13F-HR
1
g74164ae13f-hr.txt
INVESCO INSTITUTIONAL (N.A.), INC.
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 2001
Check here if Amendment [ ]; Amendment Number:
This Amendment (check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: INVESCO Institutional (N.A.), Inc.
Address: 1360 Peachtree St., N.E.
Atlanta, Georgia 30309
13F File Number:
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Harold Jordan
Title: Assistant General Counsel
Phone: 404-439-3489
Signature, Place and Date of Signing:
s/s Atlanta, Georgia 2/12/02
--------------------- --------------------- ---------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[ x ] 13F HOLDING REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers:
Form 13F Information Table Entry Total: 2,038
Form 13F Information Table Value Total: 43,442,288
List of Other Included Managers:
No. 13F File Number Name
SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
ADC TELECOMMUNICATIONS INC COM 886101 1099 238866 238866
ABN AMRO HOLDING NV ADR SPONSORED AD 937102 2749 168882 135332
TYCO INTL LTD(TYC) CVT 0.0 07- LYON ZERO CP 000945AC9 30588 9540000 9515000
AFLAC INC COM 1055102 80224 3266443 2997172
AGCO CORP COM 1084102 1486 94200 94200
AGL RESOURCES INC COM 1204106 13989 607710 577310
AES CORPORATION COM 00130H105 13852 847237 816657
AK STEEL HOLDING CORP COM 1547108 0 0 0
AMB PROPERTY CORP COM 00163T109 15211 585029 581934
AMLI RESIDENTIAL PROPERTIES SH BEN INT 1735109 303 12000 12000
AMN HEALTHCARE SERVICE COM 1744101 0 0 0
AMR CORP/DEL COM 1765106 10514 471459 454059
AOL TIME WARNER COM 00184A105 361783 11270509 6455459
AT&T CORP COM 1957109 80377 4430948 2956300
AT&T CANADA INC DEPS RCPT CL 00207Q202 6325 209500 0
ATMI INC COM 00207R101 704 29500 29500
AT&T WIRELESS SVCS INC COM 00209A106 56394 3924395 2337367
AVX CORP COM 2444107 802 34000 34000
AXT INC COM 00246W103 2004 138900 138900
AAIPHARMA INC COM 00252W104 55 2200 2200
ABBOTT LABORATORIES COM 2824100 95031 1704596 1127298
ABERCROMBIE & FITCH CO CL A CL A 2896207 6208 234001 227101
ABGENIX INC COM 00339B107 0 0 0
ACCLAIM ENTERTAINMENT INC COM PAR $0.0 4325205 3228 609100 521500
ACCREDO HEALTH INC COM 00437V104 2306 58075 58075
ACLARA BIOSCIENCES INC COM 00461P106 1798 354600 303400
ACTIVISION INC COM NEW 4930202 4903 188500 159700
ACTION PERFORMANCE COS INC COM 4933107 502 16400 16400
ACTEL CORP COM 4934105 0 0 0
ACTERNA CORP COM 00503U105 45 11300 11300
ACTRADE FINANCIAL TECH COM 00507P102 2374 80600 69400
ACUITY BRANDS INC COM 00508Y102 1159 95800 95800
ACXIOM CORP COM 5125109 470 26900 26900
ADAPTEC INC COM 00651F108 119 8200 8200
ADELPHIA BUSINESS SOLUTIONS CL A 6847107 0 0 0
ADELPHIA COMMUNICATIONS CL A CL A 6848105 3049 97800 97800
ADOBE SYSTEMS INC COM 00724F101 2424 78052 74852
ADVANCED FIBRE COMMUNICATION COM 00754A105 6738 381300 381300
ADVO INC COM 7585102 2124 49400 49400
ADVISORY BOARD CO/ THE COM 00762W107 0 0 0
AEROFLEX INC COM 7768104 1690 89300 89300
ADVANCED MICRO DEVICES COM 7903107 544 34314 34314
ADVANCEPCS COM 00790K109 0 0 0
AEGON NV AMER REG SHR ORD AMER REG 7924103 232 8668 8668
ADVENT SOFTWARE INC COM 7974108 55 1100 1100
AETHER SYSTEMS INC COM 00808V105 8094 879800 750800
AETNA US HEALTHCARE INC -NEW COM 00817Y108 30171 914558 881038
AFFILIATED COMPUTER SVCS CL A CL A 8190100 23211 218700 214550
AFFILIATED MANAGERS GROUP COM 8252108 1864 26450 26450
AFFYMETRIX INC COM 00826T108 200 5300 5300
AFTERMARKET TECHNOLOGY CORP COM 8318107 810 50000 50000
AGERE SYSTEMS INC CL A CL A 00845V100 21402 3761400 1877500
SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
ADC TELECOMMUNICATIONS INC 0 0 0 224866 0 6000
ABN AMRO HOLDING NV ADR 0 0 0 131490 0 3842
TYCO INTL LTD(TYC) CVT 0.0 07- 0 0 0 9540000 0 0
AFLAC INC 9220 18400 0 2505032 0 507880
AGCO CORP 0 0 0 71000 0 23200
AGL RESOURCES INC 0 600 0 436700 0 112210
AES CORPORATION 0 30000 0 719657 0 127580
AK STEEL HOLDING CORP 0 0 0 0 0 0
AMB PROPERTY CORP 0 0 0 572544 0 11790
AMLI RESIDENTIAL PROPERTIES 0 0 0 12000 0 0
AMN HEALTHCARE SERVICE 0 0 0 0 0 0
AMR CORP/DEL 0 11000 0 382859 0 64900
AOL TIME WARNER 300 3891400 0 4504390 0 5681869
AT&T CORP 0 33000 0 2560954 0 322056
AT&T CANADA INC 0 0 0 0 0 0
ATMI INC 0 0 0 16800 0 12700
AT&T WIRELESS SVCS INC 0 1033943 0 2052593 0 1179731
AVX CORP 0 0 0 34000 0 0
AXT INC 0 0 0 88800 0 50100
AAIPHARMA INC 0 0 0 2200 0 0
ABBOTT LABORATORIES 3200 361000 0 969228 0 453320
ABERCROMBIE & FITCH CO CL A 0 0 0 203301 0 19300
ABGENIX INC 0 0 0 0 0 0
ACCLAIM ENTERTAINMENT INC 0 1900 0 392000 0 103200
ACCREDO HEALTH INC 0 0 0 29175 0 28900
ACLARA BIOSCIENCES INC 0 1100 0 226300 0 60900
ACTIVISION INC 0 600 0 118150 0 33000
ACTION PERFORMANCE COS INC 0 0 0 13900 0 0
ACTEL CORP 0 0 0 0 0 0
ACTERNA CORP 0 0 0 0 0 11300
ACTRADE FINANCIAL TECH 0 200 0 52800 0 13200
ACUITY BRANDS INC 0 0 0 20000 0 75800
ACXIOM CORP 0 0 0 0 0 26900
ADAPTEC INC 0 0 0 7400 0 800
ADELPHIA BUSINESS SOLUTIONS 0 0 0 0 0 0
ADELPHIA COMMUNICATIONS CL A 0 0 0 84500 0 13300
ADOBE SYSTEMS INC 0 0 0 66252 0 200
ADVANCED FIBRE COMMUNICATION 0 0 0 320300 0 61000
ADVO INC 0 0 0 41800 0 0
ADVISORY BOARD CO/ THE 0 0 0 0 0 0
AEROFLEX INC 0 0 0 49550 0 39750
ADVANCED MICRO DEVICES 0 0 0 33314 0 1000
ADVANCEPCS 0 0 0 0 0 0
AEGON NV AMER REG SHR 0 0 0 7976 0 692
ADVENT SOFTWARE INC 0 0 0 1100 0 0
AETHER SYSTEMS INC 0 2600 0 562700 0 148300
AETNA US HEALTHCARE INC -NEW 0 33000 0 760208 0 154350
AFFILIATED COMPUTER SVCS CL A 0 1250 0 121250 0 91650
AFFILIATED MANAGERS GROUP 0 0 0 21250 0 5200
AFFYMETRIX INC 0 0 0 5300 0 0
AFTERMARKET TECHNOLOGY CORP 0 0 0 42500 0 0
AGERE SYSTEMS INC CL A 0 37900 0 53200 0 1862200
SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
AGILENT TECHNOLOGIES INC COM 00846U101 31868 1117771 1060693
AGILENT TECH INC144ACVT(A) 3.0 SR DEB CV 14 00846UAA9 0 0 0
AGILE SOFTWARE CORP DE COM 00846X105 833 48400 48400
AIR PRODUCTS & CHEMICALS INC COM 9158106 275366 5870102 4610067
AIRGAS INC COM 9363102 4001 264600 235300
AIRGATE PCS INC COM 9367103 57 1250 1250
AIRTRAN HOLDINGS INC COM 00949P108 0 0 0
AKAMAI TECHNOLOGIES COM 00971T101 3826 644100 550400
AKZO NOBEL NV ADR SPONSORED AD 10199305 18 400 400
ALAMOSA HOLDINGS INC COM 11589108 2633 220700 187500
ALASKA AIR GROUP INC COM 11659109 585 20100 20100
ALBANY INTL CORP CL A CL A 12348108 3997 184200 184200
ALBANY MOLECULAR RESEARCH COM 12423109 9547 360390 316290
ALBEMARLE CORP COM 12653101 7168 298650 278400
ALBERTO CULVER CO CL B CL B CONV 13068101 248 5546 5546
ALBERTSON'S INC COM 13104104 6961 221063 114963
ALCAN INC COM 13716105 11300 314507 292562
ALCOA INC COM 13817101 322243 9064489 8130333
ALEXANDER & BALDWIN INC COM 14482103 11692 437900 415100
ALEXANDRIA REAL EST EQUITIES COM 15271109 851 20700 20700
ALKERMES INC COM 01642T108 0 0 0
ALLEGHENY ENERGY INC COM 17361106 3129 86393 33793
ALLEGHENY TECHNOLOGIES INC COM 01741R102 440 26258 26258
ALLEGIANCE TELECOM INC COM 01747T102 4008 483425 40200
ALLERGAN INC COM 18490102 92312 1230005 1173615
ALLETE INC COM 18522102 265 10500 10500
ALLIANCE CAPITAL MGMT HOLD UNIT LTD PAR 01855A101 4122 85310 77210
ALLIANT ENERGY CORP COM 18802108 0 0 0
ALLIANT TECHSYSTEMS INC COM 18804104 3047 39475 39475
ALLIED CAPITAL CORP COM 01903Q108 801 30800 30800
ALLIED IRISH BANKS ADR SPON ADR ORD 19228402 104 4500 4500
ALLIED WASTE INDUSTRIES INC COM PAR$.01N 19589308 272 19328 19328
ALLMERICA FINANCIAL CORP COM 19754100 1297 29118 28000
ALLOS THERAPEUTICS INC COM 19777101 8758 1261961 1261961
ALLOY INC COM 19855105 7984 370840 314540
ALLSTATE CORP COM 20002101 93162 2764450 1631750
ALLTEL CORP COM 20039103 5173 83805 83805
ALPHA INDUSTRIES INC COM 20753109 449 20600 20600
ALTERA CORPORATION COM 21441100 138561 6529724 5695634
AMAZON.COM INC COM 23135106 5801 536133 526133
AMBAC FINANCIAL GROUP INC COM 23139108 12727 219964 211264
AMCOR LIMITED ADR ADR NEW 02341R302 27 1800 1800
AMERADA HESS CORP COM 23551104 3586 57383 54533
AMEREN CORPORATION COM 23608102 1601 37844 36544
AMERICA MOVIL- SERIES L ADR SPON ADR L S 02364W105 43 2220 2200
AMERICA ONLINE LATIN AMERICA CL A 02365B100 0 0 0
AMCORE FINANCIAL INC COM 23912108 811 36300 36300
AMERICAN CAPITAL STRATEGIES COM 24937104 222 7835 7835
AMERICAN ELECTRIC POWER COM 25537101 1374 31564 31564
AMERICAN EAGLE OUTFITTERS COM 2.55E+109 552 21100 21100
AMERICAN EXPRESS COMPANY COM 25816109 26052 729948 527648
AMERICAN FINANCIAL GROUP INC COM 25932104 0 0 0
AMERICAN GREETINGS CORP CL A CL A 26375105 4286 311021 270121
AMERICAN HOME PRODUCTS CORP COM 26609107 163362 2662350 2496536
AMERICAN INTERNATIONAL GROUP COM 26874107 881016 11095921 7903428
AMERICAN ITALIAN PASTA CO CL A CL A 27070101 307 7300 7300
SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
AGILENT TECHNOLOGIES INC 0 0 0 1011432 0 35639
AGILENT TECH INC144ACVT(A) 3.0 0 0 0 0 0 0
AGILE SOFTWARE CORP DE 0 0 0 27600 0 20800
AIR PRODUCTS & CHEMICALS INC 391885 714790 0 3487752 59600 2153760
AIRGAS INC 0 600 0 188400 0 33800
AIRGATE PCS INC 0 0 0 500 0 750
AIRTRAN HOLDINGS INC 0 0 0 0 0 0
AKAMAI TECHNOLOGIES 0 1900 0 414800 0 107300
AKZO NOBEL NV ADR 0 0 0 0 0 400
ALAMOSA HOLDINGS INC 0 600 0 142500 0 33200
ALASKA AIR GROUP INC 0 0 0 17900 0 0
ALBANY INTL CORP CL A 0 0 0 135000 0 49200
ALBANY MOLECULAR RESEARCH 0 1000 0 237300 0 57290
ALBEMARLE CORP 0 400 0 203500 0 63000
ALBERTO CULVER CO CL B 0 0 0 5546 0 0
ALBERTSON'S INC 0 0 0 94063 0 15300
ALCAN INC 0 0 0 275262 0 700
ALCOA INC 522450 76330 0 6061948 66222 2609423
ALEXANDER & BALDWIN INC 0 500 0 308100 0 89000
ALEXANDRIA REAL EST EQUITIES 0 0 0 20700 0 0
ALKERMES INC 0 0 0 0 0 0
ALLEGHENY ENERGY INC 52600 0 0 86393 0 0
ALLEGHENY TECHNOLOGIES INC 0 0 0 26258 0 0
ALLEGIANCE TELECOM INC 0 0 0 23500 0 16700
ALLERGAN INC 6600 0 0 875585 0 302030
ALLETE INC 0 0 0 10500 0 0
ALLIANCE CAPITAL MGMT HOLD 8100 0 0 78400 0 6910
ALLIANT ENERGY CORP 0 0 0 0 0 0
ALLIANT TECHSYSTEMS INC 0 0 0 13775 0 25700
ALLIED CAPITAL CORP 0 0 0 0 0 30800
ALLIED IRISH BANKS ADR 0 0 0 0 0 4500
ALLIED WASTE INDUSTRIES INC 0 0 0 19328 0 0
ALLMERICA FINANCIAL CORP 1118 0 0 29118 0 0
ALLOS THERAPEUTICS INC 0 0 0 1261961 0 0
ALLOY INC 0 1200 0 232900 0 64840
ALLSTATE CORP 0 996000 0 1523750 0 1046600
ALLTEL CORP 0 0 0 83005 0 800
ALPHA INDUSTRIES INC 0 0 0 10900 0 9700
ALTERA CORPORATION 658650 56270 0 3649254 82650 2673300
AMAZON.COM INC 0 10000 0 37433 0 498700
AMBAC FINANCIAL GROUP INC 0 0 0 192164 0 11100
AMCOR LIMITED ADR 0 0 0 1800 0 0
AMERADA HESS CORP 0 0 0 47233 0 3850
AMEREN CORPORATION 1300 0 0 37844 0 0
AMERICA MOVIL- SERIES L ADR 0 0 0 600 0 1600
AMERICA ONLINE LATIN AMERICA 0 0 0 0 0 0
AMCORE FINANCIAL INC 0 0 0 30900 0 0
AMERICAN CAPITAL STRATEGIES 0 0 0 1535 0 6300
AMERICAN ELECTRIC POWER 0 0 0 31564 0 0
AMERICAN EAGLE OUTFITTERS 0 0 0 12100 0 9000
AMERICAN EXPRESS COMPANY 0 0 0 448148 0 32200
AMERICAN FINANCIAL GROUP INC 0 0 0 0 0 0
AMERICAN GREETINGS CORP CL A 0 800 0 208821 0 45900
AMERICAN HOME PRODUCTS CORP 0 8250 0 1859681 0 609105
AMERICAN INTERNATIONAL GROUP 395287 2286363 0 5948912 51167 4525134
AMERICAN ITALIAN PASTA CO CL A 0 0 0 4100 0 3200
SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
AMERICAN MANAGEMENT SYSTEMS COM 27352103 2114 116900 100100
AMERICAN NATIONAL INSURANCE COM 28591105 0 0 0
AMERICAN POWER CONVERSION COM 29066107 496 34309 34309
AMERICAN STANDARD COMPANIES COM 29712106 8508 124700 123200
AMERICAN TOWER CORP CL A CL A 29912201 306 32300 32300
AMERICAN WATER WORKS INC COM 30411102 0 0 0
AMERICAN WOODMARK CORP COM 30506109 785 14600 13800
AMERICREDIT CORP COM 03060R101 2130 67500 67500
AMERISTAR CASINOS INC COM 03070Q101 3487 139200 123700
AMERITRADE HOLDING CORP CL A CL A 03072H109 0 0 0
AMERUS GROUP CO COM 03072M108 516 14400 14400
AMERISOURCEBERGEN CORP COM 3.07E+108 3801 59815 57815
AMGEN INC COM 31162100 202086 3580551 1327761
AMKOR TECHNOLOGY INC COM 31652100 0 0 0
AMPHENOL CORP CL A CL A 32095101 0 0 0
AMSOUTH BANCORPORATION COM 32165102 767 40575 37825
ANADARKO PETROLEUM CORP COM 32511107 5288 93011 65311
ANALOG DEVICES COM 32654105 22279 501895 435395
ANALOG DEVICES (ADI) CVT 4.75 SB NT CV 4.7 032654AD7 25809 27275000 27175000
ANAREN MICROWAVE INC COM 32744104 719 41500 41500
ANDREW CORP COM 34425108 1998 91275 91275
ANDRX GROUP COM 34553107 7334 104163 95293
ANHEUSER-BUSCH COS INC COM 35229103 119921 2652538 2471206
ANIXTER INTERNATIONAL INC COM 35290105 6550 225790 196690
ANNTAYLOR STORES CORP COM 36115103 669 19125 17900
ANSOFT CORP COM 36384105 4331 296630 249030
ANSYS INC COM 03662Q105 4210 170800 157600
ANTHEM INC COM 03674B104 9400 189900 178730
ANTIGENICS INC/DEL COM 37032109 2704 164900 141300
AON CORP COM 37389103 3253 91592 91592
APACHE CORP COM 37411105 12453 249667 237677
APARTMENT INVT & MGMT CO CL A CL A 03748R101 21381 467551 465231
APOGEE ENTERPRISES INC COM 37598109 57 3600 3600
APOLLO GROUP INC CL A CL A 37604105 10739 238600 234100
UNIV OF PHOENIX ONLINE COM UNV PHOE 37604204 443 13600 13600
APOGENT TECHNOLIGIES INC COM 03760A101 1801 69800 69800
APPLE COMPUTER INC COM 37833100 12049 550191 537791
APPLEBEE'S INTL INC COM 37899101 4812 140700 126100
APPLIED INNOVATION INC COM 37916103 6 1010 0
APRIA HEALTHCARE GROUP INC COM 37933108 0 0 0
APPLERA CORP-APPLIED BIOSYSTEM COM AP BIO G 38020103 3604 91787 87287
APPLERA CORP-CELERA GENOMICS COM CE GEN G 38020202 0 0 0
APPLIED INDUSTRIAL TECH INC COM 03820C105 690 37000 37000
APPLIED MATERIALS INC COM 38222105 111575 2782423 1222273
APPLIED MICRO CIRCUITS CORP COM 03822W109 57740 5100749 4383659
APTARGROUP INC COM 38336103 298 8500 8500
AQUILA INC*OLD CL A 03840J106 0 0 0
ARCH COAL INC COM 39380100 0 0 0
ARCHER-DANIELS-MIDLAND CO COM 39483102 2981 207714 196014
ARCHSTONE COMMUNITIES TRUST*OL SH BEN INT 39581103 0 0 0
ARCHSTONE-SMITH TRUST COM 39583109 27201 1034247 1029096
ARDEN REALTY INC COM 39793104 4644 175230 174630
ARGONAUT TECHNOLOGIES COM 40175101 0 0 0
ARGOSY GAMING COMPANY COM 40228108 1880 57800 57800
ARIBA INC COM 04033V104 52 8400 8400
ARMOR HOLDINGS INC COM 42260109 513 19000 19000
SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
AMERICAN MANAGEMENT SYSTEMS 0 500 0 74700 0 19900
AMERICAN NATIONAL INSURANCE 0 0 0 0 0 0
AMERICAN POWER CONVERSION 0 0 0 34309 0 0
AMERICAN STANDARD COMPANIES 0 0 0 105200 0 19500
AMERICAN TOWER CORP CL A 0 0 0 32300 0 0
AMERICAN WATER WORKS INC 0 0 0 0 0 0
AMERICAN WOODMARK CORP 0 0 0 11700 0 0
AMERICREDIT CORP 0 0 0 52300 0 15200
AMERISTAR CASINOS INC 0 0 0 96700 0 18500
AMERITRADE HOLDING CORP CL A 0 0 0 0 0 0
AMERUS GROUP CO 0 0 0 12800 0 0
AMERISOURCEBERGEN CORP 0 0 0 33678 0 18737
AMGEN INC 0 2049000 0 866461 0 2489350
AMKOR TECHNOLOGY INC 0 0 0 0 0 0
AMPHENOL CORP CL A 0 0 0 0 0 0
AMSOUTH BANCORPORATION 0 0 0 37825 0 2750
ANADARKO PETROLEUM CORP 0 0 0 38811 0 54200
ANALOG DEVICES 0 6500 0 111565 0 330330
ANALOG DEVICES (ADI) CVT 4.75 0 0 0 27275000 0 0
ANAREN MICROWAVE INC 0 0 0 23000 0 18500
ANDREW CORP 0 0 0 91275 0 0
ANDRX GROUP 8870 0 0 96563 0 7600
ANHEUSER-BUSCH COS INC 0 7300 0 1906416 0 527780
ANIXTER INTERNATIONAL INC 0 600 0 147600 0 37490
ANNTAYLOR STORES CORP 0 0 0 10200 0 7700
ANSOFT CORP 0 800 0 182300 0 52630
ANSYS INC 0 300 0 125300 0 17600
ANTHEM INC 0 11000 0 176800 0 13100
ANTIGENICS INC/DEL 0 600 0 105600 0 29300
AON CORP 0 0 0 91592 0 0
APACHE CORP 7590 0 0 228668 0 13409
APARTMENT INVT & MGMT CO CL A 0 0 0 452741 0 14190
APOGEE ENTERPRISES INC 0 0 0 3600 0 0
APOLLO GROUP INC CL A 0 0 0 192900 0 36800
UNIV OF PHOENIX ONLINE 0 0 0 7750 0 5850
APOGENT TECHNOLIGIES INC 0 0 0 59600 0 10200
APPLE COMPUTER INC 0 10100 0 49691 0 500500
APPLEBEE'S INTL INC 0 400 0 99800 0 18300
APPLIED INNOVATION INC 0 0 0 0 0 0
APRIA HEALTHCARE GROUP INC 0 0 0 0 0 0
APPLERA CORP-APPLIED BIOSYSTEM 0 0 0 77487 0 1300
APPLERA CORP-CELERA GENOMICS 0 0 0 0 0 0
APPLIED INDUSTRIAL TECH INC 0 0 0 31400 0 0
APPLIED MATERIALS INC 2200 1436600 0 765723 0 1865250
APPLIED MICRO CIRCUITS CORP 347890 40200 0 2723729 48840 1990130
APTARGROUP INC 0 0 0 8500 0 0
AQUILA INC*OLD 0 0 0 0 0 0
ARCH COAL INC 0 0 0 0 0 0
ARCHER-DANIELS-MIDLAND CO 0 0 0 163514 0 900
ARCHSTONE COMMUNITIES TRUST*OL 0 0 0 0 0 0
ARCHSTONE-SMITH TRUST 0 0 0 987888 0 45008
ARDEN REALTY INC 0 0 0 171200 0 530
ARGONAUT TECHNOLOGIES 0 0 0 0 0 0
ARGOSY GAMING COMPANY 0 0 0 57800 0 0
ARIBA INC 0 0 0 7400 0 1000
ARMOR HOLDINGS INC 0 0 0 0 0 19000
SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
ARROW ELECTRONICS INC COM 42735100 14143 473000 461600
ARVINMERITOR INC. COM 43353101 1183 60240 59000
ASCENTIAL SOFTWARE CORP COM 04362P108 0 27 27
ASHLAND INC COM 44204105 4119 89387 88137
ASIAINFO HOLDINGS INC COM 04518A104 4192 240620 201420
ASPEN TECHNOLOGY INC COM 45327103 576 34300 34300
ASSOCIATED BANC CORP COM 45487105 9073 257100 257100
ASSOCIATED ESTATES REALTY CORP COM 45604105 120 13100 13100
ASTEC INDUSTRIES INC COM 46224101 0 0 0
ASTORIA FINANCIAL CORP COM 46265104 10838 409600 404400
ASTRAZENECA PLC ADR SPONSORED AD 46353108 556 11939 11939
ATLANTIC COAST AIRLINES HLDG COM 48396105 526 22600 22600
ATMEL CORP COM 49513104 1047 142100 142100
ATRIX LABS INC COM 04962L101 373 18100 18100
ATWOOD OCEANICS INC COM 50095108 0 0 0
AUDIOVOX CORP CL A CL A 50757103 1852 248300 211200
AURORA FOODS INC COM 05164B106 22 4427 4427
AUST & NZ BNKG GRP ADR SPONSORED AD 52528304 318 6955 6955
AUTODESK INC COM 52769106 1490 39981 39981
AUTOLIV INC COM 52800109 57 2800 2800
AUTOMATIC DATA PROCESSING COM 53015103 333142 5656060 4842370
AUTOMATIC DATA PROC(AUD)CVT 0. LYON SUB ZER 053015AC7 25066 16450000 16450000
AUTONATION INC COM 05329W102 5841 473700 463100
AUTOZONE INC COM 53332102 63455 883768 853568
AVALONBAY COMMUNITIES INC COM 53484101 27581 582988 580018
AVANT! CORPORATION COM 53487104 0 0 0
AVAYA INC COM 53499109 1227 100958 100958
AVERY DENNISON CORP COM 53611109 616 10901 10901
AVIALL INC COM 05366B102 0 0 0
AVICI SYSTEMS INC COM 05367L109 82 28210 28210
AVID TECHNOLOGY INC COM 05367P100 1959 161200 138100
AVIRON COM 53762100 229 4600 4600
AVISTA CORP COM 05379B107 0 0 0
AVNET INC COM 53807103 1028 40351 40351
AVON PRODUCTS INC COM 54303102 7438 159967 156467
AXA ADR SPONSORED AD 54536107 1895 90165 71854
AXCELIS TECHNOLOGIES COM 54540109 0 0 0
AZTAR CORP COM 54802103 9141 499500 441500
BB&T CORPORATION COM 54937107 4619 127914 121614
BASF AG ADR SPONSORED AD 55262505 2215 58437 46230
BCE INC COM 05534B109 3479 152600 0
BEI TECHNOLOGIES INC COM 05538P104 33 1900 1900
THE BISYS GROUP INC COM 55472104 2534 39600 39600
BJ SERVICES CO COM 55482103 4167 128400 128400
BJS WHOLESALE CLUB INC COM 05548J106 3466 78600 78600
BP PLC ADR SPONSORED AD 55622104 14072 302564 285737
BRE PROPERTIES CL A CL A 5.56E+109 1718 55500 55500
BT GROUP PLC-ADS ADR 5.58E+104 2966 80701 65341
BMC SOFTWARE INC COM 55921100 2291 139971 139971
BAKER HUGHES INC COM 57224107 27606 756950 660770
BALL CORP COM 58498106 6591 93226 87826
BANCWEST CORPORATION*OLD COM 59790105 0 0 0
BANDAG INC COM 59815100 674 19400 19400
BANK OF AMERICA CORP COM 60505104 379696 6031708 4234202
BANK OF NEW YORK CO INC COM 64057102 116466 2854548 1550248
BANK ONE CORP COM 06423A103 16837 431159 331059
SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
ARROW ELECTRONICS INC 0 0 0 394300 0 49200
ARVINMERITOR INC. 0 0 0 59000 0 0
ASCENTIAL SOFTWARE CORP 0 0 0 27 0 0
ASHLAND INC 0 0 0 86137 0 3250
ASIAINFO HOLDINGS INC 0 700 0 148600 0 42320
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AUTONATION INC 0 0 0 410200 0 24300
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BT GROUP PLC-ADS 0 0 0 64243 0 1098
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SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
BANKATLANTIC BANCORP INC CL A CL A 65908501 0 0 0
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BEMIS COMPANY COM 81437105 1868 37973 37973
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BHP LTD-ADR SPONSORED AD 88606108 745 69530 69530
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BIOTECH HOLDERS TRUST DEPOSTRY RCP 09067D201 13 100 100
BIOSITE INC COM 90945106 112 6100 6100
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BRIGGS & STRATTON COM 109043109 6978 163430 139630
BRINKER INTERNATIONAL INC COM 109641100 969 32550 32550
SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
BANKATLANTIC BANCORP INC CL A 0 0 0 0 0 0
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BEMIS COMPANY 0 0 0 37973 0 0
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BIOGEN INC 0 0 0 154562 0 20900
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BOISE CASCADE CORP 0 0 0 5727 0 0
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BORLAND SOFTWARE CORPORATION 0 0 0 14000 0 8000
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BOWNE & CO INC 0 600 0 149400 0 28900
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SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
BRISTOL-MYERS SQUIBB CO COM 110122108 456720 8955297 7256091
BRITISH AIRWAYS PLC ADR ADR 2ND INST 110419306 1352 47113 36068
BROADCOM CORP CL A CL A 111320107 18079 442366 380866
BROADVISION INC COM 111412102 0 0 0
BROADWING INC COM 111620100 398 41900 36700
BROCADE COMMUNICATIONS SYS COM 111621108 28628 864373 796253
BROOKFIELD PROPERTIES CORP COM 112900105 1890 109900 109900
BROOKS AUTOMATION INC COM 11434A100 964 23700 23700
BROWN & BROWN INC COM 115236101 988 36200 36200
BROWN FORMAN CORP CL B CL B 115637209 420 6707 6707
BROWN SHOE COMPANY INC COM 115736100 960 59100 59100
BRUKER DALTONICS INC COM 116795105 4913 300480 259080
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BURLINGTON RESOURCES INC COM 122014103 1298 34581 34581
C&D TECHNOLOGIES INC COM 124661109 3605 157774 147074
CBL & ASSOCIATES PROPERTIES COM 124830100 13666 433856 431641
CBRL GROUP INC COM 12489V106 7654 260000 234800
CDW COMPUTER CENTERS INC COM 125129106 1778 33100 33100
CFS BANCORP INC COM 12525D102 0 0 0
CH ENERGY GROUP INC COM 12541M102 817 18800 18800
C.H. ROBINSON WORLDWIDE INC COM 12541W100 1105 38200 38200
CIGNA CORP COM 125509109 23070 249003 239103
CLECO CORPORATION COM 12561W105 8001 364200 322900
CMGI INC COM 125750109 0 0 0
CMS ENERGY CORP COM 125896100 70375 2928616 84616
CNA FINANCIAL CORP COM 126117100 111 3800 3800
CNF INC COM 12612W104 0 0 0
CNET NETWORKS INC COM 12613R104 0 0 0
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CSX CORP COM 126408103 26311 750668 725888
CTC COMMUNICATIONS GROUP INC COM 126419100 389 75600 75600
CVS CORP COM 126650100 46294 1563982 1224032
CV THERAPEUTICS INC COM 126667104 468 9000 9000
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CABOT CORP COM 127055101 13903 389439 375609
CABOT INDUSTRIAL TRUST*OLD COM 127072106 0 0 0
CABOT OIL & GAS CORP CL A CL A 127097103 0 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 16359 206429 200990
CACI INTERNATIONAL INC CL A CL A 127190304 5228 132400 122400
CADBURY SCHWEPPES PLC ADR ADR 127209302 520 20211 20211
CADENCE DESIGN SYS INC COM 127387108 8621 393300 384200
CAL DIVE INTERNATIONAL INC COM 127914109 819 33200 33200
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 832 33600 33600
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CANON INC- SP ADR ADR 138006309 4943 140977 115477
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CAPITAL ONE FINANCIAL CORP COM 14040H105 180668 3348802 1724050
SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
BRISTOL-MYERS SQUIBB CO 284455 1003420 0 6026116 33560 2430700
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BROWN FORMAN CORP CL B 0 0 0 6707 0 0
BROWN SHOE COMPANY INC 0 0 0 50000 0 0
BRUKER DALTONICS INC 0 900 0 192200 0 54280
BRUNSWICK CORP 0 0 0 56882 0 36500
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CBRL GROUP INC 0 600 0 175800 0 51900
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CIGNA CORP 0 0 0 211803 0 16500
CLECO CORPORATION 0 900 0 248800 0 52200
CMGI INC 0 0 0 0 0 0
CMS ENERGY CORP 0 2844000 0 59216 0 2869400
CNA FINANCIAL CORP 0 0 0 3800 0 0
CNF INC 0 0 0 0 0 0
CNET NETWORKS INC 0 0 0 0 0 0
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CVS CORP 306650 0 0 350650 0 1161332
CV THERAPEUTICS INC 0 0 0 5100 0 3900
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CABOT OIL & GAS CORP CL A 0 0 0 0 0 0
CABOT MICROELECTRONICS CORP 5289 0 0 185883 0 20396
CACI INTERNATIONAL INC CL A 0 200 0 96600 0 14000
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CAPITAL ONE FINANCIAL CORP 0 1541700 0 1406151 0 1926969
SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
CAPSTONE TURBINE CORP COM 14067D102 0 0 0
CARBO CERAMICS INC COM 140781105 2980 76100 68700
CARDINAL HEALTH INC COM 14149Y108 21785 336917 293267
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CASEY'S GENERAL STORES INC COM 147528103 5084 341200 300000
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CATO CORP CL A CL A 149205106 4169 220600 190400
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CENTERSPAN COMMUNICATIONS CP COM 152012100 247 26000 26000
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CHARTER COMMUN CVT (CHTR) 4.75 SR NT CV 4.7 16117MAC1 33 36000 36000
CHARTERED SEMICONDUCTOR MFG AD ADR 16133R106 514 19436 9436
CHATEAU COMMUNITIES INC COM 161726104 6398 213974 212974
CHECKFREE CORP COM 162813109 815 45300 45300
CHECKPOINT SYSTEMS INC COM 162825103 6423 479320 415520
CHELSEA PROPERTY GROUP INC COM 163421100 12602 256656 255346
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CHICO'S FAS INC COM 168615102 3666 92350 78250
CHINA MOBILE HK LTD SP ADR SPONSORED AD 16941M109 270 15450 15450
CHIPPAC INC CL A 169657103 0 0 0
CHOICE HOTELS INTL INC COM 169905106 0 0 0
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CHOICEPOINT INC COM 170388102 0 0 0
CHOICE ONE COMMUNICATIONS INC COM 17038P104 201 57500 57500
CHRISTOPHER & BANKS CORP COM 171046105 118 3450 3450
SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
CAPSTONE TURBINE CORP 0 0 0 0 0 0
CARBO CERAMICS INC 0 200 0 53500 0 9200
CARDINAL HEALTH INC 0 0 0 270467 0 12250
CAREER EDUCATION CORP 0 0 0 12200 0 9200
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CARLTON COMM PLC ADR 0 0 0 42601 0 0
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CARREKER CORPORATION 0 0 0 0 0 0
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CATO CORP CL A 0 600 0 141100 0 38900
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CENTRA SOFTWARE INC 0 0 0 0 0 0
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CHECKFREE CORP 0 0 0 45300 0 0
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CHEVRONTEXACO CORP 331637 528970 0 3943625 41690 2050018
CHICO'S FAS INC 0 300 0 58850 0 15300
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CHRISTOPHER & BANKS CORP 0 0 0 3450 0 0
SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
CHUBB CORP COM 171232101 107297 1555029 1469628
CHURCH & DWIGHT CO INC COM 171340102 96 3600 3600
CHURCHILL DOWNS INC COM 171484108 7089 191750 0
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CIRCUIT CITY STORES-CIRCUIT CIRCT CITY G 172737108 11394 439081 425081
CIRCUIT CITY STORES-CARMAX CARMAX GROUP 172737306 462 20300 20300
CIRRUS LOGIC INC COM 172755100 210 15900 15900
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CINTAS CORP COM 172908105 800 16662 16662
CITIGROUP INC COM 172967101 1153758 22855737 17462684
CITIZENS COMMUNICATIONS CO COM 17453B101 293 27456 27456
CITRIX SYSTEMS INC COM 177376100 19859 876402 854002
CITY NATIONAL CORP COM 178566105 6920 147700 147700
CLARCOR INC COM 179895107 597 22000 22000
CLAYTON HOMES INC COM 184190106 0 0 0
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CLEVELAND-CLIFFS INC COM 185896107 5169 282480 248080
CLOROX COMPANY COM 189054109 2598 65700 62900
COACH INC COM 189754104 900 23100 23100
COCA-COLA COMPANY COM 191216100 131758 2794453 2502403
COCA-COLA ENTERPRISES COM 191219104 12169 642525 351525
COGNEX CORP COM 192422103 0 0 0
COHERENT INC COM 192479103 121 3900 3900
COHU INC COM 192576106 6548 331535 292500
KENNETH COLE PRODUCTIONS CL A CL A 193294105 16 890 0
COLGATE-PALMOLIVE CO COM 194162103 36898 638921 614371
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COLONIAL PROPERTIES TRUST COM SH BEN I 195872106 439 14100 14100
COLT TELECOM GROUP ADR SPONSORED AD 196877104 1280 186532 0
COLUMBIA SPORTSWEAR CO COM 198516106 22 675 0
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SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
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SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
CONOCO INC CL A*OLD CL A 208251306 0 0 0
CONOCO INC CL B*OLD CL B 208251405 59 2070 2070
CONOCO INC COM 208251504 8947 316138 304138
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SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
CONOCO INC CL A*OLD 0 0 0 0 0 0
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SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
DQE INC COM 23329J104 884 46700 46700
DRS TECHNOLOGIES COM 23330X100 314 8800 8800
D.R. HORTON INC COM 23331A109 156 4800 4800
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DELTA AIR LINES INC COM 247361108 16364 559255 539455
DENBURY RESOURCES INC COM NEW 247916208 0 0 0
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DIME BANCORP INC*OLD COM 25429Q102 2370 65700 65700
DIME BANCORP- LITIGATION TRACK WT EXP 0000 25429Q110 0 3200 3200
THE WALT DISNEY CO COM DISNEY 254687106 176384 8512723 7960423
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DOVER CORP COM 260003108 6674 180035 171235
SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
DQE INC 0 0 0 34000 0 12700
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DEL MONTE FOODS CO 0 1200 0 294900 0 69500
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SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
DOW CHEMICAL COM 260543103 151572 4487031 3286759
DOW JONES & CO INC COM 260561105 59284 1083205 1006085
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DUANE READE INC COM 263578106 865 28500 28500
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DUKE REALTY CORP COM NEW 264411505 4300 176725 176725
DUN & BRADSTREET CORP-NEW COM 2.65E+104 2460 69700 69700
DURA AUTOMOTIVE SYSTEMS INC CL A 265903104 433 39400 39400
DYCOM INDUSTRIES INC COM 267475101 668 40000 40000
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EFTC CORPORATION COM 268443108 0 0 0
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ENSCO INTERNATIONAL INC COM 26874Q100 1865 75050 71750
ENI SPA ADR SPONSORED AD 26874R108 898 14498 5853
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EDO CORP COM 281347104 452 17100 17100
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EL PASO ELECTRIC COMPANY COM NEW 283677854 3487 240500 225300
ELAN CORP PLC ADR ADR 284131208 32 700 700
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ELECTRO SCIENTIFIC INDS INC COM 285229100 3950 131620 116120
ELECTRONIC ARTS INC COM 285512109 5623 93800 91700
ELECTRONIC DATA SYSTEMS CORP COM 285661104 161313 2353213 1262813
ELECT DATA SYS CVT (EDS) 0.0 1 SR NT CV ZER 285661AB0 13778 16625000 16550000
ELECTRONICS BOUTIQUE HLDGS COM 286045109 33 815 0
ELECTRONICS FOR IMAGING COM 286082102 13787 617970 548870
ELIZABETH ARDEN INC COM 28660G106 0 0 0
EMERSON ELECTRIC CO COM 291011104 100550 1760945 1596849
EMISPHERE TECHNOLOGIES INC COM 291345106 26 800 800
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ENDWAVE CORPORATION COM 29264A107 1689 1481354 1481354
ENDO PHARMACEUTICAL HOLDINGS I COM 29264F205 473 40500 40500
SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
DOW CHEMICAL 300 1111249 0 2401128 0 2033820
DOW JONES & CO INC 4120 9740 0 649555 19340 391350
DU PONT (E.I.) DE NEMOURS 538 51100 0 2622628 0 556112
DUANE READE INC 0 0 0 0 0 28500
DUKE ENERGY CORP 0 393000 0 284987 0 604600
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EFTC CORPORATION 0 0 0 0 0 0
EMC CORP/MASS 490800 3194182 0 3933751 60512 6780300
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EDO CORP 0 0 0 9750 0 7350
J.D. EDWARDS & CO 0 0 0 8100 0 45600
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EL PASO ELECTRIC COMPANY 0 500 0 180600 0 20800
ELAN CORP PLC ADR 0 0 0 700 0 0
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ELECT DATA SYS CVT (EDS) 0.0 1 0 0 0 16625000 0 0
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ELIZABETH ARDEN INC 0 0 0 0 0 0
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EMISPHERE TECHNOLOGIES INC 0 0 0 800 0 0
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EMULEX CORP 0 0 0 99500 0 0
ENCORE WIRE CORP 0 0 0 46400 0 0
ENDESA ADR 0 0 0 232091 0 5750
ENDWAVE CORPORATION 0 0 0 1481354 0 0
ENDO PHARMACEUTICAL HOLDINGS I 0 0 0 23100 0 17400
SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
ENERGY CONVERSION DEVICES COM 292659109 8 400 400
ENERGEN CORP COM 29265N108 3254 132000 113400
ENERGY EAST CORPORATION COM 29266M109 4526 238360 218160
ENERGIZER HOLDINGS INC COM 29266R108 109 5701 5701
ENGELHARD CORP COM 292845104 6030 217861 208311
ENGINEERED SUPPORT SYSTEMS COM 292866100 2101 61425 53375
ENRON CORP COM 293561106 1 2450 2450
ENTERASYS NETWORKS INC COM 293637104 1697 191700 191700
ENTERCOM COMMUNICATIONS CORP CL A 293639100 4795 95900 42900
ENTERGY CORP COM 29364G103 3314 84725 80425
ENTERTAINMENT PROPERTIES TR COM SH BEN I 29380T105 0 0 0
ENTREMED INC COM 29382F103 89 10500 10500
ENTRAVISION COMMUNICATIONS CL A 29382R107 710 59400 59400
ENZON INC COM 293904108 619 11000 11000
EQUIFAX INC COM 294429105 2058 85202 14202
EQUITABLE RESOURCES INC COM 294549100 2126 62400 62400
EQUITY INNS INC COM 294703103 165 24900 24900
EQUITY OFFICE PROPERTIES TR COM 294741103 69523 2311269 2300949
EQUITY RESIDENTIAL PROPS TR RE SH BEN INT 29476L107 40592 1413856 1407756
ERICSSON (LM) TEL ADR ADR CL B SEK 294821400 10114 1937600 1899600
ERIE INDEMNITY COMPANY CL A CL A 29530P102 0 0 0
ESCO ELECTRONICS CORP COM 296315104 2266 65700 65700
ESPEED INC CL A CL A 296643109 36 4300 4300
ESPERION THERAPEUTICS INC COM 29664R106 0 0 0
ESSEX PROPERTY TRUST INC COM 297178105 15052 304626 275326
DELHAIZE LE LION ADR SPONSORED AD 29759W101 57216 1121889 1121889
ETHAN ALLEN INTERIORS INC COM 297602104 2986 71785 64310
EVERGREEN RES INC COM NO PAR 299900308 1799 46600 46600
EXAR CORP COM 300645108 762 36560 36560
EXELON CORPORATION COM 30161N101 7367 153859 38422
EXPEDITORS INTL WASH INC COM 302130109 370 6500 6500
EXPRESS SCRIPTS INC -COMMON COM 302182100 2539 54300 54300
EXTENDED STAY AMERICA INC COM 30224P101 1392 84900 84900
EXTREME NETWORKS INC COM 30226D106 5597 433851 311441
EXULT INC COM 302284104 220 13700 13700
EXXON MOBIL CORPORATION COM 30231G102 894239 22754177 17892651
FEI COMPANY COM 30241L109 2546 80800 66800
FLIR SYSTEMS INC COM 302445101 3333 87900 75400
FMC CORP COM NEW 302491303 2588 43500 43500
FPL GROUP INC COM 302571104 4247 75297 70697
FSI INTERNATIONAL INC COM 302633102 3031 328700 285400
FACTSET RESEARCH SYSTEMS INC COM 303075105 0 0 0
FAIR ISAAC & COMPANY INC COM 303250104 158 2500 2500
FAIRCHILD SEMICON INTL CL A CL A 303726103 28 1000 1000
FAMILY DOLLAR STORES COM 307000109 4105 136915 125945
FASTENAL CO COM 311900104 0 0 0
FREDDIE MAC COM 313400301 495559 7577359 6767698
FANNIE MAE COM 313586109 707139 8894828 7223395
FEDERAL REALTY INVS TRUST SH BEN INT N 313747206 621 27000 27000
FEDERAL SIGNAL CORP COM 313855108 18 800 800
FEDERATED DEPARTMENT STORES COM 31410H101 47721 1166768 1123318
FEDERATED INVESTORS INC CL B CL B 314211103 214 6700 6700
FEDEX CORPORATION COM 31428X106 16093 310200 257300
FELCOR LODGING TRUST INC COM 31430F101 642 38425 38425
FERRO CORP COM 315405100 32 1240 0
FIDELITY NATIONAL FINL INC COM 316326107 4913 198090 198090
SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
ENERGY CONVERSION DEVICES 0 0 0 0 0 400
ENERGEN CORP 0 400 0 84300 0 23500
ENERGY EAST CORPORATION 20200 0 0 221000 0 17360
ENERGIZER HOLDINGS INC 0 0 0 5701 0 0
ENGELHARD CORP 0 0 0 184511 0 5250
ENGINEERED SUPPORT SYSTEMS 0 150 0 41000 0 9525
ENRON CORP 0 0 0 2450 0 0
ENTERASYS NETWORKS INC 0 0 0 142300 0 49400
ENTERCOM COMMUNICATIONS CORP 0 0 0 31600 0 11300
ENTERGY CORP 0 0 0 67025 0 1800
ENTERTAINMENT PROPERTIES TR 0 0 0 0 0 0
ENTREMED INC 0 0 0 9000 0 1500
ENTRAVISION COMMUNICATIONS 0 0 0 35300 0 24100
ENZON INC 0 0 0 6800 0 4200
EQUIFAX INC 0 0 0 14202 0 0
EQUITABLE RESOURCES INC 0 0 0 56100 0 6300
EQUITY INNS INC 0 0 0 24900 0 0
EQUITY OFFICE PROPERTIES TR 0 0 0 2192812 0 116037
EQUITY RESIDENTIAL PROPS TR RE 0 0 0 1365226 0 47030
ERICSSON (LM) TEL ADR 0 38000 0 54000 0 1883600
ERIE INDEMNITY COMPANY CL A 0 0 0 0 0 0
ESCO ELECTRONICS CORP 0 0 0 55800 0 0
ESPEED INC CL A 0 0 0 2800 0 1500
ESPERION THERAPEUTICS INC 0 0 0 0 0 0
ESSEX PROPERTY TRUST INC 0 600 0 225226 0 37400
DELHAIZE LE LION ADR 0 0 0 1121889 0 0
ETHAN ALLEN INTERIORS INC 6560 0 0 65280 0 5590
EVERGREEN RES INC 0 0 0 29500 0 17100
EXAR CORP 0 0 0 17280 0 19280
EXELON CORPORATION 437 0 0 38859 0 0
EXPEDITORS INTL WASH INC 0 0 0 200 0 6300
EXPRESS SCRIPTS INC -COMMON 0 0 0 37400 0 16900
EXTENDED STAY AMERICA INC 0 0 0 62800 0 22100
EXTREME NETWORKS INC 13960 0 0 272191 0 53210
EXULT INC 0 0 0 13700 0 0
EXXON MOBIL CORPORATION 918676 2813916 0 14396848 109542 6966951
FEI COMPANY 0 200 0 49500 0 14000
FLIR SYSTEMS INC 0 300 0 57900 0 13300
FMC CORP 0 0 0 43500 0 0
FPL GROUP INC 200 0 0 61297 0 1200
FSI INTERNATIONAL INC 0 700 0 221600 0 44900
FACTSET RESEARCH SYSTEMS INC 0 0 0 0 0 0
FAIR ISAAC & COMPANY INC 0 0 0 2500 0 0
FAIRCHILD SEMICON INTL CL A 0 0 0 1000 0 0
FAMILY DOLLAR STORES 10970 0 0 126825 0 10090
FASTENAL CO 0 0 0 0 0 0
FREDDIE MAC 478610 51770 0 5321448 65610 1860860
FANNIE MAE 404865 856890 0 5493208 53100 3033082
FEDERAL REALTY INVS TRUST 0 0 0 27000 0 0
FEDERAL SIGNAL CORP 0 0 0 800 0 0
FEDERATED DEPARTMENT STORES 0 0 0 1029888 0 57080
FEDERATED INVESTORS INC CL B 0 0 0 6700 0 0
FEDEX CORPORATION 0 0 0 205840 0 81360
FELCOR LODGING TRUST INC 0 0 0 38425 0 0
FERRO CORP 0 0 0 0 0 0
FIDELITY NATIONAL FINL INC 0 0 0 165490 0 32600
SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
FIFTH THIRD BANCORP COM 316773100 15580 254041 140442
FINISAR CORPORATION COM 31787A101 2979 292950 270380
THE FINISH LINE CL A CL A 317923100 517 33800 33800
FIRST AMERICAN CORPORATION COM 318522307 12939 690450 614450
FIRST BANCORP/PUERTO RICO COM 318672102 34 1200 1200
FIRST DATA CORP COM 319963104 194210 2475591 2249934
FIRST DATA CORP (FDC) CVT 2.0 SR CV DBT SE 319963AD6 31728 27500000 27500000
FIRST FINANCIAL BANCORP COM 320209109 0 0 0
FIRST HORIZON PHARMACEUTICAL COM 32051K106 1171 39850 39850
FIRST INDUSTRIAL REALTY TR COM 32054K103 1782 57300 57300
FIRST MIDWEST BANCORP INC/IL COM 320867104 3477 119125 101625
FIRST HEALTH GROUP CORP COM 320960107 1054 42600 42600
FIRST REPUBLIC BANK COM 336158100 27 1125 1125
FIRST SENTINEL BANCORP INC COM 33640T103 1432 114400 114400
FIRST TENNESSEE NATL CORP COM 337162101 3524 97200 94800
FIRST UNITED CORP COM 33741H107 160 9999 9999
FIRST VIRGINIA BANKS INC COM 337477103 1914 37700 37700
FISERV INC COM 337738108 16085 380079 373994
FIRSTFED FINANCIAL CORP COM 337907109 10245 399720 353720
FIRSTMERIT CORPORATION COM 337915102 0 0 0
FLAGSTAR BANCORP INC COM 337930101 7581 376580 334780
FIRSTENERGY CORP COM 337932107 26860 767869 154357
FISHER SCIENTIFIC INTL COM NEW 338032204 3121 106900 90800
FLAMEL TECHNOLOGIES ADR SPONSORED AD 338488109 0 0 0
FLEET BOSTON FINANCIAL CORP COM 339030108 254869 6982719 4312806
FLEMING COMPANIES INC COM 339130106 1388 75000 64300
FLUOR CORP COM 343412102 433 11566 11566
FLOWSERVE CORPORATION COM 34354P105 6261 235300 220900
FLUSHING FINANCIAL CORP COM 343873105 29 1650 1650
FOOT LOCKER INC COM 344849104 203 13000 13000
FORD MOTOR COMPANY COM PAR $0.0 345370860 90279 5742942 5584091
FOREST LABORATORIES INC COM 345838106 75082 916196 888646
FOREST OIL CORP COM PAR $0.0 346091705 0 0 0
FORRESTER RESEARCH INC COM 346563109 27 1350 0
FORTUNE BRANDS INC COM 349631101 7493 189266 175066
FOSSIL INC COM 349882100 45 2150 2150
FOUNDRY NETWORKS INC COM 35063R100 0 0 0
FOX ENTERTAINMENT GRP INC CL A CL A 35138T107 726 27350 24200
FRANKLIN RESOURCES INC COM 354613101 68537 1943212 1324574
FRED'S INC CL A 356108100 0 0 0
FREEMARKETS INC COM 356602102 11640 485600 427400
FREEPORT-MCMORAN COPPER CL B CL B 35671D857 1113 83102 83102
FRONTIER OIL CORP COM 35914P105 453 27200 27200
FUJI PHOTO FILM COMPANY LTD AD ADR 359586302 5323 148114 122638
FULTON FIN CORP COM 360271100 0 0 0
FURNITURE BRANDS INTL INC COM 360921100 138 4300 4300
GATX CORP COM 361448103 276 8500 8500
GBC BANCORP/CALIFORNIA COM 361475106 4693 159100 139300
GPU INC*OLD COM 36225X100* 0 0 0
GABLES RESIDENTIAL TRUST SH BEN INT 362418105 7288 246220 220320
GALILEO INTERNATIONAL INC*OLD COM 363547100 0 0 0
GALLAGHER (ARTHUR J.) & CO COM 363576109 657 19050 18000
GANNETT CO COM 364730101 131402 1954510 449860
GAP INC COM 364760108 2462 176597 168997
GARTNER GROUP INC CL B CL B 366651206 3 234 234
GATEWAY INC COM 367626108 1017 126449 126449
SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
FIFTH THIRD BANCORP 1799 0 0 120841 0 16700
FINISAR CORPORATION 22570 0 0 258040 0 34910
THE FINISH LINE CL A 0 0 0 28500 0 0
FIRST AMERICAN CORPORATION 0 1700 0 469000 0 99850
FIRST BANCORP/PUERTO RICO 0 0 0 1200 0 0
FIRST DATA CORP 0 10400 0 1846179 0 480755
FIRST DATA CORP (FDC) CVT 2.0 0 0 0 27500000 0 0
FIRST FINANCIAL BANCORP 0 0 0 0 0 0
FIRST HORIZON PHARMACEUTICAL 0 0 0 22500 0 17350
FIRST INDUSTRIAL REALTY TR 0 0 0 52400 0 0
FIRST MIDWEST BANCORP INC/IL 0 375 0 75875 0 20500
FIRST HEALTH GROUP CORP 0 0 0 24500 0 18100
FIRST REPUBLIC BANK 0 0 0 0 0 1125
FIRST SENTINEL BANCORP INC 0 0 0 96200 0 0
FIRST TENNESSEE NATL CORP 0 0 0 76200 0 12200
FIRST UNITED CORP 0 0 0 9999 0 0
FIRST VIRGINIA BANKS INC 0 0 0 37700 0 0
FISERV INC 0 0 0 315344 0 64450
FIRSTFED FINANCIAL CORP 0 900 0 269200 0 58120
FIRSTMERIT CORPORATION 0 0 0 0 0 0
FLAGSTAR BANCORP INC 0 900 0 258350 0 50830
FIRSTENERGY CORP 630 516682 0 136236 0 519933
FISHER SCIENTIFIC INTL 0 300 0 66900 0 18700
FLAMEL TECHNOLOGIES ADR 0 0 0 0 0 0
FLEET BOSTON FINANCIAL CORP 0 2448980 0 3625571 0 3111985
FLEMING COMPANIES INC 0 300 0 47500 0 13400
FLUOR CORP 0 0 0 11566 0 0
FLOWSERVE CORPORATION 0 400 0 174500 0 37500
FLUSHING FINANCIAL CORP 0 0 0 1650 0 0
FOOT LOCKER INC 0 0 0 13000 0 0
FORD MOTOR COMPANY 0 70769 0 4693818 0 884983
FOREST LABORATORIES INC 0 0 0 839946 0 29450
FOREST OIL CORP 0 0 0 0 0 0
FORRESTER RESEARCH INC 0 0 0 0 0 0
FORTUNE BRANDS INC 0 0 0 142666 0 3300
FOSSIL INC 0 0 0 2150 0 0
FOUNDRY NETWORKS INC 0 0 0 0 0 0
FOX ENTERTAINMENT GRP INC CL A 0 0 0 24200 0 3150
FRANKLIN RESOURCES INC 0 535300 0 1108454 0 753760
FRED'S INC 0 0 0 0 0 0
FREEMARKETS INC 0 1100 0 328100 0 67600
FREEPORT-MCMORAN COPPER CL B 0 0 0 19702 0 63400
FRONTIER OIL CORP 0 0 0 23100 0 0
FUJI PHOTO FILM COMPANY LTD AD 0 0 0 120068 0 2570
FULTON FIN CORP 0 0 0 0 0 0
FURNITURE BRANDS INTL INC 0 0 0 4300 0 0
GATX CORP 0 0 0 8500 0 0
GBC BANCORP/CALIFORNIA 0 400 0 104300 0 25400
GPU INC*OLD 0 0 0 0 0 0
GABLES RESIDENTIAL TRUST 0 600 0 171000 0 33120
GALILEO INTERNATIONAL INC*OLD 0 0 0 0 0 0
GALLAGHER (ARTHUR J.) & CO 0 0 0 10200 0 7800
GANNETT CO 0 1436000 0 372020 0 1498740
GAP INC 0 0 0 147897 0 600
GARTNER GROUP INC CL B 0 0 0 234 0 0
GATEWAY INC 0 0 0 126449 0 0
SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
GEMSTAR TV GUIDE INTERNATIONAL COM 36866W106 18293 660380 51380
GENCORP INC COM 368682100 4975 352600 311500
GENENTECH INC COM NEW 368710406 19557 360499 360219
GENENTECH INC (DNA) CVT 5.0 03 SUB DEB CV 368710AA7 3700 3700000 3700000
GENERAL CABLE CORP COM 369300108 4886 373000 330400
GENERAL COMMUNICATION CL A CL A 369385109 3051 357700 315600
GENERAL DYNAMICS CORP COM 369550108 13275 166689 112489
GENERAL ELECTRIC CO COM 369604103 1333189 33263208 23262881
GENERAL GROWTH PROPERTIES COM 370021107 30343 782041 777986
GENERAL MILLS INC COM 370334104 12908 248174 239224
GENERAL MOTORS CORP COM 370442105 42295 870272 780854
GENERAL MOTORS CL H CL H NEW 370442832 2302 149000 149000
GENESCO INC COM 371532102 23 1100 1100
GENTEX CORP COM 371901109 0 0 0
GENESIS MICROCHIP INC COM 371933102 674 10200 10200
GENLYTE GROUP INC COM 372302109 801 26900 26900
GENUINE PARTS CO COM 372460105 3427 93380 93380
GENZYME CORP - GENL DIVISION COM GENL DIV 372917104 4591 76701 76701
GEORGIA-PAC (GEORGIA-PAC GP) COM GA PAC G 373298108 7352 266284 256384
GEORGIA-PACIFIC (TIMBER GRP)*O COM-TIMBER G 373298702 0 0 0
GILEAD SCIENCES INC COM 375558103 17344 263900 260900
GILLETTE COMPANY COM 375766102 12316 368757 228057
GLATFELTER COM 377316104 5161 331235 300500
GLAXOSMITHKLINE PLC ADR SPONSORED AD 37733W105 5188 104130 86253
GLENBOROUGH REALTY TRUST INC COM 37803P105 353 18200 18200
GLIMCHER REALTY TRUST SH BEN INT 379302102 380 20200 20200
GLOBAL INDUSTRIES LTD COM 379336100 0 0 0
GLOBAL IMAGING SYSTEMS INC COM 37934A100 646 43300 43300
GLOBAL MARINE INC*OLD COM 379352404 0 0 0
GLOBAL SPORTS INC COM 37937A107 2224 111500 99800
GLOBAL PAYMENTS INC COM 37940X102 468 13600 13600
GOLDEN STATE BANCORP COM 381197102 3224 123300 123300
GOLDEN WEST FINANCIAL CORP COM 381317106 7594 129045 126445
GOLDMAN SACHS GROUP INC COM 38141G104 219287 2364280 2083105
GOODRICH CORPORATION COM 382388106 1738 65298 58298
GOODYEAR TIRE & RUBBER CO COM 382550101 381 15992 15992
GOTO.COM INC*OLD COM 38348T107 0 0 0
GRACO INC COM 384109104 6989 178985 154035
GRAINGER (W.W.) INC COM 384802104 3493 72770 65070
GRANT PRIDECO INC COM 38821G101 66 5700 5700
GREAT LAKES CHEMICAL CORP COM 390568103 120 4925 4925
GREAT LAKES REIT INC COM 390752103 179 11200 11200
GREAT PLAINS ENERGY INC COM 391164100 0 0 0
GREATER BAY BANCORP COM 391648102 22 760 760
GREENPOINT FINANCIAL CORP COM 395384100 11197 313200 311700
GRIFFIN CORPORATION COM 398433102 3470 231300 199530
GROUP 1 AUTOMOTIVE INC COM 398905109 7786 273090 242790
GTECH HOLDINGS CORP COM 400518106 2939 64900 64900
GUIDANT CORP COM 401698105 4560 91573 86873
GUILFORD PHARMACEUTICALS INC COM 401829106 2327 193900 163500
HCA INC COM 404119109 22826 592276 571576
HCC INSURANCE HOLDINGS INC COM 404132102 0 0 0
HNC SOFTWARE COM 40425P107 43 2100 2100
HRPT PROPERTIES TRUST COM SH BEN I 40426W101 4482 517600 448600
HSBC HOLDINGS PLC ADR SPON ADR NEW 404280406 5303 88808 72504
HAIN CELESTIAL GROUP INC COM 405217100 1307 47600 47600
SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
GEMSTAR TV GUIDE INTERNATIONAL 0 0 0 33480 0 17900
GENCORP INC 0 900 0 243300 0 45000
GENENTECH INC 0 0 0 334789 0 25430
GENENTECH INC (DNA) CVT 5.0 03 0 0 0 3700000 0 0
GENERAL CABLE CORP 0 1000 0 251800 0 56100
GENERAL COMMUNICATION CL A 0 900 0 240900 0 51700
GENERAL DYNAMICS CORP 0 0 0 97089 0 6600
GENERAL ELECTRIC CO 1141080 6881060 0 17559496 152310 13438845
GENERAL GROWTH PROPERTIES 0 0 0 751856 0 29230
GENERAL MILLS INC 0 0 0 218424 0 3850
GENERAL MOTORS CORP 318 0 0 650275 0 61497
GENERAL MOTORS CL H 0 0 0 149000 0 0
GENESCO INC 0 0 0 0 0 1100
GENTEX CORP 0 0 0 0 0 0
GENESIS MICROCHIP INC 0 0 0 5800 0 4400
GENLYTE GROUP INC 0 0 0 23300 0 0
GENUINE PARTS CO 0 0 0 93380 0 0
GENZYME CORP - GENL DIVISION 0 0 0 50701 0 26000
GEORGIA-PAC (GEORGIA-PAC GP) 0 0 0 231384 0 9900
GEORGIA-PACIFIC (TIMBER GRP)*O 0 0 0 0 0 0
GILEAD SCIENCES INC 0 0 0 218200 0 45700
GILLETTE COMPANY 0 0 0 198557 0 19500
GLATFELTER 0 500 0 243200 0 34500
GLAXOSMITHKLINE PLC ADR 0 0 0 82925 0 3328
GLENBOROUGH REALTY TRUST INC 0 0 0 18200 0 0
GLIMCHER REALTY TRUST 0 0 0 20200 0 0
GLOBAL INDUSTRIES LTD 0 0 0 0 0 0
GLOBAL IMAGING SYSTEMS INC 0 0 0 36800 0 0
GLOBAL MARINE INC*OLD 0 0 0 0 0 0
GLOBAL SPORTS INC 0 300 0 78000 0 13700
GLOBAL PAYMENTS INC 0 0 0 13600 0 0
GOLDEN STATE BANCORP 0 0 0 106200 0 17100
GOLDEN WEST FINANCIAL CORP 0 0 0 95045 0 24300
GOLDMAN SACHS GROUP INC 220065 16120 0 1542060 33330 748110
GOODRICH CORPORATION 0 0 0 38698 0 500
GOODYEAR TIRE & RUBBER CO 0 0 0 15992 0 0
GOTO.COM INC*OLD 0 0 0 0 0 0
GRACO INC 0 550 0 112050 0 33835
GRAINGER (W.W.) INC 0 800 0 45870 0 1300
GRANT PRIDECO INC 0 0 0 5700 0 0
GREAT LAKES CHEMICAL CORP 0 0 0 4925 0 0
GREAT LAKES REIT INC 0 0 0 11200 0 0
GREAT PLAINS ENERGY INC 0 0 0 0 0 0
GREATER BAY BANCORP 0 0 0 0 0 760
GREENPOINT FINANCIAL CORP 0 0 0 252800 0 60400
GRIFFIN CORPORATION 0 670 0 146520 0 42010
GROUP 1 AUTOMOTIVE INC 0 600 0 186200 0 38990
GTECH HOLDINGS CORP 0 0 0 49500 0 15400
GUIDANT CORP 0 0 0 76073 0 300
GUILFORD PHARMACEUTICALS INC 0 600 0 122200 0 32500
HCA INC 0 0 0 520961 0 17015
HCC INSURANCE HOLDINGS INC 0 0 0 0 0 0
HNC SOFTWARE 0 0 0 1200 0 900
HRPT PROPERTIES TRUST 0 1600 0 336600 0 84500
HSBC HOLDINGS PLC ADR 0 0 0 70954 0 1550
HAIN CELESTIAL GROUP INC 0 0 0 0 0 47600
SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
HALLIBURTON CO COM 406216101 18490 1411438 1359338
HANCOCK FABRICS INC COM 409900107 7465 567700 503900
JOHN HANCOCK FINANCIAL SRVCS COM 41014S106 2295 55580 52080
HANDLEMAN CO COM 410252100 8065 543100 477700
HANDSPRING INC COM 410293104 2248 333500 285100
HANOVER COMPRESSOR CO COM 410768105 672 26600 26600
HANSON PLC ADR SPON ADR NEW 411352404 54 1612 1100
HARLAND (JOHN H.) CO COM 412693103 7441 336700 301900
HARLEY-DAVIDSON INC COM 412822108 7600 139931 132931
HARMAN INTERNATIONAL COM 413086109 36 800 800
HARMONIC INC COM 413160102 1816 151100 129800
HARRAH'S ENTERTAINMENT INC COM 413619107 14767 399000 383800
HARRIS CORP COM 413875105 7096 232565 231600
HARSCO CORP COM 415864107 62 1800 1800
HARTE-HANKS INC COM 416196103 4674 165920 150700
HARTFORD FINANCIAL SVCS GRP COM 416515104 1567 24935 24035
HARVARD BIOSIENCE INC COM 416906105 15 1500 1500
HASBRO INC COM 418056107 2309 142297 135397
HAVERTY FURNITURE COM 419596101 63 3800 3800
HAWAIIAN ELECTRIC INDS COM 419870100 1132 28100 28000
HEALTH CARE PPTYS INVEST INC COM 421915109 13393 369857 367667
HEALTHSOUTH CORP COM 421924101 1161 78358 78358
HEALTH MGMT ASSOCIATES INC CL CL A 421933102 3515 191012 191012
HEALTH MNGT ASSOC(HMA)CVT 0.25 SR SB DEB CV 421933AB8 15362 23275000 23200000
HEALTHCARE REALTY TRUST INC COM 421946104 7726 275913 274883
HEALTH CARE REIT INC COM 42217K106 9940 408222 406532
HEALTHEXTRAS INC COM 422211102 0 0 0
HEALTH NET INC COM 42222G108 3809 174900 174900
HEARST CL ARGYLE TELEVISION IN COM 422317107 1632 75679 75679
HEIDRICK & STRUGGLES INTL COM 422819102 668 36800 36800
HEINZ (H.J.) CO COM 423074103 19441 472780 314730
HELLER FINANCIAL INC*OLD CL A 423328103 0 0 0
HELMERICH & PAYNE COM 423452101 7653 229265 69400
HENRY (JACK) & ASSOCIATES COM 426281101 1743 79800 79800
HERCULES INC COM 427056106 307 30682 30682
HERSHEY FOODS CORP COM 427866108 1191 17588 17588
HEWLETT-PACKARD CO COM 428236103 66637 3244245 2910067
HEWLETT-PACKARD(HWP) CVT 0.0 1 SB LYON ZERO 428236AC7 15382 33168000 33168000
HIBERNIA CORP CL A CL A 428656102 4707 264600 264600
HIGHWOODS PROPERTIES INC REIT COM 431284108 4679 180300 167900
HILLENBRAND INDUSTRIES COM 431573104 8152 147500 147500
HILTON HOTELS CORP COM 432848109 2068 189338 176238
HITACHI LTD ADR ADR 10 COM 433578507 2411 32940 27222
HISPANIC BROADCASTING CORP CL A 43357B104 803 31500 31500
HOLLINGER INTERNATIONAL INC CL A 435569108 0 0 0
HOME DEPOT INC COM 437076102 616041 12076864 8269414
HOME PROPERTIES OF NY INC COM 437306103 1204 38100 38100
HOMESTAKE MINING*OLD COM 437614100 0 0 0
HOMESTORE.COM INC COM 437852106 123 34200 34200
HON INDUSTRIES INC COM 438092108 32 1160 0
HONDA MOTOR CO LTD ADR AMERN SHS 438128308 2518 30887 26988
HONEYWELL INTERNATIONAL INC COM 438516106 249975 7391332 6562357
HOOPER HOLMES INC COM 439104100 10 1150 0
HORMEL FOODS CORP COM 440452100 658 24500 24500
HOSPITALITY PROPERTIES TRUST COM SH BEN I 44106M102 15987 541942 540572
HOST MARRIOTT CORP COM 44107P104 7758 861964 858984
SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
HALLIBURTON CO 0 0 0 1246138 0 46700
HANCOCK FABRICS INC 0 1300 0 391000 0 72000
JOHN HANCOCK FINANCIAL SRVCS 0 0 0 47480 0 2000
HANDLEMAN CO 0 1400 0 367100 0 76100
HANDSPRING INC 0 1000 0 213800 0 56900
HANOVER COMPRESSOR CO 0 0 0 11900 0 14700
HANSON PLC ADR 0 512 0 1100 0 512
HARLAND (JOHN H.) CO 0 800 0 232700 0 44200
HARLEY-DAVIDSON INC 0 0 0 108631 0 5400
HARMAN INTERNATIONAL 0 0 0 800 0 0
HARMONIC INC 0 400 0 98800 0 24700
HARRAH'S ENTERTAINMENT INC 0 0 0 358300 0 6300
HARRIS CORP 0 0 0 179300 0 52300
HARSCO CORP 0 0 0 1800 0 0
HARTE-HANKS INC 15220 0 0 152970 0 12950
HARTFORD FINANCIAL SVCS GRP 0 0 0 24035 0 900
HARVARD BIOSIENCE INC 0 0 0 0 0 1500
HASBRO INC 0 0 0 116297 0 500
HAVERTY FURNITURE 0 0 0 3800 0 0
HAWAIIAN ELECTRIC INDS 0 100 0 25400 0 2700
HEALTH CARE PPTYS INVEST INC 0 0 0 352507 0 16660
HEALTHSOUTH CORP 0 0 0 78358 0 0
HEALTH MGMT ASSOCIATES INC CL 0 0 0 135412 0 55600
HEALTH MNGT ASSOC(HMA)CVT 0.25 0 0 0 23275000 0 0
HEALTHCARE REALTY TRUST INC 0 0 0 263783 0 700
HEALTH CARE REIT INC 0 0 0 392072 0 15860
HEALTHEXTRAS INC 0 0 0 0 0 0
HEALTH NET INC 0 0 0 134200 0 40700
HEARST CL ARGYLE TELEVISION IN 0 0 0 75679 0 0
HEIDRICK & STRUGGLES INTL 0 0 0 20900 0 15900
HEINZ (H.J.) CO 450 0 0 240280 0 48900
HELLER FINANCIAL INC*OLD 0 0 0 0 0 0
HELMERICH & PAYNE 0 0 0 39400 0 30000
HENRY (JACK) & ASSOCIATES 0 0 0 31400 0 48400
HERCULES INC 0 0 0 30682 0 0
HERSHEY FOODS CORP 0 0 0 14888 0 2700
HEWLETT-PACKARD CO 0 40200 0 2453507 0 448330
HEWLETT-PACKARD(HWP) CVT 0.0 1 0 0 0 33168000 0 0
HIBERNIA CORP CL A 0 0 0 212200 0 52400
HIGHWOODS PROPERTIES INC REIT 0 300 0 139500 0 15200
HILLENBRAND INDUSTRIES 0 0 0 105900 0 41600
HILTON HOTELS CORP 0 0 0 139938 0 1000
HITACHI LTD ADR 0 0 0 26577 0 645
HISPANIC BROADCASTING CORP 0 0 0 15300 0 16200
HOLLINGER INTERNATIONAL INC 0 0 0 0 0 0
HOME DEPOT INC 635765 2640445 0 5714033 83070 5735201
HOME PROPERTIES OF NY INC 0 0 0 38100 0 0
HOMESTAKE MINING*OLD 0 0 0 0 0 0
HOMESTORE.COM INC 0 0 0 34200 0 0
HON INDUSTRIES INC 0 0 0 0 0 0
HONDA MOTOR CO LTD ADR 0 0 0 26329 0 659
HONEYWELL INTERNATIONAL INC 501480 63050 0 4669469 73280 2343599
HOOPER HOLMES INC 0 0 0 0 0 0
HORMEL FOODS CORP 0 0 0 24500 0 0
HOSPITALITY PROPERTIES TRUST 0 0 0 507422 0 28550
HOST MARRIOTT CORP 0 0 0 826264 0 35520
SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
HOT TOPIC INC COM 441339108 0 0 0
HOTEL RESERVATIONS INC CL A CL A 441451101 51 1100 1100
HOUSEHOLD INTERNATIONAL INC COM 441815107 99503 1717345 1574753
HOUSTON EXPLORATION COMPANY COM 442120101 3768 112200 98200
HUBBELL INC CL B CL B 443510201 0 0 0
HUDSON CITY BANCORP INC COM 443683107 0 0 0
HUDSON UNITED BANCORP COM 444165104 4549 158508 142508
HUGHES SUPPLY INC COM 444482103 5649 183000 155200
HUGOTON ROYALTY TRUST UNIT BEN INT 444717102 22 2200 2200
HUMANA INC COM 444859102 203 17237 17237
HUMAN GENOME SCIENCES INC COM 444903108 2172 64400 64400
HUNTINGTON BANCSHARES COM 446150104 952 55394 55394
HYDRIL COMPANY COM 448774109 1982 112400 96600
ICN PHARMACEUTICALS INC COM 448924100 975 29100 29100
IBP INC*OLD COM 449223106 0 0 0
ICOS CORPORATION COM 449295104 649 11300 11300
IDEC PHARMACEUTICALS CORP COM 449370105 29860 433200 424900
IDX SYSTEMS CORP COM 449491109 0 0 0
IMS HEALTH INC COM 449934108 2339 119870 111670
IRT PROPERTY CO COM 450058102 1276 120400 120400
ISTAR FINANCIAL INC COM 45031U101 0 0 0
ISTA PHARMACEUTICALS INC COM 45031X105 7088 1054807 1054807
ITT EDUCATIONAL SERVICES INC COM 45068B109 553 15000 15000
ITT INDUSTRIES INC COM 450911102 1086 21513 21513
IDACORP INC COM 451107106 1369 33730 33000
IDEXX LABORATORIES INC COM 45168D104 8417 295240 255040
IKON OFFICE SOLUTIONS INC COM 451713101 42 3600 3600
ILLINOIS TOOL WORKS COM 452308109 122798 1813326 1771788
ILLUMINET HOLDINGS INC*OLD COM 452334105 0 0 0
IMATION CORP COM 45245A107 75 3480 3480
IMCLONE SYSTEMS COM 45245W109 404 8700 8700
IMAGISTICS INTL INC COM 45247T104 159 12871 1671
IMMUNEX CORP COM 452528102 4533 163591 153191
IMPATH INC COM 45255G101 810 18200 18200
IMPCO TECHNOLOGIES INC COM 45255W106 2010 158400 135000
IMPERIAL CREDIT INDUSTRIES COM 452729106 8 17107 17107
IMMUNOMEDICS INC COM 452907108 4601 227100 197500
INCO LTD COM 453258402 1161 68519 68519
INDEPENDENCE COMMUNITY BANK COM 453414104 15061 661720 589620
INDEPENDENT BANK CORP MASS COM 453836108 47 2200 2200
INDYMAC MORTGAGE HOLDINGS COM 456607100 6560 280600 280600
INFOCUS CORPORATION COM 45665B106 881 40000 40000
INFORMATICA CORP COM 45666Q102 3263 224900 221400
INFONET SERVICES CORP CL B CL B 45666T106 0 0 0
ING GROEP NV ADR SPONSORED AD 456837103 4126 162138 130585
INGERSOLL-RAND CO*OLD COM 456866102 215198 5147050 4530290
INGRAM MICRO INC CL A CL A 457153104 90 5200 5200
INHALE THERAPEUTIC SYS INC COM 457191104 0 0 0
INKTOMI CORP COM 457277101 148 22000 22000
INPUT/OUTPUT INC COM 457652105 888 108100 108100
INSIGHT ENTERPRISES INC COM 45765U103 952 38700 38700
INSITUFORM TECHNOLOGIES CL A CL A 457667103 0 0 0
INSIGHT COMMUNICATIONS CO CL A 45768V108 0 0 0
INRANGE TECHNOLOGIES CORP CL B 45769V206 93 7500 7500
INNKEEPERS USA TRUST COM 4576J0104 1984 202470 201470
INSPIRE PHARMACEUTICALS INC COM 457733103 468 33200 33200
SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
HOT TOPIC INC 0 0 0 0 0 0
HOTEL RESERVATIONS INC CL A 0 0 0 1100 0 0
HOUSEHOLD INTERNATIONAL INC 0 4900 0 790468 0 819385
HOUSTON EXPLORATION COMPANY 0 300 0 75200 0 17200
HUBBELL INC CL B 0 0 0 0 0 0
HUDSON CITY BANCORP INC 0 0 0 0 0 0
HUDSON UNITED BANCORP 0 300 0 110908 0 19300
HUGHES SUPPLY INC 0 600 0 113400 0 33300
HUGOTON ROYALTY TRUST 0 0 0 2200 0 0
HUMANA INC 0 0 0 17237 0 0
HUMAN GENOME SCIENCES INC 0 0 0 61200 0 3200
HUNTINGTON BANCSHARES 0 0 0 55394 0 0
HYDRIL COMPANY 0 400 0 72000 0 19400
ICN PHARMACEUTICALS INC 0 0 0 16800 0 12300
IBP INC*OLD 0 0 0 0 0 0
ICOS CORPORATION 0 0 0 11300 0 0
IDEC PHARMACEUTICALS CORP 0 0 0 351400 0 71800
IDX SYSTEMS CORP 0 0 0 0 0 0
IMS HEALTH INC 0 0 0 95970 0 2900
IRT PROPERTY CO 0 0 0 105000 0 0
ISTAR FINANCIAL INC 0 0 0 0 0 0
ISTA PHARMACEUTICALS INC 0 0 0 1054807 0 0
ITT EDUCATIONAL SERVICES INC 0 0 0 7600 0 7400
ITT INDUSTRIES INC 0 0 0 21513 0 0
IDACORP INC 0 0 0 33000 0 0
IDEXX LABORATORIES INC 0 800 0 190800 0 50740
IKON OFFICE SOLUTIONS INC 0 0 0 3600 0 0
ILLINOIS TOOL WORKS 300 22950 0 1437347 0 360531
ILLUMINET HOLDINGS INC*OLD 0 0 0 0 0 0
IMATION CORP 0 0 0 2500 0 980
IMCLONE SYSTEMS 0 0 0 8700 0 0
IMAGISTICS INTL INC 0 0 0 1575 0 96
IMMUNEX CORP 0 0 0 124591 0 800
IMPATH INC 0 0 0 10300 0 7900
IMPCO TECHNOLOGIES INC 0 500 0 103100 0 25500
IMPERIAL CREDIT INDUSTRIES 0 0 0 17107 0 0
IMMUNOMEDICS INC 0 700 0 147100 0 40300
INCO LTD 0 0 0 17819 0 50700
INDEPENDENCE COMMUNITY BANK 0 1600 0 458300 0 90420
INDEPENDENT BANK CORP MASS 0 0 0 2200 0 0
INDYMAC MORTGAGE HOLDINGS 0 0 0 204400 0 76200
INFOCUS CORPORATION 0 0 0 40000 0 0
INFORMATICA CORP 0 3500 0 3500 0 221400
INFONET SERVICES CORP CL B 0 0 0 0 0 0
ING GROEP NV ADR 0 0 0 127448 0 3137
INGERSOLL-RAND CO*OLD 488850 34600 0 3338190 66230 1635120
INGRAM MICRO INC CL A 0 0 0 5200 0 0
INHALE THERAPEUTIC SYS INC 0 0 0 0 0 0
INKTOMI CORP 0 0 0 22000 0 0
INPUT/OUTPUT INC 0 0 0 90300 0 1800
INSIGHT ENTERPRISES INC 0 0 0 22075 0 16625
INSITUFORM TECHNOLOGIES CL A 0 0 0 0 0 0
INSIGHT COMMUNICATIONS CO 0 0 0 0 0 0
INRANGE TECHNOLOGIES CORP 0 0 0 7500 0 0
INNKEEPERS USA TRUST 0 0 0 201650 0 820
INSPIRE PHARMACEUTICALS INC 0 0 0 18800 0 14400
SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
INSTINET GROUP INC COM 457750107 1221 121500 121500
INTEGRA LIFESCIENCES HOLDING COM NEW 457985208 29 1100 1100
INTEGRATED DEVICE TECH INC COM 458118106 4951 186185 186185
INTEGRATED CIRCUIT SYSTEMS COM 45811K208 260 11500 11500
INTEL CORP COM 458140100 929253 29546991 21966078
INTER-TEL INC COM 458372109 10791 561440 496840
INTERCEPT GROUP INC COM 45845L107 446 10900 10900
SMITH BARNEY INTERMEDIATE MUNI COM 45880P104 341 35000 35000
INTERMUNE PHARMACEUTICALS COM 45884X103 197 4000 4000
INTERNAP NETWORK SERVICES COM 45885A102 11 9442 9442
INTL BUSINESS MACHINES CORP COM 459200101 571175 4722019 3414964
INTL FLAVORS & FRAGRANCES COM 459506101 30348 1021487 54987
INTL GAME TECHNOLOGY COM 459902102 39621 580102 561102
INTL MULTIFOODS CORP COM 460043102 51 2120 2120
INTERNATIONAL PAPER CO COM 460146103 82784 2051637 1990534
INTL RECTIFIER CORP COM 460254105 1136 32570 31570
INTL SPEEDWAY CORP CL A CL A 460335201 0 0 0
INTERNEURON PHARMACEUTICALS COM 460573108 2798 252300 219000
INTERNET CAPITAL GROUP INC COM 46059C106 0 145 145
INTERNET SECURITY SYSTEMS COM 46060X107 337 10500 10500
INTERPUBLIC GROUP COS INC COM 460690100 148814 5037695 4406080
INTERSIL CORP CL A 46069S109 4034 125100 125100
INTERSTATE BAKERIES COM 46072H108 8172 337960 310100
INTRAWEST CORPORATION COM NEW 460915200 894 51100 51100
INTERWOVEN INC COM 46114T102 0 0 0
INTIMATE BRANDS INC CL A 461156101 0 0 0
INTUIT INC COM 461202103 17415 407089 393189
INVACARE CORP COM 461203101 0 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 483 12350 12350
INVITROGEN CORP COM 46185R100 1003 16200 16200
INVESTORS FINANCIAL SVCS CP COM 461915100 2467 37260 37260
IONA TECHNOLOGIES PLC ADR SPONSORED AD 46206P109 487 24000 24000
IRON MOUNTAIN INC COM 462846106 3949 90150 90150
IRWIN FINANCIAL CORP COM 464119106 12134 713750 625450
ITO YOKADO CO LTD ADR ADR NEW 465714301 2831 62214 52654
ITRON INC COM 465741106 8157 269200 230200
I2 TECHNOLOGIES INC COM 465754109 1049 132800 132800
IVAX CORP COM 465823102 3805 188905 176430
IVEX PACKAGING CORP COM 465855104 8934 470220 417020
IVILLAGE INC COM 46588H105 1 500 500
JDN REALTY CORP COM 465917102 7127 578010 507410
IXYS CORP COM 46600W106 0 0 0
J & J SNACK FOODS CORP COM 466032109 24 995 0
JDS UNIPHASE CORP COM 46612J101 51713 5957726 5337586
JDA SOFTWARE GROUP INC COM 46612K108 2718 121600 103900
JLG INDUSTRIES INC COM 466210101 3411 320300 276200
JNI CORP COM 46622G105 1511 181800 154900
JP REALTY INC COM 46624A106 259 10900 10900
JP MORGAN CHASE & CO COM 46625H100 280220 7708949 6572589
JABIL CIRCUIT INC COM 466313103 129260 5689270 5042380
JACK IN THE BOX INC COM 466367109 57 2055 810
JACOBS ENGINEERING GROUP INC COM 469814107 0 0 0
JEFFERIES GROUP INC COM 472319102 47 1100 1100
JEFFERSON-PILOT CORP COM 475070108 18361 396827 377377
JOHN NUVEEN CO CL A CL A 478035108 2230 41700 41700
JOHNSON & JOHNSON COM 478160104 826416 13983345 10366623
SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
INSTINET GROUP INC 0 0 0 70300 0 51200
INTEGRA LIFESCIENCES HOLDING 0 0 0 1100 0 0
INTEGRATED DEVICE TECH INC 0 0 0 138485 0 47700
INTEGRATED CIRCUIT SYSTEMS 0 0 0 11500 0 0
INTEL CORP 1046350 4960270 0 16866568 138690 10957060
INTER-TEL INC 0 1400 0 381900 0 77740
INTERCEPT GROUP INC 0 0 0 0 0 10900
SMITH BARNEY INTERMEDIATE MUNI 0 0 0 35000 0 0
INTERMUNE PHARMACEUTICALS 0 0 0 500 0 3500
INTERNAP NETWORK SERVICES 0 0 0 9442 0 0
INTL BUSINESS MACHINES CORP 435 943200 0 2630919 0 1754990
INTL FLAVORS & FRAGRANCES 0 965000 0 54987 0 966500
INTL GAME TECHNOLOGY 0 0 0 539502 0 7600
INTL MULTIFOODS CORP 0 0 0 500 0 1620
INTERNATIONAL PAPER CO 0 32800 0 1614587 0 398797
INTL RECTIFIER CORP 0 0 0 13070 0 19500
INTL SPEEDWAY CORP CL A 0 0 0 0 0 0
INTERNEURON PHARMACEUTICALS 0 800 0 165100 0 42200
INTERNET CAPITAL GROUP INC 0 0 0 0 0 145
INTERNET SECURITY SYSTEMS 0 0 0 1800 0 8700
INTERPUBLIC GROUP COS INC 493365 53130 0 3213679 66440 1679376
INTERSIL CORP 0 0 0 125100 0 0
INTERSTATE BAKERIES 0 600 0 226600 0 60500
INTRAWEST CORPORATION 0 0 0 30400 0 20700
INTERWOVEN INC 0 0 0 0 0 0
INTIMATE BRANDS INC 0 0 0 0 0 0
INTUIT INC 0 2900 0 225889 0 155100
INVACARE CORP 0 0 0 0 0 0
INVESTMENT TECHNOLOGY GROUP 0 0 0 12350 0 0
INVITROGEN CORP 0 0 0 9700 0 6500
INVESTORS FINANCIAL SVCS CP 0 0 0 20200 0 17060
IONA TECHNOLOGIES PLC ADR 0 0 0 14700 0 9300
IRON MOUNTAIN INC 0 0 0 66050 0 24100
IRWIN FINANCIAL CORP 0 1900 0 475300 0 105450
ITO YOKADO CO LTD ADR 0 0 0 51383 0 1271
ITRON INC 0 800 0 169700 0 48100
I2 TECHNOLOGIES INC 0 0 0 85300 0 47500
IVAX CORP 12475 0 0 169523 0 19382
IVEX PACKAGING CORP 0 1200 0 318600 0 67220
IVILLAGE INC 0 0 0 0 0 0
JDN REALTY CORP 0 1500 0 381700 0 93110
IXYS CORP 0 0 0 0 0 0
J & J SNACK FOODS CORP 0 0 0 0 0 0
JDS UNIPHASE CORP 180500 20000 0 2836646 340 2706900
JDA SOFTWARE GROUP INC 0 400 0 77100 0 21500
JLG INDUSTRIES INC 0 800 0 205400 0 52100
JNI CORP 0 500 0 116400 0 30600
JP REALTY INC 0 0 0 10900 0 0
JP MORGAN CHASE & CO 480325 70819 0 5410817 23015 1832041
JABIL CIRCUIT INC 509270 35650 0 3784870 70940 1735780
JACK IN THE BOX INC 0 0 0 0 0 810
JACOBS ENGINEERING GROUP INC 0 0 0 0 0 0
JEFFERIES GROUP INC 0 0 0 600 0 500
JEFFERSON-PILOT CORP 0 0 0 303123 0 36004
JOHN NUVEEN CO CL A 0 0 0 35700 0 0
JOHNSON & JOHNSON 524880 2291934 0 7933449 70460 5319336
SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
JOHNSON CONTROLS INC COM 478366107 18560 229849 165249
JONES APPAREL GROUP INC COM 480074103 10037 302599 292399
JUNIPER NETWORKS INC COM 48203R104 3810 201050 194550
KLA-TENCOR CORPORATION COM 482480100 51448 1038099 999624
KMART CORP COM 482584109 423 77451 77451
KPMG CONSULTING INC COM 48265R109 0 0 0
K-SWISS INC CL A CL A 482686102 33 1000 0
KV PHARMACEUTICAL CO CL A CL A 482740206 3570 121000 101650
KADANT INC COM 48282T104 0 0 0
KB HOME COM 48666K109 20103 501323 464123
KELLOGG CO COM 487836108 1200 39869 39869
KEMET CORP COM 488360108 83 4700 3000
KENDLE INTERNATIONAL INC COM 48880L107 32 1600 1600
KENNAMETAL INC COM 489170100 6266 155600 141400
KERR-MCGEE CORP COM 492386107 37665 687325 19575
KERR-MCGEE CORP(KMG) CVT 5.25 SB DB CV 5.2 492386AP2 9990 8970000 8970000
KEY ENERGY SERVICES INC COM 492914106 15 1600 1600
KEY PRODUCTION COMPANY INC COM 493138101 2222 130700 112000
KEYCORP COM 493267108 41259 1695094 1634194
KEYSPAN CORPORATION COM 49337W100 1200 34634 34634
KEYSTONE PROPERTY TRUST COM 493596100 2324 177530 151330
KILROY REALTY CORP COM 49427F108 5991 228073 202843
KIMBERLY-CLARK CORP COM 494368103 183456 3067822 1242792
KIMCO REALTY CORP COM 49446R109 23855 729733 726260
KINDER MORGAN INC COM 49455P101 4062 72948 28948
KING PHARMACEUTICALS INC COM 495582108 13158 312316 303416
KIRIN BREWERY CO ADR ADR 497350207 36 500 500
KNIGHT RIDDER INC COM 499040103 7385 113738 47738
KNIGHT TRADING GROUP INC COM 499063105 0 0 0
KNIGHT TRANSPORT COM 499064103 217 11550 11550
KOGER EQUITY INC COM 500228101 3252 199500 171900
KOHLS CORP COM 500255104 84351 1197490 1160760
KONINKLIJKE PHILIPS ELECTRONIC NY REG SH NE 500472303 5218 179237 144110
KOPIN CORP COM 500600101 175 12500 12500
KOREA ELEC POWER CORP ADR SPONSORED AD 500631106 1896 207218 171563
KOREA TELECOM CORP ADR SPONSORED AD 50063P103 1866 91810 77920
KRAFT FOODS INC CL A CL A 50075N104 34784 1022150 951700
KRISPY KREME DOUGHNUTS INC COM 501014104 5415 122500 122500
KROGER CO COM 501044101 93283 4469702 2992933
KRONOS INC COM 501052104 8046 166310 143310
KULICKE & SOFFA INDUSTRIES COM 501242101 1417 82600 70800
KYOCERA CORP ADR ADR 501556203 3107 46560 38544
LNR PROPERTY CORP COM 501940100 21 680 680
LSI LOGIC CORP COM 502161102 13368 847164 831964
LTX CORP COM 502392103 683 32600 31400
L-3 COMMUNICATIONS HLDGS INC COM 502424104 4284 47600 46300
LVMH ADR SPONSORED AD 502441207 63 7700 7700
LA QUINTA PROPERTIES-PAIRED*OL PAIRED CTF 50419Q409O 0 0 0
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 0 0 0
LABRANCHE & CO INC COM 505447102 39 1130 0
LAFARGE NORTH AMERICA INC COM 505862102 36 955 0
LAM RESEARCH CORP COM 512807108 14945 643640 635240
LAMAR ADVERTISING CO CL A 512815101 4805 113485 113485
LAMSON & SESSIONS CO COM 513696104 4519 860856 860856
LANCASTER COLONY CORP COM 513847103 5653 159200 144300
LANDAMERICA FINANCIAL GROUP COM 514936103 10238 356720 314320
SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
JOHNSON CONTROLS INC 4500 0 0 139389 0 16460
JONES APPAREL GROUP INC 0 0 0 257699 0 38000
JUNIPER NETWORKS INC 0 0 0 153550 0 31900
KLA-TENCOR CORPORATION 10790 0 0 943294 0 45520
KMART CORP 0 0 0 77451 0 0
KPMG CONSULTING INC 0 0 0 0 0 0
K-SWISS INC CL A 0 0 0 0 0 0
KV PHARMACEUTICAL CO CL A 0 350 0 74600 0 22300
KADANT INC 0 0 0 0 0 0
KB HOME 0 800 0 395333 0 52790
KELLOGG CO 0 0 0 39869 0 0
KEMET CORP 0 0 0 3000 0 1700
KENDLE INTERNATIONAL INC 0 0 0 1600 0 0
KENNAMETAL INC 0 300 0 113900 0 17700
KERR-MCGEE CORP 0 626000 0 15475 0 627350
KERR-MCGEE CORP(KMG) CVT 5.25 0 0 0 8970000 0 0
KEY ENERGY SERVICES INC 0 0 0 1600 0 0
KEY PRODUCTION COMPANY INC 0 500 0 82400 0 23600
KEYCORP 0 0 0 1527094 0 37300
KEYSPAN CORPORATION 0 0 0 34634 0 0
KEYSTONE PROPERTY TRUST 0 600 0 111700 0 32630
KILROY REALTY CORP 0 600 0 160643 0 30700
KIMBERLY-CLARK CORP 0 1583500 0 1090092 0 1779030
KIMCO REALTY CORP 0 0 0 697190 0 31770
KINDER MORGAN INC 0 0 0 11048 0 17900
KING PHARMACEUTICALS INC 8900 0 0 279735 0 32581
KIRIN BREWERY CO ADR 0 0 0 500 0 0
KNIGHT RIDDER INC 0 0 0 33638 0 14100
KNIGHT TRADING GROUP INC 0 0 0 0 0 0
KNIGHT TRANSPORT 0 0 0 6450 0 5100
KOGER EQUITY INC 0 600 0 130800 0 32600
KOHLS CORP 9200 0 0 1080475 0 58885
KONINKLIJKE PHILIPS ELECTRONIC 0 0 0 141279 0 2831
KOPIN CORP 0 0 0 12500 0 0
KOREA ELEC POWER CORP ADR 0 0 0 167832 0 3731
KOREA TELECOM CORP ADR 0 0 0 76558 0 1362
KRAFT FOODS INC CL A 0 9100 0 207400 0 789150
KRISPY KREME DOUGHNUTS INC 0 0 0 122500 0 0
KROGER CO 0 1272100 0 2487383 0 1837850
KRONOS INC 0 500 0 105400 0 30160
KULICKE & SOFFA INDUSTRIES 0 200 0 52800 0 14500
KYOCERA CORP ADR 0 0 0 37682 0 862
LNR PROPERTY CORP 0 0 0 0 0 680
LSI LOGIC CORP 0 15200 0 96364 0 750800
LTX CORP 0 0 0 17900 0 13500
L-3 COMMUNICATIONS HLDGS INC 0 0 0 28800 0 18800
LVMH ADR 0 0 0 7700 0 0
LA QUINTA PROPERTIES-PAIRED*OL 0 0 0 0 0 0
LABORATORY CRP OF AMER HLDGS 0 0 0 0 0 0
LABRANCHE & CO INC 0 0 0 0 0 0
LAFARGE NORTH AMERICA INC 0 0 0 0 0 0
LAM RESEARCH CORP 0 0 0 571740 0 71900
LAMAR ADVERTISING CO 0 0 0 86085 0 27400
LAMSON & SESSIONS CO 0 0 0 0 0 860856
LANCASTER COLONY CORP 0 300 0 94900 0 43450
LANDAMERICA FINANCIAL GROUP 0 800 0 241200 0 50420
SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
LANDS' END INC COM 515086106 5141 102500 102500
LANDRY'S RESTAURANTS INC COM 51508L103 11918 639030 560430
LANDSTAR SYSTEM INC COM 515098101 16 220 220
LANTRONIX INC COM 516548104 14 2200 2200
LASALLE HOTEL PROPERTIES COM SH BEN I 517942108 643 54800 54800
LATTICE SEMICONDUCTOR CORP COM 518415104 2016 98000 98000
ESTEE LAUDER COMPANIES CL A CL A 518439104 1579 49250 47900
LAWSON SOFTWARE COM 520780107 279 17700 17700
LEAP WIRELESS INTL INC COM 521863100 4909 234100 800
LEAR CORPORATION COM 521865105 1350 35400 35400
LEE ENTERPRISES INC COM 523768109 0 0 0
LEGGETT & PLATT INC COM 524660107 442 19228 19228
LEGG MASON INC COM 524901105 0 0 0
LEHMAN BROTHERS HOLDINGS INC COM 524908100 90311 1351963 1273213
LENNAR CORP COM 526057104 11808 252200 252200
LENNOX INTERNATIONAL INC COM 526107107 2198 226600 194100
LEUCADIA NATIONAL CORP COM 527288104 0 0 0
LEVEL 3 COMMUNICATIONS INC COM 52729N100 2313 462500 462500
LEXMARK INTL GROUP INC CL A CL A 529771107 14204 240743 232243
LIBERATE TECHNOLOGIES COM 530129105 486 42300 42300
LIBERTY CORP COM 530370105 0 0 0
LIBERTY FINANCIAL COMPANIES*OL COM 530512102 0 0 0
LIBERTY MEDIA CORP CL A COM SER A 530718105 56572 4040840 3168740
LIBERTY PROPERTY TRUST SH BEN INT 531172104 17230 577210 574075
LIFEPOINT HOSPITALS INC COM 53219L109 0 1 1
LIGHTBRIDGE INC COM 532226107 0 0 0
LILLY (ELI) & CO COM 532457108 254902 3245505 1655933
LIMITED INC COM 532716107 99411 6753431 6616514
LINCARE HOLDINGS INC COM 532791100 264 9200 9200
LINCOLN ELECTRIC HOLDINGS COM 533900106 7097 290400 256500
LINCOLN NATIONAL CORP COM 534187109 35846 738028 711723
LINEAR TECHNOLOGY CORP COM 535678106 28994 742674 686434
LINENS 'N THINGS INC COM 535679104 1058 41500 41500
LIZ CLAIBORNE INC COM 539320101 11344 228026 221126
LOCKHEED MARTIN CORPORATION COM 539830109 15280 327401 312191
LOEWS CORP COM 540424108 49907 901172 867172
LONE STAR STEAKHOUSE &SALOON COM 542307103 621 41900 41900
LONE STAR TECHNOLOGIES INC COM 542312103 1447 82200 70900
LONGS DRUG STORES CORP COM 543162101 0 0 0
LOUDEYE TECHNOLOGIES INC COM 545754103 35 47472 47472
LOUISIANA-PACIFIC CORP COM 546347105 163 19326 19326
LOWES COMPANIES INC COM 548661107 82281 1772926 1649736
LUBRIZOL CORP COM 549271104 2687 76565 76000
LUCENT TECHNOLOGIES INC COM 549463107 75151 11928684 11646016
LUMINEX CORP COM 5.50E+106 1750 103200 87000
LYONDELL CHEMICAL COMPANY COM 552078107 0 0 0
M & T BANK CORPORATION COM 55261F104 590 8100 8100
MAF BANCORP INC COM 55261R108 1513 51300 51300
MBIA INC COM 55262C100 45252 843775 814575
MBNA CORP COM 55262L100 16388 465557 200357
MDC HOLDINGS INC COM 552676108 8085 213943 194463
MDU RESOURCES GROUP INC COM 552690109 0 0 0
MGIC INVESTMENT CORP COM 552848103 184921 2996132 2598704
MGM MIRAGE COM 552953101 4039 139900 139900
MIM CORP COM 553044108 4911 275900 231000
MKS INSTRUMENTS INC COM 55306N104 0 0 0
SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
LANDS' END INC 0 0 0 66800 0 35700
LANDRY'S RESTAURANTS INC 0 1700 0 426300 0 94630
LANDSTAR SYSTEM INC 0 0 0 0 0 220
LANTRONIX INC 0 0 0 0 0 2200
LASALLE HOTEL PROPERTIES 0 0 0 48200 0 0
LATTICE SEMICONDUCTOR CORP 0 0 0 62900 0 35100
ESTEE LAUDER COMPANIES CL A 0 0 0 27700 0 21550
LAWSON SOFTWARE 0 0 0 10100 0 7600
LEAP WIRELESS INTL INC 0 0 0 800 0 0
LEAR CORPORATION 0 0 0 16000 0 19400
LEE ENTERPRISES INC 0 0 0 0 0 0
LEGGETT & PLATT INC 0 0 0 19228 0 0
LEGG MASON INC 0 0 0 0 0 0
LEHMAN BROTHERS HOLDINGS INC 0 0 0 1214713 0 37350
LENNAR CORP 0 0 0 210000 0 42200
LENNOX INTERNATIONAL INC 0 600 0 145400 0 38100
LEUCADIA NATIONAL CORP 0 0 0 0 0 0
LEVEL 3 COMMUNICATIONS INC 0 0 0 462500 0 0
LEXMARK INTL GROUP INC CL A 0 0 0 211943 0 10100
LIBERATE TECHNOLOGIES 0 0 0 35500 0 500
LIBERTY CORP 0 0 0 0 0 0
LIBERTY FINANCIAL COMPANIES*OL 0 0 0 0 0 0
LIBERTY MEDIA CORP CL A 0 0 0 625040 0 2692900
LIBERTY PROPERTY TRUST 0 0 0 556895 0 19480
LIFEPOINT HOSPITALS INC 0 0 0 0 0 1
LIGHTBRIDGE INC 0 0 0 0 0 0
LILLY (ELI) & CO 300 1353688 0 1350523 0 1670848
LIMITED INC 0 70500 0 5551424 0 1150700
LINCARE HOLDINGS INC 0 0 0 9200 0 0
LINCOLN ELECTRIC HOLDINGS 0 700 0 198000 0 42300
LINCOLN NATIONAL CORP 0 16400 0 613143 0 102150
LINEAR TECHNOLOGY CORP 41040 7600 0 339374 0 384300
LINENS 'N THINGS INC 0 0 0 20100 0 21400
LIZ CLAIBORNE INC 0 0 0 189626 0 20600
LOCKHEED MARTIN CORPORATION 0 15000 0 309180 0 18221
LOEWS CORP 0 0 0 818472 0 11900
LONE STAR STEAKHOUSE &SALOON 0 0 0 36800 0 0
LONE STAR TECHNOLOGIES INC 0 200 0 52700 0 15300
LONGS DRUG STORES CORP 0 0 0 0 0 0
LOUDEYE TECHNOLOGIES INC 0 0 0 47472 0 0
LOUISIANA-PACIFIC CORP 0 0 0 19326 0 0
LOWES COMPANIES INC 0 4500 0 1397336 0 206950
LUBRIZOL CORP 0 0 0 55200 0 20800
LUCENT TECHNOLOGIES INC 0 93500 0 9057126 0 2522790
LUMINEX CORP 0 400 0 64900 0 17500
LYONDELL CHEMICAL COMPANY 0 0 0 0 0 0
M & T BANK CORPORATION 0 0 0 8100 0 0
MAF BANCORP INC 0 0 0 43900 0 0
MBIA INC 0 0 0 763575 0 18600
MBNA CORP 0 0 0 178957 0 159100
MDC HOLDINGS INC 0 450 0 149725 0 28798
MDU RESOURCES GROUP INC 0 0 0 0 0 0
MGIC INVESTMENT CORP 274810 17440 0 2007154 33960 833800
MGM MIRAGE 0 0 0 111700 0 28200
MIM CORP 0 800 0 170100 0 49300
MKS INSTRUMENTS INC 0 0 0 0 0 0
SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
MMO2 PLC-ADR ADR 55309W101 216 17111 1751
MSC SOFTWARE CORP COM 553531104 8 500 500
MTS SYSTEMS CORP COM 553777103 2813 278200 247600
MACERICH COMPANY (THE) COM 554382101 5972 224523 223623
MACK-CALI REALTY CORP COM 554489104 21750 701159 697784
MACROVISION CORP COM 555904101 0 0 0
MACRONIX INTL CO LTD ADR SPONSORED AD 556103109 390 50603 50603
MADISON GAS & ELECTRIC CO COM 557497104 30 1125 0
MAGNA INTERNATIONAL INC CL A CL A 559222401 44 700 0
MAGNA INTL CL A(MGA) CVT 4.875 SUB DB CV 14 559222AF1 20859 20400000 20400000
MAGNA INTL CL A(MGA) CVT 4.875 SBDB CV 4.87 559222AG9 3195 3125000 3125000
MAGNETEK INC COM 559424106 1603 177900 149500
MANDALAY RESORT GROUP COM 562567107 2129 99500 99500
MANHATTAN ASSOCIATES INC COM 562750109 414 14200 14200
MANITOWOC COMPANY INC COM 563571108 3001 96500 82300
MANOR CARE INC COM 564055101 2330 98281 98281
MANPOWER INC COM 56418H100 98 2900 2900
MANUFACTURED HOME COMMUNITIES COM 564682102 6434 206157 205157
MANUGISTICS GROUP INC COM 565011103 460 21800 21800
MARKEL CORP COM 570535104 0 0 0
MARSH & MCLENNAN COS COM 571748102 407245 3790085 2931635
MARSHALL & ILSLEY CORP COM 571834100 8416 133000 129500
MARRIOTT INTERNATIONAL CL A CL A 571903202 2346 57724 57724
MARTEK BIOSCIENCES CORP COM 572901106 4333 199210 167610
MARTIN MARIETTA MATERIALS COM 573284106 8661 185850 114290
MASCO CORP COM 574599106 222687 9089276 7874356
MASSEY ENERGY COMPANY COM 576206106 35 1700 1700
MATRIA HEALTHCARE INC COM NEW 576817209 0 0 0
MATRIXONE INC COM 57685P304 0 0 0
MATTEL INC COM 577081102 2250 130815 126015
MAXTOR CORP COM NEW 577729205 808 127400 127400
MAXIM INTEGRATED PRODUCTS COM 57772K101 131696 2508013 2136438
MAXYGEN INC COM 577776107 0 0 0
MAY DEPARTMENT STORES CO COM 577778103 48486 1311138 1165438
MAYTAG CORP COM 578592107 559 18007 18007
MCAFEE.COM CORPORATION CL A 579062100 10764 317430 271030
MCCLATCHY COMPANY CL A CL A 579489105 29 625 0
MCCORMICK & CO NON VTG SHRS COM NON VTG 579780206 4579 109100 109100
MCDATA CORPORATION- CL A CL A 580031201 397 16205 16205
MCDERMOTT INTL INC COM 580037109 75 6094 6094
MCDONALD'S CORPORATION COM 580135101 252373 9534295 5239120
MCGRAW-HILL COMPANIES INC COM 580645109 7314 119949 81749
MCK COMMUNICATIONS COM 581243102 6 4230 4230
MCKESSON CORP COM 58155Q103 7182 192035 185335
MCLEODUSA INC CL A CL A 582266102 322 871400 0
MEAD CORP*OLD COM 582834107 3473 112440 110540
MEDAREX INC COM 583916101 557 31000 31000
MEDIA GENERAL INC CL A CL A 584404107 1025 20560 20560
MEDIACOM COMMUNICATIONS CO CL A 58446K105 49 2700 2700
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 7710 119370 104070
MEDIMMUNE INC COM 584699102 4695 101303 101303
MEDQUIST INC COM 584949101 82 2800 2800
MEDTRONIC INC COM 585055106 507471 9909608 6660974
MELLON FINANCIAL CORP COM 58551A108 98209 2610565 2538092
MENTOR CORP COM 587188103 12732 445790 391090
MENTOR GRAPHICS CORP COM 587200106 11919 505700 473900
SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
MMO2 PLC-ADR 0 0 0 1751 0 0
MSC SOFTWARE CORP 0 0 0 0 0 500
MTS SYSTEMS CORP 0 600 0 190000 0 37000
MACERICH COMPANY (THE) 0 0 0 218043 0 680
MACK-CALI REALTY CORP 0 0 0 670084 0 30500
MACROVISION CORP 0 0 0 0 0 0
MACRONIX INTL CO LTD ADR 0 0 0 50603 0 0
MADISON GAS & ELECTRIC CO 0 0 0 0 0 0
MAGNA INTERNATIONAL INC CL A 0 0 0 0 0 700
MAGNA INTL CL A(MGA) CVT 4.875 0 0 0 20400000 0 0
MAGNA INTL CL A(MGA) CVT 4.875 0 0 0 3125000 0 0
MAGNETEK INC 0 600 0 109200 0 31800
MANDALAY RESORT GROUP 0 0 0 80100 0 19400
MANHATTAN ASSOCIATES INC 0 0 0 9000 0 5200
MANITOWOC COMPANY INC 0 300 0 61000 0 16800
MANOR CARE INC 0 0 0 83481 0 14800
MANPOWER INC 0 0 0 2900 0 0
MANUFACTURED HOME COMMUNITIES 0 0 0 204307 0 1850
MANUGISTICS GROUP INC 0 0 0 12800 0 9000
MARKEL CORP 0 0 0 0 0 0
MARSH & MCLENNAN COS 209620 486290 0 2094930 28810 1598275
MARSHALL & ILSLEY CORP 0 0 0 104700 0 15400
MARRIOTT INTERNATIONAL CL A 0 0 0 57724 0 0
MARTEK BIOSCIENCES CORP 0 600 0 122400 0 35810
MARTIN MARIETTA MATERIALS 11560 0 0 115930 0 9920
MASCO CORP 975730 68860 0 5588986 132870 3210500
MASSEY ENERGY COMPANY 0 0 0 1700 0 0
MATRIA HEALTHCARE INC 0 0 0 0 0 0
MATRIXONE INC 0 0 0 0 0 0
MATTEL INC 0 0 0 92515 0 20400
MAXTOR CORP 0 0 0 127400 0 0
MAXIM INTEGRATED PRODUCTS 269020 13370 0 1640063 26610 741955
MAXYGEN INC 0 0 0 0 0 0
MAY DEPARTMENT STORES CO 0 0 0 1073938 0 37600
MAYTAG CORP 0 0 0 16957 0 1050
MCAFEE.COM CORPORATION 0 1000 0 201100 0 55930
MCCLATCHY COMPANY CL A 0 0 0 0 0 0
MCCORMICK & CO NON VTG SHRS 0 0 0 81900 0 27200
MCDATA CORPORATION- CL A 0 0 0 10199 0 6006
MCDERMOTT INTL INC 0 0 0 6094 0 0
MCDONALD'S CORPORATION 800 3940900 0 4406655 0 4858615
MCGRAW-HILL COMPANIES INC 0 0 0 66649 0 1200
MCK COMMUNICATIONS 0 0 0 4230 0 0
MCKESSON CORP 0 0 0 153935 0 20900
MCLEODUSA INC CL A 0 0 0 0 0 0
MEAD CORP*OLD 0 0 0 105240 0 100
MEDAREX INC 0 0 0 17500 0 13500
MEDIA GENERAL INC CL A 0 0 0 9200 0 11360
MEDIACOM COMMUNICATIONS CO 0 0 0 2700 0 0
MEDICIS PHARMACEUTICAL CORP 0 300 0 79800 0 17670
MEDIMMUNE INC 0 0 0 101303 0 0
MEDQUIST INC 0 0 0 2800 0 0
MEDTRONIC INC 650108 2221526 0 5000388 86354 4483046
MELLON FINANCIAL CORP 0 41700 0 2100752 0 468770
MENTOR CORP 0 1200 0 296600 0 67690
MENTOR GRAPHICS CORP 0 700 0 348600 0 115500
SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
MERCANTILE BANKSHARES CORP COM 587405101 0 0 0
MERCK & CO INC COM 589331107 700130 11906972 9803537
MERCURY COMPUTER SYSTEMS INC COM 589378108 0 0 0
MERCURY GENL CORP NEW COM 589400100 0 0 0
MERCURY INTERACTIVE CORP COM 589405109 5712 168110 163730
MEREDITH CORP COM 589433101 990 27772 27772
MERISTAR HOSPITALITY CORP REIT COM 58984Y103 1042 73410 72210
MERITAGE CORPORATION COM 59001A102 4607 89800 83000
MERRILL LYNCH & CO COM 590188108 40919 785092 666997
MERRILL LYNCH & CO(MER) CVT 0. LYON ZERO 590188A65 16854 31800000 31800000
MESA AIR GROUP INC COM 590479101 0 0 0
MESABA HLDGS INC COM 59066B102 0 0 0
METHODE ELECTRONICS CL A 591520200 3416 427000 380800
METLIFE INC COM 59156R108 12550 396152 308752
METRIS COMPANIES INC COM 591598107 1139 44300 44300
METRO GOLDWYN MAYER INC COM 591610100 18 800 800
METRO ONE TELECOMMUNICATIONS COM 59163F105 2257 74600 65350
METROMEDIA FIBER NETWORK INC CL A 591689104 0 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 16847 324926 301066
MICHAELS STORES INC COM 594087108 461 14000 14000
MICREL INC COM 594793101 71 2690 2690
MICROSOFT CORP COM 594918104 1299121 19609380 14864963
MICROCHIP TECHNOLOGY INC COM 595017104 27409 707500 688300
MICROMUSE INC COM 595094103 9167 611100 0
MICRON TECHNOLOGY INC COM 595112103 39731 1281649 1169949
MICROSEMI CORP COM 595137100 5569 187510 163610
MICROTUNE INC COM 59514P109 204 8700 8700
MID-AMER APT CMNTYS INC COM 59522J103 1123 42700 42700
MID-ATLANTIC RLTY TR SH BEN INT 595232109 157 10100 10100
MID ATLANTIC MEDICAL SVCS COM 59523C107 13854 610300 535100
STANDARD AND POOR'S MIDCAP 400 UNIT SER 1 595635103 1670 18000 0
MIDWAY GAMES INC COM 598148104 6163 410600 370200
MILLENNIUM PHARMACEUTICALS COM 599902103 2034 83000 83000
MILLENNIUM CHEMICALS INC COM 599903101 23 1810 1810
MILLER (HERMAN) INC COM 600544100 0 0 0
MILLIPORE CORP COM 601073109 4729 77910 39910
MILLS CORP COM 601148109 508 19200 19200
MINERALS TECHNOLOGIES INC COM 603158106 709 15200 15200
MINNESOTA MINING & MFG CO (3M) COM 604059105 58469 494621 400951
MIRANT CORP COM 604675108 13910 868300 843085
MITCHELL ENERGY & DEV CORP*OLD CL A 606592202 192 3600 3600
MITSUBISHI TOKYO FINAN ADR SPONSORED AD 606816106 773 119412 49888
MODINE MFG CO COM 607828100 0 0 0
MOHAWK INDS INC COM 608190104 395 7200 7200
MOLEX INC COM 608554101 4991 161244 60544
MONSANTO COMPANY COM 61166W101 81 2400 2400
MONTANA POWER CO COM 612085100 10 1800 1800
MONY GROUP INC COM 615337102 311 9000 9000
MOODYS CORPORATION COM 615369105 2626 65893 62293
MOOG INC CL A 615394202 3981 182600 164300
MORGAN STANLEY DEAN WITTER & C COM NEW 617446448 485343 8676137 6454727
MSDW CALIF QUALITY MUNI SECS M CALIF QLTY M 61745P635 1 76 76
MOTOROLA INC COM 620076109 55336 3684171 3198071
MOTOROLA INC(MOT) CVT 0.0 09-0 LYON SUB ZER 620076AE9 8584 10250000 10250000
MOTOROLA INC(MOT) CVT 0.0 09-2 LYON SUB ZER 620076AJ8 13153 17250000 17250000
MOVIE GALLERY INC COM 624581104 5419 222470 190420
SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
MERCANTILE BANKSHARES CORP 0 0 0 0 0 0
MERCK & CO INC 442710 1152870 0 8107177 60020 3125260
MERCURY COMPUTER SYSTEMS INC 0 0 0 0 0 0
MERCURY GENL CORP NEW 0 0 0 0 0 0
MERCURY INTERACTIVE CORP 4380 0 0 148670 0 19440
MEREDITH CORP 0 0 0 27772 0 0
MERISTAR HOSPITALITY CORP REIT 0 0 0 72450 0 960
MERITAGE CORPORATION 0 100 0 66300 0 8400
MERRILL LYNCH & CO 0 14000 0 588847 0 77580
MERRILL LYNCH & CO(MER) CVT 0. 0 0 0 31800000 0 0
MESA AIR GROUP INC 0 0 0 0 0 0
MESABA HLDGS INC 0 0 0 0 0 0
METHODE ELECTRONICS 0 1100 0 291900 0 61500
METLIFE INC 0 0 0 293152 0 20000
METRIS COMPANIES INC 0 0 0 28200 0 16100
METRO GOLDWYN MAYER INC 0 0 0 800 0 0
METRO ONE TELECOMMUNICATIONS 0 250 0 49800 0 12600
METROMEDIA FIBER NETWORK INC 0 0 0 0 0 0
METTLER TOLEDO INTERNATIONAL 8460 300 0 241096 0 63830
MICHAELS STORES INC 0 0 0 14000 0 0
MICREL INC 0 0 0 2690 0 0
MICROSOFT CORP 622780 3069670 0 11151273 84700 7201830
MICROCHIP TECHNOLOGY INC 0 0 0 608400 0 65200
MICROMUSE INC 0 0 0 0 0 0
MICRON TECHNOLOGY INC 0 8100 0 228749 0 1003000
MICROSEMI CORP 0 500 0 118800 0 37410
MICROTUNE INC 0 0 0 8700 0 0
MID-AMER APT CMNTYS INC 0 0 0 38200 0 0
MID-ATLANTIC RLTY TR 0 0 0 10100 0 0
MID ATLANTIC MEDICAL SVCS 0 1700 0 404800 0 93500
STANDARD AND POOR'S MIDCAP 400 0 18000 0 18000 0 0
MIDWAY GAMES INC 0 800 0 286600 0 52900
MILLENNIUM PHARMACEUTICALS 0 0 0 83000 0 0
MILLENNIUM CHEMICALS INC 0 0 0 0 0 1810
MILLER (HERMAN) INC 0 0 0 0 0 0
MILLIPORE CORP 0 0 0 26910 0 13000
MILLS CORP 0 0 0 19200 0 0
MINERALS TECHNOLOGIES INC 0 0 0 13200 0 0
MINNESOTA MINING & MFG CO (3M) 100 7000 0 310469 0 159952
MIRANT CORP 0 0 0 733373 0 97212
MITCHELL ENERGY & DEV CORP*OLD 0 0 0 3600 0 0
MITSUBISHI TOKYO FINAN ADR 0 0 0 49888 0 0
MODINE MFG CO 0 0 0 0 0 0
MOHAWK INDS INC 0 0 0 7200 0 0
MOLEX INC 0 0 0 44844 0 400
MONSANTO COMPANY 0 0 0 2400 0 0
MONTANA POWER CO 0 0 0 1800 0 0
MONY GROUP INC 0 0 0 7000 0 2000
MOODYS CORPORATION 0 0 0 55693 0 1400
MOOG INC 0 400 0 130200 0 19700
MORGAN STANLEY DEAN WITTER & C 356640 1439600 0 4539792 46250 3782655
MSDW CALIF QUALITY MUNI SECS M 0 0 0 76 0 0
MOTOROLA INC 0 48800 0 1403671 0 1752400
MOTOROLA INC(MOT) CVT 0.0 09-0 0 0 0 10250000 0 0
MOTOROLA INC(MOT) CVT 0.0 09-2 0 0 0 17250000 0 0
MOVIE GALLERY INC 0 750 0 141400 0 39320
SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
MUELLER INDS INC COM 624756102 60 1800 1800
MUNIYIELD CALIF INSD FUND II COM 62629L104 1 53 53
MURPHY OIL CORP COM 626717102 17 200 200
MYKROLIS CORP COM 62852P103 0 0 0
MYLAN LABORATORIES COM 628530107 20644 550500 535300
MYRIAD GENETICS INC COM 62855J104 258 4900 4900
NBTY INC COM 628782104 5987 511730 443530
NCR CORPORATION COM 6.29E+112 407 11055 11055
NS GROUP INC COM 628916108 2168 289800 263700
NEC CORPORATION ADR ADR 629050204 312 30060 30060
NL INDUSTRIES COM NEW 629156407 898 58800 58800
NMS COMMUNICATIONS CORP COM 629248105 2109 437500 372900
NPS PHARMACEUTICALS INC COM 62936P103 4952 129300 129300
NRG ENERGY COM 629377102 157 10100 10100
NTL INC COM COM 629407107 0 0 0
NVR INC COM 62944T105 9547 46800 41900
NABORS INDS INC COM 629568106 2521 73430 70830
NASDAQ 100 TR UNIT SER 1 631100104 43 1100 1100
NASH FINCH CO COM 631158102 1275 41000 41000
NASSDA CORPORATION COM 63172M101 328 14600 14600
NATCO GROUP INC-A CL A 63227W203 0 0 0
NATIONAL AUSTRALIA BANK ADR SPONSORED AD 632525408 5609 68819 57679
NATIONAL CITY CORP COM 635405103 73993 2530539 2355889
NATIONAL COMMERCE FINANCIAL CO COM 63545P104 5344 211231 196981
NATIONAL FUEL GAS CO NJ COM 636180101 0 0 0
NATIONAL GOLF PPTYS INC COM 63623G109 872 98300 98300
NATIONAL HEALTH INVESTORS REIT COM 63633D104 2341 158200 134200
NATIONAL INSTRS CORP COM 636518102 0 0 0
NATIONAL OILWELL INC COM 637071101 0 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 940 30545 30545
NATIONAL SERVICE INDUSTRIES IN COM NEW 637657107 192 95100 95100
NATIONWIDE FINANCIAL SERVICES CL A 638612101 0 0 0
NATIONWIDE HEALTH PPTYS INC COM 638620104 0 0 0
NAUTICA ENTERPRISES INC COM 639089101 7485 585200 515100
NAVISTAR INTERNATIONAL COM 6.39E+112 230 5818 5818
NDCHEALTH CORP COM 639480102 7874 227900 197100
NEIMAN MARCUS GROUP INC CL A 640204202 70 2250 0
NETWORK ASSOCIATES INC COM 640938106 894 34600 34600
NETEGRITY INC COM 64110P107 697 36000 36000
NETSCREEN TECHNOLOGIES INC COM 64117V107 664 30000 23400
NETWORK APPLIANCE INC COM 64120L104 3065 140161 132861
NEUBERGER BERMAN INC COM 641234109 0 0 0
NEUROGEN CORP COM 6.41E+110 21 1200 1200
NEUROCRINE BIOSCIENCES INC COM 64125C109 8159 159020 138820
NEWFOCUS INC COM 644383101 0 0 0
NEW JERSEY RES COM 646025106 739 15800 15800
NEW PLAN EXCEL REALTY TRUST COM 648053106 1122 58900 58900
NEW YORK TIMES CO CL A 650111107 911 21061 20061
NEWELL RUBBERMAID INC COM 651229106 4364 158301 37301
NEWFIELD EXPL CO COM 651290108 0 0 0
NEWHALL LAND & FARMING CO CAL DEPOSITARY R 651426108 491 16600 16600
NEWMONT MINING CORP COM 651639106 1536 80352 76552
NEWPORT CORP COM 651824104 0 0 0
NEWPORT NEWS SHIPBUILDING INC* COM 652228107 0 0 0
NEWS CORPORATION LIMITED ADR ADR NEW 652487703 414 13026 13026
NEWS CORP LTD ADR SP ADR PFD 652487802 0 0 0
SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
MUELLER INDS INC 0 0 0 1800 0 0
MUNIYIELD CALIF INSD FUND II 0 0 0 53 0 0
MURPHY OIL CORP 0 0 0 200 0 0
MYKROLIS CORP 0 0 0 0 0 0
MYLAN LABORATORIES 0 0 0 441800 0 78800
MYRIAD GENETICS INC 0 0 0 2800 0 2100
NBTY INC 0 1400 0 327500 0 93230
NCR CORPORATION 0 0 0 11055 0 0
NS GROUP INC 0 600 0 203200 0 37400
NEC CORPORATION ADR 0 0 0 30060 0 0
NL INDUSTRIES 0 0 0 51100 0 0
NMS COMMUNICATIONS CORP 0 1300 0 280300 0 73500
NPS PHARMACEUTICALS INC 0 0 0 102700 0 26600
NRG ENERGY 0 0 0 10100 0 0
NTL INC COM 0 0 0 0 0 0
NVR INC 0 100 0 32600 0 6300
NABORS INDS INC 0 0 0 63530 0 200
NASDAQ 100 TR 0 0 0 0 0 0
NASH FINCH CO 0 0 0 34600 0 0
NASSDA CORPORATION 0 0 0 8300 0 6300
NATCO GROUP INC-A 0 0 0 0 0 0
NATIONAL AUSTRALIA BANK ADR 0 0 0 56591 0 1088
NATIONAL CITY CORP 84000 0 0 2248389 0 44950
NATIONAL COMMERCE FINANCIAL CO 14250 0 0 198811 0 12420
NATIONAL FUEL GAS CO NJ 0 0 0 0 0 0
NATIONAL GOLF PPTYS INC 0 0 0 83500 0 0
NATIONAL HEALTH INVESTORS REIT 0 600 0 100100 0 28300
NATIONAL INSTRS CORP 0 0 0 0 0 0
NATIONAL OILWELL INC 0 0 0 0 0 0
NATIONAL SEMICONDUCTOR CORP 0 0 0 30245 0 300
NATIONAL SERVICE INDUSTRIES IN 0 0 0 19300 0 75800
NATIONWIDE FINANCIAL SERVICES 0 0 0 0 0 0
NATIONWIDE HEALTH PPTYS INC 0 0 0 0 0 0
NAUTICA ENTERPRISES INC 0 1600 0 392800 0 83600
NAVISTAR INTERNATIONAL 0 0 0 5818 0 0
NDCHEALTH CORP 0 600 0 151700 0 33900
NEIMAN MARCUS GROUP INC 0 0 0 0 0 2250
NETWORK ASSOCIATES INC 0 0 0 16900 0 17700
NETEGRITY INC 0 0 0 21000 0 15000
NETSCREEN TECHNOLOGIES INC 0 400 0 400 0 23400
NETWORK APPLIANCE INC 0 0 0 112561 0 600
NEUBERGER BERMAN INC 0 0 0 0 0 0
NEUROGEN CORP 0 0 0 1200 0 0
NEUROCRINE BIOSCIENCES INC 0 400 0 102400 0 29720
NEWFOCUS INC 0 0 0 0 0 0
NEW JERSEY RES 0 0 0 13200 0 0
NEW PLAN EXCEL REALTY TRUST 0 0 0 58900 0 0
NEW YORK TIMES CO 0 0 0 20061 0 1000
NEWELL RUBBERMAID INC 0 0 0 37301 0 0
NEWFIELD EXPL CO 0 0 0 0 0 0
NEWHALL LAND & FARMING CO CAL 0 0 0 16600 0 0
NEWMONT MINING CORP 0 0 0 66052 0 300
NEWPORT CORP 0 0 0 0 0 0
NEWPORT NEWS SHIPBUILDING INC* 0 0 0 0 0 0
NEWS CORPORATION LIMITED ADR 0 0 0 13026 0 0
NEWS CORP LTD ADR 0 0 0 0 0 0
SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
NEXTCARD INC COM 65332K107 1 1800 1800
NEXTEL COMMUNICATIONS INC CL A 65332V103 30365 2770530 2126430
NEXTEL PARTNERS INC CL A 65333F107 4710 392500 0
NIAGARA MOHAWK HOLDINGS INC*OL COM 653520106 764 43100 43100
NICOR INC COM 654086107 431 10341 10341
NIKE INC CL B 654106103 1976 35134 35134
99 CENTS ONLY STORES COM 65440K106 3913 102296 102296
NTT ADR SPONSORED AD 654624105 2761 170414 138188
NISOURCE INC COM 65473P105 467 20234 20234
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SECURITY TITLE OF MKT VAL DISC
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SECURITY DISC DISC MNGR VOTING VOTING VOTING
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SECURITY TITLE OF MKT VAL DISC
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SECURITY DISC DISC MNGR VOTING VOTING VOTING
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QUANTUM CORP-DLT & STORAGE 0 0 0 28500 0 0
QUEST DIAGNOSTICS INC 0 0 0 8800 0 8700
QUEST SOFTWARE INC 0 0 0 35900 0 25900
QUESTAR CORP 0 0 0 26400 0 0
QUINTILES TRANSNATIONAL CORP 0 0 0 57125 0 0
QUIXOTE CORP 0 0 0 53300 0 0
QWEST COMMUNICATIONS INTL INC 0 74041 0 5536169 0 2595227
R&G FINANCIAL CORP CL B 0 800 0 216200 0 46730
RFS HOTEL INVESTORS INC 0 0 0 17000 0 0
RH DONNELLEY CORP 0 700 0 187900 0 43300
RPM INC-OHIO 0 2500 0 924800 0 187600
RSA SECURITY INC 0 0 0 9600 0 0
RTI INTERNATIONAL METALS INC 0 0 0 4600 0 0
RF MICRO DEVICES INC 0 0 0 1546700 0 122200
RACING CHAMPIONS CORP 0 0 0 37400 0 0
RADIAN GROUP INC 711714 48358 0 4630933 93402 2349368
RADIO ONE INC 0 0 0 4000 0 0
RADIO ONE INC CL D WI 0 0 0 34800 0 27000
RADIOSHACK CORPORATION 483370 32570 0 3306893 60430 1493230
RAINBOW TECHNOLOGIES INC 0 0 0 0 0 0
RALCORP HLDGS INC 0 0 0 32300 0 0
RATIONAL SOFTWARE CORP 0 0 0 142400 0 26600
RAYMOND JAMES FINANCIAL INC 0 0 0 19700 0 14900
RAYONIER INC 0 0 0 54400 0 5760
RAYTHEON COMPANY 20 41300 0 2224677 0 343930
READERS DIGEST ASSN INC 0 0 0 1000 0 0
SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
REALNETWORKS INC COM 75605L104 0 0 0
RECKSON ASSOCIATES REALTY REIT COM 75621K106 10508 449830 446295
RECOTON CORP COM 756268108 4503 331100 295300
REDBACK NETWORKS INC COM 757209101 0 0 0
REEBOK INTERNATIONAL LTD COM 758110100 152 5736 5736
REGENCY CENTERS CORP COM 758849103 4901 176600 158500
REGENERATION TECH COM 75886N100 431 42300 42300
REGIS CORP MINN COM 758932107 1939 75200 75200
REGIONS FINANCIAL CORP COM 758940100 868 28990 28990
REGISTER.COM INC COM 75914G101 4574 397710 340110
RELIANT RESOURCES INC COM 75952B105 0 0 0
RELIANT ENERGY INC COM 75952J108 36811 1388054 1356895
REMEC INC COM 759543101 837 83750 83750
RENAISSANCE LEARNING INC COM 75968L105 4443 145800 132300
RENAL CARE GROUP INC COM 759930100 642 20000 20000
RENT A CTR INC COM 76009N100 10 300 300
REPSOL YPF SA ADR SPONSORED AD 76026T205 8574 590111 545824
REPEATER TECHNOLOGIES INC COM 76027U102 670 2127160 2127160
REPUBLIC BANCORP COM 760282103 744 53750 53750
REPUBLIC SVCS INC COM 760759100 3278 164150 158700
RESEARCH IN MOTION LTD COM 760975102 1779 75000 0
RESMED INC COM 761152107 75 1400 1400
RESOURCES CONNECTION INC COM 76122Q105 11 400 400
RETEK INC COM 76128Q109 2793 93500 93500
REUTERS GROUP PLC ADR SPONSORED AD 76132M102 42 693 693
REYNOLDS & REYNOLDS CO CL A 761695105 5204 214600 214600
REYNOLDS R J TOB HLDGS INC COM 76182K105 0 0 0
RIGHT MANAGEMENT CONSULTANTS COM 766573109 529 30600 30600
RIGHTCHOICE MANAGED CARE*OLD COM 76657T102 0 0 0
RITE AID CORP COM 767754104 0 0 0
RIVERSTONE NETWORKS INC COM 769320102 7102 427852 45302
ROADWAY CORP COM 769742107 0 0 0
ROBERT HALF INTERNATIONAL INC COM 770323103 3556 133183 17183
ROCKWELL INTERNATIONAL CORP COM 773903109 2888 161702 158402
ROCKWELL COLLINS COM 774341101 3425 175616 43616
ROGERS CORP COM 775133101 0 0 0
ROHM & HAAS CO COM 775371107 2825 81590 77290
ROLLINS INC COM 775711104 24 1200 1200
ROPER INDUSTRIES INC COM 776696106 13952 281860 249260
ROSLYN BANCORP INC COM 778162107 0 0 0
ROSS STORES INC COM 778296103 2175 67800 67800
ROUSE CO COM 779273101 1813 61900 61900
ROWAN COS INC COM 779382100 1008 52043 52043
ROXIO INC COM 780008108 4861 293716 251016
ROYAL BK CDA MONTREAL QUE COM 780087102 0 0 0
ROYAL DUTCH PETROLEUM CO. ADR NY REG GLD1. 780257804 288612 5887647 4610787
RUBY TUESDAY INC COM 781182100 477 23100 23100
RURAL CELLULAR CORP CL A 781904107 58 2600 2600
RYANS FAMILY STEAK HOUSE INC COM 783519101 11021 509050 451550
RYDER SYSTEM INC COM 783549108 18274 825001 741201
RYERSON TULL INC COM 78375P107 2870 260900 238100
RYLAND GROUP INC COM 783764103 7803 106600 95600
SBC COMMUNICATIONS INC COM 78387G103 434215 11085401 8525554
SCI SYSTEMS INC*OLD COM 783890106 0 0 0
SEI INVESTMENTS CO COM 784117103 5382 119300 119300
SK TELECOM ADR SPONSORED AD 78440P108 410 18962 18962
SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
REALNETWORKS INC 0 0 0 0 0 0
RECKSON ASSOCIATES REALTY REIT 0 0 0 426185 0 21910
RECOTON CORP 0 800 0 226800 0 46900
REDBACK NETWORKS INC 0 0 0 0 0 0
REEBOK INTERNATIONAL LTD 0 0 0 5736 0 0
REGENCY CENTERS CORP 0 500 0 130200 0 22700
REGENERATION TECH 0 0 0 27000 0 15300
REGIS CORP MINN 0 0 0 64300 0 0
REGIONS FINANCIAL CORP 0 0 0 28990 0 0
REGISTER.COM INC 0 1200 0 252600 0 69810
RELIANT RESOURCES INC 0 0 0 0 0 0
RELIANT ENERGY INC 0 10200 0 1165625 0 177370
REMEC INC 0 0 0 49200 0 34550
RENAISSANCE LEARNING INC 0 300 0 101900 0 21000
RENAL CARE GROUP INC 0 0 0 11300 0 8700
RENT A CTR INC 0 0 0 0 0 300
REPSOL YPF SA ADR 0 0 0 529526 0 16298
REPEATER TECHNOLOGIES INC 0 0 0 2127160 0 0
REPUBLIC BANCORP 0 0 0 45720 0 0
REPUBLIC SVCS INC 0 0 0 149300 0 2350
RESEARCH IN MOTION LTD 0 0 0 0 0 0
RESMED INC 0 0 0 1400 0 0
RESOURCES CONNECTION INC 0 0 0 0 0 400
RETEK INC 0 0 0 57000 0 36500
REUTERS GROUP PLC ADR 0 0 0 693 0 0
REYNOLDS & REYNOLDS CO 0 0 0 144700 0 69900
REYNOLDS R J TOB HLDGS INC 0 0 0 0 0 0
RIGHT MANAGEMENT CONSULTANTS 0 0 0 26000 0 0
RIGHTCHOICE MANAGED CARE*OLD 0 0 0 0 0 0
RITE AID CORP 0 0 0 0 0 0
RIVERSTONE NETWORKS INC 0 0 0 34802 0 10500
ROADWAY CORP 0 0 0 0 0 0
ROBERT HALF INTERNATIONAL INC 0 0 0 17183 0 0
ROCKWELL INTERNATIONAL CORP 0 0 0 152302 0 9400
ROCKWELL COLLINS 0 0 0 43616 0 0
ROGERS CORP 0 0 0 0 0 0
ROHM & HAAS CO 0 0 0 65490 0 300
ROLLINS INC 0 0 0 1200 0 0
ROPER INDUSTRIES INC 0 700 0 192800 0 40060
ROSLYN BANCORP INC 0 0 0 0 0 0
ROSS STORES INC 0 0 0 23900 0 43900
ROUSE CO 0 0 0 61900 0 0
ROWAN COS INC 0 0 0 52043 0 0
ROXIO INC 0 900 0 186006 0 52110
ROYAL BK CDA MONTREAL QUE 0 0 0 0 0 0
ROYAL DUTCH PETROLEUM CO. ADR 1000 862424 0 3902655 0 1546487
RUBY TUESDAY INC 0 0 0 23100 0 0
RURAL CELLULAR CORP 0 0 0 1900 0 700
RYANS FAMILY STEAK HOUSE INC 0 1500 0 342400 0 78750
RYDER SYSTEM INC 0 1800 0 594011 0 101690
RYERSON TULL INC 0 500 0 186800 0 28700
RYLAND GROUP INC 0 200 0 72900 0 15100
SBC COMMUNICATIONS INC 376812 1465379 0 6902497 46992 3262895
SCI SYSTEMS INC*OLD 0 0 0 0 0 0
SEI INVESTMENTS CO 0 0 0 79700 0 39600
SK TELECOM ADR 0 0 0 18962 0 0
SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
SL GREEN REALTY CORP REIT COM 78440X101 35783 1165191 1126201
S & P 500 DEPOSITORY RECEIPTS UNIT SER 1 78462F103 8966 78440 78440
SPX CORP COM 784635104 235691 1721627 1517727
S1 CORPORATION COM 78463B101 0 0 0
SABRE HOLDINGS CORP CL A 785905100 13112 309619 295819
SAFECO CORP COM 786429100 41972 1347426 503136
SAFEWAY INC COM NEW 786514208 170773 4090363 3539253
ST JOE COMPANY (THE) COM 790148100 0 0 0
ST JUDE MEDICAL INC COM 790849103 3396 43734 41434
ST PAUL COMPANIES COM 792860108 12109 275392 265242
SAKS INC COM 79377W108 0 0 0
SALTON INC COM 795757103 6302 333800 293300
SAN JUAN BASIN ROYALTY TRUST UNIT BEN INT 798241105 480 50000 50000
SAN PAOLO-IMI SPA ADR SPONSORED AD 799175104 1398 63859 51399
SANDISK CORP COM 80004C101 0 0 0
SANMINA- SCI CORP COM 800907107 213668 10737082 9324122
SANYO ELEC LTD ADR ADR 5 COM 803038306 315 13114 13114
SAP AG ADR SPONSORED AD 803054204 1777 55647 44398
SAPIENT CORP COM 803062108 96 12385 12385
SARA LEE CORP COM 803111103 130877 5887414 2548944
SAUL CTRS INC COM 804395101 209 9800 9800
SAVVIS COMMUNICATIONS CORP COM 805423100 424 743902 743902
SCANA CORP COM 80589M102 0 0 0
SCANSOURCE INC COM 806037107 7632 160340 141840
SCHEIN HENRY INC COM 806407102 7262 196100 183300
SCHERING-PLOUGH CORPORATION COM 806605101 234397 6545581 4202363
SCHLUMBERGER LTD COM 806857108 177640 3232753 2700283
SCHOLASTIC CORP COM 807066105 9794 194600 181500
SCHWAB (CHARLES) CORP COM 808513105 27023 1746775 1674775
SCIENTIFIC-ATLANTA INC COM 808655104 35950 1501670 1004220
SCIOS INC COM 808905103 0 0 0
SCOTTISH POWER PLC ADR SPON ADR FIN 81013T705 2702 124505 99995
SCRIPPS E W CO OHIO CL A 811054204 0 0 0
SEACOR SMIT INC COM 811904101 644 13880 13880
SEALED AIR CORP COM 81211K100 335 8196 8196
SEARS ROEBUCK & CO COM 812387108 162796 3417220 2996180
SECURITY CAP GROUP INC CL B 81413P204 351 13838 13838
SEEBEYOND TECHNOLOGY CORP COM 815704101 193 19900 19900
SEITEL INC COM NEW 816074306 6977 513020 441820
SELECT MEDICAL CORP COM 816196109 0 0 0
SELECTIVE INSURANCE GROUP COM 816300107 709 32606 31256
SEMTECH CORP COM 816850101 12459 349100 345300
SEMPRA ENERGY COM 816851109 27618 1124962 1077912
SEPRACOR INC COM 817315104 805 14100 14100
SERENA SOFTWARE INC COM 817492101 141 6500 6500
SERVICE CORP INTERNATIONAL COM 817565104 0 0 0
SERVICEMASTER COMPANY COM 81760N109 57 4095 4095
7-ELEVEN INC COM NEW 817826209 2378 203100 173800
SHAW GROUP INC COM 820280105 2275 96800 96800
SHELL TRANSPORT & TRADING CO A NEW YRK SH N 822703609 3582 86410 68320
SHERWIN-WILLIAMS CO COM 824348106 27382 995725 842275
SHOPKO STORES INC COM 824911101 29 3000 3000
SHUFFLE MASTER INC COM 825549108 6 400 400
SHURGARD STORAGE CENTERS INC R COM 82567D104 16626 519550 490850
SICOR INC COM 825846108 1841 117400 117400
SIEBEL SYSTEMS INC COM 826170102 44527 1591390 1435480
SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
SL GREEN REALTY CORP REIT 0 700 0 1034171 0 78030
S & P 500 DEPOSITORY RECEIPTS 0 0 0 73100 0 5340
SPX CORP 163780 11550 0 1128057 22340 544890
S1 CORPORATION 0 0 0 0 0 0
SABRE HOLDINGS CORP 0 0 0 265819 0 13900
SAFECO CORP 0 844000 0 434046 0 913380
SAFEWAY INC 389430 26320 0 2643803 52000 1246100
ST JOE COMPANY (THE) 0 0 0 0 0 0
ST JUDE MEDICAL INC 0 0 0 37034 0 1900
ST PAUL COMPANIES 0 10000 0 219902 0 55490
SAKS INC 0 0 0 0 0 0
SALTON INC 0 800 0 220800 0 52400
SAN JUAN BASIN ROYALTY TRUST 0 0 0 36000 0 14000
SAN PAOLO-IMI SPA ADR 0 0 0 49521 0 1878
SANDISK CORP 0 0 0 0 0 0
SANMINA- SCI CORP 926930 72430 0 6828162 143210 3339750
SANYO ELEC LTD ADR 0 0 0 13114 0 0
SAP AG ADR 0 0 0 43174 0 1224
SAPIENT CORP 0 0 0 12385 0 0
SARA LEE CORP 0 3093500 0 2310744 0 3262630
SAUL CTRS INC 0 0 0 9800 0 0
SAVVIS COMMUNICATIONS CORP 0 0 0 743902 0 0
SCANA CORP 0 0 0 0 0 0
SCANSOURCE INC 0 400 0 108100 0 23340
SCHEIN HENRY INC 0 300 0 129500 0 46500
SCHERING-PLOUGH CORPORATION 0 2041200 0 3584593 0 2582230
SCHLUMBERGER LTD 306040 20770 0 1985688 40695 997500
SCHOLASTIC CORP 0 300 0 135900 0 34700
SCHWAB (CHARLES) CORP 0 0 0 1553075 0 12700
SCIENTIFIC-ATLANTA INC 0 0 0 948620 0 179200
SCIOS INC 0 0 0 0 0 0
SCOTTISH POWER PLC ADR 0 0 0 97098 0 2897
SCRIPPS E W CO OHIO 0 0 0 0 0 0
SEACOR SMIT INC 0 0 0 11400 0 380
SEALED AIR CORP 0 0 0 8196 0 0
SEARS ROEBUCK & CO 0 190000 0 2769470 0 319250
SECURITY CAP GROUP INC 0 0 0 13838 0 0
SEEBEYOND TECHNOLOGY CORP 0 0 0 19900 0 0
SEITEL INC 0 1600 0 326400 0 91620
SELECT MEDICAL CORP 0 0 0 0 0 0
SELECTIVE INSURANCE GROUP 0 0 0 29256 0 2000
SEMTECH CORP 0 3800 0 116100 0 233000
SEMPRA ENERGY 0 0 0 981112 0 24050
SEPRACOR INC 0 0 0 10000 0 4100
SERENA SOFTWARE INC 0 0 0 6500 0 0
SERVICE CORP INTERNATIONAL 0 0 0 0 0 0
SERVICEMASTER COMPANY 0 0 0 4095 0 0
7-ELEVEN INC 0 700 0 126500 0 39400
SHAW GROUP INC 0 0 0 96600 0 200
SHELL TRANSPORT & TRADING CO A 0 0 0 66740 0 1580
SHERWIN-WILLIAMS CO 0 0 0 766175 0 44700
SHOPKO STORES INC 0 0 0 3000 0 0
SHUFFLE MASTER INC 0 0 0 0 0 400
SHURGARD STORAGE CENTERS INC R 0 600 0 425300 0 50850
SICOR INC 0 0 0 69200 0 48200
SIEBEL SYSTEMS INC 118730 14370 0 817650 17710 735030
SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
SIERRA HEALTH SERVICES COM 826322109 32 4000 4000
SIERRA PAC RES COM 826428104 700 46500 46500
SIGMA-ALDRICH COM 826552101 1604 40691 40691
SIGNALSOFT CORP COM 82668M102 1596 357000 0
SILICON LABORATORIES COM 826919102 7393 219300 189500
SILICON VALLEY BANCSHARES COM 827064106 831 31100 31100
SIMON PROPERTY GROUP INC REIT COM 828806109 33001 1125150 1119835
SIMPLEX SOLUTIONS INC COM 828854109 303 18300 18300
SINCLAIR BROADCAST GROUP INC CL A 829226109 4231 447270 394070
SIRENZA MICRODEVICES INC COM 82966T106 0 0 0
SIX FLAGS INC COM 83001P109 1190 77400 77400
SKILLSOFT CORP COM 83066P101 511 19700 19700
SKY FINL GROUP INC COM 83080P103 347 17044 17044
SKYWEST INC COM 830879102 76 3000 3000
SMARTFORCE PLC ADR SPONSORED AD 83170A206 443 17900 17900
SMITH AO COM 831865209 39 2000 2000
SMITH INTERNATIONAL INC COM 832110100 11555 215500 211600
SMITH CHARLES E RESIDENTIAL RE COM 832197107 0 0 0
SMITHFIELD FOODS INC COM 832248108 4002 181600 181600
SMURFIT-STONE CONTAINER CORP COM 832727101 34 2130 2130
SNAP-ON INC COM 833034101 2341 69563 68363
SOLA INTERNATIONAL INC COM 834092108 3618 186500 162300
SOLECTRON CORP COM 834182107 1944 172346 172346
SOLECTRON CORP(SLR) CVT 0.0 05 SR LYON ZERO 834182AK3 6479 12225000 12225000
SOLUTIA INC COM 834376105 0 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 42 1800 1800
SONICWALL INC COM 835470105 2904 149400 149400
SONOCO PRODUCTS CO COM 835495102 1765 66400 66400
SONY CORPORATION ADR ADR NEW 835699307 4443 98519 82256
SONUS NETWORKS INC COM 835916107 0 0 0
SOUTH FINANCIAL GROUP COM 837841105 22 1214 1214
SOUTHERN CO COM 842587107 49125 1937853 1901203
SOUTHTRUST CORP COM 844730101 26080 1057144 1023694
SOUTHWEST AIRLINES COM 844741108 5753 311309 300309
SOVEREIGN BANCORP INC COM 845905108 30 2450 0
SOVRAN SELF STORAGE INC REIT COM 84610H108 7077 227200 200600
SPECIALTY LABORATRIES COM 84749R100 489 17800 17800
SPECTRALINK CORP COM 847580107 8792 513280 436780
SPINNAKER EXPL CO COM 84855W109 346 8400 8400
SPRINT CORP (FON GROUP) COM FON GROU 852061100 134449 6695662 6401366
SPRINT CORP (PCS GROUP) PCS COM SER 852061506 57044 2336930 2084630
STAMPS COM INC COM 852857101 0 0 0
STANCORP FINL GROUP INC COM 852891100 5590 118300 103900
STANDARD COML CORP COM 853258101 3099 187800 164400
STANDARD MICROSYSTEMS CORP COM 853626109 999 64400 64400
STANDARD-PACIFIC CORP COM 85375C101 1480 60840 53140
STANLEY WORKS COM 854616109 2145 46064 46064
STAPLES INC COM 855030102 846 45253 45253
STARBUCKS CORP COM 855244109 3985 209178 192978
STARWOOD HOTELS & RESORTS WORL PAIRED CTF 85590A203 8180 274050 271950
STATE STREET CORP COM 857477103 7469 142946 137046
STATEN IS BANCORP INC COM 857550107 5614 344200 296000
STATOIL ASA ADR SPONSORED AD 85771P102 1726 263477 214766
STEELCASE INC CL A 858155203 0 0 0
STELLENT INC COM 85856W105 1101 37260 37260
STERLING BANCSHARES INC-TX COM 858907108 4863 388449 339999
SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
SIERRA HEALTH SERVICES 0 0 0 4000 0 0
SIERRA PAC RES 0 0 0 46500 0 0
SIGMA-ALDRICH 0 0 0 32091 0 8600
SIGNALSOFT CORP 0 0 0 0 0 0
SILICON LABORATORIES 0 600 0 139000 0 41100
SILICON VALLEY BANCSHARES 0 0 0 17600 0 13500
SIMON PROPERTY GROUP INC REIT 0 0 0 1077345 0 46590
SIMPLEX SOLUTIONS INC 0 0 0 10500 0 7800
SINCLAIR BROADCAST GROUP INC 0 1100 0 300400 0 66270
SIRENZA MICRODEVICES INC 0 0 0 0 0 0
SIX FLAGS INC 0 0 0 77400 0 0
SKILLSOFT CORP 0 0 0 9800 0 9900
SKY FINL GROUP INC 0 0 0 17044 0 0
SKYWEST INC 0 0 0 3000 0 0
SMARTFORCE PLC ADR 0 0 0 10200 0 7700
SMITH AO 0 0 0 2000 0 0
SMITH INTERNATIONAL INC 0 0 0 185600 0 29900
SMITH CHARLES E RESIDENTIAL RE 0 0 0 0 0 0
SMITHFIELD FOODS INC 0 0 0 181600 0 0
SMURFIT-STONE CONTAINER CORP 0 0 0 2130 0 0
SNAP-ON INC 0 1200 0 68363 0 1200
SOLA INTERNATIONAL INC 0 600 0 119600 0 33900
SOLECTRON CORP 0 0 0 139446 0 26900
SOLECTRON CORP(SLR) CVT 0.0 05 0 0 0 12225000 0 0
SOLUTIA INC 0 0 0 0 0 0
SONIC AUTOMOTIVE INC 0 0 0 1800 0 0
SONICWALL INC 0 0 0 128100 0 21300
SONOCO PRODUCTS CO 0 0 0 57300 0 9100
SONY CORPORATION ADR 0 0 0 80746 0 1510
SONUS NETWORKS INC 0 0 0 0 0 0
SOUTH FINANCIAL GROUP 0 0 0 1214 0 0
SOUTHERN CO 0 11300 0 1512228 0 403975
SOUTHTRUST CORP 0 0 0 962594 0 27650
SOUTHWEST AIRLINES 0 0 0 263929 0 6680
SOVEREIGN BANCORP INC 0 0 0 0 0 0
SOVRAN SELF STORAGE INC REIT 0 600 0 153300 0 32500
SPECIALTY LABORATRIES 0 0 0 10300 0 7500
SPECTRALINK CORP 0 1600 0 325300 0 88980
SPINNAKER EXPL CO 0 0 0 0 0 8400
SPRINT CORP (FON GROUP) 0 62900 0 5601101 0 792515
SPRINT CORP (PCS GROUP) 300 8000 0 1567030 0 458500
STAMPS COM INC 0 0 0 0 0 0
STANCORP FINL GROUP INC 0 300 0 79600 0 16600
STANDARD COML CORP 0 0 0 142000 0 7400
STANDARD MICROSYSTEMS CORP 0 0 0 55200 0 0
STANDARD-PACIFIC CORP 0 200 0 38700 0 12240
STANLEY WORKS 0 0 0 46064 0 0
STAPLES INC 0 0 0 45253 0 0
STARBUCKS CORP 16200 0 0 195398 0 13780
STARWOOD HOTELS & RESORTS WORL 0 0 0 272250 0 1800
STATE STREET CORP 0 0 0 95146 0 31300
STATEN IS BANCORP INC 0 1200 0 220400 0 61000
STATOIL ASA ADR 0 0 0 210336 0 4430
STEELCASE INC 0 0 0 0 0 0
STELLENT INC 0 0 0 18530 0 18730
STERLING BANCSHARES INC-TX 0 950 0 260199 0 55350
SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
STERICYCLE INC COM 858912108 1406 23100 23100
STERIS CORP COM 859152100 168 9200 9200
STERLING BANCORP NY COM 859158107 834 28570 28570
STEWART & STEVENSON SERVICES COM 860342104 8586 456450 407850
STEWART INFORMATION SVCS CORP COM 860372101 0 0 0
STILLWATER MINING COMPANY COM 86074Q102 901 48700 48700
STILWELL FINANCIAL INC COM 860831106 958 35198 35198
STOCKERYALE INC COM NEW 86126T203 0 0 0
STOLT OFFSHORE SA ADR SP ADR REG C 861567105 153 17000 17000
STORAGE USA INC COM 861907103 783 18600 18600
STORA ENSO OYJ ADR SPON ADR REP 86210M106 49 4030 4030
STORAGE TECHNOLOGY CORP COM PAR $0.1 862111200 2309 111700 111700
STORAGENETWORKS INC COM 8.62E+107 44 7200 7200
STRIDE RITE CORP COM 863314100 13 2000 0
STRYKER CORP COM 863667101 1349 23116 23116
SUIZA FOODS CORP*OLD COM 865077101 0 0 0
SUMMIT PPTYS INC COM 866239106 1012 40435 39960
SUN COMMUNITIES INC REIT COM 866674104 3158 84787 84387
SUN MICROSYSTEMS INC COM 866810104 157257 12785104 9106883
SUNGARD DATA SYSTEMS INC COM 867363103 51711 1787453 1747941
SUNOCO INC COM 86764P109 24262 649755 625005
SUNRISE ASSISTED LIVING INC COM 86768K106 2885 99100 83500
SUNTRUST BANKS INC COM 867914103 35514 566413 548213
SUPERIOR INDS INTL INC COM 868168105 21 530 530
SUPERVALU INC COM 868536103 11272 509573 406428
SURMODICS INC COM 868873100 88 2400 2400
SYBASE INC COM 871130100 5158 327265 81100
SYCAMORE NETWORKS INC COM 871206108 8147 1520000 1494500
SYLVAN LEARNING SYSTEMS INC COM 871399101 15960 723150 657950
SYMANTEC CORP COM 871503108 3814 57500 56600
SYMBOL TECHNOLOGIES INC COM 871508107 753 47389 47389
SYMMETRICOM INC COM 871543104 0 0 0
SYNCOR INTL CORP DEL COM 87157J106 6485 226440 192290
SYNOPSYS INC COM 871607107 5765 97600 97600
SYNGENTA AG- ADR SPONSORED AD 87160A100 1905 179760 140700
SYNPLICITY INC COM 87160Y108 0 0 0
SYNOVUS FINANCIAL CORP COM 87161C105 1166 46556 46556
SYSCO CORP COM 871829107 26800 1022111 927311
SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 31 3000 3000
SYMPHONIX DEVICES COM 871951109 8 32586 32586
TBC CORP COM 872180104 4782 357100 328100
TCF FINANCIAL CORP COM 872275102 13314 277500 275500
TDK CORP ADR AMERN DEP SH 872351408 2873 59229 50554
TECO ENERGY INC COM 872375100 6250 238169 223129
THQ INC COM NEW 872443403 383 7900 7900
TJX COMPANIES INC COM 872540109 6307 158237 155137
TRW INC COM 872649108 522 14080 14080
TMP WORLDWIDE INC COM 872941109 1602 37337 37337
TXU CORPORATION COM 873168108 42582 903121 806221
TAIWAN SEMICONDUCTOR ADR SPONSORED AD 874039100 21686 1263012 1238732
TALBOTS INC COM 874161102 562 15500 15500
TALX CORP COM 874918105 0 0 0
TANGER FACTORY OUTLET CTRS INC COM 875465106 113 5400 5400
TARGET CORPORATION COM 8.76E+110 357637 8712226 6632371
TAUBMAN CENTERS INC REIT COM 876664103 503 33900 33900
TECH DATA CORP COM 878237106 4605 106400 106400
SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
STERICYCLE INC 0 0 0 13800 0 9300
STERIS CORP 0 0 0 9200 0 0
STERLING BANCORP NY 0 0 0 24170 0 0
STEWART & STEVENSON SERVICES 0 1100 0 296800 0 95550
STEWART INFORMATION SVCS CORP 0 0 0 0 0 0
STILLWATER MINING COMPANY 0 0 0 48700 0 0
STILWELL FINANCIAL INC 0 0 0 22898 0 12300
STOCKERYALE INC 0 0 0 0 0 0
STOLT OFFSHORE SA ADR 0 0 0 11000 0 6000
STORAGE USA INC 0 0 0 18600 0 0
STORA ENSO OYJ ADR 0 0 0 0 0 4030
STORAGE TECHNOLOGY CORP 0 0 0 111700 0 0
STORAGENETWORKS INC 0 0 0 7200 0 0
STRIDE RITE CORP 0 0 0 0 0 0
STRYKER CORP 0 0 0 23116 0 0
SUIZA FOODS CORP*OLD 0 0 0 0 0 0
SUMMIT PPTYS INC 0 0 0 39030 0 930
SUN COMMUNITIES INC REIT 0 0 0 84557 0 230
SUN MICROSYSTEMS INC 329070 2676520 0 6382583 42360 5698880
SUNGARD DATA SYSTEMS INC 0 15100 0 1438641 0 329650
SUNOCO INC 0 0 0 583005 0 20950
SUNRISE ASSISTED LIVING INC 0 300 0 61700 0 17000
SUNTRUST BANKS INC 0 0 0 516313 0 16900
SUPERIOR INDS INTL INC 0 0 0 0 0 530
SUPERVALU INC 0 0 0 251528 0 159200
SURMODICS INC 0 0 0 2200 0 200
SYBASE INC 0 0 0 54500 0 26600
SYCAMORE NETWORKS INC 0 25500 0 290500 0 1229500
SYLVAN LEARNING SYSTEMS INC 0 1300 0 489400 0 136450
SYMANTEC CORP 0 0 0 56600 0 900
SYMBOL TECHNOLOGIES INC 0 0 0 47389 0 0
SYMMETRICOM INC 0 0 0 0 0 0
SYNCOR INTL CORP DEL 0 600 0 143900 0 38790
SYNOPSYS INC 0 0 0 67800 0 29800
SYNGENTA AG- ADR 0 0 0 137353 0 3347
SYNPLICITY INC 0 0 0 0 0 0
SYNOVUS FINANCIAL CORP 0 0 0 28556 0 18000
SYSCO CORP 0 0 0 845141 0 104170
SYSTEMS & COMPUTER TECHNOLOGY 0 0 0 3000 0 0
SYMPHONIX DEVICES 0 0 0 32586 0 0
TBC CORP 0 600 0 260000 0 35800
TCF FINANCIAL CORP 0 0 0 229400 0 48100
TDK CORP ADR 0 0 0 49617 0 937
TECO ENERGY INC 15040 0 0 207779 0 30390
THQ INC 0 0 0 5000 0 2900
TJX COMPANIES INC 0 0 0 149537 0 8700
TRW INC 0 0 0 14080 0 0
TMP WORLDWIDE INC 0 0 0 26137 0 11200
TXU CORPORATION 0 0 0 735221 0 25200
TAIWAN SEMICONDUCTOR ADR 0 24280 0 59272 0 1203740
TALBOTS INC 0 0 0 15500 0 0
TALX CORP 0 0 0 0 0 0
TANGER FACTORY OUTLET CTRS INC 0 0 0 5400 0 0
TARGET CORPORATION 551750 1380590 0 5172711 69060 3298030
TAUBMAN CENTERS INC REIT 0 0 0 33900 0 0
TECH DATA CORP 0 0 0 81000 0 25400
SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
TECHNE CORP COM 878377100 5141 139500 119900
TECUMSEH PRODUCTS CO CL A 878895200 9257 182840 170440
TEKELEC COM 879101103 1125 62100 62100
TEKTRONIX INC COM 879131100 446 17319 17319
TELECOM ITALIA SPA ADR SPON ADR ORD 87927W106 3625 42399 34790
TELECORP PCS INC CL A CL A 879300101 118 9500 9500
TELEFLEX INC COM 879369106 0 0 0
TELEFONICA SA ADR SPONSORED AD 879382208 35 868 868
TELEFONOS DE MEXICO SA ADR SPON ADR ORD 879403780 6075 173462 67855
TELEPHONE & DATA SYS INC COM 879433100 6283 70000 70000
TELLABS INC COM 879664100 5732 383136 224336
TELLIUM INC COM 8.80E+111 78 12500 12500
TELSTRA CORPORATION LIMITED AD SPON ADR FIN 87969N204 324 23196 23196
TEMPLE-INLAND INC COM 879868107 3490 61526 59926
TENET HEALTHCARE CORPORATION COM 88033G100 183660 3127731 2755701
TERADYNE INC COM 880770102 7282 241608 241608
TESORO PETROLEUM CORP COM 881609101 10997 838860 734260
TEVA PHARMACEUTICAL INDS LTD A ADR 881624209 3938 63900 63900
TETRA TECHNOLOGIES INC DEL COM 88162F105 7517 358800 313400
TETRA TECH INC COM 88162G103 727 36500 36500
TEXACO INC*OLD COM 881694103 0 0 0
TEXAS INSTRUMENTS INC COM 882508104 162151 5791122 2585089
TEXAS REGIONAL BANCSHARES CL A CL A VTG 882673106 0 0 0
TEXTRON INC COM 883203101 8028 193625 186925
THERAGENICS CORP COM 883375107 25 2500 2500
THERASENSE COM 883381105 0 0 0
THERMA-WAVE INC COM 88343A108 0 0 0
THERMO ELECTRON CORP COM 883556102 416 17429 17429
THOMAS & BETTS CORP COM 884315102 2339 110597 95497
3COM CORP COM 885535104 16 2485 0
3D SYSTEMS CORPORATION COM NEW 88554D205 0 0 0
THREE-FIVE SYSTEMS INC COM 88554L108 20 1252 0
TIBCO SOFTWARE INC COM 88632Q103 11023 738300 727400
TICKETMASTER CL B CL B 88633P203 290 17700 17700
TIDEWATER INC COM 886423102 20750 612100 595400
TIER TECHNOLOGIES INC CL B CL B 88650Q100 3370 156300 139300
TIFFANY & CO COM 886547108 1501 47698 47698
TIMBERLAND CO CL A 887100105 92 2470 1500
TIME WARNER TELECOM INC CL A CL A 887319101 15645 884400 0
TIVO INC COM 888706108 0 0 0
TOKIO MARINE & FIRE INS ADR ADR NEW 889090403 563 15394 15394
TOLL BROTHERS INC COM 889478103 6317 143900 126500
TOO INC COM 890333107 671 24400 24400
TOOTSIE ROLL INDS INC COM 890516107 0 0 0
TOPPS COMPANY (THE) COM 890786106 3391 279100 239900
TORCHMARK CORP COM 891027104 27658 703223 82473
TORO CO COM 891092108 11734 260760 226660
TOTAL FINA ELF SA ADR SPONSORED AD 8.92E+113 5644 80358 66910
TOTAL SYS SVCS INC COM 891906109 0 0 0
TOWN & CTRY TR SH BEN INT 892081100 228 10900 10900
TOYOTA MOTOR CORPORATION ADR SP ADR REP2C 892331307 1951 38291 33366
TOYS 'R US INC COM 892335100 3166 152662 147162
TRACTOR SUPPLY COMPANY COM 892356106 583 17100 17100
TRANSACTION SYS ARCHITECTS CL A 893416107 2752 224500 199200
TRANSATLANTIC HLDGS INC COM 893521104 0 0 0
TRANSGENOMIC INC COM 89365K206 25217 2292426 2292426
SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
TECHNE CORP 0 400 0 89400 0 24700
TECUMSEH PRODUCTS CO 0 300 0 129500 0 32340
TEKELEC 0 0 0 37600 0 24500
TEKTRONIX INC 0 0 0 17319 0 0
TELECOM ITALIA SPA ADR 0 0 0 34092 0 698
TELECORP PCS INC CL A 0 0 0 9500 0 0
TELEFLEX INC 0 0 0 0 0 0
TELEFONICA SA ADR 0 0 0 868 0 0
TELEFONOS DE MEXICO SA ADR 0 0 0 64696 0 3159
TELEPHONE & DATA SYS INC 0 0 0 56800 0 13200
TELLABS INC 146800 0 0 179936 0 158900
TELLIUM INC 0 0 0 12500 0 0
TELSTRA CORPORATION LIMITED AD 0 0 0 23196 0 0
TEMPLE-INLAND INC 0 0 0 57026 0 4500
TENET HEALTHCARE CORPORATION 241280 18110 0 2066701 35860 878270
TERADYNE INC 0 0 0 239908 0 1700
TESORO PETROLEUM CORP 0 2300 0 558700 0 127260
TEVA PHARMACEUTICAL INDS LTD A 0 0 0 35900 0 28000
TETRA TECHNOLOGIES INC DEL 0 900 0 238900 0 53900
TETRA TECH INC 0 0 0 22625 0 13875
TEXACO INC*OLD 0 0 0 0 0 0
TEXAS INSTRUMENTS INC 0 2915500 0 1811289 0 3653950
TEXAS REGIONAL BANCSHARES CL A 0 0 0 0 0 0
TEXTRON INC 0 0 0 153625 0 15400
THERAGENICS CORP 0 0 0 2500 0 0
THERASENSE 0 0 0 0 0 0
THERMA-WAVE INC 0 0 0 0 0 0
THERMO ELECTRON CORP 0 0 0 17429 0 0
THOMAS & BETTS CORP 0 400 0 72197 0 19200
3COM CORP 0 0 0 0 0 0
3D SYSTEMS CORPORATION 0 0 0 0 0 0
THREE-FIVE SYSTEMS INC 0 0 0 0 0 0
TIBCO SOFTWARE INC 0 10900 0 173300 0 565000
TICKETMASTER CL B 0 0 0 17700 0 0
TIDEWATER INC 0 0 0 504100 0 73100
TIER TECHNOLOGIES INC CL B 0 400 0 98400 0 36000
TIFFANY & CO 0 0 0 22498 0 25200
TIMBERLAND CO 0 0 0 1500 0 0
TIME WARNER TELECOM INC CL A 0 0 0 0 0 0
TIVO INC 0 0 0 0 0 0
TOKIO MARINE & FIRE INS ADR 0 0 0 15394 0 0
TOLL BROTHERS INC 0 400 0 97200 0 23100
TOO INC 0 0 0 13600 0 10800
TOOTSIE ROLL INDS INC 0 0 0 0 0 0
TOPPS COMPANY (THE) 0 800 0 179000 0 48700
TORCHMARK CORP 0 618000 0 78373 0 619350
TORO CO 0 700 0 169300 0 42460
TOTAL FINA ELF SA ADR 0 0 0 65667 0 1243
TOTAL SYS SVCS INC 0 0 0 0 0 0
TOWN & CTRY TR 0 0 0 10900 0 0
TOYOTA MOTOR CORPORATION ADR 0 0 0 32582 0 784
TOYS 'R US INC 0 0 0 131962 0 400
TRACTOR SUPPLY COMPANY 0 0 0 14500 0 0
TRANSACTION SYS ARCHITECTS 0 500 0 161800 0 29900
TRANSATLANTIC HLDGS INC 0 0 0 0 0 0
TRANSGENOMIC INC 0 0 0 2292426 0 0
SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
TRANSMETA CORP COM 89376R109 0 0 0
TRAVELOCITY.COM INC COM 893953109 4401 153300 133000
TRANSWITCH CORP COM 894065101 0 0 0
TREDEGAR CORPORATION COM 894650100 49 2600 2600
TRIAD HOSPITALS INC COM 89579K109 2084 71001 1
TRIAD GUARANTY INC COM 895925105 5858 161500 140300
TRICON GLOBAL RESTAURANTS INC COM 895953107 733 14895 14895
TRIBUNE CO COM 896047107 1094 29240 29240
TRICO MARINE SERVICES INC COM 896106101 0 0 0
TRIKON TECHNOLOGIES INC COM NEW 896187408 9 800 800
TRIGON HEALTHCARE INC COM 89618L100 6719 96740 96300
TRIMERIS INC COM 896263100 702 15600 15600
TRIPATH TECHNOLOGY COM 89672P104 0 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 419 34200 34200
TRITON PCS HLDGS INC CL A 89677M106 0 0 0
TRIUMPH GROUP INC COM 896818101 4917 151300 130700
TRIZEC HAHN CORP SUB VTG 896938107 1579 100600 100600
TRUSTMARK CORP COM 898402102 6133 253100 221900
TUESDAY MORNING CORP COM NEW 899035505 528 29200 29200
TULARIK INC COM 899165104 98 4100 4100
TUPPERWARE CORP COM 899896104 338 17573 17573
TYCO INTERNATIONAL LTD COM 902124106 389765 6617403 3600133
TYSON FOODS INC CL A 902494103 4058 351359 351359
UAL CORP COM PAR $0.0 902549500 54 4000 4000
UCBH HOLDINGS INC COM 90262T308 3299 116000 104400
UGI CORP COM 902681105 12325 408100 360700
UIL HOLDINGS CORPORATION COM 902748102 26 500 500
UMB FINANCIAL CORP COM 902788108 9323 233080 204100
USX-MARATHON GROUP INC*OLD COM NEW 902905827 62569 2085642 1858442
UST INC COM 902911106 7068 201950 201950
US BANCORP COM NEW 902973304 22521 1076021 837011
USA NETWORKS INC COM 902984103 543 19900 19900
US UNWIRED INC CL A CL A 90338R104 6364 625130 529430
ULTICOM INC COM 903844108 0 0 0
USA EDUCATION INC COM 90390U102 4610 54868 54868
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 3196 64600 64600
ULTRATECH STEPPER INC COM 904034105 17 1000 1000
UNIFI INC COM 904677101 121 16700 16700
UNILEVER NV ADR N Y SHS NEW 904784709 16479 286042 210165
UNION PACIFIC CORP COM 907818108 90733 1591810 1549717
UNION PLANTERS CORP COM 908068109 3504 77632 77632
UNIONBANCAL CORP COM 908906100 1664 43800 43800
UNISOURCE ENERGY CORP COM 909205106 584 32100 32100
UNISYS CORPORATION COM 909214108 5293 422068 422068
UNIT CORP COM 909218109 8 600 600
UNITED BANKSHARES INC COM 909907107 1720 59600 59600
UNITED DOMINION REALTY TR INC COM 910197102 1434 99556 99116
UNITED MICROELECTRONICS ADR SPONSORED AD 910873207 10262 1068983 1048883
UNITED PARCEL SERVICE INC CL B 911312106 501 9200 9200
UNITED RENTALS INC COM 911363109 0 0 0
US CELLULAR CORP COM 911684108 489 10800 10800
US AIRWAYS GROUP INC COM 911905107 42 6678 6678
UNITED STATIONERS INC COM 913004107 8756 260200 230400
UNITED SURGICAL PARTNERS COM 913016309 556 26300 26300
UNITED TECHNOLOGIES CORP COM 913017109 221938 3433974 2220404
UNITEDHEALTH GROUP INCORPORATE COM 91324P102 83599 1181284 802814
SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
TRANSMETA CORP 0 0 0 0 0 0
TRAVELOCITY.COM INC 0 500 0 98400 0 27600
TRANSWITCH CORP 0 0 0 0 0 0
TREDEGAR CORPORATION 0 0 0 2600 0 0
TRIAD HOSPITALS INC 0 0 0 0 0 1
TRIAD GUARANTY INC 0 400 0 106000 0 23700
TRICON GLOBAL RESTAURANTS INC 0 0 0 14894 0 1
TRIBUNE CO 0 0 0 29240 0 0
TRICO MARINE SERVICES INC 0 0 0 0 0 0
TRIKON TECHNOLOGIES INC 0 0 0 0 0 800
TRIGON HEALTHCARE INC 0 0 0 68200 0 28100
TRIMERIS INC 0 0 0 8900 0 6700
TRIPATH TECHNOLOGY 0 0 0 0 0 0
TRIQUINT SEMICONDUCTOR INC 0 0 0 19500 0 14700
TRITON PCS HLDGS INC 0 0 0 0 0 0
TRIUMPH GROUP INC 0 500 0 99000 0 24900
TRIZEC HAHN CORP 0 0 0 100600 0 0
TRUSTMARK CORP 0 600 0 170100 0 37300
TUESDAY MORNING CORP 0 0 0 5600 0 23600
TULARIK INC 0 0 0 4100 0 0
TUPPERWARE CORP 0 0 0 9473 0 8100
TYCO INTERNATIONAL LTD 0 2553000 0 2707783 0 3433550
TYSON FOODS INC 0 0 0 295859 0 55500
UAL CORP 0 0 0 4000 0 0
UCBH HOLDINGS INC 0 200 0 81500 0 14300
UGI CORP 0 1000 0 274100 0 58300
UIL HOLDINGS CORPORATION 0 0 0 500 0 0
UMB FINANCIAL CORP 0 630 0 156010 0 34335
USX-MARATHON GROUP INC*OLD 0 0 0 1696542 0 63900
UST INC 0 0 0 163450 0 38500
US BANCORP 21210 0 0 728021 0 34900
USA NETWORKS INC 0 0 0 19900 0 0
US UNWIRED INC CL A 0 1900 0 393400 0 107430
ULTICOM INC 0 0 0 0 0 0
USA EDUCATION INC 0 0 0 47868 0 7000
ULTRAMAR DIAMOND SHAMROCK CORP 0 0 0 53800 0 10800
ULTRATECH STEPPER INC 0 0 0 0 0 1000
UNIFI INC 0 0 0 13600 0 3100
UNILEVER NV ADR 0 10000 0 177960 0 3805
UNION PACIFIC CORP 0 12500 0 1318472 0 246545
UNION PLANTERS CORP 0 0 0 77632 0 0
UNIONBANCAL CORP 0 0 0 43800 0 0
UNISOURCE ENERGY CORP 0 0 0 26800 0 0
UNISYS CORPORATION 0 0 0 419368 0 2700
UNIT CORP 0 0 0 0 0 600
UNITED BANKSHARES INC 0 0 0 50300 0 0
UNITED DOMINION REALTY TR INC 0 0 0 99116 0 0
UNITED MICROELECTRONICS ADR 0 20100 0 68983 0 1000000
UNITED PARCEL SERVICE INC 0 0 0 9200 0 0
UNITED RENTALS INC 0 0 0 0 0 0
US CELLULAR CORP 0 0 0 10800 0 0
US AIRWAYS GROUP INC 0 0 0 6678 0 0
UNITED STATIONERS INC 0 600 0 176400 0 37100
UNITED SURGICAL PARTNERS 0 0 0 15000 0 11300
UNITED TECHNOLOGIES CORP 0 962000 0 1931099 0 1327235
UNITEDHEALTH GROUP INCORPORATE 0 0 0 709554 0 370430
SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
UNITRIN INC COM 913275103 403 10200 10200
UNIVERSAL COMPRESSION HOLDINGS COM 913431102 44 1500 1500
UNIVERSAL CORP-VA COM 913456109 12267 336900 307700
UNIVERSAL FST PRODS INC COM 913543104 103 4900 4900
UNIVERSAL HLTH SVCS INC CL B 913903100 2956 69100 69100
UNIVISION COMMUNICATIONS INC CL A 914906102 5814 143695 139695
UNOCAL CORP COM 915289102 1783 49445 49445
UNUMPROVIDENT CORP COM 91529Y106 73630 2777425 2706884
URBAN OUTFITTERS INC COM 917047102 3883 161000 140000
UTILICORP UNITED INC COM 918005109 5813 230950 229500
UTSTARCOM INC COM 918076100 8228 288700 94700
VF CORPORATION COM 918204108 5409 138662 138572
VALASSIS COMMUNICATIONS INC COM 918866104 4383 123050 41050
VALERO ENERGY CORP COM 91913Y100 2092 54890 54890
VALLEY NATL BANCORP COM 919794107 4927 149522 135641
VALSPAR CORP COM 920355104 0 0 0
VARCO INTERNATIONAL INC COM 922122106 2610 174200 174200
VARIAN INC COM 922206107 0 0 0
VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 239 6900 6900
VARIAN MEDICAL SYSTEMS INC COM 92220P105 0 0 0
VAXGEN INC COM NEW 922390208 1314 113300 91000
VASTERA INC COM 92239N109 4980 299800 253300
VECTREN CORPORATION COM 92240G101 0 0 0
VEECO INSTRS INC DEL COM 922417100 0 0 0
VENTRO CORPORATION COM 922815105 0 0 0
VERITAS SOFTWARE CORP COM 923436109 11785 262871 262871
VERISIGN INC COM 9.23E+106 20533 539770 448600
VERITAS DGC INC COM 92343P107 0 0 0
VERIZON COMMUNICATIONS COM 92343V104 308946 6509618 4520283
VERTEX PHARMACEUTICALS INC COM 92532F100 111 4500 4500
VESTA INS GROUP INC COM 925391104 18 2300 2300
VIACOM INC CL B CL B 925524308 75595 1712230 1426622
VIAD CORP COM 92552R109 2221 93800 93800
VIASAT INC COM 92552V100 902 57800 57800
VIASYS HEALTHCARE INC COM NEW 92553Q209 0 1 1
VIGNETTE CORP COM 926734104 0 0 0
VINTAGE PETE INC COM 927460105 48 3300 3300
VIRAGE LOGIC CORP COM 92763R104 2427 126200 110700
VISHAY INTERTECHNOLOGY INC COM 928298108 7009 359445 171445
VISTEON CORP COM 92839U107 216 14369 14343
VITAL SIGNS INC COM 928469105 0 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 83860 6746559 5910629
VIVENDI UNIVERSAL SP ADR SPON ADR NEW 92851S204 3213 59740 51387
VODAFONE GROUP PLC ADR SPONSORED AD 92857W100 409 15938 15938
VORNADO REALTY TRUST REIT SH BEN INT 929042109 39842 957744 953299
VORNADO REALTY TR CVT PFD 6.5 PFD CONV SER 929042208 0 0 0
VULCAN MATERIALS CO COM 929160109 20176 420863 371363
W-H ENERGY SERVICES COM 9.29E+112 48 2500 2500
WMS INDUSTRIES INC COM 929297109 0 0 0
WASTE MANAGEMENT(WMI) CVT 2.0 SUB NTS CV 92929QAF4 1514 1750000 1750000
WPP GROUP PLC ADR SPON ADR NEW 929309300 2911 54000 54000
WACHOVIA CORP COM 929903102 29354 936022 785272
WACOAL CORP ADR ADR 930004205 397 9973 9973
WADDELL & REED FINANCIAL INC CL A 930059100 2167 67288 67288
WAL-MART STORES INC COM 931142103 675070 11730150 7836150
WALGREEN CO COM 931422109 184303 5475426 4687406
SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
UNITRIN INC 0 0 0 10200 0 0
UNIVERSAL COMPRESSION HOLDINGS 0 0 0 1500 0 0
UNIVERSAL CORP-VA 0 0 0 279100 0 8600
UNIVERSAL FST PRODS INC 0 0 0 4900 0 0
UNIVERSAL HLTH SVCS INC 0 0 0 69100 0 0
UNIVISION COMMUNICATIONS INC 0 0 0 128595 0 300
UNOCAL CORP 0 0 0 42845 0 6600
UNUMPROVIDENT CORP 0 48000 0 2248954 0 506960
URBAN OUTFITTERS INC 0 400 0 107100 0 24000
UTILICORP UNITED INC 0 0 0 177400 0 53550
UTSTARCOM INC 0 0 0 94700 0 0
VF CORPORATION 0 0 0 138572 0 0
VALASSIS COMMUNICATIONS INC 0 0 0 22050 0 19000
VALERO ENERGY CORP 0 0 0 44800 0 10090
VALLEY NATL BANCORP 13881 0 0 136947 0 12576
VALSPAR CORP 0 0 0 0 0 0
VARCO INTERNATIONAL INC 0 0 0 174200 0 0
VARIAN INC 0 0 0 0 0 0
VARIAN SEMICONDUCTOR EQUIPMENT 0 0 0 0 0 6900
VARIAN MEDICAL SYSTEMS INC 0 0 0 0 0 0
VAXGEN INC 0 400 0 66100 0 19900
VASTERA INC 0 900 0 189100 0 50600
VECTREN CORPORATION 0 0 0 0 0 0
VEECO INSTRS INC DEL 0 0 0 0 0 0
VENTRO CORPORATION 0 0 0 0 0 0
VERITAS SOFTWARE CORP 0 0 0 76771 0 186100
VERISIGN INC 0 6900 0 112900 0 344100
VERITAS DGC INC 0 0 0 0 0 0
VERIZON COMMUNICATIONS 0 1364634 0 3317081 0 2499296
VERTEX PHARMACEUTICALS INC 0 0 0 4500 0 0
VESTA INS GROUP INC 0 0 0 1400 0 900
VIACOM INC CL B 526 6000 0 901878 0 503870
VIAD CORP 0 0 0 64800 0 29000
VIASAT INC 0 0 0 38600 0 19200
VIASYS HEALTHCARE INC 0 0 0 1 0 0
VIGNETTE CORP 0 0 0 0 0 0
VINTAGE PETE INC 0 0 0 3300 0 0
VIRAGE LOGIC CORP 0 500 0 82600 0 22200
VISHAY INTERTECHNOLOGY INC 0 0 0 138545 0 32900
VISTEON CORP 0 0 0 14302 0 42
VITAL SIGNS INC 0 0 0 0 0 0
VITESSE SEMICONDUCTOR CORP 644390 42790 0 4240879 85150 2322090
VIVENDI UNIVERSAL SP ADR 0 0 0 50080 0 1307
VODAFONE GROUP PLC ADR 0 0 0 15938 0 0
VORNADO REALTY TRUST REIT 0 0 0 922429 0 34470
VORNADO REALTY TR CVT PFD 6.5 0 0 0 0 0 0
VULCAN MATERIALS CO 300 0 0 344003 0 27660
W-H ENERGY SERVICES 0 0 0 2500 0 0
WMS INDUSTRIES INC 0 0 0 0 0 0
WASTE MANAGEMENT(WMI) CVT 2.0 0 0 0 1750000 0 0
WPP GROUP PLC ADR 0 0 0 54000 0 0
WACHOVIA CORP 0 0 0 687210 0 27912
WACOAL CORP ADR 0 0 0 9973 0 0
WADDELL & REED FINANCIAL INC 0 0 0 41400 0 25888
WAL-MART STORES INC 598950 2406430 0 5676430 83240 5154030
WALGREEN CO 560960 30460 0 3577676 59950 1591780
SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
WALLACE COMPUTER SERVICES INC COM 932270101 3242 170700 170700
WALTER INDS INC COM 93317Q105 2242 198200 177200
WASHINGTON FEDERAL INC COM 938824109 2720 105506 92891
WASHINGTON MUTUAL INC COM 939322103 50282 1537666 1363616
WASHINGTON REAL ESTATE INV SH BEN INT 939653101 1210 48600 47600
WASTE CONNECTIONS INC COM 941053100 1280 41300 41300
WASTE MANAGEMENT INC COM 94106L109 42237 1323616 1279131
WATERS CORP COM 941848103 12304 317512 301562
WATSCO INC COM 942622200 48 3400 3400
WATSON PHARMACEUTICALS INC COM 942683103 329 10473 10473
WATSON WYATT & CO HOLDINGS CL A 942712100 2213 101500 88000
WATTS INDUSTRIES INC CL A 942749102 54 3600 3600
WEATHERFORD INTL INC COM 947074100 4039 108400 108400
WEBEX COMMUNICATIONS INC COM 94767L109 166 6700 6700
WEBSENSE INC COM 947684106 5483 170980 146480
WEBMETHODS INC COM 94768C108 0 0 0
WEBMD CORPORATION COM 94769M105 390 55300 55300
WEBSTER FINANCIAL CORP COM 947890109 35 1115 0
WEIGHT WATCHERS INTERNATIONAL, COM 948626106 2672 79000 79000
WEINGARTEN REALTY INVESTORS RE SH BEN INT 948741103 12809 266848 265018
WELLPOINT HEALTH NETWORKS COM 94973H108 16558 141703 136103
WELLS FARGO & COMPANY COM 949746101 215822 4964849 2384126
WELLSFORD REAL PPTYS INC COM NEW 950240200 411 21400 21400
WENDY'S INTERNATIONAL INC COM 950590109 556 19051 16651
WERNER ENTERPRISES INC COM 950755108 104 4300 4300
WEST CORPORATION COM 952355105 195 7800 7800
WESTAMERICA BANCORPORATION COM 957090103 4229 106870 99870
WESTERN GAS RESOURCES INC COM 958259103 675 20900 20900
WESTERN RESOURCES INC COM 959425109 0 0 0
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WOODWARD GOVERNOR CO COM 980745103 332 5700 5700
WORLDCOM INC-WORLDCOM GROUP WRLDCOM GP C 98157D106 308153 21885885 16284664
WORLDCOM INC-MCI GROUP MCI GROUP CO 98157D304 452 35564 18719
WORTHINGTON INDUSTRIES COM 981811102 5211 366985 326385
WRIGLEY (WM) JR CO COM 982526105 18265 355558 349638
XO COMMUNICATIONS INC CL A CL A 983764101 97 1011600 0
SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
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WORLDCOM INC-WORLDCOM GROUP 525915 2794830 0 12592847 72540 6868232
WORLDCOM INC-MCI GROUP 14008 0 0 17378 0 17813
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WRIGLEY (WM) JR CO 5750 0 0 331128 0 24260
XO COMMUNICATIONS INC CL A 0 0 0 0 0 0
SECURITY TITLE OF MKT VAL DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE
----------- ----- ----- ----- --- ----
XTO ENERGY INC COM 98385X106 2245 128300 128300
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ZEBRA TECHNOLOGIES CORP CL A CL A 989207105 2148 38690 34190
ZIMMER HOLDINGS INC COM 98956P102 5318 174146 161730
ZIONS BANCORPORATION COM 989701107 7681 146077 141117
ZORAN CORP COM 98975F101 1514 46400 46400
ZONAGEN INC COM 98975L108 0 0 0
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ACE LTD ORD G0070K103 791 19700 19700
AMDOCS LTD ORD G02602103 20793 612100 455600
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XOMA LTD ORD G9825R107 93 9400 9400
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43442288 1474807383 1217953280
SECURITY DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION SHARED OTHER SOLE SHARED NONE
----------- ------ ----- ---- ---- ------ ----
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BANCO LATINOAMERICANO DE CL E 0 0 0 4500 0 2000
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