-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, IWfK7exZExR0JMAnX2A24Qt5K2JsAKIo/xgaXpELZkUqLS4Bp/j62Ew5sVneD3Pj s16oL7/RUMBeD7PTFMlF8Q== 0000888002-02-000255.txt : 20020813 0000888002-02-000255.hdr.sgml : 20020813 20020813131416 ACCESSION NUMBER: 0000888002-02-000255 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020630 FILED AS OF DATE: 20020813 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AXA FINANCIAL INC CENTRAL INDEX KEY: 0000888002 STANDARD INDUSTRIAL CLASSIFICATION: LIFE INSURANCE [6311] IRS NUMBER: 133623351 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-03344 FILM NUMBER: 02728851 BUSINESS ADDRESS: STREET 1: 1290 AVENUE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10104 BUSINESS PHONE: 2125541234 MAIL ADDRESS: STREET 1: 1290 AVENUE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10104 FORMER COMPANY: FORMER CONFORMED NAME: EQUITABLE COMPANIES INC DATE OF NAME CHANGE: 19950721 13F-HR 1 axf13f_20020630.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 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 August 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 28-2494 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: 6,579 Form 13F Information Table Value Total: $217,884,987 (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.: AAON INC COM 000360206 62 3300 X 01 0 0 3300 AAR CORP COM 000361105 513 50249 X 01 14223 0 36026 A C MOORE ARTS & CRAFTS INC COM 00086T103 109 2300 X 01 0 0 2300 A D C TELECOMMUNICATIONS COM 000886101 13168 5750282 X 01 3508580 590770 1650932 ADE CORP MASS COM 00089C107 25 2200 X 01 0 0 2200 ABM INDS INC COM 000957100 2242 129166 X 01 14346 0 114820 AEP INDS INC COM 001031103 956 26925 X 01 0 0 26925 AFC ENTERPRISES INC COM 00104Q107 191 6100 X 01 0 0 6100 AFLAC INC COM 001055102 113788 3555886 X 01 993210 1645107 917569 AGCO CORP COM 001084102 5708 292700 X 01 170600 0 122100 AGL RES INC COM 001204106 5744 247600 X 01 137400 15800 94400 AES CORP COM 00130H105 4948 912875 X 01 532248 0 380627 AK STL HLDG CORP COM 001547108 5513 430399 X 01 255199 0 175200 AMB PROPERTY CORP COM 00163T109 15540 501300 X 01 244500 247700 9100 AMC ENTMT INC COM 001669100 40 2800 X 01 0 0 2800 AMLI RESIDENTIAL PPTYS TR COM 001735109 57 2200 X 01 0 0 2200 AMN HEALTHCARE SERVICES INC COM 001744101 137 3900 X 01 0 0 3900 AMR CORP COM 001765106 4970 294807 X 01 162807 8000 124000 AOL TIME WARNER INC COM 00184A105 805039 54727351 X 01 33139644 413217 21174490 AOL TIME WARNER INC CNN 00184AAB1 12115 12769000 X 01 12343000 0 426000 APAC CUSTOMER SERVICES INC COM 00185E106 35 6000 X 01 0 0 6000 AT&T CORP COM 001957109 1322825 123628523 X 01 45287105 66613631 11727787 ATMI INC COM 00207R101 21106 943494 X 01 512645 324700 106149 ATS MED INC COM 002083103 2 2900 X 01 0 0 2900 ASAT HLDGS LTD ADR 00208B105 74 62000 X 01 0 0 62000 AT&T WIRELESS SVCS INC COM 00209A106 624238 106707276 X 01 28598895 50129940 27978441 AU OPTRONICS CORP ADR 002255107 28790 3464550 X 01 960150 2026100 478300 AVI BIOPHARMA INC COM 002346104 26 9000 X 01 0 0 9000 AVX CORP NEW COM 002444107 351 21500 X 01 0 0 21500 AXT INC COM 00246W103 277 34729 X 01 2970 0 31759 AAIPHARMA INC COM 00252W104 146 6500 X 01 0 0 6500 AARON RENTS INC COM 002535201 753 31433 X 01 2752 0 28681 ABBOTT LABS COM 002824100 457100 12140777 X 01 5882600 3667808 2590369 ABERCROMBIE & FITCH CO COM 002896207 10596 439300 X 01 234400 0 204900 ABGENIX INC COM 00339B107 13762 1404296 X 01 715671 662550 26075 ABIOMED INC COM 003654100 691 81500 X 01 0 75000 6500 ACACIA RESH CORP COM 003881109 74 10448 X 01 0 0 10448 ACADIA RLTY TR COM 004239109 8 1000 X 01 0 0 1000 ACCLAIM ENTMT INC COM 004325205 124 35000 X 01 0 0 35000 ACCREDO HEALTH INC COM 00437V104 15914 344907 X 01 190265 116000 38642 ACLARA BIOSCIENCES INC COM 00461P106 7 3800 X 01 0 0 3800 ACME COMMUNICATION INC COM 004631107 32 4300 X 01 0 0 4300 ACTIVISION INC NEW COM 004930202 18901 650419 X 01 149350 374400 126669 ACTION PERFORMANCE COS INC COM 004933107 15162 479812 X 01 414680 0 65132 ACTEL CORP COM 004934105 874 41590 X 01 6915 0 34675 ACTERNA CORP COM 00503U105 20 49000 X 01 0 0 49000 ACTIVE POWER INC COM 00504W100 57 15900 X 01 0 0 15900 ACTRADE FINL TECHNOLOGIES LT COM 00507P102 39 3700 X 01 0 0 3700 ACTUATE CORP COM 00508B102 10018 2226200 X 01 1238500 818200 169500 ACTUANT CORP COM 00508X203 229 5540 X 01 0 0 5540 ACUITY BRANDS INC COM 00508Y102 2477 136072 X 01 84076 0 51996 ACXIOM CORP COM 005125109 6916 395400 X 01 206600 0 188800 ADAPTEC INC COM 00651F108 41979 5320543 X 01 4426405 64800 829338 ADMINISTAFF INC COM 007094105 449 44884 X 01 3692 0 41192 ADOBE SYS INC COM 00724F101 11009 386270 X 01 214970 0 171300 ADOLOR CORP COM 00724X102 122 10800 X 01 0 0 10800 ADTRAN INC COM 00738A106 3051 160600 X 01 97500 0 63100 ADVANCED DIGITAL INFORMATION COM 007525108 262 31100 X 01 6000 0 25100 ADVANCED MARKETING SVCS INC COM 00753T105 539 29432 X 01 2606 0 26826 ADVANCED FIBRE COMMUNICATION COM 00754A105 5514 333400 X 01 194200 0 139200 ADVANCED TISSUE SCIENCES INC COM 00755F103 46 31900 X 01 0 0 31900 ADVANCED NEUROMODULATION SYS COM 00757T101 10187 334000 X 01 286200 0 47800 ADVO INC COM 007585102 1145 30086 X 01 5723 0 24363 ADVISORY BRD CO COM 00762W107 76 2100 X 01 0 0 2100 AEROFLEX INC COM 007768104 18518 2664470 X 01 1492768 928550 243152 ADVANCED MICRO DEVICES INC COM 007903107 8290 852877 X 01 604127 260 248490 ADVANCEPCS COM 00790K109 17886 747100 X 01 234200 353800 159100 ADVANTA CORP COM 007942105 24 2200 X 01 0 0 2200 ADVANTA CORP COM 007942204 8 700 X 01 0 0 700 ADVANCED ENERGY INDS COM 007973100 1053 47455 X 01 6880 0 40575 ADVENT SOFTWARE INC COM 007974108 4264 165900 X 01 80200 0 85700 AETHER SYS INC COM 00808V105 44 14900 X 01 0 0 14900 AETNA INC NEW COM 00817Y108 682604 14229807 X 01 7581706 1413854 5234247 AFFILIATED COMPUTER SERVICES COM 008190100 367374 7737443 X 01 1528108 4852050 1357285 AFFILIATED MANAGERS GROUP COM 008252108 18930 307800 X 01 173400 110700 23700 AFFYMETRIX INC COM 00826T108 65265 2720513 X 01 769134 1932300 19079 AFTERMARKET TECHNOLO COM COM 008318107 84 4400 X 01 0 0 4400 AGERE SYS INC COM 00845V100 300 214565 X 01 15392 69635 129538 AGERE SYS INC COM 00845V209 745 496525 X 01 128513 32847 335165 AGILENT TECHNOLOGIES INC COM 00846U101 21817 922492 X 01 438645 199 483648 AGILE SOFTWARE CORP DEL COM 00846X105 115 15800 X 01 0 0 15800 AIR PRODS & CHEMS INC COM 009158106 29539 585272 X 01 356766 175 228331 AIRBORNE INC COM 009269101 3744 195000 X 01 114000 0 81000 AIRGAS INC COM 009363102 4969 287200 X 01 170600 0 116600 AIRGATE PCS INC COM 009367103 9 9400 X 01 0 0 9400 AIRTRAN HLDGS INC COM 00949P108 148 27600 X 01 0 0 27600 AKAMAI TECHNOLOGIES INC COM 00971T101 48 36600 X 01 0 0 36600 ALABAMA NATL BANCORP DELA COM 010317105 43 1000 X 01 0 0 1000 ALAMOSA HLDGS INC COM 011589108 13 9100 X 01 0 0 9100 ALARIS MED INC COM 011637105 74 11100 X 01 0 0 11100 ALASKA AIR GROUP INC COM 011659109 2908 111400 X 01 66500 0 44900 ALASKA COMMUNICATIONS SYS GR COM 01167P101 73 15400 X 01 12400 0 3000 ALBANY INTL CORP COM 012348108 4885 181518 X 01 129580 0 51938 ALBANY MOLECULAR RESH INC COM 012423109 275 13000 X 01 3000 0 10000 ALBEMARLE CORP COM 012653101 5436 176795 X 01 107820 0 68975 ALBERTO CULVER CO COM 013068101 4073 85218 X 01 42118 0 43100 ALBERTO CULVER CO COM 013068200 1486 32900 X 01 0 0 32900 ALBERTSONS INC COM 013104104 70636 2318981 X 01 1894964 3350 420667 ALCAN INC COM 013716105 22839 608703 X 01 390952 1100 216651 ALCOA INC COM 013817101 58922 1777431 X 01 826989 51701 898741 ALEXANDER & BALDWIN INC COM 014482103 18375 719756 X 01 570850 5665 143241 ALEXANDERS INC COM 014752109 100 1300 X 01 0 0 1300 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 14476 293400 X 01 142700 143900 6800 ALEXION PHARMACEUTICALS INC COM 015351109 29 1900 X 01 0 0 1900 ALFA CORP COM 015385107 264 22600 X 01 11800 0 10800 ALICO INC COM 016230104 6 200 X 01 0 0 200 ALIGN TECHNOLOGY INC COM 016255101 7540 1865800 X 01 1662800 0 203000 ALKERMES INC COM 01642T108 495 30932 X 01 32 0 30900 ALLEGHANY CORP DEL COM 017175100 78 408 X 01 0 0 408 ALLEGHENY ENERGY INC COM 017361106 44773 1738764 X 01 1454561 22615 261588 ALLEGHENY TECHNOLOGIES INC COM 01741R102 2402 152035 X 01 63941 0 88094 ALLEGIANT BANCORP INC COM 017476102 5 300 X 01 0 0 300 ALLEGIANCE TELECOM INC COM 01747T102 29 15750 X 01 0 0 15750 ALLEN TELECOM INC COM 018091108 167 38806 X 01 4040 0 34766 ALLERGAN INC COM 018490102 14773 221311 X 01 127611 0 93700 ALLETE COM 018522102 9284 342600 X 01 204200 0 138400 ALLIANCE CAP MGMT HLDG L P COM 01855A101 3392 99041 X 01 49731 0 49310 ALLIANCE GAMING CORP COM 01859P609 221 17700 X 01 0 0 17700 ALLIANCE IMAGING INC COM 018606202 66 4900 X 01 0 0 4900 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 400 56373 X 01 11661 0 44712 ALLIANT ENERGY CORP COM 018802108 15201 591461 X 01 348030 35090 208341 ALLIANT TECHSYSTEMS INC COM 018804104 59826 937705 X 01 107605 787075 43025 ALLIED CAP CORP NEW COM 01903Q108 1118 49369 X 01 0 0 49369 ALLIED WASTE INDS INC COM 019589308 2833 295109 X 01 158009 0 137100 ALLMERICA FINL CORP COM 019754100 10315 223265 X 01 128600 0 94665 ALLOS THERAPEUTICS INC COM 019777101 68 7500 X 01 0 0 7500 ALLOY ONLINE INC COM 019855105 129 8900 X 01 0 0 8900 ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 44 11700 X 01 0 0 11700 ALLSTATE CORP COM 020002101 218502 5908652 X 01 4166034 100144 1642474 ALLTEL CORP COM 020039103 27054 575615 X 01 307626 32425 235564 ALPHARMA INC COM 020813101 1245 73301 X 01 10084 0 63217 ALTERA CORP COM 021441100 634687 46668150 X 01 19316570 17666067 9685513 AMAZON COM INC COM 023135106 7003 430925 X 01 140850 228950 61125 AMBAC FINL GROUP INC COM 023139108 101882 1516104 X 01 217415 950700 347989 AMBASSADORS GROUP INC COM 023177108 23 1600 X 01 0 0 1600 AMBASSADORS INTL INC COM 023178106 11 1100 X 01 0 0 1100 AMERADA HESS CORP COM 023551104 264933 3211312 X 01 2021610 68036 1121666 AMERCO COM 023586100 6 400 X 01 0 0 400 AMEREN CORP COM 023608102 393287 9144083 X 01 4209331 2248672 2686080 AMERICA MOVIL S A DE C V ADR 02364W105 13882 1035936 X 01 651015 111206 273715 AMERICA WEST HLDG CORP COM 023657208 9 3300 X 01 0 0 3300 AMERICA ONLINE LATIN AMER IN COM 02365B100 6 9900 X 01 0 0 9900 AMCORE FINL INC COM 023912108 76 3300 X 01 0 0 3300 AMERICA FIRST MTG INVTS INC COM 023934102 10 1000 X 01 0 0 1000 AMERICAN AXLE & MFG HLDGS IN COM 024061103 2727 91700 X 01 89500 0 2200 AMERICAN CAPITAL STRATEGIES COM 024937104 121 4400 X 01 0 0 4400 AMERICAN ELEC PWR INC COM 025537101 1100800 27506239 X 01 13836748 3404193 10265298 AMERICAN ELEC PWR INC PFD 025537200 6154 125000 X 01 0 125000 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 6686 316250 X 01 170400 0 145850 AMERICAN EXPRESS CO COM 025816109 124669 3432513 X 01 1992450 2406 1437657 AMERICAN FINL GROUP INC OHIO COM 025932104 6503 272100 X 01 162000 0 110100 AMERICAN FINL HLDGS INC COM 026075101 906 30269 X 01 3195 0 27074 AMERICAN GREETINGS CORP COM 026375105 14137 848548 X 01 643923 1925 202700 AMERICAN HEALTHWAYS INC COM 02649V104 105 5900 X 01 0 0 5900 AMERICAN INTL GROUP INC COM 026874107 4253735 62344057 X 01 28729923 12888080 20726054 AMERICAN ITALIAN PASTA CO COM 027070101 1458 28585 X 01 2483 0 26102 AMERICAN MGMT SYS INC COM 027352103 1592 83283 X 01 27960 0 55323 AMERICAN MED SYS HLDGS INC COM 02744M108 25835 1287900 X 01 722700 483700 81500 AMERICAN MED SEC GROUP INC COM 02744P101 7 300 X 01 0 0 300 AMERICAN NATL INS CO COM 028591105 17554 182284 X 01 155560 1960 24764 AMERICAN PHARMACEUTICALS PTN COM 02886P109 47 3800 X 01 0 0 3800 AMERICAN PHYSICIANS CAPITAL COM 028884104 26 1400 X 01 0 0 1400 AMERICAN PWR CONVERSION CORP COM 029066107 4195 332177 X 01 172709 0 159468 AMERICAN SOFTWARE INC COM 029683109 902 275000 X 01 0 0 275000 AMERICAN STD COS INC DEL COM 029712106 109545 1458658 X 01 217339 830340 410979 AMERICAN STS WTR CO COM 029899101 513 19347 X 01 2120 0 17227 AMERICAN TOWER CORP COM 029912201 238 68900 X 01 1100 0 67800 AMERICAN SUPERCONDUCTOR CORP COM 030111108 58 10600 X 01 3100 0 7500 AMERICAN WTR WKS INC COM 030411102 17751 410800 X 01 237200 0 173600 AMERICAN WOODMARK CORP COM 030506109 123 2200 X 01 0 0 2200 AMERICREDIT CORP COM 03060R101 9832 350500 X 01 201200 0 149300 AMERISTAR CASINOS INC COM 03070Q101 99 3400 X 01 0 0 3400 AMERON INTL INC COM 030710107 903 12500 X 01 0 0 12500 AMERIPATH INC COM 03071D109 1120 46647 X 01 4147 0 42500 AMERISOURCE HEALTH CORP CVB 03071PAD4 136 85000 X 01 0 0 85000 AMERITRADE HLDG CORP COM 03072H109 265 57900 X 01 0 0 57900 AMERUS GROUP CO COM 03072M108 5940 160100 X 01 93200 0 66900 AMERISOURCEBERGEN CORP COM 03073E105 100174 1318076 X 01 155619 933447 229010 AMERIGROUP CORP COM 03073T102 49 1800 X 01 0 0 1800 AMETEK INC NEW COM 031100100 5941 159500 X 01 80200 0 79300 AMGEN INC COM 031162100 1144130 27319248 X 01 14241556 2237083 10840609 AMKOR TECHNOLOGY INC COM 031652100 78 12500 X 01 0 0 12500 AMPHENOL CORP NEW COM 032095101 25056 696000 X 01 395300 255400 45300 AMSOUTH BANCORPORATION COM 032165102 170699 7627306 X 01 6029137 15750 1582419 AMSURG CORP COM 03232P405 257 9800 X 01 0 0 9800 AMYLIN PHARMACEUTICALS INC COM 032346108 306 28000 X 01 0 0 28000 AMTRAN INC COM 03234G106 19 2800 X 01 0 0 2800 ANADARKO PETE CORP COM 032511107 23235 471297 X 01 249532 0 221765 ANADIGICS INC COM 032515108 11170 1355600 X 01 756300 498700 100600 ANALOG DEVICES INC COM 032654105 17065 574594 X 01 314194 0 260400 ANALOGIC CORP COM 032657207 875 17803 X 01 1780 0 16023 ANALYSTS INTL CORP COM 032681108 119 27923 X 01 3258 0 24665 ANAREN MICROWAVE INC COM 032744104 42 4900 X 01 2200 0 2700 ANCHOR BANCORP WIS INC COM 032839102 776 32186 X 01 3327 0 28859 ANDREW CORP COM 034425108 27029 1811570 X 01 1569360 9450 232760 ANDRX GROUP COM 034553107 2166 80295 X 01 68595 0 11700 ANGELICA CORP COM 034663104 169 9840 X 01 1079 0 8761 ANHEUSER BUSCH COS INC COM 035229103 1108151 22163013 X 01 10039151 7509352 4614510 ANIXTER INTL INC COM 035290105 1130 48105 X 01 4987 0 43118 ANNALY MTG MGMT INC COM 035710409 128 6600 X 01 0 0 6600 ANNTAYLOR STORES CORP COM 036115103 1618 63743 X 01 10380 0 53363 ANSYS INC COM 03662Q105 483 24009 X 01 1909 0 22100 ANTHEM INC COM 03674B104 126559 1875506 X 01 1048365 712750 114391 ANTHEM INC PFD 03674B203 179 2160 X 01 0 0 2160 ANTEON INTL CORP COM 03674E108 10840 428800 X 01 380400 0 48400 ANSWERTHINK INC COM 036916104 66 17500 X 01 0 0 17500 ANTHRACITE CAP INC COM 037023108 109 8200 X 01 0 0 8200 ANTIGENICS INC DEL COM 037032109 95 9600 X 01 0 0 9600 AON CORP COM 037389103 61091 2072297 X 01 1634640 3055 434602 APACHE CORP COM 037411105 280728 4883920 X 01 1317254 2657323 909343 APARTMENT INVT & MGMT CO COM 03748R101 31823 646800 X 01 316100 315400 15300 APEX MORTGAGE CAPITAL COM 037564101 10 700 X 01 0 0 700 APOGEE ENTERPRISES INC COM 037598109 551 38355 X 01 3797 0 34558 APHTON CORP COM 03759P101 51 6800 X 01 0 0 6800 APOLLO GROUP INC COM 037604105 11193 283952 X 01 143752 0 140200 APOLLO GROUP INC COM 037604204 22 733 X 01 0 0 733 APOGENT TECHNOLOGIES INC COM 03760A101 10051 488600 X 01 252400 0 236200 APPLE COMPUTER INC COM 037833100 10920 616250 X 01 355650 0 260600 APPLEBEES INTL INC COM 037899101 1688 73566 X 01 11604 0 61962 APRIA HEALTHCARE GROUP INC COM 037933108 5501 245600 X 01 133200 0 112400 APPLERA CORP COM 038020103 193061 9905639 X 01 2890287 5613434 1401918 APPLERA CORP COM 038020202 341 28450 X 01 2250 0 26200 APPLICA INC COM 03815A106 372 30007 X 01 3093 0 26914 APPLIED DIGITAL SOLUTIONS COM 038188108 97 149600 X 01 0 0 149600 APPLIED FILMS CORP COM 038197109 32 2900 X 01 0 0 2900 APPLIED INDL TECHNOLOGIES IN COM 03820C105 584 29927 X 01 2606 0 27321 APPLIED MATLS INC COM 038222105 875689 46040431 X 01 14321748 18830740 12887943 APPLIED MICRO CIRCUITS CORP COM 03822W109 2372 501525 X 01 290113 32 211380 APPLIED MOLECULAR EVOLUTION COM 03823E108 850 147000 X 01 140000 0 7000 APTARGROUP INC COM 038336103 1609 52329 X 01 9061 0 43268 AQUILA INC COM 03840P102 5974 746760 X 01 423300 0 323460 ARACRUZ CELULOSE S A ADR 038496204 3645 182234 X 01 131204 0 51030 ARBITRON INC COM 03875Q108 19697 631320 X 01 6622 482963 141735 ARCH CHEMICALS INC COM 03937R102 715 28941 X 01 2973 0 25968 ARCH COAL INC COM 039380100 4755 209400 X 01 124000 0 85400 ARCHER DANIELS MIDLAND CO COM 039483102 146574 11460051 X 01 8689826 28420 2741805 ARCHSTONE SMITH TR COM 039583109 9509 356143 X 01 161100 164100 30943 ARCTIC CAT INC COM 039670104 553 31801 X 01 3092 0 28709 ARDEN RLTY INC COM 039793104 52287 1837865 X 01 1033653 16450 787762 ARENA PHARMACEUTICALS INC COM 040047102 88 10500 X 01 0 0 10500 ARGONAUT GROUP INC COM 040157109 69 3200 X 01 0 0 3200 ARGOSY GAMING CO COM 040228108 1285 45241 X 01 3912 0 41329 ARIAD PHARMACEUTICALS INC COM 04033A100 64 15300 X 01 0 0 15300 ARIBA INC COM 04033V104 1155 361925 X 01 400 100 361425 ARKANSAS BEST CORP DEL COM 040790107 805 31578 X 01 3327 0 28251 ARMOR HOLDINGS INC COM 042260109 1214 47613 X 01 4158 0 43455 ARMSTRONG HLDGS INC COM 042384107 6 3500 X 01 0 0 3500 ARQULE INC COM 04269E107 184 27311 X 01 2748 0 24563 ARRIS GROUP INC COM 04269Q100 86 19100 X 01 0 0 19100 ARRAY BIOPHARMA INC COM 04269X105 77 8000 X 01 0 0 8000 ARROW ELECTRS INC COM 042735100 311294 15002120 X 01 7904289 1733387 5364444 ARROW FINL CORP COM 042744102 50 1460 X 01 0 0 1460 ARROW INTL INC COM 042764100 98 2500 X 01 0 0 2500 ART TECHNOLOGY GROUP INC COM 04289L107 8 8300 X 01 0 0 8300 ARTISAN COMPONENTS INC COM 042923102 57 6300 X 01 0 0 6300 ARTESYN TECHNOLOGIES INC COM 043127109 334 51158 X 01 8109 0 43049 ARVINMERITOR INC COM 043353101 6645 276875 X 01 161750 0 115125 ASBURY AUTOMOTIVE GROUP INC COM 043436104 30 2200 X 01 0 0 2200 ASCENTIAL SOFTWARE CORP COM 04362P108 4859 1741671 X 01 644911 3573 1093187 ASHANTI GOLDFIELDS LTD ADR 043743202 1493 301700 X 01 10000 276400 15300 ASHLAND INC COM 044204105 189353 4675374 X 01 2953593 155590 1566191 ASHWORTH INC COM 04516H101 136 15105 X 01 1677 0 13428 ASIAINFO HLDGS INC COM 04518A104 139 10500 X 01 0 0 10500 ASPECT MED SYS INC COM 045235108 27 7100 X 01 0 0 7100 ASPECT COMMUNICATIONS CORP COM 04523Q102 217 67759 X 01 7007 0 60752 ASPEN TECHNOLOGY INC COM 045327103 479 57438 X 01 7548 0 49890 ASSOCIATED BANC CORP COM 045487105 11728 310999 X 01 175377 0 135622 ASSOCIATED ESTATES RLTY CORP COM 045604105 7 700 X 01 0 0 700 ASTEC INDS INC COM 046224101 407 25317 X 01 2615 0 22702 ASTORIA FINL CORP COM 046265104 12244 382043 X 01 218843 0 163200 ASTRAZENECA PLC ADR 046353108 40610 990499 X 01 842833 0 147666 ASTROPOWER INC COM 04644A101 664 33804 X 01 3007 0 30797 AT RD INC COM 04648K105 47 7600 X 01 0 0 7600 ASYST TECHNOLOGY CORP COM 04648X107 291 14300 X 01 0 0 14300 AT & T LATIN AMER CORP COM 04649A106 4 8200 X 01 0 0 8200 ATHEROGENICS INC COM 047439104 62 8600 X 01 0 0 8600 ATLANTIC COAST AIRLINES HLDG COM 048396105 17017 784213 X 01 412156 255200 116857 ATLAS AIR WORLDWIDE HLDGS IN COM 049164106 562 151900 X 01 90500 0 61400 ATMEL CORP COM 049513104 24048 3841586 X 01 2517800 332100 991686 ATMOS ENERGY CORP COM 049560105 1357 57888 X 01 10173 0 47715 ATRIX LABS INC COM 04962L101 205 9200 X 01 0 0 9200 ATWOOD OCEANICS INC COM 050095108 802 21386 X 01 1892 0 19494 AUDIOVOX CORP COM 050757103 271 34114 X 01 3080 0 31034 AUGUST TECHNOLOGY CORP COM 05106U105 52 5300 X 01 0 0 5300 AURORA FOODS INC COM 05164B106 7 4500 X 01 0 0 4500 AUSPEX SYS INC COM 052116100 1 4900 X 01 0 0 4900 AUTODESK INC COM 052769106 2625 198134 X 01 109734 0 88400 AUTOLIV INC COM 052800109 110872 4399666 X 01 3373775 322995 702896 AUTOMATIC DATA PROCESSING IN COM 053015103 171915 3947540 X 01 1292845 39697 2614998 AUTONATION INC COM 05329W102 29208 2014325 X 01 1838525 1300 174500 AUTOZONE INC COM 053332102 18555 240035 X 01 91235 0 148800 AVALONBAY CMNTYS INC COM 053484101 31013 664090 X 01 519625 83625 60840 AVANIR PHARMACEUTICALS COM 05348P104 41 31200 X 01 0 0 31200 AVANEX CORP COM 05348W109 14 7000 X 01 0 0 7000 AVANT IMMUNOTHERAPEUTICS INC COM 053491106 6 5600 X 01 0 0 5600 AVAYA INC COM 053499109 19388 3916863 X 01 1434477 447028 2035358 AVERY DENNISON CORP COM 053611109 11281 179780 X 01 100780 0 79000 AVIALL INC NEW COM 05366B102 130 9300 X 01 0 0 9300 AVICI SYS INC COM 05367L109 5 5300 X 01 0 0 5300 AVID TECHNOLOGY INC COM 05367P100 318 34322 X 01 3451 0 30871 AVIGEN INC COM 053690103 44 4700 X 01 2500 0 2200 AVISTA CORP COM 05379B107 931 67483 X 01 11310 0 56173 AVNET INC COM 053807103 394677 17948013 X 01 10264717 1743957 5939339 AVOCENT CORP COM 053893103 57249 3596041 X 01 286314 3206966 102761 AVON PRODS INC COM 054303102 1010903 19351137 X 01 8868220 7497100 2985817 AWARE INC MASS COM 05453N100 107 28120 X 01 2975 0 25145 AXCELIS TECHNOLOGIES INC COM 054540109 1787 158169 X 01 14585 0 143584 AZTAR CORP COM 054802103 993 47724 X 01 4990 0 42734 AXCAN PHARMA INC COM 054923107 17245 1154300 X 01 647300 411700 95300 BB&T CORP COM 054937107 32089 831312 X 01 423614 0 407698 BCE INC COM 05534B109 3 192 X 01 192 0 0 BEI TECHNOLOGIES INC COM 05538P104 254 22168 X 01 1904 0 20264 BISYS GROUP INC COM 055472104 72469 2176250 X 01 519100 1333150 324000 BISYS GROUP INC CVB 055472AB0 170 145000 X 01 0 0 145000 BJ SVCS CO COM 055482103 9149 270048 X 01 134948 0 135100 BKF CAP GROUP INC COM 05548G102 3 100 X 01 0 0 100 BJS WHOLESALE CLUB INC COM 05548J106 12632 328100 X 01 171400 0 156700 BMC INDS INC MINN COM 055607105 5 5100 X 01 0 0 5100 BOK FINL CORP COM 05561Q201 187 5599 X 01 4326 0 1273 BP AMOCO P L C ADR 055622104 950869 18832812 X 01 8218056 8209799 2404957 BRE PROPERTIES INC COM 05564E106 274 8800 X 01 3800 0 5000 BSB BANCORP COM 055652101 37 1400 X 01 0 0 1400 BMC SOFTWARE INC COM 055921100 6269 377657 X 01 202857 0 174800 BAKER HUGHES INC COM 057224107 437534 13143112 X 01 6698953 2890244 3553915 BALDOR ELEC CO COM 057741100 1365 54186 X 01 10217 0 43969 BALDWIN & LYONS INC COM 057755209 5 200 X 01 0 0 200 BALL CORP COM 058498106 3987 96122 X 01 43718 0 52404 BALLY TOTAL FITNESS HLDG COR COM 05873K108 855 45713 X 01 4395 0 41318 BANCFIRST CORP COM 05945F103 32 700 X 01 0 0 700 BANCO BILBAO VIZCAYA ARGENTA ADR 05946K101 20919 1872769 X 01 1868662 0 4107 BANCO SANTIAGO ADR 05965L105 641 36948 X 01 36948 0 0 BANCORPSOUTH INC COM 059692103 14034 694762 X 01 569075 2300 123387 BANDAG INC COM 059815100 2345 82800 X 01 49000 0 33800 BANK OF AMERICA CORPORATION COM 060505104 3574024 50796245 X 01 22466607 12760513 15569125 BANK OF GRANITE CORP COM 062401104 54 2750 X 01 0 0 2750 BANK HAWAII CORP COM 062540109 50140 1790727 X 01 1477134 11250 302343 BANK MONTREAL QUE COM 063671101 7 300 X 01 0 0 300 BANK MUT CORP COM 063748107 47 2300 X 01 0 0 2300 BANK NEW YORK INC COM 064057102 168117 4981253 X 01 683021 91603 4206629 BANK ONE CORP COM 06423A103 2152740 55944398 X 01 25954012 15120576 14869810 BANKATLANTIC BANCORP COM 065908501 53 4300 X 01 0 0 4300 BANKNORTH GROUP INC NEW COM 06646R107 16329 627567 X 01 361700 0 265867 BANKUNITED FINL CORP COM 06652B103 50 2600 X 01 0 0 2600 BANNER CORP COM 06652V109 35 1400 X 01 0 0 1400 BANTA CORP COM 066821109 3780 105300 X 01 63450 0 41850 BARD C R INC COM 067383109 5892 104127 X 01 59327 0 44800 BARNES & NOBLE INC COM 067774109 7075 267700 X 01 159300 0 108400 BARNES GROUP INC COM 067806109 555 24257 X 01 2496 0 21761 BARNESANDNOBLE COM INC COM 067846105 1 1000 X 01 1000 0 0 BARRICK GOLD CORP COM 067901108 15945 839661 X 01 478232 0 361429 BARR LABS INC COM 068306109 12376 194800 X 01 102300 0 92500 BARRA INC COM 068313105 1285 34550 X 01 5061 0 29489 BASSETT FURNITURE INDS INC COM 070203104 270 13850 X 01 1548 0 12302 BAUSCH & LOMB INC COM 071707103 6319 186677 X 01 143227 0 43450 BAXTER INTL INC COM 071813109 328611 7392825 X 01 4740802 19540 2632483 BAY VIEW CAP CORP DEL COM 07262L101 56 8700 X 01 0 0 8700 BBVA BANCO BHIF ADR 073297103 2111 185200 X 01 185800 0 -600 BE AEROSPACE INC COM 073302101 627 47536 X 01 4728 0 42808 BEA SYS INC COM 073325102 5585 587251 X 01 237688 73369 276194 BEACON POWER CORP COM 073677106 6 28823 X 01 0 0 28823 BEAR STEARNS COS INC COM 073902108 71831 1173702 X 01 927637 35950 210115 BEAZER HOMES USA INC COM 07556Q105 145 1813 X 01 0 0 1813 BEBE STORES INC COM 075571109 59 2900 X 01 0 0 2900 BECKMAN COULTER INC COM 075811109 15497 310562 X 01 174900 0 135662 BECTON DICKINSON & CO COM 075887109 40643 1179774 X 01 711093 3000 465681 BED BATH & BEYOND INC COM 075896100 365624 9687980 X 01 4658560 2882125 2147295 BEDFORD PPTY INVS INC COM 076446301 73 2700 X 01 0 0 2700 BEL FUSE INC COM 077347300 405 14985 X 01 1433 0 13552 BELDEN INC COM 077459105 756 36272 X 01 7827 0 28445 BELL MICROPRODUCTS INC COM 078137106 185 22943 X 01 2304 0 20639 BELLSOUTH CORP COM 079860102 490780 15580310 X 01 8631995 2495373 4452942 BELO CORP COM 080555105 10132 448100 X 01 267400 0 180700 BEMIS INC COM 081437105 46433 977542 X 01 736717 4800 236025 BENCHMARK ELECTRS INC COM 08160H101 1120 38610 X 01 6213 0 32397 BENTLEY PHARMACEUTIC COM COM 082657107 61 5300 X 01 0 0 5300 BERKLEY W R CORP COM 084423102 1859 33800 X 01 0 0 33800 BERKSHIRE HATHAWAY INC DEL COM 084670108 2004 30 X 01 10 5 15 BERKSHIRE HATHAWAY INC DEL COM 084670207 27096 12129 X 01 3772 1642 6715 BERRY PETE CO COM 085789105 118 7000 X 01 0 0 7000 BEST BUY INC COM 086516101 787386 21691076 X 01 7559076 10408465 3723535 BEVERLY ENTERPRISES INC COM 087851309 352 46200 X 01 10900 0 35300 BHP LTD ADR 088606108 2476 209800 X 01 95200 0 114600 BIG LOTS INC COM 089302103 5112 259757 X 01 114035 16900 128822 BIO RAD LABS INC COM 090572207 309 6800 X 01 0 0 6800 BIO TECHNOLOGY GEN CORP COM 090578105 2038 339160 X 01 21533 0 317627 BIOGEN INC COM 090597105 19885 479966 X 01 373266 0 106700 BIOMET INC COM 090613100 11808 435385 X 01 242210 0 193175 BIOMARIN PHARMACEUTICAL INC COM 09061G101 49 9400 X 01 0 0 9400 BIOPURE CORP COM 09065H105 63 8200 X 01 0 0 8200 BIOTECH HOLDERS TR COM 09067D201 8 100 X 01 0 100 0 BIOSITE DIAGNOSTICS INC COM 090945106 645 22913 X 01 2013 0 20900 BIORELIANCE CORP COM 090951104 45 1800 X 01 0 0 1800 BLACK & DECKER CORP COM 091797100 58881 1221591 X 01 994175 3950 223466 BLACK BOX CORP DEL COM 091826107 1251 30709 X 01 4631 0 26078 BLACK HILLS CORP COM 092113109 3716 107375 X 01 62950 0 44425 BLACKROCK NY INVT QUALITY MU COM 09247E103 90 6181 X 01 6181 0 0 BLACKROCK INC COM 09247X101 14530 328000 X 01 159500 144600 23900 BLOCK H & R INC COM 093671105 14708 318704 X 01 173959 3220 141525 BLOCKBUSTER INC COM 093679108 62 2300 X 01 0 0 2300 BLYTH INC COM 09643P108 6972 223314 X 01 116170 0 107144 BOB EVANS FARMS INC COM 096761101 4549 144498 X 01 85765 0 58733 BOCA RESORTS INC COM 09688T106 56 4200 X 01 0 0 4200 BOEING CO COM 097023105 121408 2697965 X 01 1417979 1745 1278241 BOISE CASCADE CORP COM 097383103 63921 1851162 X 01 1011922 210995 628245 BOMBAY CO INC COM 097924104 57 12800 X 01 0 0 12800 BONE CARE INTL INC COM 098072101 116 19750 X 01 0 0 19750 BORDERS GROUP INC COM 099709107 6006 326400 X 01 193100 0 133300 BORG WARNER INC COM 099724106 11139 192850 X 01 139950 0 52900 BORLAND SOFTWARE CORP COM 099849101 321 31200 X 01 0 0 31200 BOSTON COMMUNICATIONS GROUP COM 100582105 178 22185 X 01 2260 0 19925 BOSTON PRIVATE FINL HLDGS IN COM 101119105 850 34341 X 01 2972 0 31369 BOSTON PROPERTIES INC COM 101121101 27573 690200 X 01 345900 328000 16300 BOSTON SCIENTIFIC CORP COM 101137107 21186 722581 X 01 375321 4900 342360 BOWATER INC COM 102183100 21329 392300 X 01 139700 156400 96200 BOWNE & CO INC COM 103043105 646 43816 X 01 4405 0 39411 BOYD GAMING CORP COM 103304101 115 8000 X 01 0 0 8000 BOYDS COLLECTION LTD COM 103354106 105 16700 X 01 0 0 16700 BRADY CORP COM 104674106 1173 33517 X 01 6788 0 26729 BRANDYWINE RLTY TR COM 105368203 259 10000 X 01 5900 0 4100 BRASCAN CORP COM 10549P606 361 15700 X 01 15700 0 0 BRIGGS & STRATTON CORP COM 109043109 1448 37755 X 01 4661 0 33094 BRIGHT HORIZON FAMILY SOLUTI COM 109195107 169 5100 X 01 0 0 5100 BRIGHTPOINT INC COM 109473405 3 1285 X 01 0 0 1285 BRINKER INTL INC COM 109641100 14342 451710 X 01 233717 0 217993 BRISTOL MYERS SQUIBB CO COM 110122108 205708 8004220 X 01 4714861 305065 2984294 BRISTOL MYERS SQUIBB CO CNN 110122AG3 790 791000 X 01 791000 0 0 BRITESMILE INC COM 110415106 8 3200 X 01 0 0 3200 BRITISH SKY BROADCASTING GRO ADR 111013108 71 1227 X 01 232 0 995 BROADCOM CORP COM 111320107 7631 435068 X 01 249168 0 185900 BROADVISION INC COM 111412102 12 37400 X 01 1200 0 36200 BROADWING INC COM 111620100 3425 1317125 X 01 519799 0 797326 BROCADE COMMUNICATIONS SYS I COM 111621108 65553 3750200 X 01 292750 3408150 49300 BROOKFIELD PPTYS CORP COM 112900105 5214 259400 X 01 124400 135000 0 BROOKLINE BANCORP INC COM 113739106 53 2100 X 01 0 0 2100 BROOK-PRI AUTOMATION INC COM 11442E102 12349 483120 X 01 254824 158900 69396 BROOKTROUT INC COM 114580103 81 14126 X 01 1658 0 12468 BROWN & BROWN INC COM 115236101 230 7300 X 01 2600 0 4700 BROWN FORMAN CORP COM 115637209 7887 114309 X 01 65009 0 49300 BROWN TOM INC COM 115660201 1416 49932 X 01 5328 0 44604 BROWN SHOE INC NEW COM 115736100 632 22480 X 01 2370 0 20110 BRUKER DALTONICS INC COM 116795105 66 16800 X 01 0 0 16800 BRUNSWICK CORP COM 117043109 28846 1030231 X 01 889931 3150 137150 BRUSH ENGINEERED MATLS INC COM 117421107 282 22702 X 01 2148 0 20554 BUCA INC COM 117769109 128 6700 X 01 0 0 6700 BSQUARE CORP COM 11776U102 5 2300 X 01 0 0 2300 BUCKEYE TECHNOLOGIES INC COM 118255108 427 43565 X 01 4634 0 38931 BUCKLE INC COM 118440106 86 3500 X 01 0 0 3500 BUILDING MATLS HLDG CORP COM 120113105 221 15411 X 01 1673 0 13738 BURLINGTON COAT FACTORY COM 121579106 1134 53375 X 01 5941 0 47434 BURLINGTON NORTHN SANTA FE C COM 12189T104 889538 29651256 X 01 13174964 5470164 11006128 BURLINGTON RES INC COM 122014103 13190 347112 X 01 199921 0 147191 BURNHAM PAC PPTYS INC COM 12232C108 0 7200 X 01 0 0 7200 BUSINESS OBJECTS S A ADR 12328X107 79241 2819952 X 01 303622 2462150 54180 BUTLER MFG CO DEL COM 123655102 201 7312 X 01 833 0 6479 C&D TECHNOLOGIES INC COM 124661109 680 37710 X 01 5948 0 31762 CBL & ASSOC PPTYS INC COM 124830100 178 4400 X 01 0 0 4400 CCC INFORMATION SVCS GROUP I COM 12487Q109 57 4100 X 01 0 0 4100 CBRL GROUP INC COM 12489V106 6931 227775 X 01 135100 0 92675 CCBT FINL COS INC COM 12500Q102 31 1100 X 01 0 0 1100 C COR NET CORP COM 125010108 423 60428 X 01 4767 0 55661 C D I CORP COM 125071100 838 25735 X 01 2609 0 23126 CDW COMPUTER CTRS INC COM 125129106 153787 3285340 X 01 532798 2089950 662592 CEC ENTMT INC COM 125137109 2040 49395 X 01 7245 0 42150 CEC ENTERTAINMENT IN COM 125137208 4 X 01 4 0 0 CFS BANCORP INC COM 12525D102 36 2300 X 01 0 0 2300 CH ENERGY GROUP INC COM 12541M102 1188 24114 X 01 2249 0 21865 C H ROBINSON WORLDWIDE INC COM 12541W100 22301 665100 X 01 212100 277100 175900 CIGNA CORP COM 125509109 506789 5202101 X 01 2306785 717585 2177731 CKE RESTAURANTS INC COM 12561E105 138 12100 X 01 0 0 12100 CLECO CORP NEW COM 12561W105 7258 331400 X 01 111800 134200 85400 CMGI INC COM 125750109 266 553929 X 01 1200 0 552729 CMS ENERGY CORP COM 125896100 15539 1415166 X 01 1078716 1450 335000 CPI CORP COM 125902106 212 10870 X 01 1071 0 9799 CPB INC COM 125903104 41 900 X 01 0 0 900 CSS INDS INC COM 125906107 249 7000 X 01 0 0 7000 CSK AUTO CORP COM 125965103 176 12600 X 01 0 0 12600 CNA FINL CORP COM 126117100 527 19900 X 01 0 0 19900 CNA SURETY CORP COM 12612L108 35 2400 X 01 0 0 2400 CNF INC COM 12612W104 7399 194800 X 01 115900 0 78900 CNET NETWORKS INC COM 12613R104 85 42500 X 01 0 0 42500 CRH PLC ADR 12626K203 59 3534 X 01 909 0 2625 CSG SYS INTL INC COM 126349109 4507 235500 X 01 125800 0 109700 CSX CORP COM 126408103 752278 21462984 X 01 11254605 2512669 7695710 CT COMMUNICATIONS INC COM 126426402 45 2800 X 01 0 0 2800 CTS CORP COM 126501105 19630 1630381 X 01 1377154 13500 239727 CUNO INC COM 126583103 956 26411 X 01 2250 0 24161 CVB FINL CORP COM 126600105 216 9499 X 01 0 0 9499 CVS CORP COM 126650100 25971 848737 X 01 369296 2874 476567 CV THERAPEUTICS INC COM 126667104 242 12980 X 01 2000 0 10980 CABLEVISION SYS CORP COM 12686C109 456 48200 X 01 14100 0 34100 CABLEVISION SYS CORP COM 12686C844 32 3650 X 01 350 0 3300 CABLE DESIGN TECHNOLOGIES CO COM 126924109 647 63136 X 01 11834 0 51302 CABOT CORP COM 127055101 152578 5325581 X 01 2838848 644902 1841831 CABOT OIL & GAS CORP COM 127097103 943 41262 X 01 4276 0 36986 CABOT MICROELECTRONICS CORP COM 12709P103 4949 114677 X 01 57401 0 57276 CACI INTL INC COM 127190304 1666 43620 X 01 3801 0 39819 CADENCE DESIGN SYSTEM INC COM 127387108 38398 2382035 X 01 1481700 59800 840535 CADIZ INC COM 127537108 159 18700 X 01 0 0 18700 CAL DIVE INTL INC COM 127914109 12439 565411 X 01 461975 0 103436 CALGON CARBON CORP COM 129603106 55 6500 X 01 0 0 6500 CALIFORNIA AMPLIFIER INC COM 129900106 831 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 176 7100 X 01 0 0 7100 CALIFORNIA WTR SVC GROUP COM 130788102 66 2600 X 01 0 0 2600 CALIPER TECHNOLOGIES CORP COM 130876105 79 9500 X 01 0 0 9500 CALLAWAY GOLF CO COM 131193104 4944 312100 X 01 184400 0 127700 CALPINE CORP COM 131347106 4167 592706 X 01 333706 0 259000 CAMBREX CORP COM 132011107 1513 37732 X 01 3550 0 34182 CAMDEN NATL CORP COM 133034108 6 200 X 01 0 0 200 CAMDEN PPTY TR COM 133131102 17864 482420 X 01 242420 236100 3900 CAMINUS CORP COM 133766105 43 7300 X 01 0 0 7300 CAMPBELL SOUP CO COM 134429109 17798 643456 X 01 354440 0 289016 CANADA LIFE FINL CORP COM 135113108 229 9300 X 01 9300 0 0 CANADIAN NAT RES LTD COM 136385101 7 200 X 01 0 0 200 CANADIAN PAC RY LTD COM 13645T100 251 10233 X 01 10233 0 0 CANON INC ADR 138006309 116 3078 X 01 798 0 2280 CANTEL MEDICAL CORP COM 138098108 42 2300 X 01 0 0 2300 CAPITAL CITY BK GROUP INC COM 139674105 45 1300 X 01 0 0 1300 CAPITAL AUTOMOTIVE REIT COM 139733109 117 4900 X 01 0 0 4900 CAPITAL ONE FINL CORP COM 14040H105 94927 1554911 X 01 864783 381585 308543 CAPITAL SOUTHWEST CORP COM 140501107 7 100 X 01 0 0 100 CAPITOL FED FINL COM 14057C106 219 8400 X 01 5300 0 3100 CAPSTONE TURBINE CORP COM 14067D102 50 30072 X 01 1272 0 28800 CAPSTEAD MTG CORP COM 14067E506 28 1250 X 01 0 0 1250 CAPTARIS INC COM 14071N104 109 36852 X 01 4272 0 32580 CARBO CERAMICS INC COM 140781105 774 20955 X 01 2020 0 18935 CARAUSTAR INDS INC COM 140909102 478 38266 X 01 5188 0 33078 CARDIAC SCIENCE INC COM 141410209 53 14200 X 01 0 0 14200 CARDINAL HEALTH INC COM 14149Y108 3155405 51382597 X 01 23301370 10479473 17601754 CARDIODYNAMICS INTL CORP COM 141597104 57 15300 X 01 0 0 15300 CAREER EDUCATION CORP COM 141665109 107622 2391600 X 01 449500 1513900 428200 CAREMARK RX INC COM 141705103 1901 115234 X 01 46300 0 68934 CARLISLE COS INC COM 142339100 5676 126200 X 01 71800 0 54400 CARNIVAL CORP COM 143658102 324056 11702991 X 01 3220706 7904950 577335 CARPENTER TECHNOLOGY CORP COM 144285103 2576 89400 X 01 52600 0 36800 CARRAMERICA RLTY CORP COM 144418100 145 4700 X 01 0 0 4700 CARREKER CORP COM 144433109 373 32444 X 01 2860 0 29584 CASCADE BANCORP COM 147154108 59 3300 X 01 0 0 3300 CASCADE NAT GAS CORP COM 147339105 855 40918 X 01 1431 0 39487 CASELLA WASTE SYS INC COM 147448104 31 2600 X 01 0 0 2600 CASEYS GEN STORES INC COM 147528103 957 79485 X 01 15650 0 63835 CASH AMER INTL INC COM 14754D100 292 31745 X 01 3317 0 28428 CASTLE A M & CO COM 148411101 316 25306 X 01 1911 0 23395 CATALINA MARKETING CORP COM 148867104 7133 252779 X 01 130600 0 122179 CATALYTICA ENERGY SYS INC COM 148884109 14 4300 X 01 0 0 4300 CATAPULT COMMUNICATIONS CORP COM 149016107 405 18512 X 01 1775 0 16737 CATELLUS DEV CORP COM 149111106 157 7700 X 01 0 0 7700 CATERPILLAR INC DEL COM 149123101 37781 771821 X 01 475571 300 295950 CATHAY BANCORP INC COM 149150104 237 5700 X 01 0 0 5700 CATO CORP NEW COM 149205106 764 34251 X 01 3339 0 30912 CEDAR FAIR L P COM 150185106 166 7000 X 01 2000 0 5000 CELL GENESYS INC COM 150921104 55 4100 X 01 0 0 4100 CELERITEK INC COM 150926103 7 1100 X 01 0 0 1100 CELL THERAPEUTICS INC COM 150934107 88 16200 X 01 2300 0 13900 CELESTICA INC COM 15101Q108 73329 3228928 X 01 384059 2368500 476369 CELGENE CORP COM 151020104 259 16900 X 01 0 0 16900 CELL PATHWAYS INC NEW COM 15114R101 32 21600 X 01 16000 0 5600 CEMEX S A ADR 151290889 1392 52800 X 01 52800 0 0 CENDANT CORP COM 151313103 363554 22893799 X 01 6081757 10785861 6026181 CENDANT CORPORA (MGS) CAL 1513135GT 0 -3000 X 01 0 -3000 0 CENDANT CORPORAT (MT) CAL 1513135GU 0 -3000 X 01 0 -3000 0 CENDANT CORPORA (MOR) CAL 1513135GV 0 -3000 X 01 0 -3000 0 CENDANT CORPORAT (SB) CAL 1513135GW 0 -3000 X 01 0 -3000 0 CENDANT CORPORAT (SB) CAL 1513135GX 0 -3000 X 01 0 -3000 0 CENDANT CORPORAT (SB) CAL 1513135GY 0 -3000 X 01 0 -3000 0 CENDANT CORPORAT (SB) CAL 1513135GZ 0 -3000 X 01 0 -3000 0 CENTENNIAL BANCORP COM 15133T104 31 3987 X 01 0 0 3987 CENTENNIAL COMMUNCTNS CORP N COM 15133V208 49 20100 X 01 6300 0 13800 CENTENE CORP DEL COM 15135B101 59 1900 X 01 0 0 1900 CENTERPOINT PPTYS TR COM 151895109 325 5600 X 01 2500 0 3100 CENTEX CORP COM 152312104 207277 3586733 X 01 1762030 444480 1380223 CENTILLIUM COMMUNICATIONS IN COM 152319109 106 12100 X 01 0 0 12100 CENTEX CONSTRUCTION PRODUCTS COM 15231R109 113 3100 X 01 2100 0 1000 CENTRA SOFTWARE INC COM 15234X103 4 2300 X 01 0 0 2300 CENTRAL COAST BANCORP COM 153145107 66 2900 X 01 0 0 2900 CENTRAL GARDEN & PET CO COM 153527106 7 400 X 01 0 0 400 CENTRAL PKG CORP COM 154785109 1029 45027 X 01 4860 0 40167 CENTRAL VT PUB SVC CORP COM 155771108 14567 809278 X 01 674940 5725 128613 CENTURY ALUM CO COM 156431108 384 25785 X 01 2732 0 23053 CENTURY BUSINESS SVCS INC COM 156490104 36 10900 X 01 0 0 10900 CENTURYTEL INC COM 156700106 8107 274819 X 01 163030 3150 108639 CEPHALON INC COM 156708109 12800 283183 X 01 193067 0 90116 CERIDIAN CORP NEW COM 156779100 53544 2821061 X 01 355972 2038007 427082 CERNER CORP COM 156782104 2318 48461 X 01 4748 0 43713 CERTEGY INC COM 156880106 11481 309376 X 01 165500 0 143876 CERUS CORP COM 157085101 22108 652534 X 01 238831 407850 5853 CHAD THERAPEUTICS INC COM 157228107 3 1000 X 01 1000 0 0 CHAMPION ENTERPRISES INC COM 158496109 8949 1592368 X 01 1396828 0 195540 CHAMPIONSHIP AUTO RACING TEA COM 158711101 15 1500 X 01 0 0 1500 CHAMPS ENTMT INC DEL COM 158787101 44 3600 X 01 0 0 3600 CHARLES RIV LABS INTL INC COM 159864107 26025 742500 X 01 416700 278900 46900 CHARTER ONE FINL INC COM 160903100 81923 2382875 X 01 1695131 8986 678758 CHARTER MUN MTG ACCEP CO COM 160908109 80 4500 X 01 0 0 4500 CHARLOTTE RUSSE HLDG INC COM 161048103 185 8300 X 01 0 0 8300 CHARMING SHOPPES INC COM 161133103 172 19900 X 01 400 0 19500 CHARTER COMMUNICATIONS INC D COM 16117M107 396 97000 X 01 0 0 97000 CHARTER COMMUNICATIONS INC D CVB 16117MAB3 44 85000 X 01 0 0 85000 CHATEAU CMNTYS INC COM 161726104 300 9800 X 01 4100 0 5700 CHATTEM INC COM 162456107 82 2600 X 01 0 0 2600 CHECKFREE CORP NEW COM 162813109 4852 310200 X 01 183400 0 126800 CHECKPOINT SYS INC COM 162825103 527 45065 X 01 4280 0 40785 CHEESECAKE FACTORY INC COM 163072101 7902 222725 X 01 119250 0 103475 CHELSEA PPTY GROUP INC COM 163421100 391 11700 X 01 0 0 11700 CHEMED CORP COM 163596109 588 15603 X 01 4006 0 11597 CHEMFIRST INC COM 16361A106 808 28185 X 01 7001 0 21184 CHEMICAL FINL CORP COM 163731102 142 3796 X 01 0 0 3796 CHESAPEAKE CORP COM 165159104 680 25844 X 01 8220 0 17624 CHESAPEAKE ENERGY CORP COM 165167107 626 86900 X 01 17300 0 69600 CHEVRONTEXACO CORP COM 166764100 842619 9521114 X 01 5448009 1276074 2797031 CHICOS FAS INC COM 168615102 2018 55568 X 01 9819 0 45749 CHILES OFFSHORE INC COM 16888M104 44 1800 X 01 0 0 1800 CHILDRENS PL RETAIL STORES I COM 168905107 1112 41958 X 01 8958 0 33000 CHINA PETE & CHEM CORP ADR 16941R108 2832 160900 X 01 160900 0 0 CHIPPAC INC COM 169657103 122 19800 X 01 0 0 19800 CHOICE HOTELS INTL INC COM 169905106 122 6100 X 01 0 0 6100 CHIQUITA BRANDS INTL INC COM 170032809 190 10600 X 01 0 0 10600 CHIRON CORP COM 170040109 22374 632938 X 01 503282 0 129656 CHITTENDEN CORP COM 170228100 2011 69393 X 01 9759 0 59634 CHOICEPOINT INC COM 170388102 19009 418056 X 01 199131 0 218925 CHOLESTECH CORP COM 170393102 46 4400 X 01 0 0 4400 CHORDIANT SOFTWARE INC COM 170404107 37 18800 X 01 0 0 18800 CHRISTOPHER & BANKS CORP COM 171046105 1720 40673 X 01 3392 0 37281 CHUBB CORP COM 171232101 593087 8376930 X 01 4528206 734301 3114423 CHURCH & DWIGHT INC COM 171340102 5909 188600 X 01 92700 0 95900 CHURCHILL DOWNS INC COM 171484108 48 1200 X 01 0 0 1200 CIBER INC COM 17163B102 711 98096 X 01 24883 0 73213 CIENA CORP COM 171779101 3035 724304 X 01 326740 0 397564 CIMA LABS INC COM 171796105 195 8100 X 01 1400 0 6700 CINCINNATI FINL CORP COM 172062101 13185 283369 X 01 166662 0 116707 CINERGY CORP COM 172474108 358147 9951288 X 01 4927803 1022083 4001402 CIRCUIT CITY STORE INC COM 172737108 6688 356679 X 01 199279 0 157400 CIRCUIT CITY STORE INC COM 172737306 87 4000 X 01 0 0 4000 CIRCOR INTL INC COM 17273K109 33 1900 X 01 0 0 1900 CIRRUS LOGIC CORP COM 172755100 2608 353885 X 01 195285 0 158600 CISCO SYS INC COM 17275R102 2184020 156560540 X 01 72627484 30211814 53721242 CINTAS CORP COM 172908105 13233 267703 X 01 148953 0 118750 CITIGROUP INC COM 172967101 6208110 160209300 X 01 73025574 32727592 54456134 CITIGROUP INC CNN 172967BH3 15042 14559000 X 01 14049000 0 510000 CITIGROUP INC CAL 17296C9AE 0 2979 X 01 2137 842 0 CITIZENS BKG CORP MICH COM 174420109 289 9969 X 01 5000 0 4969 CITIZENS COMMUNICATIONS CO COM 17453B101 4355 520965 X 01 256197 0 264768 CITIZENS INC COM 174740100 139 10725 X 01 0 0 10725 CITRIX SYS INC COM 177376100 1924 318625 X 01 176725 0 141900 CITY BK LYNNWOOD WASH COM 17770A109 58 1800 X 01 0 0 1800 CITY HLDG CO COM 177835105 82 3500 X 01 0 0 3500 CITY NATL CORP COM 178566105 10459 194594 X 01 114250 0 80344 CLAIRES STORES INC COM 179584107 4684 204525 X 01 120600 0 83925 CLARCOR INC COM 179895107 1048 33121 X 01 3328 0 29793 CLARK / BARDES HLDGS INC COM 180668105 128 5600 X 01 0 0 5600 CLAYTON HOMES INC COM 184190106 14698 930260 X 01 349697 358500 222063 CLEAN HARBORS INC COM 184496107 32 2700 X 01 0 0 2700 CLEAR CHANNEL COMMUNICATIONS COM 184502102 273962 8555972 X 01 5211988 18298 3325686 CLEARONE COMMUNICATIONS INC COM 185060100 40 2700 X 01 0 0 2700 CLEVELAND CLIFFS INC COM 185896107 378 13699 X 01 1417 0 12282 CLICK COMMERCE INC COM 18681D109 3 2900 X 01 0 0 2900 CLOROX CO DEL COM 189054109 15426 373053 X 01 207653 0 165400 CLOSURE MED CORP COM 189093107 66 4700 X 01 0 0 4700 COACH INC COM 189754104 10884 198259 X 01 104700 0 93559 COACHMEN INDS INC COM 189873102 840 57929 X 01 2140 0 55789 COASTAL BANCORP INC COM 19041P105 3 100 X 01 0 0 100 COBALT CORP COM 19074W100 187 8200 X 01 0 0 8200 COBIZ INC COM 190897108 5 300 X 01 0 0 300 COCA COLA BOTTLING CO CONS COM 191098102 488 11340 X 01 1189 0 10151 COCA COLA CO COM 191216100 387861 6926089 X 01 4054305 26224 2845560 COCA COLA ENTERPRISES INC COM 191219104 29802 1349736 X 01 926435 2525 420776 COGNEX CORP COM 192422103 1460 72796 X 01 6933 0 65863 COGNIZANT TECHNOLOGY SOLUTIO COM 192446102 199 3700 X 01 0 0 3700 COHERENT INC COM 192479103 2527 84264 X 01 6710 0 77554 COHU INC COM 192576106 567 32793 X 01 2739 0 30054 COINSTAR INC COM 19259P300 225 9200 X 01 0 0 9200 COLDWATER CREEK INC COM 193068103 39 1600 X 01 0 0 1600 COLE NATIONAL CORP NEW COM 193290103 89 4700 X 01 0 0 4700 COLE KENNETH PRODTNS INC COM 193294105 116 4100 X 01 0 0 4100 COLGATE PALMOLIVE CO COM 194162103 586613 11720540 X 01 7992652 90141 3637747 COLGATE PALMOLIVE CO CAL 1941629AH 0 350 X 01 350 0 0 COLLINS & AIKMAN CORP NEW COM 194830204 88 9640 X 01 4440 0 5200 COLONIAL BANCGROUP INC COM 195493309 8589 572600 X 01 280600 0 292000 COLONIAL PPTYS TR COM 195872106 1422 36499 X 01 7465 0 29034 COLUMBIA LABS INC COM 197779101 92 15300 X 01 0 0 15300 COLUMBIA SPORTSWEAR CO COM 198516106 22 700 X 01 0 0 700 COLUMBUS MCKINNON CORP N Y COM 199333105 4 500 X 01 0 0 500 COMFORT SYS USA INC COM 199908104 335 67400 X 01 0 0 67400 COMCAST CORP COM 200300101 1821 75250 X 01 65250 0 10000 COMCAST CORP COM 200300200 1879398 78833824 X 01 33376195 9064000 36393629 COMERICA INC COM 200340107 131658 2144264 X 01 819281 35690 1289293 COMMERCE BANCORP INC NJ COM 200519106 26170 592084 X 01 168700 243700 179684 COMMERCE BANCSHARES INC COM 200525103 1757 39725 X 01 3650 0 36075 COMMERCE GROUP INC MASS COM 200641108 131 3300 X 01 0 0 3300 COMMERCE ONE INC DEL COM 200693109 18 47400 X 01 0 0 47400 COMMERCIAL FEDERAL CORPORATI COM 201647104 25709 886505 X 01 746951 5200 134354 COMMERCIAL METALS CO COM 201723103 39969 851486 X 01 720949 7850 122687 COMMERCIAL NET LEASE RLTY IN COM 202218103 85 5300 X 01 0 0 5300 COMMONWEALTH BANCORP INC COM 20268X102 45 1500 X 01 0 0 1500 COMMONWEALTH INDS INC DEL COM 203004106 132 18395 X 01 2135 0 16260 COMMONWEALTH TEL ENTERPRISES COM 203349105 748 18600 X 01 3300 0 15300 COMMSCOPE INC COM 203372107 3206 256500 X 01 151100 0 105400 COMMUNITY BK SYS INC COM 203607106 42 1300 X 01 0 0 1300 COMMUNITY BKS INC MILLERSBUR COM 203628102 34 1145 X 01 0 0 1145 COMMUNITY HEALTH SYS INC NEW COM 203668108 5264 196400 X 01 7900 185300 3200 COMMUNITY FIRST BANKSHARES I COM 203902101 1516 58092 X 01 10246 0 47846 COMMUNITY TR BANCORP INC COM 204149108 42 1500 X 01 0 0 1500 COMPANHIA BRASILEIRA DE DIST ADR 20440T201 11414 641580 X 01 465280 0 176300 COMPANHIA VALE DO RIO DOCE ADR 204412100 1352 52100 X 01 26100 20000 6000 COMPANHIA VALE DO RIO DOCE ADR 204412209 13215 477600 X 01 301600 56300 119700 COMPANHIA DE SANEAMENTO BASI ADR 20441A102 592 68000 X 01 0 62000 6000 COMPANHIA DE BEBIDAS DAS AME ADR 20441W203 14645 942433 X 01 600635 0 341798 COMPANIA ANONIMA NACIONL TEL ADR 204421101 1858 130536 X 01 35451 10850 84235 COMPANIA CERVECERIAS UNIDAS ADR 204429104 9131 594830 X 01 464330 0 130500 COMPANIA DE TELECOMUNICS CHI ADR 204449300 2998 244772 X 01 177962 0 66810 COMPASS BANCSHARES INC COM 20449H109 17905 532900 X 01 302300 0 230600 COMPUCOM SYS INC COM 204780100 7 1800 X 01 0 0 1800 COMPUCREDIT CORP COM 20478N100 52 7600 X 01 0 0 7600 COMPUTER ASSOC INTL INC COM 204912109 17354 1092122 X 01 541113 0 551009 COMPUTER NETWORK TECHNOLOGY COM 204925101 76 12400 X 01 0 0 12400 COMPUTER SCIENCES CORP COM 205363104 129555 2710366 X 01 1132826 1427950 149590 COMPUTER TASK GROUP INC COM 205477102 1486 298976 X 01 2739 0 296237 COMPUTERIZED THERMAL IMAGING COM 20557C108 5 7400 X 01 0 0 7400 COMPUWARE CORP COM 205638109 4769 785614 X 01 440114 62000 283500 COMSTOCK RES INC COM 205768203 22 2900 X 01 0 0 2900 COMVERSE TECHNOLOGY INC COM 205862402 2884 311436 X 01 179036 0 132400 CONAGRA FOODS INC COM 205887102 324555 11737978 X 01 6441314 242215 5054449 COMPUTER HORIZONS CORP COM 205908106 2 500 X 01 500 0 0 CONCEPTUS INC COM 206016107 110 6700 X 01 0 0 6700 CONCERTO SOFTWARE INC COM 20602T106 88 14029 X 01 1656 0 12373 CONCORD CAMERA CORP COM 206156101 212 41481 X 01 3679 0 37802 CONCORD COMMUNICATIONS INC COM 206186108 435 26405 X 01 2260 0 24145 CONCORD EFS INC COM 206197105 899382 29840136 X 01 12924967 10295078 6620091 CONCURRENT COMPUTER CORP NEW COM 206710204 131 28100 X 01 0 0 28100 CONECTIV INC COM 206829103 9173 355400 X 01 210200 0 145200 CONEXANT SYSTEMS INC COM 207142100 36 22288 X 01 4188 0 18100 CONMED CORP COM 207410101 22082 988911 X 01 822525 9350 157036 CONNECTICUT BANCSHARES INC COM 207540105 46 1400 X 01 0 0 1400 CONNECTICUT WTR SVC INC COM 207797101 123 4050 X 01 0 0 4050 CONNETICS CORP COM 208192104 185 14300 X 01 0 0 14300 CONOCO INC COM 208251504 528985 19028252 X 01 8223884 2427086 8377282 CONSECO INC COM 208464107 1080 540135 X 01 278638 0 261497 CONSOL ENERGY INC COM 20854P109 28 1300 X 01 0 0 1300 CONSOLIDATED EDISON INC COM 209115104 479341 11481231 X 01 4748466 2323984 4408781 CONSOLIDATED EDISON INC PFD 209115203 253 10000 X 01 10000 0 0 CONSOLIDATED GRAPHICS INC COM 209341106 295 15506 X 01 1778 0 13728 CONSTELLATION BRANDS INC COM 21036P108 12378 386800 X 01 207500 0 179300 CONSTELLATION ENERGY GROUP I COM 210371100 132458 4514576 X 01 2059362 1906806 548408 CONTINENTAL AIRLS INC COM 210795308 103671 6569757 X 01 1566482 4520952 482323 CONTINENTAL AIRL (MT) CAL 2107955GZ 0 -2500 X 01 0 -2500 0 CONVERA CORP COM 211919105 4 1600 X 01 0 0 1600 CONVERGYS CORP COM 212485106 5658 290452 X 01 162152 0 128300 COOPER CAMERON CORP COM 216640102 20017 413400 X 01 135000 164400 114000 COOPER COS INC COM 216648402 1175 24946 X 01 2121 0 22825 COOPER TIRE & RUBR CO COM 216831107 162907 7927335 X 01 4254304 1097082 2575949 COORS ADOLPH CO COM 217016104 3645 58513 X 01 31413 0 27100 COORSTEK INC COM 217020106 117 3800 X 01 0 0 3800 COPART INC COM 217204106 16871 1039500 X 01 601200 244800 193500 CORINTHIAN COLLEGES INC COM 218868107 1916 56538 X 01 5910 0 50628 CORIXA CORP COM 21887F100 2148 313512 X 01 0 0 313512 CORN PRODS INTL INC COM 219023108 46621 1498091 X 01 1271302 6525 220264 CORNELL COMPANIES INC COM 219141108 36 3000 X 01 0 0 3000 CORNERSTONE RLTY INCOME TR I COM 21922V102 63 5600 X 01 0 0 5600 CORNING INC COM 219350105 157919 44484225 X 01 26169319 3790756 14524150 CORPORATE EXECUTIVE BRD CO COM 21988R102 12015 350800 X 01 203500 127300 20000 CORPORATE OFFICE PPTYS TR COM 22002T108 6380 437300 X 01 217100 217600 2600 CORRECTIONS CORP AMER NEW CVP 22025Y308 14 578 X 01 578 0 0 CORRECTIONS CORP AMER NEW COM 22025Y407 58 3380 X 01 0 0 3380 CORUS BANKSHARES INC COM 220873103 73 1600 X 01 0 0 1600 CORVAS INTL INC COM 221005101 6 2900 X 01 0 0 2900 CORVEL CORP COM 221006109 114 3400 X 01 0 0 3400 CORVIS CORP COM 221009103 358 551000 X 01 0 0 551000 COSINE COMMUNICATIONS INC COM 221222102 6 13400 X 01 0 0 13400 COST PLUS INC CALIF COM 221485105 1056 34663 X 01 2959 0 31704 COSTCO WHSL CORP NEW COM 22160K105 76822 1989179 X 01 482992 29300 1476887 COSTAR GROUP INC COM 22160N109 125 6100 X 01 0 0 6100 COUNTRYWIDE CR INDS INC DEL COM 222372104 106751 2212460 X 01 1639218 2745 570497 COURIER CORP COM 222660102 60 1500 X 01 0 0 1500 COUSINS PPTYS INC COM 222795106 534 21550 X 01 4200 0 17350 COVANCE INC COM 222816100 5634 300500 X 01 147800 0 152700 COVANSYS CORP COM 22281W103 57 10100 X 01 0 0 10100 COVENANT TRANS INC COM 22284P105 51 2400 X 01 0 0 2400 COVENTRY HEALTH CARE INC COM 222862104 2305 81100 X 01 13848 0 67252 COX COMMUNICATIONS INC NEW COM 224044107 514282 18667208 X 01 7095658 5059402 6512148 COX COMMUNICATIONS INC NEW PFD 224044305 1630 40000 X 01 0 40000 0 COX RADIO INC COM 224051102 55 2300 X 01 0 0 2300 CRANE CO COM 224399105 2325 91626 X 01 49202 0 42424 CRAWFORD & CO COM 224633107 199 24550 X 01 8800 0 15750 CRAY INC COM 225223106 68 15200 X 01 0 0 15200 CREDENCE SYS CORP COM 225302108 4769 268400 X 01 147700 0 120700 CREDIT ACCEP CORP MICH COM 225310101 97 7700 X 01 0 0 7700 CREDIT SUISSE GROUP ADR 225401108 25 796 X 01 205 0 591 CREE INC COM 225447101 4211 318300 X 01 172000 0 146300 CRESCENT REAL ESTATE EQUITIE COM 225756105 277 14800 X 01 3900 0 10900 CROMPTON CORP COM 227116100 47405 3718041 X 01 3119400 21698 576943 CROSS A T CO COM 227478104 141 18786 X 01 2242 0 16544 CROSS CTRY INC COM 22748P105 333 8800 X 01 0 0 8800 CROWN AMERN RLTY TR COM 228186102 83 8800 X 01 0 0 8800 CROWN CASTLE INTL CORP COM 228227104 315 80100 X 01 0 0 80100 CROWN CORK & SEAL INC COM 228255105 67958 9920812 X 01 5668728 518083 3734001 CROWN MEDIA HLDGS INC COM 228411104 18 2300 X 01 0 0 2300 CRYOLIFE INC COM 228903100 496 30896 X 01 2611 0 28285 CUBIC CORP COM 229669106 1343 56650 X 01 0 0 56650 CUBIST PHARMACEUTICALS INC COM 229678107 147 15630 X 01 2900 0 12730 CULLEN FROST BANKERS INC COM 229899109 3561 99060 X 01 6983 0 92077 CUMBERLAND TECHNOLOGIES INC COM 230800104 1 3000 X 01 0 0 3000 CUMMINS INC COM 231021106 3877 117137 X 01 47687 0 69450 CUMULUS MEDIA INC COM 231082108 9572 694600 X 01 668200 0 26400 CURATIVE HEALTH SVCS INC COM 231264102 219 13073 X 01 1243 0 11830 CURAGEN CORP COM 23126R101 1955 347300 X 01 331200 0 16100 CURTISS WRIGHT CORP COM 231561101 6489 81116 X 01 66491 1125 13500 CURTISS WRIGHT CORP COM 231561408 14 188 X 01 0 0 188 CYBERONICS INC COM 23251P102 125 9500 X 01 0 0 9500 CYGNUS INC COM 232560102 136 63232 X 01 5008 0 58224 CYMER INC COM 232572107 1575 44945 X 01 7115 0 37830 CYPRESS SEMICONDUCTOR CORP COM 232806109 16883 1112170 X 01 307500 524900 279770 CYTEC INDS INC COM 232820100 36770 1169543 X 01 989445 6250 173848 CYTOGEN CORP COM 232824102 38 35300 X 01 0 0 35300 D & E COMMUNICATIONS INC COM 232860106 14 1326 X 01 0 0 1326 D & K HEALTHCARE RES INC COM 232861104 155 4400 X 01 0 0 4400 CYTYC CORP COM 232946103 17467 2292300 X 01 1233400 700900 358000 DDI CORP COM 233162106 6 6400 X 01 0 0 6400 DMC STRATEX NETWORKS INC COM 23322L106 347 172653 X 01 11042 0 161611 DPL INC COM 233293109 20180 762933 X 01 301116 180200 281617 DQE INC COM 23329J104 3548 253400 X 01 137400 0 116000 D R HORTON INC COM 23331A109 112643 4327442 X 01 711956 2991550 623936 DST SYS INC DEL COM 233326107 207422 4537790 X 01 488443 3585089 464258 DSP GROUP INC COM 23332B106 907 46270 X 01 7770 0 38500 DTE ENERGY CO COM 233331107 41759 935453 X 01 147090 633845 154518 DTE ENERGY CO PFD 233331206 2625 100000 X 01 0 100000 0 DVI INC COM 233343102 35 1800 X 01 0 0 1800 DAISYTEK INTL CORP COM 234053106 37 2200 X 01 0 0 2200 DAKTRONICS INC COM 234264109 26 2600 X 01 0 0 2600 DALEEN TECHNOLOGIES INC COM 23437N104 1 5000 X 01 5000 0 0 DANA CORP COM 235811106 270238 14583783 X 01 8492952 843779 5247052 DANAHER CORP DEL COM 235851102 549396 8280268 X 01 3648400 2782720 1849148 DARDEN RESTAURANTS INC COM 237194105 6860 277743 X 01 146004 0 131739 DATASCOPE CORP COM 238113104 516 18656 X 01 2011 0 16645 DATASTREAM SYS INC COM 238124101 7 1000 X 01 0 0 1000 DAVITA INC COM 23918K108 112 4714 X 01 0 0 4714 DEAN FOODS CO NEW COM 242370104 13427 359962 X 01 211042 0 148920 DEB SHOPS INC COM 242728103 88 2600 X 01 0 0 2600 DEBT STRATEGIES FD INC NEW COM 24276Q109 81 14446 X 01 14446 0 0 DECODE GENETICS INC COM 243586104 1646 351800 X 01 9600 310600 31600 DEERE & CO COM 244199105 22305 465667 X 01 276142 450 189075 DEL LABS INC COM 245091103 28 1100 X 01 0 0 1100 DEL MONTE FOODS CO COM 24522P103 5663 479950 X 01 310950 2700 166300 DELIAS CORP COM 24688Q101 79 15500 X 01 0 0 15500 DELL COMPUTER CORP COM 247025109 2090621 79977865 X 01 33476063 19731058 26770744 DELPHI AUTOMOTIVE SYS CORP COM 247126105 44163 3345713 X 01 2612551 5496 727666 DELPHI FINL GROUP INC COM 247131105 1111 25623 X 01 2829 0 22794 DELTA & PINE LD CO COM 247357106 1064 52952 X 01 5176 0 47776 DELTA AIR LINES INC DEL COM 247361108 3984 199196 X 01 108296 0 90900 DELTA AIR LINES INC DEL PFD 247361405 21 1000 X 01 1000 0 0 DELTAGEN INC COM 24783R103 26 10500 X 01 0 0 10500 DELTIC TIMBER CORP COM 247850100 633 18344 X 01 1652 0 16692 DENBURY RES INC COM 247916208 34 3300 X 01 0 0 3300 DELUXE CORP COM 248019101 13255 340840 X 01 284970 0 55870 DENDRITE INTL INC COM 248239105 664 68676 X 01 11190 0 57486 DENDREON CORP COM 24823Q107 3 1600 X 01 0 0 1600 DENTSPLY INTL INC NEW COM 249030107 13205 357753 X 01 195000 0 162753 DEPARTMENT 56 INC COM 249509100 272 16716 X 01 1673 0 15043 DEUTSCHE TELEKOM AG ADR 251566105 2 260 X 01 260 0 0 DEVELOPERS DIVERSIFIED RLTY COM 251591103 21639 961741 X 01 477600 477800 6341 DEVON ENERGY CORP NEW COM 25179M103 15306 310602 X 01 164186 80 146336 DEVON ENERGY CORP NEW CVB 25179MAB9 3 3000 X 01 3000 0 0 DEVRY INC DEL COM 251893103 7261 317900 X 01 165600 0 152300 DIAGEO P L C ADR 25243Q205 10 200 X 01 200 0 0 DIAGNOSTIC PRODS CORP COM 252450101 1567 42359 X 01 3801 0 38558 DIAL CORP NEW COM 25247D101 8633 431200 X 01 233000 0 198200 DIAMOND OFFSHORE DRILLING IN COM 25271C102 804 28200 X 01 8500 0 19700 DIAMONDCLUSTER INTL INC COM 25278P106 85 14200 X 01 2700 0 11500 DIANON SYS INC COM 252826102 1023 19159 X 01 1660 0 17499 DIEBOLD INC COM 253651103 24169 649003 X 01 169330 15100 464573 DIGENE CORP COM 253752109 70 5940 X 01 0 0 5940 DIGEX INC DEL COM 253756100 1 2400 X 01 0 0 2400 DIGI INTL INC COM 253798102 84 25484 X 01 2865 0 22619 DIGIMARC CORP COM 253807101 54 5200 X 01 0 0 5200 DIGITAL LIGHTWAVE INC COM 253855100 11 4700 X 01 3300 0 1400 DIGITAL INSIGHT CORP COM 25385P106 196 11900 X 01 0 0 11900 DIGITAS INC COM 25388K104 67 14800 X 01 0 0 14800 DIGITALTHINK INC COM 25388M100 5 3900 X 01 0 0 3900 DIGITAL GENERATION SYS INC COM 253921100 8 7500 X 01 0 0 7500 DIME CMNTY BANCSHARES COM 253922108 912 40200 X 01 3496 0 36704 DILLARDS INC COM 254067101 3631 138124 X 01 77024 0 61100 DIME BANCORP INC NEW WTS 25429Q110 0 4785 X 01 0 0 4785 DIMON INC COM 254394109 397 57367 X 01 5944 0 51423 DIONEX CORP COM 254546104 984 36730 X 01 6052 0 30678 DIRECT INSITE CORP COM 25457C207 0 6 X 01 6 0 0 DISNEY WALT CO COM 254687106 266538 14102547 X 01 8911535 72483 5118529 DISTRIBUCION Y SERVICIO D&S ADR 254753106 10560 888108 X 01 626408 0 261700 DITECH COMMUNICATIONS CORP COM 25500M103 10 3600 X 01 0 0 3600 DIVERSA CORP COM 255064107 118 11900 X 01 1000 0 10900 DIVINE INC COM 255402406 8 1984 X 01 0 0 1984 DOBSON COMMUNICATIONS CORP COM 256069105 7 7700 X 01 0 0 7700 DOCENT INC COM 25608L106 4 3900 X 01 0 0 3900 DR REDDYS LABS LTD ADR 256135203 20 1022 X 01 264 0 758 DOCUMENTUM INC COM 256159104 241 20100 X 01 3900 0 16200 DOLE FOOD INC COM 256605106 6460 223900 X 01 132500 0 91400 DOLLAR GEN CORP COM 256669102 10032 527179 X 01 293133 0 234046 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 28974 1118680 X 01 957880 11150 149650 DOLLAR TREE STORES INC COM 256747106 24416 619550 X 01 266200 0 353350 DOMINION RES INC VA NEW COM 25746U109 46530 702864 X 01 243390 223705 235769 DOMINION RES INC VA NEW CNN 25746UAB5 13674 12707000 X 01 12259000 0 448000 DONALDSON INC COM 257651109 6966 198800 X 01 106900 0 91900 DONNELLEY R R & SONS CO COM 257867101 95992 3484285 X 01 2911535 5850 566900 DONNELLY CORP COM 257870105 8 300 X 01 0 0 300 DORAL FINL CORP COM 25811P100 654 19600 X 01 3300 0 16300 DOUBLECLICK INC COM 258609304 410 56620 X 01 1000 0 55620 DOUBLECLICK INC CVB 258609AC0 4958 6000000 X 01 6000000 0 0 DOVER CORP COM 260003108 12804 365827 X 01 200927 0 164900 DOVER DOWNS GAMING & ENTMT I COM 260095104 64 4980 X 01 0 0 4980 DOVER MOTORSPORTS INC COM 260174107 19 3400 X 01 0 0 3400 DOW CHEM CO COM 260543103 1479003 43019288 X 01 20489874 5317525 17211889 DOW JONES & CO INC COM 260561105 5919 122160 X 01 62710 0 59450 DOWNEY FINL CORP COM 261018105 1760 37216 X 01 6348 0 30868 DRESS BARN INC COM 261570105 724 46800 X 01 4968 0 41832 DREXLER TECHNOLOGY CORP COM 261876106 84 3900 X 01 0 0 3900 DREYERS GRAND ICE CREAM INC COM 261878102 10455 152400 X 01 81800 0 70600 DRIL-QUIP INC COM 262037104 578 23185 X 01 2368 0 20817 DU PONT E I DE NEMOURS & CO COM 263534109 892098 20092297 X 01 10271689 3723860 6096748 DU PONT E I DE NEMOURS & CO CNN 263534BH1 863 807000 X 01 807000 0 0 DUANE READE INC COM 263578106 1100 32305 X 01 3205 0 29100 DUCOMMUN INC DEL COM 264147109 8 300 X 01 0 0 300 DUKE ENERGY CORP COM 264399106 128748 4139806 X 01 805131 2681704 652971 DUKE ENERGY CORP PFD 264399619 31 1200 X 01 1200 0 0 DUKE WEEKS REALTY CORP COM 264411505 39882 1377600 X 01 1064926 165401 147273 DUN & BRADSTREET CORP DEL NE COM 26483E100 11488 347593 X 01 176950 0 170643 DURA AUTOMOTIVE SYSTEMS CORP COM 265903104 37 1800 X 01 0 0 1800 DUPONT PHOTOMASKS INC COM 26613X101 723 22267 X 01 2480 0 19787 DURECT CORP COM 266605104 89 11100 X 01 0 0 11100 DUSA PHARMACEUTICALS INC COM 266898105 5 1600 X 01 0 0 1600 DYAX CORP COM 26746E103 8 2100 X 01 0 0 2100 DYCOM INDS INC COM 267475101 2305 197150 X 01 113100 0 84050 DYNACQ INTL INC COM 267919306 58 4100 X 01 0 0 4100 DYNAMICS RESH CORP COM 268057106 65 2700 X 01 0 0 2700 DYNEGY INC NEW COM 26816Q101 247967 34439886 X 01 7438251 26204520 797115 EGL INC COM 268484102 3346 197300 X 01 113100 0 84200 E M C CORP MASS COM 268648102 31346 4151735 X 01 2139563 134325 1877847 EMC INS GROUP INC COM 268664109 5 300 X 01 0 0 300 EMS TECHNOLOGIES INC COM 26873N108 72 3500 X 01 0 0 3500 ENSCO INTL INC COM 26874Q100 16860 618500 X 01 319300 0 299200 ENI S P A ADR 26874R108 94483 1181041 X 01 333924 311200 535917 EOG RES INC COM 26875P101 7882 198537 X 01 113037 0 85500 EPIX MEDICAL INC COM 26881Q101 59 5600 X 01 0 0 5600 E PIPHANY INC COM 26881V100 128 29100 X 01 0 0 29100 EPIQ SYS INC COM 26882D109 89 5250 X 01 0 0 5250 ESS TECHNOLOGY INC COM 269151106 1216 69341 X 01 5965 0 63376 E TRADE GROUP INC COM 269246104 7995 1464300 X 01 885700 0 578600 EAGLE FOOD CENTERS INC COM 269514204 7 9008 X 01 9008 0 0 EARTHLINK INC COM 270321102 1144 172600 X 01 0 0 172600 EAST WEST BANCORP INC COM 27579R104 1291 37403 X 01 3198 0 34205 EASTGROUP PPTY INC COM 277276101 7722 301656 X 01 251535 3300 46821 EASTMAN CHEM CO COM 277432100 475172 10131609 X 01 5778598 1033613 3319398 EASTMAN KODAK CO COM 277461109 79658 2730817 X 01 1883955 6152 840710 EATON CORP COM 278058102 115425 1586598 X 01 1005154 65032 516412 EATON VANCE CORP COM 278265103 9869 316300 X 01 164100 0 152200 EBAY INC COM 278642103 1025889 16648644 X 01 3831392 10952735 1864517 ECHELON CORP COM 27874N105 201 15600 X 01 4000 0 11600 ECHOSTAR COMMUNICATIONS NEW COM 278762109 685 36900 X 01 0 0 36900 ECLIPSYS CORP COM 278856109 110 16700 X 01 0 0 16700 ECOLAB INC COM 278865100 9564 206875 X 01 112075 0 94800 EDISON INTL COM 281020107 10199 599918 X 01 309018 400 290500 EDISON SCHOOLS INC COM 281033100 2098 2077318 X 01 692736 110000 1274582 EDO CORP COM 281347104 16251 570215 X 01 489915 0 80300 EDUCATION MGMT CORP COM 28139T101 6399 157100 X 01 85300 0 71800 J D EDWARDS & CO COM 281667105 509 41900 X 01 6800 0 35100 EDWARDS AG INC COM 281760108 18794 483500 X 01 200000 137400 146100 EDWARDS LIFESCIENCES CORP COM 28176E108 6220 268090 X 01 144190 0 123900 EFUNDS CORP COM 28224R101 764 80534 X 01 6185 0 74349 EL PASO CORP COM 28336L109 23869 1158128 X 01 550740 177731 429657 EL PASO ELEC CO COM 283677854 902 65093 X 01 6766 0 58327 ELAN FIN CORP LTD CVB 284129AC7 456 1000000 X 01 0 1000000 0 ELCOR CORP COM 284443108 2399 87701 X 01 2659 0 85042 ELECTRO RENT CORP COM 285218103 29 2200 X 01 0 0 2200 ELECTRO SCIENTIFIC INDS COM 285229100 1157 47593 X 01 7381 0 40212 ELECTROGLAS INC COM 285324109 354 35369 X 01 2845 0 32524 ELECTRONIC ARTS INC COM 285512109 277414 4200058 X 01 643296 3186450 370312 ELECTRONIC DATA SYS NEW COM 285661104 372719 10032814 X 01 4993087 1187109 3852618 ELECTRONIC DATA (MT) CAL 2856615GX 0 -2800 X 01 0 -2800 0 ELECTRONIC DATA (MGS) CAL 2856615GY 0 -2800 X 01 0 -2800 0 ELECTRONIC DATA (MGS) CAL 2856615GZ 0 -5000 X 01 0 -5000 0 ELECTRONIC DATA SYSTE CAL 28566D9AH 0 450 X 01 450 0 0 ELECTRONICS BOUTIQUE HLDGS C COM 286045109 15268 521100 X 01 474900 0 46200 ELECTRONICS FOR IMAGING INC COM 286082102 177 11100 X 01 3800 0 7300 ELIZABETH ARDEN INC COM 28660G106 72 4100 X 01 0 0 4100 ELRON ELECTR INDS LTD COM 290160100 0 18 X 01 18 0 0 EMBARCADERO TECHNOLOGIES INC COM 290787100 36 5800 X 01 0 0 5800 EMBREX INC COM 290817105 48 2300 X 01 0 0 2300 EMCORE CORP COM 290846104 82 13700 X 01 2900 0 10800 EMCOR GROUP INC COM 29084Q100 1119 19061 X 01 2017 0 17044 EMERSON ELEC CO COM 291011104 46697 872673 X 01 522273 7589 342811 EMEX CORP COM 291206100 2 2731 X 01 0 0 2731 EMISPHERE TECHNOLOGIES INC COM 291345106 28 6600 X 01 4600 0 2000 EMMIS COMMUNICATIONS CORP COM 291525103 4369 206200 X 01 122100 0 84100 EMPIRE DIST ELEC CO COM 291641108 21683 1057722 X 01 915845 9705 132172 EMULEX CORP COM 292475209 55706 2473643 X 01 417283 2038650 17710 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 81 1800 X 01 1800 0 0 ENCOMPASS SVCS CORP COM 29255U104 11 20015 X 01 12275 0 7740 ENCORE ACQUISITION CO COM 29255W100 47 2700 X 01 0 0 2700 ENCORE WIRE CORP COM 292562105 75 5300 X 01 0 0 5300 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 157 22400 X 01 9600 0 12800 ENDOCARE INC COM 29264P104 13672 1035000 X 01 916500 0 118500 ENERGY CONVERSION DEVICES IN COM 292659109 115 7300 X 01 0 0 7300 ENERGEN CORP COM 29265N108 1217 44239 X 01 4630 0 39609 ENERGY EAST CORP COM 29266M109 12491 552700 X 01 283800 74000 194900 ENERGIZER HLDGS INC COM 29266R108 11203 408561 X 01 216602 0 191959 ENERGY PARTNERS LTD COM 29270U105 30 3200 X 01 0 0 3200 ENERSIS S A ADR 29274F104 2463 425391 X 01 280391 48000 97000 ENGELHARD CORP COM 292845104 5753 203133 X 01 103965 0 99168 ENGINEERED SUPPORT SYS INC COM 292866100 19257 368200 X 01 331100 0 37100 ENDOCARDIAL SOLUTIONS INC COM 292962107 39 5200 X 01 0 0 5200 ENESCO GROUP INC COM 292973104 139 15888 X 01 1789 0 14099 ENNIS BUSINESS FORMS INC COM 293389102 59 4500 X 01 0 0 4500 ENPRO INDS INC COM 29355X107 12 2289 X 01 221 0 2068 ENTEGRIS INC COM 29362U104 216 14800 X 01 0 0 14800 ENTERASYS NETWORKS INC COM 293637104 124 69500 X 01 0 0 69500 ENTERCOM COMMUNICATIONS CORP COM 293639100 9919 216100 X 01 115900 0 100200 ENTERGY CORP NEW COM 29364G103 232345 5474660 X 01 2695501 2137971 641188 ENTERTAINMENT PPTYS TR COM 29380T105 870 35275 X 01 0 0 35275 ENTREMED INC COM 29382F103 29 9400 X 01 0 0 9400 ENTRAVISION COMMUNICATIONS C COM 29382R107 12888 1052100 X 01 953500 0 98600 ENTRUST TECHNOLOGIES INC COM 293848107 63 23000 X 01 0 0 23000 ENZON INC COM 293904108 2094 85100 X 01 59000 0 26100 ENZO BIOCHEM INC COM 294100102 663 46238 X 01 7030 0 39208 EPICOR SOFTWARE CORP COM 29426L108 0 58 X 01 0 0 58 EPRESENCE INC COM 294348107 99 26303 X 01 3080 0 23223 EQUIFAX INC COM 294429105 11671 432244 X 01 110044 0 322200 EQUITABLE RES INC COM 294549100 24140 703800 X 01 151700 359100 193000 EQUITY INNS INC COM 294703103 39 4900 X 01 0 0 4900 EQUITY OFFICE PROPERTIES TRU COM 294741103 76000 2524915 X 01 1409056 655624 460235 EQUITY OFFICE PROPERTIES TRU PFD 294741806 369 14700 X 01 0 0 14700 EQUITY ONE COM 294752100 6104 436000 X 01 218000 215600 2400 EQUITY RESIDENTIAL PPTYS TR COM 29476L107 37008 1287222 X 01 651422 289800 346000 ERICSSON L M TEL CO ADR 294821400 8 5900 X 01 5900 0 0 ERIE INDTY CO COM 29530P102 174 4300 X 01 0 0 4300 ESCO TECHNOLOGIES INC COM 296315104 53 1500 X 01 0 0 1500 ESPEED INC COM 296643109 104 9500 X 01 0 0 9500 ESPERION THERAPEUTICS INC COM 29664R106 23 4300 X 01 0 0 4300 ESSEX PPTY TR INC COM 297178105 15174 277396 X 01 129696 126500 21200 ESTERLINE TECHNOLOGIES CORP COM 297425100 27524 1212492 X 01 1032083 10750 169659 ETHAN ALLEN INTERIORS INC COM 297602104 1650 47344 X 01 5271 0 42073 EURONET WORLDWIDE INC COM 298736109 93 5800 X 01 0 0 5800 EVERGREEN RES INC COM 299900308 1404 33047 X 01 5595 0 27452 EXACT SCIENCES CORP COM 30063P105 88 5500 X 01 0 0 5500 EXAR CORP COM 300645108 30754 1559525 X 01 853426 546300 159799 EXCEL TECHNOLOGY INC COM 30067T103 105 4980 X 01 80 0 4900 EXE TECHNOLOGIES INC COM 301504106 5 4800 X 01 0 0 4800 EXELON CORP COM 30161N101 31856 609095 X 01 269885 88000 251210 EXELIXIS INC COM 30161Q104 136 18100 X 01 0 0 18100 EXPEDITORS INTL WASH INC COM 302130109 37162 1120700 X 01 594200 221900 304600 EXPRESS SCRIPTS INC COM 302182100 204372 4078473 X 01 444751 2812800 820922 EXPRESSJET HOLDINGS INC COM 30218U108 54 4100 X 01 0 0 4100 EXTENDED STAY AMER INC COM 30224P101 6016 370900 X 01 221700 0 149200 EXTREME NETWORKS INC COM 30226D106 453 44900 X 01 0 0 44900 EXULT INC DEL COM 302284104 19308 2970500 X 01 156350 2761300 52850 EXXON MOBIL CORP COM 30231G102 1762554 43073161 X 01 26506857 1150211 15416093 F&M BANCORP MD COM 302367107 46 1300 X 01 0 0 1300 FBL FINL GROUP INC COM 30239F106 40 1800 X 01 0 0 1800 F A O INC COM 30240S105 4 500 X 01 500 0 0 FBR ASSET INVT CORP COM 30241E303 13 400 X 01 0 0 400 FEI CO COM 30241L109 3691 150600 X 01 78700 0 71900 FEI CO CVB 30241LAB5 137 155000 X 01 0 0 155000 FLIR SYS INC COM 302445101 1094 26057 X 01 2257 0 23800 F M C CORP COM 302491303 54615 1810240 X 01 1504012 10125 296103 FMC TECHNOLOGIES INC COM 30249U101 5954 286798 X 01 154069 0 132729 FNB CORP PA COM 302520101 176 6403 X 01 0 0 6403 FPL GROUP INC COM 302571104 206547 3443027 X 01 1050687 2125400 266940 FPL GROUP INC PFD 302571401 5260 100000 X 01 0 100000 0 FSI INTL INC COM 302633102 102 13600 X 01 0 0 13600 FTI CONSULTING INC COM 302941109 296 8450 X 01 0 0 8450 FACTORY 2-U INC COM 303072102 268 19318 X 01 1671 0 17647 FACTSET RESH SYS INC COM 303075105 1530 51405 X 01 7714 0 43691 FAIR ISAAC & CO INC COM 303250104 1874 57021 X 01 7412 0 49609 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 160969 6624244 X 01 946135 5333150 344959 FALCONSTOR SOFTWARE INC COM 306137100 81 19100 X 01 0 0 19100 FAMILY DLR STORES INC COM 307000109 9572 271555 X 01 146455 0 125100 FARMER BROS CO COM 307675108 73 200 X 01 0 0 200 FARMERS CAP BK CORP COM 309562106 60 1700 X 01 0 0 1700 FASTENAL CO COM 311900104 12970 336800 X 01 179900 0 156900 FEDDERS CORP COM 313135501 94 37091 X 01 4320 0 32771 FEDERAL AGRIC MTG CORP COM 313148306 107 4000 X 01 0 0 4000 FEDERAL HOME LN MTG CORP COM 313400301 2052212 33532870 X 01 14302849 7990595 11239426 FEDERAL NATL MTG ASSN COM 313586109 2110481 28616685 X 01 14942035 4933032 8741618 FEDERAL REALTY INVT TR COM 313747206 684 24700 X 01 5900 0 18800 FEDERAL REALTY INVT TR PFD 313747404 1782 71700 X 01 61100 0 10600 FEDERAL SIGNAL CORP COM 313855108 5130 213732 X 01 111566 0 102166 FEDERATED DEPT STORES INC DE COM 31410H101 626694 15785746 X 01 9071491 1336627 5377628 FEDERATED INVS INC PA COM 314211103 636 18400 X 01 0 0 18400 FEDEX CORP COM 31428X106 27199 509342 X 01 290082 0 219260 FELCOR LODGING TR INC COM 31430F101 24198 1318695 X 01 1128630 12700 177365 FERRO CORP COM 315405100 5718 189637 X 01 97437 0 92200 F5 NETWORKS INC COM 315616102 71 7310 X 01 0 0 7310 FIBERCORE INC COM 31563B109 1 4400 X 01 0 0 4400 FIDELITY BANKSHARES INC NEW COM 31604Q107 44 2000 X 01 0 0 2000 FIDELITY NATIONAL SOLTNS INC COM 31620P109 50 2100 X 01 0 0 2100 FIDELITY NATL FINL INC COM 316326107 59755 1890974 X 01 1541726 10100 339148 FIFTH THIRD BANCORP COM 316773100 63926 959137 X 01 532167 487 426483 FILENET CORP COM 316869106 848 58454 X 01 7952 0 50502 FINANCIAL FED CORP COM 317492106 828 25005 X 01 2255 0 22750 FINANCIAL INSTNS INC COM 317585404 98 2600 X 01 0 0 2600 FINISAR COM 31787A101 169 71500 X 01 0 0 71500 FINISH LINE INC COM 317923100 59 3300 X 01 0 0 3300 FIRST AMERN CORP CALIF COM 318522307 4089 177782 X 01 14914 0 162868 FIRST BANCORP P R COM 318672102 1674 44405 X 01 7463 0 36942 FIRST BANCORP N C COM 318910106 33 1200 X 01 0 0 1200 FIRST BKS AMER INC COM 31928N103 51 1300 X 01 0 0 1300 FIRST BUSEY CORP COM 319383105 255 11500 X 01 8000 0 3500 FIRST CHARTER CORP COM 319439105 72 4000 X 01 0 0 4000 FIRST CTZNS BANCSHARES INC N COM 31946M103 199 1800 X 01 1000 0 800 FIRST COMWLTH FINL CORP PA COM 319829107 97 7200 X 01 0 0 7200 FIRST CMNTY BANCSHARES INC N COM 31983A103 162 4820 X 01 3630 0 1190 FIRST CMNTY BANCORP CALIF COM 31983B101 5 200 X 01 0 0 200 FIRST CONSULTING GROUP INC COM 31986R103 64 7400 X 01 0 0 7400 FIRST FED CAP CORP COM 319960101 46 2100 X 01 0 0 2100 FIRST DATA CORP COM 319963104 1187061 31910229 X 01 11989716 14497185 5423328 FIRST ESSEX BANCORP INC COM 320103104 3 100 X 01 0 0 100 FIRST FINL BANCORP OH COM 320209109 243 12414 X 01 7588 0 4826 FIRST FINL BANKSHARES COM 32020R109 76 1825 X 01 0 0 1825 FIRST FINL CORP IND COM 320218100 41 800 X 01 0 0 800 FIRST FINL HLDGS INC COM 320239106 56 1700 X 01 0 0 1700 FIRST HORIZON PHARMACEUTICAL COM 32051K106 162 7850 X 01 0 0 7850 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 394 12000 X 01 3700 0 8300 FIRST IND CORP COM 32054R108 36 1675 X 01 0 0 1675 FIRST MERCHANTS CORP COM 320817109 66 2190 X 01 0 0 2190 FIRST MIDWEST BANCORP DEL COM 320867104 2944 105969 X 01 12382 0 93587 FIRST NATL CORP ORANGEBURG S COM 320942105 6 200 X 01 0 0 200 FIRST HEALTH GROUP CORP COM 320960107 12501 445836 X 01 237536 0 208300 FIRST NIAGARA FINL GROUP INC COM 33582U100 56 2000 X 01 0 0 2000 FIRST OAK BROOK BANCSHARES I COM 335847208 3 100 X 01 0 0 100 FIRST PL FINL CORP COM 33610T109 3083 154865 X 01 0 0 154865 FIRST REP BK SAN FRANCISCO COM 336158100 2692 97896 X 01 1892 0 96004 FIRST SENTINEL BANCORP INC COM 33640T103 48 3500 X 01 0 0 3500 1ST SOURCE CORP COM 336901103 43 1720 X 01 0 0 1720 FIRST TENN NATL CORP COM 337162101 8876 231738 X 01 119238 0 112500 FIRST VA BANKS INC COM 337477103 10869 202700 X 01 116300 0 86400 FIRSTCITY FINL CORP COM 33761X107 0 38 X 01 38 0 0 FISERV INC COM 337738108 385527 10501961 X 01 2019614 6893924 1588423 FISHER COMMUNICATIONS INC COM 337756209 70 1200 X 01 0 0 1200 FIRSTFED FINL CORP COM 337907109 2116 72971 X 01 2368 0 70603 FIRSTMERIT CORP COM 337915102 9493 344200 X 01 201800 0 142400 FLAGSTAR BANCORP INC COM 337930101 69 3000 X 01 0 0 3000 FIRSTENERGY CORP COM 337932107 124557 3731472 X 01 542002 2864990 324480 FISHER SCIENTIFIC INTL INC COM 338032204 241 8600 X 01 2800 0 5800 FLEETBOSTON FINL CORP COM 339030108 919391 28420133 X 01 14611747 2372539 11435847 FLEETWOOD ENTERPRISES INC COM 339099103 459 52724 X 01 13038 0 39686 FLEMING COS INC COM 339130106 1464 80673 X 01 6239 0 74434 FLORIDA EAST COAST INDS COM 340632108 157 6200 X 01 3300 0 2900 FLORIDA ROCK INDS INC COM 341140101 1404 39210 X 01 6152 0 33058 FLUOR CORP NEW COM 343412102 4998 128326 X 01 67326 0 61000 FLOW INTL CORP COM 343468104 134 19845 X 01 2021 0 17824 FLOWERS FOODS INC COM 343498101 370 14295 X 01 5250 0 9045 FLOWSERVE CORP COM 34354P105 7899 265075 X 01 126900 0 138175 FLUSHING FINL CORP COM 343873105 40 1950 X 01 0 0 1950 FOAMEX INTL INC COM 344123104 44 4000 X 01 0 0 4000 FOMENTO ECONOMICO MEXICANO S ADR 344419106 10424 265773 X 01 182653 0 83120 FOOT LOCKER INC COM 344849104 405 28000 X 01 0 0 28000 FOOTSTAR INC COM 344912100 771 31508 X 01 5426 0 26082 FORD MTR CO DEL COM 345370860 63207 3950450 X 01 2305607 0 1644843 FORD MTR CO CAP TR II CVP 345395206 17972 319500 X 01 98500 57500 163500 FOREST CITY ENTERPRISES INC COM 345550107 250 7200 X 01 4500 0 2700 FOREST LABS INC COM 345838106 227172 3208645 X 01 1274198 1474950 459497 FOREST OIL CORP COM 346091705 5279 185700 X 01 110800 0 74900 FORRESTER RESH INC COM 346563109 124 6400 X 01 0 0 6400 FORTUNE BRANDS INC COM 349631101 184082 3287180 X 01 2377430 8025 901725 FORWARD AIR CORP COM 349853101 1080 32958 X 01 2960 0 29998 FOSSIL INC COM 349882100 1282 62335 X 01 6146 0 56189 FOUNDRY NETWORKS INC COM 35063R100 254 36200 X 01 0 0 36200 4 KIDS ENTMT INC COM 350865101 367 17741 X 01 1663 0 16078 FOUR SEASONS HOTELS INC COM 35100E104 15515 330800 X 01 188900 118300 23600 FOX ENTMT GROUP INC COM 35138T107 1255 57700 X 01 30100 0 27600 FRANCE TELECOM ADR 35177Q204 40 3300 X 01 0 3300 0 FRANKLIN COVEY CO COM 353469109 66 22907 X 01 2620 0 20287 FRANKLIN ELEC INC COM 353514102 160 3400 X 01 0 0 3400 FRANKLIN FINL CORP TENN COM 353523202 5 200 X 01 0 0 200 FRANKLIN RES INC COM 354613101 18516 434248 X 01 249348 0 184900 FREDS INC COM 356108100 8558 232683 X 01 176497 0 56186 FREEMARKETS INC COM 356602102 209 14800 X 01 0 0 14800 FREEPORT-MCMORAN COPPER & GO COM 35671D857 3662 205143 X 01 104843 0 100300 FREMONT GEN CORP COM 357288109 383 91725 X 01 9536 0 82189 FRIEDMAN BILLINGS RAMSEY GRO COM 358433100 67 5300 X 01 0 0 5300 FRONTIER AIRLINES INC NEW COM 359065109 355 43668 X 01 3875 0 39793 FRONTIER FINL CORP WASH COM 35907K105 129 4400 X 01 0 0 4400 FRONTIER OIL CORP COM 35914P105 10630 603954 X 01 367302 1200 235452 FUELCELL ENERGY INC COM 35952H106 155 15100 X 01 0 0 15100 FULLER H B CO COM 359694106 3456 118000 X 01 70200 0 47800 FULTON FINL CORP PA COM 360271100 397 20960 X 01 0 0 20960 FURNITURE BRANDS INTL INC COM 360921100 6815 225300 X 01 132900 0 92400 G & K SVCS INC COM 361268105 975 28482 X 01 2838 0 25644 GATX CORP COM 361448103 6607 219500 X 01 115400 0 104100 GBC BANCORP CALIF COM 361475106 28036 968431 X 01 798450 7950 162031 GSI COMMERCE INC COM 36238G102 45 6000 X 01 0 0 6000 GTC BIOTHERAPEUTICS INC COM 36238T104 11 9000 X 01 7300 0 1700 GABELLI EQUITY TR INC PFD 362397309 155 6000 X 01 6000 0 0 GABELLI ASSET MGMT INC COM 36239Y102 99 2700 X 01 0 0 2700 GABLES RESIDENTIAL TR COM 362418105 13002 407200 X 01 203700 198000 5500 GALLAGHER ARTHUR J & CO COM 363576109 71396 2060500 X 01 415800 1122100 522600 GALYANS TRADING INC COM 36458R101 11600 508100 X 01 455900 0 52200 GAMESTOP CORP COM 36466R101 13010 619800 X 01 25300 591500 3000 GANNETT INC COM 364730101 264856 3489536 X 01 2238226 18270 1233040 GAP INC DEL COM 364760108 21650 1524636 X 01 837232 3400 684004 GARAN INC COM 364802108 58 1000 X 01 0 0 1000 GARDNER DENVER INC COM 365558105 21982 1099117 X 01 945519 10250 143348 GART SPORTS CO COM 366630101 57 2000 X 01 0 0 2000 GARTNER INC COM 366651107 361 35700 X 01 0 0 35700 GARTNER INC COM 366651206 3455 367583 X 01 200682 0 166901 GATEWAY INC COM 367626108 2379 535766 X 01 309766 0 226000 GAYLORD ENTMT CO NEW COM 367905106 64 2900 X 01 0 0 2900 GEMSTAR-TV GUIDE INTL INC COM 36866W106 470 87270 X 01 5870 0 81400 GENAISSANCE PHARMACEUTICALS COM 36867W105 3 2100 X 01 0 0 2100 GENCORP INC COM 368682100 865 60519 X 01 12112 0 48407 GENE LOGIC INC COM 368689105 169 12100 X 01 0 0 12100 GENENCOR INTL INC COM 368709101 53 5400 X 01 0 0 5400 GENENTECH INC COM 368710406 36710 1095810 X 01 913170 0 182640 GENERAL BINDING CORP COM 369154109 5 300 X 01 0 0 300 GENERAL CABLE CORP DEL NEW COM 369300108 75 11900 X 01 0 0 11900 GENERAL COMMUNICATION INC COM 369385109 506 75879 X 01 7369 0 68510 GENERAL DYNAMICS CORP COM 369550108 186265 1751438 X 01 634374 381230 735834 GENERAL ELEC CO COM 369604103 4334371 149203833 X 01 69192371 15908161 64103301 GENERAL ELECTRIC (MT) CAL 3696045GY 0 -5000 X 01 0 -5000 0 GENERAL ELECTRIC (SB) CAL 3696045GZ 0 -5000 X 01 0 -5000 0 GENERAL GROWTH PPTYS INC COM 370021107 25408 498200 X 01 245800 245600 6800 GENERAL MLS INC COM 370334104 35517 805744 X 01 361129 0 444615 GENERAL MTRS CORP COM 370442105 200301 3747441 X 01 2867923 17666 861852 GENERAL MOTORS (MT) CAL 3704425GS 0 -4000 X 01 0 -4000 0 GENERAL MOTORS (MT) CAL 3704425GT 0 -3000 X 01 0 -3000 0 GENERAL MOTORS (MGS) CAL 3704425GU 0 -4000 X 01 0 -4000 0 GENERAL MOTORS (MT) CAL 3704425GV 0 -3000 X 01 0 -3000 0 GENERAL MOTORS (SB) CAL 3704425GW 0 -5000 X 01 0 -5000 0 GENERAL MOTORS (MGS) CAL 3704425GX 0 -3000 X 01 0 -3000 0 GENERAL MOTORS (SBC) CAL 3704425GY 0 -5000 X 01 0 -5000 0 GENERAL MOTORS (MOR) CAL 3704425GZ 0 -3000 X 01 0 -3000 0 GENERAL MTRS CORP PFD 370442766 374 15000 X 01 15000 0 0 GENERAL MTRS CORP PFD 370442774 494 20000 X 01 20000 0 0 GENERAL MTRS CORP PFD 370442816 697 28000 X 01 28000 0 0 GENERAL MTRS CORP COM 370442832 32915 3164860 X 01 17622 3000000 147238 GENESCO INC COM 371532102 853 35043 X 01 2964 0 32079 GENESEE & WYO INC COM 371559105 54 2400 X 01 0 0 2400 GENESIS HEALTH VENTURE INC N COM 37183F107 24 1200 X 01 0 0 1200 GENESIS MICROCHIP INC DEL COM 37184C103 6 742 X 01 0 0 742 GENTEX CORP COM 371901109 10577 385050 X 01 178100 0 206950 GENLYTE GROUP INC COM 372302109 57 1400 X 01 0 0 1400 GENOME THERAPEUTICS CORP COM 372430108 5 2200 X 01 0 0 2200 GENTA INC COM 37245M207 127 15300 X 01 0 0 15300 GENUINE PARTS CO COM 372460105 758881 21763155 X 01 10134937 2930843 8697375 GENTIVA HEALTH SERVICES INC COM 37247A102 21 2300 X 01 0 0 2300 GENUITY INC COM 37248E202 3 815 X 01 0 0 815 GENZYME CORP COM 372917104 14020 728707 X 01 578107 0 150600 GENZYME CORP COM 372917708 71 15682 X 01 1682 0 14000 GEORGIA GULF CORP COM 373200203 31232 1181258 X 01 718477 337300 125481 GEORGIA PAC CORP COM 373298108 443115 18027455 X 01 8655679 1740308 7631468 GERBER SCIENTIFIC INC COM 373730100 98 28040 X 01 2965 0 25075 GERDAU S A ADR 373737105 481 46000 X 01 16000 0 30000 GERMAN AMERN BANCORP COM 373865104 6 300 X 01 0 0 300 GERON CORP COM 374163103 13 2900 X 01 0 0 2900 GETTY IMAGES INC COM 374276103 20216 928600 X 01 523400 354000 51200 GETTY RLTY CORP NEW COM 374297109 36 1800 X 01 0 0 1800 GIBRALTAR STL CORP COM 37476F103 36 1600 X 01 0 0 1600 GILEAD SCIENCES INC COM 375558103 47153 1434100 X 01 1012900 0 421200 GILEAD SCIENCES INC CVB 375558AB9 107 70000 X 01 0 0 70000 GILLETTE CO COM 375766102 89156 2632295 X 01 1425027 9450 1197818 GLACIER BANCORP INC NEW COM 37637Q105 47 1900 X 01 0 0 1900 GLATFELTER P H CO COM 377316104 3273 174100 X 01 101100 0 73000 GLAXOSMITHKLINE PLC ADR 37733W105 74186 1719667 X 01 1343298 77808 298561 GLENBOROUGH RLTY TR INC COM 37803P105 83 3500 X 01 0 0 3500 GLIMCHER RLTY TR COM 379302102 178 9600 X 01 0 0 9600 GLOBAL INDS LTD COM 379336100 73 10500 X 01 0 0 10500 GLOBAL IMAGING SYSTEMS COM 37934A100 97 5100 X 01 0 0 5100 GLOBAL PMTS INC COM 37940X102 1776 59711 X 01 8577 0 51134 GLOBAL POWER EQUIPMENT INC COM 37941P108 5 500 X 01 0 0 500 GLOBESPANVIRATA INC COM 37957V106 226 58352 X 01 7600 0 50752 GOLD BANC CORP INC COM 379907108 47 4300 X 01 0 0 4300 GOLDEN ST BANCORP INC COM 381197102 21375 589652 X 01 321800 70 267782 GOLDEN TELECOM INC COM 38122G107 83 4700 X 01 0 0 4700 GOLDEN WEST FINL CORP DEL COM 381317106 631957 9188099 X 01 4408039 802339 3977721 GOLDMAN SACHS GROUP INC COM 38141G104 866878 11818374 X 01 4220467 2902870 4695037 GOLDMAN SACHS GROUP INC CNN 38141GAZ7 14683 14171000 X 01 13691000 0 480000 GOODRICH B F CO COM 382388106 46221 1691851 X 01 1242862 3141 445848 GOODYEAR TIRE & RUBR CO COM 382550101 384362 20543155 X 01 12068745 1826819 6647591 GOODYS FAMILY CLOTHING INC COM 382588101 438 38031 X 01 4286 0 33745 GORMAN RUPP CO COM 383082104 95 3000 X 01 0 0 3000 GRACO INC COM 384109104 2974 118315 X 01 10050 0 108265 GRAFTECH INTL LTD COM 384313102 24266 1972810 X 01 1609860 8500 354450 GRAINGER W W INC COM 384802104 13222 263905 X 01 101455 400 162050 GRANITE CONSTR INC COM 387328107 4194 165787 X 01 97387 0 68400 GRANT PRIDECO INC COM 38821G101 6766 497465 X 01 261336 0 236129 GRAPHIC PACKAGING INTL CORP COM 388690109 7 800 X 01 0 0 800 GREAT AMERN FINL RES INC COM 389915109 31 1600 X 01 0 0 1600 GREAT ATLANTIC & PAC TEA INC COM 390064103 881 47153 X 01 5213 0 41940 GREAT LAKES CHEM CORP COM 390568103 2038 76916 X 01 40216 0 36700 GREAT LAKES REIT INC COM 390752103 66 3500 X 01 0 0 3500 GREAT SOUTHN BANCORP INC COM 390905107 4 100 X 01 0 0 100 GREAT PLAINS ENERGY INC COM 391164100 5110 251100 X 01 146600 0 104500 GREATER BAY BANCORP COM 391648102 6992 227300 X 01 121600 0 105700 GREEN MOUNTAIN PWR CORP COM 393154109 119 6530 X 01 720 0 5810 GREENPOINT FINL CORP COM 395384100 28601 582500 X 01 237500 0 345000 GREIF BROS CORP COM 397624107 60 1800 X 01 0 0 1800 GREY GLOBAL GROUP INC COM 39787M108 207 300 X 01 0 0 300 GREY WOLF INC COM 397888108 479 117000 X 01 32000 0 85000 GRIFFON CORP COM 398433102 763 42171 X 01 4461 0 37710 GROUP 1 AUTOMOTIVE INC COM 398905109 56139 1471528 X 01 1101139 198675 171714 GRUPO TELEVISA SA DE CV ADR 40049J206 10314 275911 X 01 179481 0 96430 GTECH HLDGS CORP COM 400518106 6620 259200 X 01 139000 0 120200 GRUPO AEROPORTUARIO DEL SURE ADR 40051E202 662 51300 X 01 1700 47000 2600 GUESS INC COM 401617105 71 9900 X 01 0 0 9900 GUIDANT CORP COM 401698105 57542 1903458 X 01 846763 773500 283195 GUIDANT CORPORA (MOR) CAL 4016985GY 0 -2350 X 01 0 -2350 0 GUIDANT CORPORA (MOR) CAL 4016985GZ 0 -5000 X 01 0 -5000 0 GUILFORD PHARMACEUTICALS INC COM 401829106 27 3600 X 01 0 0 3600 GUITAR CTR MGMT INC COM 402040109 182 9800 X 01 0 0 9800 GULF ISLAND FABRICATION INC COM 402307102 51 2800 X 01 0 0 2800 GULFMARK OFFSHORE INC COM 402629109 137 3300 X 01 0 0 3300 GYMBOREE CORP COM 403777105 1733 108166 X 01 3808 0 104358 HCA-HEALTHCARE CO COM 404119109 228157 4803306 X 01 2414436 1781200 607670 HCC INS HLDGS INC COM 404132102 6437 244300 X 01 143900 0 100400 HDFC BANK LTD ADR 40415F101 13599 1054163 X 01 606935 2000 445228 HNC SOFTWARE INC COM 40425P107 1055 63153 X 01 9756 0 53397 HPL TECHNOLOGIES INC COM 40426C105 50 3300 X 01 0 0 3300 HRPT PPTYS TR COM 40426W101 259 29300 X 01 11300 0 18000 H POWER CORP COM 40427A108 10 10700 X 01 0 0 10700 HAEMONETICS CORP COM 405024100 1341 45911 X 01 7960 0 37951 HAGGAR CORP COM 405173105 117 7308 X 01 834 0 6474 HAIN CELESTIAL GROUP INC COM 405217100 855 46198 X 01 4516 0 41682 HALL KINION ASSOCIATES INC COM 406069104 107 14199 X 01 1657 0 12542 HALLIBURTON CO COM 406216101 14319 898299 X 01 437299 150000 311000 HALLWOOD RLTY PARTNERS L P COM 40636T203 49 719 X 01 719 0 0 JOHN HANCOCK BK &THRIFT OPP COM 409735107 11 1300 X 01 0 0 1300 HANCOCK FABRICS INC COM 409900107 503 27087 X 01 2396 0 24691 HANCOCK HLDG CO COM 410120109 74 1100 X 01 0 0 1100 HANCOCK JOHN FINL SVCS INC COM 41014S106 18245 518338 X 01 299992 0 218346 HANDLEMAN CO DEL COM 410252100 62 4300 X 01 0 0 4300 HANDSPRING INC COM 410293104 49 28200 X 01 0 0 28200 HANGER ORTHOPEDIC GROUP INC COM 41043F208 8 500 X 01 0 0 500 HANMI FINL CORP COM 410495105 5 300 X 01 0 0 300 HANOVER COMPRESSOR CO COM 410768105 3633 269100 X 01 149600 0 119500 HARBOR FLA BANCSHARES INC COM 411901101 81 3900 X 01 0 0 3900 HARLAND JOHN H CO COM 412693103 1287 45635 X 01 3917 0 41718 HARLEY DAVIDSON INC COM 412822108 1161895 22662269 X 01 13300877 4441739 4919653 HARLEYSVILLE GROUP INC COM 412824104 18106 653163 X 01 562725 6210 84228 HARLEYSVILLE NATL CORP PA COM 412850109 187 6920 X 01 0 0 6920 HARMAN INTL INDS INC COM 413086109 2150 43655 X 01 6990 0 36665 HARMONIC INC COM 413160102 339 92745 X 01 7957 0 84788 HARRAHS ENTMT INC COM 413619107 14868 335235 X 01 99935 0 235300 HARRIS CORP DEL COM 413875105 11426 315300 X 01 170700 0 144600 HARRIS INTERACTIVE INC COM 414549105 660 195770 X 01 0 0 195770 HARSCO CORP COM 415864107 40626 1083360 X 01 878370 7000 197990 HARTE-HANKS INC COM 416196103 8565 416800 X 01 224250 0 192550 HARTFORD FINL SVCS GROUP INC COM 416515104 29573 497277 X 01 269476 2336 225465 HARVARD BIOSCIENCE INC COM 416906105 21 3700 X 01 0 0 3700 HARVEST NATURAL RESOURCES IN COM 41754V103 49 9700 X 01 0 0 9700 HASBRO INC COM 418056107 4118 303670 X 01 174350 0 129320 HAVERTY FURNITURE INC COM 419596101 3349 169555 X 01 2855 0 166700 HAWAIIAN ELEC INDUSTRIES COM 419870100 6285 147700 X 01 87500 0 60200 HEALTH CARE PPTY INVS INC COM 421915109 180 4200 X 01 0 0 4200 HEALTHSOUTH CORP COM 421924101 23196 1813611 X 01 1437122 0 376489 HEALTH MGMT ASSOC INC NEW COM 421933102 529847 26295131 X 01 14668582 6206200 5420349 HEALTHCARE RLTY TR COM 421946104 320 9999 X 01 4300 0 5699 HEADWATERS INC COM 42210P102 183 11600 X 01 0 0 11600 HEALTH CARE REIT INC COM 42217K106 234 7800 X 01 3300 0 4500 HEALTHEXTRAS INC COM 422211102 54 10700 X 01 0 0 10700 HEALTH NET INC COM 42222G108 303553 11339312 X 01 6896328 905660 3537324 HEARST-ARGYLE TELEVISION INC COM 422317107 47 2100 X 01 900 0 1200 HEARTLAND EXPRESS INC COM 422347104 1669 69748 X 01 6733 0 63015 HECLA MNG CO COM 422704106 133 28300 X 01 0 0 28300 HEICO CORP NEW COM 422806109 1015 72407 X 01 0 0 72407 HEICO CORP NEW COM 422806208 655 58438 X 01 0 0 58438 HEIDRICK & STRUGGLES INTL IN COM 422819102 550 27563 X 01 4582 0 22981 HEINZ H J CO COM 423074103 63129 1535983 X 01 1018097 26885 491001 HELIX TECHNOLOGY CORP COM 423319102 845 40998 X 01 3453 0 37545 HELMERICH & PAYNE INC COM 423452101 7223 202200 X 01 118200 0 84000 HENRY JACK & ASSOC INC COM 426281101 7541 451800 X 01 211700 0 240100 HERBALIFE INTL INC COM 426908307 63 3300 X 01 0 0 3300 HERCULES INC COM 427056106 3682 317408 X 01 196608 1500 119300 HERITAGE PPTY INVT TR INC COM 42725M107 7914 296300 X 01 148300 147500 500 HERLEY INDS INC DEL COM 427398102 68 3200 X 01 0 0 3200 HERSHEY FOODS CORP COM 427866108 16987 271794 X 01 133244 0 138550 HEWLETT PACKARD CO COM 428236103 1275696 83487962 X 01 42502832 9265251 31719879 HEXCEL CORP NEW COM 428291108 8071 1855477 X 01 1607535 14600 233342 HI / FN INC COM 428358105 6 900 X 01 0 0 900 HIBBETT SPORTING GOODS INC COM 428565105 63 2500 X 01 0 0 2500 HIBERNIA CORP COM 428656102 49248 2488508 X 01 1965740 14500 508268 HIBERNIA FOODS LIMITED COM 428656912 0 50115 X 01 50115 0 0 HIBERNIA FOODS PLC ADR 428660104 1538 321131 X 01 321131 0 0 HICKORY TECH CORP COM 429060106 35 2300 X 01 0 0 2300 HIGHWOODS PPTYS INC COM 431284108 673 25880 X 01 5300 0 20580 HILB ROGAL & HAMILTON CO COM 431294107 2102 46464 X 01 3806 0 42658 HILLENBRAND INDS INC COM 431573104 15930 283700 X 01 148700 0 135000 HILTON HOTELS CORP COM 432848109 30704 2208905 X 01 1719115 3900 485890 HISPANIC BROADCASTING CORP COM 43357B104 21775 834300 X 01 273400 383400 177500 HOLLINGER INTL INC COM 435569108 242 20200 X 01 0 0 20200 HOLLY CORP COM 435758305 25 1504 X 01 0 0 1504 HOLLYWOOD CASINO CORP COM 436132203 38 3500 X 01 0 0 3500 HOLLYWOOD ENTMT CORP COM 436141105 544 26300 X 01 0 0 26300 HOLOGIC INC COM 436440101 363 25078 X 01 2506 0 22572 HOME DEPOT INC COM 437076102 2907719 79164701 X 01 40776655 6201855 32186191 HOME PPTYS N Y INC COM 437306103 152 4000 X 01 0 0 4000 HOMESTORE COM INC COM 437852106 53 36500 X 01 0 0 36500 HON INDS INC COM 438092108 6489 238400 X 01 139000 0 99400 HONDA MOTOR LTD ADR 438128308 81 3917 X 01 1006 0 2911 HONEYWELL INTL INC COM 438516106 56665 1608426 X 01 974166 5466 628794 HOOPER HOLMES INC COM 439104100 13284 1660479 X 01 1564178 0 96301 HORACE MANN EDUCATORS CORP N COM 440327104 3221 172500 X 01 103400 0 69100 HORIZON OFFSHORE INC COM 44043J105 105 12500 X 01 0 0 12500 HORIZON ORGANIC HOLDING COM 44043T103 44 2500 X 01 0 0 2500 HORMEL FOODS CORP COM 440452100 21483 897383 X 01 551353 1500 344530 HOSPITALITY PPTYS TR COM 44106M102 9143 250500 X 01 148300 0 102200 HOST MARRIOTT CORP NEW COM 44107P104 24228 2144035 X 01 1059200 1040300 44535 HOT TOPIC INC COM 441339108 11598 434220 X 01 347212 0 87008 HOTELS COM COM 44147T108 21 500 X 01 0 0 500 HOUSEHOLD INTL INC COM 441815107 1053202 21191196 X 01 8269661 9366890 3554645 HOUSTON EXPL CO COM 442120101 238 8200 X 01 3800 0 4400 HOVNANIAN ENTERPRISES INC COM 442487203 79 2200 X 01 0 0 2200 HUANENG PWR INTL INC ADR 443304100 1224 38000 X 01 38000 0 0 HUBBELL INC COM 443510201 64726 1895350 X 01 1592660 3350 299340 HUDSON CITY BANCORP COM 443683107 3399 170800 X 01 0 0 170800 HUDSON RIV BANCORP INC COM 444128102 167 6200 X 01 2500 0 3700 HUDSON UNITED BANCORP COM 444165104 1686 59021 X 01 7188 0 51833 HUFFY CORP COM 444356109 103 11887 X 01 1316 0 10571 HUGHES SUPPLY INC COM 444482103 50105 1115922 X 01 946506 7700 161716 HUMANA INC COM 444859102 34020 2176579 X 01 1625275 275104 276200 HUMAN GENOME SCIENCES INC COM 444903108 52955 3951892 X 01 2185319 558287 1208286 HUNT J B TRANS SVCS INC COM 445658107 4248 143900 X 01 85200 0 58700 HUNTINGTON BANCSHARES INC COM 446150104 114791 5910957 X 01 5031013 5700 874244 HUTCHINSON TECHNOLOGY INC COM 448407106 9487 606602 X 01 431686 7200 167716 HYDRIL CO COM 448774109 16190 604100 X 01 540500 0 63600 ICN PHARMACEUTICALS INC NEW COM 448924100 30736 1269553 X 01 708900 334400 226253 IDT CORP COM 448947101 146 8600 X 01 3900 0 4700 HYPERCOM CORP COM 44913M105 373 48500 X 01 40000 0 8500 HYPERION SOLUTIONS CORP COM 44914M104 23637 1296110 X 01 721004 448600 126506 HYSEQ INC COM 449163302 3 1300 X 01 0 0 1300 ICOS CORP COM 449295104 2497 147200 X 01 137200 0 10000 ICT GROUP INC COM 44929Y101 42 2300 X 01 0 0 2300 ICU MED INC COM 44930G107 656 21245 X 01 1895 0 19350 IDEC PHARMACEUTICALS CORP COM 449370105 33709 950888 X 01 620718 0 330170 IDX SYS CORP COM 449491109 104 8000 X 01 0 0 8000 IGEN INC COM 449536101 261 8300 X 01 0 0 8300 IHOP CORP COM 449623107 913 30985 X 01 2842 0 28143 IMC GLOBAL INC COM 449669100 6540 523200 X 01 283400 0 239800 IMCO RECYCLING INC COM 449681105 217 22073 X 01 1924 0 20149 I-MANY INC COM 44973Q103 41 14800 X 01 0 0 14800 IMS HEALTH INC COM 449934108 9154 509966 X 01 268758 9200 232008 IRT PPTY CO COM 450058102 122 9600 X 01 0 0 9600 I-STAT CORP COM 450312103 9 2400 X 01 0 0 2400 ITC DELTACOM INC COM 45031T104 0 4800 X 01 0 0 4800 ISTAR FINL INC COM 45031U101 15635 548603 X 01 264000 263200 21403 ITT EDUCATIONAL SERVICES INC COM 45068B109 1649 75653 X 01 6371 0 69282 ITXC CORP COM 45069F109 50 9600 X 01 0 0 9600 IXIA COM 45071R109 91 15600 X 01 0 0 15600 IBERIABANK CORP COM 450828108 4 100 X 01 0 0 100 ITT INDS INC IND COM 450911102 98784 1399209 X 01 551894 598637 248678 ICICI BK LTD ADR 45104G104 1742 248800 X 01 240000 8800 0 IDACORP INC COM 451107106 4163 150300 X 01 88900 0 61400 IDEX CORP COM 45167R104 25471 760342 X 01 415762 259800 84780 IDINE REWARDS NETWORK INC COM 45168A100 48 4200 X 01 0 0 4200 IDEXX LABS INC COM 45168D104 2734 106007 X 01 8921 0 97086 IGATE CAPITAL CORP COM 45169U105 7 1500 X 01 0 0 1500 IKON OFFICE SOLUTIONS INC COM 451713101 1415 150568 X 01 135168 0 15400 IDENTIX INC COM 451906101 131 18000 X 01 0 0 18000 ILEX ONCOLOGY INC COM 451923106 249 17700 X 01 3800 0 13900 ILLINOIS TOOL WKS INC COM 452308109 112446 1646349 X 01 815403 1710 829236 ILLUMINA INC COM 452327109 1133 168600 X 01 160000 0 8600 IMATION CORP COM 45245A107 4309 144800 X 01 85900 0 58900 IMCLONE SYS INC COM 45245W109 283 32536 X 01 0 0 32536 IMAGISTICS INTERNATIONAL INC COM 45247T104 3962 184544 X 01 2877 2592 179075 IMMUNEX CORP NEW COM 452528102 33582 1503228 X 01 1124428 0 378800 IMMUNOGEN INC COM 45253H101 31 11600 X 01 0 0 11600 IMPAC MTG HLDGS INC COM 45254P102 13 1000 X 01 0 0 1000 IMPATH INC COM 45255G101 490 27321 X 01 2142 0 25179 IMPCO TECHNOLOGIES INC COM 45255W106 20 1500 X 01 0 0 1500 IMPAX LABORATORIES INC COM 45256B101 76 10200 X 01 0 0 10200 IMMUNOMEDICS INC COM 452907108 121 23200 X 01 5600 0 17600 INAMED CORP COM 453235103 1457 54512 X 01 2740 0 51772 INCO LTD COM 453258402 6222 274805 X 01 157005 0 117800 INCYTE GENOMICS INC COM 45337C102 2039 280500 X 01 162300 0 118200 INDEPENDENCE CMNTY BK CORP COM 453414104 6884 239600 X 01 143100 0 96500 INDEPENDENT BANK CORP MASS COM 453836108 96 4200 X 01 0 0 4200 INDEPENDENT BANK CORP MICH COM 453838104 74 2360 X 01 0 0 2360 INDEVUS PHARMACEUTICALS INC COM 454072109 20 17400 X 01 0 0 17400 INDYMAC BANCORP INC COM 456607100 6196 273200 X 01 147900 0 125300 INET TECHNOLOGIES INC COM 45662V105 32 4800 X 01 0 0 4800 INFOCUS CORP COM 45665B106 1897 161000 X 01 92300 0 68700 INFOGRAMES INC COM 45665T107 31 11200 X 01 0 0 11200 INFORMATICA CORP COM 45666Q102 46541 6564285 X 01 1865445 4476740 222100 INFONET SVCS CORP COM 45666T106 71 28600 X 01 100 0 28500 INFORMATION HLDGS INC COM 456727106 799 32748 X 01 2959 0 29789 INFOSYS TECHNOLOGIES LTD ADR 456788108 922 18000 X 01 6800 0 11200 INFOSPACE INC COM 45678T102 36 88000 X 01 31300 0 56700 INFOUSA INC NEW COM 456818301 76 13900 X 01 0 0 13900 INFORMATION RES INC COM 456905108 395 42025 X 01 3921 0 38104 INGLES MKTS INC COM 457030104 6 500 X 01 0 0 500 INGRAM MICRO INC COM 457153104 221381 16100458 X 01 8742634 1750305 5607519 INHALE THERAPEUTIC SYS INC COM 457191104 213 22400 X 01 0 0 22400 INKTOMI CORP COM 457277101 420 477350 X 01 12200 0 465150 INPUT/OUTPUT INC COM 457652105 717 79657 X 01 21275 0 58382 INSIGHT ENTERPRISES INC COM 45765U103 20010 794367 X 01 659044 0 135323 INSITUFORM TECHNOLOGIES INC COM 457667103 883 41706 X 01 3560 0 38146 INSMED INC COM 457669208 5 3500 X 01 0 0 3500 INSIGHT COMMUNICATIONS INC COM 45768V108 167 14200 X 01 0 0 14200 INRANGE TECHNOLOGIES CORP COM 45769V206 41 8600 X 01 0 0 8600 INNKEEPERS USA TR COM 4576J0104 51 5300 X 01 0 0 5300 INSPIRE PHARMACEUTICALS INC COM 457733103 8 2100 X 01 0 0 2100 INSTINET GROUP INC COM 457750107 15 2300 X 01 0 0 2300 INSURANCE AUTO AUCTIONS INC COM 457875102 282 14440 X 01 1658 0 12782 INTEGRA LIFESCIENCES HLDGS C COM 457985208 30154 1386400 X 01 784900 512100 89400 INTEGRAL SYS INC MD COM 45810H107 65 3000 X 01 0 0 3000 INTEGRATED DEVICE TECHNOLOGY COM 458118106 7853 432900 X 01 247500 0 185400 INTEGRATED ELECTRICAL SVC COM 45811E103 21 3300 X 01 0 0 3300 INTEGRATED CIRCUIT SYS INC COM 45811K208 61909 3066326 X 01 1484763 1456350 125213 INTEGRATED SILICON SOLUTION COM 45812P107 92 10300 X 01 0 0 10300 INTEL CORP COM 458140100 2013022 110181827 X 01 50082214 15529955 44569658 INTEGRA BK CORP COM 45814P105 61 2738 X 01 0 0 2738 INTELIDATA TECHNOLOGIES CORP COM 45814T107 8 6100 X 01 0 0 6100 INTEGRATED DEFENSE TECHNOLOG COM 45819B101 82 2800 X 01 0 0 2800 INTER TEL INC COM 458372109 622 36381 X 01 3210 0 33171 INTERACTIVE DATA CORP COM 45840J107 737 50645 X 01 44800 0 5845 INTERCHANGE FINL SVCS S B N COM 458447109 6 200 X 01 0 0 200 INTERCEPT GROUP INC COM 45845L107 15443 745300 X 01 423100 269600 52600 INTERFACE INC COM 458665106 535 66487 X 01 6780 0 59707 INTERDIGITAL COMMUNICATIONS COM 45866A105 211 23300 X 01 1000 0 22300 INTERGRAPH CORP COM 458683109 356 20400 X 01 0 0 20400 INTERLAND INC COM 458727104 54 17300 X 01 0 0 17300 INTERMAGNETICS GEN CORP COM 458771102 1913 94710 X 01 2256 0 92454 INTERMET CORP COM 45881K104 327 30448 X 01 3443 0 27005 INTERNACIONAL DE CERAMICA S ADR 458847506 176 20873 X 01 15873 0 5000 INTERMUNE INC COM 45884X103 306 14500 X 01 2300 0 12200 INTERMUNE INC CVB 45884XAA1 109 125000 X 01 0 0 125000 INTERNAP NETWORK SVCS CORP COM 45885A102 4 16200 X 01 0 0 16200 INTERNATIONAL BANCSHARES COR COM 459044103 307 7265 X 01 2383 0 4882 INTERNATIONAL BUSINESS MACHS COM 459200101 724163 10057820 X 01 4825311 998547 4233962 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 4589 141230 X 01 70230 0 71000 INTERNATIONAL GAME TECHNOLOG COM 459902102 8371 147629 X 01 82129 0 65500 INTERNATIONAL MULTIFOODS COR COM 460043102 654 25140 X 01 2602 0 22538 INTL PAPER CO COM 460146103 627483 14398415 X 01 7695706 593175 6109534 INTERNATIONAL RECTIFIER CORP COM 460254105 8223 282100 X 01 150400 0 131700 INTERNATIONAL SPEEDWAY CORP COM 460335201 9456 235800 X 01 126100 0 109700 INTL SPECIALTY PRODS INC NEW COM 460337108 36 4700 X 01 0 0 4700 INTERNET CAP GROUP INC COM 46059C106 209 772500 X 01 0 0 772500 INTERNET SEC SYS INC COM 46060X107 2679 204200 X 01 113100 0 91100 INTERPOOL INC COM 46062R108 29 1700 X 01 0 0 1700 INTERPORE INTL COM 46062W107 57 5900 X 01 0 0 5900 INTERPUBLIC GROUP COS INC COM 460690100 15212 614376 X 01 341644 0 272732 INTERSIL HLDG CORP COM 46069S109 105500 4934514 X 01 1277928 3311774 344812 INTERSTATE BAKERIES CORP DEL COM 46072H108 16942 586620 X 01 511400 0 75220 INTERTAPE POLYMER GROUP INC COM 460919103 50 4300 X 01 0 0 4300 INTERTAN INC COM 461120107 83 7400 X 01 0 0 7400 INTERTRUST TECHNOLOGIES CORP COM 46113Q109 56 18600 X 01 12900 0 5700 INTERVOICE-BRITE INC COM 461142101 300 186113 X 01 4518 0 181595 INTERWOVEN INC COM 46114T102 113 37100 X 01 0 0 37100 INTRADO INC COM 46117A100 118 6100 X 01 0 0 6100 INTUIT COM 461202103 104440 2100554 X 01 939871 383700 776983 INVACARE CORP COM 461203101 35827 968298 X 01 607151 171279 189868 INTUITIVE SURGICAL INC COM 46120E107 109 12900 X 01 0 0 12900 INVERNESS MED INNOVATIONS IN COM 46126P106 61 3000 X 01 0 0 3000 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 7506 229550 X 01 115200 0 114350 INVESTORS REAL ESTATE TR COM 461730103 7 700 X 01 0 0 700 INVISION TECHNOLOGIES INC COM 461851107 126 5200 X 01 0 0 5200 INVITROGEN CORP COM 46185R100 983 30700 X 01 22000 0 8700 INVESTORS FINL SERVICES CORP COM 461915100 49433 1473854 X 01 720924 551100 201830 IOMEGA CORP COM 462030305 180 13980 X 01 0 0 13980 IONA TECHNOLOGIES PLC ADR 46206P109 227 42800 X 01 17800 25000 0 IONICS INC COM 462218108 545 22479 X 01 2472 0 20007 IRON MTN INC PA COM 462846106 31727 1028420 X 01 536945 426120 65355 IRWIN FINL CORP COM 464119106 76 3800 X 01 0 0 3800 ISHARES MSCI EAFE INDEX FUND COM 464287465 1212 10220 X 01 10220 0 0 ISHARES TRUST RUSSEL COM 464287614 155 3860 X 01 3860 0 0 ISHARES RUSSELL 2000 COM 464287655 8340 92000 X 01 0 0 92000 ISIS PHARMACEUTICALS INC COM 464330109 213 22400 X 01 0 0 22400 ISLE OF CAPRI CASINOS INC COM 464592104 211 10400 X 01 0 0 10400 ITRON INC COM 465741106 811 30922 X 01 2336 0 28586 I2 TECHNOLOGIES INC COM 465754109 195 131860 X 01 26600 0 105260 IVAX CORP COM 465823102 9626 891270 X 01 468798 0 422472 IVEX PACKAGING CORP DEL COM 465855104 212 9300 X 01 0 0 9300 JDN RLTY CORP COM 465917102 66 5300 X 01 0 0 5300 IXYS CORP COM 46600W106 43 8000 X 01 5400 0 2600 J & J SNACK FOODS CORP COM 466032109 555 12348 X 01 1188 0 11160 JDS UNIPHASE CORP COM 46612J101 6381 2389950 X 01 1394643 7821 987486 JDA SOFTWARE GROUP INC COM 46612K108 353 12500 X 01 0 0 12500 J JILL GROUP INC COM 466189107 709 18670 X 01 1670 0 17000 JLG INDS INC COM 466210101 28822 2054301 X 01 1733429 20000 300872 JNI CORP COM 46622G105 39 11100 X 01 0 0 11100 JP REALTY INC COM 46624A106 545 20469 X 01 11567 4160 4742 J P MORGAN CHASE & CO COM 46625H100 2002747 59043249 X 01 23948652 20786516 14308081 J P MORGAN CHASE & CO CNN 46625HAJ9 10 10000 X 01 10000 0 0 JABIL CIRCUIT INC COM 466313103 7478 354259 X 01 188159 0 166100 JACK IN THE BOX INC COM 466367109 1989 62533 X 01 9739 0 52794 JACOBS ENGR GROUP INC DEL COM 469814107 67179 1931538 X 01 269600 1151400 510538 JAKKS PAC INC COM 47012E106 553 31226 X 01 2670 0 28556 JARDEN CORP COM 471109108 75 3800 X 01 0 0 3800 JEFFERIES GROUP INC NEW COM 472319102 1722 40906 X 01 3570 0 37336 JEFFERSON PILOT CORP COM 475070108 36510 776812 X 01 604929 20400 151483 JETBLUE AWYS CORP COM 477143101 674 14800 X 01 14500 0 300 JO-ANN STORES INC COM 47758P109 682 23360 X 01 2499 0 20861 JOHN NUVEEN CO COM 478035108 46 1800 X 01 0 0 1800 JOHNSON & JOHNSON COM 478160104 2745938 52543785 X 01 26777914 4912194 20853677 JOHNSON & JOHNSON CAL 4781609AF 5545 500 X 01 372 128 0 JOHNSON CTLS INC COM 478366107 112231 1375214 X 01 671468 31685 672061 JONES APPAREL GROUP INC COM 480074103 54745 1459878 X 01 745740 193137 521001 JONES LANG LASALLE INC COM 48020Q107 193 7800 X 01 0 0 7800 JOURNAL REGISTER CO COM 481138105 78 3900 X 01 0 0 3900 JOY GLOBAL INC COM 481165108 24 1400 X 01 0 0 1400 JUNIPER NETWORKS INC COM 48203R104 304452 53885334 X 01 13580089 37406627 2898618 KLA-TENCOR CORP COM 482480100 185214 4210376 X 01 443556 3507180 259640 KLM ROYAL DUTCH AIRLS ADR 482516309 114346 9450056 X 01 3683236 4853874 912946 K MART CORP COM 482584109 16 15800 X 01 0 0 15800 KPMG CONSULTING INC COM 48265R109 410 27600 X 01 0 20000 7600 K-SWISS INC COM 482686102 692 26647 X 01 2593 0 24054 KT CORP ADR 48268K101 28393 1311450 X 01 779239 129253 402958 K2 INC COM 482732104 478 46587 X 01 2375 0 44212 K V PHARMACEUTICAL CO COM 482740107 64 2450 X 01 0 0 2450 KV PHARMACEUTICAL CO-CL A COM 482740206 197 7300 X 01 0 0 7300 KADANT INC COM 48282T104 26 1574 X 01 0 0 1574 KAMAN CORP COM 483548103 607 36234 X 01 2975 0 33259 KANA SOFTWARE INC COM 483600300 35 8831 X 01 0 0 8831 KANSAS CITY LIFE INS CO COM 484836101 31 800 X 01 0 0 800 KANSAS CITY SOUTHN INDS INC COM 485170302 1317 77463 X 01 7971 0 69492 KAYDON CORP COM 486587108 3065 129800 X 01 76300 0 53500 KEANE INC COM 486665102 4040 325800 X 01 184500 0 141300 KB HOME COM 48666K109 138182 2682623 X 01 2081253 293175 308195 KEITHLEY INSTRS INC COM 487584104 328 22725 X 01 2130 0 20595 KELLOGG CO COM 487836108 35318 984880 X 01 648575 900 335405 KELLWOOD CO COM 488044108 23871 734494 X 01 613009 7105 114380 KELLY SVCS INC COM 488152208 4039 149531 X 01 84931 0 64600 KEMET CORP COM 488360108 41748 2337515 X 01 1938890 13675 384950 KENDLE INTERNATIONAL INC COM 48880L107 20 1500 X 01 0 0 1500 KENNAMETAL INC COM 489170100 30326 828590 X 01 692135 5650 130805 KENSEY NASH CORP COM 490057106 49 3000 X 01 0 0 3000 KENT FINL SVCS INC COM 490560208 0 2 X 01 2 0 0 KERR MCGEE CORP COM 492386107 260464 4863949 X 01 2414214 1683250 766485 KEY ENERGY SVCS INC COM 492914106 425 40500 X 01 13900 0 26600 KEY ENERGY SERVICES INC WTS 492914122 0 4000 X 01 4000 0 0 KEY PRODTN INC COM 493138101 7414 380208 X 01 303295 4700 72213 KEYCORP NEW COM 493267108 331003 12124635 X 01 6618877 3717104 1788654 KEY3MEDIA GROUP INC COM 49326R104 6 13500 X 01 9400 0 4100 KEYNOTE SYS INC COM 493308100 114 15600 X 01 4800 0 10800 KEYSPAN CORP COM 49337W100 17559 466371 X 01 138443 186000 141928 KEYSPAN CORP PFD 49337W407 5168 99000 X 01 0 99000 0 KEYSTONE AUTOMOTIVE INDS INC COM 49338N109 84 4400 X 01 0 0 4400 KEYSTONE PPTY TR CORP COM 493596100 3242 204266 X 01 96966 106900 400 KFORCE COM INC COM 493732101 40 6800 X 01 0 0 6800 KIMBALL INTL INC COM 494274103 61 3700 X 01 0 0 3700 KILROY RLTY CORP COM 49427F108 1070 39982 X 01 8084 0 31898 KIMBERLY CLARK CORP COM 494368103 55149 889503 X 01 465549 2812 421142 KIMCO REALTY CORP COM 49446R109 16261 485550 X 01 255000 210600 19950 KIMCO REALTY CORP PFD 49446R307 1014 40400 X 01 0 0 40400 KIMCO REALTY CORP PFD 49446R604 745 29800 X 01 0 0 29800 KINDER MORGAN ENERGY PARTNER COM 494550106 122 3900 X 01 0 0 3900 KINDER MORGAN INC KANS COM 49455P101 8214 216040 X 01 116340 11500 88200 KINDRED HEALTHCARE INC COM 494580103 15 329 X 01 0 0 329 KING PHARMACEUTICALS INC COM 495582108 34387 1545496 X 01 494855 739700 310941 KIRBY CORP COM 497266106 9992 408685 X 01 340710 0 67975 KNIGHT RIDDER INC COM 499040103 16134 256301 X 01 187776 0 68525 KNIGHT TRADING GROUP INC COM 499063105 113 21500 X 01 0 0 21500 KNIGHT TRANSN INC COM 499064103 231 9950 X 01 0 0 9950 KOGER EQUITY INC COM 500228101 20596 1067172 X 01 945022 14942 107208 KOHLS CORP COM 500255104 4408488 62906507 X 01 30066102 12490237 20350168 KOOKMIN BK NEW ADR 50049M109 30050 611387 X 01 424291 93568 93528 KOPIN CORP COM 500600101 734 111224 X 01 8863 0 102361 KORN FERRY INTL COM 500643200 1469 161400 X 01 92800 0 68600 KOS PHARMACEUTICALS INC COM 500648100 73 3600 X 01 0 0 3600 KOSAN BIOSCIENCES INC COM 50064W107 75 8600 X 01 0 0 8600 KRAFT FOODS INC COM 50075N104 46262 1129712 X 01 342306 783000 4406 KRAFT FOODS INC CNN 50075NAB0 716 723000 X 01 723000 0 0 KRAFT FOODS INC CNN 50075NAH7 12969 12567000 X 01 12101000 0 466000 KRAMONT RLTY TR COM 50075Q107 42 2600 X 01 0 0 2600 KRISPY KREME DOUGHNUTS INC COM 501014104 177 5500 X 01 0 0 5500 KROGER CO COM 501044101 287240 14434147 X 01 4569940 9029492 834715 KROLL INC COM 501049100 904 43100 X 01 3150 0 39950 KRONOS INC COM 501052104 1034 33899 X 01 4790 0 29109 KULICKE & SOFFA INDS INC COM 501242101 979 79038 X 01 6642 0 72396 LNR PPTY CORP COM 501940100 93 2700 X 01 0 0 2700 L S B BANCSHARES N C COM 502158108 428 21397 X 01 0 0 21397 LSI LOGIC CORP COM 502161102 6845 782232 X 01 464392 0 317840 LSI INDS INC COM 50216C108 2160 117600 X 01 0 0 117600 LTX CORP COM 502392103 13269 929200 X 01 524400 259800 145000 L-3 COMMUNICATIONS HLDGS INC COM 502424104 55325 1024528 X 01 254628 484100 285800 LA JOLLA PHARMACEUTICAL CO COM 503459109 114 18200 X 01 0 0 18200 LA QUINTA CORP COM 50419U202 131 18100 X 01 0 0 18100 LA Z BOY INC COM 505336107 2015 79884 X 01 11886 0 67998 LABOR READY INC COM 505401208 393 67095 X 01 5411 0 61684 LABONE INC NEW COM 50540L105 68 2600 X 01 0 0 2600 LABORATORY CORP AMER HLDGS COM 50540R409 182157 3990285 X 01 1061655 2187000 741630 LABRANCHE & CO INC COM 505447102 5347 233500 X 01 139100 0 94400 LACLEDE GROUP INC COM 505597104 576 24536 X 01 2499 0 22037 LADISH INC COM 505754200 21 1700 X 01 0 0 1700 LAFARGE CORP COM 505862102 309 8800 X 01 4300 0 4500 LAKELAND BANCORP INC COM 511637100 91 4100 X 01 0 0 4100 LAM RESEARCH CORP COM 512807108 17219 957700 X 01 318600 361300 277800 LAMAR ADVERTISING CO COM 512815101 238 6400 X 01 0 0 6400 LAMSON & SESSIONS CO COM 513696104 152 39000 X 01 36000 0 3000 LANCASTER COLONY CORP COM 513847103 5967 167329 X 01 91780 0 75549 LANCE INC COM 514606102 534 36634 X 01 3912 0 32722 LANDAUER INC COM 51476K103 680 17500 X 01 0 0 17500 LANDAMERICA FINL GROUP INC COM 514936103 24745 785547 X 01 662020 7250 116277 LANDRYS SEAFOOD RESTAURANTS COM 51508L103 875 34293 X 01 3690 0 30603 LANDSTAR SYS INC COM 515098101 1428 13361 X 01 1176 0 12185 LANTRONIX INC COM 516548104 4 4700 X 01 2000 0 2700 LASALLE HOTEL PPTYS COM 517942108 30 1900 X 01 0 0 1900 LATTICE SEMICONDUCTOR CORP COM 518415104 4728 541000 X 01 259200 0 281800 LAUDER ESTEE COS INC COM 518439104 76070 2161078 X 01 545420 995900 619758 LAWSON PRODS INC COM 520776105 376 12209 X 01 1302 0 10907 LAWSON SOFTWARE INC COM 520780107 53 9100 X 01 0 0 9100 LEAP WIRELESS INTL INC COM 521863100 18 17100 X 01 2700 0 14400 LEAR CORP COM 521865105 290255 6275773 X 01 3215141 808610 2252022 LEARNING TREE INTL INC COM 522015106 72 3900 X 01 0 0 3900 LECROY CORP COM 52324W109 20 1700 X 01 0 0 1700 LEE ENTERPRISES INC COM 523768109 6384 182400 X 01 109000 0 73400 LEGATO SYS INC COM 524651106 2093 581512 X 01 218900 0 362612 LEGGETT & PLATT INC COM 524660107 386402 16512892 X 01 7536222 1560570 7416100 LEGG MASON INC COM 524901105 126874 2571426 X 01 437101 1550300 584025 LEHMAN BROS HLDGS INC COM 524908100 765222 12239638 X 01 5791216 1330227 5118195 LENDINGTREE INC COM 52602Q105 67 5300 X 01 0 0 5300 LENNAR CORP COM 526057104 16236 265300 X 01 152400 0 112900 LENNOX INTL INC COM 526107107 1319 73323 X 01 7609 0 65714 LEUCADIA NATL CORP COM 527288104 6975 220300 X 01 131300 0 89000 LEVEL 3 COMMUNICATIONS INC COM 52729N100 107 36300 X 01 14800 0 21500 LEXAR MEDIA INC COM 52886P104 47 11000 X 01 0 0 11000 LEXENT INC COM 52886Q102 9 4100 X 01 0 0 4100 LEXICON GENETICS INC COM 528872104 48 9800 X 01 0 0 9800 LEXINGTON CORP PPTYS TR COM 529043101 41 2500 X 01 0 0 2500 LEXMARK INTL NEW COM 529771107 15431 283655 X 01 155895 1380 126380 LIBBEY INC COM 529898108 728 21347 X 01 2128 0 19219 LIBERATE TECHNOLOGIES COM 530129105 467 177000 X 01 7500 0 169500 LIBERTY CORP S C COM 530370105 227 5684 X 01 3323 0 2361 LIBERTY MEDIA CORP CVB 530715AR2 66 70000 X 01 0 0 70000 LIBERTY MEDIA CORP NEW COM 530718105 576505 57650483 X 01 17953986 18607302 21089195 LIBERTY PPTY TR COM 531172104 22045 629845 X 01 553836 2500 73509 LIFECORE BIOMEDICAL INC COM 532187101 41 3600 X 01 0 0 3600 LIFELINE SYS INC COM 532192101 26 1000 X 01 0 0 1000 LIFEPOINT HOSPITALS INC COM 53219L109 17909 493217 X 01 282217 108400 102600 LIGAND PHARMACEUTICALS INC COM 53220K207 309 21300 X 01 0 0 21300 LIGHTBRIDGE INC COM 532226107 62 7287 X 01 0 0 7287 LIGHTPATH TECHNOLOGIES INC COM 532257102 1 1100 X 01 0 0 1100 LILLY ELI & CO COM 532457108 183808 3259005 X 01 1915702 14238 1329065 LIMITED INC COM 532716107 17392 816520 X 01 456187 0 360333 LIN TV CORP COM 532774106 8 300 X 01 0 0 300 LINCARE HLDGS INC COM 532791100 40821 1263800 X 01 1032400 0 231400 LINCOLN ELEC HLDGS INC COM 533900106 32934 1224330 X 01 1075980 7550 140800 LINCOLN NATL CORP IND COM 534187109 17761 422876 X 01 273926 350 148600 LINDSAY MFG CO COM 535555106 357 15404 X 01 1548 0 13856 LINEAR TECHNOLOGY CORP COM 535678106 15751 501159 X 01 273459 0 227700 LINENS N THINGS INC COM 535679104 4874 148558 X 01 95533 0 53025 LITHIA MTRS INC COM 536797103 40 1500 X 01 0 0 1500 LITTELFUSE INC COM 537008104 261 11300 X 01 4300 0 7000 LIZ CLAIBORNE INC COM 539320101 462295 14537580 X 01 8070184 1134580 5332816 LOCAL FINL CORP COM 539553107 42 2600 X 01 0 0 2600 LOCKHEED MARTIN CORP COM 539830109 293511 4223175 X 01 2196363 524055 1502757 LODGENET ENTMT CORP COM 540211109 252 17500 X 01 0 0 17500 LOEWS CORP COM 540424108 25043 472592 X 01 302416 0 170176 LOEWS CORP COM 540424207 22037 814680 X 01 82430 703100 29150 LONE STAR STEAKHOUSE SALOON COM 542307103 654 27715 X 01 3141 0 24574 LONE STAR TECHNOLOGIES INC COM 542312103 1145 50017 X 01 7501 0 42516 LONGS DRUG STORES CORP COM 543162101 4442 157000 X 01 93700 0 63300 LONGVIEW FIBRE CO COM 543213102 2014 213800 X 01 128100 0 85700 LOOKSMART LTD COM 543442107 44 22500 X 01 0 0 22500 LOUDCLOUD INC COM 545735102 14 9900 X 01 0 0 9900 LOUISIANA PAC CORP COM 546347105 5117 483193 X 01 294929 0 188264 LOWES COS INC COM 548661107 703715 15500327 X 01 5030107 7981430 2488790 LOWES COS INC CVB 548661CF2 102 125000 X 01 0 0 125000 LUBRIZOL CORP COM 549271104 247141 7377343 X 01 4306065 852420 2218858 LUBYS INC COM 549282101 170 25829 X 01 2971 0 22858 LUCENT TECHNOLOGIES INC COM 549463107 120408 72534802 X 01 15350420 49556992 7627390 LUCENT TECHNOLOGIES INC CVP 549463206 0 68270 X 01 0 68270 0 LUMINEX CORP DEL COM 55027E102 61 8100 X 01 0 0 8100 LYDALL INC DEL COM 550819106 365 23923 X 01 2134 0 21789 LYNCH INTERACTIVE CORP COM 551146103 27 900 X 01 0 0 900 LYON WILLIAM HOMES COM 552074106 5 200 X 01 0 0 200 LYONDELL CHEMICAL CO COM 552078107 237512 15729280 X 01 5939346 7952426 1837508 M & T BK CORP COM 55261F104 32868 383257 X 01 220500 0 162757 MAF BANCORP INC COM 55261R108 1196 31814 X 01 5414 0 26400 MBIA INC COM 55262C100 76225 1348397 X 01 769686 49632 529079 MBNA CORP COM 55262L100 4289519 129710285 X 01 60742780 33678995 35288510 MB FINANCIAL INC NEW COM 55264U108 87 2600 X 01 0 0 2600 M D C HLDGS INC COM 552676108 1782 34271 X 01 3619 0 30652 MDU RES GROUP INC COM 552690109 7498 285200 X 01 169800 0 115400 MCSI INC COM 55270M108 87 7700 X 01 0 0 7700 MEMC ELECTR MATLS INC COM 552715104 54 11000 X 01 0 0 11000 MFS CHARTER INCOME TR COM 552727109 6 700 X 01 700 0 0 MFS SPL VALUE TR COM 55274E102 28 3270 X 01 3270 0 0 MGIC INVT CORP WIS COM 552848103 219210 3233188 X 01 1926064 753432 553692 MGI PHARMA INC COM 552880106 868 122904 X 01 3230 0 119674 MGM MIRAGE COM 552953101 29305 868305 X 01 272399 408400 187506 MIM CORP COM 553044108 100 8300 X 01 0 0 8300 M/I SCHOTTENSTEIN HOMES INC COM 55305B101 60 1600 X 01 0 0 1600 MKS INSTRUMENT INC COM 55306N104 11051 550600 X 01 489500 0 61100 MMO2 PLC ADR 55309W101 0 52 X 01 52 0 0 MPS GROUP INC COM 553409103 3380 397700 X 01 232700 0 165000 MRV COMMUNICATIONS INC COM 553477100 65 42668 X 01 4300 0 38368 MRO SOFTWARE INC COM 55347W105 392 34453 X 01 2988 0 31465 MSC INDL DIRECT INC COM 553530106 25662 1316000 X 01 690400 541700 83900 MSC SOFTWARE CORP COM 553531104 68 7600 X 01 0 0 7600 MTR GAMING GROUP INC COM 553769100 172 10300 X 01 0 0 10300 MTS SYS CORP COM 553777103 35 2800 X 01 0 0 2800 MACDERMID INC COM 554273102 1411 65644 X 01 4384 0 61260 MACERICH CO COM 554382101 11486 370500 X 01 190200 164400 15900 MACERICH CO CVB 5543829A1 0 500000 X 01 0 500000 0 MACK CALI RLTY CORP COM 554489104 57994 1649900 X 01 1255370 265800 128730 MACROVISION CORP COM 555904101 37370 2850525 X 01 261475 2480200 108850 MACROMEDIA INC COM 556100105 2547 287200 X 01 139500 0 147700 MADDEN STEVEN LTD COM 556269108 48 2400 X 01 0 0 2400 MADISON GAS & ELEC CO COM 557497104 148 5300 X 01 0 0 5300 MAGELLAN HEALTH SVCS INC COM 559079108 4 3800 X 01 0 0 3800 MAGMA DESIGN AUTOMATION COM 559181102 49 2900 X 01 0 0 2900 MAGNA ENTMT CORP COM 559211107 6 900 X 01 0 0 900 MAGNA INTL INC COM 559222401 288439 4189385 X 01 2087630 423605 1678150 MAGNETEK INC COM 559424106 284 28723 X 01 2973 0 25750 MAGNUM HUNTER RES INC COM 55972F203 110 13950 X 01 0 0 13950 MAHANAGAR TEL NIGAM LTD ADR 559778402 71 12000 X 01 7000 5000 0 MAIL-WELL INC COM 560321200 52 10000 X 01 0 0 10000 MAIN STR BKS INC NEW COM 56034R102 83 4000 X 01 0 0 4000 MANDALAY RESORT GROUP COM 562567107 7835 284200 X 01 172300 0 111900 MANHATTAN ASSOCS INC COM 562750109 1335 41499 X 01 6607 0 34892 MANITOWOC INC COM 563571108 1380 38897 X 01 3286 0 35611 MANOR CARE INC NEW COM 564055101 9762 424429 X 01 185629 165000 73800 MANPOWER INC COM 56418H100 19584 532900 X 01 189700 177500 165700 MANTECH INTL CORP COM 564563104 46 1900 X 01 0 0 1900 MANUFACTURED HOME CMNTYS INC COM 564682102 302 8600 X 01 0 0 8600 MAPICS INC COM 564910107 32 5700 X 01 0 0 5700 MANUFACTURERS SVCS LTD COM 565005105 30 6300 X 01 0 0 6300 MANUGISTICS GROUP INC COM 565011103 148 24300 X 01 0 0 24300 MAPINFO CORP COM 565105103 223 24517 X 01 2019 0 22498 MARATHON OIL CORP COM 565849106 82107 3027556 X 01 2250027 600 776929 MARCUS CORP COM 566330106 607 36428 X 01 3920 0 32508 MARINEMAX INC COM 567908108 5 400 X 01 0 0 400 MARINE PRODS CORP COM 568427108 31 2700 X 01 0 0 2700 MARKEL CORP COM 570535104 138 700 X 01 0 0 700 MARSH & MCLENNAN COS INC COM 571748102 42810 443167 X 01 241867 0 201300 MARSH SUPERMARKETS INC COM 571783307 100 6525 X 01 0 0 6525 MARSHALL & ILSLEY CORP COM 571834100 11744 379700 X 01 199866 0 179834 MARRIOTT INTL INC NEW COM 571903202 15582 409525 X 01 235445 0 174080 MARTEK BIOSCIENCES CORP COM 572901106 27760 1326950 X 01 756250 480100 90600 MARTHA STEWART LIVING OMNIME COM 573083102 54 4700 X 01 0 0 4700 MARTIN MARIETTA MATLS INC COM 573284106 17604 451395 X 01 356570 4975 89850 MARVEL ENTERPRISES INC COM 57383M108 58 10500 X 01 0 0 10500 MASCO CORP COM 574599106 189122 6976096 X 01 3752049 335595 2888452 MASSBANK CORP READ MASS COM 576152102 2291 64749 X 01 0 0 64749 MASSEY ENERGY CORP COM 576206106 1874 147586 X 01 29484 0 118102 MASTEC INC COM 576323109 24 3300 X 01 0 0 3300 MATERIAL SCIENCIES CORP COM 576674105 238 16958 X 01 1909 0 15049 MATRIA HEALTHCARE INC COM 576817209 19 2300 X 01 0 0 2300 MATRIXONE INC COM 57685P304 9991 1637800 X 01 904500 577600 155700 MATTEL INC COM 577081102 18572 881018 X 01 411576 95600 373842 MATTHEWS INTL CORP COM 577128101 336 14400 X 01 0 0 14400 MATTSON TECHNOLOGY INC COM 577223100 51 11100 X 01 0 0 11100 MAXTOR CORP COM 577729205 136 30124 X 01 212 0 29912 MAXIM INTEGRATED PRODS INC COM 57772K101 637160 16623021 X 01 7091745 4528198 5003078 MAXIM PHARMACEUTICALS INC COM 57772M107 7 2100 X 01 0 0 2100 MAXWELL TECHNOLOGIES INC COM 577767106 11 1300 X 01 0 0 1300 MAXYGEN INC COM 577776107 44 3700 X 01 0 0 3700 MAY DEPT STORES CO COM 577778103 882325 26793946 X 01 14220590 2794492 9778864 MAVERICK TUBE CORP COM 577914104 260 17300 X 01 0 0 17300 MAXIMUS INC COM 577933104 1031 32513 X 01 3184 0 29329 MAYTAG CORP COM 578592107 15521 363905 X 01 114328 26625 222952 MCAFEE COM CORP COM 579062100 59 4000 X 01 0 0 4000 MCCLATCHY CO COM 579489105 122 1900 X 01 0 0 1900 MCCORMICK & CO INC COM 579780206 16351 635000 X 01 328800 0 306200 MCDATA CORP COM 580031201 3991 453055 X 01 267625 3 185427 MCDERMOTT INTL INC COM 580037109 723 89317 X 01 49417 0 39900 MCDONALDS CORP COM 580135101 95341 3351170 X 01 1957994 479 1392697 MCG CAPITAL CORP COM 58047P107 97 5800 X 01 0 0 5800 MCGRATH RENTCORP COM 580589109 863 33300 X 01 0 0 33300 MCGRAW HILL COS INC COM 580645109 19033 318813 X 01 177113 0 141700 MCKESSON HBOC INC COM 58155Q103 19034 582069 X 01 325735 176 256158 MCLEODUSA INC COM 582266102 0 2900 X 01 2900 0 0 MCLEODUSA INC COM 582266706 1 2541 X 01 0 0 2541 MEADE INSTRUMENTS CORP COM 583062104 107 18905 X 01 2145 0 16760 MEADWESTVACO CORP COM 583334107 766365 22835665 X 01 12015744 2500005 8319916 MECHANICAL TECHNOLOGY INC COM 583538103 4 3700 X 01 0 0 3700 MEDAREX INC COM 583916101 4322 582500 X 01 576200 0 6300 MED-DESIGN CORP COM 583926100 17 1300 X 01 0 0 1300 MEDCATH CORP COM 58404W109 5 300 X 01 0 0 300 MEDFORD BANCORP INC COM 584131106 7 200 X 01 0 0 200 MEDIA GEN INC COM 584404107 5640 94000 X 01 56700 0 37300 MEDIACOM COMMUNICATIONS CORP COM 58446K105 54 6900 X 01 0 0 6900 MEDICAL STAFFING NETWORK HOL COM 58463F104 14068 574200 X 01 328900 211800 33500 MEDICINES CO COM 584688105 27253 2210300 X 01 1232700 797200 180400 MEDICIS PHARMACEUTICAL CORP COM 584690309 1897 44355 X 01 4154 0 40201 MEDIMMUNE INC COM 584699102 64503 2443283 X 01 1702006 403600 337677 MEDQUIST INC COM 584949101 350 13154 X 01 4440 0 8714 MEDTRONIC INC COM 585055106 1397428 32612092 X 01 17226615 2790910 12594567 MEDSOURCE TECHNOLOGIES INC COM 58505Y103 45 3700 X 01 0 0 3700 MELLON FINL CORP COM 58551A108 24122 767494 X 01 437954 0 329540 MEMBERWORKS INC COM 586002107 399 21525 X 01 1890 0 19635 MENS WEARHOUSE INC COM 587118100 1614 63279 X 01 9769 0 53510 MENTOR CORP MINN COM 587188103 9430 256877 X 01 167347 1550 87980 MENTOR GRAPHICS CORP COM 587200106 4697 330300 X 01 152700 20000 157600 MERCANTILE BANKSHARES CORP COM 587405101 12098 294850 X 01 169525 0 125325 MERCHANTS BANCSHARES COM 588448100 6 200 X 01 0 0 200 MERCK & CO INC COM 589331107 788362 15567980 X 01 8915998 217905 6434077 MERCURY COMPUTER SYS COM 589378108 748 36134 X 01 5155 0 30979 MERCURY GENL CORP NEW COM 589400100 252 5200 X 01 3200 0 2000 MERCURY INTERACTIVE CORP COM 589405109 86047 3747689 X 01 243301 3243660 260728 MEREDITH CORP COM 589433101 2727 71115 X 01 36115 0 35000 MERIDIAN MED TECHNOLOGIES IN COM 589658103 58 1600 X 01 0 0 1600 MERIDIAN RESOURCE CORP COM 58977Q109 21 5700 X 01 0 0 5700 MERISTAR HOSPITALITY CORP COM 58984Y103 13731 900400 X 01 452300 442700 5400 MERIT MED SYS INC COM 589889104 91 4400 X 01 0 0 4400 MERITAGE CORP COM 59001A102 91 2000 X 01 0 0 2000 MERIX CORP COM 590049102 47 5500 X 01 0 0 5500 MERRILL LYNCH & CO INC COM 590188108 943015 23284324 X 01 12333123 4446634 6504567 MESA AIR GROUP INC COM 590479101 483 52458 X 01 4393 0 48065 MESABA HLDGS INC COM 59066B102 67 11450 X 01 0 0 11450 MESTEK INC COM 590829107 23 1200 X 01 0 0 1200 METASOLV INC COM 59139P104 52 13000 X 01 0 0 13000 METAWAVE COMMUNICATIONS CP COM 591409107 0 2300 X 01 0 0 2300 METHODE ELECTRS INC COM 591520200 657 51483 X 01 9911 0 41572 METLIFE INC COM 59156R108 174101 6045184 X 01 4478737 79775 1486672 METRIS COS INC COM 591598107 2107 253550 X 01 152950 0 100600 METRO GOLDWYN MAYER INC COM 591610100 378 32300 X 01 0 0 32300 METRO ONE TELECOMMUNICATIONS COM 59163F105 548 39275 X 01 5767 0 33508 METROMEDIA INTL GROUP INC COM 591695101 1 8200 X 01 0 0 8200 METTLER TOLEDO INTERNATIONAL COM 592688105 147 4000 X 01 0 0 4000 MICHAELS STORES INC COM 594087108 11622 298000 X 01 160100 0 137900 MICREL INC COM 594793101 20799 1446400 X 01 776300 356100 314000 MICRO GENERAL CORP COM 594838302 102 6100 X 01 0 0 6100 MICROS SYS INC COM 594901100 662 23879 X 01 2773 0 21106 MICROSOFT CORP COM 594918104 5384632 98439343 X 01 46169869 17429361 34840113 MICROVISION INC WASH COM 594960106 31 5900 X 01 0 0 5900 MICROSTRATEGY INC COM 594972101 4 8900 X 01 5300 0 3600 MICROCHIP TECHNOLOGY INC COM 595017104 201248 7336767 X 01 1089133 5788300 459334 MICROFINANCIAL INC COM 595072109 13 1700 X 01 0 0 1700 MICROMUSE INC COM 595094103 155 33400 X 01 400 0 33000 MICRON TECHNOLOGY INC COM 595112103 994051 49161749 X 01 13810219 21270895 14080635 MICROSEMI CORP COM 595137100 319 48274 X 01 7011 0 41263 MICROTUNE INC DEL COM 59514P109 141 15800 X 01 0 0 15800 MID-AMER APT CMNTYS INC COM 59522J103 59 2200 X 01 0 0 2200 MID-ATLANTIC RLTY TR COM 595232109 25 1400 X 01 0 0 1400 MID ATLANTIC MED SVCS INC COM 59523C107 2092 66725 X 01 6500 0 60225 MID-STATE BANCSHARES COM 595440108 69 3600 X 01 0 0 3600 MIDAS GROUP INC COM 595626102 276 22285 X 01 3846 0 18439 MIDDLESEX WATER CO COM 596680108 95 3600 X 01 0 0 3600 MIDLAND CO COM 597486109 40 800 X 01 0 0 800 MIDWEST EXPRESS HLDGS INC COM 597911106 252 19086 X 01 1892 0 17194 MIDWAY GAMES INC COM 598148104 725 85285 X 01 5818 0 79467 MIDWEST BANC HOLDINGS INC COM 598251106 90 3000 X 01 0 0 3000 MILACRON INC COM 598709103 418 41204 X 01 4512 0 36692 MILLENNIUM PHARMACEUTICALS I COM 599902103 41451 3411642 X 01 1958069 971565 482008 MILLENNIUM CHEMICALS INC COM 599903101 102073 7264992 X 01 4359778 760903 2144311 MILLENNIUM CELL INC COM 60038B105 9 2800 X 01 0 0 2800 MILLER HERMAN INC COM 600544100 6916 340700 X 01 179500 0 161200 MILLIPORE CORP COM 601073109 2408 75285 X 01 35485 0 39800 MILLS CORP COM 601148109 12970 418400 X 01 204700 202300 11400 MINE SAFETY APPLIANCES CO COM 602720104 108 2700 X 01 0 0 2700 MINERALS TECHNOLOGIES INC COM 603158106 4123 83600 X 01 49700 0 33900 MIPS TECHNOLOGIES INC COM 604567107 110 17800 X 01 6400 0 11400 MIPS TECHNOLOGIES INC COM 604567206 1550 278200 X 01 92400 0 185800 MIRANT CORP COM 604675108 5266 721380 X 01 400892 434 320054 MIRANT TR I CVP 60467Q102 474 16000 X 01 0 16000 0 MIRAVANT MED TECHNOLOGIES COM 604690107 1 1400 X 01 0 0 1400 MISSION WEST PPTYS INC COM 605203108 6060 497100 X 01 243600 251100 2400 MISSISSIPPI VY BANCSHARES IN COM 605720101 88 1700 X 01 0 0 1700 MITY ENTERPRISES INC COM 606850105 33 3000 X 01 3000 0 0 MOBILE TELESYSTEMS OJSC ADR 607409109 15432 509475 X 01 323415 42800 143260 MOBILE MINI INC COM 60740F105 340 19862 X 01 1902 0 17960 MODINE MFG CO COM 607828100 33917 1379875 X 01 1179420 8150 192305 MOHAWK INDS INC COM 608190104 16264 264327 X 01 155400 0 108927 MOLECULAR DEVICES CORP COM 60851C107 155 8700 X 01 1900 0 6800 MOLEX INC COM 608554101 9993 298041 X 01 156486 0 141555 MOLEX INC COM 608554200 505 18400 X 01 0 0 18400 MONACO COACH CORP COM 60886R103 940 44147 X 01 3908 0 40239 MONDAVI ROBERT CORP COM 609200100 44 1300 X 01 0 0 1300 MONOLITHIC SYS TECHNOLOGY IN COM 609842109 71 6300 X 01 0 0 6300 MONRO MUFFLER BRAKE INC COM 610236101 27 1200 X 01 0 0 1200 MONSANTO CO NEW COM 61166W101 335 18800 X 01 15800 0 3000 MONTEREY PASTA CO COM 612570101 48 5100 X 01 0 0 5100 MONY GROUP INC COM 615337102 6697 196924 X 01 112962 0 83962 MOODYS CORP COM 615369105 15333 308210 X 01 166460 4600 137150 MOOG INC COM 615394202 36045 840596 X 01 711822 7500 121274 MOORE LTD COM 615785102 9460 824050 X 01 722150 0 101900 MORGAN STANLEY DEAN WITTER&C COM 617446448 1188631 27591258 X 01 14843432 2642945 10104881 MORGAN STANLEY DEAN WITTER&C CNN 617446GL7 33 32000 X 01 32000 0 0 MORGAN STANLEY DEAN WITTER&C CNN 617446HB8 15399 15027000 X 01 14555000 0 472000 MOTHERS WK INC COM 619903107 11 291 X 01 291 0 0 MOTOROLA INC COM 620076109 208389 14282993 X 01 4649970 6915650 2717373 MOVADO GROUP INC COM 624580106 5 200 X 01 0 0 200 MOVIE GALLERY INC COM 624581104 170 8050 X 01 0 0 8050 MUELLER INDS INC COM 624756102 2388 75210 X 01 9118 0 66092 MULTEX COM INC COM 625367107 12 2900 X 01 0 0 2900 MULTIMEDIA GAMES INC COM 625453105 76 3500 X 01 0 0 3500 MUNIYIELD N Y INSD FD INC COM 626301105 0 17 X 01 17 0 0 MURPHY OIL CORP COM 626717102 17094 207200 X 01 108465 0 98735 MYERS INDS INC COM 628464109 521 30382 X 01 3243 0 27139 MYKROLIS CORP COM 62852P103 202 17104 X 01 0 0 17104 MYLAN LABS INC COM 628530107 18053 575850 X 01 298400 0 277450 MYRIAD GENETICS INC COM 62855J104 9086 446700 X 01 371800 0 74900 NBC CAP CORP COM 628729105 4 100 X 01 0 0 100 NBT BANCORP INC COM 628778102 56 3100 X 01 0 0 3100 NBTY INC COM 628782104 1646 106363 X 01 17697 0 88666 NCI BUILDING SYS INC COM 628852105 66 3700 X 01 0 0 3700 NCO GROUP INC COM 628858102 2317 106400 X 01 61200 0 45200 NCR CORP NEW COM 62886E108 5884 170066 X 01 83731 409 85926 NDS GROUP PLC ADR 628891103 690 57500 X 01 16100 41400 0 NS GROUP INC COM 628916108 27 2800 X 01 0 0 2800 NASB FINL INC COM 628968109 4 200 X 01 0 0 200 NIC INC COM 62914B100 18 11900 X 01 0 0 11900 NL INDS INC COM 629156407 35 2300 X 01 0 0 2300 NMS COMMUNICATIONS CORP COM 629248105 23 9400 X 01 4500 0 4900 NPS PHARMACEUTICALS INC COM 62936P103 1014 66200 X 01 50500 0 15700 NUI CORP COM 629431107 554 20130 X 01 2131 0 17999 NVR INC COM 62944T105 11142 34496 X 01 7705 0 26791 NABI BIOPHARMACEUTICALS COM 629519109 32 6000 X 01 0 0 6000 NACCO INDS INC COM 629579103 215 3700 X 01 3000 0 700 NANOGEN INC COM 630075109 11 3052 X 01 52 0 3000 NANOMETRICS INC COM 630077105 54 3400 X 01 0 0 3400 NAPRO BIOTHERAPUTICS INC COM 630795102 81 12400 X 01 0 0 12400 NASDAQ 100 TR COM 631100104 1 50 X 01 50 0 0 NASH FINCH CO COM 631158102 625 19552 X 01 1554 0 17998 NASSDA CORP COM 63172M101 33 2700 X 01 0 0 2700 NATIONAL BEVERAGE CORP COM 635017106 45 3200 X 01 0 0 3200 NATIONAL CITY CORP COM 635405103 990018 29774984 X 01 15195665 3248732 11330587 NATIONAL COMMERCE FINL CORP COM 63545P104 22297 847784 X 01 486403 0 361381 NATIONAL HEALTHCARE CORP COM 635906100 83 3900 X 01 0 0 3900 NATIONAL FUEL GAS CO N J COM 636180101 7190 319400 X 01 188800 0 130600 NATIONAL GOLF PPTYS INC COM 63623G109 10 1200 X 01 0 0 1200 NATIONAL GRID GROUP PLC ADR 636274102 5626 160000 X 01 0 160000 0 NATIONAL HEALTH INVS INC COM 63633D104 50 3100 X 01 0 0 3100 NATIONAL INSTRS CORP COM 636518102 8481 260475 X 01 121400 0 139075 NATIONAL-OILWELL INC COM 637071101 6873 326500 X 01 191800 0 134700 NATIONAL PENN BANCSHARES INC COM 637138108 73 2779 X 01 0 0 2779 NATIONAL PRESTO INDS INC COM 637215104 285 8894 X 01 944 0 7950 NATIONAL PROCESSING INC COM 637229105 124 4800 X 01 4000 0 800 NATIONAL SEMICONDUCTOR CORP COM 637640103 9381 321603 X 01 189056 0 132547 NATIONAL SVC INDS INC COM 637657206 23 2500 X 01 1400 0 1100 NATIONAL WESTN LIFE INS CO COM 638522102 46 400 X 01 0 0 400 NATIONWIDE FINL SVCS INC COM 638612101 75 1900 X 01 0 0 1900 NATIONWIDE HEALTH PPTYS INC COM 638620104 124 6600 X 01 0 0 6600 NAVIGATORS GROUP INC COM 638904102 5 200 X 01 0 0 200 NATURES SUNSHINE PRODUCTS IN COM 639027101 265 23406 X 01 2136 0 21270 NAUTICA ENTERPRISES INC COM 639089101 564 43418 X 01 4411 0 39007 NAUTILUS GROUP INC COM 63910B102 96 3150 X 01 0 0 3150 NAVISTAR INTL CORP NEW COM 63934E108 27698 865555 X 01 530664 274800 60091 NAVIGANT CONSULTING INC COM 63935N107 34 4800 X 01 0 0 4800 NDCHEALTH CORP COM 639480102 1623 58187 X 01 7626 0 50561 NEIMAN MARCUS GROUP INC COM 640204202 6617 190700 X 01 113200 0 77500 NEIMAN MARCUS GROUP INC COM 640204301 23 722 X 01 722 0 0 NELSON THOMAS INC COM 640376109 315 29872 X 01 11903 0 17969 NEOFORMA COM INC COM 640475505 4 300 X 01 0 0 300 NEOSE TECHNOLOGIES INC COM 640522108 61 5600 X 01 0 0 5600 NEOPHARM INC COM 640919106 71 5670 X 01 0 0 5670 NETBANK INC COM 640933107 189 16200 X 01 0 0 16200 NETWORKS ASSOCS INC COM 640938106 12523 649864 X 01 334165 0 315699 NET2PHONE COM 64108N106 10 2400 X 01 0 0 2400 NETEGRITY INC COM 64110P107 327 53037 X 01 4515 0 48522 NETRO CORP COM 64114R109 7 3200 X 01 0 0 3200 NETIQ CORP COM 64115P102 17325 765556 X 01 422300 272000 71256 NETSCOUT SYS INC COM 64115T104 43 6300 X 01 0 0 6300 NETRATINGS INC COM 64116M108 48 5300 X 01 0 0 5300 NETSCREEN TECHNOLOGIES INC COM 64117V107 91 9900 X 01 0 0 9900 NETWORK EQUIP TECHNOLOGIES COM 641208103 755 175538 X 01 2965 0 172573 NETWORK APPLIANCE INC COM 64120L104 83684 6726999 X 01 1185762 5305000 236237 NEUBERGER BERMAN INC COM 641234109 11674 318950 X 01 167000 0 151950 NEUROGEN CORP COM 64124E106 56 4800 X 01 0 0 4800 NEUROCRINE BIOSCIENCES INC COM 64125C109 462 16140 X 01 3200 0 12940 NEW CENTURY FINANCIAL CORP COM 64352D101 49 1400 X 01 0 0 1400 NEW ENGLAND BUSINESS SVC INC COM 643872104 524 20830 X 01 1776 0 19054 NEW FOCUS INC COM 644383101 76 25500 X 01 0 0 25500 NEW JERSEY RES COM 646025106 3670 122959 X 01 7873 84150 30936 NEW PLAN EXCEL RLTY TR INC COM 648053106 7813 375100 X 01 221200 0 153900 NEW YORK CMNTY BANCORP INC COM 649445103 13071 482308 X 01 259890 0 222418 NEW YORK TIMES CO COM 650111107 49250 956312 X 01 306855 13324 636133 NEWELL RUBBERMAID INC COM 651229106 299905 8554050 X 01 3699353 2412956 2441741 NEWFIELD EXPL CO COM 651290108 28587 769090 X 01 399937 252700 116453 NEWMONT MINING CORP COM 651639106 16815 638612 X 01 368885 0 269727 NEWPARK RES INC COM 651718504 313 42600 X 01 10100 0 32500 NEWPORT CORP COM 651824104 4571 291900 X 01 90800 0 201100 NEWS CORP LTD ADR 652487802 0 1 X 01 0 0 1 NEXTEL COMMUNICATIONS INC COM 65332V103 48053 14969639 X 01 1439722 12869828 660089 NEXTEL COMMUNICATIONS INC PFD 65332V707 15208 59542 X 01 41716 2614 15212 NEXTEL PARTNERS INC COM 65333F107 145 48200 X 01 0 0 48200 NEXT LEVEL COMM INC COM 65333U104 4 4200 X 01 0 0 4200 NICOR INC COM 654086107 3125 68314 X 01 35714 0 32600 NIKE INC COM 654106103 24057 448406 X 01 265758 148 182500 99 CENTS ONLY STORES COM 65440K106 7972 310798 X 01 168999 0 141799 NISOURCE INC COM 65473P105 8489 388872 X 01 217508 0 171364 NISOURCE INC PFD 65473P303 970 23000 X 01 0 23000 0 NISOURCE INC PFD 65473P600 18 8436 X 01 1697 0 6739 NOKIA CORP ADR 654902204 1334124 92135633 X 01 40755760 13303725 38076148 NOBLE ENERGY INC COM 655044105 8695 241200 X 01 135300 0 105900 NORDSON CORP COM 655663102 3734 151400 X 01 78700 0 72700 NORDSTROM INC COM 655664100 5632 248641 X 01 115441 0 133200 NORFOLK SOUTHERN CORP COM 655844108 1258750 53838752 X 01 27660196 6819532 19359024 NORTEK INC COM 656559101 50 1100 X 01 0 0 1100 NORTEL NETWORKS CORP NEW COM 656568102 358893 247512604 X 01 122311163 29466682 95734759 NORTH FORK BANCORPORATION NY COM 659424105 36411 914621 X 01 401100 0 513521 NORTH PITTSBURGH SYS INC COM 661562108 101 6300 X 01 0 0 6300 NORTHEAST UTILS COM 664397106 62182 3305804 X 01 2528840 5400 771564 NORTHERN TR CORP COM 665859104 48744 1106316 X 01 570675 18289 517352 NORTHFIELD LABS INC COM 666135108 6 1600 X 01 0 0 1600 NORTHROP GRUMMAN CORP COM 666807102 44782 358258 X 01 222930 90 135238 NORTHWEST AIRLS CORP COM 667280101 158940 13179084 X 01 3244500 9074860 859724 NORTHWEST BANCORP INC PA COM 667328108 41 3100 X 01 0 0 3100 NORTHWEST NAT GAS CO COM 667655104 1330 46255 X 01 3389 13650 29216 NORTHWESTERN CORP COM 668074107 605 35680 X 01 3678 0 32002 NOVARTIS A G ADR 66987V109 7853 179167 X 01 89299 0 89868 NOVADIGM INC COM 669937104 23 3200 X 01 0 0 3200 NOVASTAR FINL INC COM 669947400 7 200 X 01 0 0 200 NUANCE COMMUNICATIONS INC COM 669967101 47 11300 X 01 0 0 11300 NOVAVAX INC COM 670002104 1873 446000 X 01 435400 0 10600 NOVELL INC COM 670006105 2775 864567 X 01 291111 0 573456 NOVELLUS SYS INC COM 670008101 9630 283247 X 01 138947 0 144300 NOVEN PHARMACEUTICALS INC COM 670009109 1026 40232 X 01 6478 0 33754 NOVOSTE CORP COM 67010C100 25 5400 X 01 3900 0 1500 NU SKIN ENTERPRISES INC COM 67018T105 90 6200 X 01 0 0 6200 NSTAR COM 67019E107 40002 893305 X 01 544650 183475 165180 NTELOS INC COM 67019U101 3 2300 X 01 0 0 2300 NUCOR CORP COM 670346105 15629 240304 X 01 168354 2225 69725 NUEVO ENERGY CO COM 670509108 355 22496 X 01 2261 0 20235 NUMERICAL TECHNOLOGIES INC COM 67053T101 52 13000 X 01 2900 0 10100 NVIDIA CORP COM 67066G104 54730 3185675 X 01 503263 2561900 120512 NVIDIA CORP CVB 67066GAA2 74 90000 X 01 0 0 90000 NYFIX INC COM 670712108 406 47713 X 01 4046 0 43667 O CHARLEYS INC COM 670823103 758 29950 X 01 2499 0 27451 OGE ENERGY CORP COM 670837103 39817 1741770 X 01 1459055 8825 273890 OM GROUP INC COM 670872100 23286 375583 X 01 199699 122100 53784 NUVEEN NEW JERSEY INVESTMENT COM 670971100 208 13677 X 01 0 0 13677 NUVEEN OHIO PREMIUM INC2 PFD 670980309 0 14 X 01 14 0 0 OSI PHARMACEUTICALS INC COM 671040103 351 14600 X 01 0 0 14600 OSI SYSTEMS INC COM 671044105 59 3000 X 01 0 0 3000 OAK TECHNOLOGY INC COM 671802106 3341 737600 X 01 652800 0 84800 OAKLEY INC COM 673662102 188 10800 X 01 0 0 10800 OCCIDENTAL PETE CORP DEL COM 674599105 1303756 43473020 X 01 19919439 7525796 16027785 OCEAN ENERGY INC TEX COM 67481E106 15570 718501 X 01 407401 0 311100 OCEANEERING INTL INC COM 675232102 954 35317 X 01 3222 0 32095 OCEANFIRST FINL CORP COM 675234108 41 1700 X 01 0 0 1700 OCTEL CORP COM 675727101 8 300 X 01 0 0 300 OCULAR SCIENCES INC COM 675744106 9185 346600 X 01 340500 0 6100 OCWEN FINL CORP COM 675746101 25 4600 X 01 0 0 4600 ODYSSEY HEALTHCARE INC COM 67611V101 87 2400 X 01 0 0 2400 ODYSSEY RE HLDGS CORP COM 67612W108 30 1700 X 01 0 0 1700 OFFICE DEPOT INC COM 676220106 40601 2416749 X 01 1711794 0 704955 OFFICEMAX INC COM 67622M108 9200 1562000 X 01 1548900 0 13100 OFFSHORE LOGISTICS INC COM 676255102 1322 55353 X 01 2970 0 52383 OHIO CAS CORP COM 677240103 5102 244100 X 01 142600 0 101500 OIL STS INTL INC COM 678026105 535 45000 X 01 0 0 45000 OLD NATL BANCORP IND COM 680033107 124 4856 X 01 0 0 4856 OLD REP INTL CORP COM 680223104 59413 1886114 X 01 361500 34755 1489859 OLD SECOND BANCORP INC COM 680277101 5 133 X 01 0 0 133 OLIN CORP COM 680665205 3978 179600 X 01 102800 0 76800 OLYMPIC STEEL INC COM 68162K106 1 100 X 01 100 0 0 OMNICARE INC COM 681904108 9826 374200 X 01 221500 0 152700 OMNICOM GROUP INC COM 681919106 20067 438151 X 01 298127 1483 138541 OMEGA HEALTHCARE INVS INC COM 681936100 8 1000 X 01 0 0 1000 1-800 CONTACTS INC COM 681977104 22 1600 X 01 0 0 1600 OMEGA FINL CORP COM 682092101 66 1800 X 01 0 0 1800 OMNIVISION TECHNOLOGIES INC COM 682128103 107 7500 X 01 0 0 7500 OMNOVA SOLUTIONS INC COM 682129101 430 51217 X 01 5337 0 45880 ON ASSIGNMENT INC COM 682159108 855 48023 X 01 8465 0 39558 ON SEMICONDUCTOR CORP COM 682189105 22 10800 X 01 0 0 10800 1 800 FLOWERS COM COM 68243Q106 64 5700 X 01 0 0 5700 ONEIDA LTD COM 682505102 476 24839 X 01 0 0 24839 ONEOK INC NEW COM 682680103 5457 248600 X 01 146800 0 101800 ONYX SOFTWARE CORP COM 683402101 55 16300 X 01 0 0 16300 OPEN JT STK CO-VIMPEL COMMUN ADR 68370R109 1487 58400 X 01 2000 53600 2800 OPENWAVE SYS INC COM 683718100 516 92037 X 01 11100 0 80937 OPNET TECHNOLOGIES INC COM 683757108 19 2100 X 01 0 0 2100 OPLINK COMMUNICATIONS INC COM 68375Q106 17 23600 X 01 0 0 23600 OPTICAL CABLE CORP COM 683827109 2 3100 X 01 0 0 3100 ORACLE CORP COM 68389X105 157601 16642160 X 01 6862804 4301097 5478259 OPPENHEIMER MULTI-SECTOR INC COM 683933105 49 6255 X 01 6255 0 0 OPTION CARE INC COM 683948103 15093 1098475 X 01 975950 0 122525 ORASURE TECHNOLOGIES INC COM 68554V108 10666 1640900 X 01 902900 608800 129200 ORBITAL SCIENCES CORP COM 685564106 227 28500 X 01 16100 0 12400 ORCHID BIOSCIENCES INC COM 68571P100 6 4300 X 01 0 0 4300 ORGANOGENESIS INC COM 685906109 1 3200 X 01 0 0 3200 OREGON STL MLS INC COM 686079104 27 4500 X 01 0 0 4500 O REILLY AUTOMOTIVE INC COM 686091109 1872 67937 X 01 9922 0 58015 ORIENTAL FINL GROUP INC COM 68618W100 114 4510 X 01 0 0 4510 ORTHOLOGIC CORP COM 68750J107 65 11800 X 01 0 0 11800 ORTHODONTIC CTRS AMER INC COM 68750P103 1418 61532 X 01 6785 0 54747 OSHKOSH B GOSH INC COM 688222207 829 19056 X 01 1669 0 17387 OSHKOSH TRUCK CORP COM 688239201 1443 24407 X 01 2261 0 22146 OSMONICS INC COM 688350107 75 4700 X 01 0 0 4700 OSTEOTECH INC COM 688582105 142 19241 X 01 1957 0 17284 OTTER TAIL CORP COM 689648103 117 3700 X 01 0 0 3700 OUTBACK STEAKHOUSE INC COM 689899102 12040 343025 X 01 181400 0 161625 OVERSEAS SHIPHOLDING GROUP I COM 690368105 2989 141800 X 01 84800 0 57000 OVERTURE SVCS INC COM 69039R100 34031 1362345 X 01 473125 878500 10720 OWENS & MINOR INC NEW COM 690732102 2157 109172 X 01 4521 0 104651 OWENS ILL INC COM 690768403 211912 15423013 X 01 9142734 1171208 5109071 OXFORD HEALTH PLANS INC COM 691471106 26677 574200 X 01 207600 0 366600 OXFORD INDS INC COM 691497309 251 8974 X 01 1058 0 7916 P A M TRANSN SVCS INC COM 693149106 46 1900 X 01 0 0 1900 P C CONNECTION COM 69318J100 3271 797900 X 01 719800 0 78100 PC-TEL INC COM 69325Q105 210 31029 X 01 2622 0 28407 PDF SOLUTIONS INC COM 693282105 33 4500 X 01 0 0 4500 PDI INC COM 69329V100 68 4400 X 01 1300 0 3100 PG&E CORP COM 69331C108 18452 1031387 X 01 572666 0 458721 PFF BANCORP INC COM 69331W104 21704 565200 X 01 469975 4575 90650 P F CHANGS CHINA BISTRO INC COM 69333Y108 1134 36091 X 01 3215 0 32876 PICO HLDGS INC COM 693366205 7 400 X 01 0 0 400 PLX TECHNOLOGY INC COM 693417107 35 8300 X 01 0 0 8300 PMA CAP CORP COM 693419202 11601 548500 X 01 482800 0 65700 PMC-SIERRA INC COM 69344F106 4037 435443 X 01 270897 11 164535 PMI GROUP INC COM 69344M101 318614 8340692 X 01 1858690 6256576 225426 PNC FINL SVCS GROUP INC COM 693475105 30913 591292 X 01 313574 498 277220 POSCO ADR 693483109 13910 510087 X 01 369627 0 140460 PNM RESOURCES INC COM COM 69349H107 34285 1416723 X 01 1209055 9550 198118 PPG INDS INC COM 693506107 115178 1860714 X 01 1238805 74850 547059 PPL CORP COM 69351T106 78971 2387260 X 01 1100261 331055 955944 PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 1152 93615 X 01 8551 0 85064 PS BUSINESS PKS INC CALIF COM 69360J107 94 2700 X 01 0 0 2700 PSS WORLD MED INC COM 69366A100 4743 585600 X 01 352000 208900 24700 PTEK HLDGS INC COM 69366M104 109 19000 X 01 0 0 19000 PACCAR INC COM 693718108 68687 1547364 X 01 1298141 22402 226821 PACIFIC CAP BANCORP NEW COM 69404P101 252 10533 X 01 5733 0 4800 PACIFIC CREST CAP INC COM 694166109 120 4290 X 01 0 0 4290 PACIFIC NORTHWEST BANCORP COM 69466M103 60 1900 X 01 0 0 1900 PACIFIC SUNWEAR CALIF INC COM 694873100 1143 51568 X 01 4442 0 47126 PACIFICARE HEALTH SYS DEL COM 695112102 47523 1747172 X 01 1068498 112916 565758 PACKAGING CORP AMER COM 695156109 8326 418600 X 01 250200 0 168400 PACKETEER INC COM 695210104 48 10900 X 01 0 0 10900 PACTIV CORP COM 695257105 32137 1350315 X 01 640215 583300 126800 PAIN THERAPEUTICS INC COM 69562K100 81 9700 X 01 0 0 9700 PALL CORP COM 696429307 15382 741281 X 01 649148 0 92133 PALM HARBOR HOMES COM 696639103 92 4630 X 01 0 0 4630 PALM INC COM 696642107 2206 1253201 X 01 576243 3966 672992 PANAMSAT CORP NEW COM 697933109 140 6200 X 01 0 0 6200 PAN PACIFIC RETAIL PPTYS INC COM 69806L104 16003 468188 X 01 233700 229900 4588 PANERA BREAD CO COM 69840W108 1536 44564 X 01 3806 0 40758 PAPA JOHNS INTL INC COM 698813102 3449 103300 X 01 54400 0 48900 PARAMETRIC TECHNOLOGY CORP COM 699173100 2021 589081 X 01 291781 0 297300 PAREXEL INTL CORP COM 699462107 496 35662 X 01 3328 0 32334 PARK ELECTROCHEMICAL CORP COM 700416209 1543 58222 X 01 2612 0 55610 PARK NATL CORP COM 700658107 213 2479 X 01 1254 0 1225 PARK PL ENTMT CORP COM 700690100 23053 2249049 X 01 1342999 367800 538250 PARKER DRILLING CO COM 701081101 39 11900 X 01 0 0 11900 PARKER HANNIFIN CORP COM 701094104 47239 988472 X 01 662014 49065 277393 PARKERVISION INC COM 701354102 79 4100 X 01 0 0 4100 PARKWAY PPTYS INC COM 70159Q104 58 1600 X 01 0 0 1600 PARTNER COMMUNICATIONS CO LT ADR 70211M109 1699 404619 X 01 265982 0 138637 PARTNERS TRUST FINCL GROUP I COM 70213A103 6 400 X 01 0 0 400 PARTY CITY CORP COM 702145103 83 5100 X 01 0 0 5100 PATINA OIL & GAS CORP COM 703224105 1190 43400 X 01 3702 0 39698 PATHMARK STORES INC NEW COM 70322A101 110 5852 X 01 0 0 5852 PATTERSON DENTAL CO COM 703412106 34884 693100 X 01 230800 66600 395700 PATTERSON UTI ENERGY INC COM 703481101 9957 352700 X 01 181100 0 171600 PTR CORP COM 704227107 971 57994 X 01 5339 0 52655 PAXSON COMMUNICATIONS CORP COM 704231109 89 16200 X 01 0 0 16200 PAYCHEX INC COM 704326107 22023 703834 X 01 378817 50000 275017 PAYLESS SHOESOURCE INC COM 704379106 5252 91101 X 01 52755 0 38346 PEABODY ENERGY CORP COM 704549104 25135 888175 X 01 774500 3725 109950 PEC SOLUTIONS INC COM 705107100 132 5500 X 01 2600 0 2900 PEDIATRIX MED GROUP COM 705324101 1033 41315 X 01 3365 0 37950 PEETS COFFEE & TEA INC COM 705560100 68 3700 X 01 0 0 3700 PEGASYSTEMS INC COM 705573103 46 5100 X 01 0 0 5100 PEGASUS COMMUNICATIONS CORP COM 705904100 3 4600 X 01 0 0 4600 PEGASUS SOLUTIONS INC COM 705906105 602 34416 X 01 3321 0 31095 PEMSTAR INC COM 706552106 3 2100 X 01 0 0 2100 PENFORD CORP COM 707051108 157 8677 X 01 958 0 7719 PENN ENGR & MFG CORP COM 707389300 16611 953580 X 01 837180 7900 108500 PENN NATL GAMING INC COM 707569109 218 12000 X 01 0 0 12000 PENN VA CORP COM 707882106 47 1200 X 01 0 0 1200 PENNEY J C INC COM 708160106 10356 470292 X 01 270570 300 199422 PENNFED FINL SVCS INC COM 708167101 6 200 X 01 0 0 200 PENNROCK FINL SVCS CORP COM 708352109 52 1600 X 01 0 0 1600 PENNSYLVANIA RL ESTATE INVT COM 709102107 144 5300 X 01 0 0 5300 PENNZOIL-QUAKER STATE COMPAN COM 709323109 7287 338460 X 01 197799 0 140661 PENTAIR INC COM 709631105 9717 202100 X 01 119100 0 83000 PENTON MEDIA INC COM 709668107 84 38841 X 01 4271 0 34570 PENWEST PHARMACEUTICALS CO COM 709754105 123 6300 X 01 0 0 6300 PEOPLES BANCORP INC COM 709789101 7 220 X 01 0 0 220 PEOPLES BK BRIDGEPORT CONN COM 710198102 52 2000 X 01 0 0 2000 PEOPLES ENERGY CORP COM 711030106 2458 67411 X 01 31211 9300 26900 PEOPLES HLDG CO COM 711148106 4 100 X 01 0 0 100 PEOPLESOFT INC COM 712713106 526597 35389588 X 01 11397515 15729205 8262868 PEP BOYS MANNY MOE & JACK COM 713278109 1112 65966 X 01 6889 0 59077 PEPSI BOTTLING GROUP INC COM 713409100 17872 580265 X 01 344090 350 235825 PEPSIAMERICAS INC COM 71343P200 10497 702600 X 01 448200 0 254400 PEPSICO INC COM 713448108 456018 9460951 X 01 5398939 39066 4022946 PER-SE TECHNOLOGIES INC WTS 713569119 0 148 X 01 148 0 0 PER-SE TECHNOLOGIES INC COM 713569309 139 15100 X 01 0 0 15100 PEREGRINE PHARMACEUTICALS IN COM 713661106 69 59100 X 01 0 0 59100 PEREGRINE SYSTEMS INC COM 71366Q101 30 100462 X 01 7300 0 93162 PERFORMANCE FOOD GROUP CO COM 713755106 2021 59696 X 01 9833 0 49863 PERFORMANCE FOOD GROUP CO CVB 713755AA4 198 160000 X 01 0 0 160000 PERICOM SEMICONDUCTOR CORP COM 713831105 9815 846851 X 01 729936 0 116915 PERKINELMER INC COM 714046109 7472 676206 X 01 587206 0 89000 PEROT SYS CORP COM 714265105 223 20500 X 01 6400 0 14100 PERRIGO CO COM 714290103 3925 301900 X 01 180700 0 121200 PERSISTENCE SOFTWARE INC COM 715329108 238 396025 X 01 0 0 396025 PETROLEO BRASILEIRO SA PETRO ADR 71654V101 27780 1596553 X 01 934852 165000 496701 PETROLEO BRASILEIRO SA PETRO ADR 71654V408 16701 885500 X 01 885500 0 0 PETROQUEST ENERGY INC COM 716748108 63 11300 X 01 0 0 11300 PETSMART INC COM 716768106 258 16100 X 01 5700 0 10400 PHARMACYCLICS INC COM 716933106 7 1500 X 01 0 0 1500 PFIZER INC COM 717081103 6767519 193357685 X 01 95301287 31452479 66603919 PFIZER INC CAL 71708S9AE 0 5985 X 01 4930 1055 0 PHARMACEUTICAL PROD DEV INC COM 717124101 1868 70914 X 01 7066 0 63848 PHARMACEUTICAL RES INC COM 717125108 411 14800 X 01 4600 0 10200 PHARMACOPEIA INC COM 71713B104 21 2500 X 01 0 0 2500 PHARMACIA CORP COM 71713U102 595807 15909390 X 01 7932418 2796743 5180229 PHELPS DODGE CORP COM 717265102 7200 174763 X 01 107771 0 66992 PHILADELPHIA CONS HLDG CORP COM 717528103 1233 27189 X 01 2856 0 24333 PHILADELPHIA SUBN CORP COM 718009608 1825 90365 X 01 13840 0 76525 PHILIP MORRIS COS INC COM 718154107 1939965 44413111 X 01 21310069 10922390 12180652 PHILIP MORRIS COS INC CNN 718154CJ4 4719 4424000 X 01 3880000 0 544000 PHILIP SVCS CORP DEL COM 718193105 0 4 X 01 4 0 0 PHILLIPS PETE CO COM 718507106 1671286 28384611 X 01 13337796 4782958 10263857 PHILLIPS VAN HEUSEN CORP COM 718592108 582 37315 X 01 3683 0 33632 PHOENIX COS INC NEW PFD 71902E208 373 15000 X 01 0 0 15000 PHOENIX TECHNOLOGY LTD COM 719153108 409 40864 X 01 3349 0 37515 PHOTON DYNAMICS INC COM 719364101 806 26850 X 01 2261 0 24589 PHOTRONICS INC COM 719405102 942 49712 X 01 4143 0 45569 PIEDMONT NAT GAS INC COM 720186105 1865 50436 X 01 7990 5100 37346 PIER 1 IMPORTS INC COM 720279108 2670 127125 X 01 21005 0 106120 PILGRIMS PRIDE CORP COM 721467108 1236 88300 X 01 48900 0 39400 PILGRIMS PRIDE CORP COM 721467207 192 18450 X 01 0 0 18450 PINNACLE ENTMT INC COM 723456109 10585 995750 X 01 774848 9800 211102 PINNACLE SYS INC COM 723481107 1007 91653 X 01 7738 0 83915 PINNACLE WEST CAP CORP COM 723484101 8113 205402 X 01 73027 59225 73150 PIONEER NAT RES CO COM 723787107 11931 457999 X 01 270399 0 187600 PIONEER STD ELECTRS INC COM 723877106 422 40652 X 01 4271 0 36381 PITNEY BOWES INC COM 724479100 96407 2427167 X 01 591308 36170 1799689 PITTSTON CO COM 725701106 5371 223802 X 01 133902 0 89900 PIXAR COM 725811103 49 1100 X 01 0 0 1100 PIXELWORKS INC COM 72581M107 127 15100 X 01 3300 0 11800 PLACER DOME INC COM 725906101 5474 488290 X 01 263920 0 224370 PLAINS RES INC COM 726540503 1012 37815 X 01 3206 0 34609 PLANAR SYS INC COM 726900103 390 20273 X 01 1673 0 18600 PLANTRONICS INC NEW COM 727493108 16776 882500 X 01 487500 238200 156800 PLATO LEARNING INC COM 72764Y100 73 7432 X 01 0 0 7432 PLAYBOY ENTERPRISES INC COM 728117300 83 6500 X 01 0 0 6500 PLAYTEX PRODS INC COM 72813P100 21012 1622575 X 01 1359975 13900 248700 PLEXUS CORP COM 729132100 3354 185300 X 01 102400 0 82900 PLUG POWER INC COM 72919P103 52 6600 X 01 0 0 6600 PLUM CREEK TIMBER CO INC COM 729251108 10076 328215 X 01 174858 0 153357 POGO PRODUCING CO COM 730448107 10905 334309 X 01 18150 255400 60759 POLARIS INDS INC COM 731068102 1984 30519 X 01 4394 0 26125 POLO RALPH LAUREN CORP COM 731572103 94 4200 X 01 0 0 4200 POLYCOM INC COM 73172K104 4953 413131 X 01 236761 0 176370 POLYMEDICA CORP COM 731738100 496 19429 X 01 1656 0 17773 POLYONE CORP COM 73179P106 1326 117844 X 01 12526 0 105318 POMEROY COMPUTER RES COM 731822102 6 400 X 01 0 0 400 POPE & TALBOT INC COM 732827100 386 20632 X 01 2027 0 18605 POPULAR INC COM 733174106 7747 230020 X 01 177900 0 52120 PORT FINL CORP COM 734119100 4 100 X 01 0 0 100 PORTAL SOFTWARE INC COM 736126103 45 59600 X 01 0 0 59600 POSSIS MEDICAL INC COM 737407106 107 8700 X 01 0 0 8700 POST PPTYS INC COM 737464107 34187 1133531 X 01 1000450 6600 126481 POTASH CORP SASK INC COM 73755L107 207 3100 X 01 3100 0 0 POTLATCH CORP COM 737628107 3902 114700 X 01 67100 0 47600 POTOMAC ELEC PWR CO COM 737679100 17814 829309 X 01 603425 1000 224884 POWELL INDS INC COM 739128106 70 2900 X 01 0 0 2900 POWER INTEGRATIONS INC COM 739276103 800 44668 X 01 3795 0 40873 POWER-ONE INC COM 739308104 11414 1835123 X 01 1005023 620800 209300 POWERWAVE TECHNOLOGIES INC COM 739363109 2611 285000 X 01 154500 0 130500 PRACTICEWORKS INC COM 739419109 61 3300 X 01 0 0 3300 POZEN INC COM 73941U102 19 3600 X 01 0 0 3600 PRAECIS PHARMACEUTICALS INC COM 739421105 20 5638 X 01 0 0 5638 PRTIR INC COM 74005P104 102179 1793553 X 01 1258154 8900 526499 PRE PAID LEGAL SVCS INC COM 740065107 643 32335 X 01 2726 0 29609 PRECIS INC COM 740184106 33 3700 X 01 0 0 3700 PRECISION CASTPARTS CORP COM 740189105 6953 210700 X 01 123000 0 87700 PREFORMED LINE PRODS CO COM 740444104 7 400 X 01 400 0 0 PREMCOR INC COM 74045Q104 3048 118500 X 01 4800 113100 600 PREMIER FARNELL PLC ADR 74050U107 15 1969 X 01 1969 0 0 PREMIER FARNELL PLC ADR 74050U206 34 1587 X 01 1587 0 0 PRENTISS PPTYS TR COM 740706106 254 8000 X 01 3600 0 4400 PRESIDENTIAL LIFE CORP COM 740884101 1573 77621 X 01 3918 0 73703 PRESSTEK INC COM 741113104 235 58700 X 01 0 0 58700 PRICE COMMUNICATIONS CORP COM 741437305 4198 262355 X 01 135000 0 127355 PRICE T ROWE GROUP INC COM 74144T108 5973 181658 X 01 90958 0 90700 PRICELINE COM INC COM 741503106 195 69800 X 01 11300 0 58500 PRICESMART INC COM 741511109 27 700 X 01 0 0 700 PRIDE INTL INC DEL COM 74153Q102 8416 537400 X 01 314800 0 222600 PRIMEDIA INC COM 74157K101 24 19600 X 01 0 0 19600 PRIME GROUP REALTY TRUST COM 74158J103 11 1700 X 01 0 0 1700 PRIMA ENERGY CORP COM 741901201 441 19371 X 01 1669 0 17702 PRIME HOSPITALITY CORP COM 741917108 35486 2731759 X 01 2315542 25550 390667 PRINCETON REVIEW INC COM 742352107 55 6000 X 01 0 0 6000 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 701 22600 X 01 22600 0 0 PRIORITY HEALTHCARE CORP COM 74264T102 29176 1241511 X 01 668331 421900 151280 PRIORITY HEALTHCARE CORP COM 74264T201 11 536 X 01 0 0 536 PRIVATE MEDIA GROUP INC COM 74266R104 8 2900 X 01 0 0 2900 PROBUSINESS SERVICES INC COM 742674104 159 10900 X 01 0 0 10900 PROASSURANCE CORP COM 74267C106 42 2400 X 01 0 0 2400 PROCTER & GAMBLE CO COM 742718109 1048944 11746290 X 01 6882866 1082732 3780692 PRIVATEBANCORP INC COM 742962103 51 1700 X 01 0 0 1700 PROGENICS PHARMACEUTICALS IN COM 743187106 54 4400 X 01 0 0 4400 PROGRESS ENERGY INC COM 743263105 33130 636996 X 01 196096 250500 190400 PROGRESS ENERGY INC-CVO COM 743263AA3 0 16350 X 01 6800 0 9550 PROGRESS SOFTWARE CORP COM 743312100 857 58041 X 01 4754 0 53287 PROGRESSIVE CORP OHIO COM 743315103 184492 3189145 X 01 1636719 58225 1494201 PROLOGIS TR COM 743410102 29842 1147775 X 01 566100 550500 31175 PROQUEST COMPANY COM 74346P102 217 6100 X 01 0 0 6100 PROSPERITY BANCSHARES INC COM 743606105 77 4200 X 01 0 0 4200 PROTECTION ONE INC COM 743663304 7 2500 X 01 0 0 2500 PROTECTIVE LIFE CORP COM 743674103 9314 281400 X 01 166500 0 114900 PROTEIN DESIGN LABS INC COM 74369L103 12478 1148960 X 01 884500 0 264460 PROTON ENERGY SYS INC COM 74371K101 12 3600 X 01 0 0 3600 PROVIDENT BANCORP INC MONTEB COM 743835100 6 200 X 01 0 0 200 PROVIDENT BANKSHARES CORP COM 743859100 941 39714 X 01 9955 0 29759 PROVIDENT FINL GROUP INC COM 743866105 5776 199100 X 01 116700 0 82400 PROVINCE HEALTHCARE CO COM 743977100 1864 83361 X 01 11209 0 72152 PROVINCE HEALTHCARE CO CVB 743977AC4 47 45000 X 01 0 0 45000 PROVIDIAN FINL CORP COM 74406A102 2956 502694 X 01 298388 706 203600 PROXIM CORP COM 744283102 48 16014 X 01 3779 0 12235 PRUDENTIAL FINL INC COM 744320102 1321 39600 X 01 39600 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 22269 514294 X 01 184544 176200 153550 PUBLIC STORAGE INC COM 74460D109 9089 245000 X 01 111600 111600 21800 PUBLIC STORAGE INC COM 74460D729 0 4 X 01 4 0 0 PUERTO RICAN CEM INC COM 745075101 536 15300 X 01 0 0 15300 PUGET ENERGY INC NEW COM 745310102 72938 3532098 X 01 2695100 17750 819248 PULITZER INC COM 745769109 62 1200 X 01 0 0 1200 PULTE CORP COM 745867101 251296 4371885 X 01 2531113 127305 1713467 PUMATECH INC COM 745887109 7 11900 X 01 8900 0 3000 PURE RES INC COM 74622E102 164 7900 X 01 6200 0 1700 QLT INC COM 746927102 6074 455000 X 01 455000 0 0 QRS CORP COM 74726X105 182 23337 X 01 2032 0 21305 QLOGIC CORP COM 747277101 9675 253940 X 01 70330 0 183610 QUADRAMED CORP COM 74730W101 63 9000 X 01 0 0 9000 QUAKER CHEM CORP COM 747316107 260 10627 X 01 1192 0 9435 QUAKER CITY BANCORP INC COM 74731K106 4 100 X 01 0 0 100 QUAKER FABRIC CORP NEW COM 747399103 6 400 X 01 0 0 400 QUALCOMM INC COM 747525103 346864 12617830 X 01 4398422 5181150 3038258 QUALITY DINING INC COM 74756P105 69 16315 X 01 0 0 16315 QUANEX CORP COM 747620102 1535 35117 X 01 1900 0 33217 QUANTA SVCS INC COM 74762E102 2480 251249 X 01 143800 0 107449 QUANTUM CORP COM 747906204 82934 19746310 X 01 13774975 1090883 4880452 QUEST DIAGNOSTICS INC COM 74834L100 107007 1243543 X 01 321818 714150 207575 QUEST SOFTWARE INC COM 74834T103 201 13800 X 01 0 0 13800 QUESTAR CORP COM 748356102 8633 349500 X 01 198300 18000 133200 QUICKSILVER RESOURCES INC COM 74837R104 134 5200 X 01 0 0 5200 QUIKSILVER INC COM 74838C106 865 34886 X 01 3068 0 31818 QUIDEL CORP COM 74838J101 41 6000 X 01 0 0 6000 QUINENCO S A ADR 748718103 672 140000 X 01 50000 90000 0 QUINTILES TRANSNATIONAL CORP COM 748767100 2806 224635 X 01 95335 0 129300 QUIXOTE CORP COM 749056107 932 55000 X 01 0 0 55000 QWEST COMMUNICATIONS INTL IN COM 749121109 476258 170092303 X 01 85668976 22509034 61914293 QWEST COMMUNICAT (GS) CAL 7491215GW 0 -4000 X 01 0 -4000 0 QWEST COMMUNICA (MGS) CAL 7491215GX 0 -3500 X 01 0 -3500 0 QWEST COMMUNICAT (GS) CAL 7491215GY 0 -4000 X 01 0 -4000 0 QWEST COMMUNICAT (SB) CAL 7491215GZ 0 -4000 X 01 0 -4000 0 R & G FINANCIAL CORP COM 749136107 38 1600 X 01 0 0 1600 QUOVADX INC COM 74913K106 5 800 X 01 0 0 800 RCN CORP COM 749361101 17 12367 X 01 1867 0 10500 RFS HOTEL INVS INC COM 74955J108 23553 1739500 X 01 1505550 13550 220400 R H DONNELLEY CORP COM 74955W307 383 13700 X 01 0 0 13700 R G S ENERGY GROUP INC COM 74956K104 1735 44270 X 01 4742 0 39528 RLI CORP COM 749607107 7929 155480 X 01 130636 2050 22794 RPC INC COM 749660106 57 4800 X 01 0 0 4800 RPM INC OHIO COM 749685103 7048 462159 X 01 273547 0 188612 RSA SEC INC COM 749719100 1193 247950 X 01 133100 0 114850 RTI INTL METALS INC COM 74973W107 31619 2602421 X 01 2247866 22400 332155 RF MICRODEVICES INC COM 749941100 23755 3117500 X 01 399800 2356800 360900 RACING CHAMPIONS ERTL CORP COM 750069106 51 2900 X 01 0 0 2900 RADIAN GROUP INC COM 750236101 31787 650702 X 01 230004 178100 242598 RADIANT SYSTEMS INC COM 75025N102 530 40684 X 01 3682 0 37002 RADIOLOGIX INC COM 75040K109 113 7400 X 01 0 0 7400 RADIO ONE INC COM 75040P405 6544 440100 X 01 17800 415100 7200 RADIOSHACK CORP COM 750438103 13453 447538 X 01 172806 0 274732 RADISYS CORP COM 750459109 324 27883 X 01 2268 0 25615 RAILAMERICA INC COM 750753105 32 3000 X 01 0 0 3000 RAINBOW TECHNOLOGIES INC COM 750862104 207 42130 X 01 3460 0 38670 RAMBUS INC DEL COM 750917106 218 53400 X 01 10100 0 43300 RALCORP HLDGS INC NEW COM 751028101 1328 42509 X 01 7735 0 34774 RANGE RES CORP COM 75281A109 37 6600 X 01 0 0 6600 RARE HOSPITALITY INTL INC COM 753820109 945 35116 X 01 2862 0 32254 RATIONAL SOFTWARE CORP COM 75409P202 3152 383878 X 01 194458 20000 169420 RAYMOND JAMES FINANCIAL INC COM 754730109 1823 64022 X 01 10181 0 53841 RAYONIER INC COM 754907103 5439 110700 X 01 64700 0 46000 RAYOVAC CORP COM 755081106 330 17800 X 01 6500 0 11300 RAYTHEON CO COM 755111507 49964 1226108 X 01 755824 4755 465529 RAYTHEON CO CNN 755111AB7 14518 13845000 X 01 13301000 0 544000 READ-RITE CORP COM 755246105 8 16100 X 01 0 0 16100 READERS DIGEST ASSN INC COM 755267101 27689 1478350 X 01 1137900 4200 336250 REALNETWORKS INC COM 75605L104 199 48800 X 01 0 0 48800 REALTY INCOME CORP COM 756109104 383 10365 X 01 4965 0 5400 RECKSON ASSOCS RLTY CORP COM 75621K106 274 11000 X 01 4900 0 6100 RECKSON ASSOCS RLTY CORP CVP 75621K205 1478 61700 X 01 0 1500 60200 RED HAT INC COM 756577102 191 32500 X 01 13500 0 19000 REDBACK NETWORKS INC COM 757209101 1429 798600 X 01 300 0 798300 REDWOOD TR INC COM 758075402 44 1400 X 01 0 0 1400 REEBOK INTL LTD COM 758110100 3275 111018 X 01 64018 0 47000 REGAL BELOIT CORP COM 758750103 36742 1511401 X 01 1301304 9850 200247 REGAL ENTMT GROUP COM 758766109 9543 409200 X 01 16700 390600 1900 REGENCY CTRS CORP COM 758849103 216 7300 X 01 4400 0 2900 REGENT COMMUNICATIONS INC DE COM 758865109 86 12200 X 01 0 0 12200 REGENERON PHARMACEUTICALS COM 75886F107 987 67994 X 01 10727 0 57267 REGENERATION TECH INC DEL COM 75886N100 16 2700 X 01 0 0 2700 REGIS CORP MINN COM 758932107 1871 69247 X 01 10317 0 58930 REGIONS FINL CORP COM 758940100 316211 8996055 X 01 5405920 384916 3205219 REHABCARE GROUP INC COM 759148109 608 25285 X 01 2369 0 22916 REGISTER COM INC COM 75914G101 85 11100 X 01 0 0 11100 REINSURANCE GROUP AMER INC COM 759351109 43 1400 X 01 0 0 1400 RELIANCE STEEL & ALUMINUM CO COM 759509102 37581 1232159 X 01 1045495 6350 180314 RELIANT RES INC COM 75952B105 81352 9297410 X 01 5076605 910409 3310396 RELIANT ENERGY INC COM 75952J108 84853 5020908 X 01 1422367 3328690 269851 REMEC INC COM 759543101 100 17800 X 01 0 0 17800 REMINGTON OIL & GAS CORP COM 759594302 731 36703 X 01 3048 0 33655 RENAISSANCE LEARNING INC COM 75968L105 131 6500 X 01 2200 0 4300 REPUBLIC BANCSHARES INC COM 759929102 6 300 X 01 0 0 300 RENAL CARE GROUP INC COM 759930100 2088 67045 X 01 6658 0 60387 RENT A CTR INC NEW COM 76009N100 28854 497400 X 01 261400 206900 29100 RENT WAY INC COM 76009U104 95 7300 X 01 0 0 7300 REPSOL YPF S A ADR 76026T205 2366 200000 X 01 0 200000 0 REPUBLIC BANCORP KY COM 760281204 6 500 X 01 0 0 500 REPUBLIC BANCORP INC COM 760282103 157 10535 X 01 0 0 10535 REPUBLIC SVCS INC COM 760759100 13524 709200 X 01 410300 0 298900 RESEARCH FRONTIERS INC COM 760911107 73 4900 X 01 0 0 4900 RES-CARE INC COM 760943100 5 800 X 01 0 0 800 RESTORATION HARDWARE INC DEL COM 760981100 55 6200 X 01 0 0 6200 RESMED INC COM 761152107 1448 49251 X 01 4381 0 44870 RESMED INC CVB 761152AB3 37 45000 X 01 0 0 45000 RESOURCE AMERICA INC CL A COM 761195205 5 500 X 01 0 0 500 RESOURCES CONNECTION INC COM 76122Q105 17956 665300 X 01 602000 0 63300 RESPIRONICS INC COM 761230101 1959 57545 X 01 8201 0 49344 RETEK INC COM 76128Q109 26101 1074100 X 01 863400 0 210700 REUNION INDS INC COM 761312107 0 595 X 01 0 0 595 REUTERS GROUP PLC ADR 76132M102 458 14211 X 01 11778 1733 700 REYNOLDS & REYNOLDS CO COM 761695105 8793 314600 X 01 166100 0 148500 REYNOLDS R J TOB HLDGS INC COM 76182K105 40512 753715 X 01 475072 525 278118 RIBOZYME PHARMACEUTICALS INC COM 762567105 2 1700 X 01 0 0 1700 RIGEL PHARMACEUTICALS INC COM 766559108 47 13000 X 01 0 0 13000 RIGGS NATL CORP WASH DC COM 766570105 1271 85247 X 01 53800 0 31447 RIGHT MGMT CONSULTANTS INC COM 766573109 153 5800 X 01 0 0 5800 RITE AID CORP COM 767754104 129 54905 X 01 0 5 54900 RIVERDEEP GROUP PLC ADR 76870Q109 389 25000 X 01 0 25000 0 RIVERSTONE NETWORKS INC COM 769320102 1002 320001 X 01 0 0 320001 RIVIANA FOODS INC COM 769536103 38 1500 X 01 0 0 1500 ROADWAY EXPRESS INC DEL COM 769742107 860 23928 X 01 2611 0 21317 ROANOKE ELEC STL CORP COM 769841107 515 33337 X 01 0 0 33337 ROBBINS & MYERS INC COM 770196103 7988 304294 X 01 284696 0 19598 ROBBINS & MYERS INC CVB 770196AA1 152 150000 X 01 150000 0 0 ROBERT HALF INTL INC COM 770323103 18288 784872 X 01 323571 333850 127451 ROBOTIC VISION SYS INC COM 771074101 368 400000 X 01 0 0 400000 ROCK-TENN CO COM 772739207 15812 861700 X 01 738900 7600 115200 ROCKWELL INTL CORP NEW COM 773903109 7606 380663 X 01 193968 0 186695 ROCKWELL COLLINS INC COM 774341101 9669 352637 X 01 166942 0 185695 ROGERS COMMUNICATIONS INC COM 775109200 203 22185 X 01 0 0 22185 ROGERS CORP COM 775133101 624 22835 X 01 2136 0 20699 ROHM & HAAS CO COM 775371107 15694 387612 X 01 230180 0 157432 ROHN INDS INC COM 775381106 1 5200 X 01 0 0 5200 ROLLINS INC COM 775711104 2796 137450 X 01 71050 0 66400 ROPER INDS INC NEW COM 776696106 1655 44383 X 01 8509 0 35874 ROSLYN BANCORP INC COM 778162107 8384 384059 X 01 208559 0 175500 ROSS STORES INC COM 778296103 17641 432900 X 01 188600 0 244300 ROUSE CO COM 779273101 14332 434300 X 01 218000 211700 4600 ROWAN COS INC COM 779382100 4218 196663 X 01 89328 11390 95945 ROXIO INC COM 780008108 263 36510 X 01 2629 0 33881 ROYAL APPLIANCE MFG CO COM 780076105 97 14974 X 01 1675 0 13299 ROYAL BANCSHARES PA INC COM 780081105 6 300 X 01 0 0 300 ROYAL BK CDA MONTREAL QUE COM 780087102 10 300 X 01 0 0 300 ROYAL DUTCH PETE CO ADR 780257804 267251 4835375 X 01 3129767 13018 1692590 ROYAL GOLD INC COM 780287108 60 4400 X 01 0 0 4400 RUBY TUESDAY INC COM 781182100 1721 88731 X 01 15276 0 73455 RUDDICK CORP COM 781258108 3161 186400 X 01 109800 0 76600 RUDOLPH TECHNOLOGIES INC COM 781270103 581 23320 X 01 2144 0 21176 RURAL CELLULAR CORP COM 781904107 4 3700 X 01 2800 0 900 RUSS BERRIE & CO COM 782233100 12975 366536 X 01 304955 2970 58611 RUSSELL CORP COM 782352108 775 40243 X 01 4277 0 35966 RYANS FAMILY STEAK HOUSE INC COM 783519101 755 57141 X 01 6175 0 50966 RYDER SYS INC COM 783549108 3238 119522 X 01 54567 0 64955 RYERSON TULL INC NEW COM 78375P107 368 31660 X 01 3325 0 28335 RYLAND GROUP INC COM 783764103 1802 36225 X 01 5779 0 30446 S & T BANCORP INC COM 783859101 284 10500 X 01 5900 0 4600 SBC COMMUNICATIONS INC COM 78387G103 1072113 35151254 X 01 17018272 8091217 10041765 SBS TECHNOLOGIES INC COM 78387P103 19460 1588716 X 01 1480007 5800 102909 SBA COMMUNICATIONS CORP COM 78388J106 6 4200 X 01 0 0 4200 SCM MICROSYSTEMS INC COM 784018103 382 28545 X 01 5526 0 23019 SCP POOL CORP COM 784028102 1184 42645 X 01 3370 0 39275 SCPIE HLDGS INC COM 78402P104 70 11519 X 01 1194 0 10325 SEI INVESTMENTS CO COM 784117103 13792 489600 X 01 256900 0 232700 SEMCO ENERGY INC COM 78412D109 22 2400 X 01 0 0 2400 SJW CORP COM 784305104 49 600 X 01 0 0 600 SK TELECOM LTD ADR 78440P108 58430 2357006 X 01 1020644 281692 1054670 SL GREEN RLTY CORP COM 78440X101 16018 449300 X 01 228800 215900 4600 SLM CORP COM 78442P106 23679 244370 X 01 131903 0 112467 SLI INC COM 78442T108 1 3400 X 01 0 0 3400 SPS TECHNOLOGIES INC COM 784626103 1381 36186 X 01 1777 0 34409 SPDR TR COM 78462F103 534 5400 X 01 5400 0 0 SPSS INC COM 78462K102 364 23402 X 01 2256 0 21146 SPX CORP COM 784635104 21746 185073 X 01 95700 0 89373 S1 CORPORATION COM 78463B101 241 32600 X 01 5800 0 26800 SABA SOFTWARE INC COM 784932105 10 4000 X 01 0 0 4000 SWS GROUP INC COM 78503N107 429 21878 X 01 2306 0 19572 S Y BANCORP INC COM 785060104 119 2900 X 01 0 0 2900 SABINE ROYALTY TR COM 785688102 228 10006 X 01 0 0 10006 SABRE HLDGS CORP COM 785905100 10048 280663 X 01 152911 5781 121971 SAFECO CORP COM 786429100 11464 371138 X 01 199138 0 172000 SAFEGUARD SCIENTIFICS INC COM 786449108 32 15900 X 01 0 0 15900 SAFEWAY INC COM 786514208 36482 1249821 X 01 813874 4479 431468 SAGA COMMUNICATIONS COM 786598102 163 7250 X 01 0 0 7250 ST FRANCIS CAP CORP COM 789374105 5 200 X 01 0 0 200 ST JOE CO COM 790148100 63 2100 X 01 0 0 2100 ST JUDE MED INC COM 790849103 10730 145295 X 01 79751 0 65544 ST MARY LD & EXPL CO COM 792228108 854 35673 X 01 3790 0 31883 ST PAUL COS INC COM 792860108 87289 2242769 X 01 1551808 6100 684861 SAKS INC COM 79377W108 7863 612390 X 01 372336 0 240054 SALEM COMMUNICATIONS CORP DE COM 794093104 97 3900 X 01 0 0 3900 SALOMON SB TAX ADV. EXCH FUND COM 7954779A8 0 404 X 01 0 151 253 SALTON INC COM 795757103 205 14269 X 01 1428 0 12841 SANCHEZ COMPUTER ASSOCS INC COM 799702105 78 17500 X 01 7100 0 10400 SANDERSON FARMS INC COM 800013104 48 1900 X 01 0 0 1900 SANDISK CORP COM 80004C101 3693 297800 X 01 161700 100 136000 SANDY SPRING BANCORP INC COM 800363103 125 3885 X 01 0 0 3885 SANGAMO BIOSCIENCES INC COM 800677106 16 2700 X 01 0 0 2700 SANMINA-SCI CORP COM 800907107 299709 47497442 X 01 7219719 37218769 3058954 SANMINA - SCI C (MOR) CAL 8009075GQ 0 -5000 X 01 0 -5000 0 SANMINA - SCI CO (SB) CAL 8009075GR 0 -5000 X 01 0 -5000 0 SANMINA - SCI CO (MT) CAL 8009075GS 0 -5000 X 01 0 -5000 0 SANMINA - SCI C (SBC) CAL 8009075GT 0 -5000 X 01 0 -5000 0 SANMINA - SCI COR (S) CAL 8009075GU 0 -5000 X 01 0 -5000 0 SANMINA - SCI CO (MT) CAL 8009075GV 0 -5000 X 01 0 -5000 0 SANMINA - SCI C (SBC) CAL 8009075GW 0 -5000 X 01 0 -5000 0 SANMINA - SCI CO (SB) CAL 8009075GX 0 -5000 X 01 0 -5000 0 SANMINA - SCI CO (SB) CAL 8009075GY 0 -5000 X 01 0 -5000 0 SANM JULY 5 10.9 CALL (FBC) CAL 8009075GZ 0 -5000 X 01 0 -5000 0 SANGSTAT MED CORP COM 801003104 283 12300 X 01 0 0 12300 SANTANDER BANCORP COM 802809103 29 1700 X 01 0 0 1700 SAP AKTIENGESELLSCHAFT ADR 803054204 3597 148100 X 01 108400 0 39700 SAPIENT CORP COM 803062108 59 55300 X 01 11600 0 43700 SARA LEE CORP COM 803111103 127492 6176949 X 01 4571643 51790 1553516 SATCON TECHNOLOGY CORP COM 803893106 9 5700 X 01 0 0 5700 SATYAM COMPUTER SERVICES LTD ADR 804098101 8610 822305 X 01 506505 144800 171000 SAUER-DANFOSS INC COM 804137107 73 6500 X 01 0 0 6500 SAUL CTRS INC COM 804395101 41 1600 X 01 0 0 1600 SAXON CAPITAL INC COM 80556P302 55 3400 X 01 0 0 3400 SCANA CORP NEW COM 80589M102 13713 444221 X 01 254788 0 189433 SCANSOURCE INC COM 806037107 24822 404200 X 01 223800 154700 25700 SCANSOFT INC COM 80603P107 104 14000 X 01 0 0 14000 SCHEIN HENRY INC COM 806407102 8553 192200 X 01 101300 0 90900 SCHERING PLOUGH CORP COM 806605101 933434 37944481 X 01 18513617 11838567 7592297 SCHLUMBERGER LTD COM 806857108 51199 1101056 X 01 552874 1985 546197 SCHOLASTIC CORP COM 807066105 6667 175900 X 01 95500 0 80400 SCHOOL SPECIALTY INC COM 807863105 746 28072 X 01 2482 0 25590 SCHULMAN A INC COM 808194104 2553 119042 X 01 69080 0 49962 SCHWAB CHARLES CORP NEW COM 808513105 30179 2694530 X 01 1182583 2400 1509547 SCHWEITZER-MAUDUIT INTL INC COM 808541106 33023 1342411 X 01 1171713 12435 158263 SCIENTIFIC ATLANTA INC COM 808655104 6274 381426 X 01 169277 169 211980 SCIENTIFIC GAMES CORP COM 80874P109 105 13200 X 01 0 0 13200 SCIOS INC COM 808905103 793 25900 X 01 5000 0 20900 SCITEX LTD COM 809090103 6477 3055200 X 01 1095900 1959300 0 SCOTTISH PWR PLC ADR 81013T705 2 116 X 01 116 0 0 SCOTTS CO COM 810186106 1791 39454 X 01 7426 0 32028 SCRIPPS E W CO OHIO COM 811054204 27348 355175 X 01 132900 9700 212575 SEABOARD CORP COM 811543107 50 200 X 01 0 0 200 SEACHANGE INTL INC COM 811699107 80 9100 X 01 0 0 9100 SEACOAST BKG CORP FLA COM 811707108 5 100 X 01 0 0 100 SEACOAST FINL SVCS CORP COM 81170Q106 780 31114 X 01 3214 0 27900 SEACOR SMIT INC COM 811904101 16497 348399 X 01 295101 1300 51998 SEALED AIR CORP NEW COM 81211K100 5965 148113 X 01 85649 0 62464 SEARS ROEBUCK & CO COM 812387108 910331 16764845 X 01 7244861 3961913 5558071 SECOND BANCORP INC COM 813114105 38 1400 X 01 0 0 1400 SECURE COMPUTING CORP COM 813705100 100 13200 X 01 0 0 13200 SEEBEYOND TECHNOLOGIES CORP COM 815704101 53 17200 X 01 0 0 17200 SEITEL INC COM 816074306 1989 1988850 X 01 1705750 17950 265150 SELECT MEDICAL CORP COM 816196109 92 5900 X 01 0 0 5900 SELECTICA INC COM 816288104 17 4300 X 01 0 0 4300 SELECTIVE INS GROUP INC COM 816300107 1101 38846 X 01 9145 0 29701 SEMTECH CORP COM 816850101 30891 1156963 X 01 633000 296000 227963 SEMPRA ENERGY COM 816851109 7770 351124 X 01 196226 0 154898 SEMPRA ENERGY PFD 816851208 1733 75000 X 01 0 75000 0 SEMITOOL INC COM 816909105 65 7940 X 01 0 0 7940 SENIOR HSG PPTYS TR COM 81721M109 11372 724300 X 01 362800 358200 3300 SENSIENT TECHNOLOGIES CORP COM 81725T100 4506 198000 X 01 117400 0 80600 SEPRACOR INC COM 817315104 6052 633700 X 01 342800 2000 288900 SEQUA CORPORATION COM 817320104 2831 43300 X 01 24700 0 18600 SEQUENOM INC COM 817337108 53 15000 X 01 0 0 15000 SERENA SOFTWARE INC COM 817492101 788 57550 X 01 8250 0 49300 SEROLOGICALS CORP COM 817523103 194 10600 X 01 0 0 10600 SERONO S A ADR 81752M101 43898 2693140 X 01 2488457 0 204683 SERVICE CORP INTL COM 817565104 156 32200 X 01 0 0 32200 SERVICEMASTER CO COM 81760N109 1649 120200 X 01 46200 0 74000 SERVICEWARE TECHNOLOGIES INC COM 81763Q109 216 400000 X 01 400000 0 0 7-ELEVEN INC COM 817826209 102 12700 X 01 0 0 12700 SHARPER IMAGE CORP COM 820013100 56 2800 X 01 0 0 2800 SHAW GROUP INC COM 820280105 1682 54803 X 01 5487 0 49316 SHENANDOAH TELECOMMUNICATION COM 82312B106 32 600 X 01 0 0 600 SHERWIN WILLIAMS CO COM 824348106 399148 13336066 X 01 5990332 1488929 5856805 SHOE CARNIVAL INC COM 824889109 6 300 X 01 0 0 300 SHOPKO STORES INC COM 824911101 754 37338 X 01 3905 0 33433 SHUFFLE MASTER INC COM 825549108 525 28577 X 01 2377 0 26200 SHURGARD STORAGE CTRS INC COM 82567D104 1865 53744 X 01 9504 0 44240 SICOR INC COM 825846108 46201 2491951 X 01 1279148 1051650 161153 SIDERCA S A I C ADR 825863103 2976 188231 X 01 127591 0 60640 SIEBEL SYS INC COM 826170102 15602 1097156 X 01 409238 47600 640318 SIERRA HEALTH SVCS INC COM 826322109 1003 44873 X 01 3744 0 41129 SIERRA PAC RES NEW COM 826428104 19230 2465380 X 01 2019810 13400 432170 SIGMA ALDRICH CORP COM 826552101 5578 111223 X 01 54723 0 56500 SIGNALSOFT CORP COM 82668M102 6 2700 X 01 0 0 2700 SILICON LABORATORIES INC COM 826919102 64681 2390269 X 01 350252 2035130 4887 SILGAN HOLDINGS INC COM 827048109 235 5800 X 01 0 0 5800 SILICON GRAPHICS INC COM 827056102 727 247201 X 01 0 0 247201 SILICON STORAGE TECHNOLOGY I COM 827057100 247 31700 X 01 0 0 31700 SILICON IMAGE INC COM 82705T102 177 29000 X 01 0 0 29000 SILICON VY BANCSHARES COM 827064106 5643 214060 X 01 115000 0 99060 SILICONIX INC COM 827079203 83 3000 X 01 0 0 3000 SILICONWARE PRECISION INDS L ADR 827084864 311 90100 X 01 0 0 90100 SIMMONS 1ST NATL CORP COM 828730200 38 900 X 01 0 0 900 SIMON PPTY GROUP INC NEW COM 828806109 33744 915972 X 01 472000 299150 144822 SIMPLETECH INC COM 828823104 20 5800 X 01 0 0 5800 SIMPSON MANUFACTURING CO INC COM 829073105 1031 18038 X 01 1659 0 16379 SINCLAIR BROADCAST GROUP INC COM 829226109 208 14400 X 01 6200 0 8200 SIRENZA MICRODEVICES INC COM 82966T106 1358 672400 X 01 660000 0 12400 SIRIUS SATELLITE RADIO INC COM 82966U103 115 30400 X 01 3500 0 26900 SITEL CORP COM 82980K107 8 2600 X 01 0 0 2600 SIPEX CORP COM 829909100 56 11500 X 01 0 0 11500 SIX FLAGS INC COM 83001P109 5430 375792 X 01 219051 0 156741 SKECHERS U S A INC COM 830566105 160 7400 X 01 0 0 7400 SKILLSOFT CORP COM 83066P101 21 2700 X 01 0 0 2700 SKY FINL GROUP INC COM 83080P103 135 6400 X 01 0 0 6400 SKYLINE CORP COM 830830105 358 10847 X 01 1177 0 9670 SKYWEST INC COM 830879102 1623 69409 X 01 7708 0 61701 SMART & FINAL INC COM 831683107 25 3200 X 01 0 0 3200 SMITH A O COM 831865209 1065 34128 X 01 3741 0 30387 SMITH INTL INC COM 832110100 15616 229000 X 01 118500 0 110500 SMITHFIELD FOODS INC COM 832248108 37354 2013675 X 01 1549525 7800 456350 SMUCKER J M CO COM 832696405 7657 224347 X 01 118115 264 105968 SMURFIT-STONE CONTAINER CORP COM 832727101 623869 40458441 X 01 17329324 8968714 14160403 SNAP ON INC COM 833034101 18713 630278 X 01 559568 4025 66685 SOLA INTL INC COM 834092108 357 31082 X 01 3212 0 27870 SOLECTRON CORP COM 834182107 720430 117143095 X 01 42925473 40504174 33713448 SOLECTRON CORP (MOR) CAL 8341825GZ 0 -1500 X 01 0 -1500 0 SOLUTIA INC COM 834376105 3496 497948 X 01 254923 0 243025 SOMERA COMMUNICATION COM 834458101 72 10100 X 01 0 0 10100 SONIC CORP COM 835451105 2213 70461 X 01 10812 0 59649 SONIC AUTOMOTIVE INC COM 83545G102 3376 131120 X 01 0 0 131120 SONICBLUE INC COM 83546Q109 43 42100 X 01 12700 0 29400 SONICWALL INC COM 835470105 135 26800 X 01 6300 0 20500 SONOCO PRODS CO COM 835495102 244165 8621634 X 01 3274345 847778 4499511 SONOSITE INC COM 83568G104 79 5500 X 01 0 0 5500 SONY CORP ADR 835699307 117 2200 X 01 2000 0 200 SORRENTO NETWORKS CORP COM 83586Q100 2 1800 X 01 0 0 1800 SOTHEBYS HLDGS INC COM 835898107 4050 284200 X 01 150000 0 134200 SONUS NETWORKS INC COM 835916107 170 84400 X 01 0 0 84400 SOUNDVIEW TECHNOLOGY GROUP N COM 83611Q109 22 13000 X 01 0 0 13000 SOURCECORP COM 836167106 667 25182 X 01 2370 0 22812 SOUTH FINL GROUP INC COM 837841105 1202 53644 X 01 5553 0 48091 SOUTH JERSEY INDS INC COM 838518108 374 11090 X 01 0 0 11090 SOUTHERN CO COM 842587107 41757 1523986 X 01 640556 333900 549530 SOUTHERN PERU COPPER CORP COM 843611104 102 6800 X 01 0 0 6800 SOUTHERN UN CO NEW COM 844030106 1158 68143 X 01 7382 0 60761 SOUTHTRUST CORP COM 844730101 42798 1638507 X 01 1182758 14611 441138 SOUTHWEST AIRLS CO COM 844741108 192869 11934939 X 01 3590607 4947700 3396632 SOUTHWEST BANCORPORATION TEX COM 84476R109 37315 1030227 X 01 566307 356100 107820 SOUTHWEST GAS CORP COM 844895102 1617 65340 X 01 9895 18100 37345 SOUTHWEST WTR CO COM 845331107 62 3300 X 01 0 0 3300 SOUTHWESTERN ENERGY CO COM 845467109 10811 711704 X 01 582488 6400 122816 SOVEREIGN BANCORP INC COM 845905108 16244 1086572 X 01 622500 0 464072 SOVRAN SELF STORAGE INC COM 84610H108 51 1500 X 01 0 0 1500 SPACELABS MED INC COM 846247104 159 11208 X 01 1303 0 9905 SPANISH BROADCASTING SYS INC COM 846425882 172 17200 X 01 0 0 17200 SPARTAN STORES INC COM 846822104 6 2100 X 01 0 0 2100 SPARTECH CORP COM 847220209 152 5600 X 01 0 0 5600 SPECIALTY LABORATORIES INC COM 84749R100 38 4500 X 01 0 0 4500 SPECTRALINK CORP COM 847580107 72 6800 X 01 0 0 6800 SPECTRASITE HLDGS INC COM 84760T100 4 24900 X 01 17700 0 7200 SPEECHWORKS INTL INC COM 84764M101 14 3700 X 01 0 0 3700 SPEEDWAY MOTORSPORTS INC COM 847788106 249 9800 X 01 4500 0 5300 SPHERION CORP COM 848420105 1003 84296 X 01 17093 0 67203 SPINNAKER EXPL CO COM 84855W109 23586 654800 X 01 374800 238200 41800 SPORTS AUTH INC COM 849176102 8 700 X 01 0 0 700 SPORTS RESORTS INTL INC COM 84918U108 30 5600 X 01 0 0 5600 SPRINT CORP COM 852061100 123623 11651556 X 01 6707608 2133125 2810823 SPRINT CORP COM 852061506 327486 73263115 X 01 15166257 49025242 9071616 SPRINT CORP (PC (CJL) CAL 8520615GR 0 -2000 X 01 0 -2000 0 SPRINT CORP (PC (MGS) CAL 8520615GS 0 -5000 X 01 0 -5000 0 PCS JUL 10 11.16 CALL (SB) CAL 8520615GT 0 -5000 X 01 0 -5000 0 PCS JUL 10 12.05 CALL (S) CAL 8520615GU 0 -5000 X 01 0 -5000 0 PCS JULY 16 12.1264 CALL (MOR) CAL 8520615GV 0 -5000 X 01 0 -5000 0 PCS JULY 18 13.30 CALL (MOR) CAL 8520615GW 0 -5000 X 01 0 -5000 0 PCS JULY 12 11.65 CALL (SB) CAL 8520615GX 0 -5000 X 01 0 -5000 0 PCS JUL 8 9.7535 CALL (MT) CAL 8520615GY 0 -5000 X 01 0 -5000 0 PCS JULY 2 9.29 CALL (SB) CAL 8520615GZ 0 -5000 X 01 0 -5000 0 SPRINT CORP CVP 852061605 40 4900 X 01 0 0 4900 SS&C TECHNOLOGIES INC COM 85227Q100 46 3300 X 01 0 0 3300 STAGE STORES INC COM 85254C305 80 2300 X 01 0 0 2300 STAMPS COM INC COM 852857101 6 1400 X 01 0 0 1400 STANCORP FINL GROUP INC COM 852891100 23665 426400 X 01 339700 10600 76100 STANDARD COML CORP COM 853258101 85 3900 X 01 0 0 3900 STANDARD MICROSYSTEMS CORP COM 853626109 1665 70527 X 01 2247 0 68280 STANDARD MTR PRODS INC COM 853666105 282 16628 X 01 1664 0 14964 STANDARD PAC CORP NEW COM 85375C101 47993 1368110 X 01 1165986 9700 192424 STANDARD REGISTER CO COM 853887107 1261 36881 X 01 3793 0 33088 STANDEX INTL CORP COM 854231107 385 15339 X 01 1657 0 13682 STANLEY FURNITURE INC COM 854305208 405 15140 X 01 0 0 15140 STANLEY WKS COM 854616109 12623 307802 X 01 218427 0 89375 STARBASE CORP COM 854910205 1 7000 X 01 0 0 7000 STAPLES INC COM 855030102 15658 794806 X 01 400613 0 394193 STAR SCIENTIFIC INC COM 85517P101 14 7800 X 01 0 0 7800 STARBUCKS CORP COM 855244109 15583 627099 X 01 346099 0 281000 STARTEK INC COM 85569C107 526 19680 X 01 1897 0 17783 STATE AUTO FINL CORP COM 855707105 33 2000 X 01 0 0 2000 STARWOOD HOTELS&RESORTS WRLD COM 85590A203 11648 354152 X 01 205139 205 148808 STATE STR CORP COM 857477103 24537 548936 X 01 311593 200 237143 STATEN IS BANCORP INC COM 857550107 1637 85281 X 01 13903 0 71378 STATION CASINOS INC COM 857689103 19714 1104400 X 01 613400 387200 103800 STEAK N SHAKE CO COM 857873103 603 38544 X 01 3744 0 34800 STEEL DYNAMICS INC COM 858119100 1065 64666 X 01 6202 0 58464 STEEL TECHNOLOGIES INC COM 858147101 143 10879 X 01 1199 0 9680 STEELCASE INC COM 858155203 82 6100 X 01 300 0 5800 STEIN MART INC COM 858375108 688 57977 X 01 5480 0 52497 STEINWAY MUSICAL INSTRS INC COM 858495104 4 200 X 01 0 0 200 INTRANET SOLUTIONS INC COM 85856W105 9 2000 X 01 0 0 2000 STEPAN CO COM 858586100 34 1200 X 01 0 0 1200 STERLING BANCSHARES INC COM 858907108 888 60113 X 01 5673 0 54440 STERICYCLE INC COM 858912108 76428 2158360 X 01 646242 1443800 68318 STERIS CORP COM 859152100 6878 359912 X 01 177800 0 182112 STERLING BANCORP COM 859158107 1751 49056 X 01 0 0 49056 STERLING FINL CORP COM 859317109 59 2375 X 01 0 0 2375 STERLING FINL CORP WASH COM 859319105 6 300 X 01 0 0 300 STEWART & STEVENSON SVCS INC COM 860342104 2038 114900 X 01 67200 0 47700 STEWART ENTERPRISES INC COM 860370105 76 12000 X 01 0 0 12000 STEWART INFORMATION SVCS COR COM 860372101 464 22570 X 01 2378 0 20192 STILLWATER MNG CO COM 86074Q102 894 54885 X 01 5763 0 49122 STILWELL FINL INC COM 860831106 6680 367028 X 01 202428 0 164600 STILWELL FINL INC CVB 860831AC0 1863 2500000 X 01 2500000 0 0 STMICROELECTRONICS N V ADR 861012102 7859 323000 X 01 208600 30000 84400 STOLT OFFSHORE S A ADR 861567105 386 62200 X 01 0 0 62200 STONE ENERGY CORP COM 861642106 1618 40200 X 01 3560 0 36640 STONERIDGE INC COM 86183P102 50 2700 X 01 0 0 2700 STORAGE TECHNOLOGY CORP COM 862111200 6931 434000 X 01 249200 0 184800 STORAGENETWORKS INC COM 86211E103 55 27900 X 01 0 0 27900 STRATOS LIGHTWAVE INC COM 863100103 60 37590 X 01 7783 0 29807 STRATTEC SEC CORP COM 863111100 6 100 X 01 0 0 100 STRAYER ED INC COM 863236105 17719 278600 X 01 248100 0 30500 STRIDE RITE CORP COM 863314100 458 57254 X 01 5589 0 51665 STRYKER CORP COM 863667101 192841 3603828 X 01 1181773 1815700 606355 STUDENT LN CORP COM 863902102 174 2100 X 01 1600 0 500 STURM RUGER & CO INC COM 864159108 535 37794 X 01 3567 0 34227 SUFFOLK BANCORP COM 864739107 1358 37200 X 01 0 0 37200 SUMMIT PPTYS INC COM 866239106 24549 1051333 X 01 894385 9450 147498 SUN COMMUNITIES INC COM 866674104 88 2100 X 01 0 0 2100 SUN LIFE FINL SVCS CDA INC COM 866796105 547 25000 X 01 25000 0 0 SUN MICROSYSTEMS INC COM 866810104 36764 7338219 X 01 3821199 128686 3388334 SUNGARD DATA SYS INC COM 867363103 37951 1433200 X 01 738800 90000 604400 SUNOCO INC COM 86764P109 6540 183543 X 01 71798 0 111745 SUNRISE ASSISTED LIVING INC COM 86768K106 762 28449 X 01 2975 0 25474 SUNRISE TELECOM INC COM 86769Y105 12 5400 X 01 0 0 5400 SUNTRUST BKS INC COM 867914103 90219 1332234 X 01 999241 2300 330693 SUPERGEN INC COM 868059106 120 16500 X 01 6000 0 10500 SUPERIOR ENERGY SVCS INC COM 868157108 228 22500 X 01 0 0 22500 SUPERIOR INDS INTL INC COM 868168105 4889 105700 X 01 63500 0 42200 SUPERTEX INC COM 868532102 339 19230 X 01 1663 0 17567 SUPERVALU INC COM 868536103 297512 12128492 X 01 6220647 1313948 4593897 SUREWEST COMMUNICATIONS COM 868733106 234 4400 X 01 0 0 4400 SURMODICS INC COM 868873100 668 25706 X 01 2261 0 23445 SUSQUEHANNA BANCSHARES INC P COM 869099101 1243 54746 X 01 9131 0 45615 SWIFT ENERGY CO COM 870738101 598 37901 X 01 7466 0 30435 SWIFT TRANSN CO COM 870756103 15858 680610 X 01 493300 0 187310 SYBASE INC COM 871130100 4510 427500 X 01 234100 0 193400 SYBRON DENTAL SPECIALTIES IN COM 871142105 1156 62469 X 01 5105 0 57364 SYCAMORE NETWORKS INC COM 871206108 257 66700 X 01 300 0 66400 SYKES ENTERPRISES INC COM 871237103 1280 166500 X 01 95000 0 71500 SYLVAN LEARNING SYS INC COM 871399101 3304 165700 X 01 91800 0 73900 SYMANTEC CORP COM 871503108 23741 722700 X 01 337400 0 385300 SYMBOL TECHNOLOGIES INC COM 871508107 3237 380864 X 01 213694 0 167170 SYMMETRICOM INC COM 871543104 107 29423 X 01 2918 0 26505 SYMYX TECHNOLOGIES COM 87155S108 174 12500 X 01 0 0 12500 SYNAVANT INC COM 87157A105 0 70 X 01 70 0 0 SYNAPTICS INC COM 87157D109 20 2600 X 01 0 0 2600 SYNCOR INTL CORP DEL COM 87157J106 1338 42461 X 01 7426 0 35035 SYNOPSYS INC COM 871607107 19727 359916 X 01 174424 0 185492 SYNPLICITY INC COM 87160Y108 33 7200 X 01 0 0 7200 SYNOVUS FINL CORP COM 87161C105 12789 464715 X 01 256353 0 208362 SYNTEL INC COM 87162H103 82 6600 X 01 0 0 6600 SYNTROLEUM CORP COM 871630109 13 4500 X 01 0 0 4500 SYPRIS SOLUTIONS INC COM 871655106 44 2400 X 01 0 0 2400 SYSCO CORP COM 871829107 30919 1135883 X 01 588046 4950 542887 SYSTEMS & COMPUTER TECHNOLOG COM 871873105 806 59623 X 01 12204 0 47419 TBC CORP COM 872180104 439 27675 X 01 2843 0 24832 TCF FINL CORP COM 872275102 17127 348820 X 01 181700 0 167120 TECO ENERGY INC COM 872375100 6194 250246 X 01 138446 0 111800 THQ INC COM 872443403 62497 2095817 X 01 616358 1376975 102484 TJX COS INC NEW COM 872540109 366210 18674673 X 01 8763390 2111563 7799720 TRC COS INC COM 872625108 92 4500 X 01 0 0 4500 TRW INC COM 872649108 22210 389779 X 01 256733 22548 110498 TMP WORLDWIDE INC COM 872941109 20336 945882 X 01 366931 448010 130941 TTM TECHNOLOGIES INC COM 87305R109 46 8800 X 01 0 0 8800 TXU CORP COM 873168108 30359 588932 X 01 261748 100839 226345 TXU CORP PFD 873168504 4228 78000 X 01 0 78000 0 TAIWAN SEMICONDUCTOR MFG LTD ADR 874039100 70177 5398243 X 01 968884 3568880 860479 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 15814 768059 X 01 643080 0 124979 TALBOTS INC COM 874161102 133 3800 X 01 0 0 3800 TALISMAN ENERGY INC COM 87425E103 9 200 X 01 0 0 200 TALX CORP COM 874918105 414 21815 X 01 1895 0 19920 TANGER FACTORY OUTLET CTRS I COM 875465106 50 1700 X 01 0 0 1700 TANOX INC COM 87588Q109 587 54200 X 01 47300 0 6900 TARGET CORP COM 87612E106 979799 25716510 X 01 11974425 5778224 7963861 TARGETED GENETICS CORP COM 87612M108 4 3500 X 01 0 0 3500 TAUBMAN CTRS INC COM 876664103 107 7000 X 01 0 0 7000 TECH DATA CORP COM 878237106 318801 8422755 X 01 4879806 949586 2593363 TECHNE CORP COM 878377100 1972 69862 X 01 5581 0 64281 TECHNITROL INC COM 878555101 3281 140826 X 01 7745 0 133081 TECUMSEH PRODS CO COM 878895200 3954 74500 X 01 43800 0 30700 TEJON RANCH CO DEL COM 879080109 160 4900 X 01 0 0 4900 TEKELEC COM 879101103 150 18700 X 01 0 0 18700 TEKTRONIX INC COM 879131100 15828 845991 X 01 142791 613800 89400 TELEDYNE TECHNOLOGIES INC COM 879360105 1183 56993 X 01 4274 0 52719 TELEFLEX INC COM 879369106 9996 174900 X 01 92200 0 82700 TELEFONICA S A ADR 879382208 62 2511 X 01 1 2510 0 TELEFONOS DE MEXICO S A ADR 879403780 51050 1591329 X 01 988069 195538 407722 TELEFONOS DE MEXICO S A CVB 879403AD5 2950 2500000 X 01 0 2500000 0 TELEPHONE & DATA SYS INC COM 879433100 15805 261026 X 01 143050 6000 111976 TELEPHONE & DATA SYS INC PFD 879433878 97 5000 X 01 5000 0 0 TELIK INC COM 87959M109 121 9700 X 01 0 0 9700 TELLABS INC COM 879664100 375665 60591120 X 01 29819176 7303104 23468840 TELLIUM INC COM 87967E107 17 17900 X 01 0 0 17900 TEMPLE INLAND INC COM 879868107 250100 4322494 X 01 2370471 394339 1557684 TELETECH HOLDINGS INC COM 879939106 178 18700 X 01 0 0 18700 TELESYSTEM INTL WIRELESS-WTS WTS 879946911 0 30000 X 01 30000 0 0 TENET HEALTHCARE CORP COM 88033G100 2945702 41169836 X 01 17541457 11528971 12099408 TENNANT CO COM 880345103 150 3800 X 01 2600 0 1200 TENNECO AUTOMOTIVE INC COM 880349105 93 14100 X 01 0 0 14100 TERADYNE INC COM 880770102 112356 4781100 X 01 419880 4202000 159220 TERAYON COMMUNICATION SYS COM 880775101 35 26100 X 01 0 0 26100 TEREX CORP NEW COM 880779103 46987 2089225 X 01 1827125 15400 246700 TERRA INDS INC COM 880915103 15 7300 X 01 0 0 7300 TERREMARK WORLDWIDE INC COM 881448104 3 12600 X 01 0 0 12600 TESORO PETE CORP COM 881609101 17064 2201828 X 01 1893380 21350 287098 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 22467 336428 X 01 213725 0 122703 TETRA TECHNOLOGIES INC DEL COM 88162F105 584 21980 X 01 1897 0 20083 TETRA TECH INC NEW COM 88162G103 1104 75097 X 01 11593 0 63504 TEXAS BIOTECHNOLOGY CORP COM 88221T104 1083 277800 X 01 9000 0 268800 TEXAS INDS INC COM 882491103 38428 1220328 X 01 1050449 7350 162529 TEXAS INSTRS INC COM 882508104 684191 28868798 X 01 10891399 11346110 6631289 TEXAS REGL BANCSHARES INC COM 882673106 265 5440 X 01 0 0 5440 TEXTRON INC COM 883203101 16581 353538 X 01 250537 0 103001 THERAGENICS CORP COM 883375107 373 44216 X 01 3929 0 40287 THERASENSE INC COM 883381105 13873 751100 X 01 406300 279200 65600 THERMA-WAVE INC COM 88343A108 490 42978 X 01 3806 0 39172 THERMO ELECTRON CORP COM 883556102 18112 1097702 X 01 321752 607500 168450 THIRD WAVE TECHNOLOGIES INC COM 88428W108 6 2600 X 01 0 0 2600 THOMAS & BETTS CORP COM 884315102 128587 6913277 X 01 4082358 606188 2224731 THOMAS INDS INC COM 884425109 1280 44449 X 01 2075 0 42374 THOR INDS INC COM 885160101 1477 20732 X 01 1953 0 18779 THORATEC CORP COM 885175307 86 9600 X 01 4900 0 4700 THORNBURG MTG INC COM 885218107 83 4200 X 01 0 0 4200 3COM CORP COM 885535104 6341 1441226 X 01 839401 0 601825 3DO CO COM 88553W105 304 525000 X 01 0 0 525000 3-D SYS CORP DEL COM 88554D205 67 5500 X 01 0 0 5500 THREE FIVE SYS INC COM 88554L108 437 38363 X 01 6455 0 31908 3-DIMENSIONAL PHARMACEUTICAL COM 88554W104 14 3100 X 01 0 0 3100 3TEC ENERGY CORP COM 88575R308 45 2600 X 01 0 0 2600 3M CO COM 88579Y101 173356 1409401 X 01 517055 11756 880590 TIBCO SOFTWARE INC COM 88632Q103 24 4300 X 01 400 0 3900 TICKETMASTER COM 88633P203 34 1800 X 01 0 0 1800 TIDEWATER INC COM 886423102 8090 245749 X 01 147400 0 98349 TIER TECHNOLOGIES INC COM 88650Q100 62 3500 X 01 0 0 3500 TIFFANY & CO NEW COM 886547108 64785 1840493 X 01 258826 1473250 108417 TIMBERLAND CO COM 887100105 6279 175300 X 01 92100 0 83200 TIME WARNER TELECOM INC COM 887319101 34 20200 X 01 0 0 20200 TIMKEN CO COM 887389104 1800 80613 X 01 14670 0 65943 TITAN CORP COM 888266103 5694 311300 X 01 185100 0 126200 TITAN INTL INC ILL COM 88830M102 99 23884 X 01 2737 0 21147 TITAN PHARMACEUTICALS INC DE COM 888314101 9 2700 X 01 0 0 2700 TITANIUM METALS CORP COM 888339108 10 2900 X 01 0 0 2900 TIVO INC COM 888706108 61 16500 X 01 0 0 16500 TOLL BROTHERS INC COM 889478103 2632 89841 X 01 12497 0 77344 TOLLGRADE COMMUNICATIONS INC COM 889542106 323 22047 X 01 3384 0 18663 TOMPKINSTRUSTCO INC COM 890110109 131 2700 X 01 0 0 2700 TOO INC COM 890333107 1639 53229 X 01 4315 0 48914 TOOTSIE ROLL INDS INC COM 890516107 8858 229714 X 01 123408 0 106306 TOPPS INC COM 890786106 63 6300 X 01 0 0 6300 TORCHMARK CORP COM 891027104 438070 11467806 X 01 4957643 943031 5567132 TORO CO COM 891092108 1041 18323 X 01 3861 0 14462 TORONTO DOMINION BK ONT COM 891160509 1162 49454 X 01 0 0 49454 TOTAL FINA ELF S A ADR 89151E109 291 3600 X 01 3600 0 0 TOUCH AMERICA HLDGS INC COM 891539108 74 27000 X 01 10000 0 17000 TOWER AUTOMOTIVE INC COM 891707101 10154 727891 X 01 567991 0 159900 TOTAL SYS SVCS INC COM 891906109 494 26250 X 01 0 0 26250 TOWN & CTRY TR COM 892081100 410 18300 X 01 10200 0 8100 TOYS R US INC COM 892335100 6457 369621 X 01 182006 600 187015 TRACTOR SUPPLY CO COM 892356106 35 500 X 01 0 0 500 TRADESTATION GROUP INC COM 89267P105 6 4900 X 01 0 0 4900 TRAMMELL CROW CO COM 89288R106 62 4300 X 01 0 0 4300 TRANS WORLD ENTMT CORP COM 89336Q100 31 5400 X 01 0 0 5400 TRANSACTION SYS ARCHITECTS COM 893416107 2106 179100 X 01 91400 0 87700 TRANSALTA CORP COM 89346D107 136 10200 X 01 10200 0 0 TRANSATLANTIC HLDGS INC COM 893521104 886 11075 X 01 3050 0 8025 TRANSCANADA PIPELINES LTD COM 893526103 415 27100 X 01 27100 0 0 TRANSGENOMIC INC COM 89365K206 6 2400 X 01 0 0 2400 TRANSKARYOTIC THERAPIES INC COM 893735100 21273 590100 X 01 322000 214200 53900 TRANSMETA CORP DEL COM 89376R109 111 47300 X 01 0 0 47300 TRANSPORTATION TECHNOLOGIES PFD 893870303 1 10000 X 01 10000 0 0 TRANSTECHNOLOGY CORP WTS 8938892#1 0 71267 X 01 71267 0 0 TRANSMONTAIGNE INC COM 893934109 5 900 X 01 900 0 0 TRANSWITCH CORP COM 894065101 33 52300 X 01 0 0 52300 TRAVELERS PPTY CAS CORP NEW COM 89420G109 275396 15559080 X 01 6580705 6219400 2758975 TREDEGAR CORP COM 894650100 1240 51363 X 01 5109 0 46254 TREMONT CORP COM 894745207 27 900 X 01 0 0 900 TREX INC COM 89531P105 104 3300 X 01 0 0 3300 TRIAD HOSPITALS INC COM 89579K109 12285 289867 X 01 171367 0 118500 TRIANGLE PHARMACEUTICALS INC COM 89589H104 52 19200 X 01 0 0 19200 TRIAD GTY INC COM 895925105 74 1700 X 01 0 0 1700 TRIARC COS INC COM 895927101 753 27294 X 01 2735 0 24559 TRIBUNE CO NEW COM 896047107 23105 531148 X 01 298470 400 232278 TRICO MARINE SERVICES INC COM 896106101 22 3300 X 01 0 0 3300 TRIKON TECHNOLOGIES INC COM 896187408 31 3500 X 01 0 0 3500 TRIGON HEALTHCARE INC COM 89618L100 16646 165504 X 01 85000 0 80504 TRIMBLE NAVIGATION LTD COM 896239100 671 43319 X 01 3393 0 39926 TRIMERIS INC COM 896263100 9934 223800 X 01 120000 74600 29200 TRINITY INDS INC COM 896522109 3825 184600 X 01 109150 0 75450 TRIPATH TECHNOLOGY INC COM 89672P104 3 2700 X 01 0 0 2700 TRIQUINT SEMICONDUCTOR INC COM 89674K103 3894 607522 X 01 319956 0 287566 TRITON PCS HLDGS INC COM 89677M106 79 20200 X 01 0 0 20200 TRIUMPH GROUP INC NEW COM 896818101 920 20629 X 01 2138 0 18491 TRIZEC PROPERTIES INC COM 89687P107 19981 1185090 X 01 493040 692050 0 TRIZEC PROPERTIES INC WTS 89687P115 185 10965 X 01 6407 4558 0 TRIZETTO GROUP INC COM 896882107 128 15000 X 01 0 0 15000 TRIPOS INC COM 896928108 72 3300 X 01 0 0 3300 TRIZEC HAHN CORP CVB 896938AB3 2040 3000000 X 01 3000000 0 0 TRIPATH IMAGING INC COM 896942109 21 4700 X 01 0 0 4700 TROPICAL SPORTSWEAR INTL COR COM 89708P102 4 200 X 01 0 0 200 TROY FINL CORP COM 897329108 87 2880 X 01 0 0 2880 TRUST CO NJ JERSEY CITY NEW COM 898304100 116 4500 X 01 0 0 4500 TRUSTCO BK CORP N Y COM 898349105 1703 129292 X 01 20473 0 108819 TRUSTMARK CORP COM 898402102 89 3500 X 01 0 0 3500 TUBOS DE ACERO DE MEXICO S A ADR 898592506 13011 1414250 X 01 721850 381000 311400 TUESDAY MORNING CORP COM 899035505 590 31800 X 01 0 0 31800 TULARIK INC COM 899165104 141 15400 X 01 4300 0 11100 TUPPERWARE CORP COM 899896104 4447 213917 X 01 150417 0 63500 TURNSTONE SYSTEMS INC COM 900423104 68 15700 X 01 0 0 15700 TWEETER HOME ENTMT GROUP INC COM 901167106 100 6100 X 01 0 0 6100 21ST CENTY INS GROUP COM 90130N103 48 2500 X 01 0 0 2500 II VI INC COM 902104108 89 6000 X 01 0 0 6000 TYCO INTL GROUP S A CNN 902118AY4 0 14710000 X 01 14202000 0 508000 TYCO INTL LTD NEW COM 902124106 465611 34464174 X 01 8166019 24067607 2230548 TYCO INTERNATION (SB) CAL 9021245GX 0 -2500 X 01 0 -2500 0 TYCO INTERNATIO (SBC) CAL 9021245GY 0 -2500 X 01 0 -2500 0 TYCO INTERNATION (MT) CAL 9021245GZ 0 -2500 X 01 0 -2500 0 TYLER TECHNOLOGIES INC COM 902252105 60 11200 X 01 0 0 11200 TYSON FOODS INC COM 902494103 303189 19547951 X 01 12106830 910349 6530772 UAL CORP COM 902549500 101 8800 X 01 2200 1000 5600 UCBH HOLDINGS INC COM 90262T308 20587 541628 X 01 461716 0 79912 UGI CORP NEW COM 902681105 1137 35589 X 01 3681 0 31908 UICI COM 902737105 1390 68812 X 01 12612 0 56200 UIL HLDG CORP COM 902748102 1131 20776 X 01 4407 0 16369 UMB FINL CORP COM 902788108 95 2019 X 01 0 0 2019 U S B HLDG INC COM 902910108 148 7194 X 01 2134 0 5060 UST INC COM 902911106 13231 389133 X 01 264433 0 124700 U S RESTAURANT PPTYS INC COM 902971100 3824 230800 X 01 113400 114200 3200 US BANCORP DEL COM 902973304 311085 13322704 X 01 9870675 19655 3432374 USA NETWORKS INC COM 902984103 908 38700 X 01 0 0 38700 URS CORP NEW COM 903236107 697 24883 X 01 2497 0 22386 U S G CORP COM 903293405 29 4000 X 01 0 0 4000 USEC INC COM 90333E108 105 11900 X 01 0 0 11900 U S PHYSICAL THERAPY INC COM 90337L108 41 2000 X 01 0 0 2000 US UNWIRED INC COM 90338R104 34 12000 X 01 0 0 12000 US ONCOLOGY INC COM 90338W103 1022 122672 X 01 12812 0 109860 UBIQUITEL INC COM 903474302 4 6100 X 01 0 0 6100 ULTICOM INC COM 903844108 84 12400 X 01 3200 0 9200 ULTIMATE ELECTRS INC COM 903849107 22874 882831 X 01 503998 307500 71333 UNIDAD EDITORIAL SA SERIES A COM 903849909 0 687039 X 01 0 687039 0 ULTRATECH STEPPER INC COM 904034105 574 35432 X 01 2977 0 32455 UMPQUA HLDGS CORP COM 904214103 63 3400 X 01 0 0 3400 UNIFI INC COM 904677101 2520 231200 X 01 140500 0 90700 UNIFIRST CORP MASS COM 904708104 630 24900 X 01 0 0 24900 UNILAB CORP NEW COM 904763208 192 7000 X 01 0 0 7000 UNILEVER N V ADR 904784709 61476 948705 X 01 570842 666 377197 UNION ACCEP CORP COM 904832102 4 1000 X 01 0 0 1000 UNION BANKSHARES CORP COM 905399101 5 200 X 01 0 0 200 UNION PAC CORP COM 907818108 970205 15331933 X 01 6643557 6403770 2284606 UNION PLANTERS CORP COM 908068109 89930 2778201 X 01 2240592 4125 533484 UNIONBANCAL CORP COM 908906100 54146 1155724 X 01 945300 0 210424 UNIROYAL TECHNOLOGY CORP COM 909163107 0 2500 X 01 0 0 2500 UNISOURCE ENERGY CORP COM 909205106 794 42699 X 01 4508 0 38191 UNISYS CORP COM 909214108 10774 1197144 X 01 897239 60000 239905 UNIT CORP COM 909218109 1104 63627 X 01 4864 0 58763 UNITED AUTO GROUP INC COM 909440109 42 2000 X 01 0 0 2000 UNITED CMNTY FINL CORP OHIO COM 909839102 43 4600 X 01 0 0 4600 UNITED CMNTY BKS BLAIRSVLE G COM 90984P105 71 2400 X 01 0 0 2400 UNITED BANKSHARES INC WEST V COM 909907107 2153 73298 X 01 11504 0 61794 UNITED DEFENSE INDS INC COM 91018B104 26094 1134500 X 01 623400 442700 68400 UNITED DOMINION REALTY TR IN COM 910197102 10938 694500 X 01 352100 331500 10900 UNITED FIRE & CAS CO COM 910331107 38 1000 X 01 0 0 1000 UNITED INDL CORP COM 910671106 107 4900 X 01 0 0 4900 UNITED MICROELECTRONICS CORP ADR 910873207 41260 5613600 X 01 1021010 4237650 354940 UNITED NATL BANCORP N J COM 910909100 67 2900 X 01 0 0 2900 UNITED NAT FOODS INC COM 911163103 537 27547 X 01 2500 0 25047 UNITED ONLINE INC COM 911268100 101 8400 X 01 0 0 8400 UNITED PARCEL SERVICE INC COM 911312106 86145 1395060 X 01 285620 721300 388140 UNITED RENTALS INC COM 911363109 6424 294700 X 01 173700 0 121000 UNITED STATES CELLULAR CORP COM 911684108 331 13000 X 01 0 0 13000 US AIRWAYS GROUP INC COM 911905107 26 7100 X 01 0 0 7100 U S INDS INC NEW COM 912080108 35 10000 X 01 0 0 10000 UNITED STATES STL CORP NEW COM 912909108 13563 681888 X 01 575690 80 106118 UNITED STATIONERS INC COM 913004107 1553 51086 X 01 8415 0 42671 UNITED SURGICAL PARTNERS INT COM 913016309 180 5800 X 01 0 0 5800 UNITED TECHNOLOGIES CORP COM 913017109 629525 9271348 X 01 3473604 4361420 1436324 UNITED THERAPEUTICS CORP DEL COM 91307C102 18559 1501500 X 01 857500 541500 102500 UNITEDGLOBALCOM COM 913247508 634 230385 X 01 87380 31228 111777 UNITEDHEALTH GROUP INC COM 91324P102 1792592 19580472 X 01 9234797 4178710 6166965 UNITRIN INC COM 913275103 9880 276200 X 01 164300 0 111900 UNIVERSAL ACCESS GLOBAL HLDG COM 91336M105 2 9400 X 01 0 0 9400 UNIVERSAL AMERN FINL CORP COM 913377107 36 5400 X 01 0 0 5400 UNIVERSAL COMPRESSION HLDGS COM 913431102 70 2900 X 01 0 0 2900 UNIVERSAL CORP VA COM 913456109 4070 110900 X 01 66400 0 44500 UNIVERSAL DISPLAY CORP COM 91347P105 61 7300 X 01 0 0 7300 UNIVERSAL ELECTRS INC COM 913483103 91 6100 X 01 0 0 6100 UNIVERSAL FST PRODS INC COM 913543104 540 23066 X 01 2678 0 20388 UNIVERSAL HEALTH RLTY INCM T COM 91359E105 50 1900 X 01 0 0 1900 UNIVERSAL HLTH SVCS INC COM 913903100 15097 308100 X 01 142000 0 166100 UNIVISION COMMUNICATIONS INC COM 914906102 68470 2180570 X 01 369974 1654550 156046 UNOCAL CORP COM 915289102 23218 628525 X 01 322410 3375 302740 UNIZAN FINANCIAL CORP COM 91528W101 13 600 X 01 0 0 600 UNOVA INC COM 91529B106 327 50410 X 01 2110 0 48300 UNUMPROVIDENT CORP COM 91529Y106 15360 603542 X 01 417484 3425 182633 USFREIGHTWAYS CORP COM 916906100 1485 39219 X 01 8168 0 31051 URBAN OUTFITTERS INC COM 917047102 108 3100 X 01 0 0 3100 UROLOGIX INC COM 917273104 84 6600 X 01 0 0 6600 URSTADT BIDDLE PPTYS INS COM 917286106 10 1000 X 01 1000 0 0 URSTADT BIDDLE PPTYS INS COM 917286205 23 2000 X 01 2000 0 0 VI TECHNOLOGIES INC COM 917920100 9 2400 X 01 0 0 2400 UTSTARCOM INC COM 918076100 61 3000 X 01 0 0 3000 VCA ANTECH INC COM 918194101 121 7800 X 01 0 0 7800 V F CORP COM 918204108 478245 12197015 X 01 6255252 1416059 4525704 VAIL RESORTS INC COM 91879Q109 140 8200 X 01 5400 0 2800 VALASSIS COMMUNICATIONS INC COM 918866104 10067 275800 X 01 127000 0 148800 VALHI INC NEW COM 918905100 58 3700 X 01 0 0 3700 VALENCE TECHNOLOGY INC COM 918914102 5 3500 X 01 0 0 3500 VALENTIS INC COM 91913E104 8 5900 X 01 0 0 5900 VALERO ENERGY CORP NEW COM 91913Y100 206047 5506325 X 01 3870369 67785 1568171 VALLEY NATL BANCORP COM 919794107 622 22381 X 01 400 0 21981 VALMONT INDS INC COM 920253101 1544 75960 X 01 3309 0 72651 VALSPAR CORP COM 920355104 9953 220500 X 01 117700 0 102800 VALUE CITY DEPT STORES INC COM 920387107 7 2500 X 01 0 0 2500 VALUE LINE INC COM 920437100 29 700 X 01 0 0 700 VALUEVISION INTL INC COM 92047K107 10719 590600 X 01 352100 218600 19900 VANS INC COM 921930103 14204 1749000 X 01 1504100 17900 227000 VARCO INTL INC DEL COM 922122106 7826 446200 X 01 227500 0 218700 VARIAN INC COM 922206107 712 21600 X 01 3700 0 17900 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 18822 554745 X 01 295005 183000 76740 VARIAN MED SYS INC COM 92220P105 16820 414800 X 01 159800 0 255000 VASOMEDICAL INC COM 922321104 62 23500 X 01 0 0 23500 VAXGEN INC COM 922390208 7 1300 X 01 0 0 1300 VASTERA INC COM 92239N109 48 10900 X 01 0 0 10900 VECTREN CORP COM 92240G101 6802 271001 X 01 160401 0 110600 VECTOR GROUP LTD COM 92240M108 191 10851 X 01 200 0 10651 VEECO INSTRS INC DEL COM 922417100 1053 45549 X 01 3916 0 41633 VENTAS INC COM 92276F100 205 16100 X 01 0 0 16100 VENTANA MED SYS INC COM 92276H106 140 6400 X 01 0 0 6400 VENTIV HEALTH INC COM 922793104 5 1601 X 01 0 0 1601 VERITAS SOFTWARE CO COM 923436109 868012 43861165 X 01 17068321 13420309 13372535 VERITY INC COM 92343C106 664 59845 X 01 9652 0 50193 VERISIGN INC COM 92343E102 496 68952 X 01 6747 0 62205 VERITAS DGC INC COM 92343P107 597 47380 X 01 8355 0 39025 VERIZON COMMUNICATIONS COM 92343V104 648584 16154031 X 01 9710535 69676 6373820 VERSATEL WARRANTS WTS 925301111 0 4500 X 01 4500 0 0 VERSICOR INC COM 925314106 108 8000 X 01 0 0 8000 VERTEX PHARMACEUTICALS INC COM 92532F100 15833 972550 X 01 788800 0 183750 VESTA INS GROUP INC COM 925391104 21 4900 X 01 0 0 4900 VIACOM INC COM 925524100 1687 37934 X 01 0 0 37934 VIACOM INC COM 925524308 3201368 72151637 X 01 29683713 19280874 23187050 VIAD CORP COM 92552R109 15062 579300 X 01 264600 124000 190700 VIASAT INC COM 92552V100 342 40552 X 01 3448 0 37104 VIASYS HEALTHCARE INC COM 92553Q209 681 39030 X 01 3638 0 35392 VICAL INC COM 925602104 17 3200 X 01 0 0 3200 VICOR CORP COM 925815102 459 65729 X 01 8493 0 57236 VIEWPOINT CORP COM 92672P108 76 15800 X 01 0 0 15800 VIGNETTE CORP COM 926734104 1251 635105 X 01 1200 0 633905 VINTAGE PETE INC COM 927460105 1027 86316 X 01 8436 0 77880 VIRAGE LOGIC CORP COM 92763R104 74 5700 X 01 0 0 5700 VIRGINIA FINL CORP COM 927810101 51 1600 X 01 0 0 1600 VIROPHARMA INC COM 928241108 342 239050 X 01 0 0 239050 VISHAY INTERTECHNOLOGY INC COM 928298108 69063 3139235 X 01 1279613 1442375 417247 VISIONICS CORP DEL COM 92831E101 0 8000 X 01 0 0 8000 VISTEON CORP COM 92839U107 3232 227605 X 01 130081 0 97524 VISUAL NETWORKS INC COM 928444108 5 3200 X 01 0 0 3200 VISX INC DEL COM 92844S105 3516 322600 X 01 136300 0 186300 VITAL SIGNS INC COM 928469105 651 18014 X 01 1775 0 16239 VITALWORKS INC COM COM 928483106 102 12500 X 01 0 0 12500 VITESSE SEMICONDUCTOR CORP COM 928497106 1263 406062 X 01 195562 0 210500 VITRIA TECHNOLOGY COM 92849Q104 39 41000 X 01 0 0 41000 VIVUS INC COM 928551100 76 11200 X 01 0 0 11200 VODAFONE GROUP PLC NEW ADR 92857W100 471880 34569949 X 01 10120688 17313973 7135288 VODAFONE AIRTOU (CJL) CAL 92857W5GT 0 -50000 X 01 0 -50000 0 VODAFONE AIRTOU (CJL) CAL 92857W5GU 0 -50000 X 01 0 -50000 0 VODAFONE AIRTOU (FBC) CAL 92857W5GV 0 -50000 X 01 0 -50000 0 VODAFONE AIRTOU (MOR) CAL 92857W5GW 0 -50000 X 01 0 -50000 0 VODAFONE AIRTOUC (GS) CAL 92857W5GX 0 -50000 X 01 0 -50000 0 VODAFONE AIRTOU (CJL) CAL 92857W5GY 0 -50000 X 01 0 -50000 0 VODAFONE AIRTOU (CJL) CAL 92857W5GZ 0 -50000 X 01 0 -50000 0 VOLT INFORMATION SCIENCES IN COM 928703107 528 21544 X 01 2020 0 19524 VORNADO RLTY TR COM 929042109 37662 815200 X 01 406950 392550 15700 VORNADO RLTY TR PFD 929042307 375 14700 X 01 0 0 14700 VORNADO RLTY TR PFD 929042406 698 27400 X 01 0 0 27400 VOTORANTIM CELULOSE E PAPEL ADR 92906P106 2066 109291 X 01 78091 0 31200 VULCAN MATLS CO COM 929160109 33233 758739 X 01 199487 10695 548557 WD-40 CO COM 929236107 706 25432 X 01 2136 0 23296 WFS FINL INC COM 92923B106 96 3500 X 01 0 0 3500 WGL HLDGS INC COM 92924F106 5605 216400 X 01 119500 14500 82400 W HLDG CO INC COM 929251106 208 8600 X 01 0 0 8600 W-H ENERGY SVCS INC COM 92925E108 27259 1230100 X 01 702300 452400 75400 WJ COMMUNICATIONS INC COM 929284107 7 5800 X 01 0 0 5800 WMS INDS INC COM 929297109 740 60430 X 01 7874 0 52556 WPS RESOURCES CORP COM 92931B106 27892 683135 X 01 555000 3350 124785 WSFS FINL CORP COM 929328102 5 200 X 01 0 0 200 WABASH NATL CORP COM 929566107 333 33311 X 01 3083 0 30228 WABTEC CORP COM 929740108 100 7000 X 01 0 0 7000 WACKENHUT CORRECTIONS CORP COM 929798106 38 2600 X 01 0 0 2600 FIRST UNION COM 929903102 1518232 39765119 X 01 20947457 3990593 14827069 WADDELL & REED FINL INC COM 930059100 12056 525995 X 01 189700 0 336295 WAL MART STORES INC COM 931142103 2455795 44642708 X 01 24726142 4257247 15659319 WALGREEN CO COM 931422109 1675202 43365299 X 01 20738143 4109449 18517707 WALLACE COMPUTER SERVICES IN COM 932270101 3591 167000 X 01 97000 0 70000 WALTER INDS INC COM 93317Q105 180 13500 X 01 7400 0 6100 WASHINGTON FED INC COM 938824109 32063 1269300 X 01 1051711 7342 210247 WASHINGTON MUT INC COM 939322103 2222357 59885673 X 01 27018520 11974529 20892624 WASHINGTON POST CO COM 939640108 23596 43296 X 01 22764 0 20532 WASHINGTON REAL ESTATE INVT COM 939653101 309 10700 X 01 3900 0 6800 WASHINGTON TR BANCORP COM 940610108 102 4300 X 01 0 0 4300 WASTE CONNECTIONS INC COM 941053100 1374 43982 X 01 3684 0 40298 WASTE MGMT INC DEL COM 94106L109 49129 1885963 X 01 1257384 399 628180 WATCHGUARD TECHNOLOGIES INC COM 941105108 58 11300 X 01 0 0 11300 WATER PIK TECHNOLOGIES INC COM 94113U100 33 2605 X 01 0 0 2605 WATERS CORP COM 941848103 31559 1181992 X 01 975292 0 206700 WATSCO INC COM 942622200 614 33658 X 01 3569 0 30089 WATSON PHARMACEUTICALS INC COM 942683103 4200 166216 X 01 86032 0 80184 WATSON WYATT & CO HLDGS COM 942712100 111 4600 X 01 0 0 4600 WATTS INDS INC COM 942749102 649 32708 X 01 3591 0 29117 WAUSAU-MOSINEE PAPER CORP COM 943315101 3052 253286 X 01 121900 0 131386 WAVE SYSTEMS CORP COM 943526103 6 4300 X 01 0 0 4300 WAYPOINT FINL CORP COM 946756103 94 4800 X 01 0 0 4800 WEBEX INC COM 94767L109 184 11600 X 01 4000 0 7600 WEBSENSE INC COM 947684106 220 8600 X 01 0 0 8600 WEBMETHODS INC COM 94768C108 176 17800 X 01 5100 0 12700 WEBMD CORP COM 94769M105 822 145988 X 01 0 0 145988 WEBSTER FINL CORP CONN COM 947890109 7529 196900 X 01 116800 0 80100 WEIGHT WATCHERS INTL INC NEW COM 948626106 152 3500 X 01 0 0 3500 WEINGARTEN RLTY INVS COM 948741103 308 8700 X 01 4050 0 4650 WEIS MKTS INC COM 948849104 85 2300 X 01 0 0 2300 WELLMAN INC COM 949702104 12817 765195 X 01 642369 7600 115226 WELLPOINT HEALTH NETWORK NEW COM 94973H108 974951 12529898 X 01 4650137 5104600 2775161 WELLPOINT HEALTH NETWORK NEW CVB 94973HAA6 132 125000 X 01 0 0 125000 WELLS FARGO & CO NEW COM 949746101 607704 12139513 X 01 8060302 54688 4024523 WENDYS INTL INC COM 950590109 68560 1721309 X 01 1506909 16631 197769 WERNER ENTERPRISES INC COM 950755108 1876 88024 X 01 15114 0 72910 WESBANCO INC COM 950810101 179 7550 X 01 5050 0 2500 WESCO FINL CORP COM 950817106 241 800 X 01 400 0 400 WESCO INTL INC COM 95082P105 33 5200 X 01 0 0 5200 WEST COAST BANCORP ORE NEW COM 952145100 38 2200 X 01 0 0 2200 WEST CORP COM 952355105 22124 1002900 X 01 564900 375800 62200 WEST MARINE INC COM 954235107 20 1600 X 01 0 0 1600 WEST PHARMACEUTICAL SVSC INC COM 955306105 257 8000 X 01 5200 0 2800 WESTAMERICA BANCORPORATION COM 957090103 19339 493600 X 01 390200 0 103400 WESTCORP INC COM 957907108 93 2900 X 01 0 0 2900 WESTERN DIGITAL CORP COM 958102105 1260 387700 X 01 0 3900 383800 WESTERN GAS RES INC COM 958259103 5045 134900 X 01 81000 0 53900 WESTERN WIRELESS CORP COM 95988E204 86 26800 X 01 0 0 26800 WESTPOINT STEVENS INC COM 961238102 8 2000 X 01 0 0 2000 WESTPORT RES CORP NEW COM 961418100 211 12850 X 01 6300 0 6550 WESTWOOD ONE INC COM 961815107 15794 472600 X 01 254500 0 218100 WET SEAL INC COM 961840105 1056 43470 X 01 4010 0 39460 WEYERHAEUSER CO COM 962166104 27092 424302 X 01 241388 503 182411 WHIRLPOOL CORP COM 963320106 581003 8889270 X 01 4518477 885346 3485447 WHITEHALL JEWELLERS INC COM 965063100 79 3800 X 01 0 0 3800 WHITNEY HLDG CORP COM 966612103 13860 450874 X 01 363868 1875 85131 WHOLE FOODS MKT INC COM 966837106 13685 283800 X 01 132300 0 151500 WILD OATS MARKETS INC COM 96808B107 161 10000 X 01 0 0 10000 WILEY JOHN & SONS INC COM 968223206 477 19900 X 01 5600 0 14300 WILLIAMS COS INC DEL COM 969457100 5514 920516 X 01 544146 0 376370 WILLIAMS COS INC DEL CNN 969457BF6 10637 13285000 X 01 12817000 0 468000 WILLIAMS SONOMA INC COM 969904101 18417 600700 X 01 270300 0 330400 WILMINGTON TRUST CORP COM 971807102 8845 290000 X 01 155000 0 135000 WILSON GREATBATCH TECHNOLOGI COM 972232102 4706 184700 X 01 109900 67700 7100 WILSONS THE LEATHER EXPERTS COM 972463103 38 2700 X 01 0 0 2700 WIND RIVER SYSTEMS INC COM 973149107 1679 335199 X 01 184800 0 150399 WINN DIXIE STORES INC COM 974280109 3267 209542 X 01 112542 0 97000 WINNEBAGO INDS INC COM 974637100 1243 28247 X 01 2599 0 25648 WINSTON HOTELS INC COM 97563A102 7 700 X 01 0 0 700 WINTRUST FINANCIAL CORP COM 97650W108 173 5000 X 01 0 0 5000 WIRELESS FACILITIES INC COM 97653A103 60 12200 X 01 0 0 12200 WIRELESS HOLDRS TR DEP RCPT COM 97653L208 -2058 -60000 X 01 -60000 0 0 WISCONSIN ENERGY CORP COM 976657106 272396 10779405 X 01 6389473 1151799 3238133 WITNESS SYS INC COM 977424100 55 7400 X 01 0 0 7400 WOLVERINE TUBE INC COM 978093102 12868 1704363 X 01 1500480 6550 197333 WOLVERINE WORLD WIDE INC COM 978097103 1996 114407 X 01 15777 0 98630 WOMEN FIRST HEALTHCA COM COM 978150100 33 4200 X 01 0 0 4200 WOODHEAD INDS INC COM 979438108 857 50000 X 01 0 0 50000 WOODWARD GOVERNOR CO COM 980745103 896 15164 X 01 1542 0 13622 WORLD FUEL SVCS CORP COM 981475106 68 2800 X 01 0 0 2800 WORLD WRESTLING FEDN ENTMT I COM 98156Q108 74 5100 X 01 0 0 5100 WORLDCOM INC GA NEW COM 98157D106 297553 358498064 X 01 185965392 40580668 131952004 WORLDCOM INC GA NEW COM 98157D304 462 274965 X 01 14954 23744 236267 WORTHINGTON INDS INC COM 981811102 2516 139025 X 01 74750 0 64275 WRIGHT MED GROUP INC COM 98235T107 202 10000 X 01 0 0 10000 WRIGLEY WM JR CO COM 982526105 105226 1901110 X 01 1030910 10000 860200 WYETH COM 983024100 2088950 40799812 X 01 19028596 9294334 12476882 WYETH CAL 9830249AH 0 250 X 01 185 65 0 WYNDHAM INTL INC COM 983101106 31 27000 X 01 0 0 27000 XM SATELLITE RADIO HLDGS INC COM 983759101 16 2200 X 01 0 0 2200 X-RITE INC COM 983857103 817 96036 X 01 2823 0 93213 XTO ENERGY CORP COM 98385X106 3105 150710 X 01 16721 0 133989 XCEL ENERGY INC COM 98389B100 83503 4979322 X 01 3730163 78574 1170585 XILINX INC COM 983919101 68074 3034955 X 01 699855 2021000 314100 XEROX CORP COM 984121103 10307 1478724 X 01 824524 50000 604200 YAHOO INC COM 984332106 51540 3491870 X 01 658659 2318550 514661 YANKEE CANDLE INC COM 984757104 358 13200 X 01 4400 0 8800 XICOR INC COM 984903104 46 11300 X 01 0 0 11300 YELLOW CORP COM 985509108 1197 36949 X 01 3814 0 33135 YORK INTL CORP NEW COM 986670107 5427 160600 X 01 95400 0 65200 YOUNG BROADCASTING INC COM 987434107 37 2100 X 01 0 0 2100 YOUNG INNOVATIONS INC COM 987520103 41 1900 X 01 0 0 1900 YUM BRANDS INC COM 988498101 43798 1497359 X 01 350752 703400 443207 ZALE CORP NEW COM 988858106 1810 49939 X 01 7921 0 42018 ZEBRA TECHNOLOGIES CORP COM 989207105 2949 61156 X 01 6669 0 54487 ZENITH NATL INS CORP COM 989390109 761 23899 X 01 2393 0 21506 ZIMMER HLDGS INC COM 98956P102 11575 324597 X 01 176895 1000 146702 ZIONS BANCORPORATION COM 989701107 7566 145230 X 01 76030 0 69200 ZIXIT CORP COM 98974P100 155 28303 X 01 8273 0 20030 ZORAN CORP COM 98975F101 308 13450 X 01 3750 0 9700 ZYGO CORP COM 989855101 50 6200 X 01 0 0 6200 ZYMOGENETICS INC COM 98985T109 39 4400 X 01 0 0 4400 ZOLL MED CORP COM 989922109 133 4100 X 01 0 0 4100 ZOMAX INC MINN COM 989929104 11 2700 X 01 0 0 2700 ACE LTD COM G0070K103 253925 8035599 X 01 5050689 886333 2098577 AMDOCS LTD COM G02602103 30312 4014885 X 01 1890947 1853647 270291 ACCENTURE LTD BERMUDA COM G1150G111 73047 3844600 X 01 273800 3522700 48100 COOPER INDS LTD COM G24182100 459280 11686520 X 01 5539355 2382841 3764324 EVEREST RE GROUP LTD COM G3223R108 12880 230200 X 01 126800 0 103400 GARMIN LTD COM G37260109 95 4300 X 01 0 0 4300 GLOBALSANTAFE CORP COM G3930E101 20980 767087 X 01 296216 322500 148371 INGERSOLL-RAND COMPANY LTD COM G4776G101 26336 576779 X 01 449461 2785 124533 INTERNATIONAL BRIQUETTES HLD COM G4821Q104 8 94881 X 01 94881 0 0 LORAL SPACE & COMMUNICATIONS COM G56462107 8836 8925000 X 01 0 8165000 760000 MARVELL TECHNOLOGY GROUP LTD COM G5876H105 35347 1777100 X 01 872250 419450 485400 MIH LTD COM G6116R101 1959 468704 X 01 326729 0 141975 NOBLE CORPORATION COM G65422100 117162 3035292 X 01 553442 0 2481850 OPENTV CORP COM G67543101 193 60600 X 01 0 60600 0 O2MICRO INTERNATIONAL LIMITE COM G6797E106 7577 732100 X 01 624800 0 107300 PARTNERRE LTD COM G6852T105 19095 390100 X 01 388000 0 2100 RENAISSANCE RE HLDGS LTD COM G7496G103 14596 398800 X 01 229100 145600 24100 TRANSOCEAN SEDCO FOREX INC COM G90078109 290577 9328319 X 01 1607452 6426930 1293937 TRENWICK GROUP LTD COM G9032C109 319 42494 X 01 4975 0 37519 WILLIS GROUP HOLDINGS LTD COM G96655108 30103 914700 X 01 59450 630750 224500 XL CAP LTD COM G98255105 285354 3368993 X 01 1507465 1056460 805068 XOMA LTD COM G9825R107 2685 673000 X 01 673000 0 0 UBS AG COM H8920M855 3767 75500 X 01 75500 0 0 MILLICOM INTL CELLULAR S A COM L6388F102 4762 2976154 X 01 29929 1320824 1625401 CHECK POINT SOFTWARE TECH LT COM M22465104 5264 388235 X 01 211298 66500 110437 PRECISE SOFTWARE SOLUTIONS L COM M41450103 8263 865200 X 01 766700 0 98500 TARO PHARMACEUTICAL INDS LTD COM M8737E108 3178 129600 X 01 90200 0 39400 ASM LITHOGRAPHY HLDG N V ADR N07059111 1037 68610 X 01 0 20000 48610 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 40390 2071266 X 01 1556823 5800 508643 ASE TEST LTD COM Y02516105 152 15700 X 01 0 0 15700 FLEXTRONICS INTL LTD COM Y2573F102 461175 64680940 X 01 18113320 31157823 15409797 MUTUELLES AXA AND AXA: AFLAC INC COM 001055102 1253 39143 X 02 03 39143 0 0 AES CORP COM 00130H105 2875 530463 X 02 03 530463 0 0 AMB PROPERTY CORP COM 00163T109 1091 35200 X 02 03 35200 0 0 AMR CORP COM 001765106 273 16189 X 02 03 16189 0 0 AOL TIME WARNER INC COM 00184A105 67176 4566662 X 02 03 4566662 0 0 AT&T CORP COM 001957109 51604 4822835 X 02 03 4822835 0 0 AT&T WIRELESS SVCS INC COM 00209A106 3565 609369 X 02 03 609369 0 0 ABBOTT LABS COM 002824100 9043 240176 X 02 03 240176 0 0 ADOBE SYS INC COM 00724F101 403 14150 X 02 03 14150 0 0 ADVANCED TISSUE SCIENCES INC COM 00755F103 5 3600 X 02 03 3600 0 0 AETNA INC NEW COM 00817Y108 1851 38592 X 02 03 38592 0 0 AFFILIATED COMPUTER SERVICES COM 008190100 2459 51800 X 02 03 51800 0 0 AFFILIATED MANAGERS GROUP COM 008252108 105 1700 X 02 03 1700 0 0 AFFYMETRIX INC COM 00826T108 14 583 X 02 03 583 0 0 AGERE SYS INC COM 00845V100 13 9293 X 02 03 9293 0 0 AGERE SYS INC COM 00845V209 342 228180 X 02 03 228180 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 464 19615 X 02 03 19615 0 0 AIR PRODS & CHEMS INC COM 009158106 2424 48031 X 02 03 48031 0 0 ALBERTSONS INC COM 013104104 439 14410 X 02 03 14410 0 0 ALCOA INC COM 013817101 36788 1109734 X 02 03 1109734 0 0 ALCATEL ADR 013904305 4 528 X 02 03 528 0 0 ALKERMES INC COM 01642T108 9 589 X 02 03 589 0 0 ALLEGHENY ENERGY INC COM 017361106 1043 40500 X 02 03 40500 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 741 29000 X 02 03 29000 0 0 ALLSTATE CORP COM 020002101 2483 67138 X 02 03 67138 0 0 ALTERA CORP COM 021441100 11397 838041 X 02 03 838041 0 0 AMAZON COM INC COM 023135106 167 10267 X 02 03 10267 0 0 AMBAC FINL GROUP INC COM 023139108 4428 65900 X 02 03 65900 0 0 AMERADA HESS CORP COM 023551104 330 4000 X 02 03 4000 0 0 AMEREN CORP COM 023608102 1713 39831 X 02 03 39831 0 0 AMERICAN ELEC PWR INC COM 025537101 853 21315 X 02 03 21315 0 0 AMERICAN EXPRESS CO COM 025816109 8193 225566 X 02 03 225566 0 0 AMERICAN INTL GROUP INC COM 026874107 103924 1523136 X 02 03 1523136 0 0 AMERICAN NATL INS CO COM 028591105 530 5500 X 02 03 5500 0 0 AMERICAN PWR CONVERSION CORP COM 029066107 120 9469 X 02 03 9469 0 0 AMERICAN STD COS INC DEL COM 029712106 19042 253550 X 02 03 253550 0 0 AMGEN INC COM 031162100 4814 114954 X 02 03 114954 0 0 ANADARKO PETE CORP COM 032511107 568 11521 X 02 03 11521 0 0 ANALOG DEVICES INC COM 032654105 373 12575 X 02 03 12575 0 0 ANHEUSER BUSCH COS INC COM 035229103 39413 788254 X 02 03 788254 0 0 ANTIGENICS INC DEL COM 037032109 20 2000 X 02 03 2000 0 0 AON CORP COM 037389103 277 9396 X 02 03 9396 0 0 APACHE CORP COM 037411105 3778 65721 X 02 03 65721 0 0 APOLLO GROUP INC COM 037604105 2501 63450 X 02 03 63450 0 0 APPLE COMPUTER INC COM 037833100 328 18496 X 02 03 18496 0 0 APPLERA CORP COM 038020103 54 2795 X 02 03 2795 0 0 APPLERA CORP COM 038020202 7 570 X 02 03 570 0 0 APPLIED MATLS INC COM 038222105 88966 4677483 X 02 03 4677483 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 308 24081 X 02 03 24081 0 0 ASIA TIGERS FD INC COM 04516T105 46 6000 X 02 03 6000 0 0 ASTORIA FINL CORP COM 046265104 641 20000 X 02 03 20000 0 0 ASTROPOWER INC COM 04644A101 59 3000 X 02 03 3000 0 0 AT & T LATIN AMER CORP COM 04649A106 1 1450 X 02 03 1450 0 0 AUTODESK INC COM 052769106 745 56200 X 02 03 56200 0 0 AUTOLIV INC COM 052800109 912 36200 X 02 03 36200 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 10695 245589 X 02 03 245589 0 0 AUTONATION INC COM 05329W102 2719 187500 X 02 03 187500 0 0 AVALONBAY CMNTYS INC COM 053484101 117 2500 X 02 03 2500 0 0 AVAYA INC COM 053499109 6 1276 X 02 03 1276 0 0 AVERY DENNISON CORP COM 053611109 188 2989 X 02 03 2989 0 0 AVON PRODS INC COM 054303102 3201 61275 X 02 03 61275 0 0 BISYS GROUP INC COM 055472104 639 19200 X 02 03 19200 0 0 BJ SVCS CO COM 055482103 182 5376 X 02 03 5376 0 0 BMC SOFTWARE INC COM 055921100 30 1800 X 02 03 1800 0 0 BAKER HUGHES INC COM 057224107 390 11720 X 02 03 11720 0 0 BALLY TOTAL FITNESS HLDG COR COM 05873K108 24 1300 X 02 03 1300 0 0 BANK OF AMERICA CORPORATION COM 060505104 241583 3433528 X 02 03 3433528 0 0 BANK NEW YORK INC COM 064057102 1354 40132 X 02 03 40132 0 0 BANK ONE CORP COM 06423A103 11840 307697 X 02 03 307697 0 0 BANKNORTH GROUP INC NEW COM 06646R107 658 25300 X 02 03 25300 0 0 BARRICK GOLD CORP COM 067901108 5 257 X 02 03 257 0 0 BAUSCH & LOMB INC COM 071707103 985 29100 X 02 03 29100 0 0 BAXTER INTL INC COM 071813109 8806 198118 X 02 03 198118 0 0 BEA SYS INC COM 073325102 4685 492600 X 02 03 492600 0 0 BECTON DICKINSON & CO COM 075887109 480 13924 X 02 03 13924 0 0 BED BATH & BEYOND INC COM 075896100 330 8757 X 02 03 8757 0 0 BELLSOUTH CORP COM 079860102 6994 222031 X 02 03 222031 0 0 BELO CORP COM 080555105 237 10500 X 02 03 10500 0 0 BERKSHIRE HATHAWAY INC DEL COM 084670108 200 3 X 02 03 3 0 0 BERKSHIRE HATHAWAY INC DEL COM 084670207 1834 821 X 02 03 821 0 0 BEST BUY INC COM 086516101 13839 381247 X 02 03 381247 0 0 BIOGEN INC COM 090597105 317 7647 X 02 03 7647 0 0 BIOMET INC COM 090613100 609 22439 X 02 03 22439 0 0 BIOTECH HOLDERS TR COM 09067D201 241 2900 X 02 03 2900 0 0 BLOCK H & R INC COM 093671105 3089 66941 X 02 03 66941 0 0 BLOCKBUSTER INC COM 093679108 307 11400 X 02 03 11400 0 0 BLUE SQUARE - ISRAEL LTD ADR 096055108 106 9000 X 02 03 9000 0 0 BOEING CO COM 097023105 9579 212861 X 02 03 212861 0 0 BORDERS GROUP INC COM 099709107 690 37500 X 02 03 37500 0 0 BOSTON SCIENTIFIC CORP COM 101137107 5978 203884 X 02 03 203884 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 46195 1797475 X 02 03 1797475 0 0 BROADVISION INC COM 111412102 639 2062416 X 02 03 2062416 0 0 BROCADE COMMUNICATIONS SYS I COM 111621108 147 8402 X 02 03 8402 0 0 BRUNSWICK CORP COM 117043109 1901 67900 X 02 03 67900 0 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 2473 82420 X 02 03 82420 0 0 BURLINGTON RES INC COM 122014103 273 7179 X 02 03 7179 0 0 CIGNA CORP COM 125509109 412 4227 X 02 03 4227 0 0 CMGI INC COM 125750109 0 257 X 02 03 257 0 0 CSX CORP COM 126408103 630 17972 X 02 03 17972 0 0 CVS CORP COM 126650100 465 15207 X 02 03 15207 0 0 CACHE INC COM 127150308 2 137 X 02 03 137 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 183 11326 X 02 03 11326 0 0 CADIZ INC COM 127537108 21 2500 X 02 03 2500 0 0 CALPINE CORP COM 131347106 151 21537 X 02 03 21537 0 0 CAMPBELL SOUP CO COM 134429109 184 6669 X 02 03 6669 0 0 CAPITAL ONE FINL CORP COM 14040H105 72280 1183947 X 02 03 1183947 0 0 CARDINAL HEALTH INC COM 14149Y108 15786 257054 X 02 03 257054 0 0 CAREMARK RX INC COM 141705103 1343 81400 X 02 03 81400 0 0 CARNIVAL CORP COM 143658102 49361 1782624 X 02 03 1782624 0 0 CATELLUS DEV CORP COM 149111106 298 14600 X 02 03 14600 0 0 CATERPILLAR INC DEL COM 149123101 7042 143870 X 02 03 143870 0 0 CENDANT CORP COM 151313103 568 35741 X 02 03 35741 0 0 CENTEX CORP COM 152312104 2236 38692 X 02 03 38692 0 0 CERIDIAN CORP NEW COM 156779100 155 8170 X 02 03 8170 0 0 CERTEGY INC COM 156880106 114 3070 X 02 03 3070 0 0 CHARTERED SEMICONDUCTOR MFG ADR 16133R106 2 100 X 02 03 100 0 0 CHECKPOINT SYS INC COM 162825103 2083 178050 X 02 03 178050 0 0 CHEVRONTEXACO CORP COM 166764100 230310 2602378 X 02 03 2602378 0 0 CHIRON CORP COM 170040109 252 7142 X 02 03 7142 0 0 CHUBB CORP COM 171232101 502 7084 X 02 03 7084 0 0 CINCINNATI FINL CORP COM 172062101 140 3012 X 02 03 3012 0 0 CINERGY CORP COM 172474108 1627 45219 X 02 03 45219 0 0 CIRCUIT CITY STORE INC COM 172737108 167 8930 X 02 03 8930 0 0 CISCO SYS INC COM 17275R102 41691 2988627 X 02 03 2988627 0 0 CINTAS CORP COM 172908105 335 6770 X 02 03 6770 0 0 CITIGROUP INC COM 172967101 264318 6821111 X 02 03 6821111 0 0 CITY NATL CORP COM 178566105 1032 19200 X 02 03 19200 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 4266 133227 X 02 03 133227 0 0 CLOROX CO DEL COM 189054109 292 7050 X 02 03 7050 0 0 COACH INC COM 189754104 55 1000 X 02 03 1000 0 0 COCA COLA CO COM 191216100 91210 1628753 X 02 03 1628753 0 0 COCA COLA ENTERPRISES INC COM 191219104 1144 51800 X 02 03 51800 0 0 COEUR D ALENE MINES CORP IDA COM 192108108 1 435 X 02 03 435 0 0 COLGATE PALMOLIVE CO COM 194162103 17584 351338 X 02 03 351338 0 0 COMCAST CORP COM 200300101 2904 120000 X 02 03 120000 0 0 COMCAST CORP COM 200300200 767 32164 X 02 03 32164 0 0 COMERICA INC COM 200340107 1286 20946 X 02 03 20946 0 0 COMMERCE ONE INC DEL COM 200693109 0 130 X 02 03 130 0 0 COMPUTER ASSOC INTL INC COM 204912109 350 22041 X 02 03 22041 0 0 COMPUTER SCIENCES CORP COM 205363104 1355 28348 X 02 03 28348 0 0 COMVERSE TECHNOLOGY INC COM 205862402 1102 119000 X 02 03 119000 0 0 CONAGRA FOODS INC COM 205887102 462 16710 X 02 03 16710 0 0 CONCORD EFS INC COM 206197105 2376 78818 X 02 03 78818 0 0 CONOCO INC COM 208251504 2849 102499 X 02 03 102499 0 0 CONSOLIDATED EDISON INC COM 209115104 1069 25609 X 02 03 25609 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 1324 45116 X 02 03 45116 0 0 CONVERGYS CORP COM 212485106 136 6962 X 02 03 6962 0 0 CONVERIUM HLDG AG ADR 21248N107 7 260 X 02 03 260 0 0 COORS ADOLPH CO COM 217016104 1632 26200 X 02 03 26200 0 0 CORNERSTONE STATEGIC RETURN COM 21923Y105 7 1000 X 02 03 1000 0 0 CORNING INC COM 219350105 147 41337 X 02 03 41337 0 0 COSTCO WHSL CORP NEW COM 22160K105 989 25620 X 02 03 25620 0 0 COUNTRYWIDE CR INDS INC DEL COM 222372104 3338 69182 X 02 03 69182 0 0 COX COMMUNICATIONS INC NEW COM 224044107 209 7593 X 02 03 7593 0 0 CROWN CASTLE INTL CORP COM 228227104 17 4300 X 02 03 4300 0 0 D R HORTON INC COM 23331A109 1105 42450 X 02 03 42450 0 0 DST SYS INC DEL COM 233326107 162 3537 X 02 03 3537 0 0 DTE ENERGY CO COM 233331107 199 4449 X 02 03 4449 0 0 DANAHER CORP DEL COM 235851102 16855 254037 X 02 03 254037 0 0 DARDEN RESTAURANTS INC COM 237194105 2371 96000 X 02 03 96000 0 0 DECODE GENETICS INC COM 243586104 136 29120 X 02 03 29120 0 0 DEERE & CO COM 244199105 369 7712 X 02 03 7712 0 0 DELANO TECHNOLOGY CORPORATION COM 245701107 0 500 X 02 03 500 0 0 DELL COMPUTER CORP COM 247025109 86622 3313763 X 02 03 3313763 0 0 DELPHI AUTOMOTIVE SYS CORP COM 247126105 4571 346280 X 02 03 346280 0 0 DENTSPLY INTL INC NEW COM 249030107 991 26850 X 02 03 26850 0 0 DEVON ENERGY CORP NEW COM 25179M103 243 4938 X 02 03 4938 0 0 DIAMONDS TR COM 252787106 264 2850 X 02 03 2850 0 0 DIGITAL RIV INC COM 25388B104 27 2900 X 02 03 2900 0 0 DISNEY WALT CO COM 254687106 31328 1657555 X 02 03 1657555 0 0 DOMINION RES INC VA NEW COM 25746U109 692 10450 X 02 03 10450 0 0 DONNELLEY R R & SONS CO COM 257867101 102 3700 X 02 03 3700 0 0 DOVER CORP COM 260003108 342 9758 X 02 03 9758 0 0 DOW CHEM CO COM 260543103 32076 932982 X 02 03 932982 0 0 DOW JONES & CO INC COM 260561105 528 10898 X 02 03 10898 0 0 DRUGSTORE.COM INC COM 262241102 22 8085 X 02 03 8085 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 81788 1842070 X 02 03 1842070 0 0 DUKE ENERGY CORP COM 264399106 1199 38565 X 02 03 38565 0 0 DUKE WEEKS REALTY CORP COM 264411505 197 6800 X 02 03 6800 0 0 DUSA PHARMACEUTICALS INC COM 266898105 2 690 X 02 03 690 0 0 DYNEGY INC NEW COM 26816Q101 125 17388 X 02 03 17388 0 0 E M C CORP MASS COM 268648102 2508 332182 X 02 03 332182 0 0 EOG RES INC COM 26875P101 191 4800 X 02 03 4800 0 0 EAGLE WIRELESS INTERNATIONAL COM 269437109 1 2800 X 02 03 2800 0 0 EASTMAN CHEM CO COM 277432100 188 4000 X 02 03 4000 0 0 EASTMAN KODAK CO COM 277461109 4022 137873 X 02 03 137873 0 0 EATON CORP COM 278058102 242 3329 X 02 03 3329 0 0 EBAY INC COM 278642103 547 8871 X 02 03 8871 0 0 EDISON INTL COM 281020107 164 9640 X 02 03 9640 0 0 EDWARDS AG INC COM 281760108 140 3600 X 02 03 3600 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 1 43 X 02 03 43 0 0 EL PASO CORP COM 28336L109 5193 251958 X 02 03 251958 0 0 ELAN PLC ADR 284131208 36 6595 X 02 03 6595 0 0 ELCOM INTL INC COM 284434107 18 44700 X 02 03 44700 0 0 ELECTRONIC ARTS INC COM 285512109 529 8008 X 02 03 8008 0 0 ELECTRONIC DATA SYS NEW COM 285661104 15336 412800 X 02 03 412800 0 0 EMERSON ELEC CO COM 291011104 996 18614 X 02 03 18614 0 0 ENERGY EAST CORP COM 29266M109 1279 56600 X 02 03 56600 0 0 ENERGIZER HLDGS INC COM 29266R108 1130 41200 X 02 03 41200 0 0 ENGELHARD CORP COM 292845104 1487 52500 X 02 03 52500 0 0 ENESCO GROUP INC COM 292973104 12 1415 X 02 03 1415 0 0 ENTERGY CORP NEW COM 29364G103 1226 28899 X 02 03 28899 0 0 ENZON INC COM 293904108 11 438 X 02 03 438 0 0 EQUIFAX INC COM 294429105 224 8307 X 02 03 8307 0 0 EQUITY OFFICE PROPERTIES TRU COM 294741103 467 15502 X 02 03 15502 0 0 EQUITY RESIDENTIAL PPTYS TR COM 29476L107 262 9097 X 02 03 9097 0 0 EVERGREEN SOLAR INC COM 30033R108 1 700 X 02 03 700 0 0 EXAR CORP COM 300645108 0 23 X 02 03 23 0 0 EXELON CORP COM 30161N101 523 9992 X 02 03 9992 0 0 EXXON MOBIL CORP COM 30231G102 135593 3313617 X 02 03 3313617 0 0 FMC TECHNOLOGIES INC COM 30249U101 303 14600 X 02 03 14600 0 0 FPL GROUP INC COM 302571104 450 7508 X 02 03 7508 0 0 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 1217 50100 X 02 03 50100 0 0 FAMILY DLR STORES INC COM 307000109 931 26400 X 02 03 26400 0 0 FEDERAL HOME LN MTG CORP COM 313400301 3267 53377 X 02 03 53377 0 0 FEDERAL NATL MTG ASSN COM 313586109 178860 2425219 X 02 03 2425219 0 0 FEDERATED DEPT STORES INC DE COM 31410H101 317 7976 X 02 03 7976 0 0 FEDEX CORP COM 31428X106 506 9471 X 02 03 9471 0 0 FIDELITY NATL FINL INC COM 316326107 1324 41910 X 02 03 41910 0 0 FIFTH THIRD BANCORP COM 316773100 1433 21496 X 02 03 21496 0 0 FIRST DATA CORP COM 319963104 43561 1171007 X 02 03 1171007 0 0 FIRST ISRAEL FD INC COM 32063L100 5 550 X 02 03 550 0 0 FIRST TENN NATL CORP COM 337162101 1681 43900 X 02 03 43900 0 0 FISERV INC COM 337738108 243 6619 X 02 03 6619 0 0 FIRSTENERGY CORP COM 337932107 283 8488 X 02 03 8488 0 0 FLEETBOSTON FINL CORP COM 339030108 17582 543486 X 02 03 543486 0 0 FOOT LOCKER INC COM 344849104 1507 104300 X 02 03 104300 0 0 FORD MTR CO DEL COM 345370860 1633 102074 X 02 03 102074 0 0 FOREST LABS INC COM 345838106 2641 37300 X 02 03 37300 0 0 FORTUNE BRANDS INC COM 349631101 5197 92801 X 02 03 92801 0 0 FOX ENTMT GROUP INC COM 35138T107 14 665 X 02 03 665 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 1897 106300 X 02 03 106300 0 0 FUELCELL ENERGY INC COM 35952H106 62 6000 X 02 03 6000 0 0 GANNETT INC COM 364730101 797 10498 X 02 03 10498 0 0 GAP INC DEL COM 364760108 746 52511 X 02 03 52511 0 0 GENENTECH INC COM 368710406 576 17191 X 02 03 17191 0 0 GENENTECH 5% 03/02 SUB CV*USD CVB 368710AA7 0 175000 X 02 03 175000 0 0 GENERAL AMERN INVS INC COM 368802104 10 350 X 02 03 350 0 0 GENERAL DYNAMICS CORP COM 369550108 9933 93398 X 02 03 93398 0 0 GENERAL ELEC CO COM 369604103 197038 6782713 X 02 03 6782713 0 0 GENERAL MLS INC COM 370334104 408 9255 X 02 03 9255 0 0 GENERAL MTRS CORP COM 370442105 30968 579380 X 02 03 579380 0 0 GENERAL MTRS CORP COM 370442832 511 49151 X 02 03 49151 0 0 GENTA INC COM 37245M207 7 800 X 02 03 800 0 0 GENUINE PARTS CO COM 372460105 225 6464 X 02 03 6464 0 0 GENZYME CORP COM 372917104 192 9969 X 02 03 9969 0 0 GEORGIA PAC CORP COM 373298108 193 7855 X 02 03 7855 0 0 GERDAU S A ADR 373737105 1894 181200 X 02 03 181200 0 0 GETTY IMAGES INC COM 374276103 35 1600 X 02 03 1600 0 0 GILEAD SCIENCES INC COM 375558103 78 2370 X 02 03 2370 0 0 GILLETTE CO COM 375766102 6012 177495 X 02 03 177495 0 0 GOLDEN WEST FINL CORP DEL COM 381317106 295 4293 X 02 03 4293 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 1686 22982 X 02 03 22982 0 0 GOODRICH B F CO COM 382388106 172 6300 X 02 03 6300 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 146 7790 X 02 03 7790 0 0 GRAINGER W W INC COM 384802104 254 5068 X 02 03 5068 0 0 GREENPOINT FINL CORP COM 395384100 736 15000 X 02 03 15000 0 0 GUIDANT CORP COM 401698105 3579 118380 X 02 03 118380 0 0 HCA-HEALTHCARE CO COM 404119109 1749 36822 X 02 03 36822 0 0 HALLIBURTON CO COM 406216101 473 29696 X 02 03 29696 0 0 HANCOCK JOHN FINL SVCS INC COM 41014S106 626 17786 X 02 03 17786 0 0 HARLEY DAVIDSON INC COM 412822108 3940 76852 X 02 03 76852 0 0 HARRAHS ENTMT INC COM 413619107 601 13552 X 02 03 13552 0 0 HARRIS CORP DEL COM 413875105 1152 31800 X 02 03 31800 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 911 15324 X 02 03 15324 0 0 HEALTHSOUTH CORP COM 421924101 321 25122 X 02 03 25122 0 0 HEALTH MGMT ASSOC INC NEW COM 421933102 798 39609 X 02 03 39609 0 0 HEALTH NET INC COM 42222G108 2273 84900 X 02 03 84900 0 0 HECLA MNG CO COM 422704106 24 5101 X 02 03 5101 0 0 HEINZ H J CO COM 423074103 810 19707 X 02 03 19707 0 0 HELMERICH & PAYNE INC COM 423452101 964 27000 X 02 03 27000 0 0 HEWLETT PACKARD CO COM 428236103 5870 384152 X 02 03 384152 0 0 HI / FN INC COM 428358105 10 1600 X 02 03 1600 0 0 HIBERNIA FOODS PLC ADR 428660104 4790 1000000 X 02 03 1000000 0 0 HILLENBRAND INDS INC COM 431573104 1179 21000 X 02 03 21000 0 0 HOME DEPOT INC COM 437076102 79215 2156678 X 02 03 2156678 0 0 HON INDS INC COM 438092108 60 2200 X 02 03 2200 0 0 HONEYWELL INTL INC COM 438516106 10376 294519 X 02 03 294519 0 0 HORMEL FOODS CORP COM 440452100 503 21000 X 02 03 21000 0 0 HOSPITALITY PPTYS TR COM 44106M102 975 26700 X 02 03 26700 0 0 HOST MARRIOTT CORP NEW COM 44107P104 111 9800 X 02 03 9800 0 0 HOTELS COM COM 44147T108 182 4300 X 02 03 4300 0 0 HOUSEHOLD INTL INC COM 441815107 1092 21975 X 02 03 21975 0 0 HUMANA INC COM 444859102 1480 94700 X 02 03 94700 0 0 HUMAN GENOME SCIENCES INC COM 444903108 384 28644 X 02 03 28644 0 0 HUNTINGTON BANCSHARES INC COM 446150104 697 35897 X 02 03 35897 0 0 ICOS CORP COM 449295104 10 610 X 02 03 610 0 0 IDEC PHARMACEUTICALS CORP COM 449370105 260 7346 X 02 03 7346 0 0 IMS HEALTH INC COM 449934108 164 9162 X 02 03 9162 0 0 ISTAR FINL INC COM 45031U101 1197 42000 X 02 03 42000 0 0 ITT INDS INC IND COM 450911102 3539 50133 X 02 03 50133 0 0 ILLINOIS TOOL WKS INC COM 452308109 12389 181394 X 02 03 181394 0 0 IMAGISTICS INTERNATIONAL INC COM 45247T104 164 7632 X 02 03 7632 0 0 IMMUNEX CORP NEW COM 452528102 399 17851 X 02 03 17851 0 0 INDIA GROWTH FD INC COM 454090101 8 1000 X 02 03 1000 0 0 INSIGNIA FINL GROUP INC NEW COM 45767A105 117 12000 X 02 03 12000 0 0 INTEL CORP COM 458140100 61749 3379799 X 02 03 3379799 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 89506 1243143 X 02 03 1243143 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 120 3679 X 02 03 3679 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 638 11255 X 02 03 11255 0 0 INTL PAPER CO COM 460146103 6673 153119 X 02 03 153119 0 0 INTERPUBLIC GROUP COS INC COM 460690100 332 13416 X 02 03 13416 0 0 INTUIT COM 461202103 420 8438 X 02 03 8438 0 0 IONICS INC COM 462218108 97 4000 X 02 03 4000 0 0 IRON MTN INC PA COM 462846106 5 150 X 02 03 150 0 0 ITALY FD INC COM 465395101 20 2850 X 02 03 2850 0 0 JDS UNIPHASE CORP COM 46612J101 249 93273 X 02 03 93273 0 0 J P MORGAN CHASE & CO COM 46625H100 108900 3210488 X 02 03 3210488 0 0 JABIL CIRCUIT INC COM 466313103 187 8848 X 02 03 8848 0 0 JEFFERSON PILOT CORP COM 475070108 2048 43577 X 02 03 43577 0 0 JOHNSON & JOHNSON COM 478160104 127407 2437949 X 02 03 2437949 0 0 JOHNSON CTLS INC COM 478366107 3850 47170 X 02 03 47170 0 0 JONES APPAREL GROUP INC COM 480074103 181 4822 X 02 03 4822 0 0 JUNIPER NETWORKS INC COM 48203R104 739 130787 X 02 03 130787 0 0 KLA-TENCOR CORP COM 482480100 774 17594 X 02 03 17594 0 0 KPMG CONSULTING INC COM 48265R109 808 54400 X 02 03 54400 0 0 KERR MCGEE CORP COM 492386107 886 16537 X 02 03 16537 0 0 KEYCORP NEW COM 493267108 26570 973266 X 02 03 973266 0 0 KEYSPAN CORP COM 49337W100 1190 31602 X 02 03 31602 0 0 KIMBERLY CLARK CORP COM 494368103 8254 133126 X 02 03 133126 0 0 KINDER MORGAN INC KANS COM 49455P101 184 4829 X 02 03 4829 0 0 KING PHARMACEUTICALS INC COM 495582108 668 30000 X 02 03 30000 0 0 KNIGHT RIDDER INC COM 499040103 906 14400 X 02 03 14400 0 0 KOHLS CORP COM 500255104 875 12479 X 02 03 12479 0 0 KROGER CO COM 501044101 1717 86261 X 02 03 86261 0 0 LABORATORY CORP AMER HLDGS COM 50540R409 159 3481 X 02 03 3481 0 0 LAFARGE CORP COM 505862102 626 17800 X 02 03 17800 0 0 LAUDER ESTEE COS INC COM 518439104 2326 66070 X 02 03 66070 0 0 LEHMAN BROS HLDGS INC COM 524908100 51205 819022 X 02 03 819022 0 0 LENNAR CORP COM 526057104 1793 29300 X 02 03 29300 0 0 LEUCADIA NATL CORP COM 527288104 165 5200 X 02 03 5200 0 0 LEXMARK INTL NEW COM 529771107 577 10600 X 02 03 10600 0 0 LIBERTY MEDIA CORP NEW COM 530718105 824 82380 X 02 03 82380 0 0 LILLY ELI & CO COM 532457108 8105 143709 X 02 03 143709 0 0 LIMITED INC COM 532716107 593 27843 X 02 03 27843 0 0 LINCOLN NATL CORP IND COM 534187109 558 13284 X 02 03 13284 0 0 LINEAR TECHNOLOGY CORP COM 535678106 400 12735 X 02 03 12735 0 0 LIZ CLAIBORNE INC COM 539320101 1854 58296 X 02 03 58296 0 0 LOCKHEED MARTIN CORP COM 539830109 23195 333745 X 02 03 333745 0 0 LOEWS CORP COM 540424108 3391 64000 X 02 03 64000 0 0 LOWES COS INC COM 548661107 1203 26489 X 02 03 26489 0 0 LUCENT TECHNOLOGIES INC COM 549463107 1816 1094139 X 02 03 1094139 0 0 MBIA INC COM 55262C100 6282 111130 X 02 03 111130 0 0 MBNA CORP COM 55262L100 33053 999482 X 02 03 999482 0 0 MGIC INVT CORP WIS COM 552848103 468 6904 X 02 03 6904 0 0 MAGYAR TAVKOZLESI RT ADR 559776109 2218 138600 X 02 03 138600 0 0 MANPOWER INC COM 56418H100 101 2744 X 02 03 2744 0 0 MARATHON OIL CORP COM 565849106 2214 81622 X 02 03 81622 0 0 MARKEL CORP COM 570535104 268 1360 X 02 03 1360 0 0 MARSH & MCLENNAN COS INC COM 571748102 2293 23739 X 02 03 23739 0 0 MARRIOTT INTL INC NEW COM 571903202 2731 71767 X 02 03 71767 0 0 MASCO CORP COM 574599106 3878 143052 X 02 03 143052 0 0 MASSEY ENERGY CORP COM 576206106 930 73200 X 02 03 73200 0 0 MATTEL INC COM 577081102 438 20790 X 02 03 20790 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 5579 145555 X 02 03 145555 0 0 MAY DEPT STORES CO COM 577778103 586 17807 X 02 03 17807 0 0 MAYTAG CORP COM 578592107 219 5126 X 02 03 5126 0 0 MCDATA CORP COM 580031201 5 562 X 02 03 562 0 0 MCDONALDS CORP COM 580135101 19202 674929 X 02 03 674929 0 0 MCGRAW HILL COS INC COM 580645109 404 6761 X 02 03 6761 0 0 MCKESSON HBOC INC COM 58155Q103 1128 34484 X 02 03 34484 0 0 MEADWESTVACO CORP COM 583334107 237 7061 X 02 03 7061 0 0 MEDIMMUNE INC COM 584699102 325 12300 X 02 03 12300 0 0 MEDTRONIC INC COM 585055106 3999 93334 X 02 03 93334 0 0 MELLON FINL CORP COM 58551A108 874 27817 X 02 03 27817 0 0 MERANT PLC ADR 587336108 48 6600 X 02 03 6600 0 0 MERCATOR SOFTWARE INC COM 587587106 2 1000 X 02 03 1000 0 0 MERCK & CO INC COM 589331107 61409 1212652 X 02 03 1212652 0 0 MERCURY INTERACTIVE CORP COM 589405109 11 500 X 02 03 500 0 0 MERRILL LYNCH & CO INC COM 590188108 1803 44515 X 02 03 44515 0 0 MESTEK INC COM 590829107 57 3000 X 02 03 3000 0 0 METLIFE INC COM 59156R108 42004 1458455 X 02 03 1458455 0 0 MICROSOFT CORP COM 594918104 240075 4388944 X 02 03 4388944 0 0 MICROVISION INC WASH COM 594960106 1 250 X 02 03 250 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 2609 95100 X 02 03 95100 0 0 MICRON TECHNOLOGY INC COM 595112103 61255 3029412 X 02 03 3029412 0 0 MIDCAP SPDR TR COM 595635103 6333 70725 X 02 03 70725 0 0 MILLENNIUM PHARMACEUTICALS I COM 599902103 142 11662 X 02 03 11662 0 0 MILLENNIUM CHEMICALS INC COM 599903101 30 2118 X 02 03 2118 0 0 MIPS TECHNOLOGIES INC COM 604567107 6 1000 X 02 03 1000 0 0 MIPS TECHNOLOGIES INC COM 604567206 6 1000 X 02 03 1000 0 0 MIRANT CORP COM 604675108 118 16110 X 02 03 16110 0 0 MOBILITY ELECTRONICS INC COM 60741U101 3 1600 X 02 03 1600 0 0 MODINE MFG CO COM 607828100 503 20467 X 02 03 20467 0 0 MOODYS CORP COM 615369105 481 9660 X 02 03 9660 0 0 MORGAN STANLEY DEAN WITTER&C COM 617446448 4348 100927 X 02 03 100927 0 0 MOTOROLA INC COM 620076109 8413 576635 X 02 03 576635 0 0 MYLAN LABS INC COM 628530107 1589 50700 X 02 03 50700 0 0 NCR CORP NEW COM 62886E108 1903 55000 X 02 03 55000 0 0 NTN COMMUNUNICATIONS INC COM 629410309 21 18260 X 02 03 18260 0 0 NASDAQ 100 TR COM 631100104 154 5910 X 02 03 5910 0 0 NATIONAL CITY CORP COM 635405103 1027 30888 X 02 03 30888 0 0 NATIONAL COMMERCE FINL CORP COM 63545P104 260 9895 X 02 03 9895 0 0 NATIONWIDE FINL SVCS INC COM 638612101 672 17000 X 02 03 17000 0 0 NEW YORK TIMES CO COM 650111107 625 12131 X 02 03 12131 0 0 NEWELL RUBBERMAID INC COM 651229106 340 9690 X 02 03 9690 0 0 NEWMONT MINING CORP COM 651639106 964 36594 X 02 03 36594 0 0 NICOR INC COM 654086107 1057 23100 X 02 03 23100 0 0 NIKE INC COM 654106103 2838 52892 X 02 03 52892 0 0 NISOURCE INC COM 65473P105 151 6903 X 02 03 6903 0 0 NOKIA CORP ADR 654902204 26 1790 X 02 03 1790 0 0 NORFOLK SOUTHERN CORP COM 655844108 311 13320 X 02 03 13320 0 0 NORTEL NETWORKS CORP NEW COM 656568102 10 6620 X 02 03 6620 0 0 NORTH FORK BANCORPORATION NY COM 659424105 222 5566 X 02 03 5566 0 0 NORTHERN TR CORP COM 665859104 336 7619 X 02 03 7619 0 0 NORTHROP GRUMMAN CORP COM 666807102 5588 44700 X 02 03 44700 0 0 NOVELL INC COM 670006105 1 277 X 02 03 277 0 0 NOVELLUS SYS INC COM 670008101 276 8105 X 02 03 8105 0 0 NUCOR CORP COM 670346105 236 3628 X 02 03 3628 0 0 NVIDIA CORP COM 67066G104 276 16088 X 02 03 16088 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 2943 98136 X 02 03 98136 0 0 OFFICE DEPOT INC COM 676220106 2866 170600 X 02 03 170600 0 0 OLD REP INTL CORP COM 680223104 1143 36300 X 02 03 36300 0 0 OMNICOM GROUP INC COM 681919106 8355 182416 X 02 03 182416 0 0 ONE VOICE TECHNOLOGIES INC COM 682421102 2 8000 X 02 03 8000 0 0 ONI SYSTEMS CORP COM 68273F103 0 600 X 02 03 600 0 0 ORACLE CORP COM 68389X105 53927 5694533 X 02 03 5694533 0 0 ORTHOVITA INC COM 68750U102 43 25000 X 02 03 25000 0 0 OUTBACK STEAKHOUSE INC COM 689899102 449 12800 X 02 03 12800 0 0 PC-TEL INC COM 69325Q105 1 210 X 02 03 210 0 0 PG&E CORP COM 69331C108 2060 115173 X 02 03 115173 0 0 PNC FINL SVCS GROUP INC COM 693475105 700 13397 X 02 03 13397 0 0 POSCO ADR 693483109 5 200 X 02 03 200 0 0 PPG INDS INC COM 693506107 309 4989 X 02 03 4989 0 0 PPL CORP COM 69351T106 120 3640 X 02 03 3640 0 0 PACCAR INC COM 693718108 1052 23700 X 02 03 23700 0 0 PACTIV CORP COM 695257105 1961 82400 X 02 03 82400 0 0 PALM INC COM 696642107 352 199838 X 02 03 199838 0 0 PARAMETRIC TECHNOLOGY CORP COM 699173100 0 86 X 02 03 86 0 0 PARK PL ENTMT CORP COM 700690100 231 22549 X 02 03 22549 0 0 PARKER DRILLING CO COM 701081101 26 8000 X 02 03 8000 0 0 PARKER HANNIFIN CORP COM 701094104 169 3536 X 02 03 3536 0 0 PAYCHEX INC COM 704326107 367 11744 X 02 03 11744 0 0 PEOPLESOFT INC COM 712713106 9846 661703 X 02 03 661703 0 0 PEPSIAMERICAS INC COM 71343P200 889 59500 X 02 03 59500 0 0 PEPSICO INC COM 713448108 19518 404939 X 02 03 404939 0 0 P T TELEKOMUNIKASI INDONESIA ADR 715684106 2540 288600 X 02 03 288600 0 0 PFIZER INC COM 717081103 187255 5350135 X 02 03 5350135 0 0 PHARMACIA CORP COM 71713U102 125622 3354404 X 02 03 3354404 0 0 PHELPS DODGE CORP COM 717265102 276 6700 X 02 03 6700 0 0 PHILIP MORRIS COS INC COM 718154107 179999 4120862 X 02 03 4120862 0 0 PHILLIPS PETE CO COM 718507106 38 650 X 02 03 650 0 0 PINNACLE WEST CAP CORP COM 723484101 1785 45200 X 02 03 45200 0 0 PITNEY BOWES INC COM 724479100 8386 211134 X 02 03 211134 0 0 PRTIR INC COM 74005P104 294 5163 X 02 03 5163 0 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 930 30000 X 02 03 30000 0 0 PROCTER & GAMBLE CO COM 742718109 75633 846953 X 02 03 846953 0 0 PROGRESS ENERGY INC COM 743263105 324 6237 X 02 03 6237 0 0 PROGRESSIVE CORP OHIO COM 743315103 424 7326 X 02 03 7326 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 305 7039 X 02 03 7039 0 0 PUBLICARD INC COM 744627100 1 4000 X 02 03 4000 0 0 PULTE CORP COM 745867101 1483 25800 X 02 03 25800 0 0 QLOGIC CORP COM 747277101 161 4213 X 02 03 4213 0 0 QUALCOMM INC COM 747525103 1116 40586 X 02 03 40586 0 0 QUEST DIAGNOSTICS INC COM 74834L100 256 2974 X 02 03 2974 0 0 QUESTAR CORP COM 748356102 640 25900 X 02 03 25900 0 0 QWEST COMMUNICATIONS INTL IN COM 749121109 185 65978 X 02 03 65978 0 0 R O C TAIWAN FD COM 749651105 4602 1045995 X 02 03 1045995 0 0 RSA SEC INC COM 749719100 9 1950 X 02 03 1950 0 0 RF MICRODEVICES INC COM 749941100 1 125 X 02 03 125 0 0 RADIAN GROUP INC COM 750236101 1832 37500 X 02 03 37500 0 0 RADIOSHACK CORP COM 750438103 957 31840 X 02 03 31840 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 663 23300 X 02 03 23300 0 0 RAYTHEON CO COM 755111507 766 18798 X 02 03 18798 0 0 RAZORFISH INC COM 755236106 0 1028 X 02 03 1028 0 0 READERS DIGEST ASSN INC COM 755267101 13 700 X 02 03 700 0 0 RELIANT ENERGY INC COM 75952J108 159 9429 X 02 03 9429 0 0 ROBERT HALF INTL INC COM 770323103 148 6355 X 02 03 6355 0 0 ROCK-TENN CO COM 772739207 182 9900 X 02 03 9900 0 0 ROCKWELL INTL CORP NEW COM 773903109 1751 87657 X 02 03 87657 0 0 ROCKWELL COLLINS INC COM 774341101 251 9171 X 02 03 9171 0 0 ROHM & HAAS CO COM 775371107 254 6262 X 02 03 6262 0 0 ROSLYN BANCORP INC COM 778162107 242 11100 X 02 03 11100 0 0 ROSS STORES INC COM 778296103 1634 40100 X 02 03 40100 0 0 SBC COMMUNICATIONS INC COM 78387G103 94851 3109883 X 02 03 3109883 0 0 SEI INVESTMENTS CO COM 784117103 775 27500 X 02 03 27500 0 0 SK TELECOM LTD ADR 78440P108 15 590 X 02 03 590 0 0 SPDR TR COM 78462F103 8272 83590 X 02 03 83590 0 0 SPX CORP COM 784635104 2272 19340 X 02 03 19340 0 0 SABRE HLDGS CORP COM 785905100 159 4440 X 02 03 4440 0 0 SAFECO CORP COM 786429100 205 6646 X 02 03 6646 0 0 SAFEWAY INC COM 786514208 13905 476363 X 02 03 476363 0 0 ST JUDE MED INC COM 790849103 3891 52688 X 02 03 52688 0 0 ST PAUL COS INC COM 792860108 243 6251 X 02 03 6251 0 0 SAKS INC COM 79377W108 487 37900 X 02 03 37900 0 0 SANMINA-SCI CORP COM 800907107 2209 350101 X 02 03 350101 0 0 SARA LEE CORP COM 803111103 43781 2121150 X 02 03 2121150 0 0 SCANA CORP NEW COM 80589M102 1238 40100 X 02 03 40100 0 0 SCHEIN HENRY INC COM 806407102 601 13500 X 02 03 13500 0 0 SCHERING PLOUGH CORP COM 806605101 36971 1502874 X 02 03 1502874 0 0 SCHLUMBERGER LTD COM 806857108 1064 22882 X 02 03 22882 0 0 SCHWAB CHARLES CORP NEW COM 808513105 636 56747 X 02 03 56747 0 0 SEALED AIR CORP NEW COM 81211K100 194 4826 X 02 03 4826 0 0 SEARS ROEBUCK & CO COM 812387108 1823 33567 X 02 03 33567 0 0 SECTOR SPDR TR COM 81369Y100 371 16000 X 02 03 16000 0 0 SECTOR SPDR TR COM 81369Y209 119 4300 X 02 03 4300 0 0 SECTOR SPDR TR COM 81369Y506 422 16100 X 02 03 16100 0 0 SECTOR SPDR TR COM 81369Y605 679 27000 X 02 03 27000 0 0 SEMPRA ENERGY COM 816851109 1711 77300 X 02 03 77300 0 0 SEPRACOR INC COM 817315104 8 878 X 02 03 878 0 0 SERVICEMASTER CO COM 81760N109 172 12566 X 02 03 12566 0 0 SHERWIN WILLIAMS CO COM 824348106 2532 84601 X 02 03 84601 0 0 SIEBEL SYS INC COM 826170102 788 55420 X 02 03 55420 0 0 SIGMA ALDRICH CORP COM 826552101 204 4063 X 02 03 4063 0 0 SIGNET GROUP PLC ADR 82668L872 112 2538 X 02 03 2538 0 0 SILICON IMAGE INC COM 82705T102 4 616 X 02 03 616 0 0 SIMON PPTY GROUP INC NEW COM 828806109 245 6639 X 02 03 6639 0 0 SIX FLAGS INC COM 83001P109 4 300 X 02 03 300 0 0 SMITH INTL INC COM 832110100 123 1800 X 02 03 1800 0 0 SMUCKER J M CO COM 832696405 203 5962 X 02 03 5962 0 0 SMURFIT-STONE CONTAINER CORP COM 832727101 1010 65500 X 02 03 65500 0 0 SNAP ON INC COM 833034101 107 3600 X 02 03 3600 0 0 SOLECTRON CORP COM 834182107 166 26960 X 02 03 26960 0 0 SONICBLUE INC COM 83546Q109 9 8500 X 02 03 8500 0 0 SONOCO PRODS CO COM 835495102 527 18600 X 02 03 18600 0 0 SONY CORP ADR 835699307 55 1040 X 02 03 1040 0 0 SOTHEBYS HLDGS INC COM 835898107 7 500 X 02 03 500 0 0 SOUTHERN CO COM 842587107 577 21065 X 02 03 21065 0 0 SOUTHTRUST CORP COM 844730101 384 14696 X 02 03 14696 0 0 SOUTHWEST AIRLS CO COM 844741108 1447 89513 X 02 03 89513 0 0 SOVEREIGN BANCORP INC COM 845905108 79 5300 X 02 03 5300 0 0 SPAIN FD COM 846330108 12 1400 X 02 03 1400 0 0 SPANISH BROADCASTING SYS INC COM 846425882 6 575 X 02 03 575 0 0 SPARTECH CORP COM 847220209 27 1000 X 02 03 1000 0 0 SPRINT CORP COM 852061100 1450 136689 X 02 03 136689 0 0 SPRINT CORP COM 852061506 568 127158 X 02 03 127158 0 0 STANLEY WKS COM 854616109 1230 30000 X 02 03 30000 0 0 STAPLES INC COM 855030102 335 17025 X 02 03 17025 0 0 STARBUCKS CORP COM 855244109 320 12895 X 02 03 12895 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A203 288 8748 X 02 03 8748 0 0 STATE STR CORP COM 857477103 737 16478 X 02 03 16478 0 0 INTRANET SOLUTIONS INC COM 85856W105 2 400 X 02 03 400 0 0 STEWART ENTERPRISES INC COM 860370105 5 786 X 02 03 786 0 0 STORAGE TECHNOLOGY CORP COM 862111200 869 54400 X 02 03 54400 0 0 STRYKER CORP COM 863667101 4013 74998 X 02 03 74998 0 0 SUN MICROSYSTEMS INC COM 866810104 1121 223761 X 02 03 223761 0 0 SUNGARD DATA SYS INC COM 867363103 284 10726 X 02 03 10726 0 0 SUNTRUST BKS INC COM 867914103 1339 19775 X 02 03 19775 0 0 SUPERGEN INC COM 868059106 4 500 X 02 03 500 0 0 SYBASE INC COM 871130100 548 51900 X 02 03 51900 0 0 SYCAMORE NETWORKS INC COM 871206108 4 1000 X 02 03 1000 0 0 SYMANTEC CORP COM 871503108 2608 79400 X 02 03 79400 0 0 SYSCO CORP COM 871829107 857 31480 X 02 03 31480 0 0 TJX COS INC NEW COM 872540109 2194 111881 X 02 03 111881 0 0 TRW INC COM 872649108 338 5936 X 02 03 5936 0 0 TXU CORP COM 873168108 3679 71368 X 02 03 71368 0 0 TAIWAN SEMICONDUCTOR MFG LTD ADR 874039100 9 660 X 02 03 660 0 0 TARGET CORP COM 87612E106 45216 1186762 X 02 03 1186762 0 0 TELEFLEX INC COM 879369106 1623 28400 X 02 03 28400 0 0 TELEPHONE & DATA SYS INC COM 879433100 363 6000 X 02 03 6000 0 0 TELLABS INC COM 879664100 249 40167 X 02 03 40167 0 0 TENET HEALTHCARE CORP COM 88033G100 94256 1317344 X 02 03 1317344 0 0 TERADYNE INC COM 880770102 208 8852 X 02 03 8852 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 27 400 X 02 03 400 0 0 TEXAS INSTRS INC COM 882508104 18154 766003 X 02 03 766003 0 0 THAI CAP FD INC COM 882905102 2 950 X 02 03 950 0 0 TEXTRON INC COM 883203101 3684 78544 X 02 03 78544 0 0 THERMO ELECTRON CORP COM 883556102 424 25700 X 02 03 25700 0 0 THREE FIVE SYS INC COM 88554L108 12 1040 X 02 03 1040 0 0 3M CO COM 88579Y101 33473 272137 X 02 03 272137 0 0 TIDEWATER INC COM 886423102 991 30100 X 02 03 30100 0 0 TIFFANY & CO NEW COM 886547108 274 7790 X 02 03 7790 0 0 TRIANGLE PHARMACEUTICALS INC COM 89589H104 33 12000 X 02 03 12000 0 0 TRIBUNE CO NEW COM 896047107 538 12371 X 02 03 12371 0 0 TYCO INTL LTD NEW COM 902124106 6863 507962 X 02 03 507962 0 0 TYSON FOODS INC COM 902494103 1008 65000 X 02 03 65000 0 0 US BANCORP DEL COM 902973304 24047 1029851 X 02 03 1029851 0 0 UNION PAC CORP COM 907818108 8608 136031 X 02 03 136031 0 0 UNIONBANCAL CORP COM 908906100 1382 29500 X 02 03 29500 0 0 UNISYS CORP COM 909214108 154 17132 X 02 03 17132 0 0 UNITED PARCEL SERVICE INC COM 911312106 772 12502 X 02 03 12502 0 0 U S INDS INC NEW COM 912080108 1 401 X 02 03 401 0 0 UNITED TECHNOLOGIES CORP COM 913017109 53606 789479 X 02 03 789479 0 0 UNITEDHEALTH GROUP INC COM 91324P102 8702 95056 X 02 03 95056 0 0 UNIVISION COMMUNICATIONS INC COM 914906102 47 1500 X 02 03 1500 0 0 UNOCAL CORP COM 915289102 375 10143 X 02 03 10143 0 0 UNUMPROVIDENT CORP COM 91529Y106 3036 119299 X 02 03 119299 0 0 V F CORP COM 918204108 294 7510 X 02 03 7510 0 0 VARCO INTL INC DEL COM 922122106 333 19000 X 02 03 19000 0 0 VERITAS SOFTWARE CO COM 923436109 9962 503395 X 02 03 503395 0 0 VERISIGN INC COM 92343E102 10 1400 X 02 03 1400 0 0 VERITAS DGC INC COM 92343P107 602 47800 X 02 03 47800 0 0 VERIZON COMMUNICATIONS COM 92343V104 52887 1317232 X 02 03 1317232 0 0 VIACOM INC COM 925524100 1940 43630 X 02 03 43630 0 0 VIACOM INC COM 925524308 50565 1139629 X 02 03 1139629 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 1 66 X 02 03 66 0 0 VISTEON CORP COM 92839U107 1102 77574 X 02 03 77574 0 0 VODAFONE GROUP PLC NEW ADR 92857W100 9 675 X 02 03 675 0 0 VORNADO RLTY TR COM 929042109 956 20700 X 02 03 20700 0 0 FIRST UNION COM 929903102 7139 186981 X 02 03 186981 0 0 WAL MART STORES INC COM 931142103 162385 2951920 X 02 03 2951920 0 0 WALGREEN CO COM 931422109 1779 46063 X 02 03 46063 0 0 WASHINGTON MUT INC COM 939322103 4103 110555 X 02 03 110555 0 0 WASTE MGMT INC DEL COM 94106L109 1233 47314 X 02 03 47314 0 0 WAVE SYSTEMS CORP COM 943526103 2 1500 X 02 03 1500 0 0 WELLPOINT HEALTH NETWORK NEW COM 94973H108 5246 67419 X 02 03 67419 0 0 WELLS FARGO & CO NEW COM 949746101 23242 464281 X 02 03 464281 0 0 WENDYS INTL INC COM 950590109 1155 29000 X 02 03 29000 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 64 2000 X 02 03 2000 0 0 WEYERHAEUSER CO COM 962166104 1643 25737 X 02 03 25737 0 0 WHIRLPOOL CORP COM 963320106 2665 40781 X 02 03 40781 0 0 WILD OATS MARKETS INC COM 96808B107 482 29913 X 02 03 29913 0 0 WILLIAMS COS INC DEL COM 969457100 131 21859 X 02 03 21859 0 0 WIND RIVER SYSTEMS INC COM 973149107 1 270 X 02 03 270 0 0 WORLDCOM INC GA NEW COM 98157D106 92 110243 X 02 03 110243 0 0 WORLDCOM INC GA NEW COM 98157D304 3 1957 X 02 03 1957 0 0 WRIGHT MED GROUP INC COM 98235T107 806 40000 X 02 03 40000 0 0 WRIGLEY WM JR CO COM 982526105 720 13000 X 02 03 13000 0 0 WYETH COM 983024100 108385 2116903 X 02 03 2116903 0 0 XTO ENERGY CORP COM 98385X106 1392 67550 X 02 03 67550 0 0 XILINX INC COM 983919101 784 34938 X 02 03 34938 0 0 XEROX CORP COM 984121103 202 28937 X 02 03 28937 0 0 YAHOO INC COM 984332106 504 34148 X 02 03 34148 0 0 YUM BRANDS INC COM 988498101 306 10458 X 02 03 10458 0 0 ZIMMER HLDGS INC COM 98956P102 733 20568 X 02 03 20568 0 0 ZIONS BANCORPORATION COM 989701107 118 2264 X 02 03 2264 0 0 AMDOCS LTD COM G02602103 85502 11324810 X 02 03 11324810 0 0 ACCENTURE LTD BERMUDA COM G1150G111 4 190 X 02 03 190 0 0 CHINADOTCOM CORP COM G2108N109 1 200 X 02 03 200 0 0 COOPER INDS LTD COM G24182100 237 6026 X 02 03 6026 0 0 GLOBALSANTAFE CORP COM G3930E101 236 8629 X 02 03 8629 0 0 INGERSOLL-RAND COMPANY LTD COM G4776G101 1471 32223 X 02 03 32223 0 0 NOBLE CORPORATION COM G65422100 9658 250219 X 02 03 250219 0 0 SEVEN SEAS PETROLEUM INC COM G80550109 7 3000 X 02 03 3000 0 0 TRANSOCEAN SEDCO FOREX INC COM G90078109 417 13393 X 02 03 13393 0 0 XL CAP LTD COM G98255105 396 4675 X 02 03 4675 0 0 AXA ROSENBERG INVESTMENT MANAGEMENT LLC: ABC BANCORP COM 000400101 16 1100 X 04 1100 0 0 A C MOORE ARTS & CRAFTS INC COM 00086T103 43 900 X 04 900 0 0 ADE CORP MASS COM 00089C107 64 5600 X 04 5600 0 0 ABM INDS INC COM 000957100 35 2000 X 04 2000 0 0 AFLAC INC COM 001055102 32 1000 X 04 1000 0 0 AGL RES INC COM 001204106 146 6300 X 04 6300 0 0 AMB PROPERTY CORP COM 00163T109 6485 209200 X 04 92200 0 117000 AMC ENTMT INC COM 001669100 4 300 X 04 300 0 0 AMLI RESIDENTIAL PPTYS TR COM 001735109 10517 404500 X 04 244100 0 160400 AOL TIME WARNER INC COM 00184A105 372 25300 X 04 14400 0 10900 APAC CUSTOMER SERVICES INC COM 00185E106 2008 340350 X 04 240250 0 100100 AT&T CORP COM 001957109 7918 739980 X 04 345600 0 394380 ASB FINL CORP COM 00205P107 12 1000 X 04 400 0 600 ATMI INC COM 00207R101 1170 52300 X 04 34100 0 18200 AAIPHARMA INC COM 00252W104 9 400 X 04 400 0 0 AARON RENTS INC COM 002535201 192 8000 X 04 8000 0 0 AARON RENTS INC COM 002535300 56 2500 X 04 2500 0 0 ABBOTT LABS COM 002824100 20884 554700 X 04 193900 0 360800 ABIGAIL ADAMS NATL BANCORP I COM 003390101 66 4718 X 04 2968 0 1750 ABINGTON BANCORP INC NEW COM 00350P100 752 37600 X 04 13600 0 24000 ACADIA RLTY TR COM 004239109 735 90200 X 04 17800 0 72400 ACADIANA BANCSHARES INC COM 004280103 314 12600 X 04 11500 0 1100 ACCEPTANCE INS COS INC COM 004308102 279 68100 X 04 54300 0 13800 ACCREDO HEALTH INC COM 00437V104 2760 59813 X 04 30542 0 29271 ACE CASH EXPRESS INC COM 004403101 1784 178600 X 04 98000 0 80600 ACETO CORP COM 004446100 706 66250 X 04 41450 0 24800 ACTIVISION INC NEW COM 004930202 27729 954200 X 04 614500 0 339700 ACTION PERFORMANCE COS INC COM 004933107 12222 386764 X 04 288264 0 98500 ACXIOM CORP COM 005125109 5 300 X 04 300 0 0 ADAMS RES & ENERGY INC COM 006351308 18 2900 X 04 2900 0 0 ADAPTEC INC COM 00651F108 76 9600 X 04 9600 0 0 ADMIRALTY BANCORP INC COM 007231103 4 200 X 04 200 0 0 ADVANTA CORP COM 007942105 6357 585379 X 04 403112 0 182267 AETNA INC NEW COM 00817Y108 1612 33600 X 04 0 0 33600 AFFILIATED COMPUTER SERVICES COM 008190100 13145 276860 X 04 169960 0 106900 AFFILIATED MANAGERS GROUP COM 008252108 6839 111200 X 04 84700 0 26500 AFFYMETRIX INC COM 00826T108 22 900 X 04 900 0 0 AFTERMARKET TECHNOLO COM COM 008318107 13 700 X 04 700 0 0 AGERE SYS INC COM 00845V100 2 1301 X 04 1301 0 0 AGERE SYS INC COM 00845V209 0 32 X 04 32 0 0 AIR METHODS CORP COM 009128307 707 78400 X 04 66100 0 12300 AIR PRODS & CHEMS INC COM 009158106 2084 41300 X 04 300 0 41000 AIRBORNE INC COM 009269101 5126 267000 X 04 199500 0 67500 AIRGAS INC COM 009363102 3171 183300 X 04 181600 0 1700 AIRNET SYS INC COM 009417106 705 82900 X 04 59300 0 23600 AKTIEBOLAGETT ELECTROLUX ADR 010198208 819 20433 X 04 8083 0 12350 ALABAMA NATL BANCORP DELA COM 010317105 78 1800 X 04 1800 0 0 ALARIS MED INC COM 011637105 166 25000 X 04 25000 0 0 ALBANY INTL CORP COM 012348108 608 22600 X 04 7200 0 15400 ALBEMARLE CORP COM 012653101 5397 175500 X 04 105300 0 70200 ALBERTSONS INC COM 013104104 24 800 X 04 800 0 0 ALCAN INC COM 013716105 852 22700 X 04 2100 0 20600 ALCOA INC COM 013817101 56 1700 X 04 1700 0 0 ALEXANDER & BALDWIN INC COM 014482103 8933 349900 X 04 217000 0 132900 ALL AMERICAN SEMICONDUCTOR I COM 016557407 60 21095 X 04 16595 0 4500 ALLEGHENY ENERGY INC COM 017361106 21 800 X 04 800 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 128 8100 X 04 8100 0 0 ALLEGIANT BANCORP INC COM 017476102 176 9700 X 04 7500 0 2200 ALLEN ORGAN CO COM 017753104 450 11100 X 04 7300 0 3800 ALLEN TELECOM INC COM 018091108 1049 244000 X 04 193800 0 50200 ALLIANCE ATLANTIS COMMUNICAT COM 01853E204 1049 84600 X 04 66800 0 17800 ALLIANCE DATA SYSTEMS CORP COM 018581108 29357 1149000 X 04 747000 0 402000 ALLIANCE GAMING CORP COM 01859P609 1793 143700 X 04 115100 0 28600 ALLIANT TECHSYSTEMS INC COM 018804104 121 1900 X 04 1900 0 0 ALLIANCE FINANCIAL CORP NY COM 019205103 133 5200 X 04 5100 0 100 ALLIED HEALTHCARE INTL INC COM 01923A109 380 65100 X 04 43700 0 21400 ALLIED RESH CORP COM 019483106 3553 140100 X 04 96300 0 43800 ALLOU HEALTH & BEAUTY CARE I COM 019782101 1690 216700 X 04 134700 0 82000 ALLSTATE CORP COM 020002101 52 1400 X 04 1400 0 0 ALLTEL CORP COM 020039103 28 600 X 04 600 0 0 ALMOST FAMILY INC COM 020409108 733 63100 X 04 46100 0 17000 ALPHARMA INC COM 020813101 68 4000 X 04 4000 0 0 AMAZON COM INC COM 023135106 2392 147200 X 04 76092 0 71108 AMBAC FINL GROUP INC COM 023139108 3420 50900 X 04 0 0 50900 AMBASSADORS INTL INC COM 023178106 2438 242300 X 04 175900 0 66400 AMCAST INDL CORP COM 023395106 551 120400 X 04 92500 0 27900 AMCON DISTRG CO COM 02341Q106 51 10790 X 04 8390 0 2400 AMCOL INTL CORP COM 02341W103 5365 783200 X 04 488300 0 294900 AMEDISYS INC COM 023436108 91 8800 X 04 7000 0 1800 AMERADA HESS CORP COM 023551104 7029 85200 X 04 44900 0 40300 AMERCO COM 023586100 7323 495100 X 04 305200 0 189900 AMERICAN BILTRITE INC COM 024591109 1185 97100 X 04 65300 0 31800 AMERICAN BUSINESS FINL SVCS COM 02476B106 246 22800 X 04 14500 0 8300 AMERICAN CAPITAL STRATEGIES COM 024937104 30511 1110700 X 04 760200 0 350500 AMERICAN CMNTY PPTYS TR COM 02520N106 286 46500 X 04 33800 0 12700 AMERICAN DENTAL PARTNERS COM 025353103 42 4700 X 04 4700 0 0 AMERICAN ELEC PWR INC COM 025537101 252 6300 X 04 600 0 5700 AMERICAN FINL GROUP INC OHIO COM 025932104 5764 241160 X 04 193960 0 47200 AMERICAN FINL HLDGS INC COM 026075101 4566 152600 X 04 108200 0 44400 AMERICAN GREETINGS CORP COM 026375105 2886 173200 X 04 154500 0 18700 AMERICAN HEALTHWAYS INC COM 02649V104 4 200 X 04 200 0 0 AMERICAN HOME MTG HL COM COM 02660M108 216 17300 X 04 17300 0 0 AMERICAN INTL GROUP INC COM 026874107 1924 28200 X 04 14500 0 13700 AMERICAN ITALIAN PASTA CO COM 027070101 66 1300 X 04 1300 0 0 AMERICAN LOCKER GROUP COM 027284108 483 34500 X 04 31000 0 3500 AMERICAN MGMT SYS INC COM 027352103 23136 1210700 X 04 851400 0 359300 AMERICAN MED SYS HLDGS INC COM 02744M108 13932 694500 X 04 509800 0 184700 AMERICAN MED SEC GROUP INC COM 02744P101 1178 49200 X 04 45700 0 3500 AMERICAN NATL FINL INC COM 027717107 2056 132800 X 04 74200 0 58600 AMERICAN NATL INS CO COM 028591105 18979 197078 X 04 123978 0 73100 AMERICAN PAC CORP COM 028740108 2127 223900 X 04 148300 0 75600 AMERICAN PHYSICIANS CAPITAL COM 028884104 1698 92000 X 04 72900 0 19100 AMERICAN STD COS INC DEL COM 029712106 879 11700 X 04 3200 0 8500 AMERICAN STS WTR CO COM 029899101 167 6300 X 04 6300 0 0 AMERICAN VANGUARD CORP COM 030371108 2021 104693 X 04 82652 0 22041 AMERICAN WOODMARK CORP COM 030506109 8678 154600 X 04 106500 0 48100 AMERICAS CAR MART INC COM 03062T105 540 39235 X 04 13435 0 25800 AMERISTAR CASINOS INC COM 03070Q101 32 1100 X 04 1100 0 0 AMERON INTL INC COM 030710107 7463 103300 X 04 84500 0 18800 AMERUS GROUP CO COM 03072M108 694 18700 X 04 0 0 18700 AMETEK INC NEW COM 031100100 63 1700 X 04 1700 0 0 AMPCO-PITTSBURGH CORP COM 032037103 3169 264100 X 04 166000 0 98100 AMREP CORP NEW COM 032159105 933 112400 X 04 84100 0 28300 AMSOUTH BANCORPORATION COM 032165102 54 2400 X 04 2400 0 0 AMTECH SYS INC COM 032332504 318 59600 X 04 32300 0 27300 AMTRAN INC COM 03234G106 504 73500 X 04 50500 0 23000 ANADARKO PETE CORP COM 032511107 54 1100 X 04 1100 0 0 ANDERSONS INC COM 034164103 1833 134800 X 04 85900 0 48900 ANGELICA CORP COM 034663104 4506 262000 X 04 182200 0 79800 ANHEUSER BUSCH COS INC COM 035229103 11380 227600 X 04 92800 0 134800 ANIXTER INTL INC COM 035290105 120 5100 X 04 5100 0 0 ANNTAYLOR STORES CORP COM 036115103 2265 89200 X 04 88900 0 300 ANSOFT CORP COM 036384105 93 15800 X 04 15800 0 0 ANSYS INC COM 03662Q105 6 300 X 04 300 0 0 ANTHONY & SYLVAN POOLS CORP COM 036762102 83 13640 X 04 13640 0 0 AON CORP COM 037389103 3355 113800 X 04 61800 0 52000 APACHE CORP COM 037411105 1138 19800 X 04 4300 0 15500 APARTMENT INVT & MGMT CO COM 03748R101 448 9100 X 04 9100 0 0 APOGEE ENTERPRISES INC COM 037598109 2036 141800 X 04 121800 0 20000 APOLLO GROUP INC COM 037604105 16290 413249 X 04 281199 0 132050 APPLEBEES INTL INC COM 037899101 1129 49200 X 04 49200 0 0 APRIA HEALTHCARE GROUP INC COM 037933108 99 4400 X 04 4400 0 0 APPLERA CORP COM 038020202 38 3200 X 04 3200 0 0 APPLIED EXTRUSION TECHNOLOGI COM 038196101 2767 398100 X 04 251200 0 146900 APPLIED INDL TECHNOLOGIES IN COM 03820C105 1073 55000 X 04 48500 0 6500 APPLIED MATLS INC COM 038222105 3720 195600 X 04 58400 0 137200 ARCHER DANIELS MIDLAND CO COM 039483102 17 1310 X 04 1310 0 0 ARCTIC CAT INC COM 039670104 730 42009 X 04 38409 0 3600 ARDEN GROUP INC COM 039762109 1092 18200 X 04 8900 0 9300 ARGONAUT GROUP INC COM 040157109 47 2200 X 04 1900 0 300 ARGOSY GAMING CO COM 040228108 165 5800 X 04 5800 0 0 ARK RESTAURANTS CORP COM 040712101 774 94580 X 04 73380 0 21200 ARMOR HOLDINGS INC COM 042260109 469 18400 X 04 18400 0 0 ARRIS GROUP INC COM 04269Q100 48 10800 X 04 10800 0 0 ARROW INTL INC COM 042764100 1242 31800 X 04 19600 0 12200 ARTISAN COMPONENTS INC COM 042923102 73 8100 X 04 8100 0 0 ARTESIAN RESOURCES CORP COM 043113208 17 600 X 04 600 0 0 ARVINMERITOR INC COM 043353101 3005 125200 X 04 112700 0 12500 ASSOCIATED BANC CORP COM 045487105 113 3000 X 04 3000 0 0 ASTA FDG INC COM 046220109 1614 121701 X 04 86788 0 34913 ASTORIA FINL CORP COM 046265104 21400 667700 X 04 383300 0 284400 ASTRO-MED INC NEW COM 04638F108 63 17000 X 04 11200 0 5800 ASTRONICS CORP COM 046433108 8 1000 X 04 400 0 600 ATLANTIC TELE NETWORK INC COM 049079205 1755 115470 X 04 91170 0 24300 ATRION CORP COM 049904105 1283 46130 X 04 29130 0 17000 ATWOOD OCEANICS INC COM 050095108 2036 54300 X 04 41300 0 13000 AUBURN NATL BANCORP COM 050473107 508 35000 X 04 27400 0 7600 AULT INC COM 051503100 97 21700 X 04 17400 0 4300 AUTODESK INC COM 052769106 3189 240700 X 04 111974 0 128726 AUTOLIV INC COM 052800109 108 4300 X 04 4300 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 4690 107700 X 04 35200 0 72500 AUTONATION INC COM 05329W102 11919 822000 X 04 478400 0 343600 AUTOZONE INC COM 053332102 15816 204600 X 04 142700 0 61900 AVALONBAY CMNTYS INC COM 053484101 117 2500 X 04 0 0 2500 AVATAR HLDGS INC COM 053494100 48 1700 X 04 1700 0 0 AVERY DENNISON CORP COM 053611109 94 1500 X 04 700 0 800 AVIALL INC NEW COM 05366B102 147 10500 X 04 0 0 10500 AVID TECHNOLOGY INC COM 05367P100 82 8900 X 04 8900 0 0 AVISTA CORP COM 05379B107 54 3900 X 04 3900 0 0 AVON PRODS INC COM 054303102 1400 26800 X 04 24100 0 2700 AZTAR CORP COM 054802103 22226 1068580 X 04 671380 0 397200 AXCAN PHARMA INC COM 054923107 112 7500 X 04 0 0 7500 BB&T CORP COM 054937107 35 900 X 04 900 0 0 BCE INC COM 05534B109 512 29400 X 04 0 0 29400 BHA GROUP HLDGS INC COM 055446108 193 11833 X 04 10433 0 1400 BISYS GROUP INC COM 055472104 639 19200 X 04 0 0 19200 BRT RLTY TR COM 055645303 454 33000 X 04 18800 0 14200 BSB BANCORP COM 055652101 1043 39100 X 04 38100 0 1000 BNCCORP INC COM 055936108 431 57800 X 04 36200 0 21600 BTU INTL INC COM 056032105 20 5300 X 04 5300 0 0 BWC FINANCIAL CORP COM 056042104 44 2221 X 04 2221 0 0 BADGER METER INC COM 056525108 245 8900 X 04 8900 0 0 BAIRNCO CORP COM 057097107 1000 185200 X 04 129900 0 55300 BAKER MICHAEL CORP COM 057149106 1178 78560 X 04 78560 0 0 BAKER HUGHES INC COM 057224107 20 600 X 04 600 0 0 BALL CORP COM 058498106 9503 229100 X 04 144700 0 84400 BALTEK CORP COM 058822107 714 84300 X 04 62300 0 22000 BANC CORP COM 05944B103 560 64200 X 04 33700 0 30500 BANCINSURANCE CORP COM 05945K102 129 25700 X 04 18200 0 7500 BANCORP RHODE ISLAND INC COM 059690107 181 8000 X 04 5200 0 2800 BANCORPSOUTH INC COM 059692103 1507 74600 X 04 54300 0 20300 BANDAG INC COM 059815100 1028 36300 X 04 31100 0 5200 BANK OF AMERICA CORPORATION COM 060505104 91278 1297300 X 04 488200 0 809100 BANK HAWAII CORP COM 062540109 1352 48300 X 04 23700 0 24600 BANK MARIN CORTE MADERA CA COM 063431100 3 105 X 04 105 0 0 BANK MONTREAL QUE COM 063671101 2058 87200 X 04 59800 0 27400 BANK NEW YORK INC COM 064057102 47 1400 X 04 1400 0 0 BANK NOVA SCOTIA HALIFAX COM 064149107 496 14900 X 04 0 0 14900 BANK ONE CORP COM 06423A103 19329 502300 X 04 189200 0 313100 BANKNORTH GROUP INC NEW COM 06646R107 7926 304600 X 04 154200 0 150400 BANKUNITED FINL CORP COM 06652B103 14449 754500 X 04 508300 0 246200 BANNER CORP COM 06652V109 248 10020 X 04 10000 0 20 BANTA CORP COM 066821109 20553 572500 X 04 398500 0 174000 BARCLAYS PLC ADR 06738E204 1874 55600 X 04 29600 0 26000 BARNES GROUP INC COM 067806109 27 1200 X 04 1200 0 0 BARRICK GOLD CORP COM 067901108 68 3600 X 04 1100 0 2500 BARNWELL INDS INC COM 068221100 266 13300 X 04 10200 0 3100 BASSETT FURNITURE INDS INC COM 070203104 7852 402700 X 04 280500 0 122200 BAUSCH & LOMB INC COM 071707103 35579 1051080 X 04 642480 0 408600 BAXTER INTL INC COM 071813109 10046 226000 X 04 47721 0 178279 BAY ST BANCORP INC COM 072611106 403 7900 X 04 5200 0 2700 BEAZER HOMES USA INC COM 07556Q105 15295 191190 X 04 149590 0 41600 BECTON DICKINSON & CO COM 075887109 3112 90327 X 04 51400 0 38927 BED BATH & BEYOND INC COM 075896100 2079 55100 X 04 25000 0 30100 BEDFORD BANCSHARES INC COM 076014109 67 4000 X 04 2100 0 1900 BEDFORD PPTY INVS INC COM 076446301 1694 62500 X 04 52600 0 9900 BELLSOUTH CORP COM 079860102 4511 143200 X 04 67300 0 75900 BELO CORP COM 080555105 751 33200 X 04 22700 0 10500 BEMIS INC COM 081437105 1572 33100 X 04 14400 0 18700 BENCHMARK ELECTRS INC COM 08160H101 87 3000 X 04 3000 0 0 BENTLEY PHARMACEUTIC COM COM 082657107 5 400 X 04 400 0 0 BERGER HLDGS LTD COM 084037407 59 11400 X 04 8000 0 3400 BERKLEY W R CORP COM 084423102 2497 45400 X 04 40200 0 5200 BERKSHIRE BANCORP INC DEL COM 084597103 805 26300 X 04 18400 0 7900 BERKSHIRE HILLS BANCORP INC COM 084680107 52 2000 X 04 2000 0 0 BEST BUY INC COM 086516101 5351 147400 X 04 16200 0 131200 BEVERLY ENTERPRISES INC COM 087851309 62 8100 X 04 8100 0 0 BIG FOOT FINL CORP COM 089165104 110 6500 X 04 6500 0 0 BIG LOTS INC COM 089302103 14492 736400 X 04 422100 0 314300 BIO RAD LABS INC COM 090572207 21320 468460 X 04 310460 0 158000 BIO TECHNOLOGY GEN CORP COM 090578105 44 7400 X 04 7400 0 0 BIO-REFERENCE LABS COM 09057G602 3 300 X 04 300 0 0 BIOSOURCE INTL INC COM 09066H104 36 6100 X 04 6100 0 0 BIO LOGIC SYS CORP COM 090909102 13 3100 X 04 3100 0 0 BIORELIANCE CORP COM 090951104 387 15600 X 04 15600 0 0 BIRMINGHAM UTILS INC COM 091270108 147 7900 X 04 2100 0 5800 BLAIR CORP COM 092828102 6859 268140 X 04 182940 0 85200 BLOCK H & R INC COM 093671105 8374 181448 X 04 66100 0 115348 BLOCKBUSTER INC COM 093679108 266 9900 X 04 0 0 9900 BOB EVANS FARMS INC COM 096761101 8633 274230 X 04 174930 0 99300 BOEING CO COM 097023105 68 1500 X 04 1500 0 0 BOISE CASCADE CORP COM 097383103 19409 562100 X 04 326100 0 236000 BOLT TECHNOLOGY CORP COM 097698104 9 2200 X 04 0 0 2200 BORDERS GROUP INC COM 099709107 10081 547900 X 04 388400 0 159500 BOSTON ACOUSTICS INC COM 100534106 159 11700 X 04 11700 0 0 BOSTON COMMUNICATIONS GROUP COM 100582105 60 7500 X 04 7500 0 0 BOSTON PROPERTIES INC COM 101121101 212 5300 X 04 5000 0 300 BOSTON SCIENTIFIC CORP COM 101137107 15648 533700 X 04 210800 0 322900 BOSTONFED BANCORP INC COM 101178101 2730 85040 X 04 52040 0 33000 BOWL AMER INC COM 102565108 11 992 X 04 992 0 0 BOWNE & CO INC COM 103043105 10905 739800 X 04 586800 0 153000 BOYD GAMING CORP COM 103304101 312 21700 X 04 16700 0 5000 BOYKIN LODGING CO COM 103430104 131 12000 X 04 12000 0 0 BRADLEY PHARMACEUTICALS INC COM 104576103 4 300 X 04 300 0 0 BRANDYWINE RLTY TR COM 105368203 20774 802100 X 04 489400 0 312700 BRASCAN CORP COM 10549P606 64 2800 X 04 0 0 2800 BRASS EAGLE INC COM 10553F106 118 18800 X 04 16400 0 2400 BRINKER INTL INC COM 109641100 664 20900 X 04 11300 0 9600 BRISTOL MYERS SQUIBB CO COM 110122108 134 5200 X 04 0 0 5200 BRITTON & KOONTZ CAP CORP COM 111091104 26 1500 X 04 1500 0 0 BROOKFIELD PPTYS CORP COM 112900105 90 4500 X 04 0 0 4500 BROOKSTONE INC COM 114537103 5666 319400 X 04 221500 0 97900 BROOKTROUT INC COM 114580103 90 15800 X 04 15800 0 0 BROWN & BROWN INC COM 115236101 2854 90600 X 04 57600 0 33000 BROWN TOM INC COM 115660201 68 2400 X 04 2400 0 0 BROWN SHOE INC NEW COM 115736100 10765 383100 X 04 274400 0 108700 BRUNSWICK BANCORP COM 117030106 11 950 X 04 550 0 400 BRUNSWICK CORP COM 117043109 38973 1391890 X 04 780490 0 611400 BRUSH ENGINEERED MATLS INC COM 117421107 9 700 X 04 700 0 0 BURLINGTON COAT FACTORY COM 121579106 18329 862560 X 04 548760 0 313800 BURLINGTON NORTHN SANTA FE C COM 12189T104 4164 138800 X 04 58800 0 80000 BURLINGTON RES INC COM 122014103 11 300 X 04 300 0 0 BUSH INDS INC COM 123164105 193 16100 X 04 16100 0 0 BUSINESS BANCORP NEW COM COM 12323X102 188 13615 X 04 12565 0 1050 BUTLER MFG CO DEL COM 123655102 5196 189300 X 04 125300 0 64000 CB BANCSHARES INC HAWAII COM 124785106 4985 131560 X 04 75394 0 56166 CBL & ASSOC PPTYS INC COM 124830100 23853 588960 X 04 414060 0 174900 CCF HLDG CO COM 12487X104 4 200 X 04 200 0 0 CBRL GROUP INC COM 12489V106 31292 1028320 X 04 657920 0 370400 CCBT FINL COS INC COM 12500Q102 26 900 X 04 900 0 0 CFS BANCORP INC COM 12525D102 3332 215500 X 04 168300 0 47200 CH ENERGY GROUP INC COM 12541M102 163 3300 X 04 100 0 3200 CIGNA CORP COM 125509109 4442 45600 X 04 26000 0 19600 CKE RESTAURANTS INC COM 12561E105 10 900 X 04 900 0 0 CPI CORP COM 125902106 5140 263700 X 04 154700 0 109000 CPB INC COM 125903104 2164 47100 X 04 30600 0 16500 CSS INDS INC COM 125906107 2797 78800 X 04 53800 0 25000 CTB INTL CORP COM 125960104 833 54200 X 04 30500 0 23700 CNB FLORIDA BANCSHARES INC COM 12612H107 135 11900 X 04 9500 0 2400 CNF INC COM 12612W104 813 21400 X 04 16200 0 5200 CNS INC COM 126136100 749 124900 X 04 95000 0 29900 CPAC INC COM 126145101 1072 165500 X 04 131400 0 34100 CSP INC COM 126389105 20 6312 X 04 3342 0 2970 CSX CORP COM 126408103 343 9800 X 04 0 0 9800 CTS CORP COM 126501105 22 1800 X 04 1800 0 0 CVS CORP COM 126650100 21 700 X 04 700 0 0 C2 INC COM 126948108 271 37100 X 04 37100 0 0 CABOT OIL & GAS CORP COM 127097103 57 2500 X 04 2500 0 0 CACHE INC COM 127150308 8 600 X 04 600 0 0 CACI INTL INC COM 127190304 1073 28100 X 04 28100 0 0 CADMUS COMMUNICATIONS CORP COM 127587103 521 46400 X 04 34400 0 12000 CALIFORNIA FIRST NTNL BANCOR COM 130222102 4396 273400 X 04 193700 0 79700 CALIFORNIA INDPT BANCORP COM 130334105 423 21595 X 04 18295 0 3300 CALLAWAY GOLF CO COM 131193104 16083 1015357 X 04 676600 0 338757 CAMBREX CORP COM 132011107 3765 93900 X 04 66900 0 27000 CAMCO FINL CORP COM 132618109 10 700 X 04 700 0 0 CAMINUS CORP COM 133766105 136 23300 X 04 23300 0 0 CAMPBELL SOUP CO COM 134429109 22 800 X 04 800 0 0 CANADIAN NATL RY CO COM 136375102 824 15900 X 04 14600 0 1300 CANADIAN NAT RES LTD COM 136385101 606 17700 X 04 0 0 17700 CANADIAN PAC RY LTD COM 13645T100 17 700 X 04 0 0 700 CANDELA CORP COM 136907102 37 6700 X 04 6700 0 0 CAPITAL CITY BK GROUP INC COM 139674105 31 900 X 04 900 0 0 CAPITAL AUTOMOTIVE REIT COM 139733109 150 6300 X 04 5800 0 500 CAPITAL BK CORP COM 139793103 152 10200 X 04 10100 0 100 CAPITAL CORP OF THE WEST COM 140065103 395 20844 X 04 11406 0 9438 CAPITAL CROSSING BK COM 140071101 74 3300 X 04 1500 0 1800 CAPITAL ENVIRONMENTAL RESOUR COM 14008M104 1 200 X 04 200 0 0 CAPITAL TRUST INC MD COM 14052H100 814 156600 X 04 101900 0 54700 CAPITOL BANCORP LTD COM 14056D105 514 21580 X 04 19378 0 2202 CARDINAL HEALTH INC COM 14149Y108 49 800 X 04 800 0 0 CAREER EDUCATION CORP COM 141665109 2421 53800 X 04 46400 0 7400 CAREMARK RX INC COM 141705103 6039 366010 X 04 240310 0 125700 CARMEL CONTAINER SYS LTD COM 143269108 50 9000 X 04 6200 0 2800 CARNIVAL CORP COM 143658102 33 1200 X 04 1200 0 0 CARRIAGE SVCS INC COM 143905107 243 56400 X 04 47300 0 9100 CARROLLTON BANCORP COM 145282109 95 6700 X 04 6700 0 0 CARVER BANCORP INC COM 146875109 911 74400 X 04 51600 0 22800 CASCADE CORP COM 147195101 2373 153100 X 04 112400 0 40700 CASCADE FINL CORP COM 147272108 829 77950 X 04 58950 0 19000 CASELLA WASTE SYS INC COM 147448104 6 500 X 04 500 0 0 CASH AMER INTL INC COM 14754D100 7480 813000 X 04 540200 0 272800 CASS INFORMATION SYS INC COM 14808P109 677 27174 X 04 17200 0 9974 CASTLE ENERGY CORP COM 148449309 1213 182750 X 04 124150 0 58600 CATELLUS DEV CORP COM 149111106 423 20700 X 04 6100 0 14600 CATERPILLAR INC DEL COM 149123101 34 700 X 04 700 0 0 CATHAY BANCORP INC COM 149150104 324 7800 X 04 7800 0 0 CATO CORP NEW COM 149205106 5925 265700 X 04 202100 0 63600 CELESTICA INC COM 15101Q108 445 19600 X 04 0 0 19600 CENDANT CORP COM 151313103 27 1700 X 04 1700 0 0 CENTER BANCORP INC COM 151408101 81 3540 X 04 2700 0 840 CENTER TR INC COM 151845104 1411 199900 X 04 146500 0 53400 CENTEX CORP COM 152312104 50336 871010 X 04 503500 0 367510 CENTEX CONSTRUCTION PRODUCTS COM 15231R109 2734 75100 X 04 48000 0 27100 CENTRAL BANCORP INC MASS COM 152418109 501 16800 X 04 12600 0 4200 CENTRAL GARDEN & PET CO COM 153527106 4929 281200 X 04 224100 0 57100 CENTRAL PKG CORP COM 154785109 788 34500 X 04 34500 0 0 CENTRAL VT PUB SVC CORP COM 155771108 1760 97800 X 04 83200 0 14600 CERES GROUP INC COM 156772105 478 122600 X 04 104500 0 18100 CERNER CORP COM 156782104 1215 25400 X 04 16100 0 9300 CHAMPIONSHIP AUTO RACING TEA COM 158711101 89 9000 X 04 9000 0 0 CHARTER ONE FINL INC COM 160903100 10 300 X 04 300 0 0 CHARTER MUN MTG ACCEP CO COM 160908109 257 14400 X 04 14400 0 0 CHARMING SHOPPES INC COM 161133103 11445 1324599 X 04 1067399 0 257200 CHASE CORP COM 16150R104 82 7700 X 04 6400 0 1300 CHATTEM INC COM 162456107 60 1900 X 04 1900 0 0 CHECKERS DRIVE-IN RESTAURANT COM 162809305 37 3100 X 04 3100 0 0 CHECKPOINT SYS INC COM 162825103 9245 790200 X 04 458400 0 331800 CHEMED CORP COM 163596109 313 8300 X 04 8300 0 0 CHEMFIRST INC COM 16361A106 11944 416900 X 04 299900 0 117000 CHEMICAL FINL CORP COM 163731102 121 3235 X 04 2935 0 300 CHEROKEE INC DEL NEW COM 16444H102 71 3400 X 04 3200 0 200 CHESAPEAKE UTILS CORP COM 165303108 842 44300 X 04 17600 0 26700 CHEVRONTEXACO CORP COM 166764100 67843 766586 X 04 324176 0 442410 CHICAGO RIVET & MACH CO COM 168088102 446 17500 X 04 15800 0 1700 CHICOS FAS INC COM 168615102 33828 931375 X 04 608775 0 322600 CHILDTIME LEARNING COM COM 168820108 500 193800 X 04 126200 0 67600 CHOICE HOTELS INTL INC COM 169905106 10 500 X 04 500 0 0 CHITTENDEN CORP COM 170228100 139 4798 X 04 4748 0 50 CHOICEPOINT INC COM 170388102 48 1065 X 04 799 0 266 CHRISTOPHER & BANKS CORP COM 171046105 11259 266175 X 04 211225 0 54950 CHROMCRAFT REVINGTON INC COM 171117104 1143 83700 X 04 49100 0 34600 CHRONIMED INC COM 171164106 586 115100 X 04 76900 0 38200 CHURCH & DWIGHT INC COM 171340102 62 1970 X 04 1970 0 0 CINCINNATI FINL CORP COM 172062101 14 300 X 04 300 0 0 CIPRICO INC COM 172529109 383 90900 X 04 74400 0 16500 CIRCUIT CITY STORE INC COM 172737306 1195 55200 X 04 25000 0 30200 CISCO SYS INC COM 17275R102 746 53500 X 04 33800 0 19700 CITIGROUP INC COM 172967101 23493 606266 X 04 252866 0 353400 CITIZENS FINL CORP KY COM 174613109 4 500 X 04 500 0 0 CITIZENS HLDG CO MISS COM 174715102 51 3200 X 04 3200 0 0 CITY HLDG CO COM 177835105 9 400 X 04 400 0 0 CITY NATL CORP COM 178566105 3349 62300 X 04 33300 0 29000 CLAIRES STORES INC COM 179584107 12393 541200 X 04 362400 0 178800 CLARK / BARDES HLDGS INC COM 180668105 1131 49500 X 04 38900 0 10600 CLARUS CORP COM 182707109 71 14100 X 04 14100 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 3481 108700 X 04 1100 0 107600 CLEARONE COMMUNICATIONS INC COM 185060100 4 300 X 04 300 0 0 CLOROX CO DEL COM 189054109 21 500 X 04 500 0 0 COACH INC COM 189754104 5633 102600 X 04 92000 0 10600 COASTAL FINL CORP DEL COM 19046E105 95 6450 X 04 1650 0 4800 COBALT CORP COM 19074W100 27 1200 X 04 1200 0 0 COBRA ELECTRS CORP COM 191042100 1629 197460 X 04 163260 0 34200 COCA COLA CO COM 191216100 7980 142500 X 04 100900 0 41600 COCA COLA ENTERPRISES INC COM 191219104 4 200 X 04 200 0 0 COINSTAR INC COM 19259P300 5939 242900 X 04 174700 0 68200 COLE NATIONAL CORP NEW COM 193290103 1165 61300 X 04 39700 0 21600 COLGATE PALMOLIVE CO COM 194162103 55 1100 X 04 1100 0 0 COLLINS & AIKMAN CORP NEW COM 194830204 365 40080 X 04 28280 0 11800 COLONIAL BANCGROUP INC COM 195493309 6096 406400 X 04 319400 0 87000 COLONIAL PPTYS TR COM 195872106 136 3500 X 04 3500 0 0 COLONY BANKCORP INC COM COM 19623P101 88 6400 X 04 4400 0 2000 COLUMBIA BANCORP COM 197227101 1 41 X 04 41 0 0 COMERICA INC COM 200340107 5004 81500 X 04 14300 0 67200 COMM BANCORP INC COM 200468106 14 400 X 04 400 0 0 COMMERCE BANCORP INC NJ COM 200519106 1136 25700 X 04 25700 0 0 COMMERCE BANCSHARES INC COM 200525103 1502 33943 X 04 24765 0 9178 COMMERCE GROUP INC MASS COM 200641108 1175 29700 X 04 26800 0 2900 COMMERCIAL FEDERAL CORPORATI COM 201647104 157 5400 X 04 5400 0 0 COMMERCIAL METALS CO COM 201723103 5745 122400 X 04 105500 0 16900 COMMERICAL NATL FINL CORP PA COM 202217105 21 1000 X 04 1000 0 0 COMMONWEALTH BANCORP INC COM 20268X102 4531 152700 X 04 92600 0 60100 COMMUNITY BK SHS IND INC COM 203599105 21 1200 X 04 1200 0 0 COMMUNITY BK SYS INC COM 203607106 1325 41100 X 04 40400 0 700 COMMUNITY CAP CORP S C COM 20363C102 4 300 X 04 300 0 0 COMMUNITY FINL CORP VA COM 20365L100 82 7000 X 04 4400 0 2600 COMMUNICATIONS SYSTE COM 203900105 31 4900 X 04 4900 0 0 COMMUNITY TR BANCORP INC COM 204149108 639 22720 X 04 18200 0 4520 COMMUNITY WEST BANCSHARES COM 204157101 12 2700 X 04 1400 0 1300 COMPASS BANCSHARES INC COM 20449H109 877 26100 X 04 26100 0 0 COMPUTER NETWORK TECHNOLOGY COM 204925101 79 12900 X 04 12900 0 0 COMPUTER SCIENCES CORP COM 205363104 11797 246800 X 04 126400 0 120400 COMSTOCK RES INC COM 205768203 58 7600 X 04 7600 0 0 COMTECH TELECOMMUNICATIONS C COM 205826209 666 96495 X 04 71295 0 25200 CONAGRA FOODS INC COM 205887102 88 3200 X 04 3200 0 0 CONCERTO SOFTWARE INC COM 20602T106 199 31586 X 04 31586 0 0 CONCORD CAMERA CORP COM 206156101 57 11100 X 04 11100 0 0 CONCORD COMMUNICATIONS INC COM 206186108 7 400 X 04 400 0 0 CONCORD EFS INC COM 206197105 6248 207300 X 04 82700 0 124600 CONCURRENT COMPUTER CORP NEW COM 206710204 4 900 X 04 900 0 0 CONMED CORP COM 207410101 14082 630650 X 04 491750 0 138900 CONNECTICUT BANCSHARES INC COM 207540105 169 5100 X 04 5100 0 0 CONRAD INDS INC COM 208305102 598 159586 X 04 121886 0 37700 CONSOLIDATED EDISON INC COM 209115104 6951 166500 X 04 78100 0 88400 CONSTELLATION BRANDS INC COM 21036P108 102 3200 X 04 3200 0 0 CONSTELLATION BRANDS INC COM 21036P207 63 2000 X 04 2000 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 9885 336900 X 04 145900 0 191000 CONTINENTAL MATLS CORP COM 211615307 1618 58300 X 04 43400 0 14900 COOPER COS INC COM 216648402 75 1600 X 04 1600 0 0 COOPERATIVE BANKSHAR COM 216844100 10 700 X 04 700 0 0 COORS ADOLPH CO COM 217016104 9040 145100 X 04 66700 0 78400 CORNERSTONE BANCORP INC COM 218925105 10 550 X 04 550 0 0 CORN PRODS INTL INC COM 219023108 24958 802000 X 04 563700 0 238300 CORNELL COMPANIES INC COM 219141108 3062 258400 X 04 186200 0 72200 CORPORATE OFFICE PPTYS TR COM 22002T108 6151 421600 X 04 283500 0 138100 CORRECTIONAL PPTYS TR COM 22025E104 158 7200 X 04 7200 0 0 CORUS BANKSHARES INC COM 220873103 5598 121900 X 04 72500 0 49400 CORUS ENTERTAINMENT INC COM 220874101 594 33700 X 04 0 0 33700 COSTCO WHSL CORP NEW COM 22160K105 73 1900 X 04 1900 0 0 COTT CORP QUE COM 22163N106 672 35400 X 04 0 0 35400 COTTON STS LIFE INS CO COM 221774102 268 26600 X 04 25600 0 1000 COUNTRYWIDE CR INDS INC DEL COM 222372104 10104 209400 X 04 78500 0 130900 COURIER CORP COM 222660102 927 23200 X 04 18100 0 5100 COVANCE INC COM 222816100 124 6600 X 04 6600 0 0 COVANSYS CORP COM 22281W103 140 25000 X 04 25000 0 0 COVENANT TRANS INC COM 22284P105 8724 410550 X 04 279093 0 131457 COVENTRY HEALTH CARE INC COM 222862104 5945 209200 X 04 132200 0 77000 COWLITZ BANCORP LONGVIEW WAS COM 223767104 604 86300 X 04 64500 0 21800 CRAWFORD & CO COM 224633107 1579 194900 X 04 145700 0 49200 CREDIT ACCEP CORP MICH COM 225310101 4 300 X 04 0 0 300 CRESCENT BKG CO COM 225646108 515 37600 X 04 30500 0 7100 CROMPTON CORP COM 227116100 87 6800 X 04 6800 0 0 CUBIC CORP COM 229669106 735 31000 X 04 31000 0 0 CULLEN FROST BANKERS INC COM 229899109 90 2500 X 04 2500 0 0 CULP INC COM 230215105 81 5000 X 04 5000 0 0 CUMMINS INC COM 231021106 401 12100 X 04 12100 0 0 CURATIVE HEALTH SVCS INC COM 231264102 1129 67300 X 04 57300 0 10000 CURTISS WRIGHT CORP COM 231561101 7897 98710 X 04 76910 0 21800 CURTISS WRIGHT CORP COM 231561408 1 12 X 04 12 0 0 CYMER INC COM 232572107 3778 107817 X 04 87817 0 20000 CYTEC INDS INC COM 232820100 160 5100 X 04 5100 0 0 D & K HEALTHCARE RES INC COM 232861104 42 1200 X 04 1200 0 0 DHB INDS INC COM 23321E103 2 600 X 04 600 0 0 DQE INC COM 23329J104 3538 252700 X 04 169600 0 83100 D R HORTON INC COM 23331A109 31157 1196948 X 04 671954 0 524994 DTE ENERGY CO COM 233331107 745 16700 X 04 1500 0 15200 DAILY JOURNAL CORP COM 233912104 55 2100 X 04 2100 0 0 DAISYTEK INTL CORP COM 234053106 112 6600 X 04 6600 0 0 DARDEN RESTAURANTS INC COM 237194105 13602 550700 X 04 183850 0 366850 DATASCOPE CORP COM 238113104 4003 144810 X 04 93010 0 51800 DAVE & BUSTERS INC COM 23833N104 2762 227500 X 04 191500 0 36000 DAVITA INC COM 23918K108 100 4206 X 04 4206 0 0 DEARBORN BANCORP INC COM 24242R108 74 5400 X 04 5400 0 0 DECKERS OUTDOOR CORP COM 243537107 18 4100 X 04 3700 0 400 DECORATOR INDS INC COM 243631207 6 1000 X 04 1000 0 0 DEERE & CO COM 244199105 196 4100 X 04 500 0 3600 DEL LABS INC COM 245091103 1065 42581 X 04 37446 0 5135 DEL MONTE FOODS CO COM 24522P103 46 3900 X 04 3900 0 0 DELL COMPUTER CORP COM 247025109 2298 87900 X 04 81500 0 6400 DELPHI AUTOMOTIVE SYS CORP COM 247126105 13880 1051500 X 04 408400 0 643100 DELPHI FINL GROUP INC COM 247131105 858 19800 X 04 11500 0 8300 DELTA NAT GAS INC COM 247748106 117 5400 X 04 2600 0 2800 DENBURY RES INC COM 247916208 591 57400 X 04 56400 0 1000 DELUXE CORP COM 248019101 14389 370000 X 04 303800 0 66200 DENDRITE INTL INC COM 248239105 61 6300 X 04 6300 0 0 DENTSPLY INTL INC NEW COM 249030107 16368 443450 X 04 327700 0 115750 DESERT CMNTY BK VICTORVILLE COM 25037Y109 1128 37863 X 04 28363 0 9500 DESWELL INDS INC COM 250639101 689 30800 X 04 13900 0 16900 DEVCON INTL CORP COM 251588109 118 20600 X 04 15800 0 4800 DEVELOPERS DIVERSIFIED RLTY COM 251591103 1040 46200 X 04 28000 0 18200 DEVON ENERGY CORP NEW COM 25179M103 49 1000 X 04 1000 0 0 DEWOLFE COS INC COM 252115100 1426 137100 X 04 88800 0 48300 DIAGNOSTIC PRODS CORP COM 252450101 747 20200 X 04 9000 0 11200 DIAL CORP NEW COM 25247D101 1736 86700 X 04 86700 0 0 DIEBOLD INC COM 253651103 130 3500 X 04 3100 0 400 DIGI INTL INC COM 253798102 393 119200 X 04 66800 0 52400 DIME CMNTY BANCSHARES COM 253922108 1874 82575 X 04 41175 0 41400 DILLARDS INC COM 254067101 281 10700 X 04 10700 0 0 DIODES INC COM 254543101 66 7700 X 04 7700 0 0 DISCOVERY PARTNERS INTL INC COM 254675101 33 5000 X 04 5000 0 0 DISNEY WALT CO COM 254687106 12085 639400 X 04 138200 0 501200 DIXIE GROUP INC COM 255519100 20 3300 X 04 3300 0 0 DOCUCORP INTL INC COM 255911109 308 30100 X 04 13000 0 17100 DOCUMENTUM INC COM 256159104 10 800 X 04 800 0 0 DOLE FOOD INC COM 256605106 4847 168000 X 04 115300 0 52700 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 4981 192300 X 04 125600 0 66700 DOLLAR TREE STORES INC COM 256747106 11927 302650 X 04 246050 0 56600 DOMINION HOMES INC COM 257386102 4113 203325 X 04 136125 0 67200 DOMINION RES BLACK WARRIOR T COM 25746Q108 3458 182500 X 04 118600 0 63900 DOMINION RES INC VA NEW COM 25746U109 33 500 X 04 500 0 0 DOMTAR INC COM 257561100 166 14100 X 04 0 0 14100 DONALDSON INC COM 257651109 32 900 X 04 900 0 0 DONEGAL GROUP INC COM 257701201 21 2000 X 04 934 0 1066 DONEGAL GROUP INC COM 257701300 37 3566 X 04 1234 0 2332 DONNELLEY R R & SONS CO COM 257867101 102 3700 X 04 0 0 3700 DOREL INDS INC COM 25822C205 944 38040 X 04 1940 0 36100 DOW CHEM CO COM 260543103 52 1500 X 04 1500 0 0 DOWNEY FINL CORP COM 261018105 1320 27900 X 04 21400 0 6500 DRESS BARN INC COM 261570105 8518 550600 X 04 395000 0 155600 DREYERS GRAND ICE CREAM INC COM 261878102 27 400 X 04 400 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 47477 1069300 X 04 391600 0 677700 DUCOMMUN INC DEL COM 264147109 976 37200 X 04 29100 0 8100 DUKE ENERGY CORP COM 264399106 392 12600 X 04 1700 0 10900 DUKE WEEKS REALTY CORP COM 264411505 5182 179000 X 04 84500 0 94500 DUN & BRADSTREET CORP DEL NE COM 26483E100 30379 919180 X 04 485680 0 433500 DUPONT PHOTOMASKS INC COM 26613X101 9614 296000 X 04 201900 0 94100 DYNAMICS RESH CORP COM 268057106 3905 161500 X 04 120300 0 41200 ECB BANCORP INC COM 268253101 186 11300 X 04 7700 0 3600 EFC BANCORP INC COM 268423100 76 4300 X 04 3500 0 800 EGL INC COM 268484102 34 2000 X 04 2000 0 0 EMS TECHNOLOGIES INC COM 26873N108 6122 295900 X 04 201100 0 94800 ESB FINL CORP COM 26884F102 283 23060 X 04 22260 0 800 EAGLE BANCORP INC MD COM 268948106 4 300 X 04 300 0 0 ESS TECHNOLOGY INC COM 269151106 22168 1263860 X 04 829800 0 434060 EXCO RESOURCES INC COM 269279204 78 5200 X 04 5200 0 0 E Z EM INC COM 269305207 400 41110 X 04 41110 0 0 E Z EM INC COM 269305306 3436 404700 X 04 295400 0 109300 EAST WEST BANCORP INC COM 27579R104 1250 36200 X 04 21800 0 14400 EASTERN AMERN NAT GAS TR COM 276217106 155 8800 X 04 300 0 8500 EASTERN CO COM 276317104 328 22750 X 04 14850 0 7900 EASTMAN KODAK CO COM 277461109 1981 67900 X 04 67900 0 0 ECOLOGY & ENVIRONMENT INC COM 278878103 146 13800 X 04 10000 0 3800 EDELBROCK CORP COM 279434104 1969 161370 X 04 125510 0 35860 EDGE PETE CORP DEL COM 279862106 16 2900 X 04 2900 0 0 EDISON INTL COM 281020107 408 24000 X 04 24000 0 0 EDUCATIONAL DEV CORP COM 281479105 9 1300 X 04 1300 0 0 J D EDWARDS & CO COM 281667105 113 9300 X 04 9300 0 0 EDWARDS AG INC COM 281760108 260 6700 X 04 3100 0 3600 EDWARDS LIFESCIENCES CORP COM 28176E108 35053 1510900 X 04 1015800 0 495100 EFUNDS CORP COM 28224R101 2094 220700 X 04 135400 0 85300 EL PASO CORP COM 28336L109 21 1000 X 04 1000 0 0 ELCOR CORP COM 284443108 8 300 X 04 300 0 0 ELDERTRUST COM 284560109 36 4500 X 04 4500 0 0 ELECTROGLAS INC COM 285324109 722 72186 X 04 45986 0 26200 ELITE INFORMATION GROUP INC COM 28659M106 2110 212100 X 04 180400 0 31700 ELMIRA SVGS BK FSB N Y COM 289660102 770 30819 X 04 21855 0 8964 EMERSON ELEC CO COM 291011104 43 800 X 04 800 0 0 EMPIRE FED BANCORP INC COM 291657104 90 6400 X 04 4400 0 2000 ENCANA CORP COM 292505104 651 21276 X 04 0 0 21276 ENCORE ACQUISITION CO COM 29255W100 2646 153400 X 04 111900 0 41500 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 95 13500 X 04 13500 0 0 ENERGY EAST CORP COM 29266M109 25778 1140640 X 04 663140 0 477500 ENERGIZER HLDGS INC COM 29266R108 40055 1460800 X 04 920200 0 540600 ENERGY PARTNERS LTD COM 29270U105 339 36400 X 04 27400 0 9000 ENGELHARD CORP COM 292845104 2186 77200 X 04 11400 0 65800 ENESCO GROUP INC COM 292973104 2466 282200 X 04 167300 0 114900 ENNIS BUSINESS FORMS INC COM 293389102 842 64500 X 04 31500 0 33000 ENPRO INDS INC COM 29355X107 7 1260 X 04 0 0 1260 ENTERGY CORP NEW COM 29364G103 17 400 X 04 400 0 0 ENTERTAINMENT PPTYS TR COM 29380T105 136 5500 X 04 5500 0 0 EQUIFAX INC COM 294429105 22 800 X 04 800 0 0 EQUITABLE BK MD COM 29444Q105 22 800 X 04 800 0 0 EQUITY MARKETING INC COM 294724109 2071 156300 X 04 122100 0 34200 EQUITY OFFICE PROPERTIES TRU COM 294741103 3 100 X 04 100 0 0 ERESEARCHTECHNOLOGY INC COM 29481V108 5249 207300 X 04 151000 0 56300 ESCALADE INC COM 296056104 942 41190 X 04 31890 0 9300 ESCO TECHNOLOGIES INC COM 296315104 2170 62000 X 04 48200 0 13800 ESPEY MFG & ELECTRS CORP COM 296650104 639 31800 X 04 26000 0 5800 ESTERLINE TECHNOLOGIES CORP COM 297425100 12283 541120 X 04 342420 0 198700 ETHAN ALLEN INTERIORS INC COM 297602104 150 4300 X 04 4300 0 0 EUNIVERSE INC COM 298412107 2 400 X 04 400 0 0 EVANS & SUTHERLAND COMPUTER COM 299096107 381 49100 X 04 30475 0 18625 EVERTRUST FINL GROUP INC COM 300412103 178 9900 X 04 5100 0 4800 EXACTECH INC COM 30064E109 64 4200 X 04 4200 0 0 EXCHANGE NATL BANCSHARES INC COM 301309100 59 1900 X 04 1900 0 0 EXELON CORP COM 30161N101 31 600 X 04 600 0 0 EXPONENT INC COM 30214U102 1208 93600 X 04 75700 0 17900 EXXON MOBIL CORP COM 30231G102 581 14200 X 04 -4100 0 18300 FBL FINL GROUP INC COM 30239F106 5019 226580 X 04 141380 0 85200 FFW CORP COM 30242L108 575 37100 X 04 28700 0 8400 FFLC BANCORP INC COM 30242W104 694 25700 X 04 22300 0 3400 FLIR SYS INC COM 302445101 806 19200 X 04 15900 0 3300 FMC TECHNOLOGIES INC COM 30249U101 1979 95315 X 04 30715 0 64600 FMS FINL CORP COM 302509104 446 38590 X 04 35090 0 3500 F N B CORP N C COM 302519103 7 400 X 04 400 0 0 FNB CORP PA COM 302520101 1 21 X 04 21 0 0 FNB FINANCIAL SERVICES CORP COM 302526108 31 1800 X 04 1800 0 0 FPL GROUP INC COM 302571104 18 300 X 04 300 0 0 FSF FINL CORP COM 30262K105 1614 70900 X 04 44500 0 26400 FSI INTL INC COM 302633102 311 41600 X 04 36900 0 4700 F N B CORP VA COM 302930102 37 1200 X 04 1200 0 0 FTI CONSULTING INC COM 302941109 6673 190600 X 04 140600 0 50000 FAIR ISAAC & CO INC COM 303250104 3377 102750 X 04 66200 0 36550 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 13020 535800 X 04 318500 0 217300 FALCON PRODS INC COM 306075102 551 90300 X 04 43600 0 46700 FALMOUTH BANCORP INC COM 306754102 31 1100 X 04 400 0 700 FAMILY DLR STORES INC COM 307000109 3758 106600 X 04 19800 0 86800 FARMER BROS CO COM 307675108 8293 22860 X 04 15160 0 7700 FASTENAL CO COM 311900104 262 6800 X 04 6800 0 0 FEDERAL HOME LN MTG CORP COM 313400301 2118 34600 X 04 4100 0 30500 FEDERAL NATL MTG ASSN COM 313586109 73942 1002600 X 04 395600 0 607000 FEDERAL SCREW WKS COM 313819104 969 24850 X 04 19175 0 5675 FEDERATED DEPT STORES INC DE COM 31410H101 266 6700 X 04 300 0 6400 FEDERATED INVS INC PA COM 314211103 38 1100 X 04 1100 0 0 FEDEX CORP COM 31428X106 256 4800 X 04 2300 0 2500 FELCOR LODGING TR INC COM 31430F101 81 4400 X 04 4400 0 0 FERRO CORP COM 315405100 1746 57900 X 04 19000 0 38900 FIDELITY BANCORP INC COM 315831107 218 12100 X 04 7282 0 4818 FIDELITY BANCORP INC DEL COM 31583B105 656 30450 X 04 21000 0 9450 FIDELITY NATL CORP GA COM 316320100 781 78100 X 04 74000 0 4100 FIDELITY NATL FINL INC COM 316326107 39518 1250557 X 04 769095 0 481462 FIFTH THIRD BANCORP COM 316773100 80 1200 X 04 1200 0 0 FILENET CORP COM 316869106 13127 905300 X 04 617100 0 288200 FINANCIAL INDS CORP COM 317574101 4906 271474 X 04 179484 0 91990 FINDWHAT COM COM 317794105 2 300 X 04 300 0 0 FINGER LAKES BANCORP INC COM 31787C107 1 100 X 04 100 0 0 FINISHMASTER INC COM 31787P108 3052 237850 X 04 171550 0 66300 FINISH LINE INC COM 317923100 323 18000 X 04 18000 0 0 FIRST AMERN CORP CALIF COM 318522307 6463 281000 X 04 153800 0 127200 FIRST AVIATION SVCS INC COM 31865W108 10 2000 X 04 2000 0 0 FIRST BANCORP IND INC NEW COM 31867T103 180 12700 X 04 12500 0 200 FIRST BANCSHARES INC MO COM 318687100 651 49700 X 04 40200 0 9500 FIRST BANCORP N C COM 318910106 30 1098 X 04 1098 0 0 FIRST BKS AMER INC COM 31928N103 55 1400 X 04 1400 0 0 FIRST BELL BANCORP INC COM 319301107 561 32700 X 04 27000 0 5700 FIRST CASH FINL SVCS INC COM 31942D107 112 12200 X 04 12200 0 0 FIRST CAPITAL INC COM 31942S104 5 300 X 04 300 0 0 FIRST CTZNS BANCSHARES INC N COM 31946M103 27117 245205 X 04 159905 0 85300 FIRST COLONIAL GROUP INC COM 319734109 16 696 X 04 687 0 9 FIRST CONSULTING GROUP INC COM 31986R103 1170 136100 X 04 91900 0 44200 FIRST DATA CORP COM 319963104 52731 1417500 X 04 492400 0 925100 FIRST FED BANCORP INC OHIO COM 319966107 126 17500 X 04 15100 0 2400 FIRST DEFIANCE FINL CORP COM 32006W106 1017 50700 X 04 31900 0 18800 FIRST ESSEX BANCORP INC COM 320103104 308 9000 X 04 9000 0 0 FIRST FED BANCSHARES ARK INC COM 32020F105 31 1200 X 04 1200 0 0 FIRST FED BANKSHARES INC DEL COM 32020V100 288 21400 X 04 20500 0 900 FIRST FRANKLIN CORP COM 320272107 30 2324 X 04 2324 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 772 23500 X 04 19400 0 4100 FIRST KANS FINL CORP COM 320651102 356 27700 X 04 22200 0 5500 FIRST KEYSTONE FINL INC COM 320655103 222 11900 X 04 8000 0 3900 FIRST LONG IS CORP COM 320734106 20 400 X 04 400 0 0 FIRST M & F CORP COM 320744105 25 1000 X 04 1000 0 0 FIRST MERCHANTS CORP COM 320817109 9 300 X 04 300 0 0 FIRST MIDWEST FINL INC COM 320878101 141 10100 X 04 7300 0 2800 FIRST MUTUAL BANCSHARES INC COM 32190E102 504 30928 X 04 18920 0 12008 FIRST NATL LINCOLN CORP ME COM 335716106 54 1900 X 04 1900 0 0 FIRST NIAGARA FINL GROUP INC COM 33582U100 200 7200 X 04 7200 0 0 FIRST PL FINL CORP COM 33610T109 185 9300 X 04 6400 0 2900 FIRST REGL BANCORP COM 33615C101 802 58110 X 04 43910 0 14200 FIRST SECURITYFED FINL INC COM 336392105 44 2000 X 04 2000 0 0 FIRST ST BANCORPORATION COM 336453105 1 50 X 04 50 0 0 1ST ST BANCORP INC COM 33645S100 12 600 X 04 600 0 0 1ST SOURCE CORP COM 336901103 5612 227020 X 04 137490 0 89530 FIRST TENN NATL CORP COM 337162101 5205 135900 X 04 83600 0 52300 FIRST VA BANKS INC COM 337477103 574 10700 X 04 3600 0 7100 FIRST W VA BANCORP COM COM 337493100 4 200 X 04 200 0 0 FIRST YRS INC COM 337610109 11 1000 X 04 1000 0 0 FIRSTFED BANCORP INC COM 33761Q102 25 3400 X 04 2600 0 800 FIRSTBANK NW CORP COM 33762X106 60 3200 X 04 3200 0 0 FISCHER IMAGING CORP COM 337719108 2 200 X 04 200 0 0 FIRSTFED FINL CORP COM 337907109 15683 540800 X 04 330400 0 210400 FIRSTMERIT CORP COM 337915102 314 11400 X 04 11400 0 0 FIRSTFED AMER BANCORP INC COM 337929103 426 17900 X 04 11700 0 6200 FLAGSTAR BANCORP INC COM 337930101 5114 221400 X 04 127350 0 94050 FLANIGANS ENTERPRISES INC COM 338517105 22 3400 X 04 0 0 3400 FLEETBOSTON FINL CORP COM 339030108 22745 703100 X 04 435400 0 267700 FLEXSTEEL INDS INC COM 339382103 1529 102000 X 04 63200 0 38800 FLORIDA BANKS INC COM 340560101 399 48400 X 04 39300 0 9100 FLORIDA ROCK INDS INC COM 341140101 11 300 X 04 300 0 0 FLOWERS FOODS INC COM 343498101 15701 607400 X 04 430400 0 177000 FOODARAMA SUPERMARKETS INC COM 344820105 1312 33100 X 04 25200 0 7900 FOOT LOCKER INC COM 344849104 17284 1196100 X 04 790400 0 405700 FOOTHILL INDPT BANCORP COM 344905104 217 14873 X 04 11877 0 2996 FOOTSTAR INC COM 344912100 2540 103800 X 04 86400 0 17400 FORDING INC COM 345426100 11 564 X 04 0 0 564 FOREST LABS INC COM 345838106 2662 37600 X 04 300 0 37300 FOREST OIL CORP COM 346091705 1140 40100 X 04 18700 0 21400 FORGENT NETWORKS INC COM 34629U103 57 11300 X 04 1400 0 9900 FORTUNE BRANDS INC COM 349631101 7935 141700 X 04 54000 0 87700 FOSSIL INC COM 349882100 3869 188200 X 04 137650 0 50550 FOSTER L B CO COM 350060109 313 62300 X 04 46600 0 15700 FRANKFORT FIRST BANCORP INC COM 352128201 21 1200 X 04 1200 0 0 FRANKLIN BK NA SOUTHFIELD MI COM 352456107 1527 80385 X 04 67185 0 13200 FRANKLIN RES INC COM 354613101 21 500 X 04 500 0 0 FREDS INC COM 356108100 226 6149 X 04 6149 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 942 52800 X 04 0 0 52800 FRESH BRANDS INC COM 35803U108 2817 166580 X 04 105280 0 61300 FRIEDMAN BILLINGS RAMSEY GRO COM 358433100 6732 528800 X 04 408200 0 120600 FRIEDMANS INC COM 358438109 5797 445951 X 04 285951 0 160000 FRIENDLY ICE CREAM CORP NEW COM 358497105 10 1300 X 04 1300 0 0 FRISCHS RESTAURANTS INC COM 358748101 739 37406 X 04 19106 0 18300 FRONTIER OIL CORP COM 35914P105 364 20700 X 04 11400 0 9300 FUEL-TECH N V COM 359523107 2 300 X 04 300 0 0 FULLER H B CO COM 359694106 6614 225800 X 04 172100 0 53700 FULTON FINL CORP PA COM 360271100 91 4800 X 04 4800 0 0 G & K SVCS INC COM 361268105 120 3500 X 04 3500 0 0 GA FINL INC COM 361437106 52 2800 X 04 2800 0 0 GATX CORP COM 361448103 117 3900 X 04 3900 0 0 GLB BANCORP INC COM 361778103 6 600 X 04 600 0 0 GSI LUMONICS INC COM 36229U102 397 51600 X 04 0 0 51600 G-III APPAREL GROUP LTD COM 36237H101 18 2300 X 04 2300 0 0 GSI COMMERCE INC COM 36238G102 317 42000 X 04 41700 0 300 GTSI CORP COM 36238K103 1953 248750 X 04 178250 0 70500 GABLES RESIDENTIAL TR COM 362418105 22 700 X 04 700 0 0 GADZOOKS INC COM 362553109 31 2500 X 04 2500 0 0 GALLAGHER ARTHUR J & CO COM 363576109 298 8600 X 04 4900 0 3700 GALYANS TRADING INC COM 36458R101 6169 270200 X 04 200900 0 69300 GANNETT INC COM 364730101 1412 18600 X 04 15600 0 3000 GARAN INC COM 364802108 6358 109900 X 04 77000 0 32900 GARDEN FRESH RESTAURANT CORP COM 365235100 2186 184500 X 04 131800 0 52700 GART SPORTS CO COM 366630101 1558 54700 X 04 47000 0 7700 GARTNER INC COM 366651107 9483 938900 X 04 636600 0 302300 GEHL CO COM 368483103 2434 169600 X 04 117500 0 52100 GENCORP INC COM 368682100 204 14300 X 04 12300 0 2000 GENERAL CABLE CORP DEL NEW COM 369300108 85 13500 X 04 13500 0 0 GENERAL DYNAMICS CORP COM 369550108 21110 198500 X 04 78900 0 119600 GENERAL ELEC CO COM 369604103 4851 167000 X 04 140200 0 26800 GENERAL MLS INC COM 370334104 31 700 X 04 700 0 0 GENERAL MTRS CORP COM 370442105 925 17300 X 04 1100 0 16200 GENESCO INC COM 371532102 68 2800 X 04 2800 0 0 GENLYTE GROUP INC COM 372302109 11007 270900 X 04 208400 0 62500 GENTIVA HEALTH SERVICES INC COM 37247A102 5768 641600 X 04 399500 0 242100 GETTY IMAGES INC COM 374276103 115 5300 X 04 5300 0 0 GETTY RLTY CORP NEW COM 374297109 130 6400 X 04 6400 0 0 GIANT INDS INC COM 374508109 55 6900 X 04 4800 0 2100 GIBRALTAR STL CORP COM 37476F103 113 5100 X 04 5100 0 0 GILEAD SCIENCES INC COM 375558103 33 1000 X 04 1000 0 0 GILLETTE CO COM 375766102 3604 106400 X 04 56400 0 50000 GLATFELTER P H CO COM 377316104 15524 825720 X 04 524720 0 301000 GLEN BURNIE BANCORP COM 377407101 15 800 X 04 800 0 0 GLENBOROUGH RLTY TR INC COM 37803P105 16189 683100 X 04 456700 0 226400 GLOBAL IMAGING SYSTEMS COM 37934A100 391 20600 X 04 20600 0 0 GOLD BANC CORP INC COM 379907108 3640 331800 X 04 202600 0 129200 GOLDEN ENTERPRISES INC COM 381010107 1 300 X 04 300 0 0 GOLDEN ST VINTNERS INC COM 38121K208 18 6700 X 04 6700 0 0 GOLDEN WEST FINL CORP DEL COM 381317106 14 200 X 04 200 0 0 GOODRICH B F CO COM 382388106 2019 73900 X 04 39500 0 34400 GRACO INC COM 384109104 3525 140225 X 04 114450 0 25775 GRAFTECH INTL LTD COM 384313102 57 4600 X 04 4600 0 0 GRAHAM CORP COM 384556106 145 15800 X 04 7200 0 8600 GRAND CENT FINL CORP COM COM 38527S102 140 13700 X 04 13700 0 0 GRANITE ST BANKSHARES INC COM 387472103 3 100 X 04 100 0 0 GREAT AMERN FINL RES INC COM 389915109 2295 118900 X 04 88400 0 30500 GREAT ATLANTIC & PAC TEA INC COM 390064103 748 40000 X 04 35800 0 4200 GREAT LAKES CHEM CORP COM 390568103 101 3800 X 04 3800 0 0 GREAT LAKES REIT INC COM 390752103 387 20400 X 04 10600 0 9800 GREAT PEE DEE BANCORP INC COM 39115R100 2 200 X 04 200 0 0 GREEN MOUNTAIN PWR CORP COM 393154109 570 31400 X 04 24700 0 6700 GREENPOINT FINL CORP COM 395384100 736 15000 X 04 0 0 15000 GREIF BROS CORP COM 397624107 1701 50981 X 04 31265 0 19716 GREKA ENERGY CORP COM 397637109 205 35600 X 04 35600 0 0 GREY GLOBAL GROUP INC COM 39787M108 17226 24965 X 04 17100 0 7865 GRIFFON CORP COM 398433102 17282 954780 X 04 632550 0 322230 GROUP 1 AUTOMOTIVE INC COM 398905109 3155 82700 X 04 73500 0 9200 GROUP 1 SOFTWARE INC NEW COM 39943Y103 2501 180544 X 04 128773 0 51771 GTECH HLDGS CORP COM 400518106 24022 940580 X 04 636080 0 304500 GUARANTY BANCSHARES INC TEX COM 400764106 6 400 X 04 400 0 0 GUARANTY FINL CORP COM 401086103 29 2200 X 04 2200 0 0 GUARANTY FED BANCSHARES INC COM 40108P101 46 3300 X 04 3300 0 0 GUNDLE/SLT ENVIRONMENTAL INC COM 402809107 126 17100 X 04 17100 0 0 GYMBOREE CORP COM 403777105 3 200 X 04 200 0 0 H T E INC COM 403926108 166 35100 X 04 35100 0 0 HCA-HEALTHCARE CO COM 404119109 1045 22000 X 04 1100 0 20900 HF FINL CORP COM 404172108 79 6300 X 04 6300 0 0 HMN FINL INC COM 40424G108 313 16400 X 04 12600 0 3800 HPSC INC COM 404264103 1118 120900 X 04 94100 0 26800 HRPT PPTYS TR COM 40426W101 1186 134000 X 04 106400 0 27600 HABERSHAM BANCORP INC COM 404459109 1319 62800 X 04 50000 0 12800 HAEMONETICS CORP COM 405024100 26 900 X 04 900 0 0 HAGGAR CORP COM 405173105 1945 121200 X 04 75300 0 45900 HAMPSHIRE GROUP LTD COM 408859106 3735 162550 X 04 104050 0 58500 HANCOCK FABRICS INC COM 409900107 164 8800 X 04 8800 0 0 HANCOCK HLDG CO COM 410120109 438 6500 X 04 6500 0 0 HANCOCK JOHN FINL SVCS INC COM 41014S106 8346 237100 X 04 121600 0 115500 HANDLEMAN CO DEL COM 410252100 4325 298300 X 04 211600 0 86700 HANMI FINL CORP COM 410495105 1025 59783 X 04 27411 0 32372 HANOVER CAP MTG HLDGS INC COM 410761100 1103 134900 X 04 93600 0 41300 HARDINGE INC COM 412324303 2728 270900 X 04 203100 0 67800 HARLAND JOHN H CO COM 412693103 1151 40800 X 04 32600 0 8200 HARLEY DAVIDSON INC COM 412822108 3015 58800 X 04 46700 0 12100 HARLEYSVILLE GROUP INC COM 412824104 158 5700 X 04 2300 0 3400 HARMAN INTL INDS INC COM 413086109 4265 86600 X 04 64100 0 22500 HARRAHS ENTMT INC COM 413619107 2417 54500 X 04 32000 0 22500 HARRIS CORP DEL COM 413875105 37501 1034800 X 04 645400 0 389400 HARRODSBURG 1ST FINL BANCORP COM 415781103 209 18000 X 04 9500 0 8500 HARSCO CORP COM 415864107 12877 343380 X 04 211980 0 131400 HARTE-HANKS INC COM 416196103 77 3750 X 04 3750 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 30 500 X 04 500 0 0 HARVARD BIOSCIENCE INC COM 416906105 230 41100 X 04 35100 0 6000 HASBRO INC COM 418056107 18 1300 X 04 1300 0 0 HASTINGS ENTMT INC COM COM 418365102 599 82600 X 04 61900 0 20700 HAWAIIAN ELEC INDUSTRIES COM 419870100 8204 192800 X 04 142600 0 50200 HAWTHORNE FINL CORP COM 420542102 1066 32900 X 04 28400 0 4500 HEALTHCARE SVCS GRP INC COM 421906108 5883 380800 X 04 287100 0 93700 HEALTHSOUTH CORP COM 421924101 2144 167601 X 04 116300 0 51301 HEALTHCARE RLTY TR COM 421946104 10125 316400 X 04 279900 0 36500 HEALTH NET INC COM 42222G108 15362 573860 X 04 390160 0 183700 HEALTHTRONICS SURGICAL SVS I COM 42222L107 560 32000 X 04 32000 0 0 HECTOR COMMUNICATIONS CORP COM 422730101 493 41100 X 04 36500 0 4600 HEINZ H J CO COM 423074103 1196 29100 X 04 22000 0 7100 HELMERICH & PAYNE INC COM 423452101 1340 37500 X 04 8500 0 29000 HEMLOCK FED FINL CORP COM 423666106 371 13700 X 04 7900 0 5800 HERBALIFE INTL INC COM 426908307 0 1 X 04 0 0 1 HERCULES INC COM 427056106 3 300 X 04 300 0 0 HERITAGE FINL CORP WASH COM 42722X106 8 500 X 04 500 0 0 HERSHEY FOODS CORP COM 427866108 13 200 X 04 200 0 0 HEWLETT PACKARD CO COM 428236103 206 13500 X 04 6100 0 7400 HI-TECH PHARMACAL INC COM 42840B101 1267 126700 X 04 90300 0 36400 HIBERNIA CORP COM 428656102 11124 562100 X 04 365700 0 196400 HIGHWOODS PPTYS INC COM 431284108 17381 668500 X 04 431400 0 237100 HILLENBRAND INDS INC COM 431573104 3824 68100 X 04 30200 0 37900 HINGHAM INSTN SVGS MASS COM 433323102 815 27300 X 04 20600 0 6700 HOLLYWOOD CASINO CORP COM 436132203 3371 312100 X 04 161700 0 150400 HOLLYWOOD ENTMT CORP COM 436141105 1022 49400 X 04 47400 0 2000 HOLOGIC INC COM 436440101 7089 489900 X 04 343700 0 146200 HOME DEPOT INC COM 437076102 45226 1231300 X 04 568500 0 662800 HOME PPTYS N Y INC COM 437306103 23413 617100 X 04 404200 0 212900 HON INDS INC COM 438092108 610 22400 X 04 9000 0 13400 HONEYWELL INTL INC COM 438516106 134 3800 X 04 3800 0 0 HOOVERS INC COM 439321100 2 400 X 04 400 0 0 HORIZON FINL CORP WASH COM 44041F105 415 28189 X 04 8245 0 19944 HORIZON HEALTH CORP COM 44041Y104 4080 207100 X 04 156600 0 50500 HORIZON ORGANIC HOLDING COM 44043T103 74 4200 X 04 4200 0 0 HORMEL FOODS CORP COM 440452100 503 21000 X 04 0 0 21000 HOSPITALITY PPTYS TR COM 44106M102 2245 61500 X 04 26300 0 35200 HOST MARRIOTT CORP NEW COM 44107P104 344 30400 X 04 20600 0 9800 HOUSTON EXPL CO COM 442120101 119 4100 X 04 4100 0 0 HOVNANIAN ENTERPRISES INC COM 442487203 1346 37500 X 04 29200 0 8300 HOWELL CORP COM 443051107 2321 174539 X 04 132060 0 42479 HUB GROUP INC COM 443320106 27 2950 X 04 2450 0 500 HUDSON RIV BANCORP INC COM 444128102 656 24300 X 04 21900 0 2400 HUDSON UNITED BANCORP COM 444165104 1365 47810 X 04 47810 0 0 HUFFY CORP COM 444356109 956 110801 X 04 94301 0 16500 HUGHES SUPPLY INC COM 444482103 25831 575300 X 04 352500 0 222800 HUMANA INC COM 444859102 15232 974560 X 04 642160 0 332400 HUMBOLDT BANCORP COM 445069107 4541 270150 X 04 191850 0 78300 HUMMINGBIRD INC COM 44544R101 59 3000 X 04 0 0 3000 HUNT CORP COM 445591100 2142 197400 X 04 130900 0 66500 HUNTINGTON BANCSHARES INC COM 446150104 486 25000 X 04 0 0 25000 HURRICANE HYDROCARBONS LTD COM 44779E106 9 1000 X 04 0 0 1000 HUTCHINSON TECHNOLOGY INC COM 448407106 7843 501500 X 04 329700 0 171800 HUTTIG BLDG PRODS INC COM 448451104 2964 551900 X 04 380700 0 171200 HYDRIL CO COM 448774109 86 3200 X 04 3200 0 0 ICN PHARMACEUTICALS INC NEW COM 448924100 87 3600 X 04 3600 0 0 HYPERION SOLUTIONS CORP COM 44914M104 19411 1064353 X 04 759298 0 305055 IDX SYS CORP COM 449491109 8 600 X 04 600 0 0 ILX RESORTS INC COM 449661503 105 13700 X 04 8800 0 4900 ISTAR FINL INC COM 45031U101 47839 1678570 X 04 1062970 0 615600 ITLA CAP CORP COM 450565106 4866 163900 X 04 107700 0 56200 ITT EDUCATIONAL SERVICES INC COM 45068B109 10266 470900 X 04 348700 0 122200 IBERIABANK CORP COM 450828108 1022 25200 X 04 15800 0 9400 ITT INDS INC IND COM 450911102 10118 143315 X 04 51900 0 91415 IDACORP INC COM 451107106 22 800 X 04 800 0 0 IDEXX LABS INC COM 45168D104 937 36319 X 04 12138 0 24181 IKON OFFICE SOLUTIONS INC COM 451713101 169 18000 X 04 14900 0 3100 IMATION CORP COM 45245A107 31221 1049100 X 04 729300 0 319800 IMAGISTICS INTERNATIONAL INC COM 45247T104 164 7632 X 04 0 0 7632 IMMUCOR INC COM 452526106 5574 237500 X 04 170400 0 67100 IMMUNEX CORP NEW COM 452528102 89 4000 X 04 4000 0 0 IMPERIAL PKG CORP COM 453077109 365 15300 X 04 13300 0 2000 INCO LTD COM 453258402 326 14400 X 04 0 0 14400 INDEPENDENCE CMNTY BK CORP COM 453414104 41447 1442630 X 04 951930 0 490700 INDEPENDENCE FED SVGS BK COM 453432106 106 9020 X 04 9020 0 0 INDEPENDENCE HLDG CO NEW COM 453440307 1746 78160 X 04 61100 0 17060 INDEPENDENT BANK CORP MASS COM 453836108 11 500 X 04 500 0 0 INDEPENDENT BANK CORP MICH COM 453838104 3 102 X 04 62 0 40 INDYMAC BANCORP INC COM 456607100 1300 57300 X 04 55200 0 2100 INFINIUM SOFTWARE INC COM 45662Y109 2 300 X 04 300 0 0 INFORMATION RES INC COM 456905108 8451 900100 X 04 625700 0 274400 INSIGNIA FINL GROUP INC NEW COM 45767A105 6017 619080 X 04 419680 0 199400 INNKEEPERS USA TR COM 4576J0104 6672 696500 X 04 384600 0 311900 INSURANCE AUTO AUCTIONS INC COM 457875102 84 4300 X 04 4300 0 0 INTEL CORP COM 458140100 16385 896800 X 04 308400 0 588400 INTEGRITY INCORPORATED COM 45817Y103 41 6100 X 04 6100 0 0 INTER PARFUMS INC COM 458334109 367 52750 X 04 27175 0 25575 INTER TEL INC COM 458372109 9094 531500 X 04 379400 0 152100 INTERACTIVE DATA CORP COM 45840J107 2480 170300 X 04 154600 0 15700 INTERGRAPH CORP COM 458683109 18219 1044645 X 04 827045 0 217600 INTERGROUP CORP COM 458685104 222 14300 X 04 11600 0 2700 INTERLOTT TECHNOLOGIES INC COM 458764107 164 27800 X 04 17400 0 10400 INTERMET CORP COM 45881K104 461 42900 X 04 42900 0 0 INTERNATIONAL ALUM CORP COM 458884103 1335 65100 X 04 47800 0 17300 INTERNATIONAL BANCSHARES COR COM 459044103 7225 171049 X 04 111638 0 59411 INTERNATIONAL BUSINESS MACHS COM 459200101 1130 15700 X 04 11100 0 4600 INTERNATIONAL GAME TECHNOLOG COM 459902102 454 8000 X 04 300 0 7700 INTL PAPER CO COM 460146103 39 900 X 04 900 0 0 INTL SPECIALTY PRODS INC NEW COM 460337108 937 121700 X 04 75400 0 46300 INTERPORE INTL COM 46062W107 179 18500 X 04 18500 0 0 INTERPUBLIC GROUP COS INC COM 460690100 69 2800 X 04 2800 0 0 INTERSTATE BAKERIES CORP DEL COM 46072H108 23950 829300 X 04 579400 0 249900 INTERVEST BANCSHARES CORP COM 460927106 505 46300 X 04 37800 0 8500 INTERSTATE NATL DEALER SVCS COM 46102P104 270 48215 X 04 31815 0 16400 INTERTAN INC COM 461120107 233 20900 X 04 20900 0 0 INTUIT COM 461202103 651 13100 X 04 6400 0 6700 INVACARE CORP COM 461203101 15395 416070 X 04 275970 0 140100 INVIVO CORP COM 461858102 2438 163602 X 04 105402 0 58200 IOMEGA CORP COM 462030305 544 42300 X 04 26100 0 16200 IPSCO INC COM 462622101 378 23600 X 04 0 0 23600 IPSWICH BANCSHARES INC COM 462633108 14 700 X 04 700 0 0 IRWIN FINL CORP COM 464119106 9022 448860 X 04 324960 0 123900 ISCO INC COM 464268101 805 87100 X 04 63600 0 23500 ISRAMCO INC COM 465141406 72 20700 X 04 10200 0 10500 ITRON INC COM 465741106 4763 181580 X 04 113080 0 68500 JDN RLTY CORP COM 465917102 248 19800 X 04 19800 0 0 J & J SNACK FOODS CORP COM 466032109 5827 129600 X 04 101600 0 28000 JDA SOFTWARE GROUP INC COM 46612K108 10306 364700 X 04 278300 0 86400 J P MORGAN CHASE & CO COM 46625H100 8097 238700 X 04 136200 0 102500 JACK IN THE BOX INC COM 466367109 3 100 X 04 0 0 100 JACKSONVILLE BANCORP INC COM 469248108 1827 72800 X 04 48800 0 24000 JAKKS PAC INC COM 47012E106 19 1100 X 04 1100 0 0 JAMESON INNS INC COM 470457102 31 8800 X 04 8800 0 0 JEFFERIES GROUP INC NEW COM 472319102 202 4800 X 04 4200 0 600 JEFFERSON PILOT CORP COM 475070108 1852 39400 X 04 1600 0 37800 JO-ANN STORES INC COM 47758P109 76 2600 X 04 2600 0 0 JOHN NUVEEN CO COM 478035108 2172 84498 X 04 43398 0 41100 JOHNSON & JOHNSON COM 478160104 88293 1689500 X 04 693700 0 995800 JOHNSON CTLS INC COM 478366107 14347 175800 X 04 71700 0 104100 JOHNSON OUTDOORS INC COM 479167108 3951 234750 X 04 184550 0 50200 JONES APPAREL GROUP INC COM 480074103 34 900 X 04 900 0 0 JONES LANG LASALLE INC COM 48020Q107 10974 444300 X 04 352500 0 91800 JOS A BANK CLOTHIERS INC COM 480838101 2906 163100 X 04 116400 0 46700 JUNO LTG INC COM 482047206 21 2200 X 04 2200 0 0 KLA-TENCOR CORP COM 482480100 1553 35300 X 04 7800 0 27500 KPMG CONSULTING INC COM 48265R109 18850 1268510 X 04 817510 0 451000 K TRON INTL INC COM 482730108 831 53900 X 04 45900 0 8000 KAMAN CORP COM 483548103 597 35648 X 04 33948 0 1700 KANEB SERVICES LLC COM 484173109 6234 311700 X 04 222100 0 89600 KANKAKEE BANCORP INC COM 484243100 725 18350 X 04 15750 0 2600 KANSAS CITY LIFE INS CO COM 484836101 5105 132022 X 04 106730 0 25292 KATY INDS INC COM 486026107 106 20900 X 04 12400 0 8500 KAYDON CORP COM 486587108 54 2300 X 04 2300 0 0 KB HOME COM 48666K109 24210 470000 X 04 295900 0 174100 KELLOGG CO COM 487836108 29 800 X 04 800 0 0 KELLWOOD CO COM 488044108 7253 223160 X 04 102500 0 120660 KELLY SVCS INC COM 488152208 8977 332340 X 04 209140 0 123200 KENDLE INTERNATIONAL INC COM 48880L107 2492 183200 X 04 116300 0 66900 KENNAMETAL INC COM 489170100 3843 105000 X 04 99700 0 5300 KENNEDY-WILSON INC COM 489399204 157 29700 X 04 23100 0 6600 KEWAUNEE SCIENTIFIC CORP COM 492854104 768 74600 X 04 62500 0 12100 KEY PRODTN INC COM 493138101 216 11100 X 04 6200 0 4900 KEYCORP NEW COM 493267108 2907 106500 X 04 6900 0 99600 KEYNOTE SYS INC COM 493308100 75 10300 X 04 10300 0 0 KEYSPAN CORP COM 49337W100 2206 58600 X 04 10600 0 48000 KEYSTONE AUTOMOTIVE INDS INC COM 49338N109 1694 89000 X 04 72200 0 16800 KEYSTONE PPTY TR CORP COM 493596100 6223 392100 X 04 270300 0 121800 KFORCE COM INC COM 493732101 19 3200 X 04 2600 0 600 KIMBALL INTL INC COM 494274103 15074 919700 X 04 689900 0 229800 KIMBERLY CLARK CORP COM 494368103 17174 277000 X 04 90200 0 186800 KINGSWAY FINL SVCS INC COM 496904103 50 4400 X 04 0 0 4400 KIRBY CORP COM 497266106 592 24200 X 04 23200 0 1000 KLAMATH FIRST BANCORP INC COM 49842P103 1005 64100 X 04 27000 0 37100 KNAPE & VOGT MFG CO COM 498782101 279 22510 X 04 17670 0 4840 KNIGHT RIDDER INC COM 499040103 3091 49100 X 04 16100 0 33000 KNIGHT TRANSN INC COM 499064103 45 1950 X 04 1950 0 0 KOGER EQUITY INC COM 500228101 8174 423500 X 04 282200 0 141300 KOHLS CORP COM 500255104 1675 23900 X 04 8800 0 15100 KORN FERRY INTL COM 500643200 59 6500 X 04 6500 0 0 KRAFT FOODS INC COM 50075N104 41 1000 X 04 600 0 400 KRAMONT RLTY TR COM 50075Q107 1588 99300 X 04 40700 0 58600 KROLL INC COM 501049100 6166 293900 X 04 199700 0 94200 LSB FINL CORP COM 501925101 115 6200 X 04 5400 0 800 LNR PPTY CORP COM 501940100 2080 60300 X 04 56700 0 3600 LNB BANCORP INC COM 502100100 75 2856 X 04 2142 0 714 LSB CORP COM 50215P100 45 3300 X 04 3300 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 886 16400 X 04 7400 0 9000 LA Z BOY INC COM 505336107 15 600 X 04 600 0 0 LABONE INC NEW COM 50540L105 4229 162700 X 04 102800 0 59900 LABORATORY CORP AMER HLDGS COM 50540R409 1233 27000 X 04 27000 0 0 LACLEDE GROUP INC COM 505597104 345 14700 X 04 13700 0 1000 LAFARGE CORP COM 505862102 27557 783979 X 04 476279 0 307700 LAKELAND FINL CORP COM 511656100 20 700 X 04 700 0 0 LAKELAND INDS INC COM 511795106 904 81800 X 04 64700 0 17100 LAKES GAMING INC COM 51206P109 2055 304025 X 04 231725 0 72300 LAMSON & SESSIONS CO COM 513696104 34 8800 X 04 8800 0 0 LANCASTER COLONY CORP COM 513847103 5695 159700 X 04 97500 0 62200 LANCE INC COM 514606102 191 13100 X 04 12800 0 300 LANDAMERICA FINL GROUP INC COM 514936103 18216 578270 X 04 418970 0 159300 LANDRYS SEAFOOD RESTAURANTS COM 51508L103 16574 649700 X 04 434500 0 215200 LANDSTAR SYS INC COM 515098101 26509 248100 X 04 167900 0 80200 LASERSCOPE COM 518081104 1 300 X 04 300 0 0 LAWSON PRODS INC COM 520776105 77 2500 X 04 2500 0 0 LAYNE CHRISTENSEN CO COM 521050104 8 900 X 04 600 0 300 LEAR CORP COM 521865105 111 2400 X 04 2400 0 0 LECROY CORP COM 52324W109 55 4600 X 04 4600 0 0 LEE ENTERPRISES INC COM 523768109 2888 82500 X 04 76100 0 6400 LEESPORT FINANCIAL CORP COM 524477106 52 2665 X 04 2665 0 0 LENDINGTREE INC COM 52602Q105 4 300 X 04 300 0 0 LENNAR CORP COM 526057104 59652 974710 X 04 599410 0 375300 LENNOX INTL INC COM 526107107 30319 1685300 X 04 1171700 0 513600 LEXINGTON CORP PPTYS TR COM 529043101 10 600 X 04 600 0 0 LIBBEY INC COM 529898108 85 2500 X 04 2500 0 0 LIBERTY HOMES INC COM 530582204 14 2700 X 04 2700 0 0 LIBERTY PPTY TR COM 531172104 420 12000 X 04 10700 0 1300 LIFETIME HOAN CORP COM 531926103 1616 226400 X 04 164100 0 62300 LIFECORE BIOMEDICAL INC COM 532187101 3 300 X 04 300 0 0 LIFELINE SYS INC COM 532192101 3 100 X 04 100 0 0 LIGHTBRIDGE INC COM 532226107 140 16600 X 04 16600 0 0 LILLIAN VERNON CORP COM 532430105 792 113100 X 04 72100 0 41000 LIMITED INC COM 532716107 1779 83500 X 04 34100 0 49400 LINCOLN BANCORP IND COM 532879103 40 2300 X 04 2300 0 0 LINCOLN ELEC HLDGS INC COM 533900106 18378 683200 X 04 470900 0 212300 LINCOLN NATL CORP IND COM 534187109 298 7100 X 04 1200 0 5900 LINENS N THINGS INC COM 535679104 4009 122200 X 04 121400 0 800 LIPID SCIENCES INC ARIZ COM 53630P101 7 1406 X 04 840 0 566 LITHIA MTRS INC COM 536797103 436 16200 X 04 16200 0 0 LIZ CLAIBORNE INC COM 539320101 38570 1212900 X 04 742600 0 470300 LOCAL FINL CORP COM 539553107 2156 132200 X 04 79200 0 53000 LOCKHEED MARTIN CORP COM 539830109 6783 97600 X 04 2400 0 95200 LOEWS CORP COM 540424108 12389 233800 X 04 86100 0 147700 LONG ISLAND FINANCIAL CORP COM 542669106 230 11700 X 04 8400 0 3300 LONGS DRUG STORES CORP COM 543162101 19383 685160 X 04 523060 0 162100 LOUISIANA PAC CORP COM 546347105 1415 133600 X 04 106600 0 27000 LOWES COS INC COM 548661107 68 1500 X 04 1500 0 0 LOWRANCE ELECTRS INC COM 548900109 261 44700 X 04 39000 0 5700 LUBRIZOL CORP COM 549271104 10033 299500 X 04 180000 0 119500 LUFKIN INDS INC COM 549764108 5581 193300 X 04 132500 0 60800 LYDALL INC DEL COM 550819106 2120 139000 X 04 114700 0 24300 MAF BANCORP INC COM 55261R108 4243 112850 X 04 58050 0 54800 MBIA INC COM 55262C100 15274 270200 X 04 95800 0 174400 MBNA CORP COM 55262L100 6650 201100 X 04 1800 0 199300 MB FINANCIAL INC NEW COM 55264U108 1087 32500 X 04 19400 0 13100 M D C HLDGS INC COM 552676108 14585 280488 X 04 245868 0 34620 MEMC ELECTR MATLS INC COM 552715104 27 5600 X 04 5600 0 0 MFB CORP COM 55272D106 852 35817 X 04 27617 0 8200 MGIC INVT CORP WIS COM 552848103 325 4800 X 04 1400 0 3400 MIM CORP COM 553044108 1924 159100 X 04 140600 0 18500 M/I SCHOTTENSTEIN HOMES INC COM 55305B101 158 4200 X 04 1600 0 2600 MKS INSTRUMENT INC COM 55306N104 1676 83500 X 04 77400 0 6100 MTR GAMING GROUP INC COM 553769100 43 2600 X 04 2600 0 0 MTS SYS CORP COM 553777103 7555 602000 X 04 430300 0 171700 M-WAVE INC COM 554034108 333 91100 X 04 56800 0 34300 MACDERMID INC COM 554273102 516 24000 X 04 12800 0 11200 MACERICH CO COM 554382101 11703 377500 X 04 275100 0 102400 MACK CALI RLTY CORP COM 554489104 16447 467900 X 04 251300 0 216600 MACKIE DESIGNS INC COM 554541102 2 400 X 04 400 0 0 MADE2MANAGE SYS INC COM 556466100 271 57700 X 04 35400 0 22300 MAGNA ENTMT CORP COM 559211107 1310 187350 X 04 164050 0 23300 MAGNETEK INC COM 559424106 3603 363900 X 04 239200 0 124700 MAHASKA INVESTMENT CO COM 559809108 79 5621 X 04 5121 0 500 MAINE PUB SVC CO COM 560483109 522 17500 X 04 13300 0 4200 MANATRON INC COM 562048108 28 6800 X 04 6300 0 500 MANDALAY RESORT GROUP COM 562567107 5015 181900 X 04 160000 0 21900 MANITOWOC INC COM 563571108 60 1700 X 04 1700 0 0 MAPICS INC COM 564910107 2 400 X 04 400 0 0 MANUFACTURERS SVCS LTD COM 565005105 126 26100 X 04 26100 0 0 MARATHON OIL CORP COM 565849106 14021 517000 X 04 256900 0 260100 MARCUS CORP COM 566330106 709 42600 X 04 39000 0 3600 MARINE PRODS CORP COM 568427108 143 12300 X 04 12300 0 0 MARITRANS INC COM 570363101 1638 121800 X 04 56760 0 65040 MARKWEST HYDROCARBON INC COM 570762104 533 74900 X 04 65600 0 9300 MARSH & MCLENNAN COS INC COM 571748102 20672 214000 X 04 109400 0 104600 MARSH SUPERMARKETS INC COM 571783307 162 10600 X 04 10600 0 0 MARSHALL & ILSLEY CORP COM 571834100 155 5000 X 04 5000 0 0 MARTEN TRANS LTD COM 573075108 1078 53900 X 04 37600 0 16300 MASCO CORP COM 574599106 919 33900 X 04 33900 0 0 MASSBANK CORP READ MASS COM 576152102 2421 68442 X 04 48143 0 20299 MASTEC INC COM 576323109 1 200 X 04 200 0 0 MATRIX BANCORP INC COM 576819106 71 6300 X 04 6300 0 0 MATRIX SVC CO COM 576853105 901 105790 X 04 77690 0 28100 MATTEL INC COM 577081102 186 8800 X 04 8800 0 0 MAXCOR FINL GROUP INC COM 57772G100 1405 239700 X 04 174200 0 65500 MAXIM INTEGRATED PRODS INC COM 57772K101 2074 54100 X 04 10300 0 43800 MAY DEPT STORES CO COM 577778103 16 500 X 04 500 0 0 MAX & ERMAS RESTAURANTS INC COM 577903107 397 27700 X 04 22100 0 5600 MAYFLOWER CO-OPERATIVE BK MA COM 578330102 21 1400 X 04 200 0 1200 MAYNARD OIL CO COM 578444101 1055 62580 X 04 38560 0 24020 MAYS J W INC COM 578473100 725 55800 X 04 47200 0 8600 MAYTAG CORP COM 578592107 2482 58200 X 04 33200 0 25000 MCCORMICK & CO INC COM 579780206 129 5000 X 04 5000 0 0 MCDERMOTT INTL INC COM 580037109 6738 831800 X 04 533900 0 297900 MCDONALDS CORP COM 580135101 393 13800 X 04 6100 0 7700 MCGRAW HILL COS INC COM 580645109 1361 22800 X 04 13500 0 9300 MCRAE INDS INC COM 582757209 590 79700 X 04 58600 0 21100 MEDCATH CORP COM 58404W109 9564 559295 X 04 391695 0 167600 MEDIA GEN INC COM 584404107 31038 517300 X 04 341300 0 176000 MEDICAL ACTION INDS INC COM 58449L100 4 300 X 04 300 0 0 MEDICIS PHARMACEUTICAL CORP COM 584690309 81 1900 X 04 1900 0 0 MEDIWARE INFORMATION SYS INC COM 584946107 107 13800 X 04 13800 0 0 MEDTOX SCIENTIFIC INC COM 584977201 20 1959 X 04 1719 0 240 MEDSTONE INTL INC NEW COM 58505C101 728 144100 X 04 114900 0 29200 MEGO FINL CORP COM 585162308 51 14500 X 04 14100 0 400 MENS WEARHOUSE INC COM 587118100 163 6400 X 04 6400 0 0 MENTOR CORP MINN COM 587188103 11819 321954 X 04 271054 0 50900 MENTOR GRAPHICS CORP COM 587200106 127 8900 X 04 8900 0 0 MERCANTILE BANK CORP COM 587376104 0 17 X 04 17 0 0 MERCANTILE BANKSHARES CORP COM 587405101 488 11900 X 04 11900 0 0 MERCHANTS GROUP INC COM 588539106 41 1700 X 04 600 0 1100 MERCK & CO INC COM 589331107 4438 87646 X 04 21800 0 65846 MERIDIAN BIOSCIENCE INC COM 589584101 595 86200 X 04 67700 0 18500 MERIDIAN MED TECHNOLOGIES IN COM 589658103 94 2600 X 04 2600 0 0 MERIT MED SYS INC COM 589889104 5 250 X 04 250 0 0 MERIDIAN GOLD INC COM 589975101 1428 89000 X 04 84800 0 4200 MERGE TECHNOLOGIES INC COM 589981109 28 4100 X 04 4100 0 0 MERITAGE CORP COM 59001A102 5222 114400 X 04 80800 0 33600 MERRILL LYNCH & CO INC COM 590188108 65 1600 X 04 1600 0 0 MERRY LAND PROPERTIES INC COM 590441101 623 62500 X 04 41100 0 21400 MESA AIR GROUP INC COM 590479101 5 500 X 04 500 0 0 MESA LABS INC COM 59064R109 129 21300 X 04 15000 0 6300 MESTEK INC COM 590829107 378 19800 X 04 13200 0 6600 MET PRO CORP COM 590876306 36 2500 X 04 2500 0 0 METHANEX CORP COM 59151K108 364 44100 X 04 0 0 44100 METLIFE INC COM 59156R108 8983 311900 X 04 142100 0 169800 METROCORP BANCSHARES INC COM 591650106 50 4000 X 04 2900 0 1100 METROLOGIC INSTRS INC COM 591676101 527 81100 X 04 50800 0 30300 MICHAELS STORES INC COM 594087108 12761 327200 X 04 248800 0 78400 MICROSOFT CORP COM 594918104 2462 45000 X 04 32600 0 12400 MICROCHIP TECHNOLOGY INC COM 595017104 7927 289000 X 04 92850 0 196150 MICRON TECHNOLOGY INC COM 595112103 528 26100 X 04 -300 0 26400 MID-AMER APT CMNTYS INC COM 59522J103 238 8900 X 04 8700 0 200 MID ATLANTIC MED SVCS INC COM 59523C107 7126 227300 X 04 148000 0 79300 MIDAS GROUP INC COM 595626102 3293 265600 X 04 238400 0 27200 MIDDLEBY CORP COM 596278101 1492 157000 X 04 127800 0 29200 MIDDLETON DOLL COMPANY COM 59669P102 542 87350 X 04 66000 0 21350 MIDLAND CO COM 597486109 1837 36400 X 04 25900 0 10500 MIDWEST EXPRESS HLDGS INC COM 597911106 71 5400 X 04 5400 0 0 MIDSOUTH BANCORP INC COM 598039105 13 1000 X 04 1000 0 0 MIDWAY GAMES INC COM 598148104 51 6000 X 04 6000 0 0 MIDWEST GRAIN PRODS INC COM 59832G104 1307 100600 X 04 66100 0 34500 MINE SAFETY APPLIANCES CO COM 602720104 16234 405840 X 04 271240 0 134600 MINERALS TECHNOLOGIES INC COM 603158106 11329 229700 X 04 177700 0 52000 MINUTEMAN INTL INC COM 604540104 907 93200 X 04 60100 0 33100 MISONIX INC COM 604871103 986 156800 X 04 81400 0 75400 MITY ENTERPRISES INC COM 606850105 388 35300 X 04 32500 0 2800 MODTECH HLDGS INC COM 60783C100 1435 114000 X 04 92600 0 21400 MOHAWK INDS INC COM 608190104 15346 249400 X 04 127300 0 122100 MONARCH CASINO & RESORT INC COM 609027107 4 300 X 04 300 0 0 MONDAVI ROBERT CORP COM 609200100 3026 88400 X 04 71500 0 16900 MONRO MUFFLER BRAKE INC COM 610236101 1747 76800 X 04 50300 0 26500 MONSANTO CO NEW COM 61166W101 1077 60500 X 04 54200 0 6300 MONTEREY BAY BANCORP INC COM 61239H107 59 3250 X 04 3250 0 0 MOODYS CORP COM 615369105 3622 72800 X 04 55100 0 17700 MOORE LTD COM 615785102 1006 87600 X 04 0 0 87600 MOORE MED CORP COM 615799103 81 10800 X 04 3800 0 7000 MOSSIMO INC COM 619696107 4 400 X 04 400 0 0 MOTHERS WK INC COM 619903107 114 2900 X 04 2900 0 0 MOTOROLA INC COM 620076109 486 33300 X 04 27200 0 6100 MOVADO GROUP INC COM 624580106 5777 229700 X 04 146100 0 83600 MOVIE GALLERY INC COM 624581104 2879 136300 X 04 90375 0 45925 MUELLER PAUL CO COM 624752101 266 8300 X 04 4800 0 3500 MUELLER INDS INC COM 624756102 5039 158710 X 04 137110 0 21600 MULTIMEDIA GAMES INC COM 625453105 70 3200 X 04 1900 0 1300 MUNICIPAL MTG & EQUITY L L C COM 62624B101 2749 105100 X 04 86300 0 18800 MUTUALFIRST FINL INC COM 62845B104 52 2700 X 04 2700 0 0 MYERS INDS INC COM 628464109 552 32200 X 04 31800 0 400 MYKROLIS CORP COM 62852P103 9089 769600 X 04 513200 0 256400 MYLAN LABS INC COM 628530107 20754 662000 X 04 449600 0 212400 MYSTIC FINL INC COM 628643108 142 8400 X 04 8400 0 0 NBTY INC COM 628782104 4709 304190 X 04 262290 0 41900 NCI BUILDING SYS INC COM 628852105 260 14600 X 04 14500 0 100 NCO GROUP INC COM 628858102 16838 773100 X 04 540300 0 232800 NCO PORTFOLIO MANAGEMENT INC COM 62885J108 18 2500 X 04 500 0 2000 NCRIC GROUP INC COM 628866105 17 1600 X 04 0 0 1600 NCR CORP NEW COM 62886E108 8390 242500 X 04 127300 0 115200 NSD BANCORP INC COM 62938D108 13 600 X 04 600 0 0 NUI CORP COM 629431107 2241 81500 X 04 64800 0 16700 NWH INC COM 62946E106 1 100 X 04 100 0 0 NYMAGIC INC COM 629484106 288 18900 X 04 18400 0 500 NABI BIOPHARMACEUTICALS COM 629519109 60 11100 X 04 11100 0 0 NAM TAI ELECTRS INC COM 629865205 6283 318600 X 04 209200 0 109400 NAPCO SEC SYS INC COM 630402105 798 112400 X 04 68900 0 43500 NARA BANCORP INC COM 63080P105 2987 129797 X 04 88509 0 41288 NASHUA CORP COM 631226107 1213 170800 X 04 117800 0 53000 NATCO GROUP INC COM 63227W203 2145 246500 X 04 206200 0 40300 NATIONAL BANKSHARES INC VA COM 634865109 27 1000 X 04 1000 0 0 NATIONAL BEVERAGE CORP COM 635017106 249 17800 X 04 17800 0 0 NATIONAL CITY CORP COM 635405103 40 1200 X 04 1200 0 0 NATIONAL DENTEX CORP COM 63563H109 140 5800 X 04 5800 0 0 NATIONAL FUEL GAS CO N J COM 636180101 11221 498500 X 04 358700 0 139800 NATIONAL GOLF PPTYS INC COM 63623G109 238 27800 X 04 27800 0 0 NATIONAL HOME HEALTH CARE CO COM 636380107 706 58606 X 04 47100 0 11506 NATIONAL-OILWELL INC COM 637071101 495 23500 X 04 23500 0 0 NATIONAL SEC GROUP INC COM 637546102 502 34120 X 04 26340 0 7780 NATIONAL SEMICONDUCTOR CORP COM 637640103 1196 41000 X 04 25800 0 15200 NATIONAL WESTN LIFE INS CO COM 638522102 11987 104280 X 04 70680 0 33600 NATIONWIDE FINL SVCS INC COM 638612101 2982 75500 X 04 39900 0 35600 NATURES SUNSHINE PRODUCTS IN COM 639027101 128 11300 X 04 11300 0 0 NAUTICA ENTERPRISES INC COM 639089101 12 900 X 04 900 0 0 NAUTILUS GROUP INC COM 63910B102 31096 1016212 X 04 693738 0 322474 NAVISTAR INTL CORP NEW COM 63934E108 166 5200 X 04 5200 0 0 NAVIGANT INTL INC COM 63935R108 6470 418200 X 04 264000 0 154200 NDCHEALTH CORP COM 639480102 1423 51000 X 04 32900 0 18100 NEIMAN MARCUS GROUP INC COM 640204202 1051 30300 X 04 30300 0 0 NELSON THOMAS INC COM 640376109 3861 365600 X 04 228000 0 137600 NEOWARE SYS INC COM 64065P102 15 1300 X 04 1300 0 0 NETWORKS ASSOCS INC COM 640938106 23 1200 X 04 1200 0 0 NETWORK EQUIP TECHNOLOGIES COM 641208103 1862 433000 X 04 279700 0 153300 NEW BRUNSWICK SCIENTIFIC INC COM 642876106 1472 210226 X 04 140872 0 69354 NEW CENTURY FINANCIAL CORP COM 64352D101 2993 85600 X 04 58800 0 26800 NEW ENGLAND BUSINESS SVC INC COM 643872104 231 9200 X 04 3100 0 6100 NEW HAMPSHIRE THRIFT BANCSHS COM 644722100 542 30300 X 04 22300 0 8000 NEW HORIZONS WORLDWIDE INC COM 645526104 47 4600 X 04 4600 0 0 NEW PLAN EXCEL RLTY TR INC COM 648053106 94 4500 X 04 4500 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 10469 386326 X 04 188026 0 198300 NEW YORK TIMES CO COM 650111107 15 300 X 04 300 0 0 NEWELL RUBBERMAID INC COM 651229106 18 500 X 04 500 0 0 NEWFIELD EXPL CO COM 651290108 160 4300 X 04 4200 0 100 NEWMIL BANCORP INC COM 651633109 32 1600 X 04 1000 0 600 NEXEN INC COM 65334H102 55 2000 X 04 0 0 2000 NICOR INC COM 654086107 4113 89900 X 04 43900 0 46000 NIKE INC COM 654106103 1432 26700 X 04 26000 0 700 99 CENTS ONLY STORES COM 65440K106 103 4000 X 04 4000 0 0 NISOURCE INC COM 65473P105 867 39700 X 04 25700 0 14000 NOBEL LEARNING CMNTYS INC COM 654889104 238 41100 X 04 33800 0 7300 NOBLE INTL LTD COM 655053106 812 76200 X 04 66600 0 9600 NOLAND CO COM 655286102 1837 67570 X 04 51670 0 15900 NORDSON CORP COM 655663102 1371 55600 X 04 37800 0 17800 NORFOLK SOUTHERN CORP COM 655844108 16 700 X 04 700 0 0 NORSTAN INC COM 656535101 22 5600 X 04 5600 0 0 NORTECH SYS INC COM 656553104 624 68900 X 04 51000 0 17900 NORTEK INC COM 656559101 2751 61000 X 04 14500 0 46500 NORTEL NETWORKS CORP NEW COM 656568102 22 15100 X 04 0 0 15100 NORTH BANCSHARES INC COM 657467106 4 300 X 04 300 0 0 NORTH CENT BANCSHARES INC COM 658418108 815 28900 X 04 21500 0 7400 NORTH CTRY FINL CORP COM 658788104 6 700 X 04 700 0 0 NORTH VALLEY BANCORP COM 66304M105 490 30600 X 04 26400 0 4200 NORTHEAST BANCORP COM 663904100 206 14200 X 04 10100 0 4100 NORTHEAST PA FINL CORP COM 663905107 154 9200 X 04 6700 0 2500 NORTHEAST IND BANCORP INC COM 664196102 233 15070 X 04 12710 0 2360 NORTHEAST UTILS COM 664397106 33929 1803780 X 04 1055380 0 748400 NORTHERN TECH INTL CORP COM 665809109 0 100 X 04 100 0 0 NORTHRIM BANCORP INC COM 666762109 220 15384 X 04 8854 0 6530 NORTHROP GRUMMAN CORP COM 666807102 5100 40800 X 04 100 0 40700 NORTHWAY FINL INC COM 667270102 1151 40400 X 04 27100 0 13300 NORTHWEST NAT GAS CO COM 667655104 2795 97200 X 04 91900 0 5300 NORTHWEST PIPE CO COM 667746101 66 2800 X 04 2800 0 0 NORWOOD FINANCIAL CORP COM 669549107 29 1000 X 04 1000 0 0 NOVASTAR FINL INC COM 669947400 6910 193300 X 04 113800 0 79500 NUANCE COMMUNICATIONS INC COM 669967101 48 11600 X 04 11600 0 0 NOVELLUS SYS INC COM 670008101 374 11000 X 04 4300 0 6700 NOVOSTE CORP COM 67010C100 1 300 X 04 300 0 0 NUEVO ENERGY CO COM 670509108 19 1200 X 04 1200 0 0 NUTRACEUTICAL INTL CORP COM 67060Y101 946 139180 X 04 127580 0 11600 O CHARLEYS INC COM 670823103 306 12100 X 04 12100 0 0 OGE ENERGY CORP COM 670837103 94 4100 X 04 4100 0 0 O I CORP COM 670841105 98 19500 X 04 13600 0 5900 OCCIDENTAL PETE CORP DEL COM 674599105 2672 89100 X 04 2300 0 86800 OCEANEERING INTL INC COM 675232102 14823 549000 X 04 354900 0 194100 OCEANFIRST FINL CORP COM 675234108 2173 90000 X 04 42300 0 47700 OCTEL CORP COM 675727101 4560 179900 X 04 107300 0 72600 OCULAR SCIENCES INC COM 675744106 5409 204100 X 04 126800 0 77300 OCWEN FINL CORP COM 675746101 30 5400 X 04 5400 0 0 ODYSSEY RE HLDGS CORP COM 67612W108 1974 113500 X 04 93700 0 19800 OFFICE DEPOT INC COM 676220106 13873 825800 X 04 367800 0 458000 OFFICEMAX INC COM 67622M108 568 96500 X 04 40000 0 56500 OHIO ART CO COM 677143109 404 31100 X 04 21000 0 10100 OHIO CAS CORP COM 677240103 14791 707700 X 04 390500 0 317200 OIL DRI CORP AMER COM 677864100 373 44600 X 04 24900 0 19700 OIL STS INTL INC COM 678026105 3947 331700 X 04 233000 0 98700 OLD DOMINION FGHT LINES INC COM 679580100 3630 241200 X 04 165400 0 75800 OLD REP INTL CORP COM 680223104 24504 777900 X 04 456600 0 321300 OLIN CORP COM 680665205 40 1800 X 04 1800 0 0 OLYMPIC STEEL INC COM 68162K106 923 153800 X 04 81000 0 72800 OMNICARE INC COM 681904108 1864 71000 X 04 71000 0 0 OMNICOM GROUP INC COM 681919106 14 300 X 04 300 0 0 ONE LIBERTY PPTYS INC COM 682406103 1070 71800 X 04 50300 0 21500 1 800 FLOWERS COM COM 68243Q106 1022 91600 X 04 52200 0 39400 ONEOK INC NEW COM 682680103 20927 953400 X 04 698800 0 254600 ONYX ACCEP CORP COM 682914106 395 96300 X 04 69900 0 26400 OPINION RESH CORP COM 683755102 837 142600 X 04 103900 0 38700 ORBITAL SCIENCES CORP WTS 685564130 1 251 X 04 251 0 0 OREGON TRAIL FINL CORP COM 685932105 138 7300 X 04 3800 0 3500 ORIENTAL FINL GROUP INC COM 68618W100 79 3100 X 04 3000 0 100 ORLEANS HOMEBUILDERS INC COM 686588104 3209 375300 X 04 248500 0 126800 ORTHOLOGIC CORP COM 68750J107 816 147500 X 04 115900 0 31600 OSHKOSH B GOSH INC COM 688222207 1318 30300 X 04 16800 0 13500 OSTEOTECH INC COM 688582105 123 16700 X 04 16700 0 0 OUTBACK STEAKHOUSE INC COM 689899102 1390 39600 X 04 26800 0 12800 OUTLOOK GROUP CORP COM 690113105 452 103600 X 04 86800 0 16800 OVERLAND DATA INC COM 690213103 2398 145500 X 04 124200 0 21300 OXFORD HEALTH PLANS INC COM 691471106 1189 25600 X 04 25600 0 0 OXFORD INDS INC COM 691497309 2386 85200 X 04 50600 0 34600 P & F INDS INC COM 692830508 564 82100 X 04 50500 0 31600 P A M TRANSN SVCS INC COM 693149106 4900 204000 X 04 118200 0 85800 P C CONNECTION COM 69318J100 58 14100 X 04 14100 0 0 PC-TEL INC COM 69325Q105 149 22000 X 04 22000 0 0 PDF SOLUTIONS INC COM 693282105 67 9200 X 04 9200 0 0 PG&E CORP COM 69331C108 10260 573500 X 04 245900 0 327600 PFF BANCORP INC COM 69331W104 7905 205860 X 04 132760 0 73100 PICO HLDGS INC COM 693366205 421 25400 X 04 23400 0 2000 PMA CAP CORP COM 693419202 40 1900 X 04 1900 0 0 PNC FINL SVCS GROUP INC COM 693475105 8234 157500 X 04 118400 0 39100 PNM RESOURCES INC COM COM 69349H107 7108 293700 X 04 195800 0 97900 PPG INDS INC COM 693506107 19 300 X 04 300 0 0 PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 11 900 X 04 900 0 0 PSB BANCORP INC COM 693604100 385 49300 X 04 41400 0 7900 PS BUSINESS PKS INC CALIF COM 69360J107 4470 127900 X 04 60600 0 67300 PVF CAPITAL CORP COM 693654105 70 5800 X 04 5800 0 0 PSS WORLD MED INC COM 69366A100 85 10500 X 04 10500 0 0 PACCAR INC COM 693718108 1052 23700 X 04 0 0 23700 PACER TECHNOLOGY COM 693905200 106 23100 X 04 17200 0 5900 PACIFIC CAP BANCORP NEW COM 69404P101 169 7066 X 04 7066 0 0 PACIFIC CREST CAP INC COM 694166109 110 3944 X 04 3744 0 200 PACIFICARE HEALTH SYS DEL COM 695112102 4145 152385 X 04 115185 0 37200 PACKAGING CORP AMER COM 695156109 782 39300 X 04 36800 0 2500 PACTIV CORP COM 695257105 16434 690500 X 04 302800 0 387700 PAMRAPO BANCORP INC COM 697738102 89 6000 X 04 3800 0 2200 PAN PACIFIC RETAIL PPTYS INC COM 69806L104 1808 52900 X 04 21200 0 31700 PANERA BREAD CO COM 69840W108 5177 150200 X 04 144400 0 5800 PANHANDLE ROYALTY CO COM 698477106 18 1300 X 04 1300 0 0 PAPA JOHNS INTL INC COM 698813102 137 4100 X 04 4100 0 0 PAR TECHNOLOGY CORP COM COM 698884103 181 33100 X 04 29700 0 3400 PAREXEL INTL CORP COM 699462107 8563 615600 X 04 429300 0 186300 PARK BANCORP INC COM 700164106 513 24500 X 04 21400 0 3100 PARK ELECTROCHEMICAL CORP COM 700416209 69 2600 X 04 2600 0 0 PARK PL ENTMT CORP COM 700690100 94 9200 X 04 0 0 9200 PARKVALE FINL CORP COM 701492100 410 14300 X 04 8100 0 6200 PARKWAY PPTYS INC COM 70159Q104 10150 279000 X 04 186900 0 92100 PATINA OIL & GAS CORP COM 703224105 5204 189722 X 04 124750 0 64972 PATRICK INDS INC COM 703343103 558 64300 X 04 40400 0 23900 PATRIOT BANK CORP PA COM 70335P103 222 15800 X 04 10700 0 5100 PATRIOT NATL BANCORP INC COM 70336F104 241 28900 X 04 24700 0 4200 PATRIOT TRANSN HLDG INC COM 70337B102 140 5400 X 04 5000 0 400 PATTERSON DENTAL CO COM 703412106 171 3400 X 04 3400 0 0 PAYLESS SHOESOURCE INC COM 704379106 104 1800 X 04 1800 0 0 PEABODY ENERGY CORP COM 704549104 12743 450300 X 04 276800 0 173500 PEDIATRIX MED GROUP COM 705324101 908 36300 X 04 36300 0 0 PEERLESS MFG CO COM 705514107 1652 97200 X 04 67700 0 29500 PEGASYSTEMS INC COM 705573103 5 600 X 04 600 0 0 PELICAN FINL INC COM 705808103 1364 141300 X 04 90100 0 51200 PEGASUS SOLUTIONS INC COM 705906105 11 600 X 04 600 0 0 PEMCO AVIATION INC COM 706444106 2720 117000 X 04 94700 0 22300 PENFORD CORP COM 707051108 4145 229000 X 04 159900 0 69100 PENN NATL GAMING INC COM 707569109 15 800 X 04 800 0 0 PENNFED FINL SVCS INC COM 708167101 951 34100 X 04 14800 0 19300 PENTAIR INC COM 709631105 9159 190500 X 04 97900 0 92600 PEOPLES BANCORP AUBURN IND COM 709788103 22 1200 X 04 1200 0 0 PEOPLES BANCTRUST INC COM 709796106 656 48680 X 04 30300 0 18380 PEOPLES CMNTY BANCORP INC COM 71086E107 411 20286 X 04 14286 0 6000 PEOPLES ENERGY CORP COM 711030106 4700 128900 X 04 79900 0 49000 PEPSI BOTTLING GROUP INC COM 713409100 3271 106200 X 04 53900 0 52300 PEPSIAMERICAS INC COM 71343P200 2071 138600 X 04 72400 0 66200 PEPSICO INC COM 713448108 52201 1083000 X 04 429400 0 653600 PER-SE TECHNOLOGIES INC COM 713569309 2005 218000 X 04 133000 0 85000 PERRIGO CO COM 714290103 27370 2105380 X 04 1489980 0 615400 PETROCORP INC COM 71645N101 304 31700 X 04 25700 0 6000 PETROLEUM DEV CORP COM 716578109 1275 215300 X 04 155600 0 59700 PETROLEUM HELICOPTERS INC COM 716604202 287 9800 X 04 9800 0 0 PETSMART INC COM 716768106 3373 210300 X 04 201300 0 9000 PFIZER INC COM 717081103 38745 1107000 X 04 496100 0 610900 PHARMACEUTICAL RES INC COM 717125108 47 1700 X 04 1700 0 0 PHARMACIA CORP COM 71713U102 13063 348803 X 04 192503 0 156300 PHELPS DODGE CORP COM 717265102 119 2900 X 04 0 0 2900 PHILIP MORRIS COS INC COM 718154107 67713 1550200 X 04 584600 0 965600 PHILLIPS PETE CO COM 718507106 41 700 X 04 700 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 4532 290500 X 04 235400 0 55100 PHOENIX COS INC NEW COM 71902E109 3628 197709 X 04 70300 0 127409 PHOENIX TECHNOLOGY LTD COM 719153108 61 6100 X 04 6100 0 0 PHOTON DYNAMICS INC COM 719364101 81 2700 X 04 2700 0 0 PHOTRONICS INC COM 719405102 15938 841502 X 04 605200 0 236302 PIER 1 IMPORTS INC COM 720279108 2909 138500 X 04 119700 0 18800 PILGRIMS PRIDE CORP COM 721467108 85 6100 X 04 6100 0 0 PINNACLE BANCSHARES INC COM 722903101 73 6700 X 04 2700 0 4000 PINNACLE WEST CAP CORP COM 723484101 4151 105100 X 04 38600 0 66500 PITNEY BOWES INC COM 724479100 7789 196100 X 04 54000 0 142100 PITTSTON CO COM 725701106 15704 654334 X 04 500415 0 153919 PLAN VISTA CORP COM 72701P105 9 2600 X 04 2600 0 0 PLAYBOY ENTERPRISES INC COM 728117201 78 6800 X 04 0 0 6800 PLAYTEX PRODS INC COM 72813P100 60 4600 X 04 4600 0 0 POCAHONTAS BANCORP INC COM 730234101 690 66820 X 04 46920 0 19900 POGO PRODUCING CO COM 730448107 3373 103400 X 04 99800 0 3600 POINTE FINANCIAL CORP COM 73084P100 18 1200 X 04 1200 0 0 POLARIS INDS INC COM 731068102 3146 48400 X 04 42700 0 5700 POLO RALPH LAUREN CORP COM 731572103 605 27000 X 04 27000 0 0 POLYONE CORP COM 73179P106 5860 520900 X 04 389300 0 131600 POMEROY COMPUTER RES COM 731822102 5564 381600 X 04 254200 0 127400 POTOMAC ELEC PWR CO COM 737679100 19457 905800 X 04 637200 0 268600 PRTIR INC COM 74005P104 46 800 X 04 600 0 200 PRE PAID LEGAL SVCS INC COM 740065107 32 1600 X 04 1600 0 0 PRECISION DRILLING CORP COM 74022D100 108 3100 X 04 0 0 3100 PREMIER BANCORP INC PA COM 74046J109 13 1100 X 04 500 0 600 PRENTISS PPTYS TR COM 740706106 24136 760201 X 04 524701 0 235500 PRESIDENTIAL RLTY CORP NEW COM 741004204 223 34300 X 04 23400 0 10900 PRIDE INTL INC DEL COM 74153Q102 147 9400 X 04 9400 0 0 PRIMEENERGY CORP COM 74158E104 130 16200 X 04 12300 0 3900 PRIME HOSPITALITY CORP COM 741917108 8935 687800 X 04 401200 0 286600 PRINCETON NATL BANCORP INC COM 742282106 52 2750 X 04 2750 0 0 PRINTRONIX INC COM 742578107 1503 120200 X 04 85300 0 34900 PROBUSINESS SERVICES INC COM 742674104 57 3900 X 04 3900 0 0 PROASSURANCE CORP COM 74267C106 1392 79100 X 04 64400 0 14700 PROCTER & GAMBLE CO COM 742718109 38848 435031 X 04 177400 0 257631 PROGRESS ENERGY INC COM 743263105 16 300 X 04 300 0 0 PROGRESS FINL CORP COM 743266108 1163 119397 X 04 93797 0 25600 PROGRESS SOFTWARE CORP COM 743312100 419 28400 X 04 28400 0 0 PROGRESSIVE CORP OHIO COM 743315103 2840 49100 X 04 20400 0 28700 PROPHET 21 INC COM 743459109 366 30538 X 04 30538 0 0 PROQUEST COMPANY COM 74346P102 14 400 X 04 400 0 0 PROTECTIVE LIFE CORP COM 743674103 5210 157400 X 04 123300 0 34100 PROVIDENCE & WORCEST COM COM 743737108 19 2300 X 04 2300 0 0 PROVIDENT BANKSHARES CORP COM 743859100 1474 62205 X 04 28635 0 33570 PROVIDENT FINL GROUP INC COM 743866105 10000 344700 X 04 203900 0 140800 PROVIDENT FINL HLDGS INC COM 743868101 3673 109305 X 04 69005 0 40300 PUBLIC SVC ENTERPRISE GROUP COM 744573106 394 9100 X 04 9100 0 0 PUBLIC STORAGE INC COM 74460D109 1150 31000 X 04 28400 0 2600 PULTE CORP COM 745867101 12860 223736 X 04 117544 0 106192 QCR HOLDINGS INC COM 74727A104 355 24000 X 04 19800 0 4200 Q E P INC COM 74727K102 167 39188 X 04 29563 0 9625 QUAKER CHEM CORP COM 747316107 1178 48100 X 04 33400 0 14700 QUAKER CITY BANCORP INC COM 74731K106 2761 66662 X 04 48787 0 17875 QUAKER FABRIC CORP NEW COM 747399103 403 25972 X 04 19872 0 6100 QUALITY SYS INC COM 747582104 824 48900 X 04 46100 0 2800 QUANEX CORP COM 747620102 18437 421900 X 04 283300 0 138600 QUEBECOR WORLD INC COM 748203106 606 22500 X 04 0 0 22500 QUEST DIAGNOSTICS INC COM 74834L100 1170 13600 X 04 13200 0 400 QUESTAR CORP COM 748356102 472 19100 X 04 -6800 0 25900 QUIDEL CORP COM 74838J101 581 84325 X 04 83925 0 400 QUINTILES TRANSNATIONAL CORP COM 748767100 28857 2310426 X 04 1411022 0 899404 R & B INC COM 749124103 770 89000 X 04 77900 0 11100 R & G FINANCIAL CORP COM 749136107 6596 278200 X 04 161900 0 116300 RCM TECHNOLOGIES INC COM 749360400 54 10700 X 04 7700 0 3000 RGC RES INC COM 74955L103 337 18500 X 04 13000 0 5500 RHBT FINANCIAL CORP COM 74955Q102 337 23400 X 04 17100 0 6300 RLI CORP COM 749607107 923 18100 X 04 12300 0 5800 R O C TAIWAN FD COM 749651105 318 72300 X 04 0 0 72300 RPM INC OHIO COM 749685103 1679 110100 X 04 95300 0 14800 RSA SEC INC COM 749719100 49 10200 X 04 10200 0 0 RADIAN GROUP INC COM 750236101 11416 233700 X 04 104200 0 129500 RADIOSHACK CORP COM 750438103 36 1200 X 04 1200 0 0 RALCORP HLDGS INC NEW COM 751028101 11881 380200 X 04 217300 0 162900 RAMCO-GERSHENSON PPTYS TR COM 751452202 3043 151030 X 04 89030 0 62000 RARE HOSPITALITY INTL INC COM 753820109 347 12900 X 04 12900 0 0 RAVEN INDS INC COM 754212108 1130 41850 X 04 15400 0 26450 RAWLINGS SPORTING GOODS INC COM 754459105 52 9700 X 04 9700 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 11028 387350 X 04 273200 0 114150 RAYOVAC CORP COM 755081106 46 2500 X 04 2500 0 0 RAYTECH CORP DEL COM 755103108 277 30600 X 04 23200 0 7400 RAYTHEON CO COM 755111507 24 600 X 04 600 0 0 READERS DIGEST ASSN INC COM 755267101 155 8300 X 04 7600 0 700 RECKSON ASSOCS RLTY CORP COM 75621K106 334 13400 X 04 13200 0 200 REDWOOD EMPIRE BANCORP COM 757897103 204 7450 X 04 7350 0 100 REEBOK INTL LTD COM 758110100 56 1900 X 04 1900 0 0 REGAL BELOIT CORP COM 758750103 2363 97200 X 04 72100 0 25100 REGIS CORP MINN COM 758932107 1940 71800 X 04 32500 0 39300 REGIONS FINL CORP COM 758940100 11 300 X 04 300 0 0 REHABILICARE INC COM 758944102 898 187100 X 04 169400 0 17700 REINSURANCE GROUP AMER INC COM 759351109 92 3000 X 04 3000 0 0 RELIANT RES INC COM 75952B105 1095 125100 X 04 117400 0 7700 RELIANT ENERGY INC COM 75952J108 2 100 X 04 100 0 0 REMINGTON OIL & GAS CORP COM 759594302 36 1800 X 04 1800 0 0 REPUBLIC BANCSHARES INC COM 759929102 101 5000 X 04 5000 0 0 RENT A CTR INC NEW COM 76009N100 133 2300 X 04 2300 0 0 RENTRAK CORP COM 760174102 2 300 X 04 300 0 0 REPUBLIC SVCS INC COM 760759100 1894 99300 X 04 46400 0 52900 RESOURCE AMERICA INC CL A COM 761195205 4081 387200 X 04 328500 0 58700 RESOURCES BANKSHARES CORP COM 76121R104 2 100 X 04 100 0 0 RESPIRONICS INC COM 761230101 72 2100 X 04 2100 0 0 REVLON INC COM 761525500 401 81100 X 04 61500 0 19600 REX STORES CORP COM 761624105 1112 80500 X 04 64750 0 15750 REXHALL INDS INC COM 761684109 721 65800 X 04 51700 0 14100 REYNOLDS R J TOB HLDGS INC COM 76182K105 108 2000 X 04 2000 0 0 RIGGS NATL CORP WASH DC COM 766570105 2846 190900 X 04 166600 0 24300 RIGHT MGMT CONSULTANTS INC COM 766573109 5 200 X 04 200 0 0 RIVERVIEW BANCORP INC COM 769397100 21 1500 X 04 1500 0 0 ROBERTS REALTY INVS COM 769900101 531 72200 X 04 44700 0 27500 ROCK OF AGES CORP COM 772632105 1134 160012 X 04 118300 0 41712 ROCK-TENN CO COM 772739207 1993 108600 X 04 77000 0 31600 ROCKFORD CORP COM 77316P101 324 32400 X 04 17600 0 14800 ROCKWELL INTL CORP NEW COM 773903109 9876 494300 X 04 307000 0 187300 ROFIN SINAR TECHNOLOGIES INC COM 775043102 730 80173 X 04 69573 0 10600 ROHM & HAAS CO COM 775371107 12 300 X 04 300 0 0 ROSLYN BANCORP INC COM 778162107 677 31000 X 04 5300 0 25700 ROSS STORES INC COM 778296103 6226 152790 X 04 92700 0 60090 ROXIO INC COM 780008108 15 2050 X 04 2000 0 50 ROYAL APPLIANCE MFG CO COM 780076105 2617 405720 X 04 267820 0 137900 ROYAL BK CDA MONTREAL QUE COM 780087102 1006 28900 X 04 0 0 28900 ROYAL DUTCH PETE CO ADR 780257804 658 11900 X 04 11900 0 0 ROYAL GOLD INC COM 780287108 4 300 X 04 300 0 0 RUBIOS RESTAURANTS COM COM 78116B102 221 24791 X 04 23091 0 1700 RUDDICK CORP COM 781258108 13322 785500 X 04 585800 0 199700 RUSS BERRIE & CO COM 782233100 14145 399580 X 04 285080 0 114500 RUSSELL CORP COM 782352108 17375 902600 X 04 669300 0 233300 RYANS FAMILY STEAK HOUSE INC COM 783519101 17140 1297500 X 04 860250 0 437250 RYDER SYS INC COM 783549108 2140 79000 X 04 61500 0 17500 RYERSON TULL INC NEW COM 78375P107 3944 339100 X 04 273200 0 65900 RYLAND GROUP INC COM 783764103 22238 447000 X 04 324900 0 122100 S&K FAMOUS BRANDS INC COM 783774102 358 29200 X 04 24300 0 4900 SCM MICROSYSTEMS INC COM 784018103 80 6000 X 04 6000 0 0 SCPIE HLDGS INC COM 78402P104 1563 257100 X 04 161100 0 96000 SJW CORP COM 784305104 510 6300 X 04 3500 0 2800 SL GREEN RLTY CORP COM 78440X101 5579 156500 X 04 100000 0 56500 SLM CORP COM 78442P106 39 400 X 04 400 0 0 SNB BANCSHARES INC COM 784605107 241 12200 X 04 11300 0 900 SPS TECHNOLOGIES INC COM 784626103 38 1000 X 04 1000 0 0 SPDR TR COM 78462F103 1573 15900 X 04 15900 0 0 SPSS INC COM 78462K102 92 5900 X 04 5900 0 0 SWS GROUP INC COM 78503N107 55 2800 X 04 2800 0 0 SAFECO CORP COM 786429100 4735 153300 X 04 83229 0 70071 ST FRANCIS CAP CORP COM 789374105 1525 61500 X 04 38800 0 22700 ST JOE CO COM 790148100 30 1000 X 04 1000 0 0 ST JUDE MED INC COM 790849103 8404 113800 X 04 37800 0 76000 SALISBURY BANCORP COM COM 795226109 5 200 X 04 200 0 0 SANDERSON FARMS INC COM 800013104 1371 54800 X 04 26400 0 28400 SANFILIPPO JOHN B & SON INC COM 800422107 1962 280680 X 04 214380 0 66300 SANGSTAT MED CORP COM 801003104 11 500 X 04 500 0 0 SANTOS LIMITED ADR 803021609 113 7700 X 04 7700 0 0 SASOL LTD ADR 803866300 10 1000 X 04 0 0 1000 SAUCONY INC COM 804120103 2 300 X 04 0 0 300 SCANA CORP NEW COM 80589M102 16148 523100 X 04 262200 0 260900 SCANSOURCE INC COM 806037107 25 400 X 04 400 0 0 SCANSOFT INC COM 80603P107 8 1100 X 04 1100 0 0 SCHEIN HENRY INC COM 806407102 2314 52000 X 04 38500 0 13500 SCHERING PLOUGH CORP COM 806605101 121 4900 X 04 4900 0 0 SCHLOTZSKYS INC COM 806832101 978 230150 X 04 173950 0 56200 SCHLUMBERGER LTD COM 806857108 56 1200 X 04 1200 0 0 SCHNITZER STL INDS COM 806882106 1558 69800 X 04 50300 0 19500 SCHOLASTIC CORP COM 807066105 20083 529900 X 04 336700 0 193200 SCHULMAN A INC COM 808194104 5032 234599 X 04 168200 0 66399 SCHWEITZER-MAUDUIT INTL INC COM 808541106 1383 56200 X 04 51100 0 5100 SCRIPPS E W CO OHIO COM 811054204 54 700 X 04 700 0 0 SEABOARD CORP COM 811543107 2755 11090 X 04 8050 0 3040 SEACOAST FINL SVCS CORP COM 81170Q106 30 1200 X 04 1200 0 0 SEACOR SMIT INC COM 811904101 18263 385700 X 04 285750 0 99950 SEARS ROEBUCK & CO COM 812387108 7412 136500 X 04 88300 0 48200 SECURITY CAP CORP DEL COM 814131405 32 3300 X 04 3300 0 0 SECURITY NATL FINL CORP COM 814785309 654 96200 X 04 57800 0 38400 SELECT COMFORT CORP COM 81616X103 2 400 X 04 400 0 0 SELECTIVE INS GROUP INC COM 816300107 3320 117200 X 04 97700 0 19500 SEMPRA ENERGY COM 816851109 1797 81200 X 04 2000 0 79200 SEMITOOL INC COM 816909105 783 95900 X 04 86900 0 9000 SENECA FOODS CORP NEW COM 817070105 182 12480 X 04 12480 0 0 SENIOR HSG PPTYS TR COM 81721M109 10814 688800 X 04 379800 0 309000 SERACARE LIFE SCIENCES INC COM 81747Q100 12 2000 X 04 1000 0 1000 SEROLOGICALS CORP COM 817523103 22 1200 X 04 1200 0 0 SHARPER IMAGE CORP COM 820013100 703 34900 X 04 23100 0 11800 SHENANDOAH TELECOMMUNICATION COM 82312B106 220 4100 X 04 3300 0 800 SHERWIN WILLIAMS CO COM 824348106 36093 1205900 X 04 665400 0 540500 SHERWOOD BRANDS INC COM 82437L104 93 18600 X 04 15600 0 3000 SHOE CARNIVAL INC COM 824889109 299 14000 X 04 9000 0 5000 SHOPKO STORES INC COM 824911101 7316 362200 X 04 286600 0 75600 SIERRA BANCORP COM 82620P102 532 53300 X 04 52300 0 1000 SIERRA HEALTH SVCS INC COM 826322109 1050 47000 X 04 28500 0 18500 SIFCO INDS INC COM 826546103 139 27000 X 04 16700 0 10300 SIGMA ALDRICH CORP COM 826552101 50 1000 X 04 0 0 1000 SILICON LABORATORIES INC COM 826919102 22 800 X 04 800 0 0 SILGAN HOLDINGS INC COM 827048109 8 200 X 04 200 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 34 600 X 04 600 0 0 SKECHERS U S A INC COM 830566105 67 3100 X 04 3100 0 0 SKYLINE CORP COM 830830105 7026 212920 X 04 148320 0 64600 SMITH & WOLLENSKY RE COM COM 831758107 1601 282884 X 04 209800 0 73084 SMITH INTL INC COM 832110100 2182 32000 X 04 24900 0 7100 SMTEK INTL INC COM 832688204 122 56700 X 04 37700 0 19000 SMUCKER J M CO COM 832696405 117 3442 X 04 1326 0 2116 SMURFIT-STONE CONTAINER CORP COM 832727101 6734 436700 X 04 319100 0 117600 SNAP ON INC COM 833034101 6336 213400 X 04 176200 0 37200 SOLA INTL INC COM 834092108 7752 674100 X 04 438200 0 235900 SONESTA INTL HOTELS CORP COM 835438409 649 111000 X 04 90400 0 20600 SONIC CORP COM 835451105 386 12300 X 04 12300 0 0 SONIC AUTOMOTIVE INC COM 83545G102 8 300 X 04 300 0 0 SONIC INNOVATIONS INC COM 83545M109 4 500 X 04 500 0 0 SONICWALL INC COM 835470105 28 5500 X 04 5500 0 0 SONOCO PRODS CO COM 835495102 8969 316700 X 04 222400 0 94300 SOUND FED BANCORP COM 83607T109 51 2200 X 04 2200 0 0 SOURCECORP COM 836167106 56 2100 X 04 2100 0 0 SOUTH FINL GROUP INC COM 837841105 1466 65400 X 04 58600 0 6800 SOUTH JERSEY INDS INC COM 838518108 6200 183700 X 04 152200 0 31500 SOUTH STR FINL CORP COM COM 840468102 2 300 X 04 300 0 0 SOUTHERN CO COM 842587107 38 1400 X 04 1400 0 0 SOUTHERN FINL BANCORP INC COM 842870107 542 16950 X 04 15300 0 1650 SOUTHERN MO BANCORP INC COM 843380106 893 46400 X 04 33000 0 13400 SOUTHERN PERU COPPER CORP COM 843611104 8581 572440 X 04 374640 0 197800 SOUTHSIDE BANCSHARES INC COM 84470P109 942 58900 X 04 33500 0 25400 SOUTHTRUST CORP COM 844730101 18 700 X 04 700 0 0 SOUTHWEST BANCORP INC OKLA COM 844767103 1001 36750 X 04 23250 0 13500 SOUTHWEST GAS CORP COM 844895102 1379 55700 X 04 52200 0 3500 SOUTHWALL TECHNOLOGIES INC COM 844909101 809 150100 X 04 99500 0 50600 SOVEREIGN BANCORP INC COM 845905108 21061 1408750 X 04 822150 0 586600 SPAN AMER MED SYS INC COM 846396109 626 78500 X 04 65300 0 13200 SPARTAN MTRS INC COM 846819100 866 56500 X 04 49800 0 6700 SPARTAN STORES INC COM 846822104 633 206241 X 04 115241 0 91000 SPARTON CORP COM 847235108 1772 196930 X 04 150830 0 46100 SPHERION CORP COM 848420105 149 12500 X 04 12500 0 0 SPORT CHALET INC COM 849163100 1282 142400 X 04 94700 0 47700 SPRINT CORP COM 852061100 474 44686 X 04 43586 0 1100 SS&C TECHNOLOGIES INC COM 85227Q100 3665 261200 X 04 185000 0 76200 STANCORP FINL GROUP INC COM 852891100 1310 23600 X 04 23600 0 0 STANDARD MANAGEMENT CORP COM 853612109 888 111060 X 04 62660 0 48400 STANDARD MICROSYSTEMS CORP COM 853626109 12216 517410 X 04 352372 0 165038 STANDARD MTR PRODS INC COM 853666105 41 2400 X 04 2400 0 0 STANDARD REGISTER CO COM 853887107 3638 106400 X 04 91800 0 14600 STANDEX INTL CORP COM 854231107 8181 325930 X 04 263530 0 62400 STAPLES INC COM 855030102 61 3100 X 04 3100 0 0 STARRETT L S CO COM 855668109 2727 108000 X 04 71000 0 37000 STATE STR CORP COM 857477103 232 5200 X 04 5200 0 0 STATEFED FINL CORP COM 857549109 49 4900 X 04 2900 0 2000 STATEN IS BANCORP INC COM 857550107 16111 839100 X 04 656900 0 182200 STATION CASINOS INC COM 857689103 73 4100 X 04 4100 0 0 STEEL DYNAMICS INC COM 858119100 1077 65400 X 04 35900 0 29500 STEEL TECHNOLOGIES INC COM 858147101 3871 293700 X 04 187400 0 106300 STEIN MART INC COM 858375108 623 52500 X 04 48500 0 4000 STEPAN CO COM 858586100 2343 82900 X 04 64700 0 18200 STERICYCLE INC COM 858912108 89 2500 X 04 2500 0 0 STERIS CORP COM 859152100 17721 927300 X 04 688900 0 238400 STERLING BANCORP COM 859158107 15 426 X 04 426 0 0 STERLING FINL CORP WASH COM 859319105 2946 151411 X 04 105494 0 45917 STEWART & STEVENSON SVCS INC COM 860342104 69 3900 X 04 3900 0 0 STEWART ENTERPRISES INC COM 860370105 2236 351098 X 04 259798 0 91300 STEWART INFORMATION SVCS COR COM 860372101 8629 419900 X 04 276900 0 143000 STIFEL FINL CORP COM 860630102 687 54945 X 04 24945 0 30000 STORAGE TECHNOLOGY CORP COM 862111200 38577 2415610 X 04 1562610 0 853000 STRATASYS INC COM 862685104 23 3000 X 04 3000 0 0 STRATTEC SEC CORP COM 863111100 492 8900 X 04 8900 0 0 STRATUS PPTYS INC COM 863167201 8 900 X 04 900 0 0 STRIDE RITE CORP COM 863314100 1666 208300 X 04 175300 0 33000 STRYKER CORP COM 863667101 3879 72500 X 04 2200 0 70300 STUDENT LN CORP COM 863902102 15813 190890 X 04 121290 0 69600 STURM RUGER & CO INC COM 864159108 161 11400 X 04 10500 0 900 SUMMA INDS COM 86562T105 235 24000 X 04 21100 0 2900 SUMMIT BK CORP GA COM 866013105 246 14345 X 04 9545 0 4800 SUN BANCORP INC COM 86663B102 172 12360 X 04 12360 0 0 SUN LIFE FINL SVCS CDA INC COM 866796105 363 16611 X 04 0 0 16611 SUNLINK HEALTH SYSTEMS INC COM 86737U102 146 46500 X 04 20700 0 25800 SUNRISE ASSISTED LIVING INC COM 86768K106 1356 50600 X 04 39700 0 10900 SUNTRUST BKS INC COM 867914103 41 600 X 04 600 0 0 SUPERIOR CONSULTANT HLDGS CO COM 868146101 2 300 X 04 300 0 0 SUPERIOR FINANCIAL CORP DEL COM 868161100 4128 215585 X 04 148585 0 67000 SUPERIOR SURGICAL MFG INC COM 868358102 353 34200 X 04 25400 0 8800 SUPERVALU INC COM 868536103 2424 98800 X 04 50700 0 48100 SWIFT ENERGY CO COM 870738101 51 3200 X 04 3200 0 0 SWISS ARMY BRANDS INC COM 870827102 571 63400 X 04 46800 0 16600 SYBASE INC COM 871130100 24280 2301400 X 04 1505500 0 795900 SYKES ENTERPRISES INC COM 871237103 9498 1235300 X 04 798200 0 437100 SYLVAN LEARNING SYS INC COM 871399101 17140 859557 X 04 616208 0 243349 SYMANTEC CORP COM 871503108 2641 80400 X 04 1000 0 79400 SYMMETRICOM INC COM 871543104 9 2600 X 04 2600 0 0 SYNALLOY CP DEL COM 871565107 12 3900 X 04 3900 0 0 SYNCOR INTL CORP DEL COM 87157J106 50 1600 X 04 1600 0 0 SYNOVIS LIFE TECHNOLOGIES IN COM 87162G105 70 9300 X 04 6200 0 3100 SYPRIS SOLUTIONS INC COM 871655106 809 44400 X 04 39900 0 4500 SYSCO CORP COM 871829107 18202 668700 X 04 319800 0 348900 SYSTEMS & COMPUTER TECHNOLOG COM 871873105 4781 353900 X 04 265200 0 88700 TBC CORP COM 872180104 3922 247000 X 04 131800 0 115200 TESSCO TECHNOLOGIES INC COM 872386107 857 87400 X 04 60300 0 27100 TF FINL CORP COM 872391107 1193 51600 X 04 38100 0 13500 TIB FINL CORP COM 872449103 39 2600 X 04 1400 0 1200 TJX COS INC NEW COM 872540109 13690 698100 X 04 308000 0 390100 TMBR/SHARP DRILLING INC COM 87257P101 1183 79200 X 04 49600 0 29600 TRW INC COM 872649108 598 10500 X 04 7300 0 3200 TSR INC COM 872885108 661 124700 X 04 93800 0 30900 TXU CORP COM 873168108 144 2800 X 04 500 0 2300 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 5321 258409 X 04 179705 0 78704 TALISMAN ENERGY INC COM 87425E103 72 1600 X 04 0 0 1600 TARGET CORP COM 87612E106 156 4100 X 04 1900 0 2200 TARAGON RLTY INVS INC COM 876287103 1927 124310 X 04 98110 0 26200 TAUBMAN CTRS INC COM 876664103 273 17900 X 04 17900 0 0 TEAM FINANCIAL INC COM 87815X109 304 29100 X 04 25900 0 3200 TECHTEAM GLOBAL INC COM 878311109 371 46400 X 04 46400 0 0 TECHE HLDG CO COM 878330109 190 7600 X 04 7300 0 300 TECUMSEH PRODS CO COM 878895101 21061 421380 X 04 284180 0 137200 TELEDYNE TECHNOLOGIES INC COM 879360105 1164 56100 X 04 49500 0 6600 TELEFLEX INC COM 879369106 30067 526110 X 04 330610 0 195500 TELEPHONE & DATA SYS INC COM 879433100 6424 106100 X 04 67300 0 38800 TELETECH HOLDINGS INC COM 879939106 5471 573500 X 04 360200 0 213300 TENET HEALTHCARE CORP COM 88033G100 13043 182287 X 04 33300 0 148987 TESCO CORP COM 88157K101 17 1500 X 04 0 0 1500 TETRA TECHNOLOGIES INC DEL COM 88162F105 550 20700 X 04 17000 0 3700 TEXAS INSTRS INC COM 882508104 547 23100 X 04 16200 0 6900 TEXAS REGL BANCSHARES INC COM 882673106 170 3500 X 04 3500 0 0 TEXTRON INC COM 883203101 11575 246800 X 04 104600 0 142200 THERAGENICS CORP COM 883375107 69 8200 X 04 8200 0 0 THERMO ELECTRON CORP COM 883556102 2995 181500 X 04 151600 0 29900 THOR INDS INC COM 885160101 620 8700 X 04 3900 0 4800 3COM CORP COM 885535104 138 31400 X 04 31400 0 0 3M CO COM 88579Y101 4231 34400 X 04 14900 0 19500 TIDEWATER INC COM 886423102 8217 249600 X 04 145500 0 104100 TIER TECHNOLOGIES INC COM 88650Q100 1073 60200 X 04 53500 0 6700 TIMBERLAND BANCORP INC COM 887098101 963 60200 X 04 43600 0 16600 TIMKEN CO COM 887389104 30710 1375300 X 04 968700 0 406600 TODD SHIPYARDS CORP DEL COM 889039103 1956 155880 X 04 95780 0 60100 TODHUNTER INTL INC DEL COM 889050100 397 36260 X 04 24360 0 11900 TOLL BROTHERS INC COM 889478103 3876 132300 X 04 62800 0 69500 TORCH OFFSHORE INC COM 891019101 974 135300 X 04 100800 0 34500 TORCHMARK CORP COM 891027104 34 900 X 04 900 0 0 TORO CO COM 891092108 1296 22800 X 04 21000 0 1800 TOTAL ENTMT RESTAURANT CORP COM 89150E100 95 5864 X 04 5864 0 0 TOYS R US INC COM 892335100 484 27700 X 04 27700 0 0 TRACTOR SUPPLY CO COM 892356106 17513 246700 X 04 165500 0 81200 TRAFFIX INC COM 892721101 396 80800 X 04 68000 0 12800 TRANS LUX CORP COM 893247106 58 10100 X 04 10100 0 0 TRANS WORLD ENTMT CORP COM 89336Q100 526 90300 X 04 90300 0 0 TRANSACTION SYS ARCHITECTS COM 893416107 53 4500 X 04 4500 0 0 TRANSCANADA PIPELINES LTD COM 893526103 95 6200 X 04 0 0 6200 TRANSCONTINENTAL RLTY INVS COM 893617209 511 25800 X 04 18800 0 7000 TRANSPORT CORP OF AMER INC COM 89385P102 198 28500 X 04 13900 0 14600 TRANSPRO INC COM 893885103 202 32300 X 04 22700 0 9600 TRANSMONTAIGNE INC COM 893934109 762 125900 X 04 56200 0 69700 TRIAD HOSPITALS INC COM 89579K109 24712 583100 X 04 383600 0 199500 TRIDENT MICROSYSTEMS INC COM 895919108 2672 429600 X 04 270700 0 158900 TRIBUNE CO NEW COM 896047107 1283 29500 X 04 12200 0 17300 TRIMBLE NAVIGATION LTD COM 896239100 26 1700 X 04 1700 0 0 TRINITY INDS INC COM 896522109 1738 83900 X 04 71100 0 12800 TRIPOS INC COM 896928108 7 300 X 04 300 0 0 TROVER SOLUTIONS INC COM 897249108 837 141800 X 04 108000 0 33800 TRUST CO NJ JERSEY CITY NEW COM 898304100 519 20200 X 04 16000 0 4200 TRUSTMARK CORP COM 898402102 54 2100 X 04 2100 0 0 TUFCO TECHNOLOGIES INC COM 899040109 79 12700 X 04 12700 0 0 TWIN DISC INC COM 901476101 1212 81900 X 04 54100 0 27800 TYCO INTL LTD NEW COM 902124106 161 11900 X 04 7000 0 4900 TYLER TECHNOLOGIES INC COM 902252105 35 6600 X 04 6600 0 0 TYSON FOODS INC COM 902494103 1300 83800 X 04 18800 0 65000 UCBH HOLDINGS INC COM 90262T308 726 19100 X 04 19100 0 0 UGI CORP NEW COM 902681105 2364 74000 X 04 7500 0 66500 UICI COM 902737105 15079 746500 X 04 545400 0 201100 UIL HLDG CORP COM 902748102 1617 29700 X 04 22400 0 7300 UMB FINL CORP COM 902788108 22289 475554 X 04 324475 0 151079 UST INC COM 902911106 156 4600 X 04 4600 0 0 US BANCORP DEL COM 902973304 9753 417700 X 04 224900 0 192800 U S LIQUIDS INC COM 902974104 331 112200 X 04 53600 0 58600 USANA HEALTH SCIENCE COM 90328M107 18 2800 X 04 2800 0 0 USEC INC COM 90333E108 7090 805720 X 04 644520 0 161200 U S LABORATORIES INC COM 90333T105 57 4400 X 04 4400 0 0 U S XPRESS ENTERPRISES INC COM 90338N103 602 45900 X 04 45900 0 0 US ONCOLOGY INC COM 90338W103 13961 1676000 X 04 1132700 0 543300 ULTRATECH STEPPER INC COM 904034105 416 25700 X 04 25700 0 0 UNIFIRST CORP MASS COM 904708104 8 300 X 04 0 0 300 UNILEVER N V ADR 904784709 78 1200 X 04 1200 0 0 UNION BANKSHARES LTD COM 905403101 807 57700 X 04 43100 0 14600 UNION CMNTY BANCORP COM 906054101 7 500 X 04 500 0 0 UNION FINL BANCSHARES INC COM 906611108 4 300 X 04 300 0 0 UNION PAC CORP COM 907818108 19642 310400 X 04 90100 0 220300 UNION PLANTERS CORP COM 908068109 39 1200 X 04 1200 0 0 UNIONBANCAL CORP COM 908906100 7468 159400 X 04 103600 0 55800 UNIONBANCORP INC COM 908908106 306 20200 X 04 17900 0 2300 UNISYS CORP COM 909214108 4951 550100 X 04 334200 0 215900 UNITED BANCSHARES INC OHIO COM 909458101 59 4000 X 04 4000 0 0 UNITED CMNTY FINL CORP OHIO COM 909839102 166 17700 X 04 12400 0 5300 UNITED BANKSHARES INC WEST V COM 909907107 1031 35100 X 04 29500 0 5600 UNITED CAPITAL CORP COM 909912107 337 13800 X 04 12700 0 1100 UNITED FINL CORP MINN COM 909919102 377 16380 X 04 9890 0 6490 UNITED FINL HLDGS INC COM 91032K106 38 2500 X 04 2500 0 0 UNITED FIRE & CAS CO COM 910331107 476 12600 X 04 9600 0 3000 UNITED GUARDIAN INC COM 910571108 88 16400 X 04 15500 0 900 UNITED NAT FOODS INC COM 911163103 7422 380600 X 04 292800 0 87800 UNITED PANAM FINANCIAL CP COM 911301109 61 7700 X 04 7700 0 0 UNITED RETAIL GROUP INC COM 911380103 345 32900 X 04 31900 0 1000 UNITED STATES CELLULAR CORP COM 911684108 115 4500 X 04 4500 0 0 UNITED STATIONERS INC COM 913004107 7053 232000 X 04 173100 0 58900 UNITED TECHNOLOGIES CORP COM 913017109 34249 504400 X 04 203200 0 301200 UNITEDHEALTH GROUP INC COM 91324P102 42369 462800 X 04 198200 0 264600 UNITY BANCORP INC COM 913290102 199 30300 X 04 21800 0 8500 UNIVERSAL COMPRESSION HLDGS COM 913431102 38 1600 X 04 1600 0 0 UNIVERSAL FST PRODS INC COM 913543104 452 19300 X 04 14700 0 4600 UNIVERSAL STAINLESS & ALLOY COM 913837100 1085 92300 X 04 55300 0 37000 UNIVERSAL HLTH SVCS INC COM 913903100 1029 21000 X 04 21000 0 0 UNOVA INC COM 91529B106 2802 431800 X 04 340500 0 91300 UNUMPROVIDENT CORP COM 91529Y106 4975 195500 X 04 40600 0 154900 USFREIGHTWAYS CORP COM 916906100 3507 92600 X 04 90900 0 1700 URSTADT BIDDLE PPTYS INS COM 917286106 33 3300 X 04 1500 0 1800 UTAH MED PRODS INC COM 917488108 2525 159080 X 04 128680 0 30400 VCA ANTECH INC COM 918194101 4475 287600 X 04 201900 0 85700 V F CORP COM 918204108 106 2700 X 04 0 0 2700 VIB CORP COM 91823H106 129 9878 X 04 0 0 9878 VAIL BANKS INC COM 918779109 1029 76300 X 04 47900 0 28400 VALMONT INDS INC COM 920253101 276 13600 X 04 9500 0 4100 VARCO INTL INC DEL COM 922122106 1787 101900 X 04 76900 0 25000 VARIAN MED SYS INC COM 92220P105 57 1400 X 04 1400 0 0 VERITAS DGC INC COM 92343P107 5525 438500 X 04 271200 0 167300 VERIZON COMMUNICATIONS COM 92343V104 422 10500 X 04 3200 0 7300 VESTA INS GROUP INC COM 925391104 48 11200 X 04 11200 0 0 VIACOM INC COM 925524100 11226 252500 X 04 118100 0 134400 VIACOM INC COM 925524308 7791 175600 X 04 54100 0 121500 VIAD CORP COM 92552R109 996 38300 X 04 38300 0 0 VIDEO DISPLAY CORP COM 926555103 760 117756 X 04 85936 0 31820 VILLAGE SUPER MKT INC COM 927107409 2853 95100 X 04 69500 0 25600 VIRBAC CORP COM 927649103 3 500 X 04 500 0 0 VIRGINIA COMM BANCORP INC COM 92778Q109 26 1000 X 04 1000 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 8897 404400 X 04 318200 0 86200 VISTEON CORP COM 92839U107 37491 2640200 X 04 1581800 0 1058400 VITAL SIGNS INC COM 928469105 5419 149900 X 04 119300 0 30600 VITALWORKS INC COM COM 928483106 2585 315225 X 04 279125 0 36100 VIVUS INC COM 928551100 4 600 X 04 600 0 0 VORNADO RLTY TR COM 929042109 688 14900 X 04 -5800 0 20700 WFS FINL INC COM 92923B106 1155 42144 X 04 22500 0 19644 W HLDG CO INC COM 929251106 806 33300 X 04 19700 0 13600 WSFS FINL CORP COM 929328102 2802 108301 X 04 73901 0 34400 WVS FINL CORP COM 929358109 92 5800 X 04 4100 0 1700 FIRST UNION COM 929903102 14715 385400 X 04 124500 0 260900 WAINWRIGHT BK&TR CO BOSTON M COM 930705108 886 94435 X 04 67804 0 26631 WAL MART STORES INC COM 931142103 33430 607700 X 04 185200 0 422500 WALGREEN CO COM 931422109 189 4900 X 04 2100 0 2800 WALTER INDS INC COM 93317Q105 9 700 X 04 0 0 700 WARWICK CMNTY BANCORP INC COM 936559103 27 900 X 04 900 0 0 WASHINGTON BKG CO OAK HBR WA COM 937303105 287 17400 X 04 16700 0 700 WASHINGTON FED INC COM 938824109 3081 121980 X 04 112525 0 9455 WASHINGTON MUT INC COM 939322103 167 4500 X 04 1900 0 2600 WASHINGTON SVGBK FSB WALDRF COM 939696100 10 1200 X 04 900 0 300 WASTE HLDGS INC COM 941057101 305 42800 X 04 40700 0 2100 WATCHGUARD TECHNOLOGIES INC COM 941105108 56 10900 X 04 10900 0 0 WATER PIK TECHNOLOGIES INC COM 94113U100 5277 421800 X 04 281800 0 140000 WATSCO INC COM 942622101 93 5000 X 04 3600 0 1400 WATTS INDS INC COM 942749102 18 900 X 04 900 0 0 WAUSAU-MOSINEE PAPER CORP COM 943315101 1630 135300 X 04 122100 0 13200 WAYPOINT FINL CORP COM 946756103 4 200 X 04 200 0 0 WEBCO INDS INC COM 947621108 39 10000 X 04 4100 0 5900 WEIS MKTS INC COM 948849104 4778 130000 X 04 99100 0 30900 WELLMAN INC COM 949702104 6454 385300 X 04 229900 0 155400 WELLPOINT HEALTH NETWORK NEW COM 94973H108 4956 63700 X 04 200 0 63500 WELLS FARGO & CO NEW COM 949746101 54876 1096200 X 04 503600 0 592600 WELLS FINL CORP COM 949759104 1033 44900 X 04 31100 0 13800 WENDYS INTL INC COM 950590109 11953 300100 X 04 184600 0 115500 WESCO FINL CORP COM 950817106 2904 9630 X 04 7210 0 2420 WEST PHARMACEUTICAL SVSC INC COM 955306105 3225 100500 X 04 69800 0 30700 WESTBANK CORP COM 957116106 235 17000 X 04 5000 0 12000 WESTCOAST HOSPITALITY CORP COM 95750P106 842 122400 X 04 67200 0 55200 WESTCORP INC COM 957907108 10556 330400 X 04 182600 0 147800 WESTERN DIGITAL CORP COM 958102105 37 11500 X 04 11500 0 0 WESTERN OHIO FINL CORP COM 959024100 599 30100 X 04 18000 0 12100 WET SEAL INC COM 961840105 3375 138900 X 04 79875 0 59025 WEYCO GROUP INC COM 962149100 112 2800 X 04 2800 0 0 WEYERHAEUSER CO COM 962166104 19 300 X 04 300 0 0 WHIRLPOOL CORP COM 963320106 5203 79600 X 04 27100 0 52500 WHITEHALL JEWELLERS INC COM 965063100 2484 119700 X 04 55300 0 64400 WHITMAN ED GROUP INC COM 966524100 196 33000 X 04 23700 0 9300 WHOLE FOODS MKT INC COM 966837106 579 12000 X 04 3400 0 8600 WILEY JOHN & SONS INC COM 968223206 1233 51400 X 04 51400 0 0 WILLBROS GROUP INC COM 969199108 1712 100700 X 04 80000 0 20700 WILLIAMS SONOMA INC COM 969904101 8545 278700 X 04 149300 0 129400 WILLIS LEASE FINANCE CORP COM 970646105 1081 223500 X 04 147800 0 75700 WINN DIXIE STORES INC COM 974280109 279 17900 X 04 17900 0 0 WINNEBAGO INDS INC COM 974637100 1360 30900 X 04 24200 0 6700 WINSTON HOTELS INC COM 97563A102 4192 429500 X 04 279600 0 149900 WINTON FINL CORP COM 976446104 42 4200 X 04 4200 0 0 WINTRUST FINANCIAL CORP COM 97650W108 10 300 X 04 300 0 0 WISER OIL CO DEL COM 977284108 124 35000 X 04 19100 0 15900 WOLOHAN LMBR CO COM 977865104 22 1100 X 04 0 0 1100 WOLVERINE WORLD WIDE INC COM 978097103 65 3700 X 04 3700 0 0 WOODWARD GOVERNOR CO COM 980745103 564 9548 X 04 4348 0 5200 WORKFLOW MGMT INC COM 98137N109 347 101700 X 04 64800 0 36900 WORLD ACCEP CORP DEL COM 981419104 72 8600 X 04 8600 0 0 WORLD FUEL SVCS CORP COM 981475106 2558 104840 X 04 60540 0 44300 WORONOCO BANCORP INC COM 981630106 382 19800 X 04 14600 0 5200 WORTHINGTON INDS INC COM 981811102 2 100 X 04 100 0 0 WRIGHT MED GROUP INC COM 98235T107 5533 274440 X 04 221400 0 53040 WRIGLEY WM JR CO COM 982526105 736 13300 X 04 500 0 12800 WYETH COM 983024100 39546 772390 X 04 215100 0 557290 XTO ENERGY CORP COM 98385X106 6086 295450 X 04 189300 0 106150 XCEL ENERGY INC COM 98389B100 57 3400 X 04 2800 0 600 XILINX INC COM 983919101 1124 50100 X 04 15500 0 34600 YANKEE CANDLE INC COM 984757104 22 800 X 04 800 0 0 YARDVILLE NATL BANCORP COM 985021104 323 16200 X 04 16200 0 0 YELLOW CORP COM 985509108 26660 822850 X 04 573650 0 249200 YORK INTL CORP NEW COM 986670107 1216 36000 X 04 33300 0 2700 YOUNG INNOVATIONS INC COM 987520103 117 5400 X 04 5400 0 0 YUM BRANDS INC COM 988498101 234 8000 X 04 8000 0 0 ZALE CORP NEW COM 988858106 39629 1093200 X 04 724100 0 369100 ZARLINK SEMICONDUCTOR INC COM 989139100 43 8400 X 04 0 0 8400 ZIEGLER INC COM 989506100 14 900 X 04 900 0 0 ZIONS BANCORPORATION COM 989701107 370 7100 X 04 500 0 6600 ZORAN CORP COM 98975F101 45 1950 X 04 1950 0 0 ZOLL MED CORP COM 989922109 49 1500 X 04 1500 0 0 ZOMAX INC MINN COM 989929104 7 1700 X 04 1700 0 0 CELANESE AG COM D1497A101 838 35900 X 04 35900 0 0 ACE LTD COM G0070K103 3005 95100 X 04 500 0 94600 AMERICAN SAFETY INS GROUP LT COM G02995101 295 33600 X 04 12700 0 20900 ARCH CAP GROUP LTD COM G0450A105 62 2200 X 04 1700 0 500 COOPER INDS LTD COM G24182100 79 2000 X 04 0 0 2000 DSG INTL LTD COM G28471103 128 49298 X 04 40198 0 9100 FRESH DEL MONTE PRODUCE INC COM G36738105 8023 320900 X 04 218500 0 102400 FRONTLINE LTD COM G3682E127 953 99900 X 04 97900 0 2000 GLOBALSANTAFE CORP COM G3930E101 10926 399500 X 04 265800 0 133700 GLOBAL-TECH APPLIANCES INC COM G39320109 362 73900 X 04 34600 0 39300 HELEN OF TROY CORP LTD COM G4388N106 178 15300 X 04 15300 0 0 MARVELL TECHNOLOGY GROUP LTD COM G5876H105 22 1100 X 04 1100 0 0 NOBLE CORPORATION COM G65422100 77 2000 X 04 2000 0 0 PXRE GROUP LTD COM COM G73018106 3568 153800 X 04 124600 0 29200 RENAISSANCE RE HLDGS LTD COM G7496G103 3733 102000 X 04 60600 0 41400 HILFIGER TOMMY CORP COM G8915Z102 3727 260300 X 04 240200 0 20100 TRANSOCEAN SEDCO FOREX INC COM G90078109 16 500 X 04 500 0 0 TECNOMATIX TECHNOLOGIES LTD COM M8743P105 3 300 X 04 300 0 0 ORTHOFIX INTL N V COM N6748L102 1420 40400 X 04 31500 0 8900 PANAMERICAN BEVERAGES INC COM P74823108 4148 291100 X 04 283500 0 7600 SUN INTL HOTELS LTD COM P8797T133 10363 418200 X 04 329200 0 89000 THE EQUITABLE LIFE ASSURANCE SOCIETY OF THE UNITED STATES: A D C TELECOMMUNICATIONS COM 000886101 13 5500 X 06 0 0 5500 AFLAC INC COM 001055102 118 3700 X 06 0 0 3700 AES CORP COM 00130H105 20 3700 X 06 0 0 3700 AMR CORP COM 001765106 17 1000 X 06 0 0 1000 AOL TIME WARNER INC COM 00184A105 4320 293650 X 06 177200 0 116450 AT&T CORP COM 001957109 3834 358317 X 06 107700 0 250617 ATMI INC COM 00207R101 1110 49600 X 06 49600 0 0 AT&T WIRELESS SVCS INC COM 00209A106 895 153000 X 06 135000 0 18000 ABBOTT LABS COM 002824100 1480 39300 X 06 0 0 39300 ABGENIX INC COM 00339B107 567 57850 X 06 57850 0 0 ACCREDO HEALTH INC COM 00437V104 844 18300 X 06 18300 0 0 ACTION PERFORMANCE COS INC COM 004933107 1308 41400 X 06 41400 0 0 ACTUATE CORP COM 00508B102 543 120700 X 06 120700 0 0 ADOBE SYS INC COM 00724F101 48 1700 X 06 0 0 1700 ADVANCED NEUROMODULATION SYS COM 00757T101 863 28300 X 06 28300 0 0 AEROFLEX INC COM 007768104 1005 144550 X 06 144550 0 0 ADVANCED MICRO DEVICES INC COM 007903107 23 2400 X 06 0 0 2400 AETNA INC NEW COM 00817Y108 46 959 X 06 0 0 959 AFFILIATED COMPUTER SERVICES COM 008190100 15773 332200 X 06 0 0 332200 AFFILIATED MANAGERS GROUP COM 008252108 1027 16700 X 06 16700 0 0 AFFYMETRIX INC COM 00826T108 1497 62390 X 06 62390 0 0 AGERE SYS INC COM 00845V100 0 333 X 06 0 0 333 AGERE SYS INC COM 00845V209 10 6686 X 06 0 0 6686 AGILENT TECHNOLOGIES INC COM 00846U101 76 3200 X 06 0 0 3200 AIR PRODS & CHEMS INC COM 009158106 81 1600 X 06 0 0 1600 ALBERTO CULVER CO COM 013068101 19 400 X 06 0 0 400 ALBERTSONS INC COM 013104104 88 2890 X 06 0 0 2890 ALCAN INC COM 013716105 195 5200 X 06 0 0 5200 ALCOA INC COM 013817101 281 8484 X 06 0 0 8484 ALCATEL ADR 013904305 251 35358 X 06 35358 0 0 ALIGN TECHNOLOGY INC COM 016255101 674 166800 X 06 166800 0 0 ALLEGHENY ENERGY INC COM 017361106 23 900 X 06 0 0 900 ALLEGHENY TECHNOLOGIES INC COM 01741R102 9 566 X 06 0 0 566 ALLERGAN INC COM 018490102 67 1000 X 06 0 0 1000 ALLIANCE CAP MGMT HLDG L P COM 01855A101 52894 1544356 X 06 1544356 0 0 ALLIANT ENERGY CORP COM 018802108 470 18300 X 06 0 0 18300 ALLIANT TECHSYSTEMS INC COM 018804104 1236 19375 X 06 19375 0 0 ALLIED WASTE INDS INC COM 019589308 13 1400 X 06 0 0 1400 ALLSTATE CORP COM 020002101 191 5162 X 06 0 0 5162 ALLTEL CORP COM 020039103 103 2200 X 06 0 0 2200 ALTERA CORP COM 021441100 10970 806636 X 06 0 0 806636 AMAZON COM INC COM 023135106 415 25550 X 06 25550 0 0 AMBAC FINL GROUP INC COM 023139108 15913 236800 X 06 0 0 236800 AMERADA HESS CORP COM 023551104 58 700 X 06 0 0 700 AMEREN CORP COM 023608102 585 13600 X 06 0 0 13600 AMERICA MOVIL S A DE C V ADR 02364W105 435 32500 X 06 32500 0 0 AMERICAN ELEC PWR INC COM 025537101 213 5320 X 06 0 0 5320 AMERICAN EXPRESS CO COM 025816109 341 9400 X 06 0 0 9400 AMERICAN GREETINGS CORP COM 026375105 7 400 X 06 0 0 400 AMERICAN INTL GROUP INC COM 026874107 52114 763797 X 06 49300 0 714497 AMERICAN MED SYS HLDGS INC COM 02744M108 1412 70400 X 06 70400 0 0 AMERICAN PWR CONVERSION CORP COM 029066107 16 1300 X 06 0 0 1300 AMERICAN STD COS INC DEL COM 029712106 14599 194400 X 06 0 0 194400 AMERISOURCEBERGEN CORP COM 03073E105 8033 105700 X 06 0 0 105700 AMGEN INC COM 031162100 5880 140400 X 06 25200 0 115200 AMPHENOL CORP NEW COM 032095101 1382 38400 X 06 38400 0 0 AMSOUTH BANCORPORATION COM 032165102 58 2600 X 06 0 0 2600 ANADARKO PETE CORP COM 032511107 90 1819 X 06 0 0 1819 ANADIGICS INC COM 032515108 603 73200 X 06 73200 0 0 ANALOG DEVICES INC COM 032654105 77 2600 X 06 0 0 2600 ANDREW CORP COM 034425108 7 500 X 06 0 0 500 ANHEUSER BUSCH COS INC COM 035229103 3185 63700 X 06 0 0 63700 ANTHEM INC COM 03674B104 499 7400 X 06 7400 0 0 ANTEON INTL CORP COM 03674E108 961 38000 X 06 38000 0 0 AON CORP COM 037389103 55 1850 X 06 0 0 1850 APACHE CORP COM 037411105 915 15910 X 06 0 0 15910 APOLLO GROUP INC COM 037604105 51 1300 X 06 0 0 1300 APPLE COMPUTER INC COM 037833100 43 2400 X 06 0 0 2400 APPLERA CORP COM 038020103 3578 183600 X 06 99200 0 84400 APPLIED MATLS INC COM 038222105 10889 572500 X 06 93100 0 479400 APPLIED MICRO CIRCUITS CORP COM 03822W109 10 2100 X 06 0 0 2100 ARBITRON INC COM 03875Q108 1468 47060 X 06 0 0 47060 ARCHER DANIELS MIDLAND CO COM 039483102 60 4691 X 06 0 0 4691 ASHLAND INC COM 044204105 20 500 X 06 0 0 500 ATLANTIC COAST AIRLINES HLDG COM 048396105 842 38800 X 06 38800 0 0 AUSTRALIA&NEW ZEALAND BKG GR PFD 052528403 7800 300000 X 06 300000 0 0 AUTODESK INC COM 052769106 11 800 X 06 0 0 800 AUTOLIV INC COM 052800109 914 36280 X 06 36280 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 196 4500 X 06 0 0 4500 AUTOZONE INC COM 053332102 62 800 X 06 0 0 800 AVAYA INC COM 053499109 10 2022 X 06 0 0 2022 AVERY DENNISON CORP COM 053611109 50 800 X 06 0 0 800 AVON PRODS INC COM 054303102 8430 161380 X 06 20630 0 140750 AXCAN PHARMA INC COM 054923107 935 62600 X 06 62600 0 0 BB&T CORP COM 054937107 120 3100 X 06 0 0 3100 BJ SVCS CO COM 055482103 37 1100 X 06 0 0 1100 BP AMOCO P L C ADR 055622104 3323 65810 X 06 0 0 65810 BMC SOFTWARE INC COM 055921100 28 1700 X 06 0 0 1700 BAKER HUGHES INC COM 057224107 13441 403740 X 06 40590 0 363150 BALL CORP COM 058498106 17 400 X 06 0 0 400 BANK OF AMERICA CORPORATION COM 060505104 9178 130445 X 06 14400 0 116045 BANK NEW YORK INC COM 064057102 176 5200 X 06 0 0 5200 BANK ONE CORP COM 06423A103 27388 711745 X 06 0 0 711745 BARD C R INC COM 067383109 23 400 X 06 0 0 400 BARRICK GOLD CORP COM 067901108 71 3754 X 06 0 0 3754 BAUSCH & LOMB INC COM 071707103 14 400 X 06 0 0 400 BAXTER INTL INC COM 071813109 1916 43100 X 06 38900 0 4200 BEA SYS INC COM 073325102 9 970 X 06 0 0 970 BEAR STEARNS COS INC COM 073902108 44 720 X 06 0 0 720 BECTON DICKINSON & CO COM 075887109 62 1800 X 06 0 0 1800 BED BATH & BEYOND INC COM 075896100 1725 45700 X 06 0 0 45700 BELLSOUTH CORP COM 079860102 523 16600 X 06 0 0 16600 BEMIS INC COM 081437105 19 400 X 06 0 0 400 BEST BUY INC COM 086516101 3467 95500 X 06 49900 0 45600 BIG LOTS INC COM 089302103 16 800 X 06 0 0 800 BIOGEN INC COM 090597105 46 1100 X 06 0 0 1100 BIOMET INC COM 090613100 51 1875 X 06 0 0 1875 BLACK & DECKER CORP COM 091797100 29 600 X 06 0 0 600 BLACKROCK INC COM 09247X101 873 19700 X 06 19700 0 0 BLOCK H & R INC COM 093671105 60 1300 X 06 0 0 1300 BOEING CO COM 097023105 277 6164 X 06 0 0 6164 BOISE CASCADE CORP COM 097383103 14 400 X 06 0 0 400 BOSTON SCIENTIFIC CORP COM 101137107 82 2800 X 06 0 0 2800 BRISTOL MYERS SQUIBB CO COM 110122108 496 19300 X 06 0 0 19300 BROADCOM CORP COM 111320107 33 1900 X 06 0 0 1900 BROOK-PRI AUTOMATION INC COM 11442E102 616 24100 X 06 24100 0 0 BROWN FORMAN CORP COM 115637209 35 500 X 06 0 0 500 BRUNSWICK CORP COM 117043109 17 600 X 06 0 0 600 BURLINGTON NORTHN SANTA FE C COM 12189T104 1399 46631 X 06 0 0 46631 BURLINGTON RES INC COM 122014103 57 1510 X 06 0 0 1510 BUSINESS OBJECTS S A ADR 12328X107 149 5300 X 06 5300 0 0 CDW COMPUTER CTRS INC COM 125129106 17704 378200 X 06 35900 0 342300 CIGNA CORP COM 125509109 107 1100 X 06 0 0 1100 CMS ENERGY CORP COM 125896100 10 900 X 06 0 0 900 CSX CORP COM 126408103 53 1500 X 06 0 0 1500 CVS CORP COM 126650100 86 2800 X 06 0 0 2800 CAL DIVE INTL INC COM 127914109 1008 45800 X 06 45800 0 0 CALPINE CORP COM 131347106 15 2100 X 06 0 0 2100 CAMPBELL SOUP CO COM 134429109 80 2900 X 06 0 0 2900 CAPITAL ONE FINL CORP COM 14040H105 330 5400 X 06 0 0 5400 CARDINAL HEALTH INC COM 14149Y108 46810 762250 X 06 71300 0 690950 CAREER EDUCATION CORP COM 141665109 15264 339200 X 06 31700 0 307500 CARNIVAL CORP COM 143658102 1755 63370 X 06 0 0 63370 CATERPILLAR INC DEL COM 149123101 122 2500 X 06 0 0 2500 CELESTICA INC COM 15101Q108 3686 162300 X 06 12500 0 149800 CENDANT CORP COM 151313103 4020 253164 X 06 146450 0 106714 CENDANT CORPORA (MGS) CAL 1513135GT 0 -100 X 06 0 0 -100 CENDANT CORPORAT (MT) CAL 1513135GU 0 -200 X 06 0 0 -200 CENDANT CORPORA (MOR) CAL 1513135GV 0 -150 X 06 0 0 -150 CENDANT CORPORAT (SB) CAL 1513135GW 0 -150 X 06 0 0 -150 CENDANT CORPORAT (SB) CAL 1513135GX 0 -100 X 06 0 0 -100 CENDANT CORPORAT (SB) CAL 1513135GY 0 -100 X 06 0 0 -100 CENDANT CORPORAT (SB) CAL 1513135GZ 0 -100 X 06 0 0 -100 CENTEX CORP COM 152312104 4097 70900 X 06 0 0 70900 CENTURYTEL INC COM 156700106 28 950 X 06 0 0 950 CERUS CORP COM 157085101 1528 45100 X 06 45100 0 0 CHAMPION ENTERPRISES INC COM 158496109 781 139000 X 06 139000 0 0 CHARLES RIV LABS WTS 159863117 0 8000 X 06 8000 0 0 CHARLES RIV LABS INTL INC COM 159864107 1416 40400 X 06 40400 0 0 CHARTER ONE FINL INC COM 160903100 51 1485 X 06 0 0 1485 CHEVRONTEXACO CORP COM 166764100 2135 24126 X 06 0 0 24126 CHIRON CORP COM 170040109 49 1400 X 06 0 0 1400 CHUBB CORP COM 171232101 92 1300 X 06 0 0 1300 CIENA CORP COM 171779101 10 2300 X 06 0 0 2300 CINCINNATI FINL CORP COM 172062101 51 1100 X 06 0 0 1100 CINERGY CORP COM 172474108 40 1116 X 06 0 0 1116 CIRCUIT CITY STORE INC COM 172737108 26 1400 X 06 0 0 1400 CISCO SYS INC COM 17275R102 29196 2092900 X 06 246700 0 1846200 CINTAS CORP COM 172908105 59 1200 X 06 0 0 1200 CITIGROUP INC COM 172967101 65201 1682614 X 06 235000 0 1447614 CITIZENS COMMUNICATIONS CO COM 17453B101 17 2000 X 06 0 0 2000 CITRIX SYS INC COM 177376100 8 1300 X 06 0 0 1300 CLARK / BARDES HLDGS INC COM 180668105 8459 370370 X 06 370370 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 2309 72100 X 06 67900 0 4200 CLOROX CO DEL COM 189054109 70 1700 X 06 0 0 1700 COCA COLA CO COM 191216100 1204 21500 X 06 0 0 21500 COCA COLA ENTERPRISES INC COM 191219104 68 3100 X 06 0 0 3100 COLGATE PALMOLIVE CO COM 194162103 5435 108600 X 06 0 0 108600 COMCAST CORP COM 200300200 32058 1344700 X 06 19300 0 1325400 COMERICA INC COM 200340107 80 1300 X 06 0 0 1300 COMPUTER ASSOC INTL INC COM 204912109 66 4125 X 06 0 0 4125 COMPUTER SCIENCES CORP COM 205363104 57 1200 X 06 0 0 1200 COMPUWARE CORP COM 205638109 16 2600 X 06 0 0 2600 COMVERSE TECHNOLOGY INC COM 205862402 12 1300 X 06 0 0 1300 CONAGRA FOODS INC COM 205887102 105 3800 X 06 0 0 3800 CONCORD EFS INC COM 206197105 8984 298090 X 06 118090 0 180000 CONOCO INC COM 208251504 123 4415 X 06 0 0 4415 CONSECO INC COM 208464107 5 2308 X 06 0 0 2308 CONSOLIDATED EDISON INC COM 209115104 589 14100 X 06 0 0 14100 CONSTELLATION ENERGY GROUP I COM 210371100 654 22300 X 06 0 0 22300 CONTINENTAL AIRLS INC COM 210795308 16 1000 X 06 0 0 1000 CONVERGYS CORP COM 212485106 23 1200 X 06 0 0 1200 COOPER TIRE & RUBR CO COM 216831107 10 500 X 06 0 0 500 COORS ADOLPH CO COM 217016104 19 300 X 06 0 0 300 COPART INC COM 217204106 601 37050 X 06 37050 0 0 CORNING INC COM 219350105 23 6600 X 06 0 0 6600 CORPORATE EXECUTIVE BRD CO COM 21988R102 675 19700 X 06 19700 0 0 COSTCO WHSL CORP NEW COM 22160K105 125 3230 X 06 0 0 3230 COUNTRYWIDE CR INDS INC DEL COM 222372104 39 800 X 06 0 0 800 COX COMMUNICATIONS INC NEW COM 224044107 6532 237100 X 06 0 0 237100 CRANE CO COM 224399105 10 400 X 06 0 0 400 CUMMINS INC COM 231021106 10 300 X 06 0 0 300 CUMULUS MEDIA INC COM 231082108 930 67500 X 06 67500 0 0 CYTYC CORP COM 232946103 778 102100 X 06 102100 0 0 D R HORTON INC COM 23331A109 7719 296550 X 06 47550 0 249000 DTE ENERGY CO COM 233331107 54 1200 X 06 0 0 1200 DANA CORP COM 235811106 18 964 X 06 0 0 964 DANAHER CORP DEL COM 235851102 23618 355960 X 06 21560 0 334400 DARDEN RESTAURANTS INC COM 237194105 30 1200 X 06 0 0 1200 DEERE & CO COM 244199105 81 1700 X 06 0 0 1700 DELL COMPUTER CORP COM 247025109 22462 859300 X 06 107900 0 751400 DELPHI AUTOMOTIVE SYS CORP COM 247126105 51 3892 X 06 0 0 3892 DELTA AIR LINES INC DEL COM 247361108 18 900 X 06 0 0 900 DELUXE CORP COM 248019101 19 500 X 06 0 0 500 DEVON ENERGY CORP NEW COM 25179M103 44 900 X 06 0 0 900 DILLARDS INC COM 254067101 16 600 X 06 0 0 600 DISNEY WALT CO COM 254687106 2092 110700 X 06 95900 0 14800 DIXON TICONDROGA WTS 2558602#4 0 163637 X 06 163637 0 0 DOLLAR GEN CORP COM 256669102 45 2352 X 06 0 0 2352 DOMINION RES INC VA NEW COM 25746U109 125 1890 X 06 0 0 1890 DONNELLEY R R & SONS CO COM 257867101 22 800 X 06 0 0 800 DOVER CORP COM 260003108 49 1400 X 06 0 0 1400 DOW CHEM CO COM 260543103 221 6422 X 06 0 0 6422 DOW JONES & CO INC COM 260561105 29 600 X 06 0 0 600 DU PONT E I DE NEMOURS & CO COM 263534109 3285 73978 X 06 34200 0 39778 DUKE ENERGY CORP COM 264399106 172 5532 X 06 0 0 5532 DYNEGY INC NEW COM 26816Q101 1418 196900 X 06 0 0 196900 E M C CORP MASS COM 268648102 149 19800 X 06 0 0 19800 EOG RES INC COM 26875P101 32 800 X 06 0 0 800 EASTMAN CHEM CO COM 277432100 25 525 X 06 0 0 525 EASTMAN KODAK CO COM 277461109 58 2000 X 06 0 0 2000 EATON CORP COM 278058102 36 500 X 06 0 0 500 EBAY INC COM 278642103 8926 144850 X 06 62250 0 82600 ECOLAB INC COM 278865100 42 900 X 06 0 0 900 EDISON INTL COM 281020107 39 2300 X 06 0 0 2300 EDISON SCHOOLS INC COM 281033100 4 4200 X 06 0 0 4200 EDO CORP COM 281347104 1391 48800 X 06 48800 0 0 EL PASO CORP COM 28336L109 74 3614 X 06 0 0 3614 ELECTRONIC ARTS INC COM 285512109 1887 28570 X 06 28570 0 0 ELECTRONIC DATA SYS NEW COM 285661104 2244 60400 X 06 0 0 60400 ELECTRONIC DATA (MT) CAL 2856615GX 0 -135 X 06 0 0 -135 ELECTRONIC DATA (MGS) CAL 2856615GY 0 -135 X 06 0 0 -135 ELECTRONIC DATA (MGS) CAL 2856615GZ 0 -300 X 06 0 0 -300 ELECTRONICS BOUTIQUE HLDGS C COM 286045109 1395 47600 X 06 47600 0 0 EMERSON ELEC CO COM 291011104 166 3100 X 06 0 0 3100 EMULEX CORP COM 292475209 1851 82200 X 06 82200 0 0 ENDOCARE INC COM 29264P104 1214 91900 X 06 91900 0 0 ENGELHARD CORP COM 292845104 24 862 X 06 0 0 862 ENGINEERED SUPPORT SYS INC COM 292866100 1736 33200 X 06 33200 0 0 ENTERGY CORP NEW COM 29364G103 755 17800 X 06 0 0 17800 ENTRAVISION COMMUNICATIONS C COM 29382R107 1170 95500 X 06 95500 0 0 EQUIFAX INC COM 294429105 27 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 1623 82300 X 06 82300 0 0 EXELON CORP COM 30161N101 120 2300 X 06 0 0 2300 EXPEDITORS INTL WASH INC COM 302130109 1127 34000 X 06 34000 0 0 EXPRESS SCRIPTS INC COM 302182100 25411 507100 X 06 15500 0 491600 EXXON MOBIL CORP COM 30231G102 3926 95954 X 06 0 0 95954 FPL GROUP INC COM 302571104 876 14600 X 06 0 0 14600 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 1008 41500 X 06 41500 0 0 FAMILY DLR STORES INC COM 307000109 42 1200 X 06 0 0 1200 FEDERAL HOME LN MTG CORP COM 313400301 5685 92900 X 06 84500 0 8400 FEDERAL NATL MTG ASSN COM 313586109 13459 182500 X 06 47900 0 134600 FEDERATED DEPT STORES INC DE COM 31410H101 183 4600 X 06 0 0 4600 FEDEX CORP COM 31428X106 117 2200 X 06 0 0 2200 FIFTH THIRD BANCORP COM 316773100 272 4082 X 06 0 0 4082 FIRST DATA CORP COM 319963104 5305 142600 X 06 0 0 142600 FIRST TENN NATL CORP COM 337162101 34 900 X 06 0 0 900 FISERV INC COM 337738108 11474 312550 X 06 0 0 312550 FIRSTENERGY CORP COM 337932107 1350 40430 X 06 0 0 40430 FLEETBOSTON FINL CORP COM 339030108 356 10994 X 06 0 0 10994 FLUOR CORP NEW COM 343412102 23 600 X 06 0 0 600 FORD MTR CO DEL COM 345370860 208 13010 X 06 0 0 13010 FOREST LABS INC COM 345838106 11055 156150 X 06 24150 0 132000 FORTUNE BRANDS INC COM 349631101 62 1100 X 06 0 0 1100 FOUR SEASONS HOTELS INC COM 35100E104 858 18300 X 06 18300 0 0 FRANKLIN RES INC COM 354613101 81 1900 X 06 0 0 1900 FREDS INC COM 356108100 638 17350 X 06 17350 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 70 3900 X 06 0 0 3900 FRONTIER OIL CORP COM 35914P105 551 31300 X 06 31300 0 0 FURRS RESTAURANT GROUP INC COM 361115603 3485 1699971 X 06 0 1699971 0 GALLAGHER ARTHUR J & CO COM 363576109 9906 285900 X 06 11100 0 274800 GALYANS TRADING INC COM 36458R101 1048 45900 X 06 45900 0 0 GANNETT INC COM 364730101 2307 30400 X 06 27000 0 3400 GAP INC DEL COM 364760108 87 6112 X 06 0 0 6112 GATEWAY INC COM 367626108 10 2200 X 06 0 0 2200 GENERAL DYNAMICS CORP COM 369550108 160 1500 X 06 0 0 1500 GENERAL ELEC CO COM 369604103 24576 846000 X 06 188100 0 657900 GENERAL ELECTRIC (MT) CAL 3696045GY 0 -300 X 06 0 0 -300 GENERAL ELECTRIC (SB) CAL 3696045GZ 0 -200 X 06 0 0 -200 GENERAL MLS INC COM 370334104 115 2600 X 06 0 0 2600 GENERAL MTRS CORP COM 370442105 1502 28100 X 06 24200 0 3900 GENERAL MOTORS (MT) CAL 3704425GS 0 -200 X 06 0 0 -200 GENERAL MOTORS (MT) CAL 3704425GT 0 -200 X 06 0 0 -200 GENERAL MOTORS (MT) CAL 3704425GV 0 -150 X 06 0 0 -150 GENERAL MOTORS (MGS) CAL 3704425GX 0 -150 X 06 0 0 -150 GENERAL MOTORS (MOR) CAL 3704425GZ 0 -150 X 06 0 0 -150 GENERAL MTRS CORP COM 370442832 884 85000 X 06 0 0 85000 GENUINE PARTS CO COM 372460105 42 1200 X 06 0 0 1200 GENZYME CORP COM 372917104 29 1500 X 06 0 0 1500 GEORGIA GULF CORP COM 373200203 1846 69800 X 06 69800 0 0 GEORGIA PAC CORP COM 373298108 38 1549 X 06 0 0 1549 GETTY IMAGES INC COM 374276103 1115 51200 X 06 51200 0 0 GILLETTE CO COM 375766102 254 7500 X 06 0 0 7500 GOLDEN WEST FINL CORP DEL COM 381317106 76 1100 X 06 0 0 1100 GOLDMAN SACHS GROUP INC COM 38141G104 3858 52600 X 06 51600 0 1000 GOODRICH B F CO COM 382388106 19 700 X 06 0 0 700 GOODYEAR TIRE & RUBR CO COM 382550101 21 1100 X 06 0 0 1100 GRAINGER W W INC COM 384802104 35 700 X 06 0 0 700 GREAT LAKES CHEM CORP COM 390568103 8 300 X 06 0 0 300 GROUP 1 AUTOMOTIVE INC COM 398905109 1118 29300 X 06 29300 0 0 GUIDANT CORP COM 401698105 67 2200 X 06 0 0 2200 HCA-HEALTHCARE CO COM 404119109 2615 55060 X 06 0 0 55060 HALLIBURTON CO COM 406216101 48 3000 X 06 0 0 3000 HANCOCK JOHN FINL SVCS INC COM 41014S106 77 2200 X 06 0 0 2200 HARLEY DAVIDSON INC COM 412822108 46897 914710 X 06 71310 0 843400 HARRAHS ENTMT INC COM 413619107 35 800 X 06 0 0 800 HARTFORD FINL SVCS GROUP INC COM 416515104 101 1700 X 06 0 0 1700 HASBRO INC COM 418056107 16 1175 X 06 0 0 1175 HEALTHSOUTH CORP COM 421924101 35 2700 X 06 0 0 2700 HEALTH MGMT ASSOC INC NEW COM 421933102 35642 1768840 X 06 150640 0 1618200 HEINZ H J CO COM 423074103 220 5350 X 06 0 0 5350 HERCULES INC COM 427056106 8 700 X 06 0 0 700 HERSHEY FOODS CORP COM 427866108 63 1000 X 06 0 0 1000 HEWLETT PACKARD CO COM 428236103 327 21397 X 06 0 0 21397 HILTON HOTELS CORP COM 432848109 36 2600 X 06 0 0 2600 HOME DEPOT INC COM 437076102 18091 492547 X 06 155300 0 337247 HONEYWELL INTL INC COM 438516106 283 8025 X 06 0 0 8025 HOT TOPIC INC COM 441339108 916 34300 X 06 34300 0 0 HOUSEHOLD INTL INC COM 441815107 3585 72133 X 06 0 0 72133 HUMANA INC COM 444859102 19 1200 X 06 0 0 1200 HUMAN GENOME SCIENCES INC COM 444903108 70 5200 X 06 0 0 5200 HUNTINGTON BANCSHARES INC COM 446150104 34 1726 X 06 0 0 1726 HYDRIL CO COM 448774109 1455 54300 X 06 54300 0 0 ICN PHARMACEUTICALS INC NEW COM 448924100 1215 50200 X 06 50200 0 0 HYPERION SOLUTIONS CORP COM 44914M104 1275 69900 X 06 69900 0 0 IMS HEALTH INC COM 449934108 38 2100 X 06 0 0 2100 ITT INDS INC IND COM 450911102 8621 122110 X 06 18610 0 103500 IDEX CORP COM 45167R104 1330 39700 X 06 39700 0 0 ILLINOIS TOOL WKS INC COM 452308109 150 2200 X 06 0 0 2200 IMMUNEX CORP NEW COM 452528102 85 3800 X 06 0 0 3800 INCO LTD COM 453258402 27 1200 X 06 0 0 1200 INFORMATICA CORP COM 45666Q102 1182 166700 X 06 166700 0 0 INSIGHT ENTERPRISES INC COM 45765U103 1647 65400 X 06 65400 0 0 INTEGRA LIFESCIENCES HLDGS C COM 457985208 1666 76600 X 06 76600 0 0 INTEGRATED CIRCUIT SYS INC COM 45811K208 4023 199250 X 06 199250 0 0 INTEL CORP COM 458140100 14109 772244 X 06 151500 0 620744 INTERCEPT GROUP INC COM 45845L107 854 41200 X 06 41200 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 1094 15200 X 06 0 0 15200 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 23 700 X 06 0 0 700 INTERNATIONAL GAME TECHNOLOG COM 459902102 28 500 X 06 0 0 500 INTL PAPER CO COM 460146103 150 3452 X 06 0 0 3452 INTERPUBLIC GROUP COS INC COM 460690100 64 2600 X 06 0 0 2600 INTERSIL HLDG CORP COM 46069S109 3068 143506 X 06 143506 0 0 INTUIT COM 461202103 2188 44000 X 06 42500 0 1500 INVESTORS FINL SERVICES CORP COM 461915100 2432 72500 X 06 72500 0 0 IRON MTN INC PA COM 462846106 1604 52000 X 06 52000 0 0 JDS UNIPHASE CORP COM 46612J101 25 9300 X 06 0 0 9300 J P MORGAN CHASE & CO COM 46625H100 13279 391470 X 06 0 0 391470 JABIL CIRCUIT INC COM 466313103 27 1300 X 06 0 0 1300 JACOBS ENGR GROUP INC DEL COM 469814107 9251 266000 X 06 0 0 266000 JEFFERSON PILOT CORP COM 475070108 52 1100 X 06 0 0 1100 JETBLUE AWYS CORP COM 477143101 64 1400 X 06 1400 0 0 JOHNSON & JOHNSON COM 478160104 18430 352660 X 06 49700 0 302960 JOHNSON CTLS INC COM 478366107 49 600 X 06 0 0 600 JONES APPAREL GROUP INC COM 480074103 34 900 X 06 0 0 900 JUNIPER NETWORKS INC COM 48203R104 2725 482350 X 06 301750 0 180600 KLA-TENCOR CORP COM 482480100 1344 30550 X 06 29250 0 1300 KB HOME COM 48666K109 2849 55300 X 06 0 0 55300 KELLOGG CO COM 487836108 104 2900 X 06 0 0 2900 KERR MCGEE CORP COM 492386107 567 10595 X 06 7900 0 2695 KEY ENERGY SERVICES INC WTS 492914122 0 7000 X 06 7000 0 0 KEYCORP NEW COM 493267108 1492 54656 X 06 0 0 54656 KEYSPAN CORP COM 49337W100 38 1000 X 06 0 0 1000 KIMBERLY CLARK CORP COM 494368103 235 3784 X 06 0 0 3784 KINDER MORGAN INC KANS COM 49455P101 30 800 X 06 0 0 800 KING PHARMACEUTICALS INC COM 495582108 6039 271400 X 06 0 0 271400 KIRBY CORP COM 497266106 824 33700 X 06 33700 0 0 KNIGHT RIDDER INC COM 499040103 31 500 X 06 0 0 500 KOHLS CORP COM 500255104 59645 851100 X 06 152600 0 698500 KOOKMIN BK NEW ADR 50049M109 334 6791 X 06 6791 0 0 KRAFT FOODS INC COM 50075N104 143 3500 X 06 0 0 3500 KROGER CO COM 501044101 1443 72500 X 06 0 0 72500 LSI LOGIC CORP COM 502161102 22 2500 X 06 0 0 2500 LTX CORP COM 502392103 564 39500 X 06 39500 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 3515 65100 X 06 0 0 65100 LABORATORY CORP AMER HLDGS COM 50540R409 24980 547200 X 06 0 0 547200 LAUDER ESTEE COS INC COM 518439104 84 2400 X 06 0 0 2400 LEGGETT & PLATT INC COM 524660107 388 16600 X 06 0 0 16600 LEGG MASON INC COM 524901105 26293 532890 X 06 32290 0 500600 LEHMAN BROS HLDGS INC COM 524908100 113 1800 X 06 0 0 1800 LEXMARK INTL NEW COM 529771107 49 900 X 06 0 0 900 LIBERTY MEDIA CORP NEW COM 530718105 2863 286276 X 06 0 0 286276 LIFEPOINT HOSPITALS INC COM 53219L109 657 18100 X 06 18100 0 0 LILLY ELI & CO COM 532457108 451 8000 X 06 0 0 8000 LIMITED INC COM 532716107 64 3000 X 06 0 0 3000 LINCOLN NATL CORP IND COM 534187109 55 1300 X 06 0 0 1300 LINEAR TECHNOLOGY CORP COM 535678106 72 2300 X 06 0 0 2300 LIZ CLAIBORNE INC COM 539320101 25 800 X 06 0 0 800 LOCKHEED MARTIN CORP COM 539830109 218 3130 X 06 0 0 3130 LOEWS CORP COM 540424108 74 1400 X 06 0 0 1400 LOUISIANA PAC CORP COM 546347105 7 700 X 06 0 0 700 LOWES COS INC COM 548661107 1621 35700 X 06 30200 0 5500 LUCENT TECHNOLOGIES INC COM 549463107 414 249111 X 06 0 0 249111 LYONDELL CHEMICAL CO COM 552078107 1425 94400 X 06 0 0 94400 MBIA INC COM 55262C100 62 1100 X 06 0 0 1100 MBNA CORP COM 55262L100 52890 1599344 X 06 313800 0 1285544 MGIC INVT CORP WIS COM 552848103 814 12000 X 06 0 0 12000 MGM MIRAGE COM 552953101 1456 43150 X 06 43150 0 0 MKS INSTRUMENT INC COM 55306N104 975 48600 X 06 48600 0 0 MSC INDL DIRECT INC COM 553530106 1303 66800 X 06 66800 0 0 MANOR CARE INC NEW COM 564055101 16 700 X 06 0 0 700 MARATHON OIL CORP COM 565849106 60 2200 X 06 0 0 2200 MARSH & MCLENNAN COS INC COM 571748102 188 1950 X 06 0 0 1950 MARSHALL & ILSLEY CORP COM 571834100 49 1600 X 06 0 0 1600 MARRIOTT INTL INC NEW COM 571903202 66 1732 X 06 0 0 1732 MARTEK BIOSCIENCES CORP COM 572901106 1540 73600 X 06 73600 0 0 MASCO CORP COM 574599106 1059 39050 X 06 30150 0 8900 MATRIXONE INC COM 57685P304 569 93288 X 06 93288 0 0 MATTEL INC COM 577081102 63 3000 X 06 0 0 3000 MAXIM INTEGRATED PRODS INC COM 57772K101 8939 233200 X 06 34600 0 198600 MAY DEPT STORES CO COM 577778103 196 5950 X 06 0 0 5950 MAYTAG CORP COM 578592107 21 500 X 06 0 0 500 MCDERMOTT INTL INC COM 580037109 3 400 X 06 0 0 400 MCDONALDS CORP COM 580135101 262 9200 X 06 0 0 9200 MCGRAW HILL COS INC COM 580645109 84 1400 X 06 0 0 1400 MCKESSON HBOC INC COM 58155Q103 65 2000 X 06 0 0 2000 MEADWESTVACO CORP COM 583334107 45 1330 X 06 0 0 1330 MEDICAL STAFFING NETWORK HOL COM 58463F104 784 32000 X 06 32000 0 0 MEDICINES CO COM 584688105 1473 119500 X 06 119500 0 0 MEDIMMUNE INC COM 584699102 1181 44750 X 06 43250 0 1500 MEDTRONIC INC COM 585055106 12919 301500 X 06 73000 0 228500 MELLON FINL CORP COM 58551A108 107 3400 X 06 0 0 3400 MERCK & CO INC COM 589331107 932 18400 X 06 0 0 18400 MERCURY INTERACTIVE CORP COM 589405109 3576 155750 X 06 0 0 155750 MEREDITH CORP COM 589433101 12 300 X 06 0 0 300 MERRILL LYNCH & CO INC COM 590188108 9194 227000 X 06 48800 0 178200 METLIFE INC COM 59156R108 153 5300 X 06 0 0 5300 MICREL INC COM 594793101 779 54200 X 06 54200 0 0 MICROSOFT CORP COM 594918104 34357 628100 X 06 149800 0 478300 MICROCHIP TECHNOLOGY INC COM 595017104 1378 50250 X 06 50250 0 0 MICRON TECHNOLOGY INC COM 595112103 4104 202950 X 06 0 0 202950 MILLENNIUM PHARMACEUTICALS I COM 599902103 1320 108630 X 06 108630 0 0 MILLIPORE CORP COM 601073109 13 400 X 06 0 0 400 MIRANT CORP COM 604675108 17 2397 X 06 0 0 2397 MOLEX INC COM 608554101 46 1375 X 06 0 0 1375 MOODYS CORP COM 615369105 55 1100 X 06 0 0 1100 MOORE LTD COM 615785102 828 72100 X 06 72100 0 0 MORGAN STANLEY DEAN WITTER&C COM 617446448 6148 142702 X 06 45000 0 97702 MORTON INDUSTRIAL GROUP COM 619328107 43 173914 X 06 173914 0 0 MOTHERS WORK INC PFD 6199033*6 0 2964 X 06 2964 0 0 MOTOROLA INC COM 620076109 1828 125305 X 06 109700 0 15605 NCR CORP NEW COM 62886E108 24 700 X 06 0 0 700 NATIONAL CITY CORP COM 635405103 991 29800 X 06 0 0 29800 NATIONAL SEMICONDUCTOR CORP COM 637640103 35 1200 X 06 0 0 1200 NAVISTAR INTL CORP NEW COM 63934E108 990 30950 X 06 30550 0 400 NETIQ CORP COM 64115P102 921 40700 X 06 40700 0 0 NETWORK APPLIANCE INC COM 64120L104 2201 176900 X 06 174600 0 2300 NEW YORK TIMES CO COM 650111107 57 1100 X 06 0 0 1100 NEWELL RUBBERMAID INC COM 651229106 8014 228582 X 06 0 0 228582 NEWFIELD EXPL CO COM 651290108 1424 38300 X 06 38300 0 0 NEWMONT MINING CORP COM 651639106 74 2800 X 06 0 0 2800 NEXTEL COMMUNICATIONS INC COM 65332V103 483 150550 X 06 145150 0 5400 NICOR INC COM 654086107 14 300 X 06 0 0 300 NIKE INC COM 654106103 102 1900 X 06 0 0 1900 NISOURCE INC COM 65473P105 31 1399 X 06 0 0 1399 NOKIA CORP ADR 654902204 3358 231900 X 06 231900 0 0 NORDSTROM INC COM 655664100 20 900 X 06 0 0 900 NORFOLK SOUTHERN CORP COM 655844108 63 2700 X 06 0 0 2700 NORTEL NETWORKS CORP NEW COM 656568102 40 27380 X 06 0 0 27380 NORTHERN TR CORP COM 665859104 70 1600 X 06 0 0 1600 NORTHROP GRUMMAN CORP COM 666807102 1275 10200 X 06 9500 0 700 NOVAVAX INC COM 670002104 184 43700 X 06 43700 0 0 NOVELL INC COM 670006105 8 2500 X 06 0 0 2500 NOVELLUS SYS INC COM 670008101 34 1000 X 06 0 0 1000 NUCOR CORP COM 670346105 39 600 X 06 0 0 600 NVIDIA CORP COM 67066G104 1296 75450 X 06 74650 0 800 OM GROUP INC COM 670872100 1190 19200 X 06 19200 0 0 OAK TECHNOLOGY INC COM 671802106 295 65100 X 06 65100 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 1907 63600 X 06 0 0 63600 OFFICE DEPOT INC COM 676220106 35 2100 X 06 0 0 2100 OMNICOM GROUP INC COM 681919106 60 1300 X 06 0 0 1300 ORACLE CORP COM 68389X105 378 39948 X 06 0 0 39948 OPTION CARE INC COM 683948103 1340 97500 X 06 97500 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 571 87800 X 06 87800 0 0 OVERTURE SVCS INC COM 69039R100 2369 94850 X 06 94850 0 0 P C CONNECTION COM 69318J100 295 71900 X 06 71900 0 0 PG&E CORP COM 69331C108 145 8100 X 06 0 0 8100 PMA CAP CORP COM 693419202 1024 48400 X 06 48400 0 0 PMC-SIERRA INC COM 69344F106 10 1100 X 06 0 0 1100 PMI GROUP INC COM 69344M101 1238 32400 X 06 0 0 32400 PNC FINL SVCS GROUP INC COM 693475105 110 2100 X 06 0 0 2100 PPG INDS INC COM 693506107 74 1200 X 06 0 0 1200 PPL CORP COM 69351T106 33 1000 X 06 0 0 1000 PSC INC WTS 69361E3*6 0 292500 X 06 292500 0 0 PSS WORLD MED INC COM 69366A100 265 32700 X 06 32700 0 0 PACCAR INC COM 693718108 39 885 X 06 0 0 885 PACTIV CORP COM 695257105 1161 48800 X 06 47700 0 1100 PALL CORP COM 696429307 17 800 X 06 0 0 800 PALM INC COM 696642107 7 3996 X 06 0 0 3996 PARAMETRIC TECHNOLOGY CORP COM 699173100 6 1800 X 06 0 0 1800 PARKER HANNIFIN CORP COM 701094104 155 3250 X 06 0 0 3250 PAYCHEX INC COM 704326107 84 2675 X 06 0 0 2675 PENNEY J C INC COM 708160106 42 1900 X 06 0 0 1900 PEOPLES ENERGY CORP COM 711030106 11 300 X 06 0 0 300 PEOPLESOFT INC COM 712713106 9353 628550 X 06 200150 0 428400 PEPSI BOTTLING GROUP INC COM 713409100 277 9000 X 06 0 0 9000 PEPSICO INC COM 713448108 659 13670 X 06 0 0 13670 PERICOM SEMICONDUCTOR CORP COM 713831105 846 73000 X 06 73000 0 0 PERKINELMER INC COM 714046109 10 900 X 06 0 0 900 PFIZER INC COM 717081103 41029 1172245 X 06 312700 0 859545 PHARMACIA CORP COM 71713U102 462 12326 X 06 0 0 12326 PHELPS DODGE CORP COM 717265102 130 3145 X 06 0 0 3145 PHILIP MORRIS COS INC COM 718154107 3665 83900 X 06 0 0 83900 PHILLIPS PETE CO COM 718507106 2325 39480 X 06 0 0 39480 PINNACLE WEST CAP CORP COM 723484101 24 600 X 06 0 0 600 PITNEY BOWES INC COM 724479100 71 1800 X 06 0 0 1800 PLACER DOME INC COM 725906101 26 2300 X 06 0 0 2300 PLANTRONICS INC NEW COM 727493108 692 36400 X 06 36400 0 0 PLUM CREEK TIMBER CO INC COM 729251108 43 1400 X 06 0 0 1400 POWER-ONE INC COM 739308104 574 92300 X 06 91800 0 500 PRTIR INC COM 74005P104 68 1200 X 06 0 0 1200 PRICE T ROWE GROUP INC COM 74144T108 30 900 X 06 0 0 900 PRIMUS TELECOMMUNICATIONS WTS 741929111 0 6000 X 06 6000 0 0 PRIORITY HEALTHCARE CORP COM 74264T102 1516 64500 X 06 64500 0 0 PROCTER & GAMBLE CO COM 742718109 9162 102600 X 06 20800 0 81800 PROGRESS ENERGY INC COM 743263105 78 1500 X 06 0 0 1500 PROGRESSIVE CORP OHIO COM 743315103 104 1800 X 06 0 0 1800 PROVIDIAN FINL CORP COM 74406A102 12 2000 X 06 0 0 2000 PUBLIC SVC ENTERPRISE GROUP COM 744573106 65 1500 X 06 0 0 1500 PULTE CORP COM 745867101 23 400 X 06 0 0 400 QLOGIC CORP COM 747277101 27 700 X 06 0 0 700 QUALCOMM INC COM 747525103 225 8200 X 06 0 0 8200 QUEST DIAGNOSTICS INC COM 74834L100 1569 18230 X 06 18230 0 0 QUINTILES TRANSNATIONAL CORP COM 748767100 10 800 X 06 0 0 800 QWEST COMMUNICATIONS INTL IN COM 749121109 431 153952 X 06 138650 0 15302 RADIOSHACK CORP COM 750438103 39 1300 X 06 0 0 1300 RATIONAL SOFTWARE CORP COM 75409P202 11 1400 X 06 0 0 1400 RAYTHEON CO COM 755111507 110 2700 X 06 0 0 2700 REEBOK INTL LTD COM 758110100 12 400 X 06 0 0 400 REGAL BELOIT CORP COM 758750103 758 31200 X 06 31200 0 0 REGIONS FINL CORP COM 758940100 56 1600 X 06 0 0 1600 RELIANT ENERGY INC COM 75952J108 511 30250 X 06 0 0 30250 RENT A CTR INC NEW COM 76009N100 1456 25100 X 06 25100 0 0 RESOURCES CONNECTION INC COM 76122Q105 1625 60200 X 06 60200 0 0 RETEK INC COM 76128Q109 1805 74300 X 06 74300 0 0 ROBBINS & MYERS INC COM 770196103 714 27200 X 06 27200 0 0 ROBERT HALF INTL INC COM 770323103 924 39650 X 06 38450 0 1200 ROCKWELL INTL CORP NEW COM 773903109 26 1300 X 06 0 0 1300 ROCKWELL COLLINS INC COM 774341101 36 1300 X 06 0 0 1300 ROHM & HAAS CO COM 775371107 64 1579 X 06 0 0 1579 ROWAN COS INC COM 779382100 13 600 X 06 0 0 600 ROYAL DUTCH PETE CO ADR 780257804 956 17300 X 06 0 0 17300 RYDER SYS INC COM 783549108 11 400 X 06 0 0 400 SBC COMMUNICATIONS INC COM 78387G103 2478 81236 X 06 0 0 81236 SLM CORP COM 78442P106 116 1200 X 06 0 0 1200 SABRE HLDGS CORP COM 785905100 32 900 X 06 0 0 900 SAFECO CORP COM 786429100 28 900 X 06 0 0 900 SAFEWAY INC COM 786514208 105 3600 X 06 0 0 3600 ST JUDE MED INC COM 790849103 47 630 X 06 0 0 630 ST PAUL COS INC COM 792860108 59 1506 X 06 0 0 1506 SANMINA-SCI CORP COM 800907107 5003 792900 X 06 0 0 792900 SANMINA - SCI C (MOR) CAL 8009075GQ 0 -150 X 06 0 0 -150 SANMINA - SCI CO (SB) CAL 8009075GR 0 -600 X 06 0 0 -600 SANMINA - SCI CO (MT) CAL 8009075GS 0 -100 X 06 0 0 -100 SANMINA - SCI COR (S) CAL 8009075GU 0 -300 X 06 0 0 -300 SANMINA - SCI CO (MT) CAL 8009075GV 0 -600 X 06 0 0 -600 SANMINA - SCI C (SBC) CAL 8009075GW 0 -250 X 06 0 0 -250 SANMINA - SCI CO (SB) CAL 8009075GX 0 -300 X 06 0 0 -300 SANMINA - SCI CO (SB) CAL 8009075GY 0 -500 X 06 0 0 -500 SANM JULY 5 10.9 CALL (FBC) CAL 8009075GZ 0 -300 X 06 0 0 -300 SARA LEE CORP COM 803111103 227 11000 X 06 0 0 11000 SCANSOURCE INC COM 806037107 1339 21800 X 06 21800 0 0 SCHERING PLOUGH CORP COM 806605101 2437 99050 X 06 0 0 99050 SCHLUMBERGER LTD COM 806857108 191 4100 X 06 0 0 4100 SCHWAB CHARLES CORP NEW COM 808513105 109 9775 X 06 0 0 9775 SCIENTIFIC ATLANTA INC COM 808655104 18 1100 X 06 0 0 1100 SEALED AIR CORP NEW COM 81211K100 24 600 X 06 0 0 600 SEARS ROEBUCK & CO COM 812387108 1629 30000 X 06 0 0 30000 SEMTECH CORP COM 816850101 1212 45400 X 06 45400 0 0 SEMPRA ENERGY COM 816851109 31 1400 X 06 0 0 1400 SHERWIN WILLIAMS CO COM 824348106 33 1100 X 06 0 0 1100 SICOR INC COM 825846108 2719 146650 X 06 146650 0 0 SIEBEL SYS INC COM 826170102 46 3200 X 06 0 0 3200 SIGMA ALDRICH CORP COM 826552101 25 500 X 06 0 0 500 SILICON LABORATORIES INC COM 826919102 1909 70540 X 06 70540 0 0 SIMON PPTY GROUP INC NEW COM 828806109 48 1300 X 06 0 0 1300 SIRENZA MICRODEVICES INC COM 82966T106 135 67000 X 06 67000 0 0 SMUCKER J M CO COM 832696405 3 96 X 06 0 0 96 SMURFIT-STONE CONTAINER CORP COM 832727101 9331 605150 X 06 95250 0 509900 SNAP ON INC COM 833034101 12 400 X 06 0 0 400 SOLECTRON CORP COM 834182107 7003 1138700 X 06 0 0 1138700 SOUTHERN CO COM 842587107 132 4800 X 06 0 0 4800 SOUTHTRUST CORP COM 844730101 63 2400 X 06 0 0 2400 SOUTHWEST AIRLS CO COM 844741108 17373 1075075 X 06 94850 0 980225 SOUTHWEST BANCORPORATION TEX COM 84476R109 1974 54500 X 06 54500 0 0 SPINNAKER EXPL CO COM 84855W109 1304 36200 X 06 36200 0 0 SPRINT CORP COM 852061100 81 7600 X 06 0 0 7600 SPRINT CORP COM 852061506 3281 733900 X 06 415400 0 318500 SPRINT CORP (PC (CJL) CAL 8520615GR 0 -450 X 06 0 0 -450 SPRINT CORP (PC (MGS) CAL 8520615GS 0 -200 X 06 0 0 -200 PCS JUL 10 12.05 CALL (S) CAL 8520615GU 0 -100 X 06 0 0 -100 PCS JULY 16 12.1264 CALL (MOR) CAL 8520615GV 0 -400 X 06 0 0 -400 PCS JULY 18 13.30 CALL (MOR) CAL 8520615GW 0 -300 X 06 0 0 -300 PCS JULY 12 11.65 CALL (SB) CAL 8520615GX 0 -400 X 06 0 0 -400 PCS JUL 8 9.7535 CALL (MT) CAL 8520615GY 0 -200 X 06 0 0 -200 SPRINT CORP CVP 852061605 530 65000 X 06 0 0 65000 STANCORP FINL GROUP INC COM 852891100 1482 26700 X 06 26700 0 0 STANLEY WKS COM 854616109 25 600 X 06 0 0 600 STAPLES INC COM 855030102 62 3150 X 06 0 0 3150 STARBUCKS CORP COM 855244109 67 2700 X 06 0 0 2700 STARWOOD HOTELS&RESORTS WRLD COM 85590A203 46 1400 X 06 0 0 1400 STATE STR CORP COM 857477103 103 2300 X 06 0 0 2300 STATION CASINOS INC COM 857689103 1076 60300 X 06 60300 0 0 STERICYCLE INC COM 858912108 2493 70400 X 06 70400 0 0 STILWELL FINL INC COM 860831106 27 1500 X 06 0 0 1500 STRAYER ED INC COM 863236105 1584 24900 X 06 24900 0 0 STRYKER CORP COM 863667101 16149 301800 X 06 0 0 301800 SUN MICROSYSTEMS INC COM 866810104 181 36100 X 06 0 0 36100 SUNOCO INC COM 86764P109 21 600 X 06 0 0 600 SUNTRUST BKS INC COM 867914103 142 2100 X 06 0 0 2100 SUPERVALU INC COM 868536103 22 900 X 06 0 0 900 SWIFT TRANSN CO COM 870756103 680 29200 X 06 29200 0 0 SYMBOL TECHNOLOGIES INC COM 871508107 14 1600 X 06 0 0 1600 SYNOVUS FINL CORP COM 87161C105 55 2000 X 06 0 0 2000 SYSCO CORP COM 871829107 131 4800 X 06 0 0 4800 TECO ENERGY INC COM 872375100 22 900 X 06 0 0 900 THQ INC COM 872443403 1600 53650 X 06 53650 0 0 TJX COS INC NEW COM 872540109 78 4000 X 06 0 0 4000 TRW INC COM 872649108 51 900 X 06 0 0 900 TMP WORLDWIDE INC COM 872941109 1066 49580 X 06 48780 0 800 TXU CORP COM 873168108 97 1882 X 06 0 0 1882 TAIWAN SEMICONDUCTOR MFG LTD ADR 874039100 90 6900 X 06 6900 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1316 63900 X 06 63900 0 0 TARGET CORP COM 87612E106 2717 71300 X 06 64900 0 6400 TEKTRONIX INC COM 879131100 11 600 X 06 0 0 600 TELEFONOS DE MEXICO S A ADR 879403780 295 9200 X 06 9200 0 0 TELLABS INC COM 879664100 18 2900 X 06 0 0 2900 TELUS CORP WTS 87971M111 0 20785 X 06 20785 0 0 TEMPLE INLAND INC COM 879868107 23 400 X 06 0 0 400 TENET HEALTHCARE CORP COM 88033G100 27808 388650 X 06 70400 0 318250 TERADYNE INC COM 880770102 28 1200 X 06 0 0 1200 TEXAS INSTRS INC COM 882508104 4427 186800 X 06 79300 0 107500 TEXTRON INC COM 883203101 47 1000 X 06 0 0 1000 THERASENSE INC COM 883381105 730 39500 X 06 39500 0 0 THERMO ELECTRON CORP COM 883556102 3727 225900 X 06 0 0 225900 THOMAS & BETTS CORP COM 884315102 7 400 X 06 0 0 400 3M CO COM 88579Y101 1525 12400 X 06 9500 0 2900 TIFFANY & CO NEW COM 886547108 461 13100 X 06 12100 0 1000 TORCHMARK CORP COM 891027104 34 900 X 06 0 0 900 TOWER AUTOMOTIVE INC COM 891707101 785 56300 X 06 56300 0 0 TOYS R US INC COM 892335100 23 1325 X 06 0 0 1325 TRANSCANADA PIPELINES LTD PFD 893526723 10200 400000 X 06 400000 0 0 TRANSKARYOTIC THERAPIES INC COM 893735100 1118 31000 X 06 31000 0 0 TRANSTECHNOLOGY CORP WTS 8938892#1 0 71267 X 06 71267 0 0 TRAVELERS PPTY CAS CORP NEW COM 89420G109 844 47700 X 06 47700 0 0 TRIBUNE CO NEW COM 896047107 91 2100 X 06 0 0 2100 TRIMERIS INC COM 896263100 493 11100 X 06 11100 0 0 TUPPERWARE CORP COM 899896104 8 400 X 06 0 0 400 TYCO INTL LTD NEW COM 902124106 2875 212825 X 06 0 0 212825 TYCO INTERNATION (SB) CAL 9021245GX 0 -100 X 06 0 0 -100 TYCO INTERNATIO (SBC) CAL 9021245GY 0 -300 X 06 0 0 -300 TYCO INTERNATION (MT) CAL 9021245GZ 0 -100 X 06 0 0 -100 UCBH HOLDINGS INC COM 90262T308 1752 46100 X 06 46100 0 0 UST INC COM 902911106 41 1200 X 06 0 0 1200 US BANCORP DEL COM 902973304 315 13474 X 06 0 0 13474 UBIQUITEL OPERATING CO WTS 903474112 0 7500 X 06 7500 0 0 ULTIMATE ELECTRS INC COM 903849107 1241 47900 X 06 47900 0 0 UNILEVER N V ADR 904784709 262 4050 X 06 0 0 4050 UNION PAC CORP COM 907818108 9562 151100 X 06 0 0 151100 UNION PLANTERS CORP COM 908068109 49 1500 X 06 0 0 1500 UNISYS CORP COM 909214108 20 2200 X 06 0 0 2200 UNITED DEFENSE INDS INC COM 91018B104 1394 60600 X 06 60600 0 0 UNITED PARCEL SERVICE INC COM 911312106 10930 177000 X 06 0 0 177000 UNITED STATES STL CORP NEW COM 912909108 12 580 X 06 0 0 580 UNITED TECHNOLOGIES CORP COM 913017109 3802 56000 X 06 15900 0 40100 UNITED THERAPEUTICS CORP DEL COM 91307C102 1031 83400 X 06 83400 0 0 UNITEDHEALTH GROUP INC COM 91324P102 7123 77800 X 06 75500 0 2300 UNIVISION COMMUNICATIONS INC COM 914906102 1137 36200 X 06 34700 0 1500 UNOCAL CORP COM 915289102 63 1700 X 06 0 0 1700 UNUMPROVIDENT CORP COM 91529Y106 43 1695 X 06 0 0 1695 V F CORP COM 918204108 31 800 X 06 0 0 800 VALUEVISION INTL INC COM 92047K107 624 34400 X 06 34400 0 0 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 957 28200 X 06 28200 0 0 VERITAS SOFTWARE CO COM 923436109 16822 850000 X 06 101600 0 748400 VERIZON COMMUNICATIONS COM 92343V104 1052 26214 X 06 0 0 26214 VIACOM INC COM 925524308 30639 690534 X 06 126400 0 564134 VIAD CORP COM 92552R109 169 6500 X 06 0 0 6500 VISTEON CORP COM 92839U107 13 900 X 06 0 0 900 VITESSE SEMICONDUCTOR CORP COM 928497106 4 1300 X 06 0 0 1300 VODAFONE GROUP PLC NEW ADR 92857W100 1585 116100 X 06 116100 0 0 VODAFONE AIRTOU (CJL) CAL 92857W5GU 0 -1000 X 06 0 0 -1000 VODAFONE AIRTOU (FBC) CAL 92857W5GV 0 -2500 X 06 0 0 -2500 VODAFONE AIRTOU (MOR) CAL 92857W5GW 0 -2500 X 06 0 0 -2500 VODAFONE AIRTOU (CJL) CAL 92857W5GY 0 -2500 X 06 0 0 -2500 VODAFONE AIRTOU (CJL) CAL 92857W5GZ 0 -3000 X 06 0 0 -3000 VULCAN MATLS CO COM 929160109 31 700 X 06 0 0 700 W-H ENERGY SVCS INC COM 92925E108 1636 73817 X 06 73817 0 0 FIRST UNION COM 929903102 519 13592 X 06 0 0 13592 WAL MART STORES INC COM 931142103 16663 302900 X 06 68900 0 234000 WALGREEN CO COM 931422109 10631 275200 X 06 141600 0 133600 WASHINGTON MUT INC COM 939322103 1851 49874 X 06 0 0 49874 WASTE MGMT INC DEL COM 94106L109 117 4474 X 06 0 0 4474 WATERS CORP COM 941848103 27 1000 X 06 0 0 1000 WATSON PHARMACEUTICALS INC COM 942683103 18 700 X 06 0 0 700 WELLPOINT HEALTH NETWORK NEW COM 94973H108 15819 203300 X 06 0 0 203300 WELLS FARGO & CO NEW COM 949746101 2725 54430 X 06 42200 0 12230 WENDYS INTL INC COM 950590109 32 800 X 06 0 0 800 WEST CORP COM 952355105 1218 55200 X 06 55200 0 0 WESTAMERICA BANCORPORATION COM 957090103 1195 30500 X 06 30500 0 0 WEYERHAEUSER CO COM 962166104 96 1500 X 06 0 0 1500 WHIRLPOOL CORP COM 963320106 33 500 X 06 0 0 500 WILLIAMS COS INC DEL COM 969457100 22 3600 X 06 0 0 3600 WILSON GREATBATCH TECHNOLOGI COM 972232102 473 18560 X 06 18560 0 0 WINN DIXIE STORES INC COM 974280109 14 900 X 06 0 0 900 WORLDCOM INC GA NEW COM 98157D106 66 79952 X 06 0 0 79952 WORLDCOM INC GA NEW COM 98157D304 0 263 X 06 0 0 263 WORTHINGTON INDS INC COM 981811102 10 550 X 06 0 0 550 WRIGLEY WM JR CO COM 982526105 89 1600 X 06 0 0 1600 WYETH COM 983024100 23834 465500 X 06 43800 0 421700 XCEL ENERGY INC COM 98389B100 41 2460 X 06 0 0 2460 XILINX INC COM 983919101 54 2400 X 06 0 0 2400 XEROX CORP COM 984121103 34 4900 X 06 0 0 4900 YAHOO INC COM 984332106 480 32500 X 06 28500 0 4000 YUM BRANDS INC COM 988498101 63 2140 X 06 0 0 2140 ZIMMER HLDGS INC COM 98956P102 62 1730 X 06 0 0 1730 ZIONS BANCORPORATION COM 989701107 36 700 X 06 0 0 700 ACE LTD COM G0070K103 202 6400 X 06 0 0 6400 COOPER INDS LTD COM G24182100 601 15300 X 06 0 0 15300 INGERSOLL-RAND COMPANY LTD COM G4776G101 57 1250 X 06 0 0 1250 MARVELL TECHNOLOGY GROUP LTD COM G5876H105 774 38900 X 06 38900 0 0 NOBLE CORPORATION COM G65422100 35 900 X 06 0 0 900 O2MICRO INTERNATIONAL LIMITE COM G6797E106 649 62700 X 06 62700 0 0 RENAISSANCE RE HLDGS LTD COM G7496G103 813 22200 X 06 22200 0 0 TRANSOCEAN SEDCO FOREX INC COM G90078109 1243 39892 X 06 0 0 39892 WILLIS GROUP HOLDINGS LTD COM G96655108 5139 156150 X 06 0 0 156150 XL CAP LTD COM G98255105 6774 79980 X 06 15080 0 64900 MILLICOM INTL CELLULAR S A COM L6388F102 883 551900 X 06 0 0 551900 PRECISE SOFTWARE SOLUTIONS L COM M41450103 734 76900 X 06 76900 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 119 6100 X 06 0 0 6100 FLEXTRONICS INTL LTD COM Y2573F102 12952 1816570 X 06 0 0 1816570 GRAND TOTAL 217884987
-----END PRIVACY-ENHANCED MESSAGE-----