13F-HR
1
g77788ae13fvhr.txt
INVESCO INSTITUTIONAL (N.A.), INC.
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2002
Check here if Amendment [ ]; Amendment Number:
This Amendment (check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: INVESCO Institutional (N.A.), Inc.
Address: 1360 Peachtree St., N.E.
Atlanta, Georgia 30309
13F File Number:
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Harold Jordan
Title: Assistant General Counsel
Phone: 404-439-3489
Signature, Place and Date of Signing:
s/s Atlanta, Georgia 8/12/02
----------------------- --------------------- ---------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[x] 13F HOLDING REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers:
Form 13F Information Table Entry Total: 1,622
Form 13F Information Table Value Total: 34,938,589
List of Other Included Managers:
No. 13F File Number Name
SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER
AC MOORE ARTS & CRAFTS INC COM 00086T103 0 0 0 0 0 0
ADC TELECOMMUNICATIONS INC COM 886101 306 97959 97959 0 0 0
ABN AMRO HOLDING NV ADR SPONSORED AD 937102 544 28704 28704 0 0 0
AFLAC INC COM 1055102 89995 2832714 2543708 0 24850 0
AGCO CORP COM 1084102 4370 222600 46600 0 0 0
AGL RESOURCES INC COM 1204106 9356 416000 384500 0 700 0
AES CORPORATION COM 00130H105 6684 1136757 1093657 0 0 0
AMB PROPERTY CORP COM 00163T109 4704 161650 161050 0 0 0
AMLI RESIDENTIAL PROPERTIES SH BEN INT 1735109 657 27018 27018 0 0 0
AMR CORP/DEL COM 1765106 6972 342949 331779 0 11000 0
AOL TIME WARNER COM 00184A105 151669 8384108 6836558 522260 43230 0
AT&T CORP COM 1957109 58297 4821901 2866022 0 1055000 0
AT&T CANADA INC DEPS RCPT CL 00207Q202 718 23400 0 0 0 0
ATMI INC COM 00207R101 588 23600 23600 0 0 0
AT&T WIRELESS SVCS INC COM 00209A106 19829 2509962 2037577 0 0 0
AVX CORP COM 2444107 91 4400 4300 0 0 0
AXT INC COM 00246W103 985 117500 117500 0 0 0
AAIPHARMA INC COM 00252W104 8268 388700 333400 0 1100 0
ABBOTT LABORATORIES COM 2824100 104564 2302160 1794860 2600 270000 0
ABERCROMBIE & FITCH CO CL A CL A 2896207 566 19900 19900 0 0 0
ACCLAIM ENTERTAINMENT INC COM PAR $0.0 4325205 1292 260500 224100 0 700 0
ACCREDO HEALTH INC COM 00437V104 1258 23475 23475 0 0 0
ACTIVISION INC COM NEW 4930202 8210 254335 228135 0 500 0
ACTION PERFORMANCE COS INC COM 4933107 417 11900 11900 0 0 0
ACTEL CORP COM 4934105 32 1400 1400 0 0 0
ACTERNA CORP COM 00503U105 15 11300 11300 0 0 0
ACUITY BRANDS INC COM 00508Y102 1439 87600 87600 0 0 0
ACXIOM CORP COM 5125109 5469 317200 121000 0 0 0
ADAPTEC INC COM 00651F108 96 7900 7900 0 0 0
ADELPHIA COMMUNICATIONS CL A*O CL A 006848*OLD 20 25000 25000 0 0 0
ADOBE SYSTEMS INC COM 00724F101 1382 39152 39152 0 0 0
ADVANCED FIBRE COMMUNICATION COM 00754A105 1451 80100 80100 0 0 0
ADVO INC COM 7585102 1398 34100 34100 0 0 0
AEROFLEX INC COM 7768104 1082 96600 96600 0 0 0
AEROPOSTALE INC COM 7865108 132 4900 4900 0 0 0
ADVANCED MICRO DEVICES COM 7903107 692 64314 64314 0 0 0
AEGON NV AMER REG SHR ORD AMER REG 7924103 184 8668 8668 0 0 0
ADVENT SOFTWARE INC COM 7974108 40 1100 1100 0 0 0
AETHER SYSTEMS INC COM 00808V105 2121 618400 531500 0 1700 0
AETNA US HEALTHCARE INC -NEW COM 00817Y108 26903 572166 549786 0 22000 0
AFFILIATED COMPUTER SVCS CL A CL A 8190100 13789 255400 253400 0 2000 0
AFFILIATED MANAGERS GROUP COM 8252108 3179 46250 46150 0 0 0
AFFYMETRIX INC COM 00826T108 235 10200 10200 0 0 0
AFTERMARKET TECHNOLOGY CORP COM 8318107 4329 197600 174300 0 500 0
AGERE SYSTEMS INC CL A CL A 00845V100 4635 1473894 142869 0 1103 0
AGERE SYSTEMS INC- CL B W/I CL B 00845V209 10637 3575829 3506501 0 27065 0
AGILENT TECHNOLOGIES INC COM 00846U101 20414 799619 747541 0 0 0
AGILE SOFTWARE CORP DE COM 00846X105 0 0 0 0 0 0
AIR PRODUCTS & CHEMICALS INC COM 9158106 243374 4966807 3838652 413715 557680 0
AIRBORNE INC COM 9269101 1337 61500 57500 0 100 0
SECURITY VOTING VOTING VOTING
DESCRIPTION SOLE SHARED NONE
AC MOORE ARTS & CRAFTS INC 0 0 0
ADC TELECOMMUNICATIONS INC 86359 0 3600
ABN AMRO HOLDING NV ADR 24562 0 4142
AFLAC INC 2241883 0 332920
AGCO CORP 32400 0 14200
AGL RESOURCES INC 268500 0 84100
AES CORPORATION 958957 0 42600
AMB PROPERTY CORP 161650 0 0
AMLI RESIDENTIAL PROPERTIES 27018 0 0
AMR CORP/DEL 277659 0 65290
AOL TIME WARNER 4787713 80030 2462005
AT&T CORP 2419718 0 1382564
AT&T CANADA INC 0 0 0
ATMI INC 13400 0 10200
AT&T WIRELESS SVCS INC 1842696 0 46594
AVX CORP 4300 0 0
AXT INC 75800 0 41700
AAIPHARMA INC 240800 0 68000
ABBOTT LABORATORIES 1652860 0 312700
ABERCROMBIE & FITCH CO CL A 11100 0 8800
ACCLAIM ENTERTAINMENT INC 163200 0 44600
ACCREDO HEALTH INC 12975 0 10500
ACTIVISION INC 157400 0 59035
ACTION PERFORMANCE COS INC 9400 0 0
ACTEL CORP 1400 0 0
ACTERNA CORP 0 0 11300
ACUITY BRANDS INC 12600 0 75000
ACXIOM CORP 68700 0 52300
ADAPTEC INC 7100 0 800
ADELPHIA COMMUNICATIONS CL A*O 0 0 25000
ADOBE SYSTEMS INC 37352 0 1800
ADVANCED FIBRE COMMUNICATION 48800 0 31300
ADVO INC 26900 0 0
AEROFLEX INC 59650 0 36950
AEROPOSTALE INC 2800 0 2100
ADVANCED MICRO DEVICES 63314 0 1000
AEGON NV AMER REG SHR 7976 0 692
ADVENT SOFTWARE INC 1100 0 0
AETHER SYSTEMS INC 385900 0 106900
AETNA US HEALTHCARE INC -NEW 456876 0 115290
AFFILIATED COMPUTER SVCS CL A 117800 0 137600
AFFILIATED MANAGERS GROUP 41450 0 4700
AFFYMETRIX INC 10200 0 0
AFTERMARKET TECHNOLOGY CORP 127400 0 29000
AGERE SYSTEMS INC CL A 129203 0 12635
AGERE SYSTEMS INC- CL B W/I 3171097 0 310105
AGILENT TECHNOLOGIES INC 700555 0 43764
AGILE SOFTWARE CORP DE 0 0 0
AIR PRODUCTS & CHEMICALS INC 2782207 60480 1978700
AIRBORNE INC 38000 0 17700
AIRGAS INC COM 9363102 4777 303900 271400 0 700 0
AIRGATE PCS INC COM 9367103 236 23200 0 0 0 0
AKAMAI TECHNOLOGIES COM 00971T101 37 18700 18700 0 0 0
AKZO NOBEL NV ADR SPONSORED AD 10199305 18 400 400 0 0 0
ALASKA AIR GROUP INC COM 11659109 1210 44800 44700 0 0 0
ALASKA COMM SYSTEMS GROUP COM 01167P101 276 47900 0 0 0 0
ALBANY INTL CORP CL A CL A 12348108 1771 70900 70900 0 0 0
ALBANY MOLECULAR RESEARCH COM 12423109 16 810 810 0 0 0
ALBEMARLE CORP COM 12653101 6519 206900 188400 0 400 0
ALBERTO CULVER CO CL B CL B CONV 13068101 296 5646 5646 0 0 0
ALBERTSON'S INC COM 13104104 6345 182158 149158 0 0 0
ALCAN INC COM 13716105 2317 61356 57356 0 0 0
ALCOA INC COM 13817101 152381 4483116 3954099 213100 51220 0
ALEXANDER & BALDWIN INC COM 14482103 1409 53000 53000 0 0 0
ALEXANDRIA REAL EST EQUITIES COM 15271109 2139 46000 46000 0 0 0
ALKERMES INC COM 01642T108 190 10500 10500 0 0 0
ALLEGHENY ENERGY INC COM 17361106 3184 91893 17093 52600 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 132 7858 7858 0 0 0
ALLEGIANCE TELECOM INC COM 01747T102 0 0 0 0 0 0
ALLERGAN INC COM 18490102 9637 152242 117342 0 0 0
ALLIANCE GAMING CORP COM NEW 01859P609 498 40200 40200 0 0 0
ALLIANT TECHSYSTEMS INC COM 18804104 6259 59500 54100 0 0 0
ALLIED CAPITAL CORP COM 01903Q108 757 30800 30800 0 0 0
ALLIED WASTE INDUSTRIES INC COM PAR$.01N 19589308 212 19328 19328 0 0 0
ALLMERICA FINANCIAL CORP COM 19754100 582 12218 11000 1118 0 0
ALLOS THERAPEUTICS INC COM 19777101 7275 861961 861961 0 0 0
ALLSTATE CORP COM 20002101 62548 1656450 823450 0 765000 0
ALLTEL CORP COM 20039103 29368 587005 508305 0 0 0
ALPHA INDUSTRIES INC*OLD COM 20753109 358 38700 38700 0 0 0
ALTERA CORPORATION COM 21441100 110362 6608488 5759848 644440 49910 0
ALZA CORP (JNJ) CVT 0.0 07-28- SB DB CV ZER 02261WAB5 125 150000 0 0 0 0
AMAZON.COM INC COM 23135106 21561 1200500 1162300 0 0 0
AMBAC FINANCIAL GROUP INC COM 23139108 13701 205564 198164 0 0 0
AMCOR LIMITED ADR ADR NEW 02341R302 36 1800 1800 0 0 0
AMERADA HESS CORP COM 23551104 1112 13733 13633 0 0 0
AMEREN CORPORATION COM 23608102 695 16244 14944 1300 0 0
AMERICA MOVIL- SERIES L ADR SPON ADR L S 02364W105 20 1200 1200 0 0 0
AMCORE FINANCIAL INC COM 23912108 536 23800 23800 0 0 0
AMERICAN AXLE & MFG HOLDINGS COM 24061103 249 8800 8000 0 0 0
AMERICAN CAPITAL STRATEGIES COM 24937104 46 1535 1535 0 0 0
AMERICAN ELECTRIC POWER COM 25537101 1304 31564 31564 0 0 0
AMERICAN EAGLE OUTFITTERS COM 2.55E+109 2127 100000 38000 0 0 0
AMERICAN EXPRESS COMPANY COM 25816109 32064 780343 571943 0 0 0
AMERICAN GREETINGS CORP CL A CL A 26375105 1171 58421 51421 0 300 0
AMERICAN INTERNATIONAL GROUP COM 26874107 540857 8378886 6287827 385902 1157134 0
AMERICAN ITALIAN PASTA CO CL A CL A 27070101 986 20420 20420 0 0 0
AMERICAN MANAGEMENT SYSTEMS COM 27352103 2550 122600 105300 0 400 0
AMERICAN MEDICAL SYS HLDGS COM 02744M108 25 1100 1100 0 0 0
AMERICAN MED SECURITY GROUP COM 02744P101 5246 276100 239300 0 700 0
AMERICAN POWER CONVERSION COM 29066107 405 29809 29809 0 0 0
AMERICAN STANDARD COMPANIES COM 29712106 517 7030 7030 0 0 0
AMERICAN TOWER CORP CL A CL A 29912201 58 15000 15000 0 0 0
AMERICAN WOODMARK CORP COM 30506109 588 9400 9400 0 0 0
AIRGAS INC 198500 0 46000
AIRGATE PCS INC 0 0 0
AKAMAI TECHNOLOGIES 18700 0 0
AKZO NOBEL NV ADR 0 0 400
ALASKA AIR GROUP INC 29500 0 12800
ALASKA COMM SYSTEMS GROUP 0 0 0
ALBANY INTL CORP CL A 43000 0 27900
ALBANY MOLECULAR RESEARCH 0 0 810
ALBEMARLE CORP 131300 0 43200
ALBERTO CULVER CO CL B 5646 0 0
ALBERTSON'S INC 107458 0 36100
ALCAN INC 45456 0 500
ALCOA INC 3035761 22610 1196343
ALEXANDER & BALDWIN INC 33300 0 19700
ALEXANDRIA REAL EST EQUITIES 46000 0 0
ALKERMES INC 10500 0 0
ALLEGHENY ENERGY INC 69693 0 0
ALLEGHENY TECHNOLOGIES INC 7858 0 0
ALLEGIANCE TELECOM INC 0 0 0
ALLERGAN INC 50042 0 89500
ALLIANCE GAMING CORP 22900 0 17300
ALLIANT TECHSYSTEMS INC 28000 0 23600
ALLIED CAPITAL CORP 0 0 30800
ALLIED WASTE INDUSTRIES INC 19328 0 0
ALLMERICA FINANCIAL CORP 12118 0 0
ALLOS THERAPEUTICS INC 861961 0 0
ALLSTATE CORP 746150 0 793300
ALLTEL CORP 468605 0 6100
ALPHA INDUSTRIES INC*OLD 22000 0 16700
ALTERA CORPORATION 4052288 83600 2322430
ALZA CORP (JNJ) CVT 0.0 07-28- 0 0 0
AMAZON.COM INC 1109000 0 37300
AMBAC FINANCIAL GROUP INC 179964 0 9500
AMCOR LIMITED ADR 1800 0 0
AMERADA HESS CORP 13633 0 0
AMEREN CORPORATION 16244 0 0
AMERICA MOVIL- SERIES L ADR 0 0 1200
AMCORE FINANCIAL INC 18600 0 0
AMERICAN AXLE & MFG HOLDINGS 5600 0 1400
AMERICAN CAPITAL STRATEGIES 1535 0 0
AMERICAN ELECTRIC POWER 31564 0 0
AMERICAN EAGLE OUTFITTERS 21500 0 16500
AMERICAN EXPRESS COMPANY 466743 0 42400
AMERICAN GREETINGS CORP CL A 38621 0 9900
AMERICAN INTERNATIONAL GROUP 4914486 51767 2799286
AMERICAN ITALIAN PASTA CO CL A 11610 0 8810
AMERICAN MANAGEMENT SYSTEMS 76100 0 21600
AMERICAN MEDICAL SYS HLDGS 1100 0 0
AMERICAN MED SECURITY GROUP 173100 0 45200
AMERICAN POWER CONVERSION 29809 0 0
AMERICAN STANDARD COMPANIES 7030 0 0
AMERICAN TOWER CORP CL A 15000 0 0
AMERICAN WOODMARK CORP 7400 0 0
AMERICREDIT CORP COM 03060R101 647 18615 18615 0 0 0
AMERISTAR CASINOS INC COM 03070Q101 3261 120300 103200 0 0 0
AMERUS GROUP CO COM 03072M108 385 10900 10900 0 0 0
AMERISOURCEBERGEN CORP COM 3.07E+108 2183 28717 28717 0 0 0
AMERIGROUP CORP COM 03073T102 2233 77000 67700 0 200 0
AMGEN INC COM 31162100 100812 2230838 910298 0 1140000 0
AMSOUTH BANCORPORATION COM 32165102 834 37925 37825 0 0 0
ANADARKO PETROLEUM CORP COM 32511107 7223 145186 112486 0 0 0
ANALOG DEVICES COM 32654105 3851 109937 76937 0 0 0
ANAREN MICROWAVE INC COM 32744104 459 37300 37300 0 0 0
ANDREW CORP COM 34425108 591 35600 35500 0 0 0
ANDRX GROUP COM 34553107 6085 146603 146603 0 0 0
ANHEUSER-BUSCH COS INC COM 35229103 107437 2121165 1932155 0 4300 0
ANIXTER INTERNATIONAL INC COM 35290105 6027 218590 188790 0 600 0
ANNTAYLOR STORES CORP COM 36115103 669 24150 24150 0 0 0
ANSOFT CORP COM 36384105 1465 207540 177940 0 600 0
ANSYS INC COM 03662Q105 8280 311990 275190 0 800 0
ANTHEM INC COM 03674B104 15391 219020 207830 0 11000 0
ANTEON INTERNATIONAL CORP COM 3.67E+111 283 12300 12300 0 0 0
ANTIGENICS INC/DEL COM 37032109 971 107500 92200 0 300 0
AON CORP COM 37389103 2021 62492 62492 0 0 0
APACHE CORP COM 37411105 16784 311160 303960 0 0 0
APARTMENT INVT & MGMT CO CL A CL A 03748R101 24424 524113 522113 0 0 0
APOGEE ENTERPRISES INC COM 37598109 838 62800 54200 0 200 0
APOLLO GROUP INC CL A CL A 37604105 20464 600117 583317 0 0 0
UNIV OF PHOENIX ONLINE COM UNV PHOE 37604204 401 13733 13733 0 0 0
APOGENT TECHNOLIGIES INC COM 03760A101 834 33600 33400 0 0 0
APPLE COMPUTER INC COM 37833100 887 38715 38515 0 0 0
APPLEBEE'S INTL INC COM 37899101 4858 127300 112300 0 300 0
APRIA HEALTHCARE GROUP INC COM 37933108 277 12100 12100 0 0 0
APPLERA CORP-APPLIED BIOSYSTEM COM AP BIO G 38020103 1655 92387 88987 0 0 0
APPLIED INDUSTRIAL TECH INC COM 03820C105 486 25400 25400 0 0 0
APPLIED MATERIALS INC COM 38222105 110779 5169360 2339660 4400 2489700 0
APPLIED MICRO CIRCUITS CORP COM 03822W109 27964 4532269 3986269 423540 35480 0
APTARGROUP INC COM 38336103 147 4000 4000 0 0 0
AQUILA INC COM 03840P102 602 47000 46800 0 0 0
ARCHER-DANIELS-MIDLAND CO COM 39483102 23465 1663018 1321818 0 0 0
ARCHSTONE-SMITH TRUST COM 39583109 16278 605114 602314 0 0 0
ARDEN REALTY INC COM 39793104 3105 113743 113743 0 0 0
ARGOSY GAMING COMPANY COM 40228108 1867 68200 68000 0 0 0
ARIBA INC COM 04033V104 136 45900 45900 0 0 0
ARMOR HOLDINGS INC COM 42260109 524 20700 20700 0 0 0
ARRIS GROUP INC COM 04269Q100 20 3100 3100 0 0 0
ARROW ELECTRONICS INC COM 42735100 8165 336300 280800 0 0 0
ARTISAN COMPONENTS INC COM 42923102 35 2900 2600 0 0 0
ARVINMERITOR INC. COM 43353101 800 31700 31700 0 0 0
ASCENTIAL SOFTWARE CORP COM 04362P108 0 27 27 0 0 0
ASHLAND INC COM 44204105 8498 225837 141637 0 0 0
ASIAINFO HOLDINGS INC COM 04518A104 2863 238600 204200 0 700 0
ASPEN TECHNOLOGY INC COM 45327103 370 33300 33300 0 0 0
ASSOCIATED BANC CORP COM 45487105 5489 147550 147150 0 0 0
ASSOCIATED ESTATES REALTY CORP COM 45604105 1012 103813 98413 0 100 0
ASTORIA FINANCIAL CORP COM 46265104 7105 205400 202000 0 0 0
AMERICREDIT CORP 10415 0 8200
AMERISTAR CASINOS INC 77200 0 16600
AMERUS GROUP CO 9200 0 0
AMERISOURCEBERGEN CORP 10180 0 18537
AMERIGROUP CORP 49200 0 11500
AMGEN INC 704318 0 1321780
AMSOUTH BANCORPORATION 37825 0 0
ANADARKO PETROLEUM CORP 70386 0 74800
ANALOG DEVICES 59137 0 17800
ANAREN MICROWAVE INC 21200 0 16100
ANDREW CORP 35500 0 0
ANDRX GROUP 135573 0 11030
ANHEUSER-BUSCH COS INC 1710525 0 189420
ANIXTER INTERNATIONAL INC 135800 0 37490
ANNTAYLOR STORES CORP 13800 0 10350
ANSOFT CORP 127100 0 37640
ANSYS INC 200300 0 46590
ANTHEM INC 178900 0 40120
ANTEON INTERNATIONAL CORP 7000 0 5300
ANTIGENICS INC/DEL 66700 0 18700
AON CORP 62492 0 0
APACHE CORP 278021 0 15539
APARTMENT INVT & MGMT CO CL A 514323 0 9690
APOGEE ENTERPRISES INC 40000 0 10400
APOLLO GROUP INC CL A 549117 0 24100
UNIV OF PHOENIX ONLINE 7800 0 5933
APOGENT TECHNOLIGIES INC 28600 0 4800
APPLE COMPUTER INC 38515 0 0
APPLEBEE'S INTL INC 84300 0 18900
APRIA HEALTHCARE GROUP INC 10200 0 1900
APPLERA CORP-APPLIED BIOSYSTEM 79187 0 300
APPLIED INDUSTRIAL TECH INC 20000 0 0
APPLIED MATERIALS INC 1477760 0 3336100
APPLIED MICRO CIRCUITS CORP 2617164 49060 1787705
APTARGROUP INC 4000 0 0
AQUILA INC 26900 0 19900
ARCHER-DANIELS-MIDLAND CO 1231618 0 25800
ARCHSTONE-SMITH TRUST 590571 0 14143
ARDEN REALTY INC 110443 0 0
ARGOSY GAMING COMPANY 68000 0 0
ARIBA INC 44900 0 1000
ARMOR HOLDINGS INC 0 0 20700
ARRIS GROUP INC 3100 0 0
ARROW ELECTRONICS INC 227600 0 47900
ARTISAN COMPONENTS INC 2200 0 200
ARVINMERITOR INC. 19200 0 12500
ASCENTIAL SOFTWARE CORP 27 0 0
ASHLAND INC 112037 0 24100
ASIAINFO HOLDINGS INC 146800 0 42100
ASPEN TECHNOLOGY INC 18300 0 15000
ASSOCIATED BANC CORP 116250 0 30900
ASSOCIATED ESTATES REALTY CORP 79513 0 6400
ASTORIA FINANCIAL CORP 162400 0 42500
ASTRAZENECA PLC ADR SPONSORED AD 46353108 480 11025 11025 0 0 0
ASYST TECHNOLOGIES INC COM 04648X107 615 38600 33100 0 100 0
ATLANTIC COAST AIRLINES HLDG COM 48396105 476 22700 22700 0 0 0
ATRIX LABS INC COM 04962L101 608 25000 25000 0 0 0
ATWOOD OCEANICS INC COM 50095108 8607 201100 172000 0 600 0
AUDIOVOX CORP CL A CL A 50757103 0 0 0 0 0 0
AUTODESK INC COM 52769106 847 65162 64962 0 0 0
AUTOLIV INC COM 52800109 65 2800 2800 0 0 0
AUTOMATIC DATA PROCESSING COM 53015103 272964 5275685 4491375 510770 37070 0
AUTONATION INC COM 05329W102 8576 516300 501000 0 0 0
AUTOZONE INC COM 53332102 68847 849859 820959 0 0 0
AVALONBAY COMMUNITIES INC COM 53484101 14988 314875 313375 0 0 0
AVAYA INC COM 53499109 698 109058 49058 0 0 0
AVERY DENNISON CORP COM 53611109 11917 186501 178001 0 0 0
AVICI SYSTEMS INC COM 05367L109 45 28210 28210 0 0 0
AVNET INC COM 53807103 28 1300 1200 0 0 0
AVOCENT CORPORATION COM 53893103 279 13000 12900 0 0 0
AVON PRODUCTS INC COM 54303102 1212 23146 23146 0 0 0
AXA ADR SPONSORED AD 54536107 271 14090 14090 0 0 0
AZTAR CORP COM 54802103 10913 588300 513700 0 0 0
BB&T CORPORATION COM 54937107 1971 53058 53058 0 0 0
BASF AG ADR SPONSORED AD 55262505 448 9846 9846 0 0 0
BCE INC COM 05534B109 3542 188300 0 0 0 0
THE BISYS GROUP INC COM 55472104 25192 735520 735520 0 0 0
BJ SERVICES CO COM 55482103 3463 95728 95728 0 0 0
BP PLC ADR SPONSORED AD 55622104 6653 132879 132879 0 0 0
BRE PROPERTIES CL A CL A 5.56E+109 4968 154570 153770 0 0 0
BT GROUP PLC-ADS ADR 5.58E+104 757 18719 18190 0 0 0
BMC SOFTWARE INC COM 55921100 3148 192782 192782 0 0 0
BAKER HUGHES INC COM 57224107 11743 332770 243070 0 0 0
BALL CORP COM 58498106 14370 356752 327452 0 0 0
BANCORPSOUTH INC COM 59692103 3380 156700 134100 0 500 0
BANDAG INC COM 59815100 448 14500 14500 0 0 0
BANK OF AMERICA CORP COM 60505104 323333 4342951 3119851 0 840000 0
BANK OF NEW YORK CO INC COM 64057102 81804 2307601 1720042 0 474370 0
BANK ONE CORP COM 06423A103 36192 914411 795311 0 0 0
BANTA CORP COM 66821109 1273 37100 37100 0 0 0
BARD (C.R.) INC COM 67383109 831 15165 15065 0 0 0
BARNES & NOBLE INC COM 67774109 1942 64000 18000 0 0 0
BARRICK GOLD CORP COM 67901108 3008 134473 52473 0 0 0
BARR LABORATORIES INC COM 68306109 3582 55790 55790 0 0 0
BAUSCH & LOMB INC COM 71707103 195 5254 5254 0 0 0
BAXTER INTERNATIONAL INC COM 71813109 25328 479698 459698 0 0 0
BAYER AG ADR SPONSORED AD 72730302 545 16899 16899 0 0 0
BEA SYSTEMS INC COM 73325102 5152 534445 524145 0 10300 0
BEAR STEARNS COMPANIES INC COM 73902108 56719 965107 935507 0 0 0
BECKMAN COULTER INC COM 75811109 3674 74600 74600 0 0 0
BECTON DICKINSON & CO COM 75887109 5930 156546 149646 0 0 0
BED BATH & BEYOND INC COM 75896100 32941 959539 860889 0 0 0
BEDFORD PROPERTY INVESTORS COM PAR $0.0 76446301 5381 200100 178600 0 400 0
BELDEN INC COM 77459105 2314 107200 91800 0 300 0
BELLSOUTH CORP COM 79860102 141933 4417454 3302724 37000 32000 0
BELO CORPORATION COM SER A 80555105 34 1400 1300 0 0 0
ASTRAZENECA PLC ADR 11025 0 0
ASYST TECHNOLOGIES INC 24000 0 6700
ATLANTIC COAST AIRLINES HLDG 22700 0 0
ATRIX LABS INC 14200 0 10800
ATWOOD OCEANICS INC 123500 0 35600
AUDIOVOX CORP CL A 0 0 0
AUTODESK INC 64962 0 0
AUTOLIV INC 2800 0 0
AUTOMATIC DATA PROCESSING 3284930 68630 1656445
AUTONATION INC 464800 0 20100
AUTOZONE INC 776359 0 26500
AVALONBAY COMMUNITIES INC 304415 0 10360
AVAYA INC 49017 0 41
AVERY DENNISON CORP 155001 0 9800
AVICI SYSTEMS INC 28210 0 0
AVNET INC 1200 0 0
AVOCENT CORPORATION 12900 0 0
AVON PRODUCTS INC 23146 0 0
AXA ADR 11972 0 2118
AZTAR CORP 387100 0 73200
BB&T CORPORATION 53058 0 0
BASF AG ADR 8389 0 1457
BCE INC 0 0 0
THE BISYS GROUP INC 666070 0 69450
BJ SERVICES CO 95728 0 0
BP PLC ADR 130287 0 2592
BRE PROPERTIES CL A 151600 0 670
BT GROUP PLC-ADS 16766 0 1424
BMC SOFTWARE INC 148682 0 44100
BAKER HUGHES INC 73270 0 238500
BALL CORP 274352 0 28800
BANCORPSOUTH INC 96400 0 27700
BANDAG INC 8500 0 6000
BANK OF AMERICA CORP 2799951 0 1100500
BANK OF NEW YORK CO INC 1552902 0 644450
BANK ONE CORP 731411 0 8900
BANTA CORP 22500 0 14600
BARD (C.R.) INC 15065 0 0
BARNES & NOBLE INC 11000 0 7000
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