Securities and Exchange Commission
        Washington, D.C.  20549

        Form 13F Cover Page

Report for the Calendar Year or Quarter Ended:  September 29, 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:         Mary Lomasney
Address:      State Street Research & Management
              One Financial Center
              Boston, MA   002111-2690

13F File Number: 28-4376

The institutional investment manager filing this report and the person by whom
it is signed hereby represents 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 Lomasney
Title:        Vice President
Phone:        617-357-1398

Signature, Place, and Date of Signing:

/s/Mary Lomasney________  Boston, Massachusetts____  October 20, 2000

Report  Type   (Check only one.):
[X]     13F HOLDINGS REPORT.   (Check here if all holdings of this reporting
manager are reported in this report.)
[ ]     13F  NOTICE.   (Check here if no holdings reported are in this report,
and all holdings are reported by other reporting manager(s). )
[ ]     13F COMBINATION REPORT.   (Check here if a portion of the holdings for
this reporting manager are reported in this report and a portion are
reported by other reporting manager(s).)


Report Summary

Number of other Included Managers:                  None

Form 13F Information Table Entry Total:             1177

Form 13F Information Table Value Total ($000):      23,615,601




                                            Title of                    Value     Shrs Or  Investment  Other   Voting
Name of Issuer                               Class    Cusip          (x$1000)     Prn Amt  Discretion   Mgrs  Authority
                                                                                         
@road Inc                                    C0       04648K105      323437.5       45000              USD       45000
2M Energy Corp.                              C0       90206P107     101689.11      144600              CAD      124600
3 Com Corp.                                  C0       885535104   32954531.25     1717500              USD     1717500
3 Dimensional Pharmaceutical                 C0       88554W104        813600       22600              USD       22600
3tec Energy Corporation                      C0       88575R308       5800000      400000              USD      400000
724 Solutions Inc                            C0       81788Q100       2945000       62000              USD       57800
A Grove Boulavard Ltd Partnership                     399481969         25000       25000              USD
A Grove Hartford Ltd Partnership                      399481977         25000       25000              USD
Abacan Resource Corp Restricted PP           C0       002919PP7             0     3333334              USD     3333334
Abbott Laboratories                          C0       002824100    9900039.37      208148              USD      199918
ABC-NACO Inc.                                C0       000752105       3722250      710658              USD      710658
AC Nielsen Corp.                             C0       004833109    9886541.26      418708              USD      418708
Accord Networks Ltd.                         C0       M01690102       1267500      130000              USD      130000
Ace Limited                                  C0       G0070K103  499269930.25    12726216              USD    12654491
ACT Manufacturing Inc.                       C0       000973107       4035375       76500              USD       71600
Active Power Inc                             C0       00504W100        620000       10000              USD       10000
Acxiom Corp                                  C0       005125109      14052550      442600              USD      418300
ADC Telecommunications Inc.                  C0       000886101    2957959.08   109999.64              USD   109999.64
Advanced Power Technolog Inc                 C0       00761E108       1212375       36600              USD       36600
Advanced Radio Telecom Corp.                 C0       00754U101     633866.25     74572.5              USD     74572.5
Advocat Inc                                  C0       007586100       3576.56       10900              USD       10900
Aeroflex Inc.                                C0       007768104   24761065.65      509225              USD      480225
AES Corp.                                    C0       00130H105  181292607.81     2646600              USD     2646600
Aether Systems Inc                           C0       00808V105   30671552.51      290640              USD      290640
Ag Services Of America                       C0       001250109      530512.5       30100              USD       30100
Agilent Technologies Inc                     C0       00846U101    1455874.97    29749.68              USD    29749.68
Agrium Inc.                                  C0       008916108   17316501.69     1686927              CAD     1686927
Airgate Pcs Inc                              C0       009367103    6345998.15      141415              USD      134615
Airnet Systems Inc.                          C0       009417106    2071904.25      454116              USD      454116
AK Steel Holding Corp.                       C0       001547108    3289743.76      354774              USD      354774
Akzo                                         C0       5458314        264949.6        6272              EUR
Alamosa PCS Holdings Inc                     C0       011593100        571095       35280              USD       35280
Alcatel Alsthom                              C0       5975006       792889.26       12375              EUR
Alcoa Inc.                                   C0       013817101    2690516.25      106292              USD      106292
Allergan Inc.                                C0       018490102     472690.64        5600              USD        5600
Alliant Technology Systems Inc.              C0       018804104      18790200      228800              USD      228800
ALLIED HOLDINGS INC                          C0       019223106        110000       20000              USD       20000
Allied Riser Communications                  C0       019496108     705410.13      106477              USD      106477
Alpha Industries Inc                         C0       020753109     7841187.5      230200              USD      217800
Alpharma Inc.                                C0       020813101    6727521.89      110100              USD      102800
Altera Corp.                                 C0       021441100       1455420       30480              USD       11630
Alza Corp.                                   C0       022615108      56207700      649800              USD      649800
AMBAC Inc.                                   C0       023139108      12960855      176940              USD      176940
Amdocs Ltd                                   C0       G02602103  135181906.88     2167245              USD     2153530
Amerco                                       C0       023586100    3893543.94      199031              USD      199031
America Online Inc.                          C0       02364J104  247024518.75     4595965              USD     4569070
America West Holdings Corp.                  C0       023657208     6456937.5      529800              USD      529800
American Axle & Manufacturing Holdin         C0       024061103       4029100      374800              USD      374800
American Express                             C0       025816109  102149484.75     1681473              USD     1681173
American General Corp.                       C0       026351106      51849876      664742              USD      664742
American Home Products Corp.                 C0       026609107  243196234.08     4303229              USD     4279684
American International Group Inc.            C0       026874107  279000158.98     2916118              USD     2704719
American Med Security Group                  C0       02744P101     135831.25       21100              USD       21100
American Medical Sys Hldgs                   C0       02744M108       9434375      603800              USD      568100
American Pacific Corp.                       C0       028740108    4634375.62      748990              USD      748990
American Retirement Corp                     C0       028913101         51603       10300              USD       10300
American Tower Corp.                         C0       029912201  267738218.51     7104165              USD     6663030
Ameriking Pfd Stock PIK.                     PFD      03071G201     1764466.4   392103.64              USD   392103.64
Ameron International Inc.                    C0       030710107        507150       13800              USD       13800
Amgen                                        C0       031162100   38980852.56      558810              USD      556640
Ampco-pittsburgh Corp                        C0       032037103        318775       31100              USD       31100
Anadarko Petroleum Corp.                     C0       032511107  257271451.76  3873449.11              USD  3452738.06
Analog Devices                               C0       032654105   74715805.63      904060              USD      887460
Anchor Gaming                                C0       033037102    25666862.5      322600              USD      322600
Anderson Exploration Ltd                     C0       033901109    4492018.84      205800              CAD      194800
Andrew Corp.                                 C0       034425108   27054831.26     1031900              USD     1031900
Andrx Crop. - Andrx Group                    C0       034553107   103207387.5     1105300              USD     1105300
Anheuser-Busch Inc.                          C0       035229103  259916590.34     6143305              USD     6121330
Anthracite Capital Inc.                      C0       037023108    3152105.63      384990              USD      384990
Anthracite Capital Inc. PFD                  PFD      037023991       6000000      300000              USD      300000
Apex Mortgage Capital Inc                    C0       037564101        210240       28800              USD       28800
Applied Magnetics Corp                       C0       038213104        911.49       52085              USD       52085
Applied Materials Inc.                       C0       038222105        735475       12400              USD         800
Applied Micro Circuits Corp                  C0       03822W109    1430801.88        6910              USD        3810
Applied Molecular Evolution                  C0       03823E108     7876537.5      196300              USD      186400
Applied Science & Technology                 C0       038236105       1180000       80000              USD       80000
Apropos Technology Inc                       C0       038334108       1845900      205100              USD      192100
Aradigm Corp.                                C0       038505103   16352143.75      712900              USD      690800
Arena Pharmaceuticals Inc                    C0       040047102        215000        5000              USD        5000
Argonaut Technologies Inc                    C0       040175101      464062.5       25000              USD       25000
Argosy Gaming Co.                            C0       040228108      17374625      958600              USD      958600
Ariba Inc.                                   C0       04033V104   41528598.45      289840              USD      289840
Arthrocare Corp                              C0       043136100      291562.5       15000              USD       15000
Artisan Components Inc                       C0       042923102     2918762.5      226700              USD      214200
Asat Holdings Ltd -adr                       AR       00208B105        656250      100000              USD      100000
Ashanti Goldfields Co. Ltd Sp ADR            C0       043743202      575537.5      224600              USD      224600
Asm International N                          C0       N07045102        787500       45000              USD       45000
ASM Lithography Holdings N.V.                C0       N07059111     714423.99       23040              USD       23040
Aspect Medical Systems Inc                   C0       045235108     1882237.5      152100              USD      152100
Assicurazioni Generali                       C0       4056719       439703.08       13650              EUR
Associated First Capital Corp. Cl A          CLA      046008108       1208400       31800              USD       31800
Astoria Financial Corp.                      C0       046265104     4113562.5      106500              USD      106500
AstraZeneca Group PLC                        C0       0989529       528315.33       10080              GBP
AstraZeneca PLC - Spons ADR                  AR       046353108    1472801.27       29635              USD       29635
AT&T Corporation                             C0       001957109    5239883.13      178379              USD      178379
Atwood Oceanics Inc.                         C0       050095108    1079706.25       25900              USD       10100
August Technology Corp                       C0       05106U105       1548925      116900              USD      116900
Automatic Data Processing Inc.               C0       053015103     946281.25       14150              USD        1500
Avantgo Inc                                  C0       05349M100        300000       15000              USD       14400
Aventis S.A.                                 C0       5848540       326518.68        4388              EUR
Aventis SA                                   C0       4736817       1847920.8       24600              EUR       24600
Aventis spon Adr                             AR       053561106    1344818.75       17890              USD       17890
Aviation Sales Company                       C0       053672101        157500       30000              USD       30000
Aviron Corp.                                 C0       053762100     5257921.5       90168              USD       90168
Avistar Communications Corporation           C0       05379X208        675000      100000              USD      100000
Axcelis Technologies Inc                     C0       054540109        712500       60000              USD       60000
Axt Inc                                      C0       030514103    9495618.75      227100              USD      215200
AZZ Incorporated                             C0       002474104     526259.01       30100              USD       30100
Bacou USA Inc..                              C0       056439102     1063437.5       41000              USD       41000
Badger Daylighting Inc.                      C0       056904105    1362861.41     1141245              CAD     1076245
Bairnco Corp                                 C0       057097107     156931.25       21100              USD       21100
Baker Hughes Inc.                            C0       057224107       6006825      162750              USD      162750
Ball Corp.                                   C0       058498106   11981360.63      380881              USD      380881
Bally Total Fitness Holding Corp.            C0       05873K108       2177500       87100              USD       81500
Bangor Hydro-electric Co                     C0       060077104      749812.5       31000              USD       31000
Bank of America Corp.                        C0       060505104    2780745.88       53093              USD       52643
Bank of New York Co. Inc.                    C0       064057102    1819918.75       32300              USD       32300
Bank One Corp.                               C0       06423A103      246949.5        6488              USD        2272
Banknorth Group Inc.                         C0       06646R107    8639050.07    487628.5              USD    487628.5
Barclays PLC                                 C0       0078201       437423.28       15800              GBP
Barr Laboratories Inc                        C0       068306109     8686937.5      131000              USD      123200
Barrett Res Corp.                            C0       068480201     7983062.5      212000              USD      200000
Basin Exploration Inc.                       C0       070107107      33908550     1738900              USD     1674200
Baxter International Inc.                    C0       071813109  263578387.01     3302735              USD     3283180
Baytex Energy Ltd Cl A                       CLA      07317G107    32206091.5     3336374              CAD     3224874
BE Aerospace Inc.                            C0       073302101      16544250     1026000              USD     1026000
Bea Systems Inc                              C0       073325102  193579338.75     2485770              USD     2485770
Beacon Capital Partners Inc 144A             C0       073561102       1365000      120000              USD      120000
Bed Bath & Beyond Inc.                       C0       075896100   85555483.14     3507720              USD     2787520
BEI Electronics Inc.                         C0       05538E109        268750      215000              USD      215000
BEI Technologies Inc.                        C0       05538P104      19609975      469700              USD      469700
Belden Inc.                                  C0       077459105    4699697.63      198929              USD      198929
Bell & Howell Co.                            C0       077852101    21636562.5      989100              USD      989100
Belle Casinos Inc Escrow                     C0       0783249B8             0     1000000              USD     1000000
Bellsouth Corp.                              C0       079860102       2239200       55500              USD       55500
Belo A H Corp.                               C0       080555105    7708718.75      418100              USD      418100
Benchmark Electronics Inc.                   C0       08160H101       2184000       42000              USD       42000
Beringer Wine Estates                        C0       084102102    8084121.51      145496              USD      145496
Berkshire Hathaway Inc                       C0       084670207       8896860        4298              USD        4298
Berlitz International Inc                    C0       08520F100        221850       26100              USD       26100
Best Buy Company Inc                         C0       086516101     160607315     2524280              USD     2512470
BG Group PLC                                 C0       0876289       235670.93       37200              GBP       37200
Biogen Inc.                                  C0       090597105      29792400      488400              USD      488200
Biojen International                         C0       1520745      1073623.72      402844              GBP      402844
Biomarin Pharmaceutical Inc                  C0       09061G101       3270750      178000              USD      167500
Biomet Inc.                                  C0       090613100   35256945.34     1006450              USD     1006450
BioVail Corp. International                  C0       09067J109    5229260.94       63900              CAD       60200
BISYS Group Inc.                             C0       055472104    34011037.5      440800              USD      440800
BJs Wholesale Club Inc.                      C0       05548J106       1365000       40000              USD       40000
Blanch E W Hldgs Inc.                        C0       093210102       3164375      152500              USD      143100
Boeing Co.                                   C0       097023105    10766037.5      170950              USD      170950
Boise Cascade Corp.                          C0       097383103     268281.25       10273              USD       10273
Bookham Technology - ADR                     AR       09856Q108      467337.5       11580              USD       11580
BorgWarner Automotive Inc.                   C0       099724106      38007625     1147400              USD     1147400
BP Amoco Plc Sponsored ADR                   AR       055622104   13641776.02      257942              USD      248900
Bradlees Inc                                 C0       104499207     452130.25      328822              USD      328822
BreezeCOM Ltd.                               C0       m20385106        658750       20000              USD       20000
Brigham Exploration Company                  C0       109178103     271293.75       81900              USD       71400
Bright Horizons                              C0       109195107    2548581.25       99700              USD       93300
Brilliance China Auto-sp Adr                 AR       10949Q105        948550       31100              USD       31100
British Telecom PLC                          C0       0140843       627218.72       59650              GBP
Broadcom Corp-cl A                           CLA      111320107      436312.5        1790              USD        1790
Brocade Comm Systems Inc.                    C0       111621108        337480        1430              USD        1430
Brown Tom Inc. Common New                    C0       115660201      21366450      872100              USD      814100
Bruker Daltonics Inc                         C0       116795105       1739500       39200              USD       39200
Burlington Northern Santa Fe Corp.           C0       12189T104    1356281.25       62900              USD       62900
Burlington Resources Inc.                    C0       122014103       7642275      208294              USD      208294
Bush Boake Allen Inc.                        C0       123162109     6681892.5      139752              USD      139752
Bush Industries                              C0       123164105     360171.88       31150              USD       31150
BWAY Corp.                                   C0       056039100     136768.75       27700              USD       27700
Cabot Microelectronics Corp                  C0       12709P103       4209600       87700              USD       87700
Cabot Oil & Gas Corp.                        C0       127097103      28374225     1392600              USD     1333100
Cacheflow Inc                                C0       126946102        986700        6900              USD        6900
Cadiz Inc.                                   C0       127537108        280000       28000              USD       28000
Caliper Technologies Corp                    C0       130876105    3702206.25       63900              USD       59700
Callon Petroleum Co.                         C0       13123X102   11364443.75      718700              USD      678700
Cambrex Corp.                                C0       132011107      17131000      463000              USD      455100
Camtek AOI Systems                           C0       M20791105    1798031.25      213100              USD      213100
Canadian 88 Energy Corp.                     C0       13566G509   28762245.07    11591800              CAD    11257400
Canadian Natural Resources Ltd.              C0       136385101    2714313.09    81176.28              CAD    81175.65
Canadian Pac Ltd New                         C0       135923100    1701691.76       65600              CAD       65600
Canadian Superior Energy Inc.                C0       136644101     140864.88   212325.63              CAD   196085.62
Canon Inc. ADR                               AR       138006309        430995        10230             USD        10230
Canon Sales Co. Inc.                         C0       6172453      2180629.59      134000              JPY      134000
Canwest Global Commun-cl A                   CLA      138906300     367931.25       27900              USD       27900
Capital One Financial Corp.                  C0       14040H105       2466200       35200              USD       35200
Capital Senior Living Corp                   C0       140475104      79693.75       31100              USD       31100
Capstone Turbine Corp                        C0       14067D102        346250        5000              USD        5000
Caremark Rx Inc.                             C0       141705103       2935125      260900              USD      243000
Carmike Cinemas Inc - CLA                    CLA      143436103      21381.25       31100              USD       31100
Carriage Services Inc.                       C0       143905107      71918.75       31100              USD       31100
Carrier1 Intl Sa-adr                         AR       144500303        145000       20000              USD       20000
CASCADE CORP                                 C0       147195101        466875       30000              USD       30000
Cascade Natural Gas Corp                     C0       147339105        281750       16100              USD       16100
Catalina Lighting Inc                        C0       148865108      97281.25       28300              USD       28300
Caterpillar Inc.                             C0       149123101      12752175      379700              USD      379700
Cavalier Homes Inc.                          C0       149507105         39918       26612              USD       26612
CCR Technologies Ltd.                        C0       125001107         25000       50000              USD       50000
Cell Therapeutics Inc                        C0       150934107    8796081.25      131900              USD      123600
Cendant Corp.                                C0       151313103       2979750      274000              USD      274000
Centex Construction Products Inc.            C0       15231R109     483843.75       19500              USD       19500
Central Vermont Pub Serv                     C0       155771108     316831.25       31100              USD       31100
Cephalon Inc.                                C0       156708109       3894550       80300              USD       75300
Cepheid Inc                                  C0       15670R107     577218.75       70500              USD       68700
Ceragon Networks Ltd.                        C0       M22013102        274125       10200              USD       10200
Championship Auto Racing Teams Inc.          C0       158711101   10404176.26      426838              USD      426838
Chaney Eq Inv Fd II                          MF       160990982    1727694.54     1208178              USD     1208178
Chaney Eq Inv Fd III                         MF       160990974    2744088.27     3563751              USD     3563751
Channell Commercial Corp.                    C0       159186105    2669624.75      202436              USD      202436
Chart House Enterprises Inc                  C0       160902102        175375       30500              USD       30500
Chart Industries. Inc.                       C0       16115Q100     159515.63       31125              USD       31125
Chartered Semiconductor-adr                  AR       16133R106      303437.5        5000              USD        5000
Chase Industries Inc.                        C0       161568100       1348950      156400              USD      156400
Chase Manhattan Corp.                        C0       16161A108    53169433.6     1151165              USD     1148153
CHC Helicopter Corp. Cl.A                    CLA      12541C203     342333.98       48000              CAD       48000
Chesapeake Utilities Corp.                   C0       165303108      270062.5       14900              USD       14900
Chieftain International Inc.                 C0       16867C101     822663.04       40000              CAD       40000
China Mobile (Hong Kong) Ltd.                C0       6073556      1320592.57      198620              HKD
China Telecom HK Ltd Spon ADR                AR       16941M109     305236.88        9410              USD        9410
China Tire Holdings Ltd.                     C0       G2107X108     169637.01       30600              USD       30600
Chippac Inc                                  C0       169657103        593750       50000              USD       50000
Chromcraft Revington Inc.                    C0       171117104        198250       24400              USD       24400
Chubb Corp.                                  C0       171232101  109460338.13     1383385              USD     1370390
Chyron Corp                                  C0       171605207         77750       31100              USD       31100
Cia Vale Do Rio Doce - SP ADR                AR       204412100     930667.52       37320              USD       37320
Ciphergen Biosystems Inc                     C0       17252Y104       1590400       49700              USD       46800
Circuit City Stores-carmax                   C0       172737306     141893.75       31100              USD       31100
Cisco Systems Inc.                           C0       17275R102     512095012     9269738              USD     9129295
Citadel Communications Corp.                 C0       172853202        850000       50000              USD       50000
Citigroup Inc.                               C0       172967101  544798251.02 10078079.12              USD   9595880.9
Citizen Watch Co. Ltd.                       C0       6197304      4510723.67      419000              JPY      213000
Clarent Corp                                 C0       180461105    3154331.25       80110              USD       74910
Clarion Commercial Hldgs-a                   C0       18051W109     147306.25       25900              USD       25900
Clayton Williams Energy Inc.                 C0       969490101      24943788      615896              USD      584230
Clear Channel Communications Inc.            C0       184502102       8205834      145236              USD      131036
Click Commerce Inc                           C0       18681D109       7810425      182700              USD      172500
Closure Medical Corporation                  C0       189093107        503750       20000              USD       20000
Cluett American Corp PIK Pfd                 PFD      189483407    5025010.47   150000.32              USD   150000.32
CMI CORP-CL A                                CLA      125761304      48593.75       31100              USD       31100
CNF Transn Inc.                              C0       12612W104       5273250      239109              USD      239109
Coastcast Corp                               C0       19057T108        469650       30300              USD       30300
Coca Cola Co.                                C0       191216100   22545298.13      408985              USD      408785
Coeur Dalene Mines Corp                      C0       192108108      40818.75       31100              USD       31100
Coherent Inc.                                C0       192479103      27954800      411100              USD      411100
Cole National Corp. Cl. A                    CLA      193290103        196950       30300              USD       30300
Columbia Gas Sys. Inc.                       C0       197648108     631901.95        9068              USD        9068
Community Bank System Inc                    C0       203607106        806734       31100              USD       31100
Community Health Systems Inc.                C0       203668108    16277737.5      506700              USD      484700
Companhia Vale Do Rio Doce ADR               PFD      204412100         49026        2185                         2185
CompX International Inc.                     C0       20563P101        640500       30500              USD       30500
Comstock Resources Inc.                      C0       205768203     4405537.5      387300              USD      387300
Comverse Technology Inc                      C0       205862402     236885040     2193600              USD     2176870
Conagra Inc.                                 C0       205887102     548629.13       27346              USD       27346
Concord EFS Inc.                             C0       206197105   36779083.26     1035123              USD     1035123
CONE MILLS CORP                              C0       206814105        139950       31100              USD       31100
Conectiv -cl A                               CLA      206829202        507650       28600              USD       28600
Congoleum Corp-cl A                          CLA      207195108     136418.75       29900              USD       29900
Conmed Corp.                                 C0       207410101     1042987.5       76200              USD       76200
Conoco Inc Cl. B                             CLB      208251405    3047978.13      113150              USD      104200
Consolidated Stores Corp.                    C0       210149100     3836821.5      284209              USD      284209
Contour Energy Corp.                         C0       21220C103      50231.37       22640              USD       14140
Convergent Group Corp                        C0       21247V100        617500      130000              USD      130000
Cooker Restaurant Corp/oh                    C0       216284208         38250       30600              USD       30600
Corac Group                                  C0       0223227               0      845000              GBP      845000
Core Laboratories N.V. NY Shares             C0       N22717107    4664418.75      189900              USD      189900
CoretecInc                                   C0       21870C106     196759.11       29700              CAD       29700
Corn Products Intl Inc.                      C0       219023108       7277725      319900              USD      319900
Cornell Companies Inc                        C0       219141108     266293.75       31100              USD       31100
Corning Inc.                                 C0       219350105     231435765      779755              USD      769965
Corporate Executive Board Co                 C0       21988R102       3590300       89200              USD       84000
Corrpro Companies Inc                        C0       220317101        124400       31100              USD       31100
Corvis Corporation                           C0       221009103     500584.39        8200              USD        8200
Cosine Communications Inc                    C0       221222102     1766887.5       31800              USD       30400
Costco Wholesale Corp.                       C0       22160K105      831512.5       23800              USD       23800
Cotelligent Inc                              C0       221630106      95243.75       31100              USD       31100
Cox Radio Inc-cl A                           CLA      224051102       4470975      256400              USD      256400
CPI Corp.                                    C0       125902106     1845647.5       86854              USD       86854
Craig Corp                                   C0       224174102         87500       28000              USD       28000
Credit Suisse Group-Reg Shs                  C0       4245614       266538.41        1424              CHF
Cree Inc                                     C0       225447101      17391000      149600              USD      147600
Crestar Energy Inc.                          C0       225905108    4161678.61      272000              USD      222000
Cross Timbers Oil Co.                        C0       227573102   27172378.17     1416150              USD     1347900
Cross Timbers Royalty Trust                  C0       22757R109      465812.5       29000              USD       29000
Crosswave Communications-adr                 AR       227686102        320415       31260              USD       31260
Crown Crafts Inc.                            C0       228309100             0       31100              USD       31100
Crystallex Intl Corp                         C0       22942F101       1168750      850000              USD      850000
CTB International Corp.                      C0       125960104    1264941.57      167265              USD      167265
Culp Inc.                                    C0       230215105        118400       29600              USD       29600
Cummins Engine Inc.                          C0       231021106    4098443.75      136900              USD      136900
Curon Medical Inc                            C0       231292103       1437500      125000              USD      125000
Curtiss-Wright  Corp.                        C0       231561101    5218748.75      110596              USD      110596
CVS Corp.                                    C0       126650100   44187682.52      954120              USD      947320
Cybertech Hldgs.                             C0       0241586               0      550000              GBP      550000
Cypress Semiconductor Corp.                  C0       232806109   61046792.19     1469390              USD     1469390
Dan River Inc-cl A                           CLA      235774106      131962.5       30600              USD       30600
Danaher Corp.                                C0       235851102      45078475      906100              USD      904600
Darden Restaurants Inc.                      C0       237194105    5048071.88      244478              USD      244478
Dave & Busters Inc                           C0       23833N104      236537.5       29800              USD       29800
Delco Remy Intl Inc                          C0       246626105        228750       30000              USD       30000
Delphi Automotive Systems                    C0       247126105    7351007.13      489371              USD      489371
Delta Financial Corp.                        C0       247918105         22500       30000              USD       30000
Deltagen Inc                                 C0       24783R103       5655375      182800              USD      170500
Denison International plc                    AR       248335101   10043984.38      752500              USD      752500
Deutsche Bank AG-Reg                         C0       5750355      2012218.72       24300              EUR       24300
DIANON Systems Inc.                          C0       252826102       1898050       47600              USD       47600
Dime Bancorp Inc.                            C0       25429Q102    8983093.75      416400              USD      416400
Dimon Inc.                                   C0       254394109        985725      303300              USD      303300
Disney (Walt) Co.                            C0       254687106  201798087.75     5276577              USD     5251687
DMC Stratex Networks                         C0       23322L106       3968080      247040              USD      232540
Docent Inc                                   C0       25608L106     650093.75       35500              USD       34100
Dollar Thrifty Auto. Group Inc.              C0       256743105       4698288      237888              USD      237888
Doncasters PLC ADR                           AR       257692103       3381750      167000              USD      167000
Donnelly Corp                                C0       257870105        445008       29200              USD       29200
Double Eagle Pete & Mng Co                   C0       258570209        650000      100000              USD      100000
Dow Chemical Co.                             C0       260543103    6688736.25      268220              USD      268220
DQE Inc.                                     C0       23329J104    1857799.22       47142              USD       47142
Drillers Technology Corp.                    C0       26205Q100    1021694.42     1100000              CAD     1100000
Drillers Technology Corp. Series B Spec      C0       262051PP4     185762.62      200000              CAD      200000
Drillers Technology Corp. Wts. 12/29/01      C0       26205Q118      37815.96      200000              CAD      200000
DRS Technologies Inc.                        C0       23330X100        918125       56500              USD       56500
Duane Reade Inc.                             C0       263578106       5560525      229300              USD      216500
Ducommun Inc                                 C0       264147109     406406.25       28900              USD       28900
Duke Energy Corp.                            C0       264399106     3044378.9       35500              USD       35500
Dura Automotive Systems Inc                  C0       265903104    4619403.76      500240              USD      500240
Durango Apparel Inc                          C0       266432103     195427.99       22300              USD       22300
Durect Corporation                           C0       266605104        793500       52900              USD       52900
Dyax Corp                                    C0       26746E103       5985000      136800              USD      129500
Dynegy Inc.                                  C0       26816Q101     216674.21        3800              USD        3800
E-Prime Aerospace Corp.                      C0       268817103          6000      100000              USD      100000
E.I. du Pont de Nemours and Co.              C0       263534109    2848706.25       69100              USD       69100
E.piphany Inc                                C0       26881V100    4262326.88       55310              USD       52110
E4l Inc                                      C0       268452109       8039.06       34300              USD       34300
Eaton Corp.                                  C0       278058102     4011787.5       65325              USD       65325
Ecc International Corp                       C0       268255106     109565.63       30225              USD       30225
Eden Bioscience Corporation                  C0       279445100       1980000       60000              USD       57700
Edge Petroleum Corp/del                      C0       279862106     1117187.5      275000              USD      275000
Edo Corp                                     C0       281347104      266137.5       30200              USD       30200
Eex Corporation                              C0       26842V207     149668.75       31100              USD       31100
Efunds Corp                                  C0       28224R101      165937.5       22500              USD       22500
Ek Chor China Motorcycle Co. Ltd.            C0       G29526103      73844.99       29500              USD       29500
El Paso Energy Corporation                   C0       283905107    81979737.5     1330300              USD     1330300
Elan Corp. ADR                               C0       284131208        284262        5192              USD        1000
Elastic Networks Inc                         C0       284159100      487812.5       35000              USD       33600
Elcor Corp                                   C0       284443108       4238350      292300              USD      292300
Electrolux AB-Ser B                          C0       5466782       251690.07       20000              SEK
Electronic Arts Inc.                         C0       285512109   36484956.26      739400              USD      739400
Electronic Data Systems Corp.                C0       285661104       4237150      102100              USD       81100
Electronics For Imaging                      C0       286082102       4595500      182000              USD      182000
Elk Point Resources Inc.                     C0       28736M301    5304488.82     2115200              CAD     2097300
EMC Corp.                                    C0       268648102  457912330.63     4612135              USD     4432600
Energy East Corp.                            C0       29266M109    3141159.71      140617              USD      140617
Enesco Group Inc                             C0       292973104      182712.5       31100              USD       31100
Eni Spa                                      C0       4436399       339359.92       9630              EUR
Eni Spa - Sponsored ADR                      C0       26874R108     482260.63        9110              USD        9110
Ennis Business Forms                         C0       293389102     235193.75       31100              USD       31100
Enron Corp.                                  C0       293561106   10883052.34      124200              USD      124200
Entegris Inc                                 C0       29362U104    3066693.75      320700              USD      320700
Enterprise Oil PLC                           C0       0318866      2431975.75      297100              GBP       55300
Entertainment Properties Trust               C6       29380T105       2441625      229800              USD      229800
Entravision Communications                   C0       29382R107     4140462.5      238300              USD      232500
EOG Resources Inc.                           C0       26875P101    53698037.5     1381300              USD     1381300
Equatorial Energy Inc                        C0       29441K200     456956.14      255100              CAD      255100
Equitable Bag Inc Pfd Cum 11% Ser A          PFD      29444J507         13952      139520              USD      139520
Equitable Bag Inc.                           C0       29444J408         13952     1395200              USD     1395200
Ericsson (LM) Tel. Co. ADR Cl. B             AR       294821400      18125760     1223680              USD     1223680
Ericsson LM-B SHS                            C0       5959378      3096079.04      203200              SEK       28800
Esenjay Exploration Inc.                     C0       296426109    1602453.01      442056              USD      417710
Esperion Therapeutics Inc                    C0       29664R106       6068550      351800              USD      327900
Everest Re Group Ltd.                        C0       G3223R108      45441000      918000              USD      914200
Evergreen Res Inc                            C0       299900308       1042500       30000              USD       30000
Evoke Communications Inc                     C0       30048Q202        131250       20000              USD       20000
Exabyte Corp.                                C0       300615101       2705625      240500              USD      240500
Excelon Corp                                 C0       300691102       2435400      196800              USD      184100
Exfo Electro-optical Enginee                 C0       302043104    1772993.75       40700              USD       37900
Express Scripts Inc-cl A                     CLA      302182100   44195188.51      611436              USD      611436
Extended Stay America Inc.                   C0       30224P101       7923500      598000              USD      569200
Extensity Inc                                C0       302255104        210000       10000              USD       10000
Extreme Networks Inc                         C0       30226D106      28863160      252080              USD      244680
Exult Inc                                    C0       302284104       1657500      120000              USD      120000
Exxon Mobil Corporation                      C0       30231G102  249719805.63     2802246              USD     2776294
F-Secure Oyj                                 C0       5806850       493132.38       75000              EUR
Fair Isaac & Company Inc                     C0       303250104    9275993.75      217300              USD      217300
Fairchild Corp.                              C0       303698104     200682.63       31174              USD       31174
Fairmarket Inc                               C0       305158107         80925       24900              USD       24900
Falcon Products Inc                          C0       306075102      285937.5       30500              USD       30500
Family Dollar Stores Inc.                    C0       307000109      18100698      940296              USD      940296
Fannie Mae                                   C0       313586109     163720700     2289800              USD     2285200
FANSTEEL INC-DEL                             C0       307260109        108850       31100              USD       31100
Federal Agric Mtg Corp-cl A                  CLA      313148108     404381.25       23700              USD       23700
Federal Home Loan Mtge. Corp.                C0       313400301   54587987.52     1009720              USD      992330
Federal-Mogul Corp.                          C0       313549107     521456.25       95900              USD       95900
Federated Department Stores Inc.             C0       31410H101     9418062.5      362969              USD      362969
Fibermark Inc                                C0       315646109     308681.25       30300              USD       30300
Finisar Corporation                          C0       31787A101   40207709.38      831700              USD      831700
First Banks America Inc                      C0       31928N103     493406.25       27700              USD       27700
First Data Corporation                       C0       319963104    9624531.26      246388              USD      233738
First Republic Bank                          C0       336158100        926645       30760              USD       30760
First Union Corp.                            C0       337358105     3160812.5       98200              USD       98200
FIRSTAR CORP.                                C0       33763V109     1228387.5       54900              USD       54900
FleetBoston Financial Corp.                  C0       339030108       3738150       95850              USD       95850
Flextronics Intl Ltd                         C0       Y2573F102       2263365       28880              USD       21680
Flooring America Inc                         C0       339756108           311       31100              USD       31100
Fort James Corporation                       C0       347471104   10382845.32      341813              USD      341813
Foundry Networks Inc                         C0       35063R100   35887871.25      536140              USD      536140
FPL Group Inc.                               C0       302571104      11361600      172800              USD      172800
France Telecom SA                            C0       5176177       406833.15        3792              EUR
Franklin Elec Publishers Inc                 C0       353515109     371256.25       31100              USD       31100
Fred Olsen Energy ASA                        C0       355613100     451388.85       54600              USD       54600
FreedomPay Inc.                              PFD      356991950     2504925.8     4056560              USD     4056560
Freeshop.com                                 C0       356873109        196875       70000              USD       70000
Frontier Insurance Group Inc                 C0       359081106       26562.5       42500              USD       42500
Fujisawa Pharmaceutical Co                   C0       6356804      5461912.88      148000              JPY
Furniture Brand Intl Inc                     C0       360921100       3248525      195400              USD      195400
Furrs Restaurant Group Inc                   C0       361115603      84093.75       29900              USD       29900
Gabelli Asset Mgmt Inc -cl A                 CLA      36239Y102        921000       30700              USD       30700
Gabelli Utility Trust                        C6       36240A101        242725       29200              USD       29200
Gainsco Inc                                  C0       363127101        127300       30400              USD       30400
Galileo Technology Ltd.                      C0       2086934         7242175      228100              USD      216000
Gateway Inc.                                 C0       367626108       1187025       24900              USD       24900
Gemstar International Group LTD              C0       2363187     98800875.04     1133200              USD     1023240
Gencorp Inc.                                 C0       368682100     4121812.5      509649              USD      509649
Genentech Inc. Com NEW                       C0       368710406   81652364.46      439730              USD      350080
General Chemical Group Inc                   C0       369332101      31031.25       33100              USD       33100
General Electric Co.                         C0       369604103  758045542.93    13128747              USD    13026322
General Mills Inc.                           C0       370334104       4913200      138400              USD      138400
General Motors Corp Cl. H New                C0       370442832   499358073.5    13431365              USD    12806940
General Motors Corp.                         C0       370442105       7390500      113700              USD      113700
Genesco Inc.                                 C0       371532102      179537.5       10600              USD         600
Genesee & Wyoming Inc. Cl. A                 CLA      371559105    4270934.25      176121              USD      176121
Genesis Exploration Ltd                      C0       371915109             0      114900              CAD      114900
Genesis Exploration Ltd. Reg S 144A          C0       371915ZZ5    1221455.58      161500              CAD      161500
Genesis Worldwide Inc.                       C0       37184G104        102700       23600              USD       23600
Genomica Corporation                         C0       37243Q101       2774850      142300              USD      136700
Gentek Inc                                   C0       37245X104    6400653.75      419715              USD      419715
Gentex Corp.                                 C0       371901109       5047500      201900              USD      190600
Genzyme Corp.                                C0       372917104  220594063.14     3235401              USD     3220891
GERBER CHILDREN                              C0       373701101        179400       29900              USD       29900
GETTY IMAGES INC                             C0       374276103       1217500       40000              USD       40000
Getty Petroleum Marketing                    C0       374292100     109518.75       29700              USD       29700
Giant Industries Inc                         C0       374508109        163275       31100              USD       31100
Giordano International Ltd.                  C0       6282040       731289.68     1260000              HKD
Global Industries Ltd.                       C0       379336100       9843750      787500              USD      730500
Global Vacation Group Inc                    C0       37937F106         93125       29800              USD       29800
Global-Tech Appliances Inc                   C0       G39320109     176492.99       29600              USD       29600
Goldcorp Inc-cl B                            CLB      380956201        184800       23100              USD       23100
Golden State Bancorp Inc.                    C0       381197102       1072575       45400              USD       45400
Golden West Financial Corp.                  C0       381317106     2858212.5       54196              USD       54196
Goodrich Petroleum Corp                      C0       382410405        176250       30000              USD       30000
Gottschalks Inc                              C0       383485109        183750       30000              USD       30000
Gp Strategies Corp                           C0       36225V104        184325       29200              USD       29200
Granite Broadcasting Corp                    C0       387241102    2365781.25      515000              USD      515000
Granite Broadcasting Ex PIK Pd               PFD      387241508    13063634.1    19793.39              USD    19793.39
Grant Prideco Inc.                           C0       38821G101      916987.5       41800              USD       36600
Graphic Packaging International Corp.        C0       388690109        105274       31100              USD       31100
Gray Communications Sys-cl B                 CLB      389190208        308950       29600              USD       29600
Gray Communications System                   C0       389190109     351818.75       31100              USD       31100
Green Mountain Power Corp                    C0       393154109     229143.75       30300              USD       30300
Greenbrier Companies Inc                     C0       393657101        249900       29400              USD       29400
Grey Wolf Inc                                C0       397888108       2443750      425000              USD      425000
Gric Communications Inc                      C0       398081109        193575       26700              USD       26700
Grubb & Ellis Co                             C0       400095204        186200       30400              USD       30400
Grupo Aeroportuario Sur-adr                  AR       40051E202     1290937.5       85000              USD       85000
GSI Lumonics Inc                             C0       36229U102    2755077.46      167787              CAD      167787
Guest Supply Inc                             C0       401630108     532843.75       28900              USD       28900
Guidant Corporation                          C0       401698105   317937884.1     4497795              USD     4272930
Gulf Canada Res. LTD                         C0       40218L305   11625154.26     2204100              CAD     1415000
Gulf Island Fabrication Inc                  C0       402307102       2643750      150000              USD      150000
Gulfstream Resources CDA                     C0       402741102    1201711.68     1249200              CAD     1150700
Gundle/Slt Environmental Inc.                C0       402809107        106400       30400              USD       30400
H. T. E. Inc.                                C0       403926108      20343.75       15500              USD       15500
HA-LO Industries Inc.                        C0       404429102        548000      137000              USD      137000
Halliburton Hldg. Cos.                       C0       406216101   13532197.56      276680              USD      259830
Hallwood Group Inc                           C0       406364406     157696.88       31150              USD       31150
Hancock Fabrics Inc                          C0       409900107        148500       29700              USD       29700
Hanger Orthopedic Group Inc                  C0       41043F208        116625       31100              USD       31100
Harrahs Entertainment Inc.                   C0       413619107      48146450     1754147              USD     1754147
Harsco Corp.                                 C0       415864107    3976103.75      181761              USD      181760
Hartford Finl. Services Group Inc.           C0       416515104       4899350       67200              USD       67200
Hartmarx Corp                                C0       417119104         93300       31100              USD       31100
Haverty Furniture Cos-cl A                   CLA      419596200        161000       14000              USD       14000
Hawk Corp.                                   C0       420089104       2687895      383985              USD      383985
HCA - The Healthcare Co                      C0       404119109       2272050       61200              USD       61200
Head Nv-ny Reg                               C0       422070102        960000      120000              USD      120000
Healthplan Services Corp.                    C0       421959107        161250       30000              USD       30000
Hearst-Argyle Television Inc                 C0       422317107        793340       39667              USD       39667
Hecla Mining Co                              C0       422704106         23325       31100              USD       31100
Heico Corp                                   C0       422806109     414018.75       31100              USD       31100
Heico Corp-CL A                              CLA      422806208      473497.5       37320              USD       37320
Heineken                                     C0       5455821       601303.35       10800              EUR
Helix Technology Corp..                      C0       423319102        657250       22000              USD       12000
Hercules Inc.                                C0       427056106     1857437.5      132669              USD      131500
Hewlett Packard Co.                          C0       428236103      33378700      344100              USD      343900
Hi-shear Industries Inc                      C0       428399109         31850       18200              USD       18200
Hi/fn Inc                                    C0       428358105       3084700       45280              USD       42280
Highlands Insurance Group                    C0       431032101        273750       29200              USD       29200
Hills Stores Contingent Value Rights         WRT      431692987             0       14300              USD       14300
Hilton Hotels                                C0       432848109       5791500      499150              USD      499150
Hispanic Broadcasting Corp                   C0       43357B104       2982625      107000              USD      100800
Hitachi Ltd. ADR 10 Common                   AR       433578507       1149355       10625              USD       10625
Hollinger International Inc.                 C0       435569108      76146840     4554751              USD     4554751
Home Depot                                   C0       437076102  225115866.01     4246949              USD     3980392
Home Products Intl Inc.                      C0       437305105         46875       30000              USD       30000
Homebase Inc                                 C0       43738E108      68031.25       31100              USD       31100
Honeywell International Inc.                 C0       438516106   17088065.63      479665              USD      477165
Hooper Holmes Inc                            C0       439104100        970020      102000              USD      102000
Horizon Offshore Inc                         C0       44043J105     4185937.5      237500              USD      232500
Hotel Reservations Inc -cl A                 CLA      441451101    11591812.5      316500              USD      300500
Howell Corp                                  C0       443051107      355262.5       29300              USD       29300
Hoya Corp.                                   C0       6441506      1492234.21       19000              JPY        5000
Hs Resources Inc                             C0       404297103      30296125      901000              USD      861800
HSBC Hldgs. PLC                              C0       0540528       1049954.3       73800              GBP       12150
Hudson City Bancorp Inc.                     C0       443683107       1258000       75358              USD       75358
Hudson United Bancorp                        C0       444165104     1936512.5       70849              USD       70849
Huffy Corp                                   C0       444356109     320718.75       31100              USD       31100
Hunt Co. Inc.                                C0       445661101         55500       29600              USD       29600
Hunt Corp                                    C0       445591100        202350       28400              USD       28400
Hutchinson Tech                              C0       448407106    8722760.56      414137              USD      414137
Hutchison Whampoa                            C0       6448068      1672673.64      126000              HKD      126000
Hydril Company                               C0       448774109       1501500       66000              USD       66000
I-Cable Communications Ltd                   C0       6193937        30254.44       78300              HKD       78300
I-stat Corp                                  C0       450312103      260187.5       11500              USD       11500
i2 Technologies Inc.                         C0       465754109   49324640.17      263850              USD      143500
ICG Holdings Inc PIK                         PFD      449247204     200957.48    13397.17              USD    13397.17
Igen International Inc.                      C0       449536101        503125       25000              USD       25000
Ihc Caland Nv                                C0       4441155      3652095.99       72500              EUR       72500
II-VI Inc.                                   C0       902104108     1120312.5       60000              USD       60000
Illumina Inc                                 C0       452327109       1179750       26000              USD       26000
Imanage Inc                                  C0       45245Y105        360000       45000              USD       45000
Imation Corp.                                C0       45245A107       4537050      243600              USD      243600
Immunex Corp                                 C0       452528102        239250        5500              USD        5500
Inco Ltd-class Vbn Shs                       C0       453258709     132843.75       19500              USD       19500
Industrial Distribution Grp                  C0       456061100         90900       30300              USD       30300
Inet Technologies Inc.                       C0       45662V105        921375       31500              USD       31500
Infineon Technologies - ADR                  AR       45662N103       2506100       53475              USD       53475
Infineon Technologies AG                     C0       5889505      1367705.31       28200              EUR        5300
ING Groep                                    C0       5058877       769247.06       11532              EUR
Inhale Therapeutic Sys Inc                   C0       457191104     4312687.5       76500              USD       72200
Inktomi Corp                                 C0       457277101      20881380      183170              USD      123670
Inrange Technologies-cl B                    CLB      45769V206       1468100       27700              USD       26500
Insight Communications Inc                   C0       45768V108     674973.25       42518              USD       42518
Insteel Industries                           C0       45774W108     119843.75       29500              USD       29500
Integrated Device Tech Inc                   C0       458118106   70525126.57      779550              USD      779550
Intel Corp.                                  C0       458140100  366731706.31     8824080              USD     8375160
Interep Natl Radio Sales-a                   C0       45866V109       1456875      466200              USD      466200
Interland Inc                                C0       458726106        675000       80000              USD       80000
Intermet Corp.                               C0       45881K104    1684820.25      232389              USD      232389
Intermune Pharmaceuticals                    C0       45885B100      12998300      239600              USD      229300
Internap Network Services                    C0       45885A102   50536509.38     1565500              USD     1565500
International Aluminum Co                    C0       458884103        502500       30000              USD       30000
International Game Technology                C0       459902102   54307569.38     1616721              USD     1576921
International Paper Co.                      C0       460146103    3522681.56      122795              USD      122795
International Rectifier Corp.                C0       460254105        404000        8000              USD
Interoil Corporation                         C0       460951106        716010      246900              USD      246900
Interpublic Group of Companies               C0       460690100  122601156.25     3599300              USD     3599300
Intersil Holding Corp. Wts                   C0       46069S109    55037062.5     1103500              USD     1103500
Intertrust Technologies Corp                 C0       46113Q109        246075       20400              USD       20400
Interworld Corp                              C0       46114Q108      674812.5      177000              USD      161000
Interwoven Inc                               C0       46114T102    1475465.63       13050              USD       11850
Intest Corp                                  C0       461147100      408187.5       42000              USD       42000
Intl Shipholding Corp                        C0       460321201      250112.5       29425              USD       29425
Intl Utility Structures PIK Pfd              PFD      460934300     2800633.5     4445.45              USD     4445.45
Intl. Business Machines Corp.                C0       459200101   215792902.5     1917392              USD     1908222
Intuit Inc                                   C0       461202103      76191900     1336700              USD     1336700
Investors Financial Svcs Cp                  C0       461915100      25502500      404000              USD      398600
Invivo Corp.                                 C0       461858102    2091499.38      196847              USD      196847
Iron Mountain Inc.                           C0       462846106       1790800       48400              USD       48400
Isleinvest                                   C0       2451714               0       95821              CAD
ISS S/A                                      C0       5952816       248644.27        4000              DKK
Ivax Corp                                    C0       465823102      48962400     1064400              USD     1064400
Ivex Packaging Corp.                         C0       465855104     513193.75       52300              USD       52300
J. Alexanders Corporation                    C0       466096104      91481.25       28700              USD       28700
J.P. Morgan & Co. Inc.                       C0       616880100      637162.5        3900              USD        3900
Jabil Circut Inc.                            C0       466313103    29198442.5      514510              USD      514510
Jackpot Enterprises Inc.                     C0       466392107     293685.56       31119              USD       31119
Japan Air Lines Co-unsp Adr                  AR       471034306        668800       88640              USD       88640
Jds Uniphase Corp                            C0       46612J101   56248162.53      594040              USD      531740
Jean Coutu Group (PJC) Inc.                  C0       47215Q104    4014728.32      316000              CAD      316000
JLG Industries Inc.                          C0       466210101   10240729.69      840265              USD      840265
Jlk Direct Distribution-cl A                 CLA      46621C105      259612.5       30100              USD       30100
Jo-ann Stores Inc-LB                         C0       47758P208      189262.5       29400              USD       29400
John Q Hammons Hotels Inc                    C0       408623106        190450       29300              USD       29300
Johnson & Johnson                            C0       478160104  156763463.64     1668806              USD     1643806
Johnson Electric Holdings                    C0       6281939      2451753.99     1141200              HKD      213600
Jones Apparel Group Inc.                     C0       480074103        874500       33000              USD       33000
Juniper Networks Inc.                        C0       48203R104    51397767.5      234760              USD      160860
K2 Inc.                                      C0       482732104        271700       30400              USD       30400
Kana Communications Inc                      C0       483600102       6092050      273800              USD      258000
Kaneb Services Inc                           C0       484170105      143837.5       31100              USD       31100
Kaneka Corporation                           C0       6483360       264036.35       25000              JPY       25000
Katy Industries                              C0       486026107        217700       31100              USD       31100
KCS Energy Inc.                              C0       482434206     6170062.5     2820600              USD     2710600
Keebler Food Co.                             C0       487256109      10222800      243400              USD      243400
Kerr McGee Corp.                             C0       492386107      50377030      760408              USD      760408
Ketch Energy Ltd.                            C0       492557103     391693.76      180000              CAD      180000
Key Energy Group Inc                         C0       492914106       2453125      250000              USD      250000
Key Production Company Inc                   C0       493138101     686143.75       31100              USD       31100
Keystone Cons Industries Inc.                C0       493422109       84012.5       28600              USD       28600
Keywest Energy Corp                          C0       493940100     755560.93      925900              CAD      925900
Kone Oyj-b Shs                               C0       5792528      3323341.06       54500              EUR       54500
Koninklijke Philips Electrs SP               C0       500472303         55234        1414                         1414
Kopin Corp                                   C0       500600101      10884600      604700              USD      144700
Kroger Co.                                   C0       501044101      10279475      455600              USD      455600
Kulicke & Soffa Industries Inc.              C0       501242101      700237.5       52600              USD       52600
Kyocera Corp                                 C0       6499260      2570355.58       16800              JPY
L-3 Communications Holdings Inc.             C0       502424104    11850027.5      209735              USD      205735
Ladish Co. Inc.                              C0       505754200   10862066.27      827586              USD      827586
Lafarge                                      C0       4502706       274627.01        3984              EUR
Lamson & Sessions Co                         C0       513696104        365425       31100              USD       31100
Laser Mortgage Mgt. Inc.                     C0       51806D100         89425       29200              USD       29200
Lear Corp.                                   C0       521865105   23908018.75     1162700              USD     1162700
Lexicon Genetics Inc                         C0       528872104       9639300      304800              USD      288000
Lexmark International Inc.                   C0       529771107       4620375      123210              USD        1510
Liberty-Stein Roe Growth Fund                CB       531273407     351152.65     5791.74              USD
Liberty-Stein Roe Intermediate Bond Fd       CB       53127P309     268378.93     31426.1              USD
Lifeminders Inc.                             C0       53220Q105    1085654.81       47331              USD       47331
Lilly Industries Inc.                        C0       532491107      12894450      437100              USD      437100
Lindberg Corp.                               C0       535171102    1987751.13      260769              USD      260769
Linear Technology Corp.                      C0       535678106        259000        4000              USD
Lithia Motors Inc-cl A                       CLA      536797103      369812.5       30500              USD       30500
Logdian Inc.                                 C0       54021P106       89412.5       31100              USD       31100
Loox Ltd.                                    C0       0660738               0      750000              GBP      750000
Loral Space and Communication                C0       G56462107      63985.43     10446.6              USD     10446.6
Louis Dreyfus Natural Gas                    C0       546011107       8963175      226200              USD      186400
LVMH Moet Hennessy Louis Vuiad               C0       502441207         19756        1450                         1450
Lucent Technologies Inc.                     C0       549463107    11221010.5      367160              USD      366160
Lydall Inc.                                  C0       550819106     355706.25       31100              USD       31100
M & F Worldwide Corp                         C0       552541104     172631.25       29700              USD       29700
M/i Schottenstein Homes Inc                  C0       55305B101      633662.5       31100              USD       31100
Mac-Gray Corp.                               C0       554153106         94575       29100              USD       29100
Macromedia Inc                               C0       556100105   30091109.38      372500              USD      372500
Magin Energy Inc.                            C0       558910204    4467856.43     2440000              CAD     2232700
Magin Energy Inc. 144A;Reg S(TSE)            C0       558910X91     1733334.2      666667              USD      666667
Malayan Banking Berhad                       C0       6556325       826052.63      215000              MYR
Mandalay Resort Group                        C0       562567107    11369812.5      443700              USD      443700
Manhattan Minerals Corp.                     C0       56310P101     249784.38      150000              CAD      150000
Marine Transport Corp.                       C0       567912100         41640       13880              USD        3920
Marinemax Inc                                C0       567908108        207225       30700              USD       30700
Maritrans Inc                                C0       570363101        160600       29200              USD       29200
Markel Corporation                           C0       570535104    2561395.08    16879.04              USD    15883.91
MarkWest Hydrocarbon Inc.                    C0       570762104     1667187.5      137500              USD      137500
Marsh & McLennan Inc.                        C0       571748102  253484664.75     1909639              USD     1892380
Maruzen Co Ltd                               C0       6569583      2405201.89      739000              JPY      739000
Matlack Systems Inc.                         C0       576901102         37500       30000              USD       30000
Mattson Technology Inc                       C0       577223100        907375       61000              USD       61000
Maxx Pete Ltd.                               C0       57777D201    5354308.21     1333975              CAD     1312275
MBNA Corp.                                   C0       55262L100     132378015     3438990              USD     3414765
McDonalds Corp.                              C0       580135101    2593106.25       85900              USD       85900
Mck Communications                           C0       581243102      14887250      658000              USD      620900
Meadowbrook Insurance Group                  C0       58319P108        113600       28400              USD       28400
Medarex Inc                                  C0       583916101   37952321.88      323600              USD      323600
Media Arts Group Inc                         C0       58439C102       99562.5       29500              USD       29500
Medigene Ag                                  C0       5997936       487220.09        4700              EUR         800
Medimmune Inc                                C0       584699102    51991567.5      673030              USD      463790
Medtronic Inc.                               C0       585055106    29561103.9      571020              USD      570440
Mellon Financial Corp.                       C0       58551A108     5949912.5      128300              USD      128300
Mercantile Bankshares Corp.                  C0       587405101    2076181.25       57589              USD       57589
Merck & Company Inc.                         C0       589331107   16868058.56      226607              USD      225007
Mercury Interactive Corp                     C0       589405109   295641472.5     1886220              USD     1723330
Meristar Hotels & Resorts                    C0       589988104      83581.25       31100              USD       31100
Merlon Petro. Co. P.P. w/reg. rts.           WRT      590069XX3      10750171        1700              USD        1700
Merrill Lynch & Co. Inc.                     C0       590188108       2706000       41000              USD       41000
Mesa Air Group Inc.                          C0       590479101    6779986.73     1239769              USD     1239769
Mestek Inc                                   C0       590829107      509262.5       31100              USD       31100
Met-pro Corp                                 C0       590876306        303750       30000              USD       30000
METHANEX CORP                                C0       59151K108    5486231.25     1083700              USD     1083700
Metris Companies Inc.                        C0       591598107    7293675.01      184650              USD      177100
Metromedia Fiber Network Inc.                C0       591689104   26558648.75     1093780              USD     1093780
Metron Technology N.V.                       C0       N5665B105        160000       20000              USD       20000
MGM Grand Inc                                C0       552953101    4789667.18      125425              USD      125425
Microfinancial Inc                           C0       595072109        247500       27500              USD       27500
Micromuse Inc                                C0       595094103   46871487.51      233300              USD      233300
Micros Systems Inc                           C0       594901100       8868800      588800              USD      588800
Microsoft Corp.                              C0       594918104  347280702.05     5758482              USD     5719772
Midnight Oil & Gas Ltd. PP                   C0       659991996    1492735.35     2250000              CAD     2250000
Mikasa Inc.                                  C0       59862T109      476512.5       29100              USD       29100
Miller Exploration Co.                       C0       600533103        439400      219700              USD      200300
Millipore                                    C0       601073109      70389375     1453200              USD     1453200
Minnesota Mining & Manufacturing             C0       604059105       3426300       37600              USD       37600
Minolta-QMS Inc.                             C0       604312108     181501.99       31100              USD       31100
Mobility Electronics Inc                     C0       60741U101        399675       43800              USD       43800
Molecular Biosystems Inc                     C0       608513107         13900       27800              USD       27800
Montedison SPA                               C0       5676127       289773.78      146380              EUR
Moodys Corp.                                 C0       615369105   19529506.25      567100              USD      567100
Morgan Stanley Dean Witter and Co.           C0       617446448  232921486.95     2547690              USD     2534160
Mortons Restaurant Group Inc                 C0       619429103        599400       29600              USD       29600
Mossimo Inc                                  C0       619696107      35959.38       31100              USD       31100
Mosvold Shipping Limited                     C0       4744456      4158394.67     8645411              NOK     8645411
Motorola Inc.                                C0       620076109       2463300       85400              USD       66600
MRV Communications Inc.                      C0       553477100     1604062.5       35400              USD       32100
Msc.software Corporation                     C0       553531104        319060       30100              USD       30100
Murata Mfg Co Ltd                            C0       6610403       415318.28        3000              JPY        3000
Myriad Genetics Inc                          C0       62855J104       3053700       35400              USD       33000
Nabors Industries Inc.                       C0       629568106       1624400       31000              USD       21000
Nashua Corp                                  C0       631226107     245531.25       29100              USD       29100
National Fuel Gas Co. N J                    C0       636180101    1906146.48       34484              USD       34484
National-Oilwell Inc.                        C0       637071101   23384564.07   748306.05              USD    737628.3
Natural Microsystems Corp                    C0       638882100    5051526.56       93900              USD       88400
Navistar International Corp. New             C0       63934E108    3858943.75      128900              USD      128900
Nco Group Inc                                C0       628858102     3694312.5      311100              USD      311100
NCR Corp.                                    C0       62886E108    2136218.75       57138              USD       57138
Nec Corp -sponsored Adr                      AR       629050204     542396.25        5180              USD        5180
NEC Corporation                              C0       6640400      3847141.71      169000              JPY       77000
Neff Corp                                    C0       640094108        132125       30200              USD       30200
NetCom Systems AB                            C0       5065060      1633822.16       31800              SEK        2300
Netro Corp                                   C0       64114R109       6363450      107400              USD      101100
Network Appliance Inc.                       C0       64120L104       5956055       46760              USD         660
Network Commerce Inc.                        C0       64122T105    2174290.63      388700              USD      363300
Nevsun Resources Ltd.                        C0       64156L101      61699.73      400000              CAD      400000
Newfocus Inc                                 C0       644383101   33999346.88      430200              USD      430200
NewPark Resources Inc.                       C0       651718504      23050075     2491900              USD     2369400
NEXTEL Communications Inc. Cl. A             CLA      65332V103      69524169     1487148              USD     1329748
Nextlink Communications - A                  C0       65333H707  243768408.29  6927698.99              USD   505748.99
Niagara Mohawk Holdings Inc.                 C0       653520106    1503050.43       97150              USD       97150
Nicor Inc.                                   C0       654086107     821462.11       23102              USD       23102
Nikon Corp                                   C0       6642321      1233065.96       61000              JPY
Nintendo Co. Ltd.                            C0       6639550       734943.66        4000              JPY        4000
NN Inc.                                      C0       629337106        855000       95000              USD       95000
Nobel Affiliates Inc                         C0       654894104     1897087.5       51100              USD       51100
Noble Drilling Corp                          C0       655042109     152136050     3018360              USD     2965450
Noel Group Liquidating Trust Unit            C0       65599A990         48875      115000              USD      115000
Noel Group Units                             C0       655260305          5525       13000              USD       13000
Nogatech Inc                                 C0       654919109        318750       37500              USD       37500
Nokia AB                                     C0       5655212      1736900.62       42800              EUR        7400
Nokia Corp. ADR                              AR       654902204   50722566.87     1270038              USD     1240268
Norsk Hydro Asa                              C0       4645805      1340387.86       32000              NOK       10000
Norsk Hydro Asa -Spons ADR                   AR       656531605    1250334.39       31245              USD       31245
Nortek Inc.                                  C0       656559101     2662502.5      152143              USD      152143
Nortel Networks Holding Co.                  C0       656568102  363449703.59     6064255              CAD     5645180
North Atlantic Trading PIK                   PFD      657337408     5880132.9   340877.27              USD   340877.27
North Fork Bancorporation Inc.               C0       659424105      957987.5       45000              USD       45000
Nova Measuring Instruments Ltd               C0       M7516K103       2665000      266500              USD      266500
Novartis AG ADR                              AR       66987V109       7970710      208844              USD      208844
Novastar Financial Inc                       C0       669947400      106562.5       27500              USD       27500
Novellus Systems Inc.                        C0       670008101   55479009.38     1190700              USD     1190700
Noven Pharmaceuticals Inc                    C0       670009109       4740975      110900              USD      104000
NRG Energy Inc                               C0       629377102       1095000       30000              USD       30000
NS Group Inc.                                C0       628916108   13020906.14   655634.75              USD   655634.75
Nuance Communications Inc                    C0       669967101      16062750      132000              USD      132000
Nuevo Energy Company                         C0       670509108      10889025      592600              USD      543100
Nuveen NY Dividend Adv Muni                  C0       67066X107      361987.5       29400              USD       29400
Nymagic Inc.                                 C0       629484106      439162.5       29400              USD       29400
O2wireless Solutions Inc.                    C0       689803104        919275       47600              USD       47600
Oakley Inc.                                  C0       673662102     5974762.5      340200              USD      322000
Oakwood Homes                                C0       674098108         46650       31100              USD       31100
Ocean Energy Inc.                            C0       67481E106  129078909.06     8357876              USD     8198404
Octel Corp                                   C0       675727101        277500       29600              USD       29600
Official Payments Corp                       C0       676235104     567656.25       70000              USD       70000
Ogden Corp.                                  C0       676346109     9888147.5      734042              USD      734042
OGE Energy Corp.                             C0       670837103    3982272.85      188897              USD      188897
Oil Search Limited                           C0       6657604      1978212.44     2303800              AUD     2303800
Oil-dri Corp                                 C0       677864100        254625       29100              USD       29100
Olympia Energy Inc.                          C0       68147L104     143966.03      100000              CAD      100000
Omega Protein Corp                           C0       68210P107       62262.5       29300              USD       29300
OMI Corp.                                    C0       Y6476W104    29281512.5     3496300              USD     3336700
Omnicom Group                                C0       681919106   28548831.57      391415              USD      385300
Omnova Solutions Inc.                        C0       682129101     342093.75       61500              USD       61500
ON Semiconductor Corporation                 C0       682189105       1087500      100000              USD      100000
Open TV                                      C0       G67543101       3627575      109100              USD      103200
Oracle Corp.                                 C0       68389X105  161096906.25     2034585              USD     2035075
Oregon Steel Mills Inc                       C0       686079104       58312.5       31100              USD       31100
OSCA Inc                                     C0       687836106       3697400      222400              USD      222400
Oshkosh BGosh Inc. Cl. A                     CLA      688222207    3508774.14      230556              USD      230556
Osmonics Inc                                 C0       688350107       2106400      263300              USD      263300
OSullivan Ind Holdings                       PFD      67104Q205         28630       40900              USD       40900
Oxford Industries Inc.                       C0       691497309        536250       30000              USD       30000
P-Co.M Inc.                                  C0       693262107        331250       50000              USD       50000
Packaged Ice Inc.                            C0       695148106        453750      165000              USD      165000
Packaging Corp Of America                    C0       695156109    5903049.56      533609              USD      533609
Packeteer Inc                                C0       695210104    8714243.75      229700              USD      216700
Pain Therapeutics Inc.                       C0       69562K100     3593987.5      181400              USD      171000
Palm Inc                                     C0       696642107      46606175      880400              USD      880400
Panavision Inc                               C6       69830E209      134587.5       19400              USD       19400
Par Technology Corp/del                      C0       698884103      92181.25       30100              USD       30100
Parker Drilling Co                           C0       701081101       1050000      150000              USD      150000
Partnerre Holdings Ltd.                      C0       G6852T105   34702665.94      731545              USD      727245
Pason Systems Inc.                           C0       702925108    2977111.39      554000              CAD      554000
Pathmark Stores Inc.                         C0       70322A101    1970490.52   160039.83              USD   160039.83
Patina Oil & Gas Corp.                       C0       703224105      10189160      509458              USD      477342
Patina Oil & Gas Corp. Wts.                  WRT      703224113        331500       51000              USD       51000
Patterson Energy Inc                         C0       703414102    11395312.5      331500              USD      292500
Payless Cashways Inc.                        C0       704378405        130625      110000              USD
PBOC Holdings Inc.                           C0       69316G108     6602757.5      776795              USD      776795
PE Corp. - Celera Genomics Corp.             C0       69332S201       5778250       58000              USD       58000
PE Corp.-PE Biosystems Group                 C0       69332S102  353572919.18     3035077              USD     2807092
Pease O&G Ser B PIK Pfd (Restricted)         PFD      705019602       1400000       40000              USD       40000
Pease Oil & Gas Company                      C0       705019701      10421.88       23000              USD       23000
Pease Oil & Gas Company                      C0       705109XY0       6753.26       17500              USD       17500
Pechiney SA-A Shs                            C0       4943792      5420585.35      135400              EUR       73300
Peco Energy Co.                              C0       693304107    3737464.05       61700              USD       23800
Peco Ii Inc                                  C0       705221109        318325        6800              USD        6800
Pediatrix Medical Group Inc                  C0       705324101      400412.5       31100              USD       31100
Pendaries Petroleum Ltd                      C0       706905106    1303217.68      467700              CAD      445700
Penn Engineering & Mfg-cl A                  CLA      707389102      642862.5       21700              USD       21700
Penn Engr & Mfg Corp. New                    C0       707389300    6183944.88      196706              USD      196706
Penn Treaty Amer Corp                        C0       707874103        545625       30000              USD       30000
Penn Virginia Corp                           C0       707882106        785200       30200              USD       30200
Penn-america Group Inc                       C0       707247102        233250       31100              USD       31100
Pennaco Energy Inc.                          C0       708046107      24759375     1425000              USD     1328200
Pentacon Inc                                 C0       709620108      50118.75       29700              USD       29700
Pepsiamericas Inc.                           C0       71343P101      96837.01       29900              USD       29900
Peregrine Systems Inc                        C0       71366Q101   29409096.88     1555500              USD     1555500
Petro-Canada                                 C0       004116232       3593535      165220              USD      165220
Petrochina Co Ltd                            C0       6226576      9105673.96    44649300              HKD    22395900
Petroleo Brasileiro SA                       AR       71654V408    2663537.51       89940              USD       89940
Petroleum Geo-Services A/S ADR               C0       716597109        790050       45800              USD       26000
Petroleum Geo-Services ASA                   C0       5469372        381944.4       22500              NOK        4400
Petroquest Energy Inc.                       C0       716748108    1675346.64      481000              CAD      460000
Petsec Energy Ltd. ADR                       AR       715796108          4000       16000              USD       16000
Pfizer Inc.                                  C0       717081103   567587333.5  12633539.5              USD    12026486
Pharmaceutical Resources Inc                 C0       717125108        254475       35100              USD       35100
Pharmacia Corporation                        C0       71713U102  620875411.42    10316237              USD     9840662
Phase Metrics                                C0       717217103    1699940.62  1228635.91              USD   228635.91
Philip Morris Cos. Inc.                      C0       718154107   52052270.63     1768230              USD     1768230
Philips Electronic NY SHR                    C0       500472303     444561.23     23964.5              USD     23964.5
Philips Electronics NV                       C0       5986622      3092283.82    61723.04              USD       17460
Phone.com Inc.                               C0       71920Q100   48039740.63      421300              USD      421300
Piccadilly Cafeterias Inc                    C0       719567109         82250       37600              USD       37600
Pier 1 Imports Inc/del                       C0       720279108     3246862.5      239400              USD      224500
Pilgrims Pride Corp -cl A                    CLA      721467207        161175       30700              USD       30700
Pillowtex Corp                               C0       721501104       89412.5       31100              USD       31100
Pinnacle West Capital Corp.                  C0       723484101    9837224.37      195424              USD      195424
Pioneer Corp -spon Adr                       AR       723646105        531300       13740              USD       13740
Pitney Bowes Inc.                            C0       724479100       3927975       100485             USD       100485
Pixelworks Inc                               C0       72581M107    5011956.25      105100              USD      105100
Plains Resources Inc.                        C0       726540503   31888670.76     1689466              USD     1581466
Plains Resources Ser E Pfd Res PP            C0       726540EE3   11747065.71    18670.73              USD    18670.73
Plantronics Inc.                             C0       727493108       1406000       37000              USD       37000
Playboy Enterprises Inc.                     C0       728117201      399912.5       29900              USD       29900
PMC-Sierra Inc.                              C0       69344F106      34384035      159740              USD      113740
Pohang Iron & Steel-spon Adr                 AR       730450103        789700       44570              USD       44570
Polycom Inc                                  C0       73172K104   32894125.01      489600              USD      489600
Polymer Group Inc.                           C0       731745105    1169866.76      158626              USD      158626
Polyone Corporation                          C0       73179P106    2394624.38      327470              USD      327470
Post Energy Corp.                            C0       73742U103    3289484.51      745600              CAD      745600
Powertel Inc.                                C0       73936C109     768651.12    10105.52              USD    10105.52
Powerwave Technologies Inc                   C0       739363109   40611375.01     1069600              USD     1069600
Precision Drilling Corp.                     C0       74022D100    3726235.65      104300              CAD      104300
Premcor USA Inc.                             PFD      740608302       2697450       12845              USD       12845
Primex Technologies Inc.                     C0       741597108       8881500      305600              USD      305600
Priority Healthcare Corp.                    C0       74264T102      12413500      162800              USD      153400
Probe Exploration Inc. 144A                  C0       742905995             0      498200              USD      498200
Procter & Gamble Company                     C0       742718109      18644693      278279              USD      275539
Protection One Inc. Wts                      C0       743663148          2800       11200              USD       11200
Protein Design Labs Inc                      C0       74369L103        602500        5000              USD        5000
Proton Energy Systems                        C0       74371K101       1145000       40000              USD       38500
Providian Financial Corp.                    C0       74406A102      42887900      337700              USD      337700
Proxicom Inc                                 C0       744282104   12205321.88      628900              USD      628900
PTEK Holdings Inc.                           C0       69366M104      773437.5      250000              USD      250000
Pulitzer Publishing Co                       C0       745769109       1039390       24200              USD       24200
Pure Resources Inc.                          C0       74622E102    35332735.1  1667621.71              USD   587297.51
Qlogic Corp                                  C0       747277101   43047156.26      489000              USD      489000
Quaker Chemical Corp                         C0       747316107        499800       29400              USD       29400
Quaker Oats                                  C0       747402105     1384687.5       17500              USD       17500
Qualcomm Inc                                 C0       747525103      988237.5       13870              USD        6070
Questar Corp.                                C0       748356102    5633951.15      203326              USD      203326
Quorum Health Group Inc.                     C0       749084109      12463230      963986              USD      963986
Qwest Communications Intl Inc.               C0       749121109  121751639.26     2533912              USD     2504776
R & B Falcon Corp                            C0       74912E101  135630838.75     4867356              USD     4797356
Radian Group Inc.                            C0       750236101       2247750       33300              USD       31000
Radiant Systems Inc.                         C0       75025N102    7180931.25      335950              USD      318250
Range Resources Corp                         C0       75281A109     871543.75      181100              USD      181100
Rational Software Corp                       C0       75409P202        263625        3800              USD        3800
RAYTECH CORP-DEL                             C0       755103108       85187.5       29000              USD       29000
RB Asset Inc. 15.00 Pfd Ser A                C1       749254207       3724000      200000              USD      200000
RDO Equipment Company Cl. A                  CLA      749413100      86656.25       29500              USD       29500
Re-Waste Group PLC                           C0       0054717               0      235000              GBP      235000
Real Time Data Ser B Cvt Pfd                 PFD      756028999     1951472.5       42194              USD       42194
Real Time Data Ser C Cvt Pfd PP              PFD      756028981             0       61184              USD       61184
Reckitt Benckiser PLC                        C0       0727871       385028.05       31500              GBP
Redback Networks Inc.                        C0       757209101   63326208.13      385480              USD      385480
Reed International plc                       C0       0730835      1670932.81      210400              GBP      210400
Reed Intl Plc -spons Adr                     AR       758212872     510890.64       16630              USD       16630
Regeneration Technologies                    C0       75886N100        783750       95000              USD       95000
Register.com                                 C0       75914g101        153900       16200              USD       16200
Remington Oil & Gas Corp.                    C0       759594302    3128118.75      299700              USD      282600
Renaissance RE Holdings                      C0       G7496G103      16930650      264800              USD      264800
Renal Care Group Inc                         C0       759930100       2421250      130000              USD      130000
Renault SA                                   C0       4712798      6277607.02      145800              EUR       76500
Repsol S.A.                                  C0       5669354       515933.13       28000              EUR        6000
Republic Group Inc                           C0       760473108     571995.38       31129              USD       31129
Republic Services Inc                        C0       760759100       4864125      373077              USD      373077
Resortquest Intl Inc                         C0       761183102        193125       30000              USD       30000
Reunion Industries Inc.                      C0       761312107     459821.51   241217.84              USD   241217.84
Reuters Group Plc-spons Adr                  AR       76132M102     922598.75        8680              USD        8680
Revlon Inc-cl A                              CLA     761525500      201962.5       30200              USD       30200
Richland Petroleum Corp.                     C0       763901105    3864890.85     1641000              CAD     1589400
Richmond County Financial Corp               C0       764556106    8945480.82      369839              USD      369839
Ricoh Company Limited                        C0       6738220      1803838.83       99000              JPY
Right Management Consultants Inc.            C0       766573109       1150000      100000              USD      100000
Rightchoice Managed Care-a                   C0       76657K101        708100       29200              USD       29200
Rio Tinto Limited                            C0       6220103       173637.63       12950              AUD
Rio Tinto Plc-Reg                            C0       0718875      2241792.86      154521              GBP      101921
Rita Medical Systems Inc                     C0       76774E103     499800.02       44800              USD       44800
Ritchie Brothers Auctioneers Inc.            C0       767744105      921262.5       43100              USD       43100
Rohm & Haas                                  C0       775371107     3667687.5      126200              USD      126200
Rohm Company Limited                         C0       6747204        657054.1        2400              JPY        2400
Romarco Minerals Inc.                        C0       775903107       57699.2      223000              CAD      223000
Ross Stores Inc.                             C0       778296103       3162500      220000              USD      220000
Rouge Inds Inc Del Cl A                      CLA      779088103      87468.75       31100              USD       31100
Royal Appliance Mfg Co                       C0       780076105     184656.25       31100              USD       31100
Royal Dutch Petroleum                        C0       5202704      3577206.14       59100              EUR       11600
Royal Dutch Petroleum NY Shares              C0       780257804   56211785.02      938020              USD      934140
RSL Communications Ltd. Class A              CLA      G7702U102     133157.48    66578.75              USD    66578.75
Rti International Metals Inc                 C0       74973W107     449006.25       31100              USD       31100
Rural Cellular Corp-cl A                     CLA      781904107       3474375       51000              USD       48000
S1 Corporation                               C0       78463B101    2017079.38      168970              USD        2070
Safeway Inc.                                 C0       786514208636029.4999999     2027520              USD     2009270
Saint Paul Cos. Inc.                         C0       792860108  237411869.07     4767192              USD     4722137
Saipem S.P.A.                                C0       4768768      8775410.02     1576150              EUR      754150
Salem Communications Corp                    C0       794093104     698548.38       55058              USD       55058
Sampo Insurance Co A-Share                   C0       5226038       634178.85       13000              EUR       13000
Samsung Electronics                          C0       6771720       242548.53        1339              KRW
Samsung Electronics- Pfd NV                  C0       6773812       780343.43        9500              KRW
Sandisk Corp                                 C0       80004C101   61230032.82      917730              USD      917730
Sangstat Medical Corp                        C0       801003104    2281906.25      178100              USD      178100
Sanofi-Sythelabo SA                          C0       5671735       911716.93       16940              EUR        3600
SAP AG SPONSORED ADR                         AR       803054204        892365       15340              USD       15340
SAP AG-Vorzug                                C0       4846868      3019428.36       12200              EUR       12200
Sawtek Inc.                                  C0       805468105    8993398.45      233500              USD      220600
SBC Communications Inc.                      C0       78387G103       5394675      108000              USD      108000
SCANA Corp -W/I                              C0       80589M102    7047561.87      230682              USD      230682
Schering AG                                  C0       4845757      2645628.71       40400              EUR       40400
Schering-Plough Inc.                         C0       806605101   10952249.38      235474              USD      232740
Schlumberger Ltd.                            C0       806857108   58376601.24      709397              USD      704447
SCHW Rueckversicherungs-Reg                  C0       4850029       237128.04         124              CHF
Schwab (Charles) Corp.                       C0       808513105    1360315.31     38393.5              USD       28970
Scp Pool Corp                                C0       784028102        592500       20000              USD       20000
Scripps Co