UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington D.C. 20549
Form 13F
Form 13F Cover Page
Report for Calendar Year or Quarter Ended: June 30, 2001
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Check here if amendment [_] Amendment Number [_]
Institutional Investment Manager filing this report:
Name: State Street Corporation
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Address: 225 Franklin Street
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Boston, Massachusetts 02110
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Form 13F File Number: 28-399
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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 the reporting manager:
Name: Frederick P. Baughman
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Title Senior Vice President, Controller and Chief Accounting Officer
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Telephone: 617-786-3000
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Signature, Place, and Date of Signing:
/s/ Frederick P. Baughman Boston, Massachusetts July 30, 2001
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[Signature] [City, State] [Date]
Report Type (Check only one):
[_] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[_] 13F NOTICE. (Check here if no holdings reported are in this report and all
holdings are reported by other reporting manager(s).)
[X] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
List of Other Managers Reporting for this Manager:
(if there are no entries in this list, omit this section.)
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13F File Number Name
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28-5798 Roy A. Hammer
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Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 10
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Form 13F Information Table Entry Total: 3,248
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Form 13F Information Table Value Total: 333,619,715
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(thousands)
List of Other Included Managers:
Provide a numbered list of the names(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.]
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No. Form 13F File Number Name
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1 28-1932 Frederick Ballou
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2 28-3602 Francis L. Coolidge
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3 28-2710 F. Davis Dossori, Jr.
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4 28-3488 Nicholas A. Grace
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5 28-5798 Roy A. Hammer
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6 28-6740 Edward J. Joyce
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7 28-5796 George H. Kidder
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8 28-1487 Peter B. Loring
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9 28-4282 Dean Ridlon
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10 28-6281 Michael B. Elefante
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Investment Discretion Voting Authority
Name of Title of Cusip Fair Market Shares Sole Shared as Shared Sole Shared None
Issuer Class Number Value Prin Amt Defined Other
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DAIMLERCHRYSLER AG ORD D1668R12 2,811,639 60,990 60,662 328 60,990
ACE LTD ORD G0070K10 20,591,048 526,760 521,380 5,380 524,860 1,900
AMDOCS LTD ORD G0260210 25,809,228 479,280 395,466 73,789 10,025 454,955 10,025 14,300
APW LTD COM G0439710 386,339 38,063 38,063 38,063
EVEREST RE GROUP LTD COM G3223R10 15,860,592 212,040 212,040 209,040 3,000
FOSTER WHEELER LTD SHS G3653510 853,270 94,284 93,284 1,000 94,284
FRESH DEL MONTE PROD ORD G3673810 370,828 33,620 32,620 1,000 33,620
GLOBAL CROSSING LTD COM G3921A10 115,492,029 13,367,133 13,364,708 2,425 12,094,669 189,300 1,083,164
HELEN OF TROY CORP L COM G4388N10 274,756 31,081 31,081 31,081
LORAL SPACE & COMMUN COM G5646210 720,781 257,422 243,809 13,613 243,809 13,613
RENAISSANCE RE HLDGS COM G7496G10 5,184,684 70,016 70,016 68,316 1,700
SANTA FE INTL CORP ORD G7805C10 2,203,518 73,795 73,795 73,795
TRANSOCEAN SEDCO FOR ORD G9007810 209,646,483 5,082,339 4,996,994 47,931 37,414 4,477,123 110,758 494,458
TRENWICK GROUP LTD COM G9032C10 777,515 33,923 23,423 10,500 23,423 10,500
TYCOM LTD COM G9144B10 600,383 34,906 33,847 1,059 34,906
XOMA LTD ORD G9825R10 1,063,571 62,343 62,343 62,343
XL CAP LTD CL A G9825510 2,629,663 32,030 30,630 1,400 15,518 16,512
UBS AG ORD H8920G15 31,672,206 223,028 3,254 219,774 81,704 140,874 450
CHECK POINT SOFTWARE ORD M2246510 3,210,588 63,488 63,413 75 44,162 17,901 1,425
ORBOTECH LTD ORD M7525310 359,182 10,393 10,393 7,113 3,280
ASML HLDG NV N Y SHS N0705911 16,710,729 751,044 97,848 624,091 29,105 711,211 29,105 10,728
ROYAL CARIBBEAN CRUI COM V7780T10 3,077,402 139,186 133,186 6,000 139,186
FLEXTRONICS INTL LTD ORD Y2573F10 52,251,149 2,001,193 1,171,595 829,598 1,984,243 16,950
TEEKAY SHIPPING MARS COM Y8564W10 8,394,595 209,760 154,500 48,280 6,980 202,780 6,980
AAR CORP COM 00036110 3,998,048 233,804 233,704 100 214,404 19,400
ABB LTD SPONSORED 00037520 852,232 56,253 56,253 56,253
ACTV INC COM 00088E10 1,003,412 301,325 301,225 100 277,425 23,900
A D C TELECOMMUNICAT COM 00088610 99,576,932 15,087,414 15,056,272 28,012 3,130 13,201,568 263,890 1,621,956
ADE CORP MASS COM 00089C10 1,228,502 64,658 64,458 200 58,558 6,100
ABN AMRO HLDG NV SPONSORED 00093710 2,368,237 125,105 125,105 125,105
ABM INDS INC COM 00095710 5,331,108 143,117 143,017 100 131,717 11,400
ACT MFG INC COM 00097310 1,077,633 98,504 98,504 90,604 7,900
AFC ENTERPRISES INC COM 00104Q10 863,818 45,108 45,108 42,308 2,800
AFLAC INC COM 00105510 354,454,620 11,256,101 11,113,285 119,766 23,050 9,696,313 200,730 1,359,058
AGCO CORP COM 00108410 6,600,471 721,363 720,843 520 677,563 43,800
AGL RES INC COM 00120410 18,725,402 788,438 787,838 600 734,238 54,200
AES CORP COM 00130H10 419,659,923 9,748,198 9,727,550 17,330 3,318 8,494,680 167,372 1,086,146
AK STL HLDG CORP COM 00154710 16,148,924 1,287,793 1,287,363 50 380 1,217,713 9,480 60,600
AMB PROPERTY CORP COM 00163T10 20,863,977 809,937 809,837 100 759,037 7,500 43,400
AMC ENTMT INC COM 00166910 579,046 44,542 44,542 32,942 11,600
AMLI RESIDENTIAL PPT SH BEN INT 00173510 5,853,274 237,938 237,938 227,238 10,700
AMR CORP COM 00176510 118,936,527 3,291,905 3,285,850 5,615 440 2,876,523 45,670 369,712
ANC RENTAL CORP COM 00181310 834,141 278,047 275,097 2,950 251,360 26,687
AOL TIME WARNER INC COM 00184A10 4,921,748,487 92,863,179 92,123,583 651,958 87,638 80,339,249 1,629,079 10,894,851
APAC CUSTOMER SERVIC COM 00185E10 452,859 142,858 142,858 142,858
AT&T CORP COM 00195710 1,698,491,146 77,204,143 75,664,581 1,088,832 450,730 66,555,918 1,623,432 9,024,793
Page Total 8,220,600,897
Page 1 of 67
Investment Discretion Voting Authority
Name of Title of Cusip Fair Market Shares Sole Shared as Shared Sole Shared None
Issuer Class Number Value Prin Amt Defined Other
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AT&T CORP COM LIB GR 00195720 333,847,510 19,087,908 18,923,402 86,202 78,304 15,715,687 332,104 3,040,117
AT&T CORP COM WIRLES 00195740 95,207,521 5,823,090 5,761,778 56,148 5,164 4,795,537 88,007 939,546
ATMI INC COM 00207R10 6,273,360 209,112 208,072 1,040 193,112 16,000
ATP OIL & GAS CORP COM 00208J10 311,111 27,679 27,679 25,779 1,900
ATS MED INC COM 00208310 2,570,094 170,657 170,657 155,257 15,400
AVX CORP NEW COM 00244410 7,692,825 366,325 366,025 300 329,525 3,900 32,900
AXT INC COM 00246W10 4,477,723 167,705 167,605 100 155,405 12,300
AAIPHARMA INC COM 00252W10 468,864 29,883 29,883 23,783 6,100
AARON RENTS INC COM 00253520 2,276,997 133,941 133,941 121,041 12,900
ABBOTT LABS COM 00282410 1,616,907,360 33,685,570 32,276,640 711,113 697,817 28,345,185 1,828,387 3,511,998
ABERCROMBIE & FITCH CL A 00289620 52,543,884 1,180,231 1,173,535 4,446 2,250 1,105,081 11,150 64,000
ABGENIX INC COM 00339B10 19,876,095 441,691 440,651 940 100 386,441 6,900 48,350
ABIOMED INC COM 00365410 3,087,305 130,929 130,429 500 120,629 10,300
ACACIA RESH CORP COM 00388110 2,547,873 150,851 150,831 20 139,931 10,900
ACADIA RLTY TR COM SH BEN 00423910 436,975 62,604 62,604 50,904 11,700
ACCLAIM ENTMT INC COM PAR $0 00432520 502,156 102,901 102,901 76,301 26,600
ACCREDO HEALTH INC COM 00437V10 6,718,968 180,666 180,636 30 164,551 16,115
ACKERLEY GROUP INC COM 00452710 1,119,497 99,866 99,866 92,566 7,300
ACLARA BIOSCIENCES I COM 00461P10 984,762 99,471 99,471 77,271 22,200
ACME COMMUNICATION I COM 00463110 459,554 55,975 53,275 2,700 55,975
ACTIVISION INC NEW COM NEW 00493020 3,182,076 81,072 81,072 70,372 10,700
ACTION PERFORMANCE C COM 00493310 1,104,275 44,171 44,171 35,671 8,500
ACTEL CORP COM 00493410 9,937,103 404,770 404,750 20 390,270 14,500
ACTERNA CORP COM 00503U10 3,420,846 310,986 310,846 140 173,846 18,440 118,700
ACTIVE POWER INC COM 00504W10 1,400,269 83,949 83,949 64,549 19,400
ACTRADE FINL TECHNOL COM 00507P10 483,438 20,450 20,450 16,250 4,200
ACTUATE CORP COM 00508B10 4,520,368 473,337 473,237 100 437,937 100 35,300
ACTUANT CORP CL A NEW 00508X20 482,494 29,331 29,291 40 28,821 510
ACXIOM CORP COM 00512510 9,625,077 735,300 734,060 1,140 100 667,000 7,000 61,300
ADAPTEC INC COM 00651F10 7,661,861 770,811 758,991 11,745 75 677,793 792,943
ADECCO SA SPONSORED 00675410 395,646 33,164 33,164 33,164
ADELPHIA BUSINESS SO CL A 00684710 1,220,672 297,725 297,725 292,225 5,500
ADELPHIA COMMUNICATI CL A 00684810 24,321,610 593,210 586,805 2,445 3,960 538,950 11,060 43,200
ADEPT TECHNOLOGY INC COM 00685410 317,829 32,104 32,104 32,104
ADMINISTAFF INC COM 00709410 3,978,104 153,004 152,984 20 138,704 14,300
ADOBE SYS INC COM 00724F10 237,728,726 5,058,058 5,049,678 7,600 780 4,339,783 168,700 549,575
ADOLOR CORP COM 00724X10 4,107,261 190,151 139,182 50,969 172,751 17,400
ADTRAN INC COM 00738A10 5,581,535 272,270 272,020 150 100 256,170 100 16,000
ADVANCED DIGITAL INF COM 00752510 8,725,445 504,361 503,341 920 100 469,311 100 34,950
ADVANCED LTG TECHNOL COM 00753C10 426,329 96,893 96,893 96,893
ADVANCED MARKETING S COM 00753T10 5,550,207 266,197 266,197 258,847 7,350
ADVANCED FIBRE COMMU COM 00754A10 15,644,643 744,983 742,863 1,820 300 684,283 8,300 52,400
ADVANCED TISSUE SCIE COM 00755F10 2,759,415 551,883 551,883 510,183 41,700
ADVANCED NEUROMODULA COM 00757T10 300,222 11,547 11,547 7,047 4,500
ADVO INC COM 00758510 5,944,490 174,070 174,070 162,470 11,600
AEROFLEX INC COM 00776810 9,911,496 943,952 943,752 100 100 909,452 100 34,400
ADVANCEPCS COM 00790K10 16,510,488 257,775 257,415 360 232,375 3,400 22,000
ADVANCED MICRO DEVIC COM 00790310 188,821,155 6,533,604 6,520,604 12,460 540 5,673,257 111,740 748,607
AEGON N V ORD AMER R 00792410 4,262,073 150,073 150,068 5 149,551 522
Page Total 2,736,635,587
Page 2 of 67
Investment Discretion Voting Authority
Name of Title of Cusip Fair Market Shares Sole Shared as Shared Sole Shared None
Issuer Class Number Value Prin Amt Defined Other
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ADVANTA CORP CL A 00794210 3,090,080 193,130 193,130 180,030 13,100
ADVANCED ENERGY INDS COM 00797310 5,160,730 125,048 125,048 113,548 11,500
ADVENT SOFTWARE INC COM 00797410 22,549,485 355,110 354,573 537 324,810 2,600 27,700
AETHER SYS INC COM 00808V10 1,504,641 170,016 166,316 3,700 156,216 13,800
AETNA INC NEW COM 00817Y10 73,884,493 2,853,785 2,848,368 4,574 843 2,476,647 38,373 338,765
AFFILIATED COMPUTER CL A 00819010 33,781,088 469,769 468,999 490 280 438,489 3,980 27,300
AFFILIATED MANAGERS COM 00825210 25,315,060 411,627 371,982 33,470 6,175 389,752 6,175 15,700
AFFYMETRIX INC COM 00826T10 5,462,600 247,737 246,797 840 100 220,037 4,100 23,600
AGENCY COM LTD COM 00844710 511,522 158,858 32,881 1,700 124,777 32,781 124,277 1,800
AGERE SYS INC CL A 00845V10 11,859,594 1,624,602 1,621,702 2,900 1,193,602 57,600 373,400
AGILENT TECHNOLOGIES COM 00846U10 321,814,837 9,901,995 9,580,158 142,932 178,905 8,549,657 328,644 1,023,694
AGILE SOFTWARE CORP COM 00846X10 3,126,249 183,897 183,837 60 168,157 15,740
AIR PRODS & CHEMS IN COM 00915810 691,926,156 15,124,069 4,710,695 10,236,864 176,510 4,248,285 10,304,171 571,613
AIRBORNE INC COM 00926910 7,259,164 626,330 624,930 1,400 576,530 49,800
AIRGAS INC COM 00936310 7,976,248 670,273 670,223 50 629,773 40,500
AIRGATE PCS INC COM 00936710 4,390,256 84,428 84,428 77,728 6,700
AIRTRAN HLDGS INC COM 00949P10 5,170,274 504,417 504,417 469,517 34,900
AKAMAI TECHNOLOGIES COM 00971T10 5,981,595 651,945 471,567 5,678 174,700 398,687 174,700 78,558
AKSYS LTD COM 01019610 258,814 24,910 24,910 14,210 10,700
AKZO NOBEL NV SPONSORED 01019930 2,587,288 60,763 60,763 60,763
ALABAMA NATL BANCORP COM 01031710 4,281,485 131,941 131,466 475 126,941 5,000
ALAMOSA HLDGS INC COM 01158910 3,623,115 222,277 222,177 100 179,077 100 43,100
ALASKA AIR GROUP INC COM 01165910 9,037,636 312,721 311,141 80 1,500 285,421 1,500 25,800
ALASKA COMMUNICATION COM 01167P10 862,625 94,276 94,276 94,276
ALBANY INTL CORP CL A 01234810 12,091,388 639,756 639,756 630,143 9,613
ALBANY MOLECULAR RES COM 01242310 6,970,045 183,374 183,074 300 170,474 12,900
ALBEMARLE CORP COM 01265310 16,067,398 693,457 692,507 950 671,457 22,000
ALBERTA ENERGY LTD COM 01287310 4,919,519 119,290 24,186 95,104 114,190 5,100
ALBERTO CULVER CO CL B CONV 01306810 50,172,385 1,193,444 1,192,334 1,010 100 1,082,748 20,100 90,596
ALBERTSONS INC COM 01310410 262,453,826 8,751,378 8,705,340 21,577 24,461 7,580,324 166,083 1,004,971
ALCAN INC COM 01371610 193,242,164 4,598,814 4,597,639 1,175 4,206,614 77,900 314,300
ALCOA INC COM 01381710 779,740,144 19,790,359 19,726,641 49,126 14,592 17,581,916 313,403 1,895,040
ALCATEL SPONSORED 01390430 7,707,813 371,640 202,848 168,792 361,010 10,630
ALEXANDER & BALDWIN COM 01448210 11,943,983 463,844 463,744 100 435,344 28,500
ALEXANDERS INC COM 01475210 1,686,285 28,058 28,058 26,958 1,100
ALEXANDRIA REAL ESTA COM 01527110 15,295,020 384,297 319,845 64,452 375,297 9,000
ALEXION PHARMACEUTIC COM 01535110 3,268,392 136,183 135,883 300 126,783 9,400
ALFA CORP COM 01538510 7,745,006 313,563 313,463 100 287,963 25,600
ALIGN TECHNOLOGY INC COM 01625510 566,588 72,269 45,756 26,513 41,456 26,513 4,300
ALKERMES INC COM 01642T10 11,703,252 333,426 330,266 2,060 1,100 291,326 6,400 35,700
ALLEGHANY CORP DEL COM 01717510 7,816,921 38,507 38,203 304 35,345 3,162
ALLEGHENY ENERGY INC COM 01736110 153,278,573 3,176,758 3,159,100 4,458 13,200 2,898,076 54,600 224,082
ALLEGHENY TECHNOLOGI COM 01741R10 29,807,779 1,647,74 1,643,809 3,940 1,464,712 28,450 154,587
ALLEGIANCE TELECOM I COM 01747T10 13,549,131 903,878 807,688 76,910 19,280 821,148 31,180 51,550
ALLEN TELECOM INC COM 01809110 3,643,725 242,915 242,855 60 223,915 19,000
ALLERGAN INC COM 01849010 234,308,663 2,788,393 2,782,698 5,195 500 2,381,125 114,100 293,168
ALLIANCE BANCORP COM 01852J10 661,413 22,436 22,436 17,736 4,700
ALLETE INC COM 01852210 27,661,230 1,229,388 1,227,988 1,400 1,168,988 8,700 51,700
ALLIANCE CAP MGMT HL UNIT LTD P 01855A10 2,340,211 44,105 42,488 600 1,017 43,088 1,017
Page Total 3,110,055,889
Page 3 of 67
Investment Discretion Voting Authority
Name of Title of Cusip Fair Market Shares Sole Shared as Shared Sole Shared None
Issuer Class Number Value Prin Amt Defined Other
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ALLIANCE GAMING CORP COM NEW 01859P60 921,823 23,474 23,474 18,974 4,500
ALLIANCE FIBER OPTIC COM 01868010 385,248 81,105 81,105 81,105
ALLIANCE SEMICONDUCT COM 01877H10 2,811,057 233,865 233,865 216,465 17,400
ALLIANCE PHARMACEUTI COM 01877310 786,213 349,428 349,408 20 349,428
ALLIANT ENERGY CORP COM 01880210 28,672,348 983,614 959,721 12,480 11,413 908,701 19,713 55,200
ALLIANT TECHSYSTEMS COM 01880410 17,450,309 194,108 193,703 405 184,808 9,300
ALLIANZ AKTIENGESELL SP ADR 1/1 01880510 7,313,758 247,840 146,394 101,446 241,940 5,900
ALLIED CAP CORP NEW COM 01903Q10 16,650,313 719,236 709,472 1,500 8,264 648,072 17,064 54,100
ALLIED IRISH BKS P L SPON ADR O 01922840 461,475 20,510 20,510 20,510
ALLIED WASTE INDS IN COM PAR$.0 01958930 80,394,591 4,303,779 4,296,074 7,605 100 3,809,963 138,500 355,316
ALLMERICA FINL CORP COM 01975410 82,563,387 1,435,885 516,150 919,104 631 481,036 918,749 36,100
ALLOY ONLINE INC COM 01985510 324,436 22,672 22,672 22,672
ALLSCRIPTS HEALTHCAR COM 01988P10 1,382,625 153,625 152,035 1,590 134,325 19,300
ALLSTATE CORP COM 02000210 694,695,974 15,792,134 15,737,498 36,072 18,564 13,874,394 266,424 1,651,316
ALLTEL CORP COM 02003910 437,800,716 7,146,600 6,386,872 634,330 125,398 6,349,259 224,928 572,413
ALPHA INDS INC COM 02075310 7,382,446 249,829 249,039 690 100 222,629 100 27,100
ALPHARMA INC CL A 02081310 6,762,578 248,168 247,563 605 230,768 17,400
ALSTOM SPONSORED 02124410 283,436 10,159 10,159 10,159
ALTERA CORP COM 02144110 235,627,610 8,125,090 7,990,389 98,401 36,300 7,137,616 304,100 683,374
AMAZON COM INC COM 02313510 30,116,336 2,128,363 2,126,895 1,328 140 1,816,678 19,140 292,545
AMBAC FINL GROUP INC COM 02313910 121,968,808 2,095,684 2,089,362 3,122 3,200 1,888,094 33,100 174,490
AMBASSADORS INTL INC COM 02317810 510,277 20,659 20,559 100 19,259 100 1,300
AMCOL INTL CORP COM 02341W10 1,253,172 208,862 208,862 191,262 17,600
AMERADA HESS CORP COM 02355110 155,911,680 1,929,600 1,923,055 3,170 3,375 1,722,835 32,365 174,400
AMERCO COM 02358610 1,544,921 69,279 69,279 63,979 5,300
AMEREN CORP COM 02360810 114,496,078 2,681,407 2,677,726 2,975 706 2,373,328 50,186 257,893
AMERICA SVC GROUP IN COM 02364L10 263,680 10,300 10,300 10,300
AMERICA MOVIL S A DE SPON ADR L 02364W10 1,699,860 81,489 81,489 4,984 76,505
AMERICA ONLINE LATIN CL A 02365B10 665,331 74,008 73,908 100 69,208 100 4,700
AMERICA WEST HLDG CO CL B 02365720 2,792,786 280,119 280,119 255,919 24,200
AMCORE FINL INC COM 02391210 5,188,433 215,825 215,825 197,525 18,300
AMERICAN AXLE & MFG COM 02406110 1,299,905 76,465 76,265 200 74,565 200 1,700
AMERICAN CAPITAL STR COM 02493710 6,941,679 247,387 247,387 232,587 14,800
AMERICAN EAGLE OUTFI COM 02553E10 36,691,993 1,041,203 1,040,533 480 190 999,063 4,890 37,250
AMERICAN ELEC PWR IN COM 02553710 296,758,921 6,427,527 6,400,899 17,942 8,686 5,581,401 132,354 713,772
AMERICAN EXPRESS CO COM 02581610 1,330,627,220 34,294,516 33,367,178 743,008 184,330 26,401,102 4,500,211 3,393,203
AMERICAN FINL GROUP COM 02593210 15,089,610 502,987 501,767 1,220 469,187 3,200 30,600
AMERICAN FINL HLDGS COM 02607510 4,767,082 201,995 201,895 100 182,295 100 19,600
AMERICAN GENERAL COR COM 02635110 507,159,169 10,918,389 9,992,354 694,927 231,108 9,471,326 413,808 1,033,255
AMERICAN GREETINGS C CL A 02637510 17,195,068 1,563,188 1,560,044 3,144 1,428,153 13,033 122,002
AMERICAN HEALTHWAYS COM 02649V10 894,549 23,223 23,223 19,223 4,000
AMERICAN HOME PRODS COM 02660910 1,637,095,011 27,865,447 26,400,325 782,652 682,470 23,365,718 1,513,890 2,985,839
AMERICAN INTL GROUP COM 02687410 4,312,023,607 50,723,722 47,801,106 1,817,686 1,104,930 43,150,287 1,858,037 5,715,398
AMERICAN ITALIAN PAS CL A 02707010 6,645,640 143,225 143,205 20 131,125 12,100
AMERICAN MGMT SYS IN COM 02735210 7,032,021 297,967 284,347 320 13,300 257,767 13,300 26,900
AMERICAN MED SYS HLD COM 02744M10 659,574 42,969 42,969 25,569 17,400
AMERICAN NATL INS CO COM 02859110 7,266,522 97,211 96,611 600 90,411 6,800
AMERICAN PHYSICIANS COM 02888410 336,531 17,258 17,258 10,058 7,200
AMERICAN PWR CONVERS COM 02906610 66,673,026 4,233,208 4,222,533 10,035 640 3,706,374 63,940 462,894
Page Total 10,314,238,833
Page 4 of 67
Investment Discretion Voting Authority
Name of Title of Cusip Fair Market Shares Sole Shared as Shared Sole Shared None
Issuer Class Number Value Prin Amt Defined Other
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AMERICAN REAL ESTATE DEPOSITRY 02916910 320,705 32,725 32,725 32,725
AMERICAN STD COS INC COM 02971210 59,964,414 997,744 996,004 1,540 200 942,344 7,800 47,600
AMERICAN STS WTR CO COM 02989910 3,074,790 90,435 90,435 83,135 7,300
AMERICAN TOWER CORP CL A 02991220 23,735,547 1,148,309 973,845 150,609 23,855 1,004,854 38,055 105,400
AMERICAN SUPERCONDUC COM 03011110 4,471,552 173,316 171,491 1,825 160,416 12,900
AMERICAN WTR WKS INC COM 03041110 35,911,220 1,089,209 1,084,799 2,910 1,500 992,209 12,200 84,800
AMERICAN WOODMARK CO COM 03050610 697,438 18,153 18,042 11 100 14,653 100 3,400
AMERICREDIT CORP COM 03060R10 78,069,005 1,502,772 1,496,672 5,800 300 1,438,472 7,400 56,900
AMERISTAR CASINOS IN COM 03070Q10 234,768 14,673 14,673 14,673
AMERIPATH INC COM 03071D10 7,716,272 263,354 263,314 40 248,054 15,300
AMERISOURCE HEALTH C CL A 03071P10 54,632,055 987,029 986,489 340 200 946,329 4,800 35,900
AMERON INTL INC COM 03071010 876,027 13,124 13,014 110 10,824 2,300
AMERITRADE HLDG CORP CL A 03072H10 4,889,095 614,208 612,068 2,140 538,408 7,600 68,200
AMERUS GROUP CO COM 03072M10 3,088,195 87,065 87,065 68,365 18,700
AMETEK INC NEW COM 03110010 11,969,123 391,788 375,838 2,100 13,850 352,998 13,850 24,940
AMGEN INC COM 03116210 1,333,934,022 21,983,092 21,704,509 169,806 108,777 18,409,249 864,497 2,709,346
AMKOR TECHNOLOGY INC COM 03165210 15,810,914 715,426 713,126 2,200 100 627,826 10,900 76,700
AMPAL AMERN ISRAEL C CL A 03201510 272,600 45,058 45,058 45,058
AMPHENOL CORP NEW CL A 03209510 11,958,289 298,584 297,864 620 100 266,384 4,100 28,100
AMSOUTH BANCORPORATI COM 03216510 137,564,361 7,439,933 7,383,756 31,724 24,453 6,556,595 135,793 747,545
AMYLIN PHARMACEUTICA COM 03234610 5,385,375 478,700 478,500 100 100 440,800 100 37,800
AMVESCAP PLC SPONSORED 03235E10 737,653 21,301 21,301 21,301
ANADARKO PETE CORP COM 03251110 308,177,269 5,716,514 5,217,932 373,159 125,423 4,940,665 206,991 568,858
ANADIGICS INC COM 03251510 6,002,609 260,983 260,963 20 241,183 19,800
ANALOG DEVICES INC COM 03265410 327,117,525 7,563,411 7,249,296 225,880 88,235 6,515,238 339,135 709,038
ANALOGIC CORP COM PAR $0 03265720 2,628,417 57,704 57,404 300 53,704 4,000
ANALYSTS INTL CORP COM 03268110 471,457 105,708 105,708 105,708
ANAREN MICROWAVE INC COM 03274410 5,359,580 267,979 267,979 254,879 13,100
ANCHOR BANCORP WIS I COM 03283910 3,033,688 190,798 190,778 20 174,198 16,600
ANCHOR GAMING COM 03303710 5,614,250 86,881 86,681 200 78,381 8,500
ANDERSON EXPL LTD COM 03390110 543,595 26,924 26,924 10,748 16,176
ANDOVER BANCORP INC COM 03425810 5,135,298 102,195 102,095 100 97,995 4,200
ANDREW CORP COM 03442510 30,785,577 1,668,595 1,663,035 5,460 100 1,491,978 16,237 160,380
ANDRX GROUP COM 03455310 21,279,335 276,355 275,830 525 234,355 5,600 36,400
ANHEUSER BUSCH COS I COM 03522910 807,083,527 19,589,406 19,188,431 193,504 207,471 16,738,604 779,331 2,071,471
ANIXTER INTL INC COM 03529010 5,784,647 188,425 188,105 320 173,625 14,800
ANNALY MTG MGMT INC COM 03571040 1,190,973 86,869 86,869 59,069 27,800
ANNTAYLOR STORES COR COM 03611510 7,928,017 221,453 221,093 360 204,853 16,600
ANSOFT CORP COM 03638410 963,628 56,684 10,129 553 46,002 10,682 46,002
ANSYS INC COM 03662Q10 598,590 31,976 31,976 23,076 8,900
ANTEC CORP COM 03664P10 3,623,800 292,242 290,422 1,620 200 272,442 200 19,600
ANSWERTHINK INC COM 03691610 2,788,588 279,138 279,038 100 256,638 22,500
ANTHRACITE CAP INC COM 03702310 1,116,547 101,045 101,045 81,345 19,700
ANTIGENICS INC DEL COM 03703210 900,363 45,588 45,588 37,188 8,400
AON CORP COM 03738910 184,024,855 5,257,853 5,235,484 10,273 12,096 4,542,948 91,741 623,164
APACHE CORP COM 03741110 123,945,760 2,442,281 2,365,665 57,711 18,905 2,120,825 58,040 263,416
APACHE CORP ACES C DP 03741160 1,095,500 25,000 25,000 25,000
APARTMENT INVT & MGM CL A 03748R10 47,516,234 985,814 915,944 69,870 937,514 7,100 41,200
APHTON CORP COM 03759P10 2,419,183 110,465 110,425 40 100,665 9,800
Page Total 3,702,442,232
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APOGEE ENTERPRISES I COM 03759810 13,903,680 1,113,185 1,113,085 100 77,395 1,010,190 25,600
APOGENT TECHNOLOGIES COM 03760A10 27,712,146 1,126,510 1,109,350 15,560 1,600 1,042,210 12,500 71,800
APOLLO GROUP INC CL A 03760410 69,820,698 1,644,775 1,640,070 4,405 300 1,569,075 8,700 67,000
APPLE COMPUTER INC COM 03783310 170,262,935 7,323,137 7,303,141 18,436 1,560 6,303,653 120,760 898,724
APPLEBEES INTL INC COM 03789910 19,970,880 624,090 607,440 150 16,500 584,790 16,500 22,800
APPLIED INNOVATION I COM 03791610 341,014 40,840 40,840 40,840
APRIA HEALTHCARE GRO COM 03793310 26,606,248 922,227 922,147 80 893,127 29,100
APPLERA CORP COM AP BIO 03802010 115,514,953 4,318,316 4,304,576 10,700 3,040 3,601,365 174,000 542,951
APPLERA CORP COM CE GEN 03802020 17,678,167 445,743 441,694 3,249 800 369,626 7,000 69,117
APPLICA INC COM 03815A10 1,351,878 169,834 169,834 155,234 155,234 14,600
APPLIED INDL TECHNOL COM 03820C10 5,526,426 291,632 291,632 276,832 14,800 276,832 14,800
APPLIED MICRO CIRCUI COM 03822W10 93,559,451 5,439,503 5,425,418 3,805 10,280 4,811,390 107,280 520,833
APPLIED MATLS INC COM 03822210 921,563,350 18,769,111 17,888,208 712,336 168,567 15,927,554 737,107 2,104,450
APPLIED MOLECULAR EV COM 03823E10 464,642 37,231 37,231 27,131 10,100
APTARGROUP INC COM 03833610 19,676,253 606,730 332,079 173,311 101,340 484,678 101,340 20,712
AQUILA INC DEL CL A 03840J10 1,097,565 44,526 44,526 33,626 10,900
ARADIGM CORP COM 03850510 874,559 124,937 124,537 400 124,537 400
ARBITRON INC COM 03875Q10 3,971,848 164,807 160,561 4,246 146,136 18,671
ARCH CHEMICALS INC COM 03937R10 3,432,440 157,235 157,235 143,835 13,400
ARCH COAL INC COM 03938010 9,569,804 369,919 369,295 183 441 346,878 441 22,600
ARCHER DANIELS MIDLA COM 03948310 178,766,429 13,698,577 13,669,055 19,473 10,049 12,078,613 220,458 1,399,50
ARCHSTONE CMNTYS TR SH BEN INT 03958110 33,183,319 1,287,173 1,162,413 124,760 1,192,773 7,300 87,100
ARCTIC CAT INC COM 03967010 2,062,291 142,227 142,207 20 131,327 10,900
ARDEN RLTY INC COM 03979310 21,009,375 786,868 786,868 743,868 5,600 37,400
AREA BANCSHARES CORP COM 03987210 2,117,923 128,359 128,359 119,559 8,800
AREMISSOFT CORP DEL COM 04002610 3,377,489 208,487 208,487 194,687 13,800
ARENA PHARMACEUTICAL COM 04004710 1,533,586 50,298 50,298 40,998 9,300
ARGONAUT GROUP INC COM 04015710 3,150,212 156,727 156,107 620 143,827 12,900
ARGOSY GAMING CO COM 04022810 13,024,103 469,168 469,168 454,368 14,800
ARGUSS COMMUNICATION COM 04028210 399,196 80,160 29,494 50,666 80,160
ARIAD PHARMACEUTICAL COM 04033A10 831,698 164,043 163,543 500 148,843 15,200
ARIBA INC COM 04033V10 7,826,109 1,422,929 1,416,080 5,229 1,620 1,165,573 17,720 239,636
ARKANSAS BEST CORP D COM 04079010 7,874,732 341,637 341,637 331,537 10,100
ARMOR HOLDINGS INC COM 04226010 1,974,795 131,653 131,653 117,253 14,400
ARMSTRONG HLDGS INC COM 04238410 1,037,168 292,160 288,510 3,650 267,152 25,008
ARNOLD INDS INC COM 04259510 3,465,401 178,998 178,878 120 164,398 14,600
ARQULE INC COM 04269E10 1,003,832 46,345 43,845 2,500 34,445 11,900
ARROW ELECTRS INC COM 04273510 24,766,472 1,019,616 1,015,546 3,620 450 899,566 10,950 109,100
ARROW FINL CORP COM 04274410 444,905 17,620 17,620 16,320 1,300
ARROW INTL INC COM 04276410 3,983,078 103,726 103,726 95,335 8,391
ART TECHNOLOGY GROUP COM 04289L10 2,020,592 348,378 346,408 1,820 150 315,528 150 32,700
ARTESYN TECHNOLOGIES COM 04312710 3,829,223 296,839 296,039 800 276,339 20,500
ARTHROCARE CORP COM 04313610 4,543,693 173,755 173,755 159,623 14,132
ARVINMERITOR INC COM 04335310 13,620,467 813,648 812,089 1,160 399 764,224 399 49,025
ASHLAND INC COM 04420410 63,864,904 1,592,641 1,586,987 3,760 1,894 1,453,646 22,428 116,567
ASIAINFO HLDGS INC COM 04518A10 685,858 34,727 34,227 500 18,227 16,500
ASPECT COMMUNICATION COM 04523Q10 2,571,544 367,889 365,489 2,400 334,289 33,600
ASPECT MED SYS INC COM 04523510 604,670 39,011 38,535 476 31,311 7,700
ASPEN TECHNOLOGY INC COM 04532710 6,133,756 253,461 253,161 300 234,661 18,800
Page Total 1,932,605,757
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ASSOCIATED BANC CORP COM 04548710 30,113,840 836,728 834,138 2,410 180 783,853 7,480 45,395
ASSOCIATED ESTATES R COM 04560410 1,113,179 115,236 115,236 112,036 3,200
AT HOME CORP COM SER A 04591910 3,884,033 1,814,969 1,811,089 3,720 160 1,634,409 23,160 157,400
ASTEC INDS INC COM 04622410 2,147,711 124,505 124,345 100 60 118,445 60 6,000
ASTORIA FINL CORP COM 04626510 35,863,795 652,069 649,269 2,500 300 613,269 4,700 34,100
ASTRAZENECA PLC SPONSORED 04635310 8,870,906 189,752 101,975 87,777 185,795 3,957
ASTROPOWER INC COM 04644A10 2,105,830 40,388 40,076 312 29,276 312 10,800
ASYST TECHNOLOGY COR COM 04648X10 3,888,310 288,023 287,203 820 265,623 22,400
AT & T LATIN AMER CO COM 04649A10 361,169 72,524 72,524 45,624 26,900
ATLANTIC COAST AIRLI COM 04839610 17,706,785 590,423 590,423 568,023 22,400
ATLAS AIR WORLDWIDE COM 04916410 6,116,681 431,969 370,674 52,565 8,730 410,239 8,730 13,000
ATMEL CORP COM 04951310 62,897,529 4,662,530 4,649,680 11,450 1,400 4,246,407 43,100 373,023
ATMOS ENERGY CORP COM 04956010 7,585,046 310,100 309,800 300 287,300 22,800
ATRIX LABS INC COM 04962L10 753,423 31,790 31,790 22,390 9,400
ATWOOD OCEANICS INC COM 05009510 4,132,989 117,749 117,749 111,249 6,500
AUDIOVOX CORP CL A 05075710 2,590,085 233,341 233,341 223,441 9,900
AUGUST TECHNOLOGY CO COM 05106U10 324,541 22,727 22,727 22,727
AURORA FOODS INC COM 05164B10 1,115,689 203,593 203,593 191,393 12,200
AURORA BIOSCIENCES C COM 05192010 5,565,926 179,546 179,546 166,746 12,800
AUSPEX SYS INC COM 05211610 503,612 70,534 70,534 42,434 28,100
AUSTRALIA&NEW ZEALAN SPONSORED 05252830 628,633 14,774 14,774 14,774
AUTODESK INC COM 05276910 50,355,783 1,350,021 1,348,311 1,510 200 1,216,435 18,630 114,956
AUTOLIV INC COM 05280010 11,067,667 640,490 618,044 14,148 8,298 558,792 18,798 62,900
AUTOMATIC DATA PROCE COM 05301510 836,730,164 16,835,617 13,760,580 2,031,512 1,043,525 13,739,290 1,488,975 1,607,352
AUTONATION INC COM 05329W10 24,564,612 2,117,639 2,111,039 5,960 640 1,893,899 25,440 198,300
AUTOZONE INC COM 05333210 89,074,762 2,375,327 2,372,712 2,415 200 2,126,254 33,260 215,813
AVANIR PHARMACEUTICA CL A 05348P10 829,355 133,767 133,667 100 97,967 35,800
AVANEX CORP COM 05348W10 1,039,471 107,162 104,299 2,863 89,049 18,113
AVALONBAY CMNTYS INC COM 05348410 41,049,492 878,064 812,064 66,000 827,511 7,100 43,453
AVANT CORP COM 05348710 4,475,982 336,540 335,940 600 310,540 26,000
AVANT IMMUNOTHERAPEU COM 05349110 2,218,421 392,641 392,621 20 357,341 35,300
AVATAR HLDGS INC COM 05349410 371,243 16,141 16,141 15,041 1,100
AVAYA INC COM 05349910 78,888,079 5,758,254 5,703,253 44,478 10,523 4,936,511 217,412 604,331
AVENTIS SPONSORED 05356110 3,188,729 39,914 39,914 39,914
AVERY DENNISON CORP COM 05361110 143,682,726 2,814,549 2,518,420 220,926 75,203 2,380,981 148,673 284,895
AVIALL INC NEW COM 05366B10 567,368 51,720 51,720 40,220 11,500
AVICI SYS INC COM 05367L10 1,080,574 126,088 116,886 9,202 95,488 30,600
AVID TECHNOLOGY INC COM 05367P10 3,163,330 201,486 201,386 100 184,286 100 17,100
AVIGEN INC COM 05369010 2,814,823 130,922 130,922 121,122 9,800
AVIRON COM 05376210 17,028,807 298,751 266,283 26,253 6,215 273,936 8,815 16,000
AVISTA CORP COM 05379B10 8,537,833 427,319 427,279 40 397,219 30,100
AVNET INC COM 05380710 27,785,711 1,239,327 1,235,535 2,720 1,072 1,103,864 10,372 125,091
AVOCENT CORP COM 05389310 11,193,841 492,037 490,378 1,459 200 462,639 200 29,198
AVON PRODS INC COM 05430310 239,091,134 5,166,187 5,134,178 27,329 4,680 4,382,184 176,330 607,673
AWARE INC MASS COM 05453N10 1,256,976 139,664 139,124 540 128,364 11,300
AXA SPONSORED 05453610 12,962,819 460,164 197,189 262,975 443,680 16,484
AXCELIS TECHNOLOGIES COM 05454010 10,242,932 692,090 687,727 4,263 100 620,636 8,386 63,068
AZTAR CORP COM 05480210 3,884,003 320,992 320,972 20 295,992 25,000
BB&T CORP COM 05493710 285,105,051 7,768,530 7,753,637 14,393 500 6,917,582 131,320 719,628
Page Total 2,110,521,400
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B A S F A G SPONSORED 05526250 2,002,308 50,820 50,820 50,820
BCE INC COM 05534B10 876,342 33,321 33,321 30,621 2,700
BEI TECHNOLOGIES INC COM 05538P10 966,579 35,786 35,786 29,086 6,700
BG PLC ADR FIN IN 05543420 657,931 33,313 33,313 33,313
BHC COMMUNICATIONS I CL A 05544810 6,043,424 43,481 43,211 270 40,481 3,000
BISYS GROUP INC COM 05547210 35,430,798 600,522 599,712 610 200 556,222 5,900 38,400
BJS WHOLESALE CLUB I COM 05548J10 71,982,008 1,351,521 1,347,141 4,180 200 1,290,921 6,900 53,700
BJ SVCS CO COM 05548210 56,247,008 1,939,552 1,937,972 1,180 400 1,792,296 15,900 131,356
BMC INDS INC MINN COM 05560710 315,444 52,574 52,574 47,674 4,900
BOK FINL CORP COM NEW 05561Q20 3,166,103 117,699 117,699 110,798 6,901
BOC GROUP PLC SPONSORED 05561760 342,701 11,617 11,617 11,617
BP PLC SPONSORED 05562210 3,661,698,649 73,454,336 73,363,867 90,469 548,792 72,899,476 6,068
BP PRUDHOE BAY RTY T UNIT BEN I 05563010 677,805 47,399 47,399 47,399
BRE PROPERTIES INC CL A 05564E10 16,481,442 543,942 543,942 515,442 28,500
BSB BANCORP COM 05565210 1,997,466 86,658 86,538 120 80,758 5,900
BMC SOFTWARE INC COM 05592110 134,873,815 5,983,754 5,976,129 7,245 380 5,254,120 78,320 651,314
BACOU USA INC COM 05643910 1,199,199 42,555 42,475 80 39,555 3,000
BAKER HUGHES INC COM 05722410 252,059,661 7,524,169 6,965,149 502,850 56,170 6,630,792 166,250 727,127
BALDOR ELEC CO COM 05774110 4,603,995 215,442 215,422 20 189,342 26,100
BALDWIN & LYONS INC CL B 05775520 1,974,588 94,028 94,028 87,428 6,600
BALL CORP COM 05849810 34,391,825 723,125 721,130 1,895 100 666,982 9,300 46,843
BALLY TOTAL FITNESS COM 05873K10 7,073,680 238,895 238,835 60 222,695 16,200
BANCFIRST CORP COM 05945F10 1,521,731 37,807 37,807 35,007 2,800
BANCFIRST CORP ZANES COM 05945010 318,391 14,057 14,057 12,757 1,300
BANCO BILBAO VIZCAYA SPONSORED 05946K10 1,937,922 149,994 149,994 149,994
BANCO SANTANDER CENT ADR 05964H10 22,465,423 2,444,551 346,728 2,097,823 2,403,751 40,800
BANCO SANTANDER CHIL SPON ADR S 05965F10 236,160 13,643 13,643 5,443 8,200
BANCO SANTIAGO SP ADR REP 05965L10 328,714 14,411 14,411 4,531 9,880
BANCORPSOUTH INC COM 05969210 11,688,180 687,540 687,310 230 633,940 53,600
BANCWEST CORP NEW COM 05979010 21,109,835 613,658 611,498 2,160 577,658 4,800 31,200
BANDAG INC COM 05981510 9,528,873 349,043 349,043 337,143 11,900
BANGOR HYDRO ELEC CO COM 06007710 867,650 32,643 32,568 75 27,968 75 4,600
BANK OF AMERICA CORP COM 06050510 2,091,301,188 34,837,601 34,581,520 186,341 69,740 30,601,784 597,066 3,638,751
BANK OF GRANITE CORP COM 06240110 2,215,360 96,320 92,564 3,756 87,820 8,500
BANK MONTREAL QUE COM 06367110 652,032 25,253 25,253 25,253
BANK MUT CORP COM 06374810 443,980 31,488 31,488 29,388 2,100
BANK NEW YORK INC COM 06405710 741,912,048 15,456,501 15,258,679 93,931 103,891 13,195,562 618,251 1,642,688
BANK ONE CORP COM 06423A10 862,290,220 24,086,319 23,983,415 71,220 31,684 20,530,284 599,253 2,956,782
BANKATLANTIC BANCORP CL A 06590850 2,747,004 316,111 316,111 301,811 14,300
BANKNORTH GROUP INC COM 06646R10 41,849,544 1,847,662 1,722,924 64,466 60,272 1,674,290 75,672 97,700
BANKUNITED FINL CORP CL A 06652B10 816,445 58,110 58,110 49,310 8,800
BANNER CORP COM 06652V10 707,212 32,146 32,146 25,546 6,600
BANTA CORP COM 06682110 15,904,303 542,809 535,609 2,000 5,200 511,782 5,200 25,827
BARCLAYS PLC ADR 06738E20 31,384,789 250,078 41,020 209,058 246,278 3,800
BARD C R INC COM 06738310 73,757,653 1,295,130 1,282,509 12,621 1,202,601 12,230 80,299
BARNES & NOBLE INC COM 06777410 25,093,416 637,698 635,018 2,480 200 600,298 4,600 32,800
BARNES GROUP INC COM 06780610 3,615,536 146,378 143,778 500 2,100 132,078 2,100 12,200
BARRICK GOLD CORP COM 06790110 88,720,854 5,856,162 5,854,262 1,900 5,350,728 102,350 403,084
BARR LABS INC COM 06830610 52,724,933 761,921 761,171 650 100 743,171 2,000 16,750
Page Total 8,401,202,167
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BARRA INC COM 06831310 9,109,735 232,688 232,438 250 225,538 7,150
BARRETT RES CORP COM PAR $0 06848020 8,377,469 141,991 140,011 1,980 129,067 12,924
BASS PUB LTD CO SPONSORED 06990420 1,728,687 159,326 159,326 159,326
BASSETT FURNITURE IN COM 07020310 927,146 73,700 73,700 68,300 5,400
BAUSCH & LOMB INC COM 07170710 49,262,409 1,359,338 1,358,068 1,170 100 1,233,840 35,910 89,588
BAXTER INTL INC COM 07181310 886,618,501 17,556,802 12,833,255 4,719,571 3,976 10,878,236 5,162,559 1,516,007
BAY VIEW CAP CORP DE COM 07262L10 1,826,817 244,227 241,227 3,000 209,027 35,200
BE AEROSPACE INC COM 07330210 1,756,486 92,204 92,204 75,604 16,600
BEA SYS INC COM 07332510 102,093,030 3,324,423 3,296,025 28,118 280 2,889,122 29,280 406,021
BEACON POWER CORP COM 07367710 288,737 41,846 41,846 41,846
BEAR STEARNS COS INC COM 07390210 126,971,727 2,153,158 2,149,854 3,098 206 1,951,912 33,501 167,745
BEASLEY BROADCAST GR CL A 07401410 1,270,376 74,728 74,728 69,528 5,200
BEAZER HOMES USA INC COM 07556Q10 1,714,356 27,002 27,002 21,702 5,300
BEBE STORES INC COM 07557110 1,140,826 39,123 39,123 37,523 1,600
BECKMAN COULTER INC COM 07581110 28,988,808 710,510 695,026 834 14,650 652,160 20,450 37,900
BECTON DICKINSON & C COM 07588710 395,286,806 11,044,616 11,018,926 18,310 7,380 5,193,913 5,194,078 656,625
BED BATH & BEYOND IN COM 07589610 166,530,249 5,337,508 5,258,311 74,532 4,665 4,638,637 202,465 496,406
BEDFORD PPTY INVS IN COM PAR $0 07644630 5,017,692 239,508 239,508 227,508 12,000
BEL FUSE INC CL B 07734730 1,526,374 45,906 45,886 20 39,806 6,100
BELCO OIL & GAS CORP COM 07741010 1,283,697 142,633 142,633 131,333 11,300
BELDEN INC COM 07745910 6,379,340 238,480 237,120 1,360 222,280 16,200
BELL MICROPRODUCTS I COM 07813710 211,967 17,723 17,723 9,123 8,600
BELLSOUTH CORP COM 07986010 6,997,222,901 173,757,708 172,927,166 411,257 419,285 34,318,863 134,620,263 4,818,582
BELO CORP COM SER A 08055510 21,403,163 1,136,049 1,132,959 2,690 400 1,069,249 11,300 55,500
BEMIS INC COM 08143710 43,474,866 1,082,272 1,068,796 5,700 7,776 959,234 23,530 99,508
BENCHMARK ELECTRS IN COM 08160H10 4,088,460 167,835 167,635 200 154,835 13,000
BERGEN BRUNSWIG CORP CL A 08373910 35,581,659 1,851,283 1,849,463 1,320 500 1,703,16 13,500 134,618
BERKLEY W R CORP COM 08442310 7,336,558 177,126 176,626 500 165,526 11,600
BERKSHIRE HATHAWAY I CL B 08467020 402,334,400 174,928 170,456 2,096 2,376 2,340 172,536 52
BERRY PETE CO CL A 08578910 2,265,900 156,269 156,269 142,969 13,300
BEST BUY INC COM 08651610 290,849,123 4,578,859 4,534,994 36,755 7,110 4,053,651 147,610 377,598
BETHLEHEM STL CORP COM 08750910 2,116,879 1,047,960 1,047,860 100 944,540 103,420
BEVERLY ENTERPRISES COM NEW 08785130 9,061,305 846,851 846,851 786,851 60,000
BHP LTD SPONSORED 08860610 1,027,752 47,253 47,253 47,253
BIG LOTS INC COM 08930210 31,400,073 2,295,327 2,292,792 2,435 100 2,083,460 29,570 182,297
BINDVIEW DEV CORP COM 09032710 438,411 207,778 207,718 60 207,778
BIO RAD LABS INC CL A 09057220 3,589,833 72,085 72,085 67,085 5,000
BIO TECHNOLOGY GEN C COM 09057810 8,718,901 665,565 664,082 1,483 628,865 36,700
BIOCRYST PHARMACEUTI COM 09058V10 222,202 34,450 32,530 1,920 34,450
BIOGEN INC COM 09059710 158,442,167 2,914,683 2,895,151 15,132 4,400 2,514,741 127,100 272,842
BIOMARIN PHARMACEUTI COM 09061G10 2,162,794 163,724 163,724 152,524 11,200
BIOMET INC COM 09061310 167,803,893 3,491,550 3,478,838 12,592 120 2,972,003 144,000 375,547
BIOPURE CORP CL A 09065H10 10,863,437 411,962 306,442 88,695 16,825 385,037 16,825 10,100
BIOVAIL CORP COM 09067J10 23,723,682 545,372 237,360 308,012 539,872 5,500
BIOSITE DIAGNOSTICS COM 09094510 10,766,739 240,329 240,029 300 232,729 7,600
BLACK & DECKER CORP COM 09179710 67,442,703 1,709,141 1,699,666 8,975 500 1,477,487 29,180 202,474
BLACK BOX CORP DEL COM 09182610 12,666,845 188,047 186,627 1,420 176,247 11,800
BLACK HILLS CORP COM 09211310 13,546,004 336,714 331,599 1,240 3,875 313,539 6,375 16,800
BLACKROCK INC CL A 09247X10 4,343,239 126,662 126,662 118,062 8,600
Page Total 10,131,205,124
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BLOCK H & R INC COM 09367110 137,404,615 2,128,654 2,097,419 15,735 15,500 1,821,004 80,000 227,650
BLOCKBUSTER INC CL A 09367910 17,956,102 983,896 983,776 120 945,896 300 37,700
BLYTH INC COM 09643P10 13,867,639 539,387 539,307 80 514,187 25,200
BOB EVANS FARMS INC COM 09676110 17,353,188 964,066 964,066 544,651 383,582 35,833
BOCA RESORTS INC CL A 09688T10 3,395,589 230,522 230,482 40 211,622 18,900
BOEING CO COM 09702310 4,844,892,927 87,138,362 85,795,422 1,282,982 59,958 18,067.061 67,055,882 2,014,879
BOISE CASCADE CORP COM 09738310 82,751,633 2,352,904 1,288,732 1,064,172 1,145,684 1,078,602 128,618
BONE CARE INTL INC COM 09807210 2,087,166 78,761 78,761 73,461 5,300
BORDERS GROUP INC COM 09970910 23,959,264 1,069,610 1,068,170 1,140 300 1,006,310 8,000 55,300
BORG WARNER INC COM 09972410 23,931,279 482,291 481,891 200 200 462,391 200 19,700
BORLAND SOFTWARE COR COM 09984910 7,155,267 458,671 458,671 410,471 48,200
BOSTON BEER INC CL A 10055710 392,141 45,492 45,492 45,492
BOSTON COMMUNICATION COM 10058210 482,500 33,507 33,507 24,207 9,300
BOSTON PRIVATE FINL COM 10111910 1,216,745 54,319 34,169 150 20,000 27,019 20,000 7,300
BOSTON PROPERTIES IN COM 10112110 43,379,889 1,060,633 976,923 83,710 1,007,233 6,900 46,500
BOSTON SCIENTIFIC CO COM 10113710 136,149,311 8,008,783 7,982,248 11,480 15,055 7,102,723 110,275 795,785
BOWATER INC COM 10218310 22,331,792 499,146 497,946 1,100 100 456,746 5,500 36,900
BOWNE & CO INC COM 10304310 3,630,676 315,711 315,551 160 289,411 26,300
BOYD GAMING CORP COM 10330410 1,853,909 322,419 322,419 298,619 23,800
BOYDS COLLECTION LTD COM 10335410 5,688,297 457,995 457,995 425,195 32,800
BOYKIN LODGING CO COM 10343010 2,706,174 209,781 209,681 100 198,981 10,800
BRADY CORP CL A 10467410 5,680,250 157,217 155,577 1,540 100 139,017 100 18,100
BRANDYWINE RLTY TR SH BEN INT 10536820 16,190,782 721,193 616,243 104,950 705,393 15,800
BRASCAN CORP CL A LTD V 10549P60 259,971 15,203 15,203 15,203
BRAUN CONSULTING INC COM 10565110 415,210 51,579 51,579 51,579
BRIGGS & STRATTON CO COM 10904310 8,388,635 199,255 198,955 300 184,922 14,333
BRIGHT HORIZON FAMIL COM 10919510 3,719,392 118,452 104,682 13,770 109,652 8,800
BRIGHTPOINT INC COM 10947310 1,427,301 492,173 492,173 454,873 37,300
BRINKER INTL INC COM 10964110 65,225,702 2,523,238 2,493,367 17,771 12,100 2,415,538 22,450 85,250
BRIO TECHNOLOGY INC COM 10970410 647,305 88,672 88,672 88,672
BRISTOL MYERS SQUIBB COM 11012210 2,263,511,521 43,279,379 40,694,305 1,312,749 1,272,325 36,154,565 2,700,210 4,424,604
BRITESMILE INC COM 11041510 290,338 27,625 27,625 27,625
BRITISH AMERN TOB PL SPONSORED 11044810 19,931,115 1,261,463 71,224,126 37,337 1,224,126
BRITISH SKY BROADCAS SPONSORED 11101310 1,203,300 20,055 18,370 1,685 20,055
BRITISH TELECOMMUNIC ADR FINAL 11102140 8,191,155 126,700 46,414 80,286 125,400 1,300
BROADCOM CORP CL A 11132010 194,644,075 4,552,013 4,546,463 5,030 520 3,966,632 72,420 512,961
BROADVISION INC COM 11141210 25,602,635 5,120,527 5,113,007 6,480 1,040 4,570,654 83,440 466,433
BROADWING INC COM 11162010 56,141,698 2,296,184 2,285,928 7,920 2,336 2,101,948 24,136 170,100
BROCADE COMMUNICATIO COM 11162110 89,585,503 2,036,497 1,919,166 97,921 19,410 1,815,890 41,310 179,297
BROOKLINE BANCORP IN COM 11373910 1,746,239 124,376 116,976 7,400 115,576 8,800
BROOKS AUTOMATION IN COM 11434A10 7,898,912 171,343 159,328 12,015 159,643 11,700
BROOKSTONE INC COM 11453710 341,610 19,300 19,300 19,300
BROOKTROUT INC COM 11458010 286,327 37,089 37,089 37,089
BROWN & BROWN INC COM 11523610 9,420,162 224,343 224,343 211,843 12,500
BROWN FORMAN CORP CL B 11563720 76,567,766 1,197,494 1,196,134 1,360 1,088,510 15,880 93,104
BROWN TOM INC COM NEW 11566020 6,290,832 262,118 261,658 360 100 242,818 100 19,200
BROWN SHOE INC NEW COM 11573610 2,621,870 145,256 145,096 60 100 130,656 100 14,500
BRUKER DALTONICS INC COM 11679510 2,649,426 175,808 175,808 147,408 28,400
BRUNSWICK CORP COM 11704310 56,230,608 2,340,017 2,338,017 2,000 2,119,689 31,470 188,858
Page Total 8,317,695,743
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BRUSH ENGINEERED MAT COM 11742110 2,601,904 162,619 162,619 150,819 11,800
BSQUARE CORP COM 11776U10 2,657,747 252,878 252,678 200 245,478 7,400
BUCA INC COM 11776910 1,523,652 70,053 69,913 140 65,203 4,850
BUCKEYE PARTNERS L P UNIT LTD P 11823010 897,520 26,000 14,200 10,800 1,000 25,000 1,000
BUCKEYE TECHNOLOGIES COM 11825510 3,049,228 211,752 211,252 500 193,052 18,700
BUCKLE INC COM 11844010 3,099,978 164,020 164,020 159,020 5,000
BUILDING MATLS HLDG COM 12011310 289,856 19,057 19,057 11,057 8,000
BURLINGTON COAT FACT COM 12157910 4,750,200 237,510 237,510 224,510 13,000
BURLINGTON NORTHN SA COM 12189T10 266,232,374 8,786,547 8,571,071 174,755 40,721 7,745,964 169,785 870,798
BURLINGTON RES INC COM 12201410 173,413,946 4,362,615 4,267,525 80,497 14,593 3,882,489 82,263 397,863
BURNHAM PAC PPTYS IN COM 12232C10 1,371,316 285,691 285,691 265,291 20,400
BUSH INDS INC CL A 12316410 862,311 65,575 65,575 60,375 5,200
BUTLER MFG CO DEL COM 12365510 342,200 13,688 13,688 12,688 1,000
C&D TECHNOLOGIES INC COM 12466110 9,212,146 297,166 296,826 340 279,616 17,550
CBL & ASSOC PPTYS IN COM 12483010 22,466,307 732,040 655,525 76,515 719,340 12,700
CCC INFORMATION SVCS COM 12487Q10 1,011,023 170,206 170,206 156,506 13,700
CB RICHARD ELLIS SVC COM 12489L10 3,620,372 230,597 230,557 40 223,697 6,900
CBRL GROUP INC COM 12489V10 11,414,960 673,449 672,889 360 200 633,349 200 39,900
CCBT FINL COS INC COM 12500Q10 1,215,974 40,546 23,446 9,100 8,000 27,146 8,000 5,400
C COR NET CORP COM 12501010 2,663,520 221,960 220,500 1,460 202,660 19,300
C D I CORP COM 12507110 1,867,014 109,889 109,889 102,889 7,000
CDW COMPUTER CTRS IN COM 12512910 27,897,823 702,539 700,519 1,720 300 664,139 5,700 32,700
CEC ENTMT INC COM 12513710 13,037,529 264,185 263,965 220 246,785 17,400
CFS BANCORP INC COM 12525D10 608,520 44,000 44,000 34,000 10,000
CH ENERGY GROUP INC COM 12541M10 6,059,474 137,872 136,236 1,536 100 126,672 100 11,100
C H ROBINSON WORLDWI COM 12541W10 24,486,276 877,959 876,319 1,340 300 822,569 9,100 46,290
CIGNA CORP COM 12550910 350,707,140 3,660,062 3,605,284 32,315 22,463 3,185,164 62,243 412,655
CLECO CORP NEW COM 12561W10 12,954,942 569,448 565,808 3,440 200 524,248 200 45,000
CMGI INC COM 12575010 4,710,639 1,570,213 1,552,588 16,415 1,210 1,374,041 22,810 173,362
CMS ENERGY CORP COM 12589610 72,561,002 2,605,422 2,602,372 3,050 2,315,325 43,300 246,797
CPI CORP COM 12590210 1,204,346 49,157 49,157 42,957 6,200
CPB INC COM 12590310 1,835,054 62,037 62,037 57,237 4,800
CSS INDS INC COM 12590610 1,089,673 42,301 42,301 39,301 3,000
CSK AUTO CORP COM 12596510 1,103,445 133,751 133,671 80 121,851 11,900
CNA FINL CORP COM 12611710 10,710,438 271,494 270,914 580 253,494 2,400 15,600
CNA SURETY CORP COM 12612L10 3,781,442 270,103 270,103 259,703 10,400
CNF INC COM 12612W10 23,778,561 841,719 840,919 700 100 784,077 4,700 52,942
CNET NETWORKS INC COM 12613R10 8,299,382 638,414 636,200 2,114 100 559,364 8,100 70,950
CNOOC LTD SPONSORED 12613210 360,258 19,011 19,011 19,011
CRH PLC ADR 12626K20 311,876 18,509 18,509 18,509
CSG SYS INTL INC COM 12634910 37,544,299 661,457 644,077 17,180 200 623,257 5,700 32,500
CSX CORP COM 12640810 164,270,773 4,532,858 4,505,134 20,116 7,608 3,974,280 82,913 475,665
CTC COMMUNICATIONS G COM 12641910 338,172 110,514 98,864 100 11,550 98,964 11,550
CT COMMUNICATIONS IN COM NEW 12642640 2,706,901 145,846 145,806 40 134,046 11,800
CTS CORP COM 12650110 5,747,400 280,361 280,341 20 262,761 17,600
CUNO INC COM 12658310 3,972,480 132,416 132,376 40 119,716 12,700
CVB FINL CORP COM 12660010 3,870,892 201,609 201,609 187,419 14,190
CVS CORP COM 12665010 320,664,057 8,307,359 8,028,436 226,749 52,174 6,970,733 326,224 1,010,402
CV THERAPEUTICS INC COM 12666710 8,504,001 149,193 149,193 139,193 10,000
Page Total 1,627,680,343
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CABLE & WIRELESS PUB SPONSORED 12683020 9,898,074 549,893 87,356 462,537 539,693 10,200
CABLEVISION SYS CORP CL A NY CA 12686C10 37,335,285 638,210 633,080 2,603 2,527 567,483 12,127 58,600
CABLEVISION SYS CORP CL A RAINB 12686C84 7,193,169 278,805 276,633 909 1,263 244,792 4,463 29,550
CABLETRON SYS INC COM 12692010 80,289,324 3,513,756 3,506,471 6,895 390 3,138,551 63,840 311,365
CABLE DESIGN TECHNOL COM 12692410 12,075,252 747,231 746,131 1,100 719,231 28,000
CACHEFLOW INC COM 12694610 629,634 127,715 123,190 3,475 1,050 116,365 1,050 10,300
CABOT CORP COM 12705510 88,549,190 2,458,334 672,466 33,029 1,752,839 626,395 1,759,939 72,000
CABOT INDUSTRIAL TRU COM 12707210 14,862,309 707,729 707,729 681,229 26,500
CABOT MICROELECTRONI COM 12709P10 45,464,414 733,297 291,929 15,256 426,112 288,267 428,412 16,618
CABOT OIL & GAS CORP CL A 12709710 6,790,934 278,317 223,899 14,432 39,986 220,331 39,986 18,000
CACI INTL INC CL A 12719030 5,506,050 117,150 117,150 111,150 6,000
CADBURY SCHWEPPES PL ADR 12720930 660,171 24,271 24,271 24,271
CADENCE DESIGN SYSTE COM 12738710 53,309,577 2,861,491 2,849,666 7,940 3,885 2,618,819 28,285 214,387
CADIZ INC COM 12753710 3,104,480 310,448 310,448 285,348 25,100
CADMUS COMMUNICATION COM 12758710 279,027 25,115 25,115 25,115
CAL DIVE INTL INC COM 12791410 5,092,864 207,027 205,627 1,400 186,827 20,200
CALGON CARBON CORP COM 12960310 2,385,615 303,900 303,900 271,100 32,800
CALIFORNIA PIZZA KIT COM 13054D10 691,385 29,737 29,737 20,537 9,200
CALIFORNIA WTR SVC G COM 13078810 2,996,279 116,814 116,814 107,014 9,800
CALIPER TECHNOLOGIES COM 13087610 1,426,895 67,786 67,429 357 54,586 13,200
CALLAWAY GOLF CO COM 13119310 19,636,334 1,242,806 1,241,346 1,260 200 1,157,955 7,500 77,351
CALLON PETE CO DEL COM 13123X10 626,533 52,872 52,872 45,672 7,200
CALPINE CORP COM 13134710 210,659,097 5,572,992 5,561,992 10,600 400 4,797,982 210,600 564,410
CAMBREX CORP COM 13201110 15,657,645 309,562 277,362 32,100 100 295,462 100 14,000
CAMBRIDGE TECH PARTN COM 13252410 1,629,805 460,397 460,397 426,797 33,600
CAMDEN PPTY TR SH BEN INT 13313110 23,048,627 628,028 628,028 603,728 24,300
CAMINUS CORP COM 13376610 1,321,152 48,986 48,986 43,286 5,700
CAMPBELL SOUP CO COM 13442910 203,891,641 7,918,122 7,884,793 13,277 20,052 6,704,125 291,712 922,285
CANADIAN PAC LTD NEW COM 13592310 649,798 16,769 16,519 250 16,769
CDN IMPERIAL BK OF C COM 13606910 674,779 19,905 19,905 19,605 300
CANADIAN NATL RY CO COM 13637510 439,101 10,842 10,842 10,842
CANON INC ADR 13800630 27,548,380 668,650 109,758 558,892 659,050 9,600
CAPITAL CITY BK GROU COM 13967410 824,763 33,163 33,163 28,963 4,200
CAPITAL AUTOMOTIVE R COM SH BEN 13973310 6,432,822 357,379 357,279 100 347,779 9,600
CAPITAL ONE FINL COR COM 14040H10 242,369,131 4,029,412 3,975,493 50,304 3,615 3,450,457 146,485 432,470
CAPITOL FED FINL COM 14057C10 7,026,551 363,505 363,505 345,905 17,600
CAPITOL TRANSAMERICA COM 14064010 466,738 30,646 30,646 29,046 1,600
CAPSTONE TURBINE COR COM 14067D10 3,849,270 174,254 174,194 60 128,594 6,160 39,500
CAPSTEAD MTG CORP COM NEW 14067E40 2,655,279 149,173 149,073 100 138,573 100 10,500
CARBO CERAMICS INC COM 14078110 3,935,932 106,233 105,933 300 103,033 3,200
CARAUSTAR INDS INC COM 14090910 7,392,209 803,501 248,625 554,876 776,301 27,200
CARDINAL HEALTH INC COM 14149Y10 680,205,036 9,858,044 9,597,579 224,843 35,622 8,558,617 319,102 980,325
CARDIODYNAMICS INTL COM 14159710 1,218,560 226,920 226,920 221,220 5,700
CAREER EDUCATION COR COM 14166510 14,305,198 238,818 238,478 340 224,618 14,200
CAREMARK RX INC COM 14170510 40,376,854 2,454,520 1,859,338 594,720 462 1,673,758 615,562 165,200
CARLISLE COS INC COM 14233910 12,859,811 368,793 368,593 200 347,284 21,509
CARLTON COMMUNICATIO ADR 14287220 472,263 19,596 19,596 19,596
CARNIVAL CORP COM 14365810 282,909,617 9,215,297 9,167,032 41,390 6,875 8,196,394 140,375 878,528
CARPENTER TECHNOLOGY COM 14428510 49,757,910 1,698,802 229,966 1,468,836 216,166 1,468,836 13,800
Page Total 2,241,380,764
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CARRAMERICA RLTY COR COM 14441810 20,641,881 676,783 676,293 490 633,183 7,200 36,400
CARREKER CORP COM 14443310 10,669,203 496,242 496,242 489,242 7,000
CARRIER ACCESS CORP COM 14446010 539,441 90,057 90,057 90,057
CARTER WALLACE INC COM 14628510 6,352,353 328,287 328,287 311,787 16,500
CASCADE CORP COM 14719510 372,640 37,264 37,264 37,264
CASCADE NAT GAS CORP COM 14733910 1,897,553 89,087 89,087 78,887 10,200
CASELLA WASTE SYS IN CL A 14744810 1,724,437 137,955 137,935 20 126,035 20 11,900
CASEYS GEN STORES IN COM 14752810 8,972,821 690,217 689,697 520 660,617 29,600
CASH AMER INTL INC COM 14754D10 1,665,201 195,906 195,906 179,906 16,000
CASINO DATA SYS COM 14758310 563,535 61,121 43,321 17,800 40,321 17,800 3,000
CASS INFORMATION SYS COM 14808P10 1,059,181 53,494 53,494 53,494
CATALINA MARKETING C COM 14886710 19,935,111 653,396 650,976 520 1,900 620,196 7,200 26,000
CATALYTICA ENERGY SY COM 14888410 634,312 29,231 29,231 21,231 8,000
CATAPULT COMMUNICATI COM 14901610 572,040 25,424 25,424 24,424 1,000
CATELLUS DEV CORP COM 14911110 20,173,142 1,156,054 1,022,650 133,404 1,080,754 9,600 65,700
CATERPILLAR INC DEL COM 14912310 435,318,934 8,697,681 8,595,741 66,835 35,105 7,820,972 146,875 729,834
CATHAY BANCORP INC COM 14915010 4,393,411 80,333 73,333 7,000 67,033 7,000 6,300
CATO CORP NEW CL A 14920510 2,685,639 137,584 137,584 128,984 8,600
CEDAR FAIR L P DEPOSITRY 15018510 765,874 33,650 26,650 7,000 33,650
CELL GENESYS INC COM 15092110 5,872,696 286,473 286,173 200 100 264,273 100 22,100
CELERITEK INC COM 15092610 1,477,658 98,840 98,740 100 90,440 100 8,300
CELL THERAPEUTICS IN COM 15093410 7,322,527 264,925 264,925 246,725 18,200
CELESTICA INC SUB VTG SH 15101Q10 559,341 10,861 10,861 7,761 3,100
CELGENE CORP COM 15102010 14,842,286 514,464 512,744 1,620 100 460,264 7,000 47,200
CELL PATHWAYS INC NE COM 15114R10 1,338,162 211,400 211,400 206,900 4,500
CEMEX S A SPON ADR 5 15129088 352,503 13,302 13,302 13,302
CENDANT CORP COM 15131310 349,274,445 17,911,510 17,826,515 49,825 35,170 15,661,695 314,247 1,935,568
CENTENNIAL BANCORP COM 15133T10 449,237 54,453 54,453 50,753 3,700
CENTENNIAL COMMUNCTN CL A NEW 15133V20 2,142,214 162,412 162,412 157,812 4,600
CENTER TR INC COM 15184510 468,547 100,980 100,980 100,980
CENTERPOINT PPTYS TR SH BEN INT 15189510 19,923,074 396,874 351,194 45,680 383,474 13,400
CENTEX CONSTRUCTION COM 15231R10 6,117,410 188,228 173,028 200 15,000 168,828 15,000 4,400
CENTEX CORP COM 15231210 52,923,247 1,298,730 1,297,130 1,500 100 1,140,118 17,600 141,012
CENTILLIUM COMMUNICA COM 15231910 1,855,598 75,004 75,004 59,304 15,700
CENTRA SOFTWARE INC COM 15234X10 981,291 57,757 57,077 680 44,557 13,200
CENTRAL COAST BANCOR COM 15314510 288,704 11,679 11,679 10,579 1,100
CENTRAL GARDEN & PET COM 15352710 1,104,797 116,417 116,417 116,417
CENTRAL PKG CORP COM 15478510 2,210,078 118,186 118,086 100 110,586 7,600
CENTRAL VT PUB SVC C COM 15577110 1,026,567 54,287 54,287 47,087 7,200
CENTURY ALUM CO COM 15643110 2,726,495 169,981 169,981 162,181 7,800
CENTURY BUSINESS SVC COM 15649010 3,194,434 591,562 541,562 50,000 544,762 46,800
CENTURYTEL INC COM 15670010 92,952,249 3,067,731 2,774,644 227,429 65,658 2,732,377 107,788 227,566
CEPHALON INC COM 15670810 21,120,390 299,580 297,032 2,488 60 267,420 4,260 27,900
CERIDIAN CORP NEW COM 15677910 30,850,146 1,609,293 1,587,533 21,460 300 1,397,129 17,030 195,134
CERNER CORP COM 15678210 27,280,722 649,541 647,941 1,600 629,941 2,400 17,200
CERUS CORP COM 15708510 6,118,666 84,314 84,314 77,714 6,600
CHAMPION ENTERPRISES COM 15849610 4,730,745 415,707 415,607 100 372,207 100 43,400
CHAMPIONSHIP AUTO RA COM 15871110 1,612,864 100,804 94,464 240 6,100 86,204 6,100 8,500
CHARLES RIV LABS INT COM 15986410 4,791,280 140,920 121,920 19,000 117,120 23,800
Page Total 1,204,845,082
Page 13 of 67
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CHARTER ONE FINL INC COM 16090310 127,515,879 3,997,363 3,983,848 13,125 390
CHARTER MTG ACCE SH BEN INT 16090810 3,110,473 195,014 194,994 20
CHARLOTTE RUSSE HLDG COM 16104810 917,712 34,243 34,243
CHARMING SHOPPES INC COM 16113310 4,855,758 809,293 809,293
CHARTER COMMUNICATIO CL A 16117M10 18,713,437 801,432 799,632 1,800
CHARTERED SEMICONDUC ADR 16133R10 12,638,256 500,525 48,145 452,380
CHATEAU CMNTYS INC COM 16172610 9,545,914 304,010 304,010
CHEAP TICKETS INC COM 16267210 1,340,442 88,771 88,771
CHECKFREE CORP NEW COM 16281310 21,746,345 620,084 619,259 625 200
CHECKPOINT SYS INC COM 16282510 5,040,516 286,393 286,393
CHEESECAKE FACTORY I COM 16307210 15,958,483 563,904 560,042 3,712 150
CHELSEA PPTY GROUP I COM 16342110 19,172,251 408,790 360,230 48,560
CHEMED CORP COM 16359610 4,552,158 125,959 125,959
CHEMFIRST INC COM 16361A10 2,964,896 113,164 113,164
CHEMICAL FINL CORP COM 16373110 5,063,232 171,635 171,635
CHESAPEAKE CORP COM 16515910 3,498,660 141,360 141,180 100 80
CHESAPEAKE ENERGY CO COM 16516710 7,389,254 1,086,655 1,082,555 4,100
CHEVRON CORPORATION COM 16675110 1,223,463,527 13,518,934 13,260,376 130,146 128,412
CHICOS FAS INC COM 16861510 5,483,996 184,336 184,236 100
CHILES OFFSHORE INC COM 16888M10 490,148 27,614 27,614
CHILDRENS PL RETAIL COM 16890510 3,953,696 147,526 147,326 200
CHINA MOBILE HONG KO SPONSORED 16941M10 4,737,972 176,856 176,856
CHINA UNICOM LTD SPONSORED 16945R10 1,024,759 57,896 57,896
CHIPPAC INC CL A 16965710 995,391 95,344 95,344
CHOICE HOTELS INTL I COM 16990510 5,836,080 389,072 388,422 500 150
CHIRON CORP COM 17004010 184,812,372 3,623,772 3,615,315 7,657 800
CHITTENDEN CORP COM 17022810 10,352,927 307,665 294,026 5,339 8,300
CHOICE ONE COMMUNICA COM 17038P10 564,528 83,758 83,153 605
CHOICEPOINT INC COM 17038810 29,776,319 708,117 705,901 1,966 250
CHRIS CRAFT INDS INC COM 17052010 17,256,451 241,687 241,292 295 100
CHRISTOPHER & BANKS COM 17104610 1,582,175 48,533 48,533
CHROMAVISION MED SYS COM 17111P10 216,864 43,200 43,200
CHUBB CORP COM 17123210 316,760,709 4,090,930 4,019,601 30,907 40,422
CHURCH & DWIGHT INC COM 17134010 18,473,747 725,884 725,784 100
CHURCHILL DOWNS INC COM 17148410 2,077,326 82,828 82,828
CIBER INC COM 17163B10 3,453,338 369,341 367,457 1,884
CIENA CORP COM 17177910 82,017,300 2,158,350 2,150,050 6,780 1,520
CIMA LABS INC COM 17179610 3,014,478 38,401 38,381 20
CINCINNATI FINL CORP COM 17206210 123,633,933 3,129,973 3,122,073 7,680 220
CINERGY CORP COM 17247410 114,388,449 3,272,917 3,267,369 4,768 780
CIRCOR INTL INC COM 17273K10 512,168 28,375 28,375
CIRCUIT CITY STORE I CIRCT CITY 17273710 76,082,454 4,226,803 4,221,183 5,460 160
CIRCUIT CITY STORE I CARMAX GRO 17273730 365,787 22,919 22,919
CISCO SYS INC COM 17275R10 2,950,482,516 162,114,424 156,828,000 3,638,229 1,648,195
CIRRUS LOGIC INC COM 17275510 21,213,209 921,112 918,872 110 2,130
CINTAS CORP COM 17290810 140,028,303 3,027,639 3,013,497 3,392 10,750
CITIGROUP INC COM 17296710 11,588,683,807 219,316,499 216,965,112 1,796,410 554,977
CITIZENS BKG CORP MI COM 17442010 11,554,861 395,038 394,038 1,000
CITIZENS COMMUNICATI COM 17453B10 63,423,331 5,263,347 5,236,941 26,206 200
Page 14 of 67
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Issuer
------------------------------------------------------------------------
CHARTER ONE FINL INC 3,532,365 68,195 396,803
CHARTER MUN MTG ACCE 179,594 20 15,400
CHARLOTTE RUSSE HLDG 21,343 12,900
CHARMING SHOPPES INC 716,693 92,600
CHARTER COMMUNICATIO 723,082 8,600 69,750
CHARTERED SEMICONDUC 490,525 10,000
CHATEAU CMNTYS INC 289,710 14,300
CHEAP TICKETS INC 86,971 1,800
CHECKFREE CORP NEW 573,084 5,600 41,400
CHECKPOINT SYS INC 268,293 18,100
CHEESECAKE FACTORY I 538,404 150 25,350
CHELSEA PPTY GROUP I 400,390 8,400
CHEMED CORP 118,959 7,000
CHEMFIRST INC 106,464 6,700
CHEMICAL FINL CORP 158,135 13,500
CHESAPEAKE CORP 129,980 80 11,300
CHESAPEAKE ENERGY CO 1,006,855 79,800
CHEVRON CORPORATION 11,774,907 335,632 1,408,395
CHICOS FAS INC 170,236 14,100
CHILES OFFSHORE INC 25,514 2,100
CHILDRENS PL RETAIL 140,926 6,600
CHINA MOBILE HONG KO 176,856
CHINA UNICOM LTD 57,896
CHIPPAC INC 75,144 20,200
CHOICE HOTELS INTL I 366,722 150 22,200
CHIRON CORP 3,206,140 151,600 266,032
CHITTENDEN CORP 276,704 8,300 22,661
CHOICE ONE COMMUNICA 83,758
CHOICEPOINT INC 658,817 6,450 42,850
CHRIS CRAFT INDS INC 224,322 2,200 15,165
CHRISTOPHER & BANKS 39,533 9,000
CHROMAVISION MED SYS 43,200
CHUBB CORP 3,561,003 95,572 434,355
CHURCH & DWIGHT INC 686,784 39,100
CHURCHILL DOWNS INC 81,128 1,700
CIBER INC 336,441 32,900
CIENA CORP 1,861,471 34,220 262,659
CIMA LABS INC 29,381 20 9,000
CINCINNATI FINL CORP 2,757,790 46,830 325,353
CINERGY CORP 2,914,147 57,840 300,930
CIRCOR INTL INC 26,675 1,700
CIRCUIT CITY STORE I 3,717,512 62,815 446,476
CIRCUIT CITY STORE I 6,919 16,000
CISCO SYS INC 36,610,114 6,764,855 18,739,455
CIRRUS LOGIC INC 865,482 8,330 47,300
CINTAS CORP 2,598,476 126,350 302,813
CITIGROUP INC 97,099,433 110,791,1433 11,425,923
CITIZENS BKG CORP MI 365,038 30,000
CITIZENS COMMUNICATI 4,657,303 77,700 528,344
Page Total 17,270,736,587
Page 14 of 67
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CITIZENS INC CL A 17474010 403,566 59,001 59,001 55,401 3,600
CITRIX SYS INC COM 17737610 131,568,986 3,769,885 3,762,725 6,940 220 3,284,259 129,720 355,906
CITY BK LYNNWOOD WAS COM 17770A10 2,045,358 75,754 75,754 69,854 5,900
CITY HLDG CO COM 17783510 676,142 51,772 51,572 200 48,772 3,000
CITY NATL CORP COM 17856610 22,494,182 507,884 507,334 550 474,884 4,400 28,600
CLAIRES STORES INC COM 17958410 10,115,116 522,475 521,195 1,080 200 480,050 200 42,225
CLARCOR INC COM 17989510 7,488,491 278,901 278,801 100 255,351 23,550
CLARENT CORP DEL COM 18046110 2,668,895 290,413 290,413 275,913 14,500
CLARK / BARDES INC COM 18066810 346,207 15,525 15,525 10,325 5,200
CLARUS CORP COM 18270710 251,325 40,866 40,866 40,866
CLAYTON HOMES INC COM 18419010 22,004,510 1,399,778 1,397,008 1,850 920 1,268,726 10,320 120,732
CLEAR CHANNEL COMMUN COM 18450210 702,615,573 11,205,990 11,131,858 70,265 3,867 9,811,878 181,607 1,212,505
CLEVELAND CLIFFS INC COM 18589610 1,724,829 93,234 93,134 100 89,434 3,800
CLICK COMMERCE INC COM 18681D10 404,127 44,903 44,903 34,203 10,700
CLOROX CO DEL COM 18905410 165,169,721 4,879,460 4,863,475 9,505 6,480 4,147,945 175,280 556,235
CLOSURE MED CORP COM 18909310 1,182,610 51,485 51,485 50,285 1,200
COACH INC COM 18975410 18,141,402 476,778 463,608 12,786 384 401,360 40,183 35,235
COACHMEN INDS INC COM 18987310 1,728,846 130,479 130,479 122,179 8,300
COCA COLA BOTTLING C COM 19109810 1,198,994 30,470 30,470 30,470
COCA COLA CO COM 19121610 2,445,354,360 54,341,208 51,588,566 1,362,302 1,390,340 45,350,264 3,126,960 5,863,984
COCA COLA ENTERPRISE COM 19121910 115,919,995 7,089,908 7,079,013 9,945 950 6,387,151 121,910 580,847
COGNEX CORP COM 19242210 8,653,718 255,649 243,039 510 12,100 223,549 12,100 20,000
COGNIZANT TECHNOLOGY CL A 19244610 8,490,551 200,013 200,013 196,213 3,800
COHERENT INC COM 19247910 8,258,840 228,334 227,924 410 210,934 17,400
COHU INC COM 19257610 6,536,857 290,527 290,507 20 275,727 14,800
COINSTAR INC COM 19259P30 3,944,213 177,268 177,228 40 161,968 15,300
COLDWATER CREEK INC COM 19306810 527,566 20,291 20,291 20,291
COLE NATIONAL CORP N CL A 19329010 849,467 57,591 57,591 55,191 2,400
COLE KENNETH PRODTNS CL A 19329410 2,936,237 145,719 145,719 140,419 5,300
COLES MYER LTD SPON ADR N 19387040 334,612 12,845 12,845 12,845
COLGATE PALMOLIVE CO COM 19416210 694,134,563 11,766,987 11,432,303 263,440 71,244 10,100,264 486,894 1,179,829
COLLINS & AIKMAN COR COM 19483010 3,998,925 644,988 644,988 599,088 45,900
COLONIAL BANCGROUP I COM 19549330 24,312,122 1,690,690 1,671,469 19,221 1,620,090 70,600
COLONIAL PPTYS TR COM SH BEN 19587210 7,371,764 239,343 239,343 230,243 9,100
COLUMBIA BKG SYS INC COM 19723610 301,722 23,646 23,646 21,336 2,310
COLUMBIA FINL KY INC COM 19764R10 298,642 27,100 27,100 27,100
COLUMBIA LABS INC COM 19777910 1,684,467 208,216 208,216 193,016 15,200
COLUMBIA SPORTSWEAR COM 19851610 4,860,111 95,315 94,865 450 88,115 7,200
COLUMBUS MCKINNON CO COM 19933310 370,496 32,933 32,933 32,933
COMFORT SYS USA INC COM 19990810 252,270 69,688 69,508 180 69,688
COMCAST CORP CL A 20030010 1,729,295 40,263 38,963 700 600 39,663 600
COMCAST CORP CL A SPL 20030020 847,371,936 19,524,699 18,857,503 590,333 76,863 17,149,705 369,833 2,005,161
COMDISCO INC COM 20033610 1,451,067 1,091,028 1,087,708 3,320 1,018,628 72,400
COMERICA INC COM 20034010 214,081,632 3,716,695 3,551,019 158,356 7,320 3,267,800 64,120 384,775
COMMERCE BANCORP INC COM 20051910 19,468,873 277,730 275,409 721 1,600 256,030 4,300 17,400
COMMERCE BANCSHARES COM 20052510 21,367,314 579,060 538,819 37,961 2,280 532,785 7,355 38,920
COMMERCE GROUP INC M COM 20064110 16,494,943 448,354 411,054 37,300 431,754 16,600
COMMERCE ONE INC DEL COM 20069310 7,341,370 1,257,084 1,141,175 75,160 40,749 1,093,385 40,749 122,950
COMMERCIAL FEDERAL C COM 20164710 10,358,594 448,424 448,324 100 413,024 100 35,300
Page Total 5,571,285,402
Page 15 of 67
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COMMERCIAL METALS CO COM 20172310 3,358,313 104,849 104,849 95,149 9,700
COMMERCIAL NET LEASE COM 20221810 4,205,559 295,127 295,107 20 272,827 22,300
COMMONWEALTH BANCORP COM 20268X10 447,679 25,052 25,052 23,152 1,900
COMMONWEALTH TEL ENT COM 20334910 5,108,236 120,905 120,605 300 113,305 7,600
COMMSCOPE INC COM 20337210 11,311,889 481,357 479,807 1,250 300 446,857 300 34,200
COMMUNITY BK SYS INC COM 20360710 614,180 21,935 21,935 17,535 4,400
COMMUNITY BKS INC MI COM 20362810 397,542 13,318 13,318 9,018 4,300
COMMUNITY HEALTH SYS COM 20366810 6,481,592 219,715 184,194 30,941 4,580 187,235 8,280 24,200
COMMUNITY FIRST BANK COM 20390210 8,664,031 376,697 376,697 353,697 23,000
COMMUNITY TR BANCORP COM 20414910 832,296 34,679 34,679 28,279 6,400
COMPANHIA DE BEBIDAS SPON ADR P 20441W20 747,282 32,280 32,280 6,310 25,970
COMPANHIA VALE DO RI SPON ADR P 20441210 420,894 18,142 18,142 18,142
COMPANIA ANONIMA NAC SPON ADR D 20442110 486,590 20,759 20,759 2,689 18,070
COMPANIA CERVECERIAS SPONSORED 20442910 396,635 17,988 17,988 6,788 11,200
COMPANIA DE TELECOMU SPON ADR N 20444930 679,895 48,288 48,288 10,988 37,300
COMPASS BANCSHARES I COM 20449H10 33,021,915 1,246,110 1,243,230 2,480 400 1,143,860 13,000 89,250
COMPAQ COMPUTER CORP COM 20449310 519,219,480 33,891,611 33,710,389 130,498 50,724 29,866,989 605,397 3,419,225
COMPUCREDIT CORP COM 20478N10 1,388,123 125,622 125,622 116,822 8,800
COMPUTER ASSOC INTL COM 20491210 462,656,52 12,851,570 12,830,121 20,497 952 11,258,639 181,762 1,411,169
COMPUTER NETWORK TEC COM 20492510 3,765,255 354,878 340,518 14,360 339,078 15,800
COMPUTER SCIENCES CO COM 20536310 118,630,840 3,428,637 3,326,811 49,603 52,223 2,969,404 95,483 363,750
COMPUTERIZED THERMAL COM 20557C10 227,942 46,049 46,049 6,549 39,500
COMPUWARE CORP COM 20563810 97,524,150 6,970,990 6,956,315 14,035 640 6,095,949 118,510 756,531
COMSTOCK RES INC COM NEW 20576820 3,112,750 303,683 303,583 100 289,683 14,000
COMVERSE TECHNOLOGY COM PAR $0 20586240 195,225,299 3,419,007 3,410,297 8,390 320 2,983,687 119,929 315,391
CONAGRA FOODS INC COM 20588710 736,090,966 37,157,545 32,212,254 4,919,151 26,140 10,570,781 25,352,126 1,234,638
COMPUTER HORIZONS CO COM 20590810 270,056 86,835 86,835 86,835
CONCORD CAMERA CORP COM 20615610 1,216,043 206,109 206,109 192,009 14,100
CONCORD COMMUNICATIO COM 20618610 453,645 50,405 50,405 50,205 200
CONCORD EFS INC COM 20619710 223,069,069 4,288,965 4,278,885 9,820 260 3,730,312 161,860 396,793
CONCURRENT COMPUTER COM 20671020 3,318,084 474,012 471,712 2,300 439,312 34,700
CONECTIV INC COM 20682910 26,423,474 1,223,309 1,216,682 5,540 1,087 1,152,447 9,587 61,275
CONESTOGA ENTERPRISE COM 20701510 467,481 15,820 15,820 10,920 4,900
CONEXANT SYSTEMS INC COM 20714210 40,887,359 4,568,420 4,536,548 14,049 17,823 4,068,388 103,223 396,809
CONMED CORP COM 20741010 5,128,072 196,855 196,495 360 187,755 9,100
CONNECTICUT BANCSHAR COM 20754010 1,091,051 41,675 41,675 34,675 7,000
CONNECTICUT WTR SVC COM 20779710 424,934 12,292 12,292 9,092 3,200
CONNETICS CORP COM 20819210 1,765,965 232,977 232,977 225,177 7,800
CONOCO INC CL A 20825130 9,841,828 349,001 344,600 4,001 400 332,901 400 15,700
CONOCO INC CL B 20825140 360,832,452 12,485,552 12,418,008 47,897 19,647 11,210,827 225,644 1,049,081
CONSECO INC COM 20846410 89,059,253 6,430,271 6,410,147 14,710 5,414 5,746,819 109,132 574,320
CONSOL ENERGY INC COM 20854P10 10,426,332 412,108 412,108 399,308 12,800
CONSOLIDATED EDISON COM 20911510 335,417,644 8,427,579 8,408,963 12,508 6,108 7,867,529 77,228 482,822
CONSOLIDATED FREIGHT COM 20923210 472,998 52,790 52,790 43,490 9,300
CONSOLIDATED GRAPHIC COM 20934110 481,865 28,345 28,345 26,245 2,100
CONSTELLATION BRANDS CL A 21036P10 20,141,004 491,244 491,194 50 468,844 3,200 19,200
CONSTELLATION ENERGY COM 21037110 140,832,021 3,305,916 3,285,415 13,481 7,020 2,871,185 58,070 376,661
CONTINENTAL AIRLS IN CL B 21079530 14,312,641 290,612 290,192 420 253,612 3,400 33,600
CONVERGYS CORP COM 21248510 94,856,195 3,135,742 2,817,422 230,949 87,371 2,641,366 209,971 284,405
Page Total 3,596,205,319
Page 16 of 67
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COOPER CAMERON CORP COM 21664010 38,332,200 686,957 686,137 720 100 533,565 116,192 37,200
COOPER COS INC COM NEW 21664840 12,285,011 239,008 237,708 1,300 229,308 9,700
COOPER INDS INC COM 21666910 118,191,194 2,985,380 2,962,358 14,122 8,900 2,295,225 460,067 230,088
COOPER TIRE & RUBR C COM 21683110 22,415,708 1,578,571 1,573,966 3,605 1,000 1,428,500 12,900 137,171
COORS ADOLPH CO CL B 21701610 35,867,158 714,770 714,065 705 637,336 9,000 68,434
COORSTEK INC COM 21702010 1,567,950 41,812 41,812 36,712 5,100
COPART INC COM 21720410 10,116,814 345,874 345,574 300 320,874 25,000
COPPER MTN NETWORKS COM 21751010 1,357,747 331,158 319,233 11,925 301,058 30,100
COR THERAPEUTICS INC COM 21775310 16,852,439 552,539 551,299 1,040 200 510,979 5,200 36,360
CORINTHIAN COLLEGES COM 21886810 8,826,942 187,528 187,528 181,128 6,400
CORIXA CORP COM 21887F10 5,664,918 331,864 331,444 320 100 306,932 100 24,832
CORN PRODS INTL INC COM 21902310 9,636,160 301,130 294,987 1,589 4,554 273,876 4,554 22,700
CORNERSTONE RLTY INC COM 21922V10 5,408,117 466,217 466,217 438,817 27,400
CORNING INC COM 21935010 319,522,203 19,121,61 18,513,569 475,609 132,438 16,656,618 437,528 2,027,470
CORPORATE EXECUTIVE COM 21988R10 21,827,106 519,693 519,493 200 498,093 21,600
CORPORATE OFFICE PPT SH BEN INT 22002T10 903,120 90,312 90,312 87,912 2,400
CORRECTIONS CORP AME COM NEW 22025Y40 3,233,384 202,720 202,720 187,220 15,500
CORUS BANKSHARES INC COM 22087310 9,263,738 153,755 153,755 147,055 6,700
CORUS ENTERTAINMENT COM CL B N 22087410 6,930,000 300,000 300,000 300,000
CORVAS INTL INC COM 22100510 794,843 67,474 67,474 50,474 17,000
CORVEL CORP COM 22100610 1,640,713 44,046 44,046 40,546 3,500
CORVIS CORP COM 22100910 3,079,620 701,508 701,306 22 180 519,928 180 181,400
COSINE COMMUNICATION COM 22122210 465,483 207,805 207,805 153,505 54,300
COST PLUS INC CALIF COM 22148510 5,153,310 171,777 171,737 40 156,877 14,900
COSTCO WHSL CORP NEW COM 22160K10 376,861,018 9,173,832 9,147,698 22,118 4,016 7,904,585 152,956 1,116,291
COSTAR GROUP INC COM 22160N10 2,772,677 105,425 105,425 96,825 8,600
COUNTRYWIDE CR INDS COM 22237210 127,647,427 2,782,202 2,778,252 3,850 100 2,490,651 36,960 254,591
COUSINS PPTYS INC COM 22279510 13,759,228 512,448 512,448 490,348 22,100
COVANTA ENERGY CORP COM 22281N10 12,316,955 667,224 666,774 450 631,424 35,800
COVANSYS CORP COM 22281W10 2,135,880 189,016 189,016 174,916 14,100
COVAD COMMUNICATIONS COM 22281420 946,632 937,260 936,910 350 841,610 95,650
COVANCE INC COM 22281610 20,069,553 886,073 842,073 44,000 843,473 42,600
COVENANT TRANS INC CL A 22284P10 463,202 37,205 37,205 35,805 1,400
COVENTRY HEALTH CARE COM 22286210 22,450,441 1,111,408 1,110,868 440 100 1,073,608 100 37,700
COX COMMUNICATIONS I CL A 22404410 83,954,702 1,895,140 1,884,102 6,170 4,868 1,480,383 23,168 391,589
COX RADIO INC CL A 22405110 6,020,083 216,161 216,001 160 190,761 4,400 21,000
CRANE CO COM 22439910 41,015,325 1,323,075 1,312,862 4,980 5,233 1,206,767 30,203 86,105
CRAWFORD & CO CL B 22463310 5,533,758 307,431 307,431 280,931 26,500
CREDENCE SYS CORP COM 22530210 12,239,042 504,911 503,661 1,050 200 466,911 200 37,800
CREDIT ACCEP CORP MI COM 22531010 1,158,903 150,507 150,507 147,507 3,000
CREDIT SUISSE FIRST COM CSFBDI 22541L10 439,204 92,464 92,464 91,864 600
CREE INC COM 22544710 10,326,124 394,956 394,436 420 100 343,356 6,200 45,400
CRESCENT REAL ESTATE COM 22575610 27,763,559 1,129,978 1,128,618 1,360 1,018,245 9,500 102,233
CRESTLINE CAP CORP COM 22615310 3,719,530 119,676 119,636 40 111,376 8,300
CROMPTON CORP COM 22711610 14,367,584 1,318,127 1,311,851 3,790 2,486 1,234,837 2,486 80,804
CROSSMANN CMNTYS INC COM 22764E10 4,087,157 102,977 102,977 98,477 4,500
CROSSROADS SYS INC COM 22765D10 396,480 61,091 59,291 1,800 60,991 100
CROWN AMERN RLTY TR SH BEN INT 22818610 1,257,292 150,574 150,574 146,574 4,000
CROWN CASTLE INTL CO COM 22822710 14,649,841 893,283 889,313 3,770 200 756,183 18,400 118,700
Page Total 1,465,687,475
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CROWN CORK & SEAL IN COM 22825510 3,556,271 948,339 945,559 2,780 827,951 120,388
CROWN MEDIA HLDGS IN CL A 22841110 2,034,582 109,681 109,601 80 103,201 80 6,400
CRYOLIFE INC COM 22890310 5,142,673 125,707 125,707 114,907 10,800
CUBIC CORP COM 22966910 1,518,689 48,075 48,075 44,675 3,400
CUBIST PHARMACEUTICA COM 22967810 9,114,338 239,851 235,751 4,100 222,651 17,200
CULLEN FROST BANKERS COM 22989910 14,475,444 427,635 426,635 900 100 387,284 5,100 35,251
CUMMINS INC COM 23102110 51,429,281 1,328,922 1,327,542 1,380 1,227,305 11,700 89,917
CUMULUS MEDIA INC CL A 23108210 4,018,349 295,902 287,902 8,000 273,702 22,200
CURAGEN CORP COM 23126R10 10,642,559 292,378 291,678 400 300 262,878 4,200 25,300
CURIS INC COM 23126910 399,127 82,635 32,635 50,000 13,035 50,000 19,600
CURTISS WRIGHT CORP COM 23156110 2,313,073 43,074 43,074 40,374 2,700
CYBER-CARE INC COM 23243T10 248,936 199,149 195,749 3,400 199,149
CYBERONICS INC COM 23251P10 2,335,106 138,172 136,612 1,560 125,672 12,500
CYBEROPTICS CORP COM 23251710 834,028 68,363 68,363 68,363
CYGNUS INC COM 23256010 1,888,521 184,246 182,246 2,000 166,546 2,000 15,700
CYMER INC COM 23257210 6,589,941 260,575 260,115 360 100 241,375 100 19,100
CYPRESS SEMICONDUCTO COM 23280610 35,209,182 1,476,276 1,467,466 3,590 5,220 1,365,056 17,820 93,400
CYTEC INDS INC COM 23282010 20,910,146 550,267 548,587 680 1,000 521,167 1,000 28,100
CYTOGEN CORP COM 23282410 3,603,144 667,249 658,249 1,000 8,000 606,249 8,000 53,000
D & E COMMUNICATIONS COM 23286010 207,200 11,200 11,200 11,200
CYTYC CORP COM 23294610 17,047,365 739,582 713,270 26,212 100 658,982 11,600 69,000
DDI CORP COM 23316210 4,425,460 221,273 221,273 195,473 25,800
DMC STRATEX NETWORKS COM 23322L10 4,769,380 476,938 473,188 3,650 100 430,938 100 45,900
DQE INC COM 23329J10 17,335,080 770,448 767,498 1,850 1,100 565,840 156,608 48,000
DPL INC COM 23329310 43,848,480 1,514,105 1,506,024 7,285 796 1,412,279 14,296 87,530
DRS TECHNOLOGIES INC COM 23330X10 617,840 26,886 26,786 100 19,386 100 7,400
D R HORTON INC COM 23331A10 12,276,795 540,828 540,295 533 497,788 5,300 37,740
DSP GROUP INC COM 23332B10 7,556,448 352,282 351,282 800 200 332,882 200 19,200
DST SYS INC DEL COM 23332610 61,954,436 1,175,606 1,141,362 1,340 32,904 1,076,046 40,604 58,956
DTE ENERGY CO COM 23333110 157,844,776 3,398,897 3,393,895 4,108 894 2,980,031 58,439 360,427
DVI INC COM 23334310 3,939,513 223,836 202,836 21,000 217,636 6,200
DAISYTEK INTL CORP COM 23405310 821,898 52,184 52,144 40 41,144 40 11,000
DAL-TILE INTL INC COM 23426R10 8,755,915 472,017 470,847 1,170 435,717 36,300
DAKTRONICS INC COM 23426410 722,406 46,940 46,940 38,540 8,400
DANA CORP COM 23581110 84,257,073 3,609,986 3,588,536 7,129 14,321 3,173,024 54,716 382,246
DANAHER CORP DEL COM 23585110 156,032,408 2,786,293 2,771,998 13,845 450 2,511,470 41,610 233,213
DARDEN RESTAURANTS I COM 23719410 76,069,768 2,726,515 2,719,350 3,865 3,300 2,373,296 47,970 305,249
DATASCOPE CORP COM 23811310 7,234,562 156,966 156,466 500 148,566 8,400
DATASTREAM SYS INC COM 23812410 728,077 96,562 96,562 86,462 10,100
DAVITA INC COM 23918K10 28,236,946 1,388,930 1,388,170 660 100 1,326,730 8,000 54,200
DAVOX CORP COM 23920810 408,791 49,252 49,252 49,252
DEAN FOODS CO COM 24236110 21,800,649 545,835 545,255 380 200 520,785 200 24,850
DEB SHOPS INC COM 24272810 507,503 27,038 26,738 300 27,038
DECODE GENETICS INC COM 24358610 297,766 24,189 24,189 5,189 19,000
DEERE & CO COM 24419910 183,621,969 4,851,307 4,838,067 10,885 2,355 4,197,107 65,315 588,885
DEL MONTE FOODS CO COM 24522P10 3,245,657 387,310 384,970 2,340 371,810 15,500
DELIAS CORP CL A 24688Q10 353,728 44,216 43,359 857 27,416 16,800
DELL COMPUTER CORP COM 24702510 1,460,766,274 55,861,043 55,160,106 584,442 116,495 47,547,379 1,902,620 6,411,044
DELPHI AUTOMOTIVE SY COM 24712610 973,099,422 61,085,965 61,052,813 27,437 5,715 10,121,742 49,576,198 1,388,025
Page Total 3,515,046,975
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DELPHI FINL GROUP IN CL A 24713110 5,376,833 139,658 125,322 300 14,036 114,222 14,036 11,400
DELTA & PINE LD CO COM 24735710 7,567,588 385,119 384,839 280 364,619 20,500
DELTA AIR LINES INC COM 24736110 116,325,356 2,638,960 2,633,726 5,034 200 2,304,599 36,550 297,811
DELTAGEN INC COM 24783R10 235,320 26,205 26,205 26,205
DELTIC TIMBER CORP COM 24785010 2,455,689 85,267 85,267 78,867 6,400
DENBURY RES INC COM NEW 24791620 1,454,527 154,737 154,737 144,437 10,300
DELUXE CORP COM 24801910 66,360,584 2,296,214 2,277,174 7,450 11,590 2,071,777 59,410 165,027
DENDREON CORP COM 24823Q10 609,507 36,432 36,332 100 26,832 100 9,500
DENDRITE INTL INC COM 24823910 2,914,185 388,558 388,498 60 368,258 20,300
DENTSPLY INTL INC NE COM 24903010 31,151,750 702,407 683,487 1,720 17,200 647,142 21,900 33,365
DEUTSCHE TELEKOM AG SPONSORED 25156610 7,978,932 355,409 347,957 7,452 350,063 5,346
DEVELOPERS DIVERSIFI COM 25159110 14,565,249 792,451 792,451 759,351 33,100
DEVON ENERGY CORP NE COM 25179M10 125,804,385 2,396,274 2,382,951 5,628 7,695 2,091,786 49,895 254,593
DEVRY INC DEL COM 25189310 25,313,076 700,805 699,185 1,320 300 628,905 6,700 65,200
DIAGEO P L C SPON ADR N 25243Q20 15,967,430 363,309 82,714 280,595 353,909 9,400
DIAGNOSTIC PRODS COR COM 25245010 8,615,997 259,518 256,518 3,000 243,318 3,000 13,200
DIAL CORP NEW COM 25247D10 16,125,285 1,131,599 1,112,324 18,975 300 1,070,299 300 61,000
DIAMETRICS MED INC COM 25253210 203,728 72,760 72,760 72,760
DIAMOND OFFSHORE DRI COM 25271C10 15,886,639 480,685 474,095 3,990 2,600 430,485 9,200 41,000
DIAMONDCLUSTER INTL CL A 25278P10 2,260,758 177,593 173,593 4,000 160,193 4,000 13,400
DIANON SYS INC COM 25282610 1,177,358 25,876 25,876 20,576 5,300
DIEBOLD INC COM 25365110 28,488,983 886,127 873,058 2,645 10,424 818,835 17,924 49,368
DIGENE CORP COM 25375210 3,707,659 90,874 90,874 83,174 7,700
DIGEX INC DEL CL A 25375610 7,569,536 582,272 427,792 133,970 20,510 546,862 20,510 14,900
DIGIMARC CORP COM 25380710 2,077,431 86,022 86,022 79,322 6,700
DIGITAL INSIGHT CORP COM 25385P10 4,199,221 190,010 189,990 20 175,310 14,700
DIGITAL LIGHTWAVE IN COM 25385510 3,108,151 84,095 83,585 410 100 76,595 100 7,400
DIGITAL RIV INC COM 25388B10 634,275 140,950 140,950 140,650 300
DIGITAS INC COM 25388K10 522,746 118,806 86,506 30,300 2,000 116,806 2,000
DIGITALTHINK INC COM 25388M10 412,776 58,800 58,800 46,700 12,100
DIME CMNTY BANCSHARE COM 25392210 5,336,633 157,330 157,330 151,530 5,800
DILLARDS INC CL A 25406710 40,684,456 2,664,339 2,662,299 1,940 100 2,457,613 16,600 190,126
DIME BANCORP INC NEW COM 25429Q10 69,397,942 1,863,032 1,854,543 8,389 100 1,744,632 8,200 110,200
DIMON INC COM 25439410 1,187,460 118,746 118,746 118,746
DIONEX CORP COM 25454610 6,505,927 195,667 195,527 40 100 174,367 100 21,200
DISCOUNT AUTO PTS IN COM 25464210 234,088 21,575 21,575 21,575
DISNEY WALT CO COM DISNEY 25468710 1,416,751,703 49,039,519 46,011,617 1,970,151 1,057,751 41,958,907 1,764,049 5,316,563
DISTRIBUCION Y SERVI SPONSORED 25475310 349,442 23,611 23,611 4,361 19,250
DIRECT FOCUS INC COM 25493110 17,898,522 376,811 376,456 355 363,761 13,050
DITECH COMMUNICATION COM 25500M10 1,955,273 263,514 171,578 91,936 246,514 17,000
DIVERSA CORP COM 25506410 1,990,899 97,881 97,874 7 82,281 15,600
DIVINE INC CL A 25540210 337,383 160,659 160,659 100,759 59,900
DOBSON COMMUNICATION CL A 25606910 2,853,777 167,377 167,157 220 149,077 18,300
DOCENT INC COM 25608L10 836,700 83,670 83,670 60,970 22,700
DOCUMENTUM INC COM 25615910 3,934,721 304,545 298,325 20 6,200 281,145 6,200 17,200
DOLE FOOD INC COM 25660510 14,265,249 748,832 747,332 800 700 713,832 700 34,300
DOLLAR GEN CORP COM 25666910 113,668,815 5,829,170 5,821,435 7,238 497 4,983,186 221,909 624,075
DOLLAR THRIFTY AUTOM COM 25674310 6,854,976 285,624 285,384 240 268,424 17,200
DOLLAR TREE STORES I COM 25674710 31,742,973 1,140,193 1,138,143 1,800 250 1,060,493 11,750 67,950
Page Total 2,255,857,893
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DOMINION RES INC VA COM 25746U10 292,102,279 4,857,846 4,795,821 32,289 29,736 4,205,112 112,398 540,336
DONALDSON INC COM 25765110 16,445,206 527,936 527,556 380 486,336 41,600
DONNA KARAN INTL INC COM 25782610 209,970 19,846 19,846 19,846
DONNELLEY R R & SONS COM 25786710 75,652,790 2,547,232 2,537,447 6,385 3,400 2,192,668 41,110 313,454
DONNELLY CORP CL A 25787010 337,974 23,801 23,801 22,101 1,700
DORAL FINL CORP COM 25811P10 10,489,454 305,815 305,815 283,615 22,200
DOUBLECLICK INC COM 25860930 11,272,295 807,471 804,891 2,380 200 728,671 11,500 67,300
DOVER CORP COM 26000310 164,664,684 4,373,564 4,275,524 19,288 78,752 3,746,550 144,122 482,892
DOVER DOWNS ENTMT IN COM 26008610 1,750,903 113,695 113,695 105,895 7,800
DOW CHEM CO COM 26054310 1,306,037,456 39,279,322 18,697,867 20,490,228 91,227 16,566,181 20,767,374 1,945,767
DOW JONES & CO INC COM 26056110 304,147,872 5,093,751 1,688,259 53,642 3,351,850 1,498,699 3,407,760 187,292
DOWNEY FINL CORP COM 26101810 21,153,859 447,606 447,606 430,406 17,200
DRESS BARN INC COM 26157010 4,241,328 186,432 186,392 40 175,932 10,500
DREXLER TECHNOLOGY C COM 26187610 217,981 18,150 5,900 950 11,300 6,850 11,300
DREYERS GRAND ICE CR COM 26187810 9,822,334 352,055 317,815 29,530 4,710 334,245 4,710 13,100
DRIL-QUIP INC COM 26203710 1,697,877 78,861 78,461 400 74,961 3,900
DU PONT E I DE NEMOU COM 26353410 1,613,907,936 33,455,803 32,784,299 366,089 305,415 30,497,309 652,530 2,305,964
DUANE READE INC COM 26357810 4,653,415 143,182 142,762 320 100 138,082 100 5,000
DUKE ENERGY CORP COM 26439910 2,444,945,001 62,674,827 16,092,012 6,394,787 188,028 14,688,107 46,254,642 1,732,078
DUKE WEEKS REALTY CO COM NEW 26441150 34,189,574 1,375,838 1,364,078 11,760 1,284,238 13,200 78,400
DUN & BRADSTREET COR COM 26483E10 32,007,197 1,135,007 1,121,948 11,164 1,895 1,056,187 10,635 68,185
DURA AUTOMOTIVE SYST CL A 26590310 2,186,976 136,686 136,686 134,286 2,400
DUPONT PHOTOMASKS IN COM 26613X10 2,770,901 57,428 57,428 53,228 4,200
DURAMED PHARMACEUTIC COM 26635410 922,050 51,540 51,540 38,340 13,200
DURECT CORP COM 26660510 816,049 62,773 62,773 50,973 11,800
DUSA PHARMACEUTICALS COM 26689810 1,558,433 109,134 109,134 99,334 9,800
DURASWITCH INDUSTRIE COM NEW 26690520 246,291 15,900 15,900 15,900
DYAX CORP COM 26746E10 585,578 33,596 30,451 3,145 21,596 12,000
DYCOM INDS INC COM 26747510 28,035,456 1,222,654 1,221,654 1,000 1,189,754 32,900
DYNACQ INTL INC COM PAR $. 26791930 359,581 18,699 18,699 18,699
DYNEGY INC NEW CL A 26816Q10 265,818,780 5,842,171 5,833,011 7,100 2,060 5,215,965 103,460 522,746
EDP-ELECTRICIDADE DE SPONSORED 26835310 814,668 33,664 33,664 33,664
EEX CORP COM NEW 26842V20 931,248 331,405 231,405 100,000 326,005 5,400
EGL INC COM 26848410 6,878,174 393,939 393,899 40 372,739 21,200
E M C CORP MASS COM 26864810 1,474,569,895 50,412,646 47,565,983 2,070,566 776,097 42,430,812 2,320,638 5,661,196
EMC INS GROUP INC COM 26866410 335,491 21,985 21,985 21,985
ENSCO INTL INC COM 26874Q10 39,507,834 1,688,369 1,685,349 2,720 300 1,564,169 14,600 109,600
ENI S P A SPONSORED 26874R10 3,622,530 58,712 58,712 58,712
EOG RES INC COM 26875P10 90,675,678 2,550,652 2,447,997 69,500 33,155 2,244,341 71,255 235,056
E ON AG SPONSORED 26878010 2,439,391 47,138 47,138 47,138
E PIPHANY INC COM 26881V10 4,841,473 476,523 474,146 2,090 2876 433,686 287 42,550
EPIQ SYS INC COM 26882D10 500,723 19,491 19,491 18,291 1,200
ESS TECHNOLOGY INC COM 26915110 2,452,871 231,403 231,303 100 211,903 19,500
E TRADE GROUP INC COM 26924610 16,292,467 2,525,964 2,520,314 3,190 2,460 2,321,504 24,560 179,900
EARTHGRAINS CO COM 27031910 9,222,694 354,719 354,719 327,319 27,400
EARTHSHELL CORP COM 27032B10 1,069,031 314,421 311,921 2,500 305,921 2,500 6,000
EARTHLINK INC COM 27032110 10,546,334 747,967 741,637 3,000 3,330 692,537 10,830 44,600
EAST WEST BANCORP IN COM 27579R10 6,808,104 252,152 252,152 230,952 21,200
EASTGROUP PPTY INC COM 27727610 3,862,814 170,921 170,921 159,521 11,400
Page Total 8,328,618,900
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EASTMAN CHEM CO COM 27743210 85,296,470 1,790,814 1,787,618 1,397 1,799 1,617,498 27,529 145,787
EASTMAN KODAK CO COM 27746110 377,703,844 8,091,342 8,039,333 18,379 33,630 7,298,807 145,630 646,905
EATON CORP COM 27805810 101,555,482 1,448,723 1,444,668 3,955 100 1,272,985 22,070 153,668
EATON VANCE CORP COM NON VT 27826510 33,044,722 949,561 949,121 400 40 904,621 5,640 39,300
EBAY INC COM 27864210 81,571,179 1,190,994 1,189,055 1,839 100 958,163 12,200 220,631
ECHELON CORP COM 27874N10 4,333,315 140,875 139,565 1,310 127,775 13,100
ECHOSTAR COMMUNICATI CL A 27876210 34,040,254 1,049,977 1,048,617 1,260 100 876,277 20,400 153,300
ECLIPSYS CORP COM 27885610 9,945,854 353,945 353,349 556 40 330,205 40 23,700
ECOLAB INC COM 27886510 145,359,183 3,547,942 3,112,706 349,437 85,799 3,101,525 182,569 263,848
EDEN BIOSCIENCE CORP COM 27944510 529,400 52,993 52,893 100 40,593 12,400
EDISON INTL COM 28102010 345,843,251 31,017,332 31,005,722 10,770 840 5,931,286 24,359,757 726,289
EDISON SCHOOLS INC CL A 28103310 5,642,713 247,054 228,229 11,205 7,620 223,934 7,620 15,500
EDO CORP COM 28134710 378,174 23,710 23,710 18,510 5,200
EDUCATION MGMT CORP COM 28139T10 7,266,551 181,437 181,437 167,837 13,600
J D EDWARDS & CO COM 28166710 7,296,678 516,031 515,831 100 100 454,731 100 61,200
EDWARDS LIFESCIENCES COM 28176E10 55,098,779 2,090,242 981,045 1,108,857 340 940,587 1,107,815 41,840
EDWARDS AG INC COM 28176010 46,433,925 1,031,865 1,013,622 17,050 1,193 935,023 9,993 86,849
EFUNDS CORP COM 28224R10 5,955,608 320,194 310,858 2,946 6,390 284,884 6,390 28,920
EGAIN COMMUNICATIONS COM 28225C10 202,669 75,342 75,342 75,142 200
EL PASO CORP COM 28336L10 546,264,579 10,397,118 10,276,060 75,814 45,244 8,903,018 210,829 1,283,271
EL PASO ELEC CO COM NEW 28367785 8,481,495 530,425 529,905 520 494,225 36,200
ELAN PLC ADR 28413120 34,967,091 573,231 266,265 306,966 563,731 9,500
ELANTEC SEMICONDUCTO COM 28415510 5,978,329 176,926 176,726 200 163,826 13,100
ELCOR CORP COM 28444310 3,923,640 193,760 193,660 100 179,360 14,400
ELECTRO RENT CORP COM 28521810 2,049,922 125,685 125,685 116,685 9,000
ELECTRO SCIENTIFIC I COM 28522910 14,451,291 379,299 378,839 460 361,999 17,300
ELECTROGLAS INC COM 28532410 3,435,180 194,078 194,078 178,378 15,700
ELECTRONIC ARTS INC COM 28551210 96,747,368 1,670,939 1,668,164 2,240 535 1,504,541 14,035 152,363
ELECTRONIC DATA SYS COM 28566110 845,277,562 13,524,441 13,491,204 28,124 5,113 8,436,427 3,997,716 1,090,298
ELECTRONICS BOUTIQUE COM 28604510 1,913,064 60,254 60,254 56,754 3,500
ELECTRONICS FOR IMAG COM 28608210 39,183,493 1,328,254 1,326,404 1,750 100 1,286,554 100 41,600
ELIZABETH ARDEN INC COM 28660G10 756,197 30,979 30,979 25,179 5,800
ELOYALTY CORP COM 29015110 275,538 275,538 275,478 60 275,538
ELSEVIER N V SPON ADR N 29025910 1,058,950 42,358 42,358 24,858 17,500
EMBARCADERO TECHNOLO COM 29078710 1,178,481 52,823 52,823 47,223 5,600
EMBOTELLADORA ANDINA SPON ADR A 29081P20 351,207 26,054 26,054 3,134 22,920
EMCOR GROUP INC COM 29084Q10 2,708,755 74,931 74,931 69,331 5,600
EMCORE CORP COM 29084610 6,539,817 212,677 212,437 240 196,977 15,700
EMERSON ELEC CO COM 29101110 595,018,710 9,835,020 8,816,801 656,028 362,191 8,255,025 506,341 1,073,654
EMISPHERE TECHNOLOGI COM 29134510 3,532,208 121,507 121,207 300 111,107 10,400
EMMIS COMMUNICATIONS CL A 29152510 12,993,228 422,544 422,124 320 100 384,944 3,600 34,000
EMPIRE DIST ELEC CO COM 29164110 4,720,216 228,140 227,240 800 100 216,040 100 12,000
EMPRESA NACIONAL DE SPONSORED 29244T10 540,596 48,053 48,053 12,993 35,060
EMULEX CORP COM NEW 29247520 27,373,100 677,552 620,929 49,653 6,970 612,182 14,370 51,000
ENCOMPASS SVCS CORP COM 29255U10 4,703,887 525,574 525,414 160 478,574 47,000
ENCORE ACQUISITION C COM 29255W10 610,719 53,106 53,106 50,206 2,900
ENCORE WIRE CORP COM 29256210 203,155 17,115 17,115 8,915 8,200
ENDESA S A SPONSORED 29258N10 8,491,957 534,758 159,433 375,325 527,458 7,300
ENDO PHARMACEUTICALS COM 29264F20 1,137,487 128,675 128,675 125,175 3,500
Page Total 3,622,365,273
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ENDOCARE INC COM 29264P10 686,082 42,907 42,807 100 35,607 100 7,200
ENERGEN CORP COM 29265N10 12,169,474 440,923 440,723 200 414,023 26,900
ENEL SOCIETA PER AZI ADR 29265W10 1,757,959 57,638 57,638 57,638
ENERGY CONVERSION DE COM 29265910 3,841,292 137,189 137,189 129,289 7,900
ENERGIS PLC SPONSORED 29266H10 200,455 13,969 13,969 13,969
ENERGY EAST CORP COM 29266M10 30,044,617 1,436,854 1,432,151 4,703 1,343,054 11,700 82,100
ENERGIZER HLDGS INC COM 29266R10 28,036,179 1,221,620 1,219,171 1,584 865 1,139,622 11,165 70,833
ENERGY PARTNERS LTD COM 29270U10 571,721 42,634 42,634 29,034 13,600
ENERSIS S A SPONSORED 29274F10 568,835 37,973 37,973 6,465 31,508
ENGAGE INC COM 29282710 206,164 282,417 282,217 200 281,417 1,000
ENGELHARD CORP COM 29284510 67,005,875 2,598,134 2,595,309 2,825 2,338,912 46,025 213,197
ENGINEERED SUPPORT S COM 29286610 851,441 21,726 21,726 17,626 4,100
ENESCO GROUP INC COM 29297310 342,938 56,684 56,684 52,784 3,900
ENRON CORP COM 29356110 764,019,862 15,560,486 15,272,922 193,914 93,650 13,321,228 331,370 1,907,888
ENTEGRIS INC COM 29362U10 1,192,872 104,181 104,181 79,681 24,500
ENTERCOM COMMUNICATI CL A 29363910 18,885,301 352,272 351,752 320 200 328,372 3,400 20,500
ENTERGY CORP NEW COM 29364G10 195,325,632 5,087,930 5,080,114 4,273 3,543 4,502,198 84,808 500,924
ENTERPRISE PRODS PAR COM 29379210 1,093,320 27,665 27,665 27,665
ENTERTAINMENT PPTYS COM SH BEN 29380T10 3,247,806 177,962 177,962 168,662 9,300
ENTREMED INC COM 29382F10 2,320,288 145,018 136,818 5,700 2,500 132,418 2,500 10,100
ENTRAVISION COMMUNIC CL A 29382R10 1,424,856 115,842 112,842 3,000 91,642 24,200
ENTRUST INC COM 29384810 2,166,746 305,606 288,461 17,045 100 278,406 100 27,100
ENZON INC COM 29390410 28,512,875 456,206 418,676 31,810 5,720 420,986 9,820 25,400
ENZO BIOCHEM INC COM 29410010 7,030,112 206,768 195,848 8,052 2,868 188,570 2,868 15,330
EOTT ENERGY PARTNERS UNIT LTD P 29410310 285,200 15,500 15,500 15,500
EPRESENCE INC COM 29434810 278,713 67,649 65,649 2,000 65,649 2,000
EQUIFAX INC COM 29442910 108,771,238 2,965,410 2,951,743 8,267 5,400 2,549,693 106,240 309,477
EQUITABLE RES INC COM 29454910 26,363,532 791,460 785,716 920 4,824 714,556 11,624 65,280
EQUITY INNS INC COM 29470310 5,318,244 542,678 542,678 519,478 23,200
EQUITY OFFICE PROPER COM 29474110 126,094,007 3,986,532 3,865,752 120,780 3,582,511 31,000 373,021
EQUITY RESIDENTIAL P SH BEN INT 29476L10 95,670,724 1,691,790 1,621,745 70,045 1,530,420 13,500 147,870
ERICSSON L M TEL CO ADR CL B S 29482140 22,774,400 4,201,919 1,106,149 3,095,770 4,139,769 62,150
ERIE INDTY CO CL A 29530P10 12,859,348 432,247 431,607 640 417,847 1,900 12,500
ESCO TECHNOLOGIES IN COM 29631510 4,156,418 137,858 137,858 129,863 7,995
ESPERION THERAPEUTIC COM 29664R10 329,476 30,649 30,649 18,049 12,600
ESPEED INC CL A 29664310 1,977,426 89,883 89,583 300 83,783 6,100
ESSEX PPTY TR INC COM 29717810 19,460,465 392,744 366,669 26,075 383,844 8,900
ESTERLINE TECHNOLOGI COM 29742510 5,948,864 273,511 273,471 40 261,211 12,300
ETABLISSEMENTS DELHA SPONSORED 29759W10 834,941 14,236 13,818 418 14,236
ETHAN ALLEN INTERIOR COM 29760210 10,277,735 316,238 315,658 480 100 296,738 100 19,400
EVERGREEN RES INC COM NO PAR 29990030 4,891,398 128,721 128,721 117,521 11,200
EXACT SCIENCES CORP COM 30063P10 229,833 16,703 16,503 200 16,703
EXAR CORP COM 30064510 6,528,506 330,390 329,650 740 306,990 23,400
EXCEL TECHNOLOGY INC COM 30067T10 1,676,733 75,939 75,829 110 69,039 6,900
EXE TECHNOLOGIES INC COM 30150410 311,376 53,136 53,136 33,936 19,200
EXELON CORP COM 30161N10 419,610,320 6,544,141 6,519,165 22,662 2,314 5,673,236 118,358 752,547
EXELIXIS INC COM 30161Q10 2,337,957 123,245 123,145 100 102,045 100 21,100
EXFO ELECTRO OPTICAL SUB VTG SH 30204310 1,723,366 106,710 63,500 43,210 106,710
EXIDE CORP COM 30205110 2,372,657 206,318 206,318 191,918 14,400
Page Total 2,052,585,579
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EXODUS COMMUNICATION COM 30208810 6,947,671 3,372,656 3,341,164 15,672 15,820 2,785,660 58,520 528,476
EXPEDIA INC COM 30212510 5,851,235 125,563 125,363 100 100 120,263 100 5,200
EXPEDITORS INTL WASH COM 30213010 33,811,716 563,538 561,268 2,090 180 525,658 5,280 32,600
EXPRESS SCRIPTS INC COM 30218210 42,266,011 768,054 767,614 340 100 703,954 7,500 56,600
EXTENDED STAY AMER I COM 30224P10 8,391,765 559,451 558,231 1,140 80 520,571 80 38,800
EXTENSITY INC COM 30225510 349,520 34,606 34,506 100 34,406 200
EXTREME NETWORKS INC COM 30226D10 12,197,837 413,486 411,966 1,520 331,280 9,600 72,606
EXULT INC DEL COM 30228410 5,472,333 320,958 320,858 100 268,958 7,000 45,000
EXXON MOBIL CORP COM 30231G10 6,747,667,219 77,248,623 73,329,024 2,058,906 1,860,693 66,740,987 2,982,962 7,524,674
F&M BANCORP MD COM 30236710 2,719,726 91,266 91,266 84,266 7,000
F & M NATL CORP COM 30237410 8,992,160 224,804 224,804 208,304 16,500
FBL FINL GROUP INC CL A 30239F10 1,808,082 100,449 100,449 93,949 6,500
FEI CO COM 30241L10 5,398,347 131,667 131,567 100 121,467 100 10,100
FLIR SYS INC COM 30244510 589,506 23,552 23,552 21,752 1,800
F M C CORP COM NEW 30249130 48,154,144 702,365 701,395 920 50 631,861 9,440 61,064
FNB CORP PA COM 30252010 6,517,759 220,941 216,888 4,053 204,981 15,960
FPL GROUP INC COM 30257110 220,653,152 3,664,726 3,560,010 57,895 46,821 3,158,694 109,286 396,746
FSI INTL INC COM 30263310 4,310,800 342,127 341,927 200 326,127 16,000
F Y I INC COM 30271210 5,789,610 141,210 141,110 100 131,760 100 9,350
FTI CONSULTING INC COM 30294110 571,290 26,206 26,206 24,306 1,900
FACTORY 2-U INC COM 30307210 3,278,248 111,695 111,375 320 102,795 8,900
FACTSET RESH SYS INC COM 30307510 7,075,668 198,198 183,198 15,000 169,898 15,000 13,300
FAIR ISAAC & CO INC COM 30325010 9,470,329 153,192 152,592 600 141,342 11,850
FAIRCHILD CORP CL A 30369810 249,598 35,606 35,606 35,606
FAIRCHILD SEMICONDUC CL A 30372610 11,921,613 518,331 515,931 2,400 450,231 5,600 62,500
FAMILY DLR STORES IN COM 30700010 48,121,990 1,877,565 1,868,745 5,220 3,600 1,755,781 18,700 103,084
FARMERS CAP BK CORP COM 30956210 2,174,617 53,562 53,562 49,762 3,800
FASTENAL CO COM 31190010 23,585,373 380,532 379,312 1,120 100 346,132 3,100 31,300
FEDDERS CORP COM 31313510 896,188 172,344 172,344 152,544 19,800
FEDERAL AGRIC MTG CO CL C 31314830 675,289 21,116 21,016 100 16,016 100 5,000
FEDERAL HOME LN MTG COM 31340030 1,031,124,290 15,152,451 14,692,440 366,385 93,626 13,307,471 317,296 1,527,684
FEDERAL MOGUL CORP COM 31354910 21,814,863 12,908,203 12,908,203 544,447 12,319,156 44,600
FEDERAL NATL MTG ASS COM 31358610 1,931,449,222 22,714,915 22,476,857 133,952 104,106 19,295,365 820,751 2,598,799
FEDERAL REALTY INVT SH BEN INT 31374720 9,658,576 465,698 465,698 443,498 22,200
FEDERAL SIGNAL CORP COM 31385510 14,775,679 629,556 617,236 12,120 200 596,191 20033,165
FEDERATED DEPT STORE COM 31410H10 212,777,610 5,006,532 4,993,397 12,295 840 4,573,441 58,940 374,151
FEDERATED INVS INC P CL B 31421110 20,627,674 640,611 640,411 200 582,311 9,000 49,300
FEDEX CORP COM 31428X10 248,128,429 6,172,349 6,082,288 15,141 74,920 5,230,992 171,140 770,217
FELCOR LODGING TR IN COM 31430F10 18,083,075 772,781 772,381 400 754,081 18,700
FERRO CORP COM 31540510 8,385,574 384,483 383,903 580 364,583 19,900
F5 NETWORKS INC COM 31561610 3,350,001 190,666 190,666 179,166 11,500
FIAT S P A SP ADR ORD 31562188 344,426 17,457 17,457 17,457
FIDELITY BANKSHARES COM 31604Q10 337,575 23,459 23,459 13,659 9,800
FIDELITY NATL FINL I COM 31632610 22,233,736 904,914 903,944 870 100 841,014 7,600 56,300
FIFTH THIRD BANCORP COM 31677310 731,110,611 12,175,031 10,929,817 873,277 371,937 10,240,903 760,620 1,173,504
FILENET CORP COM 31686910 5,518,032 372,840 372,800 40 350,740 22,100
FINANCIAL FED CORP COM 31749210 6,050,810 209,009 209,009 202,509 6,500
FINANCIAL INSTNS INC COM 31758540 444,998 19,866 19,866 18,266 1,600
FINISAR COM 31787A10 12,305,674 658,762 656,272 2,390 100 575,862 9,300 73,600
Page Total 11,574,429,651
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FINISH LINE INC CL A 31792310 667,927 53,477 53,477 42,677 10,800
FINOVA GROUP INC COM 31792810 664,294 179,539 179,539 179,439 100
FIRST AMERN CORP CAL COM 31852230 13,881,675 732,929 732,429 500 690,929 42,000
FIRST BANCORP P R COM 31867210 5,068,802 187,803 187,703 100 173,303 14,500
FIRST BANCORP N C COM 31891010 499,545 20,282 19,382 900 19,082 1,200
FIRST BUSEY CORP COM 31938310 1,480,984 69,108 69,108 63,308 5,800
FIRST CHARTER CORP COM 31943910 4,790,156 255,475 255,475 234,075 21,400
FIRST CTZNS BANCSHAR CL A 31946M10 5,967,608 55,001 55,001 50,901 4,100
FIRST COMWLTH FINL C COM 31982910 6,956,250 463,750 463,750 424,750 39,000
FIRST CMNTY BANCORP COM 31983B10 372,898 19,835 19,835 19,835
FIRST CONSULTING GRO COM 31986R10 1,099,886 152,762 152,632 130 141,462 11,300
FIRST FED CAP CORP COM 31996010 2,132,098 131,611 131,611 122,211 9,400
FIRST DATA CORP COM 31996310 616,444,171 9,579,552 9,479,041 72,026 28,485 8,334,327 307,535 937,690
FIRST ESSEX BANCORP COM 32010310 601,857 24,347 21,840 2,507 23,047 1,300
FIRST FINL BANKSHARE COM 32020R10 3,016,393 97,303 97,303 90,553 6,750
FIRST FINL BANCORP O COM 32020910 5,325,492 311,797 309,092 2,705 286,912 24,885
FIRST FINL CORP IND COM 32021810 2,709,800 56,290 56,290 52,090 4,200
FIRST FINL HLDGS INC COM 32023910 2,606,659 113,333 113,333 104,933 8,400
FIRST HORIZON PHARMA COM 32051K10 503,263 15,678 15,678 14,778 900
FIRST INDUSTRIAL REA COM 32054K10 19,229,586 598,307 598,307 573,907 24,400
FIRST IND CORP COM 32054R10 2,110,330 81,073 81,073 75,273 5,800
FIRST MERCHANTS CORP COM 32081710 2,204,431 92,120 92,120 82,720 9,400
FIRST MIDWEST BANCOR COM 32086710 10,661,991 359,595 359,575 20 333,395 26,200
FIRST HEALTH GROUP C COM 32096010 24,445,089 1,013,478 1,012,038 1,240 200 942,778 10,500 60,200
FIRST NIAGARA FINL G COM 33582U10 1,458,251 93,899 93,899 86,399 7,500
FIRST PL FINL CORP COM 33610T10 530,753 41,080 41,080 31,480 9,600
FIRST REP BK SAN FRA COM 33615810 1,360,803 55,543 55,543 48,943 6,600
FIRST SENTINEL BANCO COM 33640T10 3,991,316 294,128 294,128 277,428 16,700
1ST SOURCE CORP COM 33690110 3,368,484 120,303 120,303 112,638 7,665
FIRST TENN NATL CORP COM 33716210 54,302,406 1,564,460 1,553,920 8,940 1,600 1,409,960 15,200 139,300
FIRST UN CORP COM 33735810 753,340,291 21,560,970 21,499,286 46,499 15,185 19,016,018 344,161 2,200,791
FIRST UN REAL EST EQ SH BEN INT 33740010 291,504 126,741 126,741 126,741
FIRST VA BANKS INC COM 33747710 26,243,201 556,944 552,894 3,750 300 515,444 5,200 36,300
FISERV INC COM 33773810 210,411,089 3,288,701 3,281,631 6,870 200 2,952,453 90,900 245,348
FIRSTFED FINL CORP COM 33790710 10,517,790 352,946 352,846 100 332,646 20,300
FIRSTMERIT CORP COM 33791510 23,335,461 883,919 844,539 38,980 400 817,122 9,100 57,697
FLAGSTAR BANCORP INC COM 33793010 457,584 21,894 20,794 1,100 21,894
FIRSTENERGY CORP COM 33793210 575,105,123 17,882,622 17,856,952 23,203 2,467 4,321,785 13,048,467 512,370
FISHER SCIENTIFIC IN COM NEW 33803220 12,809,503 441,707 441,207 400 100 408,107 100 33,500
FLEETBOSTON FINL COR COM 33903010 988,420,578 25,055,021 24,284,044 510,105 260,872 21,996,243 608,289 2,450,489
FLEETWOOD ENTERPRISE COM 33909910 4,295,793 305,099 305,099 272,799 32,300
FLEMING COS INC COM 33913010 13,108,683 367,190 364,590 1,100 1,500 327,290 1,500 38,400
FLORIDA EAST COAST I CL A 34063210 8,771,447 247,781 243,461 320 4,000 229,681 4,000 14,100
FLORIDA ROCK INDS IN COM 34114010 6,975,530 148,732 148,312 320 100 140,772 100 7,860
FLUOR CORP NEW COM 34341210 70,217,505 1,555,205 1,553,289 1,916 1,331,915 53,550 169,740
FLOW INTL CORP COM 34346810 310,446 28,745 28,745 26,345 2,400
FLOWERS FOODS INC COM 34349810 9,792,642 312,365 136,665 175,640 60 124,225 175,580 12,560
FLOWSERVE CORP COM 34354P10 20,946,039 681,172 680,857 315 652,492 28,680
FLUSHING FINL CORP COM 34387310 455,963 19,070 19,070 17,570 1,500
Page Total 3,534,259,370
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FOCAL COMMUNICATIONS COM 34415510 323,622 137,128 137,128 134,228 2,900
FOOTSTAR INC COM 34491210 5,457,284 158,642 158,622 20 146,542 12,100
FORD MTR CO DEL COM PAR $0 34537086 976,699,679 39,784,101 39,181,231 537,559 65,311 34,810,701 695,659 4,277,741
FOREST CITY ENTERPRI CL A 34555010 7,762,425 141,135 141,135 130,535 10,600
FOREST LABS INC COM 34583810 266,155,428 3,748,668 3,718,463 7,385 22,820 3,235,871 164,920 347,877
FOREST OIL CORP COM PAR $0 34609170 7,691,824 274,708 274,408 200 100 213,577 44,771 16,360
FORRESTER RESH INC COM 34656310 6,524,488 288,822 288,822 279,922 8,900
FORTUNE BRANDS INC COM 34963110 138,538,559 3,611,537 3,155,265 409,095 47,177 2,853,886 477,431 280,220
FORWARD AIR CORP COM 34985310 5,985,477 199,849 168,659 31,190 190,549 9,300
FOSSIL INC COM 34988210 2,668,491 128,602 128,602 120,202 8,400
FOUNDRY NETWORKS INC COM 35063R10 11,599,648 580,563 574,383 6,080 100 476,875 6,500 97,188
4 KIDS ENTMT INC COM 35086510 1,506,664 78,677 78,657 20 76,877 1,800
FOX ENTMT GROUP INC CL A 35138T10 24,183,636 866,797 863,837 1,210 1,750 762,847 14,950 89,000
FRANCE TELECOM SPONSORED 35177Q10 2,802,607 58,025 58,025 58,025
FRANCHISE FIN CORP A COM 35180710 13,331,024 530,905 530,905 495,105 35,800
FRANKLIN ELEC INC COM 35351410 2,965,185 39,067 39,067 35,867 3,200
FRANKLIN RES INC COM 35461310 228,627,557 4,995,140 4,737,166 198,112 59,862 4,377,671 135,952 481,517
FREDS INC CL A 35610810 2,672,875 103,801 102,701 1,000 100 96,701 100 7,000
FREEMARKETS INC COM 35660210 9,967,620 498,381 111,102 362,171 25,108 455,173 25,108 18,100
FREEPORT-MCMORAN COP CL B 35671D85 32,758,896 2,964,606 2,947,819 3,470 13,317 2,652,005 58,417 254,184
FREMONT GEN CORP COM 35728810 3,291,808 506,432 506,432 471,632 34,800
FRESENIUS MED CARE A SPONSORED 35802910 656,997 27,780 27,780 27,780
FRIEDMAN BILLINGS RA CL A 35843310 1,178,233 168,319 168,319 153,319 15,000
FRONTIER AIRLINES IN COM 35906510 5,880,012 480,001 480,001 461,251 18,750
FRONTIER FINL CORP W COM 35907K10 4,100,320 146,440 146,440 135,440 11,000
FRONTIER OIL CORP COM 35914P10 5,402,780 407,757 407,757 390,957 16,800
FRONTLINE CAP GROUP COM 35921N10 239,706 159,804 159,748 56 159,804
FUELCELL ENERGY INC COM 35952H10 4,357,891 188,735 183,535 5,200 169,935 5,200 13,600
FUJI PHOTO FILM LTD ADR 35958630 1,727,124 39,704 39,704 39,704
FULLER H B CO COM 35969410 8,272,621 165,784 165,384 300 100 151,104 100 14,580
FULTON FINL CORP PA COM 36027110 15,317,010 748,632 747,820 812 693,032 7,300 48,300
FURNITURE BRANDS INT COM 36092110 16,824,640 600,880 599,880 1,000 565,380 35,500
G & K SVCS INC CL A 36126810 4,551,641 169,206 169,011 75 120 155,286 120 13,800
GATX CORP COM 36144810 20,207,352 503,924 494,929 8,795 200 455,524 5,400 43,000
GBC BANCORP CALIF COM 36147510 4,189,112 146,729 140,229 6,500 135,329 6,500 4,900
GPU INC COM 36225X10 110,178,131 3,134,513 3,116,244 11,445 6,824 2,329,065 540,347 265,101
GABELLI ASSET MGMT I CL A 36239Y10 3,102,051 75,384 75,384 71,984 3,400
GABLES RESIDENTIAL T SH BEN INT 36241810 8,413,224 280,909 280,809 100 265,109 15,800
GADZOOKS INC COM 36255310 232,988 17,799 17,799 17,799
GALILEO INTERNATIONA COM 36354710 55,878,582 1,719,341 1,718,001 1,140 200 1,611,981 5,900 101,460
GALLAGHER ARTHUR J & COM 36357610 30,788,654 1,184,179 1,113,834 48,455 21,890 1,098,489 29,690 56,000
GALLAHER GROUP PLC SPONSORED 36359510 674,516 27,089 26,029 1,060 27,089
GANNETT INC COM 36473010 378,949,383 5,750,370 5,609,760 59,462 81,148 4,997,544 164,498 588,328
GAP INC DEL COM 36476010 460,150,859 15,867,271 15,825,230 39,746 2,295 13,461,717 567,549 1,838,005
GARAN INC COM 36480210 517,031 15,140 14,440 700 15,140
GARDNER DENVER INC COM 36555810 2,063,302 100,404 100,329 75 92,104 8,300
GART SPORTS CO COM 36663010 224,070 10,185 10,185 10,185
GARTNER INC COM 36665110 6,151,717 559,247 558,627 620 511,447 47,800
GARTNER INC CL B 36665120 3,893,394 423,195 422,243 327 625 417,170 625 5,400
Page Total 2,905,638,138
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GATEWAY INC COM 36762610 91,223,771 5,545,518 5,536,065 7,590 1,863 4,989,978 95,623 459,917
GAYLORD ENTMT
CO NEW COM 36790510 4,465,497 155,052 154,802 150 100 142,652 100 12,300
GEMSTAR-TV
GUIDE INT COM 36866W10 49,454,510 1,160,904 1,156,584 4,320 840,191 18,300 302,413
GENAISSANCE
PHARMACE COM 36867W10 615,120 43,812 43,712 100 32,412 100 11,300
GENCORP INC COM 36868210 3,546,099 277,039 276,939 100 257,639 19,400
GENE LOGIC INC COM 36868910 5,435,110 249,317 249,017 300 232,017 17,300
GENENCOR INTL
INC COM 36870910 1,263,731 79,530 79,530 78,130 1,400
GENENTECH INC COM NEW 36871040 93,687,301 1,700,314 1,673,692 23,742 2,880 1,497,840 24,780 177,694
GENERAL CABLE
CORP D COM 36930010 4,658,387 251,126 251,074 52 233,426 17,700
GENERAL
COMMUNICATIO CL A 36938510 4,317,546 356,822 356,822 333,522 23,300
GENERAL DYNAMICS
COR COM 36955010 324,451,826 4,169,796 4,161,401 8,075 320 3,668,844 51,990 448,962
GENERAL ELEC CO COM 36960410 11,027,220,457 226,199,394 213,882,902 6,353,938 5,962,554 183,992,896 19,870,648 22,335,850
GENERAL GROWTH
PPTYS COM 37002110 22,021,565 559,491 559,021 470 520,591 5,300 33,600
GENERAL MLS INC COM 37033410 277,399,492 6,336,215 5,875,928 187,936 272,351 5,109,984 476,031 750,200
GENERAL MTRS
CORP COM 37044210 5,110,104,735 79,411,107 79,352,598 28,863 29,646 11,604,712 66,641,224 1,165,171
GENERAL MTRS
CORP CL H NEW 37044283 1,052,906,664 50,474,912 50,301,378 147,865 25,669 5,581,675 43,901,684 991,553
GENERAL
SEMICONDUCTO COM 37078710 8,014,807 766,234 764,834 1,400 741,434 24,800
GENESCO INC COM 37153210 6,707,064 199,615 199,615 184,215 15,400
GENESISINTERMEDIA
IN COM 37184Y10 848,493 45,253 45,253 37,853 7,400
GENTEX CORP COM 37190110 55,130,483 1,978,130 1,513,043 361,562 103,525 1,815,705 111,325 51,100
GENLYTE GROUP
INC COM 37230210 3,496,106 113,106 112,806 300 104,406 8,700
GENOME
THERAPEUTICS COM 37243010 3,306,144 222,786 222,186 600 206,686 16,100
GENRAD INC COM 37244710 1,319,220 219,870 219,870 208,770 11,100
GENTA INC COM NEW 37245M20 2,422,625 180,928 180,928 168,628 12,300
GENTEK INC COM 37245X10 312,996 59,056 59,036 20 59,056
GENZYME
TRANSGENICS COM 37246E10 1,793,056 180,388 180,388 167,088 13,300
GENUINE PARTS CO COM 37246010 119,785,491 3,802,714 3,637,654 157,035 8,025 3,304,406 62,695 435,613
GENTIVA
HEALTH SERVI COM 37247A10 2,823,354 156,853 156,853 146,353 10,500
GENSTAR
THERAPEUTICS COM 37248D10 288,600 39,000 39,000 39,000
GENUITY INC CL A 37248E10 1,468,814 470,774 470,374 400 376,274 400 94,100
GENZYME
CORP COM GENL D 37291710 171,130,925 2,805,425 2,781,657 18,968 4,800 2,634,735 22,600 148,090
GENZYME CORP COM-MOLECU 37291750 362,394 26,745 24,846 1,791 108 24,037 108 2,600
GENZYME CORP COM BIOSUR 37291770 219,940 26,595 25,718 430 447 4,848 447 21,300
GEORGIA GULF
CORP COM PAR $0 37320020 6,765,750 436,500 436,400 100 421,500 15,000
GEORGIA PAC
CORP COM GA PAC 37329810 164,867,169 4,870,522 4,853,562 13,512 3,448 4,283,851 72,651 514,020
GEORGIA PAC
CORP COM-TIMBER 37329870 31,125,809 870,652 866,468 2,240 1,944 805,308 10,444 54,900
GERBER
SCIENTIFIC IN COM 37373010 1,955,538 178,588 173,862 2,726 2,000 158,488 2,000 18,100
GERMAN AMERN
BANCORP COM 37386510 244,442 15,432 15,432 13,632 1,800
GERON CORP COM 37416310 2,453,948 175,282 175,282 160,582 14,700
GETTY IMAGES
INC COM 37427610 7,069,297 269,204 268,754 450 245,804 23,400
GETTY RLTY CORP
NEW COM 37429710 365,706 19,087 19,087 17,787 1,300
GIBRALTAR STL
CORP COM 37476F10 1,282,467 65,432 65,432 60,632 4,800
GILEAD SCIENCES
INC COM 37555810 66,525,251 1,143,242 1,114,237 23,905 5,100 1,062,642 14,800 65,800
GILLETTE CO COM 37576610 941,818,973 32,487,719 31,513,130 652,164 322,425 28,733,915 1,088,575 2,665,229
GLACIER BANCORP
INC COM 37637Q10 684,760 36,040 36,040 27,640 8,400
GLATFELTER P H
CO COM 37731610 5,436,967 381,274 380,974 300 370,774 10,500
GLAXOSMITHKLINE
PLC SPONSORED 37733W10 1,054,191,732 18,757,860 18,582,947 174,913 18,754,512 3,348
GLENAYRE
TECHNOLOGIE COM 37789910 502,457 392,545 392,545 392,545
GLENBOROUGH RLTY
TR COM 37803P10 10,004,598 518,373 457,003 61,370 506,273 12,100
Page Total 20,747,497,187
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GLIMCHER RLTY TR SH BEN INT 37930210 6,365,150 355,595 355,575 20 338,095 17,500
GLOBAL INDS LTD COM 37933610 8,940,715 716,978 647,698 69,280 666,278 6,700 44,000
GLOBAL MARINE INC COM 37935240 40,056,418 2,150,103 2,111,556 3,550 34,997 1,887,402 51,497 211,204
GLOBAL PMTS INC COM 37940X10 10,666,717 354,376 354,216 160 331,536 22,840
GLOBIX CORP COM 37957F10 240,876 119,839 119,839 119,839
GLOBESPAN INC COM 37957110 3,468,449 237,565 236,265 1,300 203,865 33,700
GOLD BANC CORP INC COM 37990710 1,938,467 250,448 247,148 3,300 232,548 17,900
GOLDEN ST BANCORP IN COM 38119710 59,571,111 1,934,127 1,929,637 4,290 200 1,856,289 7,600 70,238
GOLDEN TELECOM INC COM 38122G10 251,286 17,949 17,949 17,949
GOLDEN WEST FINL COR COM 38131710 204,523,843 3,183,746 3,179,426 4,220 100 2,793,721 52,400 337,625
GOLDMAN SACHS GROUP COM 38141G10 150,882,217 1,758,534 1,420,799 294,073 43,662 1,396,935 195,572 166,027
GOODRICH CORP COM 38238810 89,294,208 2,351,085 2,345,402 4,723 960 1,870,637 306,787 173,661
GOODYEAR TIRE & RUBR COM 38255010 88,886,308 3,174,511 3,164,561 9,850 100 2,801,168 47,820 325,523
GOODYS FAMILY CLOTHI COM 38258810 238,266 59,418 59,418 59,418
GORMAN RUPP CO COM 38308210 674,872 28,003 28,003 23,403 4,600
GOTO COM INC COM 38348T10 4,735,880 243,490 242,870 620 232,090 11,400
GRACE W R & CO DEL N COM 38388F10 234,879 134,217 133,117 1,100 134,107 110
GRACO INC COM 38410910 9,625,473 291,681 290,301 1,380 262,519 29,162
GRAINGER W W INC COM 38480210 81,877,735 1,989,255 1,978,141 9,990 1,124 1,746,036 27,964 215,255
GRANITE CONSTR INC COM 38732810 12,660,608 498,057 498,057 463,232 34,825
GRANITE ST BANKSHARE COM 38747210 298,356 12,972 11,847 1,125 11,847 1,125
GRANT PRIDECO INC COM 38821G10 21,016,613 1,201,636 1,198,096 1,815 1,725 1,111,561 13,325 76,750
GRAY COMMUNICATIONS COM 38919010 565,259 29,688 29,688 23,988 5,700
GREAT AMERN FINL RES COM 38991510 1,716,830 95,168 95,168 91,568 3,600
GREAT ATLANTIC & PAC COM 39006410 2,483,647 167,814 167,814 145,814 22,000
GREAT LAKES CHEM COR COM 39056810 32,749,989 1,061,588 1,061,313 275 944,508 14,300 102,780
GREAT LAKES REIT INC COM 39075210 2,868,894 157,545 157,545 149,945 7,600
GREATER BAY BANCORP COM 39164810 16,971,636 679,409 678,889 520 650,409 29,000
GREEN MOUNTAIN PWR C COM 39315410 431,319 27,025 27,025 27,025
GREENPOINT FINL CORP COM 39538410 68,478,144 1,783,285 1,780,295 2,690 300 1,660,085 9,500 113,700
GREIF BROS CORP CL A 39762410 3,957,397 130,392 121,392 9,000 112,192 9,000 9,200
GREY WOLF INC COM 39788810 7,688,708 1,922,177 1,733,879 188,298 1,833,477 88,700
GRIFFON CORP COM 39843310 2,410,804 219,164 219,164 202,864 16,300
GROUP 1 AUTOMOTIVE I COM 39890510 6,877,412 232,345 232,265 80 225,345 7,000
GROUPE DANONE SPONSORED 39944910 1,831,875 66,979 66,979 66,979
GRUPO TELEVISA SA DE SP ADR REP 40049J20 831,887 20,792 20,792 7,342 13,450
GTECH HLDGS CORP COM 40051810 19,753,396 556,277 556,077 80 120 536,757 120 19,400
GUESS INC COM 40161710 468,048 69,858 69,858 69,858
GUIDANT CORP COM 40169810 222,856,416 6,190,456 6,164,270 25,366 820 5,300,169 237,805 652,482
GUILFORD PHARMACEUTI COM 40182910 7,167,336 210,804 210,804 195,104 15,700
GUITAR CTR MGMT INC COM 40204010 3,697,390 174,983 174,883 100 164,583 10,400
GULF ISLAND FABRICAT COM 40230710 802,022 55,696 55,696 50,796 4,900
GULFMARK OFFSHORE IN COM 40262910 425,883 13,533 13,533 12,733 800
GYMBOREE CORP COM 40377710 633,734 74,557 74,557 57,057 17,500
HCA-HEALTHCARE CO COM 40411910 530,047,112 11,729,301 11,491,569 202,307 35,425 10,145,423 380,025 1,203,853
HCC INS HLDGS INC COM 40413210 14,526,956 592,937 587,151 5,786 554,037 4,800 34,100
HNC SOFTWARE INC COM 40425P10 6,127,270 314,219 313,869 350 292,919 21,300
HRPT PPTYS TR COM SH BEN 40426W10 14,651,511 1,505,808 1,505,808 1,420,308 85,500
H POWER CORP COM 40427A10 789,287 81,286 80,698 588 65,986 15,300
Page Total 1,768,258,609
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HSBC HLDGS PLC SPON ADR N 40428040 39,949,945 666,944 272,069 394,875 659,244 7,700
HS RES INC COM 40429710 15,183,806 234,318 234,178 40 100 224,918 100 9,300
HAEMONETICS CORP COM 40502410 7,067,948 231,736 231,576 160 219,736 12,000
HAIN CELESTIAL GROUP COM 40521710 8,436,670 383,485 341,767 30,648 11,070 358,015 11,070 14,400
HALLIBURTON CO COM 40621610 453,641,900 12,742,750 8,655,437 4,003,086 84,227 7,633,448 4,156,861 952,441
HANCOCK FABRICS INC COM 40990010 407,493 45,530 45,530 42,830 2,700
HANCOCK HLDG CO COM 41012010 3,197,756 74,453 74,453 69,653 4,800
HANCOCK JOHN FINL SV COM 41014S10 220,419,635 5,474,904 5,465,929 6,988 1,987 4,871,474 86,787 516,643
HANDLEMAN CO DEL COM 41025210 5,499,108 328,305 328,305 300,405 27,900
HANDSPRING INC COM 41029310 717,116 93,132 91,232 1,900 91,232 1,900
HANMI FINL CORP COM 41049510 263,002 13,522 13,522 13,522
HANOVER COMPRESSOR C COM 41076810 20,529,333 620,409 619,609 600 200 562,609 6,800 51,000
HANSON PLC SPON ADR N 41135240 467,673 12,555 12,555 12,555
HARCOURT GEN INC COM 41163G10 63,024,483 1,083,081 1,067,110 15,771 200 941,657 21,790 119,634
HARBOR FLA BANCSHARE COM 41190110 3,805,660 198,729 198,649 80 181,829 16,900
HARDINGE INC COM 41232430 8,380,343 578,753 578,753 400 578,353
HARLAND JOHN H CO COM 41269310 6,913,995 296,738 296,618 120 268,438 28,300
HARLEY DAVIDSON INC COM 41282210 317,618,158 6,746,350 6,576,639 156,995 12,716 5,820,096 230,316 695,938
HARLEYSVILLE GROUP I COM 41282410 3,983,197 133,889 133,489 400 115,289 400 18,200
HARLEYSVILLE NATL CO COM 41285010 3,471,340 75,056 75,056 68,256 6,800
HARMAN INTL INDS INC COM 41308610 9,888,468 259,608 259,148 360 100 228,648 100 30,860
HARMONIC INC COM 41316010 3,564,900 356,490 354,540 1,950 323,190 33,300
HARRAHS ENTMT INC COM 41361910 251,686,564 7,129,931 7,126,951 2,780 200 3,071,216 3,743,657 315,058
HARRIS CORP DEL COM 41387510 17,873,106 656,858 655,748 810 300 598,258 7,600 51,000
HARSCO CORP COM 41586410 12,074,776 445,071 444,871 200 416,271 200 28,600
HARTE-HANKS INC COM 41619610 15,585,677 629,470 629,150 120 200 591,754 6,000 31,716
HARTFORD FINL SVCS G COM 41651510 340,473,790 4,977,687 4,894,314 31,768 51,605 4,245,025 127,395 605,267
HASBRO INC COM 41805610 50,191,150 3,473,436 3,468,479 4,957 3,142,466 57,230 273,740
HAVAS ADVERTISING SPONSORED 41931310 288,733 26,538 26,538 26,538
HAVERTY FURNITURE IN COM 41959610 2,046,505 136,890 136,890 126,590 10,300
HAWAIIAN ELEC INDUST COM 41987010 16,565,621 433,655 433,322 333 410,755 22,900
HAYES LEMMERZ INTL I COM 42078110 789,164 123,307 123,307 120,107 3,200
HEALTH CARE PPTY INV COM 42191510 13,599,180 395,325 395,325 360,025 5,000 30,300
HEALTHSOUTH CORP COM 42192410 127,162,450 7,962,583 7,940,745 20,508 1,330 6,990,394 107,130 865,059
HEALTH MGMT ASSOC IN CL A 42193310 56,475,841 2,684,213 2,674,278 9,255 680 2,455,820 25,880 202,513
HEALTHCARE RLTY TR COM 42194610 10,420,901 396,232 396,232 370,132 26,100
HEADWATERS INC COM 42210P10 731,488 45,718 45,718 31,418 14,300
HEALTH CARE REIT INC COM 42217K10 5,551,443 233,745 233,745 214,245 19,500
HEALTHEXTRAS INC COM 42221110 212,228 22,387 22,387 22,387
HEALTH NET INC COM 42222G10 34,005,028 1,954,312 1,952,797 1,250 265 1,880,817 8,965 64,530
HEARST-ARGYLE TELEVI COM 42231710 5,286,560 264,328 263,708 620 253,728 200 10,400
HEARTLAND EXPRESS IN COM 42234710 3,577,320 156,900 156,900 145,900 11,000
HEICO CORP NEW COM 42280610 1,355,808 70,615 70,615 65,515 5,100
HEIDRICK & STRUGGLES COM 42281910 3,413,244 167,892 166,852 1,040 155,692 12,200
HEINZ H J CO COM 42307410 317,754,186 7,770,951 7,692,284 37,648 41,019 6,579,851 290,979 900,121
HELIX TECHNOLOGY COR COM 42331910 6,206,368 203,621 195,581 440 7,600 181,021 7,600 15,000
HELLENIC TELECOM ORG SPONSORED 42332530 307,115 47,912 47,912 47,912
HELLER FINANCIAL INC CL A 42332810 11,360,880 284,022 277,072 6,950 250,022 4,100 29,900
HELMERICH & PAYNE IN COM 42345210 23,624,639 766,536 764,026 1,810 700 707,436 6,000 53,100
Page Total 2,525,051,694
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HEMISPHERX BIOPHARMA COM 42366C10 422,562 60,366 60,366 55,766 4,600
HENRY JACK & ASSOC I COM 42628110 24,328,862 784,802 783,722 680 400 730,602 6,900 47,300
HERBALIFE INTL INC CL A 42690820 855,153 85,601 85,268 333 83,101 2,500
HERCULES INC COM 42705610 25,088,022 2,220,179 2,217,649 2,430 100 2,018,136 28,930 173,113
HERSHEY FOODS CORP COM 42786610 154,380,400 2,501,708 2,452,565 20,809 28,334 2,131,661 122,920 247,127
HEWLETT PACKARD CO COM 42823610 1,259,984,497 44,055,402 40,773,890 1,687,806 1,593,706 37,196,276 2,190,556 4,668,570
HEXCEL CORP NEW COM 42829110 2,367,483 185,685 185,685 173,785 11,900
HI/FN INC COM 42835810 1,532,850 101,312 101,312 96,512 4,800
HIBBETT SPORTING GOO COM 42856510 424,781 11,462 11,462 10,762 700
HIBERNIA CORP CL A 42865610 35,152,988 1,974,887 1,932,947 5,240 36,700 1,811,887 53,600 109,400
HICKORY TECH CORP COM 42906010 1,736,448 108,528 108,528 98,428 10,100
HIGHLANDS INS GROUP COM 43103210 1,436,138 296,111 296,111 9,785 286,326
HIGHWOODS PPTYS INC COM 43128410 16,487,315 618,661 618,661 585,161 33,500
HILB ROGAL & HAMILTO COM 43129410 8,470,568 193,613 193,613 184,713 8,900
HILLENBRAND INDS INC COM 43157310 37,336,918 653,772 649,652 3,620 500 594,372 5,000 54,400
HILTON HOTELS CORP COM 43284810 101,846,306 8,779,854 8,764,991 14,363 500 6,432,125 1,570,771 776,958
HISPANIC BROADCASTIN CL A 43357B10 25,955,125 904,675 902,635 1,740 300 829,075 9,200 66,400
HITACHI LIMITED ADR 10 COM 43357850 2,585,618 26,120 26,120 26,120
HOLLINGER INTL INC CL A 43556910 4,736,393 344,465 344,065 400 317,965 26,500
HOLLY CORP COM PAR $0 43575830 431,812 11,750 11,650 100 9,150 2,600
HOLLYWOOD CASINO COR CL A 43613220 303,214 38,626 38,626 36,526 2,100
HOLLYWOOD ENTMT CORP COM 43614110 2,528,237 298,846 298,846 272,046 26,800
HOLLYWOOD MEDIA CORP COM 43623310 259,570 43,334 43,334 43,334
HOME DEPOT INC COM 43707610 2,477,237,338 53,216,699 50,346,420 2,175,882 694,397 44,925,811 2,348,341 5,942,547
HOME PPTYS N Y INC COM 43730610 8,962,967 297,773 297,773 286,773 11,000
HOMESTAKE MNG CO COM 43761410 41,744,878 5,270,818 5,256,503 14,215 100 4,653,262 95,650 521,906
HOMESTORE COM INC COM 43785210 18,631,092 532,926 532,276 550 100 478,526 4,900 49,500
HON INDS INC COM 43809210 19,124,862 789,631 787,611 1,820 200 727,931 5,900 55,800
HONDA MOTOR LTD AMERN SHS 43812830 27,549,405 313,097 51,460 261,637 308,297 4,800
HONEYWELL INTL INC COM 43851610 3,021,055,284 86,340,534 17,519,440 68,741,173 79,921 15,931,763 68,946,758 1,462,013
HOOPER HOLMES INC COM 43910410 5,336,793 523,215 519,475 140 3,600 484,015 3,600 35,600
HORACE MANN EDUCATOR COM 44032710 10,093,416 468,372 468,196 176 438,267 30,105
HORIZON OFFSHORE INC COM 44043J10 1,429,110 105,860 105,860 99,060 6,800
HORMEL FOODS CORP COM 44045210 29,976,073 1,231,556 1,228,521 2,910 125 1,165,631 8,525 57,400
HOSPITALITY PPTYS TR COM SH BEN 44106M10 18,483,504 648,544 648,544 607,944 5,400 35,200
HOST MARRIOTT CORP N COM 44107P10 33,896,535 2,707,391 2,700,201 7,190 2,434,977 20,200 252,214
HOT TOPIC INC COM 44133910 4,677,999 150,418 150,378 40 137,618 12,800
HOTEL RESERVATIONS N CL A 44145110 2,584,601 55,547 55,547 52,147 3,400
HOTJOBS COM INC COM 44147410 1,292,724 143,636 143,636 130,036 13,600
HOUGHTON MIFFLIN CO COM 44156010 100,360,935 1,674,636 367,636 6,900 1,300,100 345,936 1,300,100 28,600
HOUSEHOLD INTL INC COM 44181510 678,084,806 10,166,189 10,135,737 23,338 7,114 8,779,185 169,741 1,217,257
HOUSTON EXPL CO COM 44212010 3,020,312 96,650 96,650 91,250 5,400
HOVNANIAN ENTERPRISE CL A 44248720 596,781 41,129 41,129 32,829 8,300
HUANENG PWR INTL INC SPON ADR N 44330410 343,927 14,259 14,259 1,775 12,484
HUBBELL INC CL B 44351020 17,136,013 590,897 570,039 12,930 7,928 527,691 14,128 49,078
HUDSON CITY BANCORP COM 44368310 9,345,562 404,745 404,625 120 370,445 7,300 27,000
HUDSON RIV BANCORP I COM 44412810 781,358 43,169 41,069 2,100 33,669 9,500
HUDSON UNITED BANCOR COM 44416510 12,995,463 509,626 508,001 1,625 480,386 29,240
HUFFY CORP COM 44435610 204,261 21,189 12,488 8,701 21,189
Page Total 8,253,597,259
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HUGHES SUPPLY INC COM 44448210 6,201,905 262,237 262,216 21 245,837 16,400
HUGOTON RTY TR TEX UNIT BEN I 44471710 707,416 56,323 56,323 56,323
HUMANA INC COM 44485910 34,870,507 3,540,153 3,536,643 3,290 220 3,169,227 44,220 326,706
HUMAN GENOME SCIENCE COM 44490310 47,351,860 785,923 782,148 2,675 1,100 680,530 13,500 91,893
HUNGRY MINDS INC CL A 44554910 1,334,523 195,678 5,178 168,500 22,000 173,678 22,000
HUNT J B TRANS SVCS COM 44565810 5,190,306 273,174 273,154 20 260,574 12,600
HUNTINGTON BANCSHARE COM 44615010 80,415,398 4,918,373 4,909,731 7,322 1,320 4,381,445 73,295 463,633
HUTCHINSON TECHNOLOG COM 44840710 4,436,592 232,892 231,772 1,120 208,892 24,000
HYDRIL CO COM 44877410 690,022 30,304 30,304 22,304 8,000
ICN PHARMACEUTICALS COM 44892410 28,221,220 889,698 887,616 1,882 200 827,098 8,500 54,100
IDT CORP COM 44894710 3,716,779 275,317 274,977 340 260,017 15,300
IDT CORP CL B 44894730 1,454,453 132,223 131,883 340 132,223
HYPERION SOLUTIONS C COM 44914M10 4,020,690 268,046 268,046 245,446 22,600
HYSEQ INC COM 44916330 911,087 79,225 79,225 71,925 7,300
IBP INC COM 44922310 29,309,745 1,160,782 1,157,912 2,470 400 1,085,082 9,200 66,500
ICICI LTD SPONSORED 44926P20 208,122 22,622 22,622 22,622
ICOS CORP COM 44929510 18,365,056 286,954 284,844 2,010 100 255,654 4,400 26,900
ICU MED INC COM 44930G10 784,278 18,999 18,999 15,399 3,600
IDEC PHARMACEUTICALS COM 44937010 108,579,904 1,604,076 1,551,752 37,629 14,695 1,484,595 25,095 94,386
IDX SYS CORP COM 44949110 2,180,220 145,348 145,348 134,848 10,500
IGEN INC COM 44953610 2,663,206 102,431 100,331 2,100 96,031 6,400
IHOP CORP COM 44962310 4,499,549 167,581 167,581 156,481 11,100
IMC GLOBAL INC COM 44966910 11,508,772 1,128,311 1,127,141 870 300 1,058,411 300 69,600
I-MANY INC COM 44973Q10 2,037,811 150,949 63,449 87,500 130,249 20,700
IMS HEALTH INC COM 44993410 173,801,550 6,098,300 6,070,774 16,226 11,300 5,095,706 223,460 779,134
IRT PPTY CO COM 45005810 3,837,200 352,360 352,360 328,360 24,000
ITC DELTACOM INC COM 45031T10 1,690,668 422,667 417,377 5,290 386,667 36,000
ISTAR FINL INC COM 45031U10 16,746,400 593,844 593,244 600 531,143 9,200 53,501
I-STAT CORP COM 45031210 2,091,473 141,891 131,891 10,000 129,991 11,900
ITT EDUCATIONAL SERV COM 45068B10 5,958,315 132,407 132,407 117,707 14,700
ITXC CORP COM 45069F10 243,383 34,769 34,669 100 34,769
IXIA COM 45071R10 1,342,350 70,650 70,650 44,550 26,100
IBASIS INC COM 45073210 708,895 141,779 49,702 92,077 141,679 100
IBERIABANK CORP COM 45082810 538,962 18,239 18,239 17,039 1,200
IBIS TECHNOLOGY CORP COM 45090910 587,413 53,256 53,256 53,256
ITT INDS INC IND COM 45091110 79,843,328 1,804,369 1,789,620 1,980 12,769 1,574,025 41,259 189,085
IDACORP INC COM 45110710 18,606,945 533,456 528,791 1,330 3,335 489,521 6,935 37,000
IDEX CORP COM 45167R10 8,487,522 249,633 246,473 3,160 230,333 19,300
IDEXX LABS INC COM 45168D10 17,568,812 562,202 546,148 800 15,254 524,448 15,254 22,500
IGATE CAPITAL CORP COM 45169U10 477,163 95,624 95,624 95,624
IKON OFFICE SOLUTION COM 45171310 13,264,613 1,353,532 1,350,012 3,520 1,222,232 131,300
IDENTIX INC COM 45190610 1,575,462 252,074 249,974 2,100 233,274 18,800
ILEX ONCOLOGY INC COM 45192310 6,651,105 222,445 222,445 204,945 17,500
ILLINOIS TOOL WKS IN COM 45230810 459,270,048 7,255,451 6,287,154 676,827 291,470 6,146,280 383,270 725,901
ILLUMINA INC COM 45232710 568,667 48,274 48,274 36,774 11,500
ILLUMINET HLDGS INC COM 45233410 9,201,420 292,573 292,433 40 100 277,473 100 15,000
IMATION CORP COM 45245A10 15,545,476 616,884 605,376 10,500 1,008 584,776 1,008 31,100
IMCLONE SYS INC COM 45245W10 25,179,897 476,892 427,622 39,120 10,150 424,442 16,950 35,500
IMMUNE RESPONSE CORP COM 45252T10 752,685 158,460 158,460 158,460
Page Total 1,264,199,173
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IMMERSION CORP COM 45252110 247,345 35,335 35,315 20 35,335
IMMUNEX CORP NEW COM 45252810 33,223,917 1,871,770 1,835,368 26,152 10,250 1,590,552 33,150 248,068
IMMUNOGEN INC COM 45253H10 6,305,640 315,282 312,782 2,500 290,982 2,500 21,800
IMPATH INC COM 45255G10 6,684,781 150,898 150,588 310 140,798 10,100
IMPCO TECHNOLOGIES I COM 45255W10 1,641,406 46,433 46,433 41,533 4,900
IMPAX LABORATORIES I COM 45256B10 714,200 58,541 58,541 48,441 10,100
IMPERIAL CHEM INDS P ADR NEW 45270450 506,635 21,332 21,332 21,332
IMATRON INC COM 45290610 1,522,934 761,467 761,467 702,167 59,300
IMMUNOMEDICS INC COM 45290710 10,589,704 494,846 494,846 473,846 21,000
IMPERIAL OIL LTD COM NEW 45303840 576,903 22,404 22,404 20,804 1,600
IMPERIAL TOBACCO GRO SPONSORED 45314210 293,453 12,382 12,382 12,382
IMRGLOBAL CORPORATIO COM 45321W10 2,260,105 206,780 206,780 183,980 22,800
INAMED CORP COM 45323510 4,511,651 159,366 159,146 220 150,166 9,200
INCO LTD COM 45325840 47,121,180 2,730,080 2,729,380 700 2,504,629 46,500 178,951
INCYTE GENOMICS INC COM 45337C10 14,389,218 586,836 585,626 1,110 100 541,436 100 45,300
INDEPENDENCE CMNTY B COM 45341410 15,030,272 761,412 761,362 50 720,512 40,900
INDEPENDENT BANK COR COM 45383610 2,086,853 105,717 102,296 3,421 97,626 8,091
INDEPENDENT BANK COR COM 45383810 944,880 38,488 38,488 31,388 7,100
INDUS INTL INC COM 45578L10 749,151 92,465 92,465 73,365 19,100
INDYMAC BANCORP INC COM 45660710 18,185,220 678,553 678,493 60 637,453 41,100
INFINEON TECHNOLOGIE SPONSORED 45662N10 687,342 29,311 29,311 29,311
INET TECHNOLOGIES IN COM 45662V10 817,288 99,791 99,791 93,991 5,800
INFOCUS CORP COM 45665B10 8,946,112 438,750 438,550 200 412,650 200 25,900
INFOGRAMES INC COM 45665T10 874,516 115,068 115,068 115,068
INFORMATICA CORP COM 45666Q10 7,884,755 454,191 454,091 100 413,891 100 40,200
INFONET SVCS CORP CL B 45666T10 4,203,564 494,537 492,147 2,390 452,637 500 41,400
INFORMATION HLDGS IN COM 45672710 3,597,477 111,377 95,727 400 15,250 81,627 15,250 14,500
INFORTE CORP COM 45677R10 289,031 23,633 19,333 4,300 22,133 1,500
INFOSPACE INC COM 45678T10 5,974,245 1,555,793 1,555,072 250 471 1,302,139 471 253,183
INFOSYS TECHNOLOGIES SPONSORED 45678810 817,180 12,572 12,572 12,572
INFOUSA INC NEW COM 45681830 1,266,594 211,099 211,099 193,499 17,600
ING GROEP N V SPONSORED 45683710 29,334,150 445,334 83,672 361,662 438,434 6,900
INGERSOLL-RAND CO COM 45686610 140,762,684 3,416,570 3,384,524 17,461 14,585 2,976,972 63,785 375,813
INFORMATION RES INC COM 45690510 766,711 74,150 74,150 57,250 16,900
INGLES MKTS INC CL A 45703010 1,056,545 85,898 80,398 5,000 500 79,198 500 6,200
INGRAM MICRO INC CL A 45715310 6,927,466 478,086 475,526 2,560 429,086 7,000 42,000
INHALE THERAPEUTIC S COM 45719110 7,820,069 340,003 338,003 1,800 200 310,703 4,300 25,000
INKINE PHARMACEUTICA COM 45721410 220,803 45,062 45,062 23,862 21,200
INKTOMI CORP COM 45727710 6,733,465 702,134 693,984 8,050 100 618,128 100 83,906
INNKEEPERS USA TR COM 4576J010 4,838,434 403,876 403,876 389,476 14,400
INSIGHT ENTERPRISES COM 45765U10 6,960,670 284,109 283,699 410 262,509 21,600
INPUT/OUTPUT INC COM 45765210 8,369,909 659,048 659,048 630,948 28,100
INSITUFORM TECHNOLOG CL A 45766710 6,353,628 174,072 174,072 157,172 16,900
INSMED INC COM NEW 45766920 436,725 48,579 48,579 28,179 20,400
INSIGNIA FINL GROUP COM 45767A10 1,890,165 153,672 153,672 141,972 11,700
INSIGHT COMMUNICATIO CL A 45768V10 9,669,600 386,784 386,044 740 360,384 26,400
INNOGY HLDGS PLC SPONSORED 45769A10 1,955,454 63,592 63,592 63,592
INNOVATIVE SOLUTIONS COM 45769N10 302,342 20,996 20,896 100 19,596 100 1,300
INRANGE TECHNOLOGIES CL B 45769V20 804,769 52,428 52,428 50,728 1,700
Page Total 438,147,141
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INSPIRE PHARMACEUTIC COM 45773310 579,068 41,362 41,362 31,262 10,100
INSTINET GROUP INC COM 45775010 755,796 40,547 40,547 20,647 19,900
INSURANCE AUTO AUCTI COM 45787510 1,375,249 80,897 80,797 100 75,497 5,400
INTEGRATED MEASUREME COM 45792310 592,650 27,000 27,000 27,000
INTEGRA LIFESCIENCES COM NEW 45798520 530,533 24,505 24,505 19,405 5,100
INTEGRAL SYS INC MD COM 45810H10 645,911 26,768 26,768 20,868 5,900
INTEGRATED ELECTRICA COM 45811E10 2,502,181 256,634 256,494 140 235,834 20,800
INTEGRATED CIRCUIT S COM 45811K20 2,891,078 150,577 150,377 200 133,477 17,100
INTEGRATED DEVICE TE COM 45811810 49,138,767 1,550,608 1,548,978 1,330 300 1,452,908 11,000 86,700
INTEGRATED SILICON S COM 45812P10 5,580,502 401,475 328,810 72,665 382,875 18,600
INTEGRA BK CORP COM 45814P10 3,735,266 150,798 150,798 138,798 12,000
INTELIDATA TECHNOLOG COM 45814T10 1,901,552 322,297 322,297 293,197 29,100
INTEL CORP COM 45814010 4,529,923,778 154,869,189 147,620,280 4,592,446 2,656,463 130,126,216 7,364,428 17,378,545
INTER TEL INC COM 45837210 2,086,167 175,161 175,061 100 165,261 9,900
INTERACTIVE INTELLIG COM 45839M10 515,504 46,864 46,864 46,864
INTERCEPT GROUP INC COM 45845L10 2,792,772 73,494 73,394 100 68,094 100 5,300
INTERDIGITAL COMMUNI COM 45866A10 5,797,140 437,520 437,120 300 100 401,920 100 35,500
INTERFACE INC CL A 45866510 3,265,192 435,359 435,359 390,659 44,700
INTERGRAPH CORP COM 45868310 5,959,769 386,998 386,998 353,898 33,100
INTERLIANT INC COM 45874210 235,901 428,911 106,158 322,753 428,911
INTERLINK ELECTRS COM 45875110 217,153 26,776 26,776 26,776
INTERLOGIX INC COM 45876310 5,750,064 157,536 157,536 145,236 12,300
INTERMAGNETICS GEN C COM 45877110 1,573,700 48,571 48,571 40,271 8,300
INTERMEDIA COMMUNICA COM 45880110 6,570,333 440,962 440,462 400 100 408,662 100 32,200
INTERMUNE INC COM 45884X10 3,009,070 84,477 84,477 69,577 14,900
INTERNAP NETWORK SVC COM 45885A10 1,713,205 523,916 511,048 12,868 474,516 49,400
INTERNATIONAL BANCSH COM 45904410 7,247,058 172,549 172,268 281 162,149 10,400
INTERNATIONAL BUSINE COM 45920010 7,908,614,394 69,987,738 69,012,936 711,525 263,277 34,698,233 31,308,459 3,981,046
INTERNATIONAL FIBERC COM 45950T10 442,090 176,836 176,736 100 176,836
INTERNATIONAL FLAVOR COM 45950610 59,749,414 2,377,613 2,371,733 3,280 2,600 2,095,146 70,860 211,607
INTERNATIONAL GAME T COM 45990210 101,308,431 1,614,477 1,613,263 914 300 1,539,919 7,900 66,658
INTERNATIONAL MULTIF COM 46004310 2,998,458 144,504 144,404 100 131,904 12,600
INTL PAPER CO COM 46014610 1,426,987,333 39,971,634 11,710,123 28,244,884 16,627 16,344,820 22,575,772 1,051,042
INTERNATIONAL RECTIF COM 46025410 35,665,326 1,045,904 1,044,649 805 450 993,554 6,950 45,400
INTERNATIONAL SPEEDW CL A 46033520 15,687,714 373,517 367,071 620 5,826 342,791 9,526 21,200
INTL SPECIALTY PRODS COM 46033710 1,524,248 143,797 143,697 100 134,997 8,800
INTERNEURON PHARMACE COM 46057310 877,195 103,321 103,221 100 81,021 100 22,200
INTERNET CAP GROUP I COM 46059C10 2,627,006 1,313,503 1,308,713 3,650 1,140 1,204,013 1,140 108,350
INTERNET SEC SYS INC COM 46060X10 13,177,193 271,359 239,919 31,440 247,059 2,600 21,700
INTERPOOL INC COM 46062R10 2,885,754 183,806 183,806 176,006 7,800
INTERSIL CORP CL A 46069S10 9,971,270 273,936 272,241 1,470 225 200,311 10,025 63,600
INTERPUBLIC GROUP CO COM 46069010 231,631,961 7,892,060 7,378,064 358,233 155,763 6,776,773 414,781 700,506
INTERSTATE BAKERIES COM 46072H10 14,673,232 917,077 917,077 893,777 23,300
INTRANET SOLUTIONS I COM NEW 46093930 5,577,977 146,596 146,166 330 100 135,696 100 10,800
INTERTAN INC COM 46112010 3,089,282 220,663 220,663 199,963 20,700
INTERTRUST TECHNOLOG COM 46113Q10 640,198 533,499 533,499 490,599 42,900
INTERWOVEN INC COM 46114T10 10,135,656 599,743 599,503 140 100 536,643 8,600 54,500
INTERVOICE-BRITE INC COM 46114210 2,907,322 264,302 264,302 240,402 23,900
INTIMATE BRANDS INC CL A 46115610 11,982,895 795,149 790,999 4,150 735,349 8,400 51,400
Page Total 14,510,039,708
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INTUITIVE SURGICAL I COM 46120E10 712,882 52,767 52,767 33,767 19,000
INTUIT COM 46120210 161,347,493 4,034,696 4,024,546 8,230 1,920 3,536,792 67,520 430,384
INVACARE CORP COM 46120310 9,914,041 256,641 256,361 280 242,820 13,821
INVERNESS MED TECHNO COM 46126810 3,231,802 87,346 87,346 71,046 16,300
INVESTMENT TECHNOLOG COM 46145F10 21,723,419 431,963 431,363 400 200 407,063 3,200 21,700
INVESTORS REAL ESTAT SH BEN INT 46173010 318,894 36,238 36,238 23,238 13,000
INVITROGEN CORP COM 46185R10 41,884,673 583,352 582,798 454 100 544,752 5,200 33,400
INVESTORS FINL SERVI COM 46191510 28,253,431 421,693 420,718 975 396,693 3,000 22,000
IOMEGA CORP COM 46203010 5,310,431 2,221,938 2,219,938 1,800 200 2,051,138 200 170,600
IONICS INC COM 46221810 4,634,374 147,123 145,273 450 1,400 129,323 1,400 16,400
IRELAND BK SPONSORED 46267Q10 481,453 12,326 12,326 12,326
IRON MTN INC PA COM 46284610 11,121,530 248,027 247,693 234 100 220,727 3,800 23,500
IRWIN FINL CORP COM 46411910 2,381,327 94,685 94,685 87,985 6,700
ISHARES TR RUSSELL100 46428759 4,153,695 70,858 70,858 70,858
ISIS PHARMACEUTICALS COM 46433010 3,996,766 322,580 322,580 302,780 19,800
ISLE OF CAPRI CASINO COM 46459210 1,692,291 180,031 179,951 80 160,931 19,100
ITO YOKADO LTD ADR NEW 46571430 1,381,058 30,023 30,023 30,023
ITRON INC COM 46574110 658,296 34,702 34,702 26,002 8,700
I2 TECHNOLOGIES INC COM 46575410 29,604,880 1,495,196 1,486,897 8,159 140 1,262,814 26,240 206,142
IVAX CORP COM 46582310 85,373,730 2,189,070 2,183,346 5,224 500 2,041,896 18,700 128,474
IVEX PACKAGING CORP COM 46585510 3,048,455 160,445 160,385 60 148,145 12,300
JDN RLTY CORP COM 46591710 6,204,401 456,206 456,206 432,906 23,300
IXYS CORP COM 46600W10 1,039,240 66,618 66,418 200 66,618
J & J SNACK FOODS CO COM 46603210 331,939 14,986 14,986 13,786 1,200
JDS UNIPHASE CORP COM 46612J10 316,931,375 25,354,510 25,313,255 33,399 7,856 22,143,345 418,076 2,793,089
JDA SOFTWARE GROUP I COM 46612K10 2,875,157 173,098 173,098 157,598 15,500
J JILL GROUP INC COM 46618910 736,472 36,369 36,269 100 29,669 100 6,600
JLG INDS INC COM 46621010 4,303,283 348,444 348,424 20 320,944 27,500
JNI CORP COM 46622G10 1,030,540 73,610 73,610 59,510 14,100
JP REALTY INC COM 46624A10 7,090,153 289,394 289,394 281,594 7,800
J P MORGAN CHASE & C COM 46625H10 2,007,658,697 45,014,769 43,777,307 718,476 518,986 38,767,104 1,148,975 5,098,690
JABIL CIRCUIT INC COM 46631310 109,032,607 3,533,137 3,428,373 81,969 22,795 3,162,026 77,795 293,316
JACK IN THE BOX INC COM 46636710 8,697,198 333,226 332,446 780 308,626 24,600
JACOBS ENGR GROUP IN COM 46981410 21,309,662 326,685 326,285 300 100 309,085 2,200 15,400
JAKKS PAC INC COM 47012E10 2,828,805 151,273 151,273 140,073 11,200
JAPAN AIR LINES LTD ADR NEW 47103430 288,518 45,724 45,724 45,724
JEFFERIES GROUP INC COM 47231910 7,727,108 238,491 238,491 222,391 16,100
JEFFERSON PILOT CORP COM 47507010 147,980,966 3,062,520 3,039,275 9,886 13,359 2,654,868 58,409 349,243
JEFFERSON SMURFIT GR SPONSORED 47508W10 425,683 22,171 22,071 100 22,171
JOHN NUVEEN CO CL A 47803510 5,982,806 105,610 105,610 100,710 4,900
JOHNSON & JOHNSON COM 47816010 5,512,930,850 110,258,617 105,435,656 2,773,704 2,049,257 60,813,249 41,745,968 7,699,400
JOHNSON CTLS INC COM 47836610 132,223,181 1,824,523 1,814,294 6,829 3,400 1,585,431 29,370 209,722
JONES APPAREL GROUP COM 48007410 75,225,283 1,741,326 1,739,454 1,472 400 1,595,536 10,700 135,090
JONES LANG LASALLE I COM 48020Q10 3,376,678 255,809 255,809 234,009 21,800
JOURNAL REGISTER CO COM 48113810 5,476,398 340,149 340,049 100 323,549 16,600
JUNIPER NETWORKS INC COM 48203R10 46,611,778 1,498,771 1,495,339 3,052 380 1,267,175 20,680 210,916
KCS ENERGY INC COM 48243420 360,063 54,555 54,555 38,955 15,600
KLA-TENCOR CORP COM 48248010 213,052,108 3,643,785 3,635,710 7,735 340 3,146,113 128,570 369,102
K MART CORP COM 48258410 109,458,840 9,543,055 9,519,770 22,075 1,210 8,426,928 137,200 978,927
Page Total 9,172,414,710
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KPMG CONSULTING INC COM 48265R10 5,285,127 344,308 344,208 100 263,408 10,900 70,000
K-SWISS INC CL A 48268610 560,515 23,229 23,229 21,729 1,500
K2 INC COM 48273210 582,369 50,951 50,951 39,751 11,200
K V PHARMACEUTICAL C CL B CONV 48274010 4,519,652 134,915 134,915 122,915 12,000
K V PHARMACEUTICAL C CL A 48274020 667,359 24,049 24,049 24,049
KAISER ALUMINUM CORP COM 48300710 1,026,390 257,887 257,887 252,387 5,500
KAMAN CORP CL A 48354810 3,249,631 183,595 183,575 20 167,195 16,400
KANA COMMUNICATIONS COM 48360010 1,347,007 660,298 644,878 15,420 612,498 47,800
KANSAS CITY LIFE INS COM 48483610 2,224,640 55,616 55,616 52,816 2,800
KANSAS CITY PWR & LT COM 48513410 16,538,770 673,677 672,027 950 700 623,477 6,600 43,600
KANSAS CITY SOUTHN I COM NEW 48517030 7,912,908 500,817 457,990 2,800 40,027 403,490 40,027 57,300
KAYDON CORP COM 48658710 8,912,938 347,483 346,383 1,100 325,783 21,700
KB HOME COM 48666K10 34,252,212 1,135,307 1,134,357 950 1,041,294 7,500 86,513
KEANE INC COM 48666510 14,934,480 678,840 667,510 880 10,450 626,490 10,450 41,900
KEITHLEY INSTRS INC COM 48758410 3,330,127 156,344 156,344 150,444 5,900
KELLOGG CO COM 48783610 206,172,716 7,109,404 7,097,244 9,400 2,760 6,091,421 271,810 746,173
KELLWOOD CO COM 48804410 4,738,272 205,120 205,060 60 188,620 16,500
KELLY SVCS INC CL A 48815220 8,187,163 337,615 333,692 3,923 313,465 24,150
KEMET CORP COM 48836010 22,597,987 1,124,278 1,122,308 1,670 300 1,048,778 9,600 65,900
KENDLE INTERNATIONAL COM 48880L10 421,461 21,031 21,031 15,031 6,000
KENNAMETAL INC COM 48917010 22,386,528 606,681 606,621 60 584,781 21,900
KERR MCGEE CORP COM 49238610 315,782,646 4,765,092 4,759,282 3,862 1,948 2,259,311 2,329,748 176,033
KEY ENERGY SVCS INC COM 49291410 11,560,534 1,066,470 1,065,675 550 245 1,003,525 245 62,700
KEY PRODTN INC COM 49313810 3,389,923 203,599 203,599 196,399 7,200
KEY3MEDIA GROUP INC COM 49326R10 2,107,122 181,492 181,042 450 168,992 12,500
KEYCORP NEW COM 49326710 1,033,548,546 39,675,568 39,618,415 42,351 14,802 9,510,674 29,084,633 1,080,261
KEYNOTE SYS INC COM 49330810 1,529,616 139,691 139,671 20 127,691 12,000
KEYSPAN CORP COM 49337W10 100,009,299 2,741,483 2,727,035 11,923 2,525 2,409,716 48,650 283,117
KFORCE COM INC COM 49373210 1,579,240 242,960 242,960 219,760 23,200
KILROY RLTY CORP COM 49427F10 10,964,036 376,771 376,771 359,371 17,400
KIMBALL INTL INC CL B 49427410 4,633,925 256,018 256,018 234,918 21,100
KIMBERLY CLARK CORP COM 49436810 674,941,966 12,074,096 11,550,974 346,081 177,041 10,187,474 516,191 1,370,431
KIMCO REALTY CORP COM 49446R10 27,302,530 576,611 576,611 537,311 4,900 34,400
KINDER MORGAN INC KA COM 49455P10 111,513,543 2,219,175 2,210,564 5,036 3,575 1,971,537 38,225 209,413
KING PHARMACEUTICALS COM 49558210 202,156,706 3,761,055 3,757,614 3,241 200 3,399,631 104,800 256,624
KIRBY CORP COM 49726610 6,881,244 279,158 279,138 20 267,558 11,600
KNIGHT RIDDER INC COM 49904010 103,545,390 1,746,128 1,735,783 10,165 180 1,581,771 22,590 141,767
KNIGHT TRADING GROUP COM 49906310 6,176,799 577,811 577,211 500 100 514,511 9,000 54,300
KNIGHT TRANSN INC COM 49906410 2,037,183 99,133 99,133 92,533 6,600
KOGER EQUITY INC COM 50022810 5,552,910 336,540 336,540 317,940 18,600
KOHLS CORP COM 50025510 421,839,552 6,724,686 6,701,528 21,380 1,785 5,922,898 226,125 575,663
KONINKLIJKE AHOLD N SPON ADR N 50046730 11,357,853 361,140 73,580 287,560 356,108 5,032
KONOVER PPTY TR INC COM 50047R10 373,119 125,208 125,208 125,208
KONINKLIJKE PHILIPS SP ADR NEW 50047230 24,207,580 915,913 179,433 736,478 901,113 14,800
KOPIN CORP COM 50060010 6,941,239 571,766 450,496 16,070 105,200 425,766 105,200 40,800
KOREA TELECOM SPONSORED 50063P10 966,416 43,968 43,968 27,368 16,600
KOREA ELECTRIC PWR SPONSORED 50063110 1,665,464 175,312 175,312 59,712 115,600
KOSAN BIOSCIENCES IN COM 50064W10 251,666 32,684 32,684 30,384 2,300
KORN FERRY INTL COM NEW 50064320 6,577,115 424,330 424,210 120 398,130 26,200
Page Total 3,469,241,414
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KOS PHARMACEUTICALS COM 50064810 3,467,705 87,790 87,790 84,790 3,000
KRAMONT RLTY TR COM SH BEN 50075Q10 413,204 30,205 30,205 18,505 11,700
KPNQWEST N V NY REGISTR 50075010 238,087 21,430 21,430 21,430
KRISPY KREME DOUGHNU COM 50101410 7,341,560 183,539 182,509 230 800 153,239 4,800 25,500
KROGER CO COM 50104410 431,407,625 17,256,305 17,196,269 56,940 3,096 14,597,702 581,056 2,077,547
KRONOS INC COM 50105210 6,851,180 167,306 166,746 560 158,806 8,500
KUBOTA CORP ADR 50117320 955,578 12,251 12,251 12,251
KULICKE & SOFFA INDS COM 50124210 7,289,516 424,797 424,397 400 392,497 32,300
KYOCERA CORP ADR 50155620 1,201,378 13,485 13,485 13,485
LCC INTERNATIONAL IN CL A 50181010 235,334 35,549 35,549 35,549
LNR PPTY CORP COM 50194010 7,376,320 210,752 210,672 80 195,152 15,600
LSI INDS INC COM 50216C10 737,299 31,522 31,522 25,622 5,900
LSI LOGIC CORP COM 50216110 130,216,959 6,926,434 6,914,055 11,839 540 6,114,337 104,400 707,697
LTX CORP COM 50239210 15,369,841 601,324 551,729 800 48,795 517,929 48,795 34,600
L-3 COMMUNICATIONS H COM 50242410 41,113,873 538,845 538,125 620 100 520,345 2,000 16,500
LVMH MOET HENNESSY L SPONSORED 50244120 1,822,665 177,821 177,821 177,821
LA JOLLA PHARMACEUTI COM 50345910 461,147 44,990 44,990 25,190 19,800
LA Z BOY INC COM 50533610 9,461,529 511,434 511,394 40 481,634 29,800
LABORATORY CORP AMER COM NEW 50540R40 28,801,049 374,526 373,846 640 40 338,366 4,640 31,520
LABOR READY INC COM NEW 50540120 1,181,719 225,519 225,519 200,319 25,200
LABRANCHE & CO INC COM 50544710 15,302,604 527,676 527,176 300 200 492,376 4,200 31,100
LACLEDE GAS CO COM 50558810 3,794,048 149,372 148,772 600 136,272 13,100
LADISH INC COM NEW 50575420 348,823 26,090 26,090 20,390 5,700
LAFARGE CORP COM 50586210 8,781,932 262,069 260,889 1,180 236,669 4,800 20,600
LAKES GAMING INC COM 51206P10 207,288 28,012 28,012 28,012
LAM RESEARCH CORP COM 51280710 42,062,942 1,418,649 1,415,189 2,960 500 1,318,899 12,700 87,050
LAMAR ADVERTISING CO CL A 51281510 15,923,556 361,899 361,379 420 100 320,399 5,300 36,200
LANCASTER COLONY COR COM 51384710 24,385,379 739,399 739,299 100 714,381 25,018
LANCE INC COM 51460610 3,344,233 247,721 247,001 720 234,101 720 12,900
LANDAUER INC COM 51476K10 600,330 20,011 20,011 15,011 5,000
LANDAMERICA FINL GRO COM 51493610 9,506,715 298,484 298,484 287,284 11,200
LANDRYS SEAFOOD REST COM 51508L10 3,430,039 201,767 201,647 20 100 188,067 100 13,600
LANDS END INC COM 51508610 13,285,434 330,895 330,495 300 100 312,999 100 17,796
LANDSTAR SYS INC COM 51509810 12,621,655 185,558 185,558 179,658 5,900
LANTRONIX INC COM 51654810 419,858 40,763 40,763 31,063 9,700
LASALLE HOTEL PPTYS COM SH BEN 51794210 3,613,218 202,762 202,682 80 195,462 7,300
LATTICE SEMICONDUCTO COM 51841510 29,106,686 1,192,897 1,187,787 1,810 3,300 1,118,597 11,800 62,500
LAUDER ESTEE COS INC CL A 51843910 34,756,012 806,404 770,604 34,020 1,780 727,724 10,980 67,700
LAWSON PRODS INC COM 52077610 1,569,659 53,572 53,572 47,372 6,200
LEAP WIRELESS INTL I COM 52186310 7,962,840 262,800 261,504 1,181 115 245,785 115 16,900
LEAR CORP COM 52186510 91,619,514 2,625,201 2,584,872 23,269 17,060 2,554,141 22,760 48,300
LEARNING TREE INTL I COM 52201510 3,484,042 151,744 151,724 20 144,244 7,500
LECROY CORP COM 52324W10 315,777 12,398 12,398 7,998 4,400
LEE ENTERPRISES INC COM 52376810 24,051,390 728,830 724,630 4,200 688,230 40,600
LEGATO SYS INC COM 52465110 17,337,155 1,086,969 1,085,569 1,100 300 1,023,469 300 63,200
LEGGETT & PLATT INC COM 52466010 86,573,251 3,929,789 3,788,741 125,118 15,930 3,467,985 71,830 389,974
LEGG MASON INC COM 52490110 38,882,513 781,401 762,971 10,370 8,060 723,141 14,460 43,800
LEHMAN BROS HLDGS IN COM 52490810 398,912,004 5,164,578 5,070,848 82,445 11,285 4,608,002 91,275 465,301
LENNAR CORP COM 52605710 36,761,844 881,579 881,139 340 100 837,529 5,100 38,950
Page Total 1,624,904,309
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LENNOX INTL INC COM 52610710 3,487,257 318,471 318,271 200 289,471 29,000
LEUCADIA NATL CORP COM 52728810 16,000,802 493,091 493,091 461,591 3,500 28,000
LEVEL 3 COMMUNICATIO COM 52729N10 13,026,567 2,372,781 2,368,122 1,839 2,820 1,959,299 31,920 381,562
LEXAR MEDIA INC COM 52886P10 241,325 151,777 151,777 151,777
LEXENT INC COM 52886Q10 254,776 29,488 29,488 29,488
LEXICON GENETICS INC COM 52887210 1,583,637 126,691 124,991 1,700 106,791 19,900
LEXINGTON CORP PPTYS COM 52904310 2,042,179 132,009 132,009 121,209 10,800
LEXMARK INTL NEW CL A 52977110 174,870,376 2,600,303 2,594,408 5,695 200 2,250,299 89,600 260,404
LIBBEY INC COM 52989810 5,413,386 136,323 136,023 300 125,623 10,700
LIBERATE TECHNOLOGIE COM 53012910 4,469,483 408,172 407,732 340 100 342,872 100 65,200
LIBERTY CORP S C COM 53037010 7,145,400 178,635 178,635 167,935 10,700
LIBERTY DIGITAL INC CL A 53043610 979,881 160,900 160,800 100 160,800 100
LIBERTY FINL COS INC COM 53051210 4,019,841 123,878 123,878 113,57 8 10,300
LIBERTY PPTY TR SH BEN INT 53117210 27,355,224 924,163 865,523 58,640 872,215 7,200 44,748
LIFEPOINT HOSPITALS COM 53219L10 21,213,485 479,076 478,664 397 15 452,661 15 26,400
LIGAND PHARMACEUTICA CL B 53220K20 4,819,303 426,487 425,837 650 401,687 24,800
LIGHTBRIDGE INC COM 53222610 5,305,977 273,504 273,504 256,804 16,700
LIGHTPATH TECHNOLOGI CL A 53225710 1,394,781 156,717 155,507 1,210 146,117 10,600
ELI & CO COM 53245710 1,653,728,246 22,347,679 22,187,582 126,173 33,924 19,060,441 841,30 2,445,929
LIMITED INC COM 53271610 136,560,300 8,266,362 8,254,882 10,340 1,140 7,081,878 119,314 1,065,170
LINCARE HLDGS INC COM 53279110 36,712,073 1,223,328 1,221,768 1,160 400 1,149,128 9,400 64,800
LINCOLN ELEC HLDGS I COM 53390010 10,149,433 398,017 397,937 80 378,417 19,600
LINCOLN NATL CORP IN COM 53418710 241,791,835 4,672,306 4,653,002 14,364 4,940 4,114,629 72,450 485,227
LINDSAY MFG CO COM 53555510 2,959,820 155,780 135,780 3,000 17,000 131,380 17,000 7,400
LINEAR TECHNOLOGY CO COM 53567810 346,777,706 7,842,101 6,846,232 799,533 196,336 6,799,074 418,036 624,991
LINENS N THINGS INC COM 53567910 15,446,454 565,390 508,640 44,700 12,050 529,340 12,050 24,000
LIQUI BOX CORP COM 53631410 935,085 23,995 23,995 22,095 1,900
LITHIA MTRS INC CL A 53679710 543,060 32,325 32,325 31,025 1,300
LITTELFUSE INC COM 53700810 5,712,779 213,243 203,403 440 9,400 190,238 9,400 13,605
LIZ CLAIBORNE INC COM 53932010 87,746,423 1,739,275 1,736,525 1,750 1,000 1,560,970 17,920 160,385
LOCAL FINL CORP COM 53955310 826,270 64,052 64,052 52,252 11,800
LOCKHEED MARTIN CORP COM 53983010 3,100,278,013 83,678,219 83,659,031 17,071 2,117 7,109,304 161,627 76,407,289
LODGENET ENTMT CORP COM 54021110 1,701,962 97,255 97,255 89,555 7,700
LOEWS CORP COM 54042410 213,929,312 3,320,337 3,309,807 7,330 3,200 3,164,621 74,180 81,536
LONE STAR STEAKHOUSE COM 54230710 4,274,918 329,093 329,093 312,293 16,800
LONE STAR TECHNOLOGI COM 54231210 7,244,669 200,129 199,829 200 100 184,929 100 15,100
LONGS DRUG STORES CO COM 54316210 14,111,737 654,837 651,377 3,4606 618,390 1,300 35,147
LONGVIEW FIBRE CO COM 54321310 7,530,415 611,235 594,885 1,350 15,000 557,248 15,000 38,987
LOUDCLOUD INC COM 54573510 274,934 90,439 90,439 83,539 6,900
LOUIS DREYFUS NAT GA COM 54601110 6,327,993 181,578 181,578 167,778 13,800
LOUISIANA PAC CORP COM 54634710 28,806,463 2,455,794 2,447,877 3,715 4,202 2,223,244 23,302 209,248
LOWES COS INC COM 54866110 2,692,206,439 37,108,290 7,377,718 29,678,632 51,940 6,390,079 29,895,916 822,295
LUBRIZOL CORP COM 54927110 24,544,155 790,472 788,112 960 1,400 747,172 6,300 37,000
LUBYS INC COM 54928210 1,814,488 185,341 182,741 2,600 164,741 20,600
LUCENT TECHNOLOGIES COM 54946310 432,913,078 69,712,251 68,952,155 458,230 301,866 59,611,479 1,426,368 8,674,404
LUFKIN INDS INC COM 54976410 319,332 11,570 11,570 10,470 1,100
LUMINEX CORP DEL COM 55027E10 1,212,213 60,641 60,641 50,741 9,900
LUMINENT INC COM 55027R10 458,480 109,162 109,162 109,162
LUXOTTICA GROUP S P SPONSORED 55068R20 362,720 22,670 21,338 1,332 22,670
Page Total 9,371,824,485
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LYDALL INC DEL COM 55081910 559,416 46,618 46,618 35,808 10,810
LYNX THERAPEUTICS IN COM NEW 55181230 204,180 29,851 29,851 29,851
LYONDELL CHEMICAL CO COM 55207810 15,295,256 994,490 991,750 2,440 300 912,390 8,300 73,800
M & T BK CORP COM 55261F10 77,098,259 1,021,169 985,230 5,728 30,211 921,204 38,211 61,754
MAF BANCORP INC COM 55261R10 10,351,579 337,185 336,645 100 440 325,245 440 11,500
MBIA INC COM 55262C10 169,456,957 3,043,408 3,023,294 11,564 8,550 2,609,955 54,665 378,788
MBNA CORP COM 55262L10 564,123,813 17,094,661 16,992,210 77,147 25,304 14,752,108 282,966 2,059,587
MB FINL INC COM 55263D10 298,272 11,472 11,472 10,372 1,100
M D C HLDGS INC COM 55267610 9,167,148 258,959 258,949 10 248,639 10,320
MDU RES GROUP INC COM 55269010 29,498,889 932,329 852,519 60,860 18,950 861,079 25,450 45,800
MCSI INC COM 55270M10 1,342,896 88,640 88,640 80,940 7,700
MEMC ELECTR MATLS IN COM 55271510 2,245,626 293,546 291,046 2,500 268,546 25,000
MGIC INVT CORP WIS COM 55284810 171,928,637 2,366,859 2,356,831 6,028 4,000 2,102,630 34,220 230,009
MGI PHARMA INC COM 55288010 1,505,900 120,472 120,372 100 109,072 100 11,300
MGM MIRAGE COM 55295310 31,045,450 1,036,230 1,035,610 520 100 977,430 6,000 52,800
M/I SCHOTTENSTEIN HO COM 55305B10 1,083,643 27,434 27,434 23,734 3,700
MKS INSTRUMENT INC COM 55306N10 4,004,006 139,028 138,428 600 126,228 12,800
MRO SOFTWARE INC COM 55347W10 2,156,384 136,480 136,480 126,880 9,600
MRV COMMUNICATIONS I COM 55347710 5,318,373 568,810 568,710 100 521,210 100 47,500
MSC INDL DIRECT INC CL A 55353010 5,162,614 296,702 296,582 120 272,502 24,200
MSC SOFTWARE CORP COM 55353110 838,762 44,734 44,734 35,834 8,900
M S CARRIERS INC COM 55353310 2,216,893 72,188 72,188 67,188 5,000
MTR GAMING GROUP INC COM 55376910 759,739 56,277 56,277 45,777 10,500
MTS SYS CORP COM 55377710 805,418 58,406 58,406 45,606 12,800
MACDERMID INC COM 55427310 5,794,506 321,917 321,717 200 309,317 12,600
MACERICH CO COM 55438210 9,242,216 372,670 372,570 100 351,770 20,900
MACK CALI RLTY CORP COM 55448910 14,952,797 525,028 522,738 2,290 488,828 5,100 31,100
MACROCHEM CORP DEL COM 55590310 536,751 60,445 40,445 20,000 36,345 20,000 4,100
MACROVISION CORP COM 55590410 34,423,305 502,530 500,290 2,100 140 470,990 3,040 28,500
MACROMEDIA INC COM 55610010 12,421,422 690,079 689,249 570 260 648,799 260 41,020
MADDEN STEVEN LTD COM 55626910 1,334,660 73,052 73,052 67,352 5,700
MADISON GAS & ELEC C COM 55749710 5,041,835 181,361 178,110 2,801 450 169,111 450 11,800
MAGELLAN HEALTH SVCS COM 55907910 1,136,102 88,758 88,758 74,358 14,400
MAGNETEK INC COM 55942410 1,951,037 156,083 156,083 143,383 12,700
MAGNUM HUNTER RES IN COM PAR $0 55972F20 619,395 69,595 69,595 51,595 18,000
MAIL-WELL INC COM 56032120 1,622,242 381,704 381,704 352,404 29,300
MAIN STR BKS INC NEW COM 56034R10 296,670 16,780 16,780 10,880 5,900
MANAGEMENT NETWORK G COM 56169310 383,134 62,809 62,809 62,809
MANDALAY RESORT GROU COM 56256710 21,091,862 769,776 768,656 920 200 713,576 6,600 49,600
MANHATTAN ASSOCS INC COM 56275010 11,035,554 277,624 277,324 300 268,724 8,900
MANITOWOC INC COM 56357110 6,272,054 212,612 209,252 3,260 100 196,212 100 16,300
MANOR CARE INC NEW COM 56405510 66,047,493 2,080,236 2,078,211 775 1,250 1,827,239 28,050 224,947
MANPOWER INC COM 56418H10 32,024,963 1,071,069 1,069,569 1,300 200 976,147 8,200 86,722
MANUFACTURED HOME CM COM 56468210 6,214,680 221,163 221,163 212,463 8,700
MANUGISTICS GROUP IN COM 56501110 11,234,258 447,580 446,434 1,086 60 411,320 4,860 31,400
MAPINFO CORP COM 56510510 5,816,866 264,403 264,403 254,803 9,600
MARCONI PLC SPONSORED 56630620 354,753 47,427 47,427 47,427
MARCUS CORP COM 56633010 2,541,034 182,153 182,153 169,268 12,885
MARINE DRILLING COS COM PAR $0 56824020 17,406,668 910,867 908,132 2,635 100 863,767 6,400 40,700
Page Total 1,376,264,367
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MARKEL CORP COM 57053510 10,823,613 55,082 54,782 300 50,182 700 4,200
MARSH & MCLENNAN COS COM 57174810 677,166,216 6,704,616 6,090,428 476,392 137,796 5,670,607 337,366 696,643
MARSHALL & ILSLEY CO COM 57183410 57,996,939 1,076,010 1,073,880 1,830 300 983,982 11,100 80,928
MARRIOTT INTL INC NE CL A 57190320 222,320,475 4,696,250 4,660,371 35,619 260 4,120,364 79,190 496,696
MARTEK BIOSCIENCES C COM 57290110 4,114,431 144,366 144,366 134,966 9,400
MARTHA STEWART LIVIN CL A 57308310 2,917,322 126,291 126,091 100 100 120,291 100 5,900
MARTIN MARIETTA MATL COM 57328410 60,529,387 1,223,063 1,220,543 2,420 100 531,154 659,609 32,300
MASCO CORP COM 57459910 227,004,860 9,094,746 9,047,287 25,255 22,204 7,930,278 168,524 995,944
MASISA S A SPONSORED 57479910 214,966 14,574 14,574 1,324 13,250
MASSEY ENERGY CORP COM 57620610 11,150,568 564,300 563,245 1,055 487,235 5,750 71,315
MASTEC INC COM 57632310 4,242,651 321,413 319,873 1,440 100 305,013 100 16,300
MATRIX PHARMACEUTICA COM 57684410 2,171,619 208,209 207,609 600 189,409 600 18,200
MATRIXONE INC COM 57685P30 11,832,164 510,227 198,534 311,575 118 491,409 118 18,700
MATSUSHITA ELEC INDL ADR 57687920 20,735,872 1,312,397 234,516 1,077,881 1,294,297 18,100
MATTEL INC COM 57708110 174,720,164 9,234,681 9,199,829 30,430 4,422 7,836,768 323,103 1,074,810
MATTHEWS INTL CORP CL A 57712810 4,992,628 113,554 113,554 103,654 9,900
MATTSON TECHNOLOGY I COM 57722310 4,184,904 239,411 239,411 220,011 19,400
MAXIM INTEGRATED PRO COM 57772K10 280,485,968 6,344,401 6,306,320 29,293 8,788 5,514,933 233,409 596,059
MAXIM PHARMACEUTICAL COM 57772M10 1,097,839 173,984 173,984 159,384 14,600
MAXTOR CORP COM NEW 57772920 8,818,950 1,679,800 1,669,670 9,788 342 1,546,818 18,142 114,840
MAXWELL SHOE INC CL A 57776610 338,300 19,900 19,900 19,900
MAXWELL TECHNOLOGIES COM 57776710 609,994 27,354 27,354 21,154 6,200
MAXYGEN INC COM 57777610 1,904,148 98,152 97,814 307 31 80,121 31 18,000
MAY DEPT STORES CO COM 57777810 252,578,081 7,372,390 7,041,303 213,173 117,914 6,392,564 215,444 764,382
MAVERICK TUBE CORP COM 57791410 8,529,579 503,220 502,920 200 100 481,820 100 21,300
MAXIMUS INC COM 57793310 4,290,752 107,028 107,028 98,528 8,500
MAYTAG CORP COM 57859210 130,764,871 4,469,066 1,634,773 2,829,193 5,100 1,398,902 2,880,318 189,846
MCAFEE COM CORP CL A 57906210 296,500 24,145 24,145 24,145
MCCLATCHY CO CL A 57948910 6,472,223 165,530 165,090 340 100 152,430 100 13,000
MCCORMICK & CO INC COM NON VT 57978020 33,310,430 792,728 784,548 7,880 300 734,228 7,500 51,000
MCDATA CORP CL A 58003120 9,035,968 514,870 487,877 17,521 9,472 483,948 11,316 19,606
MCDERMOTT INTL INC COM 58003710 12,745,554 1,094,039 1,093,839 200 1,012,900 20,700 60,439
MCDONALDS CORP COM 58013510 791,588,453 29,253,084 28,137,087 796,507 319,490 25,173,796 780,370 3,298,918
MCGRATH RENTCORP COM 58058910 1,777,379 73,628 73,628 68,228 5,400
MCGRAW HILL COS INC COM 58064510 290,139,125 4,386,079 4,240,709 49,895 95,475 3,625,718 233,285 527,076
MCKESSON HBOC INC COM 58155Q10 217,499,443 5,859,360 5,849,035 9,925 400 5,011,663 137,697 710,000
MCLEODUSA INC CL A 58226610 14,770,041 3,217,874 3,080,579 78,588 58,707 2,782,182 98,707 336,985
MCMORAN EXPLORATION COM 58241110 1,818,135 121,209 121,147 62 111,209 10,000
MEAD CORP COM 58283410 61,182,516 2,254,330 2,251,980 2,250 100 1,981,061 30,320 242,949
MEASUREMENT SPECIALT COM 58342110 335,837 20,050 20,050 18,750 1,300
MECHANICAL TECHNOLOG COM 58353810 1,379,006 191,263 191,263 186,863 4,400
MEDAREX INC COM 58391610 10,578,854 450,164 449,564 500 100 398,564 7,600 44,000
MED-DESIGN CORP COM 58392610 838,434 27,818 27,818 23,318 4,500
MEDALLION FINL CORP COM 58392810 968,461 94,484 93,884 600 92,284 2,200
MEDFORD BANCORP INC COM 58413110 321,637 15,728 11,728 4,000 15,728
MEDIA GEN INC CL A 58440410 10,690,032 232,392 232,292 100 216,492 100 15,800
MEDIACOM COMMUNICATI CL A 58446K10 2,458,666 175,619 175,619 161,219 14,400
MEDICINES CO COM 58468810 945,367 46,138 45,196 942 33,938 12,200
MEDICIS PHARMACEUTIC CL A NEW 58469030 22,261,696 420,032 419,482 550 398,532 3,000 18,500
Page Total 3,677,951,018
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MEDIMMUNE INC COM 58469910 194,247,540 4,115,414 4,086,724 16,680 12,010 3,484,612 179,710 451,092
MEDQUIST INC COM 58494910 8,895,096 299,700 299,565 135 290,900 8,800
MEDIS TECHNOLOGIES L COM 58500P10 237,072 21,552 21,552 19,952 1,600
MEDTRONIC INC COM 58505510 1,198,848,752 26,056,265 24,913,400 927,442 215,423 21,862,127 1,102,883 3,091,255
MELLON FINL CORP COM 58551A10 462,959,981 10,331,622 10,004,700 250,225 76,697 8,878,612 412,897 1,040,113
MEMBERWORKS INC COM 58600210 1,959,958 84,700 84,700 77,800 6,900
MENS WEARHOUSE INC COM 58711810 10,299,133 373,157 373,057 100 339,857 100 33,200
MENTOR CORP MINN COM 58718810 6,199,890 217,540 217,500 40 202,540 15,000
MENTOR GRAPHICS CORP COM 58720010 23,029,177 1,315,953 1,315,063 490 400 1,262,353 6,600 47,000
MERCANTILE BANKSHARE COM 58740510 32,048,996 819,039 806,189 8,950 3,900 758,819 11,200 49,020
MERCK & CO INC COM 58933110 3,451,873,175 54,011,472 50,426,708 1,871,201 1,713,563 44,771,174 3,363,981 5,876,317
MERCURY COMPUTER SYS COM 58937810 12,792,307 290,075 289,635 440 278,065 12,010
MERCURY GENL CORP NE COM 58940010 8,297,052 237,262 228,062 600 8,600 211,562 8,600 17,100
MERCURY INTERACTIVE COM 58940510 108,305,729 1,808,109 1,772,289 30,020 5,800 1,583,635 63,900 160,574
MEREDITH CORP COM 58943310 35,364,989 987,573 985,369 2,204 886,087 14,704 86,782
MERIDIAN MED TECHNOL COM 58965810 411,849 31,083 9,882 21,201 31,083
MERIDIAN RESOURCE CO COM 58977Q10 1,193,766 170,538 170,538 159,338 11,200
MERISTAR HOSPITALITY COM 58984Y10 16,044,407 675,554 596,104 79,450 652,254 23,300
MERIDIAN GOLD INC COM 58997510 521,623 65,613 65,613 65,613
MERIX CORP COM 59004910 528,810 30,235 29,735 500 18,285 11,950
MERRILL LYNCH & CO I COM 59018810 6,231,663,720 105,175,759 17,250,808 87,909,756 15,195 14,929,240 88,104,177 2,142,342
MESA AIR GROUP INC COM 59047910 3,169,392 256,631 256,631 236,531 20,100
MESABA HLDGS INC COM 59066B10 982,575 106,570 106,570 99,170 7,400
MESTEK INC COM 59082910 479,209 20,790 11,790 9,000 11,790 9,000
META GROUP INC COM 59100210 202,940 78,659 20,943 57,716 78,659
METASOLV INC COM 59139P10 4,851,431 611,782 611,582 200 595,282 200 16,300
METAWAVE COMMUNICATI COM 59140910 312,770 60,264 60,264 60,264
METHODE ELECTRS INC CL A 59152020 2,672,235 310,725 308,925 1,800 288,225 22,500
METLIFE INC COM 59156R10 380,747,019 12,290,091 12,260,224 17,356 12,511 11,020,661 240,311 1,029,119
METRIS COS INC COM 59159810 41,278,906 1,224,530 1,223,950 480 100 1,201,030 100 23,400
METRO GOLDWYN MAYER COM 59161010 6,082,023 268,522 268,382 40 100 245,722 300 22,500
METRO ONE TELECOMMUN COM 59163F10 2,964,753 45,703 45,303 400 38,203 7,500
METROMEDIA FIBER NET CL A 59168910 6,263,577 3,070,381 3,068,131 1,990 260 2,494,863 35,260 540,258
METROMEDIA INTL GROU COM 59169510 2,084,504 633,588 633,588 580,088 53,500
METROWEST BK MASS COM 59266810 253,766 22,557 22,557 22,557
METTLER TOLEDO INTER COM 59268810 20,012,250 462,711 461,651 960 100 440,311 3,100 19,300
MICHAELS STORES INC COM 59408710 16,661,662 406,382 406,122 260 384,982 21,400
MICREL INC COM 59479310 25,757,490 780,530 778,600 1,630 300 731,930 6,400 42,200
MICROS SYS INC COM 59490110 3,361,094 152,777 152,737 40 140,177 12,600
MICROSOFT CORP COM 59491810 8,393,112,293 114,974,141 112,295,758 1,754,997 923,386 97,351,232 4,592,546 13,030,363
MICROVISION INC WASH COM 59496010 1,866,798 88,015 88,015 79,715 8,300
MICROSTRATEGY INC CL A 59497210 601,504 214,823 214,123 700 197,323 17,500
MICROCHIP TECHNOLOGY COM 59501710 45,797,595 1,369,955 1,362,902 6,653 400 1,265,580 12,600 91,775
MICROFINANCIAL INC COM 59507210 313,695 19,352 19,352 19,352
MICROMUSE INC COM 59509410 15,081,095 538,803 527,543 4,800 6,460 482,143 13,660 43,000
MICRON ELECTRONICS I COM 59510010 469,245 295,123 294,803 320 265,123 30,000
MICRON TECHNOLOGY IN COM 59511210 498,476,294 12,128,377 12,105,047 21,350 1,980 10,467,444 186,710 1,474,223
MICROSEMI CORP COM 59513710 11,565,971 162,901 162,901 155,401 7,500
MICROTUNE INC DEL COM 59514P10 1,146,266 52,103 52,103 38,003 14,100
Page Total 21,292,291,374
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MID-AMER APT CMNTYS COM 59522J10 5,177,675 202,332 202,332 193,532 8,800
MID ATLANTIC MED SVC COM 59523C10 15,217,083 848,694 848,174 520 820,294 28,400
MID-ATLANTIC RLTY TR SH BEN INT 59523210 720,100 57,608 57,608 55,208 2,400
MID-STATE BANCSHARES COM 59544010 4,690,288 257,143 257,143 240,943 16,200
MIDAS GROUP INC COM 59562610 1,551,677 123,149 123,109 40 113,549 9,600
MID AMER BANCORP COM 59591510 2,056,868 71,049 71,049 65,549 5,500
MIDLAND CO COM 59748610 1,560,125 35,059 35,059 32,759 2,300
MIDWEST EXPRESS HLDG COM 59791110 2,064,146 118,971 118,671 300 108,371 10,600
MIDWAY GAMES INC COM 59814810 4,458,555 241,003 241,003 221,803 19,200
MIDWEST BANC HOLDING COM 59825110 398,552 18,116 18,116 16,916 1,200
MILACRON INC COM 59870910 4,415,868 281,804 281,532 260 12 262,192 12 119,600
MILLENNIUM PHARMACEU COM 59990210 83,535,577 2,347,824 2,340,164 6,900 760 2,138,856 19,460 189,508
MILLENNIUM CHEMICALS COM 59990310 8,204,101 545,123 545,023 100 504,123 41,000
MILLENNIUM CELL INC COM 60038B10 344,816 32,684 32,684 29,984 2,700
MILLER HERMAN INC COM 60054410 21,740,045 898,349 897,239 810 300 813,549 7,900 76,900
MILLIPORE CORP COM 60107310 59,029,566 952,397 948,061 3,736 600 827,660 32,470 92,267
MILLS CORP COM 60114810 9,543,816 387,960 387,860 100 376,260 11,700
MINE SAFETY APPLIANC COM 60272010 2,734,006 79,825 79,825 74,625 5,200
MINERALS TECHNOLOGIE COM 60315810 38,291,678 892,164 892,164 266,246 605,118 20,800
MINIMED INC COM 60365K10 26,944,608 561,346 560,506 540 300 523,546 4,600 33,200
MINNESOTA MNG & MFG COM 60405910 3,352,448,889 29,381,673 28,759,221 322,833 299,619 9,002,535 19,356,374 1,022,764
MIPS TECHNOLOGIES IN CL A 60456710 5,778,563 334,021 332,901 1,020 100 309,721 100 24,200
MIPS TECHNOLOGIES IN CL B 60456720 1,618,137 168,556 168,381 62 113 165,843 113 2,600
MIRANT CORP COM 60467510 244,279,663 7,101,153 6,894,643 166,103 40,407 6,249,795 151,068 700,290
MIRAVANT MED TECHNOL COM 60469010 1,428,804 109,908 109,908 107,208 2,700
MISSION WEST PPTYS I COM 60520310 574,774 47,502 47,502 38,002 9,500
MISSISSIPPI VY BANCS COM 60572010 3,027,931 75,888 75,888 71,888 4,000
MITCHELL ENERGY & DE CL A 60659220 9,642,006 206,910 206,880 30 176,710 2,100 28,100
MITSUBISHI TOKYO FIN SPONSORED 60681610 15,833,964 1,871,627 517,639 1,353,988 1,847,927 23,700
MOBILE MINI INC COM 60740F10 2,722,564 82,552 82,552 75,752 6,800
MOBILE TELESYSTEMS O SPONSORED 60740910 359,679 13,127 13,127 4,702 8,425
MOCON INC COM 60749410 598,600 82,000 82,000 82,000
MODINE MFG CO COM 60782810 8,049,884 291,874 291,554 220 100 265,928 100 25,846
MODIS PROFESSIONAL S COM 60783010 7,761,982 1,124,925 1,116,125 8,500 300 1,053,925 300 70,700
MOHAWK INDS INC COM 60819010 23,582,873 669,968 668,718 1,050 200 632,468 4,000 33,500
MOLECULAR DEVICES CO COM 60851C10 2,689,065 134,118 133,968 150 123,918 10,200
MOLEX INC COM 60855410 130,775,062 3,579,936 3,571,056 6,979 1,901 3,202,760 59,851 317,325
MOLEX INC CL A 60855420 577,076 19,352 11,547 6,055 1,750 8,930 1,750 8,672
MONACO COACH CORP COM 60886R10 5,121,664 154,267 154,167 100 142,467 11,800
MONDAVI ROBERT CORP CL A 60920010 3,042,689 75,054 75,054 69,354 5,700
MONSANTO CO NEW COM 61166W10 3,522,622 95,206 95,206 68,006 3,600 23,600
MONTANA POWER CO COM 61208510 12,207,573 1,052,377 1,041,093 11,284 980,377 72,000
MONY GROUP INC COM 61533710 19,582,356 487,973 487,340 633 447,473 5,800 34,700
MOODYS CORP COM 61536910 114,613,349 3,421,294 3,403,562 14,022 3,710 2,885,280 123,190 412,824
MOOG INC CL A 61539420 4,283,993 109,987 109,987 105,687 4,300
MORGAN STANLEY DEAN COM NEW 61744644 7,760,250,165 120,819,713 22,222,533 98,518,890 78,290 22,080,993 96,662,723 2,075,997
MOTOROLA INC COM 62007610 781,918,885 47,217,324 44,823,995 1,692,700 700,629 40,883,654 1,402,086 4,931,584
MOVADO GROUP INC COM 62458010 529,038 26,190 26,190 23,790 2,400
MOVIE GALLERY INC COM 62458110 203,295 11,238 11,238 11,238
Page Total 12,809,704,295
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MP3 COM INC COM 62473M10 860,118 177,344 174,444 2,900 158,544 18,800
MUELLER INDS INC COM 62475610 15,491,954 470,737 470,337 300 100 452,437 100 18,200
MULTEX COM INC COM 62536710 2,563,925 157,780 157,580 200 141,080 16,700
MURPHY OIL CORP COM 62671710 45,748,067 621,577 600,049 2,580 18,948 571,929 23,848 25,800
MYERS INDS INC COM 62846410 3,635,808 240,782 240,782 230,039 10,743
MYLAN LABS INC COM 62853010 50,122,034 1,781,800 1,776,450 4,500 850 1,634,350 13,850 133,600
MYRIAD GENETICS INC COM 62855J10 12,179,602 192,350 191,950 400 175,650 2,200 14,500
NABI INC COM 62871610 2,521,577 317,579 317,579 295,079 22,500
NBT BANCORP INC COM 62877810 6,551,230 339,442 339,442 321,642 17,800
NBTY INC COM 62878210 8,970,782 721,124 721,124 694,524 26,600
NCH CORP COM 62885010 1,552,872 39,413 39,373 40 37,813 1,600
NCI BUILDING SYS INC COM 62885210 4,619,640 253,131 252,231 900 239,831 13,300
NCO GROUP INC COM 62885810 7,748,800 250,527 250,307 220 235,377 15,150
NCR CORP NEW COM 62886E10 86,584,058 1,842,214 1,835,304 6,306 604 1,664,542 33,904 143,768
NS GROUP INC COM 62891610 1,868,853 139,989 139,989 129,789 10,200
NEC CORP ADR 62905020 1,665,353 121,470 121,470 121,470
NL INDS INC COM NEW 62915640 3,339,525 241,121 241,021 100 235,121 6,000
NMS COMMUNICATIONS C COM 62924810 2,197,678 313,954 293,729 20,225 290,754 23,200
NPS PHARMACEUTICALS COM 62936P10 9,348,148 232,541 232,241 300 215,541 17,000
NPC INTERNATIONAL IN COM 62936030 886,107 82,047 82,047 82,047
NRG ENERGY INC COM 62937710 33,028,368 1,495,850 1,315,607 149,443 30,800 1,430,850 33,400 31,600
NTL INC COM 62940710 20,973,675 1,740,554 1,735,320 4,721 513 1,616,973 16,813 106,768
NUI CORP COM 62943110 2,522,205 109,281 109,281 100,181 9,100
NVR INC COM 62944T10 21,974,004 148,473 147,753 720 143,573 4,900
NABORS INDS INC COM 62956810 104,256,757 2,802,601 2,762,510 31,891 8,200 2,499,574 61,500 241,527
NACCO INDS INC CL A 62957910 6,926,681 88,815 69,066 19,749 84,915 3,900
NANOGEN INC COM 63007510 667,769 98,346 98,246 100 95,546 2,800
NANOMETRICS INC COM 63007710 5,030,340 183,008 142,063 40,945 178,508 4,500
NAPRO BIOTHERAPUTICS COM 63079510 803,199 78,745 78,745 64,145 14,600
NASH FINCH CO COM 63115810 840,466 35,613 35,613 28,913 6,700
NATCO GROUP INC CL A 63227W20 382,518 43,468 43,468 43,468
NATIONAL AUSTRALIA B SPONSORED 63252540 2,431,234 27,484 27,484 27,484
NATIONAL BK GREECE S SPONSORED 63364340 314,878 52,046 52,046 52,046
NATIONAL CITY BANCOR COM 63531210 655,665 21,892 21,892 17,292 4,600
NATIONAL CITY CORP COM 63540510 397,160,588 12,903,203 12,544,001 39,398 319,804 10,855,145 514,664 1,533,394
NATIONAL COMMERCE FI COM 63545P10 56,104,199 2,302,183 2,299,293 2,100 790 2,110,167 21,890 170,126
NATIONAL DATA CORP COM 63562110 16,170,030 499,075 498,875 200 478,275 20,800
NATIONAL HEALTHCARE COM 63590610 391,665 22,128 22,128 22,128
NATIONAL FUEL GAS CO COM 63618010 25,789,535 496,048 491,168 4,580 300 452,278 4,500 39,270
NATIONAL GOLF PPTYS COM 63623G10 4,964,623 182,188 182,188 175,988 6,200
NATIONAL GRID GROUP SPONSORED 63627410 504,238 13,665 13,665 13,665
NATIONAL HEALTH INVS COM 63633D10 2,933,089 284,766 284,766 269,366 15,400
NATIONAL INSTRS CORP COM 63651810 13,377,934 412,263 411,743 320 200 388,363 3,200 20,700
NATIONAL-OILWELL INC COM 63707110 22,112,144 825,080 801,185 17,670 6,225 756,876 11,325 56,879
NATIONAL PENN BANCSH COM 63713810 3,213,100 158,750 158,750 145,625 13,125
NATIONAL PRESTO INDS COM 63721510 1,550,340 52,200 52,100 100 49,500 2,700
NATIONAL PROCESSING COM 63722910 2,573,396 91,907 91,907 88,007 3,900
NATIONAL SEMICONDUCT COM 63764010 98,081,023 3,368,167 3,361,122 5,925 1,120 2,938,466 58,170 371,531
NATIONAL SVC INDS IN COM 63765710 42,584,444 1,886,772 1,885,922 550 300 1,793,141 13,800 79,831
Page Total 1,156,774,238
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NATIONAL WESTN LIFE CL A 63852210 2,882,280 24,019 24,019 23,219 800
NATIONWIDE FINL SVCS CL A 63861210 8,592,022 196,839 196,379 360 100 179,039 2,700 15,100
NATIONWIDE HEALTH PP COM 63862010 8,555,629 423,546 423,546 393,046 30,500
NATURES SUNSHINE PRO COM 63902710 367,605 31,074 31,074 18,974 12,100
NAUTICA ENTERPRISES COM 63908910 14,470,180 708,281 708,181 100 692,881 15,400
NAVISTAR INTL CORP N COM 63934E10 34,833,041 1,238,288 1,237,313 875 100 1,098,069 16,400 123,819
NAVIGANT CONSULTING COM 63935N10 2,401,132 292,821 291,521 1,300 269,921 22,900
NAVIGANT INTL INC COM 63935R10 281,274 20,091 20,091 12,791 7,300
NEIMAN MARCUS GROUP CL A 64020420 15,831,173 510,683 509,178 1,205 300 480,883 3,700 26,100
NEON COMMUNICATIONS COM 64050610 317,849 45,472 45,472 45,472
NEOSE TECHNOLOGIES I COM 64052210 4,400,595 97,791 97,691 100 89,891 100 7,800
NEOPHARM INC COM 64091910 845,401 33,153 33,153 26,753 6,400
NETBANK INC COM 64093310 2,193,239 194,092 194,092 179,292 14,800
NETWORKS ASSOCS INC COM 64093810 18,314,970 1,471,082 1,467,832 2,750 500 1,361,334 15,100 94,648
NET2PHONE COM 64108N10 792,966 132,161 132,161 121,261 10,900
NETEGRITY INC COM 64110P10 6,926,220 230,874 230,654 200 20 214,754 20 16,100
NETOPIA INC COM 64114K10 249,873 40,696 40,496 200 40,696
NETRO CORP COM 64114R10 1,181,721 278,708 276,188 2,520 256,108 22,600
NETIQ CORP COM 64115P10 9,744,363 311,421 311,271 50 100 286,553 100 24,768
NETSCOUT SYS INC COM 64115T10 895,238 137,729 137,729 126,829 10,900
NETRATINGS INC COM 64116M10 674,683 46,853 46,853 46,853
NETWORK APPLIANCE IN COM 64120L10 83,833,300 6,119,219 6,103,919 14,460 840 5,327,217 232,010 559,992
NETWORK PERIPHERALS COM 64121R10 758,756 64,851 63,751 1,100 56,751 8,100
NETWORK PLUS CORP COM 64122D50 3,896,340 1,437,764 981,439 408,795 47,530 1,390,234 47,530
NEUBERGER BERMAN INC COM 64123410 31,989,648 470,436 469,796 540 100 439,736 4,100 26,600
NEUROGEN CORP COM 64124E10 2,637,643 114,930 114,930 104,830 10,100
NEUROCRINE BIOSCIENC COM 64125C10 7,474,810 186,917 186,897 20 173,617 13,300
NEW CENTURY FINANCIA COM 64352D10 417,306 39,443 11,443 28,000 11,443 28,000
NEW ENGLAND BUSINESS COM 64387210 2,038,176 106,155 106,155 94,755 11,400
NEW FOCUS INC COM 64438310 1,026,547 124,430 123,080 1,350 91,830 32,600
NEW JERSEY RES COM 64602510 6,537,773 144,641 143,441 200 1,000 132,041 1,000 11,600
NEW PLAN EXCEL RLTY COM 64805310 17,672,632 1,155,074 1,155,024 50 1,090,774 8,400 55,900
NEW YORK CMNTY BANCO COM 64944510 10,726,936 284,912 284,912 265,562 19,350
NEW YORK TIMES CO CL A 65011110 163,906,260 3,902,530 3,865,092 37,218 220 3,355,465 110,490 436,575
NEWELL RUBBERMAID IN COM 65122910 148,015,704 5,897,040 5,861,125 33,637 2,278 5,131,395 103,065 662,580
NEWFIELD EXPL CO COM 65129010 10,101,657 315,086 314,706 380 284,786 4,400 25,900
NEWHALL LAND & FARMI DEPOSITARY 65142610 2,021,195 73,498 73,498 73,498
NEWMONT MINING CORP COM 65163910 71,694,913 3,852,494 3,845,597 6,426 471 3,382,634 62,495 407,365
NEWPARK RES INC COM PAR $. 65171850 6,235,536 561,760 560,810 950 515,560 46,200
NEWPORT CORP COM 65182410 7,855,686 296,441 296,301 20 120 275,521 120 20,800
NEWPORT NEWS SHIPBUI COM 65222810 28,654,403 467,827 465,577 2,250 445,627 22,200
NEWPOWER HLDGS INC COM 65246310 1,158,615 128,735 128,635 100 100,935 100 27,700
NEWS CORP LTD ADR NEW 65248770 2,541,134 68,402 68,402 68,402
NEWS CORP LTD SP ADR PFD 65248780 831,610 25,667 25,667 25,667
NEXTCARD INC COM 65332K10 3,370,051 304,982 303,982 1,000 284,682 20,300
NEXTEL COMMUNICATION CL A 65332V10 250,892,687 14,336,725 14,214,481 74,914 47,330 12,255,039 537,040 1,544,646
NEXTEL PARTNERS INC CL A 65333F10 5,228,501 336,888 335,628 1,260 312,688 300 23,900
NEXT LEVEL COMM INC COM 65333U10 1,219,752 180,704 175,234 5,470 168,304 12,400
NIAGARA MOHAWK HLDGS COM 65352010 55,122,924 3,116,050 3,106,250 8,480 1,320 2,781,863 54,780 279,407
Page Total 1,062,611,949
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NICOR INC COM 65408610 36,678,114 940,947 939,277 1,670 840,035 12,760 88,152
NIKE INC CL B 65410610 194,540,509 4,633,020 4,621,620 4,300 7,100 4,087,028 77,570 468,422
99 CENTS ONLY STORES COM 65440K10 10,341,315 345,286 345,286 323,336 21,950
NIPPON TELEG & TEL C SPONSORED 65462410 21,100,263 793,243 218,266 574,977 782,143 11,100
NISOURCE INC COM 65473P10 114,044,154 4,172,856 4,162,851 8,623 1,382 3,587,279 72,169 513,408
NISSAN MOTORS SPONSORED 65474440 827,011 59,712 59,712 59,712
NOBLE AFFILIATES INC COM 65489410 23,712,744 670,799 648,493 3,925 18,381 607,518 24,281 39,000
NOKIA CORP SPONSORED 65490220 8,948,361 403,261 398,196 5,065 403,261
NOBLE DRILLING CORP COM 65504210 95,934,149 2,929,287 2,845,417 66,680 17,190 2,639,131 65,590 224,566
NORDSON CORP COM 65566310 10,033,112 378,608 378,248 360 352,308 26,300
NORDSTROM INC COM 65566410 45,677,000 2,462,372 2,455,867 2,505 4,000 2,176,536 39,060 246,776
NORFOLK SOUTHERN COR COM 65584410 166,855,273 8,041,218 7,941,235 55,898 44,085 6,887,235 173,135 980,848
NORSK HYDRO A S SPONSORED 65653160 1,288,942 30,186 30,186 30,186
NORTEK INC COM 65655910 2,498,661 80,034 80,034 74,534 5,500
NORTEL NETWORKS CORP COM 65656810 431,633,990 47,799,999 47,780,434 19,565 43,720,720 727,594 3,351,685
NORTH FORK BANCORPOR COM 65942410 67,352,274 2,172,654 2,152,449 8,305 11,900 2,007,045 30,300 135,309
NORTH PITTSBURGH SYS COM 66156210 2,505,696 156,704 156,644 60 145,604 11,100
NORTHEAST UTILS COM 66439710 30,011,015 1,446,314 1,440,228 4,550 1,536 1,316,278 17,236 112,800
NORTHERN TR CORP COM 66585910 405,934,062 6,494,945 4,809,890 1,324,370 360,685 5,516,630 512,025 466,290
NORTHFIELD LABS INC COM 66613510 420,911 25,681 25,681 23,681 2,000
NORTHROP GRUMMAN COR COM 66680710 484,287,884 6,046,041 6,042,086 3,649 306 1,712,143 4,188,317 145,581
NORTHWEST AIRLS CORP CL A 66728010 48,220,430 1,909,720 471,806 1,437,914 440,519 1,434,001 35,200
NORTHWEST BANCORP IN COM 66732810 1,382,188 131,637 131,637 122,537 9,100
NORTHWEST NAT GAS CO COM 66765510 5,393,016 216,587 216,587 192,387 24,200
NORTHWESTERN CORP COM 66807410 7,918,467 353,503 352,997 506 331,103 22,400
NOVA CORP GA COM 66978410 21,088,074 670,527 624,572 420 45,535 576,692 52,735 41,100
NOVATEL WIRELESS INC COM 66987M10 259,608 127,886 127,886 122,986 4,900
NOVARTIS A G SPONSORED 66987V10 5,884,316 162,775 162,775 162,775
NU HORIZONS ELECTRS COM 66990810 570,180 60,019 60,019 57,519 2,500
NOVADIGM INC COM 66993710 1,296,933 115,283 115,283 112,683 2,600
NUANCE COMMUNICATION COM 66996710 7,556,921 419,363 292,380 111,178 15,805 387,058 15,805 16,500
NOVAVAX INC COM 67000210 473,953 43,482 43,482 34,682 8,800
NOVELL INC COM 67000610 38,569,494 6,778,470 6,719,340 57,990 1,140 5,956,133 63,640 758,697
NOVELLUS SYS INC COM 67000810 151,365,396 2,665,353 2,660,508 4,545 300 2,354,387 48,500 262,466
NOVEN PHARMACEUTICAL COM 67000910 8,836,973 225,433 225,433 213,033 12,400
NOVOSTE CORP COM 67010C10 3,276,087 128,474 128,174 300 117,274 11,200
NOVO-NORDISK A S ADR 67010020 871,965 19,377 19,377 19,377
NU SKIN ENTERPRISES CL A 67018T10 2,940,532 345,945 345,945 317,745 28,200
NSTAR COM 67019E10 34,200,875 803,592 792,025 6,180 5,387 755,005 11,187 37,400
NTELOS INC COM 67019U10 3,531,899 117,495 117,495 107,495 10,000
NUCOR CORP COM 67034610 85,443,732 1,747,673 1,697,685 22,501 27,487 1,503,515 54,307 189,851
NUEVO ENERGY CO COM 67050910 2,127,492 130,521 130,521 119,021 11,500
NUMERICAL TECHNOLOGI COM 67053T10 1,661,688 79,128 79,128 67,628 11,500
NVIDIA CORP COM 67066G10 56,225,328 606,203 602,833 2,830 540 567,023 5,040 34,140
NYFIX INC COM 67071210 5,686,269 177,974 177,834 40 100 164,074 100 13,800
O CHARLEYS INC COM 67082310 2,679,129 138,242 138,242 129,642 8,600
OGE ENERGY CORP COM 67083710 27,309,940 1,207,870 1,198,374 7,396 2,100 1,121,170 9,600 77,100
OM GROUP INC COM 67087210 13,560,637 241,078 233,822 4,076 3,180 220,398 5,480 15,200
OSI PHARMACEUTICALS COM 67104010 13,828,803 262,955 262,535 420 237,855 3,400 21,700
Page Total 2,706,785,765
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OTG SOFTWARE INC COM 67105910 307,377 43,911 43,911 43,911
OAK TECHNOLOGY INC COM 67180210 3,928,307 370,945 370,845 100 343,145 27,800
OAKLEY INC COM 67366210 7,006,061 378,706 378,706 363,206 15,500
OCCIDENTAL PETE CORP COM 67459910 226,483,356 8,517,614 8,498,764 17,770 1,080 7,504,056 183,176 830,382
OCEAN ENERGY INC DEL COM 67481E10 30,846,312 1,767,697 1,762,407 4,890 400 1,629,807 18,000 119,890
OCEANEERING INTL INC COM 67523210 4,805,866 231,608 231,608 216,308 15,300
OCEANFIRST FINL CORP COM 67523410 2,566,192 98,928 98,928 92,128 6,800
OCULAR SCIENCES INC COM 67574410 6,462,420 254,426 254,386 40 244,726 9,700
OCWEN FINL CORP COM 67574610 6,086,716 593,826 548,626 2,600 42,600 528,626 42,600 22,600
OFFICEMAX INC COM 67622M10 3,450,932 935,212 935,212 853,012 82,200
OFFICE DEPOT INC COM 67622010 86,123,202 8,297,033 8,258,851 37,562 620 5,814,827 1,977,600 504,606
OFFSHORE LOGISTICS I COM 67625510 6,357,438 334,602 333,282 1,320 323,902 10,700
OGLEBAY NORTON CO COM 67700710 485,919 18,420 18,420 17,620 800
OHIO CAS CORP COM 67724010 9,305,611 718,580 714,130 4,450 673,880 44,700
OIL STS INTL INC COM 67802610 787,821 85,447 85,447 80,947 4,500
OLD NATL BANCORP IND COM 68003310 11,366,414 430,546 425,711 4,835 385,131 6,670 38,745
OLD REP INTL CORP COM 68022310 71,559,124 2,467,556 2,462,295 4,561 700 2,350,356 13,000 104,200
OLD SECOND BANCORP I COM 68027710 886,044 26,793 26,793 23,193 3,600
OLIN CORP COM PAR $1 68066520 7,774,556 457,596 457,496 100 430,696 26,900
OMNICARE INC COM 68190410 21,194,062 1,049,211 1,046,911 1,900 400 983,611 8,300 57,300
OMNICOM GROUP INC COM 68191910 329,591,388 3,832,458 3,813,268 16,250 2,940 3,253,795 134,810 443,853
1-800 CONTACTS INC COM 68197710 386,476 15,590 15,590 11,390 4,200
OMEGA FINL CORP COM 68209210 2,079,345 64,596 64,596 59,296 5,300
OMNOVA SOLUTIONS INC COM 68212910 1,810,441 248,687 248,587 100 227,087 21,600
ON ASSIGNMENT INC COM 68215910 3,479,148 193,286 193,246 40 178,686 14,600
ON COMMAND CORP COM 68216010 247,383 54,974 54,974 54,974
ON SEMICONDUCTOR COR COM 68218910 1,369,841 301,064 300,844 220 278,264 22,800
1 800 FLOWERS COM CL A 68243Q10 1,161,408 78,262 78,262 78,262
ONEIDA LTD COM 68250510 2,319,104 114,073 114,073 100,573 13,500
ONEOK INC NEW COM 68268010 32,971,476 1,673,679 1,670,623 560 2,496 1,563,696 11,896 98,087
ONI SYSTEMS CORP COM 68273F10 10,217,621 366,223 341,978 24,245 283,123 9,500 73,600
ONYX PHARMACEUTICALS COM 68339910 468,152 39,440 39,440 27,940 11,500
ONYX SOFTWARE CORP COM 68340210 831,784 103,973 103,953 20 83,573 20,400
OPENWAVE SYS INC COM 68371810 23,195,284 668,452 666,892 1,350 210 521,372 16,390 130,690
OPLINK COMMUNICATION COM 68375Q10 793,361 211,563 211,563 139,663 71,900
OPNET TECHNOLOGIES I COM 68375710 835,208 46,738 18,269 28,469 41,638 5,100
OPTICAL CABLE CORP COM 68382710 548,580 54,858 54,858 54,858
ORACLE CORP COM 68389X10 2,140,638,192 112,665,168 112,067,682 431,795 165,691 96,939,541 3,955,529 11,770,098
OPTION CARE INC COM 68394810 303,772 19,985 19,985 19,985
ORATEC INTERVENTIONS COM 68554M10 203,791 21,984 21,984 21,984
ORASURE TECHNOLOGIES COM 68554V10 647,775 51,822 51,822 35,922 15,900
ORBITAL SCIENCES COR COM 68556410 1,306,531 336,735 336,735 309,035 27,700
ORCHID BIOSCIENCES I COM 68571P10 558,824 73,049 73,049 52,249 20,800
ORGANOGENESIS INC COM 68590610 2,203,194 297,729 295,329 500 1,900 272,029 1,900 23,800
OREGON STL MLS INC COM 68607910 279,930 32,933 32,933 16,933 16,000
O REILLY AUTOMOTIVE COM 68609110 9,442,127 328,994 328,974 20 305,194 23,800
ORIENTAL FINL GROUP COM 68618W10 1,668,238 87,802 87,802 80,602 7,200
ORION PWR HLDGS INC COM 68628610 2,539,384 106,652 106,652 89,152 17,500
ORTHODONTIC CTRS AME COM 68750P10 12,454,369 409,818 409,798 20 380,418 3,600 25,800
Page Total 3,092,335,857
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OSCA INC CL A 68783610 362,517 17,496 17,496 16,096 1,400
OSHKOSH B GOSH INC CL A 68822220 3,107,545 93,460 93,460 85,660 7,800
OSHKOSH TRUCK CORP COM 68823920 11,228,703 253,756 215,929 37,727 100 243,956 100 9,700
OTTER TAIL CORP COM 68964810 5,461,033 196,794 193,528 766 2,500 178,094 2,500 16,200
OUTBACK STEAKHOUSE I COM 68989910 25,811,280 896,225 893,485 2,540 200 837,625 7,800 50,800
OVERSEAS SHIPHOLDING COM 69036810 10,056,363 329,285 329,265 20 310,185 19,100
OWENS CORNING COM 69073F10 615,124 306,032 306,032 301,736 4,296
OWENS & MINOR INC NE COM 69073210 5,176,056 272,424 272,344 80 249,924 22,500
OWENS ILL INC COM NEW 69076840 131,124,433 19,339,887 11,607,085 7,732,802 1,194,654 18,002,570 142,663
OXFORD HEALTH PLANS COM 69147110 82,427,202 2,882,070 2,880,380 1,390 300 2,756,270 9,200 116,600
OXFORD INDS INC COM 69149730 437,536 19,888 19,728 160 18,628 160 1,100
P C CONNECTION COM 69318J10 770,240 48,140 47,840 300 48,140
PC-TEL INC COM 69325Q10 2,133,616 231,663 231,663 229,063 2,600
PG&E CORP COM 69331C10 333,468,833 29,774,003 29,768,398 5,025 580 7,092,213 21,816,308 865,482
PFF BANCORP INC COM 69331W10 4,555,725 182,229 182,229 174,729 7,500
P F CHANGS CHINA BIS COM 69333Y10 6,144,120 162,114 127,899 28,850 5,365 151,949 5,365 4,800
PICO HLDGS INC COM NEW 69336620 1,782,382 121,914 121,874 40 113,514 8,400
PLX TECHNOLOGY INC COM 69341710 844,890 99,516 99,416 100 88,516 11,000
PMA CAP CORP CL A 69341920 2,632,754 145,859 145,859 133,259 12,600
PMC-SIERRA INC COM 69344F10 28,751,929 925,392 923,272 2,000 120 775,735 16,420 133,237
PMI GROUP INC COM 69344M10 41,486,424 579,015 575,075 3,840 100 539,165 2,800 37,050
PNC FINL SVCS GROUP COM 69347510 408,165,633 6,204,068 6,103,514 67,224 33,330 5,334,690 126,560 742,818
PPG INDS INC COM 69350610 191,557,562 3,643,857 3,626,805 7,724 9,328 3,206,896 65,258 371,703
PPL CORP COM 69351T10 208,409,025 3,789,255 3,778,683 7,810 2,762 3,389,421 59,982 339,852
PRI AUTOMATION INC COM 69357H10 3,640,181 196,501 196,481 20 182,101 14,400
PS BUSINESS PKS INC COM 69360J10 9,006,480 321,660 321,580 80 314,660 7,000
PSS WORLD MED INC COM 69366A10 4,044,399 628,989 628,829 160 584,189 44,800
PTEK HLDGS INC COM 69366M10 310,289 118,431 73,431 45,000 118,431
PACCAR INC COM 69371810 74,747,042 1,453,657 1,450,277 1,530 1,850 1,300,308 23,410 129,939
PACIFIC CAP BANCORP COM 69404P10 6,318,649 207,509 207,469 40 191,209 16,300
PACIFIC CENTY FINL C COM 69405810 21,366,009 828,461 826,201 2,260 762,057 10,400 56,004
PACIFIC CENTY CYBERW SPONSORED 69405910 289,755 100,960 100,960 100,960
PACIFIC GULF PPTYS I COM 69439610 350,309 71,638 71,638 71,638
PACIFIC NORTHWEST BA COM 69466M10 3,064,348 122,623 122,623 113,923 8,700
PACIFIC SUNWEAR CALI COM 69487310 6,125,879 273,111 272,751 260 100 251,911 100 21,100
PACIFICARE HEALTH SY COM 69511210 7,534,626 462,247 462,127 120 428,369 33,878
PACKAGING CORP AMER COM 69515610 11,976,301 771,172 771,172 731,372 39,800
PACKARD BIOSCIENCE I COM 69517220 1,542,928 185,895 185,895 146,195 39,700
PACKETEER INC COM 69521010 9,286,922 741,175 534,306 176,549 30,320 699,355 30,320 11,500
PACTIV CORP COM 69525710 45,723,908 3,412,232 3,408,879 3,353 3,097,010 45,200 270,022
PAIN THERAPEUTICS IN COM 69562K10 255,685 33,423 33,423 30,523 2,900
PALL CORP COM 69642930 68,045,206 2,891,849 2,882,040 6,020 3,789 2,646,439 41,435 203,975
PALM HARBOR HOMES COM 69663910 3,069,229 141,114 141,114 130,914 10,200
PALM INC COM 69664210 70,900,574 11,680,490 11,489,684 184,181 6,625 9,929,328 351,678 1,399,484
PANAMSAT CORP NEW COM 69793310 9,765,956 251,182 248,662 520 2,000 227,682 4,900 18,600
PAN PACIFIC RETAIL P COM 69806L10 6,427,746 247,221 246,315 906 235,421 11,800
PANERA BREAD CO CL A 69840W10 899,965 28,507 28,507 22,607 5,900
PAPA JOHNS INTL INC COM 69881310 7,455,460 294,101 294,001 100 283,501 10,600
PARADIGM GENETICS IN COM 69900R10 277,146 30,794 29,915 879 19,994 10,800
Page Total 1,878,935,917
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PARAMETRIC TECHNOLOG COM 69917310 81,436,447 5,821,047 5,813,067 6,615 1,365 5,043,000 187,375 590,672
PAREXEL INTL CORP COM 69946210 3,992,937 204,766 204,466 300 189,966 14,800
PARK ELECTROCHEMICAL COM 70041620 3,186,242 120,691 120,401 290 112,891 7,800
PARK NATL CORP COM 70065810 9,100,565 88,786 88,786 81,486 7,300
PARK PL ENTMT CORP COM 70069010 39,203,879 3,239,990 3,232,290 7,100 600 2,890,808 27,500 321,682
PARKER DRILLING CO COM 70108110 5,362,123 824,942 648,642 1,300 175,000 597,642 175,000 52,300
PARKER HANNIFIN CORP COM 70109410 114,789,335 2,704,744 2,645,386 30,661 28,697 2,369,760 76,297 258,687
PARKERVISION INC COM 70135410 1,812,116 69,297 69,297 63,797 5,500
PARKWAY PPTYS INC COM 70159Q10 3,544,317 100,548 100,548 93,248 7,300
PATHMARK STORES INC COM 70322A10 2,562,262 104,157 96,157 8,000 85,457 18,700
PATINA OIL & GAS COR COM 70322410 9,199,872 347,165 347,165 338,765 8,400
PATTERSON DENTAL CO COM 70341210 9,505,110 316,837 316,077 660 100 281,437 5,100 30,300
PATTERSON UTI ENERGY COM 70348110 12,606,945 705,481 705,481 659,981 6,400 39,100
PAXAR CORP COM 70422710 4,417,790 306,791 306,751 40 280,291 26,500
PAXSON COMMUNICATION COM 70423110 3,760,777 280,655 280,655 257,155 23,500
PAYCHEX INC COM 70432610 306,311,760 7,657,794 7,487,411 105,539 64,844 6,391,567 327,259 938,968
PAYLESS SHOESOURCE I COM 70437910 23,274,854 359,735 358,694 917 124 342,102 2,224 15,409
PEABODY ENERGY CORP COM 70454910 390,543 11,925 11,925 2,625 9,300
PEARSON PLC SPONSORED 70501510 644,330 37,835 37,835 37,835
PEC SOLUTIONS INC COM 70510710 512,012 23,168 23,168 23,168
PECHINEY SPONSORED 70515120 479,294 18,855 18,855 18,855
PEDIATRIX MED GROUP COM 70532410 2,106,838 63,459 63,459 51,059 12,400
PEGASUS COMMUNICATIO CL A 70590410 5,250,060 233,336 233,216 20 100 206,236 100 27,000
PEGASUS SOLUTIONS IN COM 70590610 2,080,432 180,124 180,084 40 163,124 17,000
PEMSTAR INC COM 70655210 659,484 44,924 44,924 34,624 10,300
PENN ENGR & MFG CORP COM NON VT 70738930 1,764,840 100,848 100,848 90,248 10,600
PENN NATL GAMING INC COM 70756910 1,584,198 62,370 62,370 57,070 5,300
PENN VA CORP COM 70788210 2,165,214 65,812 65,812 61,312 4,500
PENNEY J C INC COM 70816010 1,153,353,252 43,753,917 43,744,171 9,146 600 4,807,606 38,401,101 545,210
PENNFED FINL SVCS IN COM 70816710 302,332 13,088 13,088 11,888 1,200
PENNSYLVANIA RL ESTA SH BEN INT 70910210 3,628,849 146,917 137,580 100 9,237 130,180 9,237 7,500
PENNZOIL-QUAKER STAT COM 70932310 10,232,096 913,580 911,830 1,450 300 857,548 300 55,732
PENTAIR INC COM 70963110 16,354,130 483,850 483,050 800 448,250 5,300 30,300
PENTON MEDIA INC COM 70966810 3,155,932 180,339 180,119 220 166,239 14,100
PENWEST PHARMACEUTIC COM 70975410 517,908 33,435 33,435 31,435 2,000
PEOPLES BK BRIDGEPOR COM 71019810 6,646,916 285,153 276,703 1,600 6,850 262,903 6,850 15,400
PEOPLES ENERGY CORP COM 71103010 37,822,210 940,851 939,931 720 200 861,117 7,300 72,434
PEOPLESOFT INC COM 71271310 284,175,252 5,772,400 5,764,385 7,655 360 4,845,504 198,840 728,056
PEP BOYS MANNY MOE & COM 71327810 4,754,838 423,405 423,405 378,405 45,000
PEPSI BOTTLING GROUP COM 71340910 221,092,793 5,513,536 5,511,736 1,700 100 2,786,190 2,526,993 200,353
PEPSIAMERICAS INC COM 71343P20 22,771,342 1,712,131 1,708,151 3,580 400 1,586,531 15,900 109,700
PEPSICO INC COM 71344810 1,929,486,335 43,653,537 41,081,137 1,594,226 978,174 27,809,879 12,622,454 3,221,204
PER-SE TECHNOLOGIES COM NEW 71356930 1,798,525 220,678 220,678 201,778 18,900
PEREGRINE SYSTEMS IN COM 71366Q10 27,486,374 947,806 944,771 2,935 100 829,480 16,300 102,026
PEREGRINE PHARMACEUT COM 71366110 1,724,619 655,749 655,749 595,649 60,100
PERFORMANCE FOOD GRO COM 71375510 8,317,572 275,143 275,143 250,873 24,270
PERFORMANCE TECHNOLO COM 71376K10 457,410 30,494 30,494 28,494 2,000
PERICOM SEMICONDUCTO COM 71383110 5,635,997 358,524 358,504 20 344,224 14,300
PERKINELMER INC COM 71404610 62,945,197 2,286,422 2,281,362 4,940 120 2,054,121 33,820 198,481
Page Total 4,454,364,455
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PEROT SYS CORP CL A 71426510 9,496,943 524,693 524,643 50 485,593 39,100
PERRIGO CO COM 71429010 17,716,568 1,061,508 1,061,508 1,019,108 42,400
PETRO-CDA COM/VARIBL 71644E10 320,269 13,406 13,406 12,906 500
PETROCHINA CO LTD SPONSORED 71646E10 1,704,644 83,561 83,561 83,561
PETROLEO BRASILEIRO SPONSORED 71654V10 1,272,416 54,400 54,400 54,400
PETROLEO BRASILEIRO SPONSORED 71654V40 783,640 30,140 30,140 30,140
PETSMART INC COM 71676810 6,651,407 943,462 943,462 867,562 75,900
PHARMACYCLICS INC COM 71693310 5,444,373 160,601 159,601 1,000 150,201 10,400
PFIZER INC COM 71708110 5,668,275,018 141,529,963 134,262,469 4,168,411 3,099,083 117,401,899 9,935,431 4,192,633
PHARMACEUTICAL PROD COM 71712410 33,583,882 1,100,750 1,100,070 680 1,066,114 3,600 31,036
PHARMACEUTICAL RES I COM 71712510 1,995,371 65,017 64,917 100 54,117 100 10,800
PHARMACOPEIA INC COM 71713B10 4,168,896 173,704 173,704 159,304 14,400
PHARMACIA CORP COM 71713U10 1,426,908,416 31,053,502 25,536,930 5,460,343 56,229 21,913,808 6,218,706 2,920,988
PHARMOS CORP COM NEW 71713920 226,605 60,428 60,428 26,628 33,800
PHELPS DODGE CORP COM 71726510 66,330,778 1,598,332 1,595,982 1,650 700 1,403,924 27,675 166,733
PHILADELPHIA CONS HL COM 71752810 2,313,809 66,527 66,527 62,627 3,900
PHILADELPHIA SUBN CO COM PAR $0 71800960 9,219,244 361,539 361,539 333,742 27,797
PHILIP MORRIS COS IN COM 71815410 2,321,217,659 45,738,279 44,957,069 470,776 310,434 42,002,339 1,683,404 2,052,536
PHILLIPS PETE CO COM 71850710 280,109,514 4,914,202 4,860,717 20,886 32,599 4,376,171 106,639 431,392
PHILLIPS VAN HEUSEN COM 71859210 21,031,401 1,460,514 207,083 1,253,431 186,583 1,253,431 20,500
PHOENIX TECHNOLOGY L COM 71915310 2,686,122 183,981 183,081 900 167,081 16,900
PHOTON DYNAMICS INC COM 71936410 2,964,951 109,813 108,328 1,485 101,613 8,200
PHOTRONICS INC COM 71940510 5,522,083 215,202 214,982 220 198,302 16,900
PICTURETEL CORP COM NEW 72003530 518,358 92,564 92,564 68,864 23,700
PIEDMONT NAT GAS INC COM 72018610 9,467,252 266,533 265,983 550 246,233 20,300
PIER 1 IMPORTS INC COM 72027910 14,465,206 1,257,844 1,257,284 560 1,191,144 66,700
PILGRIMS PRIDE CORP CL B 72146710 1,492,759 118,945 118,945 111,845 7,100
PINNACLE ENTMT INC COM 72345610 1,119,382 152,297 152,257 40 139,097 13,200
PINNACLE HLDGS INC COM 72346N10 1,587,174 264,089 260,669 3,420 240,189 23,900
PINNACLE SYS INC COM 72348110 2,620,690 433,172 433,072 100 402,372 30,800
PINNACLE WEST CAP CO COM 72348410 86,947,099 1,834,327 1,832,627 1,700 1,657,440 30,300 146,587
PIONEER NAT RES CO COM 72378710 21,566,152 1,264,877 1,263,517 1,160 200 1,180,877 9,700 74,300
PIONEER STD ELECTRS COM 72387710 3,361,228 262,596 262,576 20 240,696 21,900
PITNEY BOWES INC COM 72447910 213,283,086 5,063,701 5,042,126 15,945 5,630 4,333,352 184,190 546,159
PITT DESMOINES INC COM 72450810 566,076 16,408 16,408 15,508 900
PITTSTON CO COM BRINKS 72570110 16,003,462 717,966 716,746 1,020 200 676,066 200 41,700
PIXELWORKS INC COM 72581M10 3,305,270 92,481 90,195 2,286 78,981 13,500
PIXAR COM 72581110 4,868,500 119,326 118,914 352 60 108,366 160 10,800
PLACER DOME INC COM 72590610 48,077,153 4,905,832 4,903,732 2,100 4,490,050 91,250 324,532
PLAINS ALL AMERN PIP UNIT LTD P 72650310 2,076,555 89,700 89,700 89,700
PLAINS RES INC COM PAR $0 72654050 3,502,104 145,921 145,921 134,121 11,800
PLANAR SYS INC COM 72690010 768,712 29,680 29,680 23,280 6,400
PLANTRONICS INC NEW COM 72749310 18,961,493 819,071 818,371 300 400 793,771 400 24,900
PLATO LEARNING INC COM 72764Y10 559,947 18,092 18,092 11,992 6,100
PLAYBOY ENTERPRISES CL B 72811730 2,543,427 157,293 157,293 149,293 8,000
PLAYTEX PRODS INC COM 72813P10 2,775,333 259,377 257,077 2,200 100 237,977 100 21,300
PLEXUS CORP COM 72913210 14,666,157 444,429 444,069 160 200 417,129 200 27,100
PLUG POWER INC COM 72919P10 1,664,914 77,330 77,330 72,030 5,300
PLUM CREEK TIMBER CO COM 72925110 10,118,867 359,718 358,948 770 322,218 5,500 32,000
Page Total 10,376,830,365
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POGO PRODUCING CO COM 73044810 8,421,120 350,880 350,350 530 312,380 5,200 33,300
POHANG IRON & STL LT SPONSORED 73045010 670,874 34,020 34,020 17,720 16,300
POLARIS INDS INC COM 73106810 11,252,144 245,680 245,240 360 80 230,100 80 15,500
POLAROID CORP COM 73109510 23,478,039 9,030,015 9,018,837 11,178 339,822 8,645,868 44,325
POLO RALPH LAUREN CO CL A 73157210 17,468,715 677,082 676,562 420 100 637,782 5,100 34,200
POLYCOM INC COM 73172K10 22,923,821 992,803 991,583 920 300 930,403 4,700 57,700
POLYMEDICA CORP COM 73173810 6,201,279 153,118 152,618 500 146,218 6,900
POLYONE CORP COM 73179P10 72,862,858 6,999,314 757,127 6,242,187 709,087 6,242,027 48,200
POMEROY COMPUTER RES COM 73182210 343,980 22,932 22,932 21,132 1,800
POPE & TALBOT INC COM 73282710 1,537,464 119,091 119,091 110,391 8,700
POPULAR INC COM 73317410 30,537,652 927,069 926,299 770 826,769 14,200 86,100
PORTAL SOFTWARE INC COM 73612610 3,124,956 756,648 753,698 2,850 100 644,345 100 112,203
PORTUGAL TELECOM SGP SPONSORED 73727310 343,198 49,667 49,667 49,667
POSSIS MEDICAL INC COM 73740710 216,731 17,986 17,986 7,586 10,400
POST PPTYS INC COM 73746410 15,979,588 422,182 421,962 220 397,282 24,900
POTLATCH CORP COM 73762810 20,848,537 605,886 604,154 380 1,352 546,754 6,052 53,080
POTOMAC ELEC PWR CO COM 73767910 23,455,043 1,121,178 1,115,254 4,010 1,914 994,364 13,814 113,000
POWELL INDS INC COM 73912810 350,490 11,683 11,683 10,683 1,000
POWER INTEGRATIONS I COM 73927610 3,617,016 231,860 231,560 300 212,260 19,600
POWER-ONE INC COM 73930810 22,990,406 1,381,635 1,379,715 1,620 300 1,242,069 27,600 111,966
POWERWAVE TECHNOLOGI COM 73936310 7,530,067 519,315 519,065 50 200 477,915 200 41,200
POZEN INC COM 73941U10 826,185 55,079 55,079 42,979 12,100
PRAECIS PHARMACEUTIC COM 73942110 2,457,927 149,509 148,909 600 117,309 600 31,600
PRAXAIR INC COM 74005P10 162,385,940 3,455,020 3,448,535 6,115 370 3,009,423 51,945 393,652
PRE PAID LEGAL SVCS COM 74006510 3,479,410 158,155 157,155 1,000 145,755 12,400
PRECISION CASTPARTS COM 74018910 34,099,573 911,266 908,086 2,880 300 872,066 5,200 34,000
PRENTISS PPTYS TR SH BEN INT 74070610 11,969,682 455,121 455,121 435,921 19,200
PRESIDENTIAL LIFE CO COM 74088410 5,988,057 267,324 266,884 440 251,884 440 15,000
PRESSTEK INC COM 74111310 2,888,700 240,725 240,138 560 27 221,398 27 19,300
PRICE COMMUNICATIONS COM NEW 74143730 12,801,065 634,030 633,630 300 100 601,530 100 32,400
PRICE T ROWE GROUP I COM 74144T10 95,992,094 2,567,320 2,284,850 231,770 50,700 2,295,384 86,300 185,636
PRICELINE COM INC COM 74150310 5,533,142 611,397 601,757 9,540 100 549,797 100 61,500
PRICESMART INC COM 74151110 1,010,722 23,235 23,235 20,935 2,300
PRIMEDIA INC COM 74157K10 9,219,129 1,357,751 1,351,881 5,750 120 1,211,086 17,020 129,645
PRIME GROUP REALTY T SH BEN INT 74158J10 1,942,690 143,903 143,863 40 138,003 5,900
PRIMA ENERGY CORP COM PAR $0 74190120 2,008,720 83,384 83,384 76,634 6,750
PRIME HOSPITALITY CO COM 74191710 5,853,011 493,925 493,825 100 462,525 31,400
PRIDE INTL INC COM 74193210 11,714,222 616,538 614,988 1,390 160 563,878 7,060 45,600
PRIORITY HEALTHCARE CL B 74264T10 14,690,894 519,480 519,460 20 505,280 14,200
PRIVATE MEDIA GROUP COM 74266R10 263,754 28,059 28,059 28,059
PRIZE ENERGY CORP COM 74267L10 765,881 39,683 39,683 39,683
PROBUSINESS SERVICES COM 74267410 3,371,000 126,968 126,668 300 116,768 10,200
PROCTER & GAMBLE CO COM 74271810 2,008,975,104 31,488,638 29,279,520 1,242,782 966,336 26,281,165 1,905,126 3,302,347
PRODIGY COMMUNICATIO CL A 74283P20 853,078 149,926 148,626 1,300 149,026 900
PROFESSIONAL DETAILI COM 74312N10 4,159,872 45,216 45,016 200 40,416 4,800
PROFIT RECOVERY GROU COM 74316810 3,980,997 347,382 347,382 322,382 25,000
PROGENICS PHARMACEUT COM 74318710 388,926 20,352 20,352 18,652 1,700
PROGRESS ENERGY INC COM 74326310 1,048,843,997 23,349,154 23,335,129 8,715 5,310 3,577,242 19,316,588 455,324
PROGRESS SOFTWARE CO COM 74331210 5,709,398 352,432 352,352 80 333,997 18,435
Page Total 3,756,327,148
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PROGRESSIVE CORP OHI COM 74331510 222,257,226 1,644,036 1,637,200 3,736 3,100 1,459,679 23,100 161,257
PROLOGIS TR SH BEN INT 74341010 29,811,116 1,312,109 1,311,069 1,040 1,225,725 9,200 77,184
PROMISTAR FINL CORP COM 74342Y10 3,225,024 134,376 134,376 122,276 12,100
PROQUEST COMPANY COM 74346P10 3,887,307 125,397 125,397 117,097 8,300
PROTECTIVE LIFE CORP COM 74367410 53,538,217 1,557,702 1,552,082 4,420 1,200 1,487,302 6,900 63,500
PROTEIN DESIGN LABS COM 74369L10 42,084,065 485,063 484,533 430 100 450,363 4,500 30,200
PROTON ENERGY SYS IN COM 74371K10 610,872 50,906 50,906 30,306 20,600
PROVIDENT BANCORP IN COM 74383510 259,749 13,300 13,300 13,300
PROVIDENT BANKSHARES COM 74385910 12,716,581 509,887 509,887 494,652 15,235
PROVIDENT FINL GROUP COM 74386610 11,946,338 362,890 362,890 339,390 23,500
PROVINCE HEALTHCARE COM 74397710 9,689,645 274,572 274,132 440 255,372 19,200
PROVIDIAN FINL CORP COM 74406A10 325,670,270 5,501,187 5,488,751 6,520 5,916 4,678,364 203,866 618,957
PROXIM INC COM 74428410 3,329,489 236,134 235,034 1,100 220,334 15,800
PRUDENTIAL PLC ADR 74435K20 1,138,236 47,054 47,054 47,054
PUBLIC SVC CO N MEX COM 74449910 28,607,601 890,925 890,925 866,025 24,900
PUBLIC SVC ENTERPRIS COM 74457310 252,334,953 5,160,224 5,141,045 11,290 7,889 4,583,343 90,299 486,582
PUBLIC STORAGE INC COM 74460D10 30,021,247 1,012,521 1,012,081 440 948,721 9,200 54,600
PUGET ENERGY INC NEW COM 74531010 29,077,126 1,109,814 1,108,799 440 575 1,031,039 9,675 69,100
PULITZER INC COM 74576910 4,078,747 77,249 76,649 500 100 70,949 100 6,200
PULTE HOMES INC COM 74586710 40,372,528 947,045 946,675 270 100 845,285 11,000 90,760
PUMATECH INC COM 74588710 749,001 249,667 249,667 226,867 22,800
PURCHASEPRO COM COM 74614410 277,967 187,816 187,796 20 187,816
PURE RES INC COM 74622E10 6,988,032 388,224 387,874 350 379,924 8,300
QRS CORP COM 74726X10 1,501,453 90,449 89,499 950 77,849 12,600
QLOGIC CORP COM 74727710 122,229,876 1,896,507 1,887,777 8,430 300 1,669,657 65,800 161,050
QUAKER CITY BANCORP COM 74731K10 532,670 18,075 18,075 17,175 900
QUAKER CHEM CORP COM 74731610 353,666 18,614 18,614 17,114 1,500
QUAKER FABRIC CORP N COM 74739910 494,818 48,275 48,275 48,275
QUAKER OATS CO COM 74740210 253,378,893 2,776,755 2,709,288 37,491 29,976 2,314,822 125,276 336,657
QUALCOMM INC COM 74752510 913,319,470 15,617,638 15,561,803 39,770 16,065 13,135,044 545,635 1,936,959
QUANTA SVCS INC COM 74762E10 8,480,507 384,778 383,718 860 200 361,578 4,200 19,000
QUANEX CORP COM 74762010 5,487,873 211,887 211,887 200,987 10,900
QUANTUM CORP COM DSSG 74790620 18,308,728 1,814,542 1,804,714 9,428 400 1,637,642 14,700 162,200
QUEST DIAGNOSTICS IN COM 74834L10 90,061,765 1,203,230 1,200,404 2,626 200 1,138,512 6,200 58,518
QUEST SOFTWARE INC COM 74834T10 6,444,453 170,714 170,194 520 150,214 100 20,400
QUESTAR CORP COM 74835610 21,071,131 851,015 845,275 2,540 3,200 760,315 11,800 78,900
QUICKLOGIC CORP COM 74837P10 642,436 106,717 106,717 106,717
QUICKSILVER RESOURCE COM 74837R10 406,026 22,557 22,557 21,057 1,500
QUIKSILVER INC COM 74838C10 4,856,725 194,269 194,269 178,669 15,600
QUINTILES TRANSNATIO COM 74876710 60,835,860 2,409,341 2,352,806 48,325 8,210 2,137,793 53,010 218,538
QUIXOTE CORP COM 74905610 372,695 13,045 13,045 9,245 3,800
QWEST COMMUNICATIONS COM 74912110 1,015,630,355 31,867,912 31,456,372 292,216 119,324 27,754,671 616,069 3,497,172
R & G FINANCIAL CORP CL B 74913610 1,504,206 93,720 93,720 87,320 6,400
RCN CORP COM 74936110 1,861,560 339,082 337,762 320 1,000 307,582 1,000 30,500
RFS HOTEL INVS INC COM 74955J10 10,128,242 641,434 641,414 20 623,534 17,900
R H DONNELLEY CORP COM NEW 74955W30 17,645,184 551,412 550,887 525 530,512 20,900
R G S ENERGY GROUP I COM 74956K10 12,439,725 331,726 331,390 336 309,326 22,400
RLI CORP COM 74960710 3,050,202 67,903 67,403 500 62,103 5,800
RPC INC COM 74966010 1,567,225 110,368 110,368 101,968 8,400
Page Total 3,685,277,081
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RPM INC OHIO COM 74968510 10,912,828 1,186,177 1,180,845 2,120 3,212 1,109,738 3,212 73,227
RSA SEC INC COM 74971910 11,622,653 375,530 373,830 1,700 333,905 6,000 35,625
RTI INTL METALS INC COM 74973W10 2,411,223 158,113 157,053 1,060 144,013 14,100
RF MICRODEVICES INC COM 74994110 40,522,964 1,502,520 1,500,060 2,060 400 1,397,870 12,300 92,350
RADIAN GROUP INC COM 75023610 37,050,177 915,950 914,910 1,040 852,638 7,200 56,112
RADIANT SYSTEMS INC COM 75025N10 2,316,959 143,732 143,712 20 131,632 12,100
RADIO ONE INC CL A 75040P10 10,187,206 442,922 439,742 3,080 100 395,567 100 47,255
RADIO ONE INC CL D NON V 75040P40 706,702 32,050 29,050 3,000 25,850 6,200
RADIOSHACK CORP COM 75043810 116,417,768 3,816,976 3,804,436 6,000 6,540 3,211,580 135,940 469,456
RADISYS CORP COM 75045910 4,121,614 180,377 178,731 740 906 169,021 906 10,450
RAILAMERICA INC COM 75075310 327,377 28,667 28,667 18,267 10,400
RAINBOW TECHNOLOGIES COM 75086210 755,818 135,209 135,209 121,009 14,200
RAMBUS INC DEL COM 75091710 5,772,786 468,951 466,891 1,980 80 420,671 80 48,200
RALCORP HLDGS INC NE COM 75102810 4,346,593 231,942 231,842 100 212,242 19,700
RALSTON PURINA CO COM 75127730 192,487,669 6,411,981 6,396,291 11,770 3,920 5,417,698 221,700 772,583
RANGE RES CORP COM 75281A10 712,554 118,759 118,759 89,159 29,600
RANK GROUP PLC SPONSORED 75303710 371,683 57,182 57,182 57,182
RARE HOSPITALITY INT COM 75382010 5,571,600 246,531 246,531 234,931 11,600
RATIONAL SOFTWARE CO COM NEW 75409P20 98,769,547 3,521,196 3,479,455 28,431 13,310 3,233,271 33,210 254,715
RAYMOND JAMES FINANC COM 75473010 9,806,443 320,472 319,702 670 100 295,572 100 24,800
RAYONIER INC COM 75490710 19,991,336 430,384 429,884 400 100 411,084 100 19,200
RAYOVAC CORP COM 75508110 4,621,947 216,891 216,831 60 205,791 11,100
RAYTHEON CO COM NEW 75511150 275,277,940 10,368,284 10,214,547 136,018 17,719 6,260,120 3,408,528 699,636
READ-RITE CORP COM 75524610 1,657,864 311,044 311,044 236,944 74,100
READERS DIGEST ASSN CL A NON V 75526710 38,171,202 1,327,694 1,206,069 121,225 400 1,076,472 129,565 121,657
READERS DIGEST ASSN CL B 75526720 41,191,982 1,584,307 1,584,307 1,584,307
REALNETWORKS INC COM 75605L10 7,080,326 602,581 600,841 1,640 100 540,031 7,000 55,550
REALTY INCOME CORP COM 75610910 6,355,725 215,011 214,911 100 197,211 17,800
RECKSON ASSOCS RLTY COM 75621K10 15,321,542 666,154 666,154 645,254 20,900
RECOTON CORP COM 75626810 486,953 28,107 28,107 26,507 1,600
RED HAT INC COM 75657710 2,252,184 563,046 558,206 3,140 1,700 543,246 1,700 18,100
REDBACK NETWORKS INC COM 75720910 6,338,641 710,610 708,310 2,200 100 606,240 11,000 93,370
REDWOOD TR INC COM 75807540 651,764 28,649 28,649 27,649 1,000
REEBOK INTL LTD COM 75811010 78,455,584 2,451,737 2,448,497 1,340 1,900 2,245,248 21,800 184,689
REED INTL PLC SPON ADR N 75821287 1,823,560 51,513 51,513 15,601 35,912
REGAL BELOIT CORP COM 75875010 3,699,488 177,860 177,560 300 162,760 15,100
REGENCY CTRS CORP COM 75884910 12,931,546 509,116 509,116 494,716 14,400
REGENERON PHARMACEUT COM 75886F10 8,473,207 244,537 244,537 228,337 16,200
REGENERATION TECH IN COM 75886N10 256,352 29,131 29,131 26,731 2,400
REGENT COMMUNICATION COM 75886510 1,554,443 129,645 129,645 126,645 3,000
REGIS CORP MINN COM 75893210 6,350,209 302,535 302,515 20 279,235 23,300
REGIONS FINL CORP COM 75894010 143,393,888 4,481,059 4,441,918 27,121 12,020 4,003,273 79,660 398,126
REGISTER COM INC COM 75914G10 993,915 64,165 64,065 100 49,765 14,400
REHABCARE GROUP INC COM 75914810 6,203,195 128,697 128,097 600 120,097 8,600
REINSURANCE GROUP AM COM 75935110 7,969,801 210,285 210,285 198,385 100 11,800
RELIANCE STEEL & ALU COM 75950910 3,754,119 148,678 148,678 137,878 10,800
RELIANT RES INC COM 75952B10 3,216,804 130,235 130,235 92,935 5,000 32,300
RELIANT ENERGY INC COM 75952J10 185,947,331 5,772,969 5,745,761 22,724 4,484 5,034,665 101,349 636,955
REMEC INC COM 75954310 4,156,976 335,240 335,240 311,340 23,900
Page Total 1,443,771,988
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REMEDY CORP COM 75954810 11,054,985 317,672 317,212 460 299,472 18,200
REMINGTON OIL & GAS COM 75959430 927,485 48,815 48,815 38,915 9,900
RENAISSANCE LEARNING COM 75968L10 5,122,743 101,260 101,260 95,710 5,550
REPUBLIC BANCSHARES COM 75992910 302,810 17,939 17,939 17,939
RENAL CARE GROUP INC COM 75993010 16,762,322 509,648 509,148 500 480,348 29,300
RENT A CTR INC NEW COM 76009N10 22,440,212 426,620 426,480 40 100 418,620 100 7,900
RENT WAY INC COM 76009U10 2,117,979 194,310 194,310 178,910 15,400
REPSOL YPF S A SPONSORED 76026T20 950,086 57,028 57,028 57,028
REPUBLIC BANCORP KY CL A 76028120 415,662 31,974 31,974 31,974
REPUBLIC BANCORP INC COM 76028210 7,851,289 564,841 564,450 391 533,441 31,400
REPUBLIC SVCS INC COM 76075910 22,610,400 1,139,063 1,135,043 3,920 100 1,012,363 18,700 108,000
RESEARCH FRONTIERS I COM 76091110 2,302,938 85,294 85,294 78,894 6,400
RES-CARE INC COM 76094310 437,556 52,973 52,973 52,973
RESMED INC COM 76115210 12,720,300 251,638 251,178 460 228,538 3,000 20,100
RESORTQUEST INTL INC COM 76118310 544,594 47,356 47,356 37,356 10,000
RESOURCE AMERICA INC CL A 76119520 757,808 57,848 57,848 48,248 9,600
RESOURCE BANCSHARES COM 76119710 223,599 30,630 30,630 30,630
RESOURCES CONNECTION COM 76122Q10 763,442 29,545 29,545 27,545 2,000
RESPIRONICS INC COM 76123010 8,692,568 292,089 291,510 579 270,089 22,000
RETEK INC COM 76128Q10 28,833,417 601,448 600,580 668 200 564,048 4,600 32,800
REUTERS GROUP PLC SPONSORED 76132M10 938,131 12,066 12,066 12,066
REVLON INC CL A 76152550 408,001 56,276 56,076 200 56,276
REYNOLDS & REYNOLDS CL A 76169510 22,034,880 1,003,867 989,867 13,800 200 952,167 8,600 43,100
REYNOLDS R J TOB HLD COM 76182K10 53,682,392 983,194 977,744 5,004 446 964,648 11,246 7,300
RIBOZYME PHARMACEUTI COM 76256710 633,850 63,385 63,385 63,385
RICHARDSON ELECTRS L COM 76316510 240,688 17,192 17,192 13,192 4,000
RICHMOND CNTY FINL C COM 76455610 8,511,862 226,862 226,862 211,862 15,000
RIGEL PHARMACEUTICAL COM 76655910 365,670 43,020 43,020 26,920 16,100
RIGHTCHOICE MANAGED COM 76657T10 2,222,797 50,063 49,963 100 47,663 2,400
RIGGS NATL CORP WASH COM 76657010 2,833,982 166,803 166,403 400 155,303 11,500
RIGHT MGMT CONSULTAN COM 76657310 600,900 23,023 23,023 21,723 1,300
RIO TINTO PLC SPONSORED 76720410 1,575,487 21,686 21,686 21,686
RITE AID CORP COM 76775410 34,476,741 3,830,749 3,824,949 5,580 220 3,497,379 30,520 302,850
RIVERSTONE NETWORKS COM 76932010 1,555,875 78,224 78,224 71,624 6,600
RIVIANA FOODS INC COM 76953610 1,105,353 60,901 60,901 56,501 4,400
ROADWAY CORP COM 76974210 4,343,349 182,724 182,224 500 167,124 500 15,100
ROANOKE ELEC STL COR COM 76984110 392,186 22,462 22,462 15,662 6,800
ROBBINS & MYERS INC COM 77019610 2,381,631 84,455 84,455 78,567 5,888
ROBERT HALF INTL INC COM 77032310 86,283,176 3,466,580 3,461,710 4,630 240 2,985,681 126,940 353,959
ROCK-TENN CO CL A 77273920 2,542,009 207,511 109,511 98,000 205,311 2,200
ROCKWELL INTL CORP N COM 77390310 138,506,580 3,633,436 3,590,519 19,334 23,583 3,128,165 94,103 411,168
ROGERS CORP COM 77513310 3,247,389 122,543 122,503 40 110,677 11,866
ROHM & HAAS CO COM 77537110 138,565,127 4,211,706 4,197,105 3,475 11,126 3,684,170 76,486 451,050
ROHN INDS INC COM 77538110 362,420 76,299 76,299 76,299
ROLLINS INC COM 77571110 5,427,923 272,623 272,583 40 258,223 14,400
ROPER INDS INC NEW COM 77669610 14,816,490 354,886 354,226 560 100 334,929 100 19,857
ROSETTA INPHARMATICS COM 77777710 1,040,685 67,141 67,141 53,441 13,700
ROSLYN BANCORP INC COM 77816210 19,050,773 724,364 693,594 30,770 673,864 5,900 44,600
ROSS STORES INC COM 77829610 22,162,036 925,346 923,956 990 400 860,246 10,600 54,500
Page Total 716,140,578
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ROUSE CO COM 77927310 20,159,028 703,631 699,751 3,560 320 639,211 8,020 56,400
ROWAN COS INC COM 77938210 40,590,451 1,836,672 1,831,627 4,685 360 1,617,336 37,180 182,156
ROXIO INC COM 78000810 1,167,452 89,804 88,697 1,095 12 79,140 12 10,652
ROYAL & SUN ALLIANCE SPON ADR N 78004V20 504,445 13,524 13,524 13,524
ROYAL BANCSHARES PA CL A 78008110 243,885 13,183 13,183 13,183
ROYAL BK CDA MONTREA COM 78008710 572,885 17,987 17,853 134 15,978 2,009
ROYAL DUTCH PETE CO NY REG GLD 78025780 1,868,305,882 32,062,912 31,902,825 160,087 29,325,502 479,750 2,257,660
RUBY TUESDAY INC COM 78118210 15,991,766 935,191 823,107 99,134 12,950 863,041 12,950 59,200
RUDDICK CORP COM 78125810 6,816,747 402,168 401,968 100 100 377,055 100 25,013
RUDOLPH TECHNOLOGIES COM 78127010 2,863,616 60,928 60,928 55,028 5,900
RURAL CELLULAR CORP CL A 78190410 3,740,239 82,566 81,636 930 78,266 4,300
RUSS BERRIE & CO COM 78223310 4,424,494 150,493 150,493 144,193 6,300
RUSSELL CORP COM 78235210 3,928,597 231,230 230,962 268 202,954 28,276
RYANS FAMILY STEAK H COM 78351910 3,585,832 292,721 289,041 2,720 960 258,061 960 33,700
RYDER SYS INC COM 78354910 37,959,868 1,936,728 1,935,528 1,200 1,811,054 14,300 111,374
RYERSON TULL INC NEW COM 78375P10 3,737,984 277,093 277,093 253,779 23,314
RYLAND GROUP INC COM 78376410 7,243,541 143,153 143,153 134,053 9,100
S & T BANCORP INC COM 78385910 6,970,617 258,171 258,171 243,471 14,700
SBC COMMUNICATIONS I COM 78387G10 3,023,211,505 75,467,087 74,016,714 953,243 497,130 63,926,020 2,852,709 8,688,358
SBS TECHNOLOGIES INC COM 78387P10 1,819,403 96,163 96,163 87,463 8,700
SBA COMMUNICATIONS C COM 78388J10 6,134,040 247,840 247,300 540 223,740 24,100
SCI SYS INC COM 78389010 37,352,119 1,464,789 1,460,769 3,720 300 1,349,339 15,600 99,850
SCM MICROSYSTEMS INC COM 78401810 1,026,916 98,742 98,742 89,942 8,800
SCPIE HLDGS INC COM 78402P10 1,579,862 78,211 78,211 72,311 5,900
SCP POOL CORP COM 78402810 4,199,338 121,932 121,442 390 100 112,107 100 9,725
SEI INVESTMENTS CO COM 78411710 52,963,243 1,117,368 1,090,455 26,653 260 1,059,108 8,260 50,000
SEMCO ENERGY INC COM 78412D10 2,611,935 174,129 174,129 160,629 13,500
SJW CORP COM 78430510 1,390,059 16,258 16,258 14,958 1,300
SKF AB SPONSORED 78437540 324,324 20,790 20,790 20,790
SK TELECOM LTD SPONSORED 78440P10 1,463,742 86,612 86,612 28,312 58,300
SL GREEN RLTY CORP COM 78440X10 21,000,222 692,848 619,088 73,760 678,248 14,600
SLI INC COM 78442T10 1,332,012 161,456 161,396 60 150,256 11,200
SPDR TR UNIT SER 1 78462F10 47,054,983 383,809 383,809 363,309 20,500
SPSS INC COM 78462K10 1,441,872 91,200 91,200 83,600 7,600
SPS TECHNOLOGIES INC COM 78462610 4,747,678 100,162 99,742 420 94,162 6,000
S1 CORPORATION COM 78463B10 5,768,042 412,003 410,603 1,300 100 374,703 100 37,200
SPX CORP COM 78463510 78,594,638 627,853 557,610 53,412 16,831 571,464 20,231 36,158
SABA SOFTWARE INC COM 78493210 1,249,276 76,129 75,917 112 100 60,929 100 15,100
S Y BANCORP INC COM 78506010 437,410 12,865 12,865 11,765 1,100
SABRE HLDGS CORP CL A 78590510 129,665,650 2,593,313 2,586,709 5,158 1,446 2,267,383 95,321 230,609
SAFECO CORP COM 78642910 113,090,521 3,833,577 3,824,508 2,670 6,399 3,480,440 42,669 310,468
SAFEGUARD SCIENTIFIC COM 78644910 4,287,443 834,133 829,933 4,100 100 758,133 100 75,900
SAFEWAY INC COM NEW 78651420 455,570,496 9,491,052 9,436,662 51,295 3,095 8,409,841 169,880 911,331
SAGA COMMUNICATIONS CL A 78659810 1,531,491 64,511 64,511 58,411 6,100
ST FRANCIS CAP CORP COM 78937410 519,330 23,768 23,768 22,368 1,400
ST JOE CO COM 79014810 6,484,200 241,138 240,018 1,120 217,538 23,600
ST JUDE MED INC COM 79084910 137,545,980 2,292,433 2,289,048 3,185 200 2,026,430 75,610 190,393
ST MARY LD & EXPL CO COM 79222810 7,322,098 313,446 276,154 37,292 294,946 18,500
ST PAUL COS INC COM 79286010 226,943,999 4,476,213 4,458,630 11,327 6,256 3,861,973 81,266 532,974
Page Total 6,407,471,156
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SAKS INC COM 79377W10 13,241,856 1,379,360 1,372,330 6,930 100 1,278,568 15,700 85,092
SALEM COMMUNICATIONS CLA 79409310 3,815,653 174,390 174,390 168,890 5,500
SALTON INC COM 79575710 1,179,534 66,266 66,266 62,766 3,500
SAN PAOLO-IMI S P A SPONSORED 79917510 869,011 33,321 33,321 33,321
SANCHEZ COMPUTER ASS COM 79970210 1,425,196 107,562 107,442 120 105,062 2,500
SANDERSON FARMS INC COM 80001310 273,798 21,610 21,610 21,610
SANDISK CORP COM 80004C10 15,782,895 565,898 563,018 2,680 200 513,698 5,400 46,800
SANDY SPRING BANCORP COM 80036310 2,471,704 76,761 76,761 71,061 5,700
SANGAMO BIOSCIENCES COM 80067710 400,418 27,351 27,351 25,651 1,700
SANMINA CORP COM 80090710 146,404,454 6,253,928 6,243,548 9,960 420 5,349,815 104,320 799,793
SANGSTAT MED CORP COM 80100310 3,482,863 212,629 212,629 201,829 10,800
SANTANDER BANCORP COM 80280910 1,623,666 83,052 83,052 77,952 5,100
SANYO ELEC LTD ADR 5 COM 80303830 574,326 17,781 17,781 17,781
SAP AKTIENGESELLSCHA SPONSORED 80305420 501,050 14,279 13,959 320 14,279
SAPIENT CORP COM 80306210 22,655,236 2,323,614 2,309,922 13,292 400 2,053,424 31,000 239,190
SARA LEE CORP COM 80311110 426,380,461 22,512,168 18,995,171 3,391,057 125,940 14,992,016 5,652,842 1,867,310
SASOL LTD SPONSORED 80386630 261,179 28,796 28,796 28,796
SATCON TECHNOLOGY CO COM 80389310 505,236 48,348 48,348 48,348
SAUER-DANFOSS INC COM 80413710 1,757,397 185,968 185,908 60 173,568 12,400
SAUL CTRS INC COM 80439510 2,782,459 147,298 147,298 140,298 7,000
SAWTEK INC COM 80546810 19,316,271 820,921 820,651 170 100 797,321 100 23,500
SCANA CORP NEW COM 80589M10 29,478,177 1,037,964 1,024,074 13,237 653 955,111 10,353 72,500
SCANSOURCE INC COM 80603710 865,225 18,246 18,246 14,646 3,600
SCHAWK INC CL A 80637310 471,729 46,248 46,248 46,248
SCHEIN HENRY INC COM 80640710 27,014,020 674,339 670,239 200 3,900 639,039 7,200 28,100
SCHERING PLOUGH CORP COM 80660510 1,058,699,341 29,213,558 28,613,558 305,662 294,338 24,775,675 1,377,588 3,060,295
SCHLUMBERGER LTD COM 80685710 491,436,205 9,334,021 9,160,611 173,410 8,306,988 128,650 898,383
SCHOLASTIC CORP COM 80706610 32,646,510 725,478 724,278 1,000 200 690,578 200 34,700
SCHOOL SPECIALTY INC COM 80786310 3,550,109 137,335 137,095 240 127,735 9,600
SCHULER HOMES INC CL A 80818810 1,635,144 120,764 120,764 118,964 1,800
SCHULMAN A INC COM 80819410 4,849,564 359,227 358,927 300 338,402 20,825
SCHWAB CHARLES CORP COM 80851310 439,240,079 27,888,259 27,684,581 184,638 19,040 23,716,117 962,475 3,209,667
SCHWEITZER-MAUDUIT I COM 80854110 3,024,812 128,170 128,170 128,170
SCICLONE PHARMACEUTI COM 80862K10 1,493,727 256,214 256,214 235,914 20,300
SCIENTIFIC ATLANTA I COM 80865510 147,498,582 3,632,970 3,626,305 6,345 320 3,158,859 113,240 360,871
SCIENTIFIC GAMES COR CL A 80874P10 285,606 48,490 18,490 30,000 18,490 30,000
SCIOS INC COM 80890510 3,730,416 149,157 149,157 124,557 24,600
SCOTTISH PWR PLC SPON ADR F 81013T70 737,650 25,262 25,251 11 25,262
SCOTTS CO CL A 81018610 13,420,639 323,779 319,479 4,200 100 313,279 100 10,400
SCRIPPS E W CO OHIO CL A 81105420 19,922,025 288,725 288,645 80 260,600 2,800 25,325
SEACHANGE INTL INC COM 81169910 2,739,604 151,947 151,947 139,847 12,100
SEACOAST FINL SVCS C COM 81170Q10 3,490,500 214,800 212,324 1,876 600 194,300 600 19,900
SEACOR SMIT INC COM 81190410 8,343,978 178,519 178,129 390 167,319 11,200
SEALED AIR CORP NEW COM 81211K10 67,598,655 1,814,729 1,792,299 12,180 10,250 1,561,455 38,634 214,640
SEALED AIR CORP NEW PFD CV A $ 81211K20 414,001 10,363 5,841 1,522 3,000 7,363 3,000
SEARS ROEBUCK & CO COM 81238710 1,419,410,168 33,547,865 33,531,814 11,520 4,531 6,885,877 25,840,198 821,790
SEATTLE GENETICS INC COM 81257810 200,494 32,868 30,013 2,855 27,213 2,855 2,800
SECOND BANCORP INC COM 81311410 513,624 22,429 22,429 20,829 1,600
SECTOR SPDR TR SBI INT-TE 81369Y80 1,125,814 39,965 18,563 21,402 18,563 21,402
Page Total 4,449,541,061
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Issuer Class Numbers Value Prin Amt Defined Other
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SECURE COMPUTING COR COM 81370510 3,797,452 241,722 240,922 800 224,822 16,900
SECURITY CAP GROUP I CL B 81413P20 14,155,543 661,474 661,374 100 610,274 6,900 44,300
SEEBEYOND TECHNOLOGI COM 81570410 1,582,733 99,543 99,543 82,243 17,300
SEITEL INC COM NEW 81607430 3,741,215 285,589 285,439 150 271,689 13,900
SELECT MEDICAL CORP COM 81619610 653,820 32,691 32,691 26,891 5,800
SELECTICA INC COM 81628810 262,201 61,262 61,262 58,162 3,100
SELECTIVE INS GROUP COM 81630010 6,065,858 227,356 227,156 100 100 209,256 100 18,000
SEMTECH CORP COM 81685010 25,776,660 859,222 858,362 660 200 806,322 7,300 45,600
SEMPRA ENERGY COM 81685110 120,448,174 4,405,566 4,397,188 7,478 900 3,863,714 71,137 470,715
SEMITOOL INC COM 81690910 1,571,491 131,726 131,726 122,126 9,600
SENIOR HSG PPTYS TR SH BEN INT 81721M10 2,146,820 165,140 165,080 60 156,940 8,200
SENSIENT TECHNOLOGIE COM 81725T10 10,963,323 534,275 533,975 300 500,360 33,915
SENSORMATIC ELECTRS COM 81726510 17,689,469 1,040,557 1,039,717 440 400 986,857 400 53,300
SEPRACOR INC COM 81731510 34,251,880 860,600 791,766 4,934 63,900 736,200 70,800 53,600
SEQUA CORPORATION CL A 81732010 4,047,452 88,955 88,955 84,655 4,300
SEQUENOM INC COM 81733710 912,394 65,171 65,171 53,471 11,700
SERENA SOFTWARE INC COM 81749210 5,465,245 150,392 150,382 10 140,392 10,000
SERONO S A SPONSORED 81752M10 552,941 22,162 22,162 22,162
SEROLOGICALS CORP COM 81752310 1,094,549 51,291 50,891 400 40,191 11,100
SERVICE CORP INTL COM 81756510 18,193,250 2,860,574 2,847,034 13,320 220 2,464,223 27,520 368,831
SERVICEMASTER CO COM 81760N10 29,677,164 2,473,097 2,467,682 4,520 895 2,081,369 32,695 359,033
7-ELEVEN INC COM NEW 81782620 3,819,723 339,531 339,531 325,131 14,400
SHAW GROUP INC COM 82028010 11,565,962 288,428 287,088 1,340 257,328 4,000 27,100
SHERWIN WILLIAMS CO COM 82434810 83,737,600 3,771,964 3,760,264 5,600 6,100 3,294,105 53,200 424,659
SHIRE PHARMACEUTICAL SPONSORED 82481R10 581,473 10,477 10,477 9,194 1,283
SHOPKO STORES INC COM 82491110 1,760,617 241,843 241,843 229,543 12,300
SHUFFLE MASTER INC COM 82554910 1,174,803 55,943 55,943 45,493 10,450
SHURGARD STORAGE CTR COM 82567D10 10,673,562 341,554 341,454 100 321,954 19,600
SICOR INC COM 82584610 16,943,249 733,474 733,214 260 700,474 33,000
SIEBEL SYS INC COM 82617010 409,064,567 8,722,059 8,703,816 17,683 560 7,463,052 310,060 948,947
SIEMENS A G SPONSORED 82619750 2,763,567 44,834 44,834 44,834
SIERRA HEALTH SVCS I COM 82632210 431,074 61,582 61,582 57,282 4,300
SIERRA PAC RES NEW COM 82642810 15,364,199 960,863 959,532 1,031 300 905,963 300 54,600
SIGMA ALDRICH CORP COM 82655210 60,915,866 1,577,314 1,557,702 6,372 13,240 1,360,405 50,470 166,439
SIGNALSOFT CORP COM 82668M10 321,919 27,993 27,993 16,993 11,000
SILICON LABORATORIES COM 82691910 2,524,372 114,225 114,175 50 108,425 5,800
SILGAN HOLDINGS INC COM 82704810 464,339 26,443 26,443 20,443 6,000
SILICON IMAGE INC COM 82705T10 1,399,265 279,853 279,833 20 255,153 24,700
SILICON GRAPHICS INC COM 82705610 2,104,576 1,514,084 1,513,214 770 100 1,391,384 100 122,600
SILICON STORAGE TECH COM 82705710 4,998,982 493,483 492,213 1,270 446,483 47,000
SILICON VY BANCSHARE COM 82706410 15,257,220 693,510 629,576 51,804 12,130 652,180 12,130 29,200
SILICONIX INC COM NEW 82707920 2,038,343 64,423 64,423 60,523 3,900
SILVERSTREAM SOFTWAR COM 82790710 618,172 87,684 87,664 20 87,684
SIMMONS 1ST NATL COR CL A $5 PA 82873020 921,539 27,591 27,591 23,091 4,500
SIMON PPTY GROUP INC COM 82880610 54,466,309 1,817,361 1,729,556 87,805 1,633,726 10,700 172,935
SIMPSON MANUFACTURIN COM 82907310 4,014,235 66,351 66,351 60,451 5,900
SINCLAIR BROADCAST G CL A 82922610 3,485,736 338,421 338,421 322,621 15,800
SIRIUS SATELLITE RAD COM 82966U10 4,209,658 345,337 345,137 100 100 323,937 100 21,300
SITEL CORP COM 82980K10 610,536 381,585 381,185 400 352,085 29,500
Page Total 1,019,261,097
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SIPEX CORP COM 82990910 2,823,942 187,140 187,140 172,940 14,200
SIX FLAGS INC COM 83001P10 18,551,662 881,733 880,213 1,220 300 813,033 8,700 60,000
SKECHERS U S A INC CL A 83056610 3,847,311 131,622 131,622 123,122 8,500
SKILLSOFT CORP COM 83066P10 662,669 19,348 19,348 18,548 800
SKY FINL GROUP INC COM 83080P10 13,532,602 714,876 713,326 1,550 653,476 7,900 53,500
SKYLINE CORP COM 83083010 1,704,379 62,661 62,661 56,161 6,500
SKYWEST INC COM 83087910 11,160,184 398,578 397,958 520 100 360,678 4,800 33,100
SMART & FINAL INC COM 83168310 1,250,634 113,694 113,694 106,194 7,500
SMARTFORCE PUB LTD C SPONSORED 83170A20 384,112 10,903 10,903 9,653 1,250
SMITH A O COM 83186520 3,079,086 172,016 171,996 20 161,616 10,400
SMITH INTL INC COM 83211010 35,137,912 582,332 567,787 11,105 3,440 533,846 8,740 39,746
SMITH CHARLES E RESD COM 83219710 22,588,613 450,421 423,746 26,675 436,621 13,800
SMITHFIELD FOODS INC COM 83224810 36,063,946 894,887 894,137 650 100 848,987 5,200 40,700
SMUCKER J M CO COM 83269630 6,639,880 255,380 255,380 232,180 23,200
SMURFIT-STONE CONTAI COM 83272710 27,880,410 1,721,013 1,697,641 19,922 3,450 1,580,163 16,650 124,200
SNAP ON INC COM 83303410 30,758,965 1,273,136 1,271,826 1,310 1,126,213 16,100 130,823
SOLA INTL INC COM 83409210 999,848 70,861 70,861 56,861 14,000
SOLECTRON CORP COM 83418210 244,792,731 13,376,652 12,865,551 379,281 131,820 11,533,705 341,160 1,501,787
SOLUTIA INC COM 83437610 17,607,456 1,380,977 1,379,507 870 600 1,298,277 10,600 72,100
SOMERA COMMUNICATION COM 83445810 1,664,521 232,475 230,215 2,260 211,275 21,200
SONERA GROUP PLC SPONSORED 83543320 268,320 34,400 34,320 80 34,400
SONIC AUTOMOTIVE INC CL A 83545G10 3,903,677 204,381 204,321 60 191,881 12,500
SONIC CORP COM 83545110 7,529,655 237,304 237,304 224,294 13,010
SONICBLUE INC COM 83546Q10 2,544,804 771,153 770,653 500 715,553 55,600
SONICWALL INC COM 83547010 8,011,158 317,777 317,157 620 293,077 24,700
SONOCO PRODS CO COM 83549510 143,193,381 5,755,361 1,792,713 3,958,933 3,715 1,685,507 3,963,166 106,688
SONOSITE INC COM 83568G10 1,565,308 80,686 80,586 100 78,786 100 1,800
SONY CORP ADR NEW 83569930 31,716,784 482,018 169,764 312,254 476,118 5,900
SORRENTO NETWORKS CO COM 83586Q10 642,715 53,649 52,729 920 45,749 7,900
SOTHEBYS HLDGS INC CL A 83589810 9,582,349 594,070 593,570 300 200 577,470 200 16,400
SONUS NETWORKS INC COM 83591610 9,020,370 386,146 385,826 100 220 265,849 14,820 105,477
SOUTH FINL GROUP INC COM 83784110 6,948,330 368,026 367,809 217 338,126 29,900
SOUTH JERSEY INDS IN COM 83851810 3,157,893 101,377 101,377 93,077 8,300
SOUTHERN CO COM 84258710 316,256,753 13,602,441 13,566,114 24,398 11,929 11,845,014 236,229 1,521,198
SOUTHERN PERU COPPER COM 84361110 2,658,757 215,284 215,284 206,484 8,800
SOUTHERN UN CO NEW COM 84403010 6,601,786 323,617 317,329 605 5,683 281,234 5,683 36,700
SOUTHTRUST CORP COM 84473010 174,970,120 6,729,620 6,717,360 11,820 440 6,002,847 105,180 621,593
SOUTHWEST AIRLS CO COM 84474110 1,607,947,922 86,963,111 86,896,575 53,104 13,432 13,452,160 71,617,090 1,893,861
SOUTHWEST BANCORPORA COM 84476R10 8,166,790 270,334 270,214 20 100 251,234 100 19,000
SOUTHWEST GAS CORP COM 84489510 6,116,259 258,288 256,388 1,900 237,488 20,800
SOUTHWEST SECS GROUP COM 84522410 3,807,702 183,947 183,837 110 172,947 11,000
SOUTHWESTERN ENERGY COM 84546710 2,477,011 202,205 202,205 186,405 15,800
SOVEREIGN BANCORP IN COM 84590510 38,670,489 2,974,653 2,966,733 6,520 1,400 2,771,853 25,000 177,800
SOVRAN SELF STORAGE COM 84610H10 8,720,531 172,471 172,471 165,271 7,200
SPANISH BROADCASTING CL A 84642588 2,028,838 247,118 246,918 200 224,118 23,000
SPARTAN STORES INC COM 84682210 482,185 30,024 30,024 17,924 12,100
SPARTECH CORP COM NEW 84722020 3,113,079 128,906 128,906 119,606 9,300
SPECIALTY LABORATORI COM 84749R10 1,200,147 31,708 31,513 195 29,808 1,900
SPECTRA-PHYSICS LASE COM 84756810 635,910 27,481 27,481 27,481
Page Total 2,889,069,886
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SPECTRALINK CORP COM 84758010 1,963,989 150,960 150,810 150 143,560 7,400
SPECTRASITE HLDGS IN COM 84760T10 3,277,757 452,729 446,489 6,240 416,329 36,400
SPECTRIAN CORP COM 84760810 414,032 25,877 25,877 24,577 1,300
SPEECHWORKS INTL INC COM 84764M10 1,017,438 64,805 64,770 35 49,805 15,000
SPEEDFAM-IPEC INC COM 84770510 617,280 193,505 193,505 193,505
SPEEDWAY MOTORSPORTS COM 84778810 3,489,013 138,398 133,398 5,000 124,898 5,000 8,500
SPHERION CORP COM 84842010 4,305,728 481,087 480,187 900 442,587 38,500
SPIEGEL INC CL A 84845710 1,810,823 187,262 187,262 187,262
SPIEKER PPTYS INC COM 84849710 44,503,822 742,349 727,664 14,685 698,853 5,900 37,596
SPINNAKER EXPL CO COM 84855W10 4,395,003 110,261 110,061 200 98,361 11,900
SPORTS RESORTS INTL COM 84918U10 255,373 20,898 20,898 13,298 7,600
SPRINGS INDS INC CL A 85178310 5,135,621 116,454 116,454 105,598 10,856
SPRINT CORP COM FON GR 85206110 368,282,861 17,241,707 17,134,145 86,898 20,664 15,270,250 295,414 1,676,043
SPRINT CORP PCS COM SE 85206150 411,992,745 17,059,741 16,897,687 133,825 28,229 14,902,289 639,859 1,517,593
STAMPS COM INC COM 85285710 743,985 198,396 198,396 198,296 100
STANCORP FINL GROUP COM 85289110 16,445,799 347,031 347,031 322,831 24,200
STANDARD COML CORP COM 85325810 492,522 28,870 28,870 26,770 2,100
STANDARD MICROSYSTEM COM 85362610 2,230,733 124,622 124,622 114,322 10,300
STANDARD PAC CORP NE COM 85375C10 10,606,635 458,170 457,810 360 441,770 16,400
STANDARD REGISTER CO COM 85388710 2,447,679 132,307 132,207 100 117,307 15,000
STANDEX INTL CORP COM 85423110 2,376,850 100,714 98,194 2,520 91,294 2,520 6,900
STANLEY FURNITURE IN COM NEW 85430520 364,548 13,552 13,552 12,452 1,100
STANFORD MICRODEVICE COM 85439910 1,211,746 71,701 66,800 4,901 71,701
STANLEY WKS COM 85461610 75,372,818 1,799,733 1,758,462 28,011 13,260 1,549,401 38,450 211,882
STARBASE CORP COM NEW 85491020 717,498 196,575 196,575 153,375 43,200
STAPLES INC COM 85503010 152,762,239 9,553,611 9,060,995 305,882 186,734 8,081,453 331,314 1,140,844
STARBUCKS CORP COM 85524410 167,308,555 7,274,285 7,172,905 90,610 10,770 6,217,031 283,870 773,384
STARMEDIA NETWORK IN COM 85554610 691,867 371,972 371,972 364,943 6,529 500
STARTEK INC COM 85569C10 1,474,717 65,253 65,253 63,853 1,400
STATE AUTO FINL CORP COM 85570710 2,196,440 134,011 134,011 129,211 4,800
STARWOOD HOTELS&RESO PAIRED CTF 85590A20 153,452,047 4,116,203 4,088,408 27,795 3,630,820 59,200 426,183
STATE STR CORP COM 85747710 761,684,159 15,390,668 6,709,159 8,207,641 473,868 6,119,787 8,463,894 806,987
STATEN IS BANCORP IN COM 85755010 8,016,678 287,852 287,852 268,952 18,900
STATION CASINOS INC COM 85768910 4,893,920 305,870 305,720 150 282,870 23,000
STEAK N SHAKE CO COM 85787310 1,710,991 184,972 184,972 170,283 14,689
STEEL DYNAMICS INC COM 85811910 3,897,212 311,777 308,707 3,070 296,177 15,600
STEELCASE INC CL A 85815520 6,144,116 514,152 510,272 3,880 446,952 8,400 58,800
STEIN MART INC COM 85837510 2,623,743 253,747 253,747 235,047 18,700
STEPAN CO COM 85858610 1,264,936 48,280 48,280 44,780 3,500
STERLING BANCSHARES COM 85890710 6,853,301 357,315 357,315 343,715 13,600
STERICYCLE INC COM 85891210 5,832,833 124,235 124,235 111,835 12,400
STERIS CORP COM 85915210 15,813,515 788,704 787,904 800 740,004 48,700
STERLING BANCORP COM 85915810 836,634 27,341 27,341 22,441 4,900
STERLING FINL CORP COM 85931710 831,779 35,930 35,930 28,930 7,000
STEWART & STEVENSON COM 86034210 10,975,074 332,578 331,168 1,410 313,938 18,640
STEWART ENTERPRISES CL A 86037010 5,630,008 771,234 771,234 712,934 58,300
STEWART INFORMATION COM 86037210 1,829,214 93,854 93,854 87,254 6,600
STILLWATER MNG CO COM 86074Q10 10,250,165 350,433 348,693 1,640 100 314,133 100 36,200
STILWELL FINL INC COM 86083110 146,971,086 4,379,353 4,355,452 16,501 7,400 3,778,071 161,790 439,492
Page Total 2,438,417,527
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STMICROELECTRONICS N NY REGISTR 86101210 3,336,541 99,628 99,628 99,628
STONE ENERGY CORP COM 86164210 9,567,205 215,964 215,564 300 100 200,257 100 15,607
STONERIDGE INC COM 86183P10 1,351,361 125,708 125,608 100 123,308 2,400
STORAGE USA INC COM 86190710 14,206,356 394,621 363,281 31,340 385,021 9,600
STORA ENSO CORP SPON ADR R 86210M10 480,320 45,356 45,022 334 45,356
STORAGENETWORKS INC COM 86211E10 2,280,941 134,252 130,569 3,683 97,952 36,300
STORAGE TECHNOLOGY C COM PAR $0 86211120 21,390,456 1,554,539 1,552,139 2,000 400 1,466,739 10,400 77,400
STRATOS LIGHTWAVE IN COM 86310010 6,155,448 473,496 472,043 1,453 439,492 34,004
STRAYER ED INC COM 86323610 3,244,751 66,559 66,559 61,959 4,600
STRIDE RITE CORP COM 86331410 3,194,249 375,794 375,794 337,394 38,400
STRUCTURAL DYNAMICS COM 86355510 15,181,351 619,647 619,547 100 596,947 22,700
STRYKER CORP COM 86366710 247,309,599 4,508,835 3,924,895 472,285 111,655 3,927,718 230,855 350,262
STUDENT LN CORP COM 86390210 3,999,465 57,340 57,340 54,840 2,500
STURM RUGER & CO INC COM 86415910 2,665,100 271,949 271,929 20 265,249 6,700
SUFFOLK BANCORP COM 86473910 767,901 17,133 17,133 13,433 3,700
SUIZA FOODS CORP COM 86507710 26,433,711 497,810 496,410 300 1,100 475,410 1,100 21,300
SUMMIT PPTYS INC COM 86623910 8,114,143 302,428 302,428 285,828 16,600
SUN COMMUNITIES INC COM 86667410 8,593,125 243,087 226,887 16,200 233,787 9,300
SUN LIFE FINL SVCS C COM 86679610 476,163 20,049 20,049 20,049
SUN MICROSYSTEMS INC COM 86681010 1,071,989,102 68,192,691 66,696,169 1,215,006 281,516 58,507,149 2,564,636 7,120,906
SUNAIR ELECTRS INC COM 86701710 571,745 278,900 278,900 278,900
SUNCOR ENERGY INC COM 86722910 379,640 14,772 14,772 14,772
SUNGARD DATA SYS INC COM 86736310 106,449,131 3,547,122 3,378,396 148,726 20,000 3,279,949 46,900 220,273
SUNOCO INC COM 86764P10 80,179,333 2,188,898 2,183,341 5,457 100 1,949,428 32,415 207,055
SUNQUEST INFORMATION COM 86765410 249,913 10,505 10,505 10,505
SUNRISE ASSISTED LIV COM 86768K10 4,547,287 173,230 173,230 160,330 12,900
SUNRISE TELECOM INC COM 86769Y10 328,487 55,208 55,208 52,008 3,200
SUNTRUST BKS INC COM 86791410 383,340,055 5,917,568 5,888,986 26,430 2,152 5,111,088 90,732 715,748
SUPERCONDUCTOR TECHN COM 86793110 283,134 47,189 47,189 47,189
SUPERGEN INC COM 86805910 2,987,921 202,846 202,846 192,446 10,400
SUPERIOR ENERGY SVCS COM 86815710 3,243,179 410,529 409,609 400 520 376,909 520 33,100
SUPERIOR INDS INTL I COM 86816810 13,268,537 346,437 346,437 332,337 14,100
SUPERTEX INC COM 86853210 860,517 69,734 69,734 68,234 1,500
SUPERVALU INC COM 86853610 65,579,681 3,736,734 3,732,544 4,190 3,325,031 43,130 368,573
SUPPORT COM INC COM 86858710 281,465 43,638 43,638 30,138 13,500
SURMODICS INC COM 86887310 6,511,982 110,748 110,548 200 101,948 8,800
SUSQUEHANNA BANCSHAR COM 86909910 6,541,649 321,457 320,797 660 294,297 660 26,500
SWIFT ENERGY CO COM 87073810 6,165,983 204,646 204,446 200 191,246 13,400
SWIFT TRANSN CO COM 87075610 11,337,687 588,665 588,365 100 200 554,265 200 34,200
SWISSCOM AG SPONSORED 87101310 1,403,644 58,853 58,853 58,853
SYBASE INC COM 87113010 43,287,072 2,631,433 2,629,159 1,974 300 2,534,976 9,300 87,157
SYBRON DENTAL SPECIA COM 87114210 5,005,747 244,302 234,436 9,333 533 222,103 533 21,666
SYCAMORE NETWORKS IN COM 87120610 9,659,490 1,036,426 844,479 191,147 800 917,976 10,300 108,150
SYKES ENTERPRISES IN COM 87123710 3,549,678 322,698 322,698 305,598 17,100
SYLVAN LEARNING SYS COM 87139910 8,759,664 360,480 360,380 100 339,530 20,950
SYMANTEC CORP COM 87150310 49,737,132 1,138,410 1,136,980 1,130 300 1,053,360 6,100 78,950
SYMBOL TECHNOLOGIES COM 87150810 91,092,238 4,103,254 4,096,742 6,062 450 3,642,335 74,299 386,620
SYMMETRICOM INC COM 87154310 2,989,868 204,226 204,226 187,026 17,200
SYMYX TECHNOLOGIES COM 87155S10 4,597,595 174,880 174,540 340 161,380 13,500
Page Total 2,363,926,742
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SYNCOR INTL CORP DEL COM 87157J10 5,729,606 184,826 184,826 171,926 12,900
SYNGENTA AG SPONSORED 87160A10 2,145,355 198,644 198,635 9 198,644
SYNPLICITY INC COM 87160Y10 305,785 30,548 30,548 24,148 6,400
SYNOPSYS INC COM 87160710 33,505,865 692,413 691,313 900 200 641,869 5,300 45,244
SYNOVUS FINL CORP COM 87161C10 175,779,525 5,601,642 5,595,332 6,010 300 4,840,445 196,450 564,747
SYNTEL INC COM 87162H10 463,509 60,196 60,196 60,196
SYNTROLEUM CORP COM 87163010 2,383,161 262,174 258,534 3,640 240,274 21,900
SYSCO CORP COM 87182910 496,218,432 18,276,922 14,652,977 2,065,701 1,558,244 14,510,615 2,040,044 1,726,263
SYSTEMS & COMPUTER T COM 87187310 2,537,475 280,384 280,284 100 257,984 22,400
TBC CORP COM 87218010 381,667 39,840 39,840 36,340 3,500
TCF FINL CORP COM 87227510 44,836,462 968,181 948,274 10,445 9,462 895,819 17,862 54,500
TC PIPELINES LP UT COM LTD 87233Q10 254,679 11,073 11,073 11,073
TD WATERHOUSE GRP IN COM 87236210 3,141,719 287,440 287,320 120 258,340 300 28,800
TECO ENERGY INC COM 87237510 44,935,375 1,473,291 1,350,006 54,102 69,183 1,285,108 82,083 106,100
TEPPCO PARTNERS L P UT LTD PAR 87238410 582,274 19,839 16,439 1,000 2,400 17,439 2,400
THQ INC COM NEW 87244340 10,786,649 180,893 180,893 167,293 13,600
TJX COS INC NEW COM 87254010 190,873,923 5,989,141 5,973,211 13,730 2,200 4,768,116 592,604 628,421
TRC COS INC COM 87262510 741,538 18,460 18,460 15,260 3,200
TRW INC COM 87264910 101,910,297 2,485,617 2,472,889 6,880 5,848 2,166,957 69,618 249,042
TMP WORLDWIDE INC COM 87294110 112,717,680 1,878,628 1,877,288 1,240 100 1,645,176 71,000 162,452
TTM TECHNOLOGIES IN COM 87305R10 298,258 33,893 33,893 33,893
TXU CORP COM 87316810 269,070,744 5,583,539 5,568,203 9,837 5,499 4,900,140 99,421 583,978
TAIWAN SEMICONDUCTOR SPONSORED 87403910 2,362,895 155,556 155,556 155,556
TAKE-TWO INTERACTIVE COM 87405410 4,480,381 241,530 241,470 60 221,630 19,900
TALBOTS INC COM 87416110 25,806,331 589,859 589,142 317 400 570,059 3,300 16,500
TALK AMERICA HLDGS I COM 87426R10 386,730 411,415 411,415 411,415
TALX CORP COM 87491810 1,019,484 25,519 25,519 20,619 4,900
TANGER FACTORY OUTLE COM 87546510 1,727,254 75,098 75,098 71,798 3,300
TANOX INC COM 87588Q10 3,163,644 100,274 100,254 20 85,574 14,700
TARGET CORP COM 87612E10 2,843,487,788 82,181,728 81,371,284 632,990 177,454 16,425,585 63,499,297 2,256,846
TARGETED GENETICS CO COM 87612M10 1,539,661 236,871 236,871 216,671 20,200
TASTY BAKING CO COM 87655330 1,035,468 58,800 58,800 58,800
TAUBMAN CTRS INC COM 87666410 11,644,822 831,773 831,773 813,873 17,900
TECH DATA CORP COM 87823710 17,822,479 534,247 532,052 1,895 300 491,547 6,000 36,700
TECHNE CORP COM 87837710 8,507,297 261,763 261,123 640 237,583 24,180
TECHNITROL INC COM 87855510 8,148,088 313,388 311,368 1,520 500 292,988 500 19,900
TECUMSEH PRODS CO CL A 87889520 9,431,532 190,536 190,036 400 100 178,636 100 11,800
TEJON RANCH CO DEL COM 87908010 1,706,912 62,639 62,639 59,439 3,200
TEKELEC COM 87910110 8,121,870 299,700 299,100 600 265,900 4,800 29,000
TEKTRONIX INC COM 87913110 53,464,730 1,969,235 1,966,150 2,985 100 1,755,327 27,380 186,528
TELE CENTRO OESTE CE SPON ADR P 87923P10 223,792 25,872 25,872 3,798 22,074
TELE NORTE LESTE PAR SPON ADR P 87924610 389,633 25,533 25,533 11,778 13,755
TELECOM ITALIA SPA SPON ADR O 87927W10 3,386,504 38,483 38,483 38,483
TELECOMM ARGENTINA S SPON ADR R 87927320 228,443 14,786 14,786 9,356 5,430
TELECOM CORP NEW ZEA SPONSORED 87927820 265,570 14,632 14,632 14,632
TELECORP PCS INC NEW CL A 87930010 6,956,716 359,149 358,029 1,020 100 318,949 3,600 36,600
TELEDYNE TECHNOLOGIE COM 87936010 4,316,952 284,010 283,487 509 14 263,711 14 20,285
TELEFLEX INC COM 87936910 28,003,668 636,447 635,627 620 200 606,752 3,400 26,295
TELEFONICA DE ARGENT SPON ADR C 87937820 204,491 11,205 11,205 11,205
Page Total 4,547,433,113
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TELEFONICA S A SPONSORED 87938220 14,543,560 390,536 115,640 274,896 385,741 4,795
TELEFONOS DE MEXICO SPON ADR O 87940378 2,822,078 80,424 80,424 16,113 64,311
TELEPHONE & DATA SYS COM 87943310 70,892,711 651,887 648,597 3,110 180 593,607 5,680 52,600
TELENOR ASA SPONSORED 87944W10 342,600 28,550 28,550 28,550
TELE2 AB SPON ADR R 87952P20 557,202 17,633 17,633 17,633
TELIK INC COM 87959M10 372,960 37,864 37,864 27,064 10,800
TELLABS INC COM 87966410 160,117,637 8,262,004 8,246,101 13,543 2,360 7,089,635 288,545 883,824
TELLIUM INC COM 87967E10 1,079,260 59,300 59,300 53,700 5,600
TELSTRA CORP LTD SPON ADR F 87969N20 566,239 40,766 40,766 40,766
TELULAR CORP COM NEW 87970T20 208,656 20,700 20,700 20,700
TEMPLE INLAND INC COM 87986810 75,727,381 1,421,043 1,039,400 381,543 100 912,187 396,048 112,808
TELETECH HOLDINGS IN COM 87993910 1,851,355 205,935 205,815 120 188,735 17,200
TENET HEALTHCARE COR COM 88033G10 360,378,321 6,984,076 6,972,491 10,945 640 6,148,120 84,000 751,956
TENNANT CO COM 88034510 3,245,000 81,125 80,525 600 72,225 8,900
TENNECO AUTOMOTIVE I COM 88034910 356,080 109,227 109,130 57 40 109,187 40
TERADYNE INC COM 88077010 115,271,170 3,293,462 3,279,887 13,055 520 2,908,515 55,820 329,127
TERAYON COMMUNICATIO COM 88077510 1,662,442 271,641 268,681 2,960 247,141 24,500
TEREX CORP NEW COM 88077910 4,867,795 229,613 229,593 20 210,713 18,900
TERRA INDS INC COM 88091510 455,126 116,699 116,699 110,799 5,900
TERRA NETWORKS S A SPONSORED 88100W10 364,739 47,929 47,908 21 47,284 645
TERRA NITROGEN CO L COM UNIT 88100520 296,055 38,700 38,700 38,700
TERREMARK WORLDWIDE COM 88144810 1,496,794 978,297 978,297 887,697 90,600
TESORO PETE CORP COM 88160910 3,243,605 257,429 253,529 3,900 240,929 16,500
TETRA TECHNOLOGIES I COM 88162F10 915,236 37,433 37,433 30,033 7,400
TETRA TECH INC NEW COM 88162G10 8,290,179 304,786 304,586 200 282,386 22,400
TEVA PHARMACEUTICAL ADR 88162420 1,058,165 16,985 16,985 5,940 11,045
TEXACO INC COM 88169410 2,736,761,696 41,055,531 40,849,102 102,862 103,567 39,817,828 284,247 953,456
TEXAS BIOTECHNOLOGY COM 88221T10 3,080,370 367,586 367,586 340,286 27,300
TEXAS INDS INC COM 88249110 6,507,344 189,222 189,182 40 174,822 14,400
TEXAS INSTRS INC COM 88250810 1,158,915,292 36,329,633 36,120,082 150,957 58,594 31,267,850 620,464 4,441,319
TEXAS REGL BANCSHARE CL A VTG 88267310 7,493,295 185,984 185,984 177,464 8,520
TEXTRON INC COM 88320310 165,667,648 3,009,950 2,988,959 15,000 5,991 2,646,110 58,106 305,734
THERAGENICS CORP COM 88337510 3,170,649 283,854 283,854 267,354 16,500
THERMA-WAVE INC COM 88343A10 2,134,409 111,925 111,905 20 104,425 7,500
THERMO ELECTRON CORP COM 88355610 87,618,306 3,979,033 3,967,416 11,377 240 3,580,245 66,345 332,443
THIRD WAVE TECHNOLOG COM 88428W10 416,350 40,305 40,305 36,705 3,600
THOMAS & BETTS CORP COM 88431510 35,826,871 1,623,329 1,619,085 3,444 800 1,496,954 11,900 114,475
THOMAS INDS INC COM 88442510 3,781,103 128,173 128,173 112,573 15,600
THOMSON MULTIMEDIA SPONSORED 88511810 372,912 11,816 11,816 11,816
THOR INDS INC COM 88516010 1,845,034 55,961 55,961 51,661 4,300
THORATEC CORP COM NEW 88517530 3,754,112 241,422 241,422 223,722 17,700
THORNBURG MTG INC COM 88521810 1,075,416 69,337 69,337 55,837 13,500
3DO CO COM 88553W10 981,023 134,756 134,756 114,256 20,500
3COM CORP COM 88553510 16,755,074 3,527,384 3,515,334 7,075 4,975 3,012,830 147,154 367,400
3-D SYS CORP DEL COM NEW 88554D20 351,985 20,705 20,705 19,205 1,500
THREE FIVE SYS INC COM 88554L10 3,423,553 190,409 190,194 215 176,309 14,100
3-DIMENSIONAL PHARMA COM 88554W10 336,244 34,989 34,989 32,789 2,200
3TEC ENERGY CORP COM NEW 88575R30 457,824 28,614 28,514 100 20,014 100 8,500
TIBCO SOFTWARE INC COM 88632Q10 10,039,837 786,205 776,426 9,679 100 730,805 14,300 41,100
Page Total 5,081,748,693
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TICKETMASTER CL B 88633P20 2,684,083 181,357 181,237 120 166,357 100 14,900
TIDEWATER INC COM 88642310 24,584,094 652,098 650,798 1,000 300 607,348 6,200 38,550
TIFFANY & CO NEW COM 88654710 102,863,858 2,839,974 2,829,379 10,295 300 2,485,614 101,600 252,760
TIMBERLAND CO CL A 88710010 7,151,230 180,998 180,578 300 120 160,078 120 20,800
TIME WARNER TELECOM CL A 88731910 11,858,672 353,779 352,824 855 100 310,879 5,800 37,100
TIMKEN CO COM 88738910 21,082,914 1,244,564 1,243,244 1,320 1,141,103 10,100 93,361
TITAN CORP COM 88826610 13,996,983 611,222 610,682 440 100 575,022 100 36,100
TITAN PHARMACEUTICAL COM 88831410 6,040,352 201,278 200,978 300 185,278 16,000
TITANIUM METALS CORP COM 88833910 546,280 54,628 54,628 42,428 12,200
TIVO INC COM 88870610 748,093 136,017 135,317 700 136,017
TNT POST GROEP N V SPONSORED 88874210 793,182 38,318 38,318 38,318
TOKIO MARINE & FIRE ADR NEW 88909040 1,889,375 40,623 40,623 40,623
TOLL BROTHERS INC COM 88947810 9,835,283 250,198 250,198 236,598 13,600
TOLLGRADE COMMUNICAT COM 88954210 4,147,833 145,538 145,538 137,938 7,600
TOMPKINSTRUSTCO INC COM 89011010 704,008 17,823 17,823 13,723 4,100
TOO INC COM 89033310 6,963,929 254,158 253,698 432 28 233,930 28 220,200
TOOTSIE ROLL INDS IN COM 89051610 17,515,774 454,483 453,219 1,058 206 423,919 4,235 26,329
TOPPS INC COM 89078610 5,880,011 502,995 502,895 100 473,195 29,800
TORCHMARK CORP COM 89102710 125,838,039 3,129,521 3,110,641 12,080 6,800 2,825,786 52,620 251,115
TORO CO COM 89109210 12,190,395 271,199 270,899 300 259,499 11,700
TORONTO DOMINION BK COM NEW 89116050 877,455 34,289 34,289 34,289
TOSCO CORP COM NEW 89149030 180,638,610 4,100,763 4,087,108 10,355 3,300 3,735,101 49,400 316,262
TOTAL FINA ELF S A SPONSORED 89151E10 13,664,008 194,644 97,629 97,015 192,744 1,900
TOWER AUTOMOTIVE INC COM 89170710 3,566,702 347,971 347,971 319,871 28,100
TOTAL SYS SVCS INC COM 89190610 9,137,671 321,749 321,329 420 291,249 5,500 25,000
TOWN & CTRY TR SH BEN INT 89208110 3,783,649 185,473 185,473 173,673 11,800
TOYOTA MOTOR CORP SP ADR REP 89233130 14,358,273 203,808 203,808 203,808
TOYS R US INC COM 89233510 101,196,686 4,088,755 4,070,820 17,795 140 3,502,381 62,000 524,374
TRAMMELL CROW CO COM 89288R10 2,272,432 205,650 205,570 80 187,850 17,800
TRANS WORLD ENTMT CO COM 89336Q10 2,506,579 263,573 263,473 100 240,273 23,300
TRANSACTION SYS ARCH CL A 89341610 6,102,009 393,678 388,498 5,080 100 368,378 100 25,200
TRANSATLANTIC HLDGS COM 89352110 18,824,274 153,655 153,285 370 141,255 2,000 10,400
TRANSCANADA PIPELINE COM 89352610 271,888 22,051 22,051 22,051
TRANSKARYOTIC THERAP COM 89373510 4,871,000 165,399 165,199 200 152,299 13,100
TRANSMETA CORP DEL COM 89376R10 1,198,517 214,788 214,788 148,488 8,900 57,400
TRANSMONTAIGNE INC COM 89393410 1,559,823 268,935 268,935 263,835 5,100
TRAVELOCITY COM INC COM 89395310 5,089,507 165,782 165,782 159,782 6,000
TRANSWITCH CORP COM 89406510 11,374,275 1,034,025 1,033,445 280 300 978,425 300 55,300
TREDEGAR CORP COM 89465010 3,830,229 200,012 200,012 190,212 9,800
TREMONT CORP COM PAR $1 89474520 755,937 21,294 21,294 21,294
TRENDWEST RESORTS IN COM 89491710 1,361,599 58,188 58,188 54,688 3,500
TREX INC COM 89531P10 858,299 44,587 44,587 41,087 3,500
TRI CONTL CORP COM 89543610 235,116 10,800 10,800 3,800 7,000
TRIAD HOSPITALS INC COM 89579K10 22,050,986 748,252 747,585 572 95 692,917 6,895 48,440
TRIANGLE PHARMACEUTI COM 89589H10 1,230,975 263,029 263,029 238,129 24,900
TRIAD GTY INC COM 89592510 7,879,080 196,977 196,977 192,777 4,200
TRIARC COS INC CL A 89592710 3,263,419 124,558 124,498 60 115,258 9,300
TRICON GLOBAL RESTAU COM 89595310 186,286,445 4,243,427 4,219,094 18,949 5,384 2,654,803 1,317,179 271,445
TRIBUNE CO NEW COM 89604710 234,957,924 5,872,480 5,696,104 97,749 78,627 5,010,775 162,759 698,946
Page Total 1,221,317,755
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TRICO MARINE SERVICE COM 89610610 2,207,342 207,457 207,397 60 190,257 17,200
TRIGON HEALTHCARE IN COM 89618L10 31,213,602 481,320 480,570 650 100 451,920 4,000 25,400
TRIMBLE NAVIGATION L COM 89623910 3,830,798 196,552 194,092 460 2,000 178,852 2,000 15,700
TRIMERIS INC COM 89626310 6,839,411 136,597 136,587 10 126,597 10,000
TRINITY INDS INC COM 89652210 25,691,809 1,253,259 1,252,459 500 300 1,226,209 300 26,750
TRIPATH TECHNOLOGY I COM 89672P10 374,833 42,402 42,402 39,402 3,000
TRIQUINT SEMICONDUCT COM 89674K10 15,050,947 668,931 665,121 1,910 1,900 611,631 1,900 55,400
TRITON PCS HLDGS INC CL A 89677M10 9,717,246 237,006 236,486 420 100 211,006 3,900 22,100
TRIUMPH GROUP INC NE COM 89681810 8,498,364 173,436 173,436 161,636 11,800
TRIZETTO GROUP INC COM 89688210 1,659,783 179,436 179,396 40 164,338 15,098
TRIZEC HAHN CORP SUB VTG 89693810 461,989 25,398 25,398 25,398
TRIPATH IMAGING INC COM 89694210 407,935 41,164 41,164 26,864 14,300
TROPICAL SPORTSWEAR COM 89708P10 340,784 16,376 16,376 16,376
TROY FINL CORP COM 89732910 503,446 27,571 27,571 25,671 1,900
TRUST CO NJ JERSEY C COM 89830410 4,549,676 133,814 133,814 124,014 9,800
TRUSTCO BK CORP N Y COM 89834910 6,613,790 495,415 495,315 100 455,115 40,300
TRUSTMARK CORP COM 89840210 12,236,724 602,201 598,451 3,750 569,201 4,400 28,600
TUCKER ANTHONY SUTRO COM 89864710 4,127,288 187,604 186,435 1,169 174,635 1,169 11,800
TUESDAY MORNING CORP COM NEW 89903550 1,351,089 101,969 101,969 99,969 2,000
TULARIK INC COM 89916510 3,246,856 125,701 125,701 113,801 11,900
TUPPERWARE CORP COM 89989610 30,549,369 1,303,857 1,302,983 874 1,122,887 42,000 138,970
TURNSTONE SYSTEMS IN COM 90042310 750,533 107,219 104,325 2,894 87,119 20,100
TWEETER HOME ENTMT G COM 90116710 4,743,366 134,373 134,353 20 122,173 12,200
21ST CENTY INS GROUP COM 90130N10 4,855,288 261,037 260,917 120 239,237 21,800
II VI INC COM 90210410 1,508,815 86,218 86,218 79,918 6,300
TYCO INTL LTD NEW COM 90212410 1,703,758,563 31,255,890 30,606,012 494,427 155,451 27,498,441 1,331,504 2,425,945
TYSON FOODS INC CL A 90249410 24,517,581 2,662,061 2,659,571 1,890 600 2,541,111 14,000 106,950
UAL CORP COM PAR $0 90254950 14,870,066 423,046 421,987 1,059 347,041 5,917 70,088
UCAR INTL INC COM 90262K10 6,766,627 566,245 565,845 400 531,345 34,900
UCBH HOLDINGS INC COM 90262T30 5,289,944 174,298 174,098 200 153,898 20,400
UGI CORP NEW COM 90268110 9,966,321 369,123 367,923 1,200 351,123 18,000
UICI COM 90273710 4,155,798 325,945 325,945 297,845 28,100
UIL HLDG CORP COM 90274810 7,385,194 151,990 151,890 100 144,190 100 7,700
UMB FINL CORP COM 90278810 9,343,298 217,286 213,186 4,000 100 206,386 100 10,800
USX MARATHON GROUP COM NEW 90290582 256,626,101 8,696,242 8,681,146 9,756 5,340 7,834,426 112,190 749,626
U S B HLDG INC COM 90291010 1,172,862 76,909 76,909 70,709 6,200
UST INC COM 90291110 87,910,446 3,046,100 3,033,385 7,635 5,080 2,858,071 109,300 78,729
U S RESTAURANT PPTYS COM 90297110 207,795 13,918 13,918 2,818 11,100
US BANCORP DEL COM NEW 90297330 919,877,555 40,363,210 39,943,955 339,045 80,210 34,762,703 702,293 4,898,214
USA NETWORKS INC COM 90298410 25,330,816 904,672 902,012 2,560 100 820,122 11,200 73,350
URS CORP NEW COM 90323610 3,113,991 115,333 115,333 107,033 8,300
U S G CORP COM NEW 90329340 1,280,930 303,538 302,978 560 270,327 33,211
USEC INC COM 90333E10 6,331,284 751,042 751,042 694,442 56,600
U S CONCRETE INC COM 90333L10 319,174 40,047 40,047 37,047 3,000
USX-U S STL COM 90337T10 35,928,880 1,783,071 1,778,506 4,465 100 1,579,029 28,150 175,892
US UNWIRED INC CL A 90338R10 3,702,815 348,993 221,503 127,490 330,093 18,900
US ONCOLOGY INC COM 90338W10 6,148,306 691,598 691,498 100 632,698 100 58,800
UBIQUITEL INC COM 90347430 1,207,457 158,876 158,876 131,876 27,000
ULTICOM INC COM 90384410 6,361,768 188,218 188,218 182,518 5,700
Page Total 3,322,904,655
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ULTIMATE ELECTRS INC COM 90384910 2,372,884 73,192 73,192 66,992 6,200
USA ED INC COM 90390U10 248,180,290 3,399,730 3,393,653 5,857 220 2,938,699 114,860 346,171
ULTRAMAR DIAMOND SHA COM 90400010 57,849,687 1,224,332 1,221,852 2,080 400 1,161,962 7,000 55,370
ULTRATECH STEPPER IN COM 90403410 4,646,754 181,160 181,120 40 166,760 14,400
UNIFI INC COM 90467710 5,640,404 663,577 663,557 20 622,377 41,200
UNIFIRST CORP MASS COM 90470810 854,810 44,990 44,990 42,890 2,100
UNILEVER PLC SPON ADR N 90476770 11,064,805 320,719 58,692 262,027 318,519 2,200
UNILEVER N V N Y SHS NE 90478470 543,216,328 9,118,958 9,065,401 53,557 8,155,634 351,117 612,207
UNIGRAPHICS SOLUTION CL A 90492810 2,760,122 86,933 85,933 1,000 83,833 3,100
UNION PAC CORP COM 90781810 274,888,520 5,006,165 4,906,172 33,672 66,321 4,317,750 148,291 540,124
UNION PLANTERS CORP COM 90806810 117,039,404 2,684,390 2,676,797 7,100 493 2,393,987 39,813 250,590
UNIONBANCAL CORP COM 90890610 23,776,293 705,528 704,708 820 663,228 6,300 36,000
UNIROYAL TECHNOLOGY COM 90916310 1,066,061 125,419 125,419 116,419 9,000
UNISOURCE ENERGY COR COM 90920510 7,636,583 332,459 332,119 100 240 311,119 240 21,100
UNISYS CORP COM 90921410 93,405,131 6,349,771 6,336,026 11,805 1,940 5,597,505 106,120 646,146
UNIT CORP COM 90921810 4,119,161 259,884 259,426 458 237,226 458 22,200
UNITED AUTO GROUP IN COM 90944010 1,364,020 77,944 77,884 60 77,944
UNITED CMNTY FINL CO COM 90983910 2,144,906 246,541 246,541 225,441 21,100
UNITED BANKSHARES IN COM 90990710 8,029,280 299,600 299,000 600 276,200 600 22,800
UNITED DOMINION REAL COM 91019710 17,803,686 1,240,675 1,240,625 50 174,775 65,900
UNITED FIRE & CAS CO COM 91033110 1,043,533 35,713 27,776 7,937 34,513 1,200
UNITED INDL CORP COM 91067110 699,111 41,738 41,738 33,938 7,800
UNITED MICROELECTRON SPONSORED 91087320 931,029 104,610 104,610 104,610
UNITED NATL BANCORP COM 91090910 3,037,804 133,942 133,942 122,442 11,500
UNITED NAT FOODS INC COM 91116310 1,622,347 77,439 76,739 700 74,439 3,000
UNITED PARCEL SERVIC CL B 91131210 83,884,446 1,451,288 1,272,910 148,112 30,266 1,208,555 52,666 190,067
UNITED RENTALS INC COM 91136310 12,904,623 497,288 497,227 61 471,088 26,200
UNITED STATES CELLUL COM 91168410 24,177,775 419,389 417,689 1,100 600 407,889 1,900 9,600
US AIRWAYS GROUP INC COM 91190510 33,070,380 1,360,921 1,359,411 1,410 100 1,181,555 45,010 134,356
U S INDS INC NEW COM 91208010 2,796,072 681,969 681,929 40 631,269 50,700
UNITED STATIONERS IN COM 91300410 13,382,386 424,030 423,830 200 403,026 21,004
UNITED TECHNOLOGIES COM 91301710 878,253,480 11,988,172 11,789,278 118,991 79,903 10,472,517 421,153 1,094,502
UNITED TELEVISION IN COM 91306610 4,329,612 34,362 34,362 31,662 2,700
UNITED THERAPEUTICS COM 91307C10 1,542,445 115,539 115,539 106,039 9,500
UNITED UTILS PLC SPONSORED 91311Q10 256,191 13,071 13,071 13,071
UNITEDHEALTH GROUP I COM 91324P10 412,969,797 6,687,770 6,673,475 13,055 1,240 5,746,547 201,860 739,363
UNITEDGLOBALCOM CL A 91324750 4,802,601 555,214 533,710 6,404 15,100 493,214 15,100 46,900
UNITRIN INC COM 91327510 21,337,420 555,662 554,142 320 1,200 510,262 6,100 39,300
UNIVERSAL AMERN FINL COM 91337710 582,150 93,744 93,744 68,844 24,900
UNIVERSAL COMPRESSIO COM 91343110 2,153,458 75,826 75,326 500 70,826 5,000
UNIVERSAL CORP VA COM 91345610 20,187,534 509,015 507,825 1,190 507,215 1,800
UNIVERSAL DISPLAY CO COM 91347P10 2,516,777 128,407 128,407 119,607 8,800
UNIVERSAL ELECTRS IN COM 91348310 2,103,858 116,881 116,681 200 108,181 8,700
UNIVERSAL FST PRODS COM 91354310 2,632,635 117,006 116,746 260 110,306 6,700
UNIVERSAL HEALTH RLT SH BEN INT 91359E10 549,979 25,462 25,462 19,862 5,600
UNIVERSAL HLTH SVCS CL B 91390310 15,522,598 341,156 340,156 880 120 306,036 5,120 30,000
UNIVISION COMMUNICAT CL A 91490610 197,512,949 4,616,946 4,392,492 193,380 31,074 4,089,357 165,874 361,715
UNOCAL CORP COM 91528910 170,344,195 4,988,117 4,923,827 21,214 43,076 4,332,285 119,176 536,656
UNOVA INC COM 91529B10 2,691,545 391,213 388,653 2,560 363,613 27,600
Page Total 3,345,697,859
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UNUMPROVIDENT CORP COM 91529Y10 156,382,772 4,868,704 4,834,580 24,364 9,760 4,190,818 86,925 590,961
UPM KYMMENE CORP SPONSORED 91543610 527,111 18,593 18,593 18,593
USFREIGHTWAYS CORP COM 91690610 6,682,871 226,538 226,418 20 100 209,038 100 17,400
URBAN OUTFITTERS INC COM 91704710 399,356 37,184 37,184 37,184
UROLOGIX INC COM 91727310 560,597 30,617 30,617 23,917 6,700
USINTERNETWORKING IN COM 91731180 262,690 218,909 218,709 200 218,709 200
VI TECHNOLOGIES INC COM 91792010 356,716 27,760 27,760 27,760
UTILICORP UTD INC COM 91800510 35,161,308 1,150,943 1,140,643 8,420 1,880 1,060,863 11,280 78,800
UTSTARCOM INC COM 91807610 4,955,979 212,703 212,532 50 121 188,782 221 23,700
VA LINUX SYSTEMS INC COM 91819B10 340,574 97,307 93,957 3,300 50 93,957 50 3,300
V F CORP COM 91820410 90,759,550 2,494,765 2,477,655 13,710 3,400 2,180,730 39,850 274,185
VAIL RESORTS INC COM 91879Q10 2,420,284 129,427 129,427 124,527 4,900
VALASSIS COMMUNICATI COM 91886610 23,370,454 652,806 652,286 320 200 609,106 6,100 37,600
VALHI INC NEW COM 91890510 1,873,100 144,641 144,641 144,641
VALENCE TECHNOLOGY I COM 91891410 3,527,080 548,535 433,470 115,065 527,635 20,900
VALENTIS INC COM 91913E10 1,480,168 236,827 236,827 218,227 18,600
VALERO ENERGY CORP N COM 91913Y10 41,258,810 1,121,773 1,121,213 360 200 1,067,073 5,700 49,000
VALLEY NATL BANCORP COM 91979410 18,112,843 638,901 635,228 3,588 85 585,117 6,560 47,224
VALMONT INDS INC COM 92025310 2,382,725 130,919 130,919 120,319 10,600
VALSPAR CORP COM 92035510 19,143,907 539,265 538,085 680 500 500,865 5,100 33,300
VALUE CITY DEPT STOR COM 92038710 1,578,030 137,220 137,220 127,520 9,700
VALUE LINE INC COM 92043710 1,285,852 30,456 30,456 27,556 2,900
VALUEVISION INTL INC CL A 92047K10 6,711,897 308,593 308,213 380 294,093 14,500
VANS INC COM 92193010 2,570,712 109,392 109,392 101,592 7,800
VARCO INTL INC DEL COM 92212210 18,142,740 974,892 912,651 61,941 300 914,805 7,000 53,087
VARIAN MED SYS INC COM 92220P10 23,754,588 332,232 331,692 440 100 307,232 3,300 21,700
VARIAN INC COM 92220610 11,266,498 348,808 348,508 300 324,108 24,700
VARIAN SEMICONDUCTOR COM 92220710 11,410,014 271,667 270,027 1,640 250,667 21,000
VASOMEDICAL INC COM 92232110 1,944,056 450,013 378,013 72,000 346,113 72,000 31,900
VASTERA INC COM 92239N10 765,806 53,930 53,930 42,630 11,300
VAXGEN INC COM NEW 92239020 1,345,751 70,829 68,829 2,000 65,729 5,100
VECTREN CORP COM 92240G10 15,650,814 756,078 754,754 1,324 703,145 6,500 46,433
VECTOR GROUP LTD COM 92240M10 5,277,437 165,178 150,175 15,003 165,178
VEECO INSTRS INC DEL COM 92241710 8,465,160 212,960 212,660 300 197,510 15,450
VENTAS INC COM 92276F10 5,654,218 516,367 516,247 120 471,967 44,400
VENTANA MED SYS INC COM 92276H10 2,932,996 93,111 93,111 84,711 8,400
VENTIV HEALTH INC COM 92279310 2,884,914 139,773 139,673 100 129,873 100 9,800
VENATOR GROUP INC COM 92294410 17,963,255 1,174,069 1,169,219 2,570 2,280 1,031,589 15,580 126,900
VERITY INC COM 92343C10 6,624,736 332,067 331,867 200 312,767 19,300
VERISIGN INC COM 92343E10 138,564,950 2,309,031 2,195,348 93,628 20,055 2,027,303 40,155 241,573
VERITAS DGC INC COM 92343P10 7,309,211 263,395 263,095 300 244,995 18,400
VERIZON COMMUNICATIO COM 92343V10 3,160,882,827 59,081,922 57,472,439 979,717 629,766 50,590,087 1,544,774 6,947,061
VERITAS SOFTWARE CO COM 92343610 533,718,429 8,022,222 7,944,028 70,491 7,703 6,998,340 288,252 735,630
VERSICOR INC COM 92531410 474,965 37,876 37,776 100 34,076 100 3,700
VERTEX PHARMACEUTICA COM 92532F10 31,336,420 633,059 624,788 7,071 1,200 583,959 7,300 41,800
VERTICALNET INC COM 92532L10 1,666,798 669,397 664,137 260 5,000 610,997 5,000 53,400
VESTA INS GROUP INC COM 92539110 481,438 43,967 43,967 28,767 15,200
VIAD CORP COM 92552R10 24,827,985 940,454 939,714 540 200 866,454 9,100 64,900
VIASAT INC COM 92552V10 3,579,874 149,911 146,345 140 3,426 134,885 3,426 11,600
Page Total 4,459,031,266
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VIACOM INC CL A 92552410 2,828,941 53,336 49,966 3,370 9,666 43,670
VIACOM INC CL B 92552430 1,862,988,201 35,999,772 35,877,965 98,937 22,870 31,607,663 552,390 3,839,719
VIASYSTEMS GROUP INC COM 92553H10 1,535,106 510,002 474,615 35,387 480,602 29,400
VIANT CORP COM 92553N10 226,810 121,289 121,289 120,589 700
VICAL INC COM 92560210 2,611,939 186,834 186,734 100 173,034 13,800
VICOR CORP COM 92581510 2,927,088 179,576 179,236 240 100 166,976 100 12,500
VIDAMED INC COM 92653010 303,238 50,122 50,122 28,322 21,800
VIEWPOINT CORP COM 92672P10 1,823,360 214,513 214,513 190,813 23,700
VIGNETTE CORP COM 92673410 13,865,867 1,563,232 1,526,262 36,310 660 1,309,894 20,560 232,778
VINTAGE PETE INC COM 92746010 15,017,502 803,075 802,375 700 771,775 31,300
VION PHARMACEUTICALS COM 92762410 383,652 43,498 37,398 6,100 21,098 6,100 16,300
VIRAGE LOGIC CORP COM 92763R10 213,591 13,789 13,789 13,789
VIRATA CORP COM 92764610 2,925,243 246,856 246,536 220 100 215,856 100 30,900
VIROPHARMA INC COM 92824110 1,989,340 58,510 58,510 47,510 11,000
VISHAY INTERTECHNOLO COM 92829810 40,875,416 1,777,192 1,772,863 3,035 1,294 1,674,726 12,794 89,672
VISTEON CORP COM 92839U10 58,529,749 3,184,426 3,177,600 5,250 1,576 2,790,802 38,986 354,638
VISX INC DEL COM 92844S10 13,158,000 680,000 677,450 2,350 200 642,500 200 37,300
VISUAL NETWORKS INC COM 92844410 1,205,190 137,736 137,736 119,036 18,700
VITAL SIGNS INC COM 92846910 1,514,714 45,831 45,731 100 44,231 1,600
VITRIA TECHNOLOGY COM 92849Q10 1,615,437 469,604 466,364 3,240 428,104 41,500
VITESSE SEMICONDUCTO COM 92849710 74,696,292 3,550,204 3,510,676 24,115 15,413 3,145,871 76,113 328,220
VIVENDI UNIVERSAL SPON ADR N 92851S20 4,451,500 76,750 76,550 200 65,875 10,875
VIVUS INC COM 92855110 282,286 91,060 91,060 91,060
VODAFONE GROUP PLC N SPONSORED 92857W10 38,409,436 1,718,543 770,793 947,750 1,676,593 41,950
VOLT INFORMATION SCI COM 92870310 1,200,255 68,586 68,586 63,386 5,200
VOLVO AKTIEBOLAGET ADR B 92885640 387,296 25,480 25,480 25,480
WMC LTD SPONSORED 92894710 274,813 14,276 14,276 14,276
VYSIS INC COM 92896110 284,382 11,285 11,285 11,285
VORNADO RLTY TR SH BEN INT 92904210 29,429,171 753,821 753,671 150 707,021 6,200 40,600
VOTORANTIM CELULOSE SPONSORED 92906P10 236,964 15,693 15,693 15,693
VULCAN MATLS CO COM 92916010 111,809,513 2,080,177 2,078,752 1,425 1,833,473 30,940 215,764
WFS FINL INC COM 92923B10 3,312,144 107,712 107,712 102,012 5,700
WD-40 CO COM 92923610 3,030,888 116,126 116,126 106,326 9,800
WGL HLDGS INC COM 92924F10 17,036,276 628,413 624,438 3,655 320 580,633 320 47,460
W-H ENERGY SVCS INC COM 92925E10 1,012,491 53,289 53,289 41,889 11,400
W HLDG CO INC COM 92925110 3,243,981 249,537 249,417 120 228,437 21,100
WJ COMMUNICATIONS IN COM 92928410 410,925 88,371 88,371 88,371
WMS INDS INC COM 92929710 6,260,539 194,608 194,508 100 182,408 12,200
W P CAREY & CO LLC COM 92930Y10 457,320 24,720 23,801 919 23,801 919
WPP GROUP PLC SPON ADR N 92930930 8,383,157 166,829 43,051 123,778 164,321 2,508
WPS RESOURCES CORP COM 92931B10 76,538,571 2,171,307 226,576 1,944,011 720 210,596 1,943,511 17,200
WSFS FINL CORP COM 92932810 248,299 14,436 14,436 9,136 5,300
WABASH NATL CORP COM 92956610 2,190,850 181,062 181,062 167,362 13,700
WABTEC CORP COM 92974010 3,809,295 253,953 253,953 233,253 20,700
WACHOVIA CORP COM 92977110 322,959,384 4,539,134 4,332,671 127,412 79,051 3,863,930 143,271 531,933
WACKENHUT CORP COM SER A 92979410 1,530,540 88,727 88,727 84,027 4,700
WACKENHUT CORRECTION COM 92979810 323,622 24,704 24,704 24,704
WADDELL & REED FINL CL A 93005910 27,254,581 858,412 853,881 1,255 3,276 794,536 12,176 51,700
WAL MART STORES INC COM 93114210 4,360,533,369 89,355,192 86,006,499 2,140,352 1,208,341 76,631,025 4,168,941 8,555,226
Page Total 7,126,536,524
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WALGREEN CO COM 93142210 754,341,461 21,890,350 20,256,018 995,598 638,734 17,940,971 1,354,099 2,595,280
WALLACE COMPUTER SER COM 93227010 12,585,186 760,894 760,794 100 732,294 28,600
WALTER INDS INC COM 93317Q10 3,563,693 299,470 299,270 200 279,270 20,200
WASHINGTON FED INC COM 93882410 12,709,451 518,330 514,330 4,000 472,840 9,500 35,990
WASHINGTON MUT INC COM 93932210 743,704,973 19,805,725 19,735,225 69,150 1,350 17,166,393 315,260 2,324,072
WASHINGTON POST CO CL B 93964010 49,566,622 86,353 75,964 2,907 7,482 72,912 7,882 5,559
WASHINGTON REAL ESTA SH BEN INT 93965310 9,666,514 408,905 408,685 220 385,405 23,500
WASHINGTON TR BANCOR COM 94061010 767,862 34,887 34,887 27,387 7,500
WASTE CONNECTIONS IN COM 94105310 6,728,976 186,916 186,916 170,116 16,800
WASTE MGMT INC DEL COM 94106L10 509,774,419 16,540,377 12,521,613 4,016,449 2,315 11,010,481 4,163,070 1,366,826
WATCHGUARD TECHNOLOG COM 94110510 1,012,228 98,754 98,754 90,954 7,800
WATERS CORP COM 94184810 41,203,755 1,492,349 1,489,979 1,970 400 1,374,809 13,500 104,040
WATSCO INC COM 94262220 4,615,310 327,327 327,327 314,627 12,700
WATSON PHARMACEUTICA COM 94268310 141,231,478 2,291,231 2,287,656 2,375 1,200 2,062,626 26,620 201,985
WATSON WYATT & CO HL CL A 94271210 1,646,840 70,438 70,438 64,438 6,000
WATTS INDS INC CL A 94274910 4,404,050 259,826 259,826 244,326 15,500
WAUSAU-MOSINEE PAPER COM 94331510 7,583,638 588,335 587,935 400 556,275 32,060
WAVE SYSTEMS CORP CL A 94352610 1,995,669 371,633 368,433 3,200 340,533 31,100
WAYPOINT FINL CORP COM 94675610 770,062 61,605 61,605 39,905 21,700
WEATHERFORD INTL INC COM 94707410 59,177,664 1,232,868 1,228,041 3,102 1,725 1,137,383 12,825 82,660
WEBB DEL CORP COM 94742310 14,254,131 368,419 368,279 40 100 356,519 100 11,800
WEBEX INC COM 94767L10 1,422,630 53,362 53,362 42,862 10,500
WEBMETHODS INC COM 94768C10 2,602,047 122,854 122,454 400 107,754 15,100
WEBSENSE INC COM 94768410 1,206,760 60,338 59,828 510 50,138 10,200
WEBMD CORP COM 94769M10 13,034,539 1,862,077 1,854,107 7,770 200 1,665,577 27,800 168,700
WEBSTER FINL CORP CO COM 94789010 22,254,571 678,907 667,856 7,147 3,904 632,450 8,604 37,853
WEINGARTEN RLTY INVS SH BEN INT 94874110 17,691,194 403,448 403,448 385,948 17,500
WEIS MKTS INC COM 94884910 4,268,646 121,062 120,183 120 759 109,203 859 11,000
WELLMAN INC COM 94970210 4,928,424 275,331 275,331 249,431 25,900
WELLPOINT HEALTH NET COM 94973H10 172,525,262 1,830,701 1,828,671 1,930 100 1,646,820 17,160 166,721
WELLS FARGO & CO NEW COM 94974610 1,723,621,493 37,123,013 35,372,554 1,169,320 581,139 31,615,409 1,167,159 4,340,445
WENDYS INTL INC COM 95059010 59,257,473 2,320,183 2,317,223 2,960 2,064,829 43,030 212,324
WERNER ENTERPRISES I COM 95075510 7,504,526 309,465 309,345 120 288,288 21,177
WESBANCO INC COM 95081010 4,619,445 184,115 184,115 170,815 13,300
WESCO FINL CORP COM 95081710 5,598,754 16,093 15,373 20 700 12,293 700 3,100
WESCO INTL INC COM 95082P10 1,632,776 179,426 179,286 140 167,226 12,200
WEST COAST BANCORP O COM 95214510 697,648 55,063 55,063 44,963 10,100
WEST CORP COM 95235510 10,661,599 484,398 484,398 470,698 100 13,600
WEST PHARMACEUTICAL COM 95530610 2,438,775 90,325 90,305 20 83,825 6,500
WESTAMERICA BANCORPO COM 95709010 17,885,361 455,678 455,628 50 432,378 23,300
WESTCORP INC COM 95790710 2,098,291 98,976 98,976 94,876 4,100
WESTERN DIGITAL CORP COM 95810210 5,736,395 1,452,252 1,448,852 3,400 1,344,252 108,000
WESTERN GAS RES INC COM 95825910 10,016,578 307,257 307,257 291,457 15,800
WESTERN MULTIPLEX CO CL A 95874P10 304,196 44,279 44,279 44,279
WESTERN RES INC COM 95942510 19,985,604 929,563 926,094 2,869 600 863,063 8,700 57,800
WESTERN WIRELESS COR CL A 95988E20 16,665,725 387,575 378,475 5,500 3,600 342,275 9,400 35,900
WESTFIELD AMER INC COM 95991010 4,016,620 249,170 249,170 228,870 20,300
WESTPAC BKG CORP SPONSORED 96121430 658,287 17,986 17,986 17,986
WESTPOINT STEVENS IN COM 96123810 4,629,909 3,404,345 263,735 3,140,610 243,635 3,140,610 20,100
Page Total 4,519,267,510
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WESTPORT RES CORP COM 96141510 1,141,035 54,335 54,335 39,035 15,300
WESTVACO CORP COM 96154810 426,372,231 17,553,406 17,544,059 3,260 6,087 1,956,968 15,391,824 204,614
WESTWOOD ONE INC COM 96181510 38,930,035 1,056,446 1,051,446 4,700 300 1,001,646 6,700 48,100
WET SEAL INC CL A 96184010 1,183,558 34,197 34,197 27,897 6,300
WEYERHAEUSER CO COM 96216610 243,133,409 4,423,020 4,398,458 11,102 13,460 3,855,713 84,500 482,807
WHIRLPOOL CORP COM 96332010 97,297,062 1,556,753 1,552,163 2,540 2,050 1,349,367 20,740 186,646
WHITEHALL JEWELLERS COM 96506310 382,164 41,721 41,681 40 41,721
WHITNEY HLDG CORP COM 96661210 9,907,296 211,243 211,243 194,743 16,500
WHOLE FOODS MKT INC COM 96683710 12,867,811 474,827 472,787 1,840 200 424,027 4,800 46,000
WILD OATS MARKETS IN COM 96808B10 1,696,975 163,014 162,844 170 144,064 18,950
WILEY JOHN & SONS IN CL A 96822320 80,777,686 3,415,547 374,423 10,820 3,030,304 355,843 3,030,304 29,400
WILEY JOHN & SONS IN CL B 96822330 29,623,417 1,265,958 1,265,958 1,265,958
WILLAMETTE INDS INC COM 96913310 102,656,812 2,073,875 2,070,990 2,610 275 1,847,106 37,365 189,404
WILLIAMS COMMUNICATI CL A 96945510 8,689,902 2,925,893 2,856,210 55,061 14,622 2,583,630 54,611 287,652
WILLIAMS COS INC DEL COM 96945710 326,129,709 9,897,715 9,803,279 75,496 18,940 8,555,495 169,791 1,172,430
WILLIAMS CLAYTON ENE COM 96949010 552,773 32,612 32,612 32,612
WILLIAMS SONOMA INC COM 96990410 20,775,377 535,172 532,512 2,520 140 497,632 5,840 31,700
WILMINGTON TRUST COR COM 97180710 22,144,519 353,464 348,504 2,860 2,100 327,864 5,600 20,000
WILSON GREATBATCH TE COM 97223210 649,629 22,401 22,301 100 17,601 4,800
WILSONS THE LEATHER COM 97246310 2,478,521 133,613 133,573 40 127,313 6,300
WIND RIVER SYSTEMS I COM 97314910 10,662,979 610,709 610,429 180 100 562,309 6,400 42,000
WINN DIXIE STORES IN COM 97428010 67,022,979 2,564,982 2,561,252 3,630 100 2,205,834 97,440 261,708
WINNEBAGO INDS INC COM 97463710 7,153,434 232,632 232,532 100 225,432 7,200
WINSTON HOTELS INC COM 97563A10 896,232 85,600 85,600 82,900 2,700
WINTRUST FINANCIAL C COM 97650W10 520,682 20,953 20,953 19,653 1,300
WIPRO LTD SPON ADR 1 97651M10 309,151 11,049 11,049 11,049
WIRELESS FACILITIES COM 97653A10 726,680 111,797 108,817 2,98 102,397 9,400
WISCONSIN CENT TRANS COM 97659210 8,701,356 520,105 519,905 20 491,305 28,800
WISCONSIN ENERGY COR COM 97665710 28,533,008 1,200,379 1,173,594 5,95 20,835 1,077,144 33,835 89,400
WIT SOUNDVIEW GROUP COM 97738310 1,443,315 788,697 788,497 200 739,397 200 49,100
WITNESS SYS INC COM 97742410 315,665 28,723 27,903 820 21,523 7,200
WOLVERINE TUBE INC COM 97809310 1,286,925 77,666 77,666 76,066 1,600
WOLVERINE WORLD WIDE COM 97809710 11,440,820 640,225 542,300 91,405 6,520 605,005 6,520 28,700
WOODHEAD INDS INC COM 97943810 2,825,944 166,232 166,232 159,032 7,200
WOODWARD GOVERNOR CO COM 98074510 6,473,356 76,744 76,724 20 70,744 6,000
WORLDGATE COMMUNICAT COM 98156L30 241,286 47,311 47,211 100 47,211 100
WORLD WRESTLING FEDN CL A 98156Q10 3,557,474 257,788 257,788 249,988 7,800
WORLDCOM INC GA NEW WRLDCOM GP 98157D10 895,053,462 63,031,934 61,378,256 1,308,882 344,796 55,262,953 1,260,352 6,508,629
WORLDCOM INC GA NEW MCI GROUP 98157D30 15,262,751 947,997 904,118 30,784 13,095 773,802 24,765 149,430
WORTHINGTON INDS INC COM 98181110 25,694,697 1,889,316 1,868,185 17,585 3,546 1,673,255 25,446 190,615
WRIGLEY WM JR CO COM 98252610 195,250,795 4,167,573 4,151,639 12,734 3,200 3,604,314 159,390 403,869
WYNDHAM INTL INC CL A 98310110 3,079,930 1,231,972 1,214,972 17,000 1,137,072 94,900
XM SATELLITE RADIO H CL A 98375910 2,327,583 143,678 143,578 100 134,978 8,700
XO COMMUNICATIONS IN CL A 98376410 3,991,303 2,078,804 2,054,726 20,818 3,260 1,914,475 3,260 61,069
XTO ENERGY CORP COM 98385X10 14,527,868 1,012,395 1,010,970 1,425 928,395 11,100 72,900
X-RITE INC COM 98385710 1,274,365 144,159 144,159 133,459 10,700
XCEL ENERGY INC COM 98389B10 188,959,039 6,641,794 6,600,692 23,073 18,029 5,891,476 138,600 611,718
XILINX INC COM 98391910 262,397,294 6,362,689 6,333,853 18,036 10,800 5,412,330 240,200 710,159
XEROX CORP COM 98412110 439,458,620 45,920,441 13,999,015 31,915,976 5,450 12,124,639 32,093,582 1,702,220
Page Total 3,626,778,914
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XTRA CORP COM 98413810 6,572,942 132,519 131,679 740 100 125,919 100 6,500
XYBERNAUT CORP COM 98414910 695,462 144,888 142,088 2,800 117,188 27,700
YAHOO INC COM 98433210 210,511,531 10,530,842 10,517,277 12,695 870 8,913,543 360,010 1,257,289
YANKEE CANDLE INC COM 98475710 2,847,607 149,953 148,178 1,775 140,753 9,200
XICOR INC COM 98490310 636,037 57,456 57,356 100 43,956 100 13,400
YELLOW CORP COM 98550910 8,635,406 454,974 230,664 224,310 430,974 24,000
YORK INTL CORP NEW COM 98667010 32,557,953 929,696 928,166 1,330 200 903,196 200 26,300
YOUNG BROADCASTING I CL A 98743410 3,911,834 116,493 116,493 107,493 9,000
ZALE CORP NEW COM 98885810 24,414,605 724,469 723,969 400 100 259,347 442,822 22,300
ZEBRA TECHNOLOGIES C CL A 98920710 15,595,010 317,488 316,158 1,230 100 301,388 100 16,000
ZENITH NATL INS CORP COM 98939010 2,130,354 78,902 78,402 500 73,702 5,200
ZIONS BANCORPORATION COM 98970110 103,779,702 1,758,978 1,757,042 1,736 200 1,576,012 26,200 156,766
ZIXIT CORP COM 98974P10 1,184,247 129,426 129,426 117,826 11,600
ZORAN CORP COM 98975F10 4,483,678 150,864 149,394 1,470 139,664 11,200
ZYGO CORP COM 98985510 2,826,306 127,025 127,025 118,425 8,600
ZOLL MED CORP COM 98992210 3,031,193 110,426 110,426 104,326 6,100
ZOMAX INC MINN COM 98992910 2,109,308 236,735 236,735 218,935 17,800
Page Total 425,923,175
Total Market Value: 333,619,715,397
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