UNITED STATES
                          SECURITIES AND EXCHANGE COMMISSION
                                 Washington, DC 20549

                                  Form 13F Cover Page

Report for the Calendar Year or Quarter Ended: December 31, 2001

Check here if Amendment [   ]; Amendment Number:  _______

This Amendment:

[  ]  is a restatement.
[  ]  adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:  Federated Investors, Inc.

Address:  Federated Investors Tower
          1001 Liberty Avenue
          Pittsburgh, PA  15222-3779

Form 13F File Number:  28-5680

     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:  Lisa J. Ling
Title: Assistant Vice President and Compliance Officer
Phone: (412) 288-6399

Signature, Place, and Date of Signing:

/s/Lisa J. Ling   Pittsburgh, PA          February 14, 2002






                        COVER PAGE ADDENDUM FOR FORM 13F

     Federated   Investors,   Inc.   ("Investors")   is   affiliated   with  the
institutional investment managers listed on the summary page of this Form 13F in
the manner  described  below.  By virtue of Rule 13F-1(b)  under the  Securities
Exchange Act of 1934,  Investors is deemed to share  investment  discretion over
all investments  reported  herein.  This filing does not constitute an admission
that such investment discretion does in fact exist, but is made solely to comply
with applicable law.

     The information set forth below is numbered to correspond with the names of
the other  parties with respect to which this schedule is filed as listed at the
bottom of the cover page hereof:

1.   Federated  Investment  Counseling  ("FIC")  is  an  Investment  Adviser  to
     Federated   International   Funds,  Plc.  and  certain  private  investment
     accounts,  consisting  primarily of pension and retirement  plans. FIC is a
     wholly-owned  subsidiary  of  Investors.   Investors  exercises  investment
     discretion  over  certain  investments  as reported by FIC.  FIC  exercises
     investment  discretion over the investments  identified with the number "1"
     under Item 7 in the attached  tables.  This filing is made on behalf of FIC
     with  respect  to  all  investments  over  which  it  exercises  investment
     discretion.

2.   Federated  Investment  Management Company ("FIM") is the Investment Adviser
     to certain Federated Funds. FIM is a wholly-owned  subsidiary of Investors.
     Subject to guidelines established by the Boards of Trustees or Directors of
     the  aforementioned  Funds,  FIM exercises  investment  discretion over the
     investments  identified  with the number  "2" under Item 7 in the  attached
     tables.  This  filing  is  made  on  behalf  of  FIM  with  respect  to all
     investments over which it exercises investment discretion.

4.   Passport  Research  Ltd.  ("PR") is the  Investment  Adviser  to  Federated
     Utility  Fund,  Inc. PR is 50.5% owned  subsidiary  of Daily Cash  Research
     Corp.  Daily Cash Research Corp. is a wholly-owned  subsidiary of Federated
     Investors.  Subject to guidelines  established by the Boards of Trustees of
     the aforementioned  investment company, PR exercises investment  discretion
     over the  investments  identified  with the  number "4" under Item 7 in the
     attached  tables.  This filing is made on behalf of PR with  respect to all
     investments over which it exercises investment discretion.

21.  Federated Global Investment  Management Corp.  ("Global") is the Investment
     Adviser to certain international  Federated Funds. Global is a wholly-owned
     subsidiary of Investors.  Subject to guidelines established by the Board of
     Trustees  or  Directors  of  the  aforementioned  Funds,  Global  exercises
     investment discretion over the investments  identified with the number "21"
     under  Item 7 in the  attached  tables.  This  filing  is made on behalf of
     Global with respect to all investments  over which it exercises  investment
     discretion.

Report Type

[ X ] 13F HOLDING REPORT.

[  ]  13F NOTICE.

[  ]  13F COMBINATION REPORT.

Form 13 F Summary Page

Number of Other Included Managers:   4

Form 13F Information Table Entry Total:  1560
Form 13F Information Table Value Total:   $14,849,888

List of Other Included Managers:

     Provide a numbered  list of the name(s) and Form 13F file  number(s) of all
institutional  investment  managers  with respect to which this report is filed,
other than the manager filing this report.

No.      13F File Number      Name

01       28-1454              Federated Investment Counseling
02       28-2576              Federated Investment Management Company
04       28-2491              Passport Research, Ltd.
21       28-6486              Federated Global Investment Management Corp.




            Column 1                 Column 2      Column 3   Column 4     Column 5      Column 6  Column 7      Column 8
                                                                                                               Voting Authority
         Name of issuer              Title of      CUSIP       Value  Shrs     SH/  Put/Investment  Other  Sole Shared   None
                                                                       or
                                       Class                  (x$1000)prn      PRN  Call Discretion Managers
                                                                      amt
                                                                                      
ABB LTD                          SPONSORED ADR     000375204    33074 3514764 SH        DEFINED      02    0 3514764   0
ABBOTT LABS                      COMMON            002824100       12     216 SH        DEFINED      01    0     216   0
ABBOTT LABS                      COM               002824100     1795   32200 SH        DEFINED      01    0   32200   0
ABBOTT LABS                      COM               002824100   140898 2527315 SH        DEFINED      02    0 2527315   0
ACCLAIM ENTMT INC                COM PAR $0.02     004325205    12240 2309400 SH        DEFINED      02    0 2309400   0
ACE LTD                          ORD               G0070K103    46674 1162500 SH        DEFINED      02    0 1162500   0
ACE LTD                          ORD               G0070K103      803   20000 SH        DEFINED      21    0   20000   0
ADAPTEC INC                      SB NT CV 4.75%04  00651FAC2     3477 3750000 PRN       DEFINED      02    0 3750000   0
ADELPHIA COMMUNICATIONS CORP     CL A              006848105     5594  169800 SH        DEFINED      21    0  169800   0
ADVANCED DIGITAL INFORMATION     COM               007525108     2513  156700 SH        DEFINED      02    0  156700   0
ADVANCED ENERGY INDS             COM               007973100     1748   65600 SH        DEFINED      02    0   65600   0
ADVANCED MICRO DEVICES INC       COM               007903107     4376  275900 SH        DEFINED      02    0  275900   0
ADVANCEPCS                       COM               00790K109      875   29800 SH        DEFINED      02    0   29800   0
ADVO INC                         COM               007585102     1561   36300 SH        DEFINED      02    0   36300   0
AEROGEN INC                      COM               007779101     1050  300000 SH        DEFINED      02    0  300000   0
AES CORP                         COM               00130H105     1259   77000 SH        DEFINED      21    0   77000   0
AFFILIATED COMPUTER SERVICES     CL A              008190100       74     700 SH        DEFINED      01    0     700   0
AFFILIATED COMPUTER SERVICES     CL A              008190100   111850 1053900 SH        DEFINED      02    0 1053900   0
AFFILIATED MANAGERS GROUP        COM               008252108       70    1000 SH        DEFINED      01    0    1000   0
AFFILIATED MANAGERS GROUP        COM               008252108      211    3000 SH        DEFINED      02    0    3000   0
AFFILIATED MANAGERS GROUP        COM               008252108     1620   22985 SH        DEFINED      21    0   22985   0
AGILENT TECHNOLOGIES INC         SR DEB CV 144A21  00846UAA9    18506 16550000PRN       DEFINED      02    0 16550000  0
AIR PRODS & CHEMS INC            COM               009158106    21213  452200 SH        DEFINED      02    0  452200   0
AIRGAS INC                       COM               009363102     1315   87000 SH        DEFINED      02    0   87000   0
AKSYS LTD                        COM               010196103      233   50000 SH        DEFINED      02    0   50000   0
ALAMOSA HLDGS INC                COM               011589108     1180   98900 SH        DEFINED      02    0   98900   0
ALBANY INTL CORP                 CL A              012348108      864   39800 SH        DEFINED      02    0   39800   0
ALCOA INC                        COM               013817101     2413   67868 SH        DEFINED      01    0   67868   0
ALCOA INC                        COM               013817101    58268 1639042 SH        DEFINED      02    0 1639042   0
ALCOA INC                        COM               013817101     1253   32300 SH        DEFINED      21    0   32300   0
ALCOA INC COM                    COMMON            013817101        7     198 SH        DEFINED      01    0     198   0
ALEXANDER & BALDWIN INC          COM               014482103      387   14500 SH        DEFINED      02    0   14500   0
ALEXION PHARMACEUTICALS INC      COM               015351109     2444  100000 SH        DEFINED      02    0  100000   0
ALLEGHANY CORP DEL               COM               017175100       96     500 SH        DEFINED      01    0     500   0
ALLEGHANY CORP DEL               COM               017175100      115     600 SH        DEFINED      02    0     600   0
ALLEGHENY ENERGY INC             COM               017361106     1557   43000 SH        DEFINED      02    0   43000   0
ALLEGHENY ENERGY INC             COM               017361106     2046   56500 SH        DEFINED      04    0   56500   0
ALLEGHENY ENERGY INC             COM               017361106     1268   35000 SH        DEFINED      21    0   35000   0
ALLEGHENY ENERGY INC COM         COMMON            017361106        7     184 SH        DEFINED      01    0     184   0
ALLERGAN INC                     COM               018490102    12022  160190 SH        DEFINED      02    0  160190   0
ALLERGAN INC                     COM               018490102     1256   14900 SH        DEFINED      21    0   14900   0
ALLIANCE CAP MGMT HLDG L P       UNIT LTD PARTN    01855A101    19043  394100 SH        DEFINED      02    0  394100   0
ALLIANCE CAP MGMT HLDG L P UT    COMMON            01855A101        9     178 SH        DEFINED      01    0     178   0
ALLIANCE IMAGING INC             COM NEW           018606202    18300 1500000 SH        DEFINED      02    0 1500000   0
ALLIANT ENERGY CORP              COM               018802108       24     800 SH        DEFINED      01    0     800   0
ALLIANT ENERGY CORP              COM               018802108     6798  223900 SH        DEFINED      02    0  223900   0
ALLIANT ENERGY CORP              COM               018802108     2398   79000 SH        DEFINED      04    0   79000   0
ALLIANT TECHSYSTEMS INC          COM               018804104       31     400 SH        DEFINED      01    0     400   0
ALLIANT TECHSYSTEMS INC          COM               018804104     6778   87800 SH        DEFINED      02    0   87800   0
ALLIANT TECHSYSTEMS INC          COM               018804104      796    9400 SH        DEFINED      21    0    9400   0
ALLIED CAP CORP NEW              COM               01903Q108    17014  654400 SH        DEFINED      02    0  654400   0
ALLIED WASTE INDS INC            COM PAR$.01NEW    019589308     1040   74000 SH        DEFINED      21    0   74000   0
ALLMERICA FINL CORP              COM               019754100     4339   97400 SH        DEFINED      01    0   97400   0
ALLMERICA FINL CORP              COM               019754100    21335  478900 SH        DEFINED      02    0  478900   0
ALLMERICA FINL CORP COM          COMMON            019754100        4      87 SH        DEFINED      01    0      87   0
ALLOS THERAPEUTICS INC           COM               019777101     1457  210000 SH        DEFINED      02    0  210000   0
ALLSTATE CORP                    COM               020002101     7200  213638 SH        DEFINED      01    0  213638   0
ALLSTATE CORP                    COM               020002101    77941 2312800 SH        DEFINED      02    0 2312800   0
ALLSTATE CORP COM                COMMON            020002101        5     153 SH        DEFINED      01    0     153   0
ALLTEL CORP                      COM               020039103    13507  218800 SH        DEFINED      02    0  218800   0
ALLTEL CORP                      COM               020039103    14679  237800 SH        DEFINED      04    0  237800   0
ALPHA INDS INC                   COM               020753109       15     700 SH        DEFINED      01    0     700   0
ALPHA INDS INC                   COM               020753109     1038   47600 SH        DEFINED      02    0   47600   0
ALPHARMA INC                     CL A              020813101     4163  157400 SH        DEFINED      02    0  157400   0
ALVARION LTD                     SHS               M0861T100     2057  557576 SH        DEFINED      02    0  557576   0
AMB PPTY CORP COM                COMMON            00163T109        8     300 SH        DEFINED      01    0     300   0
AMB PROPERTY CORP                COM               00163T109     1552   59700 SH        DEFINED      02    0   59700   0
AMB PROPERTY CORP                COM               00163T109     1810   69600 SH        DEFINED      04    0   69600   0
AMCOR LTD ADR NEW                COMMON            02341R302        5     312 SH        DEFINED      01    0     312   0
AMDOCS LTD                       ORD               G02602103       31     900 SH        DEFINED      01    0     900   0
AMDOCS LTD                       ORD               G02602103    22249  654950 SH        DEFINED      02    0  654950   0
AMDOCS LTD                       ORD               G02602103     5956  171000 SH        DEFINED      21    0  171000   0
AMERCO                           COM               023586100     1124   59700 SH        DEFINED      02    0   59700   0
AMEREN CORP                      COM               023608102     1840   43500 SH        DEFINED      02    0   43500   0
AMEREN CORP                      COM               023608102     3722   88000 SH        DEFINED      04    0   88000   0
AMEREN CORP COM                  COMMON            023608102        9     208 SH        DEFINED      01    0     208   0
AMERICA MOVIL S A DE C V         SPON ADR L SHS    02364W105      693   35600 SH        DEFINED      21    0   35600   0
AMERICAN CAPITAL STRATEGIES      COM               024937104     1040   36700 SH        DEFINED      02    0   36700   0
AMERICAN ELEC PWR INC            COM               025537101     6003  137900 SH        DEFINED      02    0  137900   0
AMERICAN ELEC PWR INC            COM               025537101    25700  590400 SH        DEFINED      04    0  590400   0
AMERICAN ELEC PWR INC            COM               025537101      866   19900 SH        DEFINED      21    0   19900   0
AMERICAN ELECTRIC POWER          COMMON            025537101        6     147 SH        DEFINED      01    0     147   0
AMERICAN EXPRESS CO              COM               025816109     2577   72200 SH        DEFINED      02    0   72200   0
AMERICAN EXPRESS CO              COM               025816109     2443   66470 SH        DEFINED      21    0   66470   0
AMERICAN HOME PRODS CORP         COMMON            026609107        8     128 SH        DEFINED      01    0     128   0
AMERICAN HOME PRODS CORP         COM               026609107    67888 1106396 SH        DEFINED      02    0 1106396   0
AMERICAN INTL GROUP INC          COM               026874107      378    4762 SH        DEFINED      01    0    4762   0
AMERICAN INTL GROUP INC          COM               026874107    52829  665353 SH        DEFINED      02    0  665353   0
AMERICAN INTL GROUP INC          COM               026874107     2617   31154 SH        DEFINED      21    0   31154   0
AMERICAN MGMT SYS INC            COM               027352103      962   53182 SH        DEFINED      02    0   53182   0
AMERICAN NATL INS CO             COM               028591105      437    5200 SH        DEFINED      02    0    5200   0
AMERICAN NATL INS CO COM         COMMON            028591105        4      45 SH        DEFINED      01    0      45   0
AMERICAN PHARMACEUTICALS PTNRS   COM               02886P109     1560   75000 SH        DEFINED      02    0   75000   0
AMERICAN TOWER CORP              NT CONV     5%10  029912AF9     1355 2250000 PRN       DEFINED      02    0 2250000   0
AMERICREDIT CORP                 COM               03060R101     2489   78900 SH        DEFINED      02    0   78900   0
AMERIPATH INC                    COM               03071D109       42    1300 SH        DEFINED      01    0    1300   0
AMERIPATH INC                    COM               03071D109    15483  483700 SH        DEFINED      02    0  483700   0
AMERISOURCEBERGEN CORP           COM               03073E105    21056  331332 SH        DEFINED      02    0  331332   0
AMERISOURCEBERGEN CORP           COM               03073E105     2105   30100 SH        DEFINED      21    0   30100   0
AMERITRADE HLDG CORP             CL A              03072H109     1270  214490 SH        DEFINED      02    0  214490   0
AMGEN INC                        COM               031162100    13237  234531 SH        DEFINED      02    0  234531   0
AMGEN INC                        COM               031162100     1391   22400 SH        DEFINED      21    0   22400   0
AMGEN INC COM                    COMMON            031162100        6     101 SH        DEFINED      01    0     101   0
AMLI RESIDENTIAL PPTYS TR SH B   COMMON            001735109        6     232 SH        DEFINED      01    0     232   0
AMN HEALTHCARE SERVICES INC      COM               001744101     2055   75000 SH        DEFINED      02    0   75000   0
AMVESCAP PLC                     SPONSORED ADR     03235E100     1191   41050 SH        DEFINED      21    0   41050   0
ANADARKO PETE CORP               COM               032511107       45     800 SH        DEFINED      01    0     800   0
ANADARKO PETE CORP               COM               032511107     2820   49600 SH        DEFINED      02    0   49600   0
ANADIGICS INC                    COM               032515108     1967  129000 SH        DEFINED      02    0  129000   0
ANALOGIC CORP                    COM PAR $0.05     032657207       62    1600 SH        DEFINED      01    0    1600   0
ANALOGIC CORP                    COM PAR $0.05     032657207      189    4900 SH        DEFINED      02    0    4900   0
ANGLOGOLD LTD                    SPONSORED ADR     035128206      757   41900 SH        DEFINED      02    0   41900   0
ANGLOGOLD LTD ADR SPONSORED      COMMON            035128206        7     408 SH        DEFINED      01    0     408   0
ANHEUSER BUSCH COS INC           COMMON            035229103        9     202 SH        DEFINED      01    0     202   0
ANHEUSER BUSCH COS INC           COM               035229103   112606 2490726 SH        DEFINED      02    0 2490726   0
ANNTAYLOR STORES CORP            COM               036115103       32     900 SH        DEFINED      01    0     900   0
ANNTAYLOR STORES CORP            COM               036115103     1372   39200 SH        DEFINED      02    0   39200   0
ANTHEM INC                       COM               03674B104    15652  316200 SH        DEFINED      02    0  316200   0
ANTHEM INC                       EQTY SEC UNITS    03674B203    23851  370500 SH        DEFINED      02    0  370500   0
ANTHEM INC COM                   COMMON            03674B104       12     236 SH        DEFINED      01    0     236   0
AOL TIME WARNER INC              COM               00184A105      191    5950 SH        DEFINED      01    0    5950   0
AOL TIME WARNER INC              COM               00184A105    21314  663973 SH        DEFINED      02    0  663973   0
AOL TIME WARNER INC              COM               00184A105     2018   57400 SH        DEFINED      21    0   57400   0
AOL TIME WARNER INC COM          COMMON            00184A105        6     187 SH        DEFINED      01    0     187   0
APACHE CORP                      PFD C DP 1/50     037411600      833   18000 SH        DEFINED      02    0   18000   0
APACHE CORP COM                  COMMON            037411105        6     116 SH        DEFINED      01    0     116   0
APPLE COMPUTER INC               COMMON            037833100        8     358 SH        DEFINED      01    0     358   0
APPLE COMPUTER INC               COM               037833100     9732  444388 SH        DEFINED      02    0  444388   0
APPLEBEES INTL INC               COM               037899101     1536   44900 SH        DEFINED      02    0   44900   0
APPLIED MATLS INC                COM               038222105      241    6000 SH        DEFINED      01    0    6000   0
APPLIED MATLS INC                COM               038222105    22338  557055 SH        DEFINED      02    0  557055   0
APPLIED MICRO CIRCUITS CORP      COM               03822W109     9545  843200 SH        DEFINED      02    0  843200   0
APPLIED MOLECULAR EVOLUTION IN   COM               03823E108     1368  111140 SH        DEFINED      02    0  111140   0
APRIA HEALTHCARE GROUP INC       COM               037933108       55    2200 SH        DEFINED      01    0    2200   0
APRIA HEALTHCARE GROUP INC       COM               037933108    12662  506700 SH        DEFINED      02    0  506700   0
APTARGROUP INC                   COM               038336103     1524   43500 SH        DEFINED      02    0   43500   0
ARADIGM CORP                     COM               038505103      615   86667 SH        DEFINED      02    0   86667   0
ARAMARK CORP                     CL B              038521100     9934  369300 SH        DEFINED      02    0  369300   0
ARCHSTONE SMITH TR               COM               039583109      949   36100 SH        DEFINED      02    0   36100   0
ARCHSTONE-SMITH TRUST COM        COMMON            039583109        6     231 SH        DEFINED      01    0     231   0
ARDEN RLTY INC                   COM               039793104     1553   58600 SH        DEFINED      02    0   58600   0
ARDEN RLTY INC COM               COMMON            039793104        5     202 SH        DEFINED      01    0     202   0
ARGONAUT TECHNOLOGIES INC        COM               040175101     2247  535000 SH        DEFINED      02    0  535000   0
ARQULE INC                       COM               04269E107     8500  500000 SH        DEFINED      02    0  500000   0
ARRAY BIOPHARMA INC              COM               04269X105     4458  300000 SH        DEFINED      02    0  300000   0
ARRIS GROUP INC                  COM               04269Q100      514   52699 SH        DEFINED      02    0   52699   0
ASHLAND INC                      COM               044204105     5825  126400 SH        DEFINED      01    0  126400   0
ASHLAND INC                      COM               044204105    25109  544900 SH        DEFINED      02    0  544900   0
ASHLAND INC COM                  COMMON            044204105        4      94 SH        DEFINED      01    0      94   0
ASPECT MED SYS INC               COM               045235108     2000  200000 SH        DEFINED      02    0  200000   0
ASPEN TECHNOLOGY INC             COM               045327103      660   39300 SH        DEFINED      02    0   39300   0
ASYST TECHNOLOGY CORP            COM               04648X107     1104   86500 SH        DEFINED      02    0   86500   0
AT&T CORP                        COM               001957109      194   10700 SH        DEFINED      01    0   10700   0
AT&T CORP                        COM               001957109    30850 1700689 SH        DEFINED      02    0 1700689   0
AT&T CORP                        COM               001957109     6881  363300 SH        DEFINED      21    0  363300   0
AT&T CORP COM                    COMMON            001957109        4     205 SH        DEFINED      01    0     205   0
AT&T WIRELESS SVCS INC           COM               00209A106     3136  218252 SH        DEFINED      02    0  218252   0
AT&T WIRELESS SVCS INC           COM               00209A106     2846  188050 SH        DEFINED      21    0  188050   0
ATI TECHNOLOGIES INC             COM               001941103     5715  450000 SH        DEFINED      02    0  450000   0
ATMI INC                         COM               00207R101     1221   51200 SH        DEFINED      02    0   51200   0
ATRIX LABS INC                   COM               04962L101     3607  175000 SH        DEFINED      02    0  175000   0
ATTUNITY LTD                     ORD               M15332105       63   45000 SH        DEFINED      02    0   45000   0
AUDIOCODES LTD                   ORD               M15342104      258   45700 SH        DEFINED      21    0   45700   0
AUTOMATIC DATA PROCESSING INC    COM               053015103     1378   23400 SH        DEFINED      02    0   23400   0
AVALONBAY CMNTYS INC             COM               053484101     1831   38700 SH        DEFINED      02    0   38700   0
AVALONBAY CMNTYS INC COM         COMMON            053484101        4      78 SH        DEFINED      01    0      78   0
AVANEX CORP                      COM               05348W109      100   17000 SH        DEFINED      02    0   17000   0
AVAYA INC                        COM               053499109     7975  656364 SH        DEFINED      02    0  656364   0
AVIRON                           COM               053762100       30     600 SH        DEFINED      01    0     600   0
AVIRON                           COM               053762100     2168   43600 SH        DEFINED      02    0   43600   0
AVON PRODS INC                   COM               054303102     4269   91800 SH        DEFINED      01    0   91800   0
AVON PRODS INC                   COM               054303102     9570  205800 SH        DEFINED      02    0  205800   0
AWARE INC MASS                   COM               05453N100      276   33200 SH        DEFINED      02    0   33200   0
AXCELIS TECHNOLOGIES INC         COM               054540109     1141   88548 SH        DEFINED      02    0   88548   0
AXT INC                          COM               00246W103      620   43000 SH        DEFINED      02    0   43000   0
BAKER HUGHES INC                 COM               057224107       40    1100 SH        DEFINED      01    0    1100   0
BAKER HUGHES INC                 COM               057224107     8406  230500 SH        DEFINED      02    0  230500   0
BANK AMER CORP COM               COMMON            060505104       13     214 SH        DEFINED      01    0     214   0
BANK NEW YORK INC                COMMON            064057102        7     183 SH        DEFINED      01    0     183   0
BANK NEW YORK INC                COM               064057102       33     800 SH        DEFINED      01    0     800   0
BANK NEW YORK INC                COM               064057102    12762  312786 SH        DEFINED      02    0  312786   0
BANK NEW YORK INC                COM               064057102     1417   31800 SH        DEFINED      21    0   31800   0
BANK OF AMERICA CORPORATION      COM               060505104     8920  141700 SH        DEFINED      01    0  141700   0
BANK OF AMERICA CORPORATION      COM               060505104   154401 2452754 SH        DEFINED      02    0 2452754   0
BANK ONE CORP                    COM               06423A103      908   23240 SH        DEFINED      21    0   23240   0
BANTA CORP                       COM               066821109     1116   37800 SH        DEFINED      02    0   37800   0
BARD C R INC                     COM               067383109     6082   94300 SH        DEFINED      01    0   94300   0
BARRICK GOLD CORP                COM               067901108     1043   65400 SH        DEFINED      02    0   65400   0
BARRICK GOLD CORP COM            COMMON            067901108        4     260 SH        DEFINED      01    0     260   0
BAXTER INTL INC                  COMMON            071813109       15     285 SH        DEFINED      01    0     285   0
BAXTER INTL INC                  COM               071813109     9407  175400 SH        DEFINED      01    0  175400   0
BAXTER INTL INC                  COM               071813109   172682 3219882 SH        DEFINED      02    0 3219882   0
BCE INC                          COM               05534B109     2392  104900 SH        DEFINED      02    0  104900   0
BCE INC                          COM               05534B109    13545  594100 SH        DEFINED      04    0  594100   0
BEA SYS INC                      COM               073325102       32    2100 SH        DEFINED      01    0    2100   0
BEA SYS INC                      COM               073325102    10273  667100 SH        DEFINED      02    0  667100   0
BEA SYS INC COM                  COMMON            073325102        6     390 SH        DEFINED      01    0     390   0
BEAR STEARNS COS INC             COM               073902108     6807  116086 SH        DEFINED      01    0  116086   0
BEAR STEARNS COS INC             COM               073902108   103520 1765353 SH        DEFINED      02    0 1765353   0
BEAR STEARNS COS INC             COM               073902108     1078   18383 SH        DEFINED      21    0   18383   0
BEAR STEARNS COS INC COM         COMMON            073902108       12     204 SH        DEFINED      01    0     204   0
BECKMAN COULTER INC              COM               075811109     1475   33300 SH        DEFINED      02    0   33300   0
BED BATH & BEYOND INC            COM               075896100      180    5300 SH        DEFINED      01    0    5300   0
BED BATH & BEYOND INC            COM               075896100    17279  509700 SH        DEFINED      02    0  509700   0
BELLSOUTH CORP                   COMMON            079860102       15     401 SH        DEFINED      01    0     401   0
BELLSOUTH CORP                   COM               079860102     4599  120544 SH        DEFINED      01    0  120544   0
BELLSOUTH CORP                   COM               079860102    80932 2121407 SH        DEFINED      02    0 2121407   0
BELLSOUTH CORP                   COM               079860102    14890  390300 SH        DEFINED      04    0  390300   0
BELLSOUTH CORP                   COM               079860102     1679   44000 SH        DEFINED      21    0   44000   0
BELO CORP                        COM SER A         080555105     1301   63300 SH        DEFINED      21    0   63300   0
BEST BUY INC                     COM               086516101     5750   77200 SH        DEFINED      02    0   77200   0
BIO TECHNOLOGY GEN CORP          COM               090578105      613   74500 SH        DEFINED      02    0   74500   0
BIOGEN INC                       COM               090597105    14378  250700 SH        DEFINED      02    0  250700   0
BIONX IMPLANTS INC               COM               09064Q106     2975  850000 SH        DEFINED      02    0  850000   0
BJ SVCS CO                       COM               055482103    17195  529900 SH        DEFINED      02    0  529900   0
BJS WHOLESALE CLUB INC           COM               05548J106    22516  510557 SH        DEFINED      02    0  510557   0
BJS WHSL CLUB INC COM            COMMON            05548J106        9     201 SH        DEFINED      01    0     201   0
BLOCK H & R INC                  COM               093671105    11886  265900 SH        DEFINED      01    0  265900   0
BLOCK H & R INC                  COM               093671105   133426 2984913 SH        DEFINED      02    0 2984913   0
BLOCK H & R INC COM              COMMON            093671105        7     166 SH        DEFINED      01    0     166   0
BLYTH INC                        COM               09643P108      879   37800 SH        DEFINED      02    0   37800   0
BOB EVANS FARMS INC              COM               096761101     1130   46000 SH        DEFINED      02    0   46000   0
BOEING CO                        COM               097023105      935   24100 SH        DEFINED      02    0   24100   0
BOISE CASCADE CORP               COM               097383103     7346  216000 SH        DEFINED      02    0  216000   0
BOISE CASCADE CORP               COM               097383103     2530   68000 SH        DEFINED      21    0   68000   0
BOISE CASCADE CORP               UNIT ADJ EQ       097383855    20528  377000 SH        DEFINED      02    0  377000   0
BOOTS PLC ADR                    COMMON            099491201        4     215 SH        DEFINED      01    0     215   0
BORG WARNER INC                  COM               099724106       73    1400 SH        DEFINED      01    0    1400   0
BORG WARNER INC                  COM               099724106      225    4300 SH        DEFINED      02    0    4300   0
BORLAND SOFTWARE CORP            COM               099849101     7830  500000 SH        DEFINED      02    0  500000   0
BOSTON COMMUNICATIONS GROUP      COM               100582105     7945  700000 SH        DEFINED      02    0  700000   0
BOSTON PPTYS INC COM             COMMON            101121101        5     134 SH        DEFINED      01    0     134   0
BOSTON PROPERTIES INC            COM               101121101      866   22800 SH        DEFINED      02    0   22800   0
BOSTON SCIENTIFIC CORP           COM               101137107      130    5400 SH        DEFINED      01    0    5400   0
BOSTON SCIENTIFIC CORP           COM               101137107     8473  351300 SH        DEFINED      02    0  351300   0
BOWATER INC                      COM               102183100     9867  206862 SH        DEFINED      02    0  206862   0
BOWATER INC COM                  COMMON            102183100        7     150 SH        DEFINED      01    0     150   0
BP AMOCO P L C ADR SPONSORED     COMMON            055622104        5     103 SH        DEFINED      01    0     103   0
BP PLC                           SPONSORED ADR     055622104     6214  133600 SH        DEFINED      01    0  133600   0
BP PLC                           SPONSORED ADR     055622104    70277 1511000 SH        DEFINED      02    0 1511000   0
BRAUN CONSULTING INC             COM               105651103     1254  353300 SH        DEFINED      02    0  353300   0
BRE PPTYS INC CL A               COMMON            05564E106        4     124 SH        DEFINED      01    0     124   0
BRE PROPERTIES INC               CL A              05564E106      372   12000 SH        DEFINED      02    0   12000   0
BRISTOL MYERS SQUIBB CO          COMMON            110122108       14     282 SH        DEFINED      01    0     282   0
BRISTOL MYERS SQUIBB CO          COM               110122108     6941  136100 SH        DEFINED      01    0  136100   0
BRISTOL MYERS SQUIBB CO          COM               110122108   142183 2787910 SH        DEFINED      02    0 2787910   0
BROADCOM CORP                    CL A              111320107       41    1000 SH        DEFINED      01    0    1000   0
BROADCOM CORP                    CL A              111320107     2526   61800 SH        DEFINED      02    0   61800   0
BROADWING INC                    PFD CV DEP1/20    111620407      873   29100 SH        DEFINED      02    0   29100   0
BROADWING INC                    PFD CV DEP1/20    111620407     4539  151300 SH        DEFINED      04    0  151300   0
BROWN & BROWN INC                COM               115236101      453   16600 SH        DEFINED      02    0   16600   0
BRUKER AXS INC                   COM               11679P101     3924  600000 SH        DEFINED      02    0  600000   0
BUDGET GROUP INC                 CL A              119003101      631  709000 SH        DEFINED      02    0  709000   0
C COR NET CORP                   COM               125010108     2000  137300 SH        DEFINED      02    0  137300   0
CABLE & WIRELESS PUB LTD CO      SPONSORED ADR     126830207      428   28900 SH        DEFINED      02    0   28900   0
CABLE & WIRELESS PUB LTD CO      SPONSORED ADR     126830207     2325  157000 SH        DEFINED      04    0  157000   0
CABLEVISION SYS CORP             CL A NY CABLVS    12686C109     3132   66000 SH        DEFINED      02    0   66000   0
CABLEVISION SYS CORP             CL A NY CABLVS    12686C109     1590   33500 SH        DEFINED      21    0   33500   0
CABOT CORP                       COM               127055101     6812  190800 SH        DEFINED      02    0  190800   0
CABOT OIL & GAS CORP             CL A              127097103      924   38400 SH        DEFINED      02    0   38400   0
CADBURY SCHWEPPES PLC            ADR               127209302      322   12500 SH        DEFINED      02    0   12500   0
CADBURY SCHWEPPES PLC ADR        COMMON            127209302        4     139 SH        DEFINED      01    0     139   0
CADENCE DESIGN SYSTEM INC        COM               127387108     8360  381400 SH        DEFINED      02    0  381400   0
CAMBREX CORP                     COM               132011107     1277   29300 SH        DEFINED      02    0   29300   0
CAMDEN PPTY TR                   SH BEN INT        133131102      466   12700 SH        DEFINED      02    0   12700   0
CAMDEN PPTY TR SH BEN INT        COMMON            133131102        6     160 SH        DEFINED      01    0     160   0
CAPITAL ONE FINL CORP            COM               14040H105       65    1200 SH        DEFINED      01    0    1200   0
CAPITAL ONE FINL CORP            COM               14040H105    34216  634225 SH        DEFINED      02    0  634225   0
CARDINAL HEALTH INC              COM               14149Y108      841   13000 SH        DEFINED      01    0   13000   0
CARDINAL HEALTH INC              COM               14149Y108    36169  559370 SH        DEFINED      02    0  559370   0
CAREER EDUCATION CORP            COM               141665109     3822  111500 SH        DEFINED      02    0  111500   0
CARESCIENCE INC                  COM               141726109     1469 1175000 SH        DEFINED      02    0 1175000   0
CARLISLE COS INC                 COM               142339100     1405   38000 SH        DEFINED      02    0   38000   0
CARNIVAL CORP                    COM               143658102     6304  224500 SH        DEFINED      02    0  224500   0
CARRAMERICA RLTY CORP            COM               144418100      632   21000 SH        DEFINED      02    0   21000   0
CARRAMERICA RLTY CORP COM        COMMON            144418100        6     200 SH        DEFINED      01    0     200   0
CATALINA MARKETING CORP          COM               148867104     1117   32200 SH        DEFINED      02    0   32200   0
CATELLUS DEV CORP                COM               149111106     2206  119900 SH        DEFINED      02    0  119900   0
CATERPILLAR INC DEL              COM               149123101      334    6400 SH        DEFINED      02    0    6400   0
CATHAY BANCORP INC               COM               149150104       77    1200 SH        DEFINED      01    0    1200   0
CATHAY BANCORP INC               COM               149150104      167    2600 SH        DEFINED      02    0    2600   0
CELESTICA INC                    SUB VTG SHS       15101Q108      109    2700 SH        DEFINED      01    0    2700   0
CELESTICA INC                    SUB VTG SHS       15101Q108     4653  115200 SH        DEFINED      02    0  115200   0
CELGENE CORP                     COM               151020104    10393  325600 SH        DEFINED      02    0  325600   0
CELL THERAPEUTICS INC            COM               150934107     1646   68200 SH        DEFINED      02    0   68200   0
CEMEX S A                        SPON ADR 5 ORD    151290889      667   27000 SH        DEFINED      21    0   27000   0
CENDANT CORP                     COM               151313103    16419  837258 SH        DEFINED      01    0  837258   0
CENDANT CORP                     COM               151313103   367088 18719413SH        DEFINED      02    0 18719413  0
CENDANT CORP                     COM               151313103     3862  179700 SH        DEFINED      21    0  179700   0
CENDANT CORP COM                 COMMON            151313103       13     660 SH        DEFINED      01    0     660   0
CENTEX CORP                      COM               152312104     1664   29150 SH        DEFINED      21    0   29150   0
CENTURYTEL INC                   COM               156700106      361   11000 SH        DEFINED      02    0   11000   0
CENTURYTEL INC                   COM               156700106     1935   59000 SH        DEFINED      04    0   59000   0
CEPHALON INC                     COM               156708109     1293   17100 SH        DEFINED      02    0   17100   0
CERNER CORP                      COM               156782104       40     800 SH        DEFINED      01    0     800   0
CERNER CORP                      COM               156782104     2212   44300 SH        DEFINED      02    0   44300   0
CHARLES RIV LABS INTL INC        COM               159864107       47    1400 SH        DEFINED      01    0    1400   0
CHARLES RIV LABS INTL INC        COM               159864107    41756 1247200 SH        DEFINED      02    0 1247200   0
CHARMING SHOPPES INC             COM               161133103      733  138050 SH        DEFINED      02    0  138050   0
CHARTER COMMUNICATIONS INC DCL   COMMON            16117M107        4     271 SH        DEFINED      01    0     271   0
CHARTER COMMUNICATIONS INC DEL   CL A              16117M107     4927  299900 SH        DEFINED      01    0  299900   0
CHARTER COMMUNICATIONS INC DEL   CL A              16117M107    54807 3335800 SH        DEFINED      02    0 3335800   0
CHARTER COMMUNICATIONS INC DEL   SR NT CV 4.75%06  16117MAC1     1052 1150000 PRN       DEFINED      02    0 1150000   0
CHARTER COMMUNICATIONS INC DEL   SR NT CV 4.75%06  16117MAC1     5396 5900000 PRN       DEFINED      04    0 5900000   0
CHATEAU CMNTYS INC               COM               161726104     1118   37400 SH        DEFINED      02    0   37400   0
CHECK POINT SOFTWARE TECH LTD    ORD               M22465104    19729  494590 SH        DEFINED      02    0  494590   0
CHECK POINT SOFTWARE TECH LTD    ORD               M22465104      638   16000 SH        DEFINED      21    0   16000   0
CHEESECAKE FACTORY INC           COM               163072101     1984   57050 SH        DEFINED      02    0   57050   0
CHESAPEAKE CORP                  COM               165159104      248    8900 SH        DEFINED      02    0    8900   0
CHESAPEAKE ENERGY CORP           COM               165167107     1362  206100 SH        DEFINED      02    0  206100   0
CHEVRONTEXACO CORP               COM               166764100     7870   87820 SH        DEFINED      01    0   87820   0
CHEVRONTEXACO CORP               COM               166764100   175911 1963074 SH        DEFINED      02    0 1963074   0
CHEVRONTEXACO CORPORATION        COMMON            166764100       15     164 SH        DEFINED      01    0     164   0
CHINA MOBILE HONG KONG LTD       SPONSORED ADR     16941M109      222   12685 SH        DEFINED      02    0   12685   0
CHINA MOBILE HONG KONG LTD       SPONSORED ADR     16941M109     3689  211064 SH        DEFINED      21    0  211064   0
CIENA CORP                       COM               171779101     1216   77600 SH        DEFINED      21    0   77600   0
CIGNA CORP                       COM               125509109     4836   52200 SH        DEFINED      01    0   52200   0
CIGNA CORP                       COM               125509109    68964  744350 SH        DEFINED      02    0  744350   0
CIMA LABS INC                    COM               171796105      387   10700 SH        DEFINED      02    0   10700   0
CINERGY CORP                     COM               172474108     4994  149400 SH        DEFINED      01    0  149400   0
CINERGY CORP                     COM               172474108    39829 1191400 SH        DEFINED      02    0 1191400   0
CINERGY CORP                     COM               172474108     9497  284100 SH        DEFINED      04    0  284100   0
CINERGY CORP                     COM               172474108     1003   30000 SH        DEFINED      21    0   30000   0
CIRCUIT CITY STORE INC           CIRCT CITY GRP    172737108       21     800 SH        DEFINED      01    0     800   0
CIRCUIT CITY STORE INC           CIRCT CITY GRP    172737108    14833  571600 SH        DEFINED      02    0  571600   0
CISCO SYS INC                    COM               17275R102      936   51700 SH        DEFINED      01    0   51700   0
CISCO SYS INC                    COM               17275R102    39342 2172382 SH        DEFINED      02    0 2172382   0
CISCO SYS INC COM                COMMON            17275R102        8     464 SH        DEFINED      01    0     464   0
CITIGROUP INC                    COM               172967101     4149   82200 SH        DEFINED      01    0   82200   0
CITIGROUP INC                    COM               172967101   141682 2806690 SH        DEFINED      02    0 2806690   0
CITIGROUP INC                    COM               172967101     3264   61200 SH        DEFINED      21    0   61200   0
CITIGROUP INC COM                COMMON            172967101       23     461 SH        DEFINED      01    0     461   0
CITRIX SYS INC                   COM               177376100    10986  484800 SH        DEFINED      02    0  484800   0
CITY NATL CORP                   COM               178566105     2675   57100 SH        DEFINED      02    0   57100   0
CLEAR CHANNEL COMMUNICATIONS     COM               184502102       46     900 SH        DEFINED      01    0     900   0
CLEAR CHANNEL COMMUNICATIONS     COM               184502102    52693 1035025 SH        DEFINED      02    0 1035025   0
CLEAR CHANNEL COMMUNICATIONS     COM               184502102     2548   45700 SH        DEFINED      21    0   45700   0
CLOROX CO DEL                    COM               189054109      119    3000 SH        DEFINED      01    0    3000   0
CLOROX CO DEL                    COM               189054109     2594   65600 SH        DEFINED      02    0   65600   0
CMS ENERGY CORP                  ADJ CV TR8.75%    125896308     4236  141200 SH        DEFINED      02    0  141200   0
CMS ENERGY CORP                  ADJ CV TR8.75%    125896308    15831  527700 SH        DEFINED      04    0  527700   0
CMS ENERGY CORP COM              COMMON            125896100        6     267 SH        DEFINED      01    0     267   0
COCA COLA CO                     COMMON            191216100        7     149 SH        DEFINED      01    0     149   0
COCA COLA CO                     COM               191216100      886   18800 SH        DEFINED      01    0   18800   0
COCA COLA CO                     COM               191216100    17996  381680 SH        DEFINED      02    0  381680   0
COGNIZANT TECHNOLOGY SOLUTIONS   CL A              192446102     1770   43200 SH        DEFINED      02    0   43200   0
COLGATE PALMOLIVE CO             COM               194162103      479    8300 SH        DEFINED      01    0    8300   0
COLGATE PALMOLIVE CO             COM               194162103     2967   51380 SH        DEFINED      02    0   51380   0
COMCAST CORP                     CL A SPL          200300200      151    4200 SH        DEFINED      01    0    4200   0
COMCAST CORP                     CL A SPL          200300200    42195 1172080 SH        DEFINED      02    0 1172080   0
COMERICA INC                     COM               200340107      516    9010 SH        DEFINED      21    0    9010   0
COMMERCE BANCORP INC NJ          COM               200519106     6999  177900 SH        DEFINED      02    0  177900   0
COMMERCIAL FEDERAL CORPORATION   COM               201647104     1422   60500 SH        DEFINED      21    0   60500   0
COMMERCIAL METALS CO             COM               201723103       52    1500 SH        DEFINED      01    0    1500   0
COMMERCIAL METALS CO             COM               201723103      161    4600 SH        DEFINED      02    0    4600   0
COMMUNITY FIRST BANKSHARES INC   COM               203902101     1300   50614 SH        DEFINED      02    0   50614   0
COMMUNITY HEALTH SYS INC NEWCO   COM               203668108    13375  524500 SH        DEFINED      02    0  524500   0
COMPAQ COMPUTER CORP             COMMON            204493100       11   1,156 SH        DEFINED      01    0   1,156   0
COMPAQ COMPUTER CORP             COM               204493100     3013  308756 SH        DEFINED      01    0  308756   0
COMPAQ COMPUTER CORP             COM               204493100    45263 4637610 SH        DEFINED      02    0 4637610   0
COMPAQ COMPUTER CORP             COM               204493100     1467  137000 SH        DEFINED      21    0  137000   0
COMPUCREDIT CORP                 COM               20478N100     1055   89700 SH        DEFINED      02    0   89700   0
COMPUTER ASSOC INTL INC          COM               204912109     5125  148600 SH        DEFINED      01    0  148600   0
COMPUTER ASSOC INTL INC          COM               204912109    48476 1405500 SH        DEFINED      02    0 1405500   0
COMPUTER SCIENCES CORP           COM               205363104     3806   77700 SH        DEFINED      01    0   77700   0
COMPUTER SCIENCES CORP           COM               205363104    46061  940400 SH        DEFINED      02    0  940400   0
COMPUWARE CORP                   COM               205638109     2338  198300 SH        DEFINED      02    0  198300   0
COMVERSE TECHNOLOGY INC          COM PAR $0.10     205862402    10612  474400 SH        DEFINED      02    0  474400   0
COMVERSE TECHNOLOGY INC          COM PAR $0.10     205862402     1184   48500 SH        DEFINED      21    0   48500   0
CONAGRA FOODS INC                COM               205887102     1219   51300 SH        DEFINED      02    0   51300   0
CONAGRA INC                      COMMON            205887102        5     194 SH        DEFINED      01    0     194   0
CONCEPTUS INC                    COM               206016107       26    1100 SH        DEFINED      01    0    1100   0
CONCEPTUS INC                    COM               206016107    13284  562900 SH        DEFINED      02    0  562900   0
CONCORD EFS INC                  COM               206197105      279    8500 SH        DEFINED      01    0    8500   0
CONCORD EFS INC                  COM               206197105   159521 4866400 SH        DEFINED      02    0 4866400   0
CONCURRENT COMPUTER CORP NEW     COM               206710204     1068   71900 SH        DEFINED      02    0   71900   0
CONEXANT SYSTEMS INC             COM               207142100     6053  421500 SH        DEFINED      02    0  421500   0
CONOCO INC                       COM               208251504      593   20945 SH        DEFINED      02    0   20945   0
CONOCO INC                       COM               208251504     1902   63000 SH        DEFINED      21    0   63000   0
CONSOLIDATED EDISON INC          COM               209115104      791   19600 SH        DEFINED      02    0   19600   0
CONSOLIDATED EDISON INC          COM               209115104     4214  104400 SH        DEFINED      04    0  104400   0
CONSTELLATION BRANDS INC         CL A              21036P108     8082  188600 SH        DEFINED      02    0  188600   0
CONSTELLATION ENERGY GROUP INC   COM               210371100      412   15500 SH        DEFINED      02    0   15500   0
CONSTELLATION ENERGY GROUP INC   COM               210371100     2217   83500 SH        DEFINED      04    0   83500   0
CONSTELLATION ENERGY GROUP INC   COM               210371100     1221   46000 SH        DEFINED      21    0   46000   0
CONTINENTAL AIRLS INC            CL B              210795308       24     900 SH        DEFINED      01    0     900   0
CONTINENTAL AIRLS INC            CL B              210795308       71    2700 SH        DEFINED      02    0    2700   0
CONTINENTAL AIRLS INC            CL B              210795308     1934   67400 SH        DEFINED      21    0   67400   0
COOPER CAMERON CORP              COM               216640102     8262  204700 SH        DEFINED      02    0  204700   0
COOPER TIRE & RUBR CO            COM               216831107      259   16200 SH        DEFINED      01    0   16200   0
COOPER TIRE & RUBR CO            COM               216831107    15987 1001700 SH        DEFINED      02    0 1001700   0
COOPER TIRE & RUBR CO COM        COMMON            216831107        4     244 SH        DEFINED      01    0     244   0
COORS ADOLPH CO                  CL B              217016104       37     700 SH        DEFINED      01    0     700   0
COORS ADOLPH CO                  CL B              217016104      940   17600 SH        DEFINED      02    0   17600   0
COORS ADOLPH CO CL B             COMMON            217016104        4      76 SH        DEFINED      01    0      76   0
CORNING INC                      COM               219350105      263   29500 SH        DEFINED      02    0   29500   0
CORNING INC                      COM               219350105     1073  109800 SH        DEFINED      21    0  109800   0
CORPORATE EXECUTIVE BRD CO       COM               21988R102       95    2600 SH        DEFINED      01    0    2600   0
CORPORATE EXECUTIVE BRD CO       COM               21988R102    52088 1419300 SH        DEFINED      02    0 1419300   0
CORVAS INTL INC                  COM               221005101     2620  400000 SH        DEFINED      02    0  400000   0
COST PLUS INC CALIF              COM               221485105      739   27900 SH        DEFINED      02    0   27900   0
COSTAR GROUP INC                 COM               22160N109       19     800 SH        DEFINED      01    0     800   0
COSTAR GROUP INC                 COM               22160N109     4355  181400 SH        DEFINED      02    0  181400   0
COSTCO WHSL CORP NEW             COM               22160K105      217    4900 SH        DEFINED      01    0    4900   0
COSTCO WHSL CORP NEW             COM               22160K105    15426  347600 SH        DEFINED      02    0  347600   0
COUNTRYWIDE CR INDS INC DEL      COM               222372104    26536  647700 SH        DEFINED      02    0  647700   0
COUNTRYWIDE CR INDS INC DEL      COM               222372104     1471   35900 SH        DEFINED      21    0   35900   0
COUSINS PPTYS INC                COMMON            222795106        4     147 SH        DEFINED      01    0     147   0
COUSINS PPTYS INC                COM               222795106      592   24300 SH        DEFINED      02    0   24300   0
COVENTRY HEALTH CARE INC         COM               222862104     1558   78100 SH        DEFINED      02    0   78100   0
COX COMMUNICATIONS INC NEW       CL A              224044107    21948  523700 SH        DEFINED      02    0  523700   0
CREDENCE SYS CORP                COM               225302108     3016  162400 SH        DEFINED      02    0  162400   0
CREE INC                         COM               225447101      760   25800 SH        DEFINED      02    0   25800   0
CROSS CTRY INC                   COM               22748P105     5515  208100 SH        DEFINED      02    0  208100   0
CRYOLIFE INC                     COM               228903100       42    1400 SH        DEFINED      01    0    1400   0
CRYOLIFE INC                     COM               228903100    13269  442300 SH        DEFINED      02    0  442300   0
CSG SYS INTL INC                 COM               126349109      991   24500 SH        DEFINED      02    0   24500   0
CUMMINS ENGINE INC COM           COMMON            231021106        6     152 SH        DEFINED      01    0     152   0
CURAGEN CORP                     COM               23126R101     1834   82000 SH        DEFINED      02    0   82000   0
CURON MED INC                    COM               231292103     6832 1552800 SH        DEFINED      02    0 1552800   0
CVS CORP                         COM               126650100      337   11400 SH        DEFINED      01    0   11400   0
CVS CORP                         COM               126650100    12926  436700 SH        DEFINED      02    0  436700   0
CVS CORP COM                     COMMON            126650100        3     108 SH        DEFINED      01    0     108   0
CYMER INC                        COM               232572107     1045   39100 SH        DEFINED      02    0   39100   0
CYTOGEN CORP                     COM               232824102      327  108700 SH        DEFINED      02    0  108700   0
D R HORTON INC                   COM               23331A109      738   22746 SH        DEFINED      21    0   22746   0
DANAHER CORP DEL                 COM               235851102      289    4800 SH        DEFINED      01    0    4800   0
DANAHER CORP DEL                 COM               235851102    12513  207480 SH        DEFINED      02    0  207480   0
DANAHER CORP SHS BEN INT         COMMON            235851102        7     122 SH        DEFINED      01    0     122   0
DAVITA INC                       COM               23918K108     3051  124800 SH        DEFINED      02    0  124800   0
DEAN FOODS INC NEW COM           COMMON            242370104        5      78 SH        DEFINED      01    0      78   0
DEERE & CO                       COM               244199105    13724  314343 SH        DEFINED      02    0  314343   0
DEERE & CO COM                   COMMON            244199105        7     161 SH        DEFINED      01    0     161   0
DELL COMPUTER CORP               COM               247025109      872   32100 SH        DEFINED      01    0   32100   0
DELL COMPUTER CORP               COM               247025109    45622 1678500 SH        DEFINED      02    0 1678500   0
DELTA & PINE LD CO               COM               247357106     1944   85900 SH        DEFINED      02    0   85900   0
DELTA AIR LINES INC DEL          COM               247361108     2310   72200 SH        DEFINED      21    0   72200   0
DENTSPLY INTL INC NEW            COM               249030107     9177  182800 SH        DEFINED      02    0  182800   0
DEUTSCHE TELEKOM AG              SPONSORED ADR     251566105      776   45900 SH        DEFINED      02    0   45900   0
DEUTSCHE TELEKOM AG              SPONSORED ADR     251566105     4203  248700 SH        DEFINED      04    0  248700   0
DEVON ENERGY CORP NEW            COM               25179M103     2975   72700 SH        DEFINED      21    0   72700   0
DIAGEO P L C                     SPON ADR NEW      25243Q205     8231  177900 SH        DEFINED      02    0  177900   0
DIAGEO PLC ADR SPONSORED         COMMON            25243Q205        4      84 SH        DEFINED      01    0      84   0
DIAGNOSTIC PRODS CORP            COM               252450101     1507   34300 SH        DEFINED      02    0   34300   0
DIAL CORP NEW                    COM               25247D101     2867  167200 SH        DEFINED      02    0  167200   0
DIAMOND OFFSHORE DRILLING INC    COM               25271C102    42907 1411400 SH        DEFINED      02    0 1411400   0
DIAMOND OFFSHORE DRILLNG INCCO   COMMON            25271C102        7     227 SH        DEFINED      01    0     227   0
DIAMONDCLUSTER INTL INC          CL A              25278P106     2692  205500 SH        DEFINED      02    0  205500   0
DIGITAL LIGHTWAVE INC            COM               253855100      741   79000 SH        DEFINED      02    0   79000   0
DISNEY WALT CO                   COM DISNEY        254687106       44    2100 SH        DEFINED      01    0    2100   0
DISNEY WALT CO                   COM DISNEY        254687106    42928 2071800 SH        DEFINED      02    0 2071800   0
DJ ORTHOPEDICS INC               COM               23325G104      826   62100 SH        DEFINED      02    0   62100   0
DOLE FOOD INC                    COM               256605106      365   13600 SH        DEFINED      02    0   13600   0
DOLE FOOD INC COM                COMMON            256605106        5     195 SH        DEFINED      01    0     195   0
DOLLAR TREE STORES INC           COM               256747106       43    1400 SH        DEFINED      01    0    1400   0
DOLLAR TREE STORES INC           COM               256747106    20200  653500 SH        DEFINED      02    0  653500   0
DOMINION RES INC VA NEW COM      COMMON            25746U109        6     100 SH        DEFINED      01    0     100   0
DONALDSON INC                    COM               257651109     2004   51600 SH        DEFINED      02    0   51600   0
DORAL FINL CORP                  COM               25811P100     1607   51500 SH        DEFINED      02    0   51500   0
DOVER CORP                       COM               260003108       59    1600 SH        DEFINED      01    0    1600   0
DOVER CORP                       COM               260003108    11154  300900 SH        DEFINED      02    0  300900   0
DOVER DOWNS ENTMT INC            COM               260086103       17    1100 SH        DEFINED      01    0    1100   0
DOVER DOWNS ENTMT INC            COM               260086103     5347  349500 SH        DEFINED      02    0  349500   0
DR REDDYS LABS LTD               ADR               256135203    13265  700000 SH        DEFINED      02    0  700000   0
DR REDDYS LABS LTD               ADR               256135203      157    8300 SH        DEFINED      21    0    8300   0
DRESS BARN INC                   COM               261570105      620   24800 SH        DEFINED      02    0   24800   0
DREYERS GRAND ICE CREAM INC      COM               261878102     1352   35100 SH        DEFINED      02    0   35100   0
DSP GROUP INC                    COM               23332B106      693   29800 SH        DEFINED      02    0   29800   0
DST SYS INC DEL                  COM               233326107     2409   44200 SH        DEFINED      21    0   44200   0
DTE ENERGY CO                    COM               233331107      516   12300 SH        DEFINED      02    0   12300   0
DTE ENERGY CO                    COM               233331107     2022   48200 SH        DEFINED      04    0   48200   0
DU PONT E I DE NEMOURS & CO      COM               263534109     4753  111800 SH        DEFINED      01    0  111800   0
DU PONT E I DE NEMOURS & CO      COM               263534109    58851 1384396 SH        DEFINED      02    0 1384396   0
DU PONT E I DE NEMOURS CO        COMMON            263534109        4      97 SH        DEFINED      01    0      97   0
DUKE ENERGY CORP                 COM               264399106      471   12000 SH        DEFINED      02    0   12000   0
DUKE ENERGY CORP                 COM               264399106     1256   32000 SH        DEFINED      21    0   32000   0
DUKE ENERGY CORP                 CORP UNITS        264399585    13973  530300 SH        DEFINED      02    0  530300   0
DUKE ENERGY CORP                 CORP UNITS        264399585    25296  960000 SH        DEFINED      04    0  960000   0
DUKE REALTY CORP                 COM NEW           264411505     1178   48400 SH        DEFINED      02    0   48400   0
DYCOM INDS INC                   COM               267475101     3532  211400 SH        DEFINED      02    0  211400   0
DYNEGY INC NEW                   CL A              26816Q101      500   19600 SH        DEFINED      21    0   19600   0
E M C CORP MASS                  COM               268648102    19765 1470644 SH        DEFINED      02    0 1470644   0
E M C CORP MASS                  COM               268648102     1156   78700 SH        DEFINED      21    0   78700   0
E TRADE GROUP INC                COM               269246104     3390  330700 SH        DEFINED      02    0  330700   0
EASTMAN KODAK CO                 COM               277461109     1027   34900 SH        DEFINED      02    0   34900   0
EASYLINK SVCS CORP               CL A              27784T101      577 1176600 SH        DEFINED      02    0 1176600   0
EATON CORP                       COM               278058102    16809  225900 SH        DEFINED      02    0  225900   0
ECHOSTAR COMMUNICATIONS NEW      CL A              278762109     3159  115000 SH        DEFINED      02    0  115000   0
EDISON INTL                      COM               281020107      214   14200 SH        DEFINED      01    0   14200   0
EDISON INTL                      COM               281020107      593   39300 SH        DEFINED      02    0   39300   0
EDWARDS A G INC COM              COMMON            281760108        8     190 SH        DEFINED      01    0     190   0
EDWARDS AG INC                   COM               281760108    19302  436990 SH        DEFINED      02    0  436990   0
EDWARDS AG INC                   COM               281760108      791   17900 SH        DEFINED      21    0   17900   0
EEX CORP                         COM NEW           26842V207     2259 1227500 SH        DEFINED      02    0 1227500   0
EFUNDS CORP                      COM               28224R101      770   56000 SH        DEFINED      02    0   56000   0
EL PASO CORP                     COM               28336L109      997   22345 SH        DEFINED      21    0   22345   0
ELECTRO SCIENTIFIC INDS          COM               285229100     1023   34100 SH        DEFINED      02    0   34100   0
ELECTRONIC ARTS INC              COM               285512109    15041  250900 SH        DEFINED      02    0  250900   0
ELECTRONIC DATA SYS CORP NEWCO   COMMON            285661104        5      72 SH        DEFINED      01    0      72   0
ELECTRONIC DATA SYS NEW          COM               285661104     8905  129900 SH        DEFINED      01    0  129900   0
ELECTRONIC DATA SYS NEW          COM               285661104   105608 1540600 SH        DEFINED      02    0 1540600   0
EMCOR GROUP INC                  COM               29084Q100       59    1300 SH        DEFINED      01    0    1300   0
EMCOR GROUP INC                  COM               29084Q100    16067  353900 SH        DEFINED      02    0  353900   0
EMULEX CORP                      COM NEW           292475209       28     700 SH        DEFINED      01    0     700   0
EMULEX CORP                      COM NEW           292475209    12872  325800 SH        DEFINED      02    0  325800   0
ENERGEN CORP                     COM               29265N108      937   38000 SH        DEFINED      21    0   38000   0
ENERGY EAST CORP                 COM               29266M109      591   31100 SH        DEFINED      02    0   31100   0
ENERGY EAST CORP                 COM               29266M109     3048  160500 SH        DEFINED      04    0  160500   0
ENERGY EAST CORP                 COM               29266M109     1130   59500 SH        DEFINED      21    0   59500   0
ENSCO INTL INC                   COM               26874Q100     5681  228600 SH        DEFINED      01    0  228600   0
ENSCO INTL INC                   COM               26874Q100    32183 1295100 SH        DEFINED      02    0 1295100   0
ENSCO INTL INC COM               COMMON            26874Q100        6     230 SH        DEFINED      01    0     230   0
ENTERCOM COMMUNICATIONS CORP     CL A              293639100    19000  380000 SH        DEFINED      02    0  380000   0
ENTERGY CORP NEW                 COM               29364G103      544   13900 SH        DEFINED      01    0   13900   0
ENTERGY CORP NEW                 COM               29364G103    92358 2361500 SH        DEFINED      02    0 2361500   0
ENTERGY CORP NEW                 COM               29364G103     2210   56500 SH        DEFINED      04    0   56500   0
ENTERGY CORP NEW                 COM               29364G103     1388   35500 SH        DEFINED      21    0   35500   0
ENTERGY CORP NEW COM             COMMON            29364G103        6     143 SH        DEFINED      01    0     143   0
ENZON INC                        COM               293904108     4789   85100 SH        DEFINED      02    0   85100   0
EPIX MEDICAL INC                 COM               26881Q101      244   17100 SH        DEFINED      02    0   17100   0
EQUITY OFFICE PPTYS TR COM       COMMON            294741103       13     425 SH        DEFINED      01    0     425   0
EQUITY OFFICE PROPERTIES TRUST   COM               294741103    10245  340600 SH        DEFINED      02    0  340600   0
EQUITY OFFICE PROPERTIES TRUST   COM               294741103     2070   68800 SH        DEFINED      04    0   68800   0
ESS TECHNOLOGY INC               COM               269151106     1210   56900 SH        DEFINED      02    0   56900   0
ESTERLINE TECHNOLOGIES CORP      COM               297425100      599   35300 SH        DEFINED      21    0   35300   0
EXAR CORP                        COM               300645108     1161   55700 SH        DEFINED      02    0   55700   0
EXELON CORP                      COM               30161N101      417    8700 SH        DEFINED      02    0    8700   0
EXELON CORP                      COM               30161N101     2145   44800 SH        DEFINED      04    0   44800   0
EXPONENT INC                     COM               30214U102     1900  154200 SH        DEFINED      02    0  154200   0
EXTENDED STAY AMER INC           COM               30224P101     1906  116200 SH        DEFINED      02    0  116200   0
EXXON MOBIL CORP                 COM               30231G102     7239  184200 SH        DEFINED      01    0  184200   0
EXXON MOBIL CORP                 COM               30231G102   149672 3808436 SH        DEFINED      02    0 3808436   0
EXXON MOBIL CORP COM             COMMON            30231G102       11     281 SH        DEFINED      01    0     281   0
F M C CORP                       COM NEW           302491303       60    1000 SH        DEFINED      01    0    1000   0
F M C CORP                       COM NEW           302491303      179    3000 SH        DEFINED      02    0    3000   0
F5 NETWORKS INC                  COM               315616102       17     800 SH        DEFINED      01    0     800   0
F5 NETWORKS INC                  COM               315616102      724   33600 SH        DEFINED      02    0   33600   0
FACTORY 2-U INC                  COM               303072102     1453   72500 SH        DEFINED      02    0   72500   0
FAIRCHILD SEMICONDUCTOR INTL     CL A              303726103     3900  138300 SH        DEFINED      02    0  138300   0
FAMILY DLR STORES INC            COM               307000109    24527  818100 SH        DEFINED      02    0  818100   0
FEDERAL AGRIC MTG CORP           CL C              313148306       45    1100 SH        DEFINED      01    0    1100   0
FEDERAL AGRIC MTG CORP           CL C              313148306    13082  323000 SH        DEFINED      02    0  323000   0
FEDERAL HOME LN MTG CORP         COM               313400301      584    8930 SH        DEFINED      02    0    8930   0
FEDERAL HOME LN MTG CORP         COM               313400301      952   14550 SH        DEFINED      21    0   14550   0
FEDERAL NATL MTG ASSN            COM               313586109      684    8600 SH        DEFINED      01    0    8600   0
FEDERAL NATL MTG ASSN            COM               313586109     2878   36200 SH        DEFINED      02    0   36200   0
FEDERAL NATL MTG ASSN            COM               313586109     1522   19140 SH        DEFINED      21    0   19140   0
FEDERATED DEPT STORES INC DECO   COMMON            31410H101        5     129 SH        DEFINED      01    0     129   0
FEDERATED DEPT STORES INC DEL    COM               31410H101     3890   95100 SH        DEFINED      01    0   95100   0
FEDERATED DEPT STORES INC DEL    COM               31410H101    55464 1356100 SH        DEFINED      02    0 1356100   0
FIFTH THIRD BANCORP              COM               316773100      264    4300 SH        DEFINED      01    0    4300   0
FIFTH THIRD BANCORP              COM               316773100     3238   52800 SH        DEFINED      02    0   52800   0
FIRST AMERN CORP CALIF           COM               318522307     1486   79300 SH        DEFINED      02    0   79300   0
FIRST DATA CORP                  COM               319963104    12591  160500 SH        DEFINED      01    0  160500   0
FIRST DATA CORP                  COM               319963104   141084 1798400 SH        DEFINED      02    0 1798400   0
FIRST DATA CORP COM              COMMON            319963104        9     109 SH        DEFINED      01    0     109   0
FIRST HEALTH GROUP CORP          COM               320960107     2474  100000 SH        DEFINED      02    0  100000   0
FIRST HORIZON PHARMACEUTICAL     COM               32051K106      749   25500 SH        DEFINED      02    0   25500   0
FIRST INDL RLTY TR INC COM       COMMON            32054K103        7     224 SH        DEFINED      01    0     224   0
FIRSTENERGY CORP                 COM               337932107    15290  437110 SH        DEFINED      02    0  437110   0
FIRSTENERGY CORP                 COM               337932107    27428  784105 SH        DEFINED      04    0  784105   0
FIRSTENERGY CORP                 COM               337932107     2309   66000 SH        DEFINED      21    0   66000   0
FISERV INC                       COM               337738108    12205  288394 SH        DEFINED      02    0  288394   0
FISERV INC COM                   COMMON            337738108        7     175 SH        DEFINED      01    0     175   0
FLEETBOSTON FINL CORP            COM               339030108     1068   29265 SH        DEFINED      02    0   29265   0
FLEETBOSTON FINL CORP            COM               339030108     2667   69556 SH        DEFINED      21    0   69556   0
FLEXTRONICS INTL LTD             ORD               Y2573F102    17400  725300 SH        DEFINED      02    0  725300   0
FOOT LOCKER INC                  COM               344849104     2593  165700 SH        DEFINED      02    0  165700   0
FORD MTR CO DEL                  COM PAR $0.01     345370860     3055  194308 SH        DEFINED      01    0  194308   0
FORD MTR CO DEL                  COM PAR $0.01     345370860    57841 3679449 SH        DEFINED      02    0 3679449   0
FOREST LABS INC                  COM               345838106    12727  155300 SH        DEFINED      02    0  155300   0
FOREST OIL CORP                  COM PAR $0.01     346091705       20     700 SH        DEFINED      01    0     700   0
FOREST OIL CORP                  COM PAR $0.01     346091705     5354  189800 SH        DEFINED      02    0  189800   0
FOSSIL INC                       COM               349882100      832   39627 SH        DEFINED      02    0   39627   0
FOUR SEASONS HOTEL INC           LTD VTG SH        35100E104      468   10000 SH        DEFINED      02    0   10000   0
FPL GROUP INC                    COM               302571104     6091  108000 SH        DEFINED      01    0  108000   0
FPL GROUP INC                    COM               302571104    85906 1523156 SH        DEFINED      02    0 1523156   0
FPL GROUP INC                    COM               302571104     7794  138200 SH        DEFINED      04    0  138200   0
FPL GROUP INC                    COM               302571104     1184   21000 SH        DEFINED      21    0   21000   0
FPL GROUP INC COM                COMMON            302571104       11     196 SH        DEFINED      01    0     196   0
FRANKLIN ELEC INC                COM               353514102       98    1200 SH        DEFINED      01    0    1200   0
FRANKLIN ELEC INC                COM               353514102      197    2400 SH        DEFINED      02    0    2400   0
FRANKLIN RES INC                 COM               354613101      901   25550 SH        DEFINED      21    0   25550   0
FREEPORT MCMORAN COPPER&GOLDCL   COMMON            35671D857        5     344 SH        DEFINED      01    0     344   0
FREEPORT-MCMORAN COPPER & GOLD   PFD CV 0.05SH     35671D501      525   32800 SH        DEFINED      02    0   32800   0
FREMONT GEN CORP                 COM               357288109      752   96100 SH        DEFINED      02    0   96100   0
FRONTIER AIRLINES INC NEW        COM               359065109     1301   76500 SH        DEFINED      02    0   76500   0
FRONTLINE LTD                    ORD               G3682E127     2013  196400 SH        DEFINED      02    0  196400   0
FULLER H B CO                    COM               359694106     1070   37200 SH        DEFINED      02    0   37200   0
GALEN HLDGS PLC                  SPONSORED ADR     363240102       62    1500 SH        DEFINED      01    0    1500   0
GALEN HLDGS PLC                  SPONSORED ADR     363240102    17263  419000 SH        DEFINED      02    0  419000   0
GALLAGHER ARTHUR J & CO          COM               363576109    38287 1110100 SH        DEFINED      02    0 1110100   0
GALLAGHER ARTHUR J & CO COM      COMMON            363576109       13     370 SH        DEFINED      01    0     370   0
GANNETT INC                      COM               364730101      269    4000 SH        DEFINED      01    0    4000   0
GANNETT INC                      COM               364730101      323    4800 SH        DEFINED      02    0    4800   0
GAP INC DEL                      COM               364760108     2119  139100 SH        DEFINED      21    0  139100   0
GEMSTAR-TV GUIDE INTL INC        COM               36866W106     8784  317100 SH        DEFINED      02    0  317100   0
GEMSTAR-TV GUIDE INTL INC        COM               36866W106     1061   35000 SH        DEFINED      21    0   35000   0
GENE LOGIC INC                   COM               368689105     1660   88100 SH        DEFINED      02    0   88100   0
GENENTECH INC                    COM NEW           368710406      244    4500 SH        DEFINED      01    0    4500   0
GENENTECH INC                    COM NEW           368710406    35141  647760 SH        DEFINED      02    0  647760   0
GENERAL DYNAMICS CORP            COM               369550108    44328  556600 SH        DEFINED      02    0  556600   0
GENERAL ELEC CO                  COMMON            369604103       11     265 SH        DEFINED      01    0     265   0
GENERAL ELEC CO                  COM               369604103     1267   31600 SH        DEFINED      01    0   31600   0
GENERAL ELEC CO                  COM               369604103    97394 2429995 SH        DEFINED      02    0 2429995   0
GENERAL ELEC CO                  COM               369604103     4014   91200 SH        DEFINED      21    0   91200   0
GENERAL GROWTH PPTYS INC         COM               370021107     1358   35000 SH        DEFINED      02    0   35000   0
GENERAL MLS INC                  COM               370334104     6605  127000 SH        DEFINED      01    0  127000   0
GENERAL MLS INC                  COM               370334104    23992  461300 SH        DEFINED      02    0  461300   0
GENERAL MLS INC COM              COMMON            370334104        4      84 SH        DEFINED      01    0      84   0
GENERAL MTRS CORP                COMMON            370442105        5      96 SH        DEFINED      01    0      96   0
GENERAL MTRS CORP                COM               370442105     2554   52559 SH        DEFINED      01    0   52559   0
GENERAL MTRS CORP                COM               370442105    29104  598856 SH        DEFINED      02    0  598856   0
GENERAL MTRS CORP                CL H NEW          370442832      277   17916 SH        DEFINED      02    0   17916   0
GENESCO INC                      COM               371532102       23    1100 SH        DEFINED      01    0    1100   0
GENESCO INC                      COM               371532102     5778  278300 SH        DEFINED      02    0  278300   0
GENESIS MICROCHIP INC            COM               371933102    24888  376400 SH        DEFINED      02    0  376400   0
GENOMICA CORP                    COM               37243Q101    18191 3989272 SH        DEFINED      02    0 3989272   0
GENTA INC                        COM NEW           37245M207     4216  296296 SH        DEFINED      02    0  296296   0
GENZYME TRANSGENICS CORP         COM               37246E105     1746  300000 SH        DEFINED      02    0  300000   0
GEORGIA GULF CORP                COM PAR $0.01     373200203      770   41600 SH        DEFINED      02    0   41600   0
GILLETTE CO                      COM               375766102      785   23500 SH        DEFINED      02    0   23500   0
GLOBAL PMTS INC                  COM               37940X102      860   25000 SH        DEFINED      02    0   25000   0
GLOBAL SANTAFE CORPORATION       COMMON            G3930E101        8     284 SH        DEFINED      01    0     284   0
GLOBALSANTAFE CORP               SHS               G3930E101     8712  305467 SH        DEFINED      02    0  305467   0
GLOBALSANTAFE CORP               SHS               G3930E101     1119   35900 SH        DEFINED      21    0   35900   0
GOLDMAN SACHS GROUP INC          COM               38141G104       56     600 SH        DEFINED      01    0     600   0
GOLDMAN SACHS GROUP INC          COM               38141G104    57217  616900 SH        DEFINED      02    0  616900   0
GOLDMAN SACHS GROUP INC          COM               38141G104     1164   12550 SH        DEFINED      21    0   12550   0
GRACO INC                        COM               384109104     1082   27700 SH        DEFINED      02    0   27700   0
GRANT PRIDECO INC                COM               38821G101     1393  110350 SH        DEFINED      21    0  110350   0
GREAT PLAINS ENERGY INC          COM               391164100      365   14500 SH        DEFINED      02    0   14500   0
GREAT PLAINS ENERGY INC          COM               391164100     1814   72000 SH        DEFINED      04    0   72000   0
GREY GLOBAL GROUP INC            COM               39787M108      133     200 SH        DEFINED      01    0     200   0
GREY GLOBAL GROUP INC            COM               39787M108      133     200 SH        DEFINED      02    0     200   0
GRUPO TELEVISA SA DE CV          SP ADR REP ORD    40049J206      389    9000 SH        DEFINED      21    0    9000   0
GUIDANT CORP                     COM               401698105       80    1600 SH        DEFINED      01    0    1600   0
GUIDANT CORP                     COM               401698105    20398  409600 SH        DEFINED      02    0  409600   0
HAEMONETICS CORP                 COM               405024100       54    1600 SH        DEFINED      01    0    1600   0
HAEMONETICS CORP                 COM               405024100    15308  451300 SH        DEFINED      02    0  451300   0
HAIN CELESTIAL GROUP INC         COM               405217100     2197   80000 SH        DEFINED      02    0   80000   0
HANCOCK JOHN FINL SVCS INC       COM               41014S106     1425   34500 SH        DEFINED      21    0   34500   0
HARLEY DAVIDSON INC              COM               412822108      413    7600 SH        DEFINED      01    0    7600   0
HARLEY DAVIDSON INC              COM               412822108     3432   63200 SH        DEFINED      02    0   63200   0
HARMONIC INC                     COM               413160102     2810  233800 SH        DEFINED      02    0  233800   0
HARRIS CORP DEL                  COM               413875105     1328   39900 SH        DEFINED      21    0   39900   0
HARTFORD FINL SVCS GROUP INC     COM               416515104     1385   22050 SH        DEFINED      21    0   22050   0
HASBRO INC                       COM               418056107     8456  521000 SH        DEFINED      02    0  521000   0
HCA INC                          COM               404119109       85    2200 SH        DEFINED      01    0    2200   0
HCA INC                          COM               404119109    15416  400000 SH        DEFINED      02    0  400000   0
HCA INC                          COM               404119109     6176  146100 SH        DEFINED      21    0  146100   0
HEALTH CARE PPTY INVS INC        COM               421915109     3049   84200 SH        DEFINED      02    0   84200   0
HEALTH CARE PPTY INVS INC COM    COMMON            421915109       10     266 SH        DEFINED      01    0     266   0
HEALTH MGMT ASSOC INC NEW        CL A              421933102     9697  527000 SH        DEFINED      02    0  527000   0
HEALTHCARE RECOVERIES INC        COM               42220K101     4783 1039800 SH        DEFINED      02    0 1039800   0
HEALTHCARE RLTY TR               COM               421946104     1126   40200 SH        DEFINED      02    0   40200   0
HEALTHCARE RLTY TR COM           COMMON            421946104        6     228 SH        DEFINED      01    0     228   0
HEALTHSOUTH CORP                 COM               421924101     8298  559900 SH        DEFINED      01    0  559900   0
HEALTHSOUTH CORP                 COM               421924101   143116 9656924 SH        DEFINED      02    0 9656924   0
HEALTHSOUTH CORP COM             COMMON            421924101       15   1,039 SH        DEFINED      01    0   1,039   0
HEIDRICK & STRUGGLES INTL INC    COM               422819102     1561   86000 SH        DEFINED      02    0   86000   0
HENRY JACK & ASSOC INC           COM               426281101      743   34000 SH        DEFINED      02    0   34000   0
HEWLETT PACKARD CO               COM               428236103     4513  219700 SH        DEFINED      01    0  219700   0
HEWLETT PACKARD CO               COM               428236103    52531 2557500 SH        DEFINED      02    0 2557500   0
HEWLETT PACKARD CO COM           COMMON            428236103        6     295 SH        DEFINED      01    0     295   0
HEXCEL CORP NEW                  SUB NT CV   7%03  428291AA6     1087 1767000 PRN       DEFINED      01    0 1767000   0
HEXCEL CORP NEW                  SUB NT CV   7%03  428291AA6     1966 3197000 PRN       DEFINED      02    0 3197000   0
HIGHWOODS PPTYS INC              COM               431284108      394   15200 SH        DEFINED      02    0   15200   0
HIGHWOODS PPTYS INC              COM               431284108     2128   82000 SH        DEFINED      04    0   82000   0
HILTON HOTELS CORP               SUB NT CONV 5%06  432848AL3     3497 4000000 PRN       DEFINED      01    0 4000000   0
HISPANIC BROADCASTING CORP       CL A              43357B104     3825  150000 SH        DEFINED      02    0  150000   0
HOLLYWOOD MEDIA CORP             COM               436233100    11456 1738400 SH        DEFINED      02    0 1738400   0
HOME DEPOT INC                   COM               437076102      974   19100 SH        DEFINED      01    0   19100   0
HOME DEPOT INC                   COM               437076102    54476 1067957 SH        DEFINED      02    0 1067957   0
HON INDS INC                     COM               438092108     2032   73500 SH        DEFINED      02    0   73500   0
HONEYWELL INTL INC               COM               438516106      758   22400 SH        DEFINED      02    0   22400   0
HOUSEHOLD INTL INC               COM               441815107      753   13000 SH        DEFINED      21    0   13000   0
HRPT PPTYS TR                    COM SH BEN INT    40426W101      905  104500 SH        DEFINED      02    0  104500   0
HRPT PPTYS TR COM SH BEN INT     COMMON            40426W101        6     731 SH        DEFINED      01    0     731   0
HYPERION SOLUTIONS CORP          COM               44914M104      862   43400 SH        DEFINED      02    0   43400   0
I B M                            COMMON            459200101       16     129 SH        DEFINED      01    0     129   0
ICN PHARMACEUTICALS INC NEW      COM               448924100     6700  200000 SH        DEFINED      02    0  200000   0
IDACORP INC                      COM               451107106      329    8100 SH        DEFINED      02    0    8100   0
IDACORP INC                      COM               451107106     1705   42000 SH        DEFINED      04    0   42000   0
IDEC PHARMACEUTICALS CORP        COM               449370105      193    2800 SH        DEFINED      01    0    2800   0
IDEC PHARMACEUTICALS CORP        COM               449370105    42116  611000 SH        DEFINED      02    0  611000   0
IDEXX LABS INC                   COM               45168D104     1180   41400 SH        DEFINED      02    0   41400   0
IMMUNEX CORP NEW                 COM               452528102       67    2400 SH        DEFINED      01    0    2400   0
IMMUNEX CORP NEW                 COM               452528102    15620  563700 SH        DEFINED      02    0  563700   0
IMMUNOMEDICS INC                 COM               452907108     1268   62600 SH        DEFINED      02    0   62600   0
IMPERIAL OIL LTD                 COM NEW           453038408     1818   65200 SH        DEFINED      02    0   65200   0
IMPERIAL OIL LTD COM NEW         COMMON            453038408        7     256 SH        DEFINED      01    0     256   0
INAMED CORP                      COM               453235103       30    1000 SH        DEFINED      01    0    1000   0
INAMED CORP                      COM               453235103    12852  427400 SH        DEFINED      02    0  427400   0
INCO LTD                         COM               453258402     1458   78600 SH        DEFINED      21    0   78600   0
INCO LTD                         PFD CV E 5.5%     453258808     1047   22500 SH        DEFINED      02    0   22500   0
INCO LTD COM                     COMMON            453258402        6     326 SH        DEFINED      01    0     326   0
INCYTE GENOMICS INC              COM               45337C102     1905   97400 SH        DEFINED      02    0   97400   0
INDEPENDENCE CMNTY BK CORP       COM               453414104     1664   73100 SH        DEFINED      02    0   73100   0
INDYMAC BANCORP INC              COM               456607100      108    4600 SH        DEFINED      01    0    4600   0
INDYMAC BANCORP INC              COM               456607100    28615 1223900 SH        DEFINED      02    0 1223900   0
INGERSOLL-RAND CO                COM               456866102     4691  112200 SH        DEFINED      01    0  112200   0
INGERSOLL-RAND CO                COM               456866102    91034 2177331 SH        DEFINED      02    0 2177331   0
INGERSOLL-RAND COMPANY           COMMON            456866102        4      84 SH        DEFINED      01    0      84   0
INHALE THERAPEUTIC SYS INC       COM               457191104     1248   67300 SH        DEFINED      02    0   67300   0
INKTOMI CORP                     COM               457277101     1082  161268 SH        DEFINED      02    0  161268   0
INPUT/OUTPUT INC                 COM               457652105      821  100000 SH        DEFINED      02    0  100000   0
INSIGHT ENTERPRISES INC          COM               45765U103     5001  203300 SH        DEFINED      02    0  203300   0
INSPIRE PHARMACEUTICALS INC      COM               457733103     4297  305000 SH        DEFINED      02    0  305000   0
INTEGRATED TELECOM EXPRESS INC   COM               45817U101      971  555000 SH        DEFINED      02    0  555000   0
INTEL CORP                       COM               458140100     1050   33400 SH        DEFINED      01    0   33400   0
INTEL CORP                       COM               458140100    60238 1915365 SH        DEFINED      02    0 1915365   0
INTERLINK ELECTRS                COM               458751104      431   99500 SH        DEFINED      02    0   99500   0
INTERMUNE INC                    COM               45884X103       25     500 SH        DEFINED      01    0     500   0
INTERMUNE INC                    COM               45884X103     7709  156500 SH        DEFINED      02    0  156500   0
INTERNATIONAL BUSINESS MACHS     COM               459200101    10632   87900 SH        DEFINED      01    0   87900   0
INTERNATIONAL BUSINESS MACHS     COM               459200101   171119 1414676 SH        DEFINED      02    0 1414676   0
INTERNATIONAL PAPER CO           COMMON            460146103        4     104 SH        DEFINED      01    0     104   0
INTERNATIONAL RECTIFIER CORP     COM               460254105     9611  275550 SH        DEFINED      02    0  275550   0
INTERNET SEC SYS INC             COM               46060X107    15105  471160 SH        DEFINED      02    0  471160   0
INTERPUBLIC GROUP COS INC        COM               460690100      148    5000 SH        DEFINED      01    0    5000   0
INTERPUBLIC GROUP COS INC        COM               460690100     6567  222300 SH        DEFINED      02    0  222300   0
INTERSIL CORP                    CL A              46069S109       19     600 SH        DEFINED      01    0     600   0
INTERSIL CORP                    CL A              46069S109     2693   83500 SH        DEFINED      02    0   83500   0
INTIMATE BRANDS INC              CL A              461156101    10756  723800 SH        DEFINED      02    0  723800   0
INTL PAPER CO                    COM               460146103      452   11200 SH        DEFINED      01    0   11200   0
INTL PAPER CO                    COM               460146103    18291  453300 SH        DEFINED      02    0  453300   0
INTUIT                           COM               461202103     9605  224527 SH        DEFINED      02    0  224527   0
INVESTMENT TECHNOLOGY GRP NEW    COM               46145F105       16     400 SH        DEFINED      01    0     400   0
INVESTMENT TECHNOLOGY GRP NEW    COM               46145F105     9633  246550 SH        DEFINED      02    0  246550   0
INVESTORS FINL SERVICES CORP     COM               461915100     2092   31600 SH        DEFINED      02    0   31600   0
IRON MTN INC PA                  COM               462846106       18     400 SH        DEFINED      01    0     400   0
IRON MTN INC PA                  COM               462846106     4433  101200 SH        DEFINED      02    0  101200   0
ISHARES INC                      MSCI UTD KINGD    464286699     5259  358000 SH        DEFINED      02    0  358000   0
ISHARES INC                      MSCI FRANCE       464286707     2614  139400 SH        DEFINED      02    0  139400   0
ISHARES INC                      MSCI SWITZERLD    464286749     1431  114100 SH        DEFINED      02    0  114100   0
ISHARES INC                      MSCI GERMAN       464286806     2035  134800 SH        DEFINED      02    0  134800   0
ISHARES INC                      MSCI NETHERLND    464286814     1359   80100 SH        DEFINED      02    0   80100   0
ISHARES INC                      MSCI JAPAN        464286848     4237  549500 SH        DEFINED      02    0  549500   0
ISHARES INC                      MSCI ITALY        464286855      979   60800 SH        DEFINED      02    0   60800   0
ITT EDUCATIONAL SERVICES INC     COM               45068B109       15     400 SH        DEFINED      01    0     400   0
ITT EDUCATIONAL SERVICES INC     COM               45068B109     1150   31200 SH        DEFINED      02    0   31200   0
IVAX CORP                        COM               465823102     1471   66700 SH        DEFINED      21    0   66700   0
J P MORGAN CHASE & CO            COM               46625H100     2086   54612 SH        DEFINED      21    0   54612   0
JACOBS ENGR GROUP INC DEL        COM               469814107       33     500 SH        DEFINED      01    0     500   0
JACOBS ENGR GROUP INC DEL        COM               469814107     8389  127100 SH        DEFINED      02    0  127100   0
JDN RLTY CORP                    COM               465917102     1112   90200 SH        DEFINED      02    0   90200   0
JDS UNIPHASE CORP                COM               46612J101      126   14540 SH        DEFINED      02    0   14540   0
JEFFERSON PILOT CORP             COM               475070108      639   13800 SH        DEFINED      21    0   13800   0
JEFFERSON SMURFIT GROUP PLC      SPONSORED ADR     47508W107      486   21600 SH        DEFINED      02    0   21600   0
JEFFERSON SMURFIT GROUP PLC AD   COMMON            47508W107        5     231 SH        DEFINED      01    0     231   0
JOHNSON & JOHNSON                COM               478160104      922   15600 SH        DEFINED      01    0   15600   0
JOHNSON & JOHNSON                COM               478160104    48444  819700 SH        DEFINED      02    0  819700   0
JOHNSON CTLS INC                 COM               478366107     6242   77300 SH        DEFINED      01    0   77300   0
JOHNSON CTLS INC                 COM               478366107    67113  831119 SH        DEFINED      02    0  831119   0
JONES APPAREL GROUP INC          COM               480074103       20     600 SH        DEFINED      01    0     600   0
JONES APPAREL GROUP INC          COM               480074103     7321  220700 SH        DEFINED      02    0  220700   0
JUNIPER NETWORKS INC             COM               48203R104     4586  242000 SH        DEFINED      02    0  242000   0
KEANE INC                        COM               486665102       16     900 SH        DEFINED      01    0     900   0
KEANE INC                        COM               486665102     3655  202700 SH        DEFINED      02    0  202700   0
KERR MCGEE CORP                  COM               492386107     4176   76200 SH        DEFINED      01    0   76200   0
KERR MCGEE CORP                  COM               492386107    15158  276600 SH        DEFINED      02    0  276600   0
KERR MCGEE CORP                  SB DB CV 5.25%10  492386AP2    23498 21000000PRN       DEFINED      02    0 21000000  0
KERR MCGEE CORP COM              COMMON            492386107        9     172 SH        DEFINED      01    0     172   0
KEY ENERGY SVCS INC              COM               492914106     1463  159000 SH        DEFINED      02    0  159000   0
KEYNOTE SYS INC                  COM               493308100     1169  125000 SH        DEFINED      02    0  125000   0
KEYSPAN CORP                     COM               49337W100     2703   78000 SH        DEFINED      02    0   78000   0
KEYSPAN CORP                     COM               49337W100    14290  412400 SH        DEFINED      04    0  412400   0
KEYSPAN CORP                     COM               49337W100     1542   44500 SH        DEFINED      21    0   44500   0
KEYSPAN CORP COM                 COMMON            49337W100        5     154 SH        DEFINED      01    0     154   0
KEYSTONE PPTY TR CORP            COM               493596100      931   71100 SH        DEFINED      02    0   71100   0
KEYSTONE PPTY TR CORP COM        COMMON            493596100        6     483 SH        DEFINED      01    0     483   0
KILROY RLTY CORP                 COM               49427F108     1340   51000 SH        DEFINED      02    0   51000   0
KIMBALL INTL INC                 CL B              494274103      709   46800 SH        DEFINED      02    0   46800   0
KIMBERLY CLARK CORP              COM               494368103     5555   92900 SH        DEFINED      01    0   92900   0
KIMBERLY CLARK CORP              COM               494368103    64542 1079300 SH        DEFINED      02    0 1079300   0
KIMBERLY CLARK CORP              COM               494368103     1330   20100 SH        DEFINED      21    0   20100   0
KIMBERLY CLARK CORP COM          COMMON            494368103        5      90 SH        DEFINED      01    0      90   0
KINDER MORGAN ENERGY PARTNERS    UT LTD PARTNER    494550106    11989  317000 SH        DEFINED      02    0  317000   0
KINDER MORGAN INC KANS           COM               49455P101      852   15300 SH        DEFINED      01    0   15300   0
KINDER MORGAN INC KANS           COM               49455P101    59650 1071100 SH        DEFINED      02    0 1071100   0
KINDER MORGAN INC KANS           COM               49455P101     8841  158750 SH        DEFINED      04    0  158750   0
KING PHARMACEUTICALS INC         COM               495582108      232    5500 SH        DEFINED      01    0    5500   0
KING PHARMACEUTICALS INC         COM               495582108    17784  422132 SH        DEFINED      02    0  422132   0
KLA-TENCOR CORP                  COM               482480100       20     400 SH        DEFINED      01    0     400   0
KLA-TENCOR CORP                  COM               482480100     7864  158670 SH        DEFINED      02    0  158670   0
KNIGHT RIDDER INC                COM               499040103     5175   79700 SH        DEFINED      01    0   79700   0
KNIGHT RIDDER INC                COM               499040103    12967  199706 SH        DEFINED      02    0  199706   0
KNIGHT RIDDER INC COM            COMMON            499040103       13     204 SH        DEFINED      01    0     204   0
KOHLS CORP                       COM               500255104      303    4300 SH        DEFINED      01    0    4300   0
KOHLS CORP                       COM               500255104    11038  156700 SH        DEFINED      02    0  156700   0
KONINKLIJKE PHILIPS ELECTRS NV   NY REG SH NEW     500472303      327   11232 SH        DEFINED      01    0   11232   0
KONINKLIJKE PHILIPS ELECTRS NV   NY REG SH NEW     500472303    12844  441240 SH        DEFINED      02    0  441240   0
KONINKLIJKE PHILIPS ELECTRS SP   COMMON            500472303        6     201 SH        DEFINED      01    0     201   0
KOPIN CORP                       COM               500600101      949   67800 SH        DEFINED      02    0   67800   0
KOREA ELECTRIC PWR               SPONSORED ADR     500631106      320   35000 SH        DEFINED      02    0   35000   0
KOREA ELECTRIC PWR               SPONSORED ADR     500631106     1711  187000 SH        DEFINED      04    0  187000   0
KOREA ELECTRIC PWR               SPONSORED ADR     500631106      628   68600 SH        DEFINED      21    0   68600   0
KOREA TELECOM                    SPONSORED ADR     50063P103      407   20000 SH        DEFINED      21    0   20000   0
KPMG CONSULTING INC              COM               48265R109     2379  143600 SH        DEFINED      02    0  143600   0
KRAFT FOODS INC                  CL A              50075N104       78    2300 SH        DEFINED      01    0    2300   0
KRAFT FOODS INC                  CL A              50075N104      510   15000 SH        DEFINED      02    0   15000   0
KROGER CO                        COM               501044101    10602  508009 SH        DEFINED      02    0  508009   0
KROGER CO COM                    COMMON            501044101        6     274 SH        DEFINED      01    0     274   0
KROLL INC                        COM               501049100     3003  223400 SH        DEFINED      02    0  223400   0
KULICKE & SOFFA INDS INC         COM               501242101     1074   62600 SH        DEFINED      02    0   62600   0
L-3 COMMUNICATIONS HLDGS INC     COM               502424104    10350  115000 SH        DEFINED      02    0  115000   0
LA Z BOY INC                     COM               505336107     1599   73300 SH        DEFINED      02    0   73300   0
LABONE INC NEW                   COM               50540L105      154   10000 SH        DEFINED      02    0   10000   0
LABORATORY CORP AMER HLDGS       COM NEW           50540R409       73     900 SH        DEFINED      01    0     900   0
LABORATORY CORP AMER HLDGS       COM NEW           50540R409    49165  608100 SH        DEFINED      02    0  608100   0
LABRANCHE & CO INC               COM               505447102       24     700 SH        DEFINED      01    0     700   0
LABRANCHE & CO INC               COM               505447102     9232  267900 SH        DEFINED      02    0  267900   0
LABRANCHE & CO INC               COM               505447102     1148   33300 SH        DEFINED      21    0   33300   0
LAMAR ADVERTISING CO             CL A              512815101    36582  864000 SH        DEFINED      02    0  864000   0
LANDS END INC                    COM               515086106       25     500 SH        DEFINED      01    0     500   0
LANDS END INC                    COM               515086106     1876   37400 SH        DEFINED      02    0   37400   0
LEAP WIRELESS INTL INC           COM               521863100     5849  278900 SH        DEFINED      02    0  278900   0
LEARNING TREE INTL INC           COM               522015106       17     600 SH        DEFINED      01    0     600   0
LEARNING TREE INTL INC           COM               522015106     2079   74500 SH        DEFINED      02    0   74500   0
LEGATO SYS INC                   COM               524651106    20825 1605600 SH        DEFINED      02    0 1605600   0
LEGG MASON INC                   COM               524901105     8632  172700 SH        DEFINED      02    0  172700   0
LEGG MASON INC                   COM               524901105      675   13500 SH        DEFINED      21    0   13500   0
LEHMAN BROS HLDGS INC            COM               524908100    73679 1102986 SH        DEFINED      02    0 1102986   0
LEHMAN BROS HLDGS INC            COM               524908100      896   13420 SH        DEFINED      21    0   13420   0
LEHMAN BROTHERS HLDGS INC COM    COMMON            524908100        8     118 SH        DEFINED      01    0     118   0
LENNAR CORP                      COM               526057104     3460   73900 SH        DEFINED      02    0   73900   0
LEXAR MEDIA INC                  COM               52886P104     1848  700000 SH        DEFINED      02    0  700000   0
LEXICON GENETICS INC             COM               528872104     2320  201000 SH        DEFINED      02    0  201000   0
LEXMARK INTL INC CL A            COMMON            529771107       13     220 SH        DEFINED      01    0     220   0
LEXMARK INTL NEW                 CL A              529771107      354    6000 SH        DEFINED      01    0    6000   0
LEXMARK INTL NEW                 CL A              529771107    85471 1448661 SH        DEFINED      02    0 1448661   0
LIBERATE TECHNOLOGIES            COM               530129105     1488  129600 SH        DEFINED      02    0  129600   0
LIBERTY DIGITAL INC              CL A              530436104      148   42800 SH        DEFINED      02    0   42800   0
LIBERTY MEDIA CORP NEW           COM SER A         530718105    15782 1127300 SH        DEFINED      02    0 1127300   0
LIBERTY PPTY TR                  SH BEN INT        531172104      531   17800 SH        DEFINED      02    0   17800   0
LIFEPOINT HOSPITALS INC          COM               53219L109       65    1900 SH        DEFINED      01    0    1900   0
LIFEPOINT HOSPITALS INC          COM               53219L109    16877  495800 SH        DEFINED      02    0  495800   0
LILLY ELI & CO                   COM               532457108     1029   13100 SH        DEFINED      01    0   13100   0
LILLY ELI & CO                   COM               532457108    10030  127700 SH        DEFINED      02    0  127700   0
LIMITED INC                      COM               532716107     7360  500000 SH        DEFINED      02    0  500000   0
LINCARE HLDGS INC                COM               532791100   248364 8668900 SH        DEFINED      02    0 8668900   0
LINCOLN NATL CORP COM            COMMON            534187109        5     108 SH        DEFINED      01    0     108   0
LINCOLN NATL CORP IND            COM               534187109     6377  131300 SH        DEFINED      01    0  131300   0
LINCOLN NATL CORP IND            COM               534187109    76041 1565600 SH        DEFINED      02    0 1565600   0
LINEAR TECHNOLOGY CORP           COM               535678106      355    9100 SH        DEFINED      01    0    9100   0
LINEAR TECHNOLOGY CORP           COM               535678106     3763   96400 SH        DEFINED      02    0   96400   0
LINENS N THINGS INC              COM               535679104     2285   89600 SH        DEFINED      02    0   89600   0
LIZ CLAIBORNE INC                COM               539320101    37049  744700 SH        DEFINED      02    0  744700   0
LOCKHEED MARTIN CORP             COM               539830109      121    2600 SH        DEFINED      01    0    2600   0
LOCKHEED MARTIN CORP             COM               539830109     2077   44500 SH        DEFINED      02    0   44500   0
LOEWS CORP                       COMMON            540424108        6     105 SH        DEFINED      01    0     105   0
LOEWS CORP                       COM               540424108     6535  118000 SH        DEFINED      01    0  118000   0
LOEWS CORP                       COM               540424108    94046 1698200 SH        DEFINED      02    0 1698200   0
LONE STAR TECHNOLOGIES INC       COM               542312103      568   32300 SH        DEFINED      02    0   32300   0
LOUISIANA PAC CORP               COM               546347105     1124  121200 SH        DEFINED      21    0  121200   0
LOWES COS INC                    COM               548661107      330    7100 SH        DEFINED      01    0    7100   0
LOWES COS INC                    COM               548661107    39174  844080 SH        DEFINED      02    0  844080   0
LOWES COS INC COM                COMMON            548661107       12     267 SH        DEFINED      01    0     267   0
LSI LOGIC CORP                   COM               502161102       80    5100 SH        DEFINED      01    0    5100   0
LSI LOGIC CORP                   COM               502161102     7191  455700 SH        DEFINED      02    0  455700   0
LSI LOGIC CORP                   SB NT CV 144A 06  502161AF9    21960 24000000PRN       DEFINED      02    0 24000000  0
LUBRIZOL CORP                    COM               549271104       32     900 SH        DEFINED      01    0     900   0
LUBRIZOL CORP                    COM               549271104      832   23700 SH        DEFINED      02    0   23700   0
LUBRIZOL CORP COM                COMMON            549271104        4     114 SH        DEFINED      01    0     114   0
LUCENT TECHNOLOGIES INC          COM               549463107     1792  284400 SH        DEFINED      01    0  284400   0
LUCENT TECHNOLOGIES INC          COM               549463107    29899 4753380 SH        DEFINED      02    0 4753380   0
LUCENT TECHNOLOGIES INC          COM               549463107     1270  184500 SH        DEFINED      21    0  184500   0
LUCENT TECHNOLOGIES INC COM      COMMON            549463107        4     619 SH        DEFINED      01    0     619   0
LUXOTTICA GROUP S P A            SPONSORED ADR     55068R202      218   11800 SH        DEFINED      01    0   11800   0
LUXOTTICA GROUP S P A            SPONSORED ADR     55068R202     3058  169070 SH        DEFINED      21    0  169070   0
MACK CALI RLTY CORP              COM               554489104     1709   55100 SH        DEFINED      02    0   55100   0
MACK CALI RLTY CORP COM          COMMON            554489104        7     215 SH        DEFINED      01    0     215   0
MACROMEDIA INC                   COM               556100105       18    1000 SH        DEFINED      01    0    1000   0
MACROMEDIA INC                   COM               556100105     1009   56700 SH        DEFINED      02    0   56700   0
MACROVISION CORP                 COM               555904101       28     800 SH        DEFINED      01    0     800   0
MACROVISION CORP                 COM               555904101    18286  519200 SH        DEFINED      02    0  519200   0
MAGMA DESIGN AUTOMATION          COM               559181102    38101 1258300 SH        DEFINED      02    0 1258300   0
MANOR CARE INC NEW               COM               564055101     1636   69000 SH        DEFINED      02    0   69000   0
MARKEL CORP                      COM               570535104       90     500 SH        DEFINED      01    0     500   0
MARKEL CORP                      COM               570535104      269    1500 SH        DEFINED      02    0    1500   0
MARRIOTT INTL INC NEW            CL A              571903202       53    1300 SH        DEFINED      01    0    1300   0
MARRIOTT INTL INC NEW            CL A              571903202    13455  331000 SH        DEFINED      02    0  331000   0
MARRIOTT INTL INC NEW            CL A              571903202     1688   37900 SH        DEFINED      21    0   37900   0
MARSH & MCLENNAN COS INC         COM               571748102      795    7400 SH        DEFINED      01    0    7400   0
MARSH & MCLENNAN COS INC         COM               571748102   109760 1021500 SH        DEFINED      02    0 1021500   0
MARSH & MCLENNAN COS INC         COM               571748102     1849   17210 SH        DEFINED      21    0   17210   0
MARSH & MCLENNAN COS INC COM     COMMON            571748102       10      91 SH        DEFINED      01    0      91   0
MASCO CORP                       COM               574599106      294   12000 SH        DEFINED      21    0   12000   0
MAVERICK TUBE CORP               COM               577914104     1406   99700 SH        DEFINED      21    0   99700   0
MAXTOR CORP                      COM NEW           577729205     1824  287700 SH        DEFINED      02    0  287700   0
MAXYGEN INC                      COM               577776107     1532   87192 SH        DEFINED      02    0   87192   0
MBIA INC                         COM               55262C100     7428  138500 SH        DEFINED      01    0  138500   0
MBIA INC                         COM               55262C100    80480 1500650 SH        DEFINED      02    0 1500650   0
MBNA CORP                        COM               55262L100      113    3200 SH        DEFINED      01    0    3200   0
MBNA CORP                        COM               55262L100     3439   97710 SH        DEFINED      02    0   97710   0
MCCORMICK & CO INC               COM NON VTG       579780206     7173  170900 SH        DEFINED      02    0  170900   0
MCDATA CORP                      CL B              580031102    16658  663400 SH        DEFINED      02    0  663400   0
MCKESSON CORP                    COM               58155Q103    21524  575500 SH        DEFINED      02    0  575500   0
MCKESSON CORPORATION COM         COMMON            58155Q103       13     346 SH        DEFINED      01    0     346   0
MDU RES GROUP INC                COM               552690109     4020  142800 SH        DEFINED      02    0  142800   0
MEDAREX INC                      COM               583916101       20    1100 SH        DEFINED      01    0    1100   0
MEDAREX INC                      COM               583916101     4549  253300 SH        DEFINED      02    0  253300   0
MEDICALOGIC/MEDSCAPE INC         COM               584642102       28  100000 SH        DEFINED      02    0  100000   0
MEDICHEM LIFE SCIENCES  INC      COM               584662100      435  300000 SH        DEFINED      02    0  300000   0
MEDICIS PHARMACEUTICAL CORP      CL A NEW          584690309       39     600 SH        DEFINED      01    0     600   0
MEDICIS PHARMACEUTICAL CORP      CL A NEW          584690309     1176   18200 SH        DEFINED      02    0   18200   0
MEDIMMUNE INC                    COM               584699102      751   16200 SH        DEFINED      02    0   16200   0
MEDIMMUNE INC                    COM               584699102     1570   30810 SH        DEFINED      21    0   30810   0
MEDQUIST INC                     COM               584949101     1307   44700 SH        DEFINED      02    0   44700   0
MEDTRONIC INC                    COM               585055106      778   15200 SH        DEFINED      01    0   15200   0
MEDTRONIC INC                    COM               585055106    23580  460463 SH        DEFINED      02    0  460463   0
MELLON FINL CORP                 COM               58551A108     1255   33355 SH        DEFINED      02    0   33355   0
MELLON FINL CORP                 COM               58551A108     3870   98031 SH        DEFINED      21    0   98031   0
MENTOR GRAPHICS CORP             COM               587200106     3552  150700 SH        DEFINED      02    0  150700   0
MERCK & CO INC                   COMMON            589331107       12     202 SH        DEFINED      01    0     202   0
MERCK & CO INC                   COM               589331107     1629   27700 SH        DEFINED      01    0   27700   0
MERCK & CO INC                   COM               589331107    32462  552073 SH        DEFINED      02    0  552073   0
MERCURY COMPUTER SYS             COM               589378108       23     600 SH        DEFINED      01    0     600   0
MERCURY COMPUTER SYS             COM               589378108     2374   60700 SH        DEFINED      02    0   60700   0
MERRILL LYNCH & CO INC           COM               590188108       78    1500 SH        DEFINED      01    0    1500   0
MERRILL LYNCH & CO INC           COM               590188108    11367  218100 SH        DEFINED      02    0  218100   0
MERRILL LYNCH & CO INC           COM               590188108     1131   21700 SH        DEFINED      21    0   21700   0
METLIFE INC                      COM               59156R108     3602  107900 SH        DEFINED      21    0  107900   0
METRIS COS INC                   COM               591598107     2304   89600 SH        DEFINED      02    0   89600   0
METTLER TOLEDO INTERNATIONAL     COM               592688105     1628   31400 SH        DEFINED      02    0   31400   0
MGIC INVT CORP WIS               COM               552848103    18516  300000 SH        DEFINED      02    0  300000   0
MICROCHIP TECHNOLOGY INC         COM               595017104    19668  507700 SH        DEFINED      02    0  507700   0
MICROMUSE INC                    COM               595094103     9254  616900 SH        DEFINED      02    0  616900   0
MICRON TECHNOLOGY INC            COM               595112103      133    4300 SH        DEFINED      01    0    4300   0
MICRON TECHNOLOGY INC            COM               595112103    32870 1060333 SH        DEFINED      02    0 1060333   0
MICRON TECHNOLOGY INC COM        COMMON            595112103        8     244 SH        DEFINED      01    0     244   0
MICROSOFT CORP                   COM               594918104     1332   20100 SH        DEFINED      01    0   20100   0
MICROSOFT CORP                   COM               594918104   112466 1697607 SH        DEFINED      02    0 1697607   0
MICROSOFT CORP                   COM               594918104      908   12200 SH        DEFINED      21    0   12200   0
MICROSOFT CORP COM               COMMON            594918104       15     225 SH        DEFINED      01    0     225   0
MICROSTRATEGY INC                CL A              594972101      154   40000 SH        DEFINED      02    0   40000   0
MICROVISION INC WASH             COM               594960106     2660  186800 SH        DEFINED      02    0  186800   0
MID ATLANTIC MED SVCS INC        COM               59523C107     1332   58700 SH        DEFINED      02    0   58700   0
MIDWAY GAMES INC                 COM               598148104       17    1100 SH        DEFINED      01    0    1100   0
MIDWAY GAMES INC                 COM               598148104    11556  769900 SH        DEFINED      02    0  769900   0
MIDWEST EXPRESS HLDGS INC        COM               597911106      773   50000 SH        DEFINED      21    0   50000   0
MIM CORP                         COM               553044108     3560  200000 SH        DEFINED      02    0  200000   0
MINNESOTA MNG & MFG CO           COM               604059105    35699  302000 SH        DEFINED      02    0  302000   0
MIPS TECHNOLOGIES INC            CL A              604567107      555   64200 SH        DEFINED      02    0   64200   0
MIRANT CORP                      COM               604675108     1469   91700 SH        DEFINED      21    0   91700   0
MOHAWK INDS INC                  COM               608190104     3435   62600 SH        DEFINED      02    0   62600   0
MOODYS CORP                      COM               615369105    15944  400000 SH        DEFINED      02    0  400000   0
MORGAN STANLEY DEAN WITTER &CO   COMMON            617446448        5      82 SH        DEFINED      01    0      82   0
MORGAN STANLEY DEAN WITTER&CO    COM NEW           617446448     7138  127600 SH        DEFINED      01    0  127600   0
MORGAN STANLEY DEAN WITTER&CO    COM NEW           617446448   162534 2905508 SH        DEFINED      02    0 2905508   0
MORGAN STANLEY DEAN WITTER&CO    COM NEW           617446448     1339   23945 SH        DEFINED      21    0   23945   0
MOTOROLA INC                     COM               620076109     3845  256000 SH        DEFINED      01    0  256000   0
MOTOROLA INC                     COM               620076109    46802 3115975 SH        DEFINED      02    0 3115975   0
MOTOROLA INC                     COM               620076109     2095  127700 SH        DEFINED      21    0  127700   0
MOTOROLA INC COM                 COMMON            620076109        5     329 SH        DEFINED      01    0     329   0
MURPHY OIL CORP                  COM               626717102     9732  115797 SH        DEFINED      02    0  115797   0
MYLAN LABS INC                   COM               628530107    11464  305700 SH        DEFINED      02    0  305700   0
NABORS INDS INC                  COM               629568106    16942  493500 SH        DEFINED      02    0  493500   0
NASSDA CORP                      COM               63172M101     1237   55000 SH        DEFINED      02    0   55000   0
NATIONAL FUEL GAS CO N J         COM               636180101      988   40000 SH        DEFINED      21    0   40000   0
NATIONAL PROCESSING INC          COM               637229105       46    1400 SH        DEFINED      01    0    1400   0
NATIONAL PROCESSING INC          COM               637229105    32864 1011200 SH        DEFINED      02    0 1011200   0
NATIONAL WESTN LIFE INS CO       CL A              638522102       67     600 SH        DEFINED      01    0     600   0
NATIONAL WESTN LIFE INS CO       CL A              638522102      145    1300 SH        DEFINED      02    0    1300   0
NATIONAL-OILWELL INC             COM               637071101     1414   68600 SH        DEFINED      02    0   68600   0
NATIONWIDE FINL SVCS INC         CL A              638612101     1227   29600 SH        DEFINED      02    0   29600   0
NATUS MEDICAL INC DEL            COM               639050103    10020 1590400 SH        DEFINED      02    0 1590400   0
NAVISTAR INTL CORP NEW           COM               63934E108     8287  209800 SH        DEFINED      02    0  209800   0
NBTY INC                         COM               628782104      940   80300 SH        DEFINED      02    0   80300   0
NCH CORP                         COM               628850109       83    1600 SH        DEFINED      01    0    1600   0
NCH CORP                         COM               628850109      256    4900 SH        DEFINED      02    0    4900   0
NEOFORMA COM INC                 COM NEW           640475505      292   10000 SH        DEFINED      02    0   10000   0
NETBANK INC                      COM               640933107     1334  127300 SH        DEFINED      02    0  127300   0
NETIQ CORP                       COM               64115P102       28     800 SH        DEFINED      01    0     800   0
NETIQ CORP                       COM               64115P102     2332   66124 SH        DEFINED      02    0   66124   0
NETRO CORP                       COM               64114R109      458  124726 SH        DEFINED      02    0  124726   0
NETWORK APPLIANCE INC            COM               64120L104    13828  632300 SH        DEFINED      02    0  632300   0
NETWORKS ASSOCS INC              COM               640938106       21     800 SH        DEFINED      01    0     800   0
NETWORKS ASSOCS INC              COM               640938106    13447  520200 SH        DEFINED      02    0  520200   0
NEUROCRINE BIOSCIENCES INC       COM               64125C109       21     400 SH        DEFINED      01    0     400   0
NEUROCRINE BIOSCIENCES INC       COM               64125C109     5193  101200 SH        DEFINED      02    0  101200   0
NEWFIELD EXPL CO                 COM               651290108     4861  136900 SH        DEFINED      02    0  136900   0
NEWFIELD EXPL CO COM             COMMON            651290108        6     167 SH        DEFINED      01    0     167   0
NEWFIELD FINL TR I               QUIPS SER A       651291205      541    9900 SH        DEFINED      02    0    9900   0
NEWMONT MINING CORP              COM               651639106      459   24000 SH        DEFINED      02    0   24000   0
NEWPARK RES INC                  COM PAR $.01NEW   651718504      717   90800 SH        DEFINED      02    0   90800   0
NEWS CORP LTD                    ADR NEW           652487703      340   10700 SH        DEFINED      02    0   10700   0
NEWS CORP LTD                    ADR NEW           652487703     5691  178900 SH        DEFINED      21    0  178900   0
NEWS CORP LTD                    SP ADR PFD        652487802     5406  204300 SH        DEFINED      01    0  204300   0
NEWS CORP LTD                    SP ADR PFD        652487802    76406 2887600 SH        DEFINED      02    0 2887600   0
NEWS CORP LTD ADR NEW            COMMON            652487703        4     137 SH        DEFINED      01    0     137   0
NEXTCARD INC                     COM               65332K107       36   68800 SH        DEFINED      02    0   68800   0
NEXTEL COMMUNICATIONS INC        CL A              65332V103      492   44900 SH        DEFINED      02    0   44900   0
NICOR INC                        COM               654086107     3710   89100 SH        DEFINED      02    0   89100   0
NICOR INC                        COM               654086107    19921  478400 SH        DEFINED      04    0  478400   0
NIKE INC                         CL B              654106103    22445  399088 SH        DEFINED      02    0  399088   0
NISOURCE INC                     COM               65473P105     7667  332500 SH        DEFINED      02    0  332500   0
NISOURCE INC COM                 COMMON            65473P105        4     193 SH        DEFINED      01    0     193   0
NMT MED INC                      COM               629294109     3865  457400 SH        DEFINED      02    0  457400   0
NOKIA CORP                       SPONSORED ADR     654902204      194    7900 SH        DEFINED      01    0    7900   0
NOKIA CORP                       SPONSORED ADR     654902204    33594 1369500 SH        DEFINED      02    0 1369500   0
NORTEL NETWORKS CORP NEW         COM               656568102      782  104275 SH        DEFINED      02    0  104275   0
NORTEL NETWORKS CORP NEW         GTD SR CV 144A08  656568AA0     6601 6815000 PRN       DEFINED      02    0 6815000   0
NORTHEAST UTILS                  COM               664397106      740   42000 SH        DEFINED      21    0   42000   0
NORTHERN BORDER PARTNERS L P     UNIT LTD PARTN    664785102     1381   35400 SH        DEFINED      02    0   35400   0
NORTHERN BORDER PARTNERS L P     UNIT LTD PARTN    664785102     3523   90300 SH        DEFINED      04    0   90300   0
NORTHERN BORDER PARTNERS L P     UNIT LTD PARTN    664785102      546   14000 SH        DEFINED      21    0   14000   0
NORTHROP GRUMMAN CORP            COM               666807102     7576   75150 SH        DEFINED      01    0   75150   0
NORTHROP GRUMMAN CORP            COM               666807102    46756  463800 SH        DEFINED      02    0  463800   0
NORTHROP GRUMMAN CORP COM        COMMON            666807102       10      99 SH        DEFINED      01    0      99   0
NOVA CHEMICALS CORP              COM               66977W109     1533   72700 SH        DEFINED      21    0   72700   0
NOVELL INC                       COM               670006105      749  163200 SH        DEFINED      01    0  163200   0
NOVELL INC                       COM               670006105    14914 3249300 SH        DEFINED      02    0 3249300   0
NOVELLUS SYS INC                 COM               670008101    11014  279180 SH        DEFINED      02    0  279180   0
NOVELLUS SYS INC COM             COMMON            670008101        8     195 SH        DEFINED      01    0     195   0
NPS PHARMACEUTICALS INC          COM               62936P103       19     500 SH        DEFINED      01    0     500   0
NPS PHARMACEUTICALS INC          COM               62936P103     3887  101500 SH        DEFINED      02    0  101500   0
NRG ENERGY INC                   COM               629377102      333   21500 SH        DEFINED      21    0   21500   0
NS GROUP INC                     COM               628916108      209   28000 SH        DEFINED      02    0   28000   0
NSTAR                            COM               67019E107     1350   30100 SH        DEFINED      02    0   30100   0
NSTAR                            COM               67019E107     7396  164900 SH        DEFINED      04    0  164900   0
NUANCE COMMUNICATIONS INC        COM               669967101      582   64000 SH        DEFINED      02    0   64000   0
NUEVO FING I                     TECONS SER A      670511203      413   13800 SH        DEFINED      02    0   13800   0
NUI CORP                         COM               629431107       24    1000 SH        DEFINED      01    0    1000   0
NUI CORP                         COM               629431107     6572  277292 SH        DEFINED      02    0  277292   0
NVIDIA CORP                      COM               67066G104       20     300 SH        DEFINED      01    0     300   0
NVIDIA CORP                      COM               67066G104     7754  115900 SH        DEFINED      02    0  115900   0
OCCIDENTAL PETE CORP DEL         COM               674599105     4014  151300 SH        DEFINED      02    0  151300   0
OCEAN ENERGY INC DEL             COM               67481E106     8058  419700 SH        DEFINED      02    0  419700   0
OCEANEERING INTL INC             COM               675232102       44    2000 SH        DEFINED      01    0    2000   0
OCEANEERING INTL INC             COM               675232102    16990  768100 SH        DEFINED      02    0  768100   0
OCWEN FINL CORP                  COM               675746101     9436 1112700 SH        DEFINED      02    0 1112700   0
ODYSSEY HEALTHCARE INC           COM               67611V101     3990  153800 SH        DEFINED      02    0  153800   0
OFFICE DEPOT INC                 COM               676220106    13210  712500 SH        DEFINED      02    0  712500   0
OGE ENERGY CORP                  COM               670837103     1823   79000 SH        DEFINED      02    0   79000   0
OGE ENERGY CORP                  COM               670837103     1934   83800 SH        DEFINED      04    0   83800   0
OGE ENERGY CORP COM              COMMON            670837103        7     288 SH        DEFINED      01    0     288   0
OIL STS INTL INC                 COM               678026105      910  100000 SH        DEFINED      02    0  100000   0
OLIN CORP                        COM PAR $1        680665205      504   31200 SH        DEFINED      02    0   31200   0
OLIN CORP COM PAR $1.            COMMON            680665205        4     246 SH        DEFINED      01    0     246   0
OM GROUP INC                     COM               670872100       60     900 SH        DEFINED      01    0     900   0
OM GROUP INC                     COM               670872100      179    2700 SH        DEFINED      02    0    2700   0
OMI CORP NEW                     COM               Y6476W104     7016 1762900 SH        DEFINED      02    0 1762900   0
OMNICELL INC                     COM               68213N109     6442  723800 SH        DEFINED      02    0  723800   0
OMNICOM GROUP INC                COM               681919106      322    3600 SH        DEFINED      01    0    3600   0
OMNICOM GROUP INC                COM               681919106    81165  908390 SH        DEFINED      02    0  908390   0
ONEOK INC NEW                    COM               682680103     1293   72500 SH        DEFINED      02    0   72500   0
OPENWAVE SYS INC                 COM               683718100     2183  223000 SH        DEFINED      02    0  223000   0
ORACLE CORP                      COM               68389X105      557   40300 SH        DEFINED      01    0   40300   0
ORACLE CORP                      COM               68389X105    15495 1122016 SH        DEFINED      02    0 1122016   0
ORACLE SYS CORP                  COMMON            68389X105        9     624 SH        DEFINED      01    0     624   0
ORIENT-EXPRESS HOTELS LTD        CL A              G67743107     4177  230800 SH        DEFINED      02    0  230800   0
ORTHOFIX INTL N V                COM               N6748L102       52    1400 SH        DEFINED      01    0    1400   0
ORTHOFIX INTL N V                COM               N6748L102    34724  935900 SH        DEFINED      02    0  935900   0
OTG SOFTWARE INC                 COM               671059103     1363  136300 SH        DEFINED      02    0  136300   0
OUTBACK STEAKHOUSE INC           COM               689899102     3959  115600 SH        DEFINED      02    0  115600   0
OWENS & MINOR INC NEW            COM               690732102     1116   60300 SH        DEFINED      02    0   60300   0
OWENS & MINOR INC NEW COM        COMMON            690732102        4     199 SH        DEFINED      01    0     199   0
P F CHANGS CHINA BISTRO INC      COM               69333Y108     1698   35900 SH        DEFINED      02    0   35900   0
PACIFIC CENTY FINL CORP          COM               694058108       18     700 SH        DEFINED      01    0     700   0
PACIFIC CENTY FINL CORP          COM               694058108     2527   97600 SH        DEFINED      02    0   97600   0
PACIFIC SUNWEAR CALIF INC        COM               694873100     2524  123600 SH        DEFINED      02    0  123600   0
PACTIV CORP                      COM               695257105    11758  662400 SH        DEFINED      02    0  662400   0
PAN PACIFIC RETAIL PPTYS INC     COM               69806L104     1680   58500 SH        DEFINED      02    0   58500   0
PAPA JOHNS INTL INC              COM               698813102      808   29400 SH        DEFINED      02    0   29400   0
PARKER HANNIFIN CORP             COM               701094104     5590  121750 SH        DEFINED      01    0  121750   0
PARKER HANNIFIN CORP             COM               701094104     1634   35600 SH        DEFINED      02    0   35600   0
PATTERSON DENTAL CO              COM               703412106     7609  185900 SH        DEFINED      02    0  185900   0
PATTERSON UTI ENERGY INC         COM               703481101     1382   59300 SH        DEFINED      02    0   59300   0
PAYLESS SHOESOURCE INC           COM               704379106       90    1600 SH        DEFINED      01    0    1600   0
PAYLESS SHOESOURCE INC           COM               704379106      275    4900 SH        DEFINED      02    0    4900   0
PENTAIR INC                      COM               709631105     2150   58900 SH        DEFINED      02    0   58900   0
PEOPLES ENERGY CORP              COM               711030106     2204   58100 SH        DEFINED      02    0   58100   0
PEOPLES ENERGY CORP              COM               711030106    11557  304700 SH        DEFINED      04    0  304700   0
PEOPLESOFT INC                   COM               712713106      197    4900 SH        DEFINED      01    0    4900   0
PEOPLESOFT INC                   COM               712713106    19630  488300 SH        DEFINED      02    0  488300   0
PEPSI BOTTLING GROUP INC         COM               713409100    12951  551100 SH        DEFINED      02    0  551100   0
PEPSIAMERICAS INC                COM               71343P200     2395  158500 SH        DEFINED      21    0  158500   0
PEPSICO INC                      COMMON            713448108        7     139 SH        DEFINED      01    0     139   0
PEPSICO INC                      COM               713448108     1091   22400 SH        DEFINED      01    0   22400   0
PEPSICO INC                      COM               713448108    91323 1875607 SH        DEFINED      02    0 1875607   0
PEREGRINE SYSTEMS INC            COM               71366Q101     7240  488200 SH        DEFINED      02    0  488200   0
PERFORMANCE FOOD GROUP CO        COM               713755106      640   18200 SH        DEFINED      02    0   18200   0
PERRIGO CO                       COM               714290103     1083   91600 SH        DEFINED      02    0   91600   0
PETROLEO BRASILEIRO SA PETROBR   SPONSORED ADR     71654V101      756   34000 SH        DEFINED      21    0   34000   0
PETROLEO BRASILEIRO SA PETROBR   SPONSORED ADR     71654V408      228    9800 SH        DEFINED      02    0    9800   0
PETROLEO BRASILEIRO SA PETROBR   SPONSORED ADR     71654V408     4731  203050 SH        DEFINED      21    0  203050   0
PETSMART INC                     COM               716768106   108367 11012900SH        DEFINED      02    0 11012900  0
PETSMART INC                     SB NT CV 144A 04  716768AA4    44766 37500000PRN       DEFINED      02    0 37500000  0
PFIZER INC                       COMMON            717081103        9     234 SH        DEFINED      01    0     234   0
PFIZER INC                       COM               717081103     1124   28200 SH        DEFINED      01    0   28200   0
PFIZER INC                       COM               717081103    92124 2311768 SH        DEFINED      02    0 2311768   0
PFIZER INC                       COM               717081103     2192   49850 SH        DEFINED      21    0   49850   0
PG&E CORP                        COM               69331C108     1501   78000 SH        DEFINED      21    0   78000   0
PHARMACIA CORP                   COM               71713U102     5003  117301 SH        DEFINED      01    0  117301   0
PHARMACIA CORP                   COM               71713U102   133238 3123976 SH        DEFINED      02    0 3123976   0
PHARMACIA CORP                   COM               71713U102     2374   50900 SH        DEFINED      21    0   50900   0
PHARMACIA CORP COM               COMMON            71713U102        4      93 SH        DEFINED      01    0      93   0
PHARMACOPEIA INC                 COM               71713B104     1486  107000 SH        DEFINED      02    0  107000   0
PHELPS DODGE CORP                COM               717265102       23     700 SH        DEFINED      01    0     700   0
PHELPS DODGE CORP                COM               717265102       68    2100 SH        DEFINED      02    0    2100   0
PHELPS DODGE CORP                COM               717265102     1387   39100 SH        DEFINED      21    0   39100   0
PHILADELPHIA CONS HLDG CORP      COM               717528103       60    1600 SH        DEFINED      01    0    1600   0
PHILADELPHIA CONS HLDG CORP      COM               717528103    61765 1637900 SH        DEFINED      02    0 1637900   0
PHILIP MORRIS COS INC            COM               718154107     7111  155100 SH        DEFINED      01    0  155100   0
PHILIP MORRIS COS INC            COM               718154107   133245 2906100 SH        DEFINED      02    0 2906100   0
PHILIP MORRIS COS INC            COM               718154107     4915   98000 SH        DEFINED      21    0   98000   0
PHILIP MORRIS COS INS            COMMON            718154107       16     356 SH        DEFINED      01    0     356   0
PHILLIPS PETE CO                 COM               718507106     7116  118080 SH        DEFINED      01    0  118080   0
PHILLIPS PETE CO                 COM               718507106    56478  937238 SH        DEFINED      02    0  937238   0
PHILLIPS PETROLEUM COMPANY       COMMON            718507106        7     112 SH        DEFINED      01    0     112   0
PHOENIX COS INC NEW              COM               71902E109    12950  700000 SH        DEFINED      02    0  700000   0
PHOENIX COS INC NEW              COM               71902E109      712   38500 SH        DEFINED      21    0   38500   0
PHOTRONICS INC                   SB NT CV 144A 06  719405AB8    12754 11500000PRN       DEFINED      02    0 11500000  0
PINNACLE SYS INC                 COM               723481107      630   79300 SH        DEFINED      02    0   79300   0
PINNACLE WEST CAP CORP           COM               723484101      762   18200 SH        DEFINED      02    0   18200   0
PINNACLE WEST CAP CORP           COM               723484101     4139   98900 SH        DEFINED      04    0   98900   0
PITTSTON CO                      COM BRINKS GRP    725701106     1430   64700 SH        DEFINED      02    0   64700   0
PIXELWORKS INC                   COM               72581M107     3228  201000 SH        DEFINED      02    0  201000   0
PLEXUS CORP                      COM               729132100     1246   46900 SH        DEFINED      02    0   46900   0
PLUM CREEK TIMBER CO INC         COM               729251108     1165   41100 SH        DEFINED      02    0   41100   0
PMC-SIERRA INC                   COM               69344F106     1310   61600 SH        DEFINED      02    0   61600   0
PMI GROUP INC                    COM               69344M101      784   11700 SH        DEFINED      21    0   11700   0
PNC FINANCIAL CORP               COMMON            693475105        5      91 SH        DEFINED      01    0      91   0
PNC FINL SVCS GROUP INC          COM               693475105      495    8800 SH        DEFINED      01    0    8800   0
PNC FINL SVCS GROUP INC          COM               693475105    80518 1432700 SH        DEFINED      02    0 1432700   0
PNC FINL SVCS GROUP INC          COM               693475105      767   13640 SH        DEFINED      21    0   13640   0
POGO PRODUCING CO                COM               730448107     1705   64900 SH        DEFINED      02    0   64900   0
POGO PRODUCING CO                SUB NT CV 5.5%06  730448AE7      962 1000000 PRN       DEFINED      02    0 1000000   0
POGO PRODUCING CO COM            COMMON            730448107        5     188 SH        DEFINED      01    0     188   0
POST PPTYS INC                   COM               737464107     1072   30200 SH        DEFINED      02    0   30200   0
POTOMAC ELEC PWR CO              COM               737679100     1266   56100 SH        DEFINED      02    0   56100   0
POTOMAC ELEC PWR CO              COM               737679100     2065   91500 SH        DEFINED      04    0   91500   0
POTOMAC ELECTRIC POWER CO        COMMON            737679100        6     249 SH        DEFINED      01    0     249   0
POWER INTEGRATIONS INC           COM               739276103      841   36800 SH        DEFINED      02    0   36800   0
POZEN INC                        COM               73941U102     1208  230000 SH        DEFINED      02    0  230000   0
PPG INDS INC                     COM               693506107     4127   79800 SH        DEFINED      01    0   79800   0
PPG INDS INC                     COM               693506107    21929  424000 SH        DEFINED      02    0  424000   0
PPG INDS INC COM                 COMMON            693506107        4      81 SH        DEFINED      01    0      81   0
PPL CORP                         COM               69351T106     3924  112600 SH        DEFINED      01    0  112600   0
PPL CORP                         COM               69351T106     1324   38000 SH        DEFINED      21    0   38000   0
PPL CORP COM                     COMMON            69351T106        4     118 SH        DEFINED      01    0     118   0
PRAXAIR INC                      COM               74005P104       39     700 SH        DEFINED      01    0     700   0
PRAXAIR INC                      COM               74005P104     8011  145000 SH        DEFINED      02    0  145000   0
PRENTISS PPTYS TR                SH BEN INT        740706106      247    9000 SH        DEFINED      02    0    9000   0
PRENTISS PPTYS TR SH BEN INT     COMMON            740706106        6     234 SH        DEFINED      01    0     234   0
PRI AUTOMATION INC               COM               69357H106       16     800 SH        DEFINED      01    0     800   0
PRI AUTOMATION INC               COM               69357H106     2106  103000 SH        DEFINED      02    0  103000   0
PRICE T ROWE GROUP INC           COM               74144T108     8804  253500 SH        DEFINED      02    0  253500   0
PRICE T ROWE GROUP INC           COM               74144T108      886   25500 SH        DEFINED      21    0   25500   0
PRICELINE COM INC                COM               741503106      598  102800 SH        DEFINED      02    0  102800   0
PRIDE INTL INC DEL               COM               74153Q102     2507  166000 SH        DEFINED      02    0  166000   0
PRIME HOSPITALITY CORP           COM               741917108     2895  262000 SH        DEFINED      02    0  262000   0
PRINCIPAL FINANCIAL GROUP INC    COM               74251V102     3062  127600 SH        DEFINED      01    0  127600   0
PRINCIPAL FINANCIAL GROUP INC    COM               74251V102    15430  642900 SH        DEFINED      02    0  642900   0
PRIORITY HEALTHCARE CORP         CL B              74264T102     2027   57605 SH        DEFINED      02    0   57605   0
PROCTER & GAMBLE CO              COM               742718109      957   12100 SH        DEFINED      01    0   12100   0
PROCTER & GAMBLE CO              COM               742718109    52716  666200 SH        DEFINED      02    0  666200   0
PROFIT RECOVERY GROUP INTL INC   COM               743168106      498   61100 SH        DEFINED      02    0   61100   0
PROGRESS ENERGY INC              COM               743263105     2495   55400 SH        DEFINED      02    0   55400   0
PROGRESS ENERGY INC              COM               743263105     8434  187300 SH        DEFINED      04    0  187300   0
PROGRESS ENERGY INC              COM               743263105     1306   29000 SH        DEFINED      21    0   29000   0
PROGRESS ENERGY INC COM          COMMON            743263105       12     268 SH        DEFINED      01    0     268   0
PROLOGIS TR                      SH BEN INT        743410102      398   18500 SH        DEFINED      02    0   18500   0
PROTEIN DESIGN LABS INC          COM               74369L103       26     800 SH        DEFINED      01    0     800   0
PROTEIN DESIGN LABS INC          COM               74369L103     7675  234000 SH        DEFINED      02    0  234000   0
PROVIDENT BANKSHARES CORP        COM               743859100      822   33835 SH        DEFINED      02    0   33835   0
PSS WORLD MED INC                COM               69366A100      778   95300 SH        DEFINED      02    0   95300   0
PUBLIC STORAGE INC               COM               74460D109      334   10000 SH        DEFINED      02    0   10000   0
PUBLIC STORAGE INC               COM               74460D109     1737   52000 SH        DEFINED      04    0   52000   0
PUBLIC SVC CO N MEX              COM               744499104     1372   49100 SH        DEFINED      02    0   49100   0
PUBLIC SVC ENTERPRISE GROUP      COM               744573106      422   10000 SH        DEFINED      01    0   10000   0
PUBLIC SVC ENTERPRISE GROUP      COM               744573106    19306  457600 SH        DEFINED      02    0  457600   0
PUBLIC SVC ENTERPRISE GROUP      COM               744573106     1962   46500 SH        DEFINED      04    0   46500   0
PUBLIC SVC ENTERPRISES           COMMON            744573106        4     105 SH        DEFINED      01    0     105   0
PULTE HOMES INC                  COM               745867101     3109   69600 SH        DEFINED      02    0   69600   0
QLOGIC CORP                      COM               747277101    15218  341900 SH        DEFINED      02    0  341900   0
QUALCOMM INC                     COM               747525103      303    6000 SH        DEFINED      01    0    6000   0
QUALCOMM INC                     COM               747525103    19281  381800 SH        DEFINED      02    0  381800   0
QUEST DIAGNOSTICS INC            COM               74834L100       29     400 SH        DEFINED      01    0     400   0
QUEST DIAGNOSTICS INC            COM               74834L100     8691  121200 SH        DEFINED      02    0  121200   0
QUEST DIAGNOSTICS INC            COM               74834L100     2822   36000 SH        DEFINED      21    0   36000   0
QUESTAR CORP                     COM               748356102      514   20500 SH        DEFINED      21    0   20500   0
QWEST COMMUNICATIONS INTL INC    COM               749121109      802   56761 SH        DEFINED      02    0   56761   0
R H DONNELLEY CORP               COM NEW           74955W307     1842   63400 SH        DEFINED      02    0   63400   0
RADIAN GROUP INC                 COM               750236101      919   21400 SH        DEFINED      21    0   21400   0
RADIO ONE INC                    CL A              75040P108     1426   77200 SH        DEFINED      02    0   77200   0
RALCORP HLDGS INC NEW            COM               751028101      917   40400 SH        DEFINED      02    0   40400   0
RAYMOND JAMES FINANCIAL INC      COM               754730109     2053   57800 SH        DEFINED      02    0   57800   0
RAYMOND JAMES FINANCIAL INC      COM               754730109      989   27850 SH        DEFINED      21    0   27850   0
RAYONIER INC                     COM               754907103      111    2200 SH        DEFINED      01    0    2200   0
RAYONIER INC                     COM               754907103      338    6700 SH        DEFINED      02    0    6700   0
RAYTHEON CO COM NEW              COMMON            755111507       14     423 SH        DEFINED      01    0     423   0
REALNETWORKS INC                 COM               75605L104     1176  198000 SH        DEFINED      02    0  198000   0
REALTY INCOME CORP               COM               756109104      720   24500 SH        DEFINED      02    0   24500   0
RECKSON ASSOCS RLTY CORP         CL B              75621K304     1378   54000 SH        DEFINED      02    0   54000   0
REDWOOD TR INC                   COM               758075402    14126  583000 SH        DEFINED      02    0  583000   0
REGIONS FINL CORP                COM               758940100      363   11376 SH        DEFINED      01    0   11376   0
RELIANT ENERGY INC               COM               75952J108     3973  149800 SH        DEFINED      01    0  149800   0
RELIANT ENERGY INC               COM               75952J108    46415 1750200 SH        DEFINED      02    0 1750200   0
RELIANT ENERGY INC               COM               75952J108     1899   71600 SH        DEFINED      04    0   71600   0
RELIANT ENERGY INC COM           COMMON            75952J108        4     147 SH        DEFINED      01    0     147   0
RELIANT RES INC                  COM               75952B105     8684  526000 SH        DEFINED      02    0  526000   0
RELIANT RES INC                  COM               75952B105      826   50000 SH        DEFINED      21    0   50000   0
RENAISSANCE LEARNING INC         COM               75968L105      807   26500 SH        DEFINED      02    0   26500   0
RENAL CARE GROUP INC             COM               759930100     9630  300000 SH        DEFINED      02    0  300000   0
RESMED INC                       COM               761152107      658   12200 SH        DEFINED      02    0   12200   0
REYNOLDS R J TOB HLDGS INC       COM               76182K105    17748  315234 SH        DEFINED      02    0  315234   0
RF MICRODEVICES INC              COM               749941100    10394  540500 SH        DEFINED      02    0  540500   0
RIGGS NATL CORP WASH DC          COM               766570105      546   39100 SH        DEFINED      02    0   39100   0
RIVERDEEP GROUP PLC              ADR               76870Q109     2212  131613 SH        DEFINED      21    0  131613   0
RIVERSTONE NETWORKS INC          COM               769320102     2410  145200 SH        DEFINED      02    0  145200   0
ROLLINS INC                      COM               775711104      552   27600 SH        DEFINED      02    0   27600   0
ROSLYN BANCORP INC               COM               778162107     1943  111000 SH        DEFINED      02    0  111000   0
ROYAL DUTCH PETE CO              NY REG GLD1.25    780257804     4108   83800 SH        DEFINED      02    0   83800   0
ROYAL DUTCH PETE CO              NY REG GLD1.25    780257804     1054   19135 SH        DEFINED      21    0   19135   0
RTW INC                          COM               74974R107     1092  975000 SH        DEFINED      02    0  975000   0
RUBY TUESDAY INC                 COM               781182100     2971  144000 SH        DEFINED      02    0  144000   0
RYANAIR HLDGS PLC                SPONSORED ADR     783513104    15246  475700 SH        DEFINED      02    0  475700   0
RYERSON TULL INC NEW             COM               78375P107     1078   98000 SH        DEFINED      02    0   98000   0
SAFENET INC                      COM               78645R107     1826   96400 SH        DEFINED      02    0   96400   0
SAFEWAY INC                      COM NEW           786514208      351    8400 SH        DEFINED      01    0    8400   0
SAFEWAY INC                      COM NEW           786514208     3423   74850 SH        DEFINED      21    0   74850   0
SAGE INC                         COM               786632109       22     600 SH        DEFINED      01    0     600   0
SAGE INC                         COM               786632109    24707  666500 SH        DEFINED      02    0  666500   0
SALIX PHARMACEUTICALS INC        ORD               G77770108      506   25000 SH        DEFINED      02    0   25000   0
SANDISK CORP                     COM               80004C101     9298  645700 SH        DEFINED      02    0  645700   0
SAPPI LTD                        SPON ADR NEW      803069202      230   22400 SH        DEFINED      02    0   22400   0
SARA LEE CORP                    COM               803111103     5335  240000 SH        DEFINED      01    0  240000   0
SARA LEE CORP                    COM               803111103    66832 3006400 SH        DEFINED      02    0 3006400   0
SARA LEE CORP COM                COMMON            803111103        4     170 SH        DEFINED      01    0     170   0
SATYAM COMPUTER SERVICES LTD     ADR               804098101      220   20000 SH        DEFINED      21    0   20000   0
SBC COMMUNICATIONS INC           COM               78387G103     6736  171976 SH        DEFINED      01    0  171976   0
SBC COMMUNICATIONS INC           COM               78387G103   128263 3274513 SH        DEFINED      02    0 3274513   0
SBC COMMUNICATIONS INC           COM               78387G103    36616  934800 SH        DEFINED      04    0  934800   0
SBC COMMUNICATIONS INC           COM               78387G103     9037  223576 SH        DEFINED      21    0  223576   0
SBC COMMUNICATIONS INC COM       COMMON            78387G103        4      91 SH        DEFINED      01    0      91   0
SCANA CORP NEW                   COM               80589M102     9586  344445 SH        DEFINED      02    0  344445   0
SCANA CORP NEW                   COM               80589M102     2391   85900 SH        DEFINED      04    0   85900   0
SCANA CORP NEW COM               COMMON            80589M102       17     613 SH        DEFINED      01    0     613   0
SCHERING PLOUGH CORP             COMMON            806605101        8     232 SH        DEFINED      01    0     232   0
SCHERING PLOUGH CORP             COM               806605101     2689   75100 SH        DEFINED      01    0   75100   0
SCHERING PLOUGH CORP             COM               806605101    72876 2035086 SH        DEFINED      02    0 2035086   0
SCHLUMBERGER LTD                 COM               806857108       33     600 SH        DEFINED      01    0     600   0
SCHLUMBERGER LTD                 COM               806857108     1958   35625 SH        DEFINED      02    0   35625   0
SCHOLASTIC CORP                  COM               807066105     3674   73000 SH        DEFINED      02    0   73000   0
SCHWAB CHARLES CORP NEW          COM               808513105      149    9600 SH        DEFINED      01    0    9600   0
SCHWAB CHARLES CORP NEW          COM               808513105     9921  641337 SH        DEFINED      02    0  641337   0
SCHWAB CHARLES CORP NEW          COM               808513105     1398   90350 SH        DEFINED      21    0   90350   0
SCIENTIFIC ATLANTA INC           COM               808655104     8981  375148 SH        DEFINED      02    0  375148   0
SEACHANGE INTL INC               COM               811699107     6957  203900 SH        DEFINED      02    0  203900   0
SEACOR SMIT INC                  COM               811904101       84    1800 SH        DEFINED      01    0    1800   0
SEACOR SMIT INC                  COM               811904101      251    5400 SH        DEFINED      02    0    5400   0
SEARS ROEBUCK & CO               COM               812387108     5128  107643 SH        DEFINED      01    0  107643   0
SEEBEYOND TECHNOLOGIES CORP      COM               815704101      889   91600 SH        DEFINED      02    0   91600   0
SELECT MEDICAL CORP              COM               816196109    12510  778000 SH        DEFINED      02    0  778000   0
SEMPRA ENERGY                    COM               816851109    11705  476800 SH        DEFINED      02    0  476800   0
SEMPRA ENERGY                    COM               816851109    16161  658300 SH        DEFINED      04    0  658300   0
SEMPRA ENERGY                    COM               816851109     2627  107000 SH        DEFINED      21    0  107000   0
SEMTECH CORP                     COM               816850101     2116   59300 SH        DEFINED      02    0   59300   0
SENIOR HSG PPTYS TR              SH BEN INT        81721M109      529   38000 SH        DEFINED      02    0   38000   0
SENSIENT TECHNOLOGIES CORP       COM               81725T100      549   26400 SH        DEFINED      02    0   26400   0
SENSIENT TECHNOLOGIES CORP COM   COMMON            81725T100        4     184 SH        DEFINED      01    0     184   0
SHIRE PHARMACEUTICALS GRP PLC    SPONSORED ADR     82481R106    11712  320000 SH        DEFINED      02    0  320000   0
SHURGARD STORAGE CTRS INC        COM               82567D104      714   22300 SH        DEFINED      02    0   22300   0
SICOR INC                        COM               825846108      618   39400 SH        DEFINED      02    0   39400   0
SIEBEL SYS INC                   COM               826170102      109    3900 SH        DEFINED      01    0    3900   0
SIEBEL SYS INC                   COM               826170102    22446  802210 SH        DEFINED      02    0  802210   0
SIERRA PAC RES NEW               COM               826428104      459   30500 SH        DEFINED      01    0   30500   0
SIERRA PAC RES NEW               COM               826428104     2572  170900 SH        DEFINED      02    0  170900   0
SIERRA PAC RES NEW               COM               826428104     1054   70000 SH        DEFINED      21    0   70000   0
SILICON VY BANCSHARES            COM               827064106       21     800 SH        DEFINED      01    0     800   0
SILICON VY BANCSHARES            COM               827064106     2422   90600 SH        DEFINED      02    0   90600   0
SILVERSTREAM SOFTWARE INC        COM               827907106     2315  340000 SH        DEFINED      02    0  340000   0
SIMON PPTY GROUP INC NEW         COM               828806109    10119  345000 SH        DEFINED      02    0  345000   0
SIMON PPTY GROUP INC NEW         COM               828806109     2141   73000 SH        DEFINED      04    0   73000   0
SIMON PPTY GROUP INC NEW COM     COMMON            828806109        6     221 SH        DEFINED      01    0     221   0
SIMPSON MANUFACTURING CO INC     COM               829073105       23     400 SH        DEFINED      01    0     400   0
SIMPSON MANUFACTURING CO INC     COM               829073105     5799  101200 SH        DEFINED      02    0  101200   0
SIRIUS SATELLITE RADIO INC       COM               82966U103      473   40700 SH        DEFINED      02    0   40700   0
SKYWEST INC                      COM               830879102       18     700 SH        DEFINED      01    0     700   0
SKYWEST INC                      COM               830879102     1148   45100 SH        DEFINED      02    0   45100   0
SL GREEN RLTY CORP               COM               78440X101      857   27900 SH        DEFINED      02    0   27900   0
SMITH & WOLLENSKY RESTAURANT     COM               831758107      857  225000 SH        DEFINED      02    0  225000   0
SMITH & WOLLENSKY RESTAURANT     COM               831758107      221   51700 SH        DEFINED      21    0   51700   0
SOLECTRON CORP                   COM               834182107     1398  113100 SH        DEFINED      21    0  113100   0
SOUTHERN CO                      COM               842587107     1638   64600 SH        DEFINED      02    0   64600   0
SOUTHERN CO                      COM               842587107     8518  336000 SH        DEFINED      04    0  336000   0
SPACELABS MED INC                COM               846247104      673   55400 SH        DEFINED      02    0   55400   0
SPEECHWORKS INTL INC             COM               84764M101      988   87800 SH        DEFINED      02    0   87800   0
SPEEDWAY MOTORSPORTS INC         COM               847788106     1264   50000 SH        DEFINED      02    0   50000   0
SPRINT CORP                      COM FON GROUP     852061100     4321  215200 SH        DEFINED      01    0  215200   0
SPRINT CORP                      COM FON GROUP     852061100    66546 3314033 SH        DEFINED      02    0 3314033   0
SPRINT CORP                      COM FON GROUP     852061100    22130 1102100 SH        DEFINED      04    0 1102100   0
SPRINT CORP                      COM FON GROUP     852061100     2520  125500 SH        DEFINED      21    0  125500   0
SPRINT CORP                      PCS COM SER 1     852061506      227    9300 SH        DEFINED      01    0    9300   0
SPRINT CORP                      PCS COM SER 1     852061506    12854  526600 SH        DEFINED      02    0  526600   0
SPRINT CORP                      PCS COM SER 1     852061506      293   12000 SH        DEFINED      21    0   12000   0
SPRINT CORP COM                  COMMON            852061100       14     692 SH        DEFINED      01    0     692   0
SPS TECHNOLOGIES INC             COM               784626103      611   16500 SH        DEFINED      21    0   16500   0
ST JUDE MED INC                  COM               790849103      349    4500 SH        DEFINED      01    0    4500   0
ST JUDE MED INC                  COM               790849103    32808  422510 SH        DEFINED      02    0  422510   0
ST JUDE MED INC COM              COMMON            790849103       12     149 SH        DEFINED      01    0     149   0
STAPLES INC                      COM               855030102     3740  200000 SH        DEFINED      02    0  200000   0
STATE STR CORP                   COM               857477103      188    3600 SH        DEFINED      01    0    3600   0
STATE STR CORP                   COM               857477103     7315  140000 SH        DEFINED      02    0  140000   0
STEEL DYNAMICS INC               COM               858119100      828   71300 SH        DEFINED      02    0   71300   0
STELMAR SHIPPING LTD             COM               V8726M103    11846  729000 SH        DEFINED      02    0  729000   0
STERLING BANCSHARES INC          COM               858907108      573   45750 SH        DEFINED      02    0   45750   0
STILLWATER MNG CO                COM               86074Q102     2102  113600 SH        DEFINED      02    0  113600   0
STILWELL FINL INC                COM               860831106     1939   71220 SH        DEFINED      21    0   71220   0
STMICROELECTRONICS N V           NY REGISTRY       861012102      198    6250 SH        DEFINED      02    0    6250   0
STMICROELECTRONICS N V           NY REGISTRY       861012102     3127   98750 SH        DEFINED      21    0   98750   0
STONE ENERGY CORP                COM               861642106       67    1700 SH        DEFINED      01    0    1700   0
STONE ENERGY CORP                COM               861642106      205    5200 SH        DEFINED      02    0    5200   0
STORAGE TECHNOLOGY CORP          COM PAR $0.10     862111200     9963  482000 SH        DEFINED      01    0  482000   0
STORAGE TECHNOLOGY CORP          COM PAR $0.10     862111200    72809 3522460 SH        DEFINED      02    0 3522460   0
SUMMIT PPTYS INC                 COM               866239106      713   28500 SH        DEFINED      02    0   28500   0
SUMMIT PPTYS INC COM             COMMON            866239106        6     235 SH        DEFINED      01    0     235   0
SUN LIFE FINL SVCS CDA INC       COM               866796105     1249   57814 SH        DEFINED      21    0   57814   0
SUN MICROSYSTEMS INC             COM               866810104     1612  131050 SH        DEFINED      02    0  131050   0
SUNGARD DATA SYS INC             COM               867363103    21601  746665 SH        DEFINED      02    0  746665   0
SUNGARD DATA SYS INC             COM               867363103     2268   71500 SH        DEFINED      21    0   71500   0
SUNGARD DATA SYS INC COM         COMMON            867363103        7     259 SH        DEFINED      01    0     259   0
SUNOCO INC                       COM               86764P109       26     700 SH        DEFINED      01    0     700   0
SUNOCO INC                       COM               86764P109    45532 1219400 SH        DEFINED      02    0 1219400   0
SUNOCO INC COM                   COMMON            86764P109        4     120 SH        DEFINED      01    0     120   0
SUPERIOR INDS INTL INC           COM               868168105     1272   31600 SH        DEFINED      02    0   31600   0
SUPERVALU INC                    COM               868536103     6448  291500 SH        DEFINED      02    0  291500   0
SURMODICS INC                    COM               868873100      565   15500 SH        DEFINED      02    0   15500   0
SYMANTEC CORP                    COM               871503108    13724  206900 SH        DEFINED      02    0  206900   0
SYMANTEC CORP                    SUB NT CV 144A06  871503AA6    12873 10650000PRN       DEFINED      02    0 10650000  0
TAIWAN SEMICONDUCTOR MFG LTD     SPONSORED ADR     874039100    16470  959240 SH        DEFINED      02    0  959240   0
TALARIAN CORP                    COM               874090103      474  158000 SH        DEFINED      02    0  158000   0
TALBOTS INC                      COM               874161102     3625  100000 SH        DEFINED      02    0  100000   0
TALK AMERICA HLDGS INC           COM               87426R103     2018 4923100 SH        DEFINED      02    0 4923100   0
TALX CORP                        COM               874918105     1237   49500 SH        DEFINED      02    0   49500   0
TARGET CORP                      COM               87612E106      484   11800 SH        DEFINED      01    0   11800   0
TARGET CORP                      COM               87612E106    58256 1419139 SH        DEFINED      02    0 1419139   0
TARGET CORP COM                  COMMON            87612E106       10     246 SH        DEFINED      01    0     246   0
TARO PHARMACEUTICAL INDS LTD     ORD               M8737E108     2168   54277 SH        DEFINED      21    0   54277   0
TCF FINL CORP                    COM               872275102      269    5600 SH        DEFINED      02    0    5600   0
TECH DATA CORP                   COM               878237106     2380   55000 SH        DEFINED      02    0   55000   0
TECHNE CORP                      COM               878377100     1669   45300 SH        DEFINED      02    0   45300   0
TECHNITROL INC                   COM               878555101      978   35400 SH        DEFINED      02    0   35400   0
TECO ENERGY INC                  COM               872375100      380   14500 SH        DEFINED      02    0   14500   0
TECO ENERGY INC                  COM               872375100     2086   79500 SH        DEFINED      04    0   79500   0
TEEKAY SHIPPING CORP COM         COMMON            Y8564W103        4     117 SH        DEFINED      01    0     117   0
TEEKAY SHIPPING MARSHALL ISLND   COM               Y8564W103      613   17600 SH        DEFINED      02    0   17600   0
TELECORP PCS INC NEW             CL A              879300101      200   16000 SH        DEFINED      02    0   16000   0
TELEFLEX INC                     COM               879369106     2186   46200 SH        DEFINED      02    0   46200   0
TELEFONOS DE MEXICO S A          SPON ADR ORD L    879403780     1492   42600 SH        DEFINED      21    0   42600   0
TELEPHONE & DATA SYS INC         COM               879433100    33092  368718 SH        DEFINED      02    0  368718   0
TELIK INC                        COM               87959M109    10395  770000 SH        DEFINED      02    0  770000   0
TELLABS INC                      COM               879664100      156   10400 SH        DEFINED      02    0   10400   0
TENET HEALTHCARE CORP            COM               88033G100      117    2000 SH        DEFINED      01    0    2000   0
TENET HEALTHCARE CORP            COM               88033G100    24292  413700 SH        DEFINED      02    0  413700   0
TERADYNE INC                     COM               880770102    13200  437943 SH        DEFINED      02    0  437943   0
TETRA TECH INC NEW               COM               88162G103     4711  236626 SH        DEFINED      02    0  236626   0
TEVA PHARMACEUTICAL INDS LTD     ADR               881624209    15679  254400 SH        DEFINED      02    0  254400   0
TEVA PHARMACEUTICAL INDS LTD     ADR               881624209     1535   23250 SH        DEFINED      21    0   23250   0
TEVA PHARMACEUTICAL INDS LTDAD   COMMON            881624209       12     201 SH        DEFINED      01    0     201   0
TEXAS INSTRS INC                 COM               882508104      196    7000 SH        DEFINED      01    0    7000   0
TEXAS INSTRS INC                 COM               882508104    42452 1516140 SH        DEFINED      02    0 1516140   0
TEXAS INSTRS INC                 COM               882508104     1035   33800 SH        DEFINED      21    0   33800   0
TEXTRON INC                      COM               883203101     3615   87200 SH        DEFINED      01    0   87200   0
TEXTRON INC                      COM               883203101    49187 1186368 SH        DEFINED      02    0 1186368   0
TEXTRON INC COM                  COMMON            883203101       15     360 SH        DEFINED      01    0     360   0
THERMOGENESIS CORP               COM NEW           883623209     1341  556400 SH        DEFINED      02    0  556400   0
THQ INC                          COM NEW           872443403       24     500 SH        DEFINED      01    0     500   0
THQ INC                          COM NEW           872443403    20304  418900 SH        DEFINED      02    0  418900   0
THREE FIVE SYS INC               COM               88554L108     1076   67600 SH        DEFINED      02    0   67600   0
TIDEWATER INC                    COM               886423102       34    1000 SH        DEFINED      01    0    1000   0
TIDEWATER INC                    COM               886423102     1458   43000 SH        DEFINED      02    0   43000   0
TIFFANY & CO NEW                 COM               886547108     8100  257400 SH        DEFINED      02    0  257400   0
TJX COS INC NEW                  COM               872540109      171    4300 SH        DEFINED      01    0    4300   0
TJX COS INC NEW                  COM               872540109     3185   79900 SH        DEFINED      02    0   79900   0
TOLLGRADE COMMUNICATIONS INC     COM               889542106       20     600 SH        DEFINED      01    0     600   0
TOLLGRADE COMMUNICATIONS INC     COM               889542106     1481   44400 SH        DEFINED      02    0   44400   0
TORO CO                          COM               891092108      369    8200 SH        DEFINED      02    0    8200   0
TOTAL FINA ELF S A               SPONSORED ADR     89151E109      608    7700 SH        DEFINED      21    0    7700   0
TOWER AUTOMOTIVE INC             SB NT CV    5%04  891707AE1      927 1100000 PRN       DEFINED      02    0 1100000   0
TOWER AUTOMOTIVE INC COM         COMMON            891707101        5     521 SH        DEFINED      01    0     521   0
TOYS 'R' US INC                  COMMON            892335100       10     497 SH        DEFINED      01    0     497   0
TOYS R US INC                    COM               892335100     5133  247500 SH        DEFINED      01    0  247500   0
TOYS R US INC                    COM               892335100    56795 2738435 SH        DEFINED      02    0 2738435   0
TRANSCANADA PIPELINES LTD        COM               893526103      407   32500 SH        DEFINED      02    0   32500   0
TRANSCANADA PIPELINES LTD        COM               893526103     1877  150000 SH        DEFINED      04    0  150000   0
TRANSOCEAN SEDCO FOREX INC       ORD               G90078109       64    1900 SH        DEFINED      01    0    1900   0
TRANSOCEAN SEDCO FOREX INC       ORD               G90078109     6832  202000 SH        DEFINED      02    0  202000   0
TRANSWITCH CORP                  COM               894065101      112   24900 SH        DEFINED      02    0   24900   0
TREX INC                         COM               89531P105     1388   73100 SH        DEFINED      02    0   73100   0
TRIAD HOSPITALS INC              COM               89579K109     6492  221200 SH        DEFINED      02    0  221200   0
TRIBUNE CO NEW                   COM               896047107     1326   32400 SH        DEFINED      21    0   32400   0
TRICO MARINE SERVICES INC        COM               896106101      728   96400 SH        DEFINED      02    0   96400   0
TRIMBLE NAVIGATION LTD           COM               896239100     1201   74100 SH        DEFINED      02    0   74100   0
TRIQUINT SEMICONDUCTOR INC       COM               89674K103     1062   86657 SH        DEFINED      02    0   86657   0
TRITON PCS HLDGS INC             CL A              89677M106     2504   85300 SH        DEFINED      02    0   85300   0
TRW INC                          COM               872649108     4174  112700 SH        DEFINED      01    0  112700   0
TRW INC                          COM               872649108    51971 1403100 SH        DEFINED      02    0 1403100   0
TRW INC COM                      COMMON            872649108        4     121 SH        DEFINED      01    0     121   0
TULARIK INC                      COM               899165104     1458   60700 SH        DEFINED      02    0   60700   0
TUPPERWARE CORP                  COM               899896104      697   36200 SH        DEFINED      02    0   36200   0
TV AZTECA S A DE C V             SPONSORED ADR     901145102      475   70000 SH        DEFINED      21    0   70000   0
TXU CORP                         COM               873168108     3324   70500 SH        DEFINED      21    0   70500   0
TYCO INTL LTD NEW                COM               902124106    20337  345273 SH        DEFINED      01    0  345273   0
TYCO INTL LTD NEW                COM               902124106   205710 3492524 SH        DEFINED      02    0 3492524   0
TYCO INTL LTD NEW                COM               902124106     5915   91700 SH        DEFINED      21    0   91700   0
TYCO INTL LTD NEW                LYON ZRO 144A 20  902124AA4     9392 12070000PRN       DEFINED      02    0 12070000  0
TYCO INTL LTD NEW                LYON ZERO     20  902124AC0     2840 3650000 PRN       DEFINED      02    0 3650000   0
TYCO INTL LTD NEW COM            COMMON            902124106       11     186 SH        DEFINED      01    0     186   0
TYSON FOODS INC                  CL A              902494103      644   55800 SH        DEFINED      02    0   55800   0
ULTRAMAR DIAMOND SHAMROCK COCO   COMMON            904000106        9     182 SH        DEFINED      01    0     182   0
ULTRAMAR DIAMOND SHAMROCK CORP   COM               904000106    19441  392916 SH        DEFINED      02    0  392916   0
UNILAB CORP NEW                  COM NEW           904763208    50200 2000000 SH        DEFINED      02    0 2000000   0
UNILEVER N V                     N Y SHS NEW       904784709     1653   28700 SH        DEFINED      02    0   28700   0
UNION PAC CORP                   COMMON            907818108       18     319 SH        DEFINED      01    0     319   0
UNION PAC CORP                   COM               907818108     5210   91400 SH        DEFINED      01    0   91400   0
UNION PAC CORP                   COM               907818108    22133  388300 SH        DEFINED      02    0  388300   0
UNISOURCE ENERGY CORP            COM               909205106      780   42900 SH        DEFINED      02    0   42900   0
UNITED DEFENSE INDS INC          COM               91018B104     1053   50000 SH        DEFINED      02    0   50000   0
UNITED MICROELECTRONICS CORP     SPONSORED ADR     910873207    21993 2290900 SH        DEFINED      02    0 2290900   0
UNITED MICROELECTRONICS CORP     SPONSORED ADR     910873207      240   25000 SH        DEFINED      21    0   25000   0
UNITED TECHNOLOGIES CORP         COM               913017109      375    5800 SH        DEFINED      01    0    5800   0
UNITED TECHNOLOGIES CORP         COM               913017109     9152  141600 SH        DEFINED      02    0  141600   0
UNITEDHEALTH GROUP INC           COM               91324P102     5831   82400 SH        DEFINED      01    0   82400   0
UNITEDHEALTH GROUP INC           COM               91324P102    74698 1055500 SH        DEFINED      02    0 1055500   0
UNITEDHEALTH GROUP INC COM       COMMON            91324P102        7     102 SH        DEFINED      01    0     102   0
UNIVERSAL HLTH SVCS INC          CL B              913903100     5082  108500 SH        DEFINED      21    0  108500   0
UNIVISION COMMUNICATIONS INC     CL A              914906102      134    3300 SH        DEFINED      01    0    3300   0
UNIVISION COMMUNICATIONS INC     CL A              914906102    18215  450200 SH        DEFINED      02    0  450200   0
UNOCAL CORP                      COMMON            915289102       10     272 SH        DEFINED      01    0     272   0
UNOCAL CORP                      COM               915289102    54372 1507414 SH        DEFINED      02    0 1507414   0
UNUMPROVIDENT CORP               COM               91529Y106      928   35000 SH        DEFINED      02    0   35000   0
URS CORP NEW                     COM               903236107       19     700 SH        DEFINED      01    0     700   0
URS CORP NEW                     COM               903236107     4391  160200 SH        DEFINED      02    0  160200   0
US AIRWAYS GROUP INC             COM               911905107      208   32800 SH        DEFINED      02    0   32800   0
US BANCORP DEL                   COM NEW           902973304     1198   57236 SH        DEFINED      02    0   57236   0
USA NETWORKS INC                 COM               902984103      158    5800 SH        DEFINED      01    0    5800   0
USA NETWORKS INC                 COM               902984103     3941  144300 SH        DEFINED      02    0  144300   0
UST INC                          COM               902911106     6164  176100 SH        DEFINED      01    0  176100   0
UST INC                          COM               902911106    89079 2545100 SH        DEFINED      02    0 2545100   0
UST INC COM                      COMMON            902911106       11     307 SH        DEFINED      01    0     307   0
USX MARATHON GROUP               COMMON            902905827       15     500 SH        DEFINED      01    0     500   0
USX MARATHON GROUP               COM NEW           902905827     5046  168200 SH        DEFINED      01    0  168200   0
USX MARATHON GROUP               COM NEW           902905827    80865 2695500 SH        DEFINED      02    0 2695500   0
UTILICORP UTD INC COM            COMMON            918005109        4     141 SH        DEFINED      01    0     141   0
UTSTARCOM INC                    COM               918076100       31    1100 SH        DEFINED      01    0    1100   0
UTSTARCOM INC                    COM               918076100    11494  403300 SH        DEFINED      02    0  403300   0
VALENCE TECHNOLOGY INC           COM               918914102      222   65900 SH        DEFINED      02    0   65900   0
VALERO ENERGY CORP COM           COMMON            91913Y100        8     213 SH        DEFINED      01    0     213   0
VALLEY NATL BANCORP              COM               919794107     3082   93535 SH        DEFINED      02    0   93535   0
VARCO INTL INC DEL               COM               922122106     1275   85100 SH        DEFINED      02    0   85100   0
VARIAN MED SYS INC               COM               92220P105       29     400 SH        DEFINED      01    0     400   0
VARIAN MED SYS INC               COM               92220P105     9392  131800 SH        DEFINED      02    0  131800   0
VARIAN SEMICONDUCTOR EQUIPMNT    COM               922207105     1062   30700 SH        DEFINED      02    0   30700   0
VCA ANTECH INC                   COM               918194101    20604 1700000 SH        DEFINED      02    0 1700000   0
VECTREN CORP                     COM               92240G101     1247   52000 SH        DEFINED      21    0   52000   0
VEECO INSTRS INC DEL             COM               922417100       25     700 SH        DEFINED      01    0     700   0
VEECO INSTRS INC DEL             COM               922417100      945   26200 SH        DEFINED      02    0   26200   0
VENTAS INC                       COM               92276F100      550   45000 SH        DEFINED      21    0   45000   0
VERISIGN INC                     COM               92343E102     1505   39555 SH        DEFINED      02    0   39555   0
VERITAS SOFTWARE CO              COM               923436109      206    4600 SH        DEFINED      01    0    4600   0
VERITAS SOFTWARE CO              COM               923436109     9273  206855 SH        DEFINED      02    0  206855   0
VERITY INC                       COM               92343C106      913   45100 SH        DEFINED      02    0   45100   0
VERIZON COMMUNICATIONS           COM               92343V104     9536  200926 SH        DEFINED      01    0  200926   0
VERIZON COMMUNICATIONS           COM               92343V104   154208 3249216 SH        DEFINED      02    0 3249216   0
VERIZON COMMUNICATIONS           COM               92343V104    36606  771300 SH        DEFINED      04    0  771300   0
VERIZON COMMUNICATIONS           COM               92343V104     4604   97000 SH        DEFINED      21    0   97000   0
VERIZON COMMUNICATIONS COM       COMMON            92343V104        6     128 SH        DEFINED      01    0     128   0
VIACOM INC                       CL A              925524100      270    6100 SH        DEFINED      01    0    6100   0
VIACOM INC                       CL A              925524100    20315  459100 SH        DEFINED      02    0  459100   0
VIACOM INC                       CL B              925524308     5128  116140 SH        DEFINED      01    0  116140   0
VIACOM INC                       CL B              925524308    74340 1683796 SH        DEFINED      02    0 1683796   0
VIACOM INC                       CL B              925524308     2161   44700 SH        DEFINED      21    0   44700   0
VIACOM INC CL B                  COMMON            925524308       13     296 SH        DEFINED      01    0     296   0
VIASYSTEMS GROUP INC             COM               92553H100      120  190200 SH        DEFINED      02    0  190200   0
VISHAY INTERTECHNOLOGY INC       COM               928298108      571   29276 SH        DEFINED      02    0   29276   0
VISX INC DEL                     COM               92844S105      947   71500 SH        DEFINED      02    0   71500   0
VODAFONE GROUP PLC NEW           SPONSORED ADR     92857W100     3852  150000 SH        DEFINED      02    0  150000   0
VORNADO RLTY TR                  SH BEN INT        929042109      532   12800 SH        DEFINED      02    0   12800   0
VORNADO RLTY TR COM              COMMON            929042109        6     152 SH        DEFINED      01    0     152   0
VOTORANTIM CELULOSE E PAPEL SA   SPONSORED ADR     92906P106      482   27300 SH        DEFINED      21    0   27300   0
WACHOVIA CORP 2ND NEW            COM               929903102     6962  222000 SH        DEFINED      01    0  222000   0
WACHOVIA CORP 2ND NEW            COM               929903102    63560 2026800 SH        DEFINED      02    0 2026800   0
WACHOVIA CORP 2ND NEW            COM               929903102     2980   89830 SH        DEFINED      21    0   89830   0
WACHOVIA CORP COM                COMMON            929903102        6     189 SH        DEFINED      01    0     189   0
WADDELL & REED FINL INC          CL A              930059100     1111   34500 SH        DEFINED      21    0   34500   0
WAL MART STORES INC              COM               931142103     1272   22100 SH        DEFINED      01    0   22100   0
WAL MART STORES INC              COM               931142103    42243  734015 SH        DEFINED      02    0  734015   0
WALGREEN CO                      COM               931422109    11381  338122 SH        DEFINED      02    0  338122   0
WALGREEN COMPANY                 COMMON            931422109        7     194 SH        DEFINED      01    0     194   0
WALLACE COMPUTER SERVICES INC    COM               932270101     1010   53200 SH        DEFINED      02    0   53200   0
WASHINGTON FED INC               COM               938824109     1789   69400 SH        DEFINED      02    0   69400   0
WASHINGTON MUT INC               COM               939322103     8289  253500 SH        DEFINED      01    0  253500   0
WASHINGTON MUT INC               COM               939322103    93333 2854235 SH        DEFINED      02    0 2854235   0
WASHINGTON MUT INC               COM               939322103     1459   44617 SH        DEFINED      21    0   44617   0
WASHINGTON MUT INC COM           COMMON            939322103        5     154 SH        DEFINED      01    0     154   0
WASTE MGMT INC DEL               COM               94106L109     8524  267111 SH        DEFINED      01    0  267111   0
WASTE MGMT INC DEL               COM               94106L109    84940 2661876 SH        DEFINED      02    0 2661876   0
WASTE MGMT INC DEL               COM               94106L109     2695   80500 SH        DEFINED      21    0   80500   0
WASTE MGMT INC DEL COM           COMMON            94106L109       13     416 SH        DEFINED      01    0     416   0
WATERS CORP                      COM               941848103      554   14300 SH        DEFINED      02    0   14300   0
WATSON PHARMACEUTICALS INC       COM               942683103     1076   31300 SH        DEFINED      21    0   31300   0
WAUSAU-MOSINEE PAPER CORP        COM               943315101      818   67600 SH        DEFINED      02    0   67600   0
WAVE SYSTEMS CORP                CL A              943526103      143   63800 SH        DEFINED      02    0   63800   0
WEBMD CORP                       COM               94769M105     1194  169101 SH        DEFINED      02    0  169101   0
WEBSENSE INC                     COM               947684106       29     900 SH        DEFINED      01    0     900   0
WEBSENSE INC                     COM               947684106    10282  320600 SH        DEFINED      02    0  320600   0
WEIGHT WATCHERS INTL INC NEW     COM               948626106    16910  500000 SH        DEFINED      02    0  500000   0
WELLPOINT HEALTH NETWORK NEW     COM               94973H108    14223  121724 SH        DEFINED      02    0  121724   0
WELLPOINT HEALTH NTWRKS NEW CO   COMMON            94973H108        7      58 SH        DEFINED      01    0      58   0
WELLS FARGO & CO NEW             COM               949746101       74    1700 SH        DEFINED      01    0    1700   0
WELLS FARGO & CO NEW             COM               949746101    41601  957455 SH        DEFINED      02    0  957455   0
WELLS FARGO & CO NEW             COM               949746101      821   18900 SH        DEFINED      21    0   18900   0
WELLS FARGO & CO NEW COM         COMMON            949746101        6     144 SH        DEFINED      01    0     144   0
WEST PHARMACEUTICAL SVSC INC     COM               955306105      519   19500 SH        DEFINED      02    0   19500   0
WESTAMERICA BANCORPORATION       COM               957090103     1702   43000 SH        DEFINED      02    0   43000   0
WESTERN DIGITAL CORP             COM               958102105     1453  231700 SH        DEFINED      02    0  231700   0
WESTERN RES INC                  COM               959425109     2905  168900 SH        DEFINED      02    0  168900   0
WESTERN RES INC COM              COMMON            959425109        5     264 SH        DEFINED      01    0     264   0
WESTVACO CORP                    COM               961548104    17703  622234 SH        DEFINED      02    0  622234   0
WEYERHAEUSER CO                  COM               962166104     1125   20800 SH        DEFINED      02    0   20800   0
WHOLE FOODS MKT INC              COM               966837106     2810   64500 SH        DEFINED      02    0   64500   0
WILLAMETTE INDS INC              COM               969133107     1350   25900 SH        DEFINED      02    0   25900   0
WILLIAMS COS INC DEL             COM               969457100     1498   58700 SH        DEFINED      02    0   58700   0
WILLIAMS COS INC DEL             COM               969457100     7661  300212 SH        DEFINED      04    0  300212   0
WILLIAMS COS INC DEL             COM               969457100     1493   58500 SH        DEFINED      21    0   58500   0
WILLIAMS SONOMA INC              COM               969904101    11175  260500 SH        DEFINED      02    0  260500   0
WILMINGTON TRUST CORP            COM               971807102       89    1400 SH        DEFINED      01    0    1400   0
WILMINGTON TRUST CORP            COM               971807102      266    4200 SH        DEFINED      02    0    4200   0
WILSON GREATBATCH TECHNOLOGIES   COM               972232102       22     600 SH        DEFINED      01    0     600   0
WILSON GREATBATCH TECHNOLOGIES   COM               972232102     5660  156800 SH        DEFINED      02    0  156800   0
WIND RIVER SYSTEMS INC           COM               973149107     1735   96900 SH        DEFINED      02    0   96900   0
WISCONSIN ENERGY CORP            COM               976657106      386   17100 SH        DEFINED      02    0   17100   0
WISCONSIN ENERGY CORP            COM               976657106     2057   91200 SH        DEFINED      04    0   91200   0
WMC LTD                          SPONSORED ADR     928947100     1037   53200 SH        DEFINED      02    0   53200   0
WMC LTD ADR SPONSORED            COMMON            928947100        6     295 SH        DEFINED      01    0     295   0
WMS INDS INC                     COM               929297109     2450  122500 SH        DEFINED      02    0  122500   0
WORLDCOM INC GA NEW              WRLDCOM GP COM    98157D106       49    3500 SH        DEFINED      01    0    3500   0
WORLDCOM INC GA NEW              WRLDCOM GP COM    98157D106     1669  118505 SH        DEFINED      02    0  118505   0
WORLDCOM INC GA NEW              MCI GROUP COM     98157D304        1      44 SH        DEFINED      01    0      44   0
WORLDCOM INC GA NEW              MCI GROUP COM     98157D304     7668  603752 SH        DEFINED      02    0  603752   0
WORLDCOM INC GA NEW              MCI GROUP COM     98157D304     3829  301500 SH        DEFINED      04    0  301500   0
WORLDCOM INC GA NEW              MCI GROUP COM     98157D304     1016   80000 SH        DEFINED      21    0   80000   0
WPS RESOURCES CORP               COM               92931B106      439   12000 SH        DEFINED      02    0   12000   0
WPS RESOURCES CORP               COM               92931B106     2376   65000 SH        DEFINED      04    0   65000   0
XCEL ENERGY INC                  COM               98389B100     1928   69500 SH        DEFINED      02    0   69500   0
XCEL ENERGY INC                  COM               98389B100     7398  266700 SH        DEFINED      04    0  266700   0
XCEL ENERGY INC COM              COMMON            98389B100        4     149 SH        DEFINED      01    0     149   0
XILINX INC                       COM               983919101      242    6200 SH        DEFINED      01    0    6200   0
XILINX INC                       COM               983919101    19234  492550 SH        DEFINED      02    0  492550   0
XL CAP LTD                       CL A              G98255105       46     500 SH        DEFINED      01    0     500   0
XL CAP LTD                       CL A              G98255105    16755  183400 SH        DEFINED      02    0  183400   0
YAHOO INC                        COM               984332106      284   16000 SH        DEFINED      02    0   16000   0
YORK INTL CORP NEW               COM               986670107     1773   46500 SH        DEFINED      02    0   46500   0
ZIMMER HLDGS INC                 COM               98956P102    17376  568967 SH        DEFINED      02    0  568967   0
ZOMAX INC MINN                   COM               989929104     3326  416300 SH        DEFINED      02    0  416300   0
ZORAN CORP                       COM               98975F101      144    4400 SH        DEFINED      01    0    4400   0
ZORAN CORP                       COM               98975F101     1161   35580 SH        DEFINED      02    0   35580   0