13F-HR 1 form13f12312001.txt AMERICAN CENTURY INVESTMENT MANAGMENT, INC.
FORM 13 F QUARTER ENDING DEC 31, 2001 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY ______________________________ _________ _________ _________________________________________________________________ A M C ENTERTAINMENT INC CS 001669100 3,534 294,500 294,500 294,500 0 ABBOTT LABORATORIES CS 002824100 528,221 9,474,823 9,474,823 9,474,823 0 ACCENTURE LTD CS G1150G111 97,571 3,624,465 3,624,465 3,624,465 0 ACCLAIM ENTERTAINMENT CS 004325205 3 600 600 600 0 ACCREDO HEALTH INC CS 00437V104 4,356 109,700 109,700 109,700 0 ACE LIMITED CS G0070K103 105,240 2,621,183 2,621,183 2,621,183 0 ACTION PERFORMANCE COS CS 004933107 13,853 453,150 453,150 453,150 0 ACXIOM CS 005125109 5,730 328,281 328,281 328,281 0 ADOLPH COORS CO CS 217016104 4,046 75,775 75,775 75,775 0 ADVANCE AUTO PARTS CS 00751Y106 1 28 28 28 0 ADVANCED ENERGY CS 007973100 27 1,000 1,000 1,000 0 ADVANCED MARKETING CS 00753T105 31 1,700 1,700 1,700 0 ADVANCEPCS CS 00790K109 23,510 800,460 800,460 800,460 0 ADVENT SOFTWARE INC CS 007974108 57,958 1,160,200 1,160,200 1,160,200 0 ADVO-SYSTEM INC CS 007585102 33,078 769,262 769,262 769,262 0 AES CORPORATION (THE) CS 00130H105 491 30,000 30,000 30,000 0 AETHER SYSTEMS CS 00808V105 4,144 450,924 450,924 450,924 0 AFC ENTERPRISES CS 00104Q107 3,707 130,600 130,600 130,600 0 AFFILIATED COMPUTER SVCS CS 008190100 223,103 2,102,164 2,102,164 2,102,164 0 AFFILIATED MANAGERS GROUP CS 008252108 79,983 1,134,834 1,134,834 1,134,834 0 AFLAC INC CS 001055102 21,786 887,045 887,045 887,045 0 AGCO CORPORATION CS 001084102 6,120 387,848 387,848 387,848 0 AGILENT TECH INC CVT BOND 00846UAA9 7,897 7,000,000 7,000,000 7,000,000 0 AGILENT TECHNOLOGIES CS 00846U101 16,567 581,099 581,099 581,099 0 AGL RESOURCES INC CS 001204106 118,169 5,133,320 5,133,320 5,133,320 0 AGNICO-EAGLE MINES CS 008474108 6,260 634,200 634,200 634,200 0 AHOLD NV CS 500467303 54,827 1,865,500 1,865,500 1,865,500 0 AIR PRODUCTS & CHEMICALS CS 009158106 75,872 1,617,400 1,617,400 1,617,400 0 AIRGAS INC CS 009363102 104 6,900 6,900 6,900 0 AIRGATE PCS CS 009367103 3 75 75 75 0 ALAMOSA HOLDINGS INC CS 011589108 2,701 226,431 226,431 226,431 0 ALBANY INTERNATIONAL CS 012348108 434 20,000 20,000 20,000 0 ALBANY MOLECULAR RESEARCH CS 012423109 21 800 800 800 0 ALBEMARLE CORPORATION CS 012653101 5,669 236,200 236,200 236,200 0 ALBERTSON'S INC CS 013104104 6,867 218,070 218,070 218,070 0 ALCOA INC CS 013817101 20,134 566,361 566,361 566,361 0 ALLEGHENY ENERGY INC CS 017361106 5,647 155,900 155,900 155,900 0 ALLERGAN INC CS 018490102 68,646 914,670 914,670 914,670 0 ALLETE CS 018522102 9,771 387,738 387,738 387,738 0 ALLIANCE CAPITAL MGMT LP CS 01855A101 21,277 440,328 440,328 440,328 0 ALLIANCE DATA SYSTEMS CS 018581108 2,009 104,900 104,900 104,900 0 ALLIANCE GAMING INC CS 01859P609 185 6,300 6,300 6,300 0 ALLIANCE IMAGING INC CS 018606202 19,422 1,592,000 1,592,000 1,592,000 0 ALLIANT ENERGY CORP CS 018802108 14,913 491,220 491,220 491,220 0 ALLIANT TECHSYSTEMS INC CS 018804104 40,461 524,103 524,103 524,103 0 ALLIED RESEARCH ASSOC INC CS 019483106 629 45,195 45,195 45,195 0 ALLSTATE CORPORATION CS 020002101 191,793 5,691,176 5,691,176 5,691,176 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY ______________________________ _________ _________ _________________________________________________________________ ALLTEL CORP CS 020039103 4,722 76,500 76,500 76,500 0 ALPHA INDUSTRIES CS 020753109 26 1,200 1,200 1,200 0 AMBAC FINANCIAL GROUP INC CS 023139108 139,220 2,406,145 2,406,145 2,406,145 0 AMDOCS CS G02602103 17,396 512,089 512,089 512,089 0 AMERICA MOVIL CS 02364W105 1,266 65,000 65,000 65,000 0 AMERICAN AXLE AND MANUFAC CS 024061103 3,508 164,085 164,085 164,085 0 AMERICAN EAGLE OUTFITTERS CS 02553E106 9,555 365,200 365,200 365,200 0 AMERICAN ELECTRIC POWER CS 025537101 12,809 294,266 294,266 294,266 0 AMERICAN EXPRESS CO CS 025816109 161,526 4,525,814 4,525,814 4,525,814 0 AMERICAN GREETINGS CL-A CS 026375105 14,823 1,075,715 1,075,715 1,075,715 0 AMERICAN HEALTHCORP INC CS 02649V104 1,076 33,622 33,622 33,622 0 AMERICAN HOME PRODUCTS CS 026609107 201,748 3,287,935 3,287,935 3,287,935 0 AMERICAN INT'L GROUP INC CS 026874107 1,473,182 18,553,930 18,553,930 18,553,930 0 AMERICAN ITALIAN PASTA CS 027070101 2,169 51,600 51,600 51,600 0 AMERICAN MEDICAL SECURITY CS 02744P101 3 280 280 280 0 AMERICAN POWER CONVERSION CS 029066107 27,519 1,899,854 1,899,854 1,899,854 0 AMERICAN STANDARD COS INC CS 029712106 135,345 1,983,659 1,983,659 1,983,659 0 AMERICAN WATER WORKS CS 030411102 421 10,075 10,075 10,075 0 AMERICAN WOODMARK CORP CS 030506109 1,073 20,000 20,000 20,000 0 AMERICREDIT CORP CS 03060R101 9,183 291,058 291,058 291,058 0 AMERIPATH CS 03071D109 19,511 605,100 605,100 605,100 0 AMERISOURCEBERGEN CORP CS 03073E105 50,714 798,012 798,012 798,012 0 AMERISTAR CASINOS INC CS 03070Q101 58 2,300 2,300 2,300 0 AMGEN CS 031162100 113,314 2,007,872 2,007,872 2,007,872 0 AMSOUTH BANCORPORATION CS 032165102 29,955 1,584,942 1,584,942 1,584,942 0 ANADARKO PETROLEUM CORP CS 032511107 116,582 2,050,694 2,050,694 2,050,694 0 ANALOG DEVICES INC CS 032654105 31,032 699,086 699,086 699,086 0 ANCHOR BANCORP WIS INC CS 032839102 536 30,200 30,200 30,200 0 ANGLOGOLD LIMITED-SPON CS 035128206 5,628 311,604 311,604 311,604 0 ANHEUSER BUSCH INC CS 035229103 112,473 2,487,800 2,487,800 2,487,800 0 ANIXTER INTERNATIONAL INC CS 035290105 13,324 459,300 459,300 459,300 0 ANNALY MORTGAGE MGMT, INC CS 035710409 1,124 70,240 70,240 70,240 0 ANSYS INC CS 03662Q105 1,570 63,800 63,800 63,800 0 ANTHEM INC CS 03674B104 18,309 369,872 369,872 369,872 0 ANTHEM INC CONV PS 03674B203 9,453 147,708 147,708 147,708 0 AOL TIME WARNER CS 00184A105 778,214 24,243,441 24,243,441 24,243,441 0 APACHE CORP CS 037411105 242,507 4,861,818 4,861,818 4,861,818 0 APARTMENT INVESTMENT AND CS 03748R101 2,822 61,700 61,700 61,700 0 APOGEE ENTERPRISES INC CS 037598109 48 3,000 3,000 3,000 0 APOGENT TECHNOLOGIES CS 03760A101 31,190 1,208,900 1,208,900 1,208,900 0 APPLE COMPUTER INC CS 037833100 657 30,000 30,000 30,000 0 APPLEBEE'S INT'L, INC CS 037899101 75,936 2,218,730 2,218,730 2,218,730 0 APPLIED MATERIALS INC CS 038222105 50,019 1,247,200 1,247,200 1,247,200 0 APPLIED MICRO CIRCUITS CS 03822W109 12,019 1,062,200 1,062,200 1,062,200 0 APRIA HEALTHCARE GROUP CS 037933108 39,667 1,587,300 1,587,300 1,587,300 0 ARACRUZ CELULOSE SA CS 038496204 273 15,000 15,000 15,000 0 ARAMARK CORP CS 038521100 13,458 500,283 500,283 500,283 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY ______________________________ _________ _________ _________________________________________________________________ ARCHER-DANIELS-MIDLAND CO CS 039483102 58,602 4,083,757 4,083,757 4,083,757 0 ARCHSTONE-SMITH TRUST CS 039583109 4,703 178,830 178,830 178,830 0 ARCTIC CAT INC CS 039670104 31 1,800 1,800 1,800 0 ARDEN REALTY GROUP INC CS 039793104 1,972 74,400 74,400 74,400 0 ARGOSY GAMING CO CS 040228108 7,693 236,560 236,560 236,560 0 ARMOR HOLDINGS, INC. CS 042260109 405 15,000 15,000 15,000 0 ARROW ELECTRONICS INC CS 042735100 5,483 183,366 183,366 183,366 0 ARROW ELECTRONICS INC. CVT BOND 042735AY6 7,278 15,281,000 15,281,000 15,281,000 0 ARROW INTERNATIONAL INC CS 042764100 6,683 166,900 166,900 166,900 0 ASE TEST LIMITED CS Y02516105 5,728 413,300 413,300 413,300 0 ASHANTI GOLDFIELDS CS 043743202 3,262 767,499 767,499 767,499 0 ASHLAND INC CS 044204105 58,742 1,274,790 1,274,790 1,274,790 0 ASIAINFO CS 04518A104 11 600 600 600 0 ASSOCIATED MATERIALS INC CS 045709102 121 3,200 3,200 3,200 0 ASTORIA FINANCIAL CORP CS 046265104 5,478 207,000 207,000 207,000 0 AT&T CORP CS 001957109 68,779 3,791,584 3,791,584 3,791,584 0 AT&T WIRELESS SERVICES CS 00209A106 105,376 7,333,059 7,333,059 7,333,059 0 ATLANTIC COAST AIRLINES CS 048396105 75 3,200 3,200 3,200 0 ATMOS ENERGY CORP CS 049560105 125 5,900 5,900 5,900 0 AUTODESK INC CS 052769106 21,406 574,505 574,505 574,505 0 AUTOMATIC DATA PROCESSING CS 053015103 147,097 2,497,410 2,497,410 2,497,410 0 AUTONATION INC CS 05329W102 12,865 1,043,422 1,043,422 1,043,422 0 AUTOZONE INC CS 053332102 17,785 247,698 247,698 247,698 0 AVALON BAY COMMUNITIES CS 053484101 1,050 22,200 22,200 22,200 0 AVAYA INC CS 053499109 2 170 170 170 0 AVERY DENNISON CORP CS 053611109 10,492 185,600 185,600 185,600 0 AVNET INC CS 053807103 17,279 678,400 678,400 678,400 0 AVOCENT CORPORATION CS 053893103 12,703 523,300 523,300 523,300 0 AVON PRODUCTS CS 054303102 698 15,000 15,000 15,000 0 AVX INC CS 002444107 18,832 798,300 798,300 798,300 0 AZTAR CORP CS 054802103 994 54,300 54,300 54,300 0 B M C SOFTWARE CS 055921100 2,685 164,000 164,000 164,000 0 BAKER HUGHES INC CS 057224107 547 15,000 15,000 15,000 0 BALL CORP CS 058498106 20,750 293,500 293,500 293,500 0 BALLY TOTAL FITNESS CS 05873K108 25,361 1,176,286 1,176,286 1,176,286 0 BANCO SANTANDER CHILE CS 05965F108 158 8,500 8,500 8,500 0 BANCORPSOUTH INC CS 059692103 13,338 803,500 803,500 803,500 0 BANDAG INC CS 059815100 350 10,080 10,080 10,080 0 BANK OF AMERICA CORP CS 060505104 604,666 9,605,489 9,605,489 9,605,489 0 BANK ONE CORP CS 06423A103 75,072 1,922,461 1,922,461 1,922,461 0 BANKATLANTIC BANCORP INC CS 065908501 151 16,500 16,500 16,500 0 BANKUNITED, A SAVINGS CS 06652B103 747 50,125 50,125 50,125 0 BANTA CORP CS 066821109 9,015 305,400 305,400 305,400 0 BARNES & NOBLE INC CS 067774109 12,399 418,900 418,900 418,900 0 BARR LABS INC CS 068306109 17,333 218,416 218,416 218,416 0 BARRA INC CS 068313105 39,923 847,887 847,887 847,887 0 BARRICK GOLD CORP CS 067901108 27,640 1,732,916 1,732,916 1,732,916 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY ______________________________ _________ _________ _________________________________________________________________ BAUSCH & LOMB INC CLA CS 071707103 5,999 159,300 159,300 159,300 0 BAXTER INTERNATIONAL INC CS 071813109 170,076 3,171,282 3,171,282 3,171,282 0 BCE INC CS 999401ZG0 6,270 275,000 275,000 275,000 0 BEAR STEARNS COS INC CS 073902108 47,123 803,596 803,596 803,596 0 BEBE CS 075571109 19 1,000 1,000 1,000 0 BECKMAN COULTER INC CS 075811109 59,526 1,343,700 1,343,700 1,343,700 0 BECTON DICKINSON & CO CS 075887109 90,433 2,727,990 2,727,990 2,727,990 0 BED BATH & BEYOND INC CS 075896100 16,829 496,507 496,507 496,507 0 BELLSOUTH CORP CS 079860102 339,060 8,887,562 8,887,562 8,887,562 0 BELO CORPORATION CS 080555105 34,800 1,856,000 1,856,000 1,856,000 0 BEMIS CO INC CS 081437105 2,579 52,440 52,440 52,440 0 BENCHMARK ELECTRONICS INC CS 08160H101 28 1,500 1,500 1,500 0 BERKSHIRE HATHAWAY INC CS 084670108 388,282 5,136 5,136 5,136 0 BERKSHIRE HATHAWAY INC CS 084670207 136,936 54,232 54,232 54,232 0 BEST BUY CO CS 086516101 62,466 838,700 838,700 838,700 0 BEVERLY ENTERPRISES CS 087851309 4,586 533,263 533,263 533,263 0 BIO-TECHNOLOGY GENERAL CS 090578105 100 12,200 12,200 12,200 0 BIO-VASCULAR INC CS 090923103 175 22,200 22,200 22,200 0 BIOGEN INC CS 090597105 27,811 484,900 484,900 484,900 0 BIOMET INC CS 090613100 29,724 961,465 961,465 961,465 0 BIORELIANCE CORP CS 090951104 720 25,140 25,140 25,140 0 BIOSITE DIAGNOSTICS INC CS 090945106 18 1,000 1,000 1,000 0 BIOVAIL CORP CS 09067J109 82,985 1,475,295 1,475,295 1,475,295 0 BISYS GROUP INC CS 055472104 77,650 1,213,374 1,213,374 1,213,374 0 BJ SERVICES COMPANY CS 055482103 96,128 2,962,349 2,962,349 2,962,349 0 BJ'S WHOLESALE CLUB CS 05548J106 74,611 1,691,850 1,691,850 1,691,850 0 BLACK & DECKER CORP CS 091797100 12,904 342,018 342,018 342,018 0 BLACK BOX CORP CS 091826107 102,556 1,939,218 1,939,218 1,939,218 0 BLOCK (H & R) INC CS 093671105 135,547 3,032,377 3,032,377 3,032,377 0 BOARDWALK EQUITIES INC CS 990100GN3 410 56,000 56,000 56,000 0 BOB EVANS FARMS INC CS 096761101 492 20,000 20,000 20,000 0 BOEING CO CS 097023105 62,999 1,624,527 1,624,527 1,624,527 0 BORG-WARNER AUTOMOTIVE CS 099724106 788 15,080 15,080 15,080 0 BOSTON COMMUNICATIONS CS 100582105 36 3,200 3,200 3,200 0 BOSTON PROPERTIES INC CS 101121101 1,820 47,900 47,900 47,900 0 BOSTON SCIENTIFIC CORP CS 101137107 11,638 482,520 482,520 482,520 0 BOWATER INC CS 102183100 23,316 488,800 488,800 488,800 0 BOYDS COLLECTION LTD CS 103354106 3,500 517,000 517,000 517,000 0 BOYKIN LODGING COMPANY CS 103430104 113 14,200 14,200 14,200 0 BP PLC CS 055622104 305,246 6,563,012 6,563,012 6,563,012 0 BRADLEY PHARMACEUTICALS CS 104576103 1,560 75,000 75,000 75,000 0 BRE PROPERTIES INC CS 05564E106 272 8,800 8,800 8,800 0 BRIGHTPOINT INC CS 109473108 58 18,300 18,300 18,300 0 BRINKER INTERNATIONAL INC CS 109641100 6,137 206,200 206,200 206,200 0 BRINKER INTL. CVT BOND 109641AA8 1,287 2,000,000 2,000,000 2,000,000 0 BRISTOL-MYERS SQUIBB CO CS 110122108 475,894 9,331,262 9,331,262 9,331,262 0 BROADCOM CORP CS 111320107 59,000 1,443,427 1,443,427 1,443,427 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY ______________________________ _________ _________ _________________________________________________________________ BROADWING INC CS 111620100 1,082 113,900 113,900 113,900 0 BROCADE COMMUNICATIONS CS 111621108 19,531 589,600 589,600 589,600 0 BRUNSWICK CORP CS 117043109 30,497 1,401,534 1,401,534 1,401,534 0 BUCKLE INC CS 118440106 11,177 501,200 501,200 501,200 0 BUENAVENTURA CS 204448104 8,572 413,500 413,500 413,500 0 BURLINGTON NORTHERN CS 12189T104 9,412 329,914 329,914 329,914 0 BURLINGTON RESOURCES CS 122014103 103,818 2,765,543 2,765,543 2,765,543 0 BURR BROWN CVT BOND 122574AF3 6,314 5,900,000 5,900,000 5,900,000 0 BUSINESS OBJECTS S A CS 12328X107 5,985 176,800 176,800 176,800 0 C & D TECHNOLOGIES INC CS 124661109 2,457 107,540 107,540 107,540 0 C E C ENTERTAINMENT INC CS 125137109 50,579 1,165,685 1,165,685 1,165,685 0 C N A SURETY CORP CS 12612L108 13,287 857,200 857,200 857,200 0 C-COR.NET CORPORATION CS 125010108 2,131 146,200 146,200 146,200 0 CABLE DESIGN TECHNOLOGIES CS 126924109 13,283 971,000 971,000 971,000 0 CABLEVISION PS 126304401 529 5,000 5,000 5,000 0 CABOT CORP CS 127055101 6,183 173,200 173,200 173,200 0 CABOT OIL & GAS CORP CS 127097103 26 1,100 1,100 1,100 0 CALLAWAY GOLF COMPANY CS 131193104 4,373 228,381 228,381 228,381 0 CALPINE CORPORATION CS 131347106 5,108 304,219 304,219 304,219 0 CAMPBELL SOUP CO CS 134429109 135,847 4,547,925 4,547,925 4,547,925 0 CANADIAN NATIONAL RAILWAY CS 9996007H6 17,158 355,389 355,389 355,389 0 CANADIAN PACIFIC RAILWAY CS 13645T100 16,642 853,416 853,416 853,416 0 CAPITAL CROSSING BANK CS 140071101 59 3,200 3,200 3,200 0 CARAUSTAR INDUSTRIES INC CS 140909102 6,344 914,800 914,800 914,800 0 CARBO CERAMICS INC CS 140781105 70 1,800 1,800 1,800 0 CARDINAL HEALTH INC CS 14149Y108 51,050 789,517 789,517 789,517 0 CARDIODYNAMICS CS 141597104 2 360 360 360 0 CAREER EDUCATION CORP CS 141665109 686 20,000 20,000 20,000 0 CARLISLE COMPANIES INC CS 142339100 18,823 509,000 509,000 509,000 0 CARNIVAL CORP CS 143658102 261,501 9,312,696 9,312,696 9,312,696 0 CARRAMERICA REALTY CORP CS 144418100 23,253 772,519 772,519 772,519 0 CASCADE CORP CS 147195101 90 7,500 7,500 7,500 0 CASCADE NATURAL GAS CORP CS 147339105 139 6,300 6,300 6,300 0 CASELLA WASTE SYSTEMS INC CS 147448104 1,071 72,248 72,248 72,248 0 CASEY'S GENERAL STORES CS 147528103 19,427 1,303,400 1,303,400 1,303,400 0 CATALINA MARKETING CORP CS 148867104 36,096 1,040,220 1,040,220 1,040,220 0 CATERPILLAR INC CS 149123101 151,790 2,905,078 2,905,078 2,905,078 0 CELESTICA CS 15101Q108 92,140 2,281,270 2,281,270 2,281,270 0 CELGENE CORP CS 151020104 2,239 70,000 70,000 70,000 0 CEMEX SA CS 151290889 57,985 2,347,568 2,347,568 2,347,568 0 CENDANT CORP CS 151313103 27,678 1,411,402 1,411,402 1,411,402 0 CENTERPOINT PROPERTIES CS 151895109 2,478 49,760 49,760 49,760 0 CENTEX CORP CS 152312104 10,453 183,105 183,105 183,105 0 CENTRAL HUDSON GAS & ELEC CS 12541M102 226 5,200 5,200 5,200 0 CENTURYTEL INC CS 156700106 21,805 664,800 664,800 664,800 0 CEPHALON INC CS 156708109 49,459 654,350 654,350 654,350 0 CERIDIAN CORP - NEW CS 156779100 4,806 256,300 256,300 256,300 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY ______________________________ _________ _________ _________________________________________________________________ CERNER CORPORATION CS 156782104 16,696 334,425 334,425 334,425 0 CERTEGY INC CS 156880106 30,316 885,927 885,927 885,927 0 CH ROBINSON WORLDWIDE CS 12541W100 4,113 142,100 142,100 142,100 0 CHAMPION ENTERPRISES INC CS 158496109 988 80,285 80,285 80,285 0 CHAMPIONSHIP AUTO CS 158711101 325 20,170 20,170 20,170 0 CHARLES RIVER ASSOCIATES CS 159852102 2 100 100 100 0 CHARTER COMMUNICATIONS CS 16117M107 47,987 2,919,803 2,919,803 2,919,803 0 CHARTER ONE FINANCIAL CS 160903100 6,624 243,970 243,970 243,970 0 CHATTEM INC CS 162456107 5 275 275 275 0 CHECK POINT SOFTWARE CS M22465104 55,742 1,397,213 1,397,213 1,397,213 0 CHECKPOINT SYSTEMS CS 162825103 127 9,500 9,500 9,500 0 CHELSEA PROPERTY GROUP CS 163421100 3,584 73,000 73,000 73,000 0 CHESAPEAKE CORP OF VA CS 165159104 417 15,000 15,000 15,000 0 CHEVRONTEXACO CORP CS 166764100 366,746 4,092,694 4,092,694 4,092,694 0 CHILDREN'S PLACE CS 168905107 4,327 158,691 158,691 158,691 0 CHITTENDEN CORP CS 170228100 832 30,140 30,140 30,140 0 CHOLESTECH CORPORATION CS 170393102 301 15,125 15,125 15,125 0 CHUBB CORP CS 171232101 56,207 814,600 814,600 814,600 0 CHURCH & DWIGHT CO INC CS 171340102 4,312 161,924 161,924 161,924 0 CIENA CORPORATION CS 171779101 2,067 144,400 144,400 144,400 0 CIGNA CORP CS 125509109 65,908 711,361 711,361 711,361 0 CIMA LABS INC CS 171796105 47 1,300 1,300 1,300 0 CINCINNATI FINANCIAL CS 172062101 6,266 164,300 164,300 164,300 0 CIRCOR INTERNATIONAL INC CS 17273K109 10,118 548,400 548,400 548,400 0 CIRCUIT CITY STORES INC CS 172737108 7,188 276,981 276,981 276,981 0 CISCO SYSTEMS INC CS 17275R102 501,199 27,667,629 27,667,629 27,667,629 0 CITIGROUP INC CS 172967101 1,353,288 26,808,393 26,808,393 26,808,393 0 CITIZENS BANKING CORP CS 174420109 1,647 50,110 50,110 50,110 0 CITIZENS COMMUNICATIONS PS 17453B200 7,302 313,400 313,400 313,400 0 CLAIRE'S STORES INC CS 179584107 18,599 1,231,700 1,231,700 1,231,700 0 CLAYTON HOMES INC CS 184190106 855 50,000 50,000 50,000 0 CLEAR CHANNEL CS 184502102 187,315 3,679,341 3,679,341 3,679,341 0 CLEVELAND CLIFFS INC CS 185896107 5,159 281,900 281,900 281,900 0 CLOROX CO CS 189054109 218,125 5,515,161 5,515,161 5,515,161 0 CMS ENERGY CORP CS 125896100 1,202 50,000 50,000 50,000 0 COACH INC CS 189754104 37,072 951,040 951,040 951,040 0 COCA-COLA CO CS 191216100 87,186 1,849,130 1,849,130 1,849,130 0 COCA-COLA FEMSA SA DE CV CS 191241108 480 23,900 23,900 23,900 0 COGNOS INC CS 19244C109 2,295 91,800 91,800 91,800 0 COINSTAR INC CS 19259P300 1,153 46,000 46,000 46,000 0 COLDWATER CREEK INC CS 193068103 4,442 208,600 208,600 208,600 0 COLE NATIONAL CORP CS 193290103 2 130 130 130 0 COLGATE PALMOLIVE CO CS 194162103 12,763 221,000 221,000 221,000 0 COMCAST CORP CL A SPL COM CS 200300200 271,163 7,531,246 7,531,246 7,531,246 0 COMERICA INC CS 200340107 38,742 676,127 676,127 676,127 0 COMMERCE BANCORP N J CS 200519106 25,846 657,000 657,000 657,000 0 COMMERCE BANCSHARES INC CS 200525103 30,279 776,485 776,485 776,485 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY ______________________________ _________ _________ _________________________________________________________________ COMMERCIAL FEDERAL CORP CS 201647104 353 15,000 15,000 15,000 0 COMMONWEALTH TELEPHONE CS 203349105 2,744 60,300 60,300 60,300 0 COMMSCOPE CVT BOND 203372AB3 7,872 9,600,000 9,600,000 9,600,000 0 COMMSCOPE INC CS 203372107 19,949 937,900 937,900 937,900 0 COMMUNITY FIRST CS 203902101 514 20,000 20,000 20,000 0 COMPAQ COMPUTER CORP CS 204493100 1,821 186,600 186,600 186,600 0 COMPUTER ASSOC INT'L INC CS 204912109 69,456 2,013,812 2,013,812 2,013,812 0 COMPUTER NETWORK CS 204925101 10,423 584,883 584,883 584,883 0 COMPUTER SCIENCES CORP CS 205363104 60,578 1,236,800 1,236,800 1,236,800 0 COMPUWARE CORP CS 205638109 27,900 2,365,425 2,365,425 2,365,425 0 COMTECH CS 205826209 52 4,200 4,200 4,200 0 COMVERSE TECHNOLOGY INC CS 205862402 124,714 5,578,775 5,578,775 5,578,775 0 CONAGRA INC CS 205887102 55,491 2,334,516 2,334,516 2,334,516 0 CONCORD EFS INC CS 206197105 306,317 9,343,215 9,343,215 9,343,215 0 CONCURRENT COMPUTER CORP CS 206710204 23,342 1,571,300 1,571,300 1,571,300 0 CONECTIV INC CS 206829103 1,784 72,850 72,850 72,850 0 CONNECTIVE THERAPEUTICS CS 208192104 1,460 120,750 120,750 120,750 0 CONOCO INC CS 208251504 125,864 4,447,490 4,447,490 4,447,490 0 CONSECO INC CS 208464107 1,925 431,695 431,695 431,695 0 CONSOL ENERGY INC CS 20854P109 21,520 866,357 866,357 866,357 0 CONSOLIDATED EDISON INC CS 209115104 2,623 65,000 65,000 65,000 0 CONSTELLATION BRANDS CS 21036P108 47,012 1,097,127 1,097,127 1,097,127 0 CONSTELLATION ENERGY CS 210371100 1,328 50,000 50,000 50,000 0 CONTINENTAL AIRLINES CS 210795308 22,024 840,300 840,300 840,300 0 CONVERGYS CORP CS 212485106 87,072 2,322,540 2,322,540 2,322,540 0 COOPER CAMERON CORP CS 216640102 34,656 858,680 858,680 858,680 0 COOPER TIRE & RUBBER CO CS 216831107 1,145 71,715 71,715 71,715 0 COR THERAPEUTICS INC CS 217753102 3,596 150,000 150,000 150,000 0 CORIXA CORPORATION CS 21887F100 603 40,000 40,000 40,000 0 CORN PRODUCTS INT'L INC CS 219023108 16,190 459,300 459,300 459,300 0 CORNELL CORRECTIONS INC CS 219141108 5,580 316,150 316,150 316,150 0 CORNING INC CS 219350105 16,757 1,878,565 1,878,565 1,878,565 0 CORPORATE EXECUTIVE BOARD CS 21988R102 25,050 682,200 682,200 682,200 0 CORRECTIONAL PROPERTIES CS 22025E104 595 35,190 35,190 35,190 0 CORRECTIONS CORP CS 22025Y407 7 365 365 365 0 CORUS BANKSHARES INC CS 220873103 137 3,000 3,000 3,000 0 COSTCO COMPANIES INC CS 22160K105 220,915 4,976,681 4,976,681 4,976,681 0 COTT CORP CS 999300445 105 6,600 6,600 6,600 0 COUNTRYWIDE CREDIT CS 222372104 53,686 1,310,368 1,310,368 1,310,368 0 COUSINS PROPERTIES INC CS 222795106 2,654 108,950 108,950 108,950 0 COVANCE INC CS 222816100 8,794 387,409 387,409 387,409 0 COVENTRY HEALTH CARE INC CS 222862104 50 2,500 2,500 2,500 0 COX COMMUNICATIONS, INC. CS 224044107 51,486 1,228,500 1,228,500 1,228,500 0 COX RADIO INC CS 224051102 17,428 684,000 684,000 684,000 0 CREDICORP LTD CS G2519Y108 816 93,200 93,200 93,200 0 CROSSMANN COMMUNITIES INC CS 22764E109 663 20,120 20,120 20,120 0 CSG SYSTEMS INTERNATIONAL CS 126349109 40,657 1,004,987 1,004,987 1,004,987 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY ______________________________ _________ _________ _________________________________________________________________ CSX CORPORATION CS 126408103 76,317 2,177,382 2,177,382 2,177,382 0 CUBIC CORP CS 229669106 9 170 170 170 0 CULLEN/FROST BANKERS CS 229899109 19,491 631,188 631,188 631,188 0 CUMMINS ENGINE CS 231021106 26,253 681,195 681,195 681,195 0 CV THERAPEUTICS CS 126667104 7,039 135,300 135,300 135,300 0 CVB FINANCIAL CORP CS 126600105 588 25,125 25,125 25,125 0 CYBEROPTICS CORP CS 232517102 3 210 210 210 0 CYMER LASER CS 232572107 59 2,200 2,200 2,200 0 D & K WHOLESALE DRUG CS 232861104 8,383 147,143 147,143 147,143 0 D P L INC CS 233293109 605 25,135 25,135 25,135 0 D R HORTON INC CS 23331A109 487 15,000 15,000 15,000 0 DAISYTEK INTERNATIONAL CO CS 234053106 50 3,800 3,800 3,800 0 DARDEN RESTAURANTS CS 237194105 195 5,500 5,500 5,500 0 DAVITA INC CS 23918K108 13,934 569,900 569,900 569,900 0 DEAN FOODS CS 242370104 123,586 1,812,109 1,812,109 1,812,109 0 DEB SHOPS INC CS 242728103 95 3,900 3,900 3,900 0 DEERE & CO CS 244199105 10,129 232,000 232,000 232,000 0 DEL MONTE FOODS CO CS 24522P103 197 23,100 23,100 23,100 0 DELL COMPUTER CORP CS 247025109 228,716 8,419,508 8,419,508 8,419,508 0 DELPHI AUTOMOTIVE SYSTEMS CS 247126105 6,987 511,500 511,500 511,500 0 DELTA & PINE LAND CO CS 247357106 2 100 100 100 0 DELUXE CORP CS 248019101 71,541 1,720,562 1,720,562 1,720,562 0 DENDRITE INT'L INC CS 248239105 7,778 554,600 554,600 554,600 0 DEVON ENERGY CORP CS 25179M103 31,728 820,898 820,898 820,898 0 DEVON ENERGY 4.9% CVT BOND 25179MAA1 5,304 5,230,000 5,230,000 5,230,000 0 DEVON ENERGY 4.95% CVT BOND 25179MAB9 10,392 10,190,000 10,190,000 10,190,000 0 DIAGNOSTIC/RETRIEVAL CS 23330X100 2,888 81,000 81,000 81,000 0 DIAL CORP CS 25247D101 47,466 2,767,700 2,767,700 2,767,700 0 DIAMOND OFFSHORE DRILLING CVT BOND 25271CAE2 7,819 8,426,000 8,426,000 8,426,000 0 DIAMOND OFFSHORE DRILLING CS 25271C102 60,759 1,998,665 1,998,665 1,998,665 0 DIEBOLD INC CS 253651103 49,624 1,227,100 1,227,100 1,227,100 0 DIGITAL LIGHTWAVE INC CS 253855100 2,564 273,500 273,500 273,500 0 DIME COMMUNITY BANCSHARES CS 253922108 707 25,150 25,150 25,150 0 DIRECT FOCUS INC CS 254931108 90,490 2,899,870 2,899,870 2,899,870 0 DISNEY (WALT) COMPANY CS 254687106 63,010 3,041,002 3,041,002 3,041,002 0 DITECH COMMUNICATIONS CS 25500M103 3,657 611,500 611,500 611,500 0 DOLE FOOD COMPANY INC CS 256605106 10,516 391,960 391,960 391,960 0 DOLLAR TREE STORES INC CS 256747106 14,716 476,000 476,000 476,000 0 DOMINION RESOURCES INC CS 25746U109 37,169 618,459 618,459 618,459 0 DORAL FINANCIAL CORP CS 25811P100 215 6,900 6,900 6,900 0 DOVER CORP CS 260003108 147,118 3,968,655 3,968,655 3,968,655 0 DOW JONES & CO INC CS 260561105 65,019 1,188,000 1,188,000 1,188,000 0 DRESS BARN INC CS 261570105 73 2,900 2,900 2,900 0 DREYER'S GRAND ICE CREAM CS 261878102 387 10,055 10,055 10,055 0 DST SYSTEMS INC CS 233326107 34,684 695,761 695,761 695,761 0 DTE ENERGY HOLDING CO CS 233331107 8,521 203,161 203,161 203,161 0 DUKE ENERGY CORP CS 264399106 9,560 243,500 243,500 243,500 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY ______________________________ _________ _________ _________________________________________________________________ DYNAMICS RESEARCH CORP CS 268057106 5 300 300 300 0 DYNEGY INC CS 26816Q101 1,236 48,480 48,480 48,480 0 E D O CORP CS 281347104 7,700 291,100 291,100 291,100 0 E S S TECHNOLOGY INC CS 269151106 3,015 141,765 141,765 141,765 0 EASTMAN CHEMICAL CO CS 277432100 8,269 211,917 211,917 211,917 0 EASTMAN KODAK CO CS 277461109 33,868 1,150,801 1,150,801 1,150,801 0 EATON CORP CS 278058102 24,638 331,115 331,115 331,115 0 EATON VANCE CORP CS 278265103 8,333 234,400 234,400 234,400 0 EBAY INC CS 278642103 555 8,300 8,300 8,300 0 ECHO BAY MINES LTD CS 278751102 322 608,200 608,200 608,200 0 ECHOSTAR COMMUNICATIONS CS 278762109 16,332 594,661 594,661 594,661 0 ECLIPSYS CORPORATION CS 278856109 842 50,255 50,255 50,255 0 ECTEL LTD CS M29925100 871 49,428 49,428 49,428 0 EDGE PETROLEUM CS 279862106 78 15,000 15,000 15,000 0 EDISON INTERNATIONAL INC CS 281020107 831 55,000 55,000 55,000 0 EDWARDS (A G) INC CS 281760108 76,295 1,727,300 1,727,300 1,727,300 0 EL PASO CORP CS 28336L109 6,203 139,050 139,050 139,050 0 ELAN CORP PLC CS 284131208 59,904 1,329,419 1,329,419 1,329,419 0 ELANTEC SEMICONDUCTOR INC CS 284155108 3 76 76 76 0 ELCOR CORPORATION CS 284443108 12,195 438,818 438,818 438,818 0 ELECTRO SCIENTIFIC INDUS CS 285229100 96 3,200 3,200 3,200 0 ELECTROGLAS INC CS 285324109 9,260 626,300 626,300 626,300 0 ELECTRONIC ARTS CS 285512109 16,164 269,600 269,600 269,600 0 ELECTRONIC DATA SYSTEMS CS 285661104 90,293 1,317,191 1,317,191 1,317,191 0 ELECTRONICS FOR IMAGING CS 286082102 10,573 472,200 472,200 472,200 0 ELI LILLY & CO CS 532457108 200,718 2,555,618 2,555,618 2,555,618 0 EMBREX CS 290817105 295 16,300 16,300 16,300 0 EMC CORP CS 268648102 134,645 10,018,200 10,018,200 10,018,200 0 EMC CORP PS 61744Y835 630 100,000 100,000 100,000 0 EMERSON ELECTRIC CO CS 291011104 308,293 5,399,184 5,399,184 5,399,184 0 EMPIRE DISTRICT ELECTRIC CS 291641108 15,572 741,500 741,500 741,500 0 ENDOCARE CS 29264P104 1,920 107,135 107,135 107,135 0 ENERGEN CORP CS 29265N108 1,306 53,000 53,000 53,000 0 ENERGY EAST CORPORATION CS 29266M109 741 39,000 39,000 39,000 0 ENGELHARD CORPORATION CS 292845104 27,437 991,235 991,235 991,235 0 ENGINEERED SUPPORT CS 292866100 198 5,800 5,800 5,800 0 ENSCO INTERNATIONAL CS 26874Q100 236,830 9,530,381 9,530,381 9,530,381 0 ENTEGRIS CS 29362U104 64 5,800 5,800 5,800 0 ENTERASYS NETWORKS INC CS 293637104 2,690 303,900 303,900 303,900 0 ENTERCOM COMMUNICATIONS CS 293639100 8,780 175,600 175,600 175,600 0 ENTERGY CORP CS 29364G103 26,547 678,782 678,782 678,782 0 ENTERTAINMENT PROPERTIES CS 29380T105 778 40,197 40,197 40,197 0 ENZON INC CS 293904108 45,625 810,755 810,755 810,755 0 EOG RESOURCES INC CS 26875P101 139,580 3,568,898 3,568,898 3,568,898 0 EPIQ SYSTEMS INC CS 26882D109 2,237 115,200 115,200 115,200 0 EQUIFAX INC CS 294429105 12,760 528,363 528,363 528,363 0 EQUITABLE RESOURCES INC CS 294549100 1,261 37,000 37,000 37,000 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY ______________________________ _________ _________ _________________________________________________________________ EQUITY INNS INC CS 294703103 600 90,700 90,700 90,700 0 EQUITY OFFICE PROPERTIES CS 294741103 56,168 1,867,296 1,867,296 1,867,296 0 EQUITY RESIDENTIAL CS 29476L107 21,718 756,457 756,457 756,457 0 ESTERLINE TECHNOLOGIES CS 297425100 56 3,500 3,500 3,500 0 ETHAN ALLEN INTERIORS INC CS 297602104 58,082 1,396,527 1,396,527 1,396,527 0 EURONET SERVICES CS 298736109 2,847 156,723 156,723 156,723 0 EVI WEATHERFORD, INC CS 947074100 77,809 2,088,259 2,088,259 2,088,259 0 EXAR CORP CS 300645108 61 2,900 2,900 2,900 0 EXELON CORPORATION CS 30161N101 18,485 386,072 386,072 386,072 0 EXXON MOBIL CORP CS 30231G102 419,151 10,665,428 10,665,428 10,665,428 0 F D X CORPORATION CS 31428X106 3,654 70,435 70,435 70,435 0 F E I COMPANY CS 30241L109 82 2,600 2,600 2,600 0 F L I R SYSTEMS INC CS 302445101 57 1,500 1,500 1,500 0 F M C CORP CS 302491303 1,648 27,700 27,700 27,700 0 F P L GROUP INC CS 302571104 137,400 2,436,172 2,436,172 2,436,172 0 F Y I INCORPORATED CS 302712104 74 2,200 2,200 2,200 0 FACTSET RESEARCH SYSTEMS CS 303075105 84 2,400 2,400 2,400 0 FAIR, ISAAC, AND COMPANY CS 303250104 43,871 696,150 696,150 696,150 0 FAIRMONT HOTELS & RESORTS CS 305204109 10,181 425,996 425,996 425,996 0 FAMILY DOLLAR STORES INC CS 307000109 32,673 1,089,815 1,089,815 1,089,815 0 FANNIE MAE CS 313586109 666,868 8,388,279 8,388,279 8,388,279 0 FEDERAL HOME LOAN MTG CS 313400301 380,783 5,822,371 5,822,371 5,822,371 0 FEDERATED DEPT STORES INC CS 31410H101 115,115 2,814,542 2,814,542 2,814,542 0 FIDELITY NATIONAL CS 316326107 86,891 3,503,676 3,503,676 3,503,676 0 FIFTH THIRD BANCORP CS 316773100 115,007 1,875,060 1,875,060 1,875,060 0 FIRST AMERICAN FINC'L CS 318522307 11,024 588,278 588,278 588,278 0 FIRST BANCORP CS 318672102 71 2,500 2,500 2,500 0 FIRST CITIZENS BANCSHARES CS 31946M103 233 2,400 2,400 2,400 0 FIRST DATA CORPORATION CS 319963104 385,056 4,908,303 4,908,303 4,908,303 0 FIRST HEALTH GROUP CORP CS 320960107 64,977 2,620,583 2,620,583 2,620,583 0 FIRST HORIZON CS 32051K106 8,918 303,500 303,500 303,500 0 FIRST MIDWEST BANCORP CS 320867104 551 18,875 18,875 18,875 0 FIRST TENNESSEE NAT'L CS 337162101 73,537 2,028,043 2,028,043 2,028,043 0 FIRST VIRGINIA BANK INC CS 337477103 155,643 3,066,250 3,066,250 3,066,250 0 FIRSTENERGY CS 337932107 5,360 153,243 153,243 153,243 0 FIRSTMERIT CORPORATION CS 337915102 816 30,115 30,115 30,115 0 FISCHER IMAGING CORP CS 337719108 242 20,190 20,190 20,190 0 FISERV INC CS 337738108 5,492 129,750 129,750 129,750 0 FISHER SCIENTIFIC INT'L CS 338032204 18,035 617,636 617,636 617,636 0 FLAGSTAR BANCORP INC CS 337930101 506 25,140 25,140 25,140 0 FLEET BOSTON FINANCIAL CS 339030108 3,166 86,750 86,750 86,750 0 FLEMING COMPANIES INC CS 339130106 24,560 1,327,562 1,327,562 1,327,562 0 FLEXTRONICS INTERNATIONAL CS Y2573F102 19,149 798,062 798,062 798,062 0 FLOWSERVE CORP CS 34354P105 19,856 746,200 746,200 746,200 0 FLUOR CORP CS 343412102 27,957 747,500 747,500 747,500 0 FLUSHING FINANCIAL CORP CS 343873105 540 30,180 30,180 30,180 0 FMC TECHNOLOGIES INC CS 30249U101 333 20,240 20,240 20,240 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY ______________________________ _________ _________ _________________________________________________________________ FOOT LOCKER INC CS 344849104 53,704 3,431,545 3,431,545 3,431,545 0 FOOTSTAR CS 344912100 94 3,000 3,000 3,000 0 FORD MOTOR CO CS 345370860 28,579 1,817,972 1,817,972 1,817,972 0 FOREST LABORATORIES INC CS 345838106 3,450 42,100 42,100 42,100 0 FORTUNE BRANDS INC CS 349631101 87,156 2,201,454 2,201,454 2,201,454 0 FORWARD AIR CORP CS 349853101 223 6,600 6,600 6,600 0 FOSSIL INC CS 349882100 118 5,600 5,600 5,600 0 FOUR SEASONS HOTELS CS 9997023X9 8,267 176,800 176,800 176,800 0 FPIC INSURANCE GROUP INC CS 302563101 428 28,800 28,800 28,800 0 FRED'S INC CS 356108100 9,659 235,840 235,840 235,840 0 FREEPORT MCMORAN COPPER CS 35671D857 31,368 2,342,623 2,342,623 2,342,623 0 FRONTIER OIL CORP CS 35914P105 381 22,900 22,900 22,900 0 FTI CONSULTING INC CS 302941109 492 15,000 15,000 15,000 0 FULLER (H B) CO CS 359694106 1,155 40,120 40,120 40,120 0 FURNITURE BRANDS INC CS 360921100 14,121 441,000 441,000 441,000 0 G & K SERVICES INC CS 361268105 21,752 672,500 672,500 672,500 0 G B C BANCORP CALIF CS 361475106 41 1,400 1,400 1,400 0 GALLAGHER (ARTHUR J) & CO CS 363576109 33,359 967,200 967,200 967,200 0 GANNETT CO CS 364730101 38,966 579,591 579,591 579,591 0 GEMSTAR-TV GUIDE INTL INC CS 36866W106 282,483 10,205,303 10,205,303 10,205,303 0 GENENTECH INC CS 368710406 7,056 130,060 130,060 130,060 0 GENERAL DYNAMICS CORP CS 369550108 210,490 2,643,020 2,643,020 2,643,020 0 GENERAL ELECTRIC CO CS 369604103 1,336,707 33,350,979 33,350,979 33,350,979 0 GENERAL GROWTH PROPERTIES CS 370021107 4,672 120,400 120,400 120,400 0 GENERAL MOTORS CORP CS 370442105 24,435 502,780 502,780 502,780 0 GENESCO INC CS 371532102 27 1,300 1,300 1,300 0 GENESEE & WYOMING INC CS 371559105 5,397 165,000 165,000 165,000 0 GENESIS MICROCHIP INC CS 371933102 28,563 432,800 432,800 432,800 0 GENLYTE GROUP INC CS 372302109 144 4,800 4,800 4,800 0 GENZYME CS 372917104 54,534 911,100 911,100 911,100 0 GEORGIA GULF CORP CS 373200203 17,285 934,300 934,300 934,300 0 GEORGIA PACIFIC GROUP CS 373298108 193 7,000 7,000 7,000 0 GETTY IMAGES INC CS 374276103 16,813 728,923 728,923 728,923 0 GETTY REALTY CORP CS 374297109 8,805 467,100 467,100 467,100 0 GILLETTE CO CS 375766102 185,480 5,553,285 5,553,285 5,553,285 0 GLADSTONE CAPITAL CORP CS 376535100 6,533 349,800 349,800 349,800 0 GLATFELTER (P H) CO CS 377316104 51 3,300 3,300 3,300 0 GLAXOSMITHKLINE PLC CS 37733W105 99,095 1,989,064 1,989,064 1,989,064 0 GLIMCHER REALTY TRUST CS 379302102 725 38,500 38,500 38,500 0 GLOBAL POWER EQUIPMENT GR CS 37941P108 4,905 325,900 325,900 325,900 0 GLOBAL SANTAFE CORP CS G3930E101 43,272 1,517,268 1,517,268 1,517,268 0 GOLD BANC CORP INC CS 379907108 3 434 434 434 0 GOLDEN STATE BANCORP INC CS 381197102 630 24,100 24,100 24,100 0 GOLDEN TELECOM CS 38122G107 807 69,500 69,500 69,500 0 GOLDMAN SACHS GROUP CS 38141G104 37,564 405,000 405,000 405,000 0 GOLDMAN SACHS 2.0% SYNTH CVT BOND 38141GBL7 13,134 12,600,000 12,600,000 12,600,000 0 GOLDMAN SACHS 2% SYNTHTC CVT BOND 38141GBK9 10,340 10,000,000 10,000,000 10,000,000 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY ______________________________ _________ _________ _________________________________________________________________ GOLDMAN SACHS 3.0% SYNTH CVT BOND 38141GBJ2 11,005 10,000,000 10,000,000 10,000,000 0 GOODYEAR TIRE & RUBBER CO CS 382550101 4,570 191,950 191,950 191,950 0 GRAINGER (W W) INC CS 384802104 31,066 647,200 647,200 647,200 0 GRANITE CONSTRUCTION INC CS 387328107 846 35,125 35,125 35,125 0 GREAT PLAINS ENERGY INC CS 391164100 756 30,000 30,000 30,000 0 GREENPOINT FINANCIAL CORP CS 395384100 15,244 426,403 426,403 426,403 0 GRIFFON CORPORATION CS 398433102 11,647 776,465 776,465 776,465 0 GROUP 1 AUTOMOTIVE CS 398905109 214 7,500 7,500 7,500 0 GRUPO TELEVISA CS 40049J206 19,977 462,647 462,647 462,647 0 GTECH HOLDINGS CORP CS 400518106 5,634 124,400 124,400 124,400 0 GUIDANT CORPORATION CS 401698105 248,347 4,986,879 4,986,879 4,986,879 0 GULFMARK OFFSHORE CS 402629109 49 1,700 1,700 1,700 0 H N C SOFTWARE INC CS 40425P107 50 2,400 2,400 2,400 0 HAEMONETICS CORPORATION CS 405024100 12,858 379,065 379,065 379,065 0 HAIN CELESTIAL GROUP INC CS 405217100 7,448 271,033 271,033 271,033 0 HALLIBURTON CO CS 406216101 4,051 309,252 309,252 309,252 0 HANCOCK FABRICS INC CS 409900107 380 28,900 28,900 28,900 0 HANDLEMAN CO CS 410252100 186 12,500 12,500 12,500 0 HANGER ORTHOPEDIC GROUP CS 41043F208 2 305 305 305 0 HANOVER COMPRESSOR CS 410768105 33,904 1,342,200 1,342,200 1,342,200 0 HARLEY-DAVIDSON INC CS 412822108 81,286 1,496,708 1,496,708 1,496,708 0 HARMAN INTERNATIONAL CS 413086109 4,794 106,300 106,300 106,300 0 HARRAH'S ENTERTAINMENT CS 413619107 113,004 3,053,340 3,053,340 3,053,340 0 HARVARD BIOSCIENCE INC CS 416906105 3 300 300 300 0 HASBRO INC CS 418056107 812 50,000 50,000 50,000 0 HCA INC CS 404119109 31,048 805,600 805,600 805,600 0 HCR MANOR CARE INC CS 564055101 95,276 4,018,387 4,018,387 4,018,387 0 HEALTH MANAGEMENT ASSOC CS 421933102 79,196 4,304,106 4,304,106 4,304,106 0 HEALTH NET INC CS 42222G108 3,562 163,560 163,560 163,560 0 HEALTHCARE REALTY TRUST CS 421946104 1,736 62,000 62,000 62,000 0 HEALTHCARE REIT INC CS 42217K106 2,581 106,000 106,000 106,000 0 HEARTLAND EXPRESS INC CS 422347104 17 600 600 600 0 HEINEKEN NV CS 423012202 812 21,425 21,425 21,425 0 HELEN OF TROY CS G4388N106 620 50,275 50,275 50,275 0 HENRY SCHEIN CS 806407102 6,578 177,640 177,640 177,640 0 HERLEY INDUSTRIES INC CS 427398102 2,789 164,515 164,515 164,515 0 HERMAN MILLER INC CS 600544100 59,896 2,530,985 2,530,985 2,530,985 0 HERSHEY FOODS CORP CS 427866108 1,016 15,000 15,000 15,000 0 HEWLETT-PACKARD CO CS 428236103 26,974 1,313,255 1,313,255 1,313,255 0 HIBERNIA CORPORATION CS 428656102 10,990 617,740 617,740 617,740 0 HIGHWOODS PROPERTIES INC CS 431284108 3,867 149,000 149,000 149,000 0 HILB ROGAL & HAMILTON CS 431294107 564 10,060 10,060 10,060 0 HILLENBRAND INDUSTRIES CS 431573104 31,554 570,900 570,900 570,900 0 HILTON HOTELS CORP CS 432848109 16,617 1,521,743 1,521,743 1,521,743 0 HJ HEINZ CO CS 423074103 45,734 1,112,200 1,112,200 1,112,200 0 HOLLYWOOD ENTERTAINMENT CS 436141105 15,163 1,062,190 1,062,190 1,062,190 0 HOME DEPOT INC CS 437076102 443,682 8,697,946 8,697,946 8,697,946 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY ______________________________ _________ _________ _________________________________________________________________ HOME DEPOT INC PS 61744Y777 5,785 450,190 450,190 450,190 0 HOME PROPERTIES OF CS 437306103 2,872 90,900 90,900 90,900 0 HONEYWELL INTERNATIONAL CS 438516106 138,405 4,092,408 4,092,408 4,092,408 0 HORACE MANN EDUCATORS CS 440327104 24,299 1,145,100 1,145,100 1,145,100 0 HOSPITALITY PROPERTIES CS 44106M102 4,301 145,800 145,800 145,800 0 HOST MARRIOTT CORPORATION CS 44107P104 47,878 5,319,748 5,319,748 5,319,748 0 HOUSEHOLD INT'L INC CS 441815107 5,626 97,100 97,100 97,100 0 HOVNANIAN ENTERPRISES INC CS 442487203 19 900 900 900 0 HUBBELL INC CS 443510201 27,153 924,200 924,200 924,200 0 HUDSON CITY BANCORP INC CS 443683107 821 31,150 31,150 31,150 0 HUDSON RIVER BANCORP CS 444128102 549 25,000 25,000 25,000 0 HUMANA INC CS 444859102 7,554 640,720 640,720 640,720 0 HYDRIL CS 448774109 11,089 626,300 626,300 626,300 0 I T T HARTFORD GROUP INC CS 416515104 1,269 20,200 20,200 20,200 0 ICU MEDICAL INC CS 44930G107 898 20,070 20,070 20,070 0 IDENTIX INC CS 451906101 9 605 605 605 0 IDEX CORPORATION CS 45167R104 6,483 187,900 187,900 187,900 0 IDEXX LABORATORIES INC CS 45168D104 534 18,600 18,600 18,600 0 IHOP CORP CS 449623107 293 10,000 10,000 10,000 0 ILLINOIS TOOL WORK CS 452308109 50,045 739,000 739,000 739,000 0 IMAGISTICS INTL INC CS 45247T104 1 104 104 104 0 IMANAGE INC CS 45245Y105 4 565 565 565 0 IMCLONE SYSTEMS INC CS 45245W109 1,720 37,000 37,000 37,000 0 IMMUCOR INC CS 452526106 642 53,555 53,555 53,555 0 IMMUNEX CORP CS 452528102 37,726 1,361,217 1,361,217 1,361,217 0 IMMUNOMEDICS INC CS 452907108 2,228 110,000 110,000 110,000 0 IMPATH INC. CS 45255G101 11,338 254,700 254,700 254,700 0 IMS HEALTH INC CS 449934108 5,051 258,900 258,900 258,900 0 INCO LTD CS 453258402 381 22,500 22,500 22,500 0 INDEPENDENCE COMMUNITY CS 453414104 455 20,000 20,000 20,000 0 INDYMAC MORTGAGE HOLDINGS CS 456607100 353 15,100 15,100 15,100 0 INGERSOLL-RAND CO CS G4776G101 1,399 33,456 33,456 33,456 0 INHALE THERAPEUTIC SYST CS 457191104 2,774 149,700 149,700 149,700 0 INPUT/OUTPUT INC CS 457652105 33 4,000 4,000 4,000 0 INSIGHT COMMUNICATIONS CS 45768V108 3,288 135,775 135,775 135,775 0 INSITUFORM TECHNOLOGIES CS 457667103 22,696 886,900 886,900 886,900 0 INT'L BUSINESS MACHINES CS 459200101 654,918 5,414,332 5,414,332 5,414,332 0 INT'L FLAVORS & CS 459506101 1,486 50,000 50,000 50,000 0 INT'L GAME TECHNOLOGY CS 459902102 13,462 197,101 197,101 197,101 0 INT'L MULTIFOODS CORP CS 460043102 17,588 735,900 735,900 735,900 0 INT'L PAPER COMPANY CS 460146103 30,679 760,327 760,327 760,327 0 INT'L PAPER CVT PFD PS 460137300 2,367 50,900 50,900 50,900 0 INT'L RECTIFIER CORP CS 460254105 105 3,000 3,000 3,000 0 INT'L SPECIALTY PRODUCTS CS 460337108 51 5,700 5,700 5,700 0 INTEGRA LIFESCIENCES CORP CS 457985208 37 1,400 1,400 1,400 0 INTEL CORPORATION CS 458140100 757,974 24,104,754 24,104,754 24,104,754 0 INTER-TEL INC CS 458372109 1,282 66,700 66,700 66,700 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY ______________________________ _________ _________ _________________________________________________________________ INTERMUNE PHARMACEUTICALS CS 45884X103 6,640 134,800 134,800 134,800 0 INTERNATIONAL SPEEDWAY CS 460335201 590 15,080 15,080 15,080 0 INTERNET SECURITY SYSTEMS CS 46060X107 2,015 62,800 62,800 62,800 0 INTERPUBLIC GROUP OF COS CS 460690100 13,751 465,509 465,509 465,509 0 INTERSIL HOLDING CORP CS 46069S109 2,094 64,700 64,700 64,700 0 INTERTAN INC CS 461120107 208 16,600 16,600 16,600 0 INTIMATE BRANDS INC CS 461156101 10,188 685,600 685,600 685,600 0 INTUIT CS 461202103 75,997 1,775,227 1,775,227 1,775,227 0 INVACARE CORP CS 461203101 61 1,800 1,800 1,800 0 INVESTMENT TECHNOLOGY CS 46145F105 46,777 1,197,250 1,197,250 1,197,250 0 INVESTORS FINANCIAL SER CS 461915100 24,952 377,035 377,035 377,035 0 INVITROGEN CORP CS 46185R100 3,406 55,000 55,000 55,000 0 IRWIN FINANCIAL CORP CS 464119106 87 5,100 5,100 5,100 0 ISIS PHARMACEUTICALS CS 464330109 1,969 88,700 88,700 88,700 0 ITRON INC CS 465741106 11,216 369,800 369,800 369,800 0 ITT EDUCATIONAL SERVICES CS 45068B109 55 1,500 1,500 1,500 0 ITT INDUSTRIES CS 450911102 7,747 153,400 153,400 153,400 0 IVAX CORP CS 465823102 11,144 553,332 553,332 553,332 0 IVEX PACKAGING CORP CS 465855104 5,021 264,285 264,285 264,285 0 J D EDWARDS & COMPANY CS 281667105 2,814 170,600 170,600 170,600 0 J D N REALTY CORP CS 465917102 159 12,900 12,900 12,900 0 JABIL CIRCUIT INC CS 466313103 15,475 681,100 681,100 681,100 0 JACK IN THE BOX CS 466367109 22,277 808,900 808,900 808,900 0 JC PENNEY COMPANY INC CS 708160106 7,061 262,500 262,500 262,500 0 JDA SOFTWARE GROUP CS 46612K108 10,984 488,400 488,400 488,400 0 JDS UNIPHASE CORP CS 46612J101 17,170 1,979,200 1,979,200 1,979,200 0 JOHN H HARLAND CO CS 412693103 93 4,200 4,200 4,200 0 JOHN NUVEEN COMPANY CS 478035108 966 18,070 18,070 18,070 0 JOHNSON & JOHNSON CS 478160104 886,785 15,004,828 15,004,828 15,004,828 0 JOHNSON CONTROLS INC CS 478366107 71,166 881,314 881,314 881,314 0 JONES APPAREL CVT BOND 480081AD0 10,684 20,710,000 20,710,000 20,710,000 0 JONES APPAREL GROUP INC CS 480074103 202,739 6,112,105 6,112,105 6,112,105 0 JP REALTY INC CS 46624A106 1,061 44,600 44,600 44,600 0 K MART CORP CS 482584109 2,034 372,600 372,600 372,600 0 K-SWISS INC CS 482686102 835 25,095 25,095 25,095 0 KADANT INC CS 48282T104 10,143 699,500 699,500 699,500 0 KAUFMAN & BROAD HOME CORP CS 48666K109 12,632 315,024 315,024 315,024 0 KDG INVESTMENTS CS 990002537 12,002 2,062,222 2,062,222 2,062,222 0 KEITH COS INC CS 487539108 164 16,200 16,200 16,200 0 KELLOGG CO CS 487836108 8,831 293,402 293,402 293,402 0 KELLWOOD CO CS 488044108 29,154 1,214,256 1,214,256 1,214,256 0 KELLY SERVICES INC CS 488152208 5,774 266,000 266,000 266,000 0 KENDLE INTERNATIONAL INC CS 48880L107 631 31,315 31,315 31,315 0 KERR-MCGEE CORP CS 492386107 88,873 1,621,774 1,621,774 1,621,774 0 KEYCORP CS 493267108 1,928 79,200 79,200 79,200 0 KEYSPAN ENERGY CORP CS 49337W100 24,065 694,507 694,507 694,507 0 KEYSTONE AUTOMOTIVE CS 49338N109 679 40,000 40,000 40,000 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY ______________________________ _________ _________ _________________________________________________________________ KFORCE.COM INC CS 493732101 3 525 525 525 0 KILROY REALTY CS 49427F108 1,337 50,900 50,900 50,900 0 KIMBERLY-CLARK CORP CS 494368103 22,018 368,200 368,200 368,200 0 KIMCO REALTY CORP CS 49446R109 1,319 40,350 40,350 40,350 0 KINDER MORGAN INC CS 49455P101 3,013 54,100 54,100 54,100 0 KINDRED HEALTHCARE INC CS 494580103 6,470 125,300 125,300 125,300 0 KING PHARMACEUTICALS, INC CS 495582108 52,410 1,243,995 1,243,995 1,243,995 0 KINROSS GOLD CORPORATION CS 496902107 282 371,380 371,380 371,380 0 KLA TENCOR CORP CS 482480100 34,667 699,498 699,498 699,498 0 KNIGHT TRANSPORTATION CS 499064103 9,545 507,600 507,600 507,600 0 KOHL'S CORP CS 500255104 37,128 527,082 527,082 527,082 0 KOPIN CORP CS 500600101 2,963 211,400 211,400 211,400 0 KPMG CONSULTING CS 48265R109 2,557 153,800 153,800 153,800 0 KRAFT FOODS INC. CS 50075N104 76,710 2,254,195 2,254,195 2,254,195 0 KRISPY KREME DOUGHNUTS CS 501014104 888 20,085 20,085 20,085 0 KROGER CORPORATION CS 501044101 24,027 1,151,259 1,151,259 1,151,259 0 KRONOS INC CS 501052104 7,527 155,575 155,575 155,575 0 KULICKE AND SOFFA INDS CS 501242101 15 900 900 900 0 L S I INDUSTRIES INC CS 50216C108 3 187 187 187 0 L-3 COMMUNICATIONS CS 502424104 63,444 704,938 704,938 704,938 0 LABORATORY CORP OF AMER CS 50540R409 8,457 104,600 104,600 104,600 0 LADISH COMPANY INC CS 505754200 19 1,700 1,700 1,700 0 LAFARGE CORP CS 505862102 567 15,080 15,080 15,080 0 LAM RESEARCH CORP CS 512807108 58,112 2,503,225 2,503,225 2,503,225 0 LANCASTER COLONY CORP CS 513847103 6,299 177,400 177,400 177,400 0 LANCE INC CS 514606102 11,719 819,800 819,800 819,800 0 LANDAMERICA FINANCIAL CS 514936103 26 900 900 900 0 LANDRY'S SEAFODD CS 51508L103 560 30,000 30,000 30,000 0 LANDS' END INC CS 515086106 652 13,000 13,000 13,000 0 LAWSON SOFTWARE CS 520780107 2,247 142,600 142,600 142,600 0 LEAR CORPORATION CS 521865105 24,977 654,878 654,878 654,878 0 LEGG MASON INC CS 524901105 2,379 47,600 47,600 47,600 0 LEGGETT & PLATT INC CS 524660107 55,836 2,427,655 2,427,655 2,427,655 0 LEHMAN BROTHERS HOLDING CS 524908100 58,276 872,391 872,391 872,391 0 LENNAR CORP CS 526057104 52,062 1,111,964 1,111,964 1,111,964 0 LEXMARK INTERNATIONAL GRP CS 529771107 2 40 40 40 0 LIBERTY CORP CS 530370105 12,045 292,700 292,700 292,700 0 LIBERTY MEDIA CORP CS 530718105 346,372 24,740,861 24,740,861 24,740,861 0 LIBERTY PROPERTY TRUST CS 531172104 12,284 411,520 411,520 411,520 0 LIFEPOINT HOSPITAL CS 53219L109 25,650 753,400 753,400 753,400 0 LIGHTBRIDGE INC CS 532226107 55 4,500 4,500 4,500 0 LIMITED INC CS 532716107 1,594 108,300 108,300 108,300 0 LINCARE HOLDINGS INC CS 532791100 4,871 170,000 170,000 170,000 0 LINCOLN NATIONAL CORP CS 534187109 67,027 1,380,013 1,380,013 1,380,013 0 LINEAR TECHNOLOGY CORP CS 535678106 132,663 3,403,357 3,403,357 3,403,357 0 LINENS 'N THINGS INC CS 535679104 14,928 585,400 585,400 585,400 0 LITHIA MOTORS INC CS 536797103 182 8,800 8,800 8,800 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY ______________________________ _________ _________ _________________________________________________________________ LITTELFUSE INC CS 537008104 65,447 2,493,700 2,493,700 2,493,700 0 LIZ CLAIBORNE INC CS 539320101 153,984 3,095,156 3,095,156 3,095,156 0 LOCKHEED MARTIN CORP CS 539830109 228,923 4,905,137 4,905,137 4,905,137 0 LOEWS CORP CS 540424108 137,407 2,481,158 2,481,158 2,481,158 0 LOEWS CORP CVT BOND 540424AL2 14,866 17,260,000 17,260,000 17,260,000 0 LONE STAR STEAKHOUSE CS 542307103 251 16,900 16,900 16,900 0 LONE STAR TECHNOLOGIES CS 542312103 190 10,800 10,800 10,800 0 LONGS DRUG STORES INC CS 543162101 4,808 205,637 205,637 205,637 0 LOWE'S COS CS 548661107 92,388 1,990,700 1,990,700 1,990,700 0 LTC PROPERTIES INC CS 502175102 4 600 600 600 0 LUBRIZOL CORP CS 549271104 40,127 1,143,536 1,143,536 1,143,536 0 LUFKIN INDUSTRIES INC CS 549764108 102 3,800 3,800 3,800 0 M B N A CORPORATION CS 55262L100 140,657 3,995,946 3,995,946 3,995,946 0 MACK CALI REALTY CORP CS 554489104 5,497 177,220 177,220 177,220 0 MAGELLAN HEALTH SERVICES CS 559079108 11 1,700 1,700 1,700 0 MAGNA INTERNATIONAL CS 559222401 109,570 1,726,332 1,726,332 1,726,332 0 MANDALAY RESORT GROUP CS 562567107 13,711 640,701 640,701 640,701 0 MANHATTAN ASSOCIATES CS 562750109 1,010 34,600 34,600 34,600 0 MANUFACTURED HOME CS 564682102 5,465 175,100 175,100 175,100 0 MANUFACTURERS SERVICES CS 565005105 100 16,000 16,000 16,000 0 MANUGISTICS GROUP INC CS 565011103 1,237 58,700 58,700 58,700 0 MARATHON OIL CORP CS 565849106 85,983 2,866,096 2,866,096 2,866,096 0 MARRIOTT INTERNATIONAL CS 571903202 1,850 45,500 45,500 45,500 0 MARSH & MC LENNAN COS CS 571748102 85,373 794,541 794,541 794,541 0 MARSHALL & ILSLEY CORP CS 571834100 59,243 936,200 936,200 936,200 0 MARTIN MARIETTA MATERIALS CS 573284106 179,270 3,847,000 3,847,000 3,847,000 0 MARVELL TECHNOLOGY GROUP CS G5876H105 1,927 53,800 53,800 53,800 0 MASCO CORP CS 574599106 213,494 8,714,037 8,714,037 8,714,037 0 MASSEY ENERGY COMPANY CS 576206106 22,677 1,093,900 1,093,900 1,093,900 0 MATTEL INC CS 577081102 111,898 6,505,705 6,505,705 6,505,705 0 MATTHEWS INT'L CORP CS 577128101 489 20,150 20,150 20,150 0 MAXIM INTEGRATED PRODUCTS CS 57772K101 73,424 1,398,421 1,398,421 1,398,421 0 MAXWELL SHOE CO CS 577766108 143 10,100 10,100 10,100 0 MAY DEPARTMENT STORES CO CS 577778103 98,236 2,656,459 2,656,459 2,656,459 0 MBIA INC CS 55262C100 204,424 3,811,751 3,811,751 3,811,751 0 MCAFEE.COM CS 579062100 2,105 62,055 62,055 62,055 0 MCDATA CORPORATION CS 580031102 2,204 87,400 87,400 87,400 0 MCDATA CORPORATION CS 580031201 39,067 1,588,100 1,588,100 1,588,100 0 MCDERMOTT INT'L INC CS 580037109 1,748 142,425 142,425 142,425 0 MCDONALD'S CORPORATION CS 580135101 90,110 3,404,213 3,404,213 3,404,213 0 MCGRAW-HILL INC CS 580645109 150,542 2,468,715 2,468,715 2,468,715 0 MCKESSON HBOC INC CS 58155Q103 40,960 1,095,200 1,095,200 1,095,200 0 MCSI INC CS 55270M108 20,344 867,344 867,344 867,344 0 MEAD CORP CS 582834107 2,576 83,400 83,400 83,400 0 MEASUREMENT SPECIALTIES CS 583421102 10,910 1,159,400 1,159,400 1,159,400 0 MED-DESIGN CORP CS 583926100 2,136 109,000 109,000 109,000 0 MEDALLION FINANCIAL CORP CS 583928106 8,840 1,112,700 1,112,700 1,112,700 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY ______________________________ _________ _________ _________________________________________________________________ MEDICIS PHARMACEUTICAL CS 584690309 1,563 24,200 24,200 24,200 0 MEDQUIST INC CS 584949101 2,254 77,055 77,055 77,055 0 MEDTRONIC INC CS 585055106 327,599 6,397,169 6,397,169 6,397,169 0 MEMBERWORKS INC CS 586002107 94 6,700 6,700 6,700 0 MENS WEARHOUSE INC CS 587118100 1,547 74,900 74,900 74,900 0 MENTOR CORP (MINN) CS 587188103 682 23,900 23,900 23,900 0 MENTOR GRAPHICS CORP CS 587200106 36,356 1,542,163 1,542,163 1,542,163 0 MERCATOR CS 587587106 634 75,000 75,000 75,000 0 MERCK & CO INC CS 589331107 654,651 11,133,513 11,133,513 11,133,513 0 MERCURY COMPUTER SYSTEMS CS 589378108 2,174 55,397 55,397 55,397 0 MERCURY GENERAL CORP CS 589400100 22,346 511,827 511,827 511,827 0 MERIDIAN GOLD INC CS 589975101 5,031 487,000 487,000 487,000 0 MERRILL LYNCH & CO CS 590188108 27,980 536,842 536,842 536,842 0 METHODE ELECTRONICS INC CS 591520200 14,271 1,782,700 1,782,700 1,782,700 0 METLIFE INC CS 59156R108 210,073 6,631,104 6,631,104 6,631,104 0 METRIS COMPANIES INC CS 591598107 45,112 1,754,637 1,754,637 1,754,637 0 METRO ONE CS 59163F105 36 1,200 1,200 1,200 0 METRO-GOLDWYN-MAYER INC. CS 591610100 879 40,115 40,115 40,115 0 METTLER-TOLEDO INTL INC CS 592688105 33,070 637,800 637,800 637,800 0 MGIC INVESTMENT CORP CS 552848103 140,797 2,281,217 2,281,217 2,281,217 0 MICHAELS STORES INC CS 594087108 13,378 406,000 406,000 406,000 0 MICROCHIP TECHNOLOGY INC CS 595017104 34,602 893,077 893,077 893,077 0 MICROFINANCIAL INC CS 595072109 4,282 417,800 417,800 417,800 0 MICROSEMI CORP CS 595137100 4,856 163,000 163,000 163,000 0 MICROSOFT CORPORATION CS 594918104 1,433,305 21,633,167 21,633,167 21,633,167 0 MICROTUNE INC CS 59514P109 1,640 69,900 69,900 69,900 0 MID ATLANTIC MEDICAL CS 59523C107 75 3,300 3,300 3,300 0 MID ATLANTIC REALTY TRUST CS 595232109 292 18,800 18,800 18,800 0 MILLENNIUM PHARMA INC CS 599902103 491 20,000 20,000 20,000 0 MILLIPORE CORP CS 601073109 49,695 818,700 818,700 818,700 0 MILLS CORP CS 601148109 1,328 50,150 50,150 50,150 0 MINE SAFETY APPLICANCES CS 602720104 807 20,090 20,090 20,090 0 MINERALS TECHNOLOGIES INC CS 603158106 70,660 1,515,000 1,515,000 1,515,000 0 MINNESOTA MINING & MFG CO CS 604059105 189,975 1,607,100 1,607,100 1,607,100 0 MIRANT CORP CS 604675108 11,947 745,742 745,742 745,742 0 MISSION WEST PROPERTIES CS 605203108 2,605 204,800 204,800 204,800 0 MISSISSIPPI VALLEY CS 605720101 308 7,800 7,800 7,800 0 MOBILE MINI INC CS 60740F105 4,614 118,000 118,000 118,000 0 MOHAWK INDUSTRIES CS 608190104 9,341 170,200 170,200 170,200 0 MONACO COACH CORPORATION CS 60886R103 1,097 50,180 50,180 50,180 0 MOOG INC CS 615394202 9,690 444,500 444,500 444,500 0 MOORE CORPORATION LTD CS 615785102 31 3,300 3,300 3,300 0 MORGAN STANLEY DEAN CS 617446448 225,607 4,033,026 4,033,026 4,033,026 0 MYLAN LABORATORIES CS 628530107 38,927 1,038,047 1,038,047 1,038,047 0 MYRIAD GENETICS CS 62855J104 1,053 20,000 20,000 20,000 0 N L INDUSTRIES CS 629156407 205 13,400 13,400 13,400 0 N V R INC CS 62944T105 428 2,100 2,100 2,100 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY ______________________________ _________ _________ _________________________________________________________________ NABORS INDUSTRIES INC CS 629568106 44,933 1,308,869 1,308,869 1,308,869 0 NASH FINCH CO CS 631158102 1,559 50,130 50,130 50,130 0 NATCO GROUP INC CS 63227W203 6,796 970,800 970,800 970,800 0 NATIONAL CITY CORP CS 635405103 1,968 67,300 67,300 67,300 0 NATIONAL DATA CORP CS 639480102 100 2,900 2,900 2,900 0 NATIONAL HEALTH INVESTORS CS 63633D104 2 135 135 135 0 NATIONAL OILWELL CS 637071101 175 8,500 8,500 8,500 0 NATIONAL PRESTO CS 637215104 2,173 78,300 78,300 78,300 0 NATIONAL SEMICONDUCTOR CS 637640103 2,020 65,600 65,600 65,600 0 NAUTICA ENTERPRISES INC CS 639089101 17,612 1,376,439 1,376,439 1,376,439 0 NBTY INC CS 628782104 161 13,800 13,800 13,800 0 NEOFORMA INC CS 640475505 1,465 50,000 50,000 50,000 0 NEOPHARM INC CS 640919106 4 156 156 156 0 NESTLE SA CS 641069406 1,861 34,900 34,900 34,900 0 NETIQ CORPORATION CS 64115P102 28 800 800 800 0 NETSOLVE CS 64115J106 238 23,000 23,000 23,000 0 NETWORK APPLIANCE INC CS 64120L104 7,631 348,825 348,825 348,825 0 NETWORKS ASSOCIATES INC CS 640938106 32,070 1,240,383 1,240,383 1,240,383 0 NEUBERGER BERMAN INC CS 641234109 1,352 30,800 30,800 30,800 0 NEUROCRINE BIOSCIENCES CS 64125C109 513 10,000 10,000 10,000 0 NEW CENTURY FINANCIAL CS 64352D101 3 245 245 245 0 NEWELL RUBBERMAID INC CS 651229106 831 30,140 30,140 30,140 0 NEWFIELD EXPLORATION CO CS 651290108 107 3,000 3,000 3,000 0 NEWMONT CS 651639106 14,639 766,042 766,042 766,042 0 NEWS CORP LTD ADR CS 652487703 36,056 1,133,484 1,133,484 1,133,484 0 NEXTEL COMMUNICATIONS INC CS 65332V103 2,615 238,700 238,700 238,700 0 NIAGARA MOHAWK POWER CS 653520106 899 50,700 50,700 50,700 0 NICOR INC CS 654086107 16,651 399,881 399,881 399,881 0 NIKE INCORPORATED CS 654106103 33,654 598,400 598,400 598,400 0 NISOURCE INC. CS 65473P105 3,091 134,056 134,056 134,056 0 NOBLE AFFILIATES INC CS 654894104 8,484 240,420 240,420 240,420 0 NOBLE DRILLING CORP CS 655042109 34,831 1,023,246 1,023,246 1,023,246 0 NOKIA CS 654902204 77,184 3,146,511 3,146,511 3,146,511 0 NORDSON CORP CS 655663102 14,386 544,600 544,600 544,600 0 NORTEL NETWORKS CORP CS 656568102 12,098 1,613,103 1,613,103 1,613,103 0 NORTH FORK BANCORP CS 659424105 512 16,000 16,000 16,000 0 NORTHEAST UTILITIES CS 664397106 882 50,000 50,000 50,000 0 NORTHERN TRUST CORP CS 665859104 15,502 257,500 257,500 257,500 0 NORTHROP GRUMMAN CORP CS 666807102 272,303 2,701,147 2,701,147 2,701,147 0 NORTHWEST NATURAL GAS CO CS 667655104 8,917 349,700 349,700 349,700 0 NORTHWESTERN CORP CS 668074107 19 900 900 900 0 NOVARTIS AG CS 66987V109 1,387 38,000 38,000 38,000 0 NOVELLUS SYSTEMS INC CS 670008101 22,025 557,945 557,945 557,945 0 NOVEN PHARMACEUTICALS INC CS 670009109 21 1,200 1,200 1,200 0 NOVOSTE CORPORATION CS 67010C100 5,446 623,424 623,424 623,424 0 NRG ENERGY INC CS 629377102 8,857 571,430 571,430 571,430 0 NSTAR CS 67019E107 1,032 23,021 23,021 23,021 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY ______________________________ _________ _________ _________________________________________________________________ NUCOR CORP CS 670346105 90,378 1,706,542 1,706,542 1,706,542 0 NUMERICAL TECHNOLOGIES CS 67053T101 3 95 95 95 0 NVIDIA CORP CS 67066G104 34,305 512,743 512,743 512,743 0 O M GROUP INC CS 670872100 86 1,300 1,300 1,300 0 O'CHARLEY'S INC CS 670823103 13,279 714,900 714,900 714,900 0 O'REILLY AUTOMOTIVE INC CS 686091109 23,262 635,500 635,500 635,500 0 OAK TECHNOLOGY INC CS 671802106 2,241 162,900 162,900 162,900 0 OCCIDENTAL PETROLEUM CORP CS 674599105 155,290 5,853,385 5,853,385 5,853,385 0 OCEANEERING INTL INC CS 675232102 32 1,460 1,460 1,460 0 OCULAR SCIENCES INC CS 675744106 8,699 373,750 373,750 373,750 0 OFFICE DEPOT INC CS 676220106 17,274 931,701 931,701 931,701 0 OLD REPUBLIC INT'L CORP CS 680223104 32,230 1,150,661 1,150,661 1,150,661 0 OMNICARE INCORPORATED CS 681904108 58,115 2,335,800 2,335,800 2,335,800 0 OMNICOM GROUP INC CS 681919106 114,481 1,281,262 1,281,262 1,281,262 0 ONESOURCE INFORMATION CS 68272J106 19 2,000 2,000 2,000 0 OPENWAVE SYSTEMS CS 683718100 98 10,000 10,000 10,000 0 ORACLE SYSTEMS CORP CS 68389X105 327,236 23,687,020 23,687,020 23,687,020 0 ORASURE TECHNOLOGIES INC CS 68554V108 777 63,285 63,285 63,285 0 ORBOTECH LTD CS M75253100 1,651 53,400 53,400 53,400 0 ORION POWER HOLDINGS INC CS 686286105 1,044 40,000 40,000 40,000 0 ORTHODONTIC CENTERS OF CS 68750P103 31 1,000 1,000 1,000 0 OSHKOSH TRUCK CORP CS 688239201 7,128 146,200 146,200 146,200 0 OUTBACK STEAKHOUSE INC CS 689899102 96,862 2,828,093 2,828,093 2,828,093 0 OVERTURE SERVICES INC CS 69039R100 14,981 422,900 422,900 422,900 0 OWENS & MINOR INC CS 690732102 27,609 1,492,400 1,492,400 1,492,400 0 OWENS-ILLINOIS INC CS 690768403 1,641 164,231 164,231 164,231 0 OXFORD HEALTH PLANS INC CS 691471106 73,026 2,422,901 2,422,901 2,422,901 0 P N C BANK CORP CS 693475105 10,968 195,160 195,160 195,160 0 PACCAR INC CS 693718108 20,633 314,400 314,400 314,400 0 PACIFIC NORTHWEST CS 69466M103 618 30,140 30,140 30,140 0 PACTIV CORPORATION CS 695257105 23,109 1,301,939 1,301,939 1,301,939 0 PAIN THERAPEUTICS INC CS 69562K100 3 300 300 300 0 PALL CORP CS 696429307 770 32,000 32,000 32,000 0 PALM INC CS 696642107 781 201,020 201,020 201,020 0 PANAMSAT CORP CS 697933109 10,276 469,319 469,319 469,319 0 PANERA BREAD CO CS 69840W108 2,365 45,400 45,400 45,400 0 PAPA JOHN'S PIZZA INC CS 698813102 10,472 381,000 381,000 381,000 0 PARAMETRIC TECHNOLOGY CS 699173100 1,076 137,700 137,700 137,700 0 PAREXEL INT'L CORPORATION CS 699462107 574 40,000 40,000 40,000 0 PARK NATIONAL CORPORATION CS 700658107 467 5,030 5,030 5,030 0 PARK PLACE ENTERTAINMENT CS 700690100 36,720 4,004,380 4,004,380 4,004,380 0 PARKER DRILLING COMPANY CS 701081101 594 160,930 160,930 160,930 0 PARKER-HANNIFIN CORP CS 701094104 2,149 46,800 46,800 46,800 0 PATTERSON DENTAL CO CS 703412106 15,210 371,735 371,735 371,735 0 PATTERSON-UTI ENERGY INC CS 703481101 61 2,600 2,600 2,600 0 PAYCHEX CS 704326107 132,460 3,801,392 3,801,392 3,801,392 0 PEC SOLUTIONS CS 705107100 1,501 40,000 40,000 40,000 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY ______________________________ _________ _________ _________________________________________________________________ PEDIATRIX MEDICAL GROUP CS 705324101 7,788 229,610 229,610 229,610 0 PENNSYLVANIA REIT CS 709102107 1,116 48,100 48,100 48,100 0 PENTAIR INC CS 709631105 14,286 391,300 391,300 391,300 0 PEOPLES ENERGY CORP CS 711030106 3,884 102,399 102,399 102,399 0 PEP BOYS-MANNY MOE & JACK CS 713278109 4,528 264,000 264,000 264,000 0 PEPSIAMERICAS INC CS 71343P200 10,409 754,300 754,300 754,300 0 PEPSICO INC CS 713448108 417,555 8,575,786 8,575,786 8,575,786 0 PERKIN ELMER INC CS 714046109 184,059 5,255,826 5,255,826 5,255,826 0 PEROT SYSTEMS CORP CS 714265105 27,819 1,362,330 1,362,330 1,362,330 0 PERRIGO COMPANY CS 714290103 563 47,700 47,700 47,700 0 PETSMART INC CS 716768106 10,410 1,046,712 1,046,712 1,046,712 0 PFF BANCORP INC CS 69331W104 105 3,800 3,800 3,800 0 PFIZER INC CS 717081103 2,186,662 54,872,313 54,872,313 54,872,313 0 PG&E CORP CS 69331C108 11,623 604,131 604,131 604,131 0 PHARMACEUTICAL PRODUCT CS 717124101 149 4,600 4,600 4,600 0 PHARMACEUTICAL RESOURCES CS 717125108 510 15,090 15,090 15,090 0 PHARMACIA CORP CS 71713U102 263,826 6,185,829 6,185,829 6,185,829 0 PHELPS DODGE CORP CS 717265102 130 4,000 4,000 4,000 0 PHILADELPHIA CONS HLDG CO CS 717528103 53 1,400 1,400 1,400 0 PHILIP MORRIS COS INC CS 718154107 997,854 21,763,436 21,763,436 21,763,436 0 PHILIPS ELECTRONICS-NY CS 500472303 61,429 2,110,232 2,110,232 2,110,232 0 PHILLIPS PETROLEUM CO CS 718507106 67,187 1,114,950 1,114,950 1,114,950 0 PHOENIX COMPANIES INC CS 71902E109 23,462 1,268,200 1,268,200 1,268,200 0 PHOTON DYNAMICS INC CS 719364101 2 50 50 50 0 PHOTRONICS INC CS 719405102 72 2,300 2,300 2,300 0 PIEDMONT NATURAL GAS CO CS 720186105 40,450 1,129,900 1,129,900 1,129,900 0 PIER 1 IMPORTS INC CS 720279108 59,350 3,422,694 3,422,694 3,422,694 0 PITNEY BOWES INC CS 724479100 52,583 1,398,106 1,398,106 1,398,106 0 PLACER DOME INC CS 725906101 17,827 1,634,041 1,634,041 1,634,041 0 PLANAR SYSTEMS INC CS 726900103 110 5,300 5,300 5,300 0 PLUM CREEK TIMBER COMPANY CS 729251108 40,185 1,417,463 1,417,463 1,417,463 0 PMC SIERRA INC CS 69344F106 6,446 303,110 303,110 303,110 0 PMI GROUP INC CS 69344M101 155,815 2,325,255 2,325,255 2,325,255 0 PNM RESOURCES INC CS 69349H107 2,986 106,825 106,825 106,825 0 POGO PRODUCING CO CS 730448107 223 8,500 8,500 8,500 0 POHANG IRON & STEEL ADR CS 730450103 253 11,000 11,000 11,000 0 POLARIS INDUSTRIES INC CS 731068102 42,496 735,870 735,870 735,870 0 POLO RALPH LAUREN CORP CS 731572103 32,533 1,215,748 1,215,748 1,215,748 0 POLYCOM INC CS 73172K104 3 90 90 90 0 POMEROY COMPUTER CS 731822102 9,063 675,600 675,600 675,600 0 PORTUGAL TELECOM CS 737273102 1,078 141,700 141,700 141,700 0 POST PROPERTIES R.E.I.T. CS 737464107 4,037 113,700 113,700 113,700 0 POTLATCH CORP CS 737628107 736 25,100 25,100 25,100 0 POTOMAC ELECTRIC POWER CS 737679100 4,378 193,953 193,953 193,953 0 POWERWAVE TECHNOLOGIES CS 739363109 1,321 76,400 76,400 76,400 0 PP&L RESOURCES INC CS 69351T106 30,594 877,882 877,882 877,882 0 PRAXAIR INC CS 74005P104 2,790 50,500 50,500 50,500 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY ______________________________ _________ _________ _________________________________________________________________ PRECISION CASTPARTS CS 740189105 16,262 575,630 575,630 575,630 0 PRENTISS PROPERTIES TRUST CS 740706106 3,522 128,300 128,300 128,300 0 PRINCIPAL FINANCIAL GROUP CS 74251V102 31,289 1,303,726 1,303,726 1,303,726 0 PRIORITY HEALTHCARE CS 74264T102 28 800 800 800 0 PROASSURANCE CORPORATION CS 74267C106 14,220 808,900 808,900 808,900 0 PROCTER & GAMBLE CO CS 742718109 479,459 6,059,132 6,059,132 6,059,132 0 PROGRESS SOFTWARE CORP CS 743312100 1,504 86,400 86,400 86,400 0 PROGRESSIVE CORP (OHIO) CS 743315103 30,365 203,380 203,380 203,380 0 PROLOGIS CS 743410102 6,066 282,010 282,010 282,010 0 PROSPERITY BANCSHARES INC CS 743606105 3 115 115 115 0 PROTECTIVE LIFE CORP CS 743674103 1,458 50,382 50,382 50,382 0 PROTEIN DESIGN LABS INC CS 74369L103 29,204 888,874 888,874 888,874 0 PROVIDENT FINANCIAL GROUP CS 743866105 529 20,150 20,150 20,150 0 PROVIDIAN FINANCIAL CORP CS 74406A102 7,363 2,074,139 2,074,139 2,074,139 0 PROVINCE HEALTHCARE CS 743977100 54,203 1,749,600 1,749,600 1,749,600 0 PRUDENTIAL FINANCIAL INC CS 744320102 74,941 2,257,939 2,257,939 2,257,939 0 PRUDENTIAL FINANCIAL INC PS 744320201 8,730 150,000 150,000 150,000 0 PUBLIC STORAGE INC CS 74460D109 34,482 1,032,391 1,032,391 1,032,391 0 PUGET ENERGY INC CS 745310102 1,035 47,300 47,300 47,300 0 PURE RESOURCES INC CS 74622E102 12,800 636,800 636,800 636,800 0 QIAGEN N.V. CS N72482107 3,711 200,000 200,000 200,000 0 QUALCOMM INC CS 747525103 444,697 8,810,252 8,810,252 8,810,252 0 QUEST DIAGNOSTIC INC CS 74834L100 1,076 15,000 15,000 15,000 0 QUINTILES TRANSNATIONAL CS 748767100 916 57,100 57,100 57,100 0 QUOVADX INC CS 74913K106 826 90,355 90,355 90,355 0 QWEST COMMUNICATIONS INT CS 749121109 5,932 419,831 419,831 419,831 0 R M I TITANIUM COMPANY CS 74973W107 551 55,340 55,340 55,340 0 RACING CHAMPIONS CS 750069106 989 80,000 80,000 80,000 0 RADIAN GROUP CS 750236101 52,526 1,222,957 1,222,957 1,222,957 0 RADIOSHACK CORPORATION CS 750438103 47,990 1,594,360 1,594,360 1,594,360 0 RAYMOND JAMES FINANCIAL CS 754730109 11,364 319,938 319,938 319,938 0 RAYONIER INC CS 754907103 26,664 528,321 528,321 528,321 0 RAYOVAC CORPORATION CS 755081106 7,070 401,700 401,700 401,700 0 RAYTHEON CO CS 755111507 48,165 1,483,375 1,483,375 1,483,375 0 RAYTHEON CO PS 755111606 8,836 158,500 158,500 158,500 0 RECKSON ASSOCIATES CS 75621K106 2,327 99,600 99,600 99,600 0 REGAL-BELOIT CORPORATION CS 758750103 18,203 835,000 835,000 835,000 0 REGENCY CENTERS CORP CS 758849103 1,332 48,000 48,000 48,000 0 REGENERON PHARMACEUTICAL CS 75886F107 39 1,400 1,400 1,400 0 REGIS CORP CS 758932107 137 5,300 5,300 5,300 0 REGISTER.COM CS 75914G101 124 10,800 10,800 10,800 0 RELIANT ENERGY INC CS 75952J108 34,969 1,318,573 1,318,573 1,318,573 0 RELIANT RESOURCES INC CS 75952B105 2,626 159,041 159,041 159,041 0 RENAL CARE GROUP INC CS 759930100 96 3,000 3,000 3,000 0 RENT-A-CENTER INC CS 76009N100 67,070 2,002,385 2,002,385 2,002,385 0 RES-CARE INC CS 760943100 186 21,100 21,100 21,100 0 RESMED INC CS 761152107 15,146 280,900 280,900 280,900 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY ______________________________ _________ _________ _________________________________________________________________ RESPIRONICS INC CS 761230101 2,580 74,500 74,500 74,500 0 RETEK CS 76128Q109 2,037 68,200 68,200 68,200 0 REYNOLDS & REYNOLDS CS 761695105 1,217 50,194 50,194 50,194 0 RF MICRO DEVICES, INC CS 749941100 676 35,160 35,160 35,160 0 RFS HOTEL INVESTORS INC CS 74955J108 362 31,800 31,800 31,800 0 RIGHT MANAGEMENT CS 766573109 450 25,977 25,977 25,977 0 RIGHTCHOICE MANAGED CARE CS 76657T102 9,994 142,798 142,798 142,798 0 RIVERDEEP PLC CS 76870Q109 4,260 253,600 253,600 253,600 0 ROCKWELL COLLINS CS 774341101 42,366 2,172,600 2,172,600 2,172,600 0 ROCKWELL INT'L CS 773903109 43,730 2,448,484 2,448,484 2,448,484 0 ROSLYN BANCORP INC CS 778162107 527 30,185 30,185 30,185 0 ROSS STORES INC CS 778296103 65,208 2,032,361 2,032,361 2,032,361 0 ROSTELECOM CS 778529107 837 160,000 160,000 160,000 0 ROWAN COMPANIES INC CS 779382100 108,009 5,576,099 5,576,099 5,576,099 0 ROXIO INC CS 780008108 12,269 739,100 739,100 739,100 0 ROYAL DUTCH PETROL CS 780257804 155,682 3,175,897 3,175,897 3,175,897 0 ROYALE ENERGY CS 78074G200 64 9,900 9,900 9,900 0 RPM INC CS 749685103 3,786 261,831 261,831 261,831 0 RR DONNELLEY AND SONS CO CS 257867101 2,498 84,138 84,138 84,138 0 RUBY TUESDAY INC CS 781182100 2,311 112,000 112,000 112,000 0 RUSS BERRIE & CO CS 782233100 5,010 167,000 167,000 167,000 0 RYDER SYSTEMS INC CS 783549108 22,024 994,333 994,333 994,333 0 RYLAND GROUP INC CS 783764103 439 6,000 6,000 6,000 0 S E I CORP CS 784117103 9,470 209,908 209,908 209,908 0 S L GREEN REALTY CORP CS 78440X101 752 24,500 24,500 24,500 0 SABRE GROUP HOLDINGS INC CS 785905100 180,149 4,253,806 4,253,806 4,253,806 0 SAFEWAY INC CS 786514208 231,720 5,550,171 5,550,171 5,550,171 0 SANDERSON FARMS INC CS 800013104 272 12,800 12,800 12,800 0 SANGSTAT MEDICAL CORP CS 801003104 691 35,000 35,000 35,000 0 SAPPI LTD CS 803069202 13,695 1,336,100 1,336,100 1,336,100 0 SARA LEE CORP CS 803111103 39,826 1,791,552 1,791,552 1,791,552 0 SBC COMMUNICATIONS CS 78387G103 369,925 9,444,093 9,444,093 9,444,093 0 SCANSOFT INC CS 80603P107 434 100,800 100,800 100,800 0 SCHAWK INC CS 806373106 2,411 219,200 219,200 219,200 0 SCHERING-PLOUGH CORP CS 806605101 132,909 3,711,519 3,711,519 3,711,519 0 SCHLUMBERGER LTD CS 806857108 1,841 33,500 33,500 33,500 0 SCHWAB, CHARLES CORP CS 808513105 37,346 2,414,120 2,414,120 2,414,120 0 SCIENTIFIC-ATLANTA INC CS 808655104 41,217 1,721,680 1,721,680 1,721,680 0 SCIOS NOVA CS 808905103 357 15,000 15,000 15,000 0 SCOTTISH ANNUITY & LIFE CS G7885T104 1,180 61,500 61,500 61,500 0 SEACHANGE INT'L CS 811699107 2,456 72,000 72,000 72,000 0 SEALED AIR CORP CS 81211K100 165,502 4,054,435 4,054,435 4,054,435 0 SEARS ROEBUCK & CO CS 812387108 233,288 4,896,898 4,896,898 4,896,898 0 SECURE COMPUTING CORP CS 813705100 2,085 101,600 101,600 101,600 0 SEMPRA ENERGY CS 816851109 74,066 3,016,949 3,016,949 3,016,949 0 SEMTECH CORP CS 816850101 1,103 30,900 30,900 30,900 0 SENIOR HOUSING PROP TRUST CS 81721M109 8,005 575,500 575,500 575,500 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY ______________________________ _________ _________ _________________________________________________________________ SENSIENT TECHNOLOGIES CS 81725T100 25,526 1,226,600 1,226,600 1,226,600 0 SEPRACOR INC CS 817315104 35,837 628,060 628,060 628,060 0 SHARPER IMAGE CORP CS 820013100 3 270 270 270 0 SHAW GROUP INC CS 820280105 50,055 2,130,018 2,130,018 2,130,018 0 SHERWIN-WILLIAMS CO CS 824348106 46,363 1,685,917 1,685,917 1,685,917 0 SHOE CARNIVAL CS 824889109 108 7,800 7,800 7,800 0 SICOR INC CS 825846108 19,164 1,215,972 1,215,972 1,215,972 0 SIEBEL SYSTEMS, INC. CS 826170102 3,507 125,300 125,300 125,300 0 SIERRA HEALTH SERVICES CS 826322109 49 6,100 6,100 6,100 0 SIERRA PACIFIC RESOURCES CS 826428104 9,665 642,200 642,200 642,200 0 SIERRA PACIFIC RESOURCES PS 826428203 12,310 230,100 230,100 230,100 0 SILGAN HOLDINGS INC CS 827048109 6,798 259,700 259,700 259,700 0 SILICON GRAPHICS INC CS 827056102 2 1,000 1,000 1,000 0 SILICON LABORATORIES CS 826919102 2,022 60,000 60,000 60,000 0 SILICONIX INC CS 827079203 2 75 75 75 0 SIMON DEBARTOLO GROUP INC CS 828806109 4,443 151,500 151,500 151,500 0 SIMPSON MANUFACTURING CS 829073105 52 900 900 900 0 SK TELECOM CO LTD ADR CS 78440P108 24,110 1,115,163 1,115,163 1,115,163 0 SKY FINANCIAL GROUP INC CS 83080P103 9,177 451,170 451,170 451,170 0 SKYWEST INC CS 830879102 133 5,200 5,200 5,200 0 SMARTFORCE CS 83170A206 57,756 2,329,348 2,329,348 2,329,348 0 SMITH INTERNATIONAL INC CS 832110100 20,854 388,916 388,916 388,916 0 SMITHFIELD FOODS INC CS 832248108 17,021 772,300 772,300 772,300 0 SMURFIT STONE CONTAINER CS 832727101 291 18,200 18,200 18,200 0 SNAP-ON INCORPORATED CS 833034101 46,004 1,366,735 1,366,735 1,366,735 0 SOLA INTERNATIONAL INC CS 834092108 194 10,000 10,000 10,000 0 SONIC AUTOMOTIVE CS 83545G102 141 6,000 6,000 6,000 0 SONOCO PRODUCTS CO CS 835495102 8,351 314,200 314,200 314,200 0 SONOSIGHT INC CS 83568G104 1,031 40,130 40,130 40,130 0 SOUTH FINANCIAL GROUP CS 837841105 625 35,180 35,180 35,180 0 SOUTHERN CO CS 842587107 5,197 205,000 205,000 205,000 0 SOUTHWEST AIRLINES CS 844741108 8,910 482,137 482,137 482,137 0 SOUTHWEST BANCORP OF CS 84476R109 121 4,000 4,000 4,000 0 SPRINT CORPORATION CS 852061100 135,510 6,748,506 6,748,506 6,748,506 0 SPRINT CORPORATION CS 852061506 34,394 1,409,003 1,409,003 1,409,003 0 SPSS INC CS 78462K102 715 40,180 40,180 40,180 0 SRI/SURGICAL EXPRESS INC CS 78464W104 6,008 372,684 372,684 372,684 0 ST JUDE MEDICAL INC CS 790849103 10,408 134,040 134,040 134,040 0 STANDARD COMMERCIAL CORP CS 853258101 498 30,170 30,170 30,170 0 STANLEY WORKS CS 854616109 81,930 1,759,278 1,759,278 1,759,278 0 STAPLES INC CS 855030102 85,372 4,564,121 4,564,121 4,564,121 0 STARBUCKS CORPORATION CS 855244109 38,942 2,043,644 2,043,644 2,043,644 0 STARWOOD HOTELS AND CS 85590A203 85,702 2,871,095 2,871,095 2,871,095 0 STATE STREET CORP CS 857477103 97,373 1,863,600 1,863,600 1,863,600 0 STATEN ISLAND BANCORP CS 857550107 1,146 70,240 70,240 70,240 0 STEEL DYNAMICS INC CS 858119100 229 20,000 20,000 20,000 0 STEEL TECHNOLOGIES INC CS 858147101 32 3,500 3,500 3,500 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY ______________________________ _________ _________ _________________________________________________________________ STERICYCLE INC CS 858912108 1,222 20,065 20,065 20,065 0 STERIS CORP CS 859152100 30,103 1,647,700 1,647,700 1,647,700 0 STEWART & STEVENSON SERV CS 860342104 60 3,200 3,200 3,200 0 STILLWELL FINANCIAL INC CS 860831106 1,097 40,300 40,300 40,300 0 STORAGE TECHNOLOGY CS 862111200 13,606 658,229 658,229 658,229 0 STUDENT LOAN CORP CS 863902102 48,973 607,600 607,600 607,600 0 SUMMIT PROPERTIES INC CS 866239106 2,332 93,200 93,200 93,200 0 SUN INTERBREW LTD - B SHS CS 999902FJ3 305 62,900 62,900 62,900 0 SUN MICROSYSTEMS INC CS 866810104 135,008 10,971,814 10,971,814 10,971,814 0 SUNGARD DATA SYSTEMS INC CS 867363103 107,277 3,708,147 3,708,147 3,708,147 0 SUNTRUST BANKS INC CS 867914103 29,167 465,178 465,178 465,178 0 SUPER VALU STORES INC CS 868536103 103,400 4,674,497 4,674,497 4,674,497 0 SUPERIOR INDUSTRIES INT'L CS 868168105 7,233 179,700 179,700 179,700 0 SUPERTEX INC CS 868532102 24 1,400 1,400 1,400 0 SUPPORT.COM CS 868587106 3 510 510 510 0 SUSQUEHANA BANCSHARES INC CS 869099101 625 30,000 30,000 30,000 0 SWIFT ENERGY CO CS 870738101 7,694 380,900 380,900 380,900 0 SYBASE INC CS 871130100 3,834 243,300 243,300 243,300 0 SYBRON DENTAL SPECIALTIES CS 871142105 21,019 974,000 974,000 974,000 0 SYLVAN LEARNING SYSTEMS CS 871399101 55 2,500 2,500 2,500 0 SYMANTEC CORP CS 871503108 54,281 818,157 818,157 818,157 0 SYMMETRICOM CS 871543104 207 27,100 27,100 27,100 0 SYNCOR INTL CORP CS 87157J106 43 1,500 1,500 1,500 0 SYNOPSYS INC CS 871607107 14,958 253,200 253,200 253,200 0 SYNOVUS FINANCIAL CORP CS 87161C105 16,365 653,300 653,300 653,300 0 SYSCO CORP CS 871829107 31,558 1,203,603 1,203,603 1,203,603 0 SYSTEMS & COMPUTER TECH CS 871873105 209 20,000 20,000 20,000 0 T C F FINANCIAL CS 872275102 33,524 698,700 698,700 698,700 0 T H Q INC CS 872443403 726 15,000 15,000 15,000 0 T J X COS INC CS 872540109 262,472 6,584,836 6,584,836 6,584,836 0 T ROWE PRICE GROUP INC CS 74144T108 41,171 1,185,300 1,185,300 1,185,300 0 TAIWAN SEMICONDUCTOR -ADR CS 874039100 20,159 1,174,096 1,174,096 1,174,096 0 TAKE-TWO INTERACTIVE CS 874054109 8,438 521,700 521,700 521,700 0 TALBOTS INC CS 874161102 37,847 1,044,060 1,044,060 1,044,060 0 TARGET CORP CS 87612E106 327,704 7,983,042 7,983,042 7,983,042 0 TARO-VIT INDUS LTD CS M8737E108 4,945 123,900 123,900 123,900 0 TECH DATA CORP CS 878237106 42,982 994,832 994,832 994,832 0 TECUMSEH PRODUCTS CL A CS 878895200 4,773 94,300 94,300 94,300 0 TEEKAY SHIPPING CORP CS Y8564W103 33,144 951,040 951,040 951,040 0 TEKTRONIX INC CS 879131100 21,147 820,273 820,273 820,273 0 TELE CENTRO OESTE CEL CS 87923P105 1,985 283,500 283,500 283,500 0 TELE CENTRO SUL PART CS 105530109 4,675 112,700 112,700 112,700 0 TELE NORTE LESTE PART CS 879246106 2,437 155,900 155,900 155,900 0 TELECORP PCS INC CS 879300101 1,059 84,080 84,080 84,080 0 TELEFONICA SA CS 879382208 1,251 31,212 31,212 31,212 0 TELEFONOS DE CHILE ADR CS 204449300 2,191 162,800 162,800 162,800 0 TELEFONOS DE MEXICO SA CS 879403780 54,912 1,568,011 1,568,011 1,568,011 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY ______________________________ _________ _________ _________________________________________________________________ TELEPHONE & DATA SYSTEMS CS 879433100 881 9,811 9,811 9,811 0 TENET HEALTHCARE CORP CS 88033G100 75,820 1,291,218 1,291,218 1,291,218 0 TETRA TECH INC CS 88162G103 52 2,625 2,625 2,625 0 TETRA TECHNOLOGIES INC CS 88162F105 195 9,300 9,300 9,300 0 TEVA PHARMACEUTICAL INDU CS 881624209 95,523 1,548,934 1,548,934 1,548,934 0 TEXAS INDUSTRIES INC CS 882491103 852 23,095 23,095 23,095 0 TEXAS INSTRUMENTS INC CS 882508104 116,745 4,169,472 4,169,472 4,169,472 0 THE INTERCEPT GROUP INC CS 45845L107 3,015 73,600 73,600 73,600 0 THE STEAK N SHAKE COMPANY CS 857873103 1 125 125 125 0 THERASENSE INC CS 883381105 4,969 202,000 202,000 202,000 0 THOMAS & BETTS CORP CS 884315102 3 141 141 141 0 THORATEC LABORATORIES CS 885175307 513 30,155 30,155 30,155 0 THORNBURG MORTGAGE ASSET CS 885218107 1,371 69,575 69,575 69,575 0 TIDEWATER INC CS 886423102 123,480 3,642,469 3,642,469 3,642,469 0 TIFFANY & CO CS 886547108 32,231 1,024,173 1,024,173 1,024,173 0 TIMBERLAND CO CS 887100105 55,681 1,501,643 1,501,643 1,501,643 0 TIME WARNER TELECOM INC CS 887319101 265 15,000 15,000 15,000 0 TITAN CORP CS 888266103 1,527 61,200 61,200 61,200 0 TMP WORLDWIDE CS 872941109 101,626 2,368,624 2,368,624 2,368,624 0 TOLL BROTHERS INC CS 889478103 75 1,700 1,700 1,700 0 TOO INC CS 890333107 4,320 157,100 157,100 157,100 0 TOPPS CO INC CS 890786106 36 3,000 3,000 3,000 0 TORCHMARK CORP CS 891027104 1,939 49,300 49,300 49,300 0 TORO CO CS 891092108 104 2,300 2,300 2,300 0 TOTAL SYSTEM SERVICES INC CS 891906109 1,997 94,273 94,273 94,273 0 TOYS R US INC CS 892335100 116,805 5,631,861 5,631,861 5,631,861 0 TRACTOR SUPPLY CO CS 892356106 116 3,400 3,400 3,400 0 TRAMMELL CROW COMPANY CS 89288R106 4 300 300 300 0 TRANSCANADA PIPELINES LTD CS 893526103 1,564 125,000 125,000 125,000 0 TRANSKARYOTIC THERAPIES CS 893735100 27,869 651,981 651,981 651,981 0 TRANSOCEAN SEDCO FOREX CS G90078109 169,021 4,997,678 4,997,678 4,997,678 0 TRIAD HOSPITAL CS 89579K109 38,649 1,316,834 1,316,834 1,316,834 0 TRICON GLOBAL RESTAURANTS CS 895953107 97,987 1,991,598 1,991,598 1,991,598 0 TRIKON TECHNOLOGIES INC CS 896187408 178 15,100 15,100 15,100 0 TRW INC CS 872649108 5,008 135,200 135,200 135,200 0 TUBOS DE ACERO DE MEXICO CS 898592506 268 30,000 30,000 30,000 0 TUPPERWARE CORP CS 899896104 22,106 1,148,341 1,148,341 1,148,341 0 TURKCELL ILETISIM HIZMET CS 900111204 1,944 94,700 94,700 94,700 0 TXU CORPORATION CS 873168108 32,120 681,233 681,233 681,233 0 TYCO INTERNATIONAL LTD CS 902124106 1,745,040 29,627,167 29,627,167 29,627,167 0 U G I CORPORATION CS 902681105 1,963 65,000 65,000 65,000 0 U R S CORP CS 903236107 822 30,000 30,000 30,000 0 U S T INC CS 902911106 103,989 2,971,102 2,971,102 2,971,102 0 UBIQUITEL INC CS 903474302 360 48,500 48,500 48,500 0 ULTICOM CS 903844108 5,457 544,100 544,100 544,100 0 ULTRAMAR DIAMOND SHAMROCK CS 904000106 396 8,000 8,000 8,000 0 ULTRAPAR PARTICIPACOES SA CS 90400P101 754 97,900 97,900 97,900 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY ______________________________ _________ _________ _________________________________________________________________ ULTRATECH STEPPER CS 904034105 23 1,400 1,400 1,400 0 UMB FINANCIAL CORP CS 902788108 5,156 128,300 128,300 128,300 0 UNIBANCO CS 90458E107 1,889 84,700 84,700 84,700 0 UNIFIED ENERGY SYS CS 904688108 3,584 228,300 228,300 228,300 0 UNIFIRST CORPORATION CS 904708104 95 4,200 4,200 4,200 0 UNILEVER N V (GROUP) CS 904784709 31,129 540,345 540,345 540,345 0 UNION PACIFIC PS 907824403 33,302 695,600 695,600 695,600 0 UNION PACIFIC CORP CS 907818108 109,038 1,912,948 1,912,948 1,912,948 0 UNION PLANTERS CORP CS 908068109 4,140 91,742 91,742 91,742 0 UNIONBANCAL CORPORATION CS 908906100 45,265 1,191,195 1,191,195 1,191,195 0 UNISOURCE ENERGY CORP CS 909205106 29 1,600 1,600 1,600 0 UNITED DEFENSE INDUSTRIES CS 91018B104 2,311 109,800 109,800 109,800 0 UNITED DOMAIN REALTY CS 910197102 4,009 278,400 278,400 278,400 0 UNITED ILLUMINATING CO CS 902748102 516 10,055 10,055 10,055 0 UNITED MICROELECTRONICS CS 910873207 1,982 206,500 206,500 206,500 0 UNITED NATURAL FOODS INC CS 911163103 8,881 354,450 354,450 354,450 0 UNITED PARCEL SERVICE CS 911312106 95,915 1,759,900 1,759,900 1,759,900 0 UNITED RENTALS CS 911363109 44,086 1,942,124 1,942,124 1,942,124 0 UNITED STATIONERS INC CS 913004107 53,743 1,590,030 1,590,030 1,590,030 0 UNITED TECHNOLOGIES CORP CS 913017109 166,129 2,570,469 2,570,469 2,570,469 0 UNITEDHEALTH GROUP CS 91324P102 10,651 150,500 150,500 150,500 0 UNIVERSAL COMPRESSION CS 913431102 3,424 116,100 116,100 116,100 0 UNIVERSAL DISPLAY CORP CS 91347P105 4 390 390 390 0 UNIVERSAL FOREST PRODS CS 913543104 31 1,500 1,500 1,500 0 UNIVISION COMMUNICATIONS CS 914906102 172,475 4,262,862 4,262,862 4,262,862 0 UNOCAL CORP CS 915289102 4,605 127,657 127,657 127,657 0 UNUMPROVIDENT CORP CS 91529Y106 103,210 3,893,258 3,893,258 3,893,258 0 UPS CVT BOND 1.75% CVT BOND 911312AB2 17,020 17,367,000 17,367,000 17,367,000 0 URBAN OUTFITTERS INC CS 917047102 846 35,190 35,190 35,190 0 UROLOGIX INC CS 917273104 1,006 50,330 50,330 50,330 0 URSTADT BIDDLE CS 917286205 528 51,400 51,400 51,400 0 US BANCORP CS 902973304 21,230 1,014,314 1,014,314 1,014,314 0 US FREIGHTWAYS CORP CS 916906100 122 3,900 3,900 3,900 0 US UNWIRED CS 90338R104 713 70,300 70,300 70,300 0 USA EDUCATION INC CS 90390U102 37,027 440,697 440,697 440,697 0 USA NETWORKS INC CS 902984103 32,155 1,177,182 1,177,182 1,177,182 0 UTILICORP UNITED INC CS 918005109 67,022 2,662,786 2,662,786 2,662,786 0 UTSTARCOM INC CS 918076100 14,436 507,228 507,228 507,228 0 V F CORP CS 918204108 2,528 64,800 64,800 64,800 0 VALASSIS COMMUNICATIONS CS 918866104 25,919 727,640 727,640 727,640 0 VALERO ENERGY CORP CS 91913Y100 381 10,000 10,000 10,000 0 VALSPAR CORP CS 920355104 29,807 752,695 752,695 752,695 0 VAN DER MOOLEN CS 921020103 103 3,500 3,500 3,500 0 VANS INC CS 921930103 32 2,500 2,500 2,500 0 VARIAN MEDICAL SYSTEMS CS 92220P105 8,886 124,700 124,700 124,700 0 VARIAN SEMICONDUCTOR CS 922207105 35 1,000 1,000 1,000 0 VECTOR GROUP LTD CS 92240M108 233 7,080 7,080 7,080 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY ______________________________ _________ _________ _________________________________________________________________ VENTANA MEDICAL SYSTEMS CS 92276H106 678 30,165 30,165 30,165 0 VENTAS INC CS 92276F100 2,819 245,131 245,131 245,131 0 VERISIGN CS 92343E102 11,827 310,710 310,710 310,710 0 VERITAS SOFTWARE CORP CS 923436109 114,796 2,560,400 2,560,400 2,560,400 0 VERIZON COMMUNICATIONS CS 92343V104 289,415 6,098,080 6,098,080 6,098,080 0 VERSICOR CS 925314106 2 110 110 110 0 VIACOM INC CS 925524308 337,256 7,638,875 7,638,875 7,638,875 0 VIAD CORPORATION CS 92552R109 43,037 1,817,421 1,817,421 1,817,421 0 VIDAMED INC CS 926530106 1,137 145,520 145,520 145,520 0 VIMPEL COMMUNICATIONS CS 68370R109 638 24,500 24,500 24,500 0 VINA CONCHA CS 927191106 54 1,500 1,500 1,500 0 VINTAGE PETROLEUM INC CS 927460105 111 7,700 7,700 7,700 0 VISHAY CONV BONDS 0% CVT BOND 928298AC2 7,610 14,175,000 14,175,000 14,175,000 0 VISHAY INTERTECHNOLOGY CS 928298108 24,814 1,272,500 1,272,500 1,272,500 0 VISTEON CORP CS 92839U107 17,757 1,180,639 1,180,639 1,180,639 0 VITAL SIGNS INC CS 928469105 38 1,100 1,100 1,100 0 VITALWORKS INC CS 928483106 4 640 640 640 0 VODAFONE GROUP PLC CS 92857W100 5,788 225,400 225,400 225,400 0 VORNADO REALTY TRUST CS 929042109 4,027 96,800 96,800 96,800 0 VOTORANTIM CELULOSE E CS 92906P106 1,276 72,300 72,300 72,300 0 W D-40 COMPANY CS 929236107 539 20,135 20,135 20,135 0 W H BRADY CO CS 104674106 2,478 67,700 67,700 67,700 0 W S F S FINANCIAL CORP CS 929328102 220 12,700 12,700 12,700 0 W-H ENERGY SERVICES CS 92925E108 13,053 689,000 689,000 689,000 0 WACHOVIA CORP CS 929903102 10,384 331,136 331,136 331,136 0 WADDELL & REED FINANCIAL CS 930059100 11,402 354,100 354,100 354,100 0 WAL-MART STORES INC CS 931142103 770,997 13,396,990 13,396,990 13,396,990 0 WALGREEN CO CS 931422109 15,164 450,492 450,492 450,492 0 WASHINGTON FEDERAL INC CS 938824109 14,490 561,965 561,965 561,965 0 WASHINGTON MUTUAL INC CS 939322103 196,411 6,006,455 6,006,455 6,006,455 0 WASTE MANAGEMENT CVT BOND 92929QAF4 639 735,000 735,000 735,000 0 WASTE MANAGEMENT CVT BOND 94106LAA7 11,342 11,363,000 11,363,000 11,363,000 0 WASTE MANAGEMENT INC CS 94106L109 414,689 12,995,568 12,995,568 12,995,568 0 WATERS CORPORATION CS 941848103 17,975 463,865 463,865 463,865 0 WATSON PHARMACEUTICALS CS 942683103 21,182 674,800 674,800 674,800 0 WAUSAU-MOSINEE PAPER CS 943315101 18,303 1,512,625 1,512,625 1,512,625 0 WAYPOINT FINANCIAL CORP CS 946756103 601 40,000 40,000 40,000 0 WEBEX COMMUNICATIONS, INC CS 94767L109 1,976 79,500 79,500 79,500 0 WEINGARTEN REALTY CS 948741103 2,688 56,000 56,000 56,000 0 WELLPOINT HEALTH NETWORKS CS 94973H108 118,175 1,011,342 1,011,342 1,011,342 0 WELLS FARGO & CO CS 949746101 40,013 920,900 920,900 920,900 0 WENDY'S INTERNATIONAL INC CS 950590109 54,608 1,872,048 1,872,048 1,872,048 0 WERNER ENTERPRISES INC CS 950755108 49 2,000 2,000 2,000 0 WESCO INTERNATIONAL, INC. CS 95082P105 71 14,400 14,400 14,400 0 WEST MARINE INC CS 954235107 4,297 293,700 293,700 293,700 0 WESTERN WIRELESS CORP CS 95988E204 424 15,000 15,000 15,000 0 WESTPORT RESOURCES CS 961418100 19,746 1,138,100 1,138,100 1,138,100 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY ______________________________ _________ _________ _________________________________________________________________ WESTVACO CORP CS 961548104 11,255 395,600 395,600 395,600 0 WESTWOOD ONE INC CS 961815107 33,830 1,125,800 1,125,800 1,125,800 0 WET SEAL (THE) INC CS 961840105 243 10,250 10,250 10,250 0 WEYERHAEUSER CO CS 962166104 460 8,500 8,500 8,500 0 WGL HOLDINGS INC CS 92924F106 129,728 4,462,600 4,462,600 4,462,600 0 WHIRLPOOL CORP CS 963320106 43,114 587,945 587,945 587,945 0 WHOLE FOODS MARKET INC CS 966837106 17 400 400 400 0 WILLBROS GROUP INC CS 969199108 163 10,200 10,200 10,200 0 WILLIAMS COS CS 969457100 3,524 138,100 138,100 138,100 0 WILLIAMS ENERGY PARTNERS CS 969491109 627 15,000 15,000 15,000 0 WILLIS GROUP HOLDINGS CS G96655108 474 20,130 20,130 20,130 0 WILSON GREATBATCH CS 972232102 2,592 71,800 71,800 71,800 0 WILSONS THE LEATHER CS 972463103 6,648 574,600 574,600 574,600 0 WINN-DIXIE STORES INC CS 974280109 10,896 764,614 764,614 764,614 0 WINNEBAGO INDUSTRIES INC CS 974637100 1,282 34,700 34,700 34,700 0 WISCONSIN ENERGY CORP CS 976657106 80,763 3,579,900 3,579,900 3,579,900 0 WOLVERINE WORLD WIDE CS 978097103 6,205 412,300 412,300 412,300 0 WOODWARD GOVERNOR CO CS 980745103 181 3,100 3,100 3,100 0 WORLDCOM INC CS 98157D106 75,145 5,335,088 5,335,088 5,335,088 0 WORLDCOM INC CS 98157D304 10,265 806,369 806,369 806,369 0 WORLDCOM INC PS 98157D601 5,473 233,500 233,500 233,500 0 WORLDCOM INC PS 98157D809 2,990 136,100 136,100 136,100 0 WORTHINGTON INDUSTRIES CS 981811102 5,454 384,100 384,100 384,100 0 WP STEWART & CO LTD CS G84922106 6,152 234,800 234,800 234,800 0 WRIGLEY (WM) JR CO CS 982526105 53,620 1,043,800 1,043,800 1,043,800 0 XCEL ENERGY INC CS 98389B100 3,906 140,815 140,815 140,815 0 XEROX CORP CS 984121103 13,733 1,317,986 1,317,986 1,317,986 0 XILINX INC CS 983919101 43,311 1,109,400 1,109,400 1,109,400 0 XL CAPITAL LTD CS G98255105 36,108 395,232 395,232 395,232 0 XO COMMUNICATIONS INC PS 983764705 2 606 606 606 0 XOMA CORP CS G9825R107 986 100,445 100,445 100,445 0 XTO ENERGY INC CS 98385X106 181 10,350 10,350 10,350 0 YANKEE CANDLE COMPANY INC CS 984757104 680 30,000 30,000 30,000 0 YELLOW CORP CS 985509108 103 4,100 4,100 4,100 0 YORK INTERNATIONAL CORP CS 986670107 47,339 1,241,516 1,241,516 1,241,516 0 YOUNG INNOVATIONS INC CS 987520103 5,908 234,900 234,900 234,900 0 ZALE CORP CS 988858106 58,754 1,402,918 1,402,918 1,402,918 0 ZIMMER HOLDINGS INC CS 98956P102 26,161 856,630 856,630 856,630 0 ZIONS BANCORPORATION CS 989701107 19,835 377,277 377,277 377,277 0 ZOLL MEDICAL CORP CS 989922109 10,265 263,575 263,575 263,575 0 ZOMAX OPTICAL MEDIA INC CS 989929104 77 9,600 9,600 9,600 0 ZORAN CORPORATION CS 98975F101 2,568 79,005 79,005 79,005 0 7-ELEVEN INC CS 817826209 70 6,000 6,000 6,000 0 99 CENTS ONLY STORES CS 65440K106 4,583 120,300 120,300 120,300 0 _________________________________________________________________ $58,401,767