-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Vi3GrgIuRnrfqLjOPyfTNojU0xLYHy+83lvOepgAqWHpoY+BzU7g3rBTUexStpy3 ixjxHKCBIarSoG1luBSvaw== 0000009015-01-000078.txt : 20010223 0000009015-01-000078.hdr.sgml : 20010223 ACCESSION NUMBER: 0000009015-01-000078 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20001230 FILED AS OF DATE: 20010214 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BABSON DAVID L & CO INC CENTRAL INDEX KEY: 0000009015 STANDARD INDUSTRIAL CLASSIFICATION: [] IRS NUMBER: 004105478 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: SEC FILE NUMBER: 028-00060 FILM NUMBER: 1540920 BUSINESS ADDRESS: STREET 1: ONE MEMORIAL DRIVE CITY: CAMBRIDGE STATE: MA ZIP: 02142-1300 BUSINESS PHONE: 6177237540 13F-HR 1 0001.txt FORM 13F HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2000 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ]is a restatement [ ]adds new holdings entries. Institutional Investment Manager Filing this Report: Name: David L. Babson & Company Inc. Address: One Memorial Drive Cambridge, MA 02142-1300 13F File Number 0028-00060 The institutional manger filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Mary Ellen Wesneski Title: Managing Director, Compliance Phone: (617) 761-3824 Signature, Place and Date of Signing: /s/Mary Ellen Wesneski Cambridge, MA February 13, 2001 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: 0 FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Mangers: 0 Form 13F Information Entry Total: 2605 Form 13F Information Table Value Total: 11509692 List of Other Included Mangers: Form 13F Information Table VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE D AAR CORP COM 000361105 27 2174 SH SOLE 2174 0 0 D ABC-NACO INC COM 000752105 842 138900 SH SOLE 138900 0 0 D A C MOORE ARTS & CRAFTS INC COM 00086T103 147 17900 SH SOLE 17900 0 0 D ADC TELECOMMUNICATIONS COM 000886101 2209 121900 SH SOLE 121900 0 0 D ABM INDUSTRIES INC COM 000957100 13667 446280 SH SOLE 446280 0 0 D ABM INDUSTRIES INC COM 000957100 143 4670 SH SOLE 0 0 4670 D AFLAC INC COM 001055102 3306 45800 SH SOLE 45800 0 0 D AGL RESOURCES INC COM 001204106 64 2900 SH SOLE 2900 0 0 D AG SVCS AMER INC COM 001250109 176 12800 SH SOLE 12800 0 0 D AES CORP COM 00130H105 3397 61350 SH SOLE 61350 0 0 D AES CORP COM 00130H105 22 400 SH SOLE 0 0 400 D AMB PROPERTY CORP COM 00163T109 15 600 SH SOLE 600 0 0 D AMR CORP COM 001765106 1035 26400 SH SOLE 26400 0 0 D AOL TIME WARNER COM 00184A105 16680 479297 SH SOLE 479297 0 0 D AOL TIME WARNER COM 00184A105 2094 60180 SH SOLE 0 0 60180 D AOL TIME WARNER COM 00184A105 258 7414 SH SOLE 0 0 7414 D AT&T COM 001957109 365 21168 SH SOLE 0 0 21168 D AT&T COM 001957109 4455 258274 SH SOLE 258274 0 0 D AT&T COM 001957109 6 330 SH SOLE 330 0 0 D AT&T COM 001957109 192 11104 SH SOLE 0 0 11104 D AT&T COM 001957109 14 792 SH SOLE 0 0 792 D AT&T COM 001957109 29 1656 SH SOLE 1656 0 0 D AT&T COM 001957109 81 4684 SH SOLE 0 0 4684 D AT&T CORP-LIBERTY MEDIA GRP-A COM 001957208 789 58200 SH SOLE 0 0 58200 D AT&T CORP-LIBERTY MEDIA GRP-A COM 001957208 82433 6077761 SH SOLE 6077761 0 0 D AT&T CORP-LIBERTY MEDIA GRP-A COM 001957208 6310 465200 SH SOLE 0 0 465200 D A T & T WIRELESS GROUP COM 001957406 45 2600 SH SOLE 2600 0 0 D AVX CORP COM 002444105 8 500 SH SOLE 500 0 0 D AZZ INCORPORATED COM 002474104 3292 186800 SH SOLE 186800 0 0 D ABBOTT LABS COM 002824100 26075 538315 SH SOLE 538315 0 0 D ABBOTT LABS COM 002824100 700 14450 SH SOLE 0 0 14450 D ABBOTT LABS COM 002824100 16221 334873 SH SOLE 0 0 334873 D ABBOTT LABS COM 002824100 912 18820 SH SOLE 18820 0 0 D ABBOTT LABS COM 002824100 5097 105233 SH SOLE 0 0 105233 D ABBOTT LABS COM 002824100 1769 36518 SH SOLE 36518 0 0 D ABBOTT LABS COM 002824100 1190 24560 SH SOLE 0 0 24560 D ABBOTT LABS COM 002824100 22106 456368 SH SOLE 0 0 456368 D ABGENIX INC COM 00339B107 41 700 SH SOLE 700 0 0 D ABLEST INC COM 00371W100 23 4400 SH SOLE 4400 0 0 D ACETO CORP COM 004446100 127 14101 SH SOLE 14101 0 0 D ACKERLEY GROUP INC COM 004527107 28 3100 SH SOLE 3100 0 0 D ACNIELSEN CORP COM 004833109 3002 82820 SH SOLE 82820 0 0 D ACNIELSEN CORP COM 004833109 54 1500 SH SOLE 0 0 1500 D ACXIOM CORP COM 005125109 12 300 SH SOLE 300 0 0 D ADAMS RES & ENERGY INC COM 006351308 144 10300 SH SOLE 10300 0 0 D ADAPTEC INC COM 00651F108 128 12500 SH SOLE 12500 0 0 D ADAPTEC INC COM 00651F108 7 700 SH SOLE 0 0 700 D ADAPTEC INC COM 00651F108 3 300 SH SOLE 0 0 300 D ADELPHIA COMMUNICATIONS CL A COM 00684810 5 100 SH SOLE 100 0 0 D ADOBE SYSTEMS COM 00724F101 7423 127575 SH SOLE 127575 0 0 D ADTRAN INC COM 00738A106 4 200 SH SOLE 200 0 0 D ADVANCED MARKETING SVCS INC COM 00753T105 1699 97800 SH SOLE 97800 0 0 D ADVANCED FIBRE COMMUNICATION COM 00754A105 6477 358560 SH SOLE 358560 0 0 D ADVANCED FIBRE COMMUNICATION COM 00754A105 4 210 SH SOLE 0 0 210 D ADVANCED FIBRE COMMUNICATION COM 00754A105 5 300 SH SOLE 0 0 300 D ADVO INC COM 007585102 58081 1308860 SH SOLE 1308860 0 0 D ADVO INC COM 007585102 20 450 SH SOLE 0 0 450 D AEGIS RLTY INC COM 00760P104 199 19700 SH SOLE 19700 0 0 D ADVANCED MICRO DEV COM 007903107 670 48500 SH SOLE 48500 0 0 D AEGON N V COM 007924103 216 5208 SH SOLE 5208 0 0 D AEGON N V COM 007924103 1685 40652 SH SOLE 0 0 40652 D AEGON N V COM 007924103 99 2391 SH SOLE 2391 0 0 D AEGON N V COM 007924103 72 1748 SH SOLE 0 0 1748 D ADVANCED ENERGY INDUSTRIES SB NT CV 007973AA8 6346 7935000 PR SOLE 0 0 X D AETHER SYSTEMS INC COM 00808V105 4 100 SH SOLE 100 0 0 D AETNA INC COM 00817Y108 846 20600 SH SOLE 20600 0 0 D AFFILIATED COMPUTER SVCS CL A COM 008190100 18 300 SH SOLE 300 0 0 D AFFYMETRIX INC COM 00826T108 60 800 SH SOLE 800 0 0 D AGILENT TECHNOLOGIES INC. COM 00846U101 81 1476 SH SOLE 1476 0 0 D AGILENT TECHNOLOGIES INC. COM 00846U101 3455 63106 SH SOLE 63106 0 0 D AGILENT TECHNOLOGIES INC. COM 00846U101 48 869 SH SOLE 0 0 869 D AGILENT TECHNOLOGIES INC. COM 00846U101 69 1257 SH SOLE 0 0 1257 D AGILENT TECHNOLOGIES INC. COM 00846U101 42 762 SH SOLE 762 0 0 D AGILENT TECHNOLOGIES INC. COM 00846U101 2609 47644 SH SOLE 0 0 47644 D AGILENT TECHNOLOGIES INC. COM 00846U101 44 800 SH SOLE 0 0 800 D AGILE SOFTWARE CORP COM 00846X105 10 200 SH SOLE 200 0 0 D AGRIBRANDS INTL INC COM 00849R105 1 20 SH SOLE 0 0 20 D AIR PRODUCTS & CHEMICALS COM 009158106 629 15342 SH SOLE 15342 0 0 D AIR PRODUCTS & CHEMICALS COM 009158106 3984 97173 SH SOLE 0 0 97173 D AIR PRODUCTS & CHEMICALS COM 009158106 6211 151482 SH SOLE 151482 0 0 D AIR PRODUCTS & CHEMICALS COM 009158106 9929 242168 SH SOLE 0 0 242168 D AIR PRODUCTS & CHEMICALS COM 009158106 1770 43160 SH SOLE 0 0 43160 D AIR PRODUCTS & CHEMICALS COM 009158106 426 10400 SH SOLE 0 0 10400 D AIR PRODUCTS & CHEMICALS COM 009158106 164 4000 SH SOLE 4000 0 0 D AIRBORNE INC COM 009269101 10 1000 SH SOLE 0 0 1000 D AKAMAI TECHNOLOGIES COM 00971T101 2 100 SH SOLE 100 0 0 D AKAMAI TECHNOLOGIES SB NT CV 00971TAA9 1836 4475000 PR SOLE 0 0 X D ALBANY INTERNATIONAL CORP CL A COM 012348108 822 61167 SH SOLE 61167 0 0 D ALBERTO CULVER CL B COM 013068101 13 300 SH SOLE 300 0 0 D ALBERTO CULVER CL A COM 013068200 17406 477700 SH SOLE 477700 0 0 D ALBERTSONS COM 013104104 133 5000 SH SOLE 0 0 5000 D ALBERTSONS COM 013104104 13940 526040 SH SOLE 526040 0 0 D ALBERTSONS COM 013104104 202 7625 SH SOLE 0 0 7625 D ALCAN ALUMINIUM LTD COM 013716105 964 28200 SH SOLE 28200 0 0 D ALCOA COM 013817106 4015 119848 SH SOLE 119848 0 0 D ALCATEL COM 013904305 17 300 SH SOLE 0 0 300 D ALKERMES INC COM 01642T108 3 100 SH SOLE 100 0 0 D ALLEGHENY ENERGY INC COM 017361106 2053 42600 SH SOLE 42600 0 0 D ALLEGHENY TECHNOLOGIES INC COM 01741R100 186 11700 SH SOLE 11700 0 0 D ALLEGIANCE TELECOM INC COM 01747T102 13 600 SH SOLE 600 0 0 D ALLEN ORGAN CO CLASS B COM 017753104 148 2800 SH SOLE 2800 0 0 D ALLERGAN INC COM 018490102 1694 17500 SH SOLE 17500 0 0 D ALLERGAN INC COM 018490102 73 752 SH SOLE 0 0 752 D ALLERGAN INC COM 018490102 48 500 SH SOLE 500 0 0 D ALLERGAN SPECIALTY THERAP COM 018494104 1 18 SH SOLE 0 0 18 D ALLIANT ENERGY CORP COM 018802108 19 600 SH SOLE 600 0 0 D ALLIED CAP CORP NEW COM 01903Q108 125 6000 SH SOLE 6000 0 0 D ALLIED HOLDINGS INC COM 019223106 44 16000 SH SOLE 16000 0 0 D ALLIED WASTE INDUSTRIES INC COM 019589308 411 28200 SH SOLE 28200 0 0 D ALLMERICA FINANCIAL CORP. COM 019754100 36 500 SH SOLE 500 0 0 D ALLMERICA FINANCIAL CORP. COM 019754100 145 2000 SH SOLE 0 0 2000 D ALLOU HEALTH & BEAUTY CL A COM 019782101 32 10000 SH SOLE 10000 0 0 D ALLSTATE CORP COM 020002101 221 5070 SH SOLE 0 0 5070 D ALLSTATE CORP COM 020002101 30302 695592 SH SOLE 695592 0 0 D ALLSTATE CORP COM 020002101 17 400 SH SOLE 0 0 400 D ALLTEL CORP COM 020039103 2653 42496 SH SOLE 42496 0 0 D ALLTEL CORP COM 020039103 46 740 SH SOLE 0 0 740 D ALLTEL CORP COM 020039103 89 1430 SH SOLE 0 0 1430 D ALLTRISTA CORP COM 020040101 1335 98900 SH SOLE 98900 0 0 D ALPHA INDS INC COM 020753109 7259 196200 SH SOLE 196200 0 0 D ALPHARMA INC COM 020813101 39 900 SH SOLE 900 0 0 D ALTERA COM 021441100 2008 76300 SH SOLE 76300 0 0 D ALZA CORP CL A COM 022615108 2059 48440 SH SOLE 48440 0 0 D ALZA CORP CL A COM 022615108 114 2680 SH SOLE 0 0 2680 D AMBAC COM 023139108 469 8050 SH SOLE 8050 0 0 D AMERADA HESS COM 023551104 183 2500 SH SOLE 0 0 2500 D AMERADA HESS COM 023551104 2718 37200 SH SOLE 37200 0 0 D AMERADA HESS COM 023551104 7 100 SH SOLE 100 0 0 D AMEREN CORP COM 023608102 878 18966 SH SOLE 18966 0 0 D AMERICA ONLINE INC COM 02364J104 1426 40973 SH SOLE 40973 0 0 D AMERICAN BILTRITE INC COM 024591109 104 7300 SH SOLE 7300 0 0 D AMERICAN BUSINESS FINL SVCS COM 02476B106 40 6900 SH SOLE 6900 0 0 D AMERICAN CAPITAL STRATEGIES COM 024937104 116 4600 SH SOLE 4600 0 0 D AMERICAN CTRY HLDGS WT EXP 083102 025278110 11 183117 SH SOLE 0 0 X D AMERICAN CTRY HLDGS COM 025278201 244 114897 SH SOLE 114897 0 0 D AMERICAN ELECTRIC POWER COM 025537101 158 3391 SH SOLE 0 0 3391 D AMERICAN ELECTRIC POWER COM 025537101 2044 43950 SH SOLE 43950 0 0 D AMERICAN ELECTRIC POWER COM 025537101 17 360 SH SOLE 360 0 0 D AMERICAN EXPRESS COM 025816109 95353 1735641 SH SOLE 1735641 0 0 D AMERICAN EXPRESS COM 025816109 3310 60244 SH SOLE 0 0 60244 D AMERICAN EXPRESS COM 025816109 9 170 SH SOLE 170 0 0 D AMERICAN EXPRESS COM 025816109 692 12597 SH SOLE 0 0 12597 D AMERICAN EXPRESS COM 025816109 4266 77647 SH SOLE 0 0 77647 D AMERICAN EXPRESS COM 025816109 449 8175 SH SOLE 0 0 8175 D AMERICAN EXPRESS COM 025816109 210 3825 SH SOLE 3825 0 0 D AMERICAN EXPRESS COM 025816109 16 300 SH SOLE 0 0 300 D AMERICAN FINANCIAL GRP HLDGS COM 025932101 5 200 SH SOLE 200 0 0 D AMERICAN GENERAL CORP COM 026351106 108337 1329291 SH SOLE 1329291 0 0 D AMERICAN GENERAL CORP COM 026351106 130 1600 SH SOLE 0 0 1600 D AMERICAN GENERAL CORP COM 026351106 1223 15000 SH SOLE 0 0 15000 D AMER GREETINGS A COM 026375105 83 8800 SH SOLE 8800 0 0 D AMER HOME PRODS COM 026609107 126461 1989943 SH SOLE 1989943 0 0 D AMER HOME PRODS COM 026609107 1655 26040 SH SOLE 26040 0 0 D AMER HOME PRODS COM 026609107 13682 215295 SH SOLE 0 0 215295 D AMER HOME PRODS COM 026609107 15542 244566 SH SOLE 0 0 244566 D AMER HOME PRODS COM 026609107 25 400 SH SOLE 400 0 0 D AMER HOME PRODS COM 026609107 813 12790 SH SOLE 0 0 12790 D AMER HOME PRODS COM 026609107 2326 36600 SH SOLE 0 0 36600 D AMER HOME PRODS COM 026609107 19 300 SH SOLE 0 0 300 D AMER INTL GROUP COM 026874107 136586 1385769 SH SOLE 1385769 0 0 D AMER INTL GROUP COM 026874107 20892 211969 SH SOLE 0 0 211969 D AMER INTL GROUP COM 026874107 2351 23849 SH SOLE 0 0 23849 D AMER INTL GROUP COM 026874107 1805 18309 SH SOLE 18309 0 0 D AMER INTL GROUP COM 026874107 7157 72609 SH SOLE 0 0 72609 D AMER INTL GROUP COM 026874107 1221 12385 SH SOLE 0 0 12385 D AMER INTL GROUP COM 026874107 46 462 SH SOLE 0 0 462 D AMERICAN MANAGEMENT SYSTEMS COM 027352103 6 300 SH SOLE 300 0 0 D AMERICAN PACIFIC CORP COM 028740108 84 15200 SH SOLE 15200 0 0 D AMERICAN POWER CONVERSION COM 029066107 21 1700 SH SOLE 1700 0 0 D AMERICAN SCIENCE & ENGR INC COM 029429107 43 9400 SH SOLE 9400 0 0 D AMERICAN STD COS INC COM 029712106 30 600 SH SOLE 600 0 0 D AMERICAN STS WTR CO COM 029899101 520 14100 SH SOLE 14100 0 0 D AMERICAN TOWER CORP CL A COM 029912201 11 300 SH SOLE 300 0 0 D AMERICAN TECH CERAMICS COM 030137103 144 14400 SH SOLE 14400 0 0 D AMERICAN VANGUARD CORP COM 030371108 63 5000 SH SOLE 5000 0 0 D AMERICAN WATER WORKS INC COM 030411102 24 800 SH SOLE 800 0 0 D AMERICREDIT CORP COM 03060R101 139 5100 SH SOLE 5100 0 0 D AMERISOURCE HEALTH CORP COM 03071P102 61 1200 SH SOLE 1200 0 0 D AMERITRADE HLDG CORP COM 03072H109 1 100 SH SOLE 100 0 0 D AMGEN COM 031162100 11159 174536 SH SOLE 174536 0 0 D AMGEN COM 031162100 128 2000 SH SOLE 0 0 2000 D AMGEN COM 031162100 4706 73600 SH SOLE 0 0 73600 D AMGEN COM 031162100 64 1000 SH SOLE 1000 0 0 D AMGEN COM 031162100 767 12000 SH SOLE 0 0 12000 D AMGEN COM 031162100 77 1200 SH SOLE 0 0 1200 D AMGEN COM 031162100 422 6600 SH SOLE 0 0 6600 D AMGEN COM 031162100 326 5100 SH SOLE 5100 0 0 D AMKOR TECHNOLOGY INC COM 031652100 130 8400 SH SOLE 8400 0 0 D AMPHENOL CORP NEW CL A COM 032095101 20 500 SH SOLE 500 0 0 D AMPLICON INC COM 032101107 223 21600 SH SOLE 21600 0 0 D AMREP CORP COM 032159105 58 14200 SH SOLE 14200 0 0 D AMSOUTH BANCORP COM 032165102 1710 112107 SH SOLE 112107 0 0 D AMWEST INSURANCE GROUP COM 032345100 10 7370 SH SOLE 7370 0 0 D AMTRAN INC COM 03234G106 334 23000 SH SOLE 23000 0 0 D ANADARKO PETROLEUM COM 032511107 647 9100 SH SOLE 0 0 9100 D ANADARKO PETROLEUM COM 032511107 2623 36896 SH SOLE 36896 0 0 D ANADARKO PETROLEUM COM 032511107 218 3069 SH SOLE 0 0 3069 D ANADIGICS INC COM 032515108 15936 973200 SH SOLE 973200 0 0 D ANALOG DEVICES COM 032654105 12812 250294 SH SOLE 250294 0 0 D ANALOG DEVICES COM 032654105 599 11700 SH SOLE 0 0 11700 D ANALOG DEVICES COM 032654105 31 610 SH SOLE 0 0 610 D ANALOG DEVICES COM 032654105 28 550 SH SOLE 550 0 0 D ANALOG DEVICES COM 032654105 338 6600 SH SOLE 0 0 6600 D ANDERSONS INC COM 034164103 159 18400 SH SOLE 18400 0 0 D ANDREW CORP COM 034425108 449 20662 SH SOLE 20662 0 0 D ANDREW CORP COM 034425108 764 35143 SH SOLE 0 0 35143 D ANDREW CORP COM 034425108 176 8100 SH SOLE 0 0 8100 D ANDREW CORP COM 034425108 62 2849 SH SOLE 2849 0 0 D ANDRX GROUP COM 034553107 122 2100 SH SOLE 2100 0 0 D ANHEUSER BUSCH COM 035229103 36 800 SH SOLE 0 0 800 D ANHEUSER BUSCH COM 035229103 3258 71612 SH SOLE 0 0 71612 D ANHEUSER BUSCH COM 035229103 121400 2668133 SH SOLE 2668133 0 0 D ANHEUSER BUSCH COM 035229103 437 9600 SH SOLE 0 0 9600 D ANHEUSER BUSCH COM 035229103 646 14188 SH SOLE 14188 0 0 D ANHEUSER BUSCH COM 035229103 3422 75200 SH SOLE 0 0 75200 D ANHEUSER BUSCH COM 035229103 95 2096 SH SOLE 0 0 2096 D AON CORP COM 037389103 1195 34900 SH SOLE 34900 0 0 D AON CORP COM 037389103 127 3712 SH SOLE 3712 0 0 D APACHE COM 037411105 111687 1594100 SH SOLE 1594100 0 0 D APACHE COM 037411105 511 7300 SH SOLE 0 0 7300 D APARTMENT INVT & MGMT CL A COM 03748R101 30 600 SH SOLE 600 0 0 D APOLLO GROUP INC CL A COM 037604105 34 700 SH SOLE 700 0 0 D APOGENT TECHNOLOGIES INC COM 03760A101 10 500 SH SOLE 500 0 0 D APPLE COMPUTER COM 037833100 4016 269980 SH SOLE 269980 0 0 D APPLE COMPUTER COM 037833100 42 2790 SH SOLE 0 0 2790 D APPLERA CORP-APPLIED BIOSYSTEM COM 038020103 3584 38100 SH SOLE 38100 0 0 D APPLERA CORP-CELERA GENOMICS COM 038020202 18 500 SH SOLE 500 0 0 D APPLIED EXTRUSION TECHNOLOGIES COM 038196101 3 900 SH SOLE 0 0 900 D APPLIED MATERIAL COM 038222105 95 2500 SH SOLE 0 0 2500 D APPLIED MATERIAL COM 038222105 46853 1226904 SH SOLE 0 0 1226904 D APPLIED MATERIAL COM 038222105 4 104 SH SOLE 0 0 104 D APPLIED MATERIAL COM 038222105 195 5100 SH SOLE 0 0 5100 D APPLIED MICRO CIRCUITS CORP COM 03822W109 9 120 SH SOLE 0 0 120 D APPLIED MICRO CIRCUITS CORP COM 03822W109 216 2880 SH SOLE 2880 0 0 D APPLIED MICRO CIRCUITS CORP COM 03822W109 33 440 SH SOLE 0 0 440 D APPLIED SCIENCE & TECHNOLOGY COM 038236105 24 2000 SH SOLE 2000 0 0 D APTARGROUP INC COM 038336103 854 29080 SH SOLE 29080 0 0 D APTARGROUP INC COM 038336103 27 930 SH SOLE 0 0 930 D ARCHER-DANIELS-MIDLD COM 039483102 391 26038 SH SOLE 0 0 26038 D ARCHER-DANIELS-MIDLD COM 039483102 1326 88390 SH SOLE 88390 0 0 D ARCHSTONE COMMUNITIES TRUST COM 039581103 18 700 SH SOLE 700 0 0 D AREA BANCSHARES CORP. COM 039872106 671 40637 SH SOLE 0 0 40637 D AREMISSOFT CORP DEL COM 040026106 149 3500 SH SOLE 3500 0 0 D ARGONAUT GROUP COM 040157109 42 2000 SH SOLE 2000 0 0 D ARGOSY GAMING CO COM 040228108 86 4500 SH SOLE 4500 0 0 D ARIBA INC COM 04033V104 290 5400 SH SOLE 5400 0 0 D ARROW ELECTRONICS COM 042735100 31 1100 SH SOLE 1100 0 0 D ART TECHNOLOGY GROUP INC COM 04289L107 15 500 SH SOLE 500 0 0 D ARVINMERITOR INC COM 043353101 15 1300 SH SOLE 1300 0 0 D ASHLAND INC COM 044204105 441 12300 SH SOLE 12300 0 0 D ASHLAND INC COM 044204105 28 786 SH SOLE 0 0 786 D ASHWORTH INC COM 04516H101 169 26000 SH SOLE 26000 0 0 D ASPECT COMMUNICATIONS CORP COM 04523Q102 2 200 SH SOLE 200 0 0 D ASSOCIATED BANC CORP COM 045487105 19 630 SH SOLE 630 0 0 D ASSOCIATED MATERIALS INC COM 045709102 308 19400 SH SOLE 19400 0 0 D ASSOCIATED MATERIALS COM 045709102 686 43240 SH SOLE 43240 0 0 D AT HOME CORP SER A COM 045919107 3 500 SH SOLE 500 0 0 D ASTEC INDUSTRIES INC COM 046224101 26 2000 SH SOLE 0 0 2000 D ASTRAZENECA PLC COM 046353108 39 756 SH SOLE 0 0 756 D ASTRAZENECA PLC COM 046353108 36 700 SH SOLE 700 0 0 D ASTRONICS CORP COM 046433108 3286 273810 SH SOLE 273810 0 0 D ASTRONICS CORP CL B COM 046433207 11 891 SH SOLE 891 0 0 D ATMEL CORP COM 049513104 133 11400 SH SOLE 11400 0 0 D ATRION CORP COM 049904105 59 4000 SH SOLE 4000 0 0 D AULT INC COM 051503100 60 8600 SH SOLE 8600 0 0 D AUTODESK INC COM 052769106 183 6800 SH SOLE 6800 0 0 D AUTOLIV INC COM 052800109 5 306 SH SOLE 0 0 306 D AUTOLIV INC COM 052800109 7 460 SH SOLE 0 0 460 D AUTOLIV INC COM 052800109 14 900 SH SOLE 900 0 0 D AUTOMATIC DATA PROCESSING COM 053015103 29394 464269 SH SOLE 464269 0 0 D AUTOMATIC DATA PROCESSING COM 053015103 8949 141341 SH SOLE 0 0 141341 D AUTOMATIC DATA PROCESSING COM 053015103 15068 238000 SH SOLE 0 0 238000 D AUTOMATIC DATA PROCESSING COM 053015103 617 9740 SH SOLE 9740 0 0 D AUTOMATIC DATA PROCESSING COM 053015103 3216 50800 SH SOLE 0 0 50800 D AUTOMATIC DATA PROCESSING COM 053015103 939 14827 SH SOLE 14827 0 0 D AUTOMATIC DATA PROCESSING COM 053015103 62 980 SH SOLE 0 0 980 D AUTONATION INC COM 05329W102 14 2400 SH SOLE 2400 0 0 D AUTOZONE INC COM 053332102 237 8300 SH SOLE 8300 0 0 D AVALONBAY COMMUNITIES INC COM 053484101 35 700 SH SOLE 700 0 0 D AVAYA INC COM 053499109 436 42296 SH SOLE 42296 0 0 D AVAYA INC COM 053499109 57 5574 SH SOLE 0 0 5574 D AVAYA INC COM 053499109 185 17940 SH SOLE 0 0 17940 D AVAYA INC COM 053499109 18 1697 SH SOLE 0 0 1697 D AVAYA INC COM 053499109 6 543 SH SOLE 543 0 0 D AVAYA INC COM 053499109 5 500 SH SOLE 0 0 500 D AVERY DENNISON CORP COM 053611109 1087 19800 SH SOLE 19800 0 0 D AVERY DENNISON CORP COM 053611109 55 1000 SH SOLE 0 0 1000 D AVNET INC COM 053807103 13 600 SH SOLE 600 0 0 D AVON PRODUCTS COM 054303102 1515 31637 SH SOLE 31637 0 0 D BB&T CORP COM 054937107 1750 46900 SH SOLE 46900 0 0 D BB&T CORP COM 054937107 157 4200 SH SOLE 0 0 4200 D BCE INC COM 05534B109 145 5000 SH SOLE 0 0 5000 D BEI TECHNOLOGIES INC COM 05538P104 372 32000 SH SOLE 32000 0 0 D BHC COMMUNICATIONS CL A COM 055448104 13 100 SH SOLE 100 0 0 D BISYS GROUP INC COM 055472104 94 1800 SH SOLE 1800 0 0 D BJ SERVICES CO COM 055482103 117 1700 SH SOLE 1700 0 0 D BJ'S WHOLESALE CLUB INC. COM 05548J106 88335 2301890 SH SOLE 2301890 0 0 D BJ'S WHOLESALE CLUB INC. COM 05548J106 15 400 SH SOLE 0 0 400 D BP AMOCO PLC -SPONS ADR COM 055622104 3789 79144 SH SOLE 0 0 79144 D BP AMOCO PLC -SPONS ADR COM 055622104 16895 352889 SH SOLE 352889 0 0 D BP AMOCO PLC -SPONS ADR COM 055622104 5309 110884 SH SOLE 0 0 110884 D BP AMOCO PLC -SPONS ADR COM 055622104 921 19240 SH SOLE 0 0 19240 D BP AMOCO PLC -SPONS ADR COM 055622104 247 5168 SH SOLE 0 0 5168 D BP AMOCO PLC -SPONS ADR COM 055622104 513 10708 SH SOLE 10708 0 0 D BSB BANCORP COM 055652101 38 2900 SH SOLE 2900 0 0 D BMC SOFTWARE INC COM 055921100 20 1400 SH SOLE 1400 0 0 D BTU INTL INC COM 056032105 2959 388000 SH SOLE 388000 0 0 D BACOU USA INC COM 056439102 11944 459400 SH SOLE 459400 0 0 D BADGER METER INC COM 056525108 173 7500 SH SOLE 7500 0 0 D BAKER MICHAEL CORP COM 057149106 153 19800 SH SOLE 19800 0 0 D BAKER HUGHES INC COM 057224107 95 2280 SH SOLE 0 0 2280 D BAKER HUGHES INC COM 057224107 1820 43800 SH SOLE 43800 0 0 D BALCHEM CORP CL B COM 057665200 2692 203200 SH SOLE 203200 0 0 D BALL CORP COM 058498106 184 4000 SH SOLE 4000 0 0 D BALTEK CORP COM 058822107 30 4480 SH SOLE 4480 0 0 D BANCFIRST CORP COM 05945F103 8787 221400 SH SOLE 221400 0 0 D BANCINSURANCE CORP COM 05945K102 46 10500 SH SOLE 10500 0 0 D BANCWEST CORP NEW COM 059790105 60 2300 SH SOLE 2300 0 0 D BANGOR-HYDRO-ELECTRIC COM 060077104 460 17900 SH SOLE 17900 0 0 D BANK OF AMERICA CORP COM 060505104 11018 240171 SH SOLE 240171 0 0 D BANK OF AMERICA CORP COM 060505104 647 14098 SH SOLE 0 0 14098 D BANK OF AMERICA CORP COM 060505104 11 250 SH SOLE 250 0 0 D BANK OF AMERICA CORP COM 060505104 124 2694 SH SOLE 2694 0 0 D BANK OF AMERICA CORP COM 060505104 292 6357 SH SOLE 0 0 6357 D BANK OF AMERICA CORP COM 060505104 24 522 SH SOLE 0 0 522 D BANK OF AMERICA CORP COM 060505104 382 8317 SH SOLE 0 0 8317 D BANK OF THE OZARKS, INC. COM 063904106 512 39200 SH SOLE 39200 0 0 D BANK OF NEW YORK COM 064057102 150176 2721178 SH SOLE 2721178 0 0 D BANK OF NEW YORK COM 064057102 699 12660 SH SOLE 0 0 12660 D BANK OF NEW YORK COM 064057102 17 300 SH SOLE 0 0 300 D BANK OF NEW YORK COM 064057102 602 10900 SH SOLE 0 0 10900 D BANK ONE CORP COM 06423A101 1809 49399 SH SOLE 0 0 49399 D BANK ONE CORP COM 06423A101 6302 172065 SH SOLE 172065 0 0 D BANK ONE CORP COM 06423A101 147 4000 SH SOLE 0 0 4000 D BANK ONE CORP COM 06423A101 623 16999 SH SOLE 0 0 16999 D BANK ONE CORP COM 06423A101 50 1355 SH SOLE 1355 0 0 D BANK ONE CORP COM 06423A101 177 4846 SH SOLE 0 0 4846 D BANKNORTH GROUP INC (2000) COM 06646R107 4626 232000 SH SOLE 0 0 232000 D BANKNORTH GROUP INC (2000) COM 06646R107 15596 782209 SH SOLE 782209 0 0 D BARD C.R. COM 067383109 335 7200 SH SOLE 7200 0 0 D BARRICK GOLD CORP COM 067901108 878 53600 SH SOLE 53600 0 0 D BAUSCH & LOMB COM 071707103 12 300 SH SOLE 300 0 0 D BAXTER INTERNATIONAL INC COM 071813109 3689 41775 SH SOLE 41775 0 0 D BAXTER INTERNATIONAL INC COM 071813109 18 200 SH SOLE 0 0 200 D BAXTER INTERNATIONAL INC COM 071813109 171 1932 SH SOLE 0 0 1932 D BEA SYSTEMS INC COM 073325102 784 11640 SH SOLE 11640 0 0 D BEACON POWER CORPORATION COM 073677106 1000 100 SH SOLE 100 0 0 D BEAR STEARNS COS INC COM 073902108 735 14500 SH SOLE 14500 0 0 D BECKMAN COULTER INC COM 075811109 50 1200 SH SOLE 1200 0 0 D BECKMAN COULTER INC COM 075811109 11 274 SH SOLE 0 0 274 D BECTON DICKINSON & CO COM 075887109 1305 37700 SH SOLE 37700 0 0 D BECTON DICKINSON & CO COM 075887109 139 4000 SH SOLE 0 0 4000 D BED BATH & BEYOND INC COM 075896100 924 41300 SH SOLE 41300 0 0 D BEL FUSE INC CL A COM 077347201 218 6500 SH SOLE 6500 0 0 D BELDEN INC COM 077459105 1772 69830 SH SOLE 69830 0 0 D BELDEN INC COM 077459105 19 750 SH SOLE 750 0 0 D BELDEN INC COM 077459105 15 600 SH SOLE 0 0 600 D BELL MICROPRODUCTS INC COM 078137106 557 35100 SH SOLE 35100 0 0 D BELLSOUTH CORP. COM 079860102 93417 2281905 SH SOLE 2281905 0 0 D BELLSOUTH CORP. COM 079860102 318 7768 SH SOLE 7768 0 0 D BELLSOUTH CORP. COM 079860102 1509 36868 SH SOLE 0 0 36868 D BELLSOUTH CORP. COM 079860102 1809 44198 SH SOLE 0 0 44198 D BELLSOUTH CORP. COM 079860102 278 6800 SH SOLE 0 0 6800 D BELLSOUTH CORP. COM 079860102 25 600 SH SOLE 0 0 600 D BELO CORPORATION CL A COM 080555105 13 800 SH SOLE 800 0 0 D BEMIS CO. COM 081437105 255 7600 SH SOLE 7600 0 0 D BENCHMARK ELECTRONICS COM 08160H101 18280 810190 SH SOLE 810190 0 0 D BENCHMARK ELECTRONICS COM 08160H101 9 400 SH SOLE 0 0 400 D BERKSHIRE HATHAWAY CL A COM 084670100 71 1 SH SOLE 0 0 1 D BERKSHIRE HATHAWAY CL B COM 084670207 5125 2177 SH SOLE 0 0 2177 D BERKSHIRE HATHAWAY CL B COM 084670207 5593 2376 SH SOLE 2376 0 0 D BERKSHIRE HATHAWAY CL B COM 084670207 1156 491 SH SOLE 0 0 491 D BERKSHIRE HATHAWAY CL B COM 084670207 789 335 SH SOLE 0 0 335 D BERKSHIRE HATHAWAY CL B COM 084670207 398 169 SH SOLE 0 0 169 D BERKSHIRE HATHAWAY CL B COM 084670207 384 163 SH SOLE 163 0 0 D BEST BUY COMPANY INC COM 086516101 5166 174735 SH SOLE 174735 0 0 D BINDLEY WESTN INDS INC COM 090324104 6309 151799 SH SOLE 151799 0 0 D BIOCHEM PHARMA INC COM 09058T108 29 900 SH SOLE 0 0 900 D BIOGEN INC COM 090597105 1297 21600 SH SOLE 21600 0 0 D BIOMET INC. COM 090613100 11644 293400 SH SOLE 293400 0 0 D BLACK & DECKER COM 091797100 428 10900 SH SOLE 10900 0 0 D BLACK HAWK GAMING & DEV INC COM 092067107 54 8000 SH SOLE 8000 0 0 D BLOCK H & R INC COM 093671105 530 12800 SH SOLE 12800 0 0 D BLOCKBUSTER INC CL A COM 093679108 2 200 SH SOLE 200 0 0 D BLONDER TONGUE LABS INC COM 093698108 58 18700 SH SOLE 18700 0 0 D BOEING COM 097023105 1247 18900 SH SOLE 0 0 18900 D BOEING COM 097023105 164568 2493459 SH SOLE 2493459 0 0 D BOEING COM 097023105 465 7050 SH SOLE 0 0 7050 D BOEING COM 097023105 110 1660 SH SOLE 0 0 1660 D BOEING COM 097023105 594 9000 SH SOLE 0 0 9000 D BOEING COM 097023105 73 1100 SH SOLE 1100 0 0 D BOISE CASCADE COM 097383103 269 8000 SH SOLE 8000 0 0 D BOSTON COMMUNICATIONS GROUP COM 100582105 3897 139800 SH SOLE 139800 0 0 D BOSTON PRIVATE FINL HLDGS IN COM 101119105 8814 443450 SH SOLE 443450 0 0 D BOSTON PROPERTIES INC COM 101121101 22 500 SH SOLE 500 0 0 D BOSTON SCIENTIFIC CORP COM 101137107 36 2600 SH SOLE 2600 0 0 D BOWATER INC COM 102183100 23 400 SH SOLE 400 0 0 D BOWL AMERICA INC CL A COM 102565108 95 11550 SH SOLE 11550 0 0 D BRANTLEY CAP CORP COM 105494108 63 7300 SH SOLE 7300 0 0 D BRIDGFORD FOODS CORP COM 108763103 3175 254018 SH SOLE 254018 0 0 D BRIGGS & STRATTON COM 109043109 102 2300 SH SOLE 2300 0 0 D BRINKER INTERNATIONAL COM 109641100 25 600 SH SOLE 600 0 0 D BRISTOL-MYERS SQUIBB CO COM 110122108 38687 523230 SH SOLE 523230 0 0 D BRISTOL-MYERS SQUIBB CO COM 110122108 4743 64144 SH SOLE 0 0 64144 D BRISTOL-MYERS SQUIBB CO COM 110122108 111 1500 SH SOLE 0 0 1500 D BRISTOL-MYERS SQUIBB CO COM 110122108 126 1700 SH SOLE 0 0 1700 D BRISTOL-MYERS SQUIBB CO COM 110122108 588 7955 SH SOLE 7955 0 0 D BRISTOL-MYERS SQUIBB CO COM 110122108 2824 38200 SH SOLE 0 0 38200 D BRISTOL-MYERS SQUIBB CO COM 110122108 28 380 SH SOLE 0 0 380 D BROADCOM CORP CL A COM 111320107 2545 30300 SH SOLE 30300 0 0 D BROADVISION INC COM 111412102 454 38400 SH SOLE 38400 0 0 D BROADVISION INC COM 111412102 2 177 SH SOLE 0 0 177 D BROCADE COMMUNICATIONS SYSTEMS COM 111621108 230 2500 SH SOLE 2500 0 0 D BROOKS AUTOMATION INC COM 11434A100 3398 121100 SH SOLE 121100 0 0 D BROOKTROUT INC COM 114580103 1868 197300 SH SOLE 197300 0 0 D BROWN & SHARPE MFG COM 115223109 1092 223900 SH SOLE 223900 0 0 D BROWN FORMAN A COM 115637100 262 3926 SH SOLE 0 0 3926 D BROWN FORMAN B COM 115637209 658 9900 SH SOLE 9900 0 0 D BRUNSWICK CORP COM 117043109 252 15300 SH SOLE 15300 0 0 D BRUSH ENGINEERED MATERIALS INC COM 117421107 6624 328100 SH SOLE 328100 0 0 D BUDGET GROUP INC COM CL A 119003101 1013 476726 SH SOLE 476726 0 0 D BUILDING MATERIALS HLDG CORP COM 120113105 264 31000 SH SOLE 31000 0 0 D BURLINGTON NORTHERN SANTA FE COM 12189T104 134 4727 SH SOLE 0 0 4727 D BURLINGTON NORTHERN SANTA FE COM 12189T104 5069 179040 SH SOLE 179040 0 0 D BURLINGTON NORTHERN SANTA FE COM 12189T104 19 670 SH SOLE 0 0 670 D BURLINGTON RESOURCES INC COM 122014103 106 2100 SH SOLE 0 0 2100 D BURLINGTON RESOURCES INC COM 122014103 1439 28500 SH SOLE 28500 0 0 D BURLINGTON RESOURCES INC COM 122014103 62 1234 SH SOLE 0 0 1234 D BURLINGTON RESOURCES INC COM 122014103 15 300 SH SOLE 0 0 300 D C&D TECHNOLOGIES INC COM 124661109 13 300 SH SOLE 300 0 0 D CDW COMPUTER CTRS INC COM 125129106 11 400 SH SOLE 400 0 0 D CEC ENTMT INC COM 125137109 1160 34000 SH SOLE 34000 0 0 D CFS BANCORP COM 12525D102 2885 269900 SH SOLE 269900 0 0 D CH ENERGY GROUP INC COM 12541M102 4359 97400 SH SOLE 97400 0 0 D CH ROBINSON WORLDWIDE INC. COM 12541W100 21240 675600 SH SOLE 675600 0 0 D CIGNA CORP COM 125509109 119 900 SH SOLE 0 0 900 D CIGNA CORP COM 125509109 4961 37500 SH SOLE 37500 0 0 D CIGNA CORP COM 125509109 179 1350 SH SOLE 1350 0 0 D CIGNA CORP COM 125509109 5348 40425 SH SOLE 0 0 40425 D CIGNA CORP COM 125509109 397 3000 SH SOLE 0 0 3000 D CIT GROUP INC CL A COM 125577106 682 33900 SH SOLE 33900 0 0 D CMGI INC COM 125750109 1 100 SH SOLE 100 0 0 D CMS ENERGY CORP COM 125896100 127 4000 SH SOLE 4000 0 0 D CNA FINANCIAL CORP COM 126117100 8 200 SH SOLE 200 0 0 D CNA SURETY CORP COM 12612L108 33 2300 SH SOLE 2300 0 0 D CNET NETWORKS INC COM 12613R104 6 400 SH SOLE 400 0 0 D CPAC INC COM 126145101 78 12700 SH SOLE 12700 0 0 D CSG SYS INTL INC COM 126349109 19 400 SH SOLE 400 0 0 D CSX CORP. COM 126408103 42 1600 SH SOLE 0 0 1600 D CSX CORP. COM 126408103 30 1150 SH SOLE 1150 0 0 D CSX CORP. COM 126408103 158 6100 SH SOLE 6100 0 0 D CSX CORP. COM 126408103 21 800 SH SOLE 0 0 800 D CT COMMUNICATIONS INC COM 126426402 9362 665700 SH SOLE 665700 0 0 D CUNO INC COM 126583103 48360 1803620 SH SOLE 1803620 0 0 D CUNO INC COM 126583103 24 880 SH SOLE 0 0 880 D CVS CORP COM 126650100 4423 73800 SH SOLE 73800 0 0 D CVS CORP COM 126650100 340 5680 SH SOLE 0 0 5680 D CVS CORP COM 126650100 6605 110200 SH SOLE 0 0 110200 D CVS CORP COM 126650100 198 3300 SH SOLE 0 0 3300 D CVS CORP COM 126650100 42 700 SH SOLE 0 0 700 D CVS CORP COM 126650100 30 500 SH SOLE 500 0 0 D CVS CORP COM 126650100 32 540 SH SOLE 0 0 540 D CABLEVISION SYS CORP CL A COM 12686C109 8 100 SH SOLE 100 0 0 D CABLETRON SYSTEMS COM 126920107 366 24300 SH SOLE 24300 0 0 D CABLE DESIGN TECHNOLOGIES CO COM 126924109 16040 954000 SH SOLE 954000 0 0 D CABOT CORPORATION COM 127055101 105 3990 SH SOLE 3990 0 0 D CABOT CORPORATION COM 127055101 17 630 SH SOLE 0 0 630 D CABOT MICROELECTRONICS CORP COM 12709P103 40 767 SH SOLE 767 0 0 D CABOT MICROELECTRONICS CORP COM 12709P103 9 176 SH SOLE 0 0 176 D CADENCE DESIGN SYS COM 127387108 61 2200 SH SOLE 2200 0 0 D CAGLES INC CL A COM 127703106 93 9300 SH SOLE 9300 0 0 D CALIFORNIA WATER SERVICE GROUP COM 130788102 123 4554 SH SOLE 4554 0 0 D CALPINE CORP COM 131347106 491 10900 SH SOLE 10900 0 0 D CALPINE CORP COM 131347106 18 400 SH SOLE 0 0 400 D CAMPBELL SOUP COM 134429109 1886 54466 SH SOLE 54466 0 0 D CANADIAN NATL RY CO PFD CV 136375409 3412 75000 SH SOLE 0 0 X D CAPITAL CORP OF THE WEST COM 140065103 1866 155540 SH SOLE 155540 0 0 D CAPITAL ONE FINANCIAL COM 14040H105 1797 27300 SH SOLE 27300 0 0 D CAPITOL TRANSAMERICA COM 140640103 300 24100 SH SOLE 24100 0 0 D CARDINAL HEALTH INC COM 14149Y108 6337 63612 SH SOLE 63612 0 0 D CARDINAL HEALTH INC COM 14149Y108 973 9764 SH SOLE 0 0 9764 D CARDINAL HEALTH INC COM 14149Y108 32 319 SH SOLE 319 0 0 D CARDINAL HEALTH INC COM 14149Y108 43 427 SH SOLE 427 0 0 D CARECENTRIC INC COM 14166Y106 8 2368 SH SOLE 2368 0 0 D CAREMARK RX INC COM 141705103 1184 87300 SH SOLE 87300 0 0 D CAREMARK RX INC COM 141705103 1 60 SH SOLE 0 0 60 D CARLISLE COMPANIES COM 142339100 69495 1618500 SH SOLE 1618500 0 0 D CARNIVAL CORP COM 143658102 2440 79200 SH SOLE 79200 0 0 D CARRAMERICA REALTY CORP COM 144418100 25 800 SH SOLE 800 0 0 D CARTER WALLACE COM 146285101 33 1000 SH SOLE 0 0 1000 D CASCADE CORP COM 147195101 447 27800 SH SOLE 27800 0 0 D CASCADE NATURAL GAS COM 147339105 506 26900 SH SOLE 26900 0 0 D CASH AMERICA INTERNATIONAL COM 14754D100 10509 2401985 SH SOLE 2401985 0 0 D CASS INFORMATION SYSTEMS INC COM 14808P109 1036 59200 SH SOLE 59200 0 0 D CATALINA MARKETING CORP COM 148867104 12 300 SH SOLE 300 0 0 D CATERPILLAR COM 149123101 2295 48500 SH SOLE 48500 0 0 D CELGENE CORP COM 151020104 23 700 SH SOLE 700 0 0 D CENDANT CORP COM 151313102 435 45200 SH SOLE 45200 0 0 D CENTEX COM 152312104 2032 54100 SH SOLE 54100 0 0 D CENTURA BANKS INC COM 15640T100 14 300 SH SOLE 300 0 0 D CENTURA BANKS INC COM 15640T100 48 1000 SH SOLE 0 0 1000 D CENTURYTEL INC COM 156700106 336 9400 SH SOLE 9400 0 0 D CERADYNE INC COM 156710105 132 19900 SH SOLE 19900 0 0 D CERIDIAN CORP COM 15677T106 183 9200 SH SOLE 9200 0 0 D CHALONE WINE GROUP LTD COM 157639105 129 15800 SH SOLE 15800 0 0 D CHANNELL COMMERCIAL CORP COM 159186105 432 66400 SH SOLE 66400 0 0 D CHARLES RIVER LAB INTL COM 159864107 274 10000 SH SOLE 10000 0 0 D CHARTER ONE FINL INC COM 160903100 844 29245 SH SOLE 29245 0 0 D CHARTER MUNICIPAL MTG ACCPTC COM 160908109 12 900 SH SOLE 900 0 0 D CHARTER COMMUNICATIONS INC A COM 16117M107 5 200 SH SOLE 200 0 0 D CHASE MANHATTAN CORP COM 16161A108 21807 479925 SH SOLE 479925 0 0 D CHASE MANHATTAN CORP COM 16161A108 61 1346 SH SOLE 0 0 1346 D CHECKFREE CORP COM 162813109 4 100 SH SOLE 100 0 0 D CHEMED CORP COM 163596109 8655 257400 SH SOLE 257400 0 0 D CHESAPEAKE UTILITIES COM 165303108 237 12700 SH SOLE 12700 0 0 D CHEVRON CORP COM 166751107 100 1184 SH SOLE 0 0 1184 D CHEVRON CORP COM 166751107 376 4448 SH SOLE 0 0 4448 D CHEVRON CORP COM 166751107 8068 95545 SH SOLE 95545 0 0 D CHICAGO RIVET & MACH CO COM 168088102 30 1800 SH SOLE 1800 0 0 D CHILDTIME LEARNING CTRS INC COM 168820108 59 9000 SH SOLE 9000 0 0 D CHIRON CORP COM 170040109 1068 24000 SH SOLE 24000 0 0 D CHIRON CORP COM 170040109 45 1000 SH SOLE 0 0 1000 D CHOICEPOINT INC COM 170388102 20 300 SH SOLE 300 0 0 D CHRIS CRAFT INDUSTRIES INC COM 170520100 13 200 SH SOLE 200 0 0 D CHUBB COM 171232101 3012 34820 SH SOLE 34820 0 0 D CHUBB COM 171232101 969 11200 SH SOLE 0 0 11200 D CHUBB COM 171232101 52 600 SH SOLE 0 0 600 D CHUBB COM 171232101 35 400 SH SOLE 0 0 400 D CHUBB COM 171232101 35 400 SH SOLE 0 0 400 D CHUBB COM 171232101 225 2600 SH SOLE 2600 0 0 D CHURCH & DWIGHT INC COM 171340102 7 300 SH SOLE 0 0 300 D CIENA CORP COM 171779101 349 4300 SH SOLE 4300 0 0 D CINCINNATI FINANCIAL COM 172062101 570 14402 SH SOLE 14402 0 0 D CINERGY CORP COM 172474108 788 22443 SH SOLE 22443 0 0 D CIRCUIT CITY STORES COM 172737108 64 5600 SH SOLE 0 0 5600 D CIRCUIT CITY STORES COM 172737108 1351 117520 SH SOLE 117520 0 0 D CIRCUIT CITY STORES COM 172737108 74 6400 SH SOLE 6400 0 0 D CIRCUIT CITY STORES COM 172737108 3094 269000 SH SOLE 0 0 269000 D CISCO SYSTEMS INC COM 17275R102 54390 1421963 SH SOLE 1421963 0 0 D CISCO SYSTEMS INC COM 17275R102 2947 77034 SH SOLE 0 0 77034 D CISCO SYSTEMS INC COM 17275R102 73 1920 SH SOLE 1920 0 0 D CISCO SYSTEMS INC COM 17275R102 115 3000 SH SOLE 0 0 3000 D CISCO SYSTEMS INC COM 17275R102 68 1780 SH SOLE 0 0 1780 D CISCO SYSTEMS INC COM 17275R102 160 4175 SH SOLE 4175 0 0 D CISCO SYSTEMS INC COM 17275R102 360 9400 SH SOLE 0 0 9400 D CINTAS CORP COM 172908105 133 2500 SH SOLE 2500 0 0 D CITIGROUP INC COM 172967101 162978 3191699 SH SOLE 3191699 0 0 D CITIGROUP INC COM 172967101 243 4768 SH SOLE 0 0 4768 D CITIGROUP INC COM 172967101 1013 19830 SH SOLE 0 0 19830 D CITIGROUP INC COM 172967101 1069 20933 SH SOLE 0 0 20933 D CITIGROUP INC COM 172967101 118 2316 SH SOLE 0 0 2316 D CITIZENS COMMUNICATIONS CO. COM 17453B101 24 1800 SH SOLE 1800 0 0 D CITRIX SYSTEMS INC COM 177376100 9 400 SH SOLE 400 0 0 D CITY NATL CORP COM 178566105 16 400 SH SOLE 400 0 0 D CLARCOR COM 179895107 70 3375 SH SOLE 0 0 3375 D CLARCOR COM 179895107 36 1725 SH SOLE 1725 0 0 D CLARK / BARDES HLDGS INC COM 180668105 20 2000 SH SOLE 2000 0 0 D CLEAR CHANNEL COMMUNICATION COM 184502102 14127 291654 SH SOLE 291654 0 0 D CLEAR CHANNEL COMMUNICATION COM 184502102 63 1300 SH SOLE 0 0 1300 D CLOROX CO COM 189054109 220 6200 SH SOLE 6200 0 0 D CLOROX CO COM 189054109 853 24036 SH SOLE 0 0 24036 D CLOROX CO COM 189054109 1634 46024 SH SOLE 46024 0 0 D COASTAL CORP COM 190441105 195421 2212820 SH SOLE 2212820 0 0 D COASTAL CORP COM 190441105 3413 38650 SH SOLE 0 0 38650 D COASTAL CORP COM 190441105 1122 12700 SH SOLE 0 0 12700 D COASTAL CORP COM 190441105 618 7000 SH SOLE 0 0 7000 D COASTCAST CORP COM 19057T108 327 18700 SH SOLE 18700 0 0 D COCA COLA BOTTLING CO CONS COM 191098102 45 1200 SH SOLE 0 0 1200 D COCA COLA COM 191216100 1785 29300 SH SOLE 0 0 29300 D COCA COLA COM 191216100 4467 73300 SH SOLE 0 0 73300 D COCA COLA COM 191216100 22222 364673 SH SOLE 364673 0 0 D COCA COLA COM 191216100 146 2400 SH SOLE 2400 0 0 D COCA COLA COM 191216100 488 8000 SH SOLE 0 0 8000 D COCA COLA ENTERPRISES INC COM 191219104 53 2800 SH SOLE 2800 0 0 D COGNEX CORP COM 192422103 11795 533100 SH SOLE 533100 0 0 D COHERENT INC COM 192479103 7608 234100 SH SOLE 234100 0 0 D COLE KENNETH PRODTNS INC CL A COM 193294105 40 1000 SH SOLE 1000 0 0 D COLGATE-PALMOLIVE COM 194162103 6287 97400 SH SOLE 97400 0 0 D COLGATE-PALMOLIVE COM 194162103 207 3200 SH SOLE 0 0 3200 D COLGATE-PALMOLIVE COM 194162103 637 9864 SH SOLE 0 0 9864 D COLGATE-PALMOLIVE COM 194162103 207 3200 SH SOLE 0 0 3200 D COLGATE-PALMOLIVE COM 194162103 18547 287320 SH SOLE 0 0 287320 D COLGATE-PALMOLIVE COM 194162103 309 4784 SH SOLE 4784 0 0 D COLORADO BUSINESS BANKSHARES COM 196333108 652 38100 SH SOLE 38100 0 0 D COMCAST CL A COM 200300101 14385 348206 SH SOLE 348206 0 0 D COMCAST CL A COM 200300101 41 1000 SH SOLE 0 0 1000 D COMCAST CL A COM 200300101 70 1700 SH SOLE 0 0 1700 D COMCAST CORP SPECIAL CL A COM 200300200 4947 118500 SH SOLE 118500 0 0 D COMDISCO INC COM 200336105 16 1400 SH SOLE 1400 0 0 D COMERICA INC. COM 200340107 1542 25969 SH SOLE 25969 0 0 D COMMERCE BANCORP INC NJ COM 200519106 71913 1051745 SH SOLE 1051745 0 0 D COMMERCE BANCORP INC NJ COM 200519106 19 280 SH SOLE 0 0 280 D COMMERCE BANCSHARES COM 200525103 17 410 SH SOLE 410 0 0 D COMMERCE GROUP INC/MA COM 200641108 57 2100 SH SOLE 2100 0 0 D COMMERCE ONE INC DEL COM 200693109 5 180 SH SOLE 0 0 180 D COMMERCE ONE INC DEL COM 200693109 95 3770 SH SOLE 3770 0 0 D COMMSCOPE INC COM 203372107 26930 1625900 SH SOLE 1625900 0 0 D COMMSCOPE INC COM 203372107 9 570 SH SOLE 0 0 570 D COMMSCOPE INC SB NT CV 144A 203372AA5 2548 3500000 PR SOLE 0 0 X D COMMSCOPE INC SB NT CV 203372AB3 5827 8000000 PR SOLE 0 0 X D COMMUNITY TRUST BANCORP COM 204149108 4105 275957 SH SOLE 275957 0 0 D COMPAQ COMPUTER COM 204493100 72290 4803320 SH SOLE 4803320 0 0 D COMPAQ COMPUTER COM 204493100 33 2189 SH SOLE 0 0 2189 D COMPAQ COMPUTER COM 204493100 113 7500 SH SOLE 0 0 7500 D COMPAQ COMPUTER COM 204493100 220 14600 SH SOLE 0 0 14600 D COMPAQ COMPUTER COM 204493100 2 141 SH SOLE 0 0 141 D COMPASS BANCSHARES INC COM 20449H109 24 1000 SH SOLE 1000 0 0 D COMPUTER ASSOC INTERNATIONAL COM 204912109 1307 67000 SH SOLE 67000 0 0 D COMPUTER ASSOC INTERNATIONAL COM 204912109 15 750 SH SOLE 0 0 750 D COMPUTER ASSOC INTERNATIONAL COM 204912109 6 300 SH SOLE 0 0 300 D COMPUTER SCIENCES COM 205363104 6739 112077 SH SOLE 112077 0 0 D COMPUTER SCIENCES COM 205363104 3859 64190 SH SOLE 0 0 64190 D COMPUTER SCIENCES COM 205363104 234 3900 SH SOLE 0 0 3900 D COMPUTER SCIENCES COM 205363104 9602 159700 SH SOLE 0 0 159700 D COMPUTER SCIENCES COM 205363104 185 3070 SH SOLE 0 0 3070 D COMPUTER SCIENCES COM 205363104 216 3600 SH SOLE 3600 0 0 D COMPUTER SCIENCES COM 205363104 376 6250 SH SOLE 6250 0 0 D COMPUWARE CORP COM 205638109 8 1200 SH SOLE 1200 0 0 D COMPX INTERNATIONAL INC. COM 20563P101 6019 673400 SH SOLE 673400 0 0 D COMVERSE TECHNOLOGY COM 205862402 2477 22800 SH SOLE 22800 0 0 D CONAGRA FOODS INC COM 205887102 61 2350 SH SOLE 0 0 2350 D CONAGRA FOODS INC COM 205887102 1830 70400 SH SOLE 70400 0 0 D COMPUTER HORIZONS CORP COM 205908106 175 71668 SH SOLE 71668 0 0 D CONCORD EFS INC COM 206197105 75 1700 SH SOLE 1700 0 0 D CONEXANT SYSTEMS INC COM 207142100 4 240 SH SOLE 0 0 240 D CONEXANT SYSTEMS INC COM 207142100 5 300 SH SOLE 300 0 0 D CONEXANT SYSTEMS INC SB NT CV 144A 207142AD2 2767 5120000 PR SOLE 0 0 X D CONEXANT SYSTEMS INC SUB NT CV 207142AF7 7931 14735000 PR SOLE 0 0 X D CONGOLEUM CORP A COM 207195108 636 290700 SH SOLE 290700 0 0 D CONNECTICUT WATER SVC COM 207797101 361 11800 SH SOLE 11800 0 0 D CONOCO INC COM 208251306 49 1700 SH SOLE 1700 0 0 D CONOCO INC CL B COM 208251405 14 489 SH SOLE 0 0 489 D CONOCO INC CL B COM 208251405 79 2721 SH SOLE 0 0 2721 D CONOCO INC CL B COM 208251405 3365 116300 SH SOLE 116300 0 0 D CONSECO INC COM 208464107 34 2600 SH SOLE 2600 0 0 D CONSOLIDATED EDISON INC COM 209115104 1070 27800 SH SOLE 27800 0 0 D CONSOLIDATED STORES COM 210149100 158 14900 SH SOLE 14900 0 0 D CONSTELLATION BRANDS INC CL A COM 21036P108 29 500 SH SOLE 500 0 0 D CONSTELLATION ENERGY GROUP COM 210371100 892 19800 SH SOLE 19800 0 0 D CONSTELLATION ENERGY GROUP COM 210371100 54 1200 SH SOLE 0 0 1200 D CONTINENTIAL AIRLINES CL B COM 210795308 15 300 SH SOLE 300 0 0 D CONVERGYS CORP COM 212485106 222 4900 SH SOLE 4900 0 0 D COOPER CAMERON CORP COM 216640102 184 2786 SH SOLE 0 0 2786 D COOPER CAMERON CORP COM 216640102 48 732 SH SOLE 0 0 732 D COOPER CAMERON CORP COM 216640102 55334 837600 SH SOLE 837600 0 0 D COOPER CAMERON CORP COM 216640102 258 3900 SH SOLE 0 0 3900 D COOPER INDUSTRIES COM 216669101 616 13400 SH SOLE 13400 0 0 D COOPER TIRE & RUBBER COM 216831107 104 9800 SH SOLE 9800 0 0 D COORS ADOLPH CL B COM 217016104 530 6600 SH SOLE 6600 0 0 D COPPER MOUNTAIN NETWORKS INC COM 217510106 2 300 SH SOLE 300 0 0 D COR THERAPEUTICS INC COM 217753102 11 300 SH SOLE 300 0 0 D COREL CORPORATION COM 21868Q109 0 100 SH SOLE 100 0 0 D CORN PRODUCTS INTL INC COM 219023108 337 11600 SH SOLE 0 0 11600 D CORNING INC COM 219350105 95 1800 SH SOLE 0 0 1800 D CORNING INC COM 219350105 740 14016 SH SOLE 0 0 14016 D CORNING INC COM 219350105 16161 305997 SH SOLE 305997 0 0 D CORNING INC COM 219350105 4119 78000 SH SOLE 0 0 78000 D CORRECTIONAL SVCS CORP COM 219921103 124 53672 SH SOLE 53672 0 0 D CORRPRO COMPANIES INC COM 220317101 865 294463 SH SOLE 294463 0 0 D CORVIS CORPORATION COM 221009103 48 2000 SH SOLE 2000 0 0 D COSTCO WHOLESALE CORP COM 22160K105 2292 57400 SH SOLE 57400 0 0 D COSTCO WHOLESALE CORP COM 22160K105 6 140 SH SOLE 0 0 140 D COTTON STATES LIFE & HEALTH COM 221774102 178 15452 SH SOLE 15452 0 0 D COUNTRYWIDE CREDIT COM 222372104 1030 20500 SH SOLE 20500 0 0 D COVANCE INC COM 222816100 2 150 SH SOLE 0 0 150 D COVANCE INC COM 222816100 3 300 SH SOLE 0 0 300 D COX COMMUNICATIONS INC CL A COM 224044107 15767 338615 SH SOLE 338615 0 0 D COX COMMUNICATIONS INC CL A COM 224044107 84 1800 SH SOLE 0 0 1800 D COX RADIO INC CL A COM 224051102 7 300 SH SOLE 300 0 0 D CRANE CO COM 224399105 17 600 SH SOLE 600 0 0 D CREDENCE SYSTEMS CORP COM 225302108 9 400 SH SOLE 400 0 0 D CREE INC COM 225447101 18 500 SH SOLE 500 0 0 D CRESCENT REAL ESTATE EQUITY CO COM 225756105 20 900 SH SOLE 900 0 0 D CRITICAL PATH INC COM 22674V100 6 200 SH SOLE 200 0 0 D CRITICAL PATH INC COM 22674V100 213 6929 SH SOLE 0 0 6929 D CROSSMANN CMNTYS INC COM 22764E109 8362 398200 SH SOLE 398200 0 0 D CROWN CASTLE INTL CORP COM 228227104 19 700 SH SOLE 700 0 0 D CROWN CORK & SEAL COM 228255105 4 500 SH SOLE 500 0 0 D CROWN CORK & SEAL COM 228255105 2 273 SH SOLE 0 0 273 D CROWN CORK & SEAL COM 228255105 7 911 SH SOLE 0 0 911 D CROWN VANTAGE INC COM 228622106 0 30 SH SOLE 0 0 30 D CUBIC CORP COM 229669106 2392 93100 SH SOLE 93100 0 0 D CUMMINS ENGINE COM 231021106 220 5800 SH SOLE 5800 0 0 D CURTISS WRIGHT CORP COM 231561101 5 100 SH SOLE 100 0 0 D CYMER INC SB NT CV 232572AC1 16717 17581 PR SOLE 0 0 X D CYPRESS SEMICONDUCTOR COM 232806109 124 6300 SH SOLE 6300 0 0 D CYPRESS SEMICONDUCTOR SUB NT CV 232806AE9 1564 2000000 PR SOLE 0 0 X D CYPRESS SEMICONDUCTOR SB NT CV 232806AF6 4320 6145000 PR SOLE 0 0 X D D & K HEALTHCARE RESOURCES COM 232861104 6339 491979 SH SOLE 491979 0 0 D CYTYC CORP COM 232946103 19 300 SH SOLE 300 0 0 D DMC STRATEX NETWORKS INC COM 23322L106 9 600 SH SOLE 600 0 0 D DPL INC COM 233293109 57 1730 SH SOLE 1730 0 0 D DQE INC COM 23329J104 16 500 SH SOLE 500 0 0 D DRS TECHNOLOGIES INC COM 23330X100 266 19900 SH SOLE 19900 0 0 D DST SYSTEM INC COM 233326107 54 800 SH SOLE 800 0 0 D DTE ENERGY CO COM 233331107 763 19600 SH SOLE 19600 0 0 D DAL-TILE INTL INC COM 23426R108 2151 151600 SH SOLE 151600 0 0 D DALLAS SEMICONDUCTOR CORP COM 235204104 9978 389400 SH SOLE 389400 0 0 D DANA CORP COM 235811106 152 9900 SH SOLE 9900 0 0 D DANA CORP COM 235811106 30 1940 SH SOLE 0 0 1940 D DANAHER CORP COM 235851102 1265 18500 SH SOLE 18500 0 0 D DARDEN RESTAURANT COM 237194105 1368 59800 SH SOLE 59800 0 0 D DATA RESH ASSOC INC COM 237853106 60 10000 SH SOLE 10000 0 0 D DATARAM CORP COM 238108203 193 16600 SH SOLE 16600 0 0 D DAVE & BUSTERS INC COM 23833N104 345 31400 SH SOLE 31400 0 0 D DECORATOR INDS INC COM 243631207 18 6750 SH SOLE 6750 0 0 D DEERE & CO COM 244199105 1489 32500 SH SOLE 32500 0 0 D DEL GLOBAL TECHNOLOGIES COM 245073101 166 19200 SH SOLE 19200 0 0 D DELHAIZE AMER INC CL A COM 246688105 53 2984 SH SOLE 0 0 2984 D DELHAIZE AMER INC CL A COM 246688105 12 666 SH SOLE 666 0 0 D DELHAIZE AMER INC CL B COM 246688204 9 500 SH SOLE 500 0 0 D DELL COMPUTER CORP COM 247025109 5931 340110 SH SOLE 340110 0 0 D DELL COMPUTER CORP COM 247025109 14 800 SH SOLE 0 0 800 D DELL COMPUTER CORP COM 247025109 155 8900 SH SOLE 0 0 8900 D DELPHI AUTOMOTIVE SYSTEMS COM 247126105 7 581 SH SOLE 0 0 581 D DELPHI AUTOMOTIVE SYSTEMS COM 247126105 1067 94800 SH SOLE 94800 0 0 D DELPHI AUTOMOTIVE SYSTEMS COM 247126105 8 698 SH SOLE 0 0 698 D DELTA AIR LINES COM 247361108 853 17000 SH SOLE 17000 0 0 D DELTA NATURAL GAS COM 247748106 78 4000 SH SOLE 4000 0 0 D DELUXE CORP COM 248019101 265 10500 SH SOLE 10500 0 0 D DENTSPLY INTERNATIONAL COM 249030107 20 500 SH SOLE 500 0 0 D DETECTION SYS INC COM 250644101 274 15400 SH SOLE 15400 0 0 D DEVON ENERGY CORP COM 25179M103 56076 919728 SH SOLE 919728 0 0 D DEVON ENERGY CORP COM 25179M103 262 4300 SH SOLE 0 0 4300 D DEVON ENERGY CORP COM 25179M103 740 12130 SH SOLE 12130 0 0 D DEVRY INC COM 251893103 15 400 SH SOLE 400 0 0 D DEWOLFE COS INC COM 252115100 51 6000 SH SOLE 6000 0 0 D DIAGEO PLC COM 25243Q205 19566 440926 SH SOLE 440926 0 0 D DIAGEO PLC COM 25243Q205 83 1860 SH SOLE 0 0 1860 D DIAMOND OFFSHORE DRILLING COM 25271C102 16 400 SH SOLE 400 0 0 D DIEBOLD COM 253651103 20 600 SH SOLE 600 0 0 D DIGEX INC COM 253756100 5 200 SH SOLE 200 0 0 D DILLARDS INC COM 254067101 152 12900 SH SOLE 12900 0 0 D DIME BANCORP INC COM 25429Q102 3184 107700 SH SOLE 107700 0 0 D DIODES INC COM 254543101 190 18300 SH SOLE 18300 0 0 D DISNEY (WALT) CO COM 254687106 4375 151182 SH SOLE 151182 0 0 D DISNEY (WALT) CO COM 254687106 308 10653 SH SOLE 0 0 10653 D DISNEY (WALT) CO COM 254687106 65 2250 SH SOLE 0 0 2250 D DISNEY (WALT) CO COM 254687106 38 1300 SH SOLE 0 0 1300 D DISNEY (WALT) CO COM 254687106 17 600 SH SOLE 0 0 600 D DITECH COMMUNICATIONS CORP COM 25500M103 3 200 SH SOLE 200 0 0 D DOBSON COMMUNICATIONS CORP A COM 256069105 1 100 SH SOLE 100 0 0 D DOLLAR GENERAL CORP COM 256669102 6 300 SH SOLE 300 0 0 D DOLLAR GENERAL CORP COM 256669102 139 7338 SH SOLE 0 0 7338 D DOLLAR TREE STORES INC COM 256747106 229 9350 SH SOLE 9350 0 0 D DOMINION RESOURCES COM 25746U109 108363 1617360 SH SOLE 1617360 0 0 D DOMINION RESOURCES COM 25746U109 1524 22747 SH SOLE 0 0 22747 D DOMINION RESOURCES COM 25746U109 114 1700 SH SOLE 0 0 1700 D DOMINION RESOURCES COM 25746U109 162 2421 SH SOLE 0 0 2421 D DONEGAL GROUP COM 257701102 1090 114700 SH SOLE 114700 0 0 D DONNELLEY R.R. & SONS COM 257867101 454 16800 SH SOLE 16800 0 0 D DOUBLECLICK INC COM 258609304 2 200 SH SOLE 200 0 0 D DOVER CORP COM 260003108 1266 31200 SH SOLE 31200 0 0 D DOW CHEMICAL COM 260543103 268 7314 SH SOLE 7314 0 0 D DOW CHEMICAL COM 260543103 1307 35691 SH SOLE 0 0 35691 D DOW CHEMICAL COM 260543103 3403 92910 SH SOLE 92910 0 0 D DOW CHEMICAL COM 260543103 16 450 SH SOLE 0 0 450 D DOW CHEMICAL COM 260543103 209 5700 SH SOLE 0 0 5700 D DOW CHEMICAL COM 260543103 165 4500 SH SOLE 0 0 4500 D DOW JONES & CO INC COM 260561105 866 15300 SH SOLE 15300 0 0 D DOWNEY FINANCIAL CORP COM 261018105 165 3000 SH SOLE 3000 0 0 D DU PONT COM 263534109 145 3000 SH SOLE 3000 0 0 D DU PONT COM 263534109 3921 81159 SH SOLE 0 0 81159 D DU PONT COM 263534109 845 17488 SH SOLE 0 0 17488 D DU PONT COM 263534109 21527 445567 SH SOLE 445567 0 0 D DU PONT COM 263534109 2542 52620 SH SOLE 0 0 52620 D DU PONT COM 263534109 146 3020 SH SOLE 0 0 3020 D DUCKWALL-ALTO STORES INC NEW COM 264142100 56 9500 SH SOLE 9500 0 0 D DUKE ENERGY CORP COM 264399106 27146 318430 SH SOLE 318430 0 0 D DUKE ENERGY CORP COM 264399106 52 610 SH SOLE 0 0 610 D DUKE ENERGY CORP COM 264399106 67 790 SH SOLE 0 0 790 D DUKE ENERGY CORP COM 264399106 85 1000 SH SOLE 0 0 1000 D DUKE-WEEKS REALTY CORP COM 264411505 30 1200 SH SOLE 1200 0 0 D DUN & BRADSTREET (2000) COM 26483E100 39 1500 SH SOLE 0 0 1500 D DUN & BRADSTREET (2000) COM 26483E100 17 650 SH SOLE 650 0 0 D DUN & BRADSTREET (2000) COM 26483E100 18 700 SH SOLE 0 0 700 D DURA PHARMACEUTICALS SUB NT CV 26632SAA7 3183 3350000 PR SOLE 0 0 X D DYCOM INDS INC COM 267475101 11 300 SH SOLE 300 0 0 D DYNEGY INC CLASS A COM 26816Q101 4339 77400 SH SOLE 77400 0 0 D EGL INC COM 268484102 38229 1597000 SH SOLE 1597000 0 0 D ELXSI CORP COM 268613205 86 9300 SH SOLE 9300 0 0 D E M C CORP COM 268648102 42690 641958 SH SOLE 641958 0 0 D E M C CORP COM 268648102 1069 16070 SH SOLE 0 0 16070 D E M C CORP COM 268648102 7255 109100 SH SOLE 0 0 109100 D E M C CORP COM 268648102 67 1000 SH SOLE 1000 0 0 D E M C CORP COM 268648102 13 200 SH SOLE 0 0 200 D E M C CORP COM 268648102 27 400 SH SOLE 0 0 400 D E M C INSURANCE GRP INC COM 268664109 235 20000 SH SOLE 20000 0 0 D ENSCO INTL INC COM 26874Q100 37 1100 SH SOLE 1100 0 0 D EOG RESOURCES INC COM 26875P101 1131 20700 SH SOLE 20700 0 0 D EOG RESOURCES INC COM 26875P101 22 400 SH SOLE 400 0 0 D E PIPHANY INC COM 26881V100 24 450 SH SOLE 450 0 0 D E TRADE GROUP INC COM 269246104 2 300 SH SOLE 300 0 0 D EARTHGRAINS COMPANY COM 270319106 1 32 SH SOLE 0 0 32 D EARTHGRAINS COMPANY COM 270319106 1 40 SH SOLE 40 0 0 D EASTERN CO COM 276317104 102 7800 SH SOLE 7800 0 0 D EASTMAN CHEMICAL COM 277432100 4 78 SH SOLE 78 0 0 D EASTMAN CHEMICAL COM 277432100 622 12763 SH SOLE 12763 0 0 D EASTMAN CHEMICAL COM 277432100 22 450 SH SOLE 0 0 450 D EASTMAN KODAK COM 277461109 48 1208 SH SOLE 1208 0 0 D EASTMAN KODAK COM 277461109 1430 36317 SH SOLE 36317 0 0 D EASTMAN KODAK COM 277461109 24 600 SH SOLE 0 0 600 D EASTMAN KODAK COM 277461109 71 1800 SH SOLE 0 0 1800 D EATON COM 278058102 805 10700 SH SOLE 10700 0 0 D EATON VANCE CORP COM 278265103 20076 622500 SH SOLE 622500 0 0 D EBAY INC COM 278642103 33 1000 SH SOLE 1000 0 0 D ECHELON CORP COM 27874N105 3 200 SH SOLE 200 0 0 D ECHOSTAR COMMUNICATIONS CL A COM 278762109 16 700 SH SOLE 700 0 0 D ECHOSTAR COMMUNICATIONS SUB NT CV 144A 278762AB5 8111 10650000 PR SOLE 0 0 X D ECHOSTAR COMMUNICATIONS SB NT CV 278762AD1 761 1000000 PR SOLE 0 0 X D ECOLAB COM 278865100 199 4600 SH SOLE 4600 0 0 D ECOLAB COM 278865100 8983 208000 SH SOLE 0 0 208000 D ECOLOGY & ENVIRONMENT CL A COM 278878103 42 7315 SH SOLE 7315 0 0 D EDELBROCK CORP COM 279434104 129 12600 SH SOLE 12600 0 0 D EDISON INTERNATIONAL COM 281020107 958 61300 SH SOLE 61300 0 0 D EDO CORP COM 281347104 3599 496400 SH SOLE 496400 0 0 D J D EDWARDS & CO COM 281667105 71 4000 SH SOLE 4000 0 0 D EDWARDS A G INC COM 281760108 33 700 SH SOLE 700 0 0 D EDWARDS LIFESCIENCES CORP COM 28176E108 1 40 SH SOLE 0 0 40 D EDWARDS LIFESCIENCES CORP COM 28176E108 2 120 SH SOLE 0 0 120 D EFFICIENT NETWORKS INC COM 282056100 3 200 SH SOLE 200 0 0 D EL PASO CORP COM 28336L109 2303 32150 SH SOLE 32150 0 0 D EL PASO CORP COM 28336L109 57 800 SH SOLE 0 0 800 D EL PASO CORP COM 28336L109 29 400 SH SOLE 0 0 400 D EL PASO CORP COM 28336L109 142 1980 SH SOLE 1980 0 0 D EL PASO ELEC CO COM 283677854 7952 602400 SH SOLE 602400 0 0 D ELANTEC SEMICONDUCTOR INC COM 284155108 2772 99900 SH SOLE 99900 0 0 D ELCOR CORP COM 284443108 31017 1838050 SH SOLE 1838050 0 0 D ELECTRONIC ARTS COM 285512109 68 1600 SH SOLE 1600 0 0 D ELECTRONIC DATA SYSTEMS COM 285661104 3488 60400 SH SOLE 60400 0 0 D ELECTRONIC DATA SYSTEMS COM 285661104 58 1000 SH SOLE 0 0 1000 D ELECTRONICS FOR IMAGING INC COM 286082102 6 400 SH SOLE 400 0 0 D ELLIS PERRY INTL INC COM 288853104 91 16500 SH SOLE 16500 0 0 D EMERSON ELECTRIC COM 291011104 47 600 SH SOLE 0 0 600 D EMERSON ELECTRIC COM 291011104 662 8400 SH SOLE 8400 0 0 D EMERSON ELECTRIC COM 291011104 2480 31468 SH SOLE 0 0 31468 D EMERSON ELECTRIC COM 291011104 5825 73910 SH SOLE 73910 0 0 D EMERSON ELECTRIC COM 291011104 36 460 SH SOLE 460 0 0 D EMERSON ELECTRIC COM 291011104 715 9068 SH SOLE 0 0 9068 D EMERSON ELECTRIC COM 291011104 10663 135300 SH SOLE 0 0 135300 D EMMIS COMMUNICATIONS CLASS A COM 291525103 6 200 SH SOLE 200 0 0 D EMULEX CORP COM 292475209 56 700 SH SOLE 700 0 0 D ENCORE WIRE CORP COM 292562105 214 36800 SH SOLE 36800 0 0 D ENERGEN CORP COM 29265N108 18273 567700 SH SOLE 567700 0 0 D ENERGY EAST CORP COM 29266M109 94 4783 SH SOLE 4783 0 0 D ENERGY EAST CORP COM 29266M109 7 349 SH SOLE 0 0 349 D ENERGY EAST CORP COM 29266M109 116 5912 SH SOLE 0 0 5912 D ENERGIZER HOLDINGS INC COM 29266R108 4 200 SH SOLE 0 0 200 D ENERGIZER HOLDINGS INC COM 29266R108 17 800 SH SOLE 800 0 0 D ENERGIZER HOLDINGS INC COM 29266R108 11 512 SH SOLE 0 0 512 D ENERGIZER HOLDINGS INC COM 29266R108 20 915 SH SOLE 0 0 915 D ENGAGE INC COM 292827102 0 100 SH SOLE 100 0 0 D ENGELHARD CORP COM 292845104 355 17400 SH SOLE 17400 0 0 D ENGINEERED SUPPORT SYS INC COM 292866100 3497 160800 SH SOLE 160800 0 0 D ENERGYSOUTH INC COM 292970100 580 27600 SH SOLE 27600 0 0 D ENESCO GROUP INC COM 292973104 5309 1132400 SH SOLE 1132400 0 0 D ENNIS BUSINESS FORMS COM 293389102 1965 266400 SH SOLE 266400 0 0 D ENRON CORP COM 293561106 8778 105600 SH SOLE 0 0 105600 D ENRON CORP COM 293561106 9337 112328 SH SOLE 112328 0 0 D ENRON CORP COM 293561106 5107 61432 SH SOLE 0 0 61432 D ENRON CORP COM 293561106 83 1000 SH SOLE 0 0 1000 D ENRON CORP COM 293561106 665 8000 SH SOLE 0 0 8000 D ENTERCOM COMMUNICATIONS CORP COM 293639100 7 200 SH SOLE 200 0 0 D ENTERGY CORP COM 29364G103 2966 70100 SH SOLE 70100 0 0 D ENTRUST TECHNOLOGIES COM 293848107 3 200 SH SOLE 200 0 0 D EQUIFAX COM 294429105 316 11000 SH SOLE 11000 0 0 D EQUINOX SYS INC COM 294436100 94 9750 SH SOLE 9750 0 0 D EQUITABLE RESOURCES COM 294549100 2530 37900 SH SOLE 37900 0 0 D EQUITABLE RESOURCES COM 294549100 63 950 SH SOLE 0 0 950 D EQUITY INC FD/ATT COM 294700703 288 2080 SH SOLE 2080 0 0 D EQUITY OFFICE PROPERTIES TRU COM 294741103 82 2527 SH SOLE 2527 0 0 D EQUITY RESIDENTIAL PPTYS COM 29476L107 83 1500 SH SOLE 1500 0 0 D ERICSSON LM TEL SEK 10B ADR COM 294821400 130 11595 SH SOLE 11595 0 0 D ERIE INDEMNITY CO CL A COM 29530P102 18 600 SH SOLE 600 0 0 D ESCO TECHNOLOGIES INC COM 296315104 5714 276200 SH SOLE 276200 0 0 D ETHAN ALLEN INTERIORS INC COM 297602104 302 9000 SH SOLE 9000 0 0 D EXAR CORP COM 300645108 6962 224700 SH SOLE 224700 0 0 D EXELON CORPORATION COM 30161N101 4810 68512 SH SOLE 68512 0 0 D EXIDE CORP COM 302051107 10658 1397800 SH SOLE 1397800 0 0 D EXODUS COMMUNICATION COM 302088109 4 200 SH SOLE 0 0 200 D EXODUS COMMUNICATION COM 302088109 256 12800 SH SOLE 12800 0 0 D EXPEDITORS INTL WASH INC COM 302130109 6979 130000 SH SOLE 130000 0 0 D EXPONET INC COM 30214U102 142 14800 SH SOLE 14800 0 0 D EXPRESS SCRIPTS INC COM 302182100 20 200 SH SOLE 200 0 0 D EXTREME NETWORKS INC COM 30226D106 223 5690 SH SOLE 5690 0 0 D EXXON MOBIL CORPORATION COM 30231G102 280416 3225476 SH SOLE 3225476 0 0 D EXXON MOBIL CORPORATION COM 30231G102 344 3962 SH SOLE 0 0 3952 D EXXON MOBIL CORPORATION COM 30231G102 2636 30323 SH SOLE 30323 0 0 D EXXON MOBIL CORPORATION COM 30231G102 15039 172985 SH SOLE 0 0 172985 D EXXON MOBIL CORPORATION COM 30231G102 25092 288617 SH SOLE 0 0 288617 D EXXON MOBIL CORPORATION COM 30231G102 5341 61431 SH SOLE 0 0 61431 D EXXON MOBIL CORPORATION COM 30231G102 231 2658 SH SOLE 0 0 2658 D EXXON MOBIL CORPORATION COM 30231G102 487 5600 SH SOLE 5600 0 0 D FMC COM 302491303 1993 27800 SH SOLE 27800 0 0 D FPL GROUP COM 302571104 86 1200 SH SOLE 0 0 1200 D FPL GROUP COM 302571104 1686 23500 SH SOLE 23500 0 0 D FPL GROUP COM 302571104 25 350 SH SOLE 350 0 0 D FRMO CORP COM 30262F106 1 2250 SH SOLE 2250 0 0 D FAB INDUSTRIES COM 302747100 1314 99200 SH SOLE 99200 0 0 D FTI CONSULTING INC COM 302941109 4277 417300 SH SOLE 417300 0 0 D FAIRCHILD SEMICONDUCTOR INTL A COM 303726103 10 700 SH SOLE 700 0 0 D FALCON PRODUCTS COM 306075102 1776 223770 SH SOLE 223770 0 0 D FAMILY DLR STORES INC COM 307000109 118 5500 SH SOLE 5500 0 0 D FASTENAL COM 311900104 5 100 SH SOLE 100 0 0 D FREDDIE MAC COM 313400301 43444 630762 SH SOLE 630762 0 0 D FREDDIE MAC COM 313400301 2676 38855 SH SOLE 0 0 38855 D FREDDIE MAC COM 313400301 306 4450 SH SOLE 4450 0 0 D FREDDIE MAC COM 313400301 21496 312100 SH SOLE 0 0 312100 D FREDDIE MAC COM 313400301 227 3300 SH SOLE 0 0 3300 D FREDDIE MAC COM 313400301 39 560 SH SOLE 0 0 560 D FREDDIE MAC COM 313400301 172 2500 SH SOLE 0 0 2500 D FANNIE MAE COM 313586109 71655 825990 SH SOLE 825990 0 0 D FANNIE MAE COM 313586109 23 270 SH SOLE 0 0 270 D FANNIE MAE COM 313586109 468 5390 SH SOLE 0 0 5390 D FANNIE MAE COM 313586109 252 2900 SH SOLE 0 0 2900 D FEDERAL SCREW WORKS COM 313819104 72 1700 SH SOLE 1700 0 0 D FEDERATED DEPARTMENT STORES COM 31410H101 1033 29500 SH SOLE 29500 0 0 D FEDERATED INVESTORS INC CL B COM 314211103 25 850 SH SOLE 850 0 0 D FEDEX CORPORATION COM 31428X106 1597 39960 SH SOLE 39960 0 0 D FEDEX CORPORATION COM 31428X106 80 2000 SH SOLE 0 0 2000 D FIBERMARK INC COM 315646109 2388 305650 SH SOLE 305650 0 0 D FIFTH THIRD BANCORP COM 316773100 4145 69368 SH SOLE 69368 0 0 D FINANCIAL INSTITUTIONS INC COM 317585404 3290 242600 SH SOLE 242600 0 0 D FINISAR CORPORATION COM 31787A101 9 310 SH SOLE 0 0 310 D FINISAR CORPORATION COM 31787A101 166 5730 SH SOLE 5730 0 0 D FIRST ALBANY COS INC COM 318465101 159 19520 SH SOLE 19520 0 0 D FIRST DATA CORP COM 319963104 437 8300 SH SOLE 0 0 8300 D FIRST DATA CORP COM 319963104 3166 60090 SH SOLE 60090 0 0 D FIRST DATA CORP COM 319963104 51 970 SH SOLE 970 0 0 D FIRST DATA CORP COM 319963104 1881 35700 SH SOLE 0 0 35700 D FIRST DATA CORP COM 319963104 37 700 SH SOLE 700 0 0 D FIRST ESSEX BANCORP COM 320103104 4701 234300 SH SOLE 234300 0 0 D FIRST INTL BANCORP INC COM 32054Q100 106 16200 SH SOLE 16200 0 0 D FIRST INVS FINL SVCS GROUP I COM 32058A101 43 11000 SH SOLE 11000 0 0 D FIRST HEALTH GROUP CORP COM 320960107 19 400 SH SOLE 400 0 0 D FIRST REPUBLIC BANK COM 336158100 14094 427100 SH SOLE 427100 0 0 D FIRST TENNESSEE NATIONAL CORP COM 337162101 26 900 SH SOLE 900 0 0 D FIRST UNION CORP COM 337358105 231 8298 SH SOLE 0 0 8298 D FIRST UNION CORP COM 337358105 3815 137162 SH SOLE 137162 0 0 D FIRST UNION CORP COM 337358105 17 600 SH SOLE 0 0 600 D FIRST UNION CORP COM 337358105 14 500 SH SOLE 0 0 500 D FIRST VA BANKS INC COM 337477103 19 400 SH SOLE 400 0 0 D FIRSTAR CORPORATION COM 33763V109 3150 135496 SH SOLE 135496 0 0 D FISERV INC COM 337738108 15259 321670 SH SOLE 321670 0 0 D FISERV INC COM 337738108 5572 117460 SH SOLE 0 0 117460 D FISERV INC COM 337738108 522 11000 SH SOLE 0 0 11000 D FISERV INC COM 337738108 174 3675 SH SOLE 3675 0 0 D FISERV INC COM 337738108 328 6920 SH SOLE 0 0 6920 D FISERV INC COM 337738108 119 2500 SH SOLE 0 0 2500 D FIRSTMERIT CORP COM 337915102 8 300 SH SOLE 300 0 0 D FIRSTENERGY CORP COM 337932107 966 30600 SH SOLE 30600 0 0 D FLEET BOSTON FINANCIAL CORP COM 339030108 8406 223775 SH SOLE 0 0 223775 D FLEET BOSTON FINANCIAL CORP COM 339030108 4722 125700 SH SOLE 125700 0 0 D FLEET BOSTON FINANCIAL CORP COM 339030108 263 7014 SH SOLE 0 0 7014 D FLEET BOSTON FINANCIAL CORP COM 339030108 940 25014 SH SOLE 0 0 25014 D FLORIDA EAST COAST INDS CL A COM 340632108 7 200 SH SOLE 200 0 0 D FLORIDA PUBLIC UTILITIES COM 341135101 96 6000 SH SOLE 6000 0 0 D FLUOR CORP. COM 343412102 17 500 SH SOLE 500 0 0 D FLOWERS INDUSTRIES INC COM 343496105 13 800 SH SOLE 800 0 0 D FLUSHING FINL CORP COM 343873105 2988 166600 SH SOLE 166600 0 0 D FOODARAMA SUPERMARKETS COM 344820105 26 1700 SH SOLE 1700 0 0 D FORD MOTOR COM 345370860 111810 4770464 SH SOLE 4770464 0 0 D FORD MOTOR COM 345370860 492 21000 SH SOLE 0 0 21000 D FOREST LABS COM 345838106 2671 20100 SH SOLE 20100 0 0 D FORTUNE BRANDS COM 349631100 15703 523428 SH SOLE 523428 0 0 D FORTUNE BRANDS COM 349631100 105 3500 SH SOLE 0 0 3500 D FORWARD AIR CORP COM 349853101 847 22700 SH SOLE 22700 0 0 D FOUNDRY NETWORKS INC COM 35063R100 9 600 SH SOLE 600 0 0 D FOX ENTMT GROUP INC CL A COM 35138T107 9 500 SH SOLE 500 0 0 D FRANKLIN ELECTRONIC PUBLISH COM 353515109 68 14700 SH SOLE 14700 0 0 D FRANKLIN RESOURCES INC COM 354613101 62876 1650300 SH SOLE 1650300 0 0 D FRANKLIN RESOURCES INC COM 354613101 198 5200 SH SOLE 0 0 5200 D FREDS INC CLASS A COM 356108100 2005 95200 SH SOLE 95200 0 0 D FREEPORT MCMORAN COPPER B COM 35671D857 3 300 SH SOLE 300 0 0 D FRITZ COS INC COM 358846103 20 3300 SH SOLE 3300 0 0 D FURNITURE BRANDS INTL INC COM 360921100 674 31990 SH SOLE 31990 0 0 D GATX COM 361448103 20 400 SH SOLE 400 0 0 D GBC BANCORP CALIF COM 361475106 54 1400 SH SOLE 1400 0 0 D GP STRATEGIES CORP COM 36225V104 106 24500 SH SOLE 24500 0 0 D GPU INC COM 36225X100 751 20400 SH SOLE 20400 0 0 D GALILEO INTL INC COM 363547100 8 400 SH SOLE 400 0 0 D GALLAGHER COM 363576109 108 1700 SH SOLE 1700 0 0 D GALLAHER GROUP PLC COM 363595109 25 1000 SH SOLE 1000 0 0 D GANNETT CO INC COM 364730101 2210 35041 SH SOLE 35041 0 0 D GAP INC COM 364760108 46 1800 SH SOLE 1800 0 0 D GARDNER DENVER INC COM 365558105 18550 870900 SH SOLE 870900 0 0 D GART SPORTS CO COM 366630101 131 13100 SH SOLE 13100 0 0 D GATEWAY INC COM 367626108 826 45900 SH SOLE 45900 0 0 D GEERLINGS & WADE INC COM 368473104 6 3000 SH SOLE 3000 0 0 D GEHL CO COM 368483103 187 13600 SH SOLE 13600 0 0 D GEMSTAR - TV GUIDE INTL INC COM 36866W106 6 130 SH SOLE 0 0 130 D GEMSTAR - TV GUIDE INTL INC COM 36866W106 201 4350 SH SOLE 4350 0 0 D GENENTECH INC COM 368710406 147 1800 SH SOLE 1800 0 0 D GENERAL CHEMICAL GROUP COM 369332101 222 230750 SH SOLE 230750 0 0 D GENERAL DYNAMICS COM 369550108 2605 33400 SH SOLE 33400 0 0 D GENERAL ELECTRIC COM 369604103 155987 3253927 SH SOLE 3253927 0 0 D GENERAL ELECTRIC COM 369604103 1438 30000 SH SOLE 0 0 30000 D GENERAL ELECTRIC COM 369604103 1040 21700 SH SOLE 0 0 21700 D GENERAL ELECTRIC COM 369604103 5003 104368 SH SOLE 104368 0 0 D GENERAL ELECTRIC COM 369604103 35367 737769 SH SOLE 0 0 737769 D GENERAL ELECTRIC COM 369604103 47315 986995 SH SOLE 0 0 986995 D GENERAL ELECTRIC COM 369604103 6553 136704 SH SOLE 0 0 136704 D GENERAL ELECTRIC COM 369604103 230 4800 SH SOLE 4800 0 0 D GENERAL GROWTH PROPERTIES INC COM 370021107 22 600 SH SOLE 600 0 0 D GENERAL MAGIC INC COM 370253106 99 70300 SH SOLE 70300 0 0 D GENERAL MAGIC INC COM 370253106 2 1700 SH SOLE 0 0 1700 D GENERAL MILLS COM 370334104 22 500 SH SOLE 500 0 0 D GENERAL MILLS COM 370334104 127115 2852486 SH SOLE 2852486 0 0 D GENERAL MILLS COM 370334104 57 1280 SH SOLE 0 0 1280 D GENERAL MILLS COM 370334104 357 8000 SH SOLE 0 0 8000 D GENERAL MILLS COM 370334104 593 13300 SH SOLE 0 0 13300 D GENERAL MOTORS COM 370442105 231 4532 SH SOLE 0 0 4532 D GENERAL MOTORS COM 370442105 51279 1006700 SH SOLE 1006700 0 0 D GENERAL MOTORS COM 370442105 66 1290 SH SOLE 0 0 1290 D GENERAL MOTORS COM 370442105 51 1000 SH SOLE 0 0 1000 D GENERAL MOTORS CL H COM 370442832 3203 139267 SH SOLE 0 0 139267 D GENERAL MOTORS CL H COM 370442832 1763 76666 SH SOLE 76666 0 0 D GENERAL MOTORS CL H COM 370442832 96 4170 SH SOLE 0 0 4170 D GENERAL MOTORS CL H COM 370442832 11 480 SH SOLE 480 0 0 D GENERAL MOTORS CL H COM 370442832 52 2250 SH SOLE 0 0 2250 D GENERAL MOTORS CL H COM 370442832 173 7500 SH SOLE 7500 0 0 D GENERAL SEMICONDUCTOR INC SB NT CV 144A 370787AA1 2250 3330000 PR SOLE 0 0 X D GENESEE CORP CL B COM 371601204 116 3200 SH SOLE 3200 0 0 D GENTEX CORP COM 371901109 47 2500 SH SOLE 2500 0 0 D GENESIS HEALTH VENTURES INC COM 371912106 0 1900 SH SOLE 1900 0 0 D GENTNER COMMUNICATIONS CORP COM 37245J105 2291 195000 SH SOLE 195000 0 0 D GENTEK INC COM 37245X104 3427 207700 SH SOLE 207700 0 0 D GENUINE PARTS COM 372460105 665 25400 SH SOLE 25400 0 0 D GENUINE PARTS COM 372460105 393 15000 SH SOLE 0 0 15000 D GENZYME CORP COM 372917104 72 800 SH SOLE 800 0 0 D GEORGIA PACIFIC COM 373298108 2 79 SH SOLE 0 0 79 D GEORGIA PACIFIC COM 373298108 1024 32898 SH SOLE 32898 0 0 D GEORGIA PACIFIC COM 373298108 42 1348 SH SOLE 0 0 1348 D GEORGIA PAC CORP COM 373298702 18 600 SH SOLE 600 0 0 D GEORGIA PAC CORP COM 373298702 15 500 SH SOLE 0 0 500 D GERBER SCIENTIFIC INC COM 373730100 14316 1671800 SH SOLE 1671800 0 0 D GETTY IMAGES INC COM 374276103 3 100 SH SOLE 100 0 0 D GETTY IMAGES INC SB NT 144A 374276AD5 6338 8400000 PR SOLE 0 0 X D GILEAD SCIENCES INC COM 375558103 17 200 SH SOLE 200 0 0 D GILLETTE COM 375766102 9159 253526 SH SOLE 253526 0 0 D GILLETTE COM 375766102 531 14700 SH SOLE 14700 0 0 D GILLETTE COM 375766102 3948 109282 SH SOLE 0 0 109282 D GILLETTE COM 375766102 1080 29900 SH SOLE 0 0 29900 D GILLETTE COM 375766102 12 330 SH SOLE 330 0 0 D GILLETTE COM 375766102 69 1900 SH SOLE 0 0 1900 D GILLETTE COM 375766102 267 7400 SH SOLE 0 0 7400 D GLAXOSMITHKLINE PLC-ADR COM 37733W105 1239 22128 SH SOLE 22128 0 0 D GLAXOSMITHKLINE PLC-ADR COM 37733W105 280 5006 SH SOLE 0 0 5006 D GLAXOSMITHKLINE PLC-ADR COM 37733W105 112 2003 SH SOLE 0 0 2003 D GLAXOSMITHKLINE PLC-ADR COM 37733W105 1763 31479 SH SOLE 0 0 31479 D GLAXOSMITHKLINE PLC-ADR COM 37733W105 3978 71029 SH SOLE 0 0 71029 D GLAXOSMITHKLINE PLC-ADR COM 37733W105 644 11507 SH SOLE 0 0 11507 D GLAXOSMITHKLINE PLC-ADR COM 37733W105 210 3755 SH SOLE 3755 0 0 D GLOBAL INDUSTRIAL TECHNOLOGIES COM 379335102 4 320 SH SOLE 0 0 320 D GLOBAL INDUSTRIES LTD COM 379336100 3 200 SH SOLE 200 0 0 D GLOBAL MARINE COM 379352404 40 1400 SH SOLE 1400 0 0 D GLOBESPAN INC COM 379571102 11 400 SH SOLE 400 0 0 D GOLDEN STATE BANCORP COM 381197103 69371 2206590 SH SOLE 2206590 0 0 D GOLDEN ST BANCORP WTS COM 381197136 374 315030 SH SOLE 315030 0 0 D GOLDEN WEST FINANCIAL COM 381317106 1917 28400 SH SOLE 28400 0 0 D GOLDMAN SACHS GROUP INC COM 38141G104 101 945 SH SOLE 0 0 945 D GOLDMAN SACHS GROUP INC COM 38141G104 166 1550 SH SOLE 1550 0 0 D GOODRICH B F CO COM 382388106 502 13800 SH SOLE 13800 0 0 D GOODYEAR TIRE & RUBBER COM 382550101 32 1392 SH SOLE 0 0 1392 D GOODYEAR TIRE & RUBBER COM 382550101 11 500 SH SOLE 500 0 0 D GOTTSCHALKS INC COM 383485109 1081 262000 SH SOLE 262000 0 0 D GRAHAM CORP COM 384556106 32 3150 SH SOLE 3150 0 0 D GRAINGER W W COM 384802104 22 600 SH SOLE 0 0 600 D GRAINGER W W COM 384802104 1132 31000 SH SOLE 0 0 31000 D GRAINGER W W COM 384802104 146 4000 SH SOLE 4000 0 0 D GRAINGER W W COM 384802104 110 3000 SH SOLE 3000 0 0 D GRAINGER W W COM 384802104 7 200 SH SOLE 0 0 200 D GRAINGER W W COM 384802104 153 4200 SH SOLE 0 0 4200 D GRANITE CONSTR INC COM 387328107 17 600 SH SOLE 600 0 0 D GRANT PRIDECO INC COM 38821G101 18 800 SH SOLE 800 0 0 D GREAT LAKES CHEMICAL COM 390568103 300 8075 SH SOLE 8075 0 0 D GREAT LAKES CHEMICAL COM 390568103 11 300 SH SOLE 300 0 0 D GREEN MOUNTAIN POWER CO COM 393154109 169 13500 SH SOLE 13500 0 0 D GREENPOINT FINL CORP COM 395384100 33 800 SH SOLE 800 0 0 D GUIDANT CORP COM 401698105 360 6680 SH SOLE 0 0 6680 D GUIDANT CORP COM 401698105 50 932 SH SOLE 0 0 932 D GUIDANT CORP COM 401698105 63 1168 SH SOLE 0 0 1168 D GUIDANT CORP COM 401698105 12480 231385 SH SOLE 231385 0 0 D GUIDANT CORP COM 401698105 13545 251120 SH SOLE 0 0 251120 D GULF ISLAND FABRICATION COM 402307102 1968 108200 SH SOLE 108200 0 0 D GULFMARK OFFSHORE INC COM 402629109 2542 89600 SH SOLE 89600 0 0 D HCA - THE HEALTHCARE COMPANY COM 404119109 3226 73300 SH SOLE 73300 0 0 D HCC HOLDINGS INC COM 404132102 16834 624920 SH SOLE 624920 0 0 D HCC HOLDINGS INC COM 404132102 18 680 SH SOLE 0 0 680 D HALLIBURTON COM 406216101 131 3600 SH SOLE 0 0 3600 D HALLIBURTON COM 406216101 210 5800 SH SOLE 0 0 5800 D HALLIBURTON COM 406216101 783 21600 SH SOLE 0 0 21600 D HALLIBURTON COM 406216101 236 6500 SH SOLE 6500 0 0 D HALLIBURTON COM 406216101 40 1100 SH SOLE 1100 0 0 D HALLIBURTON COM 406216101 87 2400 SH SOLE 0 0 2400 D JOHN HANCOCK FINANCIAL SRVCS COM 41014S106 147 3900 SH SOLE 3900 0 0 D HANDSPRING INC COM 410293104 43 1100 SH SOLE 1100 0 0 D HANOVER COMPRESSOR CO. COM 410768105 18 400 SH SOLE 400 0 0 D HANSON PLC SPONSORED ADR COM 411352404 14 400 SH SOLE 0 0 400 D HANSON PLC SPONSORED ADR COM 411352404 57 1660 SH SOLE 0 0 1660 D HANSON PLC SPONSORED ADR COM 411352404 7927 231437 SH SOLE 231437 0 0 D HANSON PLC SPONSORED ADR COM 411352404 7 200 SH SOLE 0 0 200 D HARCOURT GENERAL COM 41163G101 18295 319850 SH SOLE 319850 0 0 D HARCOURT GENERAL COM 41163G101 141 2470 SH SOLE 0 0 2470 D HARCOURT GENERAL COM 41163G101 17 300 SH SOLE 300 0 0 D HARDINGE INC COM 412324303 9248 648950 SH SOLE 648950 0 0 D HARLEY DAVIDSON INC COM 412822108 1976 49700 SH SOLE 49700 0 0 D HARMAN INTL INDS INC COM 413086109 1156 31680 SH SOLE 31680 0 0 D HARMONIC INC COM 413160102 1 100 SH SOLE 100 0 0 D HARRAH'S ENTERTAINMENT COM 413619107 411 15600 SH SOLE 15600 0 0 D HARRIS CORP COM 413875105 25 800 SH SOLE 800 0 0 D HARSCO CORP COM 415864107 1350 54700 SH SOLE 54700 0 0 D HARTE HANKS COMMUN INC COM 416196103 10316 435500 SH SOLE 435500 0 0 D HARTFORD FINL SRVCS GRP COM 416515104 73056 1034425 SH SOLE 1034425 0 0 D HARTFORD FINL SRVCS GRP COM 416515104 325 4600 SH SOLE 0 0 4600 D HARTFORD FINL SRVCS GRP COM 416515104 57 800 SH SOLE 0 0 800 D HASBRO INC COM 418056107 66 6200 SH SOLE 6200 0 0 D HAWAIIAN ELECTRIC INDS COM 419870100 115 3100 SH SOLE 3100 0 0 D HEALTHSOUTH CORP COM 421924101 873 53500 SH SOLE 53500 0 0 D HEALTHSOUTH CORP SB DB CV 144A 421924AD3 13008 14750000 PR SOLE 0 0 X D HEALTHSOUTH CORP SB DB CV 421924AF8 1319 1500000 PR SOLE 0 0 X D HEALTH MANAGEMENT ASSOC COM 421933105 14452 696500 SH SOLE 696500 0 0 D HEALTHCARE RLTY TR COM 421946104 941 44260 SH SOLE 44260 0 0 D HEALTHCARE RLTY TR COM 421946104 1581 74405 SH SOLE 0 0 74405 D HEALTHCARE RLTY TR COM 421946104 43 2000 SH SOLE 0 0 2000 D HEALTHCARE RLTY TR COM 421946104 19 900 SH SOLE 0 0 900 D HEALTHCARE RLTY TR COM 421946104 60 2800 SH SOLE 2800 0 0 D HEALTHCARE RLTY TR COM 421946104 11 500 SH SOLE 0 0 500 D HEALTHPLAN SERVICES COM 421959107 1234 133376 SH SOLE 133376 0 0 D HEARST-ARGYLE TELEVISION INC COM 422317107 4 200 SH SOLE 200 0 0 D HEINZ COM 423074103 2432 51275 SH SOLE 51275 0 0 D HEINZ COM 423074103 266 5600 SH SOLE 0 0 5600 D HEINZ COM 423074103 85 1800 SH SOLE 1800 0 0 D HELIX TECHNOLOGY CORP COM 423319102 10586 447200 SH SOLE 447200 0 0 D HELLER FINANCIAL INC COM 423328103 12 400 SH SOLE 400 0 0 D HELMERICH & PAYNE COM 423452101 22 500 SH SOLE 500 0 0 D HENRY JACK & ASSOC INC COM 426281101 19 300 SH SOLE 300 0 0 D HERCULES COM 427056106 19 1007 SH SOLE 1007 0 0 D HERLEY INDS INC DEL COM 427398102 3114 187300 SH SOLE 187300 0 0 D HERSHEY FOODS COM 427866108 1172 18200 SH SOLE 18200 0 0 D HERTZ CORP COM 428040109 7 200 SH SOLE 200 0 0 D HEWLETT PACKARD CO COM 428236103 234 7404 SH SOLE 7404 0 0 D HEWLETT PACKARD CO COM 428236103 1402 44426 SH SOLE 0 0 44426 D HEWLETT PACKARD CO COM 428236103 8615 272962 SH SOLE 272962 0 0 D HEWLETT PACKARD CO COM 428236103 218 6900 SH SOLE 0 0 6900 D HEWLETT PACKARD CO COM 428236103 126 4000 SH SOLE 4000 0 0 D HEWLETT PACKARD CO COM 428236103 7886 249840 SH SOLE 0 0 249840 D HEWLETT PACKARD CO COM 428236103 119 3780 SH SOLE 0 0 3780 D HIBERNIA CORP CL A COM 428656102 15 1200 SH SOLE 1200 0 0 D HIGHLANDS INSURANCE GROUP COM 431032101 7121 791200 SH SOLE 791200 0 0 D HIGHLANDS INSURANCE GROUP COM 431032101 0 20 SH SOLE 0 0 20 D HILLENBRAND INDUSTRIES COM 431573104 82 1600 SH SOLE 1600 0 0 D HILTON HOTELS CORP COM 432848109 509 48500 SH SOLE 48500 0 0 D HILTON HOTELS CORP SB NT CV 432848AL3 10339 12190000 PR SOLE 0 0 X D HISPANIC BROADCASTING CORP COM 43357B104 18 700 SH SOLE 700 0 0 D HOENIG GROUP INC COM 434396107 215 19800 SH SOLE 19800 0 0 D HOLLINGER INTERNATIONAL COM 435569108 251 15810 SH SOLE 15810 0 0 D HOLLINGER INTERNATIONAL COM 435569108 15 950 SH SOLE 0 0 950 D HOME DEPOT COM 437076102 32049 701476 SH SOLE 701476 0 0 D HOME DEPOT COM 437076102 1699 37187 SH SOLE 0 0 37187 D HOME DEPOT COM 437076102 27 600 SH SOLE 600 0 0 D HOME DEPOT COM 437076102 158 3451 SH SOLE 0 0 3451 D HOME DEPOT COM 437076102 167 3650 SH SOLE 3650 0 0 D HOME DEPOT COM 437076102 228 5000 SH SOLE 0 0 5000 D HOME DEPOT COM 437076102 626 13700 SH SOLE 0 0 13700 D HOME DEPOT COM 437076102 15 330 SH SOLE 0 0 330 D HOMESTAKE MINING COM 437614100 0 100 SH SOLE 100 0 0 D HOMESTORE COM INC COM 437852106 8 400 SH SOLE 400 0 0 D HONEYWELL INTL INC COM 438516106 132457 2799594 SH SOLE 2799594 0 0 D HONEYWELL INTL INC COM 438516106 67 1417 SH SOLE 1417 0 0 D HONEYWELL INTL INC COM 438516106 683 14445 SH SOLE 0 0 14445 D HONEYWELL INTL INC COM 438516106 20 430 SH SOLE 0 0 430 D HONEYWELL INTL INC COM 438516106 41 875 SH SOLE 0 0 875 D HONEYWELL INTL INC COM 438516106 52 1108 SH SOLE 0 0 1108 D HORMEL FOODS CORP COM 440452100 6 300 SH SOLE 300 0 0 D HOST MARRIOTT CORP COM 44107P104 28 2200 SH SOLE 2200 0 0 D HOUGHTON MIFFLIN COM 441560109 46 1000 SH SOLE 0 0 1000 D HOUSEHOLD INTERNATL COM 441815107 33 600 SH SOLE 0 0 600 D HOUSEHOLD INTERNATL COM 441815107 4730 86000 SH SOLE 86000 0 0 D HOUSEHOLD INTERNATL COM 441815107 84 1533 SH SOLE 0 0 1533 D HOUSEHOLD INTERNATL COM 441815107 101 1839 SH SOLE 0 0 1839 D HOUSEHOLD INTERNATL COM 441815107 33 600 SH SOLE 600 0 0 D HUBBELL INC CLASS B COM 443510201 38 1420 SH SOLE 1420 0 0 D HUDSON CITY BANK COM 443683107 8724 430800 SH SOLE 430800 0 0 D HUDSON UNITED BANCORP COM 444165104 46 2200 SH SOLE 2200 0 0 D HUFFY CORP COM 444356109 6557 1008800 SH SOLE 1008800 0 0 D HUGHES SUPPLY INC COM 444482103 45 2500 SH SOLE 2500 0 0 D HUMANA INC COM 444859102 75 4900 SH SOLE 4900 0 0 D HUMAN GENOME SCIENCES INC COM 444903108 69 1000 SH SOLE 1000 0 0 D HUNTINGTON BANCSHARES COM 446150104 234 14430 SH SOLE 14430 0 0 D ICN PHARMACEUTICALS INC COM 448924100 18 600 SH SOLE 600 0 0 D IBP INC COM 449223106 19 700 SH SOLE 700 0 0 D ICOS CORP COM 449295104 5 100 SH SOLE 100 0 0 D ICU MED INC COM 44930G107 3217 106800 SH SOLE 106800 0 0 D IDEC PHARMACEUTICALS COM 449370105 57 300 SH SOLE 300 0 0 D IMC GLOBAL INC COM 449669100 12 800 SH SOLE 800 0 0 D IMS HEALTH INC COM 449934108 162 6000 SH SOLE 0 0 6000 D IMS HEALTH INC COM 449934108 1088 40300 SH SOLE 40300 0 0 D IMS HEALTH INC COM 449934108 76 2800 SH SOLE 0 0 2800 D ITC\DELTACOM INC COM 45031T104 43 8037 SH SOLE 8037 0 0 D ISTAR FINANCIAL INC COM 45031U101 12 600 SH SOLE 600 0 0 D IXIA COM 45071R109 458 20000 SH SOLE 20000 0 0 D ITT INDUSTRIES INC COM 450911102 566 14600 SH SOLE 14600 0 0 D IDACORP INC COM 451107106 142 2900 SH SOLE 2900 0 0 D ILLINOIS TOOL WORKS COM 452308109 581 9750 SH SOLE 0 0 9750 D ILLINOIS TOOL WORKS COM 452308109 56570 949744 SH SOLE 949744 0 0 D ILLINOIS TOOL WORKS COM 452308109 24 400 SH SOLE 400 0 0 D ILLINOIS TOOL WORKS COM 452308109 137 2300 SH SOLE 0 0 2300 D ILLINOIS TOOL WORKS COM 452308109 345 5800 SH SOLE 0 0 5800 D IMATION CORP COM 45245A107 0 32 SH SOLE 0 0 32 D IMATION CORP COM 45245A107 1 40 SH SOLE 0 0 40 D IMATION CORP COM 45245A107 2 146 SH SOLE 146 0 0 D IMATION CORP COM 45245A107 7 440 SH SOLE 0 0 440 D IMATION CORP COM 45245A107 0 12 SH SOLE 0 0 12 D IMCLONE SYSTEMS INC COM 45245W109 22 500 SH SOLE 500 0 0 D IMMUNEX CORP COM 452528102 126 3100 SH SOLE 3100 0 0 D IMMUNEX CORP COM 452528102 134 3300 SH SOLE 0 0 3300 D INCO LTD COM 453258402 422 25200 SH SOLE 25200 0 0 D INCYTE GENOMICS INC COM 45337C102 12 500 SH SOLE 500 0 0 D INFINITY BROADCASTING CORP A COM 45662S102 68 2420 SH SOLE 2420 0 0 D INET TECHNOLOGIES INC COM 45662V105 13082 323000 SH SOLE 323000 0 0 D INFONET SERVICES CORPORATION COM 45666T106 1 200 SH SOLE 200 0 0 D INFORMIX COM 456779107 18781 6325800 SH SOLE 6325800 0 0 D INFORMIX COM 456779107 29 9850 SH SOLE 0 0 9850 D INFORMIX COM 456779107 83 28000 SH SOLE 0 0 28000 D INFOSPACE.COM INC COM 45678T102 12 1400 SH SOLE 1400 0 0 D INFOSPACE.COM INC COM 45678T102 1 100 SH SOLE 0 0 100 D INGERSOLL RAND COM 456866102 980 23400 SH SOLE 23400 0 0 D INFORMATION RES INC COM 456905108 4623 1395400 SH SOLE 1395400 0 0 D INGLES MARKETS INC CL A COM 457030104 487 48400 SH SOLE 48400 0 0 D INGRAM MICRO INC. CL A COM 457153104 5 400 SH SOLE 400 0 0 D INKTOMI CORP COM 457277101 41 2300 SH SOLE 2300 0 0 D INNKEEPERS USA TR COM 4576J0104 25 2300 SH SOLE 2300 0 0 D INTEGRATED MEASUREMENT SYS I COM 457923100 150 18900 SH SOLE 18900 0 0 D INTEGRATED DEVICE TECH COM 458118106 40 1200 SH SOLE 1200 0 0 D INTEL CORPORATION COM 458140100 53803 1789678 SH SOLE 1789678 0 0 D INTEL CORPORATION COM 458140100 4773 158774 SH SOLE 0 0 158774 D INTEL CORPORATION COM 458140100 5977 198800 SH SOLE 0 0 198800 D INTEL CORPORATION COM 458140100 41 1350 SH SOLE 1350 0 0 D INTEL CORPORATION COM 458140100 1172 39000 SH SOLE 0 0 39000 D INTEL CORPORATION COM 458140100 618 20560 SH SOLE 20560 0 0 D INTEL CORPORATION COM 458140100 813 27036 SH SOLE 0 0 27036 D INTEL CORPORATION COM 458140100 19 620 SH SOLE 0 0 620 D INTERFACE INC CL A COM 458665106 13972 1608200 SH SOLE 1608200 0 0 D INTERMAGNETICS GEN CORP COM 458771102 478 28537 SH SOLE 28537 0 0 D INTERNAP NETWORK SERVICES COM 45885A102 2 300 SH SOLE 300 0 0 D INTERNATIONAL BUSINESS MACHINE COM 459200101 951 11190 SH SOLE 0 0 11190 D INTERNATIONAL BUSINESS MACHINE COM 459200101 70 820 SH SOLE 0 0 820 D INTERNATIONAL BUSINESS MACHINE COM 459200101 39591 465771 SH SOLE 465771 0 0 D INTERNATIONAL BUSINESS MACHINE COM 459200101 949 11159 SH SOLE 0 0 11159 D INTERNATIONAL BUSINESS MACHINE COM 459200101 26 300 SH SOLE 300 0 0 D INTERNATIONAL BUSINESS MACHINE COM 459200101 629 7400 SH SOLE 0 0 7400 D INTERNATIONAL BUSINESS MACHINE COM 459200101 631 7420 SH SOLE 0 0 7420 D INTERNATIONAL BUSINESS MACHINE COM 459200101 38 450 SH SOLE 450 0 0 D INTERNATL FLAVORS & FRAGRANCES COM 459506101 325 16000 SH SOLE 16000 0 0 D INTERNATL FLAVORS & FRAGRANCES COM 459506101 11 550 SH SOLE 0 0 550 D INTERNATIONAL GAMES TECH COM 459902102 48 1000 SH SOLE 1000 0 0 D INTL MULTIFOODS COM 460043102 43 2100 SH SOLE 2100 0 0 D INTERNATIONAL PAPER COM 460146103 1540 37733 SH SOLE 37733 0 0 D INTERNATIONAL RECTIFIER CORP COM 460254105 24 800 SH SOLE 800 0 0 D INTERNATIONAL RECTIFIER SUB NT CV 144A 460254AD7 2771 4150000 PR SOLE 0 0 X D INTERNATIONAL SHIPHOLDING COM 460321201 75 12000 SH SOLE 12000 0 0 D INTERNATIONAL SPEEDWAY CL A COM 460335201 8 200 SH SOLE 200 0 0 D INTERPHASE CORP COM 460593106 124 14100 SH SOLE 14100 0 0 D INTERNET SECURITY SYSTEMS INC COM 46060X107 16 200 SH SOLE 200 0 0 D INTERPUBLIC GROUP COS. COM 460690100 358 8400 SH SOLE 0 0 8400 D INTERPUBLIC GROUP COS. COM 460690100 817 19200 SH SOLE 19200 0 0 D INTERSIL HLDG CORP CL A COM 46069S109 5 200 SH SOLE 200 0 0 D INTERSTATE NATL DEALER SVCS COM 46102P104 52 9000 SH SOLE 9000 0 0 D INTIMATE BRANDS INC COM 461156101 9 600 SH SOLE 600 0 0 D INTUIT COM 461202103 268 6800 SH SOLE 6800 0 0 D INVACARE CORP COM 461203101 11864 346400 SH SOLE 346400 0 0 D INVESTMENT CO OF AMERICA COM 461308108 216 6966 SH SOLE 6966 0 0 D INVESTMENT TECHNOLOGY GRP NE COM 46145F105 134 3200 SH SOLE 3200 0 0 D INVESTORS TITLE CO COM 461804106 83 5300 SH SOLE 5300 0 0 D IOMEGA CORP COM 462030107 5 1600 SH SOLE 1600 0 0 D IPALCO ENTERPRIZES INC COM 462613100 44 1808 SH SOLE 1808 0 0 D IRON MTN INC PA COM 462846106 4 100 SH SOLE 100 0 0 D ISHARES TR S&P MIDCAP VALUE COM 464287705 3463 40500 SH SOLE 40500 0 0 D I2 TECHNOLOGIES INC COM 465754109 7 120 SH SOLE 0 0 120 D I2 TECHNOLOGIES INC COM 465754109 177 3260 SH SOLE 3260 0 0 D IVAX CORP COM 465823102 46 1200 SH SOLE 1200 0 0 D J & J SNACK FOODS CORP COM 466032109 1927 114600 SH SOLE 114600 0 0 D JDS UNIPHASE CORP COM 46612J101 8663 207801 SH SOLE 207801 0 0 D JDS UNIPHASE CORP COM 46612J101 3 60 SH SOLE 0 0 60 D JDS UNIPHASE CORP COM 46612J101 18 432 SH SOLE 0 0 432 D JABIL CIRCUIT INC COM 466313103 25 1000 SH SOLE 0 0 1000 D JABIL CIRCUIT INC COM 466313103 39758 1566800 SH SOLE 1566800 0 0 D JABIL CIRCUIT INC COM 466313103 180 7100 SH SOLE 0 0 7100 D JACK IN THE BOX INC COM 466367109 32 1100 SH SOLE 1100 0 0 D JACOBSON STORES COM 469834105 690 204400 SH SOLE 204400 0 0 D JEFFERSON PILOT COM 475070108 1061 14200 SH SOLE 14200 0 0 D JOHNS MANVILLE CORP COM 478129109 4 300 SH SOLE 300 0 0 D JOHNSON & JOHNSON COM 478160104 86195 820409 SH SOLE 820409 0 0 D JOHNSON & JOHNSON COM 478160104 113 1075 SH SOLE 0 0 1075 D JOHNSON & JOHNSON COM 478160104 10610 100985 SH SOLE 0 0 100985 D JOHNSON & JOHNSON COM 478160104 3394 32300 SH SOLE 0 0 32300 D JOHNSON & JOHNSON COM 478160104 44 420 SH SOLE 420 0 0 D JOHNSON & JOHNSON COM 478160104 252 2400 SH SOLE 0 0 2400 D JOHNSON & JOHNSON COM 478160104 1224 11647 SH SOLE 11647 0 0 D JOHNSON & JOHNSON COM 478160104 449 4270 SH SOLE 0 0 4270 D JOHNSON CTLS INC COM 478366107 796 15312 SH SOLE 15312 0 0 D JONES APPAREL GROUP INC COM 480074103 29 900 SH SOLE 900 0 0 D JONES LANG LASALLE INC COM 48020Q107 7 500 SH SOLE 0 0 500 D JUNIPER NETWORKS INC COM 48203R104 9843 78080 SH SOLE 78080 0 0 D JUNIPER NETWORKS INC COM 48203R104 8 60 SH SOLE 0 0 60 D JUNIPER NETWORKS INC COM 48203R104 66 520 SH SOLE 0 0 520 D JWGENESIS FINL CORP COM 482227105 233 20497 SH SOLE 20497 0 0 D KBK CAPITAL CORP COM 482412103 18 6000 SH SOLE 6000 0 0 D KLA TENCOR CORP COM 482480100 1422 42200 SH SOLE 42200 0 0 D KLA TENCOR CORP COM 482480100 694 20600 SH SOLE 0 0 20600 D KLM ROYAL DUTCH AIR COM 482516309 4547 202103 SH SOLE 202103 0 0 D KLM ROYAL DUTCH AIR COM 482516309 39 1754 SH SOLE 0 0 1754 D K MART COM 482584109 10 1900 SH SOLE 1900 0 0 D K MART COM 482584109 18 3380 SH SOLE 0 0 3380 D K TRON INTERNATIONAL INC COM 482730108 2191 119243 SH SOLE 119243 0 0 D KAMAN CORP CL A COM 483548103 24300 1440000 SH SOLE 1440000 0 0 D KANA COMMUNICATIONS COM 483600102 8 700 SH SOLE 700 0 0 D KANEB SERVICES INC COM 484170105 3401 578900 SH SOLE 578900 0 0 D KANSAS CITY LIFE INS CO COM 484836101 0 0 SH SOLE 0 0 0 D KANSAS CITY SOUTHERN INDS COM 485170302 6 600 SH SOLE 600 0 0 D KAYE GROUP INC COM 486589104 116 15000 SH SOLE 15000 0 0 D KEANE INC COM 486665102 4 400 SH SOLE 400 0 0 D KB HOME COM 48666K109 229 6800 SH SOLE 6800 0 0 D KEEBLER FOODS COM 487256109 112 2700 SH SOLE 2700 0 0 D KEITHLEY INSTRUMENTS INC COM 487584104 6894 160100 SH SOLE 160100 0 0 D KELLOGG COM 487836108 200 7600 SH SOLE 0 0 7600 D KELLOGG COM 487836108 1483 56500 SH SOLE 56500 0 0 D KELLOGG COM 487836108 24 900 SH SOLE 900 0 0 D KELLSTROM INDS INC COM 488035106 68 23000 SH SOLE 23000 0 0 D KELLSTROM INDS INC SB NT CV 488035AE6 7465 19250000 PR SOLE 0 0 X D KEMET CORP COM 488360108 14 900 SH SOLE 900 0 0 D KENAN TRANS CO COM 488539107 145 5900 SH SOLE 5900 0 0 D KENDLE INTERNATIONAL INC COM 48880L107 1855 186700 SH SOLE 186700 0 0 D KENNEDY-WILSON INC COM 489399204 97 22100 SH SOLE 22100 0 0 D KERR MCGEE COM 492386107 1111 16600 SH SOLE 16600 0 0 D KEWAUNEE SCIENTIFIC CORP COM 492854104 69 6100 SH SOLE 6100 0 0 D KEY PRODUCTION COMP COM 493138101 950 28300 SH SOLE 28300 0 0 D KEYCORP COM 493267108 734 26204 SH SOLE 0 0 26204 D KEYCORP COM 493267108 290 10374 SH SOLE 0 0 10374 D KEYCORP COM 493267108 1649 58882 SH SOLE 58882 0 0 D KEYCORP COM 493267108 34 1204 SH SOLE 0 0 1204 D KEYCORP COM 493267108 84 3000 SH SOLE 0 0 3000 D KEY3MEDIA GROUP COM 49326R104 1523 125000 SH SOLE 125000 0 0 D KEYSPAN CORP COM 49337W100 1992 47000 SH SOLE 47000 0 0 D KEYSPAN CORP COM 49337W100 89 2100 SH SOLE 0 0 2100 D KIMBERLY CLARK COM 494368103 124661 1763485 SH SOLE 1763485 0 0 D KIMBERLY CLARK COM 494368103 1322 18701 SH SOLE 0 0 18701 D KIMBERLY CLARK COM 494368103 8655 122440 SH SOLE 0 0 122440 D KIMBERLY CLARK COM 494368103 113 1605 SH SOLE 1605 0 0 D KIMBERLY CLARK COM 494368103 44 627 SH SOLE 0 0 627 D KIMBERLY CLARK COM 494368103 282 3996 SH SOLE 0 0 3996 D KIMCO REALTY CORP COM 49446R109 18 400 SH SOLE 400 0 0 D KINDER MORGAN INC KANS COM 49455P101 13110 251200 SH SOLE 251200 0 0 D KINDER MORGAN INC KANS COM 49455P101 123 2350 SH SOLE 0 0 2350 D KING PHARMACEUTICALS INC COM 495582108 1144 22125 SH SOLE 22125 0 0 D K MART FINL 7.75% PFD T COM 498778208 9 350 SH SOLE 0 0 350 D K MART FINL 7.75% PFD T COM 498778208 9 350 SH SOLE 0 0 350 D KNAPE - VOGT COM 498782101 129 9807 SH SOLE 9807 0 0 D KNIGHT RIDDER COM 499040103 262 4600 SH SOLE 4600 0 0 D KNIGHT RIDDER COM 499040103 114 2000 SH SOLE 0 0 2000 D KNIGHT TRADING GROUP INC COM 499063105 10 700 SH SOLE 700 0 0 D KOHLS CORP COM 500255104 2617 42900 SH SOLE 42900 0 0 D KONINKLIJKE PHILIPS ELECTRONIC COM 500472303 42 1164 SH SOLE 1164 0 0 D KOPIN CORP COM 500600101 6 500 SH SOLE 500 0 0 D KOSS CORP COM 500692108 133 5500 SH SOLE 5500 0 0 D KROGER COM 501044101 2947 108900 SH SOLE 108900 0 0 D LSI LOGIC CORP COM 502161102 735 43000 SH SOLE 43000 0 0 D LSI LOGIC CORP COM 502161102 34 2000 SH SOLE 0 0 2000 D L S I LOGIC CORP SUB NT CV 502161AE2 13986 19550000 PR SOLE 0 0 X D LSI INDUSTRIES INC COM 50216C108 5633 275600 SH SOLE 275600 0 0 D L-3 COMMUNICATIONS HLDGS INC COM 502424104 23 300 SH SOLE 300 0 0 D LA Z BOY INC COM 505336107 44363 2816700 SH SOLE 2816700 0 0 D LAFARGE CORP COM 505862102 7 300 SH SOLE 300 0 0 D LAM RESEARCH CORP COM 512807108 17 1200 SH SOLE 1200 0 0 D LAMAR ADVERTISING CO COM 512815101 12 300 SH SOLE 300 0 0 D LAMSON & SESSIONS CO COM 513696104 2075 197600 SH SOLE 197600 0 0 D LANDAUER INC COM 51476K103 1831 99800 SH SOLE 99800 0 0 D LANDSTAR SYSTEMS INC COM 515098101 33 600 SH SOLE 600 0 0 D LATTICE SEMICONDUCTOR CORP COM 518415104 15927 866800 SH SOLE 866800 0 0 D LAUDER ESTEE COS INC CL A COM 518439104 31 700 SH SOLE 700 0 0 D LAWRENCE SAVINGS BANK COM 520341108 2001 190600 SH SOLE 190600 0 0 D LEE ENTERPRISES COM 523768109 25 850 SH SOLE 850 0 0 D LEGATO SYSTEMS INC COM 524651106 4 600 SH SOLE 0 0 600 D LEGATO SYSTEMS INC COM 524651106 8 1100 SH SOLE 0 0 1100 D LEGGETT & PLATT COM 524660107 1212 64000 SH SOLE 0 0 64000 D LEGGETT & PLATT COM 524660107 40 2100 SH SOLE 2100 0 0 D LEGG MASON INC COM 524901105 27 500 SH SOLE 500 0 0 D LEHMAN BRSOLE S HOLDINGS COM 524908100 9664 142900 SH SOLE 142900 0 0 D LEHMAN BRSOLE S HOLDINGS COM 524908100 51 760 SH SOLE 0 0 760 D LEHMAN BRSOLE S HOLDINGS COM 524908100 70 1039 SH SOLE 0 0 1039 D LEHMAN BRSOLE S HOLDINGS COM 524908100 5 80 SH SOLE 80 0 0 D LEHMAN BRSOLE S HOLDINGS COM 524908100 54 800 SH SOLE 0 0 800 D LEUCADIA NATIONAL CORP COM 527288104 28 800 SH SOLE 800 0 0 D LEVEL 3 COMMUNICATIONS INC COM 52729N100 154 4700 SH SOLE 4700 0 0 D LEXMARK INTERNATIONAL INC CL A COM 529771107 487 11000 SH SOLE 11000 0 0 D LIBERATE TECHNOLOGIES COM 530129105 3 200 SH SOLE 200 0 0 D LIBERTY DIGITAL INC CL A COM 530436104 2 300 SH SOLE 300 0 0 D LIBERTY HOMES INC CL A COM 530582204 36 7600 SH SOLE 7600 0 0 D LIBERTY PROPERTY TRUST COM 531172104 20 700 SH SOLE 700 0 0 D LIFELINE SYSTEMS INC COM 532192101 2873 227600 SH SOLE 227600 0 0 D LILLY, ELI & CO COM 532457108 564 6060 SH SOLE 0 0 6060 D LILLY, ELI & CO COM 532457108 361 3882 SH SOLE 0 0 3882 D LILLY, ELI & CO COM 532457108 993 10670 SH SOLE 10670 0 0 D LILLY, ELI & CO COM 532457108 5335 57327 SH SOLE 0 0 57327 D LILLY, ELI & CO COM 532457108 9750 104772 SH SOLE 0 0 104772 D LILLY, ELI & CO COM 532457108 16437 176624 SH SOLE 176624 0 0 D LILLY, ELI & CO COM 532457108 1039 11160 SH SOLE 0 0 11160 D LILLY, ELI & CO COM 532457108 298 3200 SH SOLE 3200 0 0 D LIMITED INC COM 532716107 13341 781860 SH SOLE 781860 0 0 D LIMITED INC COM 532716107 49 2880 SH SOLE 0 0 2880 D LINCARE HOLDINGS INC COM 532791100 1078 18900 SH SOLE 18900 0 0 D LINCOLN NATL CORP COM 534187109 2625 55475 SH SOLE 55475 0 0 D LINCOLN NATL CORP COM 534187109 284 6000 SH SOLE 0 0 6000 D LINEAR TECH CORP COM 535678106 13489 291656 SH SOLE 291656 0 0 D LINEAR TECH CORP COM 535678106 4764 103000 SH SOLE 0 0 103000 D LINEAR TECH CORP COM 535678106 19 400 SH SOLE 400 0 0 D LINEAR TECH CORP COM 535678106 962 20800 SH SOLE 0 0 20800 D LINEAR TECH CORP COM 535678106 296 6400 SH SOLE 6400 0 0 D LINEAR TECH CORP COM 535678106 25266 546300 SH SOLE 0 0 546300 D LINEAR TECH CORP COM 535678106 6 140 SH SOLE 0 0 140 D LITTON IND COM 538021106 8 100 SH SOLE 100 0 0 D LIZ CLAIBORNE COM 539320101 404 9700 SH SOLE 9700 0 0 D LOCKHEED MARTIN CORP COM 539830109 15106 444962 SH SOLE 444962 0 0 D LOCKHEED MARTIN CORP COM 539830109 74 2170 SH SOLE 0 0 2170 D LOCKHEED MARTIN CORP COM 539830109 48 1400 SH SOLE 1400 0 0 D LOEWS CORP COM 540424108 3076 29700 SH SOLE 29700 0 0 D LONGS DRUG STORES COM 543162101 51 2100 SH SOLE 2100 0 0 D LOUIS DREYFUS NAT GAS CORP COM 546011107 6254 151679 SH SOLE 151679 0 0 D LOUISIANA PACIFIC COM 546347105 134 13200 SH SOLE 13200 0 0 D LOUISIANA PACIFIC COM 546347105 12 1200 SH SOLE 0 0 1200 D LOWES COMPANIES COM 548661107 534 12000 SH SOLE 0 0 12000 D LOWES COMPANIES COM 548661107 1046 23500 SH SOLE 23500 0 0 D LUCENT TECHNOLOGIES COM 549463107 5205 385585 SH SOLE 385585 0 0 D LUCENT TECHNOLOGIES COM 549463107 1253 92784 SH SOLE 0 0 92784 D LUCENT TECHNOLOGIES COM 549463107 2891 214164 SH SOLE 0 0 214164 D LUCENT TECHNOLOGIES COM 549463107 7 500 SH SOLE 500 0 0 D LUCENT TECHNOLOGIES COM 549463107 147 10912 SH SOLE 0 0 10912 D LUCENT TECHNOLOGIES COM 549463107 72 5340 SH SOLE 0 0 5340 D LUCENT TECHNOLOGIES COM 549463107 117 8695 SH SOLE 8695 0 0 D LUND INTERNATIONAL HLDGS COM 550368104 1263 285714 SH SOLE 285714 0 0 D LYONDELL CHEMICAL CO COM 552078107 11 700 SH SOLE 700 0 0 D M & T BANK CORP COM 55261F104 48 700 SH SOLE 700 0 0 D MBIA COM 55262C100 1055 14230 SH SOLE 14230 0 0 D MBIA COM 55262C100 170 2300 SH SOLE 0 0 2300 D MBIA COM 55262C100 74 1000 SH SOLE 0 0 1000 D MBNA CORP COM 55262L100 5301 143510 SH SOLE 143510 0 0 D MBNA CORP COM 55262L100 394 10669 SH SOLE 0 0 10669 D MCN ENERGY GROUP INC COM 55267J100 11 400 SH SOLE 400 0 0 D MGIC INVESTMENT COM 552848103 2664 39500 SH SOLE 39500 0 0 D MGM MIRAGE COM 552953101 17 600 SH SOLE 600 0 0 D M I SCHOTTENSTEIN HOMES COM 55305B101 469 19400 SH SOLE 19400 0 0 D MSC INDL DIRECT INC COM 553530106 5 300 SH SOLE 300 0 0 D MSC.SOFTWARE CORP. COM 553531104 1763 224600 SH SOLE 224600 0 0 D M S CARRIERS INC COM 553533100 16084 491100 SH SOLE 491100 0 0 D MACK CALI REALTY CORPORATION COM 554489104 14 500 SH SOLE 500 0 0 D MACROVISION CORP COM 555904101 30 400 SH SOLE 400 0 0 D MACROMEDIA INC COM 556100105 24 400 SH SOLE 400 0 0 D MAGNA INTERNATIONAL INC SB DB CV 559222AG9 19135 21735000 PR SOLE 0 0 X D MAGNETEK INC COM 559424106 18663 1435600 SH SOLE 1435600 0 0 D MAINE PUBLIC SERVICE CO COM 560483109 103 3900 SH SOLE 3900 0 0 D MANDALAY RESORT GROUP COM 562567107 9 400 SH SOLE 400 0 0 D MANOR CARE INC COM 564055101 287 13900 SH SOLE 13900 0 0 D MANPOWER INC COM 56418H100 15 400 SH SOLE 400 0 0 D MANUFACTURED HOME CMNTYS INC COM 564682102 5165 178100 SH SOLE 178100 0 0 D MARCHFIRST INC COM 566244109 2 1100 SH SOLE 1100 0 0 D MARINE DRILLING CO INC COM 568240204 11 400 SH SOLE 400 0 0 D MARSH & MCLENNAN COM 571748102 128998 1102545 SH SOLE 1102545 0 0 D MARSH & MCLENNAN COM 571748102 1486 12700 SH SOLE 0 0 12700 D MARSH & MCLENNAN COM 571748102 176 1500 SH SOLE 0 0 1500 D MARSH & MCLENNAN COM 571748102 42 360 SH SOLE 360 0 0 D MARSH & MCLENNAN COM 571748102 573 4900 SH SOLE 0 0 4900 D MARSH & MCLENNAN COM 571748102 140 1200 SH SOLE 0 0 1200 D MARSH SUPERMARKETS CL B COM 571783208 1424 112825 SH SOLE 112825 0 0 D MARSH SUPERMARKETS CL A COM 571783307 846 54125 SH SOLE 54125 0 0 D MARSHALL & ILSLEY CORP COM 571834100 41 800 SH SOLE 800 0 0 D MARRIOTT INTL INC CL A COM 571903202 1348 31900 SH SOLE 31900 0 0 D MARTEN TRANSPORT LTD COM 573075108 107 9000 SH SOLE 9000 0 0 D MARTIN MARIETTA MATERIALS COM 573284106 4926 116460 SH SOLE 116460 0 0 D MARTIN MARIETTA MATERIALS COM 573284106 12 278 SH SOLE 0 0 278 D MASCO COM 574599106 1513 58900 SH SOLE 58900 0 0 D MASCO CORP COM 574599106 15407 599784 SH SOLE 599784 0 0 D MASCOTECH INC SB NT CV 574670AB1 4503 7450000 PR SOLE 0 0 X D MASSEY ENERGY CORP COM 576206106 3 200 SH SOLE 200 0 0 D MASSMUTUAL PARTICIPATION INV SH BEN INT 576299101 188 17192 SH SOLE 17192 0 0 D MASTEC INC COM 576323109 4 200 SH SOLE 200 0 0 D MATRIX BANCORP INC COM 576819106 93 13000 SH SOLE 13000 0 0 D MATRIX SVC CO COM 576853105 1655 278700 SH SOLE 278700 0 0 D MATTEL INC. COM 577081102 44 3035 SH SOLE 0 0 3035 D MATTEL INC. COM 577081102 66 4600 SH SOLE 4600 0 0 D MATTHEWS INTL CORP CL A COM 577128101 9371 296900 SH SOLE 296900 0 0 D MAXIM INTEGRATED PRODUCTS COM 57772K101 874 18280 SH SOLE 0 0 18280 D MAXIM INTEGRATED PRODUCTS COM 57772K101 9299 194478 SH SOLE 194478 0 0 D MAXIM INTEGRATED PRODUCTS COM 57772K101 48 1000 SH SOLE 0 0 1000 D MAXWELL SHOE INC CL A COM 577766108 231 21500 SH SOLE 21500 0 0 D MAY DEPARTMENT STORE COM 577778103 229 7000 SH SOLE 7000 0 0 D MAY DEPARTMENT STORE COM 577778103 1700 51900 SH SOLE 51900 0 0 D MAY DEPARTMENT STORE COM 577778103 118 3600 SH SOLE 0 0 3600 D MAY DEPARTMENT STORE COM 577778103 491 15000 SH SOLE 0 0 15000 D MAX & ERMAS RESTAURANTS INC COM 577903107 44 5000 SH SOLE 5000 0 0 D MAYNARD OIL CO COM 578444101 159 9100 SH SOLE 9100 0 0 D MAYTAG CORP COM 578592107 359 11100 SH SOLE 11100 0 0 D MAZEL STORES INC COM 578792103 64 22300 SH SOLE 22300 0 0 D MCCORMICK & CO. COM 579780206 25 700 SH SOLE 700 0 0 D MCDERMOTT INTERNTL COM 580037109 33 3100 SH SOLE 3100 0 0 D MCDONALDS CORP COM 580135101 159088 4679056 SH SOLE 4679056 0 0 D MCDONALDS CORP COM 580135101 3769 110861 SH SOLE 0 0 110861 D MCDONALDS CORP COM 580135101 9024 265420 SH SOLE 0 0 265420 D MCDONALDS CORP COM 580135101 27 800 SH SOLE 800 0 0 D MCDONALDS CORP COM 580135101 816 23986 SH SOLE 23986 0 0 D MCDONALDS CORP COM 580135101 925 27220 SH SOLE 0 0 27220 D MCDONALDS CORP COM 580135101 1788 52592 SH SOLE 0 0 52592 D MCDONALDS CORP COM 580135101 425 12500 SH SOLE 0 0 12500 D MCGRAW HILL COMPANIES INC COM 580645109 86846 1481375 SH SOLE 1481375 0 0 D MCGRAW HILL COMPANIES INC COM 580645109 399 6800 SH SOLE 0 0 6800 D MCGRAW HILL COMPANIES INC COM 580645109 47 800 SH SOLE 0 0 800 D MCKESSON HBOC INC COM 58155Q103 61 1700 SH SOLE 1700 0 0 D MCRAE INDUSTRIES INC COM 582757209 24 4500 SH SOLE 4500 0 0 D MEAD CORPORATION COM 582834107 28 900 SH SOLE 900 0 0 D MEAD CORPORATION COM 582834107 119 3800 SH SOLE 0 0 3800 D MEAD CORPORATION COM 582834107 208 6620 SH SOLE 6620 0 0 D MEAD CORPORATION COM 582834107 63 2000 SH SOLE 0 0 2000 D MEAD CORPORATION COM 582834107 63 2000 SH SOLE 0 0 2000 D MEDAREX INC COM 583916101 37 900 SH SOLE 900 0 0 D MEDALLION FINL CORP COM 583928106 31 2100 SH SOLE 2100 0 0 D MEDICIS PHARMACEUTICAL COM 584690309 44 750 SH SOLE 0 0 750 D MEDIMMUNE INC COM 584699102 1321 27700 SH SOLE 27700 0 0 D MEDTRONIC COM 585055106 32596 539892 SH SOLE 539892 0 0 D MEDTRONIC COM 585055106 1709 28304 SH SOLE 0 0 28304 D MEDTRONIC COM 585055106 11 180 SH SOLE 180 0 0 D MEDTRONIC COM 585055106 5 75 SH SOLE 75 0 0 D MEDTRONIC COM 585055106 60 1000 SH SOLE 0 0 1000 D MEDTRONIC COM 585055106 761 12600 SH SOLE 0 0 12600 D MELLON FINANCIAL CORPORATION COM 58551A108 3035 61700 SH SOLE 0 0 61700 D MELLON FINANCIAL CORPORATION COM 58551A108 4639 94310 SH SOLE 94310 0 0 D MELLON FINANCIAL CORPORATION COM 58551A108 413 8400 SH SOLE 0 0 8400 D MELLON FINANCIAL CORPORATION COM 58551A108 364 7400 SH SOLE 7400 0 0 D MELLON FINANCIAL CORPORATION COM 58551A108 6527 132700 SH SOLE 0 0 132700 D MENTOR GRAPHICS CORP COM 587200106 22 800 SH SOLE 800 0 0 D MERCANTILE BANKSHARES CORP COM 587405101 26 600 SH SOLE 600 0 0 D MERCHANTS GROUP COM 588539106 88 5000 SH SOLE 5000 0 0 D MERCK & CO INC COM 589331107 171576 1832592 SH SOLE 1832592 0 0 D MERCK & CO INC COM 589331107 2047 21866 SH SOLE 21866 0 0 D MERCK & CO INC COM 589331107 19235 205452 SH SOLE 0 0 205452 D MERCK & CO INC COM 589331107 33035 352848 SH SOLE 0 0 352848 D MERCK & CO INC COM 589331107 1058 11300 SH SOLE 11300 0 0 D MERCK & CO INC COM 589331107 4749 50720 SH SOLE 0 0 50720 D MERCK & CO INC COM 589331107 545 5820 SH SOLE 0 0 5820 D MERCK & CO INC COM 589331107 28 300 SH SOLE 0 0 300 D MERCURY GENERAL CORP COM 589400100 118 2700 SH SOLE 2700 0 0 D MERCURY INTERACTIVE CORP COM 589405109 2256 25000 SH SOLE 25000 0 0 D MEREDITH CORP COM 589433101 84 2600 SH SOLE 2600 0 0 D MERIDIAN DIAGNOSTICS INC COM 589584101 472 95500 SH SOLE 95500 0 0 D MERIDIAN INSURANCE GROUP COM 589644103 431 14883 SH SOLE 14883 0 0 D MERIT MED SYS INC COM 589889104 105 18600 SH SOLE 18600 0 0 D MERITAGE CORP COM 59001A102 373 10000 SH SOLE 10000 0 0 D MERRILL LYNCH & CO COM 590188108 14592 214000 SH SOLE 214000 0 0 D MERRILL LYNCH & CO COM 590188108 27 400 SH SOLE 0 0 400 D MESTEK INC COM 590829107 355 21300 SH SOLE 21300 0 0 D MET PRO CORP COM 590876306 145 14112 SH SOLE 14112 0 0 D METLIFE INC COM 59156R108 3350 95700 SH SOLE 95700 0 0 D METRIS COMPANIES INC COM 591598107 80 3050 SH SOLE 3050 0 0 D METRO GOLDWYN MAYER INC COM 591610100 3 200 SH SOLE 200 0 0 D METRO INFO SERVICES COM 59162P104 167 29000 SH SOLE 29000 0 0 D METROMEDIA FIBER NETWORK INC COM 591689104 31 3100 SH SOLE 3100 0 0 D E.BISCOM SPA COM 59353566 200 2000 SH SOLE 2000 0 0 D MICHAELS STORES COM 594087108 42 1600 SH SOLE 1600 0 0 D MICREL INC COM 594793101 11926 354000 SH SOLE 354000 0 0 D MICROSOFT COM 594918104 90337 2082692 SH SOLE 2082692 0 0 D MICROSOFT COM 594918104 2522 58150 SH SOLE 0 0 58150 D MICROSOFT COM 594918104 18 420 SH SOLE 420 0 0 D MICROSOFT COM 594918104 22 500 SH SOLE 0 0 500 D MICROSOFT COM 594918104 360 8290 SH SOLE 0 0 8290 D MICROSOFT COM 594918104 193 4440 SH SOLE 0 0 4440 D MICROSOFT COM 594918104 15 350 SH SOLE 350 0 0 D MICROSOFT COM 594918104 17 400 SH SOLE 0 0 400 D MICROCHIP TECHNOLOGY COM 595017104 6051 275838 SH SOLE 275838 0 0 D MICROCHIP TECHNOLOGY COM 595017104 1110 50600 SH SOLE 0 0 50600 D MICROCHIP TECHNOLOGY COM 595017104 48 2175 SH SOLE 2175 0 0 D MICROCHIP TECHNOLOGY COM 595017104 99 4500 SH SOLE 4500 0 0 D MICROCHIP TECHNOLOGY COM 595017104 3598 164025 SH SOLE 0 0 164025 D MICROCHIP TECHNOLOGY COM 595017104 93 4250 SH SOLE 0 0 4250 D MICROMUSE INC COM 595094103 36 600 SH SOLE 600 0 0 D MICRON TECHNOLOGY INC COM 595112103 42866 1207480 SH SOLE 1207480 0 0 D MICRON TECHNOLOGY INC COM 595112103 188 5300 SH SOLE 0 0 5300 D MID-ATLANTIC REALTY TRUST COM 595232109 12640 1037100 SH SOLE 1037100 0 0 D MID ATLANTIC MED SVCS INC COM 59523C107 109 5500 SH SOLE 5500 0 0 D MIDDLESEX WATER COM 596680108 412 12200 SH SOLE 12200 0 0 D MIDLAND CO COM 597486109 502 18100 SH SOLE 18100 0 0 D MILLENNIUM PHARMACEUTICALS I COM 599902103 93 1500 SH SOLE 1500 0 0 D MILLENNIUM CHEMICALS COM 599903101 7 400 SH SOLE 0 0 400 D MILLENNIUM CHEMICALS COM 599903101 8195 452130 SH SOLE 452130 0 0 D MILLENNIUM CHEMICALS COM 599903101 31 1710 SH SOLE 0 0 1710 D MILLENNIUM CHEMICALS COM 599903101 4 200 SH SOLE 0 0 200 D MILLER HERMAN INC COM 600544100 59494 2069350 SH SOLE 2069350 0 0 D MILLIPORE COM 601073109 529 8400 SH SOLE 8400 0 0 D MINIMED INC COM 60365K108 17 400 SH SOLE 400 0 0 D MINNESOTA MNG & MFG CO COM 604059105 12785 106095 SH SOLE 106095 0 0 D MINNESOTA MNG & MFG CO COM 604059105 617 5120 SH SOLE 0 0 5120 D MINNESOTA MNG & MFG CO COM 604059105 48 400 SH SOLE 0 0 400 D MINNESOTA MNG & MFG CO COM 604059105 1194 9908 SH SOLE 9908 0 0 D MINNESOTA MNG & MFG CO COM 604059105 7498 62226 SH SOLE 0 0 62226 D MINNESOTA MNG & MFG CO COM 604059105 1831 15192 SH SOLE 0 0 15192 D MINNESOTA MNG & MFG CO COM 604059105 11821 98100 SH SOLE 0 0 98100 D MINNESOTA MNG & MFG CO COM 604059105 181 1500 SH SOLE 1500 0 0 D MINUTEMAN INTERNATIONAL COM 604540104 53 6100 SH SOLE 6100 0 0 D MOLECULAR DEVICES CORP COM 60851C107 178 2600 SH SOLE 2600 0 0 D MOLEX INC COM 608554101 590 16625 SH SOLE 0 0 16625 D MOLEX INC COM 608554101 2059 58014 SH SOLE 58014 0 0 D MOLEX INC COM 608554101 178 5000 SH SOLE 0 0 5000 D MOLEX INC COM 608554101 80 2250 SH SOLE 2250 0 0 D MOLEX INC CL A COM 608554200 2536 99690 SH SOLE 99690 0 0 D MOLEX INC CL A COM 608554200 3144 123612 SH SOLE 0 0 123612 D MOLEX INC CL A COM 608554200 562 22100 SH SOLE 0 0 22100 D MOLEX INC CL A COM 608554200 245 9625 SH SOLE 0 0 9625 D MOLEX INC CL A COM 608554200 116 4575 SH SOLE 0 0 4575 D MOLEX INC CL A COM 608554200 80 3150 SH SOLE 3150 0 0 D MONTANA POWER COM 612085100 17 800 SH SOLE 800 0 0 D MONY GROUP INC COM 615337102 30 600 SH SOLE 600 0 0 D MOODYS CORP COM 615369105 77 3000 SH SOLE 0 0 3000 D MOODYS CORP COM 615369105 542 21100 SH SOLE 21100 0 0 D MOODYS CORP COM 615369105 36 1400 SH SOLE 0 0 1400 D MORGAN J P COM 616880100 265 1600 SH SOLE 0 0 1600 D MORGAN J P COM 616880100 6090 36800 SH SOLE 36800 0 0 D MORGAN J P COM 616880100 293 1768 SH SOLE 1768 0 0 D MORGAN J P COM 616880100 8672 52400 SH SOLE 0 0 52400 D MORGAN J P COM 616880100 320 1936 SH SOLE 0 0 1936 D M STANLEY D WITTER & CO COM 617446441 19653 247992 SH SOLE 247992 0 0 D M STANLEY D WITTER & CO COM 617446441 452 5700 SH SOLE 0 0 5700 D MORRISON MANAGEMENT SPECIALIST COM 618459101 19720 564890 SH SOLE 564890 0 0 D MOTOR CARGO INDS COM 619907108 88 13000 SH SOLE 13000 0 0 D MOTOROLA COM 620076109 506 24975 SH SOLE 0 0 24975 D MOTOROLA COM 620076109 199 9846 SH SOLE 9846 0 0 D MOTOROLA COM 620076109 58 2860 SH SOLE 0 0 2860 D MOTOROLA COM 620076109 97 4800 SH SOLE 0 0 4800 D MULTEX.COM INC COM 625367107 331 25000 SH SOLE 25000 0 0 D MUNICIPAL MTG & EQUITY L L C COM 62624B101 85 3810 SH SOLE 0 0 3810 D MURPHY OIL COM 626717102 36 600 SH SOLE 600 0 0 D MUTUAL RISK MANAGEMENT COM 628351108 91 6000 SH SOLE 0 0 6000 D MYERS INDUSTRIES INC COM 628464109 2 110 SH SOLE 110 0 0 D MYLAN LABS COM 628530107 20 800 SH SOLE 800 0 0 D NCR CORP COM 62886E108 1 15 SH SOLE 0 0 15 D NCR CORP COM 62886E108 1 18 SH SOLE 18 0 0 D NCR CORP COM 62886E108 683 13900 SH SOLE 13900 0 0 D NCR CORP COM 62886E108 3 68 SH SOLE 0 0 68 D NL INDUSTRIES COM 629156407 51 2100 SH SOLE 2100 0 0 D NN INC COM 629337106 1732 187200 SH SOLE 187200 0 0 D NRG ENERGY INC COM 629377102 6 200 SH SOLE 200 0 0 D NTL INC COM 629407107 14 600 SH SOLE 600 0 0 D NUI CORP COM 629430109 16039 498300 SH SOLE 498300 0 0 D NVR INC COM 62944T105 74 600 SH SOLE 600 0 0 D NABORS INDUSTRIES COM 629568106 53956 912190 SH SOLE 912190 0 0 D NABORS INDUSTRIES COM 629568106 56 950 SH SOLE 0 0 950 D NASDAQ 100 TRUST COM 631100104 23 400 SH SOLE 0 0 400 D NASHUA CORP COM 631226107 471 106100 SH SOLE 106100 0 0 D NATIONAL CITY CORP COM 635405103 388 13500 SH SOLE 0 0 13500 D NATIONAL CITY CORP COM 635405103 412 14320 SH SOLE 0 0 14320 D NATIONAL CITY CORP COM 635405103 25963 903052 SH SOLE 903052 0 0 D NATIONAL CITY CORP COM 635405103 334 11600 SH SOLE 0 0 11600 D NATIONAL CITY CORP COM 635405103 46 1600 SH SOLE 1600 0 0 D NATIONAL COMMERCE BANCORP COM 635449101 38 1545 SH SOLE 1545 0 0 D NATIONAL DATA CORP COM 635621105 29 800 SH SOLE 800 0 0 D NATIONAL FUEL GAS COM 636180101 159 2520 SH SOLE 2520 0 0 D NATIONAL INSTRUMENTS CORP COM 636518102 10 200 SH SOLE 200 0 0 D NATIONAL-OILWELL INC COM 637071101 12100 312750 SH SOLE 312750 0 0 D NATIONAL SECURITY GROUP INC COM 637546102 60 3250 SH SOLE 3250 0 0 D NATIONAL SEMICONDUCTOR COM 637640103 34 1700 SH SOLE 1700 0 0 D NATIONAL SERVICE INDUSTRIES COM 637657107 110 4300 SH SOLE 4300 0 0 D NATIONAL SERVICE INDUSTRIES COM 637657107 51 2000 SH SOLE 0 0 2000 D NATIONAL WESTERN LIFE COM 638522102 618 6000 SH SOLE 6000 0 0 D NATIONWIDE FINANCIAL SVCS COM 638612101 10 200 SH SOLE 200 0 0 D NAVIGATORS GROUP INC COM 638904102 205 15400 SH SOLE 15400 0 0 D NAVISTAR INTL CORP COM 63934E108 225 8600 SH SOLE 8600 0 0 D NAVIGANT INTERNATIONAL INC COM 63935R108 259 31900 SH SOLE 31900 0 0 D NEIMAN MARCUS GROUP CL B COM 640204301 46 1385 SH SOLE 1385 0 0 D NEIMAN MARCUS GROUP CL B COM 640204301 5 159 SH SOLE 0 0 159 D NEIMAN MARCUS GROUP CL B COM 640204301 3 90 SH SOLE 90 0 0 D NETWORKS ASSOCS INC COM 640938106 7 1600 SH SOLE 1600 0 0 D NETWORKS ASSOCIATES INC SB DB CV 640938AB2 8757 29950000 PR SOLE 0 0 X D NESTLE S A REP RG SH ADR COM 641069406 117 1000 SH SOLE 1000 0 0 D NETWORK APPLIANCE INC COM 64120L104 2619 40800 SH SOLE 40800 0 0 D NEUBERGER BERMAN INC COM 641234109 24 300 SH SOLE 300 0 0 D NEW ENGLAND BUS SVC COM 643872104 15405 844100 SH SOLE 844100 0 0 D NEW YORK CMNTY BANCORP INC COM 649445103 40028 1089188 SH SOLE 1089188 0 0 D NEW YORK TIMES CL A COM 650111107 978 24400 SH SOLE 24400 0 0 D NEW YORK TIMES CL A COM 650111107 97 2424 SH SOLE 0 0 2424 D NEWELL RUBBERMAID COM 651229106 419 18400 SH SOLE 18400 0 0 D NEWELL RUBBERMAID COM 651229106 64 2800 SH SOLE 0 0 2800 D NEWELL RUBBERMAID COM 651229106 9 400 SH SOLE 400 0 0 D NEWFIELD EXPL CO COM 651290108 7109 149850 SH SOLE 149850 0 0 D NEWMARK HOMES CORP. COM 651578106 229 22300 SH SOLE 22300 0 0 D NEWMONT MINING CORP COM 651639106 7 400 SH SOLE 400 0 0 D NEWPARK RESOURCES INC COM 651718504 16424 1717500 SH SOLE 1717500 0 0 D NEWPORT CORP COM 651824104 24 300 SH SOLE 300 0 0 D NEWPORT NEWS SHIPBUILDING COM 652228107 40128 771700 SH SOLE 771700 0 0 D NEWS CORP LTD COM 652487703 34901 1082200 SH SOLE 1082200 0 0 D NEWS CORP LTD COM 652487703 187 5800 SH SOLE 0 0 5800 D NEXTEL COMMUNICATIONS CL A COM 65332V103 64 2600 SH SOLE 2600 0 0 D NEXTEL PARTNERS INC CLASS A COM 65333F107 2 100 SH SOLE 100 0 0 D NEXT LEVEL COMMUNICATION INC COM 65333U104 2 200 SH SOLE 200 0 0 D NIAGARA MOHAWK HOLDINGS INC COM 653520106 352 21100 SH SOLE 21100 0 0 D NICOR INC COM 654086107 268 6200 SH SOLE 6200 0 0 D NIKE COM 654106103 2020 36200 SH SOLE 36200 0 0 D NISOURCE INC COM 65473P105 2120 68934 SH SOLE 68934 0 0 D NOBEL LEARNING CMNTYS INC COM 654889104 80 14300 SH SOLE 14300 0 0 D NOBILITY HOMES INC COM 654892108 53 9300 SH SOLE 9300 0 0 D NOBLE AFFILIATES INC COM 654894104 115 2500 SH SOLE 0 0 2500 D NOBLE AFFILIATES INC COM 654894104 23 500 SH SOLE 500 0 0 D NOKIA CORP ADR COM 654902204 28096 645886 SH SOLE 645886 0 0 D NOKIA CORP ADR COM 654902204 4002 91990 SH SOLE 0 0 91990 D NOKIA CORP ADR COM 654902204 28 650 SH SOLE 650 0 0 D NOKIA CORP ADR COM 654902204 720 16550 SH SOLE 0 0 16550 D NOKIA CORP ADR COM 654902204 3028 69600 SH SOLE 0 0 69600 D NOKIA CORP ADR COM 654902204 231 5300 SH SOLE 0 0 5300 D NOKIA CORP ADR COM 654902204 245 5625 SH SOLE 5625 0 0 D NOBLE DRILLING CORP COM 655042109 56 1300 SH SOLE 1300 0 0 D NOBLE DRILLING CORP COM 655042109 23 525 SH SOLE 0 0 525 D NOLAND CO COM 655286102 160 9000 SH SOLE 9000 0 0 D NORDSTROM COM 655664100 16 900 SH SOLE 900 0 0 D NORFOLK SOUTHERN COM 655844108 805 60473 SH SOLE 60473 0 0 D NORFOLK SOUTHERN COM 655844108 46 3444 SH SOLE 0 0 3444 D NORFOLK SOUTHERN COM 655844108 36 2700 SH SOLE 0 0 2700 D NORFOLK SOUTHERN COM 655844108 32 2400 SH SOLE 2400 0 0 D NORTEL NETWORKS CORP COM 656568102 600 18700 SH SOLE 0 0 18700 D NORTEL NETWORKS CORP COM 656568102 21361 666205 SH SOLE 666205 0 0 D NORTEL NETWORKS CORP COM 656568102 261 8151 SH SOLE 0 0 8151 D NORTEL NETWORKS CORP COM 656568102 5771 180000 SH SOLE 0 0 180000 D NORTH FORK BANCORP COM 659424105 32 1300 SH SOLE 1300 0 0 D NORTHEAST UTILITIES COM 664397106 29 1200 SH SOLE 1200 0 0 D NORTHEAST UTILITIES COM 664397106 34 1400 SH SOLE 0 0 1400 D NORTHERN TRUST CORP COM 665859104 2504 30700 SH SOLE 30700 0 0 D NORTHROP GRUMMAN CORP COM 666807102 2241 27000 SH SOLE 27000 0 0 D NORTHWEST AIRLINES CORP- CL A COM 667280101 12 400 SH SOLE 400 0 0 D NORTHWEST PIPE CO COM 667746101 112 15800 SH SOLE 15800 0 0 D NOVA CORP GA COM 669784100 10 500 SH SOLE 500 0 0 D NOVAMETRIX MED SYS INC COM 669870107 1571 375200 SH SOLE 375200 0 0 D NOVELL COM 670006105 234 44800 SH SOLE 44800 0 0 D NOVELLUS SYS INC COM 670008101 798 22200 SH SOLE 22200 0 0 D NOVELLUS SYS INC COM 670008101 431 12000 SH SOLE 0 0 12000 D NSTAR COM 67019E107 21 500 SH SOLE 500 0 0 D NUCOR CORP. COM 670346105 119 3000 SH SOLE 3000 0 0 D NVIDIA CORP COM 67066G104 13 400 SH SOLE 400 0 0 D OGE ENERGY CORP COM 670837103 17 700 SH SOLE 700 0 0 D OM GROUP INC COM 670872100 18436 337500 SH SOLE 337500 0 0 D OCCIDENTAL PETROLEUM COM 674599105 2975 122700 SH SOLE 122700 0 0 D OCCIDENTAL PETROLEUM COM 674599105 0 1 SH SOLE 0 0 1 D OCEAN ENERGY INC COM 67481E106 36 2100 SH SOLE 2100 0 0 D OFFICE DEPOT INC COM 676220106 284 39900 SH SOLE 39900 0 0 D OILGEAR CO COM 678042102 29 3000 SH SOLE 3000 0 0 D OLD DOMINION FGHT LINES INC COM 679580100 147 15500 SH SOLE 15500 0 0 D OLD KENT FINANCIAL CORP COM 679833103 369 8430 SH SOLE 8430 0 0 D OLD NATIONAL BANCORP COM 680033107 12 400 SH SOLE 400 0 0 D OLD REPUBLIC INTL. CORP. COM 680223104 42 1300 SH SOLE 1300 0 0 D OLIN CORP COM 680665205 137 6200 SH SOLE 6200 0 0 D OMNICOM GROUP COM 681919106 2006 24200 SH SOLE 24200 0 0 D ON SEMICONDUCTOR CORPORATION COM 682189105 2 300 SH SOLE 300 0 0 D ONEIDA LTD COM 682505102 1931 104050 SH SOLE 104050 0 0 D ONEOK INC COM 682680103 2704 56186 SH SOLE 56186 0 0 D ONEOK INC COM 682680103 361 7500 SH SOLE 0 0 7500 D ONEOK INC COM 682680103 29 600 SH SOLE 0 0 600 D ONEOK INC COM 682680103 144 3000 SH SOLE 0 0 3000 D ONEOK INC COM 682680103 80 1657 SH SOLE 1657 0 0 D ONI SYSTEMS CORP COM 68273F103 71 1800 SH SOLE 1800 0 0 D ONTRACK DATA INTL INC COM 683372106 163 24400 SH SOLE 24400 0 0 D OPENWAVE SYSTEMS INC COM 683718100 17 361 SH SOLE 361 0 0 D OPTICNET INC COM 683868103 0 8000 SH SOLE 8000 0 0 D ORACLE SYSTEMS COM 68389X105 37873 1303146 SH SOLE 1303146 0 0 D ORACLE SYSTEMS COM 68389X105 1232 42400 SH SOLE 0 0 42400 D ORACLE SYSTEMS COM 68389X105 7 240 SH SOLE 240 0 0 D ORACLE SYSTEMS COM 68389X105 349 12000 SH SOLE 0 0 12000 D ORACLE SYSTEMS COM 68389X105 10 360 SH SOLE 0 0 360 D OROAMERICA INC COM 687027102 111 14100 SH SOLE 14100 0 0 D OSCA INC COM 687836106 3467 204700 SH SOLE 204700 0 0 D OUTBACK STEAKHOUSE INC COM 689899102 13 500 SH SOLE 500 0 0 D OVERSEAS SHIPHOLDING COM 690368105 13 560 SH SOLE 0 0 560 D OVERSEAS SHIPHOLDING COM 690368105 184 8000 SH SOLE 8000 0 0 D OWENS ILLINOIS INC COM 690768403 4 700 SH SOLE 700 0 0 D OWENS ILLINOIS INC PFD CONV 690768502 1082 85560 SH SOLE 0 0 X D OXFORD HEALTH PLANS INC COM 691471106 36 900 SH SOLE 900 0 0 D P & F INDUSTRIES CL A COM 692830508 26 5000 SH SOLE 5000 0 0 D P A M TRANSN SVCS INC COM 693149106 145 18100 SH SOLE 18100 0 0 D PCD INC COM 69318P106 1180 194600 SH SOLE 194600 0 0 D PG & E CORP COM 69331C108 1218 60900 SH SOLE 60900 0 0 D PG & E CORP COM 69331C108 18 900 SH SOLE 900 0 0 D PLM INTL INC COM 69341L206 51 15000 SH SOLE 15000 0 0 D PMC CAP INC COM 693430100 231 28900 SH SOLE 28900 0 0 D PMC-SIERRA INC COM 69344F106 10045 127755 SH SOLE 127755 0 0 D PMC-SIERRA INC COM 69344F106 35 442 SH SOLE 0 0 442 D PMI GROUP INC COM 69344M101 20 300 SH SOLE 300 0 0 D PNC FINANCIAL SERV GROUP COM 693475105 2838 38850 SH SOLE 38850 0 0 D PNC FINANCIAL SERV GROUP COM 693475105 9645 132016 SH SOLE 0 0 132016 D PPG INDUSTRIES COM 693506107 1181 25500 SH SOLE 25500 0 0 D PPG INDUSTRIES COM 693506107 19 400 SH SOLE 400 0 0 D PPL CORPORATION COM 69351T106 2553 56500 SH SOLE 56500 0 0 D PRI AUTOMATION INC COM 69357H106 179 9540 SH SOLE 9540 0 0 D PRI AUTOMATION INC COM 69357H106 11 570 SH SOLE 0 0 570 D PSS WORLD MEDICAL INC COM 69366A107 16024 3204750 SH SOLE 3204750 0 0 D PACCAR INC COM 693718108 547 11100 SH SOLE 11100 0 0 D PACIFIC CENTURY FINANCIAL CORP COM 694058108 65 3700 SH SOLE 3700 0 0 D PACIFIC CREST CAPITAL INC. COM 694166109 2757 191800 SH SOLE 191800 0 0 D PACIFICARE HEALTH SYSTEMS INC COM 695112102 6 400 SH SOLE 400 0 0 D PACTIV CORP COM 695257105 271 21900 SH SOLE 21900 0 0 D PALL CORP COM 696429307 362 17000 SH SOLE 17000 0 0 D PALL CORP COM 696429307 213 10000 SH SOLE 0 0 10000 D PALM INC COM 696642107 2352 83075 SH SOLE 83075 0 0 D PALM INC COM 696642107 42 1482 SH SOLE 0 0 1482 D PANAMSAT CORP COM 697933109 7 200 SH SOLE 200 0 0 D PARAMETRIC TECH CORP COM 699173100 511 38000 SH SOLE 38000 0 0 D PAREXEL INTL CORP COM 699462107 1229 113700 SH SOLE 113700 0 0 D PARK PLACE ENTERTAINMENT COM 700690100 25 2100 SH SOLE 2100 0 0 D PARKER HANNIFIN COM 701094104 812 18400 SH SOLE 18400 0 0 D PATHWAYS GROUP INC COM 70321D106 5 35075 SH SOLE 35075 0 0 D PATTERSON DENTAL CO COM 703412106 14 400 SH SOLE 400 0 0 D PAYCHEX COM 704326107 21555 443290 SH SOLE 443290 0 0 D PAYCHEX COM 704326107 68 1400 SH SOLE 0 0 1400 D PAYLESS SHOESOURCE COM 704379106 12 176 SH SOLE 176 0 0 D PEDIATRIX MED GROUP COM 705324101 3872 160900 SH SOLE 160900 0 0 D PEGASUS COMMUNICATIONS CORP A COM 705904100 3 100 SH SOLE 100 0 0 D PENFORD CORP COM 707051108 4763 334250 SH SOLE 334250 0 0 D PENN AMERICA GROUP INC COM 707247102 126 16500 SH SOLE 16500 0 0 D PENN ENG & MFG CORP A COM 707389102 99 3200 SH SOLE 3200 0 0 D PENN ENGINEERING & MFG CORP COM 707389300 419 11900 SH SOLE 11900 0 0 D PENN NATL GAMING INC COM 707569109 37 3600 SH SOLE 3600 0 0 D PENN TREATY AMERICAN CP COM 707874103 333 19000 SH SOLE 19000 0 0 D PENNEY J C COM 708160106 11 1000 SH SOLE 1000 0 0 D PENNEY J C COM 708160106 4 400 SH SOLE 400 0 0 D PENTAIR INC COM 709631105 7 300 SH SOLE 300 0 0 D PENTON MEDIA INC COM 709668107 41160 1531525 SH SOLE 1531525 0 0 D PENWEST PHARMACEUTICALS CO COM 709754105 2186 168975 SH SOLE 168975 0 0 D PEOPLES BANK BRIDGEPORT CT COM 710198102 39 1500 SH SOLE 0 0 1500 D PEOPLES BANK BRIDGEPORT CT COM 710198102 16 600 SH SOLE 600 0 0 D PEOPLES ENERGY COM 711030106 237 5300 SH SOLE 5300 0 0 D PEOPLESOFT INC COM 712713106 1473 39600 SH SOLE 39600 0 0 D PEPSI BOTTLING GROUP INC COM 713409100 40 1000 SH SOLE 1000 0 0 D PEPSICO COM 713448108 21077 425264 SH SOLE 425264 0 0 D PEPSICO COM 713448108 40 800 SH SOLE 0 0 800 D PEPSICO COM 713448108 1154 23281 SH SOLE 23281 0 0 D PEPSICO COM 713448108 9925 200245 SH SOLE 0 0 200245 D PEPSICO COM 713448108 30625 617900 SH SOLE 0 0 617900 D PEPSICO COM 713448108 46 920 SH SOLE 920 0 0 D PEPSICO COM 713448108 2256 45516 SH SOLE 0 0 45516 D PEPSICO COM 713448108 838 16900 SH SOLE 0 0 16900 D PEREGRINE SYSTEMS INC COM 71366Q101 28 1400 SH SOLE 1400 0 0 D PERFORMANCE FOOD GROUP COM 713755106 3666 71500 SH SOLE 71500 0 0 D PERKINELMER INC COM 714046109 5903 56220 SH SOLE 56220 0 0 D PERKINELMER INC COM 714046109 58 550 SH SOLE 550 0 0 D PERKINELMER INC COM 714046109 179 1700 SH SOLE 0 0 1700 D PETROLEUM HELICOPTER VTG COM 716604103 614 47300 SH SOLE 47300 0 0 D PETROLEUM HELICOPTER NON VTG COM 716604202 1181 94600 SH SOLE 94600 0 0 D PFIZER COM 717081103 83986 1825778 SH SOLE 1825778 0 0 D PFIZER COM 717081103 883 19200 SH SOLE 0 0 19200 D PFIZER COM 717081103 7183 156148 SH SOLE 0 0 156148 D PFIZER COM 717081103 21949 477155 SH SOLE 0 0 477155 D PFIZER COM 717081103 3822 83084 SH SOLE 0 0 83084 D PFIZER COM 717081103 1225 26625 SH SOLE 26625 0 0 D PFIZER COM 717081103 191 4159 SH SOLE 0 0 4159 D PHARMACIA CORPORATION COM 71713U102 147791 2422810 SH SOLE 2422810 0 0 D PHARMACIA CORPORATION COM 71713U102 1990 32625 SH SOLE 0 0 32625 D PHARMACIA CORPORATION COM 71713U102 166 2720 SH SOLE 0 0 2720 D PHARMACIA CORPORATION COM 71713U102 1696 27810 SH SOLE 0 0 27810 D PHARMACIA CORPORATION COM 71713U102 127 2076 SH SOLE 2076 0 0 D PHELPS DODGE COM 717265102 257 4600 SH SOLE 4600 0 0 D PHILADELPHIA SUBURBAN CP COM 718009608 31 1250 SH SOLE 1250 0 0 D PHILIP MORRIS COM 718154107 21167 481071 SH SOLE 481071 0 0 D PHILIP MORRIS COM 718154107 2134 48500 SH SOLE 0 0 48500 D PHILIP MORRIS COM 718154107 218 4950 SH SOLE 0 0 4950 D PHILIP MORRIS COM 718154107 101 2300 SH SOLE 2300 0 0 D PHILLIPS PETROLEUM COM 718507106 2719 47800 SH SOLE 47800 0 0 D PHOTOCHANNEL NETWORKS INC COM 719316101 9 20400 SH SOLE 20400 0 0 D PIER 1 IMPORTS COM 720279108 125 12100 SH SOLE 12100 0 0 D PINNACLE HLDGS INC COM 72346N101 1 100 SH SOLE 100 0 0 D PINNACLE WEST CAPITAL COM 723484101 676 14200 SH SOLE 14200 0 0 D PINNACLE WEST CAPITAL COM 723484101 57 1200 SH SOLE 0 0 1200 D PITNEY BOWES COM 724479100 53 1600 SH SOLE 0 0 1600 D PITNEY BOWES COM 724479100 1143 34500 SH SOLE 34500 0 0 D PITT DES MOINES COM 724508106 515 15800 SH SOLE 15800 0 0 D PIXAR INC COM 725811103 6 200 SH SOLE 200 0 0 D PLACER DOME INC COM 725906101 427 44400 SH SOLE 44400 0 0 D PLUM CREEK TIMBER CO COM 729251108 143 5500 SH SOLE 5500 0 0 D POLYCOM INC COM 73172K104 13 400 SH SOLE 400 0 0 D POPE & TALBOT INC COM 732827100 57 3400 SH SOLE 3400 0 0 D POPULAR INC COM 733174106 29 1100 SH SOLE 1100 0 0 D PORTAL SOFTWARE COM 736126103 5 700 SH SOLE 700 0 0 D POST PPTYS INC COM 737464107 15 400 SH SOLE 400 0 0 D POTLATCH CORP COM 737628107 8432 251230 SH SOLE 251230 0 0 D POTLATCH CORP COM 737628107 48 1440 SH SOLE 0 0 1440 D POTOMAC ELECTRIC COM 737679100 39 1575 SH SOLE 1575 0 0 D POTOMAC ELECTRIC COM 737679100 494 20000 SH SOLE 0 0 20000 D POWELL INDUSTRIES INC COM 739128106 329 25800 SH SOLE 25800 0 0 D POWER-ONE INC. COM 739308104 35 900 SH SOLE 900 0 0 D POWERWAVE TECHNOLOGIES INC COM 739363109 23 400 SH SOLE 400 0 0 D POWERTEL INC COM 73936C109 6 100 SH SOLE 100 0 0 D PRAXAIR INC COM 74005P104 257 5800 SH SOLE 5800 0 0 D PRECISION CASTPARTS COM 740189105 219 5200 SH SOLE 5200 0 0 D PRECISION DRILLING CORP COM 74022D100 8147 216900 SH SOLE 216900 0 0 D PRENTISS PPTYS TR COM 740706106 20496 760870 SH SOLE 760870 0 0 D PRENTISS PPTYS TR COM 740706106 24 900 SH SOLE 0 0 900 D T ROWE PRICE GROUP INC COM 74144T108 917 21700 SH SOLE 21700 0 0 D PRICELINE.COM INC COM 741503106 0 100 SH SOLE 100 0 0 D PRIME MED SVCS INC NEW COM 74156D108 42 8309 SH SOLE 0 0 8309 D PRIMEDIA INC COM 74157K101 5 400 SH SOLE 400 0 0 D PRIMESOURCE CORP COM 741593107 70 15500 SH SOLE 15500 0 0 D PRIMA ENERGY CORP COM 741901201 803 22950 SH SOLE 22950 0 0 D PRIDE INTL INC COM 741932107 10 400 SH SOLE 400 0 0 D PROCTER & GAMBLE COM 742718109 116416 1484175 SH SOLE 1484175 0 0 D PROCTER & GAMBLE COM 742718109 1315 16760 SH SOLE 0 0 16760 D PROCTER & GAMBLE COM 742718109 3332 42480 SH SOLE 0 0 42480 D PROCTER & GAMBLE COM 742718109 608 7750 SH SOLE 7750 0 0 D PROCTER & GAMBLE COM 742718109 5489 69973 SH SOLE 0 0 69973 D PROCTER & GAMBLE COM 742718109 225 2870 SH SOLE 0 0 2870 D PROCTER & GAMBLE COM 742718109 214 2724 SH SOLE 2724 0 0 D PROFESSIONALS GROUP INC COM 742954100 523 21730 SH SOLE 21730 0 0 D PROGRAMMING & SYS INC COM 743209108 0 4500 SH SOLE 4500 0 0 D PROGRESS ENERGY INC COM 743263105 256 5200 SH SOLE 0 0 5200 D PROGRESS ENERGY INC COM 743263105 308 6265 SH SOLE 0 0 6265 D PROGRESS ENERGY INC COM 743263105 1631 33151 SH SOLE 33151 0 0 D C P & L ENERGY INC - CVO COM 743263AA4 0 1000 SH SOLE 1000 0 0 D PROGRESSIVE CORP OHIO COM 743315103 964 9300 SH SOLE 9300 0 0 D PROLOGIS TR COM 743410102 18 800 SH SOLE 800 0 0 D PROPHET 21 INC COM 743459109 49 8900 SH SOLE 8900 0 0 D PROTECTIVE LIFE CORP COM 743674103 13 400 SH SOLE 400 0 0 D PROTEIN DESIGN LABS INC COM 74369L103 35 400 SH SOLE 400 0 0 D PROTON ENERGY SYS INC COM 74371K101 420 40000 SH SOLE 40000 0 0 D PROVIDENT FINL GROUP INC COM 743866105 64 1695 SH SOLE 1695 0 0 D PROVIDIAN FINANCIAL CORP COM 74406A102 506 8800 SH SOLE 8800 0 0 D PROVIDIAN FINANCIAL CORP COM 74406A102 2670 46428 SH SOLE 0 0 46428 D PROVIDIAN FINANCIAL CORP COM 74406A102 2806 48800 SH SOLE 48800 0 0 D PROVIDIAN FINANCIAL CORP COM 74406A102 173 3000 SH SOLE 0 0 3000 D PROXICOM INC COM 744282104 1 300 SH SOLE 300 0 0 D PUBLIC SERVICE ENTERPRISE GROU COM 744573106 1741 35800 SH SOLE 35800 0 0 D PUBLIC STORAGE INC COM 74460D109 15 600 SH SOLE 600 0 0 D PUERTO RICAN CEMENT CO COM 745075101 313 10600 SH SOLE 10600 0 0 D PUGET ENERGY INC COM 745310102 19 700 SH SOLE 700 0 0 D PULTE CORP COM 745867101 1342 31800 SH SOLE 31800 0 0 D PURINA MLS INC NEW COM 746276104 240 25126 SH SOLE 25126 0 0 D PUTNAM MASTER INCOME TRUST COM 74683K104 1 200 SH SOLE 0 0 200 D QLOGIC CORP COM 747277101 924 12000 SH SOLE 12000 0 0 D Q E P INC COM 74727K102 27 6625 SH SOLE 6625 0 0 D QUAKER FABRIC CORP COM 747399103 154 38400 SH SOLE 38400 0 0 D QUAKER OATS COM 747402105 545 5600 SH SOLE 0 0 5600 D QUAKER OATS COM 747402105 1782 18300 SH SOLE 18300 0 0 D QUALCOMM INC COM 747525103 8152 99183 SH SOLE 99183 0 0 D QUALCOMM INC COM 747525103 33 400 SH SOLE 0 0 400 D QUANEX CORP COM 747620102 40 2000 SH SOLE 2000 0 0 D QUANTA SVCS INC COM 74762E102 6 200 SH SOLE 200 0 0 D QUANTUM CORP-DLT & STORAGE COM 747906204 20 1500 SH SOLE 1500 0 0 D QUEST DIAGNOSTICS COM 74834L100 11 75 SH SOLE 0 0 75 D QUEST DIAGNOSTICS COM 74834L100 57 400 SH SOLE 400 0 0 D QUEST DIAGNOSTICS COM 74834L100 21 150 SH SOLE 0 0 150 D QUEST SOFTWARE INC COM 74834T103 6 200 SH SOLE 200 0 0 D QUESTAR CORP COM 748356102 24 800 SH SOLE 800 0 0 D QUINTILES TRANSNATIONAL COM 748767100 2 100 SH SOLE 100 0 0 D QUIPP INC COM 748802105 117 4600 SH SOLE 4600 0 0 D QUIXOTE CORP COM 749056107 3477 186700 SH SOLE 186700 0 0 D QWEST COMMUNICATIONS INTL INC COM 749121109 85 2073 SH SOLE 2073 0 0 D QWEST COMMUNICATIONS INTL INC COM 749121109 578 14139 SH SOLE 0 0 14139 D QWEST COMMUNICATIONS INTL INC COM 749121109 26071 637815 SH SOLE 637815 0 0 D QWEST COMMUNICATIONS INTL INC COM 749121109 29 709 SH SOLE 0 0 709 D QWEST COMMUNICATIONS INTL INC COM 749121109 2365 57854 SH SOLE 0 0 57854 D QWEST COMMUNICATIONS INTL INC COM 749121109 174 4262 SH SOLE 0 0 4262 D R & B FALCON CORP COM 74912E101 18 800 SH SOLE 800 0 0 D RCN CORP COM 749361101 1 100 SH SOLE 100 0 0 D RGC RESOURCES INC COM 74955L101 87 4500 SH SOLE 4500 0 0 D RGS ENERGY GROUP COM 74956K104 114 3500 SH SOLE 3500 0 0 D RPC INC COM 749660106 5094 351300 SH SOLE 351300 0 0 D RSA SECURITY INC COM 749719100 21 400 SH SOLE 400 0 0 D RWD TECHNOLOGIES, INC COM 74975B101 110 35900 SH SOLE 35900 0 0 D RADIAN GROUP INC COM 750236101 30 400 SH SOLE 400 0 0 D RADIO ONE INC CL A COM 75040P108 6 600 SH SOLE 600 0 0 D RADIOSHACK CORP COM 750438103 59861 1398200 SH SOLE 1398200 0 0 D RADIOSHACK CORP COM 750438103 283 6600 SH SOLE 0 0 6600 D RAMBUS INC COM 750917106 25 700 SH SOLE 700 0 0 D RALCORP HOLDINGS INC COM 751028101 304 18550 SH SOLE 18550 0 0 D RALCORP HOLDINGS INC COM 751028101 18 1100 SH SOLE 0 0 1100 D RALSTON-RALSTON PURINA GROUP COM 751277302 16 600 SH SOLE 0 0 600 D RALSTON-RALSTON PURINA GROUP COM 751277302 997 38150 SH SOLE 38150 0 0 D RALSTON-RALSTON PURINA GROUP COM 751277302 40 1536 SH SOLE 0 0 1536 D RALSTON-RALSTON PURINA GROUP COM 751277302 72 2745 SH SOLE 0 0 2745 D RATIONAL SOFTWARE CORP COM 75409P202 128 3300 SH SOLE 3300 0 0 D RAYOVAC CORP COM 755081106 13452 948110 SH SOLE 948110 0 0 D RAYOVAC CORP COM 755081106 8 570 SH SOLE 0 0 570 D RAYTHEON CO CL A COM 755111309 2 75 SH SOLE 0 0 75 D RAYTHEON CO CL A COM 755111309 2 63 SH SOLE 0 0 63 D RAYTHEON CO CLASS B COM 755111408 18174 585060 SH SOLE 585060 0 0 D RAYTHEON CO CLASS B COM 755111408 90 2900 SH SOLE 0 0 2900 D READERS DIGEST ASSN INC CLASS COM 755267101 31 800 SH SOLE 800 0 0 D READERS DIGEST ASSN INC CLASS COM 755267101 59 1500 SH SOLE 0 0 1500 D REALNETWORKS INC COM 75605L104 59 6800 SH SOLE 6800 0 0 D RED HAT INC COM 756577102 78 12400 SH SOLE 12400 0 0 D RED HAT INC COM 756577102 13 2000 SH SOLE 0 0 2000 D REDBACK NETWORKS COM 757209101 111 2700 SH SOLE 2700 0 0 D REEBOK INTERNATIONAL COM 758110100 282 10300 SH SOLE 10300 0 0 D REGIONS FINANCIAL CORP COM 758940100 453 16600 SH SOLE 16600 0 0 D REINSURANCE GROUP AMER INC COM 759351109 7 200 SH SOLE 200 0 0 D RELIANT ENERGY INC COM 75952J108 2967 68500 SH SOLE 68500 0 0 D RELIANT ENERGY INC COM 75952J108 43 1000 SH SOLE 1000 0 0 D RELIANT ENERGY INC COM 75952J108 26 600 SH SOLE 0 0 600 D RENT WAY INC COM 76009U104 4951 1115500 SH SOLE 1115500 0 0 D RENT-WAY INC COM 76009U104 1439 324248 SH SOLE 324248 0 0 D REPUBLIC BANCORP INC COM 760282103 42 3894 SH SOLE 3894 0 0 D REPUBLIC SVCS INC COM 760759100 24 1400 SH SOLE 1400 0 0 D RESTORATION HARDWARE INC DEL COM 760981100 31 33252 SH SOLE 33252 0 0 D RESORTQUEST INTL INC COM 761183102 110 18000 SH SOLE 18000 0 0 D RESPIRONICS INC COM 761230101 37141 1303200 SH SOLE 1303200 0 0 D REUTERS GROUP PLC SPONS ADR COM 76132M102 59 595 SH SOLE 595 0 0 D REUTERS GROUP PLC SPONS ADR COM 76132M102 128 1300 SH SOLE 0 0 1300 D REX STORES CORP COM 761624105 263 15800 SH SOLE 15800 0 0 D REYNOLDS & REYNOLDS CL A COM 761695105 12 600 SH SOLE 600 0 0 D REYNOLDS & REYNOLDS CL A COM 761695105 122 6000 SH SOLE 0 0 6000 D REYNOLDS & REYNOLDS CL A COM 761695105 41 2000 SH SOLE 0 0 2000 D REYNOLDS & REYNOLDS CL A COM 761695105 194 9600 SH SOLE 0 0 9600 D REYNOLDS R J TOB HLDGS INC COM 76182K105 54 1100 SH SOLE 1100 0 0 D RICHARDSON ELECTRS LTD COM 763165107 2661 193500 SH SOLE 193500 0 0 D RIGHTCHOICE MANAGED CARE COM 76657T102 28 800 SH SOLE 800 0 0 D ROADWAY EXPRESS INC COM 769742107 47 2200 SH SOLE 2200 0 0 D ROANOKE ELEC STEEL CORP COM 769841107 277 26700 SH SOLE 26700 0 0 D ROBBINS & MYERS INC COM 770196103 2656 110100 SH SOLE 110100 0 0 D ROBERT HALF INTL INC COM 770323103 983 37100 SH SOLE 37100 0 0 D ROBOTIC VISION SYS INC COM 771074101 4033 1466660 SH SOLE 1466660 0 0 D ROBOTIC VISION SYS INC COM 771074101 3 1000 SH SOLE 0 0 1000 D ROCKWELL INTERNATIONAL CORP COM 773903109 123749 2598400 SH SOLE 2598400 0 0 D ROCKWELL INTERNATIONAL CORP COM 773903109 70 1470 SH SOLE 0 0 1470 D ROCKWELL INTERNATIONAL CORP COM 773903109 295 6200 SH SOLE 0 0 6200 D ROCKY SHOES & BOOTS INC COM 774830103 39 10100 SH SOLE 10100 0 0 D ROHM & HAAS COM 775371107 12 331 SH SOLE 0 0 331 D ROHM & HAAS COM 775371107 18 497 SH SOLE 0 0 497 D ROHM & HAAS COM 775371107 980 27000 SH SOLE 0 0 27000 D ROHM & HAAS COM 775371107 822 22631 SH SOLE 22631 0 0 D ROHM & HAAS COM 775371107 5 147 SH SOLE 147 0 0 D ROPER INDUSTRIES INC/DE COM 776696106 49161 1486900 SH SOLE 1486900 0 0 D ROPER INDUSTRIES INC/DE COM 776696106 14 420 SH SOLE 0 0 420 D ROSS STORES INC COM 778296103 14 800 SH SOLE 800 0 0 D ROUSE CO. COM 779273101 18 700 SH SOLE 700 0 0 D ROWAN COS. INC. COM 779382100 346 12800 SH SOLE 12800 0 0 D ROYAL BANK OF SCOTLAND SP ADR B PREF 780097309 15300 600000 SH SOLE 0 0 X D ROYAL DUTCH PETE NY SHARES COM 780257805 48 800 SH SOLE 0 0 800 D ROYAL DUTCH PETE NY SHARES COM 780257805 7955 131357 SH SOLE 0 0 131357 D ROYAL DUTCH PETE NY SHARES COM 780257805 38104 629155 SH SOLE 629155 0 0 D ROYAL DUTCH PETE NY SHARES COM 780257805 3700 61100 SH SOLE 0 0 61100 D ROYAL DUTCH PETE NY SHARES COM 780257805 759 12536 SH SOLE 12536 0 0 D ROYAL DUTCH PETE NY SHARES COM 780257805 535 8835 SH SOLE 0 0 8835 D ROYAL DUTCH PETE NY SHARES COM 780257805 279 4600 SH SOLE 0 0 4600 D RUDOLPH TECHNOLOGIES INC COM 781270103 2593 85900 SH SOLE 85900 0 0 D RUSSELL CORP COM 782352108 66 4300 SH SOLE 4300 0 0 D RYDER SYSTEM COM 783549108 168 10100 SH SOLE 10100 0 0 D S & K FAMOUS BRANDS INC COM 783774102 76 11300 SH SOLE 11300 0 0 D S&P500 3/17/01 PUT 1300 COM 78378XXX0 39 1000 SH SOLE 0 0 1000 D SBC COMMUNICATIONS INC. COM 78387G103 133557 2797016 SH SOLE 2797016 0 0 D SBC COMMUNICATIONS INC. COM 78387G103 405 8484 SH SOLE 0 0 8484 D SBC COMMUNICATIONS INC. COM 78387G103 787 16473 SH SOLE 16473 0 0 D SBC COMMUNICATIONS INC. COM 78387G103 3900 81681 SH SOLE 0 0 81681 D SBC COMMUNICATIONS INC. COM 78387G103 15229 318932 SH SOLE 0 0 318932 D SBC COMMUNICATIONS INC. COM 78387G103 1069 22392 SH SOLE 0 0 22392 D SBC COMMUNICATIONS INC. COM 78387G103 21 440 SH SOLE 0 0 440 D SCI SYSTEMS INC COM 783890106 190 7200 SH SOLE 7200 0 0 D SCI SYSTEMS INC SUB NT CONV 783890AF3 8345 10500000 PR SOLE 0 0 X D SDL INC COM 784076101 296 2000 SH SOLE 0 0 2000 D SDL INC COM 784076101 3047 20560 SH SOLE 20560 0 0 D SEI INVESTMENTS CO COM 784117103 56 500 SH SOLE 500 0 0 D S J W CORP COM 784305104 490 4800 SH SOLE 4800 0 0 D SL GREEN RLTY CORP COM 78440X101 32836 1172700 SH SOLE 1172700 0 0 D S L INDUSTRIES INC COM 784413106 158 13800 SH SOLE 13800 0 0 D SPX CORP COM 784635104 22 200 SH SOLE 200 0 0 D S3 INCORPORATED COM 784849101 17 4000 SH SOLE 0 0 4000 D SABRE HLDGS CORP COM 785905100 146254 3391400 SH SOLE 3391400 0 0 D SABRE HLDGS CORP COM 785905100 9 200 SH SOLE 0 0 200 D SABRE HLDGS CORP COM 785905100 319 7400 SH SOLE 0 0 7400 D SAFECO COM 786429100 243 7400 SH SOLE 7400 0 0 D SAFEGUARD SCIENTIFICS COM 786449108 5 700 SH SOLE 700 0 0 D SAFEWAY INC COM 786514208 19434 310942 SH SOLE 310942 0 0 D SAFEWAY INC COM 786514208 8176 130814 SH SOLE 0 0 130814 D SAFEWAY INC COM 786514208 1228 19644 SH SOLE 0 0 19644 D SAGA COMMUNICATIONS INC -CL A COM 786598102 2889 194200 SH SOLE 194200 0 0 D ST JOE COMPANY COM 790148100 4 200 SH SOLE 200 0 0 D ST. JOSEPH LIGHT & POWER CO. COM 790654107 492 20100 SH SOLE 20100 0 0 D SAINT JUDE MEDICAL COM 790849103 338 5500 SH SOLE 5500 0 0 D ST PAUL COS. COM 792860108 65 1200 SH SOLE 0 0 1200 D ST PAUL COS. COM 792860108 1586 29200 SH SOLE 29200 0 0 D ST PAUL COS. COM 792860108 27 506 SH SOLE 0 0 506 D SAKS INCORPORATED COM 79377W108 12 1200 SH SOLE 1200 0 0 D SAMES CORP COM 79587E104 62 5727 SH SOLE 5727 0 0 D SANDERSON FARMS INC COM 800013104 222 29650 SH SOLE 29650 0 0 D SANDISK CORP COM 80004C101 11 400 SH SOLE 400 0 0 D SANMINA CORP COM 800907107 1555 20300 SH SOLE 20300 0 0 D SANMINA CORP SD CV ZERO 800907AC1 7673 20000000 PR SOLE 0 0 X D SAPIENT CORP COM 803062108 6 500 SH SOLE 500 0 0 D SARA LEE CORP COM 803111103 2965 120714 SH SOLE 120714 0 0 D SARA LEE CORP COM 803111103 15 600 SH SOLE 0 0 600 D SARA LEE CORP COM 803111103 64 2600 SH SOLE 0 0 2600 D SARA LEE CORP COM 803111103 172 7000 SH SOLE 0 0 7000 D SARA LEE CORP COM 803111103 10 400 SH SOLE 400 0 0 D SAWTEK INC COM 805468105 9 200 SH SOLE 200 0 0 D SCANA CORP COM 80589M103 24 800 SH SOLE 800 0 0 D SCHERING PLOUGH COM 806605101 638 11250 SH SOLE 0 0 11250 D SCHERING PLOUGH COM 806605101 135240 2383077 SH SOLE 2383077 0 0 D SCHERING PLOUGH COM 806605101 1179 20780 SH SOLE 20780 0 0 D SCHERING PLOUGH COM 806605101 528 9300 SH SOLE 0 0 9300 D SCHLUMBERGER LTD COM 806857108 10670 133478 SH SOLE 133478 0 0 D SCHLUMBERGER LTD COM 806857108 703 8800 SH SOLE 0 0 8800 D SCHLUMBERGER LTD COM 806857108 4949 61906 SH SOLE 0 0 61906 D SCHLUMBERGER LTD COM 806857108 195 2444 SH SOLE 2444 0 0 D SCHLUMBERGER LTD COM 806857108 355 4439 SH SOLE 0 0 4439 D SCHLUMBERGER LTD COM 806857108 491 6146 SH SOLE 6146 0 0 D SCHLUMBERGER LTD COM 806857108 6163 77102 SH SOLE 0 0 77102 D SCHULMAN COM 808194104 69 6000 SH SOLE 6000 0 0 D SCHWAB CHARLES CORP COM 808513105 5650 199114 SH SOLE 199114 0 0 D SCHWAB CHARLES CORP COM 808513105 430 15145 SH SOLE 0 0 15145 D SCHWEITZER-MAUDUIT INTL COM 808541106 33 1700 SH SOLE 1700 0 0 D SCHWEITZER-MAUDUIT INTL COM 808541106 2 100 SH SOLE 0 0 100 D SCIENT CORP COM 80864H109 1 300 SH SOLE 300 0 0 D SCIENTIFIC ATLANTA COM 808655104 866 26600 SH SOLE 26600 0 0 D SCOPE INDUSTRIES COM 809163108 120 2700 SH SOLE 2700 0 0 D SCOTT TECHNOLOGIES INC COM 810022301 12347 551800 SH SOLE 551800 0 0 D SCOTTISH PWR PLC-ADR COM 81013T705 26 843 SH SOLE 843 0 0 D SCRIPPS E W CO CL A COM 811054204 13 200 SH SOLE 200 0 0 D SEA CONTAINERS CL B COM 811371103 1275 59300 SH SOLE 59300 0 0 D SEA CONTAINERS LTD CL A COM 811371707 19575 900000 SH SOLE 900000 0 0 D SEALED AIR CORP COM 81211K100 40172 1317100 SH SOLE 1317100 0 0 D SEALED AIR CORP COM 81211K100 189 6200 SH SOLE 0 0 6200 D SEARS ROEBUCK & CO COM 812387108 14238 409727 SH SOLE 409727 0 0 D SEARS ROEBUCK & CO COM 812387108 64 1830 SH SOLE 0 0 1830 D SECURITY CAP US RLTY SP ADR 814136206 8405 371473 SH SOLE 0 0 X D SELAS CORP AMER COM 816119101 35 10000 SH SOLE 10000 0 0 D SEMTECH CORP COM 816850101 15 700 SH SOLE 700 0 0 D SEMTECH CORP SB NT CV 816850AB7 2757 3700000 PR SOLE 0 0 X D SEMPRA ENERGY COM 816851109 16401 705404 SH SOLE 705404 0 0 D SEMPRA ENERGY COM 816851109 77 3310 SH SOLE 0 0 3310 D SEMPRA ENERGY COM 816851109 12 500 SH SOLE 0 0 500 D SEMITOOL INC COM 816909105 213 22000 SH SOLE 22000 0 0 D SENSIENT TECHNOLOGIES CORP COM 81725T100 10 450 SH SOLE 450 0 0 D SENSIENT TECHNOLOGIES CORP COM 81725T100 51 2250 SH SOLE 2250 0 0 D SEPRACOR INC COM 817315104 8 100 SH SOLE 100 0 0 D SERVICEMASTER COMPANY COM 81760N109 248 21544 SH SOLE 21544 0 0 D SERVICEMASTER COMPANY COM 81760N109 605 52650 SH SOLE 0 0 52650 D SERVICEMASTER COMPANY COM 81760N109 23 2000 SH SOLE 0 0 2000 D 7-ELEVEN INC COM 817826209 1 100 SH SOLE 100 0 0 D SHAW INDUSTRIES INC COM 820286102 8 400 SH SOLE 400 0 0 D SHELL TRANSP/TRAD ADR COM 822703609 15 300 SH SOLE 0 0 300 D SHERWIN WILLIAMS CO COM 824348106 618 23500 SH SOLE 23500 0 0 D SHUFFLE MASTER INC COM 825549108 4532 285450 SH SOLE 285450 0 0 D SIEBEL SYSTEMS INC COM 826170102 5911 87415 SH SOLE 87415 0 0 D SIFCO INDUSTRIES COM 826546103 52 11000 SH SOLE 11000 0 0 D SIGMA-ALDRICH COM 826552101 456 11600 SH SOLE 0 0 11600 D SIGMA-ALDRICH COM 826552101 218 5540 SH SOLE 5540 0 0 D SIGMA-ALDRICH COM 826552101 51 1300 SH SOLE 0 0 1300 D SIGMA-ALDRICH COM 826552101 173 4400 SH SOLE 0 0 4400 D SIGNAL TECHNOLOGY CORP COM 826675100 2327 232700 SH SOLE 232700 0 0 D SILICON STORAGE TECHNOLOGY I COM 827057100 8 700 SH SOLE 700 0 0 D SIMON PROPERTY GROUP COM 828806109 24 1000 SH SOLE 1000 0 0 D SIPEX CORP COM 829909100 24 1000 SH SOLE 1000 0 0 D SIZELER PROPERTIES INVESTORS COM 830137105 133 19100 SH SOLE 19100 0 0 D SKY FINL GROUP INC COM 83080P103 1271 75871 SH SOLE 0 0 75871 D SKY FINL GROUP INC COM 83080P103 456 27204 SH SOLE 0 0 27204 D SKYWEST INC COM 830879102 7834 272500 SH SOLE 272500 0 0 D SMITH INTERNATIONAL COM 832110100 37 500 SH SOLE 500 0 0 D SMURFIT-STONE CONTAINER CORP COM 832727101 7 500 SH SOLE 500 0 0 D SNAP-ON INC COM 833034101 141 5050 SH SOLE 0 0 5050 D SNAP-ON INC COM 833034101 1557 55840 SH SOLE 55840 0 0 D SOLECTRON CORP COM 834182107 13530 399109 SH SOLE 399109 0 0 D SOLECTRON CORP COM 834182107 3914 115470 SH SOLE 0 0 115470 D SOLECTRON CORP COM 834182107 15 450 SH SOLE 450 0 0 D SOLECTRON CORP COM 834182107 146 4300 SH SOLE 0 0 4300 D SOLECTRON CORP COM 834182107 9289 274000 SH SOLE 0 0 274000 D SOLECTRON CORP COM 834182107 71 2100 SH SOLE 2100 0 0 D SOLECTRON CORP COM 834182107 94 2760 SH SOLE 0 0 2760 D SOLECTRON CORP COM 834182107 12 350 SH SOLE 0 0 350 D SOLECTRON SR LYON ZERO 834182AK3 16202 28765000 PR SOLE 0 0 X D SOLUTIA INC COM 834376105 10 800 SH SOLE 800 0 0 D SOLUTIA INC COM 834376105 6 504 SH SOLE 0 0 504 D SONOCO PRODUCTS COM 835495102 19 900 SH SOLE 900 0 0 D SONOCO PRODUCTS COM 835495102 57 2656 SH SOLE 0 0 2656 D SONY CORP COM 835699307 160 2300 SH SOLE 2300 0 0 D SOTHEBYS HOLDINGS CL A COM 835898107 23 1000 SH SOLE 0 0 1000 D SONUS NETWORKS INC COM 835916107 3 100 SH SOLE 100 0 0 D SOUTH JERSEY INDUSTRIES COM 838518108 512 17200 SH SOLE 17200 0 0 D SOUTHERN CO. COM 842587107 2924 87935 SH SOLE 87935 0 0 D SOUTHERN CO. COM 842587107 21 620 SH SOLE 0 0 620 D SOUTHTRUST CORP COM 844730101 1027 25250 SH SOLE 25250 0 0 D SOUTHWEST AIRLINES COM 844741108 3524 105100 SH SOLE 105100 0 0 D SOUTHWEST WATER CO COM 845331107 3060 205739 SH SOLE 205739 0 0 D SOVEREIGN BANCORP COM 845905108 15 1800 SH SOLE 1800 0 0 D SPARTAN STORES INC COM 846822104 194 32400 SH SOLE 32400 0 0 D SPARTECH CORP COM 847220209 9362 455300 SH SOLE 455300 0 0 D SPECTRASITE HLDGS INC COM 84760T100 3 200 SH SOLE 200 0 0 D SPECTRUM CONTROL INC COM 847615101 1638 162800 SH SOLE 162800 0 0 D SPIEKER PPTYS INC COM 848497103 35 700 SH SOLE 700 0 0 D SPORT CHALET INC COM 849163100 63 12000 SH SOLE 12000 0 0 D SPRINGS INDUSTRIES COM 851783100 114 3500 SH SOLE 3500 0 0 D SPRINT CORP (FON GROUP) COM 852061100 2374 116878 SH SOLE 116878 0 0 D SPRINT CORP (FON GROUP) COM 852061100 4 200 SH SOLE 0 0 200 D SPRINT CORP (FON GROUP) COM 852061100 122 6000 SH SOLE 0 0 6000 D SPRINT CORP COM 852061506 31 1538 SH SOLE 1538 0 0 D SPRINT CORP COM 852061506 2 100 SH SOLE 0 0 100 D SPRINT CORP COM 852061506 61 3000 SH SOLE 0 0 3000 D STANCORP FINL GROUP INC COM 852891100 76 1600 SH SOLE 1600 0 0 D STANLEY WORKS COM 854616109 19 600 SH SOLE 600 0 0 D STANLEY WORKS COM 854616109 253 8100 SH SOLE 8100 0 0 D STANLEY WORKS COM 854616109 51 1650 SH SOLE 0 0 1650 D STAPLES INC COM 855030102 69 5800 SH SOLE 5800 0 0 D STARBUCKS CORP COM 855244109 1208 27300 SH SOLE 27300 0 0 D STARWOOD HOTELS/RESORTS WORLD COM 85590A204 1396 39600 SH SOLE 39600 0 0 D STATE STREET CORP COM 857477102 3043 24500 SH SOLE 24500 0 0 D STATE STREET CORP COM 857477102 62 500 SH SOLE 0 0 500 D STATE STREET CORP COM 857477102 460 3700 SH SOLE 0 0 3700 D STATE STREET CORP COM 857477102 19 150 SH SOLE 0 0 150 D STEELCASE INC CL A COM 858155203 10 700 SH SOLE 700 0 0 D STEIN MART INC COM 858375108 18607 1600600 SH SOLE 1600600 0 0 D STEINWAY MUSICAL INSTRS INC COM 858495104 22 1200 SH SOLE 1200 0 0 D STERLING BANCORP COM 859158107 3366 153880 SH SOLE 153880 0 0 D STERLING FINL CORP/SPOKANE COM 859319105 1959 161590 SH SOLE 161590 0 0 D STEWART INFORMATION SVCS COM 860372101 19439 876100 SH SOLE 876100 0 0 D STILWELL FINANCIAL INC COM 860831106 1175 29800 SH SOLE 29800 0 0 D STONE ENERGY CORP COM 861642106 14007 217000 SH SOLE 217000 0 0 D STORA ENSO CORP SPON ADR REP R COM 86210M106 276 23515 SH SOLE 0 0 23515 D STORAGENETWORKS INC COM 86211E103 161 6500 SH SOLE 0 0 6500 D STORAGENETWORKS INC COM 86211E103 5 200 SH SOLE 200 0 0 D STORAGENETWORKS INC COM 86211E103 7 300 SH SOLE 0 0 300 D STORAGENETWORKS INC COM 86211E103 276 11130 SH SOLE 11130 0 0 D STORAGENETWORKS INC COM 86211E103 2 100 SH SOLE 100 0 0 D STRIDE RITE COM 863314100 12917 1845301 SH SOLE 1845301 0 0 D STRYKER CORP COM 863667101 298 5900 SH SOLE 5900 0 0 D STUDENT LOAN CORP COM 863902102 23117 424650 SH SOLE 424650 0 0 D STUDENT LOAN CORP COM 863902102 72 1330 SH SOLE 0 0 1330 D STURM RUGER COM 864159108 8677 919400 SH SOLE 919400 0 0 D SUMMA INDS COM 86562T105 86 10300 SH SOLE 10300 0 0 D SUMMIT BANCORP COM 866005101 970 25400 SH SOLE 25400 0 0 D SUN MICROSYSTEMS COM 866810104 28731 1030710 SH SOLE 1030710 0 0 D SUN MICROSYSTEMS COM 866810104 272 9770 SH SOLE 0 0 9770 D SUN MICROSYSTEMS COM 866810104 3 100 SH SOLE 0 0 100 D SUN MICROSYSTEMS COM 866810104 3 100 SH SOLE 100 0 0 D SUN MICROSYSTEMS COM 866810104 45 1600 SH SOLE 0 0 1600 D SUN HYDRAULICS CORP COM 866942105 80 12000 SH SOLE 12000 0 0 D SUNGARD DATA SYSTEMS COM 867363103 71 1500 SH SOLE 1500 0 0 D SUNGLASS HUT INTL INC SB NT CV 144A 86736FAA4 2484 3280000 PR SOLE 0 0 X D SUNOCO INC COM 86764P107 418 12400 SH SOLE 12400 0 0 D SUNSTATES CORP PFD COM 86787R306 0 9 SH SOLE 9 0 0 D SUNTRUST BANKS COM 867914103 2530 40164 SH SOLE 40164 0 0 D SUNTRUST BANKS COM 867914103 63 1000 SH SOLE 0 0 1000 D SUPERIOR ENERGY SVCS INC COM 868157108 32 2800 SH SOLE 2800 0 0 D SUPERVALU INC COM 868536103 69 5000 SH SOLE 5000 0 0 D SUPREME INDUSTRIES CLASS A COM 868607102 69 24639 SH SOLE 24639 0 0 D SUPREME INDUSTRIES INC COM CL A 868607102 644 254422 SH SOLE 254422 0 0 D SWIFT TRANSPORTATION CO INC COM 870756103 65 3300 SH SOLE 3300 0 0 D SWISS ARMY BRANDS COM 870827102 733 122200 SH SOLE 122200 0 0 D SWISS ARMY BRANDS COM 870827102 1080 180000 SH SOLE 180000 0 0 D SYBASE INC COM 871130100 16 800 SH SOLE 800 0 0 D SYCAMORE NETWORKS INC COM 871206108 2 60 SH SOLE 0 0 60 D SYCAMORE NETWORKS INC COM 871206108 1796 48220 SH SOLE 48220 0 0 D SYMANTEC CORP COM 871503108 51811 1552395 SH SOLE 1552395 0 0 D SYMANTEC CORP COM 871503108 13 400 SH SOLE 0 0 400 D SYMANTEC CORP COM 871503108 47 1400 SH SOLE 0 0 1400 D SYMANTEC CORP COM 871503108 160 4800 SH SOLE 0 0 4800 D SYMBOL TECHNOLOGIES COM 871508107 14 400 SH SOLE 400 0 0 D SYMMETRICOM INC COM 871543104 393 40350 SH SOLE 40350 0 0 D SYNAVANT INC COM 87157A105 1 140 SH SOLE 0 0 140 D SYNAVANT INC COM 87157A105 0 10 SH SOLE 10 0 0 D SYNOPSYS INC COM 871607107 24 500 SH SOLE 500 0 0 D SYNGENTA AG ADR COM 87160A100 1 94 SH SOLE 0 0 94 D SYNGENTA AG ADR COM 87160A100 1 86 SH SOLE 86 0 0 D SYNOVUS FINANCIAL CORP COM 87161C105 1056 39200 SH SOLE 39200 0 0 D SYSCO CORP COM 871829107 60 2000 SH SOLE 0 0 2000 D SYSCO CORP COM 871829107 3405 113500 SH SOLE 113500 0 0 D TCF FINANCIAL CORP COM 872275102 31 700 SH SOLE 700 0 0 D TCF FINANCIAL CORP COM 872275102 535 12000 SH SOLE 0 0 12000 D TD WATERHOUSE GRP INC COM 872362108 5 400 SH SOLE 400 0 0 D TECO ENERGY COM 872375100 63199 1952090 SH SOLE 1952090 0 0 D TECO ENERGY COM 872375100 188 5800 SH SOLE 0 0 5800 D TECO ENERGY COM 872375100 42 1300 SH SOLE 0 0 1300 D TECO ENERGY COM 872375100 16 500 SH SOLE 500 0 0 D TECO ENERGY COM 872375100 282 8700 SH SOLE 0 0 8700 D TJX COMPANIES INC COM 872540109 1168 42100 SH SOLE 42100 0 0 D TRW COM 872649108 707 18252 SH SOLE 18252 0 0 D TRW COM 872649108 58 1500 SH SOLE 0 0 1500 D T S R INC COM 872885108 568 154000 SH SOLE 154000 0 0 D TMP WORLDWIDE INC COM 872941109 28 500 SH SOLE 500 0 0 D TXU CORPORATION COM 873168108 35 800 SH SOLE 0 0 800 D TXU CORPORATION COM 873168108 18 400 SH SOLE 0 0 400 D TXU CORPORATION COM 873168108 1635 36900 SH SOLE 36900 0 0 D TXU CORPORATION COM 873168108 93 2100 SH SOLE 0 0 2100 D TAIWAN SEMICONDUCTOR SP ADR COM 874039100 4 260 SH SOLE 0 0 260 D TAIWAN SEMICONDUCTOR SP ADR COM 874039100 7 390 SH SOLE 390 0 0 D TALBOTS INC COM 874161102 14 300 SH SOLE 300 0 0 D TARGET CORP COM 87612E106 5334 165392 SH SOLE 165392 0 0 D TARGET CORP COM 87612E106 130 4036 SH SOLE 0 0 4036 D TARGET CORP COM 87612E106 323 10000 SH SOLE 0 0 10000 D TARGET CORP COM 87612E106 135 4200 SH SOLE 4200 0 0 D TARRANT APPAREL GROUP COM 876289109 140 38600 SH SOLE 38600 0 0 D TECH DATA CORP COM 878237106 16 600 SH SOLE 600 0 0 D TECHNE CORP COM 878377100 224 6200 SH SOLE 6200 0 0 D TECUMSEH PRODUCTS CL B COM 878895101 1 30 SH SOLE 0 0 30 D TECUMSEH PRODUCTS CL A COM 878895200 4 90 SH SOLE 0 0 90 D TEKELEC COM 879101103 12 400 SH SOLE 400 0 0 D TEKTRONIX COM 879131100 435 12900 SH SOLE 12900 0 0 D TEKTRONIX COM 879131100 67 2000 SH SOLE 0 0 2000 D TELEBRAS-SPONSORED ADR COM 879287100 0 100 SH SOLE 100 0 0 D TELECOMUNICACOES BRASILEIRAS COM 87928R106 31 400 SH SOLE 400 0 0 D TELECORP PCS INC CL A COM 879300101 2 100 SH SOLE 100 0 0 D TELEFLEX INC COM 879369106 12523 283400 SH SOLE 283400 0 0 D TELEPHONE & DATA SYS INC COM 879433100 45 500 SH SOLE 500 0 0 D TELLABS INC COM 879664100 1441 25500 SH SOLE 25500 0 0 D TEMPLE INLAND INC COM 879868107 386 7200 SH SOLE 7200 0 0 D TELETECH HOLDINGS INC COM 879939106 4 200 SH SOLE 200 0 0 D TENET HEALTHCARE CORP COM 88033G100 25092 564650 SH SOLE 564650 0 0 D TENET HEALTHCARE CORP COM 88033G100 116 2620 SH SOLE 0 0 2620 D TENNANT CO COM 880345103 8736 182000 SH SOLE 182000 0 0 D TERADYNE INC COM 880770102 659 17700 SH SOLE 17700 0 0 D TERAYON COMMUNICATION SYSTEMS COM 880775101 1 300 SH SOLE 300 0 0 D TERAYON COMMUNICATION SYS SB NT CV 144A 880775AA9 660 3500000 PR SOLE 0 0 X D TEREX CORP COM 880779103 796 49200 SH SOLE 49200 0 0 D TETRA TECHNOLOGIES INC COM 88162F105 2350 151600 SH SOLE 151600 0 0 D TEXACO COM 881694103 162 2600 SH SOLE 0 0 2600 D TEXACO COM 881694103 6135 98750 SH SOLE 98750 0 0 D TEXACO COM 881694103 34 540 SH SOLE 0 0 540 D TEXACO COM 881694103 25 400 SH SOLE 0 0 400 D TEXACO COM 881694103 19 300 SH SOLE 300 0 0 D TEXAS INSTRUMENTS COM 882508104 53956 1138910 SH SOLE 1138910 0 0 D TEXAS INSTRUMENTS COM 882508104 322 6800 SH SOLE 0 0 6800 D TEXAS INSTRUMENTS COM 882508104 82 1730 SH SOLE 0 0 1730 D TEXAS INSTRUMENTS COM 882508104 1857 39200 SH SOLE 0 0 39200 D TEXAS INSTRUMENTS COM 882508104 57 1200 SH SOLE 0 0 1200 D TEXTRON COM 883203101 1223 26300 SH SOLE 26300 0 0 D THERMO ELECTRON CORP COM 883556102 779 26185 SH SOLE 26185 0 0 D THOMAS & BETTS COM 884315102 3 200 SH SOLE 200 0 0 D 3 COM CORP COM 885535104 27 3200 SH SOLE 3200 0 0 D 3 COM CORP COM 885535104 3 300 SH SOLE 0 0 300 D TIBCO SOFTWARE INC COM 88632Q103 91 1900 SH SOLE 1900 0 0 D TICKETMASTER ONLINE-CITYSEAR COM 88633P203 1 100 SH SOLE 100 0 0 D TIDEWATER INC COM 886423102 22 500 SH SOLE 500 0 0 D TIFFANY & CO COM 886547108 718 22700 SH SOLE 22700 0 0 D TIME WARNER INC COM 887315109 9628 184300 SH SOLE 184300 0 0 D TIME WARNER TELECOM INC CL A COM 887319101 38 600 SH SOLE 600 0 0 D TIMKEN COM 887389104 126 8300 SH SOLE 8300 0 0 D TITAN CORP COM 888266103 14692 904100 SH SOLE 904100 0 0 D TITAN CORPORATION COM 888266103 5525 339990 SH SOLE 339990 0 0 D TOO INC COM 890333107 7 528 SH SOLE 528 0 0 D TOO INC COM 890333107 2 198 SH SOLE 0 0 198 D TOOTSIE ROLL INDUSTRIES COM 890516107 15362 333500 SH SOLE 333500 0 0 D TOOTSIE ROLL INDUSTRIES COM 890516107 60 1300 SH SOLE 0 0 1300 D TORCHMARK COM 891027104 673 17500 SH SOLE 17500 0 0 D TOSCO CORP COM 891490302 27575 812500 SH SOLE 812500 0 0 D TOSCO CORP COM 891490302 126 3700 SH SOLE 0 0 3700 D TOTAL FINA ELF S A COM 89151E109 2749 37819 SH SOLE 0 0 37819 D TOTAL FINA ELF S A COM 89151E109 65 900 SH SOLE 900 0 0 D TOTAL FINA ELF S A COM 89151E109 36 500 SH SOLE 0 0 500 D TOWER AUTOMOTIVE INC SB NT CV 891707AE1 2115 3030000 PR SOLE 0 0 X D TOTAL SYS SVCS INC COM 891906109 7 300 SH SOLE 300 0 0 D TOWNE BANK COM 89213P100 5 250 SH SOLE 250 0 0 D TOYS R US INC COM 892335100 384 23000 SH SOLE 23000 0 0 D TRANSATLANTIC HLDGS COM 893521104 21 200 SH SOLE 200 0 0 D TRANSMETA CORP COM 89376R109 24 1000 SH SOLE 0 0 1000 D TRANSPORT CORP OF AMER INC COM 89385P102 88 20200 SH SOLE 20200 0 0 D TRANSMONTAIGNE INC COM 893934109 3928 1558118 SH SOLE 1558118 0 0 D TRAVELOCITY.COM INC COM 893953109 6 500 SH SOLE 0 0 500 D TRANSWITCH CORP COM 894065101 31 800 SH SOLE 800 0 0 D TRANSWITCH CORP NT CV 144A 894065AA9 1795 2000000 PR SOLE 0 0 X D TRI-CONTINENTAL CORP COM 895436103 17 822 SH SOLE 822 0 0 D TRICON GLOBAL RESTAURANTS COM 895953107 3 80 SH SOLE 0 0 80 D TRICON GLOBAL RESTAURANTS COM 895953107 1817 55074 SH SOLE 0 0 55074 D TRICON GLOBAL RESTAURANTS COM 895953107 55 1680 SH SOLE 1680 0 0 D TRICON GLOBAL RESTAURANTS COM 895953107 20 600 SH SOLE 0 0 600 D TRICON GLOBAL RESTAURANTS COM 895953107 2 50 SH SOLE 50 0 0 D TRIBUNE CO COM 896047107 612 14480 SH SOLE 14480 0 0 D TRIGON HEALTHCARE COM 89618L100 31 400 SH SOLE 400 0 0 D TRIQUINT SEMICONDUCTOR INC COM 89674K103 26 600 SH SOLE 600 0 0 D TRIQUINT SEMICONDUCTOR INC SB NT CV 144A 89674KAA1 7404 8000000 PR SOLE 0 0 X D TRITON PCS HOLDINGS INC CL A COM 89677M106 7 200 SH SOLE 200 0 0 D TRIPLE S PLASTICS INC COM 896926102 208 9200 SH SOLE 9200 0 0 D TRUE NORTH COMM COM 897844106 65895 1550470 SH SOLE 1550470 0 0 D TRUE NORTH COMM COM 897844106 53 1250 SH SOLE 0 0 1250 D TRUSTCO BK CORP N Y COM 898349105 38 3105 SH SOLE 3105 0 0 D TUPPERWARE CORP COM 899896104 681 33300 SH SOLE 33300 0 0 D TUSCARORA INC COM 900902107 232 17500 SH SOLE 17500 0 0 D II VI INC COM 902104108 2378 156600 SH SOLE 156600 0 0 D TYCO INTERNATIONAL LTD COM 902124104 21838 393471 SH SOLE 393471 0 0 D TYCO INTERNATIONAL LTD COM 902124104 25 450 SH SOLE 0 0 450 D TYCO INTERNATIONAL LTD COM 902124104 6279 113142 SH SOLE 0 0 113142 D TYCO INTERNATIONAL LTD COM 902124104 22 400 SH SOLE 400 0 0 D TYCO INTERNATIONAL LTD COM 902124104 312 5630 SH SOLE 0 0 5630 D TYCO INTERNATIONAL LTD COM 902124104 103 1860 SH SOLE 1860 0 0 D TYCO INTERNATIONAL LTD COM 902124104 2226 40106 SH SOLE 0 0 40106 D TYCO INTERNATIONAL LTD COM 902124104 62 1110 SH SOLE 0 0 1110 D TYSON FOODS CL A COM 902494103 6 500 SH SOLE 500 0 0 D UAL CORP (NEW) COM 902549500 12 300 SH SOLE 300 0 0 D UCAR INTERNATIONAL COM 90262K109 634 65000 SH SOLE 65000 0 0 D UCBH HOLDINGS INC COM 90262T308 14542 311900 SH SOLE 311900 0 0 D USX - MARATHON GROUP COM 902905827 6858 247150 SH SOLE 247150 0 0 D USX - MARATHON GROUP COM 902905827 9 320 SH SOLE 0 0 320 D UST INC COM 902911106 668 23800 SH SOLE 23800 0 0 D USA TRUCK INC COM 902925106 94 17000 SH SOLE 17000 0 0 D U S BANCORP COM 902973106 3247 111238 SH SOLE 111238 0 0 D U S BANCORP COM 902973106 168 5758 SH SOLE 5758 0 0 D USA NETWORKS INC COM 902984103 227 11700 SH SOLE 11700 0 0 D URS CORP COM 903236107 377 25700 SH SOLE 25700 0 0 D USG CORP COM 903293405 9 400 SH SOLE 400 0 0 D USX - U S STEEL GROUP COM 90337T101 8195 455250 SH SOLE 455250 0 0 D USX - U S STEEL GROUP COM 90337T101 35 1970 SH SOLE 0 0 1970 D UTI ENERGY CORP COM 903387108 49 1500 SH SOLE 1500 0 0 D ULTIMATE ELECTRS INC COM 903849107 623 28400 SH SOLE 28400 0 0 D USA EDUCATION INC COM 90390U102 21710 319260 SH SOLE 319260 0 0 D USA EDUCATION INC COM 90390U102 138 2030 SH SOLE 0 0 2030 D ULTRAMAR DIAMOND SHAMROCK CO COM 904000106 34 1100 SH SOLE 1100 0 0 D UNIFI INC COM 904677101 1356 151760 SH SOLE 151760 0 0 D UNILEVER NV COM 904784701 512 8142 SH SOLE 0 0 8142 D UNILEVER NV COM 904784701 4454 70771 SH SOLE 70771 0 0 D UNION CARBIDE COM 905581104 97 1800 SH SOLE 0 0 1800 D UNION CARBIDE COM 905581104 1012 18800 SH SOLE 18800 0 0 D UNION PACIFIC CORP COM 907818108 109 2154 SH SOLE 0 0 2154 D UNION PACIFIC CORP COM 907818108 5116 100800 SH SOLE 100800 0 0 D UNION PACIFIC CORP COM 907818108 19 380 SH SOLE 0 0 380 D UNION PLANTERS CORP COM 908068109 701 19600 SH SOLE 19600 0 0 D UNIONBANCAL CORP COM 908906100 7 300 SH SOLE 300 0 0 D UNISYS COM 909214108 23 1600 SH SOLE 1600 0 0 D UNITED NATURAL FOODS INC COM 911163103 5712 324100 SH SOLE 324100 0 0 D UNITED PARCEL SERVICE CLASS B COM 911312106 24 400 SH SOLE 400 0 0 D US CELLULAR CORP COM 911684108 12 200 SH SOLE 200 0 0 D U S AIR GROUP INC. COM 911905107 20 500 SH SOLE 500 0 0 D UNITED STATES LIME & MINERAL COM 911922102 39 7700 SH SOLE 7700 0 0 D U S INDUSTRIES INC COM 912080108 1 150 SH SOLE 0 0 150 D UNITED STATIONERS INC COM 913004107 45 1800 SH SOLE 1800 0 0 D UNITED TECHNOLOGIES CORP COM 913017109 8889 113060 SH SOLE 113060 0 0 D UNITED TECHNOLOGIES CORP COM 913017109 1258 16000 SH SOLE 0 0 16000 D UNITED TECHNOLOGIES CORP COM 913017109 3184 40500 SH SOLE 0 0 40500 D UNITED TECHNOLOGIES CORP COM 913017109 63 800 SH SOLE 0 0 800 D UNITED TECHNOLOGIES CORP COM 913017109 126 1600 SH SOLE 0 0 1600 D UNITED TECHNOLOGIES CORP COM 913017109 190 2420 SH SOLE 2420 0 0 D UNITEDGLOBALCOM CL A COM 913247508 1 100 SH SOLE 100 0 0 D UNITEDHEALTH GROUP COM 91324P102 26661 434400 SH SOLE 434400 0 0 D UNITEDHEALTH GROUP COM 91324P102 114 1860 SH SOLE 0 0 1860 D UNITIL CORP COM 913259107 1303 49176 SH SOLE 49176 0 0 D UNITRIN INC COM 913275103 12 300 SH SOLE 300 0 0 D UNITRIN INC COM 913275103 126 3090 SH SOLE 0 0 3090 D UNIVERSAL CORP (VA) COM 913456109 141 4016 SH SOLE 0 0 4016 D UNIVERSAL HEALTH SVCS -CL B COM 913903100 34 300 SH SOLE 300 0 0 D UNIVISION COMMUNICATIONS INC COM 914906102 74 1800 SH SOLE 1800 0 0 D UNOCAL CORP. COM 915289102 1285 33219 SH SOLE 33219 0 0 D UNUMPROVIDENT CORP COM 91529Y106 1209 44968 SH SOLE 0 0 44968 D UNUMPROVIDENT CORP COM 91529Y106 400 14900 SH SOLE 14900 0 0 D UTILICORP UNITED INC COM 918005109 31 1000 SH SOLE 1000 0 0 D V F CORP COM 918204108 598 16500 SH SOLE 16500 0 0 D V S E CORP COM 918284100 18 3350 SH SOLE 3350 0 0 D VALASSIS COMMUNICATIONS COM 918866104 9 300 SH SOLE 300 0 0 D VALERO ENERGY COM 91913Y107 25363 682020 SH SOLE 682020 0 0 D VALERO ENERGY COM 91913Y107 119 3200 SH SOLE 0 0 3200 D VALLEY NATL BANCORP COM 919794107 13 400 SH SOLE 400 0 0 D VARCO INTL INC DEL COM 922122106 11 500 SH SOLE 500 0 0 D VARIAN MEDICAL SYSTEMS INC COM 92220P105 75 1100 SH SOLE 1100 0 0 D VERITAS SOFTWARE CORP COM 923436109 10646 121664 SH SOLE 121664 0 0 D VERITAS SOFTWARE CORP COM 923436109 47 535 SH SOLE 0 0 535 D VERITAS SOFTWARE CORP COM 923436109 4 44 SH SOLE 44 0 0 D VERITAS SOFTWARE CORP COM 923436109 8 89 SH SOLE 0 0 89 D VERISIGN, INC COM 92343E102 119 1607 SH SOLE 1607 0 0 D VERIZON COMMUNICATIONS COM 92343V104 72487 1446125 SH SOLE 1446125 0 0 D VERIZON COMMUNICATIONS COM 92343V104 80 1600 SH SOLE 0 0 1600 D VERIZON COMMUNICATIONS COM 92343V104 226 4502 SH SOLE 4502 0 0 D VERIZON COMMUNICATIONS COM 92343V104 1575 31419 SH SOLE 0 0 31419 D VERIZON COMMUNICATIONS COM 92343V104 5458 108881 SH SOLE 0 0 108881 D VERIZON COMMUNICATIONS COM 92343V104 520 10366 SH SOLE 0 0 10366 D VERIZON COMMUNICATIONS COM 92343V104 31 614 SH SOLE 0 0 614 D VERTEX PHARMACEUTICALS INC COM 92532F100 36 500 SH SOLE 500 0 0 D VERTICALNET INC COM 92532L107 3 500 SH SOLE 500 0 0 D VIACOM INC CL A COM 925524100 38 800 SH SOLE 0 0 800 D VIACOM INC CL B COM 925524308 1374 29399 SH SOLE 29399 0 0 D VIACOM INC CL B COM 925524308 41 868 SH SOLE 0 0 868 D VIACOM INC CL B COM 925524308 37 800 SH SOLE 0 0 800 D VIAD CORP COM 92552R109 23 1000 SH SOLE 1000 0 0 D VIDEO DISPLAY CORP COM 926555103 54 7300 SH SOLE 7300 0 0 D VIGNETTE CORPORATION COM 926734104 29 1600 SH SOLE 1600 0 0 D VINTAGE PETROLEUM INC COM 927460105 105 4900 SH SOLE 4900 0 0 D VIRATA CORPORATION COM 927646109 2 200 SH SOLE 200 0 0 D VIROPHARMA INC SB NT CV 144A 928241AA6 2103 7000000 PR SOLE 0 0 X D VISHAY INTERTECHNOLOGY COM 928298108 20 1350 SH SOLE 1350 0 0 D VISTEON CORP COM 92839U107 180 15669 SH SOLE 15669 0 0 D VITESSE SEMICONDUCTOR CORP COM 928497106 8120 146802 SH SOLE 146802 0 0 D VITESSE SEMICONDUCTOR SB DB CV 144A 928497AA4 7190 9000000 PR SOLE 0 0 X D VITRIA TECHNOLOGY COM 92849Q104 4 500 SH SOLE 500 0 0 D VIVENDI UNIVERSAL-SP ADR COM 92851S204 125 1920 SH SOLE 1920 0 0 D VODAFONE GROUP PLC ADR COM 92857W100 161 4500 SH SOLE 0 0 4500 D VODAFONE GROUP PLC ADR COM 92857W100 1083 30245 SH SOLE 30245 0 0 D VODAFONE GROUP PLC ADR COM 92857W100 4059 113350 SH SOLE 0 0 113350 D VODAFONE GROUP PLC ADR COM 92857W100 6477 180850 SH SOLE 180850 0 0 D VODAFONE GROUP PLC ADR COM 92857W100 24056 671700 SH SOLE 0 0 671700 D VODAFONE GROUP PLC ADR COM 92857W100 728 20340 SH SOLE 0 0 20340 D VORNADO REALTY TRUST COM 929042109 19 500 SH SOLE 500 0 0 D VULCAN INTL CORP COM 929136109 76 2200 SH SOLE 2200 0 0 D VULCAN MATERIALS CO COM 929160109 57 1200 SH SOLE 1200 0 0 D WPS RESOURCES CORP COM 92931B106 287 7800 SH SOLE 7800 0 0 D WACHOVIA CORP COM 929771103 1754 30170 SH SOLE 30170 0 0 D WACHOVIA CORP COM 929771103 17 300 SH SOLE 0 0 300 D WACHOVIA CORP COM 929771103 205 3525 SH SOLE 0 0 3525 D WADDELL & REED FINANCIAL CL A COM 930059100 26 700 SH SOLE 700 0 0 D WAL MART STORES INC COM 931142103 32196 606040 SH SOLE 606040 0 0 D WAL MART STORES INC COM 931142103 4451 83775 SH SOLE 0 0 83775 D WAL MART STORES INC COM 931142103 11 200 SH SOLE 200 0 0 D WAL MART STORES INC COM 931142103 114 2150 SH SOLE 2150 0 0 D WAL MART STORES INC COM 931142103 117 2200 SH SOLE 0 0 2200 D WAL MART STORES INC COM 931142103 355 6680 SH SOLE 0 0 6680 D WAL MART STORES INC COM 931142103 595 11200 SH SOLE 0 0 11200 D WAL MART STORES INC COM 931142103 11 200 SH SOLE 0 0 200 D WALGREEN COM 931422109 10719 256350 SH SOLE 0 0 256350 D WALGREEN COM 931422109 10868 259923 SH SOLE 259923 0 0 D WALGREEN COM 931422109 1129 27000 SH SOLE 0 0 27000 D WALGREEN COM 931422109 1087 26000 SH SOLE 0 0 26000 D WALGREEN COM 931422109 1275 30500 SH SOLE 30500 0 0 D WALGREEN COM 931422109 435 10400 SH SOLE 0 0 10400 D WALGREEN COM 931422109 293 7000 SH SOLE 7000 0 0 D WALGREEN COM 931422109 50 1200 SH SOLE 0 0 1200 D WALLACE COMPUTER COM 932270101 9 500 SH SOLE 500 0 0 D WALLACE COMPUTER COM 932270101 14 800 SH SOLE 0 0 800 D WALLACE COMPUTER COM 932270101 10 600 SH SOLE 0 0 600 D WALLACE COMPUTER COM 932270101 10 600 SH SOLE 600 0 0 D WASHINGTON MUTUAL INC COM 939322103 4526 85300 SH SOLE 85300 0 0 D WASHINGTON POST B COM 939640108 62 100 SH SOLE 100 0 0 D WASTE MGMT INC DEL COM 94106L109 2267 81700 SH SOLE 81700 0 0 D WATERS CORP COM 941848103 92 1100 SH SOLE 1100 0 0 D WATSON PHARMACEUTICALS COM 942683103 113 2200 SH SOLE 2200 0 0 D WAUSAU-MOSINEE PAPER CORP COM 943315101 5489 542156 SH SOLE 542156 0 0 D WEATHERFORD INTL INC COM 947074100 45852 970410 SH SOLE 970410 0 0 D WEATHERFORD INTL INC COM 947074100 241 5100 SH SOLE 0 0 5100 D WEBMETHODS INC COM 94768C108 9 100 SH SOLE 100 0 0 D WEBMD CORP COM 94769M105 2 300 SH SOLE 300 0 0 D WEBSTER FINL CORP COM 947890109 17801 628716 SH SOLE 628716 0 0 D WEIS MKTS INC COM 948849104 4 100 SH SOLE 100 0 0 D WELLPOINT HEALTH NETWK COM 94973H108 1095 9500 SH SOLE 9500 0 0 D WELLS FARGO & CO NEW COM 949746101 1026 18420 SH SOLE 0 0 18420 D WELLS FARGO & CO NEW COM 949746101 1658 29765 SH SOLE 29765 0 0 D WELLS FARGO & CO NEW COM 949746101 6141 110270 SH SOLE 0 0 110270 D WELLS FARGO & CO NEW COM 949746101 93874 1685713 SH SOLE 1685713 0 0 D WELLS FARGO & CO NEW COM 949746101 1949 35000 SH SOLE 0 0 35000 D WELLS FARGO & CO NEW COM 949746101 507 9100 SH SOLE 0 0 9100 D WENDYS INTERNATL INC COM 950590109 407 15500 SH SOLE 15500 0 0 D WESCO FINL CORP COM 950817106 1155 4100 SH SOLE 4100 0 0 D WEST CORPORATION COM 952355105 3 100 SH SOLE 100 0 0 D WESTERN OHIO FINL CORP COM 959024100 17 1000 SH SOLE 1000 0 0 D WESTERN WIRELESS CORP COM 95988E204 8 200 SH SOLE 200 0 0 D WESTVACO COM 961548104 496 17000 SH SOLE 17000 0 0 D WESTWOOD ONE INC COM 961815107 12 600 SH SOLE 600 0 0 D WEYCO GROUP INC COM 962149100 188 7800 SH SOLE 7800 0 0 D WEYERHAEUSER COM 962166104 67123 1322630 SH SOLE 1322630 0 0 D WEYERHAEUSER COM 962166104 59 1170 SH SOLE 0 0 1170 D WEYERHAEUSER COM 962166104 233 4600 SH SOLE 0 0 4600 D WEYERHAEUSER COM 962166104 25 500 SH SOLE 0 0 500 D WHIRLPOOL CORP COM 963320106 544 11400 SH SOLE 11400 0 0 D WHITMAN CORP COM 96647R107 15 900 SH SOLE 900 0 0 D WHITMAN CORP NEW COM 96647R107 10060 614322 SH SOLE 614322 0 0 D WHITNEY HOLDING CORP COM 966612103 29 800 SH SOLE 800 0 0 D WHOLE FOODS MKT INC COM 966837106 18 300 SH SOLE 0 0 300 D WILLAMETTE IND COM 969133107 9930 211550 SH SOLE 211550 0 0 D WILLAMETTE IND COM 969133107 39 830 SH SOLE 0 0 830 D WILLAMETTE IND COM 969133107 751 16000 SH SOLE 0 0 16000 D WILLAMETTE IND COM 969133107 70 1482 SH SOLE 1482 0 0 D WILLAMETTE IND COM 969133107 188 4000 SH SOLE 0 0 4000 D WILLAMETTE IND COM 969133107 56 1200 SH SOLE 0 0 1200 D WILLIAMS COMMUNICATIONS GRP A COM 969455104 1 100 SH SOLE 100 0 0 D WILLIAMS COS. COM 969457100 2450 61350 SH SOLE 61350 0 0 D WILLIAMS SONOMA INC COM 969904101 6426 321300 SH SOLE 321300 0 0 D WILMINGTON TRUST CORP COM 971807102 12 200 SH SOLE 200 0 0 D WILSON GREATBATCH TECHNOLOGIES COM 972232102 2478 87700 SH SOLE 87700 0 0 D WIND RIVER SYSTEMS INC COM 973149107 17 500 SH SOLE 500 0 0 D WINN DIXIE COM 974280109 87 4500 SH SOLE 4500 0 0 D WIRELESS FACILITIES INC COM 97653A103 7 200 SH SOLE 200 0 0 D WISCONSIN ENERGY COM 976657106 169 7500 SH SOLE 0 0 7500 D WISCONSIN ENERGY COM 976657106 34 1500 SH SOLE 1500 0 0 D WISCONSIN ENERGY COM 976657106 17 750 SH SOLE 750 0 0 D WOLOHAN LUMBER CO COM 977865104 116 10828 SH SOLE 10828 0 0 D WOODHEAD INDUSTRIES COM 979438108 2592 132100 SH SOLE 132100 0 0 D WORKFLOW MANAGEMENT INC COM 98137N109 214 31100 SH SOLE 31100 0 0 D WORLDCOM INC COM 98157D106 6308 448533 SH SOLE 448533 0 0 D WORLDCOM INC COM 98157D106 2043 145276 SH SOLE 0 0 145276 D WORLDCOM INC COM 98157D106 7 480 SH SOLE 480 0 0 D WORLDCOM INC COM 98157D106 4358 309868 SH SOLE 0 0 309868 D WORLDCOM INC COM 98157D106 180 12802 SH SOLE 0 0 12802 D WORLDCOM INC COM 98157D106 53 3800 SH SOLE 0 0 3800 D WORLDCOM INC COM 98157D106 55 3916 SH SOLE 3916 0 0 D WORLDCOM INC COM 98157D106 9 610 SH SOLE 0 0 610 D WORTHINGTON INDUSTRIES COM 981811102 90 11200 SH SOLE 11200 0 0 D WRIGLEY WM. JR. CO. COM 982526105 1447 15100 SH SOLE 15100 0 0 D XO COMMUNICATIONS INC CL A COM 983764101 5 300 SH SOLE 300 0 0 D XCEL ENERGY INC COM 98389B100 1714 58985 SH SOLE 58985 0 0 D XILINX INC COM 983919101 2177 47200 SH SOLE 47200 0 0 D XIRCOM INC COM 983922105 9179 592200 SH SOLE 592200 0 0 D YPF SOCIODAD ANONIMA ADR COM 984245100 12 400 SH SOLE 0 0 400 D YAHOO INC COM 984332106 938 31200 SH SOLE 31200 0 0 D YOUNG INNOVATIONS INC. COM 987520103 2743 142500 SH SOLE 142500 0 0 D ZIEGLER CO COM 989506100 76 4600 SH SOLE 4600 0 0 D ZIONS BANCORPORATION COM 989701107 37 600 SH SOLE 600 0 0 D ZYGO CORP COM 989855101 362 12800 SH SOLE 12800 0 0 D GLOBAL CROSSING LTD COM G3921A100 115 8005 SH SOLE 8005 0 0 D GLOBAL CROSSING LTD COM G3921A100 197 13735 SH SOLE 0 0 13735 D HELEN OF TROY LTD COM G4388N106 948 194400 SH SOLE 194400 0 0 D PXRE GROUP LTD COM G73018106 481 28500 SH SOLE 28500 0 0 D SANTA FE INTL CORP COM G7805C108 32 1000 SH SOLE 0 0 1000 D TRANSOCEAN SEDCO FOREX INC COM G90078109 17 366 SH SOLE 0 0 366 D TRANSOCEAN SEDCO FOREX INC COM G90078109 47 1024 SH SOLE 0 0 1024 D TRANSOCEAN SEDCO FOREX INC COM G90078109 91 1986 SH SOLE 1986 0 0 D TRANSOCEAN SEDCO FOREX INC COM G90078109 15 328 SH SOLE 0 0 328 D TRANSOCEAN SEDCO FOREX INC COM G90078109 13 293 SH SOLE 0 0 293 D TRANSOCEAN SEDCO FOREX INC COM G90078109 11 232 SH SOLE 232 0 0 D TRENWICK GROUP LTD COM G9032C109 4484 180712 SH SOLE 180712 0 0 D TYCOM LTD COM G9144B106 1119 50000 SH SOLE 50000 0 0 D WHITE MOUNTAINS INSURANCE GRP COM G9618E107 31353 98285 SH SOLE 98285 0 0 D STOLT COMEX SEAWAY SA COM L8873E103 14277 1297920 SH SOLE 1297920 0 0 D ASM LITHOGRAPHY HLDG N Y REG COM N07059111 124 5500 SH SOLE 5500 0 0 D ELSAG BAILEY PROCESS AUTO COM N2925S101 73 1850 SH SOLE 1850 0 0 D FLEXTRONICS INTL LTD COM Y2573F102 665 23330 SH SOLE 23330 0 0 D FLEXTRONICS INTL LTD COM Y2573F102 22 760 SH SOLE 0 0 760 S REPORT SUMMARY 2605 DATA RECORDS 11509692 February 13, 2001 Document Control-Filing Desk Securities & Exchange Commission 450 Fifth Street, N.W. Washington D.C. 20549-0104 Dear Sir or Madam: Pursuant to Section 13(f) of the Securities Exchange Act of 1934, I am filing electronically on behalf of David L. Babson & Company Inc. ("Babson") Form 13F for the quarter ending December 31, 2000. Babson has indicated that it exercises "sole" investment discretion with respect to the securities positions reported in its Form 13F. Nevertheless, such positions shall also be deemed reported on behalf of MassMutual to the extent that MassMutual may be deemed to "share" investment discretion over the positions as a result of its ownership interest in Babson. If you should have any questions or comments regarding this matter please call me at (617) 761-3824. Sincerely, Mary Ellen Wesneski Managing Director, Compliance cc: Norman Flebotte (MassMutual)
-----END PRIVACY-ENHANCED MESSAGE-----