UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 2002
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Putnam Investment Management, LLC
Address: One Post Office Square
Boston, MA 02109
Form 13F File Number: 28 - 90
The institutional investment manager filing this report and
the person by whom it is signed hereby represent that the person
signing the report is authorized to submit it,
that all information contained herein is true, correct and complete
, and that it is understood that all required items, statements, schedules,
lists, and tables, are considered
integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Andrew J. Hachey
Title: Vice President
Phone: (617) 760-8235
Signature, Place and Date of Signing:
/s/ Andrew J. Hachey Boston, MA__________________
_2/15/2003
[Signature] [City, State] [Date]
Report Type (Check only one.):
[ X ] 13F HOLDINGS REPORT. (Check here if all holdings of
this reporting manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in
this report, and all holdings are reported by other reporting manager (s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of
the holdings for this reporting manager are reported in this report
and a portion are reported by
other reporting manager (s).)
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 3
Form 13F Information Table Entry Total: 4,012
Form 13F Information Table Value Total: $ 124,441,614
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file
number(s) of all institutional investment managers with respect
to which this report is filed, other than the
manager filing this report.
[If there are no entries in this list, state "NONE" and omit
the column headings and list entries.]
No. Form 13F File Number Name
1 28 - 93 Marsh & McLennan Companies, Inc.
2 28 - 92 The Putnam Advisory Company, LLC
3 28 - 1535 Putnam, LLC
PRICING DATE: 01/01/2003
NAME OF REPORTING COMPANIES: PUTNAM, LLC AND ITS AFFILIATED REGISERED INVESTMENT MANAGERS
PUTNAM INVESTMENT MANAGEMENT, LLC (PIM) AND THE PUTNAM ADVISORY COMPANY, LLC (PAC); COLUMN 7: 2 = PAC; 4 = PIM
NOTE: All security types adjusted and converted into Common Stock Equivalent shares where applicable.
COL 1 & 2 COL 3 COL 4 COL 5 COL 6 COL 7 COL 8
CUSIP VALUE SHS OR SH/ INVT OTHR VOTING AUTHORITY SHARES
NAME OF ISSUER / CLASS NUMBER (X$000) PRN AMT PRN DISC MGRS SOLE SHRD NONE
AAON INC 00036020 0.00 0 SH DEFINE2 0 0 0
00036020 334.32 18,140 SH DEFINE4 1,200 0 16,940
A A R CORP 00036110 13,084.14 2,540,610SH DEFINE2 1,111,980 0 1,428,630
00036110 8,285.06 1,608,750SH DEFINE4 0 0 1,608,750
AC MOORE ARTS 00086T10 6,676.56 525,300 SH DEFINE2 394,400 0 130,900
00086T10 420.07 33,050 SH DEFINE4 0 0 33,050
ADC TELECOMMUNICATIONS INC 00088610 737.36 352,806 SH DEFINE2 317 0 352,489
00088610 2,678.42 1,281,540SH DEFINE4 28,900 0 1,252,640
AFLAC INC 00105510 4,893.60 162,470 SH DEFINE2 6,100 0 156,370
00105510 0.00 0 SH DEFINE4 0 0 0
AGCO CORP 00108410 0.00 0 SH DEFINE2 0 0 0
00108410 42.01 1,901 SH DEFINE4 0 0 1,901
AGL RESOURCES INC 00120410 0.00 0 SH DEFINE2 0 0 0
00120410 756.46 31,130 SH DEFINE4 1,990 0 29,140
AES CORP 00130H10 466.65 154,520 SH DEFINE2 220 0 154,300
00130H10 0.00 0 SH DEFINE4 0 0 0
AK STEEL HOLDING CORP 00154710 1,326.43 165,804 SH DEFINE2 95,653 0 70,151
00154710 15,197.58 1,899,698SH DEFINE4 311,600 0 1,588,098
AMR CORP DEL 00176510 291.72 44,200 SH DEFINE2 0 0 44,200
00176510 0.00 0 SH DEFINE4 0 0 0
ANFI INC 00181E10 41.30 2,800 SH DEFINE2 0 0 2,800
00181E10 0.00 0 SH DEFINE4 0 0 0
AOL TIME WARNER INC COM 00184A10 46,507.00 3,550,153SH DEFINE2 745,433 0 2,804,720
00184A10 201,006.90 15,344,03SH DEFINE4 930,197 0 14,413,841
APAC TELESERVICES INC 00185E10 28.15 12,030 SH DEFINE2 0 0 12,030
00185E10 0.00 0 SH DEFINE4 0 0 0
AT&T CORP 00195750 11,613.84 444,804 SH DEFINE2 31,008 0 413,796
00195750 144,161.93 5,521,330SH DEFINE4 137,276 0 5,384,054
ATMI INC 00207R10 807.47 43,600 SH DEFINE2 0 0 43,600
00207R10 0.00 0 SH DEFINE4 0 0 0
AT&T WIRELESS SERVICES INC 00209A10 9,586.63 1,696,749SH DEFINE2 164,908 0 1,531,841
00209A10 112,364.62 19,887,54SH DEFINE4 782,986 0 19,104,558
AAIPHARMA INC 00252W10 0.00 0 SH DEFINE2 0 0 0
00252W10 1,034.59 73,794 SH DEFINE4 4,700 0 69,094
AARON RENTS INC 00253520 5,739.45 262,315 SH DEFINE2 156,440 0 105,875
00253520 1,811.45 82,790 SH DEFINE4 690 0 82,100
ABBOTT LABORATORIES 00282410 119,419.96 2,985,499SH DEFINE2 1,128,690 0 1,856,809
00282410 1,052,011.96 26,300,29SH DEFINE4 984,384 0 25,315,915
ABERCROMBIE & FITCH CO CL A 00289620 9.92 485 SH DEFINE2 0 0 485
00289620 0.00 0 SH DEFINE4 0 0 0
ABBEY NATL-ADR 00292010 1.95 119 SH DEFINE2 0 0 119
00292010 0.00 0 SH DEFINE4 0 0 0
ABITIBI-CONSOLIDATED INC 00392410 2,831.47 367,247 SH DEFINE2 130,465 0 236,782
00392410 13,812.33 1,791,482SH DEFINE4 126,704 0 1,664,778
ACCREDO HEALTH INC 00437V10 7,437.71 210,999 SH DEFINE2 168,074 0 42,925
00437V10 33,196.97 941,758 SH DEFINE4 0 0 941,758
ACTIVISION INC NEW 00493020 960.71 65,847 SH DEFINE2 19,347 0 46,500
00493020 20,048.63 1,374,135SH DEFINE4 93,400 0 1,280,735
ACTION PERFORMANCE COMPANIES00493310 11,208.14 589,902 SH DEFINE2 244,500 0 345,402
00493310 7,441.35 391,650 SH DEFINE4 5,150 0 386,500
ACTUATE SOFTWARE CORP 00508B10 41.20 23,276 SH DEFINE2 0 0 23,276
00508B10 0.00 0 SH DEFINE4 0 0 0
ACTUANT CORP-A 00508X20 1,584.08 34,103 SH DEFINE2 15,250 0 18,853
00508X20 14,107.14 303,706 SH DEFINE4 50,900 0 252,806
ACUITY BRANDS INC 00508Y10 1,922.68 142,000 SH DEFINE2 61,200 0 80,800
00508Y10 1,460.97 107,900 SH DEFINE4 7,000 0 100,900
ACXIOM CORP 00512510 11,188.35 727,461 SH DEFINE2 435,157 0 292,304
00512510 6,668.00 433,550 SH DEFINE4 600 0 432,950
ADOBE SYSTEMS INC 00724F10 89,388.86 3,604,244SH DEFINE2 1,507,712 0 2,096,532
00724F10 262,836.44 10,597,81SH DEFINE4 579,200 0 10,018,616
ADVANCE AUTO PARTS 00751Y10 14,502.22 296,569 SH DEFINE2 130,283 0 166,286
00751Y10 153,494.36 3,138,944SH DEFINE4 106,890 0 3,032,054
ADVANCED FIBRE COMMUNICATION00754A10 0.00 0 SH DEFINE2 0 0 0
00754A10 138.03 8,275 SH DEFINE4 625 0 7,650
ADVO INC 00758510 580.99 17,697 SH DEFINE2 17,697 0 0
00758510 11,480.39 349,692 SH DEFINE4 58,200 0 291,492
ADVANTEST-ADR 00762U10 105.15 9,800 SH DEFINE2 0 0 9,800
00762U10 5,261.99 490,400 SH DEFINE4 23,300 0 467,100
ADVISORY BOARD 00762W10 487.37 16,300 SH DEFINE2 0 0 16,300
00762W10 0.00 0 SH DEFINE4 0 0 0
ADVANCED MEDICAL OPTICS 00763M10 2.01 168 SH DEFINE2 166 0 2
00763M10 0.11 9 SH DEFINE4 3 0 6
AEROPOSTALE INC 00786510 1.53 145 SH DEFINE2 0 0 145
00786510 0.00 0 SH DEFINE4 0 0 0
ADVANCED MICRO DEVICES INC 00790310 5,525.15 855,287 SH DEFINE2 49,700 0 805,587
00790310 0.00 0 SH DEFINE4 0 0 0
ADVANCEPCS INC 00790K10 8,909.43 401,145 SH DEFINE2 173,179 0 227,966
00790K10 122,191.82 5,501,658SH DEFINE4 231,732 0 5,269,926
ADVANTA CORP 00794210 2.23 248 SH DEFINE2 0 0 248
00794210 0.00 0 SH DEFINE4 0 0 0
ADVANTA CORP CL B 00794220 13,964.15 1,487,130SH DEFINE2 759,790 0 727,340
00794220 4,860.73 517,650 SH DEFINE4 0 0 517,650
ADVANCED ENERGY INDUSTRIES 00797310 3,106.03 244,185 SH DEFINE2 194,655 0 49,530
00797310 207.97 16,350 SH DEFINE4 0 0 16,350
AETHER SYSTEMS INC 00808V10 7,547.41 2,007,291SH DEFINE2 1,191,450 0 815,841
00808V10 3,747.22 996,600 SH DEFINE4 0 0 996,600
AETNA INC - NEW 00817Y10 1,819.52 44,249 SH DEFINE2 1,600 0 42,649
00817Y10 0.00 0 SH DEFINE4 0 0 0
AFFILIATED COMPUTER SVCS INC00819010 31,910.16 606,081 SH DEFINE2 259,356 0 346,725
00819010 331,663.83 6,299,408SH DEFINE4 266,490 0 6,032,918
AFFILIATED MANAGERS GROUP 00825210 615.07 12,228 SH DEFINE2 28 0 12,200
00825210 8,616.39 171,300 SH DEFINE4 0 0 171,300
AFFYMETRIX INC 00826T10 535.63 23,400 SH DEFINE2 0 0 23,400
00826T10 18,740.04 818,700 SH DEFINE4 23,800 0 794,900
AFTERMARKET TECH 00831810 14.92 1,029 SH DEFINE2 0 0 1,029
00831810 71.05 4,900 SH DEFINE4 0 0 4,900
AGERE SYSTEMS INC-A 00845V10 238.34 165,511 SH DEFINE2 0 0 165,511
00845V10 0.00 0 SH DEFINE4 0 0 0
AGERE SYSTEMS INC-CL B W/I 00845V20 204.76 146,254 SH DEFINE2 0 0 146,254
00845V20 0.00 0 SH DEFINE4 0 0 0
AGILENT TECHNOLOGIES 00846U10 4,520.91 251,721 SH DEFINE2 54,560 0 197,161
00846U10 45,029.20 2,507,194SH DEFINE4 97,489 0 2,409,705
AGNICO-EAGLE 00847410 0.00 0 SH DEFINE2 0 0 0
00847410 1,003.05 67,500 SH DEFINE4 0 0 67,500
AIR PRODUCTS AND CHEMICALS I00915810 2,872.80 67,200 SH DEFINE2 2,700 0 64,500
00915810 0.00 0 SH DEFINE4 0 0 0
AIRBORNE INC 00926910 12,614.65 850,617 SH DEFINE2 362,650 0 487,967
00926910 3,136.55 211,500 SH DEFINE4 13,430 0 198,070
AIRGAS INC 00936310 7,759.91 449,850 SH DEFINE2 262,950 0 186,900
00936310 6,641.08 384,990 SH DEFINE4 11,610 0 373,380
AIRTRAN HLDGS INC 00949P10 3,067.40 786,514 SH DEFINE2 454,320 0 332,194
00949P10 2,211.69 567,100 SH DEFINE4 0 0 567,100
ALBANY INTL CORP 01234810 18.59 900 SH DEFINE2 0 0 900
01234810 673.95 32,621 SH DEFINE4 2,062 0 30,559
ALBANY MOLECULAR RESEARCH 01242310 31.55 2,133 SH DEFINE2 0 0 2,133
01242310 374.21 25,300 SH DEFINE4 1,600 0 23,700
ALBEMARLE CORP 01265310 906.93 31,878 SH DEFINE2 13,520 0 18,358
01265310 7,665.48 269,437 SH DEFINE4 43,800 0 225,637
ALBERTO-CULVER CO CL B 01306810 1,371.89 27,220 SH DEFINE2 0 0 27,220
01306810 18,534.10 367,740 SH DEFINE4 10,440 0 357,300
ALBERTSONS INC 01310410 3,721.25 167,172 SH DEFINE2 4,300 0 162,872
01310410 60,247.67 2,706,544SH DEFINE4 49,947 0 2,656,597
ALCAN INC 01371610 79.70 2,700 SH DEFINE2 2,700 0 0
01371610 209.59 7,100 SH DEFINE4 0 0 7,100
ALCOA INC 01381710 9,036.32 396,678 SH DEFINE2 11,000 0 385,678
01381710 83,312.27 3,657,255SH DEFINE4 75,865 0 3,581,390
ALCATEL SA -SPONSORED ADR 01390430 0.14 32 SH DEFINE2 0 0 32
01390430 2.66 598 SH DEFINE4 0 0 598
ALDERWOODS GROUP INC 01438310 0.00 0 SH DEFINE2 0 0 0
01438310 261.18 55,230 SH DEFINE4 0 0 55,230
ALEXANDRIA REAL ESTATE EQUIT01527110 11,109.87 260,795 SH DEFINE2 149,120 0 111,675
01527110 9,052.50 212,500 SH DEFINE4 1,080 0 211,420
ALEXION PHARMACEUTICALS INC 01535110 1,553.20 110,000 SH DEFINE2 79,350 0 30,650
01535110 93.90 6,650 SH DEFINE4 0 0 6,650
ALFA CORP 01538510 3.16 263 SH DEFINE2 0 0 263
01538510 0.00 0 SH DEFINE4 0 0 0
ALLEGHENY ENERGY INC 01736110 384.94 50,918 SH DEFINE2 963 0 49,955
01736110 2,938.57 388,700 SH DEFINE4 2,500 0 386,200
ALLEGHENY TECHNOLOGIES INC 01741R10 144.08 23,127 SH DEFINE2 321 0 22,806
01741R10 0.00 0 SH DEFINE4 0 0 0
ALLERGAN INC. 01849010 119,034.22 2,065,849SH DEFINE2 913,777 0 1,152,072
01849010 428,419.80 7,435,262SH DEFINE4 298,813 0 7,136,449
ALLIANCE DATA 01858110 404.02 22,800 SH DEFINE2 0 0 22,800
01858110 3,281.74 185,200 SH DEFINE4 0 0 185,200
ALLIANT ENERGY CORP 01880210 4.35 263 SH DEFINE2 263 0 0
01880210 2,724.13 164,600 SH DEFINE4 0 0 164,600
ALLIANT TECHSYSTEMS INC 01880410 4.05 65 SH DEFINE2 65 0 0
01880410 34.35 551 SH DEFINE4 0 0 551
ALLIED IRISH-ADR 01922840 1,187.93 44,194 SH DEFINE2 0 0 44,194
01922840 0.00 0 SH DEFINE4 0 0 0
ALLIED WASTE INDUSTRIES INC 01958930 560.53 56,053 SH DEFINE2 153 0 55,900
01958930 0.00 0 SH DEFINE4 0 0 0
ALLSTATE CORPORATION 02000210 7,975.64 215,616 SH DEFINE2 8,581 0 207,035
02000210 1.29 35 SH DEFINE4 0 0 35
ALLTEL CORP 02003910 4,517.43 88,577 SH DEFINE2 227 0 88,350
02003910 13,206.85 258,958 SH DEFINE4 475 0 258,483
ALPHARMA INC CL A 02081310 20,448.06 1,716,882SH DEFINE2 755,220 0 961,662
02081310 11,751.60 986,700 SH DEFINE4 0 0 986,700
ALTERA CORP 02144110 3,201.44 259,646 SH DEFINE2 44,036 0 215,610
02144110 44,964.80 3,646,780SH DEFINE4 7,000 0 3,639,780
AMAZON.COM INC 02313510 0.00 0 SH DEFINE2 0 0 0
02313510 338.93 17,942 SH DEFINE4 0 0 17,942
AMBAC INC 02313910 2,902.55 51,610 SH DEFINE2 6,819 0 44,791
02313910 38,017.96 675,995 SH DEFINE4 29,939 0 646,056
AMERADA HESS CORP 02355110 1,400.14 25,434 SH DEFINE2 11 0 25,423
02355110 1,632.51 29,655 SH DEFINE4 350 0 29,305
AMEREN CORPORATION 02360810 2,182.43 52,500 SH DEFINE2 0 0 52,500
02360810 6,193.93 149,000 SH DEFINE4 0 0 149,000
AMERICA MOVIL SERIES L ADR W02364W10 9,709.17 676,126 SH DEFINE2 109,165 0 566,961
02364W10 4,139.97 288,299 SH DEFINE4 96,260 0 192,039
AMCORE FINANCIAL INC 02391210 12,979.64 598,140 SH DEFINE2 245,970 0 352,170
02391210 9,980.92 459,950 SH DEFINE4 3,710 0 456,240
AMER AXLE & MFG 02406110 0.00 0 SH DEFINE2 0 0 0
02406110 97.19 4,150 SH DEFINE4 300 0 3,850
AMERICAN ELECTRIC POWER CO 02553710 3,216.58 117,694 SH DEFINE2 3,225 0 114,469
02553710 35,329.66 1,292,706SH DEFINE4 17,472 0 1,275,234
AMERICAN EXPRESS COMPANY 02581610 14,495.41 410,054 SH DEFINE2 16,015 0 394,039
02581610 13,649.88 386,135 SH DEFINE4 6,977 0 379,158
AMERICAN GREETINGS CORP CL A02637510 13,828.35 875,212 SH DEFINE2 332,777 0 542,435
02637510 40,479.79 2,562,012SH DEFINE4 132,250 0 2,429,762
AMERICAN HOMEPATIENT INC 02664910 168.77 1,125,100SH DEFINE2 681,200 0 443,900
02664910 0.00 0 SH DEFINE4 0 0 0
AMERICAN INTERNATIONAL GROUP02687410 232,730.72 4,023,003SH DEFINE2 1,320,806 0 2,702,197
02687410 774,484.06 13,387,79SH DEFINE4 714,687 0 12,673,110
AMERICAN MANAGEMENT SYSTEMS 02735210 5,456.53 455,090 SH DEFINE2 265,100 0 189,990
02735210 4,077.80 340,100 SH DEFINE4 0 0 340,100
AMERICAN MEDICAL SYS HLDGS 02744M10 6,300.58 388,685 SH DEFINE2 300,655 0 88,030
02744M10 419.84 25,900 SH DEFINE4 0 0 25,900
AMER MEDICAL SEC 02744P10 0.00 0 SH DEFINE2 0 0 0
02744P10 849.98 60,800 SH DEFINE4 3,880 0 56,920
AMERICAN PHARMAC 02886P10 0.00 0 SH DEFINE2 0 0 0
02886P10 1,448.92 81,400 SH DEFINE4 5,300 0 76,100
AMERICAN POWER CONVERSION 02906610 2,438.17 160,935 SH DEFINE2 75,426 0 85,509
02906610 6,156.96 406,400 SH DEFINE4 1,450 0 404,950
AMERICAN STD COS INC DEL 02971210 1,458.37 20,500 SH DEFINE2 0 0 20,500
02971210 1,299.02 18,260 SH DEFINE4 1,250 0 17,010
AMERICAN TOWER CORP-CL A 02991220 111.04 31,456 SH DEFINE2 11,651 0 19,806
02991220 1,636.91 463,714 SH DEFINE4 0 0 463,714
AMERICAN WOODMARK CORP 03050610 0.00 0 SH DEFINE2 0 0 0
03050610 2,098.60 44,181 SH DEFINE4 2,900 0 41,281
AMERICREDIT CORP 03060R10 1,394.74 180,199 SH DEFINE2 85,939 0 94,260
03060R10 9,278.69 1,198,797SH DEFINE4 35,800 0 1,162,997
AMERON INTERNATIONAL CORP 03071010 13,342.44 241,930 SH DEFINE2 100,140 0 141,790
03071010 9,614.85 174,340 SH DEFINE4 2,470 0 171,870
AMERIPATH INC 03071D10 0.00 0 SH DEFINE2 0 0 0
03071D10 100.62 4,680 SH DEFINE4 0 0 4,680
AMERUS GROUP CO 03072M10 15,905.80 562,639 SH DEFINE2 231,041 0 331,598
03072M10 12,796.78 452,663 SH DEFINE4 4,170 0 448,493
AMERISOURCEBERGEN CORP 03073E10 42,390.26 780,524 SH DEFINE2 363,240 0 417,284
03073E10 380,636.37 7,008,587SH DEFINE4 333,479 0 6,675,108
AMERIGROUP 03073T10 6,345.28 209,346 SH DEFINE2 163,200 0 46,146
03073T10 413.73 13,650 SH DEFINE4 0 0 13,650
AMETEK INC 03110010 12,969.01 336,945 SH DEFINE2 200,140 0 136,805
03110010 5,964.03 154,950 SH DEFINE4 0 0 154,950
AMGEN INC 03116210 216,246.33 4,473,445SH DEFINE2 1,793,341 0 2,680,104
03116210 881,084.48 18,226,82SH DEFINE4 871,603 0 17,355,217
AMRESCO CREDITOR TRUST 03191990 61.20 827,000 SH DEFINE2 240,000 0 587,000
03191990 1,792.58 24,224,00SH DEFINE4 0 0 24,224,000
AMSOUTH BANCORP 03216510 2,211.00 115,156 SH DEFINE2 355 0 114,801
03216510 14,991.07 780,785 SH DEFINE4 14,678 0 766,107
AMYLIN PHARMACEUTICALS INC 03234610 5,045.61 312,615 SH DEFINE2 227,755 0 84,860
03234610 7,914.89 490,390 SH DEFINE4 2,600 0 487,790
ANADARKO PETROLEUM CORP 03251110 5,704.99 119,102 SH DEFINE2 12,200 0 106,902
03251110 0.48 10 SH DEFINE4 0 0 10
ANALOG DEVICES INC 03265410 23,028.27 964,737 SH DEFINE2 420,685 0 544,052
03265410 84,103.61 3,523,402SH DEFINE4 56,961 0 3,466,441
ANALOGIC CORP 03265720 0.00 0 SH DEFINE2 0 0 0
03265720 100.58 2,000 SH DEFINE4 0 0 2,000
ANCHOR BANCORP WIS INC 03283910 0.00 0 SH DEFINE2 0 0 0
03283910 272.45 13,130 SH DEFINE4 800 0 12,330
ANDREW CORP 03442510 292.98 28,500 SH DEFINE2 0 0 28,500
03442510 82.24 8,000 SH DEFINE4 1,800 0 6,200
ANDRX GROUP 03455310 3,229.56 220,147 SH DEFINE2 90,495 0 129,652
03455310 24,959.80 1,701,418SH DEFINE4 95,401 0 1,606,017
ANHEUSER BUSCH COS INC 03522910 35,696.65 737,534 SH DEFINE2 174,221 0 563,313
03522910 367,039.27 7,583,456SH DEFINE4 261,333 0 7,322,123
ANIXTER INTL INC 03529010 11,201.59 481,789 SH DEFINE2 286,000 0 195,789
03529010 7,584.94 326,234 SH DEFINE4 5,100 0 321,134
ANNALY MORTGAGE MANAGEMENT 03571040 1,080.12 57,453 SH DEFINE2 5,025 0 52,428
03571040 32,497.94 1,728,614SH DEFINE4 109,250 0 1,619,364
ANN TAYLOR 03611510 7.17 351 SH DEFINE2 0 0 351
03611510 0.00 0 SH DEFINE4 0 0 0
ANSYS INC 03662Q10 11.31 560 SH DEFINE2 0 0 560
03662Q10 899.91 44,550 SH DEFINE4 2,900 0 41,650
ANTHEM INC 03674B10 27,324.32 434,409 SH DEFINE2 137,549 0 296,860
03674B10 268,314.39 4,265,730SH DEFINE4 168,077 0 4,097,652
ANTHRACITE CAPITAL INC 03702310 1,942.74 178,233 SH DEFINE2 106,380 0 71,853
03702310 2,501.41 229,487 SH DEFINE4 14,490 0 214,997
ANTIGENICS INC 03703210 24.58 2,400 SH DEFINE2 0 0 2,400
03703210 900.10 87,900 SH DEFINE4 5,600 0 82,300
ANWORTH MORTGAGE 03734710 236.03 18,777 SH DEFINE2 0 0 18,777
03734710 5,707.16 454,030 SH DEFINE4 7,620 0 446,410
AON CORPORATION 03738910 2,282.50 120,831 SH DEFINE2 25,800 0 95,031
03738910 10,118.94 535,677 SH DEFINE4 37,687 0 497,990
APACHE CORPORATION 03741110 3,504.94 61,501 SH DEFINE2 7,691 0 53,810
03741110 9,979.06 175,102 SH DEFINE4 0 0 175,102
APARTMENT INVESTMENT AND MAN03748R10 2.32 62 SH DEFINE2 62 0 0
03748R10 0.00 0 SH DEFINE4 0 0 0
APEX MORTGAGE 03756410 5,174.85 791,261 SH DEFINE2 457,820 0 333,441
03756410 4,589.64 701,780 SH DEFINE4 14,800 0 686,980
APOGEE ENTERPRISES INC 03759810 15,143.45 1,691,816SH DEFINE2 802,300 0 889,516
03759810 9,350.04 1,044,580SH DEFINE4 8,000 0 1,036,580
APOLLO GROUP INC CL A 03760410 12,027.18 273,345 SH DEFINE2 80,204 0 193,141
03760410 130,451.20 2,964,800SH DEFINE4 91,650 0 2,873,150
UNIVERSITY OF PHOENIX ONLINE03760420 2,182.66 60,900 SH DEFINE2 35,800 0 25,100
03760420 458.75 12,800 SH DEFINE4 950 0 11,850
APOGENT TECHNOLOGIES INC 03760A10 14,543.46 699,205 SH DEFINE2 270,775 0 428,430
03760A10 195,631.68 9,405,369SH DEFINE4 201,875 0 9,203,494
APPLE COMPUTER INC 03783310 2,023.61 141,215 SH DEFINE2 3,700 0 137,515
03783310 94.58 6,600 SH DEFINE4 500 0 6,100
APPLEBEES INTL INC 03789910 839.51 36,200 SH DEFINE2 0 0 36,200
03789910 42,945.51 1,851,818SH DEFINE4 0 0 1,851,818
APRIA HEALTHCARE GROUP 03793310 258.87 11,640 SH DEFINE2 0 0 11,640
03793310 3,806.75 171,167 SH DEFINE4 11,010 0 160,157
APPLERA CORP-APPLIED BIOSYST03802010 3,227.92 184,032 SH DEFINE2 63,102 0 120,930
03802010 32,479.52 1,851,740SH DEFINE4 16,840 0 1,834,900
APPLERA CORP-CELERA GENOMICS03802020 13.48 1,412 SH DEFINE2 0 0 1,412
03802020 0.00 0 SH DEFINE4 0 0 0
APPLICA INCORPORATED 03815A10 0.00 0 SH DEFINE2 0 0 0
03815A10 622.15 124,430 SH DEFINE4 7,910 0 116,520
APPLIED FILMS 03819710 686.48 34,341 SH DEFINE2 34,257 0 84
03819710 13,305.70 665,618 SH DEFINE4 108,088 0 557,530
APPLIED INDUSTRIAL TECH INC 03820C10 0.00 0 SH DEFINE2 0 0 0
03820C10 1,162.35 61,500 SH DEFINE4 3,930 0 57,570
APPLIED MATERIAL 03822210 9,271.30 711,535 SH DEFINE2 41,366 0 670,169
03822210 72,750.96 5,583,343SH DEFINE4 349,893 0 5,233,450
APPLIED MICRO CIRCUITS CORP 03822W10 321.05 87,006 SH DEFINE2 0 0 87,006
03822W10 0.00 0 SH DEFINE4 0 0 0
APPLIED MOLECULA 03823E10 0.00 0 SH DEFINE2 0 0 0
03823E10 125.50 61,220 SH DEFINE4 4,000 0 57,220
AQUILA INC 03840P10 31.56 17,831 SH DEFINE2 1,221 0 16,610
03840P10 3,800.20 2,147,003SH DEFINE4 9,300 0 2,137,703
ARACRUZ CELULOSE SA-SPON ADR03849620 43,287.04 2,332,276SH DEFINE2 1,066,450 0 1,265,826
03849620 10,492.49 565,328 SH DEFINE4 58,708 0 506,620
ARBITRON INC 03875Q10 13,295.98 396,895 SH DEFINE2 234,186 0 162,709
03875Q10 6,709.05 200,270 SH DEFINE4 0 0 200,270
ARCH CHEMICALS INC 03937R10 2.19 120 SH DEFINE2 0 0 120
03937R10 721.61 39,540 SH DEFINE4 2,520 0 37,020
ARCH COAL INC 03938010 3,274.43 151,664 SH DEFINE2 76,500 0 75,164
03938010 38,380.13 1,777,681SH DEFINE4 12,239 0 1,765,442
ARCH WIRELESS INC 03939210 0.00 0 SH DEFINE2 0 0 0
03939210 0.11 1,065,624SH DEFINE4 0 0 1,065,624
ARCH WIRELESS 03939260 0.11 54 SH DEFINE2 0 0 54
03939260 45.28 22,087 SH DEFINE4 0 0 22,087
ARCHER DANIELS MIDLAND CO 03948310 3,342.62 269,566 SH DEFINE2 8,012 0 261,554
03948310 45,931.77 3,704,175SH DEFINE4 67,849 0 3,636,326
ARCHIBALD CANDY 03952510 215.35 1,842 SH DEFINE2 714 0 1,128
03952510 5,518.15 47,200 SH DEFINE4 0 0 47,200
ARCHSTONE-SMITH TRUST 03958310 740.83 31,471 SH DEFINE2 26,830 0 4,641
03958310 17,036.06 723,707 SH DEFINE4 49,108 0 674,599
ARDEN REALTY INC REIT 03979310 1,533.98 69,254 SH DEFINE2 28,418 0 40,836
03979310 11,783.36 531,980 SH DEFINE4 87,000 0 444,980
ARGOSY GAMING CORP 04022810 1,686.02 89,066 SH DEFINE2 44,495 0 44,571
04022810 16,623.38 878,150 SH DEFINE4 142,941 0 735,209
ARKANSAS BEST 04079010 210.45 8,100 SH DEFINE2 0 0 8,100
04079010 719.67 27,700 SH DEFINE4 1,800 0 25,900
ARRIS GROUP INC 04269Q10 188.65 52,843 SH DEFINE2 0 0 52,843
04269Q10 2,616.95 733,040 SH DEFINE4 46,200 0 686,840
ARROW ELECTRONICS INC 04273510 1,292.70 101,071 SH DEFINE2 56,071 0 45,000
04273510 7,238.13 565,921 SH DEFINE4 6,825 0 559,096
ARROW INTERNATIONAL INC 04276410 8,738.76 214,870 SH DEFINE2 90,270 0 124,600
04276410 3,231.23 79,450 SH DEFINE4 0 0 79,450
ARTISAN COMPONEN 04292310 0.00 0 SH DEFINE2 0 0 0
04292310 572.61 37,110 SH DEFINE4 2,380 0 34,730
ARVIN MERITOR INC 04335310 0.73 44 SH DEFINE2 44 0 0
04335310 0.00 0 SH DEFINE4 0 0 0
ASCENTIAL SOFTWARE CORPORATI04362P10 12,090.37 5,037,655SH DEFINE2 2,931,880 0 2,105,775
04362P10 7,949.52 3,312,300SH DEFINE4 0 0 3,312,300
ASHLAND INC 04420410 776.02 27,200 SH DEFINE2 0 0 27,200
04420410 118.40 4,150 SH DEFINE4 300 0 3,850
ASPECT COMMUNICATIONS CORP 04523Q10 0.00 0 SH DEFINE2 0 0 0
04523Q10 868.47 305,800 SH DEFINE4 19,500 0 286,300
ASPEN TECHNOLOGY INC 04532710 0.00 0 SH DEFINE2 0 0 0
04532710 376.24 132,947 SH DEFINE4 0 0 132,947
ASTORIA FINANCIAL CORP 04626510 1,850.54 68,160 SH DEFINE2 27,075 0 41,085
04626510 14,628.77 538,813 SH DEFINE4 86,315 0 452,498
ASTRAZENECA PLC-SPONS ADR 04635310 376.87 10,740 SH DEFINE2 0 0 10,740
04635310 93,548.23 2,665,951SH DEFINE4 14,334 0 2,651,617
ATLANTIC COAST AIRLINES INC 04839610 5,405.92 449,370 SH DEFINE2 306,320 0 143,050
04839610 1,257.14 104,500 SH DEFINE4 0 0 104,500
ATMEL CORP 04951310 5.81 2,607 SH DEFINE2 0 0 2,607
04951310 0.00 0 SH DEFINE4 0 0 0
ATMOS ENERGY CORP 04956010 7,073.89 303,340 SH DEFINE2 129,740 0 173,600
04956010 0.00 0 SH DEFINE4 0 0 0
ATWOOD OCEANICS INC 05009510 6,871.83 228,300 SH DEFINE2 182,050 0 46,250
05009510 460.53 15,300 SH DEFINE4 0 0 15,300
AURORA FOODS INC/DE 05164B10 16.37 20,985 SH DEFINE2 6,907 0 14,078
05164B10 443.92 569,125 SH DEFINE4 0 0 569,125
AUTODESK INC 05276910 464.75 32,500 SH DEFINE2 0 0 32,500
05276910 80.08 5,600 SH DEFINE4 1,300 0 4,300
AUTOLIV INC 05280010 7.53 360 SH DEFINE2 360 0 0
05280010 0.00 0 SH DEFINE4 0 0 0
AUTOMATIC DATA PROCESSING IN05301510 91,461.25 2,330,223SH DEFINE2 862,593 0 1,467,630
05301510 129,732.52 3,305,287SH DEFINE4 162,775 0 3,142,512
AUTONATION INC 05329W10 1,226.11 97,620 SH DEFINE2 68,720 0 28,900
05329W10 4,721.30 375,900 SH DEFINE4 0 0 375,900
AUTOZONE 05333210 162,204.06 2,295,882SH DEFINE2 900,040 0 1,395,842
05333210 511,262.40 7,236,552SH DEFINE4 196,993 0 7,039,559
AVAYA INC 05349910 251.79 102,770 SH DEFINE2 0 0 102,770
05349910 0.00 0 SH DEFINE4 0 0 0
AVENTIS -ADR 05356110 0.00 0 SH DEFINE2 0 0 0
05356110 3.52 65 SH DEFINE4 0 0 65
AVERY DENNISON CORP 05361110 9,049.37 148,156 SH DEFINE2 45,759 0 102,397
05361110 103,176.03 1,689,195SH DEFINE4 45,115 0 1,644,080
AVIALL INC 05366B10 0.00 0 SH DEFINE2 0 0 0
05366B10 957.15 118,900 SH DEFINE4 7,600 0 111,300
AVID TECHNOLOGY INC 05367P10 41.31 1,800 SH DEFINE2 0 0 1,800
05367P10 6,867.10 299,220 SH DEFINE4 19,200 0 280,020
AVIGEN INC 05369010 0.00 0 SH DEFINE2 0 0 0
05369010 126.48 22,150 SH DEFINE4 1,400 0 20,750
AVISTA CORP 05379B10 63.07 5,456 SH DEFINE2 0 0 5,456
05379B10 0.00 0 SH DEFINE4 0 0 0
AVNET INC 05380710 14,093.20 1,301,311SH DEFINE2 537,651 0 763,660
05380710 14,710.93 1,358,350SH DEFINE4 1,100 0 1,357,250
AVOCENT CORP 05389310 5,747.43 258,660 SH DEFINE2 188,048 0 70,612
05389310 19,061.47 857,852 SH DEFINE4 129,200 0 728,652
AVON PRODUCTS INC 05430310 4,460.49 82,801 SH DEFINE2 3,300 0 79,501
05430310 48,818.42 906,227 SH DEFINE4 18,345 0 887,882
AZTAR CORP 05480210 0.00 0 SH DEFINE2 0 0 0
05480210 434.25 30,410 SH DEFINE4 1,920 0 28,490
BB&T CORP 05493710 31,172.66 842,732 SH DEFINE2 317,012 0 525,720
05493710 131,467.08 3,554,125SH DEFINE4 131,496 0 3,422,629
BASF AG-ADR 05526250 17.85 467 SH DEFINE2 0 0 467
05526250 1,050.44 27,484 SH DEFINE4 0 0 27,484
BISYS GROUP INC 05547210 10,840.27 681,778 SH DEFINE2 307,453 0 374,325
05547210 95,881.61 6,030,290SH DEFINE4 252,150 0 5,778,140
BJ SERVICES CO 05548210 66,921.57 2,071,234SH DEFINE2 941,378 0 1,129,856
05548210 328,899.84 10,179,50SH DEFINE4 346,108 0 9,833,398
BMC INDUSTRIES INC 05560710 3,360.40 2,140,380SH DEFINE2 897,280 0 1,243,100
05560710 0.00 0 SH DEFINE4 0 0 0
BP PLC-SPONSORED ADR 05562210 9,868.76 242,774 SH DEFINE2 84,175 0 158,599
05562210 70,516.33 1,734,719SH DEFINE4 94,218 0 1,640,501
BMC SOFTWARE INC 05592110 113,545.98 6,636,235SH DEFINE2 2,635,188 0 4,001,047
05592110 328,193.46 19,181,38SH DEFINE4 786,036 0 18,395,347
BWAY CORPORATION 05603910 8,511.99 430,333 SH DEFINE2 261,150 0 169,183
05603910 2,369.25 119,780 SH DEFINE4 3,870 0 115,910
BAKER (MICHAEL) CORP 05714910 43.12 3,938 SH DEFINE2 0 0 3,938
05714910 0.00 0 SH DEFINE4 0 0 0
BAKER HUGHES INC 05722410 3,332.15 103,515 SH DEFINE2 4,776 0 98,739
05722410 5,293.58 164,448 SH DEFINE4 0 0 164,448
BALDOR ELECTRIC CO 05774110 4,700.50 238,000 SH DEFINE2 189,700 0 48,300
05774110 316.00 16,000 SH DEFINE4 0 0 16,000
BALL CORP 05849810 926.64 18,102 SH DEFINE2 87 0 18,015
05849810 1,764.78 34,475 SH DEFINE4 4,225 0 30,250
BANCFIRST CORP 05945F10 131.69 2,802 SH DEFINE2 0 0 2,802
05945F10 0.00 0 SH DEFINE4 0 0 0
BRADESCO-ADR 05946020 1,350.67 90,649 SH DEFINE2 0 0 90,649
05946020 476.62 31,988 SH DEFINE4 14,655 0 17,333
BANCO ITAU-ADR 05960220 22,353.36 939,217 SH DEFINE2 451,825 0 487,392
05960220 823.58 34,604 SH DEFINE4 14,150 0 20,454
BANCO SANTANDER CENT H ADR 05964H10 0.82 116 SH DEFINE2 116 0 0
05964H10 0.00 0 SH DEFINE4 0 0 0
BANCORPSOUTH INC 05969210 83.51 4,300 SH DEFINE2 0 0 4,300
05969210 0.00 0 SH DEFINE4 0 0 0
BANDAG INC 05981510 3,156.37 81,602 SH DEFINE2 46,880 0 34,722
05981510 2,661.18 68,800 SH DEFINE4 1,700 0 67,100
BANK OF AMERICA 06050510 89,976.20 1,293,319SH DEFINE2 249,009 0 1,044,310
06050510 847,924.76 12,188,08SH DEFINE4 401,946 0 11,786,135
BANK OZARKS 06390410 0.00 0 SH DEFINE2 0 0 0
06390410 418.40 17,850 SH DEFINE4 1,140 0 16,710
BANK OF NEW YORK 06405710 173,212.40 7,229,232SH DEFINE2 2,366,819 0 4,862,413
06405710 472,299.88 19,712,01SH DEFINE4 766,472 0 18,945,543
BANC ONE CORP 06423A10 16,074.18 439,786 SH DEFINE2 16,189 0 423,597
06423A10 139,358.24 3,812,811SH DEFINE4 104,379 0 3,708,432
BANKATLANTIC BANCORP-A 06590850 23,433.16 2,479,699SH DEFINE2 1,274,700 0 1,204,999
06590850 14,901.80 1,576,910SH DEFINE4 16,300 0 1,560,610
BANKNORTH GROUP INC 06646R10 479.93 21,236 SH DEFINE2 18,155 0 3,081
06646R10 9,596.80 424,637 SH DEFINE4 30,050 0 394,587
BANKUNITED FINANCIAL CORP-A 06652B10 5,439.76 336,203 SH DEFINE2 211,273 0 124,930
06652B10 0.00 0 SH DEFINE4 0 0 0
BANTA CORP 06682110 15,023.92 480,458 SH DEFINE2 203,218 0 277,240
06682110 5,978.82 191,200 SH DEFINE4 0 0 191,200
BARD C R INC 06738310 10,707.61 184,614 SH DEFINE2 28,893 0 155,721
06738310 33,912.02 584,690 SH DEFINE4 95,560 0 489,130
BARNES AND NOBLE INC 06777410 750.45 41,530 SH DEFINE2 41,359 0 171
06777410 14,834.86 820,966 SH DEFINE4 133,700 0 687,266
BARRICK GOLD CORPORATION 06790110 324.77 21,075 SH DEFINE2 1,100 0 19,975
06790110 17,053.99 1,106,683SH DEFINE4 19,997 0 1,086,686
BARR LABS INC 06830610 8,139.83 125,055 SH DEFINE2 59,933 0 65,122
06830610 97,548.17 1,498,666SH DEFINE4 66,171 0 1,432,495
BARRA INC 06831310 1,641.25 54,113 SH DEFINE2 27,915 0 26,198
06831310 17,028.17 561,430 SH DEFINE4 91,500 0 469,930
BASSETT FURN 07020310 35.80 2,500 SH DEFINE2 0 0 2,500
07020310 0.00 0 SH DEFINE4 0 0 0
BAUSCH & LOMB INC 07170710 550.80 15,300 SH DEFINE2 0 0 15,300
07170710 0.00 0 SH DEFINE4 0 0 0
BAXTER INTERNATIONAL INC 07181310 53,894.40 1,924,800SH DEFINE2 587,580 0 1,337,220
07181310 138,855.36 4,959,120SH DEFINE4 167,003 0 4,792,117
BE AEROSPACE INC 07330210 345.40 94,890 SH DEFINE2 94,609 0 281
07330210 6,759.48 1,857,001SH DEFINE4 306,000 0 1,551,001
BEA SYS INC 07332510 4,704.99 410,200 SH DEFINE2 32,100 0 378,100
07332510 9,610.83 837,910 SH DEFINE4 23,110 0 814,800
BEAR STEARNS COS INC 07390210 3,796.43 63,913 SH DEFINE2 16,070 0 47,843
07390210 32,632.58 549,370 SH DEFINE4 18,370 0 531,000
BEARINGPOINT INC 07400210 34,743.71 5,035,321SH DEFINE2 1,676,337 0 3,358,984
07400210 74,800.98 10,840,72SH DEFINE4 898,133 0 9,942,589
BECTON DICKINSON AND COMPANY07588710 4,519.56 147,265 SH DEFINE2 44,734 0 102,531
07588710 30,866.53 1,005,752SH DEFINE4 12,128 0 993,624
BED BATH AND BEYOND INC 07589610 33,655.42 974,672 SH DEFINE2 458,825 0 515,847
07589610 278,429.00 8,063,394SH DEFINE4 379,600 0 7,683,794
BELDEN INC 07745910 9,146.37 600,944 SH DEFINE2 260,384 0 340,560
07745910 11,062.52 726,841 SH DEFINE4 118,526 0 608,315
BELL SOUTH 07986010 44,051.88 1,702,817SH DEFINE2 362,692 0 1,340,125
07986010 465,616.62 17,998,32SH DEFINE4 582,006 0 17,416,317
BELO CORPORATION 08055510 404.08 18,953 SH DEFINE2 18,953 0 0
08055510 8,015.00 375,938 SH DEFINE4 62,500 0 313,438
BEMIS INC 08143710 753.33 15,179 SH DEFINE2 0 0 15,179
08143710 58.36 1,176 SH DEFINE4 76 0 1,100
BENCHMARK ELECTRONICS 08160H10 423.77 14,786 SH DEFINE2 0 0 14,786
08160H10 5,719.27 199,556 SH DEFINE4 12,500 0 187,056
W.R. BERKLEY CORP 08442310 12,154.72 306,860 SH DEFINE2 126,190 0 180,670
08442310 8,844.91 223,300 SH DEFINE4 0 0 223,300
BERKSHIRE HATHAWAY INC-CL B 08467020 13,820.79 5,704 SH DEFINE2 2,141 0 3,563
08467020 200,905.47 82,916 SH DEFINE4 2,781 0 80,135
BERRY PETRO-A 08578910 96.71 5,672 SH DEFINE2 0 0 5,672
08578910 0.00 0 SH DEFINE4 0 0 0
BEST BUY INC 08651610 48,524.57 2,009,299SH DEFINE2 643,308 0 1,365,991
08651610 71,118.88 2,944,881SH DEFINE4 172,093 0 2,772,788
BEVERLY ENTERPRISES INC 08785130 5.06 1,777 SH DEFINE2 0 0 1,777
08785130 653.90 229,440 SH DEFINE4 14,640 0 214,800
BHP BILLITON LIMITED - SPON08860610 34.67 3,015 SH DEFINE2 0 0 3,015
08860610 5,924.24 515,151 SH DEFINE4 5,900 0 509,251
BIG 5 SPORTING 08915P10 3,391.19 314,290 SH DEFINE2 222,330 0 91,960
08915P10 188.83 17,500 SH DEFINE4 0 0 17,500
BIG LOTS INC 08930210 666.84 50,404 SH DEFINE2 304 0 50,100
08930210 1,597.19 120,725 SH DEFINE4 8,525 0 112,200
BIO RAD LABS INC 09057220 591.37 15,281 SH DEFINE2 12,865 0 2,416
09057220 12,312.41 318,150 SH DEFINE4 45,600 0 272,550
BIOGEN N V 09059710 12,808.02 319,721 SH DEFINE2 90,548 0 229,173
09059710 27,838.05 694,909 SH DEFINE4 32,459 0 662,450
BIOMET INC 09061310 15,559.92 542,914 SH DEFINE2 194,500 0 348,414
09061310 133,551.42 4,659,854SH DEFINE4 133,406 0 4,526,448
BIOMARIN PHARMAC 09061G10 5,826.40 826,440 SH DEFINE2 640,310 0 186,130
09061G10 377.53 53,550 SH DEFINE4 0 0 53,550
BIOVAIL CORP 09067J10 0.00 0 SH DEFINE2 0 0 0
09067J10 2,079.55 78,741 SH DEFINE4 441 0 78,300
BIRCH TELECOM P/P 144A WARR 09069B11 0.01 1,410 SH DEFINE2 200 0 1,210
09069B11 0.25 24,600 SH DEFINE4 0 0 24,600
BIOSITE INC 09094510 365.58 10,746 SH DEFINE2 0 0 10,746
09094510 1,474.60 43,345 SH DEFINE4 2,800 0 40,545
BIORELIANCE CORP 09095110 17.28 746 SH DEFINE2 0 0 746
09095110 315.34 13,610 SH DEFINE4 800 0 12,810
BLACK AND DECKER MANUFACTURI09179710 2,038.13 47,520 SH DEFINE2 3,070 0 44,450
09179710 29,144.87 679,526 SH DEFINE4 45,000 0 634,526
BLACK HILLS CORP 09211310 0.00 0 SH DEFINE2 0 0 0
09211310 1,014.92 38,270 SH DEFINE4 2,440 0 35,830
BLAIR CORP 09282810 0.00 0 SH DEFINE2 0 0 0
09282810 635.80 27,264 SH DEFINE4 1,703 0 25,561
H&R BLOCK 09367110 4,167.78 103,676 SH DEFINE2 3,948 0 99,728
09367110 51,343.08 1,277,191SH DEFINE4 72,386 0 1,204,805
BLOCKBUSTER INC-CL A 09367910 9,761.23 796,835 SH DEFINE2 363,955 0 432,880
09367910 18,265.13 1,491,031SH DEFINE4 37,049 0 1,453,982
BLYTH INC. 09643P10 62.35 2,330 SH DEFINE2 0 0 2,330
09643P10 39.60 1,480 SH DEFINE4 0 0 1,480
BOEING COMPANY 09702310 28,331.88 858,802 SH DEFINE2 148,278 0 710,524
09702310 283,094.35 8,581,217SH DEFINE4 267,730 0 8,313,487
BOISE CASCADE CORP 09738310 4,671.30 185,222 SH DEFINE2 77,965 0 107,257
09738310 44,434.38 1,761,871SH DEFINE4 50,670 0 1,711,201
BOMBAY CO 09792410 0.00 0 SH DEFINE2 0 0 0
09792410 1,934.60 386,920 SH DEFINE4 24,750 0 362,170
BORDERS GROUP INC 09970910 0.00 0 SH DEFINE2 0 0 0
09970910 3,870.44 240,400 SH DEFINE4 0 0 240,400
BORG-WARNER INC 09972410 12,143.86 240,854 SH DEFINE2 108,740 0 132,114
09972410 3,771.42 74,800 SH DEFINE4 0 0 74,800
BORLAND SOFTWARE CORPORATION09984910 10,695.96 869,590 SH DEFINE2 512,760 0 356,830
09984910 0.00 0 SH DEFINE4 0 0 0
BOSTON BEER-A 10055710 0.00 0 SH DEFINE2 0 0 0
10055710 304.45 21,290 SH DEFINE4 1,390 0 19,900
BOSTON COMMUNICATIONS GROUP 10058210 0.00 0 SH DEFINE2 0 0 0
10058210 669.69 52,690 SH DEFINE4 3,400 0 49,290
BOSTON PRIV FINL 10111910 5,089.52 256,270 SH DEFINE2 204,250 0 52,020
10111910 345.56 17,400 SH DEFINE4 0 0 17,400
BOSTON PROPERTIES INC 10112110 26,114.17 708,469 SH DEFINE2 176,632 0 531,837
10112110 84,904.32 2,303,427SH DEFINE4 106,180 0 2,197,247
BOSTON SCIENTIFIC CORP 10113710 9,961.12 234,269 SH DEFINE2 11,276 0 222,993
10113710 115,803.01 2,723,495SH DEFINE4 139,905 0 2,583,590
BOWNE AND COMPANY INC 10304310 11,364.81 951,030 SH DEFINE2 405,530 0 545,500
10304310 664.06 55,570 SH DEFINE4 3,550 0 52,020
BOWSTREET INC P/P (PRIVATE) 1030869A 20.63 27,500 SH DEFINE2 0 0 27,500
1030869A 466.88 622,500 SH DEFINE4 834 0 621,666
BOYD GAMING CORP 10330410 0.00 0 SH DEFINE2 0 0 0
10330410 1,352.59 96,270 SH DEFINE4 6,170 0 90,100
BRADLEY PHARMACE 10457610 0.00 0 SH DEFINE2 0 0 0
10457610 68.93 5,290 SH DEFINE4 0 0 5,290
BRANDYWINE RLTY 10536820 737.16 33,799 SH DEFINE2 16,469 0 17,330
10536820 7,626.30 349,670 SH DEFINE4 54,600 0 295,070
BRASCAN CORPORATION CL A 10549P60 92.25 4,500 SH DEFINE2 4,500 0 0
10549P60 0.00 0 SH DEFINE4 0 0 0
BRASIL TELECOM PART SA-ADR 10553010 1,992.65 78,917 SH DEFINE2 5,520 0 73,397
10553010 663.09 26,261 SH DEFINE4 12,361 0 13,900
BRIGGS & STRATTON CORP 10904310 13,464.99 317,047 SH DEFINE2 139,093 0 177,954
10904310 20,281.17 477,541 SH DEFINE4 73,169 0 404,372
BRINKER INTERNATIONAL INC 10964110 303.15 9,400 SH DEFINE2 0 0 9,400
10964110 125.78 3,900 SH DEFINE4 0 0 3,900
BRISTOL MYERS SQUIBB CO 11012210 21,381.36 923,601 SH DEFINE2 28,514 0 895,087
11012210 252,013.82 10,886,12SH DEFINE4 217,093 0 10,669,033
BRITESMILE INC 11041510 823.09 2,494,204SH DEFINE2 1,460,100 0 1,034,104
11041510 497.61 1,507,900SH DEFINE4 0 0 1,507,900
BRITESMILE INC P/P (PRIVATE)1104159A 0.00 0 SH DEFINE2 0 0 0
1104159A 122.08 369,937 SH DEFINE4 0 0 369,937
BROADCOM CORP - CL A 11132010 2,293.77 152,309 SH DEFINE2 8,196 0 144,113
11132010 30,866.93 2,049,597SH DEFINE4 82,075 0 1,967,522
BROCADE COMMUNICATIONS SYS 11162110 70.38 17,000 SH DEFINE2 4,000 0 13,000
11162110 0.00 0 SH DEFINE4 0 0 0
BROOKLINE BANCRP 11373M10 19,958.89 1,677,218SH DEFINE2 1,073,518 0 603,700
11373M10 29,614.27 2,488,594SH DEFINE4 264,700 0 2,223,894
BROOKS-PRI AUTOMATION INC 11442E10 10,344.01 902,619 SH DEFINE2 442,187 0 460,432
11442E10 44,736.98 3,903,750SH DEFINE4 213,428 0 3,690,322
BROWN & BROWN INC 11523610 6,397.74 197,950 SH DEFINE2 112,800 0 85,150
11523610 12,404.42 383,800 SH DEFINE4 0 0 383,800
BROWN FORMAN CORP CLASS B 11563720 1,267.98 19,400 SH DEFINE2 0 0 19,400
11563720 0.00 0 SH DEFINE4 0 0 0
BROWN TOM INC 11566020 0.00 0 SH DEFINE2 0 0 0
11566020 3,436.19 136,900 SH DEFINE4 0 0 136,900
BROWN SHOE COMPANY INC 11573610 0.00 0 SH DEFINE2 0 0 0
11573610 2,768.81 116,190 SH DEFINE4 7,410 0 108,780
BRUNSWICK CORP 11704310 4,004.85 201,654 SH DEFINE2 74,020 0 127,634
11704310 35,403.41 1,782,649SH DEFINE4 239,095 0 1,543,554
BUCA INC 11776910 0.00 0 SH DEFINE2 0 0 0
11776910 1,266.05 152,170 SH DEFINE4 10,000 0 142,170
BUILDING MATERIA 12011310 2.86 200 SH DEFINE2 0 0 200
12011310 0.00 0 SH DEFINE4 0 0 0
BURLINGTON COAT FACTORY WARE12157910 0.00 0 SH DEFINE2 0 0 0
12157910 1,176.26 65,530 SH DEFINE4 4,180 0 61,350
BURLINGTON NORTHERN SANTA FE12189T10 7,003.45 269,260 SH DEFINE2 46,467 0 222,793
12189T10 120,439.59 4,630,511SH DEFINE4 121,940 0 4,508,571
BURLINGTON RESOURCES INC 12201410 82,125.69 1,925,573SH DEFINE2 834,644 0 1,090,929
12201410 275,909.29 6,469,151SH DEFINE4 285,428 0 6,183,723
BUSINESS OBJECTS S A ADR 12328X10 2,445.29 163,019 SH DEFINE2 66,519 0 96,500
12328X10 37,689.00 2,512,600SH DEFINE4 168,700 0 2,343,900
BUTLER MFG CO 12365510 59.99 3,100 SH DEFINE2 0 0 3,100
12365510 0.00 0 SH DEFINE4 0 0 0
C&D TECHNOLOGY INC 12466110 1,668.05 94,400 SH DEFINE2 40,300 0 54,100
12466110 0.00 0 SH DEFINE4 0 0 0
CBL & ASSOC PROP 12483010 0.00 0 SH DEFINE2 0 0 0
12483010 1,085.76 27,110 SH DEFINE4 1,740 0 25,370
CBRL GROUP INC 12489V10 14,639.72 485,885 SH DEFINE2 239,270 0 246,615
12489V10 31,986.40 1,061,613SH DEFINE4 5,460 0 1,056,153
C D I CORP 12507110 0.00 0 SH DEFINE2 0 0 0
12507110 3,118.89 115,600 SH DEFINE4 7,300 0 108,300
CDW COMPUTER CTRS INC 12512910 12,111.90 276,212 SH DEFINE2 107,437 0 168,775
12512910 169,460.04 3,864,539SH DEFINE4 55,147 0 3,809,392
CH ROBINSON WORLDWIDE INC 12541W10 942.05 30,194 SH DEFINE2 8,869 0 21,325
12541W10 17,387.76 557,300 SH DEFINE4 0 0 557,300
CIGNA CORP 12550910 26,940.59 655,170 SH DEFINE2 196,859 0 458,311
12550910 162,190.97 3,944,333SH DEFINE4 120,959 0 3,823,374
CIT GROUP INC 12558110 2,917.95 148,875 SH DEFINE2 75,270 0 73,605
12558110 99,890.26 5,096,442SH DEFINE4 126,260 0 4,970,182
CKE RESTAURANTS 12561E10 0.00 0 SH DEFINE2 0 0 0
12561E10 658.43 153,122 SH DEFINE4 0 0 153,122
CLECO CORPORATION 12561W10 421.40 30,100 SH DEFINE2 0 0 30,100
12561W10 0.00 0 SH DEFINE4 0 0 0
CMS ENERGY CORP 12589610 386.10 40,900 SH DEFINE2 0 0 40,900
12589610 0.00 0 SH DEFINE4 0 0 0
CPB INC 12590310 0.00 0 SH DEFINE2 0 0 0
12590310 323.91 11,800 SH DEFINE4 800 0 11,000
CSK AUTO CORP 12596510 15,094.85 1,372,259SH DEFINE2 963,900 0 408,359
12596510 4,231.59 384,690 SH DEFINE4 5,400 0 379,290
CNA FINANCIAL CORP 12611710 0.69 27 SH DEFINE2 27 0 0
12611710 0.00 0 SH DEFINE4 0 0 0
CNF INC 12612W10 1,414.00 42,539 SH DEFINE2 27,939 0 14,600
12612W10 5,009.27 150,700 SH DEFINE4 200 0 150,500
CNOOC LTD-ADR 12613210 12,527.45 480,900 SH DEFINE2 226,000 0 254,900
12613210 0.00 0 SH DEFINE4 0 0 0
CSG SYSTEMS INTL INC 12634910 5.36 393 SH DEFINE2 393 0 0
12634910 49.14 3,600 SH DEFINE4 200 0 3,400
CSX CORP 12640810 3,078.85 108,755 SH DEFINE2 31,228 0 77,527
12640810 13,686.64 483,456 SH DEFINE4 7,096 0 476,360
CVB FINANCIAL 12660010 214.88 8,450 SH DEFINE2 0 0 8,450
12660010 244.13 9,600 SH DEFINE4 600 0 9,000
CVS CORPORATION 12665010 4,495.52 180,037 SH DEFINE2 50,637 0 129,400
12665010 5,862.96 234,800 SH DEFINE4 0 0 234,800
CABOT OIL & GAS CORP 12709710 0.00 0 SH DEFINE2 0 0 0
12709710 961.46 38,800 SH DEFINE4 2,500 0 36,300
CABOT MICROELECTRONICS CORP 12709P10 0.00 0 SH DEFINE2 0 0 0
12709P10 40.59 860 SH DEFINE4 0 0 860
CACI INTL-A 12719030 2,167.98 60,830 SH DEFINE2 39,050 0 21,780
12719030 115.83 3,250 SH DEFINE4 0 0 3,250
CADENCE DESIGN SYS INC 12738710 1,353.79 114,825 SH DEFINE2 33,800 0 81,025
12738710 25,157.50 2,133,800SH DEFINE4 0 0 2,133,800
CALIFORNIA FIRST NATL BANCOR13022210 12.10 945 SH DEFINE2 0 0 945
13022210 0.00 0 SH DEFINE4 0 0 0
CALIFORNIA PIZZA KITCHEN 13054D10 6,746.54 267,720 SH DEFINE2 213,510 0 54,210
13054D10 1,127.70 44,750 SH DEFINE4 1,860 0 42,890
CALLAWAY GOLF CO 13119310 15,771.17 1,190,277SH DEFINE2 533,427 0 656,850
13119310 4,526.20 341,600 SH DEFINE4 0 0 341,600
CALPINE CORPORATION 13134710 349.58 107,233 SH DEFINE2 133 0 107,100
13134710 0.00 0 SH DEFINE4 0 0 0
CAMPBELL SOUP CO 13442910 3,699.69 157,635 SH DEFINE2 4,395 0 153,240
13442910 37,952.49 1,617,064SH DEFINE4 29,661 0 1,587,403
CAN NATL RAILWAY 13637510 24,082.11 579,454 SH DEFINE2 153,850 0 425,604
13637510 29,984.21 721,468 SH DEFINE4 61,591 0 659,877
CANON INC-ADR 13800630 19.24 522 SH DEFINE2 0 0 522
13800630 1,045.88 28,382 SH DEFINE4 0 0 28,382
CAP AUTOMOTIVE 13973310 11,126.32 469,465 SH DEFINE2 280,956 0 188,509
13973310 0.00 0 SH DEFINE4 0 0 0
CAPITAL ONE FINANCIAL CORP 14040H10 89,069.03 2,996,939SH DEFINE2 1,402,277 0 1,594,662
14040H10 306,181.77 10,302,21SH DEFINE4 502,417 0 9,799,796
CAP BANCORP LTD 14056D10 0.00 0 SH DEFINE2 0 0 0
14056D10 38.28 1,650 SH DEFINE4 0 0 1,650
CAPSTAR BROADCASTING P/P 14414066P9A 0.00 0 SH DEFINE2 0 0 0
14066P9A 4,009.09 2,727,271SH DEFINE4 0 0 2,727,271
CARDINAL HEALTH INC 14149Y10 154,922.90 2,617,383SH DEFINE2 963,115 0 1,654,268
14149Y10 597,553.41 10,095,51SH DEFINE4 428,742 0 9,666,771
CAREER EDUCATION CORP 14166510 20,335.96 508,399 SH DEFINE2 301,489 0 206,910
14166510 123,790.84 3,094,771SH DEFINE4 112,000 0 2,982,771
CAREMARK RX INC 14170510 21,278.53 1,309,448SH DEFINE2 489,072 0 820,376
14170510 337,485.67 20,768,34SH DEFINE4 580,651 0 20,187,698
CARLISLE CORP 14233910 11,953.44 288,870 SH DEFINE2 119,530 0 169,340
14233910 7,976.70 192,767 SH DEFINE4 0 0 192,767
CARMAX INC 14313010 421.31 23,563 SH DEFINE2 0 0 23,563
14313010 6,572.74 367,603 SH DEFINE4 0 0 367,603
CARNIVAL CORP 14365810 4,673.76 187,325 SH DEFINE2 13,700 0 173,625
14365810 37.13 1,488 SH DEFINE4 27 0 1,461
CARPENTER TECHNOLOGY CORP 14428510 4,779.36 383,884 SH DEFINE2 164,384 0 219,500
14428510 0.00 0 SH DEFINE4 0 0 0
CARREKER CORPORATION 14443310 0.00 0 SH DEFINE2 0 0 0
14443310 836.96 184,760 SH DEFINE4 12,000 0 172,760
CASCADE BANCORP 14715410 0.00 0 SH DEFINE2 0 0 0
14715410 470.85 34,070 SH DEFINE4 2,200 0 31,870
CASCADE CORP 14719510 0.00 0 SH DEFINE2 0 0 0
14719510 813.16 50,982 SH DEFINE4 3,212 0 47,770
CASELLA WASTE 14744810 5,388.44 606,124 SH DEFINE2 482,950 0 123,174
14744810 360.49 40,550 SH DEFINE4 0 0 40,550
CASH AMERICA INTL INC 14754D10 29.25 3,073 SH DEFINE2 0 0 3,073
14754D10 0.00 0 SH DEFINE4 0 0 0
CASUAL MALE CORP 14871010 0.00 0 SH DEFINE2 0 0 0
14871010 10.85 217,056 SH DEFINE4 0 0 217,056
CATALINA MARKETING CORP 14886710 726.50 39,270 SH DEFINE2 27,970 0 11,300
14886710 2,730.60 147,600 SH DEFINE4 0 0 147,600
CATELLUS DEVELOPMENT CORP 14911110 607.41 30,600 SH DEFINE2 0 0 30,600
14911110 7,912.21 398,600 SH DEFINE4 0 0 398,600
CATERPILLAR INC 14912310 5,292.96 115,769 SH DEFINE2 4,400 0 111,369
14912310 0.23 5 SH DEFINE4 0 0 5
CATHAY BANCORP 14915010 0.00 0 SH DEFINE2 0 0 0
14915010 676.22 17,800 SH DEFINE4 1,170 0 16,630
CELCARIBE ORD SHARE TR CTF P15089820 0.73 72,790 SH DEFINE2 0 0 72,790
15089820 26.95 2,694,717SH DEFINE4 0 0 2,694,717
CELESTICA INC 15101Q10 885.20 62,780 SH DEFINE2 33,280 0 29,500
15101Q10 24,116.56 1,710,394SH DEFINE4 80,892 0 1,629,502
CELGENE CORP 15102010 3,092.22 144,025 SH DEFINE2 28,500 0 115,525
15102010 72,085.44 3,357,496SH DEFINE4 17,900 0 3,339,596
CELOX SERIES A-1 P/P (PRIVAT1511CE90 0.00 0 SH DEFINE2 0 0 0
1511CE90 20.83 2,083,333SH DEFINE4 0 0 2,083,333
CEMEX SA-SPONS ADR PART CER 15129088 143,276.43 6,660,922SH DEFINE2 3,173,634 0 3,487,288
15129088 95,696.89 4,448,949SH DEFINE4 387,107 0 4,061,842
CENDANT CORPORATION 15131310 3,291.16 314,042 SH DEFINE2 10,328 0 303,714
15131310 491.38 46,887 SH DEFINE4 847 0 46,040
CENTENE CORP 15135B10 8,832.62 262,954 SH DEFINE2 188,840 0 74,114
15135B10 2,452.88 73,024 SH DEFINE4 1,874 0 71,150
CENTERPOINT PROPERTIES CORP 15189510 0.00 0 SH DEFINE2 0 0 0
15189510 617.22 10,800 SH DEFINE4 700 0 10,100
CENTERPOINT ENER 15189T10 9,788.63 1,151,604SH DEFINE2 409,080 0 742,524
15189T10 153,798.42 18,093,93SH DEFINE4 409,488 0 17,684,444
CENTEX CORP 15231210 918.66 18,300 SH DEFINE2 900 0 17,400
15231210 0.00 0 SH DEFINE4 0 0 0
CENTILLIUM COMMUNICATIONS 15231910 0.00 0 SH DEFINE2 0 0 0
15231910 3,237.45 1,432,500SH DEFINE4 30,600 0 1,401,900
CENTEX CONSTRUCTION PRODUCTS15231R10 109.95 3,128 SH DEFINE2 0 0 3,128
15231R10 0.00 0 SH DEFINE4 0 0 0
CENTRA SOFTWARE INC 15234X10 978.64 978,640 SH DEFINE2 587,140 0 391,500
15234X10 335.95 335,950 SH DEFINE4 0 0 335,950
CENTRAL GARDEN 15352710 0.00 0 SH DEFINE2 0 0 0
15352710 887.92 47,970 SH DEFINE4 3,060 0 44,910
CENTURY BUSINESS SERVICES 15649010 31.14 11,750 SH DEFINE2 0 0 11,750
15649010 0.00 0 SH DEFINE4 0 0 0
CENTURYTEL INC 15670010 24,547.78 835,527 SH DEFINE2 324,485 0 511,042
15670010 229,313.28 7,805,081SH DEFINE4 274,735 0 7,530,346
CEPHALON INC 15670810 11,606.69 238,487 SH DEFINE2 89,391 0 149,096
15670810 206,824.29 4,249,698SH DEFINE4 135,361 0 4,114,337
CERES GROUP INC 15677210 2,192.93 1,142,150SH DEFINE2 691,900 0 450,250
15677210 1,450.75 755,600 SH DEFINE4 0 0 755,600
CERIDIAN CORPORATION - NEW 15677910 25.96 1,800 SH DEFINE2 1,800 0 0
15677910 0.00 0 SH DEFINE4 0 0 0
CERTEGY INC 15688010 18.41 750 SH DEFINE2 750 0 0
15688010 0.00 0 SH DEFINE4 0 0 0
CERUS CORP 15708510 1,385.68 64,450 SH DEFINE2 51,490 0 12,960
15708510 86.00 4,000 SH DEFINE4 0 0 4,000
CHAMPION ENTERPRISES INC 15849610 2,469.53 866,500 SH DEFINE2 531,400 0 335,100
15849610 0.00 0 SH DEFINE4 0 0 0
CHARLES RIVER LABS 15986410 2,473.34 64,276 SH DEFINE2 3,581 0 60,695
15986410 107,535.19 2,794,573SH DEFINE4 91,724 0 2,702,849
CHARTER ONE FINANCIAL INC 16090310 6,797.35 236,594 SH DEFINE2 75,755 0 160,839
16090310 52,453.84 1,825,752SH DEFINE4 104,784 0 1,720,968
CHARLOTTE RUSSE HOLDING INC 16104810 267.21 25,185 SH DEFINE2 25,185 0 0
16104810 5,486.88 517,142 SH DEFINE4 85,880 0 431,262
CHARMING SHOPPES 16113310 0.00 0 SH DEFINE2 0 0 0
16113310 1,971.45 471,639 SH DEFINE4 0 0 471,639
CHATTEM INC 16245610 361.68 17,600 SH DEFINE2 0 0 17,600
16245610 1,382.19 67,260 SH DEFINE4 4,140 0 63,120
CHECKERS DRIVE-I 16280930 0.00 0 SH DEFINE2 0 0 0
16280930 138.66 22,150 SH DEFINE4 1,400 0 20,750
CHECKFREE CORP 16281310 1.10 69 SH DEFINE2 69 0 0
16281310 688.04 43,000 SH DEFINE4 3,000 0 40,000
CHECKPOINT SYSTEMS INC 16282510 9.31 900 SH DEFINE2 0 0 900
16282510 337.63 32,653 SH DEFINE4 0 0 32,653
CHELSEA PROPERTY GROUP INC. 16342110 2.93 88 SH DEFINE2 0 0 88
16342110 0.00 0 SH DEFINE4 0 0 0
CHESAPEAKE ENERGY CORP 16516710 108.21 13,980 SH DEFINE2 0 0 13,980
16516710 161.77 20,900 SH DEFINE4 0 0 20,900
CHEVRONTEXACO CORP 16676410 30,859.42 464,191 SH DEFINE2 31,511 0 432,680
16676410 240,285.58 3,614,404SH DEFINE4 66,503 0 3,547,901
CHICOS FAS INC 16861510 5,220.81 276,087 SH DEFINE2 175,281 0 100,806
16861510 47,372.07 2,505,133SH DEFINE4 62,200 0 2,442,933
CHINA PETRO-ADR 16941R10 430.48 25,700 SH DEFINE2 0 0 25,700
16941R10 0.00 0 SH DEFINE4 0 0 0
CHINA TELECO-ADR 16942610 13,216.40 764,838 SH DEFINE2 438,400 0 326,438
16942610 384.12 22,229 SH DEFINE4 10,580 0 11,649
CHIPPAC INC 16965710 621.25 175,000 SH DEFINE2 0 0 175,000
16965710 0.00 0 SH DEFINE4 0 0 0
CHOICE HOTELS INTL INC 16990510 0.00 0 SH DEFINE2 0 0 0
16990510 1,406.04 61,940 SH DEFINE4 3,670 0 58,270
CHIQUITA BRANDS INTERNATIONA17003280 6,306.46 475,600 SH DEFINE2 282,300 0 193,300
17003280 3,999.22 301,600 SH DEFINE4 3,100 0 298,500
CHIRON CORP 17004010 2,326.12 61,865 SH DEFINE2 114 0 61,751
17004010 26,359.29 701,045 SH DEFINE4 10,845 0 690,200
CHITTENDEN CORP 17022810 0.00 0 SH DEFINE2 0 0 0
17022810 1,373.37 53,900 SH DEFINE4 3,500 0 50,400
CHOICEPOINT INC 17038810 14,098.13 357,005 SH DEFINE2 160,997 0 196,008
17038810 131,542.85 3,331,042SH DEFINE4 110,700 0 3,220,342
CHOLESTECH CORP 17039310 2,849.56 409,420 SH DEFINE2 250,550 0 158,870
17039310 0.00 0 SH DEFINE4 0 0 0
CHUBB CORP 17123210 4,246.05 81,342 SH DEFINE2 22,462 0 58,880
17123210 5,531.90 105,975 SH DEFINE4 0 0 105,975
CHURCH AND DWIGHT COMPANY IN17134010 7,908.76 259,900 SH DEFINE2 143,600 0 116,300
17134010 10,477.05 344,300 SH DEFINE4 33,500 0 310,800
CIBA SPECIAL-ADR SEDOL 2439817162W20 5.74 166 SH DEFINE2 0 0 166
17162W20 0.00 0 SH DEFINE4 0 0 0
CIBER INC 17163B10 7,165.13 1,391,288SH DEFINE2 832,200 0 559,088
17163B10 2,516.81 488,700 SH DEFINE4 0 0 488,700
CIBER INC P/P (PRIVATE) 17163B90 38.63 7,500 SH DEFINE2 0 0 7,500
17163B90 3,338.43 648,238 SH DEFINE4 0 0 648,238
CIENA CORP 17177910 1,377.96 268,086 SH DEFINE2 0 0 268,086
17177910 0.00 0 SH DEFINE4 0 0 0
CIMAREX ENERGY C 17179810 0.00 0 SH DEFINE2 0 0 0
17179810 2,146.75 119,930 SH DEFINE4 7,800 0 112,130
CIDRA P/P (PRIVATE) 1717CD9A 194.43 5,555 SH DEFINE2 0 0 5,555
1717CD9A 3,694.46 105,556 SH DEFINE4 0 0 105,556
CINCINNATI FINANCIAL CORP 17206210 1,719.79 45,800 SH DEFINE2 0 0 45,800
17206210 0.00 0 SH DEFINE4 0 0 0
CINERGY CORP 17247410 4,085.82 121,169 SH DEFINE2 31,710 0 89,459
17247410 31,174.15 924,500 SH DEFINE4 50,531 0 873,969
CIRCUIT CITY STORES-CIRCUIT 17273710 1,550.36 208,944 SH DEFINE2 67,144 0 141,800
17273710 2,623.71 353,600 SH DEFINE4 0 0 353,600
CISCO SYSTEMS 17275R10 126,420.88 9,650,449SH DEFINE2 2,971,689 0 6,678,760
17275R10 543,860.71 41,516,08SH DEFINE4 2,572,825 0 38,943,260
CINTAS CORP 17290810 17,920.55 391,706 SH DEFINE2 141,940 0 249,766
17290810 153,127.81 3,347,056SH DEFINE4 115,770 0 3,231,286
CITIGROUP INC 17296710 610,621.63 17,352,13SH DEFINE2 5,631,822 0 11,720,313
17296710 2,435,695.12 69,215,54SH DEFINE4 2,658,738 0 66,556,810
CITIZENS BANKING CORP MICH 17442010 8,010.09 323,248 SH DEFINE2 193,240 0 130,008
17442010 3,158.21 127,450 SH DEFINE4 0 0 127,450
CITIZENS COMMUNICATIONS CO 17453B10 3,698.21 350,541 SH DEFINE2 52,091 0 298,450
17453B10 76,192.97 7,222,082SH DEFINE4 54,890 0 7,167,192
CITRIX SYSTEMS INC 17737610 1,352.74 109,800 SH DEFINE2 0 0 109,800
17737610 121.35 9,850 SH DEFINE4 0 0 9,850
CITY NATIONAL CORP 17856610 862.20 19,600 SH DEFINE2 13,800 0 5,800
17856610 3,312.45 75,300 SH DEFINE4 0 0 75,300
CLAIRE S STORES INC 17958410 13,839.39 627,068 SH DEFINE2 259,579 0 367,489
17958410 8,108.52 367,400 SH DEFINE4 0 0 367,400
CLARCOR INC 17989510 4,810.75 149,078 SH DEFINE2 60,600 0 88,478
17989510 4,143.47 128,400 SH DEFINE4 0 0 128,400
CLAYTON HOMES INC 18419010 0.00 0 SH DEFINE2 0 0 0
18419010 0.41 34 SH DEFINE4 0 0 34
CLEAR CHANNEL COMMUNICATIONS18450210 8,445.51 226,482 SH DEFINE2 10,454 0 216,028
18450210 40,787.99 1,093,805SH DEFINE4 68,700 0 1,025,105
CLEVELAND-CLIFFS INC 18589610 0.00 0 SH DEFINE2 0 0 0
18589610 891.27 44,900 SH DEFINE4 2,900 0 42,000
CLOROX COMPANY 18905410 5,926.39 143,670 SH DEFINE2 27,214 0 116,456
18905410 22,085.25 535,400 SH DEFINE4 0 0 535,400
COACH INC 18975410 5,423.08 164,735 SH DEFINE2 94,315 0 70,420
18975410 25,539.34 775,800 SH DEFINE4 0 0 775,800
COASTAL BANCORP 19041P10 3.17 98 SH DEFINE2 0 0 98
19041P10 0.00 0 SH DEFINE4 0 0 0
COBALT CORPORATION 19074W10 10,236.98 741,810 SH DEFINE2 316,410 0 425,400
19074W10 2,833.55 205,330 SH DEFINE4 6,770 0 198,560
COCA-COLA BOTTLI 19109810 32.26 500 SH DEFINE2 0 0 500
19109810 0.00 0 SH DEFINE4 0 0 0
COCA COLA COMPANY 19121610 53,722.84 1,225,989SH DEFINE2 120,300 0 1,105,689
19121610 569,931.86 13,006,20SH DEFINE4 374,910 0 12,631,294
COCA COLA ENTERPRISES 19121910 9,178.70 422,592 SH DEFINE2 77,041 0 345,551
19121910 178,388.47 8,213,097SH DEFINE4 332,831 0 7,880,266
COCA COLA FEMSA ADS 19124110 1,561.86 87,255 SH DEFINE2 0 0 87,255
19124110 623.44 34,829 SH DEFINE4 16,429 0 18,400
COGNEX CORP 19242210 6,872.38 372,891 SH DEFINE2 238,319 0 134,572
19242210 20,026.74 1,086,638SH DEFINE4 137,500 0 949,138
COGNIZANT TECH 19244610 216.69 3,000 SH DEFINE2 0 0 3,000
19244610 1,048.06 14,510 SH DEFINE4 900 0 13,610
COGNOS INC 19244C10 5,041.16 214,975 SH DEFINE2 33,600 0 181,375
19244C10 97,371.55 4,152,305SH DEFINE4 20,100 0 4,132,205
COHU INC 19257610 11,828.06 804,630 SH DEFINE2 330,630 0 474,000
19257610 8,008.56 544,800 SH DEFINE4 0 0 544,800
COINSTAR INC 19259P30 416.51 18,389 SH DEFINE2 0 0 18,389
19259P30 920.95 40,660 SH DEFINE4 2,600 0 38,060
COLDWATER CREEK INC 19306810 7,474.68 389,306 SH DEFINE2 236,040 0 153,266
19306810 4,146.24 215,950 SH DEFINE4 0 0 215,950
COLE NATL CORP 19329010 9.12 800 SH DEFINE2 0 0 800
19329010 0.00 0 SH DEFINE4 0 0 0
KENNETH COLE PRODUCTIONS CL 19329410 0.00 0 SH DEFINE2 0 0 0
19329410 2,718.98 133,940 SH DEFINE4 8,660 0 125,280
COLGATE PALMOLIVE CO 19416210 48,485.85 924,773 SH DEFINE2 252,785 0 671,988
19416210 120,948.15 2,306,850SH DEFINE4 69,155 0 2,237,695
COLONIAL BANCGROUP INC 19549330 14,767.55 1,237,850SH DEFINE2 518,220 0 719,630
19549330 9,282.22 778,057 SH DEFINE4 13,082 0 764,975
COLUMBIA SPORTSWEAR CO 19851610 671.19 15,110 SH DEFINE2 0 0 15,110
19851610 22,327.54 502,646 SH DEFINE4 12,300 0 490,346
COMFORT SYSTEMS 19990810 22.58 6,740 SH DEFINE2 0 0 6,740
19990810 0.00 0 SH DEFINE4 0 0 0
COMCAST CORP-A 20030N10 46,074.11 1,954,778SH DEFINE2 377,908 0 1,576,870
20030N10 220,965.34 9,374,855SH DEFINE4 386,018 0 8,988,837
COMCAST CORP SPECIAL CLASS A20030N20 146,177.22 6,470,882SH DEFINE2 2,866,071 0 3,604,811
20030N20 247,491.95 10,955,81SH DEFINE4 467,871 0 10,487,948
COMDISCO 20033410 45.86 588 SH DEFINE2 254 0 334
20033410 898.33 11,517 SH DEFINE4 0 0 11,517
COMERICA INC 20034010 193,761.16 4,481,063SH DEFINE2 1,638,890 0 2,842,173
20034010 477,714.70 11,047,98SH DEFINE4 425,693 0 10,622,288
COMMERCE BANCORP INC NJ 20051910 40,511.05 937,973 SH DEFINE2 316,280 0 621,693
20051910 95,685.78 2,215,462SH DEFINE4 129,481 0 2,085,981
COMMERCE GROUP INC MASS 20064110 10,416.90 277,858 SH DEFINE2 118,258 0 159,600
20064110 2,218.66 59,180 SH DEFINE4 3,790 0 55,390
COMMERCIAL FEDERAL CORP 20164710 15,672.05 671,180 SH DEFINE2 277,940 0 393,240
20164710 10,248.32 438,900 SH DEFINE4 0 0 438,900
COMMONWEALTH TELEPHONE ENTER20334910 221.42 6,178 SH DEFINE2 0 0 6,178
20334910 1,706.34 47,610 SH DEFINE4 2,900 0 44,710
COMMUNITY HEALTH SYSTEMS 20366810 2,928.41 142,225 SH DEFINE2 37,500 0 104,725
20366810 82,023.35 3,983,650SH DEFINE4 2,249 0 3,981,401
COMMUNICATIONS SYSTEMS INC 20390010 3,967.91 497,856 SH DEFINE2 221,956 0 275,900
20390010 0.00 0 SH DEFINE4 0 0 0
COMMUNITY FIRST BANKSHARES 20390210 9,594.93 362,620 SH DEFINE2 153,850 0 208,770
20390210 2,073.41 78,360 SH DEFINE4 5,010 0 73,350
COMMUNI TRUST BA 20414910 88.49 3,520 SH DEFINE2 0 0 3,520
20414910 0.00 0 SH DEFINE4 0 0 0
CEMIG SA -SPONS ADR 20440960 894.54 122,038 SH DEFINE2 0 0 122,038
20440960 327.19 44,637 SH DEFINE4 18,855 0 25,782
BRASIL DISTR PAO ACU SP ADR 20440T20 15,553.54 1,016,571SH DEFINE2 497,700 0 518,871
20440T20 322.86 21,102 SH DEFINE4 9,578 0 11,524
CIA VALE DO RIO DOCE SP ADR 20441210 81,635.90 2,968,578SH DEFINE2 1,509,635 0 1,458,943
20441210 32,685.15 1,188,551SH DEFINE4 121,506 0 1,067,045
CIA VALE DO RIO DOCE-ADR 20441220 101,084.80 3,496,534SH DEFINE2 1,663,480 0 1,833,054
20441220 69,453.96 2,402,420SH DEFINE4 237,952 0 2,164,468
CIA PARANAENSE ENERGIA-COPEL20441B40 1,248.40 444,271 SH DEFINE2 0 0 444,271
20441B40 471.82 167,908 SH DEFINE4 78,008 0 89,900
COMPANHIA DE BEBIDAS-PR ADR 20441W20 100,679.55 6,470,408SH DEFINE2 2,843,808 0 3,626,600
20441W20 68,371.53 4,394,057SH DEFINE4 362,065 0 4,031,992
TELEF VENEZU-ADR 20442110 1,021.86 81,100 SH DEFINE2 0 0 81,100
20442110 355.18 28,189 SH DEFINE4 12,539 0 15,650
CTC-SPONS ADR 20444930 1,326.98 138,371 SH DEFINE2 0 0 138,371
20444930 476.59 49,697 SH DEFINE4 22,597 0 27,100
COMPASS BANCSHARES INC 20449H10 608.20 19,450 SH DEFINE2 16,730 0 2,720
20449H10 12,624.17 403,715 SH DEFINE4 28,205 0 375,510
COMPUCOM SYSTEMS 20478010 0.00 0 SH DEFINE2 0 0 0
20478010 1,125.37 200,600 SH DEFINE4 12,900 0 187,700
COMPUDYNE CORP 20479530 430.17 68,390 SH DEFINE2 39,940 0 28,450
20479530 0.00 0 SH DEFINE4 0 0 0
COMPUTER ASSOCIATES 20491210 88,557.87 6,559,842SH DEFINE2 2,151,033 0 4,408,809
20491210 463,568.36 34,338,39SH DEFINE4 960,700 0 33,377,697
COMPUTER SCIENCES CORP 20536310 28,369.64 823,502 SH DEFINE2 367,730 0 455,772
20536310 67,469.39 1,958,473SH DEFINE4 92,926 0 1,865,547
COMPUTER TASK GROUP INC 20547710 2,530.25 725,000 SH DEFINE2 315,100 0 409,900
20547710 313.79 89,910 SH DEFINE4 5,740 0 84,170
COMPUWARE CORP 20563810 939.05 195,635 SH DEFINE2 118 0 195,517
20563810 6,179.03 1,287,297SH DEFINE4 24,182 0 1,263,115
COMUNICACION CELULAR WTS 14420584711 0.25 250 SH DEFINE2 0 0 250
20584711 15.75 15,750 SH DEFINE4 0 0 15,750
COMVERSE TECHNOLOGY INC 20586240 1,495.38 149,240 SH DEFINE2 0 0 149,240
20586240 0.00 0 SH DEFINE4 0 0 0
CONAGRA INC 20588710 6,459.98 258,296 SH DEFINE2 5,821 0 252,475
20588710 58,150.98 2,325,109SH DEFINE4 42,943 0 2,282,166
COMPUTER HORIZONS CORP 20590810 14.72 4,500 SH DEFINE2 0 0 4,500
20590810 0.00 0 SH DEFINE4 0 0 0
CONCEPTUS INC 20601610 4,479.68 373,930 SH DEFINE2 269,260 0 104,670
20601610 270.15 22,550 SH DEFINE4 0 0 22,550
CONCERTO SOFTWARE INC 20602T10 0.00 0 SH DEFINE2 0 0 0
20602T10 452.05 66,970 SH DEFINE4 4,400 0 62,570
CONCORD COMM 20618610 4,030.80 448,365 SH DEFINE2 248,585 0 199,780
20618610 495.35 55,100 SH DEFINE4 2,000 0 53,100
CONCORD EFS INC 20619710 20,355.05 1,293,205SH DEFINE2 544,327 0 748,878
20619710 87,861.89 5,582,077SH DEFINE4 310,100 0 5,271,977
CONEXANT SYSTEMS INC 20714210 3.43 2,133 SH DEFINE2 0 0 2,133
20714210 191.91 119,199 SH DEFINE4 2,154 0 117,045
CONMED CORP 20741010 5,051.18 257,845 SH DEFINE2 139,160 0 118,685
20741010 6,585.18 336,150 SH DEFINE4 29,700 0 306,450
CONNETICS CORP 20819210 8,231.12 684,785 SH DEFINE2 527,605 0 157,180
20819210 5,772.27 480,222 SH DEFINE4 8,372 0 471,850
CONOCOPHILLIPS 20825C10 22,572.58 466,472 SH DEFINE2 83,157 0 383,315
20825C10 204,010.75 4,215,969SH DEFINE4 238,264 0 3,977,705
CONSOL ENERGY INC 20854P10 1.90 110 SH DEFINE2 0 0 110
20854P10 1,494.72 86,500 SH DEFINE4 0 0 86,500
CONSOLIDATED EDISON INC 20911510 4,867.22 113,667 SH DEFINE2 35,067 0 78,600
20911510 21,693.51 506,621 SH DEFINE4 2,621 0 504,000
CONSTELLATION BRANDS INC-A 21036P10 7,478.73 315,425 SH DEFINE2 188,155 0 127,270
21036P10 4,148.78 174,980 SH DEFINE4 0 0 174,980
CONSTELLATION ENERGY GROUP 21037110 3,864.31 138,904 SH DEFINE2 18,440 0 120,464
21037110 10,804.20 388,361 SH DEFINE4 27,722 0 360,639
CONTIFINANCIAL CORP LIQUIDAT21075M10 130.03 5,779,244SH DEFINE2 817,678 0 4,961,566
21075M10 1,979.38 87,972,33SH DEFINE4 0 0 87,972,332
CONTOUR ENERGY CO 21220C10 0.27 15,000 SH DEFINE2 0 0 15,000
21220C10 1.22 67,500 SH DEFINE4 0 0 67,500
CONVERGENT P/P (PRIVATE) 2124839A 195.72 97,859 SH DEFINE2 0 0 97,859
2124839A 2,250.76 1,125,382SH DEFINE4 7,242 0 1,118,140
CONVERGYS CORP 21248510 1,363.14 89,976 SH DEFINE2 1,000 0 88,976
21248510 20,836.83 1,375,368SH DEFINE4 39,190 0 1,336,178
COOPER CAMERON CORP 21664010 10,742.39 215,624 SH DEFINE2 70,782 0 144,842
21664010 120,477.66 2,418,259SH DEFINE4 131,900 0 2,286,359
COOPER TIRE AND RUBBER 21683110 427.42 27,863 SH DEFINE2 195 0 27,668
21683110 0.00 0 SH DEFINE4 0 0 0
COORS ADOLPH CO CL B 21701610 1,425.59 23,275 SH DEFINE2 9,070 0 14,205
21701610 3,856.86 62,969 SH DEFINE4 0 0 62,969
COPPERCOM P/P (PRIVATE) 2175CC9A 10.84 4,334 SH DEFINE2 0 0 4,334
2175CC9A 205.88 82,352 SH DEFINE4 0 0 82,352
CORINTHIAN COLLEGES INC 21886810 0.00 0 SH DEFINE2 0 0 0
21886810 88.59 2,340 SH DEFINE4 0 0 2,340
CORIXA CORP 21887F10 15.34 2,400 SH DEFINE2 0 0 2,400
21887F10 1,154.03 180,600 SH DEFINE4 11,500 0 169,100
CORNING INC 21935010 1,103.02 333,239 SH DEFINE2 0 0 333,239
21935010 575.19 173,772 SH DEFINE4 0 0 173,772
CORPORATE EXECUTIVE BOARD 21988R10 2,400.38 75,200 SH DEFINE2 59,900 0 15,300
21988R10 159.60 5,000 SH DEFINE4 0 0 5,000
CORUS GROUP-ADR 22087M10 5.00 1,200 SH DEFINE2 1,200 0 0
22087M10 0.00 0 SH DEFINE4 0 0 0
CORVEL CORP 22100610 87.23 2,440 SH DEFINE2 0 0 2,440
22100610 0.00 0 SH DEFINE4 0 0 0
COST PLUS INC 22148510 367.72 12,826 SH DEFINE2 12,743 0 83
22148510 7,238.57 252,479 SH DEFINE4 42,100 0 210,379
COSTCO WHOLESALE CORP 22160K10 3,924.05 139,845 SH DEFINE2 4,641 0 135,204
22160K10 0.00 0 SH DEFINE4 0 0 0
COUNTRYWIDE FINANCIAL CORP 22237210 2,489.38 48,197 SH DEFINE2 2,187 0 46,010
22237210 17,854.11 345,675 SH DEFINE4 20,726 0 324,949
COVAD COMMUNICATIONS GROUP 22281420 16.84 17,912 SH DEFINE2 6,305 0 11,607
22281420 396.39 421,696 SH DEFINE4 0 0 421,696
COVANCE INC 22281610 0.00 0 SH DEFINE2 0 0 0
22281610 5,530.22 224,897 SH DEFINE4 1,197 0 223,700
COVANSYS CORP 22281W10 11.32 3,011 SH DEFINE2 0 0 3,011
22281W10 0.00 0 SH DEFINE4 0 0 0
COVENANT TRANS-A 22284P10 1.99 105 SH DEFINE2 0 0 105
22284P10 0.00 0 SH DEFINE4 0 0 0
COVENTRY HEALTH CARE INC 22286210 592.47 20,409 SH DEFINE2 873 0 19,536
22286210 8,095.94 278,882 SH DEFINE4 17,450 0 261,432
COX COMMUNICATIONS NEW CL A 22404410 31,075.73 1,094,216SH DEFINE2 491,713 0 602,503
22404410 0.00 0 SH DEFINE4 0 0 0
COX RADIO INC CL A 22405110 526.71 23,091 SH DEFINE2 16,591 0 6,500
22405110 7,699.86 337,565 SH DEFINE4 54,050 0 283,515
CRANE CO 22439910 335.32 16,825 SH DEFINE2 0 0 16,825
22439910 0.00 0 SH DEFINE4 0 0 0
CREE INC 22544710 155.33 9,500 SH DEFINE2 0 0 9,500
22544710 1,726.56 105,600 SH DEFINE4 6,900 0 98,700
CRESCENT REAL ESTATE EQUITIE22575610 14.98 900 SH DEFINE2 900 0 0
22575610 0.00 0 SH DEFINE4 0 0 0
CROMPTON CORP 22711610 17,685.12 2,972,289SH DEFINE2 1,366,320 0 1,605,969
22711610 10,301.37 1,731,322SH DEFINE4 0 0 1,731,322
CROSS COUNTRY 22748P10 0.00 0 SH DEFINE2 0 0 0
22748P10 1,060.86 76,047 SH DEFINE4 447 0 75,600
CROWN CASTLE INTL CORP 22822710 0.00 0 SH DEFINE2 0 0 0
22822710 0.05 12 SH DEFINE4 0 0 12
CROWN CASTLE INTL CORP 22822740 0.00 0 SH DEFINE2 0 0 0
22822740 0.18 9 SH DEFINE4 0 0 9
CULLEN FROST BANKERS INC 22989910 1,000.29 30,590 SH DEFINE2 21,790 0 8,800
22989910 3,747.42 114,600 SH DEFINE4 0 0 114,600
CULP INC 23021510 79.11 9,307 SH DEFINE2 0 0 9,307
23021510 1,230.80 144,800 SH DEFINE4 9,400 0 135,400
CUMMINS INC 23102110 331.93 11,800 SH DEFINE2 0 0 11,800
23102110 0.00 0 SH DEFINE4 0 0 0
CUMULUS MEDIA INC - CL A 23108210 462.46 31,100 SH DEFINE2 0 0 31,100
23108210 18,621.91 1,252,314SH DEFINE4 0 0 1,252,314
CYBERNET INTERNET SVCS INTL 23250310 75.37 2,337 SH DEFINE2 510 0 1,827
23250310 1,994.11 61,833 SH DEFINE4 0 0 61,833
CYBERONICS 23251P10 0.00 0 SH DEFINE2 0 0 0
23251P10 2,391.63 129,980 SH DEFINE4 8,400 0 121,580
CYMER INC 23257210 7,139.83 221,390 SH DEFINE2 140,940 0 80,450
23257210 17,121.56 530,901 SH DEFINE4 0 0 530,901
CYPRESS SEMICONDUCTOR CORP 23280610 0.00 0 SH DEFINE2 0 0 0
23280610 136.63 23,886 SH DEFINE4 0 0 23,886
CYTEC INDUSTRIES INC 23282010 1,316.51 48,259 SH DEFINE2 34,359 0 13,900
23282010 4,932.22 180,800 SH DEFINE4 0 0 180,800
CYTYC CORPORATION 23294610 2,388.48 234,165 SH DEFINE2 104,372 0 129,793
23294610 28,743.86 2,818,025SH DEFINE4 190,983 0 2,627,042
D P L INC 23329310 1,207.52 78,717 SH DEFINE2 67,074 0 11,643
23329310 26,941.72 1,756,305SH DEFINE4 113,870 0 1,642,435
DRS TECHNOLOGIES 23330X10 7,189.77 229,485 SH DEFINE2 174,995 0 54,490
23330X10 457.42 14,600 SH DEFINE4 0 0 14,600
DST SYSTEMS INC 23332610 10,838.31 304,875 SH DEFINE2 146,134 0 158,741
23332610 92,497.01 2,601,885SH DEFINE4 99,813 0 2,502,072
DTE ENERGY CO 23333110 2,818.61 60,746 SH DEFINE2 11,626 0 49,120
23333110 25,708.66 554,066 SH DEFINE4 16,957 0 537,109
DT INDUSTRIES INC 23333J10 2,757.26 1,056,423SH DEFINE2 429,305 0 627,118
23333J10 1,118.74 428,635 SH DEFINE4 0 0 428,635
DT INDUSTRIES P/P (PRIVATE) 23333J90 22.08 9,400 SH DEFINE2 0 0 9,400
23333J90 2,326.92 990,600 SH DEFINE4 0 0 990,600
DANA CORPORATION 23581110 1,514.43 128,778 SH DEFINE2 62,245 0 66,533
23581110 3,738.50 317,900 SH DEFINE4 0 0 317,900
DANAHER CORP 23585110 2,838.24 43,200 SH DEFINE2 0 0 43,200
23585110 0.00 0 SH DEFINE4 0 0 0
DARDEN RESTAURANTS INC 23719410 19,718.42 964,226 SH DEFINE2 409,389 0 554,837
23719410 193,922.83 9,482,779SH DEFINE4 382,840 0 9,099,939
DATASCOPE CORP 23811310 8,113.15 327,130 SH DEFINE2 131,660 0 195,470
23811310 8,142.17 328,300 SH DEFINE4 0 0 328,300
DATASTREAM SYS 23812410 22.56 3,525 SH DEFINE2 0 0 3,525
23812410 138.69 21,670 SH DEFINE4 1,400 0 20,270
DAVITA INC 23918K10 2,183.04 88,490 SH DEFINE2 6,400 0 82,089
23918K10 30,730.18 1,245,650SH DEFINE4 10,000 0 1,235,650
DAYTON SUPERIOR P/P 144A WAR24002811 0.23 924 SH DEFINE2 320 0 604
24002811 6.29 25,164 SH DEFINE4 0 0 25,164
DEAN FOODS CO 24237010 0.00 0 SH DEFINE2 0 0 0
24237010 8,971.92 241,831 SH DEFINE4 0 0 241,831
DEERE AND COMPANY 24419910 4,426.77 96,549 SH DEFINE2 4,341 0 92,208
24419910 32,357.49 705,725 SH DEFINE4 34,970 0 670,755
DEL GLOBAL TECH 24507310 0.06 20 SH DEFINE2 0 0 20
24507310 0.00 0 SH DEFINE4 0 0 0
DEL LABORATORIES 24509110 0.00 0 SH DEFINE2 0 0 0
24509110 288.64 14,289 SH DEFINE4 840 0 13,449
DEL MONTE FOODS 24522P10 327.12 42,483 SH DEFINE2 20,839 0 21,644
24522P10 9,974.48 1,295,387SH DEFINE4 46,254 0 1,249,133
DELIA S CORPORATION - A 24688Q10 546.20 1,213,788SH DEFINE2 729,030 0 484,758
24688Q10 227.97 506,600 SH DEFINE4 0 0 506,600
DELL COMPUTER CORP 24702510 276,203.10 10,329,21SH DEFINE2 3,810,996 0 6,518,215
24702510 871,542.44 32,593,21SH DEFINE4 1,825,793 0 30,767,417
DELPHI CORPORATION 24712610 1,275.07 158,394 SH DEFINE2 0 0 158,394
24712610 0.00 0 SH DEFINE4 0 0 0
DELTA & PINE LAND CO 24735710 14,166.17 694,080 SH DEFINE2 296,030 0 398,050
24735710 0.00 0 SH DEFINE4 0 0 0
DELTA AIR LINES INC 24736110 955.00 78,926 SH DEFINE2 30,926 0 48,000
24736110 2,046.11 169,100 SH DEFINE4 0 0 169,100
DENBURY RESOURCES INC 24791620 55.32 4,896 SH DEFINE2 0 0 4,896
24791620 56.50 5,000 SH DEFINE4 0 0 5,000
DELTA FNDG RESIDUAL EXCHANGE24792210 1,668.81 8,580 SH DEFINE2 90 0 8,490
24792210 5,044.36 25,935 SH DEFINE4 0 0 25,935
DELTA FNDG RESIDUAL MGMT INC24792610 0.09 8,580 SH DEFINE2 90 0 8,490
24792610 0.26 25,935 SH DEFINE4 0 0 25,935
DE LUXE CORPORATION 24801910 746.73 17,737 SH DEFINE2 112 0 17,625
24801910 329.43 7,825 SH DEFINE4 575 0 7,250
DENTSPLY INTERNATIONAL INC 24903010 267.84 7,200 SH DEFINE2 0 0 7,200
24903010 15,173.14 407,880 SH DEFINE4 4,450 0 403,430
DEPARTMENT 56 24950910 14.19 1,100 SH DEFINE2 0 0 1,100
24950910 1,032.90 80,070 SH DEFINE4 5,070 0 75,000
CASUAL MALE RETAIL GROUP IN25057L90 48.76 12,600 SH DEFINE2 0 0 12,600
25057L90 5,046.87 1,304,100SH DEFINE4 0 0 1,304,100
DEUTSCHE TELEKOM AG-SPON ADR25156610 0.00 0 SH DEFINE2 0 0 0
25156610 97.79 7,700 SH DEFINE4 0 0 7,700
DEVON ENERGY CORPORATION 25179M10 2,876.55 62,670 SH DEFINE2 0 0 62,670
25179M10 33,755.09 735,405 SH DEFINE4 13,490 0 721,915
DIAGEO PLC-SPONS ADR SEDOL 225243Q20 10.12 231 SH DEFINE2 0 0 231
25243Q20 537.61 12,274 SH DEFINE4 0 0 12,274
DIAGNOSTIC PRODS CORP 25245010 2,082.08 53,912 SH DEFINE2 28,350 0 25,562
25245010 10,209.97 264,370 SH DEFINE4 1,290 0 263,080
DIAL CORP (NEW) 25247D10 1,541.91 75,695 SH DEFINE2 4,675 0 71,020
25247D10 38,621.68 1,896,008SH DEFINE4 91,225 0 1,804,783
DIGITAS INC 25388K10 6,774.44 1,957,930SH DEFINE2 1,200,350 0 757,580
25388K10 0.00 0 SH DEFINE4 0 0 0
DIME CMNTY BANCORP INC 25392210 214.48 11,200 SH DEFINE2 0 0 11,200
25392210 0.00 0 SH DEFINE4 0 0 0
DILLARDS INC - CL A 25406710 384.61 24,250 SH DEFINE2 0 0 24,250
25406710 258.12 16,275 SH DEFINE4 1,175 0 15,100
DISCOVERY LABORATORIES INC 25466810 2,520.01 896,800 SH DEFINE2 711,000 0 185,800
25466810 175.63 62,500 SH DEFINE4 0 0 62,500
DISNEY WALT PRODUCTIONS INC 25468710 31,710.07 1,944,210SH DEFINE2 372,889 0 1,571,321
25468710 311,894.97 19,122,92SH DEFINE4 676,514 0 18,446,415
DIVA SYSTEMS CORP WARRANTS P25501311 0.01 827 SH DEFINE2 0 0 827
25501311 0.37 36,585 SH DEFINE4 0 0 36,585
DIVA SYSTEMS WARR P/P 144A 025501315 0.08 7,729 SH DEFINE2 3,591 0 4,138
25501315 2.05 204,792 SH DEFINE4 0 0 204,792
DIXONS GROUP-ADR 25587520 10.35 1,478 SH DEFINE2 0 0 1,478
25587520 586.47 83,746 SH DEFINE4 0 0 83,746
DOCUCORP INTL 25591110 14.99 2,264 SH DEFINE2 0 0 2,264
25591110 393.09 59,370 SH DEFINE4 3,900 0 55,470
DOCUMENTUM INC 25615910 7,968.59 508,850 SH DEFINE2 314,190 0 194,660
25615910 31,196.83 1,992,135SH DEFINE4 5,200 0 1,986,935
DOLE FOOD CO 25660510 632.48 19,413 SH DEFINE2 1,733 0 17,680
25660510 20,009.50 614,165 SH DEFINE4 39,020 0 575,145
DOLLAR GENERAL CORP 25666910 1,129.67 94,533 SH DEFINE2 0 0 94,533
25666910 0.00 0 SH DEFINE4 0 0 0
DOLLAR TREE STORES 25674710 5,944.71 241,950 SH DEFINE2 66,150 0 175,800
25674710 154,929.43 6,305,634SH DEFINE4 0 0 6,305,634
DOMINION RESOURCES INC/VA 25746U10 11,169.95 203,460 SH DEFINE2 31,435 0 172,025
25746U10 109,177.00 1,988,652SH DEFINE4 52,576 0 1,936,076
DONNELLEY R R AND SONS CO 25786710 1,761.08 80,895 SH DEFINE2 35,195 0 45,700
25786710 3,851.11 176,900 SH DEFINE4 0 0 176,900
DORAL FINL CORP 25811P10 1,279.36 44,733 SH DEFINE2 4,019 0 40,714
25811P10 40,051.01 1,400,385SH DEFINE4 88,800 0 1,311,585
DOSKOCIL MANUFACTURING CO 25848790 142.57 39,060 SH DEFINE2 0 0 39,060
25848790 1,913.84 524,340 SH DEFINE4 0 0 524,340
DOVER CORPORATION 26000310 20,586.99 706,001 SH DEFINE2 322,169 0 383,832
26000310 167,959.91 5,759,942SH DEFINE4 342,727 0 5,417,215
DOW CHEMICAL COMPANY 26054310 26,162.25 880,884 SH DEFINE2 224,935 0 655,949
26054310 277,286.15 9,336,234SH DEFINE4 324,856 0 9,011,378
DOW JONES & CO INC 26056110 1,059.14 24,500 SH DEFINE2 1,100 0 23,400
26056110 0.00 0 SH DEFINE4 0 0 0
DOWNEY FINANCIAL CORP 26101810 7,065.24 181,160 SH DEFINE2 71,460 0 109,700
26101810 10,286.25 263,750 SH DEFINE4 1,000 0 262,750
DUPONT E I DENEMOURS & CO LT26353410 24,414.60 575,816 SH DEFINE2 43,558 0 532,258
26353410 247,642.71 5,840,630SH DEFINE4 138,485 0 5,702,145
DUANE READE INC 26357810 2,617.92 153,995 SH DEFINE2 128,844 0 25,151
26357810 9,759.11 574,065 SH DEFINE4 91,400 0 482,665
DUCOMMUN INC 26414710 0.00 0 SH DEFINE2 0 0 0
26414710 537.95 33,940 SH DEFINE4 2,180 0 31,760
DUKE POWER COMPANY 26439910 7,717.42 394,955 SH DEFINE2 12,284 0 382,671
26439910 94,279.76 4,824,962SH DEFINE4 104,121 0 4,720,841
DUN AND BRADSTREET CORPORATI26483E10 482.86 14,000 SH DEFINE2 0 0 14,000
26483E10 42.42 1,230 SH DEFINE4 0 0 1,230
DURA AUTOMOTIVE 26590310 0.00 0 SH DEFINE2 0 0 0
26590310 207.83 20,700 SH DEFINE4 1,250 0 19,450
DYNAMICS RSCH 26805710 0.00 0 SH DEFINE2 0 0 0
26805710 217.44 15,520 SH DEFINE4 960 0 14,560
DYNEGY INC 26816Q10 290.79 246,428 SH DEFINE2 0 0 246,428
26816Q10 5,932.48 5,027,528SH DEFINE4 93,500 0 4,934,028
EGL INC 26848410 17,759.49 1,246,280SH DEFINE2 516,040 0 730,240
26848410 12,484.43 876,100 SH DEFINE4 6,330 0 869,770
EMC CORP 26864810 4,624.20 753,127 SH DEFINE2 85,097 0 668,030
26864810 10,867.94 1,770,022SH DEFINE4 17,425 0 1,752,597
ENSCO INTERNATIONAL INC 26874Q10 3,859.57 131,055 SH DEFINE2 32,630 0 98,425
26874Q10 100,924.56 3,426,980SH DEFINE4 350 0 3,426,630
ENI SPA - SPONS ADR 26874R10 211.92 2,700 SH DEFINE2 0 0 2,700
26874R10 180.53 2,300 SH DEFINE4 2,300 0 0
EOG RESOURCES INC 26875P10 3,662.42 91,744 SH DEFINE2 22,894 0 68,850
26875P10 41,587.06 1,041,760SH DEFINE4 25,060 0 1,016,700
E.ON AG-ADR 26878010 1.80 44 SH DEFINE2 0 0 44
26878010 0.00 0 SH DEFINE4 0 0 0
EPIX MEDICAL 26881Q10 2,848.62 394,000 SH DEFINE2 314,100 0 79,900
26881Q10 190.15 26,300 SH DEFINE4 0 0 26,300
ESTUDIO P/P (PRIVATE) 2689ES9A 12.44 124,350 SH DEFINE2 0 0 124,350
2689ES9A 134.21 1,342,108SH DEFINE4 0 0 1,342,108
ESS TECHNOLOGY 26915110 228.26 36,290 SH DEFINE2 0 0 36,290
26915110 2,843.71 452,100 SH DEFINE4 28,510 0 423,590
ESTUDIO (PRIVATE) P/P 2691ES90 0.00 0 SH DEFINE2 0 0 0
2691ES90 150.00 200,000 SH DEFINE4 0 0 200,000
ESTUDIO (PRIVATE) P/P 2691ES91 0.00 0 SH DEFINE2 0 0 0
2691ES91 16.00 1,600,000SH DEFINE4 0 0 1,600,000
E-STUDIO P/P (PRIVATE) CV NT2691ES9C 0.00 0 SH DEFINE2 0 0 0
2691ES9C 50,000.00 1,000,000SH DEFINE4 0 0 1,000,000
E-STUDIO P/P (PRIVATE) WARRA2691ES9D 0.00 0 SH DEFINE2 0 0 0
2691ES9D 0.00 1 SH DEFINE4 0 0 1
E*TRADE GROUP INC 26924610 0.32 66 SH DEFINE2 66 0 0
26924610 621.92 127,966 SH DEFINE4 0 0 127,966
EXCO RESOURCES INC 26927920 10,015.03 572,942 SH DEFINE2 339,200 0 233,742
26927920 8,483.31 485,315 SH DEFINE4 1,200 0 484,115
EARTHLINK INC 27032110 2,692.82 494,095 SH DEFINE2 299,717 0 194,378
27032110 1,265.29 232,164 SH DEFINE4 14,801 0 217,363
EARTHWATCH INC 14427032410 0.00 0 SH DEFINE2 0 0 0
27032410 0.00 962,653 SH DEFINE4 0 0 962,653
EAST WEST BANCORP INC 27579R10 15,950.28 442,081 SH DEFINE2 268,972 0 173,109
27579R10 7,354.91 203,850 SH DEFINE4 0 0 203,850
EASTMAN CHEMICAL CO 27743210 2,599.31 70,691 SH DEFINE2 1,679 0 69,012
27743210 82,133.22 2,233,702SH DEFINE4 62,749 0 2,170,953
EASTMAN KODAK COMPANY 27746110 10,819.76 308,783 SH DEFINE2 90,855 0 217,928
27746110 109,857.97 3,135,216SH DEFINE4 48,717 0 3,086,499
EATON CORPORATION 27805810 3,961.90 50,722 SH DEFINE2 10,655 0 40,067
27805810 22,085.06 282,743 SH DEFINE4 9,204 0 273,539
EATON VANCE CORP 27826510 118.65 4,200 SH DEFINE2 0 0 4,200
27826510 6,780.00 240,000 SH DEFINE4 0 0 240,000
EBAY INC 27864210 6,477.56 95,511 SH DEFINE2 3,190 0 92,321
27864210 0.00 0 SH DEFINE4 0 0 0
ECHOSTAR COMMUNICATIONS CL A27876210 89,353.15 4,014,068SH DEFINE2 1,930,626 0 2,083,442
27876210 200,139.02 8,990,971SH DEFINE4 393,046 0 8,597,925
ECLIPSYS CORP 27885610 8.97 1,677 SH DEFINE2 0 0 1,677
27885610 0.00 0 SH DEFINE4 0 0 0
ECOLAB INC 27886510 7,276.15 146,993 SH DEFINE2 43,243 0 103,750
27886510 64,354.41 1,300,089SH DEFINE4 64,065 0 1,236,024
EDISON INTERNATIONAL 28102010 57,889.77 4,885,213SH DEFINE2 1,909,017 0 2,976,196
28102010 304,279.52 25,677,59SH DEFINE4 734,413 0 24,943,184
EDO CORP 28134710 0.00 0 SH DEFINE2 0 0 0
28134710 2,452.92 118,042 SH DEFINE4 0 0 118,042
EDUCATION MANAGEMENT CORP 28139T10 680.56 18,100 SH DEFINE2 0 0 18,100
28139T10 10,465.10 278,327 SH DEFINE4 0 0 278,327
J.D. EDWARDS & CO 28166710 706.20 62,606 SH DEFINE2 306 0 62,300
28166710 9,819.41 870,515 SH DEFINE4 17,775 0 852,740
EDWARDS A G INC 28176010 1,877.86 56,974 SH DEFINE2 30,849 0 26,125
28176010 20,393.24 618,727 SH DEFINE4 99,700 0 519,027
EDWARDS LIFESCIENCES CORP 28176E10 5,465.12 214,571 SH DEFINE2 128,620 0 85,951
28176E10 9,119.53 358,050 SH DEFINE4 1,600 0 356,450
EFUNDS CORPORATION 28224R10 0.00 0 SH DEFINE2 0 0 0
28224R10 60.58 6,650 SH DEFINE4 0 0 6,650
EL PASO CORPORATION 28336L10 4,110.58 590,600 SH DEFINE2 210,086 0 380,514
28336L10 82,045.59 11,788,15SH DEFINE4 242,820 0 11,545,339
ELAN PLC ADR 28413120 7.49 5,761 SH DEFINE2 0 0 5,761
28413120 1,256.88 966,831 SH DEFINE4 6,050 0 960,781
ELECTRO RENT CORP 28521810 0.00 0 SH DEFINE2 0 0 0
28521810 419.51 34,610 SH DEFINE4 2,210 0 32,400
ELECTRONIC ARTS 28551210 25,135.14 505,026 SH DEFINE2 186,989 0 318,037
28551210 122,597.45 2,463,280SH DEFINE4 115,002 0 2,348,278
ELECTRONIC DATA SYSTEMS CORP28566110 4,153.31 225,356 SH DEFINE2 8,268 0 217,088
28566110 53,833.86 2,920,991SH DEFINE4 84,091 0 2,836,900
ELECTRONICS FOR IMAGING 28608210 0.00 0 SH DEFINE2 0 0 0
28608210 0.16 10 SH DEFINE4 0 0 10
ELIZABETH ARDEN 28660G10 0.00 0 SH DEFINE2 0 0 0
28660G10 547.60 37,000 SH DEFINE4 2,400 0 34,600
EMBARCADERO TECHNOLOGIES 29078710 3,737.49 626,045 SH DEFINE2 346,365 0 279,680
29078710 148.35 24,850 SH DEFINE4 0 0 24,850
EMCOR GROUP INC 29084Q10 6,596.56 124,440 SH DEFINE2 73,540 0 50,900
29084Q10 4,492.60 84,750 SH DEFINE4 1,840 0 82,910
EMERSON ELECTRIC CO 29101110 90,525.56 1,780,247SH DEFINE2 520,443 0 1,259,804
29101110 285,581.48 5,616,155SH DEFINE4 225,294 0 5,390,861
EMMIS COMMUNICATIONS CL A 29152510 3,116.04 149,594 SH DEFINE2 64,200 0 85,394
29152510 26,221.10 1,258,814SH DEFINE4 205,400 0 1,053,414
EMPRESA NAC ELEC-CHILE-SP AD29244T10 1,080.73 140,537 SH DEFINE2 0 0 140,537
29244T10 366.04 47,600 SH DEFINE4 23,300 0 24,300
EMULEX CORPORATION 29247520 16,572.92 893,419 SH DEFINE2 380,138 0 513,281
29247520 192,868.45 10,397,22SH DEFINE4 338,141 0 10,059,080
ENCANA CORP 29250510 172.92 5,560 SH DEFINE2 5,560 0 0
29250510 0.00 0 SH DEFINE4 0 0 0
ENBRIDGE ENERGY 29250X10 0.00 0 SH DEFINE2 0 0 0
29250X10 2,278.84 60,769 SH DEFINE4 0 0 60,769
ENCORE WIRE 29256210 1.61 178 SH DEFINE2 0 0 178
29256210 0.00 0 SH DEFINE4 0 0 0
ENDO PHARMA HLDG 29264F20 19.25 2,500 SH DEFINE2 0 0 2,500
29264F20 749.11 97,300 SH DEFINE4 5,900 0 91,400
ENERGEN CORP 29265N10 9,049.52 310,980 SH DEFINE2 127,860 0 183,120
29265N10 6,195.39 212,900 SH DEFINE4 0 0 212,900
ENERGY EAST CORPORATION 29266M10 0.00 0 SH DEFINE2 0 0 0
29266M10 9,920.62 449,100 SH DEFINE4 0 0 449,100
ENERGIZER HOLDINGS INC 29266R10 1,127.69 40,419 SH DEFINE2 2,204 0 38,215
29266R10 18,777.93 673,044 SH DEFINE4 42,600 0 630,444
ENGELHARD CORP 29284510 2,222.82 99,455 SH DEFINE2 53,830 0 45,625
29284510 28,321.88 1,267,198SH DEFINE4 91,772 0 1,175,426
ENGINEERED SUPPORT SYSTEMS I29286610 1,964.98 53,600 SH DEFINE2 42,650 0 10,950
29286610 2,850.13 77,745 SH DEFINE4 4,800 0 72,945
ENERGYSOUTH INC 29297010 293.28 10,400 SH DEFINE2 0 0 10,400
29297010 54.43 1,930 SH DEFINE4 0 0 1,930
ENNIS BUS FORMS 29338910 0.00 0 SH DEFINE2 0 0 0
29338910 1,072.29 92,280 SH DEFINE4 6,000 0 86,280
ENRON CORP 29356110 0.47 7,648 SH DEFINE2 0 0 7,648
29356110 0.00 0 SH DEFINE4 0 0 0
ENTEGRIS INC 29362U10 1,345.18 130,600 SH DEFINE2 0 0 130,600
29362U10 0.00 0 SH DEFINE4 0 0 0
ENTERCOM COMM.CORP. 29363910 3,312.08 70,590 SH DEFINE2 17,940 0 52,650
29363910 93,885.93 2,000,979SH DEFINE4 5,890 0 1,995,089
ENTERGY CORP 29364G10 148,938.84 3,266,919SH DEFINE2 1,172,391 0 2,094,528
29364G10 431,712.97 9,469,466SH DEFINE4 457,331 0 9,012,135
ENTERTAINMENT PROPERTIES TR 29380T10 417.03 17,731 SH DEFINE2 0 0 17,731
29380T10 7,282.97 309,650 SH DEFINE4 0 0 309,650
ENZON PHARMACEUTICALS INC 29390410 423.85 25,350 SH DEFINE2 0 0 25,350
29390410 16,367.34 978,908 SH DEFINE4 30,310 0 948,598
EPLUS INC 29426810 5,772.83 818,841 SH DEFINE2 498,450 0 320,391
29426810 2,935.27 416,350 SH DEFINE4 0 0 416,350
EQUIFAX INC 29442910 2,351.74 101,631 SH DEFINE2 33,981 0 67,650
29442910 33,234.71 1,436,245SH DEFINE4 150,215 0 1,286,030
EQUITABLE RESOURCES INC 29454910 2,319.65 66,200 SH DEFINE2 0 0 66,200
29454910 0.00 0 SH DEFINE4 0 0 0
EQUITY OFFICE PROPERTIES TR 29474110 55,224.46 2,210,747SH DEFINE2 632,642 0 1,578,105
29474110 195,726.87 7,835,343SH DEFINE4 299,055 0 7,536,288
EQUITY RESIDENTIAL TR REIT 29476L10 4,569.69 185,911 SH DEFINE2 55,935 0 129,976
29476L10 28,537.75 1,161,015SH DEFINE4 69,571 0 1,091,444
ERICSSON L M TEL CO ADR CL B29482160 82.41 12,227 SH DEFINE2 10,459 0 1,768
29482160 649.55 96,373 SH DEFINE4 0 0 96,373
ERIE INDTY CO 29530P10 0.00 0 SH DEFINE2 0 0 0
29530P10 103.34 2,850 SH DEFINE4 250 0 2,600
ERMIS MARITIME HLDGS LTD 2958519B 0.00 3,366 SH DEFINE2 0 0 3,366
2958519B 0.00 0 SH DEFINE4 0 0 0
ESPEED INC-CL A 29664310 337.13 19,900 SH DEFINE2 0 0 19,900
29664310 46.76 2,760 SH DEFINE4 0 0 2,760
ESSEX PROPERTY TRUST INC REI29717810 0.00 0 SH DEFINE2 0 0 0
29717810 754.11 14,830 SH DEFINE4 950 0 13,880
ETHAN ALLEN INC 29760210 1,182.67 34,410 SH DEFINE2 24,510 0 9,900
29760210 4,430.29 128,900 SH DEFINE4 0 0 128,900
EXACT SCIENCES 30063P10 0.00 0 SH DEFINE2 0 0 0
30063P10 207.39 19,150 SH DEFINE4 1,260 0 17,890
EXAR CORP 30064510 840.72 67,800 SH DEFINE2 0 0 67,800
30064510 27,514.36 2,218,900SH DEFINE4 0 0 2,218,900
EXELON CORPORATION 30161N10 11,746.65 222,601 SH DEFINE2 7,124 0 215,477
30161N10 177,689.89 3,367,252SH DEFINE4 78,525 0 3,288,727
EXPEDIA INC-CL A 30212510 782.01 11,684 SH DEFINE2 883 0 10,801
30212510 17,605.72 263,046 SH DEFINE4 16,600 0 246,446
EXPEDITORS INTL WASH INC 30213010 5,802.07 177,705 SH DEFINE2 24,450 0 153,255
30213010 44,220.25 1,354,372SH DEFINE4 0 0 1,354,372
EXPRESS SCRIPTS INC CL A 30218210 17,641.49 367,225 SH DEFINE2 141,229 0 225,996
30218210 251,202.36 5,229,025SH DEFINE4 205,171 0 5,023,854
EXPRESSJET -A 30218U10 303.40 29,600 SH DEFINE2 0 0 29,600
30218U10 168.00 16,390 SH DEFINE4 0 0 16,390
EXTENDED STAY AMERICA INC 30224P10 274.35 18,600 SH DEFINE2 0 0 18,600
30224P10 31,333.13 2,124,280SH DEFINE4 0 0 2,124,280
EXTREME NETWORKS INC 30226D10 1,016.34 310,807 SH DEFINE2 124,032 0 186,775
30226D10 17,937.85 5,485,580SH DEFINE4 283,569 0 5,202,011
EXXON MOBIL CORPORATION 30231G10 331,253.32 9,480,633SH DEFINE2 3,103,691 0 6,376,942
30231G10 1,844,516.22 52,790,96SH DEFINE4 1,865,482 0 50,925,480
FBL FINL GROUP INC 30239F10 7,278.08 373,810 SH DEFINE2 222,927 0 150,883
30239F10 3,810.75 195,724 SH DEFINE4 2,280 0 193,444
FBR ASSET INVEST 30241E30 10,946.55 322,907 SH DEFINE2 169,690 0 153,217
30241E30 6,727.46 198,450 SH DEFINE4 0 0 198,450
FLIR SYSTEMS INC 30244510 28,850.56 591,200 SH DEFINE2 344,700 0 246,500
30244510 13,068.64 267,800 SH DEFINE4 25,300 0 242,500
FMC CORP 30249130 729.42 26,699 SH DEFINE2 26,699 0 0
30249130 14,509.60 531,098 SH DEFINE4 88,400 0 442,698
FMC TECHNOLOGIES SEDOL 2763530249U10 1,421.66 69,587 SH DEFINE2 31,249 0 38,338
30249U10 12,706.34 621,945 SH DEFINE4 103,900 0 518,045
FPL GROUP INC 30257110 12,991.33 216,054 SH DEFINE2 64,102 0 151,952
30257110 110,256.99 1,833,644SH DEFINE4 31,099 0 1,802,545
FTI CONSULTING INC 30294110 5,117.92 127,470 SH DEFINE2 101,590 0 25,880
30294110 642.40 16,000 SH DEFINE4 0 0 16,000
FACTSET RESEARCH SYSTEMS INC30307510 50.89 1,800 SH DEFINE2 0 0 1,800
30307510 0.00 0 SH DEFINE4 0 0 0
FAIR ISSAC AND COMPANY INC 30325010 1,392.02 32,600 SH DEFINE2 0 0 32,600
30325010 13,895.01 325,410 SH DEFINE4 1,200 0 324,210
FAIRCHILD SEMICON INTL CL A 30372610 374.85 35,000 SH DEFINE2 0 0 35,000
30372610 0.00 0 SH DEFINE4 0 0 0
FAMILY DOLLAR STORES INC 30700010 63,536.48 2,035,773SH DEFINE2 965,257 0 1,070,516
30700010 315,812.31 10,118,94SH DEFINE4 262,750 0 9,856,196
FEDERAL AGRICULTURE MORTGAGE31314830 5,293.83 172,775 SH DEFINE2 137,725 0 35,050
31314830 350.83 11,450 SH DEFINE4 0 0 11,450
FREDDIE MAC 31340030 381,658.04 6,463,303SH DEFINE2 2,375,660 0 4,087,643
31340030 955,663.40 16,183,97SH DEFINE4 750,539 0 15,433,431
FANNIE MAE 31358610 165,246.40 2,568,730SH DEFINE2 684,863 0 1,883,867
31358610 1,265,709.54 19,675,26SH DEFINE4 757,500 0 18,917,761
FEDERAL REALTY INVT TRUST RE31374720 0.00 0 SH DEFINE2 0 0 0
31374720 1,459.43 51,900 SH DEFINE4 3,400 0 48,500
FEDERATED DEPT STORES 31410H10 13,628.01 473,853 SH DEFINE2 127,056 0 346,797
31410H10 120,960.13 4,205,846SH DEFINE4 159,488 0 4,046,358
FEDERATED INVESTORS INC 31421110 17,404.05 686,009 SH DEFINE2 234,278 0 451,731
31421110 67,315.51 2,653,351SH DEFINE4 215,843 0 2,437,508
FEDEX CORPORATION 31428X10 5,021.86 92,620 SH DEFINE2 3,658 0 88,962
31428X10 0.00 0 SH DEFINE4 0 0 0
FELCOR LODGING TRUST INC REI31430F10 1,595.94 139,505 SH DEFINE2 58,251 0 81,254
31430F10 14,564.92 1,273,158SH DEFINE4 198,200 0 1,074,958
FERRO CORP 31540510 12,171.15 498,205 SH DEFINE2 219,080 0 279,125
31540510 21,551.80 882,186 SH DEFINE4 87,100 0 795,086
FIDELITY NATL IN 31620P10 0.00 0 SH DEFINE2 0 0 0
31620P10 367.49 21,304 SH DEFINE4 1,393 0 19,911
FIDELITY NATL FINL INC 31632610 2,152.40 65,562 SH DEFINE2 6,065 0 59,497
31632610 62,089.84 1,891,253SH DEFINE4 116,470 0 1,774,783
FIFTH THIRD BANCORP 31677310 140,937.46 2,407,130SH DEFINE2 968,154 0 1,438,976
31677310 269,726.50 4,606,772SH DEFINE4 206,050 0 4,400,722
FILENET CORP 31686910 9,038.83 740,888 SH DEFINE2 435,340 0 305,548
31686910 6,213.95 509,340 SH DEFINE4 3,600 0 505,740
FINANCIAL INST 31758540 0.00 0 SH DEFINE2 0 0 0
31758540 374.63 12,760 SH DEFINE4 800 0 11,960
FINLAY ENTERPRIS 31788420 2,291.28 189,990 SH DEFINE2 101,510 0 88,480
31788420 2,271.22 188,327 SH DEFINE4 3,614 0 184,713
FINISH LINE-A 31792310 26.38 2,500 SH DEFINE2 0 0 2,500
31792310 0.00 0 SH DEFINE4 0 0 0
FIRST AMERICAN CORP 31852230 43.29 1,950 SH DEFINE2 150 0 1,800
31852230 1,209.57 54,485 SH DEFINE4 3,685 0 50,800
FIRST BANCORP/PUERTO RICO 31867210 44.07 1,950 SH DEFINE2 0 0 1,950
31867210 0.00 0 SH DEFINE4 0 0 0
FIRST COMM BNCP 31983B10 4,633.89 140,715 SH DEFINE2 75,660 0 65,055
31983B10 3,102.10 94,200 SH DEFINE4 0 0 94,200
FIRST CONSULTING 31986R10 1.87 325 SH DEFINE2 0 0 325
31986R10 835.78 145,100 SH DEFINE4 9,800 0 135,300
FIRST DATA CORP 31996310 7,552.95 213,300 SH DEFINE2 0 0 213,300
31996310 1.66 47 SH DEFINE4 0 0 47
FIRST ESSEX BANC 32010310 0.00 0 SH DEFINE2 0 0 0
32010310 1,112.22 33,300 SH DEFINE4 2,100 0 31,200
FIRST FINL BANKSHARES 32020R10 0.00 0 SH DEFINE2 0 0 0
32020R10 140.60 3,700 SH DEFINE4 200 0 3,500
FIRST INDUSTRIAL REALTY TR R32054K10 1.76 63 SH DEFINE2 63 0 0
32054K10 142.80 5,100 SH DEFINE4 400 0 4,700
FIRST NAT CORP 32094210 0.00 0 SH DEFINE2 0 0 0
32094210 304.39 12,683 SH DEFINE4 814 0 11,869
FIRST HEALTH GROUP CORP 32096010 1,437.77 59,046 SH DEFINE2 27,286 0 31,760
32096010 12,788.57 525,198 SH DEFINE4 83,590 0 441,608
FIRST NIAGARA FI 33582U10 3,454.37 132,250 SH DEFINE2 105,200 0 27,050
33582U10 227.24 8,700 SH DEFINE4 0 0 8,700
FIRST TENN NATL CORP 33716210 2,061.77 57,367 SH DEFINE2 165 0 57,202
33716210 44,877.56 1,248,680SH DEFINE4 22,356 0 1,226,324
FISERV INC 33773810 10,392.16 306,102 SH DEFINE2 86,087 0 220,015
33773810 126,108.77 3,714,544SH DEFINE4 188,400 0 3,526,144
FIRSTFED FINANCIAL CORP 33790710 20.27 700 SH DEFINE2 0 0 700
33790710 2,439.33 84,260 SH DEFINE4 5,380 0 78,880
FLAGSTAR BANCORP INC 33793010 1,120.39 51,870 SH DEFINE2 11,300 0 40,570
33793010 12,272.69 568,180 SH DEFINE4 8,580 0 559,600
FIRSTENERGY CORP 33793210 22,542.02 683,713 SH DEFINE2 177,334 0 506,379
33793210 163,893.47 4,970,988SH DEFINE4 124,833 0 4,846,155
FISHER SCIENTIFIC INTL 33803220 1,681.47 55,900 SH DEFINE2 16,400 0 39,500
33803220 35,376.70 1,176,087SH DEFINE4 8,500 0 1,167,587
FITZGERALD GAMING CORP 33827110 0.00 0 SH DEFINE2 0 0 0
33827110 3.85 384,560 SH DEFINE4 0 0 384,560
FLEET BOSTON FINANCIAL CORP 33903010 11,507.92 473,577 SH DEFINE2 11,519 0 462,058
33903010 116,966.20 4,813,424SH DEFINE4 88,765 0 4,724,659
FLEETWOOD ENTERPRISES INC 33909910 19,234.09 2,450,202SH DEFINE2 993,480 0 1,456,722
33909910 18,877.22 2,404,742SH DEFINE4 12,054 0 2,392,688
FLUOR CORP 34341210 1,883.08 67,253 SH DEFINE2 29,652 0 37,601
34341210 7,430.50 265,375 SH DEFINE4 1,375 0 264,000
FLOWSERVE CORPORATION 34354P10 0.00 0 SH DEFINE2 0 0 0
34354P10 130.15 8,800 SH DEFINE4 700 0 8,100
FOCAL COMMUNICATIONS CORP 34415520 0.00 0 SH DEFINE2 0 0 0
34415520 0.00 1 SH DEFINE4 0 0 1
FOMENTO MEXICANO SPONS ADR 34441910 113,095.75 3,105,320SH DEFINE2 1,390,820 0 1,714,500
34441910 65,389.01 1,795,415SH DEFINE4 168,865 0 1,626,550
FOOT LOCKER INC 34484910 1,316.72 125,402 SH DEFINE2 62,202 0 63,200
34484910 12,888.38 1,227,465SH DEFINE4 199,100 0 1,028,365
FORD MOTOR CO 34537086 9,291.67 999,104 SH DEFINE2 122,310 0 876,794
34537086 146,220.28 15,722,61SH DEFINE4 433,659 0 15,288,952
FOREST LABS INC 34583810 126,995.71 1,292,972SH DEFINE2 520,999 0 771,973
34583810 422,718.94 4,303,797SH DEFINE4 186,892 0 4,116,905
FOREST OIL CORP 34609170 0.00 0 SH DEFINE2 0 0 0
34609170 823.97 29,800 SH DEFINE4 0 0 29,800
FORTUNE BRANDS INC 34963110 18,599.07 399,894 SH DEFINE2 142,622 0 257,272
34963110 258,723.23 5,562,744SH DEFINE4 224,946 0 5,337,798
FOUNDRY NETWORKS INC 35063R10 223.87 31,800 SH DEFINE2 0 0 31,800
35063R10 1,719.17 244,200 SH DEFINE4 15,900 0 228,300
FOUR SEASONS HOTEL 35100E10 7,659.39 271,129 SH DEFINE2 164,653 0 106,476
35100E10 35,736.33 1,265,003SH DEFINE4 96,753 0 1,168,250
FOX ENTERTAINMENT GRP INC-A 35138T10 6,907.00 266,371 SH DEFINE2 129,420 0 136,951
35138T10 56,743.19 2,188,322SH DEFINE4 183,769 0 2,004,553
FRANKLIN RESOURCES INC 35461310 3,728.97 109,418 SH DEFINE2 8,493 0 100,925
35461310 17,973.79 527,400 SH DEFINE4 0 0 527,400
FREDS INC CL A 35610810 0.00 0 SH DEFINE2 0 0 0
35610810 1,737.58 67,610 SH DEFINE4 4,400 0 63,210
FREEMARKETS INC 35660210 0.00 0 SH DEFINE2 0 0 0
35660210 193.88 30,110 SH DEFINE4 1,900 0 28,210
FREEPORT-MCMORAN COPPER 35671D85 6,832.06 407,155 SH DEFINE2 96,656 0 310,499
35671D85 163,122.46 9,721,243SH DEFINE4 569,567 0 9,151,677
FREMONT GENERAL CORP 35728810 17,252.65 3,842,462SH DEFINE2 1,578,640 0 2,263,822
35728810 14,864.15 3,310,500SH DEFINE4 0 0 3,310,500
FRONTIER AIRLINES INC 35906510 5,122.32 757,740 SH DEFINE2 463,200 0 294,540
35906510 0.00 0 SH DEFINE4 0 0 0
FRONTIER FINL CP 35907K10 0.00 0 SH DEFINE2 0 0 0
35907K10 445.86 17,430 SH DEFINE4 1,140 0 16,290
FRONTIER OIL CORP 35914P10 0.00 0 SH DEFINE2 0 0 0
35914P10 1,964.63 114,090 SH DEFINE4 7,400 0 106,690
FUJI PHOTO-ADR 35958630 11.10 346 SH DEFINE2 0 0 346
35958630 729.31 22,741 SH DEFINE4 0 0 22,741
FULLER H B CO 35969410 7,459.91 288,250 SH DEFINE2 118,250 0 170,000
35969410 6,949.56 268,530 SH DEFINE4 2,550 0 265,980
FULTON FINL CORP PA 36027110 1,359.57 76,986 SH DEFINE2 54,836 0 22,150
36027110 5,086.96 288,050 SH DEFINE4 0 0 288,050
FURNITURE BRANDS INTL INC 36092110 10,669.37 447,353 SH DEFINE2 267,900 0 179,453
36092110 4,302.54 180,400 SH DEFINE4 0 0 180,400
G & K SERVICES INC CL A 36126810 1,986.00 56,100 SH DEFINE2 44,700 0 11,400
36126810 132.75 3,750 SH DEFINE4 0 0 3,750
GATX CORP 36144810 889.07 38,960 SH DEFINE2 27,760 0 11,200
36144810 3,336.28 146,200 SH DEFINE4 0 0 146,200
GB HOLDINGS INC 36150A10 0.00 0 SH DEFINE2 0 0 0
36150A10 0.08 29 SH DEFINE4 0 0 29
GT GROUP TEL -B 36235940 0.00 0 SH DEFINE2 0 0 0
36235940 0.00 300 SH DEFINE4 0 0 300
ARTHUR J GALLAGHER AND COMPA36357610 5,106.24 173,800 SH DEFINE2 98,750 0 75,050
36357610 10,379.95 353,300 SH DEFINE4 0 0 353,300
GAMESTOP CORP 36466R10 0.00 0 SH DEFINE2 0 0 0
36466R10 101.19 10,325 SH DEFINE4 775 0 9,550
GANNETT INCORPORATED 36473010 6,331.04 88,176 SH DEFINE2 3,400 0 84,776
36473010 12,941.09 180,238 SH DEFINE4 5,025 0 175,213
GAP INC 36476010 4,058.70 261,514 SH DEFINE2 8,924 0 252,590
36476010 0.00 0 SH DEFINE4 0 0 0
GARDNER DENVER MACHINERY INC36555810 10,119.81 498,513 SH DEFINE2 296,770 0 201,743
36555810 3,839.75 189,150 SH DEFINE4 0 0 189,150
GART SPORTS CO 36663010 8,415.49 434,909 SH DEFINE2 274,830 0 160,079
36663010 2,882.18 148,950 SH DEFINE4 0 0 148,950
GARTNER INC-CL A 36665110 0.00 0 SH DEFINE2 0 0 0
36665110 215.46 23,420 SH DEFINE4 1,500 0 21,920
GATEWAY INC 36762610 303.32 96,600 SH DEFINE2 0 0 96,600
36762610 0.00 0 SH DEFINE4 0 0 0
GEMSTAR-TV GUIDE INTL INC 36866W10 7.19 2,212 SH DEFINE2 0 0 2,212
36866W10 0.00 0 SH DEFINE4 0 0 0
GENCORP INC 36868210 10,550.47 1,332,130SH DEFINE2 563,750 0 768,380
36868210 4,072.36 514,187 SH DEFINE4 0 0 514,187
GENENCOR INTL 36870910 29.97 3,064 SH DEFINE2 0 0 3,064
36870910 0.00 0 SH DEFINE4 0 0 0
GENENTECH INC 36871040 839.98 25,331 SH DEFINE2 1,031 0 24,300
36871040 0.00 0 SH DEFINE4 0 0 0
GENERAL CABLE CORP 36930010 10,648.87 2,802,334SH DEFINE2 1,335,636 0 1,466,698
36930010 911.62 239,900 SH DEFINE4 0 0 239,900
GENERAL COMMUNICATIONS - CL36938510 6,877.19 1,024,917SH DEFINE2 549,310 0 475,607
36938510 4,614.13 687,650 SH DEFINE4 0 0 687,650
GENERAL DYNAMICS CORPORATION36955010 4,952.69 62,400 SH DEFINE2 2,600 0 59,800
36955010 0.00 0 SH DEFINE4 0 0 0
GENERAL ELECTRIC COMPANY 36960410 339,379.85 13,937,57SH DEFINE2 5,156,925 0 8,780,646
36960410 1,848,643.42 75,919,64SH DEFINE4 3,559,040 0 72,360,608
GENERAL GROWTH PROPERTIES IN37002110 3.48 67 SH DEFINE2 67 0 0
37002110 0.00 0 SH DEFINE4 0 0 0
GENERAL MILLS INC 37033410 11,476.46 244,440 SH DEFINE2 58,640 0 185,800
37033410 29,737.95 633,396 SH DEFINE4 14,259 0 619,137
GENERAL MOTORS CORPORATION 37044210 10,566.73 286,672 SH DEFINE2 12,537 0 274,135
37044210 102,685.30 2,785,819SH DEFINE4 101,890 0 2,683,930
GENERAL MOTORS CORP CL H (NE37044283 216.00 20,187 SH DEFINE2 3,277 0 16,910
37044283 6.42 600 SH DEFINE4 0 0 600
GENESEE & WYOMIN 37155910 3,607.00 177,248 SH DEFINE2 103,930 0 73,318
37155910 2,169.31 106,600 SH DEFINE4 0 0 106,600
GENESIS HEALTH VENTURES 37183F10 24.35 1,576 SH DEFINE2 0 0 1,576
37183F10 3,086.15 199,751 SH DEFINE4 0 0 199,751
GENESIS MICROCHIP INC 37184C10 0.00 0 SH DEFINE2 0 0 0
37184C10 1,158.84 88,800 SH DEFINE4 5,800 0 83,000
GENTEX CORP 37190110 661.28 20,900 SH DEFINE2 0 0 20,900
37190110 26,030.35 822,704 SH DEFINE4 0 0 822,704
GENLYTE GROUPINC 37230210 99.12 3,181 SH DEFINE2 0 0 3,181
37230210 38.45 1,234 SH DEFINE4 0 0 1,234
GENTA INC 37245M20 0.00 0 SH DEFINE2 0 0 0
37245M20 166.64 21,670 SH DEFINE4 1,400 0 20,270
GENUINE PARTS COMPANY 37246010 1,706.20 55,396 SH DEFINE2 2,100 0 53,296
37246010 0.00 0 SH DEFINE4 0 0 0
GENTIVA HEALTH SERVICES 37247A10 132.50 15,040 SH DEFINE2 0 0 15,040
37247A10 2,703.70 306,890 SH DEFINE4 19,821 0 287,069
GENZYME CORP 37291710 14,854.13 502,338 SH DEFINE2 194,788 0 307,550
37291710 139,673.89 4,723,500SH DEFINE4 242,817 0 4,480,683
GEORGIA PACIFIC CORP 37329810 5,600.60 346,572 SH DEFINE2 102,200 0 244,372
37329810 71,494.70 4,424,177SH DEFINE4 81,926 0 4,342,251
GERBER SCIENTIFIC INC 37373010 3,549.33 874,218 SH DEFINE2 371,418 0 502,800
37373010 0.00 0 SH DEFINE4 0 0 0
GERDAU SA-ADR 37373710 842.02 94,609 SH DEFINE2 0 0 94,609
37373710 276.79 31,100 SH DEFINE4 14,200 0 16,900
GETTY IMAGES INC 37427610 12.22 400 SH DEFINE2 0 0 400
37427610 0.00 0 SH DEFINE4 0 0 0
GETTY REALTY CORP 37429710 452.34 23,870 SH DEFINE2 0 0 23,870
37429710 7,562.00 399,050 SH DEFINE4 0 0 399,050
GILEAD SCIENCES INC 37555810 18,434.46 542,190 SH DEFINE2 217,761 0 324,429
37555810 266,301.63 7,832,401SH DEFINE4 236,871 0 7,595,530
GILLETTE COMPANY THE 37576610 13,571.92 447,033 SH DEFINE2 12,602 0 434,431
37576610 104,734.90 3,449,766SH DEFINE4 63,813 0 3,385,953
GLATFELTER 37731610 6,380.44 484,836 SH DEFINE2 208,136 0 276,700
37731610 0.00 0 SH DEFINE4 0 0 0
GLAXOSMITHKLINE PLC-ADR 37733W10 21.16 565 SH DEFINE2 0 0 565
37733W10 223,048.05 5,954,299SH DEFINE4 31,390 0 5,922,909
GLIMCHER REALTY 37930210 0.00 0 SH DEFINE2 0 0 0
37930210 637.23 35,900 SH DEFINE4 2,290 0 33,610
GLOBAL INDUSTRIES LTD 37933610 3,385.68 811,913 SH DEFINE2 482,290 0 329,623
37933610 1,914.86 459,200 SH DEFINE4 0 0 459,200
GLOBAL IMAGING SYSTEMS INC 37934A10 1,777.51 96,709 SH DEFINE2 44,800 0 51,909
37934A10 17,460.17 949,955 SH DEFINE4 149,400 0 800,555
GLOBAL PAYMENTS INC 37940X10 2,457.15 76,762 SH DEFINE2 38,864 0 37,898
37940X10 104.03 3,250 SH DEFINE4 0 0 3,250
GLOBAL POWER EQU 37941P10 0.00 0 SH DEFINE2 0 0 0
37941P10 786.73 159,580 SH DEFINE4 10,000 0 149,580
GLOBIX CORP 37957F20 48.30 24,149 SH DEFINE2 8,027 0 16,122
37957F20 1,125.95 562,977 SH DEFINE4 0 0 562,977
GOLDEN WEST FINANCIAL CORP D38131710 5,331.75 74,248 SH DEFINE2 2,948 0 71,300
38131710 52,313.23 728,495 SH DEFINE4 45,644 0 682,851
GOLDMAN SACHS GROUP INC 38141G10 11,362.62 166,852 SH DEFINE2 3,868 0 162,984
38141G10 40,872.19 600,179 SH DEFINE4 12,177 0 588,002
GOODRICH CORPORATION 38238810 983.75 53,698 SH DEFINE2 0 0 53,698
38238810 21,411.28 1,168,738SH DEFINE4 21,662 0 1,147,076
GOODYEAR TIRE & RUBBER CO 38255010 829.66 121,830 SH DEFINE2 51,330 0 70,500
38255010 1,843.47 270,700 SH DEFINE4 0 0 270,700
GOODY S FAMILY 38258810 25.33 5,705 SH DEFINE2 0 0 5,705
38258810 555.44 125,100 SH DEFINE4 7,940 0 117,160
GRACO INC 38410910 3,154.37 110,100 SH DEFINE2 64,900 0 45,200
38410910 0.00 0 SH DEFINE4 0 0 0
W W GRAINGER 38480210 2,526.72 49,015 SH DEFINE2 19,650 0 29,365
38480210 24,541.72 476,076 SH DEFINE4 32,248 0 443,828
GRANT PRIDECO INC 38821G10 0.00 0 SH DEFINE2 0 0 0
38821G10 1,956.68 168,100 SH DEFINE4 0 0 168,100
GRAPHIC PACKAGING INTL CORP 38869010 0.00 0 SH DEFINE2 0 0 0
38869010 468.91 83,140 SH DEFINE4 5,310 0 77,830
GREAT ATLANTIC & PAC TEA INC39006410 11.28 1,400 SH DEFINE2 0 0 1,400
39006410 0.00 0 SH DEFINE4 0 0 0
GREAT LAKES CHEMICAL CORP 39056810 1,617.34 67,728 SH DEFINE2 38,128 0 29,600
39056810 4,780.78 200,200 SH DEFINE4 0 0 200,200
GREAT SOUTHN BAN 39090510 109.88 2,990 SH DEFINE2 0 0 2,990
39090510 0.00 0 SH DEFINE4 0 0 0
GREAT PLAINS ENERGY INC 39116410 0.00 0 SH DEFINE2 0 0 0
39116410 2,699.84 118,000 SH DEFINE4 0 0 118,000
GREATER BAY BANCORP 39164810 15,568.00 900,405 SH DEFINE2 410,385 0 490,020
39164810 28,324.41 1,638,196SH DEFINE4 30,000 0 1,608,196
GREEN MOUNTAIN COFFEE INC 39312210 0.00 0 SH DEFINE2 0 0 0
39312210 240.70 15,930 SH DEFINE4 990 0 14,940
GREENPOINT FINANACIAL CORP 39538410 5,470.89 121,091 SH DEFINE2 25,400 0 95,691
39538410 122,981.68 2,722,038SH DEFINE4 146,918 0 2,575,120
GREY WOLF INC 39788810 8,139.20 2,039,900SH DEFINE2 1,519,600 0 520,300
39788810 476.61 119,450 SH DEFINE4 0 0 119,450
GRIFFON CORP 39843310 37.05 2,720 SH DEFINE2 0 0 2,720
39843310 1,955.15 143,550 SH DEFINE4 9,190 0 134,360
GRUPO TELEVISA SA DE CV GDR 40049J20 13,338.45 477,567 SH DEFINE2 206,685 0 270,882
40049J20 839.72 30,065 SH DEFINE4 14,205 0 15,860
GTECH HOLDINGS CORP 40051810 14,894.85 534,632 SH DEFINE2 283,832 0 250,800
40051810 49,773.12 1,786,544SH DEFINE4 103,655 0 1,682,889
GRUPO AEROPORTUARIO SUR ADR 40051E20 3,958.95 336,932 SH DEFINE2 72,302 0 264,630
40051E20 10,351.70 880,996 SH DEFINE4 17,558 0 863,438
GRUPO F BBVA-ADR 40051M20 1,120.25 74,683 SH DEFINE2 7,510 0 67,173
40051M20 0.00 0 SH DEFINE4 0 0 0
GUCCI GROUP NV-NY ADR 40156610 252,948.73 2,761,449SH DEFINE2 1,616,026 0 1,145,423
40156610 131,468.81 1,435,249SH DEFINE4 116,686 0 1,318,563
GUIDANT CORP 40169810 5,643.76 182,942 SH DEFINE2 26,688 0 156,254
40169810 81,796.99 2,651,442SH DEFINE4 118,012 0 2,533,430
GUILFORD PHARMACEUTICALS INC40182910 0.00 0 SH DEFINE2 0 0 0
40182910 342.12 85,960 SH DEFINE4 5,600 0 80,360
GUITAR CENTER INC 40204010 3,224.89 194,740 SH DEFINE2 155,340 0 39,400
40204010 203.69 12,300 SH DEFINE4 0 0 12,300
GULFMARK OFFSHORE INC 40262910 10,829.05 734,173 SH DEFINE2 439,330 0 294,843
40262910 4,270.13 289,500 SH DEFINE4 0 0 289,500
GYMBOREE CORP 40377710 0.00 0 SH DEFINE2 0 0 0
40377710 2,873.83 181,200 SH DEFINE4 11,690 0 169,510
HCA INC 40411910 185,419.43 4,467,938SH DEFINE2 1,722,726 0 2,745,212
40411910 495,916.04 11,949,78SH DEFINE4 449,798 0 11,499,986
HCC INSURANCE HLDGS INC 40413210 0.44 18 SH DEFINE2 18 0 0
40413210 0.00 0 SH DEFINE4 0 0 0
HDFC BANK LTD-ADR 40415F10 2,731.18 202,911 SH DEFINE2 59,000 0 143,911
40415F10 717.42 53,300 SH DEFINE4 24,400 0 28,900
HSBC HOLDING-ADR 40428040 87.53 1,592 SH DEFINE2 1,200 0 392
40428040 1,144.24 20,812 SH DEFINE4 0 0 20,812
HAEMONETICS CORP MASS 40502410 4,119.42 191,958 SH DEFINE2 112,540 0 79,418
40502410 2,386.35 111,200 SH DEFINE4 0 0 111,200
HALL KINION & ASSOCIATES INC40606910 6,299.32 1,126,690SH DEFINE2 667,700 0 458,990
40606910 2,862.03 511,900 SH DEFINE4 0 0 511,900
HALLIBURTON CO 40621610 10,418.79 556,857 SH DEFINE2 114,470 0 442,387
40621610 218,530.91 11,679,89SH DEFINE4 164,738 0 11,515,161
HANCOCK FABRICS INC 40990010 3,229.55 211,774 SH DEFINE2 168,700 0 43,074
40990010 247.05 16,200 SH DEFINE4 0 0 16,200
HANCOCK HLDG CO 41012010 111.45 2,496 SH DEFINE2 0 0 2,496
41012010 0.00 0 SH DEFINE4 0 0 0
JOHN HANCOCK FINANCIAL SRVCS41014S10 2,382.63 85,399 SH DEFINE2 1,059 0 84,340
41014S10 4,143.99 148,530 SH DEFINE4 2,684 0 145,846
HANDLEMAN CO DEL 41025210 95.22 8,280 SH DEFINE2 0 0 8,280
41025210 0.00 0 SH DEFINE4 0 0 0
HANGER ORTHOPED 41043F20 0.00 0 SH DEFINE2 0 0 0
41043F20 40.50 3,080 SH DEFINE4 0 0 3,080
HARLAND JOHN H COMPANY 41269310 207.36 9,370 SH DEFINE2 0 0 9,370
41269310 1,533.61 69,300 SH DEFINE4 0 0 69,300
HARLEY-DAVIDSON INC 41282210 5,548.11 120,089 SH DEFINE2 4,726 0 115,363
41282210 34,807.68 753,413 SH DEFINE4 26,555 0 726,858
HARLEYSVILLE GROUP INC 41282410 2.88 109 SH DEFINE2 0 0 109
41282410 0.00 0 SH DEFINE4 0 0 0
HARRAHS ENTERTAINMENT INC 41361910 85,939.96 2,170,201SH DEFINE2 857,783 0 1,312,418
41361910 390,464.40 9,860,212SH DEFINE4 347,425 0 9,512,787
HARRIS CORP DEL 41387510 2.50 95 SH DEFINE2 95 0 0
41387510 0.00 0 SH DEFINE4 0 0 0
HARTFORD FINANCIAL SVCS GRP 41651510 4,641.54 102,169 SH DEFINE2 22,170 0 79,999
41651510 25,100.87 552,518 SH DEFINE4 33,550 0 518,968
HASBRO INC 41805610 568.33 49,206 SH DEFINE2 81 0 49,125
41805610 0.40 35 SH DEFINE4 0 0 35
HAVAS -ADR 41931310 1,139.78 287,098 SH DEFINE2 286,044 0 1,054
41931310 218.71 55,091 SH DEFINE4 0 0 55,091
HAVERTY FURNITUR 41959610 11,952.60 859,899 SH DEFINE2 365,450 0 494,449
41959610 3,080.24 221,600 SH DEFINE4 0 0 221,600
HEALTHSOUTH CORP 42192410 775.32 184,601 SH DEFINE2 5,600 0 179,001
42192410 7,430.96 1,769,275SH DEFINE4 28,978 0 1,740,297
HEALTH MANAGEMENT ASSOCIATES42193310 18,139.68 1,013,390SH DEFINE2 419,557 0 593,833
42193310 178,687.22 9,982,526SH DEFINE4 348,091 0 9,634,435
HEALTH CARE REIT 42217K10 0.00 0 SH DEFINE2 0 0 0
42217K10 733.06 27,100 SH DEFINE4 1,730 0 25,370
HEALTH NET INC 42222G10 1,780.81 67,455 SH DEFINE2 2,605 0 64,850
42222G10 54,570.46 2,067,063SH DEFINE4 87,191 0 1,979,872
HEALTHTRONICS 42222L10 0.00 0 SH DEFINE2 0 0 0
42222L10 390.38 48,730 SH DEFINE4 3,200 0 45,530
HEARTLAND EXPRESS 42234710 3,433.67 149,870 SH DEFINE2 98,003 0 51,867
42234710 7,811.96 340,970 SH DEFINE4 0 0 340,970
HEICO CORP 42280610 3,558.45 335,386 SH DEFINE2 195,920 0 139,466
42280610 2,361.79 222,600 SH DEFINE4 0 0 222,600
HEICO CORP-CL A 42280620 235.16 28,435 SH DEFINE2 15,527 0 12,908
42280620 181.44 21,940 SH DEFINE4 0 0 21,940
HEIDRICK & STRUGGLES INTL 42281910 504.55 34,393 SH DEFINE2 34,182 0 211
42281910 9,687.48 660,360 SH DEFINE4 109,300 0 551,060
HEINZ H J COMPANY 42307410 6,185.64 188,185 SH DEFINE2 46,668 0 141,517
42307410 95,809.41 2,914,798SH DEFINE4 104,781 0 2,810,017
HELIX TECHNOLOGY CORP 42331910 8,706.66 777,380 SH DEFINE2 320,670 0 456,710
42331910 5,231.52 467,100 SH DEFINE4 0 0 467,100
HELLENIC TEL-ADR 42332530 4,461.57 835,500 SH DEFINE2 397,100 0 438,400
42332530 0.00 0 SH DEFINE4 0 0 0
HERCULES INCORPORATED 42705610 1,891.23 214,913 SH DEFINE2 137,771 0 77,142
42705610 38,826.79 4,412,135SH DEFINE4 23,797 0 4,388,338
HERSHEY FOODS CORP 42786610 3,289.66 48,779 SH DEFINE2 9 0 48,770
42786610 37,911.53 562,152 SH DEFINE4 10,655 0 551,497
HEWITT ASSOCIATE 42822Q10 1,967.95 62,100 SH DEFINE2 18,000 0 44,100
42822Q10 49,772.41 1,570,603SH DEFINE4 0 0 1,570,603
HEWLETT PACKARD CO 42823610 110,562.69 6,368,818SH DEFINE2 1,992,378 0 4,376,440
42823610 1,034,117.16 59,568,96SH DEFINE4 2,059,266 0 57,509,695
HEXCEL CORP NEW 42829110 0.00 0 SH DEFINE2 0 0 0
42829110 488.28 162,761 SH DEFINE4 0 0 162,761
HIBERNIA CORP CL A 42865610 0.00 0 SH DEFINE2 0 0 0
42865610 254.71 13,225 SH DEFINE4 975 0 12,250
HILB ROGAL & HAM 43129410 4,400.84 107,600 SH DEFINE2 63,600 0 44,000
43129410 2,608.19 63,770 SH DEFINE4 4,100 0 59,670
HILTON HOTELS CORPORATION 43284810 5,433.31 427,483 SH DEFINE2 71,700 0 355,783
43284810 64,167.01 5,048,546SH DEFINE4 153,980 0 4,894,566
HISPANIC BROADCASTING CORP 43357B10 289.76 14,100 SH DEFINE2 0 0 14,100
43357B10 7,753.52 377,300 SH DEFINE4 0 0 377,300
HOLLY CORP 43575830 4,991.24 228,432 SH DEFINE2 97,810 0 130,622
43575830 1,657.76 75,870 SH DEFINE4 4,860 0 71,010
HOLLYWOOD ENTERTAINMENT CORP43614110 64.93 4,300 SH DEFINE2 0 0 4,300
43614110 0.00 0 SH DEFINE4 0 0 0
HOME DEPOT 43707610 42,310.82 1,765,894SH DEFINE2 361,517 0 1,404,377
43707610 117,731.75 4,913,679SH DEFINE4 273,275 0 4,640,404
HON INDUSTRIES INC 43809210 970.80 34,328 SH DEFINE2 14,206 0 20,122
43809210 8,753.96 309,546 SH DEFINE4 48,800 0 260,746
HONDA MOTOR-ADR 43812830 6.12 339 SH DEFINE2 0 0 339
43812830 308.95 17,107 SH DEFINE4 0 0 17,107
HONEYWELL INTERNATIONAL INC 43851610 8,878.78 369,949 SH DEFINE2 53,929 0 316,020
43851610 121,625.98 5,067,749SH DEFINE4 167,654 0 4,900,095
HOOPER HOLMES INC 43910410 15,381.56 2,505,140SH DEFINE2 1,051,690 0 1,453,450
43910410 6,093.34 992,400 SH DEFINE4 0 0 992,400
HORIZON ORGANIC 44043T10 2,420.41 149,500 SH DEFINE2 120,900 0 28,600
44043T10 460.61 28,450 SH DEFINE4 1,290 0 27,160
HORIZON PCS INC WARRANTS 10/44043U11 0.00 590 SH DEFINE2 270 0 320
44043U11 0.03 27,410 SH DEFINE4 0 0 27,410
HORIZON NATURAL RESOURCES CO44043W10 0.00 0 SH DEFINE2 0 0 0
44043W10 6.45 645,386 SH DEFINE4 0 0 645,386
HOST MARRIOTT CORP 44107P10 35.54 4,016 SH DEFINE2 4,016 0 0
44107P10 7,786.81 879,866 SH DEFINE4 0 0 879,866
HOTELS.COM-CL A 44147T10 824.64 15,095 SH DEFINE2 1,025 0 14,070
44147T10 18,831.40 344,708 SH DEFINE4 21,599 0 323,109
HOUSEHOLD INTERNATIONAL INC 44181510 27,560.38 991,024 SH DEFINE2 207,207 0 783,817
44181510 248,358.79 8,930,557SH DEFINE4 240,923 0 8,689,634
HOUSTON EXPL CO 44212010 160.34 5,240 SH DEFINE2 0 0 5,240
44212010 3,037.97 99,280 SH DEFINE4 6,370 0 92,910
HOVNANIAN ENT-A 44248720 7,737.65 244,090 SH DEFINE2 146,850 0 97,240
44248720 0.00 0 SH DEFINE4 0 0 0
HUB INTL LTD 44332P10 5,155.97 401,868 SH DEFINE2 234,200 0 167,668
44332P10 3,321.69 258,900 SH DEFINE4 0 0 258,900
HUBBELL INC CL B 44351020 1.65 47 SH DEFINE2 47 0 0
44351020 0.00 0 SH DEFINE4 0 0 0
HUDSON CITY BNCP 44368310 0.26 14 SH DEFINE2 14 0 0
44368310 0.00 0 SH DEFINE4 0 0 0
HUDSON UNITED BANCORP 44416510 13,912.74 447,355 SH DEFINE2 184,785 0 262,570
44416510 16,019.30 515,090 SH DEFINE4 15,700 0 499,390
HUGHES SUPPLY INC 44448210 503.51 18,430 SH DEFINE2 0 0 18,430
44448210 10,192.82 373,090 SH DEFINE4 3,340 0 369,750
HUMANA INC 44485910 460.00 46,000 SH DEFINE2 0 0 46,000
44485910 0.00 0 SH DEFINE4 0 0 0
HUMBOLDT BANCORP 44506910 22.45 2,138 SH DEFINE2 0 0 2,138
44506910 0.00 0 SH DEFINE4 0 0 0
HUNT J B TRANS SVCS INC 44565810 9,917.46 338,480 SH DEFINE2 227,470 0 111,010
44565810 215.36 7,350 SH DEFINE4 0 0 7,350
HUNTINGTON BANCSHARES 44615010 1,248.84 66,747 SH DEFINE2 0 0 66,747
44615010 0.00 0 SH DEFINE4 0 0 0
HUTCHINSON TECHNOLOGY INC 44840710 0.00 0 SH DEFINE2 0 0 0
44840710 920.53 44,470 SH DEFINE4 2,850 0 41,620
HYBRID NETWORKS 44860K10 0.00 364 SH DEFINE2 0 0 364
44860K10 0.00 0 SH DEFINE4 0 0 0
HYDRIL COMPANY 44877410 7,022.33 297,935 SH DEFINE2 177,840 0 120,095
44877410 3,519.00 149,300 SH DEFINE4 2,400 0 146,900
ICN PHARMACEUTICALS INC NEW 44892410 0.00 0 SH DEFINE2 0 0 0
44892410 0.11 10 SH DEFINE4 0 0 10
IDT CORP 44894710 81.57 4,718 SH DEFINE2 18 0 4,700
44894710 0.00 0 SH DEFINE4 0 0 0
HYPERCHIP P/P (PRIVATE) 4489CP9A 124.38 565,381 SH DEFINE2 0 0 565,381
4489CP9A 2,375.62 10,798,25SH DEFINE4 0 0 10,798,255
HYPERION SOLUTIONS CORP 44914M10 5,274.93 205,490 SH DEFINE2 118,600 0 86,890
44914M10 5,556.27 216,450 SH DEFINE4 7,100 0 209,350
ICO GLOBAL COMM HLDG NEW WAR44930K11 0.02 15,109 SH DEFINE2 0 0 15,109
44930K11 0.00 0 SH DEFINE4 0 0 0
IDEC PHARMACEUTICAL CORP 44937010 15,666.16 472,299 SH DEFINE2 202,499 0 269,800
44937010 165,438.19 4,987,585SH DEFINE4 232,125 0 4,755,460
IDX SYSTEMS CORP 44949110 0.00 0 SH DEFINE2 0 0 0
44949110 127.55 7,490 SH DEFINE4 500 0 6,990
IGEN INTERNATIONAL INC 44953610 8,929.94 208,400 SH DEFINE2 166,050 0 42,350
44953610 595.62 13,900 SH DEFINE4 0 0 13,900
IPCS INC. 144A P/P WARRANTS 44980Y11 0.21 821 SH DEFINE2 260 0 561
44980Y11 6.17 24,685 SH DEFINE4 0 0 24,685
IMS HEALTH INC 44993410 2,211.20 138,200 SH DEFINE2 4,400 0 133,800
44993410 0.00 0 SH DEFINE4 0 0 0
ITLA CAPITAL CRP 45056510 86.53 2,604 SH DEFINE2 0 0 2,604
45056510 0.00 0 SH DEFINE4 0 0 0
ITT EDUCATIONAL SERVICES INC45068B10 442.74 18,800 SH DEFINE2 0 0 18,800
45068B10 55.11 2,340 SH DEFINE4 0 0 2,340
IWO HOLDING-WT11 45071T11 0.09 346 SH DEFINE2 103 0 243
45071T11 2.65 10,618 SH DEFINE4 0 0 10,618
ITT INDUSTRIES INC 45091110 1,681.11 27,700 SH DEFINE2 700 0 27,000
45091110 0.00 0 SH DEFINE4 0 0 0
ICICI BANK LTD-SPONS ADR 45104G10 1,574.53 242,235 SH DEFINE2 0 0 242,235
45104G10 554.18 85,258 SH DEFINE4 38,600 0 46,658
IDACORP INC 45110710 2.51 101 SH DEFINE2 101 0 0
45110710 0.00 0 SH DEFINE4 0 0 0
IDEX CORP 45167R10 12,864.18 393,400 SH DEFINE2 243,100 0 150,300
45167R10 299.21 9,150 SH DEFINE4 0 0 9,150
IDEXX LABS INC 45168D10 1,397.90 42,554 SH DEFINE2 9,394 0 33,160
45168D10 35,779.27 1,089,171SH DEFINE4 35,321 0 1,053,850
IGATE CAP CORP 45169U10 51.55 19,677 SH DEFINE2 0 0 19,677
45169U10 0.00 0 SH DEFINE4 0 0 0
IKON OFFICE SOLUTIONS INC 45171310 18,318.85 2,562,077SH DEFINE2 1,108,516 0 1,453,561
45171310 15,478.89 2,164,880SH DEFINE4 11,800 0 2,153,080
ILEX ONCOLOGY INC 45192310 0.00 0 SH DEFINE2 0 0 0
45192310 797.70 112,989 SH DEFINE4 589 0 112,400
ILLINOIS TOOL WORKS INC 45230810 12,696.80 195,757 SH DEFINE2 23,310 0 172,447
45230810 51,921.53 800,517 SH DEFINE4 34,209 0 766,308
IMATION CORPORATION 45245A10 9,562.42 272,589 SH DEFINE2 160,410 0 112,179
45245A10 8,261.34 235,500 SH DEFINE4 5,770 0 229,730
IMAGISTICS INTL 45247T10 0.00 0 SH DEFINE2 0 0 0
45247T10 706.00 35,300 SH DEFINE4 2,300 0 33,000
IMMUCOR INC 45252610 0.00 0 SH DEFINE2 0 0 0
45252610 1,553.68 76,725 SH DEFINE4 4,700 0 72,025
IMPERIAL CR INDS INC 45272910 0.00 0 SH DEFINE2 0 0 0
45272910 0.00 1 SH DEFINE4 0 0 1
IMPERIAL CREDIT INDS WARRANT45272912 0.42 420,267 SH DEFINE2 0 0 420,267
45272912 0.00 0 SH DEFINE4 0 0 0
IMPERIAL OIL LTD 45303840 1,323.07 46,100 SH DEFINE2 6,800 0 39,300
45303840 0.00 0 SH DEFINE4 0 0 0
INAMED CORP 45323510 27.72 900 SH DEFINE2 0 0 900
45323510 0.00 0 SH DEFINE4 0 0 0
INCO LTD 45325840 114.59 5,400 SH DEFINE2 5,400 0 0
45325840 0.00 0 SH DEFINE4 0 0 0
INDEPENDENCE COMMUNITY BANK 45341410 3.25 128 SH DEFINE2 128 0 0
45341410 0.00 0 SH DEFINE4 0 0 0
INDEPENDANT BANK CORP -MASS 45383610 0.00 0 SH DEFINE2 0 0 0
45383610 1,995.91 87,540 SH DEFINE4 5,470 0 82,070
INDEP BANK/MICH 45383810 0.00 0 SH DEFINE2 0 0 0
45383810 849.15 28,062 SH DEFINE4 1,786 0 26,275
INDYMAC BANCORP INC 45660710 2.83 153 SH DEFINE2 153 0 0
45660710 0.00 0 SH DEFINE4 0 0 0
I-NET TECHNOLOGIES 45662V10 47.03 7,710 SH DEFINE2 0 0 7,710
45662V10 31.80 5,213 SH DEFINE4 0 0 5,213
ING GROEP N.V. SPONSORED ADR45683710 228.37 13,561 SH DEFINE2 0 0 13,561
45683710 1,427.54 84,771 SH DEFINE4 0 0 84,771
INFO RESOURCES 45690510 13.84 8,650 SH DEFINE2 0 0 8,650
45690510 0.00 0 SH DEFINE4 0 0 0
INGRAM MICRO INC CL A 45715310 142.59 11,546 SH DEFINE2 446 0 11,100
45715310 581.07 47,050 SH DEFINE4 16,050 0 31,000
INSILCO CORP P/P 144A WARR 045765913 0.00 110 SH DEFINE2 0 0 110
45765913 0.00 375 SH DEFINE4 0 0 375
INSIGHT ENTERPRISES INC 45765U10 2.63 317 SH DEFINE2 0 0 317
45765U10 0.00 0 SH DEFINE4 0 0 0
INSILCO HOLDING CO WARRANT 84576619A 0.01 825 SH DEFINE2 0 0 825
4576619A 0.19 18,715 SH DEFINE4 0 0 18,715
INSITUFORM TECHNOLOGIES INC 45766710 727.10 42,645 SH DEFINE2 42,482 0 163
45766710 14,291.31 838,200 SH DEFINE4 137,800 0 700,400
INNOVATIVE SOLUTIONS AND SUP45769N10 5,819.21 932,566 SH DEFINE2 551,840 0 380,726
45769N10 4,241.95 679,800 SH DEFINE4 0 0 679,800
INTEGRATED DEVICE TECHNOLOGY45811810 5,686.92 679,441 SH DEFINE2 252,510 0 426,931
45811810 58,606.54 7,001,976SH DEFINE4 101,586 0 6,900,390
INTEGRATED ELECTRICAL SVCS 45811E10 1.79 464 SH DEFINE2 0 0 464
45811E10 0.00 0 SH DEFINE4 0 0 0
INTEGRATED CIRCUIT SYSTEMS 45811K20 5,066.75 277,630 SH DEFINE2 180,680 0 96,950
45811K20 1,668.91 91,447 SH DEFINE4 0 0 91,447
INTEGRATED SILICON SOLUTION 45812P10 191.40 43,900 SH DEFINE2 0 0 43,900
45812P10 0.00 0 SH DEFINE4 0 0 0
INTEL CORPORATION 45814010 230,268.34 14,789,23SH DEFINE2 5,671,178 0 9,118,054
45814010 994,459.17 63,870,21SH DEFINE4 3,631,121 0 60,239,089
INTELIDATA TECHNOLOGIES P/P 45814T90 0.00 0 SH DEFINE2 0 0 0
45814T90 65.45 72,727 SH DEFINE4 0 0 72,727
INTELIDATA P/P (PRIVATE) WAR45814T91 0.00 0 SH DEFINE2 0 0 0
45814T91 0.00 1 SH DEFINE4 0 0 1
INTER ACT ELECT 45816F10 0.00 620 SH DEFINE2 0 0 620
45816F10 0.00 35,343 SH DEFINE4 0 0 35,343
INTERACT SYSTEMS INC WARRANT45816F11 0.00 797 SH DEFINE2 0 0 797
45816F11 0.03 34,360 SH DEFINE4 0 0 34,360
INTERACT ELECTRONIC 144A P/P45816F14 0.01 620 SH DEFINE2 0 0 620
45816F14 0.35 35,343 SH DEFINE4 0 0 35,343
INTER-TEL INC 45837210 706.63 33,794 SH DEFINE2 0 0 33,794
45837210 11,263.17 538,650 SH DEFINE4 13,340 0 525,310
INTERACTIVE DATA CORPORATION45840J10 707.92 51,485 SH DEFINE2 51,318 0 167
45840J10 14,104.87 1,025,809SH DEFINE4 170,524 0 855,285
INTERCEPT INC 45845L10 9,456.64 558,540 SH DEFINE2 292,140 0 266,400
45845L10 0.00 0 SH DEFINE4 0 0 0
INTERFACE INC CL A 45866510 3,554.94 1,157,962SH DEFINE2 683,760 0 474,202
45866510 1,875.62 610,950 SH DEFINE4 0 0 610,950
INTERDIGITAL COMMUNICATIONS 45866A10 0.00 0 SH DEFINE2 0 0 0
45866A10 736.30 50,570 SH DEFINE4 3,300 0 47,270
INTERGRAPH CORP 45868310 1,228.99 69,200 SH DEFINE2 0 0 69,200
45868310 0.00 0 SH DEFINE4 0 0 0
INTERMAGNETICS GENERAL CORP 45877110 0.00 0 SH DEFINE2 0 0 0
45877110 1,355.36 69,010 SH DEFINE4 4,500 0 64,510
INTERMET CORP 45881K10 18.29 4,355 SH DEFINE2 0 0 4,355
45881K10 1,494.70 355,880 SH DEFINE4 22,890 0 332,990
INTERMUNE INC 45884X10 11,533.33 452,110 SH DEFINE2 299,995 0 152,115
45884X10 52,341.06 2,051,786SH DEFINE4 32,931 0 2,018,855
INTERMUNE PHARM P/P (PRIVATE45885B9A 0.00 0 SH DEFINE2 0 0 0
45885B9A 8,873.81 347,856 SH DEFINE4 0 0 347,856
INTERNATIONAL BUSINESS MACHI45920010 91,027.24 1,174,545SH DEFINE2 251,940 0 922,605
45920010 974,803.87 12,578,11SH DEFINE4 538,242 0 12,039,873
INTERNATIONAL FLAVORS & FRAG45950610 1,808.04 51,511 SH DEFINE2 10,411 0 41,100
45950610 21,489.45 612,235 SH DEFINE4 53,525 0 558,710
INTERNATIONAL GAME TECHNOLOG45990210 47,387.29 624,174 SH DEFINE2 294,835 0 329,339
45990210 217,924.94 2,870,455SH DEFINE4 135,128 0 2,735,327
INTERNATIONAL MULTIFOODS COR46004310 29,650.79 1,399,282SH DEFINE2 704,885 0 694,397
46004310 12,943.91 610,850 SH DEFINE4 2,420 0 608,430
INTERNATIONAL PAPER CO 46014610 5,126.29 146,591 SH DEFINE2 4,617 0 141,974
46014610 0.00 0 SH DEFINE4 0 0 0
INTERNATIONAL RECTIFIER CORP46025410 0.00 0 SH DEFINE2 0 0 0
46025410 2,772.18 150,173 SH DEFINE4 0 0 150,173
INTL SPECIALTY PRODUCTS INC 46033710 18.38 1,800 SH DEFINE2 0 0 1,800
46033710 0.00 0 SH DEFINE4 0 0 0
INTERNET SECURITY SYSTEMS 46060X10 9,956.86 543,200 SH DEFINE2 291,900 0 251,300
46060X10 45,353.75 2,474,291SH DEFINE4 68,200 0 2,406,091
INTERPUBLIC GROUP COS INC 46069010 3,251.07 230,900 SH DEFINE2 48,960 0 181,940
46069010 27,018.20 1,918,906SH DEFINE4 106,549 0 1,812,357
INTERSIL CORP-CL A 46069S10 2,424.32 173,911 SH DEFINE2 30,330 0 143,581
46069S10 46,028.42 3,301,895SH DEFINE4 4,500 0 3,297,395
INTERSTATE BAKERIES 46072H10 11,750.43 770,520 SH DEFINE2 359,320 0 411,200
46072H10 6,841.36 448,614 SH DEFINE4 9,486 0 439,128
INTRADO INC 46117A10 0.20 20 SH DEFINE2 0 0 20
46117A10 0.00 0 SH DEFINE4 0 0 0
INTUIT INC 46120210 4,026.39 85,814 SH DEFINE2 1,200 0 84,614
46120210 37,542.57 800,140 SH DEFINE4 20,940 0 779,200
INVACARE CORPORATION 46120310 6,226.43 186,980 SH DEFINE2 80,080 0 106,900
46120310 0.00 0 SH DEFINE4 0 0 0
INVERNESS MEDICAL INNOVATION46126P10 0.00 0 SH DEFINE2 0 0 0
46126P10 158.59 12,060 SH DEFINE4 780 0 11,280
INVESTMENT TECHNOLOGY GRP IN46145F10 5,667.97 253,487 SH DEFINE2 131,437 0 122,050
46145F10 33,346.76 1,491,358SH DEFINE4 80,250 0 1,411,108
INVISION TECH 46185110 0.00 0 SH DEFINE2 0 0 0
46185110 42.18 1,600 SH DEFINE4 0 0 1,600
INVITROGEN CORP 46185R10 1,815.26 58,014 SH DEFINE2 28,414 0 29,600
46185R10 25,382.04 811,187 SH DEFINE4 18,713 0 792,474
INVESTORS FINANCIAL SVCS COR46191510 9,534.57 348,104 SH DEFINE2 170,844 0 177,260
46191510 63,451.78 2,316,604SH DEFINE4 149,280 0 2,167,324
IOMEGA CORP 46203030 125.68 16,010 SH DEFINE2 0 0 16,010
46203030 1,708.24 217,610 SH DEFINE4 13,890 0 203,720
IRON MOUNTAIN INC 46284610 0.00 0 SH DEFINE2 0 0 0
46284610 523.87 15,870 SH DEFINE4 1,050 0 14,820
IRWIN FINANCIAL CORP 46411910 16,244.65 984,524 SH DEFINE2 406,620 0 577,904
46411910 9,975.90 604,600 SH DEFINE4 9,680 0 594,920
ISLE OF CAPRI 46459210 28.60 2,160 SH DEFINE2 0 0 2,160
46459210 520.07 39,280 SH DEFINE4 2,490 0 36,790
ITRON INC 46574110 0.00 0 SH DEFINE2 0 0 0
46574110 2,660.99 138,810 SH DEFINE4 9,000 0 129,810
I2 TECHNOLOGIES INC 46575410 1.04 904 SH DEFINE2 0 0 904
46575410 0.00 0 SH DEFINE4 0 0 0
IVAX CORP 46582310 377.24 31,100 SH DEFINE2 0 0 31,100
46582310 18,341.82 1,512,104SH DEFINE4 38,950 0 1,473,154
J & J SNACK FOOD 46603210 68.56 1,920 SH DEFINE2 0 0 1,920
46603210 0.00 0 SH DEFINE4 0 0 0
JDS UNIPHASE CORPORATION 46612J10 1,024.97 414,969 SH DEFINE2 0 0 414,969
46612J10 0.00 0 SH DEFINE4 0 0 0
JDA SOFTWARE GROUP INC 46612K10 5,381.08 557,048 SH DEFINE2 333,270 0 223,778
46612K10 2,202.00 227,950 SH DEFINE4 0 0 227,950
JP MORGAN CHASE & COMPANY 46625H10 119,011.30 4,958,804SH DEFINE2 1,462,946 0 3,495,858
46625H10 601,611.89 25,067,16SH DEFINE4 831,018 0 24,236,144
JSC MMC NORILSK NICKEL-ADR 46626D10 458.44 23,360 SH DEFINE2 4,000 0 19,360
46626D10 135.02 6,880 SH DEFINE4 6,880 0 0
J2 GLOBAL COMM 46626E20 26.08 1,370 SH DEFINE2 0 0 1,370
46626E20 489.52 25,710 SH DEFINE4 1,400 0 24,310
JABIL CIRCUIT INC 46631310 6,305.44 351,866 SH DEFINE2 95,715 0 256,151
46631310 109,409.23 6,105,426SH DEFINE4 109,725 0 5,995,701
JARDEN CORP 47110910 0.00 0 SH DEFINE2 0 0 0
47110910 2,979.69 124,830 SH DEFINE4 8,000 0 116,830
JEFFERSON PILOT CORP 47507010 2,843.96 74,625 SH DEFINE2 20,758 0 53,867
47507010 14,876.89 390,367 SH DEFINE4 5,362 0 385,005
JETBLUE AIRWAYS 47714310 437.40 16,200 SH DEFINE2 0 0 16,200
47714310 13,840.79 512,622 SH DEFINE4 0 0 512,622
JO-ANN STORES-A 47758P10 0.00 0 SH DEFINE2 0 0 0
47758P10 1,280.58 55,750 SH DEFINE4 3,520 0 52,230
JOHN NUVEEN CO 47803510 0.00 0 SH DEFINE2 0 0 0
47803510 48.17 1,900 SH DEFINE4 100 0 1,800
JOHNSON & JOHNSON 47816010 348,963.00 6,497,170SH DEFINE2 2,398,460 0 4,098,710
47816010 1,707,235.74 31,786,18SH DEFINE4 1,477,410 0 30,308,770
JOHNSON CONTROLS INC 47836610 3,022.41 37,700 SH DEFINE2 1,033 0 36,667
47836610 35,949.91 448,421 SH DEFINE4 7,315 0 441,106
JOHNSON OUTDOORS INC-CL A 47916710 0.00 0 SH DEFINE2 0 0 0
47916710 744.20 75,400 SH DEFINE4 4,800 0 70,600
JONES APPAREL GROUP INC 48007410 16,612.36 468,746 SH DEFINE2 179,695 0 289,051
48007410 79,327.51 2,238,361SH DEFINE4 56,637 0 2,181,724
JUNIPER NETWORKS INC 48203R10 2,077.39 305,498 SH DEFINE2 21,156 0 284,342
48203R10 38,230.13 5,622,078SH DEFINE4 62,300 0 5,559,778
KLA-TENCOR CORPORATION 48248010 22,479.58 635,555 SH DEFINE2 266,768 0 368,787
48248010 191,742.79 5,421,057SH DEFINE4 251,050 0 5,170,007
KT CORP-ADR 48268K10 315,339.81 14,632,93SH DEFINE2 7,882,940 0 6,749,998
48268K10 196,795.29 9,132,032SH DEFINE4 778,770 0 8,353,262
KV PHARAMCEUTICALS CO-CL A 48274020 5,730.40 247,000 SH DEFINE2 196,900 0 50,100
48274020 382.80 16,500 SH DEFINE4 0 0 16,500
KADANT INC 48282T10 2.42 161 SH DEFINE2 0 0 161
48282T10 1,489.50 99,300 SH DEFINE4 6,300 0 93,000
KAMAN CORP CL A 48354810 7,365.89 669,626 SH DEFINE2 392,170 0 277,456
48354810 5,631.56 511,960 SH DEFINE4 1,530 0 510,430
KAO CORP-ADR 48553720 7.68 35 SH DEFINE2 0 0 35
48553720 527.94 2,405 SH DEFINE4 0 0 2,405
KB HOME 48666K10 1,208.28 28,198 SH DEFINE2 1,373 0 26,825
48666K10 17,666.41 412,285 SH DEFINE4 26,050 0 386,235
THE KEITH COMPANIES INC 48753910 2,326.85 178,030 SH DEFINE2 141,890 0 36,140
48753910 154.88 11,850 SH DEFINE4 0 0 11,850
KELLOGG COMPANY 48783610 5,886.97 171,782 SH DEFINE2 18 0 171,764
48783610 103,175.46 3,010,664SH DEFINE4 55,616 0 2,955,048
KELLWOOD CO 48804410 14,728.48 566,480 SH DEFINE2 231,590 0 334,890
48804410 13,880.62 533,870 SH DEFINE4 6,460 0 527,410
KENNAMETAL INC 48917010 1,913.16 55,486 SH DEFINE2 22,453 0 33,033
48917010 15,348.84 445,152 SH DEFINE4 72,800 0 372,352
KERR-MCGEE CORP 49238610 2,558.95 57,764 SH DEFINE2 0 0 57,764
49238610 12,056.25 272,150 SH DEFINE4 7,450 0 264,700
KEY ENERGY SERVICES INC 49291410 193.75 21,600 SH DEFINE2 0 0 21,600
49291410 0.00 0 SH DEFINE4 0 0 0
KEYCORP 49326710 3,304.00 131,424 SH DEFINE2 5,100 0 126,324
49326710 0.00 0 SH DEFINE4 0 0 0
KEYSPAN CORPORATION 49337W10 1,680.95 47,700 SH DEFINE2 1,000 0 46,700
49337W10 3,055.31 86,700 SH DEFINE4 0 0 86,700
KFORCE INC 49373210 24.90 5,900 SH DEFINE2 0 0 5,900
49373210 485.30 115,000 SH DEFINE4 7,340 0 107,660
KIMBALL INTERNATIONAL INC CL49427410 39.27 2,756 SH DEFINE2 0 0 2,756
49427410 0.00 0 SH DEFINE4 0 0 0
KIMBERLY CLARK CORP 49436810 19,866.20 418,500 SH DEFINE2 87,958 0 330,542
49436810 254,599.08 5,363,368SH DEFINE4 200,559 0 5,162,809
KINDER MORGAN INC 49455P10 4,979.03 117,791 SH DEFINE2 22,366 0 95,425
49455P10 78,078.57 1,847,139SH DEFINE4 0 0 1,847,139
KINDER MORGAN MANAGEMENT LLC49455U10 0.00 0 SH DEFINE2 0 0 0
49455U10 10,180.70 322,276 SH DEFINE4 0 0 322,276
KING PHARMACEUTICALS INC 49558210 96,274.76 5,600,626SH DEFINE2 2,019,277 0 3,581,349
49558210 341,239.61 19,851,05SH DEFINE4 806,345 0 19,044,708
KNIGHT RIDDER NEWSPAPERS INC49904010 3,668.31 57,997 SH DEFINE2 26,147 0 31,850
49904010 19,638.49 310,490 SH DEFINE4 15,479 0 295,011
KNIGHT TRANSPORT 49906410 3,173.21 151,105 SH DEFINE2 102,945 0 48,160
49906410 172.20 8,200 SH DEFINE4 0 0 8,200
KOHLS CORP 50025510 126,370.01 2,258,624SH DEFINE2 996,573 0 1,262,051
50025510 287,736.92 5,142,751SH DEFINE4 314,502 0 4,828,249
PHILIPS ELEC-NY 50047230 9.92 561 SH DEFINE2 0 0 561
50047230 579.23 32,762 SH DEFINE4 0 0 32,762
KOOKMIN-ADR SEDOL 2811697 50049M10 57,327.59 1,621,714SH DEFINE2 917,714 0 704,000
50049M10 33,363.26 943,798 SH DEFINE4 99,490 0 844,308
KOREA ELECTRIC POWER CO ADR 50063110 73,229.75 8,615,265SH DEFINE2 6,968,118 0 1,647,147
50063110 8,579.15 1,009,312SH DEFINE4 956,773 0 52,539
KOS PHARMACEUTIC 50064810 3.80 200 SH DEFINE2 0 0 200
50064810 1,404.10 73,900 SH DEFINE4 4,800 0 69,100
KRAFT FOODS INC-A 50075N10 110,214.72 2,831,100SH DEFINE2 1,287,028 0 1,544,072
50075N10 382,140.74 9,816,099SH DEFINE4 489,937 0 9,326,162
KRISPY KREME DOUGHNUTS INC 50101410 13,385.55 396,374 SH DEFINE2 184,061 0 212,313
50101410 116,424.95 3,447,585SH DEFINE4 139,854 0 3,307,731
KROGER CO 50104410 12,769.33 826,494 SH DEFINE2 160,501 0 665,993
50104410 126,740.34 8,203,258SH DEFINE4 371,358 0 7,831,900
KYPHON INC 50157710 4,519.20 529,180 SH DEFINE2 366,110 0 163,070
50157710 259.62 30,400 SH DEFINE4 0 0 30,400
LTV CORP 50192110 42.84 238,019 SH DEFINE2 69,386 0 168,634
50192110 449.63 2,497,946SH DEFINE4 0 0 2,497,946
LNR PROPERTY CORP 50194010 10,546.93 297,936 SH DEFINE2 127,868 0 170,068
50194010 1,629.46 46,030 SH DEFINE4 2,970 0 43,060
LSI LOGIC CORP 50216110 1,584.12 274,545 SH DEFINE2 0 0 274,545
50216110 48,910.89 8,476,757SH DEFINE4 182,640 0 8,294,117
LTX CORP 50239210 3,198.01 530,350 SH DEFINE2 351,150 0 179,200
50239210 7,384.13 1,224,565SH DEFINE4 6,800 0 1,217,765
L-3 COMMUNICATIONS HLDGS INC50242410 1,266.37 28,198 SH DEFINE2 1,428 0 26,770
50242410 39,197.13 872,793 SH DEFINE4 39,301 0 833,492
LABOR READY INC 50540120 20.40 3,177 SH DEFINE2 0 0 3,177
50540120 2,107.69 328,300 SH DEFINE4 21,100 0 307,200
LABORATORY CRP OF AMER HLDGS50540R40 1,416.18 60,937 SH DEFINE2 17,410 0 43,527
50540R40 38,123.57 1,640,429SH DEFINE4 50,420 0 1,590,009
LABRANCHE AND COMPANY INC 50544710 0.40 15 SH DEFINE2 15 0 0
50544710 0.00 0 SH DEFINE4 0 0 0
LAFARGE-ADR 50586140 19.79 1,057 SH DEFINE2 300 0 757
50586140 709.49 37,900 SH DEFINE4 0 0 37,900
LAM RESEARCH CORP 51280710 10,696.05 990,375 SH DEFINE2 382,235 0 608,140
51280710 120,841.58 11,189,03SH DEFINE4 414,132 0 10,774,903
LAMAR ADVERTISING CO 51281510 18,787.06 558,308 SH DEFINE2 219,278 0 339,030
51281510 262,670.86 7,805,969SH DEFINE4 190,750 0 7,615,219
LANCASTER COLONY CORPORATION51384710 10,770.06 275,590 SH DEFINE2 114,050 0 161,540
51384710 7,082.27 181,225 SH DEFINE4 125 0 181,100
LANCE INC 51460610 11.84 1,000 SH DEFINE2 0 0 1,000
51460610 0.00 0 SH DEFINE4 0 0 0
LANDAMERICA FINL 51493610 11,056.29 311,884 SH DEFINE2 125,920 0 185,964
51493610 10,324.81 291,250 SH DEFINE4 1,400 0 289,850
LANDSTAR SYSTEM INC 51509810 15,268.38 261,624 SH DEFINE2 156,520 0 105,104
51509810 5,876.85 100,700 SH DEFINE4 0 0 100,700
LATTICE SEMICONDUCTOR CORP 51841510 2,489.32 283,845 SH DEFINE2 124,506 0 159,339
51841510 21,638.85 2,467,372SH DEFINE4 396,792 0 2,070,580
ESTEE LAUDER COMPANIES 51843910 1,839.71 69,686 SH DEFINE2 47,186 0 22,500
51843910 12,876.49 487,746 SH DEFINE4 18,646 0 469,100
LEAP WIRELESS 144A P/P WARRA52186311 0.00 322 SH DEFINE2 0 0 322
52186311 0.14 13,872 SH DEFINE4 0 0 13,872
LEAR CORPORATION 52186510 2,931.30 88,080 SH DEFINE2 40,693 0 47,387
52186510 92,140.04 2,768,631SH DEFINE4 68,580 0 2,700,051
LEARNING TREE INTERNATIONAL 52201510 449.63 32,820 SH DEFINE2 32,777 0 43
52201510 8,415.36 614,260 SH DEFINE4 105,900 0 508,360
LEE ENTERPRISES 52376810 20.11 600 SH DEFINE2 0 0 600
52376810 0.00 0 SH DEFINE4 0 0 0
LEGGETT AND PLATT INC 52466010 1,240.93 55,300 SH DEFINE2 0 0 55,300
52466010 0.00 0 SH DEFINE4 0 0 0
LEGG MASON INC 52490110 6,172.06 127,154 SH DEFINE2 70,629 0 56,525
52490110 18,353.25 378,106 SH DEFINE4 6,332 0 371,774
LEHMAN BROTHERS HOLDING INC 52490810 34,579.56 648,894 SH DEFINE2 291,986 0 356,908
52490810 9,471.82 177,741 SH DEFINE4 12,541 0 165,200
LENNAR CORP 52605710 1,435.36 27,817 SH DEFINE2 2,417 0 25,400
52605710 39,746.65 770,284 SH DEFINE4 47,675 0 722,609
LENNOX INTERNATIONAL INC 52610710 37.65 3,000 SH DEFINE2 0 0 3,000
52610710 2,102.50 167,530 SH DEFINE4 10,660 0 156,870
LEVEL 3 COMMUNICATIONS INC 52729N10 23.65 4,826 SH DEFINE2 0 0 4,826
52729N10 61.25 12,500 SH DEFINE4 0 0 12,500
LEXMARK INTL INC 52977110 113,794.15 1,880,895SH DEFINE2 771,572 0 1,109,323
52977110 480,180.03 7,936,860SH DEFINE4 465,659 0 7,471,201
LIBERTY MEDIA CORP-A SEDOL 253071810 19,407.18 2,170,825SH DEFINE2 851,316 0 1,319,509
53071810 340,974.98 38,140,37SH DEFINE4 1,296,606 0 36,843,772
LIFEPOINT HOSPITALS INC 53219L10 416.04 13,900 SH DEFINE2 0 0 13,900
53219L10 26,042.96 870,100 SH DEFINE4 1,800 0 868,300
LIGAND PHARMACEUTICALS INC C53220K20 102.57 19,100 SH DEFINE2 0 0 19,100
53220K20 0.00 0 SH DEFINE4 0 0 0
LIGAND PHARM-B P/P (PRIVATE)53220K90 21.48 4,000 SH DEFINE2 0 0 4,000
53220K90 3,634.42 676,800 SH DEFINE4 0 0 676,800
LIGHTWAVE P/P (PRIVATE) 5322LM9A 0.24 24,000 SH DEFINE2 0 0 24,000
5322LM9A 4.76 476,000 SH DEFINE4 1,000 0 475,000
(ELI) LILLY AND COMPANY 53245710 158,463.17 2,495,483SH DEFINE2 775,219 0 1,720,264
53245710 669,077.34 10,536,65SH DEFINE4 335,723 0 10,200,928
LIMITED BRANDS INC 53271610 7,944.25 570,298 SH DEFINE2 131,551 0 438,747
53271610 167,446.50 12,020,56SH DEFINE4 390,784 0 11,629,783
LIN TV CORP-CL A 53277410 3,735.05 153,390 SH DEFINE2 122,250 0 31,140
53277410 250.81 10,300 SH DEFINE4 0 0 10,300
LINCARE HOLDINGS INC 53279110 0.00 0 SH DEFINE2 0 0 0
53279110 70.20 2,220 SH DEFINE4 0 0 2,220
LINCOLN ELECTRIC HOLDINGS 53390010 11,041.95 476,974 SH DEFINE2 282,880 0 194,094
53390010 6,518.58 281,580 SH DEFINE4 2,460 0 279,120
LINCOLN NATIONAL CORP 53418710 2,349.55 74,400 SH DEFINE2 11,300 0 63,100
53418710 8,608.77 272,602 SH DEFINE4 23,900 0 248,702
LINEAR TECHNOLOGY CORP 53567810 13,732.32 533,916 SH DEFINE2 165,085 0 368,831
53567810 149,534.85 5,813,952SH DEFINE4 259,073 0 5,554,879
LINENS N THINGS 53567910 3,308.64 146,400 SH DEFINE2 87,350 0 59,050
53567910 0.00 0 SH DEFINE4 0 0 0
LIQUIDMETAL TECH 53634X10 417.37 40,600 SH DEFINE2 0 0 40,600
53634X10 4,993.72 485,770 SH DEFINE4 0 0 485,770
LIZ CLAIBORNE 53932010 7,764.48 261,871 SH DEFINE2 16,955 0 244,916
53932010 33,218.94 1,120,369SH DEFINE4 79,350 0 1,041,019
LOCKHEED MARTIN CORPORATION 53983010 89,580.41 1,551,176SH DEFINE2 687,537 0 863,639
53983010 241,560.74 4,182,870SH DEFINE4 209,769 0 3,973,101
LOEHMANNS HOLDINGS INC 54041150 90.36 5,792 SH DEFINE2 0 0 5,792
54041150 0.00 0 SH DEFINE4 0 0 0
LOEWS CORP 54042410 2,424.18 54,525 SH DEFINE2 0 0 54,525
54042410 4,812.44 108,242 SH DEFINE4 2,354 0 105,888
CAROLINA GROUP 54042420 22.30 1,100 SH DEFINE2 1,100 0 0
54042420 0.00 0 SH DEFINE4 0 0 0
LOEWEN GROUP INTL INC ESCROW54042D9N 0.00 0 SH DEFINE2 0 0 0
54042D9N 0.29 2,875,000SH DEFINE4 0 0 2,875,000
LOGICVISION INC 54140W10 124.49 57,900 SH DEFINE2 0 0 57,900
54140W10 0.00 0 SH DEFINE4 0 0 0
LONE STAR STEAKHOUSE & SALOO54230710 9,795.52 506,490 SH DEFINE2 216,890 0 289,600
54230710 2,148.52 111,092 SH DEFINE4 7,160 0 103,932
LONGS DRUG STORES INC 54316210 10,161.98 489,970 SH DEFINE2 200,980 0 288,990
54316210 9,597.85 462,770 SH DEFINE4 6,200 0 456,570
LORAL ORION NETWORK WARRANT 54387P12 0.01 805 SH DEFINE2 0 0 805
54387P12 0.37 36,611 SH DEFINE4 0 0 36,611
LOUISIANA PACIFIC CORPORATIO54634710 239.38 29,700 SH DEFINE2 0 0 29,700
54634710 0.00 0 SH DEFINE4 0 0 0
LOWES COMPANIES INC 54866110 181,615.31 4,843,075SH DEFINE2 1,987,587 0 2,855,488
54866110 599,805.05 15,994,80SH DEFINE4 897,707 0 15,097,094
LUBRIZOL CORP 54927110 506.27 16,599 SH DEFINE2 1,349 0 15,250
54927110 11,650.30 381,977 SH DEFINE4 24,550 0 357,427
LUCENT TECHNOLOGIES INC 54946310 1,319.53 1,047,244SH DEFINE2 34,000 0 1,013,244
54946310 0.00 0 SH DEFINE4 0 0 0
LUFKIN INDS 54976410 55.46 2,365 SH DEFINE2 0 0 2,365
54976410 0.00 0 SH DEFINE4 0 0 0
LYONDELL CHEMICAL COMPANY 55207810 1.25 99 SH DEFINE2 99 0 0
55207810 0.00 0 SH DEFINE4 0 0 0
M & T BANK CORPORATION 55261F10 58,268.45 734,322 SH DEFINE2 256,389 0 477,933
55261F10 185,275.19 2,334,911SH DEFINE4 79,192 0 2,255,719
MAF BANCORP INC 55261R10 0.00 0 SH DEFINE2 0 0 0
55261R10 1,932.65 56,960 SH DEFINE4 3,710 0 53,250
MBIA INC 55262C10 3,739.11 85,251 SH DEFINE2 25,136 0 60,115
55262C10 51,444.49 1,172,925SH DEFINE4 54,424 0 1,118,501
MBNA CORP 55262L10 264,461.44 13,904,38SH DEFINE2 5,092,143 0 8,812,244
55262L10 697,224.66 36,657,44SH DEFINE4 1,444,435 0 35,213,013
MCSI INC 55270M10 1.33 280 SH DEFINE2 0 0 280
55270M10 0.00 0 SH DEFINE4 0 0 0
MFA MORTGAGE INVESTMENTS INC55272X10 3,566.47 424,580 SH DEFINE2 253,480 0 171,100
55272X10 339.28 40,390 SH DEFINE4 2,600 0 37,790
MGIC INVESTMENTS 55284810 4,920.15 119,132 SH DEFINE2 31,596 0 87,536
55284810 64,518.69 1,562,196SH DEFINE4 27,170 0 1,535,026
MGM MIRAGE 55295310 1,346.36 40,836 SH DEFINE2 51 0 40,785
55295310 64,002.58 1,941,237SH DEFINE4 47,939 0 1,893,298
M/I SCHOTT HOMES 55305B10 41.70 1,500 SH DEFINE2 0 0 1,500
55305B10 0.00 0 SH DEFINE4 0 0 0
MPS GROUP INC 55340910 5,606.72 1,012,044SH DEFINE2 586,400 0 425,644
55340910 5,057.19 912,850 SH DEFINE4 0 0 912,850
MRO SOFTWARE INC 55347W10 0.00 0 SH DEFINE2 0 0 0
55347W10 362.04 29,810 SH DEFINE4 1,960 0 27,850
MSC INDUSTRIAL DIRECT CO CL 55353010 10,014.30 564,186 SH DEFINE2 335,480 0 228,706
55353010 3,948.93 222,475 SH DEFINE4 625 0 221,850
MSC SOFTWARE CORPORATION 55353110 0.00 0 SH DEFINE2 0 0 0
55353110 588.73 76,260 SH DEFINE4 5,000 0 71,260
MTS SYSTEMS CORP 55377710 11,094.54 1,107,240SH DEFINE2 448,220 0 659,020
55377710 9,381.86 936,313 SH DEFINE4 9,160 0 927,153
MTC TECHNOLOGIES 55377A10 7,281.59 287,810 SH DEFINE2 178,480 0 109,330
55377A10 379.50 15,000 SH DEFINE4 0 0 15,000
MAGMA DESIGN AUTOMATION 55918110 5,776.74 603,000 SH DEFINE2 374,280 0 228,720
55918110 1,759.64 183,678 SH DEFINE4 0 0 183,678
MAGNA INTL INC CL A 55922240 50.54 900 SH DEFINE2 900 0 0
55922240 0.00 0 SH DEFINE4 0 0 0
MAGNUM HUNT-WT05 55972F13 11.18 38,535 SH DEFINE2 19,880 0 18,655
55972F13 31.26 107,780 SH DEFINE4 0 0 107,780
MAGNUM HUNTER RE 55972F20 7,963.02 1,338,323SH DEFINE2 800,700 0 537,623
55972F20 3,980.43 668,980 SH DEFINE4 7,700 0 661,280
MAINSOURCE FINANCIAL GROUP I56062Y10 29.35 1,222 SH DEFINE2 0 0 1,222
56062Y10 0.00 0 SH DEFINE4 0 0 0
MANHATTAN ASSOCIATES INC 56275010 8,514.88 359,885 SH DEFINE2 219,215 0 140,670
56275010 22,706.50 959,700 SH DEFINE4 0 0 959,700
MANITOWOC COMPAY INC 56357110 1.40 55 SH DEFINE2 0 0 55
56357110 0.00 0 SH DEFINE4 0 0 0
MANOR CARE INC 56405510 2,374.64 127,600 SH DEFINE2 27,400 0 100,200
56405510 39,974.80 2,148,028SH DEFINE4 0 0 2,148,028
MANPOWER INC 56418H10 1,169.39 36,658 SH DEFINE2 26,358 0 10,300
56418H10 4,268.22 133,800 SH DEFINE4 0 0 133,800
MAPICS INC 56491010 45.84 6,596 SH DEFINE2 0 0 6,596
56491010 0.00 0 SH DEFINE4 0 0 0
MANUFACTURERS 56500510 132.98 24,004 SH DEFINE2 0 0 24,004
56500510 0.00 0 SH DEFINE4 0 0 0
MANUGISTICS GROUP INC 56501110 0.00 0 SH DEFINE2 0 0 0
56501110 36.77 15,319 SH DEFINE4 0 0 15,319
MARATHON OIL CORP SEDOL 291056584910 5,715.24 268,447 SH DEFINE2 44,000 0 224,447
56584910 56,708.90 2,663,640SH DEFINE4 46,493 0 2,617,147
MARINER HEALTH CARE INC 56845X10 1.47 196 SH DEFINE2 0 0 196
56845X10 2,128.58 283,811 SH DEFINE4 0 0 283,811
MARINER-WT04 W/I 56845X11 0.00 0 SH DEFINE2 0 0 0
56845X11 0.00 3 SH DEFINE4 0 0 3
MARKETSOFT P/P (PRIVATE) 57061G9A 191.60 98,258 SH DEFINE2 0 0 98,258
57061G9A 3,804.30 1,950,923SH DEFINE4 1,230 0 1,949,693
MARSH & MCLENNAN COMPANIES I57174810 7,037.78 152,300 SH DEFINE2 0 0 152,300
57174810 1.39 30 SH DEFINE4 0 0 30
MARSHALL & ILSLEY CORP 57183410 2,595.65 94,801 SH DEFINE2 23,401 0 71,400
57183410 3,378.69 123,400 SH DEFINE4 0 0 123,400
MARRIOTT INTERNATIONAL CL A 57190320 60,046.42 1,826,785SH DEFINE2 863,062 0 963,723
57190320 179,417.35 5,458,392SH DEFINE4 221,083 0 5,237,309
MARTIN MARIETTA MATERIALS 57328410 1,235.54 40,298 SH DEFINE2 28,698 0 11,600
57328410 4,638.86 151,300 SH DEFINE4 0 0 151,300
MASCO CORP 57459910 3,200.13 152,025 SH DEFINE2 4,921 0 147,104
57459910 0.00 0 SH DEFINE4 0 0 0
MASTEC INC 57632310 8.56 2,900 SH DEFINE2 0 0 2,900
57632310 0.00 0 SH DEFINE4 0 0 0
MATRIXONE INC 57685P30 3,374.00 784,650 SH DEFINE2 330,200 0 454,450
57685P30 1,164.65 270,849 SH DEFINE4 0 0 270,849
MATTEL INC 57708110 6,551.60 342,120 SH DEFINE2 65,531 0 276,589
57708110 101,700.17 5,310,714SH DEFINE4 128,788 0 5,181,926
MATTRESS DISC 144A P/P WARRA57722R11 7.00 7,000 SH DEFINE2 0 0 7,000
57722R11 0.00 0 SH DEFINE4 0 0 0
MAXTOR CORP 57772920 0.00 0 SH DEFINE2 0 0 0
57772920 675.79 133,555 SH DEFINE4 8,500 0 125,055
MAXIM INTEGRATED PRODS INC 57772K10 48,712.42 1,474,347SH DEFINE2 683,754 0 790,593
57772K10 158,243.49 4,789,452SH DEFINE4 161,510 0 4,627,942
MAXYGEN 57777610 0.00 0 SH DEFINE2 0 0 0
57777610 595.05 78,090 SH DEFINE4 5,100 0 72,990
MAY DEPARTMENT STORES CO 57777810 2,979.13 129,640 SH DEFINE2 31,325 0 98,315
57777810 3,550.41 154,500 SH DEFINE4 0 0 154,500
MAXIMUS INC 57793310 836.45 32,048 SH DEFINE2 31,955 0 93
57793310 16,657.25 638,209 SH DEFINE4 104,149 0 534,060
MAYTAG CO 57859210 1,368.00 48,000 SH DEFINE2 2,000 0 46,000
57859210 0.00 0 SH DEFINE4 0 0 0
MCCLATCHY COMPANY-CL A 57948910 7,337.63 129,343 SH DEFINE2 70,352 0 58,991
57948910 184.37 3,250 SH DEFINE4 250 0 3,000
MCCORMICK AND COMPNAY NON-VO57978020 7,730.50 333,211 SH DEFINE2 171,711 0 161,500
57978020 30,007.46 1,293,425SH DEFINE4 108,400 0 1,185,025
MCDATA CORPORATION - CLASS A58003120 8,621.54 1,214,302SH DEFINE2 732,185 0 482,117
58003120 25,269.22 3,559,045SH DEFINE4 78,540 0 3,480,505
MCDERMOTT INTERNATIONAL 58003710 79.28 18,100 SH DEFINE2 0 0 18,100
58003710 0.00 0 SH DEFINE4 0 0 0
MCDONALDS CORPORATION 58013510 9,554.91 594,211 SH DEFINE2 89,220 0 504,991
58013510 29,555.99 1,838,059SH DEFINE4 123,851 0 1,714,208
MCGRAW HILL COMPANIES INC 58064510 7,980.80 132,045 SH DEFINE2 25,301 0 106,744
58064510 98,436.75 1,628,669SH DEFINE4 55,503 0 1,573,166
MCKESSON CORPORATION 58155Q10 47,186.16 1,745,696SH DEFINE2 832,412 0 913,284
58155Q10 24,349.33 900,826 SH DEFINE4 15,990 0 884,836
MEADWESTVACO COR 58333410 2,687.26 108,752 SH DEFINE2 37,444 0 71,308
58333410 4,697.37 190,100 SH DEFINE4 0 0 190,100
MEDIA GENERAL INC CL A 58440410 639.73 10,671 SH DEFINE2 10,604 0 67
58440410 12,703.70 211,905 SH DEFINE4 35,362 0 176,543
MEDICINES COMPANY 58468810 0.00 0 SH DEFINE2 0 0 0
58468810 326.81 20,400 SH DEFINE4 1,340 0 19,060
MEDICIS PHARMACEUTICAL CL A 58469030 608.46 12,250 SH DEFINE2 0 0 12,250
58469030 18,904.40 380,600 SH DEFINE4 300 0 380,300
MEDIMMUNE INC 58469910 47,197.22 1,737,108SH DEFINE2 818,160 0 918,948
58469910 219,176.78 8,066,867SH DEFINE4 374,612 0 7,692,255
MEDQUIST INC 58494910 27.92 1,378 SH DEFINE2 0 0 1,378
58494910 0.00 0 SH DEFINE4 0 0 0
MEDTRONIC INC 58505510 77,617.22 1,702,132SH DEFINE2 702,782 0 999,350
58505510 576,117.19 12,634,14SH DEFINE4 502,628 0 12,131,521
MELLON FINANCIAL CORP 58551A10 57,453.98 2,200,459SH DEFINE2 681,706 0 1,518,753
58551A10 111,283.41 4,262,099SH DEFINE4 220,198 0 4,041,901
MEMBERWORKS INC 58600210 0.00 0 SH DEFINE2 0 0 0
58600210 1,143.89 63,620 SH DEFINE4 4,100 0 59,520
MENTOR CORP MINN 58718810 13,442.66 349,160 SH DEFINE2 144,340 0 204,820
58718810 14,299.29 371,410 SH DEFINE4 10,200 0 361,210
MENTOR GRAPHICS CORP 58720010 4,948.03 629,520 SH DEFINE2 374,420 0 255,100
58720010 2,607.16 331,700 SH DEFINE4 0 0 331,700
MERCK AND COMPANY INC 58933110 110,734.76 1,956,099SH DEFINE2 508,774 0 1,447,325
58933110 1,625,896.36 28,721,01SH DEFINE4 983,424 0 27,737,586
MERCURY GENERAL CORP 58940010 887.75 23,623 SH DEFINE2 16,823 0 6,800
58940010 3,333.35 88,700 SH DEFINE4 0 0 88,700
MERCURY INTERACTIVE CORP 58940510 9,076.31 306,115 SH DEFINE2 101,015 0 205,100
58940510 67,366.28 2,272,050SH DEFINE4 91,600 0 2,180,450
MEREDITH CORP 58943310 582.94 14,180 SH DEFINE2 0 0 14,180
58943310 0.00 0 SH DEFINE4 0 0 0
MERIDIAN BIOSCIENCES INC 58958410 4,342.93 631,240 SH DEFINE2 231,110 0 400,130
58958410 9,803.31 1,424,900SH DEFINE4 0 0 1,424,900
MERIDIAN MEDICAL 58965810 0.00 0 SH DEFINE2 0 0 0
58965810 1,323.12 29,800 SH DEFINE4 1,900 0 27,900
MERISTAR HOSPITALITY CORP RE58984Y10 0.00 0 SH DEFINE2 0 0 0
58984Y10 516.12 78,200 SH DEFINE4 4,900 0 73,300
MERIT MEDICAL 58988910 0.00 0 SH DEFINE2 0 0 0
58988910 73.50 3,690 SH DEFINE4 0 0 3,690
MERITAGE CORP 59001A10 3,368.13 100,093 SH DEFINE2 54,160 0 45,933
59001A10 3,727.75 110,780 SH DEFINE4 2,500 0 108,280
MERIX CORPORATION 59004910 163.91 19,513 SH DEFINE2 19,428 0 85
59004910 3,196.80 380,572 SH DEFINE4 65,052 0 315,520
MERRILL LYNCH COMPANY INC 59018810 27,376.52 721,384 SH DEFINE2 189,018 0 532,366
59018810 254,365.20 6,702,640SH DEFINE4 199,121 0 6,503,519
MESA AIR GROUP INC 59047910 1,083.97 266,332 SH DEFINE2 102,792 0 163,540
59047910 8,954.46 2,200,113SH DEFINE4 344,143 0 1,855,970
METHODE ELECTRONICS INC CL A59152020 3,094.27 282,067 SH DEFINE2 119,290 0 162,777
59152020 0.00 0 SH DEFINE4 0 0 0
METLIFE INC 59156R10 6,947.14 256,921 SH DEFINE2 8,210 0 248,711
59156R10 43,833.27 1,621,053SH DEFINE4 30,100 0 1,590,953
METRO-GOLDWYN 59161010 97.50 7,500 SH DEFINE2 7,500 0 0
59161010 0.00 0 SH DEFINE4 0 0 0
METRONET COMM WARRANT 08/15/59169Y11 0.00 350 SH DEFINE2 0 0 350
59169Y11 0.09 9,294 SH DEFINE4 0 0 9,294
MICHAELS STORES INC 59408710 15,124.07 483,197 SH DEFINE2 212,497 0 270,700
59408710 149,451.15 4,774,797SH DEFINE4 198,080 0 4,576,717
MICREL INC 59479310 240.66 26,800 SH DEFINE2 0 0 26,800
59479310 7,940.32 884,223 SH DEFINE4 20,795 0 863,428
MICROS SYS INC 59490110 1.57 70 SH DEFINE2 0 0 70
59490110 0.00 0 SH DEFINE4 0 0 0
MICROSOFT CORP 59491810 696,635.22 13,474,56SH DEFINE2 4,763,403 0 8,711,166
59491810 2,100,947.58 40,637,28SH DEFINE4 2,288,899 0 38,348,385
MICROCHIP TECHNOLOGY INC 59501710 35,231.47 1,440,960SH DEFINE2 745,021 0 695,939
59501710 133,007.14 5,439,965SH DEFINE4 345,553 0 5,094,412
MICROMUSE INC 59509410 0.00 0 SH DEFINE2 0 0 0
59509410 0.23 60 SH DEFINE4 0 0 60
MICRON TECHNOLOGY INC 59511210 1,771.87 181,917 SH DEFINE2 4,588 0 177,329
59511210 0.00 0 SH DEFINE4 0 0 0
MID ATLANTIC RLT 59523210 0.00 0 SH DEFINE2 0 0 0
59523210 619.44 35,600 SH DEFINE4 2,300 0 33,300
MID ATLANTIC MED SVCS 59523C10 4,462.74 137,739 SH DEFINE2 74,200 0 63,539
59523C10 36,733.76 1,133,758SH DEFINE4 14,730 0 1,119,028
MID-STATE BNCSHS 59544010 0.00 0 SH DEFINE2 0 0 0
59544010 20.20 1,230 SH DEFINE4 0 0 1,230
MIDDLESEX WATER 59668010 0.88 42 SH DEFINE2 0 0 42
59668010 0.00 0 SH DEFINE4 0 0 0
MIKOHN-WTS08 59862K11 0.37 366 SH DEFINE2 140 0 226
59862K11 9.63 9,634 SH DEFINE4 0 0 9,634
MILACRON INC 59870910 15,901.55 2,672,530SH DEFINE2 1,110,940 0 1,561,590
59870910 7,794.86 1,310,060SH DEFINE4 0 0 1,310,060
HERMAN MILLER INC 60054410 1,839.01 99,946 SH DEFINE2 71,146 0 28,800
60054410 6,896.32 374,800 SH DEFINE4 0 0 374,800
MILLIPORE CORPORATION 60107310 465.80 13,700 SH DEFINE2 0 0 13,700
60107310 0.00 0 SH DEFINE4 0 0 0
MILLS CORP 60114810 14,748.90 502,689 SH DEFINE2 289,240 0 213,449
60114810 9,633.79 328,350 SH DEFINE4 0 0 328,350
TOTALITY CORP P/P(PRIVATE) 6024MM9A 18.49 46,220 SH DEFINE2 0 0 46,220
6024MM9A 406.74 1,016,846SH DEFINE4 0 0 1,016,846
MIRANT CORP 60467510 233.43 123,509 SH DEFINE2 6,000 0 117,509
60467510 0.00 0 SH DEFINE4 0 0 0
MISSION WEST PRO 60520310 0.00 0 SH DEFINE2 0 0 0
60520310 308.07 31,118 SH DEFINE4 2,000 0 29,118
MOHAWK INDS INC 60819010 8.31 146 SH DEFINE2 146 0 0
60819010 0.00 0 SH DEFINE4 0 0 0
MOLECULAR DEVICES CORP 60851C10 0.00 0 SH DEFINE2 0 0 0
60851C10 298.77 18,140 SH DEFINE4 1,200 0 16,940
MOLEX INC 60855410 2,794.91 121,307 SH DEFINE2 47,557 0 73,750
60855410 5,766.91 250,300 SH DEFINE4 0 0 250,300
MONOLITHIC SYS 60984210 7,475.90 618,866 SH DEFINE2 417,560 0 201,306
60984210 410.72 34,000 SH DEFINE4 0 0 34,000
MONSANTO CO 61166W10 1,796.22 93,310 SH DEFINE2 3,680 0 89,630
61166W10 0.10 5 SH DEFINE4 0 0 5
MOODY S INVESTORS 61536910 1,829.15 44,300 SH DEFINE2 1,400 0 42,900
61536910 1,829.15 44,300 SH DEFINE4 3,100 0 41,200
MORGAN STANLEY 61744644 21,578.24 540,537 SH DEFINE2 52,726 0 487,811
61744644 184,349.16 4,617,965SH DEFINE4 139,406 0 4,478,559
MORRISON KNUDSEN - ESCROW 61899AAH 2,668.00 667,000 SH DEFINE2 235,000 0 432,000
61899AAH 90,508.00 22,627,00SH DEFINE4 0 0 22,627,000
MOTHERS WORK 61990310 0.00 0 SH DEFINE2 0 0 0
61990310 481.95 13,680 SH DEFINE4 870 0 12,810
MOTOROLA INC 62007610 23,695.72 2,739,389SH DEFINE2 572,544 0 2,166,846
62007610 178,256.87 20,607,73SH DEFINE4 863,585 0 19,744,146
MOVIE GALLERY 62458110 7,437.98 572,152 SH DEFINE2 421,665 0 150,487
62458110 1,808.82 139,140 SH DEFINE4 6,380 0 132,760
MUELLER INDUSTRIES INC 62475610 561.92 20,621 SH DEFINE2 20,621 0 0
62475610 11,162.69 409,640 SH DEFINE4 68,207 0 341,433
MULTIMEDIA GAMES 62545310 7,294.25 265,632 SH DEFINE2 198,900 0 66,732
62545310 2,440.37 88,870 SH DEFINE4 4,700 0 84,170
MURPHY OIL CORP 62671710 13,853.41 323,300 SH DEFINE2 149,860 0 173,440
62671710 86,137.24 2,010,204SH DEFINE4 110,398 0 1,899,806
MEYERS INDUSTRIES INC 62846410 2.36 221 SH DEFINE2 0 0 221
62846410 0.00 0 SH DEFINE4 0 0 0
MYKROLIS CORPORATION 62852P10 1,435.39 196,629 SH DEFINE2 91,872 0 104,757
62852P10 13,893.18 1,903,176SH DEFINE4 295,000 0 1,608,176
MYLAN LABS INC 62853010 1,763.81 50,539 SH DEFINE2 2,989 0 47,550
62853010 50,385.10 1,443,699SH DEFINE4 63,367 0 1,380,332
NBTY INC 62878210 4,508.39 256,450 SH DEFINE2 192,050 0 64,400
62878210 3,074.74 174,900 SH DEFINE4 10,000 0 164,900
NCO GROUP INC 62885810 1.02 64 SH DEFINE2 0 0 64
62885810 0.00 0 SH DEFINE4 0 0 0
NCR CORPORATION 62886E10 1,996.18 84,085 SH DEFINE2 26,420 0 57,665
62886E10 44,149.21 1,859,697SH DEFINE4 78,274 0 1,781,423
NPS PHARMACEUTICALS INC 62936P10 3,996.37 158,775 SH DEFINE2 126,575 0 32,200
62936P10 267.43 10,625 SH DEFINE4 75 0 10,550
NTT DOCOMO-ADR 62942M20 73.38 4,021 SH DEFINE2 3,000 0 1,021
62942M20 868.50 47,589 SH DEFINE4 0 0 47,589
NUI CORP 62943110 0.00 0 SH DEFINE2 0 0 0
62943110 1,952.11 113,100 SH DEFINE4 0 0 113,100
NVR INC 62944T10 218.09 670 SH DEFINE2 0 0 670
62944T10 4,895.52 15,040 SH DEFINE4 1,440 0 13,600
NACCO INDUSTRIES CL A 62957910 0.00 0 SH DEFINE2 0 0 0
62957910 544.94 12,450 SH DEFINE4 800 0 11,650
NANOMETRICS INC 63007710 196.51 46,900 SH DEFINE2 0 0 46,900
63007710 0.00 0 SH DEFINE4 0 0 0
NARA BANCORP INC 63080P10 234.70 11,300 SH DEFINE2 0 0 11,300
63080P10 0.00 0 SH DEFINE4 0 0 0
NATCO GROUP INC 63227W20 0.00 0 SH DEFINE2 0 0 0
63227W20 315.19 50,190 SH DEFINE4 3,290 0 46,900
NATL AUSTR-ADR 63252540 26.93 300 SH DEFINE2 300 0 0
63252540 0.00 0 SH DEFINE4 0 0 0
NATL BANK GR-ADR 63364340 57.31 19,900 SH DEFINE2 0 0 19,900
63364340 0.00 0 SH DEFINE4 0 0 0
NATIONAL CITY CORPORATION 63540510 9,452.42 345,989 SH DEFINE2 17,440 0 328,549
63540510 157,605.04 5,768,852SH DEFINE4 238,846 0 5,530,006
NATIONAL COMMERCE FINANCIAL 63545P10 4,148.25 173,931 SH DEFINE2 90,181 0 83,750
63545P10 16,170.30 678,000 SH DEFINE4 0 0 678,000
NATIONAL FUEL GAS CO 63618010 35.24 1,700 SH DEFINE2 0 0 1,700
63618010 0.00 0 SH DEFINE4 0 0 0
NATIONAL-OILWELL INC 63707110 20,932.57 958,451 SH DEFINE2 565,130 0 393,321
63707110 16,176.89 740,700 SH DEFINE4 0 0 740,700
NATIONAL SEMICONDUCTOR CORP 63764010 771.51 51,400 SH DEFINE2 0 0 51,400
63764010 0.00 0 SH DEFINE4 0 0 0
NATIONWIDE HEALTH PPTYS INC 63862010 0.00 0 SH DEFINE2 0 0 0
63862010 500.16 33,500 SH DEFINE4 2,140 0 31,360
NAUTICCA ENTERPRISES INC. 63908910 83.66 7,530 SH DEFINE2 0 0 7,530
63908910 0.00 0 SH DEFINE4 0 0 0
NAUTILUS GROUP 63910B10 0.39 29 SH DEFINE2 0 0 29
63910B10 0.00 0 SH DEFINE4 0 0 0
NAVISTAR INTERNATIONAL 63934E10 1,098.96 45,206 SH DEFINE2 19,906 0 25,300
63934E10 2,554.98 105,100 SH DEFINE4 0 0 105,100
NDC HEALTH CORP 63948010 6,615.56 332,440 SH DEFINE2 142,740 0 189,700
63948010 0.00 0 SH DEFINE4 0 0 0
NETWORKS ASSOCIATES INC 64093810 21,425.72 1,331,617SH DEFINE2 545,749 0 785,868
64093810 239,029.86 14,855,80SH DEFINE4 718,443 0 14,137,360
NESTLE-ADR (REG) 64106940 23.99 451 SH DEFINE2 0 0 451
64106940 928.29 17,449 SH DEFINE4 0 0 17,449
NETFLIX INC 64110L10 0.00 0 SH DEFINE2 0 0 0
64110L10 84.78 7,700 SH DEFINE4 0 0 7,700
NETIQ CORPORATION 64115P10 8,283.77 670,751 SH DEFINE2 291,930 0 378,821
64115P10 66,124.18 5,354,185SH DEFINE4 156,427 0 5,197,758
NETWORK APPLIANCE INC 64120L10 2,500.33 250,033 SH DEFINE2 25,270 0 224,763
64120L10 26,081.86 2,608,186SH DEFINE4 69,000 0 2,539,186
NEUBERGER BERMAN INC 64123410 1.71 51 SH DEFINE2 51 0 0
64123410 1.00 30 SH DEFINE4 0 0 30
NEW CENTURY FINL 64352D10 341.90 13,466 SH DEFINE2 0 0 13,466
64352D10 5,079.68 200,066 SH DEFINE4 12,830 0 187,236
NEW CENTURY P/P (PRIVATE) 64352D90 53.32 2,100 SH DEFINE2 0 0 2,100
64352D90 4,714.24 185,673 SH DEFINE4 0 0 185,673
NEW ENGLAND BUSINESS SERVICE64387210 114.51 4,693 SH DEFINE2 0 0 4,693
64387210 978.93 40,120 SH DEFINE4 2,450 0 37,670
NEW JERSEY RES 64602510 1.07 34 SH DEFINE2 0 0 34
64602510 0.00 0 SH DEFINE4 0 0 0
NEW YORK COMMUNITY BANCORP 64944510 7,742.03 268,076 SH DEFINE2 123,201 0 144,875
64944510 59,209.57 2,050,193SH DEFINE4 41,009 0 2,009,184
NEW YORK TIMES CO CL A 65011110 2,067.00 45,200 SH DEFINE2 2,200 0 43,000
65011110 0.00 0 SH DEFINE4 0 0 0
NEWELL RUBBERMAID INC 65122910 21,061.43 694,409 SH DEFINE2 261,206 0 433,203
65122910 164,116.75 5,411,037SH DEFINE4 298,900 0 5,112,137
NEWFIELD EXPLORATION CO 65129010 9,154.28 253,933 SH DEFINE2 155,769 0 98,164
65129010 10,553.64 292,750 SH DEFINE4 0 0 292,750
NEWMONT MINING COMPANY 65163910 4,357.34 150,098 SH DEFINE2 27,086 0 123,012
65163910 3,442.96 118,600 SH DEFINE4 0 0 118,600
NEWPARK RESOURCES 65171850 4,052.07 931,510 SH DEFINE2 552,690 0 378,820
65171850 1,760.23 404,650 SH DEFINE4 0 0 404,650
NEWS CORP LTD -SPONS ADR NEW65248770 346,252.02 13,190,55SH DEFINE2 8,064,354 0 5,126,199
65248770 184,988.95 7,047,198SH DEFINE4 657,321 0 6,389,877
NEXTEL COMMUNICATIONS INC CL65332V10 60,708.81 5,256,174SH DEFINE2 1,855,345 0 3,400,829
65332V10 199,153.80 17,242,75SH DEFINE4 566,100 0 16,676,653
NICOR INC 65408610 425.38 12,500 SH DEFINE2 0 0 12,500
65408610 0.00 0 SH DEFINE4 0 0 0
NIKE INC 65410610 23,685.17 532,610 SH DEFINE2 123,950 0 408,660
65410610 24,094.02 541,804 SH DEFINE4 27,364 0 514,440
99 CENTS ONLY STORES 65440K10 4,536.63 168,899 SH DEFINE2 125,866 0 43,033
65440K10 18,668.18 695,018 SH DEFINE4 0 0 695,018
NINTENDO CO-ADR 65444530 4.77 410 SH DEFINE2 0 0 410
65444530 242.39 20,826 SH DEFINE4 0 0 20,826
NIPPON TELE-ADR 65462410 0.00 0 SH DEFINE2 0 0 0
65462410 0.58 33 SH DEFINE4 0 0 33
NISOURCE INC 65473P10 16,380.16 819,008 SH DEFINE2 308,534 0 510,474
65473P10 109,491.74 5,474,587SH DEFINE4 190,380 0 5,284,207
NOKIA CORP SPON ADR A 65490220 63,442.10 4,093,039SH DEFINE2 1,106,107 0 2,986,932
65490220 66,744.14 4,306,073SH DEFINE4 241,783 0 4,064,290
NORDSTROM INC 65566410 728.45 38,400 SH DEFINE2 0 0 38,400
65566410 0.00 0 SH DEFINE4 0 0 0
NORFOLK SOUTHERN CORP 65584410 4,275.04 213,859 SH DEFINE2 46,161 0 167,698
65584410 66,962.32 3,349,791SH DEFINE4 38,801 0 3,310,990
NORSK HYDRO-ADR 65653160 35.53 800 SH DEFINE2 800 0 0
65653160 0.00 0 SH DEFINE4 0 0 0
NORTEK HOLDINGS 65655710 122.84 2,685 SH DEFINE2 0 0 2,685
65655710 0.00 0 SH DEFINE4 0 0 0
NORTH EURO OIL 65931010 0.00 0 SH DEFINE2 0 0 0
65931010 0.28 13 SH DEFINE4 0 0 13
NORTH FORK BANCORP INC 65942410 10,727.73 317,953 SH DEFINE2 112,035 0 205,918
65942410 80,112.66 2,374,412SH DEFINE4 57,509 0 2,316,903
NORTH PITTSBURGH SYS INC 66156210 58.89 4,320 SH DEFINE2 0 0 4,320
66156210 0.00 0 SH DEFINE4 0 0 0
NORTHEAST UTILITIES 66439710 766.18 50,506 SH DEFINE2 43,270 0 7,236
66439710 15,454.18 1,018,733SH DEFINE4 72,359 0 946,374
NORTHERN TRUST CORP 66585910 33,155.58 945,951 SH DEFINE2 462,381 0 483,570
66585910 40,878.36 1,166,287SH DEFINE4 57,700 0 1,108,587
NORTHROP GRUMMAN CORP 66680710 12,297.00 126,773 SH DEFINE2 23,295 0 103,478
66680710 104,683.52 1,079,212SH DEFINE4 45,568 0 1,033,643
NORTHWESTERN CP 66807410 9,524.82 1,874,964SH DEFINE2 777,440 0 1,097,524
66807410 6,272.89 1,234,820SH DEFINE4 10,950 0 1,223,870
NOVARTIS AG-ADR 66987V10 18.44 502 SH DEFINE2 0 0 502
66987V10 829.40 22,581 SH DEFINE4 22 0 22,559
NU HORIZONS ELEC 66990810 10.40 1,800 SH DEFINE2 0 0 1,800
66990810 0.00 0 SH DEFINE4 0 0 0
NOVELL INC 67000610 3,798.17 1,137,177SH DEFINE2 600,400 0 536,777
67000610 2,929.85 877,200 SH DEFINE4 21,400 0 855,800
NOVELLUS SYSTEMS INC 67000810 12,649.11 450,467 SH DEFINE2 128,993 0 321,474
67000810 187,840.04 6,689,460SH DEFINE4 194,447 0 6,495,013
NU SKIN ENTERPRISES INC-A 67018T10 10,852.46 906,638 SH DEFINE2 529,776 0 376,862
67018T10 10,222.64 854,022 SH DEFINE4 14,720 0 839,302
NSTAR 67019E10 1.20 27 SH DEFINE2 27 0 0
67019E10 0.00 0 SH DEFINE4 0 0 0
NUTOOL INC P/P (PRIVATE) 6701NT91 0.00 0 SH DEFINE2 0 0 0
6701NT91 708.25 202,937 SH DEFINE4 0 0 202,937
NUTOOL INC P/P (PRIVATE) 6701NT9A 102.65 29,412 SH DEFINE2 0 0 29,412
6701NT9A 2,976.76 852,941 SH DEFINE4 2,942 0 849,999
NUCOR CORP 67034610 1,358.85 32,902 SH DEFINE2 1,002 0 31,900
67034610 0.00 0 SH DEFINE4 0 0 0
NUEVO ENERGY CO 67050910 0.00 0 SH DEFINE2 0 0 0
67050910 796.65 71,770 SH DEFINE4 4,580 0 67,190
NVIDIA CORP 67066G10 813.76 70,700 SH DEFINE2 1,100 0 69,600
67066G10 0.00 0 SH DEFINE4 0 0 0
OGE ENERGY CORP 67083710 1,603.34 91,099 SH DEFINE2 64,899 0 26,200
67083710 6,010.40 341,500 SH DEFINE4 0 0 341,500
OSI PHARMACEUTICALS INC 67104010 2,372.26 144,650 SH DEFINE2 115,250 0 29,400
67104010 158.26 9,650 SH DEFINE4 0 0 9,650
OAK TECHNOLOGY INC 67180210 1.99 750 SH DEFINE2 0 0 750
67180210 466.94 176,205 SH DEFINE4 11,500 0 164,705
OCCIDENTAL PETROLEUM CORP 67459910 5,536.74 194,613 SH DEFINE2 10,332 0 184,281
67459910 71,658.67 2,518,758SH DEFINE4 123,359 0 2,395,399
OCEAN ENERGY INC 67481E10 39.94 2,000 SH DEFINE2 900 0 1,100
67481E10 10,108.49 506,184 SH DEFINE4 3,040 0 503,144
OCEANEERING INTL INC 67523210 108.86 4,400 SH DEFINE2 0 0 4,400
67523210 0.00 0 SH DEFINE4 0 0 0
OCTEL CORP 67572710 68.56 4,339 SH DEFINE2 0 0 4,339
67572710 455.67 28,840 SH DEFINE4 0 0 28,840
OCULAR SCIENCES INC 67574410 0.00 0 SH DEFINE2 0 0 0
67574410 1,160.74 74,790 SH DEFINE4 4,850 0 69,940
ODYSSEY HEALTH 67611V10 6,820.98 196,570 SH DEFINE2 147,800 0 48,770
67611V10 430.28 12,400 SH DEFINE4 0 0 12,400
ODYSSEY RE HOLDINGS CORP 67612W10 5,537.27 312,840 SH DEFINE2 192,690 0 120,150
67612W10 10,418.34 588,607 SH DEFINE4 98,200 0 490,407
OFFICE DEPOT INC 67622010 68,858.37 4,665,201SH DEFINE2 1,551,465 0 3,113,736
67622010 334,850.01 22,686,31SH DEFINE4 974,143 0 21,712,172
OFFICEMAX INC 67622M10 3,440.70 688,140 SH DEFINE2 414,440 0 273,700
67622M10 1,354.50 270,900 SH DEFINE4 17,120 0 253,780
LUKOIL HOLDING-SPONSORED ADR67786210 6,111.76 101,440 SH DEFINE2 18,100 0 83,340
67786210 1,782.20 29,580 SH DEFINE4 14,025 0 15,555
OIL STATES INTL 67802610 143.19 11,100 SH DEFINE2 0 0 11,100
67802610 0.00 0 SH DEFINE4 0 0 0
OLD NTL BANCORP IND 68003310 2.96 122 SH DEFINE2 122 0 0
68003310 0.00 0 SH DEFINE4 0 0 0
OLD REPUBLIC INTL CORP 68022310 111.16 3,970 SH DEFINE2 170 0 3,800
68022310 486.50 17,375 SH DEFINE4 1,325 0 16,050
OLD SECOND BNCRP 68027710 1.92 52 SH DEFINE2 0 0 52
68027710 0.00 0 SH DEFINE4 0 0 0
OMNICARE INC 68190410 27,633.91 1,159,627SH DEFINE2 590,660 0 568,967
68190410 27,466.89 1,152,618SH DEFINE4 2,118 0 1,150,500
OMNICOM GROUP 68191910 32,665.12 505,652 SH DEFINE2 106,945 0 398,707
68191910 50,945.53 788,631 SH DEFINE4 36,471 0 752,160
OMNOVA SOLUTIONS INC 68212910 10,968.85 2,721,800SH DEFINE2 1,109,340 0 1,612,460
68212910 8,518.21 2,113,700SH DEFINE4 10,320 0 2,103,380
ON ASSIGNMENT INC 68215910 418.64 49,136 SH DEFINE2 49,000 0 136
68215910 8,073.47 947,590 SH DEFINE4 155,300 0 792,290
ONE LIBERTY PROP 68240610 5,932.16 387,217 SH DEFINE2 231,739 0 155,478
68240610 0.00 0 SH DEFINE4 0 0 0
ONEOK INC 68268010 2,428.80 126,500 SH DEFINE2 0 0 126,500
68268010 0.00 0 SH DEFINE4 0 0 0
ONO FINANCE PLC RT 144A P/P 68273517 0.00 174 SH DEFINE2 0 0 174
68273517 0.01 5,826 SH DEFINE4 0 0 5,826
ONLINE RES CORP 68273G10 0.00 0 SH DEFINE2 0 0 0
68273G10 215.17 76,600 SH DEFINE4 0 0 76,600
ONYX SOFTWARE CORP 68340210 195.70 126,259 SH DEFINE2 66,760 0 59,499
68340210 0.00 0 SH DEFINE4 0 0 0
OPEN TEXT CORP 68371510 57.26 2,467 SH DEFINE2 0 0 2,467
68371510 505.98 21,800 SH DEFINE4 0 0 21,800
OPENWAVE SYSTEMS INC 68371810 1.98 989 SH DEFINE2 0 0 989
68371810 652.60 326,300 SH DEFINE4 20,800 0 305,500
OPTICNET INC 68386810 0.00 31,450 SH DEFINE2 31,450 0 0
68386810 0.00 25,800 SH DEFINE4 0 0 25,800
ORACLE CORPORATION 68389X10 137,876.62 12,766,35SH DEFINE2 4,987,191 0 7,779,163
68389X10 345,379.42 31,979,57SH DEFINE4 1,702,247 0 30,277,329
ORBITAL SCIENCES CORP-WT04 S68556413 0.00 0 SH DEFINE2 0 0 0
68556413 26.38 17,824 SH DEFINE4 0 0 17,824
OREGON STEEL 68607910 71.36 17,750 SH DEFINE2 0 0 17,750
68607910 0.00 0 SH DEFINE4 0 0 0
ORIX CORP-ADR 68633010 13.11 408 SH DEFINE2 0 0 408
68633010 693.20 21,568 SH DEFINE4 0 0 21,568
ORIX CORP 6863309A 0.00 0 SH DEFINE2 0 0 0
6863309A 2,176.34 33,755 SH DEFINE4 0 0 33,755
OSHKOSH B GOSH A 68822220 69.28 2,470 SH DEFINE2 0 0 2,470
68822220 0.00 0 SH DEFINE4 0 0 0
OSHKOSH TRUCK 68823920 430.50 7,000 SH DEFINE2 0 0 7,000
68823920 60.89 990 SH DEFINE4 0 0 990
OUTBACK STEAKHOUSE INC 68989910 921.34 26,752 SH DEFINE2 19,052 0 7,700
68989910 3,450.89 100,200 SH DEFINE4 0 0 100,200
OVERLAND STORAGE INC 69031010 0.00 0 SH DEFINE2 0 0 0
69031010 575.22 39,450 SH DEFINE4 2,600 0 36,850
OVERTURE SERVICES INC. 69039R10 264.91 9,700 SH DEFINE2 0 0 9,700
69039R10 2,453.53 89,840 SH DEFINE4 5,850 0 83,990
OWENS AND MINOR INC 69073210 17,065.80 1,039,330SH DEFINE2 426,480 0 612,850
69073210 11,807.62 719,100 SH DEFINE4 0 0 719,100
OWENS ILL INC 69076840 1,185.31 81,297 SH DEFINE2 63,600 0 17,697
69076840 25,986.59 1,782,345SH DEFINE4 10,000 0 1,772,345
OXFORD HEALTH PLANS 69147110 3,418.46 93,785 SH DEFINE2 21,931 0 71,854
69147110 82,118.50 2,252,908SH DEFINE4 146,507 0 2,106,401
PC CONNECTION 69318J10 0.00 0 SH DEFINE2 0 0 0
69318J10 275.81 54,400 SH DEFINE4 3,500 0 50,900
PDI INC. 69329V10 0.00 0 SH DEFINE2 0 0 0
69329V10 64.75 6,000 SH DEFINE4 0 0 6,000
PG&E CORPORATION 69331C10 35,350.52 2,543,203SH DEFINE2 769,372 0 1,773,831
69331C10 236,159.03 16,989,85SH DEFINE4 489,879 0 16,499,979
PFF BANCORP INC 69331W10 11,192.50 358,160 SH DEFINE2 153,060 0 205,100
69331W10 0.00 0 SH DEFINE4 0 0 0
PF CHANGS CHINA 69333Y10 283.14 7,800 SH DEFINE2 0 0 7,800
69333Y10 15,956.61 439,576 SH DEFINE4 0 0 439,576
PLX TECHNOLOGY INC 69341710 0.00 0 SH DEFINE2 0 0 0
69341710 1,689.12 432,000 SH DEFINE4 27,400 0 404,600
PMC - SIERRA INC 69344F10 776.80 139,713 SH DEFINE2 0 0 139,713
69344F10 17,449.48 3,138,395SH DEFINE4 81,410 0 3,056,985
THE PMI GROUP INC 69344M10 2,912.17 96,943 SH DEFINE2 43,271 0 53,672
69344M10 21,574.19 718,182 SH DEFINE4 57,906 0 660,276
PNC FINANCIAL SERVICES GROUP69347510 4,165.40 99,413 SH DEFINE2 3,663 0 95,750
69347510 29,000.37 692,133 SH DEFINE4 13,391 0 678,742
POSCO-ADR 69348310 66,764.25 2,699,727SH DEFINE2 1,603,284 0 1,096,443
69348310 45,012.19 1,820,145SH DEFINE4 223,029 0 1,597,116
PNM RESOURCES INC SEDOL 270769349H10 10,694.99 448,992 SH DEFINE2 192,402 0 256,590
69349H10 20,774.21 872,133 SH DEFINE4 130,700 0 741,433
PPG INDUSTRIES INC 69350610 49,491.48 986,869 SH DEFINE2 392,698 0 594,171
69350610 128,835.60 2,569,005SH DEFINE4 107,115 0 2,461,890
PPL CORPORATION 69351T10 2,008.08 57,903 SH DEFINE2 9,923 0 47,980
69351T10 6,579.28 189,714 SH DEFINE4 13,590 0 176,124
PSF GROUP HOLDINGS INC-CL A 69362E9A 670.14 383 SH DEFINE2 0 0 383
69362E9A 65,375.12 37,357 SH DEFINE4 0 0 37,357
PSS WORLD MEDICAL INC 69366A10 9,947.78 1,454,354SH DEFINE2 843,190 0 611,164
69366A10 7,005.94 1,024,260SH DEFINE4 16,700 0 1,007,560
PTEK HLDGS INC 69366M10 14.08 3,200 SH DEFINE2 0 0 3,200
69366M10 657.36 149,400 SH DEFINE4 9,700 0 139,700
PACCAR INCORPORATED 69371810 1,722.96 37,350 SH DEFINE2 0 0 37,350
69371810 5,766.57 125,007 SH DEFINE4 200 0 124,807
PACER INTL INC 69373H10 4,243.67 319,073 SH DEFINE2 217,389 0 101,684
69373H10 11,744.71 883,061 SH DEFINE4 148,277 0 734,784
PACIFIC CAPITAL BANCORP 69404P10 0.00 0 SH DEFINE2 0 0 0
69404P10 1,782.26 70,030 SH DEFINE4 4,500 0 65,530
PACIFIC UNION BK 69502510 201.43 17,500 SH DEFINE2 0 0 17,500
69502510 0.00 0 SH DEFINE4 0 0 0
PACKETEER INC 69521010 17.84 2,600 SH DEFINE2 0 0 2,600
69521010 0.00 0 SH DEFINE4 0 0 0
PACTIV CORP 69525710 987.37 45,168 SH DEFINE2 168 0 45,000
69525710 0.00 0 SH DEFINE4 0 0 0
PAIN THERAPEUTIC 69562K10 0.00 0 SH DEFINE2 0 0 0
69562K10 108.00 45,190 SH DEFINE4 2,900 0 42,290
PALL CORP 69642930 2,602.63 156,033 SH DEFINE2 72,453 0 83,580
69642930 25,773.25 1,545,159SH DEFINE4 224,450 0 1,320,709
PALM INC 69664220 6.19 394 SH DEFINE2 0 0 394
69664220 0.00 0 SH DEFINE4 0 0 0
PANAMSAT CORP 69793310 2.53 173 SH DEFINE2 173 0 0
69793310 121.15 8,275 SH DEFINE4 625 0 7,650
PAN PAC RETAIL 69806L10 571.11 15,634 SH DEFINE2 15,475 0 159
69806L10 11,471.04 314,017 SH DEFINE4 51,500 0 262,517
PANERA BREAD COMPANY 69840W10 2,494.14 71,650 SH DEFINE2 40,850 0 30,800
69840W10 5,051.91 145,128 SH DEFINE4 0 0 145,128
PAPA JOHNS INTL INC 69881310 252.26 9,048 SH DEFINE2 0 0 9,048
69881310 2,029.50 72,794 SH DEFINE4 4,700 0 68,094
PARAMETRIC TECHNOLOGY CORP 69917310 186.48 74,000 SH DEFINE2 0 0 74,000
69917310 0.00 0 SH DEFINE4 0 0 0
PARK ELECTROCHEMICAL CORP 70041620 7,842.62 408,470 SH DEFINE2 173,870 0 234,600
70041620 0.00 0 SH DEFINE4 0 0 0
PARK PLACE ENTERTAINMENT COR70069010 1,984.21 236,216 SH DEFINE2 140,649 0 95,567
70069010 22,852.71 2,720,561SH DEFINE4 436,329 0 2,284,232
PARKER DRILLING COMPANY 70108110 0.00 0 SH DEFINE2 0 0 0
70108110 230.81 103,968 SH DEFINE4 0 0 103,968
PARKER HANNIFIN CORP 70109410 55,967.27 1,213,251SH DEFINE2 539,847 0 673,404
70109410 223,790.15 4,851,293SH DEFINE4 270,665 0 4,580,628
PATINA OIL & GAS CORP 70322410 343.40 10,850 SH DEFINE2 0 0 10,850
70322410 2,517.44 79,540 SH DEFINE4 4,995 0 74,545
PATTERSON DENTAL CO 70341210 0.00 0 SH DEFINE2 0 0 0
70341210 32.37 740 SH DEFINE4 0 0 740
PATTERSON-UTI ENERGY INC 70348110 4,412.06 146,240 SH DEFINE2 31,540 0 114,700
70348110 99,997.50 3,314,468SH DEFINE4 0 0 3,314,468
PAXSON COMMUNICATIONS CORP 70423110 93.15 45,219 SH DEFINE2 7,500 0 37,719
70423110 2,715.34 1,318,125SH DEFINE4 0 0 1,318,125
PAXSON COMMUNICATIONS WARRAN70423111 0.00 1,648 SH DEFINE2 0 0 1,648
70423111 0.04 44,899 SH DEFINE4 0 0 44,899
PAYCHEX INC 70432610 17,397.91 623,581 SH DEFINE2 335,871 0 287,710
70432610 114,569.16 4,106,422SH DEFINE4 215,500 0 3,890,922
PAYLESS SHOESOURCE INC 70437910 7,087.93 137,710 SH DEFINE2 84,810 0 52,900
70437910 9,398.42 182,600 SH DEFINE4 0 0 182,600
PEABODY ENERGY CORP 70454910 3,725.69 127,461 SH DEFINE2 55,700 0 71,761
70454910 44,214.93 1,512,656SH DEFINE4 73,532 0 1,439,124
PEAPACK GLADS FN 70469910 0.00 0 SH DEFINE2 0 0 0
70469910 238.38 6,960 SH DEFINE4 400 0 6,560
PEDIATRIX MEDICAL GROUP INC 70532410 15,949.25 398,134 SH DEFINE2 251,084 0 147,050
70532410 51,041.25 1,274,120SH DEFINE4 44,435 0 1,229,685
PEGASYSTEMS INC 70557310 0.00 0 SH DEFINE2 0 0 0
70557310 192.65 37,700 SH DEFINE4 2,500 0 35,200
PEMSTAR INC 70655210 200.46 88,700 SH DEFINE2 0 0 88,700
70655210 0.00 0 SH DEFINE4 0 0 0
PENINSULA GAMING LLC 7071329A 0.00 0 SH DEFINE2 0 0 0
7071329A 0.00 140,840 SH DEFINE4 0 0 140,840
PENN NATL GAMING 70756910 0.00 0 SH DEFINE2 0 0 0
70756910 1,038.83 65,500 SH DEFINE4 4,200 0 61,300
PENNEY J C COMPANY 70816010 27,883.26 1,211,789SH DEFINE2 401,881 0 809,908
70816010 399,268.93 17,351,97SH DEFINE4 611,184 0 16,740,790
PENTAIR INC 70963110 6,510.43 188,435 SH DEFINE2 101,806 0 86,629
70963110 32,348.89 936,292 SH DEFINE4 107,875 0 828,417
PEOPLES BANC INC 70978910 0.00 0 SH DEFINE2 0 0 0
70978910 128.00 5,000 SH DEFINE4 300 0 4,700
PEOPLES BANK BRIDGEPORT 71019810 1,143.52 45,486 SH DEFINE2 32,386 0 13,100
71019810 4,291.40 170,700 SH DEFINE4 0 0 170,700
PEOPLES ENERGY CORP 71103010 390.37 10,100 SH DEFINE2 0 0 10,100
71103010 0.00 0 SH DEFINE4 0 0 0
PEOPLESOFT INC 71271310 9,815.28 536,354 SH DEFINE2 182,139 0 354,215
71271310 104,021.30 5,684,224SH DEFINE4 73,120 0 5,611,104
PEP BOYS-MANNY MOE & JACK 71327810 9,430.80 813,000 SH DEFINE2 345,300 0 467,700
71327810 2,909.28 250,800 SH DEFINE4 3,100 0 247,700
PEPCO HOLDINGS 71329110 1.18 61 SH DEFINE2 61 0 0
71329110 0.00 0 SH DEFINE4 0 0 0
PEPSI BOTTLING GROUP INC 71340910 57,980.51 2,256,051SH DEFINE2 1,033,957 0 1,222,094
71340910 285,368.77 11,103,84SH DEFINE4 686,622 0 10,417,221
PEPSICO INC 71344810 148,201.45 3,510,219SH DEFINE2 1,358,283 0 2,151,936
71344810 664,401.79 15,736,66SH DEFINE4 810,870 0 14,925,790
PER-SE TECHNOLOGIES INC 71356930 0.00 0 SH DEFINE2 0 0 0
71356930 595.90 66,440 SH DEFINE4 4,220 0 62,220
PEREGRINE SYSTEMS INC 71366Q10 0.00 0 SH DEFINE2 0 0 0
71366Q10 175.19 486,640 SH DEFINE4 0 0 486,640
PERFORMANCE FOOD GROUP CO 71375510 2,465.56 72,604 SH DEFINE2 37,104 0 35,500
71375510 20,966.90 617,418 SH DEFINE4 4,300 0 613,118
PERFORMANCE TECHNOLOGIES INC71376K10 2,341.68 718,308 SH DEFINE2 440,460 0 277,848
71376K10 1,071.24 328,600 SH DEFINE4 0 0 328,600
PERKINELMER INC 71404610 1,025.30 124,279 SH DEFINE2 87,938 0 36,341
71404610 13,691.01 1,659,516SH DEFINE4 271,052 0 1,388,464
PEROT SYSTEMS CORP-CL A 71426510 353.76 33,000 SH DEFINE2 0 0 33,000
71426510 398.46 37,170 SH DEFINE4 2,600 0 34,570
PERRIGO CO 71429010 25.52 2,100 SH DEFINE2 0 0 2,100
71429010 2,129.65 175,280 SH DEFINE4 11,100 0 164,180
PT TELEKOMUNIKASI INDONESIA 71568410 226.68 26,700 SH DEFINE2 0 0 26,700
71568410 0.00 0 SH DEFINE4 0 0 0
PETROLEO BRASILEIRO S.A. ADR71654V10 5,119.51 382,053 SH DEFINE2 45,403 0 336,650
71654V10 2,101.74 156,846 SH DEFINE4 55,500 0 101,346
PETROLEO BRASILEIRO SA ADR 71654V40 164,708.99 11,024,69SH DEFINE2 5,181,913 0 5,842,785
71654V40 128,728.52 8,616,367SH DEFINE4 764,003 0 7,852,364
PETSMART INC 71676810 512.19 29,900 SH DEFINE2 0 0 29,900
71676810 15,843.40 924,892 SH DEFINE4 13,550 0 911,342
PHARMACYCLICS INC 71693310 0.00 0 SH DEFINE2 0 0 0
71693310 327.37 91,700 SH DEFINE4 6,000 0 85,700
PFIZER INCORPORATED 71708110 458,603.74 15,001,75SH DEFINE2 5,542,751 0 9,459,007
71708110 2,496,734.13 81,672,69SH DEFINE4 3,309,062 0 78,363,628
PHARMACEUTICAL PRODUCT DEVEL71712410 14.64 500 SH DEFINE2 0 0 500
71712410 14,658.27 500,795 SH DEFINE4 7,380 0 493,415
PHARMACEUTICAL RESOURCES INC71712510 330.78 11,100 SH DEFINE2 0 0 11,100
71712510 69.70 2,339 SH DEFINE4 0 0 2,339
PHARMACOPEIA INC 71713B10 0.00 0 SH DEFINE2 0 0 0
71713B10 430.39 48,250 SH DEFINE4 3,100 0 45,150
PHARMACIA CORP 71713U10 294,846.92 7,053,754SH DEFINE2 2,219,162 0 4,834,592
71713U10 1,271,287.61 30,413,57SH DEFINE4 1,397,629 0 29,015,950
PHELPS DODGE CORP 71726510 3,035.24 95,900 SH DEFINE2 53,312 0 42,588
71726510 28,126.15 888,662 SH DEFINE4 5,750 0 882,912
PHILADELPHIA CONS HLDG CORP 71752810 6,286.72 177,591 SH DEFINE2 101,230 0 76,361
71752810 7,818.09 220,850 SH DEFINE4 0 0 220,850
PHILADELPHIA SUBURBAN CORP 71800960 0.00 0 SH DEFINE2 0 0 0
71800960 11,895.99 577,475 SH DEFINE4 0 0 577,475
PHILIP MORRIS COMPANIES INC 71815410 400,281.29 9,876,173SH DEFINE2 3,724,996 0 6,151,177
71815410 1,572,966.52 38,809,93SH DEFINE4 1,672,661 0 37,137,270
PHILIPPINE LONG DISTANCE TEL71825260 111.16 22,100 SH DEFINE2 0 0 22,100
71825260 0.00 0 SH DEFINE4 0 0 0
PHILLIPS-VAN HEUSEN CORP 71859210 11,222.62 970,815 SH DEFINE2 404,720 0 566,095
71859210 7,709.36 666,900 SH DEFINE4 9,100 0 657,800
PHOTON DYNAMICS INC 71936410 6,794.74 298,015 SH DEFINE2 191,955 0 106,060
71936410 9,960.32 436,856 SH DEFINE4 0 0 436,856
PHOTRONICS INC 71940510 0.00 0 SH DEFINE2 0 0 0
71940510 1,050.78 76,699 SH DEFINE4 4,990 0 71,709
PIEDMONT NATURAL GAS CO 72018610 0.00 0 SH DEFINE2 0 0 0
72018610 3,227.46 91,300 SH DEFINE4 0 0 91,300
PIER 1 IMPORTS INC 72027910 11,736.30 619,984 SH DEFINE2 227,284 0 392,700
72027910 48,592.61 2,566,963SH DEFINE4 111,025 0 2,455,938
PILLOWTEX CO 72150610 0.63 2,235 SH DEFINE2 0 0 2,235
72150610 0.00 0 SH DEFINE4 0 0 0
PILLOWTEX-WT09WI 72150611 0.12 11,765 SH DEFINE2 0 0 11,765
72150611 0.00 0 SH DEFINE4 0 0 0
PINNACLE ENTERTAINMENT INC 72345610 0.00 0 SH DEFINE2 0 0 0
72345610 870.41 125,600 SH DEFINE4 8,100 0 117,500
PINNACLE HOLDINGS INC 72346N10 0.00 0 SH DEFINE2 0 0 0
72346N10 0.00 200 SH DEFINE4 0 0 200
PINNACLE SYSTEMS INC 72348110 813.88 59,800 SH DEFINE2 0 0 59,800
72348110 2,115.95 155,470 SH DEFINE4 10,100 0 145,370
PINNACLE WEST CAP CORP 72348410 876.11 25,700 SH DEFINE2 0 0 25,700
72348410 8,962.26 262,900 SH DEFINE4 0 0 262,900
PIONEER COMPANIES INC 72364330 212.52 121,438 SH DEFINE2 22,409 0 99,029
72364330 2,634.35 1,505,340SH DEFINE4 0 0 1,505,340
PIONEER NAT RES CO 72378710 1,235.81 48,943 SH DEFINE2 21,441 0 27,502
72378710 22,038.40 872,808 SH DEFINE4 75,070 0 797,738
PIONEER STANDARD ELECTRONICS72387710 15,145.81 1,649,870SH DEFINE2 679,250 0 970,620
72387710 10,780.35 1,174,330SH DEFINE4 7,520 0 1,166,810
PITNEY BOWES INC 72447910 26,718.59 818,083 SH DEFINE2 250,666 0 567,417
72447910 103,382.13 3,165,405SH DEFINE4 180,484 0 2,984,921
PLACER DOME INC 72590610 0.00 0 SH DEFINE2 0 0 0
72590610 5,377.84 467,638 SH DEFINE4 0 0 467,638
PLAINS EXPLORATI 72650510 0.00 0 SH DEFINE2 0 0 0
72650510 710.68 72,890 SH DEFINE4 4,700 0 68,190
PLAINS RESOURCES INC 72654050 0.00 0 SH DEFINE2 0 0 0
72654050 863.75 72,890 SH DEFINE4 4,700 0 68,190
PLANAR SYSTEMS INC 72690010 0.00 0 SH DEFINE2 0 0 0
72690010 656.65 31,830 SH DEFINE4 2,080 0 29,750
PLANTRONICS INC NEW 72749310 66.69 4,408 SH DEFINE2 0 0 4,408
72749310 0.00 0 SH DEFINE4 0 0 0
PLAYBOY ENTERPRISES INC 72811730 343.27 33,886 SH DEFINE2 0 0 33,886
72811730 6,143.85 606,500 SH DEFINE4 0 0 606,500
PLIANT CORP-WT 144A P/P 72913611 1.71 342 SH DEFINE2 110 0 232
72913611 52.94 10,588 SH DEFINE4 0 0 10,588
PLUM CREEK TIMBR 72925110 1,240.98 52,584 SH DEFINE2 184 0 52,400
72925110 0.00 0 SH DEFINE4 0 0 0
PLUMTREE P/P (PRIVATE) 7293PM90 51.64 21,250 SH DEFINE2 0 0 21,250
7293PM90 981.11 403,751 SH DEFINE4 0 0 403,751
POGO PRODUCING CO 73044810 245.85 6,600 SH DEFINE2 0 0 6,600
73044810 0.00 0 SH DEFINE4 0 0 0
POLARIS INDUSTRIES INC 73106810 86.96 1,484 SH DEFINE2 89 0 1,395
73106810 825.97 14,095 SH DEFINE4 1,025 0 13,070
POLO RALPH LAUREN CORP 73157210 15.01 690 SH DEFINE2 90 0 600
73157210 261.12 12,000 SH DEFINE4 900 0 11,100
POLYCOM INC 73172K10 1,430.84 150,298 SH DEFINE2 79,784 0 70,514
73172K10 37,145.76 3,901,866SH DEFINE4 166,396 0 3,735,470
POLYMEDICA CORP 73173810 0.00 0 SH DEFINE2 0 0 0
73173810 861.98 27,950 SH DEFINE4 1,860 0 26,090
POLYONE CORPORATION 73179P10 9,876.60 2,519,541SH DEFINE2 1,166,919 0 1,352,622
73179P10 6,580.70 1,678,750SH DEFINE4 8,940 0 1,669,810
POPULAR INC 73317410 1.05 31 SH DEFINE2 31 0 0
73317410 0.00 0 SH DEFINE4 0 0 0
PORTUGAL TELECOM S.A. ADR 73727310 0.00 0 SH DEFINE2 0 0 0
73727310 9,710.38 1,421,725SH DEFINE4 0 0 1,421,725
POSSIS MEDICAL INC 73740710 0.00 0 SH DEFINE2 0 0 0
73740710 2,481.48 137,860 SH DEFINE4 8,600 0 129,260
POST PROPERTIES INC 73746410 341.77 14,300 SH DEFINE2 0 0 14,300
73746410 5,421.24 226,830 SH DEFINE4 2,570 0 224,260
POTASH CORP OF SASKATCHEWAN 73755L10 89.03 1,400 SH DEFINE2 1,400 0 0
73755L10 0.00 0 SH DEFINE4 0 0 0
POWELL INDS INC 73912810 0.17 10 SH DEFINE2 0 0 10
73912810 0.00 0 SH DEFINE4 0 0 0
POWER ONE INC 73930810 128.71 22,700 SH DEFINE2 0 0 22,700
73930810 73.71 13,000 SH DEFINE4 0 0 13,000
POWERWAVE TECHNOLOGIES INC 73936310 17.42 3,226 SH DEFINE2 0 0 3,226
73936310 0.00 0 SH DEFINE4 0 0 0
PRAXAIR INC 74005P10 4,662.04 80,700 SH DEFINE2 2,000 0 78,700
74005P10 12,443.66 215,400 SH DEFINE4 0 0 215,400
PREPAID LEGAL SERVICES INC 74006510 113.84 4,345 SH DEFINE2 0 0 4,345
74006510 0.00 0 SH DEFINE4 0 0 0
PRECISION CASTPARTS CORP 74018910 0.00 0 SH DEFINE2 0 0 0
74018910 200.67 8,275 SH DEFINE4 625 0 7,650
PREMCOR INC 74045Q10 4,077.96 183,444 SH DEFINE2 98,690 0 84,754
74045Q10 2,877.12 129,425 SH DEFINE4 0 0 129,425
PREMIUM HOLDINGS LP 144A P/P7405A99K 0.00 0 SH DEFINE2 0 0 0
7405A99K 318.89 15,185 SH DEFINE4 0 0 15,185
PRENTISS PPTY TR 74070610 0.00 0 SH DEFINE2 0 0 0
74070610 766.39 27,100 SH DEFINE4 1,730 0 25,370
PRESIDENTIAL LIFE CORP 74088410 11,329.73 1,140,960SH DEFINE2 476,290 0 664,670
74088410 5,587.61 562,700 SH DEFINE4 0 0 562,700
PRICE COMM 74143730 0.00 0 SH DEFINE2 0 0 0
74143730 80.75 5,839 SH DEFINE4 0 0 5,839
T ROWE PRICE GROUP INC 74144T10 5,922.92 217,116 SH DEFINE2 97,953 0 119,163
74144T10 61,935.37 2,270,358SH DEFINE4 165,200 0 2,105,158
PRIDE INTERNATIONAL INC 74153Q10 6,419.55 430,842 SH DEFINE2 257,620 0 173,222
74153Q10 9,237.86 619,991 SH DEFINE4 0 0 619,991
PRIME MED SVCS 74156D10 89.73 10,350 SH DEFINE2 0 0 10,350
74156D10 1,368.99 157,900 SH DEFINE4 10,200 0 147,700
PRIMEDIA INC 74157K10 129.78 63,000 SH DEFINE2 0 0 63,000
74157K10 0.00 0 SH DEFINE4 0 0 0
PRINCIPAL FINL 74251V10 2,880.43 95,600 SH DEFINE2 0 0 95,600
74251V10 0.00 0 SH DEFINE4 0 0 0
PROCTER & GAMBLE CO 74271810 134,814.25 1,568,702SH DEFINE2 443,470 0 1,125,232
74271810 835,171.63 9,718,078SH DEFINE4 427,293 0 9,290,785
PROGRESS ENERGY INC 74326310 25,415.80 586,293 SH DEFINE2 207,997 0 378,296
74326310 259,786.32 5,992,764SH DEFINE4 229,296 0 5,763,468
PROGRESSIVE CORP OHIO 74331510 4,248.03 85,594 SH DEFINE2 3,600 0 81,994
74331510 9,658.00 194,600 SH DEFINE4 0 0 194,600
PROLOGIS REIT 74341010 1.21 48 SH DEFINE2 48 0 0
74341010 0.00 0 SH DEFINE4 0 0 0
PROSPERITY BNCSH 74360610 2.79 147 SH DEFINE2 0 0 147
74360610 250.23 13,170 SH DEFINE4 840 0 12,330
PROTECTIVE LIFE CORP 74367410 2.89 105 SH DEFINE2 105 0 0
74367410 0.00 0 SH DEFINE4 0 0 0
PROTEIN DESIGN LABS INC 74369L10 21.25 2,500 SH DEFINE2 0 0 2,500
74369L10 0.00 0 SH DEFINE4 0 0 0
PROVIDENT BANKSHARES CORP 74385910 16,077.63 695,670 SH DEFINE2 286,920 0 408,750
74385910 12,348.95 534,332 SH DEFINE4 5,830 0 528,502
PROVIDENT FINL GROUP INC 74386610 0.00 0 SH DEFINE2 0 0 0
74386610 4,685.86 180,018 SH DEFINE4 0 0 180,018
PROVINCE HEALTHCARE CO 74397710 1,177.39 121,006 SH DEFINE2 10,777 0 110,229
74397710 4,893.52 502,932 SH DEFINE4 0 0 502,932
PROVIDIAN FINANCIAL CORP 74406A10 1,394.40 214,854 SH DEFINE2 95,655 0 119,199
74406A10 25,129.95 3,872,104SH DEFINE4 37,402 0 3,834,702
PRUDENTIAL FINANCIAL INC SED74432010 5,097.44 160,600 SH DEFINE2 0 0 160,600
74432010 0.00 0 SH DEFINE4 0 0 0
PUBLIC SERVICE ENTERPRISE GR74457310 2,226.14 69,350 SH DEFINE2 3,087 0 66,263
74457310 11,806.48 367,803 SH DEFINE4 375 0 367,428
PULTE HOMES INC 74586710 828.15 17,300 SH DEFINE2 0 0 17,300
74586710 0.00 0 SH DEFINE4 0 0 0
QLT INC 74692710 8.54 1,000 SH DEFINE2 1,000 0 0
74692710 0.00 0 SH DEFINE4 0 0 0
QLOGIC CORP 74727710 33,030.38 957,125 SH DEFINE2 385,835 0 571,290
74727710 439,169.36 12,725,85SH DEFINE4 482,175 0 12,243,683
QUAKER CHEMICAL 74731610 0.00 0 SH DEFINE2 0 0 0
74731610 570.26 24,580 SH DEFINE4 1,570 0 23,010
QUAKER CITY BNCP 74731K10 37.05 1,125 SH DEFINE2 0 0 1,125
74731K10 0.00 0 SH DEFINE4 0 0 0
QUALCOMM INC 74752510 89,020.09 2,446,279SH DEFINE2 883,613 0 1,562,666
74752510 204,130.62 5,609,525SH DEFINE4 313,890 0 5,295,635
QUANEX CORP 74762010 12,609.74 376,410 SH DEFINE2 156,190 0 220,220
74762010 9,449.35 282,070 SH DEFINE4 4,670 0 277,400
QUANTUM CORP-DLT AND STORAGE74790620 0.00 0 SH DEFINE2 0 0 0
74790620 101.04 37,841 SH DEFINE4 0 0 37,841
QUEST DIAGNOSTICS INC 74834L10 52,460.15 921,971 SH DEFINE2 432,271 0 489,700
74834L10 214,760.15 3,774,344SH DEFINE4 157,308 0 3,617,036
QUESTAR CORP 74835610 130.81 4,702 SH DEFINE2 102 0 4,600
74835610 0.00 0 SH DEFINE4 0 0 0
QUICKSILVER RES 74837R10 9,130.45 407,064 SH DEFINE2 263,670 0 143,394
74837R10 2,858.70 127,450 SH DEFINE4 0 0 127,450
QUIKSILVER INC 74838C10 0.00 0 SH DEFINE2 0 0 0
74838C10 91.98 3,450 SH DEFINE4 0 0 3,450
QUINTILES TRANSNATIONAL CORP74876710 539.81 44,612 SH DEFINE2 849 0 43,763
74876710 209.33 17,300 SH DEFINE4 1,300 0 16,000
QUORUM BROADCAST HOLDINGS-CL7489QB9A 34.67 159 SH DEFINE2 60 0 99
7489QB9A 953.85 4,375 SH DEFINE4 0 0 4,375
QUIXOTE CORP 74905610 5,327.70 295,000 SH DEFINE2 235,110 0 59,890
74905610 337.72 18,700 SH DEFINE4 0 0 18,700
QWEST COMMUNICATIONS INTL 74912110 4,113.41 822,682 SH DEFINE2 243,970 0 578,712
74912110 30,606.36 6,121,271SH DEFINE4 247,191 0 5,874,080
R & G FINANCIAL 74913610 30.23 1,300 SH DEFINE2 0 0 1,300
74913610 1,563.56 67,250 SH DEFINE4 4,330 0 62,920
RAIT INVESTMENT TRUST 74922710 111.56 5,165 SH DEFINE2 0 0 5,165
74922710 0.00 0 SH DEFINE4 0 0 0
RCN CORPORATION 74936110 0.55 1,043 SH DEFINE2 0 0 1,043
74936110 1.98 3,742 SH DEFINE4 0 0 3,742
RPM INTERNATIONAL INC 74968510 12,226.03 800,133 SH DEFINE2 471,218 0 328,915
74968510 7,139.12 467,220 SH DEFINE4 0 0 467,220
RF MICRO DEVICES INC 74994110 496.02 67,670 SH DEFINE2 2,770 0 64,900
74994110 17,215.24 2,348,600SH DEFINE4 72,800 0 2,275,800
RACING CHAMPIONS 75006910 0.00 0 SH DEFINE2 0 0 0
75006910 809.04 59,270 SH DEFINE4 3,800 0 55,470
RADIAN GROUP INC 75023610 97,204.87 2,616,551SH DEFINE2 1,006,559 0 1,609,992
75023610 199,580.24 5,372,281SH DEFINE4 300,568 0 5,071,713
RADIO ONE INC 75040P10 0.00 0 SH DEFINE2 0 0 0
75040P10 2,546.80 174,200 SH DEFINE4 0 0 174,200
RADIO ONE -CL D NON-VOTING 75040P40 1,266.95 87,800 SH DEFINE2 6,600 0 81,200
75040P40 48,161.02 3,337,562SH DEFINE4 26,800 0 3,310,762
RADIOSHACK CORP 75043810 1,592.96 85,003 SH DEFINE2 2,497 0 82,506
75043810 36,201.63 1,931,784SH DEFINE4 36,435 0 1,895,349
RADISYS CORP 75045910 417.87 52,365 SH DEFINE2 52,319 0 46
75045910 8,225.07 1,030,710SH DEFINE4 170,700 0 860,010
RAILAMERICA INC 75075310 7,676.92 1,070,700SH DEFINE2 652,050 0 418,650
75075310 0.00 0 SH DEFINE4 0 0 0
RAIL AMERICA 2 P/P (PRIVATE)75075390 0.00 0 SH DEFINE2 0 0 0
75075390 1,318.56 183,900 SH DEFINE4 0 0 183,900
RAMBUS INC 75091710 0.00 0 SH DEFINE2 0 0 0
75091710 593.77 88,490 SH DEFINE4 5,850 0 82,640
RALCORP HLDGS INC NEW 75102810 68.93 2,742 SH DEFINE2 0 0 2,742
75102810 0.00 0 SH DEFINE4 0 0 0
RANGE RESOURCES CORP 75281A10 18,445.10 3,415,759SH DEFINE2 1,406,910 0 2,008,849
75281A10 13,774.54 2,550,840SH DEFINE4 16,650 0 2,534,190
RATIONAL SOFTWARE CORP 75409P20 635.28 61,143 SH DEFINE2 4,500 0 56,643
75409P20 0.00 0 SH DEFINE4 0 0 0
RAYOVAC CORP 75508110 5,987.86 449,202 SH DEFINE2 266,800 0 182,402
75508110 3,309.17 248,250 SH DEFINE4 0 0 248,250
RAYTHEON COMPANY 75511150 4,302.76 139,927 SH DEFINE2 6,099 0 133,828
75511150 29,238.82 950,856 SH DEFINE4 30,143 0 920,713
READERS DIGEST ASSN CL A 75526710 114.76 7,600 SH DEFINE2 1,600 0 6,000
75526710 0.00 0 SH DEFINE4 0 0 0
REALNETWORKS 75605L10 0.00 0 SH DEFINE2 0 0 0
75605L10 0.19 50 SH DEFINE4 0 0 50
REEBOK INTERNATIONAL LTD 75811010 3,836.55 130,495 SH DEFINE2 9,614 0 120,881
75811010 88,882.99 3,023,231SH DEFINE4 191,575 0 2,831,656
REGAL BELOIT CORP 75875010 12,612.10 609,280 SH DEFINE2 252,260 0 357,020
75875010 6,907.59 333,700 SH DEFINE4 0 0 333,700
REGAL ENTERTAINMENT GROUP-A 75876610 4,082.54 190,595 SH DEFINE2 101,134 0 89,461
75876610 19,563.31 913,320 SH DEFINE4 137,500 0 775,820
REGAL ENTERTAI-A 144A P/P 75876690 325.68 16,894 SH DEFINE2 0 0 16,894
75876690 55,446.22 2,876,140SH DEFINE4 0 0 2,876,140
REGENT COMMUNICATIONS INC 75886510 5,398.64 913,475 SH DEFINE2 684,425 0 229,050
75886510 335.10 56,700 SH DEFINE4 0 0 56,700
REGIONS FINANCIAL CORP 75894010 2,091.67 62,700 SH DEFINE2 0 0 62,700
75894010 0.00 0 SH DEFINE4 0 0 0
REHABCARE 75914810 23.75 1,245 SH DEFINE2 0 0 1,245
75914810 0.00 0 SH DEFINE4 0 0 0
REGISTER.COM 75914G10 0.00 0 SH DEFINE2 0 0 0
75914G10 0.14 30 SH DEFINE4 0 0 30
RELIANCE STEEL AND ALMIMINUM75950910 6,634.21 318,340 SH DEFINE2 190,720 0 127,620
75950910 2,805.06 134,600 SH DEFINE4 1,120 0 133,480
RELIANT RESOURCES INC 75952B10 434.02 135,632 SH DEFINE2 3,002 0 132,630
75952B10 21,629.12 6,759,099SH DEFINE4 169,378 0 6,589,721
REMEDYTEMP INC-CL A 75954910 6,257.69 446,978 SH DEFINE2 263,060 0 183,918
75954910 3,183.60 227,400 SH DEFINE4 0 0 227,400
REMINGTON OIL 75959430 10,997.79 670,188 SH DEFINE2 397,760 0 272,428
75959430 6,052.01 368,800 SH DEFINE4 0 0 368,800
RENAL CARE GROUP INC 75993010 350.22 11,069 SH DEFINE2 10,985 0 84
75993010 9,743.89 307,961 SH DEFINE4 37,457 0 270,504
RENT-A CENTER INC 76009N10 297.10 5,948 SH DEFINE2 132 0 5,816
76009N10 4,275.72 85,600 SH DEFINE4 9,500 0 76,100
RENT-WAY INC 76009U10 0.00 0 SH DEFINE2 0 0 0
76009U10 252.49 72,140 SH DEFINE4 4,600 0 67,540
REPUBIC BANCORP INC 76028210 4,376.99 371,877 SH DEFINE2 215,087 0 156,791
76028210 6,572.92 558,447 SH DEFINE4 14,872 0 543,575
REPUBLIC SERVICES INC-CL A 76075910 9,347.45 445,541 SH DEFINE2 272,081 0 173,460
76075910 133,631.73 6,369,482SH DEFINE4 314,536 0 6,054,946
RESMED INC 76115210 0.00 0 SH DEFINE2 0 0 0
76115210 0.15 5 SH DEFINE4 5 0 0
RESPIRONICS INC 76123010 9,936.79 326,535 SH DEFINE2 235,965 0 90,570
76123010 28,802.58 946,488 SH DEFINE4 4,102 0 942,386
REX STORES CORP 76162410 2.22 217 SH DEFINE2 0 0 217
76162410 0.00 0 SH DEFINE4 0 0 0
RJ REYNOLDS TOBACCO HOLDINGS76182K10 2,310.53 54,869 SH DEFINE2 101 0 54,768
76182K10 21,010.95 498,954 SH DEFINE4 9,152 0 489,802
RIGHT MANAGEMENT CONSULTANTS76657310 353.47 26,677 SH DEFINE2 0 0 26,677
76657310 3,400.15 256,615 SH DEFINE4 16,450 0 240,165
RITE AID CORP 76775410 7,756.57 3,165,947SH DEFINE2 1,431,562 0 1,734,385
76775410 69,983.14 28,564,54SH DEFINE4 435,592 0 28,128,953
ROADWAY CORP 76974210 3.50 95 SH DEFINE2 0 0 95
76974210 658.90 17,900 SH DEFINE4 1,100 0 16,800
ROBINS AND MEYER INC 77019610 2,394.39 130,130 SH DEFINE2 79,630 0 50,500
77019610 0.00 0 SH DEFINE4 0 0 0
ROBERT HALF INTL INC 77032310 3,014.23 187,103 SH DEFINE2 67,903 0 119,200
77032310 25,112.27 1,558,800SH DEFINE4 0 0 1,558,800
ROBOTIC VISION 77107410 3.70 15,400 SH DEFINE2 0 0 15,400
77107410 65.18 271,600 SH DEFINE4 0 0 271,600
ROBOTIC VISION P/P (PRIVATE)77107490 0.00 0 SH DEFINE2 0 0 0
77107490 336.21 1,400,889SH DEFINE4 0 0 1,400,889
ROBOTIC VISION P/P (PRIVATE)77107492 0.00 0 SH DEFINE2 0 0 0
77107492 0.00 2 SH DEFINE4 0 0 2
ROCKWELL AUTOMATION INC 77390310 1,564.18 75,528 SH DEFINE2 2,100 0 73,428
77390310 13,647.41 658,977 SH DEFINE4 11,907 0 647,070
ROCKWELL COLLINS 77434110 8,367.76 359,749 SH DEFINE2 103,810 0 255,939
77434110 111,939.75 4,812,543SH DEFINE4 144,054 0 4,668,489
ROGERS COMM-B 77510990 21.67 3,780 SH DEFINE2 344 0 3,437
77510990 360.48 62,893 SH DEFINE4 0 0 62,893
ROHM & HAAS COMPANY 77537110 11,653.99 358,805 SH DEFINE2 151,975 0 206,830
77537110 83,007.75 2,555,657SH DEFINE4 169,205 0 2,386,452
ROLLINS INC 77571110 386.84 15,200 SH DEFINE2 0 0 15,200
77571110 196.47 7,720 SH DEFINE4 0 0 7,720
ROSS STORES INC 77829610 20,529.01 484,289 SH DEFINE2 259,689 0 224,600
77829610 102,296.78 2,413,229SH DEFINE4 123,450 0 2,289,779
ROWAN COMPANIES INC 77938210 601.55 26,500 SH DEFINE2 0 0 26,500
77938210 0.00 0 SH DEFINE4 0 0 0
ROYAL DUTCH PETRO NY ADR 78025780 77,746.98 1,766,174SH DEFINE2 639,778 0 1,126,396
78025780 729,714.43 16,576,88SH DEFINE4 360,780 0 16,216,104
RUDDICK CORP 78125810 12,345.64 901,800 SH DEFINE2 368,360 0 533,440
78125810 11,504.53 840,360 SH DEFINE4 3,830 0 836,530
RUDOLPH TECHNOLOGIES INC 78127010 375.54 19,600 SH DEFINE2 0 0 19,600
78127010 0.00 0 SH DEFINE4 0 0 0
RURAL CELLULAR CORP CL A 78190410 16.53 19,445 SH DEFINE2 0 0 19,445
78190410 0.00 0 SH DEFINE4 0 0 0
RYANAIR HOLDINGS ADR 78351310 15,241.54 389,212 SH DEFINE2 114,432 0 274,780
78351310 351,396.54 8,973,354SH DEFINE4 0 0 8,973,354
RYDER SYSTEM INC 78354910 476.65 21,241 SH DEFINE2 41 0 21,200
78354910 0.00 0 SH DEFINE4 0 0 0
RYERSON TULL INC 78375P10 5,845.87 958,340 SH DEFINE2 403,740 0 554,600
78375P10 1,351.39 221,540 SH DEFINE4 14,160 0 207,380
RYLAND GROUP INC 78376410 0.00 0 SH DEFINE2 0 0 0
78376410 541.77 16,245 SH DEFINE4 1,115 0 15,130
SBC COMMUNICATIONS INC 78387G10 107,344.95 3,959,607SH DEFINE2 1,207,130 0 2,752,477
78387G10 718,722.83 26,511,35SH DEFINE4 915,897 0 25,595,458
SBS TECHMOLOGIES INC 78387P10 1,122.24 122,515 SH DEFINE2 53,778 0 68,737
78387P10 9,118.64 995,485 SH DEFINE4 160,700 0 834,785
SCM MICROSYSTEMS INC 78401810 47.73 11,230 SH DEFINE2 0 0 11,230
78401810 0.00 0 SH DEFINE4 0 0 0
SEI CORP 78411710 14,438.80 531,229 SH DEFINE2 263,628 0 267,601
78411710 84,317.58 3,102,192SH DEFINE4 242,148 0 2,860,044
SI INTERNATIONAL 78427V10 2,042.01 188,900 SH DEFINE2 150,500 0 38,400
78427V10 136.21 12,600 SH DEFINE4 0 0 12,600
SK TELECOM CO LTD ADR 78440P10 134,658.23 6,307,177SH DEFINE2 3,475,992 0 2,831,185
78440P10 59,859.81 2,803,738SH DEFINE4 383,848 0 2,419,890
SL GREEN REALTY 78440X10 0.00 0 SH DEFINE2 0 0 0
78440X10 700.26 22,160 SH DEFINE4 1,410 0 20,750
SLM CORP 78442P10 5,551.94 53,456 SH DEFINE2 1,066 0 52,390
78442P10 28,026.41 269,848 SH DEFINE4 16,931 0 252,917
SPX CORP 78463510 3.75 100 SH DEFINE2 100 0 0
78463510 0.00 0 SH DEFINE4 0 0 0
S1 CORPORATION 78463B10 5,193.43 1,164,446SH DEFINE2 734,890 0 429,556
78463B10 5,053.40 1,133,050SH DEFINE4 37,220 0 1,095,830
SABRE HOLDINGS CORP 78590510 754.93 41,686 SH DEFINE2 1,300 0 40,386
78590510 0.20 11 SH DEFINE4 11 0 0
SAFECO CORPORATION 78642910 1,393.73 40,200 SH DEFINE2 1,000 0 39,200
78642910 0.00 0 SH DEFINE4 0 0 0
SAFEGUARD SCIENTIFICS INC 78644910 0.00 0 SH DEFINE2 0 0 0
78644910 451.03 331,640 SH DEFINE4 0 0 331,640
SAFETY COMPONENTS INTL INC 78647420 263.34 45,798 SH DEFINE2 0 0 45,798
78647420 7,682.73 1,336,127SH DEFINE4 0 0 1,336,127
SAFEWAY INC 78651420 5,682.16 243,243 SH DEFINE2 3,367 0 239,876
78651420 61,384.05 2,627,742SH DEFINE4 48,262 0 2,579,480
SAGA COMMUNICATIONS CLASS A 78659810 7,406.07 389,793 SH DEFINE2 318,878 0 70,915
78659810 418.00 22,000 SH DEFINE4 0 0 22,000
ST JUDE MEDICAL INC 79084910 12,725.77 320,387 SH DEFINE2 108,731 0 211,656
79084910 163,876.38 4,125,790SH DEFINE4 158,580 0 3,967,210
ST MARY LAND AND EXPLORATION79222810 12,755.90 510,236 SH DEFINE2 211,720 0 298,516
79222810 7,367.50 294,700 SH DEFINE4 0 0 294,700
ST PAUL COMPANIES INC 79286010 2,368.28 69,553 SH DEFINE2 2,700 0 66,853
79286010 0.68 20 SH DEFINE4 0 0 20
SAKS INCORPORATED 79377W10 0.00 0 SH DEFINE2 0 0 0
79377W10 176.69 15,050 SH DEFINE4 1,100 0 13,950
SALEM COMMUN -A 79409310 7,751.44 310,430 SH DEFINE2 232,670 0 77,760
79409310 485.67 19,450 SH DEFINE4 0 0 19,450
SALIX PHARMACEUTICALS LTD 79543510 5,437.66 777,920 SH DEFINE2 585,420 0 192,500
79543510 1,230.53 176,042 SH DEFINE4 711 0 175,331
SANPAOLO IMI-ADR 79917510 0.85 66 SH DEFINE2 0 0 66
79917510 0.00 0 SH DEFINE4 0 0 0
SANDERSON FARMS 80001310 66.39 3,175 SH DEFINE2 0 0 3,175
80001310 1,003.05 47,970 SH DEFINE4 3,060 0 44,910
SANDISK CORP 80004C10 284.20 14,000 SH DEFINE2 0 0 14,000
80004C10 675.99 33,300 SH DEFINE4 2,100 0 31,200
SANMINA-SCI CORP 80090710 1,345.24 299,607 SH DEFINE2 104 0 299,503
80090710 7,035.35 1,566,894SH DEFINE4 0 0 1,566,894
SANOFI-SYN-ADR 80105N10 9.15 301 SH DEFINE2 0 0 301
80105N10 321.24 10,567 SH DEFINE4 0 0 10,567
SAP AG-SPONS ADR 80305420 42.74 2,192 SH DEFINE2 3 0 2,189
80305420 499.47 25,614 SH DEFINE4 5,813 0 19,801
SAPPI LTD SPONSORED ADR 80306920 0.00 0 SH DEFINE2 0 0 0
80306920 2,752.40 208,200 SH DEFINE4 0 0 208,200
SARA LEE CORPORATION 80311110 13,235.90 588,001 SH DEFINE2 78,499 0 509,502
80311110 212,492.37 9,439,910SH DEFINE4 257,821 0 9,182,089
SATYAM COMPUTER SERVICES-ADR80409810 3,396.34 264,307 SH DEFINE2 40,279 0 224,028
80409810 0.00 0 SH DEFINE4 0 0 0
SAXON CAPITAL IN 80556P30 3.01 241 SH DEFINE2 0 0 241
80556P30 8,705.71 695,900 SH DEFINE4 0 0 695,900
SCANA CORP 80589M10 1,210.29 39,092 SH DEFINE2 22,846 0 16,246
80589M10 13,800.73 445,760 SH DEFINE4 72,600 0 373,160
SCANSOURCE INC 80603710 138.04 2,800 SH DEFINE2 0 0 2,800
80603710 949.52 19,260 SH DEFINE4 1,200 0 18,060
HENRY SCHEIN INC 80640710 171.00 3,800 SH DEFINE2 0 0 3,800
80640710 8,768.88 194,864 SH DEFINE4 0 0 194,864
SCHERING PLOUGH CORP 80660510 16,135.34 726,817 SH DEFINE2 38,104 0 688,713
80660510 290,567.85 13,088,64SH DEFINE4 247,760 0 12,840,882
SCHLUMBERGER LTD 80685710 9,249.07 219,745 SH DEFINE2 7,400 0 212,345
80685710 106,403.52 2,528,000SH DEFINE4 40,800 0 2,487,200
SCHULMAN A INC 80819410 0.00 0 SH DEFINE2 0 0 0
80819410 1,715.84 92,200 SH DEFINE4 5,900 0 86,300
SCHWAB (CHARLES) CORP 80851310 4,623.41 426,121 SH DEFINE2 19,300 0 406,821
80851310 0.00 0 SH DEFINE4 0 0 0
SCHWEITZER-MAUDUIT INTL INC 80854110 0.00 0 SH DEFINE2 0 0 0
80854110 715.40 29,200 SH DEFINE4 1,930 0 27,270
SCIENTIFIC ATLANTA INC 80865510 1,634.00 137,774 SH DEFINE2 60,143 0 77,631
80865510 3,760.98 317,115 SH DEFINE4 8,425 0 308,690
SCIENTIFIC GAMES CORP-A 80874P10 0.00 0 SH DEFINE2 0 0 0
80874P10 505.59 69,640 SH DEFINE4 4,580 0 65,060
SCIOS INC 80890510 12,649.67 388,265 SH DEFINE2 222,675 0 165,590
80890510 58,123.14 1,784,013SH DEFINE4 21,089 0 1,762,924
SCS TRANSPOR-W/I 81111T10 1,597.00 161,150 SH DEFINE2 128,450 0 32,700
81111T10 106.53 10,750 SH DEFINE4 0 0 10,750
SEALED AIR CORP (NEW) 81211K10 1,278.31 34,271 SH DEFINE2 810 0 33,461
81211K10 21,293.19 570,863 SH DEFINE4 9,875 0 560,988
SEARS ROEBUCK AND COMPANY 81238710 2,705.22 112,953 SH DEFINE2 3,780 0 109,173
81238710 0.00 0 SH DEFINE4 0 0 0
SELECT MEDICAL 81619610 191.56 14,200 SH DEFINE2 0 0 14,200
81619610 1,438.57 106,640 SH DEFINE4 6,920 0 99,720
SEMTECH CORP 81685010 152.88 14,000 SH DEFINE2 0 0 14,000
81685010 1,709.64 156,560 SH DEFINE4 5,600 0 150,960
SEMPRA ENERGY 81685110 1,971.75 83,372 SH DEFINE2 2,112 0 81,260
81685110 38,518.82 1,628,703SH DEFINE4 23,959 0 1,604,744
SEMITOOL INC 81690910 0.00 0 SH DEFINE2 0 0 0
81690910 652.36 105,050 SH DEFINE4 6,800 0 98,250
SEPRACOR 81731510 15.47 1,600 SH DEFINE2 0 0 1,600
81731510 1,186.51 122,700 SH DEFINE4 7,960 0 114,740
SEROLOGICALS CORP 81752310 9,520.18 865,471 SH DEFINE2 585,770 0 279,701
81752310 6,858.97 623,543 SH DEFINE4 1,943 0 621,600
SERVICE CORP INTL 81756510 2,780.27 837,431 SH DEFINE2 389,049 0 448,382
81756510 91,210.26 27,472,97SH DEFINE4 618,452 0 26,854,519
SERVICEMASTER COMPANY 81760N10 22,030.69 1,984,747SH DEFINE2 557,777 0 1,426,970
81760N10 49,345.66 4,445,555SH DEFINE4 398,059 0 4,047,496
7-ELEVEN INC 81782620 0.00 0 SH DEFINE2 0 0 0
81782620 418.80 55,840 SH DEFINE4 3,600 0 52,240
SHARPER IMAGE CORP 82001310 0.00 0 SH DEFINE2 0 0 0
82001310 1,654.80 94,940 SH DEFINE4 6,180 0 88,760
SHAW GROUP INC 82028010 422.90 25,708 SH DEFINE2 108 0 25,600
82028010 1,132.58 68,850 SH DEFINE4 4,270 0 64,580
SHAW COMMUNIC-B 82028K20 69.90 6,800 SH DEFINE2 0 0 6,800
82028K20 0.00 0 SH DEFINE4 0 0 0
SHELL TRANSPORT AND TRADING 82270360 23.16 595 SH DEFINE2 0 0 595
82270360 770.86 19,806 SH DEFINE4 0 0 19,806
SHERWIN WILLIAMS CO 82434810 2,641.52 93,505 SH DEFINE2 31,355 0 62,150
82434810 5,144.38 182,102 SH DEFINE4 10,800 0 171,302
SHIRE PHARMACEUTICALS GRP-AD82481R10 4,021.40 212,885 SH DEFINE2 95,145 0 117,740
82481R10 62,148.63 3,290,028SH DEFINE4 219,392 0 3,070,636
SHOPKO STORES INC 82491110 96.45 7,747 SH DEFINE2 0 0 7,747
82491110 1,942.20 156,000 SH DEFINE4 10,000 0 146,000
SHUFFLE MASTER INC 82554910 5,735.77 300,145 SH DEFINE2 227,765 0 72,380
82554910 365.00 19,100 SH DEFINE4 0 0 19,100
SIBNEFT-ADR 82573110 0.00 0 SH DEFINE2 0 0 0
82573110 166.14 7,800 SH DEFINE4 0 0 7,800
SICOR INC 82584610 0.00 0 SH DEFINE2 0 0 0
82584610 94.31 5,950 SH DEFINE4 0 0 5,950
SIEBEL SYSTEMS INC 82617010 3,660.16 494,616 SH DEFINE2 46,200 0 448,416
82617010 50.52 6,827 SH DEFINE4 500 0 6,327
SIERRA HEALTH SERVICES 82632210 6,601.43 549,661 SH DEFINE2 323,720 0 225,941
82632210 5,776.69 480,990 SH DEFINE4 11,450 0 469,540
SIERRA PACIFIC RESOURCES 82642810 13,534.38 2,082,212SH DEFINE2 1,151,143 0 931,069
82642810 57,417.56 8,833,471SH DEFINE4 545,806 0 8,287,665
SIGMA ALDRICH CORP 82655210 990.61 20,341 SH DEFINE2 41 0 20,300
82655210 0.00 0 SH DEFINE4 0 0 0
SILICON LABORATORIES INC 82691910 15,319.06 802,886 SH DEFINE2 441,441 0 361,445
82691910 77,615.36 4,067,891SH DEFINE4 154,770 0 3,913,121
SILGAN HOLDINGS 82704810 0.00 0 SH DEFINE2 0 0 0
82704810 456.58 18,500 SH DEFINE4 1,180 0 17,320
SILICON GRAPHICS 82705610 0.00 0 SH DEFINE2 0 0 0
82705610 117.22 85,561 SH DEFINE4 0 0 85,561
SILICON IMAGE INC 82705T10 4,237.08 706,180 SH DEFINE2 344,850 0 361,330
82705T10 232.20 38,700 SH DEFINE4 0 0 38,700
SIMMONS FIRST -A 82873020 27.34 746 SH DEFINE2 0 0 746
82873020 0.00 0 SH DEFINE4 0 0 0
SIMON PROPERTY GROUP INC REI82880610 1,839.78 54,000 SH DEFINE2 800 0 53,200
82880610 13,744.91 403,432 SH DEFINE4 0 0 403,432
SINCLAIR BROADCAST GROUP INC82922610 15,723.07 1,351,941SH DEFINE2 802,812 0 549,129
82922610 33,674.85 2,895,516SH DEFINE4 276,722 0 2,618,794
SITEL CORP 82980K10 14.79 12,327 SH DEFINE2 0 0 12,327
82980K10 0.00 0 SH DEFINE4 0 0 0
SKY FINANCIAL GROUP INC 83080P10 0.00 0 SH DEFINE2 0 0 0
83080P10 1,438.70 72,260 SH DEFINE4 4,610 0 67,650
SKYWORKS SOLUTIONS INC 83088M10 7,485.31 868,365 SH DEFINE2 518,665 0 349,700
83088M10 30,820.97 3,575,519SH DEFINE4 22,185 0 3,553,334
SKILLSOFT PLC -ADR 83092810 0.00 0 SH DEFINE2 0 0 0
83092810 424.43 154,338 SH DEFINE4 10,100 0 144,238
SMITH A.O. CORP 83186520 1.84 68 SH DEFINE2 0 0 68
83186520 0.00 0 SH DEFINE4 0 0 0
SMITH INTERNATIONAL INC 83211010 10,575.50 324,203 SH DEFINE2 125,100 0 199,103
83211010 103,577.14 3,175,265SH DEFINE4 74,000 0 3,101,265
SMITHFIELD FOODS INC 83224810 3.67 185 SH DEFINE2 0 0 185
83224810 0.00 0 SH DEFINE4 0 0 0
JM SMUCKER CO 83269640 30.37 763 SH DEFINE2 280 0 483
83269640 0.00 0 SH DEFINE4 0 0 0
SMURFIT-STONE CONTAINER CORP83272710 11,437.45 743,126 SH DEFINE2 330,860 0 412,266
83272710 204,119.21 13,262,24SH DEFINE4 761,859 0 12,500,386
SNAP-ON INC 83303410 465.22 16,550 SH DEFINE2 0 0 16,550
83303410 0.00 0 SH DEFINE4 0 0 0
SOC GENERALE-ADR 83364L10 10.45 897 SH DEFINE2 0 0 897
83364L10 467.06 40,098 SH DEFINE4 0 0 40,098
SOLECTRON CORP 83418210 10,312.58 2,904,951SH DEFINE2 813,743 0 2,091,208
83418210 117,181.56 33,008,88SH DEFINE4 1,007,991 0 32,000,898
SOLUTIA INC-WT09 144A P/P 83437612 0.00 990 SH DEFINE2 430 0 560
83437612 0.01 11,710 SH DEFINE4 0 0 11,710
SOMERA COMM INC 83445810 0.00 0 SH DEFINE2 0 0 0
83445810 447.66 165,800 SH DEFINE4 10,900 0 154,900
SONIC INC 83545110 0.00 0 SH DEFINE2 0 0 0
83545110 494.63 24,140 SH DEFINE4 1,590 0 22,550
SONIC AUTOMOTIVE INC. 83545G10 10,740.85 722,317 SH DEFINE2 453,850 0 268,467
83545G10 4,957.21 333,370 SH DEFINE4 1,300 0 332,070
SONIC BLUE INC 83546Q10 0.00 0 SH DEFINE2 0 0 0
83546Q10 145.98 324,401 SH DEFINE4 0 0 324,401
SONICWALL INC 83547010 48.77 13,434 SH DEFINE2 0 0 13,434
83547010 0.00 0 SH DEFINE4 0 0 0
SONOCO PRODUCTS CO 83549510 1,665.66 72,641 SH DEFINE2 62,070 0 10,571
83549510 33,352.46 1,454,534SH DEFINE4 103,405 0 1,351,129
SONY CORP-ADR 83569930 8.18 198 SH DEFINE2 0 0 198
83569930 499.82 12,099 SH DEFINE4 0 0 12,099
SOUND FEDERAL 83607T10 3,118.36 103,600 SH DEFINE2 82,550 0 21,050
83607T10 207.69 6,900 SH DEFINE4 0 0 6,900
SOUTH JERSEY INDUSTRIES 83851810 693.42 21,000 SH DEFINE2 0 0 21,000
83851810 2,542.54 77,000 SH DEFINE4 0 0 77,000
SOUTHERN COMPANY 84258710 6,217.64 219,008 SH DEFINE2 8,720 0 210,288
84258710 18,322.91 645,400 SH DEFINE4 0 0 645,400
SOUTHTRUST CORP 84473010 9,763.47 392,896 SH DEFINE2 83,415 0 309,481
84473010 60,042.82 2,416,210SH DEFINE4 113,635 0 2,302,575
SOUTHWEST AIRLINES CO 84474110 67,805.46 4,878,091SH DEFINE2 1,891,749 0 2,986,342
84474110 178,738.22 12,858,86SH DEFINE4 566,393 0 12,292,472
SOUTHWESTERN ENERGY CO 84546710 3,568.62 311,670 SH DEFINE2 190,170 0 121,500
84546710 1,814.02 158,430 SH DEFINE4 10,140 0 148,290
SOVEREIGN BANCORP INC 84590510 7,976.97 567,756 SH DEFINE2 191,686 0 376,070
84590510 114,191.24 8,127,491SH DEFINE4 440,712 0 7,686,779
SPARTAN MOTORS 84681910 0.00 0 SH DEFINE2 0 0 0
84681910 392.27 34,470 SH DEFINE4 2,230 0 32,240
SPECIALTY LABS 84749R10 0.00 0 SH DEFINE2 0 0 0
84749R10 445.42 46,110 SH DEFINE4 2,970 0 43,140
SPINNAKER EXPLORATION CO 84855W10 1.61 73 SH DEFINE2 0 0 73
84855W10 0.00 0 SH DEFINE4 0 0 0
SPRINT CORP (FON GROUP) 85206110 10,702.41 739,117 SH DEFINE2 175,678 0 563,439
85206110 180,270.98 12,449,65SH DEFINE4 347,845 0 12,101,808
SPRINT CORP (PCS GROUP) 85206150 1,240.85 283,300 SH DEFINE2 0 0 283,300
85206150 0.00 0 SH DEFINE4 0 0 0
SS&C TECH INC 85227Q10 45.64 4,285 SH DEFINE2 0 0 4,285
85227Q10 323.47 30,370 SH DEFINE4 1,590 0 28,780
STAGE STORES INC 85254C30 19.78 940 SH DEFINE2 0 0 940
85254C30 0.00 0 SH DEFINE4 0 0 0
STANCORP FINANCIAL GROUP 85289110 20,526.92 420,203 SH DEFINE2 248,108 0 172,095
85289110 9,591.70 196,350 SH DEFINE4 300 0 196,050
STANDARD COMML 85325810 0.00 0 SH DEFINE2 0 0 0
85325810 1,079.23 257,727 SH DEFINE4 0 0 257,727
STANDARD MICROSY 85362610 15.58 800 SH DEFINE2 0 0 800
85362610 0.00 0 SH DEFINE4 0 0 0
STANDARD REGISTER CO 85388710 8,840.16 491,120 SH DEFINE2 201,500 0 289,620
85388710 8,916.12 495,340 SH DEFINE4 8,800 0 486,540
STANLEY WORKS 85461610 895.62 25,900 SH DEFINE2 900 0 25,000
85461610 0.00 0 SH DEFINE4 0 0 0
STAPLES INC 85503010 57,614.97 3,148,359SH DEFINE2 1,378,687 0 1,769,672
85503010 195,236.70 10,668,67SH DEFINE4 472,872 0 10,195,800
STARBUCKS CORP 85524410 23,379.30 1,147,169SH DEFINE2 508,684 0 638,485
85524410 219,930.87 10,791,50SH DEFINE4 632,750 0 10,158,755
STARTEK INC 85569C10 0.00 0 SH DEFINE2 0 0 0
85569C10 587.60 21,290 SH DEFINE4 1,390 0 19,900
STATE AUTO FINL CORP 85570710 6,777.96 437,288 SH DEFINE2 256,130 0 181,158
85570710 3,444.10 222,200 SH DEFINE4 0 0 222,200
STARWOOD HOTELS & RESORTS WO85590A20 1,408.38 59,325 SH DEFINE2 2,500 0 56,825
85590A20 315.08 13,272 SH DEFINE4 240 0 13,032
STATE STREET CORP 85747710 23,207.15 595,055 SH DEFINE2 207,208 0 387,847
85747710 66,907.62 1,715,580SH DEFINE4 104,200 0 1,611,380
STATEN ISLAND BA 85755010 0.00 0 SH DEFINE2 0 0 0
85755010 2,028.10 100,700 SH DEFINE4 6,200 0 94,500
STATION CASINOS INC 85768910 5,598.51 316,300 SH DEFINE2 228,300 0 88,000
85768910 11,345.70 641,000 SH DEFINE4 0 0 641,000
THE STEAK N SHAKE COMPANY 85787310 8.98 898 SH DEFINE2 0 0 898
85787310 0.00 0 SH DEFINE4 0 0 0
STEEL DYNAMICS INC 85811910 6,998.43 581,748 SH DEFINE2 340,550 0 241,198
85811910 2,897.43 240,850 SH DEFINE4 0 0 240,850
STEEL TECH INC 85814710 114.79 6,768 SH DEFINE2 0 0 6,768
85814710 0.00 0 SH DEFINE4 0 0 0
STEIN MART INC 85837510 293.41 48,100 SH DEFINE2 0 0 48,100
85837510 0.00 0 SH DEFINE4 0 0 0
STERLING BANCSHARES INC 85890710 16,926.47 1,385,145SH DEFINE2 836,555 0 548,590
85890710 7,829.72 640,730 SH DEFINE4 7,930 0 632,800
STERICYCLE INC 85891210 2,952.96 91,200 SH DEFINE2 45,700 0 45,500
85891210 10,939.57 337,860 SH DEFINE4 30,900 0 306,960
STERIS CORP 85915210 9,628.05 397,033 SH DEFINE2 184,194 0 212,839
85915210 64,281.49 2,650,783SH DEFINE4 81,919 0 2,568,864
STERLING BANCORP 85915810 0.00 0 SH DEFINE2 0 0 0
85915810 236.56 8,988 SH DEFINE4 600 0 8,388
STEWART AND STEVENSON SERVIC86034210 1,032.22 73,000 SH DEFINE2 31,700 0 41,300
86034210 0.00 0 SH DEFINE4 0 0 0
STEWART ENTERPRISES INC CL A86037010 11,356.31 2,038,469SH DEFINE2 1,199,010 0 839,459
86037010 6,893.00 1,237,300SH DEFINE4 0 0 1,237,300
STEWART INFORMATION 86037210 94.12 4,400 SH DEFINE2 0 0 4,400
86037210 1,463.08 68,400 SH DEFINE4 4,380 0 64,020
STILWELL FINANCIAL INC 86083110 1,698.37 129,944 SH DEFINE2 47,578 0 82,366
86083110 3,275.34 250,600 SH DEFINE4 0 0 250,600
STONE ENERGY CORP 86164210 0.03 1 SH DEFINE2 1 0 0
86164210 2,154.72 64,590 SH DEFINE4 4,180 0 60,410
STONERIDGE INC 86183P10 117.66 9,887 SH DEFINE2 0 0 9,887
86183P10 0.00 0 SH DEFINE4 0 0 0
STORAGE TECHNOLOGY CORP 86211120 320.57 14,966 SH DEFINE2 486 0 14,480
86211120 2,383.40 111,270 SH DEFINE4 6,770 0 104,500
STRAYER EDUCATION INC 86323610 6,828.13 118,750 SH DEFINE2 84,460 0 34,290
86323610 385.25 6,700 SH DEFINE4 0 0 6,700
STRIDE RITE CORP 86331410 59.51 8,300 SH DEFINE2 0 0 8,300
86331410 0.00 0 SH DEFINE4 0 0 0
STRYKER CORP 86366710 6,405.73 95,437 SH DEFINE2 1,537 0 93,900
86366710 106,800.00 1,591,180SH DEFINE4 49,700 0 1,541,480
STUDENT LN CORP 86390210 0.00 0 SH DEFINE2 0 0 0
86390210 1,010.27 10,330 SH DEFINE4 670 0 9,660
STURM RUGER AND COMPANY INC 86415910 0.00 0 SH DEFINE2 0 0 0
86415910 226.81 23,700 SH DEFINE4 1,500 0 22,200
SUN MICRO SYSTEMS 86681010 5,100.47 1,640,021SH DEFINE2 291,890 0 1,348,131
86681010 85,198.99 27,395,17SH DEFINE4 666,080 0 26,729,095
SUN HEALTHCARE GROUP-WT 86693311 0.00 5,820 SH DEFINE2 0 0 5,820
86693311 0.01 55,392 SH DEFINE4 0 0 55,392
SUN HEALTHCARE GROUP INC-W/I86693340 3.23 2,326 SH DEFINE2 0 0 2,326
86693340 30.79 22,149 SH DEFINE4 0 0 22,149
SUNGARD DATA SYSTEMS INC 86736310 21,944.35 931,424 SH DEFINE2 375,217 0 556,207
86736310 195,569.35 8,300,906SH DEFINE4 361,990 0 7,938,916
SUNOCO INC 86764P10 885.91 26,700 SH DEFINE2 0 0 26,700
86764P10 2,226.38 67,100 SH DEFINE4 0 0 67,100
SUNRISE ASSISTED LIVING INC 86768K10 10,385.65 417,262 SH DEFINE2 248,220 0 169,042
86768K10 5,054.66 203,080 SH DEFINE4 0 0 203,080
SUNTRUST BANKS INC 86791410 7,572.64 133,040 SH DEFINE2 8,082 0 124,958
86791410 70,879.40 1,245,246SH DEFINE4 78,188 0 1,167,058
SUPERVALU INC 86853610 808.16 48,950 SH DEFINE2 0 0 48,950
86853610 5,354.48 324,318 SH DEFINE4 6,399 0 317,919
SURGUTNEFTEGAZ-SP ADR 86886120 3,793.53 248,756 SH DEFINE2 0 0 248,756
86886120 1,349.02 88,460 SH DEFINE4 41,450 0 47,010
SURMODICS INC 86887310 5,628.59 196,255 SH DEFINE2 149,135 0 47,120
86887310 338.42 11,800 SH DEFINE4 0 0 11,800
SYBASE INC 87113010 3.20 239 SH DEFINE2 0 0 239
87113010 32.80 2,448 SH DEFINE4 0 0 2,448
SYBRON DENTAL SPECIALTIES 87114210 585.03 39,396 SH DEFINE2 39,283 0 113
87114210 11,505.42 774,776 SH DEFINE4 129,000 0 645,776
SYMANTEC CORP 87150310 7,905.93 195,160 SH DEFINE2 25,255 0 169,905
87150310 232,510.89 5,739,592SH DEFINE4 186,521 0 5,553,071
SYMBOL TECHNOLOGIES INC 87150810 2,939.41 357,592 SH DEFINE2 141,608 0 215,984
87150810 28,205.53 3,431,330SH DEFINE4 59,930 0 3,371,400
SYMMETRICOM INC 87154310 0.00 0 SH DEFINE2 0 0 0
87154310 944.90 223,910 SH DEFINE4 14,700 0 209,210
SYNAPTICS INC 87157D10 5,297.28 697,010 SH DEFINE2 395,550 0 301,460
87157D10 251.94 33,150 SH DEFINE4 0 0 33,150
SYNCOR INTL CORP 87157J10 0.00 0 SH DEFINE2 0 0 0
87157J10 21.68 782 SH DEFINE4 0 0 782
SYNOPSYS INC 87160710 1,702.94 36,900 SH DEFINE2 0 0 36,900
87160710 22,649.96 490,790 SH DEFINE4 13,090 0 477,700
SYNOVUS FINANCIAL CORP 87161C10 3,991.10 205,727 SH DEFINE2 45,454 0 160,273
87161C10 62,517.18 3,222,535SH DEFINE4 55,500 0 3,167,035
SYPRIS SOLUTIONS 87165510 4,046.75 396,352 SH DEFINE2 250,452 0 145,900
87165510 0.00 0 SH DEFINE4 0 0 0
SYSCO CORPORATION 87182910 9,697.24 325,520 SH DEFINE2 19,260 0 306,260
87182910 62,594.78 2,101,201SH DEFINE4 88,098 0 2,013,103
SYSTEMS AND COMPUTER TECHNOL87187310 0.00 0 SH DEFINE2 0 0 0
87187310 30.70 3,570 SH DEFINE4 0 0 3,570
TCF FINANCIAL CORP 87227510 17,562.51 401,980 SH DEFINE2 176,618 0 225,362
87227510 217,536.22 4,979,085SH DEFINE4 78,166 0 4,900,919
TDC A/S-SP ADR 87236N10 0.00 0 SH DEFINE2 0 0 0
87236N10 0.04 3 SH DEFINE4 0 0 3
TECO ENERGY INC 87237510 770.41 49,800 SH DEFINE2 0 0 49,800
87237510 2,475.20 160,000 SH DEFINE4 0 0 160,000
THE TJX COMPANIES INC 87254010 177,982.89 9,117,976SH DEFINE2 3,827,691 0 5,290,285
87254010 744,207.94 38,125,40SH DEFINE4 1,677,263 0 36,448,144
TMP WORLDWIDE INC 87294110 903.67 79,900 SH DEFINE2 0 0 79,900
87294110 0.00 0 SH DEFINE4 0 0 0
TTM TECHNOLOGIES 87305R10 46.91 14,175 SH DEFINE2 14,175 0 0
87305R10 0.00 0 SH DEFINE4 0 0 0
TXU CORPORATION 87316810 2,737.72 146,559 SH DEFINE2 3,405 0 143,154
87316810 66,069.42 3,536,907SH DEFINE4 47,391 0 3,489,516
TAKE-TWO INTERACTIVE SOFTWAR87405410 330.36 14,064 SH DEFINE2 0 0 14,064
87405410 2,763.13 117,630 SH DEFINE4 7,600 0 110,030
TALBOTS INC 87416110 561.61 20,400 SH DEFINE2 0 0 20,400
87416110 19,726.79 716,556 SH DEFINE4 20,895 0 695,661
TALISMAN ENERGY INC 87425E10 16,231.61 448,759 SH DEFINE2 149,787 0 298,972
87425E10 22,251.78 615,200 SH DEFINE4 25,500 0 589,700
TALX CORP 87491810 0.00 0 SH DEFINE2 0 0 0
87491810 1,024.56 79,300 SH DEFINE4 5,200 0 74,100
TARGET CORP 87612E10 32,819.22 1,093,974SH DEFINE2 267,024 0 826,950
87612E10 170,919.96 5,697,332SH DEFINE4 289,385 0 5,407,947
TECH DATA CORP 87823710 1,183.52 43,899 SH DEFINE2 31,199 0 12,700
87823710 4,440.31 164,700 SH DEFINE4 0 0 164,700
TECHNE CORP 87837710 57.39 2,009 SH DEFINE2 0 0 2,009
87837710 247.11 8,650 SH DEFINE4 50 0 8,600
TECUMSEH PRODUCTS CO CLASS A87889520 0.00 0 SH DEFINE2 0 0 0
87889520 1,082.95 24,540 SH DEFINE4 1,570 0 22,970
TEKELEC 87910110 0.00 0 SH DEFINE2 0 0 0
87910110 1,391.94 133,200 SH DEFINE4 8,100 0 125,100
TEKTRONIX INC 87913110 447.47 24,600 SH DEFINE2 0 0 24,600
87913110 0.00 0 SH DEFINE4 0 0 0
TELE NORTE LESTE PARTICIPAC 87924610 3,722.66 506,484 SH DEFINE2 0 0 506,484
87924610 1,320.69 179,686 SH DEFINE4 83,586 0 96,100
TELEDYNE TECHNOLOGIES INC 87936010 6,751.56 430,584 SH DEFINE2 263,748 0 166,836
87936010 16,450.19 1,049,119SH DEFINE4 119,700 0 929,419
TELEFONOS DE MEXICO S A SER 87940378 309,632.76 9,682,075SH DEFINE2 4,604,369 0 5,077,706
87940378 185,074.66 5,787,200SH DEFINE4 571,817 0 5,215,383
TELEPHONE AND DATA SYSTEMS 87943310 1,966.85 41,830 SH DEFINE2 23,880 0 17,950
87943310 18,989.50 403,860 SH DEFINE4 6,860 0 397,000
TELEX COMMUNICAT 87956911 0.00 28 SH DEFINE2 0 0 28
87956911 0.00 0 SH DEFINE4 0 0 0
TELEX COMMUNICATIONS INC 87956990 0.00 8,925 SH DEFINE2 2,125 0 6,800
87956990 0.00 250,266 SH DEFINE4 0 0 250,266
TELLABS INC 87966410 1,314.67 180,835 SH DEFINE2 5,000 0 175,835
87966410 241.36 33,200 SH DEFINE4 2,500 0 30,700
TELUS CORP-N VTG 87971M20 117.42 11,400 SH DEFINE2 0 0 11,400
87971M20 0.00 0 SH DEFINE4 0 0 0
TEMPLE INLAND INC 87986810 730.40 16,300 SH DEFINE2 1,000 0 15,300
87986810 0.00 0 SH DEFINE4 0 0 0
TELETECH HOLDINGS INC 87993910 0.00 0 SH DEFINE2 0 0 0
87993910 475.53 65,500 SH DEFINE4 4,200 0 61,300
TENET HEALTHCARE CORPORATION88033G10 2,492.13 151,959 SH DEFINE2 5,725 0 146,234
88033G10 252.67 15,407 SH DEFINE4 4,300 0 11,107
TERADYNE INC 88077010 7,936.15 610,004 SH DEFINE2 258,051 0 351,953
88077010 71,583.88 5,502,220SH DEFINE4 241,500 0 5,260,720
TESCO PLC-ADR 88157530 9.61 1,026 SH DEFINE2 0 0 1,026
88157530 345.59 36,882 SH DEFINE4 0 0 36,882
TEVA PHARMACEUTICAL-SP ADR 88162420 73,062.51 1,892,321SH DEFINE2 794,788 0 1,097,533
88162420 87,194.74 2,258,346SH DEFINE4 222,640 0 2,035,706
TETRA TECH INC 88162G10 97.60 8,000 SH DEFINE2 0 0 8,000
88162G10 1,545.74 126,700 SH DEFINE4 8,300 0 118,400
TEXAS INDS INC 88249110 3,770.49 155,164 SH DEFINE2 89,990 0 65,174
88249110 8,281.56 340,805 SH DEFINE4 0 0 340,805
TEXAS INSTRUMENTS INC 88250810 16,852.61 1,122,759SH DEFINE2 383,548 0 739,211
88250810 57,978.63 3,862,667SH DEFINE4 380,455 0 3,482,212
TEXAS REGL BANCSHARES INC 88267310 2.67 75 SH DEFINE2 0 0 75
88267310 495.44 13,940 SH DEFINE4 950 0 12,990
TEXTRON INC 88320310 3,222.96 74,970 SH DEFINE2 23,181 0 51,789
88320310 14,508.18 337,478 SH DEFINE4 4,054 0 333,424
THERAGENICS CORP 88337510 58.08 14,412 SH DEFINE2 0 0 14,412
88337510 237.77 59,000 SH DEFINE4 3,890 0 55,110
THERMO ELECTRON CORP 88355610 2,997.64 148,988 SH DEFINE2 58,090 0 90,898
88355610 22,163.47 1,101,564SH DEFINE4 180,300 0 921,264
THIRD WAVE.TECH P/P (PRIVATE8842TW9C 0.00 0 SH DEFINE2 0 0 0
8842TW9C 919.98 342,000 SH DEFINE4 0 0 342,000
THOMAS AND BETTS CORPORATION88431510 5,612.39 332,094 SH DEFINE2 188,490 0 143,604
88431510 2,043.21 120,900 SH DEFINE4 0 0 120,900
THOR INDUSTRIES INC 88516010 0.00 0 SH DEFINE2 0 0 0
88516010 1,682.59 48,870 SH DEFINE4 3,130 0 45,740
3COM CORP 88553510 958.41 207,000 SH DEFINE2 0 0 207,000
88553510 0.00 0 SH DEFINE4 0 0 0
3D SYSTEMS CORPORATION 88554D20 2,713.89 347,935 SH DEFINE2 279,135 0 68,800
88554D20 0.00 0 SH DEFINE4 0 0 0
3M CO 88579Y10 97,362.49 789,639 SH DEFINE2 342,045 0 447,594
88579Y10 551,126.65 4,469,802SH DEFINE4 227,713 0 4,242,089
TIBCO SOFTWARE INC 88632Q10 993.74 160,800 SH DEFINE2 0 0 160,800
88632Q10 21,623.70 3,498,981SH DEFINE4 86,310 0 3,412,671
TICKETMASTER-B 88633P20 0.00 0 SH DEFINE2 0 0 0
88633P20 76.39 3,600 SH DEFINE4 300 0 3,300
TIDEWATER INC 88642310 1,629.17 52,385 SH DEFINE2 37,285 0 15,100
88642310 6,101.82 196,200 SH DEFINE4 0 0 196,200
TIERONE CORP 88650R10 4,279.67 282,300 SH DEFINE2 225,000 0 57,300
88650R10 281.98 18,600 SH DEFINE4 0 0 18,600
TIFFANY AND COMPANY 88654710 1,964.13 82,147 SH DEFINE2 29,147 0 53,000
88654710 3,677.36 153,800 SH DEFINE4 0 0 153,800
TIMBERLAND COMPANY CL A 88710010 58.29 1,637 SH DEFINE2 0 0 1,637
88710010 0.00 0 SH DEFINE4 0 0 0
TIMKEN COMPANY 88738910 0.86 45 SH DEFINE2 45 0 0
88738910 103.14 5,400 SH DEFINE4 400 0 5,000
TOO INC 89033310 381.02 16,200 SH DEFINE2 0 0 16,200
89033310 15,845.99 673,724 SH DEFINE4 0 0 673,724
TORCHMARK CORP 89102710 13,712.38 375,373 SH DEFINE2 23,335 0 352,038
89102710 22,051.04 603,642 SH DEFINE4 11,221 0 592,421
TORO COMPANY 89109210 129.46 2,026 SH DEFINE2 0 0 2,026
89109210 0.00 0 SH DEFINE4 0 0 0
TOTAL FINA ELF SA SPON ADR 89151E10 4,822.17 67,443 SH DEFINE2 49,261 0 18,182
89151E10 144,852.21 2,025,905SH DEFINE4 80,684 0 1,945,221
TOWER AUTOMOTIVE INC 89170710 3,733.18 829,596 SH DEFINE2 482,639 0 346,957
89170710 4,250.67 944,594 SH DEFINE4 0 0 944,594
TOWER AUTOMOTIVE P/P (PRIVAT8917079A 0.00 0 SH DEFINE2 0 0 0
8917079A 675.00 150,000 SH DEFINE4 0 0 150,000
TOWN & COUNTR TR 89208110 0.00 0 SH DEFINE2 0 0 0
89208110 1,203.76 57,050 SH DEFINE4 3,730 0 53,320
TOYOTA MOTOR CORP-SPON ADR 89233130 42.19 796 SH DEFINE2 300 0 496
89233130 1,186.25 22,382 SH DEFINE4 0 0 22,382
TOYS R US 89233510 628.00 62,800 SH DEFINE2 2,600 0 60,200
89233510 0.00 0 SH DEFINE4 0 0 0
TRANSACTION SYSTEMS ARCHITEC89341610 70.80 10,893 SH DEFINE2 0 0 10,893
89341610 228.15 35,100 SH DEFINE4 2,300 0 32,800
TRANSCANADA PIPELINES LTD 89352610 37.73 2,600 SH DEFINE2 2,600 0 0
89352610 0.00 0 SH DEFINE4 0 0 0
TRANSKARYOTIC THERAPIES INC 89373510 0.00 0 SH DEFINE2 0 0 0
89373510 102.66 10,370 SH DEFINE4 700 0 9,670
TRAVELCENTERS OF AMERICA WT 89417211 3.75 375 SH DEFINE2 150 0 225
89417211 156.87 15,687 SH DEFINE4 0 0 15,687
TRAVELERS PPTY-A 89420G10 2,865.68 195,610 SH DEFINE2 98,213 0 97,397
89420G10 67,014.37 4,574,360SH DEFINE4 74,952 0 4,499,408
TRAVELERS-B-W/I 89420G40 11,040.64 753,628 SH DEFINE2 112,247 0 641,381
89420G40 92,000.65 6,279,908SH DEFINE4 337,418 0 5,942,490
TREX CO INC 89531P10 0.00 0 SH DEFINE2 0 0 0
89531P10 578.57 16,390 SH DEFINE4 1,100 0 15,290
TRIAD HOSPITALS INC 89579K10 6,633.45 222,375 SH DEFINE2 92,620 0 129,755
89579K10 84,828.14 2,843,719SH DEFINE4 75,225 0 2,768,494
TRIBUNE CO 89604710 7,754.98 170,589 SH DEFINE2 27,625 0 142,964
89604710 17,383.90 382,400 SH DEFINE4 0 0 382,400
TRICO BANCSHARES 89609510 24.53 997 SH DEFINE2 0 0 997
89609510 102.58 4,170 SH DEFINE4 0 0 4,170
TRIMBLE NAVIGATION LTD 89623910 0.00 0 SH DEFINE2 0 0 0
89623910 547.94 43,870 SH DEFINE4 2,850 0 41,020
TRIMERIS INC 89626310 5,464.24 126,810 SH DEFINE2 96,680 0 30,130
89626310 8,911.87 206,820 SH DEFINE4 5,950 0 200,870
TRIQUINT SEMICONDUCTOR INC 89674K10 142.04 33,500 SH DEFINE2 0 0 33,500
89674K10 0.00 0 SH DEFINE4 0 0 0
TRIUMPH GROUP INC 89681810 624.33 19,547 SH DEFINE2 19,547 0 0
89681810 12,591.83 394,234 SH DEFINE4 63,774 0 330,460
TRIZEC PROPERTIES INC REIT 89687P10 14.09 1,500 SH DEFINE2 1,500 0 0
89687P10 0.00 0 SH DEFINE4 0 0 0
TROPICAL SPORTSWEAR INTL 89708P10 1,531.63 170,750 SH DEFINE2 101,263 0 69,487
89708P10 230.08 25,650 SH DEFINE4 0 0 25,650
TRUSTCO BANK CORP NY 89834910 0.00 0 SH DEFINE2 0 0 0
89834910 782.63 72,600 SH DEFINE4 4,700 0 67,900
TRUSTMARK CORP 89840210 6.15 259 SH DEFINE2 0 0 259
89840210 2,703.32 113,920 SH DEFINE4 7,190 0 106,730
TUESDAY MORNING 89903550 73.70 4,310 SH DEFINE2 0 0 4,310
89903550 318.74 18,640 SH DEFINE4 1,230 0 17,410
TUPPERWARE CORPORATION 89989610 9,889.27 655,787 SH DEFINE2 378,960 0 276,827
89989610 4,809.01 318,900 SH DEFINE4 0 0 318,900
TURNSTONE SYSTEMS INC 90042310 2,669.32 988,638 SH DEFINE2 589,650 0 398,988
90042310 1,295.60 479,850 SH DEFINE4 0 0 479,850
TYCO INTERNATIONAL LTD NEW 90212410 183,621.25 10,750,65SH DEFINE2 3,688,467 0 7,062,191
90212410 813,151.81 47,608,42SH DEFINE4 1,572,080 0 46,036,340
TYSON FOODS INC 90249410 4.73 422 SH DEFINE2 422 0 0
90249410 446.90 39,831 SH DEFINE4 2,954 0 36,877
UCBH HOLDINGS INC 90262T30 16,175.66 381,052 SH DEFINE2 237,192 0 143,860
90262T30 0.00 0 SH DEFINE4 0 0 0
UGI CORP 90268110 0.00 0 SH DEFINE2 0 0 0
90268110 196.67 5,260 SH DEFINE4 0 0 5,260
UICI 90273710 80.30 5,164 SH DEFINE2 0 0 5,164
90273710 0.00 0 SH DEFINE4 0 0 0
USB HOLDING CO 90291010 0.00 0 SH DEFINE2 0 0 0
90291010 459.85 25,980 SH DEFINE4 1,660 0 24,320
UST INC 90291110 1,601.30 47,900 SH DEFINE2 0 0 47,900
90291110 0.00 0 SH DEFINE4 0 0 0
US BANCORP 90297330 354,121.38 16,688,09SH DEFINE2 6,287,822 0 10,400,273
90297330 1,196,450.59 56,383,15SH DEFINE4 2,201,798 0 54,181,359
USA INTERACTIVE 90298410 16,546.52 721,925 SH DEFINE2 89,372 0 632,553
90298410 58,116.78 2,535,636SH DEFINE4 112,885 0 2,422,751
USG CORP 90329340 3.13 370 SH DEFINE2 0 0 370
90329340 697.80 82,580 SH DEFINE4 5,270 0 77,310
USEC INC 90333E10 0.00 0 SH DEFINE2 0 0 0
90333E10 1,748.81 290,500 SH DEFINE4 18,400 0 272,100
US XPRESS ENTERP 90338N10 14.98 1,710 SH DEFINE2 0 0 1,710
90338N10 0.00 0 SH DEFINE4 0 0 0
US ONCOLOGY INC 90338W10 115.74 13,350 SH DEFINE2 0 0 13,350
90338W10 1,742.76 201,010 SH DEFINE4 12,870 0 188,140
UBIQUITEL INC WARRANT 144A P90347411 0.00 1,444 SH DEFINE2 440 0 1,004
90347411 0.00 42,524 SH DEFINE4 0 0 42,524
UMPQUA HOLDINGS 90421410 1,393.13 76,336 SH DEFINE2 46,573 0 29,763
90421410 340.55 18,660 SH DEFINE4 1,240 0 17,420
UNEXT.COM LLC CORP (PRIVATE)9044UX9B 0.00 0 SH DEFINE2 0 0 0
9044UX9B 375.00 125,000 SH DEFINE4 0 0 125,000
UNIFIED ENERGY SYSTEMS- SPON90468810 1,854.14 145,423 SH DEFINE2 0 0 145,423
90468810 644.12 50,519 SH DEFINE4 22,519 0 28,000
UNILAB CORPORATION 90476320 228.75 12,500 SH DEFINE2 0 0 12,500
90476320 0.00 0 SH DEFINE4 0 0 0
UNILEVER N V - NY SHARES 90478470 1,103.75 17,886 SH DEFINE2 0 0 17,886
90478470 61,418.11 995,270 SH DEFINE4 18,254 0 977,016
UNION PACIFIC CORP 90781810 85,509.57 1,428,254SH DEFINE2 628,509 0 799,745
90781810 412,979.43 6,897,936SH DEFINE4 275,328 0 6,622,608
UNION PLANTERS CORP 90806810 1,590.67 56,527 SH DEFINE2 290 0 56,237
90806810 2,176.71 77,353 SH DEFINE4 3,753 0 73,600
UNIONBANCAL CORPORATION 90890610 177.97 4,532 SH DEFINE2 132 0 4,400
90890610 471.24 12,000 SH DEFINE4 900 0 11,100
UNISOURCE ENERGY CORP HLD CO90920510 0.00 0 SH DEFINE2 0 0 0
90920510 1,298.13 75,080 SH DEFINE4 4,790 0 70,290
UNISYS CORPORATION 90921410 1,495.89 151,100 SH DEFINE2 3,400 0 147,700
90921410 0.00 0 SH DEFINE4 0 0 0
UNITED COMMTY FI 90983910 47.14 5,450 SH DEFINE2 0 0 5,450
90983910 0.00 0 SH DEFINE4 0 0 0
UNITED DEFENSE I 91018B10 5,814.42 249,546 SH DEFINE2 142,906 0 106,640
91018B10 11,990.83 514,628 SH DEFINE4 59,811 0 454,817
UNITED MICROELECTRONICS-ADR 91087320 1,100.23 327,450 SH DEFINE2 327,450 0 0
91087320 0.00 0 SH DEFINE4 0 0 0
UNITED NATURAL 91116310 2,897.51 114,300 SH DEFINE2 91,000 0 23,300
91116310 190.13 7,500 SH DEFINE4 0 0 7,500
UNITED ONLINE INC 91126810 159.41 10,000 SH DEFINE2 0 0 10,000
91126810 1,316.41 82,580 SH DEFINE4 5,270 0 77,310
UNITED O/S B-ADR 91127130 12.99 955 SH DEFINE2 0 0 955
91127130 573.51 42,151 SH DEFINE4 0 0 42,151
UNITED PARCEL SERVICE-CL B 91131210 20,068.90 318,150 SH DEFINE2 1,500 0 316,650
91131210 0.00 0 SH DEFINE4 0 0 0
UNITED RENTALS INC 91136310 1.81 168 SH DEFINE2 0 0 168
91136310 0.00 0 SH DEFINE4 0 0 0
UNITED STATE CELLULAR CORP 91168410 426.72 17,055 SH DEFINE2 0 0 17,055
91168410 5,215.42 208,450 SH DEFINE4 0 0 208,450
UNITED STATES STEEL CORP SED91290910 547.27 41,713 SH DEFINE2 91 0 41,622
91290910 3,138.96 239,250 SH DEFINE4 1,200 0 238,050
UNITED STATIONERS INC 91300410 6,496.07 225,550 SH DEFINE2 133,310 0 92,240
91300410 0.00 0 SH DEFINE4 0 0 0
UNITED TECHNOLOGIES CORP 91301710 14,630.17 236,199 SH DEFINE2 8,247 0 227,952
91301710 223,699.84 3,611,557SH DEFINE4 98,058 0 3,513,499
UNITEDHEALTH GROUP INC 91324P10 144,085.51 1,725,575SH DEFINE2 503,788 0 1,221,787
91324P10 528,344.58 6,327,480SH DEFINE4 266,166 0 6,061,314
UNIVERSAL COMPRESSION HOLDIN91343110 11,192.14 585,057 SH DEFINE2 339,550 0 245,507
91343110 5,932.21 310,100 SH DEFINE4 0 0 310,100
UNIVERSAL ELECTRONICS INC 91348310 105.14 10,795 SH DEFINE2 10,775 0 20
91348310 0.00 0 SH DEFINE4 0 0 0
UNIVERSAL STAINL 91383710 2,769.57 457,780 SH DEFINE2 280,580 0 177,200
91383710 0.00 0 SH DEFINE4 0 0 0
UNIVERSAL HEALTH SERVICES CL91390310 13,517.55 299,724 SH DEFINE2 143,419 0 156,305
91390310 110,176.14 2,442,930SH DEFINE4 134,134 0 2,308,796
UNIVISION COMMUNICATIONS INC91490610 2,219.70 90,600 SH DEFINE2 0 0 90,600
91490610 19,885.13 811,638 SH DEFINE4 15,530 0 796,108
UNOCAL CORP 91528910 14,218.02 464,945 SH DEFINE2 172,539 0 292,406
91528910 244,157.66 7,984,227SH DEFINE4 277,477 0 7,706,750
UNOVA INC 91529B10 28.20 4,700 SH DEFINE2 0 0 4,700
91529B10 2,147.88 357,980 SH DEFINE4 22,830 0 335,150
UNUMPROVIDENT CORP 91529Y10 3,375.12 192,424 SH DEFINE2 65,361 0 127,063
91529Y10 38,553.22 2,198,017SH DEFINE4 35,438 0 2,162,579
USFREIGHTWAYS CORPORATION 91690610 10,887.40 378,692 SH DEFINE2 165,429 0 213,263
91690610 9,907.14 344,596 SH DEFINE4 56,300 0 288,296
VCA ANTECH INC 91819410 4,558.50 303,900 SH DEFINE2 242,250 0 61,650
91819410 305.25 20,350 SH DEFINE4 0 0 20,350
V F CORP 91820410 2,161.85 59,968 SH DEFINE2 2,987 0 56,981
91820410 30,299.95 840,498 SH DEFINE4 26,030 0 814,468
VALASSIS COMMUNICATIONS INC 91886610 497.57 16,907 SH DEFINE2 14,460 0 2,447
91886610 9,968.38 338,715 SH DEFINE4 23,894 0 314,821
VALENCE TECHNOLOGY INC 91891410 28.10 21,125 SH DEFINE2 21,125 0 0
91891410 0.00 0 SH DEFINE4 0 0 0
VALERO ENERGY CORP 91913Y10 2,356.77 63,800 SH DEFINE2 37,600 0 26,200
91913Y10 8,909.59 241,191 SH DEFINE4 0 0 241,191
VALMONT INDUSTRIES 92025310 33.17 1,710 SH DEFINE2 0 0 1,710
92025310 0.00 0 SH DEFINE4 0 0 0
VALUE CITY DEPARTMENT STORES92038710 7.91 4,324 SH DEFINE2 0 0 4,324
92038710 0.00 0 SH DEFINE4 0 0 0
VARCO INTERNATIONAL INC 92212210 8,113.65 466,302 SH DEFINE2 281,301 0 185,001
92212210 31,622.39 1,817,379SH DEFINE4 0 0 1,817,379
VARIAN SEMICONDUCTOR EQUIPME92220710 503.73 21,200 SH DEFINE2 0 0 21,200
92220710 14,192.21 597,290 SH DEFINE4 1,140 0 596,150
VARIAN MEDICAL SYSTEMS INC 92220P10 4,070.77 82,072 SH DEFINE2 14,772 0 67,300
92220P10 117,005.16 2,358,975SH DEFINE4 33,419 0 2,325,556
VAST SOLUTIONS INC CL B1 92237T10 0.00 0 SH DEFINE2 0 0 0
92237T10 25.30 50,609 SH DEFINE4 0 0 50,609
VAST SOLUTIONS INC CL B2 92237T20 0.00 0 SH DEFINE2 0 0 0
92237T20 25.30 50,609 SH DEFINE4 0 0 50,609
VAST SOLUTIONS INC CL B3 92237T30 0.00 0 SH DEFINE2 0 0 0
92237T30 25.30 50,609 SH DEFINE4 0 0 50,609
VECTREN CORP 92240G10 144.44 6,280 SH DEFINE2 82 0 6,198
92240G10 0.00 0 SH DEFINE4 0 0 0
VECTOR GROUP LTD 92240M10 0.00 0 SH DEFINE2 0 0 0
92240M10 771.16 66,365 SH DEFINE4 4,300 0 62,065
VENTIV HEALTH INC 92279310 34.57 17,372 SH DEFINE2 0 0 17,372
92279310 0.00 0 SH DEFINE4 0 0 0
VERADO HLDGS INC WARRANT 14492335X11 0.01 680 SH DEFINE2 230 0 450
92335X11 0.34 33,900 SH DEFINE4 0 0 33,900
VERITAS SOFTWARE CO 92343610 3,462.47 221,669 SH DEFINE2 2,000 0 219,669
92343610 18,906.32 1,210,392SH DEFINE4 31,440 0 1,178,952
VERISIGN INC 92343E10 347.56 43,337 SH DEFINE2 0 0 43,337
92343E10 11,833.56 1,475,506SH DEFINE4 45,680 0 1,429,826
VERITAS DGC INC 92343P10 2,217.81 280,736 SH DEFINE2 158,160 0 122,576
92343P10 1,000.93 126,700 SH DEFINE4 0 0 126,700
VERIZON COMM 92343V10 100,390.05 2,590,711SH DEFINE2 671,785 0 1,918,926
92343V10 729,543.10 18,826,91SH DEFINE4 774,130 0 18,052,789
VERSATEL TELECOM WARRANT 92530112 0.00 0 SH DEFINE2 0 0 0
92530112 0.01 1,025 SH DEFINE4 0 0 1,025
VIACOM INC CLASS B 92552430 171,059.29 4,196,744SH DEFINE2 1,745,348 0 2,451,396
92552430 312,158.75 7,658,458SH DEFINE4 375,002 0 7,283,456
VIAD CORP 92552R10 2,865.05 128,190 SH DEFINE2 66,859 0 61,331
92552R10 29,777.98 1,332,348SH DEFINE4 214,684 0 1,117,664
VINTAGE PETROLEUM INC 92746010 18,599.12 1,762,950SH DEFINE2 733,000 0 1,029,950
92746010 11,661.97 1,105,400SH DEFINE4 5,200 0 1,100,200
VIRAGE LOGIC 92763R10 0.00 0 SH DEFINE2 0 0 0
92763R10 127.98 12,760 SH DEFINE4 800 0 11,960
VISHAY INTERTECHNOLOGY INC 92829810 0.00 0 SH DEFINE2 0 0 0
92829810 58.70 5,250 SH DEFINE4 300 0 4,950
VISTEON CORP 92839U10 1,576.47 226,505 SH DEFINE2 93,104 0 133,401
92839U10 12,590.33 1,808,956SH DEFINE4 300,500 0 1,508,456
VISTACARE INC-A 92839Y10 3,149.17 196,700 SH DEFINE2 128,300 0 68,400
92839Y10 206.53 12,900 SH DEFINE4 0 0 12,900
VITAL SIGNS INC 92846910 14,066.79 470,776 SH DEFINE2 196,276 0 274,500
92846910 7,472.99 250,100 SH DEFINE4 0 0 250,100
VITAL IMAGES INC 92846N10 0.00 0 SH DEFINE2 0 0 0
92846N10 328.30 36,600 SH DEFINE4 0 0 36,600
VITALWORKS INC 92848310 18.87 4,900 SH DEFINE2 0 0 4,900
92848310 670.79 174,230 SH DEFINE4 11,400 0 162,830
VITESSE SEMICONDUCTOR CORP 92849710 5.32 2,433 SH DEFINE2 0 0 2,433
92849710 0.00 0 SH DEFINE4 0 0 0
VIVENDI ENVI-ADR 92851710 10.28 441 SH DEFINE2 0 0 441
92851710 506.11 21,712 SH DEFINE4 0 0 21,712
VIVENDI UNIVERSAL - SP ADR 92851S20 57.85 3,600 SH DEFINE2 3,600 0 0
92851S20 30.90 1,923 SH DEFINE4 0 0 1,923
VODAFONE GRP-ADR 92857W10 33.09 1,826 SH DEFINE2 400 0 1,426
92857W10 1,086.29 59,950 SH DEFINE4 0 0 59,950
VIVACE P/P (PRIVATE) 9285VV9A 48.35 24,177 SH DEFINE2 0 0 24,177
9285VV9A 980.45 490,226 SH DEFINE4 618 0 489,608
VULCAN MATERIALS CO 92916010 2,183.14 58,217 SH DEFINE2 19,500 0 38,717
92916010 8,093.55 215,828 SH DEFINE4 2,050 0 213,778
WFS FINANCIAL 92923B10 0.00 0 SH DEFINE2 0 0 0
92923B10 22.58 1,080 SH DEFINE4 0 0 1,080
WCM CAPITAL INC 92924P20 0.00 0 SH DEFINE2 0 0 0
92924P20 4.38 3,500 SH DEFINE4 0 0 3,500
W HOLDING COMPANY INC 92925110 5,641.22 343,767 SH DEFINE2 203,590 0 140,177
92925110 2,555.86 155,750 SH DEFINE4 0 0 155,750
W-H ENERGY SERVICES INC 92925E10 5,859.56 401,615 SH DEFINE2 319,985 0 81,630
92925E10 391.01 26,800 SH DEFINE4 0 0 26,800
WPP GROUP PLC-SPONSORED ADR 92930930 26.89 710 SH DEFINE2 400 0 310
92930930 401.04 10,587 SH DEFINE4 0 0 10,587
WSFS FINANCIAL 92932810 122.68 3,721 SH DEFINE2 0 0 3,721
92932810 980.86 29,750 SH DEFINE4 1,900 0 27,850
WACHOVIA CORP 92990310 31,529.45 865,243 SH DEFINE2 175,723 0 689,520
92990310 199,608.19 5,477,722SH DEFINE4 279,051 0 5,198,671
WADDELL & REED FINANCIAL INC93005910 12,869.27 654,259 SH DEFINE2 302,942 0 351,317
93005910 89,974.22 4,574,185SH DEFINE4 499,700 0 4,074,485
WAL MART STORES INC 93114210 239,741.07 4,746,408SH DEFINE2 1,607,734 0 3,138,674
93114210 1,047,313.10 20,734,76SH DEFINE4 1,108,566 0 19,626,201
WALGREEN COMPANY 93142210 17,935.85 614,452 SH DEFINE2 204,396 0 410,056
93142210 107,501.43 3,682,817SH DEFINE4 207,850 0 3,474,967
WALLACE COMPUTER SVCS INC 93227010 17,330.78 805,708 SH DEFINE2 327,258 0 478,450
93227010 17,247.79 801,850 SH DEFINE4 8,800 0 793,050
WALTER INDS INC 93317Q10 15,502.17 1,431,410SH DEFINE2 588,520 0 842,890
93317Q10 13,055.57 1,205,500SH DEFINE4 6,130 0 1,199,370
WASHINGTON FEDERAL INC 93882410 18,951.50 762,636 SH DEFINE2 454,510 0 308,126
93882410 13,516.34 543,917 SH DEFINE4 8,600 0 535,317
WASHINGTON GRP INTL-CW06 93886212 0.60 801 SH DEFINE2 282 0 519
93886212 20.42 27,226 SH DEFINE4 0 0 27,226
WASHINGTON GRP INTL-CW06 93886213 0.46 916 SH DEFINE2 322 0 594
93886213 15.56 31,118 SH DEFINE4 0 0 31,118
WASHINGTON GRP INTL-CW06 93886214 0.25 495 SH DEFINE2 174 0 321
93886214 8.41 16,816 SH DEFINE4 0 0 16,816
WASHINGTON GROUP INTL INC 93886220 20.72 1,299 SH DEFINE2 457 0 842
93886220 703.67 44,117 SH DEFINE4 0 0 44,117
WASHINGTON MUTUAL INC 93932210 19,846.50 574,761 SH DEFINE2 77,871 0 496,890
93932210 335,111.69 9,704,943SH DEFINE4 314,037 0 9,390,906
WASHINGTON POST B 93964010 614.02 832 SH DEFINE2 112 0 720
93964010 17,124.55 23,204 SH DEFINE4 1,400 0 21,804
WASTE CONNECTIONS INC 94105310 9,620.26 249,165 SH DEFINE2 179,475 0 69,690
94105310 8,193.31 212,207 SH DEFINE4 0 0 212,207
WASTE MANAGEMENT INC 94106L10 119,377.93 5,208,461SH DEFINE2 2,070,364 0 3,138,097
94106L10 260,667.74 11,372,93SH DEFINE4 369,836 0 11,003,102
WATERS CORP 94184810 2,826.52 129,776 SH DEFINE2 41,476 0 88,300
94184810 13,007.32 597,214 SH DEFINE4 9,250 0 587,964
WATSCO INC 94262220 8,480.99 517,765 SH DEFINE2 213,690 0 304,075
94262220 1,195.74 73,000 SH DEFINE4 4,700 0 68,300
WATSON PHARMACEUTICAL INC 94268310 1,077.23 38,105 SH DEFINE2 174 0 37,931
94268310 2,246.90 79,480 SH DEFINE4 5,300 0 74,180
WAYLAND INVESTMENT FUND II P9442WF9A 0.00 0 SH DEFINE2 0 0 0
9442WF9A 6,750.00 50,000 SH DEFINE4 0 0 50,000
WEBEX COMMUNICATIONS INC 94767L10 0.00 0 SH DEFINE2 0 0 0
94767L10 51.00 3,400 SH DEFINE4 0 0 3,400
WEBSENSE INC 94768410 0.00 0 SH DEFINE2 0 0 0
94768410 418.68 19,600 SH DEFINE4 1,300 0 18,300
WEBMETHODS INC 94768C10 4,920.90 598,650 SH DEFINE2 257,605 0 341,045
94768C10 44,943.88 5,467,625SH DEFINE4 21,435 0 5,446,190
WEBMD CORPORATION 94769M10 191.52 22,400 SH DEFINE2 0 0 22,400
94769M10 10,366.88 1,212,500SH DEFINE4 0 0 1,212,500
WEBSTER FINANCIAL CORP 94789010 21,102.48 606,393 SH DEFINE2 345,694 0 260,699
94789010 28,974.55 832,602 SH DEFINE4 80,672 0 751,930
WEIGHT WATCHERS 94862610 5,578.69 121,355 SH DEFINE2 14,730 0 106,625
94862610 40,704.92 885,467 SH DEFINE4 0 0 885,467
WEINGARTEN REALTY INVS SBI R94874110 0.00 0 SH DEFINE2 0 0 0
94874110 1,124.23 30,500 SH DEFINE4 1,950 0 28,550
WEIRTON STEEL 94877410 60.37 18,576 SH DEFINE2 180 0 18,396
94877410 55.93 17,208 SH DEFINE4 0 0 17,208
WEIS MARKETS INC 94884910 0.00 0 SH DEFINE2 0 0 0
94884910 523.19 16,850 SH DEFINE4 1,080 0 15,770
WELLCHOICE INC 94947510 1,467.18 61,260 SH DEFINE2 16,095 0 45,165
94947510 35,736.66 1,492,136SH DEFINE4 1,701 0 1,490,435
WELLMAN INC 94970210 0.00 0 SH DEFINE2 0 0 0
94970210 646.17 47,900 SH DEFINE4 3,100 0 44,800
WELLPOINT HEALTH NETWORKS 94973H10 36,100.75 507,318 SH DEFINE2 149,192 0 358,126
94973H10 404,071.32 5,678,349SH DEFINE4 254,301 0 5,424,048
WELLS FARGO AND COMPANY 94974610 123,173.24 2,627,976SH DEFINE2 813,466 0 1,814,510
94974610 604,934.37 12,906,64SH DEFINE4 472,074 0 12,434,569
WENDYS INTERNATIONAL INC 95059010 1,223.56 45,200 SH DEFINE2 0 0 45,200
95059010 9,014.31 333,000 SH DEFINE4 0 0 333,000
WERNER ENTERPRISES INC 95075510 69.00 3,205 SH DEFINE2 0 0 3,205
95075510 0.00 0 SH DEFINE4 0 0 0
WESTAMERICA BANCORPORATION 95709010 1,418.55 35,305 SH DEFINE2 16,689 0 18,616
95709010 14,635.24 364,242 SH DEFINE4 57,650 0 306,592
WESTCORP 95790710 17.75 845 SH DEFINE2 0 0 845
95790710 0.00 0 SH DEFINE4 0 0 0
WESTERN DIGITAL CORP 95810210 0.00 0 SH DEFINE2 0 0 0
95810210 3,613.43 565,482 SH DEFINE4 36,381 0 529,101
WESTERN GAS RESOURCES INC 95825910 0.00 0 SH DEFINE2 0 0 0
95825910 11,222.21 304,538 SH DEFINE4 0 0 304,538
WESTERN WIRELESS CORP CL A 95988E20 243.27 45,900 SH DEFINE2 0 0 45,900
95988E20 8,813.56 1,662,936SH DEFINE4 39,370 0 1,623,566
WESTPORT RESOURCES CORP 96141810 3.10 149 SH DEFINE2 0 0 149
96141810 2,016.56 96,950 SH DEFINE4 6,200 0 90,750
WESTWOOD ONE INC 96181510 14,484.85 387,710 SH DEFINE2 119,610 0 268,100
96181510 276,282.06 7,395,130SH DEFINE4 61,650 0 7,333,480
WEYERHAEUSER COMPANY 96216610 7,100.07 144,281 SH DEFINE2 16,725 0 127,556
96216610 174,419.83 3,544,398SH DEFINE4 87,511 0 3,456,887
WHIRLPOOL CORPORATION 96332010 4,241.47 81,223 SH DEFINE2 14,563 0 66,660
96332010 77,664.15 1,487,249SH DEFINE4 72,456 0 1,414,793
WHOLE FOODS MARKET INCC 96683710 6,711.95 127,289 SH DEFINE2 15,936 0 111,353
96683710 77,442.18 1,468,655SH DEFINE4 42,884 0 1,425,771
WILD OATS MARKETS INC 96808B10 0.00 0 SH DEFINE2 0 0 0
96808B10 975.96 94,570 SH DEFINE4 6,100 0 88,470
WILLIAMS COMMUNICATIONS GRP 96945510 0.00 0 SH DEFINE2 0 0 0
96945510 0.00 82 SH DEFINE4 0 0 82
WILLIAMS COMPANIES 96945710 411.59 152,442 SH DEFINE2 0 0 152,442
96945710 2,731.86 1,011,800SH DEFINE4 0 0 1,011,800
WILLIAMS-SONOMA INC 96990410 17,837.63 657,003 SH DEFINE2 364,592 0 292,411
96990410 106,295.94 3,915,136SH DEFINE4 281,064 0 3,634,072
WILMINGTON TRUST CORP 97180710 1,240.40 39,154 SH DEFINE2 22,312 0 16,842
97180710 14,033.00 442,961 SH DEFINE4 72,400 0 370,561
WILTEL COMM 97248710 72.16 4,570 SH DEFINE2 1,839 0 2,731
97248710 1,856.70 117,587 SH DEFINE4 0 0 117,587
WINN DIXIE STORES INC 97428010 721.51 47,219 SH DEFINE2 400 0 46,819
97428010 809.12 52,953 SH DEFINE4 3,273 0 49,680
WINTRUST FINANCIAL CORPORATI97650W10 11,256.19 359,393 SH DEFINE2 217,180 0 142,213
97650W10 2,671.60 85,300 SH DEFINE4 0 0 85,300
WIRELESS FACILITIES INC 97653A10 5,517.18 918,000 SH DEFINE2 600,350 0 317,650
97653A10 302.00 50,250 SH DEFINE4 0 0 50,250
WISCONSIN ENERGY 97665710 9.75 387 SH DEFINE2 387 0 0
97665710 70.56 2,800 SH DEFINE4 200 0 2,600
WOLVERINE WORLD WIDE 97809710 20,726.76 1,371,725SH DEFINE2 721,355 0 650,370
97809710 11,095.27 734,300 SH DEFINE4 0 0 734,300
WOODHEAD INDUSTRIES INC 97943810 7,122.73 630,330 SH DEFINE2 270,730 0 359,600
97943810 0.00 0 SH DEFINE4 0 0 0
WOODWARD GOVERNOR CO 98074510 71.78 1,650 SH DEFINE2 0 0 1,650
98074510 0.00 0 SH DEFINE4 0 0 0
WORLD ACCEPTANCE 98141910 110.31 14,495 SH DEFINE2 0 0 14,495
98141910 33.71 4,430 SH DEFINE4 0 0 4,430
WORLD FUEL SVCS 98147510 0.00 0 SH DEFINE2 0 0 0
98147510 1,099.62 53,640 SH DEFINE4 3,430 0 50,210
WORLD WRESTLING 98156Q10 21.74 2,700 SH DEFINE2 0 0 2,700
98156Q10 0.00 0 SH DEFINE4 0 0 0
WORLDCOM INC-WORLDCOM GROUP 98157D10 4.20 30,431 SH DEFINE2 0 0 30,431
98157D10 0.00 7 SH DEFINE4 0 0 7
MCI GROUP 98157D30 0.00 0 SH DEFINE2 0 0 0
98157D30 0.00 26 SH DEFINE4 0 0 26
WORTHINGTON INDS INC 98181110 399.29 26,200 SH DEFINE2 1,500 0 24,700
98181110 2,134.82 140,080 SH DEFINE4 8,930 0 131,150
WRIGLEY WM JR COMPANY 98252610 3,506.83 63,900 SH DEFINE2 0 0 63,900
98252610 0.00 0 SH DEFINE4 0 0 0
WYETH 98302410 107,910.67 2,885,312SH DEFINE2 1,197,247 0 1,688,065
98302410 670,726.59 17,933,86SH DEFINE4 696,707 0 17,237,159
XCL LTD 98370110 0.00 16,274 SH DEFINE2 0 0 16,274
98370110 0.00 2,465,811SH DEFINE4 0 0 2,465,811
XM SATELLITE 144A P/P WARRAN98375Y11 0.00 724 SH DEFINE2 160 0 564
98375Y11 0.00 22,154 SH DEFINE4 0 0 22,154
X-RITE INC 98385710 12,170.71 1,741,160SH DEFINE2 741,575 0 999,585
98385710 8,016.13 1,146,800SH DEFINE4 0 0 1,146,800
XTO ENERGY INC 98385X10 0.00 0 SH DEFINE2 0 0 0
98385X10 3,293.00 133,320 SH DEFINE4 0 0 133,320
XCEL ENERGY INC 98389B10 1,440.78 130,980 SH DEFINE2 185 0 130,795
98389B10 12,686.07 1,153,279SH DEFINE4 0 0 1,153,279
XILINX 98391910 3,165.07 153,644 SH DEFINE2 5,319 0 148,325
98391910 34,272.96 1,663,736SH DEFINE4 105,068 0 1,558,668
XEROX CORPORATION 98412110 5,292.45 657,448 SH DEFINE2 163,942 0 493,506
98412110 94,195.57 11,701,31SH DEFINE4 127,640 0 11,573,674
YAHOO INC 98433210 2,920.42 178,619 SH DEFINE2 6,700 0 171,919
98433210 0.00 0 SH DEFINE4 0 0 0
YANKEE CANDLE CO 98475710 8,310.13 519,383 SH DEFINE2 383,859 0 135,524
98475710 26,341.76 1,646,360SH DEFINE4 149,800 0 1,496,560
YORK INTERNATIONAL 98667010 15,237.67 595,920 SH DEFINE2 246,900 0 349,020
98667010 9,604.09 375,600 SH DEFINE4 0 0 375,600
YUM BRANDS INC 98849810 58,991.42 2,435,649SH DEFINE2 1,052,621 0 1,383,028
98849810 179,241.59 7,400,561SH DEFINE4 543,733 0 6,856,828
YUKOS OIL ADR 98849W10 44,257.46 318,399 SH DEFINE2 138,572 0 179,827
98849W10 24,870.02 178,921 SH DEFINE4 30,592 0 148,329
ZSC SPEC CHEM P/P 144A PREF 98878811 0.00 0 SH DEFINE2 0 0 0
98878811 187.50 300,000 SH DEFINE4 0 0 300,000
ZSC SPEC CHEM P/P 144A ORD W98878814 0.00 0 SH DEFINE2 0 0 0
98878814 487.50 300,000 SH DEFINE4 0 0 300,000
ZALE CORP 98885810 2.49 78 SH DEFINE2 0 0 78
98885810 0.00 0 SH DEFINE4 0 0 0
ZARLINK SEMICONDUCTOR INC 98913910 409.42 181,158 SH DEFINE2 181,097 0 61
98913910 8,124.36 3,594,850SH DEFINE4 600,300 0 2,994,550
ZEBRA TECHNOLOGIES CORP 98920710 3.55 62 SH DEFINE2 62 0 0
98920710 0.00 0 SH DEFINE4 0 0 0
ZIMMER HOLDINGS INC 98956P10 18,367.78 442,384 SH DEFINE2 133,203 0 309,181
98956P10 270,948.97 6,525,746SH DEFINE4 131,740 0 6,394,006
ZIONS BANCORP 98970110 52,459.65 1,333,189SH DEFINE2 443,340 0 889,849
98970110 241,587.48 6,139,609SH DEFINE4 299,628 0 5,839,981
ZORAN CORP 98975F10 0.00 0 SH DEFINE2 0 0 0
98975F10 550.14 39,100 SH DEFINE4 2,300 0 36,800
ZOLL MEDICAL CORP 98992210 349.57 9,800 SH DEFINE2 0 0 9,800
98992210 0.00 0 SH DEFINE4 0 0 0
COMMVAULT P/P (PRIVATE) 99144690 5,691.47 1,916,321SH DEFINE2 0 0 1,916,321
99144690 4,742.89 1,596,934SH DEFINE4 0 0 1,596,934
CAPELLA P/P (PRIVATE) 99151290 5,123.82 426,985 SH DEFINE2 0 0 426,985
99151290 2,561.92 213,493 SH DEFINE4 0 0 213,493
VS HOLDINGS INC 99198890 270.71 270,713 SH DEFINE2 0 0 270,713
99198890 563.48 563,484 SH DEFINE4 0 0 563,484
RAB HOLDING WARRANTS 99226790 0.00 0 SH DEFINE2 0 0 0
99226790 0.05 5,060 SH DEFINE4 0 0 5,060
WILLIAM HILL PLC-W/I 144A DE99238791 46.41 12,700 SH DEFINE2 12,700 0 0
99238791 0.00 0 SH DEFINE4 0 0 0
MAXIS COMMUNICATIONS 144A DE99240790 43.06 30,300 SH DEFINE2 0 0 30,300
99240790 124.63 87,700 SH DEFINE4 43,600 0 44,100
REFRACTEC SER D P/P (PRIVATE99277190 3,000.00 500,000 SH DEFINE2 0 0 500,000
99277190 0.00 0 SH DEFINE4 0 0 0
ACE LIMITED G0070K10 116,224.69 3,961,305SH DEFINE2 1,764,073 0 2,197,232
G0070K10 363,430.65 12,386,86SH DEFINE4 625,416 0 11,761,450
AMDOCS LTD G0260210 730.26 74,365 SH DEFINE2 45 0 74,320
G0260210 31,750.89 3,233,288SH DEFINE4 70,154 0 3,163,134
ARCH CAPITAL GRP G0450A10 12,262.28 393,400 SH DEFINE2 237,100 0 156,300
G0450A10 0.00 0 SH DEFINE4 0 0 0
ACCENTURE LTD G1150G11 201.49 11,200 SH DEFINE2 0 0 11,200
G1150G11 822.92 45,743 SH DEFINE4 800 0 44,943
COOPER INDUSTRIES INC CL A G2418210 1,002.38 27,500 SH DEFINE2 1,400 0 26,100
G2418210 0.00 0 SH DEFINE4 0 0 0
EVEREST RE GROUP LTD G3223R10 466.18 8,430 SH DEFINE2 0 0 8,430
G3223R10 16,030.59 289,884 SH DEFINE4 8,184 0 281,700
FLAG TELECOM GRP G3529X10 60.47 8,639 SH DEFINE2 672 0 7,967
G3529X10 292.60 41,799 SH DEFINE4 0 0 41,799
FRESH DEL MONTE G3673810 35.55 1,880 SH DEFINE2 0 0 1,880
G3673810 0.00 0 SH DEFINE4 0 0 0
GARMIN LTD G3726010 1,784.60 60,908 SH DEFINE2 32,949 0 27,959
G3726010 18,656.80 636,751 SH DEFINE4 103,340 0 533,411
GLOBAL CROSSING LTD G3921A10 0.04 2,347 SH DEFINE2 1,408 0 939
G3921A10 11.25 624,974 SH DEFINE4 0 0 624,974
GLOBALSANTAFE CORP G3930E10 101,274.78 4,164,259SH DEFINE2 1,864,212 0 2,300,047
G3930E10 300,959.27 12,374,97SH DEFINE4 469,293 0 11,905,677
HELEN OF TROY G4388N10 240.95 20,700 SH DEFINE2 0 0 20,700
G4388N10 0.00 0 SH DEFINE4 0 0 0
INGERSOLL-RAND COMPANY - CL G4776G10 58,582.40 1,360,483SH DEFINE2 583,430 0 777,053
G4776G10 272,607.69 6,330,880SH DEFINE4 223,730 0 6,107,150
IPC HOLDINGS LTD G4933P10 857.64 27,192 SH DEFINE2 25,488 0 1,704
G4933P10 16,371.31 519,065 SH DEFINE4 85,500 0 433,565
MARVELL TECHNOLOGIES GROUP G5876H10 13,716.33 727,271 SH DEFINE2 259,011 0 468,260
G5876H10 226,648.96 12,017,44SH DEFINE4 122,015 0 11,895,427
NABORS INDUSTRIES LTD G6359F10 6,074.90 172,240 SH DEFINE2 30,900 0 141,340
G6359F10 129,894.72 3,682,867SH DEFINE4 11,950 0 3,670,917
NOBLE CORPORATION G6542210 28,542.26 812,013 SH DEFINE2 379,636 0 432,377
G6542210 273,553.93 7,782,473SH DEFINE4 281,278 0 7,501,195
ORIENT EXPRESS HOTELS LTD -AG6774310 9,677.06 716,819 SH DEFINE2 207,777 0 509,042
G6774310 34,927.19 2,587,199SH DEFINE4 109,251 0 2,477,948
PXRE GROUP LTD G7301810 80.36 3,280 SH DEFINE2 0 0 3,280
G7301810 0.00 0 SH DEFINE4 0 0 0
STEWART W P & CO LTD G8492210 2,657.54 148,300 SH DEFINE2 116,050 0 32,250
G8492210 190.85 10,650 SH DEFINE4 0 0 10,650
UTI WORLDWIDE G8721010 8,219.14 313,110 SH DEFINE2 249,520 0 63,590
G8721010 549.94 20,950 SH DEFINE4 0 0 20,950
TRANSOCEAN INC G9007810 5,974.39 257,517 SH DEFINE2 63,049 0 194,468
G9007810 77,590.64 3,344,424SH DEFINE4 52,567 0 3,291,857
TRENWICK GROUP INC SEDOL 264G9032C10 83.56 116,050 SH DEFINE2 0 0 116,050
G9032C10 1,518.24 2,108,664SH DEFINE4 0 0 2,108,664
TSAKOS ENERGY NAVIGATION LTDG9108L10 4,536.07 293,407 SH DEFINE2 169,870 0 123,537
G9108L10 2,855.46 184,700 SH DEFINE4 0 0 184,700
WEATHERFORD INTERNATIONAL G9508910 2,049.65 51,331 SH DEFINE2 15,164 0 36,167
G9508910 74,668.93 1,869,996SH DEFINE4 0 0 1,869,996
WILLIS GRP HLDGS G9665510 3,244.73 113,175 SH DEFINE2 28,400 0 84,775
G9665510 74,102.78 2,584,680SH DEFINE4 0 0 2,584,680
XL CAPITAL LTD-CL A G9825510 183,669.52 2,377,599SH DEFINE2 993,150 0 1,384,449
G9825510 389,035.17 5,036,054SH DEFINE4 311,822 0 4,724,232
ALCON INC H0130110 39.13 992 SH DEFINE2 0 0 992
H0130110 14,369.98 364,258 SH DEFINE4 6,185 0 358,073
CHECK POINT SOFTWARE TECH LTM2246510 1,441.33 111,128 SH DEFINE2 0 0 111,128
M2246510 507.19 39,105 SH DEFINE4 17,707 0 21,398
PRECISE SOFTWARE M4145010 51.99 3,149 SH DEFINE2 0 0 3,149
M4145010 3,438.59 208,273 SH DEFINE4 15,384 0 192,889
ORBOTECH LTD M7525310 184.63 13,419 SH DEFINE2 13,419 0 0
M7525310 0.00 0 SH DEFINE4 0 0 0
TARO PHARMACEUTICALS INDUS M8737E10 1,760.28 46,816 SH DEFINE2 0 0 46,816
M8737E10 627.51 16,689 SH DEFINE4 7,889 0 8,800
VERISITY LTD M9738511 5,495.19 288,310 SH DEFINE2 160,040 0 128,270
M9738511 221.10 11,600 SH DEFINE4 0 0 11,600
ASM INTERNATIONAL NV N0704510 4,307.31 333,900 SH DEFINE2 186,150 0 147,750
N0704510 224.46 17,400 SH DEFINE4 0 0 17,400
QIAGEN N.V. N7248210 0.00 0 SH DEFINE2 0 0 0
N7248210 2,263.81 436,186 SH DEFINE4 2,200 0 433,986
UMS WT- SERIES E P9767G15 26.40 880,000 SH DEFINE2 0 0 880,000
P9767G15 423.60 14,120,00SH DEFINE4 0 0 14,120,000
UMS WT- SERIES D P9767GQM 26.40 880,000 SH DEFINE2 0 0 880,000
P9767GQM 423.60 14,120,00SH DEFINE4 0 0 14,120,000
UMS WT-SERIES B P9767GQN 308.00 880,000 SH DEFINE2 0 0 880,000
P9767GQN 4,942.00 14,120,00SH DEFINE4 0 0 14,120,000
UMS WT-SERIES C P9767GQP 26.40 880,000 SH DEFINE2 0 0 880,000
P9767GQP 423.60 14,120,00SH DEFINE4 0 0 14,120,000
ROYAL CARIBBEAN CRUISES LTD V7780T10 46,275.90 2,771,012SH DEFINE2 962,936 0 1,808,076
V7780T10 218,231.10 13,067,73SH DEFINE4 761,535 0 12,306,196
STELMAR SHIPPING LTD V8726M10 281.14 18,668 SH DEFINE2 0 0 18,668
V8726M10 5,152.78 342,150 SH DEFINE4 0 0 342,150
ASE TEST LIMITED Y0251610 7,414.26 1,853,566SH DEFINE2 650,999 0 1,202,567
Y0251610 9,535.76 2,383,939SH DEFINE4 51,103 0 2,332,836
FLEXTRONICS INTL LTD Y2573F10 1,092.05 133,340 SH DEFINE2 95,900 0 37,440
Y2573F10 27,968.42 3,414,947SH DEFINE4 179,503 0 3,235,444
GENERAL MARITIME CORP Y2692M10 7,347.11 986,189 SH DEFINE2 581,400 0 404,789
Y2692M10 5,651.20 758,550 SH DEFINE4 0 0 758,550
TEEKAY SHIPPING MARSHA Y8564W10 871.22 21,406 SH DEFINE2 21,334 0 72
Y8564W10 17,241.29 423,619 SH DEFINE4 70,332 0 353,287
TELECOMASIA-PC R Y8576990 0.00 1,257,352SH DEFINE2 180,315 0 1,077,037
Y8576990 0.00 872,714 SH DEFINE4 124,768 0 747,946
Total Market Value: 124,441,614.04