X 06 37930 0 64900 MILLICOM INTL CELLULAR S A COM L6388F102 5750 855700 X 06 0 0 855700 PRECISE SOFTWARE SOLUTIONS L COM M41450103 1304 56000 X 06 56000 0 0 TARO PHARMACEUTICAL INDS LTD COM M8737E108 1029 36300 X 06 36300 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 138 6100 X 06 0 0 6100 FLEXTRONICS INTL LTD COM Y2573F102 35369 1938000 X 06 26000 0 1912000 FLEX APR 19 CALL (MGS) CAL Y2573F5DT 0 -150 X 06 0 0 -150 FLEX APR 4 23.09 CALL (FBC) CAL Y2573F5DY 0 -250 X 06 0 0 -250 FLEXTRONICS INT (MGS) CAL Y2573F5DZ 0 -350 X 06 0 0 -350 FLEXTRONICS INT (SBC) CAL Y2573F5EU 0 -150 X 06 0 0 -150 FLEXTRONICS INT (FBC) CAL Y2573F5EV 0 -150 X 06 0 0 -150 FLEXTRONICS INTER (S) CAL Y2573F5EW 0 -250 X 06 0 0 -250 FLEXTRONICS INTE (GS) CAL Y2573F5FT 0 -100 X 06 0 0 -100 FLEXTRONICS INT (SBC) CAL Y2573F5FU 0 -600 X 06 0 0 -600 FLEXTRONICS INTER (S) CAL Y2573F5FV 0 -200 X 06 0 0 -200 FLEXTRONICS INT (MGS) CAL Y2573F5FW 0 -300 X 06 0 0 -300 FLEXTRONICS INT (SBC) CAL Y2573F5FY 0 -150 X 06 0 0 -150 FLEX JUNE 6 15.35 CALL (MT) CAL Y2573F5FZ 0 -100 X 06 0 0 -100 FLEXTRONICS INTE (GS) CAL Y257EF5EB 0 -100 X 06 0 0 -100 GRAND TOTAL 259908776