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