UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                              Washington, DC 20549

                              Form 13F Cover Page

          Report for the Calendar Year or Quarter Ended: June 30, 2002

             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          August 13, 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:  1,345
Form 13F Information Table Value Total:   $13,854,453

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.



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Column 1                       Column 2       Column 3  Column 4 Column 5          Column 6   Column 7 Column 8
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                                                                                                       Voting Authority
                                                                                                       Shares
---------------------------------------------------------------------------------------------------------------------------
---------------------------------------------------------------------------------------------------------------------------
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
---------------------------------------------------------------------------------------------------------------------------
                                                                                    
3M CO                          COM            88579Y101 1095     8900    SH        DEFINED    02       8900   0      0
A D C TELECOMMUNICATIONS       COM            000886101 458      200000  SH        DEFINED    02       200000 0      0
ABB LTD                        SPONSORED      000375204 23025    2558364 SH        DEFINED    02       25583640      0
                               ADR
ABBOTT LABS                    COMMON         002824100 104      2,755   SH        DEFINED    01       2,755  0      0
ABBOTT LABS                    COM            002824100 1194     31700   SH        DEFINED    01       31700  0      0
ABBOTT LABS                    COM            002824100 86912    2308415 SH        DEFINED    02       23084150      0
ACCENTURE LTD BERMUDA          CL             G1150G111 1691     89000   SH        DEFINED    02       89000  0      0
                               A
ACCLAIM ENTMT INC              COM        PAR 004325205 10224    2896200 SH        DEFINED    02       28962000      0
                               $0.02
ACE LTD                        ORD            G0070K103 133      4200    SH        DEFINED    01       4200   0      0
ACE LTD                        ORD            G0070K103 54734    1732100 SH        DEFINED    02       17321000      0
ACE LTD ORD                    COMMON         G0070K103 124      3,937   SH        DEFINED    01       3,937  0      0
ADAPTEC INC                    NOTE    4.750% 00651FAC2 3597     3750000 PRN       DEFINED    02       37500000      0
                               2/0
ADOBE SYS INC                  COM            00724F101 131      4600    SH        DEFINED    01       4600   0      0
ADOBE SYS INC                  COM            00724F101 6110     214400  SH        DEFINED    02       214400 0      0
ADVANCED AUTO PARTS INC        COM            00751Y106 46339    850100  SH        DEFINED    02       850100 0      0
ADVANCED MICRO DEVICES INC     COM            007903107 16383    1685500 SH        DEFINED    02       16855000      0
AEROGEN INC                    COM            007779101 261      296296  SH        DEFINED    02       296296 0      0
AES CORP                       SDCV    4.500% 00130HAN5 259      450000  PRN       DEFINED    02       450000 0      0
                               8/1
AES CORP                       SDCV    4.500% 00130HAN5 1323     2300000 PRN       DEFINED    04       23000000      0
                               8/1
AFFILIATED COMPUTER SERVICES   CL             008190100 313      6600    SH        DEFINED    01       6600   0      0
                               A
AFFILIATED COMPUTER SERVICES   CL             008190100 118258   2490700 SH        DEFINED    02       24907000      0
                               A
AFFILIATED MANAGERS GROUP      COM            008252108 62       1000    SH        DEFINED    01       1000   0      0
AFFILIATED MANAGERS GROUP      COM            008252108 135      2200    SH        DEFINED    02       2200   0      0
AFFILIATED MANAGERS GROUP      COM            008252108 1414     22985   SH        DEFINED    21       22985  0      0
AGERE SYS INC                  CL             00845V209 8        5237    SH        DEFINED    01       5237   0      0
                               B
AGERE SYS INC                  CL             00845V209 53       35318   SH        DEFINED    02       35318  0      0
                               B
AGILENT TECHNOLOGIES INC       COM            00846U101 196      8300    SH        DEFINED    01       8300   0      0
AGILENT TECHNOLOGIES INC       COM            00846U101 984      41600   SH        DEFINED    02       41600  0      0
AIR METHODS CORP               COM        PAR 009128307 90       10000   SH        DEFINED    02       10000  0      0
                               $.06
AIR PRODS & CHEMS INC          COM            009158106 4658     92300   SH        DEFINED    01       92300  0      0
AIR PRODS & CHEMS INC          COM            009158106 38816    769100  SH        DEFINED    02       769100 0      0
ALCATEL                        SPONSORED      013904305 55       7600    SH        DEFINED    01       7600   0      0
                               ADR
ALCATEL                        SPONSORED      013904305 423      58700   SH        DEFINED    21       58700  0      0
                               ADR
ALCOA INC                      COM            013817101 3974     119868  SH        DEFINED    01       119868 0      0
ALCOA INC                      COM            013817101 75520    2278142 SH        DEFINED    02       22781420      0
ALCOA INC                      COM            013817101 1005     30000   SH        DEFINED    21       30000  0      0
ALCOA INC COM                  COMMON         013817101 126      3,810   SH        DEFINED    01       3,810  0      0
ALEXION PHARMACEUTICALS INC    COM            015351109 1515     100000  SH        DEFINED    02       100000 0      0
ALIGN TECHNOLOGY INC           COM            016255101 40       10000   SH        DEFINED    02       10000  0      0
ALLEGHANY CORP DEL             COM            017175100 97       510     SH        DEFINED    01       510    0      0
ALLEGHANY CORP DEL             COM            017175100 214      1122    SH        DEFINED    02       1122   0      0
ALLEGHENY ENERGY INC           COM            017361106 469      18200   SH        DEFINED    02       18200  0      0
ALLEGHENY ENERGY INC           COM            017361106 2181     84700   SH        DEFINED    04       84700  0      0
ALLEGHENY ENERGY INC           COM            017361106 417      16200   SH        DEFINED    21       16200  0      0
ALLEGHENY ENERGY INC COM       COMMON         017361106 19       731     SH        DEFINED    01       731    0      0
ALLEGIANCE TELECOM INC         COM            01747T102 6603     3608000 SH        DEFINED    02       36080000      0
ALLERGAN INC                   COM            018490102 20025    300000  SH        DEFINED    02       300000 0      0
ALLERGAN INC COM               COMMON         018490102 112      1,675   SH        DEFINED    01       1,675  0      0
ALLIANCE CAP MGMT HLDG L P UT  COMMON         01855A101 118      3,431   SH        DEFINED    01       3,431  0      0
ALLIANCE IMAGING INC           COM            018606202 21036    1558200 SH        DEFINED    02       15582000      0
                               NEW
ALLIANT ENERGY CORP            COM            018802108 21       800     SH        DEFINED    01       800    0      0
ALLIANT ENERGY CORP            COM            018802108 9450     367700  SH        DEFINED    02       367700 0      0
ALLIANT ENERGY CORP            COM            018802108 7962     309800  SH        DEFINED    04       309800 0      0
ALLIANT TECHSYSTEMS INC        COM            018804104 38       600     SH        DEFINED    01       600    0      0
ALLIANT TECHSYSTEMS INC        COM            018804104 8728     136800  SH        DEFINED    02       136800 0      0
ALLIANT TECHSYSTEMS INC        COM            018804104 1258     19500   SH        DEFINED    21       19500  0      0
ALLIED CAP CORP NEW            COM            01903Q108 13590    600000  SH        DEFINED    02       600000 0      0
ALLMERICA FINL CORP            COM            019754100 5830     126200  SH        DEFINED    01       126200 0      0
ALLMERICA FINL CORP            COM            019754100 64236    1390400 SH        DEFINED    02       13904000      0
ALLMERICA FINL CORP COM        COMMON         019754100 7        143     SH        DEFINED    01       143    0      0
ALLOS THERAPEUTICS INC         COM            019777101 1898     210000  SH        DEFINED    02       210000 0      0
ALLSTATE CORP                  COM            020002101 7155     193478  SH        DEFINED    01       193478 0      0
ALLSTATE CORP                  COM            020002101 81911    2215000 SH        DEFINED    02       22150000      0
ALLSTATE CORP COM              COMMON         020002101 9        251     SH        DEFINED    01       251    0      0
ALLTEL CORP                    COM            020039103 7262     154500  SH        DEFINED    02       154500 0      0
ALLTEL CORP                    COM            020039103 6900     146800  SH        DEFINED    04       146800 0      0
ALTERA CORP                    COM            021441100 1360     100000  SH        DEFINED    02       100000 0      0
ALTIRIS INC                    COM            02148M100 4908     945300  SH        DEFINED    02       945300 0      0
ALVARION LTD                   SHS            M0861T100 1026     557576  SH        DEFINED    02       557576 0      0
AMB PPTY CORP COM              COMMON         00163T109 37       1,196   SH        DEFINED    01       1,196  0      0
AMB PROPERTY CORP              COM            00163T109 1851     59700   SH        DEFINED    02       59700  0      0
AMB PROPERTY CORP              COM            00163T109 2158     69600   SH        DEFINED    04       69600  0      0
AMCOR LTD ADR NEW              COMMON         02341R302 23       1,241   SH        DEFINED    01       1,241  0      0
AMDOCS LTD                     ORD            G02602103 5        700     SH        DEFINED    01       700    0      0
AMDOCS LTD                     ORD            G02602103 1986     263000  SH        DEFINED    02       263000 0      0
AMEREN CORP COM                COMMON         023608102 35       825     SH        DEFINED    01       825    0      0
AMERICA MOVIL S A DE C V       SPON   ADR   L 02364W105 477      35600   SH        DEFINED    21       35600  0      0
                               SHS
AMERICAN ELEC PWR INC          COM            025537101 1817     45400   SH        DEFINED    02       45400  0      0
AMERICAN ELEC PWR INC          COM            025537101 9217     230300  SH        DEFINED    04       230300 0      0
AMERICAN ELEC PWR INC          COM            025537101 600      15000   SH        DEFINED    21       15000  0      0
AMERICAN ELECTRIC POWER        COMMON         025537101 23       585     SH        DEFINED    01       585    0      0
AMERICAN EXPRESS CO            COM            025816109 1827     50300   SH        DEFINED    02       50300  0      0
AMERICAN EXPRESS CO            COM            025816109 2584     70870   SH        DEFINED    21       70870  0      0
AMERICAN INTL GROUP INC        COM            026874107 22131    324353  SH        DEFINED    02       324353 0      0
AMERICAN INTL GROUP INC        COM            026874107 1775     25804   SH        DEFINED    21       25804  0      0
AMERICAN NATL INS CO COM       COMMON         028591105 17       179     SH        DEFINED    01       179    0      0
AMERICAN SCIENCE & ENGR INC    COM            029429107 2866     181400  SH        DEFINED    02       181400 0      0
AMERICAN STD COS INC DEL       COM            029712106 6248     83200   SH        DEFINED    02       83200  0      0
AMERICAN TOWER CORP            CL             029912201 690      200000  SH        DEFINED    02       200000 0      0
                               A
AMERICAN TOWER CORP            NOTE    5.000% 029912AF9 1042     2250000 PRN       DEFINED    02       22500000      0
                               2/1
AMERISOURCEBERGEN CORP         COM            03073E105 22207    292200  SH        DEFINED    02       292200 0      0
AMGEN INC                      COM            031162100 5599     133700  SH        DEFINED    02       133700 0      0
AMLI RESIDENTIAL PPTYS TR SH B COMMON         001735109 24       921     SH        DEFINED    01       921    0      0
AMN HEALTHCARE SERVICES INC    COM            001744101 2626     75000   SH        DEFINED    02       75000  0      0
AMSOUTH BANCORPORATION         COM            032165102 235      10500   SH        DEFINED    01       10500  0      0
AMSOUTH BANCORPORATION         COM            032165102 4809     214900  SH        DEFINED    02       214900 0      0
AMVESCAP PLC                   SPONSORED      03235E100 892      54200   SH        DEFINED    21       54200  0      0
                               ADR
ANADARKO PETE CORP             COM            032511107 449      9100    SH        DEFINED    02       9100   0      0
ANALOGIC CORP                  COM        PAR 032657207 79       1600    SH        DEFINED    01       1600   0      0
                               $0.05
ANALOGIC CORP                  COM        PAR 032657207 177      3600    SH        DEFINED    02       3600   0      0
                               $0.05
ANGLOGOLD LTD                  SPONSORED      035128206 383      14700   SH        DEFINED    02       14700  0      0
                               ADR
ANGLOGOLD LTD ADR SPONSORED    COMMON         035128206 42       1,617   SH        DEFINED    01       1,617  0      0
ANHEUSER BUSCH COS INC         COMMON         035229103 188      3,756   SH        DEFINED    01       3,756  0      0
ANHEUSER BUSCH COS INC         COM            035229103 500      10000   SH        DEFINED    01       10000  0      0
ANHEUSER BUSCH COS INC         COM            035229103 80406    1608126 SH        DEFINED    02       16081260      0
ANIKA THERAPEUTICS INC         COM            035255108 173      150000  SH        DEFINED    02       150000 0      0
ANTHEM INC                     COM            03674B104 459      6800    SH        DEFINED    01       6800   0      0
ANTHEM INC                     COM            03674B104 48059    712200  SH        DEFINED    02       712200 0      0
ANTHEM INC COM                 COMMON         03674B104 308      4,567   SH        DEFINED    01       4,567  0      0
AOL TIME WARNER INC            COM            00184A105 24341    1654743 SH        DEFINED    02       16547430      0
AON CORP                       COM            037389103 16214    550000  SH        DEFINED    02       550000 0      0
APACHE CORP                    COM            037411105 36845    641000  SH        DEFINED    02       641000 0      0
APPLE COMPUTER INC             COM            037833100 1838     103700  SH        DEFINED    02       103700 0      0
APPLIED MATLS INC              COM            038222105 179      9400    SH        DEFINED    01       9400   0      0
APPLIED MATLS INC              COM            038222105 26098    1372110 SH        DEFINED    02       13721100      0
APRIA HEALTHCARE GROUP INC     COM            037933108 49       2200    SH        DEFINED    01       2200   0      0
APRIA HEALTHCARE GROUP INC     COM            037933108 13682    610800  SH        DEFINED    02       610800 0      0
AQUILA INC                     COMMON         03840P102 4        558     SH        DEFINED    01       558    0      0
AQUILA INC                     COM            03840P102 1254     156700  SH        DEFINED    02       156700 0      0
ARAMARK CORP                   CL             038521100 11238    449500  SH        DEFINED    02       449500 0      0
                               B
ARCH CAP GROUP LTD             ORD            G0450A105 14075    500000  SH        DEFINED    02       500000 0      0
ARCHSTONE SMITH TR             COM            039583109 3113     116600  SH        DEFINED    02       116600 0      0
ARCHSTONE SMITH TR             COM            039583109 1789     67000   SH        DEFINED    04       67000  0      0
ARCHSTONE-SMITH TRUST COM      COMMON         039583109 25       920     SH        DEFINED    01       920    0      0
ARDEN RLTY INC                 COM            039793104 1667     58600   SH        DEFINED    02       58600  0      0
ARDEN RLTY INC COM             COMMON         039793104 23       805     SH        DEFINED    01       805    0      0
ARGONAUT TECHNOLOGIES INC      COM            040175101 476      417400  SH        DEFINED    02       417400 0      0
ARMOR HOLDINGS INC             COM            042260109 468      18200   SH        DEFINED    21       18200  0      0
ARQULE INC                     COM            04269E107 4016     594900  SH        DEFINED    02       594900 0      0
ARRAY BIOPHARMA INC            COM            04269X105 4579     475000  SH        DEFINED    02       475000 0      0
ASHLAND INC                    COM            044204105 5103     126000  SH        DEFINED    01       126000 0      0
ASHLAND INC                    COM            044204105 22235    549000  SH        DEFINED    02       549000 0      0
ASHLAND INC COM                COMMON         044204105 6        154     SH        DEFINED    01       154    0      0
ASML HLDG NV                   N            Y N07059111 3331     220300  SH        DEFINED    02       220300 0      0
                               SHS
ASPECT MED SYS INC             COM            045235108 1790     471100  SH        DEFINED    02       471100 0      0
AT & T CDA INC                 DEPS  RCPT  CL 00207Q202 15895    500000  SH        DEFINED    02       500000 0      0
                               B
AT&T CORP                      COM            001957109 114      10700   SH        DEFINED    01       10700  0      0
AT&T CORP                      COM            001957109 27829    2600844 SH        DEFINED    02       26008440      0
AT&T CORP                      COM            001957109 14129    1320484 SH        DEFINED    04       13204840      0
AT&T CORP COM                  COMMON         001957109 4        336     SH        DEFINED    01       336    0      0
AT&T WIRELESS SVCS INC         COM            00209A106 259      44252   SH        DEFINED    02       44252  0      0
ATI TECHNOLOGIES INC           COM            001941103 3653     528600  SH        DEFINED    02       528600 0      0
ATRIX LABS INC                 COM            04962L101 3894     175000  SH        DEFINED    02       175000 0      0
ATTUNITY LTD                   ORD            M15332105 72       45000   SH        DEFINED    02       45000  0      0
AU OPTRONICS CORP              SPONSORED      002255107 51938    6250000 SH        DEFINED    02       62500000      0
                               ADR
AU OPTRONICS CORP              SPONSORED      002255107 670      79950   SH        DEFINED    21       79950  0      0
                               ADR
AUTOMATIC DATA PROCESSING IN   COM            053015103 1019     23400   SH        DEFINED    02       23400  0      0
AUTOZONE INC                   COM            053332102 31       400     SH        DEFINED    01       400    0      0
AUTOZONE INC                   COM            053332102 6393     82700   SH        DEFINED    02       82700  0      0
AVALONBAY CMNTYS INC           COM            053484101 1807     38700   SH        DEFINED    02       38700  0      0
AVALONBAY CMNTYS INC COM       COMMON         053484101 14       307     SH        DEFINED    01       307    0      0
AVON PRODS INC                 COM            054303102 7888     151000  SH        DEFINED    02       151000 0      0
AXCELIS TECHNOLOGIES INC       COM            054540109 172      15248   SH        DEFINED    02       15248  0      0
BAKER HUGHES INC               COM            057224107 4051     121700  SH        DEFINED    02       121700 0      0
BALL CORP                      COM            058498106 58       1400    SH        DEFINED    01       1400   0      0
BALL CORP                      COM            058498106 5890     142000  SH        DEFINED    02       142000 0      0
BANK AMER CORP COM             COMMON         060505104 287      4,086   SH        DEFINED    01       4,086  0      0
BANK NEW YORK INC              COMMON         064057102 119      3,515   SH        DEFINED    01       3,515  0      0
BANK NEW YORK INC              COM            064057102 149      4400    SH        DEFINED    01       4400   0      0
BANK NEW YORK INC              COM            064057102 23034    682486  SH        DEFINED    02       682486 0      0
BANK OF AMERICA CORPORATION    COM            060505104 9956     141500  SH        DEFINED    01       141500 0      0
BANK OF AMERICA CORPORATION    COM            060505104 151172   2148554 SH        DEFINED    02       21485540      0
BANK ONE CORP                  COM            06423A103 894      23240   SH        DEFINED    21       23240  0      0
BARNES & NOBLE INC             COM            067774109 6547     247700  SH        DEFINED    02       247700 0      0
BARRICK GOLD CORP              COM            067901108 14233    749500  SH        DEFINED    02       749500 0      0
BARRICK GOLD CORP COM          COMMON         067901108 20       1,032   SH        DEFINED    01       1,032  0      0
BAXTER INTL INC                COMMON         071813109 125      2,816   SH        DEFINED    01       2,816  0      0
BAXTER INTL INC                COM            071813109 4712     106000  SH        DEFINED    01       106000 0      0
BAXTER INTL INC                COM            071813109 92824    2088282 SH        DEFINED    02       20882820      0
BCE INC                        COM            05534B109 1096     62900   SH        DEFINED    02       62900  0      0
BCE INC                        COM            05534B109 5594     321100  SH        DEFINED    04       321100 0      0
BEA SYS INC                    COM            073325102 9620     1011600 SH        DEFINED    02       10116000      0
BEA SYS INC COM                COMMON         073325102 71       7,516   SH        DEFINED    01       7,516  0      0
BEAR STEARNS COS INC           COM            073902108 7238     118276  SH        DEFINED    01       118276 0      0
BEAR STEARNS COS INC           COM            073902108 114570   1872053 SH        DEFINED    02       18720530      0
BEAR STEARNS COS INC           COM            073902108 1125     18383   SH        DEFINED    21       18383  0      0
BEAR STEARNS COS INC COM       COMMON         073902108 160      2,607   SH        DEFINED    01       2,607  0      0
BED BATH & BEYOND INC          COM            075896100 268      7100    SH        DEFINED    01       7100   0      0
BED BATH & BEYOND INC          COM            075896100 12575    333200  SH        DEFINED    02       333200 0      0
BELLSOUTH CORP                 COMMON         079860102 191      6,071   SH        DEFINED    01       6,071  0      0
BELLSOUTH CORP                 COM            079860102 3621     114944  SH        DEFINED    01       114944 0      0
BELLSOUTH CORP                 COM            079860102 65363    2075000 SH        DEFINED    02       20750000      0
BELLSOUTH CORP                 COM            079860102 5717     181500  SH        DEFINED    04       181500 0      0
BELLSOUTH CORP                 COM            079860102 1780     56500   SH        DEFINED    21       56500  0      0
BIOGEN INC                     COM            090597105 13970    337200  SH        DEFINED    02       337200 0      0
BIOGEN INC COM                 COMMON         090597105 86       2,081   SH        DEFINED    01       2,081  0      0
BIONX IMPLANTS INC             COM            09064Q106 3995     850000  SH        DEFINED    02       850000 0      0
BJS WHOLESALE CLUB INC         COM            05548J106 12969    336857  SH        DEFINED    02       336857 0      0
BJS WHSL CLUB INC COM          COMMON         05548J106 149      3,878   SH        DEFINED    01       3,878  0      0
BLOCK H & R INC                COM            093671105 8455     183200  SH        DEFINED    01       183200 0      0
BLOCK H & R INC                COM            093671105 127352   2759513 SH        DEFINED    02       27595130      0
BLOCK H & R INC COM            COMMON         093671105 13       272     SH        DEFINED    01       272    0      0
BLOCKBUSTER INC                CL             093679108 7648     284300  SH        DEFINED    02       284300 0      0
                               A
BMC SOFTWARE INC               COM            055921100 1491     89800   SH        DEFINED    02       89800  0      0
BOEING CO                      COM            097023105 1085     24100   SH        DEFINED    02       24100  0      0
BOISE CASCADE CORP             COM            097383103 1271     36400   SH        DEFINED    21       36400  0      0
BOOTS PLC ADR                  COMMON         099491201 17       852     SH        DEFINED    01       852    0      0
BORG WARNER INC                COM            099724106 81       1400    SH        DEFINED    01       1400   0      0
BORG WARNER INC                COM            099724106 185      3200    SH        DEFINED    02       3200   0      0
BORLAND SOFTWARE CORP          COM            099849101 8844     858681  SH        DEFINED    02       858681 0      0
BOSTON PPTYS INC COM           COMMON         101121101 21       532     SH        DEFINED    01       532    0      0
BOSTON SCIENTIFIC CORP         COM            101137107 6345     216400  SH        DEFINED    01       216400 0      0
BOSTON SCIENTIFIC CORP         COM            101137107 78211    2667500 SH        DEFINED    02       26675000      0
BOWATER INC                    COM            102183100 20398    375162  SH        DEFINED    02       375162 0      0
BOWATER INC COM                COMMON         102183100 157      2,889   SH        DEFINED    01       2,889  0      0
BP AMOCO P L C ADR SPONSORED   COMMON         055622104 9        169     SH        DEFINED    01       169    0      0
BP PLC                         SPONSORED      055622104 6776     134200  SH        DEFINED    01       134200 0      0
                               ADR
BP PLC                         SPONSORED      055622104 72115    1428300 SH        DEFINED    02       14283000      0
                               ADR
BRE PPTYS INC CL A             COMMON         05564E106 15       490     SH        DEFINED    01       490    0      0
BRINKER INTL INC               COM            109641100 5239     165000  SH        DEFINED    02       165000 0      0
BRISTOL MYERS SQUIBB CO        COMMON         110122108 81       3,142   SH        DEFINED    01       3,142  0      0
BRISTOL MYERS SQUIBB CO        COM            110122108 3408     132600  SH        DEFINED    01       132600 0      0
BRISTOL MYERS SQUIBB CO        COM            110122108 51459    2002310 SH        DEFINED    02       20023100      0
BROCADE COMMUNICATIONS SYS I   COM            111621108 15522    888000  SH        DEFINED    02       888000 0      0
BRUKER AXS INC                 COM            11679P101 300      200300  SH        DEFINED    02       200300 0      0
BUCA INC                       COM            117769109 1261     65500   SH        DEFINED    21       65500  0      0
BUNGE LIMITED                  COM            G16962105 4482     212400  SH        DEFINED    02       212400 0      0
BUNGE LIMITED COM              COMMON         G16962105 17       824     SH        DEFINED    01       824    0      0
CADBURY SCHWEPPES PLC          ADR            127209302 1750     58000   SH        DEFINED    02       58000  0      0
CADBURY SCHWEPPES PLC ADR      COMMON         127209302 17       554     SH        DEFINED    01       554    0      0
CADENCE DESIGN SYSTEM INC      COM            127387108 168      10400   SH        DEFINED    01       10400  0      0
CADENCE DESIGN SYSTEM INC      COM            127387108 5265     326600  SH        DEFINED    02       326600 0      0
CAMDEN PPTY TR                 SH         BEN 133131102 941      25400   SH        DEFINED    02       25400  0      0
                               INT
CAMDEN PPTY TR SH BEN INT      COMMON         133131102 24       636     SH        DEFINED    01       636    0      0
CAMPBELL SOUP CO               COM            134429109 1262     45100   SH        DEFINED    21       45100  0      0
CAPITAL ONE FINL CORP          COM            14040H105 73       1200    SH        DEFINED    01       1200   0      0
CAPITAL ONE FINL CORP          COM            14040H105 36862    603800  SH        DEFINED    02       603800 0      0
CARDINAL HEALTH INC            COM            14149Y108 92       1500    SH        DEFINED    01       1500   0      0
CARDINAL HEALTH INC            COM            14149Y108 39626    645270  SH        DEFINED    02       645270 0      0
CAREMARK RX INC                COM            141705103 5712     346200  SH        DEFINED    02       346200 0      0
CARESCIENCE INC                COM            141726109 1468     1175000 SH        DEFINED    02       11750000      0
CARNIVAL CORP                  COM            143658102 6203     224000  SH        DEFINED    02       224000 0      0
CARRAMERICA RLTY CORP          COM            144418100 3495     113300  SH        DEFINED    02       113300 0      0
CARRAMERICA RLTY CORP COM      COMMON         144418100 24       793     SH        DEFINED    01       793    0      0
CATERPILLAR INC DEL            COM            149123101 940      19200   SH        DEFINED    02       19200  0      0
CATHAY BANCORP INC             COM            149150104 100      2400    SH        DEFINED    01       2400   0      0
CATHAY BANCORP INC             COM            149150104 216      5200    SH        DEFINED    02       5200   0      0
CELESTICA INC                  SUB        VTG 15101Q108 61       2700    SH        DEFINED    01       2700   0      0
                               SHS
CELESTICA INC                  SUB        VTG 15101Q108 2805     123500  SH        DEFINED    02       123500 0      0
                               SHS
CENDANT CORP                   COM            151313103 10155    639458  SH        DEFINED    01       639458 0      0
CENDANT CORP                   COM            151313103 244553   15400073SH        DEFINED    02       15400070      0
CENDANT CORP COM               COMMON         151313103 8        505     SH        DEFINED    01       505    0      0
CENTEX CORP                    COM            152312104 1685     29150   SH        DEFINED    21       29150  0      0
CEPHALON INC                   COM            156708109 2359     52200   SH        DEFINED    02       52200  0      0
CERADYNE INC                   COM            156710105 3519     469800  SH        DEFINED    02       469800 0      0
CHARLES RIV LABS INTL INC      COM            159864107 49       1400    SH        DEFINED    01       1400   0      0
CHARLES RIV LABS INTL INC      COM            159864107 47002    1341000 SH        DEFINED    02       13410000      0
CHARLOTTE RUSSE HLDG INC       COM            161048103 2233     100000  SH        DEFINED    02       100000 0      0
CHARTER COMMUNICATIONS INC D   CL             16117M107 1181     289400  SH        DEFINED    01       289400 0      0
                               A
CHARTER COMMUNICATIONS INC D   CL             16117M107 10921    2676700 SH        DEFINED    02       26767000      0
                               A
CHARTER COMMUNICATIONS INC DCL COMMON         16117M107 2        445     SH        DEFINED    01       445    0      0
CHEESECAKE FACTORY INC         COM            163072101 5503     155100  SH        DEFINED    02       155100 0      0
CHEVRONTEXACO CORP             COM            166764100 7781     87920   SH        DEFINED    01       87920  0      0
CHEVRONTEXACO CORP             COM            166764100 124924   1411574 SH        DEFINED    02       14115740      0
CHEVRONTEXACO CORP             COM            166764100 469      5300    SH        DEFINED    04       5300   0      0
CHEVRONTEXACO CORP             COM            166764100 1198     13400   SH        DEFINED    21       13400  0      0
CHEVRONTEXACO CORPORATION      COMMON         166764100 132      1,487   SH        DEFINED    01       1,487  0      0
CHIPPAC INC                    CL             169657103 1854     300000  SH        DEFINED    02       300000 0      0
                               A
CHIQUITA BRANDS INTL INC       COM            170032809 2327     128450  SH        DEFINED    21       128450 0      0
CIGNA CORP                     COM            125509109 6108     62700   SH        DEFINED    01       62700  0      0
CIGNA CORP                     COM            125509109 78292    803650  SH        DEFINED    02       803650 0      0
CINERGY CORP                   COM            172474108 5402     150100  SH        DEFINED    01       150100 0      0
CINERGY CORP                   COM            172474108 55511    1542400 SH        DEFINED    02       15424000      0
CINERGY CORP                   COM            172474108 2123     59000   SH        DEFINED    21       59000  0      0
CIRCUIT CITY STORE INC         CIRCT     CITY 172737108 15       800     SH        DEFINED    01       800    0      0
                               GRP
CIRCUIT CITY STORE INC         CIRCT     CITY 172737108 32       1700    SH        DEFINED    02       1700   0      0
                               GRP
CIRCUIT CITY STORE INC         CIRCT     CITY 172737108 730      38500   SH        DEFINED    21       38500  0      0
                               GRP
CIRCUIT CITY STORE INC         CARMAX         172737306 9418     435000  SH        DEFINED    02       435000 0      0
                               GROUP
CISCO SYS INC                  COM            17275R102 744      53300   SH        DEFINED    01       53300  0      0
CISCO SYS INC                  COM            17275R102 23673    1697000 SH        DEFINED    02       16970000      0
CITIGROUP INC                  COM            172967101 6076     156800  SH        DEFINED    01       156800 0      0
CITIGROUP INC                  COM            172967101 138833   3582790 SH        DEFINED    02       35827900      0
CITIGROUP INC                  COM            172967101 2698     69100   SH        DEFINED    21       69100  0      0
CITIGROUP INC COM              COMMON         172967101 229      5,921   SH        DEFINED    01       5,921  0      0
CKE RESTAURANTS INC            COM            12561E105 114      10000   SH        DEFINED    02       10000  0      0
CLEAR CHANNEL COMMUNICATIONS   COM            184502102 192      6000    SH        DEFINED    01       6000   0      0
CLEAR CHANNEL COMMUNICATIONS   COM            184502102 39462    1232425 SH        DEFINED    02       12324250      0
CLEAR CHANNEL COMMUNICATIONS   COM            184502102 1846     57000   SH        DEFINED    21       57000  0      0
CLOROX CO DEL                  COM            189054109 314      7600    SH        DEFINED    01       7600   0      0
CLOROX CO DEL                  COM            189054109 8043     194500  SH        DEFINED    02       194500 0      0
CMS ENERGY CORP COM            COMMON         125896100 11       1,063   SH        DEFINED    01       1,063  0      0
COCA COLA CO                   COMMON         191216100 159      2,847   SH        DEFINED    01       2,847  0      0
COCA COLA CO                   COM            191216100 644      11500   SH        DEFINED    01       11500  0      0
COCA COLA CO                   COM            191216100 37754    674180  SH        DEFINED    02       674180 0      0
COCA COLA CO                   COM            191216100 1455     25700   SH        DEFINED    21       25700  0      0
COCA COLA ENTERPRISES INC      COM            191219104 232      10500   SH        DEFINED    01       10500  0      0
COCA COLA ENTERPRISES INC      COM            191219104 6553     296800  SH        DEFINED    02       296800 0      0
COCA-COLA FEMSA S A DE C V     SPON  ADR  REP 191241108 473      19700   SH        DEFINED    21       19700  0      0
                               L
COGNOS INC                     COM            19244C109 2219     100000  SH        DEFINED    02       100000 0      0
COLGATE PALMOLIVE CO           COM            194162103 430      8600    SH        DEFINED    01       8600   0      0
COLGATE PALMOLIVE CO           COM            194162103 12997    259680  SH        DEFINED    02       259680 0      0
COMCAST CORP                   CL           A 200300200 100      4200    SH        DEFINED    01       4200   0      0
                               SPL
COMCAST CORP                   CL           A 200300200 39171    1643080 SH        DEFINED    02       16430800      0
                               SPL
COMERICA INC                   COM            200340107 553      9010    SH        DEFINED    21       9010   0      0
COMMERCE BANCORP INC NJ        COM            200519106 7350     166300  SH        DEFINED    02       166300 0      0
COMMERCIAL FEDERAL CORPORATI   COM            201647104 1755     60500   SH        DEFINED    21       60500  0      0
COMMERCIAL METALS CO           COM            201723103 70       1500    SH        DEFINED    01       1500   0      0
COMMERCIAL METALS CO           COM            201723103 160      3400    SH        DEFINED    02       3400   0      0
COMMUNITY HEALTH SYS INC NEW   COM            203668108 5360     200000  SH        DEFINED    02       200000 0      0
COMPANHIA DE SANEAMENTO BASI   SPONSORED      20441A102 164      18800   SH        DEFINED    21       18800  0      0
                               ADR
COMPANHIA VALE DO RIO DOCE     SPONSORED      204412209 835      30000   SH        DEFINED    21       30000  0      0
                               ADR
COMPANIA ANONIMA NACIONL TEL   SPON       ADR 204421101 3835     268700  SH        DEFINED    21       268700 0      0
                               D
COMPUTER ASSOC INTL INC        COM            204912109 2496     157100  SH        DEFINED    01       157100 0      0
COMPUTER ASSOC INTL INC        COM            204912109 12202    767900  SH        DEFINED    02       767900 0      0
COMPUTER SCIENCES CORP         COM            205363104 3905     81700   SH        DEFINED    01       81700  0      0
COMPUTER SCIENCES CORP         COM            205363104 48106    1006400 SH        DEFINED    02       10064000      0
CONAGRA FOODS INC              COM            205887102 10471    378700  SH        DEFINED    02       378700 0      0
CONAGRA INC                    COMMON         205887102 21       772     SH        DEFINED    01       772    0      0
CONCORD EFS INC                COM            206197105 425      14100   SH        DEFINED    01       14100  0      0
CONCORD EFS INC                COM            206197105 106026   3517800 SH        DEFINED    02       35178000      0
CONCURRENT COMPUTER CORP NEW   COM            206710204 1320     283900  SH        DEFINED    02       283900 0      0
CONEXANT SYSTEMS INC           COM            207142100 405      250000  SH        DEFINED    02       250000 0      0
CONOCO INC                     COM            208251504 883      31745   SH        DEFINED    02       31745  0      0
CONOCO INC                     COM            208251504 1540     55400   SH        DEFINED    04       55400  0      0
CONOCO INC                     COM            208251504 1073     38500   SH        DEFINED    21       38500  0      0
CONSOL ENERGY INC              COM            20854P109 523      24600   SH        DEFINED    02       24600  0      0
CONSOL ENERGY INC              COM            20854P109 2684     126300  SH        DEFINED    04       126300 0      0
CONSOLIDATED EDISON INC        COM            209115104 1403     33600   SH        DEFINED    02       33600  0      0
CONSOLIDATED EDISON INC        COM            209115104 7260     173900  SH        DEFINED    04       173900 0      0
CONSTELLATION BRANDS INC       CL             21036P108 7158     223700  SH        DEFINED    02       223700 0      0
                               A
CONSTELLATION ENERGY GROUP I   COM            210371100 555      18900   SH        DEFINED    02       18900  0      0
CONSTELLATION ENERGY GROUP I   COM            210371100 2987     101800  SH        DEFINED    04       101800 0      0
CONSTELLATION ENERGY GROUP I   COM            210371100 1608     54800   SH        DEFINED    21       54800  0      0
COOPER CAMERON CORP            COM            216640102 6546     135200  SH        DEFINED    02       135200 0      0
COOPER TIRE & RUBR CO          COM            216831107 333      16200   SH        DEFINED    01       16200  0      0
COOPER TIRE & RUBR CO          COM            216831107 20585    1001700 SH        DEFINED    02       10017000      0
COOPER TIRE & RUBR CO COM      COMMON         216831107 8        400     SH        DEFINED    01       400    0      0
COORS ADOLPH CO CL B           COMMON         217016104 19       304     SH        DEFINED    01       304    0      0
CORNING INC                    COM            219350105 105      29500   SH        DEFINED    02       29500  0      0
CORPORATE EXECUTIVE BRD CO     COM            21988R102 89       2600    SH        DEFINED    01       2600   0      0
CORPORATE EXECUTIVE BRD CO     COM            21988R102 44628    1303000 SH        DEFINED    02       13030000      0
CORPORATE OFFICE PPTYS TR      SH         BEN 22002T108 1408     96500   SH        DEFINED    02       96500  0      0
                               INT
COST PLUS INC CALIF            COM            221485105 4782     157000  SH        DEFINED    02       157000 0      0
COSTAR GROUP INC               COM            22160N109 16       800     SH        DEFINED    01       800    0      0
COSTAR GROUP INC               COM            22160N109 8247     401700  SH        DEFINED    02       401700 0      0
COSTCO WHSL CORP NEW           COM            22160K105 27       700     SH        DEFINED    01       700    0      0
COSTCO WHSL CORP NEW           COM            22160K105 11026    285500  SH        DEFINED    02       285500 0      0
COUNTRYWIDE CR INDS INC DEL    COM            222372104 1732     35900   SH        DEFINED    21       35900  0      0
COUSINS PPTYS INC              COMMON         222795106 14       583     SH        DEFINED    01       583    0      0
COVENTRY HEALTH CARE INC       COM            222862104 2842     100000  SH        DEFINED    02       100000 0      0
COX COMMUNICATIONS INC NEW     CL             224044107 18492    671200  SH        DEFINED    02       671200 0      0
                               A
CROSS CTRY INC                 COM            22748P105 9295     245900  SH        DEFINED    02       245900 0      0
CROWN CASTLE INTL CORP         COM            228227104 7860     2000000 SH        DEFINED    02       20000000      0
CRYOLIFE INC                   COM            228903100 22       1400    SH        DEFINED    01       1400   0      0
CRYOLIFE INC                   COM            228903100 13445    837200  SH        DEFINED    02       837200 0      0
CUMMINS INC                    COM            231021106 467      14000   SH        DEFINED    21       14000  0      0
CURON MED INC                  COM            231292103 6128     1766000 SH        DEFINED    02       17660000      0
CVS CORP                       COM            126650100 297      9700    SH        DEFINED    01       9700   0      0
CVS CORP                       COM            126650100 13363    436700  SH        DEFINED    02       436700 0      0
CVS CORP COM                   COMMON         126650100 5        177     SH        DEFINED    01       177    0      0
CYMER INC                      COM            232572107 5379     153500  SH        DEFINED    02       153500 0      0
D R HORTON INC                 COM            23331A109 888      34119   SH        DEFINED    21       34119  0      0
DANAHER CORP DEL               COM            235851102 14861    223980  SH        DEFINED    02       223980 0      0
DANAHER CORP SHS BEN INT       COMMON         235851102 155      2,336   SH        DEFINED    01       2,336  0      0
DARDEN RESTAURANTS INC         COM            237194105 5798     234750  SH        DEFINED    02       234750 0      0
DEAN FOODS CO NEW              COM            242370104 3730     100000  SH        DEFINED    02       100000 0      0
DEERE & CO                     COM            244199105 32541    679343  SH        DEFINED    02       679343 0      0
DEERE & CO COM                 COMMON         244199105 147      3,079   SH        DEFINED    01       3,079  0      0
DELL COMPUTER CORP             COM            247025109 557      21300   SH        DEFINED    01       21300  0      0
DELL COMPUTER CORP             COM            247025109 44511    1702800 SH        DEFINED    02       17028000      0
DELTA & PINE LD CO             COM            247357106 1307     65000   SH        DEFINED    02       65000  0      0
DELTA AIR LINES INC DEL        COM            247361108 768      38000   SH        DEFINED    21       38000  0      0
DENTSPLY INTL INC NEW          COM            249030107 9098     246500  SH        DEFINED    02       246500 0      0
DIAGEO P L C                   SPON       ADR 25243Q205 7567     146500  SH        DEFINED    02       146500 0      0
                               NEW
DIAGEO PLC ADR SPONSORED       COMMON         25243Q205 17       333     SH        DEFINED    01       333    0      0
DIAL CORP NEW                  COM            25247D101 2527     126200  SH        DEFINED    02       126200 0      0
DIAMOND OFFSHORE DRILLING IN   COM            25271C102 57792    2027800 SH        DEFINED    02       20278000      0
DIAMOND OFFSHORE DRILLING IN   COM            25271C102 1302     45700   SH        DEFINED    04       45700  0      0
DIGITAL IMPACT INC DEL         COM            25385G106 784      400000  SH        DEFINED    02       400000 0      0
DISNEY WALT CO                 COM            254687106 38696    2047400 SH        DEFINED    02       20474000      0
                               DISNEY
DISNEY WALT CO                 COM            254687106 1171     61300   SH        DEFINED    21       61300  0      0
                               DISNEY
DJ ORTHOPEDICS INC             COM            23325G104 7380     900000  SH        DEFINED    02       900000 0      0
DOLE FOOD INC                  COM            256605106 392      13600   SH        DEFINED    02       13600  0      0
DOLLAR TREE STORES INC         COM            256747106 55       1400    SH        DEFINED    01       1400   0      0
DOLLAR TREE STORES INC         COM            256747106 53460    1356500 SH        DEFINED    02       13565000      0
DOMINION RES INC VA NEW        COM            25746U109 1059     16000   SH        DEFINED    21       16000  0      0
DOMINION RES INC VA NEW COM    COMMON         25746U109 26       397     SH        DEFINED    01       397    0      0
DOV PHARMACEUTICAL INC         COM            259858108 2050     500000  SH        DEFINED    02       500000 0      0
DOVER CORP                     COM            260003108 14424    412100  SH        DEFINED    02       412100 0      0
DOVER DOWNS GAMING & ENTMT I   COM            260095104 10       770     SH        DEFINED    01       770    0      0
DOVER DOWNS GAMING & ENTMT I   COM            260095104 3964     309680  SH        DEFINED    02       309680 0      0
DOVER MOTORSPORTS INC          COM            260174107 6        1100    SH        DEFINED    01       1100   0      0
DOVER MOTORSPORTS INC          COM            260174107 2522     442400  SH        DEFINED    02       442400 0      0
DPL INC                        COM            233293109 296      11200   SH        DEFINED    02       11200  0      0
DPL INC                        COM            233293109 1502     56800   SH        DEFINED    04       56800  0      0
DR REDDYS LABS LTD             ADR            256135203 15301    788700  SH        DEFINED    02       788700 0      0
DR REDDYS LABS LTD             ADR            256135203 161      8300    SH        DEFINED    21       8300   0      0
DREXLER TECHNOLOGY CORP        COM            261876106 4320     200000  SH        DEFINED    02       200000 0      0
DST SYS INC DEL                COM            233326107 1793     38800   SH        DEFINED    21       38800  0      0
DTE ENERGY CO                  COM            233331107 701      15700   SH        DEFINED    02       15700  0      0
DTE ENERGY CO                  COM            233331107 3674     82300   SH        DEFINED    04       82300  0      0
DTE ENERGY CO                  COM            233331107 1607     36000   SH        DEFINED    21       36000  0      0
DU PONT E I DE NEMOURS & CO    COM            263534109 4999     112600  SH        DEFINED    01       112600 0      0
DU PONT E I DE NEMOURS & CO    COM            263534109 61449    1383996 SH        DEFINED    02       13839960      0
DU PONT E I DE NEMOURS & CO    COM            263534109 471      10600   SH        DEFINED    04       10600  0      0
DU PONT E I DE NEMOURS CO      COMMON         263534109 7        159     SH        DEFINED    01       159    0      0
DUANE READE INC                COM            263578106 1359     39500   SH        DEFINED    21       39500  0      0
DUKE ENERGY CORP               COM            264399106 373      12000   SH        DEFINED    02       12000  0      0
DUKE ENERGY CORP               UNIT           264399585 4500     200000  SH        DEFINED    02       200000 0      0
                               99/99/9999
DUKE-WEEKS REALTY CORP COM NEW COMMON         264411505 25       861     SH        DEFINED    01       861    0      0
E M C CORP MASS                COM            268648102 11698    1549344 SH        DEFINED    02       15493440      0
E ON AG                        SPONSORED      268780103 505      8700    SH        DEFINED    02       8700   0      0
                               ADR
E ON AG                        SPONSORED      268780103 2588     44600   SH        DEFINED    04       44600  0      0
                               ADR
EASYLINK SVCS CORP             CL           A 27784T200 522      417660  SH        DEFINED    02       417660 0      0
                               NEW
EATON CORP                     COM            278058102 21541    296100  SH        DEFINED    02       296100 0      0
EATON CORP COM                 COMMON         278058102 126      1,731   SH        DEFINED    01       1,731  0      0
ECOLAB INC                     COM            278865100 203      4400    SH        DEFINED    01       4400   0      0
ECOLAB INC                     COM            278865100 6750     146000  SH        DEFINED    02       146000 0      0
ECOLLEGE COM                   COM            27887E100 1020     300000  SH        DEFINED    02       300000 0      0
EDISON INTL                    COM            281020107 241      14200   SH        DEFINED    01       14200  0      0
EDISON INTL                    COM            281020107 668      39300   SH        DEFINED    02       39300  0      0
EDISON INTL                    COM            281020107 918      54000   SH        DEFINED    21       54000  0      0
EDWARDS A G INC COM            COMMON         281760108 142      3,651   SH        DEFINED    01       3,651  0      0
EDWARDS AG INC                 COM            281760108 21701    558290  SH        DEFINED    02       558290 0      0
EDWARDS AG INC                 COM            281760108 696      17900   SH        DEFINED    21       17900  0      0
EEX CORP                       COM            26842V207 2816     1408200 SH        DEFINED    02       14082000      0
                               NEW
EGL INC                        COM            268484102 301      17500   SH        DEFINED    21       17500  0      0
EL PASO CORP                   COM            28336L109 890      43200   SH        DEFINED    02       43200  0      0
EL PASO CORP                   COM            28336L109 4573     221900  SH        DEFINED    04       221900 0      0
EL PASO ENERGY CAP TR I        PFD    CV   TR 283678209 2293     62300   SH        DEFINED    02       62300  0      0
                               SECS
ELECTRONIC ARTS INC            COM            285512109 11189    169400  SH        DEFINED    02       169400 0      0
ELECTRONIC DATA SYS CORP NEWCO COMMON         285661104 4        118     SH        DEFINED    01       118    0      0
ELECTRONIC DATA SYS NEW        COM            285661104 4792     129000  SH        DEFINED    01       129000 0      0
ELECTRONIC DATA SYS NEW        COM            285661104 42433    1142200 SH        DEFINED    02       11422000      0
ELECTRONICS BOUTIQUE HLDGS C   COM            286045109 12       400     SH        DEFINED    01       400    0      0
ELECTRONICS BOUTIQUE HLDGS C   COM            286045109 35       1200    SH        DEFINED    02       1200   0      0
ELECTRONICS BOUTIQUE HLDGS C   COM            286045109 873      29500   SH        DEFINED    21       29500  0      0
ELECTRONICS FOR IMAGING INC    COM            286082102 803      49900   SH        DEFINED    21       49900  0      0
EMCOR GROUP INC                COM            29084Q100 76       1300    SH        DEFINED    01       1300   0      0
EMCOR GROUP INC                COM            29084Q100 11910    202900  SH        DEFINED    02       202900 0      0
EMULEX CORP                    COM            292475209 16       700     SH        DEFINED    01       700    0      0
                               NEW
EMULEX CORP                    COM            292475209 3271     145300  SH        DEFINED    02       145300 0      0
                               NEW
ENBRIDGE ENERGY PARTNERS L PCO COMMON         29250R106 37       825     SH        DEFINED    01       825    0      0
ENDESA S A                     SPONSORED      29258N107 991      69200   SH        DEFINED    02       69200  0      0
                               ADR
ENDESA S A                     SPONSORED      29258N107 5059     353300  SH        DEFINED    04       353300 0      0
                               ADR
ENDOCARE INC                   COM            29264P104 1321     100000  SH        DEFINED    02       100000 0      0
ENERGEN CORP                   COM            29265N108 385      14000   SH        DEFINED    21       14000  0      0
ENERGY EAST CORP               COM            29266M109 1263     55900   SH        DEFINED    02       55900  0      0
ENERGY EAST CORP               COM            29266M109 6500     287600  SH        DEFINED    04       287600 0      0
ENERGY EAST CORP               COM            29266M109 565      25000   SH        DEFINED    21       25000  0      0
ENSCO INTL INC                 COM            26874Q100 6452     236700  SH        DEFINED    01       236700 0      0
ENSCO INTL INC                 COM            26874Q100 64388    2362000 SH        DEFINED    02       23620000      0
ENSCO INTL INC COM             COMMON         26874Q100 10       378     SH        DEFINED    01       378    0      0
ENTERCOM COMMUNICATIONS CORP   CL             293639100 19264    419700  SH        DEFINED    02       419700 0      0
                               A
ENTERGY CORP NEW               COM            29364G103 5288     124600  SH        DEFINED    01       124600 0      0
ENTERGY CORP NEW               COM            29364G103 86073    2028100 SH        DEFINED    02       20281000      0
ENTERGY CORP NEW               COM            29364G103 2950     69500   SH        DEFINED    04       69500  0      0
ENTERGY CORP NEW               COM            29364G103 2462     58000   SH        DEFINED    21       58000  0      0
ENTERGY CORP NEW COM           COMMON         29364G103 10       235     SH        DEFINED    01       235    0      0
EXELIXIS INC                   COM            30161Q104 9377     1245323 SH        DEFINED    02       12453230      0
EXELON CORP                    COM            30161N101 1459     27900   SH        DEFINED    02       27900  0      0
EXELON CORP                    COM            30161N101 7474     142900  SH        DEFINED    04       142900 0      0
EXELON CORP                    COM            30161N101 1433     27400   SH        DEFINED    21       27400  0      0
EXPONENT INC                   COM            30214U102 5203     403000  SH        DEFINED    02       403000 0      0
EXTREME NETWORKS INC           COM            30226D106 6097     604300  SH        DEFINED    02       604300 0      0
EXXON MOBIL CORP               COM            30231G102 7059     172500  SH        DEFINED    01       172500 0      0
EXXON MOBIL CORP               COM            30231G102 163796   4002836 SH        DEFINED    02       40028360      0
EXXON MOBIL CORP COM           COMMON         30231G102 132      3,217   SH        DEFINED    01       3,217  0      0
FAIRCHILD SEMICONDUCTOR INTL   CL             303726103 27892    1147800 SH        DEFINED    02       11478000      0
                               A
FAIRMONT HOTELS RESORTS INC    COM            305204109 2293     88960   SH        DEFINED    21       88960  0      0
FAMILY DLR STORES INC          COM            307000109 39194    1111900 SH        DEFINED    02       11119000      0
FARMER BROS CO                 COM            307675108 145      400     SH        DEFINED    01       400    0      0
FARMER BROS CO                 COM            307675108 326      900     SH        DEFINED    02       900    0      0
FEDERAL AGRIC MTG CORP         CL             313148306 29       1100    SH        DEFINED    01       1100   0      0
                               C
FEDERAL AGRIC MTG CORP         CL             313148306 24118    903300  SH        DEFINED    02       903300 0      0
                               C
FEDERAL HOME LN MTG CORP       COM            313400301 1214     19830   SH        DEFINED    02       19830  0      0
FEDERAL NATL MTG ASSN          COM            313586109 5140     69700   SH        DEFINED    01       69700  0      0
FEDERAL NATL MTG ASSN          COM            313586109 56102    760700  SH        DEFINED    02       760700 0      0
FEDERATED DEPT STORES INC DE   COM            31410H101 4538     114300  SH        DEFINED    01       114300 0      0
FEDERATED DEPT STORES INC DE   COM            31410H101 54012    1360500 SH        DEFINED    02       13605000      0
FEDERATED DEPT STORES INC DECO COMMON         31410H101 8        212     SH        DEFINED    01       212    0      0
FIDELITY NATL FINL INC         COM            316326107 2051     64900   SH        DEFINED    02       64900  0      0
FIFTH THIRD BANCORP            COM            316773100 427      6400    SH        DEFINED    01       6400   0      0
FIFTH THIRD BANCORP            COM            316773100 25147    377300  SH        DEFINED    02       377300 0      0
FIRST CTZNS BANCSHARES INC N   CL             31946M103 100      900     SH        DEFINED    01       900    0      0
                               A
FIRST CTZNS BANCSHARES INC N   CL             31946M103 221      2000    SH        DEFINED    02       2000   0      0
                               A
FIRST DATA CORP                COM            319963104 9363     251700  SH        DEFINED    01       251700 0      0
FIRST DATA CORP                COM            319963104 114271   3071800 SH        DEFINED    02       30718000      0
FIRST DATA CORP COM            COMMON         319963104 13       358     SH        DEFINED    01       358    0      0
FIRST HEALTH GROUP CORP        COM            320960107 19297    688200  SH        DEFINED    02       688200 0      0
FIRST INDL RLTY TR INC COM     COMMON         32054K103 29       894     SH        DEFINED    01       894    0      0
FIRSTENERGY CORP               COM            337932107 848      25400   SH        DEFINED    02       25400  0      0
FIRSTENERGY CORP               COM            337932107 1369     41000   SH        DEFINED    21       41000  0      0
FISERV INC                     COM            337738108 14889    405594  SH        DEFINED    02       405594 0      0
FISERV INC COM                 COMMON         337738108 123      3,348   SH        DEFINED    01       3,348  0      0
FLEETBOSTON FINL CORP          COM            339030108 947      29265   SH        DEFINED    02       29265  0      0
FLEETBOSTON FINL CORP          COM            339030108 2722     83606   SH        DEFINED    21       83606  0      0
FLORIDA EAST COAST INDS        CL             340632108 653      25600   SH        DEFINED    21       25600  0      0
                               A
FORD MTR CO CAP TR II          PFD         TR 345395206 37395    664800  SH        DEFINED    02       664800 0      0
                               CV6.5%
FORD MTR CO DEL                COM        PAR 345370860 4461     278808  SH        DEFINED    01       278808 0      0
                               $0.01
FORD MTR CO DEL                COM        PAR 345370860 43990    2749349 SH        DEFINED    02       27493490      0
                               $0.01
FORD MTR CO DEL                COM        PAR 345370860 1414     87400   SH        DEFINED    21       87400  0      0
                               $0.01
FOREST LABS INC                COM            345838106 10181    143800  SH        DEFINED    02       143800 0      0
FOREST OIL CORP                COM        PAR 346091705 20       700     SH        DEFINED    01       700    0      0
                               $0.01
FOREST OIL CORP                COM        PAR 346091705 6968     245100  SH        DEFINED    02       245100 0      0
                               $0.01
FOX ENTMT GROUP INC            CL             35138T107 754      34300   SH        DEFINED    21       34300  0      0
                               A
FPL GROUP INC                  COM            302571104 6731     112200  SH        DEFINED    01       112200 0      0
FPL GROUP INC                  COM            302571104 74670    1244700 SH        DEFINED    02       12447000      0
FPL GROUP INC                  COM            302571104 2262     37700   SH        DEFINED    21       37700  0      0
FPL GROUP INC COM              COMMON         302571104 145      2,409   SH        DEFINED    01       2,409  0      0
FRANKLIN ELEC INC              COM            353514102 113      2400    SH        DEFINED    01       2400   0      0
FRANKLIN ELEC INC              COM            353514102 245      5200    SH        DEFINED    02       5200   0      0
FRANKLIN RES INC               COM            354613101 1089     25550   SH        DEFINED    21       25550  0      0
FREEPORT MCMORAN COPPER&GOLDCL COMMON         35671D857 24       1,367   SH        DEFINED    01       1,367  0      0
FRONTLINE LTD                  ORD            G3682E127 1846     193500  SH        DEFINED    02       193500 0      0
FURNITURE BRANDS INTL INC      COM            360921100 4876     161200  SH        DEFINED    02       161200 0      0
GALEN HLDGS PLC                SPONSORED      363240102 42       1500    SH        DEFINED    01       1500   0      0
                               ADR
GALEN HLDGS PLC                SPONSORED      363240102 6347     226800  SH        DEFINED    02       226800 0      0
                               ADR
GALLAGHER ARTHUR J & CO        COM            363576109 52509    1515400 SH        DEFINED    02       15154000      0
GALLAGHER ARTHUR J & CO COM    COMMON         363576109 246      7,103   SH        DEFINED    01       7,103  0      0
GAMESTOP CORP                  CL             36466R101 3381     161100  SH        DEFINED    02       161100 0      0
                               A
GANNETT INC                    COM            364730101 903      11900   SH        DEFINED    02       11900  0      0
GAP INC DEL                    COM            364760108 322      22700   SH        DEFINED    01       22700  0      0
GAP INC DEL                    COM            364760108 4038     284400  SH        DEFINED    02       284400 0      0
GENENTECH INC                  COM            368710406 23       700     SH        DEFINED    01       700    0      0
                               NEW
GENENTECH INC                  COM            368710406 27544    822200  SH        DEFINED    02       822200 0      0
                               NEW
GENERAL DYNAMICS CORP          COM            369550108 4137     38900   SH        DEFINED    01       38900  0      0
GENERAL DYNAMICS CORP          COM            369550108 46922    441200  SH        DEFINED    02       441200 0      0
GENERAL ELEC CO                COMMON         369604103 149      5,119   SH        DEFINED    01       5,119  0      0
GENERAL ELEC CO                COM            369604103 1037     35710   SH        DEFINED    01       35710  0      0
GENERAL ELEC CO                COM            369604103 61910    2131167 SH        DEFINED    02       21311670      0
GENERAL ELEC CO                COM            369604103 1874     63750   SH        DEFINED    21       63750  0      0
GENERAL GROWTH PPTYS INC       COM            370021107 4876     95600   SH        DEFINED    02       95600  0      0
GENERAL MLS INC                COM            370334104 5664     128500  SH        DEFINED    01       128500 0      0
GENERAL MLS INC                COM            370334104 19316    438200  SH        DEFINED    02       438200 0      0
GENERAL MLS INC COM            COMMON         370334104 6        138     SH        DEFINED    01       138    0      0
GENERAL MTRS CORP              COMMON         370442105 8        158     SH        DEFINED    01       158    0      0
GENERAL MTRS CORP              COM            370442105 5124     95859   SH        DEFINED    01       95859  0      0
GENERAL MTRS CORP              COM            370442105 51358    960856  SH        DEFINED    02       960856 0      0
GENERAL MTRS CORP              CL           H 370442832 210      20216   SH        DEFINED    02       20216  0      0
                               NEW
GENTA INC                      COM            37245M207 2456     296296  SH        DEFINED    02       296296 0      0
                               NEW
GILEAD SCIENCES INC            COM            375558103 16489    501500  SH        DEFINED    02       501500 0      0
GILLETTE CO                    COM            375766102 30707    906600  SH        DEFINED    02       906600 0      0
GLAXOSMITHKLINE PLC            SPONSORED      37733W105 2049     47500   SH        DEFINED    02       47500  0      0
                               ADR
GLOBAL PMTS INC                COM            37940X102 1431     48100   SH        DEFINED    02       48100  0      0
GLOBAL SANTAFE CORPORATION     COMMON         G3930E101 144      5,259   SH        DEFINED    01       5,259  0      0
GLOBALSANTAFE CORP             SHS            G3930E101 17024    622467  SH        DEFINED    02       622467 0      0
GLOBALSANTAFE CORP             SHS            G3930E101 849      30700   SH        DEFINED    21       30700  0      0
GLOBESPANVIRATA INC            COM            37957V106 1461     377434  SH        DEFINED    02       377434 0      0
GOLDCORP INC NEW               COM            380956409 5970     600000  SH        DEFINED    02       600000 0      0
GOLDMAN SACHS GROUP INC        COM            38141G104 44       600     SH        DEFINED    01       600    0      0
GOLDMAN SACHS GROUP INC        COM            38141G104 38237    521300  SH        DEFINED    02       521300 0      0
GOLDMAN SACHS GROUP INC        COM            38141G104 1060     14450   SH        DEFINED    21       14450  0      0
GRAINGER W W INC               COM            384802104 14349    286400  SH        DEFINED    02       286400 0      0
GREAT PLAINS ENERGY INC        COM            391164100 1129     55500   SH        DEFINED    02       55500  0      0
GREAT PLAINS ENERGY INC        COM            391164100 5790     284500  SH        DEFINED    04       284500 0      0
GREY GLOBAL GROUP INC          COM            39787M108 138      200     SH        DEFINED    01       200    0      0
GREY GLOBAL GROUP INC          COM            39787M108 276      400     SH        DEFINED    02       400    0      0
GROUPE DANONE                  SPONSORED      399449107 203      7400    SH        DEFINED    01       7400   0      0
                               ADR
GROUPE DANONE                  SPONSORED      399449107 2242     81600   SH        DEFINED    02       81600  0      0
                               ADR
GRUPO TELEVISA SA DE CV        SP   ADR   REP 40049J206 336      9000    SH        DEFINED    21       9000   0      0
                               ORD
GUIDANT CORP                   COM            401698105 203      6700    SH        DEFINED    01       6700   0      0
GUIDANT CORP                   COM            401698105 25913    857200  SH        DEFINED    02       857200 0      0
HAEMONETICS CORP               COM            405024100 47       1600    SH        DEFINED    01       1600   0      0
HAEMONETICS CORP               COM            405024100 11844    405600  SH        DEFINED    02       405600 0      0
HANCOCK JOHN FINL SVCS INC     COM            41014S106 1214     34500   SH        DEFINED    21       34500  0      0
HANOVER COMPRESSOR CO          COM            410768105 9        700     SH        DEFINED    01       700    0      0
HANOVER COMPRESSOR CO          COM            410768105 20       1500    SH        DEFINED    02       1500   0      0
HANOVER COMPRESSOR CO          COM            410768105 1083     79300   SH        DEFINED    21       79300  0      0
HARLEY DAVIDSON INC            COM            412822108 405      7900    SH        DEFINED    01       7900   0      0
HARLEY DAVIDSON INC            COM            412822108 4173     81400   SH        DEFINED    02       81400  0      0
HARRAHS ENTMT INC              COM            413619107 4825     108800  SH        DEFINED    02       108800 0      0
HARRIS CORP DEL                COM            413875105 7252     200100  SH        DEFINED    02       200100 0      0
HARRIS CORP DEL                COM            413875105 691      18800   SH        DEFINED    21       18800  0      0
HARTFORD FINL SVCS GROUP INC   COM            416515104 1311     22050   SH        DEFINED    21       22050  0      0
HASBRO INC                     COM            418056107 1310     95500   SH        DEFINED    21       95500  0      0
HCA INC                        COM            404119109 409      8600    SH        DEFINED    01       8600   0      0
HCA INC                        COM            404119109 15328    322700  SH        DEFINED    02       322700 0      0
HCA INC                        COM            404119109 2181     45400   SH        DEFINED    21       45400  0      0
HEALTH CARE PPTY INVS INC      COM            421915109 2557     59600   SH        DEFINED    02       59600  0      0
HEALTH CARE PPTY INVS INC COM  COMMON         421915109 46       1,061   SH        DEFINED    01       1,061  0      0
HEALTH MGMT ASSOC INC NEW      CL             421933102 2559     127000  SH        DEFINED    02       127000 0      0
                               A
HEALTHCARE RLTY TR             COM            421946104 4208     131500  SH        DEFINED    02       131500 0      0
HEALTHCARE RLTY TR COM         COMMON         421946104 34       1,066   SH        DEFINED    01       1,066  0      0
HEALTHSOUTH CORP               COM            421924101 7156     559500  SH        DEFINED    01       559500 0      0
HEALTHSOUTH CORP               COM            421924101 128796   10070024SH        DEFINED    02       10070020      0
HEALTHSOUTH CORP COM           COMMON         421924101 158      12,381  SH        DEFINED    01       12,381 0      0
HERSHEY FOODS CORP             COM            427866108 8450     135200  SH        DEFINED    02       135200 0      0
HEWLETT PACKARD CO             COM            428236103 6317     413397  SH        DEFINED    01       413397 0      0
HEWLETT PACKARD CO             COM            428236103 69083    4521132 SH        DEFINED    02       45211320      0
HEWLETT PACKARD CO COM         COMMON         428236103 14       943     SH        DEFINED    01       943    0      0
HEXCEL CORP NEW                NOTE    7.000% 428291AA6 995      1267000 PRN       DEFINED    01       12670000      0
                               8/0
HEXCEL CORP NEW                NOTE    7.000% 428291AA6 2277     2901000 PRN       DEFINED    02       29010000      0
                               8/0
HIGHWOODS PPTYS INC            COM            431284108 395      15200   SH        DEFINED    02       15200  0      0
HIGHWOODS PPTYS INC            COM            431284108 2132     82000   SH        DEFINED    04       82000  0      0
HISPANIC BROADCASTING CORP     CL             43357B104 5074     194400  SH        DEFINED    02       194400 0      0
                               A
HOLLY CORP COM PAR $0.01       COMMON         435758305 15       915     SH        DEFINED    01       915    0      0
HOLLYWOOD MEDIA CORP           COM            436233100 2781     1397400 SH        DEFINED    02       13974000      0
HOME DEPOT INC                 COM            437076102 606      16500   SH        DEFINED    01       16500  0      0
HOME DEPOT INC                 COM            437076102 44144    1201857 SH        DEFINED    02       12018570      0
HOMESTORE INC                  COM            437852106 144      100000  SH        DEFINED    02       100000 0      0
HONEYWELL INTL INC             COM            438516106 405      11500   SH        DEFINED    01       11500  0      0
HONEYWELL INTL INC             COM            438516106 9864     280000  SH        DEFINED    02       280000 0      0
HOUSEHOLD INTL INC             COM            441815107 646      13000   SH        DEFINED    21       13000  0      0
HRPT PPTYS TR                  COM   SH   BEN 40426W101 2961     334600  SH        DEFINED    02       334600 0      0
                               INT
HRPT PPTYS TR COM SH BEN INT   COMMON         40426W101 32       3,572   SH        DEFINED    01       3,572  0      0
I B M                          COMMON         459200101 94       1,304   SH        DEFINED    01       1,304  0      0
I2 TECHNOLOGIES INC            COM            465754109 444      300000  SH        DEFINED    02       300000 0      0
ICN PHARMACEUTICALS INC NEW    COM            448924100 5467     225800  SH        DEFINED    02       225800 0      0
IDACORP INC                    COM            451107106 452      16300   SH        DEFINED    02       16300  0      0
IDACORP INC                    COM            451107106 2349     84800   SH        DEFINED    04       84800  0      0
IDEC PHARMACEUTICALS CORP      COM            449370105 18       500     SH        DEFINED    01       500    0      0
IDEC PHARMACEUTICALS CORP      COM            449370105 22635    638500  SH        DEFINED    02       638500 0      0
IDENTIX INC                    COM            451906101 1961     268720  SH        DEFINED    02       268720 0      0
IMPERIAL OIL LTD               COM            453038408 3662     117400  SH        DEFINED    02       117400 0      0
                               NEW
IMPERIAL OIL LTD COM NEW       COMMON         453038408 32       1,017   SH        DEFINED    01       1,017  0      0
INAMED CORP                    COM            453235103 27       1000    SH        DEFINED    01       1000   0      0
INAMED CORP                    COM            453235103 12932    484000  SH        DEFINED    02       484000 0      0
INCO LTD                       COM            453258402 604      26400   SH        DEFINED    21       26400  0      0
INCO LTD                       PFD    CV    E 453258808 1173     22500   SH        DEFINED    02       22500  0      0
                               5.5%
INCO LTD COM                   COMMON         453258402 29       1,295   SH        DEFINED    01       1,295  0      0
INDYMAC BANCORP INC            COM            456607100 104      4600    SH        DEFINED    01       4600   0      0
INDYMAC BANCORP INC            COM            456607100 35481    1564400 SH        DEFINED    02       15644000      0
INFORMATICA CORP               COM            45666Q102 5755     811668  SH        DEFINED    02       811668 0      0
INGERSOLL-RAND CO LTD CL A COM COMMON         G4776G101 147      3,217   SH        DEFINED    01       3,217  0      0
INGERSOLL-RAND COMPANY LTD     CL             G4776G101 5141     112600  SH        DEFINED    01       112600 0      0
                               A
INGERSOLL-RAND COMPANY LTD     CL             G4776G101 84514    1850931 SH        DEFINED    02       18509310      0
                               A
INGRAM MICRO INC               CL             457153104 6809     495200  SH        DEFINED    02       495200 0      0
                               A
INPUT/OUTPUT INC               COM            457652105 900      100000  SH        DEFINED    02       100000 0      0
INTEGRATED TELECOM EXPRESS I   COM            45817U101 894      555000  SH        DEFINED    02       555000 0      0
INTEL CORP                     COM            458140100 738      40400   SH        DEFINED    01       40400  0      0
INTEL CORP                     COM            458140100 29790    1630565 SH        DEFINED    02       16305650      0
INTEL CORP                     COM            458140100 834      45100   SH        DEFINED    21       45100  0      0
INTERMUNE INC                  COM            45884X103 11       500     SH        DEFINED    01       500    0      0
INTERMUNE INC                  COM            45884X103 2091     99100   SH        DEFINED    02       99100  0      0
INTERNATIONAL BUSINESS MACHS   COM            459200101 5486     76200   SH        DEFINED    01       76200  0      0
INTERNATIONAL BUSINESS MACHS   COM            459200101 85009    1180676 SH        DEFINED    02       11806760      0
INTERNATIONAL PAPER CO         COMMON         460146103 7        171     SH        DEFINED    01       171    0      0
INTERNATIONAL RECTIFIER CORP   COM            460254105 1296     44450   SH        DEFINED    02       44450  0      0
INTERPUBLIC GROUP COS INC      COM            460690100 129      5200    SH        DEFINED    01       5200   0      0
INTERPUBLIC GROUP COS INC      COM            460690100 6197     250300  SH        DEFINED    02       250300 0      0
INTERPUBLIC GROUP COS INC      COM            460690100 929      37100   SH        DEFINED    21       37100  0      0
INTERSIL CORP                  CL             46069S109 34       1592    SH        DEFINED    01       1592   0      0
                               A
INTERSIL CORP                  CL             46069S109 1991     93132   SH        DEFINED    02       93132  0      0
                               A
INTL PAPER CO                  COM            460146103 445      10200   SH        DEFINED    01       10200  0      0
INTL PAPER CO                  COM            460146103 20870    478900  SH        DEFINED    02       478900 0      0
INTRADO INC                    COM            46117A100 2226     115000  SH        DEFINED    02       115000 0      0
INTUIT                         COM            461202103 30872    620927  SH        DEFINED    02       620927 0      0
INVESTMENT TECHNOLOGY GRP NE   COM            46145F105 13       400     SH        DEFINED    01       400    0      0
INVESTMENT TECHNOLOGY GRP NE   COM            46145F105 1617     49450   SH        DEFINED    02       49450  0      0
IRON MTN INC PA                COM            462846106 19       600     SH        DEFINED    01       600    0      0
IRON MTN INC PA                COM            462846106 5880     190600  SH        DEFINED    02       190600 0      0
ISHARES INC                    MSCI       UTD 464286699 4976     358000  SH        DEFINED    02       358000 0      0
                               KINGD
ISHARES INC                    MSCI           464286707 2551     139400  SH        DEFINED    02       139400 0      0
                               FRANCE
ISHARES INC                    MSCI           464286749 1546     114100  SH        DEFINED    02       114100 0      0
                               SWITZERLD
ISHARES INC                    MSCI           464286806 1960     134800  SH        DEFINED    02       134800 0      0
                               GERMAN
ISHARES INC                    MSCI           464286814 1394     80100   SH        DEFINED    02       80100  0      0
                               NETHERLND
ISHARES INC                    MSCI           464286848 4632     549500  SH        DEFINED    02       549500 0      0
                               JAPAN
ISHARES INC                    MSCI           464286855 1001     60800   SH        DEFINED    02       60800  0      0
                               ITALY
ISTAR FINL INC                 COM            45031U101 1297     45500   SH        DEFINED    02       45500  0      0
ISTAR FINL INC                 COM            45031U101 6715     235600  SH        DEFINED    04       235600 0      0
ITT INDS INC IND               COM            450911102 360      5100    SH        DEFINED    01       5100   0      0
ITT INDS INC IND               COM            450911102 12659    179300  SH        DEFINED    02       179300 0      0
J P MORGAN CHASE & CO          COM            46625H100 991      29212   SH        DEFINED    21       29212  0      0
JABIL CIRCUIT INC              COM            466313103 8476     401500  SH        DEFINED    02       401500 0      0
JDA SOFTWARE GROUP INC         COM            46612K108 9953     352200  SH        DEFINED    02       352200 0      0
JDS UNIPHASE CORP              COM            46612J101 39       14540   SH        DEFINED    02       14540  0      0
JEFFERSON PILOT CORP           COM            475070108 649      13800   SH        DEFINED    21       13800  0      0
JEFFERSON SMURFIT GROUP PLC AD COMMON         47508W107 29       915     SH        DEFINED    01       915    0      0
JOHNSON & JOHNSON              COM            478160104 894      17100   SH        DEFINED    01       17100  0      0
JOHNSON & JOHNSON              COM            478160104 24061    460400  SH        DEFINED    02       460400 0      0
JOHNSON & JOHNSON              COM            478160104 2080     39350   SH        DEFINED    21       39350  0      0
JOHNSON CTLS INC               COM            478366107 6292     77100   SH        DEFINED    01       77100  0      0
JOHNSON CTLS INC               COM            478366107 87585    1073219 SH        DEFINED    02       10732190      0
JONES APPAREL GROUP INC        COM            480074103 23       600     SH        DEFINED    01       600    0      0
JONES APPAREL GROUP INC        COM            480074103 8243     219800  SH        DEFINED    02       219800 0      0
KANEB PIPE LINE PARTNERS L PSR COMMON         484169107 15       394     SH        DEFINED    01       394    0      0
KELLOGG CO                     COM            487836108 6864     191400  SH        DEFINED    02       191400 0      0
KEMET CORP                     COM            488360108 772      42700   SH        DEFINED    21       42700  0      0
KERR MCGEE CORP                COM            492386107 4209     78600   SH        DEFINED    01       78600  0      0
KERR MCGEE CORP                COM            492386107 14812    276600  SH        DEFINED    02       276600 0      0
KERR MCGEE CORP                SDCV    5.250% 492386AP2 23306    21040000PRN       DEFINED    02       21040000      0
                               2/1
KERR MCGEE CORP COM            COMMON         492386107 28       519     SH        DEFINED    01       519    0      0
KEYSPAN CORP                   COM            49337W100 2752     73100   SH        DEFINED    02       73100  0      0
KEYSPAN CORP                   COM            49337W100 13422    356500  SH        DEFINED    04       356500 0      0
KEYSTONE PPTY TR CORP COM      COMMON         493596100 37       2,323   SH        DEFINED    01       2,323  0      0
KIMBERLY CLARK CORP            COM            494368103 5983     96500   SH        DEFINED    01       96500  0      0
KIMBERLY CLARK CORP            COM            494368103 67196    1083800 SH        DEFINED    02       10838000      0
KIMBERLY CLARK CORP            COM            494368103 660      10500   SH        DEFINED    21       10500  0      0
KIMBERLY CLARK CORP COM        COMMON         494368103 9        148     SH        DEFINED    01       148    0      0
KINDER MORGAN INC KANS         COM            49455P101 61       1600    SH        DEFINED    01       1600   0      0
KINDER MORGAN INC KANS         COM            49455P101 41514    1091900 SH        DEFINED    02       10919000      0
KING PHARMACEUTICALS INC       COM            495582108 6349     285366  SH        DEFINED    02       285366 0      0
KLA-TENCOR CORP                COM            482480100 1635     37170   SH        DEFINED    02       37170  0      0
KNIGHT RIDDER INC              COM            499040103 15807    251106  SH        DEFINED    02       251106 0      0
KNIGHT RIDDER INC COM          COMMON         499040103 247      3,931   SH        DEFINED    01       3,931  0      0
KOHLS CORP                     COM            500255104 547      7800    SH        DEFINED    01       7800   0      0
KOHLS CORP                     COM            500255104 21788    310900  SH        DEFINED    02       310900 0      0
KONINKLIJKE PHILIPS ELECTRS    NY    REG   SH 500472303 3699     134032  SH        DEFINED    01       134032 0      0
                               NEW
KONINKLIJKE PHILIPS ELECTRS    NY    REG   SH 500472303 44034    1595440 SH        DEFINED    02       15954400      0
                               NEW
KONINKLIJKE PHILIPS ELECTRS SP COMMON         500472303 9        330     SH        DEFINED    01       330    0      0
KOREA ELECTRIC PWR             SPONSORED      500631106 484      46200   SH        DEFINED    02       46200  0      0
                               ADR
KOREA ELECTRIC PWR             SPONSORED      500631106 2585     246900  SH        DEFINED    04       246900 0      0
                               ADR
KOREA ELECTRIC PWR             SPONSORED      500631106 917      87600   SH        DEFINED    21       87600  0      0
                               ADR
KPMG CONSULTING INC            COM            48265R109 1550     104300  SH        DEFINED    02       104300 0      0
KRAFT FOODS INC                CL             50075N104 258      6300    SH        DEFINED    01       6300   0      0
                               A
KRAFT FOODS INC                CL             50075N104 33767    824600  SH        DEFINED    02       824600 0      0
                               A
KROGER CO                      COM            501044101 17980    903509  SH        DEFINED    02       903509 0      0
KROGER CO COM                  COMMON         501044101 105      5,259   SH        DEFINED    01       5,259  0      0
KROLL INC                      COM            501049100 4687     223400  SH        DEFINED    02       223400 0      0
KT CORP                        SPONSORED      48268K101 433      20000   SH        DEFINED    21       20000  0      0
                               ADR
KYPHON INC                     COM            501577100 2916     200000  SH        DEFINED    02       200000 0      0
L-3 COMMUNICATIONS HLDGS INC   COM            502424104 6507     120500  SH        DEFINED    02       120500 0      0
L-3 COMMUNICATIONS HLDGS INC   DEBT    4.000% 502424AD6 44007    36220000PRN       DEFINED    02       36220000      0
                               9/1
LABORATORY CORP AMER HLDGS     COM            50540R409 82       1800    SH        DEFINED    01       1800   0      0
                               NEW
LABORATORY CORP AMER HLDGS     COM            50540R409 61819    1354200 SH        DEFINED    02       13542000      0
                               NEW
LABRANCHE & CO INC             COM            505447102 16       700     SH        DEFINED    01       700    0      0
LABRANCHE & CO INC             COM            505447102 48       2100    SH        DEFINED    02       2100   0      0
LABRANCHE & CO INC             COM            505447102 763      33300   SH        DEFINED    21       33300  0      0
LAMAR ADVERTISING CO           CL             512815101 35186    945600  SH        DEFINED    02       945600 0      0
                               A
LANDAUER INC                   COM            51476K103 1942     50000   SH        DEFINED    02       50000  0      0
LARGE SCALE BIOLOGY CORP       COM            517053104 218      100000  SH        DEFINED    02       100000 0      0
LEAR CORP                      COM            521865105 7173     155100  SH        DEFINED    02       155100 0      0
LEGG MASON INC                 COM            524901105 8521     172700  SH        DEFINED    02       172700 0      0
LEGG MASON INC                 COM            524901105 666      13500   SH        DEFINED    21       13500  0      0
LEHMAN BROS HLDGS INC          COM            524908100 68571    1096786 SH        DEFINED    02       10967860      0
LEHMAN BROS HLDGS INC          COM            524908100 839      13420   SH        DEFINED    21       13420  0      0
LEHMAN BROTHERS HLDGS INC COM  COMMON         524908100 141      2,259   SH        DEFINED    01       2,259  0      0
LENNAR CORP                    COM            526057104 4070     66500   SH        DEFINED    02       66500  0      0
LEXAR MEDIA INC                COM            52886P104 2989     700000  SH        DEFINED    02       700000 0      0
LEXMARK INTL INC CL A          COMMON         529771107 226      4,163   SH        DEFINED    01       4,163  0      0
LEXMARK INTL NEW               CL             529771107 484      8900    SH        DEFINED    01       8900   0      0
                               A
LEXMARK INTL NEW               CL             529771107 86777    1595161 SH        DEFINED    02       15951610      0
                               A
LIBERTY MEDIA CORP             DEB     3.250% 530715AR2 18458    18950000PRN       DEFINED    02       18950000      0
                               3/1
LIBERTY MEDIA CORP NEW         COM        SER 530718105 3000     300000  SH        DEFINED    02       300000 0      0
                               A
LIBERTY PPTY TR                SH         BEN 531172104 623      17800   SH        DEFINED    02       17800  0      0
                               INT
LIBERTY PPTY TR SH BEN INT     COMMON         531172104 21       590     SH        DEFINED    01       590    0      0
LIFEPOINT HOSPITALS INC        COM            53219L109 69       1900    SH        DEFINED    01       1900   0      0
LIFEPOINT HOSPITALS INC        COM            53219L109 18318    504500  SH        DEFINED    02       504500 0      0
LILLY ELI & CO                 COM            532457108 474      8400    SH        DEFINED    01       8400   0      0
LILLY ELI & CO                 COM            532457108 47855    848500  SH        DEFINED    02       848500 0      0
LIMITED BRANDS INC             COM            532716107 19053    894500  SH        DEFINED    02       894500 0      0
LINCARE HLDGS INC              COM            532791100 234275   7253100 SH        DEFINED    02       72531000      0
LINCOLN NATL CORP COM          COMMON         534187109 7        177     SH        DEFINED    01       177    0      0
LINCOLN NATL CORP IND          COM            534187109 5569     132600  SH        DEFINED    01       132600 0      0
LINCOLN NATL CORP IND          COM            534187109 56351    1341700 SH        DEFINED    02       13417000      0
LOCKHEED MARTIN CORP           COM            539830109 29558    425300  SH        DEFINED    02       425300 0      0
LOEWS CORP                     COMMON         540424108 9        173     SH        DEFINED    01       173    0      0
LOEWS CORP                     COM            540424108 6454     121800  SH        DEFINED    01       121800 0      0
LOEWS CORP                     COM            540424108 87328    1648000 SH        DEFINED    02       16480000      0
LOEWS CORP                     CAROLNA     GP 540424207 13944    515500  SH        DEFINED    02       515500 0      0
                               STK
LOEWS CORP                     CAROLNA     GP 540424207 1484     54250   SH        DEFINED    21       54250  0      0
                               STK
LOWES COS INC                  COM            548661107 8417     185400  SH        DEFINED    02       185400 0      0
LOWES COS INC                  NOTE           548661CF2 16461    20235000PRN       DEFINED    02       20235000      0
                               2/1
LOWES COS INC COM              COMMON         548661107 234      5,151   SH        DEFINED    01       5,151  0      0
LUCENT TECHNOLOGIES INC        COM            549463107 454      273300  SH        DEFINED    01       273300 0      0
LUCENT TECHNOLOGIES INC        COM            549463107 2369     1427005 SH        DEFINED    02       14270050      0
LUCENT TECHNOLOGIES INC COM    COMMON         549463107 2        1,016   SH        DEFINED    01       1,016  0      0
M & T BK CORP                  COM            55261F104 7761     90500   SH        DEFINED    02       90500  0      0
MACK CALI RLTY CORP            COM            554489104 3055     86900   SH        DEFINED    02       86900  0      0
MACK CALI RLTY CORP COM        COMMON         554489104 30       858     SH        DEFINED    01       858    0      0
MACROMEDIA INC                 COM            556100105 9        1000    SH        DEFINED    01       1000   0      0
MACROMEDIA INC                 COM            556100105 2688     303000  SH        DEFINED    02       303000 0      0
MAGMA DESIGN AUTOMATION        COM            559181102 43542    2591800 SH        DEFINED    02       25918000      0
MAGMA DESIGN AUTOMATION        COM            559181102 439      25850   SH        DEFINED    21       25850  0      0
MANAGEMENT NETWORK GROUP INC   COM            561693102 203      87300   SH        DEFINED    02       87300  0      0
MANHATTAN ASSOCS INC           COM            562750109 6432     200000  SH        DEFINED    02       200000 0      0
MANOR CARE INC NEW             COM            564055101 6833     297100  SH        DEFINED    02       297100 0      0
MARATHON OIL CORP              COM            565849106 4594     169400  SH        DEFINED    01       169400 0      0
MARATHON OIL CORP              COM            565849106 65034    2398000 SH        DEFINED    02       23980000      0
MARATHON OIL CORP              COM            565849106 1405     51800   SH        DEFINED    04       51800  0      0
MARATHON OIL CORP COM          COMMON         565849106 43       1,596   SH        DEFINED    01       1,596  0      0
MARKEL CORP                    COM            570535104 99       500     SH        DEFINED    01       500    0      0
MARKEL CORP                    COM            570535104 217      1100    SH        DEFINED    02       1100   0      0
MARRIOTT INTL INC NEW          CL             571903202 49       1300    SH        DEFINED    01       1300   0      0
                               A
MARRIOTT INTL INC NEW          CL             571903202 13683    359600  SH        DEFINED    02       359600 0      0
                               A
MARSH & MCLENNAN COS INC       COM            571748102 4753     49200   SH        DEFINED    01       49200  0      0
MARSH & MCLENNAN COS INC       COM            571748102 96127    995100  SH        DEFINED    02       995100 0      0
MARSH & MCLENNAN COS INC       COM            571748102 1662     17210   SH        DEFINED    21       17210  0      0
MARSH & MCLENNAN COS INC COM   COMMON         571748102 14       300     SH        DEFINED    01       300    0      0
MAVERICK TUBE CORP             COM            577914104 675      44500   SH        DEFINED    21       44500  0      0
MAYTAG CORP                    COM            578592107 4628     108500  SH        DEFINED    02       108500 0      0
MBIA INC                       COM            55262C100 5938     105050  SH        DEFINED    01       105050 0      0
MBIA INC                       COM            55262C100 70812    1252650 SH        DEFINED    02       12526500      0
MBNA CORP                      COM            55262L100 334      10100   SH        DEFINED    01       10100  0      0
MBNA CORP                      COM            55262L100 3965     119910  SH        DEFINED    02       119910 0      0
MCCORMICK & CO INC             COM        NON 579780206 19732    766300  SH        DEFINED    02       766300 0      0
                               VTG
MCCORMICK & CO INC NON VOTING  COMMON         579780206 188      7,303   SH        DEFINED    01       7,303  0      0
MCDERMOTT INTL INC             COM            580037109 1620     200000  SH        DEFINED    02       200000 0      0
MCKESSON CORP                  COM            58155Q103 137      4200    SH        DEFINED    01       4200   0      0
MCKESSON CORP                  COM            58155Q103 20915    639600  SH        DEFINED    02       639600 0      0
MCKESSON CORP                  COM            58155Q103 782      23640   SH        DEFINED    21       23640  0      0
MCKESSON CORPORATION COM       COMMON         58155Q103 9        272     SH        DEFINED    01       272    0      0
MDU RES GROUP INC              COM            552690109 384      14600   SH        DEFINED    02       14600  0      0
MDU RES GROUP INC              COM            552690109 1980     75300   SH        DEFINED    04       75300  0      0
MDU RES GROUP INC              COM            552690109 539      20500   SH        DEFINED    21       20500  0      0
MEADWESTVACO CORP              COM            583334107 23337    695367  SH        DEFINED    02       695367 0      0
MEDAREX INC                    COM            583916101 8        1100    SH        DEFINED    01       1100   0      0
MEDAREX INC                    COM            583916101 1879     253300  SH        DEFINED    02       253300 0      0
MEDIMMUNE INC                  COM            584699102 2497     94600   SH        DEFINED    02       94600  0      0
MEDTRONIC INC                  COM            585055106 373      8700    SH        DEFINED    01       8700   0      0
MEDTRONIC INC                  COM            585055106 10756    251014  SH        DEFINED    02       251014 0      0
MELLON FINL CORP               COM            58551A108 1048     33355   SH        DEFINED    02       33355  0      0
MELLON FINL CORP               COM            58551A108 2709     85731   SH        DEFINED    21       85731  0      0
MERCK & CO INC                 COMMON         589331107 142      2,799   SH        DEFINED    01       2,799  0      0
MERCK & CO INC                 COM            589331107 1377     27200   SH        DEFINED    01       27200  0      0
MERCK & CO INC                 COM            589331107 43721    863373  SH        DEFINED    02       863373 0      0
MERCURY INTERACTIVE CORP       COM            589405109 2856     124400  SH        DEFINED    02       124400 0      0
MERRILL LYNCH & CO INC         COM            590188108 65       1600    SH        DEFINED    01       1600   0      0
MERRILL LYNCH & CO INC         COM            590188108 5115     126300  SH        DEFINED    02       126300 0      0
MERRILL LYNCH & CO INC         COM            590188108 2963     72800   SH        DEFINED    21       72800  0      0
METLIFE INC                    COM            59156R108 2034     70300   SH        DEFINED    21       70300  0      0
METRO GOLDWYN MAYER INC        COM            591610100 491      41400   SH        DEFINED    21       41400  0      0
MGIC INVT CORP WIS             COM            552848103 27730    409000  SH        DEFINED    02       409000 0      0
MICROCHIP TECHNOLOGY INC       COM            595017104 8597     313400  SH        DEFINED    02       313400 0      0
MICRON TECHNOLOGY INC          COM            595112103 152      7500    SH        DEFINED    01       7500   0      0
MICRON TECHNOLOGY INC          COM            595112103 15427    762933  SH        DEFINED    02       762933 0      0
MICRON TECHNOLOGY INC COM      COMMON         595112103 95       4,714   SH        DEFINED    01       4,714  0      0
MICROSOFT CORP                 COM            594918104 1384     25300   SH        DEFINED    01       25300  0      0
MICROSOFT CORP                 COM            594918104 132309   2418807 SH        DEFINED    02       24188070      0
MICROSOFT CORP                 COM            594918104 2785     50300   SH        DEFINED    21       50300  0      0
MICROSOFT CORP COM             COMMON         594918104 192      3,501   SH        DEFINED    01       3,501  0      0
MID-ATLANTIC RLTY TR           SH         BEN 595232109 2195     124700  SH        DEFINED    02       124700 0      0
                               INT
MIDWAY GAMES INC               COM            598148104 9        1100    SH        DEFINED    01       1100   0      0
MIDWAY GAMES INC               COM            598148104 7430     874100  SH        DEFINED    02       874100 0      0
MIM CORP                       COM            553044108 2935     242800  SH        DEFINED    02       242800 0      0
MIRANT CORP                    COM            604675108 318      43500   SH        DEFINED    21       43500  0      0
MIRANT TR I                    PFD   CV   SER 60467Q102 2285     77100   SH        DEFINED    02       77100  0      0
                               A
MOODYS CORP                    COM            615369105 17413    350000  SH        DEFINED    02       350000 0      0
MORGAN STANLEY DEAN WITTER &CO COMMON         617446448 10       232     SH        DEFINED    01       232    0      0
MORGAN STANLEY DEAN WITTER&C   COM            617446448 5540     128600  SH        DEFINED    01       128600 0      0
                               NEW
MORGAN STANLEY DEAN WITTER&C   COM            617446448 110707   2569808 SH        DEFINED    02       25698080      0
                               NEW
MORGAN STANLEY DEAN WITTER&C   COM            617446448 1741     40255   SH        DEFINED    21       40255  0      0
                               NEW
MOTOROLA INC                   COM            620076109 4173     289400  SH        DEFINED    01       289400 0      0
MOTOROLA INC                   COM            620076109 59463    4123675 SH        DEFINED    02       41236750      0
MOTOROLA INC                   COM            620076109 3463     238100  SH        DEFINED    21       238100 0      0
MOTOROLA INC COM               COMMON         620076109 8        540     SH        DEFINED    01       540    0      0
MSC INDL DIRECT INC            CL             553530106 11700    600000  SH        DEFINED    02       600000 0      0
                               A
MURPHY OIL CORP                COM            626717102 12284    148897  SH        DEFINED    02       148897 0      0
MYLAN LABS INC                 COM            628530107 15672    499900  SH        DEFINED    02       499900 0      0
MYLAN LABS INC COM             COMMON         628530107 129      4,100   SH        DEFINED    01       4,100  0      0
NASSDA CORP                    COM            63172M101 5627     454900  SH        DEFINED    02       454900 0      0
NATIONAL DENTEX CORP           COM            63563H109 7242     300000  SH        DEFINED    02       300000 0      0
NATIONAL FUEL GAS CO N J       COM            636180101 579      25700   SH        DEFINED    02       25700  0      0
NATIONAL FUEL GAS CO N J       COM            636180101 2971     132000  SH        DEFINED    04       132000 0      0
NATIONAL FUEL GAS CO N J       COM            636180101 563      25000   SH        DEFINED    21       25000  0      0
NATIONAL GRID GROUP PLC        SPONSORED      636274102 461      13100   SH        DEFINED    02       13100  0      0
                               ADR
NATIONAL GRID GROUP PLC        SPONSORED      636274102 2363     67200   SH        DEFINED    04       67200  0      0
                               ADR
NATIONAL PROCESSING INC        COM            637229105 36       1400    SH        DEFINED    01       1400   0      0
NATIONAL PROCESSING INC        COM            637229105 24373    944700  SH        DEFINED    02       944700 0      0
NATIONAL PROCESSING INC        COM            637229105 738      28400   SH        DEFINED    21       28400  0      0
NATIONAL SEMICONDUCTOR CORP    COM            637640103 1984     68000   SH        DEFINED    02       68000  0      0
NATIONAL WESTN LIFE INS CO     CL             638522102 69       600     SH        DEFINED    01       600    0      0
                               A
NATIONAL WESTN LIFE INS CO     CL             638522102 149      1300    SH        DEFINED    02       1300   0      0
                               A
NATIONWIDE HEALTH PPTYS INC    COM            638620104 2385     127200  SH        DEFINED    02       127200 0      0
NATIONWIDE HEALTH PPTYS INC CO COMMON         638620104 38       2,042   SH        DEFINED    01       2,042  0      0
NATUS MEDICAL INC DEL          COM            639050103 7556     1912900 SH        DEFINED    02       19129000      0
NEOFORMA COM INC               COM            640475505 130      10000   SH        DEFINED    02       10000  0      0
                               NEW
NEW YORK CMNTY BANCORP INC     COM            649445103 5298     195500  SH        DEFINED    02       195500 0      0
NEWFIELD EXPL CO               COM            651290108 4587     123400  SH        DEFINED    02       123400 0      0
NEWMONT MINING CORP            COM            651639106 7899     300000  SH        DEFINED    02       300000 0      0
NEWMONT MNG CORP               COMMON         651639106 24       900     SH        DEFINED    01       900    0      0
NEWS CORP LTD                  ADR            652487703 326      14200   SH        DEFINED    02       14200  0      0
                               NEW
NEWS CORP LTD                  ADR            652487703 5437     237100  SH        DEFINED    21       237100 0      0
                               NEW
NEWS CORP LTD ADR NEW          COMMON         652487703 5        225     SH        DEFINED    01       225    0      0
NEXTEL COMMUNICATIONS INC      CL             65332V103 144      44900   SH        DEFINED    02       44900  0      0
                               A
NEXTEL COMMUNICATIONS INC      NOTE    5.250% 65332VAY9 2110     5000000 PRN       DEFINED    01       50000000      0
                               1/1
NIC INC                        COM            62914B100 263      177900  SH        DEFINED    02       177900 0      0
NICOR INC                      COM            654086107 4113     89900   SH        DEFINED    02       89900  0      0
NICOR INC                      COM            654086107 21059    460300  SH        DEFINED    04       460300 0      0
NIKE INC                       CL             654106103 8846     164888  SH        DEFINED    02       164888 0      0
                               B
NISOURCE INC                   COM            65473P105 13266    607700  SH        DEFINED    02       607700 0      0
NISOURCE INC COM               COMMON         65473P105 145      6,653   SH        DEFINED    01       6,653  0      0
NMT MED INC                    COM            629294109 5440     852700  SH        DEFINED    02       852700 0      0
NOBLE CORPORATION              SHS            G65422100 20516    531500  SH        DEFINED    02       531500 0      0
NOKIA CORP                     SPONSORED      654902204 88       6000    SH        DEFINED    01       6000   0      0
                               ADR
NOKIA CORP                     SPONSORED      654902204 13259    915700  SH        DEFINED    02       915700 0      0
                               ADR
NOKIA CORP                     SPONSORED      654902204 2238     152800  SH        DEFINED    21       152800 0      0
                               ADR
NORDSTROM INC                  COM            655664100 2265     100000  SH        DEFINED    02       100000 0      0
NORSK HYDRO A S                SPONSORED      656531605 1949     40500   SH        DEFINED    02       40500  0      0
                               ADR
NORTEL NETWORKS CORP NEW       COM            656568102 151      104275  SH        DEFINED    02       104275 0      0
NORTH FORK BANCORPORATION NY   COM            659424105 6401     160800  SH        DEFINED    02       160800 0      0
NORTHEAST UTILS                COM            664397106 1650     87700   SH        DEFINED    02       87700  0      0
NORTHEAST UTILS                COM            664397106 8423     447800  SH        DEFINED    04       447800 0      0
NORTHEAST UTILS                COM            664397106 790      42000   SH        DEFINED    21       42000  0      0
NORTHROP GRUMMAN CORP          COM            666807102 8369     66950   SH        DEFINED    01       66950  0      0
NORTHROP GRUMMAN CORP          COM            666807102 52275    418200  SH        DEFINED    02       418200 0      0
NORTHROP GRUMMAN CORP COM      COMMON         666807102 35       281     SH        DEFINED    01       281    0      0
NOVELL INC                     COM            670006105 74       23200   SH        DEFINED    01       23200  0      0
NOVELL INC                     COM            670006105 5111     1592300 SH        DEFINED    02       15923000      0
NOVELLUS SYS INC               COM            670008101 163      4800    SH        DEFINED    01       4800   0      0
NOVELLUS SYS INC               COM            670008101 15486    455480  SH        DEFINED    02       455480 0      0
NOVELLUS SYS INC COM           COMMON         670008101 128      3,751   SH        DEFINED    01       3,751  0      0
NPS PHARMACEUTICALS INC        COM            62936P103 8        500     SH        DEFINED    01       500    0      0
NPS PHARMACEUTICALS INC        COM            62936P103 3297     215200  SH        DEFINED    02       215200 0      0
NSTAR                          COM            67019E107 1576     35200   SH        DEFINED    02       35200  0      0
NSTAR                          COM            67019E107 7944     177400  SH        DEFINED    04       177400 0      0
NUI CORP                       COM            629431107 28       1000    SH        DEFINED    01       1000   0      0
NUI CORP                       COM            629431107 9397     341692  SH        DEFINED    02       341692 0      0
NVIDIA CORP                    NOTE           67066GAA2 11880    14300000PRN       DEFINED    02       14300000      0
                               4.750%10/1
OCCIDENTAL PETE CORP DEL       COM            674599105 4849     161700  SH        DEFINED    02       161700 0      0
OCEAN ENERGY INC DEL           COM            67481E106 10813    499000  SH        DEFINED    02       499000 0      0
OCEANEERING INTL INC           COM            675232102 54       2000    SH        DEFINED    01       2000   0      0
OCEANEERING INTL INC           COM            675232102 21703    803800  SH        DEFINED    02       803800 0      0
OCWEN FINL CORP                COM            675746101 7449     1354300 SH        DEFINED    02       13543000      0
ODYSSEY HEALTHCARE INC         COM            67611V101 9182     253300  SH        DEFINED    02       253300 0      0
OFFICE DEPOT INC               COM            676220106 10307    613500  SH        DEFINED    02       613500 0      0
OGE ENERGY CORP                COM            670837103 2277     99600   SH        DEFINED    02       99600  0      0
OGE ENERGY CORP                COM            670837103 4218     184500  SH        DEFINED    04       184500 0      0
OGE ENERGY CORP COM            COMMON         670837103 26       1,146   SH        DEFINED    01       1,146  0      0
OIL STS INTL INC               COM            678026105 1190     100000  SH        DEFINED    02       100000 0      0
OM GROUP INC                   COM            670872100 56       900     SH        DEFINED    01       900    0      0
OM GROUP INC                   COM            670872100 167      2700    SH        DEFINED    02       2700   0      0
OMI CORP NEW                   COM            Y6476W104 7211     1758800 SH        DEFINED    02       17588000      0
OMI CORP NEW                   COM            Y6476W104 395      95000   SH        DEFINED    21       95000  0      0
OMNICELL INC                   COM            68213N109 6562     938800  SH        DEFINED    02       938800 0      0
OMNICOM GROUP INC              COM            681919106 14349    313300  SH        DEFINED    02       313300 0      0
ONLINE RES CORP                COM            68273G101 23       7200    SH        DEFINED    01       7200   0      0
ONLINE RES CORP                COM            68273G101 4271     1334600 SH        DEFINED    02       13346000      0
ONLINE RES CORP                NOTE    8.000% 68273GAC5 902      1000000 PRN       DEFINED    02       10000000      0
                               9/3
ONYX PHARMACEUTICALS INC       COM            683399109 769      148148  SH        DEFINED    02       148148 0      0
OPEN JT STK CO-VIMPEL COMMUN   SPONSORED      68370R109 98       3830    SH        DEFINED    02       3830   0      0
                               ADR
OPEN JT STK CO-VIMPEL COMMUN   SPONSORED      68370R109 5787     227125  SH        DEFINED    21       227125 0      0
                               ADR
OPEN TEXT CORP                 COM            683715106 1785     91000   SH        DEFINED    21       91000  0      0
ORACLE CORP                    COM            68389X105 394      41600   SH        DEFINED    01       41600  0      0
ORACLE CORP                    COM            68389X105 24241    2559716 SH        DEFINED    02       25597160      0
ORIENT-EXPRESS HOTELS LTD      CL             G67743107 6898     402700  SH        DEFINED    02       402700 0      0
                               A
ORTHOFIX INTL N V              COM            N6748L102 49       1400    SH        DEFINED    01       1400   0      0
ORTHOFIX INTL N V              COM            N6748L102 34735    988200  SH        DEFINED    02       988200 0      0
OSI SYSTEMS INC                COM            671044105 3966     200000  SH        DEFINED    02       200000 0      0
OVERSEAS SHIPHOLDING GROUP I   COM            690368105 522      24400   SH        DEFINED    21       24400  0      0
OWENS & MINOR INC NEW COM      COMMON         690732102 16       793     SH        DEFINED    01       793    0      0
PACTIV CORP                    COM            695257105 5905     248100  SH        DEFINED    02       248100 0      0
PAN PACIFIC RETAIL PPTYS INC   COM            69806L104 2598     76000   SH        DEFINED    02       76000  0      0
PANAMERICAN BEVERAGES INC      CL             P74823108 2190     153700  SH        DEFINED    02       153700 0      0
                               A
PANAMERICAN BEVERAGES INC      CL             P74823108 5702     398600  SH        DEFINED    21       398600 0      0
                               A
PARK NATL CORP                 COM            700658107 112      1300    SH        DEFINED    01       1300   0      0
PARK NATL CORP                 COM            700658107 241      2800    SH        DEFINED    02       2800   0      0
PARKER HANNIFIN CORP           COM            701094104 1921     40200   SH        DEFINED    02       40200  0      0
PATTERSON DENTAL CO            COM            703412106 9356     185900  SH        DEFINED    02       185900 0      0
PAYLESS SHOESOURCE INC         COM            704379106 92       1600    SH        DEFINED    01       1600   0      0
PAYLESS SHOESOURCE INC         COM            704379106 208      3600    SH        DEFINED    02       3600   0      0
PAYPAL INC                     COM            704508100 9697     600000  SH        DEFINED    02       600000 0      0
PEDIATRIC SVCS OF AMERICA      COM            705323103 1404     200000  SH        DEFINED    02       200000 0      0
PENN VA RESOURCES PARTNERS L   COM            707884102 680      33600   SH        DEFINED    02       33600  0      0
PENTAIR INC                    COM            709631105 5193     108000  SH        DEFINED    02       108000 0      0
PEOPLES ENERGY CORP            COM            711030106 2293     62900   SH        DEFINED    02       62900  0      0
PEOPLES ENERGY CORP            COM            711030106 11634    319100  SH        DEFINED    04       319100 0      0
PEPSI BOTTLING GROUP INC       COM            713409100 5141     166900  SH        DEFINED    02       166900 0      0
PEPSIAMERICAS INC              COM            71343P200 2233     147800  SH        DEFINED    21       147800 0      0
PEPSICO INC                    COMMON         713448108 129      2,680   SH        DEFINED    01       2,680  0      0
PEPSICO INC                    COM            713448108 362      7500    SH        DEFINED    01       7500   0      0
PEPSICO INC                    COM            713448108 70144    1455277 SH        DEFINED    02       14552770      0
PETCO ANIMAL SUPPLIES          COM            716016209 12455    500000  SH        DEFINED    02       500000 0      0
                               NEW
PETROLEO BRASILEIRO SA PETRO   SPONSORED      71654V408 1064     56400   SH        DEFINED    21       56400  0      0
                               ADR
PETSMART INC                   COM            716768106 268028   16710000SH        DEFINED    02       16710000      0
PFIZER INC                     COMMON         717081103 164      4,673   SH        DEFINED    01       4,673  0      0
PFIZER INC                     COM            717081103 6276     179300  SH        DEFINED    01       179300 0      0
PFIZER INC                     COM            717081103 159539   4558271 SH        DEFINED    02       45582710      0
PFIZER INC                     COM            717081103 2491     70350   SH        DEFINED    21       70350  0      0
PG&E CORP                      COM            69331C108 1646     92000   SH        DEFINED    21       92000  0      0
PHARMACIA CORP                 COM            71713U102 4857     129701  SH        DEFINED    01       129701 0      0
PHARMACIA CORP                 COM            71713U102 132486   3537676 SH        DEFINED    02       35376760      0
PHARMACIA CORP                 COM            71713U102 1980     52300   SH        DEFINED    21       52300  0      0
PHARMACIA CORP COM             COMMON         71713U102 6        152     SH        DEFINED    01       152    0      0
PHELPS DODGE CORP              COM            717265102 29       700     SH        DEFINED    01       700    0      0
PHELPS DODGE CORP              COM            717265102 62       1500    SH        DEFINED    02       1500   0      0
PHELPS DODGE CORP              COM            717265102 539      12900   SH        DEFINED    21       12900  0      0
PHILADELPHIA CONS HLDG CORP    COM            717528103 73       1600    SH        DEFINED    01       1600   0      0
PHILADELPHIA CONS HLDG CORP    COM            717528103 58253    1284800 SH        DEFINED    02       12848000      0
PHILIP MORRIS COS INC          COM            718154107 6098     139600  SH        DEFINED    01       139600 0      0
PHILIP MORRIS COS INC          COM            718154107 137723   3153000 SH        DEFINED    02       31530000      0
PHILIP MORRIS COS INC          COM            718154107 2646     59900   SH        DEFINED    21       59900  0      0
PHILIP MORRIS COS INS          COMMON         718154107 191      4,371   SH        DEFINED    01       4,371  0      0
PHILLIPS PETE CO               COM            718507106 7094     120480  SH        DEFINED    01       120480 0      0
PHILLIPS PETE CO               COM            718507106 82679    1404200 SH        DEFINED    02       14042000      0
PHILLIPS PETE CO               COM            718507106 1491     25150   SH        DEFINED    21       25150  0      0
PHILLIPS PETROLEUM COMPANY     COMMON         718507106 11       184     SH        DEFINED    01       184    0      0
PHOENIX COS INC NEW            COM            71902E109 18721    1020200 SH        DEFINED    02       10202000      0
PHOENIX COS INC NEW            COM            71902E109 706      38500   SH        DEFINED    21       38500  0      0
PHOENIX TECHNOLOGY LTD         COM            719153108 4000     400000  SH        DEFINED    02       400000 0      0
PHOTRONICS INC                 NOTE           719405AC6 1853     2100000 PRN       DEFINED    02       21000000      0
                               4.750%12/1
PIEDMONT NAT GAS INC           COM            720186105 710      19200   SH        DEFINED    02       19200  0      0
PIEDMONT NAT GAS INC           COM            720186105 3735     101000  SH        DEFINED    04       101000 0      0
PINNACLE SYS INC               COM            723481107 701      63100   SH        DEFINED    21       63100  0      0
PINNACLE WEST CAP CORP         COM            723484101 6237     157900  SH        DEFINED    02       157900 0      0
PINNACLE WEST CAP CORP         COM            723484101 10009    253400  SH        DEFINED    04       253400 0      0
PINNACLE WEST CAP CORP         COM            723484101 897      22700   SH        DEFINED    21       22700  0      0
PLACER DOME INC                COM            725906101 4261     380100  SH        DEFINED    02       380100 0      0
PLAINS ALL AMERN PIPELINE L UN COMMON         726503105 16       630     SH        DEFINED    01       630    0      0
PNC FINL SVCS GROUP INC        COM            693475105 460      8800    SH        DEFINED    01       8800   0      0
PNC FINL SVCS GROUP INC        COM            693475105 58297    1115100 SH        DEFINED    02       11151000      0
PNC FINL SVCS GROUP INC        COM            693475105 849      16240   SH        DEFINED    21       16240  0      0
PNM RES INC                    COM            69349H107 482      19900   SH        DEFINED    02       19900  0      0
PNM RES INC                    COM            69349H107 2461     101700  SH        DEFINED    04       101700 0      0
PNM RES INC                    COM            69349H107 701      28950   SH        DEFINED    21       28950  0      0
POGO PRODUCING CO COM          COMMON         730448107 24       749     SH        DEFINED    01       749    0      0
POLARIS INDS INC               COM            731068102 52       800     SH        DEFINED    01       800    0      0
POLARIS INDS INC               COM            731068102 150      2300    SH        DEFINED    02       2300   0      0
POST PPTYS INC                 COM            737464107 911      30200   SH        DEFINED    02       30200  0      0
POTOMAC ELEC PWR CO            COM            737679100 6607     307600  SH        DEFINED    02       307600 0      0
POTOMAC ELEC PWR CO            COM            737679100 2502     116500  SH        DEFINED    04       116500 0      0
POTOMAC ELEC PWR CO            COM            737679100 2067     96000   SH        DEFINED    21       96000  0      0
POTOMAC ELECTRIC POWER CO      COMMON         737679100 21       991     SH        DEFINED    01       991    0      0
POWERWAVE TECHNOLOGIES INC     COM            739363109 9        1000    SH        DEFINED    01       1000   0      0
POWERWAVE TECHNOLOGIES INC     COM            739363109 4607     503000  SH        DEFINED    02       503000 0      0
POZEN INC                      COM            73941U102 1191     230000  SH        DEFINED    02       230000 0      0
PPG INDS INC                   COM            693506107 6778     109500  SH        DEFINED    01       109500 0      0
PPG INDS INC                   COM            693506107 78427    1267000 SH        DEFINED    02       12670000      0
PPG INDS INC COM               COMMON         693506107 8        133     SH        DEFINED    01       133    0      0
PPL CORP                       COM            69351T106 1125     34000   SH        DEFINED    21       34000  0      0
PPL CORP COM                   COMMON         69351T106 16       470     SH        DEFINED    01       470    0      0
PRECISE SOFTWARE SOLUTIONS L   ORD            M41450103 955      100000  SH        DEFINED    02       100000 0      0
PRENTISS PPTYS TR SH BEN INT   COMMON         740706106 29       927     SH        DEFINED    01       927    0      0
PRICE T ROWE GROUP INC         COM            74144T108 838      25500   SH        DEFINED    21       25500  0      0
PRIME HOSPITALITY CORP         COM            741917108 5061     389600  SH        DEFINED    02       389600 0      0
PRINCIPAL FINANCIAL GROUP IN   COM            74251V102 6839     220600  SH        DEFINED    01       220600 0      0
PRINCIPAL FINANCIAL GROUP IN   COM            74251V102 61299    1977400 SH        DEFINED    02       19774000      0
PRINCIPAL FINL GROUP INC COM   COMMON         74251V102 8        257     SH        DEFINED    01       257    0      0
PROCTER & GAMBLE CO            COM            742718109 956      10700   SH        DEFINED    01       10700  0      0
PROCTER & GAMBLE CO            COM            742718109 52910    592500  SH        DEFINED    02       592500 0      0
PROGRESS ENERGY INC            COM            743263105 2054     39500   SH        DEFINED    02       39500  0      0
PROGRESS ENERGY INC            COM            743263105 10366    199300  SH        DEFINED    04       199300 0      0
PROGRESS ENERGY INC            COM            743263105 1638     31500   SH        DEFINED    21       31500  0      0
PROGRESS ENERGY INC COM        COMMON         743263105 177      3,394   SH        DEFINED    01       3,394  0      0
PROLOGIS TR                    SH         BEN 743410102 5093     195900  SH        DEFINED    02       195900 0      0
                               INT
PROTEIN DESIGN LABS INC        COM            74369L103 9        800     SH        DEFINED    01       800    0      0
PROTEIN DESIGN LABS INC        COM            74369L103 3968     365390  SH        DEFINED    02       365390 0      0
PROVIDIAN FINL CORP            COM            74406A102 8820     1500000 SH        DEFINED    02       15000000      0
PS BUSINESS PKS INC CALIF      COM            69360J107 2709     77500   SH        DEFINED    02       77500  0      0
PUBLIC STORAGE INC             COM            74460D109 4812     129700  SH        DEFINED    02       129700 0      0
PUBLIC STORAGE INC             COM            74460D109 1929     52000   SH        DEFINED    04       52000  0      0
PUBLIC SVC ENTERPRISE GROUP    COM            744573106 433      10000   SH        DEFINED    01       10000  0      0
PUBLIC SVC ENTERPRISE GROUP    COM            744573106 19918    460000  SH        DEFINED    02       460000 0      0
PUBLIC SVC ENTERPRISE GROUP    COM            744573106 2568     59300   SH        DEFINED    04       59300  0      0
PUBLIC SVC ENTERPRISES         COMMON         744573106 7        172     SH        DEFINED    01       172    0      0
PUGET ENERGY INC NEW           COM            745310102 847      41000   SH        DEFINED    21       41000  0      0
QLOGIC CORP                    COM            747277101 8771     230200  SH        DEFINED    02       230200 0      0
QUALCOMM INC                   COM            747525103 176      6400    SH        DEFINED    01       6400   0      0
QUALCOMM INC                   COM            747525103 10636    386900  SH        DEFINED    02       386900 0      0
QUALCOMM INC                   COM            747525103 1008     36250   SH        DEFINED    21       36250  0      0
QUEST DIAGNOSTICS INC          COM            74834L100 34       400     SH        DEFINED    01       400    0      0
QUEST DIAGNOSTICS INC          COM            74834L100 10403    120900  SH        DEFINED    02       120900 0      0
QUEST DIAGNOSTICS INC          COM            74834L100 3059     35150   SH        DEFINED    21       35150  0      0
QUESTAR CORP                   COM            748356102 358      14500   SH        DEFINED    02       14500  0      0
QUESTAR CORP                   COM            748356102 1828     74000   SH        DEFINED    04       74000  0      0
QUESTAR CORP                   COM            748356102 210      8500    SH        DEFINED    21       8500   0      0
QWEST COMMUNICATIONS INTL IN   COM            749121109 159      56761   SH        DEFINED    02       56761  0      0
RAINDANCE COMM                 COM            75086X106 1150     200000  SH        DEFINED    02       200000 0      0
RAYMOND JAMES FINANCIAL INC    COM            754730109 793      27850   SH        DEFINED    21       27850  0      0
RAYONIER INC                   COM            754907103 108      2200    SH        DEFINED    01       2200   0      0
RAYONIER INC                   COM            754907103 241      4900    SH        DEFINED    02       4900   0      0
RAYTHEON CO                    COM            755111507 2730     67000   SH        DEFINED    02       67000  0      0
                               NEW
RECKSON ASSOCS RLTY CORP       CL             75621K304 1974     77400   SH        DEFINED    02       77400  0      0
                               B
REDWOOD TR INC                 COM            758075402 21533    683600  SH        DEFINED    02       683600 0      0
REGAL ENTMT GROUP              CL             758766109 7066     303000  SH        DEFINED    02       303000 0      0
                               A
REGENCY CTRS CORP              COM            758849103 2179     73500   SH        DEFINED    02       73500  0      0
REGIONS FINL CORP              COM            758940100 400      11376   SH        DEFINED    01       11376  0      0
REGISTER COM INC               COM            75914G101 762      100000  SH        DEFINED    02       100000 0      0
RELIANT ENERGY INC             COM            75952J108 3375     199700  SH        DEFINED    01       199700 0      0
RELIANT ENERGY INC             COM            75952J108 39548    2340100 SH        DEFINED    02       23401000      0
RELIANT ENERGY INC             COM            75952J108 642      38000   SH        DEFINED    21       38000  0      0
RELIANT ENERGY INC COM         COMMON         75952J108 4        242     SH        DEFINED    01       242    0      0
REMINGTON OIL & GAS CORP       COM            759594302 1816     90500   SH        DEFINED    21       90500  0      0
RENAL CARE GROUP INC           COM            759930100 11043    354500  SH        DEFINED    02       354500 0      0
REYNOLDS R J TOB HLDGS INC     COM            76182K105 11698    217634  SH        DEFINED    02       217634 0      0
RITA MED SYS INC DEL           COM            76774E103 4744     468800  SH        DEFINED    02       468800 0      0
RIVERDEEP GROUP PLC            ADR            76870Q109 1382     88813   SH        DEFINED    21       88813  0      0
ROWAN COS INC                  COM            779382100 5363     250000  SH        DEFINED    02       250000 0      0
ROYAL DUTCH PETE CO            NY         REG 780257804 26325    476300  SH        DEFINED    02       476300 0      0
                               GLD1.25
ROYAL DUTCH PETE CO            NY         REG 780257804 1997     35735   SH        DEFINED    21       35735  0      0
                               GLD1.25
ROYAL DUTCH PETE CO NY REG SHS COMMON         780257804 151      2,732   SH        DEFINED    01       2,732  0      0
RTW INC                        COM            74974R107 634      975000  SH        DEFINED    02       975000 0      0
RYANAIR HLDGS PLC              SPONSORED      783513104 16560    474900  SH        DEFINED    02       474900 0      0
                               ADR
SABRE HLDGS CORP               CL             785905100 2399     67000   SH        DEFINED    02       67000  0      0
                               A
SALIX PHARMACEUTICALS INC      COM            795435106 1908     125000  SH        DEFINED    02       125000 0      0
SANDISK CORP                   COM            80004C101 5481     442000  SH        DEFINED    02       442000 0      0
SANGSTAT MED CORP              COM            801003104 5745     250000  SH        DEFINED    02       250000 0      0
SANTOS LIMITED                 SPONSORED      803021609 4759     322900  SH        DEFINED    02       322900 0      0
                               ADR
SAP AKTIENGESELLSCHAFT         SPONSORED      803054204 109      4500    SH        DEFINED    01       4500   0      0
                               ADR
SAP AKTIENGESELLSCHAFT         SPONSORED      803054204 8096     333300  SH        DEFINED    02       333300 0      0
                               ADR
SARA LEE CORP                  COM            803111103 4974     241000  SH        DEFINED    01       241000 0      0
SARA LEE CORP                  COM            803111103 57567    2789100 SH        DEFINED    02       27891000      0
SARA LEE CORP COM              COMMON         803111103 6        279     SH        DEFINED    01       279    0      0
SATYAM COMPUTER SERVICES LTD   ADR            804098101 321      30700   SH        DEFINED    21       30700  0      0
SBC COMMUNICATIONS INC         COM            78387G103 4657     152676  SH        DEFINED    01       152676 0      0
SBC COMMUNICATIONS INC         COM            78387G103 109906   3603466 SH        DEFINED    02       36034660      0
SBC COMMUNICATIONS INC         COM            78387G103 23531    771500  SH        DEFINED    04       771500 0      0
SBC COMMUNICATIONS INC         COM            78387G103 4133     135076  SH        DEFINED    21       135076 0      0
SBC COMMUNICATIONS INC COM     COMMON         78387G103 116      3,797   SH        DEFINED    01       3,797  0      0
SCANA CORP NEW                 COM            80589M102 16980    550045  SH        DEFINED    02       550045 0      0
SCANA CORP NEW                 COM            80589M102 6069     196600  SH        DEFINED    04       196600 0      0
SCANA CORP NEW COM             COMMON         80589M102 159      5,164   SH        DEFINED    01       5,164  0      0
SCHERING PLOUGH CORP           COMMON         806605101 106      4,307   SH        DEFINED    01       4,307  0      0
SCHERING PLOUGH CORP           COM            806605101 2071     84200   SH        DEFINED    01       84200  0      0
SCHERING PLOUGH CORP           COM            806605101 39227    1594586 SH        DEFINED    02       15945860      0
SCHLUMBERGER LTD               COM            806857108 2638     56725   SH        DEFINED    02       56725  0      0
SCHLUMBERGER LTD               COM            806857108 1339     28800   SH        DEFINED    04       28800  0      0
SCHWAB CHARLES CORP NEW        COM            808513105 110      9800    SH        DEFINED    01       9800   0      0
SCHWAB CHARLES CORP NEW        COM            808513105 3500     312537  SH        DEFINED    02       312537 0      0
SCHWAB CHARLES CORP NEW        COM            808513105 1153     102950  SH        DEFINED    21       102950 0      0
SCIENTIFIC ATLANTA INC         COM            808655104 10020    609148  SH        DEFINED    02       609148 0      0
SCOTTISH PWR PLC               SPON       ADR 81013T705 1798     84000   SH        DEFINED    02       84000  0      0
                               FINAL
SEACHANGE INTL INC             COM            811699107 10180    1159400 SH        DEFINED    02       11594000      0
SEACOR SMIT INC                COM            811904101 85       1800    SH        DEFINED    01       1800   0      0
SEACOR SMIT INC                COM            811904101 189      4000    SH        DEFINED    02       4000   0      0
SEALED AIR CORP NEW            COM            81211K100 4369     108500  SH        DEFINED    02       108500 0      0
SEARS ROEBUCK & CO             COM            812387108 4173     76843   SH        DEFINED    01       76843  0      0
SEEBEYOND TECHNOLOGIES CORP    COM            815704101 1085     350000  SH        DEFINED    02       350000 0      0
SELECT MEDICAL CORP            COM            816196109 17062    1089500 SH        DEFINED    02       10895000      0
SEMPRA ENERGY                  COM            816851109 12833    579900  SH        DEFINED    02       579900 0      0
SEMPRA ENERGY                  COM            816851109 3185     143900  SH        DEFINED    04       143900 0      0
SEMPRA ENERGY                  COM            816851109 1328     60000   SH        DEFINED    21       60000  0      0
SENIOR HSG PPTYS TR            SH         BEN 81721M109 2649     168700  SH        DEFINED    02       168700 0      0
                               INT
SENIOR HSG PPTYS TR SH BEN INT COMMON         81721M109 43       2,731   SH        DEFINED    01       2,731  0      0
SEQUA CORPORATION              CL             817320104 98       1500    SH        DEFINED    01       1500   0      0
                               A
SEQUA CORPORATION              CL             817320104 209      3200    SH        DEFINED    02       3200   0      0
                               A
SHIRE PHARMACEUTICALS GRP PL   SPONSORED      82481R106 7949     308000  SH        DEFINED    02       308000 0      0
                               ADR
SIEBEL SYS INC                 COM            826170102 57       4000    SH        DEFINED    01       4000   0      0
SIEBEL SYS INC                 COM            826170102 7066     496910  SH        DEFINED    02       496910 0      0
SIEBEL SYS INC                 NOTE    5.500% 826170AC6 10906    10880000PRN       DEFINED    02       10880000      0
                               9/1
SIMON PPTY GROUP INC NEW       COM            828806109 22984    623900  SH        DEFINED    02       623900 0      0
SIMON PPTY GROUP INC NEW COM   COMMON         828806109 156      4,224   SH        DEFINED    01       4,224  0      0
SIMPSON MANUFACTURING CO INC   COM            829073105 23       400     SH        DEFINED    01       400    0      0
SIMPSON MANUFACTURING CO INC   COM            829073105 8901     155800  SH        DEFINED    02       155800 0      0
SJW CORP                       COM            784305104 89       1100    SH        DEFINED    01       1100   0      0
SJW CORP                       COM            784305104 194      2400    SH        DEFINED    02       2400   0      0
SMITH & WOLLENSKY RESTAURANT   COM            831758107 1274     225000  SH        DEFINED    02       225000 0      0
SMITH & WOLLENSKY RESTAURANT   COM            831758107 297      51700   SH        DEFINED    21       51700  0      0
SONY CORP                      ADR            835699307 369      6950    SH        DEFINED    21       6950   0      0
                               NEW
SOUTHERN CO                    COM            842587107 2124     77500   SH        DEFINED    02       77500  0      0
SOUTHERN CO                    COM            842587107 10697    390400  SH        DEFINED    04       390400 0      0
SOVEREIGN BANCORP INC          COM            845905108 7660     512400  SH        DEFINED    02       512400 0      0
SPEEDWAY MOTORSPORTS INC       COM            847788106 1272     50000   SH        DEFINED    02       50000  0      0
SPRINT CORP                    COM        FON 852061100 2293     216100  SH        DEFINED    01       216100 0      0
                               GROUP
SPRINT CORP                    COM        FON 852061100 37435    3528233 SH        DEFINED    02       35282330      0
                               GROUP
SPRINT CORP                    PCS   COM  SER 852061506 149      33400   SH        DEFINED    02       33400  0      0
                               1
SPRINT CORP COM                COMMON         852061100 107      10,127  SH        DEFINED    01       10,127 0      0
SPS TECHNOLOGIES INC           COM            784626103 658      17000   SH        DEFINED    21       17000  0      0
SPX CORP                       COM            784635104 176      1500    SH        DEFINED    01       1500   0      0
SPX CORP                       COM            784635104 9365     79700   SH        DEFINED    02       79700  0      0
SRA INTL INC                   CL             78464R105 3804     141000  SH        DEFINED    02       141000 0      0
                               A
ST JUDE MED INC                COM            790849103 347      4700    SH        DEFINED    01       4700   0      0
ST JUDE MED INC                COM            790849103 30449    412310  SH        DEFINED    02       412310 0      0
ST JUDE MED INC COM            COMMON         790849103 212      5,752   SH        DEFINED    01       5,752  0      0
STAPLES INC                    COM            855030102 3940     200000  SH        DEFINED    02       200000 0      0
STARBUCKS CORP                 COM            855244109 5887     236900  SH        DEFINED    02       236900 0      0
STATE STR CORP                 COM            857477103 143      3200    SH        DEFINED    01       3200   0      0
STATE STR CORP                 COM            857477103 2749     61500   SH        DEFINED    02       61500  0      0
STELMAR SHIPPING LTD           COM            V8726M103 14793    996800  SH        DEFINED    02       996800 0      0
STILWELL FINL INC              COM            860831106 379      20800   SH        DEFINED    02       20800  0      0
STILWELL FINL INC              COM            860831106 2288     125270  SH        DEFINED    21       125270 0      0
STMICROELECTRONICS N V         NY             861012102 291      11950   SH        DEFINED    02       11950  0      0
                               REGISTRY
STMICROELECTRONICS N V         NY             861012102 5700     234100  SH        DEFINED    21       234100 0      0
                               REGISTRY
STONE ENERGY CORP              COM            861642106 68       1700    SH        DEFINED    01       1700   0      0
STONE ENERGY CORP              COM            861642106 153      3800    SH        DEFINED    02       3800   0      0
STORAGE TECHNOLOGY CORP        COM        PAR 862111200 7629     477700  SH        DEFINED    01       477700 0      0
                               $0.10
STORAGE TECHNOLOGY CORP        COM        PAR 862111200 56412    3532360 SH        DEFINED    02       35323600      0
                               $0.10
SUMMIT PPTYS INC COM           COMMON         866239106 22       936     SH        DEFINED    01       936    0      0
SUN LIFE FINL SVCS CDA INC     COM            866796105 1904     87114   SH        DEFINED    21       87114  0      0
SUN MICROSYSTEMS INC           COM            866810104 657      131050  SH        DEFINED    02       131050 0      0
SUNGARD DATA SYS INC           COM            867363103 95       3600    SH        DEFINED    01       3600   0      0
SUNGARD DATA SYS INC           COM            867363103 24575    928065  SH        DEFINED    02       928065 0      0
SUNGARD DATA SYS INC COM       COMMON         867363103 214      8,098   SH        DEFINED    01       8,098  0      0
SUNOCO INC                     COM            86764P109 25       700     SH        DEFINED    01       700    0      0
SUNOCO INC                     COM            86764P109 39460    1107500 SH        DEFINED    02       11075000      0
SUPERVALU INC                  COM            868536103 5441     221800  SH        DEFINED    02       221800 0      0
SYMANTEC CORP                  COM            871503108 13350    406400  SH        DEFINED    02       406400 0      0
SYNAPTICS INC                  COM            87157D109 7540     1000000 SH        DEFINED    02       10000000      0
SYNOVUS FINL CORP              COM            87161C105 5270     191500  SH        DEFINED    02       191500 0      0
SYSCO CORP                     COM            871829107 373      13700   SH        DEFINED    01       13700  0      0
SYSCO CORP                     COM            871829107 5030     184800  SH        DEFINED    02       184800 0      0
TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED      874039100 149      11440   SH        DEFINED    01       11440  0      0
                               ADR
TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED      874039100 13287    1022054 SH        DEFINED    02       10220540      0
                               ADR
TALK AMERICA HLDGS INC         COM            87426R103 20332    4923100 SH        DEFINED    02       49231000      0
TALX CORP                      COM            874918105 4372     230600  SH        DEFINED    02       230600 0      0
TARGET CORP                    COM            87612E106 244      6400    SH        DEFINED    01       6400   0      0
TARGET CORP                    COM            87612E106 42780    1122839 SH        DEFINED    02       11228390      0
TARGET CORP COM                COMMON         87612E106 180      4,730   SH        DEFINED    01       4,730  0      0
TARO PHARMACEUTICAL INDS LTD   ORD            M8737E108 2567     104677  SH        DEFINED    21       104677 0      0
TECH DATA CORP                 COM            878237106 2195     58000   SH        DEFINED    02       58000  0      0
TECO ENERGY INC                COMMON         872375100 26       1,052   SH        DEFINED    01       1,052  0      0
TELECOM ITALIA SPA             SPON       ADR 87927W106 609      7800    SH        DEFINED    02       7800   0      0
                               ORD
TELECOM ITALIA SPA             SPON       ADR 87927W106 3108     39800   SH        DEFINED    04       39800  0      0
                               ORD
TELEFONOS DE MEXICO S A        SPON  ADR  ORD 879403780 6422     200200  SH        DEFINED    02       200200 0      0
                               L
TELEFONOS DE MEXICO S A        SPON  ADR  ORD 879403780 1460     45500   SH        DEFINED    04       45500  0      0
                               L
TELEFONOS DE MEXICO S A        SPON  ADR  ORD 879403780 940      29300   SH        DEFINED    21       29300  0      0
                               L
TELEPHONE & DATA SYS INC       COM            879433100 9901     163518  SH        DEFINED    02       163518 0      0
TELIK INC                      COM            87959M109 10911    872900  SH        DEFINED    02       872900 0      0
TELLABS INC                    COM            879664100 64       10400   SH        DEFINED    02       10400  0      0
TELSTRA CORP LTD               SPON       ADR 87969N204 2919     219500  SH        DEFINED    02       219500 0      0
                               FINAL
TENET HEALTHCARE CORP          COM            88033G100 551      7700    SH        DEFINED    01       7700   0      0
TENET HEALTHCARE CORP          COM            88033G100 37521    524400  SH        DEFINED    02       524400 0      0
TENNANT CO                     COM            880345103 75       1900    SH        DEFINED    01       1900   0      0
TENNANT CO                     COM            880345103 166      4200    SH        DEFINED    02       4200   0      0
TERADYNE INC                   COM            880770102 10811    460043  SH        DEFINED    02       460043 0      0
TERADYNE INC                   SDCV           880770AD4 14828    12600000PRN       DEFINED    02       12600000      0
                               3.750%10/1
TEVA PHARMACEUTICAL INDS LTD   ADR            881624209 491      7350    SH        DEFINED    21       7350   0      0
TEXAS INSTRS INC               COM            882508104 337      14200   SH        DEFINED    01       14200  0      0
TEXAS INSTRS INC               COM            882508104 30960    1306340 SH        DEFINED    02       13063400      0
TEXAS INSTRS INC               COM            882508104 1019     42500   SH        DEFINED    21       42500  0      0
TEXTRON INC                    COM            883203101 4606     98200   SH        DEFINED    01       98200  0      0
TEXTRON INC                    COM            883203101 66127    1409968 SH        DEFINED    02       14099680      0
TEXTRON INC COM                COMMON         883203101 226      4,815   SH        DEFINED    01       4,815  0      0
THERASENSE INC                 COM            883381105 18470    1000000 SH        DEFINED    02       10000000      0
THERMOGENESIS CORP             COM            883623209 1180     556400  SH        DEFINED    02       556400 0      0
                               NEW
THQ INC                        COM            872443403 22       750     SH        DEFINED    01       750    0      0
                               NEW
THQ INC                        COM            872443403 11852    397450  SH        DEFINED    02       397450 0      0
                               NEW
TICKETMASTER                   CL             88633P203 18710    1000000 SH        DEFINED    02       10000000      0
                               B
TIFFANY & CO NEW               COM            886547108 7533     214000  SH        DEFINED    02       214000 0      0
TITAN CORP                     COM            888266103 2479     134050  SH        DEFINED    21       134050 0      0
TOTAL FINA ELF S A             SPONSORED      89151E109 632      7700    SH        DEFINED    21       7700   0      0
                               ADR
TOWER AUTOMOTIVE INC           NOTE    5.000% 891707AE1 3095     3200000 PRN       DEFINED    02       32000000      0
                               8/0
TOWER AUTOMOTIVE INC COM       COMMON         891707101 29       2,077   SH        DEFINED    01       2,077  0      0
TOYS 'R' US INC                COMMON         892335100 168      9,598   SH        DEFINED    01       9,598  0      0
TOYS R US INC                  COM            892335100 4706     269400  SH        DEFINED    01       269400 0      0
TOYS R US INC                  COM            892335100 65443    3746035 SH        DEFINED    02       37460350      0
TOYS R US INC                  COM            892335100 737      41700   SH        DEFINED    21       41700  0      0
TRANSCANADA PIPELINES LTD      COM            893526103 1134     74000   SH        DEFINED    02       74000  0      0
TRANSOCEAN INC                 ORD            G90078109 12292    394600  SH        DEFINED    02       394600 0      0
TRANSOCEAN INC                 ORD            G90078109 915      29050   SH        DEFINED    21       29050  0      0
TRAVELERS PPTY CAS CORP NEW    CL             89420G109 10045    567500  SH        DEFINED    02       567500 0      0
                               A
TRIAD HOSPITALS INC            COM            89579K109 6395     150900  SH        DEFINED    02       150900 0      0
TRW INC                        COM            872649108 4308     75600   SH        DEFINED    01       75600  0      0
TRW INC                        COM            872649108 55943    981800  SH        DEFINED    02       981800 0      0
TRW INC COM                    COMMON         872649108 11       199     SH        DEFINED    01       199    0      0
TSAKOS ENERGY NAVIGATION LTD   SHS            G9108L108 4200     300000  SH        DEFINED    02       300000 0      0
TTI TEAM TELECOM INTL LTD      ORD            M88258104 8005     500000  SH        DEFINED    02       500000 0      0
TXU CORP                       COM            873168108 8949     173600  SH        DEFINED    02       173600 0      0
TXU CORP                       COM            873168108 2397     46500   SH        DEFINED    21       46500  0      0
TYCO INTL LTD NEW              COM            902124106 4727     349873  SH        DEFINED    01       349873 0      0
TYCO INTL LTD NEW              COM            902124106 60870    4505571 SH        DEFINED    02       45055710      0
TYCO INTL LTD NEW COM          COMMON         902124106 4        306     SH        DEFINED    01       306    0      0
UNILAB CORP NEW                COM            904763208 63191    2307100 SH        DEFINED    02       23071000      0
                               NEW
UNILEVER N V                   N    Y     SHS 904784709 246      3800    SH        DEFINED    01       3800   0      0
                               NEW
UNILEVER N V                   N    Y     SHS 904784709 6532     100800  SH        DEFINED    02       100800 0      0
                               NEW
UNION PAC CORP                 COMMON         907818108 182      2,872   SH        DEFINED    01       2,872  0      0
UNION PAC CORP                 COM            907818108 5796     91600   SH        DEFINED    01       91600  0      0
UNION PAC CORP                 COM            907818108 24742    391000  SH        DEFINED    02       391000 0      0
UNITED DEFENSE INDS INC        COM            91018B104 1005     43200   SH        DEFINED    21       43200  0      0
UNITED MICROELECTRONICS CORP   SPONSORED      910873207 265      36100   SH        DEFINED    01       36100  0      0
                               ADR
UNITED MICROELECTRONICS CORP   SPONSORED      910873207 14394    1958300 SH        DEFINED    02       19583000      0
                               ADR
UNITED MICROELECTRONICS CORP   SPONSORED      910873207 184      25000   SH        DEFINED    21       25000  0      0
                               ADR
UNITED TECHNOLOGIES CORP       COM            913017109 482      7100    SH        DEFINED    01       7100   0      0
UNITED TECHNOLOGIES CORP       COM            913017109 6131     90300   SH        DEFINED    02       90300  0      0
UNITEDHEALTH GROUP INC         COM            91324P102 5731     62600   SH        DEFINED    01       62600  0      0
UNITEDHEALTH GROUP INC         COM            91324P102 79017    863100  SH        DEFINED    02       863100 0      0
UNITEDHEALTH GROUP INC COM     COMMON         91324P102 15       168     SH        DEFINED    01       168    0      0
UNIVERSAL CORP VA              COM            913456109 2448     66700   SH        DEFINED    02       66700  0      0
UNIVERSAL HLTH SVCS INC        CL             913903100 3929     79300   SH        DEFINED    21       79300  0      0
                               B
UNIVERSAL HLTH SVCS INC        DBCV    0.426% 913903AL4 25255    40620000PRN       DEFINED    02       40620000      0
                               6/2
UNIVISION COMMUNICATIONS INC   CL             914906102 126      4000    SH        DEFINED    01       4000   0      0
                               A
UNIVISION COMMUNICATIONS INC   CL             914906102 2543     81000   SH        DEFINED    02       81000  0      0
                               A
UNOCAL CORP                    COMMON         915289102 194      5,248   SH        DEFINED    01       5,248  0      0
UNOCAL CORP                    COM            915289102 46016    1245700 SH        DEFINED    02       12457000      0
UNUMPROVIDENT CORP             COM            91529Y106 2163     85000   SH        DEFINED    02       85000  0      0
URS CORP NEW                   COM            903236107 3        100     SH        DEFINED    01       100    0      0
URS CORP NEW                   COM            903236107 2806     100200  SH        DEFINED    02       100200 0      0
URSTADT BIDDLE PPTYS INS       CL             917286205 3373     295900  SH        DEFINED    02       295900 0      0
                               A
US AIRWAYS GROUP INC           COM            911905107 121      32800   SH        DEFINED    02       32800  0      0
US BANCORP DEL                 COM            902973304 1336     57236   SH        DEFINED    02       57236  0      0
                               NEW
USA INTERACTIVE                COM            902984103 1508     64300   SH        DEFINED    02       64300  0      0
USA TRUCK INC                  COM            902925106 152      13000   SH        DEFINED    21       13000  0      0
UST INC                        COM            902911106 5562     163600  SH        DEFINED    01       163600 0      0
UST INC                        COM            902911106 82028    2412600 SH        DEFINED    02       24126000      0
UST INC                        COM            902911106 1270     36900   SH        DEFINED    21       36900  0      0
UST INC COM                    COMMON         902911106 29       856     SH        DEFINED    01       856    0      0
UTSTARCOM INC                  COM            918076100 22       1100    SH        DEFINED    01       1100   0      0
UTSTARCOM INC                  COM            918076100 20237    1003300 SH        DEFINED    02       10033000      0
VALERO ENERGY CORP COM         COMMON         91913Y100 175      4,668   SH        DEFINED    01       4,668  0      0
VALERO ENERGY CORP NEW         COM            91913Y100 5179     138400  SH        DEFINED    02       138400 0      0
VANS INC                       COM            921930103 729      88800   SH        DEFINED    21       88800  0      0
VARIAN MED SYS INC             COM            92220P105 32       800     SH        DEFINED    01       800    0      0
VARIAN MED SYS INC             COM            92220P105 40651    1002500 SH        DEFINED    02       10025000      0
VCA ANTECH INC                 COM            918194101 28624    1839600 SH        DEFINED    02       18396000      0
VECTREN CORP                   COM            92240G101 429      17100   SH        DEFINED    02       17100  0      0
VECTREN CORP                   COM            92240G101 2312     92100   SH        DEFINED    04       92100  0      0
VENTAS INC                     COM            92276F100 912      71000   SH        DEFINED    21       71000  0      0
VERIDIAN CORP DEL              COM            92342R203 39       1700    SH        DEFINED    01       1700   0      0
VERIDIAN CORP DEL              COM            92342R203 795      35000   SH        DEFINED    02       35000  0      0
VERITAS SOFTWARE CO            COM            923436109 180      9100    SH        DEFINED    01       9100   0      0
VERITAS SOFTWARE CO            COM            923436109 8412     425055  SH        DEFINED    02       425055 0      0
VERIZON COMMUNICATIONS         COM            92343V104 7804     194360  SH        DEFINED    01       194360 0      0
VERIZON COMMUNICATIONS         COM            92343V104 159232   3965916 SH        DEFINED    02       39659160      0
VERIZON COMMUNICATIONS         COM            92343V104 25547    636300  SH        DEFINED    04       636300 0      0
VERIZON COMMUNICATIONS         COM            92343V104 3801     94400   SH        DEFINED    21       94400  0      0
VERIZON COMMUNICATIONS COM     COMMON         92343V104 8        210     SH        DEFINED    01       210    0      0
VIACOM INC                     CL             925524100 271      6100    SH        DEFINED    01       6100   0      0
                               A
VIACOM INC                     CL             925524100 10942    246100  SH        DEFINED    02       246100 0      0
                               A
VIACOM INC                     CL             925524308 5174     116610  SH        DEFINED    01       116610 0      0
                               B
VIACOM INC                     CL             925524308 81623    1839596 SH        DEFINED    02       18395960      0
                               B
VIACOM INC CL B                COMMON         925524308 167      3,767   SH        DEFINED    01       3,767  0      0
VICINITY CORP                  COM            925653107 600      300000  SH        DEFINED    02       300000 0      0
VISHAY INTERTECHNOLOGY INC     COM            928298108 7572     344200  SH        DEFINED    02       344200 0      0
VORNADO RLTY TR                SH         BEN 929042109 347      7500    SH        DEFINED    02       7500   0      0
                               INT
VORNADO RLTY TR                SH         BEN 929042109 1802     39000   SH        DEFINED    04       39000  0      0
                               INT
VOTORANTIM CELULOSE E PAPEL    SPONSORED      92906P106 355      18800   SH        DEFINED    21       18800  0      0
                               ADR
WACHOVIA CORP 2ND NEW          COM            929903102 8518     223100  SH        DEFINED    01       223100 0      0
WACHOVIA CORP 2ND NEW          COM            929903102 77746    2036300 SH        DEFINED    02       20363000      0
WACHOVIA CORP 2ND NEW          COM            929903102 2405     62680   SH        DEFINED    21       62680  0      0
WACHOVIA CORP COM              COMMON         929903102 12       311     SH        DEFINED    01       311    0      0
WADDELL & REED FINL INC        CL             930059100 791      34500   SH        DEFINED    21       34500  0      0
                               A
WAL MART STORES INC            COM            931142103 1304     23700   SH        DEFINED    01       23700  0      0
WAL MART STORES INC            COM            931142103 72945    1326040 SH        DEFINED    02       13260400      0
WAL MART STORES INC            COM            931142103 1295     23200   SH        DEFINED    21       23200  0      0
WALGREEN CO                    COM            931422109 21525    557222  SH        DEFINED    02       557222 0      0
WALGREEN COMPANY               COMMON         931422109 144      3,734   SH        DEFINED    01       3,734  0      0
WASHINGTON MUT INC             COM            939322103 9322     251200  SH        DEFINED    01       251200 0      0
WASHINGTON MUT INC             COM            939322103 98525    2654935 SH        DEFINED    02       26549350      0
WASHINGTON MUT INC             COM            939322103 2913     78117   SH        DEFINED    21       78117  0      0
WASHINGTON MUT INC COM         COMMON         939322103 9        253     SH        DEFINED    01       253    0      0
WASTE MGMT INC DEL             COM            94106L109 4739     181911  SH        DEFINED    01       181911 0      0
WASTE MGMT INC DEL             COM            94106L109 68558    2631776 SH        DEFINED    02       26317760      0
WASTE MGMT INC DEL             COM            94106L109 482      18500   SH        DEFINED    21       18500  0      0
WASTE MGMT INC DEL COM         COMMON         94106L109 118      4,538   SH        DEFINED    01       4,538  0      0
WEBSENSE INC                   COM            947684106 23       900     SH        DEFINED    01       900    0      0
WEBSENSE INC                   COM            947684106 8379     327700  SH        DEFINED    02       327700 0      0
WEIGHT WATCHERS INTL INC NEW   COM            948626106 19765    455000  SH        DEFINED    02       455000 0      0
WEINGARTEN RLTY INVS           SH         BEN 948741103 903      25500   SH        DEFINED    02       25500  0      0
                               INT
WELLPOINT HEALTH NETWORK NEW   COM            94973H108 342      4400    SH        DEFINED    01       4400   0      0
WELLPOINT HEALTH NETWORK NEW   COM            94973H108 15508    199300  SH        DEFINED    02       199300 0      0
WELLPOINT HEALTH NTWRKS NEW CO COMMON         94973H108 173      2,226   SH        DEFINED    01       2,226  0      0
WELLS FARGO & CO NEW           COM            949746101 205      4100    SH        DEFINED    01       4100   0      0
WELLS FARGO & CO NEW           COM            949746101 54208    1082855 SH        DEFINED    02       10828550      0
WELLS FARGO & CO NEW           COM            949746101 946      18900   SH        DEFINED    21       18900  0      0
WELLS FARGO & CO NEW COM       COMMON         949746101 225      4,494   SH        DEFINED    01       4,494  0      0
WESTAR ENERGY INC COM          COMMON         95709T100 16       1,050   SH        DEFINED    01       1,050  0      0
WESTERN DIGITAL CORP           COM            958102105 975      300000  SH        DEFINED    02       300000 0      0
WEYERHAEUSER CO                COM            962166104 1328     20800   SH        DEFINED    02       20800  0      0
WILLIAMS SONOMA INC            COM            969904101 11169    364300  SH        DEFINED    02       364300 0      0
WILMINGTON TRUST CORP          COM            971807102 85       2800    SH        DEFINED    01       2800   0      0
WILMINGTON TRUST CORP          COM            971807102 189      6200    SH        DEFINED    02       6200   0      0
WIMM BILL DANN FOODS OJSC      SPONSORED      97263M109 1891     89620   SH        DEFINED    21       89620  0      0
                               ADR
WISCONSIN ENERGY CORP          COM            976657106 538      21300   SH        DEFINED    02       21300  0      0
WISCONSIN ENERGY CORP          COM            976657106 2878     113900  SH        DEFINED    04       113900 0      0
WMC LTD                        SPONSORED      928947100 1095     53200   SH        DEFINED    02       53200  0      0
                               ADR
WMC LTD ADR SPONSORED          COMMON         928947100 24       1,174   SH        DEFINED    01       1,174  0      0
WORLDWIDE RESTRNT CONCEPTS I   COM            98160A107 1595     544500  SH        DEFINED    02       544500 0      0
WPS RESOURCES CORP             COM            92931B106 600      14700   SH        DEFINED    02       14700  0      0
WPS RESOURCES CORP             COM            92931B106 3238     79300   SH        DEFINED    04       79300  0      0
WRIGLEY WM JR CO               COM            982526105 537      9700    SH        DEFINED    02       9700   0      0
WYETH                          COMMON         983024100 126      2,461   SH        DEFINED    01       2,461  0      0
WYETH                          COM            983024100 323      6300    SH        DEFINED    01       6300   0      0
WYETH                          COM            983024100 65853    1286196 SH        DEFINED    02       12861960      0
XCEL ENERGY INC COM            COMMON         98389B100 10       591     SH        DEFINED    01       591    0      0
XILINX INC                     COM            983919101 144      6400    SH        DEFINED    01       6400   0      0
XILINX INC                     COM            983919101 5521     246150  SH        DEFINED    02       246150 0      0
XL CAP LTD                     CL             G98255105 42       500     SH        DEFINED    01       500    0      0
                               A
XL CAP LTD                     CL             G98255105 7030     83000   SH        DEFINED    02       83000  0      0
                               A
YAHOO INC                      COM            984332106 236      16000   SH        DEFINED    02       16000  0      0
YUM BRANDS INC                 WHEN           988498101 5756     196800  SH        DEFINED    02       196800 0      0
                               ISSUED
ZIMMER HLDGS INC               COM            98956P102 456      12800   SH        DEFINED    01       12800  0      0
ZIMMER HLDGS INC               COM            98956P102 27489    770867  SH        DEFINED    02       770867 0      0
ZORAN CORP                     COM            98975F101 151      6600    SH        DEFINED    01       6600   0      0
ZORAN CORP                     COM            98975F101 333      14550   SH        DEFINED    02       14550  0      0